| Multiple Linear Regression - Estimated Regression Equation |
| Productiviteit[t] = + 538.031862522377 -0.00202733744350683Werkgelegenheid[t] + 2.79373211016905Uurloon[t] + e[t] |
| Multiple Linear Regression - Ordinary Least Squares | |||||
| Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
| (Intercept) | 538.031862522377 | 128.571034 | 4.1847 | 8.9e-05 | 4.4e-05 |
| Werkgelegenheid | -0.00202733744350683 | 0.000375 | -5.4021 | 1e-06 | 1e-06 |
| Uurloon | 2.79373211016905 | 0.124878 | 22.3718 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.967560733016831 |
| R-squared | 0.936173772076067 |
| Adjusted R-squared | 0.934179202453444 |
| F-TEST (value) | 469.361290504857 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 64 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 30.3765927543423 |
| Sum Squared Residuals | 59055.1927912421 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 98.7 | 110.250759051245 | -11.550759051245 |
| 2 | 99.2922 | 105.006222140387 | -5.71402214038653 |
| 3 | 99.8879532 | 103.420020418844 | -3.53206721884432 |
| 4 | 102.9844797 | 105.160922902432 | -2.17644320243232 |
| 5 | 106.5889365 | 104.148994245664 | 2.43994225433639 |
| 6 | 111.3854387 | 100.499210244056 | 10.8862284559439 |
| 7 | 112.8334494 | 98.3724620880952 | 14.4609873119048 |
| 8 | 113.0591163 | 89.7060939358009 | 23.3530223641991 |
| 9 | 111.4762887 | 86.0360019589776 | 25.4402867410224 |
| 10 | 116.8271505 | 87.4452038540417 | 29.3819466459583 |
| 11 | 120.7992736 | 89.685658373583 | 31.113615226417 |
| 12 | 122.732062 | 99.3790527714801 | 23.3530092285199 |
| 13 | 125.5548994 | 117.910332137271 | 7.6445672627291 |
| 14 | 128.6937719 | 127.776662662945 | 0.917109237055071 |
| 15 | 135.7719294 | 139.772125567391 | -4.00019616739119 |
| 16 | 139.9808592 | 134.41635692472 | 5.56450227528001 |
| 17 | 145.4401127 | 149.767792621364 | -4.32767992136388 |
| 18 | 145.876433 | 137.038071071754 | 8.83836192824584 |
| 19 | 150.6903553 | 133.332157598961 | 17.3581977010385 |
| 20 | 161.3893706 | 149.242458951196 | 12.1469116488037 |
| 21 | 158.96853 | 190.47085501469 | -31.5023250146904 |
| 22 | 173.9115718 | 177.665873830964 | -3.75430203096381 |
| 23 | 174.0854834 | 196.882278408928 | -22.796795008928 |
| 24 | 181.0489027 | 193.384234829228 | -12.3353321292282 |
| 25 | 178.695267 | 217.112567422627 | -38.4173004226272 |
| 26 | 191.9187167 | 211.983310735378 | -20.0645940353779 |
| 27 | 196.7166847 | 215.450523945917 | -18.7338392459174 |
| 28 | 208.1262524 | 241.823915125707 | -33.6976627257073 |
| 29 | 226.4413626 | 258.589759298776 | -32.1483966987757 |
| 30 | 227.5735694 | 262.524229526896 | -34.9506601268963 |
| 31 | 236.221365 | 263.122294072731 | -26.9009290727308 |
| 32 | 235.7489223 | 259.791706567671 | -24.0427842676708 |
| 33 | 244.4716324 | 273.313262612875 | -28.8416302128752 |
| 34 | 257.9175722 | 315.359333819622 | -57.441761619622 |
| 35 | 282.4197416 | 329.364790960956 | -46.9450493609557 |
| 36 | 286.6560377 | 337.934991359626 | -51.2789536596261 |
| 37 | 288.3759739 | 304.857111471782 | -16.4811375717825 |
| 38 | 297.8923811 | 315.0412121973 | -17.1488310972999 |
| 39 | 299.9776277 | 334.276384269779 | -34.2987565697792 |
| 40 | 301.4775159 | 324.155884717855 | -22.6783688178554 |
| 41 | 314.1395715 | 329.075525284689 | -14.935953784689 |
| 42 | 311.626455 | 324.041825466892 | -12.4153704668916 |
| 43 | 321.2868751 | 317.747246386038 | 3.53962871396239 |
| 44 | 320.6443013 | 307.169557332872 | 13.4747439671282 |
| 45 | 328.6604088 | 320.495946687064 | 8.16446211293612 |
| 46 | 329.9750505 | 306.46833094799 | 23.5067195520103 |
| 47 | 322.7155994 | 288.354965678969 | 34.3606337210314 |
| 48 | 331.4289206 | 353.432966431215 | -22.0040458312151 |
| 49 | 331.0974916 | 350.254101319796 | -19.1566097197964 |
| 50 | 342.0237089 | 326.658419222402 | 15.3652896775984 |
| 51 | 358.0988232 | 327.615421482456 | 30.4834017175438 |
| 52 | 365.6188985 | 336.177401160662 | 29.441497339338 |
| 53 | 356.8440449 | 344.89744155112 | 11.9466033488796 |
| 54 | 364.6946139 | 307.110808548363 | 57.5838053516365 |
| 55 | 362.1417516 | 295.337349385703 | 66.8044022142973 |
| 56 | 349.828932 | 378.82387557607 | -28.9949435760698 |
| 57 | 354.3767081 | 389.855361471552 | -35.478653371552 |
| 58 | 382.7268448 | 432.152784975625 | -49.4259401756254 |
| 59 | 407.6040897 | 429.232682609119 | -21.6285929091186 |
| 60 | 430.0223146 | 422.26426903542 | 7.75804556457979 |
| 61 | 449.8033411 | 424.235537292373 | 25.5678038076272 |
| 62 | 455.2009812 | 441.230415952897 | 13.9705652471025 |
| 63 | 464.7602018 | 444.450808442072 | 20.3093933579284 |
| 64 | 474.9849263 | 428.338994771959 | 46.645931528041 |
| 65 | 472.1350167 | 427.819648588509 | 44.3153681114914 |
| 66 | 471.6628817 | 416.092100261235 | 55.5707814387651 |
| 67 | 486.284431 | 398.19150882742 | 88.0929221725796 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.00012132943739645 | 0.0002426588747929 | 0.999878670562604 |
| 7 | 4.66473488784473e-06 | 9.32946977568945e-06 | 0.999995335265112 |
| 8 | 1.65117302412344e-07 | 3.30234604824687e-07 | 0.999999834882698 |
| 9 | 6.97180760958013e-08 | 1.39436152191603e-07 | 0.999999930281924 |
| 10 | 8.34723118333472e-09 | 1.66944623666694e-08 | 0.999999991652769 |
| 11 | 8.9785709410618e-10 | 1.79571418821236e-09 | 0.999999999102143 |
| 12 | 4.36327054613684e-10 | 8.72654109227369e-10 | 0.999999999563673 |
| 13 | 3.90298237736076e-11 | 7.80596475472152e-11 | 0.99999999996097 |
| 14 | 2.48693014331722e-12 | 4.97386028663445e-12 | 0.999999999997513 |
| 15 | 5.08802467789333e-13 | 1.01760493557867e-12 | 0.999999999999491 |
| 16 | 1.43916729819854e-13 | 2.87833459639709e-13 | 0.999999999999856 |
| 17 | 3.64758450844583e-14 | 7.29516901689166e-14 | 0.999999999999963 |
| 18 | 4.32427869763648e-15 | 8.64855739527296e-15 | 0.999999999999996 |
| 19 | 1.92450807393625e-15 | 3.8490161478725e-15 | 0.999999999999998 |
| 20 | 2.09548599240135e-14 | 4.19097198480271e-14 | 0.999999999999979 |
| 21 | 3.35681327809048e-15 | 6.71362655618096e-15 | 0.999999999999997 |
| 22 | 3.2104250296006e-14 | 6.4208500592012e-14 | 0.999999999999968 |
| 23 | 7.27714977005237e-15 | 1.45542995401047e-14 | 0.999999999999993 |
| 24 | 1.34485731628009e-14 | 2.68971463256018e-14 | 0.999999999999987 |
| 25 | 1.75298538338956e-15 | 3.50597076677913e-15 | 0.999999999999998 |
| 26 | 3.12993557415261e-14 | 6.25987114830521e-14 | 0.999999999999969 |
| 27 | 4.23366474054766e-13 | 8.46732948109533e-13 | 0.999999999999577 |
| 28 | 2.87391763511757e-12 | 5.74783527023515e-12 | 0.999999999997126 |
| 29 | 5.54906754020968e-11 | 1.10981350804194e-10 | 0.999999999944509 |
| 30 | 7.15982568488275e-11 | 1.43196513697655e-10 | 0.999999999928402 |
| 31 | 1.75980699181427e-10 | 3.51961398362854e-10 | 0.999999999824019 |
| 32 | 2.20461399863794e-10 | 4.40922799727588e-10 | 0.999999999779539 |
| 33 | 1.7615023454217e-10 | 3.5230046908434e-10 | 0.99999999982385 |
| 34 | 7.17812914619763e-11 | 1.43562582923953e-10 | 0.999999999928219 |
| 35 | 7.5599095678404e-11 | 1.51198191356808e-10 | 0.999999999924401 |
| 36 | 7.32536694482316e-11 | 1.46507338896463e-10 | 0.999999999926746 |
| 37 | 8.26026765510347e-10 | 1.65205353102069e-09 | 0.999999999173973 |
| 38 | 3.98280765316079e-09 | 7.96561530632158e-09 | 0.999999996017192 |
| 39 | 5.65803348513072e-09 | 1.13160669702614e-08 | 0.999999994341967 |
| 40 | 1.41150383367508e-08 | 2.82300766735016e-08 | 0.999999985884962 |
| 41 | 6.87002678373958e-08 | 1.37400535674792e-07 | 0.999999931299732 |
| 42 | 3.11371424888924e-07 | 6.22742849777848e-07 | 0.999999688628575 |
| 43 | 2.81806206120758e-06 | 5.63612412241516e-06 | 0.999997181937939 |
| 44 | 2.62221736341995e-05 | 5.24443472683991e-05 | 0.999973777826366 |
| 45 | 8.48541681829418e-05 | 0.000169708336365884 | 0.999915145831817 |
| 46 | 0.000355779374781777 | 0.000711558749563554 | 0.999644220625218 |
| 47 | 0.00213841469406051 | 0.00427682938812103 | 0.997861585305939 |
| 48 | 0.00154138653450015 | 0.0030827730690003 | 0.9984586134655 |
| 49 | 0.00100971835443945 | 0.00201943670887889 | 0.998990281645561 |
| 50 | 0.000972224115462067 | 0.00194444823092413 | 0.999027775884538 |
| 51 | 0.00135267922928413 | 0.00270535845856826 | 0.998647320770716 |
| 52 | 0.00191829229697189 | 0.00383658459394377 | 0.998081707703028 |
| 53 | 0.00195634320458161 | 0.00391268640916323 | 0.998043656795418 |
| 54 | 0.00455973233927744 | 0.00911946467855488 | 0.995440267660723 |
| 55 | 0.00749498875859768 | 0.0149899775171954 | 0.992505011241402 |
| 56 | 0.00381934545265006 | 0.00763869090530011 | 0.99618065454735 |
| 57 | 0.0346386680068815 | 0.069277336013763 | 0.965361331993118 |
| 58 | 0.500999653289832 | 0.998000693420335 | 0.499000346710168 |
| 59 | 0.955677652592516 | 0.0886446948149677 | 0.0443223474074838 |
| 60 | 0.981410244022662 | 0.0371795119546769 | 0.0185897559773385 |
| 61 | 0.983821717741396 | 0.0323565645172077 | 0.0161782822586039 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 50 | 0.892857142857143 | NOK |
| 5% type I error level | 53 | 0.946428571428571 | NOK |
| 10% type I error level | 55 | 0.982142857142857 | NOK |
