| Multiple Linear Regression - Estimated Regression Equation |
| werkloosheid[t] = + 1.85423823704048 -0.114537989510702maand[t] -3.92322970510058indicator[t] + 0.973210530445734economie[t] + 1.09728386413799`financiën`[t] + 0.908015384045379spaarvermogen[t] -0.0221617445973185t + 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) | 1.85423823704048 | 0.620938 | 2.9862 | 0.004269 | 0.002135 |
| maand | -0.114537989510702 | 0.044347 | -2.5828 | 0.012598 | 0.006299 |
| indicator | -3.92322970510058 | 0.030814 | -127.3206 | 0 | 0 |
| economie | 0.973210530445734 | 0.03735 | 26.0563 | 0 | 0 |
| `financiën` | 1.09728386413799 | 0.155836 | 7.0413 | 0 | 0 |
| spaarvermogen | 0.908015384045379 | 0.057907 | 15.6805 | 0 | 0 |
| t | -0.0221617445973185 | 0.019223 | -1.1529 | 0.254136 | 0.127068 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.998851623219125 |
| R-squared | 0.99770456520748 |
| Adjusted R-squared | 0.997444704664931 |
| F-TEST (value) | 3839.38459998338 |
| F-TEST (DF numerator) | 6 |
| F-TEST (DF denominator) | 53 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1.16791092469633 |
| Sum Squared Residuals | 72.2928441853266 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 17 | 16.0005028839396 | 0.99949711606045 |
| 2 | 23 | 21.0785851350088 | 1.92141486499119 |
| 3 | 24 | 24.0988069097112 | -0.0988069097111827 |
| 4 | 27 | 27.1760098923622 | -0.176009892362176 |
| 5 | 31 | 32.297113644966 | -1.29711364496595 |
| 6 | 40 | 38.9956412249249 | 1.00435877507512 |
| 7 | 47 | 47.915901348937 | -0.915901348936986 |
| 8 | 43 | 43.492897318911 | -0.492897318910984 |
| 9 | 60 | 61.9022358268797 | -1.90223582687975 |
| 10 | 64 | 63.8188567783357 | 0.181143221664285 |
| 11 | 65 | 65.8513371250321 | -0.851337125032119 |
| 12 | 65 | 63.7916324045724 | 1.20836759542759 |
| 13 | 55 | 55.2865177726709 | -0.286517772670858 |
| 14 | 57 | 59.1369258668014 | -2.13692586680139 |
| 15 | 57 | 56.0311362696754 | 0.96886373032459 |
| 16 | 57 | 56.1887076609891 | 0.811292339010854 |
| 17 | 65 | 63.0992485570528 | 1.90075144294719 |
| 18 | 69 | 70.3415109530804 | -1.3415109530804 |
| 19 | 70 | 67.870618921976 | 2.129381078024 |
| 20 | 71 | 72.8024541944872 | -1.80245419448717 |
| 21 | 71 | 70.3761839584662 | 0.623816041533836 |
| 22 | 73 | 72.5979327852552 | 0.402067214744808 |
| 23 | 68 | 66.6579834087148 | 1.34201659128522 |
| 24 | 65 | 65.4879143861214 | -0.487914386121412 |
| 25 | 57 | 57.8275169712082 | -0.827516971208247 |
| 26 | 41 | 39.9305069786169 | 1.06949302138312 |
| 27 | 21 | 22.4911887990251 | -1.49118879902508 |
| 28 | 21 | 19.9329279766545 | 1.06707202334549 |
| 29 | 17 | 16.8531059830811 | 0.1468940169189 |
| 30 | 9 | 8.91607129680917 | 0.0839287031908311 |
| 31 | 11 | 12.2332070083928 | -1.2332070083928 |
| 32 | 6 | 5.77831010555254 | 0.221689894447463 |
| 33 | -2 | -2.23213366557159 | 0.232133665571589 |
| 34 | 0 | -0.794326889135693 | 0.794326889135693 |
| 35 | 5 | 4.79106014092789 | 0.20893985907211 |
| 36 | 3 | 2.52755604281528 | 0.472443957184718 |
| 37 | 7 | 8.65225790918244 | -1.65225790918244 |
| 38 | 4 | 4.48973777896334 | -0.489737778963336 |
| 39 | 8 | 8.62941706266955 | -0.629417062669553 |
| 40 | 9 | 7.62450944344494 | 1.37549055655506 |
| 41 | 14 | 14.6230451518531 | -0.623045151853085 |
| 42 | 12 | 13.6099235941766 | -1.60992359417665 |
| 43 | 12 | 11.7191742357725 | 0.28082576422753 |
| 44 | 7 | 6.49384846921429 | 0.506151530785707 |
| 45 | 15 | 16.8022639404889 | -1.80226394048892 |
| 46 | 14 | 13.9731116147217 | 0.0268883852782716 |
| 47 | 19 | 18.403959067347 | 0.596040932652985 |
| 48 | 39 | 38.3666872309764 | 0.633312769023613 |
| 49 | 12 | 10.4713970960906 | 1.52860290390935 |
| 50 | 11 | 12.1538310865761 | -1.15383108657608 |
| 51 | 17 | 17.899995992758 | -0.899995992758008 |
| 52 | 16 | 17.3325035210105 | -1.33250352101053 |
| 53 | 25 | 25.0149785702887 | -0.014978570288724 |
| 54 | 24 | 23.0957386079103 | 0.904261392089717 |
| 55 | 28 | 29.1615622869855 | -1.16156228698554 |
| 56 | 25 | 26.3260930021099 | -1.32609300210989 |
| 57 | 31 | 29.4336835680785 | 1.56631643192153 |
| 58 | 24 | 22.6813015372107 | 1.3186984627893 |
| 59 | 24 | 23.4557201436508 | 0.544279856349248 |
| 60 | 33 | 32.0336131112721 | 0.966386888727932 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 10 | 0.323272202295852 | 0.646544404591704 | 0.676727797704148 |
| 11 | 0.380006792593184 | 0.760013585186367 | 0.619993207406816 |
| 12 | 0.254404327279232 | 0.508808654558463 | 0.745595672720768 |
| 13 | 0.306619020106165 | 0.61323804021233 | 0.693380979893835 |
| 14 | 0.629059702566752 | 0.741880594866496 | 0.370940297433248 |
| 15 | 0.615922165350403 | 0.768155669299193 | 0.384077834649597 |
| 16 | 0.535209096065175 | 0.929581807869649 | 0.464790903934825 |
| 17 | 0.593962737103182 | 0.812074525793635 | 0.406037262896818 |
| 18 | 0.536659292798323 | 0.926681414403353 | 0.463340707201677 |
| 19 | 0.82753150243192 | 0.344936995136159 | 0.17246849756808 |
| 20 | 0.913591031550605 | 0.17281793689879 | 0.0864089684493951 |
| 21 | 0.882051270552775 | 0.235897458894449 | 0.117948729447225 |
| 22 | 0.834932217117616 | 0.330135565764768 | 0.165067782882384 |
| 23 | 0.807446163643747 | 0.385107672712507 | 0.192553836356253 |
| 24 | 0.830957366224275 | 0.33808526755145 | 0.169042633775725 |
| 25 | 0.860957663933354 | 0.278084672133291 | 0.139042336066646 |
| 26 | 0.847177977473804 | 0.305644045052391 | 0.152822022526196 |
| 27 | 0.902311943591719 | 0.195376112816562 | 0.097688056408281 |
| 28 | 0.896524234978884 | 0.206951530042233 | 0.103475765021116 |
| 29 | 0.860246355168404 | 0.279507289663191 | 0.139753644831596 |
| 30 | 0.838327838541057 | 0.323344322917885 | 0.161672161458943 |
| 31 | 0.816401326605901 | 0.367197346788198 | 0.183598673394099 |
| 32 | 0.763425690522436 | 0.473148618955128 | 0.236574309477564 |
| 33 | 0.719052505385214 | 0.561894989229572 | 0.280947494614786 |
| 34 | 0.673283211176705 | 0.653433577646589 | 0.326716788823295 |
| 35 | 0.654159067049983 | 0.691681865900034 | 0.345840932950017 |
| 36 | 0.640024117798436 | 0.719951764403128 | 0.359975882201564 |
| 37 | 0.64481205042535 | 0.7103758991493 | 0.35518794957465 |
| 38 | 0.561033848369389 | 0.877932303261221 | 0.438966151630611 |
| 39 | 0.523491474917232 | 0.953017050165537 | 0.476508525082768 |
| 40 | 0.78127886026961 | 0.43744227946078 | 0.21872113973039 |
| 41 | 0.738362873940003 | 0.523274252119994 | 0.261637126059997 |
| 42 | 0.725862808902704 | 0.548274382194592 | 0.274137191097296 |
| 43 | 0.708915917921985 | 0.58216816415603 | 0.291084082078015 |
| 44 | 0.627163731749873 | 0.745672536500254 | 0.372836268250127 |
| 45 | 0.553057366593668 | 0.893885266812663 | 0.446942633406332 |
| 46 | 0.530381441244163 | 0.939237117511673 | 0.469618558755837 |
| 47 | 0.421578206892996 | 0.843156413785991 | 0.578421793107004 |
| 48 | 0.373213224640302 | 0.746426449280605 | 0.626786775359698 |
| 49 | 0.386105985024135 | 0.77221197004827 | 0.613894014975865 |
| 50 | 0.298835307952802 | 0.597670615905604 | 0.701164692047198 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 0 | 0 | OK |
| 5% type I error level | 0 | 0 | OK |
| 10% type I error level | 0 | 0 | OK |
