| Multiple Linear Regression - Estimated Regression Equation |
| werkloosheidsgraad[t] = + 6.01453340353181 + 0.00273851376243852bouwvergunningen[t] -0.0384193212797573uitvoer[t] + 1.90004686501017e-05personenwagens[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) | 6.01453340353181 | 0.755611 | 7.9598 | 0 | 0 |
| bouwvergunningen | 0.00273851376243852 | 0.001489 | 1.8392 | 0.071185 | 0.035592 |
| uitvoer | -0.0384193212797573 | 0.007471 | -5.1422 | 4e-06 | 2e-06 |
| personenwagens | 1.90004686501017e-05 | 1.2e-05 | 1.5325 | 0.131025 | 0.065512 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.567738572912336 |
| R-squared | 0.322327087172535 |
| Adjusted R-squared | 0.286023181128207 |
| F-TEST (value) | 8.87857870662627 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 56 |
| p-value | 6.59891388756773e-05 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.43894750687935 |
| Sum Squared Residuals | 10.7897951725534 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 7.1 | 7.5289540495103 | -0.428954049510305 |
| 2 | 7.2 | 7.36404410757928 | -0.16404410757928 |
| 3 | 7.2 | 7.4070685089383 | -0.2070685089383 |
| 4 | 7.1 | 7.3578341361418 | -0.257834136141803 |
| 5 | 6.9 | 7.40580348554146 | -0.505803485541455 |
| 6 | 6.8 | 7.54208454891311 | -0.74208454891311 |
| 7 | 6.8 | 7.51609643547895 | -0.716096435478951 |
| 8 | 6.8 | 7.46846435272228 | -0.668464352722284 |
| 9 | 6.9 | 7.64209601465233 | -0.74209601465233 |
| 10 | 7.1 | 7.41647305799164 | -0.316473057991642 |
| 11 | 7.2 | 7.53929242494146 | -0.339292424941456 |
| 12 | 7.2 | 7.38971623337559 | -0.189716233375588 |
| 13 | 7.1 | 7.41668505038593 | -0.316685050385929 |
| 14 | 7.1 | 7.62767388538693 | -0.527673885386929 |
| 15 | 7.2 | 7.33919793743086 | -0.139197937430862 |
| 16 | 7.5 | 7.7158139210074 | -0.215813921007403 |
| 17 | 7.7 | 7.72252103037835 | -0.0225210303783494 |
| 18 | 7.8 | 7.81865706194785 | -0.0186570619478455 |
| 19 | 7.7 | 7.8180593549838 | -0.118059354983802 |
| 20 | 7.7 | 7.97603191429327 | -0.276031914293265 |
| 21 | 7.8 | 7.90432432169563 | -0.104324321695626 |
| 22 | 8 | 7.91897936973748 | 0.0810206302625181 |
| 23 | 8.1 | 8.06733795284401 | 0.0326620471559932 |
| 24 | 8.1 | 8.00127791588411 | 0.0987220841158932 |
| 25 | 8 | 8.15689906568 | -0.15689906568 |
| 26 | 8.1 | 7.98590245638835 | 0.114097543611646 |
| 27 | 8.2 | 7.89677327494304 | 0.303226725056961 |
| 28 | 8.4 | 8.05863051729512 | 0.341369482704882 |
| 29 | 8.5 | 7.81708822044938 | 0.682911779550617 |
| 30 | 8.5 | 8.10297331604294 | 0.397026683957062 |
| 31 | 8.5 | 7.75586112812096 | 0.744138871879042 |
| 32 | 8.5 | 7.75380108648344 | 0.746198913516557 |
| 33 | 8.5 | 7.65017866388962 | 0.849821336110384 |
| 34 | 8.4 | 7.42515857842741 | 0.974841421572588 |
| 35 | 8.3 | 7.54476534421944 | 0.755234655780559 |
| 36 | 8.2 | 7.25283405620559 | 0.947165943794413 |
| 37 | 8.1 | 7.27482524501871 | 0.825174754981285 |
| 38 | 7.9 | 7.159031468175 | 0.740968531825003 |
| 39 | 7.6 | 7.01527157852724 | 0.584728421472759 |
| 40 | 7.3 | 7.05270552508077 | 0.247294474919229 |
| 41 | 7.1 | 6.99696431182155 | 0.10303568817845 |
| 42 | 7 | 7.16120400870534 | -0.161204008705342 |
| 43 | 7.1 | 7.16242001142004 | -0.0624200114200389 |
| 44 | 7.1 | 7.34228051253213 | -0.242280512532129 |
| 45 | 7.1 | 7.1069738147109 | -0.00697381471090333 |
| 46 | 7.3 | 7.36177032673124 | -0.0617703267312427 |
| 47 | 7.3 | 7.27623514549583 | 0.0237648545041729 |
| 48 | 7.3 | 7.26754163208475 | 0.0324583679152456 |
| 49 | 7.2 | 7.33355193086507 | -0.13355193086507 |
| 50 | 7.2 | 7.40738422339064 | -0.207384223390638 |
| 51 | 7.1 | 7.38827459766181 | -0.288274597661808 |
| 52 | 7.1 | 7.14785131147412 | -0.0478513114741164 |
| 53 | 7.1 | 7.17425942297998 | -0.0742594229799812 |
| 54 | 7.2 | 7.58462677581325 | -0.384626775813249 |
| 55 | 7.3 | 7.33743815601533 | -0.0374381560153299 |
| 56 | 7.4 | 7.47874050689777 | -0.0787405068977731 |
| 57 | 7.4 | 7.48181859161387 | -0.0818185916138734 |
| 58 | 7.5 | 7.5111046639032 | -0.0111046639032017 |
| 59 | 7.4 | 7.71038573612483 | -0.310385736124833 |
| 60 | 7.4 | 7.66198772304922 | -0.261987723049216 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 0.0103408049230153 | 0.0206816098460305 | 0.989659195076985 |
| 8 | 0.0050753196722812 | 0.0101506393445624 | 0.994924680327719 |
| 9 | 0.002294390763948 | 0.00458878152789599 | 0.997705609236052 |
| 10 | 0.00117296782952222 | 0.00234593565904444 | 0.998827032170478 |
| 11 | 0.00127644990342431 | 0.00255289980684862 | 0.998723550096576 |
| 12 | 0.000506376178332481 | 0.00101275235666496 | 0.999493623821668 |
| 13 | 0.000146487044405794 | 0.000292974088811588 | 0.999853512955594 |
| 14 | 4.87036555059927e-05 | 9.74073110119853e-05 | 0.999951296344494 |
| 15 | 1.80441580313357e-05 | 3.60883160626713e-05 | 0.999981955841969 |
| 16 | 0.00085942983395057 | 0.00171885966790114 | 0.999140570166049 |
| 17 | 0.00084775645760585 | 0.0016955129152117 | 0.999152243542394 |
| 18 | 0.000403310419264059 | 0.000806620838528118 | 0.999596689580736 |
| 19 | 0.000179958499881855 | 0.000359916999763709 | 0.999820041500118 |
| 20 | 0.000227614488043423 | 0.000455228976086847 | 0.999772385511957 |
| 21 | 0.000142558410022862 | 0.000285116820045725 | 0.999857441589977 |
| 22 | 5.49960968488051e-05 | 0.00010999219369761 | 0.999945003903151 |
| 23 | 2.08610310782495e-05 | 4.17220621564989e-05 | 0.999979138968922 |
| 24 | 7.44910126241524e-06 | 1.48982025248305e-05 | 0.999992550898738 |
| 25 | 5.20708878638697e-06 | 1.04141775727739e-05 | 0.999994792911214 |
| 26 | 2.00527812605127e-06 | 4.01055625210255e-06 | 0.999997994721874 |
| 27 | 8.81831199006623e-07 | 1.76366239801325e-06 | 0.999999118168801 |
| 28 | 7.21898211738376e-06 | 1.44379642347675e-05 | 0.999992781017883 |
| 29 | 0.000222073697188894 | 0.000444147394377789 | 0.999777926302811 |
| 30 | 0.0014397756875675 | 0.00287955137513501 | 0.998560224312433 |
| 31 | 0.0154163533766425 | 0.0308327067532849 | 0.984583646623358 |
| 32 | 0.131413265474384 | 0.262826530948768 | 0.868586734525616 |
| 33 | 0.599372675054574 | 0.801254649890851 | 0.400627324945426 |
| 34 | 0.956442918988767 | 0.0871141620224651 | 0.0435570810112325 |
| 35 | 0.991896852587413 | 0.0162062948251738 | 0.0081031474125869 |
| 36 | 0.999539493987223 | 0.000921012025554278 | 0.000460506012777139 |
| 37 | 0.999995311531858 | 9.37693628300463e-06 | 4.68846814150232e-06 |
| 38 | 0.999999987145143 | 2.57097144521289e-08 | 1.28548572260645e-08 |
| 39 | 0.999999998854438 | 2.29112448462704e-09 | 1.14556224231352e-09 |
| 40 | 0.999999999486285 | 1.02743016410199e-09 | 5.13715082050993e-10 |
| 41 | 0.999999997822108 | 4.35578438916075e-09 | 2.17789219458037e-09 |
| 42 | 0.999999987587286 | 2.48254269800717e-08 | 1.24127134900359e-08 |
| 43 | 0.9999999325618 | 1.34876399709746e-07 | 6.74381998548729e-08 |
| 44 | 0.999999672123962 | 6.55752076393651e-07 | 3.27876038196825e-07 |
| 45 | 0.999998296647179 | 3.40670564149155e-06 | 1.70335282074577e-06 |
| 46 | 0.999992487824538 | 1.50243509234769e-05 | 7.51217546173846e-06 |
| 47 | 0.999983825873992 | 3.2348252016592e-05 | 1.6174126008296e-05 |
| 48 | 0.9999926374699 | 1.47250602001017e-05 | 7.36253010005086e-06 |
| 49 | 0.999987692731529 | 2.46145369412644e-05 | 1.23072684706322e-05 |
| 50 | 0.999982668134766 | 3.46637304673616e-05 | 1.73318652336808e-05 |
| 51 | 0.999863938482119 | 0.000272123035762871 | 0.000136061517881436 |
| 52 | 0.999068840425492 | 0.00186231914901492 | 0.000931159574507458 |
| 53 | 0.998213723302194 | 0.0035725533956121 | 0.00178627669780605 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 40 | 0.851063829787234 | NOK |
| 5% type I error level | 44 | 0.936170212765957 | NOK |
| 10% type I error level | 45 | 0.957446808510638 | NOK |
