Multiple Linear Regression - Estimated Regression Equation |
Textiel[t] = + 124.086101127865 -0.0610116201669569werkloosheid[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) | 124.086101127865 | 14.512187 | 8.5505 | 0 | 0 |
werkloosheid | -0.0610116201669569 | 0.02667 | -2.2877 | 0.023923 | 0.011962 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.205244703583461 |
R-squared | 0.0421253883490629 |
Adjusted R-squared | 0.0340760218646012 |
F-TEST (value) | 5.23337935108073 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 119 |
p-value | 0.0239234657019259 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 13.7600778454706 |
Sum Squared Residuals | 22531.4293352959 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 101.5 | 95.5936745098963 | 5.90632549010373 |
2 | 99.2 | 96.0207558510651 | 3.17924414893485 |
3 | 107.8 | 96.7528952930686 | 11.0471047069314 |
4 | 92.3 | 97.0579533939034 | -4.75795339390343 |
5 | 99.2 | 97.4850347350721 | 1.71496526492788 |
6 | 101.6 | 97.7900928359069 | 3.80990716409309 |
7 | 87 | 94.5564769670582 | -7.55647696705819 |
8 | 71.4 | 92.9701748427173 | -21.5701748427173 |
9 | 104.7 | 92.7871399822164 | 11.9128600177836 |
10 | 115.1 | 93.397256183886 | 21.702743816114 |
11 | 102.5 | 95.3496280292286 | 7.15037197077137 |
12 | 75.3 | 95.3496280292286 | -20.0496280292286 |
13 | 96.7 | 95.0445699283938 | 1.65543007160616 |
14 | 94.6 | 95.1055815485608 | -0.505581548560808 |
15 | 98.6 | 95.4106396493956 | 3.18936035060441 |
16 | 99.5 | 95.9597442308982 | 3.5402557691018 |
17 | 92 | 96.3258139518999 | -4.32581395189994 |
18 | 93.6 | 96.264802331733 | -2.66480233173299 |
19 | 89.3 | 92.5430935015486 | -3.24309350154862 |
20 | 66.9 | 92.055000540213 | -25.155000540213 |
21 | 108.8 | 92.1770237805469 | 16.6229762194531 |
22 | 113.2 | 92.4210702612147 | 20.7789297387853 |
23 | 105.5 | 93.0311864628843 | 12.4688135371157 |
24 | 77.8 | 92.8481516023834 | -15.0481516023834 |
25 | 102.1 | 92.4210702612147 | 9.6789297387853 |
26 | 97 | 92.5430935015486 | 4.45690649845139 |
27 | 95.5 | 92.9701748427173 | 2.52982515728269 |
28 | 99.3 | 93.0311864628843 | 6.26881353711573 |
29 | 86.4 | 93.5192794242199 | -7.11927942421992 |
30 | 92.4 | 93.1532097032182 | -0.753209703218176 |
31 | 85.7 | 89.3704892528669 | -3.67048925286685 |
32 | 61.9 | 88.6993614310303 | -26.7993614310303 |
33 | 104.9 | 88.8213846713642 | 16.0786153286358 |
34 | 107.9 | 89.6145357335347 | 18.2854642664653 |
35 | 95.6 | 90.7127448965399 | 4.88725510346009 |
36 | 79.8 | 90.2246519352042 | -10.4246519352043 |
37 | 94.8 | 89.7975705940355 | 5.00242940596444 |
38 | 93.7 | 89.8585822142025 | 3.84141778579749 |
39 | 108.1 | 90.2246519352042 | 17.8753480647957 |
40 | 96.9 | 90.8957797570408 | 6.00422024295923 |
41 | 88.8 | 91.3228610982095 | -2.52286109820948 |
42 | 106.7 | 90.9567913772077 | 15.7432086227923 |
43 | 86.8 | 87.8451987486929 | -1.04519874869293 |
44 | 69.8 | 86.8080012058547 | -17.0080012058547 |
45 | 110.9 | 86.6859779655207 | 24.2140220344793 |
46 | 105.4 | 86.8080012058547 | 18.5919987941453 |
47 | 99.2 | 87.8451987486929 | 11.3548012513071 |
48 | 84.4 | 87.784187128526 | -3.38418712852597 |
49 | 87.2 | 88.0282336091938 | -0.8282336091938 |
50 | 91.9 | 88.1502568495277 | 3.74974315047229 |
51 | 97.9 | 88.4553149503625 | 9.4446850496375 |
52 | 94.5 | 89.126442772199 | 5.37355722780097 |
53 | 85 | 89.4925124932008 | -4.49251249320077 |
54 | 100.3 | 89.3704892528669 | 10.9295107471331 |
55 | 78.7 | 86.1978850041851 | -7.49788500418509 |
56 | 65.8 | 85.7097920428494 | -19.9097920428494 |
57 | 104.8 | 85.7708036630164 | 19.0291963369836 |
58 | 96 | 86.7469895856877 | 9.25301041431229 |
59 | 103.3 | 87.784187128526 | 15.515812871474 |
60 | 82.9 | 87.6621638881921 | -4.76216388819206 |
61 | 91.4 | 87.9062103688599 | 3.49378963114012 |
62 | 94.5 | 88.0892452293608 | 6.41075477063924 |
63 | 109.3 | 88.6993614310303 | 20.6006385689697 |
64 | 92.1 | 89.0654311520321 | 3.03456884796792 |
65 | 99.3 | 89.126442772199 | 10.173557227801 |
66 | 109.6 | 89.126442772199 | 20.473557227801 |
67 | 87.5 | 86.258896624352 | 1.24110337564795 |
68 | 73.1 | 85.8928269033503 | -12.7928269033503 |
69 | 110.7 | 86.258896624352 | 24.4411033756479 |
70 | 111.6 | 88.2112684696947 | 23.3887315303053 |
71 | 110.7 | 89.5535241133677 | 21.1464758866323 |
72 | 84 | 90.1026286948703 | -6.10262869487034 |
73 | 101.6 | 89.8585822142025 | 11.7414177857975 |
74 | 102.1 | 90.590721656206 | 11.509278343794 |
75 | 113.9 | 91.6279191990443 | 22.2720808009557 |
76 | 99 | 91.993988920046 | 7.006011079954 |
77 | 100.4 | 92.9091632225503 | 7.49083677744965 |
78 | 109.5 | 93.6413026645538 | 15.8586973354462 |
79 | 93.1 | 90.2246519352042 | 2.87534806479574 |
80 | 77 | 89.6145357335347 | -12.6145357335347 |
81 | 108 | 91.0178029973747 | 16.9821970026253 |
82 | 119.9 | 91.932977299879 | 27.967022700121 |
83 | 105.9 | 92.9701748427173 | 12.9298251572827 |
84 | 78.2 | 92.7261283620495 | -14.5261283620495 |
85 | 100.3 | 92.5430935015486 | 7.75690649845138 |
86 | 102.2 | 93.0921980830512 | 9.10780191694878 |
87 | 97 | 94.0073723855556 | 2.99262761444442 |
88 | 101.3 | 94.1904072460565 | 7.10959275394355 |
89 | 89.2 | 95.4716512695625 | -6.27165126956254 |
90 | 93.3 | 94.9225466880599 | -1.62254668805993 |
91 | 88.5 | 91.8719656797121 | -3.37196567971209 |
92 | 61.5 | 91.5058959587103 | -30.0058959587103 |
93 | 96.3 | 92.4820818813817 | 3.81791811861834 |
94 | 95.4 | 93.2142213233851 | 2.18577867661487 |
95 | 79.9 | 93.458267804053 | -13.558267804053 |
96 | 66.7 | 92.6041051217156 | -25.9041051217156 |
97 | 71.2 | 91.8719656797121 | -20.6719656797121 |
98 | 73.1 | 91.5669075788773 | -18.4669075788773 |
99 | 81 | 91.3838727183764 | -10.3838727183764 |
100 | 77.2 | 91.3228610982095 | -14.1228610982095 |
101 | 67.7 | 92.1160121603799 | -24.4160121603799 |
102 | 76.7 | 91.3838727183764 | -14.6838727183764 |
103 | 73.3 | 88.2722800898616 | -14.9722800898616 |
104 | 54.1 | 87.6621638881921 | -33.5621638881921 |
105 | 85 | 88.6383498108634 | -3.63834981086337 |
106 | 85.9 | 89.6755473537016 | -3.77554735370163 |
107 | 79.3 | 90.0416170747034 | -10.7416170747034 |
108 | 67.2 | 89.0044195318651 | -21.8044195318651 |
109 | 72.4 | 88.6993614310303 | -16.2993614310303 |
110 | 76.1 | 89.0044195318651 | -12.9044195318651 |
111 | 89.8 | 89.7365589738686 | 0.0634410261314014 |
112 | 84 | 90.4076867957051 | -6.40768679570512 |
113 | 75.4 | 91.3228610982095 | -15.9228610982095 |
114 | 90 | 90.8347681368738 | -0.83476813687382 |
115 | 76.8 | 87.4181174075242 | -10.6181174075242 |
116 | 59.6 | 87.2350825470234 | -27.6350825470234 |
117 | 92.1 | 88.3332917100286 | 3.76670828997141 |
118 | 88.4 | 89.6755473537016 | -1.27554735370163 |
119 | 82.8 | 90.590721656206 | -7.79072165620599 |
120 | 69.4 | 90.4686984158721 | -21.0686984158721 |
121 | 73.4 | 90.1636403150373 | -16.7636403150373 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.102736415665186 | 0.205472831330373 | 0.897263584334814 |
6 | 0.0406121484890603 | 0.0812242969781206 | 0.95938785151094 |
7 | 0.0429208256715032 | 0.0858416513430064 | 0.957079174328497 |
8 | 0.0486000737962843 | 0.0972001475925686 | 0.951399926203716 |
9 | 0.219021856728138 | 0.438043713456276 | 0.780978143271862 |
10 | 0.41522666319283 | 0.830453326385659 | 0.58477333680717 |
11 | 0.326291316556377 | 0.652582633112753 | 0.673708683443623 |
12 | 0.481499053438803 | 0.962998106877607 | 0.518500946561197 |
13 | 0.387903568481579 | 0.775807136963158 | 0.612096431518421 |
14 | 0.303443512134936 | 0.606887024269872 | 0.696556487865064 |
15 | 0.231666253942276 | 0.463332507884552 | 0.768333746057724 |
16 | 0.172210504945345 | 0.34442100989069 | 0.827789495054655 |
17 | 0.131178888828041 | 0.262357777656082 | 0.868821111171959 |
18 | 0.0942699555226308 | 0.188539911045262 | 0.905730044477369 |
19 | 0.0660723831871179 | 0.132144766374236 | 0.933927616812882 |
20 | 0.136626447786084 | 0.273252895572168 | 0.863373552213916 |
21 | 0.203716533900387 | 0.407433067800773 | 0.796283466099613 |
22 | 0.289208807778857 | 0.578417615557715 | 0.710791192221143 |
23 | 0.27041330810087 | 0.540826616201741 | 0.72958669189913 |
24 | 0.297316209817671 | 0.594632419635342 | 0.702683790182329 |
25 | 0.264117181083921 | 0.528234362167841 | 0.735882818916079 |
26 | 0.214732338419224 | 0.429464676838449 | 0.785267661580776 |
27 | 0.169725879794405 | 0.339451759588811 | 0.830274120205595 |
28 | 0.136349832851628 | 0.272699665703256 | 0.863650167148372 |
29 | 0.116202212952022 | 0.232404425904043 | 0.883797787047978 |
30 | 0.0881627163524635 | 0.176325432704927 | 0.911837283647536 |
31 | 0.0683282395625411 | 0.136656479125082 | 0.931671760437459 |
32 | 0.141306905654089 | 0.282613811308178 | 0.858693094345911 |
33 | 0.177227322371476 | 0.354454644742953 | 0.822772677628524 |
34 | 0.212506086735668 | 0.425012173471336 | 0.787493913264332 |
35 | 0.175086410842525 | 0.350172821685051 | 0.824913589157475 |
36 | 0.163224511431998 | 0.326449022863996 | 0.836775488568002 |
37 | 0.133046202036544 | 0.266092404073088 | 0.866953797963456 |
38 | 0.105539446938748 | 0.211078893877496 | 0.894460553061252 |
39 | 0.122108489585927 | 0.244216979171854 | 0.877891510414073 |
40 | 0.0985478735242935 | 0.197095747048587 | 0.901452126475706 |
41 | 0.0777092637771788 | 0.155418527554358 | 0.922290736222821 |
42 | 0.0815696350993424 | 0.163139270198685 | 0.918430364900658 |
43 | 0.0636635125551819 | 0.127327025110364 | 0.936336487444818 |
44 | 0.0822749922444843 | 0.164549984488969 | 0.917725007755516 |
45 | 0.128672824898676 | 0.257345649797352 | 0.871327175101324 |
46 | 0.140368334772839 | 0.280736669545677 | 0.859631665227161 |
47 | 0.123636250498735 | 0.24727250099747 | 0.876363749501265 |
48 | 0.104201243920465 | 0.20840248784093 | 0.895798756079535 |
49 | 0.083609426005298 | 0.167218852010596 | 0.916390573994702 |
50 | 0.0653747670350212 | 0.130749534070042 | 0.934625232964979 |
51 | 0.0545411738373519 | 0.109082347674704 | 0.945458826162648 |
52 | 0.0423461265726523 | 0.0846922531453046 | 0.957653873427348 |
53 | 0.0341256153961352 | 0.0682512307922704 | 0.965874384603865 |
54 | 0.0293958049743133 | 0.0587916099486266 | 0.970604195025687 |
55 | 0.0262277367701026 | 0.0524554735402052 | 0.973772263229897 |
56 | 0.0432961915973303 | 0.0865923831946606 | 0.95670380840267 |
57 | 0.0524261200810802 | 0.10485224016216 | 0.94757387991892 |
58 | 0.0441220540131667 | 0.0882441080263334 | 0.955877945986833 |
59 | 0.0463728109653874 | 0.0927456219307749 | 0.953627189034613 |
60 | 0.0375735487941267 | 0.0751470975882534 | 0.962426451205873 |
61 | 0.0287542657045906 | 0.0575085314091811 | 0.971245734295409 |
62 | 0.0227246323386472 | 0.0454492646772944 | 0.977275367661353 |
63 | 0.0335517023533604 | 0.0671034047067208 | 0.96644829764664 |
64 | 0.0257238323615126 | 0.0514476647230252 | 0.974276167638487 |
65 | 0.0228558781130378 | 0.0457117562260757 | 0.977144121886962 |
66 | 0.0350505340757425 | 0.0701010681514849 | 0.964949465924258 |
67 | 0.0282109134361166 | 0.0564218268722332 | 0.971789086563883 |
68 | 0.028533193463172 | 0.0570663869263441 | 0.971466806536828 |
69 | 0.0712664847802455 | 0.142532969560491 | 0.928733515219755 |
70 | 0.151353775997188 | 0.302707551994375 | 0.848646224002813 |
71 | 0.248653310342398 | 0.497306620684796 | 0.751346689657602 |
72 | 0.220010539554663 | 0.440021079109325 | 0.779989460445337 |
73 | 0.244232479750303 | 0.488464959500605 | 0.755767520249697 |
74 | 0.262427342479395 | 0.52485468495879 | 0.737572657520605 |
75 | 0.39519858214512 | 0.79039716429024 | 0.60480141785488 |
76 | 0.372800070468985 | 0.74560014093797 | 0.627199929531015 |
77 | 0.345207974851318 | 0.690415949702636 | 0.654792025148682 |
78 | 0.378502914981119 | 0.757005829962238 | 0.621497085018881 |
79 | 0.362158917506352 | 0.724317835012704 | 0.637841082493648 |
80 | 0.347678612711382 | 0.695357225422764 | 0.652321387288618 |
81 | 0.466696956843635 | 0.93339391368727 | 0.533303043156365 |
82 | 0.795027250156833 | 0.409945499686334 | 0.204972749843167 |
83 | 0.840593441683242 | 0.318813116633516 | 0.159406558316758 |
84 | 0.839661340718526 | 0.320677318562948 | 0.160338659281474 |
85 | 0.852475941033238 | 0.295048117933524 | 0.147524058966762 |
86 | 0.874297341020134 | 0.251405317959733 | 0.125702658979866 |
87 | 0.860872547041207 | 0.278254905917587 | 0.139127452958793 |
88 | 0.875336086877065 | 0.24932782624587 | 0.124663913122935 |
89 | 0.845983167291644 | 0.308033665416713 | 0.154016832708356 |
90 | 0.82205738618031 | 0.35588522763938 | 0.17794261381969 |
91 | 0.803719450438578 | 0.392561099122844 | 0.196280549561422 |
92 | 0.903673001359479 | 0.192653997281041 | 0.0963269986405206 |
93 | 0.920433247427978 | 0.159133505144044 | 0.0795667525720219 |
94 | 0.937679792693296 | 0.124640414613408 | 0.0623202073067038 |
95 | 0.922117356681817 | 0.155765286636366 | 0.077882643318183 |
96 | 0.944399594845699 | 0.111200810308603 | 0.0556004051543015 |
97 | 0.945935760720701 | 0.108128478558598 | 0.0540642392792989 |
98 | 0.941388986737189 | 0.117222026525622 | 0.0586110132628112 |
99 | 0.920563613497456 | 0.158872773005089 | 0.0794363865025444 |
100 | 0.899062726832931 | 0.201874546334139 | 0.100937273167069 |
101 | 0.939161019716158 | 0.121677960567685 | 0.0608389802838424 |
102 | 0.930090243612151 | 0.139819512775697 | 0.0699097563878487 |
103 | 0.906015385126405 | 0.18796922974719 | 0.0939846148735948 |
104 | 0.966130218661011 | 0.0677395626779783 | 0.0338697813389892 |
105 | 0.957154764991106 | 0.0856904700177887 | 0.0428452350088944 |
106 | 0.942171905472084 | 0.115656189055833 | 0.0578280945279163 |
107 | 0.911741259001569 | 0.176517481996862 | 0.0882587409984308 |
108 | 0.911417167165036 | 0.177165665669927 | 0.0885828328349636 |
109 | 0.878937077906096 | 0.242125844187808 | 0.121062922093904 |
110 | 0.824053179378398 | 0.351893641243205 | 0.175946820621602 |
111 | 0.797208708606471 | 0.405582582787058 | 0.202791291393529 |
112 | 0.712947731072195 | 0.57410453785561 | 0.287052268927805 |
113 | 0.647552717282737 | 0.704894565434526 | 0.352447282717263 |
114 | 0.565281542947804 | 0.869436914104393 | 0.434718457052196 |
115 | 0.428666005510352 | 0.857332011020703 | 0.571333994489648 |
116 | 0.831311648779278 | 0.337376702441444 | 0.168688351220722 |
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 | 2 | 0.0178571428571429 | OK |
10% type I error level | 21 | 0.1875 | NOK |