| Multiple Linear Regression - Estimated Regression Equation |
| werkloosheid[t] = + 117506.517915441 + 5.70890541302999invoer[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) | 117506.517915441 | 24808.875164 | 4.7365 | 9e-06 | 5e-06 |
| invoer | 5.70890541302999 | 1.669763 | 3.419 | 0.000981 | 0.000491 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.353225978679813 |
| R-squared | 0.124768592014311 |
| Adjusted R-squared | 0.114095038258388 |
| F-TEST (value) | 11.6895079996270 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 82 |
| p-value | 0.000981469509051314 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 27720.5469390125 |
| Sum Squared Residuals | 63011155253.0357 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 180144 | 183470.065510296 | -3326.06551029616 |
| 2 | 173666 | 192761.879960543 | -19095.8799605434 |
| 3 | 165688 | 201998.888918826 | -36310.8889188259 |
| 4 | 161570 | 186873.714917544 | -25303.7149175442 |
| 5 | 156145 | 200161.192266372 | -44016.1922663715 |
| 6 | 153730 | 193171.779369199 | -39441.7793691989 |
| 7 | 182698 | 186223.470591 | -3525.47059100008 |
| 8 | 200765 | 189742.439887592 | 11022.5601124082 |
| 9 | 176512 | 197633.288949482 | -21121.2889494818 |
| 10 | 166618 | 200693.262250866 | -34075.2622508659 |
| 11 | 158644 | 205428.799290974 | -46784.7992909743 |
| 12 | 159585 | 199047.955710831 | -39462.9557108307 |
| 13 | 163095 | 200201.725494804 | -37106.725494804 |
| 14 | 159044 | 198551.851830438 | -39507.8518304383 |
| 15 | 155511 | 206331.948127316 | -50820.9481273156 |
| 16 | 153745 | 196103.30229879 | -42358.3022987898 |
| 17 | 150569 | 201050.639729722 | -50481.6397297216 |
| 18 | 150605 | 199606.857550766 | -49001.8575507663 |
| 19 | 179612 | 188924.353741905 | -9312.35374190457 |
| 20 | 194690 | 186711.582003814 | 7978.41799618586 |
| 21 | 189917 | 192420.487416844 | -2503.48741684413 |
| 22 | 184128 | 196909.970633651 | -12781.9706336509 |
| 23 | 175335 | 194328.403605879 | -18993.4036058788 |
| 24 | 179566 | 188534.435502195 | -8968.43550219462 |
| 25 | 181140 | 191453.969730418 | -10313.9697304182 |
| 26 | 177876 | 192048.837674456 | -14172.8376744559 |
| 27 | 175041 | 199429.881482962 | -24388.8814829624 |
| 28 | 169292 | 196461.821558728 | -27169.8215587281 |
| 29 | 166070 | 196035.366324375 | -29965.3663243747 |
| 30 | 166972 | 195001.483554075 | -28029.483554075 |
| 31 | 206348 | 190595.350356298 | 15752.6496437015 |
| 32 | 215706 | 184513.653419798 | 31192.3465802024 |
| 33 | 202108 | 196575.999666989 | 5532.00033301132 |
| 34 | 195411 | 203607.087573676 | -8196.0875736764 |
| 35 | 193111 | 195451.916191163 | -2340.91619116306 |
| 36 | 195198 | 197540.233791249 | -2342.23379124944 |
| 37 | 198770 | 197214.255292165 | 1555.74470783458 |
| 38 | 194163 | 196110.723875827 | -1947.72387582673 |
| 39 | 190420 | 201696.316931935 | -11276.3169319353 |
| 40 | 189733 | 196621.100019752 | -6888.10001975161 |
| 41 | 186029 | 192795.562502480 | -6766.56250248021 |
| 42 | 191531 | 195679.130626602 | -4148.13062660166 |
| 43 | 232571 | 191551.021122440 | 41019.9788775603 |
| 44 | 243477 | 182546.935505009 | 60930.0644949912 |
| 45 | 227247 | 197346.701897748 | 29900.2981022523 |
| 46 | 217859 | 203109.841912201 | 14749.1580877985 |
| 47 | 208679 | 195060.285279829 | 13618.7147201708 |
| 48 | 213188 | 198902.949513340 | 14285.0504866603 |
| 49 | 216234 | 194881.596540401 | 21352.4034595986 |
| 50 | 213586 | 197472.868707376 | 16113.1312926243 |
| 51 | 209465 | 211907.836044222 | -2442.83604422202 |
| 52 | 204045 | 201549.598062820 | 2495.4019371796 |
| 53 | 200237 | 195516.426822330 | 4720.57317766969 |
| 54 | 203666 | 211166.249231069 | -7500.24923106943 |
| 55 | 241476 | 196457.254434398 | 45018.7455656024 |
| 56 | 260307 | 195921.759106655 | 64385.2408933446 |
| 57 | 243324 | 208109.701272933 | 35214.2987270668 |
| 58 | 244460 | 208634.349680391 | 35825.6503196094 |
| 59 | 233575 | 207388.095628726 | 26186.9043712738 |
| 60 | 237217 | 209326.839906991 | 27890.1600930088 |
| 61 | 235243 | 202363.117084177 | 32879.8829158228 |
| 62 | 230354 | 206183.516586577 | 24170.4834134232 |
| 63 | 227184 | 217258.793087855 | 9925.20691214497 |
| 64 | 221678 | 208423.691070650 | 13254.3089293502 |
| 65 | 217142 | 206415.298146346 | 10726.7018536541 |
| 66 | 219452 | 217383.818116400 | 2068.18188359961 |
| 67 | 256446 | 198320.641161211 | 58125.3588387894 |
| 68 | 265845 | 202648.562354829 | 63196.4376451713 |
| 69 | 248624 | 215987.419852373 | 32636.5801476267 |
| 70 | 241114 | 208162.794093274 | 32951.2059067257 |
| 71 | 229245 | 218256.138863511 | 10988.8611364886 |
| 72 | 231805 | 218839.018106182 | 12965.9818938183 |
| 73 | 219277 | 215196.165562127 | 4080.83443787271 |
| 74 | 219313 | 214185.689304021 | 5127.31069597902 |
| 75 | 212610 | 233283.119691689 | -20673.1196916889 |
| 76 | 214771 | 210208.865793304 | 4562.1342066957 |
| 77 | 211142 | 219673.660077567 | -8531.66007756671 |
| 78 | 211457 | 220776.620603364 | -9319.62060336411 |
| 79 | 240048 | 206907.976683490 | 33140.0233165097 |
| 80 | 240636 | 209776.130762997 | 30859.8692370034 |
| 81 | 230580 | 219411.050428567 | 11168.9495714327 |
| 82 | 208795 | 223237.729726921 | -14442.7297269214 |
| 83 | 197922 | 223262.278020197 | -25340.2780201974 |
| 84 | 194596 | 213665.608020894 | -19069.6080208940 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0423894702301166 | 0.0847789404602332 | 0.957610529769883 |
| 6 | 0.0294500809059258 | 0.0589001618118517 | 0.970549919094074 |
| 7 | 0.0163299004061592 | 0.0326598008123184 | 0.98367009959384 |
| 8 | 0.0601427736588958 | 0.120285547317792 | 0.939857226341104 |
| 9 | 0.0355329011883112 | 0.0710658023766224 | 0.96446709881169 |
| 10 | 0.0176070689491032 | 0.0352141378982064 | 0.982392931050897 |
| 11 | 0.00907515585188258 | 0.0181503117037652 | 0.990924844148117 |
| 12 | 0.00492835865023185 | 0.0098567173004637 | 0.995071641349768 |
| 13 | 0.00239518057069317 | 0.00479036114138634 | 0.997604819429307 |
| 14 | 0.00135875369163615 | 0.00271750738327230 | 0.998641246308364 |
| 15 | 0.000787926379629677 | 0.00157585275925935 | 0.99921207362037 |
| 16 | 0.000832525292518918 | 0.00166505058503784 | 0.999167474707481 |
| 17 | 0.000832484217714047 | 0.00166496843542809 | 0.999167515782286 |
| 18 | 0.000968532038424282 | 0.00193706407684856 | 0.999031467961576 |
| 19 | 0.000517853602270637 | 0.00103570720454127 | 0.99948214639773 |
| 20 | 0.000523726195854871 | 0.00104745239170974 | 0.999476273804145 |
| 21 | 0.000622956302970664 | 0.00124591260594133 | 0.99937704369703 |
| 22 | 0.00076244055891285 | 0.0015248811178257 | 0.999237559441087 |
| 23 | 0.000492655587011493 | 0.000985311174022985 | 0.999507344412988 |
| 24 | 0.000277287388680232 | 0.000554574777360464 | 0.99972271261132 |
| 25 | 0.000173718578266528 | 0.000347437156533057 | 0.999826281421733 |
| 26 | 0.000111344256994801 | 0.000222688513989602 | 0.999888655743005 |
| 27 | 0.000119307616215591 | 0.000238615232431182 | 0.999880692383784 |
| 28 | 0.000111273935060825 | 0.000222547870121650 | 0.99988872606494 |
| 29 | 0.000137935478935557 | 0.000275870957871114 | 0.999862064521065 |
| 30 | 0.000202583251881837 | 0.000405166503763675 | 0.999797416748118 |
| 31 | 0.000959205065191206 | 0.00191841013038241 | 0.99904079493481 |
| 32 | 0.00209676152861577 | 0.00419352305723154 | 0.997903238471384 |
| 33 | 0.00736467372642737 | 0.0147293474528547 | 0.992635326273573 |
| 34 | 0.0263898003926336 | 0.0527796007852671 | 0.973610199607366 |
| 35 | 0.0325488544076349 | 0.0650977088152698 | 0.967451145592365 |
| 36 | 0.0461907355428568 | 0.0923814710857136 | 0.953809264457143 |
| 37 | 0.065811846852297 | 0.131623693704594 | 0.934188153147703 |
| 38 | 0.0815269304645615 | 0.163053860929123 | 0.918473069535439 |
| 39 | 0.118681050711594 | 0.237362101423188 | 0.881318949288406 |
| 40 | 0.155747953678989 | 0.311495907357978 | 0.84425204632101 |
| 41 | 0.229461165629955 | 0.45892233125991 | 0.770538834370045 |
| 42 | 0.33202278064563 | 0.66404556129126 | 0.66797721935437 |
| 43 | 0.54031101818262 | 0.919377963634759 | 0.459688981817379 |
| 44 | 0.654387469003555 | 0.69122506199289 | 0.345612530996445 |
| 45 | 0.77653475426044 | 0.446930491479119 | 0.223465245739560 |
| 46 | 0.851991629189334 | 0.296016741621333 | 0.148008370810666 |
| 47 | 0.876937666828726 | 0.246124666342549 | 0.123062333171274 |
| 48 | 0.902579606208027 | 0.194840787583946 | 0.0974203937919728 |
| 49 | 0.920598394943223 | 0.158803210113554 | 0.0794016050567772 |
| 50 | 0.941073275151177 | 0.117853449697645 | 0.0589267248488226 |
| 51 | 0.956773517281359 | 0.0864529654372827 | 0.0432264827186413 |
| 52 | 0.976205713191718 | 0.0475885736165645 | 0.0237942868082822 |
| 53 | 0.997179164170433 | 0.00564167165913348 | 0.00282083582956674 |
| 54 | 0.998777918733583 | 0.00244416253283419 | 0.00122208126641709 |
| 55 | 0.99925270988889 | 0.00149458022221909 | 0.000747290111109546 |
| 56 | 0.999689526855357 | 0.000620946289285997 | 0.000310473144642999 |
| 57 | 0.999770246054671 | 0.000459507890657765 | 0.000229753945328882 |
| 58 | 0.999811030073594 | 0.000377939852812303 | 0.000188969926406152 |
| 59 | 0.999719085654009 | 0.000561828691982815 | 0.000280914345991407 |
| 60 | 0.999595522828016 | 0.000808954343968739 | 0.000404477171984369 |
| 61 | 0.999405123266323 | 0.00118975346735435 | 0.000594876733677175 |
| 62 | 0.999038353528526 | 0.00192329294294896 | 0.000961646471474478 |
| 63 | 0.998269932842962 | 0.00346013431407621 | 0.00173006715703811 |
| 64 | 0.997474470169832 | 0.00505105966033597 | 0.00252552983016798 |
| 65 | 0.997762027899979 | 0.00447594420004135 | 0.00223797210002067 |
| 66 | 0.995645786363849 | 0.00870842727230284 | 0.00435421363615142 |
| 67 | 0.99439656473893 | 0.0112068705221422 | 0.00560343526107112 |
| 68 | 0.996971527478003 | 0.00605694504399485 | 0.00302847252199742 |
| 69 | 0.998482019749928 | 0.00303596050014416 | 0.00151798025007208 |
| 70 | 0.997699081318616 | 0.00460183736276714 | 0.00230091868138357 |
| 71 | 0.996028473599415 | 0.0079430528011701 | 0.00397152640058505 |
| 72 | 0.994709618700662 | 0.0105807625986754 | 0.00529038129933772 |
| 73 | 0.987883901717523 | 0.0242321965649548 | 0.0121160982824774 |
| 74 | 0.973693644595752 | 0.0526127108084951 | 0.0263063554042475 |
| 75 | 0.965499795398289 | 0.0690004092034226 | 0.0345002046017113 |
| 76 | 0.945757147545198 | 0.108485704909605 | 0.0542428524548023 |
| 77 | 0.889082159317 | 0.221835681365999 | 0.110917840683000 |
| 78 | 0.789975373612985 | 0.42004925277403 | 0.210024626387015 |
| 79 | 0.650099606455296 | 0.699800787089409 | 0.349900393544705 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 39 | 0.52 | NOK |
| 5% type I error level | 47 | 0.626666666666667 | NOK |
| 10% type I error level | 56 | 0.746666666666667 | NOK |
