Multiple Linear Regression - Estimated Regression Equation |
Werkloosheidsgraad[t] = + 9.269949293332 -0.0310552406551667Bruto_index[t] + 1.31095273927571M1[t] + 1.35066091204492M2[t] + 1.20032534441868M3[t] + 1.12589558524283M4[t] + 0.888242031291867M5[t] + 1.17467204343869M6[t] + 1.37414313157033M7[t] + 1.51609863895437M8[t] + 1.25880627240331M9[t] + 1.03020937323569M10[t] + 1.76359193412662M11[t] -0.0142593329365101t + 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) | 9.269949293332 | 0.771489 | 12.0157 | 0 | 0 |
Bruto_index | -0.0310552406551667 | 0.014272 | -2.176 | 0.034615 | 0.017307 |
M1 | 1.31095273927571 | 0.713043 | 1.8385 | 0.072307 | 0.036154 |
M2 | 1.35066091204492 | 0.905939 | 1.4909 | 0.14267 | 0.071335 |
M3 | 1.20032534441868 | 0.878948 | 1.3656 | 0.178553 | 0.089276 |
M4 | 1.12589558524283 | 0.754345 | 1.4925 | 0.142239 | 0.071119 |
M5 | 0.888242031291867 | 0.54041 | 1.6436 | 0.106924 | 0.053462 |
M6 | 1.17467204343869 | 0.590435 | 1.9895 | 0.052483 | 0.026241 |
M7 | 1.37414313157033 | 0.686184 | 2.0026 | 0.051009 | 0.025505 |
M8 | 1.51609863895437 | 0.790151 | 1.9187 | 0.061101 | 0.030551 |
M9 | 1.25880627240331 | 0.769445 | 1.636 | 0.108521 | 0.054261 |
M10 | 1.03020937323569 | 0.752364 | 1.3693 | 0.177414 | 0.088707 |
M11 | 1.76359193412662 | 0.889103 | 1.9836 | 0.053163 | 0.026582 |
t | -0.0142593329365101 | 0.004558 | -3.1284 | 0.003016 | 0.001508 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.566302299484839 |
R-squared | 0.320698294401816 |
Adjusted R-squared | 0.132806333278914 |
F-TEST (value) | 1.70682285971801 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 47 |
p-value | 0.0907637807319794 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.617352823253533 |
Sum Squared Residuals | 17.9128518938181 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 8.1 | 7.68161084280623 | 0.418389157193768 |
2 | 7.7 | 7.24744212094245 | 0.452557879057546 |
3 | 7.5 | 7.21327923113141 | 0.286720768868591 |
4 | 7.6 | 7.50967512314312 | 0.0903248768568812 |
5 | 7.8 | 7.60868645565902 | 0.191313544340977 |
6 | 7.8 | 8.12619353604516 | -0.326193536045158 |
7 | 7.8 | 7.96979764403345 | -0.169797644033449 |
8 | 7.5 | 7.87389608576378 | -0.373896085763784 |
9 | 7.5 | 7.27315883533144 | 0.226841164668557 |
10 | 7.1 | 7.34085500977898 | -0.240855009778979 |
11 | 7.5 | 7.49787838187488 | 0.00212161812511804 |
12 | 7.5 | 7.72930118520104 | -0.229301185201038 |
13 | 7.6 | 7.48876017910949 | 0.111239820890511 |
14 | 7.7 | 7.08564669790088 | 0.614353302099116 |
15 | 7.7 | 7.25955392047945 | 0.440446079520546 |
16 | 7.9 | 7.26092502626708 | 0.63907497373292 |
17 | 8.1 | 7.54005675458295 | 0.559943245417045 |
18 | 8.2 | 7.80601638566224 | 0.393983614337762 |
19 | 8.2 | 7.76452488407464 | 0.435475115925355 |
20 | 8.2 | 7.29285491387746 | 0.907145086122535 |
21 | 7.9 | 7.48092077608635 | 0.419079223913646 |
22 | 7.3 | 6.91198451710297 | 0.388015482897026 |
23 | 6.9 | 7.41682658453674 | -0.516826584536744 |
24 | 6.6 | 7.53955604556982 | -0.939556045569818 |
25 | 6.7 | 7.3052260876093 | -0.605226087609301 |
26 | 6.9 | 6.92385127485931 | -0.0238512748593132 |
27 | 7 | 6.83068342780345 | 0.16931657219655 |
28 | 7.1 | 6.81342138919798 | 0.286578610802023 |
29 | 7.2 | 7.33167847055863 | -0.131678470558633 |
30 | 7.1 | 7.3709348448552 | -0.2709348448552 |
31 | 6.9 | 7.3667096320538 | -0.466709632053806 |
32 | 7 | 7.02236614854281 | -0.0223661485428098 |
33 | 6.8 | 7.18869334229308 | -0.388693342293083 |
34 | 6.4 | 6.7874553828476 | -0.387455382847603 |
35 | 6.7 | 7.21155382457794 | -0.51155382457794 |
36 | 6.6 | 7.16969051013863 | -0.56969051013863 |
37 | 6.4 | 6.99125998535741 | -0.591259985357413 |
38 | 6.3 | 6.90490995883151 | -0.60490995883151 |
39 | 6.2 | 6.36454664634125 | -0.164546646341246 |
40 | 6.5 | 6.73858063999087 | -0.238580639990872 |
41 | 6.8 | 7.32205372672738 | -0.52205372672738 |
42 | 6.8 | 6.9793306409654 | -0.179330640965396 |
43 | 6.4 | 6.94405018750884 | -0.544050187508835 |
44 | 6.1 | 7.49099211080112 | -1.39099211080112 |
45 | 5.8 | 6.48964225591713 | -0.689642255917129 |
46 | 6.1 | 6.61323786354397 | -0.513237863543966 |
47 | 7.2 | 7.1118688828467 | 0.0881311171532975 |
48 | 7.3 | 6.81845811910054 | 0.481541880899457 |
49 | 6.9 | 7.18970535391578 | -0.289705353915776 |
50 | 6.1 | 6.53814994746584 | -0.438149947465839 |
51 | 5.8 | 6.53193677424444 | -0.731936774244441 |
52 | 6.2 | 6.97739782140095 | -0.777397821400951 |
53 | 7.1 | 7.19752459247201 | -0.0975245924720088 |
54 | 7.7 | 7.31752459247201 | 0.382475407527992 |
55 | 7.9 | 7.15491765232927 | 0.745082347670735 |
56 | 7.7 | 6.81989074101482 | 0.880109258985182 |
57 | 7.4 | 6.96758479037199 | 0.432415209628008 |
58 | 7.5 | 6.74646722672648 | 0.753532773273522 |
59 | 8 | 7.06187232616373 | 0.938127673836268 |
60 | 8.1 | 6.84299413998997 | 1.25700586001003 |
61 | 8 | 7.04343755120179 | 0.956562448798212 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 0.0709288898627885 | 0.141857779725577 | 0.929071110137212 |
18 | 0.0382294835709125 | 0.076458967141825 | 0.961770516429088 |
19 | 0.0173607608128697 | 0.0347215216257393 | 0.98263923918713 |
20 | 0.0103748207961262 | 0.0207496415922524 | 0.989625179203874 |
21 | 0.00949292849061106 | 0.0189858569812221 | 0.990507071509389 |
22 | 0.00482768840532423 | 0.00965537681064846 | 0.995172311594676 |
23 | 0.0109955389716141 | 0.0219910779432281 | 0.989004461028386 |
24 | 0.0362883689485373 | 0.0725767378970745 | 0.963711631051463 |
25 | 0.106858897688785 | 0.213717795377569 | 0.893141102311215 |
26 | 0.115936918803268 | 0.231873837606535 | 0.884063081196732 |
27 | 0.136395972389791 | 0.272791944779582 | 0.86360402761021 |
28 | 0.182011576805928 | 0.364023153611856 | 0.817988423194072 |
29 | 0.184128255881976 | 0.368256511763952 | 0.815871744118024 |
30 | 0.166284327463767 | 0.332568654927533 | 0.833715672536233 |
31 | 0.156458220277214 | 0.312916440554427 | 0.843541779722786 |
32 | 0.177120868678232 | 0.354241737356465 | 0.822879131321768 |
33 | 0.230626402237039 | 0.461252804474077 | 0.769373597762961 |
34 | 0.211609078482184 | 0.423218156964367 | 0.788390921517816 |
35 | 0.149096160842321 | 0.298192321684642 | 0.850903839157679 |
36 | 0.0981325870973486 | 0.196265174194697 | 0.901867412902651 |
37 | 0.0650612522995597 | 0.130122504599119 | 0.93493874770044 |
38 | 0.092943626318501 | 0.185887252637002 | 0.907056373681499 |
39 | 0.205841100142562 | 0.411682200285124 | 0.794158899857438 |
40 | 0.557627917987896 | 0.884744164024208 | 0.442372082012104 |
41 | 0.76304621629302 | 0.47390756741396 | 0.23695378370698 |
42 | 0.698575404005471 | 0.602849191989058 | 0.301424595994529 |
43 | 0.600515540173493 | 0.798968919653014 | 0.399484459826507 |
44 | 0.85285583237471 | 0.294288335250578 | 0.147144167625289 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 1 | 0.0357142857142857 | NOK |
5% type I error level | 5 | 0.178571428571429 | NOK |
10% type I error level | 7 | 0.25 | NOK |