| Multiple Linear Regression - Estimated Regression Equation |
| Werkloosheid[t] = + 163.536249738331 -14.1801697936507Rente[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) | 163.536249738331 | 6.161964 | 26.5396 | 0 | 0 |
| Rente | -14.1801697936507 | 2.110015 | -6.7204 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.626235410899096 |
| R-squared | 0.392170789863960 |
| Adjusted R-squared | 0.383487515433445 |
| F-TEST (value) | 45.1639289996166 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 70 |
| p-value | 4.02302191560011e-09 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 15.0961419653212 |
| Sum Squared Residuals | 15952.5451565993 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 127 | 124.540782805791 | 2.45921719420949 |
| 2 | 123 | 124.540782805792 | -1.54078280579150 |
| 3 | 118 | 127.376816764522 | -9.37681676452159 |
| 4 | 114 | 128.085825254204 | -14.0858252542041 |
| 5 | 108 | 128.085825254204 | -20.0858252542041 |
| 6 | 111 | 133.757893171664 | -22.7578931716644 |
| 7 | 151 | 135.175910151029 | 15.8240898489705 |
| 8 | 159 | 135.175910151029 | 23.8240898489705 |
| 9 | 158 | 135.175910151029 | 22.8240898489705 |
| 10 | 148 | 135.175910151029 | 12.8240898489705 |
| 11 | 138 | 135.175910151029 | 2.82408984897055 |
| 12 | 137 | 135.175910151029 | 1.82408984897055 |
| 13 | 136 | 135.175910151029 | 0.824089848970548 |
| 14 | 133 | 135.175910151029 | -2.17591015102945 |
| 15 | 126 | 135.175910151029 | -9.17591015102945 |
| 16 | 120 | 135.175910151029 | -15.1759101510295 |
| 17 | 114 | 135.175910151029 | -21.1759101510295 |
| 18 | 116 | 135.175910151029 | -19.1759101510295 |
| 19 | 153 | 135.175910151029 | 17.8240898489705 |
| 20 | 162 | 135.175910151029 | 26.8240898489705 |
| 21 | 161 | 135.175910151029 | 25.8240898489705 |
| 22 | 149 | 135.175910151029 | 13.8240898489705 |
| 23 | 139 | 135.175910151029 | 3.82408984897055 |
| 24 | 135 | 135.175910151029 | -0.175910151029452 |
| 25 | 130 | 135.175910151029 | -5.17591015102945 |
| 26 | 127 | 135.175910151029 | -8.17591015102945 |
| 27 | 122 | 135.175910151029 | -13.1759101510295 |
| 28 | 117 | 135.175910151029 | -18.1759101510295 |
| 29 | 112 | 135.175910151029 | -23.1759101510295 |
| 30 | 113 | 135.175910151029 | -22.1759101510295 |
| 31 | 149 | 135.175910151029 | 13.8240898489705 |
| 32 | 157 | 135.175910151029 | 21.8240898489705 |
| 33 | 157 | 135.175910151029 | 21.8240898489705 |
| 34 | 147 | 135.175910151029 | 11.8240898489705 |
| 35 | 137 | 135.175910151029 | 1.82408984897055 |
| 36 | 132 | 132.198074494363 | -0.198074494362813 |
| 37 | 125 | 131.630867702617 | -6.63086770261679 |
| 38 | 123 | 131.630867702617 | -8.63086770261678 |
| 39 | 117 | 128.794833743887 | -11.7948337438867 |
| 40 | 114 | 128.085825254204 | -14.0858252542041 |
| 41 | 111 | 128.085825254204 | -17.0858252542041 |
| 42 | 112 | 126.100601483093 | -14.1006014830930 |
| 43 | 144 | 124.540782805791 | 19.4592171942085 |
| 44 | 150 | 121.988352242934 | 28.0116477570657 |
| 45 | 149 | 120.995740357379 | 28.0042596426212 |
| 46 | 134 | 118.585111492458 | 15.4148885075418 |
| 47 | 123 | 117.450697908966 | 5.54930209103388 |
| 48 | 116 | 115.465474137855 | 0.534525862144974 |
| 49 | 117 | 113.905655460553 | 3.09434453944655 |
| 50 | 111 | 113.905655460553 | -2.90565546055345 |
| 51 | 105 | 111.778629991506 | -6.77862999150586 |
| 52 | 102 | 110.360613012141 | -8.36061301214079 |
| 53 | 95 | 110.360613012141 | -15.3606130121408 |
| 54 | 93 | 108.233587543093 | -15.2335875430932 |
| 55 | 124 | 106.815570563728 | 17.1844294362719 |
| 56 | 130 | 106.815570563728 | 23.1844294362719 |
| 57 | 124 | 106.815570563728 | 17.1844294362719 |
| 58 | 115 | 106.815570563728 | 8.18442943627188 |
| 59 | 106 | 106.815570563728 | -0.81557056372812 |
| 60 | 105 | 106.815570563728 | -1.81557056372812 |
| 61 | 105 | 106.815570563728 | -1.81557056372812 |
| 62 | 101 | 106.815570563728 | -5.81557056372812 |
| 63 | 95 | 106.815570563728 | -11.8155705637281 |
| 64 | 93 | 106.815570563728 | -13.8155705637281 |
| 65 | 84 | 106.815570563728 | -22.8155705637281 |
| 66 | 87 | 106.815570563728 | -19.8155705637281 |
| 67 | 116 | 104.263140000871 | 11.736859999129 |
| 68 | 120 | 103.270528115315 | 16.7294718846845 |
| 69 | 117 | 103.270528115315 | 13.7294718846845 |
| 70 | 109 | 107.240975657538 | 1.75902434246236 |
| 71 | 105 | 115.040069044046 | -10.0400690440455 |
| 72 | 107 | 124.540782805791 | -17.5407828057915 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0174596669919574 | 0.0349193339839147 | 0.982540333008043 |
| 6 | 0.0273204913629827 | 0.0546409827259655 | 0.972679508637017 |
| 7 | 0.556555299754242 | 0.886889400491517 | 0.443444700245758 |
| 8 | 0.706282638394999 | 0.587434723210002 | 0.293717361605001 |
| 9 | 0.713245753960866 | 0.573508492078267 | 0.286754246039134 |
| 10 | 0.625372034480653 | 0.749255931038694 | 0.374627965519347 |
| 11 | 0.538359410970483 | 0.923281178059035 | 0.461640589029517 |
| 12 | 0.452532953760507 | 0.905065907521013 | 0.547467046239493 |
| 13 | 0.372108484306131 | 0.744216968612261 | 0.62789151569387 |
| 14 | 0.309800181171093 | 0.619600362342187 | 0.690199818828907 |
| 15 | 0.298760093192312 | 0.597520186384624 | 0.701239906807688 |
| 16 | 0.338893846421705 | 0.67778769284341 | 0.661106153578295 |
| 17 | 0.441887015968024 | 0.883774031936048 | 0.558112984031976 |
| 18 | 0.491922454003753 | 0.983844908007506 | 0.508077545996247 |
| 19 | 0.520070409070753 | 0.959859181858493 | 0.479929590929247 |
| 20 | 0.657498905525515 | 0.68500218894897 | 0.342501094474485 |
| 21 | 0.751470169302379 | 0.497059661395242 | 0.248529830697621 |
| 22 | 0.728095763461577 | 0.543808473076847 | 0.271904236538423 |
| 23 | 0.666634085914914 | 0.666731828170173 | 0.333365914085086 |
| 24 | 0.601119725151318 | 0.797760549697363 | 0.398880274848682 |
| 25 | 0.545823807380141 | 0.908352385239718 | 0.454176192619859 |
| 26 | 0.503266081240638 | 0.993467837518724 | 0.496733918759362 |
| 27 | 0.494622081562188 | 0.989244163124376 | 0.505377918437812 |
| 28 | 0.532884790949535 | 0.93423041810093 | 0.467115209050465 |
| 29 | 0.630821004274748 | 0.738357991450505 | 0.369178995725252 |
| 30 | 0.712637047788715 | 0.574725904422571 | 0.287362952211285 |
| 31 | 0.693323196799157 | 0.613353606401685 | 0.306676803200843 |
| 32 | 0.743372943353877 | 0.513254113292247 | 0.256627056646123 |
| 33 | 0.796479557510522 | 0.407040884978957 | 0.203520442489478 |
| 34 | 0.782389980879847 | 0.435220038240306 | 0.217610019120153 |
| 35 | 0.733490573772632 | 0.533018852454736 | 0.266509426227368 |
| 36 | 0.676745768956788 | 0.646508462086424 | 0.323254231043212 |
| 37 | 0.615489618892088 | 0.769020762215824 | 0.384510381107912 |
| 38 | 0.556305832364414 | 0.887388335271171 | 0.443694167635586 |
| 39 | 0.505643451324822 | 0.988713097350355 | 0.494356548675178 |
| 40 | 0.47242363054483 | 0.94484726108966 | 0.52757636945517 |
| 41 | 0.480616366087418 | 0.961232732174835 | 0.519383633912582 |
| 42 | 0.489132694601244 | 0.978265389202488 | 0.510867305398756 |
| 43 | 0.568968536115401 | 0.862062927769198 | 0.431031463884599 |
| 44 | 0.751813529781834 | 0.496372940436331 | 0.248186470218166 |
| 45 | 0.89923891190955 | 0.201522176180901 | 0.100761088090451 |
| 46 | 0.929520532526558 | 0.140958934946884 | 0.0704794674734419 |
| 47 | 0.92661778144672 | 0.146764437106559 | 0.0733822185532793 |
| 48 | 0.909690282102012 | 0.180619435795976 | 0.090309717897988 |
| 49 | 0.895068639046844 | 0.209862721906312 | 0.104931360953156 |
| 50 | 0.865430744296367 | 0.269138511407267 | 0.134569255703633 |
| 51 | 0.822821216113206 | 0.354357567773589 | 0.177178783886794 |
| 52 | 0.774301643720287 | 0.451396712559425 | 0.225698356279713 |
| 53 | 0.753193963737925 | 0.49361207252415 | 0.246806036262075 |
| 54 | 0.749579277073105 | 0.50084144585379 | 0.250420722926895 |
| 55 | 0.77431372684416 | 0.451372546311679 | 0.225686273155840 |
| 56 | 0.873994666270665 | 0.25201066745867 | 0.126005333729335 |
| 57 | 0.910309638414822 | 0.179380723170355 | 0.0896903615851776 |
| 58 | 0.893879115781293 | 0.212241768437414 | 0.106120884218707 |
| 59 | 0.842774172889144 | 0.314451654221713 | 0.157225827110856 |
| 60 | 0.774447222652287 | 0.451105554695427 | 0.225552777347713 |
| 61 | 0.688829474255919 | 0.622341051488163 | 0.311170525744081 |
| 62 | 0.59142860857967 | 0.81714278284066 | 0.40857139142033 |
| 63 | 0.524717059264183 | 0.950565881471635 | 0.475282940735817 |
| 64 | 0.487066171929257 | 0.974132343858514 | 0.512933828070743 |
| 65 | 0.708568332994592 | 0.582863334010815 | 0.291431667005408 |
| 66 | 0.990035995591466 | 0.0199280088170675 | 0.00996400440853373 |
| 67 | 0.961340905175529 | 0.077318189648943 | 0.0386590948244715 |
| 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 | 0.0317460317460317 | OK |
| 10% type I error level | 4 | 0.0634920634920635 | OK |
