| Multiple Linear Regression - Estimated Regression Equation |
| Werkloosheid[t] = + 160.409211785205 -11.7887483839392Rente[t] -0.0179859767984057M1[t] -3.53501282348974M2[t] -8.9239876272491M3[t] -12.4112020008746M4[t] -18.2615621808991M5[t] -16.9947160812959M6[t] + 17.8913799105700M7[t] + 25.3655509132096M8[t] + 23.6527261309978M9[t] + 12.9195722306010M10[t] + 3.14576009383461M11[t] -0.149639819975488t + 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) | 160.409211785205 | 2.274144 | 70.5361 | 0 | 0 |
| Rente | -11.7887483839392 | 1.009939 | -11.6727 | 0 | 0 |
| M1 | -0.0179859767984057 | 2.326654 | -0.0077 | 0.993859 | 0.496929 |
| M2 | -3.53501282348974 | 2.318495 | -1.5247 | 0.132768 | 0.066384 |
| M3 | -8.9239876272491 | 2.314878 | -3.8551 | 0.000292 | 0.000146 |
| M4 | -12.4112020008746 | 2.310244 | -5.3722 | 1e-06 | 1e-06 |
| M5 | -18.2615621808991 | 2.303634 | -7.9273 | 0 | 0 |
| M6 | -16.9947160812959 | 2.295606 | -7.4032 | 0 | 0 |
| M7 | 17.8913799105700 | 2.295994 | 7.7924 | 0 | 0 |
| M8 | 25.3655509132096 | 2.295865 | 11.0484 | 0 | 0 |
| M9 | 23.6527261309978 | 2.292406 | 10.3179 | 0 | 0 |
| M10 | 12.9195722306010 | 2.286515 | 5.6503 | 1e-06 | 0 |
| M11 | 3.14576009383461 | 2.278919 | 1.3804 | 0.172769 | 0.086384 |
| t | -0.149639819975488 | 0.041489 | -3.6068 | 0.000646 | 0.000323 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.982661562704323 |
| R-squared | 0.965623746816503 |
| Adjusted R-squared | 0.957918724551236 |
| F-TEST (value) | 125.323939837193 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 58 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 3.94402337980184 |
| Sum Squared Residuals | 902.208584384567 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 127 | 127.822527932597 | -0.822527932597231 |
| 2 | 123 | 124.155861265931 | -1.15586126593133 |
| 3 | 118 | 120.974996318984 | -2.97499631898430 |
| 4 | 114 | 117.927579544580 | -3.92757954458025 |
| 5 | 108 | 111.927579544580 | -3.92757954458025 |
| 6 | 111 | 117.760285177784 | -6.76028517778374 |
| 7 | 151 | 153.675616188068 | -2.67561618806805 |
| 8 | 159 | 161.000147370732 | -2.00014737073211 |
| 9 | 158 | 159.137682768545 | -1.13768276854481 |
| 10 | 148 | 148.254889048173 | -0.254889048172563 |
| 11 | 138 | 138.331437091431 | -0.331437091430672 |
| 12 | 137 | 135.036037177621 | 1.96396282237942 |
| 13 | 136 | 134.868411380847 | 1.13158861915331 |
| 14 | 133 | 131.20174471418 | 1.79825528582013 |
| 15 | 126 | 125.663130090445 | 0.336869909554977 |
| 16 | 120 | 122.026275896844 | -2.02627589684401 |
| 17 | 114 | 116.026275896844 | -2.02627589684401 |
| 18 | 116 | 117.143482176472 | -1.14348217647179 |
| 19 | 153 | 151.879938348362 | 1.12006165163781 |
| 20 | 162 | 159.204469531026 | 2.79553046897367 |
| 21 | 161 | 157.342004928839 | 3.65799507116105 |
| 22 | 149 | 146.459211208467 | 2.54078879153327 |
| 23 | 139 | 136.535759251725 | 2.46424074827518 |
| 24 | 135 | 133.240359337915 | 1.75964066208527 |
| 25 | 130 | 133.072733541141 | -3.07273354114084 |
| 26 | 127 | 129.406066874474 | -2.40606687447402 |
| 27 | 122 | 123.867452250739 | -1.86745225073917 |
| 28 | 117 | 120.230598057138 | -3.23059805713816 |
| 29 | 112 | 114.230598057138 | -2.23059805713816 |
| 30 | 113 | 115.347804336766 | -2.34780433676594 |
| 31 | 149 | 150.084260508656 | -1.08426050865633 |
| 32 | 157 | 157.408791691320 | -0.408791691320483 |
| 33 | 157 | 155.546327089133 | 1.45367291086690 |
| 34 | 147 | 144.663533368761 | 2.33646663123912 |
| 35 | 137 | 134.740081412019 | 2.25991858798103 |
| 36 | 132 | 128.969044337582 | 3.03095566241836 |
| 37 | 125 | 128.329868605450 | -3.32986860545017 |
| 38 | 123 | 124.663201938783 | -1.66320193878335 |
| 39 | 117 | 116.766837638261 | 0.233162361739342 |
| 40 | 114 | 112.540546025463 | 1.45945397453731 |
| 41 | 111 | 106.540546025463 | 4.45945397453731 |
| 42 | 112 | 106.007327531339 | 5.99267246866103 |
| 43 | 144 | 139.447021380996 | 4.55297861900395 |
| 44 | 150 | 144.649577854551 | 5.35042214544886 |
| 45 | 149 | 141.961900865488 | 7.03809913451201 |
| 46 | 134 | 129.075019919846 | 4.92498008015388 |
| 47 | 123 | 118.208468092389 | 4.79153190761094 |
| 48 | 116 | 113.262643404827 | 2.73735659517252 |
| 49 | 117 | 111.798255285820 | 5.20174471417973 |
| 50 | 111 | 108.131588619153 | 2.86841138084655 |
| 51 | 105 | 100.824661737828 | 4.17533826217228 |
| 52 | 102 | 96.0089327058328 | 5.99106729416722 |
| 53 | 95 | 90.0089327058328 | 4.99106729416722 |
| 54 | 93 | 89.3578267278697 | 3.64217327213033 |
| 55 | 124 | 122.915408061366 | 1.08459193863385 |
| 56 | 130 | 130.239939244030 | -0.239939244030294 |
| 57 | 124 | 128.377474641843 | -4.37747464184291 |
| 58 | 115 | 117.494680921471 | -2.49468092147069 |
| 59 | 106 | 107.571228964729 | -1.57122896472878 |
| 60 | 105 | 104.275829050919 | 0.724170949081313 |
| 61 | 105 | 104.108203254145 | 0.891796745855202 |
| 62 | 101 | 100.441536587478 | 0.558463412522023 |
| 63 | 95 | 94.9029219637431 | 0.0970780362568695 |
| 64 | 93 | 91.2660677701421 | 1.73393222985788 |
| 65 | 84 | 85.2660677701421 | -1.26606777014212 |
| 66 | 87 | 86.3832740497699 | 0.616725950230104 |
| 67 | 116 | 118.997755512551 | -2.99775551255123 |
| 68 | 120 | 125.497074308340 | -5.49707430833964 |
| 69 | 117 | 123.634609706152 | -6.63460970615224 |
| 70 | 109 | 116.052665533283 | -7.05266553328302 |
| 71 | 105 | 112.613025187708 | -7.6130251877077 |
| 72 | 107 | 117.216086691137 | -10.2160866911369 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.00458051224916398 | 0.00916102449832796 | 0.995419487750836 |
| 18 | 0.00405334554042543 | 0.00810669108085087 | 0.995946654459575 |
| 19 | 0.00127406303352974 | 0.00254812606705948 | 0.99872593696647 |
| 20 | 0.000237739378784199 | 0.000475478757568397 | 0.999762260621216 |
| 21 | 4.04608553297374e-05 | 8.09217106594748e-05 | 0.99995953914467 |
| 22 | 2.92142280683855e-05 | 5.8428456136771e-05 | 0.999970785771932 |
| 23 | 1.22513576037394e-05 | 2.45027152074789e-05 | 0.999987748642396 |
| 24 | 0.000169159835690466 | 0.000338319671380931 | 0.99983084016431 |
| 25 | 0.0195359423553242 | 0.0390718847106484 | 0.980464057644676 |
| 26 | 0.0469896452755508 | 0.0939792905511015 | 0.95301035472445 |
| 27 | 0.0434973116861776 | 0.0869946233723552 | 0.956502688313822 |
| 28 | 0.0549617813834345 | 0.109923562766869 | 0.945038218616566 |
| 29 | 0.0632319760409688 | 0.126463952081938 | 0.936768023959031 |
| 30 | 0.0982016329928429 | 0.196403265985686 | 0.901798367007157 |
| 31 | 0.099165142275505 | 0.19833028455101 | 0.900834857724495 |
| 32 | 0.0869024140530434 | 0.173804828106087 | 0.913097585946957 |
| 33 | 0.0575442822489599 | 0.115088564497920 | 0.94245571775104 |
| 34 | 0.0363101821976398 | 0.0726203643952796 | 0.96368981780236 |
| 35 | 0.0219060917237227 | 0.0438121834474454 | 0.978093908276277 |
| 36 | 0.0128155761954910 | 0.0256311523909821 | 0.98718442380451 |
| 37 | 0.0525450471871782 | 0.105090094374356 | 0.947454952812822 |
| 38 | 0.0885071430809797 | 0.177014286161959 | 0.91149285691902 |
| 39 | 0.152885649603662 | 0.305771299207323 | 0.847114350396338 |
| 40 | 0.542020885886872 | 0.915958228226255 | 0.457979114113128 |
| 41 | 0.747171000194172 | 0.505657999611656 | 0.252828999805828 |
| 42 | 0.870194452987206 | 0.259611094025588 | 0.129805547012794 |
| 43 | 0.845043584598198 | 0.309912830803605 | 0.154956415401803 |
| 44 | 0.782531037507081 | 0.434937924985838 | 0.217468962492919 |
| 45 | 0.956583302428758 | 0.0868333951424842 | 0.0434166975712421 |
| 46 | 0.989190443111978 | 0.021619113776043 | 0.0108095568880215 |
| 47 | 0.99831399556975 | 0.0033720088605003 | 0.00168600443025015 |
| 48 | 0.997083224688889 | 0.00583355062222271 | 0.00291677531111136 |
| 49 | 0.995234586838589 | 0.00953082632282293 | 0.00476541316141146 |
| 50 | 0.98931514636788 | 0.0213697072642403 | 0.0106848536321201 |
| 51 | 0.975781570324523 | 0.0484368593509534 | 0.0242184296754767 |
| 52 | 0.949667782035139 | 0.100664435929722 | 0.0503322179648611 |
| 53 | 0.97219822948248 | 0.0556035410350386 | 0.0278017705175193 |
| 54 | 0.945062497340706 | 0.109875005318589 | 0.0549375026592944 |
| 55 | 0.880709654355832 | 0.238580691288335 | 0.119290345644167 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 11 | 0.282051282051282 | NOK |
| 5% type I error level | 17 | 0.435897435897436 | NOK |
| 10% type I error level | 22 | 0.564102564102564 | NOK |
