| Multiple Linear Regression - Estimated Regression Equation |
| Werkloosheid[t] = + 158.519300076387 -0.299884858226074Rente[t] -100.778317979711M1[t] + 16.5659692799141M2[t] -116.562586977264M3[t] + 24.9440899381617M4[t] -119.081511013485M5[t] + 22.3906427702763M6[t] -121.575435049707M7[t] + 13.4711814057765M8[t] -121.911850935308M9[t] + 3.15225736955490M10[t] -117.081929278324M11[t] + 0.0682463233919803t + 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) | 158.519300076387 | 14.253911 | 11.1211 | 0 | 0 |
| Rente | -0.299884858226074 | 0.102336 | -2.9304 | 0.004835 | 0.002418 |
| M1 | -100.778317979711 | 10.235135 | -9.8463 | 0 | 0 |
| M2 | 16.5659692799141 | 10.223656 | 1.6204 | 0.110581 | 0.05529 |
| M3 | -116.562586977264 | 10.381712 | -11.2277 | 0 | 0 |
| M4 | 24.9440899381617 | 10.380448 | 2.403 | 0.019481 | 0.009741 |
| M5 | -119.081511013485 | 10.246385 | -11.6218 | 0 | 0 |
| M6 | 22.3906427702763 | 10.404779 | 2.152 | 0.035575 | 0.017788 |
| M7 | -121.575435049707 | 10.18606 | -11.9355 | 0 | 0 |
| M8 | 13.4711814057765 | 10.324547 | 1.3048 | 0.197124 | 0.098562 |
| M9 | -121.911850935308 | 10.176989 | -11.9792 | 0 | 0 |
| M10 | 3.15225736955490 | 10.210673 | 0.3087 | 0.758639 | 0.37932 |
| M11 | -117.081929278324 | 10.308487 | -11.3578 | 0 | 0 |
| t | 0.0682463233919803 | 0.105344 | 0.6478 | 0.519643 | 0.259821 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.971731181323792 |
| R-squared | 0.944261488756932 |
| Adjusted R-squared | 0.931768374167969 |
| F-TEST (value) | 75.5825524558227 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 58 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 17.6191696745276 |
| Sum Squared Residuals | 18005.2381211480 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 127 | 56.984545059946 | 70.015454940054 |
| 2 | 123 | 137.136385008374 | -14.1363850083740 |
| 3 | 2.75 | 6.77503879862289 | -4.02503879862289 |
| 4 | 123 | 145.650998313406 | -22.6509983134057 |
| 5 | 2.55 | 5.59214684208969 | -3.04214684208969 |
| 6 | 118 | 144.433583225208 | -26.4335832252084 |
| 7 | 2.5 | 5.03402460200857 | -2.53402460200857 |
| 8 | 114 | 137.150038798623 | -23.1500387986229 |
| 9 | 2.5 | 3.93444678851288 | -1.43444678851288 |
| 10 | 108 | 128.167146842090 | -20.1671468420897 |
| 11 | 2.1 | -3.09453323676221 | 5.19453323676221 |
| 12 | 111 | 126.950691268675 | -15.9506912686751 |
| 13 | 2 | 10.9464918428261 | -8.9464918428261 |
| 14 | 151 | 142.753498620695 | 8.24650137930508 |
| 15 | 2 | -4.40139964971629 | 6.40139964971629 |
| 16 | 159 | 139.272717596684 | 19.7272824033164 |
| 17 | 2 | -3.78498245689316 | 5.78498245689316 |
| 18 | 158 | 134.456684209774 | 23.5433157902265 |
| 19 | 2 | -3.14356526407 | 5.14356526407 |
| 20 | 148 | 125.973600350284 | 22.0263996497163 |
| 21 | 2 | -3.04360364466128 | 5.04360364466128 |
| 22 | 138 | 118.790017543107 | 19.2099824568931 |
| 23 | 2 | 2.22269551733269 | -0.222695517332693 |
| 24 | 137 | 118.773101402597 | 18.2268985974033 |
| 25 | 2 | 19.5624540374077 | -17.5624540374077 |
| 26 | 136 | 135.775448187521 | 0.224551812479244 |
| 27 | 2 | 6.01387169422184 | -4.01387169422184 |
| 28 | 133 | 144.589946350778 | -11.5899463507785 |
| 29 | 2 | 5.43074945414071 | -3.43074945414071 |
| 30 | 126 | 143.072646404355 | -17.0726464043552 |
| 31 | 2 | 4.87262721405956 | -2.87262721405956 |
| 32 | 120 | 136.388871694222 | -16.3888716942218 |
| 33 | 2 | 4.07293425879006 | -2.07293425879006 |
| 34 | 114 | 128.005749454141 | -14.0057494541407 |
| 35 | 2 | -2.05639119180678 | 4.05639119180678 |
| 36 | 116 | 126.789293880726 | -10.7892938807262 |
| 37 | 2 | 11.6847490295553 | -9.68474902955532 |
| 38 | 153 | 142.891986090972 | 10.1080139090279 |
| 39 | 2 | -3.66314246298695 | 5.66314246298695 |
| 40 | 162 | 140.310859641639 | 21.689140358361 |
| 41 | 2 | -2.44695555371168 | 4.44695555371168 |
| 42 | 161 | 135.194941396503 | 25.8050586034971 |
| 43 | 2 | -1.80553836088854 | 3.80553836088854 |
| 44 | 149 | 126.711857537013 | 22.288142462987 |
| 45 | 2 | -0.805922166801599 | 2.8059221668016 |
| 46 | 139 | 120.128044446288 | 18.8719555537117 |
| 47 | 2 | 5.6599164280967 | -3.6599164280967 |
| 48 | 135 | 120.111128305778 | 14.8888716942218 |
| 49 | 2 | 22.9996749481717 | -20.9996749481717 |
| 50 | 130 | 138.013129665380 | -8.01312966538044 |
| 51 | 2 | 8.85132288853368 | -6.85132288853368 |
| 52 | 127 | 148.027167261542 | -21.0271672615424 |
| 53 | 2 | 7.96831579022646 | -5.96831579022646 |
| 54 | 122 | 146.509867315119 | -24.5098673151192 |
| 55 | 2 | 7.11030869191927 | -5.11030869191927 |
| 56 | 117 | 139.226322888534 | -22.2263228885337 |
| 57 | 2 | 6.61050059487576 | -4.61050059487576 |
| 58 | 112 | 130.543315790226 | -18.5433157902265 |
| 59 | 2 | 0.781060002505029 | 1.21893999749497 |
| 60 | 113 | 129.026975358586 | -16.0269753585859 |
| 61 | 2 | 14.8220850820932 | -12.8220850820932 |
| 62 | 149 | 145.429552427058 | 3.57044757294218 |
| 63 | 2 | -0.82569126867515 | 2.82569126867515 |
| 64 | 157 | 143.148310835951 | 13.8516891640492 |
| 65 | 2 | -0.209274075852003 | 2.20927407585200 |
| 66 | 157 | 138.332277449041 | 18.6677225509592 |
| 67 | 2 | 0.432143116971144 | 1.56785688302886 |
| 68 | 147 | 129.549308731325 | 17.4506912686751 |
| 69 | 2 | 1.73164416928419 | 0.268355830715807 |
| 70 | 137 | 122.365725924148 | 14.634274075852 |
| 71 | 2.21 | 8.79725248063456 | -6.58725248063456 |
| 72 | 132 | 122.348809783638 | 9.65119021636217 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.92234222936413 | 0.155315541271741 | 0.0776577706358706 |
| 18 | 0.992362033097653 | 0.0152759338046945 | 0.00763796690234727 |
| 19 | 0.986542856989243 | 0.0269142860215141 | 0.0134571430107571 |
| 20 | 0.995207350239874 | 0.00958529952025181 | 0.00479264976012591 |
| 21 | 0.99369761157215 | 0.0126047768556991 | 0.00630238842784955 |
| 22 | 0.993497533782844 | 0.0130049324343129 | 0.00650246621715644 |
| 23 | 0.99949999246966 | 0.00100001506068092 | 0.000500007530340459 |
| 24 | 0.999323430238574 | 0.00135313952285144 | 0.000676569761425719 |
| 25 | 0.999989148875919 | 2.17022481622116e-05 | 1.08511240811058e-05 |
| 26 | 0.999987183658684 | 2.56326826329696e-05 | 1.28163413164848e-05 |
| 27 | 0.99999205716268 | 1.58856746413996e-05 | 7.94283732069981e-06 |
| 28 | 0.999992102363447 | 1.57952731067676e-05 | 7.89763655338382e-06 |
| 29 | 0.999988067713333 | 2.38645733349535e-05 | 1.19322866674768e-05 |
| 30 | 0.999988067122389 | 2.38657552225055e-05 | 1.19328776112528e-05 |
| 31 | 0.99997641544448 | 4.7169111039779e-05 | 2.35845555198895e-05 |
| 32 | 0.999963553912118 | 7.28921757635726e-05 | 3.64460878817863e-05 |
| 33 | 0.999920253981312 | 0.000159492037375985 | 7.97460186879927e-05 |
| 34 | 0.999856942475861 | 0.000286115048277502 | 0.000143057524138751 |
| 35 | 0.999704643679187 | 0.000590712641627076 | 0.000295356320813538 |
| 36 | 0.999426001834594 | 0.00114799633081147 | 0.000573998165405733 |
| 37 | 0.999009201072607 | 0.00198159785478695 | 0.000990798927393476 |
| 38 | 0.998893223493883 | 0.00221355301223456 | 0.00110677650611728 |
| 39 | 0.998158590962011 | 0.00368281807597762 | 0.00184140903798881 |
| 40 | 0.998220335505306 | 0.00355932898938836 | 0.00177966449469418 |
| 41 | 0.996651928570473 | 0.00669614285905431 | 0.00334807142952716 |
| 42 | 0.996917549298391 | 0.0061649014032173 | 0.00308245070160865 |
| 43 | 0.993866602060497 | 0.0122667958790062 | 0.00613339793950308 |
| 44 | 0.992015547392111 | 0.0159689052157781 | 0.00798445260788904 |
| 45 | 0.984363661789546 | 0.0312726764209078 | 0.0156363382104539 |
| 46 | 0.979503087361346 | 0.0409938252773087 | 0.0204969126386543 |
| 47 | 0.96816629822887 | 0.063667403542261 | 0.0318337017711305 |
| 48 | 0.974679768190689 | 0.0506404636186224 | 0.0253202318093112 |
| 49 | 0.972820829586802 | 0.0543583408263963 | 0.0271791704131981 |
| 50 | 0.959621218639956 | 0.0807575627200887 | 0.0403787813600444 |
| 51 | 0.956813656098438 | 0.0863726878031232 | 0.0431863439015616 |
| 52 | 0.948984162919045 | 0.102031674161911 | 0.0510158370809555 |
| 53 | 0.945437839711152 | 0.109124320577696 | 0.0545621602888481 |
| 54 | 0.936726976152625 | 0.126546047694750 | 0.0632730238473752 |
| 55 | 0.929862801029847 | 0.140274397940307 | 0.0701371989701533 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 21 | 0.538461538461538 | NOK |
| 5% type I error level | 29 | 0.743589743589744 | NOK |
| 10% type I error level | 34 | 0.871794871794872 | NOK |
