| Multiple Linear Regression - Estimated Regression Equation |
| Werkzoekend[t] = + 547894.545081966 -54536.8842213115Crisis[t] -12570.6784586022M1[t] -26133.4516552008M2[t] -33079.7048356996M3[t] -42572.2437304839M4[t] -41321.7826252682M5[t] + 12724.107051376M6[t] + 21711.1395851631M7[t] + 22488.7270077089M8[t] + 8961.33097006743M9[t] -6301.49363900264M10[t] -3142.46110521557M11[t] + 270.110323355782t + 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) | 547894.545081966 | 17618.587546 | 31.0975 | 0 | 0 |
| Crisis | -54536.8842213115 | 19779.076066 | -2.7573 | 0.007404 | 0.003702 |
| M1 | -12570.6784586022 | 20955.558696 | -0.5999 | 0.5505 | 0.27525 |
| M2 | -26133.4516552008 | 21785.417137 | -1.1996 | 0.234289 | 0.117144 |
| M3 | -33079.7048356996 | 21779.247823 | -1.5189 | 0.133238 | 0.066619 |
| M4 | -42572.2437304839 | 21774.916487 | -1.9551 | 0.054508 | 0.027254 |
| M5 | -41321.7826252682 | 21772.424226 | -1.8979 | 0.061776 | 0.030888 |
| M6 | 12724.107051376 | 21771.771671 | 0.5844 | 0.560783 | 0.280391 |
| M7 | 21711.1395851631 | 21772.958988 | 0.9972 | 0.322073 | 0.161036 |
| M8 | 22488.7270077089 | 21637.444658 | 1.0393 | 0.302172 | 0.151086 |
| M9 | 8961.33097006743 | 21630.96401 | 0.4143 | 0.679916 | 0.339958 |
| M10 | -6301.49363900264 | 21626.333787 | -0.2914 | 0.77161 | 0.385805 |
| M11 | -3142.46110521557 | 21623.555178 | -0.1453 | 0.884865 | 0.442433 |
| t | 270.110323355782 | 200.145413 | 1.3496 | 0.181441 | 0.090721 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.548442358230699 |
| R-squared | 0.300789020301651 |
| Adjusted R-squared | 0.17276447472308 |
| F-TEST (value) | 2.34946368247057 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 71 |
| p-value | 0.0113830623123323 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 40452.2345635065 |
| Sum Squared Residuals | 116183212963.847 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 474605 | 535593.976946726 | -60988.9769467255 |
| 2 | 470390 | 522301.314073478 | -51911.3140734776 |
| 3 | 461251 | 515625.171216335 | -54374.1712163348 |
| 4 | 454724 | 506402.742644906 | -51678.7426449063 |
| 5 | 455626 | 507923.314073478 | -52297.3140734775 |
| 6 | 516847 | 562239.314073478 | -45392.3140734776 |
| 7 | 525192 | 571496.45693062 | -46304.4569306204 |
| 8 | 522975 | 572544.154676522 | -49569.1546765221 |
| 9 | 518585 | 559286.868962236 | -40701.8689622364 |
| 10 | 509239 | 544294.154676522 | -35055.1546765221 |
| 11 | 512238 | 547723.297533665 | -35485.297533665 |
| 12 | 519164 | 551135.868962236 | -31971.8689622363 |
| 13 | 517009 | 538835.30082699 | -21826.3008269899 |
| 14 | 509933 | 525542.637953747 | -15609.6379537470 |
| 15 | 509127 | 518866.495096604 | -9739.4950966041 |
| 16 | 500875 | 509644.066525176 | -8769.06652517551 |
| 17 | 506971 | 511164.637953747 | -4193.63795374696 |
| 18 | 569323 | 565480.637953747 | 3842.36204625303 |
| 19 | 579714 | 574737.78081089 | 4976.2191891102 |
| 20 | 577992 | 575785.478556791 | 2206.52144320857 |
| 21 | 565644 | 562528.192842506 | 3115.80715749427 |
| 22 | 547344 | 547535.478556791 | -191.478556791467 |
| 23 | 554788 | 550964.621413934 | 3823.3785860657 |
| 24 | 562325 | 554377.192842506 | 7947.80715749434 |
| 25 | 560854 | 542076.624707259 | 18777.3752927408 |
| 26 | 555332 | 528783.961834016 | 26548.0381659836 |
| 27 | 543599 | 522107.818976873 | 21491.1810231265 |
| 28 | 536662 | 512885.390405445 | 23776.6095945551 |
| 29 | 542722 | 514405.961834016 | 28316.0381659837 |
| 30 | 593530 | 568721.961834016 | 24808.0381659837 |
| 31 | 610763 | 577979.104691159 | 32783.8953088408 |
| 32 | 612613 | 579026.802437061 | 33586.1975629392 |
| 33 | 611324 | 565769.516722775 | 45554.4832772248 |
| 34 | 594167 | 550776.802437061 | 43390.1975629392 |
| 35 | 595454 | 554205.945294204 | 41248.0547057963 |
| 36 | 590865 | 557618.516722775 | 33246.4832772250 |
| 37 | 589379 | 545317.948587529 | 44061.0514124714 |
| 38 | 584428 | 532025.285714286 | 52402.7142857143 |
| 39 | 573100 | 525349.142857143 | 47750.8571428572 |
| 40 | 567456 | 516126.714285714 | 51329.2857142857 |
| 41 | 569028 | 517647.285714286 | 51380.7142857143 |
| 42 | 620735 | 571963.285714286 | 48771.7142857142 |
| 43 | 628884 | 581220.428571429 | 47663.5714285714 |
| 44 | 628232 | 582268.12631733 | 45963.8736826698 |
| 45 | 612117 | 569010.840603044 | 43106.1593969555 |
| 46 | 595404 | 554018.12631733 | 41385.8736826698 |
| 47 | 597141 | 557447.269174473 | 39693.7308255269 |
| 48 | 593408 | 560859.840603044 | 32548.1593969556 |
| 49 | 590072 | 548559.272467798 | 41512.727532202 |
| 50 | 579799 | 535266.609594555 | 44532.3904054449 |
| 51 | 574205 | 528590.466737412 | 45614.5332625878 |
| 52 | 572775 | 519368.038165984 | 53406.9618340164 |
| 53 | 572942 | 520888.609594555 | 52053.3904054449 |
| 54 | 619567 | 575204.609594555 | 44362.3904054449 |
| 55 | 625809 | 584461.752451698 | 41347.247548302 |
| 56 | 619916 | 585509.4501976 | 34406.5498024004 |
| 57 | 587625 | 572252.164483314 | 15372.8355166861 |
| 58 | 565724 | 557259.4501976 | 8464.5498024004 |
| 59 | 557274 | 560688.593054742 | -3414.59305474245 |
| 60 | 560576 | 564101.164483314 | -3525.16448331379 |
| 61 | 548854 | 551800.596348067 | -2946.59634806739 |
| 62 | 531673 | 538507.933474825 | -6834.9334748245 |
| 63 | 525919 | 531831.790617682 | -5912.79061768161 |
| 64 | 511038 | 522609.362046253 | -11571.3620462530 |
| 65 | 498662 | 524129.933474824 | -25467.9334748245 |
| 66 | 555362 | 578445.933474825 | -23083.9334748245 |
| 67 | 564591 | 587703.076331967 | -23112.0763319673 |
| 68 | 541667 | 588750.774077869 | -47083.774077869 |
| 69 | 527070 | 575493.488363583 | -48423.4883635833 |
| 70 | 509846 | 560500.774077869 | -50654.774077869 |
| 71 | 514258 | 563929.916935012 | -49671.9169350118 |
| 72 | 516922 | 567342.488363583 | -50420.4883635832 |
| 73 | 507561 | 555041.920228337 | -47480.9202283368 |
| 74 | 492622 | 541749.257355094 | -49127.2573550939 |
| 75 | 490243 | 535073.114497951 | -44830.114497951 |
| 76 | 469357 | 525850.685926522 | -56493.6859265224 |
| 77 | 477580 | 527371.257355094 | -49791.2573550939 |
| 78 | 528379 | 581687.257355094 | -53308.2573550939 |
| 79 | 533590 | 590944.400212237 | -57354.4002122367 |
| 80 | 517945 | 537455.213736827 | -19510.2137368268 |
| 81 | 506174 | 524197.928022541 | -18023.9280225411 |
| 82 | 501866 | 509205.213736827 | -7339.21373682682 |
| 83 | 516441 | 512634.35659397 | 3806.64340603034 |
| 84 | 528222 | 516046.928022541 | 12175.0719774590 |
| 85 | 532638 | 503746.359887295 | 28891.6401127054 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.00285103342350996 | 0.00570206684701992 | 0.99714896657649 |
| 18 | 0.00070215004566882 | 0.00140430009133764 | 0.999297849954331 |
| 19 | 0.000222029280372321 | 0.000444058560744642 | 0.999777970719628 |
| 20 | 6.63979426628915e-05 | 0.000132795885325783 | 0.999933602057337 |
| 21 | 1.16197437744086e-05 | 2.32394875488172e-05 | 0.999988380256226 |
| 22 | 8.4511313592429e-06 | 1.69022627184858e-05 | 0.99999154886864 |
| 23 | 2.49800476908221e-06 | 4.99600953816442e-06 | 0.99999750199523 |
| 24 | 7.07506729370806e-07 | 1.41501345874161e-06 | 0.99999929249327 |
| 25 | 2.68149950694364e-07 | 5.36299901388728e-07 | 0.99999973185005 |
| 26 | 8.2455309414264e-08 | 1.64910618828528e-07 | 0.99999991754469 |
| 27 | 1.22458850699506e-07 | 2.44917701399013e-07 | 0.99999987754115 |
| 28 | 1.23429418026245e-07 | 2.46858836052489e-07 | 0.999999876570582 |
| 29 | 7.51472220865512e-08 | 1.50294444173102e-07 | 0.999999924852778 |
| 30 | 7.46294995202157e-07 | 1.49258999040431e-06 | 0.999999253705005 |
| 31 | 8.3231299303966e-07 | 1.66462598607932e-06 | 0.999999167687007 |
| 32 | 4.5283627036236e-07 | 9.0567254072472e-07 | 0.99999954716373 |
| 33 | 2.29726090926200e-07 | 4.59452181852401e-07 | 0.99999977027391 |
| 34 | 9.41811414063898e-08 | 1.88362282812780e-07 | 0.999999905818859 |
| 35 | 4.46741678102294e-08 | 8.93483356204589e-08 | 0.999999955325832 |
| 36 | 2.86509496495823e-07 | 5.73018992991645e-07 | 0.999999713490503 |
| 37 | 1.25233139116123e-06 | 2.50466278232246e-06 | 0.99999874766861 |
| 38 | 1.66595086397308e-06 | 3.33190172794617e-06 | 0.999998334049136 |
| 39 | 6.34079227666844e-06 | 1.26815845533369e-05 | 0.999993659207723 |
| 40 | 1.18002812142076e-05 | 2.36005624284152e-05 | 0.999988199718786 |
| 41 | 3.00110984863519e-05 | 6.00221969727038e-05 | 0.999969988901514 |
| 42 | 0.000218571189440816 | 0.000437142378881633 | 0.99978142881056 |
| 43 | 0.00215277597318077 | 0.00430555194636155 | 0.99784722402682 |
| 44 | 0.00390106375229021 | 0.00780212750458043 | 0.99609893624771 |
| 45 | 0.0147403522853691 | 0.0294807045707382 | 0.98525964771463 |
| 46 | 0.0355121916914067 | 0.0710243833828134 | 0.964487808308593 |
| 47 | 0.0682572669771837 | 0.136514533954367 | 0.931742733022816 |
| 48 | 0.171964155018529 | 0.343928310037058 | 0.828035844981471 |
| 49 | 0.288155708778725 | 0.57631141755745 | 0.711844291221275 |
| 50 | 0.361692893645831 | 0.723385787291662 | 0.638307106354169 |
| 51 | 0.387256910074024 | 0.774513820148048 | 0.612743089925976 |
| 52 | 0.378410427937602 | 0.756820855875203 | 0.621589572062398 |
| 53 | 0.393645821133725 | 0.787291642267451 | 0.606354178866275 |
| 54 | 0.425900460622553 | 0.851800921245107 | 0.574099539377447 |
| 55 | 0.466873576016493 | 0.933747152032987 | 0.533126423983507 |
| 56 | 0.863954369253164 | 0.272091261493671 | 0.136045630746835 |
| 57 | 0.980223387973681 | 0.0395532240526373 | 0.0197766120263187 |
| 58 | 0.996297761159333 | 0.00740447768133352 | 0.00370223884066676 |
| 59 | 0.99763521568421 | 0.0047295686315791 | 0.00236478431578955 |
| 60 | 0.997480069116805 | 0.00503986176638963 | 0.00251993088319482 |
| 61 | 0.996811071790302 | 0.00637785641939619 | 0.00318892820969809 |
| 62 | 0.995928436056815 | 0.0081431278863694 | 0.0040715639431847 |
| 63 | 0.993209801201282 | 0.0135803975974365 | 0.00679019879871823 |
| 64 | 0.990758093376726 | 0.0184838132465487 | 0.00924190662327436 |
| 65 | 0.984080827064646 | 0.0318383458707083 | 0.0159191729353542 |
| 66 | 0.967197044513315 | 0.0656059109733698 | 0.0328029554866849 |
| 67 | 0.928943708410469 | 0.142112583179061 | 0.0710562915895307 |
| 68 | 0.909962801700666 | 0.180074396598668 | 0.090037198299334 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 33 | 0.634615384615385 | NOK |
| 5% type I error level | 38 | 0.730769230769231 | NOK |
| 10% type I error level | 40 | 0.769230769230769 | NOK |
