| Multiple Linear Regression - Estimated Regression Equation |
| werkloos[t] = + 381414.27936713 + 37.4491518775223bouw[t] + 4992.94074910514M1[t] + 10048.7439533093M2[t] -28068.8928462940M3[t] -8865.01535250223M4[t] -24939.2677870364M5[t] -48445.9927756869M6[t] + 45513.448838068M7[t] + 48135.1523482365M8[t] + 33732.7592273591M9[t] + 5862.19165214424M10[t] + 14849.0793547867M11[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) | 381414.27936713 | 47610.143376 | 8.0112 | 0 | 0 |
| bouw | 37.4491518775223 | 9.613221 | 3.8956 | 0.000309 | 0.000154 |
| M1 | 4992.94074910514 | 22950.216024 | 0.2176 | 0.828717 | 0.414359 |
| M2 | 10048.7439533093 | 22986.83766 | 0.4372 | 0.664003 | 0.332002 |
| M3 | -28068.8928462940 | 23556.424575 | -1.1916 | 0.239416 | 0.119708 |
| M4 | -8865.01535250223 | 22971.13704 | -0.3859 | 0.701298 | 0.350649 |
| M5 | -24939.2677870364 | 22927.571402 | -1.0877 | 0.282256 | 0.141128 |
| M6 | -48445.9927756869 | 23811.563426 | -2.0346 | 0.047559 | 0.02378 |
| M7 | 45513.448838068 | 23373.70454 | 1.9472 | 0.057499 | 0.028749 |
| M8 | 48135.1523482365 | 23098.353978 | 2.0839 | 0.04263 | 0.021315 |
| M9 | 33732.7592273591 | 22967.984604 | 1.4687 | 0.14858 | 0.07429 |
| M10 | 5862.19165214424 | 23000.252547 | 0.2549 | 0.799932 | 0.399966 |
| M11 | 14849.0793547867 | 23350.807696 | 0.6359 | 0.527918 | 0.263959 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.63694263876158 |
| R-squared | 0.405695925072565 |
| Adjusted R-squared | 0.253958714452794 |
| F-TEST (value) | 2.67367459448806 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 47 |
| p-value | 0.00801932413477702 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 36251.012655262 |
| Sum Squared Residuals | 61764388171.0023 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 562000 | 566687.437254627 | -4687.43725462689 |
| 2 | 561000 | 537814.308857796 | 23185.6911422039 |
| 3 | 555000 | 549953.433877828 | 5046.56612217234 |
| 4 | 544000 | 519986.574956433 | 24013.4250435672 |
| 5 | 537000 | 506421.415697693 | 30578.5843023074 |
| 6 | 543000 | 541185.571030467 | 1814.42896953326 |
| 7 | 594000 | 573803.30186884 | 20196.6981311598 |
| 8 | 611000 | 570320.793622973 | 40679.2063770275 |
| 9 | 613000 | 570111.629063676 | 42888.3709363239 |
| 10 | 611000 | 560815.840819712 | 50184.1591802878 |
| 11 | 594000 | 545910.169624496 | 48089.8303755045 |
| 12 | 595000 | 542745.225655496 | 52254.7743445042 |
| 13 | 591000 | 541559.05634481 | 49440.9436551903 |
| 14 | 589000 | 557325.316985985 | 31674.6830140147 |
| 15 | 584000 | 548792.510169624 | 35207.4898303755 |
| 16 | 573000 | 557136.133618935 | 15863.8663810652 |
| 17 | 567000 | 571994.880635234 | -4994.88063523412 |
| 18 | 569000 | 542383.943890547 | 26616.0561094526 |
| 19 | 621000 | 582828.547471323 | 38171.452528677 |
| 20 | 629000 | 615372.123331632 | 13627.8766683682 |
| 21 | 628000 | 610182.221572625 | 17817.7784273751 |
| 22 | 612000 | 565347.188196893 | 46652.8118031075 |
| 23 | 595000 | 564447.499803869 | 30552.5001961309 |
| 24 | 597000 | 596072.817929087 | 927.182070912546 |
| 25 | 593000 | 601028.309526315 | -8028.30952631508 |
| 26 | 590000 | 580206.748783151 | 9793.25121684864 |
| 27 | 580000 | 581860.111277477 | -1860.11127747666 |
| 28 | 574000 | 556199.904821997 | 17800.0951780032 |
| 29 | 573000 | 557539.508010511 | 15460.4919894895 |
| 30 | 573000 | 541859.655764262 | 31140.3442357379 |
| 31 | 620000 | 599905.360727473 | 20094.6392725268 |
| 32 | 626000 | 606721.369247924 | 19278.6307520758 |
| 33 | 620000 | 602804.738652753 | 17195.2613472469 |
| 34 | 588000 | 585719.526818265 | 2280.47318173545 |
| 35 | 566000 | 551527.542406124 | 14472.4575938761 |
| 36 | 557000 | 554616.60680067 | 2383.39319932969 |
| 37 | 561000 | 563766.40340818 | -2766.40340818043 |
| 38 | 549000 | 549460.995091706 | -460.995091705588 |
| 39 | 532000 | 544935.24752624 | -12935.2475262397 |
| 40 | 526000 | 530022.947659609 | -4022.94765960873 |
| 41 | 511000 | 510802.966467363 | 197.033532637253 |
| 42 | 499000 | 524071.308622439 | -25071.3086224390 |
| 43 | 555000 | 587959.081278544 | -32959.0812785436 |
| 44 | 565000 | 600991.649010663 | -35991.6490106632 |
| 45 | 542000 | 557790.858095971 | -15790.8580959713 |
| 46 | 527000 | 594220.484294462 | -67220.4842944621 |
| 47 | 510000 | 555309.906745754 | -45309.9067457536 |
| 48 | 514000 | 524844.53105804 | -10844.5310580401 |
| 49 | 517000 | 550958.793466068 | -33958.7934660678 |
| 50 | 508000 | 572192.630281362 | -64192.6302813616 |
| 51 | 493000 | 518458.697148831 | -25458.6971488315 |
| 52 | 490000 | 543654.438943027 | -53654.4389430268 |
| 53 | 469000 | 510241.2291892 | -41241.2291891999 |
| 54 | 478000 | 512499.520692285 | -34499.5206922847 |
| 55 | 528000 | 573503.70865382 | -45503.70865382 |
| 56 | 534000 | 571594.064786808 | -37594.0647868083 |
| 57 | 518000 | 580110.552614975 | -62110.5526149746 |
| 58 | 506000 | 537896.959870669 | -31896.9598706686 |
| 59 | 502000 | 549804.881419758 | -47804.8814197578 |
| 60 | 516000 | 560720.818556706 | -44720.8185567064 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.288046793219582 | 0.576093586439164 | 0.711953206780418 |
| 17 | 0.150409140518005 | 0.300818281036009 | 0.849590859481995 |
| 18 | 0.105648284730644 | 0.211296569461287 | 0.894351715269356 |
| 19 | 0.0818409163060342 | 0.163681832612068 | 0.918159083693966 |
| 20 | 0.0403658389598566 | 0.0807316779197132 | 0.959634161040143 |
| 21 | 0.0189253116510783 | 0.0378506233021566 | 0.981074688348922 |
| 22 | 0.0155102152532617 | 0.0310204305065234 | 0.984489784746738 |
| 23 | 0.00959760917660232 | 0.0191952183532046 | 0.990402390823398 |
| 24 | 0.00557918541323486 | 0.0111583708264697 | 0.994420814586765 |
| 25 | 0.00233713583125221 | 0.00467427166250441 | 0.997662864168748 |
| 26 | 0.00109495876911036 | 0.00218991753822072 | 0.99890504123089 |
| 27 | 0.000412090494866829 | 0.000824180989733659 | 0.999587909505133 |
| 28 | 0.000221030095481153 | 0.000442060190962305 | 0.999778969904519 |
| 29 | 0.000116308024324342 | 0.000232616048648684 | 0.999883691975676 |
| 30 | 0.000128784730184185 | 0.000257569460368371 | 0.999871215269816 |
| 31 | 0.000110176814618500 | 0.000220353629237001 | 0.999889823185381 |
| 32 | 0.000105763181571909 | 0.000211526363143818 | 0.999894236818428 |
| 33 | 0.000195365574665702 | 0.000390731149331403 | 0.999804634425334 |
| 34 | 0.00192791056060857 | 0.00385582112121714 | 0.998072089439391 |
| 35 | 0.0133094432534573 | 0.0266188865069146 | 0.986690556746543 |
| 36 | 0.0375157340866798 | 0.0750314681733597 | 0.96248426591332 |
| 37 | 0.0552319645120968 | 0.110463929024194 | 0.944768035487903 |
| 38 | 0.145608404629387 | 0.291216809258775 | 0.854391595370613 |
| 39 | 0.217432369811554 | 0.434864739623108 | 0.782567630188446 |
| 40 | 0.382733895675101 | 0.765467791350201 | 0.617266104324899 |
| 41 | 0.649237061682482 | 0.701525876635036 | 0.350762938317518 |
| 42 | 0.695509928974383 | 0.608980142051233 | 0.304490071025617 |
| 43 | 0.75551842095044 | 0.48896315809912 | 0.24448157904956 |
| 44 | 0.801921623787821 | 0.396156752424357 | 0.198078376212179 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 10 | 0.344827586206897 | NOK |
| 5% type I error level | 15 | 0.517241379310345 | NOK |
| 10% type I error level | 17 | 0.586206896551724 | NOK |
