Multiple Linear Regression - Estimated Regression Equation |
Werkzoekend[t] = + 4526.95980827144 + 9592.97406000194Crisis[t] + 1.01480015176834`y-1`[t] + 0.0185295723351084`y-2`[t] + 0.0183146040141146`y-3`[t] -0.0676007411428346`y-4`[t] + 10538.1631793460M1[t] + 63094.8479288806M2[t] + 17031.705529519M3[t] -2023.71654495441M4[t] -9391.24766424685M5[t] -7193.07284145974M6[t] + 12555.8033114798M7[t] + 12663.4218611850M8[t] + 5037.51185249125M9[t] -1351.76601434561M10[t] + 2791.41971788684M11[t] -110.182403005296t + 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) | 4526.95980827144 | 10559.927059 | 0.4287 | 0.669609 | 0.334805 |
Crisis | 9592.97406000194 | 3599.239642 | 2.6653 | 0.00976 | 0.00488 |
`y-1` | 1.01480015176834 | 0.123849 | 8.1939 | 0 | 0 |
`y-2` | 0.0185295723351084 | 0.177266 | 0.1045 | 0.917081 | 0.458541 |
`y-3` | 0.0183146040141146 | 0.176211 | 0.1039 | 0.91755 | 0.458775 |
`y-4` | -0.0676007411428346 | 0.129679 | -0.5213 | 0.60399 | 0.301995 |
M1 | 10538.1631793460 | 3432.53629 | 3.0701 | 0.003156 | 0.001578 |
M2 | 63094.8479288806 | 3462.555512 | 18.222 | 0 | 0 |
M3 | 17031.705529519 | 8209.162845 | 2.0747 | 0.042103 | 0.021052 |
M4 | -2023.71654495441 | 8547.234565 | -0.2368 | 0.813605 | 0.406802 |
M5 | -9391.24766424685 | 8524.890209 | -1.1016 | 0.274815 | 0.137407 |
M6 | -7193.07284145974 | 3922.678962 | -1.8337 | 0.071421 | 0.03571 |
M7 | 12555.8033114798 | 3632.890019 | 3.4561 | 0.000986 | 0.000493 |
M8 | 12663.4218611850 | 3799.637735 | 3.3328 | 0.001443 | 0.000721 |
M9 | 5037.51185249125 | 4067.14199 | 1.2386 | 0.220093 | 0.110047 |
M10 | -1351.76601434561 | 3813.412033 | -0.3545 | 0.724165 | 0.362083 |
M11 | 2791.41971788684 | 3631.4879 | 0.7687 | 0.444961 | 0.22248 |
t | -110.182403005296 | 43.090195 | -2.557 | 0.012978 | 0.006489 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.991865523199382 |
R-squared | 0.983797216111585 |
Adjusted R-squared | 0.97942503633217 |
F-TEST (value) | 225.012983396471 |
F-TEST (DF numerator) | 17 |
F-TEST (DF denominator) | 63 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 5949.54546237874 |
Sum Squared Residuals | 2230016746.16143 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 455626 | 461487.065398564 | -5861.06539856394 |
2 | 516847 | 514845.53492119 | 2001.46507881029 |
3 | 525192 | 531314.267637383 | -6122.26763738304 |
4 | 522975 | 522209.319184599 | 765.680815401193 |
5 | 518585 | 513696.685510804 | 4888.31448919558 |
6 | 509239 | 507302.875599449 | 1936.12440055141 |
7 | 512238 | 516771.170646469 | -4533.17064646858 |
8 | 519164 | 519708.284796769 | -544.284796769401 |
9 | 517009 | 519181.867388152 | -2172.86738815207 |
10 | 509933 | 511310.570633401 | -1377.57063340137 |
11 | 509127 | 508047.029185048 | 1079.97081495201 |
12 | 500875 | 503688.712183182 | -2813.71218318166 |
13 | 506971 | 505743.712730987 | 1227.28726901320 |
14 | 569323 | 564687.112045278 | 4635.88795472203 |
15 | 579714 | 581804.916663962 | -2090.91666396214 |
16 | 577992 | 575008.943599728 | 2983.05640027234 |
17 | 565644 | 566706.1430737 | -1062.14307370030 |
18 | 547344 | 552206.740934458 | -4862.74093445822 |
19 | 554788 | 552311.81169851 | 2476.18830148956 |
20 | 562325 | 559414.588747123 | 2910.41125287702 |
21 | 560854 | 559964.555913938 | 889.444086062061 |
22 | 555332 | 553485.409482729 | 1846.59051727079 |
23 | 543599 | 551522.246626374 | -7923.24662637376 |
24 | 536662 | 536075.226457851 | 586.773542149097 |
25 | 542722 | 539244.438556022 | 3477.56144397808 |
26 | 593530 | 597870.496222672 | -4340.49622267192 |
27 | 610763 | 604035.537827485 | 6727.4621725154 |
28 | 612613 | 603879.367718265 | 8733.63228173472 |
29 | 611324 | 599119.222506213 | 12204.7774937866 |
30 | 594167 | 596814.374354176 | -2647.37435417593 |
31 | 595454 | 597887.175726792 | -2433.17572679247 |
32 | 590865 | 598724.078900576 | -7859.07890057624 |
33 | 589379 | 586127.829846271 | 3251.17015372944 |
34 | 584428 | 579218.741154609 | 5209.25884539137 |
35 | 573100 | 578028.886116269 | -4928.88611626914 |
36 | 567456 | 563822.892263054 | 3633.10773694639 |
37 | 569028 | 568323.217084266 | 704.782915733981 |
38 | 620735 | 622387.627798242 | -1652.62779824216 |
39 | 628884 | 629378.116501682 | -494.116501682007 |
40 | 628232 | 619850.556198215 | 8381.44380178468 |
41 | 612117 | 612702.915326605 | -585.915326604691 |
42 | 595404 | 595079.136205316 | 324.863794684324 |
43 | 597141 | 596896.051399175 | 244.948600824753 |
44 | 593408 | 598095.446506598 | -4687.44650659767 |
45 | 590072 | 587386.584962122 | 2685.41503787758 |
46 | 579799 | 578594.204146347 | 1204.79585365316 |
47 | 574205 | 571954.559958998 | 2250.44004100191 |
48 | 572775 | 563377.06754021 | 9397.93245978958 |
49 | 572942 | 572287.599817295 | 654.400182704756 |
50 | 619567 | 625469.087019636 | -5902.08701963611 |
51 | 625809 | 626965.882394261 | -1156.88239426089 |
52 | 619916 | 615098.329372949 | 4817.67062705079 |
53 | 587625 | 602598.689235184 | -14973.6892351836 |
54 | 565724 | 568771.010386915 | -3047.01038691458 |
55 | 557274 | 565056.335805029 | -7782.33580502869 |
56 | 560576 | 555879.86879491 | 4696.13120509025 |
57 | 548854 | 553119.858987848 | -4265.85898784830 |
58 | 531673 | 536111.861414678 | -4438.86141467814 |
59 | 525919 | 523124.080774573 | 2794.91922542716 |
60 | 511038 | 513627.060562609 | -2589.06056260908 |
61 | 498662 | 509324.933797379 | -10662.9337973786 |
62 | 555362 | 549992.597001782 | 5369.40299821789 |
63 | 564591 | 561245.553859663 | 3345.44614033734 |
64 | 541667 | 553275.471823922 | -11608.4718239225 |
65 | 527070 | 524580.553865552 | 2489.44613444799 |
66 | 509846 | 507766.800011409 | 2079.19998859113 |
67 | 514258 | 508612.368557483 | 5645.63144251713 |
68 | 516922 | 514050.290735049 | 2871.70926495098 |
69 | 507561 | 509770.695679726 | -2209.69567972623 |
70 | 492622 | 495066.213168236 | -2444.21316823582 |
71 | 490243 | 483516.197338738 | 6726.80266126182 |
72 | 469357 | 477572.040993094 | -8215.04099309435 |
73 | 477580 | 467120.032615487 | 10459.9673845126 |
74 | 528379 | 528490.5449912 | -111.544991200011 |
75 | 533590 | 533798.725115565 | -208.725115564656 |
76 | 517945 | 532018.012102321 | -14073.0121023212 |
77 | 506174 | 509134.790481942 | -2960.79048194152 |
78 | 501866 | 495649.062508278 | 6216.93749172188 |
79 | 516441 | 510059.086166542 | 6381.9138334583 |
80 | 528222 | 525609.441518975 | 2612.55848102506 |
81 | 532638 | 530815.607221943 | 1822.39277805753 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
21 | 0.203762359734878 | 0.407524719469755 | 0.796237640265122 |
22 | 0.124875465768409 | 0.249750931536818 | 0.875124534231591 |
23 | 0.303055482982582 | 0.606110965965164 | 0.696944517017418 |
24 | 0.192697494175068 | 0.385394988350136 | 0.807302505824932 |
25 | 0.113102661038 | 0.226205322076 | 0.886897338962 |
26 | 0.211431208849690 | 0.422862417699381 | 0.78856879115031 |
27 | 0.159597495664339 | 0.319194991328677 | 0.840402504335661 |
28 | 0.110639472009085 | 0.221278944018171 | 0.889360527990915 |
29 | 0.140311103216044 | 0.280622206432088 | 0.859688896783956 |
30 | 0.105097013841228 | 0.210194027682457 | 0.894902986158772 |
31 | 0.0774852353648482 | 0.154970470729696 | 0.922514764635152 |
32 | 0.148347768418880 | 0.296695536837761 | 0.85165223158112 |
33 | 0.101123257072117 | 0.202246514144235 | 0.898876742927883 |
34 | 0.0696409101079357 | 0.139281820215871 | 0.930359089892064 |
35 | 0.0925484335516372 | 0.185096867103274 | 0.907451566448363 |
36 | 0.0604007570410404 | 0.120801514082081 | 0.93959924295896 |
37 | 0.042872336501332 | 0.085744673002664 | 0.957127663498668 |
38 | 0.0412969419690689 | 0.0825938839381377 | 0.958703058030931 |
39 | 0.0315645576489867 | 0.0631291152979735 | 0.968435442351013 |
40 | 0.0315752332020197 | 0.0631504664040394 | 0.96842476679798 |
41 | 0.0383906121790403 | 0.0767812243580807 | 0.96160938782096 |
42 | 0.0236931924605004 | 0.0473863849210007 | 0.9763068075395 |
43 | 0.0142563375203053 | 0.0285126750406105 | 0.985743662479695 |
44 | 0.0136146659872936 | 0.0272293319745873 | 0.986385334012706 |
45 | 0.00801891601436202 | 0.0160378320287240 | 0.991981083985638 |
46 | 0.00490754065428393 | 0.00981508130856786 | 0.995092459345716 |
47 | 0.00340828291830954 | 0.00681656583661907 | 0.99659171708169 |
48 | 0.0108341207943744 | 0.0216682415887488 | 0.989165879205626 |
49 | 0.00875035322047394 | 0.0175007064409479 | 0.991249646779526 |
50 | 0.00699900230303164 | 0.0139980046060633 | 0.993000997696968 |
51 | 0.00376735291961379 | 0.00753470583922758 | 0.996232647080386 |
52 | 0.178466513265474 | 0.356933026530948 | 0.821533486734526 |
53 | 0.349268066285675 | 0.69853613257135 | 0.650731933714325 |
54 | 0.282021932429079 | 0.564043864858158 | 0.717978067570921 |
55 | 0.330957692839798 | 0.661915385679595 | 0.669042307160202 |
56 | 0.277517417493085 | 0.55503483498617 | 0.722482582506915 |
57 | 0.199539550598797 | 0.399079101197593 | 0.800460449401203 |
58 | 0.127966920576221 | 0.255933841152441 | 0.87203307942378 |
59 | 0.0941438262111821 | 0.188287652422364 | 0.905856173788818 |
60 | 0.0657328746030623 | 0.131465749206125 | 0.934267125396938 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 3 | 0.075 | NOK |
5% type I error level | 10 | 0.25 | NOK |
10% type I error level | 15 | 0.375 | NOK |