| Multiple Linear Regression - Estimated Regression Equation |
| Maandelijksewerkloosheid[t] = + 357.1855 -46.3716904761905x[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) | 357.1855 | 3.924357 | 91.0176 | 0 | 0 |
| x | -46.3716904761905 | 7.316785 | -6.3377 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.60109821573677 |
| R-squared | 0.361319064961929 |
| Adjusted R-squared | 0.352323558834632 |
| F-TEST (value) | 40.1666187370502 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 71 |
| p-value | 1.87696681530625e-08 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 28.2989407909674 |
| Sum Squared Residuals | 56858.9335422381 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 376.974 | 357.1855 | 19.7885000000002 |
| 2 | 377.632 | 357.1855 | 20.4465000000001 |
| 3 | 378.205 | 357.1855 | 21.0195 |
| 4 | 370.861 | 357.1855 | 13.6755 |
| 5 | 369.167 | 357.1855 | 11.9815000000000 |
| 6 | 371.551 | 357.1855 | 14.3655 |
| 7 | 382.842 | 357.1855 | 25.6565 |
| 8 | 381.903 | 357.1855 | 24.7175 |
| 9 | 384.502 | 357.1855 | 27.3165 |
| 10 | 392.058 | 357.1855 | 34.8725 |
| 11 | 384.359 | 357.1855 | 27.1735 |
| 12 | 388.884 | 357.1855 | 31.6985 |
| 13 | 386.586 | 357.1855 | 29.4005 |
| 14 | 387.495 | 357.1855 | 30.3095 |
| 15 | 385.705 | 357.1855 | 28.5195 |
| 16 | 378.67 | 357.1855 | 21.4845 |
| 17 | 377.367 | 357.1855 | 20.1815 |
| 18 | 376.911 | 357.1855 | 19.7255 |
| 19 | 389.827 | 357.1855 | 32.6415 |
| 20 | 387.82 | 357.1855 | 30.6345 |
| 21 | 387.267 | 357.1855 | 30.0815 |
| 22 | 380.575 | 357.1855 | 23.3895 |
| 23 | 372.402 | 357.1855 | 15.2165 |
| 24 | 376.74 | 357.1855 | 19.5545 |
| 25 | 377.795 | 357.1855 | 20.6095 |
| 26 | 376.126 | 357.1855 | 18.9405000000000 |
| 27 | 370.804 | 357.1855 | 13.6185000000000 |
| 28 | 367.98 | 357.1855 | 10.7945000000000 |
| 29 | 367.866 | 357.1855 | 10.6805000000000 |
| 30 | 366.121 | 357.1855 | 8.93549999999998 |
| 31 | 379.421 | 357.1855 | 22.2355 |
| 32 | 378.519 | 357.1855 | 21.3335 |
| 33 | 372.423 | 357.1855 | 15.2375 |
| 34 | 355.072 | 357.1855 | -2.11350000000000 |
| 35 | 344.693 | 357.1855 | -12.4925000000000 |
| 36 | 342.892 | 357.1855 | -14.2935 |
| 37 | 344.178 | 357.1855 | -13.0075 |
| 38 | 337.606 | 357.1855 | -19.5795 |
| 39 | 327.103 | 357.1855 | -30.0825 |
| 40 | 323.953 | 357.1855 | -33.2325 |
| 41 | 316.532 | 357.1855 | -40.6535 |
| 42 | 306.307 | 357.1855 | -50.8785 |
| 43 | 327.225 | 357.1855 | -29.9605 |
| 44 | 329.573 | 357.1855 | -27.6125 |
| 45 | 313.761 | 357.1855 | -43.4245 |
| 46 | 307.836 | 357.1855 | -49.3495 |
| 47 | 300.074 | 357.1855 | -57.1115 |
| 48 | 304.198 | 357.1855 | -52.9875 |
| 49 | 306.122 | 357.1855 | -51.0635 |
| 50 | 300.414 | 357.1855 | -56.7715 |
| 51 | 292.133 | 357.1855 | -65.0525 |
| 52 | 290.616 | 357.1855 | -66.5695 |
| 53 | 280.244 | 310.813809523810 | -30.5698095238095 |
| 54 | 285.179 | 310.813809523810 | -25.6348095238096 |
| 55 | 305.486 | 310.813809523810 | -5.32780952380954 |
| 56 | 305.957 | 310.813809523810 | -4.85680952380953 |
| 57 | 293.886 | 310.813809523810 | -16.9278095238095 |
| 58 | 289.441 | 310.813809523810 | -21.3728095238096 |
| 59 | 288.776 | 310.813809523810 | -22.0378095238095 |
| 60 | 299.149 | 310.813809523810 | -11.6648095238095 |
| 61 | 306.532 | 310.813809523810 | -4.28180952380954 |
| 62 | 309.914 | 310.813809523810 | -0.89980952380954 |
| 63 | 313.468 | 310.813809523810 | 2.65419047619049 |
| 64 | 314.901 | 310.813809523810 | 4.08719047619048 |
| 65 | 309.16 | 310.813809523810 | -1.6538095238095 |
| 66 | 316.15 | 310.813809523810 | 5.33619047619045 |
| 67 | 336.544 | 310.813809523810 | 25.7301904761905 |
| 68 | 339.196 | 310.813809523810 | 28.3821904761905 |
| 69 | 326.738 | 310.813809523810 | 15.9241904761905 |
| 70 | 320.838 | 310.813809523810 | 10.0241904761905 |
| 71 | 318.62 | 310.813809523810 | 7.80619047619048 |
| 72 | 331.533 | 310.813809523810 | 20.7191904761905 |
| 73 | 335.378 | 310.813809523810 | 24.5641904761905 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.00653577864847054 | 0.0130715572969411 | 0.99346422135153 |
| 6 | 0.00108999175772222 | 0.00217998351544445 | 0.998910008242278 |
| 7 | 0.000643409879183567 | 0.00128681975836713 | 0.999356590120816 |
| 8 | 0.000211549961562807 | 0.000423099923125613 | 0.999788450038437 |
| 9 | 0.000101436775820433 | 0.000202873551640867 | 0.99989856322418 |
| 10 | 0.000206386896736777 | 0.000412773793473555 | 0.999793613103263 |
| 11 | 6.9742920760663e-05 | 0.000139485841521326 | 0.99993025707924 |
| 12 | 4.07670977658965e-05 | 8.1534195531793e-05 | 0.999959232902234 |
| 13 | 1.62912877976045e-05 | 3.2582575595209e-05 | 0.999983708712202 |
| 14 | 7.09474901150016e-06 | 1.41894980230003e-05 | 0.999992905250988 |
| 15 | 2.52994810942893e-06 | 5.05989621885785e-06 | 0.99999747005189 |
| 16 | 7.46405505106118e-07 | 1.49281101021224e-06 | 0.999999253594495 |
| 17 | 2.33180123892811e-07 | 4.66360247785622e-07 | 0.999999766819876 |
| 18 | 7.47440480540123e-08 | 1.49488096108025e-07 | 0.999999925255952 |
| 19 | 5.9367672857512e-08 | 1.18735345715024e-07 | 0.999999940632327 |
| 20 | 3.37780710352867e-08 | 6.75561420705733e-08 | 0.999999966221929 |
| 21 | 1.88453556547906e-08 | 3.76907113095812e-08 | 0.999999981154644 |
| 22 | 7.23515672911224e-09 | 1.44703134582245e-08 | 0.999999992764843 |
| 23 | 5.85269344644566e-09 | 1.17053868928913e-08 | 0.999999994147307 |
| 24 | 2.92802957022606e-09 | 5.85605914045213e-09 | 0.99999999707197 |
| 25 | 1.50968231256424e-09 | 3.01936462512848e-09 | 0.999999998490318 |
| 26 | 9.50968541700463e-10 | 1.90193708340093e-09 | 0.999999999049031 |
| 27 | 1.24436126166341e-09 | 2.48872252332682e-09 | 0.999999998755639 |
| 28 | 2.65725071715126e-09 | 5.31450143430253e-09 | 0.99999999734275 |
| 29 | 5.45130405323965e-09 | 1.09026081064793e-08 | 0.999999994548696 |
| 30 | 1.45249758896983e-08 | 2.90499517793966e-08 | 0.999999985475024 |
| 31 | 2.6011234374531e-08 | 5.2022468749062e-08 | 0.999999973988766 |
| 32 | 7.69640208907057e-08 | 1.53928041781411e-07 | 0.99999992303598 |
| 33 | 3.79014060125336e-07 | 7.58028120250673e-07 | 0.99999962098594 |
| 34 | 1.62736494071929e-05 | 3.25472988143858e-05 | 0.999983726350593 |
| 35 | 0.000996100170825997 | 0.00199220034165199 | 0.999003899829174 |
| 36 | 0.0129008671389797 | 0.0258017342779593 | 0.98709913286102 |
| 37 | 0.0633203670586874 | 0.126640734117375 | 0.936679632941313 |
| 38 | 0.211622387241165 | 0.42324477448233 | 0.788377612758835 |
| 39 | 0.479151139471409 | 0.958302278942818 | 0.520848860528591 |
| 40 | 0.70571046899881 | 0.588579062002381 | 0.294289531001190 |
| 41 | 0.856712059713793 | 0.286575880572413 | 0.143287940286207 |
| 42 | 0.942925602163547 | 0.114148795672905 | 0.0570743978364526 |
| 43 | 0.964647137494403 | 0.0707057250111934 | 0.0353528625055967 |
| 44 | 0.981101900376025 | 0.0377961992479508 | 0.0188980996239754 |
| 45 | 0.98846318357633 | 0.0230736328473382 | 0.0115368164236691 |
| 46 | 0.992490107199087 | 0.0150197856018260 | 0.00750989280091298 |
| 47 | 0.99502924332354 | 0.00994151335292196 | 0.00497075667646098 |
| 48 | 0.99586108864126 | 0.00827782271748143 | 0.00413891135874071 |
| 49 | 0.99625656753134 | 0.00748686493731883 | 0.00374343246865942 |
| 50 | 0.996472232346897 | 0.00705553530620625 | 0.00352776765310313 |
| 51 | 0.996640942421989 | 0.00671811515602246 | 0.00335905757801123 |
| 52 | 0.996497007870284 | 0.00700598425943136 | 0.00350299212971568 |
| 53 | 0.997778931857844 | 0.00444213628431111 | 0.00222106814215555 |
| 54 | 0.99840776323778 | 0.0031844735244416 | 0.0015922367622208 |
| 55 | 0.997141988106225 | 0.00571602378754957 | 0.00285801189377478 |
| 56 | 0.994867494180217 | 0.0102650116395655 | 0.00513250581978274 |
| 57 | 0.994454926122727 | 0.0110901477545467 | 0.00554507387727333 |
| 58 | 0.996378030996866 | 0.00724393800626869 | 0.00362196900313434 |
| 59 | 0.99869082453246 | 0.00261835093508108 | 0.00130917546754054 |
| 60 | 0.999056161582152 | 0.00188767683569552 | 0.000943838417847759 |
| 61 | 0.998822445253352 | 0.00235510949329695 | 0.00117755474664848 |
| 62 | 0.998233055046698 | 0.00353388990660456 | 0.00176694495330228 |
| 63 | 0.996750712568338 | 0.006498574863324 | 0.003249287431662 |
| 64 | 0.99384067352905 | 0.0123186529418991 | 0.00615932647094957 |
| 65 | 0.995043566041998 | 0.00991286791600384 | 0.00495643395800192 |
| 66 | 0.99304914353497 | 0.0139017129300580 | 0.00695085646502898 |
| 67 | 0.982202639692501 | 0.0355947206149972 | 0.0177973603074986 |
| 68 | 0.971023866293174 | 0.0579522674136514 | 0.0289761337068257 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 46 | 0.71875 | NOK |
| 5% type I error level | 56 | 0.875 | NOK |
| 10% type I error level | 58 | 0.90625 | NOK |
