| Multiple Linear Regression - Estimated Regression Equation |
| Maandelijksewerkloosheid[t] = + 356.324723219141 -47.2761696574225x[t] + 4.83489668297991M1[t] -0.247528276237083M2[t] -3.87569494290376M3[t] -7.28186160957042M4[t] -3.84333333333333M5[t] -3.52950000000001M6[t] + 12.9915M7[t] + 13.262M8[t] + 5.86350000000001M9[t] + 0.403999999999995M10[t] -5.74533333333334M11[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) | 356.324723219141 | 12.495476 | 28.5163 | 0 | 0 |
| x | -47.2761696574225 | 7.834731 | -6.0342 | 0 | 0 |
| M1 | 4.83489668297991 | 16.656573 | 0.2903 | 0.772611 | 0.386305 |
| M2 | -0.247528276237083 | 17.330271 | -0.0143 | 0.988652 | 0.494326 |
| M3 | -3.87569494290376 | 17.330271 | -0.2236 | 0.823799 | 0.4119 |
| M4 | -7.28186160957042 | 17.330271 | -0.4202 | 0.675854 | 0.337927 |
| M5 | -3.84333333333333 | 17.281007 | -0.2224 | 0.824756 | 0.412378 |
| M6 | -3.52950000000001 | 17.281007 | -0.2042 | 0.838856 | 0.419428 |
| M7 | 12.9915 | 17.281007 | 0.7518 | 0.455123 | 0.227561 |
| M8 | 13.262 | 17.281007 | 0.7674 | 0.445834 | 0.222917 |
| M9 | 5.86350000000001 | 17.281007 | 0.3393 | 0.735566 | 0.367783 |
| M10 | 0.403999999999995 | 17.281007 | 0.0234 | 0.981426 | 0.490713 |
| M11 | -5.74533333333334 | 17.281007 | -0.3325 | 0.740697 | 0.370348 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.629441199774032 |
| R-squared | 0.396196223972973 |
| Adjusted R-squared | 0.275435468767568 |
| F-TEST (value) | 3.28083592470974 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 60 |
| p-value | 0.00110070269154061 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 29.9315815992984 |
| Sum Squared Residuals | 53753.9746221275 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 376.974 | 361.159619902121 | 15.8143800978794 |
| 2 | 377.632 | 356.077194942904 | 21.5548050570963 |
| 3 | 378.205 | 352.449028276237 | 25.7559717237629 |
| 4 | 370.861 | 349.042861609570 | 21.8181383904296 |
| 5 | 369.167 | 352.481389885808 | 16.6856101141925 |
| 6 | 371.551 | 352.795223219141 | 18.7557767808592 |
| 7 | 382.842 | 369.316223219141 | 13.5257767808591 |
| 8 | 381.903 | 369.586723219141 | 12.3162767808592 |
| 9 | 384.502 | 362.188223219141 | 22.3137767808592 |
| 10 | 392.058 | 356.728723219141 | 35.3292767808591 |
| 11 | 384.359 | 350.579389885807 | 33.7796101141925 |
| 12 | 388.884 | 356.324723219141 | 32.5592767808592 |
| 13 | 386.586 | 361.159619902121 | 25.4263800978793 |
| 14 | 387.495 | 356.077194942904 | 31.4178050570962 |
| 15 | 385.705 | 352.449028276237 | 33.2559717237629 |
| 16 | 378.67 | 349.042861609570 | 29.6271383904296 |
| 17 | 377.367 | 352.481389885808 | 24.8856101141925 |
| 18 | 376.911 | 352.795223219141 | 24.1157767808592 |
| 19 | 389.827 | 369.316223219141 | 20.5107767808592 |
| 20 | 387.82 | 369.586723219141 | 18.2332767808591 |
| 21 | 387.267 | 362.188223219141 | 25.0787767808592 |
| 22 | 380.575 | 356.728723219141 | 23.8462767808592 |
| 23 | 372.402 | 350.579389885807 | 21.8226101141925 |
| 24 | 376.74 | 356.324723219141 | 20.4152767808592 |
| 25 | 377.795 | 361.159619902121 | 16.6353800978793 |
| 26 | 376.126 | 356.077194942904 | 20.0488050570962 |
| 27 | 370.804 | 352.449028276237 | 18.3549717237629 |
| 28 | 367.98 | 349.042861609570 | 18.9371383904296 |
| 29 | 367.866 | 352.481389885808 | 15.3846101141925 |
| 30 | 366.121 | 352.795223219141 | 13.3257767808592 |
| 31 | 379.421 | 369.316223219141 | 10.1047767808592 |
| 32 | 378.519 | 369.586723219141 | 8.93227678085917 |
| 33 | 372.423 | 362.188223219141 | 10.2347767808592 |
| 34 | 355.072 | 356.728723219141 | -1.65672321914083 |
| 35 | 344.693 | 350.579389885807 | -5.88638988580751 |
| 36 | 342.892 | 356.324723219141 | -13.4327232191408 |
| 37 | 344.178 | 361.159619902121 | -16.9816199021207 |
| 38 | 337.606 | 356.077194942904 | -18.4711949429038 |
| 39 | 327.103 | 352.449028276237 | -25.3460282762371 |
| 40 | 323.953 | 349.042861609570 | -25.0898616095704 |
| 41 | 316.532 | 352.481389885808 | -35.9493898858075 |
| 42 | 306.307 | 352.795223219141 | -46.4882232191408 |
| 43 | 327.225 | 369.316223219141 | -42.0912232191408 |
| 44 | 329.573 | 369.586723219141 | -40.0137232191409 |
| 45 | 313.761 | 362.188223219141 | -48.4272232191408 |
| 46 | 307.836 | 356.728723219141 | -48.8927232191408 |
| 47 | 300.074 | 350.579389885808 | -50.5053898858075 |
| 48 | 304.198 | 356.324723219141 | -52.1267232191409 |
| 49 | 306.122 | 361.159619902121 | -55.0376199021207 |
| 50 | 300.414 | 356.077194942904 | -55.6631949429038 |
| 51 | 292.133 | 352.449028276237 | -60.3160282762371 |
| 52 | 290.616 | 349.042861609570 | -58.4268616095704 |
| 53 | 280.244 | 305.205220228385 | -24.9612202283850 |
| 54 | 285.179 | 305.519053561718 | -20.3400535617183 |
| 55 | 305.486 | 322.040053561718 | -16.5540535617183 |
| 56 | 305.957 | 322.310553561718 | -16.3535535617183 |
| 57 | 293.886 | 314.912053561718 | -21.0260535617183 |
| 58 | 289.441 | 309.452553561718 | -20.0115535617184 |
| 59 | 288.776 | 303.303220228385 | -14.5272202283850 |
| 60 | 299.149 | 309.048553561718 | -9.89955356171833 |
| 61 | 306.532 | 313.883450244698 | -7.35145024469825 |
| 62 | 309.914 | 308.801025285481 | 1.11297471451875 |
| 63 | 313.468 | 305.172858618815 | 8.29514138118545 |
| 64 | 314.901 | 301.766691952148 | 13.1343080478521 |
| 65 | 309.16 | 305.205220228385 | 3.95477977161503 |
| 66 | 316.15 | 305.519053561718 | 10.6309464382817 |
| 67 | 336.544 | 322.040053561718 | 14.5039464382817 |
| 68 | 339.196 | 322.310553561718 | 16.8854464382817 |
| 69 | 326.738 | 314.912053561718 | 11.8259464382817 |
| 70 | 320.838 | 309.452553561718 | 11.3854464382817 |
| 71 | 318.62 | 303.303220228385 | 15.3167797716150 |
| 72 | 331.533 | 309.048553561718 | 22.4844464382817 |
| 73 | 335.378 | 313.883450244698 | 21.4945497553017 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.0187919702669659 | 0.0375839405339319 | 0.981208029733034 |
| 17 | 0.00566522655720795 | 0.0113304531144159 | 0.994334773442792 |
| 18 | 0.00143012353782181 | 0.00286024707564362 | 0.998569876462178 |
| 19 | 0.000402412940816499 | 0.000804825881632998 | 0.999597587059184 |
| 20 | 0.000103692575188188 | 0.000207385150376377 | 0.999896307424812 |
| 21 | 2.37953119736558e-05 | 4.75906239473116e-05 | 0.999976204688026 |
| 22 | 1.46476607274314e-05 | 2.92953214548629e-05 | 0.999985352339273 |
| 23 | 9.53215314877334e-06 | 1.90643062975467e-05 | 0.999990467846851 |
| 24 | 6.3584810796821e-06 | 1.27169621593642e-05 | 0.99999364151892 |
| 25 | 2.08350156700545e-06 | 4.16700313401091e-06 | 0.999997916498433 |
| 26 | 1.02378795540929e-06 | 2.04757591081858e-06 | 0.999998976212045 |
| 27 | 1.07671655477731e-06 | 2.15343310955463e-06 | 0.999998923283445 |
| 28 | 6.73851186899095e-07 | 1.34770237379819e-06 | 0.999999326148813 |
| 29 | 4.45385063188968e-07 | 8.90770126377936e-07 | 0.999999554614937 |
| 30 | 4.5333326737845e-07 | 9.066665347569e-07 | 0.999999546666733 |
| 31 | 3.91443143818547e-07 | 7.82886287637094e-07 | 0.999999608556856 |
| 32 | 3.58852209148264e-07 | 7.17704418296528e-07 | 0.99999964114779 |
| 33 | 1.81888303491693e-06 | 3.63776606983385e-06 | 0.999998181116965 |
| 34 | 0.000203043717351516 | 0.000406087434703032 | 0.999796956282649 |
| 35 | 0.00411132111031301 | 0.00822264222062601 | 0.995888678889687 |
| 36 | 0.0346566258467076 | 0.0693132516934153 | 0.965343374153292 |
| 37 | 0.106392263738071 | 0.212784527476141 | 0.89360773626193 |
| 38 | 0.292429281994899 | 0.584858563989798 | 0.707570718005101 |
| 39 | 0.544511180672736 | 0.910977638654528 | 0.455488819327264 |
| 40 | 0.699952833616599 | 0.600094332766801 | 0.300047166383401 |
| 41 | 0.838103223072391 | 0.323793553855218 | 0.161896776927609 |
| 42 | 0.909379329473689 | 0.181241341052622 | 0.090620670526311 |
| 43 | 0.930639502339951 | 0.138720995320098 | 0.0693604976600488 |
| 44 | 0.940027237730817 | 0.119945524538365 | 0.0599727622691827 |
| 45 | 0.955056861848616 | 0.089886276302768 | 0.044943138151384 |
| 46 | 0.963006425764777 | 0.0739871484704465 | 0.0369935742352233 |
| 47 | 0.963382480684975 | 0.0732350386300496 | 0.0366175193150248 |
| 48 | 0.95742213917194 | 0.0851557216561188 | 0.0425778608280594 |
| 49 | 0.94786215991361 | 0.104275680172779 | 0.0521378400863893 |
| 50 | 0.937479495393227 | 0.125041009213546 | 0.0625205046067731 |
| 51 | 0.91997512653909 | 0.160049746921820 | 0.0800248734609099 |
| 52 | 0.890220172053447 | 0.219559655893106 | 0.109779827946553 |
| 53 | 0.85390249730763 | 0.292195005384739 | 0.146097502692370 |
| 54 | 0.813450288228002 | 0.373099423543996 | 0.186549711771998 |
| 55 | 0.762939040879797 | 0.474121918240406 | 0.237060959120203 |
| 56 | 0.709429211122149 | 0.581141577755703 | 0.290570788877851 |
| 57 | 0.638429260615657 | 0.723141478768685 | 0.361570739384343 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 18 | 0.428571428571429 | NOK |
| 5% type I error level | 20 | 0.476190476190476 | NOK |
| 10% type I error level | 25 | 0.595238095238095 | NOK |
