| Multiple Linear Regression - Estimated Regression Equation |
| Maandelijksewerkloosheid[t] = + 402.681268612009 + 9.6304860662359x[t] -0.232099548522936M1[t] -6.31675961612434M2[t] -8.3895588867413M3[t] -10.2403581573583M4[t] -14.7309051056812M5[t] -12.8617043762982M6[t] + 5.2146630197515M7[t] + 7.04053041580121M8[t] + 1.19739781185091M9[t] -2.7067347920994M10[t] -7.30070072938304M11[t] -1.55536739604970t + 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) | 402.681268612009 | 10.066576 | 40.0018 | 0 | 0 |
| x | 9.6304860662359 | 8.548172 | 1.1266 | 0.264467 | 0.132234 |
| M1 | -0.232099548522936 | 11.287394 | -0.0206 | 0.983664 | 0.491832 |
| M2 | -6.31675961612434 | 11.749271 | -0.5376 | 0.592855 | 0.296427 |
| M3 | -8.3895588867413 | 11.739541 | -0.7146 | 0.477649 | 0.238825 |
| M4 | -10.2403581573583 | 11.732667 | -0.8728 | 0.386306 | 0.193153 |
| M5 | -14.7309051056812 | 11.764309 | -1.2522 | 0.215449 | 0.107725 |
| M6 | -12.8617043762982 | 11.745736 | -1.095 | 0.277962 | 0.138981 |
| M7 | 5.2146630197515 | 11.729997 | 0.4446 | 0.658266 | 0.329133 |
| M8 | 7.04053041580121 | 11.717105 | 0.6009 | 0.550224 | 0.275112 |
| M9 | 1.19739781185091 | 11.707067 | 0.1023 | 0.918881 | 0.459441 |
| M10 | -2.7067347920994 | 11.699893 | -0.2313 | 0.817846 | 0.408923 |
| M11 | -7.30070072938304 | 11.695586 | -0.6242 | 0.534885 | 0.267442 |
| t | -1.55536739604970 | 0.183271 | -8.4867 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.853292678047315 |
| R-squared | 0.728108394409158 |
| Adjusted R-squared | 0.66820007453321 |
| F-TEST (value) | 12.153710802053 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 59 |
| p-value | 2.87281309852006e-12 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 20.2548612485385 |
| Sum Squared Residuals | 24205.3048476554 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 376.974 | 400.893801667436 | -23.9198016674358 |
| 2 | 377.632 | 393.253774203785 | -15.6217742037849 |
| 3 | 378.205 | 389.625607537118 | -11.4206075371183 |
| 4 | 370.861 | 386.219440870452 | -15.3584408704516 |
| 5 | 369.167 | 380.173526526079 | -11.0065265260790 |
| 6 | 371.551 | 380.487359859412 | -8.93635985941227 |
| 7 | 382.842 | 397.008359859412 | -14.1663598594123 |
| 8 | 381.903 | 397.278859859412 | -15.3758598594123 |
| 9 | 384.502 | 389.880359859412 | -5.37835985941227 |
| 10 | 392.058 | 384.420859859412 | 7.63714014058772 |
| 11 | 384.359 | 378.271526526079 | 6.08747347392105 |
| 12 | 388.884 | 384.016859859412 | 4.86714014058774 |
| 13 | 386.586 | 382.22939291484 | 4.35660708516037 |
| 14 | 387.495 | 374.589365451189 | 12.9056345488115 |
| 15 | 385.705 | 370.961198784522 | 14.7438012154781 |
| 16 | 378.67 | 367.555032117855 | 11.1149678821448 |
| 17 | 377.367 | 361.509117773483 | 15.8578822265174 |
| 18 | 376.911 | 361.822951106816 | 15.0880488931841 |
| 19 | 389.827 | 378.343951106816 | 11.4830488931841 |
| 20 | 387.82 | 378.614451106816 | 9.20554889318407 |
| 21 | 387.267 | 371.215951106816 | 16.0510488931841 |
| 22 | 380.575 | 365.756451106816 | 14.8185488931841 |
| 23 | 372.402 | 359.607117773483 | 12.7948822265174 |
| 24 | 376.74 | 365.352451106816 | 11.3875488931841 |
| 25 | 377.795 | 363.564984162243 | 14.2300158377567 |
| 26 | 376.126 | 355.924956698592 | 20.2010433014078 |
| 27 | 370.804 | 352.296790031926 | 18.5072099680745 |
| 28 | 367.98 | 348.890623365259 | 19.0893766347412 |
| 29 | 367.866 | 342.844709020886 | 25.0212909791138 |
| 30 | 366.121 | 343.158542354220 | 22.9624576457804 |
| 31 | 379.421 | 359.679542354220 | 19.7414576457804 |
| 32 | 378.519 | 359.950042354220 | 18.5689576457805 |
| 33 | 372.423 | 352.551542354220 | 19.8714576457804 |
| 34 | 355.072 | 347.092042354220 | 7.97995764578045 |
| 35 | 344.693 | 340.942709020886 | 3.75029097911376 |
| 36 | 342.892 | 346.688042354220 | -3.79604235421957 |
| 37 | 344.178 | 344.900575409647 | -0.722575409646927 |
| 38 | 337.606 | 337.260547945996 | 0.345452054004159 |
| 39 | 327.103 | 333.632381279329 | -6.52938127932917 |
| 40 | 323.953 | 330.226214612662 | -6.27321461266254 |
| 41 | 316.532 | 324.18030026829 | -7.64830026828988 |
| 42 | 306.307 | 324.494133601623 | -18.1871336016232 |
| 43 | 327.225 | 341.015133601623 | -13.7901336016232 |
| 44 | 329.573 | 341.285633601623 | -11.7126336016232 |
| 45 | 313.761 | 333.887133601623 | -20.1261336016232 |
| 46 | 307.836 | 328.427633601623 | -20.5916336016232 |
| 47 | 300.074 | 322.27830026829 | -22.2043002682898 |
| 48 | 304.198 | 328.023633601623 | -23.8256336016232 |
| 49 | 306.122 | 326.236166657051 | -20.1141666570505 |
| 50 | 300.414 | 318.596139193399 | -18.1821391933995 |
| 51 | 292.133 | 314.967972526733 | -22.8349725267328 |
| 52 | 290.616 | 311.561805860066 | -20.9458058600662 |
| 53 | 280.244 | 315.146377581929 | -34.9023775819294 |
| 54 | 285.179 | 315.460210915263 | -30.2812109152627 |
| 55 | 305.486 | 331.981210915263 | -26.4952109152627 |
| 56 | 305.957 | 332.251710915263 | -26.2947109152627 |
| 57 | 293.886 | 324.853210915263 | -30.9672109152627 |
| 58 | 289.441 | 319.393710915263 | -29.9527109152627 |
| 59 | 288.776 | 313.244377581929 | -24.4683775819294 |
| 60 | 299.149 | 318.989710915263 | -19.8407109152627 |
| 61 | 306.532 | 317.20224397069 | -10.6702439706901 |
| 62 | 309.914 | 309.562216507039 | 0.351783492960995 |
| 63 | 313.468 | 305.934049840372 | 7.5339501596277 |
| 64 | 314.901 | 302.527883173706 | 12.3731168262943 |
| 65 | 309.16 | 296.481968829333 | 12.678031170667 |
| 66 | 316.15 | 296.795802162666 | 19.3541978373336 |
| 67 | 336.544 | 313.316802162666 | 23.2271978373336 |
| 68 | 339.196 | 313.587302162666 | 25.6086978373337 |
| 69 | 326.738 | 306.188802162666 | 20.5491978373336 |
| 70 | 320.838 | 300.729302162666 | 20.1086978373337 |
| 71 | 318.62 | 294.579968829333 | 24.040031170667 |
| 72 | 331.533 | 300.325302162666 | 31.2076978373337 |
| 73 | 335.378 | 298.537835218094 | 36.8401647819063 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 9.00208910280787e-05 | 0.000180041782056157 | 0.999909979108972 |
| 18 | 2.4131030518827e-05 | 4.8262061037654e-05 | 0.999975868969481 |
| 19 | 1.40471110705488e-06 | 2.80942221410977e-06 | 0.999998595288893 |
| 20 | 1.22981276788471e-07 | 2.45962553576942e-07 | 0.999999877018723 |
| 21 | 9.12901214212345e-08 | 1.82580242842469e-07 | 0.999999908709879 |
| 22 | 3.42759698565856e-05 | 6.85519397131712e-05 | 0.999965724030143 |
| 23 | 7.32471563773426e-05 | 0.000146494312754685 | 0.999926752843623 |
| 24 | 7.38444110392607e-05 | 0.000147688822078521 | 0.99992615558896 |
| 25 | 2.67449358866237e-05 | 5.34898717732475e-05 | 0.999973255064113 |
| 26 | 1.19833611639213e-05 | 2.39667223278426e-05 | 0.999988016638836 |
| 27 | 8.58191700531684e-06 | 1.71638340106337e-05 | 0.999991418082995 |
| 28 | 3.39802193531959e-06 | 6.79604387063918e-06 | 0.999996601978065 |
| 29 | 1.6085746310344e-06 | 3.2171492620688e-06 | 0.999998391425369 |
| 30 | 9.95498387234975e-07 | 1.99099677446995e-06 | 0.999999004501613 |
| 31 | 5.33879055853094e-07 | 1.06775811170619e-06 | 0.999999466120944 |
| 32 | 3.06508845170268e-07 | 6.13017690340536e-07 | 0.999999693491155 |
| 33 | 7.2271282749216e-07 | 1.44542565498432e-06 | 0.999999277287173 |
| 34 | 4.34063808228959e-05 | 8.68127616457918e-05 | 0.999956593619177 |
| 35 | 0.000748739020663584 | 0.00149747804132717 | 0.999251260979336 |
| 36 | 0.00794968778675096 | 0.0158993755735019 | 0.99205031221325 |
| 37 | 0.0283518461682531 | 0.0567036923365063 | 0.971648153831747 |
| 38 | 0.132726047106551 | 0.265452094213102 | 0.86727395289345 |
| 39 | 0.4326116926676 | 0.8652233853352 | 0.5673883073324 |
| 40 | 0.809454481410959 | 0.381091037178082 | 0.190545518589041 |
| 41 | 0.942823282077513 | 0.114353435844973 | 0.0571767179224866 |
| 42 | 0.972516043263558 | 0.0549679134728838 | 0.0274839567364419 |
| 43 | 0.981897617965762 | 0.036204764068476 | 0.018102382034238 |
| 44 | 0.990030145198153 | 0.0199397096036933 | 0.00996985480184666 |
| 45 | 0.99633289605923 | 0.00733420788154066 | 0.00366710394077033 |
| 46 | 0.999306820975637 | 0.00138635804872543 | 0.000693179024362714 |
| 47 | 0.99987799482309 | 0.000244010353819942 | 0.000122005176909971 |
| 48 | 0.999970205269955 | 5.95894600895687e-05 | 2.97947300447843e-05 |
| 49 | 0.9999996326085 | 7.34783001564008e-07 | 3.67391500782004e-07 |
| 50 | 0.999999999049314 | 1.90137277147092e-09 | 9.50686385735459e-10 |
| 51 | 0.999999994195528 | 1.16089445035575e-08 | 5.80447225177874e-09 |
| 52 | 0.999999915911455 | 1.68177090924744e-07 | 8.4088545462372e-08 |
| 53 | 0.999999478306883 | 1.04338623465317e-06 | 5.21693117326586e-07 |
| 54 | 0.999992198446221 | 1.56031075576671e-05 | 7.80155377883353e-06 |
| 55 | 0.999892932244835 | 0.000214135510330832 | 0.000107067755165416 |
| 56 | 0.999132564568438 | 0.00173487086312335 | 0.000867435431561675 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 31 | 0.775 | NOK |
| 5% type I error level | 34 | 0.85 | NOK |
| 10% type I error level | 36 | 0.9 | NOK |
