| Multiple Linear Regression - Estimated Regression Equation |
| unemployment[t] = -448953.956835141 -10.0941951303399black[t] + 6.16170741708651males[t] + 1.64164420199708`highschool\r`[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) | -448953.956835141 | 62600.007137 | -7.1718 | 0 | 0 |
| black | -10.0941951303399 | 2.046178 | -4.9332 | 6e-06 | 3e-06 |
| males | 6.16170741708651 | 0.952882 | 6.4664 | 0 | 0 |
| `highschool\r` | 1.64164420199708 | 0.544843 | 3.0131 | 0.003665 | 0.001833 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.790717204877859 |
| R-squared | 0.625233698089854 |
| Adjusted R-squared | 0.608198866184848 |
| F-TEST (value) | 36.7032502331939 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 66 |
| p-value | 4.49640324973188e-14 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1895.54904775069 |
| Sum Squared Residuals | 237145008.700284 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 7645 | 7872.82478581753 | -227.824785817532 |
| 2 | 7240 | 8289.02080805921 | -1049.02080805921 |
| 3 | 7237 | 8802.03438104975 | -1565.03438104974 |
| 4 | 7170 | 8876.87220104896 | -1706.87220104896 |
| 5 | 7067 | 8623.48713773297 | -1556.48713773297 |
| 6 | 7149 | 8428.39152690706 | -1279.39152690706 |
| 7 | 6979 | 6675.7409806078 | 303.259019392197 |
| 8 | 6766 | 7875.85807005714 | -1109.85807005714 |
| 9 | 6850 | 8897.0359414888 | -2047.0359414888 |
| 10 | 6731 | 7447.25699251568 | -716.256992515679 |
| 11 | 6927 | 8697.63643168984 | -1770.63643168984 |
| 12 | 7116 | 9139.99059017899 | -2023.99059017899 |
| 13 | 11299 | 9950.82666703173 | 1348.17333296827 |
| 14 | 10544 | 8951.59992899523 | 1592.40007100477 |
| 15 | 10083 | 9421.07509280904 | 661.924907190964 |
| 16 | 9501 | 9948.71367015263 | -447.713670152632 |
| 17 | 9450 | 10221.4601110458 | -771.460111045826 |
| 18 | 8950 | 10319.6090702372 | -1369.60907023717 |
| 19 | 8578 | 8921.77583484925 | -343.775834849249 |
| 20 | 8395 | 9613.61025435037 | -1218.61025435037 |
| 21 | 7631 | 10299.4878391837 | -2668.48783918372 |
| 22 | 7816 | 10306.1295937812 | -2490.12959378119 |
| 23 | 7491 | 10394.0177707427 | -2903.01777074271 |
| 24 | 7678 | 11065.3351341339 | -3387.3351341339 |
| 25 | 15124 | 11166.2608372878 | 3957.7391627122 |
| 26 | 15227 | 10828.8059632901 | 4398.19403670994 |
| 27 | 15421 | 11366.2403203534 | 4054.75967964663 |
| 28 | 15012 | 11661.8806166249 | 3350.11938337511 |
| 29 | 14861 | 12350.8955301239 | 2510.10446987607 |
| 30 | 14646 | 12819.9128300247 | 1826.08716997529 |
| 31 | 14727 | 11545.8693996265 | 3181.13060037353 |
| 32 | 14505 | 12412.6289242975 | 2092.37107570246 |
| 33 | 13796 | 12789.7341502135 | 1006.26584978646 |
| 34 | 13389 | 12633.5271737605 | 755.472826239534 |
| 35 | 12860 | 13227.2034759288 | -367.203475928826 |
| 36 | 12049 | 13542.63316297 | -1493.63316297001 |
| 37 | 14393 | 12771.0997326913 | 1621.90026730867 |
| 38 | 15104 | 10647.406671679 | 4456.59332832101 |
| 39 | 14636 | 11883.6101800297 | 2752.38981997028 |
| 40 | 14574 | 13067.4637800275 | 1506.53621997253 |
| 41 | 14735 | 13880.4733712655 | 854.526628734481 |
| 42 | 14609 | 14435.8880717319 | 173.111928268077 |
| 43 | 14517 | 12829.0351948882 | 1687.96480511179 |
| 44 | 14876 | 13153.0375213691 | 1722.96247863088 |
| 45 | 15221 | 13232.8002739743 | 1988.19972602568 |
| 46 | 15128 | 13196.0457454068 | 1931.95425459323 |
| 47 | 15039 | 13771.8861246331 | 1267.11387536687 |
| 48 | 14953 | 14384.1264633908 | 568.873536609181 |
| 49 | 13097 | 14007.3477546417 | -910.347754641695 |
| 50 | 13323 | 13546.3749452148 | -223.374945214839 |
| 51 | 13759 | 14463.5735266837 | -704.573526683723 |
| 52 | 13897 | 14847.803151367 | -950.803151367003 |
| 53 | 13920 | 15049.5335239603 | -1129.5335239603 |
| 54 | 13908 | 15243.8259571564 | -1335.82595715638 |
| 55 | 14024 | 14946.0521657826 | -922.052165782631 |
| 56 | 13892 | 15265.5960528559 | -1373.59605285587 |
| 57 | 13792 | 16005.4008556404 | -2213.40085564036 |
| 58 | 13628 | 15627.6508262557 | -1999.65082625574 |
| 59 | 13751 | 16031.4023513598 | -2280.4023513598 |
| 60 | 13919 | 16244.6690635399 | -2325.66906353992 |
| 61 | 12258 | 12116.6659186838 | 141.334081316216 |
| 62 | 12088 | 11399.7674023295 | 688.232597670509 |
| 63 | 12544 | 11923.5194936519 | 620.48050634812 |
| 64 | 12794 | 12663.5859168854 | 130.414083114631 |
| 65 | 12749 | 13535.0676667244 | -786.067666724438 |
| 66 | 12720 | 13575.655287073 | -855.655287073021 |
| 67 | 12500 | 13006.7264152824 | -506.726415282362 |
| 68 | 12673 | 13062.9801973652 | -389.980197365199 |
| 69 | 12806 | 13722.6876798353 | -916.68767983531 |
| 70 | 12758 | 13570.8575176554 | -812.857517655423 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 0.000322124369090329 | 0.000644248738180657 | 0.99967787563091 |
| 8 | 3.60718602138808e-05 | 7.21437204277617e-05 | 0.999963928139786 |
| 9 | 2.44564358250206e-06 | 4.89128716500412e-06 | 0.999997554356417 |
| 10 | 3.47010664197143e-07 | 6.94021328394286e-07 | 0.999999652989336 |
| 11 | 9.68931412810633e-08 | 1.93786282562127e-07 | 0.999999903106859 |
| 12 | 4.07910239767492e-08 | 8.15820479534983e-08 | 0.999999959208976 |
| 13 | 0.049784206236078 | 0.099568412472156 | 0.950215793763922 |
| 14 | 0.0846192761028265 | 0.169238552205653 | 0.915380723897174 |
| 15 | 0.0640698906796376 | 0.128139781359275 | 0.935930109320362 |
| 16 | 0.0410699833785093 | 0.0821399667570187 | 0.958930016621491 |
| 17 | 0.0291301540174158 | 0.0582603080348317 | 0.970869845982584 |
| 18 | 0.0269525586578501 | 0.0539051173157003 | 0.97304744134215 |
| 19 | 0.016878559918683 | 0.033757119837366 | 0.983121440081317 |
| 20 | 0.0155214446845249 | 0.0310428893690499 | 0.984478555315475 |
| 21 | 0.0475665044452099 | 0.0951330088904198 | 0.95243349555479 |
| 22 | 0.114552512190679 | 0.229105024381359 | 0.88544748780932 |
| 23 | 0.475299899081848 | 0.950599798163695 | 0.524700100918152 |
| 24 | 0.999318858831166 | 0.00136228233766801 | 0.000681141168834007 |
| 25 | 0.999999377148204 | 1.24570359198877e-06 | 6.22851795994385e-07 |
| 26 | 0.999999982945152 | 3.41096952008756e-08 | 1.70548476004378e-08 |
| 27 | 0.999999991150673 | 1.76986550016332e-08 | 8.84932750081658e-09 |
| 28 | 0.999999982396396 | 3.52072076012504e-08 | 1.76036038006252e-08 |
| 29 | 0.999999956538164 | 8.69236718427396e-08 | 4.34618359213698e-08 |
| 30 | 0.999999885299863 | 2.29400275083269e-07 | 1.14700137541634e-07 |
| 31 | 0.999999755977418 | 4.88045164343978e-07 | 2.44022582171989e-07 |
| 32 | 0.999999369984434 | 1.26003113205016e-06 | 6.30015566025081e-07 |
| 33 | 0.99999880963555 | 2.38072890003302e-06 | 1.19036445001651e-06 |
| 34 | 0.999998890154303 | 2.21969139381967e-06 | 1.10984569690983e-06 |
| 35 | 0.9999998141638 | 3.71672400762658e-07 | 1.85836200381329e-07 |
| 36 | 0.999999999997177 | 5.64623155553569e-12 | 2.82311577776784e-12 |
| 37 | 0.999999999997394 | 5.21300618166833e-12 | 2.60650309083416e-12 |
| 38 | 0.999999999991791 | 1.64176767311664e-11 | 8.20883836558319e-12 |
| 39 | 0.999999999972305 | 5.53898330193045e-11 | 2.76949165096522e-11 |
| 40 | 0.999999999931157 | 1.37686302381858e-10 | 6.88431511909288e-11 |
| 41 | 0.999999999813499 | 3.73001585554889e-10 | 1.86500792777444e-10 |
| 42 | 0.999999999600126 | 7.99748889886591e-10 | 3.99874444943295e-10 |
| 43 | 0.99999999851984 | 2.96031967693683e-09 | 1.48015983846842e-09 |
| 44 | 0.999999995252797 | 9.4944063463878e-09 | 4.7472031731939e-09 |
| 45 | 0.999999995771939 | 8.45612180656202e-09 | 4.22806090328101e-09 |
| 46 | 0.999999999102163 | 1.79567386683172e-09 | 8.97836933415859e-10 |
| 47 | 0.999999999964419 | 7.11625499631476e-11 | 3.55812749815738e-11 |
| 48 | 0.999999999999984 | 3.13901247608282e-14 | 1.56950623804141e-14 |
| 49 | 0.999999999999997 | 5.75859765335511e-15 | 2.87929882667756e-15 |
| 50 | 0.999999999999984 | 3.11401878551586e-14 | 1.55700939275793e-14 |
| 51 | 0.999999999999867 | 2.65307686194474e-13 | 1.32653843097237e-13 |
| 52 | 0.999999999999037 | 1.92548000637236e-12 | 9.62740003186178e-13 |
| 53 | 0.999999999993328 | 1.33432687145611e-11 | 6.67163435728057e-12 |
| 54 | 0.999999999950759 | 9.84822841731496e-11 | 4.92411420865748e-11 |
| 55 | 0.99999999996067 | 7.86601394472792e-11 | 3.93300697236396e-11 |
| 56 | 0.999999999913642 | 1.72715318635215e-10 | 8.63576593176074e-11 |
| 57 | 0.999999998888321 | 2.22335752965797e-09 | 1.11167876482899e-09 |
| 58 | 0.999999986458362 | 2.70832766535469e-08 | 1.35416383267735e-08 |
| 59 | 0.99999984797345 | 3.04053099921848e-07 | 1.52026549960924e-07 |
| 60 | 0.999999638303048 | 7.2339390327819e-07 | 3.61696951639095e-07 |
| 61 | 0.999999465946939 | 1.06810612166832e-06 | 5.3405306083416e-07 |
| 62 | 0.999996539100911 | 6.92179817708767e-06 | 3.46089908854384e-06 |
| 63 | 0.99991528145576 | 0.000169437088480812 | 8.47185442404059e-05 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 46 | 0.807017543859649 | NOK |
| 5% type I error level | 48 | 0.842105263157895 | NOK |
| 10% type I error level | 53 | 0.929824561403509 | NOK |
