| Multiple Linear Regression - Estimated Regression Equation |
| Werkloosheid[t] = + 1094.63889161654 -4.47914506793218`Dollar/euro`[t] -306.724813091058`Pond/euro`[t] -2.0872678066805`Yen/euro`[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) | 1094.63889161654 | 84.924287 | 12.8896 | 0 | 0 |
| `Dollar/euro` | -4.47914506793218 | 86.489942 | -0.0518 | 0.958879 | 0.479439 |
| `Pond/euro` | -306.724813091058 | 109.463725 | -2.8021 | 0.006925 | 0.003463 |
| `Yen/euro` | -2.0872678066805 | 0.687408 | -3.0364 | 0.003606 | 0.001803 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.706418944430543 |
| R-squared | 0.499027725050363 |
| Adjusted R-squared | 0.472660763210909 |
| F-TEST (value) | 18.9262505133844 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 57 |
| p-value | 1.22037032701527e-08 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 29.3622353848037 |
| Sum Squared Residuals | 49142.0294071794 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 591 | 591.367143419517 | -0.367143419517274 |
| 2 | 589 | 592.251344130273 | -3.25134413027299 |
| 3 | 584 | 586.59579276358 | -2.5957927635798 |
| 4 | 573 | 589.575934843856 | -16.5759348438555 |
| 5 | 567 | 596.602916970818 | -29.6029169708179 |
| 6 | 569 | 608.027898524845 | -39.0278985248446 |
| 7 | 621 | 597.096295259188 | 23.9037047408121 |
| 8 | 629 | 595.117137479717 | 33.8828625202829 |
| 9 | 628 | 597.318860293836 | 30.6811397061643 |
| 10 | 612 | 592.116792209325 | 19.8832077906747 |
| 11 | 595 | 589.630690827799 | 5.36930917220124 |
| 12 | 597 | 587.566681413149 | 9.43331858685048 |
| 13 | 593 | 586.98978300462 | 6.01021699537994 |
| 14 | 590 | 585.983153491232 | 4.01684650876825 |
| 15 | 580 | 583.592939310885 | -3.59293931088445 |
| 16 | 574 | 576.371491424989 | -2.37149142498886 |
| 17 | 573 | 581.480842566366 | -8.48084256636639 |
| 18 | 573 | 575.473681521096 | -2.47368152109555 |
| 19 | 620 | 571.783895832057 | 48.216104167943 |
| 20 | 626 | 571.321157773172 | 54.6788422268276 |
| 21 | 620 | 570.883264605354 | 49.1167353946461 |
| 22 | 588 | 570.345908705377 | 17.6540912946233 |
| 23 | 566 | 566.738944308069 | -0.738944308068834 |
| 24 | 557 | 559.18693767156 | -2.18693767155991 |
| 25 | 561 | 558.5494948761 | 2.45050512389995 |
| 26 | 549 | 554.937275877055 | -5.9372758770549 |
| 27 | 532 | 556.042868295838 | -24.0428682958378 |
| 28 | 526 | 544.832253440024 | -18.8322534400237 |
| 29 | 511 | 538.913248661145 | -27.9132486611453 |
| 30 | 499 | 537.938991040028 | -38.9389910400279 |
| 31 | 555 | 533.567302850718 | 21.4326971492825 |
| 32 | 565 | 548.702318713186 | 16.2976812868142 |
| 33 | 542 | 543.53400877243 | -1.5340087724298 |
| 34 | 527 | 530.448175831238 | -3.44817583123828 |
| 35 | 510 | 530.611038479568 | -20.6110384795682 |
| 36 | 514 | 525.70195816403 | -11.70195816403 |
| 37 | 517 | 527.638713759206 | -10.6387137592056 |
| 38 | 508 | 527.975421906439 | -19.9754219064389 |
| 39 | 493 | 523.145530564681 | -30.1455305646807 |
| 40 | 490 | 506.558899105559 | -16.558899105559 |
| 41 | 469 | 505.932590730753 | -36.9325907307528 |
| 42 | 478 | 497.864507695854 | -19.8645076958539 |
| 43 | 528 | 492.717703042827 | 35.2822969571725 |
| 44 | 534 | 503.223376099724 | 30.7766239002755 |
| 45 | 518 | 523.286640470082 | -5.28664047008154 |
| 46 | 506 | 568.68550104659 | -62.68550104659 |
| 47 | 502 | 576.842837410654 | -74.8428374106544 |
| 48 | 516 | 555.477251473653 | -39.4772514736531 |
| 49 | 528 | 557.168720835173 | -29.168720835173 |
| 50 | 533 | 569.951219138299 | -36.9512191382986 |
| 51 | 536 | 540.271330172803 | -4.27133017280349 |
| 52 | 537 | 541.560344213795 | -4.5603442137955 |
| 53 | 524 | 542.038904597737 | -18.0389045977365 |
| 54 | 536 | 542.994586167747 | -6.99458616774715 |
| 55 | 587 | 546.468673567379 | 40.5313264326211 |
| 56 | 597 | 541.223680498678 | 55.7763195013221 |
| 57 | 581 | 536.818362638464 | 44.181637361536 |
| 58 | 564 | 527.668521169529 | 36.3314788304709 |
| 59 | 558 | 534.693625424109 | 23.3063745758908 |
| 60 | 575 | 538.256211265432 | 36.743788734568 |
| 61 | 580 | 545.338423652795 | 34.6615763472048 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 0.0433446477372415 | 0.086689295474483 | 0.956655352262759 |
| 8 | 0.0546409167836478 | 0.109281833567296 | 0.945359083216352 |
| 9 | 0.0835467632391323 | 0.167093526478265 | 0.916453236760868 |
| 10 | 0.0828158813035432 | 0.165631762607086 | 0.917184118696457 |
| 11 | 0.117019507810685 | 0.234039015621371 | 0.882980492189315 |
| 12 | 0.0748736630998878 | 0.149747326199776 | 0.925126336900112 |
| 13 | 0.051862813097931 | 0.103725626195862 | 0.948137186902069 |
| 14 | 0.0334449667635132 | 0.0668899335270263 | 0.966555033236487 |
| 15 | 0.034455145809439 | 0.068910291618878 | 0.965544854190561 |
| 16 | 0.0242384692603989 | 0.0484769385207977 | 0.975761530739601 |
| 17 | 0.0137465644049182 | 0.0274931288098365 | 0.986253435595082 |
| 18 | 0.00722430373768213 | 0.0144486074753643 | 0.992775696262318 |
| 19 | 0.0338844244571142 | 0.0677688489142284 | 0.966115575542886 |
| 20 | 0.0822521877189757 | 0.164504375437951 | 0.917747812281024 |
| 21 | 0.104424900380087 | 0.208849800760174 | 0.895575099619913 |
| 22 | 0.10141261921078 | 0.20282523842156 | 0.89858738078922 |
| 23 | 0.111810704816686 | 0.223621409633371 | 0.888189295183314 |
| 24 | 0.110231166768883 | 0.220462333537765 | 0.889768833231117 |
| 25 | 0.0981958057653788 | 0.196391611530758 | 0.901804194234621 |
| 26 | 0.0907762599994403 | 0.181552519998881 | 0.90922374000056 |
| 27 | 0.101999394003696 | 0.203998788007392 | 0.898000605996304 |
| 28 | 0.0887060394956574 | 0.177412078991315 | 0.911293960504343 |
| 29 | 0.0820022979837743 | 0.164004595967549 | 0.917997702016226 |
| 30 | 0.0852740974244778 | 0.170548194848956 | 0.914725902575522 |
| 31 | 0.11321767061457 | 0.22643534122914 | 0.88678232938543 |
| 32 | 0.166684880413183 | 0.333369760826366 | 0.833315119586817 |
| 33 | 0.180356158330093 | 0.360712316660185 | 0.819643841669907 |
| 34 | 0.192728991341169 | 0.385457982682338 | 0.807271008658831 |
| 35 | 0.158609716899151 | 0.317219433798301 | 0.84139028310085 |
| 36 | 0.146876490749799 | 0.293752981499598 | 0.853123509250201 |
| 37 | 0.125456417140356 | 0.250912834280712 | 0.874543582859644 |
| 38 | 0.0989042994332086 | 0.197808598866417 | 0.901095700566791 |
| 39 | 0.0813267855079246 | 0.162653571015849 | 0.918673214492075 |
| 40 | 0.0838683095617397 | 0.167736619123479 | 0.91613169043826 |
| 41 | 0.196060661035363 | 0.392121322070727 | 0.803939338964637 |
| 42 | 0.41574640073368 | 0.831492801467359 | 0.58425359926632 |
| 43 | 0.551660838741301 | 0.896678322517399 | 0.448339161258699 |
| 44 | 0.501242265394665 | 0.997515469210671 | 0.498757734605335 |
| 45 | 0.525263744499005 | 0.94947251100199 | 0.474736255500995 |
| 46 | 0.677642881054961 | 0.644714237890078 | 0.322357118945039 |
| 47 | 0.782268174766438 | 0.435463650467124 | 0.217731825233562 |
| 48 | 0.78176442009257 | 0.436471159814859 | 0.21823557990743 |
| 49 | 0.70304031638866 | 0.59391936722268 | 0.29695968361134 |
| 50 | 0.662365817515219 | 0.675268364969563 | 0.337634182484781 |
| 51 | 0.581721408609356 | 0.836557182781288 | 0.418278591390644 |
| 52 | 0.553363942296605 | 0.893272115406791 | 0.446636057703395 |
| 53 | 0.444317036532206 | 0.888634073064412 | 0.555682963467794 |
| 54 | 0.964293162015615 | 0.0714136759687699 | 0.0357068379843849 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 0 | 0 | OK |
| 5% type I error level | 3 | 0.0625 | NOK |
| 10% type I error level | 8 | 0.166666666666667 | NOK |
