| Multiple Linear Regression - Estimated Regression Equation |
| Werkloosheidsgraad[t] = + 1102.88084620278 + 0.0356117376015632Maand[t] -3.11090777781874`Dollar/euro`[t] -315.954665596037`Pond/euro`[t] -2.11669701090168`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) | 1102.88084620278 | 177.379734 | 6.2176 | 0 | 0 |
| Maand | 0.0356117376015632 | 0.671087 | 0.0531 | 0.957868 | 0.478934 |
| `Dollar/euro` | -3.11090777781874 | 90.986331 | -0.0342 | 0.972846 | 0.486423 |
| `Pond/euro` | -315.954665596037 | 206.029425 | -1.5335 | 0.130773 | 0.065387 |
| `Yen/euro` | -2.11669701090168 | 0.887977 | -2.3837 | 0.020553 | 0.010276 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.70643677375282 |
| R-squared | 0.499052915310293 |
| Adjusted R-squared | 0.4632709806896 |
| F-TEST (value) | 13.9470635280207 |
| F-TEST (DF numerator) | 4 |
| F-TEST (DF denominator) | 56 |
| p-value | 5.88158927117277e-08 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 29.6224933873755 |
| Sum Squared Residuals | 49139.5584111659 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 591 | 590.99959622608 | 0.000403773920303403 |
| 2 | 589 | 591.960943689027 | -2.96094368902703 |
| 3 | 584 | 586.275032402498 | -2.27503240249805 |
| 4 | 573 | 589.34126790115 | -16.34126790115 |
| 5 | 567 | 596.462812470827 | -29.4628124708274 |
| 6 | 569 | 608.08254498478 | -39.0825449847802 |
| 7 | 621 | 596.922816577614 | 24.0771834223856 |
| 8 | 629 | 594.999099027687 | 34.0009009723126 |
| 9 | 628 | 597.299946557539 | 30.7000534424614 |
| 10 | 612 | 592.007155031594 | 19.9928449684058 |
| 11 | 595 | 589.498840678335 | 5.50115932166487 |
| 12 | 597 | 587.451901033915 | 9.54809896608518 |
| 13 | 593 | 586.904676508369 | 6.09532349163063 |
| 14 | 590 | 585.910612637283 | 4.08938736271659 |
| 15 | 580 | 583.502751732533 | -3.5027517325328 |
| 16 | 574 | 576.225125911893 | -2.22512591189264 |
| 17 | 573 | 581.569130052287 | -8.56913005228667 |
| 18 | 573 | 575.479225210546 | -2.47922521054625 |
| 19 | 620 | 571.772204202278 | 48.2277957977218 |
| 20 | 626 | 571.411327309235 | 54.5886726907647 |
| 21 | 620 | 570.998598418797 | 49.0014015812025 |
| 22 | 588 | 570.485280150008 | 17.5147198499916 |
| 23 | 566 | 566.89470456989 | -0.894704569890103 |
| 24 | 557 | 559.324797937634 | -2.32479793763447 |
| 25 | 561 | 558.729701892595 | 2.27029810740505 |
| 26 | 549 | 555.090385015439 | -6.09038501543933 |
| 27 | 532 | 556.211331981174 | -24.2113319811739 |
| 28 | 526 | 544.921753665427 | -18.9217536654266 |
| 29 | 511 | 538.944282024723 | -27.9442820247228 |
| 30 | 499 | 538.006886869902 | -39.0068868699023 |
| 31 | 555 | 533.657668944437 | 21.3423310555628 |
| 32 | 565 | 549.012244959359 | 15.987755040641 |
| 33 | 542 | 543.790909324123 | -1.79090932412256 |
| 34 | 527 | 530.567903929469 | -3.56790392946951 |
| 35 | 510 | 530.771204211141 | -20.771204211141 |
| 36 | 514 | 525.754909776053 | -11.7549097760529 |
| 37 | 517 | 527.645240870123 | -10.6452408701233 |
| 38 | 508 | 528.008502046082 | -20.0085020460823 |
| 39 | 493 | 523.139903968531 | -30.1399039685312 |
| 40 | 490 | 506.289181833177 | -16.289181833177 |
| 41 | 469 | 505.675665303071 | -36.6756653030712 |
| 42 | 478 | 497.531662370112 | -19.531662370112 |
| 43 | 528 | 492.37131167673 | 35.6286883232696 |
| 44 | 534 | 502.948347028237 | 31.0516529717625 |
| 45 | 518 | 523.211722007785 | -5.211722007785 |
| 46 | 506 | 569.198033564155 | -63.1980335641554 |
| 47 | 502 | 577.205958699336 | -75.2059586993357 |
| 48 | 516 | 555.315122993395 | -39.3151229933946 |
| 49 | 528 | 556.968743019315 | -28.9687430193154 |
| 50 | 533 | 570.055528635463 | -37.0555286354634 |
| 51 | 536 | 539.870068966752 | -3.87006896675177 |
| 52 | 537 | 541.341313876792 | -4.34131387679193 |
| 53 | 524 | 541.992433851791 | -17.9924338517912 |
| 54 | 536 | 543.185661369767 | -7.1856613697667 |
| 55 | 587 | 546.733949007627 | 40.2660509923735 |
| 56 | 597 | 541.467895469544 | 55.5321045304555 |
| 57 | 581 | 536.937380129529 | 44.0626198704714 |
| 58 | 564 | 527.611696110443 | 36.3883038895568 |
| 59 | 558 | 534.867161324244 | 23.1328386757563 |
| 60 | 575 | 538.46872330189 | 36.53127669811 |
| 61 | 580 | 545.719218760463 | 34.2807812395366 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 8 | 0.128695274095454 | 0.257390548190909 | 0.871304725904546 |
| 9 | 0.103867475383024 | 0.207734950766048 | 0.896132524616976 |
| 10 | 0.0786423492032417 | 0.157284698406483 | 0.921357650796758 |
| 11 | 0.0541447001367897 | 0.108289400273579 | 0.94585529986321 |
| 12 | 0.0321474112507818 | 0.0642948225015636 | 0.967852588749218 |
| 13 | 0.0736424529058012 | 0.147284905811602 | 0.926357547094199 |
| 14 | 0.0524652699221456 | 0.104930539844291 | 0.947534730077854 |
| 15 | 0.0501567093486652 | 0.10031341869733 | 0.949843290651335 |
| 16 | 0.0306100021032028 | 0.0612200042064055 | 0.969389997896797 |
| 17 | 0.0211945810755557 | 0.0423891621511115 | 0.978805418924444 |
| 18 | 0.0114307235493858 | 0.0228614470987716 | 0.988569276450614 |
| 19 | 0.048643394052132 | 0.097286788104264 | 0.951356605947868 |
| 20 | 0.124326129866789 | 0.248652259733577 | 0.875673870133211 |
| 21 | 0.201303626471355 | 0.402607252942711 | 0.798696373528645 |
| 22 | 0.249541314432742 | 0.499082628865484 | 0.750458685567258 |
| 23 | 0.32940934292903 | 0.65881868585806 | 0.67059065707097 |
| 24 | 0.407511325795825 | 0.81502265159165 | 0.592488674204175 |
| 25 | 0.450232412385444 | 0.900464824770889 | 0.549767587614556 |
| 26 | 0.484743610258017 | 0.969487220516034 | 0.515256389741983 |
| 27 | 0.581504615692596 | 0.836990768614807 | 0.418495384307404 |
| 28 | 0.579522563737386 | 0.840954872525229 | 0.420477436262614 |
| 29 | 0.551640312982152 | 0.896719374035697 | 0.448359687017848 |
| 30 | 0.567546357297691 | 0.864907285404618 | 0.432453642702309 |
| 31 | 0.637864213357329 | 0.724271573285341 | 0.362135786642671 |
| 32 | 0.749670318204889 | 0.500659363590221 | 0.250329681795111 |
| 33 | 0.796381466428278 | 0.407237067143444 | 0.203618533571722 |
| 34 | 0.797056229083043 | 0.405887541833915 | 0.202943770916957 |
| 35 | 0.77319659580917 | 0.453606808381659 | 0.22680340419083 |
| 36 | 0.755055992659038 | 0.489888014681925 | 0.244944007340962 |
| 37 | 0.795573779445698 | 0.408852441108604 | 0.204426220554302 |
| 38 | 0.802913231096003 | 0.394173537807995 | 0.197086768903997 |
| 39 | 0.767389316955164 | 0.465221366089671 | 0.232610683044836 |
| 40 | 0.711696006743119 | 0.576607986513762 | 0.288303993256881 |
| 41 | 0.719695831438789 | 0.560608337122422 | 0.280304168561211 |
| 42 | 0.824592482492079 | 0.350815035015843 | 0.175407517507921 |
| 43 | 0.850768015347727 | 0.298463969304547 | 0.149231984652273 |
| 44 | 0.825134264734571 | 0.349731470530857 | 0.174865735265429 |
| 45 | 0.7609016038958 | 0.4781967922084 | 0.2390983961042 |
| 46 | 0.72909541236778 | 0.54180917526444 | 0.27090458763222 |
| 47 | 0.760010221271168 | 0.479979557457665 | 0.239989778728832 |
| 48 | 0.676393734396914 | 0.647212531206173 | 0.323606265603086 |
| 49 | 0.568457087016178 | 0.863085825967643 | 0.431542912983821 |
| 50 | 0.455433460134234 | 0.910866920268468 | 0.544566539865766 |
| 51 | 0.3763441268565 | 0.752688253713 | 0.6236558731435 |
| 52 | 0.334457026422901 | 0.668914052845802 | 0.665542973577099 |
| 53 | 0.220575867981781 | 0.441151735963563 | 0.779424132018218 |
| 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 | 2 | 0.0434782608695652 | OK |
| 10% type I error level | 5 | 0.108695652173913 | NOK |
