Multiple Linear Regression - Estimated Regression Equation

werkloosheid[t] = + 325.715341598458 + 1.70352742826429chemie[t] + 0.808573772076509vm[t] -0.839705808073971textiel[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)	325.715341598458	50.877069	6.402	0	0
chemie	1.70352742826429	0.451435	3.7736	0.000254	0.000127
vm	0.808573772076509	0.336969	2.3995	0.017994	0.008997
textiel	-0.839705808073971	0.266925	-3.1458	0.0021	0.00105

Multiple Linear Regression - Regression Statistics
Multiple R	0.530732354037242
R-squared	0.281676831621912
Adjusted R-squared	0.263258288842987
F-TEST (value)	15.2931116757081
F-TEST (DF numerator)	3
F-TEST (DF denominator)	117
p-value	1.8510441179842e-08
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	40.4265283305566
Sum Squared Residuals	191213.590564772

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	467	492.142798941124	-25.1427989411238
2	460	486.667388524839	-26.6673885248385
3	448	497.109077329599	-49.1090773295995
4	443	493.235380418981	-50.2353804189809
5	436	498.275590432984	-62.2755904329844
6	431	497.85705257943	-66.8570525794301
7	484	492.108079086668	-8.10807908666787
8	510	518.077264707842	-8.07726470784169
9	513	480.081525449041	32.9184745509586
10	503	491.00414878272	11.9958512172804
11	471	490.337337000288	-19.3373370002884
12	471	499.039755894592	-28.0397558945916
13	476	508.869693610765	-32.8696936107649
14	475	504.332431348538	-29.3324313485385
15	470	520.853759552579	-50.8537595525794
16	461	523.548269123897	-62.548269123897
17	455	526.450761297842	-71.4507612978419
18	456	516.742671629606	-60.7426716296062
19	517	531.259097626723	-14.2590976267233
20	525	531.471029312759	-6.47102931275859
21	523	504.421806124184	18.5781938758164
22	519	514.662890439003	4.33710956099647
23	509	501.126124974858	7.87387502514229
24	512	523.542850132786	-11.5428501327857
25	519	527.807001778172	-8.80700177817202
26	517	516.789191017108	0.210808982892334
27	510	538.1189369106	-28.1189369106002
28	509	529.37311120854	-20.3731112085399
29	501	521.321367188082	-20.3213671880825
30	507	530.091759409213	-23.0917594092133
31	569	537.071972277509	31.9280277224907
32	580	544.381055177114	35.6189448228864
33	578	532.897819700176	45.1021802998237
34	565	538.839697436017	26.1603025639832
35	547	527.849062169963	19.150937830037
36	555	557.609193519558	-2.60919351955837
37	562	524.541539356425	37.458460643575
38	561	530.113452250579	30.8865477494208
39	555	548.730497633461	6.26950236653891
40	544	535.023871640754	8.9761283592458
41	537	534.442261851135	2.55773814886483
42	543	546.854605345315	-3.85460534531507
43	594	557.63001746158	36.3699825384198
44	611	562.198025339239	48.8019746607613
45	613	570.050423091428	42.9495769085722
46	611	545.047110786254	65.9528892137456
47	594	547.553556876324	46.4464431236764
48	595	574.837151871474	20.1628481285264
49	591	543.986229739559	47.0137702604406
50	589	519.567545399588	69.4324546004121
51	584	542.572941603946	41.4270583960538
52	573	534.553686801136	38.4463131988643
53	567	542.735796674309	24.2642033256906
54	569	562.984452254891	6.0155477451092
55	621	543.835520145692	77.1644798543077
56	629	563.019541862072	65.9804581379282
57	628	536.164965894934	91.8350341050656
58	612	540.218833082142	71.7811669178581
59	595	543.58313731403	51.4168626859699
60	597	552.230050611062	44.7699493889378
61	593	550.072146788837	42.9278532111634
62	590	536.354639127318	53.6453608726815
63	580	555.072234001257	24.9277659987426
64	574	537.429382443057	36.5706175569435
65	573	550.703881383822	22.2961186161778
66	573	534.813716477839	38.186283522161
67	620	541.127198924274	78.872801075726
68	626	570.527255333769	55.4727446662313
69	620	539.046927797314	80.9530722026863
70	588	551.807826602928	36.1921733970718
71	566	539.844456555583	26.1555434444171
72	557	558.986408144685	-1.98640814468488
73	561	546.248703354993	14.7512966450073
74	549	533.392391768515	15.607608231485
75	532	557.010926984738	-25.0109269847383
76	526	546.901879252055	-20.9018792520546
77	511	547.909440305358	-36.9094403053576
78	499	539.711462255954	-40.7114622559535
79	555	559.343026215643	-4.34302621564281
80	565	568.072729924275	-3.07272992427534
81	542	526.491037827818	15.508962172182
82	527	535.449892994354	-8.4498929943536
83	510	547.554409325342	-37.5544093253418
84	514	563.265494681938	-49.2654946819384
85	517	564.838649423763	-47.8386494237631
86	508	556.220370041276	-48.2203700412756
87	493	553.495606444936	-60.4956064449356
88	490	558.507581384695	-68.5075813846953
89	469	547.884278581455	-78.8842785814546
90	478	565.914568352893	-87.9145683528925
91	528	567.182553367384	-39.1825533673841
92	534	590.635853080002	-56.6358530800017
93	518	558.652905006987	-40.6529050069867
94	506	566.125325049392	-60.125325049392
95	502	545.094005106152	-43.0940051061519
96	516	555.696801447101	-39.6968014471014
97	528	546.233893510284	-18.2338935102843
98	533	528.050655020395	4.94934497960528
99	536	550.641325919279	-14.6413259192787
100	537	537.062304322666	-0.0623043226657736
101	524	544.02532257471	-20.0253225747096
102	536	553.683652228147	-17.6836522281472
103	587	548.600468513934	38.3995314860659
104	597	562.4995963838	34.5004036162003
105	581	537.223052871812	43.7769471281876
106	564	549.845035406737	14.1549645932625
107	558	535.844532307834	22.1554676921658
108	575	548.317691596303	26.6823084036972
109	580	541.134665231254	38.8653347687463
110	575	563.612810093593	11.3871899064072
111	563	587.38885260781	-24.3888526078104
112	552	575.063855826866	-23.063855826866
113	537	582.945636833167	-45.9456368331667
114	545	585.395743724064	-40.3957437240642
115	601	584.983952331839	16.0160476681605
116	604	594.192262626656	9.80773737334443
117	586	575.911544687945	10.0884553120547
118	564	585.139401449652	-21.1394014496518
119	549	583.767114126596	-34.7671141265963
120	551	588.300080114253	-37.3000801142528
121	556	590.908416931674	-34.9084169316741

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
7	0.0130720235622657	0.0261440471245314	0.986927976437734
8	0.0835218624002626	0.167043724800525	0.916478137599737
9	0.0388347179195348	0.0776694358390696	0.961165282080465
10	0.0148881338427186	0.0297762676854372	0.985111866157281
11	0.0219722672644444	0.0439445345288888	0.978027732735556
12	0.0263630818944476	0.0527261637888952	0.973636918105552
13	0.0223517916656512	0.0447035833313024	0.977648208334349
14	0.0164977929256014	0.0329955858512028	0.983502207074399
15	0.010163738711423	0.0203274774228459	0.989836261288577
16	0.00612868305312409	0.0122573661062482	0.993871316946876
17	0.00469580455866214	0.00939160911732427	0.995304195441338
18	0.00409077349899839	0.00818154699799679	0.995909226501002
19	0.0110650037035382	0.0221300074070763	0.988934996296462
20	0.00777077504445365	0.0155415500889073	0.992229224955546
21	0.00845907608358991	0.0169181521671798	0.99154092391641
22	0.00492103876879575	0.00984207753759151	0.995078961231204
23	0.00374896706580456	0.00749793413160911	0.996251032934195
24	0.00225382673194998	0.00450765346389997	0.99774617326805
25	0.00675872774219446	0.0135174554843889	0.993241272257806
26	0.0106475684998852	0.0212951369997704	0.989352431500115
27	0.0103842275208169	0.0207684550416338	0.989615772479183
28	0.00877890516401904	0.0175578103280381	0.991221094835981
29	0.00885262456825351	0.017705249136507	0.991147375431746
30	0.00759860494238062	0.0151972098847612	0.992401395057619
31	0.0128070683887422	0.0256141367774844	0.987192931611258
32	0.0151699652487713	0.0303399304975425	0.984830034751229
33	0.0290866007925173	0.0581732015850347	0.970913399207483
34	0.0201885171820189	0.0403770343640378	0.979811482817981
35	0.019189527056707	0.038379054113414	0.980810472943293
36	0.0136051160953797	0.0272102321907595	0.98639488390462
37	0.0289493803884954	0.0578987607769908	0.971050619611505
38	0.0567963792516002	0.1135927585032	0.9432036207484
39	0.0423113439615673	0.0846226879231347	0.957688656038433
40	0.0367033659346411	0.0734067318692821	0.963296634065359
41	0.0340548427816114	0.0681096855632228	0.965945157218389
42	0.029351795597726	0.0587035911954519	0.970648204402274
43	0.0298267269513704	0.0596534539027407	0.97017327304863
44	0.0276860814114216	0.0553721628228432	0.972313918588578
45	0.0261043024858835	0.052208604971767	0.973895697514117
46	0.0360508338016971	0.0721016676033942	0.963949166198303
47	0.0306110411323977	0.0612220822647954	0.969388958867602
48	0.0286709946172811	0.0573419892345622	0.971329005382719
49	0.030538738643634	0.061077477287268	0.969461261356366
50	0.0822396948288384	0.164479389657677	0.917760305171162
51	0.0675368624146647	0.135073724829329	0.932463137585335
52	0.0561426010034929	0.112285202006986	0.943857398996507
53	0.0429422495967886	0.0858844991935772	0.957057750403211
54	0.0406789247843959	0.0813578495687919	0.959321075215604
55	0.0773679718087145	0.154735943617429	0.922632028191286
56	0.0831150927470198	0.16623018549404	0.91688490725298
57	0.143688468903591	0.287376937807181	0.856311531096409
58	0.165924197270498	0.331848394540995	0.834075802729502
59	0.161233917215158	0.322467834430315	0.838766082784842
60	0.159466043695265	0.318932087390531	0.840533956304735
61	0.143342101061811	0.286684202123622	0.856657898938189
62	0.162299080600852	0.324598161201704	0.837700919399148
63	0.156251390807248	0.312502781614497	0.843748609192752
64	0.132964167648242	0.265928335296484	0.867035832351758
65	0.119125537076693	0.238251074153387	0.880874462923307
66	0.10867899394836	0.21735798789672	0.89132100605164
67	0.195608144447382	0.391216288894763	0.804391855552618
68	0.259738019339113	0.519476038678226	0.740261980660887
69	0.485238661677812	0.970477323355623	0.514761338322188
70	0.599166254879474	0.801667490241052	0.400833745120526
71	0.652885912811046	0.694228174377908	0.347114087188954
72	0.666325277252446	0.667349445495109	0.333674722747554
73	0.674300847428135	0.651398305143731	0.325699152571865
74	0.672268107627894	0.655463784744211	0.327731892372106
75	0.744160122793751	0.511679754412498	0.255839877206249
76	0.748716457450228	0.502567085099543	0.251283542549772
77	0.781736008417548	0.436527983164904	0.218263991582452
78	0.812164384294489	0.375671231411021	0.18783561570551
79	0.812923589244553	0.374152821510894	0.187076410755447
80	0.812514763984287	0.374970472031426	0.187485236015713
81	0.822298742821204	0.355402514357592	0.177701257178796
82	0.845286865320213	0.309426269359575	0.154713134679787
83	0.854288190229306	0.291423619541387	0.145711809770694
84	0.897547099336222	0.204905801327557	0.102452900663778
85	0.901779555964962	0.196440888070077	0.0982204440350385
86	0.89700015507815	0.205999689843699	0.10299984492185
87	0.904372270243225	0.19125545951355	0.0956277297567751
88	0.920861754698937	0.158276490602126	0.079138245301063
89	0.969707528489103	0.0605849430217946	0.0302924715108973
90	0.992381623506568	0.0152367529868644	0.00761837649343219
91	0.990984706288834	0.0180305874223319	0.00901529371116593
92	0.9949074086389	0.0101851827222005	0.00509259136110027
93	0.993355685846336	0.0132886283073271	0.00664431415366354
94	0.994495198006296	0.0110096039874078	0.00550480199370388
95	0.997051220247233	0.00589755950553343	0.00294877975276671
96	0.998263230901008	0.00347353819798434	0.00173676909899217
97	0.998244993091472	0.00351001381705613	0.00175500690852806
98	0.997904057991198	0.00419188401760344	0.00209594200880172
99	0.997131834330825	0.00573633133834908	0.00286816566917454
100	0.996350255693488	0.00729948861302324	0.00364974430651162
101	0.999049359387224	0.0019012812255519	0.00095064061277595
102	0.999335607589871	0.001328784820259	0.000664392410129499
103	0.998745609410501	0.00250878117899804	0.00125439058949902
104	0.997700631427935	0.00459873714412939	0.0022993685720647
105	0.996281339342083	0.00743732131583318	0.00371866065791659
106	0.99220022544923	0.0155995491015394	0.00779977455076971
107	0.985055788626367	0.0298884227472659	0.014944211373633
108	0.970408069278428	0.059183861443144	0.029591930721572
109	0.944777255464546	0.110445489070907	0.0552227445354535
110	0.901040177508801	0.197919644982399	0.0989598224911993
111	0.834048076239626	0.331903847520748	0.165951923760374
112	0.748945702819639	0.502108594360722	0.251054297180361
113	0.951389361714792	0.0972212765704165	0.0486106382852083
114	0.878317607827489	0.243364784345021	0.121682392172511

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	16	0.148148148148148	NOK
5% type I error level	44	0.407407407407407	NOK
10% type I error level	64	0.592592592592593	NOK