| Multiple Linear Regression - Estimated Regression Equation |
| werkloosheid[t] = + 0.663907484037988 -3.94105757478893indicator[t] + 1.00077195481772economie[t] + 1.03740674497135finaciën[t] + 0.888119561734234spaarvermogen[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) | 0.663907484037988 | 0.4621 | 1.4367 | 0.156462 | 0.078231 |
| indicator | -3.94105757478893 | 0.030998 | -127.1389 | 0 | 0 |
| economie | 1.00077195481772 | 0.022989 | 43.5326 | 0 | 0 |
| finaciën | 1.03740674497135 | 0.133596 | 7.7652 | 0 | 0 |
| spaarvermogen | 0.888119561734234 | 0.059123 | 15.0216 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.998682888644061 |
| R-squared | 0.997367512070446 |
| Adjusted R-squared | 0.997176058402843 |
| F-TEST (value) | 5209.44583905243 |
| F-TEST (DF numerator) | 4 |
| F-TEST (DF denominator) | 55 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1.22777002196627 |
| Sum Squared Residuals | 82.9080574761474 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 17 | 16.0736139829279 | 0.926386017072126 |
| 2 | 23 | 20.8773956651227 | 2.1226043348773 |
| 3 | 24 | 24.0203386395551 | -0.0203386395551447 |
| 4 | 27 | 27.1353068970918 | -0.135306897091792 |
| 5 | 31 | 32.2543983268314 | -1.25439832683136 |
| 6 | 40 | 38.4964619532442 | 1.50353804675578 |
| 7 | 47 | 47.5199761676191 | -0.519976167619087 |
| 8 | 43 | 43.1614767725681 | -0.161476772568104 |
| 9 | 60 | 61.3027307262776 | -1.3027307262776 |
| 10 | 64 | 63.2195969597254 | 0.780403040274641 |
| 11 | 65 | 65.0324708733474 | -0.0324708733474565 |
| 12 | 65 | 64.3696560977802 | 0.630343902219805 |
| 13 | 55 | 55.8587817002212 | -0.85878170022122 |
| 14 | 57 | 59.3998518512777 | -2.39985185127774 |
| 15 | 57 | 56.3862966509993 | 0.613703349000727 |
| 16 | 57 | 56.4989490440828 | 0.50105095591724 |
| 17 | 65 | 63.3602240697046 | 1.63977593029535 |
| 18 | 69 | 70.3008494863241 | -1.30084948632414 |
| 19 | 70 | 67.7997653428065 | 2.20023465719354 |
| 20 | 71 | 72.7695695893089 | -1.76956958930891 |
| 21 | 71 | 70.0834512479147 | 0.91654875208526 |
| 22 | 73 | 72.045612344774 | 0.954387655226047 |
| 23 | 68 | 65.9877792046986 | 2.01222079530139 |
| 24 | 65 | 66.3196555732587 | -1.31965557325874 |
| 25 | 57 | 58.5362054583165 | -1.53620545831646 |
| 26 | 41 | 40.4578695246032 | 0.542130475396828 |
| 27 | 21 | 22.4474758860071 | -1.44747588600706 |
| 28 | 21 | 20.0363967038671 | 0.963603296132854 |
| 29 | 17 | 16.7240983770593 | 0.275901622940664 |
| 30 | 9 | 8.8813660402577 | 0.118633959742295 |
| 31 | 11 | 11.9289767681223 | -0.928976768122318 |
| 32 | 6 | 5.6108955387796 | 0.389104461220395 |
| 33 | -2 | -2.48511630108480 | 0.485116301084804 |
| 34 | 0 | -1.37443997580619 | 1.37443997580619 |
| 35 | 5 | 4.22154425610989 | 0.778455743890106 |
| 36 | 3 | 3.08014519131288 | -0.0801451913128798 |
| 37 | 7 | 9.13797833138822 | -2.13797833138822 |
| 38 | 4 | 4.77778744928401 | -0.777787449284007 |
| 39 | 8 | 8.75547981422656 | -0.755479814226565 |
| 40 | 9 | 7.71807306925522 | 1.28192693074478 |
| 41 | 14 | 14.8221417876148 | -0.822141787614839 |
| 42 | 12 | 13.6441079326642 | -1.64410793266419 |
| 43 | 12 | 11.5159242714974 | 0.484075728502639 |
| 44 | 7 | 6.41251168725893 | 0.587488312741074 |
| 45 | 15 | 16.4097109150700 | -1.40971091506997 |
| 46 | 14 | 13.4554379366508 | 0.54456206334915 |
| 47 | 19 | 17.8217096294454 | 1.17829037055460 |
| 48 | 39 | 39.1059065575873 | -0.105906557587347 |
| 49 | 12 | 11.1656712208522 | 0.834328779147766 |
| 50 | 11 | 12.6659834095522 | -1.66598340955220 |
| 51 | 17 | 18.4252421831533 | -1.42524218315331 |
| 52 | 16 | 17.6103922017263 | -1.61039220172633 |
| 53 | 25 | 25.2786106610176 | -0.278610661017636 |
| 54 | 24 | 23.1644143582987 | 0.83558564170129 |
| 55 | 28 | 29.2982651013039 | -1.29826510130391 |
| 56 | 25 | 26.1553221268715 | -1.15532212687145 |
| 57 | 31 | 29.2082601399261 | 1.79173986007385 |
| 58 | 24 | 22.3129295867181 | 1.68707041328189 |
| 59 | 24 | 22.9251222136838 | 1.07487778631616 |
| 60 | 33 | 32.8733907799466 | 0.126609220053431 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 8 | 0.00700877725256325 | 0.0140175545051265 | 0.992991222747437 |
| 9 | 0.0793967049220026 | 0.158793409844005 | 0.920603295077997 |
| 10 | 0.306307986825659 | 0.612615973651319 | 0.69369201317434 |
| 11 | 0.197311547925028 | 0.394623095850055 | 0.802688452074972 |
| 12 | 0.180442034373561 | 0.360884068747122 | 0.819557965626439 |
| 13 | 0.116141486241762 | 0.232282972483524 | 0.883858513758238 |
| 14 | 0.410780302190069 | 0.821560604380138 | 0.589219697809931 |
| 15 | 0.328756526339701 | 0.657513052679402 | 0.671243473660299 |
| 16 | 0.253187880015859 | 0.506375760031717 | 0.746812119984142 |
| 17 | 0.324530108140531 | 0.649060216281061 | 0.675469891859469 |
| 18 | 0.263561894853235 | 0.52712378970647 | 0.736438105146765 |
| 19 | 0.650184735938608 | 0.699630528122784 | 0.349815264061392 |
| 20 | 0.736190956386892 | 0.527618087226216 | 0.263809043613108 |
| 21 | 0.676523929042788 | 0.646952141914423 | 0.323476070957212 |
| 22 | 0.608442561827064 | 0.783114876345872 | 0.391557438172936 |
| 23 | 0.690281371224178 | 0.619437257551645 | 0.309718628775822 |
| 24 | 0.746021505985733 | 0.507956988028535 | 0.253978494014267 |
| 25 | 0.778811726498088 | 0.442376547003824 | 0.221188273501912 |
| 26 | 0.737426603249652 | 0.525146793500697 | 0.262573396750348 |
| 27 | 0.822543781264088 | 0.354912437471825 | 0.177456218735912 |
| 28 | 0.804938715315615 | 0.39012256936877 | 0.195061284684385 |
| 29 | 0.74879692494669 | 0.50240615010662 | 0.25120307505331 |
| 30 | 0.717767801278603 | 0.564464397442795 | 0.282232198721397 |
| 31 | 0.677319349851182 | 0.645361300297636 | 0.322680650148818 |
| 32 | 0.625319022726602 | 0.749361954546796 | 0.374680977273398 |
| 33 | 0.611949980070961 | 0.776100039858078 | 0.388050019929039 |
| 34 | 0.609086366618211 | 0.781827266763577 | 0.390913633381789 |
| 35 | 0.706301418800306 | 0.587397162399388 | 0.293698581199694 |
| 36 | 0.68254169695653 | 0.63491660608694 | 0.31745830304347 |
| 37 | 0.723326672437418 | 0.553346655125164 | 0.276673327562582 |
| 38 | 0.666379040875011 | 0.667241918249978 | 0.333620959124989 |
| 39 | 0.648657076016113 | 0.702685847967774 | 0.351342923983887 |
| 40 | 0.763519220596442 | 0.472961558807117 | 0.236480779403558 |
| 41 | 0.726393564856685 | 0.547212870286631 | 0.273606435143315 |
| 42 | 0.701109720521819 | 0.597780558956363 | 0.298890279478181 |
| 43 | 0.65880220736831 | 0.682395585263379 | 0.341197792631690 |
| 44 | 0.637672188462444 | 0.724655623075112 | 0.362327811537556 |
| 45 | 0.562288329343428 | 0.875423341313145 | 0.437711670656572 |
| 46 | 0.553552469562316 | 0.892895060875369 | 0.446447530437684 |
| 47 | 0.491477009698664 | 0.982954019397327 | 0.508522990301336 |
| 48 | 0.400365678447675 | 0.80073135689535 | 0.599634321552325 |
| 49 | 0.436742023079982 | 0.873484046159963 | 0.563257976920018 |
| 50 | 0.431078685454058 | 0.862157370908116 | 0.568921314545942 |
| 51 | 0.367369502670951 | 0.734739005341901 | 0.632630497329049 |
| 52 | 0.380106748074403 | 0.760213496148806 | 0.619893251925597 |
| 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 | 1 | 0.0222222222222222 | OK |
| 10% type I error level | 1 | 0.0222222222222222 | OK |
