| Multiple Linear Regression - Estimated Regression Equation |
| werkloosheid[t] = + 1.54451965078872 -0.112572244790880maand[t] -3.93284564582941indicator[t] + 1.00796554976765economie[t] + 0.995091256179224`financiën`[t] + 0.892220731906652spaarvermogen[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) | 1.54451965078872 | 0.561517 | 2.7506 | 0.008078 | 0.004039 |
| maand | -0.112572244790880 | 0.044449 | -2.5326 | 0.014261 | 0.00713 |
| indicator | -3.93284564582941 | 0.029754 | -132.1801 | 0 | 0 |
| economie | 1.00796554976765 | 0.022118 | 45.5724 | 0 | 0 |
| `financiën` | 0.995091256179224 | 0.12856 | 7.7403 | 0 | 0 |
| spaarvermogen | 0.892220731906652 | 0.056435 | 15.8098 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.998822807707077 |
| R-squared | 0.99764700119585 |
| Adjusted R-squared | 0.997429130936206 |
| F-TEST (value) | 4579.08758555641 |
| F-TEST (DF numerator) | 5 |
| F-TEST (DF denominator) | 54 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1.17146454492620 |
| Sum Squared Residuals | 74.1057757210336 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 17 | 15.7134562600286 | 1.28654373997144 |
| 2 | 23 | 20.5392040357259 | 2.46079596427408 |
| 3 | 24 | 23.8506228640973 | 0.149377135902722 |
| 4 | 27 | 27.1028365760521 | -0.102836576052094 |
| 5 | 31 | 32.318295657129 | -1.31829565712902 |
| 6 | 40 | 38.5812504430566 | 1.41874955694335 |
| 7 | 47 | 47.7424294635515 | -0.742429463551458 |
| 8 | 43 | 43.5031234806668 | -0.503123480666781 |
| 9 | 60 | 61.693234315532 | -1.69323431553206 |
| 10 | 64 | 63.7651979584137 | 0.234802041586297 |
| 11 | 65 | 65.6493373734295 | -0.649337373429456 |
| 12 | 65 | 63.7503115845451 | 1.24968841545488 |
| 13 | 55 | 55.3762728783173 | -0.376272878317263 |
| 14 | 57 | 58.9754397621134 | -1.97543976211336 |
| 15 | 57 | 56.1888804980193 | 0.811119501980669 |
| 16 | 57 | 56.4171975606712 | 0.582802439328783 |
| 17 | 65 | 63.3772866687368 | 1.62271333126325 |
| 18 | 69 | 70.2922335100337 | -1.29223351003371 |
| 19 | 70 | 67.8606166415854 | 2.13938335841457 |
| 20 | 71 | 72.9732051983898 | -1.97320519838984 |
| 21 | 71 | 70.4474568464843 | 0.552543153515698 |
| 22 | 73 | 72.4344667857726 | 0.565533214227364 |
| 23 | 68 | 66.535203197751 | 1.46479680224902 |
| 24 | 65 | 65.663536638226 | -0.663536638226006 |
| 25 | 57 | 57.9965598510108 | -0.996559851010842 |
| 26 | 41 | 40.1264748061954 | 0.873525193804584 |
| 27 | 21 | 22.1289592059900 | -1.12895920599002 |
| 28 | 21 | 19.8555640071994 | 1.1444359928006 |
| 29 | 17 | 16.6562102655208 | 0.343789734479206 |
| 30 | 9 | 9.04458462369071 | -0.0445846236907088 |
| 31 | 11 | 12.0960998141912 | -1.09609981419123 |
| 32 | 6 | 5.92967040639594 | 0.0703295936040589 |
| 33 | -2 | -1.9726499875726 | -0.0273500124273982 |
| 34 | 0 | -0.890735073779348 | 0.890735073779348 |
| 35 | 5 | 4.89545887279813 | 0.104541127201869 |
| 36 | 3 | 2.47424869605333 | 0.525751303946666 |
| 37 | 7 | 8.59865677365676 | -1.59865677365676 |
| 38 | 4 | 4.40790126841214 | -0.407901268412138 |
| 39 | 8 | 8.440444865444 | -0.440444865443997 |
| 40 | 9 | 7.55792585405566 | 1.44207414594434 |
| 41 | 14 | 14.8123992068729 | -0.812399206872864 |
| 42 | 12 | 13.7549302612071 | -1.75493026120706 |
| 43 | 12 | 11.7062240303934 | 0.293775969606594 |
| 44 | 7 | 6.69696151946638 | 0.303038480533619 |
| 45 | 15 | 16.8027657205393 | -1.80276572053927 |
| 46 | 14 | 13.9608553110602 | 0.0391446889398421 |
| 47 | 19 | 18.3573616262948 | 0.642638373705174 |
| 48 | 39 | 38.3954521072499 | 0.604547892750058 |
| 49 | 12 | 10.6054030722168 | 1.39459692778316 |
| 50 | 11 | 12.2541988804792 | -1.25419888047923 |
| 51 | 17 | 18.1728659095375 | -1.17286590953751 |
| 52 | 16 | 17.3674688352449 | -1.36746883524489 |
| 53 | 25 | 25.196531024594 | -0.196531024593982 |
| 54 | 24 | 23.1774273519886 | 0.822572648011439 |
| 55 | 28 | 29.4304545410414 | -1.43045454104141 |
| 56 | 25 | 26.3441802022519 | -1.34418020225188 |
| 57 | 31 | 29.4973773609655 | 1.50262263903448 |
| 58 | 24 | 22.722621305657 | 1.27737869434299 |
| 59 | 24 | 23.4791963820127 | 0.520803617987259 |
| 60 | 33 | 32.1688549033352 | 0.831145096664802 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 9 | 0.063776502110284 | 0.127553004220568 | 0.936223497889716 |
| 10 | 0.186488053118418 | 0.372976106236836 | 0.813511946881582 |
| 11 | 0.258483886650326 | 0.516967773300652 | 0.741516113349674 |
| 12 | 0.322406860403230 | 0.644813720806459 | 0.67759313959677 |
| 13 | 0.242432022881075 | 0.484864045762151 | 0.757567977118925 |
| 14 | 0.63607650385945 | 0.7278469922811 | 0.36392349614055 |
| 15 | 0.554123260112802 | 0.891753479774395 | 0.445876739887198 |
| 16 | 0.47017778564228 | 0.94035557128456 | 0.52982221435772 |
| 17 | 0.558057144638614 | 0.883885710722773 | 0.441942855361386 |
| 18 | 0.490162873142093 | 0.980325746284186 | 0.509837126857907 |
| 19 | 0.86571790775318 | 0.268564184493641 | 0.134282092246821 |
| 20 | 0.929278653657791 | 0.141442692684418 | 0.0707213463422089 |
| 21 | 0.896030367016752 | 0.207939265966495 | 0.103969632983248 |
| 22 | 0.852087026834692 | 0.295825946330617 | 0.147912973165308 |
| 23 | 0.848319740165321 | 0.303360519669358 | 0.151680259834679 |
| 24 | 0.871355751222342 | 0.257288497555317 | 0.128644248777658 |
| 25 | 0.881461287891455 | 0.23707742421709 | 0.118538712108545 |
| 26 | 0.860487105405771 | 0.279025789188457 | 0.139512894594229 |
| 27 | 0.905778122693089 | 0.188443754613822 | 0.094221877306911 |
| 28 | 0.897331522167967 | 0.205336955664066 | 0.102668477832033 |
| 29 | 0.860419900442157 | 0.279160199115686 | 0.139580099557843 |
| 30 | 0.843706954418072 | 0.312586091163856 | 0.156293045581928 |
| 31 | 0.833996608001866 | 0.332006783996267 | 0.166003391998133 |
| 32 | 0.780440256204385 | 0.439119487591231 | 0.219559743795616 |
| 33 | 0.737777449583709 | 0.524445100832582 | 0.262222550416291 |
| 34 | 0.69171313331715 | 0.616573733365701 | 0.308286866682850 |
| 35 | 0.670345802180619 | 0.659308395638762 | 0.329654197819381 |
| 36 | 0.654103059377893 | 0.691793881244213 | 0.345896940622107 |
| 37 | 0.673179920849219 | 0.653640158301562 | 0.326820079150781 |
| 38 | 0.600590131238947 | 0.798819737522106 | 0.399409868761053 |
| 39 | 0.553847068995049 | 0.892305862009902 | 0.446152931004951 |
| 40 | 0.817510437117653 | 0.364979125764693 | 0.182489562882347 |
| 41 | 0.787913377037938 | 0.424173245924124 | 0.212086622962062 |
| 42 | 0.801050114277732 | 0.397899771444535 | 0.198949885722268 |
| 43 | 0.769029014938004 | 0.461941970123991 | 0.230970985061996 |
| 44 | 0.697781100528196 | 0.604437798943609 | 0.302218899471805 |
| 45 | 0.653256848835485 | 0.693486302329031 | 0.346743151164515 |
| 46 | 0.582173247322013 | 0.835653505355975 | 0.417826752677987 |
| 47 | 0.483700336328202 | 0.967400672656403 | 0.516299663671798 |
| 48 | 0.373099429710948 | 0.746198859421896 | 0.626900570289052 |
| 49 | 0.480123960553188 | 0.960247921106376 | 0.519876039446812 |
| 50 | 0.394689869872242 | 0.789379739744485 | 0.605310130127758 |
| 51 | 0.381009874167565 | 0.76201974833513 | 0.618990125832435 |
| 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 | 0 | 0 | OK |
| 10% type I error level | 0 | 0 | OK |
