| Multiple Linear Regression - Estimated Regression Equation |
| Werkloosheid[t] = + 11.8776091849868 + 0.0243650510801236consumerconfidence[t] + 0.0195104753475393HICP[t] -0.884739521144813OLO12[t] -4.62917896606381e-05Bel20[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) | 11.8776091849868 | 0.699979 | 16.9685 | 0 | 0 |
| consumerconfidence | 0.0243650510801236 | 0.009285 | 2.6241 | 0.011223 | 0.005611 |
| HICP | 0.0195104753475393 | 0.047095 | 0.4143 | 0.680282 | 0.340141 |
| OLO12 | -0.884739521144813 | 0.185007 | -4.7822 | 1.3e-05 | 7e-06 |
| Bel20 | -4.62917896606381e-05 | 7.3e-05 | -0.6299 | 0.531395 | 0.265698 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.79173314676329 |
| R-squared | 0.626841375683701 |
| Adjusted R-squared | 0.599702566642515 |
| F-TEST (value) | 23.0976007359946 |
| F-TEST (DF numerator) | 4 |
| F-TEST (DF denominator) | 55 |
| p-value | 3.07646130792705e-11 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.418788040236288 |
| Sum Squared Residuals | 9.64608824547228 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 8.3 | 8.10186360046423 | 0.198136399535775 |
| 2 | 8.7 | 8.62319130437793 | 0.0768086956220665 |
| 3 | 8.9 | 8.8470702879809 | 0.052929712019109 |
| 4 | 8.9 | 9.13867462944095 | -0.238674629440954 |
| 5 | 8.1 | 8.40083462383876 | -0.300834623838760 |
| 6 | 8 | 8.26068764037629 | -0.260687640376292 |
| 7 | 8.3 | 8.75238913775627 | -0.452389137756270 |
| 8 | 8.5 | 8.33827150315664 | 0.161728496843361 |
| 9 | 8.7 | 8.2769021990741 | 0.423097800925895 |
| 10 | 8.6 | 8.14371542299115 | 0.456284577008847 |
| 11 | 8.3 | 8.06055112368221 | 0.239448876317786 |
| 12 | 7.9 | 8.18498682269283 | -0.284986822692834 |
| 13 | 7.9 | 8.09205238937331 | -0.192052389373308 |
| 14 | 8.1 | 8.13989010554186 | -0.03989010554186 |
| 15 | 8.3 | 8.24782474851637 | 0.0521752514836275 |
| 16 | 8.1 | 7.9440601521958 | 0.155939847804205 |
| 17 | 7.4 | 7.92641364913521 | -0.526413649135208 |
| 18 | 7.3 | 7.66222178983115 | -0.362221789831151 |
| 19 | 7.7 | 7.46496375971349 | 0.235036240286510 |
| 20 | 8 | 7.46941674179716 | 0.530583258202842 |
| 21 | 8 | 7.40196010318972 | 0.598039896810278 |
| 22 | 7.7 | 7.38842852015415 | 0.311571479845853 |
| 23 | 6.9 | 7.235904821314 | -0.335904821313998 |
| 24 | 6.6 | 7.7364114212293 | -1.13641142122930 |
| 25 | 6.9 | 7.65297091377792 | -0.752970913777916 |
| 26 | 7.5 | 7.20003087367767 | 0.299969126322330 |
| 27 | 7.9 | 7.07465011062472 | 0.825349889375276 |
| 28 | 7.7 | 6.89450719929075 | 0.80549280070925 |
| 29 | 6.5 | 6.81110129921645 | -0.311101299216446 |
| 30 | 6.1 | 6.71089221614751 | -0.610892216147513 |
| 31 | 6.4 | 6.98535950225213 | -0.585359502252127 |
| 32 | 6.8 | 7.28961999097614 | -0.489619990976144 |
| 33 | 7.1 | 7.28505700345561 | -0.185057003455609 |
| 34 | 7.3 | 7.2772495999853 | 0.0227504000146947 |
| 35 | 7.2 | 7.33211753541315 | -0.132117535413152 |
| 36 | 7 | 7.04099916606083 | -0.04099916606083 |
| 37 | 7 | 7.36419847302746 | -0.364198473027458 |
| 38 | 7 | 7.4191215166813 | -0.419121516681301 |
| 39 | 7.3 | 7.32224811376027 | -0.0222481137602742 |
| 40 | 7.5 | 7.59540679050298 | -0.095406790502983 |
| 41 | 7.2 | 7.69233328217517 | -0.492333282175171 |
| 42 | 7.7 | 7.54060689050802 | 0.159393109491985 |
| 43 | 8 | 7.76323792339733 | 0.236762076602668 |
| 44 | 7.9 | 7.76278138304212 | 0.137218616957876 |
| 45 | 8 | 7.9353024167379 | 0.0646975832620961 |
| 46 | 8 | 8.02672117267862 | -0.0267211726786213 |
| 47 | 7.9 | 7.7538603026076 | 0.146139697392404 |
| 48 | 7.9 | 8.1346668623097 | -0.234666862309691 |
| 49 | 8 | 8.35950330692978 | -0.359503306929781 |
| 50 | 8.1 | 8.1896219778874 | -0.0896219778874 |
| 51 | 8.1 | 8.17138249996817 | -0.0713824999681715 |
| 52 | 8.2 | 8.16103771844725 | 0.0389622815527481 |
| 53 | 8 | 7.95442219678094 | 0.0455778032190585 |
| 54 | 8.3 | 7.7282609762002 | 0.571739023799794 |
| 55 | 8.5 | 7.79076578328884 | 0.709234216711163 |
| 56 | 8.6 | 7.79076973768339 | 0.809230262316611 |
| 57 | 8.7 | 8.083917274731 | 0.616082725269009 |
| 58 | 8.7 | 8.40700635783305 | 0.292993642166954 |
| 59 | 8.5 | 8.34191320335341 | 0.158086796646587 |
| 60 | 8.4 | 8.41767193076613 | -0.0176719307661328 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 8 | 0.271464321764375 | 0.542928643528749 | 0.728535678235625 |
| 9 | 0.179587036901179 | 0.359174073802359 | 0.82041296309882 |
| 10 | 0.106270464634777 | 0.212540929269554 | 0.893729535365223 |
| 11 | 0.106073965775046 | 0.212147931550093 | 0.893926034224954 |
| 12 | 0.148948293639207 | 0.297896587278414 | 0.851051706360793 |
| 13 | 0.148891031405388 | 0.297782062810776 | 0.851108968594612 |
| 14 | 0.0901328420104733 | 0.180265684020947 | 0.909867157989527 |
| 15 | 0.064190418264467 | 0.128380836528934 | 0.935809581735533 |
| 16 | 0.0375905513149076 | 0.0751811026298151 | 0.962409448685092 |
| 17 | 0.0523160934543923 | 0.104632186908785 | 0.947683906545608 |
| 18 | 0.0370984220733622 | 0.0741968441467245 | 0.962901577926638 |
| 19 | 0.0450472256944068 | 0.0900944513888136 | 0.954952774305593 |
| 20 | 0.0554837557580325 | 0.110967511516065 | 0.944516244241968 |
| 21 | 0.0562044681698792 | 0.112408936339758 | 0.94379553183012 |
| 22 | 0.0507304058757532 | 0.101460811751506 | 0.949269594124247 |
| 23 | 0.129873698612080 | 0.259747397224159 | 0.87012630138792 |
| 24 | 0.50752521010779 | 0.98494957978442 | 0.49247478989221 |
| 25 | 0.752292945347382 | 0.495414109305236 | 0.247707054652618 |
| 26 | 0.704276034321566 | 0.591447931356868 | 0.295723965678434 |
| 27 | 0.756158264134937 | 0.487683471730125 | 0.243841735865063 |
| 28 | 0.857324624522905 | 0.28535075095419 | 0.142675375477095 |
| 29 | 0.907744265792935 | 0.184511468414131 | 0.0922557342070654 |
| 30 | 0.93715611735277 | 0.125687765294461 | 0.0628438826472303 |
| 31 | 0.945265163594642 | 0.109469672810717 | 0.0547348364053584 |
| 32 | 0.969582582505454 | 0.0608348349890913 | 0.0304174174945456 |
| 33 | 0.976192296741168 | 0.0476154065176641 | 0.0238077032588321 |
| 34 | 0.973290551733482 | 0.0534188965330356 | 0.0267094482665178 |
| 35 | 0.973261408621209 | 0.0534771827575827 | 0.0267385913787914 |
| 36 | 0.977466740947142 | 0.0450665181057168 | 0.0225332590528584 |
| 37 | 0.998403121558186 | 0.00319375688362773 | 0.00159687844181387 |
| 38 | 0.999519016231511 | 0.000961967536977669 | 0.000480983768488835 |
| 39 | 0.99902491205188 | 0.00195017589624126 | 0.00097508794812063 |
| 40 | 0.997859620708322 | 0.00428075858335631 | 0.00214037929167816 |
| 41 | 0.998763662743205 | 0.00247267451359055 | 0.00123633725679528 |
| 42 | 0.99765647994173 | 0.00468704011654148 | 0.00234352005827074 |
| 43 | 0.996243802923622 | 0.00751239415275626 | 0.00375619707637813 |
| 44 | 0.992245310643073 | 0.0155093787138535 | 0.00775468935692674 |
| 45 | 0.984184136873695 | 0.0316317262526108 | 0.0158158631263054 |
| 46 | 0.968940787777267 | 0.062118424445466 | 0.031059212222733 |
| 47 | 0.97861459658885 | 0.0427708068222984 | 0.0213854034111492 |
| 48 | 0.968572413951043 | 0.0628551720979136 | 0.0314275860489568 |
| 49 | 0.933511466882324 | 0.132977066235351 | 0.0664885331176757 |
| 50 | 0.880788055066782 | 0.238423889866436 | 0.119211944933218 |
| 51 | 0.997349117357282 | 0.00530176528543614 | 0.00265088264271807 |
| 52 | 0.99579370883605 | 0.00841258232789953 | 0.00420629116394976 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 9 | 0.2 | NOK |
| 5% type I error level | 14 | 0.311111111111111 | NOK |
| 10% type I error level | 22 | 0.488888888888889 | NOK |
