| Multiple Linear Regression - Estimated Regression Equation |
| Werkloosheid[t] = + 235.631767332067 -4.50586331058313Consumentenvertrouwen[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) | 235.631767332067 | 10.877472 | 21.6624 | 0 | 0 |
| Consumentenvertrouwen | -4.50586331058313 | 1.131043 | -3.9838 | 0.000126 | 6.3e-05 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.363866557825529 |
| R-squared | 0.132398871903799 |
| Adjusted R-squared | 0.124056553364412 |
| F-TEST (value) | 15.8707523908017 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 104 |
| p-value | 0.000126018845868048 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 75.1284511785672 |
| Sum Squared Residuals | 587005.554354997 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 235.1 | 231.125904021486 | 3.97409597851359 |
| 2 | 280.7 | 231.125904021484 | 49.5740959785156 |
| 3 | 264.6 | 226.620040710901 | 37.9799592890988 |
| 4 | 240.7 | 235.631767332067 | 5.0682326679325 |
| 5 | 201.4 | 231.125904021484 | -29.7259040214844 |
| 6 | 240.8 | 235.631767332067 | 5.16823266793252 |
| 7 | 241.1 | 240.137630642651 | 0.962369357349377 |
| 8 | 223.8 | 249.149357263817 | -25.3493572638169 |
| 9 | 206.1 | 249.149357263817 | -43.0493572638169 |
| 10 | 174.7 | 249.149357263817 | -74.4493572638169 |
| 11 | 203.3 | 253.6552205744 | -50.3552205744 |
| 12 | 220.5 | 271.678673816732 | -51.1786738167325 |
| 13 | 299.5 | 276.184537127316 | 23.3154628726844 |
| 14 | 347.4 | 294.207990369648 | 53.1920096303518 |
| 15 | 338.3 | 316.737306922564 | 21.5626930774363 |
| 16 | 327.7 | 285.196263748482 | 42.5037362515181 |
| 17 | 351.6 | 276.184537127316 | 75.4154628726844 |
| 18 | 396.6 | 280.690400437899 | 115.909599562101 |
| 19 | 438.8 | 294.207990369648 | 144.592009630352 |
| 20 | 395.6 | 285.196263748482 | 110.403736251518 |
| 21 | 363.5 | 258.161083884983 | 105.338916115017 |
| 22 | 378.8 | 303.219716990814 | 75.5802830091856 |
| 23 | 357 | 262.666947195566 | 94.3330528044337 |
| 24 | 369 | 262.666947195566 | 106.333052804434 |
| 25 | 464.8 | 249.149357263817 | 215.650642736183 |
| 26 | 479.1 | 240.137630642651 | 238.962369357349 |
| 27 | 431.3 | 249.149357263817 | 182.150642736183 |
| 28 | 366.5 | 253.6552205744 | 112.8447794256 |
| 29 | 326.3 | 262.666947195566 | 63.6330528044338 |
| 30 | 355.1 | 235.631767332067 | 119.468232667933 |
| 31 | 331.6 | 253.6552205744 | 77.9447794256 |
| 32 | 261.3 | 244.643493953234 | 16.6565060467663 |
| 33 | 249 | 244.643493953234 | 4.35650604676626 |
| 34 | 205.5 | 262.666947195566 | -57.1669471955663 |
| 35 | 235.6 | 267.172810506149 | -31.5728105061494 |
| 36 | 240.9 | 262.666947195566 | -21.7669471955662 |
| 37 | 264.9 | 262.666947195566 | 2.23305280443373 |
| 38 | 253.8 | 249.149357263817 | 4.65064273618314 |
| 39 | 232.3 | 244.643493953234 | -12.3434939532337 |
| 40 | 193.8 | 258.161083884983 | -64.3610838849831 |
| 41 | 177 | 285.196263748482 | -108.196263748482 |
| 42 | 213.2 | 285.196263748482 | -71.9962637484819 |
| 43 | 207.2 | 285.196263748482 | -77.9962637484819 |
| 44 | 180.6 | 280.690400437899 | -100.090400437899 |
| 45 | 188.6 | 298.713853680231 | -110.113853680231 |
| 46 | 175.4 | 271.678673816732 | -96.2786738167325 |
| 47 | 199 | 276.184537127316 | -77.1845371273156 |
| 48 | 179.6 | 258.161083884983 | -78.5610838849831 |
| 49 | 225.8 | 240.137630642651 | -14.3376306426506 |
| 50 | 234 | 244.643493953234 | -10.6434939532337 |
| 51 | 200.2 | 258.161083884983 | -57.9610838849831 |
| 52 | 183.6 | 253.6552205744 | -70.0552205744 |
| 53 | 178.2 | 262.666947195566 | -84.4669471955663 |
| 54 | 203.2 | 244.643493953234 | -41.4434939532338 |
| 55 | 208.5 | 244.643493953234 | -36.1434939532337 |
| 56 | 191.8 | 244.643493953234 | -52.8434939532337 |
| 57 | 172.8 | 244.643493953234 | -71.8434939532337 |
| 58 | 148 | 226.620040710901 | -78.6200407109012 |
| 59 | 159.4 | 231.125904021484 | -71.7259040214844 |
| 60 | 154.5 | 271.678673816732 | -117.178673816732 |
| 61 | 213.2 | 240.137630642651 | -26.9376306426506 |
| 62 | 196.4 | 231.125904021484 | -34.7259040214844 |
| 63 | 182.8 | 240.137630642651 | -57.3376306426506 |
| 64 | 176.4 | 226.620040710901 | -50.2200407109012 |
| 65 | 153.6 | 226.620040710901 | -73.0200407109012 |
| 66 | 173.2 | 231.125904021484 | -57.9259040214844 |
| 67 | 171 | 240.137630642651 | -69.1376306426506 |
| 68 | 151.2 | 244.643493953234 | -93.4434939532338 |
| 69 | 161.9 | 244.643493953234 | -82.7434939532338 |
| 70 | 157.2 | 240.137630642651 | -82.9376306426506 |
| 71 | 201.7 | 271.678673816732 | -69.9786738167325 |
| 72 | 236.4 | 253.6552205744 | -17.2552205744000 |
| 73 | 356.1 | 262.666947195566 | 93.4330528044338 |
| 74 | 398.3 | 249.149357263817 | 149.150642736183 |
| 75 | 403.7 | 249.149357263817 | 154.550642736183 |
| 76 | 384.6 | 267.172810506149 | 117.427189493851 |
| 77 | 365.8 | 276.184537127316 | 89.6154628726844 |
| 78 | 368.1 | 285.196263748482 | 82.9037362515181 |
| 79 | 367.9 | 294.207990369648 | 73.6920096303518 |
| 80 | 347 | 285.196263748482 | 61.8037362515181 |
| 81 | 343.3 | 276.184537127316 | 67.1154628726844 |
| 82 | 292.9 | 312.231443611981 | -19.3314436119807 |
| 83 | 311.5 | 334.760760164896 | -23.2607601648963 |
| 84 | 300.9 | 348.278350096646 | -47.3783500966457 |
| 85 | 366.9 | 325.74903354373 | 41.1509664562699 |
| 86 | 356.9 | 343.772486786063 | 13.1275132139375 |
| 87 | 329.7 | 343.772486786063 | -14.0724867860625 |
| 88 | 316.2 | 334.760760164896 | -18.5607601648963 |
| 89 | 269 | 321.243170233147 | -52.2431702331469 |
| 90 | 289.3 | 316.737306922564 | -27.4373069225637 |
| 91 | 266.2 | 312.231443611981 | -46.0314436119807 |
| 92 | 253.6 | 285.196263748482 | -31.5962637484819 |
| 93 | 233.8 | 285.196263748482 | -51.3962637484819 |
| 94 | 228.4 | 289.702127059065 | -61.302127059065 |
| 95 | 253.6 | 280.690400437899 | -27.0904004378988 |
| 96 | 260.1 | 303.219716990814 | -43.1197169908144 |
| 97 | 306.6 | 303.219716990814 | 3.38028300918563 |
| 98 | 309.2 | 303.219716990814 | 5.9802830091856 |
| 99 | 309.5 | 294.207990369648 | 15.2920096303519 |
| 100 | 271 | 271.678673816732 | -0.678673816732501 |
| 101 | 279.9 | 294.207990369648 | -14.3079903696482 |
| 102 | 317.9 | 276.184537127316 | 41.7154628726843 |
| 103 | 298.4 | 267.172810506149 | 31.2271894938506 |
| 104 | 246.7 | 253.6552205744 | -6.95522057440001 |
| 105 | 227.3 | 253.6552205744 | -26.3552205744 |
| 106 | 209.1 | 244.643493953234 | -35.5434939532337 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0984807877742278 | 0.196961575548456 | 0.901519212225772 |
| 6 | 0.0349128709147215 | 0.0698257418294429 | 0.965087129085278 |
| 7 | 0.0117254142043963 | 0.0234508284087926 | 0.988274585795604 |
| 8 | 0.00346077450729410 | 0.00692154901458821 | 0.996539225492706 |
| 9 | 0.00112904053542727 | 0.00225808107085454 | 0.998870959464573 |
| 10 | 0.000893736339207853 | 0.00178747267841571 | 0.999106263660792 |
| 11 | 0.000275543005429394 | 0.000551086010858787 | 0.99972445699457 |
| 12 | 0.000309490244722149 | 0.000618980489444299 | 0.999690509755278 |
| 13 | 0.00312464956048102 | 0.00624929912096205 | 0.996875350439519 |
| 14 | 0.00827197307823975 | 0.0165439461564795 | 0.99172802692176 |
| 15 | 0.00434998338484944 | 0.00869996676969887 | 0.99565001661515 |
| 16 | 0.00292746685212461 | 0.00585493370424922 | 0.997072533147875 |
| 17 | 0.00402272263795045 | 0.0080454452759009 | 0.99597727736205 |
| 18 | 0.012165229799199 | 0.024330459598398 | 0.9878347702008 |
| 19 | 0.0330522246863660 | 0.0661044493727321 | 0.966947775313634 |
| 20 | 0.0371661754522276 | 0.0743323509044553 | 0.962833824547772 |
| 21 | 0.0525483646079552 | 0.105096729215910 | 0.947451635392045 |
| 22 | 0.0377934347465358 | 0.0755868694930717 | 0.962206565253464 |
| 23 | 0.040721071324449 | 0.081442142648898 | 0.95927892867555 |
| 24 | 0.0500252350216086 | 0.100050470043217 | 0.94997476497839 |
| 25 | 0.368730361930999 | 0.737460723861997 | 0.631269638069001 |
| 26 | 0.858934325046338 | 0.282131349907324 | 0.141065674953662 |
| 27 | 0.955019070156753 | 0.0899618596864936 | 0.0449809298432468 |
| 28 | 0.964744676383767 | 0.0705106472324667 | 0.0352553236162333 |
| 29 | 0.95884235493012 | 0.082315290139759 | 0.0411576450698795 |
| 30 | 0.974541353579112 | 0.0509172928417769 | 0.0254586464208884 |
| 31 | 0.974674386958555 | 0.0506512260828899 | 0.0253256130414449 |
| 32 | 0.96835283673069 | 0.0632943265386218 | 0.0316471632693109 |
| 33 | 0.961162170501115 | 0.0776756589977703 | 0.0388378294988852 |
| 34 | 0.968628318899569 | 0.0627433622008614 | 0.0313716811004307 |
| 35 | 0.967325070032851 | 0.0653498599342972 | 0.0326749299671486 |
| 36 | 0.962814433888808 | 0.074371132222383 | 0.0371855661111915 |
| 37 | 0.954108526306874 | 0.0917829473862522 | 0.0458914736931261 |
| 38 | 0.943195372222821 | 0.113609255554357 | 0.0568046277771787 |
| 39 | 0.931468369934285 | 0.137063260131431 | 0.0685316300657154 |
| 40 | 0.938602132526104 | 0.122795734947792 | 0.0613978674738961 |
| 41 | 0.969390024839992 | 0.0612199503200150 | 0.0306099751600075 |
| 42 | 0.973883914672162 | 0.0522321706556758 | 0.0261160853278379 |
| 43 | 0.978007200556738 | 0.0439855988865231 | 0.0219927994432615 |
| 44 | 0.985308945435652 | 0.0293821091286957 | 0.0146910545643478 |
| 45 | 0.991282742755776 | 0.0174345144884471 | 0.00871725724422353 |
| 46 | 0.993579209068156 | 0.0128415818636883 | 0.00642079093184416 |
| 47 | 0.993818745727234 | 0.0123625085455324 | 0.00618125427276621 |
| 48 | 0.994205683706486 | 0.0115886325870283 | 0.00579431629351414 |
| 49 | 0.991944160757789 | 0.0161116784844229 | 0.00805583924221145 |
| 50 | 0.988786068255724 | 0.0224278634885515 | 0.0112139317442758 |
| 51 | 0.986953011812657 | 0.0260939763746856 | 0.0130469881873428 |
| 52 | 0.986207195215038 | 0.0275856095699239 | 0.0137928047849619 |
| 53 | 0.987228361088138 | 0.0255432778237237 | 0.0127716389118619 |
| 54 | 0.983521192350693 | 0.0329576152986142 | 0.0164788076493071 |
| 55 | 0.978363299160214 | 0.0432734016795716 | 0.0216367008397858 |
| 56 | 0.9738500771989 | 0.0522998456022007 | 0.0261499228011004 |
| 57 | 0.972211257124275 | 0.0555774857514493 | 0.0277887428757247 |
| 58 | 0.971846711007155 | 0.0563065779856898 | 0.0281532889928449 |
| 59 | 0.96980036696293 | 0.0603992660741387 | 0.0301996330370694 |
| 60 | 0.981522923508608 | 0.0369541529827849 | 0.0184770764913925 |
| 61 | 0.974696235708485 | 0.0506075285830311 | 0.0253037642915156 |
| 62 | 0.966648651471363 | 0.0667026970572746 | 0.0333513485286373 |
| 63 | 0.961411916914761 | 0.0771761661704774 | 0.0385880830852387 |
| 64 | 0.953921032539823 | 0.0921579349203538 | 0.0460789674601769 |
| 65 | 0.954559783354985 | 0.0908804332900305 | 0.0454402166450153 |
| 66 | 0.951266856121127 | 0.097466287757746 | 0.048733143878873 |
| 67 | 0.95420588319186 | 0.0915882336162807 | 0.0457941168081404 |
| 68 | 0.970431578696113 | 0.0591368426077743 | 0.0295684213038871 |
| 69 | 0.98144622827264 | 0.0371075434547207 | 0.0185537717273604 |
| 70 | 0.991786711014382 | 0.0164265779712351 | 0.00821328898561757 |
| 71 | 0.994713185087064 | 0.0105736298258712 | 0.0052868149129356 |
| 72 | 0.99429767689637 | 0.0114046462072579 | 0.00570232310362896 |
| 73 | 0.994040326831783 | 0.0119193463364349 | 0.00595967316821747 |
| 74 | 0.997810455635297 | 0.00437908872940507 | 0.00218954436470253 |
| 75 | 0.999626708487657 | 0.000746583024686149 | 0.000373291512343074 |
| 76 | 0.99990613560236 | 0.000187728795277668 | 9.3864397638834e-05 |
| 77 | 0.999960451130915 | 7.9097738169271e-05 | 3.95488690846355e-05 |
| 78 | 0.99998593787389 | 2.81242522199263e-05 | 1.40621261099631e-05 |
| 79 | 0.999995299943725 | 9.40011255080505e-06 | 4.70005627540253e-06 |
| 80 | 0.999997955227325 | 4.08954534958307e-06 | 2.04477267479153e-06 |
| 81 | 0.999999625966502 | 7.48066995776547e-07 | 3.74033497888274e-07 |
| 82 | 0.999998970371816 | 2.05925636748107e-06 | 1.02962818374053e-06 |
| 83 | 0.999997292402461 | 5.41519507728363e-06 | 2.70759753864181e-06 |
| 84 | 0.999995675521268 | 8.6489574641448e-06 | 4.3244787320724e-06 |
| 85 | 0.999997390480769 | 5.21903846278061e-06 | 2.60951923139030e-06 |
| 86 | 0.999996211318279 | 7.57736344179065e-06 | 3.78868172089533e-06 |
| 87 | 0.999990321320148 | 1.93573597050362e-05 | 9.67867985251808e-06 |
| 88 | 0.999974725825888 | 5.05483482239593e-05 | 2.52741741119797e-05 |
| 89 | 0.999949638762333 | 0.000100722475334257 | 5.03612376671285e-05 |
| 90 | 0.999862762017916 | 0.000274475964167282 | 0.000137237982083641 |
| 91 | 0.999743541729955 | 0.000512916540089529 | 0.000256458270044765 |
| 92 | 0.999413689409927 | 0.00117262118014494 | 0.000586310590072468 |
| 93 | 0.999254274360133 | 0.00149145127973352 | 0.000745725639866761 |
| 94 | 0.999570579800688 | 0.000858840398624452 | 0.000429420199312226 |
| 95 | 0.999056184916857 | 0.00188763016628616 | 0.000943815083143079 |
| 96 | 0.99946043685124 | 0.00107912629751862 | 0.000539563148759312 |
| 97 | 0.998286874029767 | 0.00342625194046548 | 0.00171312597023274 |
| 98 | 0.994970833499983 | 0.0100583330000337 | 0.00502916650001684 |
| 99 | 0.984100702890376 | 0.0317985942192488 | 0.0158992971096244 |
| 100 | 0.95373802587718 | 0.0925239482456408 | 0.0462619741228204 |
| 101 | 0.996795857267365 | 0.00640828546527091 | 0.00320414273263545 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 34 | 0.350515463917526 | NOK |
| 5% type I error level | 58 | 0.597938144329897 | NOK |
| 10% type I error level | 89 | 0.917525773195876 | NOK |
