| Multiple Linear Regression - Estimated Regression Equation |
| werklozen[t] = + 245.835030830493 -0.0600382870744318faillissementen[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) | 245.835030830493 | 14.085548 | 17.453 | 0 | 0 |
| faillissementen | -0.0600382870744318 | 0.020176 | -2.9757 | 0.00401 | 0.002005 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.335103814391781 |
| R-squared | 0.112294566419921 |
| Adjusted R-squared | 0.09961306022592 |
| F-TEST (value) | 8.8549865214781 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 70 |
| p-value | 0.00400991597917932 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 26.6107846933963 |
| Sum Squared Residuals | 49569.3703398807 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 216.234 | 208.191024834823 | 8.0429751651772 |
| 2 | 213.586 | 204.048383026688 | 9.53761697331209 |
| 3 | 209.465 | 196.303443994086 | 13.1615560059138 |
| 4 | 204.045 | 205.189110481102 | -1.14411048110214 |
| 5 | 200.237 | 206.449914509665 | -6.2129145096652 |
| 6 | 203.666 | 198.704975477063 | 4.9610245229365 |
| 7 | 241.476 | 221.099256555827 | 20.3767434441734 |
| 8 | 260.307 | 224.701553780292 | 35.6054462197076 |
| 9 | 243.324 | 195.462907975044 | 47.8610920249558 |
| 10 | 244.46 | 202.067119553232 | 42.3928804467683 |
| 11 | 233.575 | 204.048383026688 | 29.5266169733121 |
| 12 | 237.217 | 207.350488815782 | 29.8665111842183 |
| 13 | 235.243 | 204.108421313762 | 31.1345786862376 |
| 14 | 230.354 | 207.530603677005 | 22.8233963229950 |
| 15 | 227.184 | 200.085856079775 | 27.0981439202246 |
| 16 | 221.678 | 207.710718538228 | 13.9672814617717 |
| 17 | 217.142 | 202.547425849827 | 14.5945741501729 |
| 18 | 219.452 | 194.562333668928 | 24.8896663310723 |
| 19 | 256.446 | 220.73902683338 | 35.7069731666201 |
| 20 | 265.845 | 223.800979474176 | 42.0440205258240 |
| 21 | 248.624 | 196.363482281161 | 52.2605177188393 |
| 22 | 241.114 | 204.588727610358 | 36.5252723896422 |
| 23 | 229.245 | 209.752020298759 | 19.4929797012411 |
| 24 | 231.805 | 205.249148768177 | 26.5558512318234 |
| 25 | 219.277 | 201.406698395413 | 17.8703016045871 |
| 26 | 219.313 | 204.34857446206 | 14.9644255379399 |
| 27 | 212.61 | 204.828880758656 | 7.78111924134447 |
| 28 | 214.771 | 210.17228830828 | 4.59871169172002 |
| 29 | 211.142 | 202.067119553232 | 9.07488044676832 |
| 30 | 211.457 | 201.947042979083 | 9.50995702091718 |
| 31 | 240.048 | 222.660252019762 | 17.3877479802382 |
| 32 | 240.636 | 225.962357808856 | 14.6736421911445 |
| 33 | 230.58 | 203.387961868869 | 27.1920381311308 |
| 34 | 208.795 | 202.907655572274 | 5.88734442772627 |
| 35 | 197.922 | 206.389876222591 | -8.46787622259077 |
| 36 | 194.596 | 206.630029370888 | -12.0340293708885 |
| 37 | 194.581 | 207.290450528707 | -12.7094505287073 |
| 38 | 185.686 | 207.230412241633 | -21.5444122416328 |
| 39 | 178.106 | 202.727540711050 | -24.6215407110504 |
| 40 | 172.608 | 206.569991083814 | -33.9619910838141 |
| 41 | 167.302 | 207.890833399452 | -40.5888333994516 |
| 42 | 168.053 | 201.947042979083 | -33.8940429790828 |
| 43 | 202.3 | 222.300022297315 | -20.0000222973152 |
| 44 | 202.388 | 225.181860076888 | -22.7938600768879 |
| 45 | 182.516 | 198.284707467542 | -15.7687074675425 |
| 46 | 173.476 | 194.682410243077 | -21.2064102430766 |
| 47 | 166.444 | 206.870182519186 | -40.4261825191862 |
| 48 | 171.297 | 208.070948260675 | -36.7739482606749 |
| 49 | 169.701 | 204.708804184507 | -35.0078041845067 |
| 50 | 164.182 | 208.791407705568 | -44.6094077055681 |
| 51 | 161.914 | 202.907655572274 | -40.9936555722737 |
| 52 | 159.612 | 202.907655572274 | -43.2956555722737 |
| 53 | 151.001 | 208.070948260675 | -57.0699482606749 |
| 54 | 158.114 | 190.839959870313 | -32.7259598703129 |
| 55 | 186.53 | 213.954700393969 | -27.4247003939692 |
| 56 | 187.069 | 224.401362344920 | -37.3323623449203 |
| 57 | 174.33 | 190.779921583238 | -16.4499215832385 |
| 58 | 169.362 | 196.123329132863 | -26.7613291328629 |
| 59 | 166.827 | 203.327923581795 | -36.5009235817947 |
| 60 | 178.037 | 194.32218052063 | -16.2851805206300 |
| 61 | 186.413 | 199.305358347808 | -12.8923583478078 |
| 62 | 189.226 | 198.704975477063 | -9.4789754770635 |
| 63 | 191.563 | 185.436514033614 | 6.12648596638592 |
| 64 | 188.906 | 198.464822328766 | -9.55882232876576 |
| 65 | 186.005 | 201.766928117860 | -15.7619281178595 |
| 66 | 195.309 | 191.440342741057 | 3.86865725894275 |
| 67 | 223.532 | 213.894662106895 | 9.63733789310527 |
| 68 | 226.899 | 222.600213732687 | 4.29878626731265 |
| 69 | 214.126 | 186.337088339731 | 27.7889116602695 |
| 70 | 206.903 | 195.342831400895 | 11.5601685991047 |
| 71 | 204.442 | 192.280878760099 | 12.1611212399007 |
| 72 | 220.375 | 198.885090338287 | 21.4899096617132 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0277253781144998 | 0.0554507562289997 | 0.9722746218855 |
| 6 | 0.00731909636700973 | 0.0146381927340195 | 0.99268090363299 |
| 7 | 0.00926966309585688 | 0.0185393261917138 | 0.990730336904143 |
| 8 | 0.00882115297301535 | 0.0176423059460307 | 0.991178847026985 |
| 9 | 0.140847130778666 | 0.281694261557331 | 0.859152869221334 |
| 10 | 0.180619598530374 | 0.361239197060748 | 0.819380401469626 |
| 11 | 0.137167989603916 | 0.274335979207831 | 0.862832010396084 |
| 12 | 0.102719037737539 | 0.205438075475079 | 0.89728096226246 |
| 13 | 0.0788022181797535 | 0.157604436359507 | 0.921197781820246 |
| 14 | 0.0512580990569164 | 0.102516198113833 | 0.948741900943084 |
| 15 | 0.0351056620194777 | 0.0702113240389554 | 0.964894337980522 |
| 16 | 0.0222616456640492 | 0.0445232913280983 | 0.97773835433595 |
| 17 | 0.0136379055779855 | 0.027275811155971 | 0.986362094422015 |
| 18 | 0.00875192726151996 | 0.0175038545230399 | 0.99124807273848 |
| 19 | 0.0083525537585603 | 0.0167051075171206 | 0.99164744624144 |
| 20 | 0.0109079709469802 | 0.0218159418939603 | 0.98909202905302 |
| 21 | 0.0399088976264742 | 0.0798177952529484 | 0.960091102373526 |
| 22 | 0.0455074022043019 | 0.0910148044086037 | 0.954492597795698 |
| 23 | 0.0375431130809493 | 0.0750862261618987 | 0.96245688691905 |
| 24 | 0.0342547686976443 | 0.0685095373952886 | 0.965745231302356 |
| 25 | 0.0282725365251830 | 0.0565450730503659 | 0.971727463474817 |
| 26 | 0.0241874952908469 | 0.0483749905816938 | 0.975812504709153 |
| 27 | 0.0227614888867544 | 0.0455229777735088 | 0.977238511113246 |
| 28 | 0.0238676769102435 | 0.0477353538204871 | 0.976132323089757 |
| 29 | 0.0212168792697132 | 0.0424337585394264 | 0.978783120730287 |
| 30 | 0.0188111419999873 | 0.0376222839999746 | 0.981188858000013 |
| 31 | 0.0222952443030867 | 0.0445904886061733 | 0.977704755696913 |
| 32 | 0.0331324766752752 | 0.0662649533505504 | 0.966867523324725 |
| 33 | 0.0527287525821166 | 0.105457505164233 | 0.947271247417883 |
| 34 | 0.057253401539161 | 0.114506803078322 | 0.942746598460839 |
| 35 | 0.0831996618919438 | 0.166399323783888 | 0.916800338108056 |
| 36 | 0.119104190143089 | 0.238208380286178 | 0.880895809856911 |
| 37 | 0.155180250483188 | 0.310360500966376 | 0.844819749516812 |
| 38 | 0.226578888316661 | 0.453157776633322 | 0.773421111683339 |
| 39 | 0.30630664240681 | 0.61261328481362 | 0.69369335759319 |
| 40 | 0.446083372868408 | 0.892166745736815 | 0.553916627131592 |
| 41 | 0.614511768266738 | 0.770976463466523 | 0.385488231733262 |
| 42 | 0.689787681554084 | 0.620424636891832 | 0.310212318445916 |
| 43 | 0.692671005096149 | 0.614657989807702 | 0.307328994903851 |
| 44 | 0.692665184039353 | 0.614669631921295 | 0.307334815960647 |
| 45 | 0.661573534052471 | 0.676852931895057 | 0.338426465947529 |
| 46 | 0.647164319128822 | 0.705671361742357 | 0.352835680871178 |
| 47 | 0.705091559945829 | 0.589816880108343 | 0.294908440054172 |
| 48 | 0.725616889986268 | 0.548766220027464 | 0.274383110013732 |
| 49 | 0.738074645608038 | 0.523850708783924 | 0.261925354391962 |
| 50 | 0.788670244089595 | 0.42265951182081 | 0.211329755910405 |
| 51 | 0.828034144112358 | 0.343931711775283 | 0.171965855887642 |
| 52 | 0.87481247424679 | 0.250375051506421 | 0.125187525753210 |
| 53 | 0.95858488308777 | 0.082830233824461 | 0.0414151169122305 |
| 54 | 0.972927059525113 | 0.0541458809497744 | 0.0270729404748872 |
| 55 | 0.964910804165137 | 0.0701783916697262 | 0.0350891958348631 |
| 56 | 0.968173518807437 | 0.0636529623851261 | 0.0318264811925631 |
| 57 | 0.958395593538905 | 0.083208812922189 | 0.0416044064610945 |
| 58 | 0.965934010875446 | 0.0681319782491072 | 0.0340659891245536 |
| 59 | 0.9900362514612 | 0.0199274970776013 | 0.00996374853880065 |
| 60 | 0.990481252489847 | 0.0190374950203050 | 0.00951874751015252 |
| 61 | 0.988889660178166 | 0.0222206796436684 | 0.0111103398218342 |
| 62 | 0.985519346791271 | 0.0289613064174578 | 0.0144806532087289 |
| 63 | 0.969562793741694 | 0.0608744125166128 | 0.0304372062583064 |
| 64 | 0.967464224320403 | 0.0650715513591937 | 0.0325357756795968 |
| 65 | 0.993669934675754 | 0.0126601306484916 | 0.00633006532424582 |
| 66 | 0.995095231757366 | 0.00980953648526808 | 0.00490476824263404 |
| 67 | 0.976931150417696 | 0.0461376991646077 | 0.0230688495823038 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 1 | 0.0158730158730159 | NOK |
| 5% type I error level | 21 | 0.333333333333333 | NOK |
| 10% type I error level | 37 | 0.587301587301587 | NOK |
