| Multiple Linear Regression - Estimated Regression Equation |
| uurloon[t] = + 208.816893645343 + 0.144566354919626inflatie[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) | 208.816893645343 | 3.568222 | 58.5213 | 0 | 0 |
| inflatie | 0.144566354919626 | 1.566058 | 0.0923 | 0.926714 | 0.463357 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.0110327518319243 |
| R-squared | 0.000121721612984829 |
| Adjusted R-squared | -0.0141622537925439 |
| F-TEST (value) | 0.00852155016576935 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 70 |
| p-value | 0.926713644276811 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 8.40652619334202 |
| Sum Squared Residuals | 4946.87778475418 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 194.9 | 209.075667420648 | -14.1756674206482 |
| 2 | 195.5 | 209.098798037436 | -13.5987980374359 |
| 3 | 196 | 209.143613607461 | -13.143613607461 |
| 4 | 196.2 | 209.111809009379 | -12.9118090093787 |
| 5 | 196.2 | 209.129156971969 | -12.929156971969 |
| 6 | 196.2 | 209.214451121372 | -13.0144511213716 |
| 7 | 196.2 | 209.220233775568 | -13.0202337755684 |
| 8 | 197 | 209.233244747511 | -12.2332447475111 |
| 9 | 197.7 | 209.302636597873 | -11.6026365978726 |
| 10 | 198 | 209.246255719454 | -11.2462557194539 |
| 11 | 198.2 | 209.265049345593 | -11.0650493455935 |
| 12 | 198.5 | 209.176863869092 | -10.6768638690925 |
| 13 | 198.6 | 209.134939626166 | -10.5349396261658 |
| 14 | 199.5 | 209.142167943912 | -9.64216794391176 |
| 15 | 200 | 209.119037327125 | -9.11903732712462 |
| 16 | 201.3 | 209.220233775568 | -7.92023377556835 |
| 17 | 202.2 | 209.27083199979 | -7.07083199979024 |
| 18 | 202.9 | 209.240473065257 | -6.3404730652571 |
| 19 | 203.5 | 209.19999448588 | -5.69999448587961 |
| 20 | 203.5 | 209.202885812978 | -5.70288581297801 |
| 21 | 204 | 209.143613607461 | -5.14361360746096 |
| 22 | 204.1 | 209.156624579404 | -5.05662457940373 |
| 23 | 204.3 | 209.124819981321 | -4.8248199813214 |
| 24 | 204.5 | 209.132048299067 | -4.63204829906739 |
| 25 | 204.8 | 209.23613607461 | -4.43613607460951 |
| 26 | 205.1 | 209.197103158781 | -4.09710315878123 |
| 27 | 205.7 | 209.202885812978 | -3.50288581297802 |
| 28 | 206.5 | 209.078558747747 | -2.57855874774713 |
| 29 | 206.9 | 209.009166897386 | -2.1091668973857 |
| 30 | 207.1 | 208.944112037672 | -1.84411203767188 |
| 31 | 207.8 | 209.00193857964 | -1.20193857963971 |
| 32 | 208 | 208.999047252541 | -0.999047252541332 |
| 33 | 208.5 | 208.999047252541 | -0.499047252541332 |
| 34 | 208.6 | 209.003384243189 | -0.403384243188927 |
| 35 | 209 | 208.975916635754 | 0.024083364245808 |
| 36 | 209.1 | 209.014949551583 | 0.0850504484175031 |
| 37 | 209.7 | 208.991818934795 | 0.708181065204638 |
| 38 | 209.8 | 209.068439102903 | 0.731560897097258 |
| 39 | 209.9 | 209.071330430001 | 0.82866956999886 |
| 40 | 210 | 209.030851850624 | 0.96914814937635 |
| 41 | 210.8 | 208.967242654459 | 1.832757345541 |
| 42 | 211.4 | 209.051091140312 | 2.34890885968761 |
| 43 | 211.7 | 209.032297514173 | 2.66770248582714 |
| 44 | 212 | 209.075667420649 | 2.92433257935126 |
| 45 | 212.2 | 209.077113084198 | 3.12288691580206 |
| 46 | 212.4 | 209.045308486116 | 3.35469151388439 |
| 47 | 212.9 | 209.085787065493 | 3.8142129345069 |
| 48 | 213.4 | 209.068439102903 | 4.33156089709725 |
| 49 | 213.7 | 209.046754149665 | 4.65324585033518 |
| 50 | 214 | 208.999047252541 | 5.00095274745867 |
| 51 | 214.3 | 208.980253626402 | 5.31974637359823 |
| 52 | 214.8 | 209.094461046788 | 5.70553895321172 |
| 53 | 215 | 209.194211831683 | 5.80578816831717 |
| 54 | 215.9 | 209.143613607461 | 6.75638639253905 |
| 55 | 216.4 | 209.165298560699 | 7.2347014393011 |
| 56 | 216.9 | 209.143613607461 | 7.75638639253905 |
| 57 | 217.2 | 209.110363345829 | 8.08963665417054 |
| 58 | 217.5 | 209.230353420413 | 8.26964657958727 |
| 59 | 217.9 | 209.185537850388 | 8.71446214961236 |
| 60 | 218.1 | 209.14505927101 | 8.95494072898984 |
| 61 | 218.6 | 209.143613607461 | 9.45638639253904 |
| 62 | 218.9 | 209.188429177486 | 9.71157082251396 |
| 63 | 219.3 | 209.260712354946 | 10.0392876450542 |
| 64 | 220.4 | 209.215896784921 | 11.1841032150792 |
| 65 | 220.9 | 209.179755196191 | 11.7202448038091 |
| 66 | 221 | 209.231799083962 | 11.7682009160381 |
| 67 | 221.8 | 209.27083199979 | 12.5291680002098 |
| 68 | 222 | 209.266495009143 | 12.7335049908574 |
| 69 | 222.2 | 209.273723326889 | 12.9262766731114 |
| 70 | 222.5 | 209.173972541994 | 13.3260274580059 |
| 71 | 222.9 | 209.188429177486 | 13.711570822514 |
| 72 | 223.1 | 209.23469041106 | 13.8653095889397 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.000123374542553486 | 0.000246749085106971 | 0.999876625457446 |
| 6 | 2.07945464228865e-05 | 4.15890928457729e-05 | 0.999979205453577 |
| 7 | 1.35331505980224e-06 | 2.70663011960448e-06 | 0.99999864668494 |
| 8 | 1.3875871387718e-07 | 2.77517427754361e-07 | 0.999999861241286 |
| 9 | 1.27253677695828e-08 | 2.54507355391657e-08 | 0.999999987274632 |
| 10 | 9.28373292705801e-09 | 1.8567465854116e-08 | 0.999999990716267 |
| 11 | 2.73361447573023e-09 | 5.46722895146046e-09 | 0.999999997266386 |
| 12 | 2.39753410457788e-08 | 4.79506820915577e-08 | 0.99999997602466 |
| 13 | 1.03295266576916e-07 | 2.06590533153831e-07 | 0.999999896704733 |
| 14 | 4.97711365651618e-07 | 9.95422731303236e-07 | 0.999999502288634 |
| 15 | 1.88252019114834e-06 | 3.76504038229667e-06 | 0.999998117479809 |
| 16 | 7.82230883500204e-06 | 1.56446176700041e-05 | 0.999992177691165 |
| 17 | 2.64687818427489e-05 | 5.29375636854977e-05 | 0.999973531218157 |
| 18 | 0.000112347961325214 | 0.000224695922650429 | 0.999887652038675 |
| 19 | 0.000614559440369245 | 0.00122911888073849 | 0.99938544055963 |
| 20 | 0.00228227555148455 | 0.0045645511029691 | 0.997717724448515 |
| 21 | 0.00969391109687763 | 0.0193878221937553 | 0.990306088903122 |
| 22 | 0.0286371291467823 | 0.0572742582935645 | 0.971362870853218 |
| 23 | 0.0690042903253586 | 0.138008580650717 | 0.930995709674641 |
| 24 | 0.143144423637652 | 0.286288847275304 | 0.856855576362348 |
| 25 | 0.396957989304436 | 0.793915978608872 | 0.603042010695564 |
| 26 | 0.765244522742497 | 0.469510954515006 | 0.234755477257503 |
| 27 | 0.989230476740164 | 0.0215390465196718 | 0.0107695232598359 |
| 28 | 0.999054178103369 | 0.00189164379326284 | 0.000945821896631422 |
| 29 | 0.999622347242339 | 0.000755305515322951 | 0.000377652757661476 |
| 30 | 0.999544458727897 | 0.000911082544205415 | 0.000455541272102708 |
| 31 | 0.999608882285583 | 0.000782235428833707 | 0.000391117714416853 |
| 32 | 0.999605390654724 | 0.000789218690552749 | 0.000394609345276374 |
| 33 | 0.99955911674952 | 0.000881766500959874 | 0.000440883250479937 |
| 34 | 0.999506129113065 | 0.000987741773870027 | 0.000493870886935013 |
| 35 | 0.99924970612909 | 0.0015005877418192 | 0.0007502938709096 |
| 36 | 0.999199081438848 | 0.00160183712230467 | 0.000800918561152334 |
| 37 | 0.998859479949173 | 0.0022810401016541 | 0.00114052005082705 |
| 38 | 0.999483217817783 | 0.00103356436443443 | 0.000516782182217216 |
| 39 | 0.999807354112359 | 0.00038529177528286 | 0.00019264588764143 |
| 40 | 0.999829394952234 | 0.000341210095531305 | 0.000170605047765653 |
| 41 | 0.99969612534006 | 0.000607749319881324 | 0.000303874659940662 |
| 42 | 0.99974128160401 | 0.000517436791981286 | 0.000258718395990643 |
| 43 | 0.999689928262651 | 0.000620143474698061 | 0.000310071737349031 |
| 44 | 0.999810267968267 | 0.000379464063465322 | 0.000189732031732661 |
| 45 | 0.99988497588815 | 0.000230048223702377 | 0.000115024111851189 |
| 46 | 0.999870638382582 | 0.000258723234835584 | 0.000129361617417792 |
| 47 | 0.999923503014211 | 0.00015299397157753 | 7.64969857887652e-05 |
| 48 | 0.999928090052668 | 0.000143819894663967 | 7.19099473319837e-05 |
| 49 | 0.999902050417076 | 0.000195899165847249 | 9.79495829236244e-05 |
| 50 | 0.99981025582084 | 0.000379488358321333 | 0.000189744179160667 |
| 51 | 0.999679637831264 | 0.000640724337471942 | 0.000320362168735971 |
| 52 | 0.999646384752431 | 0.000707230495137893 | 0.000353615247568947 |
| 53 | 0.99995513668931 | 8.97266213799058e-05 | 4.48633106899529e-05 |
| 54 | 0.999967499123027 | 6.5001753946655e-05 | 3.25008769733275e-05 |
| 55 | 0.999980928675157 | 3.81426496863245e-05 | 1.90713248431622e-05 |
| 56 | 0.999978981413115 | 4.20371737699061e-05 | 2.1018586884953e-05 |
| 57 | 0.999963234047147 | 7.35319057051092e-05 | 3.67659528525546e-05 |
| 58 | 0.999988133681447 | 2.37326371058844e-05 | 1.18663185529422e-05 |
| 59 | 0.999989182089623 | 2.16358207539473e-05 | 1.08179103769737e-05 |
| 60 | 0.999983017453983 | 3.39650920337079e-05 | 1.6982546016854e-05 |
| 61 | 0.999976152782438 | 4.76944351234185e-05 | 2.38472175617092e-05 |
| 62 | 0.999984557101548 | 3.08857969039207e-05 | 1.54428984519604e-05 |
| 63 | 0.999991347611474 | 1.73047770518231e-05 | 8.65238852591157e-06 |
| 64 | 0.999985429824424 | 2.91403511511274e-05 | 1.45701755755637e-05 |
| 65 | 0.99997383668981 | 5.23266203820475e-05 | 2.61633101910238e-05 |
| 66 | 0.99997615280769 | 4.76943846182326e-05 | 2.38471923091163e-05 |
| 67 | 0.999729280274863 | 0.000541439450274884 | 0.000270719725137442 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 56 | 0.888888888888889 | NOK |
| 5% type I error level | 58 | 0.92063492063492 | NOK |
| 10% type I error level | 59 | 0.936507936507937 | NOK |
