| Multiple Linear Regression - Estimated Regression Equation |
| werklozen-25[t] = + 173.218398257015 -3.97737434591834buitenlandse_handel[t] + 0.575419054811092ruwe_aardolie[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) | 173.218398257015 | 20.835746 | 8.3135 | 0 | 0 |
| buitenlandse_handel | -3.97737434591834 | 1.54868 | -2.5682 | 0.012867 | 0.006433 |
| ruwe_aardolie | 0.575419054811092 | 0.203605 | 2.8262 | 0.006485 | 0.003243 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.362985939755321 |
| R-squared | 0.131758792460053 |
| Adjusted R-squared | 0.101294188686722 |
| F-TEST (value) | 4.32497968594604 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 57 |
| p-value | 0.0178341013100068 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 16.3536743151294 |
| Sum Squared Residuals | 15244.2318255034 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 113 | 125.485353891331 | -12.485353891331 |
| 2 | 110 | 126.481527142926 | -16.4815271429261 |
| 3 | 107 | 121.647644588482 | -14.6476445884821 |
| 4 | 103 | 125.32300787881 | -22.3230078788099 |
| 5 | 98 | 125.097197873889 | -27.0971978738893 |
| 6 | 98 | 126.158762081830 | -28.1587620818304 |
| 7 | 137 | 127.085885046848 | 9.91411495315156 |
| 8 | 148 | 139.339544468526 | 8.6604555314745 |
| 9 | 147 | 125.382812540978 | 21.6171874590217 |
| 10 | 139 | 120.553119707167 | 18.4468802928327 |
| 11 | 130 | 126.613343135131 | 3.38665686486884 |
| 12 | 128 | 133.280717614106 | -5.28071761410603 |
| 13 | 127 | 130.706667475155 | -3.70666747515457 |
| 14 | 123 | 133.078092267748 | -10.0780922677485 |
| 15 | 118 | 126.900522272135 | -8.9005222721352 |
| 16 | 114 | 126.611248274815 | -12.6112482748146 |
| 17 | 108 | 127.914488485776 | -19.9144884857764 |
| 18 | 111 | 127.013343326410 | -16.0133433264102 |
| 19 | 151 | 128.995578022049 | 22.0044219779509 |
| 20 | 159 | 142.760326801192 | 16.2396731988079 |
| 21 | 158 | 122.905019171430 | 35.0949808285703 |
| 22 | 148 | 122.062114204317 | 25.9378857956833 |
| 23 | 138 | 129.214935549649 | 8.78506445035052 |
| 24 | 137 | 130.372226136592 | 6.62777386340805 |
| 25 | 136 | 132.612701120124 | 3.38729887987635 |
| 26 | 133 | 130.323399465118 | 2.67660053488166 |
| 27 | 126 | 120.931667606169 | 5.06833239383104 |
| 28 | 120 | 127.093371603682 | -7.09337160368225 |
| 29 | 114 | 132.526556158273 | -18.5265561582726 |
| 30 | 116 | 121.892617427703 | -5.89261742770348 |
| 31 | 153 | 131.003958419710 | 21.9960415802895 |
| 32 | 162 | 141.007198946675 | 20.9928010533254 |
| 33 | 161 | 125.760131762806 | 35.2398682371938 |
| 34 | 149 | 128.573232654060 | 20.4267673459397 |
| 35 | 139 | 128.668791136691 | 10.3312088633091 |
| 36 | 135 | 128.788762955058 | 6.21123704494158 |
| 37 | 130 | 132.700746344631 | -2.700746344631 |
| 38 | 127 | 131.470914037250 | -4.47091403725029 |
| 39 | 122 | 124.61747849679 | -2.61747849679000 |
| 40 | 117 | 129.615439430041 | -12.6154394300405 |
| 41 | 112 | 130.143260490552 | -18.1432604905517 |
| 42 | 113 | 127.912366924170 | -14.9123669241703 |
| 43 | 149 | 139.085802992718 | 9.91419700728241 |
| 44 | 157 | 147.052227962021 | 9.94777203797884 |
| 45 | 157 | 131.170803244316 | 25.8291967556838 |
| 46 | 147 | 135.612004267944 | 11.3879957320557 |
| 47 | 137 | 127.862841965925 | 9.13715803407544 |
| 48 | 132 | 132.260970508627 | -0.260970508627183 |
| 49 | 125 | 136.902339524265 | -11.9023395242655 |
| 50 | 123 | 134.466222062098 | -11.4662220620980 |
| 51 | 117 | 121.312115767827 | -4.31211576782693 |
| 52 | 114 | 140.782758814009 | -26.7827588140088 |
| 53 | 111 | 133.114323076033 | -22.1143230760333 |
| 54 | 112 | 131.667228101369 | -19.6672281013687 |
| 55 | 144 | 142.178233970111 | 1.82176602988898 |
| 56 | 150 | 147.458848526991 | 2.54115147300884 |
| 57 | 149 | 129.822227795742 | 19.1777722042583 |
| 58 | 134 | 124.715467632479 | 9.28453236752144 |
| 59 | 123 | 123.834378191845 | -0.8343781918454 |
| 60 | 116 | 136.075132658882 | -20.0751326588819 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.00247292313421816 | 0.00494584626843633 | 0.997527076865782 |
| 7 | 0.584708501377585 | 0.830582997244831 | 0.415291498622415 |
| 8 | 0.43582241221643 | 0.87164482443286 | 0.56417758778357 |
| 9 | 0.727487966115488 | 0.545024067769024 | 0.272512033884512 |
| 10 | 0.768386620713444 | 0.463226758573111 | 0.231613379286556 |
| 11 | 0.684093054849715 | 0.631813890300569 | 0.315906945150285 |
| 12 | 0.615193673183997 | 0.769612653632006 | 0.384806326816003 |
| 13 | 0.567835345925046 | 0.864329308149908 | 0.432164654074954 |
| 14 | 0.594104150959736 | 0.811791698080528 | 0.405895849040264 |
| 15 | 0.54816644550003 | 0.903667108999941 | 0.451833554499971 |
| 16 | 0.506702860179238 | 0.986594279641524 | 0.493297139820762 |
| 17 | 0.54987946941518 | 0.90024106116964 | 0.45012053058482 |
| 18 | 0.569170743943838 | 0.861658512112324 | 0.430829256056162 |
| 19 | 0.65407156828292 | 0.69185686343416 | 0.34592843171708 |
| 20 | 0.611895591718584 | 0.776208816562833 | 0.388104408281416 |
| 21 | 0.852713510858007 | 0.294572978283987 | 0.147286489141994 |
| 22 | 0.887675295470428 | 0.224649409059144 | 0.112324704529572 |
| 23 | 0.848921028817399 | 0.302157942365202 | 0.151078971182601 |
| 24 | 0.79792401046838 | 0.40415197906324 | 0.20207598953162 |
| 25 | 0.740032551813881 | 0.519934896372237 | 0.259967448186119 |
| 26 | 0.67819516889273 | 0.64360966221454 | 0.32180483110727 |
| 27 | 0.611626981583062 | 0.776746036833875 | 0.388373018416938 |
| 28 | 0.596188260997373 | 0.807623478005254 | 0.403811739002627 |
| 29 | 0.709666093066054 | 0.580667813867892 | 0.290333906933946 |
| 30 | 0.686533674039576 | 0.626932651920848 | 0.313466325960424 |
| 31 | 0.667534370322076 | 0.664931259355847 | 0.332465629677924 |
| 32 | 0.636806887846319 | 0.726386224307363 | 0.363193112153681 |
| 33 | 0.774921846612308 | 0.450156306775384 | 0.225078153387692 |
| 34 | 0.785085660780931 | 0.429828678438138 | 0.214914339219069 |
| 35 | 0.754225903304782 | 0.491548193390436 | 0.245774096695218 |
| 36 | 0.709286176400551 | 0.581427647198898 | 0.290713823599449 |
| 37 | 0.663824396525815 | 0.67235120694837 | 0.336175603474185 |
| 38 | 0.619342988152111 | 0.761314023695777 | 0.380657011847889 |
| 39 | 0.570549288660239 | 0.858901422679522 | 0.429450711339761 |
| 40 | 0.560731280564019 | 0.878537438871962 | 0.439268719435981 |
| 41 | 0.607783303962624 | 0.784433392074753 | 0.392216696037376 |
| 42 | 0.63589015438087 | 0.728219691238261 | 0.364109845619130 |
| 43 | 0.562212104343538 | 0.875575791312924 | 0.437787895656462 |
| 44 | 0.526957901897649 | 0.946084196204702 | 0.473042098102351 |
| 45 | 0.687483781446749 | 0.625032437106501 | 0.312516218553251 |
| 46 | 0.679724392899227 | 0.640551214201545 | 0.320275607100772 |
| 47 | 0.632543966000666 | 0.734912067998668 | 0.367456033999334 |
| 48 | 0.547486024222993 | 0.905027951554015 | 0.452513975777008 |
| 49 | 0.469832735367704 | 0.939665470735407 | 0.530167264632296 |
| 50 | 0.384302323615748 | 0.768604647231497 | 0.615697676384252 |
| 51 | 0.281657006980615 | 0.56331401396123 | 0.718342993019385 |
| 52 | 0.341680459488987 | 0.683360918977973 | 0.658319540511013 |
| 53 | 0.377080226138143 | 0.754160452276285 | 0.622919773861857 |
| 54 | 0.858610245529508 | 0.282779508940984 | 0.141389754470492 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 1 | 0.0204081632653061 | NOK |
| 5% type I error level | 1 | 0.0204081632653061 | OK |
| 10% type I error level | 1 | 0.0204081632653061 | OK |
