| Multiple Linear Regression - Estimated Regression Equation |
| werklozen[t] = + 237704.099217795 + 1197.29428041116month[t] -59.5262196333698faillissementen[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) | 237704.099217795 | 15295.646298 | 15.5406 | 0 | 0 |
| month | 1197.29428041116 | 903.784949 | 1.3248 | 0.189623 | 0.094811 |
| faillissementen | -59.5262196333698 | 20.071758 | -2.9657 | 0.004145 | 0.002073 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.366487177533564 |
| R-squared | 0.134312851296518 |
| Adjusted R-squared | 0.109220470174678 |
| F-TEST (value) | 5.35273438755537 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 69 |
| p-value | 0.00690165868774717 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 26468.4312427775 |
| Sum Squared Residuals | 48339871819.3012 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 216234 | 201578.453788083 | 14655.5462119170 |
| 2 | 213586 | 198668.438913792 | 14917.5610862082 |
| 3 | 209465 | 192186.850861498 | 17278.1491385018 |
| 4 | 204045 | 202194.025647648 | 1850.97435235183 |
| 5 | 200237 | 204641.37054036 | -4404.37054036009 |
| 6 | 203666 | 198159.782488067 | 5506.21751193346 |
| 7 | 241476 | 221560.356691725 | 19915.6433082754 |
| 8 | 260307 | 226329.224150138 | 33977.775849862 |
| 9 | 243324 | 198537.249469098 | 44786.7505309020 |
| 10 | 244460 | 206282.42790918 | 38177.5720908201 |
| 11 | 233575 | 209444.087437492 | 24130.9125625078 |
| 12 | 237217 | 213915.323797739 | 23301.6762022613 |
| 13 | 235243 | 197530.670853014 | 37712.3291469860 |
| 14 | 230354 | 202120.959652527 | 28233.0403474727 |
| 15 | 227184 | 195937.002698401 | 31246.9973015994 |
| 16 | 221678 | 204694.126872250 | 16983.8731277503 |
| 17 | 217142 | 200772.166264191 | 16369.8337358089 |
| 18 | 219452 | 194052.473333364 | 25399.526666636 |
| 19 | 256446 | 221203.199373924 | 35242.8006260756 |
| 20 | 265845 | 225436.330855637 | 40408.6691443626 |
| 21 | 248624 | 199430.142763599 | 49193.8572364014 |
| 22 | 241114 | 208782.529133781 | 32331.4708662186 |
| 23 | 229245 | 215099.078302662 | 14145.9216973376 |
| 24 | 231805 | 211831.906110571 | 19973.0938894292 |
| 25 | 219277 | 194851.990969512 | 24425.0090304876 |
| 26 | 219313 | 198966.070011959 | 20346.9299880413 |
| 27 | 212610 | 200639.574049437 | 11970.4259505632 |
| 28 | 214771 | 207134.701877218 | 7636.29812278214 |
| 29 | 211142 | 200295.956507124 | 10846.0434928759 |
| 30 | 211457 | 201374.198348269 | 10082.8016517315 |
| 31 | 240048 | 223108.038402192 | 16939.9615978077 |
| 32 | 240636 | 227579.274762439 | 13056.7252375613 |
| 33 | 230580 | 206394.710460703 | 24185.2895392971 |
| 34 | 208795 | 207115.794984047 | 1679.20501595295 |
| 35 | 197922 | 211765.610003194 | -13843.6100031937 |
| 36 | 194596 | 213201.009162138 | -18605.0091621383 |
| 37 | 194581 | 200685.560493583 | -6104.56049358264 |
| 38 | 185686 | 201823.328554360 | -16137.3285543604 |
| 39 | 178106 | 198556.156362269 | -20450.1563622688 |
| 40 | 172608 | 203563.128699216 | -30955.1286992157 |
| 41 | 167302 | 206069.999811561 | -38767.999811561 |
| 42 | 168053 | 201374.198348269 | -33321.1983482685 |
| 43 | 202300 | 222750.881084392 | -20450.8810843920 |
| 44 | 202388 | 226805.433907205 | -24417.4339072049 |
| 45 | 182516 | 201334.981791866 | -18818.9817918664 |
| 46 | 173476 | 198960.702894275 | -25484.7028942754 |
| 47 | 166444 | 212241.819760261 | -45797.8197602606 |
| 48 | 171297 | 214629.638433339 | -43332.6384333392 |
| 49 | 169701 | 198125.933049348 | -28424.9330493477 |
| 50 | 164182 | 203371.010264828 | -39189.010264828 |
| 51 | 161914 | 198734.735021169 | -36820.7350211690 |
| 52 | 159612 | 199932.02930158 | -40320.0293015801 |
| 53 | 151001 | 206248.578470461 | -55247.5784704611 |
| 54 | 158114 | 190361.847716095 | -32247.8477160951 |
| 55 | 186530 | 214476.736555354 | -27946.7365553536 |
| 56 | 187069 | 226031.593051971 | -38962.5930519711 |
| 57 | 174330 | 193894.204337695 | -19564.2043376952 |
| 58 | 169362 | 200389.332165476 | -31027.3321654763 |
| 59 | 166827 | 208729.772801892 | -41902.7728018918 |
| 60 | 178037 | 200998.134137297 | -22961.1341372975 |
| 61 | 186413 | 192768.573282344 | -6355.57328234446 |
| 62 | 189226 | 193370.605366422 | -4144.60536642192 |
| 63 | 191563 | 181412.605107858 | 10150.3948921417 |
| 64 | 188906 | 195527.089048711 | -6621.08904871075 |
| 65 | 186005 | 199998.325408957 | -13993.3254089572 |
| 66 | 195309 | 190957.109912429 | 4351.89008757120 |
| 67 | 223532 | 214417.210335720 | 9114.78966427974 |
| 68 | 226899 | 224245.80646297 | 2653.19353702996 |
| 69 | 214126 | 189489.264084826 | 24636.7359151742 |
| 70 | 206903 | 199615.491310242 | 7287.50868975755 |
| 71 | 204442 | 197776.948389352 | 6665.05161064825 |
| 72 | 220375 | 205522.126829434 | 14852.8731705664 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.00121844896356674 | 0.00243689792713349 | 0.998781551036433 |
| 7 | 0.0305317147269220 | 0.0610634294538439 | 0.969468285273078 |
| 8 | 0.0249289341898581 | 0.0498578683797162 | 0.975071065810142 |
| 9 | 0.0663672232126066 | 0.132734446425213 | 0.933632776787393 |
| 10 | 0.0363234224383769 | 0.0726468448767538 | 0.963676577561623 |
| 11 | 0.0232449585814649 | 0.0464899171629297 | 0.976755041418535 |
| 12 | 0.0147537603300565 | 0.0295075206601129 | 0.985246239669944 |
| 13 | 0.0327336852098661 | 0.0654673704197323 | 0.967266314790134 |
| 14 | 0.0241281380401124 | 0.0482562760802248 | 0.975871861959888 |
| 15 | 0.0186242149551600 | 0.0372484299103199 | 0.98137578504484 |
| 16 | 0.010549757734328 | 0.021099515468656 | 0.989450242265672 |
| 17 | 0.00597943286027305 | 0.0119588657205461 | 0.994020567139727 |
| 18 | 0.00347447740877852 | 0.00694895481755704 | 0.996525522591222 |
| 19 | 0.003117213000459 | 0.006234426000918 | 0.99688278699954 |
| 20 | 0.00360416862158796 | 0.00720833724317592 | 0.996395831378412 |
| 21 | 0.00884328522872347 | 0.0176865704574469 | 0.991156714771277 |
| 22 | 0.00745677093541117 | 0.0149135418708223 | 0.992543229064589 |
| 23 | 0.00839582727741918 | 0.0167916545548384 | 0.99160417272258 |
| 24 | 0.00782002597075991 | 0.0156400519415198 | 0.99217997402924 |
| 25 | 0.0065686476784567 | 0.0131372953569134 | 0.993431352321543 |
| 26 | 0.00530758911298822 | 0.0106151782259764 | 0.994692410887012 |
| 27 | 0.00439899650496177 | 0.00879799300992354 | 0.995601003495038 |
| 28 | 0.00431000375040448 | 0.00862000750080896 | 0.995689996249596 |
| 29 | 0.00391740878282377 | 0.00783481756564754 | 0.996082591217176 |
| 30 | 0.00377634236064765 | 0.0075526847212953 | 0.996223657639352 |
| 31 | 0.00471648666874131 | 0.00943297333748263 | 0.99528351333126 |
| 32 | 0.00771809403743091 | 0.0154361880748618 | 0.99228190596257 |
| 33 | 0.0117586440800862 | 0.0235172881601724 | 0.988241355919914 |
| 34 | 0.0201468745822802 | 0.0402937491645603 | 0.97985312541772 |
| 35 | 0.0592142208336376 | 0.118428441667275 | 0.940785779166362 |
| 36 | 0.12307996165293 | 0.24615992330586 | 0.87692003834707 |
| 37 | 0.145899528561962 | 0.291799057123924 | 0.854100471438038 |
| 38 | 0.189522542069073 | 0.379045084138146 | 0.810477457930927 |
| 39 | 0.240497440596860 | 0.480994881193721 | 0.75950255940314 |
| 40 | 0.352019569020166 | 0.704039138040332 | 0.647980430979834 |
| 41 | 0.517428650092237 | 0.965142699815526 | 0.482571349907763 |
| 42 | 0.611015978693705 | 0.77796804261259 | 0.388984021306295 |
| 43 | 0.619866224838183 | 0.760267550323633 | 0.380133775161817 |
| 44 | 0.626144180928253 | 0.747711638143494 | 0.373855819071747 |
| 45 | 0.616833551545562 | 0.766332896908876 | 0.383166448454438 |
| 46 | 0.637093372736436 | 0.725813254527129 | 0.362906627263564 |
| 47 | 0.746679775017674 | 0.506640449964652 | 0.253320224982326 |
| 48 | 0.812069224409852 | 0.375861551180297 | 0.187930775590149 |
| 49 | 0.794431478668953 | 0.411137042662094 | 0.205568521331047 |
| 50 | 0.802912986631687 | 0.394174026736625 | 0.197087013368313 |
| 51 | 0.812437830545348 | 0.375124338909305 | 0.187562169454652 |
| 52 | 0.843013188365664 | 0.313973623268671 | 0.156986811634336 |
| 53 | 0.936701284565022 | 0.126597430869956 | 0.0632987154349778 |
| 54 | 0.955473557141397 | 0.0890528857172066 | 0.0445264428586033 |
| 55 | 0.943105599918377 | 0.113788800163247 | 0.0568944000816233 |
| 56 | 0.948333448909877 | 0.103333102180245 | 0.0516665510901225 |
| 57 | 0.935630118346023 | 0.128739763307953 | 0.0643698816539767 |
| 58 | 0.952555769990722 | 0.094888460018556 | 0.047444230009278 |
| 59 | 0.994104501058554 | 0.0117909978828926 | 0.0058954989414463 |
| 60 | 0.99976553552968 | 0.000468928940637981 | 0.000234464470318991 |
| 61 | 0.999166900396008 | 0.00166619920798376 | 0.000833099603991881 |
| 62 | 0.997211860144836 | 0.00557627971032774 | 0.00278813985516387 |
| 63 | 0.995385863033583 | 0.00922827393283347 | 0.00461413696641674 |
| 64 | 0.985318298815703 | 0.0293634023685943 | 0.0146817011842971 |
| 65 | 0.987848427943993 | 0.0243031441120147 | 0.0121515720560073 |
| 66 | 0.977457703275439 | 0.045084593449123 | 0.0225422967245615 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 13 | 0.213114754098361 | NOK |
| 5% type I error level | 33 | 0.540983606557377 | NOK |
| 10% type I error level | 38 | 0.622950819672131 | NOK |
