| Multiple Linear Regression - Estimated Regression Equation |
| werklozen[t] = + 247782.126363658 -59.7701717815407faillissementen[t] -2726.79381393584M1[t] -6846.8598385134M2[t] -4065.50321044598M3[t] -13694.4633436283M4[t] -18124.3806176421M5[t] -6065.53375023769M6[t] + 3880.89510775736M7[t] + 4039.97818116383M8[t] + 18307.0021250767M9[t] + 5911.34682429606M10[t] -6170.62103068924M11[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) | 247782.126363658 | 33440.839086 | 7.4096 | 0 | 0 |
| faillissementen | -59.7701717815407 | 44.65583 | -1.3385 | 0.185881 | 0.09294 |
| M1 | -2726.79381393584 | 15689.768279 | -0.1738 | 0.862622 | 0.431311 |
| M2 | -6846.8598385134 | 15730.204049 | -0.4353 | 0.664956 | 0.332478 |
| M3 | -4065.50321044598 | 16065.289531 | -0.2531 | 0.801101 | 0.40055 |
| M4 | -13694.4633436283 | 15733.837748 | -0.8704 | 0.387619 | 0.193809 |
| M5 | -18124.3806176421 | 15713.438373 | -1.1534 | 0.253385 | 0.126692 |
| M6 | -6065.53375023769 | 16485.543003 | -0.3679 | 0.714242 | 0.357121 |
| M7 | 3880.89510775736 | 19546.034676 | 0.1986 | 0.843296 | 0.421648 |
| M8 | 4039.97818116383 | 22144.355593 | 0.1824 | 0.855864 | 0.427932 |
| M9 | 18307.0021250767 | 16855.544968 | 1.0861 | 0.281847 | 0.140924 |
| M10 | 5911.34682429606 | 15978.283682 | 0.37 | 0.712736 | 0.356368 |
| M11 | -6170.62103068924 | 15682.124631 | -0.3935 | 0.695382 | 0.347691 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.46977367438293 |
| R-squared | 0.220687305143239 |
| Adjusted R-squared | 0.0621830282232196 |
| F-TEST (value) | 1.39231135860515 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 59 |
| p-value | 0.195425950974637 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 27158.2718774539 |
| Sum Squared Residuals | 43516732150.8125 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 216234 | 207579.434842696 | 8654.56515730385 |
| 2 | 213586 | 199335.226965193 | 14250.7730348072 |
| 3 | 209465 | 194406.231433441 | 15058.7685665586 |
| 4 | 204045 | 193623.256723927 | 10421.7432760728 |
| 5 | 200237 | 190448.513057326 | 9788.4869426743 |
| 6 | 203666 | 194797.007764911 | 8868.99223508865 |
| 7 | 241476 | 227037.710697421 | 14438.2893025789 |
| 8 | 260307 | 230783.00407772 | 29523.99592228 |
| 9 | 243324 | 215941.954364023 | 27382.0456359774 |
| 10 | 244460 | 210121.017959211 | 34338.9820407886 |
| 11 | 233575 | 200011.465773017 | 33563.5342269831 |
| 12 | 237217 | 209469.446251691 | 27747.5537483091 |
| 13 | 235243 | 203515.063161552 | 31727.9368384481 |
| 14 | 230354 | 202801.896928522 | 27552.1030714779 |
| 15 | 227184 | 198171.752255679 | 29012.2477443215 |
| 16 | 221678 | 196133.603938752 | 25544.3960612481 |
| 17 | 217142 | 186563.451891526 | 30578.5481084744 |
| 18 | 219452 | 190672.865911985 | 28779.1340880149 |
| 19 | 256446 | 226679.089666732 | 29766.9103332681 |
| 20 | 265845 | 229886.451500997 | 35958.5484990031 |
| 21 | 248624 | 216838.506940746 | 31785.4930592543 |
| 22 | 241114 | 212631.365174036 | 28482.6348259639 |
| 23 | 229245 | 205689.632092263 | 23555.3679077367 |
| 24 | 231805 | 207377.490239337 | 24427.509760663 |
| 25 | 219277 | 200825.405431383 | 18451.5945686175 |
| 26 | 219313 | 199634.0778241 | 19678.9221758995 |
| 27 | 212610 | 202893.59582642 | 9716.40417357977 |
| 28 | 214771 | 198584.180981795 | 16186.8190182049 |
| 29 | 211142 | 186085.290517273 | 25056.7094827268 |
| 30 | 211457 | 198024.597041115 | 13432.4029588854 |
| 31 | 240048 | 228591.735163741 | 11456.2648362588 |
| 32 | 240636 | 232038.177685132 | 8597.82231486764 |
| 33 | 230580 | 223831.617039186 | 6748.38296081405 |
| 34 | 208795 | 210957.800364153 | -2162.80036415296 |
| 35 | 197922 | 202342.502472497 | -4420.50247249702 |
| 36 | 194596 | 208752.204190312 | -14156.2041903124 |
| 37 | 194581 | 206682.882265974 | -12101.8822659735 |
| 38 | 185686 | 202503.046069614 | -16817.0460696144 |
| 39 | 178106 | 200801.639814066 | -22695.6398140663 |
| 40 | 172608 | 194997.970674903 | -22389.9706749026 |
| 41 | 167302 | 191882.997180083 | -24580.9971800827 |
| 42 | 168053 | 198024.597041115 | -29971.5970411146 |
| 43 | 202300 | 228233.114133052 | -25933.1141330519 |
| 44 | 202388 | 231261.165451972 | -28873.1654519723 |
| 45 | 182516 | 218751.152437755 | -36235.152437755 |
| 46 | 173476 | 202769.286830082 | -29293.2868300819 |
| 47 | 166444 | 202820.663846749 | -36376.6638467493 |
| 48 | 171297 | 210186.688313069 | -38889.6883130694 |
| 49 | 169701 | 204112.764879367 | -34411.7648793673 |
| 50 | 164182 | 204057.070535935 | -39875.0705359345 |
| 51 | 161914 | 200980.950329411 | -39066.9503294109 |
| 52 | 159612 | 191351.990196229 | -31739.9901962286 |
| 53 | 151001 | 192062.307695427 | -41061.3076954273 |
| 54 | 158114 | 186967.11526153 | -28853.1152615295 |
| 55 | 186530 | 219925.060255418 | -33395.0602554177 |
| 56 | 187069 | 230484.153218812 | -43415.1532188123 |
| 57 | 174330 | 211279.880965062 | -36949.8809650624 |
| 58 | 169362 | 204203.770952839 | -34841.7709528389 |
| 59 | 166827 | 199294.223711638 | -32467.2237116385 |
| 60 | 178037 | 196499.318975097 | -18462.3189750966 |
| 61 | 186413 | 198733.449419029 | -12320.4494190286 |
| 62 | 189226 | 194015.681676636 | -4789.68167663566 |
| 63 | 191563 | 183587.830340983 | 7975.16965901742 |
| 64 | 188906 | 186928.997484395 | 1977.00251560538 |
| 65 | 186005 | 185786.439658366 | 218.560341634473 |
| 66 | 195309 | 187564.816979345 | 7744.18302065506 |
| 67 | 223532 | 219865.290083636 | 3666.70991636379 |
| 68 | 226899 | 228691.048065366 | -1792.04806536608 |
| 69 | 214126 | 206856.888253228 | 7269.11174677161 |
| 70 | 206903 | 203426.758719679 | 3476.24128032117 |
| 71 | 204442 | 188296.512103835 | 16145.4878961651 |
| 72 | 220375 | 201041.852030494 | 19333.1479695063 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.137804559096631 | 0.275609118193262 | 0.862195440903369 |
| 17 | 0.102232854311918 | 0.204465708623836 | 0.897767145688082 |
| 18 | 0.062585737158113 | 0.125171474316226 | 0.937414262841887 |
| 19 | 0.0393037754396392 | 0.0786075508792783 | 0.96069622456036 |
| 20 | 0.0215192066901272 | 0.0430384133802544 | 0.978480793309873 |
| 21 | 0.0117533731722594 | 0.0235067463445188 | 0.98824662682774 |
| 22 | 0.00638187988574387 | 0.0127637597714877 | 0.993618120114256 |
| 23 | 0.0033655569790357 | 0.0067311139580714 | 0.996634443020964 |
| 24 | 0.00191562392319877 | 0.00383124784639753 | 0.998084376076801 |
| 25 | 0.00113815038482444 | 0.00227630076964889 | 0.998861849615176 |
| 26 | 0.000627377665276422 | 0.00125475533055284 | 0.999372622334724 |
| 27 | 0.000342907287936036 | 0.000685814575872071 | 0.999657092712064 |
| 28 | 0.000223597034770272 | 0.000447194069540544 | 0.99977640296523 |
| 29 | 0.000151935736130595 | 0.00030387147226119 | 0.99984806426387 |
| 30 | 0.000106459390249125 | 0.00021291878049825 | 0.99989354060975 |
| 31 | 0.000105990204368756 | 0.000211980408737511 | 0.999894009795631 |
| 32 | 0.000437355383976168 | 0.000874710767952337 | 0.999562644616024 |
| 33 | 0.00116368945177799 | 0.00232737890355599 | 0.998836310548222 |
| 34 | 0.0155388775844838 | 0.0310777551689676 | 0.984461122415516 |
| 35 | 0.0585204074361881 | 0.117040814872376 | 0.941479592563812 |
| 36 | 0.146310973718261 | 0.292621947436521 | 0.85368902628174 |
| 37 | 0.205719640260788 | 0.411439280521575 | 0.794280359739212 |
| 38 | 0.277703375148034 | 0.555406750296068 | 0.722296624851966 |
| 39 | 0.360167552385175 | 0.72033510477035 | 0.639832447614825 |
| 40 | 0.4623319526107 | 0.9246639052214 | 0.5376680473893 |
| 41 | 0.482250073012532 | 0.964500146025064 | 0.517749926987468 |
| 42 | 0.511080167078778 | 0.977839665842444 | 0.488919832921222 |
| 43 | 0.564380915132649 | 0.871238169734701 | 0.435619084867351 |
| 44 | 0.623006822185 | 0.753986355629999 | 0.376993177815 |
| 45 | 0.692339544171639 | 0.615320911656721 | 0.307660455828361 |
| 46 | 0.785405218408202 | 0.429189563183596 | 0.214594781591798 |
| 47 | 0.774226731166613 | 0.451546537666774 | 0.225773268833387 |
| 48 | 0.741323860757751 | 0.517352278484498 | 0.258676139242249 |
| 49 | 0.6988178004813 | 0.6023643990374 | 0.3011821995187 |
| 50 | 0.640387229746425 | 0.71922554050715 | 0.359612770253575 |
| 51 | 0.600723027586926 | 0.798553944826148 | 0.399276972413074 |
| 52 | 0.539339929625805 | 0.92132014074839 | 0.460660070374195 |
| 53 | 0.461846301003664 | 0.923692602007327 | 0.538153698996336 |
| 54 | 0.470062999414794 | 0.940125998829588 | 0.529937000585206 |
| 55 | 0.454947179305737 | 0.909894358611474 | 0.545052820694263 |
| 56 | 0.419599551410073 | 0.839199102820145 | 0.580400448589927 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 11 | 0.268292682926829 | NOK |
| 5% type I error level | 15 | 0.365853658536585 | NOK |
| 10% type I error level | 16 | 0.390243902439024 | NOK |
