| Multiple Linear Regression - Estimated Regression Equation |
| werklozen[t] = + 243874.214772576 + 1987.33178070898month[t] -34.9130537947866faillissementen[t] -768.694615234996t + 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) | 243874.214772576 | 12484.709297 | 19.5338 | 0 | 0 |
| month | 1987.33178070898 | 746.816471 | 2.6611 | 0.00971 | 0.004855 |
| faillissementen | -34.9130537947866 | 16.831543 | -2.0743 | 0.041843 | 0.020922 |
| t | -768.694615234996 | 127.636776 | -6.0225 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.659881280806462 |
| R-squared | 0.435443304758776 |
| Adjusted R-squared | 0.410536391733428 |
| F-TEST (value) | 17.4828291372608 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 68 |
| p-value | 1.61545887777947e-08 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 21531.3661705891 |
| Sum Squared Residuals | 31524781583.6951 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 216234 | 223202.367208719 | -6968.36720871884 |
| 2 | 213586 | 222012.003662353 | -8426.00366235274 |
| 3 | 209465 | 218726.856888299 | -9261.85688829924 |
| 4 | 204045 | 225112.626015402 | -21067.6260154017 |
| 5 | 200237 | 227064.437310566 | -26827.4373105662 |
| 6 | 203666 | 223779.290536513 | -20113.2905365127 |
| 7 | 241476 | 238020.496767442 | 3455.50323255793 |
| 8 | 260307 | 241333.917160603 | 18973.0828393968 |
| 9 | 243324 | 225549.897128016 | 17774.1028719838 |
| 10 | 244460 | 230608.970210917 | 13851.0297890833 |
| 11 | 233575 | 232979.738151619 | 595.261848381402 |
| 12 | 237217 | 236118.593275806 | 1098.40672419415 |
| 13 | 235243 | 211603.944167854 | 23639.0558321464 |
| 14 | 230354 | 214812.625399630 | 15541.3746003696 |
| 15 | 227184 | 211702.043894551 | 15481.9561054491 |
| 16 | 221678 | 217354.638891963 | 4323.36110803725 |
| 17 | 217142 | 215570.753431085 | 1571.24656891491 |
| 18 | 219452 | 212145.954441852 | 7306.04555814755 |
| 19 | 256446 | 228586.683061853 | 27859.3169381466 |
| 20 | 265845 | 231585.885970861 | 34259.1140291385 |
| 21 | 248624 | 216849.257552118 | 31774.742447882 |
| 22 | 241114 | 222850.983087478 | 18263.0169125223 |
| 23 | 229245 | 227072.142879303 | 2172.85712069663 |
| 24 | 231805 | 225672.301010168 | 6132.69898983164 |
| 25 | 219277 | 200808.521364268 | 18468.4786357317 |
| 26 | 219313 | 203737.898165687 | 15575.1018343132 |
| 27 | 212610 | 205235.839761519 | 7374.16023848095 |
| 28 | 214771 | 209561.738714729 | 5209.26128527096 |
| 29 | 211142 | 206067.113617907 | 5074.88638209317 |
| 30 | 211457 | 207215.924675791 | 4241.07532420876 |
| 31 | 240048 | 220479.565400467 | 19568.4345995334 |
| 32 | 240636 | 223618.420524654 | 17017.5794753462 |
| 33 | 230580 | 211709.749463288 | 18870.2505367119 |
| 34 | 208795 | 212649.082198404 | -3854.08219840376 |
| 35 | 197922 | 215892.676483975 | -17970.6764839754 |
| 36 | 194596 | 217250.965864628 | -22654.9658646285 |
| 37 | 194581 | 195005.665253337 | -424.66525333738 |
| 38 | 185686 | 196189.389365017 | -10503.3893650166 |
| 39 | 178106 | 194789.547495882 | -16683.5474958816 |
| 40 | 172608 | 198242.620104222 | -25634.6201042219 |
| 41 | 167302 | 200229.344453181 | -32927.3444531812 |
| 42 | 168053 | 197991.589292971 | -29938.5892929713 |
| 43 | 202300 | 211045.751694878 | -8745.75169487792 |
| 44 | 202388 | 213940.215442502 | -11552.2154425017 |
| 45 | 182516 | 199517.804507911 | -17001.8045079113 |
| 46 | 173476 | 198641.658445698 | -25165.6584456980 |
| 47 | 166444 | 206947.645531514 | -40503.6455315137 |
| 48 | 171297 | 208864.543772883 | -37567.5437728834 |
| 49 | 169701 | 184280.068557342 | -14579.0685573416 |
| 50 | 164182 | 187872.793380861 | -23690.7933808611 |
| 51 | 161914 | 185669.951274446 | -23755.9512744460 |
| 52 | 159612 | 186888.58843992 | -27276.5884399199 |
| 53 | 151001 | 191109.748231746 | -40108.7482317456 |
| 54 | 158114 | 182308.338958116 | -24194.3389581158 |
| 55 | 186530 | 196968.501834583 | -10438.5018345826 |
| 56 | 187069 | 204262.010360349 | -17193.0103603495 |
| 57 | 174330 | 185929.337400743 | -11599.3374007430 |
| 58 | 169362 | 190255.236353953 | -20893.2363539530 |
| 59 | 166827 | 195663.439974801 | -28836.4399748013 |
| 60 | 178037 | 191645.119071057 | -13608.1190710573 |
| 61 | 186413 | 171913.558332991 | 14499.4416670091 |
| 62 | 189226 | 172783.064960517 | 16442.9350394830 |
| 63 | 191563 | 166285.917237343 | 25277.0827626569 |
| 64 | 188906 | 175080.687076286 | 13825.3129237142 |
| 65 | 186005 | 178219.542200473 | 7785.45779952697 |
| 66 | 195309 | 173433.134113244 | 21875.8658867563 |
| 67 | 223532 | 187709.253397968 | 35822.7466020321 |
| 68 | 226899 | 193990.283363686 | 32908.7166363141 |
| 69 | 214126 | 174121.436037109 | 40004.5639628912 |
| 70 | 206903 | 180577.031271801 | 26325.9687281992 |
| 71 | 204442 | 180015.102693741 | 24426.8973062594 |
| 72 | 220375 | 185074.175776641 | 35300.8242233588 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 0.162896978287816 | 0.325793956575631 | 0.837103021712184 |
| 8 | 0.135308885971723 | 0.270617771943447 | 0.864691114028277 |
| 9 | 0.256452867989277 | 0.512905735978555 | 0.743547132010723 |
| 10 | 0.160303491329654 | 0.320606982659308 | 0.839696508670346 |
| 11 | 0.112893300552428 | 0.225786601104856 | 0.887106699447572 |
| 12 | 0.0774407964128913 | 0.154881592825783 | 0.922559203587109 |
| 13 | 0.0437772821429183 | 0.0875545642858366 | 0.956222717857082 |
| 14 | 0.0270292168139974 | 0.0540584336279949 | 0.972970783186003 |
| 15 | 0.0146605532320928 | 0.0293211064641856 | 0.985339446767907 |
| 16 | 0.0143342456080928 | 0.0286684912161857 | 0.985665754391907 |
| 17 | 0.0121622380457011 | 0.0243244760914022 | 0.987837761954299 |
| 18 | 0.00665862043125093 | 0.0133172408625019 | 0.99334137956875 |
| 19 | 0.00398964266035496 | 0.00797928532070992 | 0.996010357339645 |
| 20 | 0.00294959049680818 | 0.00589918099361636 | 0.997050409503192 |
| 21 | 0.00282638251186230 | 0.00565276502372461 | 0.997173617488138 |
| 22 | 0.00212681776019525 | 0.0042536355203905 | 0.997873182239805 |
| 23 | 0.00492756848734629 | 0.00985513697469259 | 0.995072431512654 |
| 24 | 0.00523835973212856 | 0.0104767194642571 | 0.994761640267871 |
| 25 | 0.00394981665759584 | 0.00789963331519167 | 0.996050183342404 |
| 26 | 0.00336627806531531 | 0.00673255613063062 | 0.996633721934685 |
| 27 | 0.00367743992894116 | 0.00735487985788231 | 0.996322560071059 |
| 28 | 0.00462829202219319 | 0.00925658404438638 | 0.995371707977807 |
| 29 | 0.00481418708084084 | 0.00962837416168168 | 0.99518581291916 |
| 30 | 0.00532633771414841 | 0.0106526754282968 | 0.994673662285852 |
| 31 | 0.00754578639901771 | 0.0150915727980354 | 0.992454213600982 |
| 32 | 0.0146913825510092 | 0.0293827651020184 | 0.98530861744899 |
| 33 | 0.0417194608533298 | 0.0834389217066595 | 0.95828053914667 |
| 34 | 0.0998253798975122 | 0.199650759795024 | 0.900174620102488 |
| 35 | 0.246652925159334 | 0.493305850318669 | 0.753347074840666 |
| 36 | 0.437998268664243 | 0.875996537328487 | 0.562001731335757 |
| 37 | 0.548613773192487 | 0.902772453615025 | 0.451386226807513 |
| 38 | 0.644024270784262 | 0.711951458431476 | 0.355975729215738 |
| 39 | 0.718915674015249 | 0.562168651969502 | 0.281084325984751 |
| 40 | 0.777207521426267 | 0.445584957147466 | 0.222792478573733 |
| 41 | 0.82120117380563 | 0.357597652388739 | 0.178798826194370 |
| 42 | 0.82916455987519 | 0.34167088024962 | 0.17083544012481 |
| 43 | 0.89656803016574 | 0.206863939668519 | 0.103431969834259 |
| 44 | 0.961439383726297 | 0.0771212325474054 | 0.0385606162737027 |
| 45 | 0.98809343286481 | 0.0238131342703811 | 0.0119065671351905 |
| 46 | 0.996691135303033 | 0.0066177293939346 | 0.0033088646969673 |
| 47 | 0.997790985998404 | 0.00441802800319185 | 0.00220901400159593 |
| 48 | 0.999248004046353 | 0.00150399190729464 | 0.000751995953647321 |
| 49 | 0.999456734752528 | 0.00108653049494482 | 0.00054326524747241 |
| 50 | 0.999071153857482 | 0.00185769228503624 | 0.000928846142518119 |
| 51 | 0.998379059193304 | 0.00324188161339234 | 0.00162094080669617 |
| 52 | 0.996760029357111 | 0.00647994128577765 | 0.00323997064288883 |
| 53 | 0.998169951759996 | 0.00366009648000827 | 0.00183004824000414 |
| 54 | 0.996115278239491 | 0.00776944352101756 | 0.00388472176050878 |
| 55 | 0.995630460259918 | 0.00873907948016352 | 0.00436953974008176 |
| 56 | 0.991877684338965 | 0.0162446313220697 | 0.00812231566103484 |
| 57 | 0.99225193784279 | 0.0154961243144201 | 0.00774806215721003 |
| 58 | 0.984285058659305 | 0.0314298826813906 | 0.0157149413406953 |
| 59 | 0.980477203724058 | 0.0390455925518843 | 0.0195227962759421 |
| 60 | 0.96139284214015 | 0.0772143157197011 | 0.0386071578598506 |
| 61 | 0.941772001627165 | 0.116455996745671 | 0.0582279983728353 |
| 62 | 0.90708250452056 | 0.185834990958882 | 0.092917495479441 |
| 63 | 0.90911472622775 | 0.181770547544499 | 0.0908852737722493 |
| 64 | 0.831710602294855 | 0.336578795410290 | 0.168289397705145 |
| 65 | 0.86674697136338 | 0.266506057273241 | 0.133253028636620 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 20 | 0.338983050847458 | NOK |
| 5% type I error level | 33 | 0.559322033898305 | NOK |
| 10% type I error level | 38 | 0.64406779661017 | NOK |
