| Multiple Linear Regression - Estimated Regression Equation |
| Werkloosheid[t] = + 196266.054617676 + 1193.19960278053Dummy_crisis[t] + 612.412115193655M1[t] -3315.25455147302M2[t] -7478.50455147302M3[t] -11143.1712181397M4[t] -15836.8378848064M5[t] -13665.4212181397M6[t] + 18777.3954816286M7[t] + 27536.5621482953M8[t] + 11646.4788149619M9[t] + 3159.1454816286M10[t] -4368.52118503807M11[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) | 196266.054617676 | 7316.363742 | 26.8256 | 0 | 0 |
| Dummy_crisis | 1193.19960278053 | 5032.457928 | 0.2371 | 0.812952 | 0.406476 |
| M1 | 612.412115193655 | 10049.813505 | 0.0609 | 0.951502 | 0.475751 |
| M2 | -3315.25455147302 | 10049.813505 | -0.3299 | 0.74202 | 0.37101 |
| M3 | -7478.50455147302 | 10049.813505 | -0.7441 | 0.458133 | 0.229066 |
| M4 | -11143.1712181397 | 10049.813505 | -1.1088 | 0.269566 | 0.134783 |
| M5 | -15836.8378848064 | 10049.813505 | -1.5758 | 0.117495 | 0.058747 |
| M6 | -13665.4212181397 | 10049.813505 | -1.3598 | 0.176257 | 0.088128 |
| M7 | 18777.3954816286 | 10055.380168 | 1.8674 | 0.064098 | 0.032049 |
| M8 | 27536.5621482953 | 10055.380168 | 2.7385 | 0.007038 | 0.003519 |
| M9 | 11646.4788149619 | 10055.380168 | 1.1582 | 0.248892 | 0.124446 |
| M10 | 3159.1454816286 | 10055.380168 | 0.3142 | 0.753892 | 0.376946 |
| M11 | -4368.52118503807 | 10055.380168 | -0.4344 | 0.664685 | 0.332342 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.483443307665198 |
| R-squared | 0.233717431726267 |
| Adjusted R-squared | 0.162983656193307 |
| F-TEST (value) | 3.30418431598299 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 130 |
| p-value | 0.000336630181550279 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 24075.1249513754 |
| Sum Squared Residuals | 75349513385.164 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 206010 | 196878.46673287 | 9131.53326713023 |
| 2 | 198112 | 192950.800066203 | 5161.19993379675 |
| 3 | 194519 | 188787.550066203 | 5731.44993379674 |
| 4 | 185705 | 185122.883399537 | 582.116600463407 |
| 5 | 180173 | 180429.21673287 | -256.216732869903 |
| 6 | 176142 | 182600.633399537 | -6458.63339953658 |
| 7 | 203401 | 215043.450099305 | -11642.4500993049 |
| 8 | 221902 | 223802.616765972 | -1900.61676597152 |
| 9 | 197378 | 207912.533432638 | -10534.5334326382 |
| 10 | 185001 | 199425.200099305 | -14424.2000993049 |
| 11 | 176356 | 191897.533432638 | -15541.5334326382 |
| 12 | 180449 | 196266.054617676 | -15817.0546176763 |
| 13 | 180144 | 196878.46673287 | -16734.4667328699 |
| 14 | 173666 | 192950.800066203 | -19284.8000662032 |
| 15 | 165688 | 188787.550066203 | -23099.5500662033 |
| 16 | 161570 | 185122.883399537 | -23552.8833995366 |
| 17 | 156145 | 180429.21673287 | -24284.2167328699 |
| 18 | 153730 | 182600.633399537 | -28870.6333995366 |
| 19 | 182698 | 215043.450099305 | -32345.4500993049 |
| 20 | 200765 | 223802.616765972 | -23037.6167659715 |
| 21 | 176512 | 207912.533432638 | -31400.5334326382 |
| 22 | 166618 | 199425.200099305 | -32807.2000993049 |
| 23 | 158644 | 191897.533432638 | -33253.5334326382 |
| 24 | 159585 | 196266.054617676 | -36681.0546176763 |
| 25 | 163095 | 196878.46673287 | -33783.4667328699 |
| 26 | 159044 | 192950.800066203 | -33906.8000662032 |
| 27 | 155511 | 188787.550066203 | -33276.5500662032 |
| 28 | 153745 | 185122.883399537 | -31377.8833995366 |
| 29 | 150569 | 180429.21673287 | -29860.2167328699 |
| 30 | 150605 | 182600.633399537 | -31995.6333995366 |
| 31 | 179612 | 215043.450099305 | -35431.4500993049 |
| 32 | 194690 | 223802.616765972 | -29112.6167659715 |
| 33 | 189917 | 207912.533432638 | -17995.5334326382 |
| 34 | 184128 | 199425.200099305 | -15297.2000993049 |
| 35 | 175335 | 191897.533432638 | -16562.5334326382 |
| 36 | 179566 | 196266.054617676 | -16700.0546176763 |
| 37 | 181140 | 196878.46673287 | -15738.4667328699 |
| 38 | 177876 | 192950.800066203 | -15074.8000662032 |
| 39 | 175041 | 188787.550066203 | -13746.5500662033 |
| 40 | 169292 | 185122.883399537 | -15830.8833995366 |
| 41 | 166070 | 180429.21673287 | -14359.2167328699 |
| 42 | 166972 | 182600.633399537 | -15628.6333995366 |
| 43 | 206348 | 215043.450099305 | -8695.45009930487 |
| 44 | 215706 | 223802.616765972 | -8096.61676597153 |
| 45 | 202108 | 207912.533432638 | -5804.5334326382 |
| 46 | 195411 | 199425.200099305 | -4014.20009930487 |
| 47 | 193111 | 191897.533432638 | 1213.4665673618 |
| 48 | 195198 | 196266.054617676 | -1068.05461767627 |
| 49 | 198770 | 196878.46673287 | 1891.53326713008 |
| 50 | 194163 | 192950.800066203 | 1212.19993379676 |
| 51 | 190420 | 188787.550066203 | 1632.44993379675 |
| 52 | 189733 | 185122.883399537 | 4610.11660046342 |
| 53 | 186029 | 180429.21673287 | 5599.78326713009 |
| 54 | 191531 | 182600.633399537 | 8930.36660046342 |
| 55 | 232571 | 215043.450099305 | 17527.5499006951 |
| 56 | 243477 | 223802.616765972 | 19674.3832340285 |
| 57 | 227247 | 207912.533432638 | 19334.4665673618 |
| 58 | 217859 | 199425.200099305 | 18433.7999006951 |
| 59 | 208679 | 191897.533432638 | 16781.4665673618 |
| 60 | 213188 | 196266.054617676 | 16921.9453823237 |
| 61 | 216234 | 196878.46673287 | 19355.5332671301 |
| 62 | 213586 | 192950.800066203 | 20635.1999337968 |
| 63 | 209465 | 188787.550066203 | 20677.4499337967 |
| 64 | 204045 | 185122.883399537 | 18922.1166004634 |
| 65 | 200237 | 180429.21673287 | 19807.7832671301 |
| 66 | 203666 | 182600.633399537 | 21065.3666004634 |
| 67 | 241476 | 215043.450099305 | 26432.5499006951 |
| 68 | 260307 | 223802.616765972 | 36504.3832340285 |
| 69 | 243324 | 207912.533432638 | 35411.4665673618 |
| 70 | 244460 | 199425.200099305 | 45034.7999006952 |
| 71 | 233575 | 191897.533432638 | 41677.4665673618 |
| 72 | 237217 | 196266.054617676 | 40950.9453823237 |
| 73 | 235243 | 196878.46673287 | 38364.5332671301 |
| 74 | 230354 | 192950.800066203 | 37403.1999337967 |
| 75 | 227184 | 188787.550066203 | 38396.4499337968 |
| 76 | 221678 | 185122.883399537 | 36555.1166004634 |
| 77 | 217142 | 180429.21673287 | 36712.7832671301 |
| 78 | 219452 | 182600.633399537 | 36851.3666004634 |
| 79 | 256446 | 215043.450099305 | 41402.5499006951 |
| 80 | 265845 | 223802.616765972 | 42042.3832340285 |
| 81 | 248624 | 207912.533432638 | 40711.4665673618 |
| 82 | 241114 | 199425.200099305 | 41688.7999006952 |
| 83 | 229245 | 191897.533432638 | 37347.4665673618 |
| 84 | 231805 | 196266.054617676 | 35538.9453823237 |
| 85 | 219277 | 196878.46673287 | 22398.5332671301 |
| 86 | 219313 | 192950.800066203 | 26362.1999337968 |
| 87 | 212610 | 188787.550066203 | 23822.4499337967 |
| 88 | 214771 | 185122.883399537 | 29648.1166004634 |
| 89 | 211142 | 180429.21673287 | 30712.7832671301 |
| 90 | 211457 | 182600.633399537 | 28856.3666004634 |
| 91 | 240048 | 215043.450099305 | 25004.5499006951 |
| 92 | 240636 | 223802.616765972 | 16833.3832340285 |
| 93 | 230580 | 207912.533432638 | 22667.4665673618 |
| 94 | 208795 | 199425.200099305 | 9369.79990069513 |
| 95 | 197922 | 191897.533432638 | 6024.4665673618 |
| 96 | 194596 | 196266.054617676 | -1670.05461767627 |
| 97 | 194581 | 196878.46673287 | -2297.46673286992 |
| 98 | 185686 | 192950.800066203 | -7264.80006620324 |
| 99 | 178106 | 188787.550066203 | -10681.5500662033 |
| 100 | 172608 | 185122.883399537 | -12514.8833995366 |
| 101 | 167302 | 180429.21673287 | -13127.2167328699 |
| 102 | 168053 | 182600.633399537 | -14547.6333995366 |
| 103 | 202300 | 215043.450099305 | -12743.4500993049 |
| 104 | 202388 | 223802.616765972 | -21414.6167659715 |
| 105 | 182516 | 207912.533432638 | -25396.5334326382 |
| 106 | 173476 | 199425.200099305 | -25949.2000993049 |
| 107 | 166444 | 191897.533432638 | -25453.5334326382 |
| 108 | 171297 | 196266.054617676 | -24969.0546176763 |
| 109 | 169701 | 196878.46673287 | -27177.4667328699 |
| 110 | 164182 | 192950.800066203 | -28768.8000662032 |
| 111 | 161914 | 188787.550066203 | -26873.5500662032 |
| 112 | 159612 | 185122.883399537 | -25510.8833995366 |
| 113 | 151001 | 180429.21673287 | -29428.2167328699 |
| 114 | 158114 | 182600.633399537 | -24486.6333995366 |
| 115 | 186530 | 216236.649702085 | -29706.6497020854 |
| 116 | 187069 | 224995.816368752 | -37926.8163687521 |
| 117 | 174330 | 209105.733035419 | -34775.7330354187 |
| 118 | 169362 | 200618.399702085 | -31256.3997020854 |
| 119 | 166827 | 193090.733035419 | -26263.7330354187 |
| 120 | 178037 | 197459.254220457 | -19422.2542204568 |
| 121 | 186413 | 198071.66633565 | -11658.6663356505 |
| 122 | 189226 | 194143.999668984 | -4917.99966898377 |
| 123 | 191563 | 189980.749668984 | 1582.25033101622 |
| 124 | 188906 | 186316.083002317 | 2589.91699768289 |
| 125 | 186005 | 181622.41633565 | 4382.58366434956 |
| 126 | 195309 | 183793.833002317 | 11515.1669976829 |
| 127 | 223532 | 216236.649702085 | 7295.3502979146 |
| 128 | 226899 | 224995.816368752 | 1903.18363124793 |
| 129 | 214126 | 209105.733035419 | 5020.26696458126 |
| 130 | 206903 | 200618.399702085 | 6284.6002979146 |
| 131 | 204442 | 193090.733035419 | 11351.2669645813 |
| 132 | 220375 | 197459.254220457 | 22915.7457795432 |
| 133 | 214320 | 198071.66633565 | 16248.3336643495 |
| 134 | 212588 | 194143.999668984 | 18444.0003310162 |
| 135 | 205816 | 189980.749668984 | 15835.2503310162 |
| 136 | 202196 | 186316.083002317 | 15879.9169976829 |
| 137 | 195722 | 181622.41633565 | 14099.5836643496 |
| 138 | 198563 | 183793.833002317 | 14769.1669976829 |
| 139 | 229139 | 216236.649702085 | 12902.3502979146 |
| 140 | 229527 | 224995.816368752 | 4531.18363124793 |
| 141 | 211868 | 209105.733035419 | 2762.26696458127 |
| 142 | 203555 | 200618.399702085 | 2936.6002979146 |
| 143 | 195770 | 193090.733035419 | 2679.26696458127 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.449101831359523 | 0.898203662719046 | 0.550898168640477 |
| 17 | 0.367059481521014 | 0.734118963042027 | 0.632940518478986 |
| 18 | 0.297404525421711 | 0.594809050843423 | 0.702595474578289 |
| 19 | 0.237911226533559 | 0.475822453067118 | 0.762088773466441 |
| 20 | 0.189987282325858 | 0.379974564651716 | 0.810012717674142 |
| 21 | 0.154780695584378 | 0.309561391168756 | 0.845219304415622 |
| 22 | 0.121954497151525 | 0.243908994303051 | 0.878045502848475 |
| 23 | 0.0958274036948155 | 0.191654807389631 | 0.904172596305185 |
| 24 | 0.0824817060270349 | 0.16496341205407 | 0.917518293972965 |
| 25 | 0.103853591108581 | 0.207707182217162 | 0.896146408891419 |
| 26 | 0.1147015223435 | 0.229403044687 | 0.8852984776565 |
| 27 | 0.118541381923697 | 0.237082763847394 | 0.881458618076303 |
| 28 | 0.109965608367162 | 0.219931216734323 | 0.890034391632838 |
| 29 | 0.097800867580032 | 0.195601735160064 | 0.902199132419968 |
| 30 | 0.0845902332102038 | 0.169180466420408 | 0.915409766789796 |
| 31 | 0.075699322881802 | 0.151398645763604 | 0.924300677118198 |
| 32 | 0.0684198584966237 | 0.136839716993247 | 0.931580141503376 |
| 33 | 0.0501209342573518 | 0.100241868514704 | 0.949879065742648 |
| 34 | 0.0373130018586922 | 0.0746260037173844 | 0.962686998141308 |
| 35 | 0.0276651154331073 | 0.0553302308662147 | 0.972334884566893 |
| 36 | 0.0209217275891066 | 0.0418434551782133 | 0.979078272410893 |
| 37 | 0.0145278225146014 | 0.0290556450292028 | 0.985472177485399 |
| 38 | 0.00995745390986622 | 0.0199149078197324 | 0.990042546090134 |
| 39 | 0.00675952295175187 | 0.0135190459035037 | 0.993240477048248 |
| 40 | 0.0046212067118282 | 0.0092424134236564 | 0.995378793288172 |
| 41 | 0.00312599888947206 | 0.00625199777894413 | 0.996874001110528 |
| 42 | 0.00224017104052694 | 0.00448034208105387 | 0.997759828959473 |
| 43 | 0.00208589509689317 | 0.00417179019378633 | 0.997914104903107 |
| 44 | 0.00148130984665843 | 0.00296261969331686 | 0.998518690153342 |
| 45 | 0.0011653265922625 | 0.002330653184525 | 0.998834673407737 |
| 46 | 0.000995981900119082 | 0.00199196380023816 | 0.999004018099881 |
| 47 | 0.00108181506242364 | 0.00216363012484727 | 0.998918184937576 |
| 48 | 0.0011205430632092 | 0.00224108612641841 | 0.99887945693679 |
| 49 | 0.000907748108050829 | 0.00181549621610166 | 0.99909225189195 |
| 50 | 0.000760355249301711 | 0.00152071049860342 | 0.999239644750698 |
| 51 | 0.000651831991299098 | 0.0013036639825982 | 0.9993481680087 |
| 52 | 0.000664348256801571 | 0.00132869651360314 | 0.999335651743198 |
| 53 | 0.000684930739168289 | 0.00136986147833658 | 0.999315069260832 |
| 54 | 0.000976353279820987 | 0.00195270655964197 | 0.999023646720179 |
| 55 | 0.00229273164870025 | 0.0045854632974005 | 0.9977072683513 |
| 56 | 0.00370473289395414 | 0.00740946578790827 | 0.996295267106046 |
| 57 | 0.00567771398865953 | 0.0113554279773191 | 0.99432228601134 |
| 58 | 0.00790656251806074 | 0.0158131250361215 | 0.99209343748194 |
| 59 | 0.00966986261955314 | 0.0193397252391063 | 0.990330137380447 |
| 60 | 0.0121064685330319 | 0.0242129370660639 | 0.987893531466968 |
| 61 | 0.0134337229323518 | 0.0268674458647036 | 0.986566277067648 |
| 62 | 0.0157992407814943 | 0.0315984815629887 | 0.984200759218506 |
| 63 | 0.0182691826286445 | 0.0365383652572891 | 0.981730817371355 |
| 64 | 0.0199363720923312 | 0.0398727441846624 | 0.980063627907669 |
| 65 | 0.0217254416577261 | 0.0434508833154522 | 0.978274558342274 |
| 66 | 0.0252866971929974 | 0.0505733943859947 | 0.974713302807003 |
| 67 | 0.0328124027780281 | 0.0656248055560561 | 0.967187597221972 |
| 68 | 0.0510993043992883 | 0.102198608798577 | 0.948900695600712 |
| 69 | 0.0731598414235005 | 0.146319682847001 | 0.9268401585765 |
| 70 | 0.133875246351193 | 0.267750492702386 | 0.866124753648807 |
| 71 | 0.198686600285114 | 0.397373200570228 | 0.801313399714886 |
| 72 | 0.272827044078598 | 0.545654088157195 | 0.727172955921402 |
| 73 | 0.333035087132449 | 0.666070174264898 | 0.666964912867551 |
| 74 | 0.39072249341734 | 0.78144498683468 | 0.60927750658266 |
| 75 | 0.45543610061845 | 0.9108722012369 | 0.54456389938155 |
| 76 | 0.508625255669236 | 0.982749488661527 | 0.491374744330764 |
| 77 | 0.56135986289309 | 0.87728027421382 | 0.43864013710691 |
| 78 | 0.612243995173223 | 0.775512009653553 | 0.387756004826777 |
| 79 | 0.685484825349518 | 0.629030349300965 | 0.314515174650482 |
| 80 | 0.766965251242186 | 0.466069497515628 | 0.233034748757814 |
| 81 | 0.832165011451802 | 0.335669977096397 | 0.167834988548199 |
| 82 | 0.894103999044467 | 0.211792001911066 | 0.105896000955533 |
| 83 | 0.929480999275 | 0.141038001449999 | 0.0705190007249993 |
| 84 | 0.9524959560777 | 0.095008087844599 | 0.0475040439222995 |
| 85 | 0.95509727472343 | 0.0898054505531385 | 0.0449027252765693 |
| 86 | 0.962227297425974 | 0.075545405148052 | 0.037772702574026 |
| 87 | 0.966288073931416 | 0.0674238521371683 | 0.0337119260685841 |
| 88 | 0.975865836627084 | 0.0482683267458326 | 0.0241341633729163 |
| 89 | 0.985039402835185 | 0.0299211943296299 | 0.0149605971648149 |
| 90 | 0.989936168066956 | 0.020127663866088 | 0.010063831933044 |
| 91 | 0.993941832539175 | 0.0121163349216501 | 0.00605816746082506 |
| 92 | 0.996583942528017 | 0.00683211494396586 | 0.00341605747198293 |
| 93 | 0.99901031577902 | 0.0019793684419614 | 0.000989684220980698 |
| 94 | 0.999435591443472 | 0.00112881711305689 | 0.000564408556528443 |
| 95 | 0.99960863251195 | 0.00078273497609945 | 0.000391367488049724 |
| 96 | 0.999533794984384 | 0.000932410031232085 | 0.000466205015616042 |
| 97 | 0.999456883255632 | 0.00108623348873595 | 0.000543116744367976 |
| 98 | 0.999219367814711 | 0.00156126437057722 | 0.000780632185288608 |
| 99 | 0.99877605475446 | 0.00244789049107909 | 0.00122394524553955 |
| 100 | 0.998054254726793 | 0.00389149054641381 | 0.00194574527320691 |
| 101 | 0.996995987287501 | 0.00600802542499756 | 0.00300401271249878 |
| 102 | 0.995227068920715 | 0.00954586215857057 | 0.00477293107928528 |
| 103 | 0.993978689244023 | 0.0120426215119548 | 0.00602131075597738 |
| 104 | 0.992930817716748 | 0.0141383645665045 | 0.00706918228325226 |
| 105 | 0.991110369456194 | 0.0177792610876116 | 0.00888963054380581 |
| 106 | 0.988652129381798 | 0.0226957412364031 | 0.0113478706182016 |
| 107 | 0.985055186935123 | 0.0298896261297551 | 0.0149448130648775 |
| 108 | 0.978937122346911 | 0.042125755306177 | 0.0210628776530885 |
| 109 | 0.970508658410105 | 0.058982683179789 | 0.0294913415898945 |
| 110 | 0.958398517216887 | 0.0832029655662268 | 0.0416014827831134 |
| 111 | 0.941512806431325 | 0.116974387137349 | 0.0584871935686746 |
| 112 | 0.918849816984062 | 0.162300366031876 | 0.0811501830159378 |
| 113 | 0.890518458310295 | 0.21896308337941 | 0.109481541689705 |
| 114 | 0.852054660314592 | 0.295890679370816 | 0.147945339685408 |
| 115 | 0.890475342029117 | 0.219049315941766 | 0.109524657970883 |
| 116 | 0.932251699362417 | 0.135496601275166 | 0.0677483006375829 |
| 117 | 0.96102274088491 | 0.0779545182301805 | 0.0389772591150903 |
| 118 | 0.979126331399884 | 0.0417473372002311 | 0.0208736686001155 |
| 119 | 0.990019466843347 | 0.019961066313306 | 0.00998053315665298 |
| 120 | 0.998589299330286 | 0.00282140133942881 | 0.0014107006697144 |
| 121 | 0.999524643062177 | 0.000950713875645388 | 0.000475356937822694 |
| 122 | 0.999858414909993 | 0.000283170180014517 | 0.000141585090007258 |
| 123 | 0.999849654709152 | 0.000300690581696379 | 0.000150345290848189 |
| 124 | 0.999861661466603 | 0.000276677066794518 | 0.000138338533397259 |
| 125 | 0.999772210030818 | 0.000455579938363715 | 0.000227789969181857 |
| 126 | 0.99866089988647 | 0.00267820022706094 | 0.00133910011353047 |
| 127 | 0.994156622796698 | 0.011686754406604 | 0.00584337720330202 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 35 | 0.3125 | NOK |
| 5% type I error level | 61 | 0.544642857142857 | NOK |
| 10% type I error level | 72 | 0.642857142857143 | NOK |
