| Multiple Linear Regression - Estimated Regression Equation |
| Werklozen[t] = + 99575.037037037 + 322135.056712963Oliecrisis[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) | 99575.037037037 | 20048.986324 | 4.9666 | 7e-06 | 3e-06 |
| Oliecrisis | 322135.056712963 | 27223.467188 | 11.833 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.843023613462403 |
| R-squared | 0.710688812855207 |
| Adjusted R-squared | 0.705613177993017 |
| F-TEST (value) | 140.019688600818 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 57 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 104177.58885821 |
| Sum Squared Residuals | 618619291157.682 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 36700 | 99575.0370370368 | -62875.0370370368 |
| 2 | 35600 | 99575.037037037 | -63975.037037037 |
| 3 | 80900 | 99575.037037037 | -18675.0370370371 |
| 4 | 174000 | 99575.037037037 | 74424.962962963 |
| 5 | 169422 | 99575.037037037 | 69846.962962963 |
| 6 | 153452 | 99575.037037037 | 53876.962962963 |
| 7 | 173570 | 99575.037037037 | 73994.962962963 |
| 8 | 193036 | 99575.037037037 | 93460.962962963 |
| 9 | 174652 | 99575.037037037 | 75076.962962963 |
| 10 | 105367 | 99575.037037037 | 5791.96296296294 |
| 11 | 95963 | 99575.037037037 | -3612.03703703706 |
| 12 | 82896 | 99575.037037037 | -16679.0370370371 |
| 13 | 121747 | 99575.037037037 | 22171.962962963 |
| 14 | 120196 | 99575.037037037 | 20620.962962963 |
| 15 | 103983 | 99575.037037037 | 4407.96296296294 |
| 16 | 81103 | 99575.037037037 | -18472.0370370371 |
| 17 | 70944 | 99575.037037037 | -28631.0370370371 |
| 18 | 57248 | 99575.037037037 | -42327.0370370371 |
| 19 | 47830 | 99575.037037037 | -51745.037037037 |
| 20 | 60095 | 99575.037037037 | -39480.0370370371 |
| 21 | 60931 | 99575.037037037 | -38644.0370370371 |
| 22 | 82955 | 99575.037037037 | -16620.0370370371 |
| 23 | 99559 | 99575.037037037 | -16.0370370370585 |
| 24 | 77911 | 99575.037037037 | -21664.0370370371 |
| 25 | 70753 | 99575.037037037 | -28822.0370370371 |
| 26 | 69287 | 99575.037037037 | -30288.0370370371 |
| 27 | 88426 | 99575.037037037 | -11149.0370370371 |
| 28 | 91756 | 421710.09375 | -329954.09375 |
| 29 | 96933 | 421710.09375 | -324777.09375 |
| 30 | 174484 | 421710.09375 | -247226.09375 |
| 31 | 232595 | 421710.09375 | -189115.09375 |
| 32 | 266197 | 421710.09375 | -155513.09375 |
| 33 | 290435 | 421710.09375 | -131275.09375 |
| 34 | 304296 | 421710.09375 | -117414.09375 |
| 35 | 322310 | 421710.09375 | -99400.09375 |
| 36 | 415555 | 421710.09375 | -6155.09375000001 |
| 37 | 490042 | 421710.09375 | 68331.90625 |
| 38 | 545109 | 421710.09375 | 123398.90625 |
| 39 | 545720 | 421710.09375 | 124009.90625 |
| 40 | 505944 | 421710.09375 | 84233.90625 |
| 41 | 477930 | 421710.09375 | 56219.90625 |
| 42 | 466106 | 421710.09375 | 44395.90625 |
| 43 | 424476 | 421710.09375 | 2765.90624999999 |
| 44 | 383018 | 421710.09375 | -38692.09375 |
| 45 | 364696 | 421710.09375 | -57014.09375 |
| 46 | 391116 | 421710.09375 | -30594.09375 |
| 47 | 435721 | 421710.09375 | 14010.90625 |
| 48 | 511435 | 421710.09375 | 89724.90625 |
| 49 | 553997 | 421710.09375 | 132286.90625 |
| 50 | 555252 | 421710.09375 | 133541.90625 |
| 51 | 544897 | 421710.09375 | 123186.90625 |
| 52 | 540562 | 421710.09375 | 118851.90625 |
| 53 | 505282 | 421710.09375 | 83571.90625 |
| 54 | 507626 | 421710.09375 | 85915.90625 |
| 55 | 474427 | 421710.09375 | 52716.90625 |
| 56 | 469740 | 421710.09375 | 48029.90625 |
| 57 | 491480 | 421710.09375 | 69769.90625 |
| 58 | 538974 | 421710.09375 | 117263.90625 |
| 59 | 576612 | 421710.09375 | 154901.90625 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.345394145541218 | 0.690788291082436 | 0.654605854458782 |
| 6 | 0.231049685681111 | 0.462099371362222 | 0.768950314318889 |
| 7 | 0.168513538469144 | 0.337027076938287 | 0.831486461530856 |
| 8 | 0.138174213391807 | 0.276348426783615 | 0.861825786608193 |
| 9 | 0.0916538345402725 | 0.183307669080545 | 0.908346165459728 |
| 10 | 0.0517280007178397 | 0.103456001435679 | 0.94827199928216 |
| 11 | 0.0290283474186472 | 0.0580566948372944 | 0.970971652581353 |
| 12 | 0.0170346250914096 | 0.0340692501828192 | 0.98296537490859 |
| 13 | 0.0081411461609397 | 0.0162822923218794 | 0.99185885383906 |
| 14 | 0.00372044957343088 | 0.00744089914686175 | 0.99627955042657 |
| 15 | 0.00168869869129113 | 0.00337739738258225 | 0.998311301308709 |
| 16 | 0.000880334164898474 | 0.00176066832979695 | 0.999119665835101 |
| 17 | 0.000497866569542909 | 0.000995733139085817 | 0.999502133430457 |
| 18 | 0.000329658348074333 | 0.000659316696148667 | 0.999670341651926 |
| 19 | 0.000240955158948821 | 0.000481910317897641 | 0.999759044841051 |
| 20 | 0.000135637684934836 | 0.000271275369869671 | 0.999864362315065 |
| 21 | 7.2320726006622e-05 | 0.000144641452013244 | 0.999927679273993 |
| 22 | 2.98652381114838e-05 | 5.97304762229676e-05 | 0.999970134761889 |
| 23 | 1.12212260009763e-05 | 2.24424520019525e-05 | 0.999988778774 |
| 24 | 4.49136513112213e-06 | 8.98273026224426e-06 | 0.999995508634869 |
| 25 | 1.86000407651311e-06 | 3.72000815302621e-06 | 0.999998139995923 |
| 26 | 7.57223685234961e-07 | 1.51444737046992e-06 | 0.999999242776315 |
| 27 | 2.56069280100798e-07 | 5.12138560201595e-07 | 0.99999974393072 |
| 28 | 8.47799445077914e-07 | 1.69559889015583e-06 | 0.999999152200555 |
| 29 | 6.40985003667144e-06 | 1.28197000733429e-05 | 0.999993590149963 |
| 30 | 6.41358874729609e-05 | 0.000128271774945922 | 0.999935864112527 |
| 31 | 0.00075537731264705 | 0.0015107546252941 | 0.999244622687353 |
| 32 | 0.00644013583695842 | 0.0128802716739168 | 0.993559864163042 |
| 33 | 0.0366337513129193 | 0.0732675026258386 | 0.96336624868708 |
| 34 | 0.145008259132 | 0.290016518264001 | 0.854991740868 |
| 35 | 0.39776729792165 | 0.7955345958433 | 0.60223270207835 |
| 36 | 0.644171951285697 | 0.711656097428605 | 0.355828048714303 |
| 37 | 0.82712289061729 | 0.34575421876542 | 0.17287710938271 |
| 38 | 0.935938696370949 | 0.128122607258103 | 0.0640613036290515 |
| 39 | 0.967281297013303 | 0.0654374059733945 | 0.0327187029866973 |
| 40 | 0.967275096897031 | 0.0654498062059373 | 0.0327249031029687 |
| 41 | 0.95837962440428 | 0.0832407511914386 | 0.0416203755957193 |
| 42 | 0.94415673553291 | 0.111686528934181 | 0.0558432644670906 |
| 43 | 0.93351176420466 | 0.13297647159068 | 0.0664882357953402 |
| 44 | 0.95164163684471 | 0.09671672631058 | 0.04835836315529 |
| 45 | 0.98533848991997 | 0.029323020160061 | 0.0146615100800305 |
| 46 | 0.997112142944034 | 0.00577571411193148 | 0.00288785705596574 |
| 47 | 0.998936018207952 | 0.00212796358409564 | 0.00106398179204782 |
| 48 | 0.9976561608544 | 0.00468767829120133 | 0.00234383914560066 |
| 49 | 0.996294527752127 | 0.0074109444957467 | 0.00370547224787335 |
| 50 | 0.994206339145546 | 0.0115873217089072 | 0.00579366085445359 |
| 51 | 0.98872677700437 | 0.0225464459912582 | 0.0112732229956291 |
| 52 | 0.976749131005889 | 0.0465017379882226 | 0.0232508689941113 |
| 53 | 0.939200000237655 | 0.121599999524689 | 0.0607999997623445 |
| 54 | 0.852756086119893 | 0.294487827760215 | 0.147243913880107 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 22 | 0.44 | NOK |
| 5% type I error level | 29 | 0.58 | NOK |
| 10% type I error level | 35 | 0.7 | NOK |
