| Multiple Linear Regression - Estimated Regression Equation |
| Werklozen[t] = + 14396.70103154 + 142652.134415666Oliecrisis[t] + 6084.1668575355t + 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) | 14396.70103154 | 25857.421714 | 0.5568 | 0.579901 | 0.289951 |
| Oliecrisis | 142652.134415666 | 46732.352015 | 3.0525 | 0.003467 | 0.001734 |
| t | 6084.1668575355 | 1367.173085 | 4.4502 | 4.1e-05 | 2.1e-05 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.886720046261259 |
| R-squared | 0.786272440441569 |
| Adjusted R-squared | 0.778639313314482 |
| F-TEST (value) | 103.007905849152 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 56 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 90336.9379592833 |
| Sum Squared Residuals | 457002692152.126 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 36700 | 20480.8678890754 | 16219.1321109246 |
| 2 | 35600 | 26565.0347466110 | 9034.96525338904 |
| 3 | 80900 | 32649.2016041466 | 48250.7983958534 |
| 4 | 174000 | 38733.368461682 | 135266.631538318 |
| 5 | 169422 | 44817.5353192175 | 124604.464680782 |
| 6 | 153452 | 50901.702176753 | 102550.297823247 |
| 7 | 173570 | 56985.8690342885 | 116584.130965711 |
| 8 | 193036 | 63070.035891824 | 129965.964108176 |
| 9 | 174652 | 69154.2027493595 | 105497.797250640 |
| 10 | 105367 | 75238.369606895 | 30128.6303931050 |
| 11 | 95963 | 81322.5364644305 | 14640.4635355695 |
| 12 | 82896 | 87406.703321966 | -4510.70332196605 |
| 13 | 121747 | 93490.8701795015 | 28256.1298204985 |
| 14 | 120196 | 99575.037037037 | 20620.9629629630 |
| 15 | 103983 | 105659.203894573 | -1676.20389457255 |
| 16 | 81103 | 111743.370752108 | -30640.3707521080 |
| 17 | 70944 | 117827.537609644 | -46883.5376096435 |
| 18 | 57248 | 123911.704467179 | -66663.704467179 |
| 19 | 47830 | 129995.871324715 | -82165.8713247146 |
| 20 | 60095 | 136080.03818225 | -75985.03818225 |
| 21 | 60931 | 142164.205039786 | -81233.2050397855 |
| 22 | 82955 | 148248.371897321 | -65293.371897321 |
| 23 | 99559 | 154332.538754857 | -54773.5387548566 |
| 24 | 77911 | 160416.705612392 | -82505.705612392 |
| 25 | 70753 | 166500.872469928 | -95747.8724699276 |
| 26 | 69287 | 172585.039327463 | -103298.039327463 |
| 27 | 88426 | 178669.206184999 | -90243.2061849986 |
| 28 | 91756 | 327405.5074582 | -235649.507458200 |
| 29 | 96933 | 333489.674315735 | -236556.674315735 |
| 30 | 174484 | 339573.841173271 | -165089.841173271 |
| 31 | 232595 | 345658.008030806 | -113063.008030806 |
| 32 | 266197 | 351742.174888342 | -85545.1748883417 |
| 33 | 290435 | 357826.341745877 | -67391.3417458772 |
| 34 | 304296 | 363910.508603413 | -59614.5086034128 |
| 35 | 322310 | 369994.675460948 | -47684.6754609483 |
| 36 | 415555 | 376078.842318484 | 39476.1576815162 |
| 37 | 490042 | 382163.009176019 | 107878.990823981 |
| 38 | 545109 | 388247.176033555 | 156861.823966445 |
| 39 | 545720 | 394331.34289109 | 151388.657108910 |
| 40 | 505944 | 400415.509748626 | 105528.490251374 |
| 41 | 477930 | 406499.676606161 | 71430.3233938387 |
| 42 | 466106 | 412583.843463697 | 53522.1565363032 |
| 43 | 424476 | 418668.010321232 | 5807.98967876775 |
| 44 | 383018 | 424752.177178768 | -41734.1771787677 |
| 45 | 364696 | 430836.344036303 | -66140.3440363032 |
| 46 | 391116 | 436920.510893839 | -45804.5108938387 |
| 47 | 435721 | 443004.677751374 | -7283.67775137425 |
| 48 | 511435 | 449088.84460891 | 62346.1553910903 |
| 49 | 553997 | 455173.011466445 | 98823.9885335548 |
| 50 | 555252 | 461257.178323981 | 93994.8216760193 |
| 51 | 544897 | 467341.345181516 | 77555.6548184838 |
| 52 | 540562 | 473425.512039052 | 67136.4879609483 |
| 53 | 505282 | 479509.678896587 | 25772.3211034127 |
| 54 | 507626 | 485593.845754123 | 22032.1542458772 |
| 55 | 474427 | 491678.012611658 | -17251.0126116583 |
| 56 | 469740 | 497762.179469194 | -28022.1794691938 |
| 57 | 491480 | 503846.346326729 | -12366.3463267293 |
| 58 | 538974 | 509930.513184265 | 29043.4868157353 |
| 59 | 576612 | 516014.6800418 | 60597.3199581997 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.102158005583088 | 0.204316011166175 | 0.897841994416912 |
| 7 | 0.056111113579937 | 0.112222227159874 | 0.943888886420063 |
| 8 | 0.0298784176215857 | 0.0597568352431713 | 0.970121582378414 |
| 9 | 0.0296371244122873 | 0.0592742488245746 | 0.970362875587713 |
| 10 | 0.115092774605073 | 0.230185549210146 | 0.884907225394927 |
| 11 | 0.163983726683 | 0.327967453366 | 0.836016273317 |
| 12 | 0.183689043267973 | 0.367378086535947 | 0.816310956732026 |
| 13 | 0.144424701244189 | 0.288849402488379 | 0.85557529875581 |
| 14 | 0.112861084265813 | 0.225722168531625 | 0.887138915734187 |
| 15 | 0.0901929671818347 | 0.180385934363669 | 0.909807032818165 |
| 16 | 0.0762046040761087 | 0.152409208152217 | 0.923795395923891 |
| 17 | 0.062041549350045 | 0.12408309870009 | 0.937958450649955 |
| 18 | 0.0497378453108057 | 0.0994756906216115 | 0.950262154689194 |
| 19 | 0.0379447534269879 | 0.0758895068539758 | 0.962055246573012 |
| 20 | 0.0243928816117849 | 0.0487857632235698 | 0.975607118388215 |
| 21 | 0.0146473050764578 | 0.0292946101529156 | 0.985352694923542 |
| 22 | 0.00845786161766636 | 0.0169157232353327 | 0.991542138382334 |
| 23 | 0.00524397409882668 | 0.0104879481976534 | 0.994756025901173 |
| 24 | 0.00279209861979008 | 0.00558419723958017 | 0.99720790138021 |
| 25 | 0.00141753651478611 | 0.00283507302957221 | 0.998582463485214 |
| 26 | 0.000693553692669727 | 0.00138710738533945 | 0.99930644630733 |
| 27 | 0.000349788920624718 | 0.000699577841249436 | 0.999650211079375 |
| 28 | 0.000475299415019561 | 0.000950598830039121 | 0.99952470058498 |
| 29 | 0.00127367129239000 | 0.00254734258478000 | 0.99872632870761 |
| 30 | 0.00427147888159167 | 0.00854295776318335 | 0.995728521118408 |
| 31 | 0.017060917446541 | 0.034121834893082 | 0.982939082553459 |
| 32 | 0.0535206387728042 | 0.107041277545608 | 0.946479361227196 |
| 33 | 0.130281896219330 | 0.260563792438660 | 0.86971810378067 |
| 34 | 0.264655271204782 | 0.529310542409564 | 0.735344728795218 |
| 35 | 0.473477133625974 | 0.946954267251947 | 0.526522866374026 |
| 36 | 0.6824084901787 | 0.635183019642599 | 0.317591509821299 |
| 37 | 0.8559891122285 | 0.288021775543002 | 0.144010887771501 |
| 38 | 0.962392483593158 | 0.0752150328136846 | 0.0376075164068423 |
| 39 | 0.99049100122838 | 0.0190179975432387 | 0.00950899877161933 |
| 40 | 0.994276169251942 | 0.0114476614961157 | 0.00572383074805784 |
| 41 | 0.994043562916576 | 0.0119128741668481 | 0.00595643708342403 |
| 42 | 0.992452208077784 | 0.0150955838444329 | 0.00754779192221647 |
| 43 | 0.985732131983693 | 0.0285357360326134 | 0.0142678680163067 |
| 44 | 0.978840404975685 | 0.042319190048629 | 0.0211595950243145 |
| 45 | 0.985391890824624 | 0.0292162183507518 | 0.0146081091753759 |
| 46 | 0.993603977843916 | 0.0127920443121674 | 0.00639602215608368 |
| 47 | 0.997122488624328 | 0.00575502275134379 | 0.00287751137567190 |
| 48 | 0.994093797591865 | 0.0118124048162699 | 0.00590620240813497 |
| 49 | 0.988147175220908 | 0.0237056495581834 | 0.0118528247790917 |
| 50 | 0.979584299406903 | 0.040831401186194 | 0.020415700593097 |
| 51 | 0.966475915023025 | 0.0670481699539508 | 0.0335240849769754 |
| 52 | 0.962774998340586 | 0.0744500033188282 | 0.0372250016594141 |
| 53 | 0.929838152281527 | 0.140323695436947 | 0.0701618477184734 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 8 | 0.166666666666667 | NOK |
| 5% type I error level | 24 | 0.5 | NOK |
| 10% type I error level | 31 | 0.645833333333333 | NOK |
