| Multiple Linear Regression - Estimated Regression Equation |
| Werklozen[t] = + 2988.51888045487 + 23912.3934582369Oliecrisis[t] + 1.49881158651298Y1[t] -0.673512088804689Y2[t] -0.0221308982632136Y3[t] + 0.167146102902263Y4[t] -0.0811341558046364Y5[t] + 659.547249299965t + 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) | 2988.51888045487 | 7674.170846 | 0.3894 | 0.698758 | 0.349379 |
| Oliecrisis | 23912.3934582369 | 15252.598861 | 1.5678 | 0.123792 | 0.061896 |
| Y1 | 1.49881158651298 | 0.143606 | 10.4369 | 0 | 0 |
| Y2 | -0.673512088804689 | 0.244562 | -2.7539 | 0.008404 | 0.004202 |
| Y3 | -0.0221308982632136 | 0.254812 | -0.0869 | 0.931166 | 0.465583 |
| Y4 | 0.167146102902263 | 0.235555 | 0.7096 | 0.481543 | 0.240772 |
| Y5 | -0.0811341558046364 | 0.128221 | -0.6328 | 0.53002 | 0.26501 |
| t | 659.547249299965 | 617.224819 | 1.0686 | 0.29084 | 0.14542 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.992063845653612 |
| R-squared | 0.984190673853034 |
| Adjusted R-squared | 0.98178490683067 |
| F-TEST (value) | 409.096419023047 |
| F-TEST (DF numerator) | 7 |
| F-TEST (DF denominator) | 46 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 25902.3589711847 |
| Sum Squared Residuals | 30862881212.5171 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 153452 | 141571.007363737 | 11880.9926362627 |
| 2 | 173570 | 126978.451323525 | 46591.5486764748 |
| 3 | 193036 | 180534.318303004 | 12501.6816969958 |
| 4 | 174652 | 188854.661373558 | -14202.6613735581 |
| 5 | 105367 | 146106.349586397 | -40739.3495863966 |
| 6 | 95963 | 59530.1400055262 | 36432.8599944738 |
| 7 | 82896 | 94787.4116943797 | -11891.4116943797 |
| 8 | 121747 | 79076.8634793524 | 42670.1365206476 |
| 9 | 120196 | 136886.493688675 | -16690.4936886754 |
| 10 | 103983 | 113393.488485979 | -9410.48848597948 |
| 11 | 81103 | 88516.5006790194 | -7413.5006790194 |
| 12 | 70944 | 73391.188605654 | -2447.1886056541 |
| 13 | 57248 | 71181.6871001941 | -13933.6871001941 |
| 14 | 47830 | 56077.9744323401 | -8247.9744323401 |
| 15 | 60095 | 49562.0887572426 | 10532.9112427574 |
| 16 | 60931 | 75409.1139755258 | -14478.1139755258 |
| 17 | 82955 | 67804.479605274 | 15150.520394726 |
| 18 | 99559 | 100176.393063264 | -617.393063263529 |
| 19 | 77911 | 113684.444651707 | -35773.4446517068 |
| 20 | 70753 | 69371.9367713941 | 1381.06322860586 |
| 21 | 69287 | 77129.1165641825 | -7842.1165641825 |
| 22 | 88426 | 81879.8904900683 | 6546.10950993169 |
| 23 | 91756 | 131317.837485225 | -39561.8374852245 |
| 24 | 96933 | 124670.483747118 | -27737.483747118 |
| 25 | 174484 | 130758.742162611 | 43725.2578373888 |
| 26 | 232595 | 247410.110718477 | -14815.1107184768 |
| 27 | 266197 | 281824.760327151 | -15627.7603271509 |
| 28 | 290435 | 292587.778858616 | -2152.77885861583 |
| 29 | 304296 | 318200.435406401 | -13904.4354064014 |
| 30 | 322310 | 325987.773873417 | -3677.77387341729 |
| 31 | 415555 | 344676.609688895 | 70878.3903111049 |
| 32 | 490042 | 473978.457512841 | 16063.5424871586 |
| 33 | 545109 | 523429.965148762 | 21679.0348512377 |
| 34 | 545720 | 556279.448829298 | -10559.4488292975 |
| 35 | 505944 | 533242.003227274 | -27298.0032272739 |
| 36 | 477930 | 477539.480159391 | 390.519840608818 |
| 37 | 466106 | 466148.209074672 | -42.2090746720397 |
| 38 | 424476 | 464468.166101314 | -39992.166101314 |
| 39 | 383018 | 404617.792567814 | -21599.792567814 |
| 40 | 364696 | 369984.354316044 | -5288.35431604354 |
| 41 | 391116 | 372323.00586961 | 18792.9941303902 |
| 42 | 435721 | 419839.784500271 | 15881.2154997287 |
| 43 | 511435 | 466413.187269766 | 45021.8127302336 |
| 44 | 553997 | 550228.258861036 | 3768.7411389639 |
| 45 | 555252 | 568601.321888043 | -13349.3218880429 |
| 46 | 544897 | 546112.224847208 | -1215.2248472075 |
| 47 | 540562 | 538500.696170313 | 2061.30382968706 |
| 48 | 505282 | 540580.419553465 | -35298.4195534653 |
| 49 | 507626 | 488267.270806857 | 19358.7291931434 |
| 50 | 474427 | 514464.855090856 | -40037.8550908557 |
| 51 | 469740 | 464682.988061355 | 5057.01193864499 |
| 52 | 491480 | 475080.460470388 | 16399.5395296122 |
| 53 | 538974 | 515469.849944138 | 23504.1500558616 |
| 54 | 576612 | 567036.267461373 | 9575.7325386268 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 11 | 0.74335311611113 | 0.513293767777738 | 0.256646883888869 |
| 12 | 0.617825859808265 | 0.76434828038347 | 0.382174140191735 |
| 13 | 0.487448042017297 | 0.974896084034594 | 0.512551957982703 |
| 14 | 0.3534122223776 | 0.7068244447552 | 0.6465877776224 |
| 15 | 0.279015578459193 | 0.558031156918386 | 0.720984421540807 |
| 16 | 0.184947709712847 | 0.369895419425694 | 0.815052290287153 |
| 17 | 0.234372747304965 | 0.468745494609929 | 0.765627252695035 |
| 18 | 0.2274266701222 | 0.4548533402444 | 0.7725733298778 |
| 19 | 0.177297033176691 | 0.354594066353381 | 0.82270296682331 |
| 20 | 0.159342017012547 | 0.318684034025095 | 0.840657982987453 |
| 21 | 0.112368963125865 | 0.22473792625173 | 0.887631036874135 |
| 22 | 0.104474934529275 | 0.208949869058551 | 0.895525065470725 |
| 23 | 0.0959796924551415 | 0.191959384910283 | 0.904020307544859 |
| 24 | 0.0907207101465761 | 0.181441420293152 | 0.909279289853424 |
| 25 | 0.362195778710159 | 0.724391557420319 | 0.637804221289841 |
| 26 | 0.368426533948862 | 0.736853067897724 | 0.631573466051138 |
| 27 | 0.418043987679106 | 0.836087975358213 | 0.581956012320894 |
| 28 | 0.394636051417904 | 0.789272102835808 | 0.605363948582096 |
| 29 | 0.496272894706678 | 0.992545789413357 | 0.503727105293322 |
| 30 | 0.840442235354137 | 0.319115529291726 | 0.159557764645863 |
| 31 | 0.92823100011818 | 0.14353799976364 | 0.0717689998818199 |
| 32 | 0.897116895004729 | 0.205766209990543 | 0.102883104995271 |
| 33 | 0.859204747731082 | 0.281590504537836 | 0.140795252268918 |
| 34 | 0.833268355649297 | 0.333463288701405 | 0.166731644350703 |
| 35 | 0.863765909127656 | 0.272468181744688 | 0.136234090872344 |
| 36 | 0.832300517340266 | 0.335398965319468 | 0.167699482659734 |
| 37 | 0.906985395193157 | 0.186029209613686 | 0.093014604806843 |
| 38 | 0.878102828993764 | 0.243794342012473 | 0.121897171006236 |
| 39 | 0.800405426131209 | 0.399189147737582 | 0.199594573868791 |
| 40 | 0.723610461684144 | 0.552779076631713 | 0.276389538315856 |
| 41 | 0.634642656668584 | 0.730714686662833 | 0.365357343331417 |
| 42 | 0.546685250452625 | 0.90662949909475 | 0.453314749547375 |
| 43 | 0.479154187643911 | 0.958308375287823 | 0.520845812356089 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 0 | 0 | OK |
| 5% type I error level | 0 | 0 | OK |
| 10% type I error level | 0 | 0 | OK |
