| Multiple Linear Regression - Estimated Regression Equation |
| Werkloosheid[t] = + 284.896369125289 + 1060.52423815882Dummy_crisis[t] + 1.02699351092810past_1[t] + 0.155831521445659past_2[t] -0.205239464638224past_3[t] + 1263.58435127132M1[t] + 178.280372103877M2[t] + 6888.79005240301M3[t] + 37094.0396228534M4[t] + 11132.9463352077M5[t] -18376.0718371182M6[t] -5228.27257574756M7[t] + 236.519978481622M8[t] + 10697.3178260887M9[t] + 5169.33729366704M10[t] -430.547119867729M11[t] -2.12042340352418t + 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) | 284.896369125289 | 3608.983774 | 0.0789 | 0.937208 | 0.468604 |
| Dummy_crisis | 1060.52423815882 | 1438.843887 | 0.7371 | 0.462485 | 0.231243 |
| past_1 | 1.02699351092810 | 0.08855 | 11.5979 | 0 | 0 |
| past_2 | 0.155831521445659 | 0.126996 | 1.2271 | 0.222143 | 0.111072 |
| past_3 | -0.205239464638224 | 0.088547 | -2.3179 | 0.022108 | 0.011054 |
| M1 | 1263.58435127132 | 1931.359554 | 0.6542 | 0.514175 | 0.257087 |
| M2 | 178.280372103877 | 1935.223666 | 0.0921 | 0.926749 | 0.463375 |
| M3 | 6888.79005240301 | 1934.380818 | 3.5612 | 0.000526 | 0.000263 |
| M4 | 37094.0396228534 | 2018.910425 | 18.3733 | 0 | 0 |
| M5 | 11132.9463352077 | 3700.08096 | 3.0088 | 0.003182 | 0.001591 |
| M6 | -18376.0718371182 | 3566.193741 | -5.1529 | 1e-06 | 0 |
| M7 | -5228.27257574756 | 2373.865222 | -2.2024 | 0.029499 | 0.014749 |
| M8 | 236.519978481622 | 2418.839544 | 0.0978 | 0.922264 | 0.461132 |
| M9 | 10697.3178260887 | 2106.046502 | 5.0793 | 1e-06 | 1e-06 |
| M10 | 5169.33729366704 | 2178.911645 | 2.3724 | 0.019222 | 0.009611 |
| M11 | -430.547119867729 | 2007.994763 | -0.2144 | 0.830577 | 0.415289 |
| t | -2.12042340352418 | 14.680244 | -0.1444 | 0.885389 | 0.442694 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.986914685206737 |
| R-squared | 0.974000595876712 |
| Adjusted R-squared | 0.970618559567992 |
| F-TEST (value) | 287.992353413032 |
| F-TEST (DF numerator) | 16 |
| F-TEST (DF denominator) | 123 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 4556.99410942278 |
| Sum Squared Residuals | 2554242023.53761 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 185705 | 189906.823315737 | -4201.82331573672 |
| 2 | 180173 | 180828.556743004 | -655.556743004448 |
| 3 | 176142 | 181219.544263869 | -5077.54426386897 |
| 4 | 203401 | 208229.783233049 | -4828.78323304861 |
| 5 | 221902 | 210768.613491820 | 11133.3865081804 |
| 6 | 197378 | 205333.013566815 | -7955.01356681463 |
| 7 | 185001 | 190581.119954474 | -5580.11995447396 |
| 8 | 176356 | 175713.945833337 | 642.054166662494 |
| 9 | 180449 | 180398.830245423 | 50.1697545774773 |
| 10 | 180144 | 180265.299080756 | -121.299080755628 |
| 11 | 173666 | 176762.174812059 | -3096.17481205877 |
| 12 | 165688 | 169650.163801926 | -3962.16380192562 |
| 13 | 161570 | 161771.394940399 | -201.394940398751 |
| 14 | 156145 | 156541.128633659 | -396.128633658824 |
| 15 | 153730 | 158673.76433734 | -4943.76433734005 |
| 16 | 182698 | 186396.494267033 | -3698.49426703306 |
| 17 | 200765 | 190920.31955192 | 9844.68044807997 |
| 18 | 176512 | 184973.653538468 | -8461.6535384676 |
| 19 | 166618 | 170081.690042214 | -3463.69004221429 |
| 20 | 158644 | 157895.845078677 | 748.15492132296 |
| 21 | 159585 | 163601.151909427 | -4016.15190942741 |
| 22 | 163095 | 159825.490558508 | 3269.50944149149 |
| 23 | 159044 | 159611.449897633 | -567.449897633386 |
| 24 | 155511 | 156233.364185378 | -722.364185377562 |
| 25 | 153745 | 152514.79602488 | 1230.20397512012 |
| 26 | 150569 | 149894.573387992 | 674.426612008183 |
| 27 | 150605 | 153791.143815874 | -3186.14381587361 |
| 28 | 179612 | 183898.776711754 | -4286.77671175358 |
| 29 | 194690 | 188383.014246659 | 6306.98575334132 |
| 30 | 189917 | 178869.700130550 | 11047.2998694497 |
| 31 | 184128 | 183509.785470454 | 618.214529545693 |
| 32 | 175335 | 179188.807666842 | -3853.80766684196 |
| 33 | 179566 | 180694.630436524 | -1128.63043652406 |
| 34 | 181140 | 179327.643718155 | 1812.35628184532 |
| 35 | 177876 | 177806.120447218 | 69.8795527823011 |
| 36 | 175041 | 174259.350963884 | 781.64903611626 |
| 37 | 169292 | 171777.607284931 | -2485.60728493119 |
| 38 | 166070 | 165014.116437315 | 1055.88356268468 |
| 39 | 166972 | 168099.511067459 | -1127.51106745888 |
| 40 | 206348 | 199906.82088147 | 6441.17911852988 |
| 41 | 215706 | 215184.345244134 | 521.654755866055 |
| 42 | 202108 | 201234.70791501 | 873.292084989844 |
| 43 | 195411 | 193792.091209471 | 1618.90879052915 |
| 44 | 193111 | 188337.359858908 | 4773.64014109151 |
| 45 | 195198 | 198181.194749006 | -2983.19474900637 |
| 46 | 198770 | 195810.505445845 | 2959.49455415466 |
| 47 | 194163 | 194674.192583867 | -511.192583867205 |
| 48 | 190420 | 190499.555607390 | -79.5556073895916 |
| 49 | 189733 | 186465.951636866 | 3267.04836313436 |
| 50 | 186029 | 185035.243521104 | 993.756478895732 |
| 51 | 191531 | 188600.80387443 | 2930.19612557009 |
| 52 | 232571 | 224018.250875375 | 8552.74912462508 |
| 53 | 243477 | 241820.442860829 | 1656.55713917128 |
| 54 | 227247 | 228775.793600971 | -1528.79360097138 |
| 55 | 217859 | 218529.838700709 | -670.838700709201 |
| 56 | 208679 | 209583.608556534 | -904.608556534398 |
| 57 | 213188 | 212482.575738165 | 705.424261835487 |
| 58 | 216234 | 212079.443250267 | 4154.55674973334 |
| 59 | 213586 | 212192.403263193 | 1393.59673680729 |
| 60 | 209465 | 209450.589210989 | 14.4107890109594 |
| 61 | 204045 | 205442.011602246 | -1397.01160224602 |
| 62 | 200237 | 198689.574772929 | 1547.42522707077 |
| 63 | 203666 | 201488.357727749 | 2177.6422722507 |
| 64 | 241476 | 235732.039088443 | 5743.96091155728 |
| 65 | 260307 | 249915.348193964 | 10391.6518060357 |
| 66 | 243324 | 244931.748104138 | -1607.74810413768 |
| 67 | 244460 | 235810.355368385 | 8649.64463161505 |
| 68 | 233575 | 235928.341040311 | -2353.34104031093 |
| 69 | 237217 | 238870.800534375 | -1653.80053437533 |
| 70 | 235243 | 235151.631802585 | 91.3681974146975 |
| 71 | 230354 | 230323.911748767 | 30.0882512328984 |
| 72 | 227184 | 224676.273616758 | 2507.72638324229 |
| 73 | 221678 | 222325.450509831 | -647.450509831471 |
| 74 | 217142 | 216092.829655724 | 1049.17034427606 |
| 75 | 219452 | 217935.377092873 | 1516.62290712692 |
| 76 | 256446 | 250934.057961184 | 5511.94203881558 |
| 77 | 265845 | 264254.379219548 | 1590.62078045239 |
| 78 | 248624 | 249686.680774078 | -1062.68077407771 |
| 79 | 241114 | 239018.536075593 | 2095.46392440658 |
| 80 | 229245 | 232155.866580399 | -2910.86658039874 |
| 81 | 231805 | 232789.292117875 | -984.29211787463 |
| 82 | 219277 | 229580.07860142 | -10303.0786014200 |
| 83 | 219313 | 213946.814960266 | 5366.18503973356 |
| 84 | 212610 | 211934.543092979 | 675.456907021002 |
| 85 | 214771 | 208888.919464855 | 5882.08053514453 |
| 86 | 211142 | 208968.900730423 | 2173.09926957711 |
| 87 | 211457 | 213662.802585475 | -2205.80258547452 |
| 88 | 240048 | 243180.399614054 | -3132.39961405426 |
| 89 | 240636 | 247373.858320378 | -6737.8583203777 |
| 90 | 230580 | 222857.320507366 | 7722.67949263427 |
| 91 | 208795 | 219899.180000579 | -11104.1800005786 |
| 92 | 197922 | 201301.075910971 | -3379.07591097084 |
| 93 | 194596 | 199262.351252561 | -4666.35125256148 |
| 94 | 194581 | 193093.255483855 | 1487.74451614546 |
| 95 | 185686 | 189189.118802935 | -3503.11880293547 |
| 96 | 178106 | 181162.727206259 | -3056.72720625931 |
| 97 | 172608 | 173256.537530003 | -648.537530002586 |
| 98 | 167302 | 167167.104909748 | 134.895090252149 |
| 99 | 168053 | 169125.220034708 | -1072.22003470848 |
| 100 | 202300 | 200401.185832253 | 1898.81416774735 |
| 101 | 202388 | 210815.448961934 | -8427.44896193402 |
| 102 | 182516 | 186577.313072172 | -4061.31307217238 |
| 103 | 173476 | 172299.454089398 | 1176.54591060160 |
| 104 | 166444 | 165363.359814378 | 1080.64018562222 |
| 105 | 171297 | 171270.020557157 | 26.9794428430532 |
| 106 | 169701 | 171483.476611390 | -1782.47661138953 |
| 107 | 164182 | 166441.884419922 | -2259.88441992176 |
| 108 | 161914 | 159957.599699457 | 1956.40030054276 |
| 109 | 159612 | 158357.370363244 | 1254.62963675588 |
| 110 | 151001 | 155685.097613216 | -4684.09761321628 |
| 111 | 158114 | 153656.804690942 | 4457.19530905835 |
| 112 | 186530 | 191356.058935808 | -4826.05893580753 |
| 113 | 187069 | 197451.639473334 | -10382.6394733338 |
| 114 | 174330 | 171462.290581423 | 2867.70941857730 |
| 115 | 169362 | 165777.007646576 | 3584.99235342371 |
| 116 | 166827 | 164041.814191975 | 2785.18580802508 |
| 117 | 178037 | 173737.43760746 | 4299.56239254 |
| 118 | 186413 | 180344.530662597 | 6068.46933740323 |
| 119 | 189226 | 185611.776871456 | 3614.22312854406 |
| 120 | 191563 | 187933.646739195 | 3629.35326080478 |
| 121 | 188906 | 190314.462816119 | -1408.46281611885 |
| 122 | 186005 | 186285.156306603 | -280.156306603116 |
| 123 | 195309 | 189120.548406956 | 6188.45159304432 |
| 124 | 223532 | 228972.079193507 | -5440.07919350746 |
| 125 | 226899 | 234038.959503828 | -7139.95950382777 |
| 126 | 214126 | 210474.19311016 | 3651.80688984001 |
| 127 | 206903 | 205234.295155266 | 1668.70484473448 |
| 128 | 204442 | 200597.515855795 | 3844.48414420475 |
| 129 | 220375 | 210024.714852027 | 10350.2851479733 |
| 130 | 214320 | 221956.644784623 | -7636.64478462309 |
| 131 | 212588 | 213124.152192684 | -536.152192683516 |
| 132 | 205816 | 207560.185875786 | -1744.18587578599 |
| 133 | 202196 | 202839.674510889 | -643.674510889282 |
| 134 | 195722 | 197334.717288282 | -1612.71728828201 |
| 135 | 198563 | 198220.122102326 | 342.877897674109 |
| 136 | 229139 | 231075.053406071 | -1936.05340607067 |
| 137 | 229527 | 238284.630931654 | -8757.63093165386 |
| 138 | 211868 | 213353.585098850 | -1485.58509884976 |
| 139 | 203555 | 202148.646286880 | 1406.35371311974 |
| 140 | 195770 | 196242.459611872 | -472.459611872152 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 20 | 0.0118314024130387 | 0.0236628048260773 | 0.988168597586961 |
| 21 | 0.0144070242892608 | 0.0288140485785216 | 0.98559297571074 |
| 22 | 0.00480219126431148 | 0.00960438252862296 | 0.995197808735689 |
| 23 | 0.00304416806444331 | 0.00608833612888663 | 0.996955831935557 |
| 24 | 0.0110093835349611 | 0.0220187670699223 | 0.988990616465039 |
| 25 | 0.00628299265284086 | 0.0125659853056817 | 0.99371700734716 |
| 26 | 0.0024017198587421 | 0.0048034397174842 | 0.997598280141258 |
| 27 | 0.000965638251422117 | 0.00193127650284423 | 0.999034361748578 |
| 28 | 0.000675482755622986 | 0.00135096551124597 | 0.999324517244377 |
| 29 | 0.00234161193623796 | 0.00468322387247591 | 0.997658388063762 |
| 30 | 0.197280173998781 | 0.394560347997562 | 0.802719826001219 |
| 31 | 0.246545444616407 | 0.493090889232813 | 0.753454555383593 |
| 32 | 0.210605014335107 | 0.421210028670213 | 0.789394985664894 |
| 33 | 0.292044980391802 | 0.584089960783604 | 0.707955019608198 |
| 34 | 0.322455061823257 | 0.644910123646514 | 0.677544938176743 |
| 35 | 0.267736338810588 | 0.535472677621175 | 0.732263661189412 |
| 36 | 0.211897585168325 | 0.423795170336651 | 0.788102414831675 |
| 37 | 0.21890279481817 | 0.43780558963634 | 0.78109720518183 |
| 38 | 0.178383961098914 | 0.356767922197829 | 0.821616038901085 |
| 39 | 0.148186046811472 | 0.296372093622943 | 0.851813953188528 |
| 40 | 0.219647862169788 | 0.439295724339575 | 0.780352137830212 |
| 41 | 0.328986811754895 | 0.657973623509789 | 0.671013188245105 |
| 42 | 0.276361079063907 | 0.552722158127814 | 0.723638920936093 |
| 43 | 0.228791535860146 | 0.457583071720293 | 0.771208464139854 |
| 44 | 0.216051787355045 | 0.432103574710090 | 0.783948212644955 |
| 45 | 0.201309662714015 | 0.402619325428029 | 0.798690337285985 |
| 46 | 0.159712474992599 | 0.319424949985199 | 0.8402875250074 |
| 47 | 0.137489078296875 | 0.274978156593749 | 0.862510921703125 |
| 48 | 0.113632500822117 | 0.227265001644234 | 0.886367499177883 |
| 49 | 0.0870949000536296 | 0.174189800107259 | 0.91290509994637 |
| 50 | 0.0684366712089638 | 0.136873342417928 | 0.931563328791036 |
| 51 | 0.0636844780434999 | 0.127368956087000 | 0.9363155219565 |
| 52 | 0.109855383163520 | 0.219710766327041 | 0.89014461683648 |
| 53 | 0.10532749691632 | 0.21065499383264 | 0.89467250308368 |
| 54 | 0.0936398677775118 | 0.187279735555024 | 0.906360132222488 |
| 55 | 0.0962747534996425 | 0.192549506999285 | 0.903725246500358 |
| 56 | 0.097066145973153 | 0.194132291946306 | 0.902933854026847 |
| 57 | 0.0789755092086173 | 0.157951018417235 | 0.921024490791383 |
| 58 | 0.0634981783524886 | 0.126996356704977 | 0.936501821647511 |
| 59 | 0.04794661495221 | 0.09589322990442 | 0.95205338504779 |
| 60 | 0.0383721191104891 | 0.0767442382209782 | 0.96162788088951 |
| 61 | 0.0380370519051514 | 0.0760741038103029 | 0.961962948094849 |
| 62 | 0.0301548528102262 | 0.0603097056204523 | 0.969845147189774 |
| 63 | 0.0228182801509923 | 0.0456365603019846 | 0.977181719849008 |
| 64 | 0.0200918614177322 | 0.0401837228354643 | 0.979908138582268 |
| 65 | 0.072383563187125 | 0.14476712637425 | 0.927616436812875 |
| 66 | 0.0595000912433205 | 0.119000182486641 | 0.94049990875668 |
| 67 | 0.113072107156647 | 0.226144214313294 | 0.886927892843353 |
| 68 | 0.101262943304151 | 0.202525886608303 | 0.898737056695849 |
| 69 | 0.0917101177663875 | 0.183420235532775 | 0.908289882233613 |
| 70 | 0.098244018671414 | 0.196488037342828 | 0.901755981328586 |
| 71 | 0.0823578154018821 | 0.164715630803764 | 0.917642184598118 |
| 72 | 0.0638959751826677 | 0.127791950365335 | 0.936104024817332 |
| 73 | 0.0550025911238398 | 0.110005182247680 | 0.94499740887616 |
| 74 | 0.0443068981071552 | 0.0886137962143105 | 0.955693101892845 |
| 75 | 0.0330146462259915 | 0.0660292924519831 | 0.966985353774009 |
| 76 | 0.0406589487847434 | 0.0813178975694868 | 0.959341051215257 |
| 77 | 0.117801065376138 | 0.235602130752277 | 0.882198934623862 |
| 78 | 0.100026500250686 | 0.200053000501372 | 0.899973499749314 |
| 79 | 0.0898610475428564 | 0.179722095085713 | 0.910138952457144 |
| 80 | 0.089483065225241 | 0.178966130450482 | 0.910516934774759 |
| 81 | 0.0770669003597292 | 0.154133800719458 | 0.922933099640271 |
| 82 | 0.361362861878443 | 0.722725723756885 | 0.638637138121557 |
| 83 | 0.358883523222391 | 0.717767046444783 | 0.641116476777609 |
| 84 | 0.319812476284620 | 0.639624952569241 | 0.68018752371538 |
| 85 | 0.362687990169907 | 0.725375980339814 | 0.637312009830093 |
| 86 | 0.385262819390117 | 0.770525638780234 | 0.614737180609883 |
| 87 | 0.354753324021879 | 0.709506648043757 | 0.645246675978121 |
| 88 | 0.376894646348894 | 0.753789292697788 | 0.623105353651106 |
| 89 | 0.635450121193039 | 0.729099757613921 | 0.364549878806960 |
| 90 | 0.893505314211304 | 0.212989371577392 | 0.106494685788696 |
| 91 | 0.953084741461332 | 0.0938305170773352 | 0.0469152585386676 |
| 92 | 0.951988983999537 | 0.0960220320009265 | 0.0480110160004633 |
| 93 | 0.967002520069058 | 0.065994959861885 | 0.0329974799309425 |
| 94 | 0.960184544657025 | 0.0796309106859505 | 0.0398154553429753 |
| 95 | 0.950744174034316 | 0.0985116519313677 | 0.0492558259656839 |
| 96 | 0.948913321162743 | 0.102173357674515 | 0.0510866788372573 |
| 97 | 0.929490825670792 | 0.141018348658417 | 0.0705091743292084 |
| 98 | 0.911960613345831 | 0.176078773308338 | 0.088039386654169 |
| 99 | 0.90742466638789 | 0.185150667224220 | 0.0925753336121102 |
| 100 | 0.941703969085734 | 0.116592061828533 | 0.0582960309142664 |
| 101 | 0.955301839170284 | 0.0893963216594324 | 0.0446981608297162 |
| 102 | 0.950625321978948 | 0.098749356042103 | 0.0493746780210515 |
| 103 | 0.931078077323845 | 0.137843845352310 | 0.0689219226761548 |
| 104 | 0.90584501136946 | 0.188309977261082 | 0.094154988630541 |
| 105 | 0.917732230628748 | 0.164535538742504 | 0.082267769371252 |
| 106 | 0.884320639332782 | 0.231358721334436 | 0.115679360667218 |
| 107 | 0.862362102190396 | 0.275275795619207 | 0.137637897809604 |
| 108 | 0.814566519685554 | 0.370866960628893 | 0.185433480314446 |
| 109 | 0.778529189722074 | 0.442941620555851 | 0.221470810277926 |
| 110 | 0.745821317644211 | 0.508357364711578 | 0.254178682355789 |
| 111 | 0.681543889367299 | 0.636912221265401 | 0.318456110632701 |
| 112 | 0.628574905912574 | 0.742850188174853 | 0.371425094087426 |
| 113 | 0.657779442709773 | 0.684441114580455 | 0.342220557290227 |
| 114 | 0.626795612224824 | 0.746408775550352 | 0.373204387775176 |
| 115 | 0.575909718947993 | 0.848180562104014 | 0.424090281052007 |
| 116 | 0.537916579857253 | 0.924166840285494 | 0.462083420142747 |
| 117 | 0.96578114945105 | 0.0684377010979015 | 0.0342188505489508 |
| 118 | 0.929161656216012 | 0.141676687567976 | 0.070838343783988 |
| 119 | 0.851736117944853 | 0.296527764110293 | 0.148263882055147 |
| 120 | 0.879969813595024 | 0.240060372809953 | 0.120030186404976 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 6 | 0.0594059405940594 | NOK |
| 5% type I error level | 12 | 0.118811881188119 | NOK |
| 10% type I error level | 27 | 0.267326732673267 | NOK |
