| Multiple Linear Regression - Estimated Regression Equation |
| Werkloosheid[t] = + 548.485695515317 -0.0824479631015943Consumenten[t] -0.85218979218082Ondernemers[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) | 548.485695515317 | 33.924089 | 16.168 | 0 | 0 |
| Consumenten | -0.0824479631015943 | 0.068467 | -1.2042 | 0.231936 | 0.115968 |
| Ondernemers | -0.85218979218082 | 0.069102 | -12.3323 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.805482329234559 |
| R-squared | 0.648801782709131 |
| Adjusted R-squared | 0.640339175063568 |
| F-TEST (value) | 76.6668868370961 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 83 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 196.783926478273 |
| Sum Squared Residuals | 3214084.83877714 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 99.2 | 454.441808473131 | -355.241808473131 |
| 2 | 99 | 455.09335213775 | -356.09335213775 |
| 3 | 631 | 482.612503078714 | 148.387496921286 |
| 4 | -10.8 | 244.020928745713 | -254.820928745714 |
| 5 | -13 | -22.3277898881733 | 9.3277898881733 |
| 6 | 833 | 561.820738994692 | 271.179261005308 |
| 7 | 586 | 487.751304431786 | 98.248695568214 |
| 8 | -15.2 | -326.754990968853 | 311.554990968853 |
| 9 | -4 | 17.1697532193101 | -21.1697532193101 |
| 10 | 568 | 562.692325899688 | 5.30767410031193 |
| 11 | 558 | 546.233937911588 | 11.766062088412 |
| 12 | -14.9 | 4.82996867297985 | -19.7299686729799 |
| 13 | -9 | 14.3493503608425 | -23.3493503608425 |
| 14 | 654 | 557.169718347212 | 96.8302816527883 |
| 15 | 603 | 544.393737602974 | 58.6062623970259 |
| 16 | -7.8 | 277.091434714562 | -284.891434714562 |
| 17 | -3 | 37.6665079854349 | -40.6665079854349 |
| 18 | 730 | 552.829092439322 | 177.170907560678 |
| 19 | 670 | 523.312039128559 | 146.687960871441 |
| 20 | -4.5 | 132.109694439950 | -136.609694439950 |
| 21 | 0 | 2.55358578350801 | -2.55358578350801 |
| 22 | 502 | 550.957045912641 | -48.9570459126411 |
| 23 | 625 | 525.400948367263 | 99.5990516327366 |
| 24 | -1.5 | 345.870781471511 | -347.370781471511 |
| 25 | 0 | 46.5871319023652 | -46.5871319023652 |
| 26 | 767 | 548.073455699809 | 218.926544300191 |
| 27 | 582 | 507.096135517924 | 74.9038644820765 |
| 28 | 0.5 | 284.70572252186 | -284.20572252186 |
| 29 | 4 | 37.9498068322147 | -33.9498068322147 |
| 30 | 885 | 547.556599792267 | 337.443400207733 |
| 31 | 621 | 490.41461933063 | 130.585380669370 |
| 32 | 0.1 | 149.977287394189 | -149.877287394189 |
| 33 | -1 | 41.5152171308311 | -42.5152171308311 |
| 34 | 994 | 550.190075099678 | 443.809924900322 |
| 35 | 696 | 524.796102464387 | 171.203897535613 |
| 36 | -3 | 321.625620156498 | -324.625620156498 |
| 37 | -1 | -3.42823235437804 | 2.42823235437804 |
| 38 | 861 | 552.326091612363 | 308.673908387637 |
| 39 | 649 | 498.604677838852 | 150.395322161148 |
| 40 | -6.4 | 159.022265776164 | -165.422265776164 |
| 41 | -6 | 39.4945595144490 | -45.4945595144490 |
| 42 | 396 | 555.709911636038 | -159.709911636038 |
| 43 | 613 | 539.00554479942 | 73.9944552005804 |
| 44 | -7.7 | 407.256156669695 | -414.956156669695 |
| 45 | -4 | 24.9331298805837 | -28.9331298805837 |
| 46 | 632 | 552.80692431039 | 79.1930756896095 |
| 47 | 634 | 511.851772257437 | 122.148227742563 |
| 48 | -2 | -88.7183023795421 | 86.7183023795421 |
| 49 | -3 | 33.8207746122733 | -36.8207746122733 |
| 50 | 243 | 548.235580609896 | -305.235580609896 |
| 51 | 706 | 490.771438823808 | 215.228561176192 |
| 52 | 0.9 | 335.013312942086 | -334.113312942086 |
| 53 | 1 | -0.497671371643975 | 1.49767137164397 |
| 54 | 328 | 545.503031242684 | -217.503031242684 |
| 55 | 644 | 479.613936164321 | 164.386063835679 |
| 56 | 4.9 | -103.893505232987 | 108.793505232987 |
| 57 | 1 | 36.7018668171463 | -35.7018668171463 |
| 58 | 136 | 542.954774914491 | -406.954774914491 |
| 59 | 612 | 530.538384679548 | 81.4616153204519 |
| 60 | 6.5 | -62.4937074296978 | 68.9937074296978 |
| 61 | 5 | 7.66145551251715 | -2.66145551251715 |
| 62 | 210 | 542.787107972171 | -332.787107972171 |
| 63 | 618 | 519.818784435555 | 98.1812155644452 |
| 64 | 6.2 | 7.08377383788783 | -0.88377383788783 |
| 65 | 8 | 13.6350288540931 | -5.63502885409308 |
| 66 | 200 | 543.199347787679 | -343.199347787679 |
| 67 | 668 | 464.855068248742 | 203.144931751258 |
| 68 | 5.8 | 86.6131610815667 | -80.8131610815667 |
| 69 | 4 | 20.5597295435717 | -16.5597295435717 |
| 70 | 661 | 543.809735722788 | 117.190264277212 |
| 71 | 644 | 521.936086355817 | 122.063913644183 |
| 72 | 5.8 | -296.901320601753 | 302.701320601753 |
| 73 | 6 | 35.7672290618639 | -29.7672290618639 |
| 74 | 752 | 541.940460212223 | 210.059539787777 |
| 75 | 595 | 512.372122636032 | 82.6278773639675 |
| 76 | 6.7 | -268.668899335519 | 275.368899335519 |
| 77 | 4 | 7.74390347561879 | -3.74390347561879 |
| 78 | 341 | 544.824050425056 | -203.824050425056 |
| 79 | 594 | 518.225928016246 | 75.7740719837543 |
| 80 | 3 | 328.084271439587 | -325.084271439587 |
| 81 | 0 | 28.4685367661936 | -28.4685367661936 |
| 82 | 926 | 546.616420004752 | 379.383579995248 |
| 83 | 633 | 493.713220375086 | 139.286779624914 |
| 84 | 1.8 | -97.3226482644518 | 99.1226482644518 |
| 85 | 0 | -13.2557838654258 | 13.2557838654258 |
| 86 | 451 | 547.124962863944 | -96.124962863944 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 6 | 0.974895948710734 | 0.0502081025785309 | 0.0251040512892654 |
| 7 | 0.952470971119204 | 0.0950580577615925 | 0.0475290288807962 |
| 8 | 0.956278220445396 | 0.0874435591092074 | 0.0437217795546037 |
| 9 | 0.921636355013697 | 0.156727289972606 | 0.0783636449863031 |
| 10 | 0.891258716564234 | 0.217482566871533 | 0.108741283435766 |
| 11 | 0.84477768837687 | 0.310444623246260 | 0.155222311623130 |
| 12 | 0.789170217878913 | 0.421659564242175 | 0.210829782121088 |
| 13 | 0.712593942634603 | 0.574812114730795 | 0.287406057365397 |
| 14 | 0.679027544150097 | 0.641944911699806 | 0.320972455849903 |
| 15 | 0.609533468615242 | 0.780933062769515 | 0.390466531384758 |
| 16 | 0.693855217705688 | 0.612289564588623 | 0.306144782294311 |
| 17 | 0.618020870627604 | 0.763958258744793 | 0.381979129372396 |
| 18 | 0.617171202405785 | 0.765657595188429 | 0.382828797594215 |
| 19 | 0.583120392703175 | 0.83375921459365 | 0.416879607296825 |
| 20 | 0.539173699120434 | 0.921652601759133 | 0.460826300879566 |
| 21 | 0.461511566458311 | 0.923023132916621 | 0.538488433541689 |
| 22 | 0.389878121333107 | 0.779756242666215 | 0.610121878666893 |
| 23 | 0.33853721284993 | 0.67707442569986 | 0.66146278715007 |
| 24 | 0.466671631619181 | 0.933343263238361 | 0.533328368380819 |
| 25 | 0.398432557066549 | 0.796865114133097 | 0.601567442933451 |
| 26 | 0.411334801458298 | 0.822669602916596 | 0.588665198541702 |
| 27 | 0.356018304773955 | 0.71203660954791 | 0.643981695226045 |
| 28 | 0.404590100766483 | 0.809180201532967 | 0.595409899233517 |
| 29 | 0.34062843620626 | 0.68125687241252 | 0.65937156379374 |
| 30 | 0.448238230277454 | 0.896476460554908 | 0.551761769722546 |
| 31 | 0.418709806628181 | 0.837419613256363 | 0.581290193371819 |
| 32 | 0.381320259566168 | 0.762640519132335 | 0.618679740433832 |
| 33 | 0.321640500340694 | 0.643281000681387 | 0.678359499659306 |
| 34 | 0.549682882374815 | 0.900634235250371 | 0.450317117625185 |
| 35 | 0.528675209380689 | 0.942649581238622 | 0.471324790619311 |
| 36 | 0.625838438828547 | 0.748323122342907 | 0.374161561171453 |
| 37 | 0.563410610847956 | 0.873178778304089 | 0.436589389152044 |
| 38 | 0.648521142860925 | 0.70295771427815 | 0.351478857139075 |
| 39 | 0.626515811739616 | 0.746968376520767 | 0.373484188260384 |
| 40 | 0.611075576972828 | 0.777848846054344 | 0.388924423027172 |
| 41 | 0.551055832488958 | 0.897888335022084 | 0.448944167511042 |
| 42 | 0.551532073377321 | 0.896935853245358 | 0.448467926622679 |
| 43 | 0.501578260565647 | 0.996843478868707 | 0.498421739434353 |
| 44 | 0.732555533014999 | 0.534888933970003 | 0.267444466985001 |
| 45 | 0.677799702718527 | 0.644400594562946 | 0.322200297281473 |
| 46 | 0.642714749569131 | 0.714570500861737 | 0.357285250430869 |
| 47 | 0.606708794498795 | 0.78658241100241 | 0.393291205501205 |
| 48 | 0.579749694483057 | 0.840500611033885 | 0.420250305516943 |
| 49 | 0.517098963137105 | 0.96580207372579 | 0.482901036862895 |
| 50 | 0.606197468735866 | 0.787605062528268 | 0.393802531264134 |
| 51 | 0.614781338682747 | 0.770437322634505 | 0.385218661317253 |
| 52 | 0.768827859596245 | 0.46234428080751 | 0.231172140403755 |
| 53 | 0.715588117035514 | 0.568823765928972 | 0.284411882964486 |
| 54 | 0.722066130740815 | 0.555867738518369 | 0.277933869259185 |
| 55 | 0.692139505089823 | 0.615720989820355 | 0.307860494910177 |
| 56 | 0.650588134529006 | 0.698823730941989 | 0.349411865470994 |
| 57 | 0.586766834792617 | 0.826466330414766 | 0.413233165207383 |
| 58 | 0.771185481632477 | 0.457629036735046 | 0.228814518367523 |
| 59 | 0.725802410802098 | 0.548395178395804 | 0.274197589197902 |
| 60 | 0.672226211972633 | 0.655547576054733 | 0.327773788027367 |
| 61 | 0.60510006424293 | 0.78979987151414 | 0.39489993575707 |
| 62 | 0.720836487653834 | 0.558327024692332 | 0.279163512346166 |
| 63 | 0.667485296055424 | 0.665029407889153 | 0.332514703944576 |
| 64 | 0.611880319964956 | 0.776239360070087 | 0.388119680035044 |
| 65 | 0.538208217347626 | 0.923583565304748 | 0.461791782652374 |
| 66 | 0.704891956583804 | 0.590216086832392 | 0.295108043416196 |
| 67 | 0.668804094718007 | 0.662391810563987 | 0.331195905281993 |
| 68 | 0.644143461831467 | 0.711713076337066 | 0.355856538168533 |
| 69 | 0.57359774967263 | 0.85280450065474 | 0.42640225032737 |
| 70 | 0.50841347808743 | 0.98317304382514 | 0.49158652191257 |
| 71 | 0.439154148937873 | 0.878308297875747 | 0.560845851062127 |
| 72 | 0.4574011454802 | 0.9148022909604 | 0.5425988545198 |
| 73 | 0.376010297464307 | 0.752020594928614 | 0.623989702535693 |
| 74 | 0.368444395959386 | 0.736888791918772 | 0.631555604040614 |
| 75 | 0.286314063966588 | 0.572628127933175 | 0.713685936033412 |
| 76 | 0.306588704216288 | 0.613177408432577 | 0.693411295783712 |
| 77 | 0.213022670160512 | 0.426045340321024 | 0.786977329839488 |
| 78 | 0.242836673272886 | 0.485673346545771 | 0.757163326727114 |
| 79 | 0.150680174636220 | 0.301360349272441 | 0.84931982536378 |
| 80 | 0.391795423653151 | 0.783590847306302 | 0.608204576346849 |
| 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 | 3 | 0.04 | OK |
