| Multiple Linear Regression - Estimated Regression Equation |
| Werkloosheid[t] = + 415.559560284988 + 0.0701155138020739Conjunctuur[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) | 415.559560284988 | 3.829809 | 108.5066 | 0 | 0 |
| Conjunctuur | 0.0701155138020739 | 0.373404 | 0.1878 | 0.851349 | 0.425674 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.0165303286805398 |
| R-squared | 0.000273251766286676 |
| Adjusted R-squared | -0.0074765679874631 |
| F-TEST (value) | 0.0352591124657402 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 129 |
| p-value | 0.85134878155493 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 39.6204216830686 |
| Sum Squared Residuals | 202501.338050398 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 377 | 416.00829957332 | -39.0082995733196 |
| 2 | 370 | 416.099449741264 | -46.0994497412641 |
| 3 | 358 | 416.204623011967 | -58.2046230119671 |
| 4 | 357 | 416.162553703686 | -59.1625537036859 |
| 5 | 349 | 416.078415087123 | -67.0784150871234 |
| 6 | 348 | 416.162553703686 | -68.1625537036859 |
| 7 | 369 | 415.994276470561 | -46.9942764705609 |
| 8 | 381 | 415.9802533678 | -34.9802533678005 |
| 9 | 368 | 416.022322676082 | -48.0223226760817 |
| 10 | 361 | 415.917149405379 | -54.9171494053786 |
| 11 | 351 | 415.889103199858 | -64.8891031998578 |
| 12 | 351 | 415.910137853998 | -64.9101378539984 |
| 13 | 358 | 415.811976134676 | -57.8119761346755 |
| 14 | 354 | 415.692779761212 | -61.692779761212 |
| 15 | 347 | 415.552548733608 | -68.5525487336078 |
| 16 | 345 | 415.159901856316 | -70.1599018563162 |
| 17 | 343 | 415.166913407696 | -72.1669134076964 |
| 18 | 340 | 415.110820996655 | -75.1108209966548 |
| 19 | 362 | 415.019670828712 | -53.0196708287121 |
| 20 | 370 | 414.998636174571 | -44.9986361745715 |
| 21 | 373 | 414.725185670743 | -41.7251856707434 |
| 22 | 371 | 414.479781372436 | -43.4797813724361 |
| 23 | 354 | 414.472769821056 | -60.4727698210559 |
| 24 | 357 | 414.62001240004 | -57.6200124000403 |
| 25 | 363 | 414.795301184545 | -51.7953011845454 |
| 26 | 364 | 414.802312735926 | -50.8023127359256 |
| 27 | 363 | 415.047717034233 | -52.0477170342329 |
| 28 | 358 | 415.103809445275 | -57.1038094452746 |
| 29 | 357 | 415.201971164597 | -58.2019711645975 |
| 30 | 357 | 415.187948061837 | -58.187948061837 |
| 31 | 380 | 415.082774791134 | -35.0827747911339 |
| 32 | 378 | 414.970589969051 | -36.9705899690506 |
| 33 | 376 | 414.970589969051 | -38.9705899690506 |
| 34 | 380 | 414.879439801108 | -34.8794398011079 |
| 35 | 379 | 414.94254376353 | -35.9425437635298 |
| 36 | 384 | 414.886451352488 | -30.8864513524881 |
| 37 | 392 | 414.753231876264 | -22.7532318762642 |
| 38 | 394 | 414.788289633165 | -20.7882896331652 |
| 39 | 392 | 414.514839129337 | -22.5148391293371 |
| 40 | 396 | 414.423688961394 | -18.4236889613944 |
| 41 | 392 | 414.549896886238 | -22.5498968862382 |
| 42 | 396 | 414.346561896212 | -18.3465618962122 |
| 43 | 419 | 414.458746718295 | 4.54125328170452 |
| 44 | 421 | 414.676104811082 | 6.32389518891809 |
| 45 | 420 | 414.900474455249 | 5.09952554475145 |
| 46 | 418 | 414.991624623191 | 3.00837537680875 |
| 47 | 410 | 415.180936510457 | -5.18093651045685 |
| 48 | 418 | 415.237028921499 | 2.76297107850149 |
| 49 | 426 | 415.215994267358 | 10.7840057326421 |
| 50 | 428 | 415.27909822978 | 12.7209017702202 |
| 51 | 430 | 415.342202192202 | 14.6577978077984 |
| 52 | 424 | 415.468410117045 | 8.53158988295465 |
| 53 | 423 | 415.559560284988 | 7.44043971501195 |
| 54 | 427 | 415.531514079467 | 11.4684859205328 |
| 55 | 441 | 415.769906826394 | 25.2300931736057 |
| 56 | 449 | 415.587606490509 | 33.4123935094911 |
| 57 | 452 | 415.64369890155 | 36.3563010984495 |
| 58 | 462 | 415.601629593269 | 46.3983704067307 |
| 59 | 455 | 415.468410117045 | 39.5315898829546 |
| 60 | 461 | 415.335190640821 | 45.6648093591786 |
| 61 | 461 | 415.433352360144 | 45.5666476398557 |
| 62 | 463 | 415.307144435301 | 47.6928555646994 |
| 63 | 462 | 415.265075127019 | 46.7349248729807 |
| 64 | 456 | 415.075763239754 | 40.9242367602463 |
| 65 | 455 | 414.998636174571 | 40.0013638254285 |
| 66 | 456 | 415.033693931472 | 40.9663060685275 |
| 67 | 472 | 414.984613071811 | 57.015386928189 |
| 68 | 472 | 415.026682380092 | 56.9733176199077 |
| 69 | 471 | 415.30013288392 | 55.6998671160796 |
| 70 | 465 | 415.440363911525 | 49.5596360884755 |
| 71 | 459 | 415.510479425327 | 43.4895205746734 |
| 72 | 465 | 415.573583387748 | 49.4264166122515 |
| 73 | 468 | 415.601629593269 | 52.3983704067307 |
| 74 | 467 | 415.713814415353 | 51.2861855846474 |
| 75 | 463 | 415.790941480535 | 47.2090585194651 |
| 76 | 460 | 415.931172508139 | 44.0688274918610 |
| 77 | 462 | 415.945195610899 | 46.0548043891005 |
| 78 | 461 | 416.001288021941 | 44.9987119780589 |
| 79 | 476 | 416.099449741264 | 59.900550258736 |
| 80 | 476 | 416.015311124702 | 59.9846888752985 |
| 81 | 471 | 415.945195610899 | 55.0548043891005 |
| 82 | 453 | 416.043357330222 | 36.9566426697776 |
| 83 | 443 | 415.95921871366 | 27.0407812863401 |
| 84 | 442 | 416.043357330222 | 25.9566426697776 |
| 85 | 444 | 415.987264919181 | 28.0127350808193 |
| 86 | 438 | 415.896114751238 | 22.103885248762 |
| 87 | 427 | 415.818987686056 | 11.1810123139443 |
| 88 | 424 | 415.96623026504 | 8.03376973495992 |
| 89 | 416 | 416.036345778842 | -0.0363457788421568 |
| 90 | 406 | 416.155542152306 | -10.1555421523057 |
| 91 | 431 | 416.064391984363 | 14.935608015637 |
| 92 | 434 | 415.910137853998 | 18.0898621460016 |
| 93 | 418 | 415.889103199858 | 2.1108968001422 |
| 94 | 412 | 415.720825966733 | -3.72082596673282 |
| 95 | 404 | 415.727837518113 | -11.7278375181130 |
| 96 | 409 | 415.566571836368 | -6.56657183636826 |
| 97 | 412 | 415.692779761212 | -3.69277976121199 |
| 98 | 406 | 415.678756658452 | -9.67875665845158 |
| 99 | 398 | 415.699791312592 | -17.6997913125922 |
| 100 | 397 | 415.426340808764 | -18.4263408087641 |
| 101 | 385 | 415.594618041889 | -30.5946180418891 |
| 102 | 390 | 415.468410117045 | -25.4684101170454 |
| 103 | 413 | 415.328179089441 | -2.32817908944120 |
| 104 | 413 | 415.363236846342 | -2.36323684634224 |
| 105 | 401 | 414.998636174571 | -13.9986361745715 |
| 106 | 397 | 414.584954643139 | -17.5849546431392 |
| 107 | 397 | 414.024030532723 | -17.0240305327226 |
| 108 | 409 | 413.540233487488 | -4.54023348748830 |
| 109 | 419 | 413.624372104051 | 5.37562789594921 |
| 110 | 424 | 413.357933151603 | 10.6420668483971 |
| 111 | 428 | 413.329886946082 | 14.6701130539179 |
| 112 | 430 | 413.498164179207 | 16.5018358207929 |
| 113 | 424 | 413.624372104051 | 10.3756278959492 |
| 114 | 433 | 413.904834159259 | 19.0951658407409 |
| 115 | 456 | 413.960926570301 | 42.0390734296993 |
| 116 | 459 | 414.28345793379 | 44.7165420662097 |
| 117 | 446 | 414.311504139311 | 31.6884958606889 |
| 118 | 441 | 414.563919988999 | 26.4360800110014 |
| 119 | 439 | 414.94254376353 | 24.0574562364702 |
| 120 | 454 | 415.005647725952 | 38.9943522740483 |
| 121 | 460 | 415.068751688374 | 44.9312483116265 |
| 122 | 457 | 415.068751688374 | 41.9312483116265 |
| 123 | 451 | 415.307144435301 | 35.6928555646994 |
| 124 | 444 | 415.391283051863 | 28.6087169481369 |
| 125 | 437 | 415.215994267358 | 21.7840057326421 |
| 126 | 443 | 415.019670828712 | 27.9803291712879 |
| 127 | 471 | 415.103809445275 | 55.8961905547254 |
| 128 | 469 | 415.201971164597 | 53.7980288354025 |
| 129 | 454 | 415.321167538061 | 38.678832461939 |
| 130 | 444 | 415.363236846342 | 28.6367631536578 |
| 131 | 436 | 415.61565269603 | 20.3843473039703 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0284230206208427 | 0.0568460412416855 | 0.971576979379157 |
| 6 | 0.00990037928164777 | 0.0198007585632955 | 0.990099620718352 |
| 7 | 0.00240810764847351 | 0.00481621529694702 | 0.997591892351527 |
| 8 | 0.000740356318036153 | 0.00148071263607231 | 0.999259643681964 |
| 9 | 0.00017180846659506 | 0.00034361693319012 | 0.999828191533405 |
| 10 | 0.000184210643794706 | 0.000368421287589412 | 0.999815789356205 |
| 11 | 0.000310959458700166 | 0.000621918917400331 | 0.9996890405413 |
| 12 | 0.000215958325140738 | 0.000431916650281476 | 0.99978404167486 |
| 13 | 8.47647698312715e-05 | 0.000169529539662543 | 0.999915235230169 |
| 14 | 3.7087895388108e-05 | 7.4175790776216e-05 | 0.999962912104612 |
| 15 | 1.93405155917586e-05 | 3.86810311835172e-05 | 0.999980659484408 |
| 16 | 7.57061544551569e-06 | 1.51412308910314e-05 | 0.999992429384554 |
| 17 | 3.15277734256428e-06 | 6.30555468512856e-06 | 0.999996847222657 |
| 18 | 1.43238392126413e-06 | 2.86476784252825e-06 | 0.999998567616079 |
| 19 | 2.25164589163063e-06 | 4.50329178326126e-06 | 0.999997748354108 |
| 20 | 4.56608134475520e-06 | 9.13216268951039e-06 | 0.999995433918655 |
| 21 | 7.13258074822144e-06 | 1.42651614964429e-05 | 0.999992867419252 |
| 22 | 5.37375162188913e-06 | 1.07475032437783e-05 | 0.999994626248378 |
| 23 | 2.91546508050648e-06 | 5.83093016101295e-06 | 0.99999708453492 |
| 24 | 1.52867381140433e-06 | 3.05734762280866e-06 | 0.999998471326189 |
| 25 | 8.4667911261935e-07 | 1.6933582252387e-06 | 0.999999153320887 |
| 26 | 4.90325541372381e-07 | 9.80651082744762e-07 | 0.999999509674459 |
| 27 | 3.00843278166572e-07 | 6.01686556333145e-07 | 0.999999699156722 |
| 28 | 2.07290597124460e-07 | 4.14581194248919e-07 | 0.999999792709403 |
| 29 | 1.64600872054069e-07 | 3.29201744108139e-07 | 0.999999835399128 |
| 30 | 1.45302195568919e-07 | 2.90604391137838e-07 | 0.999999854697804 |
| 31 | 3.88456871111335e-07 | 7.7691374222267e-07 | 0.999999611543129 |
| 32 | 6.84368738598551e-07 | 1.36873747719710e-06 | 0.999999315631261 |
| 33 | 9.65200564712612e-07 | 1.93040112942522e-06 | 0.999999034799435 |
| 34 | 1.69989384008221e-06 | 3.39978768016442e-06 | 0.99999830010616 |
| 35 | 2.71120921591955e-06 | 5.4224184318391e-06 | 0.999997288790784 |
| 36 | 5.70648601439673e-06 | 1.14129720287935e-05 | 0.999994293513986 |
| 37 | 1.85399239928256e-05 | 3.70798479856513e-05 | 0.999981460076007 |
| 38 | 5.47329516521627e-05 | 0.000109465903304325 | 0.999945267048348 |
| 39 | 9.11982512402398e-05 | 0.000182396502480480 | 0.99990880174876 |
| 40 | 0.000153673787477378 | 0.000307347574954756 | 0.999846326212523 |
| 41 | 0.000214239839495746 | 0.000428479678991491 | 0.999785760160504 |
| 42 | 0.000282688828133132 | 0.000565377656266265 | 0.999717311171867 |
| 43 | 0.00149230737944597 | 0.00298461475889195 | 0.998507692620554 |
| 44 | 0.00631742795334575 | 0.0126348559066915 | 0.993682572046654 |
| 45 | 0.0196333178068291 | 0.0392666356136582 | 0.98036668219317 |
| 46 | 0.0431872090829622 | 0.0863744181659243 | 0.956812790917038 |
| 47 | 0.0707552644678697 | 0.141510528935739 | 0.92924473553213 |
| 48 | 0.127503151538717 | 0.255006303077434 | 0.872496848461283 |
| 49 | 0.226339456896558 | 0.452678913793116 | 0.773660543103442 |
| 50 | 0.350190524177342 | 0.700381048354684 | 0.649809475822658 |
| 51 | 0.48420923436349 | 0.96841846872698 | 0.51579076563651 |
| 52 | 0.582118810501058 | 0.835762378997885 | 0.417881189498942 |
| 53 | 0.66421600758595 | 0.671567984828101 | 0.335783992414051 |
| 54 | 0.736927709078857 | 0.526144581842286 | 0.263072290921143 |
| 55 | 0.838990348483942 | 0.322019303032116 | 0.161009651516058 |
| 56 | 0.910724362245969 | 0.178551275508062 | 0.0892756377540309 |
| 57 | 0.952795037204521 | 0.094409925590958 | 0.047204962795479 |
| 58 | 0.98057403686853 | 0.0388519262629417 | 0.0194259631314708 |
| 59 | 0.989128237822053 | 0.0217435243558932 | 0.0108717621779466 |
| 60 | 0.994637080168644 | 0.0107258396627117 | 0.00536291983135583 |
| 61 | 0.997217222157264 | 0.00556555568547101 | 0.00278277784273550 |
| 62 | 0.998568459148373 | 0.00286308170325486 | 0.00143154085162743 |
| 63 | 0.99919138069719 | 0.00161723860561949 | 0.000808619302809745 |
| 64 | 0.999404462128555 | 0.00119107574288974 | 0.000595537871444869 |
| 65 | 0.999525016736259 | 0.000949966527482552 | 0.000474983263741276 |
| 66 | 0.999617934634758 | 0.000764130730483247 | 0.000382065365241624 |
| 67 | 0.999828603583496 | 0.000342792833007124 | 0.000171396416503562 |
| 68 | 0.999921838334244 | 0.000156323331512632 | 7.81616657563158e-05 |
| 69 | 0.99996242940515 | 7.51411897008006e-05 | 3.75705948504003e-05 |
| 70 | 0.999975710804241 | 4.85783915174238e-05 | 2.42891957587119e-05 |
| 71 | 0.999979492433171 | 4.10151336572503e-05 | 2.05075668286251e-05 |
| 72 | 0.999985926611021 | 2.81467779575715e-05 | 1.40733889787858e-05 |
| 73 | 0.999991358125044 | 1.72837499122932e-05 | 8.6418749561466e-06 |
| 74 | 0.99999430364014 | 1.1392719722128e-05 | 5.696359861064e-06 |
| 75 | 0.99999540215164 | 9.19569672153545e-06 | 4.59784836076772e-06 |
| 76 | 0.99999567880878 | 8.64238243955692e-06 | 4.32119121977846e-06 |
| 77 | 0.999996192599486 | 7.61480102727419e-06 | 3.80740051363709e-06 |
| 78 | 0.99999646532187 | 7.06935625989469e-06 | 3.53467812994735e-06 |
| 79 | 0.999998526857862 | 2.94628427683560e-06 | 1.47314213841780e-06 |
| 80 | 0.99999947041608 | 1.05916783779028e-06 | 5.2958391889514e-07 |
| 81 | 0.999999770640418 | 4.5871916331293e-07 | 2.29359581656465e-07 |
| 82 | 0.999999741093595 | 5.17812810285054e-07 | 2.58906405142527e-07 |
| 83 | 0.999999587231773 | 8.25536453327282e-07 | 4.12768226663641e-07 |
| 84 | 0.999999335384239 | 1.32923152266704e-06 | 6.6461576133352e-07 |
| 85 | 0.99999901580861 | 1.96838277883509e-06 | 9.84191389417545e-07 |
| 86 | 0.999998309838067 | 3.38032386679402e-06 | 1.69016193339701e-06 |
| 87 | 0.999996634676507 | 6.73064698689504e-06 | 3.36532349344752e-06 |
| 88 | 0.999993314614394 | 1.33707712116108e-05 | 6.68538560580538e-06 |
| 89 | 0.999987289838052 | 2.54203238954802e-05 | 1.27101619477401e-05 |
| 90 | 0.999979873878164 | 4.02522436717571e-05 | 2.01261218358785e-05 |
| 91 | 0.999963046941894 | 7.39061162111409e-05 | 3.69530581055705e-05 |
| 92 | 0.999935760689673 | 0.000128478620654135 | 6.42393103270675e-05 |
| 93 | 0.999883348690394 | 0.000233302619211349 | 0.000116651309605674 |
| 94 | 0.999806233299188 | 0.000387533401624255 | 0.000193766700812128 |
| 95 | 0.999732532123733 | 0.000534935752534256 | 0.000267467876267128 |
| 96 | 0.999602701548895 | 0.000794596902210303 | 0.000397298451105151 |
| 97 | 0.999391577090168 | 0.00121684581966345 | 0.000608422909831726 |
| 98 | 0.999210025435319 | 0.00157994912936278 | 0.000789974564681392 |
| 99 | 0.999262395554201 | 0.00147520889159758 | 0.000737604445798789 |
| 100 | 0.999401005310769 | 0.00119798937846259 | 0.000598994689231297 |
| 101 | 0.999831368321438 | 0.000337263357123186 | 0.000168631678561593 |
| 102 | 0.999964427232948 | 7.11455341030113e-05 | 3.55727670515057e-05 |
| 103 | 0.99997017421036 | 5.96515792811069e-05 | 2.98257896405534e-05 |
| 104 | 0.999980655434773 | 3.86891304542768e-05 | 1.93445652271384e-05 |
| 105 | 0.99999601458348 | 7.9708330379754e-06 | 3.9854165189877e-06 |
| 106 | 0.999999610466138 | 7.79067723011678e-07 | 3.89533861505839e-07 |
| 107 | 0.999999961698289 | 7.66034229337655e-08 | 3.83017114668827e-08 |
| 108 | 0.999999970402742 | 5.91945168313132e-08 | 2.95972584156566e-08 |
| 109 | 0.999999953138937 | 9.37221257195356e-08 | 4.68610628597678e-08 |
| 110 | 0.999999883297858 | 2.33404283211262e-07 | 1.16702141605631e-07 |
| 111 | 0.999999672331948 | 6.55336103521493e-07 | 3.27668051760746e-07 |
| 112 | 0.999999144442611 | 1.71111477787438e-06 | 8.55557388937188e-07 |
| 113 | 0.999999215528067 | 1.56894386567334e-06 | 7.84471932836669e-07 |
| 114 | 0.999999199953074 | 1.60009385309250e-06 | 8.00046926546252e-07 |
| 115 | 0.999997310103364 | 5.37979327244029e-06 | 2.68989663622015e-06 |
| 116 | 0.999992715232942 | 1.45695341165642e-05 | 7.28476705828212e-06 |
| 117 | 0.999976837893105 | 4.63242137895484e-05 | 2.31621068947742e-05 |
| 118 | 0.99996437690581 | 7.1246188381272e-05 | 3.5623094190636e-05 |
| 119 | 0.999967613314246 | 6.47733715077571e-05 | 3.23866857538786e-05 |
| 120 | 0.999889229230717 | 0.000221541538565096 | 0.000110770769282548 |
| 121 | 0.999604853144311 | 0.000790293711377814 | 0.000395146855688907 |
| 122 | 0.998606564576924 | 0.00278687084615217 | 0.00139343542307608 |
| 123 | 0.995361021098142 | 0.00927795780371635 | 0.00463897890185818 |
| 124 | 0.985392111309592 | 0.0292157773808151 | 0.0146078886904075 |
| 125 | 0.975227975275987 | 0.0495440494480264 | 0.0247720247240132 |
| 126 | 0.995895400757075 | 0.00820919848584994 | 0.00410459924292497 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 101 | 0.827868852459016 | NOK |
| 5% type I error level | 109 | 0.89344262295082 | NOK |
| 10% type I error level | 112 | 0.918032786885246 | NOK |
