Multiple Linear Regression - Estimated Regression Equation
werkloosheid[t] = + 12.8816810957190 -0.149333856903572hicp[t] -0.948425862863806rente[t] -0.0146403830228089consumer[t] + 0.000113042993792547bel20[t] -0.0119659263556134t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)12.88168109571900.47097827.350900
hicp-0.1493338569035720.036618-4.07827.4e-053.7e-05
rente-0.9484258628638060.0816-11.622900
consumer-0.01464038302280890.007864-1.86180.0646140.032307
bel200.0001130429937925477.1e-051.60020.1116930.055847
t-0.01196592635561340.001441-8.304300


Multiple Linear Regression - Regression Statistics
Multiple R0.786066260077825
R-squared0.617900165232739
Adjusted R-squared0.604991387031142
F-TEST (value)47.866665270948
F-TEST (DF numerator)5
F-TEST (DF denominator)148
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.504543978966511
Sum Squared Residuals37.6755647532812


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
19.48.255855509881271.14414449011873
29.48.2530843177771.14691568222300
39.58.250648418704041.24935158129596
49.58.1051992768261.394800723174
59.48.167465568335041.23253443166496
69.48.286369436597851.11363056340215
79.38.425351965001210.874648034998794
89.48.724119291213250.675880708786756
99.48.917723205805640.482276794194357
109.28.977716127842720.222283872157282
119.19.027634584659950.0723654153400512
129.19.20516125157729-0.105161251577288
139.19.27885053964208-0.178850539642079
1499.01795803915262-0.0179580391526186
1598.867096768525260.132903231474743
168.99.07380105077154-0.173801050771537
178.88.81007974808833-0.0100797480883266
188.78.579097218459640.120902781540358
198.58.157273547713080.342726452286924
208.38.04540252718180.254597472818199
218.17.630544625991430.469455374008568
227.97.553779418730220.34622058126978
237.87.496252407475470.303747592524535
247.67.31035698532440.289643014675603
257.47.247653512031850.152346487968155
267.27.006810312498420.193189687501585
2777.09145700643136-0.0914570064313644
2877.04215559247904-0.0421555924790369
296.86.99844547192944-0.198445471929441
306.86.96625060056326-0.166250600563256
316.77.19075592001094-0.490755920010942
326.86.691123535978260.10887646402174
336.76.77472953197754-0.074729531977535
346.76.75046048522168-0.0504604852216817
356.76.93549361313721-0.235493613137206
366.57.19210709286803-0.692107092868031
376.37.3461142537775-1.04611425377750
386.37.43817787936389-1.13817787936389
396.37.56213689719662-1.26213689719662
406.57.22145712354252-0.721457123542525
416.67.07865490925626-0.47865490925626
426.57.1675332430411-0.6675332430411
436.37.3829983573063-1.08299835730630
446.37.56670454333842-1.26670454333842
456.57.67032147240518-1.17032147240518
4678.18834622509164-1.18834622509164
477.18.0622361221325-0.9622361221325
487.37.58706401954116-0.28706401954116
497.37.39226201477597-0.0922620147759719
507.47.368842608706190.0311573912938133
517.47.056555501931940.343444498068062
527.37.31170466664977-0.0117046666497718
537.47.313574699828420.0864253001715847
547.57.56794084842575-0.0679408484257549
557.77.687205659248360.0127943407516353
567.77.85416503068909-0.154165030689087
577.78.12479423420912-0.424794234209124
587.77.89404546246819-0.194045462468187
597.78.03290314067242-0.332903140672421
607.88.32889193037574-0.528891930375738
6188.53069105580773-0.530691055807734
628.18.59194622749124-0.491946227491236
638.18.43380024299724-0.333800242997243
648.28.37161222393298-0.171612223932986
658.28.80804050134144-0.608040501341446
668.28.63184507717409-0.43184507717409
678.18.39532505235666-0.295325052356665
688.18.33458893540488-0.234588935404875
698.28.31831859160917-0.118318591609173
708.38.21612627172350.083873728276508
718.37.923891177881450.376108822118551
728.48.119042059951770.280957940048230
738.58.125329849744720.374670150255284
748.58.313797666438910.186202333561089
758.48.35739581460640.0426041853935949
7687.978266172783440.0217338272165596
777.97.788834323159290.111165676840711
788.17.75407266213650.345927337863499
798.57.87984268900850.620157310991504
808.88.048832791661870.751167208338128
818.88.083441391169510.716558608830489
828.68.197892079174410.402107920825588
838.38.36559914181523-0.0655991418152265
848.38.50171936133706-0.201719361337056
858.38.6713443229883-0.371344322988296
868.48.392129261407750.0078707385922525
878.48.293749924218630.106250075781372
888.58.57660472548431-0.0766047254843145
898.68.8505431618887-0.250543161888706
908.68.87775582683457-0.277755826834576
918.68.77822728299282-0.178227282992822
928.68.92223498071363-0.322234980713634
938.68.86129286574961-0.261292865749611
948.58.69333524099364-0.193335240993644
958.48.59399977935765-0.193999779357649
968.48.65320876282357-0.253208762823565
978.48.4125299611313-0.0125299611313071
988.58.43171999919160.068280000808406
998.58.280605987236250.219394012763753
1008.68.00203749516330.597962504836698
1018.67.978814304858580.621185695141424
1028.47.832131485630340.56786851436966
1038.27.944806684935180.255193315064816
10488.15562532594515-0.155625325945151
10588.31042156336818-0.310421563368183
10688.19395473017033-0.193954730170333
10788.25360115157232-0.253601151572321
1087.98.08423574460699-0.184235744606989
1097.97.857131085330640.0428689146693596
1107.87.99727180354744-0.197271803547436
1117.87.90328499705487-0.103284997054866
11287.779041308790040.220958691209962
1137.87.569163196470940.230836803529059
1147.47.46844901652104-0.068449016521039
1157.27.57398212306118-0.373982123061181
11677.55086057475528-0.550860574755279
11777.51965391843545-0.51965391843545
1187.27.48410217305958-0.284102173059577
1197.27.52762362636597-0.327623626365966
1207.27.23884421839426-0.0388442183942559
12177.54502555755802-0.545025557558023
1226.97.46024428671025-0.560244286710246
1236.87.13385829874828-0.333858298748282
1246.87.15112095173139-0.351120951731389
1256.86.72818724650940.0718127534905994
1266.96.322900771249510.577099228750486
1277.26.556476299636980.643523700363021
1287.26.78120952737090.418790472629092
1297.26.715454707705090.484545292294909
1307.16.838724176610050.261275823389953
1317.26.169747692788211.03025230721179
1327.37.207647084658290.0923529153417114
1337.57.311737775152720.188262224847284
1347.67.56721406622780.0327859337722017
1357.78.0179821548806-0.3179821548806
1367.77.9837663304829-0.283766330482903
1377.77.79895883304842-0.0989588330484179
1387.88.07897261870466-0.278972618704662
13988.35124255307575-0.351242553075754
1408.18.22210642838432-0.122106428384317
1418.18.27188580386928-0.171885803869278
14288.26752858011221-0.267528580112215
1438.18.086647525885170.0133524741148251
1448.28.10713029675030.0928697032496925
1458.37.929860055025610.370139944974391
1468.48.006259351412060.393740648587936
1478.48.006663562898280.393336437101725
1488.47.895031544161060.504968455838942
1498.58.252210523804670.247789476195335
1508.57.869628525089470.630371474910534
1518.67.967448056777350.632551943222654
1528.68.390555631422630.209444368577366
1538.57.93300804740540.566991952594606
1548.57.68009981201740.819900187982593


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
90.002591794995395430.005183589990790850.997408205004605
100.001254277462300300.002508554924600600.9987457225377
110.0001801105440675470.0003602210881350940.999819889455932
128.31308663298562e-050.0001662617326597120.99991686913367
134.15361081653174e-058.30722163306349e-050.999958463891835
147.07031090149108e-061.41406218029822e-050.999992929689099
151.17189380928912e-062.34378761857823e-060.99999882810619
161.85219213973971e-073.70438427947942e-070.999999814780786
171.04347295726033e-072.08694591452066e-070.999999895652704
181.92031223119275e-083.84062446238551e-080.999999980796878
193.7125008034218e-097.4250016068436e-090.9999999962875
204.90645696640869e-099.81291393281737e-090.999999995093543
217.84580934563705e-091.56916186912741e-080.99999999215419
228.0569879272158e-091.61139758544316e-080.999999991943012
236.2279099989468e-091.24558199978936e-080.99999999377209
241.28803882005952e-082.57607764011905e-080.999999987119612
254.38280521773852e-098.76561043547704e-090.999999995617195
262.00302508341381e-094.00605016682761e-090.999999997996975
271.33321340297769e-092.66642680595537e-090.999999998666787
284.37214752488268e-108.74429504976536e-100.999999999562785
292.48037724981095e-104.96075449962191e-100.999999999751962
306.03997072977186e-111.20799414595437e-100.9999999999396
314.99261524333757e-119.98523048667513e-110.999999999950074
322.56860893033364e-115.13721786066727e-110.999999999974314
338.22904525693566e-121.64580905138713e-110.999999999991771
344.63633693678049e-129.27267387356099e-120.999999999995364
351.95960901718554e-123.91921803437108e-120.99999999999804
365.9409644705727e-131.18819289411454e-120.999999999999406
379.99020094216675e-131.99804018843335e-120.999999999999
383.7210637987867e-127.4421275975734e-120.99999999999628
393.98282207141061e-127.96564414282121e-120.999999999996017
403.45162259591303e-126.90324519182606e-120.999999999996548
413.34716916541256e-116.69433833082512e-110.999999999966528
427.66185483482766e-111.53237096696553e-100.999999999923382
431.13121301235413e-102.26242602470825e-100.999999999886879
443.02700665323924e-106.05401330647848e-100.9999999996973
452.17731656021549e-094.35463312043099e-090.999999997822683
465.33584091738647e-091.06716818347729e-080.99999999466416
475.35694425197961e-091.07138885039592e-080.999999994643056
480.0002624192903708880.0005248385807417760.99973758070963
490.08719256684260050.1743851336852010.9128074331574
500.630143555694030.7397128886119390.369856444305969
510.9475155724120180.1049688551759650.0524844275879824
520.980686349639180.03862730072163950.0193136503608198
530.9925326168444380.01493476631112390.00746738315556194
540.9951932337764720.009613532447055360.00480676622352768
550.9973449261820.005310147636001630.00265507381800081
560.9978078298786280.004384340242743870.00219217012137193
570.998013101405410.003973797189179290.00198689859458964
580.9979822857577830.004035428484433430.00201771424221671
590.9979311651872560.004137669625487190.00206883481274359
600.9980854247571150.003829150485769180.00191457524288459
610.9981945927749770.003610814450045230.00180540722502261
620.998185973776450.00362805244709920.0018140262235496
630.997690304752650.004619390494700790.00230969524735039
640.9976843598714840.004631280257031310.00231564012851566
650.9982122910476930.003575417904613660.00178770895230683
660.9986412793006940.002717441398610960.00135872069930548
670.9986644287033120.002671142593375930.00133557129668797
680.9989597155503640.002080568899271690.00104028444963585
690.9994889754249210.001022049150157410.000511024575078705
700.9996473304333340.0007053391333313640.000352669566665682
710.999888792525240.0002224149495188070.000111207474759403
720.9999498325847130.0001003348305743755.01674152871874e-05
730.9999769829828484.60340343031472e-052.30170171515736e-05
740.9999805568657293.88862685411357e-051.94431342705678e-05
750.9999771022514284.57954971432442e-052.28977485716221e-05
760.9999802967272733.94065454542001e-051.97032727271000e-05
770.9999882146304742.35707390524654e-051.17853695262327e-05
780.9999926449448311.47101103372869e-057.35505516864346e-06
790.9999965806032266.8387935468657e-063.41939677343285e-06
800.9999986113401682.77731966346435e-061.38865983173217e-06
810.9999993350389131.32992217474706e-066.64961087373528e-07
820.999999522720829.54558357970348e-074.77279178985174e-07
830.9999991477091511.70458169722680e-068.52290848613398e-07
840.9999985671900492.86561990252088e-061.43280995126044e-06
850.9999982200829333.55983413465125e-061.77991706732563e-06
860.9999969902102876.01957942632581e-063.00978971316291e-06
870.9999954258099549.14838009153298e-064.57419004576649e-06
880.9999923860692011.52278615969034e-057.61393079845172e-06
890.9999868241525732.63516948536068e-051.31758474268034e-05
900.9999782111310974.35777378057213e-052.17888689028606e-05
910.9999630758884377.38482231264949e-053.69241115632474e-05
920.9999426310236130.0001147379527747095.73689763873543e-05
930.9999047371657650.00019052566846969.52628342348e-05
940.9998492414687820.0003015170624362050.000150758531218103
950.999760082037260.0004798359254816620.000239917962740831
960.9996935942453540.0006128115092922560.000306405754646128
970.9995584538253880.000883092349224430.000441546174612215
980.9993079723135910.001384055372817520.00069202768640876
990.9991409428854460.001718114229107190.000859057114553594
1000.9995769235755040.0008461528489929090.000423076424496454
1010.9998999479664790.0002001040670429290.000100052033521465
1020.9999510626603749.787467925159e-054.8937339625795e-05
1030.999960495859467.90082810817747e-053.95041405408874e-05
1040.9999470858157270.0001058283685456645.29141842728322e-05
1050.999935521183850.0001289576322995536.44788161497765e-05
1060.999925652750270.0001486944994595457.43472497297726e-05
1070.999914141633940.000171716732118568.585836605928e-05
1080.9999424074414480.0001151851171047795.75925585523896e-05
1090.999975677626224.86447475598347e-052.43223737799173e-05
1100.9999841518802463.16962395080822e-051.58481197540411e-05
1110.999995614775798.77044842192828e-064.38522421096414e-06
1120.9999999753715034.92569948629919e-082.46284974314959e-08
1130.9999999999728715.42577139579907e-112.71288569789953e-11
1140.999999999998922.16152244610829e-121.08076122305415e-12
1150.9999999999994181.1644085087537e-125.8220425437685e-13
1160.9999999999987562.48850019908797e-121.24425009954399e-12
1170.9999999999965456.91103139035736e-123.45551569517868e-12
1180.99999999999833.40153275783666e-121.70076637891833e-12
1190.9999999999993761.24709834114218e-126.23549170571092e-13
1200.9999999999999968.17259066743203e-154.08629533371602e-15
1210.9999999999999951.07871844894429e-145.39359224472144e-15
1220.999999999999984.13752972085881e-142.06876486042940e-14
1230.9999999999998952.09135049988995e-131.04567524994497e-13
1240.9999999999998233.52928343045464e-131.76464171522732e-13
1250.9999999999999637.41089789122334e-143.70544894561167e-14
1260.9999999999999872.68938125772153e-141.34469062886076e-14
1270.9999999999999676.5061801250305e-143.25309006251525e-14
1280.999999999999833.40553117939959e-131.70276558969979e-13
1290.9999999999994131.17436212431948e-125.8718106215974e-13
1300.9999999999973135.37456057696809e-122.68728028848404e-12
1310.9999999999909961.80079081017913e-119.00395405089566e-12
1320.9999999999795254.09496960923173e-112.04748480461586e-11
1330.9999999998796362.40727846275965e-101.20363923137983e-10
1340.9999999992707941.45841208157028e-097.2920604078514e-10
1350.999999995389339.22133885116278e-094.61066942558139e-09
1360.9999999747187365.05625275504592e-082.52812637752296e-08
1370.99999992333711.53325800586287e-077.66629002931435e-08
1380.9999999647287477.0542505930822e-083.5271252965411e-08
1390.999999860482152.79035701362843e-071.39517850681421e-07
1400.9999988957683232.20846335458023e-061.10423167729011e-06
1410.999995521810798.95637841953813e-064.47818920976906e-06
1420.99997654530254.69093950011839e-052.34546975005920e-05
1430.9998851674105370.0002296651789259590.000114832589462979
1440.9998727557370440.0002544885259124640.000127244262956232
1450.9992957465171230.001408506965754070.000704253482877036


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level1320.963503649635037NOK
5% type I error level1340.978102189781022NOK
10% type I error level1340.978102189781022NOK