| Multiple Linear Regression - Estimated Regression Equation |
| Werkloosheid[t] = + 368.565957446808 + 4.88136686009029M1[t] + 2.81418439716312M2[t] -2.07117988394584M3[t] -5.32018052869116M4[t] -10.3873629916183M5[t] -9.81818181818181M6[t] + 10.6600902643456M7[t] + 12.8656350741457M8[t] + 5.61663442940039M9[t] + 0.731270148291424M10[t] -6.97227595099936M11[t] + 0.70354609929078t + 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) | 368.565957446808 | 10.364987 | 35.5587 | 0 | 0 |
| M1 | 4.88136686009029 | 12.896437 | 0.3785 | 0.705736 | 0.352868 |
| M2 | 2.81418439716312 | 12.894804 | 0.2182 | 0.827618 | 0.413809 |
| M3 | -2.07117988394584 | 12.893535 | -0.1606 | 0.872654 | 0.436327 |
| M4 | -5.32018052869116 | 12.892628 | -0.4127 | 0.68061 | 0.340305 |
| M5 | -10.3873629916183 | 12.892083 | -0.8057 | 0.422027 | 0.211014 |
| M6 | -9.81818181818181 | 12.891902 | -0.7616 | 0.447832 | 0.223916 |
| M7 | 10.6600902643456 | 12.892083 | 0.8269 | 0.409979 | 0.20499 |
| M8 | 12.8656350741457 | 12.892628 | 0.9979 | 0.320367 | 0.160183 |
| M9 | 5.61663442940039 | 12.893535 | 0.4356 | 0.663911 | 0.331955 |
| M10 | 0.731270148291424 | 12.894804 | 0.0567 | 0.954872 | 0.477436 |
| M11 | -6.97227595099936 | 12.896437 | -0.5406 | 0.589778 | 0.294889 |
| t | 0.70354609929078 | 0.068392 | 10.2869 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.702027458729559 |
| R-squared | 0.492842552810283 |
| Adjusted R-squared | 0.441267219197769 |
| F-TEST (value) | 9.55578022069654 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 118 |
| p-value | 9.71223101942087e-13 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 29.5055485017248 |
| Sum Squared Residuals | 102728.132301741 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 377 | 374.150870406189 | 2.84912959381061 |
| 2 | 370 | 372.787234042553 | -2.78723404255319 |
| 3 | 358 | 368.605415860735 | -10.605415860735 |
| 4 | 357 | 366.05996131528 | -9.05996131528048 |
| 5 | 349 | 361.696324951644 | -12.6963249516441 |
| 6 | 348 | 362.969052224371 | -14.9690522243714 |
| 7 | 369 | 384.15087040619 | -15.1508704061896 |
| 8 | 381 | 387.05996131528 | -6.05996131528047 |
| 9 | 368 | 380.514506769826 | -12.5145067698259 |
| 10 | 361 | 376.332688588008 | -15.3326885880077 |
| 11 | 351 | 369.332688588008 | -18.3326885880077 |
| 12 | 351 | 377.008510638298 | -26.0085106382979 |
| 13 | 358 | 382.593423597679 | -24.5934235976789 |
| 14 | 354 | 381.229787234043 | -27.2297872340426 |
| 15 | 347 | 377.047969052224 | -30.0479690522244 |
| 16 | 345 | 374.50251450677 | -29.5025145067698 |
| 17 | 343 | 370.138878143133 | -27.1388781431335 |
| 18 | 340 | 371.411605415861 | -31.4116054158607 |
| 19 | 362 | 392.593423597679 | -30.5934235976789 |
| 20 | 370 | 395.50251450677 | -25.5025145067698 |
| 21 | 373 | 388.957059961315 | -15.9570599613153 |
| 22 | 371 | 384.775241779497 | -13.7752417794971 |
| 23 | 354 | 377.775241779497 | -23.7752417794971 |
| 24 | 357 | 385.451063829787 | -28.4510638297872 |
| 25 | 363 | 391.035976789168 | -28.0359767891683 |
| 26 | 364 | 389.672340425532 | -25.6723404255319 |
| 27 | 363 | 385.490522243714 | -22.4905222437137 |
| 28 | 358 | 382.945067698259 | -24.9450676982592 |
| 29 | 357 | 378.581431334623 | -21.5814313346228 |
| 30 | 357 | 379.85415860735 | -22.8541586073501 |
| 31 | 380 | 401.035976789168 | -21.0359767891683 |
| 32 | 378 | 403.945067698259 | -25.9450676982592 |
| 33 | 376 | 397.399613152805 | -21.3996131528046 |
| 34 | 380 | 393.217794970986 | -13.2177949709865 |
| 35 | 379 | 386.217794970986 | -7.21779497098646 |
| 36 | 384 | 393.893617021277 | -9.8936170212766 |
| 37 | 392 | 399.478529980658 | -7.47852998065766 |
| 38 | 394 | 398.114893617021 | -4.11489361702128 |
| 39 | 392 | 393.933075435203 | -1.9330754352031 |
| 40 | 396 | 391.387620889749 | 4.61237911025145 |
| 41 | 392 | 387.023984526112 | 4.97601547388781 |
| 42 | 396 | 388.296711798839 | 7.70328820116054 |
| 43 | 419 | 409.478529980658 | 9.52147001934236 |
| 44 | 421 | 412.387620889749 | 8.61237911025145 |
| 45 | 420 | 405.842166344294 | 14.157833655706 |
| 46 | 418 | 401.660348162476 | 16.3396518375242 |
| 47 | 410 | 394.660348162476 | 15.3396518375242 |
| 48 | 418 | 402.336170212766 | 15.663829787234 |
| 49 | 426 | 407.921083172147 | 18.078916827853 |
| 50 | 428 | 406.557446808511 | 21.4425531914894 |
| 51 | 430 | 402.375628626692 | 27.6243713733075 |
| 52 | 424 | 399.830174081238 | 24.1698259187621 |
| 53 | 423 | 395.466537717602 | 27.5334622823984 |
| 54 | 427 | 396.739264990329 | 30.2607350096712 |
| 55 | 441 | 417.921083172147 | 23.078916827853 |
| 56 | 449 | 420.830174081238 | 28.1698259187621 |
| 57 | 452 | 414.284719535783 | 37.7152804642166 |
| 58 | 462 | 410.102901353965 | 51.8970986460348 |
| 59 | 455 | 403.102901353965 | 51.8970986460348 |
| 60 | 461 | 410.778723404255 | 50.2212765957447 |
| 61 | 461 | 416.363636363636 | 44.6363636363636 |
| 62 | 463 | 415 | 48 |
| 63 | 462 | 410.818181818182 | 51.1818181818182 |
| 64 | 456 | 408.272727272727 | 47.7272727272727 |
| 65 | 455 | 403.909090909091 | 51.0909090909091 |
| 66 | 456 | 405.181818181818 | 50.8181818181818 |
| 67 | 472 | 426.363636363636 | 45.6363636363636 |
| 68 | 472 | 429.272727272727 | 42.7272727272727 |
| 69 | 471 | 422.727272727273 | 48.2727272727273 |
| 70 | 465 | 418.545454545455 | 46.4545454545455 |
| 71 | 459 | 411.545454545455 | 47.4545454545455 |
| 72 | 465 | 419.221276595745 | 45.7787234042553 |
| 73 | 468 | 424.806189555126 | 43.1938104448743 |
| 74 | 467 | 423.442553191489 | 43.5574468085106 |
| 75 | 463 | 419.260735009671 | 43.7392649903288 |
| 76 | 460 | 416.715280464217 | 43.2847195357834 |
| 77 | 462 | 412.35164410058 | 49.6483558994197 |
| 78 | 461 | 413.624371373308 | 47.3756286266925 |
| 79 | 476 | 434.806189555126 | 41.1938104448743 |
| 80 | 476 | 437.715280464217 | 38.2847195357834 |
| 81 | 471 | 431.169825918762 | 39.8301740812379 |
| 82 | 453 | 426.988007736944 | 26.0119922630561 |
| 83 | 443 | 419.988007736944 | 23.0119922630561 |
| 84 | 442 | 427.663829787234 | 14.336170212766 |
| 85 | 444 | 433.248742746615 | 10.7512572533849 |
| 86 | 438 | 431.885106382979 | 6.11489361702128 |
| 87 | 427 | 427.703288201161 | -0.703288201160537 |
| 88 | 424 | 425.157833655706 | -1.15783365570599 |
| 89 | 416 | 420.79419729207 | -4.79419729206962 |
| 90 | 406 | 422.066924564797 | -16.0669245647969 |
| 91 | 431 | 443.248742746615 | -12.2487427466151 |
| 92 | 434 | 446.157833655706 | -12.157833655706 |
| 93 | 418 | 439.612379110251 | -21.6123791102515 |
| 94 | 412 | 435.430560928433 | -23.4305609284333 |
| 95 | 404 | 428.430560928433 | -24.4305609284333 |
| 96 | 409 | 436.106382978723 | -27.1063829787234 |
| 97 | 412 | 441.691295938104 | -29.6912959381045 |
| 98 | 406 | 440.327659574468 | -34.3276595744681 |
| 99 | 398 | 436.14584139265 | -38.1458413926499 |
| 100 | 397 | 433.600386847195 | -36.6003868471953 |
| 101 | 385 | 429.236750483559 | -44.236750483559 |
| 102 | 390 | 430.509477756286 | -40.5094777562863 |
| 103 | 413 | 451.691295938104 | -38.6912959381044 |
| 104 | 413 | 454.600386847195 | -41.6003868471954 |
| 105 | 401 | 448.054932301741 | -47.0549323017408 |
| 106 | 397 | 443.873114119923 | -46.8731141199226 |
| 107 | 397 | 436.873114119923 | -39.8731141199226 |
| 108 | 409 | 444.548936170213 | -35.5489361702128 |
| 109 | 419 | 450.133849129594 | -31.1338491295938 |
| 110 | 424 | 448.770212765957 | -24.7702127659574 |
| 111 | 428 | 444.588394584139 | -16.5883945841393 |
| 112 | 430 | 442.042940038685 | -12.0429400386847 |
| 113 | 424 | 437.679303675048 | -13.6793036750484 |
| 114 | 433 | 438.952030947776 | -5.95203094777563 |
| 115 | 456 | 460.133849129594 | -4.1338491295938 |
| 116 | 459 | 463.042940038685 | -4.04294003868471 |
| 117 | 446 | 456.49748549323 | -10.4974854932302 |
| 118 | 441 | 452.315667311412 | -11.315667311412 |
| 119 | 439 | 445.315667311412 | -6.31566731141199 |
| 120 | 454 | 452.991489361702 | 1.00851063829786 |
| 121 | 460 | 458.576402321083 | 1.42359767891682 |
| 122 | 457 | 457.212765957447 | -0.212765957446806 |
| 123 | 451 | 453.030947775629 | -2.03094777562862 |
| 124 | 444 | 450.485493230174 | -6.48549323017408 |
| 125 | 437 | 446.121856866538 | -9.12185686653772 |
| 126 | 443 | 447.394584139265 | -4.394584139265 |
| 127 | 471 | 468.576402321083 | 2.42359767891683 |
| 128 | 469 | 471.485493230174 | -2.48549323017408 |
| 129 | 454 | 464.94003868472 | -10.9400386847195 |
| 130 | 444 | 460.758220502901 | -16.7582205029014 |
| 131 | 436 | 453.758220502901 | -17.7582205029014 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.000874151442854066 | 0.00174830288570813 | 0.999125848557146 |
| 17 | 0.000358584527576834 | 0.000717169055153668 | 0.999641415472423 |
| 18 | 5.71634975513657e-05 | 0.000114326995102731 | 0.999942836502449 |
| 19 | 9.86485729001657e-06 | 1.97297145800331e-05 | 0.99999013514271 |
| 20 | 1.05222545934078e-06 | 2.10445091868156e-06 | 0.99999894777454 |
| 21 | 5.08461663637548e-06 | 1.0169233272751e-05 | 0.999994915383364 |
| 22 | 1.31362237338477e-05 | 2.62724474676955e-05 | 0.999986863776266 |
| 23 | 5.22077085888763e-06 | 1.04415417177753e-05 | 0.99999477922914 |
| 24 | 2.79227820754819e-06 | 5.58455641509638e-06 | 0.999997207721792 |
| 25 | 7.3875334628359e-07 | 1.47750669256718e-06 | 0.999999261246654 |
| 26 | 3.26407327942931e-07 | 6.52814655885861e-07 | 0.999999673592672 |
| 27 | 4.32055334365418e-07 | 8.64110668730835e-07 | 0.999999567944666 |
| 28 | 2.35727186369017e-07 | 4.71454372738033e-07 | 0.999999764272814 |
| 29 | 1.83494230176992e-07 | 3.66988460353985e-07 | 0.99999981650577 |
| 30 | 1.61535072744545e-07 | 3.2307014548909e-07 | 0.999999838464927 |
| 31 | 1.46207726936248e-07 | 2.92415453872496e-07 | 0.999999853792273 |
| 32 | 6.0136032742238e-08 | 1.20272065484476e-07 | 0.999999939863967 |
| 33 | 2.5895879468284e-08 | 5.1791758936568e-08 | 0.99999997410412 |
| 34 | 1.99336010797388e-08 | 3.98672021594776e-08 | 0.999999980066399 |
| 35 | 9.13488761982276e-08 | 1.82697752396455e-07 | 0.999999908651124 |
| 36 | 4.26799227240409e-07 | 8.53598454480818e-07 | 0.999999573200773 |
| 37 | 5.99861196048363e-07 | 1.19972239209673e-06 | 0.999999400138804 |
| 38 | 1.20026871796821e-06 | 2.40053743593643e-06 | 0.999998799731282 |
| 39 | 3.03767812178962e-06 | 6.07535624357924e-06 | 0.999996962321878 |
| 40 | 1.0512770544955e-05 | 2.102554108991e-05 | 0.999989487229455 |
| 41 | 2.30563622993122e-05 | 4.61127245986245e-05 | 0.9999769436377 |
| 42 | 6.23247023586954e-05 | 0.000124649404717391 | 0.999937675297641 |
| 43 | 0.000133479728960672 | 0.000266959457921344 | 0.99986652027104 |
| 44 | 0.000183090018521183 | 0.000366180037042367 | 0.999816909981479 |
| 45 | 0.000250889100991333 | 0.000501778201982666 | 0.999749110899009 |
| 46 | 0.000298078740947974 | 0.000596157481895947 | 0.999701921259052 |
| 47 | 0.000371887268207633 | 0.000743774536415267 | 0.999628112731792 |
| 48 | 0.000560354408921433 | 0.00112070881784287 | 0.999439645591079 |
| 49 | 0.000532561088545182 | 0.00106512217709036 | 0.999467438911455 |
| 50 | 0.000548028019319247 | 0.00109605603863849 | 0.99945197198068 |
| 51 | 0.000703533719309032 | 0.00140706743861806 | 0.999296466280691 |
| 52 | 0.00068743692403647 | 0.00137487384807294 | 0.999312563075964 |
| 53 | 0.000685854499910686 | 0.00137170899982137 | 0.99931414550009 |
| 54 | 0.000752450401432113 | 0.00150490080286423 | 0.999247549598568 |
| 55 | 0.000657984749456846 | 0.00131596949891369 | 0.999342015250543 |
| 56 | 0.00056611685310169 | 0.00113223370620338 | 0.999433883146898 |
| 57 | 0.00052789390142759 | 0.00105578780285518 | 0.999472106098572 |
| 58 | 0.000802472970954459 | 0.00160494594190892 | 0.999197527029046 |
| 59 | 0.0011727325672903 | 0.0023454651345806 | 0.99882726743271 |
| 60 | 0.00168557690221786 | 0.00337115380443572 | 0.998314423097782 |
| 61 | 0.00128019062689852 | 0.00256038125379705 | 0.998719809373101 |
| 62 | 0.00104367631806492 | 0.00208735263612985 | 0.998956323681935 |
| 63 | 0.000924974340544518 | 0.00184994868108904 | 0.999075025659455 |
| 64 | 0.000701270973420012 | 0.00140254194684002 | 0.99929872902658 |
| 65 | 0.000576865099695175 | 0.00115373019939035 | 0.999423134900305 |
| 66 | 0.000466958221769267 | 0.000933916443538535 | 0.99953304177823 |
| 67 | 0.000319808046093577 | 0.000639616092187155 | 0.999680191953906 |
| 68 | 0.000201690989041695 | 0.000403381978083389 | 0.999798309010958 |
| 69 | 0.000147011881853382 | 0.000294023763706764 | 0.999852988118147 |
| 70 | 0.000112833154985362 | 0.000225666309970724 | 0.999887166845015 |
| 71 | 8.9378427583952e-05 | 0.000178756855167904 | 0.999910621572416 |
| 72 | 7.69586584866899e-05 | 0.00015391731697338 | 0.999923041341513 |
| 73 | 6.85470132695938e-05 | 0.000137094026539188 | 0.99993145298673 |
| 74 | 6.72015008095592e-05 | 0.000134403001619118 | 0.99993279849919 |
| 75 | 7.39842771423583e-05 | 0.000147968554284717 | 0.999926015722858 |
| 76 | 8.74207943900195e-05 | 0.000174841588780039 | 0.99991257920561 |
| 77 | 0.000174664224903207 | 0.000349328449806415 | 0.999825335775097 |
| 78 | 0.000373423783415054 | 0.000746847566830107 | 0.999626576216585 |
| 79 | 0.000652458587868082 | 0.00130491717573616 | 0.999347541412132 |
| 80 | 0.00141165653713905 | 0.00282331307427811 | 0.998588343462861 |
| 81 | 0.00681195615779106 | 0.0136239123155821 | 0.993188043842209 |
| 82 | 0.0318687561869613 | 0.0637375123739227 | 0.968131243813039 |
| 83 | 0.115013494033935 | 0.23002698806787 | 0.884986505966065 |
| 84 | 0.253338537903599 | 0.506677075807197 | 0.746661462096401 |
| 85 | 0.478202777237329 | 0.956405554474658 | 0.521797222762671 |
| 86 | 0.705845476800723 | 0.588309046398554 | 0.294154523199277 |
| 87 | 0.856852495643326 | 0.286295008713349 | 0.143147504356674 |
| 88 | 0.941221817381237 | 0.117556365237525 | 0.0587781826187627 |
| 89 | 0.984616841093569 | 0.0307663178128618 | 0.0153831589064309 |
| 90 | 0.993623249242785 | 0.0127535015144295 | 0.00637675075721474 |
| 91 | 0.996988207496555 | 0.00602358500689051 | 0.00301179250344526 |
| 92 | 0.99896711043989 | 0.00206577912022094 | 0.00103288956011047 |
| 93 | 0.999750588520295 | 0.00049882295941085 | 0.000249411479705425 |
| 94 | 0.999965237869944 | 6.95242601113807e-05 | 3.47621300556903e-05 |
| 95 | 0.999995618696052 | 8.76260789689672e-06 | 4.38130394844836e-06 |
| 96 | 0.99999692771034 | 6.14457931752989e-06 | 3.07228965876495e-06 |
| 97 | 0.999996964082128 | 6.07183574442758e-06 | 3.03591787221379e-06 |
| 98 | 0.999995723515114 | 8.55296977135885e-06 | 4.27648488567943e-06 |
| 99 | 0.999993214369472 | 1.35712610567045e-05 | 6.78563052835226e-06 |
| 100 | 0.999987828820046 | 2.43423599072663e-05 | 1.21711799536332e-05 |
| 101 | 0.999980920282848 | 3.81594343037285e-05 | 1.90797171518642e-05 |
| 102 | 0.999969344016535 | 6.13119669300316e-05 | 3.06559834650158e-05 |
| 103 | 0.999955995394406 | 8.80092111886052e-05 | 4.40046055943026e-05 |
| 104 | 0.999945126602527 | 0.000109746794946214 | 5.48733974731068e-05 |
| 105 | 0.999933800428884 | 0.000132399142232926 | 6.6199571116463e-05 |
| 106 | 0.99990953635731 | 0.000180927285378081 | 9.04636426890405e-05 |
| 107 | 0.99983892991273 | 0.000322140174539195 | 0.000161070087269598 |
| 108 | 0.999927377741634 | 0.000145244516731076 | 7.26222583655379e-05 |
| 109 | 0.99997994876379 | 4.01024724185187e-05 | 2.00512362092593e-05 |
| 110 | 0.999994369400858 | 1.12611982841705e-05 | 5.63059914208525e-06 |
| 111 | 0.999994266796076 | 1.14664078473724e-05 | 5.73320392368622e-06 |
| 112 | 0.99997003064664 | 5.99387067186541e-05 | 2.99693533593271e-05 |
| 113 | 0.999837651106186 | 0.00032469778762781 | 0.000162348893813905 |
| 114 | 0.998894646054235 | 0.00221070789153045 | 0.00110535394576522 |
| 115 | 0.996962145016434 | 0.00607570996713198 | 0.00303785498356599 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 90 | 0.9 | NOK |
| 5% type I error level | 93 | 0.93 | NOK |
| 10% type I error level | 94 | 0.94 | NOK |
