| Multiple Linear Regression - Estimated Regression Equation |
| werklozen[t] = + 276.783271150381 -0.0411872037745392faillissementen[t] -6.86282765284943inflatie[t] -0.793778070678376t + 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) | 276.783271150381 | 11.625465 | 23.8084 | 0 | 0 |
| faillissementen | -0.0411872037745392 | 0.015564 | -2.6463 | 0.010101 | 0.005051 |
| inflatie | -6.86282765284943 | 1.545746 | -4.4398 | 3.4e-05 | 1.7e-05 |
| t | -0.793778070678376 | 0.11781 | -6.7378 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.71884657803498 |
| R-squared | 0.516740402752601 |
| Adjusted R-squared | 0.495420126403451 |
| F-TEST (value) | 24.2370405659964 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 68 |
| p-value | 8.85936879413407e-11 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 19.9208584476987 |
| Sum Squared Residuals | 26985.160887941 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 216.234 | 239.253220345035 | -23.0192203450348 |
| 2 | 213.586 | 237.882258339354 | -24.2962583393541 |
| 3 | 209.465 | 232.667498576631 | -23.2024985766306 |
| 4 | 204.045 | 232.547792818833 | -28.502792818833 |
| 5 | 200.237 | 227.883594946954 | -27.6465949469539 |
| 6 | 203.666 | 224.178657267857 | -20.5126572678572 |
| 7 | 241.476 | 237.718282057155 | 3.75771794284543 |
| 8 | 260.307 | 240.425160360876 | 19.8818396391241 |
| 9 | 243.324 | 221.151664412152 | 22.1723355878477 |
| 10 | 244.46 | 219.192331804808 | 25.2676681951917 |
| 11 | 233.575 | 221.885208031073 | 11.689791968927 |
| 12 | 237.217 | 225.278317910792 | 11.9386820892079 |
| 13 | 235.243 | 222.329059112817 | 12.9139408871829 |
| 14 | 230.354 | 221.755475084904 | 8.59852491509585 |
| 15 | 227.184 | 212.423069919758 | 14.7609300802418 |
| 16 | 221.678 | 218.98754330083 | 2.69045669917036 |
| 17 | 217.142 | 216.367372618753 | 0.774627381246751 |
| 18 | 219.452 | 207.625078491035 | 11.8269215089646 |
| 19 | 256.446 | 222.935957799787 | 33.5100422002133 |
| 20 | 265.845 | 224.448611951195 | 41.3963880488047 |
| 21 | 248.624 | 204.48914037291 | 44.1348596270899 |
| 22 | 241.114 | 214.07336029981 | 27.0406397001903 |
| 23 | 229.245 | 216.135398988457 | 13.1096010115433 |
| 24 | 231.805 | 210.056475785776 | 21.7485242142239 |
| 25 | 219.277 | 208.411051863268 | 10.8659481367319 |
| 26 | 219.313 | 211.351153690754 | 7.96184630924553 |
| 27 | 212.61 | 215.622224330739 | -3.01222433073849 |
| 28 | 214.771 | 216.641143929725 | -1.87014392972479 |
| 29 | 211.142 | 208.708642989328 | 2.43335701067176 |
| 30 | 211.457 | 210.028595360013 | 1.4284046399874 |
| 31 | 240.048 | 225.29736605782 | 14.7506339421804 |
| 32 | 240.636 | 226.562999365155 | 14.0730006348446 |
| 33 | 230.58 | 213.096592012919 | 17.4834079870815 |
| 34 | 208.795 | 212.041944588572 | -3.24694458857236 |
| 35 | 197.922 | 211.715432594019 | -13.7934325940194 |
| 36 | 194.596 | 210.056979190512 | -15.4609791905118 |
| 37 | 194.581 | 209.579003808296 | -14.9980038082964 |
| 38 | 185.686 | 207.98912749203 | -22.30312749203 |
| 39 | 178.106 | 203.763167755619 | -25.6571677556187 |
| 40 | 172.608 | 205.879883832625 | -33.2718838326248 |
| 41 | 167.302 | 209.423638071411 | -42.121638071411 |
| 42 | 168.053 | 204.483698550525 | -36.4306985505248 |
| 43 | 202.3 | 217.103356347187 | -14.8033563471872 |
| 44 | 202.388 | 220.002270970899 | -17.6142709708991 |
| 45 | 182.516 | 198.080122824616 | -15.5641228246159 |
| 46 | 173.476 | 189.805248340885 | -16.329248340885 |
| 47 | 166.444 | 192.568493279444 | -26.1244932794435 |
| 48 | 171.297 | 191.569035136329 | -20.2720351363285 |
| 49 | 169.701 | 185.929527422722 | -16.2285274227217 |
| 50 | 164.182 | 186.701170231199 | -22.5191702311991 |
| 51 | 161.914 | 176.723925450979 | -14.8099254509788 |
| 52 | 159.612 | 177.577226016984 | -17.9652260169842 |
| 53 | 151.001 | 173.050950158896 | -22.0499501588958 |
| 54 | 158.114 | 156.387376289744 | 1.72662371025646 |
| 55 | 186.53 | 170.695760630449 | 15.8342393695507 |
| 56 | 187.069 | 180.637226396022 | 6.43177360397751 |
| 57 | 174.33 | 156.298216275903 | 18.0317837240973 |
| 58 | 169.362 | 164.248591804267 | 5.11340819573312 |
| 59 | 166.827 | 179.240545878035 | -12.4135458780353 |
| 60 | 178.037 | 175.768729344129 | 2.26827065587074 |
| 61 | 186.413 | 180.520965759121 | 5.89203424087904 |
| 62 | 189.226 | 181.991818435308 | 7.23418156469152 |
| 63 | 191.563 | 181.08597255569 | 10.4770274443103 |
| 64 | 188.906 | 189.367074257143 | -0.461074257143318 |
| 65 | 186.005 | 197.495535217329 | -11.4905352173286 |
| 66 | 195.309 | 194.62742228401 | 0.681577715990475 |
| 67 | 223.532 | 213.218098463661 | 10.3139015363385 |
| 68 | 226.899 | 212.219920052727 | 14.6790799472732 |
| 69 | 214.126 | 189.362830239895 | 24.763169760105 |
| 70 | 206.903 | 193.237310651771 | 13.6656893482293 |
| 71 | 204.442 | 184.509581683669 | 19.9324183163313 |
| 72 | 220.375 | 185.638521520107 | 34.7364784798931 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 0.0331131010842578 | 0.0662262021685155 | 0.966886898915742 |
| 8 | 0.0103584181175638 | 0.0207168362351277 | 0.989641581882436 |
| 9 | 0.0468644854677811 | 0.0937289709355622 | 0.953135514532219 |
| 10 | 0.0518141774321725 | 0.103628354864345 | 0.948185822567827 |
| 11 | 0.0606423650257791 | 0.121284730051558 | 0.93935763497422 |
| 12 | 0.0967198358408713 | 0.193439671681743 | 0.903280164159129 |
| 13 | 0.0907768646173153 | 0.181553729234631 | 0.909223135382685 |
| 14 | 0.10151058092457 | 0.203021161849139 | 0.89848941907543 |
| 15 | 0.0698474564527438 | 0.139694912905488 | 0.930152543547256 |
| 16 | 0.105928715593876 | 0.211857431187752 | 0.894071284406124 |
| 17 | 0.11702687343912 | 0.234053746878241 | 0.88297312656088 |
| 18 | 0.0803843470484665 | 0.160768694096933 | 0.919615652951533 |
| 19 | 0.064916862282057 | 0.129833724564114 | 0.935083137717943 |
| 20 | 0.070236451109094 | 0.140472902218188 | 0.929763548890906 |
| 21 | 0.111810498111364 | 0.223620996222729 | 0.888189501888636 |
| 22 | 0.110609054071755 | 0.22121810814351 | 0.889390945928245 |
| 23 | 0.144883132954704 | 0.289766265909408 | 0.855116867045296 |
| 24 | 0.166483739516504 | 0.332967479033008 | 0.833516260483496 |
| 25 | 0.191224974489975 | 0.382449948979951 | 0.808775025510025 |
| 26 | 0.205224303931587 | 0.410448607863173 | 0.794775696068413 |
| 27 | 0.180284021587245 | 0.360568043174489 | 0.819715978412755 |
| 28 | 0.169096947829252 | 0.338193895658503 | 0.830903052170748 |
| 29 | 0.161564716599608 | 0.323129433199216 | 0.838435283400392 |
| 30 | 0.148185876903391 | 0.296371753806781 | 0.85181412309661 |
| 31 | 0.206914667425311 | 0.413829334850622 | 0.793085332574689 |
| 32 | 0.334035134479999 | 0.668070268959998 | 0.665964865520001 |
| 33 | 0.721743024910062 | 0.556513950179876 | 0.278256975089938 |
| 34 | 0.818102847805956 | 0.363794304388088 | 0.181897152194044 |
| 35 | 0.885171873431044 | 0.229656253137913 | 0.114828126568957 |
| 36 | 0.937290499425068 | 0.125419001149864 | 0.062709500574932 |
| 37 | 0.970484715361512 | 0.0590305692769762 | 0.0295152846384881 |
| 38 | 0.985455746095959 | 0.0290885078080826 | 0.0145442539040413 |
| 39 | 0.991018823349142 | 0.017962353301715 | 0.00898117665085749 |
| 40 | 0.994148527165817 | 0.0117029456683654 | 0.0058514728341827 |
| 41 | 0.995654662827273 | 0.0086906743454545 | 0.00434533717272725 |
| 42 | 0.994578730585479 | 0.010842538829043 | 0.00542126941452152 |
| 43 | 0.994724552418879 | 0.0105508951622424 | 0.0052754475811212 |
| 44 | 0.995389908692077 | 0.00922018261584523 | 0.00461009130792261 |
| 45 | 0.996706439258753 | 0.0065871214824944 | 0.0032935607412472 |
| 46 | 0.998157699976172 | 0.00368460004765695 | 0.00184230002382848 |
| 47 | 0.998958732960022 | 0.0020825340799563 | 0.00104126703997815 |
| 48 | 0.999268296124829 | 0.0014634077503429 | 0.00073170387517145 |
| 49 | 0.999539362176383 | 0.000921275647233242 | 0.000460637823616621 |
| 50 | 0.999460772440024 | 0.00107845511995208 | 0.000539227559976038 |
| 51 | 0.999236060567794 | 0.00152787886441103 | 0.000763939432205517 |
| 52 | 0.998568297365074 | 0.00286340526985281 | 0.00143170263492641 |
| 53 | 0.999198261940252 | 0.00160347611949533 | 0.000801738059747666 |
| 54 | 0.998166689018047 | 0.00366662196390547 | 0.00183331098195274 |
| 55 | 0.997861294721543 | 0.00427741055691409 | 0.00213870527845705 |
| 56 | 0.995872439776185 | 0.00825512044762909 | 0.00412756022381454 |
| 57 | 0.996562048561299 | 0.00687590287740252 | 0.00343795143870126 |
| 58 | 0.992939316023863 | 0.0141213679522745 | 0.00706068397613726 |
| 59 | 0.991544626505805 | 0.0169107469883908 | 0.00845537349419541 |
| 60 | 0.982693297759446 | 0.0346134044811074 | 0.0173067022405537 |
| 61 | 0.967416586128045 | 0.0651668277439108 | 0.0325834138719554 |
| 62 | 0.945148057344529 | 0.109703885310943 | 0.0548519426554714 |
| 63 | 0.96798146157803 | 0.064037076843942 | 0.032018538421971 |
| 64 | 0.96436958273749 | 0.0712608345250221 | 0.0356304172625111 |
| 65 | 0.91103239501335 | 0.177935209973299 | 0.0889676049866496 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 15 | 0.254237288135593 | NOK |
| 5% type I error level | 24 | 0.406779661016949 | NOK |
| 10% type I error level | 30 | 0.508474576271186 | NOK |
