| Multiple Linear Regression - Estimated Regression Equation |
| LOONKOSTEN[t] = + 2464.07940269401 -95.405199980261`WERKLOOSHEIDSGRAAD `[t] -275.608014287829Q1[t] -227.980837134257Q2[t] -193.878617145395Q3[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) | 2464.07940269401 | 165.847642 | 14.8575 | 0 | 0 |
| `WERKLOOSHEIDSGRAAD ` | -95.405199980261 | 19.486685 | -4.8959 | 1e-05 | 5e-06 |
| Q1 | -275.608014287829 | 56.082072 | -4.9144 | 1e-05 | 5e-06 |
| Q2 | -227.980837134257 | 56.682716 | -4.0221 | 0.000191 | 9.6e-05 |
| Q3 | -193.878617145395 | 56.099169 | -3.456 | 0.001114 | 0.000557 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.710256941823706 |
| R-squared | 0.504464923408763 |
| Adjusted R-squared | 0.465599427205529 |
| F-TEST (value) | 12.9797628408198 |
| F-TEST (DF numerator) | 4 |
| F-TEST (DF denominator) | 51 |
| p-value | 2.32424157142752e-07 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 148.276353945835 |
| Sum Squared Residuals | 1121279.73411301 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1143.94 | 1263.04094859765 | -119.100948597651 |
| 2 | 1227.85 | 1358.37072574136 | -130.520725741357 |
| 3 | 1261.26 | 1325.68930574403 | -64.4293057440351 |
| 4 | 1408.95 | 1510.0274028914 | -101.077402891404 |
| 5 | 1162.58 | 1243.9599086016 | -81.3799086016012 |
| 6 | 1259.39 | 1358.37072574136 | -98.9807257413562 |
| 7 | 1253.85 | 1354.31086573811 | -100.460865738114 |
| 8 | 1475.32 | 1567.27052287956 | -91.9505228795607 |
| 9 | 1211.75 | 1320.28406858581 | -108.53406858581 |
| 10 | 1303.83 | 1406.07332573149 | -102.243325731487 |
| 11 | 1299.37 | 1363.85138573614 | -64.4813857361397 |
| 12 | 1430.73 | 1557.73000288153 | -127.000002881535 |
| 13 | 1244.95 | 1291.66250859173 | -46.7125085917316 |
| 14 | 1318.58 | 1377.45176573741 | -58.8717657374085 |
| 15 | 1318.74 | 1354.31086573811 | -35.5708657381135 |
| 16 | 1525.05 | 1576.81104287759 | -51.7610428775868 |
| 17 | 1275.88 | 1329.82458858384 | -53.9445885838359 |
| 18 | 1360.09 | 1425.15436572754 | -65.0643657275391 |
| 19 | 1349.81 | 1459.2565857164 | -109.446585716401 |
| 20 | 1574.04 | 1710.37832284995 | -136.338322849952 |
| 21 | 1294.58 | 1501.55394854831 | -206.973948548306 |
| 22 | 1380.6 | 1615.96476568806 | -235.364765688061 |
| 23 | 1369.22 | 1592.82386568877 | -223.603865688766 |
| 24 | 1565.98 | 1815.32404282824 | -249.344042828239 |
| 25 | 1338.96 | 1596.95914852857 | -257.999148528567 |
| 26 | 1457.57 | 1644.58632568214 | -187.016325682139 |
| 27 | 1456.21 | 1650.06698567692 | -193.856985676923 |
| 28 | 1654.44 | 1748.54040284206 | -94.1004028420566 |
| 29 | 1428.47 | 1482.47290855225 | -54.0029085522537 |
| 30 | 1530.39 | 1577.80268569596 | -47.4126856959565 |
| 31 | 1514.13 | 1545.12126569864 | -30.9912656986354 |
| 32 | 1698.25 | 1691.2972828539 | 6.95271714609993 |
| 33 | 1454.22 | 1406.14874856804 | 48.0712514319551 |
| 34 | 1578.06 | 1501.47852571175 | 76.5814742882521 |
| 35 | 1526.53 | 1478.33762571245 | 48.1923742875472 |
| 36 | 1714.21 | 1653.1352028618 | 61.0747971382044 |
| 37 | 1492.86 | 1358.44614857791 | 134.413851422085 |
| 38 | 1593.42 | 1530.10008570583 | 63.319914294174 |
| 39 | 1555.5 | 1402.01346572824 | 153.486534271756 |
| 40 | 1820.55 | 1662.67572285982 | 157.874277140178 |
| 41 | 1534.57 | 1367.98666857594 | 166.583331424059 |
| 42 | 1636.03 | 1463.31644571964 | 172.713554280357 |
| 43 | 1594.58 | 1440.17554572035 | 154.404454279651 |
| 44 | 1805.13 | 1653.1352028618 | 151.994797138205 |
| 45 | 1565.37 | 1358.44614857791 | 206.923851422085 |
| 46 | 1679.57 | 1444.23540572359 | 235.334594276409 |
| 47 | 1638.26 | 1497.4186657085 | 140.841334291495 |
| 48 | 1854.64 | 1710.37832284995 | 144.261677150048 |
| 49 | 1628.72 | 1425.2297885641 | 203.490211435903 |
| 50 | 1744.97 | 1511.01904570977 | 233.950954290226 |
| 51 | 1694.35 | 1573.74282569271 | 120.607174307286 |
| 52 | 1920.88 | 1786.70248283416 | 134.177517165839 |
| 53 | 1680.26 | 1511.09446854633 | 169.165531453668 |
| 54 | 1778.62 | 1635.04580568411 | 143.574194315887 |
| 55 | 1740.89 | 1535.58074570061 | 205.309254299391 |
| 56 | 2010.56 | 1815.32404282824 | 195.235957171761 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 8 | 0.00547456262533053 | 0.0109491252506611 | 0.99452543737467 |
| 9 | 0.00075675048975666 | 0.00151350097951332 | 0.999243249510243 |
| 10 | 0.000129656617662733 | 0.000259313235325465 | 0.999870343382337 |
| 11 | 2.2499244923164e-05 | 4.49984898463279e-05 | 0.999977500755077 |
| 12 | 6.77048826123468e-06 | 1.35409765224694e-05 | 0.999993229511739 |
| 13 | 1.06411940971591e-05 | 2.12823881943183e-05 | 0.999989358805903 |
| 14 | 8.48363978337652e-06 | 1.6967279566753e-05 | 0.999991516360217 |
| 15 | 4.03398204149718e-06 | 8.06796408299435e-06 | 0.999995966017958 |
| 16 | 3.1851823892098e-06 | 6.37036477841961e-06 | 0.99999681481761 |
| 17 | 1.1820860512491e-06 | 2.3641721024982e-06 | 0.999998817913949 |
| 18 | 5.10132330625344e-07 | 1.02026466125069e-06 | 0.99999948986767 |
| 19 | 9.05603553623728e-07 | 1.81120710724746e-06 | 0.999999094396446 |
| 20 | 5.64918257965082e-07 | 1.12983651593016e-06 | 0.999999435081742 |
| 21 | 1.44309019087459e-06 | 2.88618038174918e-06 | 0.99999855690981 |
| 22 | 1.84284240777722e-06 | 3.68568481555443e-06 | 0.999998157157592 |
| 23 | 1.85101882010953e-06 | 3.70203764021905e-06 | 0.99999814898118 |
| 24 | 2.00360678605318e-06 | 4.00721357210635e-06 | 0.999997996393214 |
| 25 | 1.72007109722552e-06 | 3.44014219445105e-06 | 0.999998279928903 |
| 26 | 3.68458813555759e-06 | 7.36917627111518e-06 | 0.999996315411864 |
| 27 | 8.36858300560304e-06 | 1.67371660112061e-05 | 0.999991631416994 |
| 28 | 0.00012426141145395 | 0.000248522822907899 | 0.999875738588546 |
| 29 | 0.00316009913014026 | 0.00632019826028052 | 0.99683990086986 |
| 30 | 0.0419001019545861 | 0.0838002039091722 | 0.958099898045414 |
| 31 | 0.185025528899764 | 0.370051057799527 | 0.814974471100236 |
| 32 | 0.459253811871515 | 0.91850762374303 | 0.540746188128485 |
| 33 | 0.780045751329938 | 0.439908497340124 | 0.219954248670062 |
| 34 | 0.924485312367026 | 0.151029375265948 | 0.0755146876329742 |
| 35 | 0.973567245604886 | 0.052865508790228 | 0.026432754395114 |
| 36 | 0.992096554692874 | 0.0158068906142522 | 0.00790344530712611 |
| 37 | 0.99636080974237 | 0.00727838051526024 | 0.00363919025763012 |
| 38 | 0.999894000221082 | 0.000211999557836328 | 0.000105999778918164 |
| 39 | 0.999859864726022 | 0.000280270547955562 | 0.000140135273977781 |
| 40 | 0.999804314542922 | 0.000391370914155946 | 0.000195685457077973 |
| 41 | 0.999747954686291 | 0.000504090627417597 | 0.000252045313708798 |
| 42 | 0.999690249500376 | 0.000619500999248437 | 0.000309750499624219 |
| 43 | 0.999276552374424 | 0.00144689525115171 | 0.000723447625575856 |
| 44 | 0.998561662339838 | 0.00287667532032358 | 0.00143833766016179 |
| 45 | 0.996262862701261 | 0.00747427459747787 | 0.00373713729873894 |
| 46 | 0.990151016941952 | 0.019697966116097 | 0.00984898305804848 |
| 47 | 0.976757910034447 | 0.0464841799311058 | 0.0232420899655529 |
| 48 | 0.961257927088334 | 0.0774841458233314 | 0.0387420729116657 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 30 | 0.73170731707317 | NOK |
| 5% type I error level | 34 | 0.829268292682927 | NOK |
| 10% type I error level | 37 | 0.902439024390244 | NOK |
