Multiple Linear Regression - Estimated Regression Equation
Werkloosheid[t] = + 196266.054617676 + 1193.19960278054Dummy_crisis[t] + 612.412115193732M1[t] -3315.25455147302M2[t] -7478.50455147305M3[t] -11143.1712181397M4[t] -15836.8378848063M5[t] -13665.4212181397M6[t] + 18777.3954816286M7[t] + 27536.5621482953M8[t] + 11646.4788149620M9[t] + 3159.14548162860M10[t] -4368.52118503806M11[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)196266.0546176767316.36374226.825600
Dummy_crisis1193.199602780545032.4579280.23710.8129520.406476
M1612.41211519373210049.8135050.06090.9515020.475751
M2-3315.2545514730210049.813505-0.32990.742020.37101
M3-7478.5045514730510049.813505-0.74410.4581330.229066
M4-11143.171218139710049.813505-1.10880.2695660.134783
M5-15836.837884806310049.813505-1.57580.1174950.058747
M6-13665.421218139710049.813505-1.35980.1762570.088128
M718777.395481628610055.3801681.86740.0640980.032049
M827536.562148295310055.3801682.73850.0070380.003519
M911646.478814962010055.3801681.15820.2488920.124446
M103159.1454816286010055.3801680.31420.7538920.376946
M11-4368.5211850380610055.380168-0.43440.6646850.332342


Multiple Linear Regression - Regression Statistics
Multiple R0.483443307665198
R-squared0.233717431726267
Adjusted R-squared0.162983656193308
F-TEST (value)3.30418431598299
F-TEST (DF numerator)12
F-TEST (DF denominator)130
p-value0.000336630181550279
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation24075.1249513754
Sum Squared Residuals75349513385.164


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1206010196878.4667328699131.53326713076
2198112192950.8000662035161.19993379673
3194519188787.5500662035731.44993379668
4185705185122.883399537582.116600463404
5180173180429.21673287-256.216732869826
6176142182600.633399537-6458.63339953661
7203401215043.450099305-11642.4500993049
8221902223802.616765972-1900.61676597153
9197378207912.533432638-10534.5334326381
10185001199425.200099305-14424.2000993049
11176356191897.533432638-15541.5334326382
12180449196266.054617676-15817.0546176762
13180144196878.46673287-16734.46673287
14173666192950.800066203-19284.8000662032
15165688188787.550066203-23099.5500662032
16161570185122.883399537-23552.8833995366
17156145180429.21673287-24284.2167328699
18153730182600.633399537-28870.6333995366
19182698215043.450099305-32345.4500993049
20200765223802.616765972-23037.6167659715
21176512207912.533432638-31400.5334326382
22166618199425.200099305-32807.2000993049
23158644191897.533432638-33253.5334326382
24159585196266.054617676-36681.0546176763
25163095196878.46673287-33783.4667328700
26159044192950.800066203-33906.8000662032
27155511188787.550066203-33276.5500662032
28153745185122.883399537-31377.8833995366
29150569180429.21673287-29860.2167328699
30150605182600.633399537-31995.6333995366
31179612215043.450099305-35431.4500993049
32194690223802.616765972-29112.6167659715
33189917207912.533432638-17995.5334326382
34184128199425.200099305-15297.2000993049
35175335191897.533432638-16562.5334326382
36179566196266.054617676-16700.0546176763
37181140196878.46673287-15738.4667328700
38177876192950.800066203-15074.8000662032
39175041188787.550066203-13746.5500662032
40169292185122.883399537-15830.8833995366
41166070180429.21673287-14359.2167328699
42166972182600.633399537-15628.6333995366
43206348215043.450099305-8695.45009930488
44215706223802.616765972-8096.61676597153
45202108207912.533432638-5804.53343263821
46195411199425.200099305-4014.20009930487
47193111191897.5334326381213.46656736180
48195198196266.054617676-1068.05461767626
49198770196878.466732871891.53326713003
50194163192950.8000662031212.19993379676
51190420188787.5500662031632.44993379676
52189733185122.8833995374610.11660046342
53186029180429.216732875599.78326713008
54191531182600.6333995378930.36660046342
55232571215043.45009930517527.5499006951
56243477223802.61676597219674.3832340285
57227247207912.53343263819334.4665673618
58217859199425.20009930518433.7999006951
59208679191897.53343263816781.4665673618
60213188196266.05461767616921.9453823237
61216234196878.4667328719355.5332671300
62213586192950.80006620320635.1999337968
63209465188787.55006620320677.4499337968
64204045185122.88339953718922.1166004634
65200237180429.2167328719807.7832671301
66203666182600.63339953721065.3666004634
67241476215043.45009930526432.5499006951
68260307223802.61676597236504.3832340285
69243324207912.53343263835411.4665673618
70244460199425.20009930545034.7999006951
71233575191897.53343263841677.4665673618
72237217196266.05461767640950.9453823237
73235243196878.4667328738364.5332671300
74230354192950.80006620337403.1999337968
75227184188787.55006620338396.4499337968
76221678185122.88339953736555.1166004634
77217142180429.2167328736712.7832671301
78219452182600.63339953736851.3666004634
79256446215043.45009930541402.5499006951
80265845223802.61676597242042.3832340284
81248624207912.53343263840711.4665673618
82241114199425.20009930541688.7999006951
83229245191897.53343263837347.4665673618
84231805196266.05461767635538.9453823237
85219277196878.4667328722398.5332671300
86219313192950.80006620326362.1999337968
87212610188787.55006620323822.4499337968
88214771185122.88339953729648.1166004634
89211142180429.2167328730712.7832671301
90211457182600.63339953728856.3666004634
91240048215043.45009930525004.5499006951
92240636223802.61676597216833.3832340285
93230580207912.53343263822667.4665673618
94208795199425.2000993059369.79990069513
95197922191897.5334326386024.4665673618
96194596196266.054617676-1670.05461767626
97194581196878.46673287-2297.46673286997
98185686192950.800066203-7264.80006620323
99178106188787.550066203-10681.5500662032
100172608185122.883399537-12514.8833995366
101167302180429.21673287-13127.2167328699
102168053182600.633399537-14547.6333995366
103202300215043.450099305-12743.4500993049
104202388223802.616765972-21414.6167659715
105182516207912.533432638-25396.5334326382
106173476199425.200099305-25949.2000993049
107166444191897.533432638-25453.5334326382
108171297196266.054617676-24969.0546176763
109169701196878.46673287-27177.46673287
110164182192950.800066203-28768.8000662032
111161914188787.550066203-26873.5500662032
112159612185122.883399537-25510.8833995366
113151001180429.21673287-29428.2167328699
114158114182600.633399537-24486.6333995366
115186530216236.649702085-29706.6497020854
116187069224995.816368752-37926.8163687521
117174330209105.733035419-34775.7330354188
118169362200618.399702085-31256.3997020854
119166827193090.733035419-26263.7330354187
120178037197459.254220457-19422.2542204568
121186413198071.666335651-11658.6663356505
122189226194143.999668984-4917.99966898376
123191563189980.7496689841582.25033101623
124188906186316.0830023172589.91699768290
125186005181622.4163356504382.58366434955
126195309183793.83300231711515.1669976829
127223532216236.6497020857295.3502979146
128226899224995.8163687521903.18363124794
129214126209105.7330354195020.26696458126
130206903200618.3997020856284.6002979146
131204442193090.73303541911351.2669645813
132220375197459.25422045722915.7457795432
133214320198071.66633565116248.3336643495
134212588194143.99966898418444.0003310162
135205816189980.74966898415835.2503310162
136202196186316.08300231715879.9169976829
137195722181622.41633565014099.5836643495
138198563183793.83300231714769.1669976829
139229139216236.64970208512902.3502979146
140229527224995.8163687524531.18363124794
141211868209105.7330354192762.26696458126
142203555200618.3997020852936.60029791460
143195770193090.7330354192679.26696458127


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
160.4491018313595230.8982036627190450.550898168640477
170.3670594815210140.7341189630420280.632940518478986
180.297404525421710.594809050843420.70259547457829
190.2379112265335580.4758224530671160.762088773466442
200.1899872823258580.3799745646517160.810012717674142
210.1547806955843790.3095613911687570.845219304415621
220.1219544971515240.2439089943030480.878045502848476
230.0958274036948150.191654807389630.904172596305185
240.08248170602703550.1649634120540710.917518293972964
250.1038535911085810.2077071822171620.896146408891419
260.1147015223434990.2294030446869990.8852984776565
270.1185413819236970.2370827638473930.881458618076303
280.1099656083671600.2199312167343210.89003439163284
290.09780086758003250.1956017351600650.902199132419968
300.08459023321020520.1691804664204100.915409766789795
310.07569932288180310.1513986457636060.924300677118197
320.0684198584966230.1368397169932460.931580141503377
330.0501209342573520.1002418685147040.949879065742648
340.03731300185869240.07462600371738480.962686998141308
350.02766511543310720.05533023086621430.972334884566893
360.02092172758910600.04184345517821190.979078272410894
370.01452782251460120.02905564502920240.985472177485399
380.0099574539098660.0199149078197320.990042546090134
390.006759522951751870.01351904590350370.993240477048248
400.004621206711828310.009242413423656630.995378793288172
410.003125998889471960.006251997778943920.996874001110528
420.002240171040526940.004480342081053880.997759828959473
430.002085895096893180.004171790193786360.997914104903107
440.001481309846658480.002962619693316960.998518690153342
450.001165326592262470.002330653184524940.998834673407738
460.0009959819001190880.001991963800238180.999004018099881
470.001081815062423630.002163630124847250.998918184937576
480.001120543063209220.002241086126418430.99887945693679
490.0009077481080508280.001815496216101660.99909225189195
500.0007603552493017350.001520710498603470.999239644750698
510.0006518319912991150.001303663982598230.9993481680087
520.0006643482568015690.001328696513603140.999335651743198
530.0006849307391682970.001369861478336590.999315069260832
540.0009763532798209750.001952706559641950.999023646720179
550.002292731648700280.004585463297400570.9977072683513
560.003704732893954170.007409465787908340.996295267106046
570.005677713988659560.01135542797731910.99432228601134
580.007906562518060830.01581312503612170.99209343748194
590.0096698626195530.0193397252391060.990330137380447
600.01210646853303210.02421293706606410.987893531466968
610.01343372293235190.02686744586470370.986566277067648
620.01579924078149430.03159848156298870.984200759218506
630.01826918262864450.03653836525728910.981730817371355
640.01993637209233120.03987274418466240.980063627907669
650.02172544165772620.04345088331545250.978274558342274
660.0252866971929970.0505733943859940.974713302807003
670.0328124027780280.0656248055560560.967187597221972
680.05109930439928820.1021986087985760.948900695600712
690.07315984142349980.1463196828470000.9268401585765
700.1338752463511930.2677504927023860.866124753648807
710.1986866002851150.397373200570230.801313399714885
720.2728270440785980.5456540881571970.727172955921402
730.3330350871324480.6660701742648960.666964912867552
740.3907224934173440.7814449868346880.609277506582656
750.4554361006184560.9108722012369110.544563899381544
760.5086252556692370.9827494886615270.491374744330763
770.561359862893090.877280274213820.43864013710691
780.6122439951732240.7755120096535510.387756004826776
790.6854848253495190.6290303493009620.314515174650481
800.7669652512421860.4660694975156290.233034748757815
810.8321650114518020.3356699770963970.167834988548198
820.8941039990444680.2117920019110640.105896000955532
830.9294809992750.1410380014499990.0705190007249997
840.95249595607770.09500808784459850.0475040439222993
850.9550972747234310.08980545055313780.0449027252765689
860.9622272974259730.07554540514805310.0377727025740266
870.9662880739314160.06742385213716840.0337119260685842
880.9758658366270840.04826832674583240.0241341633729162
890.9850394028351850.02992119432962930.0149605971648147
900.9899361680669560.02012766386608800.0100638319330440
910.9939418325391750.01211633492165050.00605816746082523
920.9965839425280170.006832114943965850.00341605747198292
930.999010315779020.001979368441961350.000989684220980676
940.9994355914434720.001128817113056920.00056440855652846
950.999608632511950.0007827349760994690.000391367488049734
960.9995337949843840.0009324100312320830.000466205015616041
970.9994568832556320.001086233488735960.000543116744367978
980.9992193678147110.001561264370577220.00078063218528861
990.998776054754460.002447890491079080.00122394524553954
1000.9980542547267930.00389149054641380.0019457452732069
1010.9969959872875010.006008025424997550.00300401271249877
1020.9952270689207150.009545862158570570.00477293107928528
1030.9939786892440230.01204262151195490.00602131075597747
1040.9929308177167480.01413836456650460.00706918228325232
1050.9911103694561940.01777926108761190.00888963054380593
1060.9886521293817980.02269574123640310.0113478706182015
1070.9850551869351230.02988962612975510.0149448130648775
1080.9789371223469110.0421257553061770.0210628776530885
1090.9705086584101050.05898268317978920.0294913415898946
1100.9583985172168870.08320296556622680.0416014827831134
1110.9415128064313250.1169743871373500.0584871935686748
1120.9188498169840620.1623003660318760.081150183015938
1130.8905184583102950.218963083379410.109481541689705
1140.8520546603145920.2958906793708160.147945339685408
1150.8904753420291150.2190493159417690.109524657970885
1160.9322516993624180.1354966012751650.0677483006375824
1170.961022740884910.07795451823017950.0389772591150898
1180.9791263313998840.04174733720023140.0208736686001157
1190.9900194668433470.01996106631330620.0099805331566531
1200.9985892993302860.002821401339428910.00141070066971446
1210.9995246430621770.0009507138756454210.000475356937822711
1220.9998584149099930.000283170180014510.000141585090007255
1230.9998496547091520.0003006905816963750.000150345290848188
1240.9998616614666030.0002766770667944970.000138338533397248
1250.9997722100308180.0004555799383637160.000227789969181858
1260.998660899886470.002678200227060900.00133910011353045
1270.9941566227966980.0116867544066040.005843377203302


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level350.3125NOK
5% type I error level610.544642857142857NOK
10% type I error level720.642857142857143NOK