| Multiple Linear Regression - Estimated Regression Equation |
| Werkloosheid[t] = + 181196.226861281 -17091.5247416459Dummy_crisis[t] + 1612.75438528578M1[t] -2570.38899098856M2[t] -6989.11570059617M3[t] -10909.2590768704M4[t] -15858.4024531446M5[t] -13942.4624960855M6[t] + 19768.6045227774M7[t] + 28272.2944798365M8[t] + 12126.7344368956M9[t] + 3383.92439395464M10[t] -4399.2189823196M11[t] + 255.476709607579t + 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) | 181196.226861281 | 7910.807571 | 22.9049 | 0 | 0 |
| Dummy_crisis | -17091.5247416459 | 6639.102307 | -2.5744 | 0.011171 | 0.005586 |
| M1 | 1612.75438528578 | 9529.665636 | 0.1692 | 0.865877 | 0.432938 |
| M2 | -2570.38899098856 | 9528.173628 | -0.2698 | 0.78777 | 0.393885 |
| M3 | -6989.11570059617 | 9527.118302 | -0.7336 | 0.464522 | 0.232261 |
| M4 | -10909.2590768704 | 9526.499803 | -1.1451 | 0.254268 | 0.127134 |
| M5 | -15858.4024531446 | 9526.318215 | -1.6647 | 0.098401 | 0.0492 |
| M6 | -13942.4624960855 | 9526.573565 | -1.4635 | 0.145754 | 0.072877 |
| M7 | 19768.6045227774 | 9534.879647 | 2.0733 | 0.040135 | 0.020068 |
| M8 | 28272.2944798365 | 9533.404064 | 2.9656 | 0.0036 | 0.0018 |
| M9 | 12126.7344368956 | 9532.364928 | 1.2722 | 0.205603 | 0.102802 |
| M10 | 3383.92439395464 | 9531.76238 | 0.355 | 0.723158 | 0.361579 |
| M11 | -4399.2189823196 | 9531.596505 | -0.4615 | 0.645188 | 0.322594 |
| t | 255.476709607579 | 64.517043 | 3.9598 | 0.000123 | 6.2e-05 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.562819888400338 |
| R-squared | 0.316766226778969 |
| Adjusted R-squared | 0.247913210872974 |
| F-TEST (value) | 4.60061513080921 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 129 |
| p-value | 1.89228484981374e-06 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 22821.0467553193 |
| Sum Squared Residuals | 67183222576.0927 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 206010 | 183064.457956173 | 22945.5420438266 |
| 2 | 198112 | 179136.791289507 | 18975.2087104925 |
| 3 | 194519 | 174973.541289507 | 19545.4587104925 |
| 4 | 185705 | 171308.874622841 | 14396.1253771592 |
| 5 | 180173 | 166615.207956174 | 13557.7920438260 |
| 6 | 176142 | 168786.624622841 | 7355.37537715918 |
| 7 | 203401 | 202753.168351311 | 647.831648688729 |
| 8 | 221902 | 211512.335017978 | 10389.6649820221 |
| 9 | 197378 | 195622.251684645 | 1755.74831535546 |
| 10 | 185001 | 187134.918351311 | -2133.91835131128 |
| 11 | 176356 | 179607.251684645 | -3251.25168464463 |
| 12 | 180449 | 184261.947376572 | -3812.94737657177 |
| 13 | 180144 | 186130.178471465 | -5986.17847146515 |
| 14 | 173666 | 182202.511804798 | -8536.51180479846 |
| 15 | 165688 | 178039.261804798 | -12351.2618047984 |
| 16 | 161570 | 174374.595138132 | -12804.5951381317 |
| 17 | 156145 | 169680.928471465 | -13535.9284714651 |
| 18 | 153730 | 171852.345138132 | -18122.3451381317 |
| 19 | 182698 | 205818.888866602 | -23120.8888666022 |
| 20 | 200765 | 214578.055533269 | -13813.0555332689 |
| 21 | 176512 | 198687.972199936 | -22175.9721999356 |
| 22 | 166618 | 190200.638866602 | -23582.6388666022 |
| 23 | 158644 | 182672.972199936 | -24028.9721999356 |
| 24 | 159585 | 187327.667891863 | -27742.6678918627 |
| 25 | 163095 | 189195.898986756 | -26100.8989867561 |
| 26 | 159044 | 185268.232320089 | -26224.2323200893 |
| 27 | 155511 | 181104.982320089 | -25593.9823200893 |
| 28 | 153745 | 177440.315653423 | -23695.3156534227 |
| 29 | 150569 | 172746.648986756 | -22177.648986756 |
| 30 | 150605 | 174918.065653423 | -24313.0656534227 |
| 31 | 179612 | 208884.609381893 | -29272.6093818932 |
| 32 | 194690 | 217643.776048560 | -22953.7760485598 |
| 33 | 189917 | 201753.692715226 | -11836.6927152265 |
| 34 | 184128 | 193266.359381893 | -9138.35938189316 |
| 35 | 175335 | 185738.692715226 | -10403.6927152265 |
| 36 | 179566 | 190393.388407154 | -10827.3884071537 |
| 37 | 181140 | 192261.619502047 | -11121.6195020470 |
| 38 | 177876 | 188333.952835380 | -10457.9528353803 |
| 39 | 175041 | 184170.702835380 | -9129.70283538028 |
| 40 | 169292 | 180506.036168714 | -11214.0361687136 |
| 41 | 166070 | 175812.369502047 | -9742.36950204696 |
| 42 | 166972 | 177983.786168714 | -11011.7861687136 |
| 43 | 206348 | 211950.329897184 | -5602.32989718412 |
| 44 | 215706 | 220709.496563851 | -5003.49656385078 |
| 45 | 202108 | 204819.413230517 | -2711.41323051745 |
| 46 | 195411 | 196332.079897184 | -921.07989718411 |
| 47 | 193111 | 188804.413230517 | 4306.58676948256 |
| 48 | 195198 | 193459.108922445 | 1738.89107755538 |
| 49 | 198770 | 195327.340017338 | 3442.65998266203 |
| 50 | 194163 | 191399.673350671 | 2763.32664932878 |
| 51 | 190420 | 187236.423350671 | 3183.57664932877 |
| 52 | 189733 | 183571.756684005 | 6161.24331599544 |
| 53 | 186029 | 178878.090017338 | 7150.9099826621 |
| 54 | 191531 | 181049.506684005 | 10481.4933159954 |
| 55 | 232571 | 215016.050412475 | 17554.9495875249 |
| 56 | 243477 | 223775.217079142 | 19701.7829208583 |
| 57 | 227247 | 207885.133745808 | 19361.8662541916 |
| 58 | 217859 | 199397.800412475 | 18461.1995875249 |
| 59 | 208679 | 191870.133745808 | 16808.8662541916 |
| 60 | 213188 | 196524.829437736 | 16663.1705622644 |
| 61 | 216234 | 198393.060532629 | 17840.9394673711 |
| 62 | 213586 | 194465.393865962 | 19120.6061340378 |
| 63 | 209465 | 190302.143865962 | 19162.8561340378 |
| 64 | 204045 | 186637.477199296 | 17407.5228007045 |
| 65 | 200237 | 181943.810532629 | 18293.1894673711 |
| 66 | 203666 | 184115.227199296 | 19550.7728007045 |
| 67 | 241476 | 218081.770927766 | 23394.229072234 |
| 68 | 260307 | 226840.937594433 | 33466.0624055673 |
| 69 | 243324 | 210950.854261099 | 32373.1457389007 |
| 70 | 244460 | 202463.520927766 | 41996.479072234 |
| 71 | 233575 | 194935.854261099 | 38639.1457389007 |
| 72 | 237217 | 199590.549953027 | 37626.4500469735 |
| 73 | 235243 | 201458.78104792 | 33784.2189520802 |
| 74 | 230354 | 197531.114381253 | 32822.8856187469 |
| 75 | 227184 | 193367.864381253 | 33816.1356187469 |
| 76 | 221678 | 189703.197714586 | 31974.8022854135 |
| 77 | 217142 | 185009.531047920 | 32132.4689520802 |
| 78 | 219452 | 187180.947714586 | 32271.0522854136 |
| 79 | 256446 | 221147.491443057 | 35298.5085569430 |
| 80 | 265845 | 229906.658109724 | 35938.3418902764 |
| 81 | 248624 | 214016.574776390 | 34607.4252236097 |
| 82 | 241114 | 205529.241443057 | 35584.7585569431 |
| 83 | 229245 | 198001.574776390 | 31243.4252236097 |
| 84 | 231805 | 202656.270468317 | 29148.7295316826 |
| 85 | 219277 | 204524.501563211 | 14752.4984367892 |
| 86 | 219313 | 200596.834896544 | 18716.1651034559 |
| 87 | 212610 | 196433.584896544 | 16176.4151034559 |
| 88 | 214771 | 192768.918229877 | 22002.0817701226 |
| 89 | 211142 | 188075.251563211 | 23066.7484367893 |
| 90 | 211457 | 190246.668229877 | 21210.3317701226 |
| 91 | 240048 | 224213.211958348 | 15834.7880416521 |
| 92 | 240636 | 232972.378625015 | 7663.62137498544 |
| 93 | 230580 | 217082.295291681 | 13497.7047083188 |
| 94 | 208795 | 208594.961958348 | 200.038041652105 |
| 95 | 197922 | 201067.295291681 | -3145.29529168122 |
| 96 | 194596 | 205721.990983608 | -11125.9909836084 |
| 97 | 194581 | 207590.222078502 | -13009.2220785017 |
| 98 | 185686 | 203662.555411835 | -17976.555411835 |
| 99 | 178106 | 199499.305411835 | -21393.305411835 |
| 100 | 172608 | 195834.638745168 | -23226.6387451684 |
| 101 | 167302 | 191140.972078502 | -23838.9720785017 |
| 102 | 168053 | 193312.388745168 | -25259.3887451683 |
| 103 | 202300 | 227278.932473639 | -24978.9324736388 |
| 104 | 202388 | 236038.099140306 | -33650.0991403055 |
| 105 | 182516 | 220148.015806972 | -37632.0158069722 |
| 106 | 173476 | 211660.682473639 | -38184.6824736388 |
| 107 | 166444 | 204133.015806972 | -37689.0158069722 |
| 108 | 171297 | 208787.711498899 | -37490.7114988993 |
| 109 | 169701 | 210655.942593793 | -40954.9425937927 |
| 110 | 164182 | 206728.275927126 | -42546.2759271259 |
| 111 | 161914 | 202565.025927126 | -40651.0259271259 |
| 112 | 159612 | 198900.359260459 | -39288.3592604593 |
| 113 | 151001 | 194206.692593793 | -43205.6925937926 |
| 114 | 158114 | 196378.109260459 | -38264.1092604593 |
| 115 | 186530 | 213253.128247284 | -26723.1282472839 |
| 116 | 187069 | 222012.294913951 | -34943.2949139506 |
| 117 | 174330 | 206122.211580617 | -31792.2115806172 |
| 118 | 169362 | 197634.878247284 | -28272.8782472839 |
| 119 | 166827 | 190107.211580617 | -23280.2115806172 |
| 120 | 178037 | 194761.907272544 | -16724.9072725444 |
| 121 | 186413 | 196630.138367438 | -10217.1383674377 |
| 122 | 189226 | 192702.471700771 | -3476.47170077099 |
| 123 | 191563 | 188539.221700771 | 3023.778299229 |
| 124 | 188906 | 184874.555034104 | 4031.44496589567 |
| 125 | 186005 | 180180.888367438 | 5824.11163256232 |
| 126 | 195309 | 182352.305034104 | 12956.6949658957 |
| 127 | 223532 | 216318.848762575 | 7213.15123742517 |
| 128 | 226899 | 225078.015429241 | 1820.98457075851 |
| 129 | 214126 | 209187.932095908 | 4938.06790409184 |
| 130 | 206903 | 200700.598762575 | 6202.40123742518 |
| 131 | 204442 | 193172.932095908 | 11269.0679040918 |
| 132 | 220375 | 197827.627787835 | 22547.3722121647 |
| 133 | 214320 | 199695.858882729 | 14624.1411172713 |
| 134 | 212588 | 195768.192216062 | 16819.8077839381 |
| 135 | 205816 | 191604.942216062 | 14211.0577839381 |
| 136 | 202196 | 187940.275549395 | 14255.7244506047 |
| 137 | 195722 | 183246.608882729 | 12475.3911172714 |
| 138 | 198563 | 185418.025549395 | 13144.9744506047 |
| 139 | 229139 | 219384.569277866 | 9754.43072213423 |
| 140 | 229527 | 228143.735944532 | 1383.26405546756 |
| 141 | 211868 | 212253.652611199 | -385.652611199103 |
| 142 | 203555 | 203766.319277866 | -211.319277865768 |
| 143 | 195770 | 196238.652611199 | -468.652611199101 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.000451588378247615 | 0.00090317675649523 | 0.999548411621752 |
| 18 | 5.48534343671366e-05 | 0.000109706868734273 | 0.999945146565633 |
| 19 | 1.17366551518503e-05 | 2.34733103037006e-05 | 0.999988263344848 |
| 20 | 1.56747829868500e-06 | 3.13495659737001e-06 | 0.9999984325217 |
| 21 | 2.08035755427728e-07 | 4.16071510855456e-07 | 0.999999791964245 |
| 22 | 6.75532995572594e-08 | 1.35106599114519e-07 | 0.9999999324467 |
| 23 | 2.10187924443450e-08 | 4.20375848886899e-08 | 0.999999978981208 |
| 24 | 2.40974882704644e-09 | 4.81949765409288e-09 | 0.999999997590251 |
| 25 | 4.6181095920662e-10 | 9.2362191841324e-10 | 0.99999999953819 |
| 26 | 2.55491303252536e-10 | 5.10982606505071e-10 | 0.99999999974451 |
| 27 | 2.20798661632448e-10 | 4.41597323264895e-10 | 0.999999999779201 |
| 28 | 7.92924770505401e-10 | 1.58584954101080e-09 | 0.999999999207075 |
| 29 | 2.01992962369082e-09 | 4.03985924738163e-09 | 0.99999999798007 |
| 30 | 6.40519495309551e-09 | 1.28103899061910e-08 | 0.999999993594805 |
| 31 | 1.24889472987035e-08 | 2.4977894597407e-08 | 0.999999987511053 |
| 32 | 7.57611017482448e-09 | 1.51522203496490e-08 | 0.99999999242389 |
| 33 | 4.88479383607852e-07 | 9.76958767215704e-07 | 0.999999511520616 |
| 34 | 9.1975992767241e-06 | 1.83951985534482e-05 | 0.999990802400723 |
| 35 | 4.04036779277984e-05 | 8.08073558555968e-05 | 0.999959596322072 |
| 36 | 0.000120991755769702 | 0.000241983511539403 | 0.99987900824423 |
| 37 | 0.000154680287578108 | 0.000309360575156215 | 0.999845319712422 |
| 38 | 0.000206067955074588 | 0.000412135910149177 | 0.999793932044925 |
| 39 | 0.000271246893986088 | 0.000542493787972176 | 0.999728753106014 |
| 40 | 0.000309106357499216 | 0.000618212714998432 | 0.9996908936425 |
| 41 | 0.000354366051407966 | 0.000708732102815932 | 0.999645633948592 |
| 42 | 0.000485369993665884 | 0.000970739987331767 | 0.999514630006334 |
| 43 | 0.00117052073040345 | 0.0023410414608069 | 0.998829479269597 |
| 44 | 0.00137440968393538 | 0.00274881936787075 | 0.998625590316065 |
| 45 | 0.00187177088683987 | 0.00374354177367975 | 0.99812822911316 |
| 46 | 0.00268434179553276 | 0.00536868359106553 | 0.997315658204467 |
| 47 | 0.00459018478509647 | 0.00918036957019294 | 0.995409815214904 |
| 48 | 0.00685053822326752 | 0.0137010764465350 | 0.993149461776732 |
| 49 | 0.00753634896775953 | 0.0150726979355191 | 0.99246365103224 |
| 50 | 0.0084519891916573 | 0.0169039783833146 | 0.991548010808343 |
| 51 | 0.00953037718412653 | 0.0190607543682531 | 0.990469622815873 |
| 52 | 0.0118215001565113 | 0.0236430003130226 | 0.988178499843489 |
| 53 | 0.0144013901811329 | 0.0288027803622658 | 0.985598609818867 |
| 54 | 0.0211470598975199 | 0.0422941197950399 | 0.97885294010248 |
| 55 | 0.0360734412859575 | 0.072146882571915 | 0.963926558714043 |
| 56 | 0.044321728519044 | 0.088643457038088 | 0.955678271480956 |
| 57 | 0.0525742114074552 | 0.105148422814910 | 0.947425788592545 |
| 58 | 0.0593448323152388 | 0.118689664630478 | 0.940655167684761 |
| 59 | 0.0632999338539539 | 0.126599867707908 | 0.936700066146046 |
| 60 | 0.0682259794904559 | 0.136451958980912 | 0.931774020509544 |
| 61 | 0.0626750385468496 | 0.125350077093699 | 0.93732496145315 |
| 62 | 0.0593216398431701 | 0.118643279686340 | 0.94067836015683 |
| 63 | 0.0561807914312338 | 0.112361582862468 | 0.943819208568766 |
| 64 | 0.0539651763638142 | 0.107930352727628 | 0.946034823636186 |
| 65 | 0.0518924432351798 | 0.103784886470360 | 0.94810755676482 |
| 66 | 0.0534305853594164 | 0.106861170718833 | 0.946569414640584 |
| 67 | 0.0520072539314094 | 0.104014507862819 | 0.94799274606859 |
| 68 | 0.0508213566507645 | 0.101642713301529 | 0.949178643349236 |
| 69 | 0.0481032226899342 | 0.0962064453798685 | 0.951896777310066 |
| 70 | 0.0564516291413216 | 0.112903258282643 | 0.943548370858678 |
| 71 | 0.057774625698708 | 0.115549251397416 | 0.942225374301292 |
| 72 | 0.0584288826790603 | 0.116857765358121 | 0.94157111732094 |
| 73 | 0.0491495945726751 | 0.0982991891453501 | 0.950850405427325 |
| 74 | 0.0404306110550008 | 0.0808612221100015 | 0.95956938894500 |
| 75 | 0.0334370395359255 | 0.0668740790718511 | 0.966562960464074 |
| 76 | 0.0266445328461604 | 0.0532890656923209 | 0.97335546715384 |
| 77 | 0.0209804469373494 | 0.0419608938746988 | 0.97901955306265 |
| 78 | 0.0164971223396624 | 0.0329942446793248 | 0.983502877660338 |
| 79 | 0.0151992439401349 | 0.0303984878802699 | 0.984800756059865 |
| 80 | 0.0156622784694982 | 0.0313245569389964 | 0.984337721530502 |
| 81 | 0.0160547077119444 | 0.0321094154238889 | 0.983945292288056 |
| 82 | 0.0187549390319004 | 0.0375098780638008 | 0.9812450609681 |
| 83 | 0.0202893362763342 | 0.0405786725526684 | 0.979710663723666 |
| 84 | 0.0226939263031772 | 0.0453878526063544 | 0.977306073696823 |
| 85 | 0.0231400920940418 | 0.0462801841880836 | 0.976859907905958 |
| 86 | 0.0244107587204458 | 0.0488215174408915 | 0.975589241279554 |
| 87 | 0.0258421368797939 | 0.0516842737595879 | 0.974157863120206 |
| 88 | 0.031604770393236 | 0.063209540786472 | 0.968395229606764 |
| 89 | 0.0458283094231847 | 0.0916566188463694 | 0.954171690576815 |
| 90 | 0.0651162244159745 | 0.130232448831949 | 0.934883775584025 |
| 91 | 0.107509156437344 | 0.215018312874688 | 0.892490843562656 |
| 92 | 0.212967694692231 | 0.425935389384463 | 0.787032305307769 |
| 93 | 0.470243548019927 | 0.940487096039855 | 0.529756451980073 |
| 94 | 0.709799023186723 | 0.580401953626553 | 0.290200976813277 |
| 95 | 0.884949668685572 | 0.230100662628856 | 0.115050331314428 |
| 96 | 0.939579418110993 | 0.120841163778015 | 0.0604205818890073 |
| 97 | 0.975688415550612 | 0.0486231688987758 | 0.0243115844493879 |
| 98 | 0.988656668072583 | 0.0226866638548329 | 0.0113433319274165 |
| 99 | 0.99382141180607 | 0.0123571763878584 | 0.00617858819392922 |
| 100 | 0.996348319526917 | 0.00730336094616582 | 0.00365168047308291 |
| 101 | 0.998040882057 | 0.00391823588600225 | 0.00195911794300112 |
| 102 | 0.998576704609124 | 0.00284659078175115 | 0.00142329539087557 |
| 103 | 0.999288575456993 | 0.00142284908601450 | 0.000711424543007251 |
| 104 | 0.999754811530386 | 0.000490376939227616 | 0.000245188469613808 |
| 105 | 0.999896262207305 | 0.000207475585390411 | 0.000103737792695206 |
| 106 | 0.99995720063163 | 8.55987367411648e-05 | 4.27993683705824e-05 |
| 107 | 0.999982760553014 | 3.44788939727466e-05 | 1.72394469863733e-05 |
| 108 | 0.99997605431052 | 4.78913789587547e-05 | 2.39456894793774e-05 |
| 109 | 0.99996475959883 | 7.04808023382462e-05 | 3.52404011691231e-05 |
| 110 | 0.999939346929608 | 0.000121306140785036 | 6.0653070392518e-05 |
| 111 | 0.99988821709969 | 0.000223565800620397 | 0.000111782900310199 |
| 112 | 0.999788750505146 | 0.000422498989707947 | 0.000211249494853973 |
| 113 | 0.999603527146423 | 0.00079294570715412 | 0.00039647285357706 |
| 114 | 0.999207139412188 | 0.00158572117562465 | 0.000792860587812327 |
| 115 | 0.9986911773892 | 0.00261764522159842 | 0.00130882261079921 |
| 116 | 0.998206729109932 | 0.00358654178013646 | 0.00179327089006823 |
| 117 | 0.997499980420878 | 0.00500003915824341 | 0.00250001957912171 |
| 118 | 0.996468495244885 | 0.00706300951023085 | 0.00353150475511543 |
| 119 | 0.99520728167708 | 0.0095854366458382 | 0.0047927183229191 |
| 120 | 0.99899244544259 | 0.00201510911482095 | 0.00100755455741048 |
| 121 | 0.999384303437849 | 0.00123139312430236 | 0.000615696562151179 |
| 122 | 0.999642377298474 | 0.0007152454030528 | 0.0003576227015264 |
| 123 | 0.99936291982907 | 0.00127416034186163 | 0.000637080170930814 |
| 124 | 0.99905632952694 | 0.00188734094611831 | 0.000943670473059154 |
| 125 | 0.998131492283612 | 0.00373701543277685 | 0.00186850771638843 |
| 126 | 0.990727094048978 | 0.0185458119020450 | 0.00927290595102248 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 57 | 0.518181818181818 | NOK |
| 5% type I error level | 78 | 0.709090909090909 | NOK |
| 10% type I error level | 88 | 0.8 | NOK |
