| Multiple Linear Regression - Estimated Regression Equation |
| Werkloosheid[t] = + 11.6359824396043 -0.559320335978252rente[t] -0.143899561563292inflatie[t] -0.0296059693049306consumer[t] -0.000333689284785689Bel20[t] -0.00268120125236932t + 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) | 11.6359824396043 | 0.267369 | 43.5204 | 0 | 0 |
| rente | -0.559320335978252 | 0.075582 | -7.4002 | 0 | 0 |
| inflatie | -0.143899561563292 | 0.024294 | -5.9232 | 0 | 0 |
| consumer | -0.0296059693049306 | 0.004442 | -6.6647 | 0 | 0 |
| Bel20 | -0.000333689284785689 | 7e-05 | -4.7938 | 4e-06 | 2e-06 |
| t | -0.00268120125236932 | 0.001503 | -1.7839 | 0.076666 | 0.038333 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.906296630636011 |
| R-squared | 0.821373582702186 |
| Adjusted R-squared | 0.814806435007414 |
| F-TEST (value) | 125.073109495618 |
| F-TEST (DF numerator) | 5 |
| F-TEST (DF denominator) | 136 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.307203185474167 |
| Sum Squared Residuals | 12.8348364145047 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 9.1 | 8.33825803996732 | 0.761741960032681 |
| 2 | 9 | 8.29281174129161 | 0.70718825870839 |
| 3 | 9 | 8.25751298271392 | 0.74248701728608 |
| 4 | 8.9 | 8.31083871913602 | 0.589161280863977 |
| 5 | 8.8 | 8.37124459610096 | 0.428755403899044 |
| 6 | 8.7 | 8.46258303329027 | 0.237416966709730 |
| 7 | 8.5 | 8.29168739466308 | 0.208312605336917 |
| 8 | 8.3 | 8.27267491169726 | 0.0273250883027432 |
| 9 | 8.1 | 8.35890926159194 | -0.258909261591938 |
| 10 | 7.9 | 8.3197693938494 | -0.419769393849395 |
| 11 | 7.8 | 7.93223369575334 | -0.132233695753342 |
| 12 | 7.6 | 7.65773907265795 | -0.0577390726579463 |
| 13 | 7.4 | 7.69199587393316 | -0.291995873933161 |
| 14 | 7.2 | 7.29902815806226 | -0.0990281580622647 |
| 15 | 7 | 7.19531514812144 | -0.195315148121443 |
| 16 | 7 | 7.16001503078117 | -0.160015030781166 |
| 17 | 6.8 | 7.06141787163158 | -0.26141787163158 |
| 18 | 6.8 | 7.03839410515606 | -0.238394105156057 |
| 19 | 6.7 | 6.9626821458147 | -0.262682145814703 |
| 20 | 6.8 | 6.92608203476072 | -0.126082034760723 |
| 21 | 6.7 | 6.73197929951197 | -0.0319792995119653 |
| 22 | 6.7 | 6.76100696477155 | -0.0610069647715545 |
| 23 | 6.7 | 6.6507268583387 | 0.0492731416612976 |
| 24 | 6.5 | 6.70526226744458 | -0.205262267444584 |
| 25 | 6.3 | 6.56303690256111 | -0.263036902561110 |
| 26 | 6.3 | 6.61041523996959 | -0.31041523996959 |
| 27 | 6.3 | 6.63270238167651 | -0.332702381676508 |
| 28 | 6.5 | 6.67336430025174 | -0.173364300251743 |
| 29 | 6.6 | 6.75966582447863 | -0.159665824478633 |
| 30 | 6.5 | 6.77099777114819 | -0.270997771148192 |
| 31 | 6.3 | 6.88053426289378 | -0.580534262893784 |
| 32 | 6.3 | 6.90135115147095 | -0.601351151470949 |
| 33 | 6.5 | 6.95183685338379 | -0.451836853383787 |
| 34 | 7 | 6.83556456007334 | 0.164435439926656 |
| 35 | 7.1 | 6.81988313416414 | 0.280116865835857 |
| 36 | 7.3 | 6.88372736952496 | 0.416272630475044 |
| 37 | 7.3 | 6.96998121266068 | 0.330018787339322 |
| 38 | 7.4 | 7.20540054387869 | 0.194599456121315 |
| 39 | 7.4 | 7.46803289164635 | -0.0680328916463535 |
| 40 | 7.3 | 7.56304683807467 | -0.263046838074666 |
| 41 | 7.4 | 7.42775628260936 | -0.0277562826093639 |
| 42 | 7.5 | 7.47056352009276 | 0.0294364799072381 |
| 43 | 7.7 | 7.38617133797866 | 0.313828662021342 |
| 44 | 7.7 | 7.26182491810382 | 0.438175081896177 |
| 45 | 7.7 | 7.48462877408024 | 0.215371225919765 |
| 46 | 7.7 | 7.75931271794711 | -0.0593127179471072 |
| 47 | 7.7 | 7.99410967669714 | -0.294109676697135 |
| 48 | 7.8 | 7.8109209046881 | -0.0109209046880991 |
| 49 | 8 | 7.7359612319861 | 0.264038768013899 |
| 50 | 8.1 | 7.78146800937135 | 0.318531990628649 |
| 51 | 8.1 | 7.67711795531127 | 0.422882044688732 |
| 52 | 8.2 | 7.81308834787963 | 0.38691165212037 |
| 53 | 8.2 | 8.05302297428916 | 0.146977025710835 |
| 54 | 8.2 | 8.08862076371772 | 0.111379236282276 |
| 55 | 8.1 | 8.16260937837488 | -0.0626093783748768 |
| 56 | 8.1 | 8.08597077620326 | 0.0140292237967404 |
| 57 | 8.2 | 8.1650688706698 | 0.0349311293302029 |
| 58 | 8.3 | 8.41683906195521 | -0.116839061955208 |
| 59 | 8.3 | 8.32423219573 | -0.0242321957300066 |
| 60 | 8.4 | 8.29367630882615 | 0.106323691173851 |
| 61 | 8.5 | 8.33647516185223 | 0.163524838147771 |
| 62 | 8.5 | 8.52838733803955 | -0.028387338039552 |
| 63 | 8.4 | 8.53812342553583 | -0.138123425535833 |
| 64 | 8 | 8.1461783268131 | -0.146178326813107 |
| 65 | 7.9 | 8.09952393925509 | -0.199523939255086 |
| 66 | 8.1 | 8.26546208634915 | -0.165462086349151 |
| 67 | 8.5 | 8.53259533203275 | -0.032595332032753 |
| 68 | 8.8 | 8.51512418395756 | 0.284875816042437 |
| 69 | 8.8 | 8.24557741968482 | 0.554422580315182 |
| 70 | 8.6 | 8.39532553986061 | 0.204674460139386 |
| 71 | 8.3 | 8.14988097708344 | 0.150119022916562 |
| 72 | 8.3 | 8.27624155472522 | 0.0237584452747763 |
| 73 | 8.3 | 8.29843385583797 | 0.00156614416203172 |
| 74 | 8.4 | 8.25373523912448 | 0.146264760875518 |
| 75 | 8.4 | 8.39376008348899 | 0.00623991651101146 |
| 76 | 8.5 | 8.46807286244865 | 0.0319271375513528 |
| 77 | 8.6 | 8.5692315146318 | 0.0307684853682044 |
| 78 | 8.6 | 8.42676785838024 | 0.173232141619758 |
| 79 | 8.6 | 8.42734294323257 | 0.172657056767434 |
| 80 | 8.6 | 8.30603721471435 | 0.293962785285649 |
| 81 | 8.6 | 8.39011869845968 | 0.209881301540318 |
| 82 | 8.5 | 8.72370200447019 | -0.223702004470191 |
| 83 | 8.4 | 8.77424973537126 | -0.374249735371256 |
| 84 | 8.4 | 8.60670621724072 | -0.206706217240722 |
| 85 | 8.4 | 8.66460104011244 | -0.264601040112442 |
| 86 | 8.5 | 8.48717123064522 | 0.0128287693547775 |
| 87 | 8.5 | 8.43993768015795 | 0.060062319842046 |
| 88 | 8.6 | 8.391159676514 | 0.208840323486006 |
| 89 | 8.6 | 8.67095498734223 | -0.070954987342227 |
| 90 | 8.4 | 8.58389619097827 | -0.183896190978267 |
| 91 | 8.2 | 8.59777392623333 | -0.397773926233335 |
| 92 | 8 | 8.39549625358504 | -0.395496253585039 |
| 93 | 8 | 8.40761541069073 | -0.407615410690734 |
| 94 | 8 | 8.21897205745327 | -0.218972057453271 |
| 95 | 8 | 8.11592866459634 | -0.115928664596343 |
| 96 | 7.9 | 8.0123066661327 | -0.112306666132699 |
| 97 | 7.9 | 8.04043727775204 | -0.140437277752040 |
| 98 | 7.8 | 8.07596899083775 | -0.275968990837750 |
| 99 | 7.8 | 8.09763121821183 | -0.297631218211834 |
| 100 | 8 | 8.11690475162167 | -0.116904751621666 |
| 101 | 7.8 | 8.0969431474849 | -0.296943147484899 |
| 102 | 7.4 | 7.85196118756487 | -0.451961187564871 |
| 103 | 7.2 | 7.93965446356795 | -0.739654463567954 |
| 104 | 7 | 7.86356385817706 | -0.863563858177056 |
| 105 | 7 | 7.76956366317545 | -0.769563663175446 |
| 106 | 7.2 | 7.35943632074767 | -0.159436320747667 |
| 107 | 7.2 | 7.20677490824332 | -0.00677490824332195 |
| 108 | 7.2 | 7.4542532071414 | -0.254253207141398 |
| 109 | 7 | 7.12910888771823 | -0.129108887718231 |
| 110 | 6.9 | 7.00407378719248 | -0.104073787192481 |
| 111 | 6.8 | 6.96641290292315 | -0.166412902923146 |
| 112 | 6.8 | 6.98152370473048 | -0.181523704730476 |
| 113 | 6.8 | 6.75457914320293 | 0.0454208567970666 |
| 114 | 6.9 | 6.98158457733799 | -0.0815845773379848 |
| 115 | 7.2 | 6.97984521758983 | 0.220154782410171 |
| 116 | 7.2 | 6.91323183116333 | 0.286768168836674 |
| 117 | 7.2 | 6.8042569352569 | 0.395743064743095 |
| 118 | 7.1 | 6.64871008144252 | 0.451289918557476 |
| 119 | 7.2 | 6.8952587098751 | 0.304741290124902 |
| 120 | 7.3 | 6.98350041913415 | 0.316499580865848 |
| 121 | 7.5 | 7.18718050005306 | 0.312819499946941 |
| 122 | 7.6 | 7.10487374218164 | 0.495126257818364 |
| 123 | 7.7 | 7.33784713082634 | 0.362152869173657 |
| 124 | 7.7 | 6.80169611523383 | 0.898303884766172 |
| 125 | 7.7 | 7.51178583657469 | 0.188214163425313 |
| 126 | 7.8 | 7.76459516671044 | 0.0354048332895637 |
| 127 | 8 | 8.05327385644632 | -0.0532738564463242 |
| 128 | 8.1 | 8.13550550512256 | -0.0355055051225612 |
| 129 | 8.1 | 8.08541544095946 | 0.0145845590405365 |
| 130 | 8 | 8.09111323339696 | -0.0911132333969588 |
| 131 | 8.1 | 8.3289338044372 | -0.228933804437208 |
| 132 | 8.2 | 8.47992728305126 | -0.279927283051258 |
| 133 | 8.3 | 8.40402871140908 | -0.104028711409078 |
| 134 | 8.4 | 8.56098201404746 | -0.160982014047464 |
| 135 | 8.4 | 8.41556121574649 | -0.0155612157464867 |
| 136 | 8.4 | 8.26375628659886 | 0.136243713401140 |
| 137 | 8.5 | 8.13355079739677 | 0.366449202603227 |
| 138 | 8.5 | 8.1155572917249 | 0.384442708275096 |
| 139 | 8.6 | 8.3398066277963 | 0.260193372203695 |
| 140 | 8.6 | 8.26654855220909 | 0.333451447790911 |
| 141 | 8.5 | 8.22018105259642 | 0.279818947403579 |
| 142 | 8.5 | 8.69715950094628 | -0.197159500946283 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 9 | 0.0315400249677409 | 0.0630800499354818 | 0.96845997503226 |
| 10 | 0.00881164890753935 | 0.0176232978150787 | 0.99118835109246 |
| 11 | 0.00194598048169021 | 0.00389196096338043 | 0.99805401951831 |
| 12 | 0.000438071992968715 | 0.00087614398593743 | 0.999561928007031 |
| 13 | 0.000123259205226788 | 0.000246518410453576 | 0.999876740794773 |
| 14 | 4.75379913333986e-05 | 9.50759826667972e-05 | 0.999952462008667 |
| 15 | 1.69271248550467e-05 | 3.38542497100934e-05 | 0.999983072875145 |
| 16 | 7.9031314218711e-06 | 1.58062628437422e-05 | 0.999992096868578 |
| 17 | 1.69267735581695e-06 | 3.38535471163391e-06 | 0.999998307322644 |
| 18 | 1.18167725473103e-05 | 2.36335450946206e-05 | 0.999988183227453 |
| 19 | 3.6173365798665e-06 | 7.234673159733e-06 | 0.99999638266342 |
| 20 | 4.04591394702583e-05 | 8.09182789405167e-05 | 0.99995954086053 |
| 21 | 9.91331545541987e-05 | 0.000198266309108397 | 0.999900866845446 |
| 22 | 0.000339439820799879 | 0.000678879641599758 | 0.9996605601792 |
| 23 | 0.000300486658964447 | 0.000600973317928894 | 0.999699513341036 |
| 24 | 0.000207055905852020 | 0.000414111811704039 | 0.999792944094148 |
| 25 | 0.000122863385490216 | 0.000245726770980432 | 0.99987713661451 |
| 26 | 9.85592687716826e-05 | 0.000197118537543365 | 0.999901440731228 |
| 27 | 0.000142292553613691 | 0.000284585107227382 | 0.999857707446386 |
| 28 | 0.000462566728224932 | 0.000925133456449864 | 0.999537433271775 |
| 29 | 0.000895548271196113 | 0.00179109654239223 | 0.999104451728804 |
| 30 | 0.000642689474519676 | 0.00128537894903935 | 0.99935731052548 |
| 31 | 0.00056201713553856 | 0.00112403427107712 | 0.999437982864462 |
| 32 | 0.000524780677441409 | 0.00104956135488282 | 0.999475219322559 |
| 33 | 0.0146723782286312 | 0.0293447564572624 | 0.985327621771369 |
| 34 | 0.216878379253501 | 0.433756758507002 | 0.783121620746499 |
| 35 | 0.570804575259894 | 0.858390849480213 | 0.429195424740106 |
| 36 | 0.811473102260594 | 0.377053795478811 | 0.188526897739406 |
| 37 | 0.865362953055865 | 0.269274093888270 | 0.134637046944135 |
| 38 | 0.850255730845816 | 0.299488538308368 | 0.149744269154184 |
| 39 | 0.818195538207716 | 0.363608923584569 | 0.181804461792284 |
| 40 | 0.799944204555929 | 0.400111590888143 | 0.200055795444071 |
| 41 | 0.770230204016925 | 0.45953959196615 | 0.229769795983075 |
| 42 | 0.738065593755321 | 0.523868812489358 | 0.261934406244679 |
| 43 | 0.764564391738434 | 0.470871216523131 | 0.235435608261566 |
| 44 | 0.817697555869343 | 0.364604888261315 | 0.182302444130657 |
| 45 | 0.788164455493494 | 0.423671089013011 | 0.211835544506506 |
| 46 | 0.761569923165052 | 0.476860153669895 | 0.238430076834948 |
| 47 | 0.782407906476811 | 0.435184187046377 | 0.217592093523188 |
| 48 | 0.750222311461213 | 0.499555377077574 | 0.249777688538787 |
| 49 | 0.731458326989038 | 0.537083346021924 | 0.268541673010962 |
| 50 | 0.730149593324594 | 0.539700813350812 | 0.269850406675406 |
| 51 | 0.733487147059515 | 0.53302570588097 | 0.266512852940485 |
| 52 | 0.730284151211344 | 0.539431697577312 | 0.269715848788656 |
| 53 | 0.704905075515971 | 0.590189848968057 | 0.295094924484029 |
| 54 | 0.677064166582068 | 0.645871666835863 | 0.322935833417931 |
| 55 | 0.648101696244538 | 0.703796607510925 | 0.351898303755462 |
| 56 | 0.608454078011228 | 0.783091843977544 | 0.391545921988772 |
| 57 | 0.583588767316707 | 0.832822465366586 | 0.416411232683293 |
| 58 | 0.572970044453431 | 0.854059911093138 | 0.427029955546569 |
| 59 | 0.539611705790919 | 0.920776588418162 | 0.460388294209081 |
| 60 | 0.501110565875597 | 0.997778868248806 | 0.498889434124403 |
| 61 | 0.475077716032616 | 0.950155432065231 | 0.524922283967384 |
| 62 | 0.435270455183238 | 0.870540910366477 | 0.564729544816762 |
| 63 | 0.407286543929364 | 0.814573087858727 | 0.592713456070636 |
| 64 | 0.375733271759978 | 0.751466543519957 | 0.624266728240022 |
| 65 | 0.346592907833899 | 0.693185815667798 | 0.653407092166101 |
| 66 | 0.330086960043886 | 0.660173920087773 | 0.669913039956114 |
| 67 | 0.293888080133488 | 0.587776160266977 | 0.706111919866512 |
| 68 | 0.277644231237066 | 0.555288462474131 | 0.722355768762935 |
| 69 | 0.328049864390662 | 0.656099728781323 | 0.671950135609338 |
| 70 | 0.290382897841211 | 0.580765795682422 | 0.709617102158789 |
| 71 | 0.264899785899724 | 0.529799571799447 | 0.735100214100276 |
| 72 | 0.254352880937399 | 0.508705761874798 | 0.7456471190626 |
| 73 | 0.243845166285309 | 0.487690332570618 | 0.756154833714691 |
| 74 | 0.229928676451627 | 0.459857352903254 | 0.770071323548373 |
| 75 | 0.212499410382830 | 0.424998820765659 | 0.78750058961717 |
| 76 | 0.195341505972503 | 0.390683011945005 | 0.804658494027497 |
| 77 | 0.180414969969573 | 0.360829939939147 | 0.819585030030427 |
| 78 | 0.191264263739897 | 0.382528527479793 | 0.808735736260103 |
| 79 | 0.204881489181816 | 0.409762978363632 | 0.795118510818184 |
| 80 | 0.277080174247669 | 0.554160348495339 | 0.722919825752331 |
| 81 | 0.342039799113215 | 0.68407959822643 | 0.657960200886785 |
| 82 | 0.343376669786756 | 0.686753339573512 | 0.656623330213244 |
| 83 | 0.348906675427514 | 0.697813350855028 | 0.651093324572486 |
| 84 | 0.321095907807048 | 0.642191815614096 | 0.678904092192952 |
| 85 | 0.286824327357248 | 0.573648654714496 | 0.713175672642752 |
| 86 | 0.305768428379046 | 0.611536856758091 | 0.694231571620954 |
| 87 | 0.374078816280709 | 0.748157632561419 | 0.62592118371929 |
| 88 | 0.567882024036187 | 0.864235951927625 | 0.432117975963813 |
| 89 | 0.636163246386483 | 0.727673507227034 | 0.363836753613517 |
| 90 | 0.667453289850228 | 0.665093420299545 | 0.332546710149772 |
| 91 | 0.669064539822376 | 0.661870920355248 | 0.330935460177624 |
| 92 | 0.656218748452274 | 0.687562503095452 | 0.343781251547726 |
| 93 | 0.632967978574563 | 0.734064042850873 | 0.367032021425437 |
| 94 | 0.629972193538685 | 0.74005561292263 | 0.370027806461315 |
| 95 | 0.663086204965654 | 0.673827590068693 | 0.336913795034346 |
| 96 | 0.722834752449057 | 0.554330495101887 | 0.277165247550943 |
| 97 | 0.803950543174934 | 0.392098913650133 | 0.196049456825066 |
| 98 | 0.853538629130638 | 0.292922741738724 | 0.146461370869362 |
| 99 | 0.906189236569353 | 0.187621526861293 | 0.0938107634306467 |
| 100 | 0.996124944518373 | 0.00775011096325427 | 0.00387505548162713 |
| 101 | 0.999943526082175 | 0.000112947835649588 | 5.64739178247939e-05 |
| 102 | 0.99998978787094 | 2.04242581215696e-05 | 1.02121290607848e-05 |
| 103 | 0.999993443224175 | 1.31135516509342e-05 | 6.55677582546711e-06 |
| 104 | 0.999993305230107 | 1.33895397863576e-05 | 6.69476989317878e-06 |
| 105 | 0.999992036774378 | 1.59264512433291e-05 | 7.96322562166453e-06 |
| 106 | 0.999992793639745 | 1.44127205095094e-05 | 7.20636025475472e-06 |
| 107 | 0.99999853916078 | 2.9216784410777e-06 | 1.46083922053885e-06 |
| 108 | 0.999999832154825 | 3.35690349142549e-07 | 1.67845174571275e-07 |
| 109 | 0.99999997682496 | 4.63500801424569e-08 | 2.31750400712285e-08 |
| 110 | 0.99999998777983 | 2.44403394219493e-08 | 1.22201697109747e-08 |
| 111 | 0.99999996978478 | 6.04304412126695e-08 | 3.02152206063347e-08 |
| 112 | 0.999999938776748 | 1.22446504004248e-07 | 6.1223252002124e-08 |
| 113 | 0.999999917672857 | 1.64654285255342e-07 | 8.2327142627671e-08 |
| 114 | 0.999999874131152 | 2.51737695795819e-07 | 1.25868847897910e-07 |
| 115 | 0.999999880507252 | 2.38985495621698e-07 | 1.19492747810849e-07 |
| 116 | 0.999999876969113 | 2.46061774139566e-07 | 1.23030887069783e-07 |
| 117 | 0.999999858370198 | 2.83259604450322e-07 | 1.41629802225161e-07 |
| 118 | 0.999999741634274 | 5.16731451300734e-07 | 2.58365725650367e-07 |
| 119 | 0.99999955496023 | 8.90079540227023e-07 | 4.45039770113512e-07 |
| 120 | 0.999999510874158 | 9.78251683741077e-07 | 4.89125841870538e-07 |
| 121 | 0.99999887734003 | 2.24531994183964e-06 | 1.12265997091982e-06 |
| 122 | 0.999997187073018 | 5.62585396374125e-06 | 2.81292698187063e-06 |
| 123 | 0.999991663236751 | 1.66735264973201e-05 | 8.33676324866005e-06 |
| 124 | 0.999991958174869 | 1.60836502626534e-05 | 8.04182513132669e-06 |
| 125 | 0.999979262098394 | 4.14758032111096e-05 | 2.07379016055548e-05 |
| 126 | 0.99997658111236 | 4.68377752782574e-05 | 2.34188876391287e-05 |
| 127 | 0.999908265097957 | 0.000183469804085118 | 9.1734902042559e-05 |
| 128 | 0.999667368336306 | 0.000665263327388217 | 0.000332631663694109 |
| 129 | 0.99960356550223 | 0.00079286899553935 | 0.000396434497769675 |
| 130 | 0.998718888661592 | 0.00256222267681535 | 0.00128111133840768 |
| 131 | 0.99821830770531 | 0.00356338458938157 | 0.00178169229469078 |
| 132 | 0.997595668639463 | 0.00480866272107447 | 0.00240433136053724 |
| 133 | 0.989861781664316 | 0.0202764366713684 | 0.0101382183356842 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 55 | 0.44 | NOK |
| 5% type I error level | 58 | 0.464 | NOK |
| 10% type I error level | 59 | 0.472 | NOK |
