| Multiple Linear Regression - Estimated Regression Equation |
| Unemployment[t] = -11.0719345583423 + 0.088032581948727CPI[t] -0.596761895480138Inflation[t] -0.000114964991186943Import[t] + 0.000673173337070053Export[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) | -11.0719345583423 | 6.107509 | -1.8128 | 0.074474 | 0.037237 |
| CPI | 0.088032581948727 | 0.034215 | 2.5729 | 0.012375 | 0.006188 |
| Inflation | -0.596761895480138 | 0.079307 | -7.5248 | 0 | 0 |
| Import | -0.000114964991186943 | 4.2e-05 | -2.7178 | 0.008414 | 0.004207 |
| Export | 0.000673173337070053 | 0.000203 | 3.3218 | 0.001471 | 0.000735 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.87163810343932 |
| R-squared | 0.759752983367295 |
| Adjusted R-squared | 0.744968551574513 |
| F-TEST (value) | 51.3887171327223 |
| F-TEST (DF numerator) | 4 |
| F-TEST (DF denominator) | 65 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1.09056476355540 |
| Sum Squared Residuals | 77.3065477280625 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 5.3 | 3.64376633874945 | 1.65623366125055 |
| 2 | 5.4 | 4.12786170139431 | 1.27213829860569 |
| 3 | 5.2 | 4.45024219752319 | 0.749757802476811 |
| 4 | 5.2 | 4.07516531338401 | 1.12483468661599 |
| 5 | 5.1 | 4.34978544310588 | 0.750214556894121 |
| 6 | 5 | 4.39807427175125 | 0.601925728248745 |
| 7 | 5 | 4.18877805771385 | 0.811221942286153 |
| 8 | 4.9 | 3.97784810187330 | 0.922151898126696 |
| 9 | 5 | 3.08320960655494 | 1.91679039344506 |
| 10 | 5 | 3.68989911279698 | 1.31010088720302 |
| 11 | 5 | 4.24339856840162 | 0.756601431598376 |
| 12 | 4.9 | 4.66377725808412 | 0.236222741915882 |
| 13 | 4.7 | 3.83231006376299 | 0.867689936237008 |
| 14 | 4.8 | 4.95459896115926 | -0.154598961159261 |
| 15 | 4.7 | 5.42787657149729 | -0.727876571497287 |
| 16 | 4.7 | 4.93021956480729 | -0.230219564807288 |
| 17 | 4.6 | 4.68534138871137 | -0.0853413887113693 |
| 18 | 4.6 | 4.35048683358156 | 0.249513166418440 |
| 19 | 4.7 | 4.76978934902411 | -0.0697893490241103 |
| 20 | 4.7 | 4.62600298372944 | 0.0739970162705583 |
| 21 | 4.5 | 5.39391928501612 | -0.893919285016122 |
| 22 | 4.4 | 5.82127595942359 | -1.42127595942359 |
| 23 | 4.5 | 5.39161566602043 | -0.891615666020429 |
| 24 | 4.4 | 5.78207711594124 | -1.38207711594124 |
| 25 | 4.6 | 5.51312681683363 | -0.913126816833626 |
| 26 | 4.5 | 5.80120453272777 | -1.30120453272777 |
| 27 | 4.4 | 6.38661926875689 | -1.98661926875689 |
| 28 | 4.5 | 5.96917314664761 | -1.46917314664761 |
| 29 | 4.4 | 6.17450503552661 | -1.77450503552661 |
| 30 | 4.6 | 6.2963786466918 | -1.69637864669181 |
| 31 | 4.6 | 5.70962892316165 | -1.10962892316165 |
| 32 | 4.6 | 6.52608936268465 | -1.92608936268465 |
| 33 | 4.7 | 5.82858999407637 | -1.12858999407637 |
| 34 | 4.7 | 5.30553834747169 | -0.605538347471693 |
| 35 | 4.7 | 5.19202471619143 | -0.492024716191429 |
| 36 | 5 | 6.44222236453273 | -1.44222236453273 |
| 37 | 5 | 5.68518619467759 | -0.685186194677594 |
| 38 | 4.8 | 6.22462043416204 | -1.42462043416204 |
| 39 | 5.1 | 7.00775911361506 | -1.90775911361506 |
| 40 | 5 | 6.30894712610146 | -1.30894712610146 |
| 41 | 5.4 | 6.55190887376233 | -1.15190887376233 |
| 42 | 5.5 | 6.149860207069 | -0.649860207069003 |
| 43 | 5.8 | 5.55481860091993 | 0.245181399080073 |
| 44 | 6.1 | 5.52609873688479 | 0.57390126311521 |
| 45 | 6.2 | 4.97647773747816 | 1.22352226252184 |
| 46 | 6.6 | 5.99204538724351 | 0.607954612756488 |
| 47 | 6.9 | 7.2280770174133 | -0.328077017413308 |
| 48 | 7.4 | 7.93839298627247 | -0.538392986272472 |
| 49 | 7.7 | 7.45312158863585 | 0.246878411364148 |
| 50 | 8.2 | 8.43629965219465 | -0.236299652194652 |
| 51 | 8.6 | 9.19589598674138 | -0.595895986741384 |
| 52 | 8.9 | 9.09615229520044 | -0.196152295200439 |
| 53 | 9.4 | 9.44278996659638 | -0.0427899665963763 |
| 54 | 9.5 | 9.74858348780164 | -0.248583487801642 |
| 55 | 9.4 | 9.73504445717042 | -0.335044457170416 |
| 56 | 9.7 | 9.56038947410255 | 0.139610525897452 |
| 57 | 9.8 | 9.38374807691516 | 0.416251923084844 |
| 58 | 10.1 | 9.2989511719747 | 0.801048828025306 |
| 59 | 10 | 8.67189553139094 | 1.32810446860906 |
| 60 | 10 | 8.87645434308809 | 1.12354565691191 |
| 61 | 9.7 | 8.17604942613467 | 1.52395057386533 |
| 62 | 9.7 | 8.65991631133469 | 1.04008368866531 |
| 63 | 9.7 | 8.8983981446729 | 0.801601855327097 |
| 64 | 9.9 | 8.24198548094678 | 1.65801451905322 |
| 65 | 9.7 | 8.13690121433312 | 1.56309878566688 |
| 66 | 9.5 | 8.2313492514376 | 1.2686507485624 |
| 67 | 9.5 | 8.50067251638696 | 0.999327483613035 |
| 68 | 9.6 | 8.28627900118324 | 1.31372099881676 |
| 69 | 9.6 | 8.27926444434384 | 1.32073555565616 |
| 70 | 9.6 | 9.74324489250393 | -0.143244892503929 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 8 | 0.000494957745696449 | 0.000989915491392898 | 0.999505042254303 |
| 9 | 4.29981642254462e-05 | 8.59963284508925e-05 | 0.999957001835775 |
| 10 | 1.61350558111365e-05 | 3.2270111622273e-05 | 0.999983864944189 |
| 11 | 2.22287783528556e-06 | 4.44575567057112e-06 | 0.999997777122165 |
| 12 | 3.63541665512902e-07 | 7.27083331025804e-07 | 0.999999636458335 |
| 13 | 1.24353878019616e-06 | 2.48707756039231e-06 | 0.99999875646122 |
| 14 | 1.93981569377450e-07 | 3.87963138754899e-07 | 0.99999980601843 |
| 15 | 2.48262665574746e-08 | 4.96525331149491e-08 | 0.999999975173733 |
| 16 | 6.67018604696201e-09 | 1.33403720939240e-08 | 0.999999993329814 |
| 17 | 1.15527129351079e-09 | 2.31054258702158e-09 | 0.999999998844729 |
| 18 | 2.78690220494841e-10 | 5.57380440989683e-10 | 0.99999999972131 |
| 19 | 1.81668604129252e-10 | 3.63337208258504e-10 | 0.999999999818331 |
| 20 | 1.71235935236908e-10 | 3.42471870473816e-10 | 0.999999999828764 |
| 21 | 2.73571198606896e-11 | 5.47142397213791e-11 | 0.999999999972643 |
| 22 | 5.46131305634625e-12 | 1.09226261126925e-11 | 0.999999999994539 |
| 23 | 1.07679792988648e-12 | 2.15359585977296e-12 | 0.999999999998923 |
| 24 | 4.27155149592156e-13 | 8.54310299184311e-13 | 0.999999999999573 |
| 25 | 2.38764727244519e-13 | 4.77529454489039e-13 | 0.999999999999761 |
| 26 | 6.04816663873705e-14 | 1.20963332774741e-13 | 0.99999999999994 |
| 27 | 1.00286712244307e-14 | 2.00573424488615e-14 | 0.99999999999999 |
| 28 | 4.2135048092817e-15 | 8.4270096185634e-15 | 0.999999999999996 |
| 29 | 9.97559858414151e-16 | 1.99511971682830e-15 | 0.999999999999999 |
| 30 | 1.90852446213023e-14 | 3.81704892426046e-14 | 0.99999999999998 |
| 31 | 1.27833777509582e-14 | 2.55667555019165e-14 | 0.999999999999987 |
| 32 | 4.32869522000716e-14 | 8.65739044001432e-14 | 0.999999999999957 |
| 33 | 9.29599050814612e-14 | 1.85919810162922e-13 | 0.999999999999907 |
| 34 | 1.12593908987427e-13 | 2.25187817974854e-13 | 0.999999999999887 |
| 35 | 8.0463709382234e-14 | 1.60927418764468e-13 | 0.99999999999992 |
| 36 | 1.24621122202364e-12 | 2.49242244404729e-12 | 0.999999999998754 |
| 37 | 2.95477720478734e-12 | 5.90955440957469e-12 | 0.999999999997045 |
| 38 | 1.15884380722128e-12 | 2.31768761444256e-12 | 0.99999999999884 |
| 39 | 1.52714181695290e-11 | 3.05428363390579e-11 | 0.999999999984729 |
| 40 | 6.68000350007444e-11 | 1.33600070001489e-10 | 0.9999999999332 |
| 41 | 2.48001705911171e-08 | 4.96003411822341e-08 | 0.99999997519983 |
| 42 | 2.53445649284372e-06 | 5.06891298568743e-06 | 0.999997465543507 |
| 43 | 0.000132620007404799 | 0.000265240014809599 | 0.999867379992595 |
| 44 | 0.00623118979454409 | 0.0124623795890882 | 0.993768810205456 |
| 45 | 0.0310331094549097 | 0.0620662189098194 | 0.96896689054509 |
| 46 | 0.609863235718234 | 0.780273528563532 | 0.390136764281766 |
| 47 | 0.965225314070416 | 0.0695493718591685 | 0.0347746859295843 |
| 48 | 0.98801082456868 | 0.0239783508626397 | 0.0119891754313199 |
| 49 | 0.983505652866377 | 0.0329886942672455 | 0.0164943471336227 |
| 50 | 0.992191492704966 | 0.0156170145900686 | 0.0078085072950343 |
| 51 | 0.999036418051118 | 0.00192716389776367 | 0.000963581948881833 |
| 52 | 0.999937156417455 | 0.000125687165090443 | 6.28435825452216e-05 |
| 53 | 0.999974946456158 | 5.01070876830934e-05 | 2.50535438415467e-05 |
| 54 | 0.999948724833536 | 0.000102550332928613 | 5.12751664643066e-05 |
| 55 | 0.999975696993319 | 4.86060133616989e-05 | 2.43030066808494e-05 |
| 56 | 0.999950655904092 | 9.86881918165523e-05 | 4.93440959082762e-05 |
| 57 | 0.999924182823928 | 0.000151634352143459 | 7.58171760717297e-05 |
| 58 | 0.999956687971086 | 8.66240578278326e-05 | 4.33120289139163e-05 |
| 59 | 0.999988580451461 | 2.28390970774649e-05 | 1.14195485387325e-05 |
| 60 | 0.999993031924616 | 1.39361507681172e-05 | 6.9680753840586e-06 |
| 61 | 0.999916089826802 | 0.000167820346395872 | 8.39101731979362e-05 |
| 62 | 0.99961865616978 | 0.000762687660440099 | 0.000381343830220050 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 48 | 0.872727272727273 | NOK |
| 5% type I error level | 52 | 0.945454545454545 | NOK |
| 10% type I error level | 54 | 0.981818181818182 | NOK |
