| Multiple Linear Regression - Estimated Regression Equation |
| unemployment[t] = + 943.403030642086 -0.0716993270501177birth[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) | 943.403030642086 | 177.739119 | 5.3078 | 1e-06 | 1e-06 |
| birth | -0.0716993270501177 | 0.018479 | -3.8801 | 0.000227 | 0.000113 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.413487517133902 |
| R-squared | 0.170971926825559 |
| Adjusted R-squared | 0.159615377877964 |
| F-TEST (value) | 15.0549192025245 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 73 |
| p-value | 0.000226712823779618 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 79.9683384170429 |
| Sum Squared Residuals | 466830.265890337 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 235.1 | 247.919558255947 | -12.8195582559471 |
| 2 | 280.7 | 292.301441699967 | -11.6014416999671 |
| 3 | 264.6 | 292.086343718817 | -27.4863437188167 |
| 4 | 240.7 | 244.836487192789 | -4.13648719278912 |
| 5 | 201.4 | 327.720909262725 | -126.320909262725 |
| 6 | 240.8 | 245.696879117391 | -4.89687911739051 |
| 7 | 241.1 | 257.742366061810 | -16.6423660618103 |
| 8 | 223.8 | 226.553158795009 | -2.75315879500907 |
| 9 | 206.1 | 266.776481270125 | -60.6764812701251 |
| 10 | 174.7 | 223.685185713004 | -48.9851857130044 |
| 11 | 203.3 | 232.289104959019 | -28.9891049590185 |
| 12 | 220.5 | 280.040856774397 | -59.5408567743969 |
| 13 | 299.5 | 245.26668315509 | 54.2333168449102 |
| 14 | 347.4 | 295.599610744272 | 51.8003892557275 |
| 15 | 338.3 | 288.573076693361 | 49.7269233066391 |
| 16 | 327.7 | 263.191514917619 | 64.5084850823807 |
| 17 | 351.6 | 319.618885306062 | 31.9811146939381 |
| 18 | 396.6 | 253.153609130603 | 143.446390869397 |
| 19 | 438.8 | 301.909151524683 | 136.890848475317 |
| 20 | 395.6 | 277.818177635843 | 117.781822364157 |
| 21 | 363.5 | 310.369672116597 | 53.1303278834033 |
| 22 | 378.8 | 230.209824474565 | 148.590175525435 |
| 23 | 357 | 253.081909803553 | 103.918090196447 |
| 24 | 369 | 275.308701189089 | 93.6912988109109 |
| 25 | 464.8 | 254.730994325705 | 210.069005674295 |
| 26 | 479.1 | 323.920844929069 | 155.179155070931 |
| 27 | 431.3 | 282.765431202301 | 148.534568797699 |
| 28 | 366.5 | 257.45556875361 | 109.044431246390 |
| 29 | 326.3 | 330.58888234473 | -4.28888234472991 |
| 30 | 355.1 | 284.844711686755 | 70.2552883132452 |
| 31 | 331.6 | 264.410403477471 | 67.1895965225288 |
| 32 | 261.3 | 289.290069963862 | -27.9900699638621 |
| 33 | 249 | 278.176674271094 | -29.1766742710939 |
| 34 | 205.5 | 214.220874542389 | -8.72087454238884 |
| 35 | 235.6 | 266.991579251275 | -31.3915792512755 |
| 36 | 240.9 | 251.146027973199 | -10.2460279731995 |
| 37 | 264.9 | 267.350075886526 | -2.4500758865261 |
| 38 | 253.8 | 316.822611551107 | -63.0226115511073 |
| 39 | 232.3 | 258.531058659362 | -26.2310586593616 |
| 40 | 193.8 | 248.851649507596 | -55.0516495075957 |
| 41 | 177 | 296.746799977074 | -119.746799977074 |
| 42 | 213.2 | 249.927139413347 | -36.7271394133475 |
| 43 | 207.2 | 283.339025818702 | -76.1390258187024 |
| 44 | 180.6 | 293.161833624568 | -112.561833624568 |
| 45 | 188.6 | 241.610017475534 | -53.0100174755338 |
| 46 | 175.4 | 204.039570101272 | -28.6395701012721 |
| 47 | 199 | 218.881330800646 | -19.8813308006465 |
| 48 | 179.6 | 236.232567946775 | -56.632567946775 |
| 49 | 225.8 | 251.074328646149 | -25.2743286461493 |
| 50 | 234 | 276.957785711242 | -42.9577857112419 |
| 51 | 200.2 | 230.281523801615 | -30.0815238016152 |
| 52 | 183.6 | 247.847858928894 | -64.247858928894 |
| 53 | 178.2 | 294.595820165571 | -116.395820165571 |
| 54 | 203.2 | 212.786888001386 | -9.5868880013865 |
| 55 | 208.5 | 247.489362293643 | -38.9893622936435 |
| 56 | 191.8 | 243.259101997687 | -51.4591019976865 |
| 57 | 172.8 | 234.081588135271 | -61.2815881352714 |
| 58 | 148 | 226.839956103210 | -78.8399561032096 |
| 59 | 159.4 | 195.363951528208 | -35.9639515282079 |
| 60 | 154.5 | 221.175709266250 | -66.6757092662503 |
| 61 | 213.2 | 218.379435511296 | -5.17943551129568 |
| 62 | 196.4 | 279.037066195695 | -82.6370661956953 |
| 63 | 182.8 | 239.31563900993 | -56.51563900993 |
| 64 | 176.4 | 219.454925417047 | -43.0549254170474 |
| 65 | 153.6 | 289.863664580263 | -136.263664580263 |
| 66 | 173.2 | 196.941336723310 | -23.7413367233105 |
| 67 | 171 | 249.496943451047 | -78.4969434510468 |
| 68 | 151.2 | 197.156434704461 | -45.9564347044608 |
| 69 | 161.9 | 215.439763102241 | -53.5397631022408 |
| 70 | 157.2 | 200.024407786466 | -42.8244077864655 |
| 71 | 201.7 | 184.752451124790 | 16.9475488752095 |
| 72 | 236.4 | 183.605261891989 | 52.7947381080114 |
| 73 | 356.1 | 177.654217746829 | 178.445782253171 |
| 74 | 398.3 | 245.194983828040 | 153.105016171960 |
| 75 | 403.7 | 258.244261351161 | 145.455738648839 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0882557727469244 | 0.176511545493849 | 0.911744227253076 |
| 6 | 0.0304899669484790 | 0.0609799338969579 | 0.969510033051521 |
| 7 | 0.00939999630135202 | 0.0187999926027040 | 0.990600003698648 |
| 8 | 0.00361206031751289 | 0.00722412063502578 | 0.996387939682487 |
| 9 | 0.00219635121202358 | 0.00439270242404716 | 0.997803648787976 |
| 10 | 0.00324219521859506 | 0.00648439043719012 | 0.996757804781405 |
| 11 | 0.00130314694262338 | 0.00260629388524677 | 0.998696853057377 |
| 12 | 0.000490208900183662 | 0.000980417800367324 | 0.999509791099816 |
| 13 | 0.00157455622266458 | 0.00314911244532916 | 0.998425443777335 |
| 14 | 0.0080084817111102 | 0.0160169634222204 | 0.99199151828889 |
| 15 | 0.0120976776356356 | 0.0241953552712711 | 0.987902322364364 |
| 16 | 0.0157584250815353 | 0.0315168501630705 | 0.984241574918465 |
| 17 | 0.0130870860993605 | 0.0261741721987211 | 0.98691291390064 |
| 18 | 0.069773583786181 | 0.139547167572362 | 0.93022641621382 |
| 19 | 0.168462533404592 | 0.336925066809184 | 0.831537466595408 |
| 20 | 0.228350321672308 | 0.456700643344616 | 0.771649678327692 |
| 21 | 0.188990826120407 | 0.377981652240814 | 0.811009173879593 |
| 22 | 0.314861198149581 | 0.629722396299163 | 0.685138801850419 |
| 23 | 0.334200584984631 | 0.668401169969262 | 0.665799415015369 |
| 24 | 0.34041993691402 | 0.68083987382804 | 0.65958006308598 |
| 25 | 0.696783422630197 | 0.606433154739605 | 0.303216577369803 |
| 26 | 0.855386161223472 | 0.289227677553057 | 0.144613838776528 |
| 27 | 0.94065970364845 | 0.118680592703101 | 0.0593402963515503 |
| 28 | 0.961826076829693 | 0.0763478463406139 | 0.0381739231703069 |
| 29 | 0.957959394570633 | 0.0840812108587346 | 0.0420406054293673 |
| 30 | 0.969023911703294 | 0.061952176593411 | 0.0309760882967055 |
| 31 | 0.975547603162948 | 0.0489047936741031 | 0.0244523968370516 |
| 32 | 0.972237902470099 | 0.0555241950598022 | 0.0277620975299011 |
| 33 | 0.967485053475243 | 0.0650298930495141 | 0.0325149465247571 |
| 34 | 0.956950504473897 | 0.0860989910522054 | 0.0430494955261027 |
| 35 | 0.948384918627454 | 0.103230162745091 | 0.0516150813725455 |
| 36 | 0.93488177252712 | 0.130236454945761 | 0.0651182274728805 |
| 37 | 0.923959424681928 | 0.152081150636143 | 0.0760405753180717 |
| 38 | 0.92382010543047 | 0.15235978913906 | 0.07617989456953 |
| 39 | 0.907513131886052 | 0.184973736227895 | 0.0924868681139476 |
| 40 | 0.894650550070599 | 0.210698899858802 | 0.105349449929401 |
| 41 | 0.911148346500955 | 0.177703306998090 | 0.0888516534990448 |
| 42 | 0.889235630475254 | 0.221528739049492 | 0.110764369524746 |
| 43 | 0.875539197639114 | 0.248921604721772 | 0.124460802360886 |
| 44 | 0.878258777200305 | 0.24348244559939 | 0.121741222799695 |
| 45 | 0.853931786312116 | 0.292136427375769 | 0.146068213687884 |
| 46 | 0.821041402342018 | 0.357917195315965 | 0.178958597657982 |
| 47 | 0.774878771026922 | 0.450242457946157 | 0.225121228973078 |
| 48 | 0.738524769945917 | 0.522950460108166 | 0.261475230054083 |
| 49 | 0.683641602491638 | 0.632716795016724 | 0.316358397508362 |
| 50 | 0.632905199254203 | 0.734189601491595 | 0.367094800745797 |
| 51 | 0.567433176934746 | 0.865133646130509 | 0.432566823065254 |
| 52 | 0.516694794223849 | 0.966610411552301 | 0.483305205776151 |
| 53 | 0.505434923338893 | 0.989130153322215 | 0.494565076661107 |
| 54 | 0.430413433567428 | 0.860826867134857 | 0.569586566432572 |
| 55 | 0.362251415519623 | 0.724502831039246 | 0.637748584480377 |
| 56 | 0.302959132227275 | 0.60591826445455 | 0.697040867772725 |
| 57 | 0.257179696072586 | 0.514359392145172 | 0.742820303927414 |
| 58 | 0.236427687525765 | 0.472855375051529 | 0.763572312474235 |
| 59 | 0.195191714918617 | 0.390383429837234 | 0.804808285081383 |
| 60 | 0.17094131097388 | 0.34188262194776 | 0.82905868902612 |
| 61 | 0.122107222209302 | 0.244214444418604 | 0.877892777790698 |
| 62 | 0.0961039536503366 | 0.192207907300673 | 0.903896046349663 |
| 63 | 0.072017461563462 | 0.144034923126924 | 0.927982538436538 |
| 64 | 0.0523531230991877 | 0.104706246198375 | 0.947646876900812 |
| 65 | 0.099926775202837 | 0.199853550405674 | 0.900073224797163 |
| 66 | 0.0707903086963967 | 0.141580617392793 | 0.929209691303603 |
| 67 | 0.132745911425493 | 0.265491822850986 | 0.867254088574507 |
| 68 | 0.129076989932014 | 0.258153979864027 | 0.870923010067986 |
| 69 | 0.224857783972133 | 0.449715567944266 | 0.775142216027867 |
| 70 | 0.423695321185675 | 0.847390642371351 | 0.576304678814325 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 6 | 0.090909090909091 | NOK |
| 5% type I error level | 12 | 0.181818181818182 | NOK |
| 10% type I error level | 19 | 0.287878787878788 | NOK |
