| Multiple Linear Regression - Estimated Regression Equation |
| Werkloosheid[t] = + 11.3640291504025 -0.46071028839786rente[t] -0.16307043917458inflatie[t] -0.0260912652092994consumer[t] -0.000433460991891714Bel20[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) | 11.3640291504025 | 0.221392 | 51.3298 | 0 | 0 |
| rente | -0.46071028839786 | 0.051956 | -8.8673 | 0 | 0 |
| inflatie | -0.16307043917458 | 0.021961 | -7.4254 | 0 | 0 |
| consumer | -0.0260912652092994 | 0.004013 | -6.5017 | 0 | 0 |
| Bel20 | -0.000433460991891714 | 4.2e-05 | -10.3773 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.903987694364819 |
| R-squared | 0.81719375156302 |
| Adjusted R-squared | 0.811856342849532 |
| F-TEST (value) | 153.106834314159 |
| F-TEST (DF numerator) | 4 |
| F-TEST (DF denominator) | 137 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.309640357013574 |
| Sum Squared Residuals | 13.1351696447346 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 9.1 | 8.29156972747669 | 0.808430272523308 |
| 2 | 9 | 8.2323162066988 | 0.767683793301202 |
| 3 | 9 | 8.1847357175187 | 0.815264282481295 |
| 4 | 8.9 | 8.23849991366221 | 0.661500086337786 |
| 5 | 8.8 | 8.28485804937099 | 0.515141950629016 |
| 6 | 8.7 | 8.35143481915128 | 0.348565180848724 |
| 7 | 8.5 | 8.18794478379947 | 0.312055216200533 |
| 8 | 8.3 | 8.18571909959188 | 0.114280900408120 |
| 9 | 8.1 | 8.2452261616893 | -0.145226161689297 |
| 10 | 7.9 | 8.21817147645493 | -0.318171476454924 |
| 11 | 7.8 | 7.89118961383328 | -0.0911896138332781 |
| 12 | 7.6 | 7.62978570640584 | -0.0297857064058367 |
| 13 | 7.4 | 7.72324821017408 | -0.323248210174077 |
| 14 | 7.2 | 7.30185879133894 | -0.101858791338942 |
| 15 | 7 | 7.16779392365412 | -0.167793923654124 |
| 16 | 7 | 7.12065118898096 | -0.120651188980964 |
| 17 | 6.8 | 7.02502665814563 | -0.225026658145626 |
| 18 | 6.8 | 6.96900013912752 | -0.169000139127520 |
| 19 | 6.7 | 6.91547232384396 | -0.215472323843961 |
| 20 | 6.8 | 6.83644745601516 | -0.0364474560151568 |
| 21 | 6.7 | 6.68813720468857 | 0.0118627953114343 |
| 22 | 6.7 | 6.74690407396205 | -0.0469040739620452 |
| 23 | 6.7 | 6.61764939108938 | 0.0823506089106217 |
| 24 | 6.5 | 6.6752753851689 | -0.175275385168905 |
| 25 | 6.3 | 6.55238741543459 | -0.252387415434592 |
| 26 | 6.3 | 6.61079273069392 | -0.310792730693925 |
| 27 | 6.3 | 6.66080368793119 | -0.360803687931192 |
| 28 | 6.5 | 6.66826869913461 | -0.168268699134613 |
| 29 | 6.6 | 6.74782565330725 | -0.147825653307248 |
| 30 | 6.5 | 6.76179230627535 | -0.261792306275351 |
| 31 | 6.3 | 6.8780581925402 | -0.578058192540205 |
| 32 | 6.3 | 6.91194161278338 | -0.611941612783378 |
| 33 | 6.5 | 6.97224525916972 | -0.472245259169722 |
| 34 | 7 | 6.90074241611622 | 0.0992575838837806 |
| 35 | 7.1 | 6.8548852791981 | 0.245114720801897 |
| 36 | 7.3 | 6.90527030861643 | 0.394729691383574 |
| 37 | 7.3 | 6.98379127510895 | 0.316208724891051 |
| 38 | 7.4 | 7.22886359803394 | 0.171136401966056 |
| 39 | 7.4 | 7.4548002282113 | -0.0548002282113004 |
| 40 | 7.3 | 7.5639386125585 | -0.263938612558501 |
| 41 | 7.4 | 7.46666206491838 | -0.0666620649183795 |
| 42 | 7.5 | 7.52380542778708 | -0.0238054277870777 |
| 43 | 7.7 | 7.42481955147121 | 0.275180448528789 |
| 44 | 7.7 | 7.30183412461145 | 0.398165875388546 |
| 45 | 7.7 | 7.51630131341317 | 0.183698686586826 |
| 46 | 7.7 | 7.7553152747933 | -0.0553152747933061 |
| 47 | 7.7 | 7.9563915549696 | -0.256391554969598 |
| 48 | 7.8 | 7.79718262723232 | 0.00281737276767588 |
| 49 | 8 | 7.73430620425263 | 0.265693795747368 |
| 50 | 8.1 | 7.75142416625248 | 0.34857583374752 |
| 51 | 8.1 | 7.68727786452937 | 0.412722135470635 |
| 52 | 8.2 | 7.81129682795078 | 0.388703172049223 |
| 53 | 8.2 | 8.04475449852611 | 0.155245501473885 |
| 54 | 8.2 | 8.0432557778197 | 0.156744222180293 |
| 55 | 8.1 | 8.1015128846514 | -0.0015128846513974 |
| 56 | 8.1 | 8.03864879577388 | 0.0613512042261173 |
| 57 | 8.2 | 8.14726520971962 | 0.052734790280383 |
| 58 | 8.3 | 8.36430236183357 | -0.0643023618335725 |
| 59 | 8.3 | 8.27124877858001 | 0.0287512214199862 |
| 60 | 8.4 | 8.2629405159426 | 0.137059484057395 |
| 61 | 8.5 | 8.30249580376754 | 0.197504196232463 |
| 62 | 8.5 | 8.474449379887 | 0.0255506201129918 |
| 63 | 8.4 | 8.50372800936636 | -0.103728009366358 |
| 64 | 8 | 8.1279257812555 | -0.127925781255501 |
| 65 | 7.9 | 8.05906757129454 | -0.159067571294536 |
| 66 | 8.1 | 8.25619484029443 | -0.156194840294435 |
| 67 | 8.5 | 8.51879893595494 | -0.0187989359549430 |
| 68 | 8.8 | 8.52193493872406 | 0.278065061275944 |
| 69 | 8.8 | 8.32446072877406 | 0.475539271225939 |
| 70 | 8.6 | 8.44685161905418 | 0.153148380945820 |
| 71 | 8.3 | 8.2332621171633 | 0.0667378828366928 |
| 72 | 8.3 | 8.36476060389508 | -0.0647606038950793 |
| 73 | 8.3 | 8.38338802623523 | -0.0833880262352327 |
| 74 | 8.4 | 8.36069745749747 | 0.0393025425025287 |
| 75 | 8.4 | 8.4800968315494 | -0.0800968315494098 |
| 76 | 8.5 | 8.53161867877458 | -0.0316186787745790 |
| 77 | 8.6 | 8.61280278557476 | -0.0128027855747601 |
| 78 | 8.6 | 8.46179944942844 | 0.138200550571558 |
| 79 | 8.6 | 8.46973118876634 | 0.130268811233660 |
| 80 | 8.6 | 8.34514285145717 | 0.254857148542834 |
| 81 | 8.6 | 8.40706376737956 | 0.192936232620444 |
| 82 | 8.5 | 8.72215040605816 | -0.222150406058156 |
| 83 | 8.4 | 8.7547288009252 | -0.354728800925198 |
| 84 | 8.4 | 8.59145179936802 | -0.191451799368016 |
| 85 | 8.4 | 8.61697090259383 | -0.216970902593832 |
| 86 | 8.5 | 8.45365793495508 | 0.0463420650449174 |
| 87 | 8.5 | 8.44700758901393 | 0.0529924109860734 |
| 88 | 8.6 | 8.38615398445276 | 0.213846015547241 |
| 89 | 8.6 | 8.63049120222455 | -0.0304912022245511 |
| 90 | 8.4 | 8.56689760967844 | -0.166897609678442 |
| 91 | 8.2 | 8.5860221500432 | -0.386022150043197 |
| 92 | 8 | 8.41648183093498 | -0.416481830934978 |
| 93 | 8 | 8.42986747516084 | -0.429867475160841 |
| 94 | 8 | 8.2577331094416 | -0.257733109441602 |
| 95 | 8 | 8.14873707230876 | -0.148737072308758 |
| 96 | 7.9 | 8.0428834588785 | -0.142883458878495 |
| 97 | 7.9 | 8.06966424138125 | -0.169664241381253 |
| 98 | 7.8 | 8.08273689161317 | -0.282736891613169 |
| 99 | 7.8 | 8.10384305700885 | -0.303843057008853 |
| 100 | 8 | 8.11814448164556 | -0.118144481645558 |
| 101 | 7.8 | 8.1387898826618 | -0.338789882661808 |
| 102 | 7.4 | 7.92667816843694 | -0.526678168436936 |
| 103 | 7.2 | 7.99090533823868 | -0.790905338238682 |
| 104 | 7 | 7.9197458285907 | -0.919745828590696 |
| 105 | 7 | 7.83247818427654 | -0.832478184276538 |
| 106 | 7.2 | 7.4515113494287 | -0.251511349428700 |
| 107 | 7.2 | 7.28760350823305 | -0.0876035082330467 |
| 108 | 7.2 | 7.47944521497731 | -0.27944521497731 |
| 109 | 7 | 7.1566761234435 | -0.156676123443494 |
| 110 | 6.9 | 7.02485789819206 | -0.124857898192058 |
| 111 | 6.8 | 6.94718504806134 | -0.147185048061338 |
| 112 | 6.8 | 6.97365628534316 | -0.173656285343164 |
| 113 | 6.8 | 6.75936250612359 | 0.0406374938764103 |
| 114 | 6.9 | 6.95571806839681 | -0.0557180683968129 |
| 115 | 7.2 | 6.9345934344642 | 0.265406565535807 |
| 116 | 7.2 | 6.88042068018421 | 0.319579319815788 |
| 117 | 7.2 | 6.77131551250104 | 0.428684487498959 |
| 118 | 7.1 | 6.64816563716002 | 0.451834362839975 |
| 119 | 7.2 | 6.92693295098213 | 0.273067049017872 |
| 120 | 7.3 | 7.00282789989024 | 0.297172100109756 |
| 121 | 7.5 | 7.17867521973373 | 0.321324780266269 |
| 122 | 7.6 | 7.1075713517167 | 0.492428648283295 |
| 123 | 7.7 | 7.38267484306309 | 0.317325156936908 |
| 124 | 7.7 | 6.90846266118474 | 0.791537338815258 |
| 125 | 7.7 | 7.52230204841537 | 0.177697951584631 |
| 126 | 7.8 | 7.78378161000043 | 0.0162183899995682 |
| 127 | 8 | 8.06765631964566 | -0.0676563196456628 |
| 128 | 8.1 | 8.14679243195043 | -0.0467924319504271 |
| 129 | 8.1 | 8.10278570004638 | -0.00278570004638115 |
| 130 | 8 | 8.09687465170858 | -0.0968746517085788 |
| 131 | 8.1 | 8.3157517675018 | -0.215751767501792 |
| 132 | 8.2 | 8.43226168765013 | -0.232261687650134 |
| 133 | 8.3 | 8.38432925284906 | -0.0843292528490561 |
| 134 | 8.4 | 8.54222674618488 | -0.142226746184881 |
| 135 | 8.4 | 8.383048545315 | 0.0169514546850034 |
| 136 | 8.4 | 8.21884187334692 | 0.18115812665308 |
| 137 | 8.5 | 8.09983044809107 | 0.400169551908928 |
| 138 | 8.5 | 8.12366194250134 | 0.376338057498658 |
| 139 | 8.6 | 8.39706973385871 | 0.202930266141286 |
| 140 | 8.6 | 8.32642236199925 | 0.273577638000751 |
| 141 | 8.5 | 8.28160128842519 | 0.218398711574813 |
| 142 | 8.5 | 8.79074350945993 | -0.290743509459930 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 8 | 0.206299724836443 | 0.412599449672887 | 0.793700275163557 |
| 9 | 0.15397082966387 | 0.30794165932774 | 0.84602917033613 |
| 10 | 0.074748907755762 | 0.149497815511524 | 0.925251092244238 |
| 11 | 0.152924255806527 | 0.305848511613054 | 0.847075744193473 |
| 12 | 0.111695032066961 | 0.223390064133923 | 0.888304967933039 |
| 13 | 0.259933486794504 | 0.519866973589008 | 0.740066513205496 |
| 14 | 0.308372596133874 | 0.616745192267747 | 0.691627403866126 |
| 15 | 0.407087860808927 | 0.814175721617853 | 0.592912139191073 |
| 16 | 0.6117124831754 | 0.7765750336492 | 0.3882875168246 |
| 17 | 0.618291901846478 | 0.763416196307044 | 0.381708098153522 |
| 18 | 0.807364836020524 | 0.385270327958953 | 0.192635163979476 |
| 19 | 0.844283774948797 | 0.311432450102406 | 0.155716225051203 |
| 20 | 0.821791716170507 | 0.356416567658986 | 0.178208283829493 |
| 21 | 0.769689700983131 | 0.460620598033738 | 0.230310299016869 |
| 22 | 0.715386893256016 | 0.569226213487968 | 0.284613106743984 |
| 23 | 0.658757299649509 | 0.682485400700981 | 0.341242700350491 |
| 24 | 0.597993256158218 | 0.804013487683565 | 0.402006743841782 |
| 25 | 0.541982917743188 | 0.916034164513625 | 0.458017082256812 |
| 26 | 0.495133792835533 | 0.990267585671065 | 0.504866207164467 |
| 27 | 0.463027964374681 | 0.926055928749363 | 0.536972035625319 |
| 28 | 0.406448168567006 | 0.812896337134012 | 0.593551831432994 |
| 29 | 0.358925602794928 | 0.717851205589856 | 0.641074397205072 |
| 30 | 0.339525466816758 | 0.679050933633516 | 0.660474533183242 |
| 31 | 0.49287007557012 | 0.98574015114024 | 0.50712992442988 |
| 32 | 0.625622235187438 | 0.748755529625124 | 0.374377764812562 |
| 33 | 0.650555487575237 | 0.698889024849526 | 0.349444512424763 |
| 34 | 0.661093551962847 | 0.677812896074306 | 0.338906448037153 |
| 35 | 0.760472752472688 | 0.479054495054623 | 0.239527247527312 |
| 36 | 0.853622969757051 | 0.292754060485898 | 0.146377030242949 |
| 37 | 0.8622666142306 | 0.275466771538799 | 0.137733385769400 |
| 38 | 0.833216584547098 | 0.333566830905804 | 0.166783415452902 |
| 39 | 0.805709016425135 | 0.38858196714973 | 0.194290983574865 |
| 40 | 0.803164941602782 | 0.393670116794435 | 0.196835058397218 |
| 41 | 0.768180676676457 | 0.463638646647086 | 0.231819323323543 |
| 42 | 0.72751718638424 | 0.544965627231521 | 0.272482813615761 |
| 43 | 0.737595954253013 | 0.524808091493974 | 0.262404045746987 |
| 44 | 0.793029384753403 | 0.413941230493194 | 0.206970615246597 |
| 45 | 0.765516417369037 | 0.468967165261925 | 0.234483582630963 |
| 46 | 0.733099077344775 | 0.53380184531045 | 0.266900922655225 |
| 47 | 0.741266114329242 | 0.517467771341517 | 0.258733885670758 |
| 48 | 0.701849084987227 | 0.596301830025546 | 0.298150915012773 |
| 49 | 0.688907665457162 | 0.622184669085677 | 0.311092334542838 |
| 50 | 0.702858157359652 | 0.594283685280696 | 0.297141842640348 |
| 51 | 0.724519230123319 | 0.550961539753363 | 0.275480769876681 |
| 52 | 0.737936358640286 | 0.524127282719429 | 0.262063641359714 |
| 53 | 0.714054570129544 | 0.571890859740913 | 0.285945429870456 |
| 54 | 0.689875884615262 | 0.620248230769477 | 0.310124115384738 |
| 55 | 0.66131241981009 | 0.67737516037982 | 0.33868758018991 |
| 56 | 0.622008870916448 | 0.755982258167104 | 0.377991129083552 |
| 57 | 0.588956473145222 | 0.822087053709555 | 0.411043526854778 |
| 58 | 0.573671538419383 | 0.852656923161234 | 0.426328461580617 |
| 59 | 0.538018830468163 | 0.923962339063673 | 0.461981169531837 |
| 60 | 0.498025027104956 | 0.996050054209911 | 0.501974972895044 |
| 61 | 0.468843679450683 | 0.937687358901366 | 0.531156320549317 |
| 62 | 0.425648113767575 | 0.85129622753515 | 0.574351886232425 |
| 63 | 0.398845613555593 | 0.797691227111186 | 0.601154386444407 |
| 64 | 0.368707098384441 | 0.737414196768882 | 0.631292901615559 |
| 65 | 0.341526080008069 | 0.683052160016138 | 0.658473919991931 |
| 66 | 0.325375320950031 | 0.650750641900062 | 0.674624679049969 |
| 67 | 0.290697705229093 | 0.581395410458185 | 0.709302294770907 |
| 68 | 0.273182622934880 | 0.546365245869759 | 0.72681737706512 |
| 69 | 0.323278600238509 | 0.646557200477018 | 0.676721399761491 |
| 70 | 0.284445845856291 | 0.568891691712582 | 0.715554154143709 |
| 71 | 0.258901397937728 | 0.517802795875455 | 0.741098602062272 |
| 72 | 0.252762753476857 | 0.505525506953713 | 0.747237246523143 |
| 73 | 0.250342869944387 | 0.500685739888774 | 0.749657130055613 |
| 74 | 0.244028979079119 | 0.488057958158238 | 0.755971020920881 |
| 75 | 0.233009986035996 | 0.466019972071992 | 0.766990013964004 |
| 76 | 0.218959835101623 | 0.437919670203246 | 0.781040164898377 |
| 77 | 0.204653623820173 | 0.409307247640346 | 0.795346376179827 |
| 78 | 0.216116575901818 | 0.432233151803636 | 0.783883424098182 |
| 79 | 0.229363093911751 | 0.458726187823502 | 0.770636906088249 |
| 80 | 0.301787585155961 | 0.603575170311922 | 0.698212414844039 |
| 81 | 0.3649739278241 | 0.7299478556482 | 0.6350260721759 |
| 82 | 0.366010229901706 | 0.732020459803412 | 0.633989770098294 |
| 83 | 0.371554013710766 | 0.743108027421533 | 0.628445986289234 |
| 84 | 0.339867460123989 | 0.679734920247977 | 0.660132539876011 |
| 85 | 0.301257598232296 | 0.602515196464592 | 0.698742401767704 |
| 86 | 0.305366020818400 | 0.610732041636799 | 0.6946339791816 |
| 87 | 0.353514949332610 | 0.707029898665219 | 0.64648505066739 |
| 88 | 0.489269772773155 | 0.97853954554631 | 0.510730227226845 |
| 89 | 0.488377974683353 | 0.976755949366706 | 0.511622025316647 |
| 90 | 0.46216220090611 | 0.92432440181222 | 0.53783779909389 |
| 91 | 0.442256164640405 | 0.88451232928081 | 0.557743835359595 |
| 92 | 0.42761630343995 | 0.8552326068799 | 0.57238369656005 |
| 93 | 0.420662441806635 | 0.84132488361327 | 0.579337558193365 |
| 94 | 0.38669484388335 | 0.7733896877667 | 0.61330515611665 |
| 95 | 0.34741920926998 | 0.69483841853996 | 0.65258079073002 |
| 96 | 0.318680832333019 | 0.637361664666037 | 0.681319167666981 |
| 97 | 0.312738152684531 | 0.625476305369062 | 0.687261847315469 |
| 98 | 0.281057973004084 | 0.562115946008167 | 0.718942026995916 |
| 99 | 0.243008062797803 | 0.486016125595607 | 0.756991937202197 |
| 100 | 0.236110460876849 | 0.472220921753698 | 0.763889539123151 |
| 101 | 0.210568756117467 | 0.421137512234933 | 0.789431243882533 |
| 102 | 0.207530683308612 | 0.415061366617224 | 0.792469316691388 |
| 103 | 0.290327867558374 | 0.580655735116748 | 0.709672132441626 |
| 104 | 0.524425112134835 | 0.95114977573033 | 0.475574887865165 |
| 105 | 0.766045712763366 | 0.467908574473267 | 0.233954287236634 |
| 106 | 0.73940251299933 | 0.521194974001341 | 0.260597487000671 |
| 107 | 0.71249698087608 | 0.575006038247839 | 0.287503019123920 |
| 108 | 0.802285858125689 | 0.395428283748622 | 0.197714141874311 |
| 109 | 0.847702547239706 | 0.304594905520589 | 0.152297452760294 |
| 110 | 0.886826298242437 | 0.226347403515126 | 0.113173701757563 |
| 111 | 0.932041063226113 | 0.135917873547773 | 0.0679589367738867 |
| 112 | 0.962899201586012 | 0.0742015968279757 | 0.0371007984139879 |
| 113 | 0.979564867136035 | 0.040870265727931 | 0.0204351328639655 |
| 114 | 0.992881711595183 | 0.0142365768096341 | 0.00711828840481707 |
| 115 | 0.992933186595665 | 0.0141336268086697 | 0.00706681340433484 |
| 116 | 0.993146136164568 | 0.0137077276708639 | 0.00685386383543194 |
| 117 | 0.992964037986908 | 0.0140719240261834 | 0.0070359620130917 |
| 118 | 0.994558906534332 | 0.0108821869313360 | 0.00544109346566801 |
| 119 | 0.998554809790192 | 0.00289038041961515 | 0.00144519020980758 |
| 120 | 0.999720554416605 | 0.000558891166789564 | 0.000279445583394782 |
| 121 | 0.999915477278738 | 0.000169045442523802 | 8.4522721261901e-05 |
| 122 | 0.999963733535165 | 7.25329296699107e-05 | 3.62664648349553e-05 |
| 123 | 0.999974004087188 | 5.19918256231923e-05 | 2.59959128115961e-05 |
| 124 | 0.999953366087272 | 9.32678254560814e-05 | 4.66339127280407e-05 |
| 125 | 0.999982644943598 | 3.47101128040383e-05 | 1.73550564020191e-05 |
| 126 | 0.99999449174127 | 1.10165174605763e-05 | 5.50825873028816e-06 |
| 127 | 0.999977487786413 | 4.5024427173769e-05 | 2.25122135868845e-05 |
| 128 | 0.99990733569002 | 0.000185328619962102 | 9.26643099810511e-05 |
| 129 | 0.999736473824752 | 0.000527052350496852 | 0.000263526175248426 |
| 130 | 0.999162301397546 | 0.00167539720490871 | 0.000837698602454353 |
| 131 | 0.999524210873404 | 0.00095157825319178 | 0.00047578912659589 |
| 132 | 0.998922884955962 | 0.00215423008807565 | 0.00107711504403782 |
| 133 | 0.998403630177478 | 0.0031927396450446 | 0.0015963698225223 |
| 134 | 0.991835303511718 | 0.0163293929765647 | 0.00816469648828234 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 15 | 0.118110236220472 | NOK |
| 5% type I error level | 22 | 0.173228346456693 | NOK |
| 10% type I error level | 23 | 0.181102362204724 | NOK |
