| Multiple Linear Regression - Estimated Regression Equation |
| werklooshiedsstotaal[t] = + 440.696158299161 -0.0119905326726999bevolkingstotaal[t] -4.34812010455682M1[t] + 31.6196540120970M2[t] + 16.8877923226655M3[t] -2.04979044867875M4[t] + 6.87509014829945M5[t] + 28.2465203538685M6[t] + 29.5687333416249M7[t] + 22.1264012219252M8[t] + 80.8205395981514M9[t] + 17.3720507681680M10[t] -7.4052486755128M11[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) | 440.696158299161 | 28.40997 | 15.512 | 0 | 0 |
| bevolkingstotaal | -0.0119905326726999 | 0.00284 | -4.2228 | 6.3e-05 | 3.1e-05 |
| M1 | -4.34812010455682 | 33.182245 | -0.131 | 0.896071 | 0.448035 |
| M2 | 31.6196540120970 | 32.426427 | 0.9751 | 0.332404 | 0.166202 |
| M3 | 16.8877923226655 | 33.175093 | 0.5091 | 0.612101 | 0.30605 |
| M4 | -2.04979044867875 | 32.793382 | -0.0625 | 0.950314 | 0.475157 |
| M5 | 6.87509014829945 | 32.278128 | 0.213 | 0.831866 | 0.415933 |
| M6 | 28.2465203538685 | 32.192407 | 0.8774 | 0.382849 | 0.191425 |
| M7 | 29.5687333416249 | 32.284491 | 0.9159 | 0.362448 | 0.181224 |
| M8 | 22.1264012219252 | 32.253659 | 0.686 | 0.494664 | 0.247332 |
| M9 | 80.8205395981514 | 35.620195 | 2.269 | 0.025931 | 0.012966 |
| M10 | 17.3720507681680 | 31.943891 | 0.5438 | 0.588052 | 0.294026 |
| M11 | -7.4052486755128 | 33.741821 | -0.2195 | 0.826838 | 0.413419 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.495695686793552 |
| R-squared | 0.245714213905732 |
| Adjusted R-squared | 0.133968171521396 |
| F-TEST (value) | 2.19886278442532 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 81 |
| p-value | 0.0191132452980280 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 61.6849357804601 |
| Sum Squared Residuals | 308207.535481399 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 332 | 374.716700256925 | -42.7167002569247 |
| 2 | 369 | 415.372772648605 | -46.3727726486054 |
| 3 | 384 | 413.998364356562 | -29.9983643565618 |
| 4 | 373 | 387.027124694509 | -14.0271246945086 |
| 5 | 378 | 377.966206282437 | 0.0337937175630842 |
| 6 | 426 | 417.863009467327 | 8.13699053267272 |
| 7 | 423 | 423.873520730109 | -0.873520730109377 |
| 8 | 397 | 374.991907693559 | 22.0080923064412 |
| 9 | 422 | 410.244554694657 | 11.7554453053434 |
| 10 | 409 | 383.463114777790 | 25.5368852222104 |
| 11 | 430 | 394.057886718574 | 35.9421132814264 |
| 12 | 412 | 349.592091051987 | 62.4079089480135 |
| 13 | 470 | 420.220771749822 | 49.7792282501777 |
| 14 | 491 | 449.533800233128 | 41.4661997668724 |
| 15 | 504 | 439.83796226623 | 64.1620377337699 |
| 16 | 484 | 420.996303756267 | 63.0036962437325 |
| 17 | 474 | 401.731442039728 | 72.2685579602719 |
| 18 | 508 | 415.536846128824 | 92.4631538711765 |
| 19 | 492 | 430.012673458532 | 61.9873265414683 |
| 20 | 452 | 398.157616817215 | 53.8423831827849 |
| 21 | 457 | 421.647551266394 | 35.3524487336058 |
| 22 | 457 | 408.283517410278 | 48.7164825897216 |
| 23 | 471 | 384.825176560595 | 86.1748234394054 |
| 24 | 451 | 347.805501683754 | 103.194498316246 |
| 25 | 493 | 418.949775286516 | 74.0502247134839 |
| 26 | 514 | 461.392437046428 | 52.6075629535722 |
| 27 | 522 | 462.452106886942 | 59.5478931130579 |
| 28 | 490 | 422.015499033447 | 67.9845009665531 |
| 29 | 484 | 421.791603201155 | 62.2083967988449 |
| 30 | 506 | 450.033608628181 | 55.9663913718188 |
| 31 | 501 | 438.585904319512 | 62.4140956804879 |
| 32 | 462 | 411.587013410639 | 50.412986589361 |
| 33 | 465 | 424.82504242466 | 40.1749575753403 |
| 34 | 454 | 419.182911609763 | 34.8170883902374 |
| 35 | 464 | 419.957437291605 | 44.0425627083946 |
| 36 | 427 | 413.357743805405 | 13.6422561945953 |
| 37 | 460 | 430.29281919489 | 29.7071808051098 |
| 38 | 473 | 463.394856002769 | 9.60514399723133 |
| 39 | 465 | 473.998989850752 | -8.99898985075214 |
| 40 | 422 | 445.013340699685 | -23.0133406996854 |
| 41 | 415 | 435.089103935179 | -20.0891039351793 |
| 42 | 413 | 444.050332824504 | -31.0503328245039 |
| 43 | 420 | 463.346354288637 | -43.3463542886375 |
| 44 | 363 | 401.91065354377 | -38.9106535437701 |
| 45 | 376 | 442.571030780256 | -66.5710307802556 |
| 46 | 380 | 412.971815685304 | -32.9718156853041 |
| 47 | 384 | 429.765693017874 | -45.7656930178739 |
| 48 | 346 | 380.503684282207 | -34.5036842822069 |
| 49 | 389 | 422.666840415053 | -33.6668404150531 |
| 50 | 407 | 426.691835491634 | -19.6918354916342 |
| 51 | 393 | 432.080087626993 | -39.0800876269932 |
| 52 | 346 | 408.298329655878 | -62.2983296558782 |
| 53 | 348 | 403.422107146579 | -55.4221071465788 |
| 54 | 353 | 429.817570542009 | -76.8175705420091 |
| 55 | 364 | 436.715381222571 | -72.715381222571 |
| 56 | 305 | 391.646757575939 | -86.646757575939 |
| 57 | 307 | 394.800748612219 | -87.8007486122191 |
| 58 | 312 | 394.56634803271 | -82.5663480327097 |
| 59 | 312 | 410.868613525699 | -98.8686135256989 |
| 60 | 286 | 388.057719866008 | -102.057719866008 |
| 61 | 324 | 391.899133576905 | -67.8991335769051 |
| 62 | 336 | 409.953051880545 | -73.9530518805452 |
| 63 | 327 | 412.643434164547 | -85.6434341645467 |
| 64 | 302 | 375.312374273281 | -73.3123742732808 |
| 65 | 299 | 383.433889181188 | -84.4338891811881 |
| 66 | 311 | 394.013839981327 | -83.0138399813272 |
| 67 | 315 | 404.1131228855 | -89.1131228854999 |
| 68 | 264 | 359.224357228958 | -95.2243572289584 |
| 69 | 278 | 332.461969246852 | -54.4619692468523 |
| 70 | 278 | 351.951994913934 | -73.9519949139342 |
| 71 | 287 | 366.359756244637 | -79.3597562446368 |
| 72 | 279 | 362.805658057302 | -83.8056580573018 |
| 73 | 324 | 397.318854344965 | -73.3188543449654 |
| 74 | 354 | 398.106405599918 | -44.1064055999177 |
| 75 | 354 | 380.221033817566 | -26.2210338175661 |
| 76 | 360 | 377.506641752385 | -17.5066417523849 |
| 77 | 363 | 365.639938694901 | -2.6399386949014 |
| 78 | 385 | 384.457385441185 | 0.542614558814658 |
| 79 | 412 | 377.470159286761 | 34.5298407132393 |
| 80 | 370 | 341.214577154563 | 28.7854228454368 |
| 81 | 389 | 329.020686369787 | 59.9793136302126 |
| 82 | 395 | 365.489306301412 | 29.5106936985876 |
| 83 | 417 | 359.165436641017 | 57.8345633589832 |
| 84 | 404 | 362.877601253338 | 41.122398746662 |
| 85 | 456 | 391.935105174923 | 64.0648948250768 |
| 86 | 478 | 397.554841096973 | 80.4451589030266 |
| 87 | 468 | 401.768021030408 | 66.2319789695921 |
| 88 | 437 | 377.830386134548 | 59.1696138654523 |
| 89 | 432 | 403.925709518832 | 28.0742904811678 |
| 90 | 441 | 407.227406986643 | 33.7725930133575 |
| 91 | 449 | 401.882883808378 | 47.1171161916223 |
| 92 | 386 | 320.267116575356 | 65.7328834246436 |
| 93 | 396 | 334.428416605175 | 61.5715833948249 |
| 94 | 394 | 343.090991268809 | 50.909008731191 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.0159462600957028 | 0.0318925201914055 | 0.984053739904297 |
| 17 | 0.00393798615229698 | 0.00787597230459395 | 0.996062013847703 |
| 18 | 0.051467802256983 | 0.102935604513966 | 0.948532197743017 |
| 19 | 0.0369035106032164 | 0.0738070212064327 | 0.963096489396784 |
| 20 | 0.0187548727974323 | 0.0375097455948645 | 0.981245127202568 |
| 21 | 0.00782799530286613 | 0.0156559906057323 | 0.992172004697134 |
| 22 | 0.00447902254626861 | 0.00895804509253722 | 0.995520977453731 |
| 23 | 0.00721469896805538 | 0.0144293979361108 | 0.992785301031945 |
| 24 | 0.00630828220764321 | 0.0126165644152864 | 0.993691717792357 |
| 25 | 0.0037833156034488 | 0.0075666312068976 | 0.996216684396551 |
| 26 | 0.00185255544875526 | 0.00370511089751051 | 0.998147444551245 |
| 27 | 0.00131164233410189 | 0.00262328466820378 | 0.998688357665898 |
| 28 | 0.000705941600146206 | 0.00141188320029241 | 0.999294058399854 |
| 29 | 0.000607980792170178 | 0.00121596158434036 | 0.99939201920783 |
| 30 | 0.000905106401406626 | 0.00181021280281325 | 0.999094893598593 |
| 31 | 0.00055701337225553 | 0.00111402674451106 | 0.999442986627744 |
| 32 | 0.000446658279367709 | 0.000893316558735418 | 0.999553341720632 |
| 33 | 0.000259269970797277 | 0.000518539941594555 | 0.999740730029203 |
| 34 | 0.000253424028586396 | 0.000506848057172791 | 0.999746575971414 |
| 35 | 0.00057070060610457 | 0.00114140121220914 | 0.999429299393895 |
| 36 | 0.0153990379812211 | 0.0307980759624423 | 0.98460096201878 |
| 37 | 0.012123756117450 | 0.024247512234900 | 0.98787624388255 |
| 38 | 0.00926627022409388 | 0.0185325404481878 | 0.990733729775906 |
| 39 | 0.0122850374098263 | 0.0245700748196525 | 0.987714962590174 |
| 40 | 0.0198506136129174 | 0.0397012272258348 | 0.980149386387083 |
| 41 | 0.0279403435991922 | 0.0558806871983845 | 0.972059656400808 |
| 42 | 0.0408544540712134 | 0.0817089081424267 | 0.959145545928787 |
| 43 | 0.0565219623120366 | 0.113043924624073 | 0.943478037687963 |
| 44 | 0.0663262316778637 | 0.132652463355727 | 0.933673768322136 |
| 45 | 0.0925522335786154 | 0.185104467157231 | 0.907447766421385 |
| 46 | 0.0963479345665922 | 0.192695869133184 | 0.903652065433408 |
| 47 | 0.131900798155504 | 0.263801596311007 | 0.868099201844496 |
| 48 | 0.145500230864241 | 0.291000461728483 | 0.854499769135759 |
| 49 | 0.133420532139892 | 0.266841064279784 | 0.866579467860108 |
| 50 | 0.110922349551123 | 0.221844699102246 | 0.889077650448877 |
| 51 | 0.101965635361836 | 0.203931270723672 | 0.898034364638164 |
| 52 | 0.103766834491988 | 0.207533668983976 | 0.896233165508012 |
| 53 | 0.101625891128340 | 0.203251782256680 | 0.89837410887166 |
| 54 | 0.115028284643528 | 0.230056569287056 | 0.884971715356472 |
| 55 | 0.113749237636423 | 0.227498475272847 | 0.886250762363576 |
| 56 | 0.121591316440664 | 0.243182632881327 | 0.878408683559336 |
| 57 | 0.115820138115194 | 0.231640276230388 | 0.884179861884806 |
| 58 | 0.112940262108633 | 0.225880524217266 | 0.887059737891367 |
| 59 | 0.126137422623634 | 0.252274845247269 | 0.873862577376366 |
| 60 | 0.147632303015984 | 0.295264606031969 | 0.852367696984015 |
| 61 | 0.142984847976496 | 0.285969695952992 | 0.857015152023504 |
| 62 | 0.138276543600810 | 0.276553087201620 | 0.86172345639919 |
| 63 | 0.140179783878509 | 0.280359567757017 | 0.859820216121491 |
| 64 | 0.145710465939665 | 0.29142093187933 | 0.854289534060335 |
| 65 | 0.161795877327603 | 0.323591754655207 | 0.838204122672397 |
| 66 | 0.178023062635584 | 0.356046125271168 | 0.821976937364416 |
| 67 | 0.214075906784432 | 0.428151813568865 | 0.785924093215568 |
| 68 | 0.302810442840872 | 0.605620885681743 | 0.697189557159128 |
| 69 | 0.355111960610548 | 0.710223921221095 | 0.644888039389452 |
| 70 | 0.422154611273223 | 0.844309222546446 | 0.577845388726777 |
| 71 | 0.544236870505093 | 0.911526258989814 | 0.455763129494907 |
| 72 | 0.656035658850754 | 0.687928682298492 | 0.343964341149246 |
| 73 | 0.833178200499166 | 0.333643599001668 | 0.166821799500834 |
| 74 | 0.946559819499434 | 0.106880361001133 | 0.0534401805005663 |
| 75 | 0.969675855733382 | 0.0606482885332368 | 0.0303241442666184 |
| 76 | 0.991059677837447 | 0.0178806443251063 | 0.00894032216255316 |
| 77 | 0.97955359224538 | 0.04089281550924 | 0.02044640775462 |
| 78 | 0.977242541581288 | 0.0455149168374241 | 0.0227574584187121 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 13 | 0.206349206349206 | NOK |
| 5% type I error level | 26 | 0.412698412698413 | NOK |
| 10% type I error level | 30 | 0.476190476190476 | NOK |
