| Multiple Linear Regression - Estimated Regression Equation |
| werkloosheid[t] = + 0.595725392460535 -3.94502235891269indicator[t] + 0.9968486769921economie[t] + 1.06507538235466finaciën[t] + 0.880345457337176spaarvermogen[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) | 0.595725392460535 | 0.456224 | 1.3058 | 0.197065 | 0.098532 |
| indicator | -3.94502235891269 | 0.030602 | -128.9139 | 0 | 0 |
| economie | 0.9968486769921 | 0.022312 | 44.6775 | 0 | 0 |
| finaciën | 1.06507538235466 | 0.12733 | 8.3647 | 0 | 0 |
| spaarvermogen | 0.880345457337176 | 0.059472 | 14.8027 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.998682644366743 |
| R-squared | 0.99736702415935 |
| Adjusted R-squared | 0.997175535007303 |
| F-TEST (value) | 5208.47793985419 |
| F-TEST (DF numerator) | 4 |
| F-TEST (DF denominator) | 55 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1.23256411359052 |
| Sum Squared Residuals | 83.5567861761156 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 16 | 16.7583888852853 | -0.758388885285256 |
| 2 | 17 | 15.9827383171297 | 1.01726168287032 |
| 3 | 23 | 20.8339604896864 | 2.16603951031357 |
| 4 | 24 | 23.9528180707909 | 0.0471819292090656 |
| 5 | 27 | 27.0598673214222 | -0.0598673214221609 |
| 6 | 31 | 32.1982766128177 | -1.19827661281773 |
| 7 | 40 | 38.460680041084 | 1.53931995891598 |
| 8 | 47 | 47.4758849860297 | -0.475884986029705 |
| 9 | 43 | 43.1411899017453 | -0.141189901745319 |
| 10 | 60 | 61.286936921042 | -1.28693692104202 |
| 11 | 64 | 63.1759393858446 | 0.82406061415541 |
| 12 | 65 | 65.0048570058815 | -0.00485700588150748 |
| 13 | 65 | 64.3575179878542 | 0.642482012145821 |
| 14 | 55 | 55.8506982705839 | -0.850698270583903 |
| 15 | 57 | 59.4038386214761 | -2.40383862147611 |
| 16 | 57 | 56.3192115288304 | 0.68078847116961 |
| 17 | 57 | 56.4357147484853 | 0.564285251514685 |
| 18 | 65 | 63.3042509359728 | 1.6957490640272 |
| 19 | 69 | 70.3279962222946 | -1.32799622229456 |
| 20 | 70 | 67.8775939405372 | 2.12240605946283 |
| 21 | 71 | 72.8312733069152 | -1.83127330691524 |
| 22 | 71 | 70.0821382601122 | 0.917861739887782 |
| 23 | 73 | 72.0957858051666 | 0.904214194833377 |
| 24 | 68 | 66.0029001858347 | 1.99709981416533 |
| 25 | 65 | 66.3336541566903 | -1.33365415669031 |
| 26 | 57 | 58.5542084932832 | -1.55420849328322 |
| 27 | 41 | 40.4050576883767 | 0.59494231162334 |
| 28 | 21 | 22.4428745038479 | -1.44287450384786 |
| 29 | 21 | 20.0466529016195 | 0.953347098380532 |
| 30 | 17 | 16.7184055421517 | 0.281594457848317 |
| 31 | 9 | 8.80841063325611 | 0.191589366743887 |
| 32 | 11 | 11.9236017444842 | -0.923601744484248 |
| 33 | 6 | 5.6129218019256 | 0.387078198074401 |
| 34 | -2 | -2.54188787675311 | 0.541887876753113 |
| 35 | 0 | -1.34035908367332 | 1.34035908367332 |
| 36 | 5 | 4.19243259536952 | 0.807567404630483 |
| 37 | 3 | 3.0672723682492 | -0.0672723682492024 |
| 38 | 7 | 9.16015798758115 | -2.16015798758115 |
| 39 | 4 | 4.74202408185106 | -0.742024081851058 |
| 40 | 8 | 8.7552731461263 | -0.755273146126308 |
| 41 | 9 | 7.69019776377164 | 1.30980223622836 |
| 42 | 14 | 14.7787375571346 | -0.778737557134618 |
| 43 | 12 | 13.5853506246517 | -1.58535062465174 |
| 44 | 12 | 11.4692458857760 | 0.530754114224026 |
| 45 | 7 | 6.42017958106277 | 0.579820418937234 |
| 46 | 15 | 16.3746487378617 | -1.37464873786169 |
| 47 | 14 | 13.4205708907045 | 0.57942910929554 |
| 48 | 19 | 17.8574604845437 | 1.14253951545631 |
| 49 | 39 | 39.1220650849449 | -0.122065084944909 |
| 50 | 12 | 11.1972708830203 | 0.80272911697973 |
| 51 | 11 | 12.6508244877856 | -1.65082448778556 |
| 52 | 17 | 18.3742502570825 | -1.37425025708253 |
| 53 | 16 | 17.6303582104705 | -1.63035821047049 |
| 54 | 25 | 25.2556379674425 | -0.255637967442515 |
| 55 | 24 | 23.1454373938034 | 0.854562606196608 |
| 56 | 28 | 29.2865995274277 | -1.28659952742770 |
| 57 | 25 | 26.1677419463232 | -1.16774194632318 |
| 58 | 31 | 29.2324188478987 | 1.76758115210131 |
| 59 | 24 | 22.3333186418288 | 1.66668135817122 |
| 60 | 24 | 22.9065267892569 | 1.09347321074310 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 8 | 0.00139581978660349 | 0.00279163957320698 | 0.998604180213396 |
| 9 | 0.0110730367183871 | 0.0221460734367741 | 0.988926963281613 |
| 10 | 0.0428564707246801 | 0.0857129414493603 | 0.95714352927532 |
| 11 | 0.298110046580889 | 0.596220093161778 | 0.701889953419111 |
| 12 | 0.196650813946822 | 0.393301627893644 | 0.803349186053178 |
| 13 | 0.156252385408922 | 0.312504770817844 | 0.843747614591078 |
| 14 | 0.111256292522322 | 0.222512585044645 | 0.888743707477678 |
| 15 | 0.467775068305252 | 0.935550136610504 | 0.532224931694748 |
| 16 | 0.444820369783769 | 0.889640739567538 | 0.555179630216231 |
| 17 | 0.385648076041868 | 0.771296152083736 | 0.614351923958132 |
| 18 | 0.478667531613038 | 0.957335063226075 | 0.521332468386962 |
| 19 | 0.440307615047062 | 0.880615230094123 | 0.559692384952938 |
| 20 | 0.650862167753017 | 0.698275664493967 | 0.349137832246983 |
| 21 | 0.748599495786615 | 0.502801008426771 | 0.251400504213385 |
| 22 | 0.691811395609513 | 0.616377208780974 | 0.308188604390487 |
| 23 | 0.62657405863983 | 0.74685188272034 | 0.37342594136017 |
| 24 | 0.712169023883211 | 0.575661952233578 | 0.287830976116789 |
| 25 | 0.742381158222035 | 0.515237683555931 | 0.257618841777965 |
| 26 | 0.76499330764948 | 0.470013384701041 | 0.235006692350520 |
| 27 | 0.724842981927196 | 0.550314036145608 | 0.275157018072804 |
| 28 | 0.794232070796532 | 0.411535858406935 | 0.205767929203468 |
| 29 | 0.777824547332806 | 0.444350905334387 | 0.222175452667194 |
| 30 | 0.718140799187505 | 0.563718401624991 | 0.281859200812495 |
| 31 | 0.684678079836791 | 0.630643840326418 | 0.315321920163209 |
| 32 | 0.638944749803539 | 0.722110500392923 | 0.361055250196461 |
| 33 | 0.58421899021932 | 0.83156201956136 | 0.41578100978068 |
| 34 | 0.569725935398702 | 0.860548129202596 | 0.430274064601298 |
| 35 | 0.559757808493422 | 0.880484383013156 | 0.440242191506578 |
| 36 | 0.659910976105242 | 0.680178047789515 | 0.340089023894758 |
| 37 | 0.63260605322822 | 0.73478789354356 | 0.36739394677178 |
| 38 | 0.674208427691286 | 0.651583144617428 | 0.325791572308714 |
| 39 | 0.609183498950496 | 0.781633002099007 | 0.390816501049504 |
| 40 | 0.588802260780142 | 0.822395478439716 | 0.411197739219858 |
| 41 | 0.711572882272585 | 0.576854235454829 | 0.288427117727415 |
| 42 | 0.667785589697017 | 0.664428820605967 | 0.332214410302983 |
| 43 | 0.633160447748524 | 0.733679104502953 | 0.366839552251476 |
| 44 | 0.585321344727907 | 0.829357310544187 | 0.414678655272093 |
| 45 | 0.5689056415272 | 0.8621887169456 | 0.4310943584728 |
| 46 | 0.485782593986519 | 0.971565187973039 | 0.514217406013481 |
| 47 | 0.473899680505432 | 0.947799361010863 | 0.526100319494568 |
| 48 | 0.405367680376904 | 0.810735360753809 | 0.594632319623096 |
| 49 | 0.337056668196685 | 0.67411333639337 | 0.662943331803315 |
| 50 | 0.43261282132077 | 0.86522564264154 | 0.56738717867923 |
| 51 | 0.361542924754275 | 0.72308584950855 | 0.638457075245725 |
| 52 | 0.349680075158760 | 0.699360150317519 | 0.65031992484124 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 1 | 0.0222222222222222 | NOK |
| 5% type I error level | 2 | 0.0444444444444444 | OK |
| 10% type I error level | 3 | 0.0666666666666667 | OK |
