| Multiple Linear Regression - Estimated Regression Equation |
| werkloosheid[t] = + 1.65540269135324 -0.123453483808698maand[t] -3.9315572647213indicator[t] + 1.00836927675496economie[t] + 1.00186866984164`financiën`[t] + 0.881370886951687spaarvermogen[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) | 1.65540269135324 | 0.58071 | 2.8507 | 0.006167 | 0.003083 |
| maand | -0.123453483808698 | 0.045257 | -2.7279 | 0.008583 | 0.004291 |
| indicator | -3.9315572647213 | 0.029371 | -133.8573 | 0 | 0 |
| economie | 1.00836927675496 | 0.021528 | 46.8389 | 0 | 0 |
| `financiën` | 1.00186866984164 | 0.122679 | 8.1666 | 0 | 0 |
| spaarvermogen | 0.881370886951687 | 0.056269 | 15.6634 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.998842283514877 |
| R-squared | 0.997685907337214 |
| Adjusted R-squared | 0.997471639498067 |
| F-TEST (value) | 4656.25597994355 |
| F-TEST (DF numerator) | 5 |
| F-TEST (DF denominator) | 54 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1.16616746115089 |
| Sum Squared Residuals | 73.4371135621444 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 16 | 16.3504085670663 | -0.3504085670663 |
| 2 | 17 | 15.6563312448906 | 1.34366875510941 |
| 3 | 23 | 20.4842924311604 | 2.5157075688396 |
| 4 | 24 | 23.8230104438734 | 0.176989556126558 |
| 5 | 27 | 27.0985701477503 | -0.0985701477502617 |
| 6 | 31 | 32.3456062647613 | -1.34560626476128 |
| 7 | 40 | 38.5553140555247 | 1.44468594447534 |
| 8 | 47 | 47.7404080441703 | -0.740408044170314 |
| 9 | 43 | 43.5661093145635 | -0.566109314563477 |
| 10 | 60 | 61.7039878962074 | -1.70398789620736 |
| 11 | 64 | 63.7803398525588 | 0.219660147441176 |
| 12 | 65 | 65.6600345033576 | -0.660034503357571 |
| 13 | 65 | 63.6746720741167 | 1.32532792588326 |
| 14 | 55 | 55.3463984546001 | -0.346398454600119 |
| 15 | 57 | 58.9184941914218 | -1.91849419142177 |
| 16 | 57 | 56.1317609010908 | 0.868239098909232 |
| 17 | 57 | 56.3822127747027 | 0.617787225297262 |
| 18 | 65 | 63.3532291321547 | 1.64677086784528 |
| 19 | 69 | 70.2868475004064 | -1.28684750040636 |
| 20 | 70 | 67.918265260668 | 2.08173473933200 |
| 21 | 71 | 73.0448035947891 | -2.04480359478908 |
| 22 | 71 | 70.4591871020177 | 0.540812897982345 |
| 23 | 73 | 72.4593795357064 | 0.540620464293637 |
| 24 | 68 | 66.5528009518563 | 1.44719904814369 |
| 25 | 65 | 65.6002045747442 | -0.600204574744149 |
| 26 | 57 | 57.9559627644954 | -0.95596276449545 |
| 27 | 41 | 40.0638739157111 | 0.936126084288936 |
| 28 | 21 | 22.0575457829325 | -1.05754578293253 |
| 29 | 21 | 19.8540416943288 | 1.14595830567117 |
| 30 | 17 | 16.6345504872989 | 0.365449512701052 |
| 31 | 9 | 9.03488904529497 | -0.0348890452949698 |
| 32 | 11 | 12.1072908367058 | -1.10729083670578 |
| 33 | 6 | 6.0109910168432 | -0.010991016843202 |
| 34 | -2 | -1.90582551360345 | -0.0941744863965514 |
| 35 | 0 | -0.793504573779758 | 0.793504573779758 |
| 36 | 5 | 4.96690847459979 | 0.0330915254002124 |
| 37 | 3 | 2.41039417730975 | 0.589605822690246 |
| 38 | 7 | 8.5638797287772 | -1.5638797287772 |
| 39 | 4 | 4.33180606248967 | -0.331806062489669 |
| 40 | 8 | 8.38031620410634 | -0.380316204106345 |
| 41 | 9 | 7.50190101807341 | 1.49809898192659 |
| 42 | 14 | 14.7793586745520 | -0.77935867455204 |
| 43 | 12 | 13.7107867898797 | -1.71078678987971 |
| 44 | 12 | 11.6589241759572 | 0.341075824042835 |
| 45 | 7 | 6.74814911766229 | 0.251850882337714 |
| 46 | 15 | 16.7754169971703 | -1.77541699717034 |
| 47 | 14 | 13.9441033385946 | 0.055896661405361 |
| 48 | 19 | 18.3986871971259 | 0.601312802874138 |
| 49 | 39 | 38.2703885019696 | 0.729611498030369 |
| 50 | 12 | 10.5634038859578 | 1.43659611404221 |
| 51 | 11 | 12.1705238165586 | -1.17052381655857 |
| 52 | 17 | 18.0830138022461 | -1.08301380224613 |
| 53 | 16 | 17.3120951852765 | -1.31209518527649 |
| 54 | 25 | 25.1215077137150 | -0.121507713715047 |
| 55 | 24 | 23.1012242542106 | 0.898775745789445 |
| 56 | 28 | 29.3882088023946 | -1.38820880239460 |
| 57 | 25 | 26.296397757299 | -1.29639775729902 |
| 58 | 31 | 29.4700376188773 | 1.52996238112266 |
| 59 | 24 | 22.7071666955803 | 1.29283330441966 |
| 60 | 24 | 23.4329157392294 | 0.567084260770562 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 9 | 0.0303930984716481 | 0.0607861969432962 | 0.969606901528352 |
| 10 | 0.0229701493477660 | 0.0459402986955319 | 0.977029850652234 |
| 11 | 0.116233853537892 | 0.232467707075784 | 0.883766146462108 |
| 12 | 0.207176153127824 | 0.414352306255648 | 0.792823846872176 |
| 13 | 0.341315369225906 | 0.682630738451812 | 0.658684630774094 |
| 14 | 0.280632252930967 | 0.561264505861934 | 0.719367747069033 |
| 15 | 0.693691361793178 | 0.612617276413644 | 0.306308638206822 |
| 16 | 0.690022627881167 | 0.619954744237666 | 0.309977372118833 |
| 17 | 0.641765037470802 | 0.716469925058396 | 0.358234962529198 |
| 18 | 0.756615541646242 | 0.486768916707516 | 0.243384458353758 |
| 19 | 0.727835263968283 | 0.544329472063435 | 0.272164736031717 |
| 20 | 0.887700942952494 | 0.224598114095012 | 0.112299057047506 |
| 21 | 0.950065021815382 | 0.0998699563692358 | 0.0499349781846179 |
| 22 | 0.92423387972417 | 0.151532240551661 | 0.0757661202758306 |
| 23 | 0.88956416495769 | 0.220871670084622 | 0.110435835042311 |
| 24 | 0.883321066260617 | 0.233357867478767 | 0.116678933739383 |
| 25 | 0.87920303213384 | 0.241593935732320 | 0.120796967866160 |
| 26 | 0.881363917892327 | 0.237272164215346 | 0.118636082107673 |
| 27 | 0.868497834263956 | 0.263004331472088 | 0.131502165736044 |
| 28 | 0.899444375222549 | 0.201111249554902 | 0.100555624777451 |
| 29 | 0.894870825436997 | 0.210258349126005 | 0.105129174563003 |
| 30 | 0.85906489005168 | 0.281870219896641 | 0.140935109948320 |
| 31 | 0.84365122302839 | 0.312697553943219 | 0.156348776971609 |
| 32 | 0.83160145511175 | 0.336797089776498 | 0.168398544888249 |
| 33 | 0.775946203641175 | 0.44810759271765 | 0.224053796358825 |
| 34 | 0.723817776207273 | 0.552364447585454 | 0.276182223792727 |
| 35 | 0.66751429408177 | 0.66497141183646 | 0.33248570591823 |
| 36 | 0.623395651608704 | 0.753208696782592 | 0.376604348391296 |
| 37 | 0.606497401690945 | 0.78700519661811 | 0.393502598309055 |
| 38 | 0.630690507578687 | 0.738618984842626 | 0.369309492421313 |
| 39 | 0.552120425704502 | 0.895759148590996 | 0.447879574295498 |
| 40 | 0.500126905391252 | 0.999746189217496 | 0.499873094608748 |
| 41 | 0.78410207657698 | 0.43179584684604 | 0.21589792342302 |
| 42 | 0.743649281206558 | 0.512701437586884 | 0.256350718793442 |
| 43 | 0.758226424350949 | 0.483547151298102 | 0.241773575649051 |
| 44 | 0.721961042006206 | 0.556077915987588 | 0.278038957993794 |
| 45 | 0.628822107700454 | 0.742355784599092 | 0.371177892299546 |
| 46 | 0.584530160117942 | 0.830939679764117 | 0.415469839882058 |
| 47 | 0.492221491841147 | 0.984442983682293 | 0.507778508158853 |
| 48 | 0.417463811402343 | 0.834927622804687 | 0.582536188597657 |
| 49 | 0.364997763918070 | 0.729995527836141 | 0.63500223608193 |
| 50 | 0.373081710022677 | 0.746163420045353 | 0.626918289977323 |
| 51 | 0.291105108052042 | 0.582210216104084 | 0.708894891947958 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 0 | 0 | OK |
| 5% type I error level | 1 | 0.0232558139534884 | OK |
| 10% type I error level | 3 | 0.0697674418604651 | OK |
