| Multiple Linear Regression - Estimated Regression Equation |
| Werkloos[t] = + 520417.636254683 + 1649.97677557105cv[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) | 520417.636254683 | 11819.645501 | 44.0299 | 0 | 0 |
| cv | 1649.97677557105 | 605.088971 | 2.7268 | 0.008444 | 0.004222 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.337094357596456 |
| R-squared | 0.113632605923367 |
| Adjusted R-squared | 0.0983504094737703 |
| F-TEST (value) | 7.43562002347922 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 58 |
| p-value | 0.0084443171655817 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 34810.9390710286 |
| Sum Squared Residuals | 70284485782.3982 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 597141 | 561667.055643959 | 35473.9443560411 |
| 2 | 593408 | 560017.078868388 | 33390.9211316119 |
| 3 | 590072 | 555067.148541675 | 35004.8514583249 |
| 4 | 579799 | 556717.125317246 | 23081.8746827539 |
| 5 | 574205 | 553417.171766104 | 20787.8282338960 |
| 6 | 572775 | 560017.078868388 | 12757.9211316118 |
| 7 | 572942 | 560017.078868388 | 12924.9211316118 |
| 8 | 619567 | 560017.078868388 | 59549.9211316118 |
| 9 | 625809 | 560017.078868388 | 65791.9211316118 |
| 10 | 619916 | 566616.985970672 | 53299.0140293276 |
| 11 | 587625 | 564967.009195101 | 22657.9908048987 |
| 12 | 565742 | 550117.218214962 | 15624.7817850381 |
| 13 | 557274 | 561667.055643959 | -4393.05564395925 |
| 14 | 560576 | 564967.009195101 | -4391.00919510133 |
| 15 | 548854 | 561667.055643959 | -12813.0556439593 |
| 16 | 531673 | 566616.985970672 | -34943.9859706724 |
| 17 | 525919 | 566616.985970672 | -40697.9859706724 |
| 18 | 511038 | 564967.009195101 | -53929.0091951013 |
| 19 | 498662 | 561667.055643959 | -63005.0556439592 |
| 20 | 555362 | 560017.078868388 | -4655.07886838820 |
| 21 | 564591 | 560017.078868388 | 4573.9211316118 |
| 22 | 541657 | 561667.055643959 | -20010.0556439593 |
| 23 | 527070 | 550117.218214962 | -23047.2182149619 |
| 24 | 509846 | 556717.125317246 | -46871.1253172461 |
| 25 | 514258 | 553417.171766104 | -39159.171766104 |
| 26 | 516922 | 558367.102092817 | -41445.1020928172 |
| 27 | 507561 | 558367.102092817 | -50806.1020928172 |
| 28 | 492622 | 551767.194990533 | -59145.194990533 |
| 29 | 490243 | 548467.241439391 | -58224.2414393909 |
| 30 | 469357 | 545167.287888249 | -75810.2878882488 |
| 31 | 477580 | 541867.334337107 | -64287.3343371067 |
| 32 | 528379 | 545167.287888249 | -16788.2878882488 |
| 33 | 533590 | 548467.241439391 | -14877.2414393909 |
| 34 | 517945 | 535267.427234823 | -17322.4272348225 |
| 35 | 506174 | 527017.543356967 | -20843.5433569673 |
| 36 | 501866 | 522067.613030254 | -20201.6130302542 |
| 37 | 516141 | 530317.496908109 | -14176.4969081094 |
| 38 | 528222 | 523717.589805825 | 4504.41019417476 |
| 39 | 532638 | 523717.589805825 | 8920.41019417476 |
| 40 | 536322 | 527017.543356967 | 9304.45664303268 |
| 41 | 536535 | 531967.47368368 | 4567.52631631954 |
| 42 | 523597 | 533617.450459252 | -10020.4504592515 |
| 43 | 536214 | 535267.427234823 | 946.572765177457 |
| 44 | 586570 | 545167.287888249 | 41402.7121117512 |
| 45 | 596594 | 545167.287888249 | 51426.7121117512 |
| 46 | 580523 | 543517.311112678 | 37005.6888873222 |
| 47 | 564478 | 546817.26466382 | 17660.7353361801 |
| 48 | 557560 | 538567.380785965 | 18992.6192140354 |
| 49 | 575093 | 538567.380785965 | 36525.6192140354 |
| 50 | 580112 | 538567.380785965 | 41544.6192140354 |
| 51 | 574761 | 541867.334337107 | 32893.6656628933 |
| 52 | 563250 | 550117.218214962 | 13132.7817850381 |
| 53 | 551531 | 541867.334337107 | 9663.66566289328 |
| 54 | 537034 | 548467.241439391 | -11433.2414393909 |
| 55 | 544686 | 551767.194990533 | -7081.19499053298 |
| 56 | 600991 | 556717.125317246 | 44273.8746827539 |
| 57 | 604378 | 556717.125317246 | 47660.8746827539 |
| 58 | 586111 | 560017.078868388 | 26093.9211316118 |
| 59 | 563668 | 563317.03241953 | 350.967580469709 |
| 60 | 548604 | 560017.078868388 | -11413.0788683882 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.00762031156406058 | 0.0152406231281212 | 0.99237968843594 |
| 6 | 0.0131329847170379 | 0.0262659694340759 | 0.986867015282962 |
| 7 | 0.00727379645494426 | 0.0145475929098885 | 0.992726203545056 |
| 8 | 0.0320555080530021 | 0.0641110161060043 | 0.967944491946998 |
| 9 | 0.0686000112100343 | 0.137200022420069 | 0.931399988789966 |
| 10 | 0.0455827055775144 | 0.0911654111550288 | 0.954417294422486 |
| 11 | 0.0412704255431219 | 0.0825408510862437 | 0.958729574456878 |
| 12 | 0.0226075670916323 | 0.0452151341832646 | 0.977392432908368 |
| 13 | 0.0499086017907774 | 0.0998172035815548 | 0.950091398209223 |
| 14 | 0.0736538574480682 | 0.147307714896136 | 0.926346142551932 |
| 15 | 0.102388612111330 | 0.204777224222661 | 0.89761138788867 |
| 16 | 0.201800961366007 | 0.403601922732014 | 0.798199038633993 |
| 17 | 0.280382103963126 | 0.560764207926252 | 0.719617896036874 |
| 18 | 0.426110863784098 | 0.852221727568196 | 0.573889136215902 |
| 19 | 0.658531290775079 | 0.682937418449843 | 0.341468709224921 |
| 20 | 0.591878705511451 | 0.816242588977098 | 0.408121294488549 |
| 21 | 0.51765234376849 | 0.96469531246302 | 0.48234765623151 |
| 22 | 0.468134778510139 | 0.936269557020277 | 0.531865221489861 |
| 23 | 0.51287250380214 | 0.97425499239572 | 0.48712749619786 |
| 24 | 0.596189095508737 | 0.807621808982525 | 0.403810904491263 |
| 25 | 0.630105382748712 | 0.739789234502575 | 0.369894617251288 |
| 26 | 0.656239043586023 | 0.687521912827955 | 0.343760956413977 |
| 27 | 0.731186494439545 | 0.537627011120909 | 0.268813505560455 |
| 28 | 0.837443143430243 | 0.325113713139514 | 0.162556856569757 |
| 29 | 0.90662310064856 | 0.186753798702881 | 0.0933768993514405 |
| 30 | 0.981075604957046 | 0.0378487900859072 | 0.0189243950429536 |
| 31 | 0.99682654145475 | 0.00634691709049919 | 0.00317345854524960 |
| 32 | 0.996702597175046 | 0.00659480564990824 | 0.00329740282495412 |
| 33 | 0.996693004605666 | 0.00661399078866887 | 0.00330699539433444 |
| 34 | 0.996577316003043 | 0.00684536799391451 | 0.00342268399695726 |
| 35 | 0.996446550631867 | 0.00710689873626679 | 0.00355344936813339 |
| 36 | 0.99626637458753 | 0.00746725082494203 | 0.00373362541247101 |
| 37 | 0.996048230194288 | 0.00790353961142368 | 0.00395176980571184 |
| 38 | 0.994220506276974 | 0.0115589874460517 | 0.00577949372302586 |
| 39 | 0.991137755133636 | 0.0177244897327283 | 0.00886224486636415 |
| 40 | 0.986230196039054 | 0.027539607921891 | 0.0137698039609455 |
| 41 | 0.9801821780168 | 0.0396356439663981 | 0.0198178219831991 |
| 42 | 0.984131214018425 | 0.0317375719631504 | 0.0158687859815752 |
| 43 | 0.985250814848923 | 0.0294983703021548 | 0.0147491851510774 |
| 44 | 0.982451036900928 | 0.0350979261981448 | 0.0175489630990724 |
| 45 | 0.98665332908226 | 0.0266933418354806 | 0.0133466709177403 |
| 46 | 0.981167227999972 | 0.0376655440000552 | 0.0188327720000276 |
| 47 | 0.966203539962677 | 0.0675929200746464 | 0.0337964600373232 |
| 48 | 0.943464399929616 | 0.113071200140768 | 0.0565356000703839 |
| 49 | 0.916144243751538 | 0.167711512496924 | 0.083855756248462 |
| 50 | 0.899597036458727 | 0.200805927082545 | 0.100402963541273 |
| 51 | 0.876668967417152 | 0.246662065165695 | 0.123331032582848 |
| 52 | 0.796264683300262 | 0.407470633399476 | 0.203735316699738 |
| 53 | 0.689821308878666 | 0.620357382242668 | 0.310178691121334 |
| 54 | 0.608907735225779 | 0.782184529548442 | 0.391092264774221 |
| 55 | 0.846266692709683 | 0.307466614580633 | 0.153733307290317 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 7 | 0.137254901960784 | NOK |
| 5% type I error level | 21 | 0.411764705882353 | NOK |
| 10% type I error level | 26 | 0.509803921568627 | NOK |
