Multiple Linear Regression - Estimated Regression Equation |
werkloos[t] = + 513222.488502579 + 1430.61638726532cv[t] + 12646.9207958182M1[t] + 16464.7501732907M2[t] + 12203.5493831224M3[t] + 107.915818423545M4[t] -3270.71513938551M5[t] -17962.6254266313M6[t] -14468.6727717057M7[t] + 34778.3238312362M8[t] + 40975.9066538026M9[t] + 25737.3825861813M10[t] + 8836.32146073147M11[t] + 48.7706225274404t + 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) | 513222.488502579 | 23744.845748 | 21.6141 | 0 | 0 |
cv | 1430.61638726532 | 690.584512 | 2.0716 | 0.043937 | 0.021969 |
M1 | 12646.9207958182 | 21491.830879 | 0.5885 | 0.559107 | 0.279554 |
M2 | 16464.7501732907 | 21459.396456 | 0.7673 | 0.446852 | 0.223426 |
M3 | 12203.5493831224 | 21431.599871 | 0.5694 | 0.571842 | 0.285921 |
M4 | 107.915818423545 | 21422.244562 | 0.005 | 0.996002 | 0.498001 |
M5 | -3270.71513938551 | 21382.122604 | -0.153 | 0.879095 | 0.439547 |
M6 | -17962.6254266313 | 21393.616404 | -0.8396 | 0.405461 | 0.202731 |
M7 | -14468.6727717057 | 21377.336001 | -0.6768 | 0.501908 | 0.250954 |
M8 | 34778.3238312362 | 21502.953895 | 1.6174 | 0.112635 | 0.056318 |
M9 | 40975.9066538026 | 21550.192892 | 1.9014 | 0.063522 | 0.031761 |
M10 | 25737.3825861813 | 21524.394911 | 1.1957 | 0.237929 | 0.118965 |
M11 | 8836.32146073147 | 21393.915693 | 0.413 | 0.681504 | 0.340752 |
t | 48.7706225274404 | 296.510848 | 0.1645 | 0.870073 | 0.435036 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.584519492891654 |
R-squared | 0.341663037570316 |
Adjusted R-squared | 0.155611287318449 |
F-TEST (value) | 1.83638711867956 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 46 |
p-value | 0.0655093381447696 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 33687.4434771532 |
Sum Squared Residuals | 52202817009.214 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 597141 | 561683.589602558 | 35457.4103974424 |
2 | 593408 | 564119.573215292 | 29288.4267847075 |
3 | 590072 | 555615.293885856 | 34456.7061141442 |
4 | 579799 | 544999.04733095 | 34799.9526690503 |
5 | 574205 | 538807.954221137 | 35397.0457788626 |
6 | 572775 | 529887.28010548 | 42887.7198945197 |
7 | 572942 | 533430.003382933 | 39511.9966170666 |
8 | 619567 | 582725.770608403 | 36841.2293915973 |
9 | 625809 | 588972.124053497 | 36836.8759465034 |
10 | 619916 | 579504.836157464 | 40411.163842536 |
11 | 587625 | 561221.929267276 | 26403.0707327237 |
12 | 565742 | 539558.830943684 | 26183.1690563157 |
13 | 557274 | 562268.837072887 | -4994.83707288724 |
14 | 560576 | 568996.669847418 | -8420.66984741784 |
15 | 548854 | 561923.006905246 | -13069.0069052464 |
16 | 531673 | 554167.993124871 | -22494.9931248709 |
17 | 525919 | 550838.132789589 | -24919.1327895893 |
18 | 511038 | 534764.376737606 | -23726.3767376055 |
19 | 498662 | 535445.867240528 | -36783.867240528 |
20 | 555362 | 583311.018078732 | -27949.018078732 |
21 | 564591 | 589557.371523826 | -24966.3715238259 |
22 | 541657 | 575798.234465997 | -34141.2344659974 |
23 | 527070 | 548931.629252218 | -21861.6292522177 |
24 | 509846 | 545866.543963075 | -36020.5439630749 |
25 | 514258 | 555701.00260689 | -41443.0026068899 |
26 | 516922 | 563859.451768686 | -46937.4517686858 |
27 | 507561 | 559647.021601045 | -52086.021601045 |
28 | 492622 | 541877.693109812 | -49255.6931098123 |
29 | 490243 | 535686.6 | -45443.6 |
30 | 469357 | 518182.227560751 | -48825.227560751 |
31 | 477580 | 518863.718063673 | -41283.7180636734 |
32 | 528379 | 571020.718063673 | -42641.7180636734 |
33 | 533590 | 580128.304283298 | -46538.3042832979 |
34 | 517945 | 553493.619740081 | -35548.6197400815 |
35 | 506174 | 529488.247300832 | -23314.2473008324 |
36 | 501866 | 516408.847300832 | -14542.8473008324 |
37 | 516141 | 536257.620655505 | -20116.6206555047 |
38 | 528222 | 534401.755106443 | -6179.75510644334 |
39 | 532638 | 530189.324938803 | 2448.67506119748 |
40 | 536322 | 521003.694771162 | 15318.3052288383 |
41 | 536535 | 521965.683597676 | 14569.3164023239 |
42 | 523597 | 508753.160320223 | 14843.839679777 |
43 | 536214 | 513726.499984941 | 22487.5000150586 |
44 | 586570 | 571605.965534003 | 14964.0344659973 |
45 | 596594 | 577852.318979096 | 18741.6810209035 |
46 | 580523 | 561231.949146737 | 19291.0508532626 |
47 | 564478 | 547240.891418346 | 17237.1085816544 |
48 | 557560 | 531300.258643815 | 26259.7413561851 |
49 | 575093 | 543995.950062161 | 31097.0499378394 |
50 | 580112 | 547862.55006216 | 32249.4499378395 |
51 | 574761 | 546511.35266905 | 28249.6473309497 |
52 | 563250 | 541617.571663206 | 21632.4283367945 |
53 | 551531 | 531134.629391597 | 20396.3706084027 |
54 | 537034 | 522213.95527594 | 14820.0447240598 |
55 | 544686 | 528617.911327924 | 16068.0886720761 |
56 | 600991 | 582205.527715189 | 18785.4722848108 |
57 | 604378 | 588451.881160283 | 15926.1188397169 |
58 | 586111 | 576123.36048972 | 9987.63951028013 |
59 | 563668 | 562132.302761328 | 1535.69723867192 |
60 | 548604 | 550483.519148593 | -1879.51914859341 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 0.0103250392942059 | 0.0206500785884118 | 0.989674960705794 |
18 | 0.0469742386537515 | 0.093948477307503 | 0.953025761346249 |
19 | 0.118155152838888 | 0.236310305677777 | 0.881844847161112 |
20 | 0.0793058183196281 | 0.158611636639256 | 0.920694181680372 |
21 | 0.0530395909051934 | 0.106079181810387 | 0.946960409094807 |
22 | 0.0475310814427198 | 0.0950621628854397 | 0.95246891855728 |
23 | 0.0652226547267292 | 0.130445309453458 | 0.934777345273271 |
24 | 0.067779904557981 | 0.135559809115962 | 0.932220095442019 |
25 | 0.149772874426467 | 0.299545748852933 | 0.850227125573534 |
26 | 0.195285346120626 | 0.390570692241251 | 0.804714653879374 |
27 | 0.201354132987171 | 0.402708265974342 | 0.798645867012829 |
28 | 0.164976074454834 | 0.329952148909668 | 0.835023925545166 |
29 | 0.152149216003679 | 0.304298432007358 | 0.847850783996321 |
30 | 0.106740865194655 | 0.213481730389311 | 0.893259134805345 |
31 | 0.0771633884802887 | 0.154326776960577 | 0.922836611519711 |
32 | 0.0511763246097407 | 0.102352649219481 | 0.94882367539026 |
33 | 0.0308698139328526 | 0.0617396278657052 | 0.969130186067147 |
34 | 0.0251234805286414 | 0.0502469610572828 | 0.974876519471359 |
35 | 0.0292794128568357 | 0.0585588257136715 | 0.970720587143164 |
36 | 0.0544704359977565 | 0.108940871995513 | 0.945529564002244 |
37 | 0.278643481658899 | 0.557286963317797 | 0.721356518341101 |
38 | 0.691281311487255 | 0.61743737702549 | 0.308718688512745 |
39 | 0.951698557884602 | 0.096602884230796 | 0.048301442115398 |
40 | 0.999703989109236 | 0.00059202178152823 | 0.000296010890764115 |
41 | 0.999338209798336 | 0.0013235804033282 | 0.000661790201664098 |
42 | 0.998980196657014 | 0.00203960668597168 | 0.00101980334298584 |
43 | 0.998053921811745 | 0.00389215637651067 | 0.00194607818825533 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 4 | 0.148148148148148 | NOK |
5% type I error level | 5 | 0.185185185185185 | NOK |
10% type I error level | 11 | 0.407407407407407 | NOK |