| Multiple Linear Regression - Estimated Regression Equation |
| werkloosheid[t] = + 1.9989505883349 -0.128143998980092maand[t] -3.92249416334768indicator[t] + 0.97268311331247economie[t] + 1.1112397730813`financiën`[t] + 0.894075712318706spaarvermogen[t] -0.0222883901599848t + 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) | 1.9989505883349 | 0.648241 | 3.0837 | 0.003244 | 0.001622 |
| maand | -0.128143998980092 | 0.045273 | -2.8305 | 0.006553 | 0.003276 |
| indicator | -3.92249416334768 | 0.030266 | -129.602 | 0 | 0 |
| economie | 0.97268311331247 | 0.037166 | 26.1714 | 0 | 0 |
| `financiën` | 1.1112397730813 | 0.15361 | 7.2341 | 0 | 0 |
| spaarvermogen | 0.894075712318706 | 0.057103 | 15.6573 | 0 | 0 |
| t | -0.0222883901599848 | 0.018955 | -1.1758 | 0.244913 | 0.122456 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.998871733521904 |
| R-squared | 0.997744740029054 |
| Adjusted R-squared | 0.997489427579512 |
| F-TEST (value) | 3907.93610661126 |
| F-TEST (DF numerator) | 6 |
| F-TEST (DF denominator) | 53 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1.16205798068679 |
| Sum Squared Residuals | 71.5700737753262 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 16 | 16.5664261509587 | -0.566426150958654 |
| 2 | 17 | 15.9131885458085 | 1.08681145419152 |
| 3 | 23 | 21.0059324001616 | 1.99406759983842 |
| 4 | 24 | 24.0520696525584 | -0.0520696525583974 |
| 5 | 27 | 27.1545820023096 | -0.154582002309649 |
| 6 | 31 | 32.316403851198 | -1.31640385119796 |
| 7 | 40 | 38.9614769272072 | 1.0385230727928 |
| 8 | 47 | 47.9072362796744 | -0.907236279674364 |
| 9 | 43 | 43.5637525527371 | -0.563752552737141 |
| 10 | 60 | 61.9163588600144 | -1.91635886001435 |
| 11 | 64 | 63.8325981971111 | 0.167401802888893 |
| 12 | 65 | 65.8651618903374 | -0.865161890337453 |
| 13 | 65 | 63.6964286010653 | 1.30357139893473 |
| 14 | 55 | 55.2450483601156 | -0.24504836011558 |
| 15 | 57 | 59.0693376393999 | -2.06933763939988 |
| 16 | 57 | 55.9482688786471 | 1.05173112135288 |
| 17 | 57 | 56.132731888461 | 0.867268111539013 |
| 18 | 65 | 63.05809177473 | 1.94190822527002 |
| 19 | 69 | 70.3415534651479 | -1.3415534651479 |
| 20 | 70 | 67.9541584490972 | 2.04584155090279 |
| 21 | 71 | 72.898816237223 | -1.89881623722294 |
| 22 | 71 | 70.3927294563321 | 0.607270543667845 |
| 23 | 73 | 72.6424572103211 | 0.357542789678896 |
| 24 | 68 | 66.6879017556627 | 1.31209824433726 |
| 25 | 65 | 65.4108630950918 | -0.410863095091768 |
| 26 | 57 | 57.7785253268875 | -0.778525326887539 |
| 27 | 41 | 39.8428974828441 | 1.15710251715593 |
| 28 | 21 | 22.4075022641389 | -1.40750226413889 |
| 29 | 21 | 19.9319704406359 | 1.06802955936413 |
| 30 | 17 | 16.8275794091827 | 0.172420590817256 |
| 31 | 9 | 8.88994077276361 | 0.110059227236392 |
| 32 | 11 | 12.2473341384133 | -1.24733413841331 |
| 33 | 6 | 5.87392153881935 | 0.126078461180648 |
| 34 | -2 | -2.16455680223279 | 0.164556802232788 |
| 35 | 0 | -0.670348100793724 | 0.670348100793724 |
| 36 | 5 | 4.87261393789435 | 0.127386062105646 |
| 37 | 3 | 2.44582614200165 | 0.554173857998346 |
| 38 | 7 | 8.61209281430023 | -1.61209281430023 |
| 39 | 4 | 4.39169477054225 | -0.391694770542249 |
| 40 | 8 | 8.55860120247886 | -0.558601202478862 |
| 41 | 9 | 7.55321703821768 | 1.44678296178232 |
| 42 | 14 | 14.5746493898961 | -0.574649389896102 |
| 43 | 12 | 13.5470329219957 | -1.54703292199568 |
| 44 | 12 | 11.6571024518744 | 0.342897548125645 |
| 45 | 7 | 6.55571858876975 | 0.444281411230251 |
| 46 | 15 | 16.7675651075952 | -1.76756510759524 |
| 47 | 14 | 13.9517972150574 | 0.0482027849425886 |
| 48 | 19 | 18.4648949610669 | 0.535105038933129 |
| 49 | 39 | 38.2200549241596 | 0.779945075840381 |
| 50 | 12 | 10.4237877795506 | 1.57621222044937 |
| 51 | 11 | 12.0502108999291 | -1.05021089992905 |
| 52 | 17 | 17.7821494507025 | -0.782149450702457 |
| 53 | 16 | 17.2710426667415 | -1.27104266674151 |
| 54 | 25 | 24.9225409790801 | 0.0774590209199105 |
| 55 | 24 | 23.0044229602815 | 0.995577039718506 |
| 56 | 28 | 29.110740373805 | -1.11074037380501 |
| 57 | 25 | 26.2763143390485 | -1.27631433904848 |
| 58 | 31 | 29.4105883988976 | 1.58941160110244 |
| 59 | 24 | 22.672326343012 | 1.32767365698795 |
| 60 | 24 | 23.4046737510718 | 0.595326248928235 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 10 | 0.0697152137359669 | 0.139430427471934 | 0.930284786264033 |
| 11 | 0.206085560318639 | 0.412171120637278 | 0.793914439681361 |
| 12 | 0.303796225835462 | 0.607592451670924 | 0.696203774164538 |
| 13 | 0.204305282225973 | 0.408610564451947 | 0.795694717774027 |
| 14 | 0.324142074791732 | 0.648284149583463 | 0.675857925208268 |
| 15 | 0.69493831290327 | 0.610123374193462 | 0.305061687096731 |
| 16 | 0.740159864786945 | 0.51968027042611 | 0.259840135213055 |
| 17 | 0.668530139099675 | 0.66293972180065 | 0.331469860900325 |
| 18 | 0.70589014799277 | 0.588219704014459 | 0.294109852007229 |
| 19 | 0.731133814420138 | 0.537732371159724 | 0.268866185579862 |
| 20 | 0.83975618113576 | 0.320487637728479 | 0.160243818864239 |
| 21 | 0.932211029784599 | 0.135577940430803 | 0.0677889702154014 |
| 22 | 0.902191081792552 | 0.195617836414896 | 0.097808918207448 |
| 23 | 0.8635181949432 | 0.272963610113598 | 0.136481805056799 |
| 24 | 0.831674186196856 | 0.336651627606289 | 0.168325813803144 |
| 25 | 0.8263930159049 | 0.347213968190199 | 0.173606984095099 |
| 26 | 0.851391622120106 | 0.297216755759788 | 0.148608377879894 |
| 27 | 0.838762514403761 | 0.322474971192478 | 0.161237485596239 |
| 28 | 0.900366822769171 | 0.199266354461657 | 0.0996331772308285 |
| 29 | 0.891437291741217 | 0.217125416517567 | 0.108562708258783 |
| 30 | 0.854206936169205 | 0.29158612766159 | 0.145793063830795 |
| 31 | 0.835946846814353 | 0.328106306371293 | 0.164053153185647 |
| 32 | 0.819534682346368 | 0.360930635307265 | 0.180465317653632 |
| 33 | 0.762397001190435 | 0.475205997619129 | 0.237602998809565 |
| 34 | 0.71163796647755 | 0.5767240670449 | 0.28836203352245 |
| 35 | 0.653009913286306 | 0.693980173427387 | 0.346990086713694 |
| 36 | 0.611101739752077 | 0.777796520495847 | 0.388898260247923 |
| 37 | 0.598013036236227 | 0.803973927527545 | 0.401986963763773 |
| 38 | 0.607142262905578 | 0.785715474188845 | 0.392857737094422 |
| 39 | 0.52034507825543 | 0.95930984348914 | 0.47965492174457 |
| 40 | 0.482559259828192 | 0.965118519656383 | 0.517440740171808 |
| 41 | 0.7417351209646 | 0.516529758070799 | 0.258264879035399 |
| 42 | 0.688231036980248 | 0.623537926039504 | 0.311768963019752 |
| 43 | 0.679346143155952 | 0.641307713688095 | 0.320653856844048 |
| 44 | 0.651029102300791 | 0.697941795398417 | 0.348970897699208 |
| 45 | 0.55058734729775 | 0.898825305404499 | 0.449412652702249 |
| 46 | 0.478641822120555 | 0.95728364424111 | 0.521358177879445 |
| 47 | 0.418956166091634 | 0.837912332183268 | 0.581043833908366 |
| 48 | 0.305405772912246 | 0.610811545824491 | 0.694594227087754 |
| 49 | 0.252024447090524 | 0.504048894181049 | 0.747975552909476 |
| 50 | 0.244804022716422 | 0.489608045432844 | 0.755195977283578 |
| 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 | 0 | 0 | OK |
| 10% type I error level | 0 | 0 | OK |
