| Multiple Linear Regression - Estimated Regression Equation |
| Maandelijksewerkloosheid[t] = + 340.566 + 7.08614285714269M1[t] + 7.6318333333334M2[t] + 4.00366666666672M3[t] + 0.597500000000047M4[t] -3.84333333333325M5[t] -3.52949999999995M6[t] + 12.9915000000001M7[t] + 13.2620000000001M8[t] + 5.86350000000007M9[t] + 0.404000000000063M10[t] -5.74533333333328M11[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) | 340.566 | 15.36219 | 22.1691 | 0 | 0 |
| M1 | 7.08614285714269 | 20.935136 | 0.3385 | 0.736163 | 0.368082 |
| M2 | 7.6318333333334 | 21.725418 | 0.3513 | 0.726584 | 0.363292 |
| M3 | 4.00366666666672 | 21.725418 | 0.1843 | 0.854401 | 0.427201 |
| M4 | 0.597500000000047 | 21.725418 | 0.0275 | 0.978149 | 0.489074 |
| M5 | -3.84333333333325 | 21.725418 | -0.1769 | 0.860169 | 0.430085 |
| M6 | -3.52949999999995 | 21.725418 | -0.1625 | 0.871481 | 0.435741 |
| M7 | 12.9915000000001 | 21.725418 | 0.598 | 0.552063 | 0.276031 |
| M8 | 13.2620000000001 | 21.725418 | 0.6104 | 0.54384 | 0.27192 |
| M9 | 5.86350000000007 | 21.725418 | 0.2699 | 0.788155 | 0.394077 |
| M10 | 0.404000000000063 | 21.725418 | 0.0186 | 0.985224 | 0.492612 |
| M11 | -5.74533333333328 | 21.725418 | -0.2645 | 0.792323 | 0.396162 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.172553432785642 |
| R-squared | 0.029774687166109 |
| Adjusted R-squared | -0.145183975803937 |
| F-TEST (value) | 0.170181268310256 |
| F-TEST (DF numerator) | 11 |
| F-TEST (DF denominator) | 61 |
| p-value | 0.998574183030723 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 37.6295272027582 |
| Sum Squared Residuals | 86374.8603676904 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 376.974 | 347.652142857144 | 29.3218571428557 |
| 2 | 377.632 | 348.197833333333 | 29.4341666666666 |
| 3 | 378.205 | 344.569666666667 | 33.6353333333333 |
| 4 | 370.861 | 341.1635 | 29.6975000000000 |
| 5 | 369.167 | 336.722666666667 | 32.4443333333333 |
| 6 | 371.551 | 337.0365 | 34.5145 |
| 7 | 382.842 | 353.5575 | 29.2845 |
| 8 | 381.903 | 353.828 | 28.075 |
| 9 | 384.502 | 346.4295 | 38.0725 |
| 10 | 392.058 | 340.97 | 51.088 |
| 11 | 384.359 | 334.820666666667 | 49.5383333333333 |
| 12 | 388.884 | 340.566 | 48.3180000000001 |
| 13 | 386.586 | 347.652142857143 | 38.9338571428574 |
| 14 | 387.495 | 348.197833333333 | 39.2971666666667 |
| 15 | 385.705 | 344.569666666667 | 41.1353333333333 |
| 16 | 378.67 | 341.1635 | 37.5065 |
| 17 | 377.367 | 336.722666666667 | 40.6443333333333 |
| 18 | 376.911 | 337.0365 | 39.8745 |
| 19 | 389.827 | 353.5575 | 36.2695 |
| 20 | 387.82 | 353.828 | 33.992 |
| 21 | 387.267 | 346.4295 | 40.8375 |
| 22 | 380.575 | 340.97 | 39.605 |
| 23 | 372.402 | 334.820666666667 | 37.5813333333333 |
| 24 | 376.74 | 340.566 | 36.1740000000001 |
| 25 | 377.795 | 347.652142857143 | 30.1428571428574 |
| 26 | 376.126 | 348.197833333333 | 27.9281666666667 |
| 27 | 370.804 | 344.569666666667 | 26.2343333333333 |
| 28 | 367.98 | 341.1635 | 26.8165 |
| 29 | 367.866 | 336.722666666667 | 31.1433333333333 |
| 30 | 366.121 | 337.0365 | 29.0845 |
| 31 | 379.421 | 353.5575 | 25.8635 |
| 32 | 378.519 | 353.828 | 24.691 |
| 33 | 372.423 | 346.4295 | 25.9935 |
| 34 | 355.072 | 340.97 | 14.102 |
| 35 | 344.693 | 334.820666666667 | 9.87233333333331 |
| 36 | 342.892 | 340.566 | 2.32600000000005 |
| 37 | 344.178 | 347.652142857143 | -3.47414285714262 |
| 38 | 337.606 | 348.197833333333 | -10.5918333333333 |
| 39 | 327.103 | 344.569666666667 | -17.4666666666666 |
| 40 | 323.953 | 341.1635 | -17.2105000000000 |
| 41 | 316.532 | 336.722666666667 | -20.1906666666667 |
| 42 | 306.307 | 337.0365 | -30.7295000000000 |
| 43 | 327.225 | 353.5575 | -26.3325 |
| 44 | 329.573 | 353.828 | -24.2550000000000 |
| 45 | 313.761 | 346.4295 | -32.6685 |
| 46 | 307.836 | 340.97 | -33.134 |
| 47 | 300.074 | 334.820666666667 | -34.7466666666667 |
| 48 | 304.198 | 340.566 | -36.3680 |
| 49 | 306.122 | 347.652142857143 | -41.5301428571426 |
| 50 | 300.414 | 348.197833333333 | -47.7838333333333 |
| 51 | 292.133 | 344.569666666667 | -52.4366666666667 |
| 52 | 290.616 | 341.1635 | -50.5475 |
| 53 | 280.244 | 336.722666666667 | -56.4786666666666 |
| 54 | 285.179 | 337.0365 | -51.8575 |
| 55 | 305.486 | 353.5575 | -48.0715 |
| 56 | 305.957 | 353.828 | -47.871 |
| 57 | 293.886 | 346.4295 | -52.5435 |
| 58 | 289.441 | 340.97 | -51.529 |
| 59 | 288.776 | 334.820666666667 | -46.0446666666666 |
| 60 | 299.149 | 340.566 | -41.4169999999999 |
| 61 | 306.532 | 347.652142857143 | -41.1201428571426 |
| 62 | 309.914 | 348.197833333333 | -38.2838333333333 |
| 63 | 313.468 | 344.569666666667 | -31.1016666666666 |
| 64 | 314.901 | 341.1635 | -26.2625 |
| 65 | 309.16 | 336.722666666667 | -27.5626666666667 |
| 66 | 316.15 | 337.0365 | -20.8865 |
| 67 | 336.544 | 353.5575 | -17.0135000000000 |
| 68 | 339.196 | 353.828 | -14.6320000000000 |
| 69 | 326.738 | 346.4295 | -19.6915 |
| 70 | 320.838 | 340.97 | -20.1320000000000 |
| 71 | 318.62 | 334.820666666667 | -16.2006666666667 |
| 72 | 331.533 | 340.566 | -9.03299999999992 |
| 73 | 335.378 | 347.652142857143 | -12.2741428571426 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 15 | 0.00779846076505827 | 0.0155969215301165 | 0.992201539234942 |
| 16 | 0.00186247244708416 | 0.00372494489416833 | 0.998137527552916 |
| 17 | 0.000498485719017094 | 0.000996971438034188 | 0.999501514280983 |
| 18 | 0.000108356068943110 | 0.000216712137886221 | 0.999891643931057 |
| 19 | 2.74507807691628e-05 | 5.49015615383256e-05 | 0.99997254921923 |
| 20 | 6.37998528405823e-06 | 1.27599705681165e-05 | 0.999993620014716 |
| 21 | 1.32972236698331e-06 | 2.65944473396662e-06 | 0.999998670277633 |
| 22 | 8.59955654511575e-07 | 1.71991130902315e-06 | 0.999999140044346 |
| 23 | 5.92412625450168e-07 | 1.18482525090034e-06 | 0.999999407587375 |
| 24 | 4.21462116978146e-07 | 8.42924233956291e-07 | 0.999999578537883 |
| 25 | 1.38218526606853e-07 | 2.76437053213705e-07 | 0.999999861781473 |
| 26 | 6.58979633211423e-08 | 1.31795926642285e-07 | 0.999999934102037 |
| 27 | 7.18183666998822e-08 | 1.43636733399764e-07 | 0.999999928181633 |
| 28 | 4.43421951515017e-08 | 8.86843903030035e-08 | 0.999999955657805 |
| 29 | 3.58429839086521e-08 | 7.16859678173043e-08 | 0.999999964157016 |
| 30 | 4.74078888619272e-08 | 9.48157777238544e-08 | 0.999999952592111 |
| 31 | 5.32344907582851e-08 | 1.06468981516570e-07 | 0.99999994676551 |
| 32 | 6.46585054750482e-08 | 1.29317010950096e-07 | 0.999999935341495 |
| 33 | 5.00289609891879e-07 | 1.00057921978376e-06 | 0.99999949971039 |
| 34 | 9.78723606968299e-05 | 0.000195744721393660 | 0.999902127639303 |
| 35 | 0.0028676443430122 | 0.0057352886860244 | 0.997132355656988 |
| 36 | 0.0299483783335958 | 0.0598967566671916 | 0.970051621666404 |
| 37 | 0.101602305619611 | 0.203204611239222 | 0.89839769438039 |
| 38 | 0.293019114300803 | 0.586038228601606 | 0.706980885699197 |
| 39 | 0.552686969963113 | 0.894626060073774 | 0.447313030036887 |
| 40 | 0.709783943828292 | 0.580432112343417 | 0.290216056171708 |
| 41 | 0.838523562470013 | 0.322952875059974 | 0.161476437529987 |
| 42 | 0.908971031795041 | 0.182057936409918 | 0.0910289682049588 |
| 43 | 0.927835163483651 | 0.144329673032698 | 0.0721648365163492 |
| 44 | 0.933073128364145 | 0.13385374327171 | 0.066926871635855 |
| 45 | 0.946699860866973 | 0.106600278266055 | 0.0533001391330275 |
| 46 | 0.952183843640513 | 0.0956323127189742 | 0.0478161563594871 |
| 47 | 0.95190084821779 | 0.0961983035644201 | 0.0480991517822101 |
| 48 | 0.94931865290646 | 0.101362694187078 | 0.050681347093539 |
| 49 | 0.946697245320135 | 0.106605509359730 | 0.0533027546798649 |
| 50 | 0.93812007156245 | 0.123759856875100 | 0.0618799284375499 |
| 51 | 0.93470498353978 | 0.130590032920441 | 0.0652950164602207 |
| 52 | 0.927613876028725 | 0.14477224794255 | 0.072386123971275 |
| 53 | 0.925506740873205 | 0.148986518253589 | 0.0744932591267947 |
| 54 | 0.918470024845228 | 0.163059950309544 | 0.0815299751547722 |
| 55 | 0.904429835766573 | 0.191140328466855 | 0.0955701642334274 |
| 56 | 0.889251422891438 | 0.221497154217125 | 0.110748577108562 |
| 57 | 0.867977443127807 | 0.264045113744386 | 0.132022556872193 |
| 58 | 0.827061397972247 | 0.345877204055506 | 0.172938602027753 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 20 | 0.454545454545455 | NOK |
| 5% type I error level | 21 | 0.477272727272727 | NOK |
| 10% type I error level | 24 | 0.545454545454545 | NOK |
