| Multiple Linear Regression - Estimated Regression Equation |
| Maandelijksewerkloosheid[t] = + 399.088944444444 + 0.119125661375424M1[t] -6.30220105820107M2[t] -8.53696428571428M3[t] -10.5497275132276M4[t] -13.5971574074074M5[t] -11.8899206349206M6[t] + 6.02448280423279M7[t] + 7.68838624338623M8[t] + 1.68328968253969M9[t] -2.38280687830688M10[t] -7.13873677248678M11[t] -1.39340343915344t + 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) | 399.088944444444 | 9.569634 | 41.7037 | 0 | 0 |
| M1 | 0.119125661375424 | 11.308377 | 0.0105 | 0.99163 | 0.495815 |
| M2 | -6.30220105820107 | 11.775598 | -0.5352 | 0.594495 | 0.297248 |
| M3 | -8.53696428571428 | 11.765123 | -0.7256 | 0.470895 | 0.235447 |
| M4 | -10.5497275132276 | 11.755742 | -0.8974 | 0.373087 | 0.186543 |
| M5 | -13.5971574074074 | 11.747459 | -1.1575 | 0.251673 | 0.125837 |
| M6 | -11.8899206349206 | 11.740275 | -1.0127 | 0.315248 | 0.157624 |
| M7 | 6.02448280423279 | 11.734194 | 0.5134 | 0.609548 | 0.304774 |
| M8 | 7.68838624338623 | 11.729215 | 0.6555 | 0.514658 | 0.257329 |
| M9 | 1.68328968253969 | 11.725342 | 0.1436 | 0.886329 | 0.443165 |
| M10 | -2.38280687830688 | 11.722574 | -0.2033 | 0.839615 | 0.419807 |
| M11 | -7.13873677248678 | 11.720913 | -0.6091 | 0.544784 | 0.272392 |
| t | -1.39340343915344 | 0.113924 | -12.231 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.849858359743331 |
| R-squared | 0.722259231625625 |
| Adjusted R-squared | 0.66671107795075 |
| F-TEST (value) | 13.0023985289058 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 60 |
| p-value | 1.38489220091742e-12 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 20.300258574558 |
| Sum Squared Residuals | 24726.029891635 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 376.974 | 397.814666666668 | -20.8406666666681 |
| 2 | 377.632 | 389.999936507936 | -12.3679365079365 |
| 3 | 378.205 | 386.37176984127 | -8.16676984126978 |
| 4 | 370.861 | 382.965603174603 | -12.1046031746032 |
| 5 | 369.167 | 378.52476984127 | -9.35776984126975 |
| 6 | 371.551 | 378.838603174603 | -7.28760317460311 |
| 7 | 382.842 | 395.359603174603 | -12.5176031746031 |
| 8 | 381.903 | 395.630103174603 | -13.7271031746031 |
| 9 | 384.502 | 388.231603174603 | -3.72960317460311 |
| 10 | 392.058 | 382.772103174603 | 9.28589682539687 |
| 11 | 384.359 | 376.62276984127 | 7.7362301587302 |
| 12 | 388.884 | 382.368103174603 | 6.5158968253969 |
| 13 | 386.586 | 381.093825396825 | 5.49217460317498 |
| 14 | 387.495 | 373.279095238095 | 14.2159047619048 |
| 15 | 385.705 | 369.650928571429 | 16.0540714285714 |
| 16 | 378.67 | 366.244761904762 | 12.4252380952382 |
| 17 | 377.367 | 361.803928571429 | 15.5630714285715 |
| 18 | 376.911 | 362.117761904762 | 14.7932380952381 |
| 19 | 389.827 | 378.638761904762 | 11.1882380952381 |
| 20 | 387.82 | 378.909261904762 | 8.91073809523811 |
| 21 | 387.267 | 371.510761904762 | 15.7562380952381 |
| 22 | 380.575 | 366.051261904762 | 14.5237380952381 |
| 23 | 372.402 | 359.901928571429 | 12.5000714285714 |
| 24 | 376.74 | 365.647261904762 | 11.0927380952381 |
| 25 | 377.795 | 364.372984126984 | 13.4220158730161 |
| 26 | 376.126 | 356.558253968254 | 19.5677460317460 |
| 27 | 370.804 | 352.930087301587 | 17.8739126984127 |
| 28 | 367.98 | 349.523920634921 | 18.4560793650794 |
| 29 | 367.866 | 345.083087301587 | 22.7829126984127 |
| 30 | 366.121 | 345.396920634921 | 20.7240793650794 |
| 31 | 379.421 | 361.917920634921 | 17.5030793650794 |
| 32 | 378.519 | 362.188420634921 | 16.3305793650794 |
| 33 | 372.423 | 354.789920634921 | 17.6330793650794 |
| 34 | 355.072 | 349.330420634921 | 5.74157936507937 |
| 35 | 344.693 | 343.181087301587 | 1.51191269841268 |
| 36 | 342.892 | 348.926420634921 | -6.03442063492065 |
| 37 | 344.178 | 347.652142857143 | -3.47414285714263 |
| 38 | 337.606 | 339.837412698413 | -2.23141269841271 |
| 39 | 327.103 | 336.209246031746 | -9.10624603174603 |
| 40 | 323.953 | 332.803079365079 | -8.8500793650794 |
| 41 | 316.532 | 328.362246031746 | -11.8302460317461 |
| 42 | 306.307 | 328.676079365079 | -22.3690793650794 |
| 43 | 327.225 | 345.197079365079 | -17.9720793650794 |
| 44 | 329.573 | 345.467579365079 | -15.8945793650794 |
| 45 | 313.761 | 338.069079365079 | -24.3080793650794 |
| 46 | 307.836 | 332.609579365079 | -24.7735793650794 |
| 47 | 300.074 | 326.460246031746 | -26.386246031746 |
| 48 | 304.198 | 332.205579365079 | -28.0075793650794 |
| 49 | 306.122 | 330.931301587301 | -24.8093015873014 |
| 50 | 300.414 | 323.116571428571 | -22.7025714285715 |
| 51 | 292.133 | 319.488404761905 | -27.3554047619048 |
| 52 | 290.616 | 316.082238095238 | -25.4662380952381 |
| 53 | 280.244 | 311.641404761905 | -31.3974047619048 |
| 54 | 285.179 | 311.955238095238 | -26.7762380952381 |
| 55 | 305.486 | 328.476238095238 | -22.9902380952381 |
| 56 | 305.957 | 328.746738095238 | -22.7897380952381 |
| 57 | 293.886 | 321.348238095238 | -27.4622380952381 |
| 58 | 289.441 | 315.888738095238 | -26.4477380952381 |
| 59 | 288.776 | 309.739404761905 | -20.9634047619048 |
| 60 | 299.149 | 315.484738095238 | -16.3357380952381 |
| 61 | 306.532 | 314.21046031746 | -7.67846031746016 |
| 62 | 309.914 | 306.39573015873 | 3.51826984126978 |
| 63 | 313.468 | 302.767563492064 | 10.7004365079365 |
| 64 | 314.901 | 299.361396825397 | 15.5396031746031 |
| 65 | 309.16 | 294.920563492064 | 14.2394365079365 |
| 66 | 316.15 | 295.234396825397 | 20.9156031746031 |
| 67 | 336.544 | 311.755396825397 | 24.7886031746031 |
| 68 | 339.196 | 312.025896825397 | 27.1701031746031 |
| 69 | 326.738 | 304.627396825397 | 22.1106031746031 |
| 70 | 320.838 | 299.167896825397 | 21.6701031746031 |
| 71 | 318.62 | 293.018563492064 | 25.6014365079365 |
| 72 | 331.533 | 298.763896825397 | 32.7691031746031 |
| 73 | 335.378 | 297.489619047619 | 37.8883809523811 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 7.82716348216002e-05 | 0.000156543269643200 | 0.999921728365178 |
| 17 | 2.64739844036383e-06 | 5.29479688072766e-06 | 0.99999735260156 |
| 18 | 1.07224366610251e-06 | 2.14448733220503e-06 | 0.999998927756334 |
| 19 | 5.8294858276586e-08 | 1.16589716553172e-07 | 0.999999941705142 |
| 20 | 5.17741895871307e-09 | 1.03548379174261e-08 | 0.999999994822581 |
| 21 | 5.37506316177653e-09 | 1.07501263235531e-08 | 0.999999994624937 |
| 22 | 5.83555960711212e-06 | 1.16711192142242e-05 | 0.999994164440393 |
| 23 | 1.61781803239488e-05 | 3.23563606478976e-05 | 0.999983821819676 |
| 24 | 1.88342885362498e-05 | 3.76685770724996e-05 | 0.999981165711464 |
| 25 | 7.03128401072435e-06 | 1.40625680214487e-05 | 0.99999296871599 |
| 26 | 3.45055823378163e-06 | 6.90111646756326e-06 | 0.999996549441766 |
| 27 | 2.82393443080600e-06 | 5.64786886161200e-06 | 0.99999717606557 |
| 28 | 1.20425709091510e-06 | 2.40851418183021e-06 | 0.99999879574291 |
| 29 | 5.96895638894492e-07 | 1.19379127778898e-06 | 0.99999940310436 |
| 30 | 3.91125133886769e-07 | 7.82250267773539e-07 | 0.999999608874866 |
| 31 | 2.17072092921056e-07 | 4.34144185842111e-07 | 0.999999782927907 |
| 32 | 1.26816881117096e-07 | 2.53633762234192e-07 | 0.99999987318312 |
| 33 | 3.08561776688866e-07 | 6.17123553377732e-07 | 0.999999691438223 |
| 34 | 2.11861642261216e-05 | 4.23723284522431e-05 | 0.999978813835774 |
| 35 | 0.000358487666940773 | 0.000716975333881547 | 0.99964151233306 |
| 36 | 0.0035690813587 | 0.0071381627174 | 0.9964309186413 |
| 37 | 0.00976272737630628 | 0.0195254547526126 | 0.990237272623694 |
| 38 | 0.0368339022096982 | 0.0736678044193964 | 0.963166097790302 |
| 39 | 0.115873259643585 | 0.231746519287171 | 0.884126740356415 |
| 40 | 0.218934004818834 | 0.437868009637668 | 0.781065995181166 |
| 41 | 0.434438489495991 | 0.868876978991981 | 0.565561510504009 |
| 42 | 0.60434931925493 | 0.79130136149014 | 0.39565068074507 |
| 43 | 0.693889056419862 | 0.612221887160275 | 0.306110943580138 |
| 44 | 0.78420340544365 | 0.431593189112698 | 0.215796594556349 |
| 45 | 0.891926735924997 | 0.216146528150006 | 0.108073264075003 |
| 46 | 0.965461857297017 | 0.0690762854059666 | 0.0345381427029833 |
| 47 | 0.991414807632188 | 0.017170384735623 | 0.0085851923678115 |
| 48 | 0.99815173751065 | 0.00369652497870032 | 0.00184826248935016 |
| 49 | 0.999949916397746 | 0.000100167204508931 | 5.00836022544653e-05 |
| 50 | 0.999999674582958 | 6.50834084964026e-07 | 3.25417042482013e-07 |
| 51 | 0.99999994249132 | 1.15017359525667e-07 | 5.75086797628333e-08 |
| 52 | 0.999999993470988 | 1.30580241381422e-08 | 6.52901206907111e-09 |
| 53 | 0.999999967570653 | 6.48586940590337e-08 | 3.24293470295168e-08 |
| 54 | 0.999999497707042 | 1.00458591651325e-06 | 5.02292958256626e-07 |
| 55 | 0.999992465022608 | 1.50699547848338e-05 | 7.5349773924169e-06 |
| 56 | 0.999941229558563 | 0.000117540882874145 | 5.87704414370725e-05 |
| 57 | 0.999553295900513 | 0.000893408198973731 | 0.000446704099486866 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 31 | 0.738095238095238 | NOK |
| 5% type I error level | 33 | 0.785714285714286 | NOK |
| 10% type I error level | 35 | 0.833333333333333 | NOK |
