Multiple Linear Regression - Estimated Regression Equation |
Maandelijksewerkloosheid[t] = -0.183652070354275 + 1.20254216823031`y-1`[t] -0.214870097411409`y-2`[t] + 1.50326958825658M1[t] + 0.369180753062720M2[t] + 5.28169004288971M3[t] + 20.4613599093827M4[t] + 0.922364121497752M5[t] -3.26128468113092M6[t] + 0.224615886414515M7[t] -0.958884920620017M8[t] + 10.9984677302770M9[t] + 4.95759091526634M10[t] + 1.75349249114326M11[t] + 0.0097300254562701t + 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) | -0.183652070354275 | 13.970307 | -0.0131 | 0.989559 | 0.494779 |
`y-1` | 1.20254216823031 | 0.130462 | 9.2176 | 0 | 0 |
`y-2` | -0.214870097411409 | 0.134291 | -1.6 | 0.115321 | 0.057661 |
M1 | 1.50326958825658 | 3.048158 | 0.4932 | 0.623854 | 0.311927 |
M2 | 0.369180753062720 | 3.049144 | 0.1211 | 0.904071 | 0.452036 |
M3 | 5.28169004288971 | 3.064567 | 1.7235 | 0.090422 | 0.045211 |
M4 | 20.4613599093827 | 3.071182 | 6.6624 | 0 | 0 |
M5 | 0.922364121497752 | 3.884017 | 0.2375 | 0.813169 | 0.406585 |
M6 | -3.26128468113092 | 3.065967 | -1.0637 | 0.29211 | 0.146055 |
M7 | 0.224615886414515 | 3.140223 | 0.0715 | 0.943236 | 0.471618 |
M8 | -0.958884920620017 | 3.075958 | -0.3117 | 0.75642 | 0.37821 |
M9 | 10.9984677302770 | 3.087704 | 3.562 | 0.000769 | 0.000384 |
M10 | 4.95759091526634 | 3.195328 | 1.5515 | 0.126515 | 0.063257 |
M11 | 1.75349249114326 | 3.210875 | 0.5461 | 0.587198 | 0.293599 |
t | 0.0097300254562701 | 0.06012 | 0.1618 | 0.872023 | 0.436011 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.991883600157207 |
R-squared | 0.983833076260821 |
Adjusted R-squared | 0.97971785930903 |
F-TEST (value) | 239.071982786391 |
F-TEST (DF numerator) | 14 |
F-TEST (DF denominator) | 55 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 5.01201653518303 |
Sum Squared Residuals | 1381.61703619215 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 370.861 | 374.994983653238 | -4.13398365323801 |
2 | 369.167 | 364.9160345942 | 4.25096540580037 |
3 | 371.551 | 369.37917347189 | 2.1718265281099 |
4 | 382.842 | 387.799423837915 | -4.95742383791536 |
5 | 381.903 | 381.335811384746 | 0.56718861525373 |
6 | 384.502 | 373.606607241733 | 10.8953927582666 |
7 | 392.058 | 380.429407951435 | 11.6285920485650 |
8 | 384.359 | 387.783598409833 | -3.42459840983272 |
9 | 388.884 | 388.86875047694 | 0.0152495230597461 |
10 | 386.586 | 389.933391878598 | -3.34739187859845 |
11 | 387.495 | 383.003294386552 | 4.49170561344823 |
12 | 385.705 | 382.846414235638 | 2.85858576436245 |
13 | 378.67 | 382.011546449671 | -3.34154644967112 |
14 | 377.367 | 372.8119209608 | 4.55507903920022 |
15 | 376.911 | 377.678858966168 | -0.767858966168222 |
16 | 389.827 | 392.599875366332 | -2.77287536633149 |
17 | 387.82 | 388.700625013185 | -0.880625013185109 |
18 | 387.267 | 379.337941926209 | 7.9290580737913 |
19 | 380.575 | 382.599810985684 | -2.02481098568376 |
20 | 372.402 | 373.497451178177 | -1.09545117817678 |
21 | 376.74 | 377.074067405461 | -0.334067405460917 |
22 | 377.795 | 378.015681847833 | -0.220681847833032 |
23 | 376.126 | 375.157888954079 | 0.968111045921455 |
24 | 370.804 | 371.180395656846 | -0.376395656846087 |
25 | 367.98 | 366.652084043817 | 1.32791595618317 |
26 | 367.866 | 363.275284809420 | 4.59071519057954 |
27 | 366.121 | 368.667227472615 | -2.54622747261524 |
28 | 379.421 | 381.782686472107 | -2.36168647210748 |
29 | 378.519 | 378.622179867125 | -0.103179867124845 |
30 | 372.423 | 370.505795758637 | 1.91720424136302 |
31 | 355.072 | 366.864542121972 | -11.7925421219718 |
32 | 344.693 | 346.135310293249 | -1.44231029324942 |
33 | 342.892 | 349.349418865726 | -6.4574188657257 |
34 | 344.178 | 343.382630372222 | 0.79536962777849 |
35 | 337.606 | 342.121712247337 | -4.51571224733682 |
36 | 327.103 | 332.198519706769 | -5.09551970676916 |
37 | 323.953 | 322.493345207747 | 1.45965479225310 |
38 | 316.532 | 319.837759201196 | -3.30575920119582 |
39 | 306.307 | 316.512773892888 | -10.2057738928879 |
40 | 327.225 | 321.000731107572 | 6.22426889242769 |
41 | 329.573 | 328.823289166217 | 0.749710833783046 |
42 | 313.761 | 322.978286702397 | -9.21728670239736 |
43 | 307.836 | 306.954805542620 | 0.881194457380497 |
44 | 300.074 | 302.053498394546 | -1.97949839454584 |
45 | 304.198 | 305.959554088258 | -1.76155408825816 |
46 | 306.122 | 306.555512896593 | -0.433512896592794 |
47 | 300.414 | 304.788711347877 | -4.37471134787652 |
48 | 292.133 | 295.767428118511 | -3.63442811851135 |
49 | 290.616 | 288.548654553133 | 2.06734544686668 |
50 | 280.244 | 287.379378550854 | -7.1353785508542 |
51 | 285.179 | 280.154808435026 | 5.0241915649741 |
52 | 305.486 | 303.507386577543 | 1.97861342245723 |
53 | 305.957 | 307.337760694642 | -1.38076069464172 |
54 | 293.886 | 299.366872210572 | -5.48087221057227 |
55 | 289.441 | 288.245412474985 | 1.19558752501477 |
56 | 288.776 | 284.320038701476 | 4.45596129852374 |
57 | 299.149 | 296.44252841895 | 2.70647158104979 |
58 | 306.532 | 303.028240155227 | 3.50375984477264 |
59 | 309.914 | 306.483393064156 | 3.43060693584366 |
60 | 313.468 | 307.220242282236 | 6.24775771776418 |
61 | 314.901 | 312.280386092394 | 2.62061390760617 |
62 | 309.16 | 312.11562188353 | -2.95562188353011 |
63 | 316.15 | 309.826157761413 | 6.32384223858733 |
64 | 336.544 | 334.654896638531 | 1.88910336146939 |
65 | 339.196 | 338.148333874085 | 1.0476661259149 |
66 | 326.738 | 332.781496160451 | -6.04349616045127 |
67 | 320.838 | 320.726020923305 | 0.111979076695329 |
68 | 318.62 | 315.134103022719 | 3.48589697728102 |
69 | 331.533 | 325.701680744665 | 5.83131925533524 |
70 | 335.378 | 335.675542849527 | -0.297542849526853 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
18 | 0.0613927983134604 | 0.122785596626921 | 0.93860720168654 |
19 | 0.237595046330777 | 0.475190092661554 | 0.762404953669223 |
20 | 0.502768429770029 | 0.994463140459942 | 0.497231570229971 |
21 | 0.431734984074524 | 0.863469968149048 | 0.568265015925476 |
22 | 0.340696652678709 | 0.681393305357418 | 0.659303347321291 |
23 | 0.273940825325893 | 0.547881650651786 | 0.726059174674107 |
24 | 0.208602716216194 | 0.417205432432388 | 0.791397283783806 |
25 | 0.218960499643957 | 0.437920999287914 | 0.781039500356043 |
26 | 0.269725615581302 | 0.539451231162605 | 0.730274384418698 |
27 | 0.218730610098741 | 0.437461220197483 | 0.781269389901259 |
28 | 0.158392070491130 | 0.316784140982260 | 0.84160792950887 |
29 | 0.113497563873309 | 0.226995127746618 | 0.88650243612669 |
30 | 0.469017451989853 | 0.938034903979706 | 0.530982548010147 |
31 | 0.881987614315669 | 0.236024771368662 | 0.118012385684331 |
32 | 0.844248604821949 | 0.311502790356102 | 0.155751395178051 |
33 | 0.823473541072964 | 0.353052917854072 | 0.176526458927036 |
34 | 0.81112088507921 | 0.377758229841579 | 0.188879114920789 |
35 | 0.774501512566393 | 0.450996974867214 | 0.225498487433607 |
36 | 0.722254775241118 | 0.555490449517763 | 0.277745224758882 |
37 | 0.723830929054035 | 0.552338141891931 | 0.276169070945965 |
38 | 0.765902708580048 | 0.468194582839903 | 0.234097291419952 |
39 | 0.930427298703822 | 0.139145402592356 | 0.069572701296178 |
40 | 0.99385427993023 | 0.0122914401395389 | 0.00614572006976943 |
41 | 0.994567832972944 | 0.0108643340541110 | 0.00543216702705549 |
42 | 0.995056823462872 | 0.0098863530742565 | 0.00494317653712825 |
43 | 0.998036679355187 | 0.00392664128962641 | 0.00196332064481320 |
44 | 0.995712319377329 | 0.00857536124534284 | 0.00428768062267142 |
45 | 0.991250976025947 | 0.0174980479481063 | 0.00874902397405313 |
46 | 0.999142580882296 | 0.00171483823540861 | 0.000857419117704304 |
47 | 0.999887878864775 | 0.000224242270450462 | 0.000112121135225231 |
48 | 0.999534775219657 | 0.00093044956068597 | 0.000465224780342985 |
49 | 0.99879830172989 | 0.00240339654022173 | 0.00120169827011087 |
50 | 0.99638761196404 | 0.00722477607191922 | 0.00361238803595961 |
51 | 0.987315831898554 | 0.0253683362028922 | 0.0126841681014461 |
52 | 0.955975005935158 | 0.088049988129684 | 0.044024994064842 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 8 | 0.228571428571429 | NOK |
5% type I error level | 12 | 0.342857142857143 | NOK |
10% type I error level | 13 | 0.371428571428571 | NOK |