| Multiple Linear Regression - Estimated Regression Equation |
| Chemischenijverheid[t] = + 115.915011590225 -0.00186068543846304Werkloosheid[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) | 115.915011590225 | 16.419973 | 7.0594 | 0 | 0 |
| Werkloosheid | -0.00186068543846304 | 0.030103 | -0.0618 | 0.950929 | 0.475465 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.00818684062857802 |
| R-squared | 6.70243594777358e-05 |
| Adjusted R-squared | -0.0174756594236893 |
| F-TEST (value) | 0.0038206445664858 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 57 |
| p-value | 0.950929288301462 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 7.13249970276784 |
| Sum Squared Residuals | 2899.73546456905 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 120.9 | 114.966062016609 | 5.93393798339135 |
| 2 | 119.6 | 114.958619274855 | 4.64138072514532 |
| 3 | 125.9 | 114.953037218539 | 10.9469627814607 |
| 4 | 116.1 | 114.969783387485 | 1.13021661251454 |
| 5 | 107.5 | 114.997693669062 | -7.4976936690624 |
| 6 | 116.7 | 115.003275725378 | 1.69672427462222 |
| 7 | 112.5 | 115.042350119586 | -2.54235011958551 |
| 8 | 113 | 115.025603950639 | -2.02560395063934 |
| 9 | 126.4 | 114.932569678716 | 11.4674303212838 |
| 10 | 114.1 | 114.921405566085 | -0.821405566085417 |
| 11 | 112.5 | 114.951176533101 | -2.45117653310082 |
| 12 | 112.4 | 114.973504758362 | -2.57350475836237 |
| 13 | 113.1 | 114.980947500116 | -1.88094750011623 |
| 14 | 116.3 | 114.954897903978 | 1.34510209602225 |
| 15 | 111.7 | 114.932569678716 | -3.23256967871619 |
| 16 | 118.8 | 114.923266251524 | 3.87673374847612 |
| 17 | 116.5 | 114.917684195208 | 1.58231580479151 |
| 18 | 125.1 | 114.91582350977 | 10.18417649023 |
| 19 | 113.1 | 114.94001242047 | -1.84001242047005 |
| 20 | 119.6 | 114.917684195208 | 4.68231580479151 |
| 21 | 114.4 | 114.822789237847 | -0.422789237846864 |
| 22 | 114 | 114.804182383462 | -0.80418238346224 |
| 23 | 117.8 | 114.833953350478 | 2.96604664952235 |
| 24 | 117 | 114.865585002932 | 2.13441499706848 |
| 25 | 120.9 | 114.876749115562 | 6.02325088443771 |
| 26 | 115 | 114.845117463108 | 0.154882536891573 |
| 27 | 117.3 | 114.835814035916 | 2.46418596408389 |
| 28 | 119.4 | 114.845117463108 | 4.55488253689158 |
| 29 | 114.9 | 114.86744568837 | 0.0325543116300225 |
| 30 | 125.8 | 114.887913228193 | 10.9120867718069 |
| 31 | 117.6 | 114.91582350977 | 2.68417649022997 |
| 32 | 117.6 | 114.900938026262 | 2.69906197373768 |
| 33 | 114.9 | 114.796739641708 | 0.103260358291618 |
| 34 | 121.9 | 114.791157585393 | 7.10884241460701 |
| 35 | 117 | 114.824649923285 | 2.17535007671467 |
| 36 | 106.4 | 114.865585002932 | -8.46558500293152 |
| 37 | 110.5 | 114.893495284508 | -4.39349528450847 |
| 38 | 113.6 | 114.889773913632 | -1.28977391363155 |
| 39 | 114.2 | 114.880470486439 | -0.680470486439222 |
| 40 | 125.4 | 114.895355969947 | 10.5046440300531 |
| 41 | 124.6 | 114.910241453455 | 9.68975854654536 |
| 42 | 120.2 | 114.926987622401 | 5.2730123775992 |
| 43 | 120.8 | 114.945594476785 | 5.85440552321457 |
| 44 | 111.4 | 114.949315847662 | -3.54931584766235 |
| 45 | 124.1 | 114.850699519424 | 9.24930048057618 |
| 46 | 120.2 | 114.833953350478 | 5.36604664952235 |
| 47 | 125.5 | 114.86744568837 | 10.63255431163 |
| 48 | 116 | 114.895355969947 | 1.10464403005307 |
| 49 | 117 | 114.912102138893 | 2.0878978611069 |
| 50 | 105.7 | 114.908380768016 | -9.20838076801617 |
| 51 | 102 | 114.869306373808 | -12.8693063738084 |
| 52 | 106.4 | 114.874888430124 | -8.47488843012383 |
| 53 | 96.9 | 114.899077340824 | -17.9990773408238 |
| 54 | 107.6 | 114.917684195208 | -7.31768419520849 |
| 55 | 98.8 | 114.932569678716 | -16.1325696787162 |
| 56 | 101.1 | 114.928848307839 | -13.8288483078393 |
| 57 | 105.7 | 114.832092665039 | -9.13209266503918 |
| 58 | 104.6 | 114.800461012585 | -10.2004610125853 |
| 59 | 103.2 | 114.828371294162 | -11.6283712941623 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 5 | 0.0382598513579853 | 0.0765197027159707 | 0.961740148642015 |
| 6 | 0.173219112689637 | 0.346438225379274 | 0.826780887310363 |
| 7 | 0.159195348970081 | 0.318390697940162 | 0.840804651029919 |
| 8 | 0.0863702625431032 | 0.172740525086206 | 0.913629737456897 |
| 9 | 0.0557063489556772 | 0.111412697911354 | 0.944293651044323 |
| 10 | 0.149581189576587 | 0.299162379153174 | 0.850418810423413 |
| 11 | 0.15074649780547 | 0.30149299561094 | 0.84925350219453 |
| 12 | 0.116416400055823 | 0.232832800111645 | 0.883583599944177 |
| 13 | 0.0784613700430007 | 0.156922740086001 | 0.921538629956999 |
| 14 | 0.0482518714615947 | 0.0965037429231894 | 0.951748128538405 |
| 15 | 0.0530080513742356 | 0.106016102748471 | 0.946991948625764 |
| 16 | 0.0323854680429505 | 0.0647709360859009 | 0.967614531957049 |
| 17 | 0.0200960689001258 | 0.0401921378002516 | 0.979903931099874 |
| 18 | 0.0230670226955094 | 0.0461340453910189 | 0.976932977304491 |
| 19 | 0.0178144319967138 | 0.0356288639934277 | 0.982185568003286 |
| 20 | 0.0109812905656463 | 0.0219625811312925 | 0.989018709434354 |
| 21 | 0.0141644916047615 | 0.028328983209523 | 0.985835508395238 |
| 22 | 0.0117916802448418 | 0.0235833604896836 | 0.988208319755158 |
| 23 | 0.0068125483179861 | 0.0136250966359722 | 0.993187451682014 |
| 24 | 0.0038151962454613 | 0.00763039249092261 | 0.996184803754539 |
| 25 | 0.00277906312047488 | 0.00555812624094976 | 0.997220936879525 |
| 26 | 0.001641528764291 | 0.003283057528582 | 0.998358471235709 |
| 27 | 0.000865446103136575 | 0.00173089220627315 | 0.999134553896863 |
| 28 | 0.000498723463833654 | 0.000997446927667309 | 0.999501276536166 |
| 29 | 0.0002680450501716 | 0.000536090100343199 | 0.999731954949828 |
| 30 | 0.000757322543258189 | 0.00151464508651638 | 0.999242677456742 |
| 31 | 0.000426132050552086 | 0.000852264101104173 | 0.999573867949448 |
| 32 | 0.000235107882236277 | 0.000470215764472554 | 0.999764892117764 |
| 33 | 0.00013848292330551 | 0.00027696584661102 | 0.999861517076694 |
| 34 | 0.000116901159465312 | 0.000233802318930625 | 0.999883098840535 |
| 35 | 6.58153597422557e-05 | 0.000131630719484511 | 0.999934184640258 |
| 36 | 0.000202850849104956 | 0.000405701698209911 | 0.999797149150895 |
| 37 | 0.000161300003515578 | 0.000322600007031156 | 0.999838699996484 |
| 38 | 8.56313650410567e-05 | 0.000171262730082113 | 0.999914368634959 |
| 39 | 4.30418143389506e-05 | 8.60836286779011e-05 | 0.999956958185661 |
| 40 | 0.000152883845092228 | 0.000305767690184455 | 0.999847116154908 |
| 41 | 0.000450110531926115 | 0.000900221063852231 | 0.999549889468074 |
| 42 | 0.000496382056784796 | 0.000992764113569592 | 0.999503617943215 |
| 43 | 0.000923441871409122 | 0.00184688374281824 | 0.999076558128591 |
| 44 | 0.000720945782498391 | 0.00144189156499678 | 0.999279054217502 |
| 45 | 0.00276768165343489 | 0.00553536330686977 | 0.997232318346565 |
| 46 | 0.00496833144233559 | 0.00993666288467117 | 0.995031668557664 |
| 47 | 0.123684294629225 | 0.247368589258449 | 0.876315705370775 |
| 48 | 0.260447770920131 | 0.520895541840262 | 0.739552229079869 |
| 49 | 0.833218428131818 | 0.333563143736364 | 0.166781571868182 |
| 50 | 0.844582207678031 | 0.310835584643937 | 0.155417792321969 |
| 51 | 0.82618126263729 | 0.34763747472542 | 0.17381873736271 |
| 52 | 0.805855570508761 | 0.388288858982477 | 0.194144429491239 |
| 53 | 0.893329473095192 | 0.213341053809616 | 0.106670526904808 |
| 54 | 0.982441868194713 | 0.0351162636105736 | 0.0175581318052868 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 23 | 0.46 | NOK |
| 5% type I error level | 31 | 0.62 | NOK |
| 10% type I error level | 34 | 0.68 | NOK |
