Multiple Linear Regression - Estimated Regression Equation

werkloosheid[t] = + 419.778003374043 + 1.76129274906834chemie[t] + 1.60376814161943vm[t] -1.20989112286638textiel[t] -16.5723552810496maand[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)	419.778003374043	70.359665	5.9662	0	0
chemie	1.76129274906834	0.447416	3.9366	0.000141	7.1e-05
vm	1.60376814161943	0.532863	3.0097	0.003209	0.001604
textiel	-1.20989112286638	0.327323	-3.6963	0.000335	0.000168
maand	-16.5723552810496	8.666188	-1.9123	0.058304	0.029152

Multiple Linear Regression - Regression Statistics
Multiple R	0.551026185417988
R-squared	0.303629857016299
Adjusted R-squared	0.279617093465137
F-TEST (value)	12.6445195018632
F-TEST (DF numerator)	4
F-TEST (DF denominator)	116
p-value	1.42720724127798e-08
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	39.9751882720934
Sum Squared Residuals	185369.81857716

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	467	484.40770824616	-17.40770824616
2	460	474.925909855434	-14.9259098554338
3	448	491.305265591007	-43.3052655910071
4	443	485.456424158499	-42.4564241584994
5	436	494.068056170259	-58.0680561702585
6	431	493.199106470537	-62.1991064705367
7	484	489.864071608844	-5.86407160884383
8	510	527.956429537396	-17.9564295373956
9	513	476.986179219608	36.0138207803923
10	503	494.169028353406	8.83097164659409
11	471	491.796516024593	-20.7965160245925
12	471	502.48759606788	-31.4875960678798
13	476	507.795116777933	-31.7951167779328
14	475	500.750488621151	-25.7504886211514
15	470	521.916407752451	-51.9164077524511
16	461	523.626969472923	-62.6269694729228
17	455	530.495939037782	-75.4959390377823
18	456	520.219027477595	-64.2190274775954
19	517	538.155828894874	-21.1558288948736
20	525	545.031176147571	-20.0311761475714
21	523	508.044677400247	14.9553225997534
22	519	526.80347909199	-7.8034790919897
23	509	503.077673386808	5.92232661319225
24	512	535.566386762255	-23.5663867622554
25	519	529.214658408514	-10.2146584085135
26	517	517.492974984933	-0.49297498493337
27	510	542.131559516823	-32.131559516823
28	509	533.633328693917	-24.6333286939167
29	501	524.72608926582	-23.72608926582
30	507	540.649814118985	-33.6498141189848
31	569	550.309743194861	18.6902568051387
32	580	562.697968065149	17.3020319348514
33	578	542.043626162302	35.9563738376982
34	565	554.225395346043	10.7746046539575
35	547	535.394928834621	11.6050711653786
36	555	573.636241650457	-18.6362416504568
37	562	528.793626545813	33.2063734541866
38	561	532.550255088033	28.4497449119668
39	555	559.699807649392	-4.69980764939207
40	544	542.292028031168	1.70797196883199
41	537	542.462341436063	-5.46234143606337
42	543	544.430340628446	-1.43034062844613
43	594	554.309547610086	39.6904523899144
44	611	566.30032402404	44.69967597596
45	613	568.896963127947	44.1030368720532
46	611	541.547005419841	69.4529945801592
47	594	545.796388922852	48.2036110771481
48	595	582.978139382664	12.0218606173359
49	591	538.914760430125	52.0852395698753
50	589	506.534023891005	82.465976108995
51	584	540.016223012013	43.9837769879872
52	573	529.355089832222	43.6449101677779
53	567	540.446687360691	26.5533126393087
54	569	565.904531416918	3.09546858308171
55	621	537.978162396579	83.021837603421
56	629	572.739313023232	56.2606869767677
57	628	537.405691018682	90.5943089813178
58	612	540.304536231185	71.6954637688146
59	595	545.127308539377	49.8726914606234
60	597	560.424126286841	36.575873713159
61	593	548.532070614611	44.4679293853891
62	590	526.456898350455	63.5431016495451
63	580	556.414497463057	23.5855025369434
64	574	532.994850548219	41.0051494517815
65	573	552.090472377043	20.909527622957
66	573	533.677407799603	39.3225922003972
67	620	536.777600090165	83.2223999098354
68	626	582.383437803601	43.6165621963994
69	620	538.369280039485	81.6307199605151
70	588	557.781448954037	30.2185510459631
71	566	543.186288877769	22.8137111222307
72	557	565.267818720746	-8.26781872074593
73	561	544.625290262264	16.3747097377358
74	549	526.632295294469	22.3677047055312
75	532	561.22338162945	-29.2233816294499
76	526	547.647839702471	-21.6478397024707
77	511	550.28416611283	-39.2841661128302
78	499	542.537507180359	-43.5375071803588
79	555	562.6805097767	-7.68050977670014
80	565	580.58600220754	-15.5860022075395
81	542	529.381355497577	12.6186445024225
82	527	545.940719902615	-18.9407199026153
83	510	541.983862199928	-31.9838621999283
84	514	559.554679651602	-45.5546796516022
85	517	554.627463209926	-37.6274632099258
86	508	539.693258885889	-31.6932588858889
87	493	539.036888699703	-46.0368886997031
88	490	549.966553052041	-59.9665530520414
89	469	538.587851761928	-69.5878517619276
90	478	555.674962443019	-77.6749624430194
91	528	562.311485191185	-34.3114851911849
92	534	587.954962034121	-53.9549620341212
93	518	555.741020993104	-37.7410209931044
94	506	568.534578230793	-62.534578230793
95	502	538.036325579114	-36.036325579114
96	516	559.037235849057	-43.0372358490574
97	528	535.200993183663	-7.20099318366256
98	533	515.368034863257	17.6319651367425
99	536	546.466974133669	-10.4669741336686
100	537	532.036894297197	4.9631057028033
101	524	537.798847623406	-13.798847623406
102	536	553.615484606108	-17.6154846061083
103	587	543.763431337733	43.2365686622669
104	597	564.848284676396	32.1517153236041
105	581	531.380406776117	49.6195932238831
106	564	548.575953007178	15.4240469928216
107	558	529.44601335023	28.5539866497704
108	575	546.24650461803	28.7534953819705
109	580	528.060025243543	51.9399747564566
110	575	552.492938254543	22.5070617454574
111	563	588.747394427892	-25.7473944278915
112	552	570.231853140098	-18.2318531400981
113	537	575.638074270132	-38.6380742701316
114	545	584.238252063925	-39.2382520639253
115	601	579.186551976515	21.8134480234848
116	604	595.275545995535	8.72445400446476
117	586	573.177413460685	12.8225865393147
118	564	582.677292870439	-18.6772928704385
119	549	585.168275131173	-36.1682751311728
120	551	592.744777293721	-41.7447772937214
121	556	587.932504737499	-31.9325047374993

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
8	0.18778437359767	0.37556874719534	0.81221562640233
9	0.0928184492606079	0.185636898521216	0.907181550739392
10	0.038487092545216	0.076974185090432	0.961512907454784
11	0.0485227078194099	0.0970454156388197	0.95147729218059
12	0.0531463481435456	0.106292696287091	0.946853651856454
13	0.0436778396942296	0.0873556793884592	0.95632216030577
14	0.0318076716039547	0.0636153432079094	0.968192328396045
15	0.0198644365085798	0.0397288730171595	0.98013556349142
16	0.0121047806651143	0.0242095613302285	0.987895219334886
17	0.00926375406104017	0.0185275081220803	0.99073624593896
18	0.00797550824408587	0.0159510164881717	0.992024491755914
19	0.0194330691817574	0.0388661383635148	0.980566930818243
20	0.0141674044934877	0.0283348089869754	0.985832595506512
21	0.0150490089072847	0.0300980178145694	0.984950991092715
22	0.00912093376411401	0.018241867528228	0.990879066235886
23	0.00700092486547519	0.0140018497309504	0.992999075134525
24	0.00455985653081908	0.00911971306163815	0.995440143469181
25	0.012468713538704	0.0249374270774079	0.987531286461296
26	0.0188180752023383	0.0376361504046767	0.981181924797662
27	0.0187945423574698	0.0375890847149397	0.98120545764253
28	0.0166022275127593	0.0332044550255186	0.983397772487241
29	0.0175945635083305	0.0351891270166611	0.982405436491669
30	0.0175422355338266	0.0350844710676532	0.982457764466173
31	0.0289171928510337	0.0578343857020674	0.971082807148966
32	0.0358749337433704	0.0717498674867409	0.96412506625663
33	0.0629940498691521	0.125988099738304	0.937005950130848
34	0.0460991606385383	0.0921983212770766	0.953900839361462
35	0.048158974690295	0.09631794938059	0.951841025309705
36	0.0450275388456521	0.0900550776913042	0.954972461154348
37	0.0909829394893281	0.181965878978656	0.909017060510672
38	0.169561571602002	0.339123143204004	0.830438428397998
39	0.154540111798085	0.30908022359617	0.845459888201915
40	0.180669292153172	0.361338584306345	0.819330707846828
41	0.281430862518305	0.56286172503661	0.718569137481695
42	0.244699423189066	0.489398846378133	0.755300576810934
43	0.267707471617763	0.535414943235527	0.732292528382237
44	0.237029452101242	0.474058904202484	0.762970547898758
45	0.229432629201655	0.45886525840331	0.770567370798345
46	0.252418712453596	0.504837424907191	0.747581287546404
47	0.216765469800644	0.433530939601288	0.783234530199356
48	0.218199495015279	0.436398990030557	0.781800504984721
49	0.196924868530497	0.393849737060993	0.803075131469503
50	0.247655809427026	0.495311618854051	0.752344190572974
51	0.208404989145112	0.416809978290223	0.791595010854888
52	0.171232716258259	0.342465432516517	0.828767283741741
53	0.152665659731324	0.305331319462649	0.847334340268676
54	0.168176479307559	0.336352958615118	0.831823520692441
55	0.204828569904723	0.409657139809447	0.795171430095277
56	0.170641789362227	0.341283578724453	0.829358210637773
57	0.238457481265386	0.476914962530772	0.761542518734614
58	0.238907701906037	0.477815403812074	0.761092298093963
59	0.225169625585429	0.450339251170857	0.774830374414571
60	0.204289274189262	0.408578548378523	0.795710725810738
61	0.172709141363674	0.345418282727347	0.827290858636326
62	0.163147407583308	0.326294815166616	0.836852592416692
63	0.159707630509453	0.319415261018905	0.840292369490547
64	0.130140531469933	0.260281062939867	0.869859468530067
65	0.118920489700938	0.237840979401877	0.881079510299062
66	0.108498195462936	0.216996390925872	0.891501804537064
67	0.153865569348046	0.307731138696092	0.846134430651954
68	0.143177272701621	0.286354545403243	0.856822727298379
69	0.311941717058256	0.623883434116513	0.688058282941744
70	0.386945692398721	0.773891384797441	0.613054307601279
71	0.430958144428251	0.861916288856503	0.569041855571749
72	0.471189485728063	0.942378971456127	0.528810514271937
73	0.469516528133852	0.939033056267703	0.530483471866148
74	0.459454949018854	0.918909898037708	0.540545050981146
75	0.543918954234847	0.912162091530307	0.456081045765153
76	0.582042379482664	0.835915241034673	0.417957620517336
77	0.67715556846859	0.64568886306282	0.32284443153141
78	0.762194557133438	0.475610885733124	0.237805442866562
79	0.740861305916998	0.518277388166005	0.259138694083002
80	0.753624984729774	0.492750030540451	0.246375015270226
81	0.712511654738175	0.574976690523649	0.287488345261825
82	0.686237874723275	0.62752425055345	0.313762125276725
83	0.766129843056512	0.467740313886977	0.233870156943488
84	0.860387177564443	0.279225644871114	0.139612822435557
85	0.879254885042872	0.241490229914257	0.120745114957128
86	0.880023378445261	0.239953243109478	0.119976621554739
87	0.88840127910343	0.22319744179314	0.11159872089657
88	0.903857871100895	0.192284257798211	0.0961421288991054
89	0.958006390015613	0.0839872199687729	0.0419936099843865
90	0.987155678912241	0.0256886421755181	0.0128443210877591
91	0.984174838175806	0.0316503236483879	0.0158251618241939
92	0.990018116281484	0.0199637674370327	0.00998188371851635
93	0.986738442411192	0.0265231151776162	0.0132615575888081
94	0.988650683268832	0.0226986334623364	0.0113493167311682
95	0.993245037009157	0.0135099259816869	0.00675496299084343
96	0.995746743299061	0.00850651340187809	0.00425325670093904
97	0.995658563985756	0.00868287202848714	0.00434143601424357
98	0.995111376990369	0.0097772460192614	0.0048886230096307
99	0.99339535925483	0.0132092814903393	0.00660464074516966
100	0.991773662270473	0.0164526754590538	0.00822633772952692
101	0.997534275165107	0.00493144966978637	0.00246572483489319
102	0.998180997723992	0.00363800455201659	0.0018190022760083
103	0.996774610394575	0.00645077921085074	0.00322538960542537
104	0.994282960207014	0.0114340795859714	0.00571703979298569
105	0.991156236749821	0.0176875265003572	0.00884376325017861
106	0.982383353718156	0.0352332925636876	0.0176166462818438
107	0.968042108843532	0.0639157823129368	0.0319578911564684
108	0.940370009056614	0.119259981886771	0.0596299909433856
109	0.896772606216023	0.206454787567955	0.103227393783977
110	0.826031300357425	0.34793739928515	0.173968699642575
111	0.72548414961353	0.549031700772941	0.27451585038647
112	0.605137640296617	0.789724719406766	0.394862359703383
113	0.870029229280788	0.259941541438424	0.129970770719212

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	7	0.0660377358490566	NOK
5% type I error level	33	0.311320754716981	NOK
10% type I error level	44	0.415094339622642	NOK