| Multiple Linear Regression - Estimated Regression Equation |
| werkloosheid[t] = + 541.648576542787 + 1.65790417896578chemie[t] + 1.30062902932828vm[t] -1.07432224720792textiel[t] -27.4714828647958maand[t] + 0.391142660455226t + 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) | 541.648576542787 | 136.302255 | 3.9739 | 0.000124 | 6.2e-05 |
| chemie | 1.65790417896578 | 0.45808 | 3.6192 | 0.000441 | 0.00022 |
| vm | 1.30062902932828 | 0.606683 | 2.1438 | 0.034152 | 0.017076 |
| textiel | -1.07432224720792 | 0.352032 | -3.0518 | 0.002826 | 0.001413 |
| maand | -27.4714828647958 | 13.567308 | -2.0248 | 0.045201 | 0.022601 |
| t | 0.391142660455226 | 0.374723 | 1.0438 | 0.298759 | 0.149379 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.556925151059846 |
| R-squared | 0.310165623883032 |
| Adjusted R-squared | 0.280172824921425 |
| F-TEST (value) | 10.341336408118 |
| F-TEST (DF numerator) | 5 |
| F-TEST (DF denominator) | 115 |
| p-value | 3.30826736005818e-08 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 39.9597660879219 |
| Sum Squared Residuals | 183630.034167165 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 467 | 481.784623732701 | -14.7846237327013 |
| 2 | 460 | 474.356077117317 | -14.3560771173166 |
| 3 | 448 | 488.400341990053 | -40.4003419900531 |
| 4 | 443 | 484.229156525166 | -41.2291565251663 |
| 5 | 436 | 491.604325100953 | -55.6043251009533 |
| 6 | 431 | 491.22794180805 | -60.2279418080496 |
| 7 | 484 | 488.185311258234 | -4.18531125823423 |
| 8 | 510 | 521.816550798927 | -11.8165507989274 |
| 9 | 513 | 476.462457195523 | 36.5375428044775 |
| 10 | 503 | 491.128439365858 | 11.8715606341418 |
| 11 | 471 | 490.103213793372 | -19.1032137933719 |
| 12 | 471 | 500.871239143256 | -29.8712391432558 |
| 13 | 476 | 506.970880456006 | -30.9708804560056 |
| 14 | 475 | 501.431356196146 | -26.4313561961459 |
| 15 | 470 | 520.520280661416 | -50.5202806614163 |
| 16 | 461 | 522.788664717471 | -61.7886647174705 |
| 17 | 455 | 528.806161880739 | -73.8061618807391 |
| 18 | 456 | 519.543329244667 | -63.5433292446674 |
| 19 | 517 | 536.143725708152 | -19.1437257081523 |
| 20 | 525 | 541.832455924591 | -16.8324559245906 |
| 21 | 523 | 508.670692997848 | 14.3293070021523 |
| 22 | 519 | 524.370132733849 | -5.37013273384918 |
| 23 | 509 | 505.29602219186 | 3.7039778081397 |
| 24 | 512 | 534.522603622523 | -22.522603622523 |
| 25 | 519 | 531.172169645428 | -12.1721696454278 |
| 26 | 517 | 520.764795209421 | -3.7647952094205 |
| 27 | 510 | 543.687113499015 | -33.6871134990147 |
| 28 | 509 | 535.822562903018 | -26.8225629030183 |
| 29 | 501 | 528.355140430096 | -27.3551404300956 |
| 30 | 507 | 541.698197212822 | -34.6981972128224 |
| 31 | 569 | 550.707957660712 | 18.2920423392876 |
| 32 | 580 | 562.122582412189 | 17.8774175878106 |
| 33 | 578 | 544.238077101362 | 33.7619228986379 |
| 34 | 565 | 554.366782597393 | 10.6332174026067 |
| 35 | 547 | 539.415635504197 | 7.58436449580261 |
| 36 | 555 | 574.219163153037 | -19.2191631530368 |
| 37 | 562 | 534.872967155104 | 27.1270328448962 |
| 38 | 561 | 539.377111848226 | 21.6228881517737 |
| 39 | 555 | 562.763351146224 | -7.76335114622421 |
| 40 | 544 | 547.968397459103 | -3.96839745910272 |
| 41 | 537 | 548.540411890895 | -11.5404118908947 |
| 42 | 543 | 536.848947288087 | 6.1510527119132 |
| 43 | 594 | 547.449354128481 | 46.5506458715186 |
| 44 | 611 | 557.633002566021 | 53.3669974339792 |
| 45 | 613 | 560.801404999504 | 52.1985950004963 |
| 46 | 611 | 536.012618352382 | 74.9873816476184 |
| 47 | 594 | 540.128906095273 | 53.8710939047265 |
| 48 | 595 | 573.498022391465 | 21.5019776085353 |
| 49 | 591 | 535.64441797768 | 55.3555820223199 |
| 50 | 589 | 507.363741125989 | 81.6362588740113 |
| 51 | 584 | 536.461292898404 | 47.5387071015957 |
| 52 | 573 | 527.5590401128 | 45.4409598871999 |
| 53 | 567 | 537.944692987751 | 29.0553070122492 |
| 54 | 569 | 560.632609936536 | 8.36739006346441 |
| 55 | 621 | 537.564185342971 | 83.4358146570286 |
| 56 | 629 | 566.980056007861 | 62.0199439921389 |
| 57 | 628 | 535.061558329273 | 92.9384416707271 |
| 58 | 612 | 538.783747126196 | 73.2162528738045 |
| 59 | 595 | 543.140775901365 | 51.8592240986352 |
| 60 | 597 | 556.781229958156 | 40.2187700418436 |
| 61 | 593 | 548.366217729912 | 44.6337822700875 |
| 62 | 590 | 530.03818345138 | 59.9618165486199 |
| 63 | 580 | 555.320164990561 | 24.6798350094392 |
| 64 | 574 | 535.565742133076 | 38.4342578669244 |
| 65 | 573 | 552.26455787606 | 20.7354421239401 |
| 66 | 573 | 535.570337718308 | 37.429662281692 |
| 67 | 620 | 540.441845251078 | 79.5581547489224 |
| 68 | 626 | 580.031693144396 | 45.9683068556041 |
| 69 | 620 | 541.043128219451 | 78.9568717805485 |
| 70 | 588 | 557.988553904677 | 30.0114460953234 |
| 71 | 566 | 545.272876134937 | 20.7271238650626 |
| 72 | 557 | 566.586004046444 | -9.58600404644376 |
| 73 | 561 | 549.079478776144 | 11.920521223856 |
| 74 | 549 | 533.799180234612 | 15.2008197653877 |
| 75 | 532 | 563.646112971314 | -31.6461129713144 |
| 76 | 526 | 552.533112233836 | -26.5331122338355 |
| 77 | 511 | 554.931902127386 | -43.9319021273861 |
| 78 | 499 | 547.573516201683 | -48.573516201683 |
| 79 | 555 | 567.434155249147 | -12.4341552491465 |
| 80 | 565 | 582.720923341761 | -17.7209233417614 |
| 81 | 542 | 536.266242032651 | 5.73375796734859 |
| 82 | 527 | 549.919666719151 | -22.9196667191507 |
| 83 | 510 | 535.085503851612 | -25.0855038516124 |
| 84 | 514 | 552.443447556227 | -38.4434475562268 |
| 85 | 517 | 549.35141309593 | -32.3514130959305 |
| 86 | 508 | 537.27061693822 | -29.27061693822 |
| 87 | 493 | 536.603771411371 | -43.6037714113711 |
| 88 | 490 | 545.595983791898 | -55.5959837918976 |
| 89 | 469 | 535.728415088254 | -66.7284150882535 |
| 90 | 478 | 552.510093802156 | -74.510093802156 |
| 91 | 528 | 557.835176292019 | -29.8351762920185 |
| 92 | 534 | 582.753495676458 | -48.7534956764578 |
| 93 | 518 | 551.598576320752 | -33.5985763207519 |
| 94 | 506 | 562.678413164495 | -56.6784131644954 |
| 95 | 502 | 537.185722197652 | -35.1857221976524 |
| 96 | 516 | 554.988202070243 | -38.9882020702425 |
| 97 | 528 | 536.639419827661 | -8.63941982766049 |
| 98 | 533 | 518.588946003582 | 14.4110539964184 |
| 99 | 536 | 545.921072424893 | -9.92107242489274 |
| 100 | 537 | 532.943698985317 | 4.05630101468304 |
| 101 | 524 | 539.420245526966 | -15.4202455269662 |
| 102 | 536 | 552.856143926001 | -16.8561439260009 |
| 103 | 587 | 545.321569910139 | 41.6784300898615 |
| 104 | 597 | 564.278759672299 | 32.7212403277006 |
| 105 | 581 | 534.283340130863 | 46.7166598691366 |
| 106 | 564 | 549.706552451661 | 14.293447548339 |
| 107 | 558 | 533.54565059118 | 24.4543494088197 |
| 108 | 575 | 549.032760002502 | 25.9672399974984 |
| 109 | 580 | 535.085893632301 | 44.9141063676987 |
| 110 | 575 | 558.045763287976 | 16.9542367120242 |
| 111 | 563 | 588.995873783412 | -25.9958737834122 |
| 112 | 552 | 573.694840132939 | -21.6948401329391 |
| 113 | 537 | 580.16632560032 | -43.1663256003197 |
| 114 | 545 | 586.585648996005 | -41.585648996005 |
| 115 | 601 | 583.856665273736 | 17.1433347262642 |
| 116 | 604 | 598.094052086183 | 5.90594791381748 |
| 117 | 586 | 577.629362386048 | 8.37063761395207 |
| 118 | 564 | 587.079206398764 | -23.0792063987638 |
| 119 | 549 | 588.910249060801 | -39.9102490608012 |
| 120 | 551 | 596.02800385032 | -45.0280038503196 |
| 121 | 556 | 593.819525793767 | -37.819525793767 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 9 | 0.036056495498766 | 0.072112990997532 | 0.963943504501234 |
| 10 | 0.008900279108221 | 0.017800558216442 | 0.991099720891779 |
| 11 | 0.00536870785651826 | 0.0107374157130365 | 0.994631292143482 |
| 12 | 0.00146905481965568 | 0.00293810963931136 | 0.998530945180344 |
| 13 | 0.0777684269453161 | 0.155536853890632 | 0.922231573054684 |
| 14 | 0.0537496403577929 | 0.107499280715586 | 0.946250359642207 |
| 15 | 0.032236136238559 | 0.0644722724771179 | 0.967763863761441 |
| 16 | 0.0193869320248497 | 0.0387738640496993 | 0.98061306797515 |
| 17 | 0.0151006231431601 | 0.0302012462863202 | 0.98489937685684 |
| 18 | 0.0137974810608842 | 0.0275949621217684 | 0.986202518939116 |
| 19 | 0.0299610072150225 | 0.0599220144300449 | 0.970038992784978 |
| 20 | 0.0218397624708245 | 0.043679524941649 | 0.978160237529175 |
| 21 | 0.0181970785670359 | 0.0363941571340718 | 0.981802921432964 |
| 22 | 0.0108803412750324 | 0.0217606825500648 | 0.989119658724968 |
| 23 | 0.00645590801475744 | 0.0129118160295149 | 0.993544091985243 |
| 24 | 0.00436067889940428 | 0.00872135779880856 | 0.995639321100596 |
| 25 | 0.00669581648391332 | 0.0133916329678266 | 0.993304183516087 |
| 26 | 0.00492462090860844 | 0.00984924181721687 | 0.995075379091392 |
| 27 | 0.00405027901028501 | 0.00810055802057002 | 0.995949720989715 |
| 28 | 0.00299019555236281 | 0.00598039110472562 | 0.997009804447637 |
| 29 | 0.00318465917896874 | 0.00636931835793749 | 0.996815340821031 |
| 30 | 0.00371258633540951 | 0.00742517267081901 | 0.996287413664591 |
| 31 | 0.00635776175126642 | 0.0127155235025328 | 0.993642238248734 |
| 32 | 0.00746850603592673 | 0.0149370120718535 | 0.992531493964073 |
| 33 | 0.0129085780501547 | 0.0258171561003093 | 0.987091421949845 |
| 34 | 0.00877165353093993 | 0.0175433070618799 | 0.99122834646906 |
| 35 | 0.00646634260469588 | 0.0129326852093918 | 0.993533657395304 |
| 36 | 0.0057549693495768 | 0.0115099386991536 | 0.994245030650423 |
| 37 | 0.00474594701989523 | 0.00949189403979047 | 0.995254052980105 |
| 38 | 0.00433704465179611 | 0.00867408930359222 | 0.995662955348204 |
| 39 | 0.00338384166694353 | 0.00676768333388705 | 0.996616158333057 |
| 40 | 0.00429606906447208 | 0.00859213812894415 | 0.995703930935528 |
| 41 | 0.013088522074828 | 0.0261770441496559 | 0.986911477925172 |
| 42 | 0.00931918484119764 | 0.0186383696823953 | 0.990680815158802 |
| 43 | 0.0140993963915958 | 0.0281987927831916 | 0.985900603608404 |
| 44 | 0.0113836276324401 | 0.0227672552648802 | 0.98861637236756 |
| 45 | 0.0169710798249182 | 0.0339421596498365 | 0.983028920175082 |
| 46 | 0.0170738208390091 | 0.0341476416780183 | 0.982926179160991 |
| 47 | 0.0136335030856088 | 0.0272670061712177 | 0.986366496914391 |
| 48 | 0.0111408442327252 | 0.0222816884654505 | 0.988859155767275 |
| 49 | 0.00789727442052477 | 0.0157945488410495 | 0.992102725579475 |
| 50 | 0.00546484686750191 | 0.0109296937350038 | 0.994535153132498 |
| 51 | 0.00500496333407868 | 0.0100099266681574 | 0.994995036665921 |
| 52 | 0.0051364173018718 | 0.0102728346037436 | 0.994863582698128 |
| 53 | 0.00675051897656885 | 0.0135010379531377 | 0.993249481023431 |
| 54 | 0.00927824137744171 | 0.0185564827548834 | 0.990721758622558 |
| 55 | 0.00878145218721272 | 0.0175629043744254 | 0.991218547812787 |
| 56 | 0.00653049714695623 | 0.0130609942939125 | 0.993469502853044 |
| 57 | 0.0118520208475955 | 0.0237040416951909 | 0.988147979152404 |
| 58 | 0.013214183728418 | 0.026428367456836 | 0.986785816271582 |
| 59 | 0.0173061351620975 | 0.034612270324195 | 0.982693864837903 |
| 60 | 0.0219063572348283 | 0.0438127144696566 | 0.978093642765172 |
| 61 | 0.0210821282909841 | 0.0421642565819681 | 0.978917871709016 |
| 62 | 0.0179416928589059 | 0.0358833857178119 | 0.982058307141094 |
| 63 | 0.0274770903192091 | 0.0549541806384181 | 0.972522909680791 |
| 64 | 0.029938034299641 | 0.059876068599282 | 0.970061965700359 |
| 65 | 0.041019999291118 | 0.0820399985822359 | 0.958980000708882 |
| 66 | 0.0516655010495269 | 0.103331002099054 | 0.948334498950473 |
| 67 | 0.0782907194478679 | 0.156581438895736 | 0.921709280552132 |
| 68 | 0.129531514488888 | 0.259063028977776 | 0.870468485511112 |
| 69 | 0.379572343129665 | 0.75914468625933 | 0.620427656870335 |
| 70 | 0.624118553471828 | 0.751762893056344 | 0.375881446528172 |
| 71 | 0.77336415820116 | 0.45327168359768 | 0.22663584179884 |
| 72 | 0.865072638543187 | 0.269854722913626 | 0.134927361456813 |
| 73 | 0.908217139709286 | 0.183565720581427 | 0.0917828602907136 |
| 74 | 0.921788914017013 | 0.156422171965975 | 0.0782110859829874 |
| 75 | 0.959496263197235 | 0.0810074736055299 | 0.0405037368027649 |
| 76 | 0.973104063713012 | 0.0537918725739769 | 0.0268959362869884 |
| 77 | 0.98723156409503 | 0.0255368718099407 | 0.0127684359049703 |
| 78 | 0.995368360344021 | 0.00926327931195857 | 0.00463163965597928 |
| 79 | 0.994535874984298 | 0.0109282500314043 | 0.00546412501570217 |
| 80 | 0.994314642100644 | 0.0113707157987129 | 0.00568535789935647 |
| 81 | 0.991779452093845 | 0.01644109581231 | 0.00822054790615501 |
| 82 | 0.98947011256894 | 0.0210597748621193 | 0.0105298874310596 |
| 83 | 0.99517687670742 | 0.00964624658515946 | 0.00482312329257973 |
| 84 | 0.99736231479587 | 0.00527537040825939 | 0.00263768520412969 |
| 85 | 0.998678628617567 | 0.00264274276486637 | 0.00132137138243318 |
| 86 | 0.99900192001263 | 0.00199615997474045 | 0.000998079987370224 |
| 87 | 0.998936727779054 | 0.00212654444189125 | 0.00106327222094562 |
| 88 | 0.99886634519034 | 0.00226730961931973 | 0.00113365480965987 |
| 89 | 0.999388276900032 | 0.00122344619993559 | 0.000611723099967796 |
| 90 | 0.999563281925503 | 0.000873436148993644 | 0.000436718074496822 |
| 91 | 0.999403012658194 | 0.00119397468361152 | 0.00059698734180576 |
| 92 | 0.999256673342164 | 0.00148665331567114 | 0.000743326657835569 |
| 93 | 0.998860425846342 | 0.00227914830731614 | 0.00113957415365807 |
| 94 | 0.998237671371318 | 0.0035246572573634 | 0.0017623286286817 |
| 95 | 0.997720760937485 | 0.00455847812503008 | 0.00227923906251504 |
| 96 | 0.997102542107466 | 0.0057949157850675 | 0.00289745789253375 |
| 97 | 0.995487444949921 | 0.00902511010015717 | 0.00451255505007858 |
| 98 | 0.994161580178204 | 0.0116768396435923 | 0.00583841982179616 |
| 99 | 0.990347562303722 | 0.0193048753925556 | 0.00965243769627779 |
| 100 | 0.986947189539911 | 0.0261056209201773 | 0.0130528104600887 |
| 101 | 0.995196323165818 | 0.00960735366836445 | 0.00480367683418222 |
| 102 | 0.996964830492634 | 0.00607033901473141 | 0.0030351695073657 |
| 103 | 0.994167268319188 | 0.011665463361624 | 0.00583273168081198 |
| 104 | 0.988796184717506 | 0.0224076305649882 | 0.0112038152824941 |
| 105 | 0.982324859738614 | 0.0353502805227722 | 0.0176751402613861 |
| 106 | 0.965744736766584 | 0.0685105264668326 | 0.0342552632334163 |
| 107 | 0.939593104600389 | 0.120813790799222 | 0.0604068953996109 |
| 108 | 0.892513224394182 | 0.214973551211636 | 0.107486775605818 |
| 109 | 0.820450780220117 | 0.359098439559767 | 0.179549219779883 |
| 110 | 0.714432278343246 | 0.571135443313508 | 0.285567721656754 |
| 111 | 0.577901326165516 | 0.844197347668968 | 0.422098673834484 |
| 112 | 0.431805069146134 | 0.863610138292269 | 0.568194930853866 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 29 | 0.278846153846154 | NOK |
| 5% type I error level | 78 | 0.75 | NOK |
| 10% type I error level | 87 | 0.836538461538462 | NOK |
