Multiple Linear Regression - Estimated Regression Equation |
Tot_nietwerkende_werkzoekenden[t] = + 760951.910845173 -2044.23080527175Tot_ind_productie[t] + 32107.2016497893M1[t] + 56735.3855812829M2[t] + 41279.4778846503M3[t] + 12534.9776503839M4[t] -393.461085786818M5[t] + 2001.26969137297M6[t] + 401.854354331684M7[t] + 9659.08544072309M8[t] -7942.66093585633M9[t] -20243.2301868085M10[t] + 645.177837797036M11[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) | 760951.910845173 | 78419.25673 | 9.7036 | 0 | 0 |
Tot_ind_productie | -2044.23080527175 | 873.385413 | -2.3406 | 0.023457 | 0.011728 |
M1 | 32107.2016497893 | 25524.458209 | 1.2579 | 0.214513 | 0.107257 |
M2 | 56735.3855812829 | 34234.000293 | 1.6573 | 0.103985 | 0.051993 |
M3 | 41279.4778846503 | 34162.426984 | 1.2083 | 0.23284 | 0.11642 |
M4 | 12534.9776503839 | 30573.346758 | 0.41 | 0.683632 | 0.341816 |
M5 | -393.461085786818 | 27284.181946 | -0.0144 | 0.988554 | 0.494277 |
M6 | 2001.26969137297 | 27362.000174 | 0.0731 | 0.941998 | 0.470999 |
M7 | 401.854354331684 | 27852.190072 | 0.0144 | 0.988548 | 0.494274 |
M8 | 9659.08544072309 | 32001.763216 | 0.3018 | 0.764086 | 0.382043 |
M9 | -7942.66093585633 | 28936.819784 | -0.2745 | 0.784891 | 0.392446 |
M10 | -20243.2301868085 | 28693.103999 | -0.7055 | 0.483904 | 0.241952 |
M11 | 645.177837797036 | 33398.300829 | 0.0193 | 0.984668 | 0.492334 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.556241731077129 |
R-squared | 0.309404863391681 |
Adjusted R-squared | 0.136756079239601 |
F-TEST (value) | 1.79210566069865 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 48 |
p-value | 0.0766682421656164 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 39499.7408316648 |
Sum Squared Residuals | 74891017236.897 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 610763 | 595177.570544657 | 15585.4294553426 |
2 | 612613 | 584440.561544949 | 28172.4384550511 |
3 | 611324 | 576752.730908349 | 34571.2690916511 |
4 | 594167 | 561091.307827822 | 33075.6921721782 |
5 | 595454 | 552864.599943776 | 42589.4000562240 |
6 | 590865 | 569568.946357838 | 21296.0536421619 |
7 | 589379 | 565312.030973944 | 24066.9690260565 |
8 | 584428 | 556580.030973944 | 27847.9690260565 |
9 | 573100 | 542862.32312738 | 30237.6768726195 |
10 | 567456 | 540169.638661206 | 27286.3613387945 |
11 | 569028 | 528759.199962517 | 40268.8000374826 |
12 | 620735 | 595573.638698688 | 25161.3613013119 |
13 | 628884 | 597426.224430455 | 31457.7755695445 |
14 | 628232 | 586280.369269694 | 41951.6307303065 |
15 | 612117 | 585747.346451545 | 26369.6535484553 |
16 | 595404 | 551074.57688199 | 44329.4231180098 |
17 | 597141 | 551433.638380086 | 45707.3616199142 |
18 | 593408 | 560574.330814642 | 32833.6691853576 |
19 | 590072 | 555499.723108639 | 34572.2768913609 |
20 | 579799 | 534502.338277009 | 45296.6617229914 |
21 | 574205 | 547155.207818451 | 27049.7921815489 |
22 | 572775 | 516047.715158999 | 56727.2848410012 |
23 | 572942 | 527328.238398827 | 45613.7616011728 |
24 | 619567 | 586374.600074965 | 33192.3999250348 |
25 | 625809 | 587613.916565151 | 38195.0834348489 |
26 | 619916 | 583009.599981259 | 36906.4000187413 |
27 | 587625 | 564078.499915664 | 23546.5000843359 |
28 | 565742 | 542693.230580376 | 23048.769419624 |
29 | 557274 | 552046.907621667 | 5227.09237833263 |
30 | 560576 | 546264.71517774 | 14311.2848222599 |
31 | 548854 | 546096.261404389 | 2757.73859561091 |
32 | 531673 | 527756.376619612 | 3916.62338038815 |
33 | 525919 | 536116.361469984 | -10197.3614699837 |
34 | 511038 | 517274.253642162 | -6236.25364216188 |
35 | 498662 | 522013.23830512 | -23351.2383051206 |
36 | 555362 | 571860.561357536 | -16498.5613575358 |
37 | 564591 | 580050.262585646 | -15459.2625856456 |
38 | 541657 | 587711.330833384 | -46054.3308333837 |
39 | 527070 | 552017.538164561 | -24947.5381645607 |
40 | 509846 | 541875.538258267 | -32029.5382582673 |
41 | 514258 | 556135.369232211 | -41877.3692322109 |
42 | 516922 | 536656.830392963 | -19734.8303929629 |
43 | 507561 | 530764.530364851 | -23203.5303648510 |
44 | 492622 | 546154.453867058 | -53532.4538670576 |
45 | 490243 | 513220.97645094 | -22977.9764509400 |
46 | 469357 | 517683.099803216 | -48326.0998032162 |
47 | 477580 | 524670.738351974 | -47090.7383519738 |
48 | 528379 | 564705.753539085 | -36326.7535390847 |
49 | 533590 | 589044.878128841 | -55454.8781288413 |
50 | 517945 | 578921.138370715 | -60976.1383707152 |
51 | 506174 | 565713.884559882 | -59539.8845598815 |
52 | 501866 | 570290.346451545 | -68424.3464515447 |
53 | 516141 | 567787.48482226 | -51646.4848222599 |
54 | 528222 | 576928.177256816 | -48706.1772568164 |
55 | 532638 | 570831.454148177 | -38193.4541481772 |
56 | 536322 | 559850.800262378 | -23528.8002623783 |
57 | 536535 | 560647.131133245 | -24112.1311332447 |
58 | 523597 | 553048.292734418 | -29451.2927344175 |
59 | 536214 | 551654.584981561 | -15440.5849815610 |
60 | 586570 | 592098.446329726 | -5528.44632972616 |
61 | 596594 | 610918.147745249 | -14324.1477452491 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.0194194944502963 | 0.0388389889005925 | 0.980580505549704 |
17 | 0.00444982967359378 | 0.00889965934718757 | 0.995550170326406 |
18 | 0.000986536918931643 | 0.00197307383786329 | 0.999013463081068 |
19 | 0.000202181259440084 | 0.000404362518880168 | 0.99979781874056 |
20 | 4.33620109211557e-05 | 8.67240218423115e-05 | 0.999956637989079 |
21 | 8.28313972603116e-06 | 1.65662794520623e-05 | 0.999991716860274 |
22 | 3.20550616958073e-06 | 6.41101233916146e-06 | 0.99999679449383 |
23 | 1.05581314821786e-06 | 2.11162629643571e-06 | 0.999998944186852 |
24 | 2.71478086110986e-07 | 5.42956172221972e-07 | 0.999999728521914 |
25 | 1.33274674714065e-07 | 2.66549349428130e-07 | 0.999999866725325 |
26 | 1.27310894771374e-07 | 2.54621789542748e-07 | 0.999999872689105 |
27 | 6.25531859213443e-06 | 1.25106371842689e-05 | 0.999993744681408 |
28 | 0.000170101917897538 | 0.000340203835795075 | 0.999829898082103 |
29 | 0.00769467361028357 | 0.0153893472205671 | 0.992305326389716 |
30 | 0.0181412059234173 | 0.0362824118468345 | 0.981858794076583 |
31 | 0.0444166092019266 | 0.0888332184038533 | 0.955583390798073 |
32 | 0.120630450571965 | 0.24126090114393 | 0.879369549428035 |
33 | 0.180958636303973 | 0.361917272607947 | 0.819041363696027 |
34 | 0.356148924795929 | 0.712297849591857 | 0.643851075204071 |
35 | 0.55612165663608 | 0.88775668672784 | 0.44387834336392 |
36 | 0.519710125445669 | 0.960579749108662 | 0.480289874554331 |
37 | 0.52168997774098 | 0.95662004451804 | 0.47831002225902 |
38 | 0.724684093346368 | 0.550631813307264 | 0.275315906653632 |
39 | 0.744208790310348 | 0.511582419379304 | 0.255791209689652 |
40 | 0.829858775315769 | 0.340282449368461 | 0.170141224684231 |
41 | 0.838035234399811 | 0.323929531200377 | 0.161964765600189 |
42 | 0.871881566317738 | 0.256236867364524 | 0.128118433682262 |
43 | 0.89061887588855 | 0.218762248222901 | 0.109381124111450 |
44 | 0.887951501443788 | 0.224096997112425 | 0.112048498556212 |
45 | 0.945416979435624 | 0.109166041128752 | 0.0545830205643761 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 12 | 0.4 | NOK |
5% type I error level | 15 | 0.5 | NOK |
10% type I error level | 16 | 0.533333333333333 | NOK |