Multiple Linear Regression - Estimated Regression Equation
Niet_werkende_werkzoekenden[t] = + 68970.6356205958 -418.292868757629X[t] + 0.930452455967116y1[t] + 0.0330128831486056y2[t] + 0.187881114683878y3[t] -0.219786393126637y4[t] + 17114.8877611796M1[t] + 18207.1937484543M2[t] + 12179.1884528439M3[t] + 7221.81459494864M4[t] + 8205.4763419188M5[t] + 3015.34139103115M6[t] + 20206.3648793463M7[t] + 58365.2100442902M8[t] + 23794.5572772682M9[t] + 7833.16211110014M10[t] -10011.4779756030M11[t] -53.8205884163031t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)68970.635620595842530.5998971.62170.1129320.056466
X-418.292868757629205.895392-2.03160.049050.024525
y10.9304524559671160.1621675.73761e-061e-06
y20.03301288314860560.2110660.15640.8765170.438258
y30.1878811146838780.2203740.85260.3991120.199556
y4-0.2197863931266370.143742-1.5290.1343280.067164
M117114.88776117965565.0022893.07550.003830.001915
M218207.19374845436728.2465882.70610.0100460.005023
M312179.18845284397006.0314811.73840.0900330.045017
M47221.814594948645854.4950091.23360.2247530.112377
M58205.47634191885106.2334841.6070.1161320.058066
M63015.341391031155469.5092610.55130.5845730.292286
M720206.36487934635608.5390993.60280.000880.00044
M858365.21004429027108.1725928.21100
M923794.557277268212273.1066611.93880.0597920.029896
M107833.1621111001412856.1674140.60930.5458640.272932
M11-10011.47797560308789.739214-1.1390.2616530.130826
t-53.8205884163031112.933153-0.47660.6363280.318164


Multiple Linear Regression - Regression Statistics
Multiple R0.990937737242827
R-squared0.981957599091935
Adjusted R-squared0.974092962798675
F-TEST (value)124.857343998675
F-TEST (DF numerator)17
F-TEST (DF denominator)39
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation6734.34761480654
Sum Squared Residuals1768706074.08497


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1595454597419.875994766-1965.87599476635
2590865601368.718165465-10503.7181654651
3589379587575.5811883411803.41881165846
4584428581361.9391680993066.06083190139
5573100577285.758000202-4185.75800020164
6567456564033.5751600323422.42483996780
7569028568332.710313161695.289686839065
8620735620477.591272211257.408727789035
9628884629254.524102224-370.524102223715
10628232616744.26087211211487.7391278883
11612117610930.9697093741186.0302906255
12595404594826.360223601577.639776398962
13597141596610.138730408530.861269592154
14593408597209.038761307-3801.03876130654
15590072587401.880015822670.11998418011
16579799576972.3641105272826.63588947326
17574205573341.141502384863.858497616324
18572775558898.490390213876.5096097998
19572942571357.6004428951584.39955710515
20619567622991.812585438-3424.81258543762
21625809626399.790911864-590.79091186413
22619916612095.767729327820.23227068054
23587625596932.371915395-9307.37191539508
24565742569081.311792408-3339.31179240771
25557274566795.571056221-9521.57105622053
26560576552787.7248014167788.27519858387
27548854552777.224828446-3923.22482844574
28531673534539.929866863-2866.92986686344
29525919526890.544414083-971.544414082744
30511038511458.956821315-420.956821314821
31498662510603.977599991-11941.9775999914
32555362549729.3738120675632.62618793326
33564591561027.7527420923563.24725790764
34541657552945.107008256-11288.1070082559
35527070523244.1618097763825.83819022427
36509846511950.723182472-2104.72318247165
37514258511730.1393753192527.86062468074
38516922514129.3927349192792.60726508106
39507561509763.489806872-2202.48980687243
40492622501999.687160432-9377.6871604319
41490243485114.08668755128.91331250016
42469357478249.14075206-8892.14075206053
43477580472280.6489538645299.35104613632
44528379528507.72484173-128.724841729892
45533590536430.044701778-2840.04470177786
46517945525964.864390313-8019.86439031294
47506174501878.4965654554295.5034345453
48501866496999.604801524866.3951984804
49516141507712.2748432868428.725156714
50528222524498.1255368933723.8744631067
51532638530985.824160521652.1758394796
52536322529970.0796940796351.9203059207
53536535537370.469395832-835.469395832101
54523597531582.836876392-7985.83687639227
55536214531851.0626900894362.93730991082
56586570588906.497488555-2336.49748855479
57596594596355.887542042238.112457958066


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
210.004328684122104980.008657368244209970.995671315877895
220.1369288824899330.2738577649798650.863071117510067
230.2706149693847680.5412299387695350.729385030615233
240.1871144061696650.3742288123393290.812885593830335
250.2437007944242930.4874015888485850.756299205575707
260.3889667221354730.7779334442709470.611033277864527
270.3020345872793040.6040691745586090.697965412720696
280.2392721772525400.4785443545050810.76072782274746
290.3435858233144650.687171646628930.656414176685535
300.420327385282740.840654770565480.57967261471726
310.5469244841126960.9061510317746080.453075515887304
320.76458077381510.47083845236980.2354192261849
330.8852269678370380.2295460643259230.114773032162962
340.9141835313781260.1716329372437490.0858164686218744
350.8798533137706790.2402933724586420.120146686229321
360.7677515013302140.4644969973395730.232248498669786


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level10.0625NOK
5% type I error level10.0625NOK
10% type I error level10.0625OK