Multiple Linear Regression - Estimated Regression Equation |
Vacatures[t] = + 78260.7264072135 -122.646983408323Consumentenvertrouwen[t] + 589.77146339065producentenvertrouwen[t] -0.0547284462719926nietwerkendewerkzoekende[t] -1137.19034873606economischegroei[t] -214.228069954972t + 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) | 78260.7264072135 | 5866.813195 | 13.3396 | 0 | 0 |
Consumentenvertrouwen | -122.646983408323 | 133.646004 | -0.9177 | 0.361076 | 0.180538 |
producentenvertrouwen | 589.77146339065 | 141.212379 | 4.1765 | 6.5e-05 | 3.3e-05 |
nietwerkendewerkzoekende | -0.0547284462719926 | 0.010685 | -5.1221 | 2e-06 | 1e-06 |
economischegroei | -1137.19034873606 | 595.050893 | -1.9111 | 0.058977 | 0.029489 |
t | -214.228069954972 | 21.154852 | -10.1267 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.87691598966497 |
R-squared | 0.768981652930093 |
Adjusted R-squared | 0.756949447353535 |
F-TEST (value) | 63.9102821205365 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 96 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 4186.97278306626 |
Sum Squared Residuals | 1682951144.26921 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 44164 | 42297.4436664993 | 1866.55633350070 |
2 | 40399 | 44643.9456985449 | -4244.94569854493 |
3 | 36763 | 44497.5130844199 | -7734.5130844199 |
4 | 37903 | 44229.7457228179 | -6326.74572281791 |
5 | 35532 | 41625.6094991145 | -6093.60949911447 |
6 | 35533 | 41118.5295131581 | -5585.52951315806 |
7 | 32110 | 42581.4127908419 | -10471.4127908419 |
8 | 33374 | 42182.7093352806 | -8808.70933528062 |
9 | 35462 | 38650.3979385231 | -3188.39793852313 |
10 | 33508 | 38268.9226032331 | -4760.92260323313 |
11 | 36080 | 36939.2450878847 | -859.245087884708 |
12 | 34560 | 35296.5481322131 | -736.548132213131 |
13 | 38737 | 39081.1220036569 | -344.122003656902 |
14 | 38144 | 37320.9638701614 | 823.03612983862 |
15 | 37594 | 35705.0114784612 | 1888.98852153883 |
16 | 36424 | 33877.4068827468 | 2546.59311725321 |
17 | 36843 | 34100.7069942141 | 2742.2930057859 |
18 | 37246 | 35878.7033702474 | 1367.29662975257 |
19 | 38661 | 33501.9019837107 | 5159.09801628931 |
20 | 40454 | 37770.4046314589 | 2683.59536854107 |
21 | 44928 | 41425.3432050478 | 3502.65679495219 |
22 | 48441 | 40336.1255237969 | 8104.87447620308 |
23 | 48140 | 42577.7764883647 | 5562.22351163534 |
24 | 45998 | 42599.1465870544 | 3398.85341294564 |
25 | 47369 | 45189.5655402461 | 2179.43445975386 |
26 | 49554 | 46241.6641512723 | 3312.33584872771 |
27 | 47510 | 43223.6322735263 | 4286.36772647373 |
28 | 44873 | 45029.8831081013 | -156.883108101299 |
29 | 45344 | 43821.1353402718 | 1522.86465972817 |
30 | 42413 | 43580.4895276678 | -1167.48952766784 |
31 | 36912 | 41977.7373679144 | -5065.73736791443 |
32 | 43452 | 43852.0335023433 | -400.033502343274 |
33 | 42142 | 41777.6566436022 | 364.343356397822 |
34 | 44382 | 41279.7319095611 | 3102.26809043892 |
35 | 43636 | 39987.2930918214 | 3648.70690817858 |
36 | 44167 | 41453.0040885618 | 2713.99591143822 |
37 | 44423 | 44180.9736485784 | 242.026351421647 |
38 | 42868 | 42164.1678563888 | 703.83214361123 |
39 | 43908 | 40545.7543140696 | 3362.24568593037 |
40 | 42013 | 39032.3206064966 | 2980.67939350339 |
41 | 38846 | 38281.2577440556 | 564.7422559444 |
42 | 35087 | 38437.4996961248 | -3350.49969612482 |
43 | 33026 | 40189.2071498252 | -7163.20714982518 |
44 | 34646 | 37699.9899900953 | -3053.98999009529 |
45 | 37135 | 36873.2181030308 | 261.781896969240 |
46 | 37985 | 35011.5377988877 | 2973.46220111232 |
47 | 43121 | 35064.5664584425 | 8056.4335415575 |
48 | 43722 | 35899.6791061861 | 7822.3208938139 |
49 | 43630 | 37638.9228646631 | 5991.07713533692 |
50 | 42234 | 37452.6052081563 | 4781.3947918437 |
51 | 39351 | 36796.8672005376 | 2554.1327994624 |
52 | 39327 | 34764.7161192697 | 4562.2838807303 |
53 | 35704 | 32971.5731608079 | 2732.42683919214 |
54 | 30466 | 31508.4896692562 | -1042.48966925616 |
55 | 28155 | 31913.2348320129 | -3758.2348320129 |
56 | 29257 | 31753.8636898141 | -2496.86368981409 |
57 | 29998 | 29912.5406505163 | 85.459349483669 |
58 | 32529 | 28941.2978169249 | 3587.70218307514 |
59 | 34787 | 25900.6901591437 | 8886.30984085628 |
60 | 33855 | 25901.2283032332 | 7953.77169676685 |
61 | 34556 | 28702.2459592903 | 5853.75404070966 |
62 | 31348 | 28279.1652751796 | 3068.83472482038 |
63 | 30805 | 27668.9165637453 | 3136.0834362547 |
64 | 28353 | 28172.8856902246 | 180.114309775411 |
65 | 24514 | 28164.2069442197 | -3650.2069442197 |
66 | 21106 | 29298.1819874327 | -8192.18198743268 |
67 | 21346 | 26642.4966103054 | -5296.49661030535 |
68 | 23335 | 27741.916814553 | -4406.916814553 |
69 | 24379 | 27586.6315889434 | -3207.63158894336 |
70 | 26290 | 26596.5383217769 | -306.538321776861 |
71 | 30084 | 26011.7407067126 | 4072.25929328744 |
72 | 29429 | 28519.3477229952 | 909.652277004832 |
73 | 30632 | 29272.2658513077 | 1359.73414869227 |
74 | 27349 | 30361.4826515672 | -3012.48265156723 |
75 | 27264 | 28755.6064805989 | -1491.60648059895 |
76 | 27474 | 27283.6091073912 | 190.390892608775 |
77 | 24482 | 25991.0822732541 | -1509.08227325408 |
78 | 21453 | 25410.8483085981 | -3957.84830859807 |
79 | 18788 | 27859.7664505414 | -9071.76645054135 |
80 | 19282 | 27581.1197639226 | -8299.11976392257 |
81 | 19713 | 25886.6521470392 | -6173.65214703925 |
82 | 21917 | 23562.2085400657 | -1645.20854006571 |
83 | 23812 | 22102.3513032302 | 1709.64869676978 |
84 | 23785 | 20873.8089487932 | 2911.19105120685 |
85 | 24696 | 22646.7146342658 | 2049.28536573416 |
86 | 24562 | 24354.7865452424 | 207.213454757600 |
87 | 23580 | 22871.6595573315 | 708.340442668476 |
88 | 24939 | 23783.676006453 | 1155.32399354699 |
89 | 23899 | 24869.0632408593 | -970.063240859339 |
90 | 21454 | 23751.4217038596 | -2297.42170385961 |
91 | 19761 | 23663.2522662087 | -3902.25226620871 |
92 | 19815 | 23594.3840437027 | -3779.38404370267 |
93 | 20780 | 22215.2226144297 | -1435.22261442975 |
94 | 23462 | 22868.5966723694 | 593.40332763061 |
95 | 25005 | 22533.0356370294 | 2471.96436297059 |
96 | 24725 | 23473.8568258226 | 1251.14317417739 |
97 | 26198 | 28395.6404906254 | -2197.64049062540 |
98 | 27543 | 28226.0847884776 | -683.084788477575 |
99 | 26471 | 26951.6110843667 | -480.61108436672 |
100 | 26558 | 25858.5840171563 | 699.415982843666 |
101 | 25317 | 23474.8041015733 | 1842.19589842672 |
102 | 22896 | 23367.8649756791 | -471.864975679136 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.0858266937520184 | 0.171653387504037 | 0.914173306247982 |
10 | 0.0304661556905826 | 0.0609323113811652 | 0.969533844309417 |
11 | 0.0483906660447092 | 0.0967813320894185 | 0.95160933395529 |
12 | 0.0202155247197181 | 0.0404310494394363 | 0.979784475280282 |
13 | 0.0315633075397167 | 0.0631266150794333 | 0.968436692460283 |
14 | 0.0160630437369281 | 0.0321260874738562 | 0.983936956263072 |
15 | 0.00702876428698979 | 0.0140575285739796 | 0.99297123571301 |
16 | 0.00341138123773872 | 0.00682276247547743 | 0.996588618762261 |
17 | 0.00168238717756481 | 0.00336477435512961 | 0.998317612822435 |
18 | 0.00359507344080350 | 0.00719014688160699 | 0.996404926559197 |
19 | 0.00233349099087638 | 0.00466698198175275 | 0.997666509009124 |
20 | 0.00534688712786349 | 0.0106937742557270 | 0.994653112872137 |
21 | 0.0334271612660670 | 0.0668543225321339 | 0.966572838733933 |
22 | 0.0346984863969409 | 0.0693969727938819 | 0.96530151360306 |
23 | 0.0377162496264081 | 0.0754324992528161 | 0.962283750373592 |
24 | 0.0236567942687182 | 0.0473135885374364 | 0.976343205731282 |
25 | 0.0305690670820603 | 0.0611381341641206 | 0.96943093291794 |
26 | 0.0243049793524897 | 0.0486099587049793 | 0.97569502064751 |
27 | 0.0238822163464664 | 0.0477644326929327 | 0.976117783653534 |
28 | 0.0405242434528046 | 0.0810484869056093 | 0.959475756547195 |
29 | 0.0337862650245897 | 0.0675725300491795 | 0.96621373497541 |
30 | 0.0380852244352141 | 0.0761704488704281 | 0.961914775564786 |
31 | 0.205261304540284 | 0.410522609080569 | 0.794738695459716 |
32 | 0.16897566427075 | 0.3379513285415 | 0.83102433572925 |
33 | 0.139973924835134 | 0.279947849670269 | 0.860026075164866 |
34 | 0.115348697350303 | 0.230697394700606 | 0.884651302649697 |
35 | 0.0990143296859027 | 0.198028659371805 | 0.900985670314097 |
36 | 0.0770961488908347 | 0.154192297781669 | 0.922903851109165 |
37 | 0.0705147921716739 | 0.141029584343348 | 0.929485207828326 |
38 | 0.0636701084857684 | 0.127340216971537 | 0.936329891514232 |
39 | 0.0471442001962569 | 0.0942884003925138 | 0.952855799803743 |
40 | 0.037107554797767 | 0.074215109595534 | 0.962892445202233 |
41 | 0.0325877139647937 | 0.0651754279295875 | 0.967412286035206 |
42 | 0.0501376289960257 | 0.100275257992051 | 0.949862371003974 |
43 | 0.115463711865514 | 0.230927423731029 | 0.884536288134486 |
44 | 0.140871310610995 | 0.28174262122199 | 0.859128689389005 |
45 | 0.12600945175806 | 0.25201890351612 | 0.87399054824194 |
46 | 0.151688665262756 | 0.303377330525513 | 0.848311334737244 |
47 | 0.343552659467058 | 0.687105318934116 | 0.656447340532942 |
48 | 0.515858748061756 | 0.968282503876488 | 0.484141251938244 |
49 | 0.534266654171628 | 0.931466691656745 | 0.465733345828372 |
50 | 0.554645359703255 | 0.89070928059349 | 0.445354640296745 |
51 | 0.549586042861775 | 0.90082791427645 | 0.450413957138225 |
52 | 0.586898897332337 | 0.826202205335325 | 0.413101102667663 |
53 | 0.577564272037735 | 0.84487145592453 | 0.422435727962265 |
54 | 0.612413633289242 | 0.775172733421516 | 0.387586366710758 |
55 | 0.70220743380092 | 0.59558513239816 | 0.29779256619908 |
56 | 0.718346604317007 | 0.563306791365985 | 0.281653395682993 |
57 | 0.678833986029128 | 0.642332027941744 | 0.321166013970872 |
58 | 0.710609210352995 | 0.578781579294011 | 0.289390789647005 |
59 | 0.828428721357428 | 0.343142557285145 | 0.171571278642572 |
60 | 0.911793414142432 | 0.176413171715137 | 0.0882065858575685 |
61 | 0.94595300015713 | 0.108093999685739 | 0.0540469998428696 |
62 | 0.957582427366182 | 0.0848351452676362 | 0.0424175726338181 |
63 | 0.96451648449614 | 0.070967031007719 | 0.0354835155038595 |
64 | 0.967435657835493 | 0.0651286843290138 | 0.0325643421645069 |
65 | 0.972533897602128 | 0.0549322047957435 | 0.0274661023978718 |
66 | 0.990506190253594 | 0.0189876194928124 | 0.00949380974640622 |
67 | 0.995152947704328 | 0.00969410459134455 | 0.00484705229567228 |
68 | 0.995472616634094 | 0.00905476673181111 | 0.00452738336590556 |
69 | 0.993857647379972 | 0.0122847052400552 | 0.00614235262002759 |
70 | 0.990161018036907 | 0.0196779639261868 | 0.00983898196309342 |
71 | 0.992932206103958 | 0.0141355877920846 | 0.00706779389604229 |
72 | 0.995946243910198 | 0.00810751217960404 | 0.00405375608980202 |
73 | 0.996917153488513 | 0.00616569302297349 | 0.00308284651148675 |
74 | 0.997030542970505 | 0.00593891405899063 | 0.00296945702949531 |
75 | 0.997782838362767 | 0.0044343232744656 | 0.0022171616372328 |
76 | 0.999526876750251 | 0.00094624649949705 | 0.000473123249748525 |
77 | 0.999831633542305 | 0.000336732915389663 | 0.000168366457694831 |
78 | 0.99991352209223 | 0.000172955815538786 | 8.64779077693932e-05 |
79 | 0.99991882450748 | 0.000162350985041432 | 8.11754925207159e-05 |
80 | 0.999931001319406 | 0.000137997361187621 | 6.89986805938107e-05 |
81 | 0.999956976810938 | 8.6046378123254e-05 | 4.3023189061627e-05 |
82 | 0.999954026972784 | 9.19460544320242e-05 | 4.59730272160121e-05 |
83 | 0.999894183289605 | 0.000211633420790813 | 0.000105816710395406 |
84 | 0.999739531700566 | 0.000520936598869045 | 0.000260468299434523 |
85 | 0.99952882208046 | 0.000942355839080833 | 0.000471177919540417 |
86 | 0.998844098893342 | 0.00231180221331584 | 0.00115590110665792 |
87 | 0.99862103395551 | 0.00275793208898162 | 0.00137896604449081 |
88 | 0.999890392516844 | 0.000219214966312324 | 0.000109607483156162 |
89 | 0.999836412653611 | 0.000327174692777891 | 0.000163587346388946 |
90 | 0.999273559609755 | 0.00145288078048953 | 0.000726440390244763 |
91 | 0.997156512673882 | 0.00568697465223706 | 0.00284348732611853 |
92 | 0.99173103200526 | 0.0165379359894786 | 0.00826896799473929 |
93 | 0.982711595128439 | 0.0345768097431221 | 0.0172884048715611 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 26 | 0.305882352941176 | NOK |
5% type I error level | 39 | 0.458823529411765 | NOK |
10% type I error level | 56 | 0.658823529411765 | NOK |