Multiple Linear Regression - Estimated Regression Equation |
OPENVAC[t] = + 924.941098360748 + 0.284687759825570Ontvangenjobs[t] + 0.848788463181187Y1[t] + 0.180972280243111Y2[t] -0.106085282488889Y3[t] -0.0918130996214495Y4[t] -1232.18515504665M1[t] -1627.48254425213M2[t] -1485.68750061927M3[t] -2331.03065407168M4[t] -2916.50378100544M5[t] -1302.06244103622M6[t] + 1748.03706639959M7[t] + 768.503687373678M8[t] + 665.210359731611M9[t] + 1276.71116665207M10[t] -592.262168360054M11[t] + 11.7395406043119t + 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) | 924.941098360748 | 1282.575487 | 0.7212 | 0.472384 | 0.236192 |
Ontvangenjobs | 0.284687759825570 | 0.093178 | 3.0553 | 0.002838 | 0.001419 |
Y1 | 0.848788463181187 | 0.095376 | 8.8994 | 0 | 0 |
Y2 | 0.180972280243111 | 0.125771 | 1.4389 | 0.153097 | 0.076549 |
Y3 | -0.106085282488889 | 0.125558 | -0.8449 | 0.400047 | 0.200023 |
Y4 | -0.0918130996214495 | 0.092227 | -0.9955 | 0.321732 | 0.160866 |
M1 | -1232.18515504665 | 729.154683 | -1.6899 | 0.093962 | 0.046981 |
M2 | -1627.48254425213 | 731.229755 | -2.2257 | 0.028133 | 0.014066 |
M3 | -1485.68750061927 | 731.226167 | -2.0318 | 0.044654 | 0.022327 |
M4 | -2331.03065407168 | 796.803722 | -2.9255 | 0.0042 | 0.0021 |
M5 | -2916.50378100544 | 790.105737 | -3.6913 | 0.000353 | 0.000176 |
M6 | -1302.06244103622 | 942.428542 | -1.3816 | 0.169972 | 0.084986 |
M7 | 1748.03706639959 | 917.971455 | 1.9042 | 0.059565 | 0.029782 |
M8 | 768.503687373678 | 893.329619 | 0.8603 | 0.391564 | 0.195782 |
M9 | 665.210359731611 | 786.472996 | 0.8458 | 0.399544 | 0.199772 |
M10 | 1276.71116665207 | 727.944817 | 1.7539 | 0.082318 | 0.041159 |
M11 | -592.262168360054 | 763.043963 | -0.7762 | 0.439353 | 0.219676 |
t | 11.7395406043119 | 7.002959 | 1.6764 | 0.096586 | 0.048293 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.98347805294863 |
R-squared | 0.967229080631628 |
Adjusted R-squared | 0.962022485965625 |
F-TEST (value) | 185.769997988750 |
F-TEST (DF numerator) | 17 |
F-TEST (DF denominator) | 107 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1523.55004830490 |
Sum Squared Residuals | 248368908.216816 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 40399 | 42817.99142676 | -2418.99142676001 |
2 | 36763 | 38640.8452437425 | -1877.84524374252 |
3 | 37903 | 36527.9044024324 | 1375.09559756761 |
4 | 35532 | 34560.8366923995 | 971.16330760054 |
5 | 35533 | 32972.6902716320 | 2560.30972836805 |
6 | 32110 | 33283.7810561923 | -1173.78105619233 |
7 | 33374 | 33512.1018696622 | -138.101869662240 |
8 | 35462 | 34100.3855526472 | 1361.61444735285 |
9 | 33508 | 36366.0566415830 | -2858.05664158304 |
10 | 36080 | 35359.8690383818 | 720.13096161825 |
11 | 34560 | 34787.2888187696 | -227.288818769564 |
12 | 38737 | 35714.9502548035 | 3022.04974519653 |
13 | 38144 | 37433.3686679841 | 710.63133201587 |
14 | 37594 | 37418.8169870515 | 175.183012948475 |
15 | 36424 | 37145.8691401469 | -721.869140146916 |
16 | 36843 | 34391.7399386311 | 2451.26006136893 |
17 | 37246 | 34270.8530904543 | 2975.14690954567 |
18 | 38661 | 35631.7758720611 | 3029.2241279389 |
19 | 40454 | 40024.5755746785 | 429.42442532151 |
20 | 44928 | 42511.4600866232 | 2416.53991337676 |
21 | 48441 | 46856.9470367971 | 1584.0529632029 |
22 | 48140 | 49856.0462900093 | -1716.04629000934 |
23 | 45998 | 47682.8987952364 | -1684.89879523638 |
24 | 47369 | 46502.5874752095 | 866.412524790473 |
25 | 49554 | 45390.0845010381 | 4163.91549896185 |
26 | 47510 | 48182.3054805171 | -672.305480517125 |
27 | 44873 | 46044.3219498147 | -1171.32194981472 |
28 | 45344 | 43184.0686365862 | 2159.93136341377 |
29 | 42413 | 42828.965276057 | -415.965276057 |
30 | 36912 | 40022.1475758809 | -3110.14757588088 |
31 | 43452 | 39164.5931282716 | 4287.40687172845 |
32 | 42142 | 44266.9717065268 | -2124.97170652678 |
33 | 44382 | 44495.6356531236 | -113.635653123609 |
34 | 43636 | 46701.1124945306 | -3065.11249453061 |
35 | 44167 | 44361.2577765037 | -194.257776503731 |
36 | 44423 | 45606.8638081333 | -1183.86380813334 |
37 | 42868 | 43766.1927995537 | -898.192799553655 |
38 | 43908 | 42212.643852668 | 1695.35614733201 |
39 | 42013 | 43700.109192524 | -1687.10919252403 |
40 | 38846 | 40440.1447143107 | -1594.14471431067 |
41 | 35087 | 37065.3695754676 | -1978.36957546757 |
42 | 33026 | 33042.539893663 | -16.5398936630174 |
43 | 34646 | 34781.699263432 | -135.699263432033 |
44 | 37135 | 36158.5792501996 | 976.42074980038 |
45 | 37985 | 38982.7962640933 | -997.796264093277 |
46 | 43121 | 40409.5635369713 | 2711.43646302868 |
47 | 43722 | 42432.1172243023 | 1289.88277569768 |
48 | 43630 | 44924.2526486238 | -1294.25264862377 |
49 | 42234 | 43432.7154835369 | -1198.71548353694 |
50 | 39351 | 39793.7656452113 | -442.765645211299 |
51 | 39327 | 38685.9785642051 | 641.021435794922 |
52 | 35704 | 36701.2774176484 | -997.277417648444 |
53 | 30466 | 32668.7019211531 | -2202.70192115309 |
54 | 28155 | 28676.7640704514 | -521.76407045135 |
55 | 29257 | 29423.777421447 | -166.777421446980 |
56 | 29998 | 29986.4130259780 | 11.5869740220488 |
57 | 32529 | 31804.3286831368 | 724.671316863175 |
58 | 34787 | 34441.6809132585 | 345.319086741516 |
59 | 33855 | 34221.2770706439 | -366.277070643889 |
60 | 34556 | 35660.1337770414 | -1104.13377704142 |
61 | 31348 | 33441.5379427244 | -2093.53794272436 |
62 | 30805 | 30571.2719132893 | 233.728086710662 |
63 | 28353 | 29891.8479303808 | -1538.84793038082 |
64 | 24514 | 26212.6758637673 | -1698.67586376735 |
65 | 21106 | 21817.9665133548 | -711.966513354802 |
66 | 21346 | 19569.7091209565 | 1776.29087904347 |
67 | 23335 | 23302.6904636814 | 32.3095363185674 |
68 | 24379 | 25009.4683168542 | -630.468316854195 |
69 | 26290 | 26836.3399777779 | -546.339977777885 |
70 | 30084 | 28672.2569723800 | 1411.74302762005 |
71 | 29429 | 29875.133588171 | -446.13358817099 |
72 | 30632 | 31948.16045315 | -1316.16045315001 |
73 | 27349 | 29539.2126777431 | -2190.21267774306 |
74 | 27264 | 26642.447035512 | 621.55296448799 |
75 | 27474 | 26808.1015205016 | 665.898479498451 |
76 | 24482 | 25551.8706632517 | -1069.87066325171 |
77 | 21453 | 22676.2622904318 | -1223.26229043183 |
78 | 18788 | 20150.3594345554 | -1362.35943455544 |
79 | 19282 | 20851.8771816346 | -1569.87718163460 |
80 | 19713 | 20704.3807815668 | -991.380781566829 |
81 | 21917 | 22064.7312454795 | -147.73124547947 |
82 | 23812 | 24284.0838272759 | -472.083827275865 |
83 | 23785 | 24249.7110630637 | -464.711063063731 |
84 | 24696 | 25411.3690749274 | -715.369074927442 |
85 | 24562 | 24283.7343186012 | 278.265681398765 |
86 | 23580 | 23744.3123843418 | -164.312384341796 |
87 | 24939 | 23298.9344957086 | 1640.06550429143 |
88 | 23899 | 23589.1947677301 | 309.805232269928 |
89 | 21454 | 22167.4655997367 | -713.465599736717 |
90 | 19761 | 20704.0648766583 | -943.064876658334 |
91 | 19815 | 22020.8742211300 | -2205.87422112996 |
92 | 20780 | 21989.4994221242 | -1209.49942212423 |
93 | 23462 | 22814.3116280915 | 647.68837190845 |
94 | 25005 | 25397.2350215804 | -392.235021580395 |
95 | 24725 | 25058.3300593956 | -333.330059395634 |
96 | 26198 | 25877.1066694198 | 320.893330580244 |
97 | 27543 | 25699.9786927147 | 1843.02130728527 |
98 | 26471 | 26740.1898786732 | -269.189878673216 |
99 | 26558 | 26289.6932952567 | 268.306704743256 |
100 | 25317 | 25024.4134379354 | 292.586562064577 |
101 | 22896 | 23115.2087480730 | -219.208748073042 |
102 | 22248 | 21295.6073618901 | 952.392638109877 |
103 | 23406 | 24164.2554288906 | -758.255428890599 |
104 | 25073 | 25062.8751312651 | 10.1248687349208 |
105 | 27691 | 26628.0592164268 | 1062.94078357323 |
106 | 30599 | 29610.4078406598 | 988.592159340184 |
107 | 31948 | 30357.9819172219 | 1590.01808277811 |
108 | 32946 | 32594.7826803794 | 351.217319620586 |
109 | 34012 | 32456.4648545825 | 1555.53514541751 |
110 | 32936 | 32069.2439964544 | 866.756003545574 |
111 | 32974 | 32418.8225827923 | 555.17741720771 |
112 | 30951 | 30769.0777762032 | 181.922223796800 |
113 | 29812 | 28467.2345440900 | 1344.76545591003 |
114 | 29010 | 27640.2507376909 | 1369.74926230911 |
115 | 31068 | 30842.5554471721 | 225.444552827892 |
116 | 32447 | 32266.9667262149 | 180.033273785083 |
117 | 34844 | 34199.7936534905 | 644.206346509527 |
118 | 35676 | 36207.7440649525 | -531.744064952478 |
119 | 35387 | 34550.0036866919 | 836.996313308125 |
120 | 36488 | 35434.7931583118 | 1053.20684168816 |
121 | 35652 | 35403.7186347612 | 248.281365238763 |
122 | 33488 | 33654.1575825388 | -166.157582538762 |
123 | 32914 | 32940.4169262369 | -26.4169262369055 |
124 | 29781 | 30787.7000915364 | -1006.70009153637 |
125 | 27951 | 27366.2821695497 | 584.717830450292 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
21 | 0.634983018716222 | 0.730033962567556 | 0.365016981283778 |
22 | 0.542491470713225 | 0.915017058573551 | 0.457508529286775 |
23 | 0.40868527868857 | 0.81737055737714 | 0.59131472131143 |
24 | 0.299123349677449 | 0.598246699354899 | 0.70087665032255 |
25 | 0.558536845884406 | 0.882926308231188 | 0.441463154115594 |
26 | 0.783446520320313 | 0.433106959359374 | 0.216553479679687 |
27 | 0.728833316004262 | 0.542333367991475 | 0.271166683995738 |
28 | 0.826226558099752 | 0.347546883800497 | 0.173773441900248 |
29 | 0.988980872518643 | 0.0220382549627138 | 0.0110191274813569 |
30 | 0.998169484267125 | 0.00366103146574979 | 0.00183051573287489 |
31 | 0.999869941487916 | 0.000260117024168064 | 0.000130058512084032 |
32 | 0.999986423334488 | 2.71533310246630e-05 | 1.35766655123315e-05 |
33 | 0.999973535502366 | 5.2928995267639e-05 | 2.64644976338195e-05 |
34 | 0.999998213109829 | 3.57378034210147e-06 | 1.78689017105073e-06 |
35 | 0.999996787698247 | 6.42460350680787e-06 | 3.21230175340394e-06 |
36 | 0.999998685564494 | 2.62887101102943e-06 | 1.31443550551471e-06 |
37 | 0.999998883049616 | 2.23390076852805e-06 | 1.11695038426403e-06 |
38 | 0.999999284883775 | 1.43023245096285e-06 | 7.15116225481425e-07 |
39 | 0.999999485547387 | 1.02890522495247e-06 | 5.14452612476234e-07 |
40 | 0.999999803506949 | 3.92986102511747e-07 | 1.96493051255873e-07 |
41 | 0.999999942801523 | 1.14396954145496e-07 | 5.71984770727478e-08 |
42 | 0.99999988343256 | 2.33134879599301e-07 | 1.16567439799650e-07 |
43 | 0.999999789531094 | 4.20937812037991e-07 | 2.10468906018995e-07 |
44 | 0.999999732223706 | 5.35552588795804e-07 | 2.67776294397902e-07 |
45 | 0.999999614052778 | 7.71894443370768e-07 | 3.85947221685384e-07 |
46 | 0.99999999080332 | 1.83933609883443e-08 | 9.19668049417216e-09 |
47 | 0.999999993321317 | 1.33573660888640e-08 | 6.67868304443201e-09 |
48 | 0.999999990033672 | 1.99326566585559e-08 | 9.96632832927796e-09 |
49 | 0.99999998294947 | 3.41010598340737e-08 | 1.70505299170369e-08 |
50 | 0.999999965024344 | 6.9951312004066e-08 | 3.4975656002033e-08 |
51 | 0.999999955830855 | 8.83382896582043e-08 | 4.41691448291021e-08 |
52 | 0.999999916789373 | 1.66421254718805e-07 | 8.32106273594024e-08 |
53 | 0.999999937825592 | 1.24348815240932e-07 | 6.21744076204661e-08 |
54 | 0.999999858595758 | 2.82808483573682e-07 | 1.41404241786841e-07 |
55 | 0.999999805098435 | 3.89803129279064e-07 | 1.94901564639532e-07 |
56 | 0.999999627101073 | 7.45797853163476e-07 | 3.72898926581738e-07 |
57 | 0.999999471881638 | 1.05623672377425e-06 | 5.28118361887124e-07 |
58 | 0.999999190979826 | 1.61804034811567e-06 | 8.09020174057835e-07 |
59 | 0.999998324853355 | 3.35029329062818e-06 | 1.67514664531409e-06 |
60 | 0.999997404137767 | 5.19172446573958e-06 | 2.59586223286979e-06 |
61 | 0.999997717981396 | 4.56403720701658e-06 | 2.28201860350829e-06 |
62 | 0.999997105040959 | 5.78991808211107e-06 | 2.89495904105553e-06 |
63 | 0.999997462682 | 5.07463600188501e-06 | 2.53731800094251e-06 |
64 | 0.999996671588143 | 6.65682371434338e-06 | 3.32841185717169e-06 |
65 | 0.999993118430477 | 1.37631390464013e-05 | 6.88156952320063e-06 |
66 | 0.99999733585327 | 5.32829345981108e-06 | 2.66414672990554e-06 |
67 | 0.999997302842186 | 5.394315628981e-06 | 2.6971578144905e-06 |
68 | 0.999994794945202 | 1.04101095954773e-05 | 5.20505479773864e-06 |
69 | 0.9999893445518 | 2.13108963995391e-05 | 1.06554481997696e-05 |
70 | 0.999998577376899 | 2.84524620246311e-06 | 1.42262310123156e-06 |
71 | 0.999996826417978 | 6.34716404400791e-06 | 3.17358202200395e-06 |
72 | 0.999994178557508 | 1.16428849843978e-05 | 5.82144249219891e-06 |
73 | 0.999999310727136 | 1.37854572893987e-06 | 6.89272864469937e-07 |
74 | 0.999999983745285 | 3.25094306266355e-08 | 1.62547153133177e-08 |
75 | 0.999999968303285 | 6.33934301461292e-08 | 3.16967150730646e-08 |
76 | 0.999999920611243 | 1.58777513416906e-07 | 7.9388756708453e-08 |
77 | 0.99999979722635 | 4.05547299614891e-07 | 2.02773649807445e-07 |
78 | 0.999999604339716 | 7.913205681906e-07 | 3.956602840953e-07 |
79 | 0.999999268632148 | 1.46273570310227e-06 | 7.31367851551133e-07 |
80 | 0.999998320636817 | 3.35872636580614e-06 | 1.67936318290307e-06 |
81 | 0.99999598364744 | 8.03270511911307e-06 | 4.01635255955653e-06 |
82 | 0.999991487675068 | 1.70246498634428e-05 | 8.51232493172138e-06 |
83 | 0.999979769489688 | 4.04610206235164e-05 | 2.02305103117582e-05 |
84 | 0.999953059323737 | 9.38813525262932e-05 | 4.69406762631466e-05 |
85 | 0.999918605849463 | 0.000162788301074363 | 8.13941505371814e-05 |
86 | 0.9998594233842 | 0.000281153231598202 | 0.000140576615799101 |
87 | 0.999918876063542 | 0.000162247872916293 | 8.11239364581466e-05 |
88 | 0.999894728614015 | 0.000210542771970588 | 0.000105271385985294 |
89 | 0.999824956165377 | 0.000350087669245356 | 0.000175043834622678 |
90 | 0.999769720912656 | 0.00046055817468829 | 0.000230279087344145 |
91 | 0.999835071408738 | 0.000329857182524085 | 0.000164928591262042 |
92 | 0.99964880896523 | 0.000702382069541187 | 0.000351191034770593 |
93 | 0.999287626108399 | 0.00142474778320283 | 0.000712373891601414 |
94 | 0.998332692501641 | 0.00333461499671744 | 0.00166730749835872 |
95 | 0.99822878387269 | 0.00354243225462184 | 0.00177121612731092 |
96 | 0.996493458852498 | 0.0070130822950045 | 0.00350654114750225 |
97 | 0.996088978615015 | 0.00782204276997001 | 0.00391102138498501 |
98 | 0.992087920055398 | 0.0158241598892032 | 0.00791207994460158 |
99 | 0.982554646901272 | 0.034890706197456 | 0.017445353098728 |
100 | 0.962844013877785 | 0.0743119722444303 | 0.0371559861222152 |
101 | 0.974858414647131 | 0.0502831707057379 | 0.0251415853528690 |
102 | 0.953972787993834 | 0.0920544240123329 | 0.0460272120061664 |
103 | 0.969770731589142 | 0.0604585368217166 | 0.0302292684108583 |
104 | 0.976187488456397 | 0.047625023087205 | 0.0238125115436025 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 68 | 0.80952380952381 | NOK |
5% type I error level | 72 | 0.857142857142857 | NOK |
10% type I error level | 76 | 0.904761904761905 | NOK |