Multiple Linear Regression - Estimated Regression Equation |
Totaal[t] = + 1.2493258273714 -1.50811131221509maand[t] + 0.993701290329437jongerdan25jaar[t] + 1.00184142927099vanaf25jaar[t] -0.120094481746231`Belgi\353`[t] -0.0961650138034609Eurogebied[t] + 0.0579016126729738`eu27\r`[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) | 1.2493258273714 | 0.654923 | 1.9076 | 0.058522 | 0.029261 |
maand | -1.50811131221509 | 11.405643 | -0.1322 | 0.894999 | 0.447499 |
jongerdan25jaar | 0.993701290329437 | 0.003313 | 299.9221 | 0 | 0 |
vanaf25jaar | 1.00184142927099 | 0.002804 | 357.3135 | 0 | 0 |
`Belgi\353` | -0.120094481746231 | 0.108289 | -1.109 | 0.26935 | 0.134675 |
Eurogebied | -0.0961650138034609 | 0.208858 | -0.4604 | 0.645931 | 0.322966 |
`eu27\r` | 0.0579016126729738 | 0.21317 | 0.2716 | 0.786319 | 0.393159 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.999940430839775 |
R-squared | 0.999880865228035 |
Adjusted R-squared | 0.99987568545534 |
F-TEST (value) | 193035.6647419 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 138 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.505202895278616 |
Sum Squared Residuals | 35.2217352249097 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 501 | 501.962139569612 | -0.962139569611563 |
2 | 485 | 485.004229499679 | -0.00422949967874279 |
3 | 464 | 464.067391518628 | -0.0673915186278362 |
4 | 460 | 460.108530683912 | -0.108530683911865 |
5 | 467 | 467.133640020332 | -0.133640020332371 |
6 | 460 | 460.169992420319 | -0.169992420318592 |
7 | 448 | 448.200975954149 | -0.200975954149393 |
8 | 443 | 443.194305751584 | -0.194305751583852 |
9 | 436 | 436.223096223856 | -0.223096223856405 |
10 | 431 | 431.243083218139 | -0.243083218139219 |
11 | 484 | 484.112784232272 | -0.11278423227231 |
12 | 510 | 509.026644978367 | 0.973355021632801 |
13 | 513 | 512.990250454678 | 0.00974954532188549 |
14 | 503 | 502.967469389638 | 0.032530610362263 |
15 | 471 | 471.012697918657 | -0.0126979186572813 |
16 | 471 | 471.015600869999 | -0.0156008699990741 |
17 | 476 | 476.009149839145 | -0.00914983914472393 |
18 | 475 | 474.038867197328 | 0.961132802671825 |
19 | 470 | 470.058684005699 | -0.0586840056992987 |
20 | 461 | 461.084989162757 | -0.08498916275716 |
21 | 455 | 455.093994625344 | -0.0939946253438961 |
22 | 456 | 455.094898588168 | 0.905101411831608 |
23 | 517 | 516.864187006275 | 0.135812993725241 |
24 | 525 | 525.791635348017 | -0.791635348016697 |
25 | 523 | 522.773033288365 | 0.226966711634739 |
26 | 519 | 518.830964453363 | 0.169035546637068 |
27 | 509 | 508.864466237904 | 0.135533762096104 |
28 | 512 | 511.886379233484 | 0.113620766515773 |
29 | 519 | 518.858169457673 | 0.141830542326999 |
30 | 517 | 516.878220951876 | 0.121779048123707 |
31 | 510 | 509.908792371332 | 0.0912076286682704 |
32 | 509 | 509.931476770012 | -0.931476770012311 |
33 | 501 | 499.974891563273 | 1.02510843672692 |
34 | 507 | 506.954648161485 | 0.0453518385149517 |
35 | 569 | 569.745482891476 | -0.745482891476256 |
36 | 580 | 579.708809372503 | 0.291190627496867 |
37 | 578 | 577.692048538409 | 0.30795146159112 |
38 | 565 | 565.761144960748 | -0.761144960748441 |
39 | 547 | 547.788055309885 | -0.788055309885143 |
40 | 555 | 554.802974542567 | 0.197025457433191 |
41 | 562 | 561.77477544226 | 0.22522455773961 |
42 | 561 | 560.809771513972 | 0.190228486028481 |
43 | 555 | 555.884699863869 | -0.884699863869176 |
44 | 544 | 543.95582340427 | 0.0441765957296952 |
45 | 537 | 537.004761996919 | -0.00476199691881437 |
46 | 543 | 542.966797957598 | 0.0332020424019507 |
47 | 594 | 593.711917945771 | 0.288082054228857 |
48 | 611 | 610.634349238866 | 0.365650761134085 |
49 | 613 | 612.6465798679 | 0.353420132099924 |
50 | 611 | 610.77678261631 | 0.223217383689906 |
51 | 594 | 593.841562599204 | 0.158437400796348 |
52 | 595 | 595.877914335183 | -0.87791433518264 |
53 | 591 | 590.89765104209 | 0.102348957910397 |
54 | 589 | 589.921007560176 | -0.921007560175712 |
55 | 584 | 583.941408206882 | 0.0585917931175211 |
56 | 573 | 572.963984342727 | 0.0360156572728019 |
57 | 567 | 566.986431181531 | 0.0135688184690598 |
58 | 569 | 568.994885959568 | 0.00511404043234077 |
59 | 621 | 620.780225484732 | 0.219774515268385 |
60 | 629 | 628.73407853019 | 0.265921469809843 |
61 | 628 | 627.732644529162 | 0.267355470837712 |
62 | 612 | 611.802558167235 | 0.197441832765203 |
63 | 595 | 595.860996331439 | -0.860996331439446 |
64 | 597 | 596.907473063176 | 0.0925269368237261 |
65 | 593 | 592.927542522019 | 0.072457477980658 |
66 | 590 | 589.954905456543 | 0.0450945434566615 |
67 | 580 | 579.991914938532 | 0.00808506146793227 |
68 | 574 | 574.00502393366 | -0.00502393365997469 |
69 | 573 | 573.022790100278 | -0.0227901002782863 |
70 | 573 | 573.043397358105 | -0.0433973581054384 |
71 | 620 | 619.897734924321 | 0.102265075679538 |
72 | 626 | 625.884377737788 | 0.115622262212326 |
73 | 620 | 619.885702866355 | 0.114297133645344 |
74 | 588 | 586.951039544708 | 1.04896045529207 |
75 | 566 | 565.996401113566 | 0.00359888643425442 |
76 | 557 | 558.06421115533 | -1.06421115532983 |
77 | 561 | 561.038279438052 | -0.0382794380520848 |
78 | 549 | 549.081623696889 | -0.0816236968892597 |
79 | 532 | 532.105741800488 | -0.10574180048781 |
80 | 526 | 526.113059573013 | -0.113059573012738 |
81 | 511 | 511.15540540808 | -0.155405408079553 |
82 | 499 | 499.204747325116 | -0.204747325116133 |
83 | 555 | 555.079971339548 | -0.0799713395476721 |
84 | 565 | 564.072138233466 | 0.927861766533948 |
85 | 542 | 542.096710433677 | -0.0967104336771727 |
86 | 527 | 527.112716520125 | -0.112716520125224 |
87 | 510 | 510.152560603037 | -0.152560603037352 |
88 | 514 | 514.162384457551 | -0.162384457550556 |
89 | 517 | 517.15857678155 | -0.158576781549861 |
90 | 508 | 507.212960629999 | 0.787039370001466 |
91 | 493 | 493.251160283072 | -0.251160283071557 |
92 | 490 | 490.254427750871 | -0.254427750870548 |
93 | 469 | 469.286169013426 | -0.286169013426099 |
94 | 478 | 477.261545504222 | 0.738454495777952 |
95 | 528 | 529.097646072917 | -1.09764607291655 |
96 | 534 | 533.057031206571 | 0.942968793429101 |
97 | 518 | 518.060027165134 | -0.0600271651336005 |
98 | 506 | 506.101792977434 | -0.101792977433776 |
99 | 502 | 502.119615073249 | -0.119615073248677 |
100 | 516 | 516.099944281269 | -0.0999442812689379 |
101 | 528 | 528.042713161475 | -0.0427131614754326 |
102 | 533 | 533.029183910459 | -0.0291839104588868 |
103 | 536 | 536.016322191991 | -0.0163221919908904 |
104 | 537 | 537.042403949418 | -0.0424039494184516 |
105 | 524 | 523.078894591933 | 0.921105408067088 |
106 | 536 | 536.061127802797 | -0.0611278027974426 |
107 | 587 | 586.890084026044 | 0.109915973955714 |
108 | 597 | 595.852012322602 | 1.14798767739821 |
109 | 581 | 580.837251438344 | 0.162748561655939 |
110 | 564 | 564.899898203268 | -0.899898203267866 |
111 | 558 | 556.928068113859 | 1.07193188614095 |
112 | 575 | 574.915275526437 | 0.0847244735630021 |
113 | 580 | 580.892565350534 | -0.892565350534369 |
114 | 575 | 574.906682913861 | 0.0933170861392107 |
115 | 563 | 563.929879001751 | -0.929879001750915 |
116 | 552 | 550.947290615214 | 1.05270938478593 |
117 | 537 | 536.979466973387 | 0.0205330266128501 |
118 | 545 | 544.982644834747 | 0.0173551652524783 |
119 | 601 | 600.870279176954 | 0.129720823045671 |
120 | 604 | 604.841228855496 | -0.841228855495691 |
121 | 586 | 586.844919408357 | -0.844919408357205 |
122 | 564 | 563.920572860504 | 0.0794271394958079 |
123 | 549 | 547.980529658864 | 1.01947034113586 |
124 | 551 | 551.046610706348 | -0.0466107063481602 |
125 | 556 | 556.066222821984 | -0.0662228219838701 |
126 | 548 | 548.130436168914 | -0.130436168913769 |
127 | 540 | 540.157234324549 | -0.157234324549236 |
128 | 531 | 531.163337373302 | -0.163337373302256 |
129 | 521 | 520.198687556584 | 0.801312443415977 |
130 | 519 | 518.186288113904 | 0.813711886095802 |
131 | 572 | 572.030384699732 | -0.0303846997320887 |
132 | 581 | 581.988406820133 | -0.988406820132677 |
133 | 563 | 562.97441995334 | 0.0255800466603253 |
134 | 548 | 548.02694149428 | -0.0269414942798479 |
135 | 539 | 539.055662644127 | -0.0556626441267679 |
136 | 541 | 541.078126671965 | -0.0781266719648638 |
137 | 562 | 561.049129236911 | 0.950870763089048 |
138 | 559 | 559.062127889251 | -0.0621278892509336 |
139 | 546 | 546.074317513699 | -0.0743175136991713 |
140 | 536 | 537.061186503626 | -1.0611865036256 |
141 | 528 | 527.060471404192 | 0.93952859580761 |
142 | 530 | 531.048629973248 | -1.04862997324771 |
143 | 582 | 581.925981900948 | 0.0740180990519022 |
144 | 599 | 598.877819074761 | 0.122180925239395 |
145 | 584 | 583.849127284006 | 0.150872715993801 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.0998681508049398 | 0.19973630160988 | 0.90013184919506 |
11 | 0.0412950881943192 | 0.0825901763886383 | 0.958704911805681 |
12 | 0.143442505900375 | 0.286885011800751 | 0.856557494099625 |
13 | 0.113892754063305 | 0.22778550812661 | 0.886107245936695 |
14 | 0.0964213792511674 | 0.192842758502335 | 0.903578620748833 |
15 | 0.0541185595194001 | 0.1082371190388 | 0.9458814404806 |
16 | 0.0809803958851101 | 0.16196079177022 | 0.91901960411489 |
17 | 0.0486228329825001 | 0.0972456659650002 | 0.9513771670175 |
18 | 0.211385076699255 | 0.42277015339851 | 0.788614923300745 |
19 | 0.206278768740755 | 0.412557537481509 | 0.793721231259245 |
20 | 0.160133282603513 | 0.320266565207026 | 0.839866717396487 |
21 | 0.112314428600075 | 0.224628857200151 | 0.887685571399925 |
22 | 0.22961179988871 | 0.45922359977742 | 0.77038820011129 |
23 | 0.177579575171529 | 0.355159150343058 | 0.822420424828471 |
24 | 0.222001377887947 | 0.444002755775894 | 0.777998622112053 |
25 | 0.250061513378972 | 0.500123026757944 | 0.749938486621028 |
26 | 0.198096277477587 | 0.396192554955174 | 0.801903722522413 |
27 | 0.1515092599715 | 0.303018519943001 | 0.8484907400285 |
28 | 0.116777965542262 | 0.233555931084525 | 0.883222034457738 |
29 | 0.0860583464728357 | 0.172116692945671 | 0.913941653527164 |
30 | 0.064228398113672 | 0.128456796227344 | 0.935771601886328 |
31 | 0.0472401599360512 | 0.0944803198721023 | 0.952759840063949 |
32 | 0.142582530852644 | 0.285165061705288 | 0.857417469147356 |
33 | 0.283941342112414 | 0.567882684224829 | 0.716058657887586 |
34 | 0.23398622346908 | 0.46797244693816 | 0.76601377653092 |
35 | 0.273627508971985 | 0.54725501794397 | 0.726372491028015 |
36 | 0.249003172861319 | 0.498006345722638 | 0.750996827138681 |
37 | 0.233597030814728 | 0.467194061629457 | 0.766402969185272 |
38 | 0.306495515898852 | 0.612991031797704 | 0.693504484101148 |
39 | 0.342594463465018 | 0.685188926930036 | 0.657405536534982 |
40 | 0.295712763857155 | 0.59142552771431 | 0.704287236142845 |
41 | 0.249300848631448 | 0.498601697262897 | 0.750699151368552 |
42 | 0.206976877513819 | 0.413953755027638 | 0.793023122486181 |
43 | 0.34518091136958 | 0.69036182273916 | 0.65481908863042 |
44 | 0.300603004826587 | 0.601206009653175 | 0.699396995173413 |
45 | 0.2558076119972 | 0.511615223994401 | 0.7441923880028 |
46 | 0.219145726373297 | 0.438291452746594 | 0.780854273626703 |
47 | 0.214460162203508 | 0.428920324407017 | 0.785539837796492 |
48 | 0.206130341283176 | 0.412260682566351 | 0.793869658716824 |
49 | 0.184543244318227 | 0.369086488636455 | 0.815456755681773 |
50 | 0.153271431952114 | 0.306542863904228 | 0.846728568047886 |
51 | 0.126532394382009 | 0.253064788764018 | 0.873467605617991 |
52 | 0.187392914594323 | 0.374785829188647 | 0.812607085405677 |
53 | 0.154947009045421 | 0.309894018090841 | 0.84505299095458 |
54 | 0.230394122602688 | 0.460788245205377 | 0.769605877397312 |
55 | 0.195796003509688 | 0.391592007019376 | 0.804203996490312 |
56 | 0.163462615993298 | 0.326925231986597 | 0.836537384006702 |
57 | 0.133853297788015 | 0.267706595576029 | 0.866146702211985 |
58 | 0.108224347774575 | 0.216448695549149 | 0.891775652225425 |
59 | 0.0908635326357157 | 0.181727065271431 | 0.909136467364284 |
60 | 0.0746396714727008 | 0.149279342945402 | 0.925360328527299 |
61 | 0.0603189153144252 | 0.12063783062885 | 0.939681084685575 |
62 | 0.0471882262688312 | 0.0943764525376624 | 0.952811773731169 |
63 | 0.0783284403065101 | 0.15665688061302 | 0.92167155969349 |
64 | 0.0618948066111306 | 0.123789613222261 | 0.938105193388869 |
65 | 0.0481095799220272 | 0.0962191598440545 | 0.951890420077973 |
66 | 0.0368695983081973 | 0.0737391966163946 | 0.963130401691803 |
67 | 0.0279486605049607 | 0.0558973210099214 | 0.972051339495039 |
68 | 0.0212403774083385 | 0.042480754816677 | 0.978759622591661 |
69 | 0.015690781371479 | 0.031381562742958 | 0.984309218628521 |
70 | 0.0114070180784785 | 0.0228140361569571 | 0.988592981921521 |
71 | 0.0082224466653318 | 0.0164448933306636 | 0.991777553334668 |
72 | 0.00587707185410325 | 0.0117541437082065 | 0.994122928145897 |
73 | 0.00414120608293252 | 0.00828241216586504 | 0.995858793917067 |
74 | 0.0116420822398334 | 0.0232841644796669 | 0.988357917760167 |
75 | 0.0085329939776872 | 0.0170659879553744 | 0.991467006022313 |
76 | 0.0276382692772405 | 0.0552765385544811 | 0.972361730722759 |
77 | 0.0206887531818707 | 0.0413775063637414 | 0.979311246818129 |
78 | 0.0152332002063595 | 0.0304664004127189 | 0.984766799793641 |
79 | 0.0111134352698617 | 0.0222268705397234 | 0.988886564730138 |
80 | 0.00803612516758354 | 0.0160722503351671 | 0.991963874832416 |
81 | 0.00585830524155036 | 0.0117166104831007 | 0.99414169475845 |
82 | 0.00438672635686683 | 0.00877345271373367 | 0.995613273643133 |
83 | 0.00307238745409745 | 0.00614477490819489 | 0.996927612545903 |
84 | 0.00944104040055249 | 0.018882080801105 | 0.990558959599448 |
85 | 0.00670645150880889 | 0.0134129030176178 | 0.993293548491191 |
86 | 0.00469718485983193 | 0.00939436971966386 | 0.995302815140168 |
87 | 0.00334022468565551 | 0.00668044937131102 | 0.996659775314344 |
88 | 0.00231541787046612 | 0.00463083574093223 | 0.997684582129534 |
89 | 0.00156319105221495 | 0.00312638210442991 | 0.998436808947785 |
90 | 0.00325038702200734 | 0.00650077404401467 | 0.996749612977993 |
91 | 0.00232190423500275 | 0.00464380847000551 | 0.997678095764997 |
92 | 0.00163697601117268 | 0.00327395202234535 | 0.998363023988827 |
93 | 0.00130655015808921 | 0.00261310031617843 | 0.998693449841911 |
94 | 0.0021859451518815 | 0.00437189030376299 | 0.997814054848118 |
95 | 0.00719443370598602 | 0.014388867411972 | 0.992805566294014 |
96 | 0.0161913215231366 | 0.0323826430462731 | 0.983808678476863 |
97 | 0.0116805772129298 | 0.0233611544258595 | 0.98831942278707 |
98 | 0.00848970176674959 | 0.0169794035334992 | 0.99151029823325 |
99 | 0.00645567512606899 | 0.012911350252138 | 0.993544324873931 |
100 | 0.00492514211982071 | 0.00985028423964143 | 0.995074857880179 |
101 | 0.00347991676164879 | 0.00695983352329757 | 0.996520083238351 |
102 | 0.00259025417479145 | 0.00518050834958289 | 0.997409745825209 |
103 | 0.00206184824543869 | 0.00412369649087738 | 0.997938151754561 |
104 | 0.00180507184031387 | 0.00361014368062773 | 0.998194928159686 |
105 | 0.00259325888581258 | 0.00518651777162517 | 0.997406741114187 |
106 | 0.00194318820151717 | 0.00388637640303434 | 0.998056811798483 |
107 | 0.00125698459452997 | 0.00251396918905993 | 0.99874301540547 |
108 | 0.00636922579863324 | 0.0127384515972665 | 0.993630774201367 |
109 | 0.00454196184443935 | 0.0090839236888787 | 0.995458038155561 |
110 | 0.0127355463667464 | 0.0254710927334927 | 0.987264453633254 |
111 | 0.0260460616516276 | 0.0520921233032551 | 0.973953938348372 |
112 | 0.0186230905980797 | 0.0372461811961595 | 0.98137690940192 |
113 | 0.0321360031028008 | 0.0642720062056015 | 0.967863996897199 |
114 | 0.0231724054992501 | 0.0463448109985002 | 0.97682759450075 |
115 | 0.0532192049074807 | 0.106438409814961 | 0.946780795092519 |
116 | 0.0920097270658157 | 0.184019454131631 | 0.907990272934184 |
117 | 0.069901597123217 | 0.139803194246434 | 0.930098402876783 |
118 | 0.0510191656711072 | 0.102038331342214 | 0.948980834328893 |
119 | 0.0506044685499154 | 0.101208937099831 | 0.949395531450085 |
120 | 0.0471131245474716 | 0.0942262490949432 | 0.952886875452528 |
121 | 0.0762726782750317 | 0.152545356550063 | 0.923727321724968 |
122 | 0.0612009516039084 | 0.122401903207817 | 0.938799048396092 |
123 | 0.0897353033770012 | 0.179470606754002 | 0.910264696622999 |
124 | 0.0675302384117501 | 0.1350604768235 | 0.93246976158825 |
125 | 0.0584865381694799 | 0.11697307633896 | 0.94151346183052 |
126 | 0.044340411097112 | 0.0886808221942241 | 0.955659588902888 |
127 | 0.0324893206026257 | 0.0649786412052515 | 0.967510679397374 |
128 | 0.0265196938231729 | 0.0530393876463458 | 0.973480306176827 |
129 | 0.0354095244571885 | 0.0708190489143769 | 0.964590475542812 |
130 | 0.0756928327423886 | 0.151385665484777 | 0.924307167257611 |
131 | 0.0671335667815051 | 0.13426713356301 | 0.932866433218495 |
132 | 0.0835814812044787 | 0.167162962408957 | 0.916418518795521 |
133 | 0.0627548965375502 | 0.1255097930751 | 0.93724510346245 |
134 | 0.0406588162775764 | 0.0813176325551528 | 0.959341183722424 |
135 | 0.10040587818138 | 0.20081175636276 | 0.89959412181862 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 21 | 0.166666666666667 | NOK |
5% type I error level | 44 | 0.349206349206349 | NOK |
10% type I error level | 60 | 0.476190476190476 | NOK |