Multiple Linear Regression - Estimated Regression Equation |
Totale_werkloosheid[t] = -84.8598455362373 + 0.0431272408509262Jaartal[t] + 0.00110852737564431t + 0.995878671716741Jonger_dan_25[t] + 1.0002341118164Vanaf_25[t] -0.0766601847092077`Belgi\303\253`[t] -0.461901000716775Euroraad[t] + 0.385382469325766`EU-27`[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) | -84.8598455362373 | 336.990516 | -0.2518 | 0.80156 | 0.40078 |
Jaartal | 0.0431272408509262 | 0.168533 | 0.2559 | 0.798414 | 0.399207 |
t | 0.00110852737564431 | 0.014254 | 0.0778 | 0.938126 | 0.469063 |
Jonger_dan_25 | 0.995878671716741 | 0.00393 | 253.4034 | 0 | 0 |
Vanaf_25 | 1.0002341118164 | 0.003058 | 327.1342 | 0 | 0 |
`Belgi\303\253` | -0.0766601847092077 | 0.113462 | -0.6756 | 0.500404 | 0.250202 |
Euroraad | -0.461901000716775 | 0.372345 | -1.2405 | 0.216903 | 0.108452 |
`EU-27` | 0.385382469325766 | 0.350866 | 1.0984 | 0.273967 | 0.136983 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.999941101403851 |
R-squared | 0.999882206276746 |
Adjusted R-squared | 0.999876187619353 |
F-TEST (value) | 166130.440903983 |
F-TEST (DF numerator) | 7 |
F-TEST (DF denominator) | 137 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.504181488531057 |
Sum Squared Residuals | 34.8252593527028 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 501 | 501.842685590958 | -0.842685590957651 |
2 | 485 | 484.883354453119 | 0.11664554688051 |
3 | 464 | 463.935122491918 | 0.0648775080820712 |
4 | 460 | 459.968034204037 | 0.0319657959633518 |
5 | 467 | 467.075430891991 | -0.075430891991465 |
6 | 460 | 460.095632975422 | -0.0956329754222524 |
7 | 448 | 448.161899461571 | -0.161899461571094 |
8 | 443 | 443.159571713222 | -0.159571713221867 |
9 | 436 | 436.180818658381 | -0.180818658381019 |
10 | 431 | 431.197133525345 | -0.197133525344912 |
11 | 484 | 484.090963372842 | -0.0909633728421026 |
12 | 510 | 509.062420460866 | 0.937579539133899 |
13 | 513 | 513.037111939995 | -0.0371119399949131 |
14 | 503 | 502.986202677578 | 0.0137973224224519 |
15 | 471 | 471.068357438314 | -0.0683574383140762 |
16 | 471 | 471.028676167446 | -0.0286761674460778 |
17 | 476 | 476.116962016455 | -0.116962016455046 |
18 | 475 | 474.123016787358 | 0.876983212642237 |
19 | 470 | 470.136255187767 | -0.136255187766779 |
20 | 461 | 461.152692634525 | -0.152692634525302 |
21 | 455 | 455.120317572958 | -0.120317572958251 |
22 | 456 | 455.121426100334 | 0.878573899666117 |
23 | 517 | 516.944203506359 | 0.0557964936413786 |
24 | 525 | 525.899509198986 | -0.89950919898563 |
25 | 523 | 522.850414712469 | 0.149585287530868 |
26 | 519 | 518.885430313376 | 0.114569686623559 |
27 | 509 | 508.869540564942 | 0.130459435057582 |
28 | 512 | 511.880062307967 | 0.119937692033439 |
29 | 519 | 518.907308408927 | 0.0926915910733787 |
30 | 517 | 516.871514354526 | 0.128485645474504 |
31 | 510 | 509.892761299685 | 0.107238700315361 |
32 | 509 | 509.903625568988 | -0.903625568987983 |
33 | 501 | 499.936191637269 | 1.06380836273149 |
34 | 507 | 506.879682526988 | 0.12031747301171 |
35 | 569 | 569.721322494811 | -0.721322494810696 |
36 | 580 | 579.736118719625 | 0.263881280375261 |
37 | 578 | 577.687258344925 | 0.31274165507535 |
38 | 565 | 565.775302031572 | -0.775302031571768 |
39 | 547 | 547.761894828706 | -0.761894828706228 |
40 | 555 | 554.799869807358 | 0.200130192642036 |
41 | 562 | 561.827115908318 | 0.172884091681977 |
42 | 561 | 560.841056644176 | 0.158943355823761 |
43 | 555 | 555.886814730109 | -0.886814730109328 |
44 | 544 | 543.903372383237 | 0.0966276167627479 |
45 | 537 | 536.936640786967 | 0.063359213033029 |
46 | 543 | 542.868920968028 | 0.131079031971839 |
47 | 594 | 593.690153840469 | 0.309846159530895 |
48 | 611 | 610.633045252414 | 0.366954747586191 |
49 | 613 | 612.638977443522 | 0.361022556478091 |
50 | 611 | 610.714881083873 | 0.285118916126611 |
51 | 594 | 593.724706048237 | 0.275293951762998 |
52 | 595 | 595.743704559644 | -0.743704559644074 |
53 | 591 | 590.854737069359 | 0.145262930641387 |
54 | 589 | 589.861011786746 | -0.861011786745898 |
55 | 584 | 583.874826825251 | 0.125173174749471 |
56 | 573 | 572.895137323144 | 0.104862676855917 |
57 | 567 | 566.916604214788 | 0.083395785212198 |
58 | 569 | 568.921491544167 | 0.0785084558324952 |
59 | 621 | 620.731773777005 | 0.268226222995335 |
60 | 629 | 628.707563531253 | 0.292436468746663 |
61 | 628 | 627.708437946813 | 0.291562053187403 |
62 | 612 | 611.795559351526 | 0.204440648474046 |
63 | 595 | 595.805604262374 | -0.805604262374159 |
64 | 597 | 596.836375955204 | 0.163624044796435 |
65 | 593 | 592.91014919153 | 0.089850808469674 |
66 | 590 | 589.926918116795 | 0.0730818832048146 |
67 | 580 | 579.959470019744 | 0.0405299802560961 |
68 | 574 | 574.010764278121 | -0.0107642781208959 |
69 | 573 | 572.986166767046 | 0.0138332329534815 |
70 | 573 | 573.005903744403 | -0.00590374440346041 |
71 | 620 | 619.901625334042 | 0.0983746659583022 |
72 | 626 | 625.89333792866 | 0.106662071340366 |
73 | 620 | 619.905049078376 | 0.0949509216243459 |
74 | 588 | 586.971415370444 | 1.02858462955584 |
75 | 566 | 565.976979143839 | 0.0230208561608848 |
76 | 557 | 558.068210829063 | -1.06821082906287 |
77 | 561 | 561.077907098845 | -0.0779070988454993 |
78 | 549 | 549.109990778161 | -0.109990778161418 |
79 | 532 | 532.140903898395 | -0.140903898395353 |
80 | 526 | 526.15365990984 | -0.153659909839763 |
81 | 511 | 511.189410859138 | -0.189410859137972 |
82 | 499 | 499.196212770338 | -0.19621277033819 |
83 | 555 | 555.090744953285 | -0.0907449532845708 |
84 | 565 | 564.083159883352 | 0.9168401166483 |
85 | 542 | 542.120568462975 | -0.120568462974569 |
86 | 527 | 527.103493990127 | -0.103493990126742 |
87 | 510 | 510.178345659121 | -0.178345659121301 |
88 | 514 | 514.14620782693 | -0.146207826929612 |
89 | 517 | 517.198811949076 | -0.198811949076292 |
90 | 508 | 507.237985008768 | 0.762014991232465 |
91 | 493 | 493.269614629782 | -0.269614629782482 |
92 | 490 | 490.232541601837 | -0.232541601836569 |
93 | 469 | 469.260280888826 | -0.26028088882568 |
94 | 478 | 477.234878118824 | 0.765121881176492 |
95 | 528 | 529.10652066082 | -1.10652066081993 |
96 | 534 | 533.075826003453 | 0.924173996547485 |
97 | 518 | 518.125027420814 | -0.125027420813761 |
98 | 506 | 506.11199419245 | -0.111994192450033 |
99 | 502 | 502.11428432668 | -0.114284326680504 |
100 | 516 | 516.040799714466 | -0.0407997144655875 |
101 | 528 | 528.071718576392 | -0.0717185763921203 |
102 | 533 | 533.035710066491 | -0.0357100664906006 |
103 | 536 | 535.972716544594 | 0.0272834554057111 |
104 | 537 | 537.01696703615 | -0.0169670361503801 |
105 | 524 | 523.041989665755 | 0.95801033424538 |
106 | 536 | 536.051940261667 | -0.051940261667347 |
107 | 587 | 586.873862178736 | 0.126137821263754 |
108 | 597 | 595.881817300323 | 1.11818269967681 |
109 | 581 | 580.880473177513 | 0.119526822486909 |
110 | 564 | 564.887221675322 | -0.887221675321845 |
111 | 558 | 556.943462177226 | 1.05653782277409 |
112 | 575 | 574.924989519306 | 0.0750104806939534 |
113 | 580 | 580.989247174503 | -0.989247174503379 |
114 | 575 | 574.994351332809 | 0.00564866719130818 |
115 | 563 | 564.014661830702 | -1.01466183070225 |
116 | 552 | 550.992669444991 | 1.007330555009 |
117 | 537 | 537.020988487635 | -0.0209884876346739 |
118 | 545 | 545.022910882481 | -0.0229108824812839 |
119 | 601 | 600.922843367256 | 0.0771566327442979 |
120 | 604 | 604.90642171977 | -0.906421719769917 |
121 | 586 | 586.92404857322 | -0.924048573220314 |
122 | 564 | 563.984059268585 | 0.0159407314147161 |
123 | 549 | 548.031597564638 | 0.968402435362332 |
124 | 551 | 551.069472803174 | -0.0694728031742269 |
125 | 556 | 556.141173598935 | -0.141173598934993 |
126 | 548 | 548.219353129192 | -0.219353129191603 |
127 | 540 | 540.205138293973 | -0.205138293973038 |
128 | 531 | 531.213895556929 | -0.213895556928814 |
129 | 521 | 520.277099741855 | 0.722900258145392 |
130 | 519 | 518.231549945526 | 0.768450054474219 |
131 | 572 | 572.100364298116 | -0.100364298115545 |
132 | 581 | 582.065674009819 | -1.06567400981847 |
133 | 563 | 563.067748879842 | -0.0677488798424472 |
134 | 548 | 548.062724196229 | -0.062724196228838 |
135 | 539 | 539.080206504716 | -0.0802065047157384 |
136 | 541 | 541.051970054323 | -0.0519700543227361 |
137 | 562 | 561.07145900524 | 0.928540994760142 |
138 | 559 | 559.068802895943 | -0.0688028959432661 |
139 | 546 | 546.077682738694 | -0.0776827386936672 |
140 | 536 | 536.994059801506 | -0.994059801506085 |
141 | 528 | 526.994931099506 | 1.00506890049363 |
142 | 530 | 530.980613340809 | -0.980613340809178 |
143 | 582 | 581.835274889887 | 0.164725110113281 |
144 | 599 | 598.834302302349 | 0.165697697651263 |
145 | 584 | 583.790064492506 | 0.209935507493585 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
11 | 0.0441230366919817 | 0.0882460733839634 | 0.955876963308018 |
12 | 0.357318528776998 | 0.714637057553997 | 0.642681471223001 |
13 | 0.296862431465615 | 0.59372486293123 | 0.703137568534385 |
14 | 0.193403277944363 | 0.386806555888726 | 0.806596722055637 |
15 | 0.115702003370105 | 0.23140400674021 | 0.884297996629895 |
16 | 0.104758583280093 | 0.209517166560186 | 0.895241416719907 |
17 | 0.0663808915133665 | 0.132761783026733 | 0.933619108486634 |
18 | 0.238926168995314 | 0.477852337990627 | 0.761073831004686 |
19 | 0.242573244058066 | 0.485146488116132 | 0.757426755941934 |
20 | 0.204092508750794 | 0.408185017501588 | 0.795907491249206 |
21 | 0.147249321635137 | 0.294498643270275 | 0.852750678364863 |
22 | 0.222342287097819 | 0.444684574195637 | 0.777657712902181 |
23 | 0.184194415765918 | 0.368388831531837 | 0.815805584234081 |
24 | 0.18213022404044 | 0.36426044808088 | 0.81786977595956 |
25 | 0.2417708528076 | 0.483541705615201 | 0.7582291471924 |
26 | 0.186775528954184 | 0.373551057908369 | 0.813224471045816 |
27 | 0.145207813254422 | 0.290415626508844 | 0.854792186745578 |
28 | 0.120720685523594 | 0.241441371047187 | 0.879279314476406 |
29 | 0.08830501962531 | 0.17661003925062 | 0.91169498037469 |
30 | 0.0632875751773203 | 0.126575150354641 | 0.93671242482268 |
31 | 0.045286573270249 | 0.090573146540498 | 0.954713426729751 |
32 | 0.147901904423979 | 0.295803808847957 | 0.852098095576021 |
33 | 0.263710537389931 | 0.527421074779861 | 0.736289462610069 |
34 | 0.218883013294153 | 0.437766026588306 | 0.781116986705847 |
35 | 0.263616846585745 | 0.527233693171489 | 0.736383153414255 |
36 | 0.234654311952684 | 0.469308623905367 | 0.765345688047316 |
37 | 0.213312903143946 | 0.426625806287892 | 0.786687096856054 |
38 | 0.309318618123804 | 0.618637236247608 | 0.690681381876196 |
39 | 0.36456657947455 | 0.7291331589491 | 0.63543342052545 |
40 | 0.313418835716306 | 0.626837671432613 | 0.686581164283694 |
41 | 0.265835175033228 | 0.531670350066455 | 0.734164824966772 |
42 | 0.220875572397891 | 0.441751144795783 | 0.779124427602109 |
43 | 0.361816603200829 | 0.723633206401658 | 0.638183396799171 |
44 | 0.312149547447711 | 0.624299094895423 | 0.687850452552289 |
45 | 0.264929614429604 | 0.529859228859209 | 0.735070385570396 |
46 | 0.223614044002061 | 0.447228088004122 | 0.776385955997939 |
47 | 0.20864920442201 | 0.41729840884402 | 0.79135079557799 |
48 | 0.195993803797889 | 0.391987607595777 | 0.804006196202111 |
49 | 0.17347726365176 | 0.34695452730352 | 0.82652273634824 |
50 | 0.145663397562233 | 0.291326795124467 | 0.854336602437767 |
51 | 0.119401009529959 | 0.238802019059918 | 0.880598990470041 |
52 | 0.168253002060018 | 0.336506004120036 | 0.831746997939982 |
53 | 0.137106724401694 | 0.274213448803388 | 0.862893275598306 |
54 | 0.212359253986218 | 0.424718507972436 | 0.787640746013782 |
55 | 0.180009192209102 | 0.360018384418204 | 0.819990807790898 |
56 | 0.148951291581458 | 0.297902583162916 | 0.851048708418542 |
57 | 0.121049612394758 | 0.242099224789517 | 0.878950387605241 |
58 | 0.0973733493666932 | 0.194746698733386 | 0.902626650633307 |
59 | 0.077253722716167 | 0.154507445432334 | 0.922746277283833 |
60 | 0.0604042693951205 | 0.120808538790241 | 0.93959573060488 |
61 | 0.0468166912251573 | 0.0936333824503145 | 0.953183308774843 |
62 | 0.0357297953035972 | 0.0714595906071945 | 0.964270204696403 |
63 | 0.0853567860921768 | 0.170713572184354 | 0.914643213907823 |
64 | 0.0680704160516349 | 0.13614083210327 | 0.931929583948365 |
65 | 0.0537999153306545 | 0.107599830661309 | 0.946200084669345 |
66 | 0.0419611809133753 | 0.0839223618267507 | 0.958038819086625 |
67 | 0.032429637319401 | 0.0648592746388021 | 0.967570362680599 |
68 | 0.0251521358846729 | 0.0503042717693458 | 0.974847864115327 |
69 | 0.0187285748581839 | 0.0374571497163678 | 0.981271425141816 |
70 | 0.0138277201929402 | 0.0276554403858804 | 0.98617227980706 |
71 | 0.00994131297566016 | 0.0198826259513203 | 0.99005868702434 |
72 | 0.00705067687319025 | 0.0141013537463805 | 0.99294932312681 |
73 | 0.00493506245444698 | 0.00987012490889396 | 0.995064937545553 |
74 | 0.00940218668967116 | 0.0188043733793423 | 0.990597813310329 |
75 | 0.00734468883688325 | 0.0146893776737665 | 0.992655311163117 |
76 | 0.0309156179850334 | 0.0618312359700669 | 0.969084382014967 |
77 | 0.0236197170858074 | 0.0472394341716147 | 0.976380282914193 |
78 | 0.0177937217083821 | 0.0355874434167642 | 0.982206278291618 |
79 | 0.0132957378555297 | 0.0265914757110595 | 0.98670426214447 |
80 | 0.00970264200542764 | 0.0194052840108553 | 0.990297357994572 |
81 | 0.00719321052181031 | 0.0143864210436206 | 0.99280678947819 |
82 | 0.00578005565461651 | 0.011560111309233 | 0.994219944345384 |
83 | 0.00417562458514391 | 0.00835124917028781 | 0.995824375414856 |
84 | 0.00803885446317286 | 0.0160777089263457 | 0.991961145536827 |
85 | 0.00601169799220915 | 0.0120233959844183 | 0.993988302007791 |
86 | 0.00427290069053417 | 0.00854580138106834 | 0.995727099309466 |
87 | 0.00314721132543044 | 0.00629442265086088 | 0.99685278867457 |
88 | 0.0022416102026285 | 0.00448322040525701 | 0.997758389797372 |
89 | 0.00155174491943616 | 0.00310348983887232 | 0.998448255080564 |
90 | 0.00271812607393619 | 0.00543625214787237 | 0.997281873926064 |
91 | 0.00205896490239126 | 0.00411792980478253 | 0.997941035097609 |
92 | 0.00147640211930848 | 0.00295280423861696 | 0.998523597880692 |
93 | 0.00118701504988063 | 0.00237403009976126 | 0.998812984950119 |
94 | 0.00168690135168496 | 0.00337380270336993 | 0.998313098648315 |
95 | 0.00588061484074992 | 0.0117612296814998 | 0.99411938515925 |
96 | 0.0151041295304915 | 0.0302082590609829 | 0.984895870469509 |
97 | 0.011387645628193 | 0.022775291256386 | 0.988612354371807 |
98 | 0.008121491524289 | 0.016242983048578 | 0.991878508475711 |
99 | 0.00578418767606722 | 0.0115683753521344 | 0.994215812323933 |
100 | 0.00419472472644882 | 0.00838944945289763 | 0.995805275273551 |
101 | 0.00288046255865224 | 0.00576092511730448 | 0.997119537441348 |
102 | 0.00193470628997535 | 0.0038694125799507 | 0.998065293710025 |
103 | 0.00132862831689334 | 0.00265725663378667 | 0.998671371683107 |
104 | 0.00106047216130457 | 0.00212094432260914 | 0.998939527838695 |
105 | 0.001214544819097 | 0.00242908963819399 | 0.998785455180903 |
106 | 0.00101362770738707 | 0.00202725541477414 | 0.998986372292613 |
107 | 0.000643694858890792 | 0.00128738971778158 | 0.999356305141109 |
108 | 0.00235345754985925 | 0.00470691509971851 | 0.997646542450141 |
109 | 0.00175029104724436 | 0.00350058209448871 | 0.998249708952756 |
110 | 0.00761843782559509 | 0.0152368756511902 | 0.992381562174405 |
111 | 0.0119480600020653 | 0.0238961200041307 | 0.988051939997935 |
112 | 0.00937729161710703 | 0.0187545832342141 | 0.990622708382893 |
113 | 0.0164155658244013 | 0.0328311316488026 | 0.983584434175599 |
114 | 0.0119509657030825 | 0.023901931406165 | 0.988049034296917 |
115 | 0.0299097473011408 | 0.0598194946022816 | 0.970090252698859 |
116 | 0.0574369465534197 | 0.114873893106839 | 0.94256305344658 |
117 | 0.0410948858867981 | 0.0821897717735962 | 0.958905114113202 |
118 | 0.0288160627182291 | 0.0576321254364582 | 0.971183937281771 |
119 | 0.0249079025703996 | 0.0498158051407991 | 0.9750920974296 |
120 | 0.0260044944908348 | 0.0520089889816695 | 0.973995505509165 |
121 | 0.0427253266315109 | 0.0854506532630217 | 0.957274673368489 |
122 | 0.0327664504356652 | 0.0655329008713305 | 0.967233549564335 |
123 | 0.0555698400584707 | 0.111139680116941 | 0.944430159941529 |
124 | 0.0528936703183836 | 0.105787340636767 | 0.947106329681616 |
125 | 0.048978235595115 | 0.0979564711902299 | 0.951021764404885 |
126 | 0.049480182205202 | 0.0989603644104041 | 0.950519817794798 |
127 | 0.0359346922059039 | 0.0718693844118078 | 0.964065307794096 |
128 | 0.0223799436410375 | 0.044759887282075 | 0.977620056358963 |
129 | 0.0189573541190174 | 0.0379147082380349 | 0.981042645880983 |
130 | 0.0168841897853218 | 0.0337683795706435 | 0.983115810214678 |
131 | 0.0123757382255767 | 0.0247514764511535 | 0.987624261774423 |
132 | 0.0225683385715202 | 0.0451366771430404 | 0.97743166142848 |
133 | 0.193083192043769 | 0.386166384087538 | 0.806916807956231 |
134 | 0.13017689293642 | 0.26035378587284 | 0.86982310706358 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 21 | 0.169354838709677 | NOK |
5% type I error level | 51 | 0.411290322580645 | NOK |
10% type I error level | 68 | 0.548387096774194 | NOK |