Multiple Linear Regression - Estimated Regression Equation |
Totale_werkloosheid[t] = + 1.37490293078453 + 0.00462675587737521t + 0.99538194106348Jonger_dan_25[t] + 1.00042682197074Vanaf_25[t] -0.0766895543898539`Belgi\303\253`[t] -0.471005882032356Euroraad[t] + 0.39574811492089`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) | 1.37490293078453 | 0.658951 | 2.0865 | 0.038773 | 0.019387 |
t | 0.00462675587737521 | 0.00375 | 1.2337 | 0.219401 | 0.109701 |
Jonger_dan_25 | 0.99538194106348 | 0.003406 | 292.2803 | 0 | 0 |
Vanaf_25 | 1.00042682197074 | 0.002953 | 338.7462 | 0 | 0 |
`Belgi\303\253` | -0.0766895543898539 | 0.113077 | -0.6782 | 0.498777 | 0.249389 |
Euroraad | -0.471005882032356 | 0.369384 | -1.2751 | 0.204412 | 0.102206 |
`EU-27` | 0.39574811492089 | 0.347338 | 1.1394 | 0.25652 | 0.12826 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.999941073250629 |
R-squared | 0.99988214997362 |
Adjusted R-squared | 0.99987702605943 |
F-TEST (value) | 195140.299547789 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 138 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.502471465439334 |
Sum Squared Residuals | 34.8419051541437 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 501 | 501.843418862524 | -0.843418862524401 |
2 | 485 | 484.891095275244 | 0.108904724755721 |
3 | 464 | 463.949921415155 | 0.050078584844949 |
4 | 460 | 459.988215138929 | 0.0117848610714721 |
5 | 467 | 467.058268147682 | -0.0582681476823249 |
6 | 460 | 460.082710747925 | -0.0827107479252916 |
7 | 448 | 448.154540632893 | -0.154540632893337 |
8 | 443 | 443.156830010761 | -0.156830010760827 |
9 | 436 | 436.183693417379 | -0.183693417379325 |
10 | 431 | 431.203944780657 | -0.203944780656514 |
11 | 484 | 484.090139703736 | -0.0901397037359613 |
12 | 510 | 509.059248844951 | 0.940751155049516 |
13 | 513 | 513.037531141487 | -0.0375311414866017 |
14 | 503 | 502.992803359516 | 0.00719664048350291 |
15 | 471 | 471.083681926553 | -0.0836819265532486 |
16 | 471 | 471.04867378151 | -0.0486737815101796 |
17 | 476 | 476.099911160913 | -0.0999111609127638 |
18 | 475 | 474.111293138859 | 0.88870686114071 |
19 | 470 | 470.129347249576 | -0.129347249575489 |
20 | 461 | 461.150455310073 | -0.150455310073087 |
21 | 455 | 455.12297599502 | -0.122975995020112 |
22 | 456 | 455.127602750897 | 0.872397249102516 |
23 | 517 | 516.939078425988 | 0.0609215740115813 |
24 | 525 | 525.892052889623 | -0.892052889622588 |
25 | 523 | 522.845674516853 | 0.154325483147211 |
26 | 519 | 518.888953032105 | 0.111046967894713 |
27 | 509 | 508.879945952798 | 0.120054047201607 |
28 | 512 | 511.895942936402 | 0.1040570635975 |
29 | 519 | 518.885738639393 | 0.114261360606811 |
30 | 517 | 516.854921731316 | 0.145078268684095 |
31 | 510 | 509.881785137934 | 0.118214862065593 |
32 | 509 | 509.898922462002 | -0.898922462001835 |
33 | 501 | 499.937219239054 | 1.06278076094564 |
34 | 507 | 506.882598517802 | 0.117401482198104 |
35 | 569 | 569.712319821545 | -0.712319821545423 |
36 | 580 | 579.727956338075 | 0.272043661924652 |
37 | 578 | 577.682004787276 | 0.317995212723717 |
38 | 565 | 565.779059076781 | -0.779059076780624 |
39 | 547 | 547.771682302615 | -0.771682302615076 |
40 | 555 | 554.816247549248 | 0.18375245075201 |
41 | 562 | 561.806043252239 | 0.193956747761323 |
42 | 561 | 560.825377828867 | 0.174622171132908 |
43 | 555 | 555.87852255212 | -0.878522552119566 |
44 | 544 | 543.899397740056 | 0.100602259944517 |
45 | 537 | 536.93897498302 | 0.061025016979771 |
46 | 543 | 542.873634409826 | 0.126365590173689 |
47 | 594 | 593.682692670887 | 0.317307329113197 |
48 | 611 | 610.626164605784 | 0.373835394215546 |
49 | 613 | 612.636689886511 | 0.363310113489438 |
50 | 611 | 610.72400843565 | 0.275991564349463 |
51 | 594 | 593.740065349773 | 0.259934650227314 |
52 | 595 | 595.765725273221 | -0.765725273220583 |
53 | 591 | 590.840542911984 | 0.159457088016217 |
54 | 589 | 589.852208533173 | -0.85220853317322 |
55 | 584 | 583.871829806323 | 0.128170193676519 |
56 | 573 | 572.896985925059 | 0.103014074940984 |
57 | 567 | 566.92413297492 | 0.0758670250795623 |
58 | 569 | 568.932237449271 | 0.0677625507289914 |
59 | 621 | 620.730199468034 | 0.269800531965621 |
60 | 629 | 628.705407529131 | 0.294592470869271 |
61 | 628 | 627.709607463037 | 0.290392536962629 |
62 | 612 | 611.805097643387 | 0.194902356613413 |
63 | 595 | 595.821438200752 | -0.821438200751641 |
64 | 597 | 596.859241959847 | 0.140758040152803 |
65 | 593 | 592.897332415465 | 0.102667584535412 |
66 | 590 | 589.918294243955 | 0.0817057560445901 |
67 | 580 | 579.95644784228 | 0.0435521577198931 |
68 | 574 | 574.013079941819 | -0.0130799418190837 |
69 | 573 | 572.992839706955 | 0.00716029304459668 |
70 | 573 | 573.015285269515 | -0.0152852695146464 |
71 | 620 | 619.901400156574 | 0.0985998434264505 |
72 | 626 | 625.89365646971 | 0.106343530290236 |
73 | 620 | 619.908292951381 | 0.091707048618876 |
74 | 588 | 586.982033572544 | 1.01796642745585 |
75 | 566 | 565.993615945524 | 0.00638405447621257 |
76 | 557 | 558.092437612339 | -1.09243761233943 |
77 | 561 | 561.061250918441 | -0.0612509184408246 |
78 | 549 | 549.098550872824 | -0.0985508728240327 |
79 | 532 | 532.133716717354 | -0.133716717353552 |
80 | 526 | 526.1507740054 | -0.150774005400432 |
81 | 511 | 511.191981553507 | -0.191981553506531 |
82 | 499 | 499.200346173252 | -0.200346173252393 |
83 | 555 | 555.087821562244 | -0.0878215622440683 |
84 | 565 | 564.081358341292 | 0.918641658707494 |
85 | 542 | 542.122059031407 | -0.122059031407316 |
86 | 527 | 527.110774663519 | -0.110774663518885 |
87 | 510 | 510.192981006823 | -0.192981006823285 |
88 | 514 | 514.164785119999 | -0.164785119998787 |
89 | 517 | 517.178361297227 | -0.178361297227366 |
90 | 508 | 507.221763044615 | 0.778236955384492 |
91 | 493 | 493.258352533785 | -0.258352533785086 |
92 | 490 | 490.224687997362 | -0.224687997361531 |
93 | 469 | 469.258229643308 | -0.258229643307583 |
94 | 478 | 477.235941600079 | 0.764058399921055 |
95 | 528 | 529.101123641246 | -1.10112364124624 |
96 | 534 | 533.072083429227 | 0.927916570772599 |
97 | 518 | 518.125017309758 | -0.125017309757566 |
98 | 506 | 506.117923839769 | -0.117923839768749 |
99 | 502 | 502.12597127797 | -0.12597127796992 |
100 | 516 | 516.056662682559 | -0.0566626825586083 |
101 | 528 | 528.050312155312 | -0.0503121553120145 |
102 | 533 | 533.019157780032 | -0.0191577800316743 |
103 | 536 | 535.960288785664 | 0.0397112143359877 |
104 | 537 | 537.010105234639 | -0.0101052346393137 |
105 | 524 | 523.041589753473 | 0.958410246526724 |
106 | 536 | 536.055965750683 | -0.0559657506831727 |
107 | 587 | 586.871139485873 | 0.128860514127398 |
108 | 597 | 595.881244210096 | 1.11875578990383 |
109 | 581 | 580.882032621516 | 0.117967378484162 |
110 | 564 | 564.895892283077 | -0.895892283077003 |
111 | 558 | 556.959279604685 | 1.04072039531487 |
112 | 575 | 574.901684969672 | 0.0983150303281993 |
113 | 580 | 580.97268436948 | -0.972684369479816 |
114 | 575 | 574.982215880816 | 0.0177841191844497 |
115 | 563 | 564.007371999551 | -1.0073719995511 |
116 | 552 | 550.989618767049 | 1.01038123295081 |
117 | 537 | 537.023584181687 | -0.0235841816870423 |
118 | 545 | 545.029061528227 | -0.0290615282269552 |
119 | 601 | 600.924002604501 | 0.0759973954985876 |
120 | 604 | 604.907736318257 | -0.907736318257168 |
121 | 586 | 586.927483876822 | -0.927483876822016 |
122 | 564 | 563.995546134606 | 0.00445386539424042 |
123 | 549 | 548.049040697087 | 0.950959302912638 |
124 | 551 | 551.093089427916 | -0.0930894279156862 |
125 | 556 | 556.125338055768 | -0.1253380557676 |
126 | 548 | 548.209168258589 | -0.209168258589311 |
127 | 540 | 540.198654106277 | -0.198654106276708 |
128 | 531 | 531.211950032607 | -0.211950032607489 |
129 | 521 | 520.281725843742 | 0.718274156257616 |
130 | 519 | 518.238398367475 | 0.761601632524957 |
131 | 572 | 572.10195315678 | -0.101953156779925 |
132 | 581 | 582.068008189303 | -1.06800818930272 |
133 | 563 | 563.072134193747 | -0.0721341937466972 |
134 | 548 | 548.07385001966 | -0.0738500196601954 |
135 | 539 | 539.097378886533 | -0.0973788865333247 |
136 | 541 | 541.073517415402 | -0.0735174154024493 |
137 | 562 | 561.053930429447 | 0.946069570552844 |
138 | 559 | 559.055222645579 | -0.0552226455791648 |
139 | 546 | 546.06937526913 | -0.0693752691303587 |
140 | 536 | 536.988470019055 | -0.988470019054668 |
141 | 528 | 526.993813346704 | 1.00618665329644 |
142 | 530 | 530.982531851938 | -0.982531851938224 |
143 | 582 | 581.833079842907 | 0.166920157093175 |
144 | 599 | 598.831667768331 | 0.168332231669284 |
145 | 584 | 583.787836487351 | 0.21216351264897 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.0996675468690515 | 0.199335093738103 | 0.900332453130949 |
11 | 0.0533092301510969 | 0.106618460302194 | 0.946690769848903 |
12 | 0.26517813265374 | 0.53035626530748 | 0.73482186734626 |
13 | 0.217473528595902 | 0.434947057191804 | 0.782526471404098 |
14 | 0.16370167966291 | 0.32740335932582 | 0.83629832033709 |
15 | 0.105709959724514 | 0.211419919449029 | 0.894290040275486 |
16 | 0.0830854925074193 | 0.166170985014839 | 0.916914507492581 |
17 | 0.0651942339939134 | 0.130388467987827 | 0.934805766006087 |
18 | 0.185304453934333 | 0.370608907868666 | 0.814695546065667 |
19 | 0.184046404062603 | 0.368092808125205 | 0.815953595937397 |
20 | 0.153611965237978 | 0.307223930475956 | 0.846388034762022 |
21 | 0.10832298819877 | 0.216645976397541 | 0.89167701180123 |
22 | 0.17559199466243 | 0.35118398932486 | 0.82440800533757 |
23 | 0.148828643350234 | 0.297657286700467 | 0.851171356649766 |
24 | 0.267018968779541 | 0.534037937559081 | 0.732981031220459 |
25 | 0.247620055904204 | 0.495240111808407 | 0.752379944095796 |
26 | 0.192724538438485 | 0.38544907687697 | 0.807275461561515 |
27 | 0.147372629715026 | 0.294745259430052 | 0.852627370284974 |
28 | 0.11375349701258 | 0.227506994025159 | 0.88624650298742 |
29 | 0.0863555750926252 | 0.17271115018525 | 0.913644424907375 |
30 | 0.0629773795488691 | 0.125954759097738 | 0.937022620451131 |
31 | 0.045293364151326 | 0.0905867283026521 | 0.954706635848674 |
32 | 0.126704597451371 | 0.253409194902742 | 0.873295402548629 |
33 | 0.258136654352686 | 0.516273308705372 | 0.741863345647314 |
34 | 0.212074961392629 | 0.424149922785258 | 0.787925038607371 |
35 | 0.257314325798833 | 0.514628651597666 | 0.742685674201167 |
36 | 0.231727436502233 | 0.463454873004467 | 0.768272563497767 |
37 | 0.208739671638554 | 0.417479343277109 | 0.791260328361446 |
38 | 0.284103608826917 | 0.568207217653833 | 0.715896391173083 |
39 | 0.336224284408515 | 0.67244856881703 | 0.663775715591485 |
40 | 0.290850653044756 | 0.581701306089512 | 0.709149346955244 |
41 | 0.245471757377631 | 0.490943514755261 | 0.754528242622369 |
42 | 0.203253946466933 | 0.406507892933866 | 0.796746053533067 |
43 | 0.334698735540993 | 0.669397471081986 | 0.665301264459007 |
44 | 0.286814898032879 | 0.573629796065758 | 0.713185101967121 |
45 | 0.241876477772602 | 0.483752955545203 | 0.758123522227398 |
46 | 0.202918013654505 | 0.40583602730901 | 0.797081986345495 |
47 | 0.190311191278153 | 0.380622382556307 | 0.809688808721847 |
48 | 0.179997984501582 | 0.359995969003165 | 0.820002015498418 |
49 | 0.159376918183614 | 0.318753836367229 | 0.840623081816386 |
50 | 0.132814705447382 | 0.265629410894764 | 0.867185294552618 |
51 | 0.108298838628065 | 0.21659767725613 | 0.891701161371935 |
52 | 0.162357841009437 | 0.324715682018874 | 0.837642158990563 |
53 | 0.132878819305964 | 0.265757638611929 | 0.867121180694036 |
54 | 0.203632017938286 | 0.407264035876573 | 0.796367982061714 |
55 | 0.17219720002373 | 0.34439440004746 | 0.82780279997627 |
56 | 0.142060230612157 | 0.284120461224314 | 0.857939769387843 |
57 | 0.115273869141829 | 0.230547738283658 | 0.884726130858171 |
58 | 0.0926822605795258 | 0.185364521159052 | 0.907317739420474 |
59 | 0.0740095075057003 | 0.148019015011401 | 0.9259904924943 |
60 | 0.058018200367702 | 0.116036400735404 | 0.941981799632298 |
61 | 0.0450628161969541 | 0.0901256323939081 | 0.954937183803046 |
62 | 0.0345109973673797 | 0.0690219947347594 | 0.96548900263262 |
63 | 0.0834892686131639 | 0.166978537226328 | 0.916510731386836 |
64 | 0.0667031507946475 | 0.133406301589295 | 0.933296849205352 |
65 | 0.0522224288130939 | 0.104444857626188 | 0.947777571186906 |
66 | 0.0404101794028021 | 0.0808203588056041 | 0.959589820597198 |
67 | 0.0310741415747113 | 0.0621482831494226 | 0.968925858425289 |
68 | 0.0240974919060089 | 0.0481949838120179 | 0.975902508093991 |
69 | 0.0179950819305068 | 0.0359901638610136 | 0.982004918069493 |
70 | 0.0133564778535688 | 0.0267129557071376 | 0.986643522146431 |
71 | 0.00960927223132277 | 0.0192185444626455 | 0.990390727768677 |
72 | 0.00682142914579839 | 0.0136428582915968 | 0.993178570854202 |
73 | 0.00477764518698845 | 0.0095552903739769 | 0.995222354813012 |
74 | 0.00916419827418798 | 0.018328396548376 | 0.990835801725812 |
75 | 0.00712962382744328 | 0.0142592476548866 | 0.992870376172557 |
76 | 0.0321393233000551 | 0.0642786466001102 | 0.967860676699945 |
77 | 0.0243258534473067 | 0.0486517068946135 | 0.975674146552693 |
78 | 0.0182388143018657 | 0.0364776286037314 | 0.981761185698134 |
79 | 0.0136113933883814 | 0.0272227867767629 | 0.986388606611619 |
80 | 0.00993548940554786 | 0.0198709788110957 | 0.990064510594452 |
81 | 0.00734215202152588 | 0.0146843040430518 | 0.992657847978474 |
82 | 0.00583372295178705 | 0.0116674459035741 | 0.994166277048213 |
83 | 0.00420588200351352 | 0.00841176400702704 | 0.995794117996486 |
84 | 0.0087242218442066 | 0.0174484436884132 | 0.991275778155793 |
85 | 0.00650685416210978 | 0.0130137083242196 | 0.99349314583789 |
86 | 0.00462235458856873 | 0.00924470917713745 | 0.995377645411431 |
87 | 0.00338676388947975 | 0.00677352777895951 | 0.99661323611052 |
88 | 0.00234141101854164 | 0.00468282203708327 | 0.997658588981458 |
89 | 0.00160329192140799 | 0.00320658384281598 | 0.998396708078592 |
90 | 0.00301292796060018 | 0.00602585592120035 | 0.9969870720394 |
91 | 0.00224631031340226 | 0.00449262062680451 | 0.997753689686598 |
92 | 0.00159676973610552 | 0.00319353947221105 | 0.998403230263894 |
93 | 0.001286238610878 | 0.00257247722175601 | 0.998713761389122 |
94 | 0.00186391876531322 | 0.00372783753062644 | 0.998136081234687 |
95 | 0.00618258541840417 | 0.0123651708368083 | 0.993817414581596 |
96 | 0.0157955289716625 | 0.0315910579433251 | 0.984204471028337 |
97 | 0.0117862158873154 | 0.0235724317746307 | 0.988213784112685 |
98 | 0.00848165854730684 | 0.0169633170946137 | 0.991518341452693 |
99 | 0.00612753474247069 | 0.0122550694849414 | 0.993872465257529 |
100 | 0.00425645752459957 | 0.00851291504919914 | 0.9957435424754 |
101 | 0.00297174803042505 | 0.00594349606085009 | 0.997028251969575 |
102 | 0.00209631525601933 | 0.00419263051203866 | 0.997903684743981 |
103 | 0.00154267384575443 | 0.00308534769150887 | 0.998457326154246 |
104 | 0.00130395085390195 | 0.00260790170780391 | 0.998696049146098 |
105 | 0.00143761840650298 | 0.00287523681300597 | 0.998562381593497 |
106 | 0.00119207383097549 | 0.00238414766195099 | 0.998807926169024 |
107 | 0.00076261157228005 | 0.0015252231445601 | 0.99923738842772 |
108 | 0.00290160577374771 | 0.00580321154749542 | 0.997098394226252 |
109 | 0.00216946557793988 | 0.00433893115587977 | 0.99783053442206 |
110 | 0.00906936059766006 | 0.0181387211953201 | 0.99093063940234 |
111 | 0.0150522104771871 | 0.0301044209543741 | 0.984947789522813 |
112 | 0.0118065564355427 | 0.0236131128710853 | 0.988193443564457 |
113 | 0.020091131807698 | 0.0401822636153959 | 0.979908868192302 |
114 | 0.014809308352056 | 0.0296186167041119 | 0.985190691647944 |
115 | 0.0365806661840589 | 0.0731613323681177 | 0.963419333815941 |
116 | 0.0692797758524333 | 0.138559551704867 | 0.930720224147567 |
117 | 0.0505989959119294 | 0.101197991823859 | 0.949401004088071 |
118 | 0.0362789590719759 | 0.0725579181439518 | 0.963721040928024 |
119 | 0.0319595920320867 | 0.0639191840641734 | 0.968040407967913 |
120 | 0.0337896201750969 | 0.0675792403501937 | 0.966210379824903 |
121 | 0.0538228098536614 | 0.107645619707323 | 0.946177190146339 |
122 | 0.0406968432896675 | 0.0813936865793349 | 0.959303156710333 |
123 | 0.0721853235295196 | 0.144370647059039 | 0.92781467647048 |
124 | 0.0597005523207399 | 0.11940110464148 | 0.94029944767926 |
125 | 0.0578090355430646 | 0.115618071086129 | 0.942190964456935 |
126 | 0.0606958120810609 | 0.121391624162122 | 0.939304187918939 |
127 | 0.0473615335000692 | 0.0947230670001385 | 0.952638466499931 |
128 | 0.0300849097068896 | 0.0601698194137793 | 0.96991509029311 |
129 | 0.0256648535344247 | 0.0513297070688495 | 0.974335146465575 |
130 | 0.0224924341907799 | 0.0449848683815598 | 0.97750756580922 |
131 | 0.0161535145223801 | 0.0323070290447602 | 0.98384648547762 |
132 | 0.0367141601915107 | 0.0734283203830213 | 0.963285839808489 |
133 | 0.131187777916912 | 0.262375555833824 | 0.868812222083088 |
134 | 0.0743958094597251 | 0.14879161891945 | 0.925604190540275 |
135 | 0.0499967889795314 | 0.0999935779590629 | 0.950003211020469 |
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 | 48 | 0.380952380952381 | NOK |
10% type I error level | 64 | 0.507936507936508 | NOK |