Multiple Linear Regression - Estimated Regression Equation

Totale_werkloosheid[t] = + 1.0631373518042 + 0.00873358040788804S_t[t] + 0.559429956874879s[t] -9.26671245417641e-05t + 0.991591664899729Jonger_dan_25[t] + 0.00772196663939016Jonger_dan_25_s[t] + 1.00287188593283Vanaf_25[t] -0.00338824381708286Vanaf_25_s[t] -0.0936569913157868Belgie[t] -0.0172056942539791Belgie_s[t] -0.169613905663898Euroraad[t] -0.651252503842849Euroraad_s[t] + 0.121091973648387`EU-27`[t] + 0.587652217252215`EU-27_s`[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)	1.0631373518042	1.05511	1.0076	0.3155	0.15775
S_t	0.00873358040788804	0.007867	1.1101	0.26898	0.13449
s	0.559429956874879	1.362208	0.4107	0.681979	0.34099
t	-9.26671245417641e-05	0.005869	-0.0158	0.987426	0.493713
Jonger_dan_25	0.991591664899729	0.004367	227.0451	0	0
Jonger_dan_25_s	0.00772196663939016	0.008536	0.9046	0.367341	0.18367
Vanaf_25	1.00287188593283	0.004621	217.0392	0	0
Vanaf_25_s	-0.00338824381708286	0.006093	-0.5561	0.579086	0.289543
Belgie	-0.0936569913157868	0.169963	-0.551	0.582541	0.291271
Belgie_s	-0.0172056942539791	0.24038	-0.0716	0.943048	0.471524
Euroraad	-0.169613905663898	0.546775	-0.3102	0.756896	0.378448
Euroraad_s	-0.651252503842849	0.767361	-0.8487	0.397601	0.198801
`EU-27`	0.121091973648387	0.520992	0.2324	0.81657	0.408285
`EU-27_s`	0.587652217252215	0.720163	0.816	0.415982	0.207991

Multiple Linear Regression - Regression Statistics
Multiple R	0.999943132217885
R-squared	0.999886267669715
Adjusted R-squared	0.99987498125526
F-TEST (value)	88592.0211056611
F-TEST (DF numerator)	13
F-TEST (DF denominator)	131
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.506631776838051
Sum Squared Residuals	33.6245242065726

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	501	501.977461935308	-0.977461935308176
2	485	484.814390189897	0.185609810103049
3	464	463.846831003649	0.153168996350524
4	460	459.880515881194	0.119484118806095
5	467	466.989801467352	0.010198532647855
6	460	460.013653186112	-0.0136531861121218
7	448	448.11142708784	-0.1114270878403
8	443	443.100987285161	-0.100987285160818
9	436	436.312023754901	-0.312023754901457
10	431	431.329497799311	-0.329497799310527
11	484	484.150659632863	-0.1506596328631
12	510	509.042709553861	0.957290446138538
13	513	513.01472711204	-0.0147271120404201
14	503	503.049427367555	-0.0494273675549814
15	471	471.12584377376	-0.125843773759875
16	471	471.041821809265	-0.0418218092654609
17	476	476.119051316098	-0.119051316097909
18	475	474.118022755019	0.881977244980972
19	470	470.129239131569	-0.129239131569265
20	461	461.143081354814	-0.143081354813747
21	455	455.205376411975	-0.205376411974878
22	456	455.20528374485	0.794716255149667
23	517	516.919735793806	0.0802642061942993
24	525	525.821407668712	-0.821407668712504
25	523	522.797652475125	0.202347524875408
26	519	518.939127118479	0.0608728815212293
27	509	508.861288796287	0.138711203713358
28	512	511.868720657071	0.131279342929486
29	519	518.840532316766	0.159467683233809
30	517	516.757713078617	0.242286921383079
31	510	509.770818549973	0.229181450026834
32	509	509.769053237006	-0.769053237006072
33	501	500.094548611104	0.905451388896453
34	507	507.063757091843	-0.0637570918431566
35	569	569.793384397163	-0.793384397162957
36	580	579.748730211668	0.251269788331698
37	578	577.727846904013	0.272153095986776
38	565	565.786202315583	-0.78620231558272
39	547	547.712664867041	-0.712664867041217
40	555	554.777649436245	0.222350563755449
41	562	561.74946109594	0.250538904059776
42	561	560.759128398838	0.240871601162281
43	555	555.793713712693	-0.793713712692692
44	544	543.783041639185	0.216958360815336
45	537	537.128932873421	-0.128932873420526
46	543	543.087818290997	-0.0878182909972307
47	594	593.779360831696	0.220639168303972
48	611	610.698471138737	0.301528861263011
49	613	612.715402464511	0.284597535488783
50	611	610.657842850182	0.342157149817799
51	594	593.617047849427	0.382952150572624
52	595	595.625336089249	-0.625336089248751
53	591	590.719495485787	0.280504514212803
54	589	589.718076520128	-0.718076520127709
55	584	583.719579365043	0.280420634957275
56	573	572.734750267936	0.26524973206402
57	567	567.158868796691	-0.158868796691404
58	569	569.162605379531	-0.162605379531005
59	621	620.884287927226	0.115712072774368
60	629	628.8217807725	0.178219227499522
61	628	627.818816219443	0.181183780556905
62	612	611.783781916573	0.216218083427389
63	595	595.742596511237	-0.742596511237159
64	597	596.76278334138	0.237216658619962
65	593	592.77480571354	0.225194286459535
66	590	589.79654794349	0.203452056509584
67	580	579.822584720937	0.17741527906332
68	574	573.905834185649	0.0941658143508994
69	573	573.203272289672	-0.203272289671478
70	573	573.215482992979	-0.215482992978537
71	620	620.012985483103	-0.012985483102544
72	626	625.98117420364	0.0188257963604697
73	620	619.979982635153	0.0200173648473557
74	588	586.988058881016	1.01194111898445
75	566	565.938539007121	0.0614609928789889
76	557	558.056885988883	-1.05688598888303
77	561	561.004145620708	-0.00414562070755639
78	549	549.031215113922	-0.0312151139222915
79	532	532.060866396558	-0.0608663965582643
80	526	526.073241442181	-0.073241442180643
81	511	511.306559521443	-0.306559521442632
82	499	499.329283963483	-0.32928396348333
83	555	555.159061454834	-0.159061454834414
84	565	564.13586583317	0.864134166830087
85	542	542.154490894055	-0.154490894054761
86	527	527.091600227194	-0.0916002271935157
87	510	510.181549692092	-0.181549692092478
88	514	514.117420765325	-0.117420765325399
89	517	517.135598873513	-0.135598873512985
90	508	507.18346816692	0.816531833080087
91	493	493.211444422599	-0.211444422599496
92	490	490.139887789738	-0.139887789738179
93	469	469.380458029688	-0.380458029687633
94	478	477.355281894593	0.644718105406683
95	528	529.158669487753	-1.15866948775296
96	534	533.110725587894	0.889274412105801
97	518	518.113504492241	-0.113504492241294
98	506	506.09143145909	-0.0914314590901474
99	502	502.080393402496	-0.0803934024957967
100	516	515.965867931018	0.0341320689824674
101	528	527.971951476374	0.0280485236260784
102	533	532.92220139754	0.07779860245977
103	536	535.813865894519	0.186134105481417
104	537	536.892908926281	0.107091073719262
105	524	523.183889392854	0.816110607145613
106	536	536.173901663756	-0.173901663755984
107	587	586.963884008248	0.0361159917520472
108	597	595.924700486554	1.07529951344645
109	581	580.899237779301	0.100762220698857
110	564	564.826874068585	-0.826874068584499
111	558	556.900454058935	1.09954594106529
112	575	574.806117589064	0.193882410935963
113	580	580.931236656108	-0.931236656108059
114	575	574.93239947987	0.0676005201301813
115	563	563.947570382763	-0.947570382763066
116	552	550.881857371051	1.11814262894924
117	537	537.114921821288	-0.114921821287827
118	545	545.120095992761	-0.120095992761304
119	601	600.97434844808	0.025651551919881
120	604	604.92742769762	-0.927427697619857
121	586	586.918847445935	-0.918847445935181
122	564	563.980337356848	0.019662643152099
123	549	548.020772618006	0.979227381993769
124	551	551.061633295038	-0.0616332950376637
125	556	556.111993435855	-0.111993435854683
126	548	548.229704432583	-0.22970443258317
127	540	540.183368100714	-0.183368100713952
128	531	531.186250008705	-0.186250008705085
129	521	520.313015088012	0.686984911988427
130	519	518.290217258455	0.709782741545032
131	572	572.105776651312	-0.105776651311831
132	581	582.050589103082	-1.05058910308234
133	563	563.024919073132	-0.0249190731317081
134	548	548.077363216336	-0.0773632163360862
135	539	539.080459192177	-0.0804591921768508
136	541	541.017407038451	-0.0174070384512693
137	562	561.003658519306	0.996341480694122
138	559	559.002289937074	-0.00228993707374305
139	546	545.996365075895	0.00363492410548168
140	536	536.835073701984	-0.835073701984302
141	528	527.130311610874	0.869688389126159
142	530	531.114293852213	-1.11429385221287
143	582	581.96361497317	0.0363850268296009
144	599	598.898456611003	0.101543388996809
145	584	583.849604485353	0.150395514647158

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
17	3.51612460305068e-40	7.03224920610135e-40	1
18	0.0681280843981644	0.136256168796329	0.931871915601836
19	0.172509266232346	0.345018532464692	0.827490733767654
20	0.137908494391674	0.275816988783347	0.862091505608326
21	0.0772782967478564	0.154556593495713	0.922721703252144
22	0.203105232182982	0.406210464365963	0.796894767817018
23	0.133011423475729	0.266022846951458	0.866988576524271
24	0.107357404336585	0.21471480867317	0.892642595663415
25	0.290708596759379	0.581417193518759	0.709291403240621
26	0.218990626662657	0.437981253325314	0.781009373337343
27	0.15860380663255	0.317207613265101	0.84139619336745
28	0.112582872825987	0.225165745651973	0.887417127174013
29	0.083092834607879	0.166185669215758	0.916907165392121
30	0.0575336777131736	0.115067355426347	0.942466322286826
31	0.0395520022609024	0.0791040045218047	0.960447997739098
32	0.0929404606813747	0.185880921362749	0.907059539318625
33	0.0723314229232393	0.144662845846479	0.927668577076761
34	0.107667861603827	0.215335723207653	0.892332138396173
35	0.132551350525189	0.265102701050378	0.867448649474811
36	0.134510113548262	0.269020227096525	0.865489886451738
37	0.145729560778138	0.291459121556277	0.854270439221862
38	0.145483426553755	0.29096685310751	0.854516573446245
39	0.123555673338328	0.247111346676657	0.876444326661672
40	0.129056658563648	0.258113317127295	0.870943341436352
41	0.103714115067243	0.207428230134487	0.896285884932757
42	0.0819201288796639	0.163840257759328	0.918079871120336
43	0.113764527215152	0.227529054430304	0.886235472784848
44	0.140876078206227	0.281752156412454	0.859123921793773
45	0.238907811710027	0.477815623420053	0.761092188289973
46	0.209460560676883	0.418921121353766	0.790539439323117
47	0.170809322511374	0.341618645022748	0.829190677488626
48	0.135566104695524	0.271132209391048	0.864433895304476
49	0.106257533565114	0.212515067130227	0.893742466434886
50	0.120630556734583	0.241261113469166	0.879369443265417
51	0.121668236998904	0.243336473997808	0.878331763001096
52	0.126637214260907	0.253274428521814	0.873362785739093
53	0.113739484545095	0.227478969090189	0.886260515454905
54	0.127560175082864	0.255120350165729	0.872439824917136
55	0.121846356488687	0.243692712977374	0.878153643511313
56	0.111825542971216	0.223651085942433	0.888174457028784
57	0.123238147585678	0.246476295171356	0.876761852414322
58	0.113862529124023	0.227725058248046	0.886137470875977
59	0.0904481858634972	0.180896371726994	0.909551814136503
60	0.0704641596756533	0.140928319351307	0.929535840324347
61	0.0548381307417994	0.109676261483599	0.945161869258201
62	0.0470364813262818	0.0940729626525637	0.952963518673718
63	0.0547716192463724	0.109543238492745	0.945228380753628
64	0.0500453049143119	0.100090609828624	0.949954695085688
65	0.0392373188744006	0.0784746377488012	0.960762681125599
66	0.0294329593654231	0.0588659187308462	0.970567040634577
67	0.0217641953361102	0.0435283906722205	0.97823580466389
68	0.0160705199774897	0.0321410399549793	0.98392948002251
69	0.0127419759560358	0.0254839519120716	0.987258024043964
70	0.00975981393267807	0.0195196278653561	0.990240186067322
71	0.00684030691742691	0.0136806138348538	0.993159693082573
72	0.0048385633202404	0.00967712664048081	0.99516143667976
73	0.00345798946630585	0.0069159789326117	0.996542010533694
74	0.00806271934640939	0.0161254386928188	0.991937280653591
75	0.00693973854433733	0.0138794770886747	0.993060261455663
76	0.0215711343528112	0.0431422687056224	0.978428865647189
77	0.0157653401880855	0.031530680376171	0.984234659811914
78	0.01131273481704	0.0226254696340801	0.98868726518296
79	0.00795066632731535	0.0159013326546307	0.992049333672685
80	0.00550191776149783	0.0110038355229957	0.994498082238502
81	0.00397286948599864	0.00794573897199728	0.996027130514001
82	0.00357448992713454	0.00714897985426907	0.996425510072866
83	0.00283397652332854	0.00566795304665708	0.997166023476671
84	0.00386315118526074	0.00772630237052148	0.996136848814739
85	0.00355735399718782	0.00711470799437564	0.996442646002812
86	0.00250189641420044	0.00500379282840088	0.9974981035858
87	0.00169785909749658	0.00339571819499315	0.998302140902503
88	0.00112160382500993	0.00224320765001986	0.99887839617499
89	0.00072797474189271	0.00145594948378542	0.999272025258107
90	0.00187876641163609	0.00375753282327218	0.998121233588364
91	0.00124581736915486	0.00249163473830972	0.998754182630845
92	0.000792333840174976	0.00158466768034995	0.999207666159825
93	0.000921360300413247	0.00184272060082649	0.999078639699587
94	0.000813138898049672	0.00162627779609934	0.99918686110195
95	0.00717901703870407	0.0143580340774081	0.992820982961296
96	0.00982681323975537	0.0196536264795107	0.990173186760245
97	0.00771625189512262	0.0154325037902452	0.992283748104877
98	0.00535307271903433	0.0107061454380687	0.994646927280966
99	0.00383191098888445	0.0076638219777689	0.996168089011116
100	0.00258955271944885	0.00517910543889769	0.997410447280551
101	0.00171362286927081	0.00342724573854163	0.998286377130729
102	0.00111203334041281	0.00222406668082562	0.998887966659587
103	0.000707689666721142	0.00141537933344228	0.999292310333279
104	0.000426510617133181	0.000853021234266362	0.999573489382867
105	0.000268385086217348	0.000536770172434696	0.999731614913783
106	0.00072344204268249	0.00144688408536498	0.999276557957318
107	0.00105151247157384	0.00210302494314768	0.998948487528426
108	0.000988900750705305	0.00197780150141061	0.999011099249295
109	0.000734328910480583	0.00146865782096117	0.999265671089519
110	0.00295023325431571	0.00590046650863141	0.997049766745684
111	0.00650654983688398	0.013013099673768	0.993493450163116
112	0.00519311223141769	0.0103862244628354	0.994806887768582
113	0.00828842476230135	0.0165768495246027	0.991711575237699
114	0.00524621168034959	0.0104924233606992	0.99475378831965
115	0.0500633694967673	0.100126738993535	0.949936630503233
116	0.0683669775246403	0.136733955049281	0.93163302247536
117	0.0510401606677927	0.102080321335585	0.948959839332207
118	0.0444991496195543	0.0889982992391086	0.955500850380446
119	0.0784097372019072	0.156819474403814	0.921590262798093
120	0.0713981992070735	0.142796398414147	0.928601800792926
121	0.0571770931810877	0.114354186362175	0.942822906818912
122	0.105213273950736	0.210426547901471	0.894786726049264
123	0.115333275668044	0.230666551336088	0.884666724331956
124	0.0887367426083173	0.177473485216635	0.911263257391683
125	0.0588109918228659	0.117621983645732	0.941189008177134
126	0.0332033049581829	0.0664066099163657	0.966796695041817
127	0.0185189650601905	0.0370379301203809	0.98148103493981
128	0.0148506278914623	0.0297012557829247	0.985149372108538

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	29	0.258928571428571	NOK
5% type I error level	51	0.455357142857143	NOK
10% type I error level	57	0.508928571428571	NOK