Multiple Linear Regression - Estimated Regression Equation |
Totaal[t] = -235.158663233414 + 0.118110711369227jaartal[t] + 0.0089820520117047S_t[t] + 0.630150036739159s[t] -0.00969723841768367t + 0.992340661813698jongerdan25jaar[t] + 0.0100331957436065`<25jaar_s`[t] + 1.002712118828vanaf25jaar[t] -0.00401978053566876vanaf25_s[t] -0.0972881677544726`Belgi\303\253`[t] -0.0248614013962234`Belgi\303\253_s`[t] -0.174261086271905Eurogebied[t] -0.616968998076365Eurogebied_s[t] + 0.123190347467024`EU-27`[t] + 0.548103385829031`EU-27_s\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) | -235.158663233414 | 372.210094 | -0.6318 | 0.528633 | 0.264317 |
jaartal | 0.118110711369227 | 0.186104 | 0.6346 | 0.526773 | 0.263386 |
S_t | 0.0089820520117047 | 0.007895 | 1.1377 | 0.257339 | 0.12867 |
s | 0.630150036739159 | 1.369864 | 0.46 | 0.646278 | 0.323139 |
t | -0.00969723841768367 | 0.016237 | -0.5972 | 0.551383 | 0.275691 |
jongerdan25jaar | 0.992340661813698 | 0.004534 | 218.8825 | 0 | 0 |
`<25jaar_s` | 0.0100331957436065 | 0.009299 | 1.079 | 0.282591 | 0.141295 |
vanaf25jaar | 1.002712118828 | 0.004638 | 216.1903 | 0 | 0 |
vanaf25_s | -0.00401978053566876 | 0.006187 | -0.6497 | 0.517042 | 0.258521 |
`Belgi\303\253` | -0.0972881677544726 | 0.170447 | -0.5708 | 0.569133 | 0.284567 |
`Belgi\303\253_s` | -0.0248614013962234 | 0.241232 | -0.1031 | 0.918074 | 0.459037 |
Eurogebied | -0.174261086271905 | 0.548075 | -0.318 | 0.751032 | 0.375516 |
Eurogebied_s | -0.616968998076365 | 0.771011 | -0.8002 | 0.42505 | 0.212525 |
`EU-27` | 0.123190347467024 | 0.522194 | 0.2359 | 0.813874 | 0.406937 |
`EU-27_s\r` | 0.548103385829031 | 0.724495 | 0.7565 | 0.450699 | 0.22535 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.999943307872238 |
R-squared | 0.999886618958474 |
Adjusted R-squared | 0.999874408692463 |
F-TEST (value) | 81889.0119264686 |
F-TEST (DF numerator) | 14 |
F-TEST (DF denominator) | 130 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.507790591618823 |
Sum Squared Residuals | 33.5206670417573 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 501 | 501.96347674406 | -0.963476744059784 |
2 | 485 | 484.809947957201 | 0.190052042798564 |
3 | 464 | 463.808411911657 | 0.19158808834315 |
4 | 460 | 459.822409887042 | 0.177590112958041 |
5 | 467 | 467.034204702316 | -0.03420470231647 |
6 | 460 | 460.043813546984 | -0.0438135469842987 |
7 | 448 | 448.11950571318 | -0.119505713180325 |
8 | 443 | 443.089854363688 | -0.0898543636876219 |
9 | 436 | 436.314763441592 | -0.314763441592201 |
10 | 431 | 431.321977339839 | -0.321977339838558 |
11 | 484 | 484.153964865412 | -0.153964865412427 |
12 | 510 | 509.048074863198 | 0.95192513680169 |
13 | 513 | 513.009668192752 | -0.00966819275199646 |
14 | 503 | 503.05920677812 | -0.0592067781201836 |
15 | 471 | 471.087813436884 | -0.0878134368844562 |
16 | 471 | 470.984715727334 | 0.0152842726663334 |
17 | 476 | 476.158799476013 | -0.158799476013351 |
18 | 475 | 474.137661420123 | 0.86233857987744 |
19 | 470 | 470.131132322752 | -0.131132322752345 |
20 | 461 | 461.127681336465 | -0.127681336465337 |
21 | 455 | 455.208192618109 | -0.208192618108734 |
22 | 456 | 455.198495379691 | 0.801504620308957 |
23 | 517 | 516.92789797762 | 0.0721020223797681 |
24 | 525 | 525.828523781497 | -0.828523781497222 |
25 | 523 | 522.793906718207 | 0.206093281792799 |
26 | 519 | 518.960981052889 | 0.0390189471114124 |
27 | 509 | 508.848870844825 | 0.151129155175356 |
28 | 512 | 511.836869634766 | 0.163130365234276 |
29 | 519 | 518.905006459575 | 0.0949935404250384 |
30 | 517 | 516.800842554175 | 0.199157445825467 |
31 | 510 | 509.790873403397 | 0.209126596602631 |
32 | 509 | 509.763217183016 | -0.763217183016435 |
33 | 501 | 500.097673054512 | 0.902326945487889 |
34 | 507 | 507.05842016822 | -0.0584201682203387 |
35 | 569 | 569.804728135395 | -0.804728135394604 |
36 | 580 | 579.75660653777 | 0.243393462230318 |
37 | 578 | 577.724701593308 | 0.275298406692333 |
38 | 565 | 565.81086866396 | -0.810868663960223 |
39 | 547 | 547.705538230293 | -0.705538230292649 |
40 | 555 | 554.746902309083 | 0.253097690917435 |
41 | 562 | 561.815039133892 | 0.184960866108205 |
42 | 561 | 560.804587051399 | 0.195412948601422 |
43 | 555 | 555.809069452506 | -0.809069452506276 |
44 | 544 | 543.783687545333 | 0.216312454666855 |
45 | 537 | 537.134461010463 | -0.134461010462582 |
46 | 543 | 543.083409828806 | -0.0834098288062141 |
47 | 594 | 593.789371473986 | 0.210628526014422 |
48 | 611 | 610.703250692189 | 0.296749307811154 |
49 | 613 | 612.709349148441 | 0.29065085155852 |
50 | 611 | 610.658349358158 | 0.341650641842431 |
51 | 594 | 593.588356133528 | 0.411643866472481 |
52 | 595 | 595.570299546646 | -0.570299546646333 |
53 | 591 | 590.754948792258 | 0.245051207742132 |
54 | 589 | 589.73228175285 | -0.732281752849575 |
55 | 584 | 583.70878998345 | 0.291210016550327 |
56 | 573 | 572.704051479503 | 0.295948520496808 |
57 | 567 | 567.157890587513 | -0.157890587513426 |
58 | 569 | 569.152974946513 | -0.15297494651289 |
59 | 621 | 620.888887583114 | 0.111112416885804 |
60 | 629 | 628.823022713087 | 0.176977286913427 |
61 | 628 | 627.810613355841 | 0.1893866441591 |
62 | 612 | 611.783194402628 | 0.216805597372133 |
63 | 595 | 595.71167219448 | -0.711672194480334 |
64 | 597 | 596.703235385147 | 0.296764614852959 |
65 | 593 | 592.799869600276 | 0.20013039972369 |
66 | 590 | 589.807707995569 | 0.192292004431403 |
67 | 580 | 579.809973945755 | 0.19002605424531 |
68 | 574 | 573.87296822332 | 0.127031776680442 |
69 | 573 | 573.204602016389 | -0.204602016388986 |
70 | 573 | 573.209098028388 | -0.209098028388389 |
71 | 620 | 620.01954845786 | -0.0195484578604203 |
72 | 626 | 625.983352823876 | 0.0166471761241799 |
73 | 620 | 619.972861403385 | 0.0271385966150842 |
74 | 588 | 586.979442796565 | 1.02055720343485 |
75 | 566 | 565.898562420776 | 0.101437579224108 |
76 | 557 | 557.985869493632 | -0.985869493631561 |
77 | 561 | 561.047887814512 | -0.0478878145123859 |
78 | 549 | 549.052769088114 | -0.0527690881138106 |
79 | 532 | 532.064188670254 | -0.0641886702535674 |
80 | 526 | 526.060053574489 | -0.0600535744888332 |
81 | 511 | 511.310991233125 | -0.310991233125077 |
82 | 499 | 499.325816531931 | -0.32581653193052 |
83 | 555 | 555.165940413988 | -0.165940413988407 |
84 | 565 | 564.137881136488 | 0.862118863512187 |
85 | 542 | 542.145581916596 | -0.145581916595849 |
86 | 527 | 527.089984045472 | -0.0899840454715638 |
87 | 510 | 510.145273486231 | -0.145273486230942 |
88 | 514 | 514.0685167604 | -0.0685167603997262 |
89 | 517 | 517.194204257155 | -0.194204257155016 |
90 | 508 | 507.228263159701 | 0.771736840298811 |
91 | 493 | 493.235981078528 | -0.235981078527801 |
92 | 490 | 490.15270283028 | -0.152702830280044 |
93 | 469 | 469.388079074034 | -0.388079074033684 |
94 | 478 | 477.354128524541 | 0.645871475458841 |
95 | 528 | 529.165231578214 | -1.16523157821387 |
96 | 534 | 533.110061096395 | 0.889938903604967 |
97 | 518 | 518.103115481347 | -0.103115481346935 |
98 | 506 | 506.08978038649 | -0.0897803864897348 |
99 | 502 | 502.055582499644 | -0.0555824996440885 |
100 | 516 | 515.9285978523 | 0.0714021476996164 |
101 | 528 | 528.03216807257 | -0.0321680725702868 |
102 | 533 | 532.96450375848 | 0.035496241519837 |
103 | 536 | 535.840858832126 | 0.159141167874127 |
104 | 537 | 536.902505159887 | 0.0974948401132872 |
105 | 524 | 523.191004657299 | 0.808995342700547 |
106 | 536 | 536.172562279679 | -0.172562279679336 |
107 | 587 | 586.968791489031 | 0.0312085109693502 |
108 | 597 | 595.92386479595 | 1.07613520404959 |
109 | 581 | 580.889121615261 | 0.110878384739172 |
110 | 564 | 564.815578659764 | -0.815578659764141 |
111 | 558 | 556.858150067844 | 1.14184993215579 |
112 | 575 | 574.871714274514 | 0.128285725485552 |
113 | 580 | 580.972981950692 | -0.97298195069154 |
114 | 575 | 574.956853219822 | 0.0431467801784193 |
115 | 563 | 563.952114715875 | -0.952114715875089 |
116 | 552 | 550.867187007644 | 1.13281299235587 |
117 | 537 | 537.119085697614 | -0.119085697613901 |
118 | 545 | 545.115449569672 | -0.115449569672104 |
119 | 601 | 600.976959005997 | 0.0230409940025485 |
120 | 604 | 604.925610317581 | -0.925610317581398 |
121 | 586 | 586.907938128078 | -0.907938128078042 |
122 | 564 | 563.954609500219 | 0.0453904997812817 |
123 | 549 | 547.969794660846 | 1.03020533915422 |
124 | 551 | 550.990756802267 | 0.00924319773290566 |
125 | 556 | 556.153934043807 | -0.153934043807399 |
126 | 548 | 548.252506996268 | -0.252506996267838 |
127 | 540 | 540.192612610049 | -0.192612610048777 |
128 | 531 | 531.176725345037 | -0.176725345036842 |
129 | 521 | 520.321538875254 | 0.678461124746242 |
130 | 519 | 518.288991290553 | 0.71100870944712 |
131 | 572 | 572.110782965015 | -0.110782965015384 |
132 | 581 | 582.050499641897 | -1.0504996418971 |
133 | 563 | 563.01527944291 | -0.0152794429098155 |
134 | 548 | 548.057802144934 | -0.0578021449341769 |
135 | 539 | 539.034773163202 | -0.0347731632021486 |
136 | 541 | 540.957171563331 | 0.0428284366688538 |
137 | 562 | 561.054827815361 | 0.945172184639332 |
138 | 559 | 559.041052798 | -0.0410527979998336 |
139 | 546 | 546.011039506183 | -0.011039506183411 |
140 | 536 | 536.836906224302 | -0.836906224301831 |
141 | 528 | 527.138501070963 | 0.861498929037115 |
142 | 530 | 531.113802319948 | -1.11380231994811 |
143 | 582 | 581.966353248013 | 0.0336467519874244 |
144 | 599 | 598.900352397021 | 0.0996476029785776 |
145 | 584 | 583.842918724571 | 0.157081275429178 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
18 | 0.0261451062665468 | 0.0522902125330935 | 0.973854893733453 |
19 | 0.283271062953525 | 0.566542125907049 | 0.716728937046475 |
20 | 0.216804782477454 | 0.433609564954909 | 0.783195217522546 |
21 | 0.126651222494784 | 0.253302444989568 | 0.873348777505216 |
22 | 0.272092323310578 | 0.544184646621156 | 0.727907676689422 |
23 | 0.183566304162703 | 0.367132608325407 | 0.816433695837297 |
24 | 0.148892646207401 | 0.297785292414802 | 0.851107353792599 |
25 | 0.325752017945614 | 0.651504035891227 | 0.674247982054386 |
26 | 0.278022954506025 | 0.556045909012051 | 0.721977045493975 |
27 | 0.206161422983956 | 0.412322845967912 | 0.793838577016044 |
28 | 0.152658616596313 | 0.305317233192626 | 0.847341383403687 |
29 | 0.111574442730015 | 0.22314888546003 | 0.888425557269985 |
30 | 0.0779103928789323 | 0.155820785757865 | 0.922089607121068 |
31 | 0.0541937352449427 | 0.108387470489885 | 0.945806264755057 |
32 | 0.11089648517564 | 0.221792970351279 | 0.88910351482436 |
33 | 0.0864061337204687 | 0.172812267440937 | 0.913593866279531 |
34 | 0.122663763265586 | 0.245327526531173 | 0.877336236734414 |
35 | 0.153166253669273 | 0.306332507338547 | 0.846833746330727 |
36 | 0.155623751808214 | 0.311247503616428 | 0.844376248191786 |
37 | 0.170636227828216 | 0.341272455656433 | 0.829363772171784 |
38 | 0.154396711854182 | 0.308793423708364 | 0.845603288145818 |
39 | 0.13060227279466 | 0.261204545589321 | 0.86939772720534 |
40 | 0.154617716017541 | 0.309235432035083 | 0.845382283982459 |
41 | 0.124376922343399 | 0.248753844686798 | 0.875623077656601 |
42 | 0.0976686211024316 | 0.195337242204863 | 0.902331378897568 |
43 | 0.132482928037717 | 0.264965856075434 | 0.867517071962283 |
44 | 0.164362653547527 | 0.328725307095054 | 0.835637346452473 |
45 | 0.268579501502375 | 0.53715900300475 | 0.731420498497625 |
46 | 0.23583457670818 | 0.47166915341636 | 0.76416542329182 |
47 | 0.193933454627749 | 0.387866909255499 | 0.806066545372251 |
48 | 0.155133846657874 | 0.310267693315747 | 0.844866153342126 |
49 | 0.122401736659873 | 0.244803473319745 | 0.877598263340127 |
50 | 0.137171999463369 | 0.274343998926737 | 0.862828000536631 |
51 | 0.135780855252472 | 0.271561710504945 | 0.864219144747528 |
52 | 0.141063054773373 | 0.282126109546745 | 0.858936945226627 |
53 | 0.12514237247316 | 0.250284744946321 | 0.87485762752684 |
54 | 0.142175890178354 | 0.284351780356707 | 0.857824109821646 |
55 | 0.135081876515924 | 0.270163753031847 | 0.864918123484076 |
56 | 0.122917253049211 | 0.245834506098421 | 0.877082746950789 |
57 | 0.134378655273437 | 0.268757310546875 | 0.865621344726563 |
58 | 0.123555219655179 | 0.247110439310358 | 0.876444780344821 |
59 | 0.0985053995830836 | 0.197010799166167 | 0.901494600416916 |
60 | 0.0770214772689673 | 0.154042954537935 | 0.922978522731033 |
61 | 0.060114847655301 | 0.120229695310602 | 0.939885152344699 |
62 | 0.0501328071866268 | 0.100265614373254 | 0.949867192813373 |
63 | 0.0611792490392029 | 0.122358498078406 | 0.938820750960797 |
64 | 0.0558224350797342 | 0.111644870159468 | 0.944177564920266 |
65 | 0.0431874448671374 | 0.0863748897342748 | 0.956812555132863 |
66 | 0.032257586068164 | 0.0645151721363281 | 0.967742413931836 |
67 | 0.0238460190594279 | 0.0476920381188558 | 0.976153980940572 |
68 | 0.0174852651654386 | 0.0349705303308772 | 0.982514734834561 |
69 | 0.013895863658605 | 0.02779172731721 | 0.986104136341395 |
70 | 0.0105509513763835 | 0.0211019027527671 | 0.989449048623616 |
71 | 0.00740157846936767 | 0.0148031569387353 | 0.992598421530632 |
72 | 0.00523790998627847 | 0.0104758199725569 | 0.994762090013722 |
73 | 0.00372531078867509 | 0.00745062157735017 | 0.996274689211325 |
74 | 0.00778441731614295 | 0.0155688346322859 | 0.992215582683857 |
75 | 0.00687596020651553 | 0.0137519204130311 | 0.993124039793485 |
76 | 0.0191143413088011 | 0.0382286826176021 | 0.980885658691199 |
77 | 0.0142067381415217 | 0.0284134762830434 | 0.985793261858478 |
78 | 0.0101845109838479 | 0.0203690219676959 | 0.989815489016152 |
79 | 0.00709320460451295 | 0.0141864092090259 | 0.992906795395487 |
80 | 0.00486474483782228 | 0.00972948967564457 | 0.995135255162178 |
81 | 0.00348635496590672 | 0.00697270993181344 | 0.996513645034093 |
82 | 0.00310901699082406 | 0.00621803398164813 | 0.996890983009176 |
83 | 0.00244240694550935 | 0.0048848138910187 | 0.997557593054491 |
84 | 0.00335071689751844 | 0.00670143379503688 | 0.996649283102482 |
85 | 0.00302481898970842 | 0.00604963797941685 | 0.996975181010292 |
86 | 0.00204821439416125 | 0.0040964287883225 | 0.997951785605839 |
87 | 0.00138012348505179 | 0.00276024697010358 | 0.998619876514948 |
88 | 0.000920114350755701 | 0.0018402287015114 | 0.999079885649244 |
89 | 0.000593897220869545 | 0.00118779444173909 | 0.99940610277913 |
90 | 0.00127111254877309 | 0.00254222509754619 | 0.998728887451227 |
91 | 0.000846312497401785 | 0.00169262499480357 | 0.999153687502598 |
92 | 0.000529988396990467 | 0.00105997679398093 | 0.99947001160301 |
93 | 0.000621057102755459 | 0.00124211420551092 | 0.999378942897244 |
94 | 0.00054989863327004 | 0.00109979726654008 | 0.99945010136673 |
95 | 0.00527092216399658 | 0.0105418443279932 | 0.994729077836003 |
96 | 0.00737745583012036 | 0.0147549116602407 | 0.99262254416988 |
97 | 0.00562243317137173 | 0.0112448663427435 | 0.994377566828628 |
98 | 0.00384375952806148 | 0.00768751905612295 | 0.996156240471939 |
99 | 0.00273951635364832 | 0.00547903270729665 | 0.997260483646352 |
100 | 0.00185060423235131 | 0.00370120846470262 | 0.998149395767649 |
101 | 0.00118611552855734 | 0.00237223105711468 | 0.998813884471443 |
102 | 0.000750213429427525 | 0.00150042685885505 | 0.999249786570573 |
103 | 0.000464950460336158 | 0.000929900920672317 | 0.999535049539664 |
104 | 0.000274548603886632 | 0.000549097207773264 | 0.999725451396113 |
105 | 0.000169312401135125 | 0.00033862480227025 | 0.999830687598865 |
106 | 0.000457846397576154 | 0.000915692795152308 | 0.999542153602424 |
107 | 0.000667792488024668 | 0.00133558497604934 | 0.999332207511975 |
108 | 0.00062670359139725 | 0.0012534071827945 | 0.999373296408603 |
109 | 0.000448717930525604 | 0.000897435861051208 | 0.999551282069474 |
110 | 0.00175774277443094 | 0.00351548554886189 | 0.998242257225569 |
111 | 0.00466663597536857 | 0.00933327195073715 | 0.995333364024631 |
112 | 0.00357830517224627 | 0.00715661034449254 | 0.996421694827754 |
113 | 0.00595987488299764 | 0.0119197497659953 | 0.994040125117002 |
114 | 0.00367225454912453 | 0.00734450909824906 | 0.996327745450875 |
115 | 0.0378104964123238 | 0.0756209928246476 | 0.962189503587676 |
116 | 0.0523905178227459 | 0.104781035645492 | 0.947609482177254 |
117 | 0.0380896700932969 | 0.0761793401865937 | 0.961910329906703 |
118 | 0.0322259652877466 | 0.0644519305754931 | 0.967774034712253 |
119 | 0.0573476699503589 | 0.114695339900718 | 0.942652330049641 |
120 | 0.0508883492890739 | 0.101776698578148 | 0.949111650710926 |
121 | 0.0391517409729596 | 0.0783034819459191 | 0.96084825902704 |
122 | 0.0742539592819261 | 0.148507918563852 | 0.925746040718074 |
123 | 0.0906382135978736 | 0.181276427195747 | 0.909361786402126 |
124 | 0.0570665274752108 | 0.114133054950422 | 0.942933472524789 |
125 | 0.0375064820623656 | 0.0750129641247313 | 0.962493517937634 |
126 | 0.0837190926553224 | 0.167438185310645 | 0.916280907344678 |
127 | 0.0500814792475623 | 0.100162958495125 | 0.949918520752438 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 32 | 0.290909090909091 | NOK |
5% type I error level | 48 | 0.436363636363636 | NOK |
10% type I error level | 56 | 0.509090909090909 | NOK |