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
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-235.158663233414372.210094-0.63180.5286330.264317
jaartal0.1181107113692270.1861040.63460.5267730.263386
S_t0.00898205201170470.0078951.13770.2573390.12867
s0.6301500367391591.3698640.460.6462780.323139
t-0.009697238417683670.016237-0.59720.5513830.275691
jongerdan25jaar0.9923406618136980.004534218.882500
`<25jaar_s`0.01003319574360650.0092991.0790.2825910.141295
vanaf25jaar1.0027121188280.004638216.190300
vanaf25_s-0.004019780535668760.006187-0.64970.5170420.258521
`Belgi\303\253`-0.09728816775447260.170447-0.57080.5691330.284567
`Belgi\303\253_s`-0.02486140139622340.241232-0.10310.9180740.459037
Eurogebied-0.1742610862719050.548075-0.3180.7510320.375516
Eurogebied_s-0.6169689980763650.771011-0.80020.425050.212525
`EU-27`0.1231903474670240.5221940.23590.8138740.406937
`EU-27_s\r`0.5481033858290310.7244950.75650.4506990.22535


Multiple Linear Regression - Regression Statistics
Multiple R0.999943307872238
R-squared0.999886618958474
Adjusted R-squared0.999874408692463
F-TEST (value)81889.0119264686
F-TEST (DF numerator)14
F-TEST (DF denominator)130
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.507790591618823
Sum Squared Residuals33.5206670417573


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1501501.96347674406-0.963476744059784
2485484.8099479572010.190052042798564
3464463.8084119116570.19158808834315
4460459.8224098870420.177590112958041
5467467.034204702316-0.03420470231647
6460460.043813546984-0.0438135469842987
7448448.11950571318-0.119505713180325
8443443.089854363688-0.0898543636876219
9436436.314763441592-0.314763441592201
10431431.321977339839-0.321977339838558
11484484.153964865412-0.153964865412427
12510509.0480748631980.95192513680169
13513513.009668192752-0.00966819275199646
14503503.05920677812-0.0592067781201836
15471471.087813436884-0.0878134368844562
16471470.9847157273340.0152842726663334
17476476.158799476013-0.158799476013351
18475474.1376614201230.86233857987744
19470470.131132322752-0.131132322752345
20461461.127681336465-0.127681336465337
21455455.208192618109-0.208192618108734
22456455.1984953796910.801504620308957
23517516.927897977620.0721020223797681
24525525.828523781497-0.828523781497222
25523522.7939067182070.206093281792799
26519518.9609810528890.0390189471114124
27509508.8488708448250.151129155175356
28512511.8368696347660.163130365234276
29519518.9050064595750.0949935404250384
30517516.8008425541750.199157445825467
31510509.7908734033970.209126596602631
32509509.763217183016-0.763217183016435
33501500.0976730545120.902326945487889
34507507.05842016822-0.0584201682203387
35569569.804728135395-0.804728135394604
36580579.756606537770.243393462230318
37578577.7247015933080.275298406692333
38565565.81086866396-0.810868663960223
39547547.705538230293-0.705538230292649
40555554.7469023090830.253097690917435
41562561.8150391338920.184960866108205
42561560.8045870513990.195412948601422
43555555.809069452506-0.809069452506276
44544543.7836875453330.216312454666855
45537537.134461010463-0.134461010462582
46543543.083409828806-0.0834098288062141
47594593.7893714739860.210628526014422
48611610.7032506921890.296749307811154
49613612.7093491484410.29065085155852
50611610.6583493581580.341650641842431
51594593.5883561335280.411643866472481
52595595.570299546646-0.570299546646333
53591590.7549487922580.245051207742132
54589589.73228175285-0.732281752849575
55584583.708789983450.291210016550327
56573572.7040514795030.295948520496808
57567567.157890587513-0.157890587513426
58569569.152974946513-0.15297494651289
59621620.8888875831140.111112416885804
60629628.8230227130870.176977286913427
61628627.8106133558410.1893866441591
62612611.7831944026280.216805597372133
63595595.71167219448-0.711672194480334
64597596.7032353851470.296764614852959
65593592.7998696002760.20013039972369
66590589.8077079955690.192292004431403
67580579.8099739457550.19002605424531
68574573.872968223320.127031776680442
69573573.204602016389-0.204602016388986
70573573.209098028388-0.209098028388389
71620620.01954845786-0.0195484578604203
72626625.9833528238760.0166471761241799
73620619.9728614033850.0271385966150842
74588586.9794427965651.02055720343485
75566565.8985624207760.101437579224108
76557557.985869493632-0.985869493631561
77561561.047887814512-0.0478878145123859
78549549.052769088114-0.0527690881138106
79532532.064188670254-0.0641886702535674
80526526.060053574489-0.0600535744888332
81511511.310991233125-0.310991233125077
82499499.325816531931-0.32581653193052
83555555.165940413988-0.165940413988407
84565564.1378811364880.862118863512187
85542542.145581916596-0.145581916595849
86527527.089984045472-0.0899840454715638
87510510.145273486231-0.145273486230942
88514514.0685167604-0.0685167603997262
89517517.194204257155-0.194204257155016
90508507.2282631597010.771736840298811
91493493.235981078528-0.235981078527801
92490490.15270283028-0.152702830280044
93469469.388079074034-0.388079074033684
94478477.3541285245410.645871475458841
95528529.165231578214-1.16523157821387
96534533.1100610963950.889938903604967
97518518.103115481347-0.103115481346935
98506506.08978038649-0.0897803864897348
99502502.055582499644-0.0555824996440885
100516515.92859785230.0714021476996164
101528528.03216807257-0.0321680725702868
102533532.964503758480.035496241519837
103536535.8408588321260.159141167874127
104537536.9025051598870.0974948401132872
105524523.1910046572990.808995342700547
106536536.172562279679-0.172562279679336
107587586.9687914890310.0312085109693502
108597595.923864795951.07613520404959
109581580.8891216152610.110878384739172
110564564.815578659764-0.815578659764141
111558556.8581500678441.14184993215579
112575574.8717142745140.128285725485552
113580580.972981950692-0.97298195069154
114575574.9568532198220.0431467801784193
115563563.952114715875-0.952114715875089
116552550.8671870076441.13281299235587
117537537.119085697614-0.119085697613901
118545545.115449569672-0.115449569672104
119601600.9769590059970.0230409940025485
120604604.925610317581-0.925610317581398
121586586.907938128078-0.907938128078042
122564563.9546095002190.0453904997812817
123549547.9697946608461.03020533915422
124551550.9907568022670.00924319773290566
125556556.153934043807-0.153934043807399
126548548.252506996268-0.252506996267838
127540540.192612610049-0.192612610048777
128531531.176725345037-0.176725345036842
129521520.3215388752540.678461124746242
130519518.2889912905530.71100870944712
131572572.110782965015-0.110782965015384
132581582.050499641897-1.0504996418971
133563563.01527944291-0.0152794429098155
134548548.057802144934-0.0578021449341769
135539539.034773163202-0.0347731632021486
136541540.9571715633310.0428284366688538
137562561.0548278153610.945172184639332
138559559.041052798-0.0410527979998336
139546546.011039506183-0.011039506183411
140536536.836906224302-0.836906224301831
141528527.1385010709630.861498929037115
142530531.113802319948-1.11380231994811
143582581.9663532480130.0336467519874244
144599598.9003523970210.0996476029785776
145584583.8429187245710.157081275429178


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
180.02614510626654680.05229021253309350.973854893733453
190.2832710629535250.5665421259070490.716728937046475
200.2168047824774540.4336095649549090.783195217522546
210.1266512224947840.2533024449895680.873348777505216
220.2720923233105780.5441846466211560.727907676689422
230.1835663041627030.3671326083254070.816433695837297
240.1488926462074010.2977852924148020.851107353792599
250.3257520179456140.6515040358912270.674247982054386
260.2780229545060250.5560459090120510.721977045493975
270.2061614229839560.4123228459679120.793838577016044
280.1526586165963130.3053172331926260.847341383403687
290.1115744427300150.223148885460030.888425557269985
300.07791039287893230.1558207857578650.922089607121068
310.05419373524494270.1083874704898850.945806264755057
320.110896485175640.2217929703512790.88910351482436
330.08640613372046870.1728122674409370.913593866279531
340.1226637632655860.2453275265311730.877336236734414
350.1531662536692730.3063325073385470.846833746330727
360.1556237518082140.3112475036164280.844376248191786
370.1706362278282160.3412724556564330.829363772171784
380.1543967118541820.3087934237083640.845603288145818
390.130602272794660.2612045455893210.86939772720534
400.1546177160175410.3092354320350830.845382283982459
410.1243769223433990.2487538446867980.875623077656601
420.09766862110243160.1953372422048630.902331378897568
430.1324829280377170.2649658560754340.867517071962283
440.1643626535475270.3287253070950540.835637346452473
450.2685795015023750.537159003004750.731420498497625
460.235834576708180.471669153416360.76416542329182
470.1939334546277490.3878669092554990.806066545372251
480.1551338466578740.3102676933157470.844866153342126
490.1224017366598730.2448034733197450.877598263340127
500.1371719994633690.2743439989267370.862828000536631
510.1357808552524720.2715617105049450.864219144747528
520.1410630547733730.2821261095467450.858936945226627
530.125142372473160.2502847449463210.87485762752684
540.1421758901783540.2843517803567070.857824109821646
550.1350818765159240.2701637530318470.864918123484076
560.1229172530492110.2458345060984210.877082746950789
570.1343786552734370.2687573105468750.865621344726563
580.1235552196551790.2471104393103580.876444780344821
590.09850539958308360.1970107991661670.901494600416916
600.07702147726896730.1540429545379350.922978522731033
610.0601148476553010.1202296953106020.939885152344699
620.05013280718662680.1002656143732540.949867192813373
630.06117924903920290.1223584980784060.938820750960797
640.05582243507973420.1116448701594680.944177564920266
650.04318744486713740.08637488973427480.956812555132863
660.0322575860681640.06451517213632810.967742413931836
670.02384601905942790.04769203811885580.976153980940572
680.01748526516543860.03497053033087720.982514734834561
690.0138958636586050.027791727317210.986104136341395
700.01055095137638350.02110190275276710.989449048623616
710.007401578469367670.01480315693873530.992598421530632
720.005237909986278470.01047581997255690.994762090013722
730.003725310788675090.007450621577350170.996274689211325
740.007784417316142950.01556883463228590.992215582683857
750.006875960206515530.01375192041303110.993124039793485
760.01911434130880110.03822868261760210.980885658691199
770.01420673814152170.02841347628304340.985793261858478
780.01018451098384790.02036902196769590.989815489016152
790.007093204604512950.01418640920902590.992906795395487
800.004864744837822280.009729489675644570.995135255162178
810.003486354965906720.006972709931813440.996513645034093
820.003109016990824060.006218033981648130.996890983009176
830.002442406945509350.00488481389101870.997557593054491
840.003350716897518440.006701433795036880.996649283102482
850.003024818989708420.006049637979416850.996975181010292
860.002048214394161250.00409642878832250.997951785605839
870.001380123485051790.002760246970103580.998619876514948
880.0009201143507557010.00184022870151140.999079885649244
890.0005938972208695450.001187794441739090.99940610277913
900.001271112548773090.002542225097546190.998728887451227
910.0008463124974017850.001692624994803570.999153687502598
920.0005299883969904670.001059976793980930.99947001160301
930.0006210571027554590.001242114205510920.999378942897244
940.000549898633270040.001099797266540080.99945010136673
950.005270922163996580.01054184432799320.994729077836003
960.007377455830120360.01475491166024070.99262254416988
970.005622433171371730.01124486634274350.994377566828628
980.003843759528061480.007687519056122950.996156240471939
990.002739516353648320.005479032707296650.997260483646352
1000.001850604232351310.003701208464702620.998149395767649
1010.001186115528557340.002372231057114680.998813884471443
1020.0007502134294275250.001500426858855050.999249786570573
1030.0004649504603361580.0009299009206723170.999535049539664
1040.0002745486038866320.0005490972077732640.999725451396113
1050.0001693124011351250.000338624802270250.999830687598865
1060.0004578463975761540.0009156927951523080.999542153602424
1070.0006677924880246680.001335584976049340.999332207511975
1080.000626703591397250.00125340718279450.999373296408603
1090.0004487179305256040.0008974358610512080.999551282069474
1100.001757742774430940.003515485548861890.998242257225569
1110.004666635975368570.009333271950737150.995333364024631
1120.003578305172246270.007156610344492540.996421694827754
1130.005959874882997640.01191974976599530.994040125117002
1140.003672254549124530.007344509098249060.996327745450875
1150.03781049641232380.07562099282464760.962189503587676
1160.05239051782274590.1047810356454920.947609482177254
1170.03808967009329690.07617934018659370.961910329906703
1180.03222596528774660.06445193057549310.967774034712253
1190.05734766995035890.1146953399007180.942652330049641
1200.05088834928907390.1017766985781480.949111650710926
1210.03915174097295960.07830348194591910.96084825902704
1220.07425395928192610.1485079185638520.925746040718074
1230.09063821359787360.1812764271957470.909361786402126
1240.05706652747521080.1141330549504220.942933472524789
1250.03750648206236560.07501296412473130.962493517937634
1260.08371909265532240.1674381853106450.916280907344678
1270.05008147924756230.1001629584951250.949918520752438


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level320.290909090909091NOK
5% type I error level480.436363636363636NOK
10% type I error level560.509090909090909NOK