| Multiple Linear Regression - Estimated Regression Equation |
| Werkloosheid_BRUSSELS_HOOFDSTEDELIJK_GEWEST[t] = + 114796.629771363 + 2.66099612659366`Werkloosheid_VLAAMS-BRABANT`[t] + 0.341082631724357`Werkloosheid_WAALS-BRABANT`[t] + 1.00043601599233`Werkloosheid_WEST-VLAANDEREN`[t] -1.55763705400131`WerkloosheidOOST-VLAANDEREN`[t] -0.00324124578732855Werkloosheid_LIMBURG[t] + 5.73467368776947Werkloosheid_LUXEMBURG[t] -4.06995377224888Werkloosheid_NAMEN[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) | 114796.629771363 | 7454.878472 | 15.3989 | 0 | 0 |
| `Werkloosheid_VLAAMS-BRABANT` | 2.66099612659366 | 0.86387 | 3.0803 | 0.002902 | 0.001451 |
| `Werkloosheid_WAALS-BRABANT` | 0.341082631724357 | 1.372343 | 0.2485 | 0.804405 | 0.402202 |
| `Werkloosheid_WEST-VLAANDEREN` | 1.00043601599233 | 0.471684 | 2.121 | 0.037273 | 0.018636 |
| `WerkloosheidOOST-VLAANDEREN` | -1.55763705400131 | 0.649225 | -2.3992 | 0.018948 | 0.009474 |
| Werkloosheid_LIMBURG | -0.00324124578732855 | 0.445652 | -0.0073 | 0.994217 | 0.497108 |
| Werkloosheid_LUXEMBURG | 5.73467368776947 | 1.267536 | 4.5243 | 2.3e-05 | 1.1e-05 |
| Werkloosheid_NAMEN | -4.06995377224888 | 0.527063 | -7.722 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.940803792642426 |
| R-squared | 0.885111776250372 |
| Adjusted R-squared | 0.874243971301083 |
| F-TEST (value) | 81.4434727509779 |
| F-TEST (DF numerator) | 7 |
| F-TEST (DF denominator) | 74 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2241.50654902315 |
| Sum Squared Residuals | 371802019.08921 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 97687 | 93776.2126537409 | 3910.78734625905 |
| 2 | 98512 | 95474.7138229467 | 3037.28617705332 |
| 3 | 98673 | 93846.8241419629 | 4826.17585803708 |
| 4 | 96028 | 96706.7509984447 | -678.750998444663 |
| 5 | 98014 | 96008.2794068328 | 2005.72059316716 |
| 6 | 95580 | 96864.251595724 | -1284.251595724 |
| 7 | 97838 | 100780.430308484 | -2942.4303084844 |
| 8 | 97760 | 102617.984069182 | -4857.98406918164 |
| 9 | 99913 | 101194.06261102 | -1281.06261101982 |
| 10 | 97588 | 98777.7544572432 | -1189.7544572432 |
| 11 | 93942 | 98221.8178573942 | -4279.81785739417 |
| 12 | 93656 | 97802.1964527403 | -4146.19645274032 |
| 13 | 93365 | 96748.9407819672 | -3383.94078196715 |
| 14 | 92881 | 93393.6499353158 | -512.649935315786 |
| 15 | 93120 | 93137.1536525511 | -17.1536525511007 |
| 16 | 91063 | 91324.1728687064 | -261.172868706436 |
| 17 | 90930 | 91829.1925121012 | -899.192512101181 |
| 18 | 91946 | 94691.7833723455 | -2745.78337234553 |
| 19 | 94624 | 95569.2633550205 | -945.263355020536 |
| 20 | 95484 | 95062.3646648151 | 421.635335184904 |
| 21 | 95862 | 94312.7838984238 | 1549.21610157624 |
| 22 | 95530 | 92464.3979141297 | 3065.60208587033 |
| 23 | 94574 | 92280.068114685 | 2293.93188531499 |
| 24 | 94677 | 91838.9128383336 | 2838.08716166638 |
| 25 | 93845 | 91574.1918654314 | 2270.80813456861 |
| 26 | 91533 | 91261.5298260367 | 271.470173963334 |
| 27 | 91214 | 92089.6614736784 | -875.661473678388 |
| 28 | 90922 | 90767.7056008997 | 154.294399100253 |
| 29 | 89563 | 90489.8548326112 | -926.854832611237 |
| 30 | 89945 | 92374.1879241158 | -2429.18792411581 |
| 31 | 91850 | 94631.9301379582 | -2781.93013795819 |
| 32 | 92505 | 95333.811322194 | -2828.811322194 |
| 33 | 92437 | 94350.8656251631 | -1913.86562516315 |
| 34 | 93876 | 93947.6470466793 | -71.6470466793276 |
| 35 | 93561 | 94773.4619598467 | -1212.46195984671 |
| 36 | 94119 | 95981.6145774167 | -1862.61457741673 |
| 37 | 95264 | 97674.2226100033 | -2410.22261000326 |
| 38 | 96089 | 96504.5751441428 | -415.575144142812 |
| 39 | 97160 | 96575.7588274636 | 584.241172536372 |
| 40 | 98644 | 96347.0175315493 | 2296.98246845072 |
| 41 | 96266 | 96056.0730221143 | 209.926977885661 |
| 42 | 97938 | 97600.2719661243 | 337.728033875672 |
| 43 | 99757 | 100643.894775566 | -886.894775565901 |
| 44 | 101550 | 104817.335906368 | -3267.33590636813 |
| 45 | 102449 | 103250.576205489 | -801.576205488578 |
| 46 | 102416 | 103691.84598789 | -1275.84598788978 |
| 47 | 102491 | 103441.966339551 | -950.96633955052 |
| 48 | 102495 | 104612.746573843 | -2117.74657384283 |
| 49 | 104552 | 102636.658415893 | 1915.34158410709 |
| 50 | 104798 | 103194.759784393 | 1603.24021560712 |
| 51 | 104947 | 102468.302453371 | 2478.6975466292 |
| 52 | 103950 | 101889.602358649 | 2060.39764135104 |
| 53 | 102858 | 101289.727142944 | 1568.27285705576 |
| 54 | 106952 | 103158.748936249 | 3793.25106375056 |
| 55 | 110901 | 104309.942040211 | 6591.05795978934 |
| 56 | 107706 | 106499.329981106 | 1206.67001889366 |
| 57 | 111267 | 106016.701724575 | 5250.2982754252 |
| 58 | 107643 | 107044.498139804 | 598.501860196374 |
| 59 | 105387 | 106172.849026963 | -785.849026963297 |
| 60 | 105718 | 105720.227835288 | -2.2278352875274 |
| 61 | 106039 | 107984.079839658 | -1945.07983965796 |
| 62 | 106203 | 107361.318414138 | -1158.31841413803 |
| 63 | 105558 | 105542.652271454 | 15.3477285457196 |
| 64 | 105230 | 104687.567052885 | 542.43294711498 |
| 65 | 104864 | 104936.937008384 | -72.9370083844038 |
| 66 | 104374 | 103963.816278724 | 410.183721276241 |
| 67 | 107450 | 106881.820077274 | 568.179922726126 |
| 68 | 108173 | 108007.561240114 | 165.438759886346 |
| 69 | 108629 | 106606.078511794 | 2022.92148820625 |
| 70 | 107847 | 106121.234679515 | 1725.76532048472 |
| 71 | 107394 | 105287.163616178 | 2106.83638382177 |
| 72 | 106278 | 106518.675108932 | -240.675108931643 |
| 73 | 107733 | 108432.145776649 | -699.145776649265 |
| 74 | 107573 | 107780.828868944 | -207.828868943725 |
| 75 | 107500 | 106670.942465178 | 829.057534822231 |
| 76 | 106382 | 105490.603997559 | 891.39600244069 |
| 77 | 104412 | 105540.651878345 | -1128.65187834525 |
| 78 | 105871 | 106266.068216515 | -395.068216514719 |
| 79 | 108767 | 108847.709603378 | -80.7096033783567 |
| 80 | 109728 | 111515.426841323 | -1787.42684132299 |
| 81 | 109769 | 111034.54293468 | -1265.54293467978 |
| 82 | 109609 | 109802.118112688 | -193.118112688278 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 11 | 0.173037382601034 | 0.346074765202068 | 0.826962617398966 |
| 12 | 0.125820049825574 | 0.251640099651148 | 0.874179950174426 |
| 13 | 0.0645377985627648 | 0.12907559712553 | 0.935462201437235 |
| 14 | 0.031812897072555 | 0.06362579414511 | 0.968187102927445 |
| 15 | 0.0318455182870401 | 0.0636910365740802 | 0.96815448171296 |
| 16 | 0.0470231557922988 | 0.0940463115845976 | 0.952976844207701 |
| 17 | 0.0390244124944868 | 0.0780488249889735 | 0.960975587505513 |
| 18 | 0.152159919848311 | 0.304319839696622 | 0.847840080151689 |
| 19 | 0.112565640970037 | 0.225131281940073 | 0.887434359029963 |
| 20 | 0.0825490680168482 | 0.165098136033696 | 0.917450931983152 |
| 21 | 0.23049683042973 | 0.460993660859461 | 0.76950316957027 |
| 22 | 0.275570910783543 | 0.551141821567085 | 0.724429089216457 |
| 23 | 0.221975017019052 | 0.443950034038103 | 0.778024982980948 |
| 24 | 0.182343151012787 | 0.364686302025573 | 0.817656848987213 |
| 25 | 0.167692164052321 | 0.335384328104642 | 0.832307835947679 |
| 26 | 0.147256856517974 | 0.294513713035948 | 0.852743143482026 |
| 27 | 0.114980845765685 | 0.229961691531369 | 0.885019154234315 |
| 28 | 0.0827386536239559 | 0.165477307247912 | 0.917261346376044 |
| 29 | 0.0576433627058599 | 0.11528672541172 | 0.94235663729414 |
| 30 | 0.0475487498378555 | 0.0950974996757111 | 0.952451250162144 |
| 31 | 0.0466634603947339 | 0.0933269207894677 | 0.953336539605266 |
| 32 | 0.0605234153524644 | 0.121046830704929 | 0.939476584647536 |
| 33 | 0.0515674521594909 | 0.103134904318982 | 0.948432547840509 |
| 34 | 0.0464963554783938 | 0.0929927109567876 | 0.953503644521606 |
| 35 | 0.0432845384147019 | 0.0865690768294037 | 0.956715461585298 |
| 36 | 0.038540399938199 | 0.0770807998763981 | 0.961459600061801 |
| 37 | 0.0327218443045905 | 0.0654436886091811 | 0.967278155695409 |
| 38 | 0.0252961997199117 | 0.0505923994398235 | 0.974703800280088 |
| 39 | 0.0248634122492662 | 0.0497268244985324 | 0.975136587750734 |
| 40 | 0.0527906256233649 | 0.10558125124673 | 0.947209374376635 |
| 41 | 0.0629187183750827 | 0.125837436750165 | 0.937081281624917 |
| 42 | 0.0905245294187181 | 0.181049058837436 | 0.909475470581282 |
| 43 | 0.127991203747433 | 0.255982407494866 | 0.872008796252567 |
| 44 | 0.3904601541275 | 0.780920308254999 | 0.6095398458725 |
| 45 | 0.767332345543047 | 0.465335308913907 | 0.232667654456953 |
| 46 | 0.939800982668755 | 0.12039803466249 | 0.0601990173312452 |
| 47 | 0.984187331115878 | 0.0316253377682432 | 0.0158126688841216 |
| 48 | 0.992153402669607 | 0.0156931946607859 | 0.00784659733039295 |
| 49 | 0.996683465693399 | 0.00663306861320116 | 0.00331653430660058 |
| 50 | 0.998122568514532 | 0.00375486297093539 | 0.0018774314854677 |
| 51 | 0.998957423108891 | 0.00208515378221738 | 0.00104257689110869 |
| 52 | 0.999370173076741 | 0.00125965384651796 | 0.000629826923258978 |
| 53 | 0.999927898601429 | 0.000144202797142338 | 7.21013985711689e-05 |
| 54 | 0.999953422336788 | 9.31553264245267e-05 | 4.65776632122633e-05 |
| 55 | 0.999999496587908 | 1.00682418407047e-06 | 5.03412092035233e-07 |
| 56 | 0.99999948832575 | 1.02334850071405e-06 | 5.11674250357026e-07 |
| 57 | 0.999999971741453 | 5.65170945655492e-08 | 2.82585472827746e-08 |
| 58 | 0.999999879996984 | 2.40006030977783e-07 | 1.20003015488891e-07 |
| 59 | 0.999999891471788 | 2.17056424020266e-07 | 1.08528212010133e-07 |
| 60 | 0.999999678529484 | 6.42941031112897e-07 | 3.21470515556449e-07 |
| 61 | 0.999998716576902 | 2.5668461954193e-06 | 1.28342309770965e-06 |
| 62 | 0.999994669054268 | 1.06618914634419e-05 | 5.33094573172097e-06 |
| 63 | 0.999978503237173 | 4.299352565504e-05 | 2.149676282752e-05 |
| 64 | 0.999927277864958 | 0.000145444270083334 | 7.27221350416669e-05 |
| 65 | 0.999744165242212 | 0.000511669515576547 | 0.000255834757788274 |
| 66 | 0.999103594378834 | 0.00179281124233247 | 0.000896405621166235 |
| 67 | 0.997459137594903 | 0.00508172481019403 | 0.00254086240509702 |
| 68 | 0.993331646267922 | 0.0133367074641567 | 0.00666835373207836 |
| 69 | 0.981768093728442 | 0.0364638125431165 | 0.0182319062715583 |
| 70 | 0.949257042520565 | 0.101485914958871 | 0.0507429574794354 |
| 71 | 0.969950397704053 | 0.0600992045918947 | 0.0300496022959473 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 19 | 0.311475409836066 | NOK |
| 5% type I error level | 24 | 0.39344262295082 | NOK |
| 10% type I error level | 36 | 0.590163934426229 | NOK |
