Multiple Linear Regression - Estimated Regression Equation |
Tot_nietwerkende_werkzoekenden[t] = + 694667.103500438 -1304.78132670624Tot_ind_productie[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) | 694667.103500438 | 57785.998873 | 12.0214 | 0 | 0 |
Tot_ind_productie | -1304.78132670624 | 551.185712 | -2.3672 | 0.021221 | 0.010611 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.294517348709906 |
R-squared | 0.0867404686911123 |
Adjusted R-squared | 0.071261493584182 |
F-TEST (value) | 5.60376046165205 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 59 |
p-value | 0.0212210767954628 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 40970.7777175414 |
Sum Squared Residuals | 99037672980.0309 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 610763 | 568364.271075274 | 42398.7289247257 |
2 | 612613 | 545791.554123256 | 66821.4458767443 |
3 | 611324 | 550749.72316474 | 60574.2768352606 |
4 | 594167 | 559100.323655659 | 35066.6763443406 |
5 | 595454 | 562101.320707084 | 33352.6792929163 |
6 | 590865 | 571234.789994027 | 19630.2100059726 |
7 | 589379 | 569538.574269309 | 19840.4257306907 |
8 | 584428 | 558056.498594294 | 26371.5014057056 |
9 | 573100 | 560535.583115036 | 12564.4168849638 |
10 | 567456 | 566668.055350556 | 787.944649444424 |
11 | 569028 | 546052.510388597 | 22975.4896114030 |
12 | 620735 | 589110.294169903 | 31624.7058300971 |
13 | 628884 | 569799.530534651 | 59084.4694653495 |
14 | 628232 | 546965.857317291 | 81266.1426827087 |
15 | 612117 | 556490.761002247 | 55626.2389977531 |
16 | 595404 | 552706.895154799 | 42697.1048452012 |
17 | 597141 | 561187.97377839 | 35953.0262216106 |
18 | 593408 | 565493.75215652 | 27914.2478434800 |
19 | 590072 | 563275.623901119 | 26796.3760988807 |
20 | 579799 | 543964.860265867 | 35834.139734133 |
21 | 574205 | 563275.623901119 | 10929.3760988807 |
22 | 572775 | 551271.635695422 | 21503.3643045781 |
23 | 572942 | 545139.163459903 | 27802.8365400974 |
24 | 619567 | 583238.778199725 | 36328.2218002752 |
25 | 625809 | 563536.58016646 | 62272.4198335394 |
26 | 619916 | 544878.207194561 | 75037.7928054386 |
27 | 587625 | 542660.078939161 | 44964.9210608393 |
28 | 565742 | 547357.291715303 | 18384.7082846968 |
29 | 557274 | 561579.408176401 | -4305.40817640123 |
30 | 560576 | 556360.282869576 | 4215.71713042373 |
31 | 548854 | 557273.629798271 | -8419.62979827064 |
32 | 531673 | 539659.081887736 | -7986.08188773639 |
33 | 525919 | 556229.804736906 | -30310.8047369056 |
34 | 511038 | 552054.504491446 | -41016.5044914457 |
35 | 498662 | 541746.732010466 | -43084.7320104664 |
36 | 555362 | 573974.83078011 | -18612.8307801105 |
37 | 564591 | 558708.889257647 | 5882.1107423525 |
38 | 541657 | 547879.204245986 | -6222.2042459857 |
39 | 527070 | 534961.869111594 | -7891.86911159391 |
40 | 509846 | 546835.379184621 | -36989.3791846207 |
41 | 514258 | 564188.970829814 | -49930.9708298137 |
42 | 516922 | 550227.810634057 | -33305.8106340569 |
43 | 507561 | 547487.769847974 | -39926.7698479738 |
44 | 492622 | 551402.113828093 | -58780.1138280926 |
45 | 490243 | 541616.253877796 | -51373.2538777958 |
46 | 469357 | 552315.460756787 | -82958.460756787 |
47 | 477580 | 543442.947735184 | -65862.9477351845 |
48 | 528379 | 569408.096136639 | -41029.0961366387 |
49 | 533590 | 564449.927095155 | -30859.9270951550 |
50 | 517945 | 542268.644541149 | -24323.6445411489 |
51 | 506174 | 543703.904000526 | -37529.9040005257 |
52 | 501866 | 564971.839625837 | -63105.8396258374 |
53 | 516141 | 571626.224392039 | -55485.2243920393 |
54 | 528222 | 575932.00277017 | -47710.0027701699 |
55 | 532638 | 573061.483851416 | -40423.4838514161 |
56 | 536322 | 560144.148717024 | -23822.1487170244 |
57 | 536535 | 571887.180657380 | -35352.1806573805 |
58 | 523597 | 574888.177708805 | -51291.1777088049 |
59 | 536214 | 560666.061247707 | -24452.0612477069 |
60 | 586570 | 586892.165914502 | -322.165914502305 |
61 | 596594 | 578411.087290912 | 18182.9127090883 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.0195804206942934 | 0.0391608413885868 | 0.980419579305707 |
6 | 0.00495274847015945 | 0.0099054969403189 | 0.99504725152984 |
7 | 0.00122828268542173 | 0.00245656537084346 | 0.998771717314578 |
8 | 0.00124696066482485 | 0.00249392132964971 | 0.998753039335175 |
9 | 0.00227966636146128 | 0.00455933272292256 | 0.997720333638539 |
10 | 0.00230525641095028 | 0.00461051282190056 | 0.99769474358905 |
11 | 0.00400191701009776 | 0.00800383402019553 | 0.995998082989902 |
12 | 0.00393035231648447 | 0.00786070463296894 | 0.996069647683516 |
13 | 0.00630563694120721 | 0.0126112738824144 | 0.993694363058793 |
14 | 0.0155012255138299 | 0.0310024510276599 | 0.98449877448617 |
15 | 0.0125693972637179 | 0.0251387945274359 | 0.987430602736282 |
16 | 0.00812743821824705 | 0.0162548764364941 | 0.991872561781753 |
17 | 0.00507065478853671 | 0.0101413095770734 | 0.994929345211463 |
18 | 0.00309762827157153 | 0.00619525654314305 | 0.996902371728428 |
19 | 0.0019701055935854 | 0.0039402111871708 | 0.998029894406415 |
20 | 0.00159335234317818 | 0.00318670468635636 | 0.998406647656822 |
21 | 0.00147680921724561 | 0.00295361843449123 | 0.998523190782754 |
22 | 0.001337169936542 | 0.002674339873084 | 0.998662830063458 |
23 | 0.00118376337934293 | 0.00236752675868586 | 0.998816236620657 |
24 | 0.00125603245477119 | 0.00251206490954239 | 0.998743967545229 |
25 | 0.00523478219400947 | 0.0104695643880189 | 0.99476521780599 |
26 | 0.0415874828925621 | 0.0831749657851241 | 0.958412517107438 |
27 | 0.0928354671093457 | 0.185670934218691 | 0.907164532890654 |
28 | 0.159706431887909 | 0.319412863775818 | 0.840293568112091 |
29 | 0.241231977443139 | 0.482463954886279 | 0.75876802255686 |
30 | 0.331277360011943 | 0.662554720023886 | 0.668722639988057 |
31 | 0.442069856590356 | 0.884139713180711 | 0.557930143409644 |
32 | 0.592243678466655 | 0.81551264306669 | 0.407756321533345 |
33 | 0.722676227916057 | 0.554647544167886 | 0.277323772083943 |
34 | 0.834834864966896 | 0.330330270066209 | 0.165165135033104 |
35 | 0.89023289997352 | 0.219534200052961 | 0.109767100026481 |
36 | 0.888492123150279 | 0.223015753699442 | 0.111507876849721 |
37 | 0.918570411589826 | 0.162859176820348 | 0.0814295884101741 |
38 | 0.936222306360681 | 0.127555387278638 | 0.0637776936393188 |
39 | 0.96601567188766 | 0.0679686562246804 | 0.0339843281123402 |
40 | 0.967887838051665 | 0.0642243238966695 | 0.0321121619483347 |
41 | 0.974525862502486 | 0.0509482749950291 | 0.0254741374975146 |
42 | 0.971604819754348 | 0.0567903604913037 | 0.0283951802456518 |
43 | 0.967102485474748 | 0.0657950290505035 | 0.0328975145252517 |
44 | 0.967822753842978 | 0.0643544923140446 | 0.0321772461570223 |
45 | 0.958696441737228 | 0.0826071165255444 | 0.0413035582627722 |
46 | 0.983749006197761 | 0.0325019876044778 | 0.0162509938022389 |
47 | 0.983714836862464 | 0.0325703262750718 | 0.0162851631375359 |
48 | 0.97577383649827 | 0.04845232700346 | 0.02422616350173 |
49 | 0.95876911163602 | 0.0824617767279589 | 0.0412308883639794 |
50 | 0.941852658677682 | 0.116294682644637 | 0.0581473413223184 |
51 | 0.916962600386062 | 0.166074799227875 | 0.0830373996139375 |
52 | 0.910704991696426 | 0.178590016607147 | 0.0892950083035735 |
53 | 0.90382494947107 | 0.192350101057861 | 0.0961750505289303 |
54 | 0.888108377773425 | 0.223783244453150 | 0.111891622226575 |
55 | 0.834804033967068 | 0.330391932065864 | 0.165195966032932 |
56 | 0.706418602283325 | 0.587162795433351 | 0.293581397716675 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 14 | 0.269230769230769 | NOK |
5% type I error level | 24 | 0.461538461538462 | NOK |
10% type I error level | 33 | 0.634615384615385 | NOK |