| Multiple Linear Regression - Estimated Regression Equation |
| Tot_nietwerkende_werkzoekenden[t] = + 838838.18799994 -2239.06649810638Tot_ind_productie[t] + 25644.8903432349M1[t] + 45056.4124976968M2[t] + 31267.1814830794M3[t] + 2946.30621054342M4[t] -9776.7235398718M5[t] -5649.07194513298M6[t] -5301.24720247713M7[t] + 7360.59494601442M8[t] -9755.17904712758M9[t] -20474.7993209117M10[t] + 3900.0507567845M11[t] -1690.05696515542t + 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) | 838838.18799994 | 44098.410987 | 19.022 | 0 | 0 |
| Tot_ind_productie | -2239.06649810638 | 484.43716 | -4.622 | 3e-05 | 1.5e-05 |
| M1 | 25644.8903432349 | 14160.566997 | 1.811 | 0.076534 | 0.038267 |
| M2 | 45056.4124976968 | 19007.24327 | 2.3705 | 0.021918 | 0.010959 |
| M3 | 31267.1814830794 | 18958.917067 | 1.6492 | 0.105774 | 0.052887 |
| M4 | 2946.30621054342 | 16970.249867 | 0.1736 | 0.862913 | 0.431456 |
| M5 | -9776.7235398718 | 15149.022085 | -0.6454 | 0.521826 | 0.260913 |
| M6 | -5649.07194513298 | 15183.182751 | -0.3721 | 0.71152 | 0.35576 |
| M7 | -5301.24720247713 | 15446.860603 | -0.3432 | 0.732984 | 0.366492 |
| M8 | 7360.59494601442 | 17738.506462 | 0.415 | 0.680067 | 0.340033 |
| M9 | -9755.17904712758 | 16039.319974 | -0.6082 | 0.54598 | 0.27299 |
| M10 | -20474.7993209117 | 15903.31724 | -1.2875 | 0.20424 | 0.10212 |
| M11 | 3900.0507567845 | 18513.800654 | 0.2107 | 0.834066 | 0.417033 |
| t | -1690.05696515542 | 161.692331 | -10.4523 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.890095379048494 |
| R-squared | 0.792269783803483 |
| Adjusted R-squared | 0.734812489961893 |
| F-TEST (value) | 13.7888461295754 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 47 |
| p-value | 6.57685017557696e-12 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 21892.9363583838 |
| Sum Squared Residuals | 22527131132.4354 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 610763 | 646051.384361324 | -35288.3843613239 |
| 2 | 612613 | 625036.999133389 | -12423.9991333891 |
| 3 | 611324 | 618066.163846421 | -6742.16384642067 |
| 4 | 594167 | 602385.25719661 | -8218.25719661001 |
| 5 | 595454 | 593122.023426684 | 2331.97657331597 |
| 6 | 590865 | 611233.083543012 | -20368.0835430122 |
| 7 | 589379 | 606980.064872974 | -17601.0648729742 |
| 8 | 584428 | 598248.064872974 | -13820.0648729742 |
| 9 | 573100 | 583696.460261079 | -10596.4602610789 |
| 10 | 567456 | 581810.39556324 | -14354.3955632393 |
| 11 | 569028 | 569117.938005699 | -89.9380056993582 |
| 12 | 620735 | 637417.02472127 | -16682.02472127 |
| 13 | 628884 | 628233.673927375 | 650.326072625002 |
| 14 | 628232 | 606771.47539982 | 21460.5246001800 |
| 15 | 612117 | 607637.372856224 | 4479.6271437763 |
| 16 | 595404 | 571133.147774024 | 24270.8522259763 |
| 17 | 597141 | 571273.993296145 | 25867.0067038554 |
| 18 | 593408 | 581100.507369479 | 12307.4926305210 |
| 19 | 590072 | 575951.862100199 | 14120.1378998014 |
| 20 | 579799 | 553785.46311156 | 26013.5368884397 |
| 21 | 574205 | 568117.816325237 | 6087.18367476267 |
| 22 | 572775 | 535108.727303719 | 37666.2726962809 |
| 23 | 572942 | 547269.90787516 | 25672.0921248401 |
| 24 | 619567 | 607060.541897926 | 12506.4581020737 |
| 25 | 625809 | 597205.4711546 | 28603.5288454006 |
| 26 | 619916 | 582908.285420985 | 37007.7145790153 |
| 27 | 587625 | 563622.584394431 | 24002.4156055689 |
| 28 | 565742 | 541672.291549923 | 24069.7084500774 |
| 29 | 557274 | 551665.029663712 | 5608.9703362885 |
| 30 | 560576 | 545146.358300869 | 15429.6416991306 |
| 31 | 548854 | 545371.472627044 | 3482.52737295573 |
| 32 | 531673 | 526115.860085944 | 5557.13991405572 |
| 33 | 525919 | 535746.173653598 | -9827.17365359789 |
| 34 | 511038 | 516171.483620718 | -5133.48362071788 |
| 35 | 498662 | 521167.651398218 | -22505.6513982183 |
| 36 | 555362 | 570882.486179506 | -15520.4861795060 |
| 37 | 564591 | 568640.241529741 | -4049.24152974076 |
| 38 | 541657 | 567777.454784764 | -26120.4547847644 |
| 39 | 527070 | 530131.408473738 | -3061.40847373838 |
| 40 | 509846 | 520495.981368815 | -10649.981368815 |
| 41 | 514258 | 535862.479078059 | -21604.4790780593 |
| 42 | 516922 | 514342.062177904 | 2579.93782209561 |
| 43 | 507561 | 508297.790309381 | -736.790309381435 |
| 44 | 492622 | 525986.774987037 | -33364.7749870367 |
| 45 | 490243 | 490387.945292941 | -144.945292941415 |
| 46 | 469357 | 496338.613338474 | -26981.6133384741 |
| 47 | 477580 | 503797.754263892 | -26217.7542638916 |
| 48 | 528379 | 542765.069854269 | -14386.0698542686 |
| 49 | 533590 | 558211.450539544 | -24621.4505395439 |
| 50 | 517945 | 537868.785261042 | -19923.7852610419 |
| 51 | 506174 | 524852.470429186 | -18678.4704291862 |
| 52 | 501866 | 531338.322110629 | -29472.3221106287 |
| 53 | 516141 | 528344.4745354 | -12203.4745354006 |
| 54 | 528222 | 538170.988608735 | -9948.98860873506 |
| 55 | 532638 | 531902.810090401 | 735.189909598565 |
| 56 | 536322 | 520707.836942484 | 15614.1630575156 |
| 57 | 536535 | 522053.604467144 | 14481.3955328556 |
| 58 | 523597 | 514793.78017385 | 8803.21982615045 |
| 59 | 536214 | 513072.748457031 | 23141.2515429692 |
| 60 | 586570 | 552487.877347029 | 34082.1226529709 |
| 61 | 596594 | 561888.778487417 | 34705.2215125829 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.0449456463730226 | 0.0898912927460451 | 0.955054353626977 |
| 18 | 0.0120948457859071 | 0.0241896915718143 | 0.987905154214093 |
| 19 | 0.00301650233514609 | 0.00603300467029218 | 0.996983497664854 |
| 20 | 0.000691896626749456 | 0.00138379325349891 | 0.99930810337325 |
| 21 | 0.000251291950908134 | 0.000502583901816267 | 0.999748708049092 |
| 22 | 0.000108709446470507 | 0.000217418892941014 | 0.99989129055353 |
| 23 | 2.53150873273935e-05 | 5.0630174654787e-05 | 0.999974684912673 |
| 24 | 6.54273682993918e-06 | 1.30854736598784e-05 | 0.99999345726317 |
| 25 | 1.28483206443595e-06 | 2.5696641288719e-06 | 0.999998715167935 |
| 26 | 1.31865181637720e-06 | 2.63730363275439e-06 | 0.999998681348184 |
| 27 | 9.5789886066480e-05 | 0.000191579772132960 | 0.999904210113933 |
| 28 | 0.00188486755170638 | 0.00376973510341276 | 0.998115132448294 |
| 29 | 0.0263494601183569 | 0.0526989202367138 | 0.973650539881643 |
| 30 | 0.0377421796525934 | 0.0754843593051868 | 0.962257820347407 |
| 31 | 0.0572657790469781 | 0.114531558093956 | 0.942734220953022 |
| 32 | 0.128419100403106 | 0.256838200806212 | 0.871580899596894 |
| 33 | 0.152219558788507 | 0.304439117577014 | 0.847780441211493 |
| 34 | 0.255141372062021 | 0.510282744124042 | 0.744858627937979 |
| 35 | 0.373069123518523 | 0.746138247037046 | 0.626930876481477 |
| 36 | 0.350353785133524 | 0.700707570267048 | 0.649646214866476 |
| 37 | 0.311405186014815 | 0.622810372029629 | 0.688594813985185 |
| 38 | 0.361560810857307 | 0.723121621714614 | 0.638439189142693 |
| 39 | 0.516256142066779 | 0.967487715866442 | 0.483743857933221 |
| 40 | 0.692893595895738 | 0.614212808208525 | 0.307106404104262 |
| 41 | 0.901398501987874 | 0.197202996024252 | 0.098601498012126 |
| 42 | 0.956080718695533 | 0.0878385626089333 | 0.0439192813044667 |
| 43 | 0.985721508536231 | 0.0285569829275371 | 0.0142784914637686 |
| 44 | 0.99998238717709 | 3.52256458211766e-05 | 1.76128229105883e-05 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 11 | 0.392857142857143 | NOK |
| 5% type I error level | 13 | 0.464285714285714 | NOK |
| 10% type I error level | 17 | 0.607142857142857 | NOK |
