Multiple Linear Regression - Estimated Regression Equation |
Vacatures[t] = + 69102.1319508772 -926.024591786786Consumentenvertrouwen[t] + 1529.41439826299producentenvertrouwen[t] -0.0510966580069667nietwerkendewerkzoekende[t] -4442.616338432economischegroei[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) | 69102.1319508772 | 8293.311645 | 8.3323 | 0 | 0 |
Consumentenvertrouwen | -926.024591786786 | 153.875303 | -6.018 | 0 | 0 |
producentenvertrouwen | 1529.41439826299 | 152.294807 | 10.0425 | 0 | 0 |
nietwerkendewerkzoekende | -0.0510966580069667 | 0.015278 | -3.3444 | 0.001173 | 0.000587 |
economischegroei | -4442.616338432 | 711.826041 | -6.2412 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.72263598843952 |
R-squared | 0.522202771787963 |
Adjusted R-squared | 0.502499793304993 |
F-TEST (value) | 26.5037477576959 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 97 |
p-value | 7.32747196252603e-15 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 5990.2985007334 |
Sum Squared Residuals | 3480716584.40522 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 44164 | 28054.4722026001 | 16109.5277973999 |
2 | 40399 | 36431.9225119531 | 3967.07748804693 |
3 | 36763 | 34884.5872975496 | 1878.41270245041 |
4 | 37903 | 39746.1810464435 | -1843.18104644348 |
5 | 35532 | 35810.0476456047 | -278.047645604689 |
6 | 35533 | 35536.6294286094 | -3.62942860941348 |
7 | 32110 | 41969.0583720441 | -9859.05837204408 |
8 | 33374 | 36858.3401595096 | -3484.3401595096 |
9 | 35462 | 30098.0649123708 | 5363.93508762917 |
10 | 33508 | 34397.1050890387 | -889.105089038684 |
11 | 36080 | 32964.1649389035 | 3115.83506109648 |
12 | 34560 | 31997.1991574763 | 2562.80084252368 |
13 | 38737 | 40492.3784150563 | -1755.37841505632 |
14 | 38144 | 35945.4319478650 | 2198.56805213496 |
15 | 37594 | 35309.4712450579 | 2284.52875494212 |
16 | 36424 | 31724.7629255830 | 4699.23707441704 |
17 | 36843 | 32524.7687729858 | 4318.23122701417 |
18 | 37246 | 34858.0879609968 | 2387.91203900319 |
19 | 38661 | 27607.9331551605 | 11053.0668448395 |
20 | 40454 | 36112.2235208643 | 4341.77647913574 |
21 | 44928 | 43497.2913453402 | 1430.70865465976 |
22 | 48441 | 33848.9015871608 | 14592.0984128392 |
23 | 48140 | 42854.4984271829 | 5285.50157281706 |
24 | 45998 | 44208.1050964993 | 1789.89490350068 |
25 | 47369 | 44456.450768802 | 2912.54923119797 |
26 | 49554 | 45777.5153208931 | 3776.48467910687 |
27 | 47510 | 39187.6667823549 | 8322.33321764513 |
28 | 44873 | 42659.5105205644 | 2213.48947943559 |
29 | 45344 | 41437.3532271194 | 3906.64677288056 |
30 | 42413 | 44042.9940665292 | -1629.99406652918 |
31 | 36912 | 38685.5971953264 | -1773.59719532638 |
32 | 43452 | 46132.7871336051 | -2680.78713360515 |
33 | 42142 | 38617.5847137593 | 3524.41528624066 |
34 | 44382 | 38470.5022064409 | 5911.49779355911 |
35 | 43636 | 37757.475771188 | 5878.52422881199 |
36 | 44167 | 40667.7339123261 | 3499.2660876739 |
37 | 44423 | 41035.5341524302 | 3387.46584756976 |
38 | 42868 | 36877.1328441021 | 5990.86715589786 |
39 | 43908 | 34587.3490780375 | 9320.65092196252 |
40 | 42013 | 33415.3808130303 | 8597.61918696973 |
41 | 38846 | 32367.7957863283 | 6478.20421367171 |
42 | 35087 | 35609.1286624861 | -522.128662486090 |
43 | 33026 | 45260.6000237158 | -12234.6000237158 |
44 | 34646 | 34658.3949197161 | -12.3949197161296 |
45 | 37135 | 34449.5194386785 | 2685.48056132152 |
46 | 37985 | 36139.5219999273 | 1845.47800007272 |
47 | 43121 | 37367.8237925552 | 5753.17620744479 |
48 | 43722 | 39522.0664097503 | 4199.93359024971 |
49 | 43630 | 40651.7911994433 | 2978.20880055668 |
50 | 42234 | 43140.8911898672 | -906.891189867241 |
51 | 39351 | 40909.8909056911 | -1558.89090569111 |
52 | 39327 | 36714.2054606881 | 2612.79453931186 |
53 | 35704 | 31728.8598795329 | 3975.14012046708 |
54 | 30466 | 28185.3137994141 | 2280.68620058590 |
55 | 28155 | 33308.210752132 | -5153.21075213205 |
56 | 29257 | 35724.5910558006 | -6467.5910558006 |
57 | 29998 | 32415.1736204804 | -2417.17362048039 |
58 | 32529 | 36310.3779001089 | -3781.37790010886 |
59 | 34787 | 26608.2483587155 | 8178.7516412845 |
60 | 33855 | 27033.0109776433 | 6821.98902235673 |
61 | 34556 | 29857.1326843072 | 4698.86731569281 |
62 | 31348 | 29172.7494315626 | 2175.25056843736 |
63 | 30805 | 25010.5681811399 | 5794.43181886011 |
64 | 28353 | 26227.3519730299 | 2125.64802697011 |
65 | 24514 | 27818.045649982 | -3304.04564998198 |
66 | 21106 | 33273.1357084174 | -12167.1357084174 |
67 | 21346 | 25566.3333811368 | -4220.33338113682 |
68 | 23335 | 29464.0067284783 | -6129.00672847826 |
69 | 24379 | 30567.2041319656 | -6188.20413196562 |
70 | 26290 | 25493.5826423893 | 796.417357610708 |
71 | 30084 | 24364.5799410918 | 5719.42005890821 |
72 | 29429 | 31073.6552675832 | -1644.65526758320 |
73 | 30632 | 27431.2367494190 | 3200.76325058096 |
74 | 27349 | 33908.7958069672 | -6559.79580696718 |
75 | 27264 | 29714.0503890574 | -2450.05038905739 |
76 | 27474 | 27656.8709612175 | -182.870961217473 |
77 | 24482 | 24146.1930736927 | 335.806926307265 |
78 | 21453 | 24546.6061149014 | -3093.60611490137 |
79 | 18788 | 34832.5442287871 | -16044.5442287871 |
80 | 19282 | 33989.3762323806 | -14707.3762323806 |
81 | 19713 | 37268.3072400654 | -17555.3072400654 |
82 | 21917 | 27600.9918421603 | -5683.99184216033 |
83 | 23812 | 28175.0248733515 | -4363.02487335148 |
84 | 23785 | 25816.8347956602 | -2031.83479566018 |
85 | 24696 | 23333.4151692862 | 1362.58483071378 |
86 | 24562 | 27155.0972995167 | -2593.09729951670 |
87 | 23580 | 25831.6312044993 | -2251.63120449928 |
88 | 24939 | 32483.8116230223 | -7544.81162302226 |
89 | 23899 | 33456.8448652567 | -9557.84486525669 |
90 | 21454 | 28877.9260009730 | -7423.92600097303 |
91 | 19761 | 26324.806246967 | -6563.80624696699 |
92 | 19815 | 23997.4782757931 | -4182.47827579312 |
93 | 20780 | 21217.4313598365 | -437.431359836535 |
94 | 23462 | 24314.1406504574 | -852.140650457438 |
95 | 25005 | 24200.859359656 | 804.140640344007 |
96 | 24725 | 25222.2748243713 | -497.274824371342 |
97 | 26198 | 33716.9150344123 | -7518.91503441235 |
98 | 27543 | 33142.8625078004 | -5599.86250780044 |
99 | 26471 | 31594.1990552076 | -5123.19905520757 |
100 | 26558 | 29381.9271607852 | -2823.92716078519 |
101 | 25317 | 24742.1326813945 | 574.867318605512 |
102 | 22896 | 26367.4568509797 | -3471.4568509797 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.0570565678721079 | 0.114113135744216 | 0.942943432127892 |
9 | 0.0188438379024477 | 0.0376876758048954 | 0.981156162097552 |
10 | 0.0180831755546810 | 0.0361663511093620 | 0.98191682444532 |
11 | 0.0207151950449877 | 0.0414303900899755 | 0.979284804955012 |
12 | 0.00786569748308558 | 0.0157313949661712 | 0.992134302516914 |
13 | 0.00455164814413508 | 0.00910329628827016 | 0.995448351855865 |
14 | 0.00230067668721353 | 0.00460135337442706 | 0.997699323312786 |
15 | 0.000877139308932088 | 0.00175427861786418 | 0.999122860691068 |
16 | 0.000537501443384009 | 0.00107500288676802 | 0.999462498556616 |
17 | 0.000231273443964451 | 0.000462546887928902 | 0.999768726556036 |
18 | 9.00228748117058e-05 | 0.000180045749623412 | 0.999909977125188 |
19 | 7.20431568003076e-05 | 0.000144086313600615 | 0.9999279568432 |
20 | 3.40349197805348e-05 | 6.80698395610695e-05 | 0.99996596508022 |
21 | 0.000106069072966311 | 0.000212138145932623 | 0.999893930927034 |
22 | 0.000522674768407104 | 0.00104534953681421 | 0.999477325231593 |
23 | 0.00273605856504501 | 0.00547211713009002 | 0.997263941434955 |
24 | 0.00249485661195985 | 0.00498971322391969 | 0.99750514338804 |
25 | 0.00237878282276263 | 0.00475756564552527 | 0.997621217177237 |
26 | 0.00177943600584732 | 0.00355887201169464 | 0.998220563994153 |
27 | 0.00175520417723348 | 0.00351040835446696 | 0.998244795822766 |
28 | 0.00205292386103170 | 0.00410584772206340 | 0.997947076138968 |
29 | 0.00146852454861534 | 0.00293704909723068 | 0.998531475451385 |
30 | 0.00103429600386131 | 0.00206859200772262 | 0.998965703996139 |
31 | 0.00456502926595685 | 0.0091300585319137 | 0.995434970734043 |
32 | 0.00301642573312122 | 0.00603285146624245 | 0.996983574266879 |
33 | 0.00208959087698784 | 0.00417918175397568 | 0.997910409123012 |
34 | 0.00196949398680734 | 0.00393898797361467 | 0.998030506013193 |
35 | 0.0023591342493253 | 0.0047182684986506 | 0.997640865750675 |
36 | 0.00203468335452791 | 0.00406936670905582 | 0.997965316645472 |
37 | 0.00181184634298936 | 0.00362369268597872 | 0.99818815365701 |
38 | 0.00169755954360755 | 0.0033951190872151 | 0.998302440456392 |
39 | 0.00176169873363375 | 0.00352339746726750 | 0.998238301266366 |
40 | 0.00216095931013706 | 0.00432191862027411 | 0.997839040689863 |
41 | 0.00212197984380341 | 0.00424395968760682 | 0.997878020156197 |
42 | 0.00262466243252787 | 0.00524932486505575 | 0.997375337567472 |
43 | 0.0065613537251783 | 0.0131227074503566 | 0.993438646274822 |
44 | 0.00608482397349653 | 0.0121696479469931 | 0.993915176026503 |
45 | 0.00405046558133179 | 0.00810093116266357 | 0.995949534418668 |
46 | 0.00461224928237222 | 0.00922449856474443 | 0.995387750717628 |
47 | 0.0193144457036964 | 0.0386288914073929 | 0.980685554296304 |
48 | 0.0405770408065051 | 0.0811540816130102 | 0.959422959193495 |
49 | 0.0578487670368021 | 0.115697534073604 | 0.942151232963198 |
50 | 0.0744282673897202 | 0.148856534779440 | 0.92557173261028 |
51 | 0.0890384521931302 | 0.178076904386260 | 0.91096154780687 |
52 | 0.144014297070578 | 0.288028594141157 | 0.855985702929422 |
53 | 0.178672558403227 | 0.357345116806453 | 0.821327441596773 |
54 | 0.201704227670532 | 0.403408455341064 | 0.798295772329468 |
55 | 0.260250022995794 | 0.520500045991589 | 0.739749977004206 |
56 | 0.291603912222103 | 0.583207824444206 | 0.708396087777897 |
57 | 0.273418958230598 | 0.546837916461197 | 0.726581041769402 |
58 | 0.281470535991955 | 0.56294107198391 | 0.718529464008045 |
59 | 0.419832293824083 | 0.839664587648167 | 0.580167706175917 |
60 | 0.589854755780364 | 0.820290488439272 | 0.410145244219636 |
61 | 0.813672844711018 | 0.372654310577963 | 0.186327155288982 |
62 | 0.913535825466542 | 0.172928349066916 | 0.086464174533458 |
63 | 0.958632082053807 | 0.082735835892385 | 0.0413679179461925 |
64 | 0.972239662820692 | 0.0555206743586167 | 0.0277603371793084 |
65 | 0.979584424253125 | 0.0408311514937507 | 0.0204155757468754 |
66 | 0.993936040397862 | 0.0121279192042762 | 0.00606395960213812 |
67 | 0.9966326692204 | 0.00673466155919936 | 0.00336733077959968 |
68 | 0.997061157254128 | 0.00587768549174385 | 0.00293884274587192 |
69 | 0.99640126290764 | 0.00719747418472039 | 0.00359873709236019 |
70 | 0.994192985606413 | 0.0116140287871744 | 0.00580701439358718 |
71 | 0.995059205525296 | 0.00988158894940709 | 0.00494079447470354 |
72 | 0.995742107004366 | 0.0085157859912683 | 0.00425789299563415 |
73 | 0.998354994013078 | 0.00329001197384455 | 0.00164500598692227 |
74 | 0.999035574095375 | 0.00192885180925008 | 0.00096442590462504 |
75 | 0.999574182090695 | 0.000851635818609253 | 0.000425817909304626 |
76 | 0.999947816619123 | 0.00010436676175478 | 5.218338087739e-05 |
77 | 0.999978018547754 | 4.39629044917057e-05 | 2.19814522458528e-05 |
78 | 0.999974596559061 | 5.08068818775768e-05 | 2.54034409387884e-05 |
79 | 0.999992318492407 | 1.53630151864082e-05 | 7.68150759320408e-06 |
80 | 0.99999802075253 | 3.95849494130434e-06 | 1.97924747065217e-06 |
81 | 0.999999371886501 | 1.25622699789141e-06 | 6.28113498945704e-07 |
82 | 0.999999362528653 | 1.27494269381119e-06 | 6.37471346905596e-07 |
83 | 0.999998157327852 | 3.68534429537323e-06 | 1.84267214768661e-06 |
84 | 0.999994090187792 | 1.18196244160114e-05 | 5.9098122080057e-06 |
85 | 0.999989082393869 | 2.18352122624038e-05 | 1.09176061312019e-05 |
86 | 0.999967431489525 | 6.51370209499556e-05 | 3.25685104749778e-05 |
87 | 0.999905921072994 | 0.000188157854012126 | 9.4078927006063e-05 |
88 | 0.999996458830103 | 7.08233979372583e-06 | 3.54116989686291e-06 |
89 | 0.999996144497174 | 7.71100565107532e-06 | 3.85550282553766e-06 |
90 | 0.999981994005635 | 3.60119887302146e-05 | 1.80059943651073e-05 |
91 | 0.999901863991593 | 0.00019627201681487 | 9.8136008407435e-05 |
92 | 0.999626352318477 | 0.00074729536304594 | 0.00037364768152297 |
93 | 0.998937139191606 | 0.00212572161678796 | 0.00106286080839398 |
94 | 0.993304883615423 | 0.0133902327691534 | 0.0066951163845767 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 58 | 0.666666666666667 | NOK |
5% type I error level | 69 | 0.793103448275862 | NOK |
10% type I error level | 72 | 0.827586206896552 | NOK |