Multiple Linear Regression - Estimated Regression Equation
Eurogebied[t] = -1.04200548198035 -0.00485845152082405Totaal_werklozen[t] -0.00279403633763444Jonger_dan_25_jaar[t] + 0.0147302987803265Vanaf_25_jaar[t] -0.204799851528606Belgie[t] + 0.950843825033922EU_27[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-1.042005481980350.232168-4.48811.5e-057e-06
Totaal_werklozen-0.004858451520824050.033996-0.14290.8865650.443283
Jonger_dan_25_jaar-0.002794036337634440.033839-0.08260.9343130.467156
Vanaf_25_jaar0.01473029878032650.034050.43260.6659690.332984
Belgie-0.2047998515286060.038894-5.26561e-060
EU_270.9508438250339220.02139544.443100


Multiple Linear Regression - Regression Statistics
Multiple R0.974549643698287
R-squared0.949747008032459
Adjusted R-squared0.947939346450893
F-TEST (value)525.400892355947
F-TEST (DF numerator)5
F-TEST (DF denominator)139
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.195655019646118
Sum Squared Residuals5.32104325306847


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
19.18.83406786726450.265932132735502
29.18.844187346045980.255812653954018
398.820252564246880.179747435753117
48.98.745906285917820.154093714082178
58.88.761458893156730.0385411068432666
68.78.671807639110760.0281923608892432
78.78.685326756676330.014673243323669
88.68.550796332596970.049203667403028
98.58.470441660557380.0295583394426191
108.48.357440789148370.042559210851628
118.48.363379668149250.0366203318507481
128.38.31938522223255-0.0193852222325544
138.28.42944812335479-0.229448123354794
148.28.43339818304502-0.233398183045021
158.18.4025576915208-0.302557691520796
168.18.36481149027144-0.264811490271445
178.18.38333023504473-0.283330235044733
188.18.389499654136-0.289499654136003
198.18.41041314053856-0.310413140538564
208.18.44952155600336-0.349521556003357
218.18.41490310598565-0.314903105985648
228.28.35397938857001-0.153979388570008
238.28.35506971523301-0.155069715233015
248.38.38716273543404-0.0871627354340356
258.28.43356632169665-0.233566321696649
268.38.5566215635141-0.256621563514095
278.38.57456563135079-0.274565631350792
288.48.67138071414337-0.271380714143367
298.58.6792913210233-0.179291321023297
308.58.67443286950247-0.174432869502473
318.68.66202119370964-0.0620211937096424
328.68.562958584268420.0370414157315818
338.78.525528940934190.174471059065813
348.78.626236232839860.0737637671601351
358.88.664756791153630.135243208846373
368.88.729421003168060.0705789968319439
378.98.870172681300210.0298273186997953
3898.900046342100180.0999536578998167
3998.918565086873470.0814349131265291
4098.973040893713280.0269591062867219
4198.990231513937230.00976848606276813
429.19.011619890920690.0883801090793095
439.18.937431315071730.16256868492827
4498.891096655202240.108903344797757
459.18.868397310648340.231602689351662
4698.930036946234740.0699630537652577
479.18.907107061590450.192892938409553
489.19.063480273354630.0365197266453675
499.29.20423195148678-0.0042319514867831
509.29.24693310958116-0.0469331095811634
519.29.36606264093592-0.166062640935923
529.29.33472359111688-0.134723591116884
539.29.39124665616099-0.191246656160993
549.39.37446909917636-0.0744690991763636
559.39.147612969434990.15238703056501
569.39.09627540132630.203724598673699
579.39.133543430963270.166456569036733
589.39.38553171331838-0.0855317133183751
599.49.43391363139217-0.0339136313921647
609.49.52861311790384-0.128613117903837
619.39.56201710567531-0.262017105675305
629.39.58909673013765-0.289096730137649
639.39.59214888549675-0.292148885496754
649.39.57118024123203-0.271180241232032
659.29.48400646560857-0.284006465608572
669.29.50670581016248-0.306705810162476
679.29.27360143575376-0.0736014357537563
689.19.1172971503827-0.0172971503826961
699.19.10742530312319-0.00742530312319366
709.19.24028346580702-0.140283465807017
719.19.18783131500488-0.0878313150048799
7299.18538200382997-0.185382003829971
738.99.15300059296143-0.253000592961433
748.89.06334933891546-0.263349338915455
758.78.9746924945248-0.274692494524806
768.68.94755443116881-0.347554431168813
778.68.8951712067598-0.295171206759802
788.58.82352245944417-0.32352245944417
798.48.67259614466836-0.272596144668362
808.48.66764118782333-0.267641187823332
818.38.53085005688089-0.230850056880886
828.28.36800129006251-0.168001290062505
838.28.26323425292796-0.0632342529279567
8488.23718387484796-0.237183874847955
857.98.05424786498089-0.154247864980892
867.87.94584732607124-0.145847326071237
877.77.78808755086407-0.0880875508640697
887.67.66586510500468-0.0658651050046849
897.67.66093772709074-0.0609377270907357
907.67.584839773473540.0151602265264601
917.67.63536880165461-0.0353688016546084
927.67.65517093506726-0.0551709350672619
937.57.473390360236270.0266096397637337
947.57.346987314596260.153012685403735
957.47.316404942093510.0835950579064891
967.47.278332283746090.121667716253911
977.47.328427810677460.0715721893225428
987.37.240823814835780.0591761851642186
997.37.23310240058420.0668975994158013
1007.47.238535529041610.161464470958388
1017.57.28403013515710.215969864842897
1027.67.380177853708950.219822146291053
1037.67.354065125518130.245934874481867
1047.77.388342668393180.311657331606819
1057.77.392780798878740.307219201121255
1067.97.530077680364660.369922319635344
1078.17.750856396805270.349143603194725
1088.48.023702368056310.37629763194369
1098.78.42601343948940.273986560510595
11098.719665852991370.280334147008628
1119.38.936494509741760.363505490258237
1129.49.174539442278870.225460557721127
1139.59.266754192572090.233245807427906
1149.69.499538097848530.10046190215147
1159.89.566445336977920.233554663022083
1169.89.619891897435380.180108102564618
1179.99.606805692802980.293194307197016
118109.66696225962220.3330377403778
119109.758020986562830.24197901343717
12010.19.867519698247950.232480301752046
12110.110.08081802802690.0191819719731448
12210.110.048821513150.0511784868499616
12310.110.03271132040610.0672886795938595
12410.29.999806413698730.200193586301273
12510.29.989129349412240.210870650587757
12610.19.937971074748950.162028925251051
12710.110.0205931231310.0794068768689607
12810.19.980272938134970.119727061865032
12910.19.875632677970670.224367322029332
13010.19.892018081167640.207981918832359
13110.19.910364724744190.189635275255813
13210.110.0588516788560.0411483211440175
1331010.0570421529907-0.0570421529907234
1349.910.0891246856923-0.189124685692269
1359.910.0056428507376-0.105642850737562
1369.99.96641358072102-0.0664135807210231
1379.910.0531952025568-0.15319520255683
1381010.0334515080378-0.0334515080378259
13910.110.1348327404665-0.0348327404665454
14010.210.2108237012601-0.0108237012600594
14110.310.1660575396660.133942460334036
14210.510.30878754960930.191212450390709
14310.610.42017131748490.179828682515074
14410.710.49544366739270.204556332607286
14510.810.69548486797550.104515132024476


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
90.004394926529674530.008789853059349060.995605073470325
100.0005354448460105180.001070889692021040.999464555153989
119.13095815116214e-050.0001826191630232430.999908690418488
122.8178171020929e-055.63563420418581e-050.999971821828979
131.22904921931057e-052.45809843862113e-050.999987709507807
141.7363740718279e-063.4727481436558e-060.999998263625928
154.22843970434981e-068.45687940869963e-060.999995771560296
161.47762954869968e-052.95525909739936e-050.999985223704513
171.12457879325828e-052.24915758651656e-050.999988754212067
183.92654189941861e-067.85308379883722e-060.999996073458101
191.63925102345578e-063.27850204691156e-060.999998360748977
201.58797612942889e-053.17595225885778e-050.999984120238706
210.00026874719242410.0005374943848481990.999731252807576
220.001624218667791070.003248437335582150.998375781332209
230.006821787610031810.01364357522006360.993178212389968
240.006008375835930840.01201675167186170.993991624164069
250.01759810883734230.03519621767468470.982401891162658
260.0284694617867180.05693892357343610.971530538213282
270.07259164787750640.1451832957550130.927408352122494
280.2173612481832280.4347224963664560.782638751816772
290.2678783084505330.5357566169010650.732121691549467
300.2803667465272880.5607334930545750.719633253472712
310.3142496042637560.6284992085275120.685750395736244
320.3132687750039790.6265375500079580.686731224996021
330.3065187074363190.6130374148726380.693481292563681
340.2793908038419830.5587816076839670.720609196158017
350.2590466319538880.5180932639077760.740953368046112
360.2343843887006710.4687687774013430.765615611299329
370.2219426342476250.443885268495250.778057365752375
380.1901946252734760.3803892505469520.809805374726524
390.1643442782593110.3286885565186230.835655721740689
400.1537235640129130.3074471280258270.846276435987087
410.1497198835430440.2994397670860870.850280116456956
420.1335714722551570.2671429445103150.866428527744843
430.1075213642348460.2150427284696930.892478635765154
440.09284710431477110.1856942086295420.907152895685229
450.08698392038379640.1739678407675930.913016079616204
460.08451304405765010.16902608811530.91548695594235
470.07311314970265640.1462262994053130.926886850297344
480.08030554524595680.1606110904919140.919694454754043
490.1086394020247720.2172788040495450.891360597975228
500.1577071947250310.3154143894500620.842292805274969
510.372671093141440.745342186282880.62732890685856
520.5204371197127010.9591257605745980.479562880287299
530.7460380808702810.5079238382594380.253961919129719
540.8338104429819360.3323791140361280.166189557018064
550.8828634914548590.2342730170902810.117136508545141
560.9196090267413220.1607819465173570.0803909732586786
570.947362382932890.105275234134220.0526376170671099
580.9575130429870770.08497391402584640.0424869570129232
590.9611276407547020.07774471849059520.0388723592452976
600.9579698998166430.08406020036671380.0420301001833569
610.970759835879720.05848032824055960.0292401641202798
620.9786088671918460.04278226561630820.0213911328081541
630.9817239911823770.03655201763524690.0182760088176234
640.9876306982248770.02473860355024680.0123693017751234
650.9914528315723890.01709433685522270.00854716842761136
660.9948194889682120.01036102206357620.00518051103178809
670.9956818404881580.008636319023683660.00431815951184183
680.9969861150068190.006027769986362480.00301388499318124
690.997671663245420.00465667350916040.0023283367545802
700.9993808387717150.001238322456570230.000619161228285113
710.999712886942490.0005742261150199880.000287113057509994
720.9997363833913760.0005272332172473020.000263616608623651
730.9996576893163790.0006846213672416440.000342310683620822
740.9995470642883550.0009058714232894840.000452935711644742
750.9994002865269750.001199426946049730.000599713473024863
760.9994666107778010.001066778444397690.000533389222198846
770.9992625795246770.00147484095064540.0007374204753227
780.9989603479035220.002079304192956720.00103965209647836
790.998507423109190.002985153781618960.00149257689080948
800.9979511056313360.004097788737327370.00204889436866369
810.9976285056837640.004742988632471440.00237149431623572
820.9988015663417590.002396867316482590.00119843365824129
830.9992177023049980.00156459539000310.000782297695001551
840.9995048844633380.0009902310733235070.000495115536661754
850.9994568818242820.001086236351436710.000543118175718357
860.9993906656819830.001218668636033190.000609334318016596
870.9994741662139040.001051667572191590.000525833786095793
880.9995448276388720.0009103447222569170.000455172361128458
890.9997503712449550.0004992575100900240.000249628755045012
900.9998600598799260.0002798802401478990.000139940120073949
910.9998602431710510.0002795136578982050.000139756828949103
920.999878938772310.0002421224553805830.000121061227690291
930.999947729462110.0001045410757807665.22705378903828e-05
940.9999547575316479.04849367050652e-054.52424683525326e-05
950.9999844218000273.11563999462097e-051.55781999731049e-05
960.9999814289611183.71420777632143e-051.85710388816072e-05
970.999975341263694.93174726192298e-052.46587363096149e-05
980.9999745584659835.08830680339301e-052.5441534016965e-05
990.9999757447460564.85105078872017e-052.42552539436008e-05
1000.9999710342282815.79315434376443e-052.89657717188222e-05
1010.9999687618228276.24763543462255e-053.12381771731127e-05
1020.9999673425618256.53148763493352e-053.26574381746676e-05
1030.999950160133889.96797322403238e-054.98398661201619e-05
1040.9999387207093050.0001225585813901076.12792906950537e-05
1050.9999725556082135.48887835741156e-052.74443917870578e-05
1060.9999774046288084.51907423832766e-052.25953711916383e-05
1070.9999856871439332.8625712134476e-051.4312856067238e-05
1080.9999891042743672.17914512655974e-051.08957256327987e-05
1090.9999882796807812.34406384389015e-051.17203192194508e-05
1100.9999880992933962.38014132076379e-051.19007066038189e-05
1110.9999983051337993.38973240112567e-061.69486620056284e-06
1120.9999991001754691.79964906281236e-068.9982453140618e-07
1130.9999996935656696.12868661290151e-073.06434330645075e-07
1140.9999996020207367.95958527011551e-073.97979263505775e-07
1150.9999998907561592.18487681806957e-071.09243840903479e-07
1160.9999997679482394.64103521949252e-072.32051760974626e-07
1170.9999995622110678.75577866903864e-074.37788933451932e-07
1180.9999999158713211.6825735748852e-078.41286787442599e-08
1190.9999997923860684.15227863629299e-072.0761393181465e-07
1200.9999999666957886.66084231306231e-083.33042115653116e-08
1210.9999999494334661.01133067713558e-075.05665338567789e-08
1220.9999999654505366.90989287808374e-083.45494643904187e-08
1230.9999999892527682.14944635492381e-081.0747231774619e-08
1240.9999999586832628.26334764093019e-084.13167382046509e-08
1250.9999998841642612.31671477976258e-071.15835738988129e-07
1260.9999996796122256.40775549108286e-073.20387774554143e-07
1270.9999986363972932.72720541459744e-061.36360270729872e-06
1280.999994512851211.09742975803394e-055.48714879016972e-06
1290.9999780038119584.39923760849409e-052.19961880424704e-05
1300.9999137237994350.0001725524011291068.62762005645531e-05
1310.9997612020040510.0004775959918974130.000238797995948707
1320.999094576422660.001810847154679760.000905423577339879
1330.9976367622194930.004726475561014850.00236323778050743
1340.9981568154204130.003686369159174680.00184318457958734
1350.9931835636773770.01363287264524590.00681643632262293
1360.9727012280794880.05459754384102420.0272987719205121


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level820.640625NOK
5% type I error level910.7109375NOK
10% type I error level970.7578125NOK