| Multiple Linear Regression - Estimated Regression Equation |
| Werkloosheid_BRUSSELS_HOOFDSTEDELIJK_GEWEST[t] = + 55099.3198568333 + 1.39221268056014Werkloosheid_ANTWERPEN[t] + 1.56839704665183`Werkloosheid_VLAAMS-BRABANT`[t] -0.604469418701903`Werkloosheid_WAALS-BRABANT`[t] -0.110600027769685`Werkloosheid_WEST-VLAANDEREN`[t] -1.48452419259375`Werkloosheid_OOST-VLAANDEREN`[t] -0.311664423472494Werkloosheid_HENEGOUWEN[t] -0.799533063933319Werkloosheid_LUIK[t] -0.563834774426426Werkloosheid_LIMBURG[t] + 0.548357386305045Werkloosheid_LUXEMBURG[t] + 3.26102090831611Werkloosheid_NAMEN[t] -698.991165962642M1[t] -364.007190931476M2[t] + 286.38116729001M3[t] + 772.013289599035M4[t] + 983.526566830001M5[t] + 1106.30871097402M6[t] -710.371784887113M7[t] -3019.54286585955M8[t] -108.535939172714M9[t] + 377.126472073552M10[t] -145.786478238283M11[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) | 55099.3198568333 | 10210.545827 | 5.3963 | 1e-06 | 1e-06 |
| Werkloosheid_ANTWERPEN | 1.39221268056014 | 0.312048 | 4.4615 | 3.6e-05 | 1.8e-05 |
| `Werkloosheid_VLAAMS-BRABANT` | 1.56839704665183 | 0.831663 | 1.8859 | 0.064158 | 0.032079 |
| `Werkloosheid_WAALS-BRABANT` | -0.604469418701903 | 0.810589 | -0.7457 | 0.45875 | 0.229375 |
| `Werkloosheid_WEST-VLAANDEREN` | -0.110600027769685 | 0.609999 | -0.1813 | 0.856734 | 0.428367 |
| `Werkloosheid_OOST-VLAANDEREN` | -1.48452419259375 | 0.548857 | -2.7048 | 0.008883 | 0.004441 |
| Werkloosheid_HENEGOUWEN | -0.311664423472494 | 0.244649 | -1.2739 | 0.207603 | 0.103801 |
| Werkloosheid_LUIK | -0.799533063933319 | 0.208938 | -3.8267 | 0.000312 | 0.000156 |
| Werkloosheid_LIMBURG | -0.563834774426426 | 0.51597 | -1.0928 | 0.278865 | 0.139432 |
| Werkloosheid_LUXEMBURG | 0.548357386305045 | 0.898549 | 0.6103 | 0.543987 | 0.271994 |
| Werkloosheid_NAMEN | 3.26102090831611 | 0.668161 | 4.8806 | 8e-06 | 4e-06 |
| M1 | -698.991165962642 | 748.865436 | -0.9334 | 0.354355 | 0.177177 |
| M2 | -364.007190931476 | 703.319382 | -0.5176 | 0.606671 | 0.303336 |
| M3 | 286.38116729001 | 787.177542 | 0.3638 | 0.717281 | 0.35864 |
| M4 | 772.013289599035 | 1032.882661 | 0.7474 | 0.45772 | 0.22886 |
| M5 | 983.526566830001 | 1258.46172 | 0.7815 | 0.437563 | 0.218782 |
| M6 | 1106.30871097402 | 1152.784389 | 0.9597 | 0.341066 | 0.170533 |
| M7 | -710.371784887113 | 1293.277904 | -0.5493 | 0.584852 | 0.292426 |
| M8 | -3019.54286585955 | 1516.482589 | -1.9911 | 0.051024 | 0.025512 |
| M9 | -108.535939172714 | 1168.409006 | -0.0929 | 0.926299 | 0.463149 |
| M10 | 377.126472073552 | 844.085243 | 0.4468 | 0.656637 | 0.328319 |
| M11 | -145.786478238283 | 735.520082 | -0.1982 | 0.843552 | 0.421776 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.987312088364096 |
| R-squared | 0.974785159829872 |
| Adjusted R-squared | 0.965959965770327 |
| F-TEST (value) | 110.454813033329 |
| F-TEST (DF numerator) | 21 |
| F-TEST (DF denominator) | 60 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1166.19345328749 |
| Sum Squared Residuals | 81600430.2294359 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 97687 | 97566.6029367588 | 120.397063241208 |
| 2 | 98512 | 97435.5692459303 | 1076.43075406967 |
| 3 | 98673 | 98354.8998198192 | 318.100180180751 |
| 4 | 96028 | 97366.3547611624 | -1338.35476116235 |
| 5 | 98014 | 96625.7656366338 | 1388.23436336621 |
| 6 | 95580 | 94536.3377388709 | 1043.66226112909 |
| 7 | 97838 | 97217.6202130466 | 620.379786953448 |
| 8 | 97760 | 97277.048607919 | 482.951392081015 |
| 9 | 99913 | 100358.527048843 | -445.527048843429 |
| 10 | 97588 | 96646.1168653381 | 941.883134661933 |
| 11 | 93942 | 95609.7792955674 | -1667.77929556736 |
| 12 | 93656 | 94468.5462825843 | -812.546282584303 |
| 13 | 93365 | 93786.3174151296 | -421.317415129643 |
| 14 | 92881 | 93475.007489501 | -594.007489500985 |
| 15 | 93120 | 93458.4944223476 | -338.494422347586 |
| 16 | 91063 | 91647.5044406959 | -584.50444069591 |
| 17 | 90930 | 90160.1033982523 | 769.89660174772 |
| 18 | 91946 | 92742.7116373835 | -796.711637383509 |
| 19 | 94624 | 96054.6361712005 | -1430.63617120054 |
| 20 | 95484 | 95587.250661342 | -103.250661341982 |
| 21 | 95862 | 96209.9253437352 | -347.925343735188 |
| 22 | 95530 | 95325.1820882014 | 204.817911798651 |
| 23 | 94574 | 94487.5900554898 | 86.4099445101977 |
| 24 | 94677 | 93732.0031658299 | 944.996834170071 |
| 25 | 93845 | 93223.1432319244 | 621.856768075558 |
| 26 | 91533 | 92775.411581774 | -1242.41158177404 |
| 27 | 91214 | 91411.5579913244 | -197.557991324375 |
| 28 | 90922 | 91567.5607632546 | -645.560763254625 |
| 29 | 89563 | 89631.5929356913 | -68.5929356912898 |
| 30 | 89945 | 90074.7734360082 | -129.77343600815 |
| 31 | 91850 | 92066.1285904346 | -216.12859043465 |
| 32 | 92505 | 92943.2206017462 | -438.220601746175 |
| 33 | 92437 | 92906.5361568489 | -469.53615684893 |
| 34 | 93876 | 93278.8142593115 | 597.185740688534 |
| 35 | 93561 | 93105.4685789363 | 455.531421063694 |
| 36 | 94119 | 93106.4284959093 | 1012.57150409073 |
| 37 | 95264 | 95104.1023320078 | 159.897667992232 |
| 38 | 96089 | 95677.2042625037 | 411.795737496309 |
| 39 | 97160 | 96998.2481902049 | 161.751809795088 |
| 40 | 98644 | 96356.2189978379 | 2287.78100216214 |
| 41 | 96266 | 96911.5827938564 | -645.582793856353 |
| 42 | 97938 | 98406.3278417535 | -468.32784175355 |
| 43 | 99757 | 101657.510948195 | -1900.51094819494 |
| 44 | 101550 | 101621.039611969 | -71.0396119685326 |
| 45 | 102449 | 103435.561775264 | -986.561775263887 |
| 46 | 102416 | 102556.449268266 | -140.449268265797 |
| 47 | 102491 | 103004.901738172 | -513.901738171574 |
| 48 | 102495 | 104823.173716918 | -2328.17371691845 |
| 49 | 104552 | 104478.260905514 | 73.7390944856174 |
| 50 | 104798 | 104574.311745512 | 223.688254487921 |
| 51 | 104947 | 104444.004707795 | 502.995292204881 |
| 52 | 103950 | 103850.313056734 | 99.6869432655323 |
| 53 | 102858 | 103111.462340955 | -253.462340955265 |
| 54 | 106952 | 105799.986012474 | 1152.0139875256 |
| 55 | 110901 | 108349.544063113 | 2551.45593688705 |
| 56 | 107706 | 109258.713469389 | -1552.71346938894 |
| 57 | 111267 | 109604.843748764 | 1662.1562512363 |
| 58 | 107643 | 109113.119500397 | -1470.11950039665 |
| 59 | 105387 | 105856.865730294 | -469.865730293832 |
| 60 | 105718 | 105019.31211595 | 698.687884049846 |
| 61 | 106039 | 106744.446372533 | -705.446372533141 |
| 62 | 106203 | 106812.770118233 | -609.77011823264 |
| 63 | 105558 | 106543.692465168 | -985.692465168096 |
| 64 | 105230 | 105136.596805238 | 93.4031947623158 |
| 65 | 104864 | 104335.632991932 | 528.367008068196 |
| 66 | 104374 | 104114.432692069 | 259.567307930744 |
| 67 | 107450 | 105701.926039241 | 1748.07396075863 |
| 68 | 108173 | 106054.164435169 | 2118.83556483072 |
| 69 | 108629 | 107665.018172194 | 963.981827805991 |
| 70 | 107847 | 106268.678507736 | 1578.32149226443 |
| 71 | 107394 | 105284.394601541 | 2109.60539845887 |
| 72 | 106278 | 105793.536222808 | 484.463777192104 |
| 73 | 107733 | 107582.126806132 | 150.873193868168 |
| 74 | 107573 | 106838.725556546 | 734.274443453763 |
| 75 | 107500 | 106961.102403341 | 538.897596659338 |
| 76 | 106382 | 106294.451175077 | 87.5488249229008 |
| 77 | 104412 | 106130.859902679 | -1718.85990267922 |
| 78 | 105871 | 106931.43064144 | -1060.43064144022 |
| 79 | 108767 | 110139.633974769 | -1372.633974769 |
| 80 | 109728 | 110164.562612466 | -436.562612466103 |
| 81 | 109769 | 110145.587754351 | -376.587754350859 |
| 82 | 109609 | 111320.639510751 | -1711.63951075111 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 25 | 0.199585298024374 | 0.399170596048749 | 0.800414701975626 |
| 26 | 0.0960904698472185 | 0.192180939694437 | 0.903909530152782 |
| 27 | 0.0489167730050484 | 0.0978335460100967 | 0.951083226994952 |
| 28 | 0.0841739110652468 | 0.168347822130494 | 0.915826088934753 |
| 29 | 0.115932717748941 | 0.231865435497881 | 0.884067282251059 |
| 30 | 0.0887121681417778 | 0.177424336283556 | 0.911287831858222 |
| 31 | 0.0939546664723381 | 0.187909332944676 | 0.906045333527662 |
| 32 | 0.0617198733169866 | 0.123439746633973 | 0.938280126683013 |
| 33 | 0.0496237183480663 | 0.0992474366961327 | 0.950376281651934 |
| 34 | 0.02832866257447 | 0.0566573251489399 | 0.97167133742553 |
| 35 | 0.0533768037450221 | 0.106753607490044 | 0.946623196254978 |
| 36 | 0.0308306254088896 | 0.0616612508177793 | 0.96916937459111 |
| 37 | 0.0191510049599992 | 0.0383020099199984 | 0.980848995040001 |
| 38 | 0.0103296611518158 | 0.0206593223036315 | 0.989670338848184 |
| 39 | 0.00568282978523535 | 0.0113656595704707 | 0.994317170214765 |
| 40 | 0.0457462129922188 | 0.0914924259844376 | 0.954253787007781 |
| 41 | 0.0609877588791351 | 0.12197551775827 | 0.939012241120865 |
| 42 | 0.0417854113050438 | 0.0835708226100877 | 0.958214588694956 |
| 43 | 0.134024907255843 | 0.268049814511686 | 0.865975092744157 |
| 44 | 0.244540913089697 | 0.489081826179393 | 0.755459086910304 |
| 45 | 0.286552048605073 | 0.573104097210146 | 0.713447951394927 |
| 46 | 0.23739320513298 | 0.47478641026596 | 0.76260679486702 |
| 47 | 0.242745933774533 | 0.485491867549066 | 0.757254066225467 |
| 48 | 0.299072882868359 | 0.598145765736718 | 0.700927117131641 |
| 49 | 0.314408922965348 | 0.628817845930695 | 0.685591077034652 |
| 50 | 0.25868443216784 | 0.517368864335679 | 0.74131556783216 |
| 51 | 0.226816131565016 | 0.453632263130032 | 0.773183868434984 |
| 52 | 0.320946527069551 | 0.641893054139101 | 0.679053472930449 |
| 53 | 0.730039234593356 | 0.539921530813288 | 0.269960765406644 |
| 54 | 0.698711533223511 | 0.602576933552979 | 0.301288466776489 |
| 55 | 0.766110599149316 | 0.467778801701367 | 0.233889400850684 |
| 56 | 0.772125786824321 | 0.455748426351357 | 0.227874213175679 |
| 57 | 0.799835855508246 | 0.400328288983508 | 0.200164144491754 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 0 | 0 | OK |
| 5% type I error level | 3 | 0.0909090909090909 | NOK |
| 10% type I error level | 9 | 0.272727272727273 | NOK |
