Multiple Linear Regression - Estimated Regression Equation |
Totaal_werklozen[t] = + 1.25805258726478 + 0.994661922800537Jonger_dan_25_jaar[t] + 1.00172411751936Vanaf_25_jaar[t] -0.159747721315807Belgie[t] -0.0302394170281228Eurogebied[t] + 0.0176099625292626EU_27[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) | 1.25805258726478 | 0.610511 | 2.0607 | 0.041201 | 0.0206 |
Jonger_dan_25_jaar | 0.994661922800537 | 0.003107 | 320.1415 | 0 | 0 |
Vanaf_25_jaar | 1.00172411751936 | 0.00261 | 383.8636 | 0 | 0 |
Belgie | -0.159747721315807 | 0.105403 | -1.5156 | 0.131894 | 0.065947 |
Eurogebied | -0.0302394170281228 | 0.211592 | -0.1429 | 0.886565 | 0.443283 |
EU_27 | 0.0176099625292626 | 0.208159 | 0.0846 | 0.932702 | 0.466351 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.999949566855604 |
R-squared | 0.99989913625471 |
Adjusted R-squared | 0.999895508062433 |
F-TEST (value) | 275591.550838126 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 139 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.48812243024861 |
Sum Squared Residuals | 33.1186274607415 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 493 | 492.990005766996 | 0.00999423300358567 |
2 | 481 | 481.036576874621 | -0.0365768746211799 |
3 | 462 | 462.088227490751 | -0.088227490751074 |
4 | 457 | 457.109118627479 | -0.109118627479444 |
5 | 442 | 442.167665713687 | -0.167665713686772 |
6 | 439 | 439.177880696016 | -0.177880696016228 |
7 | 488 | 488.080595774469 | -0.080595774469399 |
8 | 521 | 519.995786586162 | 1.00421341383765 |
9 | 501 | 502.003087386111 | -1.00308738611081 |
10 | 485 | 485.029687508788 | -0.0296875087882139 |
11 | 464 | 464.08713995492 | -0.0871399549202874 |
12 | 460 | 460.1257299813 | -0.125729981299612 |
13 | 467 | 467.172772289901 | -0.172772289901108 |
14 | 460 | 460.197864823554 | -0.197864823553632 |
15 | 448 | 448.215510328618 | -0.215510328618235 |
16 | 443 | 443.196126780915 | -0.196126780914748 |
17 | 436 | 436.219368931873 | -0.219368931873335 |
18 | 431 | 431.240847505846 | -0.240847505845768 |
19 | 484 | 484.145247242352 | -0.145247242351496 |
20 | 510 | 509.070053866368 | 0.929946133631572 |
21 | 513 | 513.021963825332 | -0.0219638253323059 |
22 | 503 | 502.978322405529 | 0.0216775944714245 |
23 | 471 | 470.998895017681 | 0.00110498231883641 |
24 | 471 | 471.001082888003 | -0.00108288800324184 |
25 | 476 | 476.00381483989 | -0.00381483989009308 |
26 | 475 | 474.020290243558 | 0.979709756442046 |
27 | 470 | 470.034580357637 | -0.0345803576369908 |
28 | 461 | 461.06202390552 | -0.0620239055197399 |
29 | 455 | 455.067991460163 | -0.0679914601633029 |
30 | 456 | 455.067991460163 | 0.932008539836697 |
31 | 517 | 516.866248662616 | 0.133751337383537 |
32 | 525 | 525.804081578384 | -0.804081578383649 |
33 | 523 | 522.78697270671 | 0.213027293289996 |
34 | 519 | 518.836573794383 | 0.163426205616844 |
35 | 509 | 508.863893657825 | 0.136106342175435 |
36 | 512 | 511.88319039982 | 0.116809600179718 |
37 | 519 | 518.869108927462 | 0.130891072538418 |
38 | 517 | 516.874910757464 | 0.125089242536241 |
39 | 510 | 509.898152908422 | 0.101847091577642 |
40 | 509 | 509.910426915166 | -0.910426915166068 |
41 | 501 | 499.951533680417 | 1.04846631958301 |
42 | 507 | 506.939391977193 | 0.0606080228067766 |
43 | 569 | 569.76552359216 | -0.765523592159977 |
44 | 580 | 579.729291151306 | 0.270708848694189 |
45 | 578 | 577.713906397152 | 0.286093602848484 |
46 | 565 | 565.76686287581 | -0.766862875810238 |
47 | 547 | 547.787451993816 | -0.7874519938156 |
48 | 555 | 554.792369235291 | 0.207630764708712 |
49 | 562 | 561.778287762933 | 0.221712237067418 |
50 | 561 | 560.79775022957 | 0.202249770430309 |
51 | 555 | 555.870514549268 | -0.870514549267814 |
52 | 544 | 543.954336399622 | 0.0456636003781708 |
53 | 537 | 537.000615517431 | -0.000615517430826621 |
54 | 543 | 542.961862347143 | 0.0381376528566306 |
55 | 594 | 593.724592047508 | 0.275407952492049 |
56 | 611 | 610.642417976473 | 0.357582023527074 |
57 | 613 | 612.65292840623 | 0.34707159376953 |
58 | 611 | 610.782150824212 | 0.217849175787636 |
59 | 594 | 593.852388376132 | 0.147611623868174 |
60 | 595 | 595.884085390046 | -0.884085390045837 |
61 | 591 | 590.913799717746 | 0.0862002822540332 |
62 | 589 | 589.917287412252 | -0.91728741225149 |
63 | 584 | 583.926278908598 | 0.0737210914021351 |
64 | 573 | 572.942624589479 | 0.0573754105209769 |
65 | 567 | 566.952879031275 | 0.0471209687247226 |
66 | 569 | 568.965239843727 | 0.0347601562732398 |
67 | 621 | 620.782919176471 | 0.217080823528655 |
68 | 629 | 628.741477504326 | 0.258522495674476 |
69 | 628 | 627.739753386806 | 0.260246613193835 |
70 | 612 | 611.800525222069 | 0.199474777930859 |
71 | 595 | 595.857775064826 | -0.857775064826268 |
72 | 597 | 596.89607310139 | 0.103926898610366 |
73 | 593 | 592.923900167662 | 0.0760998323377368 |
74 | 590 | 589.934115149992 | 0.0658848500082872 |
75 | 580 | 579.960510088561 | 0.0394899114390652 |
76 | 574 | 573.958401137172 | 0.0415988628275222 |
77 | 573 | 572.976102607557 | 0.0238973924433451 |
78 | 573 | 573.002252902551 | -0.00225290255087449 |
79 | 620 | 619.890508684672 | 0.109491315328492 |
80 | 626 | 625.890429765738 | 0.109570234262105 |
81 | 620 | 619.88841020079 | 0.111589799209559 |
82 | 588 | 586.938710188884 | 1.0612898111162 |
83 | 566 | 565.978426866631 | 0.0215731333686393 |
84 | 557 | 558.034330948793 | -1.03433094879252 |
85 | 561 | 561.031943055829 | -0.0319430558287356 |
86 | 549 | 549.054889759359 | -0.0548897593592419 |
87 | 532 | 532.069215875293 | -0.0692158752929444 |
88 | 526 | 526.065345927652 | -0.0653459276515623 |
89 | 511 | 511.104894300025 | -0.104894300024506 |
90 | 499 | 499.176442143635 | -0.176442143634814 |
91 | 555 | 555.086014232699 | -0.0860142326986132 |
92 | 565 | 564.091107666323 | 0.908892333676925 |
93 | 542 | 542.112787966792 | -0.112787966791563 |
94 | 527 | 527.116775415955 | -0.116775415954483 |
95 | 510 | 510.138074340166 | -0.138074340166003 |
96 | 514 | 514.150272008709 | -0.150272008709338 |
97 | 517 | 517.171419133399 | -0.171419133398999 |
98 | 508 | 507.215639226794 | 0.784360773206259 |
99 | 493 | 493.249849521967 | -0.249849521967222 |
100 | 490 | 490.255777617144 | -0.255777617143978 |
101 | 469 | 469.281867956257 | -0.281867956256935 |
102 | 478 | 477.257236594674 | 0.742763405326119 |
103 | 528 | 529.110137514572 | -1.11013751457157 |
104 | 534 | 533.071547488192 | 0.928452511807751 |
105 | 518 | 518.068633305811 | -0.0686333058112465 |
106 | 506 | 506.116129338308 | -0.116129338308392 |
107 | 502 | 502.134955756206 | -0.134955756206471 |
108 | 516 | 516.123444407306 | -0.1234444073057 |
109 | 528 | 528.080057271609 | -0.0800572716088993 |
110 | 533 | 533.052939478593 | -0.0529394785928807 |
111 | 536 | 536.043649421136 | -0.0436494211356145 |
112 | 537 | 537.068908556308 | -0.0689085563084191 |
113 | 524 | 523.100005523338 | 0.89999447666192 |
114 | 536 | 536.078693550886 | -0.0786935508859344 |
115 | 587 | 586.93264566083 | 0.0673543391696196 |
116 | 597 | 595.891575774313 | 1.10842422568697 |
117 | 581 | 580.87857545551 | 0.121424544489613 |
118 | 564 | 564.941624547536 | -0.941624547536446 |
119 | 558 | 556.955990999816 | 1.04400900018415 |
120 | 575 | 574.946839817173 | 0.0531601828265303 |
121 | 580 | 580.928756970532 | -0.92875697053232 |
122 | 575 | 574.923624077441 | 0.0763759225589417 |
123 | 563 | 563.939969758322 | -0.939969758322209 |
124 | 552 | 550.956905457181 | 1.04309454281935 |
125 | 537 | 536.982203174941 | 0.0177968250586253 |
126 | 545 | 544.983134671108 | 0.0168653288915049 |
127 | 601 | 600.897918572197 | 0.102081427802805 |
128 | 604 | 604.878416646093 | -0.878416646093268 |
129 | 586 | 586.884543887033 | -0.884543887032844 |
130 | 564 | 563.952672487564 | 0.047327512436156 |
131 | 549 | 548.013533709268 | 0.986466290732173 |
132 | 551 | 551.087816962377 | -0.0878169623771218 |
133 | 556 | 556.1385626171 | -0.138562617099725 |
134 | 548 | 548.187991941786 | -0.187991941786115 |
135 | 540 | 540.216661556385 | -0.21666155638518 |
136 | 531 | 531.213418505455 | -0.213418505454659 |
137 | 521 | 520.238587377308 | 0.761412622692448 |
138 | 519 | 518.232115200566 | 0.767884799433978 |
139 | 572 | 572.094263604771 | -0.0942636047713698 |
140 | 581 | 582.060806471483 | -1.06080647148332 |
141 | 563 | 563.047971877322 | -0.0479718773220614 |
142 | 548 | 548.104419946699 | -0.104419946698775 |
143 | 539 | 539.130013111888 | -0.130013111887587 |
144 | 541 | 541.160536566793 | -0.160536566792726 |
145 | 562 | 561.158444998136 | 0.841555001864079 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.572375093920252 | 0.855249812159496 | 0.427624906079748 |
10 | 0.545404617469017 | 0.909190765061967 | 0.454595382530983 |
11 | 0.39860578271542 | 0.79721156543084 | 0.60139421728458 |
12 | 0.398941328097547 | 0.797882656195094 | 0.601058671902453 |
13 | 0.296012022275431 | 0.592024044550861 | 0.703987977724569 |
14 | 0.215444112326693 | 0.430888224653385 | 0.784555887673307 |
15 | 0.20492427287395 | 0.4098485457479 | 0.79507572712605 |
16 | 0.177158193629058 | 0.354316387258116 | 0.822841806370942 |
17 | 0.126194652307599 | 0.252389304615197 | 0.873805347692401 |
18 | 0.0861700395113233 | 0.172340079022647 | 0.913829960488677 |
19 | 0.0553100922945728 | 0.110620184589146 | 0.944689907705427 |
20 | 0.176192718785658 | 0.352385437571316 | 0.823807281214342 |
21 | 0.147934316874561 | 0.295868633749122 | 0.852065683125439 |
22 | 0.105931734739272 | 0.211863469478545 | 0.894068265260728 |
23 | 0.083704497119453 | 0.167408994238906 | 0.916295502880547 |
24 | 0.0590788178135661 | 0.118157635627132 | 0.940921182186434 |
25 | 0.0399155909036453 | 0.0798311818072905 | 0.960084409096355 |
26 | 0.0738623070779092 | 0.147724614155818 | 0.926137692922091 |
27 | 0.0683767011323543 | 0.136753402264709 | 0.931623298867646 |
28 | 0.0545820363731943 | 0.109164072746389 | 0.945417963626806 |
29 | 0.039390670532108 | 0.078781341064216 | 0.960609329467892 |
30 | 0.0871778296677845 | 0.174355659335569 | 0.912822170332215 |
31 | 0.0717464507541066 | 0.143492901508213 | 0.928253549245893 |
32 | 0.120436657574262 | 0.240873315148524 | 0.879563342425738 |
33 | 0.121195039645403 | 0.242390079290807 | 0.878804960354597 |
34 | 0.0926503600499921 | 0.185300720099984 | 0.907349639950008 |
35 | 0.0695596709995065 | 0.139119341999013 | 0.930440329000494 |
36 | 0.0559667382737267 | 0.111933476547453 | 0.944033261726273 |
37 | 0.0504267651377333 | 0.100853530275467 | 0.949573234862267 |
38 | 0.0411975421406918 | 0.0823950842813835 | 0.958802457859308 |
39 | 0.0320864031088288 | 0.0641728062176575 | 0.967913596891171 |
40 | 0.113807467941652 | 0.227614935883305 | 0.886192532058348 |
41 | 0.217805550426107 | 0.435611100852214 | 0.782194449573893 |
42 | 0.181571723948724 | 0.363143447897448 | 0.818428276051276 |
43 | 0.267441840292673 | 0.534883680585346 | 0.732558159707327 |
44 | 0.233613836003223 | 0.467227672006446 | 0.766386163996777 |
45 | 0.208964464925877 | 0.417928929851754 | 0.791035535074123 |
46 | 0.286517277940999 | 0.573034555881999 | 0.713482722059001 |
47 | 0.338092715823912 | 0.676185431647825 | 0.661907284176088 |
48 | 0.294849021847551 | 0.589698043695102 | 0.705150978152449 |
49 | 0.252555461813621 | 0.505110923627243 | 0.747444538186379 |
50 | 0.213889903389516 | 0.427779806779032 | 0.786110096610484 |
51 | 0.348308578935485 | 0.69661715787097 | 0.651691421064515 |
52 | 0.303211170391365 | 0.60642234078273 | 0.696788829608635 |
53 | 0.260168760718812 | 0.520337521437624 | 0.739831239281188 |
54 | 0.222794649702548 | 0.445589299405096 | 0.777205350297452 |
55 | 0.206308252454169 | 0.412616504908337 | 0.793691747545831 |
56 | 0.195660894199693 | 0.391321788399386 | 0.804339105800307 |
57 | 0.179297771719496 | 0.358595543438993 | 0.820702228280504 |
58 | 0.15268241435889 | 0.30536482871778 | 0.84731758564111 |
59 | 0.126966979358092 | 0.253933958716185 | 0.873033020641908 |
60 | 0.18980564085096 | 0.37961128170192 | 0.81019435914904 |
61 | 0.15945429261239 | 0.318908585224779 | 0.84054570738761 |
62 | 0.22757871115536 | 0.455157422310719 | 0.77242128884464 |
63 | 0.197222807683351 | 0.394445615366701 | 0.802777192316649 |
64 | 0.167615754496274 | 0.335231508992547 | 0.832384245503726 |
65 | 0.14063799279622 | 0.281275985592441 | 0.85936200720378 |
66 | 0.115996436930666 | 0.231992873861333 | 0.884003563069334 |
67 | 0.0999527461070917 | 0.199905492214183 | 0.900047253892908 |
68 | 0.0855351340148748 | 0.17107026802975 | 0.914464865985125 |
69 | 0.072504274054223 | 0.145008548108446 | 0.927495725945777 |
70 | 0.0598647422568653 | 0.119729484513731 | 0.940135257743135 |
71 | 0.0920532219385088 | 0.184106443877018 | 0.907946778061491 |
72 | 0.0747447196963453 | 0.149489439392691 | 0.925255280303655 |
73 | 0.0593073080081636 | 0.118614616016327 | 0.940692691991836 |
74 | 0.0462759691296301 | 0.0925519382592602 | 0.95372403087037 |
75 | 0.0355186888090101 | 0.0710373776180202 | 0.96448131119099 |
76 | 0.0269035170352777 | 0.0538070340705554 | 0.973096482964722 |
77 | 0.0201056885681598 | 0.0402113771363196 | 0.97989431143184 |
78 | 0.0148216040159836 | 0.0296432080319673 | 0.985178395984016 |
79 | 0.0110004204612575 | 0.022000840922515 | 0.988999579538743 |
80 | 0.00814252593153285 | 0.0162850518630657 | 0.991857474068467 |
81 | 0.00603509592396829 | 0.0120701918479366 | 0.993964904076032 |
82 | 0.0206887477779163 | 0.0413774955558326 | 0.979311252222084 |
83 | 0.0163029781048583 | 0.0326059562097165 | 0.983697021895142 |
84 | 0.042411029541342 | 0.084822059082684 | 0.957588970458658 |
85 | 0.0325280090353338 | 0.0650560180706677 | 0.967471990964666 |
86 | 0.0245240576563891 | 0.0490481153127782 | 0.975475942343611 |
87 | 0.0182116448791408 | 0.0364232897582815 | 0.981788355120859 |
88 | 0.013338032116228 | 0.0266760642324561 | 0.986661967883772 |
89 | 0.00977097005763741 | 0.0195419401152748 | 0.990229029942363 |
90 | 0.00736544938824054 | 0.0147308987764811 | 0.992634550611759 |
91 | 0.00517157597668199 | 0.010343151953364 | 0.994828424023318 |
92 | 0.0180813817774295 | 0.0361627635548589 | 0.981918618222571 |
93 | 0.0139150320443471 | 0.0278300640886943 | 0.986084967955653 |
94 | 0.0101097185907244 | 0.0202194371814487 | 0.989890281409276 |
95 | 0.00721153328826485 | 0.0144230665765297 | 0.992788466711735 |
96 | 0.00505806934078563 | 0.0101161386815713 | 0.994941930659214 |
97 | 0.00349452904366128 | 0.00698905808732256 | 0.996505470956339 |
98 | 0.00792998262766124 | 0.0158599652553225 | 0.992070017372339 |
99 | 0.0057319927111865 | 0.011463985422373 | 0.994268007288813 |
100 | 0.00419658140382687 | 0.00839316280765373 | 0.995803418596173 |
101 | 0.00380888186053321 | 0.00761776372106643 | 0.996191118139467 |
102 | 0.00516563903697522 | 0.0103312780739504 | 0.994834360963025 |
103 | 0.0152196455252816 | 0.0304392910505633 | 0.984780354474718 |
104 | 0.0414931269178801 | 0.0829862538357602 | 0.95850687308212 |
105 | 0.0316011910600998 | 0.0632023821201997 | 0.9683988089399 |
106 | 0.0230833224824563 | 0.0461666449649127 | 0.976916677517544 |
107 | 0.0170262142243401 | 0.0340524284486802 | 0.98297378577566 |
108 | 0.0126863722761256 | 0.0253727445522512 | 0.987313627723874 |
109 | 0.00924833163518963 | 0.0184966632703793 | 0.99075166836481 |
110 | 0.00696057209619411 | 0.0139211441923882 | 0.993039427903806 |
111 | 0.0062169749350874 | 0.0124339498701748 | 0.993783025064913 |
112 | 0.00618419324549461 | 0.0123683864909892 | 0.993815806754505 |
113 | 0.00709443654035762 | 0.0141888730807152 | 0.992905563459642 |
114 | 0.00642060062469004 | 0.0128412012493801 | 0.99357939937531 |
115 | 0.00421067760115131 | 0.00842135520230262 | 0.995789322398849 |
116 | 0.0398692715736005 | 0.0797385431472011 | 0.960130728426399 |
117 | 0.0384350600749525 | 0.076870120149905 | 0.961564939925047 |
118 | 0.0976653990299342 | 0.195330798059868 | 0.902334600970066 |
119 | 0.202350466836846 | 0.404700933673691 | 0.797649533163154 |
120 | 0.158085530440785 | 0.31617106088157 | 0.841914469559215 |
121 | 0.185153498843212 | 0.370306997686425 | 0.814846501156788 |
122 | 0.155052887360164 | 0.310105774720327 | 0.844947112639836 |
123 | 0.326634384041432 | 0.653268768082864 | 0.673365615958568 |
124 | 0.41783514639066 | 0.83567029278132 | 0.58216485360934 |
125 | 0.440153265748943 | 0.880306531497886 | 0.559846734251057 |
126 | 0.646335638153072 | 0.707328723693856 | 0.353664361846928 |
127 | 0.583587706831667 | 0.832824586336666 | 0.416412293168333 |
128 | 0.559120519413915 | 0.881758961172169 | 0.440879480586085 |
129 | 0.586021109102293 | 0.827957781795414 | 0.413978890897707 |
130 | 0.537159527230781 | 0.925680945538439 | 0.462840472769219 |
131 | 0.642121867151759 | 0.715756265696482 | 0.357878132848241 |
132 | 0.565403339327801 | 0.869193321344398 | 0.434596660672199 |
133 | 0.455348837623383 | 0.910697675246765 | 0.544651162376617 |
134 | 0.386583997290874 | 0.773167994581749 | 0.613416002709126 |
135 | 0.262091917194755 | 0.52418383438951 | 0.737908082805245 |
136 | 0.193339029203748 | 0.386678058407496 | 0.806660970796252 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 4 | 0.03125 | NOK |
5% type I error level | 35 | 0.2734375 | NOK |
10% type I error level | 48 | 0.375 | NOK |