Multiple Linear Regression - Estimated Regression Equation |
Totaal_werklozen[t] = -110.139290815839 + 0.0557688214312652Jaartal[t] + 0.995998265315216Jonger_dan_25_jaar[t] + 1.00020013681646Vanaf_25_jaar[t] -0.0773667171300518Belgie[t] -0.45287714325954Eurogebied[t] + 0.376606852518923EU_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) | -110.139290815839 | 88.54661 | -1.2439 | 0.215661 | 0.107831 |
Jaartal | 0.0557688214312652 | 0.044331 | 1.258 | 0.210509 | 0.105255 |
Jonger_dan_25_jaar | 0.995998265315216 | 0.003604 | 276.3903 | 0 | 0 |
Vanaf_25_jaar | 1.00020013681646 | 0.003015 | 331.711 | 0 | 0 |
Belgie | -0.0773667171300518 | 0.11269 | -0.6865 | 0.493521 | 0.24676 |
Eurogebied | -0.45287714325954 | 0.352526 | -1.2847 | 0.201062 | 0.100531 |
EU_27 | 0.376606852518923 | 0.331026 | 1.1377 | 0.257219 | 0.128609 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.99994109880369 |
R-squared | 0.999882201076731 |
Adjusted R-squared | 0.999877079384415 |
F-TEST (value) | 195224.96459656 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 138 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.502362510695439 |
Sum Squared Residuals | 34.8267967170071 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 501 | 501.844436841823 | -0.844436841823466 |
2 | 485 | 484.882943588317 | 0.117056411682668 |
3 | 464 | 463.932697973398 | 0.0673020266015946 |
4 | 460 | 459.964068612925 | 0.0359313870753726 |
5 | 467 | 467.081999449823 | -0.0819994498230227 |
6 | 460 | 460.100940778325 | -0.100940778324548 |
7 | 448 | 448.164836208359 | -0.164836208359217 |
8 | 443 | 443.160967795355 | -0.160967795354641 |
9 | 436 | 436.180576195146 | -0.180576195145646 |
10 | 431 | 431.195715925779 | -0.195715925778848 |
11 | 484 | 484.091538503939 | -0.0915385039386273 |
12 | 510 | 509.062770794081 | 0.937229205919149 |
13 | 513 | 513.036159454706 | -0.0361594547064236 |
14 | 503 | 502.983801985661 | 0.0161980143392029 |
15 | 471 | 471.062613021879 | -0.0626130218786618 |
16 | 471 | 471.022194250343 | -0.0221942503434258 |
17 | 476 | 476.120716669971 | -0.120716669971165 |
18 | 475 | 474.125294981768 | 0.87470501823209 |
19 | 470 | 470.137100049006 | -0.137100049005804 |
20 | 461 | 461.152215946302 | -0.152215946301601 |
21 | 455 | 455.11900009687 | -0.119000096870104 |
22 | 456 | 455.11900009687 | 0.880999903129895 |
23 | 517 | 516.944435218442 | 0.0555647815580166 |
24 | 525 | 525.900015863276 | -0.900015863276438 |
25 | 523 | 522.850592938289 | 0.149407061710655 |
26 | 519 | 518.883407363033 | 0.116592636966544 |
27 | 509 | 508.866198452341 | 0.133801547658903 |
28 | 512 | 511.875202605793 | 0.124797394207046 |
29 | 519 | 518.913473883941 | 0.0865261160594088 |
30 | 517 | 516.876856710274 | 0.123143289726316 |
31 | 510 | 509.896465110065 | 0.103534889935311 |
32 | 509 | 509.905535924357 | -0.905535924356648 |
33 | 501 | 499.936482456913 | 1.06351754308748 |
34 | 507 | 506.879990085798 | 0.120009914201947 |
35 | 569 | 569.724523845185 | -0.72452384518521 |
36 | 580 | 579.738197955666 | 0.261802044334196 |
37 | 578 | 577.688975167495 | 0.311024832504827 |
38 | 565 | 565.773879955036 | -0.773879955036055 |
39 | 547 | 547.759271821313 | -0.759271821313276 |
40 | 555 | 554.794798664069 | 0.20520133593139 |
41 | 562 | 561.833069942216 | 0.166930057783753 |
42 | 561 | 560.845475419904 | 0.154524580096485 |
43 | 555 | 555.889361179756 | -0.889361179755928 |
44 | 544 | 543.905456768566 | 0.0945432314339837 |
45 | 537 | 536.937003711571 | 0.062996288428732 |
46 | 543 | 542.869039731716 | 0.130960268284434 |
47 | 594 | 593.692830776957 | 0.307169223043061 |
48 | 611 | 610.635206244187 | 0.364793755813476 |
49 | 613 | 612.639808389321 | 0.360191610679318 |
50 | 611 | 610.713040588842 | 0.286959411158317 |
51 | 594 | 593.721842607074 | 0.278157392925617 |
52 | 595 | 595.739050366712 | -0.739050366712259 |
53 | 591 | 590.860115575893 | 0.139884424106596 |
54 | 589 | 589.864784381868 | -0.864784381867655 |
55 | 584 | 583.876856246762 | 0.123143753237886 |
56 | 573 | 572.895664099287 | 0.104335900712707 |
57 | 567 | 566.915362993256 | 0.0846370067441861 |
58 | 569 | 568.9192980671 | 0.0807019328995088 |
59 | 621 | 620.733040450547 | 0.266959549453318 |
60 | 629 | 628.708653602142 | 0.291346397857532 |
61 | 628 | 627.708453465326 | 0.291546534673988 |
62 | 612 | 611.79266734824 | 0.207332651759988 |
63 | 595 | 595.80155986065 | -0.801559860650222 |
64 | 597 | 596.830396384047 | 0.169603615953054 |
65 | 593 | 592.914668116082 | 0.0853318839178652 |
66 | 590 | 589.930098477709 | 0.0699015222906932 |
67 | 580 | 579.960935367626 | 0.0390646323737611 |
68 | 574 | 574.009891203844 | -0.00989120384416442 |
69 | 573 | 572.98463599628 | 0.0153640037204581 |
70 | 573 | 573.003534497278 | -0.00353449727837724 |
71 | 620 | 619.901581412112 | 0.0984185878877877 |
72 | 626 | 625.89304434743 | 0.106955652570485 |
73 | 620 | 619.903672427106 | 0.0963275728939233 |
74 | 588 | 586.967723013756 | 1.03227698624434 |
75 | 566 | 565.972080041872 | 0.0279199581281656 |
76 | 557 | 558.060543462962 | -1.06054346296188 |
77 | 561 | 561.082677167163 | -0.0826771671634487 |
78 | 549 | 549.113113783447 | -0.113113783447465 |
79 | 532 | 532.142549715649 | -0.142549715649194 |
80 | 526 | 526.153844866615 | -0.153844866615228 |
81 | 511 | 511.18799258659 | -0.187992586590061 |
82 | 499 | 499.195017361108 | -0.19501736110819 |
83 | 555 | 555.091440349717 | -0.0914403497173359 |
84 | 565 | 564.083503695484 | 0.916496304515982 |
85 | 542 | 542.119675615317 | -0.119675615316462 |
86 | 527 | 527.101356377903 | -0.10135637790287 |
87 | 510 | 510.173321938147 | -0.173321938147215 |
88 | 514 | 514.140663671662 | -0.140663671662397 |
89 | 517 | 517.204769575256 | -0.204769575256036 |
90 | 508 | 507.242676065596 | 0.757323934403502 |
91 | 493 | 493.272822050887 | -0.272822050886545 |
92 | 490 | 490.235337669114 | -0.235337669113703 |
93 | 469 | 469.261324610405 | -0.261324610405201 |
94 | 478 | 477.234956389646 | 0.765043610353934 |
95 | 528 | 529.10803588714 | -1.10803588713985 |
96 | 534 | 533.076665247614 | 0.923334752386349 |
97 | 518 | 518.123929495122 | -0.123929495122407 |
98 | 506 | 506.109964753648 | -0.109964753647833 |
99 | 502 | 502.110717634239 | -0.110717634238847 |
100 | 516 | 516.03683736248 | -0.0368373624796877 |
101 | 528 | 528.078173665597 | -0.0781736655966503 |
102 | 533 | 533.040819919031 | -0.0408199190307438 |
103 | 536 | 535.977343756794 | 0.0226562432057249 |
104 | 537 | 537.019516093003 | -0.01951609300281 |
105 | 524 | 523.042702120508 | 0.957297879491723 |
106 | 536 | 536.050793397582 | -0.0507933975820834 |
107 | 587 | 586.874959886361 | 0.125040113639369 |
108 | 597 | 595.88147390224 | 1.11852609775981 |
109 | 581 | 580.879248563922 | 0.12075143607825 |
110 | 564 | 564.884715918759 | -0.884715918759135 |
111 | 558 | 556.938250066774 | 1.06174993322619 |
112 | 575 | 574.931991350359 | 0.0680086496413746 |
113 | 580 | 580.993040198335 | -0.993040198335143 |
114 | 575 | 574.996708320227 | 0.00329167977288161 |
115 | 563 | 564.015516172752 | -1.0155161727523 |
116 | 552 | 550.99283790882 | 1.00716209118016 |
117 | 537 | 537.019449093898 | -0.0194490938981244 |
118 | 545 | 545.020273474501 | -0.0202734745013668 |
119 | 601 | 600.921565405901 | 0.0784345940987712 |
120 | 604 | 604.904891395873 | -0.904891395872614 |
121 | 586 | 586.921631219393 | -0.921631219393104 |
122 | 564 | 563.979389073844 | 0.0206109261562677 |
123 | 549 | 548.025275200216 | 0.974724799783648 |
124 | 551 | 551.061691240309 | -0.0616912403084659 |
125 | 556 | 556.145095918534 | -0.145095918533856 |
126 | 548 | 548.221063367759 | -0.221063367759126 |
127 | 540 | 540.206345745694 | -0.206345745693543 |
128 | 531 | 531.213615328637 | -0.213615328637379 |
129 | 521 | 520.274285737916 | 0.725714262084305 |
130 | 519 | 518.228597749957 | 0.771402250043174 |
131 | 572 | 572.098652363511 | -0.0986523635106971 |
132 | 581 | 582.063613602093 | -1.06361360209252 |
133 | 563 | 563.064789588009 | -0.0647895880094908 |
134 | 548 | 548.058628179088 | -0.0586281790880352 |
135 | 539 | 539.074411147673 | -0.0744111476733008 |
136 | 541 | 541.045664121696 | -0.0456641216957534 |
137 | 562 | 561.076799292876 | 0.923200707124103 |
138 | 559 | 559.07297386167 | -0.0729738616701632 |
139 | 546 | 546.080219611277 | -0.080219611276598 |
140 | 536 | 536.996913765568 | -0.996913765568534 |
141 | 528 | 526.996356182622 | 1.00364381737815 |
142 | 530 | 530.981125957811 | -0.981125957811138 |
143 | 582 | 581.837463633382 | 0.162536366618282 |
144 | 599 | 598.835840858211 | 0.16415914178851 |
145 | 584 | 583.79175296314 | 0.208247036860084 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.0424116850511485 | 0.0848233701022969 | 0.957588314948852 |
11 | 0.0120418085042438 | 0.0240836170084877 | 0.987958191495756 |
12 | 0.230118028286516 | 0.460236056573032 | 0.769881971713484 |
13 | 0.205851003359324 | 0.411702006718648 | 0.794148996640676 |
14 | 0.125055701172913 | 0.250111402345826 | 0.874944298827087 |
15 | 0.0718306984319717 | 0.143661396863943 | 0.928169301568028 |
16 | 0.0706378897761419 | 0.141275779552284 | 0.929362110223858 |
17 | 0.0418707922622472 | 0.0837415845244945 | 0.958129207737753 |
18 | 0.223135617698231 | 0.446271235396463 | 0.776864382301769 |
19 | 0.207607280201702 | 0.415214560403405 | 0.792392719798298 |
20 | 0.160899391843438 | 0.321798783686875 | 0.839100608156562 |
21 | 0.112928828445675 | 0.22585765689135 | 0.887071171554325 |
22 | 0.227741463395236 | 0.455482926790472 | 0.772258536604764 |
23 | 0.186135932067842 | 0.372271864135684 | 0.813864067932158 |
24 | 0.192342481207849 | 0.384684962415698 | 0.807657518792151 |
25 | 0.270495022856046 | 0.540990045712092 | 0.729504977143954 |
26 | 0.219435065203837 | 0.438870130407675 | 0.780564934796163 |
27 | 0.172147593210472 | 0.344295186420944 | 0.827852406789528 |
28 | 0.131159608183739 | 0.262319216367478 | 0.868840391816261 |
29 | 0.10102361911694 | 0.20204723823388 | 0.89897638088306 |
30 | 0.0741822192032969 | 0.148364438406594 | 0.925817780796703 |
31 | 0.0535496094659077 | 0.107099218931815 | 0.946450390534092 |
32 | 0.142328224230387 | 0.284656448460774 | 0.857671775769613 |
33 | 0.292910830885605 | 0.58582166177121 | 0.707089169114395 |
34 | 0.242180488659813 | 0.484360977319626 | 0.757819511340187 |
35 | 0.275326168254246 | 0.550652336508492 | 0.724673831745754 |
36 | 0.252392311760705 | 0.50478462352141 | 0.747607688239295 |
37 | 0.239898969190142 | 0.479797938380285 | 0.760101030809858 |
38 | 0.308199894871551 | 0.616399789743101 | 0.691800105128449 |
39 | 0.344235184403218 | 0.688470368806437 | 0.655764815596782 |
40 | 0.297580212225149 | 0.595160424450298 | 0.702419787774851 |
41 | 0.250149715205781 | 0.500299430411562 | 0.749850284794219 |
42 | 0.207271890144174 | 0.414543780288348 | 0.792728109855826 |
43 | 0.342503992201715 | 0.685007984403429 | 0.657496007798285 |
44 | 0.296427656615708 | 0.592855313231417 | 0.703572343384292 |
45 | 0.251306976989507 | 0.502613953979014 | 0.748693023010493 |
46 | 0.213814223186912 | 0.427628446373824 | 0.786185776813088 |
47 | 0.201703861239361 | 0.403407722478722 | 0.798296138760639 |
48 | 0.190429929690068 | 0.380859859380136 | 0.809570070309932 |
49 | 0.17031817292244 | 0.340636345844879 | 0.82968182707756 |
50 | 0.144758770380447 | 0.289517540760895 | 0.855241229619553 |
51 | 0.121196067832655 | 0.24239213566531 | 0.878803932167345 |
52 | 0.162161904288763 | 0.324323808577526 | 0.837838095711237 |
53 | 0.131837669474582 | 0.263675338949163 | 0.868162330525418 |
54 | 0.207716516730773 | 0.415433033461547 | 0.792283483269227 |
55 | 0.17565189523608 | 0.351303790472161 | 0.82434810476392 |
56 | 0.145477887883538 | 0.290955775767075 | 0.854522112116462 |
57 | 0.118202066047292 | 0.236404132094584 | 0.881797933952708 |
58 | 0.0950123076244034 | 0.190024615248807 | 0.904987692375597 |
59 | 0.0759891205703684 | 0.151978241140737 | 0.924010879429632 |
60 | 0.0598607109538731 | 0.119721421907746 | 0.940139289046127 |
61 | 0.0467652215171398 | 0.0935304430342796 | 0.95323477848286 |
62 | 0.0357460102809748 | 0.0714920205619496 | 0.964253989719025 |
63 | 0.0768165804709118 | 0.153633160941824 | 0.923183419529088 |
64 | 0.06100330310173 | 0.12200660620346 | 0.93899669689827 |
65 | 0.0476470282911067 | 0.0952940565822134 | 0.952352971708893 |
66 | 0.0367597074540065 | 0.0735194149080129 | 0.963240292545994 |
67 | 0.0281011430560903 | 0.0562022861121806 | 0.97189885694391 |
68 | 0.0214990650079275 | 0.0429981300158549 | 0.978500934992073 |
69 | 0.0159269984457967 | 0.0318539968915933 | 0.984073001554203 |
70 | 0.0117204969179674 | 0.0234409938359347 | 0.988279503082033 |
71 | 0.00839269326250215 | 0.0167853865250043 | 0.991607306737498 |
72 | 0.00592255870616449 | 0.011845117412329 | 0.994077441293835 |
73 | 0.00412567029003812 | 0.00825134058007624 | 0.995874329709962 |
74 | 0.0087979009791719 | 0.0175958019583438 | 0.991202099020828 |
75 | 0.00671810347019132 | 0.0134362069403826 | 0.993281896529809 |
76 | 0.02984757375343 | 0.05969514750686 | 0.97015242624657 |
77 | 0.0226690809602933 | 0.0453381619205866 | 0.977330919039707 |
78 | 0.0170189582377244 | 0.0340379164754489 | 0.982981041762276 |
79 | 0.0126769435821974 | 0.0253538871643947 | 0.987323056417803 |
80 | 0.0092708695421448 | 0.0185417390842896 | 0.990729130457855 |
81 | 0.00691919911705063 | 0.0138383982341013 | 0.993080800882949 |
82 | 0.00554950995505966 | 0.0110990199101193 | 0.99445049004494 |
83 | 0.00399413957889545 | 0.00798827915779089 | 0.996005860421105 |
84 | 0.00795242393848406 | 0.0159048478769681 | 0.992047576061516 |
85 | 0.00591621949197728 | 0.0118324389839546 | 0.994083780508023 |
86 | 0.00421548705227017 | 0.00843097410454034 | 0.99578451294773 |
87 | 0.00314111969878888 | 0.00628223939757777 | 0.996858880301211 |
88 | 0.00228864395355509 | 0.00457728790711018 | 0.997711356046445 |
89 | 0.0015873839120243 | 0.00317476782404859 | 0.998412616087976 |
90 | 0.00283458382798409 | 0.00566916765596818 | 0.997165416172016 |
91 | 0.00215641724988731 | 0.00431283449977461 | 0.997843582750113 |
92 | 0.00155609030825072 | 0.00311218061650144 | 0.998443909691749 |
93 | 0.00126192100242366 | 0.00252384200484733 | 0.998738078997576 |
94 | 0.00178600976914501 | 0.00357201953829003 | 0.998213990230855 |
95 | 0.00632430107665823 | 0.0126486021533165 | 0.993675698923342 |
96 | 0.0161386128754129 | 0.0322772257508257 | 0.983861387124587 |
97 | 0.012221301688765 | 0.0244426033775301 | 0.987778698311235 |
98 | 0.00877288435160158 | 0.0175457687032032 | 0.991227115648398 |
99 | 0.00634412761559509 | 0.0126882552311902 | 0.993655872384405 |
100 | 0.00467865732445724 | 0.00935731464891448 | 0.995321342675543 |
101 | 0.00323659185102116 | 0.00647318370204232 | 0.996763408148979 |
102 | 0.0021937320494383 | 0.0043874640988766 | 0.997806267950562 |
103 | 0.00151961229092335 | 0.0030392245818467 | 0.998480387709077 |
104 | 0.00122662700705127 | 0.00245325401410254 | 0.998773372992949 |
105 | 0.00141311782917599 | 0.00282623565835198 | 0.998586882170824 |
106 | 0.00118847225685683 | 0.00237694451371365 | 0.998811527743143 |
107 | 0.000762856411816489 | 0.00152571282363298 | 0.999237143588183 |
108 | 0.00276189869450956 | 0.00552379738901912 | 0.99723810130549 |
109 | 0.00199526044923736 | 0.00399052089847471 | 0.998004739550763 |
110 | 0.00890939105255597 | 0.0178187821051119 | 0.991090608947444 |
111 | 0.0140016659193766 | 0.0280033318387532 | 0.985998334080623 |
112 | 0.0100031307636843 | 0.0200062615273686 | 0.989996869236316 |
113 | 0.0199279186838727 | 0.0398558373677454 | 0.980072081316127 |
114 | 0.0144551435229988 | 0.0289102870459975 | 0.985544856477001 |
115 | 0.0360755067554291 | 0.0721510135108582 | 0.963924493244571 |
116 | 0.0667600176617655 | 0.133520035323531 | 0.933239982338234 |
117 | 0.0489702268053778 | 0.0979404536107555 | 0.951029773194622 |
118 | 0.0348393123289475 | 0.0696786246578951 | 0.965160687671052 |
119 | 0.0312362004990866 | 0.0624724009981733 | 0.968763799500913 |
120 | 0.0326501338985087 | 0.0653002677970173 | 0.967349866101491 |
121 | 0.0549799359629178 | 0.109959871925836 | 0.945020064037082 |
122 | 0.0431362994646097 | 0.0862725989292195 | 0.95686370053539 |
123 | 0.070396602367123 | 0.140793204734246 | 0.929603397632877 |
124 | 0.0604947198195074 | 0.120989439639015 | 0.939505280180493 |
125 | 0.041207442492292 | 0.082414884984584 | 0.958792557507708 |
126 | 0.0281631437122644 | 0.0563262874245289 | 0.971836856287736 |
127 | 0.0217265260700611 | 0.0434530521401222 | 0.978273473929939 |
128 | 0.0199285701490022 | 0.0398571402980044 | 0.980071429850998 |
129 | 0.021703782709705 | 0.04340756541941 | 0.978296217290295 |
130 | 0.0274939588142561 | 0.0549879176285122 | 0.972506041185744 |
131 | 0.0194106802649508 | 0.0388213605299016 | 0.980589319735049 |
132 | 0.0368030383721838 | 0.0736060767443676 | 0.963196961627816 |
133 | 0.0264860579745862 | 0.0529721159491725 | 0.973513942025414 |
134 | 0.0216776889770303 | 0.0433553779540607 | 0.97832231102297 |
135 | 0.295666214716471 | 0.591332429432942 | 0.704333785283529 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 21 | 0.166666666666667 | NOK |
5% type I error level | 52 | 0.412698412698413 | NOK |
10% type I error level | 71 | 0.563492063492063 | NOK |