Multiple Linear Regression - Estimated Regression Equation |
Werkloosheid_(aantal)[t] = + 602200 -18199.9999999999M1[t] -23200.0000000001M2[t] -40000.0000000001M3[t] -39000.0000000001M4[t] -37000.0000000001M5[t] -41000.0000000001M6[t] -50000.0000000001M7[t] -57000M8[t] -64400M9[t] -64000.0000000002M10[t] -10400.0000000001M11[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) | 602200 | 15094.261648 | 39.896 | 0 | 0 |
M1 | -18199.9999999999 | 20437.726886 | -0.8905 | 0.377544 | 0.188772 |
M2 | -23200.0000000001 | 21346.509536 | -1.0868 | 0.28243 | 0.141215 |
M3 | -40000.0000000001 | 21346.509536 | -1.8738 | 0.066922 | 0.033461 |
M4 | -39000.0000000001 | 21346.509536 | -1.827 | 0.073794 | 0.036897 |
M5 | -37000.0000000001 | 21346.509536 | -1.7333 | 0.089331 | 0.044665 |
M6 | -41000.0000000001 | 21346.509536 | -1.9207 | 0.0606 | 0.0303 |
M7 | -50000.0000000001 | 21346.509536 | -2.3423 | 0.023272 | 0.011636 |
M8 | -57000 | 21346.509536 | -2.6702 | 0.010256 | 0.005128 |
M9 | -64400 | 21346.509536 | -3.0169 | 0.004042 | 0.002021 |
M10 | -64000.0000000002 | 21346.509536 | -2.9981 | 0.004258 | 0.002129 |
M11 | -10400.0000000001 | 21346.509536 | -0.4872 | 0.62829 | 0.314145 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.547051434620312 |
R-squared | 0.299265272120142 |
Adjusted R-squared | 0.141957476065480 |
F-TEST (value) | 1.90241856809278 |
F-TEST (DF numerator) | 11 |
F-TEST (DF denominator) | 49 |
p-value | 0.0620667749048502 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 33751.7951147696 |
Sum Squared Residuals | 55819999999.9999 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 523000 | 583999.999999999 | -60999.9999999993 |
2 | 519000 | 579000 | -60000.0000000001 |
3 | 509000 | 562200 | -53199.9999999999 |
4 | 512000 | 563200 | -51199.9999999999 |
5 | 519000 | 565200 | -46199.9999999999 |
6 | 517000 | 561200 | -44200 |
7 | 510000 | 552200 | -42200 |
8 | 509000 | 545200 | -36200 |
9 | 501000 | 537800 | -36800.0000000001 |
10 | 507000 | 538200 | -31200.0000000001 |
11 | 569000 | 591800 | -22799.9999999999 |
12 | 580000 | 602200 | -22200.0000000001 |
13 | 578000 | 584000 | -6000.00000000011 |
14 | 565000 | 579000 | -14000 |
15 | 547000 | 562200 | -15200.0000000000 |
16 | 555000 | 563200 | -8200 |
17 | 562000 | 565200 | -3200.00000000001 |
18 | 561000 | 561200 | -200.000000000005 |
19 | 555000 | 552200 | 2800 |
20 | 544000 | 545200 | -1200.00000000000 |
21 | 537000 | 537800 | -799.999999999977 |
22 | 543000 | 538200 | 4800.00000000001 |
23 | 594000 | 591800 | 2199.99999999998 |
24 | 611000 | 602200 | 8799.99999999993 |
25 | 613000 | 584000 | 28999.9999999999 |
26 | 611000 | 579000 | 32000 |
27 | 594000 | 562200 | 31800 |
28 | 595000 | 563200 | 31800 |
29 | 591000 | 565200 | 25800 |
30 | 589000 | 561200 | 27800 |
31 | 584000 | 552200 | 31800 |
32 | 573000 | 545200 | 27800 |
33 | 567000 | 537800 | 29200 |
34 | 569000 | 538200 | 30800 |
35 | 621000 | 591800 | 29200.0000000000 |
36 | 629000 | 602200 | 26799.9999999999 |
37 | 628000 | 584000 | 43999.9999999999 |
38 | 612000 | 579000 | 33000 |
39 | 595000 | 562200 | 32800 |
40 | 597000 | 563200 | 33800 |
41 | 593000 | 565200 | 27800 |
42 | 590000 | 561200 | 28800 |
43 | 580000 | 552200 | 27800 |
44 | 574000 | 545200 | 28800 |
45 | 573000 | 537800 | 35200 |
46 | 573000 | 538200 | 34800 |
47 | 620000 | 591800 | 28200.0000000000 |
48 | 626000 | 602200 | 23799.9999999999 |
49 | 620000 | 584000 | 35999.9999999999 |
50 | 588000 | 579000 | 9000 |
51 | 566000 | 562200 | 3800.00000000002 |
52 | 557000 | 563200 | -6200.00000000001 |
53 | 561000 | 565200 | -4200.00000000001 |
54 | 549000 | 561200 | -12200 |
55 | 532000 | 552200 | -20200 |
56 | 526000 | 545200 | -19200 |
57 | 511000 | 537800 | -26800 |
58 | 499000 | 538200 | -39200 |
59 | 555000 | 591800 | -36800 |
60 | 565000 | 602200 | -37200.0000000001 |
61 | 542000 | 584000 | -42000.0000000001 |