Multiple Linear Regression - Estimated Regression Equation |
Werkloosheid*1000[t] = + 465.407101309638 + 14.4669259774709Inflatie[t] + 4.10330363550572M1[t] + 0.382515156201070M2[t] -7.5595962840048M3[t] -15.9230306851118M4[t] -22.2864650862189M5[t] -21.2072535655235M6[t] + 30.6039423965235M7[t] + 38.3938153976694M8[t] + 36.1197195161118M9[t] + 20.7989310368071M10[t] + 1.49946551840354M11[t] + 1.9207884793047t + 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) | 465.407101309638 | 11.574922 | 40.2082 | 0 | 0 |
Inflatie | 14.4669259774709 | 4.056099 | 3.5667 | 0.000857 | 0.000429 |
M1 | 4.10330363550572 | 11.915413 | 0.3444 | 0.732138 | 0.366069 |
M2 | 0.382515156201070 | 11.893193 | 0.0322 | 0.974482 | 0.487241 |
M3 | -7.5595962840048 | 11.860036 | -0.6374 | 0.527024 | 0.263512 |
M4 | -15.9230306851118 | 11.824585 | -1.3466 | 0.184706 | 0.092353 |
M5 | -22.2864650862189 | 11.802603 | -1.8883 | 0.065306 | 0.032653 |
M6 | -21.2072535655235 | 11.791237 | -1.7986 | 0.078652 | 0.039326 |
M7 | 30.6039423965235 | 11.784404 | 2.597 | 0.012587 | 0.006294 |
M8 | 38.3938153976694 | 11.777464 | 3.2599 | 0.002101 | 0.00105 |
M9 | 36.1197195161118 | 11.769472 | 3.0689 | 0.003596 | 0.001798 |
M10 | 20.7989310368071 | 11.766068 | 1.7677 | 0.083743 | 0.041871 |
M11 | 1.49946551840354 | 11.761906 | 0.1275 | 0.899112 | 0.449556 |
t | 1.9207884793047 | 0.149986 | 12.8065 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.936746926230519 |
R-squared | 0.877494803802325 |
Adjusted R-squared | 0.842873770094286 |
F-TEST (value) | 25.3457135682976 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 46 |
p-value | 1.11022302462516e-16 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 18.5950118887617 |
Sum Squared Residuals | 15905.6254885868 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 476 | 513.385278759115 | -37.3852787591147 |
2 | 475 | 507.245200965873 | -32.2452009658732 |
3 | 470 | 502.670570602719 | -32.6705706027192 |
4 | 461 | 483.207691301193 | -22.2076913011930 |
5 | 455 | 471.531582390655 | -16.5315823906553 |
6 | 456 | 468.744811999667 | -12.7448119996669 |
7 | 517 | 528.263566832007 | -11.2635668320070 |
8 | 525 | 537.974228312458 | -12.9742283124576 |
9 | 523 | 537.620920910205 | -14.6209209102047 |
10 | 519 | 524.220920910205 | -5.22092091020473 |
11 | 509 | 503.948858675612 | 5.0511413243883 |
12 | 512 | 508.710259429754 | 3.28974057024589 |
13 | 519 | 511.84096634907 | 7.15903365092962 |
14 | 517 | 517.274429337806 | -0.274429337805853 |
15 | 510 | 512.699798974652 | -2.69979897465177 |
16 | 509 | 501.917075259608 | 7.08292474039182 |
17 | 501 | 490.24096634907 | 10.7590336509296 |
18 | 507 | 501.921121935553 | 5.07887806444706 |
19 | 569 | 554.206413779158 | 14.7935862208424 |
20 | 580 | 568.25715305285 | 11.7428469471505 |
21 | 578 | 567.903845650597 | 10.0961543494035 |
22 | 565 | 551.610460455102 | 13.3895395448976 |
23 | 547 | 538.571861209245 | 8.42813879075522 |
24 | 555 | 536.099798974652 | 18.9002010253482 |
25 | 562 | 540.677198491715 | 21.3228015082849 |
26 | 561 | 534.537120698474 | 26.4628793015261 |
27 | 555 | 525.622412542079 | 29.3775874579215 |
28 | 544 | 530.753307402253 | 13.2466925977471 |
29 | 537 | 536.43750966468 | 0.562490335319803 |
30 | 543 | 535.097431871439 | 7.90256812856106 |
31 | 594 | 590.276108910538 | 3.72389108946224 |
32 | 611 | 597.093385195494 | 13.9066148045058 |
33 | 613 | 593.846692597747 | 19.1533074022529 |
34 | 611 | 593.466925977471 | 17.5330740225291 |
35 | 594 | 571.748171145131 | 22.2518288548692 |
36 | 595 | 567.829416312791 | 27.1705836872093 |
37 | 591 | 573.853508427601 | 17.1464915723989 |
38 | 589 | 576.393586220842 | 12.6064137791576 |
39 | 584 | 577.605726248677 | 6.39427375132333 |
40 | 573 | 566.823002533633 | 6.17699746636692 |
41 | 567 | 558.04027881859 | 8.9597211814105 |
42 | 569 | 566.827049209578 | 2.17295079042217 |
43 | 621 | 623.452418846424 | -2.45241884642379 |
44 | 629 | 633.163080326874 | -4.16308032687435 |
45 | 628 | 634.256465522369 | -6.25646552236853 |
46 | 612 | 610.729617338139 | 1.2703826618611 |
47 | 595 | 594.797632896787 | 0.202367103212828 |
48 | 597 | 599.55903365093 | -2.55903365092959 |
49 | 593 | 601.243047972499 | -8.24304797249874 |
50 | 590 | 596.549662777005 | -6.54966277700462 |
51 | 580 | 580.401491631874 | -0.401491631873829 |
52 | 574 | 578.298923503313 | -4.29892350331279 |
53 | 573 | 576.749662777005 | -3.74966277700462 |
54 | 573 | 575.409584983763 | -2.40958498376335 |
55 | 620 | 624.801491631874 | -4.80149163187383 |
56 | 626 | 634.512153112324 | -8.5121531123244 |
57 | 620 | 628.372075319083 | -8.37207531908314 |
58 | 588 | 614.972075319083 | -26.9720753190831 |
59 | 566 | 601.933476073226 | -35.9334760732256 |
60 | 557 | 603.801491631874 | -46.8014916318738 |