Multiple Linear Regression - Ordinary Least Squares | |||||
Variable | Parameter | S.E. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
Mannen[t] | 0.545102 | 0.022435 | 24.296561 | 0 | 0 |
Vrouwen[t] | 0.445644 | 0.02122 | 21.001634 | 0 | 0 |
Constant | 0.002628 | 0.119973 | 0.021909 | 0.982625 | 0.491312 |
Totaal[t-1] | 0.055982 | 0.160329 | 0.349169 | 0.728707 | 0.364353 |
Totaal[t-2] | -0.10957 | 0.17858 | -0.613561 | 0.542815 | 0.271407 |
Totaal[t-3] | 0.123655 | 0.178517 | 0.692678 | 0.492324 | 0.246162 |
Totaal[t-4] | -0.081384 | 0.176668 | -0.460662 | 0.647417 | 0.323709 |
Totaal[t-5] | -0.121575 | 0.169671 | -0.716538 | 0.477625 | 0.238813 |
Totaal[t-6] | -0.070156 | 0.17606 | -0.398479 | 0.692296 | 0.346148 |
Totaal[t-7] | 0.028663 | 0.174695 | 0.164075 | 0.870459 | 0.43523 |
Totaal[t-8] | 0.11689 | 0.178972 | 0.653116 | 0.517241 | 0.258621 |
Totaal[t-9] | -0.010918 | 0.183208 | -0.059593 | 0.952762 | 0.476381 |
Totaal[t-10] | -0.165451 | 0.18891 | -0.875821 | 0.386109 | 0.193055 |
Totaal[t-11] | 0.046756 | 0.184058 | 0.254031 | 0.800711 | 0.400356 |
Totaal[t-12] | 0.032703 | 0.190612 | 0.171571 | 0.864599 | 0.432299 |
Mannen[t-1] | -0.025338 | 0.095852 | -0.264349 | 0.792804 | 0.396402 |
Vrouwen[t-1] | -0.018909 | 0.074623 | -0.253396 | 0.801199 | 0.400599 |
Mannen[t-2] | 0.059596 | 0.106853 | 0.557741 | 0.579982 | 0.289991 |
Vrouwen[t-2] | 0.036649 | 0.081302 | 0.450774 | 0.654471 | 0.327236 |
Mannen[t-3] | -0.06347 | 0.10863 | -0.584273 | 0.562162 | 0.281081 |
Vrouwen[t-3] | -0.047961 | 0.077806 | -0.616417 | 0.540946 | 0.270473 |
Mannen[t-4] | 0.025359 | 0.108076 | 0.234637 | 0.815631 | 0.407815 |
Vrouwen[t-4] | 0.045284 | 0.075461 | 0.600099 | 0.551664 | 0.275832 |
Mannen[t-5] | 0.081226 | 0.103013 | 0.788502 | 0.434831 | 0.217416 |
Vrouwen[t-5] | 0.050331 | 0.072638 | 0.692896 | 0.492189 | 0.246094 |
Mannen[t-6] | 0.043561 | 0.106994 | 0.407133 | 0.685978 | 0.342989 |
Vrouwen[t-6] | 0.031407 | 0.074962 | 0.418971 | 0.677372 | 0.338686 |
Mannen[t-7] | -0.004833 | 0.105858 | -0.045654 | 0.963803 | 0.481901 |
Vrouwen[t-7] | -0.022429 | 0.073582 | -0.304813 | 0.762014 | 0.381007 |
Mannen[t-8] | -0.057813 | 0.10875 | -0.531617 | 0.597792 | 0.298896 |
Vrouwen[t-8] | -0.061487 | 0.07557 | -0.813643 | 0.420438 | 0.210219 |
Mannen[t-9] | -0.037412 | 0.107982 | -0.346465 | 0.730723 | 0.365361 |
Vrouwen[t-9] | 0.034111 | 0.079507 | 0.429027 | 0.670096 | 0.335048 |
Mannen[t-10] | 0.13284 | 0.109471 | 1.213475 | 0.231729 | 0.115864 |
Vrouwen[t-10] | 0.050604 | 0.082707 | 0.61184 | 0.543942 | 0.271971 |
Mannen[t-11] | -0.032971 | 0.108617 | -0.303553 | 0.762967 | 0.381484 |
Vrouwen[t-11] | -0.027521 | 0.080823 | -0.340508 | 0.735172 | 0.367586 |
Mannen[t-12] | -0.025188 | 0.109118 | -0.230832 | 0.818566 | 0.409283 |
Vrouwen[t-12] | -0.003647 | 0.0831 | -0.043886 | 0.965203 | 0.482602 |
Variable | Elasticity | S.E.* | T-STAT H0: |elast| = 1 | 2-tail p-value | 1-tail p-value |
%Mannen[t] | 0.490002 | 0.020168 | -25.28803 | 0 | 0 |
%Vrouwen[t] | 0.503122 | 0.023956 | -20.741001 | 0 | 0 |
%Constant | 0.000334 | 0.015229 | -65.641121 | 0 | 0 |
%Totaal[t-1] | 0.055903 | 0.160103 | -5.89682 | 1E-06 | 0 |
%Totaal[t-2] | -0.109209 | 0.177993 | -5.004646 | 1E-05 | 5E-06 |
%Totaal[t-3] | 0.123112 | 0.177733 | -4.933723 | 1.3E-05 | 7E-06 |
%Totaal[t-4] | -0.080976 | 0.175782 | -5.228207 | 5E-06 | 3E-06 |
%Totaal[t-5] | -0.120908 | 0.16874 | -5.209744 | 5E-06 | 3E-06 |
%Totaal[t-6] | -0.069661 | 0.174818 | -5.32175 | 4E-06 | 2E-06 |
%Totaal[t-7] | 0.028403 | 0.173107 | -5.61269 | 1E-06 | 1E-06 |
%Totaal[t-8] | 0.115534 | 0.176897 | -4.999899 | 1.1E-05 | 5E-06 |
%Totaal[t-9] | -0.010766 | 0.180652 | -5.475897 | 2E-06 | 1E-06 |
%Totaal[t-10] | -0.162962 | 0.186068 | -4.498566 | 5.3E-05 | 2.7E-05 |
%Totaal[t-11] | 0.046002 | 0.181087 | -5.268177 | 4E-06 | 2E-06 |
%Totaal[t-12] | 0.03214 | 0.187326 | -5.166721 | 6E-06 | 3E-06 |
%Mannen[t-1] | -0.022733 | 0.085998 | -11.363806 | 0 | 0 |
%Vrouwen[t-1] | -0.021333 | 0.084189 | -11.624612 | 0 | 0 |
%Mannen[t-2] | 0.053357 | 0.095667 | -9.895216 | 0 | 0 |
%Vrouwen[t-2] | 0.041295 | 0.091609 | -10.465145 | 0 | 0 |
%Mannen[t-3] | -0.056726 | 0.097088 | -9.715664 | 0 | 0 |
%Vrouwen[t-3] | -0.054019 | 0.087634 | -10.794677 | 0 | 0 |
%Mannen[t-4] | 0.022628 | 0.09644 | -10.134506 | 0 | 0 |
%Vrouwen[t-4] | 0.051025 | 0.085028 | -11.160734 | 0 | 0 |
%Mannen[t-5] | 0.072366 | 0.091777 | -10.107499 | 0 | 0 |
%Vrouwen[t-5] | 0.056759 | 0.081916 | -11.514752 | 0 | 0 |
%Mannen[t-6] | 0.038707 | 0.095072 | -10.111215 | 0 | 0 |
%Vrouwen[t-6] | 0.035408 | 0.084513 | -11.413529 | 0 | 0 |
%Mannen[t-7] | -0.004281 | 0.093765 | -10.619359 | 0 | 0 |
%Vrouwen[t-7] | -0.025262 | 0.082876 | -11.761387 | 0 | 0 |
%Mannen[t-8] | -0.051036 | 0.096002 | -9.884847 | 0 | 0 |
%Vrouwen[t-8] | -0.069148 | 0.084985 | -10.953112 | 0 | 0 |
%Mannen[t-9] | -0.032915 | 0.095002 | -10.17959 | 0 | 0 |
%Vrouwen[t-9] | 0.038307 | 0.089288 | -10.770649 | 0 | 0 |
%Mannen[t-10] | 0.116706 | 0.096175 | -9.184225 | 0 | 0 |
%Vrouwen[t-10] | 0.056774 | 0.092791 | -10.165013 | 0 | 0 |
%Mannen[t-11] | -0.028936 | 0.095323 | -10.187075 | 0 | 0 |
%Vrouwen[t-11] | -0.030855 | 0.090614 | -10.69534 | 0 | 0 |
%Mannen[t-12] | -0.022073 | 0.095626 | -10.22662 | 0 | 0 |
%Vrouwen[t-12] | -0.004085 | 0.093076 | -10.700041 | 0 | 0 |
Variable | Stand. Coeff. | S.E.* | T-STAT H0: coeff = 0 | 2-tail p-value | 1-tail p-value |
S-Mannen[t] | 0.554734 | 0.022832 | 24.296561 | 0 | 0 |
S-Vrouwen[t] | 0.520155 | 0.024767 | 21.001634 | 0 | 0 |
S-Constant | 0 | 0 | 0 | 1 | 0.5 |
S-Totaal[t-1] | 0.056776 | 0.162603 | 0.349169 | 0.728707 | 0.364353 |
S-Totaal[t-2] | -0.112706 | 0.183692 | -0.613561 | 0.542815 | 0.271407 |
S-Totaal[t-3] | 0.128111 | 0.184951 | 0.692678 | 0.492324 | 0.246162 |
S-Totaal[t-4] | -0.084759 | 0.183993 | -0.460662 | 0.647417 | 0.323709 |
S-Totaal[t-5] | -0.126913 | 0.17712 | -0.716538 | 0.477625 | 0.238813 |
S-Totaal[t-6] | -0.074013 | 0.185738 | -0.398479 | 0.692296 | 0.346148 |
S-Totaal[t-7] | 0.030826 | 0.187879 | 0.164075 | 0.870459 | 0.43523 |
S-Totaal[t-8] | 0.12797 | 0.195938 | 0.653116 | 0.517241 | 0.258621 |
S-Totaal[t-9] | -0.012093 | 0.202918 | -0.059593 | 0.952762 | 0.476381 |
S-Totaal[t-10] | -0.184199 | 0.210316 | -0.875821 | 0.386109 | 0.193055 |
S-Totaal[t-11] | 0.052187 | 0.205434 | 0.254031 | 0.800711 | 0.400356 |
S-Totaal[t-12] | 0.0365 | 0.21274 | 0.171571 | 0.864599 | 0.432299 |
S-Mannen[t-1] | -0.026454 | 0.100074 | -0.264349 | 0.792804 | 0.396402 |
S-Vrouwen[t-1] | -0.022114 | 0.087269 | -0.253396 | 0.801199 | 0.400599 |
S-Mannen[t-2] | 0.063798 | 0.114386 | 0.557741 | 0.579982 | 0.289991 |
S-Vrouwen[t-2] | 0.042879 | 0.095123 | 0.450774 | 0.654471 | 0.327236 |
S-Mannen[t-3] | -0.069167 | 0.118382 | -0.584273 | 0.562162 | 0.281081 |
S-Vrouwen[t-3] | -0.056094 | 0.091001 | -0.616417 | 0.540946 | 0.270473 |
S-Mannen[t-4] | 0.028085 | 0.119695 | 0.234637 | 0.815631 | 0.407815 |
S-Vrouwen[t-4] | 0.052931 | 0.088204 | 0.600099 | 0.551664 | 0.275832 |
S-Mannen[t-5] | 0.091074 | 0.115503 | 0.788502 | 0.434831 | 0.217416 |
S-Vrouwen[t-5] | 0.058898 | 0.085003 | 0.692896 | 0.492189 | 0.246094 |
S-Mannen[t-6] | 0.049931 | 0.12264 | 0.407133 | 0.685978 | 0.342989 |
S-Vrouwen[t-6] | 0.036763 | 0.087746 | 0.418971 | 0.677372 | 0.338686 |
S-Mannen[t-7] | -0.005702 | 0.124899 | -0.045654 | 0.963803 | 0.481901 |
S-Vrouwen[t-7] | -0.026379 | 0.086542 | -0.304813 | 0.762014 | 0.381007 |
S-Mannen[t-8] | -0.069862 | 0.131414 | -0.531617 | 0.597792 | 0.298896 |
S-Vrouwen[t-8] | -0.072716 | 0.08937 | -0.813643 | 0.420438 | 0.210219 |
S-Mannen[t-9] | -0.046096 | 0.133045 | -0.346465 | 0.730723 | 0.365361 |
S-Vrouwen[t-9] | 0.040374 | 0.094105 | 0.429027 | 0.670096 | 0.335048 |
S-Mannen[t-10] | 0.164667 | 0.135699 | 1.213475 | 0.231729 | 0.115864 |
S-Vrouwen[t-10] | 0.060087 | 0.098207 | 0.61184 | 0.543942 | 0.271971 |
S-Mannen[t-11] | -0.040982 | 0.135007 | -0.303553 | 0.762967 | 0.381484 |
S-Vrouwen[t-11] | -0.0327 | 0.096033 | -0.340508 | 0.735172 | 0.367586 |
S-Mannen[t-12] | -0.031346 | 0.135797 | -0.230832 | 0.818566 | 0.409283 |
S-Vrouwen[t-12] | -0.004323 | 0.098499 | -0.043886 | 0.965203 | 0.482602 |
*Note | computed against deterministic endogenous series | ||||
Variable | Partial Correlation | ||||
Mannen[t] | 0.966219 | ||||
Vrouwen[t] | 0.95554 | ||||
Constant | 0.003381 | ||||
Totaal[t-1] | 0.0538 | ||||
Totaal[t-2] | -0.094253 | ||||
Totaal[t-3] | 0.106277 | ||||
Totaal[t-4] | -0.070903 | ||||
Totaal[t-5] | -0.109895 | ||||
Totaal[t-6] | -0.061371 | ||||
Totaal[t-7] | 0.025309 | ||||
Totaal[t-8] | 0.10027 | ||||
Totaal[t-9] | -0.009195 | ||||
Totaal[t-10] | -0.133925 | ||||
Totaal[t-11] | 0.039168 | ||||
Totaal[t-12] | 0.026465 | ||||
Mannen[t-1] | -0.040756 | ||||
Vrouwen[t-1] | -0.03907 | ||||
Mannen[t-2] | 0.085744 | ||||
Vrouwen[t-2] | 0.069388 | ||||
Mannen[t-3] | -0.089791 | ||||
Vrouwen[t-3] | -0.094688 | ||||
Mannen[t-4] | 0.036182 | ||||
Vrouwen[t-4] | 0.092203 | ||||
Mannen[t-5] | 0.120778 | ||||
Vrouwen[t-5] | 0.10631 | ||||
Mannen[t-6] | 0.062698 | ||||
Vrouwen[t-6] | 0.064514 | ||||
Mannen[t-7] | -0.007044 | ||||
Vrouwen[t-7] | -0.046982 | ||||
Mannen[t-8] | -0.081756 | ||||
Vrouwen[t-8] | -0.12457 | ||||
Mannen[t-9] | -0.053385 | ||||
Vrouwen[t-9] | 0.066056 | ||||
Mannen[t-10] | 0.184045 | ||||
Vrouwen[t-10] | 0.093991 | ||||
Mannen[t-11] | -0.046788 | ||||
Vrouwen[t-11] | -0.052469 | ||||
Mannen[t-12] | -0.035596 | ||||
Vrouwen[t-12] | -0.006772 | ||||
Critical Values (alpha = 5%) | |||||
1-tail CV at 5% | 1.69 | ||||
2-tail CV at 5% | 2.02 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.999068 |
R-squared | 0.998137 |
Adjusted R-squared | 0.996452 |
F-TEST | 592.218215 |
Observations | 81 |
Degrees of Freedom | 42 |
Multiple Linear Regression - Residual Statistics | |
Standard Error | 0.044923 |
Sum Squared Errors | 0.084759 |
Log Likelihood | 162.992898 |
# e[t] > 0 | 52 |
# e[t] < 0 | 41 |
# Runs | 41 |
Stand. Normal Runs Statistic | -1.237269 |
Multiple Linear Regression - Ad Hoc Selection Test Statistics | |
Akaike (1969) Final Prediction Error | 0.00299 |
Akaike (1973) Log Information Criterion | -5.89943 |
Akaike (1974) Information Criterion | 0.002741 |
Schwarz (1978) Log Criterion | -4.746547 |
Schwarz (1978) Criterion | 0.008682 |
Craven-Wahba (1979) Generalized Cross Validation | 0.003892 |
Hannan-Quinn (1979) Criterion | 0.004353 |
Rice (1984) Criterion | 0.028253 |
Shibata (1981) Criterion | 0.002054 |
Multiple Linear Regression - Analysis of Variance | |||
ANOVA | DF | Sum of Squares | Mean Square |
Regression | 38 | 45.415241 | 1.195138 |
Residual | 42 | 0.084759 | 0.002018 |
Total | 80 | 45.5 | 0.56875 |
F-TEST | 592.218215 | ||
p-value | 0 |