Multiple Linear Regression - Estimated Regression Equation |
Werkloosheid[t] = + 505931.171474359 + 84124.9903846154EUlanden[t] + 835.165064102585M1[t] -1974.66826923081M2[t] -9319.6682692308M3[t] -16614.6682692308M4[t] -36566.8333333334M5[t] -34890.8333333333M6[t] + 19342.5000000000M7[t] + 32012.1666666666M8[t] + 31115.5M9[t] + 18330.6666666667M10[t] -847.000000000007M11[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) | 505931.171474359 | 12702.293789 | 39.8299 | 0 | 0 |
EUlanden | 84124.9903846154 | 7169.587706 | 11.7336 | 0 | 0 |
M1 | 835.165064102585 | 17274.921182 | 0.0483 | 0.961604 | 0.480802 |
M2 | -1974.66826923081 | 17274.921182 | -0.1143 | 0.909381 | 0.454691 |
M3 | -9319.6682692308 | 17274.921182 | -0.5395 | 0.591578 | 0.295789 |
M4 | -16614.6682692308 | 17274.921182 | -0.9618 | 0.340086 | 0.170043 |
M5 | -36566.8333333334 | 17233.544066 | -2.1218 | 0.038061 | 0.01903 |
M6 | -34890.8333333333 | 17233.544066 | -2.0246 | 0.047444 | 0.023722 |
M7 | 19342.5000000000 | 17233.544066 | 1.1224 | 0.26625 | 0.133125 |
M8 | 32012.1666666666 | 17233.544066 | 1.8575 | 0.068226 | 0.034113 |
M9 | 31115.5 | 17233.544066 | 1.8055 | 0.076096 | 0.038048 |
M10 | 18330.6666666667 | 17233.544066 | 1.0637 | 0.291816 | 0.145908 |
M11 | -847.000000000007 | 17233.544066 | -0.0491 | 0.960967 | 0.480484 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.870341412865593 |
R-squared | 0.757494174948876 |
Adjusted R-squared | 0.70817095629441 |
F-TEST (value) | 15.3577604141268 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 59 |
p-value | 5.59552404411079e-14 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 29849.3739164386 |
Sum Squared Residuals | 52568122268.9984 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 467037 | 506766.336538461 | -39729.3365384614 |
2 | 460070 | 503956.503205128 | -43886.5032051283 |
3 | 447988 | 496611.503205128 | -48623.5032051282 |
4 | 442867 | 489316.503205128 | -46449.5032051281 |
5 | 436087 | 469364.338141026 | -33277.3381410257 |
6 | 431328 | 471040.338141026 | -39712.3381410256 |
7 | 484015 | 525273.671474359 | -41258.671474359 |
8 | 509673 | 537943.338141026 | -28270.3381410257 |
9 | 512927 | 537046.671474359 | -24119.6714743590 |
10 | 502831 | 524261.838141026 | -21430.8381410256 |
11 | 470984 | 505084.171474359 | -34100.1714743589 |
12 | 471067 | 505931.171474359 | -34864.171474359 |
13 | 476049 | 506766.336538462 | -30717.3365384616 |
14 | 474605 | 503956.503205128 | -29351.5032051282 |
15 | 470439 | 496611.503205128 | -26172.5032051282 |
16 | 461251 | 489316.503205128 | -28065.5032051282 |
17 | 454724 | 469364.338141026 | -14640.3381410256 |
18 | 455626 | 471040.338141026 | -15414.3381410256 |
19 | 516847 | 525273.671474359 | -8426.67147435898 |
20 | 525192 | 537943.338141026 | -12751.3381410256 |
21 | 522975 | 537046.671474359 | -14071.6714743590 |
22 | 518585 | 524261.838141026 | -5676.83814102565 |
23 | 509239 | 505084.171474359 | 4154.82852564102 |
24 | 512238 | 505931.171474359 | 6306.828525641 |
25 | 519164 | 506766.336538462 | 12397.6634615384 |
26 | 517009 | 503956.503205128 | 13052.4967948718 |
27 | 509933 | 496611.503205128 | 13321.4967948718 |
28 | 509127 | 489316.503205128 | 19810.4967948718 |
29 | 500857 | 469364.338141026 | 31492.6618589744 |
30 | 506971 | 471040.338141026 | 35930.6618589744 |
31 | 569323 | 525273.671474359 | 44049.328525641 |
32 | 579714 | 537943.338141026 | 41770.6618589744 |
33 | 577992 | 537046.671474359 | 40945.328525641 |
34 | 565464 | 524261.838141026 | 41202.1618589743 |
35 | 547344 | 505084.171474359 | 42259.828525641 |
36 | 554788 | 505931.171474359 | 48856.828525641 |
37 | 562325 | 506766.336538462 | 55558.6634615384 |
38 | 560854 | 503956.503205128 | 56897.4967948718 |
39 | 555332 | 496611.503205128 | 58720.4967948718 |
40 | 543599 | 489316.503205128 | 54282.4967948718 |
41 | 536662 | 553489.328525641 | -16827.328525641 |
42 | 542722 | 555165.328525641 | -12443.3285256410 |
43 | 593530 | 609398.661858974 | -15868.6618589744 |
44 | 610763 | 622068.328525641 | -11305.3285256410 |
45 | 612613 | 621171.661858974 | -8558.66185897436 |
46 | 611324 | 608386.828525641 | 2937.17147435897 |
47 | 594167 | 589209.161858974 | 4957.83814102564 |
48 | 595454 | 590056.161858974 | 5397.83814102562 |
49 | 590865 | 590891.326923077 | -26.3269230769674 |
50 | 589379 | 588081.493589744 | 1297.50641025640 |
51 | 584428 | 580736.493589744 | 3691.50641025642 |
52 | 573100 | 573441.493589744 | -341.493589743584 |
53 | 567456 | 553489.328525641 | 13966.671474359 |
54 | 569028 | 555165.328525641 | 13862.6714743590 |
55 | 620735 | 609398.661858974 | 11336.3381410256 |
56 | 628884 | 622068.328525641 | 6815.67147435899 |
57 | 628232 | 621171.661858974 | 7060.33814102564 |
58 | 612117 | 608386.828525641 | 3730.17147435897 |
59 | 595404 | 589209.161858974 | 6194.83814102563 |
60 | 597141 | 590056.161858974 | 7084.83814102562 |
61 | 593408 | 590891.326923077 | 2516.67307692304 |
62 | 590072 | 588081.493589744 | 1990.50641025640 |
63 | 579799 | 580736.493589744 | -937.49358974358 |
64 | 574205 | 573441.493589744 | 763.506410256416 |
65 | 572775 | 553489.328525641 | 19285.6714743590 |
66 | 572942 | 555165.328525641 | 17776.6714743590 |
67 | 619567 | 609398.661858974 | 10168.3381410256 |
68 | 625809 | 622068.328525641 | 3740.67147435899 |
69 | 619916 | 621171.661858974 | -1255.66185897437 |
70 | 587625 | 608386.828525641 | -20761.8285256410 |
71 | 565742 | 589209.161858974 | -23467.1618589744 |
72 | 557274 | 590056.161858974 | -32782.1618589744 |