Multiple Linear Regression - Estimated Regression Equation |
Werkloosheid[t] = + 457765.301103989 + 11876.1848290599Eulanden[t] + 10869.7213912630M1[t] + 6052.97679249759M2[t] -3298.93447293448M3[t] -12600.8457383666M4[t] -22518.4544753087M5[t] -22849.3657407407M6[t] + 29377.0563271605M7[t] + 40039.811728395M8[t] + 37136.2337962963M9[t] + 22344.4891975309M10[t] + 1159.91126543210M11[t] + 2006.9112654321t + 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) | 457765.301103989 | 9668.577393 | 47.3457 | 0 | 0 |
Eulanden | 11876.1848290599 | 9066.188726 | 1.3099 | 0.19538 | 0.09769 |
M1 | 10869.7213912630 | 11130.337097 | 0.9766 | 0.33283 | 0.166415 |
M2 | 6052.97679249759 | 11111.272566 | 0.5448 | 0.588007 | 0.294004 |
M3 | -3298.93447293448 | 11096.421953 | -0.2973 | 0.767302 | 0.383651 |
M4 | -12600.8457383666 | 11085.802193 | -1.1367 | 0.260353 | 0.130176 |
M5 | -22518.4544753087 | 11154.731138 | -2.0187 | 0.048146 | 0.024073 |
M6 | -22849.3657407407 | 11127.243369 | -2.0535 | 0.044546 | 0.022273 |
M7 | 29377.0563271605 | 11103.931339 | 2.6456 | 0.010476 | 0.005238 |
M8 | 40039.811728395 | 11084.821394 | 3.6121 | 0.000635 | 0.000318 |
M9 | 37136.2337962963 | 11069.935297 | 3.3547 | 0.001405 | 0.000703 |
M10 | 22344.4891975309 | 11059.290102 | 2.0204 | 0.047965 | 0.023983 |
M11 | 1159.91126543210 | 11052.898064 | 0.1049 | 0.916784 | 0.458392 |
t | 2006.9112654321 | 217.057555 | 9.246 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.949724010267909 |
R-squared | 0.901975695679359 |
Adjusted R-squared | 0.880004730917835 |
F-TEST (value) | 41.0530764338102 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 58 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 19140.4891497739 |
Sum Squared Residuals | 21248782843.7715 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 467037 | 470641.933760684 | -3604.93376068378 |
2 | 460070 | 467832.100427350 | -7762.10042735052 |
3 | 447988 | 460487.100427350 | -12499.1004273505 |
4 | 442867 | 453192.100427350 | -10325.1004273504 |
5 | 436087 | 445281.402955840 | -9194.40295584049 |
6 | 431328 | 446957.402955840 | -15629.4029558404 |
7 | 484015 | 501190.736289174 | -17175.7362891738 |
8 | 509673 | 513860.40295584 | -4187.40295584049 |
9 | 512927 | 512963.736289174 | -36.7362891737525 |
10 | 502831 | 500178.90295584 | 2652.09704415958 |
11 | 470984 | 481001.236289174 | -10017.2362891738 |
12 | 471067 | 481848.236289174 | -10781.2362891738 |
13 | 476049 | 494724.868945869 | -18675.8689458689 |
14 | 474605 | 491915.035612536 | -17310.0356125355 |
15 | 470439 | 484570.035612536 | -14131.0356125356 |
16 | 461251 | 477275.035612536 | -16024.0356125356 |
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 | -5676.83814102564 |
23 | 509239 | 505084.171474359 | 4154.82852564102 |
24 | 512238 | 505931.171474359 | 6306.82852564102 |
25 | 519164 | 518807.804131054 | 356.195868945878 |
26 | 517009 | 515997.970797721 | 1011.0292022792 |
27 | 509933 | 508652.970797721 | 1280.02920227921 |
28 | 509127 | 501357.970797721 | 7769.0292022792 |
29 | 500857 | 493447.273326211 | 7409.72667378918 |
30 | 506971 | 495123.273326211 | 11847.7266737892 |
31 | 569323 | 549356.606659544 | 19966.3933404558 |
32 | 579714 | 562026.273326211 | 17687.7266737892 |
33 | 577992 | 561129.606659544 | 16862.3933404558 |
34 | 565464 | 548344.773326211 | 17119.2266737892 |
35 | 547344 | 529167.106659544 | 18176.8933404558 |
36 | 554788 | 530014.106659544 | 24773.8933404558 |
37 | 562325 | 542890.739316239 | 19434.2606837607 |
38 | 560854 | 540080.905982906 | 20773.094017094 |
39 | 555332 | 532735.905982906 | 22596.0940170940 |
40 | 543599 | 525440.905982906 | 18158.094017094 |
41 | 536662 | 529406.393340456 | 7255.60665954417 |
42 | 542722 | 531082.393340456 | 11639.6066595442 |
43 | 593530 | 585315.726673789 | 8214.27332621082 |
44 | 610763 | 597985.393340456 | 12777.6066595442 |
45 | 612613 | 597088.726673789 | 15524.2733262108 |
46 | 611324 | 584303.893340456 | 27020.1066595442 |
47 | 594167 | 565126.226673789 | 29040.7733262108 |
48 | 595454 | 565973.226673789 | 29480.7733262108 |
49 | 590865 | 578849.859330484 | 12015.1406695157 |
50 | 589379 | 576040.025997151 | 13338.974002849 |
51 | 584428 | 568695.025997151 | 15732.974002849 |
52 | 573100 | 561400.025997151 | 11699.974002849 |
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 | 6194.83814102564 |
60 | 597141 | 590056.161858974 | 7084.83814102564 |
61 | 593408 | 602932.794515669 | -9524.7945156695 |
62 | 590072 | 600122.961182336 | -10050.9611823362 |
63 | 579799 | 592777.961182336 | -12978.9611823362 |
64 | 574205 | 585482.961182336 | -11277.9611823362 |
65 | 572775 | 577572.263710826 | -4797.2637108262 |
66 | 572942 | 579248.263710826 | -6306.26371082622 |
67 | 619567 | 633481.59704416 | -13914.5970441596 |
68 | 625809 | 646151.263710826 | -20342.2637108262 |
69 | 619916 | 645254.59704416 | -25338.5970441595 |
70 | 587625 | 632469.763710826 | -44844.7637108262 |
71 | 565742 | 613292.09704416 | -47550.0970441595 |
72 | 557274 | 614139.097044160 | -56865.0970441595 |