| Multiple Linear Regression - Estimated Regression Equation |
| OPENVAC[t] = + 24502.0486346266 -0.0276138848081947NWWZ[t] + 1.0857739331349ONTVANGJOB[t] + 65.9822513835042Producentenvertrouwen[t] -63.5471571335748t + 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) | 24502.0486346266 | 5707.233694 | 4.2932 | 4.2e-05 | 2.1e-05 |
| NWWZ | -0.0276138848081947 | 0.01531 | -1.8036 | 0.074395 | 0.037197 |
| ONTVANGJOB | 1.0857739331349 | 0.136271 | 7.9677 | 0 | 0 |
| Producentenvertrouwen | 65.9822513835042 | 44.812003 | 1.4724 | 0.144144 | 0.072072 |
| t | -63.5471571335748 | 22.079276 | -2.8781 | 0.004921 | 0.00246 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.926093106592916 |
| R-squared | 0.857648442078918 |
| Adjusted R-squared | 0.851778274741966 |
| F-TEST (value) | 146.102895002694 |
| F-TEST (DF numerator) | 4 |
| F-TEST (DF denominator) | 97 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 3269.69891642159 |
| Sum Squared Residuals | 1037020307.39271 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 44164 | 46615.5754799891 | -2451.57547998911 |
| 2 | 40399 | 42206.1193273118 | -1807.11932731183 |
| 3 | 36763 | 40368.7159627771 | -3605.71596277708 |
| 4 | 37903 | 46202.0187708006 | -8299.01877080055 |
| 5 | 35532 | 38583.8240249475 | -3051.82402494746 |
| 6 | 35533 | 38702.6336931507 | -3169.63369315069 |
| 7 | 32110 | 34218.1557335582 | -2108.15573355822 |
| 8 | 33374 | 34248.5522584808 | -874.552258480842 |
| 9 | 35462 | 37136.4143314798 | -1674.41433147978 |
| 10 | 33508 | 36609.8174050008 | -3101.81740500077 |
| 11 | 36080 | 34149.7972288941 | 1930.20277110593 |
| 12 | 34560 | 33085.2642422234 | 1474.73575777664 |
| 13 | 38737 | 38068.5724348684 | 668.427565131568 |
| 14 | 38144 | 37090.3088483555 | 1053.69115164449 |
| 15 | 37594 | 37557.5258419697 | 36.4741580302959 |
| 16 | 36424 | 38983.2028735992 | -2559.20287359916 |
| 17 | 36843 | 37075.7331169693 | -232.733116969348 |
| 18 | 37246 | 38088.6946129885 | -842.694612988488 |
| 19 | 38661 | 34905.8257928127 | 3755.17420718731 |
| 20 | 40454 | 35584.3065663293 | 4869.69343367068 |
| 21 | 44928 | 42683.270259383 | 2244.72974061698 |
| 22 | 48441 | 44787.137823735 | 3653.86217626502 |
| 23 | 48140 | 40536.8670005209 | 7603.13299947907 |
| 24 | 45998 | 40238.0578149802 | 5759.94218501976 |
| 25 | 47369 | 44415.7910945824 | 2953.2089054176 |
| 26 | 49554 | 43227.6933172429 | 6326.30668275705 |
| 27 | 47510 | 45888.5198785353 | 1621.4801214647 |
| 28 | 44873 | 42192.4689986015 | 2680.53100139846 |
| 29 | 45344 | 45628.46708072 | -284.467080719964 |
| 30 | 42413 | 46493.0311198783 | -4080.03111987827 |
| 31 | 36912 | 36740.0636607749 | 171.936339225108 |
| 32 | 43452 | 41112.1138372391 | 2339.88616276086 |
| 33 | 42142 | 45603.4774441269 | -3461.47744412685 |
| 34 | 44382 | 43144.6458855353 | 1237.35411446465 |
| 35 | 43636 | 42959.315509834 | 676.684490166034 |
| 36 | 44167 | 43831.6312030632 | 335.36879693684 |
| 37 | 44423 | 46490.1036996454 | -2067.10369964542 |
| 38 | 42868 | 43256.9556422134 | -388.955642213402 |
| 39 | 43908 | 43329.4403934403 | 578.559606559654 |
| 40 | 42013 | 46059.1073398291 | -4046.10733982908 |
| 41 | 38846 | 41482.0726879045 | -2636.07268790446 |
| 42 | 35087 | 42012.2040617962 | -6925.20406179617 |
| 43 | 33026 | 34408.2113830849 | -1382.21138308491 |
| 44 | 34646 | 36450.509681203 | -1804.50968120296 |
| 45 | 37135 | 38656.6608588216 | -1521.66085882155 |
| 46 | 37985 | 37693.9587958421 | 291.041204157944 |
| 47 | 43121 | 35947.484985063 | 7173.51501493701 |
| 48 | 43722 | 35137.8786956773 | 8584.1213043227 |
| 49 | 43630 | 38697.6257169565 | 4932.37428304354 |
| 50 | 42234 | 39814.7441290068 | 2419.25587099317 |
| 51 | 39351 | 33846.2715742861 | 5504.72842571394 |
| 52 | 39327 | 39369.4872589551 | -42.4872589550837 |
| 53 | 35704 | 36128.6176492306 | -424.617649230579 |
| 54 | 30466 | 32858.4368627701 | -2392.43686277008 |
| 55 | 28155 | 29433.4144182857 | -1278.41441828566 |
| 56 | 29257 | 30174.8755251375 | -917.875525137522 |
| 57 | 29998 | 30194.2516744782 | -196.251674478202 |
| 58 | 32529 | 31145.3198342873 | 1383.6801657127 |
| 59 | 34787 | 28962.3698738629 | 5824.63012613713 |
| 60 | 33855 | 26990.659360267 | 6864.340639733 |
| 61 | 34556 | 33921.0019607465 | 634.998039253474 |
| 62 | 31348 | 30255.2521715587 | 1092.74782844125 |
| 63 | 30805 | 30969.6459683053 | -164.645968305259 |
| 64 | 28353 | 31684.6501758157 | -3331.65017581571 |
| 65 | 24514 | 27980.3304099269 | -3466.33040992688 |
| 66 | 21106 | 26104.6769370512 | -4998.67693705122 |
| 67 | 21346 | 23617.3768815855 | -2271.37688158548 |
| 68 | 23335 | 25502.8890024371 | -2167.88900243709 |
| 69 | 24379 | 26137.0932290354 | -1758.09322903544 |
| 70 | 26290 | 27612.4711534725 | -1322.47115347246 |
| 71 | 30084 | 25634.1236333224 | 4449.87636667757 |
| 72 | 29429 | 25451.0542665573 | 3977.94573344269 |
| 73 | 30632 | 32450.4485548433 | -1818.44855484334 |
| 74 | 27349 | 26737.0938546585 | 611.906145341528 |
| 75 | 27264 | 27758.4004688102 | -494.400468810244 |
| 76 | 27474 | 30271.1457083394 | -2797.14570833939 |
| 77 | 24482 | 26894.35949104 | -2412.35949103995 |
| 78 | 21453 | 26275.9406806996 | -4822.94068069965 |
| 79 | 18788 | 22406.4281588881 | -3618.42815888811 |
| 80 | 19282 | 22993.3237136088 | -3711.32371360878 |
| 81 | 19713 | 23593.6749137336 | -3880.67491373363 |
| 82 | 21917 | 24847.4315708517 | -2930.43157085171 |
| 83 | 23812 | 22046.3965508337 | 1765.60344916628 |
| 84 | 23785 | 21723.3275920612 | 2061.6724079388 |
| 85 | 24696 | 24636.4468752195 | 59.5531247805228 |
| 86 | 24562 | 23878.1799612358 | 683.820038764213 |
| 87 | 23580 | 23456.7754067074 | 123.224593292646 |
| 88 | 24939 | 24806.3941145964 | 132.605885403618 |
| 89 | 23899 | 25726.3502519365 | -1827.35025193647 |
| 90 | 21454 | 24252.8690047615 | -2798.86900476152 |
| 91 | 19761 | 21468.7060151296 | -1707.70601512962 |
| 92 | 19815 | 22083.4346037271 | -2268.4346037271 |
| 93 | 20780 | 25108.7107795026 | -4328.71077950256 |
| 94 | 23462 | 23738.6297489611 | -276.629748961055 |
| 95 | 25005 | 20854.4260887859 | 4150.57391121415 |
| 96 | 24725 | 20508.8257776857 | 4216.1742223143 |
| 97 | 26198 | 23715.1765035207 | 2482.82349647927 |
| 98 | 27543 | 24657.158095184 | 2885.84190481595 |
| 99 | 26471 | 24898.690571306 | 1572.309428694 |
| 100 | 26558 | 25359.7601159688 | 1198.23988403123 |
| 101 | 25317 | 24858.8683914518 | 458.131608548217 |
| 102 | 22896 | 23599.7880688334 | -703.788068833391 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 8 | 0.0050862698233777 | 0.0101725396467554 | 0.994913730176622 |
| 9 | 0.00110120833991343 | 0.00220241667982687 | 0.998898791660087 |
| 10 | 0.00263473750222936 | 0.00526947500445871 | 0.99736526249777 |
| 11 | 0.0270728617825816 | 0.0541457235651632 | 0.972927138217418 |
| 12 | 0.0111772082784847 | 0.0223544165569694 | 0.988822791721515 |
| 13 | 0.00693704491317744 | 0.0138740898263549 | 0.993062955086823 |
| 14 | 0.00315778438581709 | 0.00631556877163418 | 0.996842215614183 |
| 15 | 0.00145098469638436 | 0.00290196939276873 | 0.998549015303616 |
| 16 | 0.00167876763929588 | 0.00335753527859175 | 0.998321232360704 |
| 17 | 0.000727506586600796 | 0.00145501317320159 | 0.9992724934134 |
| 18 | 0.00115382128102081 | 0.00230764256204161 | 0.99884617871898 |
| 19 | 0.00297429976162061 | 0.00594859952324122 | 0.99702570023838 |
| 20 | 0.00639432203536382 | 0.0127886440707276 | 0.993605677964636 |
| 21 | 0.0075867733545157 | 0.0151735467090314 | 0.992413226645484 |
| 22 | 0.00753626090646535 | 0.0150725218129307 | 0.992463739093535 |
| 23 | 0.011189412263506 | 0.022378824527012 | 0.988810587736494 |
| 24 | 0.00763209974837078 | 0.0152641994967416 | 0.99236790025163 |
| 25 | 0.00941254636471751 | 0.018825092729435 | 0.990587453635282 |
| 26 | 0.00867359941347292 | 0.0173471988269458 | 0.991326400586527 |
| 27 | 0.0128046205771364 | 0.0256092411542728 | 0.987195379422864 |
| 28 | 0.0216325726308096 | 0.0432651452616192 | 0.97836742736919 |
| 29 | 0.0416592343232275 | 0.0833184686464549 | 0.958340765676773 |
| 30 | 0.137427088937075 | 0.274854177874151 | 0.862572911062925 |
| 31 | 0.243314330257414 | 0.486628660514828 | 0.756685669742586 |
| 32 | 0.238647232453938 | 0.477294464907877 | 0.761352767546062 |
| 33 | 0.264785241934477 | 0.529570483868955 | 0.735214758065523 |
| 34 | 0.229881115247341 | 0.459762230494683 | 0.770118884752659 |
| 35 | 0.197569916321781 | 0.395139832643562 | 0.802430083678219 |
| 36 | 0.160279076667539 | 0.320558153335078 | 0.839720923332461 |
| 37 | 0.156469904923108 | 0.312939809846216 | 0.843530095076892 |
| 38 | 0.148397782771973 | 0.296795565543945 | 0.851602217228027 |
| 39 | 0.127876027167029 | 0.255752054334058 | 0.872123972832971 |
| 40 | 0.139676477072372 | 0.279352954144744 | 0.860323522927628 |
| 41 | 0.137089836707772 | 0.274179673415545 | 0.862910163292228 |
| 42 | 0.280126412924167 | 0.560252825848333 | 0.719873587075833 |
| 43 | 0.260743186963863 | 0.521486373927726 | 0.739256813036137 |
| 44 | 0.222070730598679 | 0.444141461197357 | 0.777929269401321 |
| 45 | 0.195061720953525 | 0.390123441907049 | 0.804938279046475 |
| 46 | 0.219040953178397 | 0.438081906356794 | 0.780959046821603 |
| 47 | 0.539009575623854 | 0.921980848752292 | 0.460990424376146 |
| 48 | 0.810318224781449 | 0.379363550437102 | 0.189681775218551 |
| 49 | 0.839553871501246 | 0.320892256997508 | 0.160446128498754 |
| 50 | 0.817054088296453 | 0.365891823407094 | 0.182945911703547 |
| 51 | 0.899258828740407 | 0.201482342519185 | 0.100741171259593 |
| 52 | 0.878408495606267 | 0.243183008787466 | 0.121591504393733 |
| 53 | 0.863282932312255 | 0.273434135375491 | 0.136717067687745 |
| 54 | 0.877789457929723 | 0.244421084140553 | 0.122210542070277 |
| 55 | 0.873949224972433 | 0.252101550055134 | 0.126050775027567 |
| 56 | 0.858976601617952 | 0.282046796764095 | 0.141023398382048 |
| 57 | 0.828967483262433 | 0.342065033475134 | 0.171032516737567 |
| 58 | 0.792980124869863 | 0.414039750260273 | 0.207019875130137 |
| 59 | 0.85388888500648 | 0.292222229987041 | 0.146111114993521 |
| 60 | 0.957814788709088 | 0.0843704225818232 | 0.0421852112909116 |
| 61 | 0.95845441138376 | 0.0830911772324785 | 0.0415455886162393 |
| 62 | 0.972572555916317 | 0.0548548881673653 | 0.0274274440836827 |
| 63 | 0.97961980120535 | 0.0407603975892988 | 0.0203801987946494 |
| 64 | 0.979171247281955 | 0.0416575054360909 | 0.0208287527180455 |
| 65 | 0.979174376156712 | 0.0416512476865766 | 0.0208256238432883 |
| 66 | 0.98636722409797 | 0.0272655518040608 | 0.0136327759020304 |
| 67 | 0.98268285650462 | 0.0346342869907619 | 0.017317143495381 |
| 68 | 0.977154500299174 | 0.045690999401651 | 0.0228454997008255 |
| 69 | 0.969933571565229 | 0.0601328568695417 | 0.0300664284347709 |
| 70 | 0.959007792896319 | 0.0819844142073626 | 0.0409922071036813 |
| 71 | 0.97164587082672 | 0.0567082583465591 | 0.0283541291732796 |
| 72 | 0.987643512845155 | 0.0247129743096902 | 0.0123564871548451 |
| 73 | 0.98499524262232 | 0.0300095147553593 | 0.0150047573776797 |
| 74 | 0.988055083818327 | 0.0238898323633452 | 0.0119449161816726 |
| 75 | 0.99136269257974 | 0.017274614840522 | 0.008637307420261 |
| 76 | 0.992827636439308 | 0.0143447271213847 | 0.00717236356069236 |
| 77 | 0.994296331291204 | 0.0114073374175925 | 0.00570366870879625 |
| 78 | 0.992207258340187 | 0.015585483319627 | 0.00779274165981352 |
| 79 | 0.98820379483501 | 0.0235924103299779 | 0.0117962051649889 |
| 80 | 0.983405819978344 | 0.0331883600433118 | 0.0165941800216559 |
| 81 | 0.981143587491703 | 0.0377128250165931 | 0.0188564125082965 |
| 82 | 0.971613830274716 | 0.0567723394505679 | 0.028386169725284 |
| 83 | 0.962903819546158 | 0.0741923609076846 | 0.0370961804538423 |
| 84 | 0.963529760351116 | 0.0729404792977676 | 0.0364702396488838 |
| 85 | 0.95045530663135 | 0.0990893867373022 | 0.0495446933686511 |
| 86 | 0.93341675077578 | 0.133166498448439 | 0.0665832492242197 |
| 87 | 0.920188457903428 | 0.159623084193143 | 0.0798115420965717 |
| 88 | 0.988890704922157 | 0.0222185901556867 | 0.0111092950778434 |
| 89 | 0.994953496835213 | 0.0100930063295738 | 0.0050465031647869 |
| 90 | 0.998614318719928 | 0.00277136256014311 | 0.00138568128007156 |
| 91 | 0.996787412007047 | 0.00642517598590625 | 0.00321258799295312 |
| 92 | 0.989409968646802 | 0.0211800627063969 | 0.0105900313531984 |
| 93 | 0.980061653446063 | 0.0398766931078749 | 0.0199383465539374 |
| 94 | 0.995678194827666 | 0.00864361034466786 | 0.00432180517233393 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 11 | 0.126436781609195 | NOK |
| 5% type I error level | 43 | 0.494252873563218 | NOK |
| 10% type I error level | 55 | 0.632183908045977 | NOK |
