Multiple Linear Regression - Estimated Regression Equation |
werklozen[t] = -229.959847776113 + 9.08718983433678CPI[t] -5.11489725323218vacatures[t] + 0.71790755702576inschrijvingen[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) | -229.959847776113 | 121.51843 | -1.8924 | 0.062057 | 0.031028 |
CPI | 9.08718983433678 | 1.272436 | 7.1416 | 0 | 0 |
vacatures | -5.11489725323218 | 0.76071 | -6.7238 | 0 | 0 |
inschrijvingen | 0.71790755702576 | 0.195796 | 3.6666 | 0.000441 | 0.00022 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.639302254189665 |
R-squared | 0.408707372211987 |
Adjusted R-squared | 0.386533898669936 |
F-TEST (value) | 18.4322664393065 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 80 |
p-value | 3.48979267705829e-09 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 32.5867879364038 |
Sum Squared Residuals | 84951.8998409722 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 631.923 | 636.122515610784 | -4.19951561078404 |
2 | 654.294 | 622.668797049227 | 31.6252029507731 |
3 | 671.833 | 631.459510164564 | 40.3734898354363 |
4 | 586.84 | 634.28563630704 | -47.4456363070397 |
5 | 600.969 | 616.564309564179 | -15.5953095641790 |
6 | 625.568 | 626.112531967764 | -0.544531967764153 |
7 | 558.11 | 624.958586362541 | -66.848586362541 |
8 | 630.577 | 611.775421504744 | 18.8015784952555 |
9 | 628.654 | 636.162130086939 | -7.50813008693892 |
10 | 603.184 | 648.201713762933 | -45.0177137629327 |
11 | 656.255 | 632.992251623578 | 23.2627483764221 |
12 | 600.73 | 631.305271860213 | -30.5752718602127 |
13 | 670.326 | 642.369937052151 | 27.9560629478489 |
14 | 678.423 | 638.467414383287 | 39.9555856167134 |
15 | 641.502 | 641.484414681272 | 0.017585318727991 |
16 | 625.311 | 643.420518892551 | -18.1095188925513 |
17 | 628.177 | 627.203987587683 | 0.973012412316698 |
18 | 589.767 | 625.204756655877 | -35.4377566558765 |
19 | 582.471 | 611.628930895125 | -29.1579308951254 |
20 | 636.248 | 607.563598468459 | 28.684401531541 |
21 | 599.885 | 633.23832462805 | -33.3533246280497 |
22 | 621.694 | 648.190702930397 | -26.4967029303974 |
23 | 637.406 | 640.55523327609 | -3.14923327608991 |
24 | 595.994 | 639.143098977852 | -43.1490989778524 |
25 | 696.308 | 670.96834553198 | 25.3396544680201 |
26 | 674.201 | 657.532907899398 | 16.6680921006016 |
27 | 648.861 | 655.969152197918 | -7.10815219791755 |
28 | 649.605 | 645.041202723183 | 4.56379727681734 |
29 | 672.392 | 635.55258569596 | 36.8394143040406 |
30 | 598.396 | 633.059874987853 | -34.6638749878532 |
31 | 613.177 | 619.020706627137 | -5.84370662713714 |
32 | 638.104 | 615.479958872163 | 22.6240411278373 |
33 | 615.632 | 630.783712232805 | -15.1517122328051 |
34 | 634.465 | 636.967131961075 | -2.50213196107487 |
35 | 638.686 | 638.682404801156 | 0.00359519884371367 |
36 | 604.243 | 623.900181652532 | -19.6571816525323 |
37 | 706.669 | 659.987589926673 | 46.6814100733268 |
38 | 677.185 | 630.331340942343 | 46.8536590576569 |
39 | 644.328 | 632.512192752115 | 11.8158072478854 |
40 | 664.825 | 615.870037958228 | 48.9549620417723 |
41 | 605.707 | 597.503075793434 | 8.20392420656637 |
42 | 600.136 | 599.424713135498 | 0.711286864501609 |
43 | 612.166 | 589.502055295395 | 22.6639447046054 |
44 | 599.659 | 584.31983047839 | 15.3391695216096 |
45 | 634.21 | 613.243785053041 | 20.9662149469592 |
46 | 618.234 | 612.361379586719 | 5.87262041328069 |
47 | 613.576 | 625.868452505915 | -12.2924525059149 |
48 | 627.2 | 612.349654212365 | 14.8503457876349 |
49 | 668.973 | 645.93683460439 | 23.0361653956104 |
50 | 651.479 | 624.320016753782 | 27.1589832462179 |
51 | 619.661 | 628.826006643577 | -9.16500664357696 |
52 | 644.26 | 606.731268105075 | 37.5287318949249 |
53 | 579.936 | 618.233004382386 | -38.2970043823858 |
54 | 601.752 | 616.375394581715 | -14.6233945817146 |
55 | 595.376 | 606.97366150835 | -11.5976615083504 |
56 | 588.902 | 595.874600082814 | -6.97260008281352 |
57 | 634.341 | 573.27540142612 | 61.0655985738805 |
58 | 594.305 | 619.530048105428 | -25.2250481054281 |
59 | 606.2 | 606.941170898473 | -0.741170898473318 |
60 | 610.926 | 622.801254113527 | -11.8752541135269 |
61 | 633.685 | 641.422577762173 | -7.73757776217325 |
62 | 639.696 | 637.797551023606 | 1.89844897639414 |
63 | 659.451 | 647.07510917297 | 12.3758908270298 |
64 | 593.248 | 647.527074099121 | -54.2790740991208 |
65 | 606.677 | 629.448264196804 | -22.7712641968042 |
66 | 599.434 | 654.436775282043 | -55.0027752820429 |
67 | 569.578 | 650.657821385403 | -81.0798213854033 |
68 | 629.873 | 619.00160858707 | 10.8713914129302 |
69 | 613.438 | 631.181538683885 | -17.7435386838851 |
70 | 604.172 | 651.381733389248 | -47.2097333892476 |
71 | 658.328 | 644.071466561392 | 14.2565334386082 |
72 | 612.633 | 644.676481964009 | -32.0434819640092 |
73 | 707.372 | 678.706635167931 | 28.6653648320686 |
74 | 739.77 | 686.786154599285 | 52.9838454007151 |
75 | 777.535 | 697.403444977011 | 80.1315550229886 |
76 | 685.03 | 691.45657114709 | -6.42657114709059 |
77 | 730.234 | 675.060831847406 | 55.1731681525944 |
78 | 714.154 | 684.616813117607 | 29.5371868823935 |
79 | 630.872 | 691.535247981449 | -60.6632479814492 |
80 | 719.492 | 675.43336482083 | 44.0586351791699 |
81 | 677.023 | 695.348851702982 | -18.3258517029816 |
82 | 679.272 | 685.977410237784 | -6.70541023778377 |
83 | 718.317 | 686.652402397938 | 31.6645976020622 |
84 | 645.672 | 684.386741572752 | -38.7147415727519 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.90410130303499 | 0.191797393930019 | 0.0958986969650096 |
8 | 0.922829973568107 | 0.154340052863787 | 0.0771700264318933 |
9 | 0.8683591881383 | 0.263281623723398 | 0.131640811861699 |
10 | 0.814819350280804 | 0.370361299438393 | 0.185180649719196 |
11 | 0.810493891699103 | 0.379012216601793 | 0.189506108300897 |
12 | 0.773785114081295 | 0.452429771837411 | 0.226214885918705 |
13 | 0.76933601653897 | 0.461327966922059 | 0.230663983461030 |
14 | 0.717578306667703 | 0.564843386664594 | 0.282421693332297 |
15 | 0.687440322906146 | 0.625119354187707 | 0.312559677093854 |
16 | 0.680879656682283 | 0.638240686635434 | 0.319120343317717 |
17 | 0.61506978864384 | 0.76986042271232 | 0.38493021135616 |
18 | 0.64454594821843 | 0.710908103563139 | 0.355454051781570 |
19 | 0.612089564571423 | 0.775820870857154 | 0.387910435428577 |
20 | 0.599551084313305 | 0.800897831373391 | 0.400448915686695 |
21 | 0.587755751039009 | 0.824488497921982 | 0.412244248960991 |
22 | 0.539504057549454 | 0.920991884901092 | 0.460495942450546 |
23 | 0.474302600943533 | 0.948605201887067 | 0.525697399056467 |
24 | 0.513389696146849 | 0.973220607706301 | 0.486610303853151 |
25 | 0.536119016355027 | 0.927761967289945 | 0.463880983644973 |
26 | 0.49125876910262 | 0.98251753820524 | 0.50874123089738 |
27 | 0.434062291727917 | 0.868124583455835 | 0.565937708272083 |
28 | 0.372557658702777 | 0.745115317405553 | 0.627442341297223 |
29 | 0.375690092855118 | 0.751380185710235 | 0.624309907144882 |
30 | 0.417403452060477 | 0.834806904120955 | 0.582596547939523 |
31 | 0.361276028486682 | 0.722552056973363 | 0.638723971513318 |
32 | 0.325588646941813 | 0.651177293883626 | 0.674411353058187 |
33 | 0.297272835408469 | 0.594545670816939 | 0.70272716459153 |
34 | 0.255506891174179 | 0.511013782348358 | 0.744493108825821 |
35 | 0.21960839703603 | 0.43921679407206 | 0.78039160296397 |
36 | 0.236294082076383 | 0.472588164152766 | 0.763705917923617 |
37 | 0.246421912262525 | 0.492843824525049 | 0.753578087737475 |
38 | 0.257407989991928 | 0.514815979983857 | 0.742592010008072 |
39 | 0.207720317026389 | 0.415440634052779 | 0.79227968297361 |
40 | 0.222347611901117 | 0.444695223802235 | 0.777652388098883 |
41 | 0.177498714957938 | 0.354997429915876 | 0.822501285042062 |
42 | 0.142643594519405 | 0.285287189038811 | 0.857356405480595 |
43 | 0.116576941367062 | 0.233153882734123 | 0.883423058632938 |
44 | 0.0897143052075147 | 0.179428610415029 | 0.910285694792485 |
45 | 0.067947163259248 | 0.135894326518496 | 0.932052836740752 |
46 | 0.0494790317659736 | 0.0989580635319472 | 0.950520968234026 |
47 | 0.0449507747227705 | 0.089901549445541 | 0.95504922527723 |
48 | 0.0341844309072910 | 0.0683688618145821 | 0.965815569092709 |
49 | 0.0237558334159300 | 0.0475116668318601 | 0.97624416658407 |
50 | 0.0169677382578425 | 0.0339354765156850 | 0.983032261742158 |
51 | 0.0142664232354669 | 0.0285328464709339 | 0.985733576764533 |
52 | 0.0136591632384271 | 0.0273183264768541 | 0.986340836761573 |
53 | 0.0231855008118649 | 0.0463710016237298 | 0.976814499188135 |
54 | 0.0194633177434051 | 0.0389266354868102 | 0.980536682256595 |
55 | 0.0151592405492589 | 0.0303184810985178 | 0.984840759450741 |
56 | 0.0110177648752359 | 0.0220355297504717 | 0.988982235124764 |
57 | 0.0269439848514480 | 0.0538879697028959 | 0.973056015148552 |
58 | 0.026138578292036 | 0.052277156584072 | 0.973861421707964 |
59 | 0.017852233133316 | 0.035704466266632 | 0.982147766866684 |
60 | 0.0133898988017587 | 0.0267797976035175 | 0.986610101198241 |
61 | 0.00988980023745972 | 0.0197796004749194 | 0.99011019976254 |
62 | 0.00614593354396835 | 0.0122918670879367 | 0.993854066456032 |
63 | 0.00380435823656271 | 0.00760871647312542 | 0.996195641763437 |
64 | 0.0117354459472962 | 0.0234708918945923 | 0.988264554052704 |
65 | 0.00922723137802669 | 0.0184544627560534 | 0.990772768621973 |
66 | 0.0119795375177933 | 0.0239590750355867 | 0.988020462482207 |
67 | 0.0271098981445647 | 0.0542197962891295 | 0.972890101855435 |
68 | 0.0209701446270546 | 0.0419402892541093 | 0.979029855372945 |
69 | 0.0127909330847355 | 0.025581866169471 | 0.987209066915265 |
70 | 0.130602667387896 | 0.261205334775791 | 0.869397332612104 |
71 | 0.0956700329424083 | 0.191340065884817 | 0.904329967057592 |
72 | 0.0940966977777455 | 0.188193395555491 | 0.905903302222254 |
73 | 0.0751802579464391 | 0.150360515892878 | 0.92481974205356 |
74 | 0.0626332042075158 | 0.125266408415032 | 0.937366795792484 |
75 | 0.472613381142657 | 0.945226762285314 | 0.527386618857343 |
76 | 0.383224402790821 | 0.766448805581642 | 0.616775597209179 |
77 | 0.25722485480794 | 0.51444970961588 | 0.74277514519206 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 1 | 0.0140845070422535 | NOK |
5% type I error level | 18 | 0.253521126760563 | NOK |
10% type I error level | 24 | 0.338028169014085 | NOK |