Multiple Linear Regression - Estimated Regression Equation |
Vacatures[t] = + 19092.2638297872 + 2256.62092198582M1[t] + 4466.72037395229M2[t] + 6380.72891682785M3[t] + 6783.73745970342M4[t] + 7921.0187298517M5[t] + 8710.93636363636M6[t] + 7506.21763378466M7[t] + 7551.0443584784M8[t] + 5677.78017408124M9[t] + 3820.7887169568M10[t] + 2452.06998710509M11[t] + 134.991457124436t + 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) | 19092.2638297872 | 2053.491033 | 9.2975 | 0 | 0 |
M1 | 2256.62092198582 | 2555.016899 | 0.8832 | 0.378918 | 0.189459 |
M2 | 4466.72037395229 | 2554.693522 | 1.7484 | 0.082989 | 0.041495 |
M3 | 6380.72891682785 | 2554.441979 | 2.4979 | 0.013871 | 0.006935 |
M4 | 6783.73745970342 | 2554.26229 | 2.6558 | 0.009004 | 0.004502 |
M5 | 7921.0187298517 | 2554.15447 | 3.1012 | 0.002411 | 0.001206 |
M6 | 8710.93636363636 | 2554.118529 | 3.4105 | 0.000888 | 0.000444 |
M7 | 7506.21763378466 | 2554.15447 | 2.9388 | 0.003964 | 0.001982 |
M8 | 7551.0443584784 | 2554.26229 | 2.9563 | 0.003762 | 0.001881 |
M9 | 5677.78017408124 | 2554.441979 | 2.2227 | 0.028141 | 0.01407 |
M10 | 3820.7887169568 | 2554.693522 | 1.4956 | 0.137429 | 0.068714 |
M11 | 2452.06998710509 | 2555.016899 | 0.9597 | 0.339165 | 0.169582 |
t | 134.991457124436 | 13.549748 | 9.9627 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.716794881754803 |
R-squared | 0.513794902509882 |
Adjusted R-squared | 0.464350316324447 |
F-TEST (value) | 10.3913277903259 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 118 |
p-value | 9.84767822842514e-14 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 5845.58181029365 |
Sum Squared Residuals | 4032157550.69865 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 27951 | 21483.8762088975 | 6467.12379110252 |
2 | 29781 | 23828.9671179884 | 5952.03288201161 |
3 | 32914 | 25877.9671179884 | 7036.0328820116 |
4 | 33488 | 26415.9671179884 | 7072.0328820116 |
5 | 35652 | 27688.2398452611 | 7963.76015473888 |
6 | 36488 | 28613.1489361702 | 7874.8510638298 |
7 | 35387 | 27543.4216634429 | 7843.57833655706 |
8 | 35676 | 27723.2398452611 | 7952.76015473888 |
9 | 34844 | 25984.9671179884 | 8859.0328820116 |
10 | 32447 | 24262.9671179884 | 8184.0328820116 |
11 | 31068 | 23029.2398452611 | 8038.76015473888 |
12 | 29010 | 20712.1613152805 | 8297.83868471954 |
13 | 29812 | 23103.7736943907 | 6708.22630560929 |
14 | 30951 | 25448.8646034816 | 5502.13539651837 |
15 | 32974 | 27497.8646034816 | 5476.13539651837 |
16 | 32936 | 28035.8646034816 | 4900.13539651838 |
17 | 34012 | 29308.1373307544 | 4703.86266924565 |
18 | 32946 | 30233.0464216634 | 2712.95357833656 |
19 | 31948 | 29163.3191489362 | 2784.68085106383 |
20 | 30599 | 29343.1373307544 | 1255.86266924565 |
21 | 27691 | 27604.8646034816 | 86.1353965183763 |
22 | 25073 | 25882.8646034816 | -809.864603481627 |
23 | 23406 | 24649.1373307544 | -1243.13733075435 |
24 | 22248 | 22332.0588007737 | -84.0588007736974 |
25 | 22896 | 24723.6711798839 | -1827.67117988395 |
26 | 25317 | 27068.7620889749 | -1751.76208897486 |
27 | 26558 | 29117.7620889749 | -2559.76208897486 |
28 | 26471 | 29655.7620889749 | -3184.76208897485 |
29 | 27543 | 30928.0348162476 | -3385.03481624758 |
30 | 26198 | 31852.9439071567 | -5654.94390715667 |
31 | 24725 | 30783.2166344294 | -6058.2166344294 |
32 | 25005 | 30963.0348162476 | -5958.03481624758 |
33 | 23462 | 29224.7620889749 | -5762.76208897486 |
34 | 20780 | 27502.7620889749 | -6722.76208897486 |
35 | 19815 | 26269.0348162476 | -6454.03481624758 |
36 | 19761 | 23951.9562862669 | -4190.95628626692 |
37 | 21454 | 26343.5686653772 | -4889.56866537718 |
38 | 23899 | 28688.6595744681 | -4789.65957446808 |
39 | 24939 | 30737.6595744681 | -5798.65957446809 |
40 | 23580 | 31275.6595744681 | -7695.65957446809 |
41 | 24562 | 32547.9323017408 | -7985.93230174082 |
42 | 24696 | 33472.8413926499 | -8776.8413926499 |
43 | 23785 | 32403.1141199226 | -8618.11411992263 |
44 | 23812 | 32582.9323017408 | -8770.93230174082 |
45 | 21917 | 30844.6595744681 | -8927.65957446809 |
46 | 19713 | 29122.6595744681 | -9409.65957446809 |
47 | 19282 | 27888.9323017408 | -8606.93230174082 |
48 | 18788 | 25571.8537717602 | -6783.85377176015 |
49 | 21453 | 27963.4661508704 | -6510.46615087041 |
50 | 24482 | 30308.5570599613 | -5826.55705996132 |
51 | 27474 | 32357.5570599613 | -4883.55705996131 |
52 | 27264 | 32895.5570599613 | -5631.55705996131 |
53 | 27349 | 34167.8297872340 | -6818.82978723404 |
54 | 30632 | 35092.7388781431 | -4460.73887814313 |
55 | 29429 | 34023.0116054159 | -4594.01160541586 |
56 | 30084 | 34202.8297872340 | -4118.82978723404 |
57 | 26290 | 32464.5570599613 | -6174.55705996131 |
58 | 24379 | 30742.5570599613 | -6363.55705996131 |
59 | 23335 | 29508.8297872340 | -6173.82978723404 |
60 | 21346 | 27191.7512572534 | -5845.75125725339 |
61 | 21106 | 29583.3636363636 | -8477.36363636364 |
62 | 24514 | 31928.4545454545 | -7414.45454545455 |
63 | 28353 | 33977.4545454545 | -5624.45454545455 |
64 | 30805 | 34515.4545454545 | -3710.45454545454 |
65 | 31348 | 35787.7272727273 | -4439.72727272727 |
66 | 34556 | 36712.6363636364 | -2156.63636363636 |
67 | 33855 | 35642.9090909091 | -1787.90909090909 |
68 | 34787 | 35822.7272727273 | -1035.72727272727 |
69 | 32529 | 34084.4545454545 | -1555.45454545454 |
70 | 29998 | 32362.4545454545 | -2364.45454545455 |
71 | 29257 | 31128.7272727273 | -1871.72727272727 |
72 | 28155 | 28811.6487427466 | -656.648742746616 |
73 | 30466 | 31203.2611218569 | -737.261121856867 |
74 | 35704 | 33548.3520309478 | 2155.64796905222 |
75 | 39327 | 35597.3520309478 | 3729.64796905222 |
76 | 39351 | 36135.3520309478 | 3215.64796905223 |
77 | 42234 | 37407.6247582205 | 4826.3752417795 |
78 | 43630 | 38332.5338491296 | 5297.4661508704 |
79 | 43722 | 37262.8065764023 | 6459.19342359768 |
80 | 43121 | 37442.6247582205 | 5678.3752417795 |
81 | 37985 | 35704.3520309478 | 2280.64796905223 |
82 | 37135 | 33982.3520309478 | 3152.64796905222 |
83 | 34646 | 32748.6247582205 | 1897.37524177950 |
84 | 33026 | 30431.5462282398 | 2594.45377176016 |
85 | 35087 | 32823.1586073501 | 2263.84139264990 |
86 | 38846 | 35168.249516441 | 3677.75048355899 |
87 | 42013 | 37217.249516441 | 4795.75048355899 |
88 | 43908 | 37755.249516441 | 6152.75048355899 |
89 | 42868 | 39027.5222437137 | 3840.47775628627 |
90 | 44423 | 39952.4313346228 | 4470.56866537717 |
91 | 44167 | 38882.7040618956 | 5284.29593810445 |
92 | 43636 | 39062.5222437137 | 4573.47775628626 |
93 | 44382 | 37324.249516441 | 7057.750483559 |
94 | 42142 | 35602.249516441 | 6539.750483559 |
95 | 43452 | 34368.5222437137 | 9083.47775628627 |
96 | 36912 | 32051.4437137331 | 4860.55628626693 |
97 | 42413 | 34443.0560928433 | 7969.94390715667 |
98 | 45344 | 36788.1470019342 | 8555.85299806576 |
99 | 44873 | 38837.1470019342 | 6035.85299806576 |
100 | 47510 | 39375.1470019342 | 8134.85299806577 |
101 | 49554 | 40647.4197292070 | 8906.58027079304 |
102 | 47369 | 41572.3288201161 | 5796.67117988395 |
103 | 45998 | 40502.6015473888 | 5495.39845261122 |
104 | 48140 | 40682.419729207 | 7457.58027079304 |
105 | 48441 | 38944.1470019342 | 9496.85299806576 |
106 | 44928 | 37222.1470019342 | 7705.85299806576 |
107 | 40454 | 35988.419729207 | 4465.58027079304 |
108 | 38661 | 33671.3411992263 | 4989.65880077369 |
109 | 37246 | 36062.9535783366 | 1183.04642166344 |
110 | 36843 | 38408.0444874275 | -1565.04448742746 |
111 | 36424 | 40457.0444874275 | -4033.04448742746 |
112 | 37594 | 40995.0444874275 | -3401.04448742746 |
113 | 38144 | 42267.3172147002 | -4123.31721470019 |
114 | 38737 | 43192.2263056093 | -4455.22630560928 |
115 | 34560 | 42122.499032882 | -7562.49903288201 |
116 | 36080 | 42302.3172147002 | -6222.31721470019 |
117 | 33508 | 40564.0444874275 | -7056.04448742747 |
118 | 35462 | 38842.0444874275 | -3380.04448742746 |
119 | 33374 | 37608.3172147002 | -4234.31721470019 |
120 | 32110 | 35291.2386847195 | -3181.23868471954 |
121 | 35533 | 37682.8510638298 | -2149.85106382979 |
122 | 35532 | 40027.9419729207 | -4495.94197292069 |
123 | 37903 | 42076.9419729207 | -4173.94197292069 |
124 | 36763 | 42614.9419729207 | -5851.94197292069 |
125 | 40399 | 43887.2147001934 | -3488.21470019342 |
126 | 44164 | 44812.1237911025 | -648.123791102516 |
127 | 44496 | 43742.3965183752 | 753.603481624758 |
128 | 43110 | 43922.2147001934 | -812.214700193427 |
129 | 43880 | 42183.9419729207 | 1696.05802707930 |
130 | 43930 | 40461.9419729207 | 3468.05802707930 |
131 | 44327 | 39228.2147001934 | 5098.78529980657 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.00469531525251381 | 0.00939063050502761 | 0.995304684747486 |
17 | 0.00280325949891354 | 0.00560651899782709 | 0.997196740501086 |
18 | 0.00442510215152767 | 0.00885020430305534 | 0.995574897848472 |
19 | 0.0029384297745197 | 0.0058768595490394 | 0.99706157022548 |
20 | 0.00355527074316022 | 0.00711054148632045 | 0.99644472925684 |
21 | 0.00745539473496915 | 0.0149107894699383 | 0.99254460526503 |
22 | 0.00934211823241927 | 0.0186842364648385 | 0.99065788176758 |
23 | 0.00977927081496115 | 0.0195585416299223 | 0.990220729185039 |
24 | 0.00715194397352382 | 0.0143038879470476 | 0.992848056026476 |
25 | 0.00348326627336475 | 0.0069665325467295 | 0.996516733726635 |
26 | 0.00158832407356870 | 0.00317664814713741 | 0.998411675926431 |
27 | 0.000742309765745696 | 0.00148461953149139 | 0.999257690234254 |
28 | 0.000344816784254909 | 0.000689633568509817 | 0.999655183215745 |
29 | 0.000167916413059483 | 0.000335832826118967 | 0.99983208358694 |
30 | 0.000103594138622039 | 0.000207188277244078 | 0.999896405861378 |
31 | 6.69557557392975e-05 | 0.000133911511478595 | 0.99993304424426 |
32 | 3.23421093144455e-05 | 6.4684218628891e-05 | 0.999967657890686 |
33 | 1.40805592008771e-05 | 2.81611184017542e-05 | 0.9999859194408 |
34 | 6.16445084039198e-06 | 1.23289016807840e-05 | 0.99999383554916 |
35 | 2.40847501663378e-06 | 4.81695003326756e-06 | 0.999997591524983 |
36 | 9.17030948123391e-07 | 1.83406189624678e-06 | 0.999999082969052 |
37 | 7.76748682885126e-07 | 1.55349736577025e-06 | 0.999999223251317 |
38 | 7.37546973762453e-07 | 1.47509394752491e-06 | 0.999999262453026 |
39 | 3.84767832148699e-07 | 7.69535664297397e-07 | 0.999999615232168 |
40 | 1.49890267202104e-07 | 2.99780534404208e-07 | 0.999999850109733 |
41 | 5.69099199198927e-08 | 1.13819839839785e-07 | 0.99999994309008 |
42 | 2.36774710957820e-08 | 4.73549421915639e-08 | 0.999999976322529 |
43 | 1.01060159686704e-08 | 2.02120319373408e-08 | 0.999999989893984 |
44 | 4.62217639580785e-09 | 9.2443527916157e-09 | 0.999999995377824 |
45 | 2.10113403164324e-09 | 4.20226806328648e-09 | 0.999999997898866 |
46 | 1.12157557881826e-09 | 2.24315115763651e-09 | 0.999999998878424 |
47 | 7.422095125092e-10 | 1.4844190250184e-09 | 0.99999999925779 |
48 | 5.21957580190219e-10 | 1.04391516038044e-09 | 0.999999999478042 |
49 | 1.83818552444286e-09 | 3.67637104888572e-09 | 0.999999998161815 |
50 | 8.50716871561104e-09 | 1.70143374312221e-08 | 0.999999991492831 |
51 | 4.73569876256364e-08 | 9.47139752512727e-08 | 0.999999952643012 |
52 | 1.56694745934738e-07 | 3.13389491869475e-07 | 0.999999843305254 |
53 | 2.23862112344181e-07 | 4.47724224688362e-07 | 0.999999776137888 |
54 | 1.50585961547965e-06 | 3.01171923095929e-06 | 0.999998494140385 |
55 | 5.4507034690268e-06 | 1.09014069380536e-05 | 0.99999454929653 |
56 | 1.91872657578320e-05 | 3.83745315156639e-05 | 0.999980812734242 |
57 | 3.09771607813495e-05 | 6.1954321562699e-05 | 0.999969022839219 |
58 | 5.96530114247195e-05 | 0.000119306022849439 | 0.999940346988575 |
59 | 0.000108445743805157 | 0.000216891487610313 | 0.999891554256195 |
60 | 0.000136714925019997 | 0.000273429850039994 | 0.99986328507498 |
61 | 0.000203994582957987 | 0.000407989165915974 | 0.999796005417042 |
62 | 0.000333455899499251 | 0.000666911798998503 | 0.9996665441005 |
63 | 0.000576197003364851 | 0.00115239400672970 | 0.999423802996635 |
64 | 0.00146507077635991 | 0.00293014155271981 | 0.99853492922364 |
65 | 0.00322713916820044 | 0.00645427833640089 | 0.9967728608318 |
66 | 0.00911874248962302 | 0.0182374849792460 | 0.990881257510377 |
67 | 0.0213269835876654 | 0.0426539671753309 | 0.978673016412335 |
68 | 0.0453090369046411 | 0.0906180738092822 | 0.954690963095359 |
69 | 0.0873398587302891 | 0.174679717460578 | 0.91266014126971 |
70 | 0.169897691084843 | 0.339795382169687 | 0.830102308915157 |
71 | 0.290958102849960 | 0.581916205699921 | 0.70904189715004 |
72 | 0.378786662282697 | 0.757573324565395 | 0.621213337717303 |
73 | 0.490650142708189 | 0.981300285416377 | 0.509349857291811 |
74 | 0.592059386409939 | 0.815881227180122 | 0.407940613590061 |
75 | 0.671665177225944 | 0.656669645548113 | 0.328334822774056 |
76 | 0.729970004247863 | 0.540059991504275 | 0.270029995752137 |
77 | 0.786803112708075 | 0.42639377458385 | 0.213196887291925 |
78 | 0.827805121808176 | 0.344389756383649 | 0.172194878191824 |
79 | 0.861817916501631 | 0.276364166996737 | 0.138182083498369 |
80 | 0.877948419897602 | 0.244103160204797 | 0.122051580102398 |
81 | 0.896639135431296 | 0.206721729137408 | 0.103360864568704 |
82 | 0.920137769402561 | 0.159724461194878 | 0.079862230597439 |
83 | 0.946700761830404 | 0.106598476339193 | 0.0532992381695965 |
84 | 0.949616181280732 | 0.100767637438537 | 0.0503838187192684 |
85 | 0.955085710128038 | 0.0898285797439245 | 0.0449142898719622 |
86 | 0.951772017893277 | 0.0964559642134465 | 0.0482279821067232 |
87 | 0.943362085182401 | 0.113275829635197 | 0.0566379148175987 |
88 | 0.936016459901916 | 0.127967080196168 | 0.0639835400980839 |
89 | 0.927103854809047 | 0.145792290381906 | 0.0728961451909529 |
90 | 0.915483736531509 | 0.169032526936982 | 0.0845162634684912 |
91 | 0.899255468238788 | 0.201489063522424 | 0.100744531761212 |
92 | 0.882781741842266 | 0.234436516315468 | 0.117218258157734 |
93 | 0.870108489033867 | 0.259783021932266 | 0.129891510966133 |
94 | 0.863548913869966 | 0.272902172260069 | 0.136451086130034 |
95 | 0.851751090344524 | 0.296497819310952 | 0.148248909655476 |
96 | 0.82025774164353 | 0.35948451671294 | 0.17974225835647 |
97 | 0.793710875463387 | 0.412578249073225 | 0.206289124536612 |
98 | 0.78813139802725 | 0.423737203945499 | 0.211868601972749 |
99 | 0.75973268561837 | 0.480534628763259 | 0.240267314381630 |
100 | 0.77585310377493 | 0.44829379245014 | 0.22414689622507 |
101 | 0.806262675642326 | 0.387474648715349 | 0.193737324357674 |
102 | 0.7768148964333 | 0.4463702071334 | 0.2231851035667 |
103 | 0.757092776612014 | 0.485814446775971 | 0.242907223387986 |
104 | 0.795344223752347 | 0.409311552495307 | 0.204655776247653 |
105 | 0.89667840728065 | 0.2066431854387 | 0.10332159271935 |
106 | 0.928929528249322 | 0.142140943501356 | 0.071070471750678 |
107 | 0.931949506573689 | 0.136100986852622 | 0.068050493426311 |
108 | 0.970308056523485 | 0.0593838869530308 | 0.0296919434765154 |
109 | 0.972213498717203 | 0.0555730025655934 | 0.0277865012827967 |
110 | 0.978070512110099 | 0.043858975779803 | 0.0219294878899015 |
111 | 0.972841585774507 | 0.0543168284509869 | 0.0271584142254934 |
112 | 0.991373311419847 | 0.017253377160306 | 0.008626688580153 |
113 | 0.99719313015231 | 0.00561373969537923 | 0.00280686984768962 |
114 | 0.997606491735448 | 0.00478701652910367 | 0.00239350826455184 |
115 | 0.98754272276539 | 0.0249145544692191 | 0.0124572772346095 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 48 | 0.48 | NOK |
5% type I error level | 57 | 0.57 | NOK |
10% type I error level | 63 | 0.63 | NOK |