| Multiple Linear Regression - Estimated Regression Equation |
| Vacatures[t] = + 20606.8812794916 + 168.158236460417Ondernemersvertrouwen[t] + 56401.8572264319Inflatie[t] -621.10278051104Rente[t] -1393.10882957294Werkloosheidsgraad[t] + 0.587840385394207Vacatures_3m[t] + 3649.21467940801M1[t] + 6828.56710343529M2[t] + 9676.46988365844M3[t] + 8533.49626620066M4[t] + 7432.16340329468M5[t] + 7701.319746343M6[t] + 7237.49835577374M7[t] + 6708.04816702846M8[t] + 3891.65143784099M9[t] + 2602.21309852869M10[t] + 460.457422895243M11[t] + 86.2936753033444t + 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) | 20606.8812794916 | 8471.00306 | 2.4326 | 0.017341 | 0.008671 |
| Ondernemersvertrouwen | 168.158236460417 | 26.987593 | 6.2309 | 0 | 0 |
| Inflatie | 56401.8572264319 | 18671.87958 | 3.0207 | 0.003434 | 0.001717 |
| Rente | -621.10278051104 | 450.146998 | -1.3798 | 0.171701 | 0.085851 |
| Werkloosheidsgraad | -1393.10882957294 | 635.180267 | -2.1932 | 0.031348 | 0.015674 |
| Vacatures_3m | 0.587840385394207 | 0.070933 | 8.2873 | 0 | 0 |
| M1 | 3649.21467940801 | 1122.442969 | 3.2511 | 0.001715 | 0.000857 |
| M2 | 6828.56710343529 | 1124.827643 | 6.0708 | 0 | 0 |
| M3 | 9676.46988365844 | 1166.489723 | 8.2954 | 0 | 0 |
| M4 | 8533.49626620066 | 1170.905296 | 7.2879 | 0 | 0 |
| M5 | 7432.16340329468 | 1218.114012 | 6.1014 | 0 | 0 |
| M6 | 7701.319746343 | 1174.005375 | 6.5599 | 0 | 0 |
| M7 | 7237.49835577374 | 1127.986845 | 6.4163 | 0 | 0 |
| M8 | 6708.04816702846 | 1154.567546 | 5.81 | 0 | 0 |
| M9 | 3891.65143784099 | 1154.140266 | 3.3719 | 0.001176 | 0.000588 |
| M10 | 2602.21309852869 | 1118.234556 | 2.3271 | 0.022627 | 0.011313 |
| M11 | 460.457422895243 | 1157.480704 | 0.3978 | 0.691885 | 0.345943 |
| t | 86.2936753033444 | 18.020151 | 4.7887 | 8e-06 | 4e-06 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.972195984429727 |
| R-squared | 0.945165032141285 |
| Adjusted R-squared | 0.932899315646572 |
| F-TEST (value) | 77.0574660313339 |
| F-TEST (DF numerator) | 17 |
| F-TEST (DF denominator) | 76 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2143.55200542283 |
| Sum Squared Residuals | 349205955.19637 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 21454 | 18762.0786243323 | 2691.92137566772 |
| 2 | 23899 | 21975.9491220755 | 1923.05087792448 |
| 3 | 24939 | 24249.5109485593 | 689.489051440655 |
| 4 | 23580 | 24397.2956854749 | -817.295685474873 |
| 5 | 24562 | 25585.5948722032 | -1023.59487220317 |
| 6 | 24696 | 25997.1675498996 | -1301.16754989956 |
| 7 | 23785 | 24383.4694069888 | -598.469406988808 |
| 8 | 23812 | 25336.3835743497 | -1524.3835743497 |
| 9 | 21917 | 23039.4676163057 | -1122.46761630572 |
| 10 | 19713 | 21242.7478801346 | -1529.74788013456 |
| 11 | 19282 | 20002.3038467434 | -720.303846743446 |
| 12 | 18788 | 17727.7151249994 | 1060.28487500065 |
| 13 | 21453 | 19725.3429206564 | 1727.65707934356 |
| 14 | 24482 | 22948.8285535912 | 1533.17144640877 |
| 15 | 27474 | 26201.8117474432 | 1272.18825255682 |
| 16 | 27264 | 28854.2082760411 | -1590.20827604112 |
| 17 | 27349 | 30641.2670404319 | -3292.26704043186 |
| 18 | 30632 | 31904.3684705505 | -1272.36847055046 |
| 19 | 29429 | 30108.6717573444 | -679.671757344364 |
| 20 | 30084 | 28615.734831695 | 1468.26516830497 |
| 21 | 26290 | 27758.214293302 | -1468.21429330197 |
| 22 | 24379 | 27101.5646832996 | -2722.56468329957 |
| 23 | 23335 | 25670.4951636856 | -2335.49516368561 |
| 24 | 21346 | 22242.0540121122 | -896.054012112164 |
| 25 | 21106 | 24379.639969341 | -3273.63996934095 |
| 26 | 24514 | 27015.7891406017 | -2501.78914060166 |
| 27 | 28353 | 29138.8039204666 | -785.803920466583 |
| 28 | 30805 | 28147.7280059581 | 2657.2719940419 |
| 29 | 31348 | 29656.6193602976 | 1691.38063970242 |
| 30 | 34556 | 32786.02682 | 1769.97317999997 |
| 31 | 33855 | 32946.1972016893 | 908.8027983107 |
| 32 | 34787 | 32895.2912995413 | 1891.70870045869 |
| 33 | 32529 | 32490.8054412962 | 38.1945587037565 |
| 34 | 29998 | 31295.2987834677 | -1297.29878346769 |
| 35 | 29257 | 30059.5716293569 | -802.571629356902 |
| 36 | 28155 | 28641.9030664793 | -486.903066479334 |
| 37 | 30466 | 30465.0767410274 | 0.923258972624129 |
| 38 | 35704 | 33488.5199755972 | 2215.48002440278 |
| 39 | 39327 | 35591.6177399131 | 3735.38226008688 |
| 40 | 39351 | 36496.9095877755 | 2854.09041222446 |
| 41 | 42234 | 39078.155816935 | 3155.84418306503 |
| 42 | 43630 | 41999.433272018 | 1630.56672798197 |
| 43 | 43722 | 40960.3173417357 | 2761.68265826426 |
| 44 | 43121 | 42176.6354362517 | 944.364563748254 |
| 45 | 37985 | 40031.6391197585 | -2046.63911975849 |
| 46 | 37135 | 39340.1476077797 | -2205.14760777969 |
| 47 | 34646 | 36655.2256175396 | -2009.22561753959 |
| 48 | 33026 | 33600.7874497622 | -574.787449762219 |
| 49 | 35087 | 36716.2799583862 | -1629.27995838617 |
| 50 | 38846 | 38330.194244782 | 515.805755218004 |
| 51 | 42013 | 40076.5695901448 | 1936.43040985522 |
| 52 | 43908 | 40697.3154177835 | 3210.68458221648 |
| 53 | 42868 | 42331.0786798513 | 536.921320148684 |
| 54 | 44423 | 45411.9431244136 | -988.943124413582 |
| 55 | 44167 | 45203.6019938997 | -1036.60199389968 |
| 56 | 43636 | 43892.6501028236 | -256.65010282358 |
| 57 | 44382 | 42946.5846577509 | 1435.41534224911 |
| 58 | 42142 | 41493.8774848983 | 648.122515101674 |
| 59 | 43452 | 39419.4065362876 | 4032.59346371242 |
| 60 | 36912 | 39063.4860574174 | -2151.4860574174 |
| 61 | 42413 | 41220.3468308677 | 1192.65316913232 |
| 62 | 45344 | 46192.5671262766 | -848.567126276623 |
| 63 | 44873 | 46153.0681577107 | -1280.0681577107 |
| 64 | 47510 | 47849.8256814648 | -339.825681464755 |
| 65 | 49554 | 50331.3691234235 | -777.369123423511 |
| 66 | 47369 | 49487.6286121382 | -2118.62861213822 |
| 67 | 45998 | 48314.9530982183 | -2316.95309821828 |
| 68 | 48140 | 49120.2800233683 | -980.280023368263 |
| 69 | 48441 | 44306.3369045728 | 4134.66309542723 |
| 70 | 44928 | 41525.8943733688 | 3402.10562663123 |
| 71 | 40454 | 39036.7011030828 | 1417.29889691716 |
| 72 | 38661 | 37230.0412384022 | 1430.95876159779 |
| 73 | 37246 | 38363.5468651114 | -1117.54686511141 |
| 74 | 36843 | 37652.6281901733 | -809.62819017326 |
| 75 | 36424 | 38784.2278528224 | -2360.2278528224 |
| 76 | 37594 | 37582.0681885397 | 11.9318114602829 |
| 77 | 38144 | 36596.9072784663 | 1547.09272153374 |
| 78 | 38737 | 37096.8673390517 | 1640.13266094827 |
| 79 | 34560 | 36463.5101129533 | -1903.51011295327 |
| 80 | 36080 | 37294.6961879822 | -1214.69618798219 |
| 81 | 33508 | 34756.7660742434 | -1248.76607424343 |
| 82 | 35462 | 32088.0883831836 | 3373.91161681644 |
| 83 | 33374 | 32956.296103304 | 417.703896695969 |
| 84 | 32110 | 30492.0130508273 | 1617.98694917268 |
| 85 | 35533 | 35125.6880902777 | 407.311909722305 |
| 86 | 35532 | 37559.5236469025 | -2027.52364690248 |
| 87 | 37903 | 41110.3900429399 | -3207.39004293989 |
| 88 | 36763 | 42749.6491569624 | -5986.64915696238 |
| 89 | 40399 | 42237.0078283913 | -1838.00782839133 |
| 90 | 44164 | 43523.5648119284 | 640.435188071616 |
| 91 | 44496 | 41631.2790871706 | 2864.72091282943 |
| 92 | 43110 | 43438.3285439882 | -328.328543988178 |
| 93 | 43880 | 43602.1858927705 | 277.814107229519 |
| 94 | 43930 | 43599.3808038678 | 330.619196132168 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 21 | 0.0163124598122142 | 0.0326249196244284 | 0.983687540187786 |
| 22 | 0.0271050025149212 | 0.0542100050298423 | 0.972894997485079 |
| 23 | 0.00974308103664749 | 0.019486162073295 | 0.990256918963353 |
| 24 | 0.00318052238341078 | 0.00636104476682157 | 0.99681947761659 |
| 25 | 0.0176434308110823 | 0.0352868616221647 | 0.982356569188918 |
| 26 | 0.00936356632909705 | 0.0187271326581941 | 0.990636433670903 |
| 27 | 0.0087409210085693 | 0.0174818420171386 | 0.99125907899143 |
| 28 | 0.193042618657772 | 0.386085237315543 | 0.806957381342228 |
| 29 | 0.156944881923493 | 0.313889763846985 | 0.843055118076507 |
| 30 | 0.104117056478095 | 0.20823411295619 | 0.895882943521905 |
| 31 | 0.0672208526701152 | 0.13444170534023 | 0.932779147329885 |
| 32 | 0.0499459753940983 | 0.0998919507881965 | 0.950054024605902 |
| 33 | 0.0348858053681071 | 0.0697716107362143 | 0.965114194631893 |
| 34 | 0.03023838309795 | 0.0604767661959001 | 0.96976161690205 |
| 35 | 0.0254500150829681 | 0.0509000301659363 | 0.974549984917032 |
| 36 | 0.0586591075052944 | 0.117318215010589 | 0.941340892494706 |
| 37 | 0.0861035041410764 | 0.172207008282153 | 0.913896495858924 |
| 38 | 0.0698070483442254 | 0.139614096688451 | 0.930192951655775 |
| 39 | 0.0621395375637105 | 0.124279075127421 | 0.93786046243629 |
| 40 | 0.0446777134448778 | 0.0893554268897556 | 0.955322286555122 |
| 41 | 0.0525648042619671 | 0.105129608523934 | 0.947435195738033 |
| 42 | 0.0372805857844497 | 0.0745611715688994 | 0.96271941421555 |
| 43 | 0.0880726040708824 | 0.176145208141765 | 0.911927395929118 |
| 44 | 0.0678653704664815 | 0.135730740932963 | 0.932134629533519 |
| 45 | 0.0670246555442564 | 0.134049311088513 | 0.932975344455744 |
| 46 | 0.0651074747835758 | 0.130214949567152 | 0.934892525216424 |
| 47 | 0.0764355155202021 | 0.152871031040404 | 0.923564484479798 |
| 48 | 0.0724644790531708 | 0.144928958106342 | 0.92753552094683 |
| 49 | 0.122018860757635 | 0.244037721515269 | 0.877981139242365 |
| 50 | 0.101070782990386 | 0.202141565980772 | 0.898929217009614 |
| 51 | 0.0849399009534594 | 0.169879801906919 | 0.91506009904654 |
| 52 | 0.10106924360766 | 0.202138487215321 | 0.89893075639234 |
| 53 | 0.0777985946679639 | 0.155597189335928 | 0.922201405332036 |
| 54 | 0.059315828346748 | 0.118631656693496 | 0.940684171653252 |
| 55 | 0.0460883064599356 | 0.0921766129198712 | 0.953911693540064 |
| 56 | 0.0396617185055944 | 0.0793234370111888 | 0.960338281494406 |
| 57 | 0.0904566679948583 | 0.180913335989717 | 0.909543332005142 |
| 58 | 0.123961385053845 | 0.247922770107689 | 0.876038614946155 |
| 59 | 0.394432155398168 | 0.788864310796337 | 0.605567844601832 |
| 60 | 0.370318046021493 | 0.740636092042987 | 0.629681953978507 |
| 61 | 0.354509805084667 | 0.709019610169333 | 0.645490194915333 |
| 62 | 0.411180372912691 | 0.822360745825383 | 0.588819627087309 |
| 63 | 0.346324866164991 | 0.692649732329982 | 0.65367513383501 |
| 64 | 0.47619500539015 | 0.9523900107803 | 0.52380499460985 |
| 65 | 0.728646968779448 | 0.542706062441104 | 0.271353031220552 |
| 66 | 0.643193620349104 | 0.713612759301793 | 0.356806379650896 |
| 67 | 0.824423762452137 | 0.351152475095726 | 0.175576237547863 |
| 68 | 0.74123822081623 | 0.517523558367541 | 0.25876177918377 |
| 69 | 0.93001257132621 | 0.139974857347579 | 0.0699874286737897 |
| 70 | 0.943480703449882 | 0.113038593100236 | 0.056519296550118 |
| 71 | 0.894897782169327 | 0.210204435661345 | 0.105102217830673 |
| 72 | 0.803994720630633 | 0.392010558738734 | 0.196005279369367 |
| 73 | 0.787663935508594 | 0.424672128982812 | 0.212336064491406 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 1 | 0.0188679245283019 | NOK |
| 5% type I error level | 6 | 0.113207547169811 | NOK |
| 10% type I error level | 15 | 0.283018867924528 | NOK |
