Multiple Linear Regression - Estimated Regression Equation |
vacatures[t] = -93.4251087813653 + 1.51550935451971CPI[t] -0.070592650360014werklozen[t] + 0.110563161993499inschrijvingen[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) | -93.4251087813653 | 10.189264 | -9.169 | 0 | 0 |
CPI | 1.51550935451971 | 0.088781 | 17.0702 | 0 | 0 |
werklozen | -0.070592650360014 | 0.010499 | -6.7238 | 0 | 0 |
inschrijvingen | 0.110563161993499 | 0.021569 | 5.1261 | 2e-06 | 1e-06 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.894854068958925 |
R-squared | 0.800763804732344 |
Adjusted R-squared | 0.793292447409807 |
F-TEST (value) | 107.177821935630 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 80 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.82827247699823 |
Sum Squared Residuals | 1172.45361265137 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 21.454 | 23.5092826578525 | -2.05528265785246 |
2 | 23.899 | 21.8618161934789 | 2.03718380652106 |
3 | 24.939 | 22.8280932858234 | 2.11090671417659 |
4 | 23.58 | 28.1648471301090 | -4.58484713010895 |
5 | 24.562 | 25.1792955906708 | -0.617295590670753 |
6 | 24.696 | 25.0524852038147 | -0.356485203814674 |
7 | 23.785 | 28.9412260987415 | -5.15622609874151 |
8 | 23.812 | 21.8467143545730 | 1.96528564542697 |
9 | 21.917 | 24.2790911660309 | -2.36209116603087 |
10 | 19.713 | 26.1579852403368 | -6.44498524033684 |
11 | 19.282 | 19.7505608733966 | -0.468560873396586 |
12 | 18.788 | 23.0143094655784 | -4.22630946557839 |
13 | 21.453 | 21.9383364888318 | -0.485336488831806 |
14 | 24.482 | 23.1935370876745 | 1.28846291232546 |
15 | 27.474 | 28.6388271842430 | -1.16482718424303 |
16 | 27.264 | 29.9760308478573 | -2.71203084785726 |
17 | 27.349 | 27.3872870673511 | -0.0382870673511174 |
18 | 30.632 | 32.3723398695052 | -1.74033986950523 |
19 | 29.429 | 29.8884069231052 | -0.459406923105207 |
20 | 30.084 | 25.9959407348235 | 4.08805926517655 |
21 | 26.29 | 29.5364655036820 | -3.24646550368203 |
22 | 24.379 | 28.8511787693086 | -4.47217876930857 |
23 | 23.335 | 25.7297927775073 | -2.39479277750728 |
24 | 21.346 | 26.8306115466204 | -5.48461154662042 |
25 | 21.106 | 24.4927755837575 | -3.38677558375746 |
26 | 24.514 | 26.7476910907175 | -2.23369109071747 |
27 | 28.353 | 31.3951932744199 | -3.04219327441988 |
28 | 30.805 | 31.6190496896619 | -0.814049689661886 |
29 | 31.348 | 28.9942774861453 | 2.35372251385468 |
30 | 34.556 | 36.3969656265055 | -1.84096562650552 |
31 | 33.855 | 32.711126139071 | 1.14387386092902 |
32 | 34.787 | 31.150769424628 | 3.63623057537202 |
33 | 32.529 | 33.3304020521905 | -0.801402052190478 |
34 | 29.998 | 30.9362697372452 | -0.938269737245161 |
35 | 29.257 | 30.3164329148083 | -1.05943291480830 |
36 | 28.155 | 29.6008804106331 | -1.44588041063312 |
37 | 30.466 | 29.7520203732486 | 0.713979626751412 |
38 | 35.704 | 31.4444384989281 | 4.25956150107192 |
39 | 39.327 | 36.9490835842694 | 2.37791641573058 |
40 | 39.351 | 33.0172016693448 | 6.33379833065518 |
41 | 42.234 | 36.6781262648957 | 5.55587373510431 |
42 | 43.63 | 38.4646990067892 | 5.16530099321079 |
43 | 43.722 | 36.2015418705745 | 7.52045812942546 |
44 | 43.121 | 35.8279970371483 | 7.29300296285173 |
45 | 37.985 | 33.7628579041828 | 4.22214209581721 |
46 | 37.135 | 34.0608133713413 | 3.07418662865868 |
47 | 34.646 | 34.5393217808878 | 0.106678219112237 |
48 | 33.026 | 30.2356859797347 | 2.79031402026535 |
49 | 35.087 | 34.0888151870083 | 0.998184812991698 |
50 | 38.846 | 35.0218253644232 | 3.82417463557685 |
51 | 42.013 | 40.4578080406046 | 1.55519195939537 |
52 | 43.908 | 36.8669835288579 | 7.0410164711421 |
53 | 42.868 | 42.3448153070952 | 0.523184692904821 |
54 | 44.423 | 41.7424442833559 | 2.68055571664408 |
55 | 44.167 | 40.5951520839272 | 3.57184791607277 |
56 | 43.636 | 38.9094621615088 | 4.7265378384912 |
57 | 44.382 | 32.8206061237704 | 11.5613938762296 |
58 | 42.142 | 41.0708634817300 | 1.07113651827005 |
59 | 43.452 | 39.4403257010329 | 4.0116742989671 |
60 | 36.912 | 36.4323095942094 | 0.479690405790627 |
61 | 42.413 | 42.0778786353113 | 0.335121364688697 |
62 | 45.344 | 43.4945999560039 | 1.84940004399612 |
63 | 44.873 | 43.2506448242032 | 1.62235517579680 |
64 | 47.51 | 50.0999504664975 | -2.58995046649748 |
65 | 49.554 | 48.0926682624758 | 1.46133173752415 |
66 | 47.369 | 50.8031221702656 | -3.43412217026561 |
67 | 45.998 | 51.3172157137271 | -5.31921571372708 |
68 | 48.14 | 43.7928108495821 | 4.34718915041791 |
69 | 48.441 | 47.086791884737 | 1.35420811526296 |
70 | 44.928 | 48.0613777457123 | -3.13337774571233 |
71 | 40.454 | 39.5104810518695 | 0.943518948130518 |
72 | 38.661 | 41.3891412022154 | -2.72814120221541 |
73 | 37.246 | 38.8402834128577 | -1.59428341285767 |
74 | 36.843 | 37.5241584590142 | -0.681158459014184 |
75 | 36.424 | 36.0890607707563 | 0.334939229243744 |
76 | 37.594 | 42.6517009637095 | -5.05770096370947 |
77 | 38.144 | 37.3595355066562 | 0.784464493343774 |
78 | 38.737 | 40.4091208532928 | -1.67212085329285 |
79 | 34.56 | 44.0552287584902 | -9.4952287584902 |
80 | 36.08 | 36.5562952989398 | -0.476295298939846 |
81 | 33.508 | 40.5617369552775 | -7.05373695527747 |
82 | 35.462 | 40.5047318954123 | -5.04273189541225 |
83 | 33.374 | 36.2412539816967 | -2.86725398169669 |
84 | 32.11 | 40.0457166917273 | -7.93571669172734 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.0217861543359573 | 0.0435723086719146 | 0.978213845664043 |
8 | 0.00859857924907621 | 0.0171971584981524 | 0.991401420750924 |
9 | 0.0182607195758642 | 0.0365214391517283 | 0.981739280424136 |
10 | 0.0506287716678722 | 0.101257543335744 | 0.949371228332128 |
11 | 0.0450047995839629 | 0.0900095991679258 | 0.954995200416037 |
12 | 0.0294778565948074 | 0.0589557131896148 | 0.970522143405193 |
13 | 0.0152722488825267 | 0.0305444977650534 | 0.984727751117473 |
14 | 0.00798827747275692 | 0.0159765549455138 | 0.992011722527243 |
15 | 0.00417042209350676 | 0.00834084418701352 | 0.995829577906493 |
16 | 0.00203018424270777 | 0.00406036848541554 | 0.997969815757292 |
17 | 0.00191795955117257 | 0.00383591910234514 | 0.998082040448827 |
18 | 0.00165301482624455 | 0.0033060296524891 | 0.998346985173755 |
19 | 0.00167362044554391 | 0.00334724089108782 | 0.998326379554456 |
20 | 0.00215630016112810 | 0.00431260032225619 | 0.997843699838872 |
21 | 0.00190991207717793 | 0.00381982415435586 | 0.998090087922822 |
22 | 0.00485564258354874 | 0.00971128516709749 | 0.995144357416451 |
23 | 0.0044250132609175 | 0.008850026521835 | 0.995574986739083 |
24 | 0.0070593563424588 | 0.0141187126849176 | 0.992940643657541 |
25 | 0.0205342357827068 | 0.0410684715654136 | 0.979465764217293 |
26 | 0.0184435917931524 | 0.0368871835863049 | 0.981556408206848 |
27 | 0.0168765128002258 | 0.0337530256004515 | 0.983123487199774 |
28 | 0.0139770645205185 | 0.0279541290410370 | 0.986022935479481 |
29 | 0.0144497064011747 | 0.0288994128023494 | 0.985550293598825 |
30 | 0.0145433797078865 | 0.0290867594157730 | 0.985456620292114 |
31 | 0.0171384286281142 | 0.0342768572562284 | 0.982861571371886 |
32 | 0.0226900348359498 | 0.0453800696718995 | 0.97730996516405 |
33 | 0.0190893615389393 | 0.0381787230778786 | 0.98091063846106 |
34 | 0.0176510932582252 | 0.0353021865164503 | 0.982348906741775 |
35 | 0.0184609690912615 | 0.0369219381825229 | 0.981539030908739 |
36 | 0.0268492941427418 | 0.0536985882854835 | 0.973150705857258 |
37 | 0.0251210187055261 | 0.0502420374110523 | 0.974878981294474 |
38 | 0.0260198192262569 | 0.0520396384525139 | 0.973980180773743 |
39 | 0.0237341164255907 | 0.0474682328511813 | 0.97626588357441 |
40 | 0.036920694067568 | 0.073841388135136 | 0.963079305932432 |
41 | 0.0615508423104574 | 0.123101684620915 | 0.938449157689543 |
42 | 0.0720758050759574 | 0.144151610151915 | 0.927924194924043 |
43 | 0.120005109362113 | 0.240010218724226 | 0.879994890637887 |
44 | 0.161714932366445 | 0.323429864732889 | 0.838285067633555 |
45 | 0.128412245226515 | 0.256824490453029 | 0.871587754773485 |
46 | 0.100320018866002 | 0.200640037732004 | 0.899679981133998 |
47 | 0.107377340188799 | 0.214754680377599 | 0.892622659811201 |
48 | 0.092399079182806 | 0.184798158365612 | 0.907600920817194 |
49 | 0.0961735501258627 | 0.192347100251725 | 0.903826449874137 |
50 | 0.0721288572645183 | 0.144257714529037 | 0.927871142735482 |
51 | 0.0597835559459649 | 0.119567111891930 | 0.940216444054035 |
52 | 0.0585228879175541 | 0.117045775835108 | 0.941477112082446 |
53 | 0.0535028794045484 | 0.107005758809097 | 0.946497120595452 |
54 | 0.0394560986217307 | 0.0789121972434614 | 0.96054390137827 |
55 | 0.0275512095112604 | 0.0551024190225207 | 0.97244879048874 |
56 | 0.019722640318659 | 0.039445280637318 | 0.98027735968134 |
57 | 0.094868958044554 | 0.189737916089108 | 0.905131041955446 |
58 | 0.0763231701760833 | 0.152646340352167 | 0.923676829823917 |
59 | 0.0719092099430885 | 0.143818419886177 | 0.928090790056912 |
60 | 0.0737807064060344 | 0.147561412812069 | 0.926219293593966 |
61 | 0.0752561874135611 | 0.150512374827122 | 0.924743812586439 |
62 | 0.106440719023066 | 0.212881438046133 | 0.893559280976933 |
63 | 0.183510252679975 | 0.36702050535995 | 0.816489747320025 |
64 | 0.287978889075005 | 0.575957778150011 | 0.712021110924995 |
65 | 0.517996279150978 | 0.964007441698043 | 0.482003720849022 |
66 | 0.517491401989034 | 0.965017196021933 | 0.482508598010966 |
67 | 0.719612142228904 | 0.560775715542193 | 0.280387857771096 |
68 | 0.771660142346853 | 0.456679715306294 | 0.228339857653147 |
69 | 0.765578741253129 | 0.468842517493742 | 0.234421258746871 |
70 | 0.76315995471705 | 0.473680090565901 | 0.236840045282951 |
71 | 0.87739349374357 | 0.245213012512858 | 0.122606506256429 |
72 | 0.99179736923511 | 0.0164052615297804 | 0.00820263076489021 |
73 | 0.987783097107842 | 0.024433805784317 | 0.0122169028921585 |
74 | 0.97379488094488 | 0.0524102381102395 | 0.0262051190551198 |
75 | 0.987227523911235 | 0.0255449521775306 | 0.0127724760887653 |
76 | 0.980830224521037 | 0.0383395509579255 | 0.0191697754789627 |
77 | 0.949228545752224 | 0.101542908495551 | 0.0507714542477757 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 9 | 0.126760563380282 | NOK |
5% type I error level | 32 | 0.450704225352113 | NOK |
10% type I error level | 41 | 0.577464788732394 | NOK |