Multiple Linear Regression - Estimated Regression Equation |
OPENVAC[t] = + 13329.2227586361 + 1.26119630769380OntvangenJobs[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) | 13329.2227586361 | 1069.450689 | 12.4636 | 0 | 0 |
OntvangenJobs | 1.26119630769380 | 0.064259 | 19.6268 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.867211275297138 |
R-squared | 0.752055396002488 |
Adjusted R-squared | 0.750103076285972 |
F-TEST (value) | 385.211187307285 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 127 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3965.95767870293 |
Sum Squared Residuals | 1997560179.27637 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 43880 | 45139.1160312889 | -1259.11603128891 |
2 | 43110 | 40234.3235906678 | 2875.67640933216 |
3 | 44496 | 38273.163332204 | 6222.836667796 |
4 | 44164 | 46048.4385691363 | -1884.43856913626 |
5 | 40399 | 40694.6602429761 | -295.660242976089 |
6 | 36763 | 38650.2610282044 | -1887.26102820444 |
7 | 37903 | 45707.9155660589 | -7804.91556605893 |
8 | 35532 | 37410.5050577414 | -1878.50505774144 |
9 | 35533 | 37677.8786749725 | -2144.87867497253 |
10 | 32110 | 32805.8773383514 | -695.877338351391 |
11 | 33374 | 32472.9215131202 | 901.078486879771 |
12 | 35462 | 36393.9808337402 | -931.980833740243 |
13 | 33508 | 36363.7121223556 | -2855.71212235559 |
14 | 36080 | 34020.4093826605 | 2059.59061733948 |
15 | 34560 | 33102.2584706594 | 1457.74152934057 |
16 | 38737 | 38120.5585789731 | 616.441421026949 |
17 | 38144 | 37066.198465741 | 1077.80153425896 |
18 | 37594 | 37913.7223845113 | -319.722384511268 |
19 | 36424 | 39912.7185322059 | -3488.71853220594 |
20 | 36843 | 37665.2667118956 | -822.26671189559 |
21 | 37246 | 38534.2309678966 | -1288.23096789662 |
22 | 38661 | 34734.2464928152 | 3926.75350718479 |
23 | 40454 | 34707.7613703536 | 5746.23862964636 |
24 | 44928 | 42495.6485703628 | 2432.35142963717 |
25 | 48441 | 44720.3988571347 | 3720.60114286531 |
26 | 48140 | 39867.315465129 | 8272.68453487104 |
27 | 45998 | 39615.0762035902 | 6382.9237964098 |
28 | 47369 | 43476.8592977486 | 3892.14070225140 |
29 | 49554 | 41804.5129937466 | 7749.48700625337 |
30 | 47510 | 45429.1911820586 | 2080.80881794140 |
31 | 44873 | 40984.7353937457 | 3888.26460625434 |
32 | 45344 | 45145.4220128275 | 198.577987172502 |
33 | 42413 | 46385.1779832905 | -3972.1779832905 |
34 | 36912 | 35319.4415795851 | 1592.55842041487 |
35 | 43452 | 40139.7338675908 | 3312.26613240918 |
36 | 42142 | 45663.7736952896 | -3521.77369528965 |
37 | 44382 | 42987.5151303634 | 1394.48486963659 |
38 | 43636 | 43460.4637457486 | 175.536254251414 |
39 | 44167 | 44376.0922651343 | -209.092265134281 |
40 | 44423 | 46339.7749162135 | -1916.77491621352 |
41 | 42868 | 42764.2833839016 | 103.716616098390 |
42 | 43908 | 43169.1273986713 | 738.872601328681 |
43 | 42013 | 46750.9249125217 | -4737.9249125217 |
44 | 38846 | 41667.042596208 | -2821.04259620801 |
45 | 35087 | 42542.3128337475 | -7455.3128337475 |
46 | 33026 | 33722.7670540448 | -696.767054044782 |
47 | 34646 | 36367.4957112787 | -1721.49571127867 |
48 | 37135 | 39260.6800411282 | -2125.68004112824 |
49 | 37985 | 39022.3139389741 | -1037.31393897411 |
50 | 43121 | 37313.392942049 | 5807.60705795098 |
51 | 43722 | 36335.9658035863 | 7386.03419641367 |
52 | 43630 | 39734.8898528211 | 3895.11014717889 |
53 | 42234 | 41157.5192878997 | 1076.48071210029 |
54 | 39351 | 34430.298182661 | 4920.701817339 |
55 | 39327 | 41003.6533383611 | -1676.65333836107 |
56 | 35704 | 37612.2964669725 | -1908.29646697245 |
57 | 30466 | 34009.0586158913 | -3543.05861589127 |
58 | 28155 | 30536.9851808103 | -2381.98518081025 |
59 | 29257 | 31458.9196817344 | -2201.91968173442 |
60 | 29998 | 32012.584860812 | -2014.58486081199 |
61 | 32529 | 33585.2966565062 | -1056.29665650616 |
62 | 34787 | 31974.7489715812 | 2812.25102841882 |
63 | 33855 | 29502.8042085013 | 4352.19579149866 |
64 | 34556 | 36386.4136558941 | -1830.41365589408 |
65 | 31348 | 32166.4508103506 | -818.450810350636 |
66 | 30805 | 33131.2659857364 | -2326.26598573639 |
67 | 28353 | 34005.2750269682 | -5652.27502696819 |
68 | 24514 | 29831.9764448094 | -5317.97644480942 |
69 | 21106 | 27745.9577518839 | -6639.95775188388 |
70 | 21346 | 25101.22909465 | -3755.22909464999 |
71 | 23335 | 27102.7476349600 | -3767.74763496004 |
72 | 24379 | 28116.7494663459 | -3737.74946634586 |
73 | 26290 | 29821.8868743479 | -3531.88687434787 |
74 | 30084 | 28203.7720115767 | 1880.22798842327 |
75 | 29429 | 27261.6583697295 | 2167.34163027054 |
76 | 30632 | 34513.5371389688 | -3881.53713896879 |
77 | 27349 | 27810.2787635763 | -461.278763576262 |
78 | 27264 | 29292.1844251165 | -2028.18442511647 |
79 | 27474 | 32596.5187512742 | -5122.51875127422 |
80 | 24482 | 28949.1390294238 | -4467.13902942376 |
81 | 21453 | 28458.5336657309 | -7005.53366573087 |
82 | 18788 | 23916.9657617255 | -5128.96576172551 |
83 | 19282 | 24589.1833937263 | -5307.1833937263 |
84 | 19713 | 25861.7304681893 | -6148.73046818935 |
85 | 21917 | 27792.6220152685 | -5875.62201526855 |
86 | 23812 | 25378.6922823426 | -1566.69228234262 |
87 | 23785 | 24965.0198934191 | -1180.01989341906 |
88 | 24696 | 27228.8672657294 | -2532.86726572942 |
89 | 24562 | 26023.1635955742 | -1461.16359557415 |
90 | 23580 | 25864.2528608047 | -2284.25286080473 |
91 | 24939 | 27428.1362823450 | -2489.13628234504 |
92 | 23899 | 28391.6902614231 | -4492.6902614231 |
93 | 21454 | 26940.0533112675 | -5486.05331126754 |
94 | 19761 | 23519.6889248020 | -3758.68892480197 |
95 | 19815 | 24179.2945937258 | -4364.29459372582 |
96 | 20780 | 27909.9132718841 | -7129.91327188407 |
97 | 23462 | 26507.4629777286 | -3045.46297772857 |
98 | 25005 | 23667.2488928021 | 1337.75110719786 |
99 | 24725 | 22916.8370897243 | 1808.16291027567 |
100 | 26198 | 25337.0728041887 | 860.927195811273 |
101 | 27543 | 26460.7987143439 | 1082.2012856561 |
102 | 26471 | 27025.8146601907 | -554.814660190721 |
103 | 26558 | 27880.9057568071 | -1322.90575680712 |
104 | 25317 | 27732.0845924992 | -2415.08459249925 |
105 | 22896 | 26455.7539291131 | -3559.75392911312 |
106 | 22248 | 20893.8782121835 | 1354.12178781652 |
107 | 23406 | 23867.7791057255 | -461.779105725454 |
108 | 25073 | 26658.8065346518 | -1585.80653465183 |
109 | 27691 | 25512.3790909582 | 2178.62090904184 |
110 | 30599 | 25063.3932054192 | 5535.60679458083 |
111 | 31948 | 24823.7659069574 | 7124.23409304265 |
112 | 32946 | 26561.6944189594 | 6384.3055810406 |
113 | 34012 | 28952.9226183468 | 5059.07738165316 |
114 | 32936 | 25944.9694244971 | 6991.03057550286 |
115 | 32974 | 31022.5457592724 | 1951.45424072764 |
116 | 30951 | 29033.6391820392 | 1917.36081796075 |
117 | 29812 | 28882.295625116 | 929.70437488401 |
118 | 29010 | 23499.5097838789 | 5510.49021612114 |
119 | 31068 | 27115.3595980370 | 3952.64040196302 |
120 | 32447 | 29259.3933211164 | 3187.60667888357 |
121 | 34844 | 30552.1195365026 | 4291.88046349742 |
122 | 35676 | 27208.6881248063 | 8467.31187519368 |
123 | 35387 | 24527.3847746493 | 10859.6152253507 |
124 | 36488 | 27878.3833641917 | 8609.61663580827 |
125 | 35652 | 30605.0897814257 | 5046.91021857428 |
126 | 33488 | 27016.9862860369 | 6471.01371396314 |
127 | 32914 | 32382.1153789663 | 531.884621033724 |
128 | 29781 | 30486.5373285025 | -705.537328502499 |
129 | 27951 | 28754.9147980389 | -803.914798038916 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.115330292386643 | 0.230660584773286 | 0.884669707613357 |
6 | 0.303117147241413 | 0.606234294482827 | 0.696882852758587 |
7 | 0.423787566596275 | 0.84757513319255 | 0.576212433403725 |
8 | 0.465607925770422 | 0.931215851540844 | 0.534392074229578 |
9 | 0.4328810733839 | 0.8657621467678 | 0.5671189266161 |
10 | 0.384772344554447 | 0.769544689108894 | 0.615227655445553 |
11 | 0.288832377243652 | 0.577664754487304 | 0.711167622756348 |
12 | 0.213477518591308 | 0.426955037182617 | 0.786522481408692 |
13 | 0.185499223813558 | 0.370998447627116 | 0.814500776186442 |
14 | 0.13815602142941 | 0.27631204285882 | 0.86184397857059 |
15 | 0.094193389010525 | 0.18838677802105 | 0.905806610989475 |
16 | 0.0639730070113265 | 0.127946014022653 | 0.936026992988674 |
17 | 0.0427782174884846 | 0.0855564349769693 | 0.957221782511515 |
18 | 0.0264592023620766 | 0.0529184047241531 | 0.973540797637923 |
19 | 0.0220044270538301 | 0.0440088541076603 | 0.97799557294617 |
20 | 0.013377920355186 | 0.026755840710372 | 0.986622079644814 |
21 | 0.0080381710693775 | 0.0160763421387550 | 0.991961828930622 |
22 | 0.00822919013410653 | 0.0164583802682131 | 0.991770809865893 |
23 | 0.0146094017543531 | 0.0292188035087063 | 0.985390598245647 |
24 | 0.0177033496242719 | 0.0354066992485439 | 0.982296650375728 |
25 | 0.0322662048622570 | 0.0645324097245141 | 0.967733795137743 |
26 | 0.132270090133650 | 0.264540180267299 | 0.86772990986635 |
27 | 0.199858509420388 | 0.399717018840776 | 0.800141490579612 |
28 | 0.205526403188131 | 0.411052806376262 | 0.794473596811869 |
29 | 0.347900489215 | 0.69580097843 | 0.652099510785 |
30 | 0.305433961498129 | 0.610867922996259 | 0.694566038501871 |
31 | 0.29226334946086 | 0.58452669892172 | 0.70773665053914 |
32 | 0.244175719501356 | 0.488351439002712 | 0.755824280498644 |
33 | 0.250245669124572 | 0.500491338249144 | 0.749754330875428 |
34 | 0.207961647767542 | 0.415923295535084 | 0.792038352232458 |
35 | 0.190278199084450 | 0.380556398168900 | 0.80972180091555 |
36 | 0.181983632272979 | 0.363967264545958 | 0.81801636772702 |
37 | 0.151110626278011 | 0.302221252556022 | 0.848889373721989 |
38 | 0.120679765017098 | 0.241359530034197 | 0.879320234982901 |
39 | 0.0949452586525375 | 0.189890517305075 | 0.905054741347463 |
40 | 0.0762460263061484 | 0.152492052612297 | 0.923753973693852 |
41 | 0.0585091342265235 | 0.117018268453047 | 0.941490865773477 |
42 | 0.045081425383557 | 0.090162850767114 | 0.954918574616443 |
43 | 0.0468904982592064 | 0.0937809965184127 | 0.953109501740794 |
44 | 0.041651404796983 | 0.083302809593966 | 0.958348595203017 |
45 | 0.0873886735809008 | 0.174777347161802 | 0.9126113264191 |
46 | 0.0740079343292163 | 0.148015868658433 | 0.925992065670784 |
47 | 0.0642403390414406 | 0.128480678082881 | 0.93575966095856 |
48 | 0.0548572347568346 | 0.109714469513669 | 0.945142765243165 |
49 | 0.0430729648524274 | 0.0861459297048548 | 0.956927035147573 |
50 | 0.0554755505369105 | 0.110951101073821 | 0.94452444946309 |
51 | 0.0946525556964298 | 0.189305111392860 | 0.90534744430357 |
52 | 0.09749649717016 | 0.19499299434032 | 0.90250350282984 |
53 | 0.0819424348707711 | 0.163884869741542 | 0.918057565129229 |
54 | 0.089193692334713 | 0.178387384669426 | 0.910806307665287 |
55 | 0.0744487475993334 | 0.148897495198667 | 0.925551252400667 |
56 | 0.0650781995772696 | 0.130156399154539 | 0.93492180042273 |
57 | 0.0723657482803943 | 0.144731496560789 | 0.927634251719606 |
58 | 0.072375962714206 | 0.144751925428412 | 0.927624037285794 |
59 | 0.0669592312373004 | 0.133918462474601 | 0.9330407687627 |
60 | 0.0589734402414486 | 0.117946880482897 | 0.941026559758551 |
61 | 0.0476425629301912 | 0.0952851258603825 | 0.952357437069809 |
62 | 0.041940401485372 | 0.083880802970744 | 0.958059598514628 |
63 | 0.0418354942853893 | 0.0836709885707786 | 0.95816450571461 |
64 | 0.0345120155968836 | 0.0690240311937671 | 0.965487984403116 |
65 | 0.027413316098836 | 0.054826632197672 | 0.972586683901164 |
66 | 0.0233794701674330 | 0.0467589403348659 | 0.976620529832567 |
67 | 0.0312294274785043 | 0.0624588549570086 | 0.968770572521496 |
68 | 0.0410335534300605 | 0.082067106860121 | 0.95896644656994 |
69 | 0.0672037702099142 | 0.134407540419828 | 0.932796229790086 |
70 | 0.065927105913256 | 0.131854211826512 | 0.934072894086744 |
71 | 0.0625606735917909 | 0.125121347183582 | 0.937439326408209 |
72 | 0.0580983861983578 | 0.116196772396716 | 0.941901613801642 |
73 | 0.0519756542112147 | 0.103951308422429 | 0.948024345788785 |
74 | 0.0436462743752555 | 0.087292548750511 | 0.956353725624745 |
75 | 0.0369389253829375 | 0.0738778507658749 | 0.963061074617062 |
76 | 0.0337721609023301 | 0.0675443218046603 | 0.96622783909767 |
77 | 0.0252792036014579 | 0.0505584072029158 | 0.974720796398542 |
78 | 0.0196851433295314 | 0.0393702866590628 | 0.980314856670469 |
79 | 0.0228395244376111 | 0.0456790488752223 | 0.977160475562389 |
80 | 0.0238681168395113 | 0.0477362336790226 | 0.976131883160489 |
81 | 0.0416059084155527 | 0.0832118168311054 | 0.958394091584447 |
82 | 0.0457095058561561 | 0.0914190117123122 | 0.954290494143844 |
83 | 0.0531519359315767 | 0.106303871863153 | 0.946848064068423 |
84 | 0.0735129502067603 | 0.147025900413521 | 0.92648704979324 |
85 | 0.0985439762322073 | 0.197087952464415 | 0.901456023767793 |
86 | 0.0834393398139995 | 0.166878679627999 | 0.916560660186 |
87 | 0.0694423779632774 | 0.138884755926555 | 0.930557622036723 |
88 | 0.0620857870776213 | 0.124171574155243 | 0.937914212922379 |
89 | 0.0518465742717637 | 0.103693148543527 | 0.948153425728236 |
90 | 0.0459054287054982 | 0.0918108574109964 | 0.954094571294502 |
91 | 0.0414867286578835 | 0.082973457315767 | 0.958513271342117 |
92 | 0.0509481689743432 | 0.101896337948686 | 0.949051831025657 |
93 | 0.0786188936006857 | 0.157237787201371 | 0.921381106399314 |
94 | 0.0927703931447165 | 0.185540786289433 | 0.907229606855284 |
95 | 0.129996943414969 | 0.259993886829939 | 0.87000305658503 |
96 | 0.303142957942189 | 0.606285915884378 | 0.696857042057811 |
97 | 0.354647188395803 | 0.709294376791606 | 0.645352811604197 |
98 | 0.334222012847786 | 0.668444025695572 | 0.665777987152214 |
99 | 0.315647236786500 | 0.631294473573001 | 0.6843527632135 |
100 | 0.292870673706582 | 0.585741347413165 | 0.707129326293418 |
101 | 0.264470798814100 | 0.528941597628201 | 0.7355292011859 |
102 | 0.256647234229186 | 0.513294468458371 | 0.743352765770814 |
103 | 0.264844248293636 | 0.529688496587272 | 0.735155751706364 |
104 | 0.322668347845733 | 0.645336695691467 | 0.677331652154267 |
105 | 0.503190422766020 | 0.99361915446796 | 0.49680957723398 |
106 | 0.584621534477447 | 0.830756931045106 | 0.415378465522553 |
107 | 0.765076519766587 | 0.469846960466827 | 0.234923480233413 |
108 | 0.90982598570098 | 0.180348028598041 | 0.0901740142990204 |
109 | 0.941596842448789 | 0.116806315102423 | 0.0584031575512114 |
110 | 0.937396482689734 | 0.125207034620533 | 0.0626035173102663 |
111 | 0.9287146291341 | 0.142570741731798 | 0.0712853708658992 |
112 | 0.911944490008376 | 0.176111019983249 | 0.0880555099916245 |
113 | 0.890470485249384 | 0.219059029501231 | 0.109529514750616 |
114 | 0.865271656055242 | 0.269456687889515 | 0.134728343944757 |
115 | 0.811843641754413 | 0.376312716491174 | 0.188156358245587 |
116 | 0.762329977108688 | 0.475340045782624 | 0.237670022891312 |
117 | 0.74417703323807 | 0.51164593352386 | 0.25582296676193 |
118 | 0.808625522079809 | 0.382748955840383 | 0.191374477920191 |
119 | 0.791208810212062 | 0.417582379575877 | 0.208791189787938 |
120 | 0.708914634420895 | 0.58217073115821 | 0.291085365579105 |
121 | 0.642179944804808 | 0.715640110390384 | 0.357820055195192 |
122 | 0.571260227655156 | 0.857479544689688 | 0.428739772344844 |
123 | 0.474821738054438 | 0.949643476108875 | 0.525178261945562 |
124 | 0.509439905263394 | 0.981120189473212 | 0.490560094736606 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 0 | 0 | OK |
5% type I error level | 10 | 0.0833333333333333 | NOK |
10% type I error level | 32 | 0.266666666666667 | NOK |