Multiple Linear Regression - Estimated Regression Equation |
OPENVAC[t] = + 10623.1942523224 + 1.29571959381036OntvangenJobs[t] + 1477.02153033243M1[t] + 5607.42821315978M2[t] + 6426.25646009834M3[t] + 3206.56291386158M4[t] + 3787.27999096013M5[t] + 3228.35979642518M6[t] -280.371854110935M7[t] + 75.6015046914418M8[t] -1565.32470150871M9[t] + 1889.99201110606M10[t] + 1852.99431323577M11[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) | 10623.1942523224 | 1392.166236 | 7.6307 | 0 | 0 |
OntvangenJobs | 1.29571959381036 | 0.056976 | 22.7413 | 0 | 0 |
M1 | 1477.02153033243 | 1462.880473 | 1.0097 | 0.314757 | 0.157378 |
M2 | 5607.42821315978 | 1462.230037 | 3.8348 | 0.000205 | 0.000102 |
M3 | 6426.25646009834 | 1464.196018 | 4.3889 | 2.5e-05 | 1.3e-05 |
M4 | 3206.56291386158 | 1465.07752 | 2.1887 | 0.030625 | 0.015312 |
M5 | 3787.27999096013 | 1461.999086 | 2.5905 | 0.010813 | 0.005407 |
M6 | 3228.35979642518 | 1461.585722 | 2.2088 | 0.029153 | 0.014577 |
M7 | -280.371854110935 | 1467.7304 | -0.191 | 0.848841 | 0.42442 |
M8 | 75.6015046914418 | 1461.858345 | 0.0517 | 0.958844 | 0.479422 |
M9 | -1565.32470150871 | 1461.58349 | -1.071 | 0.286402 | 0.143201 |
M10 | 1889.99201110606 | 1512.653164 | 1.2495 | 0.214014 | 0.107007 |
M11 | 1852.99431323577 | 1502.786067 | 1.233 | 0.220054 | 0.110027 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.91590742978012 |
R-squared | 0.838886419926424 |
Adjusted R-squared | 0.822219497849847 |
F-TEST (value) | 50.3324138717472 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 116 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3345.10446353355 |
Sum Squared Residuals | 1298007969.14644 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 43880 | 44780.8553777397 | -900.85537773967 |
2 | 43110 | 43872.2085602386 | -762.208560238618 |
3 | 44496 | 42676.1928388021 | 1819.80716119792 |
4 | 44164 | 47444.6105884062 | -3280.61058840621 |
5 | 40399 | 42524.9979897798 | -2125.99798977977 |
6 | 36763 | 39865.7163336782 | -3102.71633367822 |
7 | 37903 | 43607.8315301049 | -5704.83153010488 |
8 | 35532 | 35439.2656812289 | 92.7343187711064 |
9 | 35533 | 34073.0320289165 | 1459.96797108346 |
10 | 32110 | 32522.9839506419 | -412.983950641875 |
11 | 33374 | 32143.9162800057 | 1230.08371999434 |
12 | 35462 | 34319.3141839263 | 1142.68581607370 |
13 | 33508 | 35765.2384440073 | -2257.23844400729 |
14 | 36080 | 37488.198121535 | -1408.19812153497 |
15 | 34560 | 37363.7425041796 | -2803.7425041796 |
16 | 38737 | 39299.7172217143 | -562.717221714272 |
17 | 38144 | 38797.2127183874 | -653.21271838736 |
18 | 37594 | 39109.016090893 | -1515.01609089297 |
19 | 36424 | 37653.9999965463 | -1229.99999654628 |
20 | 36843 | 35701.0010391786 | 1141.99896082141 |
21 | 37246 | 34952.8256331138 | 2293.17436688622 |
22 | 38661 | 34504.1392095779 | 4156.86079042208 |
23 | 40454 | 34439.9314002376 | 6014.06859976239 |
24 | 44928 | 40588.0055787808 | 4339.99442121916 |
25 | 48441 | 44350.6764725948 | 4090.32352740525 |
26 | 48140 | 43495.1541584398 | 4644.84584156019 |
27 | 45998 | 44054.8384866163 | 1943.16151338369 |
28 | 47369 | 44802.6383366269 | 2566.36166337312 |
29 | 49554 | 43665.2312323329 | 5888.76876766711 |
30 | 47510 | 46830.2091504089 | 679.790849591079 |
31 | 44873 | 38755.3616512851 | 6117.63834871492 |
32 | 45344 | 43385.9139500679 | 1958.08604993215 |
33 | 42413 | 43018.6801045833 | -605.680104583284 |
34 | 36912 | 35105.3531011059 | 1806.64689889407 |
35 | 43452 | 40020.5956907788 | 3431.40430922116 |
36 | 42142 | 43842.8531984325 | -1700.85319843246 |
37 | 44382 | 42570.3577506993 | 1811.64224930069 |
38 | 43636 | 47186.6592812055 | -3550.65928120553 |
39 | 44167 | 48946.1799532504 | -4779.17995325042 |
40 | 44423 | 47743.9218145764 | -3320.9218145764 |
41 | 42868 | 44651.2738432226 | -1783.27384322258 |
42 | 43908 | 44508.2796383008 | -600.279638300752 |
43 | 42013 | 44679.3916341861 | -2666.39163418606 |
44 | 38846 | 39812.3193103389 | -966.319310338866 |
45 | 35087 | 39070.6225022431 | -3983.62250224311 |
46 | 33026 | 33464.972095342 | -438.972095342012 |
47 | 34646 | 36145.0983856921 | -1499.09838569205 |
48 | 37135 | 37264.4848206573 | -129.484820657254 |
49 | 37985 | 38496.6153477595 | -511.615347759532 |
50 | 43121 | 40871.3219809738 | 2249.67801902617 |
51 | 43722 | 40685.9675427094 | 3036.03245729063 |
52 | 43630 | 40958.2383017915 | 2671.76169820846 |
53 | 42234 | 43000.5270807082 | -766.527080708174 |
54 | 39351 | 35530.2385727888 | 3820.76142721125 |
55 | 39327 | 38774.7974451922 | 552.20255480776 |
56 | 35704 | 35646.5808162386 | 57.4191837614471 |
57 | 30466 | 30303.7837305222 | 162.216269477803 |
58 | 28155 | 30191.9844013770 | -2036.98440137704 |
59 | 29257 | 31102.1577265821 | -1845.15772658212 |
60 | 29998 | 29817.9843150291 | 180.015684970898 |
61 | 32529 | 32910.7681788431 | -381.768178843061 |
62 | 34787 | 35386.5409403746 | -599.540940374568 |
63 | 33855 | 33665.7587834448 | 189.241216555175 |
64 | 34556 | 37518.1027802250 | -2962.10278022502 |
65 | 31348 | 33763.3420964341 | -2415.3420964341 |
66 | 30805 | 34195.6473911641 | -3390.64739116408 |
67 | 28353 | 31584.8494191385 | -3231.84941913854 |
68 | 24514 | 27653.2866420224 | -3139.28664202243 |
69 | 21106 | 23869.2402276599 | -2763.24022765994 |
70 | 21346 | 24607.4329520544 | -3261.43295205438 |
71 | 23335 | 26626.7422495611 | -3291.74224956113 |
72 | 24379 | 25815.5064897489 | -1436.50648974889 |
73 | 26290 | 29044.3409109129 | -2754.34091091294 |
74 | 30084 | 31512.3393548816 | -1428.33935488158 |
75 | 29429 | 31363.2650652438 | -1934.26506524381 |
76 | 30632 | 35593.9591834166 | -4961.95918341663 |
77 | 27349 | 29287.9266194131 | -1938.92661941311 |
78 | 27264 | 30251.4769476053 | -2987.47694760534 |
79 | 27474 | 30137.5306328524 | -2663.53063285236 |
80 | 24482 | 26746.2829263552 | -2264.28292635517 |
81 | 21453 | 24601.3217981628 | -3148.32179816279 |
82 | 18788 | 23390.7522534664 | -4602.75225346644 |
83 | 19282 | 24044.3730990971 | -4762.37309909708 |
84 | 19713 | 23498.7598560160 | -3785.75985601596 |
85 | 21917 | 26959.5280844721 | -5042.52808447207 |
86 | 23812 | 28609.9274647464 | -4797.92746474637 |
87 | 23785 | 29003.7596849151 | -5218.75968491514 |
88 | 24696 | 28109.882809568 | -3413.88280956798 |
89 | 24562 | 27451.8919549838 | -2889.89195498383 |
90 | 23580 | 26729.7110916288 | -3149.71109162877 |
91 | 24939 | 24827.6717374175 | 111.328262582500 |
92 | 23899 | 26173.574865891 | -2274.57486589099 |
93 | 21454 | 23041.2754072151 | -1587.27540721512 |
94 | 19761 | 22982.6005814162 | -3221.60058141618 |
95 | 19815 | 23623.2642311087 | -3808.26423110871 |
96 | 20780 | 25603.008476364 | -4823.00847636399 |
97 | 23462 | 25639.1898183793 | -2177.18981837931 |
98 | 25005 | 26851.6359759457 | -1846.63597594571 |
99 | 24725 | 26899.5110645671 | -2174.51106456711 |
100 | 26198 | 26166.3034188524 | 31.6965811475595 |
101 | 27543 | 27901.506654036 | -358.506654036024 |
102 | 26471 | 27923.0688375281 | -1452.06883752812 |
103 | 26558 | 25292.8350715954 | 1265.16492840458 |
104 | 25317 | 25495.9135183282 | -178.913518328176 |
105 | 22896 | 22543.7190831919 | 352.280916808062 |
106 | 22248 | 20284.912387103 | 1963.08761289699 |
107 | 23406 | 23303.2214914376 | 102.778508562449 |
108 | 25073 | 24317.6546393041 | 755.345360695885 |
109 | 27691 | 24616.8670588629 | 3074.13294113707 |
110 | 30599 | 28285.9975662938 | 2313.00243370622 |
111 | 31948 | 28858.6390904084 | 3089.36090959162 |
112 | 32946 | 27424.4471444423 | 5521.5528555577 |
113 | 34012 | 30461.8485714053 | 3550.1514285947 |
114 | 32936 | 26812.6371456326 | 6123.36285436737 |
115 | 32974 | 28520.4725797770 | 4453.52742022297 |
116 | 30951 | 26833.0961391405 | 4117.90386085953 |
117 | 29812 | 25036.6835816831 | 4775.31641831692 |
118 | 29010 | 22961.8690679152 | 6048.13093208479 |
119 | 31068 | 26639.6994454992 | 4428.30055450077 |
120 | 32447 | 26989.4284417411 | 5457.57155825892 |
121 | 34844 | 29794.5625557291 | 5049.43744427086 |
122 | 35676 | 30490.0165953652 | 5185.98340463479 |
123 | 35387 | 28554.1449858629 | 6832.85501413705 |
124 | 36488 | 28777.1784003803 | 7710.82159961968 |
125 | 35652 | 32159.2412392969 | 3492.75876070313 |
126 | 33488 | 27913.9988003714 | 5574.00119962856 |
127 | 32914 | 29917.2583019046 | 2996.7416980954 |
128 | 29781 | 28325.76511121 | 1455.23488878999 |
129 | 27951 | 24905.8159027082 | 3045.18409729177 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.251929868357231 | 0.503859736714463 | 0.748070131642769 |
17 | 0.145453410158640 | 0.290906820317279 | 0.85454658984136 |
18 | 0.0808806929377354 | 0.161761385875471 | 0.919119307062265 |
19 | 0.104998781257710 | 0.209997562515420 | 0.89500121874229 |
20 | 0.0578996819808462 | 0.115799363961692 | 0.942100318019154 |
21 | 0.0303857502701164 | 0.0607715005402328 | 0.969614249729884 |
22 | 0.0447149958996101 | 0.0894299917992203 | 0.95528500410039 |
23 | 0.0647839890860962 | 0.129567978172192 | 0.935216010913904 |
24 | 0.0530336409079935 | 0.106067281815987 | 0.946966359092007 |
25 | 0.0920450078913464 | 0.184090015782693 | 0.907954992108654 |
26 | 0.139181498952617 | 0.278362997905234 | 0.860818501047383 |
27 | 0.102347492229984 | 0.204694984459967 | 0.897652507770016 |
28 | 0.110292837829215 | 0.22058567565843 | 0.889707162170785 |
29 | 0.206662987051759 | 0.413325974103518 | 0.793337012948241 |
30 | 0.154682751622094 | 0.309365503244187 | 0.845317248377906 |
31 | 0.484656986498147 | 0.969313972996295 | 0.515343013501853 |
32 | 0.423139183141089 | 0.846278366282177 | 0.576860816858911 |
33 | 0.42050887451844 | 0.84101774903688 | 0.57949112548156 |
34 | 0.362265029163994 | 0.724530058327987 | 0.637734970836006 |
35 | 0.337205713551269 | 0.674411427102539 | 0.66279428644873 |
36 | 0.362516075900248 | 0.725032151800495 | 0.637483924099752 |
37 | 0.318612000398157 | 0.637224000796314 | 0.681387999601843 |
38 | 0.339663153778728 | 0.679326307557455 | 0.660336846221272 |
39 | 0.383307227320109 | 0.766614454640217 | 0.616692772679891 |
40 | 0.356740538308651 | 0.713481076617303 | 0.643259461691349 |
41 | 0.320813388969754 | 0.641626777939508 | 0.679186611030246 |
42 | 0.268071854291955 | 0.53614370858391 | 0.731928145708045 |
43 | 0.236508910282524 | 0.473017820565047 | 0.763491089717476 |
44 | 0.199366049969845 | 0.39873209993969 | 0.800633950030155 |
45 | 0.224056344053328 | 0.448112688106656 | 0.775943655946672 |
46 | 0.192087559662861 | 0.384175119325721 | 0.80791244033714 |
47 | 0.202025938720712 | 0.404051877441425 | 0.797974061279287 |
48 | 0.166663426830869 | 0.333326853661738 | 0.833336573169131 |
49 | 0.135187888807210 | 0.270375777614419 | 0.86481211119279 |
50 | 0.117489571777537 | 0.234979143555074 | 0.882510428222463 |
51 | 0.116670131020473 | 0.233340262040947 | 0.883329868979527 |
52 | 0.111106899998238 | 0.222213799996476 | 0.888893100001762 |
53 | 0.087016932540174 | 0.174033865080348 | 0.912983067459826 |
54 | 0.0932110817454267 | 0.186422163490853 | 0.906788918254573 |
55 | 0.0732929246405772 | 0.146585849281154 | 0.926707075359423 |
56 | 0.0571489465482247 | 0.114297893096449 | 0.942851053451775 |
57 | 0.0431295461999284 | 0.0862590923998568 | 0.956870453800072 |
58 | 0.0395322483993453 | 0.0790644967986906 | 0.960467751600655 |
59 | 0.0401904526961702 | 0.0803809053923405 | 0.95980954730383 |
60 | 0.0312020604098191 | 0.0624041208196383 | 0.968797939590181 |
61 | 0.0234921835868878 | 0.0469843671737755 | 0.976507816413112 |
62 | 0.0172488857825828 | 0.0344977715651656 | 0.982751114217417 |
63 | 0.0121923885549553 | 0.0243847771099106 | 0.987807611445045 |
64 | 0.0101703892915113 | 0.0203407785830226 | 0.989829610708489 |
65 | 0.00831598904243073 | 0.0166319780848615 | 0.99168401095757 |
66 | 0.00773962113351338 | 0.0154792422670268 | 0.992260378866487 |
67 | 0.0070930209904705 | 0.014186041980941 | 0.99290697900953 |
68 | 0.00651428810384569 | 0.0130285762076914 | 0.993485711896154 |
69 | 0.00532694915066953 | 0.0106538983013391 | 0.99467305084933 |
70 | 0.00487382537448523 | 0.00974765074897045 | 0.995126174625515 |
71 | 0.00463625936456273 | 0.00927251872912545 | 0.995363740635437 |
72 | 0.00313709336163853 | 0.00627418672327707 | 0.996862906638361 |
73 | 0.00244104278524212 | 0.00488208557048424 | 0.997558957214758 |
74 | 0.00163676802205641 | 0.00327353604411281 | 0.998363231977944 |
75 | 0.00116124129075167 | 0.00232248258150333 | 0.998838758709248 |
76 | 0.00385211206207020 | 0.00770422412414039 | 0.99614788793793 |
77 | 0.00277171484360405 | 0.00554342968720811 | 0.997228285156396 |
78 | 0.00357143517541838 | 0.00714287035083676 | 0.996428564824582 |
79 | 0.00544024791588675 | 0.0108804958317735 | 0.994559752084113 |
80 | 0.00417764600912598 | 0.00835529201825196 | 0.995822353990874 |
81 | 0.00451548867239174 | 0.00903097734478348 | 0.995484511327608 |
82 | 0.00862170888414263 | 0.0172434177682853 | 0.991378291115857 |
83 | 0.0100307301327460 | 0.0200614602654919 | 0.989969269867254 |
84 | 0.00765865383384676 | 0.0153173076676935 | 0.992341346166153 |
85 | 0.0135803665051899 | 0.0271607330103798 | 0.98641963349481 |
86 | 0.0210643741506530 | 0.0421287483013059 | 0.978935625849347 |
87 | 0.0559848955926941 | 0.111969791185388 | 0.944015104407306 |
88 | 0.130231462167126 | 0.260462924334252 | 0.869768537832874 |
89 | 0.105521054459513 | 0.211042108919025 | 0.894478945540487 |
90 | 0.132642754696918 | 0.265285509393837 | 0.867357245303082 |
91 | 0.117685320041649 | 0.235370640083298 | 0.882314679958351 |
92 | 0.106708945845493 | 0.213417891690986 | 0.893291054154507 |
93 | 0.0956027178581663 | 0.191205435716333 | 0.904397282141834 |
94 | 0.241628881106434 | 0.483257762212868 | 0.758371118893566 |
95 | 0.265452349023986 | 0.530904698047972 | 0.734547650976014 |
96 | 0.513246118419028 | 0.973507763161944 | 0.486753881580972 |
97 | 0.560068132807835 | 0.87986373438433 | 0.439931867192165 |
98 | 0.541577791248301 | 0.916844417503399 | 0.458422208751699 |
99 | 0.66006182200819 | 0.679876355983619 | 0.339938177991810 |
100 | 0.774887634731928 | 0.450224730536144 | 0.225112365268072 |
101 | 0.724987125928259 | 0.550025748143483 | 0.275012874071741 |
102 | 0.97695908353234 | 0.0460818329353207 | 0.0230409164676604 |
103 | 0.966483140732136 | 0.0670337185357277 | 0.0335168592678639 |
104 | 0.950533113378576 | 0.0989337732428471 | 0.0494668866214236 |
105 | 0.93562643206542 | 0.12874713586916 | 0.06437356793458 |
106 | 0.925285679808008 | 0.149428640383984 | 0.0747143201919921 |
107 | 0.910097165879322 | 0.179805668241356 | 0.0899028341206778 |
108 | 0.933077085187067 | 0.133845829625866 | 0.0669229148129331 |
109 | 0.897164878106348 | 0.205670243787304 | 0.102835121893652 |
110 | 0.911085552036686 | 0.177828895926628 | 0.0889144479633139 |
111 | 0.951951045727488 | 0.0960979085450234 | 0.0480489542725117 |
112 | 0.975112416631316 | 0.0497751667373674 | 0.0248875833686837 |
113 | 0.957107076599342 | 0.0857858468013155 | 0.0428929234006577 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 11 | 0.112244897959184 | NOK |
5% type I error level | 28 | 0.285714285714286 | NOK |
10% type I error level | 38 | 0.387755102040816 | NOK |