Multiple Linear Regression - Estimated Regression Equation |
OPENVAC[t] = + 1845.12534861158 + 1.62106650935412OntvangenJobs[t] + 1398.53510581224M1[t] + 6074.8953918953M2[t] + 7089.78142291843M3[t] + 2738.34574444754M4[t] + 3642.41998058522M5[t] + 3207.92209473057M6[t] -1101.43725899311M7[t] -196.286404771903M8[t] -1715.09730769288M9[t] + 3278.45278852018M10[t] + 2723.69286893376M11[t] + 54.6959568227012t + 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) | 1845.12534861158 | 2490.08811 | 0.741 | 0.460211 | 0.230106 |
OntvangenJobs | 1.62106650935412 | 0.095028 | 17.0588 | 0 | 0 |
M1 | 1398.53510581224 | 1370.829419 | 1.0202 | 0.30977 | 0.154885 |
M2 | 6074.8953918953 | 1374.737171 | 4.419 | 2.3e-05 | 1.1e-05 |
M3 | 7089.78142291843 | 1381.267556 | 5.1328 | 1e-06 | 1e-06 |
M4 | 2738.34574444754 | 1377.411092 | 1.988 | 0.049183 | 0.024592 |
M5 | 3642.41998058522 | 1370.319506 | 2.6581 | 0.008978 | 0.004489 |
M6 | 3207.92209473057 | 1369.493966 | 2.3424 | 0.020879 | 0.010439 |
M7 | -1101.43725899311 | 1389.479576 | -0.7927 | 0.429586 | 0.214793 |
M8 | -196.286404771903 | 1371.315133 | -0.1431 | 0.886432 | 0.443216 |
M9 | -1715.09730769288 | 1369.961069 | -1.2519 | 0.213135 | 0.106568 |
M10 | 3278.45278852018 | 1456.501579 | 2.2509 | 0.026292 | 0.013146 |
M11 | 2723.69286893376 | 1423.720218 | 1.9131 | 0.058224 | 0.029112 |
t | 54.6959568227012 | 13.216396 | 4.1385 | 6.7e-05 | 3.3e-05 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.927238341877822 |
R-squared | 0.859770942648332 |
Adjusted R-squared | 0.843918962252056 |
F-TEST (value) | 54.2374467514695 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 115 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3134.31537081502 |
Sum Squared Residuals | 1129752277.02864 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 43880 | 44184.8959101759 | -304.895910175923 |
2 | 43110 | 42611.6244982036 | 498.375501796364 |
3 | 44496 | 41160.4480640038 | 3335.55193599617 |
4 | 44164 | 46857.5833725238 | -2693.58337252377 |
5 | 40399 | 40934.9262332759 | -535.926233275927 |
6 | 36763 | 37927.3754925810 | -1164.37549258096 |
7 | 37903 | 42744.2002820256 | -4841.2002820256 |
8 | 35532 | 33039.0505280288 | 2492.94947197121 |
9 | 35533 | 31918.6016819136 | 3614.39831808643 |
10 | 32110 | 30704.6678093144 | 1405.33219068561 |
11 | 33374 | 29776.6422880812 | 3597.35771191881 |
12 | 35462 | 32147.5411535521 | 3314.45884644792 |
13 | 33508 | 33561.8666199625 | -53.8666199625254 |
14 | 36080 | 35280.9812884883 | 799.01871151166 |
15 | 34560 | 35170.4268575244 | -610.426857524371 |
16 | 38737 | 37323.9107765962 | 1413.08922340380 |
17 | 38144 | 36927.4693677366 | 1216.53063226345 |
18 | 37594 | 37637.0241329906 | -43.0241329905656 |
19 | 36424 | 35951.7511534159 | 472.248846584139 |
20 | 36843 | 34022.8574447907 | 2820.14255520927 |
21 | 37246 | 33675.6573236374 | 3570.34267636256 |
22 | 38661 | 33839.6299839892 | 4821.37001601075 |
23 | 40454 | 33305.5236245291 | 7148.4763754709 |
24 | 44928 | 40646.6124076797 | 4281.38759232029 |
25 | 48441 | 44959.4047928153 | 3481.59520718469 |
26 | 48140 | 43452.5971077264 | 4687.40289227358 |
27 | 45998 | 44197.9657937014 | 1800.03420629856 |
28 | 47369 | 44864.9317236955 | 2504.06827630445 |
29 | 49554 | 43674.1677252524 | 5879.83227474762 |
30 | 47510 | 47953.3109441042 | -443.310944104159 |
31 | 44873 | 37986.0091682393 | 6886.99083176073 |
32 | 45344 | 44293.7543936424 | 1050.24560635759 |
33 | 42413 | 44423.1478262392 | -2010.14782623923 |
34 | 36912 | 35248.156326202 | 1663.84367379803 |
35 | 43452 | 40943.8085621897 | 2508.19143781031 |
36 | 42142 | 45375.0829610497 | -3233.08296104966 |
37 | 44382 | 43388.4108908352 | 993.589109164828 |
38 | 43636 | 48727.3670747487 | -5091.36707474871 |
39 | 44167 | 50973.8433483856 | -6806.84334838564 |
40 | 44423 | 49201.1041818018 | -4778.1041818018 |
41 | 42868 | 45564.1508207433 | -2696.15082074328 |
42 | 43908 | 45704.711241214 | -1796.71124121400 |
43 | 42013 | 46053.8767308787 | -4040.87673087871 |
44 | 38846 | 40479.2044427162 | -1633.20444271617 |
45 | 35087 | 40140.1096541096 | -5053.10965410965 |
46 | 33026 | 33852.2376072321 | -826.237607232074 |
47 | 34646 | 36751.5501145839 | -2105.55011458394 |
48 | 37135 | 37801.2797749312 | -666.279774931224 |
49 | 37985 | 38948.1292672982 | -963.129267298244 |
50 | 43121 | 41482.6403900292 | 1638.35960997083 |
51 | 43722 | 41295.8958331256 | 2426.10416687443 |
52 | 43630 | 41367.9303541867 | 2262.06964581329 |
53 | 42234 | 44155.2635696986 | -1921.26356969855 |
54 | 39351 | 35128.6928797717 | 4222.30712022826 |
55 | 39327 | 39323.0281296244 | 3.97187037558654 |
56 | 35704 | 35923.8270970151 | -219.827097015101 |
57 | 30466 | 29828.3251336921 | 637.674866307889 |
58 | 28155 | 30413.775086476 | -2258.77508647599 |
59 | 29257 | 31098.7107420501 | -1841.71074205013 |
60 | 29998 | 29141.3620275455 | 856.637972454467 |
61 | 32529 | 32616.0630273451 | -87.0630273450646 |
62 | 34787 | 35277.0173378056 | -490.017337805609 |
63 | 33855 | 33169.3089673174 | 685.69103268262 |
64 | 34556 | 37720.3502537239 | -3164.35025372395 |
65 | 31348 | 33255.0319063855 | -1907.03190638547 |
66 | 30805 | 34115.3458570094 | -3310.34585700942 |
67 | 28353 | 30984.0815510908 | -2631.08155109084 |
68 | 24514 | 26579.819282682 | -2065.81928268197 |
69 | 21106 | 22434.460330112 | -1328.46033011198 |
70 | 21346 | 24083.3299130322 | -2737.32991303217 |
71 | 23335 | 26155.8985006134 | -2820.89850061343 |
72 | 24379 | 24790.2390620231 | -411.239062023083 |
73 | 26290 | 28435.1520453048 | -2145.15204530480 |
74 | 30084 | 31086.3799567092 | -1002.37995670922 |
75 | 29429 | 30945.0252620675 | -1516.02526206753 |
76 | 30632 | 35969.4179692055 | -5337.4179692055 |
77 | 27349 | 28312.2196649488 | -963.219664948766 |
78 | 27264 | 29837.1708844079 | -2573.1708844079 |
79 | 27474 | 29829.7017420147 | -2355.70174201470 |
80 | 24482 | 26101.4242080065 | -1619.42420800650 |
81 | 21453 | 24006.7143897695 | -2553.71438976947 |
82 | 18788 | 23217.4999426211 | -4429.49994262106 |
83 | 19282 | 23581.4644293431 | -4299.46442934309 |
84 | 19713 | 22548.1236251703 | -2835.12362517034 |
85 | 21917 | 26483.2075136264 | -4566.20751362644 |
86 | 23812 | 28111.5424576284 | -4299.54245762841 |
87 | 23785 | 28649.4146304061 | -4864.4146304061 |
88 | 24696 | 27262.4892930485 | -2566.48929304854 |
89 | 24562 | 26671.5199030664 | -2109.5199030664 |
90 | 23580 | 26087.4635938558 | -2507.46359385583 |
91 | 24939 | 23842.9226685540 | 1096.07733144605 |
92 | 23899 | 26041.2642927444 | -2142.2642927444 |
93 | 21454 | 22711.3017943795 | -1257.30179437953 |
94 | 19761 | 23363.2154740469 | -3602.21547404693 |
95 | 19815 | 23710.9692956754 | -3895.96929567542 |
96 | 20780 | 25837.0871182338 | -5057.08711823384 |
97 | 23462 | 25487.692222467 | -2025.69222246701 |
98 | 25005 | 26568.1066863073 | -1563.10668630729 |
99 | 24725 | 26673.1541010874 | -1948.15410108743 |
100 | 26198 | 25487.2410108898 | 710.75898911022 |
101 | 27543 | 27890.3814636847 | -347.381463684691 |
102 | 26471 | 28236.8173308434 | -1765.81733084338 |
103 | 26558 | 25081.2370272845 | 1476.76297271551 |
104 | 25317 | 25849.7979902246 | -532.797990224613 |
105 | 22896 | 22745.1637366600 | 150.836263340034 |
106 | 22248 | 20644.5064834441 | 1603.49351655592 |
107 | 23406 | 23966.9173497374 | -560.917349737367 |
108 | 25073 | 24885.3406228270 | 187.659377173032 |
109 | 27691 | 24865.0222284590 | 2825.97777154098 |
110 | 30599 | 29018.9787940347 | 1580.02120596529 |
111 | 31948 | 29780.5581451033 | 2167.44185489673 |
112 | 32946 | 27717.6480733450 | 5228.35192665496 |
113 | 34012 | 31749.9603680408 | 2262.03963195916 |
114 | 32936 | 27503.9148141993 | 5432.08518580068 |
115 | 32974 | 29775.665183958 | 3198.33481604199 |
116 | 30951 | 28179.0901097505 | 2771.90989024952 |
117 | 29812 | 26520.4471825297 | 3291.5528174703 |
118 | 29010 | 24649.9813736421 | 4360.01862635791 |
119 | 31068 | 28797.5150931966 | 2270.48490680337 |
120 | 32447 | 28884.3312469876 | 3562.66875301243 |
121 | 34844 | 31999.1554817105 | 2844.84451828951 |
122 | 35676 | 32432.7644083185 | 3243.23559168152 |
123 | 35387 | 30055.9589972775 | 5331.04100272254 |
124 | 36488 | 30066.3929909832 | 6421.60700901685 |
125 | 35652 | 34529.9089771671 | 1122.09102283285 |
126 | 33488 | 29538.1728290227 | 3949.82717097727 |
127 | 32914 | 32179.5263629142 | 734.473637085839 |
128 | 29781 | 30702.9102103988 | -921.91021039883 |
129 | 27951 | 27013.0709469573 | 937.929053042652 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 0.323829880182219 | 0.647659760364437 | 0.676170119817781 |
18 | 0.200390822803974 | 0.400781645607948 | 0.799609177196026 |
19 | 0.227462877473490 | 0.454925754946981 | 0.77253712252651 |
20 | 0.138276307916123 | 0.276552615832245 | 0.861723692083877 |
21 | 0.0823769048007595 | 0.164753809601519 | 0.91762309519924 |
22 | 0.0722249654535778 | 0.144449930907156 | 0.927775034546422 |
23 | 0.0673171707690334 | 0.134634341538067 | 0.932682829230967 |
24 | 0.0448992990795205 | 0.089798598159041 | 0.95510070092048 |
25 | 0.0296205976687470 | 0.0592411953374941 | 0.970379402331253 |
26 | 0.0224556351051517 | 0.0449112702103035 | 0.977544364894848 |
27 | 0.0206167572088977 | 0.0412335144177954 | 0.979383242791102 |
28 | 0.0129656498895207 | 0.0259312997790415 | 0.987034350110479 |
29 | 0.0207021457907781 | 0.0414042915815561 | 0.979297854209222 |
30 | 0.0207967663419983 | 0.0415935326839965 | 0.979203233658002 |
31 | 0.161160874129719 | 0.322321748259438 | 0.838839125870281 |
32 | 0.209468368672777 | 0.418936737345553 | 0.790531631327223 |
33 | 0.424034024175513 | 0.848068048351027 | 0.575965975824487 |
34 | 0.46791554718954 | 0.93583109437908 | 0.53208445281046 |
35 | 0.5391369912409 | 0.9217260175182 | 0.4608630087591 |
36 | 0.725381413433496 | 0.549237173133008 | 0.274618586566504 |
37 | 0.709564090653126 | 0.580871818693747 | 0.290435909346874 |
38 | 0.857955790525025 | 0.284088418949950 | 0.142044209474975 |
39 | 0.950894153797592 | 0.098211692404815 | 0.0491058462024075 |
40 | 0.96787573814042 | 0.0642485237191618 | 0.0321242618595809 |
41 | 0.969365351838383 | 0.0612692963232342 | 0.0306346481616171 |
42 | 0.959571183646588 | 0.0808576327068247 | 0.0404288163534123 |
43 | 0.965434102639243 | 0.0691317947215141 | 0.0345658973607571 |
44 | 0.960283973674914 | 0.0794320526501712 | 0.0397160263250856 |
45 | 0.98313940071741 | 0.033721198565182 | 0.016860599282591 |
46 | 0.980212575136515 | 0.0395748497269690 | 0.0197874248634845 |
47 | 0.983877082523623 | 0.0322458349527532 | 0.0161229174763766 |
48 | 0.978124533520945 | 0.0437509329581105 | 0.0218754664790552 |
49 | 0.970345331926335 | 0.0593093361473296 | 0.0296546680736648 |
50 | 0.966295281608442 | 0.067409436783116 | 0.033704718391558 |
51 | 0.967672022605818 | 0.0646559547883646 | 0.0323279773941823 |
52 | 0.96680832103351 | 0.0663833579329795 | 0.0331916789664898 |
53 | 0.95825425793387 | 0.0834914841322587 | 0.0417457420661293 |
54 | 0.979698018904433 | 0.0406039621911335 | 0.0203019810955667 |
55 | 0.972367202872072 | 0.0552655942558556 | 0.0276327971279278 |
56 | 0.968609752673091 | 0.0627804946538172 | 0.0313902473269086 |
57 | 0.968970612614061 | 0.0620587747718777 | 0.0310293873859389 |
58 | 0.969493941492788 | 0.0610121170144243 | 0.0305060585072121 |
59 | 0.975854714578015 | 0.0482905708439702 | 0.0241452854219851 |
60 | 0.982166323307945 | 0.0356673533841105 | 0.0178336766920552 |
61 | 0.98361207601196 | 0.0327758479760801 | 0.0163879239880400 |
62 | 0.984024082064544 | 0.0319518358709117 | 0.0159759179354558 |
63 | 0.988930013653536 | 0.0221399726929291 | 0.0110699863464646 |
64 | 0.986147364478312 | 0.0277052710433762 | 0.0138526355216881 |
65 | 0.985374161375177 | 0.0292516772496452 | 0.0146258386248226 |
66 | 0.982525679548063 | 0.0349486409038731 | 0.0174743204519365 |
67 | 0.978100593954272 | 0.0437988120914559 | 0.0218994060457280 |
68 | 0.97915624159641 | 0.0416875168071776 | 0.0208437584035888 |
69 | 0.979131698284273 | 0.0417366034314548 | 0.0208683017157274 |
70 | 0.97685236191595 | 0.0462952761680986 | 0.0231476380840493 |
71 | 0.980024001049106 | 0.0399519979017871 | 0.0199759989508935 |
72 | 0.987708778201167 | 0.0245824435976665 | 0.0122912217988332 |
73 | 0.987166859929447 | 0.0256662801411067 | 0.0128331400705534 |
74 | 0.991538393220454 | 0.0169232135590924 | 0.00846160677954619 |
75 | 0.99373485226139 | 0.0125302954772184 | 0.00626514773860918 |
76 | 0.991682893862085 | 0.0166342122758311 | 0.00831710613791554 |
77 | 0.993529702847845 | 0.0129405943043104 | 0.0064702971521552 |
78 | 0.992482439051902 | 0.0150351218961952 | 0.0075175609480976 |
79 | 0.992337938052286 | 0.0153241238954286 | 0.00766206194771431 |
80 | 0.996360329699454 | 0.00727934060109166 | 0.00363967030054583 |
81 | 0.997400388420997 | 0.00519922315800619 | 0.00259961157900309 |
82 | 0.996507120357193 | 0.00698575928561473 | 0.00349287964280736 |
83 | 0.995919622164581 | 0.00816075567083715 | 0.00408037783541858 |
84 | 0.994615167478363 | 0.0107696650432747 | 0.00538483252163737 |
85 | 0.992138579917874 | 0.0157228401642511 | 0.00786142008212553 |
86 | 0.988422186118271 | 0.0231556277634584 | 0.0115778138817292 |
87 | 0.983657138853106 | 0.0326857222937872 | 0.0163428611468936 |
88 | 0.976705117599643 | 0.0465897648007138 | 0.0232948824003569 |
89 | 0.96575185805485 | 0.0684962838903019 | 0.0342481419451509 |
90 | 0.950839363946667 | 0.0983212721066667 | 0.0491606360533333 |
91 | 0.956341611292994 | 0.0873167774140119 | 0.0436583887070060 |
92 | 0.953398450420204 | 0.0932030991595926 | 0.0466015495797963 |
93 | 0.95145521129229 | 0.097089577415419 | 0.0485447887077095 |
94 | 0.932781427528006 | 0.134437144943989 | 0.0672185724719944 |
95 | 0.911769524303432 | 0.176460951393136 | 0.0882304756965678 |
96 | 0.915361502796547 | 0.169276994406906 | 0.0846384972034532 |
97 | 0.898937446125708 | 0.202125107748585 | 0.101062553874292 |
98 | 0.874989690899789 | 0.250020618200423 | 0.125010309100211 |
99 | 0.889791638601435 | 0.22041672279713 | 0.110208361398565 |
100 | 0.9107920411438 | 0.1784159177124 | 0.0892079588562 |
101 | 0.878585964382755 | 0.242828071234491 | 0.121414035617245 |
102 | 0.96290302740494 | 0.074193945190119 | 0.0370969725950595 |
103 | 0.947780819273398 | 0.104438361453203 | 0.0522191807266017 |
104 | 0.92134078648998 | 0.157318427020041 | 0.0786592135100203 |
105 | 0.896021747853984 | 0.207956504292032 | 0.103978252146016 |
106 | 0.880158073250547 | 0.239683853498906 | 0.119841926749453 |
107 | 0.856792415952248 | 0.286415168095504 | 0.143207584047752 |
108 | 0.884624484531633 | 0.230751030936734 | 0.115375515468367 |
109 | 0.834218886567098 | 0.331562226865803 | 0.165781113432902 |
110 | 0.861763294506008 | 0.276473410987984 | 0.138236705493992 |
111 | 0.921244593521915 | 0.157510812956171 | 0.0787554064780854 |
112 | 0.968613618846565 | 0.0627727623068705 | 0.0313863811534352 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 4 | 0.0416666666666667 | NOK |
5% type I error level | 40 | 0.416666666666667 | NOK |
10% type I error level | 64 | 0.666666666666667 | NOK |