Multiple Linear Regression - Estimated Regression Equation |
Eurogebied[t] = -1.04200548198035 -0.00485845152082405Totaal_werklozen[t] -0.00279403633763444Jonger_dan_25_jaar[t] + 0.0147302987803265Vanaf_25_jaar[t] -0.204799851528606Belgie[t] + 0.950843825033922EU_27[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) | -1.04200548198035 | 0.232168 | -4.4881 | 1.5e-05 | 7e-06 |
Totaal_werklozen | -0.00485845152082405 | 0.033996 | -0.1429 | 0.886565 | 0.443283 |
Jonger_dan_25_jaar | -0.00279403633763444 | 0.033839 | -0.0826 | 0.934313 | 0.467156 |
Vanaf_25_jaar | 0.0147302987803265 | 0.03405 | 0.4326 | 0.665969 | 0.332984 |
Belgie | -0.204799851528606 | 0.038894 | -5.2656 | 1e-06 | 0 |
EU_27 | 0.950843825033922 | 0.021395 | 44.4431 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.974549643698287 |
R-squared | 0.949747008032459 |
Adjusted R-squared | 0.947939346450893 |
F-TEST (value) | 525.400892355947 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 139 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.195655019646118 |
Sum Squared Residuals | 5.32104325306847 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 9.1 | 8.8340678672645 | 0.265932132735502 |
2 | 9.1 | 8.84418734604598 | 0.255812653954018 |
3 | 9 | 8.82025256424688 | 0.179747435753117 |
4 | 8.9 | 8.74590628591782 | 0.154093714082178 |
5 | 8.8 | 8.76145889315673 | 0.0385411068432666 |
6 | 8.7 | 8.67180763911076 | 0.0281923608892432 |
7 | 8.7 | 8.68532675667633 | 0.014673243323669 |
8 | 8.6 | 8.55079633259697 | 0.049203667403028 |
9 | 8.5 | 8.47044166055738 | 0.0295583394426191 |
10 | 8.4 | 8.35744078914837 | 0.042559210851628 |
11 | 8.4 | 8.36337966814925 | 0.0366203318507481 |
12 | 8.3 | 8.31938522223255 | -0.0193852222325544 |
13 | 8.2 | 8.42944812335479 | -0.229448123354794 |
14 | 8.2 | 8.43339818304502 | -0.233398183045021 |
15 | 8.1 | 8.4025576915208 | -0.302557691520796 |
16 | 8.1 | 8.36481149027144 | -0.264811490271445 |
17 | 8.1 | 8.38333023504473 | -0.283330235044733 |
18 | 8.1 | 8.389499654136 | -0.289499654136003 |
19 | 8.1 | 8.41041314053856 | -0.310413140538564 |
20 | 8.1 | 8.44952155600336 | -0.349521556003357 |
21 | 8.1 | 8.41490310598565 | -0.314903105985648 |
22 | 8.2 | 8.35397938857001 | -0.153979388570008 |
23 | 8.2 | 8.35506971523301 | -0.155069715233015 |
24 | 8.3 | 8.38716273543404 | -0.0871627354340356 |
25 | 8.2 | 8.43356632169665 | -0.233566321696649 |
26 | 8.3 | 8.5566215635141 | -0.256621563514095 |
27 | 8.3 | 8.57456563135079 | -0.274565631350792 |
28 | 8.4 | 8.67138071414337 | -0.271380714143367 |
29 | 8.5 | 8.6792913210233 | -0.179291321023297 |
30 | 8.5 | 8.67443286950247 | -0.174432869502473 |
31 | 8.6 | 8.66202119370964 | -0.0620211937096424 |
32 | 8.6 | 8.56295858426842 | 0.0370414157315818 |
33 | 8.7 | 8.52552894093419 | 0.174471059065813 |
34 | 8.7 | 8.62623623283986 | 0.0737637671601351 |
35 | 8.8 | 8.66475679115363 | 0.135243208846373 |
36 | 8.8 | 8.72942100316806 | 0.0705789968319439 |
37 | 8.9 | 8.87017268130021 | 0.0298273186997953 |
38 | 9 | 8.90004634210018 | 0.0999536578998167 |
39 | 9 | 8.91856508687347 | 0.0814349131265291 |
40 | 9 | 8.97304089371328 | 0.0269591062867219 |
41 | 9 | 8.99023151393723 | 0.00976848606276813 |
42 | 9.1 | 9.01161989092069 | 0.0883801090793095 |
43 | 9.1 | 8.93743131507173 | 0.16256868492827 |
44 | 9 | 8.89109665520224 | 0.108903344797757 |
45 | 9.1 | 8.86839731064834 | 0.231602689351662 |
46 | 9 | 8.93003694623474 | 0.0699630537652577 |
47 | 9.1 | 8.90710706159045 | 0.192892938409553 |
48 | 9.1 | 9.06348027335463 | 0.0365197266453675 |
49 | 9.2 | 9.20423195148678 | -0.0042319514867831 |
50 | 9.2 | 9.24693310958116 | -0.0469331095811634 |
51 | 9.2 | 9.36606264093592 | -0.166062640935923 |
52 | 9.2 | 9.33472359111688 | -0.134723591116884 |
53 | 9.2 | 9.39124665616099 | -0.191246656160993 |
54 | 9.3 | 9.37446909917636 | -0.0744690991763636 |
55 | 9.3 | 9.14761296943499 | 0.15238703056501 |
56 | 9.3 | 9.0962754013263 | 0.203724598673699 |
57 | 9.3 | 9.13354343096327 | 0.166456569036733 |
58 | 9.3 | 9.38553171331838 | -0.0855317133183751 |
59 | 9.4 | 9.43391363139217 | -0.0339136313921647 |
60 | 9.4 | 9.52861311790384 | -0.128613117903837 |
61 | 9.3 | 9.56201710567531 | -0.262017105675305 |
62 | 9.3 | 9.58909673013765 | -0.289096730137649 |
63 | 9.3 | 9.59214888549675 | -0.292148885496754 |
64 | 9.3 | 9.57118024123203 | -0.271180241232032 |
65 | 9.2 | 9.48400646560857 | -0.284006465608572 |
66 | 9.2 | 9.50670581016248 | -0.306705810162476 |
67 | 9.2 | 9.27360143575376 | -0.0736014357537563 |
68 | 9.1 | 9.1172971503827 | -0.0172971503826961 |
69 | 9.1 | 9.10742530312319 | -0.00742530312319366 |
70 | 9.1 | 9.24028346580702 | -0.140283465807017 |
71 | 9.1 | 9.18783131500488 | -0.0878313150048799 |
72 | 9 | 9.18538200382997 | -0.185382003829971 |
73 | 8.9 | 9.15300059296143 | -0.253000592961433 |
74 | 8.8 | 9.06334933891546 | -0.263349338915455 |
75 | 8.7 | 8.9746924945248 | -0.274692494524806 |
76 | 8.6 | 8.94755443116881 | -0.347554431168813 |
77 | 8.6 | 8.8951712067598 | -0.295171206759802 |
78 | 8.5 | 8.82352245944417 | -0.32352245944417 |
79 | 8.4 | 8.67259614466836 | -0.272596144668362 |
80 | 8.4 | 8.66764118782333 | -0.267641187823332 |
81 | 8.3 | 8.53085005688089 | -0.230850056880886 |
82 | 8.2 | 8.36800129006251 | -0.168001290062505 |
83 | 8.2 | 8.26323425292796 | -0.0632342529279567 |
84 | 8 | 8.23718387484796 | -0.237183874847955 |
85 | 7.9 | 8.05424786498089 | -0.154247864980892 |
86 | 7.8 | 7.94584732607124 | -0.145847326071237 |
87 | 7.7 | 7.78808755086407 | -0.0880875508640697 |
88 | 7.6 | 7.66586510500468 | -0.0658651050046849 |
89 | 7.6 | 7.66093772709074 | -0.0609377270907357 |
90 | 7.6 | 7.58483977347354 | 0.0151602265264601 |
91 | 7.6 | 7.63536880165461 | -0.0353688016546084 |
92 | 7.6 | 7.65517093506726 | -0.0551709350672619 |
93 | 7.5 | 7.47339036023627 | 0.0266096397637337 |
94 | 7.5 | 7.34698731459626 | 0.153012685403735 |
95 | 7.4 | 7.31640494209351 | 0.0835950579064891 |
96 | 7.4 | 7.27833228374609 | 0.121667716253911 |
97 | 7.4 | 7.32842781067746 | 0.0715721893225428 |
98 | 7.3 | 7.24082381483578 | 0.0591761851642186 |
99 | 7.3 | 7.2331024005842 | 0.0668975994158013 |
100 | 7.4 | 7.23853552904161 | 0.161464470958388 |
101 | 7.5 | 7.2840301351571 | 0.215969864842897 |
102 | 7.6 | 7.38017785370895 | 0.219822146291053 |
103 | 7.6 | 7.35406512551813 | 0.245934874481867 |
104 | 7.7 | 7.38834266839318 | 0.311657331606819 |
105 | 7.7 | 7.39278079887874 | 0.307219201121255 |
106 | 7.9 | 7.53007768036466 | 0.369922319635344 |
107 | 8.1 | 7.75085639680527 | 0.349143603194725 |
108 | 8.4 | 8.02370236805631 | 0.37629763194369 |
109 | 8.7 | 8.4260134394894 | 0.273986560510595 |
110 | 9 | 8.71966585299137 | 0.280334147008628 |
111 | 9.3 | 8.93649450974176 | 0.363505490258237 |
112 | 9.4 | 9.17453944227887 | 0.225460557721127 |
113 | 9.5 | 9.26675419257209 | 0.233245807427906 |
114 | 9.6 | 9.49953809784853 | 0.10046190215147 |
115 | 9.8 | 9.56644533697792 | 0.233554663022083 |
116 | 9.8 | 9.61989189743538 | 0.180108102564618 |
117 | 9.9 | 9.60680569280298 | 0.293194307197016 |
118 | 10 | 9.6669622596222 | 0.3330377403778 |
119 | 10 | 9.75802098656283 | 0.24197901343717 |
120 | 10.1 | 9.86751969824795 | 0.232480301752046 |
121 | 10.1 | 10.0808180280269 | 0.0191819719731448 |
122 | 10.1 | 10.04882151315 | 0.0511784868499616 |
123 | 10.1 | 10.0327113204061 | 0.0672886795938595 |
124 | 10.2 | 9.99980641369873 | 0.200193586301273 |
125 | 10.2 | 9.98912934941224 | 0.210870650587757 |
126 | 10.1 | 9.93797107474895 | 0.162028925251051 |
127 | 10.1 | 10.020593123131 | 0.0794068768689607 |
128 | 10.1 | 9.98027293813497 | 0.119727061865032 |
129 | 10.1 | 9.87563267797067 | 0.224367322029332 |
130 | 10.1 | 9.89201808116764 | 0.207981918832359 |
131 | 10.1 | 9.91036472474419 | 0.189635275255813 |
132 | 10.1 | 10.058851678856 | 0.0411483211440175 |
133 | 10 | 10.0570421529907 | -0.0570421529907234 |
134 | 9.9 | 10.0891246856923 | -0.189124685692269 |
135 | 9.9 | 10.0056428507376 | -0.105642850737562 |
136 | 9.9 | 9.96641358072102 | -0.0664135807210231 |
137 | 9.9 | 10.0531952025568 | -0.15319520255683 |
138 | 10 | 10.0334515080378 | -0.0334515080378259 |
139 | 10.1 | 10.1348327404665 | -0.0348327404665454 |
140 | 10.2 | 10.2108237012601 | -0.0108237012600594 |
141 | 10.3 | 10.166057539666 | 0.133942460334036 |
142 | 10.5 | 10.3087875496093 | 0.191212450390709 |
143 | 10.6 | 10.4201713174849 | 0.179828682515074 |
144 | 10.7 | 10.4954436673927 | 0.204556332607286 |
145 | 10.8 | 10.6954848679755 | 0.104515132024476 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.00439492652967453 | 0.00878985305934906 | 0.995605073470325 |
10 | 0.000535444846010518 | 0.00107088969202104 | 0.999464555153989 |
11 | 9.13095815116214e-05 | 0.000182619163023243 | 0.999908690418488 |
12 | 2.8178171020929e-05 | 5.63563420418581e-05 | 0.999971821828979 |
13 | 1.22904921931057e-05 | 2.45809843862113e-05 | 0.999987709507807 |
14 | 1.7363740718279e-06 | 3.4727481436558e-06 | 0.999998263625928 |
15 | 4.22843970434981e-06 | 8.45687940869963e-06 | 0.999995771560296 |
16 | 1.47762954869968e-05 | 2.95525909739936e-05 | 0.999985223704513 |
17 | 1.12457879325828e-05 | 2.24915758651656e-05 | 0.999988754212067 |
18 | 3.92654189941861e-06 | 7.85308379883722e-06 | 0.999996073458101 |
19 | 1.63925102345578e-06 | 3.27850204691156e-06 | 0.999998360748977 |
20 | 1.58797612942889e-05 | 3.17595225885778e-05 | 0.999984120238706 |
21 | 0.0002687471924241 | 0.000537494384848199 | 0.999731252807576 |
22 | 0.00162421866779107 | 0.00324843733558215 | 0.998375781332209 |
23 | 0.00682178761003181 | 0.0136435752200636 | 0.993178212389968 |
24 | 0.00600837583593084 | 0.0120167516718617 | 0.993991624164069 |
25 | 0.0175981088373423 | 0.0351962176746847 | 0.982401891162658 |
26 | 0.028469461786718 | 0.0569389235734361 | 0.971530538213282 |
27 | 0.0725916478775064 | 0.145183295755013 | 0.927408352122494 |
28 | 0.217361248183228 | 0.434722496366456 | 0.782638751816772 |
29 | 0.267878308450533 | 0.535756616901065 | 0.732121691549467 |
30 | 0.280366746527288 | 0.560733493054575 | 0.719633253472712 |
31 | 0.314249604263756 | 0.628499208527512 | 0.685750395736244 |
32 | 0.313268775003979 | 0.626537550007958 | 0.686731224996021 |
33 | 0.306518707436319 | 0.613037414872638 | 0.693481292563681 |
34 | 0.279390803841983 | 0.558781607683967 | 0.720609196158017 |
35 | 0.259046631953888 | 0.518093263907776 | 0.740953368046112 |
36 | 0.234384388700671 | 0.468768777401343 | 0.765615611299329 |
37 | 0.221942634247625 | 0.44388526849525 | 0.778057365752375 |
38 | 0.190194625273476 | 0.380389250546952 | 0.809805374726524 |
39 | 0.164344278259311 | 0.328688556518623 | 0.835655721740689 |
40 | 0.153723564012913 | 0.307447128025827 | 0.846276435987087 |
41 | 0.149719883543044 | 0.299439767086087 | 0.850280116456956 |
42 | 0.133571472255157 | 0.267142944510315 | 0.866428527744843 |
43 | 0.107521364234846 | 0.215042728469693 | 0.892478635765154 |
44 | 0.0928471043147711 | 0.185694208629542 | 0.907152895685229 |
45 | 0.0869839203837964 | 0.173967840767593 | 0.913016079616204 |
46 | 0.0845130440576501 | 0.1690260881153 | 0.91548695594235 |
47 | 0.0731131497026564 | 0.146226299405313 | 0.926886850297344 |
48 | 0.0803055452459568 | 0.160611090491914 | 0.919694454754043 |
49 | 0.108639402024772 | 0.217278804049545 | 0.891360597975228 |
50 | 0.157707194725031 | 0.315414389450062 | 0.842292805274969 |
51 | 0.37267109314144 | 0.74534218628288 | 0.62732890685856 |
52 | 0.520437119712701 | 0.959125760574598 | 0.479562880287299 |
53 | 0.746038080870281 | 0.507923838259438 | 0.253961919129719 |
54 | 0.833810442981936 | 0.332379114036128 | 0.166189557018064 |
55 | 0.882863491454859 | 0.234273017090281 | 0.117136508545141 |
56 | 0.919609026741322 | 0.160781946517357 | 0.0803909732586786 |
57 | 0.94736238293289 | 0.10527523413422 | 0.0526376170671099 |
58 | 0.957513042987077 | 0.0849739140258464 | 0.0424869570129232 |
59 | 0.961127640754702 | 0.0777447184905952 | 0.0388723592452976 |
60 | 0.957969899816643 | 0.0840602003667138 | 0.0420301001833569 |
61 | 0.97075983587972 | 0.0584803282405596 | 0.0292401641202798 |
62 | 0.978608867191846 | 0.0427822656163082 | 0.0213911328081541 |
63 | 0.981723991182377 | 0.0365520176352469 | 0.0182760088176234 |
64 | 0.987630698224877 | 0.0247386035502468 | 0.0123693017751234 |
65 | 0.991452831572389 | 0.0170943368552227 | 0.00854716842761136 |
66 | 0.994819488968212 | 0.0103610220635762 | 0.00518051103178809 |
67 | 0.995681840488158 | 0.00863631902368366 | 0.00431815951184183 |
68 | 0.996986115006819 | 0.00602776998636248 | 0.00301388499318124 |
69 | 0.99767166324542 | 0.0046566735091604 | 0.0023283367545802 |
70 | 0.999380838771715 | 0.00123832245657023 | 0.000619161228285113 |
71 | 0.99971288694249 | 0.000574226115019988 | 0.000287113057509994 |
72 | 0.999736383391376 | 0.000527233217247302 | 0.000263616608623651 |
73 | 0.999657689316379 | 0.000684621367241644 | 0.000342310683620822 |
74 | 0.999547064288355 | 0.000905871423289484 | 0.000452935711644742 |
75 | 0.999400286526975 | 0.00119942694604973 | 0.000599713473024863 |
76 | 0.999466610777801 | 0.00106677844439769 | 0.000533389222198846 |
77 | 0.999262579524677 | 0.0014748409506454 | 0.0007374204753227 |
78 | 0.998960347903522 | 0.00207930419295672 | 0.00103965209647836 |
79 | 0.99850742310919 | 0.00298515378161896 | 0.00149257689080948 |
80 | 0.997951105631336 | 0.00409778873732737 | 0.00204889436866369 |
81 | 0.997628505683764 | 0.00474298863247144 | 0.00237149431623572 |
82 | 0.998801566341759 | 0.00239686731648259 | 0.00119843365824129 |
83 | 0.999217702304998 | 0.0015645953900031 | 0.000782297695001551 |
84 | 0.999504884463338 | 0.000990231073323507 | 0.000495115536661754 |
85 | 0.999456881824282 | 0.00108623635143671 | 0.000543118175718357 |
86 | 0.999390665681983 | 0.00121866863603319 | 0.000609334318016596 |
87 | 0.999474166213904 | 0.00105166757219159 | 0.000525833786095793 |
88 | 0.999544827638872 | 0.000910344722256917 | 0.000455172361128458 |
89 | 0.999750371244955 | 0.000499257510090024 | 0.000249628755045012 |
90 | 0.999860059879926 | 0.000279880240147899 | 0.000139940120073949 |
91 | 0.999860243171051 | 0.000279513657898205 | 0.000139756828949103 |
92 | 0.99987893877231 | 0.000242122455380583 | 0.000121061227690291 |
93 | 0.99994772946211 | 0.000104541075780766 | 5.22705378903828e-05 |
94 | 0.999954757531647 | 9.04849367050652e-05 | 4.52424683525326e-05 |
95 | 0.999984421800027 | 3.11563999462097e-05 | 1.55781999731049e-05 |
96 | 0.999981428961118 | 3.71420777632143e-05 | 1.85710388816072e-05 |
97 | 0.99997534126369 | 4.93174726192298e-05 | 2.46587363096149e-05 |
98 | 0.999974558465983 | 5.08830680339301e-05 | 2.5441534016965e-05 |
99 | 0.999975744746056 | 4.85105078872017e-05 | 2.42552539436008e-05 |
100 | 0.999971034228281 | 5.79315434376443e-05 | 2.89657717188222e-05 |
101 | 0.999968761822827 | 6.24763543462255e-05 | 3.12381771731127e-05 |
102 | 0.999967342561825 | 6.53148763493352e-05 | 3.26574381746676e-05 |
103 | 0.99995016013388 | 9.96797322403238e-05 | 4.98398661201619e-05 |
104 | 0.999938720709305 | 0.000122558581390107 | 6.12792906950537e-05 |
105 | 0.999972555608213 | 5.48887835741156e-05 | 2.74443917870578e-05 |
106 | 0.999977404628808 | 4.51907423832766e-05 | 2.25953711916383e-05 |
107 | 0.999985687143933 | 2.8625712134476e-05 | 1.4312856067238e-05 |
108 | 0.999989104274367 | 2.17914512655974e-05 | 1.08957256327987e-05 |
109 | 0.999988279680781 | 2.34406384389015e-05 | 1.17203192194508e-05 |
110 | 0.999988099293396 | 2.38014132076379e-05 | 1.19007066038189e-05 |
111 | 0.999998305133799 | 3.38973240112567e-06 | 1.69486620056284e-06 |
112 | 0.999999100175469 | 1.79964906281236e-06 | 8.9982453140618e-07 |
113 | 0.999999693565669 | 6.12868661290151e-07 | 3.06434330645075e-07 |
114 | 0.999999602020736 | 7.95958527011551e-07 | 3.97979263505775e-07 |
115 | 0.999999890756159 | 2.18487681806957e-07 | 1.09243840903479e-07 |
116 | 0.999999767948239 | 4.64103521949252e-07 | 2.32051760974626e-07 |
117 | 0.999999562211067 | 8.75577866903864e-07 | 4.37788933451932e-07 |
118 | 0.999999915871321 | 1.6825735748852e-07 | 8.41286787442599e-08 |
119 | 0.999999792386068 | 4.15227863629299e-07 | 2.0761393181465e-07 |
120 | 0.999999966695788 | 6.66084231306231e-08 | 3.33042115653116e-08 |
121 | 0.999999949433466 | 1.01133067713558e-07 | 5.05665338567789e-08 |
122 | 0.999999965450536 | 6.90989287808374e-08 | 3.45494643904187e-08 |
123 | 0.999999989252768 | 2.14944635492381e-08 | 1.0747231774619e-08 |
124 | 0.999999958683262 | 8.26334764093019e-08 | 4.13167382046509e-08 |
125 | 0.999999884164261 | 2.31671477976258e-07 | 1.15835738988129e-07 |
126 | 0.999999679612225 | 6.40775549108286e-07 | 3.20387774554143e-07 |
127 | 0.999998636397293 | 2.72720541459744e-06 | 1.36360270729872e-06 |
128 | 0.99999451285121 | 1.09742975803394e-05 | 5.48714879016972e-06 |
129 | 0.999978003811958 | 4.39923760849409e-05 | 2.19961880424704e-05 |
130 | 0.999913723799435 | 0.000172552401129106 | 8.62762005645531e-05 |
131 | 0.999761202004051 | 0.000477595991897413 | 0.000238797995948707 |
132 | 0.99909457642266 | 0.00181084715467976 | 0.000905423577339879 |
133 | 0.997636762219493 | 0.00472647556101485 | 0.00236323778050743 |
134 | 0.998156815420413 | 0.00368636915917468 | 0.00184318457958734 |
135 | 0.993183563677377 | 0.0136328726452459 | 0.00681643632262293 |
136 | 0.972701228079488 | 0.0545975438410242 | 0.0272987719205121 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 82 | 0.640625 | NOK |
5% type I error level | 91 | 0.7109375 | NOK |
10% type I error level | 97 | 0.7578125 | NOK |