| Multiple Linear Regression - Estimated Regression Equation |
| Werkloosheidsgraad_belgië[t] = + 5.9060824337936 + 0.00342005145151874Bouwvergunningen_nietwoongebouwen[t] -0.0327022426521719uitvoer_q[t] + 2.18937574080565e-05personenwagens_incltransit[t] -0.225942959466546rentetarieven_depositofaciliteit[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) | 5.9060824337936 | 0.610893 | 9.6679 | 0 | 0 |
| Bouwvergunningen_nietwoongebouwen | 0.00342005145151874 | 0.001209 | 2.8278 | 0.006524 | 0.003262 |
| uitvoer_q | -0.0327022426521719 | 0.006125 | -5.3394 | 2e-06 | 1e-06 |
| personenwagens_incltransit | 2.18937574080565e-05 | 1e-05 | 2.1824 | 0.03337 | 0.016685 |
| rentetarieven_depositofaciliteit | -0.225942959466546 | 0.040737 | -5.5464 | 1e-06 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.751934516415732 |
| R-squared | 0.56540551697736 |
| Adjusted R-squared | 0.533798645484805 |
| F-TEST (value) | 17.8886897145303 |
| F-TEST (DF numerator) | 4 |
| F-TEST (DF denominator) | 55 |
| p-value | 1.84534831859651e-09 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.354696821275775 |
| Sum Squared Residuals | 6.91954092627263 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 7.1 | 7.122988030796 | -0.0229880307959967 |
| 2 | 7.2 | 6.92156033578732 | 0.278439664212683 |
| 3 | 7.2 | 6.98522374689251 | 0.214776253107494 |
| 4 | 7.1 | 6.89529115674334 | 0.204708843256655 |
| 5 | 6.9 | 6.9517577687089 | -0.0517577687089031 |
| 6 | 6.8 | 7.120596288417 | -0.320596288416998 |
| 7 | 6.8 | 7.07240287862353 | -0.272402878623526 |
| 8 | 6.8 | 7.03176633349763 | -0.231766333497631 |
| 9 | 6.9 | 7.20456045611713 | -0.304560456117129 |
| 10 | 7.1 | 6.91302757343614 | 0.186972426563861 |
| 11 | 7.2 | 7.06473603388419 | 0.135263966115808 |
| 12 | 7.2 | 6.86063463228715 | 0.339365367712853 |
| 13 | 7.1 | 6.96832971005154 | 0.131670289948456 |
| 14 | 7.1 | 7.3760958746981 | -0.276095874698097 |
| 15 | 7.2 | 7.13965421871839 | 0.0603457812816131 |
| 16 | 7.5 | 7.71380720919474 | -0.213807209194737 |
| 17 | 7.7 | 7.76788194286655 | -0.0678819428665521 |
| 18 | 7.8 | 7.92815498659921 | -0.128154986599206 |
| 19 | 7.7 | 7.93319021743902 | -0.23319021743902 |
| 20 | 7.7 | 8.09506512690871 | -0.395065126908713 |
| 21 | 7.8 | 7.97389341429714 | -0.173893414297138 |
| 22 | 8 | 7.97918138972525 | 0.0208186102747535 |
| 23 | 8.1 | 8.14379188575021 | -0.0437918857502117 |
| 24 | 8.1 | 8.04955452523932 | 0.0504454747606821 |
| 25 | 8 | 8.22107621169918 | -0.221076211699185 |
| 26 | 8.1 | 8.00830388872902 | 0.0916961112709848 |
| 27 | 8.2 | 7.93677188584437 | 0.263228114155631 |
| 28 | 8.4 | 8.14250994308647 | 0.257490056913535 |
| 29 | 8.5 | 7.87888790799303 | 0.62111209200697 |
| 30 | 8.5 | 8.25359411611113 | 0.246405883888872 |
| 31 | 8.5 | 7.86918276942598 | 0.630817230574024 |
| 32 | 8.5 | 7.92445807000617 | 0.575541929993828 |
| 33 | 8.5 | 7.83800556959707 | 0.661994430402931 |
| 34 | 8.4 | 7.61791977412029 | 0.782080225879709 |
| 35 | 8.3 | 7.80360569100767 | 0.496394308992335 |
| 36 | 8.2 | 7.47626792751077 | 0.723732072489225 |
| 37 | 8.1 | 7.52722194114074 | 0.572778058859264 |
| 38 | 7.9 | 7.42119424849778 | 0.478805751502218 |
| 39 | 7.6 | 7.24694845900962 | 0.353051540990384 |
| 40 | 7.3 | 7.24882514237415 | 0.0511748576258525 |
| 41 | 7.1 | 7.18961734486209 | -0.0896173448620862 |
| 42 | 7 | 7.36121872388335 | -0.361218723883353 |
| 43 | 7.1 | 7.32917596094976 | -0.229175960949758 |
| 44 | 7.1 | 7.54208313540413 | -0.442083135404132 |
| 45 | 7.1 | 7.22323080579419 | -0.123230805794189 |
| 46 | 7.3 | 7.50657586142404 | -0.206575861424036 |
| 47 | 7.3 | 7.38679071895319 | -0.0867907189531886 |
| 48 | 7.3 | 7.35426163305314 | -0.054261633053142 |
| 49 | 7.2 | 7.45701390775379 | -0.257013907753785 |
| 50 | 7.2 | 7.57899646677759 | -0.378996466777591 |
| 51 | 7.1 | 7.57135271578511 | -0.471352715785107 |
| 52 | 7.1 | 7.2778507992622 | -0.177850799262201 |
| 53 | 7.1 | 7.28600165697301 | -0.186001656973008 |
| 54 | 7.2 | 7.76570877081214 | -0.565708770812139 |
| 55 | 7.3 | 7.45158862014425 | -0.151588620144252 |
| 56 | 7.4 | 7.62350512830473 | -0.223505128304725 |
| 57 | 7.4 | 7.63511783485846 | -0.235117834858457 |
| 58 | 7.5 | 7.69947046427039 | -0.199470464270386 |
| 59 | 7.4 | 7.9490041634919 | -0.549004163491896 |
| 60 | 7.4 | 7.88351600441014 | -0.483516004410139 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 8 | 0.0317187290147553 | 0.0634374580295107 | 0.968281270985245 |
| 9 | 0.00773389624742391 | 0.0154677924948478 | 0.992266103752576 |
| 10 | 0.00163490802684972 | 0.00326981605369944 | 0.99836509197315 |
| 11 | 0.00151861133490425 | 0.00303722266980849 | 0.998481388665096 |
| 12 | 0.000936296671270758 | 0.00187259334254152 | 0.999063703328729 |
| 13 | 0.000490202407106803 | 0.000980404814213605 | 0.999509797592893 |
| 14 | 0.000183898241576587 | 0.000367796483153174 | 0.999816101758423 |
| 15 | 5.83469952964476e-05 | 0.000116693990592895 | 0.999941653004704 |
| 16 | 0.00156517119331685 | 0.0031303423866337 | 0.998434828806683 |
| 17 | 0.00141694714017153 | 0.00283389428034306 | 0.998583052859829 |
| 18 | 0.000743228334730989 | 0.00148645666946198 | 0.999256771665269 |
| 19 | 0.000318360458124141 | 0.000636720916248281 | 0.999681639541876 |
| 20 | 0.000196920379246888 | 0.000393840758493776 | 0.999803079620753 |
| 21 | 7.61009361310521e-05 | 0.000152201872262104 | 0.999923899063869 |
| 22 | 3.27912007965439e-05 | 6.55824015930878e-05 | 0.999967208799203 |
| 23 | 1.3690411117796e-05 | 2.73808222355921e-05 | 0.999986309588882 |
| 24 | 5.00381061268984e-06 | 1.00076212253797e-05 | 0.999994996189387 |
| 25 | 2.09999286423395e-06 | 4.19998572846791e-06 | 0.999997900007136 |
| 26 | 6.57195461813065e-07 | 1.31439092362613e-06 | 0.999999342804538 |
| 27 | 3.38512818550494e-07 | 6.77025637100988e-07 | 0.999999661487181 |
| 28 | 5.87612460360148e-06 | 1.1752249207203e-05 | 0.999994123875396 |
| 29 | 0.000197022856768505 | 0.00039404571353701 | 0.999802977143232 |
| 30 | 0.00113302090615935 | 0.00226604181231871 | 0.998866979093841 |
| 31 | 0.00775614703715477 | 0.0155122940743095 | 0.992243852962845 |
| 32 | 0.0340427549894885 | 0.0680855099789771 | 0.965957245010512 |
| 33 | 0.182404403993085 | 0.36480880798617 | 0.817595596006915 |
| 34 | 0.493327050790402 | 0.986654101580805 | 0.506672949209598 |
| 35 | 0.622533833887236 | 0.754932332225528 | 0.377466166112764 |
| 36 | 0.826847840478226 | 0.346304319043548 | 0.173152159521774 |
| 37 | 0.978034824373807 | 0.0439303512523865 | 0.0219651756261933 |
| 38 | 0.999220605902828 | 0.0015587881943435 | 0.00077939409717175 |
| 39 | 0.999895925167904 | 0.000208149664192406 | 0.000104074832096203 |
| 40 | 0.999992232475031 | 1.55350499372349e-05 | 7.76752496861747e-06 |
| 41 | 0.999997418960531 | 5.16207893850817e-06 | 2.58103946925409e-06 |
| 42 | 0.999997010228263 | 5.97954347484892e-06 | 2.98977173742446e-06 |
| 43 | 0.999997032292795 | 5.93541441031973e-06 | 2.96770720515986e-06 |
| 44 | 0.999997595168693 | 4.80966261474258e-06 | 2.40483130737129e-06 |
| 45 | 0.999999129946005 | 1.7401079897995e-06 | 8.70053994899751e-07 |
| 46 | 0.999996034629585 | 7.93074083096319e-06 | 3.96537041548159e-06 |
| 47 | 0.999984774143352 | 3.04517132957748e-05 | 1.52258566478874e-05 |
| 48 | 0.999934895725664 | 0.000130208548672716 | 6.5104274336358e-05 |
| 49 | 0.99969374004244 | 0.000612519915119061 | 0.00030625995755953 |
| 50 | 0.999457758151663 | 0.00108448369667298 | 0.000542241848336492 |
| 51 | 0.997340243487919 | 0.0053195130241612 | 0.0026597565120806 |
| 52 | 0.988936188852288 | 0.0221276222954236 | 0.0110638111477118 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 35 | 0.777777777777778 | NOK |
| 5% type I error level | 39 | 0.866666666666667 | NOK |
| 10% type I error level | 41 | 0.911111111111111 | NOK |
