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Computing time2 seconds
R ServerBig Analytics Cloud Computing Center


Multiple Linear Regression - Estimated Regression Equation
Jaartal[t] = + 1997.10395558195 + 0.203306707833518Totaal_werklozen[t] -0.241034131641245Jonger_dan_25_jaar[t] -0.175426452874329Vanaf_25_jaar[t] -0.731547989167512Belgie[t] + 6.51794609707891Eurogebied[t] -5.82855820664169EU_27[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)1997.103955581951.2595241585.602200
Totaal_werklozen0.2033067078335180.1616091.2580.2105090.105255
Jonger_dan_25_jaar-0.2410341316412450.160724-1.49970.1359820.067991
Vanaf_25_jaar-0.1754264528743290.16198-1.0830.2806920.140346
Belgie-0.7315479891675120.206336-3.54540.0005360.000268
Eurogebied6.517946097078910.38808816.79500
EU_27-5.828558206641690.396285-14.70800


Multiple Linear Regression - Regression Statistics
Multiple R0.963850068229268
R-squared0.929006954025565
Adjusted R-squared0.925920299852763
F-TEST (value)300.975393424905
F-TEST (DF numerator)6
F-TEST (DF denominator)138
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.959173878358972
Sum Squared Residuals126.962004991815


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
120002001.89782180879-1.89782180878874
220002002.14114738206-2.14114738206242
320002002.35050129327-2.35050129327226
420002002.50562699838-2.50562699837619
520012002.19530377122-1.19530377121613
620012002.27011982172-1.27011982171933
720012001.61180054634-0.611800546335728
820012001.52291271001-0.522912710007017
920012001.65578931913-0.655789319127268
1020012001.72075820078-0.720758200781901
1120012001.31088326968-0.310883269678064
1220012000.513009991790.486990008210412
1320012000.136152228280.863847771724342
1420012000.668231723940.33176827605678
1520012000.031013328260.968986671744781
1620012000.806476175350.193523824652884
1720022000.286535720291.71346427971467
1820022000.699843743541.30015625645506
1920022000.581839052181.41816094782459
2020022000.735441060571.26455893942916
2120022001.474837735440.525162264558579
2220022001.678144443270.32185555672506
2320022000.567343262211.43265673778832
2420021999.893274382572.10672561742521
2520022000.657187815091.34281218491121
2620022001.070528225390.92947177461264
2720022001.960834595490.0391654045111432
2820022002.1756907179-0.175690717900258
2920032002.359089372590.640910627408278
3020032003.14439938853-0.144399388532143
3120032003.27727599765-0.277275997652397
3220032003.26324520597-0.263245205969791
3320032003.85785694356-0.857856943563179
3420032004.30468359385-1.30468359385113
3520032003.23352579777-0.233525797769919
3620032002.538979015350.461020984647882
3720032003.12746599499-0.127465994991793
3820032002.593878405610.406121594390731
3920032003.3267504148-0.326750414804151
4020032003.13481596654-0.134815966537997
4120042003.318214621230.681785378770548
4220042003.487157402570.512842597428989
4320042003.750012769140.249987230856543
4420042004.8878775064-0.887877506399379
4520042005.1595165932-1.1595165932033
4620042005.7010677773-1.701067777299
4720042004.40285747017-0.402857470174778
4820042004.06688829883-0.0668882988285037
4920042004.18825648751-0.1882564875138
5020042005.13925251955-1.13925251954867
5120042006.11946918045-2.119469180453
5220042006.23435369761-2.23435369760552
5320052005.97450291477-0.974502914769782
5420052005.86698418936-0.866984189361071
5520052006.15789296236-1.15789296235728
5620052006.17924855164-1.17924855164077
5720052006.19791182776-1.19791182775973
5820052006.26121945783-1.26121945782795
5920052005.85881730184-0.858817301844251
6020052005.48805912234-0.488059122338718
6120052005.46017886738-0.460178867379529
6220052005.16047055395-0.160470553954238
6320052005.82316717402-0.823167174023761
6420052006.31345374161-1.31345374160733
6520062006.51909288518-0.519092885178521
6620062006.49772868879-0.497728688791062
6720062006.54363342276-0.543633422756927
6820062005.848225520680.151774479322101
6920062006.60002412268-0.600024122683625
7020062006.61178725271-0.611787252706488
7120062005.900084324040.0999156759631165
7220062005.820029379020.179970620975973
7320062005.649416738990.350583261007919
7420062005.847851425630.152148574367653
7520062006.36359965076-0.363599650756088
7620062005.748926054780.25107394521739
7720072006.484182880350.515817119652767
7820072006.474327104390.525672895605275
7920072006.325070053650.674929946353728
8020072006.212517972230.787482027768592
8120072006.326722698130.673277301871273
8220072007.0720048114-0.0720048114002026
8320072006.745770645170.254229354826066
8420072006.952663172870.0473368271278349
8520072006.533852938410.466147061588999
8620072007.14266444576-0.142664445756065
8720072006.534219811730.465780188272557
8820072007.294204331-0.294204330995288
8920082007.450999894790.549000105210391
9020082007.715305576890.284694423111323
9120082007.588476171140.411523828855252
9220082008.28784537351-0.287845373508905
9320082008.36176791731-0.361767917311877
9420082008.58707761865-0.58707761864514
9520082007.581305178780.418694821218103
9620082007.832792889350.167207110654994
9720082006.825249572761.17475042723978
9820082007.809436141050.190563858946363
9920082008.09822341437-0.0982234143719817
10020082009.07384901515-1.07384901514539
10120092008.681692866840.318307133161424
10220092008.881600910930.118399089067812
10320092009.74736674346-0.747366743455266
10420092009.40009244448-0.400092444477668
10520092009.80687580206-0.806875802061581
10620092009.11650986309-0.116509863092669
10720092009.27581166146-0.275811661455814
10820092008.680383971740.319616028260385
10920092008.25902758610.740972413904197
11020092009.05627067398-0.0562706739759651
11120092008.977477502990.0225224970099346
11220102009.657832158910.342167841087648
11320102008.309785741671.69021425832787
11420102008.469479157131.53052084286549
11520102008.287528038581.71247196141552
11620102009.377138822090.622861177908558
11720102009.24276229620.757237703802322
11820102009.265650189290.734349810706357
11920102009.063084260450.93691573954863
12020102008.650807298771.34919270123014
12120102008.418940544721.58105945527805
12220102008.907056011381.09294398861924
12320102009.335449667840.664550332163922
12420102009.632071157930.367928842068871
12520112009.856390361671.14360963833331
12620112009.390294025191.60970597481354
12720112010.085693320160.91430667983848
12820112010.024046941680.975953058320275
12920112009.73146109691.26853890310052
13020112010.327495196690.672504803311005
13120112009.715336442391.28466355761171
13220112009.400517321821.59948267817802
13320112009.339861010781.66013898922464
13420112010.371622171720.628377828274959
13520112010.583284738740.416715261262454
13620112011.49521001481-0.495210014814399
13720122011.997022217040.00297778295913095
13820122011.87250146710.12749853290039
13920122011.899488215360.100511784641404
14020122012.93812434846-0.938124348459058
14120122013.32414991973-1.32414991972884
14220122012.96678095541-0.966780955408455
14320122013.59603618655-1.5960361865458
14420122012.7730073539-0.773007353901617
14520122013.07220581799-1.07220581798858


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.000826973629545590.001653947259091180.999173026370454
116.16025341129518e-050.0001232050682259040.999938397465887
122.42959921727605e-054.85919843455209e-050.999975704007827
132.20369322552143e-064.40738645104286e-060.999997796306775
147.22126423935535e-071.44425284787107e-060.999999277873576
151.14819986275764e-072.29639972551527e-070.999999885180014
161.14709471276027e-082.29418942552053e-080.999999988529053
171.55607454085898e-093.11214908171795e-090.999999998443925
183.02754389442635e-096.0550877888527e-090.999999996972456
191.10928961416349e-092.21857922832698e-090.99999999889071
201.37162008678351e-102.74324017356701e-100.999999999862838
214.10876537721149e-118.21753075442297e-110.999999999958912
226.40770877475628e-121.28154175495126e-110.999999999993592
233.34283733523628e-106.68567467047255e-100.999999999665716
241.83557719756528e-073.67115439513056e-070.99999981644228
258.57738801291247e-061.71547760258249e-050.999991422611987
264.66676802831608e-069.33353605663215e-060.999995333231972
272.22749640671526e-064.45499281343052e-060.999997772503593
287.85281183787719e-071.57056236757544e-060.999999214718816
294.07316094626941e-078.14632189253881e-070.999999592683905
301.58821270023042e-073.17642540046084e-070.99999984117873
315.28912234398643e-081.05782446879729e-070.999999947108777
322.4784526680432e-084.95690533608639e-080.999999975215473
331.03667563276983e-082.07335126553965e-080.999999989633244
344.15827633575269e-098.31655267150538e-090.999999995841724
351.46404751366295e-092.92809502732591e-090.999999998535952
364.74647830782078e-109.49295661564155e-100.999999999525352
372.23898808907363e-104.47797617814725e-100.999999999776101
389.26580975627447e-111.85316195125489e-100.999999999907342
393.09826187532413e-116.19652375064826e-110.999999999969017
401.67184843226476e-103.34369686452953e-100.999999999832815
418.25687322531338e-111.65137464506268e-100.999999999917431
425.61090326311067e-111.12218065262213e-100.999999999943891
435.45733763382903e-111.09146752676581e-100.999999999945427
442.01015445614975e-114.0203089122995e-110.999999999979899
458.57456745939018e-121.71491349187804e-110.999999999991425
465.95141312883817e-121.19028262576763e-110.999999999994049
473.32686103626177e-126.65372207252354e-120.999999999996673
481.12726639555171e-122.25453279110342e-120.999999999998873
493.58126684992476e-137.16253369984953e-130.999999999999642
509.77996064581452e-131.9559921291629e-120.999999999999022
511.82163276659581e-123.64326553319163e-120.999999999998178
521.16783275379327e-112.33566550758655e-110.999999999988322
531.03663510061135e-112.07327020122269e-110.999999999989634
548.93151762510526e-121.78630352502105e-110.999999999991068
558.39893878537161e-121.67978775707432e-110.999999999991601
561.12013190688216e-112.24026381376431e-110.999999999988799
571.90783471118926e-113.81566942237851e-110.999999999980922
586.45630028102071e-111.29126005620414e-100.999999999935437
592.66015676044356e-105.32031352088711e-100.999999999733984
601.22413373346054e-092.44826746692108e-090.999999998775866
613.02491981832034e-096.04983963664068e-090.99999999697508
627.11330976846981e-091.42266195369396e-080.99999999288669
633.12161290977466e-076.24322581954932e-070.999999687838709
644.25442282565371e-068.50884565130743e-060.999995745577174
651.76549567742185e-053.5309913548437e-050.999982345043226
663.38657169899509e-056.77314339799017e-050.99996613428301
675.07895157610825e-050.0001015790315221650.999949210484239
685.4798913375538e-050.0001095978267510760.999945201086624
697.52318537232763e-050.0001504637074465530.999924768146277
700.0001726268936093470.0003452537872186930.999827373106391
710.0002366707854109210.0004733415708218430.999763329214589
720.0006820444082381670.001364088816476330.999317955591762
730.001839389142452710.003678778284905410.998160610857547
740.007059467275304260.01411893455060850.992940532724696
750.05531197550334350.1106239510066870.944688024496656
760.2719551482829950.5439102965659910.728044851717005
770.4405579679681040.8811159359362080.559442032031896
780.5222244953328660.9555510093342670.477775504667134
790.5619509590982930.8760980818034140.438049040901707
800.5293034574147410.9413930851705170.470696542585259
810.5274550693226920.9450898613546150.472544930677308
820.7319958812485420.5360082375029150.268004118751458
830.8581848251384130.2836303497231730.141815174861587
840.9421554174906890.1156891650186230.0578445825093115
850.9848214476763240.03035710464735130.0151785523236756
860.9912597931325530.01748041373489330.00874020686744664
870.9933704310947130.01325913781057340.0066295689052867
880.9959228168431990.008154366313601660.00407718315680083
890.9972248581575860.005550283684827620.00277514184241381
900.9975886814725840.004822637054831820.00241131852741591
910.9983268887167150.00334622256657050.00167311128328525
920.9983203381223320.003359323755336560.00167966187766828
930.9984733331451180.003053333709763090.00152666685488155
940.9981125521331560.003774895733687550.00188744786684377
950.9981118624939680.003776275012063090.00188813750603154
960.998629166946770.002741666106461130.00137083305323056
970.9997207125093130.0005585749813746150.000279287490687307
980.999888946988280.00022210602344090.00011105301172045
990.9999375635696230.0001248728607549426.24364303774712e-05
1000.9999198959554180.0001602080891634088.0104044581704e-05
1010.9999981985722893.60285542280902e-061.80142771140451e-06
1020.9999999482979341.03404132398385e-075.17020661991927e-08
1030.9999999957290998.54180238306189e-094.27090119153095e-09
1040.9999999981304183.73916310305288e-091.86958155152644e-09
1050.9999999976348924.73021622483197e-092.36510811241599e-09
1060.9999999991167491.76650275692196e-098.83251378460981e-10
1070.9999999990358751.92825069577499e-099.64125347887495e-10
1080.9999999991372731.72545339110224e-098.62726695551118e-10
1090.9999999990241341.95173124439303e-099.75865622196515e-10
1100.999999999700985.98040291220111e-102.99020145610056e-10
1110.9999999999934071.31865172399887e-116.59325861999433e-12
1120.999999999983563.28809003155653e-111.64404501577826e-11
1130.9999999999865752.68499432512029e-111.34249716256015e-11
1140.9999999999752374.9525131793019e-112.47625658965095e-11
1150.9999999999527289.45443094865778e-114.72721547432889e-11
1160.9999999998237263.52548602141975e-101.76274301070987e-10
1170.9999999994019711.19605847611158e-095.9802923805579e-10
1180.999999998248783.50244082879688e-091.75122041439844e-09
1190.9999999942768741.14462512237594e-085.72312561187968e-09
1200.9999999827460153.45079696342423e-081.72539848171212e-08
1210.9999999648066957.0386609263733e-083.51933046318665e-08
1220.9999999159098041.68180392523918e-078.40901962619589e-08
1230.9999997003025855.99394829779297e-072.99697414889649e-07
1240.9999999859536482.80927037499699e-081.4046351874985e-08
1250.9999999356675061.28664988848701e-076.43324944243503e-08
1260.9999997309777275.38044546709223e-072.69022273354611e-07
1270.9999987286733462.54265330791481e-061.27132665395741e-06
1280.9999954301544629.1396910765136e-064.5698455382568e-06
1290.999979111236484.17775270391193e-052.08887635195597e-05
1300.9999079351517030.0001841296965931589.2064848296579e-05
1310.9996070929235860.0007858141528280290.000392907076414014
1320.9984396706338930.003120658732213570.00156032936610678
1330.9976398816934150.004720236613169160.00236011830658458
1340.994725880072630.01054823985473960.00527411992736981
1350.9973296678341480.00534066433170440.0026703321658522


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level1110.880952380952381NOK
5% type I error level1160.920634920634921NOK
10% type I error level1160.920634920634921NOK












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