Multiple Linear Regression - Estimated Regression Equation

Vrijetijdsbesteding[t] = + 23.2386693776659 + 0.328012898057582x[t] + 0.706706849753679`y-1`[t] + 0.0657834257010602`y-2`[t] -0.171640512276879M1[t] + 0.205094115152176M2[t] -0.190683624134502M3[t] + 0.0147835749451843M4[t] -0.127753109719908M5[t] + 0.0443784760656002M6[t] + 1.02445797837301M7[t] + 0.1945017340139M8[t] -0.00732604085153967M9[t] + 0.0380826032926670M10[t] -0.144087846353902M11[t] + 0.06890686556891t + 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)	23.2386693776659	7.472222	3.11	0.003442	0.001721
x	0.328012898057582	0.154567	2.1221	0.040068	0.020034
`y-1`	0.706706849753679	0.148857	4.7475	2.6e-05	1.3e-05
`y-2`	0.0657834257010602	0.139888	0.4703	0.640725	0.320363
M1	-0.171640512276879	0.154281	-1.1125	0.272557	0.136279
M2	0.205094115152176	0.145419	1.4104	0.166162	0.083081
M3	-0.190683624134502	0.160855	-1.1854	0.242839	0.121419
M4	0.0147835749451843	0.145301	0.1017	0.919468	0.459734
M5	-0.127753109719908	0.15189	-0.8411	0.405299	0.202649
M6	0.0443784760656002	0.147301	0.3013	0.764763	0.382382
M7	1.02445797837301	0.154241	6.6419	0	0
M8	0.1945017340139	0.237914	0.8175	0.418468	0.209234
M9	-0.00732604085153967	0.169158	-0.0433	0.965671	0.482835
M10	0.0380826032926670	0.163564	0.2328	0.81708	0.40854
M11	-0.144087846353902	0.162537	-0.8865	0.380652	0.190326
t	0.06890686556891	0.021924	3.1429	0.003147	0.001573

Multiple Linear Regression - Regression Statistics
Multiple R	0.999427087849627
R-squared	0.998854503927587
Adjusted R-squared	0.998424942900431
F-TEST (value)	2325.29126430064
F-TEST (DF numerator)	15
F-TEST (DF denominator)	40
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.216308063638897
Sum Squared Residuals	1.87156713580837

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	102.38	102.175637339582	0.204362660418009
2	102.86	102.668473790755	0.191526209244890
3	102.87	102.681480039176	0.188519960823865
4	102.92	102.994497216659	-0.0744972166587715
5	102.95	102.956860574307	-0.0068605743072809
6	103.02	103.222389402439	-0.202389402439369
7	104.08	104.322818752569	-0.242818752569475
8	104.16	104.315483474317	-0.155483474317248
9	104.24	104.308829544244	-0.0688295442441368
10	104.33	104.484944275994	-0.154944275993627
11	104.73	104.440546982450	0.289453017550119
12	104.86	104.942144942587	-0.082144942587269
13	105.03	104.957596556628	0.0724034433723023
14	105.62	105.531930059425	0.0880699405750773
15	105.63	105.633199409431	-0.00319940943101672
16	105.63	105.953452763741	-0.323452763740769
17	105.94	105.880480778902	0.0595192210984051
18	106.61	106.340598353680	0.269401646320347
19	107.69	107.883471172858	-0.193471172858273
20	107.78	107.929740087022	-0.149740087021747
21	107.93	107.931468893960	-0.00146889396019063
22	108.48	108.157710939449	0.322289060550539
23	108.14	108.443003636591	-0.303003636591486
24	108.48	108.451898903734	0.0281010962663753
25	108.48	108.567079221204	-0.0870792212035485
26	108.89	109.035087078940	-0.145087078939877
27	108.93	108.997966013621	-0.0679660136211085
28	109.21	109.327579556797	-0.117579556797304
29	109.47	109.454458992660	0.0155410073398196
30	109.8	109.897660584147	-0.0976605841468559
31	111.73	111.196963903124	0.53303609687584
32	111.85	111.821567274840	0.0284327251600797
33	112.12	111.900413199117	0.219586800883138
34	112.15	112.213433569348	-0.0634335693476048
35	112.17	112.139132715702	0.0308672842981526
36	112.67	112.696247965448	-0.0262479654483509
37	112.8	112.948183412131	-0.148183412131247
38	113.44	113.518588508448	-0.0785885084477151
39	113.53	113.652561863913	-0.122561863913436
40	114.53	114.032640937489	0.497359062511456
41	114.51	114.671638476459	-0.161638476459133
42	115.05	114.964326216520	0.085673783480452
43	116.67	116.393618614749	0.276381385251174
44	117.07	116.812957382438	0.257042617561835
45	116.92	117.069288362679	-0.149288362678811
46	117	117.103911215209	-0.103911215209306
47	117.02	117.037316665257	-0.0173166652567858
48	117.35	117.269708188231	0.0802918117692447
49	117.36	117.401503470456	-0.0415034704555154
50	117.82	117.875920562432	-0.0559205624323758
51	117.88	117.874792673858	0.00520732614169591
52	118.24	118.221829525315	0.0181704746853892
53	118.5	118.406561177672	0.093438822328189
54	118.8	118.855025443215	-0.0550254432145738
55	119.76	120.133127556699	-0.373127556699266
56	120.09	120.070251781383	0.0197482186170809

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
19	0.59327597184291	0.81344805631418	0.40672402815709
20	0.461137030999229	0.922274061998459	0.538862969000771
21	0.316776325507231	0.633552651014463	0.683223674492769
22	0.386520979425882	0.773041958851765	0.613479020574118
23	0.758542288985018	0.482915422029965	0.241457711014982
24	0.66034310465233	0.67931379069534	0.33965689534767
25	0.583097518635039	0.833804962729921	0.416902481364961
26	0.528490627029093	0.943018745941813	0.471509372970907
27	0.431548809099579	0.863097618199158	0.568451190900421
28	0.587648621771383	0.824702756457234	0.412351378228617
29	0.604914950745774	0.790170098508452	0.395085049254226
30	0.593942568360867	0.812114863278265	0.406057431639133
31	0.848814559312246	0.302370881375507	0.151185440687754
32	0.794269493746678	0.411461012506645	0.205730506253322
33	0.721252462475384	0.557495075049233	0.278747537524616
34	0.645879462399648	0.708241075200704	0.354120537600352
35	0.501839969889391	0.996320060221217	0.498160030110609
36	0.351417850372815	0.70283570074563	0.648582149627185
37	0.215683697632834	0.431367395265669	0.784316302367166

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	0	0	OK
5% type I error level	0	0	OK
10% type I error level	0	0	OK