Multiple Linear Regression - Estimated Regression Equation

Consumptieindexprijs[t] = + 103.373409090909 + 0.0529318181817703M1[t] + 0.392545454545451M2[t] + 0.312159090909086M3[t] + 0.493772727272725M4[t] + 0.627386363636359M5[t] + 0.510999999999996M6[t] + 0.596613636363628M7[t] + 0.350227272727270M8[t] + 0.169840909090903M9[t] + 0.0514545454545356M10[t] + 0.0953863636363579M11[t] + 0.190386363636364t + 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)	103.373409090909	0.679554	152.1194	0	0
M1	0.0529318181817703	0.824423	0.0642	0.949092	0.474546
M2	0.392545454545451	0.823904	0.4764	0.636062	0.318031
M3	0.312159090909086	0.8235	0.3791	0.706423	0.353212
M4	0.493772727272725	0.823212	0.5998	0.55164	0.27582
M5	0.627386363636359	0.823039	0.7623	0.44987	0.224935
M6	0.510999999999996	0.822981	0.6209	0.537789	0.268895
M7	0.596613636363628	0.823039	0.7249	0.472271	0.236136
M8	0.350227272727270	0.823212	0.4254	0.672544	0.336272
M9	0.169840909090903	0.8235	0.2062	0.837532	0.418766
M10	0.0514545454545356	0.823904	0.0625	0.950479	0.47524
M11	0.0953863636363579	0.867553	0.1099	0.912939	0.456469
t	0.190386363636364	0.009748	19.5312	0	0

Multiple Linear Regression - Regression Statistics
Multiple R	0.947165971215957
R-squared	0.897123377029467
Adjusted R-squared	0.869689610903991
F-TEST (value)	32.7014297973613
F-TEST (DF numerator)	12
F-TEST (DF denominator)	45
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	1.22682766565322
Sum Squared Residuals	67.7297754545456

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	103.48	103.616727272727	-0.136727272727445
2	103.93	104.146727272727	-0.216727272727259
3	103.89	104.256727272727	-0.366727272727266
4	104.4	104.628727272727	-0.228727272727262
5	104.79	104.952727272727	-0.162727272727259
6	104.77	105.026727272727	-0.256727272727271
7	105.13	105.302727272727	-0.172727272727268
8	105.26	105.246727272727	0.0132727272727364
9	104.96	105.256727272727	-0.296727272727272
10	104.75	105.328727272727	-0.578727272727262
11	105.01	105.563045454545	-0.553045454545445
12	105.15	105.658045454545	-0.508045454545449
13	105.2	105.901363636364	-0.70136363636359
14	105.77	106.431363636364	-0.661363636363637
15	105.78	106.541363636364	-0.761363636363631
16	106.26	106.913363636364	-0.65336363636363
17	106.13	107.237363636364	-1.10736363636364
18	106.12	107.311363636364	-1.19136363636363
19	106.57	107.587363636364	-1.01736363636364
20	106.44	107.531363636364	-1.09136363636364
21	106.54	107.541363636364	-1.00136363636363
22	107.1	107.613363636364	-0.513363636363634
23	108.1	107.847681818182	0.252318181818179
24	108.4	107.942681818182	0.457318181818184
25	108.84	108.186	0.654000000000048
26	109.62	108.716	0.904000000000005
27	110.42	108.826	1.59400000000000
28	110.67	109.198	1.472
29	111.66	109.522	2.13800000000000
30	112.28	109.596	2.684
31	112.87	109.872	2.99800000000001
32	112.18	109.816	2.36400000000000
33	112.36	109.826	2.534
34	112.16	109.898	2.262
35	111.49	110.132318181818	1.35768181818181
36	111.25	110.227318181818	1.02268181818181
37	111.36	110.470636363636	0.889363636363678
38	111.74	111.000636363636	0.739363636363628
39	111.1	111.110636363636	-0.0106363636363711
40	111.33	111.482636363636	-0.152636363636371
41	111.25	111.806636363636	-0.556636363636368
42	111.04	111.880636363636	-0.840636363636362
43	110.97	112.156636363636	-1.18663636363636
44	111.31	112.100636363636	-0.790636363636367
45	111.02	112.110636363636	-1.09063636363637
46	111.07	112.182636363636	-1.11263636363637
47	111.36	112.416954545455	-1.05695454545455
48	111.54	112.511954545455	-0.971954545454548
49	112.05	112.755272727273	-0.705272727272692
50	112.52	113.285272727273	-0.765272727272738
51	112.94	113.395272727273	-0.455272727272735
52	113.33	113.767272727273	-0.437272727272737
53	113.78	114.091272727273	-0.311272727272733
54	113.77	114.165272727273	-0.395272727272737
55	113.82	114.441272727273	-0.621272727272739
56	113.89	114.385272727273	-0.495272727272736
57	114.25	114.395272727273	-0.145272727272733
58	114.41	114.467272727273	-0.0572727272727344

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
16	7.30168962605973e-05	0.000146033792521195	0.99992698310374
17	0.000374024374560540	0.000748048749121081	0.99962597562544
18	0.000141988202878381	0.000283976405756761	0.999858011797122
19	3.22493177008497e-05	6.44986354016994e-05	0.9999677506823
20	2.45812555089469e-05	4.91625110178938e-05	0.999975418744491
21	8.11282689917961e-06	1.62256537983592e-05	0.9999918871731
22	6.12792521584869e-05	0.000122558504316974	0.999938720747842
23	0.0016377244469181	0.0032754488938362	0.998362275553082
24	0.00682588236301327	0.0136517647260265	0.993174117636987
25	0.0255723293274583	0.0511446586549167	0.974427670672542
26	0.0505123810050003	0.101024762010001	0.949487618995
27	0.118900980916420	0.237801961832839	0.88109901908358
28	0.132383534906900	0.264767069813799	0.8676164650931
29	0.205155081651326	0.410310163302652	0.794844918348674
30	0.34954619062035	0.6990923812407	0.65045380937965
31	0.558725808218555	0.88254838356289	0.441274191781445
32	0.596109971540002	0.807780056919996	0.403890028459998
33	0.702760721642858	0.594478556714284	0.297239278357142
34	0.806988810606245	0.386022378787510	0.193011189393755
35	0.874545551873577	0.250908896252847	0.125454448126423
36	0.926051792940868	0.147896414118264	0.073948207059132
37	0.963185290692964	0.0736294186140724	0.0368147093070362
38	0.995312496686628	0.0093750066267433	0.00468750331337165
39	0.996930856608685	0.00613828678262989	0.00306914339131495
40	0.99853645473261	0.0029270905347812	0.0014635452673906
41	0.996673916919879	0.00665216616024273	0.00332608308012136
42	0.987896329482582	0.0242073410348360	0.0121036705174180

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	12	0.444444444444444	NOK
5% type I error level	14	0.518518518518518	NOK
10% type I error level	16	0.592592592592593	NOK