Multiple Linear Regression - Estimated Regression Equation

cultuurbesteding[t] = + 100.675 -0.0901666666666308M1[t] -0.0353333333333356M2[t] -0.298500000000003M3[t] -0.109666666666670M4[t] -0.394833333333334M5[t] -0.384000000000005M6[t] -0.543166666666667M7[t] -0.488333333333337M8[t] + 0.514500000000001M9[t] + 0.391333333333330M10[t] + 0.148166666666668M11[t] + 0.327166666666666t + 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)	100.675	0.331993	303.2441	0	0
M1	-0.0901666666666308	0.404369	-0.223	0.824537	0.412269
M2	-0.0353333333333356	0.404125	-0.0874	0.930708	0.465354
M3	-0.298500000000003	0.403936	-0.739	0.463674	0.231837
M4	-0.109666666666670	0.403801	-0.2716	0.787155	0.393578
M5	-0.394833333333334	0.403719	-0.978	0.333195	0.166598
M6	-0.384000000000005	0.403692	-0.9512	0.346464	0.173232
M7	-0.543166666666667	0.403719	-1.3454	0.185089	0.092545
M8	-0.488333333333337	0.403801	-1.2093	0.23271	0.116355
M9	0.514500000000001	0.403936	1.2737	0.209162	0.104581
M10	0.391333333333330	0.404125	0.9683	0.337936	0.168968
M11	0.148166666666668	0.404369	0.3664	0.715736	0.357868
t	0.327166666666666	0.004676	69.9608	0	0

Multiple Linear Regression - Regression Statistics
Multiple R	0.99553293301821
R-squared	0.991085820723838
Adjusted R-squared	0.988760382651796
F-TEST (value)	426.193168779355
F-TEST (DF numerator)	12
F-TEST (DF denominator)	46
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.60178899956713
Sum Squared Residuals	16.6589000000003

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	101.76	100.912000000000	0.848000000000147
2	102.37	101.294	1.07600000000000
3	102.38	101.358	1.02199999999999
4	102.86	101.874	0.985999999999992
5	102.87	101.916	0.954
6	102.92	102.254	0.665999999999998
7	102.95	102.422	0.527999999999995
8	103.02	102.804	0.215999999999990
9	104.08	104.134	-0.0540000000000092
10	104.16	104.338	-0.178000000000008
11	104.24	104.422	-0.182000000000011
12	104.33	104.601	-0.271000000000009
13	104.73	104.838	-0.108000000000037
14	104.86	105.22	-0.360000000000007
15	105.03	105.284	-0.254000000000003
16	105.62	105.8	-0.179999999999998
17	105.63	105.842	-0.212000000000011
18	105.63	106.18	-0.550000000000006
19	105.94	106.348	-0.408000000000007
20	106.61	106.73	-0.120000000000003
21	107.69	108.06	-0.370000000000008
22	107.78	108.264	-0.484000000000001
23	107.93	108.348	-0.417999999999998
24	108.48	108.527	-0.0469999999999995
25	108.14	108.764	-0.62400000000004
26	108.48	109.146	-0.665999999999997
27	108.48	109.21	-0.729999999999996
28	108.89	109.726	-0.836
29	108.93	109.768	-0.837999999999994
30	109.21	110.106	-0.896000000000002
31	109.47	110.274	-0.804000000000001
32	109.8	110.656	-0.856000000000001
33	111.73	111.986	-0.255999999999999
34	111.85	112.19	-0.340000000000004
35	112.12	112.274	-0.153999999999996
36	112.15	112.453	-0.302999999999994
37	112.17	112.69	-0.520000000000035
38	112.67	113.072	-0.401999999999996
39	112.8	113.136	-0.336
40	113.44	113.652	-0.211999999999997
41	113.53	113.694	-0.163999999999995
42	114.53	114.032	0.498000000000008
43	114.51	114.2	0.310000000000009
44	115.05	114.582	0.468000000000006
45	116.67	115.912	0.758000000000002
46	117.07	116.116	0.953999999999998
47	116.92	116.2	0.72
48	117	116.379	0.621000000000003
49	117.02	116.616	0.403999999999965
50	117.35	116.998	0.352000000000002
51	117.36	117.062	0.298000000000010
52	117.82	117.578	0.242000000000003
53	117.88	117.62	0.260000000000001
54	118.24	117.958	0.282000000000003
55	118.5	118.126	0.374000000000004
56	118.8	118.508	0.292000000000007
57	119.76	119.838	-0.0779999999999863
58	120.09	120.042	0.0480000000000138
59	120.16	120.126	0.034000000000004

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
16	0.0547296926559853	0.109459385311971	0.945270307344015
17	0.0177728872203434	0.0355457744406867	0.982227112779657
18	0.00464095716551273	0.00928191433102546	0.995359042834487
19	0.00351427593044907	0.00702855186089814	0.99648572406955
20	0.0799763296435809	0.159952659287162	0.920023670356419
21	0.150667061567439	0.301334123134879	0.84933293843256
22	0.181333272846476	0.362666545692952	0.818666727153524
23	0.204600533398098	0.409201066796196	0.795399466601902
24	0.373371608378269	0.746743216756537	0.626628391621731
25	0.282238578186767	0.564477156373535	0.717761421813233
26	0.201369066520644	0.402738133041288	0.798630933479356
27	0.13597917911152	0.27195835822304	0.86402082088848
28	0.0912155995052147	0.182431199010429	0.908784400494785
29	0.0587392681024176	0.117478536204835	0.941260731897582
30	0.0513046301744405	0.102609260348881	0.94869536982556
31	0.0451886975235919	0.0903773950471838	0.954811302476408
32	0.0502919689068841	0.100583937813768	0.949708031093116
33	0.111110422671916	0.222220845343833	0.888889577328084
34	0.191021648544968	0.382043297089935	0.808978351455032
35	0.255702909352402	0.511405818704805	0.744297090647598
36	0.319105035321378	0.638210070642757	0.680894964678622
37	0.40091302998738	0.80182605997476	0.59908697001262
38	0.488718424464117	0.977436848928235	0.511281575535883
39	0.588117477650843	0.823765044698315	0.411882522349157
40	0.676421363415406	0.647157273169187	0.323578636584594
41	0.827958548305437	0.344082903389126	0.172041451694563
42	0.820259252819365	0.35948149436127	0.179740747180635
43	0.893445697421056	0.213108605157889	0.106554302578944

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	2	0.0714285714285714	NOK
5% type I error level	3	0.107142857142857	NOK
10% type I error level	4	0.142857142857143	NOK