Multiple Linear Regression - Estimated Regression Equation

uitvoercijfer[t] = + 12.7757731042654 -3.94653929699842X[t] + 0.769258521231271M1[t] -0.404615946191776M2[t] -1.6681543515726M3[t] -1.35169275695342M4[t] -1.17523116233424M5[t] + 0.601230432284937M6[t] -0.772307973095888M7[t] -0.80584637847671M8[t] + 0.220615216142469M9[t] -1.00292318923835M10[t] -3.30646159461918M11[t] + 0.0735384053808224t + 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)	12.7757731042654	0.387137	33.0006	0	0
X	-3.94653929699842	0.326344	-12.0932	0	0
M1	0.769258521231271	0.451594	1.7034	0.091391	0.045695
M2	-0.404615946191776	0.462012	-0.8758	0.383117	0.191559
M3	-1.6681543515726	0.461716	-3.6129	0.000463	0.000231
M4	-1.35169275695342	0.461452	-2.9292	0.004154	0.002077
M5	-1.17523116233424	0.461218	-2.5481	0.012251	0.006125
M6	0.601230432284937	0.461015	1.3041	0.194983	0.097491
M7	-0.772307973095888	0.460844	-1.6759	0.096686	0.048343
M8	-0.80584637847671	0.460703	-1.7492	0.08313	0.041565
M9	0.220615216142469	0.460594	0.479	0.63293	0.316465
M10	-1.00292318923835	0.460516	-2.1778	0.031615	0.015807
M11	-3.30646159461918	0.460469	-7.1806	0	0
t	0.0735384053808224	0.003792	19.3934	0	0

Multiple Linear Regression - Regression Statistics
Multiple R	0.908760355834885
R-squared	0.825845384337147
Adjusted R-squared	0.804686412340725
F-TEST (value)	39.0305060414476
F-TEST (DF numerator)	13
F-TEST (DF denominator)	107
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	1.02960504914899
Sum Squared Residuals	113.429261623941

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	15	13.6185700308775	1.38142996912254
2	14.4	12.5182339688353	1.88176603116472
3	13	11.3282339688353	1.67176603116473
4	13.7	11.7182339688353	1.98176603116473
5	13.6	11.9682339688353	1.63176603116474
6	15.2	13.8182339688353	1.38176603116473
7	12.9	12.5182339688353	0.381766031164725
8	14	12.5582339688353	1.44176603116472
9	14.1	13.6582339688353	0.441766031164725
10	13.2	12.5082339688353	0.691766031164726
11	11.3	10.2782339688353	1.02176603116473
12	13.3	13.6582339688353	-0.358233968835272
13	14.4	14.5010308954474	-0.101030895447369
14	13.3	13.4006948334051	-0.100694833405141
15	11.6	12.2106948334051	-0.610694833405144
16	13.2	12.6006948334051	0.599305166594858
17	13.1	12.8506948334051	0.249305166594855
18	14.6	14.7006948334051	-0.100694833405142
19	14	13.4006948334051	0.599305166594859
20	14.3	13.4406948334051	0.859305166594859
21	13.8	14.5406948334051	-0.740694833405141
22	13.7	13.3906948334051	0.309305166594857
23	11	11.1606948334051	-0.160694833405144
24	14.4	14.5406948334051	-0.140694833405141
25	15.6	15.3834917600172	0.216508239982763
26	13.7	14.283155697975	-0.583155697975011
27	12.6	13.0931556979750	-0.493155697975014
28	13.2	13.483155697975	-0.283155697975011
29	13.3	13.7331556979750	-0.433155697975013
30	14.3	15.583155697975	-1.28315569797501
31	14	14.283155697975	-0.28315569797501
32	13.4	14.323155697975	-0.923155697975011
33	13.9	15.423155697975	-1.52315569797501
34	13.7	14.273155697975	-0.573155697975012
35	10.5	12.0431556979750	-1.54315569797501
36	14.5	15.423155697975	-0.92315569797501
37	15	16.2659526245871	-1.26595262458711
38	13.5	15.1656165625449	-1.66561656254488
39	13.5	13.9756165625449	-0.475616562544882
40	13.2	14.3656165625449	-1.16561656254488
41	13.8	14.6156165625449	-0.815616562544882
42	16.2	16.4656165625449	-0.265616562544881
43	14.7	15.1656165625449	-0.465616562544880
44	13.9	15.2056165625449	-1.30561656254488
45	16	16.3056165625449	-0.305616562544881
46	14.4	15.1556165625449	-0.75561656254488
47	12.3	12.9256165625449	-0.62561656254488
48	15.9	16.3056165625449	-0.405616562544879
49	15.9	17.1484134891570	-1.24841348915698
50	15.5	16.0480774271147	-0.548077427114749
51	15.1	14.8580774271148	0.241922572885248
52	14.5	15.2480774271147	-0.748077427114749
53	15.1	15.4980774271148	-0.398077427114752
54	17.4	17.3480774271147	0.0519225728852497
55	16.2	16.0480774271147	0.151922572885251
56	15.6	16.0880774271148	-0.48807742711475
57	17.2	17.1880774271147	0.0119225728852496
58	14.9	16.0380774271148	-1.13807742711475
59	13.8	13.8080774271147	-0.0080774271147488
60	17.5	17.1880774271147	0.311922572885252
61	16.2	18.0308743537268	-1.83087435372685
62	17.5	16.9305382916846	0.569461708315383
63	16.6	15.7405382916846	0.859461708315381
64	16.2	16.1305382916846	0.0694617083153818
65	16.6	16.3805382916846	0.219461708315381
66	19.6	18.2305382916846	1.36946170831538
67	15.9	16.9305382916846	-1.03053829168462
68	18	16.9705382916846	1.02946170831538
69	18.3	18.0705382916846	0.229461708315383
70	16.3	16.9205382916846	-0.620538291684617
71	14.9	14.6905382916846	0.209461708315382
72	18.2	18.0705382916846	0.129461708315382
73	18.4	18.9133352182967	-0.513335218296715
74	18.5	17.8129991562545	0.687000843745514
75	16	16.6229991562545	-0.622999156254489
76	17.4	17.0129991562545	0.387000843745511
77	17.2	17.2629991562545	-0.06299915625449
78	19.6	19.1129991562545	0.487000843745513
79	17.2	17.8129991562545	-0.612999156254487
80	18.3	17.8529991562545	0.447000843745514
81	19.3	18.9529991562545	0.347000843745514
82	18.1	17.8029991562545	0.297000843745514
83	16.2	15.5729991562545	0.627000843745511
84	18.4	18.9529991562545	-0.552999156254488
85	20.5	19.7957960828666	0.704203917133417
86	19	18.6954600208244	0.304539979175645
87	16.5	17.5054600208244	-1.00546002082436
88	18.7	17.8954600208244	0.804539979175643
89	19	18.1454600208244	0.854539979175641
90	19.2	19.9954600208244	-0.795460020824357
91	20.5	18.6954600208244	1.80453997917564
92	19.3	18.7354600208244	0.564539979175646
93	20.6	19.8354600208244	0.764539979175643
94	20.1	18.6854600208244	1.41453997917564
95	16.1	16.4554600208244	-0.355460020824355
96	20.4	19.8354600208244	0.564539979175643
97	19.7	16.7317176504380	2.96828234956197
98	15.6	15.6313815883958	-0.0313815883958056
99	14.4	14.4413815883958	-0.0413815883958076
100	13.7	14.8313815883958	-1.13138158839581
101	14.1	15.0813815883958	-0.981381588395809
102	15	16.9313815883958	-1.93138158839581
103	14.2	15.6313815883958	-1.43138158839581
104	13.6	15.6713815883958	-2.07138158839581
105	15.4	16.7713815883958	-1.37138158839581
106	14.8	15.6213815883958	-0.821381588395806
107	12.5	13.3913815883958	-0.891381588395806
108	16.2	16.7713815883958	-0.571381588395806
109	16.1	17.6141785150079	-1.5141785150079
110	16	16.5138424529657	-0.513842452965674
111	15.8	15.3238424529657	0.476157547034324
112	15.2	15.7138424529657	-0.513842452965675
113	15.7	15.9638424529657	-0.263842452965678
114	18.9	17.8138424529657	1.08615754703432
115	17.4	16.5138424529657	0.886157547034325
116	17	16.5538424529657	0.446157547034325
117	19.8	17.6538424529657	2.14615754703433
118	17.7	16.5038424529657	1.19615754703432
119	16	14.2738424529657	1.72615754703432
120	19.6	17.6538424529657	1.94615754703433
121	19.7	18.4966393795778	1.20336062042223

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
17	0.0581178846970316	0.116235769394063	0.941882115302968
18	0.0188892310772802	0.0377784621545603	0.98111076892272
19	0.183252228139517	0.366504456279034	0.816747771860483
20	0.152313449843593	0.304626899687186	0.847686550156407
21	0.0864896136677097	0.172979227335419	0.91351038633229
22	0.0767844779543315	0.153568955908663	0.923215522045668
23	0.0436221792183892	0.0872443584367784	0.95637782078161
24	0.0681279134286964	0.136255826857393	0.931872086571304
25	0.085849397127	0.171698794254	0.914150602873
26	0.0537478275447692	0.107495655089538	0.94625217245523
27	0.0349203496749854	0.0698406993499708	0.965079650325015
28	0.0222950454571158	0.0445900909142316	0.977704954542884
29	0.0131119947538031	0.0262239895076062	0.986888005246197
30	0.00901707857984824	0.0180341571596965	0.990982921420152
31	0.00711184276769986	0.0142236855353997	0.9928881572323
32	0.00566531134945472	0.0113306226989094	0.994334688650545
33	0.00318739226039923	0.00637478452079846	0.9968126077396
34	0.00190702951539058	0.00381405903078116	0.99809297048461
35	0.00134994552477535	0.00269989104955069	0.998650054475225
36	0.00113225673558876	0.00226451347117752	0.998867743264411
37	0.0005911840050404	0.0011823680100808	0.99940881599496
38	0.000344352432161998	0.000688704864323997	0.999655647567838
39	0.000661724605389077	0.00132344921077815	0.99933827539461
40	0.000353186311884523	0.000706372623769046	0.999646813688115
41	0.000219398337813669	0.000438796675627338	0.999780601662186
42	0.000699328625376725	0.00139865725075345	0.999300671374623
43	0.000723343353757784	0.00144668670751557	0.999276656646242
44	0.000414943027681808	0.000829886055363617	0.999585056972318
45	0.00215278011555304	0.00430556023110608	0.997847219884447
46	0.00150105812656514	0.00300211625313028	0.998498941873435
47	0.00155724389663343	0.00311448779326687	0.998442756103367
48	0.00258924484237056	0.00517848968474112	0.99741075515763
49	0.00177979690537142	0.00355959381074283	0.998220203094629
50	0.00208094437664923	0.00416188875329847	0.99791905562335
51	0.00504060830527053	0.0100812166105411	0.99495939169473
52	0.00335589296673665	0.0067117859334733	0.996644107033263
53	0.00275730853211499	0.00551461706422997	0.997242691467885
54	0.00402059099720872	0.00804118199441744	0.995979409002791
55	0.00529857596043378	0.0105971519208676	0.994701424039566
56	0.00395877276003333	0.00791754552006666	0.996041227239967
57	0.00634807583359035	0.0126961516671807	0.99365192416641
58	0.00442220640575288	0.00884441281150576	0.995577793594247
59	0.005164993672172	0.010329987344344	0.994835006327828
60	0.00850189717018081	0.0170037943403616	0.99149810282982
61	0.0101572138084447	0.0203144276168895	0.989842786191555
62	0.0175467049465285	0.0350934098930571	0.982453295053471
63	0.0317965139372781	0.0635930278745563	0.968203486062722
64	0.0279215944538576	0.0558431889077151	0.972078405546142
65	0.026533742413565	0.05306748482713	0.973466257586435
66	0.0774106705446989	0.154821341089398	0.922589329455301
67	0.0609795647630154	0.121959129526031	0.939020435236985
68	0.107978131925328	0.215956263850656	0.892021868074672
69	0.105741472326038	0.211482944652077	0.894258527673962
70	0.0825120682505766	0.165024136501153	0.917487931749423
71	0.0776784451566054	0.155356890313211	0.922321554843395
72	0.07075215782986	0.14150431565972	0.92924784217014
73	0.0599242427480752	0.119848485496150	0.940075757251925
74	0.063339936447363	0.126679872894726	0.936660063552637
75	0.047038816507948	0.094077633015896	0.952961183492052
76	0.0427148002604955	0.085429600520991	0.957285199739504
77	0.0319908231180247	0.0639816462360493	0.968009176881975
78	0.0337895498309944	0.0675790996619888	0.966210450169006
79	0.0247344503611982	0.0494689007223965	0.975265549638802
80	0.0246106720942958	0.0492213441885916	0.975389327905704
81	0.0204430355273095	0.0408860710546189	0.97955696447269
82	0.0163033676999387	0.0326067353998775	0.983696632300061
83	0.0166553368316846	0.0333106736633692	0.983344663168315
84	0.0113744223961148	0.0227488447922296	0.988625577603885
85	0.0103230306616578	0.0206460613233156	0.989676969338342
86	0.00688720826611452	0.0137744165322290	0.993112791733886
87	0.00869491828053847	0.0173898365610769	0.991305081719462
88	0.00721604971422916	0.0144320994284583	0.99278395028577
89	0.00596506732816876	0.0119301346563375	0.994034932671831
90	0.00468724604344377	0.00937449208688754	0.995312753956556
91	0.00814984334661282	0.0162996866932256	0.991850156653387
92	0.00636992409953875	0.0127398481990775	0.99363007590046
93	0.00440620474532420	0.00881240949064839	0.995593795254676
94	0.0053213276246266	0.0106426552492532	0.994678672375373
95	0.0031270976874507	0.0062541953749014	0.99687290231255
96	0.00185203608558584	0.00370407217117168	0.998147963914414
97	0.420677802324111	0.841355604648223	0.579322197675889
98	0.720948949175836	0.558102101648329	0.279051050824164
99	0.804874101598092	0.390251796803815	0.195125898401908
100	0.911327288047899	0.177345423904203	0.0886727119521014
101	0.991866888203036	0.0162662235939274	0.00813311179696372
102	0.983149146099818	0.0337017078003645	0.0168508539001822
103	0.958593726767032	0.0828125464659367	0.0414062732329684
104	0.893783357032130	0.212433285935741	0.106216642967870

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	27	0.306818181818182	NOK
5% type I error level	56	0.636363636363636	NOK
10% type I error level	66	0.75	NOK