Multiple Linear Regression - Estimated Regression Equation

Consumptieindexkleding[t] = + 104.357875 -0.056062499999947M1[t] -0.118550000000010M2[t] -0.0470375000000067M3[t] -0.00352500000000532M4[t] + 0.0199874999999952M5[t] + 0.0794999999999971M6[t] + 0.0750124999999966M7[t] + 0.314524999999998M8[t] + 0.3339625M9[t] + 0.358474999999993M10[t] + 0.272987499999995M11[t] -0.0795125000000005t + 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)	104.357875	0.13855	753.2161	0	0
M1	-0.056062499999947	0.16658	-0.3365	0.738093	0.369047
M2	-0.118550000000010	0.166465	-0.7122	0.480211	0.240105
M3	-0.0470375000000067	0.166375	-0.2827	0.778748	0.389374
M4	-0.00352500000000532	0.166311	-0.0212	0.983188	0.491594
M5	0.0199874999999952	0.166272	0.1202	0.904877	0.452439
M6	0.0794999999999971	0.16626	0.4782	0.634953	0.317477
M7	0.0750124999999966	0.166272	0.4511	0.654154	0.327077
M8	0.314524999999998	0.166311	1.8912	0.065348	0.032674
M9	0.3339625	0.175363	1.9044	0.063561	0.03178
M10	0.358474999999993	0.175302	2.0449	0.047016	0.023508
M11	0.272987499999995	0.175265	1.5576	0.126666	0.063333
t	-0.0795125000000005	0.002065	-38.4978	0	0

Multiple Linear Regression - Regression Statistics
Multiple R	0.986049960445294
R-squared	0.972294524494165
Adjusted R-squared	0.964562763887886
F-TEST (value)	125.753314672534
F-TEST (DF numerator)	12
F-TEST (DF denominator)	43
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.247845260708805
Sum Squared Residuals	2.64137275000006

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	104.31	104.222300000000	0.087700000000231
2	103.88	104.0803	-0.200300000000016
3	103.88	104.0723	-0.192300000000015
4	103.86	104.0363	-0.176300000000014
5	103.89	103.9803	-0.0903000000000112
6	103.98	103.9603	0.0196999999999912
7	103.98	103.8763	0.103699999999991
8	104.29	104.0363	0.253699999999995
9	104.29	103.976225	0.313774999999992
10	104.24	103.921225	0.318774999999987
11	103.98	103.756225	0.223774999999996
12	103.54	103.403725	0.136274999999993
13	103.44	103.26815	0.171849999999933
14	103.32	103.12615	0.19384999999999
15	103.3	103.11815	0.181849999999992
16	103.26	103.08215	0.177849999999999
17	103.14	103.02615	0.113849999999994
18	103.11	103.00615	0.103849999999992
19	102.91	102.92215	-0.0121500000000104
20	103.23	103.08215	0.147849999999997
21	103.23	103.022075	0.207924999999996
22	103.14	102.967075	0.172924999999999
23	102.91	102.802075	0.107924999999994
24	102.42	102.449575	-0.0295750000000053
25	102.1	102.314	-0.214000000000064
26	102.07	102.172	-0.102000000000004
27	102.06	102.164	-0.103999999999997
28	101.98	102.128	-0.147999999999996
29	101.83	102.072	-0.242000000000002
30	101.75	102.052	-0.302000000000001
31	101.56	101.968	-0.407999999999999
32	101.66	102.128	-0.468000000000004
33	101.65	102.067925	-0.417924999999997
34	101.61	102.012925	-0.402924999999996
35	101.52	101.847925	-0.327925
36	101.31	101.495425	-0.185424999999998
37	101.19	101.35985	-0.169850000000055
38	101.11	101.21785	-0.107849999999991
39	101.1	101.20985	-0.109849999999998
40	101.07	101.17385	-0.103850000000001
41	100.98	101.11785	-0.137849999999990
42	100.93	101.09785	-0.167849999999988
43	100.92	101.01385	-0.0938499999999917
44	101.02	101.17385	-0.153849999999998
45	101.01	101.113775	-0.103774999999991
46	100.97	101.058775	-0.0887749999999898
47	100.89	100.893775	-0.00377499999998974
48	100.62	100.541275	0.0787250000000105
49	100.53	100.4057	0.124299999999956
50	100.48	100.2637	0.21630000000002
51	100.48	100.2557	0.224300000000018
52	100.47	100.2197	0.250300000000012
53	100.52	100.1637	0.356300000000008
54	100.49	100.1437	0.346300000000006
55	100.47	100.0597	0.41030000000001
56	100.44	100.2197	0.220300000000010

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
16	0.0833942631665738	0.166788526333148	0.916605736833426
17	0.0347750947356403	0.0695501894712807	0.96522490526436
18	0.0276039668868887	0.0552079337737773	0.972396033113111
19	0.0630884924188067	0.126176984837613	0.936911507581193
20	0.0949486336142553	0.189897267228511	0.905051366385745
21	0.171652064259874	0.343304128519748	0.828347935740126
22	0.389423536251259	0.778847072502519	0.610576463748741
23	0.701642457825575	0.59671508434885	0.298357542174425
24	0.869114703340504	0.261770593318992	0.130885296659496
25	0.956022197939916	0.0879556041201687	0.0439778020600844
26	0.972703662134383	0.0545926757312344	0.0272963378656172
27	0.991410777207308	0.0171784455853851	0.00858922279269253
28	0.99859631215933	0.00280737568133983	0.00140368784066992
29	0.999400210295779	0.00119957940844246	0.000599789704221229
30	0.999796682979518	0.00040663404096423	0.000203317020482115
31	0.999729767633797	0.000540464732406634	0.000270232366203317
32	0.999814051014233	0.000371897971534701	0.000185948985767351
33	0.999780216036565	0.000439567926870391	0.000219783963435195
34	0.999618889785667	0.000762220428665726	0.000381110214332863
35	0.99899755377956	0.0020048924408814	0.0010024462204407
36	0.998455879536892	0.00308824092621626	0.00154412046310813
37	0.997367983720445	0.00526403255910985	0.00263201627955493
38	0.994931289554443	0.0101374208911137	0.00506871044555685
39	0.990931302763904	0.0181373944721913	0.00906869723609567
40	0.985140501402309	0.0297189971953829	0.0148594985976914

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	10	0.4	NOK
5% type I error level	14	0.56	NOK
10% type I error level	18	0.72	NOK