Multiple Linear Regression - Estimated Regression Equation

gemiddeldeprijzenbadpakken[t] = + 41.53925 + 0.121458333333354M1[t] + 0.112766666666666M2[t] + 0.156075000000000M3[t] + 0.189383333333332M4[t] + 0.132691666666666M5[t] + 0.169999999999999M6[t] + 0.139308333333333M7[t] + 0.0546166666666649M8[t] + 0.0700749999999968M9[t] + 0.0708833333333315M10[t] + 0.00919166666666658M11[t] -0.0433083333333335t + 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)	41.53925	0.191341	217.0959	0	0
M1	0.121458333333354	0.230051	0.528	0.60024	0.30012
M2	0.112766666666666	0.229892	0.4905	0.62626	0.31313
M3	0.156075000000000	0.229768	0.6793	0.500606	0.250303
M4	0.189383333333332	0.229679	0.8246	0.414175	0.207088
M5	0.132691666666666	0.229626	0.5779	0.566373	0.283187
M6	0.169999999999999	0.229609	0.7404	0.463087	0.231544
M7	0.139308333333333	0.229626	0.6067	0.547257	0.273629
M8	0.0546166666666649	0.229679	0.2378	0.813169	0.406585
M9	0.0700749999999968	0.24218	0.2894	0.773703	0.386852
M10	0.0708833333333315	0.242096	0.2928	0.771091	0.385545
M11	0.00919166666666658	0.242046	0.038	0.969883	0.484942
t	-0.0433083333333335	0.002852	-15.1835	0	0

Multiple Linear Regression - Regression Statistics
Multiple R	0.919967633767587
R-squared	0.846340447179933
Adjusted R-squared	0.803458711509217
F-TEST (value)	19.7366182581526
F-TEST (DF numerator)	12
F-TEST (DF denominator)	43
p-value	1.07025499573865e-13
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.342280348850622
Sum Squared Residuals	5.03770100000004

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	41.85	41.6173999999999	0.232600000000088
2	41.75	41.5654	0.184599999999994
3	41.75	41.5654	0.184599999999995
4	41.75	41.5554	0.194599999999995
5	41.58	41.4554	0.124599999999994
6	41.61	41.4494	0.160599999999995
7	41.42	41.3754	0.0445999999999968
8	41.37	41.2474	0.122599999999994
9	41.37	41.21955	0.150449999999996
10	41.33	41.17705	0.152949999999996
11	41.37	41.07205	0.297949999999994
12	41.34	41.01955	0.320449999999999
13	41.33	41.0977	0.232299999999975
14	41.29	41.0457	0.244299999999996
15	41.29	41.0457	0.244299999999996
16	41.27	41.0357	0.234300000000001
17	41.04	40.9357	0.104299999999997
18	40.9	40.9297	-0.0297000000000033
19	40.89	40.8557	0.0342999999999982
20	40.72	40.7277	-0.00770000000000201
21	40.72	40.69985	0.0201499999999998
22	40.58	40.65735	-0.077350000000002
23	40.24	40.55235	-0.31235
24	40.07	40.49985	-0.429850000000001
25	40.12	40.578	-0.458000000000024
26	40.1	40.526	-0.425999999999999
27	40.1	40.526	-0.425999999999999
28	40.08	40.516	-0.436000000000001
29	40.06	40.416	-0.355999999999997
30	39.99	40.41	-0.419999999999997
31	40.05	40.336	-0.286000000000003
32	39.66	40.208	-0.548000000000001
33	39.66	40.18015	-0.52015
34	39.67	40.13765	-0.467649999999996
35	39.56	40.03265	-0.472649999999997
36	39.64	39.98015	-0.340149999999999
37	39.73	40.0583	-0.328300000000022
38	39.7	40.0063	-0.306299999999995
39	39.7	40.0063	-0.306299999999995
40	39.68	39.9963	-0.316299999999997
41	39.76	39.8963	-0.136299999999999
42	40	39.8903	0.109700000000003
43	39.96	39.8163	0.143700000000003
44	40.01	39.6883	0.321700000000002
45	40.01	39.66045	0.349550000000004
46	40.01	39.61795	0.392050000000002
47	40	39.51295	0.487050000000003
48	39.91	39.46045	0.44955
49	39.86	39.5386	0.321399999999983
50	39.79	39.4866	0.303400000000004
51	39.79	39.4866	0.303400000000004
52	39.8	39.4766	0.323400000000003
53	39.64	39.3766	0.263400000000006
54	39.55	39.3706	0.179400000000002
55	39.36	39.2966	0.0634000000000042
56	39.28	39.1686	0.111400000000007

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
16	0.00039342827010935	0.0007868565402187	0.99960657172989
17	0.000123362266319973	0.000246724532639946	0.99987663773368
18	0.0020884940083054	0.0041769880166108	0.997911505991695
19	0.000609167816193236	0.00121833563238647	0.999390832183807
20	0.000496753609987868	0.000993507219975735	0.999503246390012
21	0.000384018564594441	0.000768037129188882	0.999615981435406
22	0.000856861729174772	0.00171372345834954	0.999143138270825
23	0.0508731567264582	0.101746313452916	0.949126843273542
24	0.216694591111066	0.433389182222133	0.783305408888934
25	0.275211443203321	0.550422886406643	0.724788556796679
26	0.260045374756192	0.520090749512385	0.739954625243808
27	0.229737248209992	0.459474496419985	0.770262751790008
28	0.195763356674383	0.391526713348766	0.804236643325617
29	0.149311955010410	0.298623910020819	0.85068804498959
30	0.100336825164653	0.200673650329307	0.899663174835347
31	0.089872918252011	0.179745836504022	0.91012708174799
32	0.0592491553809919	0.118498310761984	0.940750844619008
33	0.0517857704510463	0.103571540902093	0.948214229548954
34	0.0449860909185432	0.0899721818370864	0.955013909081457
35	0.0637863438649914	0.127572687729983	0.936213656135009
36	0.0780815044045799	0.156163008809160	0.92191849559542
37	0.0875534091886235	0.175106818377247	0.912446590811376
38	0.098130715220206	0.196261430440412	0.901869284779794
39	0.133039187653022	0.266078375306044	0.866960812346978
40	0.368288093832719	0.736576187665438	0.631711906167281

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	7	0.28	NOK
5% type I error level	7	0.28	NOK
10% type I error level	8	0.32	NOK