Multiple Linear Regression - Estimated Regression Equation

faillissement[t] = + 5.94989160883175 + 65.7319584895735crisis[t] + 0.0228416024126094`t-1`[t] + 0.0167861261156532`t-2`[t] + 0.0145983909933509`t-3`[t] -0.0246343658381229`t-4`[t] + 0.957064898875237`t-12`[t] + 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)	5.94989160883175	104.833963	0.0568	0.954914	0.477457
crisis	65.7319584895735	19.220521	3.4199	0.001087	0.000543
`t-1`	0.0228416024126094	0.067705	0.3374	0.736925	0.368462
`t-2`	0.0167861261156532	0.076456	0.2196	0.826907	0.413453
`t-3`	0.0145983909933509	0.068008	0.2147	0.830706	0.415353
`t-4`	-0.0246343658381229	0.070634	-0.3488	0.728396	0.364198
`t-12`	0.957064898875237	0.07609	12.5781	0	0

Multiple Linear Regression - Regression Statistics
Multiple R	0.887312132193456
R-squared	0.787322819937696
Adjusted R-squared	0.767691080239638
F-TEST (value)	40.1045873695823
F-TEST (DF numerator)	6
F-TEST (DF denominator)	65
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	75.4432942131509
Sum Squared Residuals	369959.891712583

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	627	605.045127209127	21.9548727908730
2	696	646.301019348002	49.6989806519978
3	825	689.739352320005	135.260647679995
4	677	627.874959256533	49.1250407434673
5	656	636.756089125352	19.2439108746483
6	785	726.81078519578	58.1892148042202
7	412	479.057834086383	-67.057834086383
8	352	343.967690543798	8.03230945620166
9	839	784.728726354506	54.2712736454936
10	729	708.700129319976	20.299870680024
11	696	596.3425448194	99.6574551806004
12	641	730.576472880393	-89.5764728803927
13	695	622.32818822255	72.6718117774498
14	638	690.903909178274	-52.9039091782744
15	762	813.97978317393	-51.9797831739303
16	635	676.352930885704	-41.3529308857043
17	721	653.272800099384	67.7271999006157
18	854	779.781071181035	74.2189288189652
19	418	422.368746847312	-4.36874684731188
20	367	361.602495123152	5.39750487684838
21	824	819.032458705961	4.96754129403881
22	687	713.696570570778	-26.6965705707779
23	601	696.651454576982	-95.6514545769819
24	676	647.676625395221	28.3233746047794
25	740	686.369758515372	53.6302414846283
26	691	636.657327786959	54.3426722130412
27	683	758.501883587252	-75.501883587252
28	594	635.036108016844	-41.0361080168443
29	729	712.884577124153	16.1154228758469
30	731	842.85415657409	-111.85415657409
31	386	426.783489023222	-40.7834890232219
32	331	374.289639944161	-43.2896399441611
33	706	801.32435448139	-95.3243544813906
34	715	672.763113679468	42.2368863205315
35	657	604.6518488008	52.3481511992003
36	653	682.087265155155	-29.0872651551553
37	642	733.167955288456	-91.1679552884562
38	643	684.884957142411	-41.8849571424108
39	718	678.437031821187	39.5629681788129
40	654	594.926117290778	59.073882709222
41	632	724.212551958415	-92.2125519584147
42	731	725.620099390349	5.3799006096509
43	392	460.274817170836	-68.2748171708362
44	344	402.810205812059	-58.8102058120594
45	792	756.909845978042	35.090154021958
46	852	767.563077130497	84.4369228695033
47	649	728.594320891745	-79.594320891745
48	629	728.858912298675	-99.8589122986746
49	685	704.306490325439	-19.3064903254392
50	617	701.76542711517	-84.7654271151699
51	715	777.640897074504	-62.6408970745037
52	715	718.79596121945	-3.79596121944998
53	629	697.013358729046	-68.013358729046
54	916	792.90418510455	123.095814895449
55	531	471.156949580182	59.8430504198177
56	357	419.985974075080	-62.9859740750805
57	917	844.622245074036	72.3777549259636
58	828	899.226206885507	-71.2262068855068
59	708	719.253471238712	-11.2534712387115
60	858	708.33869435951	149.661305640490
61	775	748.25173225678	26.7482677432203
62	785	684.234036690756	100.765963309244
63	1006	782.007446886633	223.992553113367
64	789	782.31648095281	6.68351904719002
65	734	700.95264207206	33.0473579279396
66	906	973.711291300612	-67.7112913006124
67	532	599.634778216472	-67.6347782164718
68	387	431.992686083995	-44.9926860839954
69	991	962.224799308998	28.7752006910016
70	841	878.711453723878	-37.7114537238784
71	892	777.672731800235	114.327268199765
72	782	932.268880643728	-150.268880643728

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
10	0.23549010318057	0.47098020636114	0.76450989681943
11	0.149765082380814	0.299530164761629	0.850234917619186
12	0.511168322632609	0.977663354734781	0.488831677367391
13	0.394928064626330	0.789856129252661	0.60507193537367
14	0.462464651796748	0.924929303593497	0.537535348203252
15	0.594903979871883	0.810192040256235	0.405096020128117
16	0.519051627016996	0.961896745966008	0.480948372983004
17	0.448608459217692	0.897216918435385	0.551391540782308
18	0.430635816236971	0.861271632473942	0.569364183763029
19	0.339010263294710	0.678020526589421	0.66098973670529
20	0.260769431105565	0.521538862211129	0.739230568894435
21	0.198222454989068	0.396444909978135	0.801777545010932
22	0.167292834876366	0.334585669752733	0.832707165123634
23	0.264959076823014	0.529918153646028	0.735040923176986
24	0.211406436650023	0.422812873300045	0.788593563349977
25	0.174887004261531	0.349774008523063	0.825112995738469
26	0.149379176367240	0.298758352734481	0.85062082363276
27	0.158841209652245	0.31768241930449	0.841158790347755
28	0.130632962579048	0.261265925158096	0.869367037420952
29	0.0963929902642912	0.192785980528582	0.90360700973571
30	0.135021934106525	0.270043868213049	0.864978065893475
31	0.109737449192589	0.219474898385179	0.89026255080741
32	0.092440905860779	0.184881811721558	0.907559094139221
33	0.109262125634911	0.218524251269822	0.89073787436509
34	0.0889583966466269	0.177916793293254	0.911041603353373
35	0.0760701624256922	0.152140324851384	0.923929837574308
36	0.0536473213927574	0.107294642785515	0.946352678607243
37	0.0583527674765869	0.116705534953174	0.941647232523413
38	0.0439209793182264	0.0878419586364528	0.956079020681774
39	0.0326485940470217	0.0652971880940434	0.967351405952978
40	0.0301575626972680	0.0603151253945360	0.969842437302732
41	0.0304563281278879	0.0609126562557757	0.969543671872112
42	0.0196743746459659	0.0393487492919317	0.980325625354034
43	0.0133953053900037	0.0267906107800073	0.986604694609996
44	0.00943264393837405	0.0188652878767481	0.990567356061626
45	0.00824779148576617	0.0164955829715323	0.991752208514234
46	0.0101694011272699	0.0203388022545399	0.98983059887273
47	0.00835784377367202	0.0167156875473440	0.991642156226328
48	0.0111461157304207	0.0222922314608414	0.98885388426958
49	0.00681209408816854	0.0136241881763371	0.993187905911831
50	0.00560609565112167	0.0112121913022433	0.994393904348878
51	0.0044270083971649	0.0088540167943298	0.995572991602835
52	0.00261675244633382	0.00523350489266764	0.997383247553666
53	0.00226830366641599	0.00453660733283198	0.997731696333584
54	0.00565794166036662	0.0113158833207332	0.994342058339633
55	0.00412986963224366	0.00825973926448732	0.995870130367756
56	0.00473696198288555	0.0094739239657711	0.995263038017114
57	0.00321109478905641	0.00642218957811282	0.996788905210944
58	0.00203067832799988	0.00406135665599977	0.997969321672
59	0.00183727757101266	0.00367455514202532	0.998162722428987
60	0.00720538103258091	0.0144107620651618	0.99279461896742
61	0.00341806659333626	0.00683613318667252	0.996581933406664
62	0.00236476766455643	0.00472953532911286	0.997635232335444

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	10	0.188679245283019	NOK
5% type I error level	21	0.39622641509434	NOK
10% type I error level	25	0.471698113207547	NOK