Multiple Linear Regression - Estimated Regression Equation

Maand[t] = + 0.00120924323309522 + 0.00408912539054832CVI[t] -0.00115797746764674Econ.Sit.[t] + 0.00106141146337753Werkloos[t] -0.000778164673748723Fin.Sit.[t] -0.000823348155444153`Spaarverm. `[t] -1.82631833698499e-05t + 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)	0.00120924323309522	0.001634	0.7402	0.462397	0.231198
CVI	0.00408912539054832	0.00161	2.5394	0.014016	0.007008
Econ.Sit.	-0.00115797746764674	0.000414	-2.8	0.007074	0.003537
Werkloos	0.00106141146337753	0.000408	2.6016	0.01195	0.005975
Fin.Sit.	-0.000778164673748723	0.000682	-1.1407	0.259038	0.129519
`Spaarverm. `	-0.000823348155444153	0.000404	-2.0399	0.046264	0.023132
t	-1.82631833698499e-05	6.1e-05	-0.3018	0.76397	0.381985

Multiple Linear Regression - Regression Statistics
Multiple R	0.39857688320753
R-squared	0.158863531827429
Adjusted R-squared	0.0654039242526993
F-TEST (value)	1.69980953215968
F-TEST (DF numerator)	6
F-TEST (DF denominator)	54
p-value	0.138838639404076
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.00373379524303528
Sum Squared Residuals	0.000752826253513296

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	0.00135685210312076	0.00347473690580704	-0.00211788480268628
2	0.00154228855721393	0.00583506623064656	-0.00429277767343263
3	0.00165837479270315	0.00272633754338751	-0.00106796275068436
4	0.00192786069651741	0.00208374703500743	-0.000155886338490016
5	0.00220326936744847	0.000765895076524149	0.00143737429092432
6	0.00248756218905473	0.00566765041721572	-0.003180088228161
7	0.00308457711442786	0.0030650946644187	1.94824500091616e-05
8	0.00373134328358209	0.00234733032286804	0.00138401296071405
9	0.00514096185737977	0.00275855909283428	0.00238240276454549
10	0.00696517412935323	0.00466130088775974	0.0023038732415935
11	0.0154228855721393	0.00443756565077713	0.0109853199213622
12	0.00128588020574083	0.00457339199844625	-0.00328751179270542
13	0.00135752748993167	0.00207388526552197	-0.000716357775590302
14	0.001543056246889	0.00163599203500529	-9.29357881162942e-05
15	0.00165920026547204	0.00378925118674097	-0.00213005092126893
16	0.00192882030861125	0.00343635869116853	-0.00150753838255728
17	0.00220436606698429	0.00491692550322182	-0.00271255943623754
18	0.00248880039820806	0.00305531807377019	-0.000566517675562125
19	0.003086112493778	0.0064420366757438	-0.0033559241819658
20	0.0037332005973121	0.00189476684543251	0.00183843375187958
21	0.00514352082296333	0.00547710642454977	-0.000333585601586437
22	0.00696864111498258	0.00635996613264012	0.000608674982342462
23	0.01543056246889	0.00719507324861426	0.00823548922027574
24	0.00128652058432935	0.00284484171429489	-0.00155832112996554
25	0.00135820354943861	0.00235056591886082	-0.000992362369422208
26	0.00154382470119522	0.00410346648160837	-0.00255964178041315
27	0.00166002656042497	0.00326513245072573	-0.00160510589030076
28	0.00192978087649402	0.00470433985715925	-0.00277455898066523
29	0.00220546385885031	0.00457493590770339	-0.00236947204885308
30	0.00249003984063745	0.00314937689841132	-0.000659337057773868
31	0.00308764940239044	0.00288294507877624	0.0002047043236142
32	0.00373505976095618	0.00290475133095569	0.000830308430000486
33	0.0051460823373174	0.0024917661981927	0.00265431613912469
34	0.00722111553784861	0.00457778685562523	0.00264332868222338
35	0.0154382470119522	0.00374226055388706	0.0116959864580651
36	0.00128716160106295	0.00343709647573539	-0.00214993487467244
37	0.0013588802826471	0.00150405152964403	-0.000145171246996931
38	0.00154459392127554	0.00295044534577275	-0.00140585142449721
39	0.0016608536787909	0.00346851541926271	-0.00180766174047182
40	0.00193074240159442	0.00528982837301911	-0.0033590859714247
41	0.00220656274467934	0.00230980854686906	-0.000103245802189721
42	0.00249128051818635	0.00162483167481937	0.000866448843366976
43	0.00308918784255107	0.00442881036500755	-0.00133962252245648
44	0.00373692077727952	0.0033743201730098	0.000362600604269719
45	0.00514864640425179	0.00270054238418208	0.0024481040200697
46	0.00697558545092177	0.00472367328639823	0.00225191216452355
47	0.0154459392127554	0.00550742205449402	0.00993851715826134
48	0.00128780325689598	0.00495100824732611	-0.00366320499043013
49	0.00135955769056467	0.00439203013315633	-0.00303247244259166
50	0.00154536390827517	0.00212676263208976	-0.000581398723814586
51	0.00166168162180126	0.0022261736493626	-0.000564492027561335
52	0.00193170488534397	0.00272947274585541	-0.000797767860511447
53	0.00220766272610739	0.00400398092831713	-0.00179631820220974
54	0.00249252243270189	0.00557489052906584	-0.00308236809636394
55	0.00309072781655035	0.00292740347687387	0.000163324339676482
56	0.00373878364905284	0.00387678287063816	-0.000137999221585317
57	0.00515121302758392	0.00696121123242931	-0.0018099982048454
58	0.0069790628115653	0.00670499874492861	0.000274064066636695
59	0.0154536390827517	0.00632449086268372	0.00912914822006802
60	0.0012884455527847	0.00540122267509561	-0.00411277712231091
61	0.00136023577420086	0.00609231172637569	-0.00473207595217483

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
10	0.00115790280254302	0.00231580560508604	0.998842097197457
11	0.209530987231231	0.419061974462462	0.790469012768769
12	0.636484428500173	0.727031142999653	0.363515571499827
13	0.616015105136433	0.767969789727134	0.383984894863567
14	0.521409955812984	0.957180088374032	0.478590044187016
15	0.420246288307893	0.840492576615787	0.579753711692107
16	0.322799258948995	0.645598517897989	0.677200741051005
17	0.256826273147763	0.513652546295525	0.743173726852237
18	0.191211302783624	0.382422605567249	0.808788697216376
19	0.206963844180957	0.413927688361915	0.793036155819043
20	0.162278276197208	0.324556552394416	0.837721723802792
21	0.119229285554189	0.238458571108378	0.880770714445811
22	0.0946278802764444	0.189255760552889	0.905372119723556
23	0.483179338557743	0.966358677115485	0.516820661442257
24	0.449447261196486	0.898894522392972	0.550552738803514
25	0.408197461240495	0.81639492248099	0.591802538759505
26	0.330792207562771	0.661584415125542	0.669207792437229
27	0.261425102360038	0.522850204720075	0.738574897639962
28	0.213841937037309	0.427683874074618	0.786158062962691
29	0.1621262379286	0.3242524758572	0.8378737620714
30	0.141406507508128	0.282813015016256	0.858593492491872
31	0.10984372383816	0.21968744767632	0.89015627616184
32	0.110251017192543	0.220502034385085	0.889748982807457
33	0.104185679587659	0.208371359175317	0.895814320412341
34	0.0835707552909103	0.167141510581821	0.91642924470909
35	0.608879964007937	0.782240071984126	0.391120035992063
36	0.576134356813064	0.847731286373872	0.423865643186936
37	0.572735854114784	0.854528291770431	0.427264145885215
38	0.515175361823646	0.969649276352708	0.484824638176354
39	0.451609340701976	0.903218681403953	0.548390659298024
40	0.467699161443085	0.93539832288617	0.532300838556915
41	0.380014752157586	0.760029504315172	0.619985247842414
42	0.305366120499919	0.610732240999838	0.694633879500081
43	0.311590033097799	0.623180066195598	0.688409966902201
44	0.229851204842053	0.459702409684106	0.770148795157947
45	0.165177780826118	0.330355561652235	0.834822219173882
46	0.126715600722444	0.253431201444888	0.873284399277556
47	0.581320573617392	0.837358852765217	0.418679426382608
48	0.672603029999715	0.65479394000057	0.327396970000285
49	0.561261500325943	0.877476999348114	0.438738499674057
50	0.419775739695067	0.839551479390133	0.580224260304933
51	0.369645569773361	0.739291139546721	0.63035443022664

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	1	0.0238095238095238	NOK
5% type I error level	1	0.0238095238095238	OK
10% type I error level	1	0.0238095238095238	OK