Multiple Linear Regression - Estimated Regression Equation

USDOLLAR[t] = + 0.078110740623702 + 0.0139385911634161Amerikaanse_inflatie[t] + 1.12979723066344`Y[t-1]`[t] -0.264538499966401`Y[t-2]`[t] + 0.0327237110510389M1[t] + 0.0104818715294112M2[t] + 0.0407995808594032M3[t] + 0.0265051646608203M4[t] + 0.0222423674857073M5[t] + 0.0220179199741573M6[t] -0.00472949651591212M7[t] + 0.0249234761846346M8[t] + 0.00314997812565103M9[t] + 0.0173613481476963M10[t] + 0.0278331600231446M11[t] + 0.000283993595009668t + 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)	0.078110740623702	0.049263	1.5856	0.120907	0.060453
Amerikaanse_inflatie	0.0139385911634161	0.013959	0.9985	0.324179	0.162089
`Y[t-1]`	1.12979723066344	0.190769	5.9223	1e-06	0
`Y[t-2]`	-0.264538499966401	0.177375	-1.4914	0.1439	0.07195
M1	0.0327237110510389	0.021919	1.493	0.143492	0.071746
M2	0.0104818715294112	0.021916	0.4783	0.635127	0.317563
M3	0.0407995808594032	0.0218	1.8715	0.068788	0.034394
M4	0.0265051646608203	0.022263	1.1905	0.24103	0.120515
M5	0.0222423674857073	0.021876	1.0167	0.315539	0.15777
M6	0.0220179199741573	0.02193	1.004	0.321562	0.160781
M7	-0.00472949651591212	0.022003	-0.215	0.830925	0.415462
M8	0.0249234761846346	0.024081	1.035	0.307048	0.153524
M9	0.00314997812565103	0.02402	0.1311	0.896339	0.448169
M10	0.0173613481476963	0.023899	0.7264	0.471911	0.235956
M11	0.0278331600231446	0.023248	1.1972	0.238445	0.119222
t	0.000283993595009668	0.000298	0.9524	0.346741	0.17337

Multiple Linear Regression - Regression Statistics
Multiple R	0.939006435347887
R-squared	0.881733085624745
Adjusted R-squared	0.836245810865032
F-TEST (value)	19.3841704143083
F-TEST (DF numerator)	15
F-TEST (DF denominator)	39
p-value	1.52988732793347e-13
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.0323693408415906
Sum Squared Residuals	0.0408631948342435

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	0.7905	0.784320708255845	0.00617929174415532
2	0.7719	0.782480342992086	-0.0105803429920862
3	0.7811	0.787794808986126	-0.00669480898612576
4	0.7557	0.781878746781381	-0.0261787467813814
5	0.7637	0.749654627713563	0.0140453722864371
6	0.7595	0.7726641425818	-0.0131641425817995
7	0.7471	0.740733122434564	0.00636687756543637
8	0.7615	0.767668064495778	-0.00616806449577773
9	0.7487	0.750033063902934	-0.00133306390293407
10	0.7389	0.737141829947107	0.00175817005289325
11	0.7337	0.745118099446155	-0.0114180994461553
12	0.751	0.722719312372108	0.0282806876278919
13	0.7382	0.769609120770934	-0.0314091207709344
14	0.7159	0.730007213358747	-0.0141072133587470
15	0.7542	0.742982108188549	0.0112178918114513
16	0.7636	0.77603740080296	-0.0124374008029603
17	0.7433	0.771153007526039	-0.0278530075260385
18	0.7658	0.74993076950288	0.0158692304971194
19	0.7627	0.753533109106569	0.00916689089343125
20	0.748	0.762348986934045	-0.0143489869340451
21	0.7692	0.72436066437988	0.0448393356201198
22	0.785	0.77564502076342	0.00935497923658063
23	0.7913	0.802769229263443	-0.0114692292634433
24	0.772	0.773126245679026	-0.00112624567902559
25	0.788	0.786216611970153	0.00178338802984743
26	0.807	0.788779219535189	0.0182207804648110
27	0.8268	0.83374310406367	-0.00694310406367003
28	0.8244	0.838344846923742	-0.0139448469237421
29	0.8487	0.823573195093375	0.025126804906625
30	0.8572	0.851582320370241	0.00561767962975856
31	0.8214	0.827346064187525	-0.00594606418752503
32	0.8827	0.819145631686053	0.0635543683139471
33	0.9216	0.87563049183772	0.0459695081622792
34	0.8865	0.926430991245144	-0.0399309912451441
35	0.8816	0.877413659500414	0.00418634049958623
36	0.8884	0.854854322604393	0.0335456773956071
37	0.9466	0.894192554747739	0.052407445252261
38	0.918	0.939145027172606	-0.0211450271726060
39	0.9337	0.918874328408493	0.0148256715915067
40	0.9559	0.93479513569163	0.0211048643083707
41	0.9626	0.957863617703522	0.00473638229647842
42	0.9434	0.956874148073979	-0.0134741480739792
43	0.8639	0.896603775757152	-0.0327037757571517
44	0.7996	0.842637316884124	-0.0430373168841243
45	0.668	0.757475779879465	-0.089475779879465
46	0.6572	0.62838215804433	0.0288178419556702
47	0.6928	0.674099011789988	0.0187009882100123
48	0.6438	0.704500119344473	-0.0607001193444734
49	0.6454	0.674361004255329	-0.0289610042553293
50	0.6873	0.659688196941372	0.0276118030586283
51	0.7265	0.738905650353162	-0.0124056503531622
52	0.7912	0.759743869800287	0.0314561301997131
53	0.8114	0.827455551963502	-0.0160555519635019
54	0.8281	0.822948619471099	0.0051513805289008
55	0.8393	0.81618392851419	0.0231160714858091

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
19	0.126501971539676	0.253003943079351	0.873498028460324
20	0.0849417189256796	0.169883437851359	0.91505828107432
21	0.0540909131146054	0.108181826229211	0.945909086885395
22	0.0220417854745803	0.0440835709491606	0.97795821452542
23	0.0092702140958118	0.0185404281916236	0.990729785904188
24	0.00669211979408875	0.0133842395881775	0.993307880205911
25	0.00275813405331584	0.00551626810663169	0.997241865946684
26	0.00198498362302671	0.00396996724605342	0.998015016376973
27	0.000688113100343025	0.00137622620068605	0.999311886899657
28	0.000375555719633507	0.000751111439267015	0.999624444280367
29	0.000196507053347839	0.000393014106695677	0.999803492946652
30	8.023256810656e-05	0.00016046513621312	0.999919767431893
31	0.000298580571521405	0.00059716114304281	0.999701419428479
32	0.000432307511843042	0.000864615023686085	0.999567692488157
33	0.00472423048433067	0.00944846096866135	0.99527576951567
34	0.0103989454442546	0.0207978908885092	0.989601054555745
35	0.00423961857140106	0.00847923714280212	0.9957603814286
36	0.0111835978162174	0.0223671956324348	0.988816402183783

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	10	0.555555555555556	NOK
5% type I error level	15	0.833333333333333	NOK
10% type I error level	15	0.833333333333333	NOK