Multiple Linear Regression - Estimated Regression Equation

cultuurbestedingen[t] = + 100.676931818182 -0.0904886363636757M1[t] -0.0355909090909093M2[t] -0.298693181818184M3[t] -0.109795454545457M4[t] -0.394897727272728M5[t] -0.384000000000005M6[t] -0.543102272727275M7[t] -0.488204545454551M8[t] + 0.514693181818181M9[t] + 0.391590909090904M10[t] + 0.139602272727273M11[t] + 0.327102272727273t + 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)	100.676931818182	0.337006	298.7392	0	0
M1	-0.0904886363636757	0.40885	-0.2213	0.825841	0.41292
M2	-0.0355909090909093	0.408592	-0.0871	0.930974	0.465487
M3	-0.298693181818184	0.408392	-0.7314	0.468334	0.234167
M4	-0.109795454545457	0.408249	-0.2689	0.789203	0.394602
M5	-0.394897727272728	0.408163	-0.9675	0.338466	0.169233
M6	-0.384000000000005	0.408135	-0.9409	0.351797	0.175899
M7	-0.543102272727275	0.408163	-1.3306	0.190024	0.095012
M8	-0.488204545454551	0.408249	-1.1958	0.238019	0.119009
M9	0.514693181818181	0.408392	1.2603	0.214061	0.10703
M10	0.391590909090904	0.408592	0.9584	0.342987	0.171494
M11	0.139602272727273	0.430239	0.3245	0.747081	0.373541
t	0.327102272727273	0.004834	67.665	0	0

Multiple Linear Regression - Regression Statistics
Multiple R	0.995287469888219
R-squared	0.990597147716492
Adjusted R-squared	0.98808972044089
F-TEST (value)	395.065155968917
F-TEST (DF numerator)	12
F-TEST (DF denominator)	45
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.608411215437963
Sum Squared Residuals	16.6573893181815

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	101.76	100.913545454546	0.8464545454544
2	102.37	101.295545454545	1.07445454545456
3	102.38	101.359545454545	1.02045454545455
4	102.86	101.875545454545	0.984454545454554
5	102.87	101.917545454545	0.952454545454556
6	102.92	102.255545454545	0.664454545454556
7	102.95	102.423545454545	0.526454545454552
8	103.02	102.805545454545	0.214454545454550
9	104.08	104.135545454545	-0.0555454545454519
10	104.16	104.339545454545	-0.179545454545448
11	104.24	104.414659090909	-0.174659090909094
12	104.33	104.602159090909	-0.272159090909090
13	104.73	104.838772727273	-0.108772727272686
14	104.86	105.220772727273	-0.360772727272726
15	105.03	105.284772727273	-0.254772727272721
16	105.62	105.800772727273	-0.180772727272719
17	105.63	105.842772727273	-0.212772727272730
18	105.63	106.180772727273	-0.550772727272726
19	105.94	106.348772727273	-0.408772727272727
20	106.61	106.730772727273	-0.120772727272722
21	107.69	108.060772727273	-0.370772727272728
22	107.78	108.264772727273	-0.484772727272721
23	107.93	108.339886363636	-0.409886363636357
24	108.48	108.527386363636	-0.0473863636363603
25	108.14	108.764	-0.623999999999961
26	108.48	109.146	-0.665999999999997
27	108.48	109.21	-0.729999999999996
28	108.89	109.726	-0.836
29	108.93	109.768	-0.837999999999994
30	109.21	110.106	-0.896000000000003
31	109.47	110.274	-0.804000000000001
32	109.8	110.656	-0.856
33	111.73	111.986	-0.255999999999998
34	111.85	112.19	-0.340000000000003
35	112.12	112.265113636364	-0.145113636363636
36	112.15	112.452613636364	-0.302613636363634
37	112.17	112.689227272727	-0.519227272727236
38	112.67	113.071227272727	-0.401227272727275
39	112.8	113.135227272727	-0.335227272727279
40	113.44	113.651227272727	-0.211227272727276
41	113.53	113.693227272727	-0.163227272727276
42	114.53	114.031227272727	0.498772727272728
43	114.51	114.199227272727	0.31077272727273
44	115.05	114.581227272727	0.468772727272723
45	116.67	115.911227272727	0.758772727272726
46	117.07	116.115227272727	0.954772727272719
47	116.92	116.190340909091	0.729659090909087
48	117	116.377840909091	0.622159090909084
49	117.02	116.614454545455	0.405545454545484
50	117.35	116.996454545455	0.353545454545441
51	117.36	117.060454545455	0.299545454545449
52	117.82	117.576454545455	0.243545454545441
53	117.88	117.618454545455	0.261545454545443
54	118.24	117.956454545455	0.283545454545445
55	118.5	118.124454545455	0.375545454545446
56	118.8	118.506454545455	0.293545454545448
57	119.76	119.836454545455	-0.0764545454545479
58	120.09	120.040454545455	0.0495454545454534

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
16	0.0577063209451337	0.115412641890267	0.942293679054866
17	0.019739302720929	0.039478605441858	0.98026069727907
18	0.00535063146476295	0.0107012629295259	0.994649368535237
19	0.00426899606102586	0.00853799212205172	0.995731003938974
20	0.101377248225139	0.202754496450278	0.898622751774861
21	0.193496468950704	0.386992937901409	0.806503531049296
22	0.23564473531261	0.47128947062522	0.76435526468739
23	0.260027382888729	0.520054765777459	0.73997261711127
24	0.459618447572013	0.919236895144027	0.540381552427987
25	0.364204097994080	0.728408195988161	0.63579590200592
26	0.272759828499019	0.545519656998037	0.727240171500981
27	0.192915890128645	0.38583178025729	0.807084109871355
28	0.133282101613712	0.266564203227424	0.866717898386288
29	0.087544386586833	0.175088773173666	0.912455613413167
30	0.0735845586927203	0.147169117385441	0.92641544130728
31	0.0612717359939966	0.122543471987993	0.938728264006003
32	0.0618462774547846	0.123692554909569	0.938153722545215
33	0.124886854057839	0.249773708115677	0.875113145942161
34	0.191697033206658	0.383394066413315	0.808302966793342
35	0.293236428130620	0.586472856261239	0.70676357186938
36	0.347076714499657	0.694153428999314	0.652923285500343
37	0.415023206029050	0.830046412058099	0.58497679397095
38	0.481716329291994	0.963432658583987	0.518283670708006
39	0.554444443730949	0.891111112538102	0.445555556269051
40	0.612593154997251	0.774813690005497	0.387406845002749
41	0.743354509673895	0.51329098065221	0.256645490326105
42	0.698178696460079	0.603642607079842	0.301821303539921

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	1	0.037037037037037	NOK
5% type I error level	3	0.111111111111111	NOK
10% type I error level	3	0.111111111111111	NOK