Multiple Linear Regression - Estimated Regression Equation

Jaar[t] = + 2002.34549929866 + 0.00899572606509098Januari[t] -0.000154336094252176Februari[t] -0.00860547413027234Maart[t] -0.0116090941804962April[t] -0.00148760879624506Mei[t] + 0.0114195275650268Juni[t] -0.0110660413095583Juli[t] + 0.00528468027555271Augustus[t] + 0.00328224225795532September[t] + 0.0107420562674009Oktober[t] -0.00644192311092304November[t] -0.000500004790298712December[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)	2002.34549929866	0.315516	6346.2499	0	0
Januari	0.00899572606509098	0.006047	1.4877	0.139301	0.06965
Februari	-0.000154336094252176	0.004983	-0.031	0.975342	0.487671
Maart	-0.00860547413027234	0.005097	-1.6885	0.093777	0.046888
April	-0.0116090941804962	0.004954	-2.3435	0.020656	0.010328
Mei	-0.00148760879624506	0.003898	-0.3817	0.703341	0.35167
Juni	0.0114195275650268	0.005138	2.2224	0.028023	0.014011
Juli	-0.0110660413095583	0.005046	-2.1932	0.030113	0.015057
Augustus	0.00528468027555271	0.004464	1.1839	0.238664	0.119332
September	0.00328224225795532	0.004678	0.7016	0.484236	0.242118
Oktober	0.0107420562674009	0.005607	1.9158	0.057635	0.028818
November	-0.00644192311092304	0.00644	-1.0002	0.319095	0.159548
December	-0.000500004790298712	0.004151	-0.1205	0.904303	0.452152

Multiple Linear Regression - Regression Statistics
Multiple R	0.504057868519176
R-squared	0.254074334816094
Adjusted R-squared	0.183593169601867
F-TEST (value)	3.60485434716972
F-TEST (DF numerator)	12
F-TEST (DF denominator)	127
p-value	0.000120412992620778
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	2.60457523444219
Sum Squared Residuals	861.544143287439

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	1998	2001.32164116102	-3.32164116101544
2	1999	2002.22708763016	-3.22708763016007
3	2000	2003.55884836771	-3.55884836770781
4	2001	2003.80438127754	-2.80438127754453
5	2002	2002.4865535003	-0.486553500303723
6	2003	2001.52495406981	1.47504593019244
7	2004	2004.3985830649	-0.398583064899152
8	2005	2002.55526535056	2.44473464943544
9	2006	2004.65042223979	1.34957776020763
10	2007	2003.87493301768	3.12506698232068
11	1998	1997.04622115828	0.95377884171754
12	1999	1996.97231207791	2.02768792209333
13	2000	2001.82330733676	-1.8233073367575
14	2001	1999.83700080429	1.16299919570716
15	2002	2000.7872402908	1.21275970920481
16	2003	2001.67184945185	1.32815054815465
17	2004	2002.14955096535	1.85044903464946
18	2005	2006.26328307397	-1.26328307396505
19	2006	2007.82756884933	-1.82756884932722
20	2007	2005.48564431219	1.51435568780977
21	1998	2001.6932188	-3.69321880000347
22	1999	2000.86966966455	-1.86966966454915
23	2000	2001.33428707496	-1.33428707495988
24	2001	2002.0734881726	-1.07348817259601
25	2002	2001.36564952947	0.634350470531302
26	2003	2002.30412436118	0.695875638824026
27	2004	2002.37692983421	1.62307016578997
28	2005	2004.10377496692	0.896225033084543
29	2006	2003.48352691975	2.5164730802463
30	2007	2004.03023263229	2.96976736771407
31	1998	2001.41906040326	-3.41906040325729
32	1999	2002.23499697814	-3.23499697814195
33	2000	2003.20428644622	-3.20428644621988
34	2001	2001.5705531073	-0.570553107296044
35	2002	2002.99513548831	-0.995135488311996
36	2003	2002.63722043773	0.36277956227447
37	2004	2002.54213039239	1.45786960760803
38	2005	2002.68723593578	2.31276406422432
39	2006	2003.66423893581	2.33576106418754
40	2007	2003.13681342547	3.86318657453171
41	1998	2001.527468459	-3.52746845899672
42	1999	2001.27951709747	-2.27951709747016
43	2000	2001.47716124645	-1.47716124645082
44	2001	2003.16155931338	-2.16155931337522
45	2002	2001.84324246652	0.156757533480286
46	2003	2003.51284965673	-0.512849656734846
47	2004	2002.12787919424	1.87212080575927
48	2005	2002.80723868362	2.19276131638356
49	2006	2003.81719659209	2.18280340790587
50	2007	2003.4740243962	3.52597560380197
51	1998	2000.28679057806	-2.28679057805747
52	1999	2001.03533314967	-2.03533314967162
53	2000	2003.37228039845	-3.37228039845383
54	2001	2001.36748427974	-0.367484279736059
55	2002	2001.57804399262	0.421956007377499
56	2003	2001.78379539533	1.21620460467258
57	2004	2001.34249001472	2.65750998527617
58	2005	2003.07083953197	1.92916046803195
59	2006	2003.75791664176	2.2420833582384
60	2007	2001.39149788916	5.60850211084301
61	1998	2001.5016801126	-3.50168011260084
62	1999	2000.93479238271	-1.93479238270709
63	2000	2001.81728936531	-1.81728936530641
64	2001	2001.04591312592	-0.0459131259228172
65	2002	2002.38716600851	-0.38716600850559
66	2003	2000.81585679551	2.18414320448512
67	2004	2003.14211872442	0.857881275582722
68	2005	2002.97619115032	2.02380884967728
69	2006	2002.48668695454	3.51331304546136
70	2007	2002.83507316371	4.1649268362857
71	1998	2004.41209062233	-6.41209062232905
72	1999	1998.45941375853	0.540586241464897
73	2000	2003.28169574479	-3.28169574479327
74	2001	2002.14560575694	-1.14560575694079
75	2002	2003.0682698571	-1.06826985709672
76	2003	2000.30571339312	2.69428660687594
77	2004	2004.38110709244	-0.38110709244222
78	2005	2004.37731885843	0.622681141569011
79	2006	2006.32094819666	-0.320948196664141
80	2007	2007.50551453741	-0.505514537406039
81	1998	2002.41886955175	-4.4188695517535
82	1999	2002.16419156584	-3.16419156584271
83	2000	2002.4338925663	-2.43389256630137
84	2001	2002.3677710989	-1.36777109889913
85	2002	2002.31863720738	-0.318637207380209
86	2003	2002.38141515122	0.6185848487765
87	2004	2002.4278409527	1.57215904729675
88	2005	2002.12095205468	2.8790479453245
89	2006	2002.41636374754	3.58363625245693
90	2007	2002.66414025459	4.33585974541373
91	1998	2002.27667214232	-4.27667214232194
92	1999	2001.31292571646	-2.31292571645575
93	2000	2001.60186582997	-1.60186582996655
94	2001	2003.05785441953	-2.05785441952584
95	2002	2002.06971169352	-0.0697116935222853
96	2003	2001.78138076112	1.21861923888026
97	2004	2003.14116389172	0.858836108280879
98	2005	2002.59605922817	2.4039407718253
99	2006	2002.11581007042	3.88418992958151
100	2007	2002.93480643313	4.06519356687313
101	1998	2002.54136507776	-4.54136507776241
102	1999	2001.97565042453	-2.975650424534
103	2000	2003.36544959531	-3.36544959531141
104	2001	2001.17850445485	-0.17850445485337
105	2002	2002.71340265581	-0.713402655805401
106	2003	2001.9889041199	1.01109588010354
107	2004	2002.87774038411	1.12225961588913
108	2005	2004.3955621214	0.604437878595746
109	2006	2003.95203797185	2.04796202814544
110	2007	2004.69476753302	2.3052324669808
111	1998	2003.20474567706	-5.20474567706459
112	1999	2000.66961953508	-1.66961953508388
113	2000	2002.85583515361	-2.85583515360865
114	2001	2002.7288074409	-1.72880744090412
115	2002	2001.27887171046	0.72112828954491
116	2003	2002.30401972822	0.695980271777761
117	2004	2003.12613314097	0.873866859026678
118	2005	2002.41564399914	2.58435600086434
119	2006	2004.00191784341	1.99808215658547
120	2007	2003.51520595491	3.48479404508744
121	1998	2002.96714850648	-4.96714850647986
122	1999	2001.87159661859	-2.87159661859157
123	2000	2002.57831891823	-2.57831891822894
124	2001	2001.93970629626	-0.939706296257636
125	2002	2003.27072890532	-1.27072890532331
126	2003	2002.47205988882	0.527940111175614
127	2004	2001.95398659598	2.04601340402004
128	2005	2002.22219651222	2.77780348777967
129	2006	2002.67422507686	3.32577492314261
130	2007	2003.25353259712	3.74646740288454
131	1998	2002.80415641333	-4.80415641333356
132	1999	2002.0116186585	-3.0116186585032
133	2000	2002.26222344231	-2.26222344231102
134	2001	2002.62273034003	-1.62273034003312
135	2002	2003.11755208662	-1.11755208662393
136	2003	2001.14134608969	1.85865391030546
137	2004	2002.66408027429	1.33591972570776
138	2005	2002.12985419213	2.87014580787065
139	2006	2002.95895442875	3.04104557124753
140	2007	2002.48919921387	4.51080078613473

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
16	0.452623233273193	0.905246466546385	0.547376766726807
17	0.505913647151573	0.988172705696854	0.494086352848427
18	0.394209418095768	0.788418836191535	0.605790581904233
19	0.7001891303178	0.599621739364398	0.299810869682199
20	0.736299856008313	0.527400287983375	0.263700143991687
21	0.700817165911257	0.598365668177485	0.299182834088743
22	0.608344277047407	0.783311445905185	0.391655722952593
23	0.512353783256655	0.97529243348669	0.487646216743345
24	0.420556826858033	0.841113653716066	0.579443173141967
25	0.378735269996685	0.757470539993371	0.621264730003315
26	0.312151850694922	0.624303701389844	0.687848149305078
27	0.295166696001401	0.590333392002802	0.704833303998599
28	0.276765818435108	0.553531636870216	0.723234181564892
29	0.323612796997857	0.647225593995713	0.676387203002143
30	0.37916158544133	0.75832317088266	0.62083841455867
31	0.361537442629485	0.72307488525897	0.638462557370515
32	0.351694575696331	0.703389151392663	0.648305424303669
33	0.334022183496448	0.668044366992895	0.665977816503552
34	0.275306200943475	0.55061240188695	0.724693799056525
35	0.223455330953436	0.446910661906873	0.776544669046564
36	0.19236552815107	0.38473105630214	0.80763447184893
37	0.188102332957067	0.376204665914135	0.811897667042933
38	0.200575912682179	0.401151825364358	0.799424087317821
39	0.222934643815266	0.445869287630533	0.777065356184734
40	0.280933596942779	0.561867193885558	0.719066403057221
41	0.303025783162739	0.606051566325478	0.696974216837261
42	0.271135565376066	0.542271130752132	0.728864434623934
43	0.229323752762478	0.458647505524955	0.770676247237522
44	0.193631801660321	0.387263603320642	0.806368198339679
45	0.167118463577012	0.334236927154024	0.832881536422988
46	0.136184905414295	0.27236981082859	0.863815094585705
47	0.134246845897341	0.268493691794682	0.865753154102659
48	0.129522126532504	0.259044253065008	0.870477873467496
49	0.134967072225925	0.26993414445185	0.865032927774075
50	0.169412607437918	0.338825214875836	0.830587392562082
51	0.166269441325709	0.332538882651417	0.833730558674291
52	0.149563438442131	0.299126876884263	0.850436561557869
53	0.164530822528228	0.329061645056456	0.835469177471772
54	0.134514570008124	0.269029140016248	0.865485429991876
55	0.107802237220014	0.215604474440028	0.892197762779986
56	0.0943164156765984	0.188632831353197	0.905683584323402
57	0.107864424333399	0.215728848666798	0.892135575666601
58	0.110433237534249	0.220866475068498	0.88956676246575
59	0.109864727542514	0.219729455085027	0.890135272457486
60	0.263454706314555	0.526909412629109	0.736545293685445
61	0.26987333192151	0.53974666384302	0.73012666807849
62	0.243395583150101	0.486791166300203	0.756604416849899
63	0.222034753733794	0.444069507467589	0.777965246266206
64	0.185633824049816	0.371267648099632	0.814366175950184
65	0.15399874146634	0.30799748293268	0.84600125853366
66	0.152575220629649	0.305150441259298	0.847424779370351
67	0.142043805471388	0.284087610942776	0.857956194528612
68	0.132266373282743	0.264532746565487	0.867733626717257
69	0.168587756342103	0.337175512684205	0.831412243657897
70	0.298189516543311	0.596379033086621	0.70181048345669
71	0.414988987435783	0.829977974871566	0.585011012564217
72	0.37700515056375	0.7540103011275	0.62299484943625
73	0.382988255295363	0.765976510590727	0.617011744704637
74	0.33796250259803	0.67592500519606	0.66203749740197
75	0.291131602821649	0.582263205643299	0.70886839717835
76	0.348576815708298	0.697153631416596	0.651423184291702
77	0.303915153858659	0.607830307717318	0.696084846141341
78	0.274577735315709	0.549155470631418	0.725422264684291
79	0.239210637546173	0.478421275092346	0.760789362453827
80	0.233896632550423	0.467793265100845	0.766103367449577
81	0.315244108593639	0.630488217187277	0.684755891406361
82	0.353308712505834	0.706617425011669	0.646691287494166
83	0.361355446542047	0.722710893084093	0.638644553457953
84	0.329998302010188	0.659996604020376	0.670001697989812
85	0.289432156718459	0.578864313436918	0.710567843281541
86	0.246891446410842	0.493782892821683	0.753108553589159
87	0.21434944154537	0.428698883090739	0.78565055845463
88	0.22027479782188	0.44054959564376	0.77972520217812
89	0.262570034335386	0.525140068670772	0.737429965664614
90	0.340010654374637	0.680021308749274	0.659989345625363
91	0.382139564511262	0.764279129022525	0.617860435488738
92	0.348485052506234	0.696970105012469	0.651514947493766
93	0.333830313839948	0.667660627679896	0.666169686160052
94	0.300824357849842	0.601648715699683	0.699175642150158
95	0.253753731471393	0.507507462942786	0.746246268528607
96	0.217677031889286	0.435354063778573	0.782322968110714
97	0.182149818143496	0.364299636286993	0.817850181856504
98	0.178671857410217	0.357343714820435	0.821328142589783
99	0.195293736537762	0.390587473075524	0.804706263462238
100	0.214407786613439	0.428815573226879	0.78559221338656
101	0.359642708947674	0.719285417895347	0.640357291052326
102	0.406424210285067	0.812848420570134	0.593575789714933
103	0.419795729403047	0.839591458806093	0.580204270596953
104	0.357524900505048	0.715049801010097	0.642475099494952
105	0.302662664931817	0.605325329863634	0.697337335068183
106	0.306718146498743	0.613436292997487	0.693281853501257
107	0.252901454264843	0.505802908529685	0.747098545735157
108	0.22354863260067	0.447097265201341	0.77645136739933
109	0.223900626446376	0.447801252892752	0.776099373553624
110	0.181102475488926	0.362204950977851	0.818897524511074
111	0.183953050167762	0.367906100335523	0.816046949832238
112	0.211011903694075	0.42202380738815	0.788988096305925
113	0.30074435232673	0.601488704653459	0.69925564767327
114	0.251113126016646	0.502226252033292	0.748886873983354
115	0.291908938421986	0.583817876843971	0.708091061578014
116	0.410155138525184	0.820310277050367	0.589844861474816
117	0.372567538568404	0.745135077136808	0.627432461431596
118	0.403528280838443	0.807056561676887	0.596471719161557
119	0.322135534088283	0.644271068176566	0.677864465911717
120	0.261448026446515	0.522896052893031	0.738551973553485
121	0.394002551045145	0.78800510209029	0.605997448954855
122	0.833540608328123	0.332918783343754	0.166459391671877
123	0.716707350732483	0.566585298535033	0.283292649267517
124	0.665202095044837	0.669595809910326	0.334797904955163

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	0	0	OK
5% type I error level	0	0	OK
10% type I error level	0	0	OK