Multiple Linear Regression - Estimated Regression Equation

totaal[t] = + 1.25102743123547 + 0.993824229382807`<25J`[t] + 1.00177511231163`>25J`[t] -0.119519418446503belgie[t] -0.0904039875483088eurogebied[t] + 0.0521462742998931eu[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)	1.25102743123547	0.652478	1.9173	0.057245	0.028623
`<25J`	0.993824229382807	0.003169	313.6274	0	0
`>25J`	1.00177511231163	0.002749	364.4373	0	0
belgie	-0.119519418446503	0.107818	-1.1085	0.269548	0.134774
eurogebied	-0.0904039875483088	0.20354	-0.4442	0.657619	0.32881
eu	0.0521462742998931	0.20794	0.2508	0.802358	0.401179

Multiple Linear Regression - Regression Statistics
Multiple R	0.999940423292632
R-squared	0.999880850134648
Adjusted R-squared	0.999876564168269
F-TEST (value)	233291.809031408
F-TEST (DF numerator)	5
F-TEST (DF denominator)	139
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.50341422455435
Sum Squared Residuals	35.2261975262285

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	501	501.961174087868	-0.961174087867868
2	485	485.002379837339	-0.00237983733893331
3	464	464.064514132856	-0.0645141328564004
4	460	460.104994928495	-0.104994928494615
5	467	467.15036499712	-0.150364997120161
6	460	460.17374380157	-0.173743801569872
7	448	448.201237267229	-0.201237267229252
8	443	443.192310470768	-0.192310470768267
9	436	436.219639099231	-0.219639099230981
10	431	431.238617245375	-0.238617245375124
11	484	484.110124710787	-0.110124710787306
12	510	509.024552136218	0.975447863781942
13	513	512.987845877002	0.0121541229981904
14	503	502.964901709338	0.0350982906620005
15	471	471.008672103039	-0.008672103038878
16	471	471.011532411226	-0.0115324112258603
17	476	476.025447312623	-0.0254473126230187
18	475	474.041923965461	0.958076034538619
19	470	470.058676165001	-0.058676165001329
20	461	461.082629856432	-0.0826298564317625
21	455	455.090741256607	-0.0907412566066105
22	456	455.090741256607	0.909258743393389
23	517	516.862984130689	0.137015869310556
24	525	525.791500429277	-0.791500429277056
25	523	522.773133634671	0.226866365328494
26	519	518.829640248856	0.170359751144423
27	509	508.862454731499	0.137545268500796
28	512	511.883681834292	0.116318165708262
29	519	518.876328848388	0.123671151612173
30	517	516.88358981488	0.116410185119621
31	510	509.910918443343	0.0890815566569192
32	509	509.930770033214	-0.930770033213723
33	501	499.972676149515	1.02732385048499
34	507	506.952208888155	0.0477911118448778
35	569	569.746005646635	-0.74600564663489
36	580	579.709190105075	0.290809894924565
37	578	577.692598422782	0.307401577218483
38	565	565.759846303085	-0.759846303085019
39	547	547.786410770164	-0.786410770164427
40	555	554.80005012486	0.199949875139999
41	562	561.792697138956	0.207302861043908
42	561	560.814774675431	0.185225324569069
43	555	555.885459178064	-0.885459178063843
44	544	543.954456267846	0.0455437321541697
45	537	537.001687721082	-0.00168772108200801
46	543	542.96349234665	0.0365076533499898
47	594	593.712032638798	0.287967361201908
48	611	610.634795776202	0.36520422379756
49	613	612.646296883755	0.353703116245475
50	611	610.774013079811	0.225986920188908
51	594	593.838208484736	0.161791515263921
52	595	595.873562241075	-0.873562241074632
53	591	590.913481492915	0.0865185070845685
54	589	589.923607087546	-0.923607087545618
55	584	583.940758886475	0.0592411135246963
56	573	572.960987065691	0.039012934308515
57	567	566.981964635946	0.0180353640539828
58	569	568.989515919485	0.0104840805149006
59	621	620.778423404978	0.22157659502241
60	629	628.732843011365	0.267156988635107
61	628	627.731067899053	0.26893210094674
62	612	611.79934150063	0.200658499369957
63	595	595.857185847347	-0.857185847346866
64	597	596.902541145627	0.0974588543725546
65	593	592.942970706363	0.0570292936371271
66	590	589.95737290661	0.0426270933895265
67	580	579.991152852392	0.00884714760804069
68	574	574.001443284219	-0.00144328421882253
69	573	573.018306193264	-0.0183061932636766
70	573	573.038084965349	-0.0380849653489946
71	620	619.894816645287	0.105183354712594
72	626	625.881665905274	0.118334094726439
73	620	619.882791885657	0.117208114342562
74	588	586.947302194631	1.05269780536917
75	566	565.992269920874	0.00773007912632591
76	557	558.058543314807	-1.05854331480672
77	561	561.054528912708	-0.0545289127076374
78	549	549.084758633866	-0.0847586338658535
79	532	532.106112793466	-0.10611279346592
80	526	526.111188597863	-0.111188597862802
81	511	511.152170035535	-0.152170035534762
82	499	499.201315535446	-0.201315535446108
83	555	555.078148337793	-0.0781483377931809
84	565	564.070322934714	0.929677065285787
85	542	542.094753474601	-0.0947534746007814
86	527	527.110566225166	-0.110566225166448
87	510	510.149035719138	-0.149035719138325
88	514	514.158872423884	-0.15887242388368
89	517	517.176149702663	-0.17614970266322
90	508	507.217931766276	0.782068233723647
91	493	493.252737433331	-0.252737433331119
92	490	490.254273463499	-0.254273463499046
93	469	469.284728279989	-0.284728279989383
94	478	477.259298816526	0.740701183473541
95	528	529.097125168106	-1.09712516810605
96	534	533.056644372468	0.94335562753221
97	518	518.05908496401	-0.0590849640098026
98	506	506.100476451466	-0.100476451465801
99	502	502.117527991285	-0.11752799128489
100	516	516.097833914541	-0.0978339145409005
101	528	528.061114984344	-0.061114984344326
102	533	533.034609348239	-0.0346093482386506
103	536	536.019241684853	-0.0192416848531983
104	537	537.042308478043	-0.0423084780434488
105	524	523.077238197786	0.922761802213626
106	536	536.057948040383	-0.0579480403827707
107	587	586.8890839925	0.11091600750011
108	597	595.850617391317	1.14938260868304
109	581	580.836066701175	0.163933298824692
110	564	564.898036159496	-0.898036159496104
111	558	556.924803244161	1.07519675583866
112	575	574.911910276385	0.0880897236152704
113	580	580.909086321425	-0.909086321425183
114	575	574.910336354497	0.0896636455027791
115	563	563.930564533713	-0.930564533713409
116	552	550.94615297248	1.05384702751967
117	537	536.976957580619	0.0230424193807341
118	545	544.97908248458	0.0209175154204943
119	601	600.867815993868	0.132184006131612
120	604	604.839163087387	-0.839163087386618
121	586	586.843015656408	-0.843015656408399
122	564	563.91750149316	0.0824985068397358
123	549	547.976610643294	1.02338935670594
124	551	551.041644454549	-0.0416444545493731
125	556	556.082250730037	-0.082250730037493
126	548	548.132797645704	-0.132797645703873
127	540	540.157137593341	-0.157137593340795
128	531	531.161013172407	-0.16101317240676
129	521	520.194406861982	0.805593138018239
130	519	518.181816238604	0.81818376139633
131	572	572.027317926411	-0.0273179264105021
132	581	581.9855870977	-0.985587097700198
133	563	562.971886841241	0.0281131587591395
134	548	548.02385475762	-0.023854757619615
135	539	539.051758273063	-0.0517582730630412
136	541	541.074121806634	-0.0741218066337642
137	562	561.066043866897	0.933956133102586
138	559	559.066618753878	-0.0666187538781284
139	546	546.07546987823	-0.075469878230393
140	536	537.061264659787	-1.0612646597867
141	528	527.059539355216	0.940460644783808
142	530	531.04691226728	-1.04691226728023
143	582	581.925629464282	0.0743705357178721
144	599	598.877562347709	0.122437652291408
145	584	583.849846147208	0.150153852791857

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
9	0.131809267586539	0.263618535173077	0.868190732413461
10	0.0517715939787271	0.103543187957454	0.948228406021273
11	0.0196250232884528	0.0392500465769055	0.980374976711547
12	0.168193093797368	0.336386187594735	0.831806906202632
13	0.150559480513693	0.301118961027385	0.849440519486307
14	0.103051209683124	0.206102419366248	0.896948790316876
15	0.0644973415341103	0.128994683068221	0.93550265846589
16	0.0651547827484545	0.130309565496909	0.934845217251545
17	0.0463351965736506	0.0926703931473012	0.953664803426349
18	0.172829357632618	0.345658715265236	0.827170642367382
19	0.156392897279396	0.312785794558792	0.843607102720604
20	0.11927077748344	0.23854155496688	0.88072922251656
21	0.0818282021800989	0.163656404360198	0.918171797819901
22	0.191051034722077	0.382102069444155	0.808948965277922
23	0.146610634685978	0.293221269371956	0.853389365314022
24	0.220511193757389	0.441022387514777	0.779488806242612
25	0.226747326406187	0.453494652812374	0.773252673593813
26	0.180830745743507	0.361661491487013	0.819169254256493
27	0.139620243502847	0.279240487005693	0.860379756497153
28	0.104859710306785	0.209719420613571	0.895140289693215
29	0.0803949840030442	0.160789968006088	0.919605015996956
30	0.0584459825771731	0.116891965154346	0.941554017422827
31	0.0417381868907777	0.0834763737815554	0.958261813109222
32	0.119228700113204	0.238457400226409	0.880771299886796
33	0.257458930364892	0.514917860729784	0.742541069635108
34	0.210428598650926	0.420857197301851	0.789571401349074
35	0.244673586390011	0.489347172780023	0.755326413609989
36	0.224043917584217	0.448087835168433	0.775956082415783
37	0.211831365623696	0.423662731247392	0.788168634376304
38	0.278525218441126	0.557050436882252	0.721474781558874
39	0.313953410400938	0.627906820801875	0.686046589599062
40	0.269631307377623	0.539262614755247	0.730368692622377
41	0.225431783039313	0.450863566078627	0.774568216960687
42	0.185765962146525	0.37153192429305	0.814234037853475
43	0.323813033983096	0.647626067966191	0.676186966016904
44	0.28021773120977	0.560435462419541	0.71978226879023
45	0.237218064693568	0.474436129387137	0.762781935306431
46	0.201988726130763	0.403977452261526	0.798011273869237
47	0.197452905026176	0.394905810052352	0.802547094973824
48	0.189752493204558	0.379504986409117	0.810247506795442
49	0.169663676028912	0.339327352057823	0.830336323971088
50	0.140523841548692	0.281047683097383	0.859476158451308
51	0.115788803100761	0.231577606201523	0.884211196899239
52	0.173430201010171	0.346860402020342	0.826569798989829
53	0.142621162309169	0.285242324618337	0.857378837690831
54	0.217521486210189	0.435042972420378	0.782478513789811
55	0.184253008996192	0.368506017992384	0.815746991003808
56	0.153352989662568	0.306705979325136	0.846647010337432
57	0.125219758832943	0.250439517665887	0.874780241167057
58	0.100973435406005	0.201946870812009	0.899026564593995
59	0.0846830241728484	0.169366048345697	0.915316975827152
60	0.0694395915738521	0.138879183147704	0.930560408426148
61	0.0560015416484293	0.112003083296859	0.943998458351571
62	0.0437191498632366	0.0874382997264732	0.956280850136763
63	0.0736741799727023	0.147348359945405	0.926325820027298
64	0.0581525676524686	0.116305135304937	0.941847432347531
65	0.0449945072813587	0.0899890145627173	0.955005492718641
66	0.0344195112063121	0.0688390224126241	0.965580488793688
67	0.0260685468402735	0.0521370936805471	0.973931453159727
68	0.0198152014250241	0.0396304028500482	0.980184798574976
69	0.0146470711434716	0.0292941422869431	0.985352928856528
70	0.0106520900457482	0.0213041800914964	0.989347909954252
71	0.00769260908617645	0.0153852181723529	0.992307390913824
72	0.00550981056628659	0.0110196211325732	0.994490189433713
73	0.00389220466448595	0.00778440932897191	0.996107795335514
74	0.0112235872842354	0.0224471745684708	0.988776412715765
75	0.00823657273319034	0.0164731454663807	0.99176342726681
76	0.0268406037596976	0.0536812075193953	0.973159396240302
77	0.0200414548547662	0.0400829097095324	0.979958545145234
78	0.014768086992505	0.0295361739850101	0.985231913007495
79	0.010781747770323	0.0215634955406459	0.989218252229677
80	0.00779217605478505	0.0155843521095701	0.992207823945215
81	0.0056575872407731	0.0113151744815462	0.994342412759227
82	0.00420189719855155	0.0084037943971031	0.995798102801448
83	0.0029397080641744	0.00587941612834879	0.997060291935826
84	0.00950235674868109	0.0190047134973622	0.990497643251319
85	0.00677165911986909	0.0135433182397382	0.993228340880131
86	0.00475551783386232	0.00951103566772465	0.995244482166138
87	0.00338232553993094	0.00676465107986188	0.996617674460069
88	0.00233866031969958	0.00467732063939916	0.9976613396803
89	0.0015957667374166	0.0031915334748332	0.998404233262583
90	0.00336900458862333	0.00673800917724667	0.996630995411377
91	0.00241526180248263	0.00483052360496525	0.997584738197517
92	0.00170247740003334	0.00340495480006668	0.998297522599967
93	0.00135393715235028	0.00270787430470055	0.99864606284765
94	0.0023042983385706	0.0046085966771412	0.997695701661429
95	0.00733032414116753	0.0146606482823351	0.992669675858832
96	0.0171138488928927	0.0342276977857855	0.982886151107107
97	0.0124160109077794	0.0248320218155588	0.987583989092221
98	0.00905777808391577	0.0181155561678315	0.990942221916084
99	0.00687689186372904	0.0137537837274581	0.993123108136271
100	0.00513539800672652	0.010270796013453	0.994864601993274
101	0.00386299011720941	0.00772598023441882	0.996137009882791
102	0.00295511593792426	0.00591023187584853	0.997044884062076
103	0.00238645949276729	0.00477291898553458	0.997613540507233
104	0.00208923721210869	0.00417847442421739	0.997910762787891
105	0.00300600388539385	0.0060120077707877	0.996993996114606
106	0.00227206422973888	0.00454412845947777	0.997727935770261
107	0.00148515769235769	0.00297031538471538	0.998514842307642
108	0.00748102777210877	0.0149620555442175	0.992518972227891
109	0.00540400334298101	0.010808006685962	0.994595996657019
110	0.0144615305674229	0.0289230611348459	0.985538469432577
111	0.0303399693813929	0.0606799387627858	0.969660030618607
112	0.0219794535801501	0.0439589071603003	0.97802054641985
113	0.0312666766796921	0.0625333533593842	0.968733323320308
114	0.0231338415541965	0.0462676831083929	0.976866158445803
115	0.0488517900326337	0.0977035800652673	0.951148209967366
116	0.0920920162464324	0.184184032492865	0.907907983753568
117	0.0693053862521694	0.138610772504339	0.930694613747831
118	0.0506623572611518	0.101324714522304	0.949337642738848
119	0.0460408664897172	0.0920817329794343	0.953959133510283
120	0.0456358843840893	0.0912717687681787	0.954364115615911
121	0.0699060618214116	0.139812123642823	0.930093938178588
122	0.0541691097945052	0.10833821958901	0.945830890205495
123	0.0935262782158785	0.187052556431757	0.906473721784122
124	0.0698885335961862	0.139777067192372	0.930111466403814
125	0.048400204698706	0.0968004093974121	0.951599795301294
126	0.0340257946194539	0.0680515892389078	0.965974205380546
127	0.0262192185397827	0.0524384370795654	0.973780781460217
128	0.0215120643480884	0.0430241286961769	0.978487935651912
129	0.024821430610168	0.049642861220336	0.975178569389832
130	0.0374278005651843	0.0748556011303685	0.962572199434816
131	0.0279722105024822	0.0559444210049644	0.972027789497518
132	0.0529528942252633	0.105905788450527	0.947047105774737
133	0.0319272317130943	0.0638544634261885	0.968072768286906
134	0.0182233595279126	0.0364467190558252	0.981776640472087
135	0.0168308849586466	0.0336617699172933	0.983169115041353
136	0.292978749146021	0.585957498292043	0.707021250853979

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	19	0.1484375	NOK
5% type I error level	49	0.3828125	NOK
10% type I error level	67	0.5234375	NOK