Multiple Linear Regression - Estimated Regression Equation

TotaleIndustrieZonderBouwnijverheid[t] = + 16.1562962637093 + 33.3837324188536`periodes(2000=100)`[t] + 0.867868628284169TotaleIndustrie[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)	16.1562962637093	2.824647	5.7198	0	0
`periodes(2000=100)`	33.3837324188536	62.171526	0.537	0.592288	0.296144
TotaleIndustrie	0.867868628284169	0.027054	32.0788	0	0

Multiple Linear Regression - Regression Statistics
Multiple R	0.947094059493863
R-squared	0.896987157528564
Adjusted R-squared	0.895270276820707
F-TEST (value)	522.45164933331
F-TEST (DF numerator)	2
F-TEST (DF denominator)	120
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	2.6994787582425
Sum Squared Residuals	874.462267944297

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	101.5	102.418905996048	-0.918905996048432
2	100.7	103.610662748529	-2.91066274852908
3	110.6	112.141389245569	-1.54138924556928
4	96.8	99.9439584636572	-3.14395846365718
5	100	104.695547337439	-4.69554733743874
6	104.8	108.407362209724	-3.60736220972403
7	86.8	86.5275393344217	0.272460665578293
8	92	98.408104019453	-6.40810401945297
9	100.2	103.866639468568	-3.66663946856767
10	106.6	111.152843123784	-4.55284312378368
11	102.1	104.984757458399	-2.88475745839939
12	93.7	94.9150799539053	-1.21507995390533
13	97.6	100.162189226217	-2.56218922621698
14	96.9	99.7919241160756	-2.8919241160756
15	105.6	108.322681169021	-2.7226811690214
16	102.8	105.758615772445	-2.95861577244514
17	101.7	104.782282533009	-3.08228253300862
18	104.2	107.105517600154	-2.90551760015379
19	92.7	90.8668455706579	1.83315442934212
20	91.9	96.1516132938775	-4.25161329387754
21	106.5	108.987036597348	-2.48703659734829
22	112.3	113.929996900664	-1.62999690066375
23	102.8	104.464013553896	-1.66401355389582
24	96.5	96.0432876426504	0.45671235734964
25	101	101.203373501815	-0.203373501814711
26	98.9	100.572889330021	-1.6728893300215
27	105.1	107.801873965936	-2.70187396593648
28	103	105.411405882823	-2.41140588282262
29	99	101.397543267032	-2.39754326703171
30	104.3	106.931902248958	-2.63190224895772
31	94.6	92.081824781921	2.51817521807902
32	90.4	94.2422700518595	-3.84227005185947
33	108.9	111.503827869013	-2.60382786901287
34	111.4	113.148889327374	-1.74888932737367
35	100.8	101.773598101375	-0.973598101375302
36	102.5	100.295822414714	2.20417758528581
37	98.2	99.2070178359811	-1.00701783598106
38	98.7	100.581102169386	-1.88110216938611
39	113.3	114.137229012151	-0.837229012150886
40	104.6	105.584917232484	-0.98491723248429
41	99.3	100.789983663077	-1.48998366307679
42	111.8	112.920154200122	-1.12015420012171
43	97.3	92.081787950381	5.21821204961903
44	97.7	100.230531359423	-2.53053135942273
45	115.6	115.23563524797	0.364364752029713
46	111.9	111.933847465698	-0.0338474656978215
47	107	106.373279149101	0.626720850898659
48	107.1	104.374783482585	2.72521651741523
49	100.6	98.7728259582368	1.82717404176324
50	99.2	99.6180010846718	-0.418001084671763
51	108.4	107.194194131343	1.20580586865655
52	103	105.498068055881	-2.49806805588113
53	99.8	101.397440190155	-1.59744019015526
54	115	115.089784228316	-0.0897842283156451
55	90.8	86.4406050717336	4.35939492826645
56	95.9	99.2758436728599	-3.37584367285987
57	114.4	114.454525787504	-0.0545257875035409
58	108.2	108.115199744887	0.0848002551127333
59	112.6	110.625812768139	1.97418723186068
60	109.1	104.98227005875	4.11772994124983
61	105	102.591190615878	2.40880938412189
62	105	103.783654297361	1.21634570263926
63	118.5	116.567089547876	1.93291045212385
64	103.7	103.675481684837	0.0245183151629613
65	112.5	111.638238542547	0.861761457453342
66	116.6	115.697250767016	0.902749232983666
67	96.6	90.3459771408967	6.25402285910326
68	101.9	103.441580925273	-1.54158092527275
69	116.5	115.843087925359	0.656912074640605
70	119.3	117.314581474019	1.98541852598144
71	115.4	114.184051507142	1.21594849285826
72	108.5	104.721888028031	3.77811197196916
73	111.5	108.666013963468	2.83398603653233
74	108.8	107.775733900191	1.02426609980933
75	121.8	119.430970337747	2.36902966225263
76	109.6	108.361910087959	1.23808991204126
77	112.2	111.117465955496	1.08253404450378
78	119.6	117.953667740813	1.64633225918669
79	104.1	96.5078076802287	7.59219231977132
80	105.3	106.652662718624	-1.35266271862423
81	115	113.846962440478	1.15303755952211
82	124.1	122.434980675855	1.6650193241448
83	116.8	114.531176344051	2.26882365594925
84	107.5	102.986129350596	4.51387064940414
85	115.6	112.74473972203	2.85526027797005
86	116.2	114.292945323045	1.90705467695532
87	116.3	111.620067085065	4.67993291493459
88	119	118.08197659707	0.918023402929534
89	111.9	110.943840870965	0.956159129035282
90	118.6	116.825397105597	1.77460289440342
91	106.9	99.5453111943128	7.35468880568721
92	103.2	102.834008654877	0.365991345122786
93	118.6	117.578769929802	1.02123007019838
94	118.7	116.620235186914	2.07976481308607
95	102.8	102.46777981902	0.332220180979542
96	100.6	98.039256769845	2.56074323015501
97	94.9	95.6474712061025	-0.747471206102459
98	94.5	97.2742916700994	-2.77429167009941
99	102.9	105.805261762652	-2.90526176265168
100	95.3	97.9473623550561	-2.64736235505613
101	92.5	95.9296622939027	-3.42966229390274
102	102.7	105.369489835031	-2.66948983503113
103	91.5	87.915834926915	3.58416507308499
104	89.5	93.5477822648954	-4.04778226489544
105	104.2	106.903958217097	-2.70395821709672
106	105.2	107.420802073229	-2.22080207322879
107	99	98.7359221480088	0.26407785199116
108	95.5	93.1791710732262	2.3208289267738
109	90.5	91.5682323696999	-1.06823236969994
110	96.1	96.059159849581	0.0408401504189759
111	113	113.095272812416	-0.0952728124163982
112	101.9	102.807364669383	-0.907364669382893
113	101.4	100.876462218429	0.523537781570893
114	113.6	113.180266153546	0.419733846454397
115	96.6	91.0401253768142	5.55987462318581
116	97.8	99.0153225876523	-1.21532258765235
117	114.9	114.28081400015	0.619185999849879
118	112.5	112.541201351759	-0.0412013517587051
119	108.4	106.893864706947	1.50613529305255
120	107	100.642819919514	6.35718008048553
121	103.5	100.940957526584	2.55904247341636
122	107.5	106.733828351664	0.766171648336429
123	122.3	119.864562770171	2.43543722982885

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
6	0.0496491101509599	0.0992982203019199	0.95035088984904
7	0.144165060794623	0.288330121589247	0.855834939205377
8	0.335993746806912	0.671987493613824	0.664006253193088
9	0.228000625398352	0.456001250796705	0.771999374601648
10	0.151614826076717	0.303229652153434	0.848385173923283
11	0.105912443006931	0.211824886013862	0.894087556993069
12	0.0817566564644344	0.163513312928869	0.918243343535566
13	0.0651632647083192	0.130326529416638	0.934836735291681
14	0.0411472402171811	0.0822944804343623	0.958852759782819
15	0.0265519648110273	0.0531039296220546	0.973448035188973
16	0.0160275407251851	0.0320550814503703	0.983972459274815
17	0.00944109585842485	0.0188821917168497	0.990558904141575
18	0.00578738240469185	0.0115747648093837	0.994212617595308
19	0.0180564317482315	0.036112863496463	0.981943568251768
20	0.0232651378399661	0.0465302756799322	0.976734862160034
21	0.0186909482870906	0.0373818965741812	0.981309051712909
22	0.0231431867381703	0.0462863734763405	0.97685681326183
23	0.0179940218365116	0.0359880436730231	0.982005978163488
24	0.0208405144021241	0.0416810288042483	0.979159485597876
25	0.0162701381290052	0.0325402762580103	0.983729861870995
26	0.0108496250185139	0.0216992500370278	0.989150374981486
27	0.00757702616940119	0.0151540523388024	0.992422973830599
28	0.00521233559545401	0.010424671190908	0.994787664404546
29	0.00354707421543626	0.00709414843087252	0.996452925784564
30	0.00248609202366026	0.00497218404732053	0.99751390797634
31	0.00701222785225398	0.014024455704508	0.992987772147746
32	0.0112898557047451	0.0225797114094903	0.988710144295255
33	0.00935701278510374	0.0187140255702075	0.990642987214896
34	0.00913774286672638	0.0182754857334528	0.990862257133274
35	0.00735904923539482	0.0147180984707896	0.992640950764605
36	0.0205990247018734	0.0411980494037468	0.979400975298127
37	0.0148779745530525	0.029755949106105	0.985122025446947
38	0.0114396188795207	0.0228792377590415	0.988560381120479
39	0.012363797698373	0.0247275953967461	0.987636202301627
40	0.0101226775333978	0.0202453550667955	0.989877322466602
41	0.00768172814964751	0.015363456299295	0.992318271850352
42	0.00712339617703114	0.0142467923540623	0.992876603822969
43	0.0559419528283657	0.111883905656731	0.944058047171634
44	0.0530876872826089	0.106175374565218	0.946912312717391
45	0.0688416126144785	0.137683225228957	0.931158387385521
46	0.0690816765818081	0.138163353163616	0.930918323418192
47	0.0685138152863461	0.137027630572692	0.931486184713654
48	0.107270857398648	0.214541714797297	0.892729142601352
49	0.113702146686787	0.227404293373575	0.886297853313213
50	0.0938743050053491	0.187748610010698	0.906125694994651
51	0.0969162332013028	0.193832466402606	0.903083766798697
52	0.093687835864482	0.187375671728964	0.906312164135518
53	0.0826037694276332	0.165207538855266	0.917396230572367
54	0.0776459176667828	0.155291835333566	0.922354082333217
55	0.119642939390016	0.239285878780033	0.880357060609984
56	0.14989653275607	0.299793065512139	0.85010346724393
57	0.142473588533728	0.284947177067456	0.857526411466272
58	0.127470493509957	0.254940987019913	0.872529506490043
59	0.145766494525778	0.291532989051556	0.854233505474222
60	0.235980453138736	0.471960906277472	0.764019546861264
61	0.24921471604924	0.49842943209848	0.75078528395076
62	0.227819626682085	0.455639253364169	0.772180373317915
63	0.241276598626716	0.482553197253433	0.758723401373284
64	0.209342609217472	0.418685218434945	0.790657390782528
65	0.18973869285686	0.37947738571372	0.81026130714314
66	0.172969416775368	0.345938833550737	0.827030583224632
67	0.360489021156734	0.720978042313467	0.639510978843266
68	0.34016974653523	0.680339493070461	0.65983025346477
69	0.312983729733719	0.625967459467438	0.687016270266281
70	0.309882462504455	0.619764925008909	0.690117537495545
71	0.28336089864246	0.566721797284919	0.71663910135754
72	0.328612100859324	0.657224201718647	0.671387899140677
73	0.338636815756671	0.677273631513342	0.661363184243329
74	0.299700891150572	0.599401782301145	0.700299108849427
75	0.291864638796136	0.583729277592273	0.708135361203864
76	0.257095206443269	0.514190412886538	0.742904793556731
77	0.22316729628199	0.44633459256398	0.77683270371801
78	0.198139465142039	0.396278930284078	0.801860534857961
79	0.511848670297766	0.976302659404467	0.488151329702234
80	0.484422096213073	0.968844192426146	0.515577903786927
81	0.438176557091573	0.876353114183145	0.561823442908427
82	0.399048385055984	0.798096770111969	0.600951614944016
83	0.370928818940146	0.741857637880292	0.629071181059854
84	0.444321480132888	0.888642960265776	0.555678519867112
85	0.441337354942604	0.882674709885208	0.558662645057396
86	0.405522386372856	0.811044772745711	0.594477613627144
87	0.499650005769283	0.999300011538567	0.500349994230717
88	0.445113632049446	0.890227264098891	0.554886367950554
89	0.391373914279418	0.782747828558836	0.608626085720582
90	0.352950817616599	0.705901635233197	0.647049182383401
91	0.688429346747343	0.623141306505313	0.311570653252657
92	0.63182368891844	0.736352622163119	0.36817631108156
93	0.577819773585217	0.844360452829566	0.422180226414783
94	0.551881116262316	0.896237767475369	0.448118883737684
95	0.488328965274388	0.976657930548777	0.511671034725612
96	0.471930289911034	0.943860579822069	0.528069710088966
97	0.410019313339697	0.820038626679395	0.589980686660303
98	0.415144530101809	0.830289060203619	0.584855469898191
99	0.425478822636515	0.850957645273029	0.574521177363485
100	0.435982364476009	0.871964728952018	0.564017635523991
101	0.51644331370893	0.96711337258214	0.48355668629107
102	0.538670024888929	0.922659950222143	0.461329975111071
103	0.53925704397587	0.92148591204826	0.46074295602413
104	0.726539779302153	0.546920441395694	0.273460220697847
105	0.78127065872919	0.43745868254162	0.21872934127081
106	0.822538710629909	0.354922578740182	0.177461289370091
107	0.784865031425896	0.430269937148208	0.215134968574104
108	0.719407529893744	0.561184940212511	0.280592470106256
109	0.705229366927401	0.589541266145197	0.294770633072599
110	0.681813222371539	0.636373555256923	0.318186777628461
111	0.596130299446804	0.807739401106392	0.403869700553196
112	0.613962278536888	0.772075442926224	0.386037721463112
113	0.563414541245206	0.873170917509589	0.436585458754794
114	0.450687957304747	0.901375914609493	0.549312042695253
115	0.438332804507617	0.876665609015234	0.561667195492383
116	0.618846542462339	0.762306915075322	0.381153457537661
117	0.463955429675379	0.927910859350759	0.536044570324621

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	2	0.0178571428571429	NOK
5% type I error level	27	0.241071428571429	NOK
10% type I error level	30	0.267857142857143	NOK