Multiple Linear Regression - Estimated Regression Equation

tot_indus[t] = + 209.298982723361 + 0.200657477896676prijsindex[t] -0.0431033994434085`y(t-1)`[t] -0.6525411392476`y(t-2)`[t] -0.0302790380657440`y(t-3)`[t] -0.535338506090538`y(t-4)`[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)	209.298982723361	26.091732	8.0217	0	0
prijsindex	0.200657477896676	0.027945	7.1805	0	0
`y(t-1)`	-0.0431033994434085	0.110024	-0.3918	0.696555	0.348278
`y(t-2)`	-0.6525411392476	0.112174	-5.8172	0	0
`y(t-3)`	-0.0302790380657440	0.110954	-0.2729	0.785825	0.392912
`y(t-4)`	-0.535338506090538	0.117064	-4.5731	2.3e-05	1.2e-05

Multiple Linear Regression - Regression Statistics
Multiple R	0.75865628105714
R-squared	0.57555935278745
Adjusted R-squared	0.54187358713566
F-TEST (value)	17.0861294570833
F-TEST (DF numerator)	5
F-TEST (DF denominator)	63
p-value	1.20284671112358e-10
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	5.35827567184311
Sum Squared Residuals	1808.80044505434

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	101.7	98.0732065677168	3.62679343228316
2	104.2	100.580754262622	3.61924573737824
3	92.7	96.7786533030993	-4.07865330309934
4	91.9	96.8140608472913	-4.91406084729132
5	106.5	104.966270168677	1.53372983132296
6	112.3	103.9290533641	8.37094663589992
7	102.8	100.814147011759	1.98585298824085
8	96.5	97.5254162868964	-1.02541628689636
9	101	96.787112080336	4.2128879196641
10	98.9	98.549013163459	0.350986836541081
11	105.1	101.220357896826	3.87964210317380
12	103	105.298975408506	-2.29897540850587
13	99	99.339417898957	-0.339417898956908
14	104.3	101.798582968143	2.50141703185665
15	94.6	100.964918245840	-6.36491824583976
16	90.4	99.3705376753783	-8.97053767537831
17	108.9	108.183148090991	0.716851909009263
18	111.4	108.806831188255	2.59316881174482
19	100.8	102.408529281683	-1.60852928168276
20	102.5	103.464107179349	-0.964107179348907
21	98.2	101.873370098285	-3.67337009828478
22	98.7	101.095819689242	-2.39581968924177
23	113.3	109.964820887295	3.33517911270495
24	104.6	107.848115881123	-3.24811588112258
25	99.3	100.079872229887	-0.779872229886675
26	111.8	105.376013688534	6.42398631146593
27	97.3	101.425410100603	-4.12541010060257
28	97.7	98.7517005522524	-1.05170055225244
29	115.6	110.815637800341	4.78436219965932
30	111.9	104.132357654116	7.7676423458838
31	107	101.104083230829	5.89591676917102
32	107.1	102.752838693818	4.34716130618157
33	100.6	98.582356635925	2.01764336407494
34	99.2	101.488235315550	-2.28823531555028
35	108.4	109.132595176346	-0.732595176345546
36	103	109.351434941858	-6.35143494185842
37	99.8	105.638106172010	-5.83810617200971
38	115	109.269022265746	5.73097773425413
39	90.8	106.120966519427	-15.3209665194275
40	95.9	101.396977695894	-5.49697769589443
41	114.4	118.682999968578	-4.28299996857774
42	108.2	107.273629184065	0.926370815935249
43	112.6	108.791337380320	3.80866261967963
44	109.1	110.641256759365	-1.54125675936521
45	105	100.211480097027	4.78851990297287
46	105	106.821124886288	-1.82112488628781
47	118.5	107.487819737111	11.0121802628893
48	103.7	111.712957362565	-8.0129573625646
49	112.5	109.348304771596	3.15169522840418
50	116.6	116.130998933345	0.469001066654665
51	96.6	105.319153193628	-8.71915319362799
52	101.9	111.162356866742	-9.2623568667424
53	116.5	118.587767786867	-2.08776778686737
54	119.3	113.974167636177	5.32583236382262
55	115.4	114.792405713625	0.607594286375487
56	108.5	110.656655655108	-2.15665565510752
57	111.5	105.698584797775	5.80141520222492
58	108.8	109.473513055453	-0.673513055453239
59	121.8	111.714865905895	10.0851340941052
60	109.6	119.388783300849	-9.78878330084894
61	112.2	110.047808082873	2.15219191712671
62	119.6	117.082413070292	2.51758692970814
63	104.1	108.998554080123	-4.89855408012331
64	105.3	109.263616089641	-3.9636160896411
65	115	117.610005932177	-2.61000593217657
66	124.1	114.060421359438	10.0395786405615
67	116.8	114.335801261777	2.46419873822286
68	107.5	106.291353497579	1.20864650242091
69	115.6	111.967035514755	3.63296448524526

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
9	0.507426227272045	0.985147545455911	0.492573772727955
10	0.357463833644103	0.714927667288206	0.642536166355897
11	0.241708104014202	0.483416208028405	0.758291895985798
12	0.347043051433719	0.694086102867438	0.652956948566281
13	0.236733725378626	0.473467450757252	0.763266274621374
14	0.167362611780725	0.334725223561451	0.832637388219275
15	0.244787562666659	0.489575125333317	0.755212437333342
16	0.298850970417961	0.597701940835921	0.701149029582039
17	0.218682184421183	0.437364368842367	0.781317815578817
18	0.156821781202718	0.313643562405435	0.843178218797282
19	0.107924299925842	0.215848599851684	0.892075700074158
20	0.0750416912885637	0.150083382577127	0.924958308711436
21	0.0490128145962606	0.0980256291925212	0.95098718540374
22	0.0394272904855781	0.0788545809711562	0.960572709514422
23	0.0337843377145679	0.0675686754291357	0.966215662285432
24	0.0261260742569473	0.0522521485138946	0.973873925743053
25	0.0187390581070881	0.0374781162141763	0.981260941892912
26	0.0287120352840848	0.0574240705681696	0.971287964715915
27	0.0199006714412746	0.0398013428825493	0.980099328558725
28	0.0142087215926446	0.0284174431852893	0.985791278407355
29	0.0107353739277771	0.0214707478555542	0.989264626072223
30	0.0265928590501273	0.0531857181002545	0.973407140949873
31	0.0347894824103153	0.0695789648206307	0.965210517589685
32	0.0299507044351416	0.0599014088702831	0.970049295564858
33	0.0220842634996639	0.0441685269993278	0.977915736500336
34	0.0142877284058930	0.0285754568117861	0.985712271594107
35	0.00920689027723683	0.0184137805544737	0.990793109722763
36	0.0136231069897485	0.027246213979497	0.986376893010251
37	0.0126436543231170	0.0252873086462339	0.987356345676883
38	0.0150233237718476	0.0300466475436952	0.984976676228152
39	0.178224892294303	0.356449784588606	0.821775107705697
40	0.176954902346483	0.353909804692967	0.823045097653517
41	0.165151262397159	0.330302524794318	0.83484873760284
42	0.136569588234607	0.273139176469214	0.863430411765393
43	0.113880348545090	0.227760697090180	0.88611965145491
44	0.0835289372949523	0.167057874589905	0.916471062705048
45	0.0799067398872224	0.159813479774445	0.920093260112778
46	0.056260788505587	0.112521577011174	0.943739211494413
47	0.167775105162648	0.335550210325296	0.832224894837352
48	0.187490601798392	0.374981203596784	0.812509398201608
49	0.157451938478646	0.314903876957293	0.842548061521354
50	0.118355969655952	0.236711939311904	0.881644030344048
51	0.249512670946705	0.49902534189341	0.750487329053295
52	0.384906761729616	0.769813523459232	0.615093238270384
53	0.335015917454758	0.670031834909515	0.664984082545242
54	0.280130541707999	0.560261083415998	0.719869458292001
55	0.199437447594646	0.398874895189293	0.800562552405354
56	0.135056038966217	0.270112077932433	0.864943961033783
57	0.106938096933296	0.213876193866591	0.893061903066704
58	0.0705540858946835	0.141108171789367	0.929445914105317
59	0.0836400325316719	0.167280065063344	0.916359967468328
60	0.246902375499842	0.493804750999685	0.753097624500158

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	10	0.192307692307692	NOK
10% type I error level	18	0.346153846153846	NOK