Multiple Linear Regression - Estimated Regression Equation

saldo_zichtrek[t] = + 35.5499652830189 + 2.19617358490566crisis[t] -1.44032754716980M1[t] -2.07076528301887M2[t] -3.07880000000001M3[t] -1.6854M4[t] -2.09720000000000M5[t] -1.53820000000000M6[t] -1.33160000000000M7[t] -1.11160000000000M8[t] -0.501200000000004M9[t] + 1.25960000000000M10[t] + 1.50320000000000M11[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)	35.5499652830189	0.955589	37.2021	0	0
crisis	2.19617358490566	0.710939	3.0891	0.003334	0.001667
M1	-1.44032754716980	1.27969	-1.1255	0.265962	0.132981
M2	-2.07076528301887	1.343906	-1.5409	0.129919	0.06496
M3	-3.07880000000001	1.336363	-2.3039	0.025603	0.012802
M4	-1.6854	1.336363	-1.2612	0.213338	0.106669
M5	-2.09720000000000	1.336363	-1.5693	0.12314	0.06157
M6	-1.53820000000000	1.336363	-1.151	0.25542	0.12771
M7	-1.33160000000000	1.336363	-0.9964	0.324035	0.162018
M8	-1.11160000000000	1.336363	-0.8318	0.409636	0.204818
M9	-0.501200000000004	1.336363	-0.375	0.709277	0.354639
M10	1.25960000000000	1.336363	0.9426	0.350627	0.175314
M11	1.50320000000000	1.336363	1.1248	0.266249	0.133124

Multiple Linear Regression - Regression Statistics
Multiple R	0.642327038651281
R-squared	0.412584024582524
Adjusted R-squared	0.265730030728155
F-TEST (value)	2.80948453463018
F-TEST (DF numerator)	12
F-TEST (DF denominator)	48
p-value	0.00549319063690001
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	2.11297592601036
Sum Squared Residuals	214.304028667169

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	29.837	34.109637735849	-4.272637735849
2	29.571	33.4792	-3.90819999999999
3	30.167	32.4711652830189	-2.30416528301887
4	30.524	33.8645652830189	-3.34056528301887
5	30.996	33.4527652830189	-2.45676528301886
6	31.033	34.0117652830189	-2.97876528301887
7	31.198	34.2183652830189	-3.02036528301887
8	30.937	34.4383652830189	-3.50136528301887
9	31.649	35.0487652830189	-3.39976528301887
10	33.115	36.8095652830189	-3.69456528301887
11	34.106	37.0531652830189	-2.94716528301887
12	33.926	35.5499652830189	-1.62396528301887
13	33.382	34.1096377358491	-0.72763773584907
14	32.851	33.4792	-0.6282
15	32.948	32.4711652830189	0.476834716981132
16	36.112	33.8645652830189	2.24743471698113
17	36.113	33.4527652830189	2.66023471698113
18	35.21	34.0117652830189	1.19823471698113
19	35.193	34.2183652830189	0.97463471698113
20	34.383	34.4383652830189	-0.0553652830188658
21	35.349	35.0487652830189	0.30023471698113
22	37.058	36.8095652830189	0.248434716981131
23	38.076	37.0531652830189	1.02283471698113
24	36.63	35.5499652830189	1.08003471698113
25	36.045	34.1096377358491	1.93536226415093
26	35.638	33.4792	2.1588
27	35.114	32.4711652830189	2.64283471698113
28	35.465	33.8645652830189	1.60043471698114
29	35.254	33.4527652830189	1.80123471698113
30	35.299	34.0117652830189	1.28723471698113
31	35.916	34.2183652830189	1.69763471698113
32	36.683	34.4383652830189	2.24463471698113
33	37.288	35.0487652830189	2.23923471698113
34	38.536	36.8095652830189	1.72643471698113
35	38.977	37.0531652830189	1.92383471698113
36	36.407	35.5499652830189	0.857034716981126
37	34.955	34.1096377358491	0.845362264150931
38	34.951	33.4792	1.4718
39	32.68	32.4711652830189	0.208834716981132
40	34.791	33.8645652830189	0.926434716981128
41	34.178	33.4527652830189	0.72523471698113
42	35.213	34.0117652830189	1.20123471698113
43	34.871	34.2183652830189	0.652634716981134
44	35.299	34.4383652830189	0.860634716981131
45	35.443	35.0487652830189	0.394234716981131
46	37.108	36.8095652830189	0.298434716981128
47	36.419	37.0531652830189	-0.63416528301887
48	34.471	35.5499652830189	-1.07896528301887
49	33.868	34.1096377358491	-0.241637735849065
50	34.385	33.4792	0.905799999999998
51	33.643	34.6673388679245	-1.02433886792453
52	34.627	36.0607388679245	-1.43373886792453
53	32.919	35.6489388679245	-2.72993886792453
54	35.5	36.2079388679245	-0.707938867924528
55	36.11	36.4145388679245	-0.304538867924528
56	37.086	36.6345388679245	0.451461132075471
57	37.711	37.2449388679245	0.466061132075473
58	40.427	39.0057388679245	1.42126113207547
59	39.884	39.2493388679245	0.634661132075473
60	38.512	37.7461388679245	0.765861132075471
61	38.767	36.3058113207547	2.46118867924528

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
16	0.999385094477527	0.00122981104494515	0.000614905522472573
17	0.99991235614124	0.000175287717520889	8.76438587604445e-05
18	0.999928879061604	0.000142241876791867	7.11209383959335e-05
19	0.999926692992786	0.000146614014428093	7.33070072140467e-05
20	0.999928177172828	0.000143645654344558	7.18228271722788e-05
21	0.999920526424178	0.000158947151643243	7.94735758216217e-05
22	0.999921987988702	0.000156024022596165	7.80120112980823e-05
23	0.999896402957053	0.000207194085893125	0.000103597042946562
24	0.999807222083554	0.000385555832891331	0.000192777916445665
25	0.999823700886871	0.000352598226258124	0.000176299113129062
26	0.999830804408722	0.000338391182556915	0.000169195591278458
27	0.99990115340675	0.000197693186501828	9.8846593250914e-05
28	0.999840610579957	0.000318778840086776	0.000159389420043388
29	0.999861520558434	0.00027695888313143	0.000138479441565715
30	0.999714799744106	0.000570400511787555	0.000285200255893778
31	0.99954889841111	0.000902203177779186	0.000451101588889593
32	0.9994566873265	0.00108662534699925	0.000543312673499626
33	0.999368763688649	0.00126247262270241	0.000631236311351203
34	0.998857975922751	0.00228404815449717	0.00114202407724858
35	0.99856058365203	0.00287883269594168	0.00143941634797084
36	0.996940902203682	0.00611819559263625	0.00305909779631813
37	0.993403265130633	0.0131934697387346	0.00659673486936732
38	0.986799173513455	0.0264016529730908	0.0132008264865454
39	0.974178350188698	0.0516432996226037	0.0258216498113018
40	0.967006418029166	0.065987163941668	0.032993581970834
41	0.986993588024052	0.0260128239518959	0.0130064119759480
42	0.990940382303429	0.0181192353931423	0.00905961769657117
43	0.990200356567998	0.0195992868640037	0.00979964343200183
44	0.988346409431996	0.0233071811360083	0.0116535905680041
45	0.98740235194817	0.0251952961036599	0.0125976480518300

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	21	0.7	NOK
5% type I error level	28	0.933333333333333	NOK
10% type I error level	30	1	NOK