Multiple Linear Regression - Estimated Regression Equation

CPI[t] = + 120.715729044527 -0.0183168010413199werkloosheid[t] + 1.73678652759287OLO[t] -1.46771793225502e-05voertuigen[t] + 0.000556194353034178bouw[t] -0.242424622406475t + 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)	120.715729044527	3.695428	32.6662	0	0
werkloosheid	-0.0183168010413199	0.004469	-4.0986	0.000141	7e-05
OLO	1.73678652759287	0.347348	5.0001	6e-06	3e-06
voertuigen	-1.46771793225502e-05	1.8e-05	-0.8218	0.414793	0.207396
bouw	0.000556194353034178	0.00019	2.9319	0.004933	0.002466
t	-0.242424622406475	0.007129	-34.0042	0	0

Multiple Linear Regression - Regression Statistics
Multiple R	0.982997641801115
R-squared	0.966284363786554
Adjusted R-squared	0.963162545618642
F-TEST (value)	309.526151689017
F-TEST (DF numerator)	5
F-TEST (DF denominator)	54
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.720937718220644
Sum Squared Residuals	28.0665644518722

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	118.49	118.544997118334	-0.0549971183338475
2	118.31	117.59780351603	0.712196483969612
3	117.99	117.673175655351	0.316824344648547
4	118.09	117.578949984092	0.511050015907531
5	117.95	118.349111848951	-0.399111848950879
6	117.59	117.947388838386	-0.357388838385842
7	117.2	117.545424493103	-0.345424493103347
8	116.91	116.941134541574	-0.0311345415739557
9	116.33	116.381355747236	-0.0513557472358141
10	115.66	115.98491085629	-0.324910856289723
11	115	115.479391280356	-0.479391280356074
12	114.55	114.422349739615	0.127650260385402
13	114.41	114.383158857245	0.0268411427549747
14	114.25	114.441651619581	-0.191651619581289
15	113.89	113.321514257711	0.568485742289237
16	113.82	113.228594161978	0.591405838022136
17	113.77	114.296667275522	-0.526667275522104
18	113.78	113.56488703981	0.215112960189719
19	113.33	113.068527385161	0.261472614838541
20	112.94	112.644819157694	0.295180842306112
21	112.52	112.518226927855	0.00177307214466899
22	112.05	112.492830580702	-0.442830580702024
23	111.54	112.123678644399	-0.58367864439949
24	111.36	112.071977629196	-0.711977629196281
25	111.07	111.827451504599	-0.757451504599174
26	111.02	111.527561030015	-0.507561030015024
27	111.31	110.840233351903	0.469766648096747
28	110.97	111.108637772963	-0.138637772963407
29	111.04	112.147473799728	-1.10747379972773
30	111.25	111.856850383765	-0.606850383765333
31	111.33	111.057539420503	0.272460579497142
32	111.1	111.439838229083	-0.339838229082843
33	111.74	111.553422832528	0.18657716747227
34	111.36	111.072593173403	0.287406826597381
35	111.25	111.074399035996	0.17560096400378
36	111.49	111.395766545349	0.0942334546511449
37	112.16	111.329933891546	0.830066108454487
38	112.36	111.413883229511	0.946116770488974
39	112.18	110.772445732989	1.40755426701094
40	112.87	111.150705229109	1.71929477089095
41	112.28	111.659941797164	0.620058202835904
42	111.66	111.27321317412	0.386786825880379
43	110.67	110.064162334521	0.605837665479025
44	110.42	109.365975079617	1.05402492038319
45	109.62	108.971479481819	0.648520518180521
46	108.84	109.037556814638	-0.197556814637937
47	108.4	108.81307577478	-0.413075774779924
48	108.1	108.620743475587	-0.520743475587133
49	107.1	108.081520766693	-0.981520766693157
50	106.54	107.957108749079	-1.41710874907924
51	106.44	106.895686390674	-0.455686390673662
52	106.57	107.34558138028	-0.775581380279731
53	106.12	108.344706428437	-2.22470642843711
54	106.13	107.110540211265	-0.980540211264604
55	106.26	106.465581279072	-0.205581279072
56	105.78	105.526912772284	0.253087227715851
57	105.77	105.130758993791	0.639241006208697
58	105.2	104.919484180476	0.280515819523799
59	105.15	104.607777643538	0.542222356462331
60	105.01	103.926930953001	1.08306904699868

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
9	0.020377811817205	0.04075562363441	0.979622188182795
10	0.0232600497694009	0.0465200995388019	0.976739950230599
11	0.00767610978712109	0.0153522195742422	0.992323890212879
12	0.00210121835787056	0.00420243671574111	0.997898781642129
13	0.000704349748350631	0.00140869949670126	0.999295650251649
14	0.0001826491349568	0.0003652982699136	0.999817350865043
15	7.44895307990798e-05	0.00014897906159816	0.999925510469201
16	5.39745664486264e-05	0.000107949132897253	0.999946025433551
17	1.31239220730536e-05	2.62478441461071e-05	0.999986876077927
18	9.12419908935925e-05	0.000182483981787185	0.999908758009106
19	4.18618006211015e-05	8.37236012422029e-05	0.999958138199379
20	1.28583614604563e-05	2.57167229209127e-05	0.99998714163854
21	3.72266087168575e-06	7.4453217433715e-06	0.999996277339128
22	1.63921835932119e-06	3.27843671864238e-06	0.999998360781641
23	4.71271763769779e-07	9.42543527539558e-07	0.999999528728236
24	1.42140167013623e-07	2.84280334027247e-07	0.999999857859833
25	4.85124241308663e-08	9.70248482617326e-08	0.999999951487576
26	1.68112131400347e-08	3.36224262800695e-08	0.999999983188787
27	4.06000855584675e-07	8.12001711169351e-07	0.999999593999144
28	2.23225928934933e-07	4.46451857869866e-07	0.999999776774071
29	2.07188094521039e-07	4.14376189042078e-07	0.999999792811905
30	1.24528226356765e-06	2.49056452713531e-06	0.999998754717736
31	1.6115767091749e-05	3.22315341834981e-05	0.999983884232908
32	2.22602361036178e-05	4.45204722072357e-05	0.999977739763896
33	0.00011098179693004	0.000221963593860081	0.99988901820307
34	0.000423157561080023	0.000846315122160046	0.99957684243892
35	0.00164966403538636	0.00329932807077273	0.998350335964614
36	0.00478806178091741	0.00957612356183483	0.995211938219083
37	0.0115054018509828	0.0230108037019656	0.988494598149017
38	0.0123823736668033	0.0247647473336066	0.987617626333197
39	0.0166666180954223	0.0333332361908445	0.983333381904578
40	0.174929883913588	0.349859767827177	0.825070116086412
41	0.593044847472982	0.813910305054035	0.406955152527018
42	0.873973568266505	0.252052863466991	0.126026431733495
43	0.900721355450555	0.19855728909889	0.0992786445494452
44	0.928746390148303	0.142507219703393	0.0712536098516966
45	0.929544170049432	0.140911659901135	0.0704558299505676
46	0.961093164016533	0.0778136719669348	0.0389068359834674
47	0.952294454490434	0.0954110910191312	0.0477055455095656
48	0.993600279645214	0.0127994407095715	0.00639972035478575
49	0.988082414998902	0.023835170002195	0.0119175850010975
50	0.974940431075061	0.0501191378498789	0.0250595689249395
51	0.963330560182791	0.0733388796344191	0.0366694398172095

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	25	0.581395348837209	NOK
5% type I error level	33	0.767441860465116	NOK
10% type I error level	37	0.86046511627907	NOK