Multiple Linear Regression - Estimated Regression Equation

Aantal_Faillissementen[t] = + 576.704545454545 -5.91824494949483M1[t] -11.9008838383838M2[t] + 91.2073863636363M3[t] -37.229797979798M4[t] -0.121527777777779M5[t] + 91.1685606060606M6[t] -241.541351010101M7[t] -347.705808080808M8[t] + 143.402462121212M9[t] + 82.3289141414141M10[t] -20.2900883838384M11[t] + 1.98263888888889t + 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)	576.704545454545	22.395765	25.7506	0	0
M1	-5.91824494949483	27.827114	-0.2127	0.831941	0.415971
M2	-11.9008838383838	27.818688	-0.4278	0.669569	0.334784
M3	91.2073863636363	27.811062	3.2795	0.001364	0.000682
M4	-37.229797979798	27.804237	-1.339	0.183124	0.091562
M5	-0.121527777777779	27.798213	-0.0044	0.996519	0.49826
M6	91.1685606060606	27.792992	3.2803	0.001361	0.00068
M7	-241.541351010101	27.788573	-8.6921	0	0
M8	-347.705808080808	27.784957	-12.5142	0	0
M9	143.402462121212	27.782145	5.1617	1e-06	0
M10	82.3289141414141	27.780135	2.9636	0.003673	0.001837
M11	-20.2900883838384	27.77893	-0.7304	0.466573	0.233287
t	1.98263888888889	0.149425	13.2685	0	0

Multiple Linear Regression - Regression Statistics
Multiple R	0.928510769134262
R-squared	0.862132248398299
Adjusted R-squared	0.848229617984682
F-TEST (value)	62.0121676797135
F-TEST (DF numerator)	12
F-TEST (DF denominator)	119
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	65.1464225614041
Sum Squared Residuals	505042.708333333

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	617	572.768939393938	44.2310606060617
2	614	568.768939393939	45.2310606060606
3	647	673.859848484848	-26.8598484848486
4	580	547.405303030303	32.594696969697
5	614	586.496212121212	27.5037878787878
6	636	679.768939393939	-43.7689393939394
7	388	349.041666666667	38.9583333333333
8	356	244.859848484849	111.140151515151
9	639	737.950757575758	-98.9507575757577
10	753	678.859848484849	74.1401515151514
11	611	578.223484848485	32.7765151515151
12	639	600.496212121212	38.5037878787879
13	630	596.560606060606	33.4393939393939
14	586	592.560606060606	-6.56060606060607
15	695	697.651515151515	-2.65151515151515
16	552	571.19696969697	-19.1969696969697
17	619	610.287878787879	8.7121212121212
18	681	703.560606060606	-22.5606060606061
19	421	372.833333333333	48.1666666666667
20	307	268.651515151515	38.3484848484849
21	754	761.742424242424	-7.74242424242425
22	690	702.651515151515	-12.6515151515152
23	644	602.015151515152	41.9848484848485
24	643	624.287878787879	18.7121212121212
25	608	620.352272727273	-12.3522727272729
26	651	616.352272727273	34.6477272727273
27	691	721.443181818182	-30.4431818181818
28	627	594.988636363636	32.0113636363636
29	634	634.079545454545	-0.0795454545454694
30	731	727.352272727273	3.64772727272724
31	475	396.625	78.375
32	337	292.443181818182	44.5568181818182
33	803	785.534090909091	17.4659090909091
34	722	726.443181818182	-4.44318181818185
35	590	625.806818181818	-35.8068181818182
36	724	648.079545454545	75.9204545454545
37	627	644.143939393939	-17.1439393939395
38	696	640.143939393939	55.8560606060606
39	825	745.234848484848	79.7651515151515
40	677	618.780303030303	58.219696969697
41	656	657.871212121212	-1.87121212121214
42	785	751.143939393939	33.8560606060606
43	412	420.416666666667	-8.41666666666667
44	352	316.234848484848	35.7651515151515
45	839	809.325757575758	29.6742424242424
46	729	750.234848484848	-21.2348484848485
47	696	649.598484848485	46.4015151515151
48	641	671.871212121212	-30.8712121212121
49	695	667.935606060606	27.0643939393938
50	638	663.935606060606	-25.9356060606061
51	762	769.026515151515	-7.02651515151516
52	635	642.57196969697	-7.57196969696972
53	721	681.662878787879	39.3371212121212
54	854	774.935606060606	79.0643939393939
55	418	444.208333333333	-26.2083333333333
56	367	340.026515151515	26.9734848484849
57	824	833.117424242424	-9.11742424242422
58	687	774.026515151515	-87.0265151515152
59	601	673.390151515152	-72.3901515151515
60	676	695.662878787879	-19.6628787878788
61	740	691.727272727273	48.2727272727271
62	691	687.727272727273	3.27272727272728
63	683	792.818181818182	-109.818181818182
64	594	666.363636363636	-72.3636363636364
65	729	705.454545454545	23.5454545454545
66	731	798.727272727273	-67.7272727272727
67	386	468	-82
68	331	363.818181818182	-32.8181818181818
69	706	856.909090909091	-150.909090909091
70	715	797.818181818182	-82.8181818181819
71	657	697.181818181818	-40.1818181818182
72	653	719.454545454545	-66.4545454545455
73	642	715.518939393939	-73.5189393939395
74	643	711.518939393939	-68.5189393939394
75	718	816.609848484848	-98.6098484848485
76	654	690.155303030303	-36.155303030303
77	632	729.246212121212	-97.2462121212121
78	731	822.518939393939	-91.5189393939394
79	392	491.791666666667	-99.7916666666667
80	344	387.609848484848	-43.6098484848485
81	792	880.700757575758	-88.7007575757576
82	852	821.609848484848	30.3901515151515
83	649	720.973484848485	-71.9734848484849
84	629	743.246212121212	-114.246212121212
85	685	739.310606060606	-54.3106060606062
86	617	735.310606060606	-118.310606060606
87	715	840.401515151515	-125.401515151515
88	715	713.94696969697	1.05303030303029
89	629	753.037878787879	-124.037878787879
90	916	846.310606060606	69.6893939393939
91	531	515.583333333333	15.4166666666667
92	357	411.401515151515	-54.4015151515151
93	917	904.492424242424	12.5075757575758
94	828	845.401515151515	-17.4015151515151
95	708	744.765151515152	-36.7651515151515
96	858	767.037878787879	90.9621212121212
97	775	763.102272727273	11.8977272727272
98	785	759.102272727273	25.8977272727273
99	1006	864.193181818182	141.806818181818
100	789	737.738636363636	51.2613636363637
101	734	776.829545454545	-42.8295454545454
102	906	870.102272727273	35.8977272727273
103	532	539.375	-7.37499999999999
104	387	435.193181818182	-48.1931818181818
105	991	928.284090909091	62.7159090909091
106	841	869.193181818182	-28.1931818181818
107	892	768.556818181818	123.443181818182
108	782	790.829545454545	-8.82954545454546
109	811	786.893939393939	24.1060606060605
110	792	782.893939393939	9.10606060606062
111	978	887.984848484848	90.0151515151515
112	773	761.530303030303	11.469696969697
113	796	800.621212121212	-4.62121212121212
114	946	893.893939393939	52.1060606060606
115	594	563.166666666667	30.8333333333333
116	438	458.984848484848	-20.9848484848485
117	1023	952.075757575758	70.9242424242424
118	868	892.984848484848	-24.9848484848485
119	791	792.348484848485	-1.34848484848482
120	760	814.621212121212	-54.6212121212121
121	779	810.685606060606	-31.6856060606062
122	852	806.685606060606	45.314393939394
123	1001	911.776515151515	89.2234848484849
124	734	785.32196969697	-51.3219696969696
125	996	824.412878787879	171.587121212121
126	869	917.685606060606	-48.685606060606
127	599	586.958333333333	12.0416666666666
128	426	482.776515151515	-56.7765151515151
129	1138	975.867424242424	162.132575757576
130	1091	916.776515151515	174.223484848485
131	830	816.140151515151	13.8598484848486
132	909	838.412878787879	70.5871212121213

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
16	0.071711075203567	0.143422150407134	0.928288924796433
17	0.0223780376273161	0.0447560752546323	0.977621962372684
18	0.0132598548749277	0.0265197097498555	0.986740145125072
19	0.00517248046014443	0.0103449609202889	0.994827519539856
20	0.00619593477216386	0.0123918695443277	0.993804065227836
21	0.0277010269880361	0.0554020539760722	0.972298973011964
22	0.0308915127045479	0.0617830254090957	0.969108487295452
23	0.0171700906056775	0.034340181211355	0.982829909394322
24	0.00848477998423394	0.0169695599684679	0.991515220015766
25	0.00473606765023691	0.00947213530047382	0.995263932349763
26	0.0031265563417052	0.0062531126834104	0.996873443658295
27	0.00142611619925217	0.00285223239850434	0.998573883800748
28	0.000998688272563235	0.00199737654512647	0.999001311727437
29	0.000442658361110094	0.000885316722220188	0.99955734163889
30	0.000351198745026709	0.000702397490053419	0.999648801254973
31	0.000291731624287799	0.000583463248575599	0.999708268375712
32	0.000170013787647376	0.000340027575294753	0.999829986212353
33	0.000297138273120955	0.00059427654624191	0.999702861726879
34	0.000177509067545023	0.000355018135090046	0.999822490932455
35	0.000221228889782546	0.000442457779565093	0.999778771110217
36	0.0002443082875649	0.0004886165751298	0.999755691712435
37	0.000146538307793399	0.000293076615586798	0.999853461692207
38	0.000121798461765963	0.000243596923531926	0.999878201538234
39	0.000579742738514257	0.00115948547702851	0.999420257261486
40	0.000497724484384117	0.000995448968768235	0.999502275515616
41	0.000292428533282766	0.000584857066565532	0.999707571466717
42	0.00025396412979647	0.00050792825959294	0.999746035870203
43	0.000334350425767924	0.000668700851535848	0.999665649574232
44	0.00028912155575627	0.000578243111512541	0.999710878444244
45	0.000289161871377808	0.000578323742755616	0.999710838128622
46	0.000220819193088419	0.000441638386176839	0.999779180806912
47	0.000191195503818053	0.000382391007636106	0.999808804496182
48	0.000276602138147124	0.000553204276294248	0.999723397861853
49	0.000196997937003093	0.000393995874006186	0.999803002062997
50	0.000195129528673718	0.000390259057347436	0.999804870471326
51	0.000116486719084525	0.00023297343816905	0.999883513280916
52	8.27206675721817e-05	0.000165441335144363	0.999917279332428
53	8.12612739009483e-05	0.000162522547801897	0.999918738726099
54	0.000307012720816881	0.000614025441633761	0.999692987279183
55	0.00036924218696701	0.000738484373934019	0.999630757813033
56	0.000490212831544525	0.000980425663089051	0.999509787168456
57	0.000325981402077948	0.000651962804155896	0.999674018597922
58	0.000569432563653484	0.00113886512730697	0.999430567436347
59	0.000797056001969669	0.00159411200393934	0.99920294399803
60	0.000670989538210521	0.00134197907642104	0.999329010461789
61	0.00115197585337299	0.00230395170674598	0.998848024146627
62	0.00106968204265761	0.00213936408531523	0.998930317957342
63	0.00204634373954159	0.00409268747908318	0.997953656260458
64	0.00217577017259607	0.00435154034519214	0.997824229827404
65	0.002740708273071	0.00548141654614201	0.997259291726929
66	0.00239671666330886	0.00479343332661773	0.997603283336691
67	0.00290492044998503	0.00580984089997006	0.997095079550015
68	0.00366897010056429	0.00733794020112858	0.996331029899436
69	0.00941747116873525	0.0188349423374705	0.990582528831265
70	0.00740224771258473	0.0148044954251695	0.992597752287415
71	0.00529935358678152	0.010598707173563	0.994700646413218
72	0.00423398968740772	0.00846797937481544	0.995766010312592
73	0.0033996341590631	0.00679926831812621	0.996600365840937
74	0.00253110177734202	0.00506220355468403	0.997468898222658
75	0.00239466246405624	0.00478932492811249	0.997605337535944
76	0.00160434766447569	0.00320869532895138	0.998395652335524
77	0.00147321639025794	0.00294643278051589	0.998526783609742
78	0.00119746165057126	0.00239492330114252	0.998802538349429
79	0.00108138768431128	0.00216277536862256	0.998918612315689
80	0.000880277776359411	0.00176055555271882	0.999119722223641
81	0.000986997010159008	0.00197399402031802	0.999013002989841
82	0.0017639409174184	0.00352788183483679	0.998236059082582
83	0.00121396152220431	0.00242792304440862	0.998786038477796
84	0.00148057172031507	0.00296114344063014	0.998519428279685
85	0.000931172001127554	0.00186234400225511	0.999068827998872
86	0.00139790941254217	0.00279581882508435	0.998602090587458
87	0.00952732021101461	0.0190546404220292	0.990472679788985
88	0.00841708557499279	0.0168341711499856	0.991582914425007
89	0.0223497337172571	0.0446994674345142	0.977650266282743
90	0.0515998850298651	0.10319977005973	0.948400114970135
91	0.0489212084526303	0.0978424169052606	0.95107879154737
92	0.0361999008967657	0.0723998017935315	0.963800099103234
93	0.0491589161664736	0.0983178323329472	0.950841083833526
94	0.0418393330429266	0.0836786660858532	0.958160666957073
95	0.0400135623536229	0.0800271247072459	0.959986437646377
96	0.0938560139371247	0.187712027874249	0.906143986062875
97	0.080137980217483	0.160275960434966	0.919862019782517
98	0.0704199598255832	0.140839919651166	0.929580040174417
99	0.168040662972089	0.336081325944177	0.831959337027911
100	0.203848250804151	0.407696501608302	0.796151749195849
101	0.224649864817257	0.449299729634515	0.775350135182743
102	0.213228671503486	0.426457343006972	0.786771328496514
103	0.16531988609803	0.330639772196059	0.83468011390197
104	0.125999665462518	0.251999330925037	0.874000334537482
105	0.119368892693504	0.238737785387009	0.880631107306496
106	0.115269310668752	0.230538621337505	0.884730689331248
107	0.269069882817378	0.538139765634756	0.730930117182622
108	0.208607131227944	0.417214262455888	0.791392868772056
109	0.20347329557196	0.406946591143919	0.79652670442804
110	0.146047540641995	0.29209508128399	0.853952459358005
111	0.124577981454143	0.249155962908285	0.875422018545857
112	0.135697053590972	0.271394107181945	0.864302946409028
113	0.176490139600068	0.352980279200136	0.823509860399932
114	0.32304496664998	0.64608993329996	0.67695503335002
115	0.31524688800345	0.6304937760069	0.68475311199655
116	0.479009463437732	0.958018926875465	0.520990536562268

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	59	0.584158415841584	NOK
5% type I error level	71	0.702970297029703	NOK
10% type I error level	78	0.772277227722772	NOK