Multiple Linear Regression - Estimated Regression Equation

Textiel[t] = -12.9038582451785 -0.164143076568454Voedingsmiddelen[t] + 0.0879466938746709Tabaksproducten[t] + 0.0924796096098854Kleding[t] -0.066575303047671Leer[t] + 0.503824865167603Hout[t] + 0.509904599253675Papier[t] + 0.122872141783344Uitgeverijen[t] + 0.0580122768636015Cokes[t] -0.286356682733116Chemische[t] + 0.48877492586319Rubber[t] -0.242068692402801Nietmetaalhoudende[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)	-12.9038582451785	10.867436	-1.1874	0.23761	0.118805
Voedingsmiddelen	-0.164143076568454	0.088691	-1.8507	0.066868	0.033434
Tabaksproducten	0.0879466938746709	0.035392	2.4849	0.01445	0.007225
Kleding	0.0924796096098854	0.032827	2.8172	0.005736	0.002868
Leer	-0.066575303047671	0.025898	-2.5707	0.011473	0.005737
Hout	0.503824865167603	0.090641	5.5585	0	0
Papier	0.509904599253675	0.134741	3.7843	0.00025	0.000125
Uitgeverijen	0.122872141783344	0.050506	2.4328	0.016579	0.00829
Cokes	0.0580122768636015	0.052072	1.1141	0.267654	0.133827
Chemische	-0.286356682733116	0.071089	-4.0281	0.000103	5.2e-05
Rubber	0.48877492586319	0.109462	4.4653	1.9e-05	1e-05
Nietmetaalhoudende	-0.242068692402801	0.055	-4.4012	2.5e-05	1.2e-05

Multiple Linear Regression - Regression Statistics
Multiple R	0.941018488927516
R-squared	0.885515796503426
Adjusted R-squared	0.874170515075837
F-TEST (value)	78.0514614957112
F-TEST (DF numerator)	11
F-TEST (DF denominator)	111
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	4.95643510690689
Sum Squared Residuals	2726.85363555668

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	102	102.523561423125	-0.523561423124545
2	99	96.4309843543336	2.56901564566639
3	108	110.129556764131	-2.12955676413052
4	92	92.2453553796106	-0.245355379610605
5	99	95.4035712975092	3.59642870249083
6	102	98.7563956506942	3.24360434930583
7	87	88.1438684297205	-1.14386842972053
8	71	80.2560906223946	-9.25609062239456
9	105	101.577024232395	3.4229757676047
10	115	109.292105846685	5.707894153315
11	103	94.9204060551581	8.07959394484194
12	75	76.7256812076075	-1.72568120760754
13	97	94.3146701264306	2.68532987356936
14	95	91.2771917657472	3.72280823425279
15	99	101.807530557236	-2.80753055723601
16	100	94.8634662800544	5.13653371994562
17	92	90.2900226632264	1.70997733677363
18	94	98.7733513024597	-4.77335130245972
19	89	82.2158213194355	6.78417868056454
20	67	72.2641109232101	-5.26411092321011
21	109	100.432370342344	8.56762965765579
22	113	108.405419415176	4.59458058482427
23	106	96.7745115889942	9.22548841100581
24	78	79.0032312308418	-1.00323123084184
25	102	98.1119887897611	3.88801121023889
26	97	95.0786219838334	1.9213780161666
27	96	97.8201535339983	-1.82015353399829
28	99	98.1616764006723	0.838323599327686
29	86	92.9296683856453	-6.92966838564526
30	92	98.6947420382733	-6.69474203827331
31	86	87.6102717132191	-1.61027171321906
32	62	72.1042276544752	-10.1042276544752
33	105	105.421524304635	-0.421524304634902
34	108	107.976870045813	0.0231299541873009
35	96	88.983904436825	7.01609556317502
36	80	80.4986162471762	-0.49861624717617
37	95	94.2912608780045	0.708739121995458
38	94	93.504254566735	0.495745433265027
39	108	114.59373900963	-6.59373900962952
40	97	106.677773958203	-9.67777395820278
41	89	91.3900532511901	-2.3900532511901
42	107	107.634978379288	-0.634978379288013
43	87	79.8556598699764	7.14434013002357
44	70	73.5704964378432	-3.57049643784325
45	111	106.926706391543	4.07329360845654
46	105	95.6148536126979	9.38514638730213
47	99	89.6785938558732	9.32140614412677
48	84	82.8598297996951	1.14017020030485
49	87	94.1721938181004	-7.17219381810044
50	92	93.4730332469579	-1.4730332469579
51	98	103.416624913352	-5.41662491335243
52	95	100.044280194186	-5.04428019418638
53	85	90.5980920896013	-5.59809208960128
54	100	101.0143879893	-1.01438798929996
55	79	76.4081178510149	2.59188214898511
56	66	76.8752865061516	-10.8752865061516
57	105	105.920530435157	-0.920530435157494
58	96	96.0737661308267	-0.0737661308266892
59	103	95.531245826271	7.46875417372902
60	83	83.4893015286931	-0.489301528693106
61	91	94.4989209062629	-3.49892090626291
62	95	92.7646000452113	2.23539995478866
63	109	111.469218179329	-2.46921817932946
64	92	94.8036032991486	-2.80360329914858
65	99	102.861737602515	-3.8617376025147
66	110	106.987030371906	3.01296962809401
67	88	78.9848013713018	9.01519862869817
68	73	78.748010865064	-5.74801086506398
69	111	105.812433899981	5.18756610001863
70	112	107.913968709939	4.08603129006117
71	111	102.708842950492	8.29115704950812
72	84	83.6739700683773	0.326029931622705
73	102	100.882461220772	1.11753877922809
74	102	100.343551959215	1.65644804078456
75	114	117.457008935539	-3.45700893553948
76	99	96.7284085698987	2.27159143010127
77	100	103.980364360144	-3.98036436014392
78	110	122.245206708267	-12.2452067082669
79	93	91.0842418058122	1.9157581941878
80	77	83.8881993661682	-6.88819936616817
81	108	106.318852764041	1.68114723595922
82	120	119.499010305474	0.500989694525774
83	106	101.205654847196	4.79434515280382
84	78	73.6437711243981	4.35622887560188
85	100	102.910080118945	-2.91008011894507
86	102	98.7618340618199	3.23816593818012
87	97	97.4339224251858	-0.433922425185823
88	101	103.94480618871	-2.94480618870972
89	89	91.0902466121503	-2.09024661215033
90	93	97.1970698306748	-4.19706983067482
91	89	83.2274890513665	5.7725109486335
92	62	60.2825171558075	1.71748284419254
93	96	92.6231388766249	3.3768611233751
94	95	94.1606667692503	0.839333230749726
95	80	73.1698725572833	6.83012744271674
96	67	62.378157190282	4.62184280971798
97	71	75.3200941359417	-4.3200941359417
98	73	74.463768276944	-1.46376827694399
99	81	80.540131173846	0.459868826153944
100	77	81.6669821894091	-4.66698218940912
101	68	70.2873790631904	-2.28737906319038
102	77	82.6662729046161	-5.66627290461611
103	73	67.4078534994433	5.5921465005567
104	54	57.9408107845255	-3.94081078452553
105	85	87.6182973906515	-2.61829739065148
106	86	81.8505449621503	4.14945503784971
107	79	81.3722394037192	-2.37223940371916
108	67	68.8467583143929	-1.8467583143929
109	72	76.5620820806383	-4.56208208063834
110	76	73.704820896529	2.29517910347103
111	90	91.5559099099643	-1.55590990996428
112	84	84.0520305803493	-0.0520305803493067
113	75	74.1401301293222	0.859869870677827
114	90	92.0705505840995	-2.07055058409951
115	77	66.8788050207362	10.1211949792638
116	60	62.7140485150546	-2.71404851505456
117	92	89.6378762296911	2.36212377030886
118	88	84.0011209806823	3.99887901931765
119	83	83.0540205752193	-0.0540205752192901
120	69	76.6083344343238	-7.60833443432377
121	73	79.3303756364705	-6.33037563647052
122	78	80.9902347448782	-2.99023474487818
123	92	91.2012316555186	0.79876834448144

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
15	0.147802124977707	0.295604249955415	0.852197875022293
16	0.0655157034941102	0.13103140698822	0.93448429650589
17	0.0571117458372887	0.114223491674577	0.942888254162711
18	0.525740243261985	0.948519513476029	0.474259756738015
19	0.47390496263799	0.94780992527598	0.52609503736201
20	0.539159935194887	0.921680129610226	0.460840064805113
21	0.501830054682542	0.996339890634916	0.498169945317458
22	0.469852572616005	0.939705145232009	0.530147427383995
23	0.44885045771776	0.89770091543552	0.55114954228224
24	0.424254080094296	0.848508160188593	0.575745919905703
25	0.474989611165091	0.949979222330181	0.525010388834909
26	0.443919447412813	0.887838894825627	0.556080552587187
27	0.406000015193003	0.812000030386007	0.593999984806997
28	0.342535798568328	0.685071597136656	0.657464201431672
29	0.586402320994296	0.827195358011408	0.413597679005704
30	0.755378294353439	0.489243411293121	0.244621705646561
31	0.70634700922343	0.58730598155314	0.29365299077657
32	0.732250368727979	0.535499262544043	0.267749631272021
33	0.685040774043008	0.629918451913983	0.314959225956992
34	0.626913894864	0.746172210272	0.373086105136
35	0.702041684292217	0.595916631415567	0.297958315707783
36	0.650209152868449	0.699581694263102	0.349790847131551
37	0.598481314794908	0.803037370410185	0.401518685205092
38	0.547968736295657	0.904062527408686	0.452031263704343
39	0.601942320436603	0.796115359126794	0.398057679563397
40	0.752312091202569	0.495375817594862	0.247687908797431
41	0.703292670148838	0.593414659702324	0.296707329851162
42	0.660782955204291	0.678434089591418	0.339217044795709
43	0.775028825056391	0.449942349887217	0.224971174943609
44	0.75712677043139	0.485746459137219	0.24287322956861
45	0.738255323505626	0.523489352988749	0.261744676494375
46	0.893929675538053	0.212140648923894	0.106070324461947
47	0.951880198219099	0.0962396035618023	0.0481198017809011
48	0.942927492354421	0.114145015291159	0.0570725076455794
49	0.959379741353664	0.0812405172926712	0.0406202586463356
50	0.949406986790229	0.101186026419543	0.0505930132097715
51	0.944877007709538	0.110245984580923	0.0551229922904615
52	0.944838549604649	0.110322900790702	0.0551614503953511
53	0.936781290287298	0.126437419425405	0.0632187097127023
54	0.917111582735071	0.165776834529859	0.0828884172649293
55	0.91637636097253	0.16724727805494	0.0836236390274698
56	0.953282583187939	0.0934348336241225	0.0467174168120613
57	0.939126942384542	0.121746115230916	0.0608730576154582
58	0.921541942324012	0.156916115351977	0.0784580576759883
59	0.953058277712812	0.0938834445743751	0.0469417222871875
60	0.938548019580731	0.122903960838537	0.0614519804192685
61	0.924285352293571	0.151429295412859	0.0757146477064295
62	0.91691832891233	0.166163342175339	0.0830816710876695
63	0.895009266903244	0.209981466193512	0.104990733096756
64	0.870723610244706	0.258552779510589	0.129276389755294
65	0.847667070184301	0.304665859631397	0.152332929815699
66	0.848363165834706	0.303273668330588	0.151636834165294
67	0.952139426559409	0.0957211468811824	0.0478605734405912
68	0.949140082693445	0.10171983461311	0.0508599173065549
69	0.970231860772941	0.0595362784541177	0.0297681392270588
70	0.978488047128889	0.0430239057422221	0.021511952871111
71	0.989186889944092	0.0216262201118159	0.010813110055908
72	0.990315692930832	0.019368614138336	0.00968430706916801
73	0.98610695043287	0.0277860991342591	0.0138930495671296
74	0.986544748877639	0.0269105022447211	0.0134552511223606
75	0.98242342830961	0.0351531433807805	0.0175765716903902
76	0.978683021593401	0.042633956813198	0.021316978406599
77	0.973300151616354	0.0533996967672928	0.0266998483836464
78	0.98808004976976	0.0238399004604798	0.0119199502302399
79	0.986601145280664	0.0267977094386721	0.013398854719336
80	0.987746434179409	0.0245071316411819	0.0122535658205909
81	0.985678234368323	0.0286435312633536	0.0143217656316768
82	0.983777726462589	0.0324445470748227	0.0162222735374113
83	0.979463178608742	0.0410736427825168	0.0205368213912584
84	0.981311875050679	0.0373762498986426	0.0186881249493213
85	0.972657510679564	0.0546849786408712	0.0273424893204356
86	0.977279028536051	0.0454419429278988	0.0227209714639494
87	0.985823276247636	0.0283534475047281	0.0141767237523641
88	0.978642149182204	0.0427157016355922	0.0213578508177961
89	0.969321373541487	0.0613572529170254	0.0306786264585127
90	0.9626036312976	0.0747927374048004	0.0373963687024002
91	0.950585326809453	0.0988293463810936	0.0494146731905468
92	0.959497731877873	0.0810045362442535	0.0405022681221267
93	0.941395874035822	0.117208251928356	0.0586041259641782
94	0.930619040487272	0.138761919025457	0.0693809595127283
95	0.909847492566876	0.180305014866248	0.0901525074331238
96	0.883159662746032	0.233680674507936	0.116840337253968
97	0.858528314168222	0.282943371663556	0.141471685831778
98	0.871841214182507	0.256317571634987	0.128158785817493
99	0.846557103390205	0.30688579321959	0.153442896609795
100	0.799417502310828	0.401164995378345	0.200582497689172
101	0.736663712317525	0.52667257536495	0.263336287682475
102	0.844948366191303	0.310103267617393	0.155051633808697
103	0.773259959133515	0.45348008173297	0.226740040866485
104	0.802429900013413	0.395140199973174	0.197570099986587
105	0.706295171137698	0.587409657724604	0.293704828862302
106	0.649484219835859	0.701031560328283	0.350515780164141
107	0.518341957013987	0.963316085972026	0.481658042986013
108	0.361640413499387	0.723280826998775	0.638359586500613

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	17	0.180851063829787	NOK
10% type I error level	29	0.308510638297872	NOK