Multiple Linear Regression - Estimated Regression Equation

Textiel[t] = + 5473.28781057935 -2.73884297294589Jaar[t] -0.0131404014908397Voedingsmiddelen[t] + 0.0539397409470382Tabaksproducten[t] -0.00183893461659913Kleding[t] -0.0425609080232513Leer[t] + 0.338544802310588Hout[t] + 0.510298529548832Papier[t] + 0.0555306393401868Uitgeverijen[t] -0.0415552936278247Cokes[t] -0.206153169653918Chemische[t] + 0.708359840363173Rubber[t] -0.304606231203332Nietmetaalhoudende[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)	5473.28781057935	1056.566095	5.1803	1e-06	1e-06
Jaar	-2.73884297294589	0.527441	-5.1927	1e-06	0
Voedingsmiddelen	-0.0131404014908397	0.084974	-0.1546	0.877389	0.438694
Tabaksproducten	0.0539397409470382	0.032528	1.6583	0.10011	0.050055
Kleding	-0.00183893461659913	0.034688	-0.053	0.957817	0.478909
Leer	-0.0425609080232513	0.023769	-1.7906	0.076102	0.038051
Hout	0.338544802310588	0.087587	3.8652	0.000188	9.4e-05
Papier	0.510298529548832	0.1213	4.2069	5.3e-05	2.7e-05
Uitgeverijen	0.0555306393401868	0.047281	1.1745	0.242739	0.12137
Cokes	-0.0415552936278247	0.050647	-0.8205	0.413716	0.206858
Chemische	-0.206153169653918	0.065835	-3.1314	0.002229	0.001115
Rubber	0.708359840363173	0.107232	6.6059	0	0
Nietmetaalhoudende	-0.304606231203332	0.050957	-5.9777	0	0

Multiple Linear Regression - Regression Statistics
Multiple R	0.952918821111305
R-squared	0.908054279628159
Adjusted R-squared	0.898023837405776
F-TEST (value)	90.5298350258034
F-TEST (DF numerator)	12
F-TEST (DF denominator)	110
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	4.4619792639936
Sum Squared Residuals	2190.01848475398

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	102	104.230939449538	-2.23093944953827
2	99	95.750896044423	3.249103955577
3	108	110.724084052561	-2.72408405256141
4	92	95.2683864567749	-3.26838645677491
5	99	97.6588632013076	1.34113679869237
6	102	100.723077153144	1.27692284685592
7	87	91.7649064298749	-4.76490642987489
8	71	79.5206428992244	-8.52064289922439
9	105	100.433176484291	4.56682351570891
10	115	108.686418633757	6.31358136624325
11	103	97.0579633651849	5.94203663481512
12	75	77.8412017539099	-2.84120175390985
13	97	95.199573821635	1.80042617836496
14	95	90.1518591090596	4.8481408909404
15	99	101.015112942942	-2.0151129429421
16	100	96.3869484193361	3.61305158066389
17	92	90.4444282620957	1.55557173790434
18	94	98.0322824641633	-4.03228246416328
19	89	84.7509860714838	4.24901392851624
20	67	70.3613204719351	-3.36132047193506
21	109	96.8051754171773	12.1948245828227
22	113	108.862364409528	4.13763559047188
23	106	95.5461762608609	10.4538237391391
24	78	77.9327720478527	0.0672279521472916
25	102	97.9161993710072	4.08380062899276
26	97	95.1916611927038	1.80833880729624
27	96	95.8291223934662	0.170877606533833
28	99	97.2341979068791	1.76580209312087
29	86	90.7532965114915	-4.75329651149152
30	92	98.8034059889065	-6.80340598890652
31	86	89.5792708191181	-3.57927081911812
32	62	71.6075605146455	-9.6075605146455
33	105	104.218694226014	0.781305773985813
34	108	109.091744286954	-1.09174428695353
35	96	90.6588059048758	5.34119409512417
36	80	82.5614930135401	-2.56149301354008
37	95	93.6426743422608	1.3573256577392
38	94	92.2830342193441	1.71696578065588
39	108	113.763815062843	-5.76381506284269
40	97	104.620109412719	-7.62010941271922
41	89	90.2345372142913	-1.2345372142913
42	107	108.977583704425	-1.9775837044254
43	87	82.8832575594425	4.11674244055753
44	70	74.4202126527207	-4.42021265272074
45	111	107.537053917733	3.46294608226719
46	105	96.7631333970621	8.23686660293788
47	99	92.3846818380249	6.61531816197512
48	84	85.8120473652657	-1.81204736526565
49	87	93.5757107011825	-6.57571070118255
50	92	90.3484615312264	1.65153846877359
51	98	102.421235271714	-4.42123527171421
52	95	98.7218129795958	-3.72181297959576
53	85	90.3492106315705	-5.34921063157052
54	100	103.370688161432	-3.37068816143202
55	79	79.2739678381342	-0.273967838134221
56	66	75.9508622835136	-9.95086228351357
57	105	106.574081755787	-1.57408175578695
58	96	97.8165918824558	-1.81659188245582
59	103	99.0055869261559	3.9944130738441
60	83	86.6502195015869	-3.65021950158687
61	91	95.3662107343558	-4.36621073435579
62	95	90.9526796728461	4.04732032715385
63	109	109.191069174763	-0.191069174763264
64	92	92.1025401340636	-0.102540134063589
65	99	102.654107243521	-3.65410724352118
66	110	106.982675275374	3.01732472462551
67	88	79.6551792207502	8.34482077924975
68	73	77.1381719715163	-4.13817197151633
69	111	103.881118425602	7.11888157439842
70	112	109.636375197676	2.36362480232393
71	111	106.712067393148	4.28793260685213
72	84	85.4983161995142	-1.49831619951415
73	102	100.9916408275	1.00835917250005
74	102	98.3865642404752	3.61343575952483
75	114	115.640593331366	-1.640593331366
76	99	98.6220370455751	0.377962954424902
77	100	104.7180868377	-4.71808683770044
78	110	119.048884513656	-9.04888451365583
79	93	94.1313259880933	-1.13132598809328
80	77	82.9167616511228	-5.91676165112276
81	108	105.250260766923	2.74973923307746
82	120	119.322110914649	0.67788908535128
83	106	107.212073348803	-1.21207334880251
84	78	75.4154341905165	2.58456580948354
85	100	103.662718431604	-3.66271843160376
86	102	97.8517269284247	4.1482730715753
87	97	96.8800132912558	0.119986708744256
88	101	105.772441075832	-4.77244107583221
89	89	92.2160637332284	-3.21606373322844
90	93	97.7288258699791	-4.72882586997915
91	89	88.8767685433193	0.123231456680686
92	62	62.8611719162079	-0.861171916207893
93	96	95.7642306562561	0.23576934374388
94	95	97.2369493753398	-2.23694937533979
95	80	74.4408405108211	5.55915948917889
96	67	63.7830898722315	3.21691012776848
97	71	72.112178402561	-1.11217840256104
98	73	69.5526108549504	3.44738914504956
99	81	78.2716572526157	2.72834274738428
100	77	79.3425672419581	-2.34256724195806
101	68	69.0320038512491	-1.03200385124911
102	77	82.0560139949153	-5.0560139949153
103	73	70.5284261701913	2.47157382980871
104	54	56.9348450823696	-2.9348450823696
105	85	86.7323637928626	-1.73236379286256
106	86	81.7272574418933	4.27274255810665
107	79	78.8565316763107	0.1434683236893
108	67	67.6676307605071	-0.667630760507109
109	72	74.3467029957418	-2.34670299574174
110	76	72.0233594501324	3.97664054986764
111	90	90.2403205147576	-0.240320514757595
112	84	83.1068456885931	0.893154311406931
113	75	71.7138914060729	3.28610859392705
114	90	91.4770483764704	-1.47704837647042
115	77	70.0837720981519	6.91622790184808
116	60	61.7715258002569	-1.77152580025693
117	92	87.4345693206632	4.56543067933676
118	88	80.1957115556699	7.80428844433009
119	83	80.6104021167366	2.38959788326345
120	69	74.4917740289109	-5.49177402891088
121	73	75.0246720851265	-2.02467208512645
122	78	76.9986738979188	1.00132610208121
123	92	89.1899417362543	2.81005826374571

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
16	0.152924418237463	0.305848836474926	0.847075581762537
17	0.136225737160687	0.272451474321374	0.863774262839313
18	0.737689981711416	0.524620036577169	0.262310018288585
19	0.703134917322136	0.593730165355729	0.296865082677864
20	0.758048196532414	0.483903606935173	0.241951803467586
21	0.760868314489213	0.478263371021573	0.239131685510787
22	0.73323755423303	0.533524891533941	0.26676244576697
23	0.722105823110189	0.555788353779622	0.277894176889811
24	0.68547326779999	0.629053464400019	0.31452673220001
25	0.757644718436798	0.484710563126404	0.242355281563202
26	0.747134998342339	0.505730003315321	0.252865001657661
27	0.702833736098315	0.594332527803369	0.297166263901684
28	0.642566956535883	0.714866086928233	0.357433043464117
29	0.75720703683637	0.48558592632726	0.24279296316363
30	0.835894641645844	0.328210716708312	0.164105358354156
31	0.787701079550573	0.424597840898855	0.212298920449427
32	0.797036882911587	0.405926234176825	0.202963117088412
33	0.748630917791	0.502738164418	0.251369082209
34	0.693089301896218	0.613821396207564	0.306910698103782
35	0.78175710619852	0.436485787602961	0.21824289380148
36	0.732802065563244	0.534395868873512	0.267197934436756
37	0.781311966085435	0.437376067829129	0.218688033914565
38	0.782850996886042	0.434298006227915	0.217149003113958
39	0.79516754474258	0.40966491051484	0.20483245525742
40	0.814817296087349	0.370365407825302	0.185182703912651
41	0.777341622740785	0.445316754518429	0.222658377259215
42	0.736249863832586	0.527500272334828	0.263750136167414
43	0.827014156196554	0.345971687606891	0.172985843803446
44	0.828364366356081	0.343271267287837	0.171635633643919
45	0.809943217287002	0.380113565425997	0.190056782712998
46	0.947354634194158	0.105290731611684	0.0526453658058422
47	0.969125864256524	0.0617482714869518	0.0308741357434759
48	0.960879137530919	0.0782417249381626	0.0391208624690813
49	0.958198353727938	0.0836032925441231	0.0418016462720616
50	0.951092482823672	0.0978150343526565	0.0489075171763282
51	0.941856629012403	0.116286741975194	0.0581433709875971
52	0.928534543356234	0.142930913287531	0.0714654566437655
53	0.922157552616721	0.155684894766558	0.0778424473832788
54	0.902834197460337	0.194331605079326	0.0971658025396628
55	0.894972221801011	0.210055556397978	0.105027778198989
56	0.954363188841454	0.0912736223170919	0.0456368111585459
57	0.940053472943198	0.119893054113604	0.0599465270568018
58	0.923936168043277	0.152127663913445	0.0760638319567227
59	0.919461011846565	0.161077976306871	0.0805389881534353
60	0.909027861568836	0.181944276862328	0.0909721384311639
61	0.904926776882344	0.190146446235311	0.0950732231176555
62	0.910269360966481	0.179461278067037	0.0897306390335187
63	0.884427274629551	0.231145450740898	0.115572725370449
64	0.858637235098839	0.282725529802321	0.141362764901161
65	0.853749177763334	0.292501644473332	0.146250822236666
66	0.842123667292379	0.315752665415241	0.157876332707621
67	0.934709816064329	0.130580367871341	0.0652901839356705
68	0.943458823108523	0.113082353782953	0.0565411768914767
69	0.962729824640702	0.0745403507185951	0.0372701753592976
70	0.964372534748978	0.0712549305020431	0.0356274652510215
71	0.970671565244983	0.0586568695100343	0.0293284347550172
72	0.960875328935072	0.0782493421298569	0.0391246710649285
73	0.947144641528603	0.105710716942793	0.0528553584713966
74	0.950938944234753	0.0981221115304948	0.0490610557652474
75	0.938929700846914	0.122140598306172	0.061070299153086
76	0.92497835718681	0.15004328562638	0.07502164281319
77	0.920909939588683	0.158180120822634	0.0790900604113168
78	0.945312321339516	0.109375357320968	0.054687678660484
79	0.93044782770636	0.13910434458728	0.0695521722936401
80	0.941163702260902	0.117672595478197	0.0588362977390984
81	0.942414172796806	0.115171654406388	0.057585827203194
82	0.947663053847944	0.104673892304112	0.0523369461520559
83	0.93057087363711	0.138858252725779	0.0694291263628897
84	0.921063260303574	0.157873479392853	0.0789367396964265
85	0.89407671860309	0.211846562793819	0.10592328139691
86	0.910881320119159	0.178237359761683	0.0891186798808414
87	0.934327852166172	0.131344295667657	0.0656721478338283
88	0.908980084443632	0.182039831112736	0.0910199155563678
89	0.881547068570748	0.236905862858504	0.118452931429252
90	0.87423061551663	0.251538768966741	0.125769384483371
91	0.838884467417752	0.322231065164497	0.161115532582248
92	0.891145097311239	0.217709805377522	0.108854902688761
93	0.857442778289459	0.285114443421082	0.142557221710541
94	0.901822818519908	0.196354362960183	0.0981771814800917
95	0.877983258614174	0.244033482771653	0.122016741385826
96	0.843261114133012	0.313477771733975	0.156738885866988
97	0.874989752058484	0.250020495883032	0.125010247941516
98	0.868640378833338	0.262719242333324	0.131359621166662
99	0.820356709957175	0.35928658008565	0.179643290042825
100	0.747550064858665	0.504899870282671	0.252449935141335
101	0.666647875873883	0.666704248252234	0.333352124126117
102	0.754897041555406	0.490205916889188	0.245102958444594
103	0.662165008315902	0.675669983368195	0.337834991684098
104	0.657447968344476	0.685104063311048	0.342552031655524
105	0.528707941367991	0.942584117264018	0.471292058632009
106	0.495079099934256	0.990158199868513	0.504920900065744
107	0.333135798623316	0.666271597246632	0.666864201376684

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	0	0	OK
10% type I error level	10	0.108695652173913	NOK