Multiple Linear Regression - Estimated Regression Equation

Totale_industrie[t] = -0.892024032278412 + 0.0909930217903144`Voedings-en_genotmiddelen`[t] + 0.0360180253190341Textiel_en_kleding[t] -0.00503279796129003Leer_en_schoeisel[t] + 0.00667328507354064Hout[t] + 0.0638323584917605Papier_en_karton[t] + 0.0129364130340047`Cokes_raffinage_splijt-en_kweekstoffen`[t] + 0.134624727987984Chemische_nijverheid[t] + 0.0421320457363634`Rubber-en_kunststof`[t] + 0.0406572356994023`Niet-metaalhoudende_minerale_producten`[t] + 0.10254413237684Metallurgie_en_producten_van_metaal[t] + 0.0353760022865413Machines[t] + 0.0571353963706806Elektronische_apparaten[t] + 0.0681946371740258Transportmiddelen[t] + 0.0157184086087146Overige_industrie[t] + 0.0960626980551969Elektriciteit_gas_en_water[t] + 0.212026573837518Bouwnijverheid[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)	-0.892024032278412	0.794558	-1.1227	0.264115	0.132058
`Voedings-en_genotmiddelen`	0.0909930217903144	0.007009	12.9815	0	0
Textiel_en_kleding	0.0360180253190341	0.005686	6.3345	0	0
Leer_en_schoeisel	-0.00503279796129003	0.001878	-2.6806	0.008524	0.004262
Hout	0.00667328507354064	0.006706	0.995	0.321978	0.160989
Papier_en_karton	0.0638323584917605	0.007403	8.6228	0	0
`Cokes_raffinage_splijt-en_kweekstoffen`	0.0129364130340047	0.003582	3.6113	0.000467	0.000234
Chemische_nijverheid	0.134624727987984	0.005116	26.3154	0	0
`Rubber-en_kunststof`	0.0421320457363634	0.007886	5.3428	1e-06	0
`Niet-metaalhoudende_minerale_producten`	0.0406572356994023	0.006551	6.2058	0	0
Metallurgie_en_producten_van_metaal	0.10254413237684	0.005413	18.9455	0	0
Machines	0.0353760022865413	0.003611	9.7959	0	0
Elektronische_apparaten	0.0571353963706806	0.00621	9.2006	0	0
Transportmiddelen	0.0681946371740258	0.003777	18.0545	0	0
Overige_industrie	0.0157184086087146	0.006083	2.584	0.011128	0.005564
Elektriciteit_gas_en_water	0.0960626980551969	0.004672	20.5623	0	0
Bouwnijverheid	0.212026573837518	0.005128	41.3469	0	0

Multiple Linear Regression - Regression Statistics
Multiple R	0.999405326964136
R-squared	0.998811007564292
Adjusted R-squared	0.998631537007958
F-TEST (value)	5565.31961548753
F-TEST (DF numerator)	16
F-TEST (DF denominator)	106
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.337486995484754
Sum Squared Residuals	12.0731320448606

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	98.8	98.5577567804619	0.242243219538121
2	100.5	100.699601240932	-0.199601240932247
3	110.4	110.547355256124	-0.147355256124217
4	96.4	96.4339810666494	-0.0339810666493447
5	101.9	102.380544444202	-0.480544444202075
6	106.2	106.538811418088	-0.338811418087566
7	81	79.7726549559404	1.22734504405962
8	94.7	95.3561212646981	-0.656121264698147
9	101	101.253762260084	-0.253762260084352
10	109.4	110.340898351089	-0.940898351089477
11	102.3	102.453305030618	-0.153305030618048
12	90.7	89.9046134213377	0.795386578662264
13	96.2	95.8446144053515	0.355385594648557
14	96.1	95.9068363939566	0.193163606043378
15	106	105.90723840662	0.0927615933795584
16	103.1	103.286708830121	-0.186708830121241
17	102	102.080669228994	-0.0806692289941631
18	104.7	104.79693461093	-0.0969346109295801
19	86	84.9855560904817	1.01444390951835
20	92.1	92.0739718485341	0.0260281514659013
21	106.9	106.720688983858	0.179311016141535
22	112.6	112.925351695619	-0.325351695618953
23	101.7	101.720981412391	-0.020981412390698
24	92	91.2908742522999	0.709125747700074
25	97.4	97.2291418491915	0.170858150808502
26	97	96.7930187053777	0.206981294622308
27	105.4	105.445723207693	-0.0457232076928077
28	102.7	102.722864227764	-0.0228642277639452
29	98.1	98.2493413053251	-0.149341305325144
30	104.5	104.66340742031	-0.163407420310049
31	87.4	87.1090646237975	0.290935376202501
32	89.9	89.9162592995366	-0.0162592995365896
33	109.8	109.925010200813	-0.125010200813196
34	111.7	111.92166238425	-0.22166238425005
35	98.6	98.7526397601647	-0.152639760164726
36	96.9	96.7376749884536	0.162325011546376
37	95.1	95.1962995141239	-0.096299514123919
38	97	96.9956035687097	0.00439643129031663
39	112.7	112.548878218474	0.151121781525538
40	102.9	102.922635466708	-0.0226354667081136
41	97.4	97.3494161417778	0.0505838582222397
42	111.4	111.29398626595	0.106013734049583
43	87.4	87.2556286283927	0.144371371607341
44	96.8	96.9529573478676	-0.152957347867582
45	114.1	114.263224051849	-0.163224051848759
46	110.3	110.594927279357	-0.294927279356727
47	103.9	104.08478838082	-0.184788380820089
48	101.6	101.627830283115	-0.0278302831148875
49	94.6	94.8917358772874	-0.291735877287388
50	95.9	95.8087468182471	0.0912531817529165
51	104.7	104.660777109971	0.0392228900287611
52	102.8	102.86435591807	-0.0643559180702024
53	98.1	98.1965851714609	-0.0965851714608899
54	113.9	114.155775714195	-0.255775714195412
55	80.9	81.1395264886898	-0.239526488689794
56	95.7	95.8753586059762	-0.175358605976157
57	113.2	113.048125388058	0.151874611942276
58	105.9	106.055647593324	-0.155647593324425
59	108.8	108.674634058181	0.125365941818673
60	102.3	102.235535844971	0.0644641550291755
61	99	99.2790248519151	-0.279024851915079
62	100.7	100.676900826055	0.0230991739445872
63	115.5	115.364445610028	0.135554389971574
64	100.7	100.598734896974	0.10126510302628
65	109.9	109.938471768648	-0.0384717686481223
66	114.6	114.312578520591	0.287421479408735
67	85.4	85.7454141042399	-0.34541410423991
68	100.5	100.565560130642	-0.0655601306420495
69	114.8	114.570502594232	0.229497405767963
70	116.5	116.376212833135	0.123787166864743
71	112.9	112.870278018278	0.0297219817219961
72	102	102.256424266902	-0.256424266901525
73	106	106.064505897664	-0.0645058976636748
74	105.3	105.036047219801	0.263952780198837
75	118.8	118.682998776453	0.117001223547091
76	106.1	106.167239647341	-0.0672396473409159
77	109.3	109.35025031685	-0.0502503168504818
78	117.2	117.107335018966	0.0926649810343074
79	92.5	93.1069837633969	-0.606983763396884
80	104.2	104.028556370051	0.171443629949164
81	112.5	112.222081979893	0.277918020106577
82	122.4	122.222774424281	0.177225575718881
83	113.3	113.785215282571	-0.485215282570579
84	100	100.565469328286	-0.565469328286298
85	110.7	110.907027405732	-0.207027405731849
86	112.8	112.668616779351	0.131383220649382
87	109.8	109.888237705406	-0.0882377054061573
88	117.3	117.292886542354	0.00711345764577858
89	109.1	109.170121251794	-0.07012125179408
90	115.9	115.922450842893	-0.022450842892944
91	96	96.5997806677185	-0.599780667718511
92	99.8	99.3906675175268	0.409332482473164
93	116.8	116.419467196574	0.38053280342592
94	115.7	115.796602958529	-0.0966029585291142
95	99.4	99.2926778557793	0.107322144220679
96	94.3	94.3960781915518	-0.0960781915518369
97	91	90.9399177981152	0.0600822018848211
98	93.2	92.790464215242	0.409535784758028
99	103.1	102.756631174428	0.343368825572441
100	94.1	94.2103482714986	-0.110348271498576
101	91.8	91.7589135413527	0.0410864586472573
102	102.7	102.591436066339	0.108563933661042
103	82.6	83.0530552609908	-0.453055260990843
104	89.1	88.9665292849825	0.13347071501751
105	104.5	104.24279381525	0.257206184750364
106	105.1	105.000096933829	0.0999030661706089
107	95.1	95.3157920099971	-0.215792009997097
108	88.7	88.9478853610632	-0.247885361063195
109	86.3	86.5749870134143	-0.274987013414349
110	91.8	91.6308238742104	0.169176125789609
111	111.5	111.028216642399	0.471783357600972
112	99.7	99.8439298903672	-0.143929890367158
113	97.5	97.5737801574848	-0.073780157484833
114	111.7	111.323707170726	0.376292829273883
115	86.2	86.4961765575762	-0.296176557576228
116	95.4	95.814812139127	-0.414812139126982
117	113	112.395570057982	0.604429942017732
118	111	110.651388460883	0.348611539117299
119	104.5	104.647923769082	-0.147923769081546
120	97.3	97.4345189981018	-0.134518998101792
121	97.1	97.6755145204678	-0.575514520467835
122	104.1	103.650601402507	0.449398597492897
123	119.3	118.706944892543	0.593055107457419

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
20	0.0984368517571241	0.196873703514248	0.901563148242876
21	0.384403119618108	0.768806239236216	0.615596880381892
22	0.264693339398623	0.529386678797246	0.735306660601377
23	0.173779751905181	0.347559503810362	0.826220248094819
24	0.150439528606069	0.300879057212138	0.849560471393931
25	0.184803960545181	0.369607921090363	0.815196039454819
26	0.146805550679515	0.293611101359031	0.853194449320485
27	0.177897659318993	0.355795318637987	0.822102340681007
28	0.127684149125709	0.255368298251419	0.872315850874291
29	0.122595367377921	0.245190734755842	0.877404632622079
30	0.0856007897030872	0.171201579406174	0.914399210296913
31	0.309931296326581	0.619862592653162	0.690068703673419
32	0.370535145474286	0.741070290948572	0.629464854525714
33	0.447822848945543	0.895645697891086	0.552177151054457
34	0.449751339341983	0.899502678683966	0.550248660658017
35	0.420249515723299	0.840499031446597	0.579750484276701
36	0.441080635118364	0.882161270236727	0.558919364881636
37	0.370036576079506	0.740073152159011	0.629963423920495
38	0.399096760579014	0.798193521158027	0.600903239420986
39	0.686384782167626	0.627230435664748	0.313615217832374
40	0.63139124792145	0.737217504157101	0.36860875207855
41	0.566228349724954	0.867543300550092	0.433771650275046
42	0.694985642725109	0.610028714549782	0.305014357274891
43	0.870350920535022	0.259298158929955	0.129649079464977
44	0.837265520564294	0.325468958871412	0.162734479435706
45	0.861643718303005	0.276712563393989	0.138356281696995
46	0.870981385094791	0.258037229810418	0.129018614905209
47	0.905344777185354	0.189310445629292	0.0946552228146458
48	0.883508552333719	0.232982895332562	0.116491447666281
49	0.928606258249503	0.142787483500994	0.0713937417504971
50	0.910951081486517	0.178097837026966	0.0890489185134831
51	0.884213588100951	0.231572823798097	0.115786411899049
52	0.86412035264389	0.27175929471222	0.13587964735611
53	0.832069337811576	0.335861324376848	0.167930662188424
54	0.865183542947785	0.269632914104431	0.134816457052215
55	0.935723662291608	0.128552675416783	0.0642763377083916
56	0.946145106547515	0.107709786904971	0.0538548934524854
57	0.990061339345121	0.0198773213097575	0.00993866065487873
58	0.98831658696522	0.0233668260695609	0.0116834130347804
59	0.983683916308525	0.0326321673829491	0.0163160836914746
60	0.981575408510263	0.036849182979473	0.0184245914897365
61	0.978967101339646	0.0420657973207078	0.0210328986603539
62	0.971658656152911	0.0566826876941785	0.0283413438470892
63	0.977956411676594	0.0440871766468123	0.0220435883234062
64	0.973834386835419	0.0523312263291625	0.0261656131645812
65	0.966115656412072	0.067768687175857	0.0338843435879285
66	0.958973487798478	0.0820530244030433	0.0410265122015217
67	0.98890910011285	0.0221817997743006	0.0110908998871503
68	0.988675235107982	0.022649529784035	0.0113247648920175
69	0.987938324464248	0.024123351071504	0.012061675535752
70	0.984639871765498	0.0307202564690032	0.0153601282345016
71	0.980878311148563	0.0382433777028742	0.0191216888514371
72	0.982979663948076	0.0340406721038473	0.0170203360519236
73	0.978365165455868	0.043269669088263	0.0216348345441315
74	0.96983374294273	0.0603325141145397	0.0301662570572699
75	0.957990404153038	0.0840191916939233	0.0420095958469617
76	0.941302884634648	0.117394230730704	0.058697115365352
77	0.920625387744943	0.158749224510115	0.0793746122550573
78	0.8947063565729	0.2105872868542	0.1052936434271
79	0.931952472924626	0.136095054150749	0.0680475270753744
80	0.928835977580594	0.142328044838812	0.071164022419406
81	0.905145960791179	0.189708078417641	0.0948540392088206
82	0.878607780215534	0.242784439568933	0.121392219784467
83	0.970438935356863	0.0591221292862732	0.0295610646431366
84	0.991861439035849	0.0162771219283023	0.00813856096415113
85	0.989152308749518	0.0216953825009646	0.0108476912504823
86	0.986020593719236	0.0279588125615289	0.0139794062807645
87	0.978530353132417	0.0429392937351668	0.0214696468675834
88	0.978796370403986	0.0424072591920275	0.0212036295960137
89	0.96907517561297	0.0618496487740609	0.0309248243870304
90	0.96542430953592	0.0691513809281598	0.0345756904640799
91	0.969876107718594	0.0602477845628126	0.0301238922814063
92	0.972198659773512	0.0556026804529752	0.0278013402264876
93	0.967245742342236	0.065508515315527	0.0327542576577635
94	0.98973263654649	0.0205347269070197	0.0102673634535099
95	0.982522502530447	0.0349549949391054	0.0174774974695527
96	0.982633733050356	0.0347325338992888	0.0173662669496444
97	0.974332172319048	0.0513356553619039	0.025667827680952
98	0.982771221118961	0.0344575577620783	0.0172287788810392
99	0.967588179487566	0.0648236410248675	0.0324118205124337
100	0.973551918493458	0.0528961630130839	0.026448081506542
101	0.939734563916305	0.120530872167391	0.0602654360836954
102	0.8713280269854	0.257343946029199	0.1286719730146
103	0.86290691199182	0.274186176016361	0.13709308800818

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	22	0.261904761904762	NOK
10% type I error level	37	0.44047619047619	NOK