There are countless references online to his Jefferson Davis statement. Here's one from Newshour. I can do a Nexis search to get a contemporaneous one if you have access and can replicate it.
http://www.pbs.org/newshour/bb/politics-jan-june01-regan90_2-6/
Reagan was fine with bigger government and more government programs in the FDR/Truman era, and throughout the 50s, when he was a Democrat. And that was an era of unprecedented government growth and proliferation of government programs. When it was about the alphabet soup of novel New Deal government agencies, he was a happy Democrat. Then the Democrats started supporting black civil rights and he, like Jesse Helms, Strom Thurmond, and other racists, jumped to the GOP. He preferred to cite government expansion as the reason, but the timing doesn't support that. He chose the Democratic Party throughout the era of most aggressive expansion of government, then left it when the part turned its back on white supremacism.
Yes, I read the article. It was a good article, but didn't really address the point I'm making, about the Democrats doing better with working class whites during hard economic years like 1992 and 2098, but having trouble in years like this or 2000, when unprecedented middle class wealth allows more of a focus on cultural issues instead of the bottom line.