Multiple Linear Regression - Estimated Regression Equation

Y[t] = + 9.57163647419904 -0.895777001450823X[t] + 0.510443451262783Y1[t] + 0.069926144750079Y2[t] + 0.32209278622004Y3[t] + 0.184045519935524M1[t] + 0.42493619565798M2[t] -0.266547955685569M3[t] -0.0195626395711653M4[t] -0.347632735869259M5[t] + 0.085924062365643M6[t] -0.976484902148307M7[t] + 0.589330506720091M8[t] + 0.698736392866317M9[t] -0.536921805692414M10[t] -0.228775212256733M11[t] + 0.00858164404031952t + 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)	9.57163647419904	11.290167	0.8478	0.40148	0.20074
X	-0.895777001450823	0.439234	-2.0394	0.04789	0.023945
Y1	0.510443451262783	0.149766	3.4083	0.001478	0.000739
Y2	0.069926144750079	0.171956	0.4067	0.686379	0.343189
Y3	0.32209278622004	0.160887	2.002	0.051932	0.025966
M1	0.184045519935524	0.669672	0.2748	0.784827	0.392414
M2	0.42493619565798	0.659722	0.6441	0.523089	0.261544
M3	-0.266547955685569	0.647923	-0.4114	0.68293	0.341465
M4	-0.0195626395711653	0.653785	-0.0299	0.976274	0.488137
M5	-0.347632735869259	0.624573	-0.5566	0.580831	0.290416
M6	0.085924062365643	0.642128	0.1338	0.894206	0.447103
M7	-0.976484902148307	0.637742	-1.5312	0.13341	0.066705
M8	0.589330506720091	0.652546	0.9031	0.371736	0.185868
M9	0.698736392866317	0.642181	1.0881	0.28292	0.14146
M10	-0.536921805692414	0.752804	-0.7132	0.479744	0.239872
M11	-0.228775212256733	0.74094	-0.3088	0.759065	0.379532
t	0.00858164404031952	0.011222	0.7647	0.448802	0.224401

Multiple Linear Regression - Regression Statistics
Multiple R	0.861077793082703
R-squared	0.741454965740179
Adjusted R-squared	0.640559342614395
F-TEST (value)	7.3487327078185
F-TEST (DF numerator)	16
F-TEST (DF denominator)	41
p-value	1.28898840601188e-07
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.902740058097228
Sum Squared Residuals	33.4125241122289

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	101.68	101.628118532882	0.0518814671180148
2	101.7	102.137934795428	-0.437934795428357
3	101.53	101.241917243176	0.288082756824178
4	101.76	101.273607441436	0.486392558563743
5	101.15	101.066075394086	0.0839246059141901
6	100.92	101.158170570726	-0.23817057072585
7	100.73	100.018367648995	0.711632351005163
8	100.55	101.283220833277	-0.733220833276891
9	102.15	101.221961233903	0.928038766097003
10	100.79	100.737809865968	0.0521901340317782
11	99.93	100.414240139807	-0.484240139807354
12	100.03	100.632864529110	-0.602864529110379
13	100.25	100.378353364468	-0.128353364468177
14	99.6	100.470116061835	-0.870116061834543
15	100.16	99.5030183416775	0.656981658322482
16	100.49	100.069842053420	0.420157946579741
17	99.72	99.7485982700962	-0.0285982700962151
18	100.14	100.001142842950	0.138857157050156
19	98.48	99.2141492600016	-0.734149260001632
20	100.38	99.7225677192197	0.657432280780257
21	101.45	100.829599376733	0.62040062326715
22	98.42	99.7468829649655	-1.32688296496551
23	98.6	99.203764813816	-0.60376481381594
24	100.06	99.665764554003	0.394235445997012
25	98.62	99.6402847206308	-1.02028472063079
26	100.84	99.31478734343	1.52521265657012
27	100.02	100.134631117371	-0.114631117371182
28	97.95	99.6630568766787	-1.71305687667873
29	98.32	98.9446570270204	-0.624657027020433
30	98.27	99.1667963419298	-0.896796341929778
31	97.22	97.446587454975	-0.226587454975053
32	99.28	98.6006969077218	0.679303092278244
33	100.38	99.680670856211	0.699329143788943
34	99.02	98.8209325307358	0.199067469264175
35	100.32	99.1838875733328	1.13611242666718
36	99.81	100.344023424253	-0.53402342425341
37	100.6	99.929182227001	0.670817772998906
38	101.19	100.964963161525	0.225036838475027
39	100.47	100.474196623847	-0.00419662384713008
40	101.77	100.657954025609	1.11204597439097
41	102.32	101.141729979643	1.17827002035736
42	102.39	101.723609502209	0.66639049779094
43	101.16	101.162693225022	-0.00269322502242635
44	100.63	102.291290695431	-1.66129069543145
45	101.48	102.075280533442	-0.595280533441516
46	101.44	99.9530689272775	1.48693107272254
47	100.09	100.138107473044	-0.0481074730438910
48	100.7	99.9573474926332	0.742652507366776
49	100.78	100.354061155018	0.425938844982044
50	99.81	100.252198637782	-0.442198637782247
51	98.45	99.2762366739284	-0.82623667392835
52	98.49	98.7955396028557	-0.305539602855722
53	97.48	98.088939329155	-0.6089393291549
54	97.91	97.5802807421855	0.32971925781453
55	96.94	96.688202411006	0.251797588993949
56	98.53	97.4722238443502	1.05777615564984
57	96.82	98.4724879997116	-1.65248799971158
58	95.76	96.171305711053	-0.411305711052982

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
20	0.0497432174902092	0.0994864349804184	0.95025678250979
21	0.0769172776722236	0.153834555344447	0.923082722327776
22	0.0693973546435627	0.138794709287125	0.930602645356437
23	0.0459058333298366	0.0918116666596731	0.954094166670163
24	0.0401385862178826	0.0802771724357652	0.959861413782117
25	0.0231356869383544	0.0462713738767088	0.976864313061646
26	0.124936436979262	0.249872873958525	0.875063563020738
27	0.083613121285817	0.167226242571634	0.916386878714183
28	0.195009651661356	0.390019303322713	0.804990348338644
29	0.168209176478803	0.336418352957607	0.831790823521196
30	0.178003992086628	0.356007984173256	0.821996007913372
31	0.173738660072794	0.347477320145588	0.826261339927206
32	0.127453561183697	0.254907122367394	0.872546438816303
33	0.0778284502389225	0.155656900477845	0.922171549761078
34	0.158216087292043	0.316432174584085	0.841783912707957
35	0.226008742511805	0.452017485023609	0.773991257488195
36	0.24010492036141	0.48020984072282	0.75989507963859
37	0.372432775181059	0.744865550362118	0.627567224818941
38	0.228060311071386	0.456120622142773	0.771939688928614

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	1	0.0526315789473684	NOK
10% type I error level	4	0.210526315789474	NOK