Multiple Linear Regression - Estimated Regression Equation

WLH[t] = + 28.0537721653424 + 4.5783344490655X[t] + 0.89389373351237`Y(t-1)`[t] + 0.269258267201097`Y(t-2)`[t] -0.239285433868153`Y(t-3)`[t] -0.102477680079240`Y(t-4)`[t] -4.41387550198146M1[t] -7.48459972952515M2[t] -5.74169225100387M3[t] -9.06607666309207M4[t] -2.46464716599568M5[t] + 28.2278520152218M6[t] + 4.32563125183533M7[t] -12.8925239435589M8[t] -15.4919697862306M9[t] -9.03535197334436M10[t] -1.16080135981364M11[t] -0.182589577259004t + 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)	28.0537721653424	8.902464	3.1512	0.003166	0.001583
X	4.5783344490655	1.277807	3.583	0.000952	0.000476
`Y(t-1)`	0.89389373351237	0.149715	5.9706	1e-06	0
`Y(t-2)`	0.269258267201097	0.202592	1.3291	0.191751	0.095876
`Y(t-3)`	-0.239285433868153	0.206193	-1.1605	0.253087	0.126543
`Y(t-4)`	-0.102477680079240	0.15661	-0.6544	0.516827	0.258413
M1	-4.41387550198146	1.710078	-2.5811	0.013833	0.006917
M2	-7.48459972952515	2.199846	-3.4023	0.001586	0.000793
M3	-5.74169225100387	2.412995	-2.3795	0.022461	0.011231
M4	-9.06607666309207	2.203365	-4.1147	0.000201	1e-04
M5	-2.46464716599568	2.424432	-1.0166	0.315779	0.157889
M6	28.2278520152218	2.263018	12.4735	0	0
M7	4.32563125183533	4.875251	0.8873	0.380519	0.190259
M8	-12.8925239435589	5.422589	-2.3776	0.022564	0.011282
M9	-15.4919697862306	6.683822	-2.3178	0.02594	0.01297
M10	-9.03535197334436	3.373712	-2.6782	0.010875	0.005437
M11	-1.16080135981364	2.258899	-0.5139	0.610312	0.305156
t	-0.182589577259004	0.053886	-3.3884	0.001649	0.000825

Multiple Linear Regression - Regression Statistics
Multiple R	0.99431080101004
R-squared	0.988653969005226
Adjusted R-squared	0.98357811303388
F-TEST (value)	194.775812116472
F-TEST (DF numerator)	17
F-TEST (DF denominator)	38
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	2.23576648500679
Sum Squared Residuals	189.948767468226

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	127	127.483508875378	-0.483508875378087
2	122	122.184141070298	-0.184141070297849
3	117	120.073553392053	-3.07355339205266
4	112	111.981064101139	0.0189358988611628
5	113	114.088004226987	-1.08800422698736
6	149	145.854331798190	3.14566820181027
7	157	155.927769700928	1.07223029907242
8	157	155.644575382141	1.35542461785918
9	147	146.299852800486	0.70014719951383
10	137	138.031463747192	-1.03146374719181
11	132	133.272083335695	-1.27208333569496
12	125	129.481098117358	-4.4810981173583
13	123	120.698716707000	2.30128329300029
14	117	115.994011534898	1.00598846510224
15	114	113.839836938157	0.160163061843093
16	111	107.231546773357	3.768453226643
17	112	111.801598654421	0.198401345578616
18	144	143.730349572369	0.269650427631110
19	150	149.544686313162	0.455313686837538
20	149	146.191716098388	2.80828390161191
21	134	136.371724984291	-2.37172498429149
22	123	124.253090584287	-1.25309058428748
23	116	117.697765897299	-1.69776589729938
24	117	113.148639794157	3.85136020584309
25	111	111.730565551759	-0.730565551759419
26	105	106.185400131032	-1.18540013103232
27	102	101.244864354700	0.755135645299677
28	95	94.7738944847391	0.226105515260888
29	93	96.178282152071	-3.17828215207097
30	124	124.348318800677	-0.348318800676983
31	130	129.418128741828	0.581871258172482
32	124	126.923667281773	-2.92366728177347
33	115	113.180925974221	1.81907402577911
34	106	105.181840319365	0.818159680635145
35	105	103.226279871949	1.77372012805115
36	105	103.65570850147	1.34429149852994
37	101	101.865853180555	-0.865853180555036
38	95	96.1985489962842	-1.19854899628418
39	93	91.420949107747	1.57905089225291
40	84	85.4677797836412	-1.46777978364118
41	87	85.148682890991	1.85131710900907
42	116	117.010386238888	-1.01038623888843
43	120	122.014793236677	-2.01479323667678
44	117	120.780890415079	-3.780890415079
45	109	109.147496241001	-0.147496241001446
46	105	103.533605349156	1.46639465084415
47	107	105.803870895057	1.19612910494319
48	109	109.714553587015	-0.714553587014742
49	109	109.221355685308	-0.221355685307748
50	108	106.437898267488	1.5621017325121
51	107	106.420796207343	0.579203792656976
52	99	101.545714857124	-2.54571485712387
53	103	100.783432075529	2.21656792447064
54	131	133.056613589876	-2.05661358987597
55	137	137.094622007406	-0.0946220074056544
56	135	132.459150822619	2.54084917738138

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
21	0.858978567074072	0.282042865851856	0.141021432925928
22	0.748910600734388	0.502178798531224	0.251089399265612
23	0.795026493359863	0.409947013280273	0.204973506640137
24	0.905465966812411	0.189068066375178	0.094534033187589
25	0.90324433443906	0.193511331121879	0.0967556655609394
26	0.872399980906038	0.255200038187924	0.127600019093962
27	0.834075310273311	0.331849379453378	0.165924689726689
28	0.855784004972193	0.288431990055613	0.144215995027807
29	0.910307441243277	0.179385117513447	0.0896925587567233
30	0.946557047745036	0.106885904509928	0.0534429522549638
31	0.954534962440294	0.0909300751194115	0.0454650375597057
32	0.94161311948581	0.116773761028379	0.0583868805141893
33	0.948020736681656	0.103958526636688	0.0519792633183439
34	0.896484029189595	0.20703194162081	0.103515970810405
35	0.854737349677325	0.290525300645350	0.145262650322675

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	1	0.0666666666666667	OK