Multiple Linear Regression - Estimated Regression Equation

WLH[t] = + 12.3068296466899 + 4.33014916145824X[t] + 1.01868507239736`Y(t-1)`[t] -0.148970908506937`Y(t-2)`[t] + 4.26344451199578M1[t] + 4.33777525395675M2[t] + 2.85371517838113M3[t] + 0.970842279890648M4[t] + 2.74283742150709M5[t] -1.39068521698368M6[t] + 6.24100022216994M7[t] + 35.1906468259991M8[t] + 9.74545135874112M9[t] + 5.14442295711167M10[t] -1.95298550853488M11[t] -0.129219519629923t + 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)	12.3068296466899	8.19304	1.5021	0.140551	0.070276
X	4.33014916145824	1.340706	3.2298	0.002408	0.001204
`Y(t-1)`	1.01868507239736	0.144455	7.0519	0	0
`Y(t-2)`	-0.148970908506937	0.14104	-1.0562	0.296899	0.148449
M1	4.26344451199578	1.681337	2.5357	0.01503	0.007515
M2	4.33777525395675	2.028613	2.1383	0.038355	0.019177
M3	2.85371517838113	2.144412	1.3308	0.190445	0.095223
M4	0.970842279890648	2.08789	0.465	0.644342	0.322171
M5	2.74283742150709	2.052061	1.3366	0.188541	0.09427
M6	-1.39068521698368	2.245373	-0.6194	0.539027	0.269514
M7	6.24100022216994	2.184915	2.8564	0.006635	0.003317
M8	35.1906468259991	2.704291	13.0129	0	0
M9	9.74545135874112	6.079908	1.6029	0.116453	0.058227
M10	5.14442295711167	2.814623	1.8277	0.074697	0.037349
M11	-1.95298550853488	2.059561	-0.9483	0.348425	0.174213
t	-0.129219519629923	0.051414	-2.5133	0.015884	0.007942

Multiple Linear Regression - Regression Statistics
Multiple R	0.993002779799179
R-squared	0.986054520688897
Adjusted R-squared	0.981073992363503
F-TEST (value)	197.98191201149
F-TEST (DF numerator)	15
F-TEST (DF denominator)	42
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	2.38810920845841
Sum Squared Residuals	239.528754844003

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	135	135.841614334755	-0.841614334755449
2	130	133.201694352566	-3.20169435256636
3	127	127.090873029402	-0.0908730294017102
4	122	122.767579936624	-0.767579936623912
5	117	119.763842922144	-2.76384292214445
6	112	111.152529944572	0.847470055428355
7	113	114.306425044643	-1.30642504464321
8	149	144.890391743775	4.10960825622543
9	157	155.839668454685	1.16033154531534
10	157	153.895948406354	3.10405159364556
11	147	145.477553153022	1.52244684697752
12	137	137.114468417954	-0.114468417953803
13	132	132.551551771415	-0.551551771415443
14	125	128.892946716829	-3.89294671682906
15	123	120.893726157377	2.10627384262333
16	117	117.88705995401	-0.887059954010097
17	114	113.715666958626	0.284333041373675
18	111	107.290695034355	3.70930496564482
19	112	112.184018462208	-0.184018462207592
20	144	142.470043344325	1.52995665567495
21	150	149.344579765646	0.655420234354274
22	149	145.959373206549	3.04062679345147
23	134	136.820234697833	-2.82023469783308
24	123	123.512695509285	-0.512695509284553
25	116	118.675948332883	-2.6759483328835
26	117	113.128944042009	3.87105595799067
27	111	113.577145878750	-2.57714587874970
28	105	105.303972117738	-0.303972117738187
29	102	101.728462756382	0.271537243617835
30	95	95.303490832111	-0.303490832111012
31	93	96.122073970374	-3.12207397037399
32	124	123.947927269327	0.0520727306728794
33	130	130.250691343771	-0.250691343771236
34	124	127.014455693181	-3.01445569318098
35	115	112.781891822479	2.21810817752128
36	106	106.331317610849	-0.331317610849049
37	105	102.638115128201	2.36188487179890
38	105	102.905279454697	2.09472054530279
39	101	101.440970767999	-0.440970767998598
40	95	95.3541380602887	-0.354138060288751
41	93	91.4806868819188	1.51931311808115
42	84	86.074400030045	-2.07440003004506
43	87	84.7066421150064	2.29335788499362
44	116	117.923862592960	-1.92386259296019
45	120	121.444401980075	-1.44440198007489
46	117	120.798887163162	-3.79888716316202
47	109	109.920320326666	-0.92032032666572
48	105	104.041518461913	0.958481538087397
49	107	105.292770432745	1.70722956725549
50	109	107.871135433898	1.12886456610197
51	109	107.997284166473	1.00271583352667
52	108	105.687249931339	2.31275006866095
53	107	106.311340480928	0.688659519071789
54	99	101.178884158917	-2.1788841589171
55	103	100.680840407769	2.31915959223117
56	131	134.767775049613	-3.76777504961307
57	137	137.120658455823	-0.120658455823482
58	135	134.331335530754	0.668664469245966

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
19	0.192830144016746	0.385660288033493	0.807169855983254
20	0.140575807283262	0.281151614566524	0.859424192716738
21	0.0717162680200237	0.143432536040047	0.928283731979976
22	0.208851234881068	0.417702469762136	0.791148765118932
23	0.56289031844168	0.874219363116639	0.437109681558319
24	0.44876986491339	0.89753972982678	0.55123013508661
25	0.522263631712589	0.955472736574822	0.477736368287411
26	0.88698099453639	0.226038010927219	0.113019005463609
27	0.89323302101032	0.213533957979360	0.106766978989680
28	0.851454436864561	0.297091126270877	0.148545563135439
29	0.78467827937304	0.43064344125392	0.21532172062696
30	0.786274831309862	0.427450337380276	0.213725168690138
31	0.90647890631879	0.187042187362419	0.0935210936812095
32	0.94554094713492	0.108918105730161	0.0544590528650805
33	0.961534900300635	0.0769301993987293	0.0384650996993647
34	0.947738548192084	0.104522903615831	0.0522614518079157
35	0.980671718877877	0.0386565622442467	0.0193282811221234
36	0.958885198074412	0.0822296038511756	0.0411148019255878
37	0.942068180125394	0.115863639749213	0.0579318198746063
38	0.963863995520063	0.0722720089598748	0.0361360044799374
39	0.988721775714146	0.0225564485717079	0.0112782242858540

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	2	0.0952380952380952	NOK
10% type I error level	5	0.238095238095238	NOK