Multiple Linear Regression - Estimated Regression Equation

Y[t] = + 0.0933902629630105 + 0.0131973758026373X[t] + 1.12898049003522Y1[t] -0.261041337127442Y2[t] + 0.00904104327854089M1[t] -0.0127712637042683M2[t] + 0.0157127599307248M3[t] -0.00646660452244727M4[t] + 0.0238195808627235M5[t] + 0.00955915069397892M6[t] + 0.00539507651379937M7[t] + 0.0051366371530282M8[t] -0.0216543225624553M9[t] + 0.0078438959252224M10[t] -0.0141773306869561M11[t] + 0.000257008712972165t + 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)	0.0933902629630105	0.050427	1.852	0.071238	0.035619
X	0.0131973758026373	0.013289	0.9931	0.326499	0.163249
Y1	1.12898049003522	0.181057	6.2355	0	0
Y2	-0.261041337127442	0.169251	-1.5423	0.130676	0.065338
M1	0.00904104327854089	0.021523	0.4201	0.676638	0.338319
M2	-0.0127712637042683	0.02203	-0.5797	0.565272	0.282636
M3	0.0157127599307248	0.022069	0.712	0.480516	0.240258
M4	-0.00646660452244727	0.022106	-0.2925	0.771359	0.385679
M5	0.0238195808627235	0.02191	1.0872	0.283312	0.141656
M6	0.00955915069397892	0.022279	0.4291	0.670116	0.335058
M7	0.00539507651379937	0.022383	0.241	0.810732	0.405366
M8	0.0051366371530282	0.022278	0.2306	0.818798	0.409399
M9	-0.0216543225624553	0.02212	-0.979	0.333342	0.166671
M10	0.0078438959252224	0.024009	0.3267	0.74555	0.372775
M11	-0.0141773306869561	0.022671	-0.6254	0.535198	0.267599
t	0.000257008712972165	0.000272	0.9443	0.350542	0.175271

Multiple Linear Regression - Regression Statistics
Multiple R	0.938532903991567
R-squared	0.880844011874843
Adjusted R-squared	0.837250357682712
F-TEST (value)	20.2057851813177
F-TEST (DF numerator)	15
F-TEST (DF denominator)	41
p-value	2.75335310107039e-14
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.0317207095155677
Sum Squared Residuals	0.041254339899012

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	0.779	0.785707704326124	-0.00670770432612371
2	0.7744	0.758335442347275	0.0160645576527254
3	0.7905	0.784936117519875	0.00556388248012521
4	0.7719	0.783064203985963	-0.0111642039859629
5	0.7811	0.788392398065896	-0.00729239806589634
6	0.7557	0.782794725323252	-0.0270947253232522
7	0.7637	0.750541831898724	0.0131581681012764
8	0.7595	0.773012541048404	-0.0135125410484043
9	0.7471	0.740968278870989	0.00613172112901088
10	0.7615	0.76719065843101	-0.00569065843101006
11	0.7487	0.750060427014922	-0.00136042701492153
12	0.7389	0.737653737112839	0.00124626288716086
13	0.7337	0.743874585699766	-0.0101745856997665
14	0.751	0.72699120634619	0.0240087936538091
15	0.7382	0.769956341344496	-0.0317563413444964
16	0.7159	0.730386757779805	-0.0144867577798046
17	0.7542	0.743054228806185	0.0111457711938155
18	0.7636	0.776119178190505	-0.0125191781905048
19	0.7433	0.771506908537384	-0.0282069085373837
20	0.7658	0.750053005986255	0.015746994013745
21	0.7627	0.753533991611486	0.00916600838851389
22	0.748	0.762869745660852	-0.014869745660852
23	0.7692	0.724645676537289	0.0445543234627115
24	0.785	0.77532442524703	0.00967557475297011
25	0.7913	0.800832715871578	-0.00953271587157835
26	0.772	0.777501288897598	-0.00550128889759753
27	0.788	0.786173768193653	0.00182623180634735
28	0.807	0.788620146177629	0.0183798538223709
29	0.8268	0.83371864877706	-0.00691864877705902
30	0.8244	0.838310216816602	-0.0139102168166024
31	0.8487	0.82383271503445	0.0248672849655508
32	0.8572	0.851760035745586	0.0054399642544144
33	0.8214	0.827581692861597	-0.00618169286159735
34	0.8827	0.819016109040866	0.0636838909591345
35	0.9216	0.875091016756638	0.0465089832433617
36	0.8865	0.925557249371646	-0.0390572493716464
37	0.8816	0.875769428207806	0.00583057179219378
38	0.8884	0.859019242916405	0.0293807570835953
39	0.9466	0.894208943746033	0.0523910562539672
40	0.918	0.939016015103575	-0.0210160151035753
41	0.9337	0.919081957058695	0.0146180429413048
42	0.9559	0.934650840304796	0.0212491596952039
43	0.9626	0.957502440700828	0.00509755929917249
44	0.9434	0.956670178618916	-0.0132701786189158
45	0.8639	0.896918372403417	-0.0330183724034174
46	0.7996	0.842723486867272	-0.0431234868672724
47	0.668	0.757702879691152	-0.0897028796911517
48	0.6572	0.629064588268485	0.0281354117315154
49	0.6928	0.672215565894725	0.0205844341052748
50	0.6438	0.707752819492532	-0.0639528194925323
51	0.6454	0.673424829195943	-0.0280248291959435
52	0.6873	0.659012876953028	0.0282871230469718
53	0.7265	0.738052767292165	-0.0115527672921649
54	0.7912	0.758925039364845	0.0322749606351555
55	0.8114	0.826316103828616	-0.0149161038286159
56	0.8281	0.822504238600839	0.00559576139916069
57	0.8393	0.81539766425251	0.0239023357474900

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
19	0.0133254148988905	0.0266508297977811	0.98667458510111
20	0.0440524468220035	0.088104893644007	0.955947553177997
21	0.0363568363064338	0.0727136726128676	0.963643163693566
22	0.0222619275019989	0.0445238550039978	0.977738072498001
23	0.0228613644138852	0.0457227288277703	0.977138635586115
24	0.0097697645828615	0.019539529165723	0.990230235417139
25	0.00474255482362691	0.00948510964725382	0.995257445176373
26	0.00278865897052858	0.00557731794105716	0.997211341029471
27	0.00103794481912466	0.00207588963824932	0.998962055180875
28	0.00104983794224418	0.00209967588448836	0.998950162057756
29	0.000377056607265409	0.000754113214530818	0.999622943392735
30	0.000204126334836595	0.000408252669673191	0.999795873665163
31	0.000119984878958914	0.000239969757917829	0.999880015121041
32	5.00010965545076e-05	0.000100002193109015	0.999949998903445
33	0.000216739244078787	0.000433478488157575	0.999783260755921
34	0.000414566901048388	0.000829133802096777	0.999585433098952
35	0.00446777809872259	0.00893555619744518	0.995532221901277
36	0.00908663666485146	0.0181732733297029	0.990913363335149
37	0.00390498513129657	0.00780997026259313	0.996095014868703
38	0.0109966311728245	0.021993262345649	0.989003368827176

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	12	0.6	NOK
5% type I error level	18	0.9	NOK
10% type I error level	20	1	NOK