Multiple Linear Regression - Estimated Regression Equation

Tprod[t] = + 104.239014386218 -0.949163093002725Rente[t] -0.429150643259583M1[t] -0.389285793353394M2[t] -0.376879098097416M3[t] -0.35979416242337M4[t] -0.266505879121328M5[t] -0.169285793353391M6[t] -0.0816924886093766M7[t] -0.0635908147953803M8[t] -0.103455664701495M9[t] -0.0986422741895337M10[t] -0.037490385955704M11[t] + 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)	104.239014386218	0.460177	226.5196	0	0
Rente	-0.949163093002725	0.101565	-9.3454	0	0
M1	-0.429150643259583	0.49181	-0.8726	0.38732	0.19366
M2	-0.389285793353394	0.491987	-0.7913	0.432772	0.216386
M3	-0.376879098097416	0.49195	-0.7661	0.447452	0.223726
M4	-0.35979416242337	0.492035	-0.7312	0.468264	0.234132
M5	-0.266505879121328	0.492105	-0.5416	0.590677	0.295339
M6	-0.169285793353391	0.491987	-0.3441	0.732316	0.366158
M7	-0.0816924886093766	0.492025	-0.166	0.868843	0.434421
M8	-0.0635908147953803	0.492015	-0.1292	0.897715	0.448857
M9	-0.103455664701495	0.491833	-0.2103	0.834306	0.417153
M10	-0.0986422741895337	0.491773	-0.2006	0.841889	0.420944
M11	-0.037490385955704	0.491592	-0.0763	0.939533	0.469767

Multiple Linear Regression - Regression Statistics
Multiple R	0.811936829502331
R-squared	0.659241415102298
Adjusted R-squared	0.572239223213523
F-TEST (value)	7.57729662656181
F-TEST (DF numerator)	12
F-TEST (DF denominator)	47
p-value	1.54445368716338e-07
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.77708225964867
Sum Squared Residuals	28.3812713982522

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	101.2	100.962374463951	0.237625536049289
2	101.1	100.802915064326	0.297084935674034
3	100.7	100.663455664701	0.0365443352985084
4	100.1	100.547657767355	-0.447657767355165
5	99.9	100.413146908337	-0.513146908336542
6	99.7	100.168668280624	-0.4686682806235
7	99.5	100.123378752347	-0.623378752347136
8	99.2	100.141480426161	-0.94148042616113
9	99	99.8643248030043	-0.864324803004337
10	99	99.6793055749158	-0.679305574915753
11	99.3	99.6929993084995	-0.39299930849945
12	99.5	99.7304896944551	-0.230489694455151
13	99.7	99.3013390511956	0.398660948804435
14	100	99.3412039011017	0.658796098898244
15	100.4	99.3536105963577	1.04638940364227
16	100.6	99.3706955320318	1.22930446796821
17	100.7	99.6253415411443	1.07465845885572
18	100.7	99.7984946743524	0.901505325647562
19	100.6	99.8860879790965	0.713912020903539
20	100.5	99.9136812838405	0.586318716159522
21	100.6	100.310431456716	0.289568543284378
22	100.5	100.581010513268	-0.081010513268341
23	100.4	100.983861114983	-0.583861114983145
24	100.3	101.154234333959	-0.85423433395924
25	100.4	100.725083690700	-0.325083690699647
26	100.4	100.764948540606	-0.364948540605836
27	100.4	100.777355235862	-0.377355235861815
28	100.4	100.794440171536	-0.394440171535861
29	100.4	100.887728454838	-0.487728454837904
30	100.5	100.984948540606	-0.484948540605845
31	100.6	101.072541845350	-0.472541845349865
32	100.6	101.090643519164	-0.490643519163862
33	100.5	101.050778669258	-0.550778669257742
34	100.5	101.055592059770	-0.555592059769703
35	100.7	101.116743948004	-0.41674394800353
36	101.1	101.533899571160	-0.433899571160332
37	101.5	101.199665237201	0.300334762798985
38	101.9	101.239530087107	0.660469912892802
39	102.1	101.441769400964	0.658230599036267
40	102.1	101.506312491288	0.593687508712085
41	102.1	101.59960077459	0.500399225410042
42	102.4	102.076486097559	0.323513902441028
43	102.8	102.258995711603	0.541004288396733
44	103.1	102.277097385417	0.822902614582734
45	103.1	102.237232535511	0.862767464488848
46	102.9	102.242045926023	0.657954073976898
47	102.4	102.303197814257	0.0968021857430683
48	101.9	102.340688200213	-0.440688200212636
49	101.3	101.911537556953	-0.61153755695306
50	100.7	101.951402406859	-1.25140240685924
51	100.6	101.963809102115	-1.36380910211523
52	101	101.980894037789	-0.980894037789271
53	101.5	102.074182321091	-0.574182321091314
54	101.9	102.171402406859	-0.271402406859245
55	102.1	102.258995711603	-0.158995711603270
56	102.3	102.277097385417	0.0229026145827360
57	102.5	102.237232535511	0.262767464488854
58	102.9	102.242045926023	0.657954073976898
59	103.6	102.303197814257	1.29680218574306
60	104.3	102.340688200213	1.95931179978736

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
16	0.310535172926722	0.621070345853444	0.689464827073278
17	0.367070722331768	0.734141444663536	0.632929277668232
18	0.40803609784493	0.81607219568986	0.59196390215507
19	0.450205515440260	0.900411030880519	0.54979448455974
20	0.525403245678041	0.949193508643918	0.474596754321959
21	0.584776897928257	0.830446204143486	0.415223102071743
22	0.559633362405663	0.880733275188675	0.440366637594337
23	0.472848271027772	0.945696542055544	0.527151728972228
24	0.393985090425049	0.787970180850097	0.606014909574951
25	0.305518483760296	0.611036967520592	0.694481516239704
26	0.236717165607875	0.473434331215749	0.763282834392125
27	0.180154029960253	0.360308059920505	0.819845970039747
28	0.125256022698981	0.250512045397962	0.874743977301019
29	0.0822495734847573	0.164499146969515	0.917750426515243
30	0.0504243856351433	0.100848771270287	0.949575614364857
31	0.0297346467966931	0.0594692935933862	0.970265353203307
32	0.0183576898787099	0.0367153797574197	0.98164231012129
33	0.0123361745475252	0.0246723490950505	0.987663825452475
34	0.0109066399323343	0.0218132798646686	0.989093360067666
35	0.0205022624493418	0.0410045248986836	0.979497737550658
36	0.177526622175992	0.355053244351985	0.822473377824008
37	0.185873924441009	0.371747848882018	0.814126075558991
38	0.159589218121650	0.319178436243301	0.84041078187835
39	0.135663122865382	0.271326245730764	0.864336877134618
40	0.107365958627557	0.214731917255113	0.892634041372443
41	0.0796688807366614	0.159337761473323	0.920331119263339
42	0.0499417203704934	0.0998834407409868	0.950058279629507
43	0.0392018293923445	0.078403658784689	0.960798170607656
44	0.0342409380334964	0.0684818760669927	0.965759061966504

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	4	0.137931034482759	NOK
10% type I error level	8	0.275862068965517	NOK