Multiple Linear Regression - Estimated Regression Equation

Y[t] = + 6.16057692307692 + 0.0480769230769208X[t] -0.0563621794871855M1[t] -0.140608974358974M2[t] -0.124855769230769M3[t] + 0.150897435897435M4[t] + 0.517035256410256M5[t] + 0.672788461538462M6[t] + 0.668541666666667M7[t] + 0.544294871794872M8[t] + 0.420048076923077M9[t] + 0.235801282051282M10[t] + 0.134246794871795M11[t] -0.0157532051282050t + 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)	6.16057692307692	0.25502	24.1572	0	0
X	0.0480769230769208	0.210142	0.2288	0.820098	0.410049
M1	-0.0563621794871855	0.291549	-0.1933	0.847598	0.423799
M2	-0.140608974358974	0.291203	-0.4829	0.631592	0.315796
M3	-0.124855769230769	0.290971	-0.4291	0.669943	0.334972
M4	0.150897435897435	0.290852	0.5188	0.606492	0.303246
M5	0.517035256410256	0.293025	1.7645	0.084593	0.042297
M6	0.672788461538462	0.292471	2.3004	0.026228	0.013114
M7	0.668541666666667	0.29203	2.2893	0.026918	0.013459
M8	0.544294871794872	0.291702	1.8659	0.068726	0.034363
M9	0.420048076923077	0.291487	1.4411	0.15665	0.078325
M10	0.235801282051282	0.291387	0.8092	0.422732	0.211366
M11	0.134246794871795	0.30655	0.4379	0.663581	0.331791
t	-0.0157532051282050	0.00576	-2.735	0.008957	0.004478

Multiple Linear Regression - Regression Statistics
Multiple R	0.695315838819151
R-squared	0.48346411571278
Adjusted R-squared	0.330851240809738
F-TEST (value)	3.16791172448546
F-TEST (DF numerator)	13
F-TEST (DF denominator)	44
p-value	0.0020884763094301
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.433451044170282
Sum Squared Residuals	8.26671153846153

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	6.3	6.08846153846156	0.211538461538438
2	6.2	5.98846153846154	0.211538461538464
3	6.1	5.98846153846154	0.111538461538463
4	6.3	6.24846153846154	0.0515384615384633
5	6.5	6.59884615384615	-0.0988461538461528
6	6.6	6.73884615384615	-0.138846153846152
7	6.5	6.71884615384615	-0.218846153846152
8	6.2	6.57884615384615	-0.378846153846153
9	6.2	6.43884615384615	-0.238846153846152
10	5.9	6.23884615384615	-0.338846153846153
11	6.1	6.12153846153846	-0.0215384615384604
12	6.1	5.97153846153846	0.128461538461539
13	6.1	5.89942307692307	0.20057692307693
14	6.1	5.79942307692308	0.300576923076924
15	6.1	5.79942307692308	0.300576923076924
16	6.4	6.05942307692308	0.340576923076924
17	6.7	6.40980769230769	0.290192307692308
18	6.9	6.5498076923077	0.350192307692308
19	7	6.52980769230769	0.470192307692308
20	7	6.38980769230769	0.610192307692308
21	6.8	6.24980769230769	0.550192307692308
22	6.4	6.04980769230769	0.350192307692308
23	5.9	5.9325	-0.0324999999999996
24	5.5	5.7825	-0.2825
25	5.5	5.71038461538461	-0.210384615384610
26	5.6	5.61038461538462	-0.0103846153846166
27	5.8	5.61038461538462	0.189615384615384
28	5.9	5.87038461538462	0.0296153846153845
29	6.1	6.22076923076923	-0.120769230769232
30	6.1	6.36076923076923	-0.260769230769232
31	6	6.34076923076923	-0.340769230769232
32	6	6.20076923076923	-0.200769230769232
33	5.9	6.06076923076923	-0.160769230769232
34	5.5	5.86076923076923	-0.360769230769232
35	5.6	5.74346153846154	-0.143461538461540
36	5.4	5.59346153846154	-0.193461538461539
37	5.2	5.52134615384615	-0.321346153846149
38	5.2	5.42134615384616	-0.221346153846155
39	5.2	5.42134615384616	-0.221346153846155
40	5.5	5.68134615384616	-0.181346153846156
41	5.8	6.07980769230769	-0.279807692307692
42	5.8	6.21980769230769	-0.419807692307692
43	5.5	6.19980769230769	-0.699807692307692
44	5.3	6.05980769230769	-0.759807692307692
45	5.1	5.91980769230769	-0.819807692307692
46	5.2	5.71980769230769	-0.519807692307692
47	5.8	5.6025	0.1975
48	5.8	5.4525	0.3475
49	5.5	5.38038461538461	0.119615384615391
50	5	5.28038461538462	-0.280384615384616
51	4.9	5.28038461538462	-0.380384615384615
52	5.3	5.54038461538462	-0.240384615384616
53	6.1	5.89076923076923	0.209230769230768
54	6.5	6.03076923076923	0.469230769230768
55	6.8	6.01076923076923	0.789230769230768
56	6.6	5.87076923076923	0.729230769230768
57	6.4	5.73076923076923	0.669230769230769
58	6.4	5.53076923076923	0.869230769230769

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
17	0.0224952761950950	0.0449905523901900	0.977504723804905
18	0.0140300207335437	0.0280600414670874	0.985969979266456
19	0.0190867395006751	0.0381734790013501	0.980913260499325
20	0.0585791549482075	0.117158309896415	0.941420845051792
21	0.0645541493977776	0.129108298795555	0.935445850602222
22	0.0570353024545892	0.114070604909178	0.94296469754541
23	0.0560341758327837	0.112068351665567	0.943965824167216
24	0.110488550688467	0.220977101376935	0.889511449311533
25	0.228099436960463	0.456198873920927	0.771900563039537
26	0.30383062857762	0.60766125715524	0.69616937142238
27	0.503961085505142	0.992077828989716	0.496038914494858
28	0.82583436206265	0.3483312758747	0.17416563793735
29	0.823706092071848	0.352587815856303	0.176293907928152
30	0.805573371007704	0.388853257984592	0.194426628992296
31	0.781444260352466	0.437111479295068	0.218555739647534
32	0.773829703805591	0.452340592388817	0.226170296194409
33	0.842072070331408	0.315855859337184	0.157927929668592
34	0.799827432029169	0.400345135941663	0.200172567970831
35	0.721745012790795	0.55650997441841	0.278254987209205
36	0.708739895812433	0.582520208375134	0.291260104187567
37	0.72334883766318	0.553302324673642	0.276651162336821
38	0.612155512586226	0.775688974827548	0.387844487413774
39	0.485496432567538	0.970992865135076	0.514503567432462
40	0.340175135133243	0.680350270266486	0.659824864866757
41	0.683521976969071	0.632956046061858	0.316478023030929

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	3	0.12	NOK
10% type I error level	3	0.12	NOK