Multiple Linear Regression - Estimated Regression Equation

Y[t] = + 101.473296893034 -0.89729709691884X[t] + 0.968511877494062M1[t] + 0.74987074493858M2[t] + 1.24112149625985M3[t] + 0.536858770135734M4[t] + 0.558163579518627M5[t] + 0.627684621148016M6[t] + 1.16477319828442M7[t] -0.123651702024567M8[t] + 1.26970716541995M9[t] + 1.41512009092609M10[t] -0.0756291577526306M11[t] -0.0152507513212727t + 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)	101.473296893034	0.556211	182.4368	0	0
X	-0.89729709691884	0.092424	-9.7085	0	0
M1	0.968511877494062	0.640517	1.5121	0.137354	0.068677
M2	0.74987074493858	0.639196	1.1731	0.246776	0.123388
M3	1.24112149625985	0.638313	1.9444	0.05798	0.02899
M4	0.536858770135734	0.636233	0.8438	0.403143	0.201572
M5	0.558163579518627	0.635419	0.8784	0.384282	0.192141
M6	0.627684621148016	0.634317	0.9895	0.327574	0.163787
M7	1.16477319828442	0.634082	1.8369	0.072684	0.036342
M8	-0.123651702024567	0.633154	-0.1953	0.846022	0.423011
M9	1.26970716541995	0.632701	2.0068	0.050669	0.025334
M10	1.41512009092609	0.632323	2.238	0.030106	0.015053
M11	-0.0756291577526306	0.63218	-0.1196	0.905295	0.452648
t	-0.0152507513212727	0.007606	-2.005	0.050866	0.025433

Multiple Linear Regression - Regression Statistics
Multiple R	0.843822817706935
R-squared	0.712036947682871
Adjusted R-squared	0.630656085071508
F-TEST (value)	8.74943966965834
F-TEST (DF numerator)	13
F-TEST (DF denominator)	46
p-value	1.36955831120389e-08
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.999274140497838
Sum Squared Residuals	45.9332451619139

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	100.03	100.631963825369	-0.601963825368862
2	100.25	100.577531360876	-0.327531360875884
3	99.6	100.245963973649	-0.645963973648927
4	100.16	99.885369334971	0.274630665028931
5	100.49	100.250342231800	0.239657768199771
6	99.72	100.214882812416	-0.494882812416457
7	100.14	100.467531509156	-0.327531509155934
8	98.48	98.7152073090663	-0.235207309066252
9	100.38	100.452234263957	-0.0722342639570395
10	101.45	100.672126147834	0.777873852166214
11	98.42	98.8072073090663	-0.387207309066256
12	98.6	98.8675857154976	-0.267585715497621
13	100.06	99.6413874222866	0.418612577713367
14	98.62	99.317765828718	-0.697765828717993
15	100.84	100.511603506253	0.328396493746934
16	100.02	99.7023603191158	0.317639680884203
17	97.95	99.259765828718	-1.30976582871799
18	98.32	99.3140361190261	-0.994036119026117
19	98.27	99.8358739448412	-1.56587394484124
20	97.22	99.0705765513623	-1.85057655136229
21	99.28	100.089765828718	-0.809765828717994
22	100.38	100.040468583519	0.339531416480898
23	99.02	98.8036577125948	0.216342287405244
24	100.32	98.953765828718	1.366234171282
25	99.81	99.9967566645827	-0.186756664582665
26	100.6	100.121783619473	0.478216380526545
27	101.19	100.777243038857	0.41275696114278
28	100.47	99.7885404323362	0.681459567663826
29	101.77	99.704864780706	2.06513521929409
30	102.32	100.118053909782	2.20194609021843
31	102.39	100.550162025905	1.83983797409519
32	101.16	99.2464863742746	1.91351362572545
33	100.63	100.624594490398	0.0054055096022002
34	101.48	101.203405213042	0.276594786957919
35	101.44	99.697405213042	1.74259478695791
36	100.09	99.7577836194734	0.332216380526557
37	100.7	100.800774455338	-0.100774455338116
38	100.78	100.387423152078	0.392576847922404
39	99.81	100.145585474543	-0.335585474542523
40	98.45	98.797964029254	-0.347964029253941
41	98.49	98.6245586679318	-0.134558667931802
42	97.48	98.3199101194724	-0.839910119472372
43	97.91	98.7520182355956	-0.842018235595627
44	96.94	96.7305049064303	0.209495093569705
45	98.53	98.3778021516292	0.152197848370811
46	96.82	97.6106672288952	-0.790667228895227
47	95.76	95.476559261052	0.283440738947971
48	95.27	95.4472079577915	-0.177207957791512
49	97.32	96.8491176324237	0.470882367576276
50	96.68	96.525496038855	0.154503961144927
51	97.87	97.6296040066983	0.240395993301737
52	97.42	98.345765884323	-0.925765884323018
53	97.94	98.800468490844	-0.860468490844063
54	99.52	99.3931170393035	0.126882960696515
55	100.99	100.094414284502	0.895585715497615
56	99.92	99.9572248588666	-0.0372248588666119
57	101.97	101.245603265298	0.724396734702024
58	101.58	102.183332826710	-0.603332826709803
59	99.54	101.395170504245	-1.85517050424487
60	100.83	102.083656878519	-1.25365687851942

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
17	0.271221434618069	0.542442869236138	0.728778565381931
18	0.156114203898486	0.312228407796972	0.843885796101514
19	0.177168749900818	0.354337499801636	0.822831250099182
20	0.390348023555196	0.780696047110392	0.609651976444804
21	0.367895274601237	0.735790549202475	0.632104725398763
22	0.260201350094769	0.520402700189538	0.73979864990523
23	0.242886073159631	0.485772146319261	0.757113926840369
24	0.315638318418779	0.631276636837558	0.684361681581221
25	0.262536951967122	0.525073903934244	0.737463048032878
26	0.226951376153116	0.453902752306233	0.773048623846884
27	0.161823785363718	0.323647570727435	0.838176214636282
28	0.106278569345358	0.212557138690716	0.893721430654642
29	0.312685870583488	0.625371741166976	0.687314129416512
30	0.50123960377891	0.99752079244218	0.49876039622109
31	0.538565801656229	0.922868396687541	0.461434198343771
32	0.590982668331706	0.818034663336589	0.409017331668294
33	0.582537218763222	0.834925562473556	0.417462781236778
34	0.626738711813289	0.746522576373422	0.373261288186711
35	0.812593798941816	0.374812402116367	0.187406201058184
36	0.859397910388936	0.281204179222127	0.140602089611064
37	0.815732424709654	0.368535150580692	0.184267575290346
38	0.787598951209153	0.424802097581694	0.212401048790847
39	0.705019396323322	0.589961207353356	0.294980603676678
40	0.724329704091617	0.551340591816766	0.275670295908383
41	0.929599789817204	0.140800420365591	0.0704002101827955
42	0.877188441099517	0.245623117800966	0.122811558900483
43	0.768436572039401	0.463126855921197	0.231563427960599

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	0	0	OK