Multiple Linear Regression - Estimated Regression Equation

Y[t] = + 105.300995850622 -8.30497925311204X[t] + 8.69983402489626M1[t] -16.8609958506224M2[t] -5.9009958506224M3[t] + 10.64M4[t] + 10.52M5[t] + 4.02M6[t] -3.59999999999999M7[t] -3.38M8[t] -2.06000000000000M9[t] + 6.74M10[t] + 0.560000000000001M11[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)	105.300995850622	2.424293	43.4357	0	0
X	-8.30497925311204	1.889219	-4.396	6.1e-05	3e-05
M1	8.69983402489626	3.243007	2.6826	0.009989	0.004994
M2	-16.8609958506224	3.407584	-4.9481	1e-05	5e-06
M3	-5.9009958506224	3.407584	-1.7317	0.089746	0.044873
M4	10.64	3.386571	3.1418	0.002875	0.001437
M5	10.52	3.386571	3.1064	0.003177	0.001588
M6	4.02	3.386571	1.187	0.241053	0.120526
M7	-3.59999999999999	3.386571	-1.063	0.293091	0.146545
M8	-3.38	3.386571	-0.9981	0.323255	0.161628
M9	-2.06000000000000	3.386571	-0.6083	0.545866	0.272933
M10	6.74	3.386571	1.9902	0.052279	0.02614
M11	0.560000000000001	3.386571	0.1654	0.869356	0.434678

Multiple Linear Regression - Regression Statistics
Multiple R	0.855759430330213
R-squared	0.73232420259909
Adjusted R-squared	0.665405253248862
F-TEST (value)	10.9434503934961
F-TEST (DF numerator)	12
F-TEST (DF denominator)	48
p-value	4.93353691233267e-10
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	5.35463934521169
Sum Squared Residuals	1376.26380082988

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	111.4	114.000829875519	-2.60082987551872
2	87.4	88.44	-1.03999999999997
3	96.8	99.4	-2.60000000000000
4	114.1	115.940995850622	-1.84099585062243
5	110.3	115.820995850622	-5.52099585062241
6	103.9	109.320995850622	-5.4209958506224
7	101.6	101.700995850622	-0.100995850622399
8	94.6	101.920995850622	-7.32099585062241
9	95.9	103.240995850622	-7.3409958506224
10	104.7	112.040995850622	-7.3409958506224
11	102.8	105.860995850622	-3.06099585062241
12	98.1	105.300995850622	-7.20099585062241
13	113.9	114.000829875519	-0.100829875518659
14	80.9	88.44	-7.54
15	95.7	99.4	-3.7
16	113.2	115.940995850622	-2.74099585062240
17	105.9	115.820995850622	-9.9209958506224
18	108.8	109.320995850622	-0.52099585062241
19	102.3	101.700995850622	0.599004149377588
20	99	101.920995850622	-2.9209958506224
21	100.7	103.240995850622	-2.54099585062241
22	115.5	112.040995850622	3.45900414937759
23	100.7	105.860995850622	-5.1609958506224
24	109.9	105.300995850622	4.59900414937760
25	114.6	114.000829875519	0.59917012448133
26	85.4	88.44	-3.04000000000001
27	100.5	99.4	1.1
28	114.8	115.940995850622	-1.14099585062240
29	116.5	115.820995850622	0.679004149377588
30	112.9	109.320995850622	3.5790041493776
31	102	101.700995850622	0.299004149377590
32	106	101.920995850622	4.0790041493776
33	105.3	103.240995850622	2.05900414937759
34	118.8	112.040995850622	6.75900414937759
35	106.1	105.860995850622	0.239004149377590
36	109.3	105.300995850622	3.9990041493776
37	117.2	114.000829875519	3.19917012448134
38	92.5	88.44	4.05999999999999
39	104.2	99.4	4.8
40	112.5	115.940995850622	-3.4409958506224
41	122.4	115.820995850622	6.5790041493776
42	113.3	109.320995850622	3.97900414937759
43	100	101.700995850622	-1.70099585062241
44	110.7	101.920995850622	8.7790041493776
45	112.8	103.240995850622	9.55900414937759
46	109.8	112.040995850622	-2.24099585062241
47	117.3	105.860995850622	11.4390041493776
48	109.1	105.300995850622	3.79900414937759
49	115.9	114.000829875519	1.89917012448134
50	96	88.44	7.55999999999999
51	99.8	99.4	0.399999999999997
52	116.8	107.636016597510	9.16398340248963
53	115.7	107.516016597510	8.18398340248962
54	99.4	101.016016597510	-1.61601659751037
55	94.3	93.3960165975104	0.903983402489621
56	91	93.6160165975104	-2.61601659751037
57	93.2	94.9360165975104	-1.73601659751037
58	103.1	103.736016597510	-0.636016597510378
59	94.1	97.5560165975104	-3.45601659751038
60	91.8	96.9960165975104	-5.19601659751037
61	102.7	105.695850622407	-2.99585062240663

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
16	0.185006406914785	0.370012813829569	0.814993593085215
17	0.195092461390920	0.390184922781841	0.80490753860908
18	0.172038157508224	0.344076315016449	0.827961842491776
19	0.0922168555423761	0.184433711084752	0.907783144457624
20	0.0845475898051151	0.169095179610230	0.915452410194885
21	0.0840093897414679	0.168018779482936	0.915990610258532
22	0.231446609764244	0.462893219528488	0.768553390235756
23	0.207575829645887	0.415151659291774	0.792424170354113
24	0.382868876120226	0.765737752240453	0.617131123879774
25	0.295788774151401	0.591577548302802	0.704211225848599
26	0.27859935830253	0.55719871660506	0.72140064169747
27	0.234392451351187	0.468784902702375	0.765607548648813
28	0.189838047377991	0.379676094755983	0.810161952622009
29	0.307794331185789	0.615588662371577	0.692205668814211
30	0.295893244258341	0.591786488516683	0.704106755741658
31	0.218748027074013	0.437496054148025	0.781251972925987
32	0.256718444661232	0.513436889322464	0.743281555338768
33	0.254211539882628	0.508423079765256	0.745788460117372
34	0.304272039301198	0.608544078602395	0.695727960698802
35	0.282298201899428	0.564596403798857	0.717701798100572
36	0.236660263574739	0.473320527149478	0.763339736425261
37	0.180848858742064	0.361697717484128	0.819151141257936
38	0.171370419750368	0.342740839500737	0.828629580249632
39	0.148557895746487	0.297115791492975	0.851442104253513
40	0.443662012219723	0.887324024439446	0.556337987780277
41	0.561135272118202	0.877729455763596	0.438864727881798
42	0.450676668884733	0.901353337769465	0.549323331115267
43	0.580445284284846	0.839109431430307	0.419554715715154
44	0.523090438492251	0.953819123015497	0.476909561507749
45	0.459603421268021	0.919206842536042	0.540396578731979

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