Multiple Linear Regression - Estimated Regression Equation

ktot[t] = + 105.065867086302 -0.0486175142110252vmtot[t] + 0.0380062117884138M1[t] -0.201647603739741M2[t] -0.179270889616640M3[t] -0.173762836424627M4[t] -0.158416651952784M5[t] -0.21222427121419M6[t] -0.26500251046336M7[t] -0.283688585939234M8[t] -0.237265212191018M9[t] -0.0543179461956548M10[t] + 0.0224500909672896M11[t] + 0.0767557745848375t + 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)	105.065867086302	2.265547	46.3755	0	0
vmtot	-0.0486175142110252	0.022122	-2.1977	0.035565	0.017782
M1	0.0380062117884138	0.156693	0.2426	0.80995	0.404975
M2	-0.201647603739741	0.156255	-1.2905	0.206418	0.103209
M3	-0.179270889616640	0.155919	-1.1498	0.259031	0.129516
M4	-0.173762836424627	0.156724	-1.1087	0.276079	0.13804
M5	-0.158416651952784	0.156277	-1.0137	0.318577	0.159289
M6	-0.21222427121419	0.155908	-1.3612	0.18326	0.09163
M7	-0.26500251046336	0.156041	-1.6983	0.09947	0.049735
M8	-0.283688585939234	0.158481	-1.79	0.083219	0.04161
M9	-0.237265212191018	0.158833	-1.4938	0.145337	0.072669
M10	-0.0543179461956548	0.166577	-0.3261	0.746553	0.373276
M11	0.0224500909672896	0.166715	0.1347	0.89375	0.446875
t	0.0767557745848375	0.008868	8.6558	0	0

Multiple Linear Regression - Regression Statistics
Multiple R	0.975852123483842
R-squared	0.952287366907923
Adjusted R-squared	0.932278843353181
F-TEST (value)	47.5940848060344
F-TEST (DF numerator)	13
F-TEST (DF denominator)	31
p-value	1.11022302462516e-16
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.20392119736432
Sum Squared Residuals	1.28909949676944

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	100.35	100.216780871730	0.133219128270414
2	100.35	100.016933519986	0.333066480014129
3	100.36	100.109745731846	0.250254268153627
4	100.39	100.156032599107	0.233967400892937
5	100.34	100.185417964832	0.154582035168482
6	100.34	100.237050453539	0.102949546460546
7	100.35	100.251304486033	0.0986955139670732
8	100.43	100.294788930879	0.135211069121431
9	100.47	100.372267615853	0.0977323841467326
10	100.67	100.642180334418	0.0278196655822193
11	100.75	100.742224880533	0.00777511946656353
12	100.78	100.833479874951	-0.0534798749513622
13	100.79	100.888928493987	-0.0989284939871578
14	100.67	100.720682526481	-0.0506825264806321
15	100.64	100.830510868315	-0.190510868314998
16	100.64	100.827694046223	-0.187694046222554
17	100.76	100.975219971480	-0.215219971479798
18	100.79	100.990389324529	-0.200389324529465
19	100.79	100.990058102760	-0.20005810275962
20	100.9	101.080215361248	-0.18021536124786
21	100.98	101.169848424775	-0.189848424775308
22	101.11	101.357111369181	-0.247111369181086
23	101.18	101.435278033902	-0.255278033901771
24	101.22	101.454092932145	-0.234092932145278
25	101.23	101.512458602034	-0.282458602033736
26	101.09	101.343726459385	-0.253726459385096
27	101.26	101.413688439566	-0.153688439566418
28	101.28	101.423998346311	-0.143998346310954
29	101.43	101.474775418288	-0.0447754182882581
30	101.53	101.519601455007	0.0103985449933431
31	101.54	101.493502950705	0.0464970492950365
32	101.54	101.601648689451	-0.0616486894512825
33	101.79	101.726286363211	0.0637136367893329
34	102.18	101.960708296401	0.219291703598866
35	102.37	102.122497085565	0.247502914435208
36	102.46	102.172427192903	0.287572807096641
37	102.46	102.211832032250	0.248167967750479
38	102.03	102.058657494148	-0.0286574941484009
39	102.26	102.166054960272	0.0939450397277893
40	102.33	102.232275008359	0.0977249916405709
41	102.44	102.334586645400	0.105413354599575
42	102.5	102.412958766924	0.0870412330755766
43	102.52	102.465134460502	0.0548655394975103
44	102.66	102.553347018422	0.106652981577712
45	102.72	102.691597596161	0.0284024038392427

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
17	0.159889689320657	0.319779378641315	0.840110310679343
18	0.0955462955625386	0.191092591125077	0.904453704437461
19	0.0575885512366176	0.115177102473235	0.942411448763382
20	0.0577449473878358	0.115489894775672	0.942255052612164
21	0.189869690817305	0.37973938163461	0.810130309182695
22	0.162059918214418	0.324119836428836	0.837940081785582
23	0.129044152837192	0.258088305674385	0.870955847162808
24	0.246059484657333	0.492118969314666	0.753940515342667
25	0.66183617001887	0.676327659962259	0.338163829981129
26	0.590064563777703	0.819870872444595	0.409935436222297
27	0.601779357410566	0.796441285178867	0.398220642589434
28	0.495008936103683	0.990017872207366	0.504991063896317

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