Multiple Linear Regression - Estimated Regression Equation

y(t)[t] = + 3.23484343028908 + 0.00980623397008176`x(t)`[t] + 1.05967389184518`y(t-1)`[t] -0.078236397966839`y(t-2)`[t] -0.259322390600045`y(t-3)`[t] + 0.235745370015547`y(t-4)`[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)	3.23484343028908	5.350932	0.6045	0.549385	0.274693
`x(t)`	0.00980623397008176	0.00935	1.0488	0.301438	0.150719
`y(t-1)`	1.05967389184518	0.166392	6.3685	0	0
`y(t-2)`	-0.078236397966839	0.241364	-0.3241	0.747759	0.37388
`y(t-3)`	-0.259322390600045	0.242875	-1.0677	0.292957	0.146479
`y(t-4)`	0.235745370015547	0.167281	1.4093	0.167576	0.083788

Multiple Linear Regression - Regression Statistics
Multiple R	0.987945997772003
R-squared	0.976037294513718
Adjusted R-squared	0.97261405087282
F-TEST (value)	285.120603994712
F-TEST (DF numerator)	5
F-TEST (DF denominator)	35
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.126325888335065
Sum Squared Residuals	0.558538052227512

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	100.34	100.427597208559	-0.0875972085586901
2	100.34	100.363887520079	-0.0238875200790140
3	100.35	100.364338368754	-0.0143383687535358
4	100.43	100.397915458493	0.0320845415065422
5	100.47	100.479337597293	-0.009337597292526
6	100.67	100.510813108089	0.159186891910742
7	100.75	100.712016950359	0.0379830496411366
8	100.78	100.782177578273	-0.00217757827309182
9	100.79	100.777237825315	0.0127621746847935
10	100.67	100.812969440786	-0.142969440786479
11	100.64	100.693948796195	-0.0539487961952083
12	100.64	100.693186993838	-0.0531869938379806
13	100.76	100.717831119623	0.0421688803767487
14	100.79	100.826051211396	-0.0360512113960248
15	100.79	100.84628381628	-0.0562838162799347
16	100.9	100.806345923049	0.0936540769513304
17	100.98	100.950186125275	0.0298138747251378
18	101.11	101.048037682562	0.0619623174379843
19	101.18	101.166210576352	0.0137894236478478
20	101.22	101.242561767298	-0.0225617672975086
21	101.23	101.275995125342	-0.0459951253421565
22	101.09	101.297133487178	-0.207133487178366
23	101.26	101.160009799000	0.099990201000491
24	101.28	101.372457273499	-0.0924572734988925
25	101.43	101.427348450940	0.00265154905984417
26	101.53	101.503232843267	0.026767156733113
27	101.54	101.642455458836	-0.102455458836195
28	101.54	101.600944685779	-0.060944685779087
29	101.79	101.609297701223	0.180702298777354
30	102.18	101.900296728944	0.279703271056065
31	102.37	102.294700841197	0.0752991588029078
32	102.46	102.401578648848	0.0584213511520858
33	102.46	102.455084656324	0.00491534367623404
34	102.03	102.488751573805	-0.458751573804783
35	102.26	102.052877345685	0.207122654314603
36	102.33	102.354697132447	-0.0246971324470634
37	102.44	102.520329252168	-0.0803292521681463
38	102.5	102.459223066743	0.0407769332571525
39	102.52	102.544578748536	-0.0245787485361407
40	102.66	102.542974890369	0.117025109631340
41	102.72	102.697097222003	0.022902777997371

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
9	0.239593239200557	0.479186478401115	0.760406760799442
10	0.122281369387027	0.244562738774054	0.877718630612973
11	0.0634053601452349	0.126810720290470	0.936594639854765
12	0.0278108972213377	0.0556217944426755	0.972189102778662
13	0.0220840982907650	0.0441681965815301	0.977915901709235
14	0.00898967159887451	0.0179793431977490	0.991010328401125
15	0.0116383329203802	0.0232766658407604	0.98836166707962
16	0.0175189356894709	0.0350378713789418	0.98248106431053
17	0.0100057060460361	0.0200114120920721	0.989994293953964
18	0.00471663820397071	0.00943327640794142	0.99528336179603
19	0.00203906894972595	0.00407813789945191	0.997960931050274
20	0.000915443151555947	0.00183088630311189	0.999084556848444
21	0.000385134081331131	0.000770268162662261	0.999614865918669
22	0.00195855422007866	0.00391710844015732	0.998041445779921
23	0.00320002758039618	0.00640005516079237	0.996799972419604
24	0.0026284648980084	0.0052569297960168	0.997371535101992
25	0.00125122328609191	0.00250244657218381	0.998748776713908
26	0.000674833794499011	0.00134966758899802	0.9993251662055
27	0.000661878575713988	0.00132375715142798	0.999338121424286
28	0.00247250374208703	0.00494500748417406	0.997527496257913
29	0.0293638156456113	0.0587276312912227	0.970636184354389
30	0.0386633551914963	0.0773267103829925	0.961336644808504
31	0.0388013029380512	0.0776026058761023	0.961198697061949
32	0.106479598587776	0.212959197175553	0.893520401412224

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	11	0.458333333333333	NOK
5% type I error level	16	0.666666666666667	NOK
10% type I error level	20	0.833333333333333	NOK