Multiple Linear Regression - Estimated Regression Equation

Y[t] = + 679.75 + 58.25X[t] -13.6000000000002M1[t] -34.4000000000001M2[t] + 49.1999999999999M3[t] -36.3999999999999M4[t] -18.0000000000001M5[t] + 112M6[t] -263.600000000000M7[t] -341.2M8[t] + 124.4M9[t] + 70.8M10[t] -29.2M11[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)	679.75	24.528193	27.713	0	0
X	58.25	17.520138	3.3247	0.001722	0.000861
M1	-13.6000000000002	34.332318	-0.3961	0.693803	0.346902
M2	-34.4000000000001	34.332318	-1.002	0.321488	0.160744
M3	49.1999999999999	34.332318	1.4331	0.158462	0.079231
M4	-36.3999999999999	34.332318	-1.0602	0.29446	0.14723
M5	-18.0000000000001	34.332318	-0.5243	0.602543	0.301271
M6	112	34.332318	3.2622	0.002062	0.001031
M7	-263.600000000000	34.332318	-7.6779	0	0
M8	-341.2	34.332318	-9.9382	0	0
M9	124.4	34.332318	3.6234	0.000712	0.000356
M10	70.8	34.332318	2.0622	0.044741	0.022371
M11	-29.2	34.332318	-0.8505	0.399354	0.199677

Multiple Linear Regression - Regression Statistics
Multiple R	0.94235859215616
R-squared	0.88803971621054
Adjusted R-squared	0.859454111838763
F-TEST (value)	31.0659765895072
F-TEST (DF numerator)	12
F-TEST (DF denominator)	47
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	54.2841617119207
Sum Squared Residuals	138498.2

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	627	666.15	-39.1500000000007
2	696	645.35	50.6499999999999
3	825	728.95	96.05
4	677	643.35	33.65
5	656	661.75	-5.74999999999988
6	785	791.75	-6.75000000000002
7	412	416.15	-4.14999999999964
8	352	338.55	13.4500000000000
9	839	804.15	34.8499999999998
10	729	750.55	-21.5500000000001
11	696	650.55	45.4500000000001
12	641	679.75	-38.75
13	695	666.15	28.8500000000002
14	638	645.35	-7.34999999999995
15	762	728.95	33.05
16	635	643.35	-8.35000000000002
17	721	661.75	59.25
18	854	791.75	62.25
19	418	416.15	1.84999999999994
20	367	338.55	28.4500000000000
21	824	804.15	19.8500000000001
22	687	750.55	-63.55
23	601	650.55	-49.55
24	676	679.75	-3.74999999999999
25	740	666.15	73.8500000000002
26	691	645.35	45.65
27	683	728.95	-45.95
28	594	643.35	-49.35
29	729	661.75	67.25
30	731	791.75	-60.75
31	386	416.15	-30.1500000000001
32	331	338.55	-7.54999999999994
33	707	804.15	-97.15
34	715	750.55	-35.55
35	657	650.55	6.44999999999998
36	653	679.75	-26.75
37	642	666.15	-24.1499999999998
38	643	645.35	-2.34999999999995
39	718	728.95	-10.9500000000000
40	654	643.35	10.6500000000000
41	632	661.75	-29.7500000000000
42	731	791.75	-60.75
43	392	416.15	-24.1500000000001
44	344	338.55	5.45000000000005
45	792	804.15	-12.1499999999999
46	852	750.55	101.45
47	649	650.55	-1.55000000000002
48	629	679.75	-50.75
49	685	724.4	-39.3999999999998
50	617	703.6	-86.6
51	715	787.2	-72.2
52	715	701.6	13.4000000000000
53	629	720	-91
54	916	850	66
55	531	474.4	56.5999999999999
56	357	396.8	-39.8000000000001
57	917	862.4	54.6000000000001
58	828	808.8	19.2000000000000
59	708	708.8	-0.800000000000057
60	858	738	120

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
16	0.414384583051877	0.828769166103754	0.585615416948123
17	0.369488128313027	0.738976256626053	0.630511871686974
18	0.352133509691225	0.70426701938245	0.647866490308775
19	0.22802041461536	0.45604082923072	0.77197958538464
20	0.145381882697996	0.290763765395992	0.854618117302004
21	0.0879435580538189	0.175887116107638	0.912056441946181
22	0.0706038655450504	0.141207731090101	0.92939613445495
23	0.104135079323896	0.208270158647792	0.895864920676104
24	0.0688143662381836	0.137628732476367	0.931185633761816
25	0.110603992248883	0.221207984497766	0.889396007751117
26	0.0958697566987357	0.191739513397471	0.904130243301264
27	0.163096544642818	0.326193089285635	0.836903455357182
28	0.1508374635655	0.3016749271310	0.8491625364345
29	0.203020910254333	0.406041820508666	0.796979089745667
30	0.232412057991474	0.464824115982948	0.767587942008526
31	0.178788730686450	0.357577461372901	0.82121126931355
32	0.128794591838127	0.257589183676255	0.871205408161873
33	0.273552827037235	0.547105654074471	0.726447172962765
34	0.270574898271389	0.541149796542778	0.729425101728611
35	0.195251875663702	0.390503751327404	0.804748124336298
36	0.155811430560086	0.311622861120171	0.844188569439914
37	0.115034752478692	0.230069504957384	0.884965247521308
38	0.119202391009998	0.238404782019997	0.880797608990002
39	0.114728562740669	0.229457125481338	0.885271437259331
40	0.0726704504062712	0.145340900812542	0.927329549593729
41	0.0947280308337312	0.189456061667462	0.905271969166269
42	0.101369779015440	0.202739558030879	0.89863022098456
43	0.0663667695031637	0.132733539006327	0.933633230496836
44	0.0499549791120581	0.0999099582241162	0.950045020887942

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	1	0.0344827586206897	OK