Multiple Linear Regression - Estimated Regression Equation

Y[t] = + 701.25 + 79.75X[t] -21.4833333333334M1[t] -41.5666666666667M2[t] + 42.75M3[t] -42.1333333333332M4[t] -23.0166666666668M5[t] + 107.7M6[t] -267.183333333333M7[t] -344.066666666667M8[t] + 122.25M9[t] + 69.3666666666667M10[t] -29.9166666666666M11[t] -0.716666666666665t + 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)	701.25	29.976568	23.3933	0	0
X	79.75	24.640587	3.2365	0.002246	0.001123
M1	-21.4833333333334	34.735557	-0.6185	0.539308	0.269654
M2	-41.5666666666667	34.633443	-1.2002	0.236211	0.118105
M3	42.75	34.540794	1.2377	0.22212	0.11106
M4	-42.1333333333332	34.457687	-1.2228	0.22765	0.113825
M5	-23.0166666666668	34.38419	-0.6694	0.506589	0.253294
M6	107.7	34.320366	3.1381	0.002966	0.001483
M7	-267.183333333333	34.266268	-7.7973	0	0
M8	-344.066666666667	34.221942	-10.054	0	0
M9	122.25	34.187427	3.5759	0.000834	0.000417
M10	69.3666666666667	34.162751	2.0305	0.048113	0.024056
M11	-29.9166666666666	34.147938	-0.8761	0.385533	0.192767
t	-0.716666666666665	0.580784	-1.234	0.223484	0.111742

Multiple Linear Regression - Regression Statistics
Multiple R	0.944260037716194
R-squared	0.891627018827788
Adjusted R-squared	0.860999871974771
F-TEST (value)	29.1123108236891
F-TEST (DF numerator)	13
F-TEST (DF denominator)	46
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	53.9848207329173
Sum Squared Residuals	134060.6

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	627	679.05	-52.0500000000007
2	696	658.25	37.7499999999999
3	825	741.85	83.15
4	677	656.25	20.7500000000000
5	656	674.65	-18.6499999999999
6	785	804.65	-19.6500000000000
7	412	429.050000000000	-17.0499999999995
8	352	351.45	0.550000000000007
9	839	817.05	21.9499999999998
10	729	763.45	-34.4500000000000
11	696	663.45	32.5500000000002
12	641	692.65	-51.65
13	695	670.45	24.5500000000002
14	638	649.65	-11.6500000000000
15	762	733.25	28.75
16	635	647.65	-12.65
17	721	666.05	54.95
18	854	796.05	57.95
19	418	420.45	-2.45000000000004
20	367	342.85	24.1500000000001
21	824	808.45	15.5500000000001
22	687	754.85	-67.85
23	601	654.85	-53.85
24	676	684.05	-8.04999999999999
25	740	661.85	78.1500000000001
26	691	641.05	49.95
27	683	724.65	-41.65
28	594	639.05	-45.05
29	729	657.45	71.55
30	731	787.45	-56.45
31	386	411.85	-25.8500000000001
32	331	334.25	-3.24999999999997
33	707	799.85	-92.85
34	715	746.25	-31.25
35	657	646.25	10.7500000000000
36	653	675.45	-22.45
37	642	653.25	-11.2499999999998
38	643	632.45	10.5500000000000
39	718	716.05	1.94999999999998
40	654	630.45	23.5500000000000
41	632	648.85	-16.8500000000001
42	731	778.85	-47.85
43	392	403.25	-11.2500000000001
44	344	325.65	18.35
45	792	791.25	0.750000000000033
46	852	737.65	114.35
47	649	637.65	11.3500000000000
48	629	666.85	-37.85
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	-0.80000000000003
60	858	738	120

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
17	0.512243420649432	0.975513158701135	0.487756579350568
18	0.46846025111211	0.93692050222422	0.53153974888789
19	0.316574125000237	0.633148250000474	0.683425874999763
20	0.209149195768766	0.418298391537532	0.790850804231234
21	0.138155484332008	0.276310968664017	0.861844515667992
22	0.105241455925740	0.210482911851480	0.89475854407426
23	0.131113477026555	0.26222695405311	0.868886522973445
24	0.0899832228121516	0.179966445624303	0.910016777187848
25	0.136281211662821	0.272562423325642	0.863718788337179
26	0.123735440026921	0.247470880053842	0.876264559973079
27	0.211623486406481	0.423246972812962	0.788376513593519
28	0.174762469704826	0.349524939409652	0.825237530295174
29	0.319374417199862	0.638748834399723	0.680625582800138
30	0.307959377919339	0.615918755838678	0.692040622080661
31	0.226212964370606	0.452425928741212	0.773787035629394
32	0.191372609390358	0.382745218780717	0.808627390609642
33	0.245217118038797	0.490434236077595	0.754782881961203
34	0.204883136361449	0.409766272722898	0.795116863638551
35	0.162225441609483	0.324450883218965	0.837774558390517
36	0.10627212562093	0.21254425124186	0.89372787437907
37	0.0675821922951926	0.135164384590385	0.932417807704807
38	0.0645889589774143	0.129177917954829	0.935411041022586
39	0.0555860074547207	0.111172014909441	0.94441399254528
40	0.0353528387500409	0.0707056775000819	0.96464716124996
41	0.0396102612727751	0.0792205225455503	0.960389738727225
42	0.0363420743778348	0.0726841487556695	0.963657925622165
43	0.0202466619172406	0.0404933238344812	0.97975333808276

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	1	0.0370370370370370	OK
10% type I error level	4	0.148148148148148	NOK