Multiple Linear Regression - Estimated Regression Equation

PS[t] = + 21.3846153846154 + 1.54395604395604M1[t] -0.456043956043958M2[t] + 1.40109890109889M3[t] + 0.538461538461531M4[t] -0.153846153846160M5[t] + 0.461538461538454M6[t] + 1.38461538461538M7[t] + 1.99999999999999M8[t] + 1.69230769230768M9[t] + 1.15384615384615M10[t] -0.461538461538467M11[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)	21.3846153846154	1.187911	18.0019	0	0
M1	1.54395604395604	1.649688	0.9359	0.350856	0.175428
M2	-0.456043956043958	1.649688	-0.2764	0.782597	0.391298
M3	1.40109890109889	1.649688	0.8493	0.397089	0.198545
M4	0.538461538461531	1.67996	0.3205	0.749029	0.374515
M5	-0.153846153846160	1.67996	-0.0916	0.927159	0.463579
M6	0.461538461538454	1.67996	0.2747	0.783908	0.391954
M7	1.38461538461538	1.67996	0.8242	0.411164	0.205582
M8	1.99999999999999	1.67996	1.1905	0.235767	0.117884
M9	1.69230769230768	1.67996	1.0073	0.315422	0.157711
M10	1.15384615384615	1.67996	0.6868	0.493272	0.246636
M11	-0.461538461538467	1.67996	-0.2747	0.783908	0.391954

Multiple Linear Regression - Regression Statistics
Multiple R	0.200542222804997
R-squared	0.040217183127569
Adjusted R-squared	-0.031603299767647
F-TEST (value)	0.559968152626386
F-TEST (DF numerator)	11
F-TEST (DF denominator)	147
p-value	0.858509976817269
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	4.28307523839994
Sum Squared Residuals	2696.67582417582

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	24	22.9285714285714	1.07142857142861
2	25	20.9285714285714	4.07142857142857
3	30	22.7857142857143	7.21428571428569
4	19	21.9230769230769	-2.92307692307692
5	22	21.2307692307692	0.769230769230767
6	22	21.8461538461538	0.153846153846157
7	25	22.7692307692308	2.23076923076923
8	23	23.3846153846154	-0.384615384615375
9	17	23.0769230769231	-6.07692307692307
10	21	22.5384615384615	-1.53846153846154
11	19	20.9230769230769	-1.92307692307692
12	19	21.3846153846154	-2.38461538461540
13	15	22.9285714285714	-7.92857142857143
14	16	20.9285714285714	-4.92857142857142
15	23	22.7857142857143	0.214285714285715
16	27	21.9230769230769	5.07692307692308
17	22	21.2307692307692	0.769230769230769
18	14	21.8461538461538	-7.84615384615385
19	22	22.7692307692308	-0.76923076923077
20	23	23.3846153846154	-0.384615384615383
21	23	23.0769230769231	-0.0769230769230741
22	21	22.5384615384615	-1.53846153846154
23	19	20.9230769230769	-1.92307692307692
24	18	21.3846153846154	-3.38461538461539
25	20	22.9285714285714	-2.92857142857143
26	23	20.9285714285714	2.07142857142858
27	25	22.7857142857143	2.21428571428572
28	19	21.9230769230769	-2.92307692307692
29	24	21.2307692307692	2.76923076923077
30	22	21.8461538461538	0.153846153846155
31	25	22.7692307692308	2.23076923076923
32	26	23.3846153846154	2.61538461538462
33	29	23.0769230769231	5.92307692307693
34	32	22.5384615384615	9.46153846153846
35	25	20.9230769230769	4.07692307692308
36	29	21.3846153846154	7.61538461538461
37	28	22.9285714285714	5.07142857142857
38	17	20.9285714285714	-3.92857142857142
39	28	22.7857142857143	5.21428571428572
40	29	21.9230769230769	7.07692307692308
41	26	21.2307692307692	4.76923076923077
42	25	21.8461538461538	3.15384615384615
43	14	22.7692307692308	-8.76923076923077
44	25	23.3846153846154	1.61538461538462
45	26	23.0769230769231	2.92307692307692
46	20	22.5384615384615	-2.53846153846154
47	18	20.9230769230769	-2.92307692307692
48	32	21.3846153846154	10.6153846153846
49	25	22.9285714285714	2.07142857142857
50	25	20.9285714285714	4.07142857142857
51	23	22.7857142857143	0.214285714285715
52	21	21.9230769230769	-0.923076923076921
53	20	21.2307692307692	-1.23076923076923
54	15	21.8461538461538	-6.84615384615385
55	30	22.7692307692308	7.23076923076923
56	24	23.3846153846154	0.615384615384615
57	26	23.0769230769231	2.92307692307692
58	24	22.5384615384615	1.46153846153846
59	22	20.9230769230769	1.07692307692308
60	14	21.3846153846154	-7.38461538461539
61	24	22.9285714285714	1.07142857142857
62	24	20.9285714285714	3.07142857142857
63	24	22.7857142857143	1.21428571428572
64	24	21.9230769230769	2.07692307692308
65	19	21.2307692307692	-2.23076923076923
66	31	21.8461538461538	9.15384615384615
67	22	22.7692307692308	-0.76923076923077
68	27	23.3846153846154	3.61538461538461
69	19	23.0769230769231	-4.07692307692307
70	25	22.5384615384615	2.46153846153846
71	20	20.9230769230769	-0.923076923076922
72	21	21.3846153846154	-0.384615384615392
73	27	22.9285714285714	4.07142857142857
74	23	20.9285714285714	2.07142857142858
75	25	22.7857142857143	2.21428571428572
76	20	21.9230769230769	-1.92307692307692
77	21	21.2307692307692	-0.230769230769232
78	22	21.8461538461538	0.153846153846155
79	23	22.7692307692308	0.230769230769230
80	25	23.3846153846154	1.61538461538462
81	25	23.0769230769231	1.92307692307693
82	17	22.5384615384615	-5.53846153846154
83	19	20.9230769230769	-1.92307692307692
84	25	21.3846153846154	3.61538461538461
85	19	22.9285714285714	-3.92857142857143
86	20	20.9285714285714	-0.928571428571425
87	26	22.7857142857143	3.21428571428572
88	23	21.9230769230769	1.07692307692308
89	27	21.2307692307692	5.76923076923077
90	17	21.8461538461538	-4.84615384615385
91	17	22.7692307692308	-5.76923076923077
92	19	23.3846153846154	-4.38461538461538
93	17	23.0769230769231	-6.07692307692307
94	22	22.5384615384615	-0.538461538461538
95	21	20.9230769230769	0.076923076923077
96	32	21.3846153846154	10.6153846153846
97	21	22.9285714285714	-1.92857142857143
98	21	20.9285714285714	0.0714285714285749
99	18	22.7857142857143	-4.78571428571428
100	18	21.9230769230769	-3.92307692307692
101	23	21.2307692307692	1.76923076923077
102	19	21.8461538461538	-2.84615384615385
103	20	22.7692307692308	-2.76923076923077
104	21	23.3846153846154	-2.38461538461538
105	20	23.0769230769231	-3.07692307692308
106	17	22.5384615384615	-5.53846153846154
107	18	20.9230769230769	-2.92307692307692
108	19	21.3846153846154	-2.38461538461539
109	22	22.9285714285714	-0.928571428571431
110	15	20.9285714285714	-5.92857142857143
111	14	22.7857142857143	-8.7857142857143
112	18	21.9230769230769	-3.92307692307692
113	24	21.2307692307692	2.76923076923077
114	35	21.8461538461538	13.1538461538462
115	29	22.7692307692308	6.23076923076923
116	21	23.3846153846154	-2.38461538461538
117	25	23.0769230769231	1.92307692307693
118	20	22.5384615384615	-2.53846153846154
119	22	20.9230769230769	1.07692307692308
120	13	21.3846153846154	-8.38461538461539
121	26	22.9285714285714	3.07142857142857
122	17	20.9285714285714	-3.92857142857142
123	25	22.7857142857143	2.21428571428572
124	20	21.9230769230769	-1.92307692307692
125	19	21.2307692307692	-2.23076923076923
126	21	21.8461538461538	-0.846153846153846
127	22	22.7692307692308	-0.76923076923077
128	24	23.3846153846154	0.615384615384615
129	21	23.0769230769231	-2.07692307692308
130	26	22.5384615384615	3.46153846153846
131	24	20.9230769230769	3.07692307692308
132	16	21.3846153846154	-5.38461538461539
133	23	22.9285714285714	0.0714285714285696
134	18	20.9285714285714	-2.92857142857142
135	16	22.7857142857143	-6.78571428571429
136	26	21.9230769230769	4.07692307692308
137	19	21.2307692307692	-2.23076923076923
138	21	21.8461538461538	-0.846153846153846
139	21	22.7692307692308	-1.76923076923077
140	22	23.3846153846154	-1.38461538461538
141	23	23.0769230769231	-0.0769230769230741
142	29	22.5384615384615	6.46153846153846
143	21	20.9230769230769	0.076923076923077
144	21	21.3846153846154	-0.384615384615392
145	23	22.9285714285714	0.0714285714285696
146	27	20.9285714285714	6.07142857142857
147	25	22.7857142857143	2.21428571428572
148	21	21.9230769230769	-0.923076923076921
149	10	21.2307692307692	-11.2307692307692
150	20	21.8461538461538	-1.84615384615385
151	26	22.7692307692308	3.23076923076923
152	24	23.3846153846154	0.615384615384615
153	29	23.0769230769231	5.92307692307693
154	19	22.5384615384615	-3.53846153846154
155	24	20.9230769230769	3.07692307692308
156	19	21.3846153846154	-2.38461538461539
157	24	22.9285714285714	1.07142857142857
158	22	20.9285714285714	1.07142857142858
159	17	22.7857142857143	-5.78571428571428

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
15	0.864751796938915	0.27049640612217	0.135248203061085
16	0.876431217950371	0.247137564099257	0.123568782049629
17	0.79506818688698	0.409863626226042	0.204931813113021
18	0.829136782556346	0.341726434887308	0.170863217443654
19	0.764523509147891	0.470952981704218	0.235476490852109
20	0.675163692568172	0.649672614863657	0.324836307431828
21	0.656673592590036	0.686652814819927	0.343326407409964
22	0.564902847924592	0.870194304150815	0.435097152075408
23	0.473316258646911	0.946632517293821	0.526683741353089
24	0.391394633611533	0.782789267223067	0.608605366388467
25	0.314853585609012	0.629707171218023	0.685146414390988
26	0.259617639576978	0.519235279153957	0.740382360423022
27	0.20381603189129	0.40763206378258	0.79618396810871
28	0.18384653790972	0.36769307581944	0.81615346209028
29	0.144556319229767	0.289112638459534	0.855443680770233
30	0.128327837249788	0.256655674499576	0.871672162750212
31	0.0964945352096202	0.192989070419240	0.90350546479038
32	0.078611709888819	0.157223419777638	0.921388290111181
33	0.157323120455648	0.314646240911295	0.842676879544352
34	0.360411812413372	0.720823624826744	0.639588187586628
35	0.375996959283984	0.751993918567968	0.624003040716016
36	0.552187412365217	0.895625175269566	0.447812587634783
37	0.63385406055876	0.732291878882481	0.366145939441241
38	0.617622811123999	0.764754377752002	0.382377188876001
39	0.590852600399279	0.818294799201442	0.409147399600721
40	0.660715028671013	0.678569942657973	0.339284971328987
41	0.643117677020397	0.713764645959205	0.356882322979603
42	0.644533530820981	0.710932938358038	0.355466469179019
43	0.783084811697851	0.433830376604297	0.216915188302149
44	0.742370971430964	0.515258057138073	0.257629028569036
45	0.713149342333033	0.573701315333934	0.286850657666967
46	0.696692459302374	0.606615081395252	0.303307540697626
47	0.665974625849455	0.66805074830109	0.334025374150545
48	0.825203411183597	0.349593177632805	0.174796588816403
49	0.801238503056153	0.397522993887695	0.198761496943847
50	0.797323016458846	0.405353967082309	0.202676983541155
51	0.77365767583678	0.452684648326441	0.226342324163221
52	0.739216949871929	0.521566100256143	0.260783050128071
53	0.710063118905153	0.579873762189694	0.289936881094847
54	0.75288985023446	0.49422029953108	0.24711014976554
55	0.82330666181787	0.353386676364261	0.176693338182131
56	0.78856478060516	0.422870438789681	0.211435219394841
57	0.763952998316855	0.47209400336629	0.236047001683145
58	0.726261312125159	0.547477375749682	0.273738687874841
59	0.686364412936928	0.627271174126144	0.313635587063072
60	0.795058755298117	0.409882489403766	0.204941244701883
61	0.760402879879232	0.479194240241536	0.239597120120768
62	0.738293462864896	0.523413074270208	0.261706537135104
63	0.708167134307789	0.583665731384422	0.291832865692211
64	0.673358136658039	0.653283726683921	0.326641863341961
65	0.646408286417026	0.707183427165948	0.353591713582974
66	0.800804603675093	0.398390792649814	0.199195396324907
67	0.76589427475951	0.468211450480979	0.234105725240489
68	0.752141025039457	0.495717949921086	0.247858974960543
69	0.750049383258682	0.499901233482637	0.249950616741318
70	0.722463032397216	0.555073935205569	0.277536967602784
71	0.68163359643706	0.63673280712588	0.31836640356294
72	0.638701703178038	0.722596593643923	0.361298296821962
73	0.632767423035874	0.734465153928252	0.367232576964126
74	0.597012326738653	0.805975346522695	0.402987673261347
75	0.574351944562522	0.851296110874956	0.425648055437478
76	0.538512527074804	0.922974945850391	0.461487472925196
77	0.491717776803143	0.983435553606287	0.508282223196857
78	0.443341627394073	0.886683254788147	0.556658372605927
79	0.395759178033614	0.791518356067227	0.604240821966386
80	0.359590816328295	0.71918163265659	0.640409183671705
81	0.3238020132973	0.6476040265946	0.6761979867027
82	0.354341856412602	0.708683712825205	0.645658143587398
83	0.319106416007349	0.638212832014699	0.680893583992651
84	0.308345311323664	0.616690622647327	0.691654688676336
85	0.300767648357083	0.601535296714167	0.699232351642917
86	0.262616735426485	0.525233470852969	0.737383264573515
87	0.266944981924703	0.533889963849406	0.733055018075297
88	0.233193966323901	0.466387932647802	0.766806033676099
89	0.276038627407287	0.552077254814573	0.723961372592713
90	0.293053485342617	0.586106970685234	0.706946514657383
91	0.331333987553568	0.662667975107135	0.668666012446433
92	0.330410037056704	0.660820074113408	0.669589962943296
93	0.37724561213505	0.7544912242701	0.62275438786495
94	0.331548952030314	0.663097904060628	0.668451047969686
95	0.288623519788016	0.577247039576033	0.711376480211984
96	0.606890963048471	0.786218073903058	0.393109036951529
97	0.570558547558209	0.858882904883583	0.429441452441791
98	0.522719150259515	0.95456169948097	0.477280849740485
99	0.526028907545675	0.94794218490865	0.473971092454325
100	0.510633686222591	0.978732627554817	0.489366313777409
101	0.497213898991802	0.994427797983605	0.502786101008198
102	0.491691449370183	0.983382898740366	0.508308550629817
103	0.47608134417759	0.95216268835518	0.52391865582241
104	0.436676298111581	0.873352596223161	0.56332370188842
105	0.423321737319179	0.846643474638358	0.576678262680821
106	0.467268568395091	0.934537136790181	0.53273143160491
107	0.456857518342823	0.913715036685645	0.543142481657177
108	0.427010952276396	0.854021904552793	0.572989047723604
109	0.381495633962788	0.762991267925576	0.618504366037212
110	0.4225617119994	0.8451234239988	0.5774382880006
111	0.534319128048304	0.931361743903392	0.465680871951696
112	0.523793756923973	0.952412486152055	0.476206243076027
113	0.583081234031432	0.833837531937137	0.416918765968568
114	0.928100484601733	0.143799030796535	0.0718995153982675
115	0.945128037619163	0.109743924761674	0.0548719623808371
116	0.932015456432582	0.135969087134835	0.0679845435674175
117	0.91138555192106	0.177228896157881	0.0886144480789407
118	0.90931157058905	0.181376858821900	0.0906884294109499
119	0.883108321007247	0.233783357985507	0.116891678992753
120	0.915169902631809	0.169660194736382	0.0848300973681909
121	0.89851638087058	0.202967238258840	0.101483619129420
122	0.906400670409298	0.187198659181405	0.0935993295907026
123	0.916340617232858	0.167318765534285	0.0836593827671425
124	0.902050247376216	0.195899505247569	0.0979497526237843
125	0.898065544576503	0.203868910846995	0.101934455423497
126	0.863573329402	0.272853341196	0.136426670598
127	0.824367328486195	0.351265343027609	0.175632671513805
128	0.775277126760681	0.449445746478638	0.224722873239319
129	0.771169727108326	0.457660545783347	0.228830272891674
130	0.724846079890096	0.550307840219808	0.275153920109904
131	0.667218848225922	0.665562303548155	0.332781151774078
132	0.64887029611554	0.70225940776892	0.35112970388446
133	0.57122230409691	0.85755539180618	0.42877769590309
134	0.609975907344255	0.78004818531149	0.390024092655745
135	0.619857593514923	0.760284812970154	0.380142406485077
136	0.595573340527665	0.80885331894467	0.404426659472335
137	0.707254164627692	0.585491670744616	0.292745835372308
138	0.617296062616984	0.765407874766032	0.382703937383016
139	0.585272276821922	0.829455446356156	0.414727723178078
140	0.486055092611856	0.972110185223712	0.513944907388144
141	0.477021115569851	0.954042231139702	0.522978884430149
142	0.730684502424978	0.538630995150045	0.269315497575022
143	0.632504715224611	0.734990569550779	0.367495284775389
144	0.480971305322613	0.961942610645226	0.519028694677387

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