Multiple Linear Regression - Estimated Regression Equation

Y_t[t] = + 13.2907280296004 -0.368425731377247b_1[t] + 0.0437427998472926b_2[t] + 0.0174641693390636b_3[t] + 0.0481096813814307b_4[t] + 0.81384209306755b_5[t] + 0.0293493833358802b_6[t] -0.00324891555912615t + 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)	13.2907280296004	2.390117	5.5607	0	0
b_1	-0.368425731377247	0.050782	-7.255	0	0
b_2	0.0437427998472926	0.04738	0.9232	0.357327	0.178663
b_3	0.0174641693390636	0.049358	0.3538	0.723954	0.361977
b_4	0.0481096813814307	0.133285	0.361	0.718629	0.359314
b_5	0.81384209306755	0.325885	2.4973	0.013565	0.006782
b_6	0.0293493833358802	0.015242	1.9255	0.056007	0.028004
t	-0.00324891555912615	0.003354	-0.9687	0.334206	0.167103

Multiple Linear Regression - Regression Statistics
Multiple R	0.601314228778046
R-squared	0.361578801730936
Adjusted R-squared	0.33255965635507
F-TEST (value)	12.4600086269818
F-TEST (DF numerator)	7
F-TEST (DF denominator)	154
p-value	1.35669253609194e-12
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	1.90976435464058
Sum Squared Residuals	561.668783099383

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	14	14.7645969472198	-0.764596947219812
2	18	15.7046989125972	2.2953010874028
3	11	13.983236011679	-2.98323601167903
4	12	13.8623244187872	-1.86232441878721
5	16	11.992923215474	4.00707678452601
6	18	14.9355070567797	3.0644929432203
7	14	10.6234988397205	3.37650116027948
8	14	15.6448691533024	-1.64486915330244
9	15	15.7770255265547	-0.777025526554685
10	15	14.8277810710351	0.17221892896491
11	17	15.0114993397187	1.98850066028133
12	19	15.8733997760669	3.1266002239331
13	10	12.9375417696914	-2.93754176969136
14	16	13.931820945473	2.06817905452704
15	18	16.2703864710066	1.72961352899337
16	14	12.8879153700208	1.11208462997923
17	14	13.457829530062	0.542170469937996
18	17	16.0045173414491	0.995482658550939
19	14	14.9651503962404	-0.965150396240434
20	16	14.0322050304273	1.96779496957268
21	18	15.6373362971715	2.36266370282852
22	11	13.8226983526773	-2.82269835267729
23	14	14.6875418495768	-0.687541849576753
24	12	14.0149546991041	-2.01495469910406
25	17	14.8161317616697	2.18386823833025
26	9	16.1742987592141	-7.17429875921408
27	16	14.8355243956245	1.16447560437547
28	14	13.8096233304245	0.190376669575521
29	15	14.2158637154949	0.78413628450508
30	11	13.4618193908899	-2.46181939088987
31	16	15.8565509700201	0.143449029979929
32	13	12.1709361284299	0.829063871570053
33	17	15.5016060544593	1.49839394554066
34	15	15.6734280005745	-0.673428000574544
35	14	13.5197920969035	0.480207903096474
36	16	15.3669237490867	0.633076250913257
37	9	10.5678928826018	-1.56789288260184
38	15	13.9565796698158	1.04342033018424
39	17	15.44103644169	1.55896355830996
40	13	14.6107703654412	-1.61077036544118
41	15	15.1138796367695	-0.113879636769532
42	16	14.1992631953206	1.80073680467943
43	16	14.90628403965	1.09371596035001
44	12	12.6732419423672	-0.673241942367152
45	12	14.9698400208794	-2.96984002087944
46	11	14.4891256888219	-3.48912568882192
47	15	15.9677475547295	-0.967747554729514
48	15	15.2151061638429	-0.215106163842915
49	17	13.8880589654639	3.11194103453615
50	13	14.3946014866578	-1.39460148665785
51	16	15.5951343472038	0.404865652796181
52	14	12.8557607789918	1.14423922100815
53	11	11.3926398041221	-0.39263980412209
54	12	13.9974482244811	-1.99744822448107
55	12	13.9213792927973	-1.92137929279727
56	15	14.8324095689902	0.167590431009791
57	16	14.5725597751362	1.42744022486378
58	15	15.5667070455814	-0.566707045581421
59	12	14.8807049227627	-2.88070492276273
60	12	13.6387073550046	-1.63870735500457
61	8	10.0826608456212	-2.0826608456212
62	13	14.2295924977003	-1.22959249770029
63	11	14.9659621163183	-3.96596211631832
64	14	13.5359540093534	0.46404599064663
65	15	13.7891412190898	1.21085878091016
66	10	14.6556872456105	-4.6556872456105
67	11	12.822922919179	-1.82292291917903
68	12	13.598678835977	-1.59867883597703
69	15	14.4250766894343	0.574923310565651
70	15	13.2145711725476	1.78542882745243
71	14	13.5296989298638	0.470301070136167
72	16	13.1871350755725	2.81286492442754
73	15	14.7611965993196	0.238803400680355
74	15	14.9507518246078	0.0492481753921514
75	13	14.3370620524913	-1.33706205249133
76	12	12.3014010918755	-0.301401091875453
77	17	14.4864839914739	2.51351600852607
78	13	12.7134431413504	0.286556858649583
79	15	13.4038457461225	1.59615425387747
80	13	14.2776896267724	-1.27768962677241
81	15	14.5470426717437	0.452957328256261
82	16	13.5833322997731	2.41666770022686
83	15	15.8870047869045	-0.887004786904478
84	16	13.8351828087253	2.16481719127465
85	15	14.7652872815756	0.234712718424411
86	14	14.4265953211158	-0.426595321115803
87	15	13.8437397471467	1.15626025285327
88	14	14.5406275100853	-0.540627510085342
89	13	12.8826280546869	0.117371945313136
90	7	10.7873692673018	-3.78736926730178
91	17	14.3324098263907	2.66759017360931
92	13	12.9470208120015	0.0529791879984996
93	15	14.7318802052087	0.268119794791319
94	14	13.5174778375425	0.482522162457533
95	13	15.3808615852566	-2.38086158525664
96	16	15.4462854307947	0.553714569205341
97	12	13.1512838217478	-1.15128382174777
98	14	15.0925181564119	-1.09251815641193
99	17	14.4815223546315	2.51847764536853
100	15	14.7963363695323	0.203663630467684
101	17	15.6154952003123	1.38450479968774
102	12	12.4867043656095	-0.486704365609537
103	16	15.193214499013	0.806785500986969
104	11	13.7233690624	-2.72336906239999
105	15	13.475791171285	1.52420882871496
106	9	11.0947390196558	-2.09473901965578
107	16	15.183833175733	0.816166824267037
108	15	12.7014496637099	2.29855033629012
109	10	12.2572852353521	-2.25728523535211
110	10	10.0900295922271	-0.0900295922270626
111	15	14.1063101462016	0.893689853798371
112	11	13.47356180207	-2.47356180206998
113	13	15.6742040654581	-2.67420406545814
114	14	11.6141082471316	2.38589175286844
115	18	14.7282091506964	3.27179084930365
116	16	14.9983068826327	1.00169311736732
117	14	13.6279929079246	0.372007092075396
118	14	14.384004663693	-0.38400466369301
119	14	15.6851504844943	-1.68515048449433
120	14	14.1706381958864	-0.170638195886382
121	12	13.0672334333875	-1.06723343338754
122	14	13.7500693895883	0.249930610411732
123	15	15.7845830723054	-0.784583072305419
124	15	16.3957527169438	-1.3957527169438
125	15	14.7750124995766	0.224987500423436
126	13	15.0004171450492	-2.00041714504918
127	17	15.7555267834956	1.24447321650443
128	17	15.7531988105018	1.24680118949822
129	19	15.3117452660264	3.68825473397357
130	15	14.1149810140633	0.885018985936728
131	13	13.952999576838	-0.952999576838019
132	9	10.3735726850007	-1.37357268500072
133	15	15.667660105663	-0.667660105662953
134	15	12.0267946770177	2.97320532298225
135	15	13.9656611791637	1.03433882083631
136	16	13.8894112780466	2.11058872195343
137	11	8.46243031456987	2.53756968543013
138	14	12.8088182082409	1.19118179175907
139	11	12.5485587956157	-1.54855879561568
140	15	14.6764007357682	0.323599264231814
141	13	13.5634073535533	-0.563407353553271
142	15	14.788661657414	0.211338342585951
143	16	13.1990918405324	2.80090815946763
144	14	14.8489780473143	-0.848978047314341
145	15	13.2602931598363	1.7397068401637
146	16	15.3467342729639	0.653265727036127
147	16	14.1826137257965	1.81738627420348
148	11	13.0391584097818	-2.03915840978183
149	12	13.9244310304227	-1.92443103042268
150	9	11.1074321678012	-2.10743216780117
151	16	15.1596804905477	0.840319509452312
152	13	13.1686873771301	-0.168687377130148
153	16	15.1125656421135	0.88743435788652
154	12	14.7159992524867	-2.71599925248668
155	9	11.9232274308056	-2.92322743080558
156	13	12.1939532329009	0.806046767099104
157	13	12.7358413006583	0.264158699341699
158	14	13.7382258697763	0.261774130223738
159	19	15.2142777992526	3.78572220074736
160	13	15.8784214664055	-2.87842146640554
161	12	12.6075313479335	-0.607531347933514
162	13	12.9795642836161	0.0204357163839008

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
11	0.195384272585734	0.390768545171469	0.804615727414266
12	0.720076771103729	0.559846457792543	0.279923228896271
13	0.827938429694894	0.344123140610211	0.172061570305106
14	0.751217171920466	0.497565656159069	0.248782828079534
15	0.660449120605457	0.679101758789086	0.339550879394543
16	0.565664038616123	0.868671922767753	0.434335961383877
17	0.584283839259548	0.831432321480904	0.415716160740452
18	0.499466074950402	0.998932149900804	0.500533925049598
19	0.433806426664054	0.867612853328108	0.566193573335946
20	0.463447341050406	0.926894682100812	0.536552658949594
21	0.591749542371684	0.816500915256632	0.408250457628316
22	0.891276081041597	0.217447837916806	0.108723918958403
23	0.882798080391478	0.234403839217044	0.117201919608522
24	0.877199398180371	0.245601203639258	0.122800601819629
25	0.857888897888545	0.284222204222911	0.142111102111455
26	0.997718164081985	0.0045636718360309	0.00228183591801545
27	0.997098532163508	0.00580293567298326	0.00290146783649163
28	0.996118621888615	0.00776275622276992	0.00388137811138496
29	0.995052680598071	0.00989463880385748	0.00494731940192874
30	0.993945374197748	0.0121092516045047	0.00605462580225234
31	0.990834308670403	0.0183313826591945	0.00916569132959725
32	0.989149630788338	0.021700738423324	0.010850369211662
33	0.987112773008601	0.0257744539827988	0.0128872269913994
34	0.98266980045455	0.0346603990909002	0.0173301995454501
35	0.976557274444871	0.0468854511102573	0.0234427255551287
36	0.973425406805453	0.0531491863890943	0.0265745931945471
37	0.968824564010377	0.0623508719792465	0.0311754359896233
38	0.967225961393383	0.0655480772132338	0.0327740386066169
39	0.964047032526498	0.0719059349470032	0.0359529674735016
40	0.954731706482547	0.0905365870349069	0.0452682935174535
41	0.941302910170291	0.117394179659418	0.0586970898297088
42	0.936525354958401	0.126949290083198	0.0634746450415991
43	0.930770843290716	0.138458313418568	0.0692291567092838
44	0.912941442016352	0.174117115967296	0.0870585579836478
45	0.957169844013606	0.0856603119727873	0.0428301559863936
46	0.969155640986442	0.061688718027115	0.0308443590135575
47	0.963184341876587	0.0736313162468263	0.0368156581234131
48	0.953146340715031	0.0937073185699381	0.046853659284969
49	0.98204476485392	0.035910470292159	0.0179552351460795
50	0.97726323217608	0.0454735356478394	0.0227367678239197
51	0.971943200228461	0.0561135995430774	0.0280567997715387
52	0.967663047203263	0.0646739055934743	0.0323369527967372
53	0.957746666819821	0.084506666360358	0.042253333180179
54	0.953315312975261	0.0933693740494778	0.0466846870247389
55	0.94800674646708	0.103986507065839	0.0519932535329197
56	0.93526294388151	0.129474112236979	0.0647370561184895
57	0.93361069297192	0.132778614056161	0.0663893070280804
58	0.917087052220431	0.165825895559139	0.0829129477795694
59	0.924700791793579	0.150598416412841	0.0752992082064206
60	0.913923171652744	0.172153656694512	0.086076828347256
61	0.910532260146541	0.178935479706918	0.0894677398534592
62	0.892805848454656	0.214388303090688	0.107194151545344
63	0.933616206851402	0.132767586297195	0.0663837931485976
64	0.921742966011495	0.156514067977011	0.0782570339885054
65	0.915779001864803	0.168441996270393	0.0842209981351966
66	0.963835630843646	0.0723287383127085	0.0361643691563543
67	0.958865048242996	0.0822699035140082	0.0411349517570041
68	0.955263626944953	0.0894727461100941	0.044736373055047
69	0.954114733766163	0.0917705324676744	0.0458852662338372
70	0.962666814601878	0.0746663707962432	0.0373331853981216
71	0.957474186748968	0.0850516265020632	0.0425258132510316
72	0.9726545346087	0.0546909307826001	0.0273454653913001
73	0.965874977446368	0.0682500451072648	0.0341250225536324
74	0.95847384020985	0.0830523195803004	0.0415261597901502
75	0.953827401018739	0.092345197962523	0.0461725989812615
76	0.94152186639474	0.11695626721052	0.0584781336052599
77	0.955097131641799	0.0898057367164029	0.0449028683582014
78	0.94398368566722	0.112032628665559	0.0560163143327797
79	0.941884639656393	0.116230720687213	0.0581153603436067
80	0.937322256059857	0.125355487880285	0.0626777439401426
81	0.923980037154764	0.152039925690473	0.0760199628452363
82	0.932834398789671	0.134331202420658	0.0671656012103289
83	0.91952538416686	0.16094923166628	0.0804746158331399
84	0.92471766405569	0.150564671888619	0.0752823359443097
85	0.907591643969575	0.18481671206085	0.092408356030425
86	0.886690322260539	0.226619355478921	0.113309677739461
87	0.871759145127111	0.256481709745777	0.128240854872889
88	0.846558512257436	0.306882975485128	0.153441487742564
89	0.818206049929473	0.363587900141054	0.181793950070527
90	0.886976404185518	0.226047191628965	0.113023595814482
91	0.911879162942421	0.176241674115157	0.0881208370575787
92	0.891411081832743	0.217177836334514	0.108588918167257
93	0.868909474445954	0.262181051108092	0.131090525554046
94	0.84521760042497	0.30956479915006	0.15478239957503
95	0.85824333973043	0.283513320539139	0.14175666026957
96	0.832640923163221	0.334718153673557	0.167359076836779
97	0.812184023212157	0.375631953575686	0.187815976787843
98	0.795341236622635	0.409317526754731	0.204658763377365
99	0.813802973330759	0.372394053338482	0.186197026669241
100	0.779580301302585	0.440839397394829	0.220419698697415
101	0.760278774982511	0.479442450034978	0.239721225017489
102	0.723863671871368	0.552272656257263	0.276136328128632
103	0.688472536239098	0.623054927521805	0.311527463760902
104	0.757917104479906	0.484165791040189	0.242082895520094
105	0.752695272991124	0.494609454017753	0.247304727008876
106	0.788997718782627	0.422004562434746	0.211002281217373
107	0.754972228358201	0.490055543283599	0.245027771641799
108	0.766248084447175	0.46750383110565	0.233751915552825
109	0.799690415657752	0.400619168684496	0.200309584342248
110	0.765186176561868	0.469627646876264	0.234813823438132
111	0.73532908627874	0.529341827442521	0.26467091372126
112	0.77082675852666	0.458346482946681	0.22917324147334
113	0.801629304416926	0.396741391166148	0.198370695583074
114	0.815637136389206	0.368725727221587	0.184362863610794
115	0.86705224791732	0.26589550416536	0.13294775208268
116	0.839274588041766	0.321450823916467	0.160725411958234
117	0.818610094627649	0.362779810744703	0.181389905372351
118	0.780974841472328	0.438050317055343	0.219025158527672
119	0.773241953905015	0.453516092189971	0.226758046094985
120	0.73009365020721	0.53981269958558	0.26990634979279
121	0.687202941718384	0.625594116563232	0.312797058281616
122	0.648021369548616	0.703957260902769	0.351978630451384
123	0.610232936983086	0.779534126033828	0.389767063016914
124	0.597296624806455	0.80540675038709	0.402703375193545
125	0.551502782113182	0.896994435773636	0.448497217886818
126	0.670690747983856	0.658618504032287	0.329309252016144
127	0.624229738473315	0.751540523053371	0.375770261526685
128	0.584115439232691	0.831769121534619	0.415884560767309
129	0.653913751001881	0.692172497996238	0.346086248998119
130	0.59753803988013	0.80492392023974	0.40246196011987
131	0.583887546556384	0.832224906887231	0.416112453443616
132	0.611210023915015	0.77757995216997	0.388789976084985
133	0.562693559521416	0.874612880957167	0.437306440478584
134	0.55891167988122	0.88217664023756	0.44108832011878
135	0.504474777956663	0.991050444086673	0.495525222043337
136	0.451394362097479	0.902788724194957	0.548605637902521
137	0.465187176663014	0.930374353326028	0.534812823336986
138	0.448101949738845	0.89620389947769	0.551898050261155
139	0.393093483309656	0.786186966619312	0.606906516690344
140	0.320970516772366	0.641941033544733	0.679029483227634
141	0.258993084533768	0.517986169067536	0.741006915466232
142	0.199848213064431	0.399696426128863	0.800151786935569
143	0.257751768244866	0.515503536489733	0.742248231755134
144	0.220106600114998	0.440213200229997	0.779893399885002
145	0.199462761588325	0.39892552317665	0.800537238411675
146	0.140116864656866	0.280233729313732	0.859883135343134
147	0.153292906924379	0.306585813848757	0.846707093075622
148	0.120586805733152	0.241173611466303	0.879413194266848
149	0.0851012848633619	0.170202569726724	0.914898715136638
150	0.0700401833508057	0.140080366701611	0.929959816649194
151	0.036309157614879	0.0726183152297579	0.963690842385121

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	4	0.0283687943262411	NOK
5% type I error level	12	0.0851063829787234	NOK
10% type I error level	37	0.26241134751773	NOK