Multiple Linear Regression - Estimated Regression Equation

WLH[t] = + 139.976 -8.94000000000002X[t] -7.38799999999999M1[t] -16.188M2[t] -19.188M3[t] -20.988M4[t] -23.988M5[t] -28.788M6[t] -31.588M7[t] -37.988M8[t] -36.588M9[t] -5.38799999999999M10[t] + 0.612000000000008M11[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)	139.976	6.026379	23.2272	0	0
X	-8.94000000000002	4.100432	-2.1803	0.03428	0.01714
M1	-7.38799999999999	8.241766	-0.8964	0.374602	0.187301
M2	-16.188	8.241766	-1.9641	0.055443	0.027721
M3	-19.188	8.241766	-2.3281	0.024259	0.012129
M4	-20.988	8.241766	-2.5465	0.014215	0.007108
M5	-23.988	8.241766	-2.9105	0.005499	0.00275
M6	-28.788	8.241766	-3.4929	0.001052	0.000526
M7	-31.588	8.241766	-3.8327	0.000376	0.000188
M8	-37.988	8.241766	-4.6092	3.1e-05	1.6e-05
M9	-36.588	8.241766	-4.4393	5.4e-05	2.7e-05
M10	-5.38799999999999	8.241766	-0.6537	0.516463	0.258232
M11	0.612000000000008	8.241766	0.0743	0.941122	0.470561

Multiple Linear Regression - Regression Statistics
Multiple R	0.75702669227273
R-squared	0.57308941281339
Adjusted R-squared	0.464090965021065
F-TEST (value)	5.2577759080138
F-TEST (DF numerator)	12
F-TEST (DF denominator)	47
p-value	1.60943332206953e-05
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	12.9667036773160
Sum Squared Residuals	7902.364

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	149	132.588	16.412
2	139	123.788	15.212
3	135	120.788	14.212
4	130	118.988	11.0120000000000
5	127	115.988	11.0120000000000
6	122	111.188	10.812
7	117	108.388	8.61199999999999
8	112	101.988	10.0120000000001
9	113	103.388	9.612
10	149	134.588	14.4120000000000
11	157	140.588	16.412
12	157	139.976	17.024
13	147	132.588	14.4120000000000
14	137	123.788	13.2120000000000
15	132	120.788	11.212
16	125	118.988	6.01199999999998
17	123	115.988	7.012
18	117	111.188	5.812
19	114	108.388	5.612
20	111	101.988	9.01199999999999
21	112	103.388	8.612
22	144	134.588	9.412
23	150	140.588	9.412
24	149	139.976	9.02400000000001
25	134	132.588	1.41200000000000
26	123	123.788	-0.788000000000018
27	116	120.788	-4.788
28	117	118.988	-1.98800000000002
29	111	115.988	-4.98799999999999
30	105	111.188	-6.18800000000001
31	102	108.388	-6.388
32	95	101.988	-6.98800000000002
33	93	103.388	-10.3880000000000
34	124	134.588	-10.588
35	130	140.588	-10.588
36	124	139.976	-15.976
37	115	132.588	-17.588
38	106	123.788	-17.788
39	105	120.788	-15.788
40	105	118.988	-13.98800
41	101	115.988	-14.988
42	95	111.188	-16.188
43	93	108.388	-15.388
44	84	101.988	-17.988
45	87	103.388	-16.388
46	116	134.588	-18.588
47	120	140.588	-20.588
48	117	131.036	-14.0360000000000
49	109	123.648	-14.648
50	105	114.848	-9.84800000000002
51	107	111.848	-4.84799999999999
52	109	110.048	-1.04800000000001
53	109	107.048	1.95200000000001
54	108	102.248	5.752
55	107	99.448	7.552
56	99	93.048	5.95199999999999
57	103	94.448	8.552
58	131	125.648	5.35200000000001
59	137	131.648	5.352
60	135	131.036	3.96400000000001

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
16	0.0196908182649614	0.0393816365299228	0.980309181735039
17	0.0078106622286284	0.0156213244572568	0.992189337771372
18	0.00420926294923128	0.00841852589846256	0.995790737050769
19	0.00144395634739473	0.00288791269478945	0.998556043652605
20	0.000441497515291316	0.000882995030582632	0.99955850248471
21	0.000137436109386613	0.000274872218773226	0.999862563890613
22	0.000133657178773173	0.000267314357546347	0.999866342821227
23	0.000311411798305309	0.000622823596610617	0.999688588201695
24	0.00146569231451824	0.00293138462903648	0.998534307685482
25	0.0476547648811233	0.0953095297622466	0.952345235118877
26	0.270268518313878	0.540537036627757	0.729731481686122
27	0.577948456306307	0.844103087387387	0.422051543693693
28	0.686374049423525	0.62725190115295	0.313625950576475
29	0.779523538965542	0.440952922068917	0.220476461034458
30	0.828679780345196	0.342640439309609	0.171320219654804
31	0.843340283245553	0.313319433508893	0.156659716754447
32	0.881468749550330	0.237062500899339	0.118531250449669
33	0.900434357161233	0.199131285677534	0.099565642838767
34	0.924685517211507	0.150628965576986	0.0753144827884929
35	0.94020403535097	0.119591929298062	0.059795964649031
36	0.959743825818996	0.0805123483620087	0.0402561741810043
37	0.986149000369901	0.0277019992601974	0.0138509996300987
38	0.991785519883025	0.0164289602339494	0.00821448011697469
39	0.992433352106636	0.0151332957867289	0.00756664789336446
40	0.991254217501142	0.0174915649977167	0.00874578249885833
41	0.985105511022181	0.0297889779556372	0.0148944889778186
42	0.965745864223118	0.0685082715537648	0.0342541357768824
43	0.920839473410632	0.158321053178735	0.0791605265893675
44	0.83015080401672	0.339698391966561	0.169849195983280

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	7	0.241379310344828	NOK
5% type I error level	14	0.482758620689655	NOK
10% type I error level	17	0.586206896551724	NOK