Multiple Linear Regression - Estimated Regression Equation

Werkl[t] = + 143.973715807234 -0.390691631516334Infl[t] + 0.456911830344265M1[t] + 0.743696545545371M2[t] + 0.732940748784612M3[t] + 0.614354061725341M4[t] + 0.399324210806029M5[t] + 0.110861390829816M6[t] + 0.126971532182841M7[t] + 0.234204608140009M8[t] + 0.231860458350911M9[t] + 0.111377982258543M10[t] -0.0175673138100251M11[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)	143.973715807234	1.852528	77.7174	0	0
Infl	-0.390691631516334	0.018279	-21.3736	0	0
M1	0.456911830344265	0.23101	1.9779	0.053949	0.026975
M2	0.743696545545371	0.23167	3.2102	0.00242	0.00121
M3	0.732940748784612	0.232301	3.1551	0.002827	0.001414
M4	0.614354061725341	0.232513	2.6422	0.011219	0.005609
M5	0.399324210806029	0.231726	1.7233	0.091558	0.045779
M6	0.110861390829816	0.231284	0.4793	0.633974	0.316987
M7	0.126971532182841	0.231546	0.5484	0.586094	0.293047
M8	0.234204608140009	0.232732	1.0063	0.319523	0.159761
M9	0.231860458350911	0.232719	0.9963	0.324311	0.162155
M10	0.111377982258543	0.232293	0.4795	0.633875	0.316937
M11	-0.0175673138100251	0.231414	-0.0759	0.939817	0.469909

Multiple Linear Regression - Regression Statistics
Multiple R	0.95674117805331
R-squared	0.915353681782835
Adjusted R-squared	0.89327203355227
F-TEST (value)	41.4531411887921
F-TEST (DF numerator)	12
F-TEST (DF denominator)	46
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.344367616333890
Sum Squared Residuals	5.45509653825634

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	106.1	106.185823828444	-0.0858238284444918
2	106	106.160055238433	-0.160055238432842
3	105.9	106.024278119587	-0.124278119586847
4	105.8	105.839273855170	-0.0392738551698082
5	105.7	105.909448895257	-0.209448895257416
6	105.6	105.746007397366	-0.146007397366441
7	105.4	105.699606877677	-0.299606877676837
8	105.4	105.490379732106	-0.0903797321057792
9	105.5	105.425524921274	0.0744750787259314
10	105.6	105.465226014103	0.134773985896592
11	105.7	105.648834023248	0.051165976752103
12	105.9	105.47886935393	0.421130646069923
13	106.1	105.619320962746	0.480679037253878
14	106	105.593552372734	0.406447627265843
15	105.8	105.520285914931	0.279714085069211
16	105.8	105.432954558393	0.367045441607176
17	105.7	105.342946029559	0.357053970441269
18	105.5	105.179504531668	0.32049546833225
19	105.3	105.070593350936	0.229406649064451
20	105.2	104.834017791158	0.365982208841661
21	105.2	104.831673641369	0.36832635863076
22	105	104.836212487362	0.163787512637895
23	105.1	104.8635438439	0.236456156099927
24	105.1	104.795158998777	0.304841001223495
25	105.2	105.056725013363	0.143274986637406
26	104.9	105.030956423351	-0.130956423350632
27	104.8	104.832668643462	-0.0326686434620398
28	104.5	104.729709621663	-0.229709621663422
29	104.5	104.647514925460	-0.147514925459659
30	104.4	104.499701092829	-0.099701092829326
31	104.4	104.324372334739	0.075627665260656
32	104.2	104.240166511254	-0.0401665112535133
33	104.1	104.308146855137	-0.208146855137360
34	103.9	104.195478211675	-0.295478211675312
35	103.8	104.203274986637	-0.403274986637467
36	103.9	104.318515208327	-0.418515208326567
37	104.2	104.51757056187	-0.317570561870056
38	104.1	104.292549239785	-0.192549239784773
39	103.8	104.055192296745	-0.255192296744538
40	103.6	103.920977944425	-0.320977944424614
41	103.7	103.916921574524	-0.216921574524116
42	103.5	103.933198227131	-0.433198227130647
43	103.4	103.902425372702	-0.502425372701704
44	103.1	103.732267390282	-0.63226739028229
45	103.1	103.667412579451	-0.567412579450573
46	103.1	103.484419442316	-0.384419442315593
47	103.2	103.578168376211	-0.37816837621133
48	103.3	103.607456438967	-0.307456438966851
49	103.5	103.720559633577	-0.220559633576736
50	103.6	103.522886725698	0.0771132743024041
51	103.5	103.367575025276	0.132424974724214
52	103.3	103.077084020349	0.222915979650668
53	103.2	102.9831685752	0.216831424799922
54	103.1	102.741588751006	0.358411248994164
55	103.2	102.703002063947	0.496997936053434
56	103	102.6031685752	0.396831424799921
57	103	102.667242002769	0.332757997231242
58	103.1	102.718663844544	0.381336155456418
59	103.4	102.906178770003	0.493821229996766

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
16	0.00122413091995305	0.0024482618399061	0.998775869080047
17	0.000116250145224882	0.000232500290449764	0.999883749854775
18	3.10913699466135e-05	6.21827398932271e-05	0.999968908630053
19	5.11178346741122e-06	1.02235669348224e-05	0.999994888216533
20	7.55776291522252e-06	1.51155258304450e-05	0.999992442237085
21	4.00578488810076e-05	8.01156977620152e-05	0.999959942151119
22	0.00213163071082835	0.00426326142165671	0.997868369289172
23	0.00514288932324537	0.0102857786464907	0.994857110676755
24	0.039955158948939	0.079910317897878	0.96004484105106
25	0.133434120681572	0.266868241363145	0.866565879318428
26	0.265238930588497	0.530477861176994	0.734761069411503
27	0.312098352572307	0.624196705144614	0.687901647427693
28	0.422836399797084	0.845672799594167	0.577163600202916
29	0.426053116597359	0.852106233194717	0.573946883402641
30	0.439358905648440	0.878717811296881	0.56064109435156
31	0.483288581567829	0.966577163135657	0.516711418432171
32	0.642277132579275	0.715445734841449	0.357722867420725
33	0.830524476560002	0.338951046879996	0.169475523439998
34	0.896506947663126	0.206986104673747	0.103493052336874
35	0.897613163991576	0.204773672016848	0.102386836008424
36	0.945482212142274	0.109035575715452	0.0545177878577262
37	0.978092502759603	0.0438149944807933	0.0219074972403966
38	0.98036881550522	0.0392623689895602	0.0196311844947801
39	0.965362569962627	0.0692748600747455	0.0346374300373728
40	0.937566606392113	0.124866787215774	0.0624333936078872
41	0.960266256245741	0.0794674875085174	0.0397337437542587
42	0.972042089417532	0.0559158211649357	0.0279579105824679
43	0.945090469630732	0.109819060738536	0.0549095303692682

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	7	0.25	NOK
5% type I error level	10	0.357142857142857	NOK
10% type I error level	14	0.5	NOK