Multiple Linear Regression - Estimated Regression Equation

Y[t] = + 12.0075106155311 + 0.00706906994709151X[t] + 0.492628156335883Y1[t] + 0.141018411173Y2[t] + 0.00778650777325245Y3[t] + 0.210384272455964Y4[t] + 3.10696889836303M1[t] + 2.18939852178247M2[t] + 2.06031177005909M3[t] + 2.32501060991481M4[t] + 1.76821492983135M5[t] + 0.33342314126969M6[t] + 2.55766571757778M7[t] + 1.64749851532543M8[t] + 1.54105844819217M9[t] + 1.91751211161407M10[t] + 1.68745560545471M11[t] + 0.0151867036463499t + 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)	12.0075106155311	4.458237	2.6933	0.010469	0.005234
X	0.00706906994709151	0.001277	5.5351	2e-06	1e-06
Y1	0.492628156335883	0.147233	3.3459	0.001856	0.000928
Y2	0.141018411173	0.168918	0.8348	0.409029	0.204514
Y3	0.00778650777325245	0.183195	0.0425	0.96632	0.48316
Y4	0.210384272455964	0.151534	1.3884	0.173113	0.086557
M1	3.10696889836303	0.30933	10.0442	0	0
M2	2.18939852178247	0.375757	5.8266	1e-06	0
M3	2.06031177005909	0.401601	5.1302	9e-06	4e-06
M4	2.32501060991481	0.394889	5.8878	1e-06	0
M5	1.76821492983135	0.182991	9.6628	0	0
M6	0.33342314126969	0.185596	1.7965	0.080368	0.040184
M7	2.55766571757778	0.274398	9.321	0	0
M8	1.64749851532543	0.30322	5.4333	3e-06	2e-06
M9	1.54105844819217	0.299573	5.1442	8e-06	4e-06
M10	1.91751211161407	0.296605	6.4649	0	0
M11	1.68745560545471	0.192941	8.746	0	0
t	0.0151867036463499	0.010331	1.47	0.149788	0.074894

Multiple Linear Regression - Regression Statistics
Multiple R	0.998073681717132
R-squared	0.99615107413639
Adjusted R-squared	0.99442918625004
F-TEST (value)	578.522609998258
F-TEST (DF numerator)	17
F-TEST (DF denominator)	38
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.267843432610432
Sum Squared Residuals	2.72612396691648

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	99.06	99.3334215628548	-0.273421562854746
2	99.65	99.3879338423074	0.262066157692614
3	99.82	99.7793111678363	0.0406888321636927
4	99.99	99.9204975937955	0.069502406204525
5	100.33	100.033322825789	0.296677174210958
6	99.31	98.9652733137386	0.344726686261437
7	101.1	100.869258378054	0.230741621945542
8	101.1	100.746414796885	0.353585203114607
9	100.93	100.911792616549	0.0182073834511236
10	100.85	100.970962412409	-0.120962412408868
11	100.93	101.109590773884	-0.179590773884153
12	99.6	99.579352785505	0.0206472144950217
13	101.88	101.999998955701	-0.119998955700819
14	101.81	102.039666195008	-0.229666195008403
15	102.38	102.355711889899	0.0242881101007720
16	102.74	102.680518605817	0.0594813941826108
17	102.82	102.851025600870	-0.031025600870458
18	101.72	101.594723832219	0.125276167781191
19	103.47	103.410006930318	0.0599930696824191
20	102.98	103.134364288943	-0.154364288942553
21	102.68	103.003046000052	-0.323046000051811
22	102.9	102.975554541530	-0.0755545415297692
23	103.03	103.252615406587	-0.222615406587493
24	101.29	101.451227594614	-0.161227594614316
25	103.69	103.750193210448	-0.0601932104483822
26	103.68	103.894956585759	-0.214956585759212
27	104.2	104.22027378414	-0.0202737841400317
28	104.08	104.409655490392	-0.329655490391595
29	104.16	104.439416215429	-0.279416215429192
30	103.05	103.134728410320	-0.0847284103202966
31	104.66	104.881344999872	-0.221344999872108
32	104.46	104.707912788672	-0.247912788671913
33	104.95	104.862931738254	0.0870682617455716
34	105.85	105.401578586623	0.4484214133772
35	106.23	106.005937522614	0.224062477386205
36	104.86	104.695058170946	0.164941829053714
37	107.44	107.425463627626	0.0145363723735566
38	108.23	107.945155096758	0.284844903241532
39	108.45	108.751797373162	-0.301797373161609
40	109.39	109.234280375796	0.155719624203682
41	110.15	109.904659452586	0.245340547414266
42	109.13	109.205874634595	-0.0758746345947503
43	110.28	110.743785384518	-0.463785384518273
44	110.17	110.186749394477	-0.0167493944770209
45	109.99	109.772229645145	0.217770354855116
46	109.26	109.511904459439	-0.251904459438562
47	109.11	108.931856296915	0.17814370308544
48	107.06	107.084361448934	-0.02436144893442
49	109.53	109.090922643370	0.439077356630390
50	108.92	109.022288280167	-0.102288280166531
51	109.24	108.982905784963	0.257094215037176
52	109.12	109.075047934199	0.0449520658007774
53	109	109.231575905326	-0.231575905325573
54	107.23	107.539399809128	-0.309399809127581
55	109.49	109.095604307238	0.39439569276242
56	109.04	108.974558731023	0.0654412689768803

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
21	0.331941144208623	0.663882288417245	0.668058855791377
22	0.189451502833616	0.378903005667233	0.810548497166384
23	0.133656320477219	0.267312640954439	0.86634367952278
24	0.0690976365435254	0.138195273087051	0.930902363456475
25	0.0360099717254213	0.0720199434508426	0.963990028274579
26	0.0166258085416427	0.0332516170832853	0.983374191458357
27	0.0066161567463256	0.0132323134926512	0.993383843253674
28	0.0222534850719351	0.0445069701438703	0.977746514928065
29	0.0532621030879311	0.106524206175862	0.946737896912069
30	0.0539614901478575	0.107922980295715	0.946038509852142
31	0.0336306829187975	0.067261365837595	0.966369317081203
32	0.0231597064923158	0.0463194129846316	0.976840293507684
33	0.0247568151579229	0.0495136303158458	0.975243184842077
34	0.0181076461460783	0.0362152922921567	0.981892353853922
35	0.00843561953182531	0.0168712390636506	0.991564380468175

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	7	0.466666666666667	NOK
10% type I error level	9	0.6	NOK