Multiple Linear Regression - Estimated Regression Equation

Y[t] = + 16.11068832504 + 0.00550259812927356X[t] + 0.563481661967873Y1[t] + 0.264939208226435Y2[t] -0.0089156783423854M1[t] -1.63469029339611M2[t] + 1.55987630003095M3[t] + 0.681932272652926M4[t] + 0.249103850212106M5[t] + 0.170577036072006M6[t] + 0.0643935082957647M7[t] -1.38645209180325M8[t] + 0.9533266763827M9[t] + 0.0969898423860808M10[t] -0.171226582904688M11[t] + 0.0245832256744107t + 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)	16.11068832504	4.349466	3.7041	0.000613	0.000307
X	0.00550259812927356	0.000869	6.3345	0	0
Y1	0.563481661967873	0.13938	4.0428	0.000221	0.00011
Y2	0.264939208226435	0.130438	2.0311	0.048601	0.0243
M1	-0.0089156783423854	0.184012	-0.0485	0.961586	0.480793
M2	-1.63469029339611	0.183923	-8.8879	0	0
M3	1.55987630003095	0.285358	5.4664	2e-06	1e-06
M4	0.681932272652926	0.361867	1.8845	0.066433	0.033216
M5	0.249103850212106	0.184143	1.3528	0.183365	0.091683
M6	0.170577036072006	0.188406	0.9054	0.370436	0.185218
M7	0.0643935082957647	0.185928	0.3463	0.73082	0.36541
M8	-1.38645209180325	0.185907	-7.4578	0	0
M9	0.9533266763827	0.257504	3.7022	0.000617	0.000308
M10	0.0969898423860808	0.28776	0.3371	0.737757	0.368878
M11	-0.171226582904688	0.19489	-0.8786	0.384628	0.192314
t	0.0245832256744107	0.009308	2.6412	0.011553	0.005776

Multiple Linear Regression - Regression Statistics
Multiple R	0.99806437715787
R-squared	0.996132500951525
Adjusted R-squared	0.994751251291355
F-TEST (value)	721.182078574541
F-TEST (DF numerator)	15
F-TEST (DF denominator)	42
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.272965625676694
Sum Squared Residuals	3.12942977764490

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	98.2	98.5616958491187	-0.361695849118701
2	96.92	96.782208569442	0.137791430558001
3	99.06	99.2114826631318	-0.151482663131774
4	99.65	99.3194951193331	0.330504880666927
5	99.82	99.8062719302289	0.0137280697711273
6	99.99	99.9631648711817	0.0268351288182420
7	100.33	100.093929892694	0.236070107306488
8	99.31	98.93125367957	0.378746320430079
9	101.1	100.874773847320	0.225226152680380
10	101.1	100.778112862651	0.321887137348628
11	100.93	100.962499021474	-0.0324990214744211
12	100.85	101.02509928024	-0.175099280239939
13	100.93	100.982013438553	-0.0520134385528849
14	99.6	99.49439779498	0.105602205019939
15	101.88	101.968804345935	-0.0888043459345502
16	101.81	102.065420900590	-0.255420900590195
17	102.38	102.327993526137	0.0520064738627035
18	102.74	102.604751990877	0.135248009123261
19	102.82	102.85776134232	-0.037761342319952
20	101.72	101.636886273740	0.0831137262602805
21	103.47	103.389957600396	0.0800423996037959
22	102.98	103.125203494870	-0.145203494869545
23	102.68	103.027288149503	-0.347288149502712
24	102.9	102.936338963345	-0.0363389633449008
25	103.03	103.044363317567	-0.0143633175666123
26	101.29	101.482267521481	-0.192267521481133
27	103.69	103.815379665437	-0.125379665437035
28	103.68	103.902353753493	-0.222353753492841
29	104.2	104.195861615531	0.00413838446924012
30	104.08	104.433929878645	-0.353929878644888
31	104.16	104.463199391541	-0.303199391541281
32	103.05	103.120656101142	-0.070656101141637
33	104.66	104.829574424274	-0.169574424273526
34	104.46	104.696234041592	-0.236234041591993
35	104.95	104.851746905830	0.0982530941696496
36	105.85	105.391181786160	0.458818213840477
37	106.23	106.020141869338	0.209858130662301
38	104.86	104.938100236274	-0.0781002362741863
39	107.44	107.578950985990	-0.138950985990441
40	108.23	107.934712016673	0.295287983326902
41	108.45	108.731646604082	-0.281646604082416
42	109.39	109.206313189338	0.183686810662242
43	110.15	109.844184370585	0.305815629414825
44	109.13	109.130977802829	-0.000977802829298137
45	110.28	110.841860054954	-0.56186005495448
46	110.17	110.16336636183	0.00663363816999925
47	109.99	109.708465923193	0.281534076807483
48	109.26	109.507379970256	-0.247379970255636
49	109.11	108.891785525424	0.218214474575898
50	107.06	107.033025877823	0.0269741221773794
51	109.53	109.025382339506	0.5046176604938
52	108.92	109.068018209911	-0.148018209910793
53	109.24	109.028226324021	0.211773675979345
54	109.12	109.111840069959	0.00815993004114356
55	109	109.20092500286	-0.20092500286008
56	107.23	107.620226142719	-0.390226142719424
57	109.49	109.063834073056	0.426165926943829
58	109.04	108.987083239057	0.0529167609429108

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
19	0.177249920439821	0.354499840879642	0.82275007956018
20	0.130818922608943	0.261637845217886	0.869181077391057
21	0.0891291954435935	0.178258390887187	0.910870804556406
22	0.067685756484473	0.135371512968946	0.932314243515527
23	0.040701040771256	0.081402081542512	0.959298959228744
24	0.0178522223541326	0.0357044447082651	0.982147777645867
25	0.00742439256367792	0.0148487851273558	0.992575607436322
26	0.00380783079774177	0.00761566159548354	0.996192169202258
27	0.00269038716992946	0.00538077433985893	0.99730961283007
28	0.00146488056690036	0.00292976113380072	0.9985351194331
29	0.000588153779758906	0.00117630755951781	0.99941184622024
30	0.00226356279643795	0.00452712559287589	0.997736437203562
31	0.00510380251430023	0.0102076050286005	0.9948961974857
32	0.00675101936927038	0.0135020387385408	0.99324898063073
33	0.00561057573759687	0.0112211514751937	0.994389424262403
34	0.00740574269229877	0.0148114853845975	0.9925942573077
35	0.00374581452602675	0.0074916290520535	0.996254185473973
36	0.00835298141339484	0.0167059628267897	0.991647018586605
37	0.0194753229634417	0.0389506459268833	0.980524677036558
38	0.0268924205842183	0.0537848411684366	0.973107579415782
39	0.0198125921173112	0.0396251842346225	0.980187407882689

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	6	0.285714285714286	NOK
5% type I error level	15	0.714285714285714	NOK
10% type I error level	17	0.80952380952381	NOK