Multiple Linear Regression - Estimated Regression Equation

Spaar[t] = + 50.6298826025243 + 0.224827909425653Alg_E[t] + 0.85574414100791M1[t] + 0.479212425823561M2[t] -1.78112277147162M3[t] -0.431389132537066M4[t] + 0.271033806029273M5[t] + 2.11538884570027M6[t] + 0.824847139715868M7[t] -1.74790201229214M8[t] -1.58340930016167M9[t] -0.766227288399419M10[t] -0.207113175532512M11[t] -0.11952713024534t + 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)	50.6298826025243	2.228464	22.7196	0	0
Alg_E	0.224827909425653	0.03841	5.8534	0	0
M1	0.85574414100791	1.648074	0.5192	0.604666	0.302333
M2	0.479212425823561	1.695835	0.2826	0.778043	0.389022
M3	-1.78112277147162	1.691833	-1.0528	0.294815	0.147407
M4	-0.431389132537066	1.687817	-0.2556	0.798758	0.399379
M5	0.271033806029273	1.685106	0.1608	0.872522	0.436261
M6	2.11538884570027	1.684915	1.2555	0.212037	0.106018
M7	0.824847139715868	1.684764	0.4896	0.625425	0.312712
M8	-1.74790201229214	1.684281	-1.0378	0.301715	0.150858
M9	-1.58340930016167	1.684061	-0.9402	0.349216	0.174608
M10	-0.766227288399419	1.684891	-0.4548	0.650201	0.3251
M11	-0.207113175532512	1.683906	-0.123	0.902341	0.451171
t	-0.11952713024534	0.011623	-10.2841	0	0

Multiple Linear Regression - Regression Statistics
Multiple R	0.857292104916475
R-squared	0.73494975315212
Adjusted R-squared	0.702747386712659
F-TEST (value)	22.8228492006564
F-TEST (DF numerator)	13
F-TEST (DF denominator)	107
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	3.76483670875441
Sum Squared Residuals	1516.61751246357

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	62	58.7854206243334	3.21457937566656
2	64	59.6383292354577	4.36167076454234
3	62	58.607434364471	3.39256563552894
4	64	60.062468782586	3.93753121741406
5	64	60.4205366814813	3.57946331851871
6	69	62.145364590907	6.85463540909306
7	69	61.6346073923798	7.36539260762019
8	65	59.1671590195521	5.83284098044788
9	56	60.1114362391399	-4.11143623913986
10	58	61.933230667785	-3.93323066778503
11	53	62.1479897409809	-9.14798974098094
12	62	61.7859199674168	0.214080032583189
13	55	60.7235137027742	-5.72351370277416
14	60	60.6771106761958	-0.677110676195773
15	59	58.7469041675066	0.253095832493444
16	58	60.2019385856214	-2.20193858562142
17	53	61.2344902127937	-8.23449021279373
18	57	60.2613832091115	-3.26138320911155
19	57	58.6264864634562	-1.62648646345616
20	53	55.0348985435002	-2.0348985435002
21	54	55.7543478536623	-1.75434785366229
22	53	56.4520027351792	-3.4520027351792
23	57	56.4419338989495	0.55806610105054
24	57	55.4053803971084	1.59461960289163
25	55	54.5678020418914	0.43219795810863
26	49	51.3738082833538	-2.37380828335385
27	50	48.7691180463877	1.23088195361233
28	49	53.821399015313	-4.82139901531298
29	54	56.6525739178905	-2.65257391789051
30	58	58.8270576461675	-0.827057646167467
31	58	58.0914725382147	-0.0914725382146861
32	52	54.4998846182587	-2.49988461825873
33	56	55.2193339284208	0.780666071579181
34	52	55.9169888099377	-3.91698880993773
35	59	55.232436245431	3.76756375456897
36	53	54.19588274359	-1.19588274358994
37	52	55.1569276637782	-3.15692766377816
38	53	55.1105246371998	-2.11052463719978
39	51	52.9554902190849	-1.95549021908491
40	50	52.6119013617946	-2.61190136179455
41	56	51.3961738947103	4.60382610528967
42	52	52.446518075859	-0.446518075859024
43	46	49.0129980547984	-3.01299805479841
44	48	50.1427962327812	-2.14279623278116
45	46	51.7615571806459	-5.76155718064586
46	48	51.3350725150345	-3.33507251503451
47	48	51.1001757693791	-3.10017576937912
48	49	51.6374176335176	-2.63741763351759
49	53	54.1722579196854	-1.17225791968539
50	48	51.2030920705735	-3.20309207057352
51	51	51.7459925655665	-0.74599256556648
52	48	52.9761990742557	-4.9761990742557
53	50	54.4584065202793	-4.45840652027931
54	55	56.8577181579819	-1.85771815798191
55	52	54.9979935029009	-2.99799350290087
56	53	51.6312334923706	1.36876650762943
57	52	50.7768874365531	1.22311256344691
58	55	53.2731655934752	1.72683440652478
59	53	51.6893013912659	1.31069860873409
60	53	52.6761990742557	0.323800925744307
61	56	53.1875881755926	2.81241182440739
62	54	51.1177339641834	2.88226603581665
63	52	48.9626995460685	3.03730045393152
64	55	50.642561873609	4.357438126391
65	54	51.22545768193	2.77454231807000
66	59	53.399941410207	5.60005858979304
67	56	52.8891842116798	3.11081578832017
68	56	48.6231125634469	7.37688743655308
69	51	46.4197990510755	4.58020094892448
70	53	46.8926260231668	6.10737397683322
71	52	46.882557186937	5.11744281306296
72	51	48.0942827793525	2.90571722064753
73	46	46.5822206958585	-0.582220695858516
74	49	49.0089246729623	-0.00892467296231159
75	46	46.6290623454218	-0.62906234542179
76	55	48.7585804918136	6.24141950818638
77	57	50.0159600284116	6.98403997158843
78	53	51.5159600284116	1.48403997158843
79	52	49.4314074639049	2.56859253609512
80	53	46.7391311816515	6.26086881834847
81	50	46.7840967635367	3.21590323646334
82	54	48.3810632827562	5.61893671724382
83	53	49.4951339936547	3.50486600634529
84	50	48.4585804918136	1.54141950818638
85	51	49.6444533214275	1.35554667857251
86	52	50.4973619325517	1.50263806744828
87	47	47.8926716955855	-0.892671695585544
88	51	47.0994270194439	3.90057298055612
89	49	49.0312902843188	-0.0312902843187983
90	53	50.9809461031701	2.01905389682990
91	52	48.8963935386634	3.10360646133659
92	45	47.7779126223896	-2.77791262238963
93	53	47.3732223854235	5.62677761457654
94	51	48.295705176366	2.70429482363398
95	48	48.0608084307106	-0.0608084307106281
96	48	45.9001153817413	2.09988461825873
97	48	46.6363323925038	1.36366760749616
98	48	46.3651014564998	1.63489854350020
99	40	41.0624763064258	-1.06247630642579
100	43	43.6416502716689	-0.641650271668926
101	40	43.7748902611386	-3.77489026113862
102	39	46.3990298082669	-7.39902980826689
103	39	45.4386167908885	-6.43861679088845
104	36	41.6222009615068	-5.62220096150684
105	41	40.3181990868381	0.681800913161947
106	39	39.8917144212267	-0.8917144212267
107	40	39.6568176755713	0.343182324428691
108	39	41.992682815115	-2.99268281511501
109	46	43.1785556447289	2.82144435527112
110	40	42.0080130710222	-2.00801307102224
111	37	39.6281507434817	-2.62815074348171
112	37	40.1838735238940	-3.18387352389397
113	44	42.7902205170458	1.20977948295416
114	41	43.1660809699176	-2.16608096991758
115	40	41.9808400431135	-1.98084004311349
116	36	41.7616707645423	-5.76167076454233
117	38	42.4811200747044	-4.48112007470442
118	43	43.6284307750726	-0.628430775072634
119	42	44.2928456671198	-2.29284566711985
120	45	46.8535387160892	-1.85353871608921
121	46	47.3649278174261	-1.36492781742612

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
17	0.325234881047865	0.650469762095729	0.674765118952135
18	0.322521920833765	0.645043841667531	0.677478079166235
19	0.195657895024613	0.391315790049225	0.804342104975387
20	0.113710167967367	0.227420335934734	0.886289832032633
21	0.397790152341236	0.795580304682471	0.602209847658764
22	0.358468691135862	0.716937382271725	0.641531308864138
23	0.652876302691013	0.694247394617973	0.347123697308987
24	0.562158998972255	0.87568200205549	0.437841001027745
25	0.555503486212317	0.888993027575365	0.444496513787683
26	0.612790180223478	0.774419639553044	0.387209819776522
27	0.551892349250934	0.896215301498131	0.448107650749066
28	0.516677823621695	0.96664435275661	0.483322176378305
29	0.53580038550908	0.92839922898184	0.46419961449092
30	0.507570857514545	0.98485828497091	0.492429142485455
31	0.465079388310612	0.930158776621224	0.534920611689388
32	0.399965404430136	0.799930808860272	0.600034595569864
33	0.553131811461384	0.893736377077232	0.446868188538616
34	0.55993039139897	0.880139217202061	0.440069608601031
35	0.769204357222667	0.461591285554665	0.230795642777333
36	0.715547788304659	0.568904423390683	0.284452211695341
37	0.688307191774671	0.623385616450657	0.311692808225329
38	0.650071206187309	0.699857587625382	0.349928793812691
39	0.59539431196973	0.80921137606054	0.40460568803027
40	0.5547641428917	0.8904717142166	0.4452358571083
41	0.64258147389741	0.71483705220518	0.35741852610259
42	0.58565512702801	0.82868974594398	0.41434487297199
43	0.612535914273895	0.77492817145221	0.387464085726105
44	0.561570623483743	0.876858753032513	0.438429376516257
45	0.610486680249302	0.779026639501396	0.389513319750698
46	0.632477276397816	0.735045447204368	0.367522723602184
47	0.630720903487861	0.738558193024277	0.369279096512139
48	0.613497705151923	0.773004589696153	0.386502294848077
49	0.646126220866446	0.707747558267108	0.353873779133554
50	0.655351757096599	0.689296485806802	0.344648242903401
51	0.629124621509907	0.741750756980185	0.370875378490093
52	0.74715698533434	0.505686029331318	0.252843014665659
53	0.839824378826056	0.320351242347889	0.160175621173944
54	0.854138110491453	0.291723779017094	0.145861889508547
55	0.892828500252739	0.214342999494522	0.107171499747261
56	0.901779483247096	0.196441033505808	0.0982205167529041
57	0.939667482887394	0.120665034225213	0.0603325171126064
58	0.976278555727244	0.047442888545513	0.0237214442727565
59	0.984183443420348	0.0316331131593049	0.0158165565796525
60	0.988347182523573	0.0233056349528534	0.0116528174764267
61	0.99168395119863	0.0166320976027419	0.00831604880137097
62	0.991546486859949	0.0169070262801024	0.0084535131400512
63	0.989213155645487	0.0215736887090264	0.0107868443545132
64	0.991747084685636	0.0165058306287283	0.00825291531436416
65	0.99204080733085	0.015918385338301	0.0079591926691505
66	0.992470332404372	0.0150593351912565	0.00752966759562824
67	0.99010753555239	0.0197849288952201	0.00989246444761007
68	0.995029595452334	0.00994080909533178	0.00497040454766589
69	0.994369016535492	0.0112619669290158	0.00563098346450792
70	0.994697527885314	0.0106049442293726	0.00530247211468631
71	0.993487050577588	0.0130258988448237	0.00651294942241186
72	0.990275846072576	0.0194483078548474	0.0097241539274237
73	0.993148073662142	0.0137038526757163	0.00685192633785813
74	0.9935367811999	0.0129264376001995	0.00646321880009973
75	0.992941808885715	0.0141163822285694	0.00705819111428468
76	0.9923859255612	0.0152281488776015	0.00761407443880074
77	0.993889316045119	0.0122213679097628	0.00611068395488138
78	0.990334272744525	0.0193314545109498	0.0096657272554749
79	0.985020704996184	0.0299585900076322	0.0149792950038161
80	0.996004313161733	0.00799137367653452	0.00399568683826726
81	0.99369172500906	0.0126165499818787	0.00630827499093935
82	0.992040093688891	0.0159198126222174	0.00795990631110871
83	0.987607177341122	0.024785645317756	0.012392822658878
84	0.980721762349027	0.0385564753019467	0.0192782376509734
85	0.977409162445373	0.0451816751092544	0.0225908375546272
86	0.966967672191184	0.0660646556176317	0.0330323278088158
87	0.959579153393047	0.0808416932139068	0.0404208466069534
88	0.948969045570097	0.102061908859807	0.0510309544299035
89	0.93270913822412	0.134581723551761	0.0672908617758806
90	0.926214052827828	0.147571894344343	0.0737859471721716
91	0.936693985254029	0.126612029491943	0.0633060147459715
92	0.917662178859019	0.164675642281963	0.0823378211409813
93	0.955798075304036	0.0884038493919276	0.0442019246959638
94	0.947002560762715	0.105994878474570	0.0529974392372848
95	0.919031187795338	0.161937624409325	0.0809688122046623
96	0.923611357331691	0.152777285336618	0.0763886426683088
97	0.880141638459926	0.239716723080149	0.119858361540074
98	0.909521090287238	0.180957819425524	0.090478909712762
99	0.88440653945586	0.231186921088279	0.115593460544140
100	0.9464241909892	0.107151618021600	0.0535758090108002
101	0.93095633987471	0.138087320250579	0.0690436601252893
102	0.901347431648554	0.197305136702893	0.0986525683514464
103	0.886921610836934	0.226156778326131	0.113078389163066
104	0.887589796320515	0.224820407358970	0.112410203679485

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	2	0.0227272727272727	NOK
5% type I error level	28	0.318181818181818	NOK
10% type I error level	31	0.352272727272727	NOK