Multiple Linear Regression - Estimated Regression Equation

AKW[t] = + 110.055899257576 -0.038009298269539AKB[t] -0.174770514728344M1[t] -0.285363474701875M2[t] + 0.0732185403524886M3[t] + 0.299697191177373M4[t] + 0.336207016778144M5[t] + 0.0638871977515323M6[t] + 0.0184703036138447M7[t] + 0.0764184642465924M8[t] + 0.199242753311017M9[t] + 0.295251074336222M10[t] + 0.25339064685611M11[t] + 0.125505490971034t + 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)	110.055899257576	0.745913	147.5452	0	0
AKB	-0.038009298269539	0.006538	-5.8133	1e-06	0
M1	-0.174770514728344	0.273445	-0.6391	0.525832	0.262916
M2	-0.285363474701875	0.28765	-0.9921	0.326253	0.163126
M3	0.0732185403524886	0.286692	0.2554	0.799536	0.399768
M4	0.299697191177373	0.28629	1.0468	0.300532	0.150266
M5	0.336207016778144	0.286672	1.1728	0.246789	0.123394
M6	0.0638871977515323	0.286451	0.223	0.824479	0.412239
M7	0.0184703036138447	0.285883	0.0646	0.94876	0.47438
M8	0.0764184642465924	0.285887	0.2673	0.790405	0.395203
M9	0.199242753311017	0.28619	0.6962	0.489739	0.244869
M10	0.295251074336222	0.287662	1.0264	0.309965	0.154982
M11	0.25339064685611	0.286609	0.8841	0.381143	0.190571
t	0.125505490971034	0.004867	25.7864	0	0

Multiple Linear Regression - Regression Statistics
Multiple R	0.978580216162726
R-squared	0.957619239465087
Adjusted R-squared	0.945896901444792
F-TEST (value)	81.6918295486061
F-TEST (DF numerator)	13
F-TEST (DF denominator)	47
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.450700805243576
Sum Squared Residuals	9.54716714481878

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	104.89	105.293481248395	-0.403481248395319
2	105.15	105.512503711100	-0.36250371110043
3	105.24	105.873821183715	-0.633821183715225
4	105.57	106.297642899241	-0.727642899240572
5	105.62	106.267331166569	-0.6473311665685
6	106.17	105.928189789269	0.241810210730943
7	106.27	106.139030372150	0.130969627850375
8	106.41	106.510630050188	-0.100630050187622
9	106.94	106.852462703966	0.0875372960338539
10	107.16	106.945124994829	0.214875005171350
11	107.32	107.255685568989	0.0643144310112762
12	107.32	107.224344030708	0.0956559692917247
13	107.35	107.213468398203	0.136531601796802
14	107.55	107.247385578335	0.302614421664536
15	107.87	107.701445738728	0.168554261272077
16	108.37	107.985773329604	0.384226670395938
17	108.38	107.926194437264	0.453805562735537
18	107.92	107.839054707492	0.0809452925079438
19	108.03	108.024048967549	0.00595103245067025
20	108.14	108.192678992828	-0.0526789928279927
21	108.3	108.428085611452	-0.128085611451811
22	108.64	108.567119246203	0.072880753796853
23	108.66	108.599831850013	0.0601681499871106
24	109.04	108.617522306500	0.422477693499861
25	109.03	108.580420258189	0.449579741810914
26	109.03	108.495748427720	0.534251572279602
27	109.54	108.862007109110	0.677992890889782
28	109.75	109.153556466658	0.596443533342424
29	109.83	109.53564562021	0.294354379789987
30	109.65	109.592181037896	0.0578189621035373
31	109.82	109.639961731201	0.180038268799287
32	109.95	109.799089431912	0.150910568088020
33	110.12	109.885119508337	0.234880491663495
34	110.15	110.043537885205	0.106462114794691
35	110.21	110.206622382080	0.0033776179204208
36	109.99	110.076076575316	-0.086076575315632
37	110.14	110.046576386658	0.0934236133415222
38	110.14	110.067950498362	0.072049501638196
39	110.81	110.531893076304	0.278106923695657
40	110.97	110.775930811015	0.194069188985225
41	110.99	110.795031166093	0.194968833906884
42	109.73	110.405717515078	-0.675717515077871
43	109.81	110.524575596146	-0.714575596146148
44	110.02	110.646834277536	-0.626834277535977
45	110.18	110.781896348728	-0.601896348728198
46	110.21	110.979844395797	-0.769844395797338
47	110.25	110.874583246889	-0.624583246888643
48	110.36	110.897595005134	-0.537595005133638
49	110.51	111.028874148157	-0.518874148156633
50	110.6	111.146411784482	-0.546411784481903
51	110.95	111.440832892142	-0.490832892142291
52	111.18	111.627096493483	-0.447096493483015
53	111.19	111.485797609864	-0.295797609863907
54	111.69	111.394856950265	0.295143049735447
55	111.7	111.302383332954	0.397616667045815
56	111.83	111.200767247536	0.629232752463572
57	111.77	111.362435827517	0.40756417248266
58	111.73	111.354373477966	0.375626522034444
59	112.01	111.513276952030	0.496723047969836
60	111.86	111.754462082342	0.105537917657683
61	112.04	111.797179560397	0.242820439602715

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
17	0.0270735384923653	0.0541470769847305	0.972926461507635
18	0.106658770337142	0.213317540674284	0.893341229662858
19	0.101461526905173	0.202923053810346	0.898538473094827
20	0.282488812757886	0.564977625515771	0.717511187242114
21	0.509113652546352	0.981772694907297	0.490886347453648
22	0.488935370969272	0.977870741938545	0.511064629030728
23	0.415402622498876	0.830805244997753	0.584597377501124
24	0.311184242022723	0.622368484045446	0.688815757977277
25	0.228933604988870	0.457867209977740	0.77106639501113
26	0.160067267947015	0.320134535894031	0.839932732052985
27	0.130906054367787	0.261812108735575	0.869093945632213
28	0.0989791019990597	0.197958203998119	0.90102089800094
29	0.071211158540358	0.142422317080716	0.928788841459642
30	0.0666476776975794	0.133295355395159	0.93335232230242
31	0.0471173624441003	0.0942347248882007	0.9528826375559
32	0.0326833912183891	0.0653667824367782	0.967316608781611
33	0.0250975600139592	0.0501951200279184	0.974902439986041
34	0.0312857971026515	0.062571594205303	0.968714202897349
35	0.0527302061992754	0.105460412398551	0.947269793800725
36	0.0712653675498066	0.142530735099613	0.928734632450193
37	0.0564113892288552	0.112822778457710	0.943588610771145
38	0.0469377782199335	0.093875556439867	0.953062221780066
39	0.076581219998753	0.153162439997506	0.923418780001247
40	0.239417801675653	0.478835603351306	0.760582198324347
41	0.986655704387136	0.0266885912257284	0.0133442956128642
42	0.986875856465775	0.0262482870684507	0.0131241435342253
43	0.988648297933655	0.0227034041326907	0.0113517020663453
44	0.982761488493878	0.0344770230122443	0.0172385115061221

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	4	0.142857142857143	NOK
10% type I error level	10	0.357142857142857	NOK