Multiple Linear Regression - Estimated Regression Equation

Y[t] = -2.98974717065154 + 0.887683960481875X[t] + 0.144018071360225Y2[t] + 0.109167909345324Y3[t] -0.402453762506518M1[t] -0.116179718351996M2[t] -0.52698664707924M3[t] + 0.594705637013487M4[t] -0.321163975730627M5[t] + 0.284771208347894M6[t] + 0.354028397539171M7[t] + 0.695979012366943M8[t] + 0.367144520312719M9[t] -0.0207176829835056M10[t] + 0.375399406309265M11[t] + 0.00595760122729083t + 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)	-2.98974717065154	0.522119	-5.7262	0	0
X	0.887683960481875	0.03888	22.8313	0	0
Y2	0.144018071360225	0.042187	3.4138	0.001174	0.000587
Y3	0.109167909345324	0.045262	2.4119	0.019055	0.009527
M1	-0.402453762506518	0.231647	-1.7374	0.087632	0.043816
M2	-0.116179718351996	0.221844	-0.5237	0.602483	0.301242
M3	-0.52698664707924	0.222852	-2.3647	0.02141	0.010705
M4	0.594705637013487	0.267052	2.2269	0.029849	0.014924
M5	-0.321163975730627	0.233584	-1.3749	0.174438	0.087219
M6	0.284771208347894	0.232749	1.2235	0.226083	0.113041
M7	0.354028397539171	0.238318	1.4855	0.142819	0.071409
M8	0.695979012366943	0.245412	2.836	0.006281	0.003141
M9	0.367144520312719	0.23667	1.5513	0.126271	0.063136
M10	-0.0207176829835056	0.22416	-0.0924	0.92668	0.46334
M11	0.375399406309265	0.226067	1.6606	0.102197	0.051099
t	0.00595760122729083	0.004171	1.4284	0.158549	0.079275

Multiple Linear Regression - Regression Statistics
Multiple R	0.992105899409369
R-squared	0.984274115642872
Adjusted R-squared	0.980207076584995
F-TEST (value)	242.012457130536
F-TEST (DF numerator)	15
F-TEST (DF denominator)	58
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.379575850739525
Sum Squared Residuals	8.3565139349488

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	13.7	13.6935936707469	0.00640632925307883
2	14.2	14.4092189414908	-0.209218941490816
3	13.5	13.4502322614352	0.0497677385648431
4	11.9	11.5553481802552	0.344651819744814
5	14.6	14.6825536916755	-0.0825536916754956
6	15.6	15.3426736104560	0.257326389544032
7	14.1	14.1230058057754	-0.0230058057754395
8	14.9	14.8209170523749	0.0790829476250858
9	14.2	14.1248757757084	0.075124224291595
10	14.6	14.3158125390470	0.284187460953021
11	17.2	17.012387204344	0.187612795655985
12	15.4	15.2926091505416	0.107390849458411
13	14.3	14.4265431780552	-0.126543178055204
14	17.5	16.9625887604911	0.537411239508858
15	14.5	14.4274493967096	0.0725506032903916
16	14.4	14.1205044891387	0.27949551086126
17	16.6	16.5898430193256	0.0101569806744103
18	16.7	16.9485986655076	-0.248598665507595
19	16.6	16.8858944417432	-0.285894441743187
20	16.9	16.8669950931567	0.0330049068433241
21	15.7	15.9192544137909	-0.219254413790940
22	16.4	16.1022488184847	0.297751181515332
23	18.4	18.5834620973807	-0.183462097380744
24	16.9	17.0298423024101	-0.129842302410100
25	16.5	16.4651894441039	0.034810555896078
26	18.3	18.0024873458107	0.297512654189328
27	15.1	15.3346058166403	-0.23460581664033
28	15.7	15.6126003140924	0.0873996859076265
29	18.1	18.0778369490201	0.0221630509799018
30	16.8	17.0952773265142	-0.295277326514196
31	18.9	18.8243937784791	0.0756062215208716
32	19	18.2706291276646	0.729370872335388
33	18.1	17.6644299243043	0.435570075695710
34	17.8	17.7924849271411	0.00751507285887725
35	21.5	21.0052172139617	0.494782786038296
36	17.1	17.0323514231816	0.067648576818446
37	18.7	19.0888764661917	-0.388876466191689
38	19	19.5064234463590	-0.506423446358962
39	16.4	16.8987595188558	-0.498759518855819
40	16.9	17.0015259358618	-0.101525935861796
41	18.6	18.6792743812022	-0.0792743812021703
42	19.3	19.434413222083	-0.134413222083002
43	19.4	19.8978110845348	-0.497811084534806
44	17.6	18.135370703128	-0.535370703128013
45	18.6	19.3236074927498	-0.723607492749826
46	18.1	18.4270819650225	-0.327081965022460
47	20.4	21.2621875794304	-0.862187579430414
48	18.1	18.4443895586644	-0.344389558664401
49	19.6	19.3897717594193	0.210228240580721
50	19.9	20.4895319926487	-0.589531992648697
51	19.2	18.9844028281166	0.215597171883414
52	17.8	18.6324104739471	-0.832410473947091
53	19.2	19.5185725022936	-0.318572502293647
54	22	21.9828639563099	0.0171360436900842
55	21.1	20.7753430328265	0.324656967173468
56	19.5	19.1938218324244	0.306178167575571
57	22.2	21.7100507049858	0.489949295014173
58	20.9	21.2657712584743	-0.365771258474305
59	22.2	22.0595628788108	0.140437121189171
60	23.5	23.2179452729639	0.282054727036063
61	21.5	21.3576915894849	0.142308410515105
62	24.3	24.2870433070368	0.0129566929632053
63	22.8	22.4045501782425	0.395449821757501
64	20.3	20.0776106067048	0.222389393295187
65	23.7	23.251919456483	0.448080543517001
66	23.3	22.8961732191293	0.403826780870677
67	19.6	19.1935518566409	0.406448143359093
68	18	18.6122661912514	-0.612266191251356
69	17.3	17.3577816884607	-0.0577816884607114
70	16.8	16.6966004918305	0.103399508169533
71	18.2	17.9771830260723	0.222816973927707
72	16.5	16.4828622922384	0.0171377077615822
73	16	15.8783338919981	0.121666108001909
74	18.4	17.9427062061629	0.457293793837084

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
19	0.140892591958867	0.281785183917735	0.859107408041133
20	0.0816927564588042	0.163385512917608	0.918307243541196
21	0.0321589608781497	0.0643179217562995	0.96784103912185
22	0.0270294425065019	0.0540588850130037	0.972970557493498
23	0.0156514428776132	0.0313028857552263	0.984348557122387
24	0.00671161504975673	0.0134232300995135	0.993288384950243
25	0.00266421960112299	0.00532843920224599	0.997335780398877
26	0.00131780914872147	0.00263561829744294	0.998682190851279
27	0.000514479266098116	0.00102895853219623	0.999485520733902
28	0.000313850786462428	0.000627701572924856	0.999686149213538
29	0.000182748398298825	0.000365496796597651	0.999817251601701
30	6.48234554235487e-05	0.000129646910847097	0.999935176544577
31	2.89211500530379e-05	5.78423001060759e-05	0.999971078849947
32	8.78169117727839e-05	0.000175633823545568	0.999912183088227
33	0.000684759796810431	0.00136951959362086	0.99931524020319
34	0.000564659430888075	0.00112931886177615	0.999435340569112
35	0.00839222909960589	0.0167844581992118	0.991607770900394
36	0.0267674660354495	0.0535349320708989	0.97323253396455
37	0.023755207853885	0.04751041570777	0.976244792146115
38	0.0939826031931715	0.187965206386343	0.906017396806828
39	0.082094245206579	0.164188490413158	0.91790575479342
40	0.146831725442035	0.29366345088407	0.853168274557965
41	0.162607300282250	0.325214600564501	0.83739269971775
42	0.117601541514601	0.235203083029202	0.8823984584854
43	0.12420545625703	0.24841091251406	0.87579454374297
44	0.112554235349954	0.225108470699909	0.887445764650046
45	0.265465792915371	0.530931585830742	0.734534207084629
46	0.287746617391625	0.57549323478325	0.712253382608375
47	0.489586768215312	0.979173536430624	0.510413231784688
48	0.414466547197268	0.828933094394535	0.585533452802733
49	0.595281375725423	0.809437248549154	0.404718624274577
50	0.644907623920363	0.710184752159273	0.355092376079637
51	0.601565374380767	0.796869251238466	0.398434625619233
52	0.574503131603196	0.850993736793609	0.425496868396804
53	0.443440378240194	0.886880756480388	0.556559621759806
54	0.359094734906536	0.718189469813073	0.640905265093464
55	0.392801283381074	0.785602566762148	0.607198716618926

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	10	0.270270270270270	NOK
5% type I error level	14	0.378378378378378	NOK
10% type I error level	17	0.459459459459459	NOK