Multiple Linear Regression - Estimated Regression Equation

Y[t] = + 24.9913736952300 -0.00450103556579507X[t] + 0.832983649674458`Y(t-1)`[t] -0.0571738582741973`Y(t-2)`[t] -0.232786626019946`Y(t-3)`[t] + 0.228951294811920`Y(t-4)`[t] + 0.0226526075029203t + 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)	24.9913736952300	10.294385	2.4277	0.018839	0.009419
X	-0.00450103556579507	0.004947	-0.9099	0.367258	0.183629
`Y(t-1)`	0.832983649674458	0.135743	6.1365	0	0
`Y(t-2)`	-0.0571738582741973	0.178307	-0.3206	0.749813	0.374906
`Y(t-3)`	-0.232786626019946	0.180137	-1.2923	0.202203	0.101102
`Y(t-4)`	0.228951294811920	0.13434	1.7043	0.09454	0.04727
t	0.0226526075029203	0.012086	1.8743	0.066741	0.03337

Multiple Linear Regression - Regression Statistics
Multiple R	0.989693018832834
R-squared	0.979492271526448
Adjusted R-squared	0.977031344109622
F-TEST (value)	398.017537953093
F-TEST (DF numerator)	6
F-TEST (DF denominator)	50
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.253351340812442
Sum Squared Residuals	3.2093450945731

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	105.62	105.909556464123	-0.289556464122704
2	106.17	105.970792181225	0.199207818774814
3	106.27	106.407996695428	-0.137996695428173
4	106.41	106.568696767885	-0.158696767885347
5	106.94	106.596737168437	0.343262831563244
6	107.16	107.140252809085	0.0197471909147292
7	107.32	107.333035858797	-0.0130358587974443
8	107.32	107.396496501248	-0.0764965012481687
9	107.35	107.484678465875	-0.134678465874600
10	107.55	107.547694525346	0.00230547465391893
11	107.87	107.768305036109	0.101694963891410
12	108.37	108.031082197765	0.33891780223521
13	108.38	108.386001171749	-0.00600117174898755
14	107.92	108.366761851086	-0.446761851085839
15	108.03	107.974964200647	0.05503579935279
16	108.14	108.225937361696	-0.0859373616955538
17	108.3	108.441770055077	-0.141770055077426
18	108.64	108.450719550465	0.189280449535359
19	108.66	108.740985507442	-0.0809855074419642
20	109.04	108.766036424608	0.273963575391751
21	109.03	109.063004427526	-0.0330044275261714
22	109.03	109.116996126921	-0.0869961269214201
23	109.54	109.042387370762	0.497612629238232
24	109.75	109.572034351338	0.177965648662209
25	109.83	109.764226340530	0.0657736594696631
26	109.65	109.746870490776	-0.0968704907764538
27	109.82	109.679066221335	0.140933778664978
28	109.95	109.880193522839	0.069806477161267
29	110.12	110.042412723295	0.0775872767046766
30	110.15	110.110983271139	0.0390167288614961
31	110.21	110.166972455293	0.0430275447070031
32	109.99	110.227763735441	-0.237763735440703
33	110.14	110.098008168350	0.0419918316495721
34	110.14	110.251853089454	-0.111853089454194
35	110.81	110.328494204779	0.481505795220788
36	110.97	110.811175637796	0.158824362204449
37	110.99	110.946217944697	0.0437820553029272
38	109.73	110.791698761526	-1.06169876152646
39	109.81	109.884391056912	-0.0743910569119973
40	110.02	110.070451225203	-0.0504512252029452
41	110.18	110.547933579171	-0.367933579170848
42	110.21	110.381964856789	-0.171964856788717
43	110.25	110.367519921817	-0.117519921816746
44	110.36	110.450479682502	-0.0904796825019399
45	110.51	110.613502064465	-0.103502064464917
46	110.6	110.76452296484	-0.164522964840062
47	110.95	110.814659377530	0.135340622470497
48	111.18	111.094352748633	0.0856472513667392
49	111.19	111.266054379230	-0.0760543792303016
50	111.69	111.229633655535	0.460366344465301
51	111.7	111.674363677023	0.025636322977022
52	111.83	111.693332356689	0.136667643311365
53	111.77	111.699334938915	0.0706650610853777
54	111.73	111.749537452190	-0.0195374521897772
55	112.01	111.723240447188	0.286759552812021
56	111.86	112.068851352161	-0.208851352161338
57	112.04	111.957014625318	0.0829853746823928

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
10	0.343887050882068	0.687774101764135	0.656112949117932
11	0.196242850758297	0.392485701516594	0.803757149241703
12	0.114542358901213	0.229084717802426	0.885457641098787
13	0.2824376980459	0.5648753960918	0.7175623019541
14	0.536132660446009	0.927734679107981	0.463867339553991
15	0.419048359201166	0.838096718402332	0.580951640798834
16	0.40486546848887	0.80973093697774	0.59513453151113
17	0.371756543957006	0.743513087914013	0.628243456042993
18	0.282944096634609	0.565888193269219	0.71705590336539
19	0.236031448776554	0.472062897553109	0.763968551223446
20	0.187305799334444	0.374611598668888	0.812694200665556
21	0.151174015487692	0.302348030975384	0.848825984512308
22	0.113990647804410	0.227981295608820	0.88600935219559
23	0.198583095752682	0.397166191505364	0.801416904247318
24	0.159705287650408	0.319410575300815	0.840294712349593
25	0.113388983117610	0.226777966235220	0.88661101688239
26	0.105177652581467	0.210355305162934	0.894822347418533
27	0.0769462346036761	0.153892469207352	0.923053765396324
28	0.0553633046730464	0.110726609346093	0.944636695326954
29	0.0380159159246459	0.0760318318492917	0.961984084075354
30	0.0277570839664933	0.0555141679329866	0.972242916033507
31	0.0196627503197175	0.0393255006394349	0.980337249680282
32	0.0240029822852979	0.0480059645705958	0.975997017714702
33	0.0154650809415682	0.0309301618831364	0.984534919058432
34	0.010736817713614	0.021473635427228	0.989263182286386
35	0.0494832176992929	0.0989664353985858	0.950516782300707
36	0.092245672564766	0.184491345129532	0.907754327435234
37	0.659991608712508	0.680016782574985	0.340008391287493
38	0.938116116677975	0.123767766644049	0.0618838833220246
39	0.927453616026723	0.145092767946555	0.0725463839732774
40	0.882991167406407	0.234017665187186	0.117008832593593
41	0.956163381780883	0.087673236438233	0.0438366182191165
42	0.91865955185206	0.162680896295879	0.0813404481479394
43	0.903011464580366	0.193977070839269	0.0969885354196343
44	0.855042917075347	0.289914165849305	0.144957082924653
45	0.756375786452976	0.487248427094048	0.243624213547024
46	0.715817940718264	0.568364118563471	0.284182059281736
47	0.655616975448154	0.688766049103692	0.344383024551846

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	0.105263157894737	NOK
10% type I error level	8	0.210526315789474	NOK