Multiple Linear Regression - Estimated Regression Equation

Y[t] = -0.882021848595453 -0.00452130769895071X[t] + 1.28776785397041Y1[t] -0.416249054274984Y2[t] -0.111638282342769Y3[t] + 0.271637226912727Y4[t] -0.0188616710391742Y5[t] + 0.0035299223429012t + 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)	-0.882021848595453	4.04946	-0.2178	0.828518	0.414259
X	-0.00452130769895071	0.001859	-2.4321	0.018876	0.009438
Y1	1.28776785397041	0.138486	9.2989	0	0
Y2	-0.416249054274984	0.229841	-1.811	0.07653	0.038265
Y3	-0.111638282342769	0.243676	-0.4581	0.648961	0.32448
Y4	0.271637226912727	0.236105	1.1505	0.255761	0.12788
Y5	-0.0188616710391742	0.149062	-0.1265	0.899847	0.449924
t	0.0035299223429012	0.003991	0.8845	0.38095	0.190475

Multiple Linear Regression - Regression Statistics
Multiple R	0.996238049982534
R-squared	0.992490252233001
Adjusted R-squared	0.99137177916132
F-TEST (value)	887.361776838902
F-TEST (DF numerator)	7
F-TEST (DF denominator)	47
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.07894860758537
Sum Squared Residuals	0.292945484064431

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	103.91	103.923694876667	-0.0136948766666860
2	103.91	103.924789755446	-0.0147897554456499
3	103.92	103.941645341270	-0.0216453412702114
4	104.05	103.990647458687	0.0593525413132544
5	104.23	104.172089529124	0.0579104708758845
6	104.3	104.347101747472	-0.0471017474724066
7	104.31	104.354053985388	-0.0440539853882922
8	104.31	104.351380045969	-0.0413800459693747
9	104.34	104.385306304686	-0.0453063046856742
10	104.55	104.431121246444	0.118878753556377
11	104.65	104.694443132558	-0.0444431325583265
12	104.73	104.73534764295	-0.0053476429499675
13	104.75	104.773223765681	-0.0232237656811312
14	104.75	104.810906213889	-0.0609062138884949
15	104.76	104.828521218190	-0.0685212181896317
16	104.94	104.860280210625	0.0797197893749793
17	105.29	105.094013274685	0.195986725314739
18	105.38	105.460992361427	-0.0809923614266413
19	105.43	105.415095049229	0.0149049507714379
20	105.43	105.437550534673	-0.00755053467327394
21	105.42	105.486978172117	-0.0669781721174468
22	105.52	105.484468698123	0.0355313018768063
23	105.69	105.638699907367	0.051300092633371
24	105.72	105.812012535640	-0.0920125356402588
25	105.74	105.769985084642	-0.02998508464202
26	105.74	105.794252462300	-0.0542524622996764
27	105.74	105.825879108859	-0.0858791088590926
28	105.95	105.824884805968	0.125115194032468
29	106.17	106.076132895088	0.0938671049122893
30	106.34	106.264783202778	0.0752167972220204
31	106.37	106.360007298276	0.00999270172379286
32	106.37	106.329077243266	0.0409227567341805
33	106.36	106.330716840331	0.0292831596691363
34	106.44	106.349649688903	0.090350311097268
35	106.29	106.473896647465	-0.183896647464736
36	106.23	106.271857884708	-0.0418578847076219
37	106.23	106.246651005248	-0.0166510052475141
38	106.23	106.298448761885	-0.0684487618853065
39	106.23	106.265518201909	-0.0355182019089434
40	106.34	106.251962095134	0.0880379048662037
41	106.44	106.384714258579	0.0552857414210537
42	106.44	106.454504731863	-0.0145047318625162
43	106.48	106.409102976189	0.0708970238109437
44	106.5	106.435386148578	0.064613851422073
45	106.57	106.460450743149	0.109549256850864
46	106.4	106.523171028071	-0.123171028070596
47	106.37	106.297222581807	0.0727774181933546
48	106.25	106.362750951892	-0.112750951892213
49	106.21	106.273155353096	-0.0631553530956664
50	106.21	106.226905773786	-0.0169057737860680
51	106.24	106.229316034796	0.0106839652035338
52	106.19	106.233514899246	-0.0435148992462501
53	106.08	106.148854084091	-0.0688540840912035
54	106.13	106.017191913565	0.112808086434877
55	106.09	106.115692286228	-0.0256922862280168

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
11	0.071265950870845	0.14253190174169	0.928734049129155
12	0.0218894858032215	0.0437789716064431	0.978110514196779
13	0.00814670263366301	0.0162934052673260	0.991853297366337
14	0.00493308734657163	0.00986617469314327	0.995066912653428
15	0.00216667796840162	0.00433335593680323	0.997833322031598
16	0.000635912631242297	0.00127182526248459	0.999364087368758
17	0.106632233816174	0.213264467632349	0.893367766183826
18	0.0938331915573314	0.187666383114663	0.906166808442669
19	0.238414354198204	0.476828708396409	0.761585645801796
20	0.197930614162767	0.395861228325534	0.802069385837233
21	0.16020519792714	0.32041039585428	0.83979480207286
22	0.150141424871728	0.300282849743456	0.849858575128272
23	0.108163703551091	0.216327407102182	0.891836296448909
24	0.16718194738908	0.33436389477816	0.83281805261092
25	0.151798772285462	0.303597544570924	0.848201227714538
26	0.173767408281790	0.347534816563580	0.82623259171821
27	0.339235750299163	0.678471500598327	0.660764249700837
28	0.294231866630903	0.588463733261806	0.705768133369097
29	0.238637280098202	0.477274560196403	0.761362719901798
30	0.200214296265097	0.400428592530195	0.799785703734903
31	0.147472425502857	0.294944851005715	0.852527574497143
32	0.133016256970895	0.266032513941791	0.866983743029105
33	0.124449598043578	0.248899196087157	0.875550401956422
34	0.0920529696497502	0.184105939299500	0.90794703035025
35	0.556351878180809	0.887296243638382	0.443648121819191
36	0.627049447585381	0.745901104829238	0.372950552414619
37	0.592274321104015	0.81545135779197	0.407725678895985
38	0.648157640811814	0.703684718376371	0.351842359188186
39	0.686429692755743	0.627140614488514	0.313570307244257
40	0.696157143246208	0.607685713507583	0.303842856753792
41	0.64875431329439	0.702491373411219	0.351245686705610
42	0.851394470904742	0.297211058190516	0.148605529095258
43	0.755849871146904	0.488300257706191	0.244150128853096
44	0.955787335316	0.0884253293680012	0.0442126646840006

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	3	0.088235294117647	NOK
5% type I error level	5	0.147058823529412	NOK
10% type I error level	6	0.176470588235294	NOK