Multiple Linear Regression - Estimated Regression Equation

O[t] = -0.578264633807956 + 0.92553541241128B[t] + 0.0132183880731032CM[t] + 0.0160035232163502CM_B[t] -1.31048736184262D[t] + 1.32524772719412D_B[t] + 0.406327339245112PE[t] -0.394585656390905PE_B[t] -0.341990685460131PC[t] + 0.363464570658179PC_B[t] + 0.942105175460257PS[t] + 0.0146495184249108PS_B[t] + 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)	-0.578264633807956	1.018728	-0.5676	0.57115	0.285575
B	0.92553541241128	0.026458	34.9813	0	0
CM	0.0132183880731032	0.08117	0.1628	0.870862	0.435431
CM_B	0.0160035232163502	0.079044	0.2025	0.839834	0.419917
D	-1.31048736184262	0.218181	-6.0064	0	0
D_B	1.32524772719412	0.221044	5.9954	0	0
PE	0.406327339245112	0.143549	2.8306	0.005297	0.002649
PE_B	-0.394585656390905	0.151846	-2.5986	0.010314	0.005157
PC	-0.341990685460131	0.108022	-3.1659	0.00188	0.00094
PC_B	0.363464570658179	0.109279	3.326	0.001113	0.000556
PS	0.942105175460257	0.048185	19.5519	0	0
PS_B	0.0146495184249108	0.030566	0.4793	0.632459	0.316229

Multiple Linear Regression - Regression Statistics
Multiple R	0.986054290328691
R-squared	0.972303063475619
Adjusted R-squared	0.970230503599645
F-TEST (value)	469.131471059977
F-TEST (DF numerator)	11
F-TEST (DF denominator)	147
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	1.43270045551944
Sum Squared Residuals	301.736697501106

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	26	24.6041995514881	1.39580044851185
2	23	25.4130327883993	-2.41303278839925
3	25	24.2183183396727	0.78168166032734
4	23	19.5179366599762	3.48206334002381
5	20	22.3741165311321	-2.37411653113214
6	29	22.2387016296813	6.76129837031869
7	20	20.2205856699302	-0.220585669930177
8	16	16.6015594595828	-0.601559459582769
9	18	18.4816387188737	-0.481638718873717
10	17	17.4960001377340	-0.49600013773396
11	23	23.0502803334575	-0.0502803334575275
12	30	29.5644417477413	0.435558252258724
13	23	22.7065622191804	0.293437780819601
14	18	18.2815495853943	-0.281549585394317
15	15	15.7286961091583	-0.728696109158332
16	12	12.7283106162804	-0.728310616280428
17	21	20.9498195332017	0.0501804667983207
18	15	15.3891673348079	-0.389167334807894
19	20	20.2068579140039	-0.206857914003871
20	31	30.6461690533045	0.353830946695542
21	27	26.8465542387064	0.153445761293572
22	34	33.4530317080726	0.546968291927387
23	21	21.1673111384559	-0.167311138455912
24	31	30.5027986502654	0.497201349734574
25	19	19.3078180295097	-0.307818029509666
26	16	16.5787508582618	-0.578750858261844
27	20	20.3178371410299	-0.317837141029893
28	21	21.1055840416876	-0.105584041687578
29	22	22.1827699761436	-0.182769976143621
30	17	17.5205361096234	-0.52053610962345
31	24	23.9606385098554	0.0393614901445705
32	25	25.2453422813576	-0.245342281357636
33	26	26.0625779104939	-0.0625779104938981
34	25	24.9901215197081	0.00987848029186374
35	17	17.6352757199115	-0.635275719911508
36	32	31.5968497808248	0.403150219175239
37	33	32.3548017515907	0.645198248409274
38	13	12.8444245603739	0.155575439626082
39	0	2.18794968435404	-2.18794968435404
40	25	25.174433175096	-0.174433175096001
41	29	28.8918376034232	0.108162396576836
42	22	22.0868260200892	-0.0868260200891926
43	18	18.2686093376018	-0.268609337601757
44	17	17.5296000678684	-0.529600067868443
45	20	20.3328639948932	-0.332863994893188
46	15	15.634898291154	-0.634898291154
47	20	20.3458358671561	-0.345835867156141
48	33	32.5430125446762	0.456987455323809
49	29	28.6121314784000	0.38786852159997
50	23	23.2818153482682	-0.281815348268219
51	26	25.8615682049042	0.138431795095829
52	18	18.4186711187687	-0.418671118768677
53	20	20.1016957485837	-0.101695748583711
54	11	11.4706891159079	-0.470689115907916
55	28	28.1707423952679	-0.170742395267928
56	26	25.9896142003860	0.0103857996140351
57	22	22.1695069951440	-0.169506995144028
58	17	17.5343728156567	-0.53437281565669
59	12	12.5319259276469	-0.531925927646852
60	14	14.7123555505507	-0.712355550550712
61	17	17.5107009711061	-0.510700971106106
62	21	20.3380927470690	0.661907252931047
63	0	-5.25108566558226	5.25108566558226
64	18	18.4794330488443	-0.479433048844261
65	10	10.9799755833075	-0.979975583307488
66	29	28.7346391115354	0.265360888464633
67	31	30.3255764596980	0.67442354030197
68	19	19.4438616524450	-0.443861652445022
69	9	9.12373445468246	-0.123734454682459
70	0	-0.372268938781072	0.372268938781072
71	28	27.5383401714152	0.461659828584786
72	19	19.2588847154214	-0.258884715421411
73	30	29.6367145656765	0.363285434323499
74	29	28.8976785788225	0.102321421177499
75	26	25.8271010602228	0.172898939777158
76	23	23.0101476516417	-0.0101476516417497
77	13	13.869782539103	-0.869782539102996
78	21	21.3603289070511	-0.360328907051057
79	19	19.3574021941919	-0.357402194191937
80	28	27.7949920874708	0.205007912529240
81	23	22.3451927968144	0.654807203185622
82	0	0.446493779711898	-0.446493779711898
83	21	21.1961576111266	-0.196157611126643
84	20	19.4521857063232	0.54781429367675
85	0	7.2377156800752	-7.2377156800752
86	21	21.2209489982356	-0.220948998235552
87	21	21.296532797793	-0.296532797792997
88	15	15.6989440017742	-0.698944001774215
89	28	26.9753740420348	1.02462595796524
90	0	-0.262612919822320	0.262612919822320
91	26	25.8540910907174	0.145908909282640
92	10	9.75667480922528	0.243325190774723
93	0	0.0342085643549303	-0.0342085643549303
94	22	22.1776567768225	-0.177656776822495
95	19	19.3236304946870	-0.323630494687042
96	31	30.8519275928890	0.148072407111043
97	31	30.5939006437243	0.406099356275664
98	29	28.7494305950021	0.250569404997940
99	19	19.1361975269074	-0.136197526907407
100	22	21.9978267604862	0.0021732395137644
101	23	23.0837356952992	-0.083735695299185
102	15	15.3413957017525	-0.341395701752489
103	20	20.2871768710127	-0.287176871012682
104	18	18.4718631876671	-0.471863187667068
105	23	22.0471579374471	0.952842062552895
106	0	5.73875916131579	-5.73875916131579
107	21	20.8699276360379	0.130072363962143
108	24	23.8646329249258	0.135367075074196
109	25	24.0998567874755	0.90014321252454
110	0	-1.85640375280187	1.85640375280187
111	13	13.5411151924826	-0.541115192482634
112	28	27.5691937214214	0.430806278578555
113	21	20.1181711746810	0.881828825318965
114	0	-7.15715228035647	7.15715228035647
115	9	10.0905632682401	-1.09056326824013
116	16	16.3128204414968	-0.312820441496799
117	19	19.2843924990371	-0.284392499037124
118	17	17.4037431082757	-0.40374310827568
119	25	24.901282449828	0.0987175501719828
120	20	19.9624893812134	0.0375106187865633
121	29	28.4688111245886	0.531188875411382
122	14	13.6033852267716	0.396614773228392
123	0	-1.15007446225698	1.15007446225698
124	15	15.4353749719551	-0.435374971955149
125	19	19.4786690485831	-0.47866904858306
126	20	19.4012843437678	0.598715656232224
127	0	-4.26985303011458	4.26985303011458
128	20	20.3485480195630	-0.348548019562960
129	18	18.4452068883406	-0.445206888340618
130	33	32.3939257377748	0.606074262225229
131	22	22.1911170315266	-0.191117031526600
132	16	16.4309318311061	-0.430931831106053
133	17	17.4128504707148	-0.412850470714814
134	16	16.3094613074666	-0.309461307466619
135	21	21.0292327307523	-0.029232730752263
136	26	26.0715816303282	-0.0715816303281501
137	18	18.2493848514483	-0.249384851448318
138	18	18.4742408271431	-0.474240827143106
139	17	17.2852117383983	-0.285211738398310
140	22	22.1127894550919	-0.11278945509194
141	30	28.6516116953374	1.34838830466263
142	0	2.92325184158514	-2.92325184158514
143	24	24.3774196544525	-0.377419654452538
144	21	21.1736848378696	-0.173684837869617
145	21	21.4055415731769	-0.405541573176936
146	29	28.7628679486231	0.237132051376895
147	31	29.5627692076597	1.43723079234029
148	0	0.431084021843932	-0.431084021843932
149	16	16.2259330922225	-0.225933092222503
150	22	22.0352239577883	-0.0352239577882566
151	20	20.2570507908056	-0.25705079080563
152	28	28.0166912573327	-0.0166912573327332
153	38	37.0463235816684	0.953676418331649
154	22	21.966706215613	0.0332937843869862
155	20	20.466852129873	-0.466852129872996
156	17	17.3828668619047	-0.38286686190475
157	28	27.7818989790219	0.218101020978083
158	22	22.2097426131333	-0.209742613133305
159	31	30.7372463017937	0.262753698206326

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
15	0.931890324775149	0.136219350449703	0.0681096752248514
16	0.996805081921695	0.0063898361566105	0.00319491807830525
17	0.992876311439192	0.0142473771216161	0.00712368856080807
18	0.98538436754423	0.0292312649115383	0.0146156324557692
19	0.983095289663174	0.0338094206736516	0.0169047103368258
20	0.97085633205466	0.0582873358906794	0.0291436679453397
21	0.963207522126936	0.0735849557461287	0.0367924778730644
22	0.94214960177313	0.115700796453739	0.0578503982268694
23	0.9127322853819	0.174535429236199	0.0872677146180996
24	0.965010013242332	0.0699799735153369	0.0349899867576685
25	0.94760064853572	0.104798702928559	0.0523993514642797
26	0.924726268691788	0.150547462616425	0.0752737313082124
27	0.895200219936097	0.209599560127806	0.104799780063903
28	0.858080979736361	0.283838040527277	0.141919020263639
29	0.813311838739206	0.373376322521589	0.186688161260794
30	0.7697783746988	0.460443250602399	0.230221625301199
31	0.762113147402687	0.475773705194627	0.237886852597313
32	0.722634649881769	0.554730700236463	0.277365350118231
33	0.663850487204168	0.672299025591664	0.336149512795832
34	0.620709085408403	0.758581829183194	0.379290914591597
35	0.560556487990136	0.878887024019728	0.439443512009864
36	0.513812575763877	0.972374848472245	0.486187424236123
37	0.470394142827472	0.940788285654945	0.529605857172528
38	0.413657578173338	0.827315156346676	0.586342421826662
39	0.598974369708297	0.802051260583405	0.401025630291703
40	0.554492920001728	0.891014159996544	0.445507079998272
41	0.495662276774656	0.991324553549312	0.504337723225344
42	0.439305588742755	0.87861117748551	0.560694411257245
43	0.385478527406998	0.770957054813996	0.614521472593002
44	0.336057625432369	0.672115250864738	0.663942374567631
45	0.287567283519701	0.575134567039403	0.712432716480299
46	0.242217504440564	0.484435008881128	0.757782495559436
47	0.201131976603976	0.402263953207952	0.798868023396024
48	0.167170787342452	0.334341574684905	0.832829212657548
49	0.136007451573175	0.272014903146351	0.863992548426824
50	0.110051711244626	0.220103422489251	0.889948288755374
51	0.0863358334372096	0.172671666874419	0.91366416656279
52	0.0676583074721739	0.135316614944348	0.932341692527826
53	0.0529175410391086	0.105835082078217	0.947082458960891
54	0.0398030850049655	0.079606170009931	0.960196914995035
55	0.0304749236788772	0.0609498473577544	0.969525076321123
56	0.0224820192074422	0.0449640384148845	0.977517980792558
57	0.0161687035770383	0.0323374071540765	0.983831296422962
58	0.0117099067954447	0.0234198135908894	0.988290093204555
59	0.00829445004929892	0.0165889000985978	0.991705549950701
60	0.0059932375457984	0.0119864750915968	0.994006762454202
61	0.00411199622777575	0.0082239924555515	0.995888003772224
62	0.00440994293701509	0.00881988587403018	0.995590057062985
63	0.0113828213699662	0.0227656427399324	0.988617178630034
64	0.00806512535221193	0.0161302507044239	0.991934874647788
65	0.00598443901853502	0.0119688780370700	0.994015560981465
66	0.00420360259308469	0.00840720518616938	0.995796397406915
67	0.00307682744066801	0.00615365488133603	0.996923172559332
68	0.00210039581852808	0.00420079163705617	0.997899604181472
69	0.00184308630197776	0.00368617260395552	0.998156913698022
70	0.0857341924375413	0.171468384875083	0.914265807562459
71	0.0704593620542171	0.140918724108434	0.929540637945783
72	0.055587751999065	0.11117550399813	0.944412248000935
73	0.0434785609220866	0.0869571218441731	0.956521439077913
74	0.0332179696396098	0.0664359392792195	0.96678203036039
75	0.0251676357556353	0.0503352715112706	0.974832364244365
76	0.0188414936432232	0.0376829872864463	0.981158506356777
77	0.0153803488780306	0.0307606977560612	0.98461965112197
78	0.0115565990717313	0.0231131981434626	0.988443400928269
79	0.00836004005565288	0.0167200801113058	0.991639959944347
80	0.00600073094336713	0.0120014618867343	0.993999269056633
81	0.00569693894172114	0.0113938778834423	0.994303061058279
82	0.019309506887842	0.038619013775684	0.980690493112158
83	0.0143201485575349	0.0286402971150698	0.985679851442465
84	0.0133472797826577	0.0266945595653153	0.986652720217342
85	0.969588942760994	0.0608221144780117	0.0304110572390058
86	0.9605088840681	0.0789822318638016	0.0394911159319008
87	0.951200002698601	0.097599994602797	0.0487999973013985
88	0.939805350546437	0.120389298907126	0.060194649453563
89	0.927099247634885	0.14580150473023	0.072900752365115
90	0.935662044259217	0.128675911481566	0.064337955740783
91	0.91865226035956	0.162695479280880	0.0813477396404401
92	0.903973950830475	0.192052098339049	0.0960260491695245
93	0.925192040220129	0.149615919559742	0.0748079597798712
94	0.909344025117669	0.181311949764663	0.0906559748823313
95	0.88845986458147	0.223080270837061	0.111540135418531
96	0.862500288799537	0.274999422400926	0.137499711200463
97	0.833935874719888	0.332128250560223	0.166064125280112
98	0.801463296405597	0.397073407188807	0.198536703594403
99	0.764136060724027	0.471727878551947	0.235863939275974
100	0.722561571165965	0.55487685766807	0.277438428834035
101	0.677870534591829	0.644258930816342	0.322129465408171
102	0.633106556527083	0.733786886945834	0.366893443472917
103	0.584624927846848	0.830750144306303	0.415375072153152
104	0.549708908710682	0.900582182578636	0.450291091289318
105	0.509341852295823	0.981316295408355	0.490658147704177
106	0.999533615326094	0.000932769347812684	0.000466384673906342
107	0.999336540552618	0.00132691889476335	0.000663459447381676
108	0.998921075126882	0.00215784974623607	0.00107892487311803
109	0.998317423490455	0.0033651530190893	0.00168257650954465
110	0.999676731032704	0.000646537934592852	0.000323268967296426
111	0.999455626054085	0.0010887478918291	0.00054437394591455
112	0.999142714328052	0.00171457134389647	0.000857285671948233
113	0.998775299868178	0.00244940026364421	0.00122470013182210
114	1	0	0
115	1	0	0
116	1	0	0
117	1	0	0
118	1	0	0
119	1	0	0
120	1	0	0
121	1	0	0
122	1	0	0
123	1	0	0
124	1	0	0
125	1	4.25610936260445e-304	2.12805468130223e-304
126	1	4.84385149583064e-294	2.42192574791532e-294
127	1	8.7512927611759e-278	4.37564638058795e-278
128	1	5.65416621894546e-263	2.82708310947273e-263
129	1	2.30484563619042e-245	1.15242281809521e-245
130	1	3.05972870069150e-230	1.52986435034575e-230
131	1	1.32410842359731e-223	6.62054211798654e-224
132	1	3.79293484597089e-209	1.89646742298545e-209
133	1	8.4189297430175e-195	4.20946487150875e-195
134	1	1.01646719401544e-182	5.08233597007721e-183
135	1	5.71862489918074e-168	2.85931244959037e-168
136	1	2.35328575929728e-154	1.17664287964864e-154
137	1	4.30226771089198e-142	2.15113385544599e-142
138	1	9.92764614521413e-126	4.96382307260707e-126
139	1	1.06614260278708e-112	5.33071301393539e-113
140	1	1.9543900810254e-97	9.771950405127e-98
141	1	7.62792043350856e-82	3.81396021675428e-82
142	1	2.03877361448461e-73	1.01938680724230e-73
143	1	5.91295474588529e-59	2.95647737294264e-59
144	1	2.51294829863939e-45	1.25647414931970e-45

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	46	0.353846153846154	NOK
5% type I error level	66	0.507692307692308	NOK
10% type I error level	77	0.592307692307692	NOK