Multiple Linear Regression - Estimated Regression Equation

YT[t] = -2.70676782746938 + 0.804825696596371X1[t] + 0.246618734551963X2[t] + 0.190858166207396X3[t] + 0.5682129740418X4[t] -0.100756792404192X5[t] + 0.00564436253658327t + 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)	-2.70676782746938	3.230753	-0.8378	0.403451	0.201726
X1	0.804825696596371	0.130765	6.1547	0	0
X2	0.246618734551963	0.133141	1.8523	0.06592	0.03296
X3	0.190858166207396	0.168568	1.1322	0.25932	0.12966
X4	0.5682129740418	0.096019	5.9177	0	0
X5	-0.100756792404192	0.105352	-0.9564	0.340397	0.170199
t	0.00564436253658327	0.008004	0.7052	0.481742	0.240871

Multiple Linear Regression - Regression Statistics
Multiple R	0.639616097712746
R-squared	0.40910875245328
Adjusted R-squared	0.385784097944857
F-TEST (value)	17.5397561539675
F-TEST (DF numerator)	6
F-TEST (DF denominator)	152
p-value	2.22044604925031e-15
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	4.48508352276095
Sum Squared Residuals	3057.62807933355

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	24	24.5869751364709	-0.586975136470905
2	25	21.2987181574354	3.70128184256465
3	17	22.3859726679103	-5.38597266791033
4	18	19.44541093851	-1.44541093850998
5	18	19.0235142417146	-1.02351424171457
6	16	19.2495257409872	-3.24952574098718
7	20	20.5436429620918	-0.543642962091785
8	16	21.9567214062097	-5.95672140620968
9	18	21.9596456847955	-3.9596456847955
10	17	20.1583618178568	-3.15836181785682
11	23	21.9388979834957	1.06110201650432
12	30	21.8557785405502	8.14422145944982
13	23	14.7331473781575	8.2668526218425
14	18	18.603269980984	-0.603269980983952
15	15	21.3229006529394	-6.32290065293938
16	12	17.5861185544217	-5.58611855442169
17	21	19.0554592926899	1.94454070731014
18	15	14.8190078084257	0.180992191574258
19	20	19.4501286955508	0.549871304449199
20	31	26.0194000461538	4.98059995384624
21	27	24.867684573156	2.13231542684405
22	34	26.750532950888	7.24946704911197
23	21	19.2804560909692	1.71954390903083
24	31	20.5997366083926	10.4002633916074
25	19	19.0701646017547	-0.0701646017546607
26	16	19.9463310706596	-3.94633107065955
27	20	21.3206525792539	-1.32065257925392
28	21	17.996356127058	3.00364387294204
29	22	21.6836783558636	0.316321644136373
30	17	19.2404660680385	-2.24046606803853
31	24	20.1645593566639	3.83544064333612
32	25	30.1993051078831	-5.19930510788308
33	26	26.390560835707	-0.390560835707007
34	25	23.8830734088535	1.11692659114645
35	17	22.7338898244853	-5.73388982448527
36	32	27.5968576223048	4.4031423776952
37	33	23.4131876974345	9.5868123025655
38	13	21.7416158659416	-8.74161586594163
39	32	27.5940197273161	4.40598027268392
40	25	25.6331170331415	-0.633117033141512
41	29	26.8907632258501	2.10923677414994
42	22	21.8320305737771	0.167969426222916
43	18	17.05245924122	0.947540758780044
44	17	21.5731241031246	-4.57312410312459
45	20	22.0446692276098	-2.04466922760976
46	15	20.2957922888319	-5.29579228883186
47	20	21.9969914249525	-1.99699142495246
48	33	27.9610910864848	5.03890891351516
49	29	21.9922711728182	7.00772882718179
50	23	26.4609674131011	-3.46096741310109
51	26	23.1055675302885	2.89443246971151
52	18	18.8307698752602	-0.8307698752602
53	20	18.6699997907346	1.33000020926542
54	11	11.5812129333856	-0.58121293338563
55	28	28.8095440113789	-0.809544011378862
56	26	23.2735050718965	2.72649492810354
57	22	22.2026118775359	-0.202611877535911
58	17	20.0774839975062	-3.07748399750625
59	12	15.4292884866592	-3.42928848665917
60	14	20.780061210624	-6.78006121062399
61	17	20.6763094340181	-3.67630943401805
62	21	21.261580521485	-0.261580521484976
63	19	22.9113260083569	-3.91132600835689
64	18	23.0268271622096	-5.02682716220963
65	10	17.8541098959786	-7.8541098959786
66	29	24.2846006276799	4.71539937232012
67	31	18.4322038562024	12.5677961437976
68	19	22.8792466318609	-3.87924663186088
69	9	20.0338902827611	-11.0338902827611
70	20	22.4674961633225	-2.46749616332249
71	28	17.5756295114181	10.4243704885819
72	19	18.1136995485328	0.886300451467227
73	30	23.0877801178341	6.91221988216585
74	29	27.073369677065	1.92663032293498
75	26	21.4908251886057	4.50917481139428
76	23	19.5051176759053	3.49488232409465
77	13	22.7601530313896	-9.76015303138962
78	21	22.6443090003536	-1.6443090003536
79	19	21.5370492704958	-2.53704927049577
80	28	22.93773130259	5.06226869740997
81	23	25.6175014577243	-2.61750145772435
82	18	13.864639446041	4.13536055395896
83	21	20.7319285749601	0.268071425039858
84	20	21.8476069466243	-1.84760694662434
85	23	20.0434165598231	2.95658344017692
86	21	20.8597333926554	0.140266607344571
87	21	21.8550198976718	-0.855019897671836
88	15	22.9508811919658	-7.9508811919658
89	28	27.1965037434143	0.80349625658569
90	19	17.6886416630847	1.31135833691528
91	26	21.2954140701055	4.70458592989447
92	10	13.3326243716318	-3.3326243716318
93	16	17.1873143264118	-1.18731432641177
94	22	21.2020388132927	0.797961186707265
95	19	18.9063046849835	0.093695315016467
96	31	28.9157779289149	2.08422207108509
97	31	25.3018849084882	5.69811509151183
98	29	24.8551287876825	4.14487121231755
99	19	17.5028282033594	1.49717179664061
100	22	18.9522887480601	3.04771125193991
101	23	22.472438197516	0.52756180248399
102	15	16.2874647056108	-1.28746470561081
103	20	21.4645212040962	-1.46452120409622
104	18	19.6425371514452	-1.64253715144523
105	23	22.217150234481	0.782849765518966
106	25	20.9744599375139	4.02554006248607
107	21	16.6529471075685	4.34705289243147
108	24	19.5455744278297	4.45442557217025
109	25	25.3595410763598	-0.359541076359756
110	17	19.6935475859109	-2.69354758591087
111	13	14.6943965458432	-1.69439654584321
112	28	18.4098746117709	9.59012538822914
113	21	20.3106346801039	0.689365319896122
114	25	28.2836350486841	-3.28363504868414
115	9	21.0044477704288	-12.0044477704288
116	16	18.0612276169349	-2.06122761693493
117	19	21.2966898433179	-2.29668984331794
118	17	19.6269476477759	-2.62694764777592
119	25	24.7319979920982	0.268002007901781
120	20	15.6369512420149	4.36304875798512
121	29	21.8759344009052	7.12406559909483
122	14	19.1778709228727	-5.17787092287271
123	22	27.0980959242537	-5.09809592425374
124	15	15.9019397751253	-0.901939775125262
125	19	25.6813751580878	-6.68137515808782
126	20	22.1919545613241	-2.19195456132411
127	15	17.7608142090159	-2.76081420901586
128	20	22.1258994239983	-2.12589942399832
129	18	20.5527935376764	-2.55279353767642
130	33	25.7888479793484	7.2111520206516
131	22	24.0146988185677	-2.01469881856773
132	16	16.7435243851904	-0.743524385190438
133	17	19.4036823708245	-2.40368237082451
134	16	15.381610908457	0.618389091543024
135	21	17.3637695845882	3.63623041541183
136	26	27.9214437785666	-1.92144377856656
137	18	21.4147283663736	-3.41472836637364
138	18	23.276463760401	-5.27646376040095
139	17	18.707861885554	-1.70786188555397
140	22	24.9760915015815	-2.97609150158152
141	30	24.952242458675	5.047757541325
142	30	27.6220295065553	2.37797049344472
143	24	30.0288532518421	-6.02885325184214
144	21	22.3733372368221	-1.37333723682208
145	21	25.7186060818219	-4.71860608182192
146	29	27.7760626071577	1.22393739284233
147	31	23.567572013391	7.43242798660901
148	20	19.3381789476296	0.661821052370395
149	16	14.4271132095025	1.57288679049751
150	22	19.2888597043427	2.71114029565732
151	20	20.766728259862	-0.766728259862021
152	28	27.7200998654264	0.279900134573624
153	38	27.0811321597216	10.9188678402784
154	22	19.5906715514475	2.40932844855246
155	20	26.0566974089159	-6.05669740891587
156	17	18.448530410331	-1.44853041033101
157	28	24.9055766121567	3.09442338784326
158	22	24.5396741854444	-2.53967418544438
159	31	26.4518682878217	4.54813171217832

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
10	0.0986137661024837	0.197227532204967	0.901386233897516
11	0.354975571887273	0.709951143774546	0.645024428112727
12	0.749205672924374	0.501588654151252	0.250794327075626
13	0.743994274618463	0.512011450763075	0.256005725381537
14	0.727142351575679	0.545715296848642	0.272857648424321
15	0.689806032322999	0.620387935354002	0.310193967677001
16	0.607520523040911	0.784958953918178	0.392479476959089
17	0.552963977005474	0.894072045989052	0.447036022994526
18	0.524489297213624	0.951021405572752	0.475510702786376
19	0.469705119785148	0.939410239570297	0.530294880214852
20	0.498689321613758	0.997378643227515	0.501310678386242
21	0.431176180699654	0.862352361399307	0.568823819300346
22	0.419451092528738	0.838902185057477	0.580548907471262
23	0.376937483513752	0.753874967027504	0.623062516486248
24	0.530934349054127	0.938131301891747	0.469065650945873
25	0.488778271623547	0.977556543247095	0.511221728376453
26	0.505724304437271	0.988551391125458	0.494275695562729
27	0.438393462196286	0.876786924392572	0.561606537803714
28	0.379359317119068	0.758718634238137	0.620640682880932
29	0.317823247581353	0.635646495162706	0.682176752418647
30	0.278075108364166	0.556150216728331	0.721924891635834
31	0.269604109958724	0.539208219917449	0.730395890041276
32	0.399006591421525	0.79801318284305	0.600993408578475
33	0.343222070528927	0.686444141057854	0.656777929471073
34	0.313641715491668	0.627283430983335	0.686358284508332
35	0.356773406558775	0.71354681311755	0.643226593441225
36	0.323998275685865	0.64799655137173	0.676001724314135
37	0.438555192615725	0.87711038523145	0.561444807384275
38	0.745624437903073	0.508751124193854	0.254375562096927
39	0.7299817348089	0.5400365303822	0.2700182651911
40	0.693934084025518	0.612131831948964	0.306065915974482
41	0.656722991738823	0.686554016522354	0.343277008261177
42	0.60963548605611	0.78072902788778	0.39036451394389
43	0.559432351693984	0.881135296612032	0.440567648306016
44	0.55279891173134	0.89440217653732	0.44720108826866
45	0.540193248509558	0.919613502980883	0.459806751490442
46	0.584175010022566	0.831649979954867	0.415824989977434
47	0.547117591212123	0.905764817575755	0.452882408787877
48	0.537011624774243	0.925976750451514	0.462988375225757
49	0.589669637022597	0.820660725954807	0.410330362977403
50	0.568422033221753	0.863155933556493	0.431577966778247
51	0.538178226534436	0.923643546931127	0.461821773465564
52	0.491057984345914	0.982115968691829	0.508942015654086
53	0.445536972695211	0.891073945390421	0.55446302730479
54	0.404935211723214	0.809870423446429	0.595064788276786
55	0.366544629337198	0.733089258674396	0.633455370662802
56	0.33576260610805	0.6715252122161	0.66423739389195
57	0.29273382043106	0.585467640862121	0.70726617956894
58	0.267371541827075	0.534743083654151	0.732628458172925
59	0.249510500844237	0.499021001688474	0.750489499155763
60	0.308670878298286	0.617341756596572	0.691329121701714
61	0.294097713731882	0.588195427463764	0.705902286268118
62	0.25509957966582	0.510199159331641	0.74490042033418
63	0.239430065579774	0.478860131159548	0.760569934420226
64	0.265644227426384	0.531288454852768	0.734355772573616
65	0.330364327637464	0.660728655274929	0.669635672362536
66	0.338966844575648	0.677933689151295	0.661033155424352
67	0.683800498206362	0.632399003587276	0.316199501793638
68	0.673315481045092	0.653369037909816	0.326684518954908
69	0.841190161183828	0.317619677632344	0.158809838816172
70	0.819138327521376	0.361723344957248	0.180861672478624
71	0.930851738061275	0.138296523877451	0.0691482619387253
72	0.914656901731175	0.170686196537649	0.0853430982688247
73	0.938282933785067	0.123434132429866	0.0617170662149329
74	0.926386103955744	0.147227792088511	0.0736138960442556
75	0.927628103388979	0.144743793222043	0.0723718966110213
76	0.921532903260819	0.156934193478362	0.0784670967391811
77	0.969328781764506	0.0613424364709884	0.0306712182354942
78	0.961667340439293	0.076665319121414	0.038332659560707
79	0.95410748689714	0.0917850262057179	0.0458925131028589
80	0.956601951586903	0.0867960968261945	0.0433980484130972
81	0.94866640143641	0.10266719712718	0.0513335985635901
82	0.947674557240555	0.104650885518891	0.0523254427594455
83	0.933876863951651	0.132246272096698	0.0661231360483489
84	0.920778464987114	0.158443070025772	0.079221535012886
85	0.911255843490232	0.177488313019536	0.088744156509768
86	0.893685955156079	0.212628089687843	0.106314044843921
87	0.871647292220026	0.256705415559949	0.128352707779974
88	0.919379775763868	0.161240448472264	0.0806202242361318
89	0.902611562542193	0.194776874915614	0.0973884374578069
90	0.88176524363347	0.236469512733059	0.118234756366529
91	0.88139741398992	0.237205172020159	0.11860258601008
92	0.871398039668186	0.257203920663629	0.128601960331815
93	0.849132483499532	0.301735033000937	0.150867516500468
94	0.820422351999574	0.359155296000851	0.179577648000426
95	0.787017743228047	0.425964513543906	0.212982256771953
96	0.755715717519414	0.488568564961172	0.244284282480586
97	0.773221498701841	0.453557002596318	0.226778501298159
98	0.769991622825097	0.460016754349807	0.230008377174903
99	0.734360026106277	0.531279947787446	0.265639973893723
100	0.712285342532018	0.575429314935964	0.287714657467982
101	0.673804180886969	0.652391638226062	0.326195819113031
102	0.632880695737512	0.734238608524976	0.367119304262488
103	0.591795492302649	0.816409015394702	0.408204507697351
104	0.54863121933782	0.902737561324361	0.45136878066218
105	0.506340488687242	0.987319022625516	0.493659511312758
106	0.492691634388543	0.985383268777087	0.507308365611457
107	0.500002089027185	0.99999582194563	0.499997910972815
108	0.539303621396917	0.921392757206165	0.460696378603083
109	0.501865343762256	0.996269312475488	0.498134656237744
110	0.460704289802822	0.921408579605645	0.539295710197178
111	0.413743913231613	0.827487826463226	0.586256086768387
112	0.7406188406695	0.518762318661001	0.2593811593305
113	0.775579162293001	0.448841675413997	0.224420837706999
114	0.751192493702792	0.497615012594416	0.248807506297208
115	0.875459864023444	0.249080271953112	0.124540135976556
116	0.847093187395818	0.305813625208364	0.152906812604182
117	0.817630525758243	0.364738948483514	0.182369474241757
118	0.784169778505269	0.431660442989463	0.215830221494731
119	0.75623961941945	0.4875207611611	0.24376038058055
120	0.804970576588137	0.390058846823727	0.195029423411863
121	0.884059519069933	0.231880961860133	0.115940480930067
122	0.865249738023542	0.269500523952917	0.134750261976459
123	0.844910324733052	0.310179350533897	0.155089675266948
124	0.806900129855564	0.386199740288873	0.193099870144436
125	0.811564180355852	0.376871639288295	0.188435819644148
126	0.768212231461183	0.463575537077634	0.231787768538817
127	0.736867409455641	0.526265181088718	0.263132590544359
128	0.690330756079321	0.619338487841358	0.309669243920679
129	0.645015922560204	0.709968154879591	0.354984077439796
130	0.765893935019667	0.468212129960667	0.234106064980334
131	0.713580282724145	0.572839434551711	0.286419717275856
132	0.653407430680831	0.693185138638338	0.346592569319169
133	0.615380189803281	0.769239620393437	0.384619810196719
134	0.54569034141003	0.90861931717994	0.45430965858997
135	0.571000707376548	0.857998585246904	0.428999292623452
136	0.500535746389736	0.998928507220527	0.499464253610264
137	0.453408493907197	0.906816987814394	0.546591506092803
138	0.470186630788955	0.94037326157791	0.529813369211045
139	0.396281266677954	0.792562533355908	0.603718733322046
140	0.322837797121087	0.645675594242173	0.677162202878913
141	0.425940533040582	0.851881066081163	0.574059466959418
142	0.3759469279344	0.7518938558688	0.6240530720656
143	0.303350492215239	0.606700984430479	0.696649507784761
144	0.227185895699065	0.45437179139813	0.772814104300935
145	0.333525544777945	0.667051089555889	0.666474455222055
146	0.254150574218036	0.508301148436071	0.745849425781964
147	0.252870623285587	0.505741246571175	0.747129376714413
148	0.159612301285357	0.319224602570713	0.840387698714643
149	0.0863434141037003	0.172686828207401	0.9136565858963

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	0	0	OK
10% type I error level	4	0.0285714285714286	OK