Multiple Linear Regression - Estimated Regression Equation

1999[t] = + 0.00455821185079025 + 1.23481363130071`2000`[t] + 0.0820194844802405`2001`[t] -0.309704300093048`2002`[t] + 0.202492130324872`2003`[t] -0.140344706624565`2004`[t] -0.138041934729031`2005`[t] -0.00398108215334124`2006`[t] + 0.101506534072317`2007`[t] -0.0280264425141695`2008`[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)	0.00455821185079025	0.002293	1.9882	0.050999	0.0255
`2000`	1.23481363130071	0.083059	14.8667	0	0
`2001`	0.0820194844802405	0.14027	0.5847	0.560757	0.280379
`2002`	-0.309704300093048	0.127794	-2.4235	0.018166	0.009083
`2003`	0.202492130324872	0.12015	1.6853	0.09672	0.04836
`2004`	-0.140344706624565	0.114452	-1.2262	0.224533	0.112267
`2005`	-0.138041934729031	0.099367	-1.3892	0.169509	0.084755
`2006`	-0.00398108215334124	0.092215	-0.0432	0.965697	0.482849
`2007`	0.101506534072317	0.136044	0.7461	0.458278	0.229139
`2008`	-0.0280264425141695	0.082711	-0.3388	0.735815	0.367908

Multiple Linear Regression - Regression Statistics
Multiple R	0.99997991905451
R-squared	0.999959838512264
Adjusted R-squared	0.999954277690885
F-TEST (value)	179822.326665364
F-TEST (DF numerator)	9
F-TEST (DF denominator)	65
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.00455020712834922
Sum Squared Residuals	0.00134578501920721

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	5.776	5.78199122127357	-0.00599122127356808
2	4.265	4.258890406669	0.00610959333099908
3	3.255	3.25357252497571	0.0014274750242864
4	3.545	3.53892391311	0.00607608688999579
5	2.92	2.92646709098793	-0.00646709098793099
6	3.269	3.25972327981681	0.00927672018319332
7	2.953	2.95501094788311	-0.00201094788311316
8	3.316	3.31970306309478	-0.00370306309477966
9	3.184	3.18047354292347	0.00352645707652796
10	2.687	2.6908289473439	-0.00382894734390457
11	3.195	3.18728708319437	0.0077129168056263
12	2.759	2.77195822075761	-0.0129582207576119
13	2.615	2.61803235474232	-0.0030323547423172
14	2.504	2.50651390002464	-0.00251390002464444
15	2.381	2.38189374644296	-0.000893746442955526
16	2.788	2.78487482584637	0.00312517415363257
17	2.562	2.56609124768759	-0.0040912476875949
18	2.338	2.33958903195719	-0.00158903195718682
19	2.477	2.47560338596697	0.0013966140330316
20	2.529	2.5273780383128	0.00162196168719882
21	2.375	2.37369200312366	0.00130799687633624
22	2.097	2.09422979144769	0.00277020855230512
23	2.224	2.22274579620742	0.00125420379258291
24	2.156	2.15790596488914	-0.00190596488913534
25	1.718	1.72576622580396	-0.00776622580396388
26	2.188	2.18836246558222	-0.000362465582215274
27	1.875	1.88439207081301	-0.00939207081301427
28	1.831	1.8321287138295	-0.0011287138294994
29	2.443	2.44820699458135	-0.00520699458134717
30	1.453	1.45599730491057	-0.00299730491056768
31	1.975	1.97268564961099	0.00231435038900764
32	1.709	1.70896101446796	3.89855320409234e-05
33	2.118	2.11674026131845	0.00125973868154564
34	1.928	1.92806823621162	-6.8236211619158e-05
35	1.942	1.93945950034749	0.00254049965251296
36	1.901	1.9031717583082	-0.00217175830819542
37	1.951	1.94643887989573	0.0045611201042742
38	2.011	2.00322988299211	0.00777011700789192
39	2.04	2.03967448285436	0.000325517145639328
40	2.036	2.03442889939129	0.00157110060870816
41	1.995	1.99605067752706	-0.00105067752706127
42	1.673	1.67231591317791	0.000684086822085095
43	1.609	1.60194240144246	0.0070575985575381
44	2.005	2.00731720581379	-0.00231720581378876
45	1.677	1.67579234832327	0.00120765167673236
46	1.732	1.72812874237	0.00387125763000428
47	1.69	1.69483947034666	-0.004839470346657
48	1.582	1.58380993117255	-0.00180993117255425
49	2.107	2.10801014557358	-0.00101014557358109
50	2.098	2.0956526045717	0.00234739542829785
51	1.842	1.84429110122955	-0.00229110122954856
52	2.003	2.00122876037715	0.00177123962285294
53	2.695	2.7013507308945	-0.00635073089449532
54	2.09	2.08744357956623	0.00255642043376701
55	2.069	2.07709982875361	-0.00809982875360644
56	2.271	2.27196547240286	-0.000965472402860334
57	2.062	2.05908956032349	0.00291043967651298
58	1.704	1.70388751800529	0.000112481994706231
59	2.073	2.07443089581689	-0.00143089581689125
60	1.791	1.79020710170784	0.000792898292156352
61	1.888	1.89063847268789	-0.0026384726878857
62	1.942	1.94023203283794	0.00176796716205985
63	2.167	2.16512838952342	0.00187161047658486
64	2.202	2.19509784018614	0.00690215981386237
65	1.878	1.86777735524169	0.0102226447583053
66	1.992	1.99390867876369	-0.00190867876368846
67	2.628	2.6234253158255	0.00457468417450075
68	1.783	1.78371325922755	-0.000713259227551448
69	1.579	1.57974908185909	-0.000749081859090076
70	1.671	1.67312021045448	-0.00212021045448218
71	1.774	1.7711331791228	0.00286682087719871
72	1.687	1.68520110980531	0.00179889019469208
73	1.838	1.84094223077575	-0.00294223077574665
74	1.761	1.76457756614619	-0.00357756614619405
75	1.899	1.89540861854835	0.0035913814516536

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
13	0.941339768720284	0.117320462559431	0.0586602312797156
14	0.919200569963712	0.161598860072575	0.0807994300362877
15	0.968141097071911	0.0637178058561779	0.0318589029280889
16	0.948441353773894	0.103117292452212	0.0515586462261062
17	0.934976480905781	0.130047038188438	0.065023519094219
18	0.911525071223625	0.17694985755275	0.0884749287763749
19	0.871593131624202	0.256813736751597	0.128406868375798
20	0.865038160265215	0.26992367946957	0.134961839734785
21	0.85813742612616	0.283725147747681	0.14186257387384
22	0.828563787474744	0.342872425050513	0.171436212525256
23	0.776430525326197	0.447138949347606	0.223569474673803
24	0.713096578988035	0.57380684202393	0.286903421011965
25	0.932444472120257	0.135111055759486	0.0675555278797432
26	0.926250165158042	0.147499669683916	0.0737498348419578
27	0.96904545364432	0.0619090927113607	0.0309545463556803
28	0.954809905135499	0.0903801897290019	0.045190094864501
29	0.971700345139997	0.0565993097200067	0.0282996548600033
30	0.960124459998799	0.0797510800024017	0.0398755400012008
31	0.947587702172484	0.104824595655031	0.0524122978275157
32	0.932573333141516	0.134853333716968	0.067426666858484
33	0.909429917264476	0.181140165471048	0.0905700827355238
34	0.906152653614871	0.187694692770258	0.0938473463851291
35	0.894799582667478	0.210400834665043	0.105200417332522
36	0.862519472690192	0.274961054619616	0.137480527309808
37	0.87785800252857	0.24428399494286	0.12214199747143
38	0.923149664169369	0.153700671661263	0.0768503358306314
39	0.891294750736785	0.217410498526429	0.108705249263215
40	0.856648342849591	0.286703314300819	0.143351657150409
41	0.809417057594326	0.381165884811348	0.190582942405674
42	0.763982654877786	0.472034690244429	0.236017345122214
43	0.869242710692809	0.261514578614382	0.130757289307191
44	0.825707153410857	0.348585693178286	0.174292846589143
45	0.776748924812593	0.446502150374814	0.223251075187407
46	0.767611966012806	0.464776067974388	0.232388033987194
47	0.85040495867301	0.29919008265398	0.14959504132699
48	0.838527752567902	0.322944494864196	0.161472247432098
49	0.782339880916116	0.435320238167768	0.217660119083884
50	0.734186225364441	0.531627549271118	0.265813774635559
51	0.671207403153803	0.657585193692393	0.328792596846196
52	0.587955916790132	0.824088166419737	0.412044083209868
53	0.59116658065651	0.817666838686979	0.40883341934349
54	0.508035364525812	0.983929270948375	0.491964635474188
55	0.86450159098747	0.27099681802506	0.13549840901253
56	0.798454097365311	0.403091805269377	0.201545902634689
57	0.718256149470431	0.563487701059138	0.281743850529569
58	0.623548557325437	0.752902885349126	0.376451442674563
59	0.501401761706188	0.997196476587624	0.498598238293812
60	0.666983930061623	0.666032139876755	0.333016069938377
61	0.5241967434543	0.9516065130914	0.4758032565457
62	0.37524438340455	0.750488766809101	0.62475561659545

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	5	0.1	NOK