Multiple Linear Regression - Estimated Regression Equation

MaandelijkseSterfgevallenInOntario[t] = + 110.875 -44.2895833333333M1[t] -52.3541666666667M2[t] -47.21875M3[t] -36.6833333333333M4[t] -20.9479166666667M5[t] -15.6125M6[t] + 5.92291666666666M7[t] + 22.6583333333333M8[t] + 9.79375M9[t] + 11.3291666666667M10[t] -0.735416666666673M11[t] + 0.464583333333333t + 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)	110.875	7.542277	14.7005	0	0
M1	-44.2895833333333	9.175602	-4.8269	1.5e-05	8e-06
M2	-52.3541666666667	9.161893	-5.7143	1e-06	0
M3	-47.21875	9.149472	-5.1608	5e-06	2e-06
M4	-36.6833333333333	9.138344	-4.0142	0.000213	0.000107
M5	-20.9479166666667	9.128514	-2.2948	0.026257	0.013129
M6	-15.6125	9.119986	-1.7119	0.093507	0.046754
M7	5.92291666666666	9.112764	0.65	0.518884	0.259442
M8	22.6583333333333	9.106851	2.4881	0.016447	0.008224
M9	9.79375	9.102249	1.076	0.287433	0.143716
M10	11.3291666666667	9.09896	1.2451	0.219265	0.109633
M11	-0.735416666666673	9.096986	-0.0808	0.935911	0.467956
t	0.464583333333333	0.109412	4.2462	0.000102	5.1e-05

Multiple Linear Regression - Regression Statistics
Multiple R	0.906520018393706
R-squared	0.821778543748526
Adjusted R-squared	0.776275193216235
F-TEST (value)	18.0597370113516
F-TEST (DF numerator)	12
F-TEST (DF denominator)	47
p-value	1.0591527654924e-13
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	14.3825581425352
Sum Squared Residuals	9722.325

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	61	67.0499999999998	-6.04999999999979
2	65	59.45	5.54999999999999
3	55	65.05	-10.05
4	56	76.05	-20.05
5	91	92.25	-1.25
6	80	98.05	-18.05
7	135	120.05	14.95
8	129	137.25	-8.25
9	129	124.85	4.14999999999998
10	130	126.85	3.14999999999999
11	109	115.25	-6.25
12	126	116.45	9.54999999999999
13	73	72.625	0.37499999999994
14	68	65.025	2.97499999999999
15	74	70.625	3.375
16	95	81.625	13.375
17	105	97.825	7.175
18	108	103.625	4.375
19	127	125.625	1.375
20	108	142.825	-34.825
21	126	130.425	-4.425
22	154	132.425	21.575
23	127	120.825	6.175
24	103	122.025	-19.025
25	95	78.2	16.7999999999999
26	59	70.6	-11.6
27	68	76.2	-8.2
28	82	87.2	-5.2
29	92	103.4	-11.4
30	124	109.2	14.8
31	139	131.2	7.8
32	167	148.4	18.6
33	138	136	2
34	146	138	8
35	128	126.4	1.6
36	145	127.6	17.4
37	91	83.775	7.22499999999996
38	66	76.175	-10.175
39	89	81.775	7.225
40	98	92.775	5.22500000000001
41	113	108.975	4.02500000000001
42	130	114.775	15.225
43	127	136.775	-9.775
44	157	153.975	3.025
45	157	141.575	15.425
46	136	143.575	-7.575
47	145	131.975	13.025
48	112	133.175	-21.175
49	71	89.35	-18.35
50	95	81.75	13.25
51	95	87.35	7.65000000000001
52	105	98.35	6.65000000000001
53	116	114.55	1.45000000000001
54	104	120.35	-16.35
55	128	142.35	-14.35
56	181	159.55	21.45
57	130	147.15	-17.15
58	124	149.15	-25.15
59	123	137.55	-14.55
60	152	138.75	13.25

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
16	0.289493636391056	0.578987272782111	0.710506363608944
17	0.154085620002091	0.308171240004182	0.845914379997909
18	0.091789351304218	0.183578702608436	0.908210648695782
19	0.148933036061173	0.297866072122346	0.851066963938827
20	0.464848000030418	0.929696000060837	0.535151999969582
21	0.393494238525783	0.786988477051567	0.606505761474217
22	0.376708749958213	0.753417499916427	0.623291250041787
23	0.284000681753404	0.568001363506809	0.715999318246596
24	0.474996756111594	0.949993512223189	0.525003243888405
25	0.447271117346286	0.894542234692573	0.552728882653714
26	0.486137269639243	0.972274539278487	0.513862730360757
27	0.46394898413771	0.92789796827542	0.53605101586229
28	0.422257004251604	0.844514008503208	0.577742995748396
29	0.46519883185615	0.9303976637123	0.53480116814385
30	0.449676493651399	0.899352987302798	0.550323506348601
31	0.369277929890921	0.738555859781841	0.630722070109079
32	0.482475603125155	0.96495120625031	0.517524396874845
33	0.395910144380112	0.791820288760223	0.604089855619888
34	0.343853754562446	0.687707509124892	0.656146245437554
35	0.26454827961991	0.529096559239819	0.73545172038009
36	0.235188971170885	0.470377942341771	0.764811028829115
37	0.206396157769414	0.412792315538828	0.793603842230586
38	0.244419302751182	0.488838605502365	0.755580697248818
39	0.174344093918252	0.348688187836503	0.825655906081748
40	0.117083790578556	0.234167581157112	0.882916209421444
41	0.0698884219237928	0.139776843847586	0.930111578076207
42	0.0676672402627455	0.135334480525491	0.932332759737254
43	0.0461552306263695	0.092310461252739	0.95384476937363
44	0.0435652378862557	0.0871304757725114	0.956434762113744

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	2	0.0689655172413793	OK