Multiple Linear Regression - Estimated Regression Equation

Y1[t] = + 14.24777984831 + 0.757347311456523Y2[t] + 0.162331012991481Y3[t] -0.0605178371933684Y4[t] + 0.406078167562165M1[t] + 0.020950647807322M2[t] + 0.198187463583225M3[t] + 0.0855484377373726M4[t] + 0.238923020163983M5[t] + 1.2237348299567M6[t] + 0.319554519385565M7[t] + 0.0181348618259648M8[t] + 0.148386559720362M9[t] -0.0214456339183266M10[t] + 0.210413993094089M11[t] + 0.0490649360196894t + 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)	14.24777984831	6.174673	2.3075	0.026424	0.013212
Y2	0.757347311456523	0.158309	4.784	2.5e-05	1.2e-05
Y3	0.162331012991481	0.202296	0.8024	0.427159	0.213579
Y4	-0.0605178371933684	0.154901	-0.3907	0.698155	0.349077
M1	0.406078167562165	0.166528	2.4385	0.019404	0.009702
M2	0.020950647807322	0.157001	0.1334	0.89453	0.447265
M3	0.198187463583225	0.174562	1.1353	0.263161	0.13158
M4	0.0855484377373726	0.153416	0.5576	0.580287	0.290144
M5	0.238923020163983	0.162506	1.4702	0.149518	0.074759
M6	1.2237348299567	0.155792	7.8549	0	0
M7	0.319554519385565	0.228585	1.398	0.170023	0.085012
M8	0.0181348618259648	0.270897	0.0669	0.946968	0.473484
M9	0.148386559720362	0.168844	0.8788	0.384871	0.192436
M10	-0.0214456339183266	0.164159	-0.1306	0.896732	0.448366
M11	0.210413993094089	0.168737	1.247	0.219836	0.109918
t	0.0490649360196894	0.020315	2.4153	0.020511	0.010255

Multiple Linear Regression - Regression Statistics
Multiple R	0.999350423129952
R-squared	0.998701268210013
Adjusted R-squared	0.998201755983095
F-TEST (value)	1999.35299756734
F-TEST (DF numerator)	15
F-TEST (DF denominator)	39
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.228410216986259
Sum Squared Residuals	2.03467786172468

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	102.86	102.699671385951	0.160328614048532
2	102.87	102.691842941157	0.178157058842593
3	102.92	103.003031873932	-0.0830318739315512
4	102.95	102.949899897955	0.000100102044690911
5	103.02	103.182571208023	-0.162571208022952
6	104.08	104.271306304167	-0.191306304167381
7	104.16	104.228526715553	-0.0685267155534581
8	104.24	104.204594404098	0.0354055959024949
9	104.33	104.393336396542	-0.0633363965424561
10	104.73	104.348875451018	0.38112454898161
11	104.86	104.942507302827	-0.0825073028268774
12	105.03	104.939099196091	0.0909008039089889
13	105.62	105.519887239432	0.100112760567984
14	105.63	105.65038852283	-0.020388522829638
15	105.63	105.969751013082	-0.339751013081891
16	105.94	105.872094709442	0.0679052905584494
17	106.61	106.308706716067	0.301293283932561
18	107.69	107.900328774583	-0.210328774583076
19	107.78	107.953149745579	-0.173149745579023
20	107.93	107.903726825181	0.0262731748185617
21	108.48	108.145896082814	0.334103917185593
22	108.14	108.460572893098	-0.320572893097816
23	108.48	108.564203751801	-0.0842037518010057
24	108.48	108.571875425748	-0.0918754257483702
25	108.89	109.102787138393	-0.212787138393077
26	108.93	109.056660887709	-0.126660887709344
27	109.21	109.37981224729	-0.169812247289722
28	109.47	109.509976331942	-0.0399763319417501
29	109.8	109.952358121517	-0.152358121516629
30	111.73	111.261420549073	0.468579450926679
31	111.85	111.90582008225	-0.0558200822498957
32	112.12	112.037675006884	0.0823249931155014
33	112.15	112.324155710668	-0.174155710667628
34	112.17	112.262676105437	-0.0926761054368269
35	112.67	112.547277729046	0.122722270954406
36	112.8	112.766033412843	0.0339665871565116
37	113.44	113.399586816667	0.0404131833334399
38	113.53	113.539070625356	-0.0090706253557863
39	114.53	113.929558164662	0.600441835338121
40	114.51	114.599209761658	-0.0892097616577136
41	115.05	114.943386741519	0.106613258481029
42	116.67	116.322466578065	0.34753342193531
43	117.07	116.783122951832	0.286877048167907
44	116.92	117.064003763837	-0.144003763836558
45	117	117.096611809976	-0.096611809975509
46	117.02	116.987875550447	0.0321244495530332
47	117.35	117.306011216327	0.0439887836734768
48	117.36	117.392991965317	-0.03299196531713
49	117.82	117.908067419557	-0.0880674195568793
50	117.88	117.902037022948	-0.0220370229478242
51	118.24	118.247846701035	-0.00784670103495671
52	118.5	118.438819299004	0.0611807009963233
53	118.8	118.892977212874	-0.0929772128740097
54	119.76	120.174477794112	-0.414477794111534
55	120.09	120.079380504786	0.0106194952144698

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
19	0.475405888342114	0.950811776684229	0.524594111657886
20	0.306829624036283	0.613659248072567	0.693170375963717
21	0.30460613571537	0.609212271430741	0.69539386428463
22	0.702000311522289	0.595999376955422	0.297999688477711
23	0.63302340322734	0.73395319354532	0.36697659677266
24	0.517716283864389	0.964567432271223	0.482283716135611
25	0.493490293887496	0.986980587774993	0.506509706112504
26	0.406301773605281	0.812603547210561	0.593698226394719
27	0.572727379139958	0.854545241720084	0.427272620860042
28	0.645913318614271	0.708173362771457	0.354086681385729
29	0.904395073885683	0.191209852228634	0.0956049261143168
30	0.968346810328757	0.0633063793424851	0.0316531896712426
31	0.960635555100256	0.0787288897994872	0.0393644448997436
32	0.942410451436533	0.115179097126934	0.0575895485634669
33	0.893444089408524	0.213111821182952	0.106555910591476
34	0.803777894177002	0.392444211645996	0.196222105822998
35	0.732308647731968	0.535382704536064	0.267691352268032
36	0.567518398049465	0.86496320390107	0.432481601950535

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	0.111111111111111	NOK