Multiple Linear Regression - Estimated Regression Equation

pre[t] = + 0.143397173040697 + 0.366634435319895post1[t] -0.0239273405447953post2[t] -0.0458517852672986post3[t] + 0.138407579476121post4[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)	0.143397173040697	0.092159	1.556	0.122874	0.061437
post1	0.366634435319895	0.09493	3.8622	2e-04	1e-04
post2	-0.0239273405447953	0.028669	-0.8346	0.405932	0.202966
post3	-0.0458517852672986	0.105828	-0.4333	0.665755	0.332877
post4	0.138407579476121	0.059487	2.3267	0.022	0.011

Multiple Linear Regression - Regression Statistics
Multiple R	0.445518250634305
R-squared	0.198486511648251
Adjusted R-squared	0.166425972114181
F-TEST (value)	6.19099099805618
F-TEST (DF numerator)	4
F-TEST (DF denominator)	100
p-value	0.000171370633102019
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.457670396270712
Sum Squared Residuals	20.946219162259

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	1	0.691137405133653	0.308862594866347
2	1	0.786846767312835	0.213153232687165
3	0	0.576081830128295	-0.576081830128295
4	0	0.143397173040697	-0.143397173040697
5	1	0.602587402569415	0.397412597430585
6	1	0.740994982045536	0.259005017954464
7	1	0.740994982045536	0.259005017954464
8	0	0.602587402569415	-0.602587402569415
9	0	0.645285619866355	-0.645285619866355
10	1	0.76291942676804	0.23708057323196
11	0	0.324502969813758	-0.324502969813758
12	0	0.464179823093294	-0.464179823093294
13	0	0.416325142003703	-0.416325142003703
14	0	0.786846767312835	-0.786846767312835
15	0	0.143397173040697	-0.143397173040697
16	1	0.740994982045536	0.259005017954464
17	1	0.76291942676804	0.23708057323196
18	1	0.533383612831354	0.466616387168646
19	0	0.740994982045536	-0.740994982045536
20	0	0.0496907066838079	-0.0496907066838079
21	1	0.693140300955946	0.306859699044054
22	1	0.486104267815797	0.513895732184203
23	0	0.0955424919511064	-0.0955424919511064
24	1	0.143397173040697	0.856602826959303
25	1	0.66921296041115	0.33078703958885
26	1	0.0975453877733984	0.902454612226602
27	1	0.510031608360592	0.489968391639408
28	0	0.143397173040697	-0.143397173040697
29	0	0.396284991448144	-0.396284991448144
30	1	0.602587402569415	0.397412597430585
31	1	0.212600962778758	0.787399037221242
32	1	0.691137405133654	0.308862594866346
33	0	0.166749177511459	-0.166749177511459
34	0	0.119469832495902	-0.119469832495902
35	0	0.166749177511459	-0.166749177511459
36	1	0.510031608360592	0.489968391639408
37	1	0.691137405133654	0.308862594866346
38	0	0.440252482548499	-0.440252482548499
39	0	0.602587402569415	-0.602587402569415
40	1	0.645285619866355	0.354714380133645
41	1	0.602587402569415	0.397412597430585
42	1	0.645285619866355	0.354714380133645
43	1	0.510031608360592	0.489968391639408
44	1	0.533383612831354	0.466616387168646
45	0	0.0975453877733984	-0.0975453877733984
46	0	0.645285619866355	-0.645285619866355
47	0	0.510031608360592	-0.510031608360592
48	1	0.648439187836714	0.351560812163286
49	1	0.645285619866355	0.354714380133645
50	0	0.116891600599577	-0.116891600599577
51	0	0.740994982045536	-0.740994982045536
52	1	0.717067641500741	0.282932358499259
53	0	0.740994982045536	-0.740994982045536
54	0	0.0476878108615159	-0.0476878108615159
55	0	0.510031608360592	-0.510031608360592
56	0	0.416325142003703	-0.416325142003703
57	0	0.533383612831355	-0.533383612831355
58	0	0.414322246181411	-0.414322246181411
59	0	0.324502969813758	-0.324502969813758
60	0	0.143397173040697	-0.143397173040697
61	0	0.464179823093294	-0.464179823093294
62	1	0.645285619866355	0.354714380133645
63	1	0.602587402569415	0.397412597430585
64	1	0.0975453877733984	0.902454612226602
65	0	0.32650586563605	-0.32650586563605
66	0	0.648439187836714	-0.648439187836714
67	0	0.740994982045536	-0.740994982045536
68	0	0.143397173040697	-0.143397173040697
69	1	0.506878040390234	0.493121959609766
70	1	0.645285619866355	0.354714380133645
71	0	0.462176927271002	-0.462176927271002
72	0	0.510031608360592	-0.510031608360592
73	0	0.510031608360592	-0.510031608360592
74	0	0.414322246181411	-0.414322246181411
75	1	0.740994982045536	0.259005017954464
76	1	0.374360546725641	0.625639453274359
77	0	0.350433206180846	-0.350433206180846
78	1	0.693140300955946	0.306859699044054
79	1	0.374360546725641	0.625639453274359
80	1	0.693140300955946	0.306859699044054
81	0	0.374360546725641	-0.374360546725641
82	0	0.27865118454646	-0.27865118454646
83	0	0.27865118454646	-0.27865118454646
84	1	0.374360546725641	0.625639453274359
85	0	0.143397173040697	-0.143397173040697
86	0	0.27865118454646	-0.27865118454646
87	1	0.143397173040697	0.856602826959303
88	1	0.645285619866355	0.354714380133645
89	0	0.32650586563605	-0.32650586563605
90	0	0.0955424919511064	-0.0955424919511064
91	1	0.510031608360592	0.489968391639408
92	1	0.740994982045536	0.259005017954464
93	1	0.414322246181411	0.585677753818589
94	0	0.740994982045536	-0.740994982045536
95	1	0.740994982045536	0.259005017954464
96	1	0.740994982045536	0.259005017954464
97	1	0.645285619866355	0.354714380133645
98	1	0.645285619866355	0.354714380133645
99	0	0.143397173040697	-0.143397173040697
100	0	0.143397173040697	-0.143397173040697
101	1	0.462176927271002	0.537823072728998
102	0	0.350433206180846	-0.350433206180846
103	0	0.143397173040697	-0.143397173040697
104	0	0.32650586563605	-0.32650586563605
105	0	0.486104267815797	-0.486104267815797

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
8	0.623507556738781	0.752984886522439	0.376492443261219
9	0.551895473358155	0.89620905328369	0.448104526641845
10	0.416533495690247	0.833066991380493	0.583466504309754
11	0.294074399073192	0.588148798146383	0.705925600926808
12	0.207161546745936	0.414323093491873	0.792838453254064
13	0.147638587664965	0.295277175329929	0.852361412335035
14	0.575042416977252	0.849915166045496	0.424957583022748
15	0.478700858769201	0.957401717538401	0.521299141230799
16	0.407627476933581	0.815254953867162	0.592372523066419
17	0.33846774163008	0.67693548326016	0.66153225836992
18	0.406163603347991	0.812327206695983	0.593836396652009
19	0.546313125026786	0.907373749946428	0.453686874973214
20	0.50034473068105	0.999310538637899	0.49965526931895
21	0.488278872024608	0.976557744049216	0.511721127975392
22	0.505732275812128	0.988535448375744	0.494267724187872
23	0.430933201585002	0.861866403170004	0.569066798414998
24	0.578719368368722	0.842561263262556	0.421280631631278
25	0.590576760267641	0.818846479464717	0.409423239732359
26	0.731519663136748	0.536960673726504	0.268480336863252
27	0.713101704016216	0.573796591967568	0.286898295983784
28	0.681465227169493	0.637069545661014	0.318534772830507
29	0.662653938446277	0.674692123107446	0.337346061553723
30	0.635367368106765	0.729265263786469	0.364632631893235
31	0.707239844268743	0.585520311462514	0.292760155731257
32	0.691211009248877	0.617577981502247	0.308788990751123
33	0.642450775718987	0.715098448562026	0.357549224281013
34	0.595742258110928	0.808515483778143	0.404257741889072
35	0.54061744295702	0.91876511408596	0.45938255704298
36	0.518226093531219	0.963547812937562	0.481773906468781
37	0.489894271166391	0.979788542332782	0.510105728833609
38	0.502995921721963	0.994008156556075	0.497004078278037
39	0.551985390408516	0.896029219182968	0.448014609591484
40	0.551310426635552	0.897379146728895	0.448689573364448
41	0.531788997464091	0.936422005071819	0.468211002535909
42	0.518745849609006	0.962508300781988	0.481254150390994
43	0.512500415203808	0.974999169592385	0.487499584796192
44	0.50281557048838	0.994368859023239	0.49718442951162
45	0.44786341656373	0.895726833127459	0.55213658343627
46	0.491841416414697	0.983682832829393	0.508158583585303
47	0.541595330868584	0.916809338262831	0.458404669131416
48	0.531520107979086	0.936959784041828	0.468479892020914
49	0.515469231956588	0.969061536086824	0.484530768043412
50	0.460502943015734	0.921005886031468	0.539497056984266
51	0.536705341407892	0.926589317184216	0.463294658592108
52	0.507435650472246	0.985128699055508	0.492564349527754
53	0.580606720174301	0.838786559651397	0.419393279825699
54	0.525818511107275	0.94836297778545	0.474181488892725
55	0.549854709927627	0.900290580144745	0.450145290072373
56	0.566699708149831	0.866600583700337	0.433300291850169
57	0.626129912911472	0.747740174177057	0.373870087088528
58	0.61874709373173	0.76250581253654	0.38125290626827
59	0.575158736961984	0.849682526076032	0.424841263038016
60	0.522305570892483	0.955388858215034	0.477694429107517
61	0.69556049957586	0.608879000848279	0.30443950042414
62	0.676772121276405	0.64645575744719	0.323227878723595
63	0.643849242142718	0.712301515714565	0.356150757857282
64	0.67089868100701	0.658202637985979	0.32910131899299
65	0.640741868633185	0.718516262733631	0.359258131366815
66	0.631744473626151	0.736511052747698	0.368255526373849
67	0.743802253434644	0.512395493130711	0.256197746565356
68	0.694948938556404	0.610102122887191	0.305051061443596
69	0.662007781042153	0.675984437915693	0.337992218957847
70	0.629458779804831	0.741082440390337	0.370541220195169
71	0.633766320569581	0.732467358860838	0.366233679430419
72	0.669810189885978	0.660379620228045	0.330189810114022
73	0.729457777619632	0.541084444760736	0.270542222380368
74	0.752726439775712	0.494547120448576	0.247273560224288
75	0.702565144958145	0.594869710083709	0.297434855041855
76	0.771634250704796	0.456731498590407	0.228365749295204
77	0.741279587972427	0.517440824055146	0.258720412027573
78	0.692018005112939	0.615963989774121	0.307981994887061
79	0.791943864444754	0.416112271110493	0.208056135555246
80	0.747161336866678	0.505677326266644	0.252838663133322
81	0.706439864298326	0.587120271403348	0.293560135701674
82	0.6526998957501	0.6946002084998	0.3473001042499
83	0.597465073487541	0.805069853024917	0.402534926512459
84	0.771150521891642	0.457698956216716	0.228849478108358
85	0.707973520352519	0.584052959294962	0.292026479647481
86	0.648686050241912	0.702627899516176	0.351313949758088
87	0.905486514985965	0.189026970028069	0.0945134850140345
88	0.863962105305209	0.272075789389582	0.136037894694791
89	0.810728331635171	0.378543336729658	0.189271668364829
90	0.73697951438525	0.5260409712295	0.26302048561475
91	0.716558972011324	0.566882055977351	0.283441027988676
92	0.683191727966873	0.633616544066255	0.316808272033127
93	0.596225019818522	0.807549960362955	0.403774980181478
94	0.810608381737783	0.378783236524433	0.189391618262217
95	0.714817069051742	0.570365861896516	0.285182930948258
96	0.885564735789011	0.228870528421979	0.114435264210989
97	0.764537660534111	0.470924678931779	0.235462339465889

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	0	0	OK