Multiple Linear Regression - Estimated Regression Equation

CorrectAnalysis [t] = + 0.0641872811476336 + 0.0323619112165368Weeks[t] -0.168741148154906M1[t] -0.168741148154906M2[t] -0.163762392583131M3[t] -0.0868393156600544M4[t] -0.0099162387369775M5[t] -0.0868393156600544M6[t] -0.00991623873697748M7[t] -0.00991623873697748M8[t] -0.00991623873697744M9[t] -0.163762392583131M10[t] -0.166666666666667M11[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)	0.0641872811476336	0.103638	0.6193	0.53669	0.268345
Weeks	0.0323619112165368	0.021782	1.4857	0.139579	0.069789
M1	-0.168741148154906	0.107276	-1.573	0.117968	0.058984
M2	-0.168741148154906	0.107276	-1.573	0.117968	0.058984
M3	-0.163762392583131	0.107284	-1.5264	0.129143	0.064571
M4	-0.0868393156600544	0.107284	-0.8094	0.419631	0.209816
M5	-0.0099162387369775	0.107284	-0.0924	0.926488	0.463244
M6	-0.0868393156600544	0.107284	-0.8094	0.419631	0.209816
M7	-0.00991623873697748	0.107284	-0.0924	0.926488	0.463244
M8	-0.00991623873697748	0.107284	-0.0924	0.926488	0.463244
M9	-0.00991623873697744	0.107284	-0.0924	0.926488	0.463244
M10	-0.163762392583131	0.107284	-1.5264	0.129143	0.064571
M11	-0.166666666666667	0.109391	-1.5236	0.129852	0.064926

Multiple Linear Regression - Regression Statistics
Multiple R	0.291680035202145
R-squared	0.0850772429355245
Adjusted R-squared	0.00721147637684572
F-TEST (value)	1.09261420898504
F-TEST (DF numerator)	12
F-TEST (DF denominator)	141
p-value	0.370872424609663
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.267952055841024
Sum Squared Residuals	10.1235608963498

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	0	0.0248937778588745	-0.0248937778588745
2	0	0.0248937778588742	-0.0248937778588742
3	0	0.0298725334306492	-0.0298725334306492
4	0	0.106795610353726	-0.106795610353726
5	0	0.183718687276803	-0.183718687276803
6	0	0.106795610353726	-0.106795610353726
7	0	0.183718687276803	-0.183718687276803
8	0	0.183718687276803	-0.183718687276803
9	0	0.183718687276803	-0.183718687276803
10	0	0.0298725334306493	-0.0298725334306493
11	0	0.026968259347114	-0.026968259347114
12	0	0.193634926013781	-0.193634926013781
13	0	0.0248937778588744	-0.0248937778588744
14	0	0.0248937778588744	-0.0248937778588744
15	0	0.0298725334306493	-0.0298725334306493
16	0	0.106795610353726	-0.106795610353726
17	1	0.183718687276803	0.816281312723197
18	0	0.106795610353726	-0.106795610353726
19	0	0.183718687276803	-0.183718687276803
20	1	0.183718687276803	0.816281312723197
21	0	0.183718687276803	-0.183718687276803
22	0	0.0298725334306493	-0.0298725334306493
23	0	0.026968259347114	-0.026968259347114
24	0	0.193634926013781	-0.193634926013781
25	0	0.0248937778588744	-0.0248937778588744
26	0	0.0248937778588744	-0.0248937778588744
27	0	0.0298725334306493	-0.0298725334306493
28	0	0.106795610353726	-0.106795610353726
29	0	0.183718687276803	-0.183718687276803
30	0	0.106795610353726	-0.106795610353726
31	0	0.183718687276803	-0.183718687276803
32	0	0.183718687276803	-0.183718687276803
33	0	0.183718687276803	-0.183718687276803
34	0	0.0298725334306493	-0.0298725334306493
35	0	0.026968259347114	-0.026968259347114
36	0	0.193634926013781	-0.193634926013781
37	0	0.0248937778588744	-0.0248937778588744
38	0	0.0248937778588744	-0.0248937778588744
39	0	0.0298725334306493	-0.0298725334306493
40	0	0.106795610353726	-0.106795610353726
41	1	0.183718687276803	0.816281312723197
42	0	0.106795610353726	-0.106795610353726
43	0	0.183718687276803	-0.183718687276803
44	0	0.183718687276803	-0.183718687276803
45	0	0.183718687276803	-0.183718687276803
46	0	0.0298725334306493	-0.0298725334306493
47	0	0.026968259347114	-0.026968259347114
48	0	0.193634926013781	-0.193634926013781
49	0	0.0248937778588744	-0.0248937778588744
50	0	0.0248937778588744	-0.0248937778588744
51	0	0.0298725334306493	-0.0298725334306493
52	1	0.106795610353726	0.893204389646274
53	0	0.183718687276803	-0.183718687276803
54	1	0.106795610353727	0.893204389646273
55	0	0.183718687276803	-0.183718687276803
56	0	0.183718687276803	-0.183718687276803
57	0	0.183718687276803	-0.183718687276803
58	0	0.0298725334306493	-0.0298725334306493
59	0	0.026968259347114	-0.026968259347114
60	1	0.193634926013781	0.806365073986219
61	0	0.0248937778588744	-0.0248937778588744
62	0	0.0248937778588744	-0.0248937778588744
63	0	0.0298725334306493	-0.0298725334306493
64	0	0.106795610353726	-0.106795610353726
65	0	0.183718687276803	-0.183718687276803
66	0	0.106795610353726	-0.106795610353726
67	1	0.183718687276803	0.816281312723197
68	0	0.183718687276803	-0.183718687276803
69	0	0.183718687276803	-0.183718687276803
70	0	0.0298725334306493	-0.0298725334306493
71	0	0.026968259347114	-0.026968259347114
72	0	0.193634926013781	-0.193634926013781
73	0	0.0248937778588744	-0.0248937778588744
74	0	0.0248937778588744	-0.0248937778588744
75	0	0.0298725334306493	-0.0298725334306493
76	0	0.106795610353726	-0.106795610353726
77	0	0.183718687276803	-0.183718687276803
78	0	0.106795610353726	-0.106795610353726
79	1	0.183718687276803	0.816281312723197
80	0	0.183718687276803	-0.183718687276803
81	0	0.183718687276803	-0.183718687276803
82	0	0.0298725334306493	-0.0298725334306493
83	0	0.026968259347114	-0.026968259347114
84	1	0.193634926013781	0.806365073986219
85	0	0.0248937778588744	-0.0248937778588744
86	0	0.0248937778588744	-0.0248937778588744
87	0	-0.0348512890024242	0.0348512890024242
88	0	0.0420717879206527	-0.0420717879206527
89	0	0.11899486484373	-0.11899486484373
90	0	0.0420717879206527	-0.0420717879206527
91	0	0.11899486484373	-0.11899486484373
92	0	0.11899486484373	-0.11899486484373
93	0	0.11899486484373	-0.11899486484373
94	0	-0.0348512890024242	0.0348512890024242
95	0	-0.0377555630859596	0.0377555630859596
96	0	0.128911103580707	-0.128911103580707
97	0	-0.0398300445741991	0.0398300445741991
98	0	-0.0398300445741991	0.0398300445741991
99	0	-0.0348512890024242	0.0348512890024242
100	0	0.0420717879206527	-0.0420717879206527
101	0	0.11899486484373	-0.11899486484373
102	0	0.0420717879206527	-0.0420717879206527
103	0	0.11899486484373	-0.11899486484373
104	0	0.11899486484373	-0.11899486484373
105	0	0.11899486484373	-0.11899486484373
106	0	-0.0348512890024242	0.0348512890024242
107	0	-0.0377555630859596	0.0377555630859596
108	0	0.128911103580707	-0.128911103580707
109	0	-0.0398300445741991	0.0398300445741991
110	0	-0.0398300445741991	0.0398300445741991
111	0	-0.0348512890024242	0.0348512890024242
112	0	0.0420717879206527	-0.0420717879206527
113	0	0.11899486484373	-0.11899486484373
114	0	0.0420717879206527	-0.0420717879206527
115	0	0.11899486484373	-0.11899486484373
116	0	0.11899486484373	-0.11899486484373
117	0	0.11899486484373	-0.11899486484373
118	0	-0.0348512890024242	0.0348512890024242
119	0	-0.0377555630859596	0.0377555630859596
120	0	0.128911103580707	-0.128911103580707
121	0	-0.0398300445741991	0.0398300445741991
122	0	-0.0398300445741991	0.0398300445741991
123	0	-0.0348512890024242	0.0348512890024242
124	0	0.0420717879206527	-0.0420717879206527
125	0	0.11899486484373	-0.11899486484373
126	0	0.0420717879206527	-0.0420717879206527
127	0	0.11899486484373	-0.11899486484373
128	0	0.11899486484373	-0.11899486484373
129	0	0.11899486484373	-0.11899486484373
130	0	-0.0348512890024242	0.0348512890024242
131	0	-0.0377555630859596	0.0377555630859596
132	0	0.128911103580707	-0.128911103580707
133	0	-0.0398300445741991	0.0398300445741991
134	0	-0.0398300445741991	0.0398300445741991
135	0	-0.0348512890024242	0.0348512890024242
136	0	0.0420717879206527	-0.0420717879206527
137	0	0.11899486484373	-0.11899486484373
138	0	0.0420717879206527	-0.0420717879206527
139	0	0.11899486484373	-0.11899486484373
140	0	0.11899486484373	-0.11899486484373
141	1	0.11899486484373	0.88100513515627
142	0	-0.0348512890024242	0.0348512890024242
143	0	-0.0377555630859596	0.0377555630859596
144	0	0.128911103580707	-0.128911103580707
145	0	-0.0398300445741991	0.0398300445741991
146	0	-0.0398300445741991	0.0398300445741991
147	0	-0.0348512890024242	0.0348512890024242
148	0	0.0420717879206527	-0.0420717879206527
149	0	0.11899486484373	-0.11899486484373
150	0	0.0420717879206527	-0.0420717879206527
151	0	0.11899486484373	-0.11899486484373
152	1	0.11899486484373	0.88100513515627
153	1	0.11899486484373	0.88100513515627
154	0	-0.0348512890024242	0.0348512890024242

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
16	0	0	1
17	0.842817889670325	0.314364220659351	0.157182110329675
18	0.748509317482235	0.50298136503553	0.251490682517765
19	0.641882217408111	0.716235565183778	0.358117782591889
20	0.945819456203573	0.108361087592854	0.0541805437964271
21	0.914147531003944	0.171704937992112	0.085852468996056
22	0.870048328134747	0.259903343730507	0.129951671865253
23	0.814586027104495	0.37082794579101	0.185413972895505
24	0.75320642777239	0.493587144455221	0.24679357222761
25	0.679708811436862	0.640582377126276	0.320291188563138
26	0.600578094389871	0.798843811220259	0.399421905610129
27	0.519166259165259	0.961667481669482	0.480833740834741
28	0.440821917060499	0.881643834120998	0.559178082939501
29	0.521811630548468	0.956376738903065	0.478188369451532
30	0.448352085513986	0.896704171027972	0.551647914486014
31	0.38253987570831	0.76507975141662	0.61746012429169
32	0.456084633188291	0.912169266376582	0.543915366811709
33	0.394169779423963	0.788339558847925	0.605830220576037
34	0.328783695313725	0.65756739062745	0.671216304686275
35	0.269010129255244	0.538020258510489	0.730989870744756
36	0.222895851085385	0.44579170217077	0.777104148914615
37	0.176097258028445	0.35219451605689	0.823902741971555
38	0.136489927935049	0.272979855870099	0.863510072064951
39	0.103883584752966	0.207767169505932	0.896116415247034
40	0.0789662515780171	0.157932503156034	0.921033748421983
41	0.283229896593468	0.566459793186937	0.716770103406532
42	0.23681625800771	0.473632516015419	0.76318374199229
43	0.201225466720342	0.402450933440683	0.798774533279659
44	0.206583357622302	0.413166715244604	0.793416642377698
45	0.175488418108817	0.350976836217634	0.824511581891183
46	0.140231571894023	0.280463143788045	0.859768428105977
47	0.110287720685508	0.220575441371016	0.889712279314492
48	0.0921569141068896	0.184313828213779	0.90784308589311
49	0.0706844328776272	0.141368865755254	0.929315567122373
50	0.0533934252385509	0.106786850477102	0.946606574761449
51	0.0398251227253635	0.079650245450727	0.960174877274636
52	0.430645171257798	0.861290342515596	0.569354828742202
53	0.48726302266294	0.97452604532588	0.51273697733706
54	0.903867993980917	0.192264012038166	0.0961320060190829
55	0.891176099175472	0.217647801649057	0.108823900824528
56	0.880721484843485	0.238557030313029	0.119278515156515
57	0.86768198102731	0.264636037945379	0.13231801897269
58	0.838607079154563	0.322785841690873	0.161392920845437
59	0.805705243932442	0.388589512135116	0.194294756067558
60	0.975104121595371	0.0497917568092571	0.0248958784046286
61	0.966819109560738	0.0663617808785237	0.0331808904392618
62	0.956423075183273	0.0871538496334541	0.0435769248167271
63	0.943728932775066	0.112542134449868	0.056271067224934
64	0.932364276721334	0.135271446557332	0.067635723278666
65	0.931719448356572	0.136561103286856	0.068280551643428
66	0.918599752115751	0.162800495768499	0.0814002478842495
67	0.992583391153177	0.0148332176936461	0.00741660884682304
68	0.991045084100992	0.0179098317980156	0.0089549158990078
69	0.990604210131981	0.0187915797360388	0.00939578986801941
70	0.987080988599831	0.0258380228003371	0.0129190114001685
71	0.982476170812515	0.0350476583749694	0.0175238291874847
72	0.980390939234397	0.0392181215312067	0.0196090607656034
73	0.974041382106459	0.0519172357870823	0.0259586178935412
74	0.966127267804812	0.0677454643903755	0.0338727321951877
75	0.95687505704313	0.0862498859137397	0.0431249429568698
76	0.947860578660966	0.104278842678069	0.0521394213390343
77	0.943841106489882	0.112317787020237	0.0561588935101185
78	0.933976988295369	0.132046023409262	0.0660230117046311
79	0.994050391225774	0.0118992175484525	0.00594960877422624
80	0.993284576776752	0.0134308464464961	0.00671542322324806
81	0.995442747268325	0.00911450546335021	0.00455725273167511
82	0.994414577039283	0.0111708459214331	0.00558542296071653
83	0.993869839818027	0.0122603203639452	0.00613016018197258
84	0.999816781449903	0.000366437100193926	0.000183218550096963
85	0.999700552777774	0.000598894444451896	0.000299447222225948
86	0.999517872289687	0.000964255420625781	0.000482127710312891
87	0.999235292573227	0.00152941485354628	0.000764707426773142
88	0.998823675283709	0.00235264943258217	0.00117632471629108
89	0.998268072296805	0.00346385540638904	0.00173192770319452
90	0.997367405357405	0.00526518928519032	0.00263259464259516
91	0.996144161521438	0.00771167695712376	0.00385583847856188
92	0.995151699348039	0.00969660130392265	0.00484830065196132
93	0.996448412819007	0.00710317436198624	0.00355158718099312
94	0.99483217411869	0.0103356517626196	0.00516782588130982
95	0.99254300496707	0.0149139900658608	0.0074569950329304
96	0.989552362691464	0.0208952746170713	0.0104476373085357
97	0.98534347585208	0.0293130482958397	0.0146565241479198
98	0.97966286402896	0.04067427194208	0.02033713597104
99	0.972052325823927	0.0558953483521466	0.0279476741760733
100	0.961896201329696	0.0762075973406077	0.0381037986703038
101	0.949879993879753	0.100240012240493	0.0501200061202466
102	0.933603993382715	0.13279201323457	0.0663960066172848
103	0.914789894953749	0.170420210092502	0.0852101050462508
104	0.905711635584302	0.188576728831397	0.0942883644156984
105	0.938104242279358	0.123791515441285	0.0618957577206425
106	0.918864415099573	0.162271169800853	0.0811355849004266
107	0.895173794559526	0.209652410880948	0.104826205440474
108	0.867819827218442	0.264360345563116	0.132180172781558
109	0.83430266902981	0.331394661940381	0.16569733097019
110	0.795306010756614	0.409387978486773	0.204693989243386
111	0.750576581252166	0.498846837495669	0.249423418747834
112	0.699857860176411	0.600284279647177	0.300142139823589
113	0.647202930495858	0.705594139008284	0.352797069504142
114	0.588066974436036	0.823866051127929	0.411933025563964
115	0.529040887322702	0.941918225354596	0.470959112677298
116	0.52706653145346	0.94586693709308	0.47293346854654
117	0.721791067175189	0.556417865649622	0.278208932824811
118	0.664272287555013	0.671455424889975	0.335727712444987
119	0.601770664370681	0.796458671258638	0.398229335629319
120	0.53733885560104	0.925322288797921	0.46266114439896
121	0.469378051433054	0.938756102866108	0.530621948566946
122	0.401271217105811	0.802542434211622	0.598728782894189
123	0.334797172627591	0.669594345255182	0.665202827372409
124	0.271607122789843	0.543214245579686	0.728392877210157
125	0.215621519397123	0.431243038794245	0.784378480602878
126	0.164792494212453	0.329584988424907	0.835207505787547
127	0.122708882288755	0.24541776457751	0.877291117711245
128	0.158736939205292	0.317473878410584	0.841263060794708
129	0.780285305938665	0.439429388122669	0.219714694061335
130	0.705215150996385	0.589569698007229	0.294784849003615
131	0.61727056492447	0.76545887015106	0.38272943507553
132	0.520384915492521	0.959230169014958	0.479615084507479
133	0.41754717242417	0.83509434484834	0.58245282757583
134	0.315935227370544	0.631870454741088	0.684064772629456
135	0.222319194318971	0.444638388637942	0.777680805681029
136	0.142754434963145	0.285508869926291	0.857245565036855
137	0.0820087695736708	0.164017539147342	0.917991230426329
138	0.0400585360296699	0.0801170720593399	0.95994146397033

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	12	0.0975609756097561	NOK
5% type I error level	28	0.227642276422764	NOK
10% type I error level	37	0.300813008130081	NOK