Multiple Linear Regression - Estimated Regression Equation

[t] = + 1.4791 -0.0183516666666665M1[t] -0.0120766666666666M2[t] -0.0254949999999999M3[t] -0.0196533333333333M4[t] + 0.0135083333333333M5[t] + 0.01743M6[t] -0.00954833333333338M7[t] + 0.00375333333333337M8[t] + 0.00901499999999997M9[t] + 0.000636666666666737M10[t] + 0.00929833333333332M11[t] -0.00308166666666667t + 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)	1.4791	0.044768	33.0394	0	0
M1	-0.0183516666666665	0.05221	-0.3515	0.726752	0.363376
M2	-0.0120766666666666	0.0548	-0.2204	0.826511	0.413256
M3	-0.0254949999999999	0.05473	-0.4658	0.643441	0.32172
M4	-0.0196533333333333	0.054667	-0.3595	0.72079	0.360395
M5	0.0135083333333333	0.054612	0.2474	0.80569	0.402845
M6	0.01743	0.054564	0.3194	0.750776	0.375388
M7	-0.00954833333333338	0.054523	-0.1751	0.861718	0.430859
M8	0.00375333333333337	0.05449	0.0689	0.94537	0.472685
M9	0.00901499999999997	0.054464	0.1655	0.869227	0.434614
M10	0.000636666666666737	0.054445	0.0117	0.990718	0.495359
M11	0.00929833333333332	0.054434	0.1708	0.865085	0.432542
t	-0.00308166666666667	0.000635	-4.8519	1.3e-05	7e-06

Multiple Linear Regression - Regression Statistics
Multiple R	0.583443416087813
R-squared	0.340406219776216
Adjusted R-squared	0.175507774720271
F-TEST (value)	2.06433856705395
F-TEST (DF numerator)	12
F-TEST (DF denominator)	48
p-value	0.0382316141532347
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.0860619003650538
Sum Squared Residuals	0.355519233333333

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	1.4761	1.45766666666667	0.0184333333333341
2	1.4721	1.46086	0.0112399999999999
3	1.487	1.44436	0.04264
4	1.5167	1.44712	0.0695799999999999
5	1.5812	1.4772	0.104
6	1.554	1.47804	0.0759600000000001
7	1.5508	1.44798	0.10282
8	1.5764	1.4582	0.1182
9	1.5611	1.46038	0.10072
10	1.4735	1.44892	0.02458
11	1.4303	1.4545	-0.0242000000000001
12	1.2757	1.44212	-0.16642
13	1.2727	1.42068666666667	-0.147986666666667
14	1.3917	1.42388	-0.0321800000000001
15	1.2816	1.40738	-0.12578
16	1.2644	1.41014	-0.14574
17	1.3308	1.44022	-0.10942
18	1.3275	1.44106	-0.11356
19	1.4098	1.411	-0.00120000000000003
20	1.4134	1.42122	-0.00782000000000005
21	1.4138	1.4234	-0.00960000000000003
22	1.4272	1.41194	0.01526
23	1.4643	1.41752	0.04678
24	1.48	1.40514	0.07486
25	1.5023	1.38370666666667	0.118593333333333
26	1.4406	1.3869	0.0537000000000001
27	1.3966	1.3704	0.0262
28	1.357	1.37316	-0.01616
29	1.3479	1.40324	-0.0553399999999999
30	1.3315	1.40408	-0.0725800000000001
31	1.2307	1.37402	-0.14332
32	1.2271	1.38424	-0.15714
33	1.3028	1.38642	-0.08362
34	1.268	1.37496	-0.10696
35	1.3648	1.38054	-0.01574
36	1.3857	1.36816	0.01754
37	1.2998	1.34672666666667	-0.0469266666666667
38	1.3362	1.34992	-0.0137199999999999
39	1.3692	1.33342	0.0357799999999999
40	1.3834	1.33618	0.04722
41	1.4207	1.36626	0.0544400000000001
42	1.486	1.3671	0.1189
43	1.4385	1.33704	0.10146
44	1.4453	1.34726	0.09804
45	1.426	1.34944	0.07656
46	1.445	1.33798	0.10702
47	1.3503	1.34356	0.00674000000000011
48	1.4001	1.33118	0.0689199999999999
49	1.3418	1.30974666666667	0.0320533333333333
50	1.2939	1.31294	-0.0190399999999999
51	1.3176	1.29644	0.0211600000000001
52	1.3443	1.2992	0.0451000000000001
53	1.3356	1.32928	0.00631999999999996
54	1.3214	1.33012	-0.00872
55	1.2403	1.30006	-0.0597599999999999
56	1.259	1.31028	-0.05128
57	1.2284	1.31246	-0.08406
58	1.2611	1.301	-0.0398999999999999
59	1.293	1.30658	-0.01358
60	1.2993	1.2942	0.00509999999999997
61	1.2986	1.27276666666667	0.0258333333333332

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
16	0.305887464790934	0.611774929581868	0.694112535209066
17	0.226257499280885	0.452514998561771	0.773742500719115
18	0.14422843369881	0.28845686739762	0.85577156630119
19	0.102747495196039	0.205494990392078	0.897252504803961
20	0.0572063007360272	0.114412601472054	0.942793699263973
21	0.0333605112029222	0.0667210224058444	0.966639488797078
22	0.0782942352867811	0.156588470573562	0.921705764713219
23	0.259778644168111	0.519557288336222	0.740221355831889
24	0.783946732845817	0.432106534308367	0.216053267154183
25	0.945054846046845	0.109890307906311	0.0549451539531553
26	0.942689843004989	0.114620313990022	0.0573101569950112
27	0.923872123186955	0.152255753626089	0.0761278768130447
28	0.88724696057038	0.225506078859241	0.11275303942962
29	0.842648921066387	0.314702157867227	0.157351078933613
30	0.812054786226997	0.375890427546005	0.187945213773003
31	0.866346072580477	0.267307854839046	0.133653927419523
32	0.937069720585441	0.125860558829119	0.0629302794145593
33	0.92959763011219	0.14080473977562	0.0704023698878101
34	0.968824102150086	0.0623517956998273	0.0311758978499137
35	0.956467939573058	0.0870641208538836	0.0435320604269418
36	0.956121043336709	0.0877579133265814	0.0438789566632907
37	0.990100276962129	0.0197994460757422	0.00989972303787112
38	0.986292710489679	0.0274145790206427	0.0137072895103213
39	0.982955643832906	0.0340887123341879	0.017044356167094
40	0.984604001409482	0.0307919971810363	0.0153959985905182
41	0.975495624488586	0.0490087510228272	0.0245043755114136
42	0.957874426831338	0.0842511463373234	0.0421255731686617
43	0.93823525577807	0.12352948844386	0.06176474422193
44	0.903995293984422	0.192009412031156	0.0960047060155778
45	0.891361142742533	0.217277714514934	0.108638857257467

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	5	0.166666666666667	NOK
10% type I error level	10	0.333333333333333	NOK