Multiple Linear Regression - Estimated Regression Equation

1[t] = -0.025509571538195 + 1.02298367182292`2`[t] -1.54009199054944`3`[t] + 1.20990317510017`4`[t] + 0.00903370786090523`5`[t] -8.02181521442909e-05`6`[t] -0.00890300581001685`7`[t] -0.0980023144493746`8`[t] -0.0709440502183449`9`[t] + 0.350662083674589`10`[t] -0.0979264916368679`11`[t] + 0.0450881141914299`12`[t] + 0.155991081761523`13`[t] + 0.0164940877869965`14`[t] -0.00531210425686906`15`[t] + 0.0162011040143489`16`[t] -0.0152730522117341`17`[t] -0.00130547807012773`18`[t] + 0.000456241898488734`19`[t] -0.00407167604273851`20`[t] -0.0185009383539669`21`[t] + 0.0229195037323529`22`[t] -0.0010301365685055`23`[t] + 0.000872362770270996`24`[t] -0.00788991866450968`25`[t] + 0.028278525713804`26`[t] + 0.00778844841456031`27`[t] -0.0371256573823183`28`[t] + 0.00870955994557059`29`[t] + 0.000728801612223352`30`[t] -0.00103897681710499`31`[t] + 0.00163512938489379`32`[t] -0.000687585717098519`33`[t] -0.0148612374310191`34`[t] + 0.0316461691447457`35`[t] -0.0164893467445095`36`[t] + 0.00351558897469833`37`[t] -0.00584471157584523`38`[t] + 0.00305706625324433`39`[t] -0.00141489137610809`40`[t] + 0.0024844088867291`41`[t] -0.00107268304507313`42`[t] + 0.000194191239650074`43`[t] + 6.48585714621002e-06`44`[t] + 0.000859048392497709`45`[t] + 4.14287296047386e-05`46`[t] + 0.000719264777398322`47`[t] -0.00065174040309608`48`[t] + 0.000179324868785439`49`[t] + 0.000157873312973866`50`[t] + 0.530898700823841`51`[t] -0.531882417328776`52`[t] -0.000959859532930707`53`[t] -0.000678931893462437`54`[t] + 0.000505900404539507`55`[t] -0.000303779451876726`56`[t] + 0.000164120567008593`57`[t] -0.00331962615319036`58`[t] + 0.0153562182194979`59`[t] -0.000675389974621329`60`[t] -0.00455251306316104`61`[t] + 0.0104261769239216`62`[t] -0.0122027895961027`63`[t] + 0.00539850622096554`64\r`[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)	-0.025509571538195	0.028103	-0.9077	0.366504	0.183252
`2`	1.02298367182292	0.01958	52.2463	0	0
`3`	-1.54009199054944	0.134116	-11.4833	0	0
`4`	1.20990317510017	0.115647	10.462	0	0
`5`	0.00903370786090523	0.017682	0.5109	0.610707	0.305353
`6`	-8.02181521442909e-05	0.000152	-0.5262	0.600076	0.300038
`7`	-0.00890300581001685	0.01747	-0.5096	0.611596	0.305798
`8`	-0.0980023144493746	0.010888	-9.001	0	0
`9`	-0.0709440502183449	0.019897	-3.5656	0.00059	0.000295
`10`	0.350662083674589	0.024856	14.1079	0	0
`11`	-0.0979264916368679	0.014133	-6.9287	0	0
`12`	0.0450881141914299	0.010298	4.3783	3.3e-05	1.6e-05
`13`	0.155991081761523	0.011414	13.6665	0	0
`14`	0.0164940877869965	0.013026	1.2663	0.208765	0.104383
`15`	-0.00531210425686906	0.005216	-1.0185	0.31123	0.155615
`16`	0.0162011040143489	0.012894	1.2565	0.212275	0.106138
`17`	-0.0152730522117341	0.012998	-1.175	0.243169	0.121585
`18`	-0.00130547807012773	0.001302	-1.0024	0.318878	0.159439
`19`	0.000456241898488734	0.00052	0.8781	0.382294	0.191147
`20`	-0.00407167604273851	0.001339	-3.0407	0.003109	0.001555
`21`	-0.0185009383539669	0.007252	-2.5512	0.012464	0.006232
`22`	0.0229195037323529	0.007258	3.1578	0.002178	0.001089
`23`	-0.0010301365685055	0.00031	-3.3257	0.001288	0.000644
`24`	0.000872362770270996	0.000273	3.1951	0.001941	0.00097
`25`	-0.00788991866450968	0.002151	-3.668	0.000418	0.000209
`26`	0.028278525713804	0.007782	3.6337	0.000469	0.000235
`27`	0.00778844841456031	0.002881	2.7031	0.008244	0.004122
`28`	-0.0371256573823183	0.006288	-5.9046	0	0
`29`	0.00870955994557059	0.003335	2.6119	0.010585	0.005293
`30`	0.000728801612223352	0.000637	1.1446	0.255466	0.127733
`31`	-0.00103897681710499	0.001347	-0.7713	0.442597	0.221299
`32`	0.00163512938489379	0.002515	0.6502	0.517238	0.258619
`33`	-0.000687585717098519	0.000511	-1.3449	0.1821	0.09105
`34`	-0.0148612374310191	0.003368	-4.4119	2.9e-05	1.4e-05
`35`	0.0316461691447457	0.007173	4.4118	2.9e-05	1.4e-05
`36`	-0.0164893467445095	0.003776	-4.3663	3.4e-05	1.7e-05
`37`	0.00351558897469833	0.000996	3.5306	0.000662	0.000331
`38`	-0.00584471157584523	0.002456	-2.3794	0.019503	0.009752
`39`	0.00305706625324433	0.000932	3.2805	0.001486	0.000743
`40`	-0.00141489137610809	0.000986	-1.435	0.154838	0.077419
`41`	0.0024844088867291	0.001889	1.3149	0.191947	0.095973
`42`	-0.00107268304507313	0.000558	-1.9207	0.058013	0.029006
`43`	0.000194191239650074	0.000515	0.3773	0.706892	0.353446
`44`	6.48585714621002e-06	0.000163	0.0397	0.968444	0.484222
`45`	0.000859048392497709	0.000819	1.049	0.297069	0.148535
`46`	4.14287296047386e-05	7.5e-05	0.549	0.58439	0.292195
`47`	0.000719264777398322	0.002823	0.2548	0.799491	0.399746
`48`	-0.00065174040309608	0.004587	-0.1421	0.887326	0.443663
`49`	0.000179324868785439	0.001861	0.0963	0.92347	0.461735
`50`	0.000157873312973866	8.9e-05	1.7718	0.079893	0.039947
`51`	0.530898700823841	0.038281	13.8683	0	0
`52`	-0.531882417328776	0.039017	-13.632	0	0
`53`	-0.000959859532930707	0.000455	-2.1087	0.037813	0.018907
`54`	-0.000678931893462437	0.001265	-0.5368	0.592749	0.296374
`55`	0.000505900404539507	0.000306	1.6508	0.102351	0.051175
`56`	-0.000303779451876726	0.000467	-0.6509	0.516794	0.258397
`57`	0.000164120567008593	0.000958	0.1714	0.864307	0.432154
`58`	-0.00331962615319036	0.002804	-1.1839	0.239641	0.11982
`59`	0.0153562182194979	0.013488	1.1385	0.258013	0.129006
`60`	-0.000675389974621329	0.000929	-0.7266	0.469379	0.234689
`61`	-0.00455251306316104	0.005699	-0.7989	0.426525	0.213262
`62`	0.0104261769239216	0.009978	1.0449	0.29893	0.149465
`63`	-0.0122027895961027	0.012369	-0.9865	0.326579	0.163289
`64\r`	0.00539850622096554	0.002903	1.8595	0.066296	0.033148

Multiple Linear Regression - Regression Statistics
Multiple R	0.99999983320404
R-squared	0.999999666408108
Adjusted R-squared	0.99999942758664
F-TEST (value)	4187226.86201794
F-TEST (DF numerator)	63
F-TEST (DF denominator)	88
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.00759373609407278
Sum Squared Residuals	0.00507450485224528

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	77.5	77.5010566922501	-0.00105669225007901
2	83.8	83.7931272212933	0.00687277870674004
3	94.6	94.6045633667348	-0.00456336673476139
4	83.5	83.4931433288964	0.00685667110363838
5	91.7	91.693358960275	0.00664103972497848
6	88.9	88.9100370719864	-0.0100370719864286
7	74.9	74.8979789176484	0.00202108235164026
8	81.3	81.2970152137996	0.00298478620042535
9	92	92.0073823990371	-0.0073823990371042
10	92.7	92.6959812137922	0.00401878620783881
11	92	92.0004729827473	-0.000472982747267363
12	84.7	84.7045786303779	-0.00457863037793139
13	92.7	92.6964138616571	0.00358613834293547
14	90.6	90.60411253833	-0.00411253833001085
15	98.5	98.4954794734219	0.00452052657810145
16	86.9	86.8944199586528	0.0055800413471931
17	93.6	93.594106200202	0.00589379979798595
18	96.4	96.4020251686609	-0.00202516866088677
19	79.7	79.7009940899816	-0.000994089981628307
20	83.7	83.7053293590034	-0.00532935900342883
21	91.2	91.2081928644646	-0.00819286446457217
22	97.3	97.2938924531054	0.00610754689457841
23	92.3	92.3046621509037	-0.00466215090364907
24	81.4	81.390481483996	0.00951851600403536
25	89.5	89.5060651046722	-0.00606510467216721
26	87.2	87.1956225958002	0.00437740419978808
27	95.4	95.3946520157876	0.00534798421237557
28	93	92.9954129723441	0.00458702765589669
29	91.1	91.0953997009871	0.00460029901290737
30	92.4	92.4103103422331	-0.0103103422330993
31	83.4	83.4117714900902	-0.0117714900902215
32	81.5	81.4974112698837	0.00258873011626271
33	95.1	95.1023633445189	-0.00236334451889685
34	100.6	100.606794702312	-0.00679470231172035
35	91.7	91.7040150911227	-0.00401509112265142
36	84.9	84.9142689917392	-0.0142689917392349
37	92.6	92.6080207014794	-0.00802070147942071
38	90.5	90.4956065388921	0.00439346110792817
39	97.1	97.0976161697418	0.00238383025818656
40	94.6	94.6047937868316	-0.00479378683157077
41	89.8	89.795317861631	0.00468213836902799
42	95.8	95.788680959887	0.0113190401129601
43	87.9	87.9117424514388	-0.0117424514387607
44	81.1	81.0924050946852	0.0075949053147491
45	100.8	100.800768222465	-0.000768222464527719
46	103.3	103.287730034359	0.0122699656407447
47	92	91.9982615678245	0.00173843217546366
48	96.1	96.1030021656202	-0.0030021656202132
49	90.2	90.2045411976938	-0.00454119769381836
50	91.7	91.7022841710682	-0.00228417106822243
51	105.7	105.689892263255	0.0101077367454556
52	98	98.0094294328868	-0.00942943288683069
53	91.4	91.3909781607646	0.00902183923540152
54	106.2	106.201889344876	-0.00188934487627839
55	89.8	89.7963148104484	0.00368518955162263
56	89.2	89.1924486272553	0.00755137274467104
57	105.6	105.597118985491	0.00288101450923717
58	104	103.989769057404	0.010230942596477
59	100.3	100.298293756785	0.00170624321449777
60	102.5	102.497493656544	0.00250634345616184
61	96.5	96.5004017593771	-0.000401759377130668
62	95	94.9968715744457	0.00312842555431857
63	106.5	106.50082607631	-0.000826076309637328
64	102.1	102.096136711894	0.00386328810635078
65	96.3	96.3039538673758	-0.00395386737579088
66	108.4	108.40364959467	-0.00364959466976989
67	87	87.0019789826915	-0.00197898269152419
68	90.7	90.7123709658751	-0.0123709658750502
69	107.9	107.898649988927	0.00135001107268127
70	101.2	101.203441293924	-0.00344129392414656
71	104.7	104.691607069041	0.00839293095915049
72	103.7	103.696664417433	0.00333558256708479
73	99.3	99.2978929241041	0.00210707589590814
74	99.6	99.602843325229	-0.00284332522904905
75	113.9	113.89565239261	0.00434760739046396
76	97.2	97.2043584846093	-0.00435848460928993
77	106.2	106.203416607965	-0.00341660796509526
78	110.7	110.712625168668	-0.0126251686678056
79	89.6	89.6046805634245	-0.00468056342449926
80	93.3	93.2885073664773	0.0114926335227247
81	107.6	107.605067453832	-0.00506745383179277
82	111.7	111.695290189223	0.00470981077664919
83	106.9	106.909524360946	-0.00952436094624044
84	102.6	102.598948366114	0.00105163388574242
85	105.8	105.799491954083	0.000508045917151207
86	103.7	103.703880016832	-0.00388001683184729
87	115.8	115.79566062856	0.00433937144023789
88	103.8	103.795343318142	0.0046566818583738
89	108.2	108.204724551916	-0.00472455191560615
90	115.5	115.494878653883	0.005121346116995
91	100.5	100.489793942851	0.0102060571493481
92	101.1	101.108154485011	-0.00815448501055925
93	108.6	108.594887640242	0.00511235975826125
94	119.5	119.493895315648	0.00610468435220571
95	113.6	113.606044696467	-0.00604469646746757
96	105.9	105.894187572617	0.00581242738298892
97	112.3	112.301993034705	-0.00199303470517053
98	112.7	112.694415793068	0.00558420693219483
99	113.4	113.408467960114	-0.00846796011418185
100	117.3	117.302099101429	-0.00209910142905809
101	109.4	109.395232513974	0.0047674860255803
102	117.8	117.791387592661	0.00861240733885242
103	105.6	105.598209417729	0.00179058227122495
104	96.3	96.3000635073166	-6.35073165620299e-05
105	117.3	117.308652564087	-0.00865256408694648
106	116.4	116.403150003406	-0.0031500034056215
107	99.2	99.2095221743593	-0.00952217435924153
108	100.8	100.801400570446	-0.00140057044628829
109	90.4	90.3983588789235	0.00164112107650526
110	92.1	92.0970089059212	0.00299109407880995
111	101.8	101.807208045239	-0.00720804523929371
112	93.7	93.6991996408015	0.000800359198515408
113	96	96.0007206835888	-0.000720683588766519
114	102	101.992817512185	0.00718248781528856
115	89.2	89.1983812357373	0.00161876426266864
116	89	88.9981113147286	0.00188868527136642
117	105.9	105.906959592062	-0.00695959206247239
118	105.2	105.19729880746	0.00270119253995069
119	100.2	100.200998447764	-0.000998447763840416
120	97.5	97.4897476705355	0.0102523294644937
121	95.4	95.4077373530691	-0.00773735306909729
122	100.6	100.601825874549	-0.00182587454867054
123	114	114.003891099043	-0.0038910990426522
124	105.1	105.097717440215	0.00228255978547918
125	101.5	101.509564109966	-0.00956410996563589
126	115.5	115.492989705877	0.00701029412266441
127	95.5	95.4998694147101	0.000130585289913172
128	96.5	96.4956086220709	0.00439137792910208
129	114.6	114.60379367727	-0.00379367726970594
130	110.4	110.394516769188	0.00548323081194814
131	109	108.997744738822	0.00225526117847706
132	104.8	104.795954113796	0.00404588620425834
133	103.9	103.891925740933	0.00807425906727216
134	107.4	107.404859698165	-0.00485969816522837
135	124.8	124.799197743933	0.000802256067281177
136	108.1	108.105663136628	-0.00566313662834806
137	115.9	115.909489637948	-0.0094896379475441
138	111.2	111.201828484941	-0.00182848494082401
139	95.6	95.5965193099455	0.00348069005445204
140	103.3	103.304348007061	-0.00434800706102899
141	117.7	117.70747768056	-0.00747768055961866
142	110.5	110.494953515174	0.005046484825869
143	109.2	109.201463391694	-0.00146339169423313
144	105.8	105.794219638812	0.00578036118756203
145	103.8	103.800421326208	-0.000421326207594599
146	102.1	102.100100515095	-0.000100515095429299
147	97.1	97.100556271519	-0.000556271519025742
148	101.2	101.200321424997	-0.00032142499737803
149	102.8	102.800176918354	-0.000176918354219694
150	108.1	108.10004669105	-4.6691050406408e-05
151	97.7	97.7002606318329	-0.000260631832859829
152	121.8	121.799957824882	4.2175118356487e-05

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
67	3.83391178375063e-39	7.66782356750125e-39	1
68	1.06061849058513e-50	2.12123698117026e-50	1
69	7.36506566040947e-63	1.47301313208189e-62	1
70	8.31717690620121e-79	1.66343538124024e-78	1
71	1.08942359750675e-90	2.1788471950135e-90	1
72	1.09724619533021e-103	2.19449239066042e-103	1
73	3.89267509319337e-117	7.78535018638673e-117	1
74	1.99123189982405e-129	3.98246379964811e-129	1
75	5.95351337724247e-136	1.19070267544849e-135	1
76	6.32959569517309e-149	1.26591913903462e-148	1
77	2.81306652891978e-167	5.62613305783956e-167	1
78	2.98589153373451e-173	5.97178306746902e-173	1
79	9.99086690436087e-185	1.99817338087217e-184	1
80	1.01295105409723e-201	2.02590210819445e-201	1
81	1.24528118250803e-211	2.49056236501606e-211	1
82	1.52765456098729e-230	3.05530912197457e-230	1
83	8.60963907074478e-239	1.72192781414896e-238	1
84	9.70705480585013e-250	1.94141096117003e-249	1
85	2.58037956991753e-246	5.16075913983506e-246	1

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	19	1	NOK
5% type I error level	19	1	NOK
10% type I error level	19	1	NOK