Multiple Linear Regression - Estimated Regression Equation

Y1[t] = + 14.2477798483089 + 0.757347311456524Y2[t] + 0.162331012991509Y3[t] -0.0605178371933855Y4[t] + 0.406078167562174M1[t] + 0.0209506478073179M2[t] + 0.198187463583214M3[t] + 0.085548437737373M4[t] + 0.238923020163978M5[t] + 1.22373482995670M6[t] + 0.319554519385561M7[t] + 0.0181348618259313M8[t] + 0.148386559720352M9[t] -0.0214456339183326M10[t] + 0.210413993094083M11[t] + 0.0490649360196856t + 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)	14.2477798483089	6.174673	2.3075	0.026424	0.013212
Y2	0.757347311456524	0.158309	4.784	2.5e-05	1.2e-05
Y3	0.162331012991509	0.202296	0.8024	0.427159	0.213579
Y4	-0.0605178371933855	0.154901	-0.3907	0.698155	0.349077
M1	0.406078167562174	0.166528	2.4385	0.019404	0.009702
M2	0.0209506478073179	0.157001	0.1334	0.89453	0.447265
M3	0.198187463583214	0.174562	1.1353	0.263161	0.13158
M4	0.085548437737373	0.153416	0.5576	0.580287	0.290144
M5	0.238923020163978	0.162506	1.4702	0.149518	0.074759
M6	1.22373482995670	0.155792	7.8549	0	0
M7	0.319554519385561	0.228585	1.398	0.170023	0.085012
M8	0.0181348618259313	0.270897	0.0669	0.946968	0.473484
M9	0.148386559720352	0.168844	0.8788	0.384871	0.192436
M10	-0.0214456339183326	0.164159	-0.1306	0.896732	0.448366
M11	0.210413993094083	0.168737	1.247	0.219836	0.109918
t	0.0490649360196856	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)	1999.35299756731
F-TEST (DF numerator)	15
F-TEST (DF denominator)	39
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.228410216986260
Sum Squared Residuals	2.03467786172471

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	102.86	102.699671385951	0.160328614048589
2	102.87	102.691842941157	0.178157058842567
3	102.92	103.003031873932	-0.083031873931566
4	102.95	102.949899897955	0.000100102044675913
5	103.02	103.182571208023	-0.162571208022959
6	104.08	104.271306304167	-0.191306304167390
7	104.16	104.228526715553	-0.0685267155534605
8	104.24	104.204594404097	0.035405595902498
9	104.33	104.393336396542	-0.0633363965424573
10	104.73	104.348875451018	0.381124548981608
11	104.86	104.942507302827	-0.082507302826877
12	105.03	104.939099196091	0.0909008039089777
13	105.62	105.519887239432	0.100112760567971
14	105.63	105.650388522830	-0.0203885228296365
15	105.63	105.969751013082	-0.339751013081892
16	105.94	105.872094709442	0.0679052905584503
17	106.61	106.308706716067	0.301293283932571
18	107.69	107.900328774583	-0.210328774583076
19	107.78	107.953149745579	-0.173149745579029
20	107.93	107.903726825181	0.0262731748185706
21	108.48	108.145896082814	0.334103917185598
22	108.14	108.460572893098	-0.320572893097814
23	108.48	108.564203751801	-0.0842037518010124
24	108.48	108.571875425748	-0.0918754257483607
25	108.89	109.102787138393	-0.212787138393088
26	108.93	109.056660887709	-0.126660887709332
27	109.21	109.379812247290	-0.169812247289711
28	109.47	109.509976331942	-0.0399763319417409
29	109.8	109.952358121517	-0.152358121516618
30	111.73	111.261420549073	0.468579450926687
31	111.85	111.905820082250	-0.0558200822498856
32	112.12	112.037675006885	0.082324993115497
33	112.15	112.324155710668	-0.174155710667622
34	112.17	112.262676105437	-0.0926761054368275
35	112.67	112.547277729046	0.122722270954414
36	112.8	112.766033412843	0.0339665871565164
37	113.44	113.399586816667	0.0404131833334258
38	113.53	113.539070625356	-0.00907062535577818
39	114.53	113.929558164662	0.600441835338124
40	114.51	114.599209761658	-0.0892097616577106
41	115.05	114.943386741519	0.106613258481015
42	116.67	116.322466578065	0.347533421935313
43	117.07	116.783122951832	0.286877048167902
44	116.92	117.064003763837	-0.144003763836566
45	117	117.096611809976	-0.096611809975519
46	117.02	116.987875550447	0.0321244495530341
47	117.35	117.306011216327	0.0439887836734760
48	117.36	117.392991965317	-0.032991965317133
49	117.82	117.908067419557	-0.0880674195568973
50	117.88	117.902037022948	-0.0220370229478196
51	118.24	118.247846701035	-0.00784670103495437
52	118.5	118.438819299004	0.0611807009963253
53	118.8	118.892977212874	-0.0929772128740093
54	119.76	120.174477794112	-0.414477794111534
55	120.09	120.079380504786	0.0106194952144724

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
19	0.475405888342119	0.950811776684237	0.524594111657881
20	0.306829624036266	0.613659248072532	0.693170375963734
21	0.304606135715442	0.609212271430884	0.695393864284558
22	0.70200031152231	0.59599937695538	0.29799968847769
23	0.633023403227357	0.733953193545287	0.366976596772644
24	0.517716283864392	0.964567432271216	0.482283716135608
25	0.493490293887477	0.986980587774953	0.506509706112523
26	0.406301773605289	0.812603547210577	0.593698226394711
27	0.572727379139911	0.854545241720179	0.427272620860089
28	0.645913318614288	0.708173362771425	0.354086681385712
29	0.904395073885735	0.191209852228530	0.0956049261142649
30	0.96834681032877	0.06330637934246	0.03165318967123
31	0.96063555510026	0.0787288897994798	0.0393644448997399
32	0.942410451436538	0.115179097126924	0.0575895485634621
33	0.893444089408515	0.21311182118297	0.106555910591485
34	0.803777894176978	0.392444211646045	0.196222105823022
35	0.732308647731984	0.535382704536032	0.267691352268016
36	0.567518398049428	0.864963203901145	0.432481601950572

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