Multiple Linear Regression - Estimated Regression Equation

O[t] = -0.578264633807969 + 0.925535412411281B[t] + 0.0132183880731054CM[t] + 0.0160035232163488CM_B[t] -1.31048736184262D[t] + 1.32524772719413D_B[t] + 0.406327339245114PE[t] -0.394585656390907PE_B[t] -0.341990685460128PC[t] + 0.363464570658177PC_B[t] + 0.942105175460255PS[t] + 0.0146495184249106PS_B[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)	-0.578264633807969	1.018728	-0.5676	0.57115	0.285575
B	0.925535412411281	0.026458	34.9813	0	0
CM	0.0132183880731054	0.08117	0.1628	0.870862	0.435431
CM_B	0.0160035232163488	0.079044	0.2025	0.839834	0.419917
D	-1.31048736184262	0.218181	-6.0064	0	0
D_B	1.32524772719413	0.221044	5.9954	0	0
PE	0.406327339245114	0.143549	2.8306	0.005297	0.002649
PE_B	-0.394585656390907	0.151846	-2.5986	0.010314	0.005157
PC	-0.341990685460128	0.108022	-3.1659	0.00188	0.00094
PC_B	0.363464570658177	0.109279	3.326	0.001113	0.000556
PS	0.942105175460255	0.048185	19.5519	0	0
PS_B	0.0146495184249106	0.030566	0.4793	0.632459	0.316229

Multiple Linear Regression - Regression Statistics
Multiple R	0.986054290328691
R-squared	0.972303063475619
Adjusted R-squared	0.970230503599645
F-TEST (value)	469.131471059976
F-TEST (DF numerator)	11
F-TEST (DF denominator)	147
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	1.43270045551945
Sum Squared Residuals	301.736697501107

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	26	24.6041995514881	1.39580044851188
2	23	25.4130327883993	-2.41303278839934
3	25	24.2183183396727	0.781681660327342
4	23	19.5179366599762	3.48206334002384
5	20	22.3741165311321	-2.37411653113210
6	29	22.2387016296813	6.76129837031869
7	20	20.2205856699302	-0.220585669930168
8	16	16.6015594595828	-0.601559459582765
9	18	18.4816387188737	-0.481638718873727
10	17	17.4960001377340	-0.496000137733962
11	23	23.0502803334575	-0.0502803334575189
12	30	29.5644417477413	0.435558252258726
13	23	22.7065622191804	0.293437780819597
14	18	18.2815495853943	-0.281549585394319
15	15	15.7286961091583	-0.728696109158334
16	12	12.7283106162804	-0.728310616280424
17	21	20.9498195332017	0.0501804667983168
18	15	15.3891673348079	-0.389167334807897
19	20	20.2068579140039	-0.206857914003871
20	31	30.6461690533045	0.353830946695543
21	27	26.8465542387064	0.153445761293572
22	34	33.4530317080726	0.546968291927387
23	21	21.1673111384559	-0.167311138455917
24	31	30.5027986502654	0.497201349734577
25	19	19.3078180295097	-0.307818029509666
26	16	16.5787508582618	-0.578750858261846
27	20	20.3178371410299	-0.317837141029892
28	21	21.1055840416876	-0.105584041687579
29	22	22.1827699761436	-0.18276997614362
30	17	17.5205361096234	-0.520536109623447
31	24	23.9606385098554	0.0393614901445721
32	25	25.2453422813576	-0.245342281357642
33	26	26.0625779104939	-0.0625779104938919
34	25	24.9901215197081	0.00987848029186378
35	17	17.6352757199115	-0.63527571991151
36	32	31.5968497808248	0.403150219175241
37	33	32.3548017515907	0.645198248409278
38	13	12.8444245603739	0.155575439626085
39	0	2.18794968435403	-2.18794968435403
40	25	25.174433175096	-0.174433175095998
41	29	28.8918376034232	0.108162396576839
42	22	22.0868260200892	-0.0868260200891923
43	18	18.2686093376018	-0.268609337601756
44	17	17.5296000678684	-0.52960006786844
45	20	20.3328639948932	-0.332863994893188
46	15	15.634898291154	-0.634898291154002
47	20	20.3458358671561	-0.345835867156142
48	33	32.5430125446762	0.456987455323814
49	29	28.6121314784000	0.387868521599974
50	23	23.2818153482682	-0.281815348268217
51	26	25.8615682049042	0.138431795095830
52	18	18.4186711187687	-0.418671118768676
53	20	20.1016957485837	-0.101695748583713
54	11	11.4706891159079	-0.470689115907915
55	28	28.1707423952679	-0.170742395267933
56	26	25.9896142003860	0.0103857996140364
57	22	22.1695069951440	-0.169506995144029
58	17	17.5343728156567	-0.534372815656687
59	12	12.5319259276468	-0.53192592764685
60	14	14.7123555505507	-0.712355550550716
61	17	17.5107009711061	-0.510700971106108
62	21	20.3380927470690	0.661907252931049
63	0	-5.25108566558226	5.25108566558226
64	18	18.4794330488443	-0.479433048844267
65	10	10.9799755833075	-0.979975583307487
66	29	28.7346391115354	0.265360888464638
67	31	30.325576459698	0.674423540301971
68	19	19.4438616524450	-0.443861652445022
69	9	9.12373445468246	-0.123734454682457
70	0	-0.37226893878106	0.37226893878106
71	28	27.5383401714152	0.461659828584786
72	19	19.2588847154214	-0.258884715421409
73	30	29.6367145656765	0.3632854343235
74	29	28.8976785788225	0.102321421177502
75	26	25.8271010602228	0.172898939777162
76	23	23.0101476516417	-0.010147651641749
77	13	13.869782539103	-0.869782539102994
78	21	21.3603289070511	-0.360328907051055
79	19	19.3574021941919	-0.357402194191938
80	28	27.7949920874708	0.205007912529245
81	23	22.3451927968144	0.65480720318562
82	0	0.446493779711891	-0.446493779711891
83	21	21.1961576111266	-0.196157611126642
84	20	19.4521857063233	0.547814293676748
85	0	7.23771568007521	-7.23771568007521
86	21	21.2209489982355	-0.220948998235549
87	21	21.296532797793	-0.296532797792993
88	15	15.6989440017742	-0.698944001774219
89	28	26.9753740420348	1.02462595796523
90	0	-0.262612919822329	0.262612919822329
91	26	25.8540910907174	0.145908909282642
92	10	9.75667480922528	0.243325190774718
93	0	0.0342085643549297	-0.0342085643549297
94	22	22.1776567768225	-0.17765677682249
95	19	19.3236304946870	-0.323630494687044
96	31	30.8519275928890	0.148072407111044
97	31	30.5939006437243	0.406099356275668
98	29	28.7494305950021	0.250569404997940
99	19	19.1361975269074	-0.136197526907408
100	22	21.9978267604862	0.00217323951376444
101	23	23.0837356952992	-0.0837356952991858
102	15	15.3413957017525	-0.341395701752491
103	20	20.2871768710127	-0.287176871012683
104	18	18.4718631876671	-0.471863187667068
105	23	22.0471579374471	0.95284206255289
106	0	5.73875916131579	-5.73875916131579
107	21	20.8699276360379	0.130072363962140
108	24	23.8646329249258	0.135367075074194
109	25	24.0998567874755	0.900143212524538
110	0	-1.85640375280188	1.85640375280188
111	13	13.5411151924826	-0.541115192482635
112	28	27.5691937214214	0.430806278578554
113	21	20.1181711746810	0.881828825318958
114	0	-7.15715228035646	7.15715228035646
115	9	10.0905632682401	-1.09056326824014
116	16	16.3128204414968	-0.312820441496799
117	19	19.2843924990371	-0.284392499037124
118	17	17.4037431082757	-0.403743108275679
119	25	24.901282449828	0.0987175501719826
120	20	19.9624893812134	0.0375106187865630
121	29	28.4688111245886	0.531188875411384
122	14	13.6033852267716	0.396614773228388
123	0	-1.15007446225698	1.15007446225698
124	15	15.4353749719552	-0.435374971955153
125	19	19.4786690485831	-0.47866904858306
126	20	19.4012843437678	0.598715656232225
127	0	-4.26985303011458	4.26985303011458
128	20	20.3485480195630	-0.348548019562961
129	18	18.4452068883406	-0.445206888340618
130	33	32.3939257377748	0.60607426222523
131	22	22.1911170315266	-0.191117031526603
132	16	16.4309318311061	-0.430931831106054
133	17	17.4128504707148	-0.412850470714811
134	16	16.3094613074666	-0.309461307466617
135	21	21.0292327307523	-0.0292327307522631
136	26	26.0715816303282	-0.0715816303281492
137	18	18.2493848514483	-0.249384851448318
138	18	18.4742408271431	-0.474240827143107
139	17	17.2852117383983	-0.285211738398313
140	22	22.1127894550919	-0.112789455091947
141	30	28.6516116953374	1.34838830466263
142	0	2.92325184158514	-2.92325184158514
143	24	24.3774196544525	-0.377419654452548
144	21	21.1736848378696	-0.173684837869621
145	21	21.4055415731769	-0.405541573176937
146	29	28.7628679486231	0.2371320513769
147	31	29.5627692076597	1.43723079234029
148	0	0.431084021843937	-0.431084021843937
149	16	16.2259330922225	-0.225933092222508
150	22	22.0352239577883	-0.0352239577882592
151	20	20.2570507908056	-0.257050790805632
152	28	28.0166912573327	-0.0166912573327274
153	38	37.0463235816683	0.953676418331654
154	22	21.966706215613	0.0332937843869896
155	20	20.466852129873	-0.466852129873005
156	17	17.3828668619047	-0.382866861904748
157	28	27.7818989790219	0.218101020978084
158	22	22.2097426131333	-0.209742613133305
159	31	30.7372463017937	0.262753698206324

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
15	0.931890324775148	0.136219350449705	0.0681096752248525
16	0.996805081921695	0.0063898361566104	0.0031949180783052
17	0.992876311439192	0.0142473771216159	0.00712368856080793
18	0.985384367544231	0.0292312649115373	0.0146156324557687
19	0.983095289663175	0.0338094206736501	0.0169047103368250
20	0.97085633205466	0.0582873358906796	0.0291436679453398
21	0.963207522126937	0.0735849557461259	0.0367924778730630
22	0.942149601773135	0.115700796453731	0.0578503982268655
23	0.912732285381901	0.174535429236198	0.087267714618099
24	0.965010013242333	0.0699799735153345	0.0349899867576673
25	0.94760064853572	0.104798702928561	0.0523993514642806
26	0.924726268691785	0.150547462616429	0.0752737313082147
27	0.895200219936103	0.209599560127793	0.104799780063897
28	0.858080979736357	0.283838040527287	0.141919020263643
29	0.813311838739202	0.373376322521597	0.186688161260798
30	0.7697783746988	0.460443250602399	0.230221625301199
31	0.762113147402695	0.475773705194609	0.237886852597305
32	0.722634649881768	0.554730700236463	0.277365350118232
33	0.663850487204165	0.67229902559167	0.336149512795835
34	0.620709085408414	0.758581829183172	0.379290914591586
35	0.560556487990152	0.878887024019696	0.439443512009848
36	0.513812575763891	0.972374848472218	0.486187424236109
37	0.470394142827484	0.94078828565497	0.529605857172516
38	0.413657578173373	0.827315156346747	0.586342421826627
39	0.598974369708282	0.802051260583435	0.401025630291718
40	0.554492920001726	0.891014159996548	0.445507079998274
41	0.495662276774661	0.991324553549321	0.504337723225339
42	0.43930558874277	0.87861117748554	0.56069441125723
43	0.385478527407006	0.770957054814012	0.614521472592994
44	0.336057625432361	0.672115250864723	0.663942374567638
45	0.28756728351969	0.57513456703938	0.71243271648031
46	0.242217504440554	0.484435008881109	0.757782495559446
47	0.201131976603972	0.402263953207944	0.798868023396028
48	0.167170787342460	0.334341574684920	0.83282921265754
49	0.136007451573169	0.272014903146338	0.863992548426831
50	0.110051711244625	0.220103422489251	0.889948288755375
51	0.0863358334372093	0.172671666874419	0.91366416656279
52	0.0676583074721679	0.135316614944336	0.932341692527832
53	0.0529175410391101	0.105835082078220	0.94708245896089
54	0.0398030850049678	0.0796061700099357	0.960196914995032
55	0.0304749236788783	0.0609498473577567	0.969525076321122
56	0.0224820192074435	0.044964038414887	0.977517980792556
57	0.0161687035770375	0.0323374071540749	0.983831296422963
58	0.0117099067954443	0.0234198135908886	0.988290093204556
59	0.00829445004929689	0.0165889000985938	0.991705549950703
60	0.00599323754579779	0.0119864750915956	0.994006762454202
61	0.00411199622777645	0.0082239924555529	0.995888003772224
62	0.00440994293701585	0.0088198858740317	0.995590057062984
63	0.0113828213699638	0.0227656427399276	0.988617178630036
64	0.0080651253522124	0.0161302507044248	0.991934874647788
65	0.00598443901853486	0.0119688780370697	0.994015560981465
66	0.00420360259308408	0.00840720518616816	0.995796397406916
67	0.00307682744066831	0.00615365488133662	0.996923172559332
68	0.0021003958185277	0.0042007916370554	0.997899604181472
69	0.00184308630197766	0.00368617260395532	0.998156913698022
70	0.0857341924375482	0.171468384875096	0.914265807562452
71	0.0704593620542214	0.140918724108443	0.929540637945779
72	0.055587751999073	0.111175503998146	0.944412248000927
73	0.0434785609220826	0.0869571218441652	0.956521439077917
74	0.0332179696396098	0.0664359392792195	0.96678203036039
75	0.0251676357556351	0.0503352715112702	0.974832364244365
76	0.0188414936432211	0.0376829872864422	0.98115850635678
77	0.0153803488780289	0.0307606977560578	0.98461965112197
78	0.0115565990717314	0.0231131981434629	0.988443400928269
79	0.00836004005565155	0.0167200801113031	0.991639959944348
80	0.0060007309433662	0.0120014618867324	0.993999269056634
81	0.00569693894171976	0.0113938778834395	0.99430306105828
82	0.0193095068878416	0.0386190137756832	0.980690493112159
83	0.0143201485575354	0.0286402971150708	0.985679851442465
84	0.0133472797826582	0.0266945595653163	0.986652720217342
85	0.969588942760993	0.060822114478013	0.0304110572390065
86	0.960508884068098	0.0789822318638042	0.0394911159319021
87	0.9512000026986	0.0975999946028014	0.0487999973014007
88	0.939805350546436	0.120389298907128	0.0601946494535639
89	0.927099247634887	0.145801504730226	0.0729007523651132
90	0.935662044259216	0.128675911481569	0.0643379557407845
91	0.918652260359559	0.162695479280883	0.0813477396404414
92	0.903973950830475	0.192052098339049	0.0960260491695246
93	0.92519204022013	0.149615919559741	0.0748079597798703
94	0.909344025117669	0.181311949764662	0.090655974882331
95	0.88845986458147	0.223080270837058	0.111540135418529
96	0.862500288799538	0.274999422400924	0.137499711200462
97	0.833935874719891	0.332128250560217	0.166064125280109
98	0.8014632964056	0.397073407188798	0.198536703594399
99	0.764136060724023	0.471727878551954	0.235863939275977
100	0.722561571165964	0.554876857668072	0.277438428834036
101	0.677870534591828	0.644258930816345	0.322129465408172
102	0.633106556527079	0.733786886945843	0.366893443472921
103	0.584624927846856	0.830750144306287	0.415375072153143
104	0.549708908710689	0.900582182578622	0.450291091289311
105	0.509341852295822	0.981316295408356	0.490658147704178
106	0.999533615326094	0.000932769347812665	0.000466384673906333
107	0.999336540552618	0.00132691889476325	0.000663459447381625
108	0.998921075126882	0.002157849746236	0.001078924873118
109	0.998317423490455	0.00336515301908946	0.00168257650954473
110	0.999676731032704	0.000646537934592825	0.000323268967296413
111	0.999455626054086	0.00108874789182888	0.000544373945914438
112	0.999142714328052	0.00171457134389676	0.00085728567194838
113	0.998775299868177	0.00244940026364506	0.00122470013182253
114	1	0	0
115	1	0	0
116	1	0	0
117	1	0	0
118	1	0	0
119	1	0	0
120	1	0	0
121	1	0	0
122	1	0	0
123	1	0	0
124	1	2.29027722876273e-314	1.14513861438137e-314
125	1	2.19100778923149e-298	1.09550389461574e-298
126	1	2.86460374522558e-294	1.43230187261279e-294
127	1	1.57053833308214e-271	7.85269166541068e-272
128	1	5.08887628966546e-253	2.54443814483273e-253
129	1	1.92395357690118e-247	9.61976788450588e-248
130	1	3.04916765780649e-231	1.52458382890324e-231
131	1	5.81868681185882e-221	2.90934340592941e-221
132	1	5.49809410317547e-203	2.74904705158774e-203
133	1	2.46216708404559e-192	1.23108354202280e-192
134	1	9.46371938403483e-175	4.73185969201742e-175
135	1	1.01279277441768e-163	5.06396387208839e-164
136	1	2.02976563452989e-151	1.01488281726494e-151
137	1	7.76901729438546e-137	3.88450864719273e-137
138	1	1.17106859273505e-124	5.85534296367523e-125
139	1	3.26959676519298e-111	1.63479838259649e-111
140	1	3.38936234798622e-95	1.69468117399311e-95
141	1	4.7380306538587e-82	2.36901532692935e-82
142	1	3.33581610477523e-72	1.66790805238761e-72
143	1	5.27979005315606e-57	2.63989502657803e-57
144	1	6.40295872702784e-43	3.20147936351392e-43

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	46	0.353846153846154	NOK
5% type I error level	66	0.507692307692308	NOK
10% type I error level	77	0.592307692307692	NOK