Multiple Linear Regression - Estimated Regression Equation

Bakmeel[t] = + 0.792598684210527 -0.120131578947369Dummy[t] + 0.00148026315789534M1[t] -0.00251973684210528M2[t] -0.00851973684210531M3[t] -0.0125197368421053M4[t] -0.0145197368421053M5[t] + 0.00950657894736838M6[t] -0.00249342105263159M7[t] -0.000493421052631561M8[t] + 0.0125M9[t] + 0.00499999999999997M10[t] + 0.00499999999999997M11[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)	0.792598684210527	0.06424	12.3381	0	0
Dummy	-0.120131578947369	0.034775	-3.4545	0.001252	0.000626
M1	0.00148026315789534	0.078937	0.0188	0.985125	0.492563
M2	-0.00251973684210528	0.078937	-0.0319	0.974683	0.487341
M3	-0.00851973684210531	0.078937	-0.1079	0.914552	0.457276
M4	-0.0125197368421053	0.078937	-0.1586	0.874723	0.437361
M5	-0.0145197368421053	0.078937	-0.1839	0.854924	0.427462
M6	0.00950657894736838	0.078783	0.1207	0.904516	0.452258
M7	-0.00249342105263159	0.078783	-0.0316	0.974898	0.487449
M8	-0.000493421052631561	0.078783	-0.0063	0.995032	0.497516
M9	0.0125	0.083025	0.1506	0.881029	0.440514
M10	0.00499999999999997	0.083025	0.0602	0.952257	0.476128
M11	0.00499999999999997	0.083025	0.0602	0.952257	0.476128

Multiple Linear Regression - Regression Statistics
Multiple R	0.470063994309785
R-squared	0.22096015874647
Adjusted R-squared	0.00355369141990347
F-TEST (value)	1.01634584041406
F-TEST (DF numerator)	12
F-TEST (DF denominator)	43
p-value	0.451409060296931
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.117414471853918
Sum Squared Residuals	0.592804802631579

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	0.81	0.794078947368419	0.0159210526315815
2	0.81	0.79007894736842	0.0199210526315791
3	0.81	0.784078947368421	0.0259210526315789
4	0.79	0.780078947368421	0.00992105263157892
5	0.78	0.778078947368421	0.00192105263157879
6	0.78	0.802105263157895	-0.0221052631578949
7	0.77	0.790105263157895	-0.0201052631578949
8	0.78	0.792105263157895	-0.0121052631578949
9	0.77	0.805098684210526	-0.0350986842105264
10	0.78	0.797598684210526	-0.0175986842105265
11	0.79	0.797598684210526	-0.00759868421052643
12	0.79	0.792598684210526	-0.00259868421052646
13	0.79	0.794078947368422	-0.00407894736842181
14	0.79	0.790078947368421	-7.89473684212328e-05
15	0.79	0.784078947368421	0.00592105263157885
16	0.8	0.780078947368421	0.0199210526315788
17	0.8	0.778078947368421	0.0219210526315788
18	0.8	0.681973684210526	0.118026315789474
19	0.8	0.669973684210526	0.130026315789474
20	0.81	0.671973684210526	0.138026315789474
21	0.8	0.684967105263158	0.115032894736842
22	0.82	0.677467105263158	0.142532894736842
23	0.85	0.677467105263158	0.172532894736842
24	0.85	0.672467105263158	0.177532894736842
25	0.86	0.673947368421053	0.186052631578947
26	0.85	0.669947368421053	0.180052631578947
27	0.83	0.663947368421053	0.166052631578947
28	0.81	0.659947368421053	0.150052631578947
29	0.82	0.657947368421053	0.162052631578947
30	0.82	0.681973684210526	0.138026315789474
31	0.78	0.669973684210526	0.110026315789474
32	0.78	0.671973684210526	0.108026315789474
33	0.73	0.684967105263158	0.0450328947368421
34	0.68	0.677467105263158	0.00253289473684221
35	0.65	0.677467105263158	-0.0274671052631578
36	0.62	0.672467105263158	-0.0524671052631579
37	0.6	0.673947368421053	-0.0739473684210532
38	0.6	0.669947368421053	-0.0699473684210527
39	0.59	0.663947368421053	-0.0739473684210526
40	0.6	0.659947368421053	-0.0599473684210526
41	0.6	0.657947368421053	-0.0579473684210526
42	0.6	0.681973684210526	-0.0819736842105263
43	0.59	0.669973684210526	-0.0799736842105263
44	0.58	0.671973684210526	-0.0919736842105263
45	0.56	0.684967105263158	-0.124967105263158
46	0.55	0.677467105263158	-0.127467105263158
47	0.54	0.677467105263158	-0.137467105263158
48	0.55	0.672467105263158	-0.122467105263158
49	0.55	0.673947368421053	-0.123947368421053
50	0.54	0.669947368421053	-0.129947368421053
51	0.54	0.663947368421053	-0.123947368421053
52	0.54	0.659947368421053	-0.119947368421053
53	0.53	0.657947368421053	-0.127947368421053
54	0.53	0.681973684210526	-0.151973684210526
55	0.53	0.669973684210526	-0.139973684210526
56	0.53	0.671973684210526	-0.141973684210526

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
16	0.00140224242698842	0.00280448485397684	0.998597757573012
17	0.000188704121732213	0.000377408243464425	0.999811295878268
18	1.62622317284713e-05	3.25244634569426e-05	0.999983737768272
19	1.45305969378616e-06	2.90611938757232e-06	0.999998546940306
20	1.21474128230855e-07	2.42948256461709e-07	0.999999878525872
21	9.13303601456206e-09	1.82660720291241e-08	0.999999990866964
22	9.79455948947691e-10	1.95891189789538e-09	0.999999999020544
23	4.9613264402823e-10	9.9226528805646e-10	0.999999999503867
24	1.75568871353511e-10	3.51137742707022e-10	0.999999999824431
25	7.84487934192638e-11	1.56897586838528e-10	0.99999999992155
26	2.16465228817821e-11	4.32930457635642e-11	0.999999999978354
27	9.08160565619374e-12	1.81632113123875e-11	0.999999999990918
28	1.21045010754585e-11	2.42090021509171e-11	0.999999999987895
29	9.59471631917635e-12	1.91894326383527e-11	0.999999999990405
30	1.99716890729718e-11	3.99433781459437e-11	0.999999999980028
31	1.50549144252779e-10	3.01098288505559e-10	0.99999999984945
32	2.01542308840681e-08	4.03084617681361e-08	0.99999997984577
33	2.42439442809682e-05	4.84878885619364e-05	0.999975756055719
34	0.0274090668509318	0.0548181337018637	0.972590933149068
35	0.398001996083638	0.796003992167277	0.601998003916361
36	0.70136059508174	0.597278809836521	0.298639404918261
37	0.816704384460097	0.366591231079805	0.183295615539903
38	0.848664894796601	0.302670210406798	0.151335105203399
39	0.828102095440234	0.343795809119533	0.171897904559766
40	0.777882530530691	0.444234938938618	0.222117469469309

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	18	0.72	NOK
5% type I error level	18	0.72	NOK
10% type I error level	19	0.76	NOK