Multiple Linear Regression - Estimated Regression Equation

kleding/schoeisel[t] = + 104.357875 -0.0560624999999774M1[t] -0.118550000000008M2[t] -0.0470375000000059M3[t] -0.0035250000000042M4[t] + 0.0199874999999958M5[t] + 0.0794999999999971M6[t] + 0.0750124999999974M7[t] + 0.314524999999997M8[t] + 0.333962500000001M9[t] + 0.358474999999994M10[t] + 0.272987499999995M11[t] -0.0795125000000003t + 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)	104.357875	0.13855	753.2161	0	0
M1	-0.0560624999999774	0.16658	-0.3365	0.738093	0.369047
M2	-0.118550000000008	0.166465	-0.7122	0.480211	0.240105
M3	-0.0470375000000059	0.166375	-0.2827	0.778748	0.389374
M4	-0.0035250000000042	0.166311	-0.0212	0.983188	0.491594
M5	0.0199874999999958	0.166272	0.1202	0.904877	0.452439
M6	0.0794999999999971	0.16626	0.4782	0.634953	0.317477
M7	0.0750124999999974	0.166272	0.4511	0.654154	0.327077
M8	0.314524999999997	0.166311	1.8912	0.065348	0.032674
M9	0.333962500000001	0.175363	1.9044	0.063561	0.03178
M10	0.358474999999994	0.175302	2.0449	0.047016	0.023508
M11	0.272987499999995	0.175265	1.5576	0.126666	0.063333
t	-0.0795125000000003	0.002065	-38.4978	0	0

Multiple Linear Regression - Regression Statistics
Multiple R	0.986049960445294
R-squared	0.972294524494166
Adjusted R-squared	0.964562763887886
F-TEST (value)	125.753314672535
F-TEST (DF numerator)	12
F-TEST (DF denominator)	43
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.247845260708803
Sum Squared Residuals	2.64137275000003

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	104.31	104.222300000000	0.0877000000001128
2	103.88	104.0803	-0.200300000000007
3	103.88	104.0723	-0.19230000000001
4	103.86	104.0363	-0.176300000000007
5	103.89	103.9803	-0.0903000000000056
6	103.98	103.9603	0.0196999999999969
7	103.98	103.8763	0.103699999999997
8	104.29	104.0363	0.253700000000000
9	104.29	103.976225	0.313774999999996
10	104.24	103.921225	0.318774999999992
11	103.98	103.756225	0.223775
12	103.54	103.403725	0.136274999999998
13	103.44	103.26815	0.171849999999969
14	103.32	103.12615	0.193849999999993
15	103.3	103.11815	0.181849999999995
16	103.26	103.08215	0.177850000000002
17	103.14	103.02615	0.113849999999997
18	103.11	103.00615	0.103849999999995
19	102.91	102.92215	-0.0121500000000073
20	103.23	103.08215	0.147850000000001
21	103.23	103.022075	0.207924999999997
22	103.14	102.967075	0.172925000000000
23	102.91	102.802075	0.107924999999996
24	102.42	102.449575	-0.0295750000000036
25	102.1	102.314	-0.214000000000034
26	102.07	102.172	-0.102000000000004
27	102.06	102.164	-0.103999999999997
28	101.98	102.128	-0.147999999999996
29	101.83	102.072	-0.242000000000002
30	101.75	102.052	-0.302000000000001
31	101.56	101.968	-0.407999999999998
32	101.66	102.128	-0.468000000000003
33	101.65	102.067925	-0.417924999999998
34	101.61	102.012925	-0.402924999999997
35	101.52	101.847925	-0.327925000000001
36	101.31	101.495425	-0.185424999999999
37	101.19	101.35985	-0.169850000000027
38	101.11	101.21785	-0.107849999999994
39	101.1	101.20985	-0.109850000000001
40	101.07	101.17385	-0.103850000000004
41	100.98	101.11785	-0.137849999999993
42	100.93	101.09785	-0.167849999999991
43	100.92	101.01385	-0.0938499999999962
44	101.02	101.17385	-0.153850000000001
45	101.01	101.113775	-0.103774999999995
46	100.97	101.058775	-0.088774999999995
47	100.89	100.893775	-0.00377499999999424
48	100.62	100.541275	0.0787250000000054
49	100.53	100.4057	0.124299999999980
50	100.48	100.2637	0.216300000000013
51	100.48	100.2557	0.224300000000012
52	100.47	100.2197	0.250300000000005
53	100.52	100.1637	0.356300000000003
54	100.49	100.1437	0.3463
55	100.47	100.0597	0.410300000000005
56	100.44	100.2197	0.220300000000004

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
16	0.0833942631665752	0.166788526333150	0.916605736833425
17	0.034775094735645	0.06955018947129	0.965224905264355
18	0.0276039668868906	0.0552079337737812	0.97239603311311
19	0.0630884924188008	0.126176984837602	0.9369115075812
20	0.0949486336142717	0.189897267228543	0.905051366385728
21	0.171652064259814	0.343304128519628	0.828347935740186
22	0.389423536251266	0.778847072502532	0.610576463748734
23	0.70164245782568	0.596715084348641	0.298357542174320
24	0.869114703340444	0.261770593319112	0.130885296659556
25	0.956022197939906	0.0879556041201878	0.0439778020600939
26	0.972703662134358	0.0545926757312844	0.0272963378656422
27	0.991410777207307	0.0171784455853860	0.00858922279269302
28	0.998596312159333	0.00280737568133428	0.00140368784066714
29	0.999400210295779	0.00119957940844249	0.000599789704221247
30	0.999796682979518	0.000406634040964429	0.000203317020482215
31	0.999729767633797	0.000540464732406409	0.000270232366203204
32	0.999814051014233	0.000371897971534784	0.000185948985767392
33	0.999780216036565	0.000439567926869993	0.000219783963434997
34	0.999618889785667	0.00076222042866534	0.00038111021433267
35	0.998997553779561	0.00200489244087735	0.00100244622043867
36	0.998455879536893	0.00308824092621459	0.00154412046310729
37	0.997367983720444	0.00526403255911142	0.00263201627955571
38	0.994931289554444	0.0101374208911128	0.00506871044555638
39	0.990931302763902	0.0181373944721956	0.00906869723609782
40	0.985140501402304	0.0297189971953915	0.0148594985976958

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	10	0.4	NOK
5% type I error level	14	0.56	NOK
10% type I error level	18	0.72	NOK