Multiple Linear Regression - Estimated Regression Equation

log(ps)[t] = + 1.05564493461236 -0.111130772358259D[t] -0.288386163160629`log(tg)`[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)	1.05564493461236	0.102597	10.2892	0	0
D	-0.111130772358259	0.018317	-6.0671	0	0
`log(tg)`	-0.288386163160629	0.057288	-5.034	5e-06	3e-06

Multiple Linear Regression - Regression Statistics
Multiple R	0.816150866613737
R-squared	0.666102237074354
Adjusted R-squared	0.654386526094507
F-TEST (value)	56.8554685430659
F-TEST (DF numerator)	2
F-TEST (DF denominator)	57
p-value	2.65343302885412e-14
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.183658482395704
Sum Squared Residuals	1.9226349748859

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	0.30102999566398	0.254129982826525	0.0469000128374553
2	0.25527250510331	-0.194970713964902	0.450243219068212
3	-0.15490195998574	-0.0392675394490752	-0.115634420536665
4	0.5910646070265	0.499226303284992	0.0918383037415081
5	0	-0.13674597366662	0.13674597366662
6	0.55630250076729	0.425609244977849	0.130693255789441
7	0.14612803567824	0.263424533195337	-0.117296497517097
8	0.17609125905568	0.0201557221418644	0.155935536913816
9	-0.15490195998574	-0.20618194748354	0.0512799874978002
10	0.32221929473392	0.476391527543041	-0.154172232809121
11	0.61278385671974	0.365260755184782	0.247523101534958
12	0.07918124604762	0.233776287832637	-0.154595041785017
13	-0.52287874528034	-0.25040702439178	-0.27247172088856
14	-0.30102999566398	-0.125882376336088	-0.175147619327892
15	0.53147891704226	0.486131848112663	0.0453470689295974
16	0.17609125905568	0.226039922323874	-0.0499486632681937
17	0.53147891704226	0.304912265391715	0.226566651650545
18	-0.09691001300806	0.08265163088632	-0.17956164389438
19	-0.09691001300806	-0.228570218227382	0.131660205219322
20	0.14612803567824	0.226865030076609	-0.0807369943983685
21	0.30102999566398	0.454554721378643	-0.153524725714663
22	0.27875360095283	0.244741889723118	0.034011711229712
23	0.38021124171161	0.518532831082488	-0.138321589370878
24	0.44715803134222	0.245489003800779	0.201669027541441
25	0.11394335230684	0.353477772930963	-0.239534420624123
26	0.30102999566398	0.296271286365971	0.00475870929800931
27	0.7481880270062	0.633293223351525	0.114894803654675
28	0.49136169383427	0.344907060190896	0.146454633643374
29	0	-0.262344102047478	0.262344102047478
30	0.25527250510331	0.214469760035141	0.0408027450681692
31	-0.04575749056068	-0.0321087613827143	-0.0136487291779657
32	0.25527250510331	0.478538946494433	-0.223266441391123
33	0.27875360095283	0.0168451015663565	0.261908499386473
34	-0.04575749056068	0.0699029960514682	-0.115660486612148
35	0.41497334797082	0.34094286827232	0.0740304796985004
36	0.38021124171161	0.449642542012455	-0.0694313003008446
37	0.07918124604762	0.194653070557446	-0.115471824509826
38	-0.04575749056068	0.155046498444204	-0.200803989004884
39	-0.30102999566398	0.0439157260859454	-0.344945721749925
40	-0.22184874961636	-0.128395728624268	-0.0934530209920923
41	0.36172783601759	0.320589173278433	0.0411386627391568
42	-0.30102999566398	0.0586674057705332	-0.359697401434513
43	0.41497334797082	0.353867038551911	0.0611063094189087
44	-0.22184874961636	-0.0585740672465687	-0.163274682369791
45	0.81954393554187	0.613986695554029	0.205557239987841
46	0.30102999566398	0.254129982826523	0.0469000128374565
47	0.25527250510331	-0.194970713964902	0.450243219068212
48	-0.15490195998574	-0.0392675394490753	-0.115634420536665
49	0.5910646070265	0.499226303284992	0.0918383037415081
50	0	-0.13674597366662	0.13674597366662
51	0.55630250076729	0.425609244977849	0.130693255789441
52	0.14612803567824	0.263424533195337	-0.117296497517097
53	0.17609125905568	0.0201557221418644	0.155935536913816
54	-0.15490195998574	-0.20618194748354	0.0512799874978002
55	0.32221929473392	0.476391527543041	-0.154172232809121
56	0.61278385671974	0.365260755184782	0.247523101534958
57	0.07918124604762	0.233776287832637	-0.154595041785017
58	-0.52287874528034	-0.25040702439178	-0.27247172088856
59	-0.30102999566398	-0.125882376336088	-0.175147619327892
60	0.53147891704226	0.486131848112663	0.0453470689295974

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
6	0.549953344284421	0.900093311431158	0.450046655715579
7	0.773293546630813	0.453412906738373	0.226706453369187
8	0.667620163172466	0.664759673655068	0.332379836827534
9	0.580627912176499	0.838744175647001	0.419372087823501
10	0.536695460319885	0.92660907936023	0.463304539680115
11	0.595999542375127	0.808000915249747	0.404000457624873
12	0.606342471090122	0.787315057819756	0.393657528909878
13	0.80158235658626	0.39683528682748	0.19841764341374
14	0.796966655339143	0.406066689321714	0.203033344660857
15	0.728290469283351	0.543419061433298	0.271709530716649
16	0.660006206809658	0.679987586380685	0.339993793190342
17	0.664885561011916	0.670228877976167	0.335114438988084
18	0.671821564490139	0.656356871019723	0.328178435509861
19	0.625949095573685	0.74810180885263	0.374050904426315
20	0.563545172446956	0.872909655106087	0.436454827553044
21	0.53958883858185	0.9208223228363	0.46041116141815
22	0.459346342879056	0.918692685758113	0.540653657120944
23	0.419407585587552	0.838815171175104	0.580592414412448
24	0.428419898662231	0.856839797324461	0.57158010133777
25	0.472671360075844	0.945342720151688	0.527328639924156
26	0.395293515529204	0.79058703105841	0.604706484470796
27	0.352619754935329	0.705239509870659	0.647380245064671
28	0.322941804306394	0.645883608612787	0.677058195693606
29	0.386162895909316	0.772325791818632	0.613837104090684
30	0.319167735782977	0.638335471565954	0.680832264217023
31	0.25594133700818	0.51188267401636	0.74405866299182
32	0.291207127207087	0.582414254414174	0.708792872792913
33	0.362448249486625	0.724896498973249	0.637551750513375
34	0.329812170711065	0.659624341422129	0.670187829288935
35	0.270959227037289	0.541918454074578	0.72904077296271
36	0.217820542533172	0.435641085066343	0.782179457466828
37	0.181788400707917	0.363576801415834	0.818211599292083
38	0.181403840673714	0.362807681347428	0.818596159326286
39	0.314858582179221	0.629717164358442	0.685141417820779
40	0.25978192300615	0.5195638460123	0.74021807699385
41	0.198649437717946	0.397298875435892	0.801350562282054
42	0.37712789222006	0.75425578444012	0.62287210777994
43	0.301635478000294	0.603270956000588	0.698364521999706
44	0.283881902926098	0.567763805852196	0.716118097073902
45	0.271709530716649	0.543419061433298	0.728290469283351
46	0.202771298428498	0.405542596856996	0.797228701571502
47	0.672830610803683	0.654338778392634	0.327169389196317
48	0.597592237504583	0.804815524990834	0.402407762495417
49	0.498118233000414	0.996236466000828	0.501881766999586
50	0.556020206631101	0.887959586737798	0.443979793368899
51	0.512349510089089	0.975300979821822	0.487650489910911
52	0.409181469314624	0.818362938629248	0.590818530685376
53	0.400839502839722	0.801679005679445	0.599160497160278
54	0.444998155883224	0.889996311766447	0.555001844116776

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	0	0	OK