Multiple Linear Regression - Estimated Regression Equation

Yt[t] = + 28.0488 + 37.685M1[t] + 33.3196M2[t] + 42.573M3[t] + 36.851M4[t] + 27.8424M5[t] + 32.2826M6[t] + 19.3038M7[t] + 13.638M8[t] + 15.0648M9[t] + 21.4306M10[t] + 14.2188M11[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)	28.0488	2.235799	12.5453	0	0
M1	37.685	3.161897	11.9185	0	0
M2	33.3196	3.161897	10.5379	0	0
M3	42.573	3.161897	13.4644	0	0
M4	36.851	3.161897	11.6547	0	0
M5	27.8424	3.161897	8.8056	0	0
M6	32.2826	3.161897	10.2099	0	0
M7	19.3038	3.161897	6.1051	0	0
M8	13.638	3.161897	4.3132	8e-05	4e-05
M9	15.0648	3.161897	4.7645	1.8e-05	9e-06
M10	21.4306	3.161897	6.7778	0	0
M11	14.2188	3.161897	4.4969	4.4e-05	2.2e-05

Multiple Linear Regression - Regression Statistics
Multiple R	0.937837518790557
R-squared	0.879539211651228
Adjusted R-squared	0.851933614321301
F-TEST (value)	31.8609012925698
F-TEST (DF numerator)	11
F-TEST (DF denominator)	48
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	4.99939819294949
Sum Squared Residuals	1199.71115

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	62.027	65.7338	-3.70680000000002
2	56.493	61.3684	-4.8754
3	65.566	70.6218	-5.0558
4	62.653	64.8998	-2.24679999999999
5	53.47	55.8912	-2.42120000000001
6	59.6	60.3314	-0.731400000000003
7	42.542	47.3526	-4.8106
8	42.018	41.6868	0.331199999999996
9	44.038	43.1136	0.924400000000001
10	44.988	49.4794	-4.4914
11	43.309	42.2676	1.04140000000000
12	26.843	28.0488	-1.2058
13	69.77	65.7338	4.03620000000001
14	64.886	61.3684	3.5176
15	79.354	70.6218	8.7322
16	63.025	64.8998	-1.8748
17	54.003	55.8912	-1.88819999999999
18	55.926	60.3314	-4.4054
19	45.629	47.3526	-1.7236
20	40.361	41.6868	-1.3258
21	43.039	43.1136	-0.0745999999999968
22	44.57	49.4794	-4.9094
23	43.269	42.2676	1.00140000000000
24	25.563	28.0488	-2.4858
25	68.707	65.7338	2.9732
26	60.223	61.3684	-1.14540000000000
27	74.283	70.6218	3.6612
28	61.232	64.8998	-3.6678
29	61.531	55.8912	5.6398
30	65.305	60.3314	4.9736
31	51.699	47.3526	4.3464
32	44.599	41.6868	2.9122
33	35.221	43.1136	-7.8926
34	55.066	49.4794	5.5866
35	45.335	42.2676	3.0674
36	28.702	28.0488	0.6532
37	69.517	65.7338	3.78320000000000
38	69.24	61.3684	7.8716
39	71.525	70.6218	0.903200000000004
40	77.74	64.8998	12.8402
41	62.107	55.8912	6.2158
42	65.45	60.3314	5.1186
43	51.493	47.3526	4.1404
44	43.067	41.6868	1.38020000000000
45	49.172	43.1136	6.0584
46	54.483	49.4794	5.0036
47	38.158	42.2676	-4.1096
48	27.898	28.0488	-0.150800000000001
49	58.648	65.7338	-7.08579999999999
50	56	61.3684	-5.3684
51	62.381	70.6218	-8.2408
52	59.849	64.8998	-5.0508
53	48.345	55.8912	-7.5462
54	55.376	60.3314	-4.9554
55	45.4	47.3526	-1.9526
56	38.389	41.6868	-3.29779999999999
57	44.098	43.1136	0.9844
58	48.29	49.4794	-1.1894
59	41.267	42.2676	-1.00060000000000
60	31.238	28.0488	3.1892

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
15	0.842348099723416	0.315303800553168	0.157651900276584
16	0.72899685263979	0.54200629472042	0.27100314736021
17	0.599459584989421	0.801080830021158	0.400540415010579
18	0.505045278358172	0.989909443283655	0.494954721641827
19	0.401107552105817	0.802215104211634	0.598892447894183
20	0.292621612089708	0.585243224179416	0.707378387910292
21	0.200088548776059	0.400177097552118	0.799911451223941
22	0.149530081600464	0.299060163200928	0.850469918399536
23	0.0940345854952136	0.188069170990427	0.905965414504786
24	0.0590749462276024	0.118149892455205	0.940925053772398
25	0.0400531552920941	0.0801063105841881	0.959946844707906
26	0.0224885624666126	0.0449771249332253	0.977511437533387
27	0.0153056451730292	0.0306112903460585	0.98469435482697
28	0.0104713337823253	0.0209426675646506	0.989528666217675
29	0.0171744949743313	0.0343489899486625	0.982825505025669
30	0.0219713865236503	0.0439427730473006	0.97802861347635
31	0.0247119575531347	0.0494239151062693	0.975288042446865
32	0.0166796161971856	0.0333592323943713	0.983320383802814
33	0.0354054186718977	0.0708108373437954	0.964594581328102
34	0.0503213059307923	0.100642611861585	0.949678694069208
35	0.0362039937957429	0.0724079875914858	0.963796006204257
36	0.0216375337894808	0.0432750675789615	0.97836246621052
37	0.0218972018671764	0.0437944037343528	0.978102798132824
38	0.0515960054087019	0.103192010817404	0.948403994591298
39	0.0473014436641991	0.0946028873283981	0.9526985563358
40	0.376239238051323	0.752478476102646	0.623760761948677
41	0.651300848147285	0.697398303705431	0.348699151852715
42	0.803605859104718	0.392788281790563	0.196394140895282
43	0.81100651834271	0.37798696331458	0.18899348165729
44	0.764497724261226	0.471004551477549	0.235502275738775
45	0.746033825259599	0.507932349480802	0.253966174740401

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	9	0.290322580645161	NOK
10% type I error level	13	0.419354838709677	NOK