Multiple Linear Regression - Estimated Regression Equation

Yt[t] = + 22.6312382261078 + 0.196506125470823Yt_1[t] + 0.424055921103169Yt_2[t] + 0.0585369260350396Yt_3[t] -0.0637881636311812Yt_4[t] -8.84011801809233M1[t] -1.02335139651173M2[t] -10.12932203986M3[t] -14.9652615598999M4[t] -7.75591787526218M5[t] + 1.77509448248112M6[t] -7.78890250187808M7[t] -23.7349262723345M8[t] + 20.4649326275848M9[t] + 15.9869643501035M10[t] + 9.80486419820637M11[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)	22.6312382261078	11.842034	1.9111	0.063177	0.031589
Yt_1	0.196506125470823	0.159535	1.2317	0.225237	0.112619
Yt_2	0.424055921103169	0.161949	2.6184	0.012415	0.006207
Yt_3	0.0585369260350396	0.16068	0.3643	0.717548	0.358774
Yt_4	-0.0637881636311812	0.156935	-0.4065	0.68657	0.343285
M1	-8.84011801809233	6.751331	-1.3094	0.197874	0.098937
M2	-1.02335139651173	6.634976	-0.1542	0.878199	0.4391
M3	-10.12932203986	8.147073	-1.2433	0.220992	0.110496
M4	-14.9652615598999	8.008265	-1.8687	0.068996	0.034498
M5	-7.75591787526218	7.925687	-0.9786	0.333669	0.166835
M6	1.77509448248112	8.999435	0.1972	0.844635	0.422317
M7	-7.78890250187808	7.283428	-1.0694	0.2913	0.14565
M8	-23.7349262723345	6.589109	-3.6021	0.000863	0.000431
M9	20.4649326275848	8.272967	2.4737	0.017715	0.008857
M10	15.9869643501035	9.127053	1.7516	0.087507	0.043754
M11	9.80486419820637	7.634489	1.2843	0.206431	0.103215

Multiple Linear Regression - Regression Statistics
Multiple R	0.957491183981792
R-squared	0.916789367402854
Adjusted R-squared	0.885585380178925
F-TEST (value)	29.3805198939381
F-TEST (DF numerator)	15
F-TEST (DF denominator)	40
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	4.45950708969358
Sum Squared Residuals	795.488139321092

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	53.47	53.2568071471356	0.213192852864406
2	59.6	58.9178923477949	0.682107652205067
3	42.542	46.3731306559266	-3.83113065592662
4	42.018	40.4329227728457	1.5850772271543
5	44.038	41.2503494087788	2.78765059122119
6	44.988	49.5665545099503	-4.57855450995029
7	43.309	42.1032564513951	1.20574354860492
8	26.843	26.3818216096547	0.461178390345328
9	69.77	66.5607787452375	3.20922125476254
10	64.886	63.3768418646949	1.50915813530507
11	79.354	73.5816856238379	5.77231437616213
12	63.025	68.1119334565327	-5.08693345653268
13	54.003	59.174179135197	-5.17117913519705
14	55.926	59.4521119941359	-3.5261119941359
15	45.629	45.0194534932331	0.609546506766854
16	40.361	39.489026712747	0.871973287253035
17	43.039	41.984735629851	1.05426437014901
18	44.57	49.0826454331881	-4.5126454331881
19	43.269	41.3035752781967	1.96542472180330
20	25.563	26.2439245876426	-0.680924587642592
21	68.707	66.3315446081756	2.37545539182441
22	60.223	62.6494862496638	-2.42648624966381
23	74.283	72.1422303778552	2.14076962214485
24	61.232	65.1575022312387	-3.92550223123871
25	61.531	56.4663052081523	5.06469479184771
26	65.305	60.1716812952308	5.13331870476922
27	51.699	50.2732904874815	1.42570951251845
28	44.599	45.214077534964	-0.615077534963977
29	35.221	45.4603685641597	-10.2393685641597
30	55.066	49.1005594922283	5.96544050777172
31	45.335	39.9117197192491	5.4232802807509
32	28.702	30.3728212655533	-1.67082126555329
33	69.517	68.93757630796	0.579423692040007
34	69.24	63.5911844713535	5.64881552864646
35	71.525	74.309572472081	-2.7845724720811
36	77.74	68.2864344422276	9.45356555777243
37	62.107	59.0168411465388	3.09015885346122
38	65.45	66.5485612556061	-1.09856125560611
39	51.493	51.6882954165115	-0.195295416511469
40	43.067	44.2157876458496	-1.14878764584959
41	49.172	45.0437115322147	4.12828846778535
42	54.483	51.1710548870519	3.31194511294805
43	38.158	45.6366225944323	-7.47862259443227
44	27.898	29.6296443228439	-1.73164432284385
45	58.648	64.812100338627	-6.16410033862696
46	56	60.7314874142877	-4.73148741428772
47	62.381	67.5095115262259	-5.12851152622588
48	59.849	60.290129870001	-0.441129870001028
49	48.345	51.5418673629763	-3.19686736297629
50	55.376	56.5667531072323	-1.19075310723227
51	45.4	43.4088299468472	1.99117005315279
52	38.389	39.0821853335938	-0.693185333593776
53	44.098	41.8288348649959	2.26916513500415
54	48.29	48.4761856775814	-0.186185677581383
55	41.267	42.3828259567269	-1.11582595672685
56	31.238	27.6157882143056	3.6222117856944

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
19	0.0236248044042237	0.0472496088084475	0.976375195595776
20	0.00649898661215612	0.0129979732243122	0.993501013387844
21	0.00199837857884460	0.00399675715768919	0.998001621421155
22	0.00514960480560866	0.0102992096112173	0.99485039519439
23	0.00442425693950561	0.00884851387901121	0.995575743060494
24	0.00294163776650927	0.00588327553301854	0.99705836223349
25	0.0365855396460566	0.0731710792921132	0.963414460353943
26	0.0319177720268938	0.0638355440537876	0.968082227973106
27	0.0173837932407248	0.0347675864814496	0.982616206759275
28	0.00910696782217191	0.0182139356443438	0.990893032177828
29	0.232681903613932	0.465363807227865	0.767318096386068
30	0.876088777715175	0.247822444569650	0.123911222284825
31	0.840174266084345	0.319651467831311	0.159825733915655
32	0.750073985517742	0.499852028964516	0.249926014482258
33	0.656944925860914	0.686110148278171	0.343055074139086
34	0.584951086974931	0.830097826050138	0.415048913025069
35	0.486254055189193	0.972508110378386	0.513745944810807
36	0.821611386435873	0.356777227128255	0.178388613564128
37	0.702961286068748	0.594077427862504	0.297038713931252

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	3	0.157894736842105	NOK
5% type I error level	8	0.421052631578947	NOK
10% type I error level	10	0.526315789473684	NOK