Multiple Linear Regression - Estimated Regression Equation

A[t] = + 1.52046185076834 + 0.99229677576267B[t] + 1.00189901579942C[t] -0.104391687615497D[t] -0.120838533257173E[t] + 0.0820461921198232F[t] -0.239054500359389M1[t] -0.240162802439787M2[t] -0.211156533183323M3[t] -0.405116962868975M4[t] -0.2527649408052M5[t] -0.189837474048857M6[t] -0.470453293587544M7[t] -0.40593758885827M8[t] -0.0251239883188227M9[t] -0.186182750600956M10[t] -0.306157694644974M11[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)	1.52046185076834	0.723838	2.1006	0.037642	0.018821
B	0.99229677576267	0.008586	115.5734	0	0
C	1.00189901579942	0.002892	346.4737	0	0
D	-0.104391687615497	0.141095	-0.7399	0.460734	0.230367
E	-0.120838533257173	0.244905	-0.4934	0.622568	0.311284
F	0.0820461921198232	0.254269	0.3227	0.747468	0.373734
M1	-0.239054500359389	0.203955	-1.1721	0.243336	0.121668
M2	-0.240162802439787	0.229518	-1.0464	0.297358	0.148679
M3	-0.211156533183323	0.269678	-0.783	0.435076	0.217538
M4	-0.405116962868975	0.278668	-1.4538	0.14846	0.07423
M5	-0.2527649408052	0.289447	-0.8733	0.384152	0.192076
M6	-0.189837474048857	0.307692	-0.617	0.538349	0.269175
M7	-0.470453293587544	0.337148	-1.3954	0.165314	0.082657
M8	-0.40593758885827	0.360007	-1.1276	0.261606	0.130803
M9	-0.0251239883188227	0.400226	-0.0628	0.950044	0.475022
M10	-0.186182750600956	0.386079	-0.4822	0.630459	0.315229
M11	-0.306157694644974	0.216416	-1.4147	0.159593	0.079796

Multiple Linear Regression - Regression Statistics
Multiple R	0.99994481937903
R-squared	0.999889641802961
Adjusted R-squared	0.999875847028331
F-TEST (value)	72483.216915855
F-TEST (DF numerator)	16
F-TEST (DF denominator)	128
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.504874479632883
Sum Squared Residuals	32.6269747436255

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	501	501.935263148527	-0.935263148527307
2	485	484.991334043577	0.00866595642321809
3	464	464.096524790211	-0.0965247902111804
4	460	459.94769566035	0.0523043396499145
5	467	467.146302983859	-0.146302983858652
6	460	460.235183228891	-0.23518322889084
7	448	447.991874273269	0.00812572673145406
8	443	443.054823281588	-0.0548232815878596
9	436	436.470354971715	-0.470354971715119
10	431	431.329444779271	-0.329444779270919
11	484	484.03332656898	-0.0333265689801002
12	510	509.231926197198	0.768073802802162
13	513	512.959548013715	0.0404519862852521
14	503	502.951987776801	0.0480122231993333
15	471	471.051585422716	-0.0515854227157603
16	471	470.863908691053	0.1360913089469
17	476	476.037002716715	-0.0370027167149233
18	475	474.121059637869	0.878940362131059
19	470	469.861654475243	0.13834552475718
20	461	460.954047932572	0.0459520674278883
21	455	455.348955616412	-0.348955616411514
22	456	455.187896854129	0.81210314587062
23	517	516.786415956579	0.213584043420584
24	525	526.004040153015	-1.0040401530149
25	523	522.746367823207	0.253632176793274
26	519	518.814481378223	0.185518621777324
27	509	508.888394627728	0.111605372271577
28	512	511.719335725515	0.280664274485448
29	519	518.869825526574	0.130174473425785
30	517	516.944840899791	0.0551591002085381
31	510	509.698943169841	0.301056830159425
32	509	509.791428665955	-0.791428665955319
33	501	500.221304717483	0.778695282517403
34	507	507.03264849236	-0.032648492360457
35	569	569.64822194221	-0.648221942209983
36	580	579.908635727881	0.0913642721191225
37	578	577.652862413872	0.347137586127873
38	565	565.737072175892	-0.737072175891902
39	547	547.805395539039	-0.805395539039008
40	555	554.632095910437	0.367904089563484
41	562	561.782585711496	0.217414288503818
42	561	560.872420882563	0.127579117436636
43	555	555.670404001808	-0.670404001807938
44	544	543.803297012999	0.196702987001137
45	537	537.238870111924	-0.238870111924417
46	543	543.037038773517	-0.0370387735165031
47	594	593.616874078837	0.383125921162992
48	611	610.837577375457	0.16242262454325
49	613	612.611923146733	0.388076853267034
50	611	610.753561199779	0.246438800220575
51	594	593.855101085011	0.144898914989398
52	595	595.703347647071	-0.703347647070819
53	591	590.906299643647	0.0937003563530337
54	589	589.985695645953	-0.985695645952596
55	584	583.73125776304	0.268742236960411
56	573	572.822895494159	0.177104505841035
57	567	567.233766265438	-0.23376626543783
58	569	569.077342463479	-0.0773424634793358
59	621	620.691791911709	0.308208088291319
60	629	628.940203046569	0.0597969534312477
61	628	627.69924953041	0.300750469590064
62	612	611.78242316388	0.217576836120179
63	595	595.879302130263	-0.879302130262622
64	597	596.739131150674	0.260868849326104
65	593	592.944542855149	0.0554571448505635
66	590	590.024856988695	-0.0248569886947535
67	580	579.786743685496	0.213256314503907
68	574	573.870316700103	0.129683299896754
69	573	573.269833385742	-0.269833385741555
70	573	573.123929955059	-0.1239299550595
71	620	619.810694644049	0.189305355950894
72	626	626.091511330793	-0.091511330793209
73	620	619.854544209788	0.145455790212244
74	588	586.938681220991	1.06131877900859
75	566	566.025228179652	-0.025228179652289
76	557	557.909693560029	-0.909693560029528
77	561	561.053815004357	-0.0538150043565732
78	549	549.155446955854	-0.155446955854083
79	532	531.904040542059	0.0959594579405574
80	526	525.979408937455	0.0205910625453781
81	511	511.409392150022	-0.409392150021535
82	499	499.288740902816	-0.288740902815583
83	555	554.998319739923	0.0016802600769618
84	565	564.284833474065	0.715166525934598
85	542	542.075932469215	-0.0759324692144884
86	527	527.103676133738	-0.103676133738435
87	510	510.1884639793	-0.188463979299646
88	514	514.003497233636	-0.0034972336364639
89	517	517.17198547186	-0.171985471860061
90	508	507.279089312406	0.720910687593987
91	493	493.039939880657	-0.039939880657461
92	490	490.105879164736	-0.105879164736256
93	469	469.529354359705	-0.529354359704851
94	478	477.340362600833	0.659637399167439
95	528	529.01979317977	-1.01979317976963
96	534	533.28081957459	0.719180425410007
97	518	518.050291176561	-0.0502911765614892
98	506	506.097688686504	-0.0976886865041307
99	502	502.149749384482	-0.149749384482447
100	516	515.932889205601	0.0671107943995098
101	528	528.05407434777	-0.0540743477699739
102	533	533.093980853659	-0.0939808536591337
103	536	535.798382831241	0.201617168759264
104	537	536.889164345666	0.110835654334014
105	524	523.316330411194	0.683669588806202
106	536	536.135436110494	-0.135436110493861
107	587	586.806606826229	0.193393173771191
108	597	596.070007673299	0.929992326701498
109	581	580.817793181908	0.182206818092482
110	564	564.890280582876	-0.890280582876468
111	558	556.959473616408	1.0405263835915
112	575	574.748365728915	0.251634271085047
113	580	580.907642746676	-0.907642746676134
114	575	574.977543669985	0.0224563300153558
115	563	563.724049876836	-0.724049876836067
116	552	550.809407963068	1.19059203693236
117	537	537.230851022672	-0.230851022672423
118	545	545.069659140826	-0.0696591408259142
119	601	600.797605529282	0.202394470717927
120	604	605.064185015666	-1.06418501566576
121	586	586.830194119789	-0.830194119788552
122	564	563.920676743561	0.0793232564392388
123	549	548.016995017844	0.983004982156434
124	551	550.888855861951	0.111144138048898
125	556	556.076297463374	-0.0762974633736285
126	548	548.19540395473	-0.195403954730408
127	540	539.940239518493	0.0597604815070779
128	531	531.015633872413	-0.0156338724128399
129	521	520.441376358591	0.558623641408867
130	519	518.264435711384	0.735564288615567
131	572	571.953387327843	0.0466126721566372
132	581	582.207440266112	-1.20744026611156
133	563	562.95723195156	0.0427680484403571
134	548	548.018136894177	-0.0181368941775211
135	539	539.083786227346	-0.0837862273459596
136	541	540.911183624768	0.0888163752315043
137	562	561.049625528523	0.950374471476746
138	559	559.114477969604	-0.114477969603762
139	546	545.852469982018	0.147530017982189
140	536	536.903696629286	-0.903696629286294
141	528	527.289610629103	0.710389370896773
142	530	531.113064215832	-1.11306421583155
143	582	581.836962294589	0.163037705411203
144	599	599.078820165356	-0.0788201653564505
145	584	583.808798814717	0.191201185283257

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
20	0.238071160566856	0.476142321133713	0.761928839433144
21	0.14492292283057	0.28984584566114	0.85507707716943
22	0.352840450912188	0.705680901824377	0.647159549087811
23	0.246932011547107	0.493864023094215	0.753067988452893
24	0.375346088828242	0.750692177656484	0.624653911171758
25	0.681048958914761	0.637902082170478	0.318951041085239
26	0.60222311445515	0.7955537710897	0.39777688554485
27	0.505051825701581	0.989896348596837	0.494948174298419
28	0.422904776022049	0.845809552044098	0.577095223977951
29	0.336393010315321	0.672786020630643	0.663606989684679
30	0.260218221391863	0.520436442783725	0.739781778608137
31	0.223179831133761	0.446359662267521	0.776820168866239
32	0.22484888904983	0.449697778099659	0.775151110950171
33	0.397232489836212	0.794464979672424	0.602767510163788
34	0.334936029840291	0.669872059680581	0.665063970159709
35	0.299925674811534	0.599851349623068	0.700074325188466
36	0.263701410996521	0.527402821993043	0.736298589003479
37	0.265445126683736	0.530890253367471	0.734554873316264
38	0.45556906766036	0.91113813532072	0.54443093233964
39	0.511102327369188	0.977795345261624	0.488897672630812
40	0.450806359325235	0.901612718650469	0.549193640674765
41	0.3872885466919	0.774577093383801	0.6127114533081
42	0.343684677215786	0.687369354431572	0.656315322784214
43	0.430619702763673	0.861239405527347	0.569380297236327
44	0.411382517519901	0.822765035039802	0.588617482480099
45	0.36560087428794	0.731201748575879	0.63439912571206
46	0.309344414403504	0.618688828807008	0.690655585596496
47	0.321956813159167	0.643913626318333	0.678043186840833
48	0.279937348209684	0.559874696419368	0.720062651790316
49	0.247305411476872	0.494610822953745	0.752694588523128
50	0.204184747713645	0.40836949542729	0.795815252286355
51	0.167559114513986	0.335118229027972	0.832440885486014
52	0.239837410016166	0.479674820032332	0.760162589983834
53	0.196792864612057	0.393585729224115	0.803207135387943
54	0.329738597009545	0.659477194019091	0.670261402990455
55	0.299691575055112	0.599383150110223	0.700308424944888
56	0.262132319451493	0.524264638902986	0.737867680548507
57	0.227948422130668	0.455896844261337	0.772051577869332
58	0.191543847234304	0.383087694468608	0.808456152765696
59	0.164112837676654	0.328225675353308	0.835887162323346
60	0.131838573294724	0.263677146589449	0.868161426705276
61	0.10746578610169	0.214931572203381	0.89253421389831
62	0.0853493833901815	0.170698766780363	0.914650616609819
63	0.14570635180866	0.291412703617319	0.85429364819134
64	0.119054585948544	0.238109171897087	0.880945414051457
65	0.0943811999316299	0.18876239986326	0.90561880006837
66	0.0734168238158693	0.146833647631739	0.926583176184131
67	0.0592161451590862	0.118432290318172	0.940783854840914
68	0.0451976407596369	0.0903952815192737	0.954802359240363
69	0.0363457431802375	0.072691486360475	0.963654256819762
70	0.0276719337634495	0.0553438675268989	0.972328066236551
71	0.0203114044595121	0.0406228089190241	0.979688595540488
72	0.01564251224001	0.0312850244800199	0.98435748775999
73	0.0111168760071187	0.0222337520142374	0.988883123992881
74	0.0253016076343229	0.0506032152686459	0.974698392365677
75	0.018771900306106	0.0375438006122121	0.981228099693894
76	0.0437873237835556	0.0875746475671113	0.956212676216444
77	0.0326458203825892	0.0652916407651784	0.967354179617411
78	0.0241389215168918	0.0482778430337835	0.975861078483108
79	0.0180852966968366	0.0361705933936732	0.981914703303163
80	0.01293939511421	0.02587879022842	0.98706060488579
81	0.011083525158033	0.0221670503160661	0.988916474841967
82	0.00819327928762442	0.0163865585752488	0.991806720712376
83	0.00571377442359742	0.0114275488471948	0.994286225576403
84	0.00839796714886844	0.0167959342977369	0.991602032851132
85	0.00579389459533592	0.0115877891906718	0.994206105404664
86	0.00398808826311759	0.00797617652623517	0.996011911736882
87	0.00333533342073241	0.00667066684146483	0.996664666579268
88	0.00228243300727866	0.00456486601455733	0.997717566992721
89	0.00151086835146318	0.00302173670292636	0.998489131648537
90	0.00266663551296733	0.00533327102593465	0.997333364487033
91	0.00172881386919827	0.00345762773839654	0.998271186130802
92	0.00112206176180947	0.00224412352361895	0.99887793823819
93	0.00144192470311779	0.00288384940623559	0.998558075296882
94	0.00191165857087667	0.00382331714175335	0.998088341429123
95	0.00724984776308956	0.0144996955261791	0.99275015223691
96	0.0122240518673058	0.0244481037346116	0.987775948132694
97	0.00864681592131409	0.0172936318426282	0.991353184078686
98	0.00615412158871216	0.0123082431774243	0.993845878411288
99	0.00651837294342075	0.0130367458868415	0.993481627056579
100	0.00477653224406415	0.0095530644881283	0.995223467755936
101	0.00322951444453821	0.00645902888907643	0.996770485555462
102	0.00218392760540314	0.00436785521080628	0.997816072394597
103	0.00142142487621468	0.00284284975242937	0.998578575123785
104	0.0010120799259132	0.0020241598518264	0.998987920074087
105	0.00101319097660058	0.00202638195320117	0.998986809023399
106	0.000676728373405068	0.00135345674681014	0.999323271626595
107	0.000500031039298975	0.00100006207859795	0.999499968960701
108	0.00230536496571078	0.00461072993142156	0.997694635034289
109	0.00189682804014995	0.00379365608029989	0.99810317195985
110	0.00410059412912583	0.00820118825825167	0.995899405870874
111	0.00536931440807279	0.0107386288161456	0.994630685591927
112	0.00325851327799278	0.00651702655598557	0.996741486722007
113	0.0111378328230029	0.0222756656460058	0.988862167176997
114	0.00713805064773341	0.0142761012954668	0.992861949352267
115	0.0116914650866972	0.0233829301733944	0.988308534913303
116	0.141823147038437	0.283646294076875	0.858176852961563
117	0.100726957991806	0.201453915983612	0.899273042008194
118	0.080147531167579	0.160295062335158	0.919852468832421
119	0.052835284157613	0.105670568315226	0.947164715842387
120	0.0477330379964365	0.0954660759928731	0.952266962003563
121	0.0832035870317908	0.166407174063582	0.916796412968209
122	0.0515314397825456	0.103062879565091	0.948468560217454
123	0.124764109568994	0.249528219137987	0.875235890431006
124	0.109670447943775	0.21934089588755	0.890329552056225
125	0.061785767262578	0.123571534525156	0.938214232737422

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description	# significant tests	% significant tests	OK/NOK
1% type I error level	21	0.19811320754717	NOK
5% type I error level	42	0.39622641509434	NOK
10% type I error level	49	0.462264150943396	NOK