Multiple Linear Regression - Estimated Regression Equation

I1[t] = + 7.49731615796313 + 0.35255519637078I2[t] + 0.250814374015268I3[t] + 0.283005495004579E1[t] -0.108731229414337E2[t] -0.213156884669359A[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)	7.49731615796313	1.86498	4.0201	9e-05	4.5e-05
I2	0.35255519637078	0.061648	5.7188	0	0
I3	0.250814374015268	0.05017	4.9992	2e-06	1e-06
E1	0.283005495004579	0.067924	4.1665	5.1e-05	2.6e-05
E2	-0.108731229414337	0.057642	-1.8863	0.06111	0.030555
A	-0.213156884669359	0.083831	-2.5427	0.011974	0.005987

Multiple Linear Regression - Regression Statistics
Multiple R	0.740900485805513
R-squared	0.548933529866845
Adjusted R-squared	0.534476271208731
F-TEST (value)	37.9694064309185
F-TEST (DF numerator)	5
F-TEST (DF denominator)	156
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	2.49519013703326
Sum Squared Residuals	971.2519159119

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	26	23.9761450824543	2.0238549175457
2	20	20.9914883515134	-0.991488351513359
3	19	21.7005410739093	-2.70054107390929
4	19	18.2737668118408	0.726233188159249
5	20	18.056966506486	1.94303349351396
6	25	24.1156051836259	0.884394816374078
7	25	19.4996449549058	5.50035504509417
8	22	20.2880722353712	1.71192776462881
9	26	22.1955426593859	3.80445734061405
10	22	20.3489372530792	1.65106274692082
11	17	19.9252322352347	-2.92523223523466
12	22	22.7490968739797	-0.749096873979683
13	19	20.8582185616425	-1.8582185616425
14	24	22.4304178753939	1.56958212460605
15	26	26.6378146945845	-0.637814694584451
16	21	18.878959329898	2.12104067010196
17	13	16.1225043893838	-3.12250438938382
18	26	27.0101803179344	-1.01018031793442
19	20	22.4229881424249	-2.42298814242487
20	22	18.7118133422421	3.28818665775786
21	14	18.1259827254501	-4.12598272545013
22	21	20.2416013912952	0.758398608704785
23	7	14.0502235335221	-7.05022353352206
24	23	21.6218815835011	1.37811841649886
25	17	18.9835871915645	-1.9835871915645
26	25	23.2694345696052	1.7305654303948
27	25	23.2694345696052	1.7305654303948
28	19	15.8620173214759	3.13798267852406
29	20	16.3215401144029	3.67845988559712
30	23	21.3967665641397	1.60323343586032
31	22	24.0792695265708	-2.0792695265708
32	22	21.8328522759943	0.16714772400569
33	21	18.1467933070405	2.85320669295952
34	15	17.692989203891	-2.69298920389098
35	20	15.8990744468181	4.10092555318191
36	22	21.7175262510477	0.282473748952254
37	18	16.4218972435888	1.57810275641118
38	20	20.7798555055462	-0.779855505546229
39	28	27.4154585305607	0.584541469439259
40	22	24.0781087323735	-2.07810873237352
41	18	21.5407693589694	-3.54076935896943
42	23	20.4297068542582	2.57029314574179
43	20	21.5902097243874	-1.59020972438742
44	25	24.5126704055259	0.487329594474077
45	26	22.1281005941335	3.87189940586651
46	15	14.2777454964737	0.722254503526328
47	17	17.8408695943318	-0.840869594331801
48	23	15.1761056443478	7.82389435565218
49	21	21.9531783955958	-0.953178395595806
50	13	16.07338107943	-3.07338107942999
51	18	20.0787841450166	-2.07878414501662
52	19	19.129817418297	-0.129817418296961
53	22	21.7437910566179	0.256208943382066
54	16	17.8003662339929	-1.80036623399288
55	24	23.0659529248942	0.934047075105825
56	18	19.9335444745843	-1.93354447458428
57	20	21.4721458783674	-1.47214587836742
58	24	20.6991708610554	3.30082913894461
59	14	18.2764398988709	-4.27643989887088
60	22	19.9835595621309	2.01644043786911
61	24	17.8844803468882	6.11551965311175
62	18	18.4896085294096	-0.489608529409618
63	21	24.5112107023596	-3.51121070235962
64	23	21.8996410630557	1.1003589369443
65	17	18.5766474678678	-1.57664746786783
66	22	22.6919278666236	-0.6919278666236
67	24	24.8818269133779	-0.881826913377937
68	21	22.903337885027	-1.90333788502702
69	22	22.0404784567711	-0.0404784567711447
70	16	17.1844755526555	-1.18447555265548
71	21	25.0246365469888	-4.02463654698876
72	23	23.8160744585454	-0.816074458545414
73	22	19.3943343186131	2.60566568138686
74	24	22.759900939621	1.24009906037897
75	24	24.6588980861927	-0.658898086192664
76	16	17.6463573217215	-1.6463573217215
77	16	17.5808142855456	-1.58081428554559
78	21	22.9493694031927	-1.94936940319275
79	26	25.971885829891	0.0281141701089734
80	15	17.7010319567201	-2.70103195672013
81	25	23.5946902912146	1.40530970878536
82	18	18.1320262905925	-0.132026290592488
83	23	20.8266110380647	2.17338896193529
84	20	21.3886153628836	-1.38861536288357
85	17	20.8323119798544	-3.8323119798544
86	25	24.8954327371213	0.104567262878736
87	24	22.4617214692799	1.53827853072014
88	17	14.7052200600097	2.29477993999033
89	19	18.5466538864167	0.453346113583296
90	20	20.1160666439882	-0.116066643988206
91	15	16.7524583668699	-1.75245836686993
92	27	24.7064561891263	2.29354381087366
93	22	19.6941639526627	2.30583604733734
94	23	22.9396735420821	0.0603264579178607
95	16	20.7824966240621	-4.78249662406209
96	19	20.9999590828908	-1.99995908289076
97	25	20.5465892849287	4.45341071507134
98	19	19.7091676901021	-0.709167690102082
99	19	19.5211148168056	-0.521114816805629
100	26	25.2638883978385	0.736111602161482
101	21	18.9832882825955	2.01671171740452
102	20	19.9671217634003	0.0328782365996985
103	24	19.9599177285814	4.04008227141858
104	22	23.9845191112741	-1.98451911127411
105	20	21.2850515928568	-1.28505159285681
106	18	19.2032657349339	-1.20326573493388
107	18	17.1143604003729	0.885639599627104
108	24	21.3117880913589	2.6882119086411
109	24	21.3656769225346	2.63432307746542
110	22	23.4868970284339	-1.48689702843387
111	23	19.985607812023	3.01439218797701
112	22	20.0646305469361	1.93536945306392
113	20	18.4322810300257	1.56771896997425
114	18	19.7647365773506	-1.76473657735063
115	25	24.7317947739323	0.268205226067663
116	18	18.5277696802017	-0.527769680201702
117	16	17.6632457963024	-1.66324579630237
118	20	20.0886822125387	-0.0886822125386673
119	19	18.786380886251	0.213619113748971
120	15	15.6678039578347	-0.667803957834653
121	19	19.1283257466164	-0.128325746616389
122	19	22.0320607135677	-3.03206071356767
123	16	17.8756051312794	-1.87560513127939
124	17	18.1703758257769	-1.17037582577688
125	28	23.6532429203317	4.34675707966828
126	23	23.1474607609525	-0.14746076095248
127	25	23.9534887844821	1.04651121551791
128	20	19.0702624870104	0.929737512989613
129	17	20.3471143054079	-3.34711430540793
130	23	22.8513363370585	0.148663662941484
131	16	20.168930077185	-4.16893007718497
132	23	23.5314805893027	-0.531480589302683
133	11	16.448891482742	-5.44889148274199
134	18	20.3811283740685	-2.38112837406849
135	24	23.2387031517822	0.76129684821781
136	23	18.9167572361852	4.08324276381482
137	21	20.9513368883174	0.0486631116826158
138	16	19.5867545555391	-3.58675455553911
139	24	24.9100757047129	-0.910075704712876
140	23	21.8677605969048	1.13223940309522
141	18	16.062588759658	1.93741124034198
142	20	21.2285564848441	-1.22855648484407
143	9	18.7169690557603	-9.71696905576034
144	24	20.651091021589	3.34890897841101
145	25	24.885270602309	0.114729397691011
146	20	18.5662129733706	1.43378702662943
147	21	19.1631256190999	1.8368743809001
148	25	23.0722424848182	1.92775751518176
149	22	22.653684305209	-0.653684305209033
150	21	21.1961631574433	-0.196163157443323
151	21	20.3000804850727	0.699919514927293
152	22	20.148459971389	1.85154002861105
153	27	23.8827782889186	3.1172217110814
154	24	21.9114381596543	2.0885618403457
155	24	24.0547309661143	-0.054730966114277
156	21	20.1673093359252	0.832690664074833
157	18	20.948235822739	-2.948235822739
158	16	16.1820803403301	-0.182080340330055
159	22	19.6941639526627	2.30583604733734
160	20	20.3920611107817	-0.392061110781685
161	18	19.2531130592405	-1.25311305924047
162	20	21.1749367416815	-1.17493674168148

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
9	0.564374404951111	0.871251190097779	0.435625595048889
10	0.51958543180843	0.960829136383139	0.48041456819157
11	0.488496340097488	0.976992680194976	0.511503659902512
12	0.732458873965808	0.535082252068383	0.267541126034192
13	0.777099330910608	0.445801338178784	0.222900669089392
14	0.730278302429503	0.539443395140995	0.269721697570497
15	0.656210979365967	0.687578041268066	0.343789020634033
16	0.572042810781595	0.85591437843681	0.427957189218405
17	0.516365200951282	0.967269598097437	0.483634799048718
18	0.462338811871392	0.924677623742784	0.537661188128608
19	0.568062309049671	0.863875381900658	0.431937690950329
20	0.534962657885178	0.930074684229645	0.465037342114822
21	0.520982672313433	0.958034655373135	0.479017327686567
22	0.44459394643657	0.88918789287314	0.55540605356343
23	0.592548034894671	0.814903930210657	0.407451965105329
24	0.528326683492048	0.943346633015905	0.471673316507952
25	0.4881015616391	0.9762031232782	0.5118984383609
26	0.524021865776912	0.951956268446176	0.475978134223088
27	0.527107015182971	0.945785969634059	0.472892984817029
28	0.699705113740508	0.600589772518983	0.300294886259492
29	0.849596360361785	0.30080727927643	0.150403639638215
30	0.832101257527599	0.335797484944802	0.167898742472401
31	0.823650446398926	0.352699107202148	0.176349553601074
32	0.782125129652495	0.43574974069501	0.217874870347505
33	0.776594053318918	0.446811893362164	0.223405946681082
34	0.84345095465256	0.31309809069488	0.15654904534744
35	0.90156229830939	0.19687540338122	0.0984377016906102
36	0.87688734280826	0.246225314383479	0.12311265719174
37	0.858444673930042	0.283110652139916	0.141555326069958
38	0.827288852392427	0.345422295215145	0.172711147607573
39	0.790541157606176	0.418917684787648	0.209458842393824
40	0.782779164225577	0.434441671548846	0.217220835774423
41	0.827424395560373	0.345151208879254	0.172575604439627
42	0.822549824043729	0.354900351912542	0.177450175956271
43	0.809935068213728	0.380129863572545	0.190064931786272
44	0.772635911302989	0.454728177394021	0.227364088697011
45	0.805619180757937	0.388761638484125	0.194380819242063
46	0.771025157067554	0.457949685864893	0.228974842932446
47	0.73474592101788	0.530508157964239	0.26525407898212
48	0.925806083693685	0.148387832612631	0.0741939163063154
49	0.909145878449604	0.181708243100792	0.0908541215503959
50	0.932029119017953	0.135941761964094	0.0679708809820468
51	0.927995453892494	0.144009092215011	0.0720045461075056
52	0.910933313363085	0.178133373273829	0.0890666866369146
53	0.889622485937142	0.220755028125716	0.110377514062858
54	0.876205679771352	0.247588640457295	0.123794320228648
55	0.852132113701125	0.29573577259775	0.147867886298875
56	0.845608239446767	0.308783521106466	0.154391760553233
57	0.825966062848899	0.348067874302201	0.174033937151101
58	0.849114108766598	0.301771782466805	0.150885891233402
59	0.900600047256326	0.198799905487348	0.0993999527436738
60	0.890773103415245	0.218453793169511	0.109226896584755
61	0.962757676659503	0.074484646680995	0.0372423233404975
62	0.953369589835571	0.0932608203288576	0.0466304101644288
63	0.964404229613122	0.0711915407737552	0.0355957703868776
64	0.956651417358662	0.0866971652826756	0.0433485826413378
65	0.953744729477761	0.0925105410444772	0.0462552705222386
66	0.942429497064386	0.115141005871228	0.057570502935614
67	0.929743723734798	0.140512552530405	0.0702562762652025
68	0.923334861242187	0.153330277515627	0.0766651387578134
69	0.905074542022906	0.189850915954187	0.0949254579770935
70	0.889231582261105	0.22153683547779	0.110768417738895
71	0.923876192583025	0.15224761483395	0.0761238074169752
72	0.908896634967612	0.182206730064776	0.0911033650323881
73	0.909447730534448	0.181104538931105	0.0905522694655523
74	0.893997197336816	0.212005605326367	0.106002802663184
75	0.873013392929092	0.253973214141817	0.126986607070908
76	0.86125152818939	0.27749694362122	0.13874847181061
77	0.846623526238141	0.306752947523719	0.153376473761859
78	0.837093492245543	0.325813015508915	0.162906507754457
79	0.809054037050325	0.381891925899349	0.190945962949675
80	0.81322160163201	0.373556796735981	0.18677839836799
81	0.789668779783025	0.420662440433949	0.210331220216975
82	0.755958807050443	0.488082385899114	0.244041192949557
83	0.74852752074039	0.502944958519219	0.25147247925961
84	0.723815604767184	0.552368790465631	0.276184395232816
85	0.77120253049982	0.457594939000361	0.22879746950018
86	0.734710983676011	0.530578032647979	0.265289016323989
87	0.708607151504796	0.582785696990407	0.291392848495204
88	0.721471037484321	0.557057925031359	0.278528962515679
89	0.685982122912493	0.628035754175015	0.314017877087507
90	0.64592247358636	0.70815505282728	0.35407752641364
91	0.620045199837859	0.759909600324282	0.379954800162141
92	0.607183569870504	0.785632860258991	0.392816430129496
93	0.59798810393194	0.804023792136119	0.40201189606806
94	0.555547682749479	0.888904634501041	0.444452317250521
95	0.672084374525811	0.655831250948379	0.327915625474189
96	0.658100833624801	0.683798332750397	0.341899166375199
97	0.750699249472479	0.498601501055041	0.249300750527521
98	0.713964957399255	0.572070085201489	0.286035042600745
99	0.673994731243359	0.652010537513282	0.326005268756641
100	0.632311477862855	0.735377044274289	0.367688522137145
101	0.615251841534164	0.769496316931672	0.384748158465836
102	0.569167158646447	0.861665682707107	0.430832841353553
103	0.659252684253625	0.68149463149275	0.340747315746375
104	0.648421454372248	0.703157091255505	0.351578545627752
105	0.611873473677596	0.776253052644809	0.388126526322404
106	0.571290828617958	0.857418342764084	0.428709171382042
107	0.542062790079605	0.915874419840789	0.457937209920394
108	0.549856598217819	0.900286803564362	0.450143401782181
109	0.528992897533233	0.942014204933533	0.471007102466767
110	0.500824021211502	0.998351957576995	0.499175978788498
111	0.522886149612669	0.954227700774662	0.477113850387331
112	0.513789548865616	0.972420902268767	0.486210451134384
113	0.505890047729042	0.988219904541916	0.494109952270958
114	0.470654000709192	0.941308001418383	0.529345999290808
115	0.42149443406966	0.842988868139319	0.57850556593034
116	0.374008794383302	0.748017588766604	0.625991205616698
117	0.335337899460993	0.670675798921986	0.664662100539007
118	0.288808791970249	0.577617583940498	0.711191208029751
119	0.254456702252871	0.508913404505742	0.745543297747129
120	0.222524563522311	0.445049127044622	0.777475436477689
121	0.184722120126459	0.369444240252917	0.815277879873541
122	0.191691619096634	0.383383238193269	0.808308380903366
123	0.1640465605035	0.328093121007001	0.8359534394965
124	0.134789250316881	0.269578500633762	0.865210749683119
125	0.236224646002365	0.472449292004729	0.763775353997635
126	0.199850039878544	0.399700079757089	0.800149960121456
127	0.168122202582989	0.336244405165978	0.831877797417011
128	0.136361934166361	0.272723868332722	0.863638065833639
129	0.144125374838542	0.288250749677084	0.855874625161458
130	0.11476094532525	0.229521890650501	0.88523905467475
131	0.156548704127927	0.313097408255853	0.843451295872073
132	0.128133577153039	0.256267154306078	0.871866422846961
133	0.2995829155831	0.599165831166199	0.7004170844169
134	0.309755406121554	0.619510812243107	0.690244593878446
135	0.292210793415954	0.584421586831908	0.707789206584046
136	0.263485870340847	0.526971740681694	0.736514129659153
137	0.215664644125355	0.43132928825071	0.784335355874645
138	0.250983531714129	0.501967063428257	0.749016468285871
139	0.203768994320943	0.407537988641887	0.796231005679057
140	0.165617613623555	0.331235227247109	0.834382386376445
141	0.127509366345109	0.255018732690218	0.872490633654891
142	0.111304689775674	0.222609379551348	0.888695310224326
143	0.932485273453399	0.135029453093202	0.067514726546601
144	0.994183831821338	0.0116323363573248	0.00581616817866241
145	0.988121162808644	0.023757674382712	0.011878837191356
146	0.977172028493537	0.0456559430129256	0.0228279715064628
147	0.966695205954268	0.0666095880914646	0.0333047940457323
148	0.963742221450193	0.0725155570996151	0.0362577785498075
149	0.933747944888845	0.13250411022231	0.0662520551111548
150	0.88167673382697	0.236646532346061	0.11832326617303
151	0.793589757463953	0.412820485072094	0.206410242536047
152	0.676527455580563	0.646945088838874	0.323472544419437
153	0.690247700522271	0.619504598955458	0.309752299477729

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	3	0.0206896551724138	OK
10% type I error level	10	0.0689655172413793	OK