Multiple Linear Regression - Estimated Regression Equation

I1[t] = + 7.0804053213037 + 0.360075596086737I2[t] + 0.251162767910132I3[t] + 0.263436058749965E1[t] -0.11565136288369E2[t] + 0.0385124093880845E3[t] -0.212607823261176A[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)	7.0804053213037	1.982466	3.5715	0.000473	0.000237
I2	0.360075596086737	0.062912	5.7234	0	0
I3	0.251162767910132	0.050271	4.9962	2e-06	1e-06
E1	0.263436058749965	0.074819	3.521	0.000565	0.000282
E2	-0.11565136288369	0.05879	-1.9672	0.050947	0.025474
E3	0.0385124093880845	0.061171	0.6296	0.529895	0.264947
A	-0.212607823261176	0.083998	-2.5311	0.012367	0.006184

Multiple Linear Regression - Regression Statistics
Multiple R	0.741676532801773
R-squared	0.55008407930886
Adjusted R-squared	0.532667979153074
F-TEST (value)	31.5848022455307
F-TEST (DF numerator)	6
F-TEST (DF denominator)	155
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	2.5000316295822
Sum Squared Residuals	968.774513081274

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	26	24.0447212703457	1.95527872965433
2	20	20.8852655130369	-0.885265513036895
3	19	21.6512414781215	-2.65124147812153
4	19	18.2724970633786	0.727502936621395
5	20	18.0837903935225	1.91620960647746
6	25	24.0056137605901	0.994386239409939
7	25	19.4205293995089	5.57947060049108
8	22	20.0623970370273	1.93760296297265
9	26	22.3122606557702	3.68773934422982
10	22	20.3705525516574	1.62944744834264
11	17	20.0540544243935	-3.05405442439352
12	22	22.8831374035301	-0.883137403530069
13	19	20.7681630405437	-1.76816304054369
14	24	22.4691305718673	1.53086942813274
15	26	26.6817558076255	-0.681755807625479
16	21	18.8568934158135	2.14310658418646
17	13	16.2275265975684	-3.22752659756843
18	26	27.1699974846948	-1.1699974846948
19	20	22.5716833852347	-2.57168338523468
20	22	18.7166973601202	3.28330263987977
21	14	17.9826346908936	-3.98263469089363
22	21	20.390557253726	0.609442746273996
23	7	13.9956913079309	-6.99569130793089
24	23	21.5907338497688	1.40926615023117
25	17	19.0504062318761	-2.0504062318761
26	25	22.9641257622868	2.03587423771324
27	25	22.9641257622868	2.03587423771324
28	19	16.1098135579984	2.89018644200164
29	20	16.4555901156683	3.54440988433168
30	23	21.3100965333831	1.68990346661695
31	22	24.0435213880944	-2.04352138809441
32	22	21.7802887362207	0.219711263779268
33	21	17.8242693210978	3.17573067890221
34	15	17.6736131644202	-2.67361316442023
35	20	15.9577095735429	4.04229042645708
36	22	21.5852571074132	0.414742892586834
37	18	16.5551132986941	1.44488670130591
38	20	20.7686517988379	-0.768651798837936
39	28	27.5178036862648	0.482196313735208
40	22	24.0359346367915	-2.03593463679149
41	18	21.6615223631953	-3.66152236319534
42	23	20.574787003877	2.42521299612303
43	20	21.5987823026213	-1.59878230262134
44	25	24.4871575493431	0.512842450656877
45	26	22.0810315369144	3.9189684630856
46	15	14.3713466817638	0.628653318236171
47	17	17.7382509854984	-0.738250985498415
48	23	15.318307273749	7.68169272625105
49	21	21.9140746438578	-0.91407464385781
50	13	16.2910568649259	-3.29105686492587
51	18	20.0674949502068	-2.06749495020681
52	19	19.1484313856421	-0.148431385642125
53	22	21.8947959099342	0.105204090065767
54	16	17.2961649033054	-1.29616490330543
55	24	23.1314241998144	0.86857580018561
56	18	19.9061810749254	-1.90618107492541
57	20	21.405887854124	-1.40588785412399
58	24	20.7539670545263	3.24603294547365
59	14	18.3613836046921	-4.36138360469206
60	22	20.3039563728947	1.69604362710527
61	24	18.0999956447892	5.90000435521082
62	18	18.5501733376168	-0.550173337616829
63	21	24.5253820998882	-3.52538209988819
64	23	21.6629468439215	1.33705315607851
65	17	18.4575382533232	-1.45753825332323
66	22	22.7091174854386	-0.709117485438628
67	24	24.9456096437661	-0.945609643766136
68	21	22.9434306613684	-1.94343066136836
69	22	22.1019831117821	-0.101983111782097
70	16	17.1338862413944	-1.13388624139443
71	21	25.180910945535	-4.180910945535
72	23	23.9467638197151	-0.946763819715118
73	22	19.437188754339	2.56281124566102
74	24	22.5902385731576	1.40976142684242
75	24	24.7650500829658	-0.765050082965804
76	16	17.5477734663876	-1.54777346638765
77	16	17.5156401334051	-1.51564013340506
78	21	22.9941486584608	-1.9941486584608
79	26	26.0576412597751	-0.0576412597750914
80	15	17.3149504668665	-2.31495046686651
81	25	23.2628184566803	1.7371815433197
82	18	18.0930371490346	-0.0930371490345518
83	23	20.9104301530035	2.08956984699652
84	20	21.3342836567611	-1.33428365676114
85	17	20.7951942547454	-3.79519425474542
86	25	24.9715222645336	0.0284777354664192
87	24	22.5823250108309	1.41767498916913
88	17	14.7271242608129	2.27287573918707
89	19	18.7467670089634	0.25323299103661
90	20	20.3110474931495	-0.311047493149466
91	15	16.468565268968	-1.46856526896805
92	27	24.6163575810995	2.38364241890045
93	22	19.6042770309183	2.39572296908172
94	23	22.8284982150878	0.171501784912157
95	16	20.7933450478965	-4.79334504789653
96	19	21.063160183052	-2.06316018305199
97	25	20.5122016058302	4.48779839416976
98	19	19.6630031555576	-0.663003155557564
99	19	19.4442481084099	-0.444248108409861
100	26	25.3299148984918	0.670085101508174
101	21	18.9421678961717	2.05783210382825
102	20	19.8980611411973	0.101938858802681
103	24	20.049534129577	3.95046587042299
104	22	24.0183719134011	-2.01837191340106
105	20	21.1751880213703	-1.1751880213703
106	18	19.1734956751954	-1.17349567519543
107	18	16.9678202187775	1.03217978122247
108	24	21.2143863868408	2.78561361315923
109	24	21.4622024067085	2.53779759329146
110	22	23.5420401725469	-1.5420401725469
111	23	19.9755823923309	3.02441760766908
112	22	20.0474725596667	1.95252744033325
113	20	18.3199722657588	1.68002773424123
114	18	19.7846780328683	-1.78467803286825
115	25	24.7382796708624	0.261720329137566
116	18	18.6136555937986	-0.613655593798562
117	16	17.8167188001528	-1.81671880015277
118	20	20.0986272929363	-0.0986272929363412
119	19	18.7928606098204	0.207139390179626
120	15	15.9120371464277	-0.912037146427693
121	19	19.1224626439323	-0.122462643932327
122	19	22.1264696761963	-3.12646967619633
123	16	17.7635355453776	-1.76353554537756
124	17	18.0814343397256	-1.08143433972558
125	28	23.6733373488367	4.32666265116335
126	23	23.2190684114996	-0.219068411499596
127	25	23.936660555088	1.06333944491203
128	20	19.0560937616661	0.943906238333926
129	17	20.3588821538312	-3.35888215383121
130	23	22.8800161083221	0.11998389167789
131	16	20.2738104617943	-4.27381046179428
132	23	23.5301398110718	-0.530139811071825
133	11	16.3667701899296	-5.36677018992955
134	18	20.3828258424972	-2.3828258424972
135	24	23.3372644241708	0.662735575829212
136	23	18.9860179517883	4.01398204821169
137	21	20.8693362291418	0.130663770858154
138	16	19.6806254683521	-3.68062546835214
139	24	24.989082980471	-0.98908298047098
140	23	21.8506310266139	1.14936897338614
141	18	16.136501101693	1.86349889830698
142	20	21.2125081157942	-1.21250811579419
143	9	18.7740959967257	-9.77409599672566
144	24	20.6040214073143	3.39597859268565
145	25	24.9879313118976	0.0120686881023926
146	20	18.5952080223275	1.40479197767246
147	21	19.2819658634188	1.71803413658124
148	25	23.0381032740567	1.96189672594329
149	22	22.6613422353731	-0.661342235373065
150	21	20.988141241105	0.0118587588949786
151	21	20.4722957873667	0.527704212633267
152	22	20.3043399115101	1.69566008848987
153	27	23.6783846288959	3.32161537110405
154	24	21.8931749725242	2.10682502747578
155	24	24.0035578690968	-0.00355786909680728
156	21	20.1661343727128	0.83386562728721
157	18	20.7830660516928	-2.78306605169277
158	16	16.3040025261666	-0.30400252616661
159	22	19.6042770309183	2.39572296908172
160	20	20.3583643313393	-0.358364331339271
161	18	19.1240009461349	-1.12400094613493
162	20	21.0926245501383	-1.09262455013829

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
10	0.362087392006609	0.724174784013218	0.637912607993391
11	0.611791616701473	0.776416766597054	0.388208383298527
12	0.801000999922439	0.397998000155121	0.198999000077561
13	0.835454883439398	0.329090233121203	0.164545116560602
14	0.799206429109239	0.401587141781521	0.200793570890761
15	0.729293802660625	0.541412394678751	0.270706197339375
16	0.647639791445976	0.704720417108047	0.352360208554024
17	0.572660466831088	0.854679066337823	0.427339533168912
18	0.487453593009981	0.974907186019962	0.512546406990019
19	0.586061539349455	0.827876921301091	0.413938460650545
20	0.579205231367034	0.841589537265932	0.420794768632966
21	0.588430525004042	0.823138949991916	0.411569474995958
22	0.510401376345507	0.979197247308987	0.489598623654493
23	0.649249742994044	0.701500514011911	0.350750257005956
24	0.585315527182824	0.829368945634351	0.414684472817176
25	0.54214459437632	0.91571081124736	0.45785540562368
26	0.527825389115885	0.94434922176823	0.472174610884115
27	0.484484638370553	0.968969276741107	0.515515361629447
28	0.732710688464707	0.534578623070587	0.267289311535294
29	0.875419477399363	0.249161045201275	0.124580522600637
30	0.859794181748209	0.280411636503582	0.140205818251791
31	0.851318022007471	0.297363955985057	0.148681977992529
32	0.813314195142867	0.373371609714265	0.186685804857133
33	0.812060915310799	0.375878169378401	0.187939084689201
34	0.871079210203498	0.257841579593003	0.128920789796502
35	0.919575063968548	0.160849872062904	0.080424936031452
36	0.898072611416593	0.203854777166814	0.101927388583407
37	0.879914921037389	0.240170157925223	0.120085078962611
38	0.851433578779499	0.297132842441001	0.148566421220501
39	0.817342082000461	0.365315835999079	0.182657917999539
40	0.80849603391148	0.383007932177041	0.191503966088521
41	0.853431196436933	0.293137607126134	0.146568803563067
42	0.8462007185447	0.3075985629106	0.1537992814553
43	0.834485916936331	0.331028166127338	0.165514083063669
44	0.799877819098168	0.400244361803664	0.200122180901832
45	0.830909209375008	0.338181581249983	0.169090790624992
46	0.798155797981882	0.403688404036235	0.201844202018118
47	0.763574421143518	0.472851157712964	0.236425578856482
48	0.932235924970955	0.135528150058089	0.0677640750290447
49	0.916329018200732	0.167341963598535	0.0836709817992677
50	0.940536334812506	0.118927330374988	0.0594636651874938
51	0.936577147608653	0.126845704782695	0.0634228523913475
52	0.920972477480867	0.158055045038265	0.0790275225191327
53	0.901068619859359	0.197862760281282	0.098931380140641
54	0.884566528057084	0.230866943885832	0.115433471942916
55	0.861029541866191	0.277940916267618	0.138970458133809
56	0.853895795469002	0.292208409061996	0.146104204530998
57	0.833909518073598	0.332180963852804	0.166090481926402
58	0.854484406076412	0.291031187847175	0.145515593923588
59	0.905499140445858	0.189001719108284	0.0945008595541419
60	0.892717646984679	0.214564706030642	0.107282353015321
61	0.962052197222047	0.0758956055559062	0.0379478027779531
62	0.952553328754081	0.0948933424918371	0.0474466712459186
63	0.96350399729864	0.0729920054027208	0.0364960027013604
64	0.955885518743398	0.0882289625132035	0.0441144812566018
65	0.952589994752446	0.094820010495109	0.0474100052475545
66	0.940968107978818	0.118063784042364	0.0590318920211819
67	0.928298142798053	0.143403714403893	0.0717018572019467
68	0.921877784323941	0.156244431352118	0.0781222156760588
69	0.903275001094611	0.193449997810778	0.0967249989053889
70	0.886749659249785	0.226500681500431	0.113250340750215
71	0.922959068036933	0.154081863926134	0.0770409319630671
72	0.907791635029078	0.184416729941845	0.0922083649709225
73	0.907991471043936	0.184017057912128	0.092008528956064
74	0.892565916451313	0.214868167097375	0.107434083548687
75	0.871460705460963	0.257078589078074	0.128539294539037
76	0.858223795558155	0.283552408883689	0.141776204441845
77	0.842266223958684	0.315467552082633	0.157733776041316
78	0.832670418042963	0.334659163914073	0.167329581957037
79	0.803725334933575	0.392549330132851	0.196274665066425
80	0.800861332734152	0.398277334531695	0.199138667265848
81	0.779594155279472	0.440811689441055	0.220405844720528
82	0.74489186399243	0.510216272015141	0.25510813600757
83	0.73686571361367	0.52626857277266	0.26313428638633
84	0.711192658653423	0.577614682693154	0.288807341346577
85	0.759454448687755	0.481091102624489	0.240545551312245
86	0.722115344188218	0.555769311623564	0.277884655811782
87	0.694298398930707	0.611403202138587	0.305701601069294
88	0.704748254587204	0.590503490825592	0.295251745412796
89	0.665251628800037	0.669496742399927	0.334748371199963
90	0.62692829434813	0.746143411303739	0.37307170565187
91	0.593496148897282	0.813007702205436	0.406503851102718
92	0.581880577849742	0.836238844300515	0.418119422150258
93	0.572745432170167	0.854509135659666	0.427254567829833
94	0.531054415996335	0.93789116800733	0.468945584003665
95	0.650404558263413	0.699190883473174	0.349595441736587
96	0.63615893493948	0.727682130121041	0.36384106506052
97	0.731427622158786	0.537144755682428	0.268572377841214
98	0.692938468470904	0.614123063058191	0.307061531529095
99	0.651575973423996	0.696848053152009	0.348424026576004
100	0.608557084186479	0.782885831627042	0.391442915813521
101	0.590672689434573	0.818654621130854	0.409327310565427
102	0.54333120452865	0.913337590942701	0.45666879547135
103	0.636514772300807	0.726970455398386	0.363485227699193
104	0.62382518017839	0.752349639643219	0.37617481982161
105	0.586810281381669	0.826379437236662	0.413189718618331
106	0.545225367601752	0.909549264796496	0.454774632398248
107	0.511689790105456	0.976620419789087	0.488310209894543
108	0.519081343759698	0.961837312480603	0.480918656240302
109	0.496660061616484	0.993320123232967	0.503339938383516
110	0.467820154546197	0.935640309092394	0.532179845453803
111	0.488401550412428	0.976803100824855	0.511598449587572
112	0.478404056498605	0.95680811299721	0.521595943501395
113	0.472215703357351	0.944431406714702	0.527784296642649
114	0.437063428478553	0.874126856957107	0.562936571521447
115	0.388352127192779	0.776704254385557	0.611647872807221
116	0.34254787126469	0.685095742529379	0.65745212873531
117	0.306838684290197	0.613677368580393	0.693161315709803
118	0.261849813601496	0.523699627202992	0.738150186398504
119	0.229647028892795	0.459294057785591	0.770352971107205
120	0.198764470962601	0.397528941925201	0.801235529037399
121	0.163229882708613	0.326459765417227	0.836770117291387
122	0.171259070923429	0.342518141846858	0.828740929076571
123	0.144061456555966	0.288122913111931	0.855938543444035
124	0.116652052235689	0.233304104471378	0.883347947764311
125	0.212528375192373	0.425056750384746	0.787471624807627
126	0.179885420894442	0.359770841788884	0.820114579105558
127	0.149666825127263	0.299333650254525	0.850333174872738
128	0.120022793123884	0.240045586247769	0.879977206876116
129	0.127195021865819	0.254390043731638	0.872804978134181
130	0.0998569652210142	0.199713930442028	0.900143034778986
131	0.1469869747349	0.2939739494698	0.8530130252651
132	0.120190882881513	0.240381765763027	0.879809117118487
133	0.260079229022981	0.520158458045962	0.739920770977019
134	0.268384727731233	0.536769455462467	0.731615272268767
135	0.248937149684024	0.497874299368047	0.751062850315977
136	0.220749102157495	0.44149820431499	0.779250897842505
137	0.176667528594533	0.353335057189065	0.823332471405468
138	0.208134076121281	0.416268152242562	0.791865923878719
139	0.167454985664903	0.334909971329806	0.832545014335097
140	0.132349566090546	0.264699132181093	0.867650433909454
141	0.0990607557395245	0.198121511479049	0.900939244260476
142	0.0848362026974878	0.169672405394976	0.915163797302512
143	0.907093173739161	0.185813652521678	0.0929068262608389
144	0.98864768288509	0.0227046342298195	0.0113523171149097
145	0.977594849103765	0.0448103017924689	0.0224051508962345
146	0.958413736063547	0.0831725278729066	0.0415862639364533
147	0.939987958953871	0.120024082092259	0.0600120410461293
148	0.931927540808702	0.136144918382597	0.0680724591912985
149	0.881078431077143	0.237843137845714	0.118921568922857
150	0.805627124935682	0.388745750128636	0.194372875064318
151	0.682882111342602	0.634235777314795	0.317117888657398
152	0.515834770026721	0.968330459946559	0.484165229973279

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	2	0.013986013986014	OK
10% type I error level	8	0.0559440559440559	OK