Multiple Linear Regression - Estimated Regression Equation

I1[t] = + 11.5560841313819 -0.497696002799604month[t] + 0.365101287131251I2[t] + 0.253315811143267I3[t] + 0.257113786806836E1[t] -0.118527824591692E2[t] + 0.0444575023596896E3[t] -0.212687332769597A[t] + 0.00551734322717097t + 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)	11.5560841313819	6.618093	1.7461	0.082795	0.041397
month	-0.497696002799604	0.739787	-0.6728	0.502117	0.251059
I2	0.365101287131251	0.063579	5.7425	0	0
I3	0.253315811143267	0.050846	4.982	2e-06	1e-06
E1	0.257113786806836	0.075436	3.4084	0.000835	0.000418
E2	-0.118527824591692	0.059202	-2.0021	0.047043	0.023522
E3	0.0444575023596896	0.062072	0.7162	0.474945	0.237472
A	-0.212687332769597	0.084646	-2.5127	0.013018	0.006509
t	0.00551734322717097	0.012972	0.4253	0.671192	0.335596

Multiple Linear Regression - Regression Statistics
Multiple R	0.743360103298425
R-squared	0.552584243175845
Adjusted R-squared	0.529189955237328
F-TEST (value)	23.6204771279247
F-TEST (DF numerator)	8
F-TEST (DF denominator)	153
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	2.50931737432343
Sum Squared Residuals	963.391073817462

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	26	24.1395138148705	1.86048618512951
2	20	20.9233711353096	-0.923371135309556
3	19	21.7260097096157	-2.72600970961572
4	19	18.3424868771405	0.657513122859483
5	20	18.1382096915735	1.86179030842651
6	25	24.0708630573413	0.929136942658667
7	25	19.4543572211237	5.54564277887626
8	22	20.0906020082476	1.90939799175243
9	26	22.4387402140573	3.56125978594269
10	22	20.4719249656642	1.5280750343358
11	17	20.1647319498158	-3.1647319498158
12	22	23.0148619707581	-1.01486197075807
13	19	20.8512820771864	-1.85128207718638
14	24	22.594225828774	1.40577417122601
15	26	26.8460878711547	-0.846087871154704
16	21	18.9779203961072	2.02207960389279
17	13	16.3284470157266	-3.32844701572656
18	26	27.3688785545613	-1.36887855456135
19	20	22.7434533086229	-2.74345330862286
20	22	18.8448644719816	3.15513552801838
21	14	18.1269474631139	-4.12694746311394
22	21	20.5697832057217	0.430216794278327
23	7	14.1148647132544	-7.1148647132544
24	23	21.7444062206869	1.25559377931312
25	17	19.2083800205107	-2.20838002051066
26	25	23.1296757189914	1.87032428100862
27	25	23.1351930622185	1.86480693778145
28	19	16.3274527284803	2.67254727151971
29	20	16.71263004553	3.28736995447001
30	23	21.5064511618736	1.49354883812637
31	22	24.273723490158	-2.27372349015798
32	22	22.0040593329911	-0.00405933299105414
33	21	18.0235922330048	2.97640776699525
34	15	17.9073539033564	-2.90735390335643
35	20	16.175247563388	3.82475243661199
36	22	21.820464920028	0.179535079971958
37	18	16.7798701459265	1.22012985407346
38	20	21.0125925116908	-1.01259251169079
39	28	27.8244221738158	0.175577826184152
40	22	24.3109173929062	-2.3109173929062
41	18	21.9471081760189	-3.94710817601891
42	23	20.8734108861896	2.12658911381041
43	20	21.8996390377716	-1.89963903777158
44	25	24.8051909022247	0.194809097775326
45	26	22.3966708836824	3.60332911631761
46	15	14.664433266305	0.335566733694969
47	17	18.0126182793631	-1.01261827936314
48	23	15.6274255666658	7.37257443333422
49	21	22.2283891135347	-1.22838911353466
50	13	16.6254954158953	-3.62549541589527
51	18	20.4042014898089	-2.40420148980889
52	19	19.4707860685076	-0.470786068507584
53	22	22.2518126511531	-0.251812651153068
54	16	17.5350265059378	-1.53502650593781
55	24	23.0129867414007	0.98701325859934
56	18	19.7608690571955	-1.7608690571955
57	20	21.2599910888394	-1.25999108883945
58	24	20.6236958546671	3.37630414533289
59	14	18.2374622618237	-4.23746226182372
60	22	20.290665434791	1.70933456520903
61	24	18.0284136206915	5.97158637930855
62	18	18.4487731511957	-0.448773151195726
63	21	24.4634232807322	-3.46342328073218
64	23	21.5387045346319	1.46129546536809
65	17	18.3705409129728	-1.37054091297282
66	22	22.6142331133307	-0.614233113330655
67	24	24.9077156113732	-0.907715611373193
68	21	22.8902290633938	-1.89022906339384
69	22	22.0431811632106	-0.0431811632105598
70	16	17.0205548699761	-1.02055486997611
71	21	25.1573022994668	-4.15730229946679
72	23	23.9307196418191	-0.930719641819119
73	22	19.3994010289219	2.60059897107805
74	24	22.5352208228168	1.46477917718319
75	24	24.7668832100165	-0.766883210016453
76	16	17.5056565405801	-1.50565654058009
77	16	17.4911157461838	-1.49111574618381
78	21	22.9830497322064	-1.98304973220639
79	26	26.0707545896182	-0.0707545896181977
80	15	17.2283887374184	-2.22838873741835
81	25	23.2119116020724	1.7880883979276
82	18	18.0732626159408	-0.0732626159407618
83	23	20.9445866090207	2.05541339097927
84	20	21.3319446608009	-1.33194466080092
85	17	20.8189650412942	-3.81896504129415
86	25	25.042051141019	-0.0420511410189786
87	24	22.6284739008912	1.37152609910881
88	17	14.7473875261627	2.25261247383726
89	19	18.7973884301951	0.202611569804868
90	20	20.4006191741632	-0.400619174163186
91	15	16.4986162348839	-1.49861623488389
92	27	24.693324237627	2.30667576237297
93	22	19.6306089223328	2.36939107766716
94	23	22.8798381304435	0.120161869556466
95	16	20.8597486046703	-4.85974860467028
96	19	21.1467790994405	-2.14677909944052
97	25	20.5946136085777	4.40538639142234
98	19	19.751881707755	-0.751881707754952
99	19	19.5141424093018	-0.514142409301816
100	26	25.4763131684747	0.523686831525268
101	21	19.0157331398245	1.98426686017553
102	20	20.0116583506254	-0.0116583506253738
103	24	20.1896035385884	3.81039646141164
104	22	24.162665420277	-2.16266542027696
105	20	21.296300085898	-1.29630008589803
106	18	19.3160922473178	-1.31609224731779
107	18	17.0726153822787	0.927384617721281
108	24	21.3508061201733	2.64919387982671
109	24	21.108754317788	2.89124568221204
110	22	23.2349137148951	-1.23491371489512
111	23	19.5962833532002	3.40371664679983
112	22	19.7011755550838	2.29882444491625
113	20	17.9858737419847	2.01412625801526
114	18	19.4814235020668	-1.48142350206677
115	25	24.4296735797685	0.570326420231549
116	18	18.3156422616838	-0.315642261683841
117	16	17.5190470792768	-1.51904707927681
118	20	19.7898595868506	0.210140413149402
119	19	18.5119061446169	0.4880938553831
120	15	15.6512840662819	-0.651284066281912
121	19	18.848335627416	0.151664372584023
122	19	21.8888750929243	-2.88887509292427
123	16	17.4430809305523	-1.44308093055227
124	17	17.8439169425446	-0.843916942544588
125	28	23.414869513885	4.58513048611505
126	23	22.9844663887419	0.0155336112580874
127	25	23.7116175176157	1.28838248238435
128	20	18.7812801878803	1.2187198121197
129	17	20.1378309997725	-3.13783099977252
130	23	22.6785880031408	0.321411996859236
131	16	20.0833478043604	-4.0833478043604
132	23	23.3381978846261	-0.338197884626104
133	11	16.1171551560373	-5.11715515603727
134	18	20.1644814958978	-2.16448149589775
135	24	23.169809815456	0.83019018454404
136	23	18.7982459995514	4.2017540004486
137	21	20.6576932046433	0.342306795356695
138	16	19.5015933777544	-3.50159337775435
139	24	24.8330626444964	-0.83306264449635
140	23	21.6862416385853	1.31375836141472
141	18	15.9492410701592	2.05075892984082
142	20	21.0334965527172	-1.03349655271724
143	9	18.6019682030411	-9.60196820304113
144	24	20.4534744784384	3.54652552156164
145	25	24.8776324688426	0.122367531157399
146	20	18.4613595295717	1.5386404704283
147	21	19.1527063358093	1.8472936641907
148	25	22.9188434118838	2.08115658811617
149	22	22.5541267347884	-0.55412673478844
150	21	20.853820788611	0.146179211389038
151	21	20.3881941571143	0.611805842885747
152	22	20.2020679472137	1.79793205278631
153	27	23.5567887454626	3.44321125453739
154	24	21.7695930776278	2.23040692237222
155	24	23.9037725333379	0.0962274666620831
156	21	20.0903720960964	0.909627903903578
157	18	20.6636869370691	-2.66368693706914
158	16	16.2411928229045	-0.241192822904468
159	22	19.4970575725265	2.50294242747348
160	20	20.292678420505	-0.292678420505025
161	18	19.0617214619872	-1.06172146198716
162	20	21.0487459152517	-1.04874591525171

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
12	0.933847760479211	0.132304479041578	0.066152239520789
13	0.92191565251155	0.156168694976899	0.0780843474884495
14	0.866671029641433	0.266657940717135	0.133328970358567
15	0.795830122526878	0.408339754946245	0.204169877473122
16	0.768425250454816	0.463149499090369	0.231574749545184
17	0.689898543449899	0.620202913100202	0.310101456550101
18	0.599395357321046	0.801209285357908	0.400604642678954
19	0.621270232528421	0.757459534943158	0.378729767471579
20	0.664095834297203	0.671808331405594	0.335904165702797
21	0.598470989547408	0.803058020905183	0.401529010452592
22	0.531571313635339	0.936857372729321	0.468428686364661
23	0.584107473854247	0.831785052291506	0.415892526145753
24	0.561022815886842	0.877954368226315	0.438977184113158
25	0.495381749397361	0.990763498794721	0.504618250602639
26	0.587049794851323	0.825900410297353	0.412950205148677
27	0.563479910971841	0.873040178056319	0.436520089028159
28	0.810894196965442	0.378211606069116	0.189105803034558
29	0.914701904541354	0.170596190917292	0.0852980954586458
30	0.896983867239886	0.206032265520228	0.103016132760114
31	0.895697367487303	0.208605265025394	0.104302632512697
32	0.864205480668222	0.271589038663556	0.135794519331778
33	0.86493222017174	0.27013555965652	0.13506777982826
34	0.904053647437143	0.191892705125714	0.0959463525628568
35	0.944532022355149	0.110935955289703	0.0554679776448514
36	0.927228135115723	0.145543729768554	0.0727718648842771
37	0.912975289513146	0.174049420973707	0.0870247104868537
38	0.889243699186567	0.221512601626865	0.110756300813433
39	0.86013793420916	0.279724131581679	0.13986206579084
40	0.848938284432152	0.302123431135697	0.151061715567848
41	0.87723323964317	0.24553352071366	0.12276676035683
42	0.875293598972991	0.249412802054018	0.124706401027009
43	0.861190257057793	0.277619485884414	0.138809742942207
44	0.830251517566276	0.339496964867448	0.169748482433724
45	0.859923106783972	0.280153786432056	0.140076893216028
46	0.82908987557518	0.34182024884964	0.17091012442482
47	0.795174553385703	0.409650893228593	0.204825446614297
48	0.946007344329041	0.107985311341917	0.0539926556709586
49	0.93127463868377	0.13745072263246	0.06872536131623
50	0.948716496785271	0.102567006429458	0.0512835032147289
51	0.942340309393723	0.115319381212554	0.0576596906062771
52	0.929884025809787	0.140231948380425	0.0701159741902127
53	0.911444792560746	0.177110414878508	0.0885552074392538
54	0.893907846710313	0.212184306579374	0.106092153289687
55	0.871238802531445	0.257522394937109	0.128761197468554
56	0.859408917037163	0.281182165925673	0.140591082962837
57	0.832966539652921	0.334066920694158	0.167033460347079
58	0.865708930292529	0.268582139414943	0.134291069707471
59	0.906221590456274	0.187556819087452	0.093778409543726
60	0.89539019444842	0.20921961110316	0.10460980555158
61	0.967080027827614	0.0658399443447723	0.0329199721723861
62	0.958482443354728	0.0830351132905435	0.0415175566452718
63	0.964511239522188	0.0709775209556248	0.0354887604778124
64	0.959205270277643	0.0815894594447146	0.0407947297223573
65	0.953284169782787	0.0934316604344257	0.0467158302172128
66	0.940942216482417	0.118115567035166	0.0590577835175829
67	0.925906783403442	0.148186433193117	0.0740932165965583
68	0.914243862352086	0.171512275295828	0.085756137647914
69	0.894893547860921	0.210212904278159	0.105106452139079
70	0.873677185981826	0.252645628036348	0.126322814018174
71	0.90263499850845	0.194730002983101	0.0973650014915504
72	0.88413467732843	0.23173064534314	0.11586532267157
73	0.892698329741236	0.214603340517529	0.107301670258764
74	0.88130152166515	0.237396956669701	0.11869847833485
75	0.85703851035193	0.28592297929614	0.14296148964807
76	0.836241831740153	0.327516336519693	0.163758168259847
77	0.812358552777093	0.375282894445814	0.187641447222907
78	0.795766272513746	0.408467454972508	0.204233727486254
79	0.767453375207655	0.465093249584689	0.232546624792345
80	0.753940652702964	0.492118694594073	0.246059347297036
81	0.741066760123547	0.517866479752907	0.258933239876453
82	0.708396296463813	0.583207407072375	0.291603703536187
83	0.703759019910282	0.592481960179435	0.296240980089718
84	0.675032765162155	0.64993446967569	0.324967234837845
85	0.719843805477241	0.560312389045518	0.280156194522759
86	0.6792397438141	0.6415205123718	0.3207602561859
87	0.656105910757756	0.687788178484487	0.343894089242244
88	0.665665655667808	0.668668688664384	0.334334344332192
89	0.632092493146437	0.735815013707125	0.367907506853563
90	0.587470009012435	0.82505998197513	0.412529990987565
91	0.548465036447428	0.903069927105144	0.451534963552572
92	0.542473355813958	0.915053288372084	0.457526644186042
93	0.539220039175099	0.921559921649802	0.460779960824901
94	0.500667373855203	0.998665252289594	0.499332626144797
95	0.626591219595318	0.746817560809364	0.373408780404682
96	0.623427804351013	0.753144391297974	0.376572195648987
97	0.70916701543237	0.58166596913526	0.29083298456763
98	0.671917854409713	0.656164291180574	0.328082145590287
99	0.635447190768609	0.729105618462782	0.364552809231391
100	0.591254276115636	0.817491447768728	0.408745723884364
101	0.566218875764364	0.867562248471272	0.433781124235636
102	0.518423421926437	0.963153156147126	0.481576578073563
103	0.593196771160931	0.813606457678137	0.406803228839069
104	0.589017183204471	0.821965633591059	0.410982816795529
105	0.566797141795034	0.866405716409932	0.433202858204966
106	0.543462202179786	0.913075595640428	0.456537797820214
107	0.497209056647788	0.994418113295576	0.502790943352212
108	0.468529912196069	0.937059824392138	0.531470087803931
109	0.456691776416003	0.913383552832007	0.543308223583997
110	0.422274889065463	0.844549778130926	0.577725110934537
111	0.452160891412181	0.904321782824362	0.547839108587819
112	0.451661895009975	0.903323790019949	0.548338104990025
113	0.465986104630953	0.931972209261907	0.534013895369047
114	0.424699652862635	0.84939930572527	0.575300347137365
115	0.373942249472134	0.747884498944267	0.626057750527866
116	0.32528638611426	0.65057277222852	0.67471361388574
117	0.291045113658835	0.582090227317671	0.708954886341165
118	0.249045466362847	0.498090932725695	0.750954533637153
119	0.22338972631743	0.446779452634861	0.77661027368257
120	0.198607724674521	0.397215449349043	0.801392275325479
121	0.165667184111763	0.331334368223525	0.834332815888237
122	0.158988574982024	0.317977149964047	0.841011425017976
123	0.130175564729859	0.260351129459718	0.869824435270141
124	0.104732056814923	0.209464113629846	0.895267943185077
125	0.239269922365259	0.478539844730518	0.760730077634741
126	0.196650775954135	0.393301551908271	0.803349224045865
127	0.186016674165601	0.372033348331201	0.813983325834399
128	0.167526305003988	0.335052610007975	0.832473694996013
129	0.148300502410709	0.296601004821417	0.851699497589291
130	0.130988232733287	0.261976465466573	0.869011767266713
131	0.1496389305958	0.299277861191601	0.8503610694042
132	0.115250813814543	0.230501627629087	0.884749186185457
133	0.199050778934015	0.39810155786803	0.800949221065985
134	0.188676730023881	0.377353460047763	0.811323269976119
135	0.18487839409619	0.36975678819238	0.81512160590381
136	0.165203484679722	0.330406969359443	0.834796515320278
137	0.13616231391088	0.27232462782176	0.86383768608912
138	0.139715822705298	0.279431645410597	0.860284177294702
139	0.104561194689188	0.209122389378376	0.895438805310812
140	0.0853332589517959	0.170666517903592	0.914666741048204
141	0.0629848324503223	0.125969664900645	0.937015167549678
142	0.045901418045003	0.0918028360900059	0.954098581954997
143	0.926964979308088	0.146070041383824	0.0730350206919119
144	0.964317309601371	0.0713653807972576	0.0356826903986288
145	0.93376142113312	0.132477157733761	0.0662385788668804
146	0.884948410317537	0.230103179364925	0.115051589682463
147	0.824711516436826	0.350576967126348	0.175288483563174
148	0.791013704455313	0.417972591089373	0.208986295544686
149	0.671686508626227	0.656626982747545	0.328313491373772
150	0.538943626477443	0.922112747045114	0.461056373522557

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	0	0	OK
10% type I error level	7	0.0503597122302158	OK