Multiple Linear Regression - Estimated Regression Equation

I1[t] = + 9.07916875449423 -0.200719002705604month[t] + 0.362137374389289I2[t] + 0.255060178396081I3[t] + 0.257658182150737E1[t] -0.116546858431106E2[t] + 0.0407571883200762E3[t] -0.209826761474737A[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)	9.07916875449423	3.135875	2.8953	0.00434	0.00217
month	-0.200719002705604	0.243827	-0.8232	0.411666	0.205833
I2	0.362137374389289	0.063028	5.7457	0	0
I3	0.255060178396081	0.050545	5.0462	1e-06	1e-06
E1	0.257658182150737	0.075225	3.4252	0.000788	0.000394
E2	-0.116546858431106	0.058862	-1.98	0.049484	0.024742
E3	0.0407571883200762	0.061296	0.6649	0.507092	0.253546
A	-0.209826761474737	0.084154	-2.4934	0.013711	0.006855

Multiple Linear Regression - Regression Statistics
Multiple R	0.743004183219006
R-squared	0.552055216280942
Adjusted R-squared	0.531694089748258
F-TEST (value)	27.1131960893599
F-TEST (DF numerator)	7
F-TEST (DF denominator)	154
p-value	0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	2.50263522516301
Sum Squared Residuals	964.530192814917

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	26	24.2767962202375	1.72320377976249
2	20	21.0711348951051	-1.07113489510508
3	19	21.8712108077791	-2.87121080777913
4	19	18.4797989103931	0.520201089606911
5	20	18.2597947784206	1.74020522157945
6	25	24.1988107097646	0.801189290235379
7	25	19.5474208838384	5.45257911616156
8	22	20.2488194979261	1.75118050207394
9	26	22.5231132352258	3.47688676477423
10	22	20.5641412410874	1.43585875891262
11	17	20.2351715770842	-3.23517157708423
12	22	23.0678389005628	-1.06783890056281
13	19	20.9337920919268	-1.93379209192681
14	24	22.6272057763596	1.37279422364045
15	26	26.9064193442974	-0.906419344297432
16	21	19.0479401292072	1.95205987079281
17	13	16.3869980440194	-3.38699804401936
18	26	27.3998688131814	-1.39986881318143
19	20	22.7339942860055	-2.73399428600548
20	22	18.9075786992027	3.09242130079725
21	14	18.1556255702781	-4.15562557027815
22	21	20.6099874474188	0.39001255258123
23	7	14.1518472062686	-7.15184720626862
24	23	21.7546760201962	1.24532397980383
25	17	19.2181282032228	-2.21812820322281
26	25	23.1603249259226	1.83967507407739
27	25	23.1603249259226	1.83967507407739
28	19	16.2891608059368	2.71083919406321
29	20	16.6948952877814	3.30510471221864
30	23	21.4990230560064	1.50097694399361
31	22	24.2472893127429	-2.24728931274288
32	22	21.98457894751	0.0154210524899777
33	21	18.0747815511592	2.92521844884082
34	15	17.8873174049384	-2.88731740493839
35	20	16.1317657029011	3.86823429709889
36	22	21.7906302775042	0.209369722495846
37	18	16.7181284273403	1.2818715726597
38	20	20.9504139478618	-0.95041394786178
39	28	27.7462425974426	0.253757402557416
40	22	24.2279208549637	-2.22792085496367
41	18	21.8624959826663	-3.86249598266632
42	23	20.7650810147271	2.23491898527287
43	20	21.8107964753326	-1.81079647533256
44	25	24.705885308876	0.294114691123983
45	26	22.2852715609237	3.71472843907628
46	15	14.5901523557208	0.409847644279156
47	17	17.9090583052307	-0.909058305230681
48	23	15.526497714014	7.47350228598601
49	21	22.117971840524	-1.11797184052402
50	13	16.5020222159123	-3.50202221591233
51	18	20.2906559854044	-2.29065598540437
52	19	19.3361886612965	-0.336188661296469
53	22	22.099711772415	-0.0997117724149705
54	16	17.4364639242578	-1.43646392425784
55	24	23.1530234144314	0.846976585568643
56	18	19.8930911267957	-1.89309112679567
57	20	21.392884450198	-1.39288445019802
58	24	20.7275798855327	3.27242011446728
59	14	18.3331201413683	-4.33312014136828
60	22	20.3953043535768	1.60469564642322
61	24	18.1148676620535	5.88513233794653
62	18	18.5566237528528	-0.556623752852799
63	21	24.5424456199538	-3.54244561995375
64	23	21.6398028870078	1.36019711299224
65	17	18.514982738115	-1.51498273811498
66	22	22.6746838031987	-0.674683803198681
67	24	24.9906037143916	-0.9906037143916
68	21	22.951357311709	-1.95135731170902
69	22	22.1099664833382	-0.109966483338223
70	16	17.0921721782687	-1.09217217826872
71	21	25.1870773706209	-4.18707737062087
72	23	23.9609814107013	-0.960981410701325
73	22	19.4370421427866	2.56295785721335
74	24	22.6181060915209	1.38189390847912
75	24	24.7963889610029	-0.796388961002854
76	16	17.5658509064043	-1.56585090640434
77	16	17.5412864411158	-1.54128644111582
78	21	22.9917478525407	-1.99174785254066
79	26	26.075007635646	-0.0750076356459574
80	15	17.2647149784936	-2.26471497849359
81	25	23.2154398561042	1.78456014389577
82	18	18.0763499815331	-0.0763499815330774
83	23	20.9155786723724	2.08442132762762
84	20	21.3102231214037	-1.31022312140375
85	17	20.8159383742818	-3.81593837428181
86	25	25.0076432094455	-0.0076432094455384
87	24	22.5820811972645	1.41791880273555
88	17	14.7469409571038	2.25305904289622
89	19	18.7446808044436	0.255319195556355
90	20	20.3370565113986	-0.337056511398631
91	15	16.4728771086494	-1.47287710864938
92	27	24.6304515543469	2.36954844565308
93	22	19.5805334208621	2.41946657913791
94	23	22.8213643320906	0.178635667909393
95	16	20.7842236751536	-4.78422367515356
96	19	21.0580745803358	-2.05807458033584
97	25	20.5059610490694	4.49403895093064
98	19	19.6683181605599	-0.668318160559892
99	19	19.4221469296561	-0.422146929656149
100	26	25.3691363854851	0.630863614514879
101	21	18.9110282187995	2.08897178120054
102	20	19.8712431485442	0.128756851455753
103	24	20.0822935291817	3.91770647081827
104	22	24.0304771531221	-2.03047715312212
105	20	21.1706878827417	-1.17068788274165
106	18	19.2010472843915	-1.20104728439155
107	18	16.9633190235662	1.03668097643382
108	24	21.2258416999796	2.77415830002044
109	24	21.2363615895668	2.76363841043317
110	22	23.3587953322543	-1.3587953322543
111	23	19.7182576639122	3.28174233608777
112	22	19.8230154313073	2.17698456869273
113	20	18.1197488382099	1.88025116179013
114	18	19.5938962135371	-1.59389621353712
115	25	24.5364126891956	0.463587310804407
116	18	18.4112651229995	-0.411265122999495
117	16	17.6218932575587	-1.62189325755868
118	20	19.8919665414947	0.108033458505253
119	19	18.582674424512	0.417325575487969
120	15	15.7293438211624	-0.72934382116237
121	19	18.9525184659852	0.0474815340148106
122	19	21.9624163796693	-2.96241637966928
123	16	17.5152742228257	-1.51527422282574
124	17	17.9453317018098	-0.94533170180981
125	28	23.43738753945	4.56261246054999
126	23	23.0210954300392	-0.021095430039197
127	25	23.7650142278009	1.23498577219908
128	20	18.821735647574	1.17826435242602
129	17	20.1710023813274	-3.17100238132736
130	23	22.6982425873942	0.301757412605798
131	16	20.1017207063637	-4.1017207063637
132	23	23.3686276602389	-0.36862766023892
133	11	16.1496031054725	-5.14960310547254
134	18	20.1653012394308	-2.16530123943083
135	24	23.1673386744942	0.83266132550575
136	23	18.7951538934764	4.20484610652364
137	21	20.666582642372	0.333417357627966
138	16	19.4792511445852	-3.47925114458521
139	24	24.7981959281853	-0.798195928185327
140	23	21.6788152772353	1.32118472276474
141	18	15.9149457953264	2.08505420467359
142	20	21.0080851618774	-1.00808516187736
143	9	18.5509898401909	-9.55098984019092
144	24	20.4163123624717	3.58368763752828
145	25	24.8186498143719	0.181350185628143
146	20	18.392452791238	1.60754720876196
147	21	19.0865575170062	1.91344248299376
148	25	22.837829841982	2.16217015801795
149	22	22.4741894000665	-0.474189400066471
150	21	20.8063074221905	0.193692577809515
151	21	20.2772347649555	0.722765235044472
152	22	20.0935721184594	1.90642788154056
153	27	23.4781378245028	3.52186217549715
154	24	21.6551096548173	2.34489034518274
155	24	23.7842981742644	0.215701825735566
156	21	19.9831420813865	1.0168579186135
157	18	20.5736009334967	-2.57360093349674
158	16	16.1568623769287	-0.156862376928744
159	22	19.3798144181565	2.62018558184351
160	20	20.1690576891241	-0.169057689124054
161	18	18.9292829195374	-0.929282919537379
162	20	20.9084917484526	-0.908491748452616

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
11	0.748705980209265	0.502588039581471	0.251294019790735
12	0.876170086516911	0.247659826966178	0.123829913483089
13	0.894289776248858	0.211420447502285	0.105710223751143
14	0.862130260979915	0.27573947804017	0.137869739020085
15	0.801627512717927	0.396744974564147	0.198372487282073
16	0.726544162850465	0.546911674299071	0.273455837149536
17	0.654502743781003	0.690994512437993	0.345497256218997
18	0.569558889515381	0.860882220969238	0.430441110484619
19	0.659222798137136	0.681554403725728	0.340777201862864
20	0.648034560231056	0.703930879537887	0.351965439768944
21	0.654797996827064	0.690404006345872	0.345202003172936
22	0.577290753289734	0.845418493420532	0.422709246710266
23	0.709684542077131	0.580630915845738	0.290315457922869
24	0.647083394913968	0.705833210172064	0.352916605086032
25	0.606082793867674	0.787834412264652	0.393917206132326
26	0.588597212133901	0.822805575732198	0.411402787866099
27	0.542550852274611	0.914898295450778	0.457449147725389
28	0.773453986739441	0.453092026521119	0.226546013260559
29	0.8973979230578	0.2052041538844	0.1026020769422
30	0.882601366425312	0.234797267149376	0.117398633574688
31	0.875064649913247	0.249870700173506	0.124935350086753
32	0.840454750912384	0.319090498175232	0.159545249087616
33	0.837077773968389	0.325844452063223	0.162922226031611
34	0.89003076435998	0.219938471280039	0.10996923564002
35	0.93141966380278	0.137160672394441	0.0685803361972204
36	0.911849011101196	0.176301977797608	0.0881509888988038
37	0.894907660360688	0.210184679278623	0.105092339639312
38	0.86866568108497	0.262668637830061	0.13133431891503
39	0.836605366149461	0.326789267701078	0.163394633850539
40	0.828263311011021	0.343473377977958	0.171736688988979
41	0.870953319887102	0.258093360225796	0.129046680112898
42	0.862616490172087	0.274767019655825	0.137383509827913
43	0.852157526424314	0.295684947151371	0.147842473575686
44	0.819117589176177	0.361764821647646	0.180882410823823
45	0.845530679789197	0.308938640421607	0.154469320210803
46	0.814002664481606	0.371994671036788	0.185997335518394
47	0.78079011773216	0.43841976453568	0.21920988226784
48	0.940131485777537	0.119737028444926	0.0598685142224632
49	0.924878453002065	0.15024309399587	0.0751215469979351
50	0.94576187950284	0.10847624099432	0.0542381204971598
51	0.941558634689648	0.116882730620704	0.058441365310352
52	0.926707445763661	0.146585108472678	0.073292554236339
53	0.907688660793575	0.184622678412849	0.0923113392064245
54	0.891952317583624	0.216095364832751	0.108047682416376
55	0.868140768775555	0.263718462448889	0.131859231224445
56	0.85765556459581	0.28468887080838	0.14234443540419
57	0.833070575095267	0.333858849809466	0.166929424904733
58	0.861590666615411	0.276818666769178	0.138409333384589
59	0.904597637531287	0.190804724937426	0.0954023624687132
60	0.893156962592319	0.213686074815363	0.106843037407681
61	0.963866089175199	0.0722678216496027	0.0361339108248013
62	0.954478341663683	0.0910433166726343	0.0455216583363172
63	0.963080055599029	0.0738398888019429	0.0369199444009715
64	0.956264762381477	0.0874704752370466	0.0437352376185233
65	0.950155771984138	0.0996884560317235	0.0498442280158617
66	0.937685271196771	0.124629457606458	0.062314728803229
67	0.922912742005929	0.154174515988142	0.077087257994071
68	0.91339253905075	0.1732149218985	0.0866074609492499
69	0.893519111392828	0.212961777214343	0.106480888607172
70	0.873706260266988	0.252587479466023	0.126293739733012
71	0.907786498277706	0.184427003444587	0.0922135017222935
72	0.890723175901356	0.218553648197288	0.109276824098644
73	0.89575522559908	0.208489548801841	0.10424477440092
74	0.882289754234194	0.235420491531611	0.117710245765806
75	0.859293935143435	0.28141212971313	0.140706064856565
76	0.840540324871015	0.318919350257969	0.159459675128985
77	0.818967710755885	0.36206457848823	0.181032289244115
78	0.806220093418695	0.38755981316261	0.193779906581305
79	0.778124511714506	0.443750976570988	0.221875488285494
80	0.769090402460345	0.46181919507931	0.230909597539655
81	0.7523934817005	0.495213036599001	0.2476065182995
82	0.719649308942305	0.56070138211539	0.280350691057695
83	0.71173849642854	0.576523007142921	0.28826150357146
84	0.685352346049644	0.629295307900711	0.314647653950356
85	0.734899783479221	0.530200433041557	0.265100216520779
86	0.694990217391729	0.610019565216543	0.305009782608271
87	0.668913171166553	0.662173657666894	0.331086828833447
88	0.676828219277882	0.646343561444236	0.323171780722118
89	0.642408734110682	0.715182531778635	0.357591265889318
90	0.599003763074007	0.801992473851986	0.400996236925993
91	0.562534255327377	0.874931489345246	0.437465744672623
92	0.552560838549529	0.894878322900941	0.447439161450471
93	0.546961506023885	0.906076987952229	0.453038493976115
94	0.508987821491259	0.982024357017481	0.491012178508741
95	0.639384809685212	0.721230380629577	0.360615190314788
96	0.638543327772665	0.722913344454671	0.361456672227336
97	0.719876557290704	0.560246885418591	0.280123442709296
98	0.68392817433212	0.632143651335761	0.31607182566788
99	0.648485548190356	0.703028903619289	0.351514451809644
100	0.604736547156769	0.790526905686462	0.395263452843231
101	0.579852605851189	0.840294788297622	0.420147394148811
102	0.532537502935939	0.934924994128122	0.467462497064061
103	0.60899949799228	0.78200100401544	0.39100050200772
104	0.604735688533172	0.790528622933657	0.395264311466828
105	0.583065034336021	0.833869931327958	0.416934965663979
106	0.560208935868843	0.879582128262315	0.439791064131157
107	0.514527687027491	0.970944625945018	0.485472312972509
108	0.487095768829857	0.974191537659715	0.512904231170143
109	0.473228457513752	0.946456915027503	0.526771542486248
110	0.441523255247994	0.883046510495987	0.558476744752006
111	0.466501696619838	0.933003393239675	0.533498303380162
112	0.45664762145606	0.913295242912119	0.54335237854394
113	0.44968236959728	0.89936473919456	0.55031763040272
114	0.4140872565453	0.828174513090601	0.5859127434547
115	0.365716138921262	0.731432277842524	0.634283861078738
116	0.320280342592997	0.640560685185993	0.679719657407003
117	0.283981610736734	0.567963221473469	0.716018389263266
118	0.240254488970816	0.480508977941632	0.759745511029184
119	0.209153153930991	0.418306307861982	0.790846846069009
120	0.178863075816121	0.357726151632242	0.821136924183879
121	0.145280512925089	0.290561025850179	0.854719487074911
122	0.150226713111084	0.300453426222167	0.849773286888916
123	0.123661087096967	0.247322174193933	0.876338912903033
124	0.0982008226534652	0.19640164530693	0.901799177346535
125	0.187054158503595	0.374108317007189	0.812945841496405
126	0.156539542262074	0.313079084524148	0.843460457737926
127	0.129156365133881	0.258312730267762	0.870843634866119
128	0.102524837632797	0.205049675265594	0.897475162367203
129	0.107194470157292	0.214388940314583	0.892805529842708
130	0.0829130519338515	0.165826103867703	0.917086948066149
131	0.121597581823477	0.243195163646954	0.878402418176523
132	0.0976889958262518	0.195377991652504	0.902311004173748
133	0.215022036476922	0.430044072953844	0.784977963523078
134	0.21906931821861	0.438138636437219	0.78093068178139
135	0.201421951022129	0.402843902044258	0.798578048977871
136	0.179316070888508	0.358632141777016	0.820683929111492
137	0.140189395662789	0.280378791325579	0.85981060433721
138	0.163640877500845	0.327281755001689	0.836359122499155
139	0.127794350137633	0.255588700275265	0.872205649862367
140	0.0987232655985589	0.197446531197118	0.901276734401441
141	0.0721984573507863	0.144396914701573	0.927801542649214
142	0.0600200075373723	0.120040015074745	0.939979992462628
143	0.858776589424043	0.282446821151915	0.141223410575957
144	0.977535542749673	0.0449289145006542	0.0224644572503271
145	0.957568413154252	0.0848631736914965	0.0424315868457482
146	0.924899547644383	0.150200904711234	0.075100452355617
147	0.893442550843649	0.213114898312702	0.106557449156351
148	0.876189195083808	0.247621609832383	0.123810804916192
149	0.794185352798047	0.411629294403906	0.205814647201953
150	0.680617309990099	0.638765380019802	0.319382690009901
151	0.515594867782825	0.968810264434351	0.484405132217175

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	1	0.00709219858156028	OK
10% type I error level	7	0.049645390070922	OK