Hopefully somebody will be able to shed some light on my SPSS problems! 

I have been given 65 values. 57 of these data values are quarterly results and 8 are the holdback data to be used. 

I have to do: 
- Regression with Dummy variables with a linear trend cycle component 
- Dummy variables with a nonlinear trend cycle component 

Does anyone know what to do as my results aren't making much sense? 

For the first part - I obviously split the data into dummy variables for the relevant quarters (Q1-Q4). 

I then performed regression analysis - linear. But all my values are extremely large and not significant. Also Q2 has been listed as 'excluded variables' in the results? I have followed the steps and I am unsure why this has happened. 

Then I thought of removing Q4, due to multi-collinearity but again the values are still quite large (>.450). 

Not sure if I am doing something wrong at the start (especially with the excluded variables aspect) 

Anybody got any idea? This is driving me nuts


Update: It won't let me comment back on the main page for some reason. 

The data set was given to us:
"It is a quarterly series of total consumer lending. It is not seasonally adjusted.
The first 57 data values for modelling and choose the remaining 8 data values as holdback data to test your models."

The data is: (last 8 are holdback data)
16180
17425
17424
17240
18240
19880
20143
20545
22155
23344
23717
23467
25442
27278
27848
25704
28919
30280
32095
31041
33182
35067
35557
34420
35948
38643
39612
39185
40143
40056
41360
41343
43652
44554
47903
46460
49402
50254
50335
48763
51529
53481
53482
53882
55219
56180
56037
54106
54915
54641
53805
52179
52026
51522
51733
50672
50882
50878
52199
50261
49615
47995
45273
42836
43321

It has to be SPSS generated.

Email [email protected] - not letting me respond to people. Thanks for any help!

Doing the ARIMA forecasting is the next step (which I understand). I have to do regression on the linear/non-linear for this question

If I was to use time, time^2, Q1, Q2, Q3 + lagged variables.

Would I use lagged variables 1-3? Also, I understand the rest, but what benefit does using lagged variables do? As I said, feel free to e-mail me if you can.