| Multiple Linear Regression - Estimated Regression Equation |
| X[t] = + 116.963217020579 -0.242322317806448Y[t] + 1.00872149293644M1[t] + 1.14669854609754M2[t] + 1.45965244398060M3[t] + 1.93063256790926M4[t] + 2.08395036348201M5[t] + 1.65449785574894M6[t] + 1.48036439887373M7[t] + 1.12146370946024M8[t] + 1.30579398428416M9[t] + 0.525442112192919M10[t] + 0.717140915762134M11[t] + 0.212478733778654t + 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) | 116.963217020579 | 22.404579 | 5.2205 | 3e-06 | 1e-06 |
| Y | -0.242322317806448 | 0.236762 | -1.0235 | 0.310559 | 0.155279 |
| M1 | 1.00872149293644 | 0.478432 | 2.1084 | 0.039567 | 0.019783 |
| M2 | 1.14669854609754 | 0.491784 | 2.3317 | 0.023406 | 0.011703 |
| M3 | 1.45965244398060 | 0.494312 | 2.9529 | 0.004623 | 0.002311 |
| M4 | 1.93063256790926 | 0.49995 | 3.8617 | 0.000299 | 0.000149 |
| M5 | 2.08395036348201 | 0.495706 | 4.204 | 9.7e-05 | 4.9e-05 |
| M6 | 1.65449785574894 | 0.48764 | 3.3929 | 0.001288 | 0.000644 |
| M7 | 1.48036439887373 | 0.500981 | 2.9549 | 0.004597 | 0.002298 |
| M8 | 1.12146370946024 | 0.494314 | 2.2687 | 0.02723 | 0.013615 |
| M9 | 1.30579398428416 | 0.489399 | 2.6682 | 0.010002 | 0.005001 |
| M10 | 0.525442112192919 | 0.502891 | 1.0448 | 0.300666 | 0.150333 |
| M11 | 0.717140915762134 | 0.498718 | 1.438 | 0.156108 | 0.078054 |
| t | 0.212478733778654 | 0.041074 | 5.173 | 3e-06 | 2e-06 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.979912611016258 |
| R-squared | 0.9602287252287 |
| Adjusted R-squared | 0.95082824210094 |
| F-TEST (value) | 102.146742053388 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 55 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.784336695927402 |
| Sum Squared Residuals | 33.8351228918073 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 96.92 | 94.9457069696555 | 1.97429303034454 |
| 2 | 96.06 | 95.2573911857464 | 0.802608814253595 |
| 3 | 96.59 | 95.7222432379565 | 0.867756762043497 |
| 4 | 96.67 | 96.3984324261296 | 0.271567573870375 |
| 5 | 97.27 | 96.72788060781 | 0.542119392189937 |
| 6 | 96.38 | 96.5763338596634 | -0.196333859663392 |
| 7 | 96.47 | 96.5395592180468 | -0.0695592180468275 |
| 8 | 96.05 | 96.4004069319462 | -0.350406931946186 |
| 9 | 96.76 | 96.731788914741 | 0.028211085258984 |
| 10 | 96.51 | 96.1905712313871 | 0.319428768612863 |
| 11 | 96.55 | 96.6141345541595 | -0.0641345541595285 |
| 12 | 95.97 | 96.0973562562857 | -0.127356256285724 |
| 13 | 97 | 97.214357886344 | -0.214357886344048 |
| 14 | 97.46 | 97.4024577203535 | 0.0575422796465193 |
| 15 | 97.9 | 97.8600401030294 | 0.0399598969706189 |
| 16 | 98.42 | 98.6040795401883 | -0.184079540188308 |
| 17 | 98.54 | 99.0353030953475 | -0.495303095347447 |
| 18 | 99 | 98.7504790724072 | 0.249520927592767 |
| 19 | 98.94 | 98.7427831089275 | 0.197216891072549 |
| 20 | 99.02 | 98.5309341274849 | 0.489065872515128 |
| 21 | 100.07 | 98.8598928871016 | 1.21010711289835 |
| 22 | 98.72 | 98.3695628904871 | 0.35043710951288 |
| 23 | 98.73 | 98.7301224106298 | -0.000122410629820019 |
| 24 | 98.04 | 98.2399995677147 | -0.199999567714725 |
| 25 | 99.08 | 99.390926322266 | -0.310926322265963 |
| 26 | 99.22 | 99.6517228516173 | -0.431722851617322 |
| 27 | 99.57 | 100.143230358786 | -0.573230358786143 |
| 28 | 100.44 | 100.698258388056 | -0.258258388056033 |
| 29 | 100.84 | 100.969549213463 | -0.129549213462911 |
| 30 | 100.75 | 100.764691555399 | -0.0146915553988233 |
| 31 | 100.49 | 100.720647244248 | -0.230647244248079 |
| 32 | 99.98 | 100.545146610476 | -0.565146610476458 |
| 33 | 99.96 | 100.924993056833 | -0.964993056832593 |
| 34 | 99.76 | 100.238381982795 | -0.478381982794836 |
| 35 | 100.11 | 100.671638198279 | -0.561638198279485 |
| 36 | 99.79 | 100.246942381172 | -0.456942381172125 |
| 37 | 100.29 | 101.400292358901 | -1.11029235890142 |
| 38 | 101.12 | 101.585968969733 | -0.465968969732779 |
| 39 | 102.65 | 101.953892094820 | 0.696107905179692 |
| 40 | 102.71 | 102.581616819432 | 0.128383180567852 |
| 41 | 103.39 | 102.911065001113 | 0.478934998887429 |
| 42 | 102.8 | 102.618971308638 | 0.181028691361835 |
| 43 | 102.07 | 102.507076748502 | -0.437076748501611 |
| 44 | 102.15 | 102.336422561086 | -0.186422561086118 |
| 45 | 101.21 | 102.704152891552 | -1.49415289155193 |
| 46 | 101.27 | 102.182320993623 | -0.912320993622567 |
| 47 | 101.86 | 102.593768200505 | -0.733768200504626 |
| 48 | 101.65 | 102.093952464877 | -0.443952464877267 |
| 49 | 101.94 | 103.307883022058 | -1.36788302205818 |
| 50 | 102.62 | 103.549293765985 | -0.929293765985017 |
| 51 | 102.71 | 104.084419290359 | -1.37441929035901 |
| 52 | 103.39 | 104.644293765985 | -1.25429376598502 |
| 53 | 104.51 | 104.915584591392 | -0.405584591391901 |
| 54 | 104.09 | 104.703457263794 | -0.61345726379362 |
| 55 | 104.29 | 104.654566506287 | -0.364566506286737 |
| 56 | 104.57 | 104.476642649337 | 0.093357350662928 |
| 57 | 105.39 | 104.946148353282 | 0.443851646718420 |
| 58 | 105.15 | 104.429162901708 | 0.72083709829166 |
| 59 | 106.13 | 104.770336636427 | 1.35966336357346 |
| 60 | 105.46 | 104.231749329950 | 1.22825067004984 |
| 61 | 106.47 | 105.440833440775 | 1.02916655922507 |
| 62 | 106.62 | 105.653165506565 | 0.966834493435003 |
| 63 | 106.52 | 106.176174915049 | 0.343825084951341 |
| 64 | 108.04 | 106.743319060209 | 1.29668093979114 |
| 65 | 107.15 | 107.140617490875 | 0.0093825091248946 |
| 66 | 107.32 | 106.926066940099 | 0.393933059901234 |
| 67 | 107.76 | 106.855367173989 | 0.904632826010706 |
| 68 | 107.26 | 106.740447119669 | 0.519552880330705 |
| 69 | 107.89 | 107.113023896491 | 0.77697610350877 |
