| Multiple Linear Regression - Estimated Regression Equation |
| x[t] = + 90.5447115384615 -25.7745192307692y[t] -4.96431490384618M1[t] -7.6396875M2[t] -6.47527644230769M3[t] -1.73564903846153M4[t] -2.79602163461538M5[t] -8.95639423076922M6[t] -4.54176682692307M7[t] -3.57713942307692M8[t] -5.38751201923077M9[t] -2.67288461538462M10[t] + 4.16037259615385M11[t] + 0.835372596153847t + 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) | 90.5447115384615 | 5.943837 | 15.2334 | 0 | 0 |
| y | -25.7745192307692 | 5.860702 | -4.3979 | 9.3e-05 | 4.6e-05 |
| M1 | -4.96431490384618 | 6.79567 | -0.7305 | 0.469805 | 0.234903 |
| M2 | -7.6396875 | 6.791382 | -1.1249 | 0.268072 | 0.134036 |
| M3 | -6.47527644230769 | 7.201539 | -0.8992 | 0.374547 | 0.187273 |
| M4 | -1.73564903846153 | 7.189155 | -0.2414 | 0.810595 | 0.405297 |
| M5 | -2.79602163461538 | 7.182397 | -0.3893 | 0.699356 | 0.349678 |
| M6 | -8.95639423076922 | 7.181282 | -1.2472 | 0.220382 | 0.110191 |
| M7 | -4.54176682692307 | 7.185812 | -0.632 | 0.53135 | 0.265675 |
| M8 | -3.57713942307692 | 7.195977 | -0.4971 | 0.622139 | 0.31107 |
| M9 | -5.38751201923077 | 7.211752 | -0.747 | 0.459887 | 0.229944 |
| M10 | -2.67288461538462 | 7.233101 | -0.3695 | 0.713894 | 0.356947 |
| M11 | 4.16037259615385 | 7.146441 | 0.5822 | 0.564087 | 0.282044 |
| t | 0.835372596153847 | 0.201369 | 4.1485 | 0.000195 | 9.8e-05 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.64626567666583 |
| R-squared | 0.417659324836343 |
| Adjusted R-squared | 0.207369636582801 |
| F-TEST (value) | 1.98611414713202 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 36 |
| p-value | 0.0521115636155549 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 10.1025803605435 |
| Sum Squared Residuals | 3674.23667788462 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 85 | 86.4157692307693 | -1.41576923076932 |
| 2 | 87.6 | 84.5757692307692 | 3.02423076923075 |
| 3 | 88.6 | 86.5755528846154 | 2.02444711538463 |
| 4 | 95 | 92.1505528846154 | 2.84944711538461 |
| 5 | 96.3 | 91.9255528846154 | 4.37444711538463 |
| 6 | 83.3 | 86.6005528846154 | -3.30055288461539 |
| 7 | 96.9 | 91.8505528846154 | 5.04944711538463 |
| 8 | 103.4 | 93.6505528846154 | 9.74944711538462 |
| 9 | 99.3 | 92.6755528846154 | 6.62444711538462 |
| 10 | 103.8 | 96.2255528846154 | 7.57444711538462 |
| 11 | 113.4 | 103.894182692308 | 9.50581730769231 |
| 12 | 111.5 | 100.569182692308 | 10.9308173076923 |
| 13 | 114.2 | 96.4402403846154 | 17.7597596153847 |
| 14 | 90.6 | 94.6002403846154 | -4.00024038461537 |
| 15 | 90.8 | 96.6000240384615 | -5.80002403846155 |
| 16 | 96.4 | 102.175024038462 | -5.77502403846153 |
| 17 | 90 | 101.950024038462 | -11.9500240384615 |
| 18 | 92.1 | 96.6250240384615 | -4.52502403846154 |
| 19 | 97.2 | 101.875024038462 | -4.67502403846154 |
| 20 | 95.1 | 103.675024038462 | -8.57502403846154 |
| 21 | 88.5 | 102.700024038462 | -14.2000240384615 |
| 22 | 91 | 106.250024038462 | -15.2500240384615 |
| 23 | 90.5 | 88.1441346153846 | 2.35586538461539 |
| 24 | 75 | 84.8191346153846 | -9.81913461538461 |
| 25 | 66.3 | 80.6901923076923 | -14.3901923076923 |
| 26 | 66 | 78.8501923076923 | -12.8501923076923 |
| 27 | 68.4 | 80.8499759615385 | -12.4499759615385 |
| 28 | 70.6 | 86.4249759615385 | -15.8249759615385 |
| 29 | 83.9 | 86.1999759615385 | -2.29997596153846 |
| 30 | 90.1 | 80.8749759615385 | 9.22502403846154 |
| 31 | 90.6 | 86.1249759615385 | 4.47502403846153 |
| 32 | 87.1 | 87.9249759615385 | -0.824975961538458 |
| 33 | 90.8 | 86.9499759615385 | 3.85002403846154 |
| 34 | 94.1 | 90.4999759615385 | 3.60002403846154 |
| 35 | 99.8 | 98.1686057692308 | 1.63139423076923 |
| 36 | 96.8 | 94.8436057692308 | 1.95639423076923 |
| 37 | 87 | 90.7146634615384 | -3.71466346153844 |
| 38 | 96.3 | 88.8746634615385 | 7.42533653846154 |
| 39 | 107.1 | 90.8744471153846 | 16.2255528846154 |
| 40 | 115.2 | 96.4494471153846 | 18.7505528846154 |
| 41 | 106.1 | 96.2244471153846 | 9.87555288461537 |
| 42 | 89.5 | 90.8994471153846 | -1.39944711538461 |
| 43 | 91.3 | 96.1494471153846 | -4.84944711538463 |
| 44 | 97.6 | 97.9494471153846 | -0.349447115384619 |
| 45 | 100.7 | 96.9744471153846 | 3.72555288461538 |
| 46 | 104.6 | 100.524447115385 | 4.07555288461538 |
| 47 | 94.7 | 108.193076923077 | -13.4930769230769 |
| 48 | 101.8 | 104.868076923077 | -3.06807692307693 |
| 49 | 102.5 | 100.739134615385 | 1.76086538461539 |
| 50 | 105.3 | 98.8991346153846 | 6.40086538461538 |
