| Multiple Linear Regression - Estimated Regression Equation |
| Secpr[t] = + 76.9508311655516 + 0.0273171128015187Afzpr[t] + 12.3664224082476M1[t] + 27.0259492208726M2[t] + 27.3690912174461M3[t] + 25.7722913154589M4[t] + 24.8754300623079M5[t] + 13.6912581958045M6[t] + 13.3984779859362M7[t] + 26.7183798508353M8[t] + 16.1521944823323M9[t] + 21.9568778575105M10[t] + 24.3976771105950M11[t] + 0.171121815953736t + 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) | 76.9508311655516 | 3.318038 | 23.1917 | 0 | 0 |
| Afzpr | 0.0273171128015187 | 0.02569 | 1.0634 | 0.293055 | 0.146528 |
| M1 | 12.3664224082476 | 2.573191 | 4.8059 | 1.6e-05 | 8e-06 |
| M2 | 27.0259492208726 | 2.696888 | 10.0212 | 0 | 0 |
| M3 | 27.3690912174461 | 2.680757 | 10.2095 | 0 | 0 |
| M4 | 25.7722913154589 | 2.678279 | 9.6227 | 0 | 0 |
| M5 | 24.8754300623079 | 3.294987 | 7.5495 | 0 | 0 |
| M6 | 13.6912581958045 | 2.702184 | 5.0667 | 7e-06 | 3e-06 |
| M7 | 13.3984779859362 | 2.712634 | 4.9393 | 1e-05 | 5e-06 |
| M8 | 26.7183798508353 | 2.668924 | 10.0109 | 0 | 0 |
| M9 | 16.1521944823323 | 2.669705 | 6.0502 | 0 | 0 |
| M10 | 21.9568778575105 | 2.668029 | 8.2296 | 0 | 0 |
| M11 | 24.3976771105950 | 2.713573 | 8.991 | 0 | 0 |
| t | 0.171121815953736 | 0.034826 | 4.9136 | 1.1e-05 | 6e-06 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.917448763333296 |
| R-squared | 0.841712233341794 |
| Adjusted R-squared | 0.797930510649099 |
| F-TEST (value) | 19.2251967618951 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 47 |
| p-value | 1.50990331349021e-14 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 4.21534951973288 |
| Sum Squared Residuals | 835.151063955076 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 86.5 | 92.471404107679 | -5.97140410767898 |
| 2 | 104.1 | 107.769175365163 | -3.6691753651635 |
| 3 | 110.9 | 107.674267562217 | 3.22573243778312 |
| 4 | 114.5 | 106.030052573771 | 8.46994742622872 |
| 5 | 112.2 | 109.838953861626 | 2.36104613837392 |
| 6 | 96.4 | 94.1218969866548 | 2.27810301334516 |
| 7 | 92 | 93.8964335640945 | -1.89643356409454 |
| 8 | 102 | 107.570481900718 | -5.57048190071753 |
| 9 | 99.7 | 98.1069318947 | 1.59306810529995 |
| 10 | 102 | 103.153955250580 | -1.15395525058041 |
| 11 | 98.9 | 105.629290755611 | -6.72929075561101 |
| 12 | 87.4 | 81.7360042371483 | 5.66399576285171 |
| 13 | 94.4 | 93.5195961480277 | 0.880403851972294 |
| 14 | 109.3 | 109.238050942656 | 0.0619490573441767 |
| 15 | 116.4 | 108.315434621823 | 8.08456537817682 |
| 16 | 101 | 107.244879002210 | -6.2448790022095 |
| 17 | 105.5 | 107.745677929800 | -2.24567792980042 |
| 18 | 97.8 | 95.208332984926 | 2.59166701507407 |
| 19 | 95.5 | 94.898186512681 | 0.601813487319091 |
| 20 | 113.7 | 108.872723090121 | 4.8272769098794 |
| 21 | 103.7 | 98.6033182564583 | 5.09668174354169 |
| 22 | 100.8 | 104.136586220206 | -3.33658622020570 |
| 23 | 113.8 | 108.455826839339 | 5.34417316066118 |
| 24 | 84.6 | 82.6039033330072 | 1.99609666699276 |
| 25 | 95.3 | 94.8846666968743 | 0.415333303125725 |
| 26 | 110 | 110.900878021039 | -0.900878021038933 |
| 27 | 107.5 | 110.590165026960 | -3.09016502696032 |
| 28 | 107.6 | 109.134438116845 | -1.53443811684522 |
| 29 | 116 | 110.383725935198 | 5.61627406480226 |
| 30 | 96.9 | 97.3983803403784 | -0.498380340378351 |
| 31 | 97 | 97.443356334553 | -0.443356334553083 |
| 32 | 108.1 | 111.070965579413 | -2.97096557941350 |
| 33 | 101.9 | 100.962731711280 | 0.937268288719855 |
| 34 | 107.2 | 106.728195133840 | 0.471804866159551 |
| 35 | 110.2 | 110.274361460691 | -0.0743614606905861 |
| 36 | 78.7 | 85.5397078679411 | -6.83970786794111 |
| 37 | 96.5 | 97.1730556584122 | -0.673055658412168 |
| 38 | 115.2 | 112.678436973188 | 2.52156302681157 |
| 39 | 104.7 | 113.351140039964 | -8.65114003996448 |
| 40 | 109.1 | 112.643902020611 | -3.54390202061101 |
| 41 | 108.4 | 112.901578644268 | -4.50157864426839 |
| 42 | 95.5 | 99.1158416443645 | -3.61584164436451 |
| 43 | 97.8 | 99.2864763574262 | -1.48647635742622 |
| 44 | 115.1 | 113.411257055274 | 1.68874294472572 |
| 45 | 96.2 | 102.445265845173 | -6.24526584517324 |
| 46 | 112 | 108.858144841130 | 3.14185515887046 |
| 47 | 111.8 | 111.644895432097 | 0.155104567902546 |
| 48 | 82.5 | 86.9894614664724 | -4.48946146647238 |
| 49 | 100.8 | 99.3057370769814 | 1.49426292301859 |
| 50 | 116 | 114.013458697953 | 1.98654130204668 |
| 51 | 116.3 | 115.868992749035 | 0.431007250964857 |
| 52 | 116.6 | 113.746728286563 | 2.85327171343702 |
| 53 | 112.9 | 114.130063629107 | -1.23006362910736 |
| 54 | 100.9 | 101.655548043676 | -0.75554804367637 |
| 55 | 104.1 | 100.875547231245 | 3.22445276875476 |
| 56 | 117.4 | 115.374572374474 | 2.02542762552591 |
| 57 | 103.3 | 104.681752292388 | -1.38175229238826 |
| 58 | 111.6 | 110.723118554244 | 0.876881445756102 |
| 59 | 115 | 113.695625512262 | 1.30437448773787 |
| 60 | 92.6 | 88.930923095431 | 3.669076904569 |
| 61 | 105.2 | 101.345540312025 | 3.85445968797453 |
