| Multiple Linear Regression - Estimated Regression Equation |
| y[t] = + 1.43750000000000 -0.0515875472996208dummy1[t] + 0.0569117647058833dummy2[t] + 0.00359133126934983trend[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) | 1.43750000000000 | 0.009871 | 145.6306 | 0 | 0 |
| dummy1 | -0.0515875472996208 | 0.065827 | -0.7837 | 0.436529 | 0.218264 |
| dummy2 | 0.0569117647058833 | 0.010971 | 5.1875 | 3e-06 | 2e-06 |
| trend | 0.00359133126934983 | 0.001268 | 2.8314 | 0.006426 | 0.003213 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.932136039037301 |
| R-squared | 0.86887759527215 |
| Adjusted R-squared | 0.861853180733158 |
| F-TEST (value) | 123.693952065197 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 56 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.0279190251302636 |
| Sum Squared Residuals | 0.0436504299965602 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1.43 | 1.43750000000001 | -0.00750000000000674 |
| 2 | 1.43 | 1.437500 | -0.00749999999999881 |
| 3 | 1.43 | 1.4375 | -0.00749999999999905 |
| 4 | 1.43 | 1.4375 | -0.00749999999999912 |
| 5 | 1.43 | 1.4375 | -0.00749999999999906 |
| 6 | 1.43 | 1.4375 | -0.00749999999999906 |
| 7 | 1.44 | 1.4375 | 0.00250000000000094 |
| 8 | 1.48 | 1.4375 | 0.042500000000001 |
| 9 | 1.48 | 1.49441176470588 | -0.0144117647058824 |
| 10 | 1.48 | 1.49441176470588 | -0.0144117647058824 |
| 11 | 1.48 | 1.49441176470588 | -0.0144117647058824 |
| 12 | 1.48 | 1.49441176470588 | -0.0144117647058824 |
| 13 | 1.48 | 1.49441176470588 | -0.0144117647058824 |
| 14 | 1.48 | 1.49441176470588 | -0.0144117647058824 |
| 15 | 1.48 | 1.49441176470588 | -0.0144117647058824 |
| 16 | 1.48 | 1.49441176470588 | -0.0144117647058824 |
| 17 | 1.48 | 1.49441176470588 | -0.0144117647058824 |
| 18 | 1.48 | 1.49441176470588 | -0.0144117647058824 |
| 19 | 1.48 | 1.49441176470588 | -0.0144117647058824 |
| 20 | 1.48 | 1.49441176470588 | -0.0144117647058824 |
| 21 | 1.48 | 1.49441176470588 | -0.0144117647058824 |
| 22 | 1.48 | 1.49441176470588 | -0.0144117647058824 |
| 23 | 1.48 | 1.49441176470588 | -0.0144117647058824 |
| 24 | 1.48 | 1.49441176470588 | -0.0144117647058824 |
| 25 | 1.48 | 1.49441176470588 | -0.0144117647058824 |
| 26 | 1.48 | 1.49441176470588 | -0.0144117647058824 |
| 27 | 1.48 | 1.49441176470588 | -0.0144117647058824 |
| 28 | 1.48 | 1.49441176470588 | -0.0144117647058824 |
| 29 | 1.48 | 1.49441176470588 | -0.0144117647058824 |
| 30 | 1.48 | 1.49441176470588 | -0.0144117647058824 |
| 31 | 1.48 | 1.49441176470588 | -0.0144117647058824 |
| 32 | 1.48 | 1.49441176470588 | -0.0144117647058824 |
| 33 | 1.48 | 1.49441176470588 | -0.0144117647058824 |
| 34 | 1.48 | 1.49441176470588 | -0.0144117647058824 |
| 35 | 1.48 | 1.49441176470588 | -0.0144117647058824 |
| 36 | 1.48 | 1.49441176470588 | -0.0144117647058824 |
| 37 | 1.48 | 1.49441176470588 | -0.0144117647058824 |
| 38 | 1.57 | 1.49441176470588 | 0.0755882352941177 |
| 39 | 1.58 | 1.49441176470588 | 0.0855882352941177 |
| 40 | 1.58 | 1.49441176470588 | 0.0855882352941177 |
| 41 | 1.58 | 1.49441176470588 | 0.0855882352941177 |
| 42 | 1.58 | 1.49441176470588 | 0.0855882352941177 |
| 43 | 1.59 | 1.59725146198830 | -0.0072514619883041 |
| 44 | 1.6 | 1.60084279325765 | -0.000842793257653927 |
| 45 | 1.6 | 1.60443412452700 | -0.00443412452700376 |
| 46 | 1.61 | 1.60802545579635 | 0.00197454420364642 |
| 47 | 1.61 | 1.61161678706570 | -0.00161678706570341 |
| 48 | 1.61 | 1.61520811833505 | -0.00520811833505324 |
| 49 | 1.62 | 1.61879944960440 | 0.00120055039559694 |
| 50 | 1.63 | 1.62239078087375 | 0.00760921912624689 |
| 51 | 1.63 | 1.62598211214310 | 0.00401788785689706 |
| 52 | 1.64 | 1.62957344341245 | 0.0104265565875472 |
| 53 | 1.64 | 1.63316477468180 | 0.0068352253181974 |
| 54 | 1.64 | 1.63675610595115 | 0.00324389404884758 |
| 55 | 1.64 | 1.64034743722050 | -0.000347437220502256 |
| 56 | 1.64 | 1.64393876848985 | -0.00393876848985209 |
| 57 | 1.65 | 1.6475300997592 | 0.00246990024079809 |
| 58 | 1.65 | 1.65112143102855 | -0.00112143102855174 |
| 59 | 1.65 | 1.65471276229790 | -0.00471276229790157 |
| 60 | 1.65 | 1.65830409356725 | -0.0083040935672514 |
