| Multiple Linear Regression - Estimated Regression Equation |
| Cons[t] = + 256.521579660717 + 0.0429515667088332Inc[t] -1.96337780006562Price[t] -5.76209304124217M1[t] + 1.46122371707541M2[t] + 15.8420581706374M3[t] + 35.8000746525779M4[t] + 45.255922000083M5[t] + 49.6631558322402M6[t] + 36.6500797201941M7[t] + 20.675647460892M8[t] + 27.7870742076745M9[t] + 12.2536481449044M10[t] + 6.39040017517229M11[t] + 0.676917942340819t + 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) | 256.521579660717 | 55.945675 | 4.5852 | 2.5e-05 | 1.3e-05 |
| Inc | 0.0429515667088332 | 0.255417 | 0.1682 | 0.867051 | 0.433525 |
| Price | -1.96337780006562 | 0.551182 | -3.5621 | 0.000751 | 0.000376 |
| M1 | -5.76209304124217 | 12.803181 | -0.4501 | 0.65438 | 0.32719 |
| M2 | 1.46122371707541 | 15.074805 | 0.0969 | 0.923121 | 0.46156 |
| M3 | 15.8420581706374 | 14.38964 | 1.1009 | 0.275552 | 0.137776 |
| M4 | 35.8000746525779 | 15.024785 | 2.3827 | 0.020542 | 0.010271 |
| M5 | 45.255922000083 | 19.26961 | 2.3486 | 0.022337 | 0.011169 |
| M6 | 49.6631558322402 | 25.339309 | 1.9599 | 0.0549 | 0.02745 |
| M7 | 36.6500797201941 | 17.925209 | 2.0446 | 0.045521 | 0.022761 |
| M8 | 20.675647460892 | 14.328529 | 1.443 | 0.154502 | 0.077251 |
| M9 | 27.7870742076745 | 15.740121 | 1.7654 | 0.082859 | 0.041429 |
| M10 | 12.2536481449044 | 13.344154 | 0.9183 | 0.362343 | 0.181171 |
| M11 | 6.39040017517229 | 12.274365 | 0.5206 | 0.604641 | 0.302321 |
| t | 0.676917942340819 | 0.156374 | 4.3288 | 6.1e-05 | 3.1e-05 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.637679073411161 |
| R-squared | 0.406634600666517 |
| Adjusted R-squared | 0.260895730654784 |
| F-TEST (value) | 2.79015886862428 |
| F-TEST (DF numerator) | 14 |
| F-TEST (DF denominator) | 57 |
| p-value | 0.00320286516875912 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 21.1289643553327 |
| Sum Squared Residuals | 25446.6886795483 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 85.6 | 82.6454930622864 | 2.95450693771357 |
| 2 | 89 | 88.3099022351623 | 0.69009776483771 |
| 3 | 97.5 | 91.0008042242127 | 6.49919577578734 |
| 4 | 104 | 99.1008493755155 | 4.89915062448454 |
| 5 | 99.4 | 96.8263532313132 | 2.5736467686868 |
| 6 | 103.2 | 78.9121217386056 | 24.2878782613944 |
| 7 | 103 | 54.1096368765568 | 48.8903631234432 |
| 8 | 91.2 | 78.6254581789933 | 12.5745418210067 |
| 9 | 85.9 | 80.7466372192858 | 5.1533627807142 |
| 10 | 80.7 | 75.104640653338 | 5.595359346662 |
| 11 | 86.7 | 76.4170311719183 | 10.2829688280817 |
| 12 | 80.7 | 88.2685704407991 | -7.56857044079914 |
| 13 | 81.5 | 93.8076881217153 | -12.3076881217153 |
| 14 | 83.4 | 81.8041759477076 | 1.59582405229238 |
| 15 | 83.5 | 92.7038477138497 | -9.20384771384965 |
| 16 | 89.5 | 87.3125213217156 | 2.18747867828439 |
| 17 | 85.8 | 92.6191743246946 | -6.8191743246946 |
| 18 | 77.4 | 85.1460163368889 | -7.74601633688888 |
| 19 | 67.5 | 62.9809667170088 | 4.51903328299118 |
| 20 | 63.7 | 74.494205305155 | -10.7942053051550 |
| 21 | 59.4 | 75.834708777612 | -16.434708777612 |
| 22 | 62 | 72.2750658515133 | -10.2750658515133 |
| 23 | 62.4 | 76.899906325994 | -14.4999063259941 |
| 24 | 58.1 | 79.1227335768788 | -21.0227335768788 |
| 25 | 58 | 77.0833283247633 | -19.0833283247633 |
| 26 | 56.3 | 79.0648485561187 | -22.7648485561187 |
| 27 | 61.4 | 85.5717402233386 | -24.1717402233386 |
| 28 | 59.8 | 82.5217654183079 | -22.7217654183079 |
| 29 | 54.3 | 85.8589782817349 | -31.5589782817349 |
| 30 | 47 | 69.8704254506835 | -22.8704254506835 |
| 31 | 50.5 | 82.855127434767 | -32.3551274347671 |
| 32 | 48.1 | 74.5179282111134 | -26.4179282111134 |
| 33 | 58.8 | 72.298335102691 | -13.4983351026910 |
| 34 | 70.4 | 75.6395867474 | -5.23958674740007 |
| 35 | 71.9 | 87.2414317404 | -15.3414317404 |
| 36 | 73.3 | 88.0566744644314 | -14.7566744644314 |
| 37 | 83.5 | 82.5065303786621 | 0.993469621337868 |
| 38 | 90.1 | 93.290607519614 | -3.19060751961409 |
| 39 | 101.3 | 100.738764494013 | 0.561235505986628 |
| 40 | 98.3 | 92.6911041703586 | 5.60889582964137 |
| 41 | 106.7 | 84.9263537120187 | 21.7736462879813 |
| 42 | 109.9 | 86.8934486046518 | 23.0065513953482 |
| 43 | 111.1 | 101.856230161776 | 9.24376983822357 |
| 44 | 119 | 88.5547368355795 | 30.4452631644205 |
| 45 | 120.7 | 88.2574353836239 | 32.4425646163762 |
| 46 | 104.5 | 90.4641396709638 | 14.0358603290362 |
| 47 | 121.6 | 106.754701057510 | 14.8452989424903 |
| 48 | 129.6 | 100.693458494778 | 28.9065415052217 |
| 49 | 124.5 | 98.658827035148 | 25.841172964852 |
| 50 | 130.1 | 105.777294101558 | 24.3227058984416 |
| 51 | 142.3 | 107.524881445388 | 34.7751185546117 |
| 52 | 140 | 105.963092752182 | 34.036907247818 |
| 53 | 143.3 | 101.091057202703 | 42.2089427972971 |
| 54 | 113.4 | 99.2118141652447 | 14.1881858347553 |
| 55 | 113.8 | 118.967831783459 | -5.16783178345927 |
| 56 | 120.7 | 103.270683981175 | 17.4293160188253 |
| 57 | 112.9 | 104.718087734590 | 8.18191226541041 |
| 58 | 115.5 | 106.141870635464 | 9.35812936453573 |
| 59 | 121.9 | 120.899907556181 | 1.00009244381870 |
| 60 | 119.3 | 111.437587449688 | 7.86241255031245 |
| 61 | 111 | 109.398133077425 | 1.60186692257512 |
| 62 | 114.2 | 114.853171639839 | -0.65317163983893 |
| 63 | 113.5 | 121.959961899197 | -8.45996189919737 |
| 64 | 94 | 118.010666961920 | -24.0106669619204 |
| 65 | 83.2 | 111.378083247536 | -28.1780832475358 |
| 66 | 82.8 | 113.666173703925 | -30.8661737039255 |
| 67 | 85.8 | 110.930207026432 | -25.1302070264317 |
| 68 | 88.7 | 111.936987487984 | -23.2369874879841 |
| 69 | 105.3 | 121.144795782198 | -15.8447957821977 |
| 70 | 113.1 | 126.574696441321 | -13.4746964413206 |
| 71 | 113.8 | 110.087022147997 | 3.71297785200329 |
| 72 | 109.4 | 102.820975573425 | 6.57902442657519 |
