| Multiple Linear Regression - Estimated Regression Equation |
| BTW[t] = -31.8463850565652 + 1.39895751478604ind.prod[t] -9.76684852967163M1[t] -12.2717930785072M2[t] -12.9140502156034M3[t] -12.0171272716871M4[t] -10.5711495990552M5[t] -13.8771596829217M6[t] -1.15716967740919M7[t] -16.4205288703031M8[t] -18.5653579448258M9[t] -18.7134939399829M10[t] -11.4563560380362M11[t] + 0.482891608857794t + 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) | -31.8463850565652 | 17.783683 | -1.7908 | 0.077848 | 0.038924 |
| ind.prod | 1.39895751478604 | 0.190539 | 7.3421 | 0 | 0 |
| M1 | -9.76684852967163 | 3.004249 | -3.251 | 0.001801 | 0.000901 |
| M2 | -12.2717930785072 | 3.015085 | -4.0701 | 0.000126 | 6.3e-05 |
| M3 | -12.9140502156034 | 3.920473 | -3.294 | 0.00158 | 0.00079 |
| M4 | -12.0171272716871 | 3.127886 | -3.8419 | 0.000274 | 0.000137 |
| M5 | -10.5711495990552 | 3.136741 | -3.3701 | 0.00125 | 0.000625 |
| M6 | -13.8771596829217 | 3.857704 | -3.5973 | 0.00061 | 0.000305 |
| M7 | -1.15716967740919 | 3.765508 | -0.3073 | 0.759562 | 0.379781 |
| M8 | -16.4205288703031 | 3.008904 | -5.4573 | 1e-06 | 0 |
| M9 | -18.5653579448258 | 3.869337 | -4.7981 | 9e-06 | 5e-06 |
| M10 | -18.7134939399829 | 4.06099 | -4.6081 | 1.9e-05 | 9e-06 |
| M11 | -11.4563560380362 | 3.398561 | -3.3709 | 0.001247 | 0.000623 |
| t | 0.482891608857794 | 0.034687 | 13.9212 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.96305775769146 |
| R-squared | 0.927480244649703 |
| Adjusted R-squared | 0.913409247342929 |
| F-TEST (value) | 65.914321808817 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 67 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 5.37970400989492 |
| Sum Squared Residuals | 1939.06142068332 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 106 | 97.0866604834821 | 8.91333951651786 |
| 2 | 100.9 | 97.4428353186403 | 3.45716468135969 |
| 3 | 114.3 | 111.133149186784 | 3.16685081321634 |
| 4 | 101.2 | 92.9275585325533 | 8.27244146744675 |
| 5 | 109.2 | 102.550694145366 | 6.6493058546338 |
| 6 | 111.6 | 105.743092983937 | 5.85690701606255 |
| 7 | 91.7 | 83.6922452256995 | 8.0077547743005 |
| 8 | 93.7 | 88.0774955942322 | 5.6225044057678 |
| 9 | 105.7 | 95.2289904717193 | 10.4710095282807 |
| 10 | 109.5 | 107.314989209623 | 2.18501079037723 |
| 11 | 105.3 | 105.122420365446 | 0.177579634553670 |
| 12 | 102.8 | 100.833760840822 | 1.96623915917771 |
| 13 | 100.6 | 99.2440702513316 | 1.35592974866835 |
| 14 | 97.6 | 97.0821215598753 | 0.517878440124718 |
| 15 | 110.3 | 110.772435428019 | -0.472435428018609 |
| 16 | 107.2 | 108.095273187913 | -0.895273187913257 |
| 17 | 107.2 | 108.485289203138 | -1.28528920313832 |
| 18 | 108.1 | 109.439356018052 | -1.33935601805191 |
| 19 | 97.1 | 96.4817321059232 | 0.618267894076764 |
| 20 | 92.2 | 90.234905362082 | 1.96509463791802 |
| 21 | 112.2 | 109.277539115250 | 2.92246088474956 |
| 22 | 111.6 | 117.586352563232 | -5.98635256323163 |
| 23 | 115.7 | 110.077745162868 | 5.62225483713175 |
| 24 | 111.3 | 108.447104916338 | 2.85289508366236 |
| 25 | 104.2 | 106.717518575368 | -2.51751857536843 |
| 26 | 103.2 | 104.135882629476 | -0.935882629476248 |
| 27 | 112.7 | 115.727760225441 | -3.02776022544052 |
| 28 | 106.4 | 113.330389488292 | -6.93038948829238 |
| 29 | 102.6 | 108.824054201766 | -6.22405420176629 |
| 30 | 110.6 | 114.954263821388 | -4.35426382138823 |
| 31 | 95.2 | 104.234971932917 | -9.03497193291722 |
| 32 | 89 | 92.9518981358462 | -3.95189813584624 |
| 33 | 112.5 | 119.129215214423 | -6.62921521442349 |
| 34 | 116.8 | 122.121990106218 | -5.32199010621772 |
| 35 | 107.2 | 111.535676173325 | -4.33567617332504 |
| 36 | 113.6 | 121.096696045083 | -7.49669604508278 |
| 37 | 101.8 | 109.294615597654 | -7.49461559765405 |
| 38 | 102.6 | 109.930581935770 | -7.33058193576979 |
| 39 | 122.7 | 131.734849389672 | -9.03484938967215 |
| 40 | 110.3 | 119.404880297543 | -9.10488029754313 |
| 41 | 110.5 | 113.639483247710 | -3.1394832477096 |
| 42 | 121.6 | 130.401769979705 | -8.80176997970545 |
| 43 | 100.3 | 110.029671239211 | -9.72967123921076 |
| 44 | 100.7 | 108.399404294163 | -7.69940429416345 |
| 45 | 123.4 | 130.939431834297 | -7.53943183429698 |
| 46 | 127.1 | 125.958148891811 | 1.14185110818920 |
| 47 | 124.1 | 124.744850307985 | -0.644850307984609 |
| 48 | 131.2 | 133.466495670871 | -2.26649567087069 |
| 49 | 111.6 | 114.389836146555 | -2.78983614655456 |
| 50 | 114.2 | 114.186427975799 | 0.0135720242013283 |
| 51 | 130.1 | 126.337888577677 | 3.76211142232265 |
| 52 | 125.9 | 125.059683852358 | 0.840316147641959 |
| 53 | 119 | 120.413452814353 | -1.41345281435334 |
| 54 | 133.8 | 139.693863072964 | -5.89386307296407 |
| 55 | 107.5 | 106.731146699395 | 0.768853300604977 |
| 56 | 113.5 | 112.655250334192 | 0.844749665807667 |
| 57 | 134.4 | 135.475069377283 | -1.07506937728309 |
| 58 | 126.8 | 125.597435133046 | 1.20256486695425 |
| 59 | 135.6 | 137.394441436730 | -1.79444143672973 |
| 60 | 139.9 | 140.240465237514 | -0.340465237514446 |
| 61 | 129.8 | 126.339948517907 | 3.46005148209333 |
| 62 | 131 | 126.696123353065 | 4.3038766469348 |
| 63 | 153.1 | 147.241329043660 | 5.85867095633987 |
| 64 | 134.1 | 127.916572377601 | 6.1834276223991 |
| 65 | 144.1 | 142.715850795122 | 1.38414920487782 |
| 66 | 155.9 | 146.467832639608 | 9.43216736039218 |
| 67 | 123.3 | 118.821154822226 | 4.47884517777426 |
| 68 | 128.1 | 125.164945711459 | 2.93505428854113 |
| 69 | 144.3 | 143.508100707234 | 0.791899292765735 |
| 70 | 153 | 146.221084096071 | 6.77891590392868 |
| 71 | 149.9 | 148.924866553646 | 0.975133446353958 |
| 72 | 150.9 | 145.615477289372 | 5.28452271062783 |
| 73 | 141 | 141.927350427702 | -0.9273504277025 |
| 74 | 138.9 | 138.926027227375 | -0.0260272273745058 |
| 75 | 157.4 | 157.652588148748 | -0.252588148747583 |
| 76 | 142.9 | 141.265642263739 | 1.63435773626097 |
| 77 | 151.7 | 147.671175592544 | 4.02882440745592 |
| 78 | 161 | 155.899821484345 | 5.10017851565493 |
| 79 | 138.6 | 133.709077974629 | 4.89092202537147 |
| 80 | 136 | 135.716100568025 | 0.283899431975055 |
| 81 | 151.9 | 150.841653279792 | 1.05834672020754 |
