| Multiple Linear Regression - Estimated Regression Equation |
| werkl50[t] = + 92451.0982905983 + 12142.2820512820premie[t] -413.28632478629M1[t] -1882.95299145299M2[t] -4371.78632478633M3[t] -6482.45299145299M4[t] -8806.78632478633M5[t] -9328.11965811966M6[t] + 4621.33333333333M7[t] + 9485.16666666667M8[t] + 10731.8333333333M9[t] + 6585.66666666666M10[t] + 1554M11[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) | 92451.0982905983 | 1421.270844 | 65.0482 | 0 | 0 |
| premie | 12142.2820512820 | 840.251865 | 14.4508 | 0 | 0 |
| M1 | -413.28632478629 | 1754.720948 | -0.2355 | 0.814614 | 0.407307 |
| M2 | -1882.95299145299 | 1754.720948 | -1.0731 | 0.287605 | 0.143803 |
| M3 | -4371.78632478633 | 1754.720948 | -2.4914 | 0.015554 | 0.007777 |
| M4 | -6482.45299145299 | 1754.720948 | -3.6943 | 0.000484 | 0.000242 |
| M5 | -8806.78632478633 | 1754.720948 | -5.0189 | 5e-06 | 3e-06 |
| M6 | -9328.11965811966 | 1754.720948 | -5.316 | 2e-06 | 1e-06 |
| M7 | 4621.33333333333 | 1749.123738 | 2.6421 | 0.010533 | 0.005267 |
| M8 | 9485.16666666667 | 1749.123738 | 5.4228 | 1e-06 | 1e-06 |
| M9 | 10731.8333333333 | 1749.123738 | 6.1355 | 0 | 0 |
| M10 | 6585.66666666666 | 1749.123738 | 3.7651 | 0.000386 | 0.000193 |
| M11 | 1554 | 1749.123738 | 0.8884 | 0.377909 | 0.188955 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.956206137182481 |
| R-squared | 0.914330176785442 |
| Adjusted R-squared | 0.896905805962142 |
| F-TEST (value) | 52.4742147683632 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 59 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 3029.57118210534 |
| Sum Squared Residuals | 541519791.299144 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 88900 | 92037.8119658118 | -3137.81196581178 |
| 2 | 87280 | 90568.1452991453 | -3288.14529914531 |
| 3 | 85519 | 88079.311965812 | -2560.31196581197 |
| 4 | 83647 | 85968.6452991453 | -2321.64529914531 |
| 5 | 81616 | 83644.311965812 | -2028.31196581197 |
| 6 | 80100 | 83122.9786324786 | -3022.97863247864 |
| 7 | 94027 | 97072.4316239316 | -3045.43162393164 |
| 8 | 102327 | 101936.264957265 | 390.735042735036 |
| 9 | 104296 | 103182.931623932 | 1113.06837606837 |
| 10 | 101593 | 99036.764957265 | 2556.23504273503 |
| 11 | 94816 | 94005.0982905983 | 810.90170940169 |
| 12 | 93535 | 92451.0982905983 | 1083.9017094017 |
| 13 | 93618 | 92037.811965812 | 1580.18803418799 |
| 14 | 92330 | 90568.1452991453 | 1761.85470085469 |
| 15 | 90751 | 88079.311965812 | 2671.68803418803 |
| 16 | 88576 | 85968.6452991453 | 2607.35470085469 |
| 17 | 86102 | 83644.311965812 | 2457.68803418803 |
| 18 | 85494 | 83122.9786324786 | 2371.02136752136 |
| 19 | 103432 | 109214.713675214 | -5782.71367521367 |
| 20 | 108870 | 114078.547008547 | -5208.54700854701 |
| 21 | 109713 | 115325.213675214 | -5612.21367521367 |
| 22 | 106960 | 111179.047008547 | -4219.04700854701 |
| 23 | 103195 | 106147.380341880 | -2952.38034188034 |
| 24 | 102348 | 104593.380341880 | -2245.38034188034 |
| 25 | 102158 | 104180.094017094 | -2022.09401709405 |
| 26 | 100431 | 102710.427350427 | -2279.42735042735 |
| 27 | 97649 | 100221.594017094 | -2572.59401709401 |
| 28 | 95611 | 98110.9273504273 | -2499.92735042735 |
| 29 | 93035 | 95786.594017094 | -2751.59401709401 |
| 30 | 93579 | 95265.2606837607 | -1686.26068376068 |
| 31 | 111777 | 109214.713675214 | 2562.28632478633 |
| 32 | 116065 | 114078.547008547 | 1986.45299145299 |
| 33 | 116609 | 115325.213675214 | 1283.78632478632 |
| 34 | 112934 | 111179.047008547 | 1754.95299145299 |
| 35 | 107660 | 106147.380341880 | 1512.61965811966 |
| 36 | 107965 | 104593.380341880 | 3371.61965811966 |
| 37 | 107772 | 104180.094017094 | 3591.90598290595 |
| 38 | 106201 | 102710.427350427 | 3490.57264957265 |
| 39 | 102288 | 100221.594017094 | 2066.40598290599 |
| 40 | 99217 | 98110.9273504273 | 1106.07264957265 |
| 41 | 96511 | 95786.594017094 | 724.405982905987 |
| 42 | 96456 | 95265.2606837607 | 1190.73931623932 |
| 43 | 113021 | 109214.713675214 | 3806.28632478633 |
| 44 | 117836 | 114078.547008547 | 3757.45299145299 |
| 45 | 118492 | 115325.213675214 | 3166.78632478632 |
| 46 | 113922 | 111179.047008547 | 2742.95299145299 |
| 47 | 109317 | 106147.380341880 | 3169.61965811966 |
| 48 | 107496 | 104593.380341880 | 2902.61965811966 |
| 49 | 105524 | 104180.094017094 | 1343.90598290595 |
| 50 | 103824 | 102710.427350427 | 1113.57264957265 |
| 51 | 101833 | 100221.594017094 | 1611.40598290599 |
| 52 | 99436 | 98110.9273504273 | 1325.07264957265 |
| 53 | 96915 | 95786.594017094 | 1128.40598290599 |
| 54 | 96072 | 95265.2606837607 | 806.73931623932 |
| 55 | 111941 | 109214.713675214 | 2726.28632478633 |
| 56 | 116008 | 114078.547008547 | 1929.45299145299 |
| 57 | 117557 | 115325.213675214 | 2231.78632478632 |
| 58 | 113445 | 111179.047008547 | 2265.95299145299 |
| 59 | 108762 | 106147.380341880 | 2614.61965811966 |
| 60 | 106661 | 104593.380341880 | 2067.61965811966 |
| 61 | 102824 | 104180.094017094 | -1356.09401709405 |
| 62 | 101912 | 102710.427350427 | -798.427350427346 |
| 63 | 99005 | 100221.594017094 | -1216.59401709401 |
| 64 | 97894 | 98110.9273504273 | -216.927350427346 |
| 65 | 96256 | 95786.594017094 | 469.405982905986 |
| 66 | 95606 | 95265.2606837607 | 340.739316239321 |
| 67 | 108948 | 109214.713675214 | -266.713675213673 |
| 68 | 111223 | 114078.547008547 | -2855.54700854701 |
| 69 | 113142 | 115325.213675214 | -2183.21367521367 |
| 70 | 106078 | 111179.047008547 | -5101.04700854701 |
| 71 | 100992 | 106147.380341880 | -5155.38034188034 |
| 72 | 97413 | 104593.380341880 | -7180.38034188034 |
