| Multiple Linear Regression - Estimated Regression Equation |
| werkl[t] = + 11.2733558593295 -0.00898720362548001Iprod[t] + 0.109752313169581M1[t] + 0.222885921711642M2[t] + 0.139503708067787M3[t] -0.128586371679523M4[t] -0.502276293141087M5[t] -0.151493643504616M6[t] -0.49851200356862M7[t] + 0.0682543790177037M8[t] + 0.547008063529259M9[t] -0.202961986883062M10[t] -0.37961074167442M11[t] -0.00281201299111269t + 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) | 11.2733558593295 | 1.620446 | 6.9569 | 0 | 0 |
| Iprod | -0.00898720362548001 | 0.00492 | -1.8267 | 0.074237 | 0.037119 |
| M1 | 0.109752313169581 | 0.264388 | 0.4151 | 0.679986 | 0.339993 |
| M2 | 0.222885921711642 | 0.278508 | 0.8003 | 0.42766 | 0.21383 |
| M3 | 0.139503708067787 | 0.28873 | 0.4832 | 0.631272 | 0.315636 |
| M4 | -0.128586371679523 | 0.320183 | -0.4016 | 0.689836 | 0.344918 |
| M5 | -0.502276293141087 | 0.308896 | -1.626 | 0.110774 | 0.055387 |
| M6 | -0.151493643504616 | 0.271472 | -0.558 | 0.579519 | 0.289759 |
| M7 | -0.49851200356862 | 0.286829 | -1.738 | 0.0889 | 0.04445 |
| M8 | 0.0682543790177037 | 0.287268 | 0.2376 | 0.813248 | 0.406624 |
| M9 | 0.547008063529259 | 0.269667 | 2.0285 | 0.048326 | 0.024163 |
| M10 | -0.202961986883062 | 0.405014 | -0.5011 | 0.618674 | 0.309337 |
| M11 | -0.37961074167442 | 0.407526 | -0.9315 | 0.356459 | 0.178229 |
| t | -0.00281201299111269 | 0.004808 | -0.5849 | 0.561474 | 0.280737 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.657206628108399 |
| R-squared | 0.431920552029611 |
| Adjusted R-squared | 0.271376360211893 |
| F-TEST (value) | 2.69035302454300 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 46 |
| p-value | 0.00676045586162599 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.414257639036294 |
| Sum Squared Residuals | 7.89403200899652 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 8.1 | 8.15389005796068 | -0.0538900579606841 |
| 2 | 8.3 | 8.75311553073769 | -0.453115530737686 |
| 3 | 8.2 | 8.72893300911853 | -0.528933009118533 |
| 4 | 8.1 | 8.40770257607742 | -0.307702576077421 |
| 5 | 7.7 | 8.01861855654907 | -0.318618556549072 |
| 6 | 7.6 | 8.12752957675666 | -0.527529576756662 |
| 7 | 7.7 | 7.89003924902005 | -0.190039249020046 |
| 8 | 8.2 | 8.56184006212102 | -0.361840062121017 |
| 9 | 8.4 | 8.8193926855423 | -0.419392685542295 |
| 10 | 8.4 | 8.48900919253642 | -0.0890091925364214 |
| 11 | 8.6 | 8.52883619321566 | 0.0711638067843368 |
| 12 | 8.4 | 8.22170872599994 | 0.178291274000059 |
| 13 | 8.5 | 8.30438357638961 | 0.195616423610387 |
| 14 | 8.7 | 8.6681443141791 | 0.0318556858209007 |
| 15 | 8.7 | 8.47590108476347 | 0.224098915236533 |
| 16 | 8.6 | 8.49977927094079 | 0.100220729059211 |
| 17 | 7.4 | 8.0199244947951 | -0.619924494795091 |
| 18 | 7.3 | 7.83046035463675 | -0.530460354636745 |
| 19 | 7.4 | 7.77990386231011 | -0.379903862310113 |
| 20 | 9 | 8.55236135601646 | 0.44763864398354 |
| 21 | 9.2 | 8.50794393762161 | 0.692056062378389 |
| 22 | 9.2 | 8.42201238322879 | 0.777987616771206 |
| 23 | 8.5 | 8.25782986160964 | 0.242170138390362 |
| 24 | 8.3 | 7.98665120889584 | 0.313348791104163 |
| 25 | 8.3 | 8.20323539330516 | 0.0967646066948395 |
| 26 | 8.6 | 8.45825096722634 | 0.141749032773661 |
| 27 | 8.6 | 8.33251304463926 | 0.267486955360741 |
| 28 | 8.5 | 8.33661938284052 | 0.163380617159476 |
| 29 | 8.1 | 7.92506735424848 | 0.174932645751524 |
| 30 | 8.1 | 7.87670231101017 | 0.223297688989835 |
| 31 | 8 | 7.77042515620556 | 0.229574843794443 |
| 32 | 8.6 | 8.44851701184436 | 0.151482988155635 |
| 33 | 8.7 | 8.478693383541 | 0.221306616459001 |
| 34 | 8.7 | 8.53835452788096 | 0.161645472119042 |
| 35 | 8.6 | 8.2204908242661 | 0.379509175733905 |
| 36 | 8.4 | 8.00143795258008 | 0.398562047419923 |
| 37 | 8.4 | 8.38158924297314 | 0.0184107570268628 |
| 38 | 8.7 | 8.37867207284304 | 0.321327927156961 |
| 39 | 8.7 | 8.40751405261421 | 0.292485947385785 |
| 40 | 8.5 | 8.21390191105492 | 0.286098088945080 |
| 41 | 8.3 | 7.75022410143509 | 0.549775898564914 |
| 42 | 8.3 | 7.59670877577866 | 0.703291224221341 |
| 43 | 8.3 | 7.81756583294152 | 0.482434167058476 |
| 44 | 8.1 | 8.0400064647685 | 0.0599935352315046 |
| 45 | 8.2 | 8.35327975066775 | -0.153279750667751 |
| 46 | 8.1 | 8.39856136920694 | -0.298561369206942 |
| 47 | 8.1 | 8.07620406377934 | 0.0237959362206616 |
| 48 | 7.9 | 7.8868089640574 | 0.0131910359425956 |
| 49 | 7.7 | 7.9569017293714 | -0.256901729371404 |
| 50 | 8.1 | 8.14181711501384 | -0.0418171150138374 |
| 51 | 8 | 8.25513880886453 | -0.255138808864526 |
| 52 | 7.7 | 7.94199685908635 | -0.241996859086347 |
| 53 | 7.8 | 7.58616549297227 | 0.213834507027725 |
| 54 | 7.6 | 7.46859898181777 | 0.131401018182232 |
| 55 | 7.4 | 7.54206589952276 | -0.14206589952276 |
| 56 | 7.7 | 7.99727510524966 | -0.297275105249663 |
| 57 | 7.8 | 8.14069024262735 | -0.340690242627345 |
| 58 | 7.5 | 8.05206252714688 | -0.552062527146885 |
| 59 | 7.2 | 7.91663905712927 | -0.716639057129265 |
| 60 | 7 | 7.90339314846674 | -0.90339314846674 |
