| Multiple Linear Regression - Estimated Regression Equation |
| x[t] = + 97.4816091954023 -8.10852490421458M1[t] -9.7053913519431M2[t] + 5.66917077175697M3[t] -5.35626710454297M4[t] -3.68170498084293M5[t] + 3.99285714285713M6[t] -17.9325807334428M7[t] -18.6580186097428M8[t] -0.569170771756992M9[t] + 0.491351943076064M10[t] -1.32932402846197M11[t] + 0.654009304871374t + 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) | 97.4816091954023 | 3.262915 | 29.8756 | 0 | 0 |
| M1 | -8.10852490421458 | 3.994623 | -2.0299 | 0.046286 | 0.023143 |
| M2 | -9.7053913519431 | 3.993301 | -2.4304 | 0.017725 | 0.008863 |
| M3 | 5.66917077175697 | 3.992273 | 1.42 | 0.160166 | 0.080083 |
| M4 | -5.35626710454297 | 3.991538 | -1.3419 | 0.18409 | 0.092045 |
| M5 | -3.68170498084293 | 3.991096 | -0.9225 | 0.35954 | 0.17977 |
| M6 | 3.99285714285713 | 3.990949 | 1.0005 | 0.320626 | 0.160313 |
| M7 | -17.9325807334428 | 3.991096 | -4.4931 | 2.8e-05 | 1.4e-05 |
| M8 | -18.6580186097428 | 3.991538 | -4.6744 | 1.4e-05 | 7e-06 |
| M9 | -0.569170771756992 | 3.992273 | -0.1426 | 0.887053 | 0.443526 |
| M10 | 0.491351943076064 | 4.142171 | 0.1186 | 0.905925 | 0.452962 |
| M11 | -1.32932402846197 | 4.141746 | -0.321 | 0.749227 | 0.374614 |
| t | 0.654009304871374 | 0.034257 | 19.091 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.932272717360232 |
| R-squared | 0.86913241953423 |
| Adjusted R-squared | 0.846038140628507 |
| F-TEST (value) | 37.634100769382 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 68 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 7.17346853859014 |
| Sum Squared Residuals | 3499.1882594417 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 106 | 90.0270935960593 | 15.9729064039407 |
| 2 | 100.9 | 89.084236453202 | 11.8157635467980 |
| 3 | 114.3 | 105.112807881773 | 9.18719211822658 |
| 4 | 101.2 | 94.7413793103448 | 6.45862068965518 |
| 5 | 109.2 | 97.0699507389163 | 12.1300492610837 |
| 6 | 111.6 | 105.398522167488 | 6.20147783251231 |
| 7 | 91.7 | 84.1270935960591 | 7.5729064039409 |
| 8 | 93.7 | 84.0556650246305 | 9.64433497536948 |
| 9 | 105.7 | 102.798522167488 | 2.90147783251233 |
| 10 | 109.5 | 104.513054187192 | 4.9869458128079 |
| 11 | 105.3 | 103.346387520525 | 1.95361247947456 |
| 12 | 102.8 | 105.329720853859 | -2.52972085385879 |
| 13 | 100.6 | 97.8752052545156 | 2.72479474548442 |
| 14 | 97.6 | 96.9323481116584 | 0.667651888341568 |
| 15 | 110.3 | 112.960919540230 | -2.66091954022987 |
| 16 | 107.2 | 102.589490968801 | 4.6105090311987 |
| 17 | 107.2 | 104.918062397373 | 2.28193760262728 |
| 18 | 108.1 | 113.246633825944 | -5.14663382594417 |
| 19 | 97.1 | 91.9752052545156 | 5.12479474548441 |
| 20 | 92.2 | 91.903776683087 | 0.296223316912988 |
| 21 | 112.2 | 110.646633825944 | 1.55336617405584 |
| 22 | 111.6 | 112.361165845649 | -0.761165845648604 |
| 23 | 115.7 | 111.194499178982 | 4.50550082101807 |
| 24 | 111.3 | 113.177832512315 | -1.87783251231528 |
| 25 | 104.2 | 105.723316912972 | -1.52331691297203 |
| 26 | 103.2 | 104.780459770115 | -1.58045977011492 |
| 27 | 112.7 | 120.809031198686 | -8.10903119868635 |
| 28 | 106.4 | 110.437602627258 | -4.03760262725778 |
| 29 | 102.6 | 112.766174055829 | -10.1661740558292 |
| 30 | 110.6 | 121.094745484401 | -10.4947454844007 |
| 31 | 95.2 | 99.823316912972 | -4.62331691297207 |
| 32 | 89 | 99.7518883415435 | -10.7518883415435 |
| 33 | 112.5 | 118.494745484401 | -5.99474548440066 |
| 34 | 116.8 | 120.209277504105 | -3.40927750410509 |
| 35 | 107.2 | 119.042610837438 | -11.8426108374384 |
| 36 | 113.6 | 121.025944170772 | -7.42594417077177 |
| 37 | 101.8 | 113.571428571429 | -11.7714285714285 |
| 38 | 102.6 | 112.628571428571 | -10.0285714285714 |
| 39 | 122.7 | 128.657142857143 | -5.95714285714286 |
| 40 | 110.3 | 118.285714285714 | -7.9857142857143 |
| 41 | 110.5 | 120.614285714286 | -10.1142857142857 |
| 42 | 121.6 | 128.942857142857 | -7.34285714285715 |
| 43 | 100.3 | 107.671428571429 | -7.37142857142857 |
| 44 | 100.7 | 107.6 | -6.9 |
| 45 | 123.4 | 126.342857142857 | -2.94285714285714 |
| 46 | 127.1 | 128.057389162562 | -0.957389162561581 |
| 47 | 124.1 | 126.890722495895 | -2.79072249589492 |
| 48 | 131.2 | 128.874055829228 | 2.32594417077173 |
| 49 | 111.6 | 121.419540229885 | -9.81954022988503 |
| 50 | 114.2 | 120.476683087028 | -6.2766830870279 |
| 51 | 130.1 | 136.505254515599 | -6.40525451559935 |
| 52 | 125.9 | 126.133825944171 | -0.233825944170769 |
| 53 | 119 | 128.462397372742 | -9.4623973727422 |
| 54 | 133.8 | 136.790968801314 | -2.99096880131362 |
| 55 | 107.5 | 115.519540229885 | -8.01954022988506 |
| 56 | 113.5 | 115.448111658456 | -1.94811165845649 |
| 57 | 134.4 | 134.190968801314 | 0.209031198686370 |
| 58 | 126.8 | 135.905500821018 | -9.10550082101806 |
| 59 | 135.6 | 134.738834154351 | 0.861165845648596 |
| 60 | 139.9 | 136.722167487685 | 3.17783251231526 |
| 61 | 129.8 | 129.267651888342 | 0.532348111658499 |
| 62 | 131 | 128.324794745484 | 2.67520525451561 |
| 63 | 153.1 | 144.353366174056 | 8.74663382594417 |
| 64 | 134.1 | 133.981937602627 | 0.118062397372728 |
| 65 | 144.1 | 136.310509031199 | 7.78949096880131 |
| 66 | 155.9 | 144.639080459770 | 11.2609195402299 |
| 67 | 123.3 | 123.367651888342 | -0.0676518883415553 |
| 68 | 128.1 | 123.296223316913 | 4.80377668308701 |
| 69 | 144.3 | 142.039080459770 | 2.26091954022989 |
| 70 | 153 | 143.753612479475 | 9.24638752052545 |
| 71 | 149.9 | 142.586945812808 | 7.31305418719211 |
| 72 | 150.9 | 144.570279146141 | 6.32972085385876 |
| 73 | 141 | 137.115763546798 | 3.884236453202 |
| 74 | 138.9 | 136.172906403941 | 2.72709359605912 |
| 75 | 157.4 | 152.201477832512 | 5.19852216748769 |
| 76 | 142.9 | 141.830049261084 | 1.06995073891625 |
| 77 | 151.7 | 144.158620689655 | 7.54137931034482 |
| 78 | 161 | 152.487192118227 | 8.51280788177339 |
| 79 | 138.6 | 131.215763546798 | 7.38423645320195 |
| 80 | 136 | 131.144334975369 | 4.85566502463053 |
| 81 | 151.9 | 149.887192118227 | 2.01280788177338 |
