Multiple Linear Regression - Estimated Regression Equation
X[t] = + 389.155925196851 -7.52559055118119Y[t] + 2.2411400918632M1[t] -15.1986056430446M2[t] -21.3065403543307M3[t] -35.5175459317585M4[t] -34.5052050524935M5[t] + 11.8458366141732M6[t] -25.6715862860892M7[t] -21.6841666666666M8[t] + 16.0825049212599M9[t] -60.0464534120734M10[t] -62.0079708005249M11[t] + 0.666911089238846t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)389.15592519685134.92916611.141300
Y-7.525590551181194.119764-1.82670.0742370.037119
M12.24114009186327.6578750.29270.7710990.38555
M2-15.19860564304467.799657-1.94860.0574550.028728
M3-21.30654035433077.76483-2.7440.0086260.004313
M4-35.51754593175857.663006-4.63493e-051.5e-05
M5-34.50520505249357.655622-4.50724.5e-052.2e-05
M611.84583661417327.6862581.54120.1301270.065063
M7-25.67158628608927.686879-3.33970.001670.000835
M8-21.68416666666667.678863-2.82390.006990.003495
M916.08250492125997.7921412.06390.0446910.022345
M10-60.04645341207347.728294-7.769700
M11-62.00797080052497.62264-8.134700
t0.6669110892388460.0991466.726600


Multiple Linear Regression - Regression Statistics
Multiple R0.933813178790619
R-squared0.87200705288304
Adjusted R-squared0.835835133045638
F-TEST (value)24.1072925297536
F-TEST (DF numerator)13
F-TEST (DF denominator)46
p-value3.33066907387547e-16
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation11.9874974471114
Sum Squared Residuals6610.20437204716


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1359331.10669291338727.8933070866129
2304.6312.82874015748-8.22874015748024
3297.7308.140275590551-10.4402755905512
4303.3295.348740157487.9512598425197
5304.7300.0382283464574.66177165354334
6331.3347.808740157480-16.5087401574803
7318.8310.2056692913398.59433070866145
8306.8311.097204724409-4.29720472440946
9331.1348.025669291339-16.9256692913386
10284.1272.56362204724411.5363779527559
11259.7269.763897637795-10.0638976377952
12335.8333.9438976377951.85610236220474
13338.5336.0993897637792.40061023622085
14310.3317.821437007874-7.52143700787398
15322.1312.3804133858279.71958661417329
16289.3299.588877952756-10.2888779527559
17300.8310.298838582677-9.4988385826772
18360.6358.0693503937012.53064960629918
19327.3320.4662795275596.8337204724409
20304.1313.079665354331-8.97966535433061
21362350.0081299212611.9918700787402
22287.8274.54608267716513.2539173228348
23286.1278.5193897637797.58061023622051
24358.2342.69938976377915.5006102362205
25346345.6074409448820.392559055118447
26329.9326.5769291338583.32307086614171
27334.3321.13590551181113.164094488189
28303.7308.34437007874-4.64437007874015
29307.6313.033858267717-5.43385826771652
30351.7360.051811023622-8.35181102362206
31324.6323.9538582677170.646141732283486
32311.9324.092834645669-12.1928346456693
33361.5361.773858267716-0.273858267716511
34271.1286.311811023622-15.211811023622
35286.5285.7697637795280.730236220472475
36352.8349.9497637795282.85023622047248
37322.4352.857814960630-30.4578149606296
38335333.8273031496061.17269685039369
39322.2328.386279527559-6.18627952755905
40313.6316.347303149606-2.74730314960627
41323.3319.5316732283463.76832677165357
42379.1366.54962598425212.5503740157481
43315.6329.699114173228-14.0991141732283
44353.6335.85856299212617.741437007874
45371.7373.539586614173-1.83958661417327
46282.9298.830098425197-15.9300984251969
47298.8297.5354921259841.26450787401573
48361.8361.7154921259840.0845078740157477
49365.9366.128661417323-0.228661417322606
50357.6346.34559055118111.2544094488188
51335.4341.657125984252-6.25712598425205
52340.1330.3707086614179.72929133858261
53337.8331.2974015748036.50259842519681
54389.6379.8204724409459.77952755905507
55342.5344.475078740158-1.97507874015756
56354.6346.8717322834657.72826771653537
57391.6384.5527559055127.04724409448812
58317.7311.3483858267726.35161417322822
59312.8312.3114566929140.488543307086506
60356.2376.491456692914-20.2914566929135