| Multiple Linear Regression - Estimated Regression Equation |
| Dollarkoers[t] = + 0.921040858135407 + 0.00340081831326493Olieprijs[t] + 0.202137970751832Inval_in_IraK_mei2003[t] -0.0137909931864788M1[t] -0.0208217741230416M2[t] -0.027360595681306M3[t] -0.0296249791833293M4[t] -0.0425949410234984M5[t] -0.0493193108869674M6[t] -0.0502845127022556M7[t] -0.0578022704532755M8[t] -0.0491380915295684M9[t] -0.0361345127022555M10[t] -0.0330043764241018M11[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) | 0.921040858135407 | 0.033043 | 27.874 | 0 | 0 |
| Olieprijs | 0.00340081831326493 | 0.000574 | 5.9241 | 0 | 0 |
| Inval_in_IraK_mei2003 | 0.202137970751832 | 0.021897 | 9.2313 | 0 | 0 |
| M1 | -0.0137909931864788 | 0.03684 | -0.3744 | 0.709556 | 0.354778 |
| M2 | -0.0208217741230416 | 0.036861 | -0.5649 | 0.574415 | 0.287207 |
| M3 | -0.027360595681306 | 0.036949 | -0.7405 | 0.462091 | 0.231046 |
| M4 | -0.0296249791833293 | 0.037014 | -0.8004 | 0.426879 | 0.213439 |
| M5 | -0.0425949410234984 | 0.036803 | -1.1574 | 0.252027 | 0.126014 |
| M6 | -0.0493193108869674 | 0.036843 | -1.3386 | 0.186098 | 0.093049 |
| M7 | -0.0502845127022556 | 0.036952 | -1.3608 | 0.179022 | 0.089511 |
| M8 | -0.0578022704532755 | 0.037036 | -1.5607 | 0.124231 | 0.062115 |
| M9 | -0.0491380915295684 | 0.036969 | -1.3292 | 0.189185 | 0.094593 |
| M10 | -0.0361345127022555 | 0.036952 | -0.9779 | 0.332335 | 0.166168 |
| M11 | -0.0330043764241018 | 0.038395 | -0.8596 | 0.393678 | 0.196839 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.91626217604825 |
| R-squared | 0.839536375256675 |
| Adjusted R-squared | 0.80228589094126 |
| F-TEST (value) | 22.5375962403061 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 56 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.0607069438626921 |
| Sum Squared Residuals | 0.206378649856291 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 0.8833 | 0.969586864631072 | -0.0862868646310719 |
| 2 | 0.87 | 0.977077577892152 | -0.107077577892152 |
| 3 | 0.8758 | 0.978360638454397 | -0.102560638454397 |
| 4 | 0.8858 | 0.975756173121047 | -0.0899561731210474 |
| 5 | 0.917 | 0.959385392967613 | -0.0423853929676134 |
| 6 | 0.9554 | 0.957082086911389 | -0.00168208691138883 |
| 7 | 0.9922 | 0.959177621578039 | 0.0330223784219609 |
| 8 | 0.9778 | 0.95642100946559 | 0.0213789905344099 |
| 9 | 0.9808 | 0.96474510655797 | 0.0160548934420293 |
| 10 | 0.9811 | 0.967546230445489 | 0.0135537695545112 |
| 11 | 1.0014 | 0.98461972180803 | 0.0167802781919713 |
| 12 | 1.0183 | 1.00402082497907 | 0.0142791750209292 |
| 13 | 1.0622 | 1.01029465984086 | 0.051905340159145 |
| 14 | 1.0773 | 1.00734486088021 | 0.0699551391197897 |
| 15 | 1.0807 | 0.995024648189396 | 0.0856753518106045 |
| 16 | 1.0848 | 0.97745658227768 | 0.10734341772232 |
| 17 | 1.1582 | 1.16764483668332 | -0.00944483668332232 |
| 18 | 1.1663 | 1.16466136696444 | 0.00163863303555519 |
| 19 | 1.1372 | 1.16607673796844 | -0.0288767379684419 |
| 20 | 1.1139 | 1.16263996219334 | -0.04873996219334 |
| 21 | 1.1222 | 1.16348225899654 | -0.0412822589965376 |
| 22 | 1.1692 | 1.18396763811303 | -0.0147676381130334 |
| 23 | 1.1702 | 1.18675769255986 | -0.0165576925598607 |
| 24 | 1.2286 | 1.22316288729723 | 0.00543711270277254 |
| 25 | 1.2613 | 1.21243263059269 | 0.0488673694073131 |
| 26 | 1.2646 | 1.20302127683684 | 0.0615787231631612 |
| 27 | 1.2262 | 1.20498450106174 | 0.0212154989382632 |
| 28 | 1.1985 | 1.20374036305369 | -0.00524036305369301 |
| 29 | 1.2007 | 1.20403359263526 | -0.00333359263525694 |
| 30 | 1.2138 | 1.19152783163924 | 0.0222721683607622 |
| 31 | 1.2266 | 1.1963440209565 | 0.0302559790435001 |
| 32 | 1.2176 | 1.20242953645854 | 0.0151704635414604 |
| 33 | 1.2218 | 1.21143379721357 | 0.0103662027864267 |
| 34 | 1.249 | 1.24144146760721 | 0.00755853239278926 |
| 35 | 1.2991 | 1.22280636668047 | 0.0762936333195309 |
| 36 | 1.3408 | 1.24458804267080 | 0.0962119573292035 |
| 37 | 1.3119 | 1.24610073189401 | 0.0657992681059902 |
| 38 | 1.3014 | 1.24417117842734 | 0.0572288215726554 |
| 39 | 1.3201 | 1.26279841238724 | 0.0573015876127594 |
| 40 | 1.2938 | 1.26223443804185 | 0.0315655619581502 |
| 41 | 1.2694 | 1.24042234858719 | 0.0289776514128082 |
| 42 | 1.2165 | 1.25070207029005 | -0.0342020702900477 |
| 43 | 1.2037 | 1.25347776861935 | -0.0497777686193508 |
| 44 | 1.2292 | 1.26194385694068 | -0.032743856940676 |
| 45 | 1.2256 | 1.27094811769571 | -0.0453481176957097 |
| 46 | 1.2015 | 1.27272899608925 | -0.0712289960892482 |
| 47 | 1.1786 | 1.26463643193363 | -0.0860364319336276 |
| 48 | 1.1856 | 1.3024019539963 | -0.116801953996300 |
| 49 | 1.2103 | 1.30833570702676 | -0.0980357070267583 |
| 50 | 1.1938 | 1.29484337129499 | -0.101043371294992 |
| 51 | 1.202 | 1.29272561354397 | -0.0907256135439722 |
| 52 | 1.2271 | 1.31256654907817 | -0.0854665490781708 |
| 53 | 1.277 | 1.30197716005729 | -0.0249771600572873 |
| 54 | 1.265 | 1.29355238103719 | -0.0285523810371859 |
| 55 | 1.2684 | 1.30721069796894 | -0.0388106979689368 |
| 56 | 1.2811 | 1.29935285838659 | -0.0182528583865905 |
| 57 | 1.2727 | 1.27570926333428 | -0.00300926333428065 |
| 58 | 1.2611 | 1.27408932341455 | -0.0129893234145541 |
| 59 | 1.2881 | 1.27857978701801 | 0.00952021298198607 |
| 60 | 1.3213 | 1.32042629105660 | 0.000873708943395337 |
| 61 | 1.2999 | 1.28214940601462 | 0.0177505939853819 |
| 62 | 1.3074 | 1.28804173466846 | 0.0193582653315377 |
| 63 | 1.3242 | 1.29510618636326 | 0.0290938136367424 |
| 64 | 1.3516 | 1.30984589442756 | 0.041754105572441 |
| 65 | 1.3511 | 1.29993666906933 | 0.0511633309306717 |
| 66 | 1.3419 | 1.30137426315770 | 0.0405257368423049 |
| 67 | 1.3716 | 1.31741315290873 | 0.0541868470912684 |
| 68 | 1.3622 | 1.29901277655526 | 0.0631872234447362 |
| 69 | 1.3896 | 1.32638145620193 | 0.0632185437980718 |
| 70 | 1.4227 | 1.34482634433046 | 0.0778736556695352 |
