| Multiple Linear Regression - Estimated Regression Equation |
| Brent[t] = + 10.5325353628536 + 9.3619926199262Katrina[t] + 2.58057909418378M1[t] + 2.68723466877524M2[t] + 4.19103310050956M3[t] + 4.94054581795817M4[t] + 4.84148710683533M5[t] + 5.09385696714109M6[t] + 8.07794005886487M7[t] + 8.57745277631347M8[t] + 4.13955708574942M9[t] + 2.65026027938849M10[t] -0.482369860305762M11[t] + 0.647630139694254t + 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) | 10.5325353628536 | 2.709209 | 3.8877 | 0.000238 | 0.000119 |
| Katrina | 9.3619926199262 | 2.184172 | 4.2863 | 6e-05 | 3e-05 |
| M1 | 2.58057909418378 | 3.302965 | 0.7813 | 0.437425 | 0.218712 |
| M2 | 2.68723466877524 | 3.301839 | 0.8139 | 0.418652 | 0.209326 |
| M3 | 4.19103310050956 | 3.301002 | 1.2696 | 0.208677 | 0.104338 |
| M4 | 4.94054581795817 | 3.300454 | 1.4969 | 0.139179 | 0.069589 |
| M5 | 4.84148710683533 | 3.300196 | 1.467 | 0.147117 | 0.073558 |
| M6 | 5.09385696714109 | 3.300227 | 1.5435 | 0.127494 | 0.063747 |
| M7 | 8.07794005886487 | 3.321201 | 2.4322 | 0.017726 | 0.008863 |
| M8 | 8.57745277631347 | 3.322854 | 2.5814 | 0.01207 | 0.006035 |
| M9 | 4.13955708574942 | 3.425637 | 1.2084 | 0.231203 | 0.115602 |
| M10 | 2.65026027938849 | 3.42494 | 0.7738 | 0.441805 | 0.220902 |
| M11 | -0.482369860305762 | 3.424521 | -0.1409 | 0.888411 | 0.444206 |
| t | 0.647630139694254 | 0.030905 | 20.9553 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.950697261132452 |
| R-squared | 0.903825282324745 |
| Adjusted R-squared | 0.884881777328104 |
| F-TEST (value) | 47.711618440463 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 66 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 5.93120340517714 |
| Sum Squared Residuals | 2321.82547301660 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 25.62 | 13.7607445967317 | 11.8592554032683 |
| 2 | 27.5 | 14.5150303110174 | 12.9849696889826 |
| 3 | 24.5 | 16.6664588824460 | 7.83354111755403 |
| 4 | 25.66 | 18.0636017395888 | 7.59639826041118 |
| 5 | 28.31 | 18.6121731681602 | 9.69782683183975 |
| 6 | 27.85 | 19.5121731681602 | 8.33782683183976 |
| 7 | 24.61 | 23.1438863995783 | 1.46611360042175 |
| 8 | 25.68 | 24.2910292567211 | 1.38897074327886 |
| 9 | 25.62 | 20.5007637058513 | 5.11923629414866 |
| 10 | 20.54 | 19.6590970391847 | 0.880902960815301 |
| 11 | 18.8 | 17.1740970391847 | 1.62590296081533 |
| 12 | 18.71 | 18.3040970391847 | 0.405902960815316 |
| 13 | 19.46 | 21.5323062730627 | -2.07230627306272 |
| 14 | 20.12 | 22.2865919873484 | -2.16659198734845 |
| 15 | 23.54 | 24.438020558777 | -0.898020558777015 |
| 16 | 25.6 | 25.8351634159199 | -0.235163415919871 |
| 17 | 25.39 | 26.3837348444913 | -0.9937348444913 |
| 18 | 24.09 | 27.2837348444913 | -3.19373484449130 |
| 19 | 25.69 | 30.9154480759093 | -5.22544807590933 |
| 20 | 26.56 | 32.0625909330522 | -5.50259093305219 |
| 21 | 28.33 | 28.2723253821824 | 0.0576746178176064 |
| 22 | 27.5 | 27.4306587155157 | 0.0693412844842811 |
| 23 | 24.23 | 24.9456587155157 | -0.715658715515722 |
| 24 | 28.23 | 26.0756587155157 | 2.15434128448427 |
| 25 | 31.29 | 29.3038679493938 | 1.98613205060623 |
| 26 | 32.72 | 30.0581536636795 | 2.66184633632050 |
| 27 | 30.46 | 32.2095822351081 | -1.74958223510806 |
| 28 | 24.89 | 33.6067250922509 | -8.71672509225092 |
| 29 | 25.68 | 34.1552965208224 | -8.47529652082235 |
| 30 | 27.52 | 35.0552965208224 | -7.53529652082235 |
| 31 | 28.4 | 38.6870097522404 | -10.2870097522404 |
| 32 | 29.71 | 39.8341526093832 | -10.1241526093832 |
| 33 | 26.85 | 36.0438870585134 | -9.19388705851344 |
| 34 | 29.62 | 35.2022203918468 | -5.58222039184677 |
| 35 | 28.69 | 32.7172203918468 | -4.02722039184677 |
| 36 | 29.76 | 33.8472203918468 | -4.08722039184678 |
| 37 | 31.3 | 37.0754296257248 | -5.77542962572482 |
| 38 | 30.86 | 37.8297153400105 | -6.96971534001054 |
| 39 | 33.46 | 39.9811439114391 | -6.5211439114391 |
| 40 | 33.15 | 41.378286768582 | -8.22828676858197 |
| 41 | 37.99 | 41.9268581971534 | -3.9368581971534 |
| 42 | 35.24 | 42.8268581971534 | -7.5868581971534 |
| 43 | 38.24 | 46.4585714285714 | -8.21857142857143 |
| 44 | 43.16 | 47.6057142857143 | -4.44571428571429 |
| 45 | 43.33 | 43.8154487348445 | -0.485448734844493 |
| 46 | 49.67 | 42.9737820681778 | 6.69621793182218 |
| 47 | 43.17 | 40.4887820681778 | 2.68121793182218 |
| 48 | 39.56 | 41.6187820681778 | -2.05878206817783 |
| 49 | 44.36 | 44.8469913020559 | -0.486991302055866 |
| 50 | 45.22 | 45.6012770163416 | -0.381277016341593 |
| 51 | 53.1 | 47.7527055877702 | 5.34729441222984 |
| 52 | 52.1 | 49.149848444913 | 2.95015155508698 |
| 53 | 48.52 | 49.6984198734844 | -1.17841987348444 |
| 54 | 54.84 | 50.5984198734844 | 4.24158012651556 |
| 55 | 57.57 | 54.2301331049025 | 3.33986689509752 |
| 56 | 64.14 | 55.3772759620453 | 8.76272403795467 |
| 57 | 62.85 | 60.9490030311017 | 1.90099696889826 |
| 58 | 58.75 | 60.1073363644351 | -1.35733636443507 |
| 59 | 55.33 | 57.6223363644351 | -2.29233636443508 |
| 60 | 57.03 | 58.7523363644351 | -1.72233636443508 |
| 61 | 63.18 | 61.9805455983131 | 1.19945440168688 |
| 62 | 60.19 | 62.7348313125988 | -2.54483131259885 |
| 63 | 62.12 | 64.8862598840274 | -2.76625988402742 |
| 64 | 70.12 | 66.2834027411703 | 3.83659725882973 |
| 65 | 69.75 | 66.8319741697417 | 2.9180258302583 |
| 66 | 68.56 | 67.7319741697417 | 0.8280258302583 |
| 67 | 73.77 | 62.0016947812335 | 11.7683052187665 |
| 68 | 73.23 | 63.1488376383764 | 10.0811623616236 |
| 69 | 61.96 | 59.3585720875066 | 2.60142791249342 |
| 70 | 57.81 | 58.5169054208399 | -0.706905420839916 |
| 71 | 58.76 | 56.0319054208399 | 2.72809457916007 |
| 72 | 62.47 | 57.1619054208399 | 5.30809457916007 |
| 73 | 53.68 | 60.390114654718 | -6.71011465471796 |
| 74 | 57.56 | 61.1444003690037 | -3.58440036900369 |
| 75 | 62.05 | 63.2958289404323 | -1.24582894043226 |
| 76 | 67.49 | 64.6929717975751 | 2.79702820242487 |
| 77 | 67.21 | 65.2415432261465 | 1.96845677385344 |
| 78 | 71.05 | 66.1415432261466 | 4.90845677385345 |
| 79 | 76.93 | 69.7732564575646 | 7.15674354243542 |
| 80 | 70.76 | 70.9203993147074 | -0.160399314707429 |
