| Multiple Linear Regression - Estimated Regression Equation |
| y[t] = + 1.87529411764706 + 0.622058823529412x[t] -0.0960539215686275M1[t] -0.243284313725489M2[t] -0.130514705882352M3[t] -0.177745098039214M4[t] -0.0849754901960776M5[t] -0.15220588235294M6[t] -0.099436274509803M7[t] -0.126666666666666M8[t] -0.113897058823529M9[t] -0.285539215686274M10[t] -0.212769607843136M11[t] + 0.00723039215686277t + 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) | 1.87529411764706 | 0.303896 | 6.1708 | 0 | 0 |
| x | 0.622058823529412 | 0.381864 | 1.629 | 0.110142 | 0.055071 |
| M1 | -0.0960539215686275 | 0.372439 | -0.2579 | 0.797631 | 0.398815 |
| M2 | -0.243284313725489 | 0.372086 | -0.6538 | 0.516471 | 0.258235 |
| M3 | -0.130514705882352 | 0.371786 | -0.351 | 0.727155 | 0.363578 |
| M4 | -0.177745098039214 | 0.371541 | -0.4784 | 0.634632 | 0.317316 |
| M5 | -0.0849754901960776 | 0.37135 | -0.2288 | 0.820017 | 0.410008 |
| M6 | -0.15220588235294 | 0.371214 | -0.41 | 0.683693 | 0.341847 |
| M7 | -0.099436274509803 | 0.371132 | -0.2679 | 0.789953 | 0.394977 |
| M8 | -0.126666666666666 | 0.371105 | -0.3413 | 0.734415 | 0.367207 |
| M9 | -0.113897058823529 | 0.371132 | -0.3069 | 0.760311 | 0.380156 |
| M10 | -0.285539215686274 | 0.363718 | -0.7851 | 0.436445 | 0.218223 |
| M11 | -0.212769607843136 | 0.363635 | -0.5851 | 0.561327 | 0.280664 |
| t | 0.00723039215686277 | 0.0045 | 1.6066 | 0.114976 | 0.057488 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.397852670050638 |
| R-squared | 0.158286747066422 |
| Adjusted R-squared | -0.0795887374582849 |
| F-TEST (value) | 0.66541849565831 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 46 |
| p-value | 0.785096539726595 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.574912981294892 |
| Sum Squared Residuals | 15.2041470588235 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1.3 | 1.78647058823530 | -0.486470588235297 |
| 2 | 1.2 | 1.64647058823529 | -0.446470588235295 |
| 3 | 1.6 | 1.76647058823529 | -0.166470588235294 |
| 4 | 1.7 | 1.72647058823529 | -0.0264705882352946 |
| 5 | 1.5 | 1.82647058823529 | -0.326470588235294 |
| 6 | 0.9 | 1.76647058823529 | -0.866470588235295 |
| 7 | 1.5 | 1.82647058823529 | -0.326470588235294 |
| 8 | 1.4 | 1.80647058823529 | -0.406470588235294 |
| 9 | 1.6 | 1.82647058823529 | -0.226470588235294 |
| 10 | 1.7 | 1.66205882352941 | 0.0379411764705886 |
| 11 | 1.4 | 1.74205882352941 | -0.342058823529412 |
| 12 | 1.8 | 1.96205882352941 | -0.162058823529411 |
| 13 | 1.7 | 1.87323529411765 | -0.173235294117646 |
| 14 | 1.4 | 1.73323529411765 | -0.333235294117648 |
| 15 | 1.2 | 1.85323529411765 | -0.653235294117647 |
| 16 | 1 | 1.81323529411765 | -0.813235294117647 |
| 17 | 1.7 | 1.91323529411765 | -0.213235294117647 |
| 18 | 2.4 | 1.85323529411765 | 0.546764705882353 |
| 19 | 2 | 1.91323529411765 | 0.086764705882353 |
| 20 | 2.1 | 1.89323529411765 | 0.206764705882353 |
| 21 | 2 | 1.91323529411765 | 0.086764705882353 |
| 22 | 1.8 | 1.74882352941176 | 0.0511764705882353 |
| 23 | 2.7 | 1.82882352941176 | 0.871176470588236 |
| 24 | 2.3 | 2.04882352941176 | 0.251176470588236 |
| 25 | 1.9 | 1.96 | -0.0599999999999992 |
| 26 | 2 | 1.82 | 0.180000000000001 |
| 27 | 2.3 | 1.94 | 0.36 |
| 28 | 2.8 | 1.9 | 0.9 |
| 29 | 2.4 | 2 | 0.4 |
| 30 | 2.3 | 1.94 | 0.36 |
| 31 | 2.7 | 2 | 0.7 |
| 32 | 2.7 | 1.98 | 0.72 |
| 33 | 2.9 | 2 | 0.9 |
| 34 | 3 | 2.45764705882353 | 0.542352941176471 |
| 35 | 2.2 | 1.91558823529412 | 0.284411764705882 |
| 36 | 2.3 | 2.13558823529412 | 0.164411764705883 |
| 37 | 2.8 | 2.04676470588235 | 0.753235294117647 |
| 38 | 2.8 | 1.90676470588235 | 0.893235294117647 |
| 39 | 2.8 | 2.02676470588235 | 0.773235294117646 |
| 40 | 2.2 | 1.98676470588235 | 0.213235294117647 |
| 41 | 2.6 | 2.08676470588235 | 0.513235294117647 |
| 42 | 2.8 | 2.02676470588235 | 0.773235294117647 |
| 43 | 2.5 | 2.08676470588235 | 0.413235294117647 |
| 44 | 2.4 | 2.06676470588235 | 0.333235294117647 |
| 45 | 2.3 | 2.08676470588235 | 0.213235294117647 |
| 46 | 1.9 | 1.92235294117647 | -0.0223529411764710 |
| 47 | 1.7 | 2.00235294117647 | -0.302352941176471 |
| 48 | 2 | 2.22235294117647 | -0.22235294117647 |
| 49 | 2.1 | 2.13352941176471 | -0.0335294117647052 |
| 50 | 1.7 | 1.99352941176471 | -0.293529411764706 |
| 51 | 1.8 | 2.11352941176471 | -0.313529411764706 |
| 52 | 1.8 | 2.07352941176471 | -0.273529411764706 |
| 53 | 1.8 | 2.17352941176471 | -0.373529411764706 |
| 54 | 1.3 | 2.11352941176471 | -0.813529411764706 |
| 55 | 1.3 | 2.17352941176471 | -0.873529411764706 |
| 56 | 1.3 | 2.15352941176471 | -0.853529411764706 |
| 57 | 1.2 | 2.17352941176471 | -0.973529411764706 |
| 58 | 1.4 | 2.00911764705882 | -0.609117647058824 |
| 59 | 2.2 | 2.71117647058824 | -0.511176470588235 |
| 60 | 2.9 | 2.93117647058823 | -0.0311764705882348 |
