| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 95.6270870655679 -6.5084378359011X[t] -4.31804112424862M1[t] -2.63221266770174M2[t] + 10.6821872174165M3[t] + 4.12515853110623M4[t] + 3.11098698765305M5[t] + 15.3813243247855M6[t] -20.0744989563961M7[t] -9.21724192842071M8[t] + 10.4734670113119M9[t] + 13.2212002297635M10[t] + 5.93560011488173M11[t] + 0.385600114881735t + 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) | 95.6270870655679 | 2.705772 | 35.3419 | 0 | 0 |
| X | -6.5084378359011 | 1.923382 | -3.3839 | 0.001207 | 0.000603 |
| M1 | -4.31804112424862 | 3.30037 | -1.3084 | 0.195293 | 0.097646 |
| M2 | -2.63221266770174 | 3.299704 | -0.7977 | 0.427899 | 0.213949 |
| M3 | 10.6821872174165 | 3.299543 | 3.2375 | 0.001888 | 0.000944 |
| M4 | 4.12515853110623 | 3.299886 | 1.2501 | 0.215681 | 0.10784 |
| M5 | 3.11098698765305 | 3.300733 | 0.9425 | 0.349367 | 0.174683 |
| M6 | 15.3813243247855 | 3.328652 | 4.6209 | 1.8e-05 | 9e-06 |
| M7 | -20.0744989563961 | 3.303939 | -6.0759 | 0 | 0 |
| M8 | -9.21724192842071 | 3.306295 | -2.7878 | 0.006925 | 0.003463 |
| M9 | 10.4734670113119 | 3.423646 | 3.0592 | 0.003206 | 0.001603 |
| M10 | 13.2212002297635 | 3.422431 | 3.8631 | 0.000258 | 0.000129 |
| M11 | 5.93560011488173 | 3.421701 | 1.7347 | 0.087463 | 0.043732 |
| t | 0.385600114881735 | 0.040797 | 9.4516 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.911986029816551 |
| R-squared | 0.831718518580555 |
| Adjusted R-squared | 0.798572166179755 |
| F-TEST (value) | 25.0923090578282 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 66 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 5.92613924965973 |
| Sum Squared Residuals | 2317.86234281960 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 97.3 | 91.6946460562013 | 5.60535394379869 |
| 2 | 101 | 93.7660746276296 | 7.23392537237036 |
| 3 | 113.2 | 107.466074627630 | 5.73392537237038 |
| 4 | 101 | 101.294646056201 | -0.294646056201046 |
| 5 | 105.7 | 100.666074627630 | 5.0339253723704 |
| 6 | 113.9 | 113.322012079644 | 0.577987920356247 |
| 7 | 86.4 | 78.2517889133439 | 8.14821108665613 |
| 8 | 96.5 | 89.494646056201 | 7.00535394379895 |
| 9 | 103.3 | 109.570955110815 | -6.2709551108154 |
| 10 | 114.9 | 112.704288444149 | 2.19571155585129 |
| 11 | 105.8 | 105.804288444149 | -0.00428844414869245 |
| 12 | 94.2 | 100.254288444149 | -6.05428844414871 |
| 13 | 98.4 | 96.3218474347818 | 2.07815256521820 |
| 14 | 99.4 | 98.3932760062104 | 1.00672399378957 |
| 15 | 108.8 | 112.093276006210 | -3.29327600621043 |
| 16 | 112.6 | 105.921847434782 | 6.67815256521813 |
| 17 | 104.4 | 105.293276006210 | -0.89327600621043 |
| 18 | 112.2 | 117.949213458225 | -5.74921345822455 |
| 19 | 81.1 | 82.8789902919247 | -1.77899029192473 |
| 20 | 97.1 | 94.1218474347819 | 2.97815256521814 |
| 21 | 112.6 | 114.198156489396 | -1.59815648939619 |
| 22 | 113.8 | 117.331489822730 | -3.53148982272952 |
| 23 | 107.8 | 110.431489822730 | -2.63148982272953 |
| 24 | 103.2 | 104.881489822730 | -1.68148982272952 |
| 25 | 103.3 | 100.949048813363 | 2.35095118663737 |
| 26 | 101.2 | 103.020477384791 | -1.82047738479124 |
| 27 | 107.7 | 116.720477384791 | -9.02047738479125 |
| 28 | 110.4 | 110.549048813363 | -0.149048813362669 |
| 29 | 101.9 | 109.920477384791 | -8.02047738479125 |
| 30 | 115.9 | 122.576414836805 | -6.67641483680536 |
| 31 | 89.9 | 80.9977538346044 | 8.90224616539558 |
| 32 | 88.6 | 92.2406109774616 | -3.64061097746157 |
| 33 | 117.2 | 112.316920032076 | 4.88307996792412 |
| 34 | 123.9 | 115.450253365409 | 8.44974663459079 |
| 35 | 100 | 108.550253365409 | -8.55025336540922 |
| 36 | 103.6 | 103.000253365409 | 0.599746634590766 |
| 37 | 94.1 | 99.0678123560423 | -4.96781235604234 |
| 38 | 98.7 | 101.139240927471 | -2.43924092747095 |
| 39 | 119.5 | 114.839240927471 | 4.66075907252905 |
| 40 | 112.7 | 108.667812356042 | 4.03218764395762 |
| 41 | 104.4 | 108.039240927471 | -3.63924092747095 |
| 42 | 124.7 | 120.695178379485 | 4.00482162051493 |
| 43 | 89.1 | 85.6249552131852 | 3.47504478681475 |
| 44 | 97 | 96.8678123560424 | 0.132187643957619 |
| 45 | 121.6 | 116.944121410657 | 4.6558785893433 |
| 46 | 118.8 | 120.07745474399 | -1.27745474399004 |
| 47 | 114 | 113.17745474399 | 0.82254525600996 |
| 48 | 111.5 | 107.62745474399 | 3.87254525600996 |
| 49 | 97.2 | 103.695013734623 | -6.49501373462315 |
| 50 | 102.5 | 105.766442306052 | -3.26644230605176 |
| 51 | 113.4 | 119.466442306052 | -6.06644230605176 |
| 52 | 109.8 | 113.295013734623 | -3.4950137346232 |
| 53 | 104.9 | 112.666442306052 | -7.76644230605176 |
| 54 | 126.1 | 125.322379758066 | 0.7776202419341 |
| 55 | 80 | 90.252156591766 | -10.2521565917661 |
| 56 | 96.8 | 101.495013734623 | -4.6950137346232 |
| 57 | 117.2 | 121.571322789238 | -4.37132278923751 |
| 58 | 112.3 | 124.704656122571 | -12.4046561225709 |
| 59 | 117.3 | 117.804656122571 | -0.50465612257086 |
| 60 | 111.1 | 112.254656122571 | -1.15465612257086 |
| 61 | 102.2 | 108.322215113204 | -6.12221511320397 |
| 62 | 104.3 | 110.393643684633 | -6.09364368463258 |
| 63 | 122.9 | 124.093643684633 | -1.19364368463258 |
| 64 | 107.6 | 117.922215113204 | -10.322215113204 |
| 65 | 121.3 | 117.293643684633 | 4.00635631536741 |
| 66 | 131.5 | 129.949581136647 | 1.55041886335329 |
| 67 | 89 | 94.8793579703469 | -5.87935797034688 |
| 68 | 104.4 | 106.122215113204 | -1.72221511320401 |
| 69 | 128.9 | 126.198524167818 | 2.70147583218168 |
| 70 | 135.9 | 129.331857501152 | 6.56814249884834 |
| 71 | 133.3 | 122.431857501152 | 10.8681424988483 |
| 72 | 121.3 | 116.881857501152 | 4.41814249884832 |
| 73 | 120.5 | 112.949416491785 | 7.55058350821522 |
| 74 | 120.4 | 115.020845063213 | 5.37915493678661 |
| 75 | 137.9 | 128.720845063213 | 9.17915493678661 |
| 76 | 126.1 | 122.549416491785 | 3.55058350821516 |
| 77 | 133.2 | 121.920845063213 | 11.2791549367866 |
| 78 | 146.6 | 141.085220351129 | 5.51477964887135 |
| 79 | 103.4 | 106.014997184829 | -2.6149971848288 |
| 80 | 117.2 | 117.257854327686 | -0.0578543276859312 |
