| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 67.555 -7.35000000000001X[t] + 41.9220833333333M1[t] + 39.2891666666667M2[t] + 34.91625M3[t] + 21.4233333333333M4[t] + 23.0504166666667M5[t] + 27.8775M6[t] + 47.4045833333333M7[t] + 24.9916666666667M8[t] + 24.73875M9[t] + 49.5858333333333M10[t] -3.04708333333333M11[t] + 0.572916666666667t + 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) | 67.555 | 6.026079 | 11.2104 | 0 | 0 |
| X | -7.35000000000001 | 5.411579 | -1.3582 | 0.181025 | 0.090513 |
| M1 | 41.9220833333333 | 6.71741 | 6.2408 | 0 | 0 |
| M2 | 39.2891666666667 | 6.679154 | 5.8824 | 0 | 0 |
| M3 | 34.91625 | 6.644352 | 5.255 | 4e-06 | 2e-06 |
| M4 | 21.4233333333333 | 6.613059 | 3.2395 | 0.002226 | 0.001113 |
| M5 | 23.0504166666667 | 6.585323 | 3.5003 | 0.001044 | 0.000522 |
| M6 | 27.8775 | 6.561191 | 4.2488 | 0.000104 | 5.2e-05 |
| M7 | 47.4045833333333 | 6.540702 | 7.2476 | 0 | 0 |
| M8 | 24.9916666666667 | 6.52389 | 3.8308 | 0.000385 | 0.000193 |
| M9 | 24.73875 | 6.510784 | 3.7997 | 0.000424 | 0.000212 |
| M10 | 49.5858333333333 | 6.501407 | 7.6269 | 0 | 0 |
| M11 | -3.04708333333333 | 6.495774 | -0.4691 | 0.641223 | 0.320612 |
| t | 0.572916666666667 | 0.156219 | 3.6674 | 0.000634 | 0.000317 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.877750586007237 |
| R-squared | 0.770446091236047 |
| Adjusted R-squared | 0.705572160498408 |
| F-TEST (value) | 11.8760507105984 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 46 |
| p-value | 1.12051257161738e-10 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 10.2677492135834 |
| Sum Squared Residuals | 4849.627 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 120.3 | 110.050000000000 | 10.2499999999999 |
| 2 | 133.4 | 107.99 | 25.41 |
| 3 | 109.4 | 104.19 | 5.21 |
| 4 | 93.2 | 91.27 | 1.93000000000001 |
| 5 | 91.2 | 93.47 | -2.27000000000001 |
| 6 | 99.2 | 98.87 | 0.33000000000002 |
| 7 | 108.2 | 118.97 | -10.77 |
| 8 | 101.5 | 97.13 | 4.37000000000001 |
| 9 | 106.9 | 97.45 | 9.45000000000001 |
| 10 | 104.4 | 122.87 | -18.47 |
| 11 | 77.9 | 70.81 | 7.09 |
| 12 | 60 | 74.43 | -14.43 |
| 13 | 99.5 | 116.925 | -17.4250000000000 |
| 14 | 95 | 114.865 | -19.865 |
| 15 | 105.6 | 111.065 | -5.46500000000001 |
| 16 | 102.5 | 98.145 | 4.355 |
| 17 | 93.3 | 100.345 | -7.045 |
| 18 | 97.3 | 105.745 | -8.445 |
| 19 | 127 | 125.845 | 1.15500000000000 |
| 20 | 111.7 | 104.005 | 7.695 |
| 21 | 96.4 | 104.325 | -7.925 |
| 22 | 133 | 129.745 | 3.25500000000000 |
| 23 | 72.2 | 77.685 | -5.48499999999999 |
| 24 | 95.8 | 81.305 | 14.495 |
| 25 | 124.1 | 123.8 | 0.300000000000029 |
| 26 | 127.6 | 121.74 | 5.85999999999999 |
| 27 | 110.7 | 117.94 | -7.24000000000001 |
| 28 | 104.6 | 105.02 | -0.420000000000013 |
| 29 | 112.7 | 107.22 | 5.48 |
| 30 | 115.3 | 112.62 | 2.67999999999999 |
| 31 | 139.4 | 132.72 | 6.68 |
| 32 | 119 | 110.88 | 8.12 |
| 33 | 97.4 | 111.2 | -13.8 |
| 34 | 154 | 136.62 | 17.38 |
| 35 | 81.5 | 84.56 | -3.06 |
| 36 | 88.8 | 88.18 | 0.62 |
| 37 | 127.7 | 123.325 | 4.37500000000004 |
| 38 | 105.1 | 121.265 | -16.165 |
| 39 | 114.9 | 117.465 | -2.56499999999999 |
| 40 | 106.4 | 104.545 | 1.85500000000000 |
| 41 | 104.5 | 106.745 | -2.245 |
| 42 | 121.6 | 112.145 | 9.455 |
| 43 | 141.4 | 132.245 | 9.155 |
| 44 | 99 | 110.405 | -11.405 |
| 45 | 126.7 | 110.725 | 15.975 |
| 46 | 134.1 | 136.145 | -2.04500000000002 |
| 47 | 81.3 | 84.085 | -2.78500000000001 |
| 48 | 88.6 | 87.705 | 0.894999999999997 |
| 49 | 132.7 | 130.2 | 2.50000000000002 |
| 50 | 132.9 | 128.14 | 4.76 |
| 51 | 134.4 | 124.34 | 10.06 |
| 52 | 103.7 | 111.42 | -7.72 |
| 53 | 119.7 | 113.62 | 6.08 |
| 54 | 115 | 119.02 | -4.02000000000000 |
| 55 | 132.9 | 139.12 | -6.22000000000001 |
| 56 | 108.5 | 117.28 | -8.78 |
| 57 | 113.9 | 117.6 | -3.70000000000001 |
| 58 | 142.9 | 143.02 | -0.120000000000002 |
| 59 | 95.2 | 90.96 | 4.24 |
| 60 | 93 | 94.58 | -1.58 |
