| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 81.305 + 9.8375X[t] + 35.62M1[t] + 33.56M2[t] + 29.76M3[t] + 16.84M4[t] + 19.04M5[t] + 24.44M6[t] + 44.54M7[t] + 22.7M8[t] + 23.02M9[t] + 48.44M10[t] -3.61999999999999M11[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) | 81.305 | 5.305876 | 15.3236 | 0 | 0 |
| X | 9.8375 | 3.043129 | 3.2327 | 0.002244 | 0.001122 |
| M1 | 35.62 | 7.303509 | 4.8771 | 1.3e-05 | 6e-06 |
| M2 | 33.56 | 7.303509 | 4.5951 | 3.3e-05 | 1.6e-05 |
| M3 | 29.76 | 7.303509 | 4.0748 | 0.000176 | 8.8e-05 |
| M4 | 16.84 | 7.303509 | 2.3057 | 0.025585 | 0.012792 |
| M5 | 19.04 | 7.303509 | 2.607 | 0.012202 | 0.006101 |
| M6 | 24.44 | 7.303509 | 3.3463 | 0.001618 | 0.000809 |
| M7 | 44.54 | 7.303509 | 6.0984 | 0 | 0 |
| M8 | 22.7 | 7.303509 | 3.1081 | 0.003193 | 0.001596 |
| M9 | 23.02 | 7.303509 | 3.1519 | 0.002823 | 0.001411 |
| M10 | 48.44 | 7.303509 | 6.6324 | 0 | 0 |
| M11 | -3.61999999999999 | 7.303509 | -0.4957 | 0.62245 | 0.311225 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.838646213721932 |
| R-squared | 0.703327471790132 |
| Adjusted R-squared | 0.627581294374846 |
| F-TEST (value) | 9.28531967935587 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 47 |
| p-value | 8.06306976741666e-09 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 11.5478613199081 |
| Sum Squared Residuals | 6267.59575 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 120.3 | 116.925000000000 | 3.37499999999987 |
| 2 | 133.4 | 114.865 | 18.535 |
| 3 | 109.4 | 111.065 | -1.66500000000000 |
| 4 | 93.2 | 98.145 | -4.945 |
| 5 | 91.2 | 100.345 | -9.14500000000001 |
| 6 | 99.2 | 105.745 | -6.54499999999999 |
| 7 | 108.2 | 125.845 | -17.645 |
| 8 | 101.5 | 104.005 | -2.50500000000000 |
| 9 | 106.9 | 104.325 | 2.57500000000001 |
| 10 | 104.4 | 129.745 | -25.345 |
| 11 | 77.9 | 77.685 | 0.215 |
| 12 | 60 | 81.305 | -21.305 |
| 13 | 99.5 | 116.925 | -17.4250000000000 |
| 14 | 95 | 114.865 | -19.865 |
| 15 | 105.6 | 111.065 | -5.465 |
| 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 | 3.25500000000001 |
| 23 | 72.2 | 77.685 | -5.48499999999999 |
| 24 | 95.8 | 81.305 | 14.495 |
| 25 | 124.1 | 116.925 | 7.17500000000004 |
| 26 | 127.6 | 114.865 | 12.735 |
| 27 | 110.7 | 111.065 | -0.365 |
| 28 | 104.6 | 98.145 | 6.455 |
| 29 | 112.7 | 100.345 | 12.355 |
| 30 | 115.3 | 105.745 | 9.555 |
| 31 | 139.4 | 125.845 | 13.5550000000000 |
| 32 | 119 | 104.005 | 14.995 |
| 33 | 97.4 | 104.325 | -6.925 |
| 34 | 154 | 129.745 | 24.255 |
| 35 | 81.5 | 77.685 | 3.815 |
| 36 | 88.8 | 81.305 | 7.495 |
| 37 | 127.7 | 126.7625 | 0.937500000000037 |
| 38 | 105.1 | 124.7025 | -19.6025 |
| 39 | 114.9 | 120.9025 | -6.00249999999999 |
| 40 | 106.4 | 107.9825 | -1.58250000000000 |
| 41 | 104.5 | 110.1825 | -5.6825 |
| 42 | 121.6 | 115.5825 | 6.01749999999999 |
| 43 | 141.4 | 135.6825 | 5.71749999999999 |
| 44 | 99 | 113.8425 | -14.8425 |
| 45 | 126.7 | 114.1625 | 12.5375 |
| 46 | 134.1 | 139.5825 | -5.48250000000002 |
| 47 | 81.3 | 87.5225 | -6.22250000000001 |
| 48 | 88.6 | 91.1425 | -2.54250000000000 |
| 49 | 132.7 | 126.7625 | 5.93750000000002 |
| 50 | 132.9 | 124.7025 | 8.1975 |
| 51 | 134.4 | 120.9025 | 13.4975 |
| 52 | 103.7 | 107.9825 | -4.2825 |
| 53 | 119.7 | 110.1825 | 9.5175 |
| 54 | 115 | 115.5825 | -0.582500000000004 |
| 55 | 132.9 | 135.6825 | -2.78250000000001 |
| 56 | 108.5 | 113.8425 | -5.3425 |
| 57 | 113.9 | 114.1625 | -0.262500000000005 |
| 58 | 142.9 | 139.5825 | 3.31750000000000 |
| 59 | 95.2 | 87.5225 | 7.6775 |
| 60 | 93 | 91.1425 | 1.85750000000000 |
