| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 108.556757497134 -0.44607926102607X[t] + 40.5602074612777M1[t] + 35.6470691776054M2[t] + 28.9911821454183M3[t] + 24.101869332547M4[t] + 12.9286273182358M5[t] + 15.2019595232404M6[t] + 31.4414814898826M7[t] + 17.4821568295589M8[t] + 15.8935295113231M9[t] + 29.101284183564M10[t] -4.81196460071992M11[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) | 108.556757497134 | 16.217621 | 6.6938 | 0 | 0 |
| X | -0.44607926102607 | 0.145379 | -3.0684 | 0.003567 | 0.001783 |
| M1 | 40.5602074612777 | 4.833112 | 8.3922 | 0 | 0 |
| M2 | 35.6470691776054 | 4.761548 | 7.4864 | 0 | 0 |
| M3 | 28.9911821454183 | 4.513244 | 6.4236 | 0 | 0 |
| M4 | 24.101869332547 | 4.551152 | 5.2958 | 3e-06 | 2e-06 |
| M5 | 12.9286273182358 | 4.402397 | 2.9367 | 0.005123 | 0.002561 |
| M6 | 15.2019595232404 | 4.407878 | 3.4488 | 0.001198 | 0.000599 |
| M7 | 31.4414814898826 | 4.798928 | 6.5518 | 0 | 0 |
| M8 | 17.4821568295589 | 4.40234 | 3.9711 | 0.000244 | 0.000122 |
| M9 | 15.8935295113231 | 4.40237 | 3.6102 | 0.000741 | 0.00037 |
| M10 | 29.101284183564 | 4.717412 | 6.1689 | 0 | 0 |
| M11 | -4.81196460071992 | 4.452839 | -1.0807 | 0.285366 | 0.142683 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.87286876382315 |
| R-squared | 0.761899878858152 |
| Adjusted R-squared | 0.701108358566617 |
| F-TEST (value) | 12.532995970562 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 47 |
| p-value | 6.69052591106833e-11 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 6.96070391037835 |
| Sum Squared Residuals | 2277.21574961396 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 106.7 | 100.761973063186 | 5.93802693681423 |
| 2 | 100.6 | 92.0125531346893 | 8.5874468653107 |
| 3 | 101.2 | 91.2449123480464 | 9.9550876519536 |
| 4 | 93.1 | 87.6938373182533 | 5.4061626817467 |
| 5 | 84.2 | 72.1490185458866 | 12.0509814541133 |
| 6 | 85.8 | 77.3664738736632 | 8.43352612633676 |
| 7 | 91.8 | 89.7697141954812 | 2.03028580451877 |
| 8 | 92.4 | 78.1746096185958 | 14.2253903814042 |
| 9 | 80.3 | 80.3330480929789 | -0.0330480929789354 |
| 10 | 79.7 | 88.6785388200356 | -8.9785388200356 |
| 11 | 62.5 | 56.9510784147795 | 5.54892158522053 |
| 12 | 57.1 | 62.9674570202698 | -5.8674570202698 |
| 13 | 100.8 | 93.8477445172818 | 6.95225548271823 |
| 14 | 100.7 | 88.4885269725834 | 12.2114730274167 |
| 15 | 86.2 | 87.2748069249144 | -1.07480692491437 |
| 16 | 83.2 | 78.2815649106032 | 4.91843508939681 |
| 17 | 71.7 | 76.6098111561473 | -4.90981115614733 |
| 18 | 77.5 | 77.2326500953554 | 0.267349904644579 |
| 19 | 89.8 | 86.2902959594779 | 3.50970404052213 |
| 20 | 80.3 | 78.0853937663906 | 2.21460623360942 |
| 21 | 78.7 | 78.5487310488747 | 0.151268951125325 |
| 22 | 93.8 | 81.6304864958237 | 12.1695135041763 |
| 23 | 57.6 | 55.7912723361117 | 1.80872766388830 |
| 24 | 60.6 | 60.0233338974977 | 0.576666102502276 |
| 25 | 91 | 91.8403878426645 | -0.840387842664454 |
| 26 | 85.3 | 90.1836281644824 | -4.88362816448243 |
| 27 | 77.4 | 84.2414679499371 | -6.8414679499371 |
| 28 | 77.3 | 75.2482259356259 | 2.05177406437407 |
| 29 | 68.3 | 72.9965691418362 | -4.69656914183617 |
| 30 | 69.9 | 76.6973549821241 | -6.79735498212413 |
| 31 | 81.7 | 86.5579435160935 | -4.85794351609352 |
| 32 | 75.1 | 76.3902925744915 | -1.29029257449151 |
| 33 | 69.9 | 75.113920738974 | -5.21392073897393 |
| 34 | 84 | 84.0839224314671 | -0.0839224314671194 |
| 35 | 54.3 | 60.2520649463724 | -5.95206494637241 |
| 36 | 60 | 60.5140210846264 | -0.5140210846264 |
| 37 | 89.9 | 92.3310750297931 | -2.43107502979313 |
| 38 | 77 | 91.9233372824841 | -14.9233372824841 |
| 39 | 85.3 | 84.1076441716293 | 1.19235582837072 |
| 40 | 77.6 | 80.8242166984518 | -3.2242166984518 |
| 41 | 69.2 | 71.9705868414762 | -2.77058684147619 |
| 42 | 75.5 | 73.6194080810442 | 1.88059191895575 |
| 43 | 85.7 | 81.740287497012 | 3.95971250298805 |
| 44 | 72.2 | 77.3716669487489 | -5.17166694874886 |
| 45 | 79.9 | 71.4560707985602 | 8.44392920143985 |
| 46 | 85.3 | 82.388821239568 | 2.91117876043194 |
| 47 | 52.2 | 58.4231399761655 | -6.22313997616551 |
| 48 | 61.2 | 58.2390168533934 | 2.96098314660656 |
| 49 | 82.4 | 92.0188195470749 | -9.61881954707488 |
| 50 | 85.4 | 86.3919544457608 | -0.991954445760813 |
| 51 | 78.2 | 81.4311686054729 | -3.23116860547286 |
| 52 | 70.2 | 79.3521551370658 | -9.15215513706576 |
| 53 | 70.2 | 69.8740143146537 | 0.325985685346336 |
| 54 | 69.3 | 73.084112967813 | -3.78411296781297 |
| 55 | 77.5 | 82.1417588319354 | -4.64175883193543 |
| 56 | 66.1 | 76.0780370917733 | -9.97803709177327 |
| 57 | 69 | 72.3482293206123 | -3.3482293206123 |
| 58 | 75.3 | 81.3182310131055 | -6.01823101310548 |
| 59 | 58.2 | 53.3824443265709 | 4.81755567342909 |
| 60 | 59.7 | 56.8561711442126 | 2.84382885578738 |
