| Multiple Linear Regression - Estimated Regression Equation |
| y[t] = + 111.713076923077 + 7.47932692307695x[t] -10.3282692307694M1[t] -12.2482692307693M2[t] -0.524134615384614M3[t] -11.4641346153846M4[t] -11.9241346153846M5[t] -2.98000000000001M6[t] -15.8800000000000M7[t] -11.9M8[t] + 4.69999999999999M9[t] + 2.93999999999999M10[t] -1.98000000000001M11[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) | 111.713076923077 | 3.026443 | 36.9123 | 0 | 0 |
| x | 7.47932692307695 | 0.917525 | 8.1516 | 0 | 0 |
| M1 | -10.3282692307694 | 3.760734 | -2.7463 | 0.008514 | 0.004257 |
| M2 | -12.2482692307693 | 3.760734 | -3.2569 | 0.002094 | 0.001047 |
| M3 | -0.524134615384614 | 3.747279 | -0.1399 | 0.88936 | 0.44468 |
| M4 | -11.4641346153846 | 3.747279 | -3.0593 | 0.003658 | 0.001829 |
| M5 | -11.9241346153846 | 3.747279 | -3.1821 | 0.002592 | 0.001296 |
| M6 | -2.98000000000001 | 3.742783 | -0.7962 | 0.42992 | 0.21496 |
| M7 | -15.8800000000000 | 3.742783 | -4.2428 | 0.000103 | 5.1e-05 |
| M8 | -11.9 | 3.742783 | -3.1795 | 0.002611 | 0.001306 |
| M9 | 4.69999999999999 | 3.742783 | 1.2557 | 0.215414 | 0.107707 |
| M10 | 2.93999999999999 | 3.742783 | 0.7855 | 0.436096 | 0.218048 |
| M11 | -1.98000000000001 | 3.742783 | -0.529 | 0.599283 | 0.299641 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.877616207306407 |
| R-squared | 0.770210207326883 |
| Adjusted R-squared | 0.711540473027364 |
| F-TEST (value) | 13.1278966322708 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 47 |
| p-value | 3.05591107974124e-11 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 5.91786013143165 |
| Sum Squared Residuals | 1645.99022115385 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 99.9 | 101.384807692308 | -1.48480769230812 |
| 2 | 98.2 | 99.4648076923077 | -1.26480769230774 |
| 3 | 104.5 | 111.188942307692 | -6.68894230769227 |
| 4 | 100.8 | 100.248942307692 | 0.55105769230774 |
| 5 | 101.5 | 99.7889423076923 | 1.71105769230773 |
| 6 | 103.9 | 108.733076923077 | -4.83307692307689 |
| 7 | 99.6 | 95.833076923077 | 3.76692307692307 |
| 8 | 98.4 | 99.8130769230769 | -1.41307692307689 |
| 9 | 112.7 | 116.413076923077 | -3.7130769230769 |
| 10 | 118.4 | 114.653076923077 | 3.7469230769231 |
| 11 | 108.1 | 109.733076923077 | -1.63307692307690 |
| 12 | 105.4 | 111.713076923077 | -6.3130769230769 |
| 13 | 114.6 | 101.384807692308 | 13.2151923076924 |
| 14 | 106.9 | 99.4648076923077 | 7.43519230769235 |
| 15 | 115.9 | 118.668269230769 | -2.76826923076923 |
| 16 | 109.8 | 107.728269230769 | 2.07173076923077 |
| 17 | 101.8 | 107.268269230769 | -5.46826923076923 |
| 18 | 114.2 | 123.691730769231 | -9.49173076923078 |
| 19 | 110.8 | 110.791730769231 | 0.00826923076922678 |
| 20 | 108.4 | 114.771730769231 | -6.37173076923078 |
| 21 | 127.5 | 131.371730769231 | -3.87173076923078 |
| 22 | 128.6 | 129.611730769231 | -1.01173076923078 |
| 23 | 116.6 | 124.691730769231 | -8.09173076923078 |
| 24 | 127.4 | 126.671730769231 | 0.728269230769223 |
| 25 | 105 | 116.343461538461 | -11.3434615384614 |
| 26 | 108.3 | 114.423461538462 | -6.12346153846154 |
| 27 | 125 | 126.147596153846 | -1.14759615384617 |
| 28 | 111.6 | 115.207596153846 | -3.60759615384617 |
| 29 | 106.5 | 114.747596153846 | -8.24759615384617 |
| 30 | 130.3 | 123.691730769231 | 6.60826923076923 |
| 31 | 115 | 110.791730769231 | 4.20826923076923 |
| 32 | 116.1 | 114.771730769231 | 1.32826923076922 |
| 33 | 134 | 131.371730769231 | 2.62826923076922 |
| 34 | 126.5 | 129.611730769231 | -3.11173076923077 |
| 35 | 125.8 | 124.691730769231 | 1.10826923076923 |
| 36 | 136.4 | 126.671730769231 | 9.72826923076922 |
| 37 | 114.9 | 116.343461538461 | -1.44346153846144 |
| 38 | 110.9 | 114.423461538462 | -3.52346153846153 |
| 39 | 125.5 | 126.147596153846 | -0.647596153846172 |
| 40 | 116.8 | 115.207596153846 | 1.59240384615383 |
| 41 | 116.8 | 114.747596153846 | 2.05240384615383 |
| 42 | 125.5 | 123.691730769231 | 1.80826923076922 |
| 43 | 104.2 | 110.791730769231 | -6.59173076923076 |
| 44 | 115.1 | 114.771730769231 | 0.328269230769217 |
| 45 | 132.8 | 131.371730769231 | 1.42826923076923 |
| 46 | 123.3 | 129.611730769231 | -6.31173076923078 |
| 47 | 124.8 | 124.691730769231 | 0.108269230769227 |
| 48 | 122 | 126.671730769231 | -4.67173076923079 |
| 49 | 117.4 | 116.343461538461 | 1.05653846153857 |
| 50 | 117.9 | 114.423461538462 | 3.47653846153847 |
| 51 | 137.4 | 126.147596153846 | 11.2524038461538 |
| 52 | 114.6 | 115.207596153846 | -0.607596153846170 |
| 53 | 124.7 | 114.747596153846 | 9.95240384615384 |
| 54 | 129.6 | 123.691730769231 | 5.90826923076921 |
| 55 | 109.4 | 110.791730769231 | -1.39173076923076 |
| 56 | 120.9 | 114.771730769231 | 6.12826923076923 |
| 57 | 134.9 | 131.371730769231 | 3.52826923076923 |
| 58 | 136.3 | 129.611730769231 | 6.68826923076923 |
| 59 | 133.2 | 124.691730769231 | 8.50826923076922 |
| 60 | 127.2 | 126.671730769231 | 0.52826923076922 |
