| Multiple Linear Regression - Estimated Regression Equation |
| y[t] = + 8.42344370860927 -0.729470198675496x[t] -0.190086460632817M1[t] -0.297435614422368M2[t] -0.300281456953642M3[t] + 0.122766740250184M4[t] + 0.079920897718911M5[t] -0.0829249448123618M6[t] -0.505770787343634M7[t] -0.588616629874908M8[t] -0.61146247240618M9[t] -0.0543083149374538M10[t] + 0.0828458425312732M11[t] + 0.00284584253127298t + 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) | 8.42344370860927 | 0.18182 | 46.3284 | 0 | 0 |
| x | -0.729470198675496 | 0.15582 | -4.6815 | 2.4e-05 | 1.2e-05 |
| M1 | -0.190086460632817 | 0.205811 | -0.9236 | 0.360413 | 0.180206 |
| M2 | -0.297435614422368 | 0.216195 | -1.3758 | 0.175412 | 0.087706 |
| M3 | -0.300281456953642 | 0.216029 | -1.39 | 0.171075 | 0.085538 |
| M4 | 0.122766740250184 | 0.216074 | 0.5682 | 0.572623 | 0.286312 |
| M5 | 0.079920897718911 | 0.215704 | 0.3705 | 0.712666 | 0.356333 |
| M6 | -0.0829249448123618 | 0.215384 | -0.385 | 0.701967 | 0.350984 |
| M7 | -0.505770787343634 | 0.215113 | -2.3512 | 0.022959 | 0.011479 |
| M8 | -0.588616629874908 | 0.21489 | -2.7391 | 0.008676 | 0.004338 |
| M9 | -0.61146247240618 | 0.214717 | -2.8478 | 0.00651 | 0.003255 |
| M10 | -0.0543083149374538 | 0.214593 | -0.2531 | 0.801314 | 0.400657 |
| M11 | 0.0828458425312732 | 0.214519 | 0.3862 | 0.701096 | 0.350548 |
| t | 0.00284584253127298 | 0.003259 | 0.8731 | 0.387034 | 0.193517 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.753786602111772 |
| R-squared | 0.568194241523211 |
| Adjusted R-squared | 0.448758606199844 |
| F-TEST (value) | 4.75732590181187 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 47 |
| p-value | 3.49705896813823e-05 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.339145514015531 |
| Sum Squared Residuals | 5.40592494481236 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 8.2 | 8.23620309050772 | -0.0362030905077201 |
| 2 | 8 | 8.13169977924945 | -0.131699779249448 |
| 3 | 8.1 | 8.13169977924945 | -0.0316997792494489 |
| 4 | 8.3 | 8.55759381898455 | -0.257593818984547 |
| 5 | 8.2 | 8.51759381898455 | -0.317593818984548 |
| 6 | 8.1 | 8.35759381898455 | -0.257593818984548 |
| 7 | 7.7 | 7.93759381898455 | -0.237593818984548 |
| 8 | 7.6 | 7.85759381898455 | -0.257593818984548 |
| 9 | 7.7 | 7.83759381898455 | -0.137593818984548 |
| 10 | 8.2 | 8.39759381898455 | -0.197593818984548 |
| 11 | 8.4 | 8.53759381898455 | -0.137593818984547 |
| 12 | 8.4 | 8.45759381898455 | -0.0575938189845468 |
| 13 | 8.6 | 8.270353200883 | 0.329646799116996 |
| 14 | 8.4 | 8.16584988962473 | 0.234150110375276 |
| 15 | 8.5 | 8.16584988962472 | 0.334150110375276 |
| 16 | 8.7 | 8.59174392935982 | 0.108256070640176 |
| 17 | 8.7 | 8.55174392935982 | 0.148256070640176 |
| 18 | 8.6 | 8.39174392935982 | 0.208256070640176 |
| 19 | 7.4 | 7.97174392935982 | -0.571743929359823 |
| 20 | 7.3 | 7.89174392935982 | -0.591743929359824 |
| 21 | 7.4 | 7.87174392935982 | -0.471743929359823 |
| 22 | 9 | 8.43174392935982 | 0.568256070640177 |
| 23 | 9.2 | 8.57174392935982 | 0.628256070640176 |
| 24 | 9.2 | 8.49174392935982 | 0.708256070640176 |
| 25 | 8.5 | 8.30450331125828 | 0.195496688741721 |
| 26 | 8.3 | 8.2 | 0.1 |
| 27 | 8.3 | 8.2 | 0.100000000000000 |
| 28 | 8.6 | 8.6258940397351 | -0.0258940397350993 |
| 29 | 8.6 | 8.5858940397351 | 0.0141059602649008 |
| 30 | 8.5 | 8.4258940397351 | 0.0741059602649007 |
| 31 | 8.1 | 8.0058940397351 | 0.0941059602649003 |
| 32 | 8.1 | 7.9258940397351 | 0.174105960264901 |
| 33 | 8 | 7.9058940397351 | 0.0941059602649005 |
| 34 | 8.6 | 8.4658940397351 | 0.134105960264901 |
| 35 | 8.7 | 8.6058940397351 | 0.0941059602649003 |
| 36 | 8.7 | 8.5258940397351 | 0.174105960264901 |
| 37 | 8.6 | 8.33865342163356 | 0.261346578366445 |
| 38 | 8.4 | 8.23415011037528 | 0.165849889624724 |
| 39 | 8.4 | 8.23415011037528 | 0.165849889624724 |
| 40 | 8.7 | 8.66004415011037 | 0.0399558498896246 |
| 41 | 8.7 | 8.62004415011037 | 0.0799558498896248 |
| 42 | 8.5 | 8.46004415011038 | 0.039955849889625 |
| 43 | 8.3 | 8.04004415011038 | 0.259955849889626 |
| 44 | 8.3 | 7.96004415011037 | 0.339955849889626 |
| 45 | 8.3 | 7.94004415011038 | 0.359955849889626 |
| 46 | 8.1 | 8.50004415011037 | -0.400044150110375 |
| 47 | 8.2 | 8.64004415011038 | -0.440044150110375 |
| 48 | 8.1 | 8.56004415011037 | -0.460044150110375 |
| 49 | 8.1 | 8.37280353200883 | -0.272803532008831 |
| 50 | 7.9 | 8.26830022075055 | -0.368300220750552 |
| 51 | 7.7 | 8.26830022075055 | -0.568300220750552 |
| 52 | 8.1 | 7.96472406181015 | 0.135275938189845 |
| 53 | 8 | 7.92472406181015 | 0.0752759381898459 |
| 54 | 7.7 | 7.76472406181015 | -0.0647240618101543 |
| 55 | 7.8 | 7.34472406181015 | 0.455275938189845 |
| 56 | 7.6 | 7.26472406181015 | 0.335275938189845 |
| 57 | 7.4 | 7.24472406181015 | 0.155275938189846 |
| 58 | 7.7 | 7.80472406181015 | -0.104724061810154 |
| 59 | 7.8 | 7.94472406181015 | -0.144724061810154 |
| 60 | 7.5 | 7.86472406181015 | -0.364724061810154 |
| 61 | 7.2 | 7.67748344370861 | -0.47748344370861 |
