| Multiple Linear Regression - Estimated Regression Equation |
| y[t] = + 94.4683808553971 -8.64511201629328x[t] -4.21401537193293M1[t] -2.58969062166619M2[t] + 10.6632055571719M3[t] + 4.04467316458152M4[t] + 2.96899791484821M5[t] + 16.1076083794006M6[t] -20.3394954417612M7[t] -9.54374212006597M8[t] + 9.21712612743672M9[t] + 11.9033556396082M10[t] + 5.99710382116186M11[t] + 0.447103821161866t + 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) | 94.4683808553971 | 2.735923 | 34.5289 | 0 | 0 |
| x | -8.64511201629328 | 2.66331 | -3.246 | 0.00184 | 0.00092 |
| M1 | -4.21401537193293 | 3.319798 | -1.2694 | 0.208771 | 0.104385 |
| M2 | -2.58969062166619 | 3.319146 | -0.7802 | 0.438046 | 0.219023 |
| M3 | 10.6632055571719 | 3.319471 | 3.2123 | 0.002037 | 0.001018 |
| M4 | 4.04467316458152 | 3.320775 | 1.218 | 0.227564 | 0.113782 |
| M5 | 2.96899791484821 | 3.323055 | 0.8935 | 0.37486 | 0.18743 |
| M6 | 16.1076083794006 | 3.326311 | 4.8425 | 8e-06 | 4e-06 |
| M7 | -20.3394954417612 | 3.330538 | -6.107 | 0 | 0 |
| M8 | -9.54374212006597 | 3.335733 | -2.8611 | 0.00565 | 0.002825 |
| M9 | 9.21712612743672 | 3.455681 | 2.6672 | 0.009611 | 0.004805 |
| M10 | 11.9033556396082 | 3.459633 | 3.4406 | 0.001011 | 0.000505 |
| M11 | 5.99710382116186 | 3.442297 | 1.7422 | 0.086135 | 0.043068 |
| t | 0.447103821161866 | 0.056984 | 7.8461 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.910883692866785 |
| R-squared | 0.829709101930632 |
| Adjusted R-squared | 0.796166955341211 |
| F-TEST (value) | 24.7363149439076 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 66 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 5.96141569664024 |
| Sum Squared Residuals | 2345.53948913781 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 97.3 | 90.7014693046264 | 6.59853069537361 |
| 2 | 101 | 92.7728978760547 | 8.22710212394531 |
| 3 | 113.2 | 106.472897876055 | 6.72710212394528 |
| 4 | 101 | 100.301469304626 | 0.698530695373892 |
| 5 | 105.7 | 99.6728978760547 | 6.02710212394534 |
| 6 | 113.9 | 113.258612161769 | 0.641387838231008 |
| 7 | 86.4 | 77.258612161769 | 9.14138783823105 |
| 8 | 96.5 | 88.5014693046262 | 7.99853069537385 |
| 9 | 103.3 | 107.709441373291 | -4.40944137329064 |
| 10 | 114.9 | 110.842774706624 | 4.05722529337604 |
| 11 | 105.8 | 105.383626709340 | 0.416373290660460 |
| 12 | 94.2 | 99.8336267093395 | -5.63362670933954 |
| 13 | 98.4 | 96.0667151585685 | 2.33328484143154 |
| 14 | 99.4 | 98.138143729997 | 1.26185627000294 |
| 15 | 108.8 | 111.838143729997 | -3.03814372999709 |
| 16 | 112.6 | 105.666715158569 | 6.93328484143148 |
| 17 | 104.4 | 105.038143729997 | -0.638143729997084 |
| 18 | 112.2 | 118.623858015711 | -6.42385801571137 |
| 19 | 81.1 | 82.6238580157114 | -1.52385801571138 |
| 20 | 97.1 | 93.8667151585685 | 3.23328484143149 |
| 21 | 112.6 | 113.074687227233 | -0.474687227233058 |
| 22 | 113.8 | 116.208020560566 | -2.40802056056639 |
| 23 | 107.8 | 110.748872563282 | -2.94887256328193 |
| 24 | 103.2 | 105.198872563282 | -1.99887256328194 |
| 25 | 103.3 | 101.431961012511 | 1.86803898748913 |
| 26 | 101.2 | 103.503389583939 | -2.30338958393948 |
| 27 | 107.7 | 117.203389583939 | -9.50338958393948 |
| 28 | 110.4 | 111.031961012511 | -0.631961012510907 |
| 29 | 101.9 | 110.403389583939 | -8.50338958393948 |
| 30 | 115.9 | 123.989103869654 | -8.08910386965376 |
| 31 | 89.9 | 87.9891038696538 | 1.91089613034623 |
| 32 | 88.6 | 99.231961012511 | -10.6319610125109 |
| 33 | 117.2 | 118.439933081175 | -1.23993308117545 |
| 34 | 123.9 | 121.573266414509 | 2.32673358549123 |
| 35 | 100 | 107.469006400931 | -7.46900640093104 |
| 36 | 103.6 | 101.919006400931 | 1.68099359906895 |
| 37 | 94.1 | 98.15209485016 | -4.05209485015998 |
| 38 | 98.7 | 100.223523421589 | -1.52352342158859 |
| 39 | 119.5 | 113.923523421589 | 5.57647657841141 |
| 40 | 112.7 | 107.75209485016 | 4.94790514983999 |
| 41 | 104.4 | 107.123523421589 | -2.72352342158859 |
| 42 | 124.7 | 120.709237707303 | 3.99076229269713 |
| 43 | 89.1 | 84.7092377073029 | 4.39076229269711 |
| 44 | 97 | 95.95209485016 | 1.04790514983999 |
| 45 | 121.6 | 115.160066918825 | 6.43993308117544 |
| 46 | 118.8 | 118.293400252158 | 0.506599747842102 |
| 47 | 114 | 112.834252254873 | 1.16574774512657 |
| 48 | 111.5 | 107.284252254873 | 4.21574774512656 |
| 49 | 97.2 | 103.517340704102 | -6.31734070410237 |
| 50 | 102.5 | 105.588769275531 | -3.08876927553099 |
| 51 | 113.4 | 119.288769275531 | -5.88876927553098 |
| 52 | 109.8 | 113.117340704102 | -3.31734070410242 |
| 53 | 104.9 | 112.488769275531 | -7.58876927553099 |
| 54 | 126.1 | 126.074483561245 | 0.0255164387547245 |
| 55 | 80 | 90.0744835612453 | -10.0744835612453 |
| 56 | 96.8 | 101.317340704102 | -4.51734070410241 |
| 57 | 117.2 | 120.525312772767 | -3.32531277276695 |
| 58 | 112.3 | 123.658646106100 | -11.3586461061003 |
| 59 | 117.3 | 118.199498108816 | -0.899498108815835 |
| 60 | 111.1 | 112.649498108816 | -1.54949810881584 |
| 61 | 102.2 | 108.882586558045 | -6.68258655804476 |
| 62 | 104.3 | 110.954015129473 | -6.65401512947339 |
| 63 | 122.9 | 124.654015129473 | -1.75401512947337 |
| 64 | 107.6 | 118.482586558045 | -10.8825865580448 |
| 65 | 121.3 | 117.854015129473 | 3.44598487052661 |
| 66 | 131.5 | 131.439729415188 | 0.0602705848123345 |
| 67 | 89 | 95.4397294151877 | -6.43972941518768 |
| 68 | 104.4 | 106.682586558045 | -2.2825865580448 |
| 69 | 128.9 | 125.890558626709 | 3.00944137329066 |
| 70 | 135.9 | 129.023891960043 | 6.87610803995732 |
| 71 | 133.3 | 123.564743962758 | 9.73525603724178 |
| 72 | 121.3 | 118.014743962758 | 3.28525603724176 |
| 73 | 120.5 | 114.247832411987 | 6.25216758801284 |
| 74 | 120.4 | 116.319260983416 | 4.08073901658422 |
| 75 | 137.9 | 130.019260983416 | 7.88073901658422 |
| 76 | 126.1 | 123.847832411987 | 2.25216758801279 |
| 77 | 133.2 | 123.219260983416 | 9.98073901658421 |
| 78 | 146.6 | 136.80497526913 | 9.79502473086993 |
| 79 | 103.4 | 100.80497526913 | 2.59502473086993 |
| 80 | 117.2 | 112.047832411987 | 5.1521675880128 |
