| Multiple Linear Regression - Estimated Regression Equation |
| y[t] = + 94.4102362204725 -0.0548228346456831`x `[t] + 12.1820554461943M1[t] + 5.05808727034122M2[t] + 2.89518208661418M3[t] + 11.4522769028871M4[t] -12.2306282808399M5[t] -3.01353346456693M6[t] + 12.0635613517060M7[t] + 12.9716207349081M8[t] + 5.96871555118111M9[t] -0.474189632545929M10[t] -0.797094816272964M11[t] + 0.082905183727034t + 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) | 94.4102362204725 | 2.03525 | 46.3875 | 0 | 0 |
| `x ` | -0.0548228346456831 | 1.655082 | -0.0331 | 0.973716 | 0.486858 |
| M1 | 12.1820554461943 | 2.01388 | 6.049 | 0 | 0 |
| M2 | 5.05808727034122 | 2.110797 | 2.3963 | 0.020594 | 0.010297 |
| M3 | 2.89518208661418 | 2.109473 | 1.3725 | 0.176433 | 0.088216 |
| M4 | 11.4522769028871 | 2.108548 | 5.4314 | 2e-06 | 1e-06 |
| M5 | -12.2306282808399 | 2.10802 | -5.8019 | 1e-06 | 0 |
| M6 | -3.01353346456693 | 2.107892 | -1.4296 | 0.159433 | 0.079717 |
| M7 | 12.0635613517060 | 2.108162 | 5.7223 | 1e-06 | 0 |
| M8 | 12.9716207349081 | 2.092638 | 6.1987 | 0 | 0 |
| M9 | 5.96871555118111 | 2.091231 | 2.8542 | 0.0064 | 0.0032 |
| M10 | -0.474189632545929 | 2.090226 | -0.2269 | 0.821516 | 0.410758 |
| M11 | -0.797094816272964 | 2.089623 | -0.3815 | 0.704586 | 0.352293 |
| t | 0.082905183727034 | 0.028991 | 2.8597 | 0.006306 | 0.003153 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.932242951965714 |
| R-squared | 0.869076921489749 |
| Adjusted R-squared | 0.832864155093296 |
| F-TEST (value) | 23.9991861426772 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 47 |
| p-value | 2.22044604925031e-16 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 3.30366613927501 |
| Sum Squared Residuals | 512.967868110237 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 110.4 | 106.675196850394 | 3.72480314960639 |
| 2 | 96.4 | 99.6341338582677 | -3.23413385826771 |
| 3 | 101.9 | 97.5541338582677 | 4.34586614173228 |
| 4 | 106.2 | 106.194133858268 | 0.00586614173226119 |
| 5 | 81 | 82.5941338582678 | -1.59413385826775 |
| 6 | 94.7 | 91.8941338582677 | 2.80586614173227 |
| 7 | 101 | 107.054133858268 | -6.05413385826772 |
| 8 | 109.4 | 107.990275590551 | 1.40972440944882 |
| 9 | 102.3 | 101.070275590551 | 1.22972440944882 |
| 10 | 90.7 | 94.7102755905512 | -4.01027559055118 |
| 11 | 96.2 | 94.4702755905512 | 1.72972440944882 |
| 12 | 96.1 | 95.3502755905512 | 0.749724409448813 |
| 13 | 106 | 107.615236220472 | -1.61523622047247 |
| 14 | 103.1 | 100.574173228346 | 2.52582677165353 |
| 15 | 102 | 98.4941732283465 | 3.50582677165355 |
| 16 | 104.7 | 107.134173228346 | -2.43417322834645 |
| 17 | 86 | 83.5341732283465 | 2.46582677165354 |
| 18 | 92.1 | 92.8341732283465 | -0.734173228346458 |
| 19 | 106.9 | 107.994173228346 | -1.09417322834645 |
| 20 | 112.6 | 108.985137795276 | 3.6148622047244 |
| 21 | 101.7 | 102.065137795276 | -0.365137795275590 |
| 22 | 92 | 95.7051377952756 | -3.70513779527559 |
| 23 | 97.4 | 95.4651377952756 | 1.93486220472441 |
| 24 | 97 | 96.3451377952756 | 0.654862204724411 |
| 25 | 105.4 | 108.610098425197 | -3.21009842519687 |
| 26 | 102.7 | 101.569035433071 | 1.13096456692913 |
| 27 | 98.1 | 99.4890354330709 | -1.38903543307087 |
| 28 | 104.5 | 108.129035433071 | -3.62903543307086 |
| 29 | 87.4 | 84.5290354330709 | 2.87096456692914 |
| 30 | 89.9 | 93.8290354330709 | -3.92903543307086 |
| 31 | 109.8 | 108.989035433071 | 0.810964566929128 |
| 32 | 111.7 | 109.98 | 1.72000000000000 |
| 33 | 98.6 | 103.06 | -4.46000000000001 |
| 34 | 96.9 | 96.7 | 0.200000000000006 |
| 35 | 95.1 | 96.46 | -1.36000000000000 |
| 36 | 97 | 97.34 | -0.339999999999997 |
| 37 | 112.7 | 109.604960629921 | 3.09503937007872 |
| 38 | 102.9 | 102.563897637795 | 0.336102362204728 |
| 39 | 97.4 | 100.483897637795 | -3.08389763779526 |
| 40 | 111.4 | 109.123897637795 | 2.27610236220473 |
| 41 | 87.4 | 85.5238976377953 | 1.87610236220473 |
| 42 | 96.8 | 94.8238976377953 | 1.97610236220473 |
| 43 | 114.1 | 109.983897637795 | 4.11610236220472 |
| 44 | 110.3 | 110.974862204724 | -0.674862204724411 |
| 45 | 103.9 | 104.054862204724 | -0.154862204724404 |
| 46 | 101.6 | 97.6948622047244 | 3.90513779527559 |
| 47 | 94.6 | 97.4548622047244 | -2.85486220472441 |
| 48 | 95.9 | 98.3348622047244 | -2.4348622047244 |
| 49 | 104.7 | 110.599822834646 | -5.89982283464569 |
| 50 | 102.8 | 103.558759842520 | -0.758759842519689 |
| 51 | 98.1 | 101.478759842520 | -3.37875984251968 |
| 52 | 113.9 | 110.118759842520 | 3.78124015748032 |
| 53 | 80.9 | 86.5187598425197 | -5.61875984251967 |
| 54 | 95.7 | 95.8187598425197 | -0.118759842519676 |
| 55 | 113.2 | 110.978759842520 | 2.22124015748032 |
| 56 | 105.9 | 111.969724409449 | -6.06972440944881 |
| 57 | 108.8 | 105.049724409449 | 3.75027559055118 |
| 58 | 102.3 | 98.6897244094488 | 3.61027559055118 |
| 59 | 99 | 98.4497244094488 | 0.550275590551184 |
| 60 | 100.7 | 99.3297244094488 | 1.37027559055119 |
| 61 | 115.5 | 111.59468503937 | 3.90531496062990 |
