| Multiple Linear Regression - Estimated Regression Equation |
| y[t] = + 103.580115606937 + 0.515375722543355x[t] + 0.721733140655184M1[t] + 0.676048169556845M2[t] + 1.21036319845857M3[t] + 1.85301156069364M4[t] + 2.28232658959538M5[t] + 2.10610982658960M6[t] + 1.75875818882466M7[t] + 1.23940655105973M8[t] + 1.42605491329480M9[t] + 0.794703275529869M10[t] + 0.827351637764937M11[t] + 0.207351637764932t + 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) | 103.580115606937 | 0.549905 | 188.3602 | 0 | 0 |
| x | 0.515375722543355 | 0.510016 | 1.0105 | 0.317022 | 0.158511 |
| M1 | 0.721733140655184 | 0.654436 | 1.1028 | 0.275277 | 0.137638 |
| M2 | 0.676048169556845 | 0.65267 | 1.0358 | 0.305173 | 0.152587 |
| M3 | 1.21036319845857 | 0.651165 | 1.8588 | 0.068836 | 0.034418 |
| M4 | 1.85301156069364 | 0.649923 | 2.8511 | 0.006274 | 0.003137 |
| M5 | 2.28232658959538 | 0.648945 | 3.517 | 0.000927 | 0.000463 |
| M6 | 2.10610982658960 | 0.680709 | 3.094 | 0.003202 | 0.001601 |
| M7 | 1.75875818882466 | 0.679311 | 2.589 | 0.012511 | 0.006256 |
| M8 | 1.23940655105973 | 0.678165 | 1.8276 | 0.073465 | 0.036732 |
| M9 | 1.42605491329480 | 0.677273 | 2.1056 | 0.040184 | 0.020092 |
| M10 | 0.794703275529869 | 0.676635 | 1.1745 | 0.245652 | 0.122826 |
| M11 | 0.827351637764937 | 0.676252 | 1.2234 | 0.226787 | 0.113394 |
| t | 0.207351637764932 | 0.013145 | 15.7738 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.974801401456435 |
| R-squared | 0.95023777228143 |
| Adjusted R-squared | 0.937553282862972 |
| F-TEST (value) | 74.9133639465706 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 51 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1.06904560245680 |
| Sum Squared Residuals | 58.2857835067429 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 103.65 | 104.509200385356 | -0.859200385356096 |
| 2 | 103.87 | 104.670867052023 | -0.800867052023139 |
| 3 | 103.94 | 105.412533718690 | -1.47253371868981 |
| 4 | 105.32 | 106.262533718690 | -0.942533718689817 |
| 5 | 105.54 | 106.899200385356 | -1.35920038535646 |
| 6 | 106.08 | 106.930335260116 | -0.85033526011562 |
| 7 | 106.21 | 106.790335260116 | -0.580335260115619 |
| 8 | 105.53 | 106.478335260116 | -0.94833526011562 |
| 9 | 105.56 | 106.872335260116 | -1.31233526011562 |
| 10 | 105.14 | 106.448335260116 | -1.30833526011562 |
| 11 | 105.97 | 106.688335260116 | -0.718335260115623 |
| 12 | 105.45 | 106.068335260116 | -0.618335260115614 |
| 13 | 106.22 | 106.997420038536 | -0.777420038535735 |
| 14 | 106.31 | 107.159086705202 | -0.849086705202322 |
| 15 | 107.38 | 107.900753371869 | -0.520753371868994 |
| 16 | 109.31 | 108.750753371869 | 0.559246628131014 |
| 17 | 110.82 | 109.387420038536 | 1.43257996146434 |
| 18 | 111.22 | 109.418554913295 | 1.80144508670519 |
| 19 | 110.66 | 109.278554913295 | 1.38144508670519 |
| 20 | 110.76 | 108.966554913295 | 1.7934450867052 |
| 21 | 110.69 | 109.360554913295 | 1.32944508670519 |
| 22 | 111.08 | 108.936554913295 | 2.14344508670519 |
| 23 | 110.97 | 109.176554913295 | 1.79344508670519 |
| 24 | 110.24 | 108.556554913295 | 1.68344508670519 |
| 25 | 112.51 | 110.001015414258 | 2.50898458574174 |
| 26 | 111.52 | 110.162682080925 | 1.35731791907514 |
| 27 | 112.13 | 110.904348747592 | 1.22565125240847 |
| 28 | 112.23 | 111.754348747592 | 0.475651252408481 |
| 29 | 112.92 | 112.391015414258 | 0.528984585741808 |
| 30 | 111.89 | 112.422150289017 | -0.532150289017342 |
| 31 | 111.99 | 112.282150289017 | -0.292150289017344 |
| 32 | 111.51 | 111.970150289017 | -0.460150289017339 |
| 33 | 112.33 | 112.364150289017 | -0.0341502890173444 |
| 34 | 112.04 | 111.940150289017 | 0.0998497109826644 |
| 35 | 112.09 | 112.180150289017 | -0.0901502890173395 |
| 36 | 111.41 | 111.560150289017 | -0.150150289017340 |
| 37 | 112.61 | 112.489235067437 | 0.120764932562545 |
| 38 | 113.14 | 112.650901734104 | 0.489098265895956 |
| 39 | 113.65 | 113.392568400771 | 0.257431599229296 |
| 40 | 114.26 | 114.242568400771 | 0.017431599229298 |
| 41 | 114.4 | 114.879235067437 | -0.479235067437372 |
| 42 | 114.93 | 114.910369942197 | 0.0196300578034815 |
| 43 | 114.86 | 114.770369942197 | 0.0896300578034766 |
| 44 | 114.95 | 114.458369942197 | 0.491630057803476 |
| 45 | 116.17 | 114.852369942197 | 1.31763005780348 |
| 46 | 114.6 | 114.428369942197 | 0.171630057803469 |
| 47 | 114.62 | 114.668369942197 | -0.0483699421965219 |
| 48 | 113.82 | 114.048369942197 | -0.228369942196527 |
| 49 | 115.02 | 114.977454720617 | 0.0425452793833593 |
| 50 | 115.18 | 115.139121387283 | 0.0408786127167793 |
| 51 | 115.59 | 115.88078805395 | -0.290788053949889 |
| 52 | 116.6 | 116.73078805395 | -0.130788053949897 |
| 53 | 117.07 | 117.367454720617 | -0.297454720616568 |
| 54 | 116.96 | 117.398589595376 | -0.438589595375715 |
| 55 | 116.66 | 117.258589595376 | -0.598589595375709 |
| 56 | 116.07 | 116.946589595376 | -0.876589595375717 |
| 57 | 116.04 | 117.340589595376 | -1.30058959537570 |
| 58 | 115.81 | 116.916589595376 | -1.10658959537571 |
| 59 | 116.22 | 117.156589595376 | -0.93658959537571 |
| 60 | 115.85 | 116.536589595376 | -0.686589595375709 |
| 61 | 116.43 | 117.465674373796 | -1.03567437379581 |
| 62 | 117.39 | 117.627341040462 | -0.237341040462409 |
| 63 | 119.17 | 118.369007707129 | 0.800992292870926 |
| 64 | 119.24 | 119.219007707129 | 0.0209922928709210 |
| 65 | 120.03 | 119.855674373796 | 0.174325626204258 |
