| Multiple Linear Regression - Estimated Regression Equation |
| s[t] = + 4.08121751504731 -0.00104422837773501d[t] + 0.127145947683812V3[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) | 4.08121751504731 | 0.115651 | 35.2891 | 0 | 0 |
| d | -0.00104422837773501 | 0.000176 | -5.9281 | 0 | 0 |
| V3 | 0.127145947683812 | 0.110975 | 1.1457 | 0.255872 | 0.127936 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.588993850917756 |
| R-squared | 0.346913756418928 |
| Adjusted R-squared | 0.3279837203731 |
| F-TEST (value) | 18.3261012065205 |
| F-TEST (DF numerator) | 2 |
| F-TEST (DF denominator) | 69 |
| p-value | 4.13507596386253e-07 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.433724835818076 |
| Sum Squared Residuals | 12.9800890911738 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 3 | 3.24165789934834 | -0.241657899348343 |
| 2 | 3 | 3.56850138157942 | -0.568501381579417 |
| 3 | 4 | 3.92353903000932 | 0.0764609699906813 |
| 4 | 4 | 3.81598350710261 | 0.184016492897387 |
| 5 | 4 | 3.33250576821131 | 0.667494231788694 |
| 6 | 4 | 3.17691573992879 | 0.82308426007121 |
| 7 | 4 | 4.08017328666957 | -0.0801732866695696 |
| 8 | 3 | 3.28969240472417 | -0.28969240472417 |
| 9 | 4 | 3.266719380414 | 0.733280619586 |
| 10 | 5 | 4.06450986100354 | 0.935490138996456 |
| 11 | 4 | 3.77212591523774 | 0.227874084762257 |
| 12 | 4 | 3.59356286264506 | 0.406437137354943 |
| 13 | 3 | 3.15081003048541 | -0.150810030485414 |
| 14 | 3 | 3.17065036966238 | -0.170650369662379 |
| 15 | 3 | 3.17587151155105 | -0.175871511551054 |
| 16 | 3 | 3.06518330351114 | -0.0651833035111438 |
| 17 | 4 | 3.4129113532969 | 0.587088646703099 |
| 18 | 4 | 3.51942264782587 | 0.480577352174129 |
| 19 | 3 | 3.20824259126084 | -0.208242591260840 |
| 20 | 3 | 3.27716166419135 | -0.27716166419135 |
| 21 | 4 | 3.69067610177441 | 0.309323898225588 |
| 22 | 4 | 3.56223601131301 | 0.437763988686993 |
| 23 | 3 | 3.09442169808772 | -0.094421698087724 |
| 24 | 3 | 3.18109265343973 | -0.181092653439729 |
| 25 | 3 | 3.44632666138442 | -0.446326661384421 |
| 26 | 3 | 3.76690477334907 | -0.766904773349068 |
| 27 | 3 | 3.16020808588503 | -0.160208085885029 |
| 28 | 3 | 3.44945934651763 | -0.449459346517626 |
| 29 | 4 | 3.76272785983813 | 0.237272140161872 |
| 30 | 4 | 3.85566418545654 | 0.144335814543457 |
| 31 | 3 | 3.06727176026661 | -0.0672717602666138 |
| 32 | 3 | 3.04951987784512 | -0.0495198778451188 |
| 33 | 4 | 3.75019711930531 | 0.249802880694692 |
| 34 | 4 | 3.57581098022356 | 0.424189019776438 |
| 35 | 4 | 3.82329310574676 | 0.176706894253242 |
| 36 | 3 | 3.5382187586251 | -0.538218758625102 |
| 37 | 3 | 3.36487684792109 | -0.364876847921091 |
| 38 | 3 | 3.6603934788201 | -0.660393478820097 |
| 39 | 3 | 3.04743142108965 | -0.0474314210896487 |
| 40 | 4 | 4.02587341102735 | -0.0258734110273494 |
| 41 | 4 | 3.50898036404852 | 0.491019635951479 |
| 42 | 4 | 3.49749385189344 | 0.502506148106564 |
| 43 | 3 | 3.11843895077563 | -0.118438950775629 |
| 44 | 4 | 3.86297378410069 | 0.137026215899312 |
| 45 | 4 | 3.54135144375831 | 0.458648556241693 |
| 46 | 4 | 3.67814536124159 | 0.321854638758408 |
| 47 | 3 | 3.85044304356787 | -0.850443043567868 |
| 48 | 3 | 3.94860051107496 | -0.94860051107496 |
| 49 | 3 | 3.26985206554721 | -0.269852065547205 |
| 50 | 3 | 3.74497597741663 | -0.744975977416633 |
| 51 | 3 | 3.26960215114735 | -0.269602151147346 |
| 52 | 4 | 4.17390392626586 | -0.173903926265861 |
| 53 | 4 | 3.72488572383981 | 0.275114276160192 |
| 54 | 4 | 3.35314042136615 | 0.646859578633854 |
| 55 | 4 | 3.95148328180830 | 0.0485167181916953 |
| 56 | 4 | 3.94208522640869 | 0.0579147735913102 |
| 57 | 4 | 3.41474989565251 | 0.585250104347488 |
| 58 | 4 | 3.60166677526708 | 0.398333224732922 |
| 59 | 4 | 3.885696894011 | 0.114303105989001 |
| 60 | 4 | 4.19165580868736 | -0.191655808687356 |
| 61 | 3 | 3.58078220771238 | -0.580782207712378 |
| 62 | 3 | 3.93999676965322 | -0.93999676965322 |
| 63 | 3 | 3.34896350785521 | -0.348963507855206 |
| 64 | 3 | 3.22678878766021 | -0.226788787660211 |
| 65 | 4 | 3.65074550902062 | 0.349254490979377 |
| 66 | 4 | 3.60793214553349 | 0.392067854466512 |
| 67 | 3 | 3.21321381874966 | -0.213213818749656 |
| 68 | 4 | 3.99325241691770 | 0.00674758308229498 |
| 69 | 4 | 3.5306592455811 | 0.469340754418903 |
| 70 | 4 | 3.83975084539066 | 0.160249154609341 |
| 71 | 3 | 3.33643276732239 | -0.336432767322386 |
| 72 | 3 | 3.22261187414927 | -0.222611874149271 |
