Multiple Linear Regression - Estimated Regression Equation
d[t] = + 4.06381011360178 -0.000997140206824086b[t] + 0.377513336249788V3[t] -0.129077142629322M1[t] -0.406319224862594M2[t] + 0.0329291272892397M3[t] + 0.0835361072517711M4[t] + 0.650307396372812M5[t] + 0.719903916079853M6[t] + 0.121171868775522M7[t] + 0.173130306921246M8[t] + 0.716967371285332M9[t] + 0.712919767814436M10[t] + 0.144101926714828M11[t] -0.00877096709077283t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)4.063810113601780.12409332.748200
b-0.0009971402068240869.8e-05-10.126100
V30.3775133362497880.0968553.89770.0002580.000129
M1-0.1290771426293220.132275-0.97580.3332770.166638
M2-0.4063192248625940.130163-3.12160.0028230.001412
M30.03292912728923970.1336490.24640.8062690.403134
M40.08353610725177110.1305760.63980.5248980.262449
M50.6503073963728120.1303644.98846e-063e-06
M60.7199039160798530.1304655.5181e-060
M70.1211718687755220.1308610.9260.3583720.179186
M80.1731303069212460.1297671.33420.1874580.093729
M90.7169673712853320.1297965.52381e-060
M100.7129197678144360.1298975.48831e-060
M110.1441019267148280.1294461.11320.2702870.135144
t-0.008770967090772830.002157-4.06540.0001497.4e-05


Multiple Linear Regression - Regression Statistics
Multiple R0.925142872593637
R-squared0.855889334710807
Adjusted R-squared0.820493732709952
F-TEST (value)24.1806689624927
F-TEST (DF numerator)14
F-TEST (DF denominator)57
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.224163140490993
Sum Squared Residuals2.86419947262272


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
133.12426127759510-0.124261277595104
233.15035311300702-0.150353113007017
343.919858168388270.0801418316117342
443.858988739957140.141011260042856
543.955313146227860.0446868537721399
643.867564808027340.132435191972659
744.12258807253507-0.122588072535071
833.41094040702419-0.410940407024188
943.924069419747370.0759305802526282
1054.673065967199300.326934032800695
1143.816277901098180.183722098901821
1243.492894031925660.507105968074339
1332.932258474512150.0677415254878475
1432.665191089117770.334808910882235
1533.10065417521295-0.100654175212947
1633.03679332616135-0.0367933261613525
1743.926841337064040.0731586629359593
1844.08937519077637-0.0893751907763667
1933.18472439474768-0.184724394747685
2033.29372311945303-0.293723119453025
2144.22365673862868-0.223656738628677
2244.08818992262765-0.0881899226276457
2333.06388230178007-0.0638823017800735
2432.993772045140870.00622795485912769
2533.10919754795409-0.109197547954095
2633.12930654212504-0.129306542125044
2732.980445467021310.0195545329786887
2833.29848931718334-0.298489317183342
2944.15563170126084-0.155631701260836
3044.30520273228445-0.305202732284448
3132.944858861737160.0551411382628406
3232.97109494927610.0289050507238995
3344.17524212532838-0.175242125328376
3443.995901140227080.00409885977291507
3543.654634561054010.345365438945989
3633.22954239078544-0.229542390785436
3732.926169006732540.0738309932674578
3832.922346635939710.0776533640602866
3932.767502719595040.232497280404964
4043.743659106260960.256340893739036
4143.808075025913310.191924974086691
4243.857932036254510.142067963745487
4332.888467126782270.111532873217734
4443.642615565302790.357384434697211
4543.870562478874280.129437521125715
4643.988369275406570.0116307245934289
4733.57530860134216-0.575308601342164
4833.51616688697803-0.516166886978028
4932.730177642822280.269822357177724
5032.897863387603190.102136612396809
5133.13050420957654-0.130504209576542
5244.03586364155796-0.0358636415579589
5344.16509367465387-0.16509367465387
5443.870937313640760.129062686359236
5543.834795637755860.165204362244139
5643.869008846949400.130991153050605
5743.900519139776550.0994808602234545
5844.06618866623639-0.066188666236388
5943.759821994302160.240178005697842
6043.899111181096010.100888818903985
6133.17793605038383-0.177936050383829
6233.23493923220727-0.23493923220727
6333.1010352602059-0.101035260205898
6433.02620586887924-0.0262058688792390
6543.989045114880090.0109548851199144
6644.00898791901657-0.00898791901656703
6733.02456590644196-0.0245659064419586
6843.81261711199450.187382888005499
6943.905950097644740.094049902355255
7044.18828502830301-0.188285028303006
7133.13007464042341-0.130074640423415
7232.868513464073990.131486535926011