Multiple Linear Regression - Estimated Regression Equation
y[t] = + 7.68021390374331 + 0.363636363636362x[t] -0.0545751633986933M1[t] -0.233392751039809M2[t] -0.134598930481283M3[t] + 0.0714676173499709M4[t] + 0.0175341651812232M5[t] -0.169126559714794M6[t] -0.70306001188354M7[t] -0.704266191325014M8[t] -0.69819964349376M9[t] -0.14486036838978M10[t] -0.0187938205585262M11[t] + 0.0139334521687463t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)7.680213903743310.17737243.300
x0.3636363636363620.105663.44160.0012240.000612
M1-0.05457516339869330.20579-0.26520.7920160.396008
M2-0.2333927510398090.218064-1.07030.2899530.144977
M3-0.1345989304812830.215556-0.62440.5353680.267684
M40.07146761734997090.2152560.3320.7413560.370678
M50.01753416518122320.214990.08160.9353440.467672
M6-0.1691265597147940.216485-0.78120.438580.21929
M7-0.703060011883540.216177-3.25220.0021220.001061
M8-0.7042661913250140.214404-3.28480.0019330.000966
M9-0.698199643493760.21428-3.25840.0020850.001043
M10-0.144860368389780.215461-0.67230.5046680.252334
M11-0.01879382055852620.215293-0.08730.9308090.465404
t0.01393345216874630.0027615.04727e-064e-06


Multiple Linear Regression - Regression Statistics
Multiple R0.832574434891245
R-squared0.693180189634476
Adjusted R-squared0.608315135703587
F-TEST (value)8.1680286234069
F-TEST (DF numerator)13
F-TEST (DF denominator)47
p-value3.14613436414035e-08
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.338552981283977
Sum Squared Residuals5.38705169340464


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
17.88.00320855614973-0.203208556149734
27.47.83832442067736-0.438324420677364
37.47.58741532976827-0.187415329768271
47.57.80741532976827-0.307415329768272
57.47.76741532976827-0.36741532976827
67.47.594688057041-0.194688057040999
777.074688057041-0.0746880570409974
86.97.08741532976827-0.187415329768271
96.97.10741532976827-0.207415329768272
107.67.674688057041-0.0746880570409988
117.77.814688057041-0.114688057040998
127.67.84741532976827-0.247415329768271
138.27.806773618538320.393226381461676
1487.641889483065950.358110516934046
158.17.754616755793230.345383244206773
168.37.974616755793230.325383244206774
178.27.934616755793230.265383244206773
188.18.12552584670232-0.0255258467023171
197.77.605525846702320.0944741532976826
207.67.61825311942959-0.0182531194295898
217.77.638253119429590.0617468805704104
228.28.20552584670232-0.00552584670231735
238.48.345525846702320.0544741532976839
248.48.378253119429590.0217468805704113
258.68.337611408199640.262388591800357
268.48.172727272727270.227272727272728
278.58.285454545454550.214545454545455
288.78.505454545454540.194545454545454
298.78.465454545454540.234545454545455
308.68.292727272727270.307272727272727
317.47.77272727272727-0.372727272727273
327.37.78545454545455-0.485454545454545
337.47.80545454545455-0.405454545454545
3498.372727272727270.627272727272728
359.28.512727272727270.687272727272727
369.28.545454545454540.654545454545454
378.58.5048128342246-0.00481283422459798
388.38.33992869875223-0.0399286987522274
398.38.4526559714795-0.152655971479500
408.68.6726559714795-0.0726559714795008
418.68.6326559714795-0.0326559714795006
428.58.459928698752230.040071301247772
438.17.939928698752230.160071301247771
448.17.95265597147950.147344028520499
4587.97265597147950.0273440285204990
468.68.539928698752230.0600713012477719
478.78.679928698752230.0200713012477715
488.78.7126559714795-0.0126559714795011
498.68.67201426024955-0.072014260249554
508.48.50713012477718-0.107130124777183
518.48.61985739750446-0.219857397504456
528.78.83985739750446-0.139857397504457
538.78.79985739750446-0.0998573975044566
548.58.62713012477718-0.127130124777184
558.38.107130124777180.192869875222816
568.37.756221033868090.543778966131907
578.37.77622103386810.523778966131907
588.18.70713012477718-0.607130124777184
598.28.84713012477718-0.647130124777184
608.18.5162210338681-0.416221033868093
618.18.47557932263815-0.375579322638147