| Multiple Linear Regression - Estimated Regression Equation |
| y[t] = + 1.42648039914469 + 0.0519672131147541x[t] + 0.00868828700403912M1[t] + 0.0251233071988595M2[t] + 0.0248916607270135M3[t] + 0.0246600142551675M4[t] + 0.0244283677833214M5[t] + 0.020863387978142M6[t] + 0.0103038726538370M7[t] + 0.00425991922071748M8[t] + 0.0046949394155381M9[t] + 0.00512995961035872M10[t] + 0.00156497980517935M11[t] + 0.00356497980517938t + 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) | 1.42648039914469 | 0.01072 | 133.063 | 0 | 0 |
| x | 0.0519672131147541 | 0.010386 | 5.0038 | 7e-06 | 3e-06 |
| M1 | 0.00868828700403912 | 0.0127 | 0.6841 | 0.496877 | 0.248438 |
| M2 | 0.0251233071988595 | 0.012694 | 1.9792 | 0.052997 | 0.026499 |
| M3 | 0.0248916607270135 | 0.012693 | 1.9611 | 0.055135 | 0.027567 |
| M4 | 0.0246600142551675 | 0.012698 | 1.9421 | 0.057452 | 0.028726 |
| M5 | 0.0244283677833214 | 0.012708 | 1.9222 | 0.059959 | 0.029979 |
| M6 | 0.020863387978142 | 0.012724 | 1.6396 | 0.107003 | 0.053502 |
| M7 | 0.0103038726538370 | 0.012691 | 0.8119 | 0.420479 | 0.21024 |
| M8 | 0.00425991922071748 | 0.013289 | 0.3206 | 0.749797 | 0.374899 |
| M9 | 0.0046949394155381 | 0.01327 | 0.3538 | 0.72489 | 0.362445 |
| M10 | 0.00512995961035872 | 0.013257 | 0.387 | 0.700324 | 0.350162 |
| M11 | 0.00156497980517935 | 0.013249 | 0.1181 | 0.906415 | 0.453208 |
| t | 0.00356497980517938 | 0.000266 | 13.3864 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.980262983409438 |
| R-squared | 0.960915516642772 |
| Adjusted R-squared | 0.951328756574018 |
| F-TEST (value) | 100.233604445225 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 53 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.0209435227528610 |
| Sum Squared Residuals | 0.0232474507008792 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1.48 | 1.43873366595391 | 0.0412663340460929 |
| 2 | 1.48 | 1.45873366595391 | 0.0212663340460915 |
| 3 | 1.48 | 1.46206699928724 | 0.0179330007127584 |
| 4 | 1.48 | 1.46540033262057 | 0.014599667379425 |
| 5 | 1.48 | 1.46873366595391 | 0.0112663340460916 |
| 6 | 1.48 | 1.46873366595391 | 0.0112663340460916 |
| 7 | 1.48 | 1.46173913043478 | 0.0182608695652173 |
| 8 | 1.48 | 1.45926015680684 | 0.0207398431931575 |
| 9 | 1.48 | 1.46326015680684 | 0.0167398431931575 |
| 10 | 1.48 | 1.46726015680684 | 0.0127398431931575 |
| 11 | 1.48 | 1.46726015680684 | 0.0127398431931575 |
| 12 | 1.48 | 1.46926015680684 | 0.0107398431931574 |
| 13 | 1.48 | 1.48151342361606 | -0.00151342361606112 |
| 14 | 1.48 | 1.50151342361606 | -0.0215134236160609 |
| 15 | 1.48 | 1.50484675694939 | -0.0248467569493942 |
| 16 | 1.48 | 1.50818009028273 | -0.0281800902827275 |
| 17 | 1.48 | 1.51151342361606 | -0.0315134236160609 |
| 18 | 1.48 | 1.51151342361606 | -0.0315134236160609 |
| 19 | 1.48 | 1.50451888809694 | -0.0245188880969352 |
| 20 | 1.48 | 1.50203991446900 | -0.0220399144689950 |
| 21 | 1.48 | 1.50603991446900 | -0.0260399144689950 |
| 22 | 1.48 | 1.51003991446900 | -0.0300399144689950 |
| 23 | 1.48 | 1.51003991446900 | -0.0300399144689950 |
| 24 | 1.48 | 1.51203991446900 | -0.0320399144689951 |
| 25 | 1.48 | 1.52429318127821 | -0.0442931812782136 |
| 26 | 1.57 | 1.54429318127821 | 0.0257068187217868 |
| 27 | 1.58 | 1.54762651461155 | 0.0323734853884534 |
| 28 | 1.58 | 1.55095984794488 | 0.0290401520551200 |
| 29 | 1.58 | 1.55429318127821 | 0.0257068187217867 |
| 30 | 1.58 | 1.55429318127821 | 0.0257068187217867 |
| 31 | 1.59 | 1.59926585887384 | -0.00926585887384171 |
| 32 | 1.6 | 1.5967868852459 | 0.00321311475409846 |
| 33 | 1.6 | 1.6007868852459 | -0.000786885245901553 |
| 34 | 1.61 | 1.6047868852459 | 0.00521311475409846 |
| 35 | 1.61 | 1.6047868852459 | 0.00521311475409846 |
| 36 | 1.61 | 1.6067868852459 | 0.00321311475409844 |
| 37 | 1.62 | 1.61904015205512 | 0.000959847944879887 |
| 38 | 1.63 | 1.63904015205512 | -0.00904015205511999 |
| 39 | 1.63 | 1.64237348538845 | -0.0123734853884534 |
| 40 | 1.64 | 1.64570681872179 | -0.00570681872178671 |
| 41 | 1.64 | 1.64904015205512 | -0.00904015205512005 |
| 42 | 1.64 | 1.64904015205512 | -0.00904015205512003 |
| 43 | 1.64 | 1.64204561653599 | -0.00204561653599436 |
| 44 | 1.64 | 1.63956664290805 | 0.000433357091945775 |
| 45 | 1.65 | 1.64356664290805 | 0.00643335709194579 |
| 46 | 1.65 | 1.64756664290805 | 0.00243335709194579 |
| 47 | 1.65 | 1.64756664290805 | 0.00243335709194579 |
| 48 | 1.65 | 1.64956664290805 | 0.000433357091945767 |
| 49 | 1.65 | 1.66181990971727 | -0.0118199097172728 |
| 50 | 1.66 | 1.68181990971727 | -0.0218199097172724 |
| 51 | 1.66 | 1.68515324305061 | -0.0251532430506059 |
| 52 | 1.67 | 1.68848657638394 | -0.0184865763839392 |
| 53 | 1.68 | 1.69181990971727 | -0.0118199097172725 |
| 54 | 1.68 | 1.69181990971727 | -0.0118199097172725 |
| 55 | 1.68 | 1.68482537419815 | -0.00482537419814682 |
| 56 | 1.68 | 1.68234640057021 | -0.00234640057020668 |
| 57 | 1.69 | 1.68634640057021 | 0.00365359942979333 |
| 58 | 1.7 | 1.69034640057021 | 0.00965359942979333 |
| 59 | 1.7 | 1.69034640057021 | 0.00965359942979332 |
| 60 | 1.71 | 1.69234640057021 | 0.0176535994297933 |
| 61 | 1.72 | 1.70459966737943 | 0.0154003326205748 |
| 62 | 1.73 | 1.72459966737942 | 0.00540033262057511 |
| 63 | 1.74 | 1.72793300071276 | 0.0120669992872417 |
| 64 | 1.74 | 1.73126633404609 | 0.00873366595390838 |
| 65 | 1.75 | 1.73459966737942 | 0.0154003326205751 |
| 66 | 1.75 | 1.73459966737942 | 0.0154003326205751 |
| 67 | 1.75 | 1.7276051318603 | 0.0223948681397007 |
