| Multiple Linear Regression - Estimated Regression Equation |
| y[t] = + 1.48253061224490 + 0.172448979591837x[t] + 0.00291156462585029M1[t] + 0.0229115646258503M2[t] + 0.0262448979591837M3[t] + 0.029578231292517M4[t] + 0.0329115646258503M5[t] + 0.0329115646258503M6[t] + 0.00583673469387754M7[t] -0.0100000000000000M8[t] -0.00600000000000001M9[t] -0.00200000000000001M10[t] -0.00200000000000001M11[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) | 1.48253061224490 | 0.020464 | 72.4447 | 0 | 0 |
| x | 0.172448979591837 | 0.010746 | 16.0479 | 0 | 0 |
| M1 | 0.00291156462585029 | 0.02632 | 0.1106 | 0.912325 | 0.456163 |
| M2 | 0.0229115646258503 | 0.02632 | 0.8705 | 0.387873 | 0.193936 |
| M3 | 0.0262448979591837 | 0.02632 | 0.9972 | 0.323133 | 0.161567 |
| M4 | 0.029578231292517 | 0.02632 | 1.1238 | 0.266064 | 0.133032 |
| M5 | 0.0329115646258503 | 0.02632 | 1.2505 | 0.216523 | 0.108262 |
| M6 | 0.0329115646258503 | 0.02632 | 1.2505 | 0.216523 | 0.108262 |
| M7 | 0.00583673469387754 | 0.026307 | 0.2219 | 0.825255 | 0.412627 |
| M8 | -0.0100000000000000 | 0.027467 | -0.3641 | 0.717225 | 0.358612 |
| M9 | -0.00600000000000001 | 0.027467 | -0.2184 | 0.827907 | 0.413953 |
| M10 | -0.00200000000000001 | 0.027467 | -0.0728 | 0.942223 | 0.471111 |
| M11 | -0.00200000000000001 | 0.027467 | -0.0728 | 0.942223 | 0.471111 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.910367038497732 |
| R-squared | 0.828768144783132 |
| Adjusted R-squared | 0.790716621401605 |
| F-TEST (value) | 21.7801567751553 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 54 |
| p-value | 1.11022302462516e-16 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.0434291051670534 |
| Sum Squared Residuals | 0.101848707482993 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1.48 | 1.48544217687075 | -0.00544217687074854 |
| 2 | 1.48 | 1.50544217687075 | -0.0254421768707483 |
| 3 | 1.48 | 1.50877551020408 | -0.0287755102040816 |
| 4 | 1.48 | 1.51210884353742 | -0.032108843537415 |
| 5 | 1.48 | 1.51544217687075 | -0.0354421768707483 |
| 6 | 1.48 | 1.51544217687075 | -0.0354421768707483 |
| 7 | 1.48 | 1.48836734693878 | -0.00836734693877551 |
| 8 | 1.48 | 1.47253061224490 | 0.00746938775510203 |
| 9 | 1.48 | 1.47653061224490 | 0.00346938775510202 |
| 10 | 1.48 | 1.48053061224490 | -0.000530612244897973 |
| 11 | 1.48 | 1.48053061224490 | -0.000530612244897982 |
| 12 | 1.48 | 1.48253061224490 | -0.00253061224489799 |
| 13 | 1.48 | 1.48544217687075 | -0.00544217687074828 |
| 14 | 1.48 | 1.50544217687075 | -0.0254421768707483 |
| 15 | 1.48 | 1.50877551020408 | -0.0287755102040816 |
| 16 | 1.48 | 1.51210884353742 | -0.032108843537415 |
| 17 | 1.48 | 1.51544217687075 | -0.0354421768707483 |
| 18 | 1.48 | 1.51544217687075 | -0.0354421768707483 |
| 19 | 1.48 | 1.48836734693878 | -0.00836734693877552 |
| 20 | 1.48 | 1.47253061224490 | 0.00746938775510203 |
| 21 | 1.48 | 1.47653061224490 | 0.00346938775510203 |
| 22 | 1.48 | 1.48053061224490 | -0.00053061224489798 |
| 23 | 1.48 | 1.48053061224490 | -0.000530612244897978 |
| 24 | 1.48 | 1.48253061224490 | -0.00253061224489799 |
| 25 | 1.48 | 1.48544217687075 | -0.00544217687074827 |
| 26 | 1.57 | 1.50544217687075 | 0.0645578231292518 |
| 27 | 1.58 | 1.50877551020408 | 0.0712244897959185 |
| 28 | 1.58 | 1.51210884353742 | 0.0678911564625851 |
| 29 | 1.58 | 1.51544217687075 | 0.0645578231292518 |
| 30 | 1.58 | 1.51544217687075 | 0.0645578231292518 |
| 31 | 1.59 | 1.66081632653061 | -0.0708163265306122 |
| 32 | 1.6 | 1.64497959183673 | -0.0449795918367346 |
| 33 | 1.6 | 1.64897959183673 | -0.0489795918367346 |
| 34 | 1.61 | 1.65297959183673 | -0.0429795918367346 |
| 35 | 1.61 | 1.65297959183673 | -0.0429795918367346 |
| 36 | 1.61 | 1.65497959183673 | -0.0449795918367346 |
| 37 | 1.62 | 1.65789115646258 | -0.0378911564625849 |
| 38 | 1.63 | 1.67789115646258 | -0.0478911564625851 |
| 39 | 1.63 | 1.68122448979592 | -0.0512244897959184 |
| 40 | 1.64 | 1.68455782312925 | -0.0445578231292518 |
| 41 | 1.64 | 1.68789115646258 | -0.0478911564625851 |
| 42 | 1.64 | 1.68789115646258 | -0.0478911564625851 |
| 43 | 1.64 | 1.66081632653061 | -0.0208163265306123 |
| 44 | 1.64 | 1.64497959183673 | -0.00497959183673476 |
| 45 | 1.65 | 1.64897959183673 | 0.00102040816326525 |
| 46 | 1.65 | 1.65297959183673 | -0.00297959183673476 |
| 47 | 1.65 | 1.65297959183673 | -0.00297959183673476 |
| 48 | 1.65 | 1.65497959183673 | -0.00497959183673477 |
| 49 | 1.65 | 1.65789115646258 | -0.00789115646258507 |
| 50 | 1.66 | 1.67789115646258 | -0.0178911564625851 |
| 51 | 1.66 | 1.68122448979592 | -0.0212244897959184 |
| 52 | 1.67 | 1.68455782312925 | -0.0145578231292517 |
| 53 | 1.68 | 1.68789115646258 | -0.00789115646258507 |
| 54 | 1.68 | 1.68789115646258 | -0.00789115646258507 |
| 55 | 1.68 | 1.66081632653061 | 0.0191836734693877 |
| 56 | 1.68 | 1.64497959183673 | 0.0350204081632653 |
| 57 | 1.69 | 1.64897959183673 | 0.0410204081632653 |
| 58 | 1.7 | 1.65297959183673 | 0.0470204081632653 |
| 59 | 1.7 | 1.65297959183673 | 0.0470204081632653 |
| 60 | 1.71 | 1.65497959183673 | 0.0550204081632653 |
| 61 | 1.72 | 1.65789115646258 | 0.062108843537415 |
| 62 | 1.73 | 1.67789115646258 | 0.052108843537415 |
| 63 | 1.74 | 1.68122448979592 | 0.0587755102040817 |
| 64 | 1.74 | 1.68455782312925 | 0.0554421768707483 |
| 65 | 1.75 | 1.68789115646258 | 0.062108843537415 |
| 66 | 1.75 | 1.68789115646258 | 0.062108843537415 |
| 67 | 1.75 | 1.66081632653061 | 0.0891836734693878 |
