| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 97.0079108280255 + 2.84945063694268X[t] + 0.688398221868353M1[t] + 0.210833067940549M2[t] -0.526450238853509M3[t] -0.93173354564756M4[t] -0.48901685244162M5[t] -0.31030015923567M6[t] -0.0395834660297264M7[t] -0.774866772823781M8[t] -0.33015007961784M9[t] + 0.094566613588108M10[t] + 0.341283306794053M11[t] -0.334716693205945t + 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) | 97.0079108280255 | 1.751451 | 55.3872 | 0 | 0 |
| X | 2.84945063694268 | 1.442362 | 1.9755 | 0.054095 | 0.027047 |
| M1 | 0.688398221868353 | 1.943126 | 0.3543 | 0.724718 | 0.362359 |
| M2 | 0.210833067940549 | 2.051333 | 0.1028 | 0.918576 | 0.459288 |
| M3 | -0.526450238853509 | 2.046272 | -0.2573 | 0.798091 | 0.399046 |
| M4 | -0.93173354564756 | 2.041733 | -0.4563 | 0.650244 | 0.325122 |
| M5 | -0.48901685244162 | 2.037719 | -0.24 | 0.811387 | 0.405694 |
| M6 | -0.31030015923567 | 2.034234 | -0.1525 | 0.879415 | 0.439707 |
| M7 | -0.0395834660297264 | 2.03128 | -0.0195 | 0.984535 | 0.492268 |
| M8 | -0.774866772823781 | 2.028861 | -0.3819 | 0.704241 | 0.35212 |
| M9 | -0.33015007961784 | 2.026977 | -0.1629 | 0.871313 | 0.435656 |
| M10 | 0.094566613588108 | 2.02563 | 0.0467 | 0.962962 | 0.481481 |
| M11 | 0.341283306794053 | 2.024822 | 0.1685 | 0.866874 | 0.433437 |
| t | -0.334716693205945 | 0.033039 | -10.131 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.878609736788236 |
| R-squared | 0.771955069579093 |
| Adjusted R-squared | 0.70887881222863 |
| F-TEST (value) | 12.2384412456491 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 47 |
| p-value | 5.14712716892518e-11 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 3.20109786680331 |
| Sum Squared Residuals | 481.610294984076 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 103.4 | 97.361592356688 | 6.03840764331207 |
| 2 | 101.87 | 96.5493105095541 | 5.32068949044586 |
| 3 | 101.11 | 95.4773105095541 | 5.63268949044586 |
| 4 | 98.47 | 94.7373105095541 | 3.73268949044586 |
| 5 | 97.8 | 94.8453105095541 | 2.95468949044586 |
| 6 | 97.37 | 94.6893105095541 | 2.68068949044587 |
| 7 | 97.29 | 94.6253105095541 | 2.66468949044587 |
| 8 | 93.06 | 93.5553105095541 | -0.495310509554137 |
| 9 | 92.39 | 93.6653105095541 | -1.27531050955414 |
| 10 | 93.73 | 93.7553105095541 | -0.0253105095541347 |
| 11 | 94.81 | 93.6673105095541 | 1.14268949044586 |
| 12 | 93.24 | 92.9913105095541 | 0.248689490445852 |
| 13 | 90.09 | 93.3449920382165 | -3.25499203821655 |
| 14 | 89.86 | 92.5327101910828 | -2.67271019108281 |
| 15 | 87.92 | 91.4607101910828 | -3.5407101910828 |
| 16 | 86.3 | 90.7207101910828 | -4.42071019108280 |
| 17 | 86.5 | 90.8287101910828 | -4.32871019108279 |
| 18 | 87.93 | 90.6727101910828 | -2.7427101910828 |
| 19 | 88.6 | 90.6087101910828 | -2.00871019108281 |
| 20 | 90.08 | 89.5387101910828 | 0.541289808917195 |
| 21 | 88.84 | 89.6487101910828 | -0.808710191082797 |
| 22 | 87.91 | 89.7387101910828 | -1.82871019108281 |
| 23 | 88.31 | 89.6507101910828 | -1.34071019108280 |
| 24 | 87.77 | 88.9747101910828 | -1.20471019108281 |
| 25 | 86.11 | 89.3283917197452 | -3.21839171974521 |
| 26 | 82.8 | 88.5161098726115 | -5.71610987261147 |
| 27 | 81.65 | 87.4441098726115 | -5.79410987261146 |
| 28 | 82.36 | 86.7041098726115 | -4.34410987261147 |
| 29 | 82.91 | 86.8121098726115 | -3.90210987261147 |
| 30 | 81.99 | 86.6561098726115 | -4.66610987261147 |
| 31 | 83.32 | 86.5921098726115 | -3.27210987261147 |
| 32 | 84.12 | 85.5221098726115 | -1.40210987261146 |
| 33 | 85.66 | 85.6321098726115 | 0.0278901273885345 |
| 34 | 86.67 | 85.7221098726115 | 0.947890127388538 |
| 35 | 85.31 | 85.6341098726115 | -0.324109872611465 |
| 36 | 85.13 | 84.9581098726115 | 0.171890127388528 |
| 37 | 86.6 | 85.311791401274 | 1.28820859872612 |
| 38 | 87.92 | 84.4995095541401 | 3.42049044585987 |
| 39 | 87.19 | 83.4275095541401 | 3.76249044585987 |
| 40 | 85.56 | 82.6875095541401 | 2.87249044585987 |
| 41 | 86.21 | 82.7955095541401 | 3.41449044585987 |
| 42 | 86.16 | 82.6395095541401 | 3.52049044585987 |
| 43 | 85.04 | 82.5755095541401 | 2.46449044585988 |
| 44 | 82.01 | 81.5055095541401 | 0.504490445859873 |
| 45 | 83.05 | 81.6155095541401 | 1.43449044585987 |
| 46 | 83.34 | 81.7055095541401 | 1.63449044585987 |
| 47 | 82.87 | 81.6175095541401 | 1.25249044585987 |
| 48 | 83.18 | 80.9415095541401 | 2.23849044585987 |
| 49 | 83.97 | 81.2951910828025 | 2.67480891719746 |
| 50 | 82.98 | 83.3323598726115 | -0.35235987261146 |
| 51 | 82.2 | 82.2603598726115 | -0.0603598726114599 |
| 52 | 83.68 | 81.5203598726115 | 2.15964012738854 |
| 53 | 83.49 | 81.6283598726115 | 1.86164012738853 |
| 54 | 82.68 | 81.4723598726115 | 1.20764012738854 |
| 55 | 81.56 | 81.4083598726115 | 0.151640127388538 |
| 56 | 81.19 | 80.3383598726115 | 0.851640127388531 |
| 57 | 81.07 | 80.4483598726115 | 0.62164012738853 |
| 58 | 79.81 | 80.5383598726115 | -0.728359872611464 |
| 59 | 79.72 | 80.4503598726115 | -0.730359872611468 |
| 60 | 78.32 | 79.7743598726115 | -1.45435987261147 |
| 61 | 76.6 | 80.1280414012739 | -3.52804140127388 |
