| Multiple Linear Regression - Estimated Regression Equation |
| y[t] = + 3326.69620534298 + 509.736341138397x[t] + 139.711598663197M1[t] -103.620201910322M2[t] + 593.047997516158M3[t] + 118.287625514067M4[t] + 91.0986820834048M5[t] + 491.195452938457M6[t] -45.4325593236219M7[t] -143.410892944017M8[t] + 44.066830291987M9[t] + 70.3778868613246M10[t] -591.311056569338M11[t] + 15.1889434306624t + 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) | 3326.69620534298 | 241.722727 | 13.7624 | 0 | 0 |
| x | 509.736341138397 | 229.602338 | 2.2201 | 0.029962 | 0.014981 |
| M1 | 139.711598663197 | 280.507809 | 0.4981 | 0.620144 | 0.310072 |
| M2 | -103.620201910322 | 280.352568 | -0.3696 | 0.712896 | 0.356448 |
| M3 | 593.047997516158 | 280.288727 | 2.1158 | 0.038254 | 0.019127 |
| M4 | 118.287625514067 | 280.316349 | 0.422 | 0.674454 | 0.337227 |
| M5 | 91.0986820834048 | 280.435408 | 0.3248 | 0.746356 | 0.373178 |
| M6 | 491.195452938457 | 280.645787 | 1.7502 | 0.084871 | 0.042435 |
| M7 | -45.4325593236219 | 291.479174 | -0.1559 | 0.876627 | 0.438313 |
| M8 | -143.410892944017 | 291.446804 | -0.4921 | 0.624357 | 0.312178 |
| M9 | 44.066830291987 | 291.138746 | 0.1514 | 0.880168 | 0.440084 |
| M10 | 70.3778868613246 | 290.918505 | 0.2419 | 0.809619 | 0.404809 |
| M11 | -591.311056569338 | 290.78628 | -2.0335 | 0.046154 | 0.023077 |
| t | 15.1889434306624 | 5.063454 | 2.9997 | 0.003847 | 0.001924 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.81439666271144 |
| R-squared | 0.66324192423553 |
| Adjusted R-squared | 0.594837940095873 |
| F-TEST (value) | 9.6959545935426 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 64 |
| p-value | 9.52469214610119e-11 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 503.580248723731 |
| Sum Squared Residuals | 16229956.2818979 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 4159 | 3481.59674743684 | 677.40325256316 |
| 2 | 3497 | 3253.45389029398 | 243.546109706018 |
| 3 | 4404 | 3965.31103315112 | 438.688966848876 |
| 4 | 3849 | 3505.73960457970 | 343.260395420304 |
| 5 | 3734 | 3493.73960457970 | 240.260395420304 |
| 6 | 3060 | 3909.02531886541 | -849.02531886541 |
| 7 | 3507 | 3387.58625003399 | 119.413749966006 |
| 8 | 3287 | 3304.79685984426 | -17.7968598442613 |
| 9 | 3215 | 3507.46352651093 | -292.463526510928 |
| 10 | 3764 | 3548.96352651093 | 215.036473489072 |
| 11 | 2734 | 2902.46352651093 | -168.463526510928 |
| 12 | 2837 | 3508.96352651093 | -671.963526510929 |
| 13 | 2766 | 3663.86406860479 | -897.864068604788 |
| 14 | 3851 | 3435.72121146193 | 415.278788538069 |
| 15 | 3289 | 4147.57835431907 | -858.578354319074 |
| 16 | 3848 | 3688.00692574765 | 159.993074252355 |
| 17 | 3348 | 3676.00692574765 | -328.006925747645 |
| 18 | 3682 | 4091.29264003336 | -409.292640033360 |
| 19 | 4058 | 3569.85357120194 | 488.146428798056 |
| 20 | 3655 | 3487.06418101221 | 167.935818987789 |
| 21 | 3811 | 3689.73084767888 | 121.269152321123 |
| 22 | 3341 | 3731.23084767888 | -390.230847678877 |
| 23 | 3032 | 3084.73084767888 | -52.7308476788774 |
| 24 | 3475 | 3691.23084767888 | -216.230847678878 |
| 25 | 3353 | 3846.13138977274 | -493.131389772737 |
| 26 | 3186 | 3617.98853262988 | -431.98853262988 |
| 27 | 3902 | 4329.84567548702 | -427.845675487023 |
| 28 | 4164 | 3870.27424691559 | 293.725753084405 |
| 29 | 3499 | 3858.27424691559 | -359.274246915595 |
| 30 | 4145 | 4273.55996120131 | -128.559961201309 |
| 31 | 3796 | 3752.12089236989 | 43.8791076301071 |
| 32 | 3711 | 3669.33150218016 | 41.6684978198397 |
| 33 | 3949 | 3871.99816884683 | 77.0018311531732 |
| 34 | 3740 | 3913.49816884683 | -173.498168846827 |
| 35 | 3243 | 3266.99816884683 | -23.9981688468268 |
| 36 | 4407 | 3873.49816884683 | 533.501831153173 |
| 37 | 4814 | 4028.39871094069 | 785.601289059314 |
| 38 | 3908 | 3800.25585379783 | 107.744146202170 |
| 39 | 5250 | 4512.11299665497 | 737.887003345027 |
| 40 | 3937 | 4052.54156808354 | -115.541568083544 |
| 41 | 4004 | 4040.54156808354 | -36.5415680835441 |
| 42 | 5560 | 4455.82728236926 | 1104.17271763074 |
| 43 | 3922 | 3934.38821353784 | -12.3882135378422 |
| 44 | 3759 | 4361.33516448651 | -602.335164486506 |
| 45 | 4138 | 4564.00183115317 | -426.001831153173 |
| 46 | 4634 | 4605.50183115317 | 28.4981688468268 |
| 47 | 3996 | 3959.00183115317 | 36.9981688468266 |
| 48 | 4307 | 4565.50183115317 | -258.501831153174 |
| 49 | 4142 | 4720.40237324703 | -578.402373247033 |
| 50 | 4429 | 4492.25951610418 | -63.2595161041762 |
| 51 | 5219 | 5204.11665896132 | 14.8833410386808 |
| 52 | 4929 | 4744.54523038989 | 184.454769610110 |
| 53 | 5754 | 4732.54523038989 | 1021.45476961011 |
| 54 | 5588 | 5147.8309446756 | 440.169055324395 |
| 55 | 4162 | 4626.39187584419 | -464.391875844189 |
| 56 | 4947 | 4543.60248565446 | 403.397514345544 |
| 57 | 5208 | 4746.26915232112 | 461.730847678877 |
| 58 | 4752 | 4787.76915232112 | -35.7691523211226 |
| 59 | 4487 | 4141.26915232112 | 345.730847678877 |
| 60 | 5612 | 4747.76915232112 | 864.230847678877 |
| 61 | 5719 | 4902.66969441498 | 816.330305585017 |
| 62 | 4994 | 4674.52683727213 | 319.473162727874 |
| 63 | 6051 | 5386.38398012927 | 664.616019870732 |
| 64 | 4897 | 4926.81255155784 | -29.8125515578398 |
| 65 | 5337 | 4914.81255155784 | 422.18744844216 |
| 66 | 5570 | 5330.09826584355 | 239.901734156446 |
| 67 | 4634 | 4808.65919701214 | -174.659197012138 |
| 68 | 4733 | 4725.86980682240 | 7.13019317759478 |
| 69 | 4987 | 4928.53647348907 | 58.4635265109281 |
| 70 | 5326 | 4970.03647348907 | 355.963526510928 |
| 71 | 4186 | 4323.53647348907 | -137.536473489072 |
| 72 | 4679 | 4930.03647348907 | -251.036473489072 |
| 73 | 4775 | 5084.93701558293 | -309.937015582932 |
| 74 | 4266 | 4856.79415844008 | -590.794158440075 |
| 75 | 4999 | 5568.65130129722 | -569.651301297218 |
| 76 | 4273 | 5109.07987272579 | -836.079872725789 |
| 77 | 4137 | 5097.07987272579 | -960.07987272579 |
| 78 | 5115 | 5512.3655870115 | -397.365587011503 |
