| Multiple Linear Regression - Estimated Regression Equation |
| us/ch[t] = + 2.10935943686758 -0.734389206628538`eu/us`[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) | 2.10935943686758 | 0.028181 | 74.851 | 0 | 0 |
| `eu/us` | -0.734389206628538 | 0.02018 | -36.3916 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.981284059913598 |
| R-squared | 0.962918406240514 |
| Adjusted R-squared | 0.962191316166798 |
| F-TEST (value) | 1324.34541613257 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 51 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.0102367726314117 |
| Sum Squared Residuals | 0.00534436720926818 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1.08 | 1.08855843965391 | -0.00855843965390603 |
| 2 | 1.12 | 1.12527789998534 | -0.00527789998533491 |
| 3 | 1.12 | 1.13262179205162 | -0.0126217920516204 |
| 4 | 1.16 | 1.15465346825048 | 0.0053465317495233 |
| 5 | 1.16 | 1.16934125238305 | -0.00934125238304747 |
| 6 | 1.16 | 1.16199736031676 | -0.00199736031676208 |
| 7 | 1.16 | 1.16199736031676 | -0.00199736031676208 |
| 8 | 1.15 | 1.16934125238305 | -0.0193412523830475 |
| 9 | 1.17 | 1.17668514444933 | -0.00668514444933284 |
| 10 | 1.16 | 1.18402903651562 | -0.0240290365156182 |
| 11 | 1.19 | 1.16199736031676 | 0.0280026396832379 |
| 12 | 1.13 | 1.11059011585276 | 0.0194098841472356 |
| 13 | 1.14 | 1.13262179205162 | 0.00737820794837944 |
| 14 | 1.13 | 1.11793400791905 | 0.0120659920809502 |
| 15 | 1.16 | 1.14730957618419 | 0.0126904238158087 |
| 16 | 1.17 | 1.15465346825048 | 0.0153465317495233 |
| 17 | 1.14 | 1.13996568411791 | 3.43158820940604e-05 |
| 18 | 1.14 | 1.13262179205162 | 0.00737820794837944 |
| 19 | 1.11 | 1.11059011585276 | -0.000590115852764199 |
| 20 | 1.12 | 1.11793400791905 | 0.00206599208095043 |
| 21 | 1.08 | 1.08121454758762 | -0.00121454758762286 |
| 22 | 1.07 | 1.07387065552134 | -0.00387065552133748 |
| 23 | 1.09 | 1.08121454758762 | 0.00878545241237715 |
| 24 | 1.08 | 1.08121454758762 | -0.00121454758762286 |
| 25 | 1.08 | 1.08121454758762 | -0.00121454758762286 |
| 26 | 1.08 | 1.07387065552134 | 0.00612934447866253 |
| 27 | 1.09 | 1.08121454758762 | 0.00878545241237715 |
| 28 | 1.08 | 1.08855843965391 | -0.00855843965390824 |
| 29 | 1.07 | 1.07387065552134 | -0.00387065552133748 |
| 30 | 1.07 | 1.06652676345505 | 0.00347323654494791 |
| 31 | 1.07 | 1.05918287138877 | 0.0108171286112333 |
| 32 | 1.08 | 1.06652676345505 | 0.0134732365449479 |
| 33 | 1.07 | 1.06652676345505 | 0.00347323654494791 |
| 34 | 1.06 | 1.05918287138877 | 0.000817128611233281 |
| 35 | 1.06 | 1.05918287138877 | 0.000817128611233281 |
| 36 | 1.06 | 1.05918287138877 | 0.000817128611233281 |
| 37 | 1.04 | 1.03715119518991 | 0.00284880481008941 |
| 38 | 1.03 | 1.02980730312363 | 0.000192696876374789 |
| 39 | 1.03 | 1.02980730312363 | 0.000192696876374789 |
| 40 | 1.04 | 1.03715119518991 | 0.00284880481008941 |
| 41 | 1.03 | 1.02980730312363 | 0.000192696876374789 |
| 42 | 1.02 | 1.01511951899105 | 0.00488048100894554 |
| 43 | 1.01 | 1.00777562692477 | 0.00222437307523091 |
| 44 | 1.03 | 1.02980730312363 | 0.000192696876374789 |
| 45 | 1.02 | 1.02246341105734 | -0.00246341105733985 |
| 46 | 1.01 | 1.01511951899105 | -0.00511951899105447 |
| 47 | 1.02 | 1.01511951899105 | 0.00488048100894554 |
| 48 | 1.01 | 1.00777562692477 | 0.00222437307523091 |
| 49 | 1.02 | 1.02246341105734 | -0.00246341105733985 |
| 50 | 1.03 | 1.03715119518991 | -0.0071511951899106 |
| 51 | 1.04 | 1.05918287138877 | -0.0191828713887667 |
| 52 | 1.04 | 1.05183897932248 | -0.0118389793224814 |
| 53 | 1.03 | 1.05918287138877 | -0.0291828713887667 |
