| Multiple Linear Regression - Estimated Regression Equation |
| us/ch[t] = + 2.12223630074824 -0.739709174515459`eu/us`[t] -0.00576694633241188M1[t] -0.00420520137950503M2[t] -0.00751996652078331M3[t] -0.00491705826593794M4[t] -0.0139582215678761M5[t] -0.00208836698061838M6[t] -0.00284200229917509M7[t] -0.00643763991690697M8[t] -0.00719127523546378M9[t] -0.0134927293628865M10[t] + 0.00520581650969082M11[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) | 2.12223630074824 | 0.029143 | 72.8224 | 0 | 0 |
| `eu/us` | -0.739709174515459 | 0.02018 | -36.6552 | 0 | 0 |
| M1 | -0.00576694633241188 | 0.006744 | -0.8552 | 0.397554 | 0.198777 |
| M2 | -0.00420520137950503 | 0.006749 | -0.6231 | 0.53674 | 0.26837 |
| M3 | -0.00751996652078331 | 0.006776 | -1.1098 | 0.27373 | 0.136865 |
| M4 | -0.00491705826593794 | 0.0068 | -0.7231 | 0.473822 | 0.236911 |
| M5 | -0.0139582215678761 | 0.00679 | -2.0558 | 0.04637 | 0.023185 |
| M6 | -0.00208836698061838 | 0.007151 | -0.2921 | 0.771756 | 0.385878 |
| M7 | -0.00284200229917509 | 0.007127 | -0.3988 | 0.69217 | 0.346085 |
| M8 | -0.00643763991690697 | 0.007157 | -0.8995 | 0.373745 | 0.186873 |
| M9 | -0.00719127523546378 | 0.007131 | -1.0085 | 0.319279 | 0.15964 |
| M10 | -0.0134927293628865 | 0.007123 | -1.8943 | 0.065433 | 0.032717 |
| M11 | 0.00520581650969082 | 0.007116 | 0.7315 | 0.468724 | 0.234362 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.985890236124104 |
| R-squared | 0.971979557684841 |
| Adjusted R-squared | 0.963573424990293 |
| F-TEST (value) | 115.627434517572 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 40 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.0100479264421602 |
| Sum Squared Residuals | 0.00403843303148252 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1.08 | 1.08827360183934 | -0.0082736018393383 |
| 2 | 1.12 | 1.12682080551802 | -0.00682080551802011 |
| 3 | 1.12 | 1.13090313212190 | -0.0109031321218965 |
| 4 | 1.16 | 1.15569731561221 | 0.00430268438779416 |
| 5 | 1.16 | 1.16145033580058 | -0.00145033580057686 |
| 6 | 1.16 | 1.16592309864268 | -0.00592309864267999 |
| 7 | 1.16 | 1.16516946332412 | -0.00516946332412329 |
| 8 | 1.15 | 1.16897091745155 | -0.018970917451546 |
| 9 | 1.17 | 1.17561437387814 | -0.00561437387814378 |
| 10 | 1.16 | 1.17671001149588 | -0.0167100114958757 |
| 11 | 1.19 | 1.17321728213299 | 0.0167827178670108 |
| 12 | 1.13 | 1.11623182340722 | 0.0137681765927838 |
| 13 | 1.14 | 1.13265615231027 | 0.00734384768973188 |
| 14 | 1.13 | 1.11942371377287 | 0.0105762862271342 |
| 15 | 1.16 | 1.14569731561221 | 0.0143026843877941 |
| 16 | 1.17 | 1.15569731561221 | 0.0143026843877942 |
| 17 | 1.14 | 1.13186196881996 | 0.00813803118004152 |
| 18 | 1.14 | 1.13633473166206 | 0.00366526833793838 |
| 19 | 1.11 | 1.11338982110804 | -0.00338982110804092 |
| 20 | 1.12 | 1.11719127523546 | 0.00280872476453638 |
| 21 | 1.08 | 1.07945218119113 | 0.000547818808865961 |
| 22 | 1.07 | 1.06575363531856 | 0.00424636468144326 |
| 23 | 1.09 | 1.09184927293629 | -0.00184927293628863 |
| 24 | 1.08 | 1.08664345642660 | -0.00664345642659782 |
| 25 | 1.08 | 1.08087651009419 | -0.000876510094185937 |
| 26 | 1.08 | 1.07504116330194 | 0.00495883669806181 |
| 27 | 1.09 | 1.07912348990581 | 0.0108765100941855 |
| 28 | 1.08 | 1.08912348990581 | -0.00912348990581447 |
| 29 | 1.07 | 1.06528814311357 | 0.00471185688643288 |
| 30 | 1.07 | 1.06976090595567 | 0.000239094044329747 |
| 31 | 1.07 | 1.06161017889196 | 0.00838982110804105 |
| 32 | 1.08 | 1.06541163301938 | 0.0145883669806184 |
| 33 | 1.07 | 1.06465799770082 | 0.00534200229917514 |
| 34 | 1.06 | 1.05095945182825 | 0.00904054817175244 |
| 35 | 1.06 | 1.06965799770082 | -0.00965799770082486 |
| 36 | 1.06 | 1.06445218119113 | -0.00445218119113405 |
| 37 | 1.04 | 1.03649395962326 | 0.0035060403767416 |
| 38 | 1.03 | 1.03065861283101 | -0.000658612831010659 |
| 39 | 1.03 | 1.02734384768973 | 0.00265615231026762 |
| 40 | 1.04 | 1.03734384768973 | 0.00265615231026766 |
| 41 | 1.03 | 1.02090559264264 | 0.00909440735736042 |
| 42 | 1.02 | 1.01798126373959 | 0.00201873626041187 |
| 43 | 1.01 | 1.00983053667588 | 0.000169463324123155 |
| 44 | 1.03 | 1.02842617429361 | 0.00157382570639128 |
| 45 | 1.02 | 1.02027544722990 | -0.000275447229897334 |
| 46 | 1.01 | 1.00657690135732 | 0.00342309864267997 |
| 47 | 1.02 | 1.02527544722990 | -0.00527544722989733 |
| 48 | 1.01 | 1.01267253897505 | -0.00267253897505193 |
| 49 | 1.02 | 1.02169977613295 | -0.00169977613294923 |
| 50 | 1.03 | 1.03805570457617 | -0.00805570457616526 |
| 51 | 1.04 | 1.05693221467035 | -0.0169322146703508 |
| 52 | 1.04 | 1.05213803118004 | -0.0121380311800415 |
| 53 | 1.03 | 1.05049395962326 | -0.0204939596232580 |
