| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 4.35875 -0.0875000000000003X[t] + 0.428000000000001M1[t] + 0.2415M2[t] + 0.197500000000000M3[t] -0.0769999999999999M4[t] -0.339M5[t] -0.4355M6[t] -0.3975M7[t] -0.515M8[t] -0.4895M9[t] -0.1555M10[t] + 0.0909999999999999M11[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) | 4.35875 | 0.050251 | 86.7402 | 0 | 0 |
| X | -0.0875000000000003 | 0.027874 | -3.1391 | 0.009423 | 0.004712 |
| M1 | 0.428000000000001 | 0.068277 | 6.2686 | 6.1e-05 | 3e-05 |
| M2 | 0.2415 | 0.068277 | 3.5371 | 0.004657 | 0.002328 |
| M3 | 0.197500000000000 | 0.068277 | 2.8926 | 0.014637 | 0.007319 |
| M4 | -0.0769999999999999 | 0.068277 | -1.1278 | 0.283421 | 0.14171 |
| M5 | -0.339 | 0.068277 | -4.9651 | 0.000425 | 0.000213 |
| M6 | -0.4355 | 0.068277 | -6.3784 | 5.2e-05 | 2.6e-05 |
| M7 | -0.3975 | 0.068277 | -5.8219 | 0.000116 | 5.8e-05 |
| M8 | -0.515 | 0.068277 | -7.5428 | 1.1e-05 | 6e-06 |
| M9 | -0.4895 | 0.068277 | -7.1693 | 1.8e-05 | 9e-06 |
| M10 | -0.1555 | 0.068277 | -2.2775 | 0.043729 | 0.021865 |
| M11 | 0.0909999999999999 | 0.068277 | 1.3328 | 0.209545 | 0.104772 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.988881655785396 |
| R-squared | 0.977886929148866 |
| Adjusted R-squared | 0.953763579129448 |
| F-TEST (value) | 40.5369456713803 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 11 |
| p-value | 2.46443835116850e-07 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.0682771757417714 |
| Sum Squared Residuals | 0.0512795000000002 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 4.803 | 4.78675 | 0.0162500000000014 |
| 2 | 4.672 | 4.60025 | 0.0717500 |
| 3 | 4.56 | 4.55625 | 0.00374999999999966 |
| 4 | 4.289 | 4.28175 | 0.00724999999999955 |
| 5 | 3.961 | 4.01975 | -0.0587500000000001 |
| 6 | 3.943 | 3.92325 | 0.0197499999999999 |
| 7 | 3.932 | 3.96125 | -0.0292500000000001 |
| 8 | 3.816 | 3.84375 | -0.0277500000000000 |
| 9 | 3.834 | 3.86925 | -0.0352500000000001 |
| 10 | 4.13 | 4.20325 | -0.0732500000000002 |
| 11 | 4.467 | 4.44975 | 0.0172500000000000 |
| 12 | 4.447 | 4.35875 | 0.08825 |
| 13 | 4.683 | 4.69925 | -0.0162500000000013 |
| 14 | 4.441 | 4.51275 | -0.0717499999999999 |
| 15 | 4.465 | 4.46875 | -0.00374999999999974 |
| 16 | 4.187 | 4.19425 | -0.00724999999999958 |
| 17 | 3.991 | 3.93225 | 0.0587500000000002 |
| 18 | 3.816 | 3.83575 | -0.0197499999999999 |
| 19 | 3.903 | 3.87375 | 0.0292500000000001 |
| 20 | 3.784 | 3.75625 | 0.02775 |
| 21 | 3.817 | 3.78175 | 0.0352500000000001 |
| 22 | 4.189 | 4.11575 | 0.0732500000000002 |
| 23 | 4.345 | 4.36225 | -0.0172500000000000 |
| 24 | 4.183 | 4.27125 | -0.08825 |
