| Multiple Linear Regression - Estimated Regression Equation |
| y[t] = + 9.81564665770551 -0.00130798098140336V2[t] + 0.467047542017969M1[t] -0.496870365252102M2[t] + 0.0191390733849997M3[t] -0.914554765271227M4[t] -1.17461898261787M5[t] -1.39948880362134M6[t] -1.18904313812691M7[t] -1.46415884470312M8[t] -1.58241850777879M9[t] -1.06574537070756M10[t] -1.04666703073587M11[t] -0.0091376845130207t + 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) | 9.81564665770551 | 0.223663 | 43.8858 | 0 | 0 |
| V2 | -0.00130798098140336 | 0.000196 | -6.6898 | 0 | 0 |
| M1 | 0.467047542017969 | 0.241431 | 1.9345 | 0.059216 | 0.029608 |
| M2 | -0.496870365252102 | 0.24102 | -2.0615 | 0.044929 | 0.022465 |
| M3 | 0.0191390733849997 | 0.241151 | 0.0794 | 0.937086 | 0.468543 |
| M4 | -0.914554765271227 | 0.243112 | -3.7619 | 0.000476 | 0.000238 |
| M5 | -1.17461898261787 | 0.240717 | -4.8797 | 1.3e-05 | 7e-06 |
| M6 | -1.39948880362134 | 0.240897 | -5.8095 | 1e-06 | 0 |
| M7 | -1.18904313812691 | 0.240689 | -4.9402 | 1.1e-05 | 5e-06 |
| M8 | -1.46415884470312 | 0.240945 | -6.0767 | 0 | 0 |
| M9 | -1.58241850777879 | 0.239542 | -6.606 | 0 | 0 |
| M10 | -1.06574537070756 | 0.242209 | -4.4001 | 6.4e-05 | 3.2e-05 |
| M11 | -1.04666703073587 | 0.241932 | -4.3263 | 8.1e-05 | 4e-05 |
| t | -0.0091376845130207 | 0.002878 | -3.1747 | 0.002676 | 0.001338 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.914398840553984 |
| R-squared | 0.83612523960647 |
| Adjusted R-squared | 0.789812807321342 |
| F-TEST (value) | 18.0540126776060 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 46 |
| p-value | 7.37188088351104e-14 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.378355541378205 |
| Sum Squared Residuals | 6.58503412181335 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 9 | 9.081985841152 | -0.0819858411519943 |
| 2 | 8 | 8.1036983254433 | -0.103698325443292 |
| 3 | 9 | 9.21616527395713 | -0.216165273957128 |
| 4 | 9 | 8.71804728446502 | 0.281952715534975 |
| 5 | 8 | 7.97797222930015 | 0.0220277706998493 |
| 6 | 8 | 8.06049612128328 | -0.0604961212832768 |
| 7 | 8 | 8.06037503112856 | -0.0603750311285617 |
| 8 | 8 | 7.46089822352112 | 0.539101776478877 |
| 9 | 8 | 7.8619251924194 | 0.138074807580605 |
| 10 | 8 | 7.80964478493696 | 0.190355215063036 |
| 11 | 8 | 7.85097698394931 | 0.149023016050689 |
| 12 | 10 | 9.12655886878757 | 0.873441131212428 |
| 13 | 10 | 9.69695509069321 | 0.30304490930679 |
| 14 | 8 | 8.42437185416875 | -0.424371854168749 |
| 15 | 8 | 8.5310014279834 | -0.531001427983402 |
| 16 | 8 | 8.32456319734425 | -0.324563197344247 |
| 17 | 8 | 8.35358095924455 | -0.353580959244549 |
| 18 | 7 | 7.0457210679959 | -0.0457210679959024 |
| 19 | 8 | 8.2960297960628 | -0.296029796062801 |
| 20 | 7 | 7.07264606032596 | -0.07264606032596 |
| 21 | 7 | 7.07997075382182 | -0.0799707538218178 |
| 22 | 8 | 8.01783194926173 | -0.0178319492617327 |
| 23 | 8 | 8.28544485805686 | -0.28544485805686 |
| 24 | 9 | 9.0064428067801 | -0.00644280678009763 |
| 25 | 10 | 10.0006248666604 | -0.000624866660424087 |
| 26 | 9 | 8.54361631175809 | 0.456383688241911 |
| 27 | 10 | 9.05833595177059 | 0.94166404822941 |
| 28 | 8 | 8.03440960775433 | -0.0344096077543344 |
| 29 | 8 | 7.76913164883888 | 0.230868351161119 |
| 30 | 8 | 8.00861325859041 | -0.00861325859040978 |
| 31 | 7 | 7.52323122433505 | -0.523231224335049 |
| 32 | 7 | 7.3880876651258 | -0.388087665125803 |
| 33 | 7 | 7.26461426048133 | -0.264614260481326 |
| 34 | 8 | 8.05859754796687 | -0.0585975479668706 |
| 35 | 8 | 8.3654498862041 | -0.365449886204099 |
| 36 | 9 | 8.98573329935928 | 0.0142667006407225 |
| 37 | 9 | 9.02116529987094 | -0.0211652998709404 |
| 38 | 8 | 8.21422329272608 | -0.214223292726076 |
| 39 | 9 | 8.85843304989751 | 0.141566950102490 |
| 40 | 8 | 8.11964655982719 | -0.119646559827187 |
| 41 | 8 | 7.98778266101488 | 0.0122173389851243 |
| 42 | 8 | 7.9552042266345 | 0.044795773365494 |
| 43 | 9 | 8.08849719658294 | 0.911502803417065 |
| 44 | 7 | 7.0233791595959 | -0.0233791595958998 |
| 45 | 7 | 6.93260527948651 | 0.0673947205134941 |
| 46 | 8 | 8.31125606565935 | -0.311256065659353 |
| 47 | 8 | 8.33035258798784 | -0.330352587987842 |
| 48 | 8 | 8.4379074564329 | -0.437907456432903 |
| 49 | 9 | 9.19926890162343 | -0.199268901623431 |
| 50 | 9 | 8.7140902159038 | 0.285909784096206 |
| 51 | 9 | 9.33606429639137 | -0.33606429639137 |
| 52 | 8 | 7.8033333506092 | 0.196666649390793 |
| 53 | 7 | 6.91153250160154 | 0.0884674983984564 |
| 54 | 7 | 6.9299653254959 | 0.0700346745040952 |
| 55 | 7 | 7.03186675189065 | -0.0318667518906529 |
| 56 | 7 | 7.05498889143121 | -0.054988891431214 |
| 57 | 7 | 6.86088451379096 | 0.139115486209045 |
| 58 | 8 | 7.80266965217508 | 0.197330347824921 |
| 59 | 8 | 7.16777568380189 | 0.832224316198112 |
| 60 | 8 | 8.44335756864015 | -0.44335756864015 |
