| Multiple Linear Regression - Estimated Regression Equation |
| eu/us[t] = + 2.81747388264865 -1.31118267745398`us/ch`[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) | 2.81747388264865 | 0.039141 | 71.9828 | 0 | 0 |
| `us/ch` | -1.31118267745398 | 0.03603 | -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) | 1324.34541613258 |
| F-TEST (DF numerator) | 1 |
| F-TEST (DF denominator) | 51 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.0136782808318764 |
| Sum Squared Residuals | 0.00954186369229955 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1.39 | 1.40139659099835 | -0.0113965909983464 |
| 2 | 1.34 | 1.34894928390019 | -0.008949283900191 |
| 3 | 1.33 | 1.34894928390019 | -0.0189492839001910 |
| 4 | 1.3 | 1.29650197680203 | 0.00349802319796813 |
| 5 | 1.28 | 1.29650197680203 | -0.0165019768020319 |
| 6 | 1.29 | 1.29650197680203 | -0.00650197680203188 |
| 7 | 1.29 | 1.29650197680203 | -0.00650197680203188 |
| 8 | 1.28 | 1.30961380357657 | -0.0296138035765717 |
| 9 | 1.27 | 1.28339015002749 | -0.0133901500274921 |
| 10 | 1.26 | 1.29650197680203 | -0.0365019768020319 |
| 11 | 1.29 | 1.25716649647841 | 0.0328335035215877 |
| 12 | 1.36 | 1.33583745712565 | 0.0241625428743486 |
| 13 | 1.33 | 1.32272563035111 | 0.00727436964888843 |
| 14 | 1.35 | 1.33583745712565 | 0.0141625428743486 |
| 15 | 1.31 | 1.29650197680203 | 0.0134980231979681 |
| 16 | 1.3 | 1.28339015002749 | 0.0166098499725080 |
| 17 | 1.32 | 1.32272563035111 | -0.00272563035111158 |
| 18 | 1.33 | 1.32272563035111 | 0.00727436964888843 |
| 19 | 1.36 | 1.36206111067473 | -0.00206111067473081 |
| 20 | 1.35 | 1.34894928390019 | 0.00105071609980903 |
| 21 | 1.4 | 1.40139659099835 | -0.00139659099835056 |
| 22 | 1.41 | 1.41450841777289 | -0.00450841777289041 |
| 23 | 1.4 | 1.38828476422381 | 0.0117152357761893 |
| 24 | 1.4 | 1.40139659099835 | -0.00139659099835056 |
| 25 | 1.4 | 1.40139659099835 | -0.00139659099835056 |
| 26 | 1.41 | 1.40139659099835 | 0.00860340900164945 |
| 27 | 1.4 | 1.38828476422381 | 0.0117152357761893 |
| 28 | 1.39 | 1.40139659099835 | -0.0113965909983506 |
| 29 | 1.41 | 1.41450841777289 | -0.00450841777289041 |
| 30 | 1.42 | 1.41450841777289 | 0.0054915822271096 |
| 31 | 1.43 | 1.41450841777289 | 0.0154915822271096 |
| 32 | 1.42 | 1.40139659099835 | 0.0186034090016495 |
| 33 | 1.42 | 1.41450841777289 | 0.0054915822271096 |
| 34 | 1.43 | 1.42762024454743 | 0.00237975545256975 |
| 35 | 1.43 | 1.42762024454743 | 0.00237975545256975 |
| 36 | 1.43 | 1.42762024454743 | 0.00237975545256975 |
| 37 | 1.46 | 1.45384389809651 | 0.00615610190349007 |
| 38 | 1.47 | 1.46695572487105 | 0.00304427512895021 |
| 39 | 1.47 | 1.46695572487105 | 0.00304427512895021 |
| 40 | 1.46 | 1.45384389809651 | 0.00615610190349007 |
| 41 | 1.47 | 1.46695572487105 | 0.00304427512895021 |
| 42 | 1.49 | 1.48006755164559 | 0.00993244835441039 |
| 43 | 1.5 | 1.49317937842013 | 0.00682062157987055 |
| 44 | 1.47 | 1.46695572487105 | 0.00304427512895021 |
| 45 | 1.48 | 1.48006755164559 | -6.75516455896238e-05 |
| 46 | 1.49 | 1.49317937842013 | -0.00317937842012946 |
| 47 | 1.49 | 1.48006755164559 | 0.00993244835441039 |
| 48 | 1.5 | 1.49317937842013 | 0.00682062157987055 |
| 49 | 1.48 | 1.48006755164559 | -6.75516455896238e-05 |
| 50 | 1.46 | 1.46695572487105 | -0.0069557248710498 |
| 51 | 1.43 | 1.45384389809651 | -0.0238438980965100 |
| 52 | 1.44 | 1.45384389809651 | -0.0138438980965099 |
| 53 | 1.43 | 1.46695572487105 | -0.0369557248710498 |
