| Multiple Linear Regression - Estimated Regression Equation |
| y[t] = + 9.29579048598093 -0.000950604523242447V2[t] + 0.217357549797279M1[t] -0.637616353944412M2[t] + 0.27738502275986M3[t] -0.158752528041206M4[t] + 0.0549072147952108M5[t] + 0.11609718379375M6[t] + 0.574442530912772M7[t] + 0.540959481086575M8[t] + 0.304251567571563M9[t] + 0.327994910044561M10[t] -0.448261747482442M11[t] + 0.0177030147403732t + 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) | 9.29579048598093 | 0.147968 | 62.8229 | 0 | 0 |
| V2 | -0.000950604523242447 | 0.000127 | -7.4571 | 0 | 0 |
| M1 | 0.217357549797279 | 0.154063 | 1.4108 | 0.165019 | 0.08251 |
| M2 | -0.637616353944412 | 0.156759 | -4.0675 | 0.000184 | 9.2e-05 |
| M3 | 0.27738502275986 | 0.154104 | 1.8 | 0.078424 | 0.039212 |
| M4 | -0.158752528041206 | 0.153917 | -1.0314 | 0.307738 | 0.153869 |
| M5 | 0.0549072147952108 | 0.153606 | 0.3575 | 0.722387 | 0.361193 |
| M6 | 0.11609718379375 | 0.15537 | 0.7472 | 0.458728 | 0.229364 |
| M7 | 0.574442530912772 | 0.153835 | 3.7342 | 0.000518 | 0.000259 |
| M8 | 0.540959481086575 | 0.153954 | 3.5138 | 0.001004 | 0.000502 |
| M9 | 0.304251567571563 | 0.152959 | 1.9891 | 0.052656 | 0.026328 |
| M10 | 0.327994910044561 | 0.15325 | 2.1403 | 0.037669 | 0.018834 |
| M11 | -0.448261747482442 | 0.153773 | -2.9151 | 0.005477 | 0.002739 |
| t | 0.0177030147403732 | 0.001842 | 9.6089 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.933073645856127 |
| R-squared | 0.870626428591245 |
| Adjusted R-squared | 0.834064332323553 |
| F-TEST (value) | 23.812267825589 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 46 |
| p-value | 4.44089209850063e-16 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.241478479576812 |
| Sum Squared Residuals | 2.68234538054153 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 9 | 8.88824239280667 | 0.111757607193332 |
| 2 | 8 | 8.08329205759561 | -0.0832920575956113 |
| 3 | 9 | 9.24414153461844 | -0.244141534618444 |
| 4 | 9 | 8.62798125772332 | 0.372018742276677 |
| 5 | 9 | 9.15973504464472 | -0.159735044644726 |
| 6 | 9 | 9.0922349318043 | -0.0922349318043011 |
| 7 | 10 | 9.69091127716197 | 0.309088722838027 |
| 8 | 9 | 9.45744280625363 | -0.457442806253628 |
| 9 | 9 | 8.99793496309865 | 0.0020650369013496 |
| 10 | 9 | 9.23425524757672 | -0.234255247576723 |
| 11 | 8 | 8.16485392568981 | -0.164853925689813 |
| 12 | 9 | 8.79907568852654 | 0.200924311473459 |
| 13 | 9 | 8.95523607763507 | 0.0447639223649291 |
| 14 | 9 | 8.78719077299644 | 0.212809227003565 |
| 15 | 9 | 9.09534799267079 | -0.0953479926707931 |
| 16 | 9 | 9.00106959903577 | -0.00106959903577493 |
| 17 | 9 | 9.49765101859721 | -0.497651018597207 |
| 18 | 9 | 8.86073879633456 | 0.139261203665443 |
| 19 | 10 | 9.78452188864115 | 0.215478111358855 |
| 20 | 10 | 9.9921339165173 | 0.00786608348270403 |
| 21 | 9 | 9.03545990770652 | -0.0354599077065188 |
| 22 | 9 | 9.21284271174356 | -0.21284271174356 |
| 23 | 9 | 8.84688873705606 | 0.153111262943939 |
| 24 | 10 | 9.59518304268188 | 0.404816957318117 |
| 25 | 9 | 9.1486601640547 | -0.148660164054701 |
| 26 | 9 | 8.95494853728852 | 0.0450514627114811 |
| 27 | 10 | 9.75361769095598 | 0.246382309044021 |
| 28 | 9 | 8.85417726613461 | 0.145822733865391 |
| 29 | 9 | 8.95625780855043 | 0.0437421914495744 |
| 30 | 10 | 9.89734909487024 | 0.102650905129763 |
| 31 | 10 | 10.3410769029394 | -0.34107690293939 |
| 32 | 10 | 9.88896939168528 | 0.111030608314718 |
| 33 | 10 | 9.98651579915038 | 0.0134842008496209 |
| 34 | 10 | 10.0041970432827 | -0.00419704328268858 |
| 35 | 9 | 9.04981886870812 | -0.049818868708115 |
| 36 | 9 | 9.01766686075189 | -0.0176668607518877 |
| 37 | 10 | 10.0179640664997 | -0.0179640664997102 |
| 38 | 9 | 9.11700267444115 | -0.117002674441148 |
| 39 | 10 | 9.81300653959842 | 0.186993460401576 |
| 40 | 9 | 9.12555092346012 | -0.125550923460119 |
| 41 | 10 | 9.61072508874264 | 0.389274911257358 |
| 42 | 10 | 9.88829441783923 | 0.111705582160774 |
| 43 | 10 | 10.2093942424101 | -0.209394242410103 |
| 44 | 10 | 10.0072957207688 | -0.00729572076875843 |
| 45 | 10 | 9.73600757321579 | 0.263992426784214 |
| 46 | 10 | 9.69094891881409 | 0.309051081185906 |
| 47 | 9 | 8.88866746795831 | 0.111332532041688 |
| 48 | 9 | 9.43543361465673 | -0.435433614656735 |
| 49 | 10 | 9.98989729900385 | 0.0101027009961502 |
| 50 | 9 | 9.05756595767829 | -0.0575659576782866 |
| 51 | 10 | 10.0938862421564 | -0.093886242156359 |
| 52 | 9 | 9.39122095364617 | -0.391220953646175 |
| 53 | 10 | 9.775631039465 | 0.224368960535001 |
| 54 | 10 | 10.2613827591517 | -0.261382759151678 |
| 55 | 10 | 9.97409568884739 | 0.0259043111526111 |
| 56 | 11 | 10.654158164775 | 0.345841835224964 |
| 57 | 10 | 10.2440817568287 | -0.244081756828666 |
| 58 | 10 | 9.85775607858294 | 0.142243921417065 |
| 59 | 9 | 9.0497710005877 | -0.0497710005876985 |
| 60 | 10 | 10.152640793383 | -0.152640793382953 |
