| Multiple Linear Regression - Estimated Regression Equation |
| us/ch[t] = + 2.02985011486707 -0.667154578273706`eu/us`[t] -0.00680891095066132M1[t] -0.00445108084454656M2[t] -0.00609910567771565M3[t] -0.00240989388469514M4[t] -0.0113805179958427M5[t] -0.00135072858549389M6[t] -0.00265053878131491M7[t] -0.0047970998796629M8[t] -0.006096910075484M9[t] -0.0124003796083579M10[t] + 0.00629615085876827M11[t] -0.000360757575757605t + 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) | 2.02985011486707 | 0.060496 | 33.5535 | 0 | 0 |
| `eu/us` | -0.667154578273706 | 0.046327 | -14.4011 | 0 | 0 |
| M1 | -0.00680891095066132 | 0.006609 | -1.0302 | 0.30925 | 0.154625 |
| M2 | -0.00445108084454656 | 0.006588 | -0.6756 | 0.503255 | 0.251628 |
| M3 | -0.00609910567771565 | 0.006664 | -0.9152 | 0.365706 | 0.182853 |
| M4 | -0.00240989388469514 | 0.006793 | -0.3548 | 0.724674 | 0.362337 |
| M5 | -0.0113805179958427 | 0.006792 | -1.6756 | 0.10182 | 0.05091 |
| M6 | -0.00135072858549389 | 0.006992 | -0.1932 | 0.847816 | 0.423908 |
| M7 | -0.00265053878131491 | 0.006956 | -0.381 | 0.705248 | 0.352624 |
| M8 | -0.0047970998796629 | 0.007049 | -0.6806 | 0.500163 | 0.250081 |
| M9 | -0.006096910075484 | 0.006988 | -0.8725 | 0.388287 | 0.194144 |
| M10 | -0.0124003796083579 | 0.00698 | -1.7765 | 0.083455 | 0.041727 |
| M11 | 0.00629615085876827 | 0.006974 | 0.9028 | 0.372168 | 0.186084 |
| t | -0.000360757575757605 | 0.000208 | -1.7303 | 0.091482 | 0.045741 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.986902872755255 |
| R-squared | 0.973977280252575 |
| Adjusted R-squared | 0.965303040336767 |
| F-TEST (value) | 112.283876132773 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 39 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.00980647641668609 |
| Sum Squared Residuals | 0.0037505122087298 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1.08 | 1.09533558254020 | -0.0153355825402015 |
| 2 | 1.12 | 1.13069038398425 | -0.0106903839842470 |
| 3 | 1.12 | 1.13535314735806 | -0.0153531473580573 |
| 4 | 1.16 | 1.15869623892353 | 0.00130376107646838 |
| 5 | 1.16 | 1.16270794880210 | -0.00270794880210057 |
| 6 | 1.16 | 1.16570543485395 | -0.00570543485395473 |
| 7 | 1.16 | 1.16404486708238 | -0.00404486708237612 |
| 8 | 1.15 | 1.16820909419101 | -0.0182090941910076 |
| 9 | 1.17 | 1.17322007220217 | -0.00322007220216594 |
| 10 | 1.16 | 1.17322739087627 | -0.0132273908762715 |
| 11 | 1.19 | 1.17154852641943 | 0.0184514735805711 |
| 12 | 1.13 | 1.11819079750574 | 0.0118092024942564 |
| 13 | 1.14 | 1.13103576632754 | 0.00896423367246417 |
| 14 | 1.13 | 1.11968974729242 | 0.0103102527075811 |
| 15 | 1.16 | 1.14436714801444 | 0.0156328519855596 |
| 16 | 1.17 | 1.15436714801444 | 0.0156328519855596 |
| 17 | 1.14 | 1.13169267476206 | 0.00830732523793893 |
| 18 | 1.14 | 1.13469016081392 | 0.00530983918608477 |
| 19 | 1.11 | 1.11301495569413 | -0.00301495569412521 |
| 20 | 1.12 | 1.11717918280276 | 0.00282081719724333 |
| 21 | 1.08 | 1.08216088611749 | -0.00216088611749282 |
| 22 | 1.07 | 1.06882511322612 | 0.00117488677387572 |
| 23 | 1.09 | 1.09383243190023 | -0.00383243190022987 |
| 24 | 1.08 | 1.08717552346570 | -0.007175523465704 |
| 25 | 1.08 | 1.08000585493929 | -5.85493928507703e-06 |
| 26 | 1.08 | 1.07533138168691 | 0.00466861831309483 |
| 27 | 1.09 | 1.07999414506072 | 0.0100058549392845 |
| 28 | 1.08 | 1.08999414506072 | -0.00999414506071551 |
| 29 | 1.07 | 1.06731967180834 | 0.0026803281916638 |
| 30 | 1.07 | 1.07031715786019 | -0.000317157860190356 |
| 31 | 1.07 | 1.06198504430587 | 0.00801495569412533 |
| 32 | 1.08 | 1.06614927141451 | 0.0138507285854939 |
| 33 | 1.07 | 1.06448870364293 | 0.00551129635707257 |
| 34 | 1.06 | 1.05115293075156 | 0.0088470692484411 |
| 35 | 1.06 | 1.06948870364293 | -0.00948870364292744 |
| 36 | 1.06 | 1.06283179520840 | -0.00283179520840156 |
| 37 | 1.04 | 1.03564748933377 | 0.00435251066622854 |
| 38 | 1.03 | 1.03097301608139 | -0.000973016081391561 |
| 39 | 1.03 | 1.02896423367246 | 0.00103576632753514 |
| 40 | 1.04 | 1.03896423367246 | 0.00103576632753518 |
| 41 | 1.03 | 1.02296130620282 | 0.00703869379717742 |
| 42 | 1.02 | 1.01928724647194 | 0.00071275352806032 |
| 43 | 1.01 | 1.01095513291762 | -0.00095513291762400 |
| 44 | 1.03 | 1.02846245159173 | 0.00153754840827041 |
| 45 | 1.02 | 1.02013033803741 | -0.000130338037413814 |
| 46 | 1.01 | 1.00679456514605 | 0.00320543485395472 |
| 47 | 1.02 | 1.02513033803741 | -0.00513033803741382 |
| 48 | 1.01 | 1.01180188382015 | -0.00180188382015088 |
| 49 | 1.02 | 1.01797530685921 | 0.00202469314079392 |
| 50 | 1.03 | 1.03331547095504 | -0.00331547095503737 |
| 51 | 1.04 | 1.05132132589432 | -0.0113213258943219 |
| 52 | 1.04 | 1.04797823432885 | -0.00797823432884769 |
| 53 | 1.03 | 1.04531839842468 | -0.0153183984246796 |
