Multiple Linear Regression - Estimated Regression Equation
2005/12[t] = + 0.00472891862713576 + 0.129933274148402`2005/11`[t] + 1.38134444423706`2005/10`[t] -0.689395298957021`2005/09`[t] + 1.06575281674565`2005/08`[t] -1.11502202842671`2005/07`[t] + 0.980661518292317`2005/06`[t] -0.107463644420801`2005/05`[t] -0.961060792363887`2005/04`[t] -1.19812820806339`2005/03`[t] + 2.09852327243365`2005/02`[t] -0.586487789996359`2005/01`[t] -0.000641674979176878t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)0.004728918627135760.0122930.38470.7078010.353901
`2005/11`0.1299332741484020.4300360.30210.7681780.384089
`2005/10`1.381344444237060.3827263.60920.0041030.002052
`2005/09`-0.6893952989570210.363395-1.89710.0843640.042182
`2005/08`1.065752816745650.5808561.83480.0936990.04685
`2005/07`-1.115022028426710.634499-1.75730.1066210.05331
`2005/06`0.9806615182923170.6264251.56550.1457640.072882
`2005/05`-0.1074636444208010.375197-0.28640.779880.38994
`2005/04`-0.9610607923638870.470669-2.04190.0658880.032944
`2005/03`-1.198128208063390.737364-1.62490.132470.066235
`2005/02`2.098523272433650.8199422.55940.0265490.013275
`2005/01`-0.5864877899963590.194042-3.02250.0116040.005802
t-0.0006416749791768780.001173-0.5470.5953130.297656


Multiple Linear Regression - Regression Statistics
Multiple R0.99999205700978
R-squared0.999984114082651
Adjusted R-squared0.999966783990997
F-TEST (value)57702.1826573012
F-TEST (DF numerator)12
F-TEST (DF denominator)11
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.0242650456291831
Sum Squared Residuals0.0064767168332497


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12.452.46426526863613-0.0142652686361256
20.550.56542919313168-0.01542919313168
31.411.42190685348082-0.0119068534808228
41.11.12643127277518-0.0264312727751839
51.651.640252580625210.00974741937479462
61.651.649621902454010.000378097545989533
74.154.122149507360560.0278504926394451
85.645.630394971765110.00960502823488586
96.646.64873417208688-0.00873417208687876
101.61.60332316234763-0.00332316234763146
110.980.98045203267049-0.000452032670489602
121.031.006273622152150.0237263778478514
134.724.714776882369940.00522311763005661
143.173.152932692148080.0170673078519161
157.37.284398156507130.0156018434928701
163.253.237528637115190.0124713628848054
170.650.643143867599210.00685613240078949
184.14.097353279834540.00264672016545869
196.586.581539817959-0.00153981795900251
2015.2115.19871960597240.0112803940275865
2110.9910.97138450583810.0186154941619101
228.198.22411632046864-0.0341163204686408
235.895.92146044236279-0.0314604423627941
241515.0134112523391-0.0134112523391101