Multiple Linear Regression - Estimated Regression Equation |
omzet[t] = + 544405.570686824 + 140.861109440384aantal[t] -5132.51743908006koers[t] + 298722.827792078dummy[t] -9864.41957624871M1[t] + 1560.1287469893M2[t] + 2860.50973454813M3[t] + 1392.92636722382M4[t] -1519.21774602961M5[t] + 4442.25872957027M6[t] + 4781.53806149079M7[t] + 8893.78924361956M8[t] -6551.75499989278M9[t] -3696.35080874762M10[t] + 11903.1355356372M11[t] + 164.195700390910t + 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) | 544405.570686824 | 158845.826377 | 3.4273 | 0.000886 | 0.000443 |
aantal | 140.861109440384 | 25.785219 | 5.4629 | 0 | 0 |
koers | -5132.51743908006 | 1684.18138 | -3.0475 | 0.002952 | 0.001476 |
dummy | 298722.827792078 | 23832.338153 | 12.5343 | 0 | 0 |
M1 | -9864.41957624871 | 11489.385388 | -0.8586 | 0.392632 | 0.196316 |
M2 | 1560.1287469893 | 13566.345937 | 0.115 | 0.908676 | 0.454338 |
M3 | 2860.50973454813 | 14146.59618 | 0.2022 | 0.840167 | 0.420084 |
M4 | 1392.92636722382 | 15895.101305 | 0.0876 | 0.930344 | 0.465172 |
M5 | -1519.21774602961 | 16644.943606 | -0.0913 | 0.927459 | 0.46373 |
M6 | 4442.25872957027 | 17401.164253 | 0.2553 | 0.799027 | 0.399514 |
M7 | 4781.53806149079 | 15273.352323 | 0.3131 | 0.754884 | 0.377442 |
M8 | 8893.78924361956 | 15962.718548 | 0.5572 | 0.578663 | 0.289332 |
M9 | -6551.75499989278 | 16063.604214 | -0.4079 | 0.684246 | 0.342123 |
M10 | -3696.35080874762 | 13959.739085 | -0.2648 | 0.791719 | 0.395859 |
M11 | 11903.1355356372 | 12923.848712 | 0.921 | 0.359256 | 0.179628 |
t | 164.195700390910 | 146.172406 | 1.1233 | 0.263999 | 0.131999 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.88635544095656 |
R-squared | 0.785625967713298 |
Adjusted R-squared | 0.753469862870293 |
F-TEST (value) | 24.4316272617263 |
F-TEST (DF numerator) | 15 |
F-TEST (DF denominator) | 100 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 22124.6107325285 |
Sum Squared Residuals | 48949840006.5914 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 122302.01 | 104369.471188955 | 17932.5388110454 |
2 | 109264.65 | 114657.441516933 | -5392.79151693263 |
3 | 103674.75 | 111873.353535819 | -8198.60353581855 |
4 | 103890.3 | 96721.7039803824 | 7168.59601961756 |
5 | 75512.66 | 88610.1839561279 | -13097.5239561279 |
6 | 83121.3 | 95435.6317571715 | -12314.3317571715 |
7 | 125096.81 | 108746.618295900 | 16350.1917040996 |
8 | 74206.73 | 96516.086546431 | -22309.3565464311 |
9 | 88481.63 | 93927.6172277508 | -5445.98722775076 |
10 | 111598.17 | 109175.904813136 | 2422.26518686384 |
11 | 146919.48 | 127252.141794394 | 19667.3382056055 |
12 | 150790.85 | 153774.966072004 | -2984.11607200448 |
13 | 113780.5 | 96912.4993610822 | 16868.0006389178 |
14 | 110870.76 | 118621.544359104 | -7750.78435910379 |
15 | 118785.32 | 113575.094135361 | 5210.22586463931 |
16 | 112820.5 | 108513.462157419 | 4307.03784258064 |
17 | 102188.92 | 105132.442668701 | -2943.52266870140 |
18 | 97092.73 | 107333.437724602 | -10240.7077246019 |
19 | 114067.82 | 112455.70309937 | 1612.11690062990 |
20 | 89690.15 | 111948.534663603 | -22258.3846636031 |
21 | 89267.9 | 90353.5325425912 | -1085.63254259118 |
22 | 96198.64 | 109740.382437213 | -13541.7424372131 |
23 | 129599.75 | 142649.776592520 | -13050.0265925196 |
24 | 169424.7 | 184928.003349960 | -15503.3033499595 |
25 | 152510.91 | 140850.216759602 | 11660.6932403976 |
26 | 121850.2 | 136187.475542659 | -14337.2755426592 |
27 | 144737.64 | 130840.526283617 | 13897.113716383 |
28 | 121381.88 | 121716.753517757 | -334.873517756770 |
29 | 106894.86 | 107288.182474 | -393.322473999905 |
30 | 94305.06 | 104577.815515905 | -10272.7555159053 |
31 | 116800.42 | 126824.094095889 | -10023.6740958893 |
32 | 77584.28 | 109409.062605127 | -31824.7826051272 |
33 | 100680.88 | 102552.019320427 | -1871.13932042745 |
34 | 106634.05 | 108837.653556556 | -2203.6035565564 |
35 | 168390.77 | 161970.005324767 | 6420.76467523282 |
36 | 211971.89 | 209509.628697533 | 2462.26130246721 |
37 | 136163.28 | 141354.309364990 | -5191.02936499037 |
38 | 168950.25 | 120874.648168991 | 48075.6018310092 |
39 | 89816.88 | 106275.395978050 | -16458.5159780504 |
40 | 85406.93 | 95712.2533681733 | -10305.3233681733 |
41 | 66055.52 | 78338.7134399003 | -12283.1934399003 |
42 | 73311.68 | 86450.6880423258 | -13139.0080423258 |
43 | 85674.51 | 100227.655720006 | -14553.1457200057 |
44 | 82822.59 | 105392.009941976 | -22569.4199419755 |
45 | 94277.63 | 94629.0663536039 | -351.436353603858 |
46 | 100991.65 | 107309.30561109 | -6317.65561108998 |
47 | 149245.88 | 129465.327716148 | 19780.5522838517 |
48 | 208517.17 | 153413.308782635 | 55103.8612173647 |
49 | 40733.51 | 128548.488172710 | -87814.9781727103 |
50 | 121352.23 | 125532.207105706 | -4179.97710570646 |
51 | 104020.11 | 120947.208098765 | -16927.0980987654 |
52 | 99566.82 | 110012.807334958 | -10445.9873349578 |
53 | 101352.17 | 96579.9810294038 | 4772.18897059616 |
54 | 106628.41 | 97859.3879073444 | 8769.0220926556 |
55 | 109696.95 | 113881.548844488 | -4184.59884448754 |
56 | 248696.37 | 114769.401736677 | 133926.968263323 |
57 | 105628.33 | 91032.9891855209 | 14595.3408144791 |
58 | 120449.17 | 107421.280060161 | 13027.8899398386 |
59 | 136547.7 | 140028.385571809 | -3480.68557180938 |
60 | 140896.42 | 150754.199167319 | -9857.7791673187 |
61 | 131509.91 | 109304.370570835 | 22205.5394291653 |
62 | 95450.31 | 93117.247207244 | 2333.06279275600 |
63 | 133592.64 | 109963.046132197 | 23629.5938678031 |
64 | 110332.9 | 97017.246595028 | 13315.6534049721 |
65 | 88110.54 | 87357.3868474664 | 753.153152533599 |
66 | 64931.25 | 79918.7843149097 | -14987.5343149097 |
67 | 98446.22 | 93840.0105436419 | 4606.20945635813 |
68 | 84212.38 | 90993.582991213 | -6781.20299121296 |
69 | 77519.55 | 79379.1532156906 | -1859.60321569058 |
70 | 124806.02 | 109258.219366458 | 15547.8006335425 |
71 | 102185.94 | 118138.008512358 | -15952.0685123576 |
72 | 151348.79 | 147620.048568753 | 3728.74143124713 |
73 | 124378.28 | 108945.176830984 | 15433.1031690161 |
74 | 101433.13 | 104616.615487849 | -3183.4854878495 |
75 | 126724.22 | 113954.034929654 | 12770.1850703458 |
76 | 87461.88 | 92983.6820765324 | -5521.80207653243 |
77 | 95288.27 | 87775.5227345233 | 7512.74726547674 |
78 | 129055.33 | 85996.4609265087 | 43058.8690734913 |
79 | 107753.06 | 110614.546981127 | -2861.48698112708 |
80 | 96364.03 | 106451.309230418 | -10087.2792304185 |
81 | 71662.75 | 86119.527172221 | -14456.7771722210 |
82 | 125666.24 | 121982.596949219 | 3683.64305078142 |
83 | 456841.51 | 456841.51 | 8.21231971315228e-13 |
84 | 167642.32 | 170196.119320758 | -2553.79932075793 |
85 | 167154.73 | 148329.382378099 | 18825.3476219010 |
86 | 139685.18 | 127336.469438191 | 12348.7105618085 |
87 | 119275.2 | 116691.520636417 | 2583.67936358270 |
88 | 122746.05 | 112622.235955067 | 10123.8140449329 |
89 | 107337.43 | 92765.6537117953 | 14571.7762882047 |
90 | 112584.89 | 92744.7622468 | 19840.1277532 |
91 | 133183.08 | 118509.171121182 | 14673.9088788182 |
92 | 121152.57 | 114446.318758180 | 6706.25124181977 |
93 | 119815.6 | 102714.991739607 | 17100.6082603930 |
94 | 122858.44 | 121117.603476506 | 1740.83652349448 |
95 | 152077.17 | 141469.317114125 | 10607.8528858750 |
96 | 157221.96 | 154954.232840828 | 2267.72715917248 |
97 | 140435.08 | 142990.514241803 | -2555.43424180337 |
98 | 101455.09 | 114054.656557232 | -12599.5665572317 |
99 | 104791.29 | 112131.771735389 | -7340.48173538859 |
100 | 77226.59 | 83002.3239873821 | -5775.73398738209 |
101 | 84477.43 | 83972.6195165094 | 504.810483490614 |
102 | 66227.74 | 76114.8310972435 | -9887.09109724345 |
103 | 89076.23 | 88022.8689442548 | 1053.36105574518 |
104 | 108924.43 | 116177.867401905 | -7253.43740190506 |
105 | 83926.11 | 90551.4832425874 | -6625.37324258738 |
106 | 91764.8 | 106124.233729661 | -14359.4337296614 |
107 | 120892.76 | 144886.487373879 | -23993.7273738785 |
108 | 129952.42 | 162616.013200211 | -32663.5932002109 |
109 | 135865.14 | 143228.921130939 | -7363.78113093905 |
110 | 105512.77 | 120826.264616090 | -15313.4946160904 |
111 | 96486.62 | 105652.718534731 | -9166.09853473103 |
112 | 78064.88 | 80596.2610273009 | -2531.38102730089 |
113 | 92370.22 | 91767.3336215723 | 602.886378427688 |
114 | 98454.46 | 99281.0504671892 | -826.590467189226 |
115 | 96703.93 | 103376.812354141 | -6672.88235414145 |
116 | 83170.95 | 100720.306124469 | -17549.3561244692 |