Multiple Linear Regression - Estimated Regression Equation |
Prod[t] = + 27.0323618824689 + 0.587787983114033Tot[t] -0.756057202325195Conjun[t] -0.183109523021441Mach[t] + 0.29725078825593`Elek `[t] + 1.67156483034391M1[t] + 1.10325520722268M2[t] + 2.16417897807062M3[t] + 5.25039459411524M4[t] + 3.32183397931734M5[t] + 6.7371409579682M6[t] -7.536498510513M7[t] + 6.39162180834974M8[t] + 8.88554654979554M9[t] + 10.6224426006966M10[t] + 6.68380905729691M11[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) | 27.0323618824689 | 9.237665 | 2.9263 | 0.004743 | 0.002371 |
Tot | 0.587787983114033 | 0.168212 | 3.4943 | 0.000868 | 0.000434 |
Conjun | -0.756057202325195 | 1.983584 | -0.3812 | 0.704349 | 0.352175 |
Mach | -0.183109523021441 | 0.108796 | -1.6831 | 0.097238 | 0.048619 |
`Elek ` | 0.29725078825593 | 0.095702 | 3.106 | 0.002826 | 0.001413 |
M1 | 1.67156483034391 | 2.828269 | 0.591 | 0.556588 | 0.278294 |
M2 | 1.10325520722268 | 2.793993 | 0.3949 | 0.694254 | 0.347127 |
M3 | 2.16417897807062 | 2.785394 | 0.777 | 0.440036 | 0.220018 |
M4 | 5.25039459411524 | 2.641323 | 1.9878 | 0.051117 | 0.025558 |
M5 | 3.32183397931734 | 2.58777 | 1.2837 | 0.203887 | 0.101943 |
M6 | 6.7371409579682 | 2.864821 | 2.3517 | 0.021779 | 0.010889 |
M7 | -7.536498510513 | 2.782614 | -2.7084 | 0.008662 | 0.004331 |
M8 | 6.39162180834974 | 2.936932 | 2.1763 | 0.033231 | 0.016615 |
M9 | 8.88554654979554 | 2.9756 | 2.9861 | 0.004 | 0.002 |
M10 | 10.6224426006966 | 2.91342 | 3.646 | 0.000536 | 0.000268 |
M11 | 6.68380905729691 | 2.891376 | 2.3116 | 0.024028 | 0.012014 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.958390257787248 |
R-squared | 0.918511886221508 |
Adjusted R-squared | 0.899413109554674 |
F-TEST (value) | 48.092707833824 |
F-TEST (DF numerator) | 15 |
F-TEST (DF denominator) | 64 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 4.18776981498156 |
Sum Squared Residuals | 1122.39462548932 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 97.3 | 100.023975200363 | -2.72397520036250 |
2 | 101 | 101.723136845630 | -0.723136845630392 |
3 | 113.2 | 115.096805355254 | -1.89680535525428 |
4 | 101 | 104.146065661660 | -3.14606566165953 |
5 | 105.7 | 107.768041528412 | -2.06804152841156 |
6 | 113.9 | 115.244183411554 | -1.34418341155397 |
7 | 86.4 | 80.1740026683116 | 6.2259973316884 |
8 | 96.5 | 91.71263531751 | 4.78736468249 |
9 | 103.3 | 108.427125349292 | -5.12712534929224 |
10 | 114.9 | 114.871935853653 | 0.0280641463473881 |
11 | 105.8 | 107.775722679788 | -1.97572267978820 |
12 | 94.2 | 97.273905325053 | -3.07390532505305 |
13 | 98.4 | 95.2939680370481 | 3.10603196295189 |
14 | 99.4 | 97.9340246936277 | 1.46597530637228 |
15 | 108.8 | 108.758236860595 | 0.0417631394051853 |
16 | 112.6 | 109.642570085099 | 2.95742991490081 |
17 | 104.4 | 106.517560812103 | -2.11756081210341 |
18 | 112.2 | 117.45974142387 | -5.25974142386991 |
19 | 81.1 | 84.308926256684 | -3.20892625668402 |
20 | 97.1 | 93.489875058188 | 3.61012494181193 |
21 | 112.6 | 113.674597230237 | -1.07459723023742 |
22 | 113.8 | 121.062383022425 | -7.26238302242527 |
23 | 107.8 | 106.466050493331 | 1.33394950666860 |
24 | 103.2 | 97.0189013753096 | 6.18109862469045 |
25 | 103.3 | 95.6904115809951 | 7.6095884190049 |
26 | 101.2 | 98.2970152689758 | 2.90298473102420 |
27 | 107.7 | 104.763336267696 | 2.93666373230412 |
28 | 110.4 | 103.839161783457 | 6.56083821654324 |
29 | 101.9 | 103.244501826037 | -1.34450182603725 |
30 | 115.9 | 114.473726828405 | 1.42627317159528 |
31 | 89.9 | 86.003610922385 | 3.89638907761506 |
32 | 88.6 | 88.1151791630593 | 0.484820836940652 |
33 | 117.2 | 111.200710333194 | 5.99928966680645 |
34 | 123.9 | 114.637802560385 | 9.26219743961537 |
35 | 100 | 104.067764346291 | -4.06776434629085 |
36 | 103.6 | 104.546859039602 | -0.946859039602222 |
37 | 94.1 | 94.930304066866 | -0.830304066865966 |
38 | 98.7 | 98.6505945037002 | 0.049405496299805 |
39 | 119.5 | 115.660626168618 | 3.8393738313824 |
40 | 112.7 | 113.483037117581 | -0.783037117581143 |
41 | 104.4 | 104.865227708933 | -0.465227708932678 |
42 | 124.7 | 120.718832225299 | 3.98116777470095 |
43 | 89.1 | 87.3218141994142 | 1.7781858005858 |
44 | 97 | 105.423248192910 | -8.42324819291023 |
45 | 121.6 | 120.245374301055 | 1.35462569894487 |
46 | 118.8 | 120.122105481824 | -1.32210548182368 |
47 | 114 | 110.515059638059 | 3.48494036194063 |
48 | 111.5 | 109.288055539146 | 2.21194446085364 |
49 | 97.2 | 100.983422934150 | -3.78342293414957 |
50 | 102.5 | 105.036667309121 | -2.53666730912132 |
51 | 113.4 | 118.393303422121 | -4.99330342212055 |
52 | 109.8 | 113.749450565535 | -3.94945056553545 |
53 | 104.9 | 105.621171059465 | -0.721171059464924 |
54 | 126.1 | 130.304300871934 | -4.20430087193357 |
55 | 80 | 84.4413086651588 | -4.44130866515879 |
56 | 96.8 | 100.501645563630 | -3.70164556363032 |
57 | 117.2 | 120.405682355108 | -3.20568235510759 |
58 | 112.3 | 115.464054423415 | -3.16405442341517 |
59 | 117.3 | 121.084338012142 | -3.78433801214249 |
60 | 111.1 | 115.144090163815 | -4.04409016381471 |
61 | 102.2 | 105.962917019409 | -3.76291701940874 |
62 | 104.3 | 109.109397374814 | -4.80939737481435 |
63 | 122.9 | 125.821864657597 | -2.92186465759654 |
64 | 107.6 | 111.737992948693 | -4.13799294869257 |
65 | 121.3 | 121.686968202349 | -0.386968202348727 |
66 | 131.5 | 133.041036676119 | -1.54103667611865 |
67 | 89 | 90.1969371592078 | -1.19693715920777 |
68 | 104.4 | 105.245590217315 | -0.845590217314555 |
69 | 128.9 | 126.846510431114 | 2.05348956888593 |
70 | 135.9 | 133.441718658299 | 2.45828134170136 |
71 | 133.3 | 128.291064830388 | 5.00893516961231 |
72 | 121.3 | 121.628188557074 | -0.3281885570741 |
73 | 120.5 | 120.11500116117 | 0.384998838829993 |
74 | 120.4 | 116.749164004130 | 3.65083599586978 |
75 | 137.9 | 134.905827268120 | 2.99417273187967 |
76 | 126.1 | 123.601721837975 | 2.49827816202465 |
77 | 133.2 | 126.096528862701 | 7.10347113729855 |
78 | 146.6 | 139.65817856282 | 6.94182143717986 |
79 | 103.4 | 106.453400128839 | -3.05340012883867 |
80 | 117.2 | 113.111826487387 | 4.08817351261252 |