Multiple Linear Regression - Estimated Regression Equation |
prijs/olie[t] = + 128.0575 + 64.8625`war? `[t] -32.1675000000001M1[t] -29.1075000000001M2[t] -24.5675000000001M3[t] -20.7875000000000M4[t] -26.4000000000001M5[t] -21.0800000000000M6[t] -19.8800000000000M7[t] -13.5600000000000M8[t] -3.26000000000002M9[t] + 1.19999999999995M10[t] -3.62000000000005M11[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) | 128.0575 | 42.517811 | 3.0119 | 0.004171 | 0.002085 |
`war? ` | 64.8625 | 33.200833 | 1.9536 | 0.05671 | 0.028355 |
M1 | -32.1675000000001 | 38.144853 | -0.8433 | 0.403333 | 0.201666 |
M2 | -29.1075000000001 | 38.144853 | -0.7631 | 0.44923 | 0.224615 |
M3 | -24.5675000000001 | 38.144853 | -0.6441 | 0.522669 | 0.261334 |
M4 | -20.7875000000000 | 38.144853 | -0.545 | 0.588356 | 0.294178 |
M5 | -26.4000000000001 | 37.562454 | -0.7028 | 0.485629 | 0.242814 |
M6 | -21.0800000000000 | 37.562454 | -0.5612 | 0.577328 | 0.288664 |
M7 | -19.8800000000000 | 37.562454 | -0.5293 | 0.599122 | 0.299561 |
M8 | -13.5600000000000 | 37.562454 | -0.361 | 0.719718 | 0.359859 |
M9 | -3.26000000000002 | 37.562454 | -0.0868 | 0.931208 | 0.465604 |
M10 | 1.19999999999995 | 37.562454 | 0.0319 | 0.97465 | 0.487325 |
M11 | -3.62000000000005 | 37.562454 | -0.0964 | 0.923634 | 0.461817 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.385526675943825 |
R-squared | 0.148630817864295 |
Adjusted R-squared | -0.068740037149076 |
F-TEST (value) | 0.683766081957732 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 47 |
p-value | 0.75815768298169 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 59.3914549874973 |
Sum Squared Residuals | 165785.2115 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 87 | 95.8900000000002 | -8.8900000000002 |
2 | 96.3 | 98.95 | -2.64999999999993 |
3 | 107.1 | 103.49 | 3.60999999999998 |
4 | 115.2 | 107.270000000000 | 7.93000000000012 |
5 | 106.1 | 166.52 | -60.42 |
6 | 89.5 | 171.84 | -82.34 |
7 | 91.3 | 173.04 | -81.74 |
8 | 97.6 | 179.36 | -81.76 |
9 | 100.7 | 189.66 | -88.96 |
10 | 104.6 | 194.12 | -89.52 |
11 | 94.7 | 189.3 | -94.6 |
12 | 101.8 | 192.92 | -91.12 |
13 | 102.5 | 160.7525 | -58.2525 |
14 | 105.3 | 163.8125 | -58.5125 |
15 | 110.3 | 168.3525 | -58.0525 |
16 | 109.8 | 172.1325 | -62.3325 |
17 | 117.3 | 166.52 | -49.22 |
18 | 118.8 | 171.84 | -53.04 |
19 | 131.3 | 173.04 | -41.74 |
20 | 125.9 | 179.36 | -53.46 |
21 | 133.1 | 189.66 | -56.56 |
22 | 147 | 194.12 | -47.12 |
23 | 145.8 | 189.3 | -43.5 |
24 | 164.4 | 192.92 | -28.52 |
25 | 149.8 | 160.7525 | -10.9524999999999 |
26 | 137.7 | 163.8125 | -26.1125 |
27 | 151.7 | 168.3525 | -16.6525000000000 |
28 | 156.8 | 172.1325 | -15.3325 |
29 | 180 | 166.52 | 13.4800000000000 |
30 | 180.4 | 171.84 | 8.56 |
31 | 170.4 | 173.04 | -2.63999999999998 |
32 | 191.6 | 179.36 | 12.24 |
33 | 199.5 | 189.66 | 9.84 |
34 | 218.2 | 194.12 | 24.08 |
35 | 217.5 | 189.3 | 28.2000000000000 |
36 | 205 | 192.92 | 12.0800000000000 |
37 | 194 | 160.7525 | 33.2475000000001 |
38 | 199.3 | 163.8125 | 35.4875 |
39 | 219.3 | 168.3525 | 50.9475 |
40 | 211.1 | 172.1325 | 38.9675 |
41 | 215.2 | 166.52 | 48.68 |
42 | 240.2 | 171.84 | 68.36 |
43 | 242.2 | 173.04 | 69.16 |
44 | 240.7 | 179.36 | 61.34 |
45 | 255.4 | 189.66 | 65.74 |
46 | 253 | 194.12 | 58.88 |
47 | 218.2 | 189.3 | 28.9 |
48 | 203.7 | 192.92 | 10.7799999999999 |
49 | 205.6 | 160.7525 | 44.8475000000001 |
50 | 215.6 | 163.8125 | 51.7875 |
51 | 188.5 | 168.3525 | 20.1475000000000 |
52 | 202.9 | 172.1325 | 30.7675 |
53 | 214 | 166.52 | 47.48 |
54 | 230.3 | 171.84 | 58.46 |
55 | 230 | 173.04 | 56.96 |
56 | 241 | 179.36 | 61.64 |
57 | 259.6 | 189.66 | 69.94 |
58 | 247.8 | 194.12 | 53.68 |
59 | 270.3 | 189.3 | 81 |
60 | 289.7 | 192.92 | 96.78 |