Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 13897.1161061947 + 1011.03982300885x[t] -58.2426548672657M1[t] + 369.90734513274M2[t] + 2345.72401179940M3[t] + 826.80734513274M4[t] + 1124.69067846607M5[t] + 956.759999999998M6[t] + 346.919999999997M7[t] -2024.14000000000M8[t] + 1613.76000000000M9[t] + 2286.38000000000M10[t] + 1098.44000000000M11[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) | 13897.1161061947 | 489.390569 | 28.3968 | 0 | 0 |
x | 1011.03982300885 | 266.456284 | 3.7944 | 0.000388 | 0.000194 |
M1 | -58.2426548672657 | 626.534367 | -0.093 | 0.926293 | 0.463146 |
M2 | 369.90734513274 | 626.534367 | 0.5904 | 0.557478 | 0.278739 |
M3 | 2345.72401179940 | 626.534367 | 3.744 | 0.000454 | 0.000227 |
M4 | 826.80734513274 | 626.534367 | 1.3197 | 0.192732 | 0.096366 |
M5 | 1124.69067846607 | 626.534367 | 1.7951 | 0.078451 | 0.039225 |
M6 | 956.759999999998 | 654.130731 | 1.4626 | 0.149583 | 0.074792 |
M7 | 346.919999999997 | 654.130731 | 0.5304 | 0.598125 | 0.299063 |
M8 | -2024.14000000000 | 654.130731 | -3.0944 | 0.003172 | 0.001586 |
M9 | 1613.76000000000 | 654.130731 | 2.467 | 0.016955 | 0.008477 |
M10 | 2286.38000000000 | 654.130731 | 3.4953 | 0.000977 | 0.000489 |
M11 | 1098.44000000000 | 654.130731 | 1.6792 | 0.099106 | 0.049553 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.795013353019579 |
R-squared | 0.632046231479433 |
Adjusted R-squared | 0.547133823359302 |
F-TEST (value) | 7.44350849860763 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 52 |
p-value | 9.83498817941353e-08 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1034.27149828694 |
Sum Squared Residuals | 55625311.672773 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 12398.4 | 13838.8734513275 | -1440.47345132747 |
2 | 13882.3 | 14267.0234513274 | -384.723451327436 |
3 | 15861.5 | 16242.8401179941 | -381.340117994102 |
4 | 13286.1 | 14723.9234513274 | -1437.82345132743 |
5 | 15634.9 | 15021.8067846608 | 613.093215339238 |
6 | 14211 | 14853.8761061947 | -642.876106194688 |
7 | 13646.8 | 14244.0361061947 | -597.236106194688 |
8 | 12224.6 | 11872.9761061947 | 351.623893805311 |
9 | 15916.4 | 15510.8761061947 | 405.523893805312 |
10 | 16535.9 | 16183.4961061947 | 352.403893805314 |
11 | 15796 | 14995.5561061947 | 800.44389380531 |
12 | 14418.6 | 13897.1161061947 | 521.483893805311 |
13 | 15044.5 | 13838.8734513274 | 1205.62654867258 |
14 | 14944.2 | 14267.0234513274 | 677.176548672571 |
15 | 16754.8 | 16242.8401179941 | 511.959882005902 |
16 | 14254 | 14723.9234513274 | -469.923451327431 |
17 | 15454.9 | 15021.8067846608 | 433.093215339234 |
18 | 15644.8 | 14853.8761061947 | 790.92389380531 |
19 | 14568.3 | 14244.0361061947 | 324.263893805310 |
20 | 12520.2 | 11872.9761061947 | 647.223893805313 |
21 | 14803 | 15510.8761061947 | -707.876106194689 |
22 | 15873.2 | 16183.4961061947 | -310.296106194689 |
23 | 14755.3 | 14995.5561061947 | -240.256106194690 |
24 | 12875.1 | 13897.1161061947 | -1022.01610619469 |
25 | 14291.1 | 14849.9132743363 | -558.813274336275 |
26 | 14205.3 | 15278.0632743363 | -1072.76327433628 |
27 | 15859.4 | 17253.8799410029 | -1394.47994100295 |
28 | 15258.9 | 15734.9632743363 | -476.063274336284 |
29 | 15498.6 | 16032.8466076696 | -534.246607669618 |
30 | 14106.5 | 15864.9159292035 | -1758.41592920354 |
31 | 15023.6 | 15255.0759292035 | -231.475929203541 |
32 | 12083 | 12884.0159292035 | -801.015929203541 |
33 | 15761.3 | 16521.9159292035 | -760.615929203542 |
34 | 16943 | 17194.5359292035 | -251.535929203542 |
35 | 15070.3 | 16006.5959292035 | -936.295929203542 |
36 | 13659.6 | 14908.1559292035 | -1248.55592920354 |
37 | 14768.9 | 14849.9132743363 | -81.013274336276 |
38 | 14725.1 | 15278.0632743363 | -552.963274336282 |
39 | 15998.1 | 17253.8799410029 | -1255.77994100295 |
40 | 15370.6 | 15734.9632743363 | -364.363274336283 |
41 | 14956.9 | 16032.8466076696 | -1075.94660766962 |
42 | 15469.7 | 15864.9159292035 | -395.215929203541 |
43 | 15101.8 | 15255.0759292035 | -153.275929203542 |
44 | 11703.7 | 12884.0159292035 | -1180.31592920354 |
45 | 16283.6 | 16521.9159292035 | -238.315929203540 |
46 | 16726.5 | 17194.5359292035 | -468.035929203542 |
47 | 14968.9 | 16006.5959292035 | -1037.69592920354 |
48 | 14861 | 14908.1559292035 | -47.1559292035431 |
49 | 14583.3 | 14849.9132743363 | -266.613274336276 |
50 | 15305.8 | 15278.0632743363 | 27.7367256637172 |
51 | 17903.9 | 17253.8799410029 | 650.020058997052 |
52 | 16379.4 | 15734.9632743363 | 644.436725663716 |
53 | 15420.3 | 16032.8466076696 | -612.546607669619 |
54 | 17870.5 | 15864.9159292035 | 2005.58407079646 |
55 | 15912.8 | 15255.0759292035 | 657.724070796458 |
56 | 13866.5 | 12884.0159292035 | 982.48407079646 |
57 | 17823.2 | 16521.9159292035 | 1301.28407079646 |
58 | 17872 | 17194.5359292035 | 677.464070796458 |
59 | 17420.4 | 16006.5959292035 | 1413.80407079646 |
60 | 16704.4 | 14908.1559292035 | 1796.24407079646 |
61 | 15991.2 | 14849.9132743363 | 1141.28672566372 |
62 | 16583.6 | 15278.0632743363 | 1305.53672566372 |
63 | 19123.5 | 17253.8799410029 | 1869.62005899705 |
64 | 17838.7 | 15734.9632743363 | 2103.73672566372 |
65 | 17209.4 | 16032.8466076696 | 1176.55339233038 |