Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 1.85434782608696 + 0.554347826086957x[t] -0.0990579710144927M1[t] -0.247246376811593M2[t] -0.135434782608695M3[t] -0.183623188405796M4[t] -0.091811594202898M5[t] -0.159999999999999M6[t] -0.108188405797101M7[t] -0.136376811594202M8[t] -0.124565217391304M9[t] -0.172753623188405M10[t] -0.100942028985506M11[t] + 0.00818840579710145t + 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) | 1.85434782608696 | 0.323788 | 5.727 | 1e-06 | 0 |
x | 0.554347826086957 | 0.670306 | 0.827 | 0.412502 | 0.206251 |
M1 | -0.0990579710144927 | 0.394375 | -0.2512 | 0.802796 | 0.401398 |
M2 | -0.247246376811593 | 0.394138 | -0.6273 | 0.533558 | 0.266779 |
M3 | -0.135434782608695 | 0.393953 | -0.3438 | 0.732575 | 0.366288 |
M4 | -0.183623188405796 | 0.393821 | -0.4663 | 0.64323 | 0.321615 |
M5 | -0.091811594202898 | 0.393742 | -0.2332 | 0.816658 | 0.408329 |
M6 | -0.159999999999999 | 0.393715 | -0.4064 | 0.686344 | 0.343172 |
M7 | -0.108188405797101 | 0.393742 | -0.2748 | 0.784723 | 0.392362 |
M8 | -0.136376811594202 | 0.393821 | -0.3463 | 0.730703 | 0.365351 |
M9 | -0.124565217391304 | 0.393953 | -0.3162 | 0.753286 | 0.376643 |
M10 | -0.172753623188405 | 0.394138 | -0.4383 | 0.663215 | 0.331607 |
M11 | -0.100942028985506 | 0.394375 | -0.256 | 0.799127 | 0.399564 |
t | 0.00818840579710145 | 0.004561 | 1.7954 | 0.079166 | 0.039583 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.350389114316179 |
R-squared | 0.122772531431276 |
Adjusted R-squared | -0.125139579251189 |
F-TEST (value) | 0.495226034312328 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 46 |
p-value | 0.915973912243563 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.586916262709505 |
Sum Squared Residuals | 15.8456521739130 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1.3 | 1.76347826086957 | -0.463478260869569 |
2 | 1.2 | 1.62347826086957 | -0.423478260869565 |
3 | 1.6 | 1.74347826086957 | -0.143478260869565 |
4 | 1.7 | 1.70347826086957 | -0.00347826086956534 |
5 | 1.5 | 1.80347826086957 | -0.303478260869566 |
6 | 0.9 | 1.74347826086957 | -0.843478260869565 |
7 | 1.5 | 1.80347826086956 | -0.303478260869565 |
8 | 1.4 | 1.78347826086956 | -0.383478260869565 |
9 | 1.6 | 1.80347826086957 | -0.203478260869565 |
10 | 1.7 | 1.76347826086956 | -0.063478260869565 |
11 | 1.4 | 1.84347826086957 | -0.443478260869565 |
12 | 1.8 | 1.95260869565217 | -0.152608695652173 |
13 | 1.7 | 1.86173913043478 | -0.161739130434782 |
14 | 1.4 | 1.72173913043478 | -0.321739130434783 |
15 | 1.2 | 1.84173913043478 | -0.641739130434783 |
16 | 1 | 1.80173913043478 | -0.801739130434783 |
17 | 1.7 | 1.90173913043478 | -0.201739130434782 |
18 | 2.4 | 1.84173913043478 | 0.558260869565217 |
19 | 2 | 1.90173913043478 | 0.0982608695652175 |
20 | 2.1 | 1.88173913043478 | 0.218260869565218 |
21 | 2 | 1.90173913043478 | 0.0982608695652175 |
22 | 1.8 | 1.86173913043478 | -0.0617391304347827 |
23 | 2.7 | 1.94173913043478 | 0.758260869565217 |
24 | 2.3 | 2.05086956521739 | 0.249130434782609 |
25 | 1.9 | 1.96 | -0.0599999999999992 |
26 | 2 | 1.82 | 0.180000000000000 |
27 | 2.3 | 1.94 | 0.36 |
28 | 2.8 | 1.9 | 0.9 |
29 | 2.4 | 2 | 0.4 |
30 | 2.3 | 1.94 | 0.36 |
31 | 2.7 | 2 | 0.7 |
32 | 2.7 | 1.98 | 0.72 |
33 | 2.9 | 2 | 0.9 |
34 | 3 | 1.96 | 1.04 |
35 | 2.2 | 2.04 | 0.16 |
36 | 2.3 | 2.14913043478261 | 0.150869565217392 |
37 | 2.8 | 2.05826086956522 | 0.741739130434783 |
38 | 2.8 | 1.91826086956522 | 0.881739130434783 |
39 | 2.8 | 2.03826086956522 | 0.761739130434782 |
40 | 2.2 | 1.99826086956522 | 0.201739130434783 |
41 | 2.6 | 2.09826086956522 | 0.501739130434782 |
42 | 2.8 | 2.03826086956522 | 0.761739130434782 |
43 | 2.5 | 2.09826086956522 | 0.401739130434783 |
44 | 2.4 | 2.07826086956522 | 0.321739130434782 |
45 | 2.3 | 2.09826086956522 | 0.201739130434783 |
46 | 1.9 | 2.05826086956522 | -0.158260869565218 |
47 | 1.7 | 2.13826086956522 | -0.438260869565218 |
48 | 2 | 2.24739130434783 | -0.247391304347825 |
49 | 2.1 | 2.15652173913043 | -0.0565217391304339 |
50 | 1.7 | 2.01652173913044 | -0.316521739130435 |
51 | 1.8 | 2.13652173913043 | -0.336521739130435 |
52 | 1.8 | 2.09652173913044 | -0.296521739130435 |
53 | 1.8 | 2.19652173913043 | -0.396521739130435 |
54 | 1.3 | 2.13652173913044 | -0.836521739130435 |
55 | 1.3 | 2.19652173913044 | -0.896521739130435 |
56 | 1.3 | 2.17652173913044 | -0.876521739130435 |
57 | 1.2 | 2.19652173913044 | -0.996521739130435 |
58 | 1.4 | 2.15652173913044 | -0.756521739130435 |
59 | 2.2 | 2.23652173913043 | -0.0365217391304347 |
60 | 2.9 | 2.9 | -6.2450045135165e-17 |