Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 525.754197271773 + 73.3752360965372x[t] -11.2732457930125M1[t] -30.7960252224943M2[t] -30.4299157630873M3[t] -36.1054992032956M4[t] -41.9616119661109M5[t] -52.595502506704M6[t] -60.3405041584082M7[t] -68.8632835878901M8[t] -70.0527296840387M9[t] -16.908842446854M10[t] + 5.93944609614861M11[t] + 0.189446096148616t + 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) | 525.754197271773 | 10.653912 | 49.3485 | 0 | 0 |
x | 73.3752360965372 | 9.693518 | 7.5695 | 0 | 0 |
M1 | -11.2732457930125 | 12.441403 | -0.9061 | 0.367246 | 0.183623 |
M2 | -30.7960252224943 | 12.436965 | -2.4762 | 0.015109 | 0.007554 |
M3 | -30.4299157630873 | 12.434466 | -2.4472 | 0.016295 | 0.008147 |
M4 | -36.1054992032956 | 12.468438 | -2.8958 | 0.004725 | 0.002363 |
M5 | -41.9616119661109 | 12.458389 | -3.3681 | 0.001107 | 0.000553 |
M6 | -52.595502506704 | 12.45027 | -4.2244 | 5.6e-05 | 2.8e-05 |
M7 | -60.3405041584082 | 12.444087 | -4.8489 | 5e-06 | 3e-06 |
M8 | -68.8632835878901 | 12.439841 | -5.5357 | 0 | 0 |
M9 | -70.0527296840387 | 12.437535 | -5.6324 | 0 | 0 |
M10 | -16.908842446854 | 12.437169 | -1.3595 | 0.177298 | 0.088649 |
M11 | 5.93944609614861 | 12.793426 | 0.4643 | 0.64356 | 0.32178 |
t | 0.189446096148616 | 0.155375 | 1.2193 | 0.225853 | 0.112926 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.889690607068077 |
R-squared | 0.791549376305164 |
Adjusted R-squared | 0.762094396870024 |
F-TEST (value) | 26.8731939890898 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 92 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 25.5849656968537 |
Sum Squared Residuals | 60222.3232132447 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 540 | 514.670397574911 | 25.3296024250892 |
2 | 522 | 495.337064241576 | 26.6629357584237 |
3 | 526 | 495.892619797132 | 30.1073802028682 |
4 | 527 | 490.406482453072 | 36.5935175469279 |
5 | 516 | 484.739815786405 | 31.2601842135945 |
6 | 503 | 474.295371341961 | 28.7046286580390 |
7 | 489 | 466.739815786405 | 22.2601842135946 |
8 | 479 | 458.406482453072 | 20.5935175469279 |
9 | 475 | 457.406482453072 | 17.5935175469279 |
10 | 524 | 510.739815786405 | 13.2601842135945 |
11 | 552 | 533.777550425557 | 18.2224495744433 |
12 | 532 | 528.027550425557 | 3.97244957444331 |
13 | 511 | 516.943750728693 | -5.94375072869284 |
14 | 492 | 497.61041739536 | -5.61041739535965 |
15 | 492 | 498.165972950915 | -6.16597295091521 |
16 | 493 | 492.679835606856 | 0.320164393144487 |
17 | 481 | 487.013168940189 | -6.01316894018885 |
18 | 462 | 476.568724495744 | -14.5687244957444 |
19 | 457 | 469.013168940189 | -12.0131689401889 |
20 | 442 | 460.679835606856 | -18.6798356068555 |
21 | 439 | 459.679835606856 | -20.6798356068555 |
22 | 488 | 513.013168940189 | -25.0131689401889 |
23 | 521 | 536.05090357934 | -15.0509035793401 |
24 | 501 | 530.30090357934 | -29.3009035793401 |
25 | 485 | 519.217103882476 | -34.2171038824762 |
26 | 464 | 499.883770549143 | -35.8837705491431 |
27 | 460 | 500.439326104699 | -40.4393261046986 |
28 | 467 | 494.953188760639 | -27.9531887606389 |
29 | 460 | 489.286522093972 | -29.2865220939723 |
30 | 448 | 478.842077649528 | -30.8420776495278 |
31 | 443 | 471.286522093972 | -28.2865220939723 |
32 | 436 | 462.953188760639 | -26.9531887606389 |
33 | 431 | 461.953188760639 | -30.9531887606389 |
34 | 484 | 515.286522093972 | -31.2865220939722 |
35 | 510 | 538.324256733123 | -28.3242567331235 |
36 | 513 | 532.574256733123 | -19.5742567331235 |
37 | 503 | 521.49045703626 | -18.4904570362596 |
38 | 471 | 502.157123702926 | -31.1571237029264 |
39 | 471 | 502.712679258482 | -31.712679258482 |
40 | 476 | 497.226541914422 | -21.2265419144223 |
41 | 475 | 491.559875247756 | -16.5598752477556 |
42 | 470 | 481.115430803311 | -11.1154308033112 |
43 | 461 | 473.559875247756 | -12.5598752477556 |
44 | 455 | 465.226541914422 | -10.2265419144223 |
45 | 456 | 464.226541914422 | -8.22654191442231 |
46 | 517 | 517.559875247756 | -0.559875247755636 |
47 | 525 | 540.597609886907 | -15.5976098869069 |
48 | 523 | 534.847609886907 | -11.8476098869069 |
49 | 519 | 523.763810190043 | -4.76381019004302 |
50 | 509 | 504.43047685671 | 4.56952314329018 |
51 | 512 | 504.986032412265 | 7.01396758773461 |
52 | 519 | 499.499895068206 | 19.5001049317943 |
53 | 517 | 493.833228401539 | 23.1667715984610 |
54 | 510 | 483.388783957095 | 26.6112160429054 |
55 | 509 | 475.833228401539 | 33.166771598461 |
56 | 501 | 467.499895068206 | 33.5001049317943 |
57 | 507 | 466.499895068206 | 40.5001049317943 |
58 | 569 | 519.833228401539 | 49.166771598461 |
59 | 580 | 542.87096304069 | 37.1290369593098 |
60 | 578 | 537.12096304069 | 40.8790369593098 |
61 | 565 | 526.037163343826 | 38.9628366561736 |
62 | 547 | 506.703830010493 | 40.2961699895068 |
63 | 555 | 507.259385566049 | 47.7406144339512 |
64 | 562 | 575.148484318526 | -13.1484843185263 |
65 | 561 | 569.48181765186 | -8.4818176518596 |
66 | 555 | 559.037373207415 | -4.03737320741516 |
67 | 544 | 551.48181765186 | -7.48181765185962 |
68 | 537 | 543.148484318526 | -6.14848431852629 |
69 | 543 | 542.148484318526 | 0.851515681473718 |
70 | 594 | 595.48181765186 | -1.48181765185961 |
71 | 611 | 618.519552291011 | -7.51955229101084 |
72 | 613 | 612.769552291011 | 0.230447708989156 |
73 | 611 | 601.685752594147 | 9.31424740585302 |
74 | 594 | 582.352419260814 | 11.6475807391862 |
75 | 595 | 582.907974816369 | 12.0920251836306 |
76 | 591 | 577.42183747231 | 13.5781625276903 |
77 | 589 | 571.755170805643 | 17.244829194357 |
78 | 584 | 561.310726361199 | 22.6892736388014 |
79 | 573 | 553.755170805643 | 19.244829194357 |
80 | 567 | 545.42183747231 | 21.5781625276903 |
81 | 569 | 544.42183747231 | 24.5781625276903 |
82 | 621 | 597.755170805643 | 23.244829194357 |
83 | 629 | 620.792905444794 | 8.20709455520577 |
84 | 628 | 615.042905444794 | 12.9570945552058 |
85 | 612 | 603.95910574793 | 8.04089425206963 |
86 | 595 | 584.625772414597 | 10.3742275854028 |
87 | 597 | 585.181327970153 | 11.8186720298473 |
88 | 593 | 579.695190626093 | 13.3048093739069 |
89 | 590 | 574.028523959426 | 15.9714760405736 |
90 | 580 | 563.584079514982 | 16.4159204850181 |
91 | 574 | 556.028523959426 | 17.9714760405736 |
92 | 573 | 547.695190626093 | 25.3048093739069 |
93 | 573 | 546.695190626093 | 26.3048093739069 |
94 | 620 | 600.028523959426 | 19.9714760405736 |
95 | 626 | 623.066258598578 | 2.93374140142238 |
96 | 620 | 617.316258598578 | 2.68374140142237 |
97 | 588 | 606.232458901714 | -18.2324589017138 |
98 | 566 | 586.89912556838 | -20.8991255683806 |
99 | 557 | 587.454681123936 | -30.4546811239361 |
100 | 561 | 581.968543779876 | -20.9685437798764 |
101 | 549 | 576.30187711321 | -27.3018771132098 |
102 | 532 | 565.857432668765 | -33.8574326687653 |
103 | 526 | 558.30187711321 | -32.3018771132098 |
104 | 511 | 549.968543779876 | -38.9685437798764 |
105 | 499 | 548.968543779876 | -49.9685437798764 |
106 | 555 | 602.30187711321 | -47.3018771132098 |