| Multiple Linear Regression - Estimated Regression Equation |
| industriële_productie[t] = + 98.24 + 14.3266666666667M1[t] + 14.38M2[t] + 9.48M3[t] + 6.49999999999998M4[t] + 5.01999999999999M5[t] + 3.87999999999999M6[t] + 15.18M7[t] + 6.53999999999998M8[t] + 6.31999999999999M9[t] + 15.22M10[t] -1.70000000000001M11[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) | 98.24 | 2.373308 | 41.3937 | 0 | 0 |
| M1 | 14.3266666666667 | 3.213475 | 4.4583 | 4.8e-05 | 2.4e-05 |
| M2 | 14.38 | 3.356365 | 4.2844 | 8.5e-05 | 4.3e-05 |
| M3 | 9.48 | 3.356365 | 2.8245 | 0.00683 | 0.003415 |
| M4 | 6.49999999999998 | 3.356365 | 1.9366 | 0.05857 | 0.029285 |
| M5 | 5.01999999999999 | 3.356365 | 1.4957 | 0.141154 | 0.070577 |
| M6 | 3.87999999999999 | 3.356365 | 1.156 | 0.253282 | 0.126641 |
| M7 | 15.18 | 3.356365 | 4.5227 | 3.9e-05 | 1.9e-05 |
| M8 | 6.53999999999998 | 3.356365 | 1.9485 | 0.057089 | 0.028545 |
| M9 | 6.31999999999999 | 3.356365 | 1.883 | 0.065645 | 0.032823 |
| M10 | 15.22 | 3.356365 | 4.5347 | 3.7e-05 | 1.9e-05 |
| M11 | -1.70000000000001 | 3.356365 | -0.5065 | 0.614777 | 0.307389 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.763493252782389 |
| R-squared | 0.582921947044233 |
| Adjusted R-squared | 0.489292180054162 |
| F-TEST (value) | 6.22581862353725 |
| F-TEST (DF numerator) | 11 |
| F-TEST (DF denominator) | 49 |
| p-value | 2.72441705351234e-06 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 5.30687911925592 |
| Sum Squared Residuals | 1379.98533333333 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 106.5 | 112.566666666667 | -6.0666666666666 |
| 2 | 112.3 | 112.62 | -0.32000000000002 |
| 3 | 102.8 | 107.72 | -4.92000000000001 |
| 4 | 96.5 | 104.74 | -8.24000000000003 |
| 5 | 101 | 103.26 | -2.26000000000001 |
| 6 | 98.9 | 102.12 | -3.22 |
| 7 | 105.1 | 113.42 | -8.32 |
| 8 | 103 | 104.78 | -1.78 |
| 9 | 99 | 104.56 | -5.55999999999999 |
| 10 | 104.3 | 113.46 | -9.15999999999999 |
| 11 | 94.6 | 96.54 | -1.94000000000001 |
| 12 | 90.4 | 98.24 | -7.84 |
| 13 | 108.9 | 112.566666666667 | -3.66666666666668 |
| 14 | 111.4 | 112.62 | -1.21999999999999 |
| 15 | 100.8 | 107.72 | -6.92 |
| 16 | 102.5 | 104.74 | -2.23999999999999 |
| 17 | 98.2 | 103.26 | -5.05999999999999 |
| 18 | 98.7 | 102.12 | -3.41999999999999 |
| 19 | 113.3 | 113.42 | -0.120000000000003 |
| 20 | 104.6 | 104.78 | -0.180000000000005 |
| 21 | 99.3 | 104.56 | -5.26000000000001 |
| 22 | 111.8 | 113.46 | -1.66000000000000 |
| 23 | 97.3 | 96.54 | 0.760000000000002 |
| 24 | 97.7 | 98.24 | -0.540000000000003 |
| 25 | 115.6 | 112.566666666667 | 3.03333333333331 |
| 26 | 111.9 | 112.62 | -0.719999999999992 |
| 27 | 107 | 107.72 | -0.719999999999991 |
| 28 | 107.1 | 104.74 | 2.36000000000001 |
| 29 | 100.6 | 103.26 | -2.66 |
| 30 | 99.2 | 102.12 | -2.92000000000000 |
| 31 | 108.4 | 113.42 | -5.01999999999999 |
| 32 | 103 | 104.78 | -1.78 |
| 33 | 99.8 | 104.56 | -4.76000000000001 |
| 34 | 115 | 113.46 | 1.54000000000000 |
| 35 | 90.8 | 96.54 | -5.74 |
| 36 | 95.9 | 98.24 | -2.34 |
| 37 | 114.4 | 112.566666666667 | 1.83333333333332 |
| 38 | 108.2 | 112.62 | -4.41999999999999 |
| 39 | 112.6 | 107.72 | 4.88 |
| 40 | 109.1 | 104.74 | 4.36000000000001 |
| 41 | 105 | 103.26 | 1.74000000000001 |
| 42 | 105 | 102.12 | 2.88 |
| 43 | 118.5 | 113.42 | 5.08 |
| 44 | 103.7 | 104.78 | -1.08000000000000 |
| 45 | 112.5 | 104.56 | 7.94 |
| 46 | 116.6 | 113.46 | 3.13999999999999 |
| 47 | 96.6 | 96.54 | 0.0599999999999987 |
| 48 | 101.9 | 98.24 | 3.66 |
| 49 | 116.5 | 112.566666666667 | 3.93333333333332 |
| 50 | 119.3 | 112.62 | 6.68 |
| 51 | 115.4 | 107.72 | 7.68000000000001 |
| 52 | 108.5 | 104.74 | 3.76000000000001 |
| 53 | 111.5 | 103.26 | 8.24 |
| 54 | 108.8 | 102.12 | 6.68 |
| 55 | 121.8 | 113.42 | 8.37999999999999 |
| 56 | 109.6 | 104.78 | 4.81999999999999 |
| 57 | 112.2 | 104.56 | 7.64 |
| 58 | 119.6 | 113.46 | 6.14 |
| 59 | 103.4 | 96.54 | 6.86000000000001 |
| 60 | 105.3 | 98.24 | 7.05999999999999 |
| 61 | 113.5 | 112.566666666667 | 0.933333333333317 |
