Multiple Linear Regression - Estimated Regression Equation |
industriële_productie[t] = + 90.3011764705882 + 15.4292810457517M1[t] + 16.5852287581699M2[t] + 11.4647058823530M3[t] + 8.26418300653594M4[t] + 6.56366013071895M5[t] + 5.20313725490195M6[t] + 16.2826143790850M7[t] + 7.42209150326796M8[t] + 6.98156862745097M9[t] + 15.661045751634M10[t] -1.47947712418301M11[t] + 0.220522875816993t + 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) | 90.3011764705882 | 1.657133 | 54.4924 | 0 | 0 |
M1 | 15.4292810457517 | 1.932607 | 7.9837 | 0 | 0 |
M2 | 16.5852287581699 | 2.028475 | 8.1762 | 0 | 0 |
M3 | 11.4647058823530 | 2.025885 | 5.6591 | 1e-06 | 0 |
M4 | 8.26418300653594 | 2.023564 | 4.084 | 0.000167 | 8.3e-05 |
M5 | 6.56366013071895 | 2.021515 | 3.2469 | 0.002131 | 0.001065 |
M6 | 5.20313725490195 | 2.019736 | 2.5761 | 0.013124 | 0.006562 |
M7 | 16.2826143790850 | 2.018231 | 8.0678 | 0 | 0 |
M8 | 7.42209150326796 | 2.016998 | 3.6798 | 0.00059 | 0.000295 |
M9 | 6.98156862745097 | 2.016038 | 3.463 | 0.001133 | 0.000567 |
M10 | 15.661045751634 | 2.015353 | 7.7709 | 0 | 0 |
M11 | -1.47947712418301 | 2.014941 | -0.7343 | 0.466366 | 0.233183 |
t | 0.220522875816993 | 0.023511 | 9.3797 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.923456661459081 |
R-squared | 0.852772205593152 |
Adjusted R-squared | 0.81596525699144 |
F-TEST (value) | 23.1687830148867 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 48 |
p-value | 6.66133814775094e-16 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.1856851491133 |
Sum Squared Residuals | 487.13231372549 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 106.5 | 105.950980392157 | 0.549019607843207 |
2 | 112.3 | 107.327450980392 | 4.97254901960782 |
3 | 102.8 | 102.427450980392 | 0.37254901960783 |
4 | 96.5 | 99.4474509803922 | -2.94745098039219 |
5 | 101 | 97.9674509803922 | 3.03254901960782 |
6 | 98.9 | 96.8274509803922 | 2.07254901960784 |
7 | 105.1 | 108.127450980392 | -3.02745098039216 |
8 | 103 | 99.4874509803922 | 3.51254901960784 |
9 | 99 | 99.2674509803921 | -0.267450980392144 |
10 | 104.3 | 108.167450980392 | -3.86745098039215 |
11 | 94.6 | 91.2474509803922 | 3.35254901960783 |
12 | 90.4 | 92.9474509803922 | -2.54745098039216 |
13 | 108.9 | 108.597254901961 | 0.302745098039209 |
14 | 111.4 | 109.973725490196 | 1.42627450980393 |
15 | 100.8 | 105.073725490196 | -4.27372549019608 |
16 | 102.5 | 102.093725490196 | 0.406274509803932 |
17 | 98.2 | 100.613725490196 | -2.41372549019607 |
18 | 98.7 | 99.473725490196 | -0.773725490196077 |
19 | 113.3 | 110.773725490196 | 2.52627450980392 |
20 | 104.6 | 102.133725490196 | 2.46627450980392 |
21 | 99.3 | 101.913725490196 | -2.61372549019609 |
22 | 111.8 | 110.813725490196 | 0.986274509803915 |
23 | 97.3 | 93.893725490196 | 3.40627450980392 |
24 | 97.7 | 95.593725490196 | 2.10627450980392 |
25 | 115.6 | 111.243529411765 | 4.35647058823527 |
26 | 111.9 | 112.62 | -0.719999999999992 |
27 | 107 | 107.72 | -0.719999999999996 |
28 | 107.1 | 104.74 | 2.36000000000000 |
29 | 100.6 | 103.26 | -2.66000000000000 |
30 | 99.2 | 102.12 | -2.92 |
31 | 108.4 | 113.42 | -5.01999999999999 |
32 | 103 | 104.78 | -1.78000000000000 |
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 | -2.33999999999999 |
37 | 114.4 | 113.889803921569 | 0.510196078431359 |
38 | 108.2 | 115.266274509804 | -7.06627450980391 |
39 | 112.6 | 110.366274509804 | 2.23372549019608 |
40 | 109.1 | 107.386274509804 | 1.71372549019609 |
41 | 105 | 105.906274509804 | -0.906274509803916 |
42 | 105 | 104.766274509804 | 0.233725490196078 |
43 | 118.5 | 116.066274509804 | 2.43372549019608 |
44 | 103.7 | 107.426274509804 | -3.72627450980392 |
45 | 112.5 | 107.206274509804 | 5.29372549019608 |
46 | 116.6 | 116.106274509804 | 0.493725490196069 |
47 | 96.6 | 99.186274509804 | -2.58627450980392 |
48 | 101.9 | 100.886274509804 | 1.01372549019608 |
49 | 116.5 | 116.536078431373 | -0.0360784313725666 |
50 | 119.3 | 117.912549019608 | 1.38745098039216 |
51 | 115.4 | 113.012549019608 | 2.38745098039217 |
52 | 108.5 | 110.032549019608 | -1.53254901960783 |
53 | 111.5 | 108.552549019608 | 2.94745098039216 |
54 | 108.8 | 107.412549019608 | 1.38745098039216 |
55 | 121.8 | 118.712549019608 | 3.08745098039215 |
56 | 109.6 | 110.072549019608 | -0.472549019607844 |
57 | 112.2 | 109.852549019608 | 2.34745098039216 |
58 | 119.6 | 118.752549019608 | 0.847450980392155 |
59 | 103.4 | 101.832549019608 | 1.56745098039217 |
60 | 105.3 | 103.532549019608 | 1.76745098039216 |
61 | 113.5 | 119.182352941176 | -5.68235294117648 |