Multiple Linear Regression - Estimated Regression Equation |
Inschr[t] = + 14166.525 -4070.2Oliecrisis[t] + 21384.475M1[t] + 17473.35M2[t] + 21284.125M3[t] + 18381.25M4[t] + 13493M5[t] + 14002M6[t] + 9418.875M7[t] + 6506.125M8[t] + 7919.125M9[t] + 11742M10[t] + 6663.25M11[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) | 14166.525 | 1245.265409 | 11.3763 | 0 | 0 |
Oliecrisis | -4070.2 | 1182.286517 | -3.4427 | 0.000905 | 0.000452 |
M1 | 21384.475 | 1754.859319 | 12.1859 | 0 | 0 |
M2 | 17473.35 | 1754.859319 | 9.9571 | 0 | 0 |
M3 | 21284.125 | 1748.62534 | 12.1719 | 0 | 0 |
M4 | 18381.25 | 1748.62534 | 10.5118 | 0 | 0 |
M5 | 13493 | 1748.62534 | 7.7163 | 0 | 0 |
M6 | 14002 | 1748.62534 | 8.0074 | 0 | 0 |
M7 | 9418.875 | 1748.62534 | 5.3864 | 1e-06 | 0 |
M8 | 6506.125 | 1748.62534 | 3.7207 | 0.00036 | 0.00018 |
M9 | 7919.125 | 1748.62534 | 4.5288 | 2e-05 | 1e-05 |
M10 | 11742 | 1748.62534 | 6.715 | 0 | 0 |
M11 | 6663.25 | 1748.62534 | 3.8106 | 0.000265 | 0.000133 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.894616415750474 |
R-squared | 0.800338531330225 |
Adjusted R-squared | 0.77147181296833 |
F-TEST (value) | 27.7253036280942 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 83 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3497.25068097819 |
Sum Squared Residuals | 1015153273.025 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 36409 | 35550.9999999999 | 858.000000000051 |
2 | 33163 | 31639.875 | 1523.125 |
3 | 34122 | 35450.65 | -1328.64999999999 |
4 | 35225 | 32547.775 | 2677.22500000001 |
5 | 28249 | 27659.525 | 589.475000000004 |
6 | 30374 | 28168.525 | 2205.47500000001 |
7 | 26311 | 23585.4 | 2725.6 |
8 | 22069 | 20672.65 | 1396.35 |
9 | 23651 | 22085.65 | 1565.35000000000 |
10 | 28628 | 25908.525 | 2719.475 |
11 | 23187 | 20829.775 | 2357.225 |
12 | 14727 | 14166.525 | 560.475000000003 |
13 | 43080 | 35551 | 7529 |
14 | 32519 | 31639.875 | 879.124999999999 |
15 | 39657 | 35450.65 | 4206.35 |
16 | 33614 | 32547.775 | 1066.225 |
17 | 28671 | 27659.525 | 1011.475 |
18 | 34243 | 28168.525 | 6074.475 |
19 | 27336 | 23585.4 | 3750.6 |
20 | 22916 | 20672.65 | 2243.35 |
21 | 24537 | 22085.65 | 2451.35 |
22 | 26128 | 25908.525 | 219.475 |
23 | 22602 | 20829.775 | 1772.225 |
24 | 15744 | 14166.525 | 1577.475 |
25 | 41086 | 35551 | 5534.99999999999 |
26 | 39690 | 31639.875 | 8050.125 |
27 | 43129 | 35450.65 | 7678.35 |
28 | 37863 | 32547.775 | 5315.225 |
29 | 35953 | 27659.525 | 8293.475 |
30 | 29133 | 28168.525 | 964.475 |
31 | 24693 | 23585.4 | 1107.6 |
32 | 22205 | 20672.65 | 1532.35 |
33 | 21725 | 22085.65 | -360.649999999999 |
34 | 27192 | 25908.525 | 1283.475 |
35 | 21790 | 20829.775 | 960.225 |
36 | 13253 | 14166.525 | -913.525 |
37 | 37702 | 35551 | 2150.99999999999 |
38 | 30364 | 31639.875 | -1275.875 |
39 | 32609 | 35450.65 | -2841.65 |
40 | 30212 | 32547.775 | -2335.775 |
41 | 29965 | 27659.525 | 2305.475 |
42 | 28352 | 28168.525 | 183.475 |
43 | 25814 | 23585.4 | 2228.6 |
44 | 22414 | 20672.65 | 1741.35 |
45 | 20506 | 22085.65 | -1579.65 |
46 | 28806 | 25908.525 | 2897.475 |
47 | 22228 | 20829.775 | 1398.225 |
48 | 13971 | 14166.525 | -195.525000000000 |
49 | 36845 | 35551 | 1293.99999999999 |
50 | 35338 | 31639.875 | 3698.125 |
51 | 35022 | 35450.65 | -428.650000000003 |
52 | 34777 | 32547.775 | 2229.22500000000 |
53 | 26887 | 27659.525 | -772.525000000001 |
54 | 23970 | 28168.525 | -4198.525 |
55 | 22780 | 23585.4 | -805.400000000001 |
56 | 17351 | 20672.65 | -3321.65 |
57 | 21382 | 22085.65 | -703.649999999999 |
58 | 24561 | 25908.525 | -1347.525 |
59 | 17409 | 20829.775 | -3420.775 |
60 | 11514 | 14166.525 | -2652.525 |
61 | 31514 | 35551 | -4037.00000000001 |
62 | 27071 | 31639.875 | -4568.875 |
63 | 29462 | 35450.65 | -5988.65 |
64 | 26105 | 32547.775 | -6442.775 |
65 | 22397 | 27659.525 | -5262.525 |
66 | 23843 | 28168.525 | -4325.525 |
67 | 21705 | 23585.4 | -1880.4 |
68 | 18089 | 20672.65 | -2583.65 |
69 | 20764 | 22085.65 | -1321.65 |
70 | 25316 | 25908.525 | -592.525 |
71 | 17704 | 20829.775 | -3125.775 |
72 | 15548 | 14166.525 | 1381.475 |
73 | 28029 | 35551 | -7522.00000000001 |
74 | 29383 | 31639.875 | -2256.875 |
75 | 36438 | 35450.65 | 987.349999999998 |
76 | 32034 | 32547.775 | -513.775000000001 |
77 | 22679 | 27659.525 | -4980.525 |
78 | 24319 | 28168.525 | -3849.525 |
79 | 18004 | 23585.4 | -5581.4 |
80 | 17537 | 20672.65 | -3135.65 |
81 | 20366 | 22085.65 | -1719.65 |
82 | 22782 | 25908.525 | -3126.525 |
83 | 19169 | 20829.775 | -1660.775 |
84 | 13807 | 14166.525 | -359.525000000001 |
85 | 29743 | 35551 | -5808.00000000001 |
86 | 25591 | 31639.875 | -6048.875 |
87 | 29096 | 31380.45 | -2284.45 |
88 | 26482 | 28477.575 | -1995.575 |
89 | 22405 | 23589.325 | -1184.32500000000 |
90 | 27044 | 24098.325 | 2945.675 |
91 | 17970 | 19515.2 | -1545.2 |
92 | 18730 | 16602.45 | 2127.55 |
93 | 19684 | 18015.45 | 1668.55 |
94 | 19785 | 21838.325 | -2053.32500000000 |
95 | 18479 | 16759.575 | 1719.425 |
96 | 10698 | 10096.325 | 601.674999999998 |