Multiple Linear Regression - Estimated Regression Equation |
intermediaire-goederen[t] = + 56.8144233107686 + 0.48733032890477`totale-consumptiegoederen`[t] + 0.0859384873333898`duurzame-consumptiegoederen`[t] -0.217827808454171`niet-duurzame-consumptiegoederen`[t] + 4.37494881242500`aanslagen-WTC9-11`[t] + 5.07926127284946M1[t] + 3.14424194856741M2[t] + 7.55592006481916M3[t] + 4.50318240294593M4[t] + 3.04115642517979M5[t] + 5.31492909401468M6[t] -0.439082047915904M7[t] -0.456107112610295M8[t] + 4.16331921146515M9[t] + 7.47935716091545M10[t] + 5.807952030928M11[t] + 0.0365005072086118t + 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) | 56.8144233107686 | 18.921832 | 3.0026 | 0.003835 | 0.001918 |
`totale-consumptiegoederen` | 0.48733032890477 | 0.903322 | 0.5395 | 0.591453 | 0.295726 |
`duurzame-consumptiegoederen` | 0.0859384873333898 | 0.147705 | 0.5818 | 0.56276 | 0.28138 |
`niet-duurzame-consumptiegoederen` | -0.217827808454171 | 0.826739 | -0.2635 | 0.793042 | 0.396521 |
`aanslagen-WTC9-11` | 4.37494881242500 | 2.595725 | 1.6854 | 0.096851 | 0.048425 |
M1 | 5.07926127284946 | 3.35979 | 1.5118 | 0.13559 | 0.067795 |
M2 | 3.14424194856741 | 3.387485 | 0.9282 | 0.35685 | 0.178425 |
M3 | 7.55592006481916 | 3.316311 | 2.2784 | 0.026103 | 0.013052 |
M4 | 4.50318240294593 | 3.382545 | 1.3313 | 0.187888 | 0.093944 |
M5 | 3.04115642517979 | 3.350049 | 0.9078 | 0.367446 | 0.183723 |
M6 | 5.31492909401468 | 3.300347 | 1.6104 | 0.112307 | 0.056153 |
M7 | -0.439082047915904 | 4.496348 | -0.0977 | 0.922518 | 0.461259 |
M8 | -0.456107112610295 | 4.153569 | -0.1098 | 0.912908 | 0.456454 |
M9 | 4.16331921146515 | 3.69528 | 1.1267 | 0.26416 | 0.13208 |
M10 | 7.47935716091545 | 3.675644 | 2.0348 | 0.04608 | 0.02304 |
M11 | 5.807952030928 | 3.298853 | 1.7606 | 0.08316 | 0.04158 |
t | 0.0365005072086118 | 0.087651 | 0.4164 | 0.678511 | 0.339256 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.752262475930964 |
R-squared | 0.565898832693784 |
Adjusted R-squared | 0.455650917187443 |
F-TEST (value) | 5.13296627963218 |
F-TEST (DF numerator) | 16 |
F-TEST (DF denominator) | 63 |
p-value | 1.18416107863784e-06 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 5.55899397910031 |
Sum Squared Residuals | 1946.85208575943 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 103.1 | 96.9336992146612 | 6.16630078533878 |
2 | 100.6 | 95.1312943473176 | 5.46870565268241 |
3 | 103.1 | 102.810480024077 | 0.289519975922891 |
4 | 95.5 | 95.4938293054366 | 0.00617069456338041 |
5 | 90.5 | 95.5873505215899 | -5.0873505215899 |
6 | 90.9 | 100.655133532570 | -9.75513353257048 |
7 | 88.8 | 87.2314810385863 | 1.56851896141371 |
8 | 90.7 | 89.3567320157608 | 1.3432679842392 |
9 | 94.3 | 103.692277009603 | -9.39227700960314 |
10 | 104.6 | 110.307607074989 | -5.70760707498932 |
11 | 111.1 | 104.645208063827 | 6.45479193617345 |
12 | 110.8 | 95.8903894864117 | 14.9096105135882 |
13 | 107.2 | 100.922376503013 | 6.27762349698723 |
14 | 99 | 99.393646609288 | -0.393646609288089 |
15 | 99 | 106.278762102654 | -7.27876210265437 |
16 | 91 | 101.680983908455 | -10.6809839084555 |
17 | 96.2 | 100.217736405432 | -4.01773640543233 |
18 | 96.9 | 103.842409442453 | -6.94240944245283 |
19 | 96.2 | 92.7713067560819 | 3.42869324391815 |
20 | 100.1 | 92.0691284026075 | 8.03087159739247 |
21 | 99 | 103.566252225004 | -4.56625222500421 |
22 | 115.4 | 109.343988229322 | 6.05601177067831 |
23 | 106.9 | 103.571512784478 | 3.32848721552211 |
24 | 107.1 | 96.23010360947 | 10.86989639053 |
25 | 99.3 | 103.352834237749 | -4.05283423774927 |
26 | 99.2 | 100.052710954735 | -0.852710954734891 |
27 | 108.3 | 107.247111054689 | 1.05288894531093 |
28 | 105.6 | 103.028335880800 | 2.57166411920034 |
29 | 99.5 | 98.2120024183414 | 1.28799758165859 |
30 | 107.4 | 103.081548262215 | 4.31845173778486 |
31 | 93.1 | 94.2385915824697 | -1.13859158246969 |
32 | 88.1 | 93.0009940456307 | -4.90099404563074 |
33 | 110.7 | 107.826989769143 | 2.87301023085725 |
34 | 113.1 | 111.418654116674 | 1.68134588332648 |
35 | 99.6 | 105.206145116372 | -5.60614511637239 |
36 | 93.6 | 101.307776825272 | -7.70777682527167 |
37 | 98.6 | 99.9344529046976 | -1.33445290469759 |
38 | 99.6 | 99.6186677632067 | -0.018667763206698 |
39 | 114.3 | 109.332183675050 | 4.96781632495012 |
40 | 107.8 | 102.131862281132 | 5.66813771886757 |
41 | 101.2 | 99.4380375409958 | 1.76196245900420 |
42 | 112.5 | 108.924078500702 | 3.57592149929751 |
43 | 100.5 | 94.6076811406843 | 5.8923188593157 |
44 | 93.9 | 95.2788908834753 | -1.37889088347529 |
45 | 116.2 | 108.199904404898 | 8.00009559510177 |
46 | 112 | 109.138790646158 | 2.86120935384172 |
47 | 106.4 | 106.197722913116 | 0.202277086884048 |
48 | 95.7 | 102.592141796973 | -6.89214179697288 |
49 | 96 | 101.871148494700 | -5.87114849469974 |
50 | 95.8 | 99.4219854386811 | -3.62198543868115 |
51 | 103 | 108.672775912583 | -5.67277591258282 |
52 | 102.2 | 102.842138879379 | -0.64213887937857 |
53 | 98.4 | 100.628602044454 | -2.22860204445407 |
54 | 111.4 | 106.885144082942 | 4.5148559170576 |
55 | 86.6 | 92.2413272612448 | -5.64132726124481 |
56 | 91.3 | 95.3470983242375 | -4.04709832423754 |
57 | 107.9 | 108.268708163685 | -0.368708163684588 |
58 | 101.8 | 107.659967992119 | -5.85996799211924 |
59 | 104.4 | 107.678669956679 | -3.27866995667867 |
60 | 93.4 | 100.101020760107 | -6.70102076010669 |
61 | 100.1 | 102.962789455149 | -2.86278945514869 |
62 | 98.5 | 102.179031664515 | -3.67903166451519 |
63 | 112.9 | 112.125552579987 | 0.774447420013413 |
64 | 101.4 | 102.438017807624 | -1.03801780762376 |
65 | 107.1 | 104.201262014522 | 2.89873798547751 |
66 | 110.8 | 108.393631438155 | 2.40636856184481 |
67 | 90.3 | 93.3642122688959 | -3.06421226889589 |
68 | 95.5 | 97.110213983921 | -1.61021398392107 |
69 | 111.4 | 107.945868427667 | 3.45413157233291 |
70 | 113 | 112.030991940738 | 0.969008059262034 |
71 | 107.5 | 108.600741165529 | -1.10074116552854 |
72 | 95.9 | 100.378567521767 | -4.478567521767 |
73 | 106.3 | 104.622699190031 | 1.67730080996927 |
74 | 105.2 | 102.102663222256 | 3.09733677774361 |
75 | 117.2 | 111.333134650960 | 5.86686534903983 |
76 | 106.9 | 102.784831937173 | 4.11516806282651 |
77 | 108.2 | 102.815009054664 | 5.384990945336 |
78 | 110 | 108.118054740961 | 1.88194525903854 |
79 | 96.1 | 97.1453999520372 | -1.04539995203718 |
80 | 100.6 | 98.036942344367 | 2.56305765563297 |