Multiple Linear Regression - Estimated Regression Equation |
intermediaire-goederen[t] = + 68.0873734438617 + 0.189856395390054`totale-consumptiegoederen`[t] -0.0184033439239251`duurzame-consumptiegoederen`[t] + 0.096680713353948`niet-duurzame-consumptiegoederen`[t] -2.87863091100782`inval-USA-in-Irak`[t] + 4.25369055093826M1[t] + 2.88273763365504M2[t] + 7.90784012799898M3[t] + 4.24573766642082M4[t] + 3.0642567361827M5[t] + 5.90145014519717M6[t] -3.17162982247658M7[t] -3.1057799907332M8[t] + 5.7594812951929M9[t] + 8.92848470101635M10[t] + 6.6561488976943M11[t] + 0.0374113990247136t + 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) | 68.0873734438617 | 18.532509 | 3.6739 | 0.000495 | 0.000247 |
`totale-consumptiegoederen` | 0.189856395390054 | 0.911374 | 0.2083 | 0.835652 | 0.417826 |
`duurzame-consumptiegoederen` | -0.0184033439239251 | 0.170058 | -0.1082 | 0.914166 | 0.457083 |
`niet-duurzame-consumptiegoederen` | 0.096680713353948 | 0.843388 | 0.1146 | 0.9091 | 0.45455 |
`inval-USA-in-Irak` | -2.87863091100782 | 3.013434 | -0.9553 | 0.343095 | 0.171547 |
M1 | 4.25369055093826 | 3.382275 | 1.2576 | 0.213163 | 0.106582 |
M2 | 2.88273763365504 | 3.437678 | 0.8386 | 0.404881 | 0.20244 |
M3 | 7.90784012799898 | 3.388468 | 2.3338 | 0.022813 | 0.011406 |
M4 | 4.24573766642082 | 3.431883 | 1.2371 | 0.220625 | 0.110312 |
M5 | 3.0642567361827 | 3.445471 | 0.8894 | 0.377194 | 0.188597 |
M6 | 5.90145014519717 | 3.430978 | 1.72 | 0.090333 | 0.045166 |
M7 | -3.17162982247658 | 4.566401 | -0.6946 | 0.489886 | 0.244943 |
M8 | -3.1057799907332 | 4.254788 | -0.7299 | 0.468127 | 0.234063 |
M9 | 5.7594812951929 | 3.818093 | 1.5085 | 0.136433 | 0.068217 |
M10 | 8.92848470101635 | 3.761503 | 2.3736 | 0.020675 | 0.010337 |
M11 | 6.6561488976943 | 3.388917 | 1.9641 | 0.053935 | 0.026967 |
t | 0.0374113990247136 | 0.089278 | 0.419 | 0.676608 | 0.338304 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.743506799184985 |
R-squared | 0.552802360434302 |
Adjusted R-squared | 0.439228356735077 |
F-TEST (value) | 4.86733180506935 |
F-TEST (DF numerator) | 16 |
F-TEST (DF denominator) | 63 |
p-value | 2.58953877430024e-06 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 5.64222600287052 |
Sum Squared Residuals | 2005.58699885050 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 103.1 | 98.8256662770466 | 4.27433372295339 |
2 | 100.6 | 97.2649924617696 | 3.33500753823039 |
3 | 103.1 | 104.664999472846 | -1.56499947284622 |
4 | 95.5 | 98.4548774942852 | -2.95487749428521 |
5 | 90.5 | 98.1903854393855 | -7.69038543938552 |
6 | 90.9 | 103.085777451152 | -12.1857774511523 |
7 | 88.8 | 90.148513809067 | -1.34851380906700 |
8 | 90.7 | 91.9746101766381 | -1.27461017663809 |
9 | 94.3 | 103.016090025409 | -8.71609002540881 |
10 | 104.6 | 109.010723032559 | -4.4107230325595 |
11 | 111.1 | 103.536691733328 | 7.5633082666724 |
12 | 110.8 | 94.7339800382725 | 16.0660199617275 |
13 | 107.2 | 99.7809568692868 | 7.41904313071322 |
14 | 99 | 97.8418451218881 | 1.15815487811189 |
15 | 99 | 104.551274042598 | -5.55127404259823 |
16 | 91 | 99.9915384163747 | -8.99153841637466 |
17 | 96.2 | 99.03767859809 | -2.83767859808993 |
18 | 96.9 | 102.574696633689 | -5.67469663368915 |
19 | 96.2 | 92.4108182513393 | 3.78918174866075 |
20 | 100.1 | 92.1966753762703 | 7.90332462372973 |
21 | 99 | 104.145206977163 | -5.14520697716264 |
22 | 115.4 | 109.647727246419 | 5.75227275358128 |
23 | 106.9 | 103.899845069073 | 3.00015493092736 |
24 | 107.1 | 96.599567543961 | 10.5004324560390 |
25 | 99.3 | 103.804514492526 | -4.5045144925258 |
26 | 99.2 | 100.444033921589 | -1.24403392158924 |
27 | 108.3 | 107.899019171954 | 0.400980828045647 |
28 | 105.6 | 102.667294856020 | 2.93270514397982 |
29 | 99.5 | 96.4990354471704 | 3.0009645528296 |
30 | 107.4 | 102.652957816904 | 4.74704218309552 |
31 | 93.1 | 92.6748160009323 | 0.425183999067729 |
32 | 88.1 | 92.132809309287 | -4.03280930928695 |
33 | 110.7 | 106.197741269787 | 4.50225873021319 |
34 | 113.1 | 109.702201589107 | 3.39779841089323 |
35 | 99.6 | 104.257709087700 | -4.65770908770031 |
36 | 93.6 | 100.485012162614 | -6.88501216261364 |
37 | 98.6 | 98.7781633667652 | -0.178163366765164 |
38 | 99.6 | 98.3593974707591 | 1.24060252924088 |
39 | 114.3 | 107.866806112654 | 6.4331938873457 |
40 | 107.8 | 100.672277757904 | 7.12772224209647 |
41 | 101.2 | 98.191242520069 | 3.00875747993099 |
42 | 112.5 | 107.398697988035 | 5.10130201196487 |
43 | 100.5 | 94.1136147985568 | 6.38638520144321 |
44 | 93.9 | 94.5148280962495 | -0.614828096249517 |
45 | 116.2 | 108.309809244594 | 7.89019075540626 |
46 | 112 | 109.510066073306 | 2.48993392669372 |
47 | 106.4 | 107.049081354036 | -0.649081354036092 |
48 | 95.7 | 103.203678588899 | -7.50367858889925 |
49 | 96 | 101.784647389267 | -5.78464738926660 |
50 | 95.8 | 99.4273972020658 | -3.62739720206584 |
51 | 103 | 108.399236506178 | -5.39923650617759 |
52 | 102.2 | 102.441105946527 | -0.241105946527237 |
53 | 98.4 | 101.259834326945 | -2.85983432694520 |
54 | 111.4 | 106.519709948042 | 4.8802900519581 |
55 | 86.6 | 91.6805669636791 | -5.08056696367913 |
56 | 91.3 | 94.6692841426174 | -3.36928414261744 |
57 | 107.9 | 108.454130820253 | -0.554130820252828 |
58 | 101.8 | 109.061932391418 | -7.26193239141758 |
59 | 104.4 | 107.312907930597 | -2.91290793059671 |
60 | 93.4 | 99.8816871593461 | -6.4816871593461 |
61 | 100.1 | 102.895392660814 | -2.79539266081363 |
62 | 98.5 | 101.760049386057 | -3.26004938605743 |
63 | 112.9 | 111.975509477903 | 0.924490522096986 |
64 | 101.4 | 102.313030792966 | -0.913030792966373 |
65 | 107.1 | 103.845337753697 | 3.25466224630285 |
66 | 110.8 | 108.062567616471 | 2.73743238352924 |
67 | 90.3 | 93.4493017047557 | -3.14930170475568 |
68 | 95.5 | 96.6251526721475 | -1.12515267214746 |
69 | 111.4 | 109.377021662795 | 2.02297833720484 |
70 | 113 | 112.967349667191 | 0.0326503328088348 |
71 | 107.5 | 109.843764825267 | -2.34376482526664 |
72 | 95.9 | 101.596074506907 | -5.69607450690742 |
73 | 106.3 | 104.730658944295 | 1.56934105570456 |
74 | 105.2 | 102.802284435871 | 2.39771556412935 |
75 | 117.2 | 112.443155215866 | 4.7568447841337 |
76 | 106.9 | 103.859874735923 | 3.04012526407719 |
77 | 108.2 | 104.076485914643 | 4.1235140853572 |
78 | 110 | 109.605592545706 | 0.394407454293737 |
79 | 96.1 | 97.122368471670 | -1.02236847166987 |
80 | 100.6 | 98.0866402267903 | 2.51335977320973 |