Multiple Linear Regression - Estimated Regression Equation |
Totaal[t] = + 102.481594202899 -0.137608695652164`Invoering-euro`[t] -6.29953157349899M1[t] -7.84992236024845M2[t] + 4.49968685300207M3[t] -7.17927536231885M4[t] -6.77252329192547M5[t] + 2.67708592132505M6[t] -12.5304477225673M7[t] -8.82369565217391M8[t] + 7.32021997929607M9[t] + 7.69125776397515M10[t] + 0.728962215320908M11[t] + 0.278962215320911t + 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) | 102.481594202899 | 2.282265 | 44.9035 | 0 | 0 |
`Invoering-euro` | -0.137608695652164 | 1.871257 | -0.0735 | 0.9416 | 0.4708 |
M1 | -6.29953157349899 | 2.61041 | -2.4132 | 0.018596 | 0.009298 |
M2 | -7.84992236024845 | 2.608649 | -3.0092 | 0.003707 | 0.001853 |
M3 | 4.49968685300207 | 2.60721 | 1.7259 | 0.089051 | 0.044526 |
M4 | -7.17927536231885 | 2.606093 | -2.7548 | 0.007582 | 0.003791 |
M5 | -6.77252329192547 | 2.605299 | -2.5995 | 0.011507 | 0.005753 |
M6 | 2.67708592132505 | 2.604829 | 1.0277 | 0.307824 | 0.153912 |
M7 | -12.5304477225673 | 2.604683 | -4.8107 | 9e-06 | 5e-06 |
M8 | -8.82369565217391 | 2.604859 | -3.3874 | 0.001193 | 0.000597 |
M9 | 7.32021997929607 | 2.704167 | 2.707 | 0.008634 | 0.004317 |
M10 | 7.69125776397515 | 2.703387 | 2.845 | 0.005908 | 0.002954 |
M11 | 0.728962215320908 | 2.70292 | 0.2697 | 0.788237 | 0.394118 |
t | 0.278962215320911 | 0.029032 | 9.6088 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.905056056983445 |
R-squared | 0.819126466282421 |
Adjusted R-squared | 0.783499861156231 |
F-TEST (value) | 22.9919876839532 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 66 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 4.68132387382237 |
Sum Squared Residuals | 1446.37635196687 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 98.6 | 96.4610248447206 | 2.13897515527940 |
2 | 98 | 95.189596273292 | 2.81040372670809 |
3 | 106.8 | 107.818167701863 | -1.01816770186334 |
4 | 96.6 | 96.4181677018633 | 0.181832298136651 |
5 | 100.1 | 97.1038819875776 | 2.99611801242237 |
6 | 107.7 | 106.832453416149 | 0.867546583850943 |
7 | 91.5 | 91.9038819875776 | -0.403881987577632 |
8 | 97.8 | 95.889596273292 | 1.91040372670808 |
9 | 107.4 | 112.312474120083 | -4.91247412008281 |
10 | 117.5 | 112.962474120083 | 4.53752587991719 |
11 | 105.6 | 106.279140786749 | -0.679140786749476 |
12 | 97.4 | 105.829140786749 | -8.42914078674947 |
13 | 99.5 | 99.6709627329192 | -0.170962732919236 |
14 | 98 | 98.3995341614907 | -0.399534161490687 |
15 | 104.3 | 111.028105590062 | -6.72810559006211 |
16 | 100.6 | 99.6281055900621 | 0.971894409937882 |
17 | 101.1 | 100.313819875776 | 0.786180124223593 |
18 | 103.9 | 110.042391304348 | -6.14239130434782 |
19 | 96.9 | 95.1138198757764 | 1.78618012422361 |
20 | 95.5 | 99.0995341614907 | -3.59953416149068 |
21 | 108.4 | 115.522412008282 | -7.12241200828158 |
22 | 117 | 116.172412008282 | 0.827587991718423 |
23 | 103.8 | 109.489078674948 | -5.68907867494824 |
24 | 100.8 | 109.039078674948 | -8.23907867494825 |
25 | 110.6 | 103.018509316770 | 7.58149068322982 |
26 | 104 | 101.747080745342 | 2.25291925465838 |
27 | 112.6 | 114.375652173913 | -1.77565217391305 |
28 | 107.3 | 102.975652173913 | 4.32434782608695 |
29 | 98.9 | 103.661366459627 | -4.76136645962732 |
30 | 109.8 | 113.389937888199 | -3.58993788819876 |
31 | 104.9 | 98.4613664596273 | 6.43863354037267 |
32 | 102.2 | 102.447080745342 | -0.247080745341614 |
33 | 123.9 | 118.869958592133 | 5.0300414078675 |
34 | 124.9 | 119.519958592133 | 5.3800414078675 |
35 | 112.7 | 112.836625258799 | -0.136625258799168 |
36 | 121.9 | 112.386625258799 | 9.51337474120083 |
37 | 100.6 | 106.366055900621 | -5.76605590062111 |
38 | 104.3 | 105.094627329193 | -0.794627329192551 |
39 | 120.4 | 117.723198757764 | 2.67680124223603 |
40 | 107.5 | 106.323198757764 | 1.17680124223603 |
41 | 102.9 | 107.008913043478 | -4.10891304347825 |
42 | 125.6 | 116.737484472050 | 8.8625155279503 |
43 | 107.5 | 101.808913043478 | 5.69108695652174 |
44 | 108.8 | 105.794627329193 | 3.00537267080745 |
45 | 128.4 | 122.217505175983 | 6.18249482401657 |
46 | 121.1 | 122.867505175983 | -1.76750517598344 |
47 | 119.5 | 116.18417184265 | 3.31582815734989 |
48 | 128.7 | 115.73417184265 | 12.9658281573499 |
49 | 108.7 | 109.713602484472 | -1.01360248447203 |
50 | 105.5 | 108.442173913043 | -2.94217391304348 |
51 | 119.8 | 121.070745341615 | -1.27074534161491 |
52 | 111.3 | 109.670745341615 | 1.62925465838509 |
53 | 110.6 | 110.356459627329 | 0.243540372670804 |
54 | 120.1 | 120.085031055901 | 0.0149689440993698 |
55 | 97.5 | 105.156459627329 | -7.6564596273292 |
56 | 107.7 | 109.142173913043 | -1.44217391304348 |
57 | 127.3 | 125.565051759834 | 1.73494824016562 |
58 | 117.2 | 126.215051759834 | -9.01505175983436 |
59 | 119.8 | 119.531718426501 | 0.268281573498962 |
60 | 116.2 | 119.081718426501 | -2.88171842650104 |
61 | 111 | 113.061149068323 | -2.06114906832296 |
62 | 112.4 | 111.789720496894 | 0.610279503105595 |
63 | 130.6 | 124.418291925466 | 6.18170807453416 |
64 | 109.1 | 113.018291925466 | -3.91829192546584 |
65 | 118.8 | 113.704006211180 | 5.09599378881987 |
66 | 123.9 | 123.432577639752 | 0.467422360248452 |
67 | 101.6 | 108.504006211180 | -6.90400621118014 |
68 | 112.8 | 112.489720496894 | 0.310279503105583 |
69 | 128 | 128.912598343685 | -0.912598343685306 |
70 | 129.6 | 129.562598343685 | 0.0374016563146953 |
71 | 125.8 | 122.879265010352 | 2.92073498964803 |
72 | 119.5 | 122.429265010352 | -2.92926501035197 |
73 | 115.7 | 116.408695652174 | -0.708695652173893 |
74 | 113.6 | 115.137267080745 | -1.53726708074535 |
75 | 129.7 | 127.765838509317 | 1.93416149068322 |
76 | 112 | 116.365838509317 | -4.36583850931677 |
77 | 116.8 | 117.051552795031 | -0.251552795031058 |
78 | 126.3 | 126.780124223602 | -0.480124223602485 |
79 | 112.9 | 111.851552795031 | 1.04844720496895 |
80 | 115.9 | 115.837267080745 | 0.0627329192546639 |