Multiple Linear Regression - Estimated Regression Equation |
Totaal[t] = + 103.887500000000 -2.05083333333325`WTC11-09`[t] -6.5326587301588M1[t] -8.09567460317459M2[t] + 4.24130952380952M3[t] -7.45027777777778M4[t] -7.05615079365079M5[t] + 2.38083333333334M6[t] -12.8393253968254M7[t] -9.1451984126984M8[t] + 7.35809523809524M9[t] + 7.71650793650794M10[t] + 0.741587301587295M11[t] + 0.291587301587302t + 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) | 103.887500000000 | 2.598345 | 39.9822 | 0 | 0 |
`WTC11-09` | -2.05083333333325 | 2.100217 | -0.9765 | 0.332389 | 0.166195 |
M1 | -6.5326587301588 | 2.598482 | -2.514 | 0.014383 | 0.007191 |
M2 | -8.09567460317459 | 2.598894 | -3.115 | 0.002721 | 0.001361 |
M3 | 4.24130952380952 | 2.599582 | 1.6315 | 0.10754 | 0.05377 |
M4 | -7.45027777777778 | 2.600543 | -2.8649 | 0.005589 | 0.002795 |
M5 | -7.05615079365079 | 2.601779 | -2.712 | 0.008517 | 0.004259 |
M6 | 2.38083333333334 | 2.603289 | 0.9145 | 0.363758 | 0.181879 |
M7 | -12.8393253968254 | 2.605072 | -4.9286 | 6e-06 | 3e-06 |
M8 | -9.1451984126984 | 2.607128 | -3.5078 | 0.000819 | 0.000409 |
M9 | 7.35809523809524 | 2.684756 | 2.7407 | 0.00788 | 0.00394 |
M10 | 7.71650793650794 | 2.684091 | 2.8749 | 0.005434 | 0.002717 |
M11 | 0.741587301587295 | 2.683692 | 0.2763 | 0.783157 | 0.391579 |
t | 0.291587301587302 | 0.026729 | 10.9091 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.906469959176328 |
R-squared | 0.821687786889133 |
Adjusted R-squared | 0.78656568430669 |
F-TEST (value) | 23.3951764408283 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 66 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 4.64805996085586 |
Sum Squared Residuals | 1425.89445238095 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 98.6 | 97.646428571429 | 0.953571428571022 |
2 | 98 | 96.375 | 1.62500000000004 |
3 | 106.8 | 109.003571428571 | -2.20357142857138 |
4 | 96.6 | 97.6035714285714 | -1.00357142857139 |
5 | 100.1 | 98.2892857142857 | 1.81071428571434 |
6 | 107.7 | 108.017857142857 | -0.317857142857068 |
7 | 91.5 | 93.0892857142857 | -1.58928571428565 |
8 | 97.8 | 97.075 | 0.725000000000066 |
9 | 107.4 | 111.819047619048 | -4.41904761904763 |
10 | 117.5 | 112.469047619048 | 5.03095238095239 |
11 | 105.6 | 105.785714285714 | -0.185714285714298 |
12 | 97.4 | 105.335714285714 | -7.93571428571427 |
13 | 99.5 | 99.0946428571428 | 0.405357142857214 |
14 | 98 | 97.8232142857143 | 0.176785714285718 |
15 | 104.3 | 110.451785714286 | -6.15178571428572 |
16 | 100.6 | 99.0517857142857 | 1.54821428571428 |
17 | 101.1 | 99.7375 | 1.36249999999998 |
18 | 103.9 | 109.466071428571 | -5.56607142857143 |
19 | 96.9 | 94.5375 | 2.36249999999999 |
20 | 95.5 | 98.5232142857143 | -3.0232142857143 |
21 | 108.4 | 115.318095238095 | -6.91809523809523 |
22 | 117 | 115.968095238095 | 1.03190476190476 |
23 | 103.8 | 109.284761904762 | -5.4847619047619 |
24 | 100.8 | 108.834761904762 | -8.03476190476191 |
25 | 110.6 | 102.593690476190 | 8.00630952380959 |
26 | 104 | 101.322261904762 | 2.67773809523809 |
27 | 112.6 | 113.950833333333 | -1.35083333333334 |
28 | 107.3 | 102.550833333333 | 4.74916666666666 |
29 | 98.9 | 103.236547619048 | -4.33654761904762 |
30 | 109.8 | 112.965119047619 | -3.16511904761906 |
31 | 104.9 | 98.0365476190476 | 6.86345238095237 |
32 | 102.2 | 102.022261904762 | 0.177738095238085 |
33 | 123.9 | 118.817142857143 | 5.08285714285715 |
34 | 124.9 | 119.467142857143 | 5.43285714285715 |
35 | 112.7 | 112.783809523810 | -0.083809523809515 |
36 | 121.9 | 112.333809523810 | 9.56619047619048 |
37 | 100.6 | 106.092738095238 | -5.49273809523803 |
38 | 104.3 | 104.821309523810 | -0.521309523809533 |
39 | 120.4 | 117.449880952381 | 2.95011904761905 |
40 | 107.5 | 106.049880952381 | 1.45011904761904 |
41 | 102.9 | 106.735595238095 | -3.83559523809524 |
42 | 125.6 | 116.464166666667 | 9.13583333333332 |
43 | 107.5 | 101.535595238095 | 5.96440476190475 |
44 | 108.8 | 105.521309523810 | 3.27869047619046 |
45 | 128.4 | 122.316190476190 | 6.08380952380953 |
46 | 121.1 | 122.966190476190 | -1.86619047619049 |
47 | 119.5 | 116.282857142857 | 3.21714285714286 |
48 | 128.7 | 115.832857142857 | 12.8671428571428 |
49 | 108.7 | 109.591785714286 | -0.891785714285641 |
50 | 105.5 | 108.320357142857 | -2.82035714285715 |
51 | 119.8 | 120.948928571429 | -1.14892857142858 |
52 | 111.3 | 109.548928571429 | 1.75107142857142 |
53 | 110.6 | 110.234642857143 | 0.365357142857127 |
54 | 120.1 | 119.963214285714 | 0.136785714285695 |
55 | 97.5 | 105.034642857143 | -7.53464285714287 |
56 | 107.7 | 109.020357142857 | -1.32035714285715 |
57 | 127.3 | 125.815238095238 | 1.48476190476190 |
58 | 117.2 | 126.465238095238 | -9.2652380952381 |
59 | 119.8 | 119.781904761905 | 0.0180952380952398 |
60 | 116.2 | 119.331904761905 | -3.13190476190476 |
61 | 111 | 113.090833333333 | -2.09083333333326 |
62 | 112.4 | 111.819404761905 | 0.580595238095237 |
63 | 130.6 | 124.447976190476 | 6.1520238095238 |
64 | 109.1 | 113.047976190476 | -3.9479761904762 |
65 | 118.8 | 113.733690476190 | 5.06630952380951 |
66 | 123.9 | 123.462261904762 | 0.437738095238089 |
67 | 101.6 | 108.533690476190 | -6.93369047619049 |
68 | 112.8 | 112.519404761905 | 0.280595238095223 |
69 | 128 | 129.314285714286 | -1.31428571428571 |
70 | 129.6 | 129.964285714286 | -0.364285714285725 |
71 | 125.8 | 123.280952380952 | 2.51904761904762 |
72 | 119.5 | 122.830952380952 | -3.33095238095238 |
73 | 115.7 | 116.589880952381 | -0.88988095238088 |
74 | 113.6 | 115.318452380952 | -1.71845238095239 |
75 | 129.7 | 127.947023809524 | 1.75297619047618 |
76 | 112 | 116.547023809524 | -4.54702380952381 |
77 | 116.8 | 117.232738095238 | -0.432738095238105 |
78 | 126.3 | 126.961309523810 | -0.661309523809538 |
79 | 112.9 | 112.032738095238 | 0.8672619047619 |
80 | 115.9 | 116.018452380952 | -0.118452380952390 |