Multiple Linear Regression - Estimated Regression Equation |
Totaal[t] = + 102.601121794872 + 3.74855769230769`Inval-Irak`[t] -6.2711881868132M1[t] -7.75650183150183M2[t] + 4.65818452380952M3[t] -6.95570054945055M4[t] -7.01937957875458M5[t] + 2.49530677655677M6[t] -12.6471497252747M7[t] -8.87532051282051M8[t] + 7.12498855311356M9[t] + 7.56110347985348M10[t] + 0.663885073260072M11[t] + 0.213885073260073t + 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) | 102.601121794872 | 2.079233 | 49.3457 | 0 | 0 |
`Inval-Irak` | 3.74855769230769 | 1.91295 | 1.9596 | 0.054272 | 0.027136 |
M1 | -6.2711881868132 | 2.534431 | -2.4744 | 0.015924 | 0.007962 |
M2 | -7.75650183150183 | 2.534021 | -3.0609 | 0.003189 | 0.001595 |
M3 | 4.65818452380952 | 2.534223 | 1.8381 | 0.070547 | 0.035273 |
M4 | -6.95570054945055 | 2.535035 | -2.7438 | 0.007812 | 0.003906 |
M5 | -7.01937957875458 | 2.535054 | -2.7689 | 0.007294 | 0.003647 |
M6 | 2.49530677655677 | 2.533579 | 0.9849 | 0.328273 | 0.164137 |
M7 | -12.6471497252747 | 2.532715 | -4.9935 | 5e-06 | 2e-06 |
M8 | -8.87532051282051 | 2.532461 | -3.5046 | 0.000827 | 0.000413 |
M9 | 7.12498855311356 | 2.630169 | 2.7089 | 0.008589 | 0.004295 |
M10 | 7.56110347985348 | 2.628697 | 2.8764 | 0.005412 | 0.002706 |
M11 | 0.663885073260072 | 2.627814 | 0.2526 | 0.801333 | 0.400667 |
t | 0.213885073260073 | 0.03934 | 5.4369 | 1e-06 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.910525771130682 |
R-squared | 0.829057179893123 |
Adjusted R-squared | 0.795386624417526 |
F-TEST (value) | 24.6226166507408 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 66 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 4.55099762610676 |
Sum Squared Residuals | 1366.96423992674 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 98.6 | 96.5438186813188 | 2.05618131868122 |
2 | 98 | 95.2723901098901 | 2.72760989010990 |
3 | 106.8 | 107.900961538462 | -1.10096153846154 |
4 | 96.6 | 96.5009615384615 | 0.0990384615384617 |
5 | 100.1 | 96.6511675824176 | 3.44883241758242 |
6 | 107.7 | 106.379739010989 | 1.32026098901100 |
7 | 91.5 | 91.4511675824176 | 0.0488324175824218 |
8 | 97.8 | 95.4368818681319 | 2.36311813186813 |
9 | 107.4 | 111.651076007326 | -4.251076007326 |
10 | 117.5 | 112.301076007326 | 5.198923992674 |
11 | 105.6 | 105.617742673993 | -0.0177426739926767 |
12 | 97.4 | 105.167742673993 | -7.76774267399266 |
13 | 99.5 | 99.1104395604395 | 0.38956043956046 |
14 | 98 | 97.839010989011 | 0.160989010989013 |
15 | 104.3 | 110.467582417582 | -6.16758241758241 |
16 | 100.6 | 99.0675824175824 | 1.53241758241758 |
17 | 101.1 | 99.2177884615385 | 1.88221153846154 |
18 | 103.9 | 108.946359890110 | -5.04635989010988 |
19 | 96.9 | 94.0177884615385 | 2.88221153846154 |
20 | 95.5 | 98.0035027472528 | -2.50350274725275 |
21 | 108.4 | 114.217696886447 | -5.81769688644688 |
22 | 117 | 114.867696886447 | 2.13230311355312 |
23 | 103.8 | 108.184363553114 | -4.38436355311355 |
24 | 100.8 | 107.734363553114 | -6.93436355311355 |
25 | 110.6 | 101.677060439560 | 8.92293956043958 |
26 | 104 | 100.405631868132 | 3.59436813186813 |
27 | 112.6 | 113.034203296703 | -0.434203296703296 |
28 | 107.3 | 101.634203296703 | 5.6657967032967 |
29 | 98.9 | 105.532967032967 | -6.63296703296703 |
30 | 109.8 | 115.261538461538 | -5.46153846153846 |
31 | 104.9 | 100.332967032967 | 4.56703296703297 |
32 | 102.2 | 104.318681318681 | -2.11868131868132 |
33 | 123.9 | 120.532875457875 | 3.36712454212454 |
34 | 124.9 | 121.182875457875 | 3.71712454212455 |
35 | 112.7 | 114.499542124542 | -1.79954212454212 |
36 | 121.9 | 114.049542124542 | 7.85045787545788 |
37 | 100.6 | 107.992239010989 | -7.392239010989 |
38 | 104.3 | 106.720810439560 | -2.42081043956044 |
39 | 120.4 | 119.349381868132 | 1.05061813186814 |
40 | 107.5 | 107.949381868132 | -0.449381868131864 |
41 | 102.9 | 108.099587912088 | -5.19958791208791 |
42 | 125.6 | 117.828159340659 | 7.77184065934065 |
43 | 107.5 | 102.899587912088 | 4.60041208791209 |
44 | 108.8 | 106.885302197802 | 1.9146978021978 |
45 | 128.4 | 123.099496336996 | 5.30050366300367 |
46 | 121.1 | 123.749496336996 | -2.64949633699634 |
47 | 119.5 | 117.066163003663 | 2.43383699633700 |
48 | 128.7 | 116.616163003663 | 12.083836996337 |
49 | 108.7 | 110.558859890110 | -1.85885989010987 |
50 | 105.5 | 109.287431318681 | -3.78743131868132 |
51 | 119.8 | 121.916002747253 | -2.11600274725275 |
52 | 111.3 | 110.516002747253 | 0.783997252747252 |
53 | 110.6 | 110.666208791209 | -0.0662087912087955 |
54 | 120.1 | 120.394780219780 | -0.294780219780225 |
55 | 97.5 | 105.466208791209 | -7.9662087912088 |
56 | 107.7 | 109.451923076923 | -1.75192307692307 |
57 | 127.3 | 125.666117216117 | 1.63388278388278 |
58 | 117.2 | 126.316117216117 | -9.11611721611721 |
59 | 119.8 | 119.632783882784 | 0.167216117216115 |
60 | 116.2 | 119.182783882784 | -2.98278388278388 |
61 | 111 | 113.125480769231 | -2.12548076923075 |
62 | 112.4 | 111.854052197802 | 0.545947802197805 |
63 | 130.6 | 124.482623626374 | 6.11737637362637 |
64 | 109.1 | 113.082623626374 | -3.98262362637363 |
65 | 118.8 | 113.232829670330 | 5.56717032967033 |
66 | 123.9 | 122.961401098901 | 0.938598901098903 |
67 | 101.6 | 108.032829670330 | -6.43282967032968 |
68 | 112.8 | 112.018543956044 | 0.78145604395604 |
69 | 128 | 128.232738095238 | -0.232738095238099 |
70 | 129.6 | 128.882738095238 | 0.717261904761897 |
71 | 125.8 | 122.199404761905 | 3.60059523809523 |
72 | 119.5 | 121.749404761905 | -2.24940476190477 |
73 | 115.7 | 115.692101648352 | 0.00789835164836982 |
74 | 113.6 | 114.420673076923 | -0.820673076923087 |
75 | 129.7 | 127.049244505494 | 2.65075549450548 |
76 | 112 | 115.649244505495 | -3.64924450549450 |
77 | 116.8 | 115.799450549451 | 1.00054945054945 |
78 | 126.3 | 125.528021978022 | 0.771978021978018 |
79 | 112.9 | 110.599450549451 | 2.30054945054945 |
80 | 115.9 | 114.585164835165 | 1.31483516483517 |