Multiple Linear Regression - Estimated Regression Equation |
import[t] = + 845.465 -41.6750000000000dummy[t] + 29.4050000000001M1[t] + 53.9650000000001M2[t] + 128.705M3[t] + 57.3050000000001M4[t] + 124.545M5[t] + 81.745M6[t] + 3.10500000000011M7[t] + 19.3050000000001M8[t] + 12.2000000000001M9[t] + 109.36M10[t] + 118.08M11[t] + 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) | 845.465 | 46.47339 | 18.1925 | 0 | 0 |
dummy | -41.6750000000000 | 25.81855 | -1.6141 | 0.11319 | 0.056595 |
M1 | 29.4050000000001 | 62.179302 | 0.4729 | 0.638469 | 0.319234 |
M2 | 53.9650000000001 | 62.179302 | 0.8679 | 0.389863 | 0.194931 |
M3 | 128.705 | 62.179302 | 2.0699 | 0.043982 | 0.021991 |
M4 | 57.3050000000001 | 62.179302 | 0.9216 | 0.361439 | 0.18072 |
M5 | 124.545 | 62.179302 | 2.003 | 0.050964 | 0.025482 |
M6 | 81.745 | 62.179302 | 1.3147 | 0.195001 | 0.097501 |
M7 | 3.10500000000011 | 62.179302 | 0.0499 | 0.960385 | 0.480192 |
M8 | 19.3050000000001 | 62.179302 | 0.3105 | 0.757574 | 0.378787 |
M9 | 12.2000000000001 | 61.96452 | 0.1969 | 0.844765 | 0.422383 |
M10 | 109.36 | 61.96452 | 1.7649 | 0.084081 | 0.042041 |
M11 | 118.08 | 61.96452 | 1.9056 | 0.062828 | 0.031414 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.512795589471654 |
R-squared | 0.262959316581581 |
Adjusted R-squared | 0.0747787165598572 |
F-TEST (value) | 1.39737739464761 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 47 |
p-value | 0.200912970700872 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 97.974508082677 |
Sum Squared Residuals | 451153.199 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 733.6 | 874.87 | -141.27 |
2 | 844.9 | 899.43 | -54.5299999999999 |
3 | 864.3 | 974.17 | -109.87 |
4 | 833.5 | 902.77 | -69.2700000000001 |
5 | 814.9 | 970.01 | -155.11 |
6 | 820.4 | 927.21 | -106.810000000000 |
7 | 710.8 | 848.57 | -137.770000000000 |
8 | 773.1 | 864.77 | -91.67 |
9 | 801.2 | 857.665 | -56.4649999999999 |
10 | 832.9 | 954.825 | -121.925 |
11 | 808.3 | 963.545 | -155.245 |
12 | 817.2 | 845.465 | -28.2649999999998 |
13 | 745.5 | 874.87 | -129.37 |
14 | 932.6 | 899.43 | 33.17 |
15 | 1057 | 974.17 | 82.83 |
16 | 879.9 | 902.77 | -22.8700000000000 |
17 | 1089.5 | 970.01 | 119.490000000000 |
18 | 903 | 927.21 | -24.2099999999999 |
19 | 846.1 | 848.57 | -2.47000000000002 |
20 | 959.1 | 864.77 | 94.33 |
21 | 952 | 857.665 | 94.335 |
22 | 1092.5 | 954.825 | 137.675 |
23 | 1188.9 | 963.545 | 225.355 |
24 | 996.7 | 845.465 | 151.235 |
25 | 1034.3 | 874.87 | 159.43 |
26 | 898.2 | 899.43 | -1.22999999999996 |
27 | 1111.6 | 974.17 | 137.43 |
28 | 900.5 | 902.77 | -2.27000000000001 |
29 | 1049.2 | 970.01 | 79.19 |
30 | 1010.9 | 927.21 | 83.69 |
31 | 875.9 | 848.57 | 27.3299999999999 |
32 | 849.9 | 864.77 | -14.8700000000001 |
33 | 713.4 | 815.99 | -102.59 |
34 | 918.6 | 913.15 | 5.45000000000006 |
35 | 912.5 | 921.87 | -9.36999999999996 |
36 | 767 | 803.79 | -36.7899999999999 |
37 | 902.2 | 833.195 | 69.005 |
38 | 891.9 | 857.755 | 34.1450000000000 |
39 | 874 | 932.495 | -58.4949999999999 |
40 | 930.9 | 861.095 | 69.805 |
41 | 944.2 | 928.335 | 15.8649999999999 |
42 | 935.9 | 885.535 | 50.365 |
43 | 937.1 | 806.895 | 130.205 |
44 | 885.1 | 823.095 | 62.005 |
45 | 892.4 | 815.99 | 76.41 |
46 | 987.3 | 913.15 | 74.15 |
47 | 946.3 | 921.87 | 24.43 |
48 | 799.6 | 803.79 | -4.1899999999999 |
49 | 875.4 | 833.195 | 42.2049999999999 |
50 | 846.2 | 857.755 | -11.5550000000000 |
51 | 880.6 | 932.495 | -51.8949999999999 |
52 | 885.7 | 861.095 | 24.605 |
53 | 868.9 | 928.335 | -59.4350000000002 |
54 | 882.5 | 885.535 | -3.03499999999995 |
55 | 789.6 | 806.895 | -17.2950000000001 |
56 | 773.3 | 823.095 | -49.7950000000001 |
57 | 804.3 | 815.99 | -11.6900000000000 |
58 | 817.8 | 913.15 | -95.35 |
59 | 836.7 | 921.87 | -85.1699999999999 |
60 | 721.8 | 803.79 | -81.99 |