Multiple Linear Regression - Estimated Regression Equation |
auto[t] = + 14352.9629370629 -1191.91958041958irak[t] + 18821.6910839161M1[t] + 16615.7751748252M2[t] + 20414.8431818182M3[t] + 16856.3272727273M4[t] + 11798.2113636364M5[t] + 12184.4954545455M6[t] + 7367.97954545454M7[t] + 5485.46363636364M8[t] + 7792.34772727273M9[t] + 10433.6318181818M10[t] + 5808.11590909091M11[t] -33.6840909090909t + 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) | 14352.9629370629 | 1242.168143 | 11.5548 | 0 | 0 |
irak | -1191.91958041958 | 1075.749168 | -1.108 | 0.273626 | 0.136813 |
M1 | 18821.6910839161 | 1498.363088 | 12.5615 | 0 | 0 |
M2 | 16615.7751748252 | 1496.269889 | 11.1048 | 0 | 0 |
M3 | 20414.8431818182 | 1504.286905 | 13.5711 | 0 | 0 |
M4 | 16856.3272727273 | 1500.346244 | 11.235 | 0 | 0 |
M5 | 11798.2113636364 | 1496.860575 | 7.882 | 0 | 0 |
M6 | 12184.4954545455 | 1493.833082 | 8.1565 | 0 | 0 |
M7 | 7367.97954545454 | 1491.266558 | 4.9408 | 1.1e-05 | 5e-06 |
M8 | 5485.46363636364 | 1489.163383 | 3.6836 | 0.000604 | 0.000302 |
M9 | 7792.34772727273 | 1487.525525 | 5.2385 | 4e-06 | 2e-06 |
M10 | 10433.6318181818 | 1486.354522 | 7.0196 | 0 | 0 |
M11 | 5808.11590909091 | 1485.651477 | 3.9095 | 0.000302 | 0.000151 |
t | -33.6840909090909 | 26.390998 | -1.2763 | 0.208239 | 0.10412 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.94830974746031 |
R-squared | 0.899291377128238 |
Adjusted R-squared | 0.870830244577523 |
F-TEST (value) | 31.5971746916879 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 46 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2348.65058371101 |
Sum Squared Residuals | 253743339.960839 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 36845 | 33140.9699300700 | 3704.03006993005 |
2 | 35338 | 30901.3699300699 | 4436.63006993007 |
3 | 35022 | 34666.7538461538 | 355.246153846153 |
4 | 34777 | 31074.5538461538 | 3702.44615384615 |
5 | 26887 | 25982.7538461538 | 904.246153846162 |
6 | 23970 | 26335.3538461538 | -2365.35384615385 |
7 | 22780 | 21485.1538461538 | 1294.84615384616 |
8 | 17351 | 19568.9538461538 | -2217.95384615385 |
9 | 21382 | 21842.1538461538 | -460.153846153844 |
10 | 24561 | 24449.7538461538 | 111.246153846153 |
11 | 17409 | 19790.5538461538 | -2381.55384615385 |
12 | 11514 | 13948.7538461538 | -2434.75384615384 |
13 | 31514 | 32736.7608391608 | -1222.76083916084 |
14 | 27071 | 30497.1608391608 | -3426.16083916084 |
15 | 29462 | 33070.6251748252 | -3608.62517482517 |
16 | 26105 | 29478.4251748252 | -3373.42517482517 |
17 | 22397 | 24386.6251748252 | -1989.62517482518 |
18 | 23843 | 24739.2251748252 | -896.225174825174 |
19 | 21705 | 19889.0251748252 | 1815.97482517483 |
20 | 18089 | 17972.8251748252 | 116.174825174826 |
21 | 20764 | 20246.0251748252 | 517.974825174825 |
22 | 25316 | 22853.6251748252 | 2462.37482517483 |
23 | 17704 | 18194.4251748252 | -490.425174825174 |
24 | 15548 | 12352.6251748252 | 3195.37482517482 |
25 | 28029 | 31140.6321678322 | -3111.63216783216 |
26 | 29383 | 28901.0321678322 | 481.967832167833 |
27 | 36438 | 32666.4160839161 | 3771.58391608392 |
28 | 32034 | 29074.2160839161 | 2959.78391608392 |
29 | 22679 | 23982.4160839161 | -1303.41608391609 |
30 | 24319 | 24335.0160839161 | -16.0160839160838 |
31 | 18004 | 19484.8160839161 | -1480.81608391608 |
32 | 17537 | 17568.6160839161 | -31.6160839160839 |
33 | 20366 | 19841.8160839161 | 524.183916083916 |
34 | 22782 | 22449.4160839161 | 332.583916083916 |
35 | 19169 | 17790.2160839161 | 1378.78391608392 |
36 | 13807 | 11948.4160839161 | 1858.58391608392 |
37 | 29743 | 30736.4230769231 | -993.423076923071 |
38 | 25591 | 28496.8230769231 | -2905.82307692308 |
39 | 29096 | 32262.206993007 | -3166.20699300699 |
40 | 26482 | 28670.006993007 | -2188.00699300699 |
41 | 22405 | 23578.206993007 | -1173.20699300700 |
42 | 27044 | 23930.806993007 | 3113.19300699301 |
43 | 17970 | 19080.606993007 | -1110.60699300699 |
44 | 18730 | 17164.406993007 | 1565.59300699301 |
45 | 19684 | 19437.606993007 | 246.393006993007 |
46 | 19785 | 22045.206993007 | -2260.20699300699 |
47 | 18479 | 17386.006993007 | 1092.99300699301 |
48 | 10698 | 11544.206993007 | -846.206993006994 |
49 | 31956 | 30332.213986014 | 1623.78601398602 |
50 | 29506 | 28092.613986014 | 1413.38601398601 |
51 | 34506 | 31857.9979020979 | 2648.0020979021 |
52 | 27165 | 28265.7979020979 | -1100.79790209790 |
53 | 26736 | 23173.9979020979 | 3562.00209790210 |
54 | 23691 | 23526.5979020979 | 164.402097902097 |
55 | 18157 | 18676.3979020979 | -519.397902097904 |
56 | 17328 | 16760.1979020979 | 567.802097902097 |
57 | 18205 | 19033.3979020979 | -828.397902097903 |
58 | 20995 | 21640.9979020979 | -645.997902097904 |
59 | 17382 | 16981.7979020979 | 400.202097902097 |
60 | 9367 | 11139.9979020979 | -1772.99790209790 |