Multiple Linear Regression - Estimated Regression Equation |
indexcijfers[t] = + 102.582580419580 -14.8322027972028Irak[t] + 3.21714277389274M1[t] + 3.88099883449884M2[t] + 7.98129545454546M3[t] + 10.3551515151515M4[t] + 9.13100757575758M5[t] + 8.14286363636364M6[t] + 9.3587196969697M7[t] + 10.1785757575758M8[t] + 8.99843181818182M9[t] + 7.06828787878788M10[t] + 2.50814393939394M11[t] + 1.19014393939394t + 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) | 102.582580419580 | 3.311385 | 30.9788 | 0 | 0 |
Irak | -14.8322027972028 | 2.867743 | -5.1721 | 5e-06 | 2e-06 |
M1 | 3.21714277389274 | 3.994352 | 0.8054 | 0.42472 | 0.21236 |
M2 | 3.88099883449884 | 3.988772 | 0.973 | 0.335652 | 0.167826 |
M3 | 7.98129545454546 | 4.010144 | 1.9903 | 0.052522 | 0.026261 |
M4 | 10.3551515151515 | 3.999639 | 2.589 | 0.012843 | 0.006422 |
M5 | 9.13100757575758 | 3.990346 | 2.2883 | 0.026765 | 0.013383 |
M6 | 8.14286363636364 | 3.982276 | 2.0448 | 0.046623 | 0.023312 |
M7 | 9.3587196969697 | 3.975434 | 2.3541 | 0.022892 | 0.011446 |
M8 | 10.1785757575758 | 3.969827 | 2.564 | 0.01368 | 0.00684 |
M9 | 8.99843181818182 | 3.965461 | 2.2692 | 0.027991 | 0.013995 |
M10 | 7.06828787878788 | 3.962339 | 1.7839 | 0.081043 | 0.040521 |
M11 | 2.50814393939394 | 3.960465 | 0.6333 | 0.529677 | 0.264839 |
t | 1.19014393939394 | 0.070353 | 16.9167 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.949764132186859 |
R-squared | 0.902051906788657 |
Adjusted R-squared | 0.874370923924582 |
F-TEST (value) | 32.5874233302372 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 46 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 6.26105705301434 |
Sum Squared Residuals | 1803.23842937063 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 112.61 | 106.989867132867 | 5.62013286713272 |
2 | 113.4 | 108.843867132867 | 4.55613286713287 |
3 | 115.18 | 114.134307692308 | 1.04569230769232 |
4 | 121.01 | 117.698307692308 | 3.31169230769233 |
5 | 119.44 | 117.664307692308 | 1.77569230769233 |
6 | 116.68 | 117.866307692308 | -1.18630769230769 |
7 | 117.07 | 120.272307692308 | -3.2023076923077 |
8 | 117.41 | 122.282307692308 | -4.87230769230769 |
9 | 119.58 | 122.292307692308 | -2.71230769230769 |
10 | 120.92 | 121.552307692308 | -0.632307692307678 |
11 | 117.09 | 118.182307692308 | -1.09230769230769 |
12 | 116.77 | 116.864307692308 | -0.0943076923076862 |
13 | 119.39 | 121.271594405594 | -1.88159440559436 |
14 | 122.49 | 123.125594405594 | -0.635594405594401 |
15 | 124.08 | 113.583832167832 | 10.4961678321678 |
16 | 118.29 | 117.147832167832 | 1.14216783216783 |
17 | 112.94 | 117.113832167832 | -4.17383216783217 |
18 | 113.79 | 117.315832167832 | -3.52583216783216 |
19 | 114.43 | 119.721832167832 | -5.29183216783216 |
20 | 118.7 | 121.731832167832 | -3.03183216783216 |
21 | 120.36 | 121.741832167832 | -1.38183216783217 |
22 | 118.27 | 121.001832167832 | -2.73183216783217 |
23 | 118.34 | 117.631832167832 | 0.708167832167837 |
24 | 117.82 | 116.313832167832 | 1.50616783216783 |
25 | 117.65 | 120.721118881119 | -3.07111888111884 |
26 | 118.18 | 122.575118881119 | -4.39511888111887 |
27 | 121.02 | 127.865559440559 | -6.84555944055945 |
28 | 124.78 | 131.429559440559 | -6.64955944055944 |
29 | 131.16 | 131.395559440559 | -0.235559440559442 |
30 | 130.14 | 131.597559440559 | -1.45755944055945 |
31 | 131.75 | 134.003559440559 | -2.25355944055945 |
32 | 134.73 | 136.013559440559 | -1.28355944055945 |
33 | 135.35 | 136.023559440559 | -0.673559440559444 |
34 | 140.32 | 135.283559440559 | 5.03644055944056 |
35 | 136.35 | 131.913559440559 | 4.43644055944055 |
36 | 131.6 | 130.595559440559 | 1.00444055944055 |
37 | 128.9 | 135.002846153846 | -6.10284615384612 |
38 | 133.89 | 136.856846153846 | -2.96684615384617 |
39 | 138.25 | 142.147286713287 | -3.89728671328672 |
40 | 146.23 | 145.711286713287 | 0.51871328671328 |
41 | 144.76 | 145.677286713287 | -0.91728671328672 |
42 | 149.3 | 145.879286713287 | 3.42071328671330 |
43 | 156.8 | 148.285286713287 | 8.51471328671329 |
44 | 159.08 | 150.295286713287 | 8.7847132867133 |
45 | 165.12 | 150.305286713287 | 14.8147132867133 |
46 | 163.14 | 149.565286713287 | 13.5747132867133 |
47 | 153.43 | 146.195286713287 | 7.23471328671329 |
48 | 151.01 | 144.877286713287 | 6.13271328671328 |
49 | 154.72 | 149.284573426573 | 5.4354265734266 |
50 | 154.58 | 151.138573426573 | 3.44142657342658 |
51 | 155.63 | 156.429013986014 | -0.799013986013992 |
52 | 161.67 | 159.993013986014 | 1.67698601398599 |
53 | 163.51 | 159.959013986014 | 3.550986013986 |
54 | 162.91 | 160.161013986014 | 2.74898601398601 |
55 | 164.8 | 162.567013986014 | 2.23298601398602 |
56 | 164.98 | 164.577013986014 | 0.402986013986004 |
57 | 154.54 | 164.587013986014 | -10.047013986014 |
58 | 148.6 | 163.847013986014 | -15.247013986014 |
59 | 149.19 | 160.477013986014 | -11.287013986014 |
60 | 150.61 | 159.159013986014 | -8.54901398601397 |