Multiple Linear Regression - Estimated Regression Equation |
Benz[t] = + 0.922969848316686 -0.0298612652608209Par1[t] -0.0170030213343189M1[t] + 0.0096963250709088M2[t] + 0.0230392156862744M3[t] + 0.0464052287581699M4[t] + 0.056437908496732M5[t] + 0.0581372549019607M6[t] + 0.0565032679738562M7[t] + 0.0548692810457517M8[t] + 0.0815686274509804M9[t] + 0.0599346405228758M10[t] + 0.0266339869281046M11[t] + 0.00330065359477123t + 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) | 0.922969848316686 | 0.041335 | 22.3288 | 0 | 0 |
Par1 | -0.0298612652608209 | 0.039193 | -0.7619 | 0.449207 | 0.224604 |
M1 | -0.0170030213343189 | 0.047219 | -0.3601 | 0.720091 | 0.360046 |
M2 | 0.0096963250709088 | 0.047134 | 0.2057 | 0.837731 | 0.418865 |
M3 | 0.0230392156862744 | 0.04764 | 0.4836 | 0.630483 | 0.315241 |
M4 | 0.0464052287581699 | 0.04748 | 0.9774 | 0.332444 | 0.166222 |
M5 | 0.056437908496732 | 0.047338 | 1.1922 | 0.238021 | 0.119011 |
M6 | 0.0581372549019607 | 0.047214 | 1.2314 | 0.223161 | 0.111581 |
M7 | 0.0565032679738562 | 0.04711 | 1.1994 | 0.235249 | 0.117624 |
M8 | 0.0548692810457517 | 0.047024 | 1.1668 | 0.24805 | 0.124025 |
M9 | 0.0815686274509804 | 0.046957 | 1.7371 | 0.087679 | 0.043839 |
M10 | 0.0599346405228758 | 0.046909 | 1.2777 | 0.206454 | 0.103227 |
M11 | 0.0266339869281046 | 0.04688 | 0.5681 | 0.572142 | 0.286071 |
t | 0.00330065359477123 | 0.000947 | 3.4842 | 0.000946 | 0.000473 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.659569667619246 |
R-squared | 0.435032146443363 |
Adjusted R-squared | 0.308401420646186 |
F-TEST (value) | 3.43543909824973 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 58 |
p-value | 0.000583498928959258 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.0811826872403613 |
Sum Squared Residuals | 0.382256465038847 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0.96 | 0.909267480577132 | 0.0507325194228684 |
2 | 1 | 0.939267480577137 | 0.060732519422863 |
3 | 1.05 | 0.955911024787274 | 0.0940889752127264 |
4 | 1.03 | 0.98257769145394 | 0.0474223085460597 |
5 | 1.07 | 0.995911024787274 | 0.0740889752127264 |
6 | 1.12 | 1.00091102478727 | 0.119088975212726 |
7 | 1.1 | 1.00257769145394 | 0.0974223085460596 |
8 | 1.06 | 1.00424435812061 | 0.0557556418793932 |
9 | 1.11 | 1.03424435812061 | 0.075755641879393 |
10 | 1.08 | 1.01591102478727 | 0.0640889752127263 |
11 | 1.07 | 0.985911024787274 | 0.0840889752127265 |
12 | 1.02 | 0.96257769145394 | 0.0574223085460598 |
13 | 1 | 0.948875323714393 | 0.0511246762856074 |
14 | 1.04 | 0.978875323714392 | 0.0611246762856084 |
15 | 1.02 | 0.995518867924528 | 0.0244811320754717 |
16 | 1.07 | 1.02218553459120 | 0.0478144654088049 |
17 | 1.12 | 1.03551886792453 | 0.0844811320754717 |
18 | 1.08 | 1.04051886792453 | 0.0394811320754717 |
19 | 1.02 | 1.04218553459120 | -0.0221855345911950 |
20 | 1.01 | 1.04385220125786 | -0.0338522012578617 |
21 | 1.04 | 1.07385220125786 | -0.0338522012578617 |
22 | 0.98 | 1.05551886792453 | -0.0755188679245284 |
23 | 0.95 | 1.02551886792453 | -0.0755188679245284 |
24 | 0.94 | 1.00218553459119 | -0.0621855345911951 |
25 | 0.94 | 0.988483166851647 | -0.0484831668516474 |
26 | 0.96 | 1.01848316685165 | -0.0584831668516463 |
27 | 0.97 | 1.03512671106178 | -0.0651267110617831 |
28 | 1.03 | 1.06179337772845 | -0.0317933777284498 |
29 | 1.01 | 1.07512671106178 | -0.0651267110617831 |
30 | 0.99 | 1.08012671106178 | -0.0901267110617832 |
31 | 1 | 1.08179337772845 | -0.0817933777284498 |
32 | 1 | 1.08346004439512 | -0.0834600443951165 |
33 | 1.02 | 1.11346004439512 | -0.0934600443951164 |
34 | 1.01 | 1.09512671106178 | -0.0851267110617831 |
35 | 0.99 | 1.06512671106178 | -0.075126711061783 |
36 | 0.98 | 1.04179337772845 | -0.0617933777284497 |
37 | 1.01 | 1.02809100998890 | -0.0180910099889020 |
38 | 1.03 | 1.0580910099889 | -0.028091009988901 |
39 | 1.03 | 1.04487328893822 | -0.0148732889382169 |
40 | 1 | 1.07153995560488 | -0.0715399556048837 |
41 | 0.96 | 1.08487328893822 | -0.124873288938217 |
42 | 0.97 | 1.08987328893822 | -0.119873288938217 |
43 | 0.98 | 1.09153995560488 | -0.111539955604884 |
44 | 1.02 | 1.09320662227155 | -0.0732066222715502 |
45 | 1.04 | 1.12320662227155 | -0.0832066222715502 |
46 | 1.01 | 1.10487328893822 | -0.0948732889382169 |
47 | 1.01 | 1.07487328893822 | -0.0648732889382169 |
48 | 1 | 1.05153995560488 | -0.0515399556048835 |
49 | 1.01 | 1.03783758786534 | -0.0278375878653359 |
50 | 1.02 | 1.06783758786533 | -0.0478375878653348 |
51 | 1.03 | 1.08448113207547 | -0.0544811320754716 |
52 | 1.06 | 1.11114779874214 | -0.0511477987421383 |
53 | 1.12 | 1.12448113207547 | -0.00448113207547159 |
54 | 1.12 | 1.12948113207547 | -0.00948113207547157 |
55 | 1.13 | 1.13114779874214 | -0.00114779874213842 |
56 | 1.13 | 1.13281446540881 | -0.00281446540880512 |
57 | 1.13 | 1.16281446540881 | -0.0328144654088051 |
58 | 1.17 | 1.14448113207547 | 0.0255188679245283 |
59 | 1.14 | 1.11448113207547 | 0.0255188679245283 |
60 | 1.08 | 1.09114779874214 | -0.0111477987421382 |
61 | 1.07 | 1.07744543100259 | -0.00744543100259053 |
62 | 1.12 | 1.10744543100259 | 0.0125545689974106 |
63 | 1.14 | 1.12408897521273 | 0.0159110247872735 |
64 | 1.21 | 1.15075564187939 | 0.0592443581206069 |
65 | 1.2 | 1.16408897521273 | 0.0359110247872736 |
66 | 1.23 | 1.16908897521273 | 0.0609110247872736 |
67 | 1.29 | 1.17075564187939 | 0.119244358120607 |
68 | 1.31 | 1.17242230854606 | 0.137577691453940 |
69 | 1.37 | 1.20242230854606 | 0.167577691453940 |
70 | 1.35 | 1.18408897521273 | 0.165911024787274 |
71 | 1.26 | 1.15408897521273 | 0.105911024787274 |
72 | 1.26 | 1.13075564187939 | 0.129244358120607 |