| Multiple Linear Regression - Estimated Regression Equation |
| Ind.Nijverheid[t] = + 102.557671957672 + 6.9915343915344Dummy[t] -6.96550264550264M1[t] -2.89788359788361M2[t] + 11.9897354497355M3[t] + 0.877354497354476M4[t] -1.15502645502646M5[t] + 13.5725925925926M6[t] -17.5597883597884M7[t] -16.9321693121693M8[t] + 7.09544973544973M9[t] + 5.94476190476189M10[t] + 1.45238095238095M11[t] -0.0676190476190479t + 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) | 102.557671957672 | 3.225152 | 31.7993 | 0 | 0 |
| Dummy | 6.9915343915344 | 2.750419 | 2.542 | 0.014455 | 0.007228 |
| M1 | -6.96550264550264 | 3.814193 | -1.8262 | 0.074314 | 0.037157 |
| M2 | -2.89788359788361 | 3.80861 | -0.7609 | 0.450614 | 0.225307 |
| M3 | 11.9897354497355 | 3.804263 | 3.1517 | 0.002855 | 0.001427 |
| M4 | 0.877354497354476 | 3.801155 | 0.2308 | 0.818484 | 0.409242 |
| M5 | -1.15502645502646 | 3.799289 | -0.304 | 0.76249 | 0.381245 |
| M6 | 13.5725925925926 | 3.798666 | 3.573 | 0.000842 | 0.000421 |
| M7 | -17.5597883597884 | 3.799289 | -4.6219 | 3.1e-05 | 1.5e-05 |
| M8 | -16.9321693121693 | 3.801155 | -4.4545 | 5.3e-05 | 2.7e-05 |
| M9 | 7.09544973544973 | 3.804263 | 1.8651 | 0.068549 | 0.034275 |
| M10 | 5.94476190476189 | 3.783701 | 1.5712 | 0.123002 | 0.061501 |
| M11 | 1.45238095238095 | 3.781826 | 0.384 | 0.702717 | 0.351358 |
| t | -0.0676190476190479 | 0.06876 | -0.9834 | 0.330555 | 0.165277 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.882076529432349 |
| R-squared | 0.778059003775417 |
| Adjusted R-squared | 0.715336548320644 |
| F-TEST (value) | 12.4047918426351 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 46 |
| p-value | 5.42883515919357e-11 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 5.97860374866314 |
| Sum Squared Residuals | 1644.21032804233 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 106.7 | 95.5245502645502 | 11.1754497354498 |
| 2 | 110.2 | 99.5245502645503 | 10.6754497354497 |
| 3 | 125.9 | 114.344550264550 | 11.5554497354497 |
| 4 | 100.1 | 103.164550264550 | -3.06455026455027 |
| 5 | 106.4 | 101.064550264550 | 5.33544973544972 |
| 6 | 114.8 | 115.724550264550 | -0.924550264550254 |
| 7 | 81.3 | 84.5245502645503 | -3.22455026455028 |
| 8 | 87 | 85.0845502645503 | 1.91544973544975 |
| 9 | 104.2 | 109.044550264550 | -4.84455026455027 |
| 10 | 108 | 107.826243386243 | 0.173756613756610 |
| 11 | 105 | 103.266243386243 | 1.73375661375661 |
| 12 | 94.5 | 101.746243386243 | -7.24624338624339 |
| 13 | 92 | 94.7131216931217 | -2.71312169312171 |
| 14 | 95.9 | 98.7131216931217 | -2.81312169312169 |
| 15 | 108.8 | 113.533121693122 | -4.7331216931217 |
| 16 | 103.4 | 102.353121693122 | 1.04687830687831 |
| 17 | 102.1 | 100.253121693122 | 1.84687830687830 |
| 18 | 110.1 | 114.913121693122 | -4.8131216931217 |
| 19 | 83.2 | 83.7131216931217 | -0.513121693121686 |
| 20 | 82.7 | 84.2731216931217 | -1.57312169312170 |
| 21 | 106.8 | 108.233121693122 | -1.43312169312170 |
| 22 | 113.7 | 107.014814814815 | 6.68518518518519 |
| 23 | 102.5 | 102.454814814815 | 0.045185185185183 |
| 24 | 96.6 | 100.934814814815 | -4.33481481481483 |
| 25 | 92.1 | 93.9016931216931 | -1.80169312169314 |
| 26 | 95.6 | 97.9016931216931 | -2.30169312169313 |
| 27 | 102.3 | 112.721693121693 | -10.4216931216931 |
| 28 | 98.6 | 101.541693121693 | -2.94169312169312 |
| 29 | 98.2 | 99.4416931216931 | -1.24169312169311 |
| 30 | 104.5 | 114.101693121693 | -9.60169312169313 |
| 31 | 84 | 82.9016931216931 | 1.09830687830689 |
| 32 | 73.8 | 83.4616931216931 | -9.66169312169313 |
| 33 | 103.9 | 107.421693121693 | -3.52169312169311 |
| 34 | 106 | 106.203386243386 | -0.203386243386239 |
| 35 | 97.2 | 101.643386243386 | -4.44338624338624 |
| 36 | 102.6 | 100.123386243386 | 2.47661375661375 |
| 37 | 89 | 93.0902645502646 | -4.09026455026456 |
| 38 | 93.8 | 97.0902645502645 | -3.29026455026455 |
| 39 | 116.7 | 111.910264550265 | 4.78973544973545 |
| 40 | 106.8 | 100.730264550265 | 6.06973544973545 |
| 41 | 98.5 | 98.6302645502645 | -0.130264550264542 |
| 42 | 118.7 | 113.290264550265 | 5.40973544973545 |
| 43 | 90 | 82.0902645502645 | 7.90973544973546 |
| 44 | 91.9 | 82.6502645502646 | 9.24973544973545 |
| 45 | 113.3 | 106.610264550265 | 6.68973544973545 |
| 46 | 113.1 | 112.383492063492 | 0.716507936507934 |
| 47 | 104.1 | 107.823492063492 | -3.72349206349207 |
| 48 | 108.7 | 106.303492063492 | 2.39650793650793 |
| 49 | 96.7 | 99.2703703703704 | -2.57037037037038 |
| 50 | 101 | 103.270370370370 | -2.27037037037037 |
| 51 | 116.9 | 118.090370370370 | -1.19037037037037 |
| 52 | 105.8 | 106.910370370370 | -1.11037037037037 |
| 53 | 99 | 104.810370370370 | -5.81037037037037 |
| 54 | 129.4 | 119.470370370370 | 9.92962962962963 |
| 55 | 83 | 88.2703703703704 | -5.27037037037037 |
| 56 | 88.9 | 88.8303703703704 | 0.0696296296296282 |
| 57 | 115.9 | 112.790370370370 | 3.10962962962964 |
| 58 | 104.2 | 111.572063492063 | -7.37206349206349 |
| 59 | 113.4 | 107.012063492063 | 6.38793650793652 |
| 60 | 112.2 | 105.492063492063 | 6.7079365079365 |
