Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 1.42928029408608 + 0.0684512778314429dummy[t] + 0.00252516904583021trend[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) | 1.42928029408608 | 0.006822 | 209.5187 | 0 | 0 |
dummy | 0.0684512778314429 | 0.010348 | 6.6151 | 0 | 0 |
trend | 0.00252516904583021 | 0.000274 | 9.2223 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.95633086280211 |
R-squared | 0.914568719147827 |
Adjusted R-squared | 0.911571130345996 |
F-TEST (value) | 305.101459743010 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 57 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.0223371027233623 |
Sum Squared Residuals | 0.0284399310102203 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1.43 | 1.43180546313191 | -0.00180546313191148 |
2 | 1.43 | 1.43433063217774 | -0.00433063217773951 |
3 | 1.43 | 1.43685580122357 | -0.0068558012235697 |
4 | 1.43 | 1.4393809702694 | -0.00938097026939987 |
5 | 1.43 | 1.44190613931523 | -0.0119061393152301 |
6 | 1.43 | 1.44443130836106 | -0.0144313083610603 |
7 | 1.44 | 1.44695647740689 | -0.00695647740689049 |
8 | 1.48 | 1.44948164645272 | 0.0305183535472793 |
9 | 1.48 | 1.45200681549855 | 0.0279931845014491 |
10 | 1.48 | 1.45453198454438 | 0.0254680154556189 |
11 | 1.48 | 1.45705715359021 | 0.0229428464097887 |
12 | 1.48 | 1.45958232263604 | 0.0204176773639585 |
13 | 1.48 | 1.46210749168187 | 0.0178925083181283 |
14 | 1.48 | 1.46463266072770 | 0.0153673392722981 |
15 | 1.48 | 1.46715782977353 | 0.0128421702264679 |
16 | 1.48 | 1.46968299881936 | 0.0103170011806376 |
17 | 1.48 | 1.47220816786519 | 0.00779183213480743 |
18 | 1.48 | 1.47473333691102 | 0.00526666308897722 |
19 | 1.48 | 1.47725850595685 | 0.00274149404314701 |
20 | 1.48 | 1.47978367500268 | 0.000216324997316798 |
21 | 1.48 | 1.48230884404851 | -0.00230884404851341 |
22 | 1.48 | 1.48483401309434 | -0.00483401309434362 |
23 | 1.48 | 1.48735918214017 | -0.00735918214017384 |
24 | 1.48 | 1.48988435118600 | -0.00988435118600405 |
25 | 1.48 | 1.49240952023183 | -0.0124095202318343 |
26 | 1.48 | 1.49493468927766 | -0.0149346892776645 |
27 | 1.48 | 1.49745985832349 | -0.0174598583234947 |
28 | 1.48 | 1.49998502736932 | -0.0199850273693249 |
29 | 1.48 | 1.50251019641516 | -0.0225101964151551 |
30 | 1.48 | 1.50503536546099 | -0.0250353654609853 |
31 | 1.48 | 1.50756053450682 | -0.0275605345068155 |
32 | 1.48 | 1.51008570355265 | -0.0300857035526457 |
33 | 1.48 | 1.51261087259848 | -0.0326108725984759 |
34 | 1.48 | 1.51513604164431 | -0.0351360416443062 |
35 | 1.48 | 1.51766121069014 | -0.0376612106901364 |
36 | 1.48 | 1.52018637973597 | -0.0401863797359666 |
37 | 1.48 | 1.52271154878180 | -0.0427115487817968 |
38 | 1.57 | 1.52523671782763 | 0.0447632821723731 |
39 | 1.58 | 1.52776188687346 | 0.0522381131265429 |
40 | 1.58 | 1.53028705591929 | 0.0497129440807127 |
41 | 1.58 | 1.53281222496512 | 0.0471877750348825 |
42 | 1.58 | 1.53533739401095 | 0.0446626059890523 |
43 | 1.59 | 1.60631384088822 | -0.0163138408882209 |
44 | 1.6 | 1.60883900993405 | -0.00883900993405108 |
45 | 1.6 | 1.61136417897988 | -0.0113641789798813 |
46 | 1.61 | 1.61388934802571 | -0.0038893480257115 |
47 | 1.61 | 1.61641451707154 | -0.00641451707154171 |
48 | 1.61 | 1.61893968611737 | -0.00893968611737192 |
49 | 1.62 | 1.62146485516320 | -0.00146485516320212 |
50 | 1.63 | 1.62399002420903 | 0.00600997579096745 |
51 | 1.63 | 1.62651519325486 | 0.00348480674513724 |
52 | 1.64 | 1.62904036230069 | 0.0109596376993070 |
53 | 1.64 | 1.63156553134652 | 0.00843446865347683 |
54 | 1.64 | 1.63409070039235 | 0.00590929960764662 |
55 | 1.64 | 1.63661586943818 | 0.00338413056181641 |
56 | 1.64 | 1.63914103848401 | 0.000858961515986199 |
57 | 1.65 | 1.64166620752984 | 0.008333792470156 |
58 | 1.65 | 1.64419137657567 | 0.00580862342432578 |
59 | 1.65 | 1.64671654562150 | 0.00328345437849558 |
60 | 1.65 | 1.64924171466733 | 0.000758285332665363 |