Multiple Linear Regression - Estimated Regression Equation |
olie[t] = + 228.284544908443 + 0.733864986672665wagens[t] -1.77035047399589electrici[t] -0.405227125252465vervoesm[t] -12.9153073390046M1[t] + 6.44696189065542M2[t] + 30.7564967394615M3[t] + 37.1491621565794M4[t] + 58.0929382664058M5[t] + 77.0358378597182M6[t] -0.351737687677874M7[t] + 2.04439297403099M8[t] + 6.98015692645306M9[t] -3.92591598571114M10[t] + 2.98112666239964M11[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) | 228.284544908443 | 65.886436 | 3.4648 | 0.001015 | 0.000507 |
wagens | 0.733864986672665 | 0.230682 | 3.1813 | 0.002373 | 0.001187 |
electrici | -1.77035047399589 | 0.623493 | -2.8394 | 0.006254 | 0.003127 |
vervoesm | -0.405227125252465 | 0.27606 | -1.4679 | 0.14763 | 0.073815 |
M1 | -12.9153073390046 | 16.514008 | -0.7821 | 0.437403 | 0.218702 |
M2 | 6.44696189065542 | 19.0784 | 0.3379 | 0.736665 | 0.368333 |
M3 | 30.7564967394615 | 15.808927 | 1.9455 | 0.056651 | 0.028325 |
M4 | 37.1491621565794 | 16.997423 | 2.1856 | 0.03297 | 0.016485 |
M5 | 58.0929382664058 | 21.502083 | 2.7017 | 0.00907 | 0.004535 |
M6 | 77.0358378597182 | 27.609449 | 2.7902 | 0.007152 | 0.003576 |
M7 | -0.351737687677874 | 20.066747 | -0.0175 | 0.986076 | 0.493038 |
M8 | 2.04439297403099 | 16.138309 | 0.1267 | 0.89964 | 0.44982 |
M9 | 6.98015692645306 | 17.007198 | 0.4104 | 0.683034 | 0.341517 |
M10 | -3.92591598571114 | 14.953701 | -0.2625 | 0.793853 | 0.396927 |
M11 | 2.98112666239964 | 14.106203 | 0.2113 | 0.83338 | 0.41669 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.49018821485491 |
R-squared | 0.240284485982644 |
Adjusted R-squared | 0.0536876930660999 |
F-TEST (value) | 1.28772034195739 |
F-TEST (DF numerator) | 14 |
F-TEST (DF denominator) | 57 |
p-value | 0.243593442519630 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 23.9079643232651 |
Sum Squared Residuals | 32580.6732107033 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 85.6 | 97.053234601803 | -11.4532346018030 |
2 | 89 | 101.825352711221 | -12.8253527112210 |
3 | 97.5 | 99.0265864072316 | -1.52658640723161 |
4 | 104 | 104.163531770989 | -0.163531770988733 |
5 | 99.4 | 103.941477064595 | -4.54147706459462 |
6 | 103.2 | 91.8791419930658 | 11.3208580069342 |
7 | 103 | 55.5773077605794 | 47.4226922394206 |
8 | 91.2 | 78.048031254298 | 13.1519687457019 |
9 | 85.9 | 80.7361378753838 | 5.16386212461621 |
10 | 80.7 | 78.5470110977358 | 2.15298890226422 |
11 | 86.7 | 82.6721936873804 | 4.0278063126196 |
12 | 80.7 | 94.765620843327 | -14.065620843327 |
13 | 81.5 | 98.4228556795931 | -16.9228556795931 |
14 | 83.4 | 84.8253559751328 | -1.42535597513277 |
15 | 83.5 | 103.589822847436 | -20.0898228474358 |
16 | 89.5 | 92.2060317780885 | -2.70603177808851 |
17 | 85.8 | 97.792016456494 | -11.9920164564940 |
18 | 77.4 | 96.4191506638695 | -19.0191506638695 |
19 | 67.5 | 66.9515508731083 | 0.548449126891701 |
20 | 63.7 | 81.6581486073098 | -17.9581486073098 |
21 | 59.4 | 80.7766385377136 | -21.3766385377136 |
22 | 62 | 84.0115767481545 | -22.0115767481545 |
23 | 62.4 | 79.7562860549135 | -17.3562860549135 |
24 | 58.1 | 86.8041738056603 | -28.7041738056603 |
25 | 58 | 79.8997647136228 | -21.8997647136228 |
26 | 56.3 | 83.9131527904158 | -27.6131527904158 |
27 | 61.4 | 87.3653486319555 | -25.9653486319555 |
28 | 59.8 | 86.6412826708383 | -26.8412826708383 |
29 | 54.3 | 93.814562706485 | -39.5145627064849 |
30 | 47 | 73.8893447231501 | -26.8893447231501 |
31 | 50.5 | 98.3059919547432 | -47.8059919547432 |
32 | 48.1 | 77.0971992836748 | -28.9971992836748 |
33 | 58.8 | 84.0554034121029 | -25.2554034121029 |
34 | 70.4 | 78.6459797247559 | -8.2459797247559 |
35 | 71.9 | 90.7079973402493 | -18.8079973402493 |
36 | 73.3 | 98.7549772653536 | -25.4549772653536 |
37 | 83.5 | 86.2973335795595 | -2.79733357955948 |
38 | 90.1 | 87.8725422558278 | 2.22745774417217 |
39 | 101.3 | 101.788282880506 | -0.488282880505797 |
40 | 98.3 | 86.8538781900441 | 11.4461218099558 |
41 | 106.7 | 87.5857371122315 | 19.1142628877686 |
42 | 109.9 | 84.844059126894 | 25.0559408731060 |
43 | 111.1 | 110.276113097895 | 0.823886902104746 |
44 | 119 | 107.544152518826 | 11.4558474811741 |
45 | 120.7 | 106.200103759062 | 14.4998962409384 |
46 | 104.5 | 97.803784380265 | 6.69621561973505 |
47 | 121.6 | 120.508951778637 | 1.09104822136278 |
48 | 129.6 | 107.280764814862 | 22.3192351851376 |
49 | 124.5 | 86.5823568229993 | 37.9176431770007 |
50 | 130.1 | 101.762372690648 | 28.3376273093522 |
51 | 142.3 | 106.423539985945 | 35.8764600140546 |
52 | 140 | 108.518757158581 | 31.4812428414193 |
53 | 143.3 | 95.1099668333993 | 48.1900331666007 |
54 | 113.4 | 89.6817301453944 | 23.7182698546056 |
55 | 113.8 | 102.773502082313 | 11.0264979176870 |
56 | 120.7 | 79.8197336954859 | 40.8802663045141 |
57 | 112.9 | 80.497844819753 | 32.4021551802469 |
58 | 115.5 | 90.1662567188728 | 25.3337432811272 |
59 | 121.9 | 112.326853503539 | 9.57314649646145 |
60 | 119.3 | 101.719839516603 | 17.5801604833967 |
61 | 111 | 95.8444546024223 | 15.1555453975777 |
62 | 114.2 | 102.901223576755 | 11.2987764232452 |
63 | 113.5 | 101.306419246926 | 12.1935807530741 |
64 | 94 | 107.216518431460 | -13.2165184314597 |
65 | 83.2 | 94.4562398267957 | -11.2562398267957 |
66 | 82.8 | 96.9865733476263 | -14.1865733476263 |
67 | 85.8 | 97.8155342313608 | -12.0155342313608 |
68 | 88.7 | 107.232734640406 | -18.5327346404055 |
69 | 105.3 | 110.733871595985 | -5.43387159598508 |
70 | 113.1 | 117.025391330216 | -3.92539133021603 |
71 | 113.8 | 92.327717635281 | 21.4722823647189 |
72 | 109.4 | 81.0746237541934 | 28.3253762458067 |