Multiple Linear Regression - Estimated Regression Equation |
Brent[t] = + 11.0348138217140 + 5.49236972579178Aanslagen[t] + 2.54901862907124M1[t] + 2.69586780410164M2[t] + 3.45523558973322M3[t] + 4.24494190762077M4[t] + 4.18607679693687M5[t] + 3.69401601113987M6[t] + 6.16548943271195M7[t] + 6.70519575059948M8[t] + 4.01897628443263M9[t] + 2.56987307851065M10[t] + 0.392831493553957M11[t] + 0.607436539255319t + 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) | 11.0348138217140 | 2.952076 | 3.738 | 0.00039 | 0.000195 |
Aanslagen | 5.49236972579178 | 2.212294 | 2.4827 | 0.015591 | 0.007796 |
M1 | 2.54901862907124 | 3.571501 | 0.7137 | 0.477922 | 0.238961 |
M2 | 2.69586780410164 | 3.570263 | 0.7551 | 0.452881 | 0.226441 |
M3 | 3.45523558973322 | 3.579046 | 0.9654 | 0.337865 | 0.168933 |
M4 | 4.24494190762077 | 3.575925 | 1.1871 | 0.239448 | 0.119724 |
M5 | 4.18607679693687 | 3.573424 | 1.1714 | 0.245631 | 0.122815 |
M6 | 3.69401601113987 | 3.599403 | 1.0263 | 0.308504 | 0.154252 |
M7 | 6.16548943271195 | 3.570289 | 1.7269 | 0.088866 | 0.044433 |
M8 | 6.70519575059948 | 3.569657 | 1.8784 | 0.064746 | 0.032373 |
M9 | 4.01897628443263 | 3.705443 | 1.0846 | 0.282039 | 0.141019 |
M10 | 2.56987307851065 | 3.703941 | 0.6938 | 0.490229 | 0.245115 |
M11 | 0.392831493553957 | 3.717838 | 0.1057 | 0.916172 | 0.458086 |
t | 0.607436539255319 | 0.047189 | 12.8725 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.942101045896997 |
R-squared | 0.887554380680216 |
Adjusted R-squared | 0.865406001117228 |
F-TEST (value) | 40.0731068454060 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 66 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 6.41333060691364 |
Sum Squared Residuals | 2714.63342525597 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 25.62 | 14.1912689900407 | 11.4287310099593 |
2 | 27.5 | 14.9455547043264 | 12.5544452956736 |
3 | 24.5 | 16.3123590292132 | 8.18764097078677 |
4 | 25.66 | 17.7095018863561 | 7.95049811364394 |
5 | 28.31 | 18.2580733149275 | 10.0519266850725 |
6 | 27.85 | 23.8658187941776 | 3.98418120582239 |
7 | 24.61 | 21.4523590292132 | 3.15764097078678 |
8 | 25.68 | 22.5995018863561 | 3.08049811364392 |
9 | 25.62 | 26.0130886852363 | -0.393088685236307 |
10 | 20.54 | 25.1714220185696 | -4.63142201856963 |
11 | 18.8 | 18.1094472470765 | 0.690552752923494 |
12 | 18.71 | 18.3240522927779 | 0.385947707222133 |
13 | 19.46 | 21.4805074611044 | -2.02050746110443 |
14 | 20.12 | 22.2347931753901 | -2.11479317539011 |
15 | 23.54 | 23.6015975002770 | -0.0615975002770488 |
16 | 25.6 | 24.9987403574199 | 0.601259642580092 |
17 | 25.39 | 25.5473117859913 | -0.157311785991335 |
18 | 24.09 | 25.6626875394497 | -1.57268753944966 |
19 | 25.69 | 28.7415975002770 | -3.05159750027704 |
20 | 26.56 | 29.8887403574199 | -3.32874035741991 |
21 | 28.33 | 27.8099574305084 | 0.520042569491622 |
22 | 27.5 | 26.9682907638417 | 0.53170923615829 |
23 | 24.23 | 25.3986857181403 | -1.16868571814034 |
24 | 28.23 | 25.6132907638417 | 2.6167092361583 |
25 | 31.29 | 28.7697459321683 | 2.52025406783174 |
26 | 32.72 | 29.524031646454 | 3.19596835354601 |
27 | 30.46 | 30.8908359713409 | -0.430835971340876 |
28 | 24.89 | 32.2879788284837 | -7.39797882848374 |
29 | 25.68 | 32.8365502570552 | -7.15655025705516 |
30 | 27.52 | 32.9519260105135 | -5.43192601051348 |
31 | 28.4 | 36.0308359713409 | -7.63083597134088 |
32 | 29.71 | 37.1779788284837 | -7.46797882848373 |
33 | 26.85 | 35.0991959015722 | -8.2491959015722 |
34 | 29.62 | 34.2575292349055 | -4.63752923490554 |
35 | 28.69 | 32.6879241892042 | -3.99792418920416 |
36 | 29.76 | 32.9025292349055 | -3.14252923490553 |
37 | 31.3 | 36.0589844032321 | -4.75898440323209 |
38 | 30.86 | 36.8132701175178 | -5.95327011751782 |
39 | 33.46 | 43.6724441681965 | -10.2124441681965 |
40 | 33.15 | 45.0695870253393 | -11.9195870253393 |
41 | 37.99 | 45.6181584539108 | -7.62815845391076 |
42 | 35.24 | 45.7335342073691 | -10.4935342073691 |
43 | 38.24 | 48.8124441681965 | -10.5724441681965 |
44 | 43.16 | 49.9595870253393 | -6.79958702533933 |
45 | 43.33 | 42.388434372636 | 0.941565627363964 |
46 | 49.67 | 41.5467677059694 | 8.12323229403063 |
47 | 43.17 | 39.977162660268 | 3.19283733973200 |
48 | 39.56 | 45.6841374317611 | -6.12413743176112 |
49 | 44.36 | 48.8405926000877 | -4.48059260008768 |
50 | 45.22 | 49.5948783143734 | -4.37487831437341 |
51 | 53.1 | 50.9616826392603 | 2.13831736073971 |
52 | 52.1 | 52.3588254964032 | -0.258825496403159 |
53 | 48.52 | 52.9073969249746 | -4.38739692497458 |
54 | 54.84 | 53.0227726784329 | 1.8172273215671 |
55 | 57.57 | 56.1016826392603 | 1.4683173607397 |
56 | 64.14 | 57.2488254964032 | 6.89117450359684 |
57 | 62.85 | 55.1700425694916 | 7.67995743050838 |
58 | 58.75 | 54.328375902825 | 4.42162409717504 |
59 | 55.33 | 52.7587708571236 | 2.57122914287641 |
60 | 57.03 | 52.9733759028249 | 4.05662409717505 |
61 | 63.18 | 56.1298310711515 | 7.05016892884849 |
62 | 60.19 | 56.8841167854372 | 3.30588321456276 |
63 | 62.12 | 58.2509211103241 | 3.86907888967587 |
64 | 70.12 | 59.648063967467 | 10.4719360325330 |
65 | 69.75 | 60.1966353960384 | 9.55336460396159 |
66 | 68.56 | 60.3120111494967 | 8.24798885050328 |
67 | 73.77 | 63.3909211103241 | 10.3790788896759 |
68 | 73.23 | 64.538063967467 | 8.69193603253302 |
69 | 61.96 | 62.4592810405555 | -0.499281040555453 |
70 | 57.81 | 61.6176143738888 | -3.80761437388879 |
71 | 58.76 | 60.0480093281874 | -1.28800932818742 |
72 | 62.47 | 60.2626143738888 | 2.20738562611122 |
73 | 53.68 | 63.4190695422153 | -9.73906954221534 |
74 | 57.56 | 64.1733552565011 | -6.61335525650106 |
75 | 62.05 | 65.540159581388 | -3.49015958138796 |
76 | 67.49 | 66.9373024385308 | 0.55269756146918 |
77 | 67.21 | 67.4858738671022 | -0.275873867102245 |
78 | 71.05 | 67.6012496205606 | 3.44875037943943 |
79 | 76.93 | 70.680159581388 | 6.24984041861205 |
80 | 70.76 | 71.8273024385308 | -1.06730243853081 |