Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 1.42963950936763 + 0.0473010084770145x1[t] + 0.105831056480158x2[t] + 0.00432571797088324x3[t] + 8.86806421841445e-05t + 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) | 1.42963950936763 | 0.001416 | 1009.9787 | 0 | 0 |
x1 | 0.0473010084770145 | 0.002603 | 18.173 | 0 | 0 |
x2 | 0.105831056480158 | 0.002441 | 43.3498 | 0 | 0 |
x3 | 0.00432571797088324 | 2e-04 | 21.6267 | 0 | 0 |
t | 8.86806421841445e-05 | 9e-05 | 0.9905 | 0.325473 | 0.162737 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.998204997317775 |
R-squared | 0.99641321667018 |
Adjusted R-squared | 0.99619908035198 |
F-TEST (value) | 4653.17245133354 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 67 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.00477923978490238 |
Sum Squared Residuals | 0.00153035590574678 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1.43 | 1.42972819000981 | 0.000271809990187088 |
2 | 1.43 | 1.429816870652 | 0.000183129347999602 |
3 | 1.43 | 1.42990555129418 | 9.44487058149864e-05 |
4 | 1.43 | 1.42999423193637 | 5.76806363091203e-06 |
5 | 1.43 | 1.43008291257855 | -8.29125785531653e-05 |
6 | 1.43 | 1.43017159322074 | -0.000171593220737307 |
7 | 1.43 | 1.43026027386292 | -0.000260273862921451 |
8 | 1.43 | 1.43034895450511 | -0.000348954505105596 |
9 | 1.43 | 1.43043763514729 | -0.00043763514728974 |
10 | 1.43 | 1.43052631578947 | -0.000526315789473884 |
11 | 1.43 | 1.43061499643166 | -0.000614996431658029 |
12 | 1.43 | 1.43070367707384 | -0.000703677073842173 |
13 | 1.43 | 1.43079235771603 | -0.000792357716026317 |
14 | 1.43 | 1.43088103835821 | -0.000881038358210462 |
15 | 1.43 | 1.43096971900039 | -0.000969719000394606 |
16 | 1.43 | 1.43105839964258 | -0.00105839964257875 |
17 | 1.43 | 1.43114708028476 | -0.00114708028476290 |
18 | 1.43 | 1.43123576092695 | -0.00123576092694704 |
19 | 1.44 | 1.43132444156913 | 0.00867555843086882 |
20 | 1.48 | 1.47871413068833 | 0.00128586931167009 |
21 | 1.48 | 1.47880281133051 | 0.00119718866948595 |
22 | 1.48 | 1.47889149197270 | 0.00110850802730180 |
23 | 1.48 | 1.47898017261488 | 0.00101982738511766 |
24 | 1.48 | 1.47906885325707 | 0.000931146742933516 |
25 | 1.48 | 1.47915753389925 | 0.000842466100749372 |
26 | 1.48 | 1.47924621454143 | 0.000753785458565227 |
27 | 1.48 | 1.47933489518362 | 0.000665104816381083 |
28 | 1.48 | 1.47942357582580 | 0.000576424174196938 |
29 | 1.48 | 1.47951225646799 | 0.000487743532012794 |
30 | 1.48 | 1.47960093711017 | 0.00039906288982865 |
31 | 1.48 | 1.47968961775236 | 0.000310382247644505 |
32 | 1.48 | 1.47977829839454 | 0.000221701605460361 |
33 | 1.48 | 1.47986697903672 | 0.000133020963276216 |
34 | 1.48 | 1.47995565967891 | 4.43403210920719e-05 |
35 | 1.48 | 1.48004434032109 | -4.43403210920725e-05 |
36 | 1.48 | 1.48013302096328 | -0.000133020963276217 |
37 | 1.48 | 1.48022170160546 | -0.000221701605460361 |
38 | 1.48 | 1.48031038224764 | -0.000310382247644506 |
39 | 1.48 | 1.48039906288983 | -0.00039906288982865 |
40 | 1.48 | 1.48048774353201 | -0.000487743532012795 |
41 | 1.48 | 1.48057642417420 | -0.000576424174196939 |
42 | 1.48 | 1.48066510481638 | -0.000665104816381083 |
43 | 1.48 | 1.48075378545857 | -0.000753785458565228 |
44 | 1.48 | 1.48084246610075 | -0.000842466100749372 |
45 | 1.48 | 1.48093114674293 | -0.000931146742933517 |
46 | 1.48 | 1.48101982738512 | -0.00101982738511766 |
47 | 1.48 | 1.48110850802730 | -0.00110850802730181 |
48 | 1.48 | 1.48119718866949 | -0.00119718866948595 |
49 | 1.48 | 1.48128586931167 | -0.00128586931167009 |
50 | 1.57 | 1.58720560643401 | -0.0172056064340119 |
51 | 1.58 | 1.58729428707620 | -0.00729428707619602 |
52 | 1.58 | 1.58738296771838 | -0.00738296771838017 |
53 | 1.58 | 1.58747164836056 | -0.00747164836056431 |
54 | 1.58 | 1.58756032900275 | -0.00756032900274846 |
55 | 1.59 | 1.58764900964493 | 0.00235099035506741 |
56 | 1.6 | 1.592063408258 | 0.00793659174200002 |
57 | 1.6 | 1.59647780687107 | 0.00352219312893263 |
58 | 1.61 | 1.60089220548413 | 0.00910779451586525 |
59 | 1.61 | 1.60530660409720 | 0.00469339590279786 |
60 | 1.61 | 1.60972100271027 | 0.000278997289730475 |
61 | 1.62 | 1.61413540132334 | 0.0058645986766631 |
62 | 1.63 | 1.61854979993640 | 0.0114502000635955 |
63 | 1.63 | 1.62296419854947 | 0.0070358014505281 |
64 | 1.64 | 1.62737859716254 | 0.0126214028374607 |
65 | 1.64 | 1.63179299577561 | 0.00820700422439333 |
66 | 1.64 | 1.63620739438867 | 0.00379260561132594 |
67 | 1.64 | 1.64062179300174 | -0.000621793001741452 |
68 | 1.64 | 1.64503619161481 | -0.00503619161480884 |
69 | 1.65 | 1.64945059022788 | 0.000549409772123777 |
70 | 1.65 | 1.65386498884094 | -0.00386498884094361 |
71 | 1.65 | 1.65827938745401 | -0.00827938745401099 |
72 | 1.65 | 1.66269378606708 | -0.0126937860670784 |