Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 1.46888888888889 + 0.158333333333333x[t] -0.00861111111111043M1[t] + 0.00805555555555551M2[t] + 0.0097222222222221M3[t] + 0.0113888888888888M4[t] + 0.0113888888888888M5[t] + 0.0113888888888888M6[t] -0.0116666666666667M7[t] -0.00333333333333335M8[t] -0.00166666666666669M9[t] -2.52973055153961e-17M10[t] -2.80432058430936e-17M11[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) | 1.46888888888889 | 0.016659 | 88.1755 | 0 | 0 |
x | 0.158333333333333 | 0.011038 | 14.3445 | 0 | 0 |
M1 | -0.00861111111111043 | 0.023051 | -0.3736 | 0.710061 | 0.355031 |
M2 | 0.00805555555555551 | 0.023051 | 0.3495 | 0.72798 | 0.36399 |
M3 | 0.0097222222222221 | 0.023051 | 0.4218 | 0.674722 | 0.337361 |
M4 | 0.0113888888888888 | 0.023051 | 0.4941 | 0.623084 | 0.311542 |
M5 | 0.0113888888888888 | 0.023051 | 0.4941 | 0.623084 | 0.311542 |
M6 | 0.0113888888888888 | 0.023051 | 0.4941 | 0.623084 | 0.311542 |
M7 | -0.0116666666666667 | 0.022977 | -0.5078 | 0.613521 | 0.306761 |
M8 | -0.00333333333333335 | 0.022977 | -0.1451 | 0.885149 | 0.442574 |
M9 | -0.00166666666666669 | 0.022977 | -0.0725 | 0.942421 | 0.47121 |
M10 | -2.52973055153961e-17 | 0.022977 | 0 | 1 | 0.5 |
M11 | -2.80432058430936e-17 | 0.022977 | 0 | 1 | 0.5 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.883732063449448 |
R-squared | 0.78098235996862 |
Adjusted R-squared | 0.736436399284271 |
F-TEST (value) | 17.5320578559892 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 59 |
p-value | 3.21964677141295e-15 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.0397976283728749 |
Sum Squared Residuals | 0.0934472222222221 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1.43 | 1.46027777777777 | -0.0302777777777746 |
2 | 1.43 | 1.47694444444444 | -0.0469444444444444 |
3 | 1.43 | 1.47861111111111 | -0.0486111111111113 |
4 | 1.43 | 1.48027777777778 | -0.0502777777777778 |
5 | 1.43 | 1.48027777777778 | -0.0502777777777778 |
6 | 1.43 | 1.48027777777778 | -0.0502777777777779 |
7 | 1.43 | 1.45722222222222 | -0.0272222222222222 |
8 | 1.43 | 1.46555555555556 | -0.0355555555555556 |
9 | 1.43 | 1.46722222222222 | -0.0372222222222223 |
10 | 1.43 | 1.46888888888889 | -0.038888888888889 |
11 | 1.43 | 1.46888888888889 | -0.0388888888888889 |
12 | 1.43 | 1.46888888888889 | -0.038888888888889 |
13 | 1.43 | 1.46027777777778 | -0.0302777777777785 |
14 | 1.43 | 1.47694444444444 | -0.0469444444444445 |
15 | 1.43 | 1.47861111111111 | -0.0486111111111111 |
16 | 1.43 | 1.48027777777778 | -0.0502777777777778 |
17 | 1.43 | 1.48027777777778 | -0.0502777777777778 |
18 | 1.43 | 1.48027777777778 | -0.0502777777777778 |
19 | 1.44 | 1.45722222222222 | -0.0172222222222223 |
20 | 1.48 | 1.46555555555556 | 0.0144444444444444 |
21 | 1.48 | 1.46722222222222 | 0.0127777777777778 |
22 | 1.48 | 1.46888888888889 | 0.0111111111111111 |
23 | 1.48 | 1.46888888888889 | 0.0111111111111111 |
24 | 1.48 | 1.46888888888889 | 0.0111111111111111 |
25 | 1.48 | 1.46027777777778 | 0.0197222222222216 |
26 | 1.48 | 1.47694444444444 | 0.00305555555555556 |
27 | 1.48 | 1.47861111111111 | 0.00138888888888893 |
28 | 1.48 | 1.48027777777778 | -0.000277777777777761 |
29 | 1.48 | 1.48027777777778 | -0.000277777777777793 |
30 | 1.48 | 1.48027777777778 | -0.000277777777777779 |
31 | 1.48 | 1.45722222222222 | 0.0227777777777778 |
32 | 1.48 | 1.46555555555556 | 0.0144444444444444 |
33 | 1.48 | 1.46722222222222 | 0.0127777777777778 |
34 | 1.48 | 1.46888888888889 | 0.0111111111111111 |
35 | 1.48 | 1.46888888888889 | 0.0111111111111111 |
36 | 1.48 | 1.46888888888889 | 0.0111111111111111 |
37 | 1.48 | 1.46027777777778 | 0.0197222222222216 |
38 | 1.48 | 1.47694444444444 | 0.00305555555555556 |
39 | 1.48 | 1.47861111111111 | 0.00138888888888893 |
40 | 1.48 | 1.48027777777778 | -0.000277777777777761 |
41 | 1.48 | 1.48027777777778 | -0.000277777777777793 |
42 | 1.48 | 1.48027777777778 | -0.000277777777777779 |
43 | 1.48 | 1.45722222222222 | 0.0227777777777778 |
44 | 1.48 | 1.46555555555556 | 0.0144444444444444 |
45 | 1.48 | 1.46722222222222 | 0.0127777777777778 |
46 | 1.48 | 1.46888888888889 | 0.0111111111111111 |
47 | 1.48 | 1.46888888888889 | 0.0111111111111111 |
48 | 1.48 | 1.46888888888889 | 0.0111111111111111 |
49 | 1.48 | 1.46027777777778 | 0.0197222222222216 |
50 | 1.57 | 1.47694444444444 | 0.0930555555555557 |
51 | 1.58 | 1.47861111111111 | 0.101388888888889 |
52 | 1.58 | 1.48027777777778 | 0.0997222222222223 |
53 | 1.58 | 1.48027777777778 | 0.0997222222222223 |
54 | 1.58 | 1.48027777777778 | 0.0997222222222223 |
55 | 1.59 | 1.61555555555556 | -0.0255555555555554 |
56 | 1.6 | 1.62388888888889 | -0.0238888888888888 |
57 | 1.6 | 1.62555555555556 | -0.0255555555555554 |
58 | 1.61 | 1.62722222222222 | -0.0172222222222221 |
59 | 1.61 | 1.62722222222222 | -0.0172222222222221 |
60 | 1.61 | 1.62722222222222 | -0.0172222222222221 |
61 | 1.62 | 1.61861111111111 | 0.00138888888888840 |
62 | 1.63 | 1.63527777777778 | -0.00527777777777781 |
63 | 1.63 | 1.63694444444444 | -0.00694444444444445 |
64 | 1.64 | 1.63861111111111 | 0.00138888888888887 |
65 | 1.64 | 1.63861111111111 | 0.00138888888888884 |
66 | 1.64 | 1.63861111111111 | 0.00138888888888886 |
67 | 1.64 | 1.61555555555556 | 0.0244444444444444 |
68 | 1.64 | 1.62388888888889 | 0.0161111111111111 |
69 | 1.65 | 1.62555555555556 | 0.0244444444444444 |
70 | 1.65 | 1.62722222222222 | 0.0227777777777777 |
71 | 1.65 | 1.62722222222222 | 0.0227777777777778 |
72 | 1.65 | 1.62722222222222 | 0.0227777777777777 |