Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 1.01583420916727 + 0.074205333797495x1[t] + 0.782453795876532x2[t] + 0.00164324049146559t + 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) | 1.01583420916727 | 0.19569 | 5.191 | 2e-06 | 1e-06 |
x1 | 0.074205333797495 | 0.008458 | 8.7732 | 0 | 0 |
x2 | 0.782453795876532 | 0.387913 | 2.0171 | 0.047637 | 0.023818 |
t | 0.00164324049146559 | 0.000339 | 4.8501 | 8e-06 | 4e-06 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.966096496623152 |
R-squared | 0.933342440787529 |
Adjusted R-squared | 0.93040166611639 |
F-TEST (value) | 317.379787695945 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 68 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.0204509693490157 |
Sum Squared Residuals | 0.0284404660173777 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1.43 | 1.41652888555577 | 0.0134711144442342 |
2 | 1.43 | 1.41817212604723 | 0.0118278739527655 |
3 | 1.43 | 1.4198153665387 | 0.0101846334613000 |
4 | 1.43 | 1.42145860703017 | 0.00854139296983443 |
5 | 1.43 | 1.42310184752163 | 0.00689815247836882 |
6 | 1.43 | 1.42474508801310 | 0.00525491198690322 |
7 | 1.43 | 1.42638832850456 | 0.00361167149543763 |
8 | 1.43 | 1.42803156899603 | 0.00196843100397204 |
9 | 1.43 | 1.42185027152873 | 0.00814972847127176 |
10 | 1.43 | 1.43131804997896 | -0.00131804997895915 |
11 | 1.43 | 1.43296129047042 | -0.00296129047042474 |
12 | 1.43 | 1.42677999300312 | 0.00322000699687498 |
13 | 1.43 | 1.43624777145336 | -0.00624777145335593 |
14 | 1.43 | 1.43789101194482 | -0.00789101194482152 |
15 | 1.43 | 1.43953425243629 | -0.00953425243628712 |
16 | 1.43 | 1.44117749292775 | -0.0111774929277527 |
17 | 1.43 | 1.45064527137798 | -0.0206452713779836 |
18 | 1.43 | 1.45228851186945 | -0.0222885118694492 |
19 | 1.44 | 1.45393175236091 | -0.0139317523609148 |
20 | 1.48 | 1.46339953081115 | 0.0166004691888543 |
21 | 1.48 | 1.46504277130261 | 0.0149572286973887 |
22 | 1.48 | 1.45886147383531 | 0.0211385261646885 |
23 | 1.48 | 1.46050471432678 | 0.0194952856732229 |
24 | 1.48 | 1.46214795481824 | 0.0178520451817573 |
25 | 1.48 | 1.46379119530971 | 0.0162088046902917 |
26 | 1.48 | 1.46543443580117 | 0.0145655641988261 |
27 | 1.48 | 1.46707767629264 | 0.0129223237073605 |
28 | 1.48 | 1.46872091678411 | 0.0112790832158949 |
29 | 1.48 | 1.47036415727557 | 0.00963584272442931 |
30 | 1.48 | 1.47200739776704 | 0.00799260223296372 |
31 | 1.48 | 1.47365063825850 | 0.00634936174149813 |
32 | 1.48 | 1.48311841670873 | -0.00311841670873279 |
33 | 1.48 | 1.48476165720020 | -0.00476165720019838 |
34 | 1.48 | 1.48640489769166 | -0.00640489769166398 |
35 | 1.48 | 1.49587267614189 | -0.0158726761418949 |
36 | 1.48 | 1.49751591663336 | -0.0175159166333605 |
37 | 1.48 | 1.49915915712483 | -0.0191591571248261 |
38 | 1.48 | 1.50080239761629 | -0.0208023976162917 |
39 | 1.48 | 1.50244563810776 | -0.0224456381077573 |
40 | 1.48 | 1.50408887859922 | -0.0240888785992229 |
41 | 1.48 | 1.50573211909069 | -0.0257321190906884 |
42 | 1.48 | 1.50737535958215 | -0.0273753595821540 |
43 | 1.48 | 1.50901860007362 | -0.0290186000736196 |
44 | 1.48 | 1.51066184056509 | -0.0306618405650852 |
45 | 1.48 | 1.50448054309779 | -0.0244805430977855 |
46 | 1.48 | 1.50612378358925 | -0.0261237835892511 |
47 | 1.48 | 1.50776702408072 | -0.0277670240807167 |
48 | 1.48 | 1.50941026457218 | -0.0294102645721823 |
49 | 1.48 | 1.51105350506365 | -0.0310535050636479 |
50 | 1.57 | 1.52052128351388 | 0.0494787164861213 |
51 | 1.58 | 1.52998906196411 | 0.0500109380358904 |
52 | 1.58 | 1.53163230245558 | 0.0483676975444248 |
53 | 1.58 | 1.53327554294704 | 0.0467244570529592 |
54 | 1.58 | 1.53491878343851 | 0.0450812165614936 |
55 | 1.59 | 1.61076735772747 | -0.0207673577274670 |
56 | 1.6 | 1.61241059821893 | -0.0124105982189325 |
57 | 1.6 | 1.61405383871040 | -0.0140538387103981 |
58 | 1.61 | 1.61569707920186 | -0.00569707920186373 |
59 | 1.61 | 1.62516485765209 | -0.0151648576520946 |
60 | 1.61 | 1.62680809814356 | -0.0168080981435602 |
61 | 1.62 | 1.62845133863503 | -0.00845133863502581 |
62 | 1.63 | 1.63009457912649 | -9.45791264916076e-05 |
63 | 1.63 | 1.63173781961796 | -0.0017378196179572 |
64 | 1.64 | 1.62555652215066 | 0.0144434778493425 |
65 | 1.64 | 1.63502430060089 | 0.00497569939911162 |
66 | 1.64 | 1.62884300313359 | 0.0111569968664113 |
67 | 1.64 | 1.63048624362505 | 0.00951375637494576 |
68 | 1.64 | 1.63995402207529 | 4.59779247148431e-05 |
69 | 1.65 | 1.63377272460799 | 0.0162272753920146 |
70 | 1.65 | 1.63541596509945 | 0.0145840349005490 |
71 | 1.65 | 1.63705920559092 | 0.0129407944090834 |
72 | 1.65 | 1.63870244608238 | 0.0112975539176178 |