Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 1.39151998080862 + 0.0478035703125428x1[t] + 0.09846595983763x2[t] + 0.0184894550635091x3[t] + 0.00344250663472741x4[t] + 0.0762561542764317x5[t] + 7.5561481834617e-06t + 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) | 1.39151998080862 | 0.035335 | 39.3812 | 0 | 0 |
x1 | 0.0478035703125428 | 0.001804 | 26.4999 | 0 | 0 |
x2 | 0.09846595983763 | 0.001897 | 51.9142 | 0 | 0 |
x3 | 0.0184894550635091 | 0.002149 | 8.6037 | 0 | 0 |
x4 | 0.00344250663472741 | 0.000179 | 19.2291 | 0 | 0 |
x5 | 0.0762561542764317 | 0.069938 | 1.0903 | 0.279592 | 0.139796 |
t | 7.5561481834617e-06 | 7.2e-05 | 0.1056 | 0.916194 | 0.458097 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.999212635065156 |
R-squared | 0.998425890073853 |
Adjusted R-squared | 0.998280587619131 |
F-TEST (value) | 6871.36285473646 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 65 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.00321443391090483 |
Sum Squared Residuals | 0.000671618048892368 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1.43 | 1.43041817563778 | -0.00041817563777877 |
2 | 1.43 | 1.43042573178597 | -0.000425731785965638 |
3 | 1.43 | 1.43043328793415 | -0.000433287934149580 |
4 | 1.43 | 1.43044084408233 | -0.000440844082332907 |
5 | 1.43 | 1.43044840023052 | -0.000448400230516382 |
6 | 1.43 | 1.4304559563787 | -0.000455956378699815 |
7 | 1.43 | 1.43046351252688 | -0.000463512526883277 |
8 | 1.43 | 1.43047106867507 | -0.000471068675066738 |
9 | 1.43 | 1.42971606328049 | 0.000283936719514118 |
10 | 1.43 | 1.43048618097143 | -0.000486180971433661 |
11 | 1.43 | 1.43049373711962 | -0.000493737119617123 |
12 | 1.43 | 1.42973873172504 | 0.000261268274963733 |
13 | 1.43 | 1.43050884941598 | -0.000508849415984046 |
14 | 1.43 | 1.43051640556417 | -0.000516405564167508 |
15 | 1.43 | 1.43052396171235 | -0.000523961712350969 |
16 | 1.43 | 1.43053151786053 | -0.000531517860534431 |
17 | 1.43 | 1.43130163555148 | -0.00130163555148221 |
18 | 1.43 | 1.43130919169967 | -0.00130919169966567 |
19 | 1.44 | 1.43131674784785 | 0.00868325215215088 |
20 | 1.48 | 1.47989043585134 | 0.000109564148660195 |
21 | 1.48 | 1.47989799199952 | 0.000102008000476733 |
22 | 1.48 | 1.47914298660494 | 0.000857013395057588 |
23 | 1.48 | 1.47915054275313 | 0.000849457246874127 |
24 | 1.48 | 1.47915809890131 | 0.000841901098690665 |
25 | 1.48 | 1.47916565504949 | 0.000834344950507203 |
26 | 1.48 | 1.47917321119768 | 0.000826788802323742 |
27 | 1.48 | 1.47918076734586 | 0.00081923265414028 |
28 | 1.48 | 1.47918832349404 | 0.000811676505956818 |
29 | 1.48 | 1.47919587964223 | 0.000804120357773356 |
30 | 1.48 | 1.47920343579041 | 0.000796564209589895 |
31 | 1.48 | 1.47921099193859 | 0.000789008061406433 |
32 | 1.48 | 1.47998110962954 | 1.88903704586545e-05 |
33 | 1.48 | 1.47998866577772 | 1.13342222751928e-05 |
34 | 1.48 | 1.47999622192591 | 3.77807409173111e-06 |
35 | 1.48 | 1.48076633961686 | -0.000766339616856048 |
36 | 1.48 | 1.48077389576504 | -0.00077389576503951 |
37 | 1.48 | 1.48078145191322 | -0.000781451913222971 |
38 | 1.48 | 1.48078900806141 | -0.000789008061406433 |
39 | 1.48 | 1.48079656420959 | -0.000796564209589895 |
40 | 1.48 | 1.48080412035777 | -0.000804120357773356 |
41 | 1.48 | 1.48081167650596 | -0.000811676505956818 |
42 | 1.48 | 1.48081923265414 | -0.00081923265414028 |
43 | 1.48 | 1.48082678880232 | -0.000826788802323741 |
44 | 1.48 | 1.48083434495051 | -0.000834344950507203 |
45 | 1.48 | 1.48007933955593 | -7.93395559263474e-05 |
46 | 1.48 | 1.48008689570411 | -8.68957041098091e-05 |
47 | 1.48 | 1.48009445185229 | -9.44518522932708e-05 |
48 | 1.48 | 1.48010200800048 | -0.000102008000476732 |
49 | 1.48 | 1.48010956414866 | -0.000109564148660194 |
50 | 1.57 | 1.57934564167724 | -0.00934564167723776 |
51 | 1.58 | 1.58011575936819 | -0.000115759368185527 |
52 | 1.58 | 1.58012331551637 | -0.000123315516368989 |
53 | 1.58 | 1.58013087166455 | -0.000130871664552451 |
54 | 1.58 | 1.58013842781274 | -0.000138427812735912 |
55 | 1.59 | 1.58014598396092 | 0.00985401603908064 |
56 | 1.6 | 1.60208550180734 | -0.00208550180733934 |
57 | 1.6 | 1.60553556459025 | -0.00553556459025022 |
58 | 1.61 | 1.60898562737316 | 0.00101437262683892 |
59 | 1.61 | 1.61319825169884 | -0.00319825169883627 |
60 | 1.61 | 1.61664831448175 | -0.00664831448174715 |
61 | 1.62 | 1.62009837726466 | -9.83772646580127e-05 |
62 | 1.63 | 1.62354844004757 | 0.0064515599524309 |
63 | 1.63 | 1.62699850283048 | 0.00300149716952003 |
64 | 1.64 | 1.62968600407063 | 0.0103139959293735 |
65 | 1.64 | 1.6338986283963 | 0.00610137160369828 |
66 | 1.64 | 1.63658612963645 | 0.00341387036355172 |
67 | 1.64 | 1.64003619241936 | -3.61924193591546e-05 |
68 | 1.64 | 1.64424881674503 | -0.00424881674503435 |
69 | 1.65 | 1.64693631798518 | 0.00306368201481911 |
70 | 1.65 | 1.65038638076809 | -0.000386380768091772 |
71 | 1.65 | 1.65383644355100 | -0.00383644355100264 |
72 | 1.65 | 1.65728650633391 | -0.00728650633391352 |