Multiple Linear Regression - Estimated Regression Equation |
x[t] = + 92.4459770114943 + 1.18539956212370M1[t] + 1.83451012588942M2[t] + 13.2836206896552M3[t] + 4.76130268199233M4[t] + 4.92469896004379M5[t] + 12.7738095238095M6[t] -11.9913656267105M7[t] -1.59939792008757M8[t] + 12.8639983579639M9[t] + 13.727969348659M10[t] + 7.2389846743295M11[t] + 0.122318007662835t + 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) | 92.4459770114943 | 1.557391 | 59.3595 | 0 | 0 |
M1 | 1.18539956212370 | 1.906635 | 0.6217 | 0.536203 | 0.268101 |
M2 | 1.83451012588942 | 1.906004 | 0.9625 | 0.339214 | 0.169607 |
M3 | 13.2836206896552 | 1.905513 | 6.9712 | 0 | 0 |
M4 | 4.76130268199233 | 1.905162 | 2.4992 | 0.014869 | 0.007434 |
M5 | 4.92469896004379 | 1.904952 | 2.5852 | 0.011881 | 0.00594 |
M6 | 12.7738095238095 | 1.904882 | 6.7058 | 0 | 0 |
M7 | -11.9913656267105 | 1.904952 | -6.2948 | 0 | 0 |
M8 | -1.59939792008757 | 1.905162 | -0.8395 | 0.404126 | 0.202063 |
M9 | 12.8639983579639 | 1.905513 | 6.7509 | 0 | 0 |
M10 | 13.727969348659 | 1.97706 | 6.9436 | 0 | 0 |
M11 | 7.2389846743295 | 1.976857 | 3.6619 | 0.000491 | 0.000245 |
t | 0.122318007662835 | 0.016351 | 7.4807 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.929975605243166 |
R-squared | 0.864854626347393 |
Adjusted R-squared | 0.84100544276164 |
F-TEST (value) | 36.2634898271318 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 68 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.42389921296394 |
Sum Squared Residuals | 797.169835796388 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 98.8 | 93.7536945812808 | 5.04630541871923 |
2 | 100.5 | 94.5251231527094 | 5.97487684729063 |
3 | 110.4 | 106.096551724138 | 4.30344827586209 |
4 | 96.4 | 97.6965517241379 | -1.29655172413792 |
5 | 101.9 | 97.9822660098522 | 3.9177339901478 |
6 | 106.2 | 105.953694581281 | 0.246305418719199 |
7 | 81 | 81.3108374384236 | -0.310837438423637 |
8 | 94.7 | 91.8251231527094 | 2.87487684729065 |
9 | 101 | 106.410837438424 | -5.41083743842365 |
10 | 109.4 | 107.397126436782 | 2.00287356321839 |
11 | 102.3 | 101.030459770115 | 1.26954022988505 |
12 | 90.7 | 93.9137931034483 | -3.21379310344828 |
13 | 96.2 | 95.2215106732348 | 0.978489326765192 |
14 | 96.1 | 95.9929392446634 | 0.107060755336614 |
15 | 106 | 107.564367816092 | -1.56436781609196 |
16 | 103.1 | 99.164367816092 | 3.93563218390804 |
17 | 102 | 99.4500821018062 | 2.54991789819376 |
18 | 104.7 | 107.421510673235 | -2.72151067323481 |
19 | 86 | 82.7786535303777 | 3.22134646962232 |
20 | 92.1 | 93.2929392446634 | -1.19293924466340 |
21 | 106.9 | 107.878653530378 | -0.978653530377664 |
22 | 112.6 | 108.864942528736 | 3.73505747126436 |
23 | 101.7 | 102.498275862069 | -0.798275862068966 |
24 | 92 | 95.3816091954023 | -3.38160919540231 |
25 | 97.4 | 96.6893267651888 | 0.710673234811167 |
26 | 97 | 97.4607553366174 | -0.460755336617403 |
27 | 105.4 | 109.032183908046 | -3.63218390804598 |
28 | 102.7 | 100.632183908046 | 2.06781609195402 |
29 | 98.1 | 100.917898193760 | -2.81789819376027 |
30 | 104.5 | 108.889326765189 | -4.38932676518884 |
31 | 87.4 | 84.2464696223317 | 3.15353037766830 |
32 | 89.9 | 94.7607553366174 | -4.8607553366174 |
33 | 109.8 | 109.346469622332 | 0.453530377668305 |
34 | 111.7 | 110.332758620690 | 1.36724137931035 |
35 | 98.6 | 103.966091954023 | -5.366091954023 |
36 | 96.9 | 96.8494252873563 | 0.0505747126436779 |
37 | 95.1 | 98.1571428571429 | -3.05714285714287 |
38 | 97 | 98.9285714285714 | -1.92857142857143 |
39 | 112.7 | 110.5 | 2.20000000000000 |
40 | 102.9 | 102.1 | 0.800000000000003 |
41 | 97.4 | 102.385714285714 | -4.98571428571428 |
42 | 111.4 | 110.357142857143 | 1.04285714285715 |
43 | 87.4 | 85.7142857142857 | 1.68571428571428 |
44 | 96.8 | 96.2285714285714 | 0.571428571428565 |
45 | 114.1 | 110.814285714286 | 3.28571428571428 |
46 | 110.3 | 111.800574712644 | -1.50057471264368 |
47 | 103.9 | 105.433908045977 | -1.53390804597701 |
48 | 101.6 | 98.3172413793103 | 3.28275862068964 |
49 | 94.6 | 99.6249589490969 | -5.02495894909689 |
50 | 95.9 | 100.396387520525 | -4.49638752052544 |
51 | 104.7 | 111.967816091954 | -7.26781609195402 |
52 | 102.8 | 103.567816091954 | -0.767816091954027 |
53 | 98.1 | 103.853530377668 | -5.75353037766831 |
54 | 113.9 | 111.824958949097 | 2.07504105090312 |
55 | 80.9 | 87.1821018062397 | -6.28210180623974 |
56 | 95.7 | 97.6963875205254 | -1.99638752052545 |
57 | 113.2 | 112.282101806240 | 0.917898193760268 |
58 | 105.9 | 113.268390804598 | -7.3683908045977 |
59 | 108.8 | 106.901724137931 | 1.89827586206896 |
60 | 102.3 | 99.7850574712644 | 2.51494252873563 |
61 | 99 | 101.092775041051 | -2.09277504105091 |
62 | 100.7 | 101.864203612479 | -1.16420361247947 |
63 | 115.5 | 113.435632183908 | 2.06436781609195 |
64 | 100.7 | 105.035632183908 | -4.33563218390804 |
65 | 109.9 | 105.321346469622 | 4.57865353037767 |
66 | 114.6 | 113.292775041051 | 1.30722495894909 |
67 | 85.4 | 88.6499178981938 | -3.24991789819376 |
68 | 100.5 | 99.1642036124795 | 1.33579638752052 |
69 | 114.8 | 113.749917898194 | 1.05008210180624 |
70 | 116.5 | 114.736206896552 | 1.76379310344828 |
71 | 112.9 | 108.369540229885 | 4.53045977011495 |
72 | 102 | 101.252873563218 | 0.747126436781606 |
73 | 106 | 102.560591133005 | 3.43940886699507 |
74 | 105.3 | 103.332019704433 | 1.96798029556651 |
75 | 118.8 | 114.903448275862 | 3.89655172413793 |
76 | 106.1 | 106.503448275862 | -0.403448275862075 |
77 | 109.3 | 106.789162561576 | 2.51083743842364 |
78 | 117.2 | 114.760591133005 | 2.43940886699508 |
79 | 91.9 | 90.1177339901478 | 1.78226600985221 |
80 | 103.9 | 100.632019704434 | 3.26798029556651 |
81 | 115.9 | 115.217733990148 | 0.682266009852226 |