Multiple Linear Regression - Estimated Regression Equation |
X[t] = + 389.155925196851 -7.52559055118119Y[t] + 2.2411400918632M1[t] -15.1986056430446M2[t] -21.3065403543307M3[t] -35.5175459317585M4[t] -34.5052050524935M5[t] + 11.8458366141732M6[t] -25.6715862860892M7[t] -21.6841666666666M8[t] + 16.0825049212599M9[t] -60.0464534120734M10[t] -62.0079708005249M11[t] + 0.666911089238846t + 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) | 389.155925196851 | 34.929166 | 11.1413 | 0 | 0 |
Y | -7.52559055118119 | 4.119764 | -1.8267 | 0.074237 | 0.037119 |
M1 | 2.2411400918632 | 7.657875 | 0.2927 | 0.771099 | 0.38555 |
M2 | -15.1986056430446 | 7.799657 | -1.9486 | 0.057455 | 0.028728 |
M3 | -21.3065403543307 | 7.76483 | -2.744 | 0.008626 | 0.004313 |
M4 | -35.5175459317585 | 7.663006 | -4.6349 | 3e-05 | 1.5e-05 |
M5 | -34.5052050524935 | 7.655622 | -4.5072 | 4.5e-05 | 2.2e-05 |
M6 | 11.8458366141732 | 7.686258 | 1.5412 | 0.130127 | 0.065063 |
M7 | -25.6715862860892 | 7.686879 | -3.3397 | 0.00167 | 0.000835 |
M8 | -21.6841666666666 | 7.678863 | -2.8239 | 0.00699 | 0.003495 |
M9 | 16.0825049212599 | 7.792141 | 2.0639 | 0.044691 | 0.022345 |
M10 | -60.0464534120734 | 7.728294 | -7.7697 | 0 | 0 |
M11 | -62.0079708005249 | 7.62264 | -8.1347 | 0 | 0 |
t | 0.666911089238846 | 0.099146 | 6.7266 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.933813178790619 |
R-squared | 0.87200705288304 |
Adjusted R-squared | 0.835835133045638 |
F-TEST (value) | 24.1072925297536 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 46 |
p-value | 3.33066907387547e-16 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 11.9874974471114 |
Sum Squared Residuals | 6610.20437204716 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 359 | 331.106692913387 | 27.8933070866129 |
2 | 304.6 | 312.82874015748 | -8.22874015748024 |
3 | 297.7 | 308.140275590551 | -10.4402755905512 |
4 | 303.3 | 295.34874015748 | 7.9512598425197 |
5 | 304.7 | 300.038228346457 | 4.66177165354334 |
6 | 331.3 | 347.808740157480 | -16.5087401574803 |
7 | 318.8 | 310.205669291339 | 8.59433070866145 |
8 | 306.8 | 311.097204724409 | -4.29720472440946 |
9 | 331.1 | 348.025669291339 | -16.9256692913386 |
10 | 284.1 | 272.563622047244 | 11.5363779527559 |
11 | 259.7 | 269.763897637795 | -10.0638976377952 |
12 | 335.8 | 333.943897637795 | 1.85610236220474 |
13 | 338.5 | 336.099389763779 | 2.40061023622085 |
14 | 310.3 | 317.821437007874 | -7.52143700787398 |
15 | 322.1 | 312.380413385827 | 9.71958661417329 |
16 | 289.3 | 299.588877952756 | -10.2888779527559 |
17 | 300.8 | 310.298838582677 | -9.4988385826772 |
18 | 360.6 | 358.069350393701 | 2.53064960629918 |
19 | 327.3 | 320.466279527559 | 6.8337204724409 |
20 | 304.1 | 313.079665354331 | -8.97966535433061 |
21 | 362 | 350.00812992126 | 11.9918700787402 |
22 | 287.8 | 274.546082677165 | 13.2539173228348 |
23 | 286.1 | 278.519389763779 | 7.58061023622051 |
24 | 358.2 | 342.699389763779 | 15.5006102362205 |
25 | 346 | 345.607440944882 | 0.392559055118447 |
26 | 329.9 | 326.576929133858 | 3.32307086614171 |
27 | 334.3 | 321.135905511811 | 13.164094488189 |
28 | 303.7 | 308.34437007874 | -4.64437007874015 |
29 | 307.6 | 313.033858267717 | -5.43385826771652 |
30 | 351.7 | 360.051811023622 | -8.35181102362206 |
31 | 324.6 | 323.953858267717 | 0.646141732283486 |
32 | 311.9 | 324.092834645669 | -12.1928346456693 |
33 | 361.5 | 361.773858267716 | -0.273858267716511 |
34 | 271.1 | 286.311811023622 | -15.211811023622 |
35 | 286.5 | 285.769763779528 | 0.730236220472475 |
36 | 352.8 | 349.949763779528 | 2.85023622047248 |
37 | 322.4 | 352.857814960630 | -30.4578149606296 |
38 | 335 | 333.827303149606 | 1.17269685039369 |
39 | 322.2 | 328.386279527559 | -6.18627952755905 |
40 | 313.6 | 316.347303149606 | -2.74730314960627 |
41 | 323.3 | 319.531673228346 | 3.76832677165357 |
42 | 379.1 | 366.549625984252 | 12.5503740157481 |
43 | 315.6 | 329.699114173228 | -14.0991141732283 |
44 | 353.6 | 335.858562992126 | 17.741437007874 |
45 | 371.7 | 373.539586614173 | -1.83958661417327 |
46 | 282.9 | 298.830098425197 | -15.9300984251969 |
47 | 298.8 | 297.535492125984 | 1.26450787401573 |
48 | 361.8 | 361.715492125984 | 0.0845078740157477 |
49 | 365.9 | 366.128661417323 | -0.228661417322606 |
50 | 357.6 | 346.345590551181 | 11.2544094488188 |
51 | 335.4 | 341.657125984252 | -6.25712598425205 |
52 | 340.1 | 330.370708661417 | 9.72929133858261 |
53 | 337.8 | 331.297401574803 | 6.50259842519681 |
54 | 389.6 | 379.820472440945 | 9.77952755905507 |
55 | 342.5 | 344.475078740158 | -1.97507874015756 |
56 | 354.6 | 346.871732283465 | 7.72826771653537 |
57 | 391.6 | 384.552755905512 | 7.04724409448812 |
58 | 317.7 | 311.348385826772 | 6.35161417322822 |
59 | 312.8 | 312.311456692914 | 0.488543307086506 |
60 | 356.2 | 376.491456692914 | -20.2914566929135 |