Multiple Linear Regression - Estimated Regression Equation |
Brent[t] = + 9.9078334843451 -2.14671247357294Aanslagen_Irak[t] + 2.89891471070457M1[t] + 2.92798956580517M2[t] + 4.04753406753823M3[t] + 5.02613927600639M4[t] + 4.8494998453927M5[t] + 5.0242889862076M6[t] + 6.90003705181862M7[t] + 7.01529583926594M8[t] + 4.37229924422201M9[t] + 2.80542171837023M10[t] -0.404789140814893M11[t] + 0.725210859185112t + 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) | 9.9078334843451 | 3.038515 | 3.2607 | 0.00176 | 0.00088 |
Aanslagen_Irak | -2.14671247357294 | 1.980771 | -1.0838 | 0.282407 | 0.141204 |
M1 | 2.89891471070457 | 3.712202 | 0.7809 | 0.437644 | 0.218822 |
M2 | 2.92798956580517 | 3.708969 | 0.7894 | 0.432685 | 0.216342 |
M3 | 4.04753406753823 | 3.699913 | 1.094 | 0.277952 | 0.138976 |
M4 | 5.02613927600639 | 3.703954 | 1.357 | 0.179415 | 0.089707 |
M5 | 4.8494998453927 | 3.702174 | 1.3099 | 0.194769 | 0.097384 |
M6 | 5.0242889862076 | 3.700879 | 1.3576 | 0.179217 | 0.089608 |
M7 | 6.90003705181862 | 3.719555 | 1.8551 | 0.068053 | 0.034027 |
M8 | 7.01529583926594 | 3.699748 | 1.8962 | 0.062318 | 0.031159 |
M9 | 4.37229924422201 | 3.839887 | 1.1387 | 0.258964 | 0.129482 |
M10 | 2.80542171837023 | 3.838714 | 0.7308 | 0.467474 | 0.233737 |
M11 | -0.404789140814893 | 3.838011 | -0.1055 | 0.916324 | 0.458162 |
t | 0.725210859185112 | 0.042433 | 17.0909 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.937658309087253 |
R-squared | 0.879203104600367 |
Adjusted R-squared | 0.855409776718622 |
F-TEST (value) | 36.9516659867866 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 66 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 6.6472229330464 |
Sum Squared Residuals | 2916.24779962678 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 25.62 | 13.5319590542349 | 12.0880409457652 |
2 | 27.5 | 14.2862447685205 | 13.2137552314795 |
3 | 24.5 | 16.1310001294387 | 8.36899987056134 |
4 | 25.66 | 17.8348161970919 | 7.82518380290808 |
5 | 28.31 | 18.3833876256634 | 9.92661237433662 |
6 | 27.85 | 19.2833876256634 | 8.56661237433662 |
7 | 24.61 | 21.8843465504595 | 2.72565344954051 |
8 | 25.68 | 22.7248161970920 | 2.95518380290805 |
9 | 25.62 | 20.8070304612331 | 4.81296953876688 |
10 | 20.54 | 19.9653637945664 | 0.574636205433555 |
11 | 18.8 | 17.4803637945665 | 1.31963620543354 |
12 | 18.71 | 18.6103637945665 | 0.099636205433546 |
13 | 19.46 | 22.2344893644561 | -2.77448936445613 |
14 | 20.12 | 22.9887750787419 | -2.86877507874185 |
15 | 23.54 | 24.83353043966 | -1.29353043966001 |
16 | 25.6 | 26.5373465073133 | -0.93734650731328 |
17 | 25.39 | 27.0859179358847 | -1.69591793588471 |
18 | 24.09 | 27.9859179358847 | -3.89591793588472 |
19 | 25.69 | 30.5868768606809 | -4.89687686068085 |
20 | 26.56 | 31.4273465073133 | -4.86734650731329 |
21 | 28.33 | 29.5095607714545 | -1.17956077145446 |
22 | 27.5 | 28.6678941047878 | -1.16789410478779 |
23 | 24.23 | 26.1828941047878 | -1.95289410478779 |
24 | 28.23 | 27.3128941047878 | 0.917105895212207 |
25 | 31.29 | 30.9370196746775 | 0.352980325322531 |
26 | 32.72 | 31.6913053889632 | 1.02869461103680 |
27 | 30.46 | 33.5360607498814 | -3.07606074988135 |
28 | 24.89 | 35.2398768175346 | -10.3498768175346 |
29 | 25.68 | 35.7884482461061 | -10.1084482461061 |
30 | 27.52 | 34.5417357725331 | -7.02173577253311 |
31 | 28.4 | 37.1426946973292 | -8.74269469732925 |
32 | 29.71 | 37.9831643439617 | -8.27316434396167 |
33 | 26.85 | 36.0653786081028 | -9.21537860810285 |
34 | 29.62 | 35.2237119414362 | -5.60371194143619 |
35 | 28.69 | 32.7387119414362 | -4.04871194143619 |
36 | 29.76 | 36.0154244150091 | -6.25542441500914 |
37 | 31.3 | 37.4928375113259 | -6.19283751132587 |
38 | 30.86 | 38.2471232256116 | -7.38712322561159 |
39 | 33.46 | 42.2385910601027 | -8.77859106010269 |
40 | 33.15 | 41.795694654183 | -8.64569465418303 |
41 | 37.99 | 42.3442660827545 | -4.35426608275445 |
42 | 35.24 | 43.2442660827545 | -8.00426608275445 |
43 | 38.24 | 45.8452250075506 | -7.60522500755059 |
44 | 43.16 | 46.685694654183 | -3.52569465418303 |
45 | 43.33 | 44.7679089183242 | -1.4379089183242 |
46 | 49.67 | 43.9262422516575 | 5.74375774834246 |
47 | 43.17 | 41.4412422516575 | 1.72875774834247 |
48 | 39.56 | 42.5712422516575 | -3.01124225165753 |
49 | 44.36 | 46.1953678215472 | -1.83536782154721 |
50 | 45.22 | 46.9496535358329 | -1.72965353583294 |
51 | 53.1 | 48.7944088967511 | 4.30559110324891 |
52 | 52.1 | 50.4982249644044 | 1.60177503559564 |
53 | 48.52 | 51.0467963929758 | -2.52679639297579 |
54 | 54.84 | 51.9467963929758 | 2.89320360702421 |
55 | 57.57 | 54.5477553177719 | 3.02224468222807 |
56 | 64.14 | 55.3882249644044 | 8.75177503559563 |
57 | 62.85 | 53.4704392285455 | 9.37956077145446 |
58 | 58.75 | 52.6287725618789 | 6.12122743812112 |
59 | 55.33 | 50.1437725618789 | 5.18622743812112 |
60 | 57.03 | 51.2737725618789 | 5.75622743812112 |
61 | 63.18 | 54.8978981317686 | 8.28210186823145 |
62 | 60.19 | 55.6521838460543 | 4.53781615394572 |
63 | 62.12 | 57.4969392069724 | 4.62306079302756 |
64 | 70.12 | 59.2007552746257 | 10.9192447253743 |
65 | 69.75 | 59.7493267031971 | 10.0006732968029 |
66 | 68.56 | 62.7960391767701 | 5.76396082322992 |
67 | 73.77 | 63.2502856279933 | 10.5197143720067 |
68 | 73.23 | 64.0907552746257 | 9.1392447253743 |
69 | 61.96 | 64.3196820123398 | -2.35968201233983 |
70 | 57.81 | 63.4780153456732 | -5.66801534567316 |
71 | 58.76 | 60.9930153456732 | -2.23301534567315 |
72 | 62.47 | 59.9763028721002 | 2.49369712789978 |
73 | 53.68 | 63.6004284419899 | -9.9204284419899 |
74 | 57.56 | 64.3547141562756 | -6.79471415627562 |
75 | 62.05 | 66.1994695171938 | -4.14946951719378 |
76 | 67.49 | 67.903285584847 | -0.413285584847054 |
77 | 67.21 | 68.4518570134185 | -1.24185701341848 |
78 | 71.05 | 69.3518570134185 | 1.69814298658152 |
79 | 76.93 | 71.9528159382146 | 4.97718406178539 |
80 | 70.76 | 74.93999805842 | -4.17999805841997 |