Multiple Linear Regression - Estimated Regression Equation |
prijsindex[t] = + 84.8103428034598 + 15.3999034439288ontkoppelde_bedrijfstoeslag[t] + 13.0169061346170oogstomvang[t] + 2.50874347847249M1[t] + 3.31877980737751M2[t] + 4.32881613628249M3[t] + 1.98885246518748M4[t] + 3.36138879409247M5[t] + 2.32142512299745M6[t] + 0.356461451902447M7[t] -0.193876882856545M8[t] + 5.10365944604845M9[t] + 6.80119577495345M10[t] + 5.7466188370313M11[t] + 0.652463671095011t + 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) | 84.8103428034598 | 7.525565 | 11.2696 | 0 | 0 |
ontkoppelde_bedrijfstoeslag | 15.3999034439288 | 6.342249 | 2.4281 | 0.01742 | 0.00871 |
oogstomvang | 13.0169061346170 | 3.362696 | 3.871 | 0.00022 | 0.00011 |
M1 | 2.50874347847249 | 8.882023 | 0.2825 | 0.778327 | 0.389163 |
M2 | 3.31877980737751 | 8.878461 | 0.3738 | 0.709541 | 0.354771 |
M3 | 4.32881613628249 | 8.876163 | 0.4877 | 0.627103 | 0.313552 |
M4 | 1.98885246518748 | 8.875131 | 0.2241 | 0.823256 | 0.411628 |
M5 | 3.36138879409247 | 8.875364 | 0.3787 | 0.70589 | 0.352945 |
M6 | 2.32142512299745 | 8.876863 | 0.2615 | 0.794368 | 0.397184 |
M7 | 0.356461451902447 | 8.879627 | 0.0401 | 0.968079 | 0.484039 |
M8 | -0.193876882856545 | 8.893933 | -0.0218 | 0.982663 | 0.491331 |
M9 | 5.10365944604845 | 8.891122 | 0.574 | 0.567566 | 0.283783 |
M10 | 6.80119577495345 | 8.889573 | 0.7651 | 0.446478 | 0.223239 |
M11 | 5.7466188370313 | 8.881207 | 0.6471 | 0.519449 | 0.259725 |
t | 0.652463671095011 | 0.105994 | 6.1556 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.83675069680224 |
R-squared | 0.700151728599034 |
Adjusted R-squared | 0.647678281103865 |
F-TEST (value) | 13.3429717699317 |
F-TEST (DF numerator) | 14 |
F-TEST (DF denominator) | 80 |
p-value | 1.33226762955019e-15 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 17.1461440004383 |
Sum Squared Residuals | 23519.2203267012 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 102.7 | 87.9715499530275 | 14.7284500469725 |
2 | 103.2 | 89.4340499530273 | 13.7659500469727 |
3 | 105.6 | 91.0965499530273 | 14.5034500469727 |
4 | 103.9 | 89.4090499530273 | 14.4909500469727 |
5 | 107.2 | 91.4340499530274 | 15.7659500469726 |
6 | 100.7 | 91.0465499530274 | 9.65345004697264 |
7 | 92.1 | 89.7340499530274 | 2.36595004697263 |
8 | 90.3 | 89.8361752893634 | 0.463824710636614 |
9 | 93.4 | 95.7861752893634 | -2.38617528936337 |
10 | 98.5 | 98.1361752893634 | 0.363824710636604 |
11 | 100.8 | 97.7340620225362 | 3.06593797746375 |
12 | 102.3 | 92.6399068566 | 9.66009314340004 |
13 | 104.7 | 95.8011140061675 | 8.89888599383255 |
14 | 101.1 | 97.2636140061675 | 3.83638599383250 |
15 | 101.4 | 98.9261140061675 | 2.47388599383249 |
16 | 99.5 | 97.2386140061675 | 2.26138599383252 |
17 | 98.4 | 99.2636140061675 | -0.863614006167478 |
18 | 96.3 | 98.8761140061675 | -2.57611400616749 |
19 | 100.7 | 97.5636140061675 | 3.13638599383252 |
20 | 101.2 | 97.6657393425035 | 3.5342606574965 |
21 | 100.3 | 103.615739342504 | -3.31573934250351 |
22 | 97.8 | 105.965739342504 | -8.16573934250351 |
23 | 97.4 | 105.563626075676 | -8.16362607567637 |
24 | 98.6 | 100.46947090974 | -1.86947090974009 |
25 | 99.7 | 103.630678059308 | -3.93067805930758 |
26 | 99 | 105.093178059308 | -6.09317805930761 |
27 | 98.1 | 106.755678059308 | -8.6556780593076 |
28 | 97 | 105.068178059308 | -8.0681780593076 |
29 | 98.5 | 107.093178059308 | -8.59317805930761 |
30 | 103.8 | 106.705678059308 | -2.90567805930761 |
31 | 114.4 | 105.393178059308 | 9.0068219406924 |
32 | 124.5 | 105.495303395644 | 19.0046966043564 |
33 | 134.2 | 111.445303395644 | 22.7546966043564 |
34 | 131.8 | 113.795303395644 | 18.0046966043564 |
35 | 125.6 | 113.393190128816 | 12.2068098711835 |
36 | 119.9 | 108.299034962880 | 11.6009650371198 |
37 | 114.9 | 111.460242112448 | 3.4397578875523 |
38 | 115.5 | 112.922742112448 | 2.57725788755226 |
39 | 112.5 | 114.585242112448 | -2.08524211244772 |
40 | 111.4 | 112.897742112448 | -1.49774211244772 |
41 | 115.3 | 114.922742112448 | 0.377257887552265 |
42 | 110.8 | 114.535242112448 | -3.73524211244773 |
43 | 103.7 | 113.222742112448 | -9.52274211244773 |
44 | 111.1 | 126.341773583401 | -15.2417735834008 |
45 | 113 | 132.291773583401 | -19.2917735834008 |
46 | 111.2 | 134.641773583401 | -23.4417735834008 |
47 | 117.6 | 134.239660316574 | -16.6396603165737 |
48 | 121.7 | 129.145505150637 | -7.44550515063736 |
49 | 127.3 | 132.306712300205 | -5.00671230020487 |
50 | 129.8 | 133.769212300205 | -3.96921230020489 |
51 | 137.1 | 135.431712300205 | 1.66828769979511 |
52 | 141.4 | 133.744212300205 | 7.65578769979512 |
53 | 137.4 | 135.769212300205 | 1.63078769979512 |
54 | 130.7 | 135.381712300205 | -4.68171230020490 |
55 | 117.2 | 134.069212300205 | -16.8692123002049 |
56 | 110.8 | 108.137525367307 | 2.66247463269316 |
57 | 111.4 | 114.087525367307 | -2.68752536730684 |
58 | 108.2 | 116.437525367307 | -8.23752536730684 |
59 | 108.8 | 116.035412100480 | -7.23541210047971 |
60 | 110.2 | 110.941256934543 | -0.741256934543417 |
61 | 109.5 | 114.102464084111 | -4.60246408411092 |
62 | 109.5 | 115.564964084111 | -6.06496408411095 |
63 | 116 | 117.227464084111 | -1.22746408411094 |
64 | 111.2 | 115.539964084111 | -4.33996408411094 |
65 | 112.1 | 117.564964084111 | -5.46496408411096 |
66 | 114 | 117.177464084111 | -3.17746408411094 |
67 | 119.1 | 115.864964084111 | 3.23503591588905 |
68 | 114.1 | 131.366992864376 | -17.2669928643758 |
69 | 115.1 | 137.316992864376 | -22.2169928643758 |
70 | 115.4 | 139.666992864376 | -24.2669928643758 |
71 | 110.8 | 152.281785732166 | -41.4817857321657 |
72 | 116 | 147.187630566229 | -31.1876305662294 |
73 | 119.2 | 150.348837715797 | -31.1488377157969 |
74 | 126.5 | 151.811337715797 | -25.3113377157970 |
75 | 127.8 | 153.473837715797 | -25.6738377157969 |
76 | 131.3 | 151.786337715797 | -20.4863377157969 |
77 | 140.3 | 153.811337715797 | -13.5113377157969 |
78 | 137.3 | 153.423837715797 | -16.1238377157969 |
79 | 143 | 152.111337715797 | -9.11133771579694 |
80 | 134.5 | 152.213463052133 | -17.7134630521330 |
81 | 139.9 | 158.163463052133 | -18.2634630521330 |
82 | 159.3 | 160.513463052133 | -1.21346305213296 |
83 | 170.4 | 160.111349785306 | 10.2886502146942 |
84 | 175 | 155.017194619370 | 19.9828053806305 |
85 | 175.8 | 158.178401768937 | 17.6215982310630 |
86 | 180.9 | 159.640901768937 | 21.2590982310629 |
87 | 180.3 | 161.303401768937 | 18.9965982310629 |
88 | 169.6 | 159.615901768937 | 9.98409823106292 |
89 | 172.3 | 161.640901768937 | 10.6590982310629 |
90 | 184.8 | 161.253401768937 | 23.5465982310629 |
91 | 177.7 | 159.940901768937 | 17.7590982310629 |
92 | 184.6 | 160.043027105273 | 24.5569728947269 |
93 | 211.4 | 165.993027105273 | 45.4069728947269 |
94 | 215.3 | 168.343027105273 | 46.9569728947269 |
95 | 215.9 | 167.940913838446 | 47.959086161554 |