Multiple Linear Regression - Estimated Regression Equation |
broodprijs[t] = + 1.43142857142857 -0.118842449260405dummy1[t] + 0.0485714285714295`dummy2+`[t] + 0.0816666666666667dummy3[t] + 0.00359133126934983trend[t] + 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) | 1.43142857142857 | 0.004735 | 302.3176 | 0 | 0 |
dummy1 | -0.118842449260405 | 0.029899 | -3.9748 | 0.000207 | 0.000104 |
`dummy2+` | 0.0485714285714295 | 0.005275 | 9.2071 | 0 | 0 |
dummy3 | 0.0816666666666667 | 0.005618 | 14.5355 | 0 | 0 |
trend | 0.00359133126934983 | 0.000569 | 6.3103 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.9869510816482 |
R-squared | 0.974072437566554 |
Adjusted R-squared | 0.972186796662304 |
F-TEST (value) | 516.57366753702 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 55 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.0125272374677159 |
Sum Squared Residuals | 0.00863124232149003 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1.43 | 1.43142857142858 | -0.00142857142857819 |
2 | 1.43 | 1.43142857142857 | -0.00142857142857030 |
3 | 1.43 | 1.43142857142857 | -0.00142857142857006 |
4 | 1.43 | 1.43142857142857 | -0.00142857142857031 |
5 | 1.43 | 1.43142857142857 | -0.00142857142857041 |
6 | 1.43 | 1.43142857142857 | -0.00142857142857037 |
7 | 1.44 | 1.43142857142857 | 0.00857142857142963 |
8 | 1.48 | 1.48 | 2.16840434497101e-19 |
9 | 1.48 | 1.48 | 2.16840434497101e-19 |
10 | 1.48 | 1.48 | 2.16840434497101e-19 |
11 | 1.48 | 1.48 | 2.16840434497101e-19 |
12 | 1.48 | 1.48 | 2.16840434497101e-19 |
13 | 1.48 | 1.48 | 2.16840434497101e-19 |
14 | 1.48 | 1.48 | 2.16840434497101e-19 |
15 | 1.48 | 1.48 | 2.16840434497101e-19 |
16 | 1.48 | 1.48 | 2.16840434497101e-19 |
17 | 1.48 | 1.48 | 2.16840434497101e-19 |
18 | 1.48 | 1.48 | 2.16840434497101e-19 |
19 | 1.48 | 1.48 | 2.16840434497101e-19 |
20 | 1.48 | 1.48 | 2.16840434497101e-19 |
21 | 1.48 | 1.48 | 2.16840434497101e-19 |
22 | 1.48 | 1.48 | 2.16840434497101e-19 |
23 | 1.48 | 1.48 | 2.16840434497101e-19 |
24 | 1.48 | 1.48 | 2.16840434497101e-19 |
25 | 1.48 | 1.48 | 2.16840434497101e-19 |
26 | 1.48 | 1.48 | 2.16840434497101e-19 |
27 | 1.48 | 1.48 | 2.16840434497101e-19 |
28 | 1.48 | 1.48 | 2.16840434497101e-19 |
29 | 1.48 | 1.48 | 2.16840434497101e-19 |
30 | 1.48 | 1.48 | 2.16840434497101e-19 |
31 | 1.48 | 1.48 | 2.16840434497101e-19 |
32 | 1.48 | 1.48 | 2.16840434497101e-19 |
33 | 1.48 | 1.48 | 2.16840434497101e-19 |
34 | 1.48 | 1.48 | 2.16840434497101e-19 |
35 | 1.48 | 1.48 | 2.16840434497101e-19 |
36 | 1.48 | 1.48 | 2.16840434497101e-19 |
37 | 1.48 | 1.56166666666667 | -0.0816666666666667 |
38 | 1.57 | 1.56166666666667 | 0.00833333333333334 |
39 | 1.58 | 1.56166666666667 | 0.0183333333333334 |
40 | 1.58 | 1.56166666666667 | 0.0183333333333334 |
41 | 1.58 | 1.56166666666667 | 0.0183333333333334 |
42 | 1.58 | 1.56166666666667 | 0.0183333333333334 |
43 | 1.59 | 1.59725146198830 | -0.00725146198830411 |
44 | 1.6 | 1.60084279325765 | -0.000842793257653935 |
45 | 1.6 | 1.60443412452700 | -0.00443412452700377 |
46 | 1.61 | 1.60802545579635 | 0.00197454420364641 |
47 | 1.61 | 1.61161678706570 | -0.00161678706570342 |
48 | 1.61 | 1.61520811833505 | -0.00520811833505325 |
49 | 1.62 | 1.61879944960440 | 0.00120055039559693 |
50 | 1.63 | 1.62239078087375 | 0.00760921912624688 |
51 | 1.63 | 1.62598211214310 | 0.00401788785689705 |
52 | 1.64 | 1.62957344341245 | 0.0104265565875472 |
53 | 1.64 | 1.63316477468180 | 0.0068352253181974 |
54 | 1.64 | 1.63675610595115 | 0.00324389404884757 |
55 | 1.64 | 1.64034743722050 | -0.000347437220502263 |
56 | 1.64 | 1.64393876848985 | -0.00393876848985209 |
57 | 1.65 | 1.6475300997592 | 0.00246990024079809 |
58 | 1.65 | 1.65112143102855 | -0.00112143102855175 |
59 | 1.65 | 1.65471276229790 | -0.00471276229790158 |
60 | 1.65 | 1.65830409356725 | -0.0083040935672514 |