Multiple Linear Regression - Estimated Regression Equation |
x[t] = + 2.01473632887732 -2.01357325568719M1[t] -3.23489860324914M2[t] -4.998034303201M3[t] -2.50882698708985M4[t] -2.40309603274683M5[t] -1.34027177079720M6[t] -0.73038213392791M7[t] -5.74585213328013M8[t] -4.72022421892154M9[t] + 0.796227564862427M10[t] -0.579188814367617M11[t] + 0.0355761179487786t + 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) | 2.01473632887732 | 2.682789 | 0.751 | 0.455806 | 0.227903 |
M1 | -2.01357325568719 | 3.26621 | -0.6165 | 0.540072 | 0.270036 |
M2 | -3.23489860324914 | 3.264729 | -0.9909 | 0.326015 | 0.163007 |
M3 | -4.998034303201 | 3.263576 | -1.5315 | 0.131286 | 0.065643 |
M4 | -2.50882698708985 | 3.262753 | -0.7689 | 0.445166 | 0.222583 |
M5 | -2.40309603274683 | 3.262259 | -0.7366 | 0.464419 | 0.232209 |
M6 | -1.34027177079720 | 3.262094 | -0.4109 | 0.682741 | 0.341371 |
M7 | -0.73038213392791 | 3.262259 | -0.2239 | 0.823659 | 0.411829 |
M8 | -5.74585213328013 | 3.262753 | -1.761 | 0.08369 | 0.041845 |
M9 | -4.72022421892154 | 3.263576 | -1.4463 | 0.153657 | 0.076829 |
M10 | 0.796227564862427 | 3.407777 | 0.2337 | 0.816109 | 0.408054 |
M11 | -0.579188814367617 | 3.407304 | -0.17 | 0.865635 | 0.432817 |
t | 0.0355761179487786 | 0.032785 | 1.0851 | 0.282516 | 0.141258 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.392346353503203 |
R-squared | 0.153935661107260 |
Adjusted R-squared | -0.027363840084041 |
F-TEST (value) | 0.849068310148478 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 56 |
p-value | 0.601128696505032 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 5.38717069002169 |
Sum Squared Residuals | 1625.21005043201 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0.0941985320320626 | 0.0367391911389116 | 0.057459340893151 |
2 | 0.653503812757776 | -1.14901003847426 | 1.80251385123203 |
3 | -1.5339189650075 | -2.87656962047734 | 1.34265065546984 |
4 | -3.36057793208943 | -0.351786186417408 | -3.00879174567202 |
5 | 10.5123096036122 | -0.210479114125613 | 10.7227887177378 |
6 | -1.01581457573704 | 0.887921265772801 | -1.90373584150984 |
7 | -2.67820603570839 | 1.53338702059086 | -4.21159305629925 |
8 | -9.74826523524703 | -3.44650686081258 | -6.30175837443445 |
9 | 3.63711950635251 | -2.38530282850520 | 6.02242233485771 |
10 | 9.50223910169676 | 3.16672507322754 | 6.33551402846922 |
11 | -0.328071065750664 | 1.82688481194627 | -2.15495587769694 |
12 | -0.99090283824161 | 2.44164974426267 | -3.43255258250428 |
13 | 3.15955488055449 | 0.463652606524256 | 2.69590227403023 |
14 | 4.274504946209 | -0.722096623088915 | 4.99660156929792 |
15 | -2.96994671532128 | -2.44965620509200 | -0.520290510229283 |
16 | -7.49489553709745 | 0.0751272289679372 | -7.57002276606539 |
17 | 0.326324458907605 | 0.216434301259733 | 0.109890157647872 |
18 | -2.56567975939718 | 1.31483468115814 | -3.88051444055532 |
19 | 4.06810804201443 | 1.96030043597621 | 2.10780760603822 |
20 | 5.30985531157956 | -3.01959344542723 | 8.3294487570068 |
21 | -8.08565126748348 | -1.95838941311986 | -6.12726185436362 |
22 | 5.28645116189662 | 3.59363848861288 | 1.69281267328374 |
23 | 7.37889520393211 | 2.25379822733162 | 5.12509697660049 |
24 | -6.11905687839581 | 2.86856315964801 | -8.98762003804381 |
25 | -3.37762220941437 | 0.890566021909598 | -4.26818823132397 |
26 | -8.60601896334157 | -0.295183207703573 | -8.310835755638 |
27 | 2.58282247115929 | -2.02274278970665 | 4.60556526086594 |
28 | 10.0203248408892 | 0.50204064435327 | 9.51828419653593 |
29 | 7.07928930610679 | 0.643347716645077 | 6.43594158946171 |
30 | -2.75364586230294 | 1.74174809654349 | -4.49539395884643 |
31 | 3.41775084223743 | 2.38721385136155 | 1.03053699087588 |
32 | -1.59740992982799 | -2.59268003004189 | 0.9952701002139 |
33 | 0.64919709507294 | -1.53147599773452 | 2.18067309280746 |
34 | 2.86097471341661 | 4.02055190399822 | -1.15957719058161 |
35 | -3.51941245730982 | 2.68071164271696 | -6.20012410002678 |
36 | 5.64985077275929 | 3.29547657503335 | 2.35437419772594 |
37 | 4.3083362367212 | 1.31747943729494 | 2.99085679942626 |
38 | -4.39107605256271 | 0.131730207681771 | -4.52280626024448 |
39 | -5.85155663863847 | -1.59582937432131 | -4.25572726431716 |
40 | -5.47131236424465 | 0.928954059738621 | -6.40026642398327 |
41 | -2.29984941727564 | 1.07026113203042 | -3.37011054930606 |
42 | -0.144024631394743 | 2.16866151192883 | -2.31268614332357 |
43 | 8.08067861936608 | 2.81412726674690 | 5.26655135261918 |
44 | -7.42975884662829 | -2.16576661465655 | -5.26399223197174 |
45 | 0.0227113802409349 | -1.10456258234918 | 1.12727396259011 |
46 | -2.47026516439664 | 4.44746531938357 | -6.91773048378021 |
47 | -2.11466659014063 | 3.10762505810230 | -5.22229164824293 |
48 | 7.8747637202872 | 3.7223899904187 | 4.1523737298685 |
49 | 4.65851639094002 | 1.74439285268028 | 2.91412353825973 |
50 | 3.60426918741376 | 0.558643623067113 | 3.04562556434665 |
51 | -3.64324288209951 | -1.16891595893597 | -2.47432692316355 |
52 | 7.25784133565925 | 1.35586747512396 | 5.90197386053529 |
53 | -7.62087973892363 | 1.49717454741576 | -9.11805428633939 |
54 | 13.8299693619635 | 2.59557492731417 | 11.2343944346493 |
55 | 1.28408834041515 | 3.24104068213224 | -1.95695234171709 |
56 | -0.320572241143239 | -1.7388531992712 | 1.41828095812796 |
57 | -2.8970714127769 | -0.677649166963833 | -2.21942224581307 |
58 | 4.92335970737777 | 4.87437873476891 | 0.0489809726088587 |
59 | 11.9868131228538 | 3.53453847348764 | 8.45227464936616 |
60 | 10.0627280987577 | 4.14930340580404 | 5.91342469295366 |
61 | -2.21884745321978 | 2.17130626806563 | -4.39015372128541 |
62 | 3.97445806945834 | 0.985557038452458 | 2.98890103100588 |
63 | 0.560126237823582 | -0.742002543550624 | 1.30212878137421 |
64 | 3.34160376915877 | 1.78278089050931 | 1.55882287864946 |
65 | -2.85636766640084 | 1.92408796280111 | -4.78045562920195 |
66 | 4.38042429228536 | 3.02248834269952 | 1.35793594958584 |
67 | 1.43160354600064 | 3.66795409751758 | -2.23635055151694 |
68 | -0.489188992828318 | -1.31193978388586 | 0.822750791057542 |
69 | -1.23442104165709 | -0.250735751578489 | -0.9836852900786 |