Multiple Linear Regression - Estimated Regression Equation |
Cons.[t] = + 48.8917446449141 + 0.338889029387975Inter.[t] + 0.280590797362096Inv.[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) | 48.8917446449141 | 11.517501 | 4.245 | 8.1e-05 | 4.1e-05 |
Inter. | 0.338889029387975 | 0.149519 | 2.2665 | 0.027232 | 0.013616 |
Inv. | 0.280590797362096 | 0.06899 | 4.0671 | 0.000148 | 7.4e-05 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.738425103738406 |
R-squared | 0.545271633831076 |
Adjusted R-squared | 0.529316252561991 |
F-TEST (value) | 34.1747793196009 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 57 |
p-value | 1.76170522614427e-10 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 6.17091580655335 |
Sum Squared Residuals | 2170.57150781949 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 117 | 123.522333582328 | -6.52233358232784 |
2 | 103.8 | 111.466457758790 | -7.66645775878951 |
3 | 100.8 | 110.383813295483 | -9.58381329548251 |
4 | 110.6 | 108.750605736760 | 1.84939426324015 |
5 | 104 | 110.989502292454 | -6.98950229245403 |
6 | 112.6 | 116.570650556407 | -3.97065055640726 |
7 | 107.3 | 114.392991588930 | -7.09299158893029 |
8 | 98.9 | 113.027245503069 | -14.1272455030689 |
9 | 109.8 | 117.247718220725 | -7.44771822072542 |
10 | 104.9 | 104.601180933811 | 0.298819066188908 |
11 | 102.2 | 98.2208694709242 | 3.97913052907578 |
12 | 123.9 | 114.802548891207 | 9.09745110879289 |
13 | 124.9 | 115.419469003585 | 9.48053099641522 |
14 | 112.7 | 110.142990113442 | 2.55700988655813 |
15 | 121.9 | 110.522736794428 | 11.3772632055720 |
16 | 100.6 | 107.587433784893 | -6.98743378489335 |
17 | 104.3 | 109.834340236344 | -5.53434023634358 |
18 | 120.4 | 122.953142091848 | -2.55314209184759 |
19 | 107.5 | 116.850151317493 | -9.35015131749262 |
20 | 102.9 | 111.246394155187 | -8.34639415518683 |
21 | 125.6 | 121.781960244225 | 3.81803975577495 |
22 | 107.5 | 105.341237727901 | 2.15876227209909 |
23 | 108.8 | 104.114697004444 | 4.68530299555617 |
24 | 128.4 | 120.145764440131 | 8.25423555986904 |
25 | 121.1 | 118.526016958548 | 2.57398304145199 |
26 | 119.5 | 114.130980297453 | 5.36901970254731 |
27 | 128.7 | 112.160353387438 | 16.5396466125623 |
28 | 108.7 | 109.203580405007 | -0.503580405007262 |
29 | 105.5 | 111.184115419873 | -5.68411541987297 |
30 | 119.8 | 119.965468451850 | -0.165468451849764 |
31 | 111.3 | 114.699841035294 | -3.39984103529407 |
32 | 110.6 | 111.111218185251 | -0.511218185250589 |
33 | 120.1 | 123.120786175807 | -3.02078617580706 |
34 | 97.5 | 102.650933960415 | -5.15093396041514 |
35 | 107.7 | 104.384007797220 | 3.31599220278033 |
36 | 127.3 | 118.455348685659 | 8.84465131434084 |
37 | 117.2 | 112.403736283851 | 4.79626371614926 |
38 | 119.8 | 115.361219660739 | 4.43878033926101 |
39 | 116.2 | 112.138503772723 | 4.06149622727697 |
40 | 111 | 111.575093216265 | -0.575093216265297 |
41 | 112.4 | 113.810719663129 | -1.41071966312928 |
42 | 130.6 | 125.200428185117 | 5.39957181488324 |
43 | 109.1 | 112.745185027611 | -3.64518502761112 |
44 | 118.8 | 121.018204515506 | -2.21820451550594 |
45 | 123.9 | 124.881588339709 | -0.981588339708936 |
46 | 101.6 | 105.027186558599 | -3.42718655859905 |
47 | 112.8 | 106.649114112735 | 6.15088588726453 |
48 | 128 | 120.988296115855 | 7.01170388414487 |
49 | 129.6 | 121.783050280502 | 7.81694971949822 |
50 | 125.8 | 120.19975141623 | 5.60024858376999 |
51 | 119.5 | 115.062098246672 | 4.43790175332752 |
52 | 115.7 | 118.053421637319 | -2.35342163731944 |
53 | 113.6 | 117.933175422619 | -4.33317542261856 |
54 | 129.7 | 128.649845672756 | 1.05015432724406 |
55 | 112 | 119.800004440444 | -7.80000444044375 |
56 | 116.8 | 121.924104962821 | -5.1241049628207 |
57 | 127 | 129.723769845849 | -2.72376984584908 |
58 | 112.9 | 111.959200042358 | 0.940799957641614 |
59 | 113.3 | 110.711091567645 | 2.58890843235461 |
60 | 121.7 | 120.992325508323 | 0.707674491676811 |