Multiple Linear Regression - Estimated Regression Equation |
Consum[t] = + 67.4291999833155 + 0.122648897109028Interm[t] + 0.385701507941996Invest[t] -2.80599540639002M1[t] -4.9439283673191M2[t] -3.49422237447485M3[t] -9.19073435716852M4[t] -13.0473047507421M5[t] -8.0801824801478M6[t] -13.8614976182497M7[t] -14.3092940010561M8[t] -10.4005745029851M9[t] -8.9084955604395M10[t] -3.15171024531287M11[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) | 67.4291999833155 | 17.639623 | 3.8226 | 0.000395 | 0.000198 |
Interm | 0.122648897109028 | 0.169261 | 0.7246 | 0.472358 | 0.236179 |
Invest | 0.385701507941996 | 0.064447 | 5.9848 | 0 | 0 |
M1 | -2.80599540639002 | 2.980254 | -0.9415 | 0.351352 | 0.175676 |
M2 | -4.9439283673191 | 3.129014 | -1.58 | 0.120953 | 0.060477 |
M3 | -3.49422237447485 | 3.690169 | -0.9469 | 0.348637 | 0.174319 |
M4 | -9.19073435716852 | 3.444965 | -2.6679 | 0.010505 | 0.005253 |
M5 | -13.0473047507421 | 3.460835 | -3.77 | 0.000464 | 0.000232 |
M6 | -8.0801824801478 | 3.075852 | -2.627 | 0.011664 | 0.005832 |
M7 | -13.8614976182497 | 3.125226 | -4.4354 | 5.7e-05 | 2.8e-05 |
M8 | -14.3092940010561 | 3.245562 | -4.4089 | 6.2e-05 | 3.1e-05 |
M9 | -10.4005745029851 | 3.12451 | -3.3287 | 0.001724 | 0.000862 |
M10 | -8.9084955604395 | 4.10489 | -2.1702 | 0.03519 | 0.017595 |
M11 | -3.15171024531287 | 4.112482 | -0.7664 | 0.447367 | 0.223684 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.88712723237959 |
R-squared | 0.786994726429472 |
Adjusted R-squared | 0.726797583898671 |
F-TEST (value) | 13.0736226562048 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 46 |
p-value | 2.23867591131466e-11 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 4.70140091754964 |
Sum Squared Residuals | 1016.74584702668 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 117 | 127.606698208764 | -10.6066982087641 |
2 | 103.8 | 111.813810312705 | -8.01381031270496 |
3 | 100.8 | 111.706669902409 | -10.9066699024088 |
4 | 110.6 | 106.442021950856 | 4.15797804914406 |
5 | 104 | 105.697368881902 | -1.69736888190163 |
6 | 112.6 | 115.213339536872 | -2.61333953687184 |
7 | 107.3 | 107.365215590837 | -0.0652155908365513 |
8 | 98.9 | 107.13351470552 | -8.23351470552006 |
9 | 109.8 | 114.132518784433 | -4.33251878443343 |
10 | 104.9 | 103.148216577532 | 1.75178342246762 |
11 | 102.2 | 101.850542224483 | 0.349457775517443 |
12 | 123.9 | 120.039425497015 | 3.86057450298507 |
13 | 124.9 | 117.257796388127 | 7.64220361187282 |
14 | 112.7 | 112.499849546371 | 0.200150453628760 |
15 | 121.9 | 116.530695124862 | 5.36930487513753 |
16 | 100.6 | 105.083352746671 | -4.48335274667102 |
17 | 104.3 | 103.972201504212 | 0.327798495787935 |
18 | 120.4 | 121.927606292627 | -1.52760629262693 |
19 | 107.5 | 109.987822362923 | -2.48782236292258 |
20 | 102.9 | 104.102125163893 | -1.20212516389264 |
21 | 125.6 | 118.615043239109 | 6.98495676089057 |
22 | 107.5 | 101.625898916105 | 5.87410108389537 |
23 | 108.8 | 107.961726938903 | 0.83827306109712 |
24 | 128.4 | 125.496693129595 | 2.90330687040466 |
25 | 121.1 | 121.905581299788 | -0.80558129978801 |
26 | 119.5 | 115.648071094365 | 3.85192890563539 |
27 | 128.7 | 118.061072785 | 10.6389272150000 |
28 | 108.7 | 108.197209034871 | 0.50279096512869 |
29 | 105.5 | 107.131729869853 | -1.63172986985251 |
30 | 119.8 | 121.698778279121 | -1.89877827912091 |
31 | 111.3 | 108.953857181964 | 2.34614281803577 |
32 | 110.6 | 104.877242625019 | 5.72275737498083 |
33 | 120.1 | 120.832908650736 | -0.732908650735681 |
34 | 97.5 | 102.698130103472 | -5.19813010347151 |
35 | 107.7 | 109.224215988982 | -1.52421598898158 |
36 | 127.3 | 126.021513315358 | 1.27848668464161 |
37 | 117.2 | 116.990398223827 | 0.209601776173045 |
38 | 119.8 | 118.025543554152 | 1.77445644584787 |
39 | 116.2 | 118.820374393093 | -2.62037439309265 |
40 | 111 | 110.050024790815 | 0.949975209184688 |
41 | 112.4 | 109.815661090493 | 2.58433890950694 |
42 | 130.6 | 125.497202463712 | 5.10279753628834 |
43 | 109.1 | 106.541529016625 | 2.55847098337497 |
44 | 118.8 | 115.509685426829 | 3.2903145731708 |
45 | 123.9 | 123.459229868064 | 0.440770131935777 |
46 | 101.6 | 104.694737054543 | -3.09473705454291 |
47 | 112.8 | 110.896445880665 | 1.90355411933451 |
48 | 128 | 128.302151693362 | -0.302151693361571 |
49 | 129.6 | 126.039525879494 | 3.56047412050621 |
50 | 125.8 | 123.612725492407 | 2.18727450759294 |
51 | 119.5 | 121.981187794636 | -2.48118779463599 |
52 | 115.7 | 116.827391476786 | -1.12739147678642 |
53 | 113.6 | 113.183038653541 | 0.416961346459269 |
54 | 129.7 | 128.763073427669 | 0.936926572331345 |
55 | 112 | 114.351575847652 | -2.35157584765161 |
56 | 116.8 | 116.377432078739 | 0.422567921261072 |
57 | 127 | 129.360299457657 | -2.36029945765723 |
58 | 112.9 | 112.233017348349 | 0.666982651651417 |
59 | 113.3 | 114.867068966967 | -1.56706896696749 |
60 | 121.7 | 129.440216364670 | -7.74021636466976 |