Multiple Linear Regression - Estimated Regression Equation |
Cons[t] = + 120.575428571429 + 6.60571428571429Wetg[t] -2.57885714285717M1[t] -8.21885714285715M2[t] -7.11885714285715M3[t] -15.2188571428571M4[t] -16.5788571428571M5[t] -1.91885714285715M6[t] -15.0988571428571M7[t] -14.9388571428571M8[t] -3.25885714285715M9[t] -19.6588571428571M10[t] -15.5788571428571M11[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) | 120.575428571429 | 2.714124 | 44.4252 | 0 | 0 |
Wetg | 6.60571428571429 | 1.463358 | 4.5141 | 4.3e-05 | 2.1e-05 |
M1 | -2.57885714285717 | 3.475282 | -0.7421 | 0.461745 | 0.230873 |
M2 | -8.21885714285715 | 3.475282 | -2.3649 | 0.022213 | 0.011106 |
M3 | -7.11885714285715 | 3.475282 | -2.0484 | 0.046126 | 0.023063 |
M4 | -15.2188571428571 | 3.475282 | -4.3792 | 6.6e-05 | 3.3e-05 |
M5 | -16.5788571428571 | 3.475282 | -4.7705 | 1.8e-05 | 9e-06 |
M6 | -1.91885714285715 | 3.475282 | -0.5521 | 0.583466 | 0.291733 |
M7 | -15.0988571428571 | 3.475282 | -4.3446 | 7.4e-05 | 3.7e-05 |
M8 | -14.9388571428571 | 3.475282 | -4.2986 | 8.6e-05 | 4.3e-05 |
M9 | -3.25885714285715 | 3.475282 | -0.9377 | 0.35318 | 0.17659 |
M10 | -19.6588571428571 | 3.475282 | -5.6568 | 1e-06 | 0 |
M11 | -15.5788571428571 | 3.475282 | -4.4828 | 4.7e-05 | 2.4e-05 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.83952833990425 |
R-squared | 0.704807833502385 |
Adjusted R-squared | 0.62943962077959 |
F-TEST (value) | 9.35152643322818 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 47 |
p-value | 7.23994852958043e-09 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 5.4753830971714 |
Sum Squared Residuals | 1409.05154285714 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 117 | 117.996571428572 | -0.996571428571511 |
2 | 103.8 | 112.356571428571 | -8.55657142857143 |
3 | 100.8 | 113.456571428571 | -12.6565714285714 |
4 | 110.6 | 105.356571428571 | 5.24342857142856 |
5 | 104 | 103.996571428571 | 0.00342857142857375 |
6 | 112.6 | 118.656571428571 | -6.05657142857143 |
7 | 107.3 | 105.476571428571 | 1.82342857142858 |
8 | 98.9 | 105.636571428571 | -6.73657142857142 |
9 | 109.8 | 117.316571428571 | -7.51657142857143 |
10 | 104.9 | 100.916571428571 | 3.98342857142857 |
11 | 102.2 | 104.996571428571 | -2.79657142857143 |
12 | 123.9 | 120.575428571429 | 3.32457142857143 |
13 | 124.9 | 117.996571428571 | 6.9034285714286 |
14 | 112.7 | 112.356571428571 | 0.343428571428579 |
15 | 121.9 | 113.456571428571 | 8.44342857142858 |
16 | 100.6 | 105.356571428571 | -4.75657142857143 |
17 | 104.3 | 103.996571428571 | 0.303428571428567 |
18 | 120.4 | 118.656571428571 | 1.74342857142858 |
19 | 107.5 | 105.476571428571 | 2.02342857142857 |
20 | 102.9 | 105.636571428571 | -2.73657142857142 |
21 | 125.6 | 117.316571428571 | 8.28342857142857 |
22 | 107.5 | 100.916571428571 | 6.58342857142857 |
23 | 108.8 | 104.996571428571 | 3.80342857142857 |
24 | 128.4 | 127.181142857143 | 1.21885714285714 |
25 | 121.1 | 124.602285714286 | -3.5022857142857 |
26 | 119.5 | 118.962285714286 | 0.537714285714286 |
27 | 128.7 | 120.062285714286 | 8.63771428571427 |
28 | 108.7 | 111.962285714286 | -3.26228571428571 |
29 | 105.5 | 110.602285714286 | -5.10228571428571 |
30 | 119.8 | 125.262285714286 | -5.46228571428571 |
31 | 111.3 | 112.082285714286 | -0.782285714285717 |
32 | 110.6 | 112.242285714286 | -1.64228571428572 |
33 | 120.1 | 123.922285714286 | -3.82228571428572 |
34 | 97.5 | 107.522285714286 | -10.0222857142857 |
35 | 107.7 | 111.602285714286 | -3.90228571428571 |
36 | 127.3 | 127.181142857143 | 0.118857142857135 |
37 | 117.2 | 124.602285714286 | -7.40228571428569 |
38 | 119.8 | 118.962285714286 | 0.837714285714283 |
39 | 116.2 | 120.062285714286 | -3.86228571428571 |
40 | 111 | 111.962285714286 | -0.962285714285713 |
41 | 112.4 | 110.602285714286 | 1.79771428571429 |
42 | 130.6 | 125.262285714286 | 5.33771428571428 |
43 | 109.1 | 112.082285714286 | -2.98228571428572 |
44 | 118.8 | 112.242285714286 | 6.55771428571428 |
45 | 123.9 | 123.922285714286 | -0.0222857142857091 |
46 | 101.6 | 107.522285714286 | -5.92228571428572 |
47 | 112.8 | 111.602285714286 | 1.19771428571428 |
48 | 128 | 127.181142857143 | 0.818857142857138 |
49 | 129.6 | 124.602285714286 | 4.9977142857143 |
50 | 125.8 | 118.962285714286 | 6.83771428571428 |
51 | 119.5 | 120.062285714286 | -0.562285714285715 |
52 | 115.7 | 111.962285714286 | 3.73771428571429 |
53 | 113.6 | 110.602285714286 | 2.99771428571428 |
54 | 129.7 | 125.262285714286 | 4.43771428571428 |
55 | 112 | 112.082285714286 | -0.0822857142857131 |
56 | 116.8 | 112.242285714286 | 4.55771428571428 |
57 | 127 | 123.922285714286 | 3.07771428571428 |
58 | 112.9 | 107.522285714286 | 5.37771428571429 |
59 | 113.3 | 111.602285714286 | 1.69771428571428 |
60 | 121.7 | 127.181142857143 | -5.48114285714286 |