Multiple Linear Regression - Estimated Regression Equation |
Invoer[t] = + 7993.7491103842 -1443.30297607594X[t] -1412.68647481161M1[t] -1869.97019529526M2[t] -108.962205526499M3[t] -101.714215757733M4[t] -304.456225988966M5[t] -278.578236220198M6[t] -797.419948843835M7[t] -403.561959075068M8[t] + 956.236030693697M9[t] -626.745979537535M10[t] -587.657989768767M11[t] + 68.3820102312329t + 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) | 7993.7491103842 | 220.327221 | 36.2813 | 0 | 0 |
X | -1443.30297607594 | 216.337578 | -6.6715 | 0 | 0 |
M1 | -1412.68647481161 | 261.758411 | -5.3969 | 0 | 0 |
M2 | -1869.97019529526 | 268.295016 | -6.9698 | 0 | 0 |
M3 | -108.962205526499 | 268.17348 | -0.4063 | 0.685325 | 0.342662 |
M4 | -101.714215757733 | 268.087192 | -0.3794 | 0.705137 | 0.352569 |
M5 | -304.456225988966 | 268.036186 | -1.1359 | 0.258546 | 0.129273 |
M6 | -278.578236220198 | 268.020482 | -1.0394 | 0.300966 | 0.150483 |
M7 | -797.419948843835 | 268.235931 | -2.9728 | 0.003646 | 0.001823 |
M8 | -403.561959075068 | 268.077119 | -1.5054 | 0.135169 | 0.067584 |
M9 | 956.236030693697 | 267.953533 | 3.5687 | 0.000539 | 0.000269 |
M10 | -626.745979537535 | 267.865223 | -2.3398 | 0.021151 | 0.010575 |
M11 | -587.657989768767 | 267.812223 | -2.1943 | 0.030377 | 0.015188 |
t | 68.3820102312329 | 3.076305 | 22.2286 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.960813246834253 |
R-squared | 0.92316209529218 |
Adjusted R-squared | 0.91382664892581 |
F-TEST (value) | 98.887836645681 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 107 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 598.806826937201 |
Sum Squared Residuals | 38366948.9105661 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 7272.2 | 6649.44464580379 | 622.755354196211 |
2 | 6680.1 | 6260.5429355514 | 419.557064448606 |
3 | 8427.6 | 8089.9329355514 | 337.667064448595 |
4 | 8752.8 | 8165.5629355514 | 587.237064448597 |
5 | 7952.7 | 8031.2029355514 | -78.5029355514001 |
6 | 8694.3 | 8125.4629355514 | 568.837064448604 |
7 | 7787 | 7675.00323315899 | 111.996766841012 |
8 | 8474.2 | 8137.24323315899 | 336.956766841012 |
9 | 9154.7 | 9565.4232331590 | -410.723233158992 |
10 | 8557.2 | 8050.82323315899 | 506.376766841009 |
11 | 7951.1 | 8158.29323315899 | -207.193233158988 |
12 | 9156.7 | 8814.33323315899 | 342.366766841013 |
13 | 7865.7 | 7470.02876857861 | 395.671231421387 |
14 | 7337.4 | 7081.1270583262 | 256.272941673806 |
15 | 9131.7 | 8910.51705832619 | 221.182941673811 |
16 | 8814.6 | 8986.14705832619 | -171.54705832619 |
17 | 8598.8 | 8851.78705832619 | -252.987058326191 |
18 | 8439.6 | 8946.04705832619 | -506.447058326191 |
19 | 7451.8 | 8495.58735593379 | -1043.78735593379 |
20 | 8016.2 | 8957.82735593378 | -941.627355933786 |
21 | 9544.1 | 10386.0073559338 | -841.907355933784 |
22 | 8270.7 | 8871.40735593378 | -600.707355933784 |
23 | 8102.2 | 8978.87735593379 | -876.677355933786 |
24 | 9369 | 9634.91735593379 | -265.917355933785 |
25 | 7657.7 | 8290.6128913534 | -632.912891353406 |
26 | 7816.6 | 7901.71118110099 | -85.1111811009849 |
27 | 9391.3 | 9731.10118110098 | -339.801181100985 |
28 | 9445.4 | 9806.73118110098 | -361.331181100985 |
29 | 9533.1 | 9672.37118110099 | -139.271181100985 |
30 | 10068.7 | 9766.63118110099 | 302.068818899015 |
31 | 8955.5 | 9316.17147870858 | -360.67147870858 |
32 | 10423.9 | 9778.41147870858 | 645.48852129142 |
33 | 11617.2 | 11206.5914787086 | 410.608521291422 |
34 | 9391.1 | 9691.99147870858 | -300.891478708579 |
35 | 10872 | 9799.46147870858 | 1072.53852129142 |
36 | 10230.4 | 10455.5014787086 | -225.101478708580 |
37 | 9221 | 9111.1970141282 | 109.802985871800 |
38 | 9428.6 | 8722.29530387578 | 706.304696124221 |
39 | 10934.5 | 10551.6853038758 | 382.814696124222 |
40 | 10986 | 10627.3153038758 | 358.684696124221 |
41 | 11724.6 | 10492.9553038758 | 1231.64469612422 |
42 | 11180.9 | 10587.2153038758 | 593.68469612422 |
43 | 11163.2 | 10136.7556014834 | 1026.44439851663 |
44 | 11240.9 | 10598.9956014834 | 641.904398516626 |
45 | 12107.1 | 12027.1756014834 | 79.9243985166273 |
46 | 10762.3 | 10512.5756014834 | 249.724398516626 |
47 | 11340.4 | 10620.0456014834 | 720.354398516625 |
48 | 11266.8 | 11276.0856014834 | -9.28560148337375 |
49 | 9542.7 | 9931.781136903 | -389.081136902994 |
50 | 9227.7 | 9542.87942665057 | -315.179426650573 |
51 | 10571.9 | 11372.2694266506 | -800.369426650573 |
52 | 10774.4 | 11447.8994266506 | -673.499426650573 |
53 | 10392.8 | 11313.5394266506 | -920.739426650575 |
54 | 9920.2 | 11407.7994266506 | -1487.59942665057 |
55 | 9884.9 | 9514.03674818223 | 370.863251817773 |
56 | 10174.5 | 9976.27674818223 | 198.223251817774 |
57 | 11395.4 | 11404.4567481822 | -9.05674818222588 |
58 | 10760.2 | 9889.85674818223 | 870.343251817775 |
59 | 10570.1 | 9997.32674818223 | 572.773251817774 |
60 | 10536 | 10653.3667481822 | -117.366748182226 |
61 | 9902.6 | 9309.06228360185 | 593.537716398154 |
62 | 8889 | 8920.16057334943 | -31.160573349427 |
63 | 10837.3 | 10749.5505733494 | 87.7494266505743 |
64 | 11624.1 | 10825.1805733494 | 798.919426650575 |
65 | 10509 | 10690.8205733494 | -181.820573349426 |
66 | 10984.9 | 10785.0805733494 | 199.819426650573 |
67 | 10649.1 | 10334.6208709570 | 314.47912904298 |
68 | 10855.7 | 10796.8608709570 | 58.83912904298 |
69 | 11677.4 | 12225.0408709570 | -547.640870957020 |
70 | 10760.2 | 10710.4408709570 | 49.7591290429804 |
71 | 10046.2 | 10817.9108709570 | -771.71087095702 |
72 | 10772.8 | 11473.9508709570 | -701.150870957021 |
73 | 9987.7 | 10129.6464063766 | -141.946406376641 |
74 | 8638.7 | 9740.74469612422 | -1102.04469612422 |
75 | 11063.7 | 11570.1346961242 | -506.434696124219 |
76 | 11855.7 | 11645.7646961242 | 209.935303875781 |
77 | 10684.5 | 11511.4046961242 | -826.90469612422 |
78 | 11337.4 | 11605.6646961242 | -268.264696124222 |
79 | 10478 | 11155.2049937318 | -677.204993731815 |
80 | 11123.9 | 11617.4449937318 | -493.544993731816 |
81 | 12909.3 | 13045.6249937318 | -136.324993731815 |
82 | 11339.9 | 11531.0249937318 | -191.124993731815 |
83 | 10462.2 | 11638.4949937318 | -1176.29499373181 |
84 | 12733.5 | 12294.5349937318 | 438.965006268185 |
85 | 10519.2 | 10950.2305291514 | -431.030529151435 |
86 | 10414.9 | 10561.3288188990 | -146.428818899016 |
87 | 12476.8 | 12390.7188188990 | 86.0811811009855 |
88 | 12384.6 | 12466.3488188990 | -81.7488188990137 |
89 | 12266.7 | 12331.9888188990 | -65.288818899014 |
90 | 12919.9 | 12426.2488188990 | 493.651181100984 |
91 | 11497.3 | 11975.7891165066 | -478.489116506611 |
92 | 12142 | 12438.0291165066 | -296.029116506610 |
93 | 13919.4 | 13866.2091165066 | 53.1908834933911 |
94 | 12656.8 | 12351.6091165066 | 305.190883493390 |
95 | 12034.1 | 12459.0791165066 | -424.979116506609 |
96 | 13199.7 | 13115.1191165066 | 84.5808834933917 |
97 | 10881.3 | 11770.8146519262 | -889.51465192623 |
98 | 11301.2 | 11381.9129416738 | -80.7129416738088 |
99 | 13643.9 | 13211.3029416738 | 432.597058326191 |
100 | 12517 | 13286.9329416738 | -769.932941673809 |
101 | 13981.1 | 13152.5729416738 | 828.527058326191 |
102 | 14275.7 | 13246.8329416738 | 1028.86705832619 |
103 | 13435 | 12796.3732392814 | 638.626760718596 |
104 | 13565.7 | 13258.6132392814 | 307.086760718597 |
105 | 16216.3 | 14686.7932392814 | 1529.50676071860 |
106 | 12970 | 13172.1932392814 | -202.193239281403 |
107 | 14079.9 | 13279.6632392814 | 800.236760718596 |
108 | 14235 | 13935.7032392814 | 299.296760718597 |
109 | 12213.4 | 12591.3987747010 | -377.998774701024 |
110 | 12581 | 12202.4970644486 | 378.502935551396 |
111 | 14130.4 | 14031.8870644486 | 98.5129355513976 |
112 | 14210.8 | 14107.5170644486 | 103.282935551397 |
113 | 14378.5 | 13973.1570644486 | 405.342935551397 |
114 | 13142.8 | 14067.4170644486 | -924.617064448604 |
115 | 13714.7 | 13616.9573620562 | 97.7426379438026 |
116 | 13621.9 | 14079.1973620562 | -457.297362056198 |
117 | 15379.8 | 15507.3773620562 | -127.577362056198 |
118 | 13306.3 | 13992.7773620562 | -686.477362056198 |
119 | 14391.2 | 14100.2473620562 | 290.952637943803 |
120 | 14909.9 | 14756.2873620562 | 153.612637943802 |
121 | 14552.7 | 13411.9828974758 | 1140.71710252418 |