Multiple Linear Regression - Estimated Regression Equation |
S.Diff[t] = + 2.73383838383838 -4.56161616161616Reg[t] + 3.02811447811448M1[t] + 5.33552188552189M2[t] + 4.46792929292929M3[t] + 1.02533670033670M4[t] + 2.10774410774411M5[t] + 3.94015151515152M6[t] + 0.797558922558923M7[t] + 4.05496632996633M8[t] + 3.83737373737374M9[t] + 1.49478114478115M10[t] + 2.22718855218855M11[t] + 0.0425925925925926t + 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) | 2.73383838383838 | 4.337858 | 0.6302 | 0.532759 | 0.266379 |
Reg | -4.56161616161616 | 3.649901 | -1.2498 | 0.21991 | 0.109955 |
M1 | 3.02811447811448 | 5.041948 | 0.6006 | 0.5521 | 0.27605 |
M2 | 5.33552188552189 | 5.030582 | 1.0606 | 0.29634 | 0.14817 |
M3 | 4.46792929292929 | 5.021724 | 0.8897 | 0.379868 | 0.189934 |
M4 | 1.02533670033670 | 5.015387 | 0.2044 | 0.83923 | 0.419615 |
M5 | 2.10774410774411 | 5.011581 | 0.4206 | 0.676712 | 0.338356 |
M6 | 3.94015151515152 | 5.010312 | 0.7864 | 0.437075 | 0.218538 |
M7 | 0.797558922558923 | 5.011581 | 0.1591 | 0.874498 | 0.437249 |
M8 | 4.05496632996633 | 5.015387 | 0.8085 | 0.424421 | 0.212211 |
M9 | 3.83737373737374 | 5.021724 | 0.7642 | 0.450046 | 0.225023 |
M10 | 1.49478114478115 | 5.030582 | 0.2971 | 0.768168 | 0.384084 |
M11 | 2.22718855218855 | 5.041948 | 0.4417 | 0.66148 | 0.33074 |
t | 0.0425925925925926 | 0.112785 | 0.3776 | 0.708042 | 0.354021 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.359675154339017 |
R-squared | 0.129366216648795 |
Adjusted R-squared | -0.203523171103136 |
F-TEST (value) | 0.388616223311988 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 34 |
p-value | 0.964215191950452 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 7.03257413259763 |
Sum Squared Residuals | 1681.54136363636 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 7.9 | 5.80454545454545 | 2.09545454545455 |
2 | 8.9 | 8.15454545454545 | 0.745454545454546 |
3 | 21.1 | 7.32954545454545 | 13.7704545454545 |
4 | -10 | 3.92954545454546 | -13.9295454545455 |
5 | 0.3 | 5.05454545454545 | -4.75454545454545 |
6 | 7.8 | 6.92954545454545 | 0.870454545454546 |
7 | 0.2 | 3.82954545454546 | -3.62954545454546 |
8 | 4 | 7.12954545454546 | -3.12954545454546 |
9 | 15.8 | 6.95454545454545 | 8.84545454545455 |
10 | 2.6 | 4.65454545454545 | -2.05454545454545 |
11 | 6.6 | 5.42954545454546 | 1.17045454545454 |
12 | 4.5 | -1.31666666666667 | 5.81666666666667 |
13 | -3.8 | 1.75404040404041 | -5.5540404040404 |
14 | 6.8 | 4.1040404040404 | 2.6959595959596 |
15 | 6.8 | 3.27904040404040 | 3.52095959595960 |
16 | 8.1 | -0.120959595959597 | 8.2209595959596 |
17 | 1.2 | 1.00404040404040 | 0.195959595959596 |
18 | -0.6 | 2.87904040404040 | -3.47904040404040 |
19 | 3.8 | -0.220959595959597 | 4.0209595959596 |
20 | 7.7 | 3.07904040404040 | 4.6209595959596 |
21 | -5.5 | 2.90404040404041 | -8.40404040404041 |
22 | -10 | 0.604040404040406 | -10.6040404040404 |
23 | -1.1 | 1.37904040404040 | -2.47904040404041 |
24 | -1.1 | -0.805555555555557 | -0.294444444444443 |
25 | -3.9 | 2.26515151515152 | -6.16515151515152 |
26 | 0.3 | 4.61515151515151 | -4.31515151515151 |
27 | -12.5 | 3.79015151515151 | -16.2901515151515 |
28 | 2.3 | 0.390151515151514 | 1.90984848484849 |
29 | 6.9 | 1.51515151515151 | 5.38484848484849 |
30 | 10.8 | 3.39015151515152 | 7.40984848484849 |
31 | -2.2 | 0.290151515151514 | -2.49015151515151 |
32 | 8.2 | 3.59015151515151 | 4.60984848484848 |
33 | 3.8 | 3.41515151515151 | 0.384848484848485 |
34 | 4.1 | 1.11515151515152 | 2.98484848484848 |
35 | 5.1 | 1.89015151515151 | 3.20984848484849 |
36 | 0.7 | -0.294444444444445 | 0.994444444444445 |
37 | 12.4 | 2.77626262626263 | 9.62373737373737 |
38 | 6 | 5.12626262626263 | 0.873737373737375 |
39 | 3.3 | 4.30126262626263 | -1.00126262626263 |
40 | 4.7 | 0.901262626262626 | 3.79873737373737 |
41 | 1.2 | 2.02626262626263 | -0.826262626262627 |
42 | -0.9 | 3.90126262626263 | -4.80126262626263 |
43 | 2.9 | 0.801262626262625 | 2.09873737373737 |
44 | -2 | 4.10126262626263 | -6.10126262626263 |
45 | 3.1 | 3.92626262626263 | -0.826262626262626 |
46 | 11.3 | 1.62626262626263 | 9.67373737373737 |
47 | 0.5 | 2.40126262626263 | -1.90126262626263 |
48 | -6.3 | 0.216666666666668 | -6.51666666666667 |