Multiple Linear Regression - Estimated Regression Equation |
Invoer[t] = + 7869.80009652671 + 10.7082581653394Olie[t] -875.38454075501Dummy[t] -1583.57426391402M1[t] -1955.83546690942M2[t] -150.739266635560M3[t] -96.9401669836693M4[t] -233.534954889208M5[t] -163.568754615346M6[t] -737.94713292734M7[t] -350.115580867266M8[t] + 980.311968392369M9[t] -614.050608630227M10[t] -579.489900427006M11[t] + 44.2111599136690t + 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) | 7869.80009652671 | 199.914784 | 39.3658 | 0 | 0 |
Olie | 10.7082581653394 | 2.144993 | 4.9922 | 2e-06 | 1e-06 |
Dummy | -875.38454075501 | 219.868671 | -3.9814 | 0.000126 | 6.3e-05 |
M1 | -1583.57426391402 | 239.076461 | -6.6237 | 0 | 0 |
M2 | -1955.83546690942 | 239.256795 | -8.1746 | 0 | 0 |
M3 | -150.739266635560 | 238.725395 | -0.6314 | 0.529129 | 0.264565 |
M4 | -96.9401669836693 | 238.539251 | -0.4064 | 0.685283 | 0.342641 |
M5 | -233.534954889208 | 238.943868 | -0.9774 | 0.330636 | 0.165318 |
M6 | -163.568754615346 | 239.615597 | -0.6826 | 0.496344 | 0.248172 |
M7 | -737.94713292734 | 239.02596 | -3.0873 | 0.002584 | 0.001292 |
M8 | -350.115580867266 | 238.806575 | -1.4661 | 0.145608 | 0.072804 |
M9 | 980.311968392369 | 238.474432 | 4.1108 | 7.8e-05 | 3.9e-05 |
M10 | -614.050608630227 | 238.348816 | -2.5763 | 0.011377 | 0.005689 |
M11 | -579.489900427006 | 238.288651 | -2.4319 | 0.016713 | 0.008356 |
t | 44.2111599136690 | 5.390106 | 8.2023 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.968841873357274 |
R-squared | 0.938654575570432 |
Adjusted R-squared | 0.93047518564649 |
F-TEST (value) | 114.758506966741 |
F-TEST (DF numerator) | 14 |
F-TEST (DF denominator) | 105 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 532.777114478819 |
Sum Squared Residuals | 29804402.6397996 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 7272.2 | 7026.47377327344 | 245.726226726556 |
2 | 6680.1 | 6714.48611743972 | -34.3861174397204 |
3 | 8427.6 | 8564.86430344377 | -137.264303443772 |
4 | 8752.8 | 8713.20337638642 | 39.5966236135775 |
5 | 7952.7 | 8589.76579971507 | -637.065799715072 |
6 | 8694.3 | 8632.19783019483 | 62.1021698051725 |
7 | 7787 | 8018.50619810685 | -231.506198106854 |
8 | 8474.2 | 8418.42413558458 | 55.7758644154223 |
9 | 9154.7 | 9755.5839411792 | -600.883941179194 |
10 | 8557.2 | 8227.91986621748 | 329.280133782521 |
11 | 7951.1 | 8309.90421178397 | -358.804211783973 |
12 | 9156.7 | 8897.1971943625 | 259.502805637506 |
13 | 7865.7 | 7355.69243872908 | 510.007561270923 |
14 | 7337.4 | 7012.65083421586 | 324.749165784136 |
15 | 9131.7 | 8906.93287869782 | 224.767121302178 |
16 | 8814.6 | 8989.9515768319 | -175.351576831907 |
17 | 8598.8 | 8851.52243872908 | -252.722438729078 |
18 | 8439.6 | 8902.5210757411 | -462.921075741106 |
19 | 7451.8 | 8403.40780602227 | -951.607806022265 |
20 | 8016.2 | 8815.10482748186 | -798.904827481864 |
21 | 9544.1 | 10280.7637310606 | -736.663731060551 |
22 | 8270.7 | 8829.12828907275 | -558.428289072747 |
23 | 8102.2 | 8921.82089280458 | -819.62089280458 |
24 | 9369 | 9557.30103712713 | -188.301037127127 |
25 | 7657.7 | 8104.67482426603 | -446.974824266027 |
26 | 7816.6 | 7832.30772364405 | -15.7077236440542 |
27 | 9391.3 | 9776.9185815031 | -385.618581503108 |
28 | 9445.4 | 9848.15819565532 | -402.758195655319 |
29 | 9533.1 | 9828.59072318776 | -295.490723187756 |
30 | 10068.7 | 9970.60955460517 | 98.0904453948305 |
31 | 8955.5 | 9451.15059437218 | -495.650594372184 |
32 | 10423.9 | 9951.7261586041 | 472.1738413959 |
33 | 11617.2 | 11340.2856033923 | 276.914396607657 |
34 | 9391.1 | 9650.926830134 | -259.826830134005 |
35 | 10872 | 9875.33100929951 | 996.668990700488 |
36 | 10230.4 | 10568.6357477149 | -338.235747714893 |
37 | 9221 | 8985.36878523665 | 235.631214763349 |
38 | 9428.6 | 8705.50590389894 | 723.094096101058 |
39 | 10934.5 | 10657.6125424737 | 276.887457526268 |
40 | 10986 | 10735.2771115251 | 250.722888474853 |
41 | 11724.6 | 10671.8057805797 | 1052.79421942031 |
42 | 11180.9 | 10533.2682480652 | 647.631751934784 |
43 | 11163.2 | 10005.2426813000 | 1157.95731870004 |
44 | 11240.9 | 10497.2516389996 | 743.648361000398 |
45 | 12107.1 | 11803.3574959147 | 303.742504085267 |
46 | 10762.3 | 10275.6934209530 | 486.60657904698 |
47 | 11340.4 | 10409.0774057131 | 931.322594286859 |
48 | 11266.8 | 11010.2911239066 | 256.508876093397 |
49 | 9542.7 | 9400.25351601501 | 142.446483984987 |
50 | 9227.7 | 9098.97411834662 | 128.725881653375 |
51 | 10571.9 | 10942.9273494515 | -371.027349451488 |
52 | 10774.4 | 10874.9596074543 | -100.559607454288 |
53 | 10392.8 | 10689.4141334240 | -296.614133423966 |
54 | 9920.2 | 10800.3790161619 | -880.179016161893 |
55 | 9884.9 | 9420.52707660537 | 464.372923394627 |
56 | 10174.5 | 9876.12795654286 | 298.372043457138 |
57 | 11395.4 | 11393.1864993152 | 2.21350068482127 |
58 | 10760.2 | 9909.42628283136 | 850.773717168644 |
59 | 10570.1 | 9993.55228003092 | 576.547719969084 |
60 | 10536 | 10579.7744367929 | -43.7744367929032 |
61 | 9902.6 | 9080.0318880043 | 822.568111995691 |
62 | 8889 | 8787.31909686819 | 101.680903131807 |
63 | 10837.3 | 10697.6635285982 | 139.636471401840 |
64 | 11624.1 | 10763.5490136677 | 860.550986332299 |
65 | 10509 | 10566.2244556555 | -57.2244556555056 |
66 | 10984.9 | 10779.9886167807 | 204.911383219307 |
67 | 10649.1 | 10365.4705865680 | 283.629413431967 |
68 | 10855.7 | 10884.2501896810 | -28.5501896810248 |
69 | 11677.4 | 12161.4437495497 | -484.04374954974 |
70 | 10760.2 | 10433.5352468962 | 326.664753103821 |
71 | 10046.2 | 10531.5819797107 | -485.381979710681 |
72 | 10772.8 | 11222.745066493 | -449.945066492995 |
73 | 9987.7 | 9716.5775628052 | 271.122437194804 |
74 | 8638.7 | 9430.28972656828 | -791.589726568283 |
75 | 11063.7 | 11173.5853309190 | -109.885330918955 |
76 | 11855.7 | 11347.6242234584 | 508.075776541575 |
77 | 10684.5 | 11262.7363761823 | -578.236376182293 |
78 | 11337.4 | 11406.8968592328 | -69.4968592327751 |
79 | 10478 | 10930.2709316611 | -452.270931661147 |
80 | 11123.9 | 11356.9595145522 | -233.059514552220 |
81 | 12909.3 | 12811.9101599656 | 97.389840034431 |
82 | 11339.9 | 11277.8211301047 | 62.0788698953487 |
83 | 10462.2 | 11490.4462252883 | -1028.24622528828 |
84 | 12733.5 | 12056.3226915361 | 677.177308463874 |
85 | 10519.2 | 10594.0590463262 | -74.8590463262191 |
86 | 10414.9 | 10414.8537917427 | 0.046208257299476 |
87 | 12476.8 | 12251.3112421318 | 225.488757868174 |
88 | 12384.6 | 12548.4951035727 | -163.895103572697 |
89 | 12266.7 | 12299.7709063669 | -33.0709063668722 |
90 | 12919.9 | 12284.3783427538 | 635.521657246202 |
91 | 11497.3 | 11904.1267386702 | -406.826738670225 |
92 | 12142 | 12390.7815672872 | -248.781567287198 |
93 | 13919.4 | 14013.8518658964 | -94.4518658963747 |
94 | 12656.8 | 12467.9837520536 | 188.816247946416 |
95 | 12034.1 | 12439.6730385171 | -405.57303851708 |
96 | 13199.7 | 13290.3891719630 | -90.689171962949 |
97 | 10881.3 | 11835.6213074688 | -954.321307468782 |
98 | 11301.2 | 11707.8156920789 | -406.61569207889 |
99 | 13643.9 | 13549.6272715507 | 94.272728449314 |
100 | 12517 | 13513.7843040495 | -996.784304049503 |
101 | 13981.1 | 13303.6098362389 | 677.4901637611 |
102 | 14275.7 | 13474.5409647027 | 801.15903529727 |
103 | 13435 | 13158.5389096112 | 276.461090388807 |
104 | 13565.7 | 13502.7739046292 | 62.9260953708473 |
105 | 16216.3 | 14921.3164722803 | 1294.98352771965 |
106 | 12970 | 13638.8715093049 | -668.871509304905 |
107 | 14079.9 | 13739.0598937525 | 340.840106247525 |
108 | 14235 | 14346.6985668451 | -111.69856684514 |
109 | 12213.4 | 12964.7468578753 | -751.34685787528 |
110 | 12581 | 12610.9969951967 | -29.9969951967282 |
111 | 14130.4 | 14087.6569712304 | 42.7430287695496 |
112 | 14210.8 | 14030.3974873986 | 180.40251260141 |
113 | 14378.5 | 13958.3595499209 | 420.140450079136 |
114 | 13142.8 | 14179.6194917618 | -1036.81949176179 |
115 | 13714.7 | 13359.2584770828 | 355.441522917233 |
116 | 13621.9 | 13945.5001066374 | -323.600106637398 |
117 | 15379.8 | 15439.0004814460 | -59.2004814459686 |
118 | 13306.3 | 14063.3936724321 | -757.093672432074 |
119 | 14391.2 | 14138.9530630994 | 252.246936900639 |
120 | 14909.9 | 14880.4449632588 | 29.4550367412305 |