Multiple Linear Regression - Estimated Regression Equation |
Goud[t] = + 9521.03968922578 -485.323390468976inflatie[t] + 70.033067018788M1[t] + 157.990803021074M2[t] + 122.483860929558M3[t] -80.0389996400236M4[t] + 7.78639731535772M5[t] + 11.9570689363958M6[t] -447.924001917602M7[t] -379.366265915322M8[t] -415.034401150561M9[t] -321.889600767041M10[t] -333.86420381166M11[t] + 140.561667425859t + 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) | 9521.03968922578 | 778.055675 | 12.237 | 0 | 0 |
inflatie | -485.323390468976 | 286.152717 | -1.696 | 0.096639 | 0.04832 |
M1 | 70.033067018788 | 736.711412 | 0.0951 | 0.924679 | 0.462339 |
M2 | 157.990803021074 | 735.537373 | 0.2148 | 0.830875 | 0.415438 |
M3 | 122.483860929558 | 735.575189 | 0.1665 | 0.868482 | 0.434241 |
M4 | -80.0389996400236 | 733.676362 | -0.1091 | 0.913603 | 0.456802 |
M5 | 7.78639731535772 | 733.166242 | 0.0106 | 0.991572 | 0.495786 |
M6 | 11.9570689363958 | 732.1778 | 0.0163 | 0.987041 | 0.493521 |
M7 | -447.924001917602 | 731.746783 | -0.6121 | 0.543466 | 0.271733 |
M8 | -379.366265915322 | 731.110496 | -0.5189 | 0.606325 | 0.303162 |
M9 | -415.034401150561 | 730.798946 | -0.5679 | 0.572852 | 0.286426 |
M10 | -321.889600767041 | 730.502495 | -0.4406 | 0.661537 | 0.330768 |
M11 | -333.86420381166 | 730.59874 | -0.457 | 0.649841 | 0.32492 |
t | 140.561667425859 | 9.172729 | 15.3239 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.91870547257001 |
R-squared | 0.844019745330085 |
Adjusted R-squared | 0.799938369010327 |
F-TEST (value) | 19.1468555611266 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 46 |
p-value | 2.48689957516035e-14 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1154.65073860238 |
Sum Squared Residuals | 61328043.095131 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 10511 | 9197.77869415459 | 1313.22130584542 |
2 | 10812 | 9329.2334194889 | 1482.7665805111 |
3 | 10738 | 9482.82048387014 | 1255.17951612986 |
4 | 10171 | 9226.72993453882 | 944.270065461176 |
5 | 9721 | 9406.58465987317 | 314.415340126828 |
6 | 9897 | 9648.38167701386 | 248.618322986138 |
7 | 9828 | 9620.2563078671 | 207.743692132889 |
8 | 9924 | 9538.18167701386 | 385.818322986137 |
9 | 10371 | 9691.60754825138 | 679.392451748619 |
10 | 10846 | 9828.24933796697 | 1017.75066203303 |
11 | 10413 | 9908.30406330131 | 504.695936698691 |
12 | 10709 | 10528.3269516795 | 180.673048320477 |
13 | 10662 | 10544.7923299366 | 117.207670063421 |
14 | 10570 | 10821.8440724116 | -251.844072411618 |
15 | 10297 | 11072.4958148867 | -775.495814886657 |
16 | 10635 | 11107.5992998367 | -472.599299836731 |
17 | 10872 | 11433.0510423118 | -561.051042311765 |
18 | 10296 | 11238.0570080304 | -942.057008030382 |
19 | 10383 | 10579.0112312740 | -196.011231273959 |
20 | 10431 | 10982.2599908897 | -551.259990889688 |
21 | 10574 | 11038.6211840334 | -464.621184033411 |
22 | 10653 | 11320.8599908897 | -667.859990889688 |
23 | 10805 | 11546.5117333647 | -741.511733364724 |
24 | 10872 | 11584.1465531802 | -712.146553180164 |
25 | 10625 | 11988.8706438124 | -1363.87064381240 |
26 | 10407 | 12411.5194034281 | -2004.51940342814 |
27 | 10463 | 12468.0417897156 | -2005.04178971558 |
28 | 10556 | 12260.4835794312 | -1704.48357943117 |
29 | 10646 | 12246.2089485779 | -1600.20894857792 |
30 | 10702 | 12585.0706438124 | -1883.07064381241 |
31 | 11353 | 12314.2835794312 | -961.283579431169 |
32 | 11346 | 12329.2736266717 | -983.273626671717 |
33 | 11451 | 12434.1671588623 | -983.167158862338 |
34 | 11964 | 12570.8089485779 | -606.808948577922 |
35 | 12574 | 12650.8636739123 | -76.8636739122658 |
36 | 13031 | 13513.5482575250 | -482.548257524965 |
37 | 13812 | 13675.6106529227 | 136.389347077286 |
38 | 14544 | 13661.4683611164 | 882.531638883626 |
39 | 14931 | 13766.5230864507 | 1164.47691354928 |
40 | 14886 | 13704.561893307 | 1181.43810669301 |
41 | 16005 | 14224.1429919696 | 1780.85700803038 |
42 | 17064 | 14174.7459748289 | 2889.25402517107 |
43 | 15168 | 13758.361893307 | 1409.63810669301 |
44 | 16050 | 14113.0783138758 | 1936.92168612418 |
45 | 15839 | 14266.5041851133 | 1572.49581488666 |
46 | 15137 | 14548.7429919696 | 588.257008030381 |
47 | 14954 | 14871.4594125385 | 82.5405874615483 |
48 | 15648 | 15442.9499618698 | 205.050038130236 |
49 | 15305 | 15507.9476791737 | -202.947679173718 |
50 | 15579 | 15687.9347435550 | -108.934743554969 |
51 | 16348 | 15987.1188250769 | 360.881174923100 |
52 | 15928 | 15876.6252928863 | 51.3747071137194 |
53 | 16171 | 16105.0123572675 | 65.9876427324785 |
54 | 15937 | 16249.7446963144 | -312.744696314419 |
55 | 15713 | 16173.0869881208 | -460.086988120768 |
56 | 15594 | 16382.2063915489 | -788.206391548907 |
57 | 15683 | 16487.0999237395 | -804.099923739527 |
58 | 16438 | 16769.3387305958 | -331.338730595804 |
59 | 17032 | 16800.8611168833 | 231.138883116751 |
60 | 17696 | 16887.0282757456 | 808.971724254413 |