Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 8.24455407969638 -0.587855787476284x[t] -0.0593358633776172M1[t] -0.0646299810246668M2[t] + 0.210075901328274M3[t] + 0.164781783681214M4[t] -0.000512333965844012M5[t] -0.308235294117646M6[t] -0.393529411764705M7[t] -0.418823529411764M8[t] + 0.135882352941177M9[t] + 0.270588235294118M10[t] + 0.185294117647059M11[t] + 0.00529411764705896t + 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) | 8.24455407969638 | 0.205935 | 40.0348 | 0 | 0 |
x | -0.587855787476284 | 0.17735 | -3.3147 | 0.001795 | 0.000898 |
M1 | -0.0593358633776172 | 0.237197 | -0.2502 | 0.803581 | 0.401791 |
M2 | -0.0646299810246668 | 0.236768 | -0.273 | 0.7861 | 0.39305 |
M3 | 0.210075901328274 | 0.236434 | 0.8885 | 0.378885 | 0.189442 |
M4 | 0.164781783681214 | 0.236195 | 0.6977 | 0.488907 | 0.244454 |
M5 | -0.000512333965844012 | 0.236052 | -0.0022 | 0.998278 | 0.499139 |
M6 | -0.308235294117646 | 0.23678 | -1.3018 | 0.199474 | 0.099737 |
M7 | -0.393529411764705 | 0.236255 | -1.6657 | 0.102571 | 0.051286 |
M8 | -0.418823529411764 | 0.235825 | -1.776 | 0.082349 | 0.041175 |
M9 | 0.135882352941177 | 0.23549 | 0.577 | 0.566739 | 0.28337 |
M10 | 0.270588235294118 | 0.23525 | 1.1502 | 0.256 | 0.128 |
M11 | 0.185294117647059 | 0.235106 | 0.7881 | 0.434664 | 0.217332 |
t | 0.00529411764705896 | 0.004751 | 1.1144 | 0.270915 | 0.135458 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.701757416636056 |
R-squared | 0.492463471803710 |
Adjusted R-squared | 0.349029235574324 |
F-TEST (value) | 3.43337465830781 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 46 |
p-value | 0.000966121413879861 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.371659585225281 |
Sum Squared Residuals | 6.35401897533209 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 8 | 8.19051233396588 | -0.190512333965881 |
2 | 8.1 | 8.19051233396584 | -0.0905123339658426 |
3 | 8.3 | 8.47051233396584 | -0.170512333965841 |
4 | 8.2 | 8.43051233396584 | -0.230512333965842 |
5 | 8.1 | 8.27051233396584 | -0.170512333965842 |
6 | 7.7 | 7.9680834914611 | -0.268083491461098 |
7 | 7.6 | 7.8880834914611 | -0.288083491461098 |
8 | 7.7 | 7.8680834914611 | -0.168083491461099 |
9 | 8.2 | 8.4280834914611 | -0.228083491461098 |
10 | 8.4 | 8.5680834914611 | -0.168083491461098 |
11 | 8.4 | 8.4880834914611 | -0.0880834914610977 |
12 | 8.6 | 8.3080834914611 | 0.291916508538901 |
13 | 8.4 | 8.25404174573054 | 0.145958254269460 |
14 | 8.5 | 8.25404174573055 | 0.245958254269451 |
15 | 8.7 | 8.53404174573055 | 0.165958254269450 |
16 | 8.7 | 8.49404174573055 | 0.205958254269450 |
17 | 8.6 | 8.33404174573055 | 0.265958254269450 |
18 | 7.4 | 8.0316129032258 | -0.631612903225806 |
19 | 7.3 | 7.9516129032258 | -0.651612903225806 |
20 | 7.4 | 7.9316129032258 | -0.531612903225806 |
21 | 9 | 8.4916129032258 | 0.508387096774194 |
22 | 9.2 | 8.6316129032258 | 0.568387096774194 |
23 | 9.2 | 8.5516129032258 | 0.648387096774194 |
24 | 8.5 | 8.3716129032258 | 0.128387096774194 |
25 | 8.3 | 8.31757115749525 | -0.0175711574952469 |
26 | 8.3 | 8.31757115749526 | -0.0175711574952562 |
27 | 8.6 | 8.59757115749526 | 0.00242884250474315 |
28 | 8.6 | 8.55757115749526 | 0.0424288425047433 |
29 | 8.5 | 8.39757115749526 | 0.102428842504743 |
30 | 8.1 | 8.09514231499051 | 0.00485768500948562 |
31 | 8.1 | 8.01514231499051 | 0.0848576850094862 |
32 | 8 | 7.99514231499051 | 0.00485768500948614 |
33 | 8.6 | 8.55514231499051 | 0.0448576850094861 |
34 | 8.7 | 8.69514231499051 | 0.00485768500948601 |
35 | 8.7 | 8.61514231499051 | 0.0848576850094858 |
36 | 8.6 | 8.43514231499051 | 0.164857685009486 |
37 | 8.4 | 8.38110056925995 | 0.0188994307400452 |
38 | 8.4 | 8.38110056925996 | 0.0188994307400359 |
39 | 8.7 | 8.66110056925996 | 0.0388994307400352 |
40 | 8.7 | 8.62110056925996 | 0.0788994307400353 |
41 | 8.5 | 8.46110056925996 | 0.0388994307400358 |
42 | 8.3 | 7.57081593927894 | 0.729184060721063 |
43 | 8.3 | 7.49081593927894 | 0.809184060721064 |
44 | 8.3 | 7.47081593927894 | 0.829184060721063 |
45 | 8.1 | 8.03081593927894 | 0.0691840607210626 |
46 | 8.2 | 8.17081593927894 | 0.0291840607210625 |
47 | 8.1 | 8.09081593927894 | 0.00918406072106273 |
48 | 8.1 | 7.91081593927894 | 0.189184060721063 |
49 | 7.9 | 7.85677419354838 | 0.0432258064516217 |
50 | 7.7 | 7.85677419354839 | -0.156774193548388 |
51 | 8.1 | 8.13677419354839 | -0.036774193548388 |
52 | 8 | 8.09677419354839 | -0.0967741935483874 |
53 | 7.7 | 7.93677419354839 | -0.236774193548388 |
54 | 7.8 | 7.63434535104365 | 0.165654648956355 |
55 | 7.6 | 7.55434535104364 | 0.045654648956355 |
56 | 7.4 | 7.53434535104364 | -0.134345351043645 |
57 | 7.7 | 8.09434535104364 | -0.394345351043644 |
58 | 7.8 | 8.23434535104365 | -0.434345351043644 |
59 | 7.5 | 8.15434535104364 | -0.654345351043644 |
60 | 7.2 | 7.97434535104364 | -0.774345351043644 |