Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 1.87529411764706 + 0.622058823529412x[t] -0.0960539215686276M1[t] -0.24328431372549M2[t] -0.130514705882353M3[t] -0.177745098039215M4[t] -0.0849754901960783M5[t] -0.152205882352941M6[t] -0.0994362745098037M7[t] -0.126666666666666M8[t] -0.113897058823529M9[t] -0.285539215686274M10[t] -0.212769607843137M11[t] + 0.00723039215686275t + 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) | 1.87529411764706 | 0.303896 | 6.1708 | 0 | 0 |
x | 0.622058823529412 | 0.381864 | 1.629 | 0.110142 | 0.055071 |
M1 | -0.0960539215686276 | 0.372439 | -0.2579 | 0.797631 | 0.398815 |
M2 | -0.24328431372549 | 0.372086 | -0.6538 | 0.516471 | 0.258235 |
M3 | -0.130514705882353 | 0.371786 | -0.351 | 0.727155 | 0.363578 |
M4 | -0.177745098039215 | 0.371541 | -0.4784 | 0.634632 | 0.317316 |
M5 | -0.0849754901960783 | 0.37135 | -0.2288 | 0.820017 | 0.410008 |
M6 | -0.152205882352941 | 0.371214 | -0.41 | 0.683693 | 0.341847 |
M7 | -0.0994362745098037 | 0.371132 | -0.2679 | 0.789953 | 0.394977 |
M8 | -0.126666666666666 | 0.371105 | -0.3413 | 0.734415 | 0.367207 |
M9 | -0.113897058823529 | 0.371132 | -0.3069 | 0.760311 | 0.380156 |
M10 | -0.285539215686274 | 0.363718 | -0.7851 | 0.436445 | 0.218223 |
M11 | -0.212769607843137 | 0.363635 | -0.5851 | 0.561327 | 0.280664 |
t | 0.00723039215686275 | 0.0045 | 1.6066 | 0.114976 | 0.057488 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.397852670050638 |
R-squared | 0.158286747066422 |
Adjusted R-squared | -0.0795887374582847 |
F-TEST (value) | 0.66541849565831 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 46 |
p-value | 0.785096539726594 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.574912981294892 |
Sum Squared Residuals | 15.2041470588235 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1.3 | 1.78647058823530 | -0.486470588235295 |
2 | 1.2 | 1.64647058823529 | -0.446470588235294 |
3 | 1.6 | 1.76647058823529 | -0.166470588235294 |
4 | 1.7 | 1.72647058823529 | -0.0264705882352942 |
5 | 1.5 | 1.82647058823529 | -0.326470588235294 |
6 | 0.9 | 1.76647058823529 | -0.866470588235294 |
7 | 1.5 | 1.82647058823529 | -0.326470588235294 |
8 | 1.4 | 1.80647058823529 | -0.406470588235294 |
9 | 1.6 | 1.82647058823529 | -0.226470588235294 |
10 | 1.7 | 1.66205882352941 | 0.0379411764705885 |
11 | 1.4 | 1.74205882352941 | -0.342058823529412 |
12 | 1.8 | 1.96205882352941 | -0.162058823529412 |
13 | 1.7 | 1.87323529411765 | -0.173235294117647 |
14 | 1.4 | 1.73323529411765 | -0.333235294117647 |
15 | 1.2 | 1.85323529411765 | -0.653235294117647 |
16 | 1 | 1.81323529411765 | -0.813235294117647 |
17 | 1.7 | 1.91323529411765 | -0.213235294117647 |
18 | 2.4 | 1.85323529411765 | 0.546764705882353 |
19 | 2 | 1.91323529411765 | 0.0867647058823529 |
20 | 2.1 | 1.89323529411765 | 0.206764705882353 |
21 | 2 | 1.91323529411765 | 0.086764705882353 |
22 | 1.8 | 1.74882352941176 | 0.0511764705882355 |
23 | 2.7 | 1.82882352941176 | 0.871176470588235 |
24 | 2.3 | 2.04882352941176 | 0.251176470588235 |
25 | 1.9 | 1.96 | -0.0599999999999997 |
26 | 2 | 1.82 | 0.18 |
27 | 2.3 | 1.94 | 0.36 |
28 | 2.8 | 1.9 | 0.9 |
29 | 2.4 | 2 | 0.4 |
30 | 2.3 | 1.94 | 0.36 |
31 | 2.7 | 2 | 0.7 |
32 | 2.7 | 1.98 | 0.72 |
33 | 2.9 | 2 | 0.9 |
34 | 3 | 2.45764705882353 | 0.542352941176471 |
35 | 2.2 | 1.91558823529412 | 0.284411764705882 |
36 | 2.3 | 2.13558823529412 | 0.164411764705882 |
37 | 2.8 | 2.04676470588235 | 0.753235294117647 |
38 | 2.8 | 1.90676470588235 | 0.893235294117647 |
39 | 2.8 | 2.02676470588235 | 0.773235294117647 |
40 | 2.2 | 1.98676470588235 | 0.213235294117647 |
41 | 2.6 | 2.08676470588235 | 0.513235294117647 |
42 | 2.8 | 2.02676470588235 | 0.773235294117647 |
43 | 2.5 | 2.08676470588235 | 0.413235294117647 |
44 | 2.4 | 2.06676470588235 | 0.333235294117647 |
45 | 2.3 | 2.08676470588235 | 0.213235294117647 |
46 | 1.9 | 1.92235294117647 | -0.0223529411764706 |
47 | 1.7 | 2.00235294117647 | -0.302352941176471 |
48 | 2 | 2.22235294117647 | -0.222352941176471 |
49 | 2.1 | 2.13352941176471 | -0.0335294117647055 |
50 | 1.7 | 1.99352941176471 | -0.293529411764706 |
51 | 1.8 | 2.11352941176471 | -0.313529411764706 |
52 | 1.8 | 2.07352941176471 | -0.273529411764706 |
53 | 1.8 | 2.17352941176471 | -0.373529411764706 |
54 | 1.3 | 2.11352941176471 | -0.813529411764706 |
55 | 1.3 | 2.17352941176471 | -0.873529411764706 |
56 | 1.3 | 2.15352941176471 | -0.853529411764706 |
57 | 1.2 | 2.17352941176471 | -0.973529411764706 |
58 | 1.4 | 2.00911764705882 | -0.609117647058824 |
59 | 2.2 | 2.71117647058824 | -0.511176470588235 |
60 | 2.9 | 2.93117647058824 | -0.0311764705882354 |