Multiple Linear Regression - Estimated Regression Equation |
y [t] = + 2324.06337310277 -226.385033602657 x -451.374973256309 M1 -635.461053323771 M2 -583.133697991392 M3 -694.556342659014 M4 -555.478987326639 M5 -609.464131994259 M6 -532.074276661885 M7 -515.434421329508 M8 -460.85706599713 M9 -319.717210664754 M10 -118.389855332377 M11 -1.76485533237686 t + 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) | 2324.06337310277 | 44.0299392001587 | 52.7837061627012 | 1.19694569468549e-110 | 5.98472847342747e-111 |
x | -226.385033602657 | 41.0372264217049 | -5.51657734556155 | 1.20292777169205e-07 | 6.01463885846025e-08 |
M1 | -451.374973256309 | 53.9429188998096 | -8.36764087784471 | 1.67221269262829e-14 | 8.36106346314144e-15 |
M2 | -635.461053323771 | 53.9414791937995 | -11.7805641006007 | 4.69922120875431e-24 | 2.34961060437715e-24 |
M3 | -583.133697991392 | 53.9312872347523 | -10.8125306828507 | 2.87306643189068e-21 | 1.43653321594534e-21 |
M4 | -694.556342659014 | 53.9221664805898 | -12.8807202675922 | 2.98753690204156e-27 | 1.49376845102078e-27 |
M5 | -555.478987326639 | 53.9141174749652 | -10.3030340352798 | 8.07738823933078e-20 | 4.03869411966539e-20 |
M6 | -609.464131994259 | 53.9071406979543 | -11.3058144821506 | 1.10404950633647e-22 | 5.52024753168235e-23 |
M7 | -532.074276661885 | 53.9012365659136 | -9.8712814503102 | 1.32473086791886e-18 | 6.6236543395943e-19 |
M8 | -515.434421329508 | 53.8964054313543 | -9.56342852931066 | 9.54296124458896e-18 | 4.77148062229448e-18 |
M9 | -460.85706599713 | 53.8926475828389 | -8.55139034111737 | 5.43649352166901e-15 | 2.71824676083450e-15 |
M10 | -319.717210664754 | 53.8899632448941 | -5.93277841389224 | 1.51882754753869e-08 | 7.59413773769347e-09 |
M11 | -118.389855332377 | 53.8883525779441 | -2.19694701487001 | 0.0293158496528886 | 0.0146579248264443 |
t | -1.76485533237686 | 0.240551429858131 | -7.33670688807674 | 7.46953991690861e-12 | 3.73476995845430e-12 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.861322441473346 |
R-squared | 0.741876348185605 |
Adjusted R-squared | 0.723024620805902 |
F-TEST (value) | 39.3532291891914 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 178 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 152.417759557721 |
Sum Squared Residuals | 4135148.87028996 |