Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 94.8900503778337 -7.06429471032747X[t] -4.23912178641401M1[t] -2.57966494742313M2[t] + 10.7083633201391M3[t] + 4.12496301627283M4[t] + 3.08441985526367M5[t] + 16.2581624085403M6[t] -19.1446243652793M7[t] -8.31373895485986M8[t] + 10.5525818639799M9[t] + 13.2739434648755M10[t] + 5.96197173243773M11[t] + 0.411971732437728t + 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) | 94.8900503778337 | 2.787481 | 34.0415 | 0 | 0 |
X | -7.06429471032747 | 2.621794 | -2.6945 | 0.008932 | 0.004466 |
M1 | -4.23912178641401 | 3.393268 | -1.2493 | 0.215977 | 0.107989 |
M2 | -2.57966494742313 | 3.39268 | -0.7604 | 0.449746 | 0.224873 |
M3 | 10.7083633201391 | 3.392976 | 3.156 | 0.00241 | 0.001205 |
M4 | 4.12496301627283 | 3.394156 | 1.2153 | 0.228576 | 0.114288 |
M5 | 3.08441985526367 | 3.396219 | 0.9082 | 0.367081 | 0.183541 |
M6 | 16.2581624085403 | 3.399164 | 4.783 | 1e-05 | 5e-06 |
M7 | -19.1446243652793 | 3.391025 | -5.6457 | 0 | 0 |
M8 | -8.31373895485986 | 3.390655 | -2.452 | 0.016862 | 0.008431 |
M9 | 10.5525818639799 | 3.521784 | 2.9964 | 0.003846 | 0.001923 |
M10 | 13.2739434648755 | 3.519654 | 3.7714 | 0.000349 | 0.000175 |
M11 | 5.96197173243773 | 3.518375 | 1.6945 | 0.09488 | 0.04744 |
t | 0.411971732437728 | 0.054771 | 7.5217 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.906693464419773 |
R-squared | 0.822093038421531 |
Adjusted R-squared | 0.78705075811062 |
F-TEST (value) | 23.4600325985512 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 66 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 6.0932663164952 |
Sum Squared Residuals | 2450.44103064651 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 97.3 | 91.0629003238578 | 6.23709967614223 |
2 | 101 | 93.134328895286 | 7.86567110471397 |
3 | 113.2 | 106.834328895286 | 6.36567110471389 |
4 | 101 | 100.662900323857 | 0.337099676142499 |
5 | 105.7 | 100.034328895286 | 5.66567110471395 |
6 | 113.9 | 113.620043181000 | 0.27995681899968 |
7 | 86.4 | 78.6292281396185 | 7.77077186038148 |
8 | 96.5 | 89.8720852824757 | 6.6279147175243 |
9 | 103.3 | 109.150377833753 | -5.85037783375315 |
10 | 114.9 | 112.283711167086 | 2.61628883291353 |
11 | 105.8 | 105.383711167086 | 0.416288832913513 |
12 | 94.2 | 99.8337111670865 | -5.63371116708647 |
13 | 98.4 | 96.0065611131102 | 2.39343888688982 |
14 | 99.4 | 98.0779896845388 | 1.32201031546120 |
15 | 108.8 | 111.777989684539 | -2.9779896845388 |
16 | 112.6 | 105.606561113110 | 6.99343888688977 |
17 | 104.4 | 104.977989684539 | -0.577989684538794 |
18 | 112.2 | 118.563703970253 | -6.36370397025309 |
19 | 81.1 | 83.5728889288713 | -2.47288892887131 |
20 | 97.1 | 94.8157460717284 | 2.28425392827156 |
21 | 112.6 | 114.094038623006 | -1.49403862300588 |
22 | 113.8 | 117.227371956339 | -3.42737195633921 |
23 | 107.8 | 110.327371956339 | -2.52737195633921 |
24 | 103.2 | 104.777371956339 | -1.57737195633920 |
25 | 103.3 | 100.950221902363 | 2.34977809763709 |
26 | 101.2 | 103.021650473792 | -1.82165047379153 |
27 | 107.7 | 116.721650473792 | -9.02165047379152 |
28 | 110.4 | 110.550221902363 | -0.150221902362953 |
29 | 101.9 | 109.921650473792 | -8.02165047379152 |
30 | 115.9 | 123.507364759506 | -7.60736475950581 |
31 | 89.9 | 81.4522550077966 | 8.44774499220343 |
32 | 88.6 | 92.6951121506537 | -4.09511215065371 |
33 | 117.2 | 111.973404701931 | 5.22659529806886 |
34 | 123.9 | 115.106738035264 | 8.79326196473552 |
35 | 100 | 108.206738035264 | -8.20673803526448 |
36 | 103.6 | 102.656738035264 | 0.943261964735513 |
37 | 94.1 | 98.8295879812882 | -4.72958798128819 |
38 | 98.7 | 100.901016552717 | -2.20101655271681 |
39 | 119.5 | 114.601016552717 | 4.8989834472832 |
40 | 112.7 | 108.429587981288 | 4.27041201871177 |
41 | 104.4 | 107.801016552717 | -3.40101655271681 |
42 | 124.7 | 121.386730838431 | 3.31326916156891 |
43 | 89.1 | 86.3959157970493 | 2.70408420295068 |
44 | 97 | 97.6387729399064 | -0.63877293990644 |
45 | 121.6 | 116.917065491184 | 4.68293450881611 |
46 | 118.8 | 120.050398824517 | -1.25039882451722 |
47 | 114 | 113.150398824517 | 0.849601175482788 |
48 | 111.5 | 107.600398824517 | 3.89960117548279 |
49 | 97.2 | 103.773248770541 | -6.57324877054091 |
50 | 102.5 | 105.844677341970 | -3.34467734196955 |
51 | 113.4 | 119.544677341970 | -6.14467734196953 |
52 | 109.8 | 113.373248770541 | -3.57324877054097 |
53 | 104.9 | 112.744677341970 | -7.84467734196954 |
54 | 126.1 | 126.330391627684 | -0.230391627683832 |
55 | 80 | 91.339576586302 | -11.3395765863020 |
56 | 96.8 | 102.582433729159 | -5.78243372915917 |
57 | 117.2 | 121.860726280437 | -4.66072628043661 |
58 | 112.3 | 124.99405961377 | -12.6940596137700 |
59 | 117.3 | 118.09405961377 | -0.794059613769945 |
60 | 111.1 | 112.54405961377 | -1.44405961376995 |
61 | 102.2 | 108.716909559794 | -6.51690955979364 |
62 | 104.3 | 110.788338131222 | -6.48833813122228 |
63 | 122.9 | 124.488338131222 | -1.58833813122226 |
64 | 107.6 | 118.316909559794 | -10.7169095597937 |
65 | 121.3 | 117.688338131222 | 3.61166186877773 |
66 | 131.5 | 131.274052416937 | 0.225947583063442 |
67 | 89 | 96.2832373755548 | -7.28323737555477 |
68 | 104.4 | 107.526094518412 | -3.1260945184119 |
69 | 128.9 | 126.804387069689 | 2.09561293031066 |
70 | 135.9 | 129.937720403023 | 5.96227959697733 |
71 | 133.3 | 123.037720403023 | 10.2622795969773 |
72 | 121.3 | 117.487720403023 | 3.81227959697732 |
73 | 120.5 | 113.660570349046 | 6.83942965095362 |
74 | 120.4 | 115.731998920475 | 4.668001079525 |
75 | 137.9 | 129.431998920475 | 8.46800107952502 |
76 | 126.1 | 123.260570349046 | 2.83942965095357 |
77 | 133.2 | 122.631998920475 | 10.568001079525 |
78 | 146.6 | 136.217713206189 | 10.3822867938107 |
79 | 103.4 | 101.226898164807 | 2.17310183519251 |
80 | 117.2 | 112.469755307665 | 4.73024469233537 |