Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 121.124348203940 + 7.00173812282735x[t] -1.12492757821549M1[t] -4.90270535599331M2[t] -10.3471498004377M3[t] -14.5693720226600M4[t] -20.2360386893266M5[t] -20.4582609115488M6[t] + 13.2084057551178M7[t] + 24.6528501995622M8[t] + 21.8748792970259M9[t] + 12.0972946440067M10[t] + 3.62500000000001M11[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) | 121.124348203940 | 3.506878 | 34.5391 | 0 | 0 |
x | 7.00173812282735 | 1.979944 | 3.5363 | 0.000635 | 0.000317 |
M1 | -1.12492757821549 | 4.711203 | -0.2388 | 0.811804 | 0.405902 |
M2 | -4.90270535599331 | 4.711203 | -1.0406 | 0.300737 | 0.150368 |
M3 | -10.3471498004377 | 4.711203 | -2.1963 | 0.030558 | 0.015279 |
M4 | -14.5693720226600 | 4.711203 | -3.0925 | 0.00262 | 0.00131 |
M5 | -20.2360386893266 | 4.711203 | -4.2953 | 4.3e-05 | 2.1e-05 |
M6 | -20.4582609115488 | 4.711203 | -4.3425 | 3.6e-05 | 1.8e-05 |
M7 | 13.2084057551178 | 4.711203 | 2.8036 | 0.006151 | 0.003076 |
M8 | 24.6528501995622 | 4.711203 | 5.2328 | 1e-06 | 1e-06 |
M9 | 21.8748792970259 | 4.712487 | 4.6419 | 1.1e-05 | 6e-06 |
M10 | 12.0972946440067 | 4.711203 | 2.5678 | 0.011829 | 0.005915 |
M11 | 3.62500000000001 | 4.847044 | 0.7479 | 0.45642 | 0.22821 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.859946975859105 |
R-squared | 0.73950880128922 |
Adjusted R-squared | 0.705897033713636 |
F-TEST (value) | 22.0014850342592 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 93 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 9.69408879906772 |
Sum Squared Residuals | 8739.70826091156 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 128 | 119.999420625724 | 8.00057937427622 |
2 | 123 | 116.221642847946 | 6.77835715205356 |
3 | 118 | 110.777198403502 | 7.22280159649805 |
4 | 112 | 106.554976181280 | 5.44502381872025 |
5 | 105 | 100.888309514613 | 4.11169048538683 |
6 | 102 | 100.666087292391 | 1.33391270760911 |
7 | 131 | 134.332753959058 | -3.33275395905761 |
8 | 149 | 145.777198403502 | 3.22280159649796 |
9 | 145 | 142.999227500966 | 2.00077249903436 |
10 | 132 | 133.221642847946 | -1.22164284794641 |
11 | 122 | 124.749348203940 | -2.7493482039397 |
12 | 119 | 121.124348203940 | -2.12434820393975 |
13 | 116 | 119.999420625724 | -3.99942062572427 |
14 | 111 | 116.221642847946 | -5.22164284794644 |
15 | 104 | 110.777198403502 | -6.777198403502 |
16 | 100 | 106.554976181280 | -6.55497618127978 |
17 | 93 | 100.888309514613 | -7.8883095146131 |
18 | 91 | 100.666087292391 | -9.66608729239089 |
19 | 119 | 134.332753959058 | -15.3327539590575 |
20 | 139 | 145.777198403502 | -6.77719840350199 |
21 | 134 | 142.999227500966 | -8.99922750096562 |
22 | 124 | 133.221642847946 | -9.22164284794645 |
23 | 113 | 124.749348203940 | -11.7493482039398 |
24 | 109 | 121.124348203940 | -12.1243482039397 |
25 | 109 | 119.999420625724 | -10.9994206257243 |
26 | 106 | 116.221642847946 | -10.2216428479464 |
27 | 101 | 110.777198403502 | -9.777198403502 |
28 | 98 | 106.554976181280 | -8.55497618127978 |
29 | 93 | 100.888309514613 | -7.8883095146131 |
30 | 91 | 100.666087292391 | -9.66608729239089 |
31 | 122 | 134.332753959058 | -12.3327539590575 |
32 | 139 | 145.777198403502 | -6.77719840350199 |
33 | 140 | 150.000965623793 | -10.0009656237930 |
34 | 132 | 140.223380970774 | -8.22338097077379 |
35 | 117 | 131.751086326767 | -14.7510863267671 |
36 | 114 | 128.126086326767 | -14.1260863267671 |
37 | 113 | 127.001158748552 | -14.0011587485516 |
38 | 110 | 123.223380970774 | -13.2233809707738 |
39 | 107 | 117.778936526329 | -10.7789365263293 |
40 | 103 | 113.556714304107 | -10.5567143041071 |
41 | 98 | 107.890047637440 | -9.89004763744044 |
42 | 98 | 107.667825415218 | -9.66782541521823 |
43 | 137 | 141.334492081885 | -4.33449208188489 |
44 | 148 | 152.778936526329 | -4.77893652632933 |
45 | 147 | 150.000965623793 | -3.00096562379297 |
46 | 139 | 140.223380970774 | -1.22338097077378 |
47 | 130 | 131.751086326767 | -1.75108632676710 |
48 | 128 | 128.126086326767 | -0.126086326767089 |
49 | 127 | 127.001158748552 | -0.00115874855161735 |
50 | 123 | 123.223380970774 | -0.223380970773783 |
51 | 118 | 117.778936526329 | 0.221063473670653 |
52 | 114 | 113.556714304107 | 0.443285695892881 |
53 | 108 | 107.890047637440 | 0.109952362559556 |
54 | 111 | 107.667825415218 | 3.33217458478177 |
55 | 151 | 141.334492081885 | 9.66550791811512 |
56 | 159 | 152.778936526329 | 6.22106347367067 |
57 | 158 | 150.000965623793 | 7.99903437620703 |
58 | 148 | 140.223380970774 | 7.77661902922622 |
59 | 138 | 131.751086326767 | 6.2489136732329 |
60 | 137 | 128.126086326767 | 8.87391367323291 |
61 | 136 | 127.001158748552 | 8.99884125144838 |
62 | 133 | 123.223380970774 | 9.77661902922622 |
63 | 126 | 117.778936526329 | 8.22106347367065 |
64 | 120 | 113.556714304107 | 6.44328569589288 |
65 | 114 | 107.890047637440 | 6.10995236255956 |
66 | 116 | 107.667825415218 | 8.33217458478177 |
67 | 153 | 141.334492081885 | 11.6655079181151 |
68 | 162 | 152.778936526329 | 9.22106347367067 |
69 | 161 | 150.000965623793 | 10.9990343762070 |
70 | 149 | 133.221642847946 | 15.7783571520535 |
71 | 139 | 124.749348203940 | 14.2506517960602 |
72 | 135 | 121.124348203940 | 13.8756517960603 |
73 | 130 | 119.999420625724 | 10.0005793742757 |
74 | 127 | 116.221642847946 | 10.7783571520536 |
75 | 122 | 110.777198403502 | 11.222801596498 |
76 | 117 | 106.554976181280 | 10.4450238187202 |
77 | 112 | 100.888309514613 | 11.1116904853869 |
78 | 113 | 100.666087292391 | 12.3339127076091 |
79 | 149 | 134.332753959058 | 14.6672460409424 |
80 | 157 | 145.777198403502 | 11.222801596498 |
81 | 157 | 142.999227500966 | 14.0007724990344 |
82 | 147 | 133.221642847946 | 13.7783571520535 |
83 | 137 | 124.749348203940 | 12.2506517960602 |
84 | 132 | 121.124348203940 | 10.8756517960603 |
85 | 125 | 119.999420625724 | 5.00057937427573 |
86 | 123 | 116.221642847946 | 6.77835715205356 |
87 | 117 | 110.777198403502 | 6.222801596498 |
88 | 114 | 106.554976181280 | 7.44502381872022 |
89 | 111 | 100.888309514613 | 10.1116904853869 |
90 | 112 | 100.666087292391 | 11.3339127076091 |
91 | 144 | 134.332753959058 | 9.66724604094245 |
92 | 150 | 145.777198403502 | 4.222801596498 |
93 | 149 | 142.999227500966 | 6.00077249903437 |
94 | 134 | 133.221642847946 | 0.778357152053557 |
95 | 123 | 124.749348203940 | -1.74934820393975 |
96 | 116 | 121.124348203940 | -5.12434820393974 |
97 | 117 | 119.999420625724 | -2.99942062572427 |
98 | 111 | 116.221642847946 | -5.22164284794644 |
99 | 105 | 110.777198403502 | -5.77719840350200 |
100 | 102 | 106.554976181280 | -4.55497618127978 |
101 | 95 | 100.888309514613 | -5.8883095146131 |
102 | 93 | 100.666087292391 | -7.6660872923909 |
103 | 124 | 134.332753959058 | -10.3327539590575 |
104 | 130 | 145.777198403502 | -15.777198403502 |
105 | 124 | 142.999227500966 | -18.9992275009656 |
106 | 115 | 133.221642847946 | -18.2216428479464 |