Multiple Linear Regression - Estimated Regression Equation |
Werklh[t] = + 540.875154681228 + 11.306032310809FinSit[t] -28.8350292566046`Econ `[t] -12.4156572395385M1[t] -13.1894645087279M2[t] -29.0748809254479M3[t] -34.4053070943695M4[t] -37.8790837700971M5[t] -34.1624894165475M6[t] -40.0850666057654M7[t] -46.8919825134514M8[t] -58.3380699639048M9[t] -56.2744917657598M10[t] -3.83624049774504M11[t] + 1.35792129282085t + 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) | 540.875154681228 | 15.466311 | 34.9712 | 0 | 0 |
FinSit | 11.306032310809 | 6.553664 | 1.7251 | 0.089826 | 0.044913 |
`Econ ` | -28.8350292566046 | 10.298866 | -2.7998 | 0.006933 | 0.003467 |
M1 | -12.4156572395385 | 18.052022 | -0.6878 | 0.494338 | 0.247169 |
M2 | -13.1894645087279 | 18.843313 | -0.7 | 0.486754 | 0.243377 |
M3 | -29.0748809254479 | 18.809138 | -1.5458 | 0.127596 | 0.063798 |
M4 | -34.4053070943695 | 18.815841 | -1.8285 | 0.072614 | 0.036307 |
M5 | -37.8790837700971 | 19.874872 | -1.9059 | 0.061626 | 0.030813 |
M6 | -34.1624894165475 | 19.227445 | -1.7768 | 0.080853 | 0.040426 |
M7 | -40.0850666057654 | 18.942719 | -2.1161 | 0.038638 | 0.019319 |
M8 | -46.8919825134514 | 18.889068 | -2.4825 | 0.015962 | 0.007981 |
M9 | -58.3380699639048 | 18.713625 | -3.1174 | 0.002838 | 0.001419 |
M10 | -56.2744917657598 | 18.878677 | -2.9808 | 0.004196 | 0.002098 |
M11 | -3.83624049774504 | 18.729643 | -0.2048 | 0.838428 | 0.419214 |
t | 1.35792129282085 | 0.182208 | 7.4526 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.780914085975383 |
R-squared | 0.609826809674768 |
Adjusted R-squared | 0.515647074079023 |
F-TEST (value) | 6.4751382642692 |
F-TEST (DF numerator) | 14 |
F-TEST (DF denominator) | 58 |
p-value | 1.33610602137679e-07 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 32.3008377859311 |
Sum Squared Residuals | 60513.9590570358 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 513 | 529.81741873451 | -16.8174187345102 |
2 | 503 | 519.095500447333 | -16.0955004473330 |
3 | 471 | 504.568005323434 | -33.5680053234337 |
4 | 471 | 500.595500447333 | -29.595500447333 |
5 | 476 | 492.25668042944 | -16.2566804294397 |
6 | 475 | 497.33119607581 | -22.3311960758101 |
7 | 470 | 492.766540179413 | -22.7665401794131 |
8 | 461 | 487.317545564548 | -26.3175455645479 |
9 | 455 | 477.229379406915 | -22.2293794069153 |
10 | 456 | 480.650878897881 | -24.6508788978813 |
11 | 517 | 563.282080715321 | -46.2820807153214 |
12 | 525 | 557.170210195078 | -32.1702101950783 |
13 | 523 | 546.112474248361 | -23.1124742483607 |
14 | 519 | 546.696588271992 | -27.6965882719922 |
15 | 509 | 532.169093148093 | -23.1690931480929 |
16 | 512 | 528.196588271992 | -16.1965882719922 |
17 | 519 | 526.080732889085 | -7.08073288908542 |
18 | 517 | 519.849216224647 | -2.84921622464684 |
19 | 510 | 515.28456032825 | -5.28456032824986 |
20 | 509 | 509.835565713385 | -0.83556571338469 |
21 | 501 | 511.053431866561 | -10.0534318665611 |
22 | 507 | 503.168899046718 | 3.83110095328199 |
23 | 569 | 556.965071607554 | 12.0349283924464 |
24 | 580 | 562.15923339812 | 17.8407666018805 |
25 | 578 | 562.407529762211 | 15.5924702377891 |
26 | 565 | 551.685611475033 | 13.3143885249666 |
27 | 547 | 519.629119405339 | 27.3708805946615 |
28 | 555 | 526.962646840047 | 28.0373531599532 |
29 | 562 | 524.84679145714 | 37.15320854286 |
30 | 561 | 529.92130710351 | 31.0786928964896 |
31 | 555 | 525.356651207113 | 29.6433487928865 |
32 | 544 | 519.907656592248 | 24.0923434077517 |
33 | 537 | 527.348487380411 | 9.65151261958872 |
34 | 543 | 513.240989925582 | 29.7590100744184 |
35 | 594 | 584.566159432213 | 9.43384056778722 |
36 | 611 | 572.231324276983 | 38.7686757230169 |
37 | 613 | 578.702585276061 | 34.2974147239389 |
38 | 611 | 590.592731610502 | 20.4072683894985 |
39 | 594 | 564.759204175793 | 29.2407958242067 |
40 | 595 | 560.786699299692 | 34.2133007003075 |
41 | 591 | 569.976876227595 | 21.0231237724052 |
42 | 589 | 575.051391873965 | 13.9486081260348 |
43 | 584 | 530.345674410155 | 53.6543255898454 |
44 | 573 | 542.425676741085 | 30.5743232589150 |
45 | 567 | 532.337510583452 | 34.6624894165476 |
46 | 569 | 535.759010074418 | 33.2409899255816 |
47 | 621 | 589.555182635254 | 31.4448173647461 |
48 | 629 | 594.74934442582 | 34.2506555741802 |
49 | 628 | 583.691608479102 | 44.3083915208978 |
50 | 612 | 595.581754813543 | 16.4182451864573 |
51 | 595 | 581.054259689643 | 13.9457403103565 |
52 | 597 | 577.081754813543 | 19.9182451864573 |
53 | 593 | 586.271931741445 | 6.72806825855504 |
54 | 590 | 591.346447387815 | -1.3464473878154 |
55 | 580 | 575.47575918061 | 4.52424081939061 |
56 | 574 | 570.026764565744 | 3.97323543425576 |
57 | 573 | 548.632566097303 | 24.3674339026974 |
58 | 573 | 563.360097899078 | 9.63990210092241 |
59 | 620 | 588.321241203309 | 31.6787587966915 |
60 | 626 | 622.350432250479 | 3.64956774952099 |
61 | 620 | 599.986663992952 | 20.0133360070476 |
62 | 588 | 594.347813381597 | -6.34781338159729 |
63 | 566 | 579.820318257698 | -13.8203182576981 |
64 | 557 | 593.376810327393 | -36.3768103273929 |
65 | 561 | 602.566987255295 | -41.5669872552951 |
66 | 549 | 567.500441334252 | -18.500441334252 |
67 | 532 | 591.77081469446 | -59.7708146944596 |
68 | 526 | 557.48679082299 | -31.4867908229898 |
69 | 511 | 547.398624665357 | -36.3986246653572 |
70 | 499 | 550.820124156323 | -51.8201241563232 |
71 | 555 | 593.31026440635 | -38.3102644063497 |
72 | 565 | 627.33945545352 | -62.3394554535202 |
73 | 542 | 616.281719506803 | -74.2817195068026 |