Multiple Linear Regression - Estimated Regression Equation |
-25[t] = + 25.7095903042373 + 0.3341097741355`25 `[t] -1.35075440129733M1[t] -10.0278612159084M2[t] -17.6287970771281M3[t] -22.2951234107307M4[t] -25.6281164110000M5[t] -28.6242820943263M6[t] -32.5071367509352M7[t] -35.1119548161657M8[t] -39.2175493221984M9[t] -37.7690117474795M10[t] -7.89129973075869M11[t] -0.503834316673765t + 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) | 25.7095903042373 | 9.160825 | 2.8065 | 0.006776 | 0.003388 |
`25 ` | 0.3341097741355 | 0.023379 | 14.2908 | 0 | 0 |
M1 | -1.35075440129733 | 2.549443 | -0.5298 | 0.598223 | 0.299111 |
M2 | -10.0278612159084 | 2.651237 | -3.7823 | 0.000365 | 0.000183 |
M3 | -17.6287970771281 | 2.657874 | -6.6327 | 0 | 0 |
M4 | -22.2951234107307 | 2.650749 | -8.4109 | 0 | 0 |
M5 | -25.6281164110000 | 2.645881 | -9.686 | 0 | 0 |
M6 | -28.6242820943263 | 2.645331 | -10.8207 | 0 | 0 |
M7 | -32.5071367509352 | 2.649651 | -12.2685 | 0 | 0 |
M8 | -35.1119548161657 | 2.658738 | -13.2062 | 0 | 0 |
M9 | -39.2175493221984 | 2.668726 | -14.6952 | 0 | 0 |
M10 | -37.7690117474795 | 2.674232 | -14.1233 | 0 | 0 |
M11 | -7.89129973075869 | 2.638944 | -2.9903 | 0.004061 | 0.00203 |
t | -0.503834316673765 | 0.041013 | -12.2846 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.971946355203395 |
R-squared | 0.944679717393163 |
Adjusted R-squared | 0.932490502581487 |
F-TEST (value) | 77.5012773167527 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 59 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 4.57053009318048 |
Sum Squared Residuals | 1232.49497462744 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 140 | 148.477947338808 | -8.47794733880753 |
2 | 132 | 138.628786659252 | -6.62878665925186 |
3 | 117 | 124.844150321055 | -7.84415032105496 |
4 | 114 | 120.676318993185 | -6.67631899318502 |
5 | 113 | 118.844150321055 | -5.84415032105493 |
6 | 110 | 115.678260095190 | -5.67826009519042 |
7 | 107 | 110.957461347772 | -3.95746134777218 |
8 | 103 | 106.178260095190 | -3.17826009519043 |
9 | 98 | 101.234721498349 | -3.23472149834853 |
10 | 98 | 102.179424756394 | -4.17942475639371 |
11 | 137 | 139.237827261557 | -2.23782726155721 |
12 | 148 | 145.957073127371 | 2.04292687262891 |
13 | 147 | 143.434264861129 | 3.56573513887098 |
14 | 139 | 135.589762826386 | 3.41023717361382 |
15 | 130 | 127.150882874357 | 2.84911712564274 |
16 | 128 | 123.651271094758 | 4.34872890524165 |
17 | 127 | 122.487321970899 | 4.51267802910073 |
18 | 123 | 119.655541519170 | 3.34445848082972 |
19 | 118 | 114.600632997617 | 3.39936700238348 |
20 | 114 | 112.828419712254 | 1.17158028774573 |
21 | 108 | 106.882551793006 | 1.11744820699416 |
22 | 111 | 109.163694147593 | 1.83630585240698 |
23 | 151 | 146.222096652757 | 4.77790334724349 |
24 | 159 | 154.277781615112 | 4.72221838488756 |
25 | 158 | 152.089083123006 | 5.91091687699415 |
26 | 148 | 142.23992244345 | 5.76007755655 |
27 | 138 | 131.462274072473 | 6.53772592752741 |
28 | 137 | 128.964991615280 | 8.03500838471982 |
29 | 136 | 127.801042491421 | 8.1989575085789 |
30 | 133 | 124.969262039692 | 8.03073796030791 |
31 | 126 | 121.250792614680 | 4.74920738531966 |
32 | 120 | 116.137481587963 | 3.86251841203691 |
33 | 114 | 111.193942991121 | 2.80605700887882 |
34 | 116 | 113.475085345708 | 2.52491465429166 |
35 | 153 | 147.526499883652 | 5.47350011634766 |
36 | 162 | 157.586843490821 | 4.41315650917874 |
37 | 161 | 156.734584095257 | 4.26541590474333 |
38 | 149 | 150.894740705327 | -1.89474070532682 |
39 | 139 | 140.451202108485 | -1.45120210848491 |
40 | 135 | 137.285700103021 | -2.28570010302149 |
41 | 130 | 133.448872786078 | -3.44887278607842 |
42 | 127 | 130.617092334349 | -3.61709233434941 |
43 | 122 | 125.896293586931 | -3.89629358693117 |
44 | 117 | 120.782982560214 | -3.78298256021391 |
45 | 112 | 115.839443963372 | -3.839443963372 |
46 | 113 | 117.118256995553 | -4.11825699555265 |
47 | 149 | 151.837891081768 | -2.83789108176766 |
48 | 157 | 159.225356495853 | -2.22535649585258 |
49 | 157 | 157.036658003746 | -0.0366580037459927 |
50 | 147 | 145.851058227648 | 1.14894177235185 |
51 | 137 | 135.741629404942 | 1.25837059505827 |
52 | 132 | 132.576127399478 | -0.576127399478315 |
53 | 125 | 129.741629404942 | -4.74162940494174 |
54 | 123 | 125.907519630806 | -2.90751963080624 |
55 | 117 | 120.184391560981 | -3.18439156098148 |
56 | 114 | 116.073409856671 | -2.07340985667074 |
57 | 111 | 112.132200582235 | -1.13220058223531 |
58 | 112 | 112.742794066145 | -0.742794066144982 |
59 | 144 | 147.128318378224 | -3.12831837822448 |
60 | 150 | 154.515783792309 | -4.51578379230941 |
61 | 149 | 150.990646203661 | -1.99064620366081 |
62 | 134 | 135.795729137937 | -1.79572913793698 |
63 | 123 | 124.349861218689 | -1.34986121868855 |
64 | 116 | 118.845590794277 | -2.84559079427664 |
65 | 117 | 115.676983025605 | 1.32301697439545 |
66 | 111 | 110.172324380792 | 0.82767561920844 |
67 | 105 | 102.110427892018 | 2.8895721079817 |
68 | 102 | 97.9994461877075 | 4.00055381229244 |
69 | 95 | 90.7171391719171 | 4.28286082808286 |
70 | 93 | 88.3207446886073 | 4.6792553113927 |
71 | 124 | 126.047366742042 | -2.04736674204180 |
72 | 130 | 134.437161478533 | -4.43716147853323 |
73 | 124 | 127.236816374394 | -3.23681637439413 |