Multiple Linear Regression - Estimated Regression Equation |
werk[t] = + 513.214322916667 + 58.9089843749999actbel[t] -13.6611436631941M1[t] -16.5647166418651M2[t] -36.5415783110118M3[t] -36.3517733134921M4[t] -34.4953016493056M5[t] -38.638829985119M6[t] -47.6156916542659M7[t] -55.5925533234127M8[t] -63.4027483258928M9[t] -63.5462766617063M10[t] -9.35647166418653M11[t] + 0.643528335813491t + 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) | 513.214322916667 | 14.157463 | 36.2504 | 0 | 0 |
actbel | 58.9089843749999 | 11.91453 | 4.9443 | 7e-06 | 3e-06 |
M1 | -13.6611436631941 | 16.02044 | -0.8527 | 0.397256 | 0.198628 |
M2 | -16.5647166418651 | 16.708256 | -0.9914 | 0.325535 | 0.162767 |
M3 | -36.5415783110118 | 16.682756 | -2.1904 | 0.032461 | 0.01623 |
M4 | -36.3517733134921 | 16.659907 | -2.182 | 0.033105 | 0.016552 |
M5 | -34.4953016493056 | 16.63972 | -2.0731 | 0.042542 | 0.021271 |
M6 | -38.638829985119 | 16.622205 | -2.3245 | 0.023559 | 0.011779 |
M7 | -47.6156916542659 | 16.60737 | -2.8671 | 0.005735 | 0.002867 |
M8 | -55.5925533234127 | 16.595223 | -3.3499 | 0.001414 | 0.000707 |
M9 | -63.4027483258928 | 16.585769 | -3.8227 | 0.00032 | 0.00016 |
M10 | -63.5462766617063 | 16.579012 | -3.8329 | 0.00031 | 0.000155 |
M11 | -9.35647166418653 | 16.574957 | -0.5645 | 0.574558 | 0.287279 |
t | 0.643528335813491 | 0.211694 | 3.0399 | 0.003525 | 0.001763 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.828565341301244 |
R-squared | 0.686520524805647 |
Adjusted R-squared | 0.61744877603401 |
F-TEST (value) | 9.93923763354248 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 59 |
p-value | 1.40640277201953e-10 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 28.7063265493221 |
Sum Squared Residuals | 48619.1378534227 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 513 | 500.196707589284 | 12.8032924107156 |
2 | 503 | 497.936662946429 | 5.0633370535714 |
3 | 471 | 478.603329613096 | -7.60332961309554 |
4 | 471 | 479.436662946429 | -8.43666294642857 |
5 | 476 | 481.936662946429 | -5.9366629464289 |
6 | 475 | 478.436662946429 | -3.43666294642865 |
7 | 470 | 470.103329613095 | -0.103329613095266 |
8 | 461 | 462.769996279762 | -1.76999627976213 |
9 | 455 | 455.603329613095 | -0.603329613095288 |
10 | 456 | 456.103329613095 | -0.103329613095402 |
11 | 517 | 510.936662946429 | 6.06333705357132 |
12 | 525 | 520.936662946429 | 4.06333705357131 |
13 | 523 | 566.828031994048 | -43.8280319940479 |
14 | 519 | 564.56798735119 | -45.5679873511904 |
15 | 509 | 545.234654017857 | -36.2346540178571 |
16 | 512 | 546.06798735119 | -34.0679873511905 |
17 | 519 | 548.56798735119 | -29.5679873511904 |
18 | 517 | 545.06798735119 | -28.0679873511905 |
19 | 510 | 536.734654017857 | -26.7346540178572 |
20 | 509 | 529.401320684524 | -20.4013206845238 |
21 | 501 | 522.234654017857 | -21.2346540178571 |
22 | 507 | 522.734654017857 | -15.7346540178571 |
23 | 569 | 577.56798735119 | -8.56798735119046 |
24 | 580 | 587.56798735119 | -7.56798735119044 |
25 | 578 | 574.55037202381 | 3.44962797619026 |
26 | 565 | 572.290327380952 | -7.2903273809524 |
27 | 547 | 552.956994047619 | -5.95699404761901 |
28 | 555 | 553.790327380952 | 1.20967261904762 |
29 | 562 | 556.290327380952 | 5.70967261904767 |
30 | 561 | 552.790327380952 | 8.20967261904763 |
31 | 555 | 544.456994047619 | 10.5430059523810 |
32 | 544 | 537.123660714286 | 6.87633928571433 |
33 | 537 | 529.956994047619 | 7.04300595238096 |
34 | 543 | 530.456994047619 | 12.543005952381 |
35 | 594 | 585.290327380952 | 8.70967261904764 |
36 | 611 | 595.290327380952 | 15.7096726190477 |
37 | 613 | 582.272712053572 | 30.7272879464284 |
38 | 611 | 580.012667410714 | 30.9873325892857 |
39 | 594 | 560.679334077381 | 33.3206659226191 |
40 | 595 | 561.512667410714 | 33.4873325892857 |
41 | 591 | 564.012667410714 | 26.9873325892858 |
42 | 589 | 560.512667410714 | 28.4873325892857 |
43 | 584 | 552.179334077381 | 31.8206659226190 |
44 | 573 | 544.846000744048 | 28.1539992559524 |
45 | 567 | 537.679334077381 | 29.3206659226190 |
46 | 569 | 538.179334077381 | 30.8206659226191 |
47 | 621 | 593.012667410714 | 27.9873325892857 |
48 | 629 | 603.012667410714 | 25.9873325892858 |
49 | 628 | 589.995052083334 | 38.0049479166665 |
50 | 612 | 587.735007440476 | 24.2649925595238 |
51 | 595 | 568.401674107143 | 26.5983258928572 |
52 | 597 | 569.235007440476 | 27.7649925595238 |
53 | 593 | 571.735007440476 | 21.2649925595239 |
54 | 590 | 568.235007440476 | 21.7649925595238 |
55 | 580 | 559.901674107143 | 20.0983258928572 |
56 | 574 | 552.56834077381 | 21.4316592261905 |
57 | 573 | 545.401674107143 | 27.5983258928571 |
58 | 573 | 545.901674107143 | 27.0983258928572 |
59 | 620 | 600.735007440476 | 19.2649925595238 |
60 | 626 | 610.735007440476 | 15.2649925595239 |
61 | 620 | 597.717392113095 | 22.2826078869046 |
62 | 588 | 595.457347470238 | -7.4573474702381 |
63 | 566 | 576.124014136905 | -10.1240141369047 |
64 | 557 | 576.957347470238 | -19.9573474702381 |
65 | 561 | 579.457347470238 | -18.4573474702380 |
66 | 549 | 575.957347470238 | -26.9573474702381 |
67 | 532 | 567.624014136905 | -35.6240141369047 |
68 | 526 | 560.290680803571 | -34.2906808035714 |
69 | 511 | 553.124014136905 | -42.1240141369047 |
70 | 499 | 553.624014136905 | -54.6240141369047 |
71 | 555 | 608.457347470238 | -53.457347470238 |
72 | 565 | 618.457347470238 | -53.457347470238 |
73 | 542 | 605.439732142857 | -63.4397321428573 |