Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 116.117805975632 + 7.3629767954448x[t] -0.658850251479013M1[t] -4.52683317233233M2[t] -10.0614827598522M3[t] -14.3739101251499M4[t] -20.1307819348921M5[t] -20.4432093001898M6[t] + 13.1332522234014M7[t] + 24.4874915247703M8[t] + 21.5791778488676M9[t] + 11.7515256830638M10[t] + 3.71520514307549M11[t] + 0.0902051430754819t + 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) | 116.117805975632 | 3.742523 | 31.0266 | 0 | 0 |
x | 7.3629767954448 | 1.901293 | 3.8726 | 0.000201 | 0.000101 |
M1 | -0.658850251479013 | 4.517819 | -0.1458 | 0.884372 | 0.442186 |
M2 | -4.52683317233233 | 4.51691 | -1.0022 | 0.318877 | 0.159439 |
M3 | -10.0614827598522 | 4.516196 | -2.2279 | 0.028327 | 0.014164 |
M4 | -14.3739101251499 | 4.515676 | -3.1831 | 0.001988 | 0.000994 |
M5 | -20.1307819348921 | 4.515352 | -4.4583 | 2.3e-05 | 1.2e-05 |
M6 | -20.4432093001898 | 4.515222 | -4.5276 | 1.8e-05 | 9e-06 |
M7 | 13.1332522234014 | 4.515287 | 2.9086 | 0.004551 | 0.002275 |
M8 | 24.4874915247703 | 4.515546 | 5.4229 | 0 | 0 |
M9 | 21.5791778488676 | 4.517496 | 4.7768 | 7e-06 | 3e-06 |
M10 | 11.7515256830638 | 4.51665 | 2.6018 | 0.010807 | 0.005403 |
M11 | 3.71520514307549 | 4.645504 | 0.7997 | 0.42592 | 0.21296 |
t | 0.0902051430754819 | 0.029662 | 3.0411 | 0.00307 | 0.001535 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.873672379650808 |
R-squared | 0.763303426964705 |
Adjusted R-squared | 0.729857172079283 |
F-TEST (value) | 22.8217906482976 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 92 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 9.29081927231896 |
Sum Squared Residuals | 7941.37769308219 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 128 | 115.549160867228 | 12.4508391327719 |
2 | 123 | 111.771383089451 | 11.2286169105492 |
3 | 118 | 106.326938645006 | 11.6730613549937 |
4 | 112 | 102.104716422784 | 9.89528357721588 |
5 | 105 | 96.4380497561176 | 8.56195024388245 |
6 | 102 | 96.2158275338953 | 5.78417246610473 |
7 | 131 | 129.882494200562 | 1.11750579943800 |
8 | 149 | 141.326938645006 | 7.67306135499358 |
9 | 145 | 138.508830112179 | 6.4911698878208 |
10 | 132 | 128.771383089451 | 3.22861691054921 |
11 | 122 | 120.825267692538 | 1.17473230746208 |
12 | 119 | 117.200267692538 | 1.79973230746203 |
13 | 116 | 116.631622584134 | -0.63162258413444 |
14 | 111 | 112.853844806357 | -1.85384480635658 |
15 | 104 | 107.409400361912 | -3.40940036191217 |
16 | 100 | 103.18717813969 | -3.18717813968995 |
17 | 93 | 97.5205114730233 | -4.52051147302327 |
18 | 91 | 97.298289250801 | -6.29828925080105 |
19 | 119 | 130.964955917468 | -11.9649559174677 |
20 | 139 | 142.409400361912 | -3.40940036191216 |
21 | 134 | 139.591291829085 | -5.59129182908495 |
22 | 124 | 129.853844806357 | -5.85384480635661 |
23 | 113 | 121.907729409444 | -8.90772940944374 |
24 | 109 | 118.282729409444 | -9.28272940944374 |
25 | 109 | 117.714084301040 | -8.71408430104023 |
26 | 106 | 113.936306523262 | -7.9363065232624 |
27 | 101 | 108.491862078818 | -7.49186207881795 |
28 | 98 | 104.269639856596 | -6.26963985659573 |
29 | 93 | 98.602973189929 | -5.60297318992905 |
30 | 91 | 98.3807509677068 | -7.38075096770683 |
31 | 122 | 132.047417634373 | -10.0474176343735 |
32 | 139 | 143.491862078818 | -4.49186207881794 |
33 | 140 | 148.036730341436 | -8.03673034143554 |
34 | 132 | 138.299283318707 | -6.29928331870719 |
35 | 117 | 130.353167921794 | -13.3531679217943 |
36 | 114 | 126.728167921794 | -12.7281679217943 |
37 | 113 | 126.159522813391 | -13.1595228133908 |
38 | 110 | 122.381745035613 | -12.3817450356130 |
39 | 107 | 116.937300591169 | -9.93730059116854 |
40 | 103 | 112.715078368946 | -9.7150783689463 |
41 | 98 | 107.048411702280 | -9.04841170227963 |
42 | 98 | 106.826189480057 | -8.82618948005742 |
43 | 137 | 140.492856146724 | -3.49285614672407 |
44 | 148 | 151.937300591169 | -3.93730059116852 |
45 | 147 | 149.119192058341 | -2.11919205834133 |
46 | 139 | 139.381745035613 | -0.381745035612973 |
47 | 130 | 131.4356296387 | -1.43562963870012 |
48 | 128 | 127.8106296387 | 0.189370361299889 |
49 | 127 | 127.241984530297 | -0.241984530296595 |
50 | 123 | 123.464206752519 | -0.464206752518757 |
51 | 118 | 118.019762308074 | -0.0197623080743188 |
52 | 114 | 113.797540085852 | 0.202459914147909 |
53 | 108 | 108.130873419185 | -0.130873419185412 |
54 | 111 | 107.908651196963 | 3.0913488030368 |
55 | 151 | 141.57531786363 | 9.42468213637015 |
56 | 159 | 153.019762308074 | 5.9802376919257 |
57 | 158 | 150.201653775247 | 7.79834622475289 |
58 | 148 | 140.464206752519 | 7.53579324748124 |
59 | 138 | 132.518091355606 | 5.4819086443941 |
60 | 137 | 128.893091355606 | 8.1069086443941 |
61 | 136 | 128.324446247202 | 7.67555375279762 |
62 | 133 | 124.546668469425 | 8.45333153057546 |
63 | 126 | 119.10222402498 | 6.8977759750199 |
64 | 120 | 114.880001802758 | 5.11999819724213 |
65 | 114 | 109.213335136091 | 4.7866648639088 |
66 | 116 | 108.991112913869 | 7.00888708613102 |
67 | 153 | 142.657779580536 | 10.3422204194644 |
68 | 162 | 154.10222402498 | 7.89777597501991 |
69 | 161 | 151.284115492153 | 9.7158845078471 |
70 | 149 | 134.183691673980 | 14.8163083260203 |
71 | 139 | 126.237576277067 | 12.7624237229331 |
72 | 135 | 122.612576277067 | 12.3874237229331 |
73 | 130 | 122.043931168663 | 7.95606883133664 |
74 | 127 | 118.266153390886 | 8.73384660911448 |
75 | 122 | 112.821708946441 | 9.17829105355892 |
76 | 117 | 108.599486724219 | 8.40051327578114 |
77 | 112 | 102.932820057552 | 9.06717994244783 |
78 | 113 | 102.71059783533 | 10.2894021646700 |
79 | 149 | 136.377264501997 | 12.6227354980034 |
80 | 157 | 147.821708946441 | 9.17829105355893 |
81 | 157 | 145.003600413614 | 11.9963995863861 |
82 | 147 | 135.266153390886 | 11.7338466091145 |
83 | 137 | 127.320037993973 | 9.67996200602733 |
84 | 132 | 123.695037993973 | 8.30496200602734 |
85 | 125 | 123.126392885569 | 1.87360711443086 |
86 | 123 | 119.348615107791 | 3.65138489220869 |
87 | 117 | 113.904170663347 | 3.09582933665313 |
88 | 114 | 109.681948441125 | 4.31805155887535 |
89 | 111 | 104.015281774458 | 6.98471822554204 |
90 | 112 | 103.793059552236 | 8.20694044776425 |
91 | 144 | 137.459726218902 | 6.54027378109759 |
92 | 150 | 148.904170663347 | 1.09582933665314 |
93 | 149 | 146.086062130520 | 2.91393786948034 |
94 | 134 | 136.348615107791 | -2.34861510779131 |
95 | 123 | 128.402499710878 | -5.40249971087845 |
96 | 116 | 124.777499710878 | -8.77749971087844 |
97 | 117 | 124.208854602475 | -7.20885460247493 |
98 | 111 | 120.431076824697 | -9.43107682469709 |
99 | 105 | 114.986632380253 | -9.98663238025265 |
100 | 102 | 110.764410158030 | -8.76441015803043 |
101 | 95 | 105.097743491364 | -10.0977434913637 |
102 | 93 | 104.875521269142 | -11.8755212691415 |
103 | 124 | 138.542187935808 | -14.5421879358082 |
104 | 130 | 149.986632380253 | -19.9866323802526 |
105 | 124 | 147.168523847425 | -23.1685238474254 |
106 | 115 | 137.431076824697 | -22.4310768246971 |