Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 46.7786688827454 + 0.233342458448343X[t] + 27.3870133153562M1[t] + 23.6664968869897M2[t] + 21.1926872757958M3[t] + 15.9061494946601M4[t] + 10.5863623312492M5[t] + 14.1338469978965M6[t] + 20.7631854802013M7[t] + 16.1087780057079M8[t] + 14.7615821355137M9[t] + 20.4789490881773M10[t] -2.03676361429512M11[t] -0.350138923157501t + 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) | 46.7786688827454 | 15.454616 | 3.0268 | 0.004039 | 0.00202 |
X | 0.233342458448343 | 0.151851 | 1.5366 | 0.13123 | 0.065615 |
M1 | 27.3870133153562 | 4.133381 | 6.6258 | 0 | 0 |
M2 | 23.6664968869897 | 3.995167 | 5.9238 | 0 | 0 |
M3 | 21.1926872757958 | 3.555255 | 5.9609 | 0 | 0 |
M4 | 15.9061494946601 | 3.603609 | 4.414 | 6.1e-05 | 3e-05 |
M5 | 10.5863623312492 | 3.274076 | 3.2334 | 0.002266 | 0.001133 |
M6 | 14.1338469978965 | 3.26152 | 4.3335 | 7.9e-05 | 3.9e-05 |
M7 | 20.7631854802013 | 3.926855 | 5.2875 | 3e-06 | 2e-06 |
M8 | 16.1087780057079 | 3.260286 | 4.9409 | 1.1e-05 | 5e-06 |
M9 | 14.7615821355137 | 3.257993 | 4.5309 | 4.2e-05 | 2.1e-05 |
M10 | 20.4789490881773 | 3.74252 | 5.472 | 2e-06 | 1e-06 |
M11 | -2.03676361429512 | 3.319451 | -0.6136 | 0.542512 | 0.271256 |
t | -0.350138923157501 | 0.055309 | -6.3305 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.934214213782551 |
R-squared | 0.87275619723335 |
Adjusted R-squared | 0.836795992103645 |
F-TEST (value) | 24.2700561380391 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 46 |
p-value | 2.22044604925031e-16 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 5.14353483274104 |
Sum Squared Residuals | 1216.97372647854 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 106.7 | 99.1098657707444 | 7.59013422925556 |
2 | 100.6 | 97.0459555618762 | 3.55404443812376 |
3 | 101.2 | 91.1418865760068 | 10.0581134239932 |
4 | 93.1 | 84.8051824963686 | 8.29481750363144 |
5 | 84.2 | 81.422012502594 | 2.77798749740609 |
6 | 85.8 | 83.0792980203246 | 2.72070197967542 |
7 | 91.8 | 91.3652427221276 | 0.434757277872374 |
8 | 92.4 | 85.1239812947006 | 7.27601870529944 |
9 | 80.3 | 81.4665698503827 | -1.16656985038274 |
10 | 79.7 | 89.3772306769758 | -9.67723067697578 |
11 | 62.5 | 65.368001004949 | -2.86800100494898 |
12 | 57.1 | 66.4246010582761 | -9.32460105827608 |
13 | 100.8 | 98.5250067988039 | 2.27499320119612 |
14 | 100.7 | 94.6876939057281 | 6.01230609427187 |
15 | 86.2 | 89.016967378307 | -2.81696737830701 |
16 | 83.2 | 85.5270412917386 | -2.32704129173858 |
17 | 71.7 | 74.8869208402205 | -3.18692084022045 |
18 | 77.5 | 78.947633679969 | -1.44763367996907 |
19 | 89.8 | 88.9836468201347 | 0.816353179865309 |
20 | 80.3 | 80.9689827085002 | -0.668982708500228 |
21 | 78.7 | 78.1982726062861 | 0.501727393713884 |
22 | 93.8 | 88.8623744425696 | 4.93762555743037 |
23 | 57.6 | 61.7730243190247 | -4.17302431902467 |
24 | 60.6 | 63.7629942061451 | -3.16299420614513 |
25 | 91 | 95.3733807839314 | -4.37338078393141 |
26 | 85.3 | 89.5993254857344 | -4.29932548573443 |
27 | 77.4 | 86.4020290178657 | -9.00202901786573 |
28 | 77.3 | 82.9121029312973 | -5.61210293129731 |
29 | 68.3 | 72.575327675762 | -4.27532767576203 |
30 | 69.9 | 75.025977552217 | -5.12597755221707 |
31 | 81.7 | 84.6419742671757 | -2.94197426717567 |
32 | 75.1 | 77.6540169727139 | -2.55401697271392 |
33 | 69.9 | 75.7933424584484 | -5.89334245844834 |
34 | 84 | 83.3773238432137 | 0.622676156786272 |
35 | 54.3 | 55.2379326566512 | -0.937932656651237 |
36 | 60 | 59.3046504239619 | 0.695349576038052 |
37 | 89.9 | 90.9150370017482 | -1.01503700174822 |
38 | 77 | 84.4876228198959 | -7.48762281989588 |
39 | 85.3 | 82.2703646775102 | 3.02963532248977 |
40 | 77.6 | 75.793655122803 | 1.80634487719698 |
41 | 69.2 | 68.9103482523032 | 0.289651747696798 |
42 | 75.5 | 72.4343734376206 | 3.06562656237936 |
43 | 85.7 | 82.9604057405278 | 2.73959425947224 |
44 | 72.2 | 72.9389964862376 | -0.738996486237551 |
45 | 79.9 | 73.5050835398348 | 6.39491646016525 |
46 | 85.3 | 80.0623581074274 | 5.23764189257257 |
47 | 52.2 | 51.9929696583994 | 0.207030341600577 |
48 | 61.2 | 56.2930298841585 | 4.90697011584152 |
49 | 82.4 | 86.876709644772 | -4.47670964477205 |
50 | 85.4 | 83.1794022267653 | 2.22059777323468 |
51 | 78.2 | 79.4687523503103 | -1.26875235031028 |
52 | 70.2 | 72.3620181577925 | -2.16201815779253 |
53 | 70.2 | 65.8053907291204 | 4.39460927087959 |
54 | 69.3 | 68.5127173098686 | 0.787282690131359 |
55 | 77.5 | 78.5487304500343 | -1.04873045003425 |
56 | 66.1 | 69.4140225378478 | -3.31402253784776 |
57 | 69 | 68.836731545048 | 0.163268454951940 |
58 | 75.3 | 76.4207129298134 | -1.12071292981344 |
59 | 58.2 | 50.4280723609757 | 7.77192763902431 |
60 | 59.7 | 52.8147244274584 | 6.88527557254165 |