Multiple Linear Regression - Estimated Regression Equation |
<25[t] = + 150.040609137056 -1.43908629441624eco[t] -3.47969543147209M1[t] -9.739847715736M2[t] -20.3333333333333M3[t] -24.2398477157360M4[t] -26.0934856175973M5[t] -29.3536379018613M6[t] -34.4471235194585M7[t] -38.3739424703892M8[t] -44.4268189509306M9[t] -43.1137901861252M10[t] -8M11[t] + 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) | 150.040609137056 | 3.962288 | 37.8672 | 0 | 0 |
eco | -1.43908629441624 | 1.174101 | -1.2257 | 0.225104 | 0.112552 |
M1 | -3.47969543147209 | 5.307729 | -0.6556 | 0.514594 | 0.257297 |
M2 | -9.739847715736 | 5.496581 | -1.772 | 0.081475 | 0.040737 |
M3 | -20.3333333333333 | 5.493097 | -3.7016 | 0.000468 | 0.000234 |
M4 | -24.2398477157360 | 5.496581 | -4.41 | 4.4e-05 | 2.2e-05 |
M5 | -26.0934856175973 | 5.496581 | -4.7472 | 1.3e-05 | 7e-06 |
M6 | -29.3536379018613 | 5.507021 | -5.3302 | 2e-06 | 1e-06 |
M7 | -34.4471235194585 | 5.524377 | -6.2355 | 0 | 0 |
M8 | -38.3739424703892 | 5.548584 | -6.916 | 0 | 0 |
M9 | -44.4268189509306 | 5.496581 | -8.0826 | 0 | 0 |
M10 | -43.1137901861252 | 5.524377 | -7.8043 | 0 | 0 |
M11 | -8 | 5.493097 | -1.4564 | 0.150503 | 0.075251 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.869606485316494 |
R-squared | 0.756215439304505 |
Adjusted R-squared | 0.707458527165406 |
F-TEST (value) | 15.509912464249 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 60 |
p-value | 3.44169137633799e-14 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 9.51432225516791 |
Sum Squared Residuals | 5431.339678511 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 140 | 148.000000000000 | -8.00000000000028 |
2 | 132 | 143.178934010152 | -11.1789340101523 |
3 | 117 | 132.585448392555 | -15.5854483925550 |
4 | 114 | 127.239847715736 | -13.2398477157361 |
5 | 113 | 122.508037225042 | -9.50803722504226 |
6 | 110 | 119.247884940778 | -9.24788494077836 |
7 | 107 | 114.154399323181 | -7.15439932318104 |
8 | 103 | 110.227580372250 | -7.22758037225039 |
9 | 98 | 104.174703891709 | -6.17470389170896 |
10 | 98 | 105.487732656514 | -7.48773265651439 |
11 | 137 | 142.040609137056 | -5.04060913705584 |
12 | 148 | 151.479695431472 | -3.47969543147208 |
13 | 147 | 148 | -0.99999999999996 |
14 | 139 | 141.739847715736 | -2.73984771573605 |
15 | 130 | 131.146362098139 | -1.14636209813874 |
16 | 128 | 127.239847715736 | 0.760152284263968 |
17 | 127 | 126.825296108291 | 0.174703891708963 |
18 | 123 | 123.565143824027 | -0.565143824027069 |
19 | 118 | 118.471658206430 | -0.471658206429764 |
20 | 114 | 113.105752961083 | 0.894247038917088 |
21 | 108 | 107.052876480541 | 0.947123519458542 |
22 | 111 | 108.365905245347 | 2.63409475465314 |
23 | 151 | 143.479695431472 | 7.52030456852792 |
24 | 159 | 151.479695431472 | 7.52030456852793 |
25 | 158 | 148 | 10.0000000000000 |
26 | 148 | 141.739847715736 | 6.26015228426396 |
27 | 138 | 129.707275803722 | 8.2927241962775 |
28 | 137 | 125.800761421320 | 11.1992385786802 |
29 | 136 | 122.508037225042 | 13.4919627749577 |
30 | 133 | 119.247884940778 | 13.7521150592217 |
31 | 126 | 114.154399323181 | 11.8456006768189 |
32 | 120 | 110.227580372250 | 9.77241962774957 |
33 | 114 | 107.052876480541 | 6.94712351945854 |
34 | 116 | 105.487732656514 | 10.5122673434856 |
35 | 153 | 143.479695431472 | 9.52030456852792 |
36 | 162 | 148.601522842640 | 13.3984771573604 |
37 | 161 | 146.560913705584 | 14.4390862944163 |
38 | 149 | 141.739847715736 | 7.26015228426396 |
39 | 139 | 131.146362098139 | 7.85363790186126 |
40 | 135 | 127.239847715736 | 7.76015228426397 |
41 | 130 | 125.386209813875 | 4.61379018612521 |
42 | 127 | 122.126057529611 | 4.87394247038918 |
43 | 122 | 114.154399323181 | 7.84560067681895 |
44 | 117 | 113.105752961083 | 3.89424703891709 |
45 | 112 | 108.491962774958 | 3.50803722504232 |
46 | 113 | 109.804991539763 | 3.19500846023689 |
47 | 149 | 144.918781725888 | 4.08121827411169 |
48 | 157 | 151.479695431472 | 5.52030456852794 |
49 | 157 | 149.439086294416 | 7.5609137055838 |
50 | 147 | 141.739847715736 | 5.26015228426396 |
51 | 137 | 131.146362098139 | 5.85363790186126 |
52 | 132 | 127.239847715736 | 4.76015228426397 |
53 | 125 | 125.386209813875 | -0.386209813874792 |
54 | 123 | 122.126057529611 | 0.873942470389178 |
55 | 117 | 117.032571912014 | -0.0325719120135387 |
56 | 114 | 113.105752961083 | 0.894247038917088 |
57 | 111 | 107.052876480541 | 3.94712351945854 |
58 | 112 | 108.365905245347 | 3.63409475465314 |
59 | 144 | 142.040609137056 | 1.95939086294416 |
60 | 150 | 151.479695431472 | -1.47969543147207 |
61 | 149 | 148 | 1.00000000000005 |
62 | 134 | 138.861675126904 | -4.86167512690357 |
63 | 123 | 128.268189509306 | -5.26818950930626 |
64 | 116 | 127.239847715736 | -11.2398477157360 |
65 | 117 | 125.386209813875 | -8.3862098138748 |
66 | 111 | 120.686971235195 | -9.68697123519459 |
67 | 105 | 117.032571912014 | -12.0325719120135 |
68 | 102 | 110.227580372250 | -8.22758037225043 |
69 | 95 | 104.174703891709 | -9.17470389170897 |
70 | 93 | 105.487732656514 | -12.4877326565144 |
71 | 124 | 142.040609137056 | -18.0406091370558 |
72 | 130 | 151.479695431472 | -21.4796954314721 |
73 | 124 | 148 | -24.0000000000000 |