Multiple Linear Regression - Estimated Regression Equation |
<25[t] = + 151.992990089437 -1.43908629441624eco[t] -3.71212173532696M1[t] -10.2047003234457M2[t] -20.7517006802721M3[t] -24.6117298019038M4[t] -26.4188824429941M5[t] -29.6325494664871M6[t] -34.6795498233134M7[t] -38.5598835134731M8[t] -44.5662747332435M9[t] -43.2067607076672M10[t] -8.04648526077097M11[t] -0.0464852607709747t + 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) | 151.992990089437 | 4.562212 | 33.3156 | 0 | 0 |
eco | -1.43908629441624 | 1.176507 | -1.2232 | 0.226123 | 0.113061 |
M1 | -3.71212173532696 | 5.325328 | -0.6971 | 0.488497 | 0.244249 |
M2 | -10.2047003234457 | 5.53377 | -1.8441 | 0.070195 | 0.035097 |
M3 | -20.7517006802721 | 5.525375 | -3.7557 | 0.000398 | 0.000199 |
M4 | -24.6117298019038 | 5.52445 | -4.4551 | 3.8e-05 | 1.9e-05 |
M5 | -26.4188824429941 | 5.520563 | -4.7855 | 1.2e-05 | 6e-06 |
M6 | -29.6325494664871 | 5.527635 | -5.3608 | 1e-06 | 1e-06 |
M7 | -34.6795498233134 | 5.542157 | -6.2574 | 0 | 0 |
M8 | -38.5598835134731 | 5.564071 | -6.9302 | 0 | 0 |
M9 | -44.5662747332435 | 5.510182 | -8.088 | 0 | 0 |
M10 | -43.2067607076672 | 5.536731 | -7.8037 | 0 | 0 |
M11 | -8.04648526077097 | 5.504612 | -1.4618 | 0.14911 | 0.074555 |
t | -0.0464852607709747 | 0.053503 | -0.8688 | 0.388462 | 0.194231 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.871375398871458 |
R-squared | 0.759295085758392 |
Adjusted R-squared | 0.706258409739054 |
F-TEST (value) | 14.316415408114 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 59 |
p-value | 9.83657599817889e-14 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 9.53381798208228 |
Sum Squared Residuals | 5362.72743361305 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 140 | 149.673469387755 | -9.67346938775538 |
2 | 132 | 144.573491833282 | -12.5734918332815 |
3 | 117 | 133.980006215684 | -16.9800062156843 |
4 | 114 | 128.634405538865 | -14.6344055388653 |
5 | 113 | 123.902595048172 | -10.9025950481715 |
6 | 110 | 120.642442763908 | -10.6424427639076 |
7 | 107 | 115.548957146310 | -8.54895714631028 |
8 | 103 | 111.622138195380 | -8.62213819537963 |
9 | 98 | 105.569261714838 | -7.5692617148382 |
10 | 98 | 106.882290479644 | -8.88229047964363 |
11 | 137 | 143.435166960185 | -6.43516696018508 |
12 | 148 | 152.874253254601 | -4.87425325460132 |
13 | 147 | 149.115646258503 | -2.11564625850336 |
14 | 139 | 142.576582409614 | -3.57658240961359 |
15 | 130 | 131.983096792016 | -1.98309679201628 |
16 | 128 | 128.076582409614 | -0.076582409613576 |
17 | 127 | 127.662030802169 | -0.662030802168579 |
18 | 123 | 124.401878517905 | -1.40187851790461 |
19 | 118 | 119.308392900307 | -1.30839290030731 |
20 | 114 | 113.942487654960 | 0.057512345039542 |
21 | 108 | 107.889611174419 | 0.110388825580997 |
22 | 111 | 109.202639939224 | 1.79736006077559 |
23 | 151 | 144.316430125350 | 6.68356987465038 |
24 | 159 | 152.316430125350 | 6.68356987465039 |
25 | 158 | 148.557823129252 | 9.44217687074835 |
26 | 148 | 142.018759280362 | 5.98124071963811 |
27 | 138 | 129.986187368348 | 8.01381263165165 |
28 | 137 | 126.079672985946 | 10.9203270140544 |
29 | 136 | 122.786948789668 | 13.2130512103318 |
30 | 133 | 119.526796505404 | 13.4732034945958 |
31 | 126 | 114.433310887807 | 11.5666891121931 |
32 | 120 | 110.506491936876 | 9.49350806312371 |
33 | 114 | 107.331788045167 | 6.66821195483269 |
34 | 116 | 105.766644221140 | 10.2333557788598 |
35 | 153 | 143.758606996098 | 9.24139300390207 |
36 | 162 | 148.880434407265 | 13.1195655927346 |
37 | 161 | 146.560913705584 | 14.4390862944163 |
38 | 149 | 141.460936151110 | 7.5390638488898 |
39 | 139 | 130.867450533513 | 8.1325494664871 |
40 | 135 | 126.960936151110 | 8.03906384888981 |
41 | 130 | 125.107298249249 | 4.89270175075106 |
42 | 127 | 121.847145964985 | 5.15285403501503 |
43 | 122 | 113.875487758555 | 8.12451224144479 |
44 | 117 | 112.826841396457 | 4.17315860354293 |
45 | 112 | 108.213051210332 | 3.78694878966816 |
46 | 113 | 109.526079975137 | 3.47392002486274 |
47 | 149 | 144.639870161262 | 4.36012983873753 |
48 | 157 | 151.200783866846 | 5.79921613315379 |
49 | 157 | 148.881263165165 | 8.1187368348355 |
50 | 147 | 140.903113021859 | 6.0968869781415 |
51 | 137 | 130.309627404261 | 6.69037259573881 |
52 | 132 | 126.403113021858 | 5.59688697814151 |
53 | 125 | 124.549475119997 | 0.450524880002751 |
54 | 123 | 121.289322835733 | 1.71067716426672 |
55 | 117 | 116.195837218136 | 0.804162781864004 |
56 | 114 | 112.269018267205 | 1.73098173279463 |
57 | 111 | 106.216141786664 | 4.78385821333609 |
58 | 112 | 107.529170551469 | 4.47082944853068 |
59 | 144 | 141.203874443178 | 2.7961255568217 |
60 | 150 | 150.642960737595 | -0.64296073759453 |
61 | 149 | 146.884353741497 | 2.11564625850344 |
62 | 134 | 137.467117303774 | -3.46711730377433 |
63 | 123 | 126.873631686177 | -3.87363168617702 |
64 | 116 | 125.845289892607 | -9.8452898926068 |
65 | 117 | 123.991651990746 | -6.99165199074555 |
66 | 111 | 119.292413412065 | -8.29241341206535 |
67 | 105 | 115.638014088884 | -10.6380140888843 |
68 | 102 | 108.833022549121 | -6.83302254912119 |
69 | 95 | 102.780146068580 | -7.78014606857973 |
70 | 93 | 104.093174833385 | -11.0931748333851 |
71 | 124 | 140.646051313927 | -16.6460513139266 |
72 | 130 | 150.085137608343 | -20.0851376083428 |
73 | 124 | 146.326530612245 | -22.3265306122449 |