Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 146.931317512971 + 5.83579994896655X[t] + 0.101213765254304M1[t] -6.77126291530474M2[t] -15.6404133100038M3[t] -24.1513303118304M4[t] -27.4383806810127M5[t] -28.9741977423784M6[t] -31.3707148122497M7[t] -35.5184651899375M8[t] -40.832882234292M9[t] -42.8985325864632M10[t] -8.99154961380658M11[t] -0.0189162889788047t + 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) | 146.931317512971 | 5.488206 | 26.7722 | 0 | 0 |
X | 5.83579994896655 | 3.148062 | 1.8538 | 0.068773 | 0.034386 |
M1 | 0.101213765254304 | 5.528352 | 0.0183 | 0.985455 | 0.492727 |
M2 | -6.77126291530474 | 5.709779 | -1.1859 | 0.240413 | 0.120207 |
M3 | -15.6404133100038 | 6.097814 | -2.5649 | 0.012883 | 0.006442 |
M4 | -24.1513303118304 | 5.435809 | -4.443 | 4e-05 | 2e-05 |
M5 | -27.4383806810127 | 5.446938 | -5.0374 | 5e-06 | 2e-06 |
M6 | -28.9741977423784 | 5.461967 | -5.3047 | 2e-06 | 1e-06 |
M7 | -31.3707148122497 | 5.843621 | -5.3684 | 1e-06 | 1e-06 |
M8 | -35.5184651899375 | 5.835969 | -6.0861 | 0 | 0 |
M9 | -40.832882234292 | 5.82882 | -7.0053 | 0 | 0 |
M10 | -42.8985325864632 | 5.44746 | -7.875 | 0 | 0 |
M11 | -8.99154961380658 | 5.442336 | -1.6521 | 0.103817 | 0.051908 |
t | -0.0189162889788047 | 0.054725 | -0.3457 | 0.730827 | 0.365414 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.875657079533982 |
R-squared | 0.766775320937982 |
Adjusted R-squared | 0.715386832331097 |
F-TEST (value) | 14.9211494971900 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 59 |
p-value | 4.08562073062058e-14 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 9.38451061286577 |
Sum Squared Residuals | 5196.07332713642 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 140 | 152.849414938213 | -12.8494149382133 |
2 | 132 | 140.122222019709 | -8.12222201970856 |
3 | 117 | 131.234155336031 | -14.2341553360308 |
4 | 114 | 128.540121994192 | -14.5401219941919 |
5 | 113 | 125.234155336031 | -12.2341553360308 |
6 | 110 | 123.679421985686 | -13.6794219856863 |
7 | 107 | 115.428188677870 | -8.42818867786978 |
8 | 103 | 111.261522011203 | -8.26152201120301 |
9 | 98 | 105.928188677870 | -7.92818867786968 |
10 | 98 | 109.679421985686 | -11.6794219856864 |
11 | 137 | 143.567488669364 | -6.56748866936416 |
12 | 148 | 146.704322045225 | 1.29567795477467 |
13 | 147 | 146.786619521501 | 0.213380478499176 |
14 | 139 | 145.731026500930 | -6.73102650092954 |
15 | 130 | 131.007159868285 | -1.00715986828514 |
16 | 128 | 128.313126526446 | -0.313126526446249 |
17 | 127 | 125.007159868285 | 1.99284013171485 |
18 | 123 | 123.452426517941 | -0.45242651794067 |
19 | 118 | 115.201193210124 | 2.79880678987595 |
20 | 114 | 116.870326492424 | -2.87032649242395 |
21 | 108 | 105.701193210124 | 2.29880678987594 |
22 | 111 | 109.452426517941 | 1.54757348205935 |
23 | 151 | 143.340493201618 | 7.65950679838152 |
24 | 159 | 152.313126526446 | 6.68687347355375 |
25 | 158 | 146.559624053755 | 11.4403759462448 |
26 | 148 | 139.668231084217 | 8.3317689157827 |
27 | 138 | 130.780164400539 | 7.21983559946051 |
28 | 137 | 128.086131058701 | 8.9138689412994 |
29 | 136 | 124.780164400539 | 11.2198355994605 |
30 | 133 | 123.225431050195 | 9.774568949805 |
31 | 126 | 120.809997691345 | 5.19000230865507 |
32 | 120 | 110.807531075712 | 9.19246892428826 |
33 | 114 | 105.474197742378 | 8.5258022576216 |
34 | 116 | 109.225431050195 | 6.774568949805 |
35 | 153 | 143.113497733873 | 9.88650226612718 |
36 | 162 | 152.086131058701 | 9.91386894129941 |
37 | 161 | 152.168428534976 | 8.83157146502393 |
38 | 149 | 145.277035565438 | 3.72296443456178 |
39 | 139 | 130.553168932794 | 8.44683106720616 |
40 | 135 | 127.859135590955 | 7.14086440904506 |
41 | 130 | 124.553168932794 | 5.44683106720616 |
42 | 127 | 122.998435582449 | 4.00156441755064 |
43 | 122 | 114.747202274633 | 7.25279772536727 |
44 | 117 | 110.580535607966 | 6.41946439203391 |
45 | 112 | 105.247202274633 | 6.75279772536725 |
46 | 113 | 108.998435582449 | 4.00156441755065 |
47 | 149 | 142.886502266127 | 6.11349773387283 |
48 | 157 | 151.859135590955 | 5.14086440904506 |
49 | 157 | 146.105633118264 | 10.8943668817361 |
50 | 147 | 139.214240148726 | 7.785759851274 |
51 | 137 | 130.326173465048 | 6.67382653495182 |
52 | 132 | 127.632140123209 | 4.36785987679072 |
53 | 125 | 124.326173465048 | 0.67382653495182 |
54 | 123 | 116.935640165737 | 6.06435983426286 |
55 | 117 | 114.520206806887 | 2.47979319311292 |
56 | 114 | 110.353540140220 | 3.64645985977957 |
57 | 111 | 110.856006755854 | 0.143993244146354 |
58 | 112 | 102.935640165737 | 9.06435983426287 |
59 | 144 | 142.659506798381 | 1.34049320161849 |
60 | 150 | 151.632140123209 | -1.63214012320928 |
61 | 149 | 145.878637650518 | 3.1213623494818 |
62 | 134 | 138.987244680980 | -4.98724468098035 |
63 | 123 | 130.099177997303 | -7.09917799730252 |
64 | 116 | 121.569344706497 | -5.56934470649707 |
65 | 117 | 124.099177997303 | -7.09917799730252 |
66 | 111 | 116.708644697991 | -5.70864469799149 |
67 | 105 | 114.293211339141 | -9.29321133914142 |
68 | 102 | 110.126544672475 | -8.12654467247477 |
69 | 95 | 104.793211339141 | -9.79321133914144 |
70 | 93 | 102.708644697991 | -9.70864469799148 |
71 | 124 | 142.432511330636 | -18.4325113306359 |
72 | 130 | 151.405144655464 | -21.4051446554636 |
73 | 124 | 145.651642182773 | -21.6516421827725 |