Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 40.9669725515544 + 0.362886468119393X[t] -10.2431896256701Z[t] + 24.1331561763916M1[t] + 20.5212629928483M2[t] + 18.7260702690305M3[t] + 13.2450227500879M4[t] + 8.92253073784375M5[t] + 12.5941839304749M6[t] + 19.3210338289674M7[t] + 16.3220050747697M8[t] + 14.9020708358594M9[t] + 19.0724885897504M10[t] -1.38884984263954M11[t] -0.298127595988762t + 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) | 40.9669725515544 | 13.192171 | 3.1054 | 0.003284 | 0.001642 |
X | 0.362886468119393 | 0.132368 | 2.7415 | 0.008743 | 0.004372 |
Z | -10.2431896256701 | 2.36306 | -4.3347 | 8.1e-05 | 4.1e-05 |
M1 | 24.1331561763916 | 3.589385 | 6.7235 | 0 | 0 |
M2 | 20.5212629928483 | 3.46937 | 5.915 | 0 | 0 |
M3 | 18.7260702690305 | 3.072236 | 6.0953 | 0 | 0 |
M4 | 13.2450227500879 | 3.121111 | 4.2437 | 0.000108 | 5.4e-05 |
M5 | 8.92253073784375 | 2.806674 | 3.179 | 0.002673 | 0.001337 |
M6 | 12.5941839304749 | 2.792324 | 4.5103 | 4.6e-05 | 2.3e-05 |
M7 | 19.3210338289674 | 3.351191 | 5.7654 | 1e-06 | 0 |
M8 | 16.3220050747697 | 2.76903 | 5.8945 | 0 | 0 |
M9 | 14.9020708358594 | 2.766836 | 5.386 | 3e-06 | 1e-06 |
M10 | 19.0724885897504 | 3.194621 | 5.9702 | 0 | 0 |
M11 | -1.38884984263954 | 2.822796 | -0.492 | 0.625102 | 0.312551 |
t | -0.298127595988762 | 0.048477 | -6.1499 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.954063310173485 |
R-squared | 0.910236799819187 |
Adjusted R-squared | 0.882310470874045 |
F-TEST (value) | 32.5942160749894 |
F-TEST (DF numerator) | 14 |
F-TEST (DF denominator) | 45 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 4.3678245805265 |
Sum Squared Residuals | 858.505120481318 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 106.7 | 104.138894276099 | 2.56110572390075 |
2 | 100.6 | 103.349697122394 | -2.74969712239422 |
3 | 101.2 | 96.4662754234116 | 4.7337245765884 |
4 | 93.1 | 89.5984409041221 | 3.50155909587789 |
5 | 84.2 | 88.5341086834592 | -4.33410868345921 |
6 | 85.8 | 89.5125835905136 | -3.7125835905136 |
7 | 91.8 | 88.818939893174 | 2.98106010682603 |
8 | 92.4 | 83.5984852619548 | 8.80151473804521 |
9 | 80.3 | 78.8321770948528 | 1.46782290514721 |
10 | 79.7 | 86.6599297552564 | -6.95992975525638 |
11 | 62.5 | 64.1223200330927 | -1.62232003309268 |
12 | 57.1 | 64.2332488158211 | -7.13324881582111 |
13 | 100.8 | 95.9429137544147 | 4.85708624558527 |
14 | 100.7 | 92.3957794430021 | 8.30422055699788 |
15 | 86.2 | 85.875244212139 | 0.324755787861091 |
16 | 83.2 | 83.434624603906 | -0.234624603905994 |
17 | 71.7 | 71.08452322473 | 0.615476775269983 |
18 | 77.5 | 75.8007287534141 | 1.69927124658586 |
19 | 89.8 | 88.07192319264 | 1.72807680735990 |
20 | 80.3 | 80.0935314037135 | 0.206468596286468 |
21 | 78.7 | 76.7061918154652 | 1.99380818453478 |
22 | 93.8 | 88.8160047996776 | 4.98399520032236 |
23 | 57.6 | 61.488293698338 | -3.88829369833796 |
24 | 60.6 | 63.050768353544 | -2.45076835354396 |
25 | 91 | 93.9983717090869 | -2.99837170908686 |
26 | 85.3 | 87.4392797122833 | -2.1392797122833 |
27 | 77.4 | 84.7653410434857 | -7.36534104348565 |
28 | 77.3 | 82.3247214352527 | -5.02472143525272 |
29 | 68.3 | 70.446372464632 | -2.14637246463196 |
30 | 69.9 | 72.6586613632923 | -2.75866136329226 |
31 | 81.7 | 84.2766601599033 | -2.57666015990331 |
32 | 75.1 | 77.894968830702 | -2.79496883070208 |
33 | 69.9 | 75.9228864681194 | -6.02288646811939 |
34 | 84 | 83.2425980731558 | 0.757401926844173 |
35 | 54.3 | 54.2818978652789 | 0.0181021347211149 |
36 | 60 | 59.0740620867475 | 0.925937913252518 |
37 | 89.9 | 90.0216654422904 | -0.121665442290369 |
38 | 77 | 82.4464913347525 | -5.44649133475252 |
39 | 85.3 | 81.2966758320563 | 4.00332416794368 |
40 | 77.6 | 74.2111094318952 | 3.38889056810483 |
41 | 69.2 | 67.7034801894414 | 1.49651981055859 |
42 | 75.5 | 71.585046841451 | 3.91495315854907 |
43 | 85.7 | 84.6183028637276 | 1.08169713627240 |
44 | 72.2 | 73.5190874489743 | -1.31908744897426 |
45 | 79.9 | 75.3210243548333 | 4.57897564516673 |
46 | 85.3 | 81.0440355001444 | 4.25596449985562 |
47 | 52.2 | 52.1922012327032 | 0.00779876729676343 |
48 | 61.2 | 57.3472519222912 | 3.85274807770877 |
49 | 82.4 | 86.6981548181088 | -4.2981548181088 |
50 | 85.4 | 83.3687523875678 | 2.03124761243216 |
51 | 78.2 | 79.8964634889075 | -1.69646348890752 |
52 | 70.2 | 71.831103624824 | -1.63110362482401 |
53 | 70.2 | 65.8315154377374 | 4.36848456226259 |
54 | 69.3 | 68.442979451329 | 0.85702054867094 |
55 | 77.5 | 80.714173890555 | -3.21417389055501 |
56 | 66.1 | 70.9939270546553 | -4.89392705465535 |
57 | 69 | 71.0177202667293 | -2.01772026672934 |
58 | 75.3 | 78.3374318717658 | -3.03743187176577 |
59 | 58.2 | 52.7152871705872 | 5.48471282941276 |
60 | 59.7 | 54.8946688215962 | 4.80533117840379 |