Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 533.950757575758 + 0.462121212121239`x `[t] -8.87752525252522M1[t] -9.79166666666669M2[t] -30.4381313131313M3[t] -30.9179292929293M4[t] -29.8080808080808M5[t] -34.6212121212121M6[t] -44.2676767676768M7[t] -52.9141414141414M8[t] -61.3939393939394M9[t] -62.2070707070707M10[t] -8.6868686868687M11[t] + 1.31313131313131t + 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) | 533.950757575758 | 17.091069 | 31.2415 | 0 | 0 |
`x ` | 0.462121212121239 | 16.111584 | 0.0287 | 0.977215 | 0.488607 |
M1 | -8.87752525252522 | 19.023756 | -0.4667 | 0.642466 | 0.321233 |
M2 | -9.79166666666669 | 19.812262 | -0.4942 | 0.622984 | 0.311492 |
M3 | -30.4381313131313 | 19.78737 | -1.5383 | 0.129331 | 0.064666 |
M4 | -30.9179292929293 | 19.769774 | -1.5639 | 0.12319 | 0.061595 |
M5 | -29.8080808080808 | 19.889394 | -1.4987 | 0.139285 | 0.069643 |
M6 | -34.6212121212121 | 19.842009 | -1.7448 | 0.086219 | 0.043109 |
M7 | -44.2676767676768 | 19.801826 | -2.2355 | 0.02918 | 0.01459 |
M8 | -52.9141414141414 | 19.768888 | -2.6766 | 0.009613 | 0.004807 |
M9 | -61.3939393939394 | 19.743231 | -3.1096 | 0.002883 | 0.001442 |
M10 | -62.2070707070707 | 19.724885 | -3.1537 | 0.002535 | 0.001268 |
M11 | -8.6868686868687 | 19.713869 | -0.4406 | 0.661079 | 0.330539 |
t | 1.31313131313131 | 0.380552 | 3.4506 | 0.00104 | 0.00052 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.746082785022105 |
R-squared | 0.55663952210634 |
Adjusted R-squared | 0.458949925282314 |
F-TEST (value) | 5.69804298720819 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 59 |
p-value | 1.30832598277397e-06 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 34.1390595870493 |
Sum Squared Residuals | 68763.047979798 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 513 | 526.386363636363 | -13.3863636363634 |
2 | 503 | 526.785353535354 | -23.7853535353536 |
3 | 471 | 507.45202020202 | -36.4520202020202 |
4 | 471 | 508.285353535354 | -37.2853535353536 |
5 | 476 | 510.708333333333 | -34.7083333333334 |
6 | 475 | 507.208333333333 | -32.2083333333333 |
7 | 470 | 498.875 | -28.875 |
8 | 461 | 491.541666666667 | -30.5416666666667 |
9 | 455 | 484.375 | -29.375 |
10 | 456 | 484.875 | -28.875 |
11 | 517 | 539.708333333333 | -22.7083333333334 |
12 | 525 | 549.708333333333 | -24.7083333333334 |
13 | 523 | 542.14393939394 | -19.1439393939395 |
14 | 519 | 542.542929292929 | -23.5429292929293 |
15 | 509 | 523.209595959596 | -14.2095959595960 |
16 | 512 | 524.042929292929 | -12.0429292929293 |
17 | 519 | 526.465909090909 | -7.4659090909091 |
18 | 517 | 522.965909090909 | -5.9659090909091 |
19 | 510 | 514.632575757576 | -4.63257575757576 |
20 | 509 | 507.299242424242 | 1.70075757575758 |
21 | 501 | 500.132575757576 | 0.86742424242424 |
22 | 507 | 500.632575757576 | 6.36742424242424 |
23 | 569 | 555.465909090909 | 13.5340909090909 |
24 | 580 | 565.465909090909 | 14.5340909090909 |
25 | 578 | 557.901515151515 | 20.0984848484848 |
26 | 565 | 558.300505050505 | 6.69949494949496 |
27 | 547 | 538.967171717172 | 8.0328282828283 |
28 | 555 | 539.800505050505 | 15.1994949494950 |
29 | 562 | 542.223484848485 | 19.7765151515152 |
30 | 561 | 538.723484848485 | 22.2765151515152 |
31 | 555 | 530.390151515152 | 24.6098484848485 |
32 | 544 | 523.056818181818 | 20.9431818181818 |
33 | 537 | 515.890151515152 | 21.1098484848485 |
34 | 543 | 516.390151515152 | 26.6098484848485 |
35 | 594 | 571.223484848485 | 22.7765151515151 |
36 | 611 | 581.223484848485 | 29.7765151515152 |
37 | 613 | 573.659090909091 | 39.3409090909091 |
38 | 611 | 574.058080808081 | 36.9419191919192 |
39 | 594 | 554.724747474747 | 39.2752525252525 |
40 | 595 | 555.558080808081 | 39.4419191919192 |
41 | 591 | 558.443181818182 | 32.5568181818182 |
42 | 589 | 554.943181818182 | 34.0568181818182 |
43 | 584 | 546.609848484848 | 37.3901515151515 |
44 | 573 | 539.276515151515 | 33.7234848484848 |
45 | 567 | 532.109848484848 | 34.8901515151515 |
46 | 569 | 532.609848484848 | 36.3901515151515 |
47 | 621 | 587.443181818182 | 33.5568181818182 |
48 | 629 | 597.443181818182 | 31.5568181818182 |
49 | 628 | 589.878787878788 | 38.1212121212121 |
50 | 612 | 590.277777777778 | 21.7222222222222 |
51 | 595 | 570.944444444444 | 24.0555555555556 |
52 | 597 | 571.777777777778 | 25.2222222222222 |
53 | 593 | 574.200757575758 | 18.7992424242424 |
54 | 590 | 570.700757575758 | 19.2992424242424 |
55 | 580 | 562.367424242424 | 17.6325757575758 |
56 | 574 | 555.034090909091 | 18.9659090909091 |
57 | 573 | 547.867424242424 | 25.1325757575758 |
58 | 573 | 548.367424242424 | 24.6325757575758 |
59 | 620 | 603.200757575758 | 16.7992424242424 |
60 | 626 | 613.200757575758 | 12.7992424242424 |
61 | 620 | 605.636363636364 | 14.3636363636363 |
62 | 588 | 606.035353535354 | -18.0353535353535 |
63 | 566 | 586.70202020202 | -20.7020202020202 |
64 | 557 | 587.535353535354 | -30.5353535353535 |
65 | 561 | 589.958333333333 | -28.9583333333333 |
66 | 549 | 586.458333333333 | -37.4583333333333 |
67 | 532 | 578.125 | -46.125 |
68 | 526 | 570.791666666667 | -44.7916666666666 |
69 | 511 | 563.625 | -52.625 |
70 | 499 | 564.125 | -65.125 |
71 | 555 | 618.958333333333 | -63.9583333333333 |
72 | 565 | 628.958333333333 | -63.9583333333333 |
73 | 542 | 621.39393939394 | -79.3939393939395 |