Multiple Linear Regression - Estimated Regression Equation |
Inschr_pw[t] = + 18507.9041208791 + 271.179120879151Olieprijzen[t] + 20932.2480082418M1[t] + 17111.5684065934M2[t] + 20470.1164148351M3[t] + 17657.6868131868M4[t] + 12859.8822115385M5[t] + 13459.3276098901M6[t] + 8966.64800824176M7[t] + 6144.34340659341M8[t] + 7647.78880494505M9[t] + 11561.1092032967M10[t] + 6572.80460164834M11[t] -90.4453983516484t + 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) | 18507.9041208791 | 1104.966695 | 16.7497 | 0 | 0 |
Olieprijzen | 271.179120879151 | 1063.750711 | 0.2549 | 0.799418 | 0.399709 |
M1 | 20932.2480082418 | 1343.092135 | 15.5851 | 0 | 0 |
M2 | 17111.5684065934 | 1342.634967 | 12.7448 | 0 | 0 |
M3 | 20470.1164148351 | 1341.181156 | 15.2628 | 0 | 0 |
M4 | 17657.6868131868 | 1340.316255 | 13.1743 | 0 | 0 |
M5 | 12859.8822115385 | 1339.552643 | 9.6001 | 0 | 0 |
M6 | 13459.3276098901 | 1338.890495 | 10.0526 | 0 | 0 |
M7 | 8966.64800824176 | 1338.329959 | 6.6999 | 0 | 0 |
M8 | 6144.34340659341 | 1337.871164 | 4.5926 | 1.6e-05 | 8e-06 |
M9 | 7647.78880494505 | 1337.514215 | 5.7179 | 0 | 0 |
M10 | 11561.1092032967 | 1337.259193 | 8.6454 | 0 | 0 |
M11 | 6572.80460164834 | 1337.106156 | 4.9157 | 4e-06 | 2e-06 |
t | -90.4453983516484 | 11.680122 | -7.7435 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.940569988956736 |
R-squared | 0.884671904126074 |
Adjusted R-squared | 0.866388181609476 |
F-TEST (value) | 48.3857651702474 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 82 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2674.11028001766 |
Sum Squared Residuals | 586370994.755082 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 36409 | 39349.7067307692 | -2940.70673076920 |
2 | 33163 | 35438.5817307693 | -2275.58173076929 |
3 | 34122 | 38706.6843406594 | -4584.68434065937 |
4 | 35225 | 35803.8093406594 | -578.809340659402 |
5 | 28249 | 30915.5593406593 | -2666.55934065929 |
6 | 30374 | 31424.5593406593 | -1050.55934065933 |
7 | 26311 | 26841.4343406593 | -530.434340659345 |
8 | 22069 | 23928.6843406593 | -1859.68434065931 |
9 | 23651 | 25341.6843406593 | -1690.68434065934 |
10 | 28628 | 29164.5593406593 | -536.559340659342 |
11 | 23187 | 24085.8093406593 | -898.809340659341 |
12 | 14727 | 17422.5593406593 | -2695.55934065935 |
13 | 43080 | 38264.3619505495 | 4815.63804945054 |
14 | 32519 | 34353.2369505494 | -1834.23695054943 |
15 | 39657 | 37621.3395604396 | 2035.66043956045 |
16 | 33614 | 34718.4645604395 | -1104.46456043955 |
17 | 28671 | 29830.2145604396 | -1159.21456043957 |
18 | 34243 | 30339.2145604396 | 3903.78543956044 |
19 | 27336 | 25756.0895604396 | 1579.91043956044 |
20 | 22916 | 22843.3395604396 | 72.660439560437 |
21 | 24537 | 24256.3395604396 | 280.660439560442 |
22 | 26128 | 28079.2145604396 | -1951.21456043956 |
23 | 22602 | 23000.4645604396 | -398.464560439559 |
24 | 15744 | 16337.2145604396 | -593.214560439563 |
25 | 41086 | 37179.0171703297 | 3906.98282967033 |
26 | 39690 | 33267.8921703297 | 6422.10782967034 |
27 | 43129 | 36535.9947802198 | 6593.00521978023 |
28 | 37863 | 33633.1197802198 | 4229.88021978023 |
29 | 35953 | 28744.8697802198 | 7208.13021978021 |
30 | 29133 | 29253.8697802198 | -120.869780219783 |
31 | 24693 | 24670.7447802198 | 22.2552197802215 |
32 | 22205 | 21757.9947802198 | 447.005219780217 |
33 | 21725 | 23170.9947802198 | -1445.99478021978 |
34 | 27192 | 26993.8697802198 | 198.130219780220 |
35 | 21790 | 21915.1197802198 | -125.119780219780 |
36 | 13253 | 15251.8697802198 | -1998.86978021978 |
37 | 37702 | 36093.6723901099 | 1608.32760989011 |
38 | 30364 | 32182.5473901099 | -1818.54739010988 |
39 | 32609 | 35450.65 | -2841.65 |
40 | 30212 | 32547.775 | -2335.77499999999 |
41 | 29965 | 27659.525 | 2305.47499999999 |
42 | 28352 | 28168.525 | 183.474999999997 |
43 | 25814 | 23585.4 | 2228.6 |
44 | 22414 | 20672.65 | 1741.35000000000 |
45 | 20506 | 22085.65 | -1579.65 |
46 | 28806 | 25908.525 | 2897.475 |
47 | 22228 | 20829.775 | 1398.225 |
48 | 13971 | 14166.525 | -195.525000000002 |
49 | 36845 | 35008.3276098901 | 1836.67239010989 |
50 | 35338 | 31097.2026098901 | 4240.7973901099 |
51 | 35022 | 34365.3052197802 | 656.694780219784 |
52 | 34777 | 31462.4302197802 | 3314.56978021979 |
53 | 26887 | 26574.1802197802 | 312.819780219774 |
54 | 23970 | 27083.1802197802 | -3113.18021978022 |
55 | 22780 | 22500.0552197802 | 279.944780219780 |
56 | 17351 | 19587.3052197802 | -2236.30521978022 |
57 | 21382 | 21000.3052197802 | 381.694780219780 |
58 | 24561 | 24823.1802197802 | -262.180219780219 |
59 | 17409 | 19744.4302197802 | -2335.43021978022 |
60 | 11514 | 13081.1802197802 | -1567.18021978022 |
61 | 31514 | 33922.9828296703 | -2408.98282967033 |
62 | 27071 | 30011.8578296703 | -2940.85782967032 |
63 | 29462 | 33279.9604395604 | -3817.96043956044 |
64 | 26105 | 30377.0854395604 | -4272.08543956043 |
65 | 22397 | 25488.8354395604 | -3091.83543956045 |
66 | 23843 | 25997.8354395604 | -2154.83543956044 |
67 | 21705 | 21414.7104395604 | 290.28956043956 |
68 | 18089 | 18501.9604395604 | -412.960439560443 |
69 | 20764 | 19914.9604395604 | 849.03956043956 |
70 | 25316 | 23737.8354395604 | 1578.16456043956 |
71 | 17704 | 18659.0854395604 | -955.085439560439 |
72 | 15548 | 11995.8354395604 | 3552.16456043956 |
73 | 28029 | 32837.6380494506 | -4808.63804945055 |
74 | 29383 | 28926.5130494505 | 456.486950549457 |
75 | 36438 | 32194.6156593407 | 4243.38434065934 |
76 | 32034 | 29291.7406593407 | 2742.25934065935 |
77 | 22679 | 24403.4906593407 | -1724.49065934067 |
78 | 24319 | 24912.4906593407 | -593.490659340663 |
79 | 18004 | 20329.3656593407 | -2325.36565934066 |
80 | 17537 | 17416.6156593407 | 120.384340659337 |
81 | 20366 | 18829.6156593407 | 1536.38434065934 |
82 | 22782 | 22652.4906593407 | 129.509340659339 |
83 | 19169 | 17573.7406593407 | 1595.25934065934 |
84 | 13807 | 10910.4906593407 | 2896.50934065934 |
85 | 29743 | 31752.2932692308 | -2009.29326923077 |
86 | 25591 | 27841.1682692308 | -2250.16826923076 |
87 | 29096 | 31380.45 | -2284.45000000000 |
88 | 26482 | 28477.575 | -1995.57499999999 |
89 | 22405 | 23589.325 | -1184.32500000001 |
90 | 27044 | 24098.325 | 2945.675 |
91 | 17970 | 19515.2 | -1545.2 |
92 | 18730 | 16602.45 | 2127.55000000000 |
93 | 19684 | 18015.45 | 1668.55 |
94 | 19785 | 21838.325 | -2053.325 |
95 | 18479 | 16759.575 | 1719.425 |
96 | 10698 | 10096.325 | 601.674999999999 |