Multiple Linear Regression - Estimated Regression Equation |
Werklh[t] = + 611.764523175355 -14.3070561873757LisStr[t] -52.9865133386884`9/11 `[t] -3.54164235685386M1[t] -7.7223382516665M2[t] -24.6711622204371M3[t] -23.8378288871039M4[t] -30.1689144435519M5[t] -33.668914443552M6[t] -42.0022477768852M7[t] -49.3355811102186M8[t] -56.5022477768852M9[t] -56.0022477768852M10[t] -1.16891444355192M11[t] + 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) | 611.764523175355 | 9.463543 | 64.6443 | 0 | 0 |
LisStr | -14.3070561873757 | 6.378918 | -2.2429 | 0.028675 | 0.014338 |
`9/11 ` | -52.9865133386884 | 4.005741 | -13.2276 | 0 | 0 |
M1 | -3.54164235685386 | 12.254717 | -0.289 | 0.773593 | 0.386796 |
M2 | -7.7223382516665 | 12.746818 | -0.6058 | 0.546955 | 0.273477 |
M3 | -24.6711622204371 | 12.75693 | -1.9339 | 0.057921 | 0.028961 |
M4 | -23.8378288871039 | 12.75693 | -1.8686 | 0.066643 | 0.033322 |
M5 | -30.1689144435519 | 12.704413 | -2.3747 | 0.020835 | 0.010417 |
M6 | -33.668914443552 | 12.704413 | -2.6502 | 0.010311 | 0.005155 |
M7 | -42.0022477768852 | 12.704413 | -3.3061 | 0.001613 | 0.000807 |
M8 | -49.3355811102186 | 12.704413 | -3.8833 | 0.000263 | 0.000131 |
M9 | -56.5022477768852 | 12.704413 | -4.4475 | 3.9e-05 | 2e-05 |
M10 | -56.0022477768852 | 12.704413 | -4.4081 | 4.5e-05 | 2.2e-05 |
M11 | -1.16891444355192 | 12.704413 | -0.092 | 0.927003 | 0.463501 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.90349926934115 |
R-squared | 0.816310929699992 |
Adjusted R-squared | 0.775837066752533 |
F-TEST (value) | 20.1688415746151 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 59 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 21.9742835076412 |
Sum Squared Residuals | 28489.2790047774 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 513 | 502.249854141123 | 10.750145858877 |
2 | 503 | 498.069158246311 | 4.93084175368863 |
3 | 471 | 481.12033427754 | -10.1203342775403 |
4 | 471 | 481.953667610874 | -10.9536676108739 |
5 | 476 | 475.622582054426 | 0.377417945574162 |
6 | 475 | 472.122582054426 | 2.87741794557407 |
7 | 470 | 463.789248721093 | 6.21075127890751 |
8 | 461 | 456.455915387759 | 4.54408461224077 |
9 | 455 | 449.289248721092 | 5.71075127890764 |
10 | 456 | 449.789248721093 | 6.21075127890741 |
11 | 517 | 504.622582054426 | 12.3774179455741 |
12 | 525 | 558.778009836666 | -33.7780098366662 |
13 | 523 | 555.236367479812 | -32.2363674798124 |
14 | 519 | 551.055671585 | -32.0556715849998 |
15 | 509 | 534.106847616229 | -25.1068476162292 |
16 | 512 | 534.940180949562 | -22.9401809495624 |
17 | 519 | 528.609095393114 | -9.60909539311436 |
18 | 517 | 525.109095393114 | -8.10909539311434 |
19 | 510 | 516.775762059781 | -6.77576205978102 |
20 | 509 | 509.442428726448 | -0.442428726447690 |
21 | 501 | 502.275762059781 | -1.27576205978107 |
22 | 507 | 502.775762059781 | 4.22423794021898 |
23 | 569 | 557.609095393114 | 11.3909046068857 |
24 | 580 | 558.778009836666 | 21.2219901633337 |
25 | 578 | 555.236367479812 | 22.7636325201876 |
26 | 565 | 551.055671585 | 13.9443284150002 |
27 | 547 | 534.106847616229 | 12.8931523837708 |
28 | 555 | 534.940180949562 | 20.0598190504376 |
29 | 562 | 581.595608731803 | -19.5956087318028 |
30 | 561 | 578.095608731803 | -17.0956087318028 |
31 | 555 | 569.76227539847 | -14.7622753984695 |
32 | 544 | 562.428942065136 | -18.4289420651362 |
33 | 537 | 555.26227539847 | -18.2622753984696 |
34 | 543 | 555.76227539847 | -12.7622753984695 |
35 | 594 | 610.595608731803 | -16.5956087318028 |
36 | 611 | 611.764523175355 | -0.764523175354762 |
37 | 613 | 608.222880818501 | 4.77711918149906 |
38 | 611 | 604.042184923688 | 6.95781507631172 |
39 | 594 | 587.093360954918 | 6.90663904508235 |
40 | 595 | 587.926694288251 | 7.07330571174907 |
41 | 591 | 581.595608731803 | 9.40439126819715 |
42 | 589 | 578.095608731803 | 10.9043912681972 |
43 | 584 | 569.76227539847 | 14.2377246015305 |
44 | 573 | 562.428942065136 | 10.5710579348638 |
45 | 567 | 555.26227539847 | 11.7377246015305 |
46 | 569 | 555.76227539847 | 13.2377246015305 |
47 | 621 | 610.595608731803 | 10.4043912681972 |
48 | 629 | 611.764523175355 | 17.2354768246452 |
49 | 628 | 608.222880818501 | 19.7771191814991 |
50 | 612 | 604.042184923688 | 7.95781507631172 |
51 | 595 | 572.786304767542 | 22.2136952324581 |
52 | 597 | 573.619638100875 | 23.3803618991249 |
53 | 593 | 567.288552544427 | 25.7114474555730 |
54 | 590 | 563.788552544427 | 26.2114474555730 |
55 | 580 | 555.455219211094 | 24.5447807889063 |
56 | 574 | 548.12188587776 | 25.8781141222396 |
57 | 573 | 540.955219211094 | 32.0447807889063 |
58 | 573 | 541.455219211094 | 31.5447807889063 |
59 | 620 | 596.288552544427 | 23.7114474555730 |
60 | 626 | 597.457466987979 | 28.542533012021 |
61 | 620 | 593.915824631125 | 26.0841753688749 |
62 | 588 | 589.735128736313 | -1.73512873631249 |
63 | 566 | 572.786304767542 | -6.78630476754185 |
64 | 557 | 573.619638100875 | -16.6196381008751 |
65 | 561 | 567.288552544427 | -6.28855254442706 |
66 | 549 | 563.788552544427 | -14.7885525444270 |
67 | 532 | 555.455219211094 | -23.4552192110937 |
68 | 526 | 548.12188587776 | -22.1218858777604 |
69 | 511 | 540.955219211094 | -29.9552192110937 |
70 | 499 | 541.455219211094 | -42.4552192110937 |
71 | 555 | 596.288552544427 | -41.288552544427 |
72 | 565 | 597.457466987979 | -32.457466987979 |
73 | 542 | 593.915824631125 | -51.9158246311251 |