Multiple Linear Regression - Estimated Regression Equation |
Won[t] = + 3620.3186440678 + 287.457627118644`Rente `[t] -76.996233521657M1[t] -120.682297551789M2[t] + 44.3745762711868M3[t] -1305.68662900188M4[t] -211.439359698682M5[t] + 478.207909604521M6[t] -22.1448210922781M7[t] -444.097551789077M8[t] -1132.74180790960M9[t] -817.894538606403M10[t] -482.847269303201M11[t] + 21.3527306967985t + 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) | 3620.3186440678 | 185.880156 | 19.4766 | 0 | 0 |
`Rente ` | 287.457627118644 | 108.312037 | 2.654 | 0.010757 | 0.005378 |
M1 | -76.996233521657 | 218.275426 | -0.3527 | 0.725822 | 0.362911 |
M2 | -120.682297551789 | 218.20768 | -0.5531 | 0.582788 | 0.291394 |
M3 | 44.3745762711868 | 227.68678 | 0.1949 | 0.846299 | 0.42315 |
M4 | -1305.68662900188 | 227.945405 | -5.7281 | 1e-06 | 0 |
M5 | -211.439359698682 | 227.777231 | -0.9283 | 0.357911 | 0.178955 |
M6 | 478.207909604521 | 227.639862 | 2.1007 | 0.040943 | 0.020471 |
M7 | -22.1448210922781 | 227.533356 | -0.0973 | 0.922873 | 0.461437 |
M8 | -444.097551789077 | 227.457755 | -1.9524 | 0.056731 | 0.028366 |
M9 | -1132.74180790960 | 226.570857 | -4.9995 | 8e-06 | 4e-06 |
M10 | -817.894538606403 | 226.493158 | -3.6111 | 0.000727 | 0.000364 |
M11 | -482.847269303201 | 226.446526 | -2.1323 | 0.038128 | 0.019064 |
t | 21.3527306967985 | 2.653396 | 8.0473 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.898934045452476 |
R-squared | 0.808082418073554 |
Adjusted R-squared | 0.756104739635142 |
F-TEST (value) | 15.5467200989178 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 48 |
p-value | 5.49782441794378e-13 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 358.018814833736 |
Sum Squared Residuals | 6152518.64519774 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 3481 | 3564.67514124294 | -83.6751412429386 |
2 | 3592 | 3542.34180790960 | 49.6581920903955 |
3 | 3472 | 3728.75141242938 | -256.751412429379 |
4 | 2312 | 2400.04293785311 | -88.042937853107 |
5 | 3322 | 3515.64293785311 | -193.642937853107 |
6 | 4348 | 4226.64293785311 | 121.357062146893 |
7 | 3603 | 3747.64293785311 | -144.642937853107 |
8 | 2700 | 3347.04293785311 | -647.042937853108 |
9 | 2640 | 2679.75141242938 | -39.7514124293791 |
10 | 2918 | 3015.95141242938 | -97.9514124293785 |
11 | 3181 | 3372.35141242938 | -191.351412429378 |
12 | 4151 | 3876.55141242938 | 274.448587570621 |
13 | 4024 | 3820.90790960452 | 203.092090395481 |
14 | 3431 | 3798.57457627119 | -367.574576271187 |
15 | 3870 | 4272.44180790960 | -402.441807909605 |
16 | 2618 | 2656.27570621469 | -38.2757062146893 |
17 | 3577 | 3771.87570621469 | -194.875706214689 |
18 | 5268 | 4482.87570621469 | 785.12429378531 |
19 | 3833 | 4003.87570621469 | -170.875706214689 |
20 | 3442 | 3603.27570621469 | -161.275706214689 |
21 | 3217 | 2935.98418079096 | 281.01581920904 |
22 | 3401 | 3272.18418079096 | 128.815819209040 |
23 | 3973 | 3628.58418079096 | 344.415819209039 |
24 | 4628 | 4132.78418079096 | 495.215819209039 |
25 | 4489 | 4077.1406779661 | 411.859322033898 |
26 | 4130 | 4054.80734463277 | 75.192655367232 |
27 | 4687 | 4241.21694915254 | 445.783050847458 |
28 | 3179 | 2912.50847457627 | 266.491525423729 |
29 | 4280 | 4028.10847457627 | 251.891525423729 |
30 | 4214 | 4739.10847457627 | -525.108474576272 |
31 | 4154 | 4260.10847457627 | -106.108474576271 |
32 | 3938 | 3859.50847457627 | 78.491525423729 |
33 | 3129 | 3479.67457627119 | -350.674576271186 |
34 | 3588 | 3815.87457627119 | -227.874576271186 |
35 | 4169 | 4172.27457627119 | -3.2745762711867 |
36 | 4349 | 4676.47457627119 | -327.474576271186 |
37 | 4696 | 4620.83107344633 | 75.1689265536724 |
38 | 4714 | 4598.497740113 | 115.502259887006 |
39 | 4892 | 4784.90734463277 | 107.092655367232 |
40 | 3373 | 3456.1988700565 | -83.1988700564972 |
41 | 4453 | 4571.7988700565 | -118.798870056497 |
42 | 5174 | 5282.7988700565 | -108.798870056497 |
43 | 4916 | 4803.7988700565 | 112.201129943503 |
44 | 4690 | 4403.19887005650 | 286.801129943503 |
45 | 3841 | 3735.90734463277 | 105.092655367232 |
46 | 4325 | 4072.10734463277 | 252.892655367232 |
47 | 4559 | 4428.50734463277 | 130.492655367231 |
48 | 5370 | 4932.70734463277 | 437.292655367232 |
49 | 4693 | 4589.60621468927 | 103.393785310735 |
50 | 5177 | 4567.27288135593 | 609.727118644068 |
51 | 4860 | 4753.68248587571 | 106.317514124294 |
52 | 3368 | 3424.97401129944 | -56.9740112994351 |
53 | 4796 | 4540.57401129943 | 255.425988700565 |
54 | 4979 | 5251.57401129944 | -272.574011299435 |
55 | 5082 | 4772.57401129944 | 309.425988700565 |
56 | 4815 | 4371.97401129944 | 443.025988700565 |
57 | 3709 | 3704.68248587571 | 4.31751412429412 |
58 | 3985 | 4040.88248587571 | -55.8824858757062 |
59 | 4117 | 4397.28248587571 | -280.282485875707 |
60 | 4022 | 4901.48248587571 | -879.482485875706 |
61 | 4136 | 4845.83898305085 | -709.838983050848 |
62 | 4341 | 4823.50564971751 | -482.505649717514 |