Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 109.038912048805 + 3.48261311642096x[t] -9.1558998474836M1[t] -11.3278139298424M2[t] + 0.94374936451449M3[t] -10.2481647178444M4[t] -10.9600788002033M5[t] -1.46851550584647M6[t] -14.6204295882054M7[t] -10.8923436705643M8[t] + 5.45574224707676M9[t] + 3.44382816471783M10[t] -1.72808591764109M11[t] + 0.251914082358923t + 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) | 109.038912048805 | 2.708965 | 40.2511 | 0 | 0 |
x | 3.48261311642096 | 1.268821 | 2.7448 | 0.008608 | 0.004304 |
M1 | -9.1558998474836 | 3.277355 | -2.7937 | 0.007571 | 0.003786 |
M2 | -11.3278139298424 | 3.272439 | -3.4616 | 0.001171 | 0.000585 |
M3 | 0.94374936451449 | 3.273008 | 0.2883 | 0.774379 | 0.38719 |
M4 | -10.2481647178444 | 3.266694 | -3.1372 | 0.002973 | 0.001487 |
M5 | -10.9600788002033 | 3.261557 | -3.3604 | 0.001573 | 0.000787 |
M6 | -1.46851550584647 | 3.270343 | -0.449 | 0.655511 | 0.327756 |
M7 | -14.6204295882054 | 3.263818 | -4.4795 | 4.9e-05 | 2.5e-05 |
M8 | -10.8923436705643 | 3.25847 | -3.3428 | 0.001655 | 0.000828 |
M9 | 5.45574224707676 | 3.254305 | 1.6765 | 0.100431 | 0.050215 |
M10 | 3.44382816471783 | 3.251326 | 1.0592 | 0.295036 | 0.147518 |
M11 | -1.72808591764109 | 3.249537 | -0.5318 | 0.597427 | 0.298714 |
t | 0.251914082358923 | 0.062255 | 4.0465 | 0.000197 | 9.8e-05 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.9113358675062 |
R-squared | 0.830533063403278 |
Adjusted R-squared | 0.78264023349551 |
F-TEST (value) | 17.3414906783061 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 46 |
p-value | 1.54098955817972e-13 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 5.13702681040599 |
Sum Squared Residuals | 1213.89604473818 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 99.9 | 100.134926283681 | -0.234926283681134 |
2 | 98.2 | 98.2149262836808 | -0.0149262836807459 |
3 | 104.5 | 110.738403660397 | -6.23840366039651 |
4 | 100.8 | 99.7984036603965 | 1.0015963396035 |
5 | 101.5 | 99.3384036603965 | 2.16159633960349 |
6 | 103.9 | 109.081881037112 | -5.18188103711232 |
7 | 99.6 | 96.1818810371124 | 3.41811896288764 |
8 | 98.4 | 100.161881037112 | -1.76188103711232 |
9 | 112.7 | 116.761881037112 | -4.06188103711233 |
10 | 118.4 | 115.001881037112 | 3.39811896288767 |
11 | 108.1 | 110.081881037112 | -1.98188103711233 |
12 | 105.4 | 112.061881037112 | -6.66188103711233 |
13 | 114.6 | 103.157895271988 | 11.4421047280123 |
14 | 106.9 | 101.237895271988 | 5.66210472801223 |
15 | 115.9 | 117.243985765125 | -1.34398576512455 |
16 | 109.8 | 106.303985765125 | 3.49601423487545 |
17 | 101.8 | 105.843985765125 | -4.04398576512455 |
18 | 114.2 | 119.070076258261 | -4.87007625826131 |
19 | 110.8 | 106.170076258261 | 4.62992374173869 |
20 | 108.4 | 110.150076258261 | -1.75007625826131 |
21 | 127.5 | 126.750076258261 | 0.749923741738689 |
22 | 128.6 | 124.990076258261 | 3.60992374173869 |
23 | 116.6 | 120.070076258261 | -3.47007625826130 |
24 | 127.4 | 122.050076258261 | 5.34992374173869 |
25 | 105 | 113.146090493137 | -8.14609049313666 |
26 | 108.3 | 111.226090493137 | -2.92609049313676 |
27 | 125 | 123.749567869853 | 1.25043213014742 |
28 | 111.6 | 112.809567869853 | -1.20956786985258 |
29 | 106.5 | 112.349567869853 | -5.84956786985257 |
30 | 130.3 | 122.093045246568 | 8.20695475343162 |
31 | 115 | 109.193045246568 | 5.80695475343163 |
32 | 116.1 | 113.173045246568 | 2.92695475343161 |
33 | 134 | 129.773045246568 | 4.22695475343162 |
34 | 126.5 | 128.013045246568 | -1.51304524656838 |
35 | 125.8 | 123.093045246568 | 2.70695475343162 |
36 | 136.4 | 125.073045246568 | 11.3269547534316 |
37 | 114.9 | 116.169059481444 | -1.26905948144372 |
38 | 110.9 | 114.249059481444 | -3.34905948144382 |
39 | 125.5 | 126.772536858160 | -1.27253685815965 |
40 | 116.8 | 115.832536858160 | 0.967463141840352 |
41 | 116.8 | 115.372536858160 | 1.42746314184035 |
42 | 125.5 | 125.116014234875 | 0.383985765124540 |
43 | 104.2 | 112.216014234875 | -8.01601423487544 |
44 | 115.1 | 116.196014234875 | -1.09601423487546 |
45 | 132.8 | 132.796014234875 | 0.00398576512455416 |
46 | 123.3 | 131.036014234875 | -7.73601423487546 |
47 | 124.8 | 126.116014234875 | -1.31601423487545 |
48 | 122 | 128.096014234875 | -6.09601423487546 |
49 | 117.4 | 119.192028469751 | -1.79202846975079 |
50 | 117.9 | 117.272028469751 | 0.627971530249106 |
51 | 137.4 | 129.795505846467 | 7.60449415353328 |
52 | 114.6 | 118.855505846467 | -4.25550584646672 |
53 | 124.7 | 118.395505846467 | 6.30449415353329 |
54 | 129.6 | 128.138983223183 | 1.46101677681746 |
55 | 109.4 | 115.238983223183 | -5.83898322318251 |
56 | 120.9 | 119.218983223183 | 1.68101677681748 |
57 | 134.9 | 135.818983223183 | -0.918983223182524 |
58 | 136.3 | 134.058983223183 | 2.24101677681748 |
59 | 133.2 | 129.138983223183 | 4.06101677681747 |
60 | 127.2 | 131.118983223183 | -3.91898322318253 |