Multiple Linear Regression - Estimated Regression Equation |
x[t] = + 0.80040639255172 + 0.379659939126742y[t] + 0.611032021039155z[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) | 0.80040639255172 | 0.653634 | 1.2245 | 0.225098 | 0.112549 |
y | 0.379659939126742 | 0.015551 | 24.4133 | 0 | 0 |
z | 0.611032021039155 | 0.015164 | 40.2942 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.998619183453074 |
R-squared | 0.997240273560485 |
Adjusted R-squared | 0.99715664548656 |
F-TEST (value) | 11924.7069406202 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 66 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.186084686163247 |
Sum Squared Residuals | 2.28541568801528 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 95.9 | 96.1705772295294 | -0.270577229529418 |
2 | 96.06 | 95.9418348052463 | 0.118165194753693 |
3 | 96.31 | 96.338584819716 | -0.0285848197160194 |
4 | 96.34 | 96.6744736253657 | -0.334473625365734 |
5 | 96.49 | 96.8350560665275 | -0.345056066527479 |
6 | 96.22 | 96.2588562324994 | -0.0388562324994034 |
7 | 96.53 | 96.451893952491 | 0.0781060475090164 |
8 | 96.5 | 96.3168780588993 | 0.183121941100678 |
9 | 96.77 | 96.9286145474612 | -0.158614547461245 |
10 | 96.66 | 97.0170091689913 | -0.357009168991304 |
11 | 96.58 | 96.7205692358264 | -0.140569235826396 |
12 | 96.63 | 96.5553593530264 | 0.074640646973585 |
13 | 97.06 | 97.2335941402154 | -0.173594140215355 |
14 | 97.73 | 97.9398355705177 | -0.209835570517721 |
15 | 98.01 | 98.3268574713076 | -0.316857471307586 |
16 | 97.76 | 97.736049332513 | 0.0239506674870234 |
17 | 97.49 | 97.4760925146886 | 0.0139074853113800 |
18 | 97.77 | 97.7546115302636 | 0.0153884697364248 |
19 | 97.96 | 97.811266096651 | 0.148733903348932 |
20 | 98.23 | 98.1532652225112 | 0.0767347774888395 |
21 | 98.51 | 98.7474384053268 | -0.237438405326772 |
22 | 98.19 | 98.1799046056122 | 0.0100953943878467 |
23 | 98.37 | 98.2325837666865 | 0.137416233313453 |
24 | 98.31 | 97.9461771278475 | 0.363822872152472 |
25 | 98.6 | 98.4265679474848 | 0.173432052515173 |
26 | 98.97 | 98.6446989846431 | 0.325301015356855 |
27 | 99.11 | 98.9914411707012 | 0.118558829298797 |
28 | 99.64 | 99.547827165526 | 0.0921728344740407 |
29 | 100.03 | 100.115192915483 | -0.085192915483279 |
30 | 99.98 | 99.9771480773852 | 0.00285192261478946 |
31 | 100.32 | 100.073966739945 | 0.246033260055199 |
32 | 100.44 | 100.228628422982 | 0.211371577017525 |
33 | 100.51 | 100.373793229460 | 0.136206770540282 |
34 | 101 | 100.976106784988 | 0.0238932150121592 |
35 | 100.88 | 100.766809831900 | 0.113190168099716 |
36 | 100.55 | 100.284809758967 | 0.265190241033377 |
37 | 100.83 | 100.382984925374 | 0.447015074625884 |
38 | 101.51 | 101.241921173574 | 0.268078826425846 |
39 | 102.16 | 102.238302654745 | -0.0783026547447078 |
40 | 102.39 | 102.670473705189 | -0.280473705188539 |
41 | 102.54 | 102.794215419166 | -0.254215419166107 |
42 | 102.85 | 103.01626943044 | -0.166269430439917 |
43 | 103.47 | 103.478466420335 | -0.00846642033477176 |
44 | 103.57 | 103.698259141987 | -0.128259141987061 |
45 | 103.69 | 103.921859219195 | -0.231859219195105 |
46 | 103.5 | 103.516916400815 | -0.0169164008153062 |
47 | 103.47 | 103.349855271435 | 0.120144728564973 |
48 | 103.45 | 103.29456796506 | 0.155432034940029 |
49 | 103.48 | 103.258021662357 | 0.221978337642672 |
50 | 103.93 | 103.711720667696 | 0.218279332303962 |
51 | 103.89 | 103.788662303690 | 0.101337696309808 |
52 | 104.4 | 104.480663797234 | -0.0806637972341706 |
53 | 104.79 | 105.076971894947 | -0.286971894947087 |
54 | 104.77 | 104.893073439672 | -0.123073439672304 |
55 | 105.13 | 105.103432472126 | 0.0265675278737328 |
56 | 105.26 | 105.252509496554 | 0.00749050344552279 |
57 | 104.96 | 105.099446310649 | -0.139446310648659 |
58 | 104.75 | 104.727253195580 | 0.0227468044197707 |
59 | 105.01 | 105.18486441887 | -0.174864418869910 |
60 | 105.15 | 105.156574107439 | -0.00657410743948088 |
61 | 105.2 | 105.283397197121 | -0.083397197121049 |
62 | 105.77 | 105.725296361245 | 0.0447036387552654 |
63 | 105.78 | 105.644558125859 | 0.135441874140684 |
64 | 106.26 | 106.423281800275 | -0.163281800274884 |
65 | 106.13 | 106.079274134242 | 0.0507258657583022 |
66 | 106.12 | 106.088823442000 | 0.0311765580002959 |
67 | 106.57 | 106.463624702369 | 0.106375297631199 |
68 | 106.44 | 106.243243131753 | 0.19675686824653 |
69 | 106.54 | 106.726841701819 | -0.186841701818964 |