Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 9033.29419953596 -101.495359628771x[t] + 2865.40413766434M1[t] + 2990.73936581593M2[t] + 2574.47459396752M3[t] + 1298.41167826759M4[t] + 1652.84783449343M5[t] + 1637.48399071926M6[t] + 3575.92014694509M7[t] + 2087.95630317092M8[t] + 2093.59245939675M9[t] + 2979.92768754834M10[t] + 1111.96384377417M11[t] + 74.3638437741686t + 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) | 9033.29419953596 | 311.834726 | 28.9682 | 0 | 0 |
x | -101.495359628771 | 132.805895 | -0.7642 | 0.448628 | 0.224314 |
M1 | 2865.40413766434 | 323.489321 | 8.8578 | 0 | 0 |
M2 | 2990.73936581593 | 320.950123 | 9.3184 | 0 | 0 |
M3 | 2574.47459396752 | 320.435791 | 8.0343 | 0 | 0 |
M4 | 1298.41167826759 | 320.247166 | 4.0544 | 0.000192 | 9.6e-05 |
M5 | 1652.84783449343 | 319.971676 | 5.1656 | 5e-06 | 3e-06 |
M6 | 1637.48399071926 | 319.747027 | 5.1212 | 6e-06 | 3e-06 |
M7 | 3575.92014694509 | 319.573326 | 11.1897 | 0 | 0 |
M8 | 2087.95630317092 | 319.450657 | 6.5361 | 0 | 0 |
M9 | 2093.59245939675 | 319.379079 | 6.5552 | 0 | 0 |
M10 | 2979.92768754834 | 318.467604 | 9.3571 | 0 | 0 |
M11 | 1111.96384377417 | 318.390675 | 3.4925 | 0.001069 | 0.000534 |
t | 74.3638437741686 | 4.041155 | 18.4016 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.960293179246709 |
R-squared | 0.922162990107751 |
Adjusted R-squared | 0.900165574268637 |
F-TEST (value) | 41.9214237186917 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 46 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 503.379307808244 |
Sum Squared Residuals | 11655973.4663573 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 12103 | 11871.5668213457 | 231.433178654281 |
2 | 12989 | 12071.2658932715 | 917.734106728538 |
3 | 11610 | 11729.3649651972 | -119.364965197215 |
4 | 10206 | 10527.6658932715 | -321.665893271461 |
5 | 11356 | 10956.4658932715 | 399.534106728539 |
6 | 11307 | 11015.4658932715 | 291.534106728539 |
7 | 12649 | 13028.2658932715 | -379.265893271461 |
8 | 11947 | 11614.6658932715 | 332.334106728538 |
9 | 11714 | 11796.1612529002 | -82.1612529002318 |
10 | 12193 | 12655.3649651972 | -462.364965197215 |
11 | 11269 | 10861.7649651972 | 407.235034802785 |
12 | 9097 | 9824.16496519721 | -727.164965197215 |
13 | 12640 | 12763.9329466357 | -123.932946635728 |
14 | 13040 | 12963.6320185615 | 76.3679814385146 |
15 | 11687 | 12621.7310904872 | -934.731090487239 |
16 | 11192 | 11420.0320185615 | -228.032018561485 |
17 | 11392 | 11848.8320185615 | -456.832018561485 |
18 | 11793 | 11907.8320185615 | -114.832018561485 |
19 | 13933 | 13920.6320185615 | 12.3679814385150 |
20 | 12778 | 12507.0320185615 | 270.967981438515 |
21 | 11810 | 12485.5366589327 | -675.536658932714 |
22 | 13698 | 13446.2357308585 | 251.764269141531 |
23 | 11957 | 11652.6357308585 | 304.364269141531 |
24 | 10724 | 10615.0357308585 | 108.964269141531 |
25 | 13939 | 13656.2990719258 | 282.700928074249 |
26 | 13980 | 13754.5027842227 | 225.497215777263 |
27 | 13807 | 13412.6018561485 | 394.398143851508 |
28 | 12974 | 12312.3981438515 | 661.601856148492 |
29 | 12510 | 12639.7027842227 | -129.702784222738 |
30 | 12934 | 12698.7027842227 | 235.297215777263 |
31 | 14908 | 14711.5027842227 | 196.497215777262 |
32 | 13772 | 13297.9027842227 | 474.097215777262 |
33 | 13013 | 13377.9027842227 | -364.902784222738 |
34 | 14050 | 14338.6018561485 | -288.601856148492 |
35 | 11817 | 12545.0018561485 | -728.001856148492 |
36 | 11593 | 11507.4018561485 | 85.5981438515079 |
37 | 14466 | 14447.169837587 | 18.8301624129955 |
38 | 13616 | 14646.8689095128 | -1030.86890951276 |
39 | 14734 | 14304.9679814385 | 429.032018561485 |
40 | 13881 | 13103.2689095128 | 777.731090487239 |
41 | 13528 | 13532.0689095128 | -4.06890951276136 |
42 | 13584 | 13591.0689095128 | -7.0689095127609 |
43 | 16170 | 15603.8689095128 | 566.131090487239 |
44 | 13261 | 14190.2689095128 | -929.26890951276 |
45 | 14742 | 14270.2689095128 | 471.731090487239 |
46 | 15487 | 15230.9679814385 | 256.032018561484 |
47 | 13155 | 13437.3679814385 | -282.367981438516 |
48 | 12621 | 12399.7679814385 | 221.232018561485 |
49 | 15032 | 15441.0313225058 | -409.031322505798 |
50 | 15452 | 15640.7303944316 | -188.730394431555 |
51 | 15428 | 15197.3341067285 | 230.665893271461 |
52 | 13106 | 13995.6350348028 | -889.635034802785 |
53 | 14717 | 14525.9303944316 | 191.069605568445 |
54 | 14180 | 14584.9303944316 | -404.930394431556 |
55 | 16202 | 16597.7303944316 | -395.730394431555 |
56 | 15036 | 15184.1303944316 | -148.130394431555 |
57 | 15915 | 15264.1303944316 | 650.869605568446 |
58 | 16468 | 16224.8294663573 | 243.170533642691 |
59 | 14730 | 14431.2294663573 | 298.770533642691 |
60 | 13705 | 13393.6294663573 | 311.370533642690 |