Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 80.6502857142857 + 11.8871428571428x[t] + 24.7374285714286M1[t] + 24.8574285714286M2[t] + 20.5774285714286M3[t] + 19.5774285714286M4[t] + 10.9774285714285M5[t] + 13.9774285714286M6[t] + 30.6974285714285M7[t] + 17.6974285714285M8[t] + 18.6374285714286M9[t] + 35.1974285714286M10[t] + 1.53742857142857M11[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) | 80.6502857142857 | 3.36062 | 23.9986 | 0 | 0 |
x | 11.8871428571428 | 1.811925 | 6.5605 | 0 | 0 |
M1 | 24.7374285714286 | 4.303084 | 5.7488 | 1e-06 | 0 |
M2 | 24.8574285714286 | 4.303084 | 5.7767 | 1e-06 | 0 |
M3 | 20.5774285714286 | 4.303084 | 4.782 | 1.8e-05 | 9e-06 |
M4 | 19.5774285714286 | 4.303084 | 4.5496 | 3.8e-05 | 1.9e-05 |
M5 | 10.9774285714285 | 4.303084 | 2.5511 | 0.014055 | 0.007027 |
M6 | 13.9774285714286 | 4.303084 | 3.2482 | 0.002147 | 0.001073 |
M7 | 30.6974285714285 | 4.303084 | 7.1338 | 0 | 0 |
M8 | 17.6974285714285 | 4.303084 | 4.1127 | 0.000156 | 7.8e-05 |
M9 | 18.6374285714286 | 4.303084 | 4.3312 | 7.7e-05 | 3.9e-05 |
M10 | 35.1974285714286 | 4.303084 | 8.1796 | 0 | 0 |
M11 | 1.53742857142857 | 4.303084 | 0.3573 | 0.722478 | 0.361239 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.883269342311904 |
R-squared | 0.780164731068104 |
Adjusted R-squared | 0.724036577298258 |
F-TEST (value) | 13.899704135418 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 47 |
p-value | 1.14690479335877e-11 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 6.77960283421276 |
Sum Squared Residuals | 2160.26168571429 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 106.8 | 105.387714285714 | 1.41228571428576 |
2 | 113.7 | 105.507714285714 | 8.19228571428573 |
3 | 102.5 | 101.227714285714 | 1.27228571428569 |
4 | 96.6 | 100.227714285714 | -3.62771428571431 |
5 | 92.1 | 91.6277142857143 | 0.47228571428566 |
6 | 95.6 | 94.6277142857143 | 0.972285714285704 |
7 | 102.3 | 111.347714285714 | -9.04771428571428 |
8 | 98.6 | 98.3477142857143 | 0.252285714285688 |
9 | 98.2 | 99.2877142857143 | -1.08771428571426 |
10 | 104.5 | 115.847714285714 | -11.3477142857143 |
11 | 84 | 82.1877142857143 | 1.81228571428573 |
12 | 73.8 | 80.6502857142857 | -6.8502857142857 |
13 | 103.9 | 105.387714285714 | -1.48771428571430 |
14 | 106 | 105.507714285714 | 0.492285714285705 |
15 | 97.2 | 101.227714285714 | -4.02771428571428 |
16 | 102.6 | 100.227714285714 | 2.37228571428571 |
17 | 89 | 91.6277142857143 | -2.62771428571428 |
18 | 93.8 | 94.6277142857143 | -0.827714285714281 |
19 | 116.7 | 111.347714285714 | 5.35228571428571 |
20 | 106.8 | 98.3477142857143 | 8.45228571428572 |
21 | 98.5 | 99.2877142857143 | -0.787714285714292 |
22 | 118.7 | 115.847714285714 | 2.85228571428571 |
23 | 90 | 82.1877142857143 | 7.81228571428571 |
24 | 91.9 | 92.5374285714286 | -0.637428571428575 |
25 | 113.3 | 117.274857142857 | -3.97485714285716 |
26 | 113.1 | 117.394857142857 | -4.29485714285715 |
27 | 104.1 | 113.114857142857 | -9.01485714285714 |
28 | 108.7 | 112.114857142857 | -3.41485714285713 |
29 | 96.7 | 103.514857142857 | -6.81485714285712 |
30 | 101 | 106.514857142857 | -5.51485714285714 |
31 | 116.9 | 123.234857142857 | -6.33485714285714 |
32 | 105.8 | 110.234857142857 | -4.43485714285714 |
33 | 99 | 111.174857142857 | -12.1748571428571 |
34 | 129.4 | 127.734857142857 | 1.66514285714285 |
35 | 83 | 94.0748571428571 | -11.0748571428571 |
36 | 88.9 | 92.5374285714286 | -3.63742857142858 |
37 | 115.9 | 117.274857142857 | -1.37485714285715 |
38 | 104.2 | 117.394857142857 | -13.1948571428571 |
39 | 113.4 | 113.114857142857 | 0.285142857142872 |
40 | 112.2 | 112.114857142857 | 0.0851428571428692 |
41 | 100.8 | 103.514857142857 | -2.71485714285713 |
42 | 107.3 | 106.514857142857 | 0.785142857142858 |
43 | 126.6 | 123.234857142857 | 3.36514285714284 |
44 | 102.9 | 110.234857142857 | -7.33485714285713 |
45 | 117.9 | 111.174857142857 | 6.72514285714286 |
46 | 128.8 | 127.734857142857 | 1.06514285714286 |
47 | 87.5 | 94.0748571428571 | -6.57485714285715 |
48 | 93.8 | 92.5374285714286 | 1.26257142857142 |
49 | 122.7 | 117.274857142857 | 5.42514285714285 |
50 | 126.2 | 117.394857142857 | 8.80514285714285 |
51 | 124.6 | 113.114857142857 | 11.4851428571429 |
52 | 116.7 | 112.114857142857 | 4.58514285714287 |
53 | 115.2 | 103.514857142857 | 11.6851428571429 |
54 | 111.1 | 106.514857142857 | 4.58514285714286 |
55 | 129.9 | 123.234857142857 | 6.66514285714286 |
56 | 113.3 | 110.234857142857 | 3.06514285714286 |
57 | 118.5 | 111.174857142857 | 7.32514285714285 |
58 | 133.5 | 127.734857142857 | 5.76514285714285 |
59 | 102.1 | 94.0748571428571 | 8.02514285714285 |
60 | 102.4 | 92.5374285714286 | 9.86257142857143 |