Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 75.261054945055 -1.58593406593407x[t] + 26.9829413919414M1[t] + 26.6538388278388M2[t] + 21.9247362637363M3[t] + 20.4756336996337M4[t] + 11.4265311355311M5[t] + 13.9774285714286M6[t] + 30.248326007326M7[t] + 16.7992234432234M8[t] + 17.2901208791209M9[t] + 33.4010183150183M10[t] -0.708084249084255M11[t] + 0.449102564102564t + 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) | 75.261054945055 | 2.703851 | 27.8348 | 0 | 0 |
x | -1.58593406593407 | 2.640786 | -0.6006 | 0.551085 | 0.275542 |
M1 | 26.9829413919414 | 3.285369 | 8.2131 | 0 | 0 |
M2 | 26.6538388278388 | 3.277621 | 8.1321 | 0 | 0 |
M3 | 21.9247362637363 | 3.271582 | 6.7016 | 0 | 0 |
M4 | 20.4756336996337 | 3.267262 | 6.2669 | 0 | 0 |
M5 | 11.4265311355311 | 3.264667 | 3.5001 | 0.001045 | 0.000523 |
M6 | 13.9774285714286 | 3.263802 | 4.2826 | 9.3e-05 | 4.7e-05 |
M7 | 30.248326007326 | 3.264667 | 9.2654 | 0 | 0 |
M8 | 16.7992234432234 | 3.267262 | 5.1417 | 5e-06 | 3e-06 |
M9 | 17.2901208791209 | 3.271582 | 5.2849 | 3e-06 | 2e-06 |
M10 | 33.4010183150183 | 3.277621 | 10.1906 | 0 | 0 |
M11 | -0.708084249084255 | 3.285369 | -0.2155 | 0.83031 | 0.415155 |
t | 0.449102564102564 | 0.075167 | 5.9748 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.936067032778345 |
R-squared | 0.876221489854456 |
Adjusted R-squared | 0.841240606552454 |
F-TEST (value) | 25.0485810289507 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 46 |
p-value | 2.22044604925031e-16 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 5.14219103293595 |
Sum Squared Residuals | 1216.33791648352 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 106.8 | 102.693098901099 | 4.10690109890118 |
2 | 113.7 | 102.813098901099 | 10.8869010989011 |
3 | 102.5 | 98.533098901099 | 3.96690109890108 |
4 | 96.6 | 97.533098901099 | -0.93309890109893 |
5 | 92.1 | 88.933098901099 | 3.16690109890104 |
6 | 95.6 | 91.9330989010989 | 3.66690109890109 |
7 | 102.3 | 108.653098901099 | -6.35309890109889 |
8 | 98.6 | 95.653098901099 | 2.94690109890108 |
9 | 98.2 | 96.5930989010989 | 1.60690109890112 |
10 | 104.5 | 113.153098901099 | -8.6530989010989 |
11 | 84 | 79.4930989010989 | 4.50690109890112 |
12 | 73.8 | 80.6502857142857 | -6.8502857142857 |
13 | 103.9 | 108.082329670330 | -4.18232967032969 |
14 | 106 | 108.202329670330 | -2.20232967032967 |
15 | 97.2 | 103.922329670330 | -6.72232967032967 |
16 | 102.6 | 102.922329670330 | -0.32232967032967 |
17 | 89 | 94.3223296703297 | -5.32232967032966 |
18 | 93.8 | 97.3223296703297 | -3.52232967032967 |
19 | 116.7 | 114.042329670330 | 2.65767032967033 |
20 | 106.8 | 101.042329670330 | 5.75767032967034 |
21 | 98.5 | 101.982329670330 | -3.48232967032968 |
22 | 118.7 | 118.542329670330 | 0.15767032967033 |
23 | 90 | 84.8823296703297 | 5.11767032967033 |
24 | 91.9 | 84.4535824175824 | 7.44641758241758 |
25 | 113.3 | 111.885626373626 | 1.41437362637360 |
26 | 113.1 | 112.005626373626 | 1.09437362637363 |
27 | 104.1 | 107.725626373626 | -3.62562637362637 |
28 | 108.7 | 106.725626373626 | 1.97437362637364 |
29 | 96.7 | 98.1256263736263 | -1.42562637362635 |
30 | 101 | 101.125626373626 | -0.125626373626363 |
31 | 116.9 | 117.845626373626 | -0.945626373626368 |
32 | 105.8 | 104.845626373626 | 0.954373626373634 |
33 | 99 | 105.785626373626 | -6.78562637362638 |
34 | 129.4 | 122.345626373626 | 7.05437362637362 |
35 | 83 | 88.6856263736264 | -5.68562637362638 |
36 | 88.9 | 89.8428131868132 | -0.942813186813188 |
37 | 115.9 | 117.274857142857 | -1.37485714285716 |
38 | 104.2 | 117.394857142857 | -13.1948571428571 |
39 | 113.4 | 113.114857142857 | 0.285142857142869 |
40 | 112.2 | 112.114857142857 | 0.085142857142868 |
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 | 6.72514285714285 |
46 | 128.8 | 127.734857142857 | 1.06514285714286 |
47 | 87.5 | 94.0748571428572 | -6.57485714285715 |
48 | 93.8 | 95.232043956044 | -1.43204395604396 |
49 | 122.7 | 122.664087912088 | 0.0359120879120657 |
50 | 126.2 | 122.784087912088 | 3.41591208791209 |
51 | 124.6 | 118.504087912088 | 6.09591208791208 |
52 | 116.7 | 117.504087912088 | -0.804087912087903 |
53 | 115.2 | 108.904087912088 | 6.2959120879121 |
54 | 111.1 | 111.904087912088 | -0.804087912087916 |
55 | 129.9 | 128.624087912088 | 1.27591208791208 |
56 | 113.3 | 115.624087912088 | -2.32408791208791 |
57 | 118.5 | 116.564087912088 | 1.93591208791208 |
58 | 133.5 | 133.124087912088 | 0.375912087912074 |
59 | 102.1 | 99.464087912088 | 2.63591208791208 |
60 | 102.4 | 100.621274725275 | 1.77872527472527 |