Multiple Linear Regression - Estimated Regression Equation |
Int[t] = + 39.8313765615007 + 0.443260583766398Cons[t] + 0.157433989020551Duurzcons[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) | 39.8313765615007 | 7.695576 | 5.1759 | 2e-06 | 1e-06 |
Cons | 0.443260583766398 | 0.062715 | 7.0679 | 0 | 0 |
Duurzcons | 0.157433989020551 | 0.042671 | 3.6895 | 0.000417 | 0.000209 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.678910073141829 |
R-squared | 0.460918887413444 |
Adjusted R-squared | 0.446916780593014 |
F-TEST (value) | 32.9178239621006 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 77 |
p-value | 4.66319205472132e-11 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 5.60341382082505 |
Sum Squared Residuals | 2417.66497645081 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 100.6 | 100.604087364553 | -0.00408736455320509 |
2 | 96.1 | 99.0381546297231 | -2.93815462972312 |
3 | 110 | 107.669967664444 | 2.33003233555573 |
4 | 108.2 | 102.467157987834 | 5.73284201216599 |
5 | 106.9 | 99.8829486175957 | 7.0170513824043 |
6 | 117.2 | 109.523408425095 | 7.67659157490478 |
7 | 105.2 | 101.095954316488 | 4.10404568351230 |
8 | 106.3 | 102.168492132516 | 4.13150786748436 |
9 | 95.9 | 103.852882350828 | -7.95288235082795 |
10 | 107.5 | 107.904895940721 | -0.404895940720662 |
11 | 113 | 110.722810879981 | 2.27718912001906 |
12 | 111.4 | 109.541291978893 | 1.85870802110695 |
13 | 95.5 | 99.4661305384081 | -3.96613053840813 |
14 | 90.3 | 93.0847060990395 | -2.78470609903952 |
15 | 110.8 | 108.180482153610 | 2.61951784638958 |
16 | 107.1 | 105.069709635691 | 2.03029036430918 |
17 | 101.4 | 99.5578402576985 | 1.84215974230149 |
18 | 112.9 | 111.213301660453 | 1.68669833954650 |
19 | 98.5 | 101.540132347895 | -3.04013234789545 |
20 | 100.1 | 99.927733399793 | 0.172266600206973 |
21 | 93.4 | 103.555133943151 | -10.1551339431509 |
22 | 104.4 | 106.363113760168 | -1.96311376016818 |
23 | 101.8 | 103.903934133505 | -2.10393413350499 |
24 | 107.9 | 110.411764487911 | -2.51176448791070 |
25 | 91.3 | 97.0165807743748 | -5.71658077437485 |
26 | 86.6 | 91.5979490825405 | -4.99794908254045 |
27 | 111.4 | 106.291427749571 | 5.10857225042862 |
28 | 98.4 | 99.8606329586008 | -1.46063295860084 |
29 | 102.2 | 100.989572110144 | 1.21042788985582 |
30 | 103 | 105.796351399694 | -2.79635139969420 |
31 | 95.8 | 97.6000039813922 | -1.80000398139222 |
32 | 96 | 98.7665434670118 | -2.76654346701181 |
33 | 95.7 | 109.048661043525 | -13.3486610435247 |
34 | 106.4 | 104.986407071776 | 1.41359292822409 |
35 | 112 | 106.939352519064 | 5.0606474809355 |
36 | 116.2 | 111.072528517976 | 5.12747148202365 |
37 | 93.9 | 97.5986278099302 | -3.69862780993020 |
38 | 100.5 | 96.5500870839722 | 3.94991291602776 |
39 | 112.5 | 110.272214052688 | 2.22778594731203 |
40 | 101.2 | 97.8329455669804 | 3.36705443301957 |
41 | 107.8 | 100.123838634739 | 7.67616136526125 |
42 | 114.3 | 107.337523061021 | 6.96247693897949 |
43 | 99.6 | 98.2645895974287 | 1.33541040257127 |
44 | 98.6 | 95.7114083011739 | 2.88859169882613 |
45 | 93.6 | 106.963349609134 | -13.3633496091345 |
46 | 99.6 | 103.357654205545 | -3.75765420554527 |
47 | 113.1 | 111.048226168293 | 2.05177383170669 |
48 | 110.7 | 110.620708983429 | 0.079291016571046 |
49 | 88.1 | 94.1220889955 | -6.02208899550006 |
50 | 93.1 | 96.1690361123803 | -3.06903611238031 |
51 | 107.4 | 101.048877583989 | 6.35112241601088 |
52 | 99.5 | 96.3117976143477 | 3.18820238565228 |
53 | 105.6 | 101.940137785134 | 3.65986221486587 |
54 | 108.3 | 104.194958485684 | 4.10504151431630 |
55 | 99.2 | 99.4383135311694 | -0.238313531169377 |
56 | 99.3 | 102.111939001595 | -2.81193900159472 |
57 | 107.1 | 99.169147782967 | 7.93085221703307 |
58 | 106.9 | 101.774144845333 | 5.12585515466743 |
59 | 115.4 | 107.530724157637 | 7.8692758423633 |
60 | 99 | 104.679030470271 | -5.67903047027104 |
61 | 100.1 | 92.238537608507 | 7.861462391493 |
62 | 96.2 | 93.4101213873519 | 2.78987861264812 |
63 | 96.9 | 101.786984105905 | -4.88698410590511 |
64 | 96.2 | 99.6799675317462 | -3.47996753174616 |
65 | 91 | 99.6944882233938 | -8.6944882233938 |
66 | 99 | 102.405103508669 | -3.40510350866921 |
67 | 99 | 98.2586295253642 | 0.741370474635829 |
68 | 107.2 | 97.585331494339 | 9.61466850566092 |
69 | 110.8 | 97.7250353937694 | 13.0749646062306 |
70 | 111.1 | 102.776678081839 | 8.32332191816118 |
71 | 104.6 | 109.594332121060 | -4.99433212106035 |
72 | 94.3 | 104.04684909968 | -9.74684909967999 |
73 | 90.7 | 95.052784426004 | -4.35278442600398 |
74 | 88.8 | 91.473072803173 | -2.67307280317293 |
75 | 90.9 | 104.573412247361 | -13.6734122473613 |
76 | 90.5 | 99.9451598985722 | -9.44515989857225 |
77 | 95.5 | 97.3389401289522 | -1.83894012895216 |
78 | 103.1 | 104.662523087935 | -1.56252308793523 |
79 | 100.6 | 99.1874900605854 | 1.41250993941458 |
80 | 103.1 | 98.9811444437836 | 4.11885555621639 |