Multiple Linear Regression - Estimated Regression Equation |
B [t] = + 110.608581349206 -1.81894841269841A[t] -0.378570601851804M1[t] -6.55542493386244M2[t] -14.4522792658730M3[t] -11.6091335978836M4[t] -12.0859879298942M5[t] -0.682842261904766M6[t] -6.75590691137567M7[t] -8.73276124338625M8[t] -1.26961557539683M9[t] -18.4464699074074M10[t] -17.963324239418M11[t] + 0.0768543320105817t + 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) | 110.608581349206 | 2.393717 | 46.2079 | 0 | 0 |
A | -1.81894841269841 | 2.063509 | -0.8815 | 0.382741 | 0.19137 |
M1 | -0.378570601851804 | 2.904091 | -0.1304 | 0.896864 | 0.448432 |
M2 | -6.55542493386244 | 2.904031 | -2.2574 | 0.028886 | 0.014443 |
M3 | -14.4522792658730 | 2.905029 | -4.9749 | 1e-05 | 5e-06 |
M4 | -11.6091335978836 | 2.907084 | -3.9934 | 0.000238 | 0.000119 |
M5 | -12.0859879298942 | 2.910194 | -4.153 | 0.000144 | 7.2e-05 |
M6 | -0.682842261904766 | 2.914355 | -0.2343 | 0.815812 | 0.407906 |
M7 | -6.75590691137567 | 2.898667 | -2.3307 | 0.02431 | 0.012155 |
M8 | -8.73276124338625 | 2.898687 | -3.0127 | 0.00424 | 0.00212 |
M9 | -1.26961557539683 | 2.899767 | -0.4378 | 0.663601 | 0.331801 |
M10 | -18.4464699074074 | 2.901905 | -6.3567 | 0 | 0 |
M11 | -17.963324239418 | 2.9051 | -6.1834 | 0 | 0 |
t | 0.0768543320105817 | 0.055432 | 1.3865 | 0.172437 | 0.086218 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.862898988561897 |
R-squared | 0.744594664461145 |
Adjusted R-squared | 0.670810900861031 |
F-TEST (value) | 10.0915787990516 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 45 |
p-value | 1.94781590856508e-09 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 4.31989105790929 |
Sum Squared Residuals | 839.76564384921 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 115.4 | 110.306865079365 | 5.09313492063515 |
2 | 106.9 | 104.206865079365 | 2.69313492063491 |
3 | 107.1 | 96.386865079365 | 10.7131349206349 |
4 | 99.3 | 99.306865079365 | -0.00686507936508507 |
5 | 99.2 | 98.906865079365 | 0.293134920634920 |
6 | 108.3 | 110.386865079365 | -2.08686507936509 |
7 | 105.6 | 104.390654761905 | 1.20934523809522 |
8 | 99.5 | 102.490654761905 | -2.99065476190477 |
9 | 107.4 | 110.030654761905 | -2.63065476190477 |
10 | 93.1 | 92.9306547619048 | 0.169345238095228 |
11 | 88.1 | 93.4906547619048 | -5.39065476190477 |
12 | 110.7 | 111.530833333333 | -0.830833333333343 |
13 | 113.1 | 111.229117063492 | 1.87088293650787 |
14 | 99.6 | 105.129117063492 | -5.52911706349207 |
15 | 93.6 | 97.309117063492 | -3.70911706349208 |
16 | 98.6 | 100.229117063492 | -1.62911706349207 |
17 | 99.6 | 99.829117063492 | -0.229117063492073 |
18 | 114.3 | 111.309117063492 | 2.99088293650793 |
19 | 107.8 | 103.493958333333 | 4.30604166666666 |
20 | 101.2 | 101.593958333333 | -0.393958333333335 |
21 | 112.5 | 109.133958333333 | 3.36604166666666 |
22 | 100.5 | 92.0339583333333 | 8.46604166666667 |
23 | 93.9 | 92.5939583333333 | 1.30604166666667 |
24 | 116.2 | 110.634136904762 | 5.56586309523809 |
25 | 112 | 110.332420634921 | 1.66757936507931 |
26 | 106.4 | 104.232420634921 | 2.16757936507937 |
27 | 95.7 | 96.4124206349206 | -0.712420634920633 |
28 | 96 | 99.3324206349206 | -3.33242063492063 |
29 | 95.8 | 98.9324206349206 | -3.13242063492064 |
30 | 103 | 110.412420634921 | -7.41242063492064 |
31 | 102.2 | 104.416210317460 | -2.21621031746032 |
32 | 98.4 | 102.516210317460 | -4.11621031746031 |
33 | 111.4 | 110.056210317460 | 1.34378968253969 |
34 | 86.6 | 92.9562103174603 | -6.35621031746032 |
35 | 91.3 | 93.5162103174603 | -2.21621031746032 |
36 | 107.9 | 111.556388888889 | -3.65638888888888 |
37 | 101.8 | 111.254672619048 | -9.45467261904767 |
38 | 104.4 | 105.154672619048 | -0.75467261904761 |
39 | 93.4 | 97.3346726190476 | -3.93467261904761 |
40 | 100.1 | 100.254672619048 | -0.154672619047616 |
41 | 98.5 | 99.8546726190476 | -1.35467261904762 |
42 | 112.9 | 111.334672619048 | 1.56532738095239 |
43 | 101.4 | 105.338462301587 | -3.93846230158729 |
44 | 107.1 | 103.438462301587 | 3.6615376984127 |
45 | 110.8 | 110.978462301587 | -0.178462301587302 |
46 | 90.3 | 93.8784623015873 | -3.57846230158730 |
47 | 95.5 | 94.4384623015873 | 1.06153769841270 |
48 | 111.4 | 112.478640873016 | -1.07864087301586 |
49 | 113 | 112.176924603175 | 0.823075396825353 |
50 | 107.5 | 106.076924603175 | 1.42307539682540 |
51 | 95.9 | 98.2569246031746 | -2.35692460317459 |
52 | 106.3 | 101.176924603175 | 5.12307539682541 |
53 | 105.2 | 100.776924603175 | 4.42307539682541 |
54 | 117.2 | 112.256924603175 | 4.94307539682541 |
55 | 106.9 | 106.260714285714 | 0.639285714285728 |
56 | 108.2 | 104.360714285714 | 3.83928571428572 |
57 | 110 | 111.900714285714 | -1.90071428571428 |
58 | 96.1 | 94.8007142857143 | 1.29928571428572 |
59 | 100.6 | 95.3607142857143 | 5.23928571428572 |