Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 0.971620945389681 + 0.0470225468480478x[t] -3.60043907793596e-05t + 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) | 0.971620945389681 | 0.068331 | 14.2192 | 0 | 0 |
x | 0.0470225468480478 | 0.051485 | 0.9133 | 0.364923 | 0.182462 |
t | -3.60043907793596e-05 | 0.001483 | -0.0243 | 0.980718 | 0.490359 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.238868245201103 |
R-squared | 0.0570580385654541 |
Adjusted R-squared | 0.0239723557081015 |
F-TEST (value) | 1.72455375370239 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 57 |
p-value | 0.187422372675595 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.100099377916006 |
Sum Squared Residuals | 0.571133471172769 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1.2286 | 1.01860748784695 | 0.209992512153049 |
2 | 1.1702 | 1.01857148345617 | 0.151628516543829 |
3 | 1.1692 | 1.01853547906539 | 0.150664520934609 |
4 | 1.1222 | 1.01849947467461 | 0.103700525325388 |
5 | 1.1139 | 1.01846347028383 | 0.0954365297161675 |
6 | 1.1372 | 1.01842746589305 | 0.118772534106947 |
7 | 1.1663 | 1.01839146150227 | 0.147908538497726 |
8 | 1.1582 | 1.01835545711149 | 0.139844542888506 |
9 | 1.0848 | 1.01831945272072 | 0.066480547279285 |
10 | 1.0807 | 1.01828344832994 | 0.0624165516700643 |
11 | 1.0773 | 1.01824744393916 | 0.0590525560608436 |
12 | 1.0622 | 1.01821143954838 | 0.0439885604516231 |
13 | 1.0183 | 1.01817543515760 | 0.000124564842402398 |
14 | 1.0014 | 1.01813943076682 | -0.0167394307668182 |
15 | 0.9811 | 1.01810342637604 | -0.0370034263760389 |
16 | 0.9808 | 1.01806742198526 | -0.0372674219852595 |
17 | 0.9778 | 1.01803141759448 | -0.0402314175944802 |
18 | 0.9922 | 1.0179954132037 | -0.0257954132037008 |
19 | 0.9554 | 1.01795940881292 | -0.0625594088129214 |
20 | 0.917 | 1.01792340442214 | -0.100923404422142 |
21 | 0.8858 | 1.01788740003136 | -0.132087400031363 |
22 | 0.8758 | 1.01785139564058 | -0.142051395640583 |
23 | 0.87 | 1.01781539124980 | -0.147815391249804 |
24 | 0.8833 | 1.01777938685902 | -0.134479386859025 |
25 | 0.8924 | 1.01774338246825 | -0.125343382468245 |
26 | 0.8883 | 1.01770737807747 | -0.129407378077466 |
27 | 0.9059 | 1.01767137368669 | -0.111771373686687 |
28 | 0.9111 | 1.01763536929591 | -0.106535369295907 |
29 | 0.9005 | 0.97057681805708 | -0.07007681805708 |
30 | 0.8607 | 0.9705408136663 | -0.109840813666301 |
31 | 0.8532 | 0.970504809275521 | -0.117304809275521 |
32 | 0.8742 | 0.970468804884742 | -0.096268804884742 |
33 | 0.892 | 0.970432800493963 | -0.0784328004939626 |
34 | 0.9095 | 0.970396796103183 | -0.0608967961031833 |
35 | 0.9217 | 0.970360791712404 | -0.0486607917124039 |
36 | 0.9383 | 0.970324787321625 | -0.0320247873216245 |
37 | 0.8973 | 0.970288782930845 | -0.0729887829308452 |
38 | 0.8564 | 0.970252778540066 | -0.113852778540066 |
39 | 0.8552 | 0.970216774149286 | -0.115016774149287 |
40 | 0.8721 | 0.970180769758507 | -0.0980807697585071 |
41 | 0.9041 | 0.970144765367728 | -0.0660447653677277 |
42 | 0.9397 | 0.970108760976948 | -0.0304087609769484 |
43 | 0.9492 | 0.97007275658617 | -0.020872756586169 |
44 | 0.906 | 0.97003675219539 | -0.0640367521953896 |
45 | 0.947 | 0.97000074780461 | -0.0230007478046104 |
46 | 0.9643 | 0.969964743413831 | -0.00566474341383092 |
47 | 0.9834 | 0.969928739023052 | 0.0134712609769484 |
48 | 1.0137 | 0.969892734632272 | 0.0438072653677278 |
49 | 1.011 | 0.969856730241493 | 0.041143269758507 |
50 | 1.0338 | 0.969820725850714 | 0.0639792741492865 |
51 | 1.0706 | 0.969784721459934 | 0.100815278540066 |
52 | 1.0501 | 0.969748717069155 | 0.0803512829308452 |
53 | 1.0604 | 0.969712712678375 | 0.0906872873216245 |
54 | 1.0353 | 0.969676708287596 | 0.065623291712404 |
55 | 1.0378 | 0.969640703896817 | 0.0681592961031833 |
56 | 1.0628 | 0.969604699506037 | 0.0931953004939626 |
57 | 1.0704 | 0.969568695115258 | 0.100831304884742 |
58 | 1.0883 | 0.969532690724479 | 0.118767309275521 |
59 | 1.1208 | 0.9694966863337 | 0.151303313666301 |
60 | 1.1608 | 0.96946068194292 | 0.19133931805708 |