| Multiple Linear Regression - Estimated Regression Equation |
| Invest[t] = + 129.477741045368 -0.532610496389665Tot.prod[t] -1.22880551638674Tijd[t] + 7.6597101083052M1[t] + 4.87011023185619M2[t] + 1.61852011632155M3[t] + 15.8565145220841M4[t] -16.6968534757561M5[t] -9.40733614237636M6[t] + 11.8432786998468M7[t] + 18.7072378065419M8[t] + 5.1378128884813M9[t] + 48.1266498483989M10[t] -14.0049369537788M11[t] -0.676239716955866t + 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) | 129.477741045368 | 51.292611 | 2.5243 | 0.015108 | 0.007554 |
| Tot.prod | -0.532610496389665 | 0.537457 | -0.991 | 0.326879 | 0.163439 |
| Tijd | -1.22880551638674 | 6.098418 | -0.2015 | 0.841199 | 0.4206 |
| M1 | 7.6597101083052 | 9.895941 | 0.774 | 0.442876 | 0.221438 |
| M2 | 4.87011023185619 | 8.238903 | 0.5911 | 0.557339 | 0.27867 |
| M3 | 1.61852011632155 | 7.926833 | 0.2042 | 0.839112 | 0.419556 |
| M4 | 15.8565145220841 | 9.911901 | 1.5997 | 0.116502 | 0.058251 |
| M5 | -16.6968534757561 | 10.175477 | -1.6409 | 0.107641 | 0.05382 |
| M6 | -9.40733614237636 | 7.93386 | -1.1857 | 0.241822 | 0.120911 |
| M7 | 11.8432786998468 | 10.118104 | 1.1705 | 0.247827 | 0.123913 |
| M8 | 18.7072378065419 | 10.395067 | 1.7996 | 0.078481 | 0.03924 |
| M9 | 5.1378128884813 | 8.34649 | 0.6156 | 0.541215 | 0.270608 |
| M10 | 48.1266498483989 | 7.705906 | 6.2454 | 0 | 0 |
| M11 | -14.0049369537788 | 7.711377 | -1.8161 | 0.075869 | 0.037935 |
| t | -0.676239716955866 | 0.115742 | -5.8426 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.879870656126318 |
| R-squared | 0.774172371512158 |
| Adjusted R-squared | 0.70544222371151 |
| F-TEST (value) | 11.2639416076574 |
| F-TEST (DF numerator) | 14 |
| F-TEST (DF denominator) | 46 |
| p-value | 1.51000545400848e-10 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 12.1727554778682 |
| Sum Squared Residuals | 6816.09489250269 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 72.5 | 77.6610126352981 | -5.16101263529812 |
| 2 | 59.4 | 81.6517199913486 | -22.2517199913486 |
| 3 | 85.7 | 74.794532428715 | 10.9054675712850 |
| 4 | 88.2 | 86.0660619830461 | 2.13393801695387 |
| 5 | 62.8 | 66.2582387772696 | -3.4582387772696 |
| 6 | 87 | 65.574752593155 | 21.4252474068449 |
| 7 | 79.2 | 82.7936815911675 | -3.59368159116749 |
| 8 | 112 | 83.2786672948468 | 28.7213327051532 |
| 9 | 79.2 | 72.814537184197 | 6.38546281580308 |
| 10 | 132.1 | 121.305416185279 | 10.7945838147212 |
| 11 | 40.1 | 55.5682319360021 | -15.4682319360021 |
| 12 | 69 | 68.950190222464 | 0.0498097775360103 |
| 13 | 59.4 | 70.6608166995556 | -11.2608166995556 |
| 14 | 73.8 | 68.7395475456808 | 5.06045245431924 |
| 15 | 57.4 | 65.3975892592189 | -7.9975892592189 |
| 16 | 81.1 | 77.5212956077735 | 3.5787043922265 |
| 17 | 46.6 | 54.2515041754641 | -7.65150417546413 |
| 18 | 41.4 | 57.6158577639111 | -16.2158577639111 |
| 19 | 71.2 | 70.3075975426113 | 0.89240245738866 |
| 20 | 67.9 | 73.4594371029295 | -5.55943710292948 |
| 21 | 72 | 65.0192268785603 | 6.98077312143966 |
| 22 | 145.5 | 112.498145936502 | 33.0018540634981 |
| 23 | 39.7 | 46.8142227368641 | -7.1142227368641 |
| 24 | 51.9 | 60.3559641722429 | -8.45596417224288 |
| 25 | 73.7 | 62.865506393919 | 10.834493606081 |
| 26 | 70.9 | 60.8377151407662 | 10.0622848592338 |
| 27 | 60.8 | 59.3598935916682 | 1.44010640833180 |
| 28 | 61 | 69.512941103581 | -8.51294110358103 |
| 29 | 54.5 | 45.3909728770482 | 9.1090271229518 |
| 30 | 39.1 | 50.6727242524979 | -11.5727242524979 |
| 31 | 66.6 | 60.6481504996109 | 5.95184950038907 |
| 32 | 58.5 | 65.8239099462098 | -7.32390994620978 |
| 33 | 59.8 | 58.5554428138979 | 1.24455718610209 |
| 34 | 80.9 | 101.773477900722 | -20.8734779007221 |
| 35 | 37.3 | 39.92435027509 | -2.62435027508996 |
| 36 | 44.6 | 52.2410875687725 | -7.64108756877248 |
| 37 | 48.7 | 50.8625731668041 | -2.16257316680406 |
| 38 | 54 | 52.6163164380179 | 1.38368356198211 |
| 39 | 49.5 | 51.6178443356706 | -2.11784433567055 |
| 40 | 61.6 | 57.723052075022 | 3.87694792497805 |
| 41 | 35 | 37.2760962735778 | -2.27609627357781 |
| 42 | 35.7 | 38.8828352239389 | -3.18283522393885 |
| 43 | 51.3 | 50.243048761665 | 1.05695123833502 |
| 44 | 49 | 58.4546880376849 | -9.45468803768492 |
| 45 | 41.5 | 47.6177305795623 | -6.11773057956229 |
| 46 | 72.5 | 91.1553319642203 | -18.6553319642203 |
| 47 | 42.1 | 32.0757789198144 | 10.0242210801856 |
| 48 | 44.1 | 44.7120825113307 | -0.612082511330715 |
| 49 | 45.1 | 47.008580534451 | -1.90858053445098 |
| 50 | 50.3 | 44.5547008841865 | 5.74529911581352 |
| 51 | 40.9 | 43.1301403847274 | -2.23014038472740 |
| 52 | 47.2 | 48.2766492305774 | -1.07664923057739 |
| 53 | 36.9 | 32.6231878966402 | 4.27681210335976 |
| 54 | 40.9 | 31.3538301664971 | 9.54616983350292 |
| 55 | 38.3 | 42.6075216049453 | -4.30752160494527 |
| 56 | 46.3 | 52.683297618329 | -6.38329761832904 |
| 57 | 28.4 | 36.8930625437825 | -8.49306254378254 |
| 58 | 78.4 | 82.667628013277 | -4.26762801327708 |
| 59 | 36.8 | 21.6174161322295 | 15.1825838677705 |
| 60 | 50.7 | 34.0406755251899 | 16.6593244748101 |
| 61 | 42.8 | 33.1415105699722 | 9.65848943002778 |
