Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 97.6646949404762 + 6.81015624999999x[t] -4.40325609410436M1[t] -2.5115557681406M2[t] + 11.0087159863946M3[t] + 4.65755916950114M4[t] + 3.84925949546485M5[t] + 17.2552455357143M6[t] -18.9244827097506M7[t] -7.86135381235829M8[t] + 9.85585140306123M9[t] + 12.8094564909297M10[t] + 5.72972824546485M11[t] + 0.179728245464853t + 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) | 97.6646949404762 | 2.892524 | 33.7645 | 0 | 0 |
x | 6.81015624999999 | 2.461431 | 2.7667 | 0.007338 | 0.003669 |
M1 | -4.40325609410436 | 3.385008 | -1.3008 | 0.197847 | 0.098923 |
M2 | -2.5115557681406 | 3.383171 | -0.7424 | 0.460499 | 0.230249 |
M3 | 11.0087159863946 | 3.382043 | 3.255 | 0.00179 | 0.000895 |
M4 | 4.65755916950114 | 3.381624 | 1.3773 | 0.173068 | 0.086534 |
M5 | 3.84925949546485 | 3.381914 | 1.1382 | 0.259156 | 0.129578 |
M6 | 17.2552455357143 | 3.382913 | 5.1007 | 3e-06 | 2e-06 |
M7 | -18.9244827097506 | 3.384621 | -5.5913 | 0 | 0 |
M8 | -7.86135381235829 | 3.387037 | -2.321 | 0.023385 | 0.011692 |
M9 | 9.85585140306123 | 3.511583 | 2.8067 | 0.006573 | 0.003287 |
M10 | 12.8094564909297 | 3.509875 | 3.6495 | 0.00052 | 0.00026 |
M11 | 5.72972824546485 | 3.508849 | 1.6329 | 0.107245 | 0.053622 |
t | 0.179728245464853 | 0.048977 | 3.6696 | 0.000487 | 0.000244 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.907219211715824 |
R-squared | 0.823046698106281 |
Adjusted R-squared | 0.788192259854488 |
F-TEST (value) | 23.6138276612144 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 66 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 6.07691307608852 |
Sum Squared Residuals | 2437.30558726615 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 97.3 | 93.441167091837 | 3.85883290816302 |
2 | 101 | 95.5125956632653 | 5.4874043367347 |
3 | 113.2 | 109.212595663265 | 3.98740433673472 |
4 | 101 | 103.041167091837 | -2.04116709183671 |
5 | 105.7 | 102.412595663265 | 3.28740433673472 |
6 | 113.9 | 115.998309948980 | -2.09830994897960 |
7 | 86.4 | 79.9983099489796 | 6.40169005102042 |
8 | 96.5 | 91.2411670918367 | 5.25883290816328 |
9 | 103.3 | 109.138100552721 | -5.83810055272106 |
10 | 114.9 | 112.271433886054 | 2.62856611394561 |
11 | 105.8 | 105.371433886054 | 0.428566113945586 |
12 | 94.2 | 99.8214338860544 | -5.62143388605441 |
13 | 98.4 | 95.597906037415 | 2.80209396258508 |
14 | 99.4 | 97.6693346088435 | 1.73066539115647 |
15 | 108.8 | 111.369334608844 | -2.56933460884354 |
16 | 112.6 | 105.197906037415 | 7.40209396258503 |
17 | 104.4 | 104.569334608844 | -0.169334608843526 |
18 | 112.2 | 118.155048894558 | -5.95504889455781 |
19 | 81.1 | 82.1550488945578 | -1.05504889455782 |
20 | 97.1 | 93.397906037415 | 3.70209396258503 |
21 | 112.6 | 111.294839498299 | 1.30516050170067 |
22 | 113.8 | 114.428172831633 | -0.628172831632658 |
23 | 107.8 | 107.528172831633 | 0.271827168367349 |
24 | 103.2 | 101.978172831633 | 1.22182716836736 |
25 | 103.3 | 97.7546449829932 | 5.54535501700684 |
26 | 101.2 | 99.8260735544218 | 1.37392644557824 |
27 | 107.7 | 113.526073554422 | -5.82607355442177 |
28 | 110.4 | 107.354644982993 | 3.04535501700681 |
29 | 101.9 | 106.726073554422 | -4.82607355442176 |
30 | 115.9 | 120.311787840136 | -4.41178784013604 |
31 | 89.9 | 84.311787840136 | 5.58821215986395 |
32 | 88.6 | 95.5546449829932 | -6.9546449829932 |
33 | 117.2 | 113.451578443878 | 3.74842155612244 |
34 | 123.9 | 116.584911777211 | 7.31508822278912 |
35 | 100 | 109.684911777211 | -9.68491177721089 |
36 | 103.6 | 104.134911777211 | -0.534911777210889 |
37 | 94.1 | 99.9113839285714 | -5.8113839285714 |
38 | 98.7 | 101.9828125 | -3.2828125 |
39 | 119.5 | 115.6828125 | 3.81718749999999 |
40 | 112.7 | 109.511383928571 | 3.18861607142857 |
41 | 104.4 | 108.8828125 | -4.4828125 |
42 | 124.7 | 122.468526785714 | 2.23147321428572 |
43 | 89.1 | 86.4685267857143 | 2.63147321428570 |
44 | 97 | 97.7113839285714 | -0.711383928571432 |
45 | 121.6 | 115.608317389456 | 5.9916826105442 |
46 | 118.8 | 118.741650722789 | 0.0583492772108681 |
47 | 114 | 111.841650722789 | 2.15834927721087 |
48 | 111.5 | 106.291650722789 | 5.20834927721088 |
49 | 97.2 | 102.068122874150 | -4.86812287414962 |
50 | 102.5 | 104.139551445578 | -1.63955144557824 |
51 | 113.4 | 117.839551445578 | -4.43955144557824 |
52 | 109.8 | 111.668122874150 | -1.86812287414967 |
53 | 104.9 | 111.039551445578 | -6.13955144557823 |
54 | 126.1 | 124.625265731293 | 1.47473426870747 |
55 | 80 | 88.6252657312925 | -8.62526573129252 |
56 | 96.8 | 99.8681228741497 | -3.06812287414967 |
57 | 117.2 | 124.575212585034 | -7.37521258503401 |
58 | 112.3 | 127.708545918367 | -15.4085459183674 |
59 | 117.3 | 120.808545918367 | -3.50854591836735 |
60 | 111.1 | 115.258545918367 | -4.15854591836735 |
61 | 102.2 | 111.035018069728 | -8.83501806972785 |
62 | 104.3 | 113.106446641156 | -8.80644664115647 |
63 | 122.9 | 126.806446641156 | -3.90644664115646 |
64 | 107.6 | 120.635018069728 | -13.0350180697279 |
65 | 121.3 | 120.006446641156 | 1.29355335884353 |
66 | 131.5 | 133.592160926871 | -2.09216092687074 |
67 | 89 | 97.5921609268707 | -8.59216092687075 |
68 | 104.4 | 108.835018069728 | -4.43501806972789 |
69 | 128.9 | 126.731951530612 | 2.16804846938775 |
70 | 135.9 | 129.865284863946 | 6.03471513605442 |
71 | 133.3 | 122.965284863946 | 10.3347151360544 |
72 | 121.3 | 117.415284863946 | 3.88471513605442 |
73 | 120.5 | 113.191757015306 | 7.30824298469392 |
74 | 120.4 | 115.263185586735 | 5.13681441326531 |
75 | 137.9 | 128.963185586735 | 8.9368144132653 |
76 | 126.1 | 122.791757015306 | 3.30824298469387 |
77 | 133.2 | 122.163185586735 | 11.0368144132653 |
78 | 146.6 | 135.748899872449 | 10.851100127551 |
79 | 103.4 | 99.748899872449 | 3.65110012755102 |
80 | 117.2 | 110.991757015306 | 6.20824298469387 |