Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 94.8340828402367 + 2.50591715976330x[t] + 12.1943195266272M1[t] + 4.74118343195268M2[t] + 2.66118343195267M3[t] + 11.3011834319527M4[t] -12.2988165680473M5[t] -2.99881656804733M6[t] + 12.1611834319527M7[t] + 12.64M8[t] + 5.72000000000001M9[t] -0.639999999999997M10[t] -0.879999999999997M11[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) | 94.8340828402367 | 2.176328 | 43.5753 | 0 | 0 |
x | 2.50591715976330 | 1.492364 | 1.6792 | 0.09962 | 0.04981 |
M1 | 12.1943195266272 | 2.159205 | 5.6476 | 1e-06 | 0 |
M2 | 4.74118343195268 | 2.259999 | 2.0979 | 0.041206 | 0.020603 |
M3 | 2.66118343195267 | 2.259999 | 1.1775 | 0.244795 | 0.122398 |
M4 | 11.3011834319527 | 2.259999 | 5.0005 | 8e-06 | 4e-06 |
M5 | -12.2988165680473 | 2.259999 | -5.442 | 2e-06 | 1e-06 |
M6 | -2.99881656804733 | 2.259999 | -1.3269 | 0.190816 | 0.095408 |
M7 | 12.1611834319527 | 2.259999 | 5.3811 | 2e-06 | 1e-06 |
M8 | 12.64 | 2.240203 | 5.6423 | 1e-06 | 0 |
M9 | 5.72000000000001 | 2.240203 | 2.5533 | 0.013902 | 0.006951 |
M10 | -0.639999999999997 | 2.240203 | -0.2857 | 0.776346 | 0.388173 |
M11 | -0.879999999999997 | 2.240203 | -0.3928 | 0.69619 | 0.348095 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.91994407847051 |
R-squared | 0.846297107512956 |
Adjusted R-squared | 0.807871384391195 |
F-TEST (value) | 22.0242337361164 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 48 |
p-value | 1.55431223447522e-15 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.54207194571751 |
Sum Squared Residuals | 602.221136094675 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 110.4 | 107.028402366864 | 3.37159763313617 |
2 | 96.4 | 99.5752662721893 | -3.17526627218933 |
3 | 101.9 | 97.4952662721894 | 4.40473372781065 |
4 | 106.2 | 106.135266272189 | 0.0647337278106297 |
5 | 81 | 82.5352662721894 | -1.53526627218938 |
6 | 94.7 | 91.8352662721894 | 2.86473372781064 |
7 | 101 | 106.995266272189 | -5.99526627218935 |
8 | 109.4 | 109.98 | -0.580000000000001 |
9 | 102.3 | 103.06 | -0.759999999999995 |
10 | 90.7 | 96.7 | -6 |
11 | 96.2 | 96.46 | -0.259999999999999 |
12 | 96.1 | 97.34 | -1.24000000000000 |
13 | 106 | 109.534319526627 | -3.53431952662724 |
14 | 103.1 | 102.081183431953 | 1.01881656804733 |
15 | 102 | 100.001183431953 | 1.99881656804734 |
16 | 104.7 | 108.641183431953 | -3.94118343195266 |
17 | 86 | 85.0411834319527 | 0.958816568047336 |
18 | 92.1 | 94.3411834319527 | -2.24118343195266 |
19 | 106.9 | 109.501183431953 | -2.60118343195266 |
20 | 112.6 | 109.98 | 2.61999999999999 |
21 | 101.7 | 103.06 | -1.36 |
22 | 92 | 96.7 | -4.7 |
23 | 97.4 | 96.46 | 0.940000000000006 |
24 | 97 | 97.34 | -0.339999999999997 |
25 | 105.4 | 109.534319526627 | -4.13431952662723 |
26 | 102.7 | 102.081183431953 | 0.618816568047336 |
27 | 98.1 | 100.001183431953 | -1.90118343195267 |
28 | 104.5 | 108.641183431953 | -4.14118343195266 |
29 | 87.4 | 85.0411834319527 | 2.35881656804734 |
30 | 89.9 | 94.3411834319527 | -4.44118343195265 |
31 | 109.8 | 109.501183431953 | 0.298816568047331 |
32 | 111.7 | 109.98 | 1.72 |
33 | 98.6 | 103.06 | -4.46000000000001 |
34 | 96.9 | 96.7 | 0.200000000000006 |
35 | 95.1 | 96.46 | -1.36000000000000 |
36 | 97 | 97.34 | -0.339999999999997 |
37 | 112.7 | 109.534319526627 | 3.16568047337277 |
38 | 102.9 | 102.081183431953 | 0.818816568047338 |
39 | 97.4 | 100.001183431953 | -2.60118343195265 |
40 | 111.4 | 108.641183431953 | 2.75881656804734 |
41 | 87.4 | 85.0411834319527 | 2.35881656804734 |
42 | 96.8 | 94.3411834319527 | 2.45881656804734 |
43 | 114.1 | 109.501183431953 | 4.59881656804733 |
44 | 110.3 | 109.98 | 0.319999999999996 |
45 | 103.9 | 103.06 | 0.840000000000005 |
46 | 101.6 | 96.7 | 4.90000000000000 |
47 | 94.6 | 96.46 | -1.86000000000000 |
48 | 95.9 | 97.34 | -1.43999999999999 |
49 | 104.7 | 109.534319526627 | -4.83431952662723 |
50 | 102.8 | 102.081183431953 | 0.71881656804733 |
51 | 98.1 | 100.001183431953 | -1.90118343195267 |
52 | 113.9 | 108.641183431953 | 5.25881656804734 |
53 | 80.9 | 85.0411834319527 | -4.14118343195265 |
54 | 95.7 | 94.3411834319527 | 1.35881656804734 |
55 | 113.2 | 109.501183431953 | 3.69881656804734 |
56 | 105.9 | 109.98 | -4.08000000000000 |
57 | 108.8 | 103.06 | 5.74 |
58 | 102.3 | 96.7 | 5.6 |
59 | 99 | 96.46 | 2.54 |
60 | 100.7 | 97.34 | 3.36000000000001 |
61 | 115.5 | 109.534319526627 | 5.96568047337276 |