Multiple Linear Regression - Estimated Regression Equation |
Y[t] = -7.25303327622183 + 1.06594187359589X[t] + 0.89571223355923D[t] + 0.240549460095881M1[t] + 0.156251424685183M2[t] + 0.398463373048969M3[t] + 0.801831080443743M4[t] + 0.97051313109336M5[t] + 0.735706941760564M6[t] + 0.247728631943272M7[t] + 0.129941719407226M8[t] + 0.406195271893356M9[t] -0.131051760722312M10[t] + 0.274065231376367M11[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) | -7.25303327622183 | 2.655996 | -2.7308 | 0.007789 | 0.003894 |
X | 1.06594187359589 | 0.026557 | 40.1373 | 0 | 0 |
D | 0.89571223355923 | 0.458065 | 1.9554 | 0.054069 | 0.027034 |
M1 | 0.240549460095881 | 0.526977 | 0.4565 | 0.649304 | 0.324652 |
M2 | 0.156251424685183 | 0.526982 | 0.2965 | 0.767624 | 0.383812 |
M3 | 0.398463373048969 | 0.526991 | 0.7561 | 0.451832 | 0.225916 |
M4 | 0.801831080443743 | 0.527116 | 1.5212 | 0.13221 | 0.066105 |
M5 | 0.97051313109336 | 0.527179 | 1.841 | 0.069382 | 0.034691 |
M6 | 0.735706941760564 | 0.527347 | 1.3951 | 0.166892 | 0.083446 |
M7 | 0.247728631943272 | 0.527728 | 0.4694 | 0.640059 | 0.320029 |
M8 | 0.129941719407226 | 0.524554 | 0.2477 | 0.804995 | 0.402497 |
M9 | 0.406195271893356 | 0.524893 | 0.7739 | 0.441321 | 0.220661 |
M10 | -0.131051760722312 | 0.541683 | -0.2419 | 0.809458 | 0.404729 |
M11 | 0.274065231376367 | 0.541688 | 0.5059 | 0.614303 | 0.307151 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.982169333137103 |
R-squared | 0.964656598954982 |
Adjusted R-squared | 0.958840596251372 |
F-TEST (value) | 165.862474299768 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 79 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.01339534505927 |
Sum Squared Residuals | 81.1306399056367 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 107.89 | 107.448675630340 | 0.441324369660214 |
2 | 107.26 | 107.257783407569 | 0.00221659243087586 |
3 | 107.76 | 107.638567799500 | 0.121432200499641 |
4 | 107.32 | 107.562261663777 | -0.242261663777006 |
5 | 107.15 | 107.741603133163 | -0.59160313316256 |
6 | 108.04 | 107.645369387397 | 0.394630612602762 |
7 | 106.52 | 106.645738978254 | -0.125738978253926 |
8 | 106.62 | 105.621580413423 | 0.998419586577325 |
9 | 106.47 | 105.290247097959 | 1.17975290204084 |
10 | 105.46 | 104.699702971664 | 0.760297028336293 |
11 | 106.13 | 104.955588101459 | 1.17441189854104 |
12 | 105.15 | 104.404377982948 | 0.745622017052356 |
13 | 105.39 | 104.868775236499 | 0.521224763501339 |
14 | 104.57 | 105.104259763167 | -0.534259763166749 |
15 | 104.29 | 105.207899267963 | -0.917899267963046 |
16 | 104.09 | 105.227527900863 | -1.13752790086330 |
17 | 104.51 | 105.417528788985 | -0.907528788984849 |
18 | 103.39 | 104.767005268950 | -1.37700526894966 |
19 | 102.71 | 103.735396603598 | -1.02539660359846 |
20 | 102.62 | 103.660247366006 | -1.04024736600625 |
21 | 101.94 | 103.456827075374 | -1.51682707537423 |
22 | 101.65 | 102.887601786551 | -1.23760178655068 |
23 | 101.86 | 103.314037616121 | -1.45403761612128 |
24 | 101.27 | 103.071950640953 | -1.80195064095279 |
25 | 101.21 | 103.515029057032 | -2.30502905703189 |
26 | 102.15 | 103.302817996790 | -1.15281799678967 |
27 | 102.07 | 103.438435757794 | -1.36843575779389 |
28 | 102.8 | 103.180919503559 | -0.380919503559199 |
29 | 103.39 | 103.019159573394 | 0.370840426605899 |
30 | 102.71 | 102.624462103022 | 0.085537896978079 |
31 | 102.65 | 101.891317162278 | 0.758682837722442 |
32 | 101.12 | 101.080668031904 | 0.0393319680958057 |
33 | 100.29 | 100.632081110345 | -0.34208111034511 |
34 | 99.79 | 99.7963703531226 | -0.00637035312259156 |
35 | 100.11 | 100.553248163508 | -0.443248163507919 |
36 | 99.76 | 100.407095956963 | -0.647095956963058 |
37 | 99.96 | 100.125333898997 | -0.16533389899697 |
38 | 99.98 | 99.9664199324345 | 0.0135800675654582 |
39 | 100.49 | 100.080718855967 | 0.409281144033175 |
40 | 100.75 | 100.121666326339 | 0.628333673660997 |
41 | 100.84 | 100.343645470668 | 0.496354529331591 |
42 | 100.44 | 99.6931219506332 | 0.74687804936678 |
43 | 99.57 | 98.64019444781 | 0.92980555218989 |
44 | 99.22 | 98.3731756729706 | 0.846824327029367 |
45 | 99.08 | 98.2550307322263 | 0.82496926777372 |
46 | 98.04 | 97.4086605562678 | 0.631339443732197 |
47 | 98.73 | 97.8777340607822 | 0.85226593921776 |
48 | 98.72 | 97.4117992921586 | 1.30820070784139 |
49 | 100.07 | 97.9934501518052 | 2.07654984819481 |
50 | 99.02 | 97.6106883917876 | 1.40931160821236 |
51 | 98.94 | 97.5650960342805 | 1.37490396571948 |
52 | 99 | 97.765934785692 | 1.23406521430792 |
53 | 98.54 | 97.6361531117348 | 0.90384688826516 |
54 | 98.42 | 97.689151228273 | 0.730848771727053 |
55 | 97.9 | 97.4676583868546 | 0.432341613145376 |
56 | 97.46 | 97.0514077497117 | 0.40859225028826 |
57 | 97 | 96.6134802468886 | 0.386519753111384 |
58 | 95.97 | 95.6178782086267 | 0.352121791373291 |
59 | 96.55 | 95.9696981070456 | 0.580301892954402 |
60 | 96.51 | 95.780908225557 | 0.729091774443107 |
61 | 96.76 | 96.1387112917483 | 0.62128870825168 |
62 | 96.05 | 95.7666089504667 | 0.283391049533255 |
63 | 96.47 | 96.0407991550384 | 0.429200844961594 |
64 | 96.38 | 96.1137248816185 | 0.266275118381544 |
65 | 97.27 | 96.570211238139 | 0.69978876186104 |
66 | 96.67 | 96.1755137677668 | 0.494486232233218 |
67 | 96.59 | 95.6555572017416 | 0.93444279825839 |
68 | 96.06 | 95.2712848208066 | 0.788715179193406 |
69 | 96.92 | 95.3769876735174 | 1.54301232648261 |
70 | 94.96 | 94.232153772952 | 0.72784622704794 |
71 | 95.59 | 94.850459139770 | 0.73954086023009 |
72 | 95.68 | 94.459140302298 | 1.22085969770201 |
73 | 95.35 | 94.8595810434333 | 0.49041895656674 |
74 | 95.41 | 94.4874787021517 | 0.922521297848325 |
75 | 95.32 | 94.7403500692514 | 0.579649930748572 |
76 | 95.8 | 95.2183337077979 | 0.581666292202097 |
77 | 95.46 | 95.2164650586722 | 0.243534941327815 |
78 | 94.16 | 94.3420937451819 | -0.182093745181858 |
79 | 92.49 | 92.9907025177519 | -0.500702517751894 |
80 | 91.58 | 92.6490678117607 | -1.0690678117607 |
81 | 91.5 | 92.4989446148085 | -0.99894461480848 |
82 | 90.83 | 92.0576323508164 | -1.22763235081645 |
83 | 91.28 | 92.7292348113141 | -1.44923481131410 |
84 | 90.57 | 92.124727599123 | -1.55472759912301 |
85 | 90.93 | 92.6104436901459 | -1.68044369014592 |
86 | 90.9 | 91.8439428556339 | -0.943942855633854 |
87 | 91.49 | 92.1181330602055 | -0.628133060205528 |
88 | 91.38 | 92.329631230353 | -0.94963123035305 |
89 | 90.91 | 92.125233625244 | -1.21523362524409 |
90 | 90.72 | 91.6132825487764 | -0.893282548776376 |
91 | 89.53 | 90.9334347017118 | -1.40343470171181 |
92 | 89.47 | 90.4425681334172 | -0.972568133417214 |
93 | 89.28 | 90.3564014488807 | -1.07640144888073 |