Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 98.7584114583333 -2.8036328125x[t] + 0.496667751736103M1[t] + 0.0217339409722206M2[t] + 0.192893880208329M3[t] + 0.264053819444441M4[t] + 0.401880425347222M5[t] + 0.573040364583331M6[t] + 0.177533637152775M7[t] + 0.498693576388888M8[t] + 0.703186848958332M9[t] + 0.357680121527777M10[t] + 0.162173394097222M11[t] + 0.0955067274305556t + 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) | 98.7584114583333 | 0.666595 | 148.1536 | 0 | 0 |
x | -2.8036328125 | 0.560988 | -4.9977 | 5e-06 | 3e-06 |
M1 | 0.496667751736103 | 0.754312 | 0.6584 | 0.512818 | 0.256409 |
M2 | 0.0217339409722206 | 0.786697 | 0.0276 | 0.978053 | 0.489027 |
M3 | 0.192893880208329 | 0.785496 | 0.2456 | 0.806868 | 0.403434 |
M4 | 0.264053819444441 | 0.784421 | 0.3366 | 0.737596 | 0.368798 |
M5 | 0.401880425347222 | 0.78347 | 0.5129 | 0.609902 | 0.304951 |
M6 | 0.573040364583331 | 0.782645 | 0.7322 | 0.466955 | 0.233477 |
M7 | 0.177533637152775 | 0.781947 | 0.227 | 0.821177 | 0.410589 |
M8 | 0.498693576388888 | 0.781375 | 0.6382 | 0.525796 | 0.262898 |
M9 | 0.703186848958332 | 0.78093 | 0.9004 | 0.371543 | 0.185771 |
M10 | 0.357680121527777 | 0.780612 | 0.4582 | 0.648488 | 0.324244 |
M11 | 0.162173394097222 | 0.780421 | 0.2078 | 0.836099 | 0.418049 |
t | 0.0955067274305556 | 0.009967 | 9.5819 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.79267443661103 |
R-squared | 0.628332762456614 |
Adjusted R-squared | 0.546439981302987 |
F-TEST (value) | 7.67262698378614 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 59 |
p-value | 1.34614241975584e-08 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.35161819898456 |
Sum Squared Residuals | 107.785433593750 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 100 | 99.3505859375 | 0.649414062499957 |
2 | 100 | 98.9711588541667 | 1.02884114583334 |
3 | 100 | 99.2378255208333 | 0.762174479166673 |
4 | 100.1 | 99.4044921875 | 0.695507812499998 |
5 | 100 | 99.6378255208333 | 0.362174479166669 |
6 | 100 | 99.9044921875 | 0.0955078125000025 |
7 | 99.8 | 99.6044921875 | 0.195507812500000 |
8 | 100 | 100.021158854167 | -0.0211588541666628 |
9 | 99.9 | 100.321158854167 | -0.42115885416666 |
10 | 99.2 | 100.071158854167 | -0.87115885416666 |
11 | 98.7 | 99.9711588541667 | -1.27115885416666 |
12 | 98.7 | 99.9044921875 | -1.20449218749999 |
13 | 98.9 | 97.6930338541667 | 1.20696614583334 |
14 | 99.2 | 97.3136067708333 | 1.88639322916667 |
15 | 99.8 | 97.5802734375 | 2.2197265625 |
16 | 100.5 | 97.7469401041667 | 2.75305989583333 |
17 | 100.1 | 97.9802734375 | 2.11972656249999 |
18 | 100.5 | 98.2469401041667 | 2.25305989583333 |
19 | 98.4 | 97.9469401041667 | 0.45305989583334 |
20 | 98.6 | 98.3636067708333 | 0.236393229166659 |
21 | 99 | 98.6636067708333 | 0.336393229166666 |
22 | 99.1 | 98.4136067708333 | 0.68639322916666 |
23 | 98.9 | 98.3136067708333 | 0.58639322916667 |
24 | 98.5 | 98.2469401041667 | 0.253059895833330 |
25 | 96.9 | 98.8391145833333 | -1.93911458333332 |
26 | 96.8 | 98.4596875 | -1.65968750000000 |
27 | 97 | 98.7263541666667 | -1.72635416666667 |
28 | 97 | 98.8930208333333 | -1.89302083333333 |
29 | 96.9 | 99.1263541666667 | -2.22635416666666 |
30 | 97.1 | 99.3930208333333 | -2.29302083333334 |
31 | 97.2 | 99.0930208333333 | -1.89302083333333 |
32 | 97.9 | 99.5096875 | -1.60968750000000 |
33 | 98.9 | 99.8096875 | -0.909687499999996 |
34 | 99.2 | 99.5596875 | -0.359687499999999 |
35 | 99.5 | 99.4596875 | 0.0403124999999973 |
36 | 99.3 | 99.3930208333333 | -0.0930208333333387 |
37 | 99.9 | 99.9851953125 | -0.0851953124999897 |
38 | 100 | 99.6057682291667 | 0.394231770833332 |
39 | 100.3 | 99.8724348958333 | 0.427565104166664 |
40 | 100.5 | 100.0391015625 | 0.4608984375 |
41 | 100.7 | 100.272434895833 | 0.427565104166667 |
42 | 100.9 | 100.5391015625 | 0.360898437500003 |
43 | 100.8 | 100.2391015625 | 0.560898437499997 |
44 | 100.9 | 100.655768229167 | 0.244231770833336 |
45 | 101 | 100.955768229167 | 0.0442317708333315 |
46 | 100.3 | 100.705768229167 | -0.405768229166672 |
47 | 100.1 | 100.605768229167 | -0.505768229166676 |
48 | 99.8 | 100.5391015625 | -0.739101562500006 |
49 | 99.9 | 101.131276041667 | -1.23127604166666 |
50 | 99.9 | 100.751848958333 | -0.851848958333329 |
51 | 100.2 | 101.018515625 | -0.818515624999998 |
52 | 99.7 | 101.185182291667 | -1.48518229166666 |
53 | 100.4 | 101.418515625 | -1.01851562500000 |
54 | 100.9 | 101.685182291667 | -0.785182291666664 |
55 | 101.3 | 101.385182291667 | -0.0851822916666698 |
56 | 101.4 | 101.801848958333 | -0.401848958333332 |
57 | 101.3 | 102.101848958333 | -0.801848958333338 |
58 | 100.9 | 101.851848958333 | -0.95184895833333 |
59 | 100.9 | 101.751848958333 | -0.851848958333331 |
60 | 100.9 | 101.685182291667 | -0.785182291666665 |
61 | 101.1 | 102.277356770833 | -1.17735677083334 |
62 | 101.1 | 101.8979296875 | -0.797929687500008 |
63 | 101.3 | 102.164596354167 | -0.86459635416667 |
64 | 101.8 | 102.331263020833 | -0.531263020833337 |
65 | 102.9 | 102.564596354167 | 0.335403645833335 |
66 | 103.2 | 102.831263020833 | 0.368736979166666 |
67 | 103.3 | 102.531263020833 | 0.768736979166662 |
68 | 104.5 | 102.9479296875 | 1.55207031250000 |
69 | 105 | 103.2479296875 | 1.75207031250000 |
70 | 104.9 | 102.9979296875 | 1.90207031250000 |
71 | 104.9 | 102.8979296875 | 2.00207031250000 |
72 | 105.4 | 102.831263020833 | 2.56873697916667 |
73 | 106 | 103.4234375 | 2.57656250000000 |