Multiple Linear Regression - Estimated Regression Equation |
x[t] = + 15459.8063917526 + 2820.68402061856`y `[t] + 2151.28226804125M1[t] + 379.576804123713M2[t] + 480.996804123713M3[t] + 1341.77680412372M4[t] -49.7031958762865M5[t] -2796.04000000000M6[t] + 1118.88000000000M7[t] + 1255.86M8[t] + 714.420000000002M9[t] -466.319999999998M10[t] -231.459999999998M11[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) | 15459.8063917526 | 495.635035 | 31.1919 | 0 | 0 |
`y ` | 2820.68402061856 | 299.060475 | 9.4318 | 0 | 0 |
M1 | 2151.28226804125 | 651.558457 | 3.3017 | 0.001819 | 0.000909 |
M2 | 379.576804123713 | 682.83656 | 0.5559 | 0.580873 | 0.290437 |
M3 | 480.996804123713 | 682.83656 | 0.7044 | 0.484581 | 0.242291 |
M4 | 1341.77680412372 | 682.83656 | 1.965 | 0.055216 | 0.027608 |
M5 | -49.7031958762865 | 682.83656 | -0.0728 | 0.942276 | 0.471138 |
M6 | -2796.04000000000 | 680.211939 | -4.1105 | 0.000153 | 7.7e-05 |
M7 | 1118.88000000000 | 680.211939 | 1.6449 | 0.106525 | 0.053262 |
M8 | 1255.86 | 680.211939 | 1.8463 | 0.071023 | 0.035511 |
M9 | 714.420000000002 | 680.211939 | 1.0503 | 0.298844 | 0.149422 |
M10 | -466.319999999998 | 680.211939 | -0.6856 | 0.496294 | 0.248147 |
M11 | -231.459999999998 | 680.211939 | -0.3403 | 0.735133 | 0.367567 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.878038173179367 |
R-squared | 0.77095103356016 |
Adjusted R-squared | 0.7136887919502 |
F-TEST (value) | 13.4635147329976 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 48 |
p-value | 1.49376067071216e-11 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1075.50950872357 |
Sum Squared Residuals | 55522593.7610308 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 15859.4 | 17611.0886597938 | -1751.68865979379 |
2 | 15258.9 | 15839.3831958763 | -580.483195876288 |
3 | 15498.6 | 15940.8031958763 | -442.203195876289 |
4 | 15106.5 | 16801.5831958763 | -1695.08319587629 |
5 | 15023.6 | 15410.1031958763 | -386.503195876288 |
6 | 12083 | 12663.7663917526 | -580.766391752582 |
7 | 15761.3 | 16578.6863917526 | -817.386391752576 |
8 | 16942.6 | 16715.6663917526 | 226.933608247417 |
9 | 15070.3 | 16174.2263917526 | -1103.92639175258 |
10 | 13659.6 | 14993.4863917526 | -1333.88639175258 |
11 | 14768.9 | 15228.3463917526 | -459.446391752578 |
12 | 14725.1 | 15459.8063917526 | -734.706391752574 |
13 | 15998.1 | 17611.0886597938 | -1612.98865979382 |
14 | 15370.6 | 15839.3831958763 | -468.78319587629 |
15 | 14956.9 | 15940.8031958763 | -983.903195876289 |
16 | 15469.7 | 16801.5831958763 | -1331.88319587629 |
17 | 15101.8 | 15410.1031958763 | -308.30319587629 |
18 | 11703.7 | 12663.7663917526 | -960.066391752576 |
19 | 16283.6 | 16578.6863917526 | -295.086391752577 |
20 | 16726.5 | 16715.6663917526 | 10.8336082474235 |
21 | 14968.9 | 16174.2263917526 | -1205.32639175258 |
22 | 14861 | 14993.4863917526 | -132.486391752578 |
23 | 14583.3 | 15228.3463917526 | -645.046391752579 |
24 | 15305.8 | 15459.8063917526 | -154.006391752576 |
25 | 17903.9 | 17611.0886597938 | 292.811340206181 |
26 | 16379.4 | 15839.3831958763 | 540.01680412371 |
27 | 15420.3 | 15940.8031958763 | -520.503195876290 |
28 | 17870.5 | 16801.5831958763 | 1068.91680412371 |
29 | 15912.8 | 15410.1031958763 | 502.69680412371 |
30 | 13866.5 | 12663.7663917526 | 1202.73360824742 |
31 | 17823.2 | 16578.6863917526 | 1244.51360824742 |
32 | 17872 | 16715.6663917526 | 1156.33360824742 |
33 | 17422 | 16174.2263917526 | 1247.77360824742 |
34 | 16704.5 | 14993.4863917526 | 1711.01360824742 |
35 | 15991.2 | 15228.3463917526 | 762.853608247423 |
36 | 16583.6 | 15459.8063917526 | 1123.79360824742 |
37 | 19123.5 | 17611.0886597938 | 1512.41134020618 |
38 | 17838.7 | 15839.3831958763 | 1999.31680412371 |
39 | 17209.4 | 15940.8031958763 | 1268.59680412371 |
40 | 18586.5 | 16801.5831958763 | 1784.91680412371 |
41 | 16258.1 | 15410.1031958763 | 847.996804123711 |
42 | 15141.6 | 15484.4504123711 | -342.850412371133 |
43 | 19202.1 | 19399.3704123711 | -197.270412371135 |
44 | 17746.5 | 19536.3504123711 | -1789.85041237113 |
45 | 19090.1 | 18994.9104123711 | 95.1895876288655 |
46 | 18040.3 | 17814.1704123711 | 226.129587628865 |
47 | 17515.5 | 18049.0304123711 | -533.530412371134 |
48 | 17751.8 | 18280.4904123711 | -528.690412371132 |
49 | 21072.4 | 20431.7726804124 | 640.627319587625 |
50 | 17170 | 18660.0672164948 | -1490.06721649485 |
51 | 19439.5 | 18761.4872164948 | 678.012783505156 |
52 | 19795.4 | 19622.2672164948 | 173.132783505154 |
53 | 17574.9 | 18230.7872164948 | -655.887216494844 |
54 | 16165.4 | 15484.4504123711 | 680.949587628867 |
55 | 19464.6 | 19399.3704123711 | 65.2295876288649 |
56 | 19932.1 | 19536.3504123711 | 395.749587628866 |
57 | 19961.2 | 18994.9104123711 | 966.289587628868 |
58 | 17343.4 | 17814.1704123711 | -470.770412371132 |
59 | 18924.2 | 18049.0304123711 | 875.169587628867 |
60 | 18574.1 | 18280.4904123711 | 293.609587628867 |
61 | 21350.6 | 20431.7726804124 | 918.827319587622 |