Multiple Linear Regression - Estimated Regression Equation |
x[t] = + 13685.7137142857 + 533.767678571429`y `[t] + 2372.27384722223M1[t] + 669.098873015872M2[t] + 695.828339285715M3[t] + 1481.91780555556M4[t] + 15.7472718253972M5[t] -2347.89679761905M6[t] + 1492.33266865079M7[t] + 1554.62213492063M8[t] + 938.491601190476M9[t] -316.938932539682M10[t] -156.769466269840M11[t] + 74.6905337301586t + 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) | 13685.7137142857 | 365.566705 | 37.437 | 0 | 0 |
`y ` | 533.767678571429 | 316.963171 | 1.684 | 0.098812 | 0.049406 |
M1 | 2372.27384722223 | 403.195795 | 5.8837 | 0 | 0 |
M2 | 669.098873015872 | 423.004094 | 1.5818 | 0.120407 | 0.060204 |
M3 | 695.828339285715 | 422.438844 | 1.6472 | 0.106194 | 0.053097 |
M4 | 1481.91780555556 | 422.040557 | 3.5113 | 0.000996 | 0.000498 |
M5 | 15.7472718253972 | 421.809707 | 0.0373 | 0.970378 | 0.485189 |
M6 | -2347.89679761905 | 423.145504 | -5.5487 | 1e-06 | 1e-06 |
M7 | 1492.33266865079 | 422.224628 | 3.5345 | 0.000929 | 0.000465 |
M8 | 1554.62213492063 | 421.469687 | 3.6886 | 0.000584 | 0.000292 |
M9 | 938.491601190476 | 420.881575 | 2.2298 | 0.030574 | 0.015287 |
M10 | -316.938932539682 | 420.460991 | -0.7538 | 0.454736 | 0.227368 |
M11 | -156.769466269840 | 420.208439 | -0.3731 | 0.71077 | 0.355385 |
t | 74.6905337301586 | 8.412551 | 8.8785 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.956265506678066 |
R-squared | 0.914443719262259 |
Adjusted R-squared | 0.89077921607948 |
F-TEST (value) | 38.6419994622027 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 47 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 664.27471898456 |
Sum Squared Residuals | 20739262.4072547 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 15859.4 | 16132.6780952381 | -273.278095238068 |
2 | 15258.9 | 14504.1936547619 | 754.706345238095 |
3 | 15498.6 | 14605.6136547619 | 892.986345238093 |
4 | 15106.5 | 15466.3936547619 | -359.893654761904 |
5 | 15023.6 | 14074.9136547619 | 948.686345238094 |
6 | 12083 | 11785.9601190476 | 297.039880952375 |
7 | 15761.3 | 15700.8801190476 | 60.4198809523804 |
8 | 16942.6 | 15837.8601190476 | 1104.73988095237 |
9 | 15070.3 | 15296.4201190476 | -226.120119047622 |
10 | 13659.6 | 14115.6801190476 | -456.080119047619 |
11 | 14768.9 | 14350.5401190476 | 418.359880952379 |
12 | 14725.1 | 14582.0001190476 | 143.099880952381 |
13 | 15998.1 | 17028.9645 | -1030.86450000001 |
14 | 15370.6 | 15400.4800595238 | -29.8800595238116 |
15 | 14956.9 | 15501.9000595238 | -545.000059523811 |
16 | 15469.7 | 16362.6800595238 | -892.98005952381 |
17 | 15101.8 | 14971.2000595238 | 130.599940476189 |
18 | 11703.7 | 12682.2465238095 | -978.546523809523 |
19 | 16283.6 | 16597.1665238095 | -313.566523809523 |
20 | 16726.5 | 16734.1465238095 | -7.64652380952321 |
21 | 14968.9 | 16192.7065238095 | -1223.80652380952 |
22 | 14861 | 15011.9665238095 | -150.966523809524 |
23 | 14583.3 | 15246.8265238095 | -663.526523809525 |
24 | 15305.8 | 15478.2865238095 | -172.486523809524 |
25 | 17903.9 | 17925.2509047619 | -21.3509047619098 |
26 | 16379.4 | 16296.7664642857 | 82.6335357142855 |
27 | 15420.3 | 16398.1864642857 | -977.886464285715 |
28 | 17870.5 | 17258.9664642857 | 611.533535714285 |
29 | 15912.8 | 15867.4864642857 | 45.3135357142852 |
30 | 13866.5 | 13578.5329285714 | 287.967071428574 |
31 | 17823.2 | 17493.4529285714 | 329.747071428573 |
32 | 17872 | 17630.4329285714 | 241.567071428574 |
33 | 17422 | 17088.9929285714 | 333.007071428573 |
34 | 16704.5 | 15908.2529285714 | 796.247071428572 |
35 | 15991.2 | 16143.1129285714 | -151.912928571427 |
36 | 16583.6 | 16374.5729285714 | 209.027071428572 |
37 | 19123.5 | 18821.5373095238 | 301.962690476186 |
38 | 17838.7 | 17193.0528690476 | 645.647130952383 |
39 | 17209.4 | 17294.4728690476 | -85.0728690476161 |
40 | 18586.5 | 18155.2528690476 | 431.247130952381 |
41 | 16258.1 | 16763.7728690476 | -505.672869047617 |
42 | 15141.6 | 15008.5870119048 | 133.012988095239 |
43 | 19202.1 | 18923.5070119048 | 278.592988095236 |
44 | 17746.5 | 19060.4870119048 | -1313.98701190476 |
45 | 19090.1 | 18519.0470119048 | 571.052988095237 |
46 | 18040.3 | 17338.3070119048 | 701.992988095237 |
47 | 17515.5 | 17573.1670119048 | -57.6670119047625 |
48 | 17751.8 | 17804.6270119048 | -52.827011904762 |
49 | 21072.4 | 20251.5913928571 | 820.808607142853 |
50 | 17170 | 18623.1069523810 | -1453.10695238095 |
51 | 19439.5 | 18724.5269523810 | 714.973047619049 |
52 | 19795.4 | 19585.3069523810 | 210.093047619048 |
53 | 17574.9 | 18193.8269523810 | -618.926952380951 |
54 | 16165.4 | 15904.8734166667 | 260.526583333335 |
55 | 19464.6 | 19819.7934166667 | -355.193416666667 |
56 | 19932.1 | 19956.7734166667 | -24.6734166666659 |
57 | 19961.2 | 19415.3334166667 | 545.866583333336 |
58 | 17343.4 | 18234.5934166667 | -891.193416666664 |
59 | 18924.2 | 18469.4534166667 | 454.746583333335 |
60 | 18574.1 | 18700.9134166667 | -126.813416666666 |
61 | 21350.6 | 21147.8777976191 | 202.722202380946 |