Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 106.982150442478 + 7.28641592920353x[t] -0.766427728613481M1[t] -0.604761061946898M2[t] + 0.136905604719768M3[t] + 0.986905604719766M4[t] + 1.62357227138644M5[t] + 0.862000000000004M6[t] + 0.722000000000002M7[t] + 0.410000000000006M8[t] + 0.804000000000006M9[t] + 0.380000000000005M10[t] + 0.620000000000005M11[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) | 106.982150442478 | 1.214622 | 88.0785 | 0 | 0 |
x | 7.28641592920353 | 0.66132 | 11.018 | 0 | 0 |
M1 | -0.766427728613481 | 1.555 | -0.4929 | 0.624173 | 0.312086 |
M2 | -0.604761061946898 | 1.555 | -0.3889 | 0.698928 | 0.349464 |
M3 | 0.136905604719768 | 1.555 | 0.088 | 0.930181 | 0.465091 |
M4 | 0.986905604719766 | 1.555 | 0.6347 | 0.528429 | 0.264214 |
M5 | 1.62357227138644 | 1.555 | 1.0441 | 0.30127 | 0.150635 |
M6 | 0.862000000000004 | 1.623492 | 0.531 | 0.597711 | 0.298856 |
M7 | 0.722000000000002 | 1.623492 | 0.4447 | 0.658367 | 0.329184 |
M8 | 0.410000000000006 | 1.623492 | 0.2525 | 0.801618 | 0.400809 |
M9 | 0.804000000000006 | 1.623492 | 0.4952 | 0.622525 | 0.311262 |
M10 | 0.380000000000005 | 1.623492 | 0.2341 | 0.815855 | 0.407927 |
M11 | 0.620000000000005 | 1.623492 | 0.3819 | 0.704097 | 0.352049 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.841108208711619 |
R-squared | 0.707463018762068 |
Adjusted R-squared | 0.639954484630237 |
F-TEST (value) | 10.4796086577815 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 52 |
p-value | 4.29917657029932e-10 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.56696606984224 |
Sum Squared Residuals | 342.644369793508 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 103.65 | 106.215722713864 | -2.56572271386392 |
2 | 103.87 | 106.377389380531 | -2.507389380531 |
3 | 103.94 | 107.119056047198 | -3.17905604719766 |
4 | 105.32 | 107.969056047198 | -2.64905604719766 |
5 | 105.54 | 108.605722713864 | -3.06572271386431 |
6 | 106.08 | 107.844150442478 | -1.76415044247789 |
7 | 106.21 | 107.704150442478 | -1.49415044247789 |
8 | 105.53 | 107.392150442478 | -1.86215044247789 |
9 | 105.56 | 107.786150442478 | -2.22615044247789 |
10 | 105.14 | 107.362150442478 | -2.22215044247789 |
11 | 105.97 | 107.602150442478 | -1.63215044247789 |
12 | 105.45 | 106.982150442478 | -1.53215044247788 |
13 | 106.22 | 106.215722713864 | 0.00427728613559486 |
14 | 106.31 | 106.377389380531 | -0.0673893805309826 |
15 | 107.38 | 107.119056047198 | 0.260943952802342 |
16 | 109.31 | 107.969056047198 | 1.34094395280235 |
17 | 110.82 | 108.605722713864 | 2.21427728613567 |
18 | 111.22 | 107.844150442478 | 3.37584955752211 |
19 | 110.66 | 107.704150442478 | 2.95584955752211 |
20 | 110.76 | 107.392150442478 | 3.36784955752211 |
21 | 110.69 | 107.786150442478 | 2.90384955752211 |
22 | 111.08 | 107.362150442478 | 3.71784955752211 |
23 | 110.97 | 107.602150442478 | 3.36784955752211 |
24 | 110.24 | 106.982150442478 | 3.25784955752211 |
25 | 112.51 | 113.502138643068 | -0.992138643067918 |
26 | 111.52 | 113.663805309734 | -2.14380530973451 |
27 | 112.13 | 114.405471976401 | -2.27547197640118 |
28 | 112.23 | 115.255471976401 | -3.02547197640117 |
29 | 112.92 | 115.892138643068 | -2.97213864306784 |
30 | 111.89 | 115.130566371681 | -3.24056637168141 |
31 | 111.99 | 114.990566371681 | -3.00056637168141 |
32 | 111.51 | 114.678566371681 | -3.16856637168140 |
33 | 112.33 | 115.072566371681 | -2.74256637168141 |
34 | 112.04 | 114.648566371681 | -2.60856637168140 |
35 | 112.09 | 114.888566371681 | -2.79856637168141 |
36 | 111.41 | 114.268566371681 | -2.85856637168141 |
37 | 112.61 | 113.502138643068 | -0.892138643067924 |
38 | 113.14 | 113.663805309734 | -0.523805309734504 |
39 | 113.65 | 114.405471976401 | -0.755471976401167 |
40 | 114.26 | 115.255471976401 | -0.995471976401165 |
41 | 114.4 | 115.892138643068 | -1.49213864306784 |
42 | 114.93 | 115.130566371681 | -0.200566371681401 |
43 | 114.86 | 114.990566371681 | -0.130566371681406 |
44 | 114.95 | 114.678566371681 | 0.271433628318593 |
45 | 116.17 | 115.072566371681 | 1.09743362831859 |
46 | 114.6 | 114.648566371681 | -0.0485663716814141 |
47 | 114.62 | 114.888566371681 | -0.268566371681404 |
48 | 113.82 | 114.268566371681 | -0.44856637168141 |
49 | 115.02 | 113.502138643068 | 1.51786135693207 |
50 | 115.18 | 113.663805309734 | 1.51619469026550 |
51 | 115.59 | 114.405471976401 | 1.18452802359883 |
52 | 116.6 | 115.255471976401 | 1.34452802359882 |
53 | 117.07 | 115.892138643068 | 1.17786135693215 |
54 | 116.96 | 115.130566371681 | 1.82943362831859 |
55 | 116.66 | 114.990566371681 | 1.66943362831859 |
56 | 116.07 | 114.678566371681 | 1.39143362831858 |
57 | 116.04 | 115.072566371681 | 0.967433628318597 |
58 | 115.81 | 114.648566371681 | 1.16143362831859 |
59 | 116.22 | 114.888566371681 | 1.33143362831859 |
60 | 115.85 | 114.268566371681 | 1.58143362831859 |
61 | 116.43 | 113.502138643068 | 2.92786135693208 |
62 | 117.39 | 113.663805309734 | 3.72619469026550 |
63 | 119.17 | 114.405471976401 | 4.76452802359883 |
64 | 119.24 | 115.255471976401 | 3.98452802359882 |
65 | 120.03 | 115.892138643068 | 4.13786135693216 |