Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 102.5 + 0.75000000000001X[t] -0.0625000000000058M1[t] -0.275000000000011M2[t] -1.28750000000001M3[t] -0.700000000000012M4[t] -2.11250000000001M5[t] -1.52500000000001M6[t] -2.53750000000001M7[t] -1.15000000000001M8[t] -1.36250000000001M9[t] -2.17500000000001M10[t] -0.187500000000007M11[t] -0.187500000000000t + 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) | 102.5 | 5.444203 | 18.8274 | 0 | 0 |
X | 0.75000000000001 | 5.238687 | 0.1432 | 0.886785 | 0.443392 |
M1 | -0.0625000000000058 | 6.502798 | -0.0096 | 0.992373 | 0.496187 |
M2 | -0.275000000000011 | 6.465765 | -0.0425 | 0.966259 | 0.483129 |
M3 | -1.28750000000001 | 6.432075 | -0.2002 | 0.842231 | 0.421115 |
M4 | -0.700000000000012 | 6.401781 | -0.1093 | 0.913405 | 0.456702 |
M5 | -2.11250000000001 | 6.374932 | -0.3314 | 0.741865 | 0.370933 |
M6 | -1.52500000000001 | 6.35157 | -0.2401 | 0.811321 | 0.40566 |
M7 | -2.53750000000001 | 6.331736 | -0.4008 | 0.690453 | 0.345226 |
M8 | -1.15000000000001 | 6.315461 | -0.1821 | 0.85631 | 0.428155 |
M9 | -1.36250000000001 | 6.302774 | -0.2162 | 0.829807 | 0.414904 |
M10 | -2.17500000000001 | 6.293696 | -0.3456 | 0.731231 | 0.365615 |
M11 | -0.187500000000007 | 6.288243 | -0.0298 | 0.976342 | 0.488171 |
t | -0.187500000000000 | 0.151228 | -1.2399 | 0.221318 | 0.110659 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.333175720431569 |
R-squared | 0.111006060685095 |
Adjusted R-squared | -0.140231356947378 |
F-TEST (value) | 0.441837293708704 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 46 |
p-value | 0.944772506132533 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 9.93970955747483 |
Sum Squared Residuals | 4544.7 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 99 | 102.25 | -3.24999999999999 |
2 | 92 | 101.85 | -9.84999999999999 |
3 | 91 | 100.65 | -9.65 |
4 | 92 | 101.05 | -9.05000000000001 |
5 | 93 | 99.45 | -6.45 |
6 | 95 | 99.85 | -4.85 |
7 | 98 | 98.65 | -0.650000000000006 |
8 | 98 | 99.85 | -1.85000000000000 |
9 | 97 | 99.45 | -2.45 |
10 | 95 | 98.45 | -3.45000000000000 |
11 | 93 | 100.25 | -7.25 |
12 | 102 | 100.25 | 1.75000000000000 |
13 | 102 | 100 | 2.00000000000000 |
14 | 113 | 99.6 | 13.4 |
15 | 112 | 98.4 | 13.6 |
16 | 114 | 98.8 | 15.2 |
17 | 104 | 97.2 | 6.8 |
18 | 98 | 97.6 | 0.400000000000003 |
19 | 88 | 96.4 | -8.4 |
20 | 93 | 97.6 | -4.6 |
21 | 96 | 97.2 | -1.20000000000000 |
22 | 101 | 96.2 | 4.8 |
23 | 107 | 98 | 9 |
24 | 104 | 98 | 6 |
25 | 96 | 98.5 | -2.50000000000001 |
26 | 86 | 98.1 | -12.1 |
27 | 83 | 96.9 | -13.9 |
28 | 90 | 97.3 | -7.3 |
29 | 95 | 95.7 | -0.700000000000001 |
30 | 102 | 96.1 | 5.9 |
31 | 95 | 94.9 | 0.0999999999999981 |
32 | 98 | 96.1 | 1.90000000000000 |
33 | 95 | 95.7 | -0.700000000000003 |
34 | 92 | 94.7 | -2.7 |
35 | 94 | 96.5 | -2.5 |
36 | 96 | 96.5 | -0.50000000000001 |
37 | 109 | 96.25 | 12.75 |
38 | 117 | 95.85 | 21.15 |
39 | 118 | 94.65 | 23.35 |
40 | 107 | 95.05 | 11.95 |
41 | 104 | 93.45 | 10.55 |
42 | 101 | 93.85 | 7.15 |
43 | 110 | 92.65 | 17.35 |
44 | 101 | 93.85 | 7.15 |
45 | 101 | 93.45 | 7.55 |
46 | 98 | 92.45 | 5.55 |
47 | 99 | 94.25 | 4.75 |
48 | 92 | 94.25 | -2.25000000000001 |
49 | 85 | 94 | -9 |
50 | 81 | 93.6 | -12.6 |
51 | 79 | 92.4 | -13.4 |
52 | 82 | 92.8 | -10.8 |
53 | 81 | 91.2 | -10.2 |
54 | 83 | 91.6 | -8.6 |
55 | 82 | 90.4 | -8.4 |
56 | 89 | 91.6 | -2.6 |
57 | 88 | 91.2 | -3.20000000000000 |
58 | 86 | 90.2 | -4.2 |
59 | 88 | 92 | -4 |
60 | 87 | 92 | -5 |