Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 71.192346155451 + 0.189215809505315X[t] + 0.130691870654899t + 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) | 71.192346155451 | 3.104658 | 22.9308 | 0 | 0 |
X | 0.189215809505315 | 0.035615 | 5.3129 | 1e-06 | 0 |
t | 0.130691870654899 | 0.006099 | 21.4278 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.996691571344112 |
R-squared | 0.993394088388395 |
Adjusted R-squared | 0.993278195202227 |
F-TEST (value) | 8571.63497898886 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 114 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.453540662683154 |
Sum Squared Residuals | 23.4497011286064 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 88.74 | 88.1537842816038 | 0.586215718396221 |
2 | 88.92 | 88.2579859389278 | 0.662014061072154 |
3 | 88.77 | 88.4057072324382 | 0.364292767561744 |
4 | 89.17 | 88.7729188649748 | 0.397081135025204 |
5 | 89.61 | 89.0493069089488 | 0.560693091051211 |
6 | 89.52 | 89.153508566273 | 0.366491433727052 |
7 | 89.74 | 89.289876911213 | 0.450123088786993 |
8 | 89.4 | 89.1651274390357 | 0.234872560964283 |
9 | 89.36 | 89.2504075154093 | 0.109592484590652 |
10 | 89.38 | 89.3186581689275 | 0.0613418310725031 |
11 | 89.36 | 89.5477422605252 | -0.187742260525154 |
12 | 89.29 | 89.712492976891 | -0.422492976891004 |
13 | 89.59 | 89.9680672818194 | -0.378067281819413 |
14 | 89.79 | 90.089298361999 | -0.299298361999043 |
15 | 89.86 | 90.2332353393193 | -0.37323533931932 |
16 | 90.21 | 90.4471821661566 | -0.237182166156562 |
17 | 90.37 | 90.666805467279 | -0.296805467278951 |
18 | 90.19 | 90.6991051169911 | -0.50910511699109 |
19 | 90.33 | 90.651934126711 | -0.321934126710993 |
20 | 90.22 | 90.5934101878606 | -0.373410187860576 |
21 | 90.42 | 90.7600530623215 | -0.34005306232148 |
22 | 90.54 | 90.9361567272577 | -0.396156727257652 |
23 | 90.73 | 91.0668485979126 | -0.336848597912553 |
24 | 91.02 | 91.1842953619021 | -0.164295361902086 |
25 | 91.19 | 91.352830394458 | -0.162830394458047 |
26 | 91.53 | 91.519473268919 | 0.0105267310810493 |
27 | 91.88 | 91.6615180881442 | 0.218481911855825 |
28 | 92.06 | 92.0173767721104 | 0.0426232278896090 |
29 | 92.32 | 92.1840196465713 | 0.135980353428692 |
30 | 92.67 | 92.4036429476937 | 0.266357052306304 |
31 | 92.85 | 92.5551485573942 | 0.294851442605812 |
32 | 92.82 | 92.574203100441 | 0.245796899559047 |
33 | 93.46 | 92.710571445381 | 0.749428554618989 |
34 | 93.23 | 92.773145624614 | 0.456854375386017 |
35 | 93.54 | 93.0381807200177 | 0.501819279982345 |
36 | 93.29 | 93.0837254763952 | 0.206274523604838 |
37 | 93.2 | 93.3411919394186 | -0.141191939418625 |
38 | 93.6 | 93.487021074834 | 0.112978925166043 |
39 | 93.81 | 93.7898993321387 | 0.0201006678613164 |
40 | 94.62 | 94.2365816046675 | 0.383418395332543 |
41 | 95.22 | 94.6132540276793 | 0.606745972320729 |
42 | 95.38 | 94.808279273566 | 0.57172072643402 |
43 | 95.31 | 94.8481475556583 | 0.461852444341679 |
44 | 95.3 | 94.9958688491687 | 0.304131150831297 |
45 | 95.57 | 95.1152077712533 | 0.454792228746713 |
46 | 95.42 | 95.308340859045 | 0.111659140955067 |
47 | 95.53 | 95.4220033068444 | 0.107996693155647 |
48 | 95.33 | 95.433489217511 | -0.103489217510904 |
49 | 95.9 | 95.9350440747962 | -0.0350440747962152 |
50 | 96.06 | 95.9030103492765 | 0.156989650723454 |
51 | 96.31 | 96.1339865989693 | 0.176013401030738 |
52 | 96.34 | 96.2798157343846 | 0.0601842656154157 |
53 | 96.49 | 96.5240370907427 | -0.0340370907426796 |
54 | 96.22 | 96.4863268909378 | -0.266326890937844 |
55 | 96.53 | 96.6340481844482 | -0.104048184448219 |
56 | 96.5 | 96.685269415111 | -0.185269415110886 |
57 | 96.77 | 96.9503045105146 | -0.180304510514564 |
58 | 96.66 | 97.0336924287931 | -0.373692428793133 |
59 | 96.58 | 97.1719529318282 | -0.591952931828241 |
60 | 96.63 | 97.19289963297 | -0.56289963297006 |
61 | 97.06 | 97.5184837874154 | -0.458483787415427 |
62 | 97.73 | 97.7362149304428 | -0.00621493044276782 |
63 | 98.01 | 97.95016175728 | 0.0598382427199937 |
64 | 97.76 | 98.1792458488777 | -0.419245848877668 |
65 | 97.49 | 98.3326436166732 | -0.842643616673216 |
66 | 97.77 | 98.5503747597006 | -0.780374759700557 |
67 | 97.96 | 98.6697136817851 | -0.709713681785139 |
68 | 98.23 | 98.8155428172005 | -0.585542817200452 |
69 | 98.51 | 99.144911287836 | -0.63491128783593 |
70 | 98.19 | 99.0201618156587 | -0.830161815658661 |
71 | 98.37 | 99.1527458444086 | -0.782745844408607 |
72 | 98.31 | 99.1528788065048 | -0.842878806504841 |
73 | 98.6 | 99.4803551190453 | -0.880355119045274 |
74 | 98.97 | 99.637537203031 | -0.667537203030912 |
75 | 99.11 | 99.8344546070127 | -0.72445460701267 |
76 | 99.64 | 100.129764231937 | -0.489764231937193 |
77 | 100.03 | 100.336142426394 | -0.306142426394218 |
78 | 99.98 | 100.449804874194 | -0.469804874193634 |
79 | 100.32 | 100.531300634377 | -0.211300634377161 |
80 | 100.44 | 100.565492442184 | -0.125492442184346 |
81 | 100.51 | 100.692399996649 | -0.182399996649129 |
82 | 101 | 100.785248705403 | 0.214751294597028 |
83 | 100.88 | 100.982166109385 | -0.102166109384734 |
84 | 100.55 | 101.052308920998 | -0.502308920997932 |
85 | 100.83 | 101.277608696405 | -0.447608696405487 |
86 | 101.51 | 101.565349688950 | -0.0553496889497899 |
87 | 102.16 | 101.985541748148 | 0.174458251852170 |
88 | 102.39 | 102.127586567373 | 0.262413432626959 |
89 | 102.54 | 102.386945188492 | 0.15305481150845 |
90 | 102.85 | 102.405999731538 | 0.444000268461676 |
91 | 103.47 | 102.398564061254 | 1.07143593874566 |
92 | 103.57 | 102.544393196670 | 1.02560680333033 |
93 | 103.69 | 102.497222206390 | 1.19277779361044 |
94 | 103.5 | 102.639267025615 | 0.86073297438522 |
95 | 103.47 | 102.881596223878 | 0.588403776122183 |
96 | 103.45 | 102.972552774537 | 0.477447225463404 |
97 | 103.48 | 103.158117229948 | 0.321882770051967 |
98 | 103.93 | 103.417475851067 | 0.512524148933455 |
99 | 103.89 | 103.565197144577 | 0.324802855423074 |
100 | 104.4 | 103.824555765695 | 0.575444234304564 |
101 | 104.79 | 104.167169342996 | 0.622830657003712 |
102 | 104.77 | 104.218390573659 | 0.551609426341036 |
103 | 105.13 | 104.386925606215 | 0.743074393785074 |
104 | 105.26 | 104.570597903531 | 0.689402096468699 |
105 | 104.96 | 104.856446737981 | 0.103553262019429 |
106 | 104.75 | 104.941726814354 | -0.191726814354188 |
107 | 105.01 | 105.257850178324 | -0.247850178324289 |
108 | 105.15 | 105.261767456611 | -0.111767456610626 |
109 | 105.2 | 105.583567294866 | -0.383567294865896 |
110 | 105.77 | 105.742641536947 | 0.0273584630534 |
111 | 105.78 | 105.854411826651 | -0.0744118266509604 |
112 | 106.26 | 106.272711727754 | -0.0127117277539372 |
113 | 106.13 | 106.235001527949 | -0.105001527949114 |
114 | 106.12 | 106.397860086220 | -0.277860086219905 |
115 | 106.57 | 106.611806913057 | -0.0418069130571564 |
116 | 106.44 | 106.647890878959 | -0.207890878959393 |
117 | 106.54 | 106.897788709603 | -0.35778870960263 |