Multiple Linear Regression - Estimated Regression Equation |
x[t] = + 108.755295950156 + 10.6560747663551y[t] -7.47398753894077M1[t] -10.3833333333333M2[t] + 1.66666666666666M3[t] -8.68333333333334M4[t] -8.68333333333334M5[t] + 1.08333333333333M6[t] -14.1M7[t] -9.95M8[t] + 6.48333333333334M9[t] + 7.13333333333333M10[t] + 0.449999999999995M11[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) | 108.755295950156 | 2.358358 | 46.1148 | 0 | 0 |
y | 10.6560747663551 | 1.313808 | 8.1108 | 0 | 0 |
M1 | -7.47398753894077 | 3.210702 | -2.3278 | 0.02337 | 0.011685 |
M2 | -10.3833333333333 | 3.203227 | -3.2415 | 0.001957 | 0.000979 |
M3 | 1.66666666666666 | 3.203227 | 0.5203 | 0.604796 | 0.302398 |
M4 | -8.68333333333334 | 3.203227 | -2.7108 | 0.008776 | 0.004388 |
M5 | -8.68333333333334 | 3.203227 | -2.7108 | 0.008776 | 0.004388 |
M6 | 1.08333333333333 | 3.203227 | 0.3382 | 0.736413 | 0.368206 |
M7 | -14.1 | 3.203227 | -4.4018 | 4.6e-05 | 2.3e-05 |
M8 | -9.95 | 3.203227 | -3.1062 | 0.002912 | 0.001456 |
M9 | 6.48333333333334 | 3.203227 | 2.024 | 0.047506 | 0.023753 |
M10 | 7.13333333333333 | 3.203227 | 2.2269 | 0.029782 | 0.014891 |
M11 | 0.449999999999995 | 3.203227 | 0.1405 | 0.888757 | 0.444378 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.866671377162989 |
R-squared | 0.751119275993591 |
Adjusted R-squared | 0.700499467721101 |
F-TEST (value) | 14.8384456920553 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 59 |
p-value | 1.15463194561016e-13 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 5.54815171325898 |
Sum Squared Residuals | 1816.13725856698 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 98.6 | 101.281308411215 | -2.68130841121474 |
2 | 98 | 98.3719626168224 | -0.371962616822415 |
3 | 106.8 | 110.421962616822 | -3.62196261682244 |
4 | 96.6 | 100.071962616822 | -3.47196261682244 |
5 | 100.1 | 100.071962616822 | 0.0280373831775618 |
6 | 107.7 | 109.838629283489 | -2.13862928348910 |
7 | 91.5 | 94.6552959501558 | -3.15529595015576 |
8 | 97.8 | 98.8052959501558 | -1.00529595015577 |
9 | 107.4 | 115.238629283489 | -7.8386292834891 |
10 | 117.5 | 115.888629283489 | 1.61137071651090 |
11 | 105.6 | 109.205295950156 | -3.60529595015577 |
12 | 97.4 | 108.755295950156 | -11.3552959501558 |
13 | 99.5 | 101.281308411215 | -1.78130841121500 |
14 | 98 | 98.3719626168224 | -0.371962616822438 |
15 | 104.3 | 110.421962616822 | -6.12196261682243 |
16 | 100.6 | 100.071962616822 | 0.528037383177566 |
17 | 101.1 | 100.071962616822 | 1.02803738317756 |
18 | 103.9 | 109.838629283489 | -5.9386292834891 |
19 | 96.9 | 94.6552959501558 | 2.24470404984424 |
20 | 95.5 | 98.8052959501558 | -3.30529595015577 |
21 | 108.4 | 115.238629283489 | -6.8386292834891 |
22 | 117 | 115.888629283489 | 1.11137071651090 |
23 | 103.8 | 109.205295950156 | -5.40529595015577 |
24 | 100.8 | 108.755295950156 | -7.95529595015577 |
25 | 110.6 | 101.281308411215 | 9.318691588785 |
26 | 104 | 98.3719626168224 | 5.62803738317756 |
27 | 112.6 | 110.421962616822 | 2.17803738317756 |
28 | 107.3 | 100.071962616822 | 7.22803738317757 |
29 | 98.9 | 100.071962616822 | -1.17196261682243 |
30 | 109.8 | 109.838629283489 | -0.0386292834891033 |
31 | 104.9 | 94.6552959501558 | 10.2447040498442 |
32 | 102.2 | 98.8052959501558 | 3.39470404984423 |
33 | 123.9 | 115.238629283489 | 8.6613707165109 |
34 | 124.9 | 115.888629283489 | 9.0113707165109 |
35 | 112.7 | 109.205295950156 | 3.49470404984424 |
36 | 121.9 | 108.755295950156 | 13.1447040498442 |
37 | 100.6 | 101.281308411215 | -0.681308411215001 |
38 | 104.3 | 109.028037383178 | -4.72803738317757 |
39 | 120.4 | 121.078037383178 | -0.678037383177559 |
40 | 107.5 | 110.728037383178 | -3.22803738317756 |
41 | 102.9 | 110.728037383178 | -7.82803738317756 |
42 | 125.6 | 120.494704049844 | 5.10529595015576 |
43 | 107.5 | 105.311370716511 | 2.1886292834891 |
44 | 108.8 | 109.461370716511 | -0.661370716510902 |
45 | 128.4 | 125.894704049844 | 2.50529595015577 |
46 | 121.1 | 126.544704049844 | -5.44470404984424 |
47 | 119.5 | 119.861370716511 | -0.361370716510897 |
48 | 128.7 | 119.411370716511 | 9.28862928348909 |
49 | 108.7 | 111.937383177570 | -3.23738317757013 |
50 | 105.5 | 109.028037383178 | -3.52803738317757 |
51 | 119.8 | 121.078037383178 | -1.27803738317757 |
52 | 111.3 | 110.728037383178 | 0.571962616822434 |
53 | 110.6 | 110.728037383178 | -0.128037383177572 |
54 | 120.1 | 120.494704049844 | -0.39470404984424 |
55 | 97.5 | 105.311370716511 | -7.8113707165109 |
56 | 107.7 | 109.461370716511 | -1.76137071651090 |
57 | 127.3 | 125.894704049844 | 1.40529595015576 |
58 | 117.2 | 126.544704049844 | -9.34470404984423 |
59 | 119.8 | 119.861370716511 | -0.0613707165109002 |
60 | 116.2 | 119.411370716511 | -3.2113707165109 |
61 | 111 | 111.937383177570 | -0.937383177570131 |
62 | 112.4 | 109.028037383178 | 3.37196261682243 |
63 | 130.6 | 121.078037383178 | 9.52196261682243 |
64 | 109.1 | 110.728037383178 | -1.62803738317757 |
65 | 118.8 | 110.728037383178 | 8.07196261682243 |
66 | 123.9 | 120.494704049844 | 3.40529595015577 |
67 | 101.6 | 105.311370716511 | -3.71137071651091 |
68 | 112.8 | 109.461370716511 | 3.3386292834891 |
69 | 128 | 125.894704049844 | 2.10529595015576 |
70 | 129.6 | 126.544704049844 | 3.05529595015576 |
71 | 125.8 | 119.861370716511 | 5.9386292834891 |
72 | 119.5 | 119.411370716511 | 0.0886292834890977 |