Multiple Linear Regression - Estimated Regression Equation |
x[t] = + 102.945194940055 + 1.94092325120366y[t] -6.26354982850302M1[t] -7.96245791245792M2[t] + 3.84545454545455M3[t] -6.746632996633M4[t] -6.98872053872053M5[t] + 2.53585858585859M6[t] -12.8895622895623M7[t] -8.98164983164983M8[t] + 7.20959595959596M9[t] + 7.61750841750841M10[t] + 0.69208754208754M11[t] + 0.242087542087541t + 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) | 102.945194940055 | 2.510907 | 40.9992 | 0 | 0 |
y | 1.94092325120366 | 2.39492 | 0.8104 | 0.421004 | 0.210502 |
M1 | -6.26354982850302 | 2.856369 | -2.1928 | 0.032344 | 0.016172 |
M2 | -7.96245791245792 | 2.893955 | -2.7514 | 0.007905 | 0.003952 |
M3 | 3.84545454545455 | 2.88283 | 1.3339 | 0.187446 | 0.093723 |
M4 | -6.746632996633 | 2.87284 | -2.3484 | 0.022284 | 0.011142 |
M5 | -6.98872053872053 | 2.863996 | -2.4402 | 0.017756 | 0.008878 |
M6 | 2.53585858585859 | 2.856309 | 0.8878 | 0.37831 | 0.189155 |
M7 | -12.8895622895623 | 2.849788 | -4.523 | 3.1e-05 | 1.5e-05 |
M8 | -8.98164983164983 | 2.844442 | -3.1576 | 0.002525 | 0.001262 |
M9 | 7.20959595959596 | 2.840277 | 2.5383 | 0.013845 | 0.006923 |
M10 | 7.61750841750841 | 2.837298 | 2.6848 | 0.009447 | 0.004723 |
M11 | 0.69208754208754 | 2.835509 | 0.2441 | 0.808031 | 0.404016 |
t | 0.242087542087541 | 0.058159 | 4.1625 | 0.000106 | 5.3e-05 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.899092095846177 |
R-squared | 0.808366596813071 |
Adjusted R-squared | 0.765414282305656 |
F-TEST (value) | 18.8200940061919 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 58 |
p-value | 3.33066907387547e-16 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 4.91021278410465 |
Sum Squared Residuals | 1398.39099594072 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 98.6 | 96.9237326536388 | 1.67626734636123 |
2 | 98 | 95.466912111772 | 2.53308788822806 |
3 | 106.8 | 107.516912111772 | -0.716912111771939 |
4 | 96.6 | 97.166912111772 | -0.56691211177194 |
5 | 100.1 | 97.166912111772 | 2.93308788822804 |
6 | 107.7 | 106.933578778439 | 0.766421221561388 |
7 | 91.5 | 91.7502454451053 | -0.250245445105314 |
8 | 97.8 | 95.9002454451053 | 1.89975455489471 |
9 | 107.4 | 112.333578778439 | -4.93357877843861 |
10 | 117.5 | 112.983578778439 | 4.51642122156138 |
11 | 105.6 | 106.300245445105 | -0.700245445105284 |
12 | 97.4 | 105.850245445105 | -8.45024544510527 |
13 | 99.5 | 99.8287831586898 | -0.328783158689799 |
14 | 98 | 98.3719626168224 | -0.371962616822434 |
15 | 104.3 | 110.421962616822 | -6.12196261682244 |
16 | 100.6 | 100.071962616822 | 0.528037383177562 |
17 | 101.1 | 100.071962616822 | 1.02803738317756 |
18 | 103.9 | 109.838629283489 | -5.93862928348909 |
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 | 102.733833663740 | 7.8661663362597 |
26 | 104 | 101.277013121873 | 2.72298687812708 |
27 | 112.6 | 113.327013121873 | -0.727013121872929 |
28 | 107.3 | 102.977013121873 | 4.32298687812707 |
29 | 98.9 | 102.977013121873 | -4.07701312187292 |
30 | 109.8 | 112.743679788540 | -2.94367978853959 |
31 | 104.9 | 97.5603464552063 | 7.33965354479375 |
32 | 102.2 | 101.710346455206 | 0.489653544793747 |
33 | 123.9 | 118.143679788540 | 5.75632021146041 |
34 | 124.9 | 118.793679788540 | 6.10632021146041 |
35 | 112.7 | 112.110346455206 | 0.589653544793748 |
36 | 121.9 | 111.660346455206 | 10.2396535447937 |
37 | 100.6 | 105.638884168791 | -5.03888416879078 |
38 | 104.3 | 106.122986878127 | -1.82298687812708 |
39 | 120.4 | 118.172986878127 | 2.22701312187293 |
40 | 107.5 | 107.822986878127 | -0.322986878127074 |
41 | 102.9 | 107.822986878127 | -4.92298687812707 |
42 | 125.6 | 117.589653544794 | 8.01034645520626 |
43 | 107.5 | 102.406320211460 | 5.0936797885396 |
44 | 108.8 | 106.556320211460 | 2.24367978853959 |
45 | 128.4 | 122.989653544794 | 5.41034645520626 |
46 | 121.1 | 123.639653544794 | -2.53965354479375 |
47 | 119.5 | 116.956320211460 | 2.54367978853959 |
48 | 128.7 | 116.506320211460 | 12.1936797885396 |
49 | 108.7 | 110.484857925045 | -1.78485792504493 |
50 | 105.5 | 109.028037383178 | -3.52803738317757 |
51 | 119.8 | 121.078037383178 | -1.27803738317757 |
52 | 111.3 | 110.728037383178 | 0.571962616822431 |
53 | 110.6 | 110.728037383178 | -0.12803738317757 |
54 | 120.1 | 120.494704049844 | -0.394704049844239 |
55 | 97.5 | 105.311370716511 | -7.8113707165109 |
56 | 107.7 | 109.461370716511 | -1.76137071651089 |
57 | 127.3 | 125.894704049844 | 1.40529595015576 |
58 | 117.2 | 126.544704049844 | -9.34470404984422 |
59 | 119.8 | 119.861370716511 | -0.0613707165109012 |
60 | 116.2 | 119.411370716511 | -3.21137071651090 |
61 | 111 | 113.389908430095 | -2.38990843009542 |
62 | 112.4 | 111.933087888228 | 0.466912111771949 |
63 | 130.6 | 123.983087888228 | 6.61691211177194 |
64 | 109.1 | 113.633087888228 | -4.53308788822806 |
65 | 118.8 | 113.633087888228 | 5.16691211177195 |
66 | 123.9 | 123.399754554895 | 0.500245445105281 |
67 | 101.6 | 108.216421221561 | -6.61642122156138 |
68 | 112.8 | 112.366421221561 | 0.433578778438611 |
69 | 128 | 128.799754554895 | -0.799754554894722 |
70 | 129.6 | 129.449754554895 | 0.150245445105276 |
71 | 125.8 | 122.766421221561 | 3.03357877843861 |
72 | 119.5 | 122.316421221561 | -2.81642122156139 |