Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 654921.461538462 -17830.5384615386x[t] -33734.4487179487M1[t] -45499.8205128204M2[t] -99293.2307692306M3[t] -136804.371794872M4[t] -170057.512820513M5[t] -169241.153846154M6[t] -143407.294871795M7[t] -102664.935897436M8[t] -74569.576923077M9[t] -36309.2179487180M10[t] -4967.35897435896M11[t] -3429.85897435898t + 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) | 654921.461538462 | 27438.649056 | 23.8686 | 0 | 0 |
x | -17830.5384615386 | 31001.97925 | -0.5751 | 0.57677 | 0.288385 |
M1 | -33734.4487179487 | 27811.798532 | -1.213 | 0.250552 | 0.125276 |
M2 | -45499.8205128204 | 31888.737298 | -1.4268 | 0.181391 | 0.090696 |
M3 | -99293.2307692306 | 30283.184436 | -3.2788 | 0.007349 | 0.003675 |
M4 | -136804.371794872 | 29990.34865 | -4.5616 | 0.000814 | 0.000407 |
M5 | -170057.512820513 | 29729.568856 | -5.7201 | 0.000134 | 6.7e-05 |
M6 | -169241.153846154 | 29501.695144 | -5.7367 | 0.000131 | 6.5e-05 |
M7 | -143407.294871795 | 29307.495082 | -4.8932 | 0.000477 | 0.000238 |
M8 | -102664.935897436 | 29147.641746 | -3.5222 | 0.00478 | 0.00239 |
M9 | -74569.576923077 | 29022.702673 | -2.5694 | 0.02608 | 0.01304 |
M10 | -36309.2179487180 | 28933.130166 | -1.2549 | 0.235509 | 0.117755 |
M11 | -4967.35897435896 | 28879.253308 | -0.172 | 0.866558 | 0.433279 |
t | -3429.85897435898 | 1018.945459 | -3.3661 | 0.006296 | 0.003148 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.946611084504785 |
R-squared | 0.896072545307325 |
Adjusted R-squared | 0.773249189761437 |
F-TEST (value) | 7.29562013124238 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 11 |
p-value | 0.00113789540626930 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 28861.2720056344 |
Sum Squared Residuals | 9162703239.61539 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 588261 | 599926.615384615 | -11665.6153846154 |
2 | 596397 | 584731.384615385 | 11665.6153846154 |
3 | 576612 | 545338.653846154 | 31273.3461538462 |
4 | 538141 | 504397.653846154 | 33743.3461538462 |
5 | 491481 | 467714.653846154 | 23766.3461538460 |
6 | 469740 | 465101.153846154 | 4638.84615384612 |
7 | 474427 | 487505.153846154 | -13078.1538461537 |
8 | 507632 | 524817.653846154 | -17185.6538461539 |
9 | 541047 | 549483.153846154 | -8436.15384615387 |
10 | 570046 | 584313.653846154 | -14267.6538461539 |
11 | 588251 | 612225.653846154 | -23974.6538461538 |
12 | 596872 | 613763.153846154 | -16891.1538461538 |
13 | 588676 | 576598.846153846 | 12077.1538461538 |
14 | 549738 | 561403.615384615 | -11665.6153846154 |
15 | 472907 | 504180.346153846 | -31273.3461538462 |
16 | 429496 | 463239.346153846 | -33743.3461538462 |
17 | 402790 | 426556.346153846 | -23766.3461538460 |
18 | 419304 | 423942.846153846 | -4638.84615384614 |
19 | 459425 | 446346.846153846 | 13078.1538461537 |
20 | 500845 | 483659.346153846 | 17185.6538461538 |
21 | 516761 | 508324.846153846 | 8436.15384615387 |
22 | 557423 | 543155.346153846 | 14267.6538461539 |
23 | 595042 | 571067.346153846 | 23974.6538461538 |
24 | 589496 | 572604.846153846 | 16891.1538461539 |
25 | 535029 | 535440.538461538 | -411.538461538465 |