Multiple Linear Regression - Estimated Regression Equation |
d[t] = + 4.06381011360178 -0.000997140206824086b[t] + 0.377513336249788V3[t] -0.129077142629322M1[t] -0.406319224862594M2[t] + 0.0329291272892397M3[t] + 0.0835361072517711M4[t] + 0.650307396372812M5[t] + 0.719903916079853M6[t] + 0.121171868775522M7[t] + 0.173130306921246M8[t] + 0.716967371285332M9[t] + 0.712919767814436M10[t] + 0.144101926714828M11[t] -0.00877096709077283t + 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) | 4.06381011360178 | 0.124093 | 32.7482 | 0 | 0 |
b | -0.000997140206824086 | 9.8e-05 | -10.1261 | 0 | 0 |
V3 | 0.377513336249788 | 0.096855 | 3.8977 | 0.000258 | 0.000129 |
M1 | -0.129077142629322 | 0.132275 | -0.9758 | 0.333277 | 0.166638 |
M2 | -0.406319224862594 | 0.130163 | -3.1216 | 0.002823 | 0.001412 |
M3 | 0.0329291272892397 | 0.133649 | 0.2464 | 0.806269 | 0.403134 |
M4 | 0.0835361072517711 | 0.130576 | 0.6398 | 0.524898 | 0.262449 |
M5 | 0.650307396372812 | 0.130364 | 4.9884 | 6e-06 | 3e-06 |
M6 | 0.719903916079853 | 0.130465 | 5.518 | 1e-06 | 0 |
M7 | 0.121171868775522 | 0.130861 | 0.926 | 0.358372 | 0.179186 |
M8 | 0.173130306921246 | 0.129767 | 1.3342 | 0.187458 | 0.093729 |
M9 | 0.716967371285332 | 0.129796 | 5.5238 | 1e-06 | 0 |
M10 | 0.712919767814436 | 0.129897 | 5.4883 | 1e-06 | 0 |
M11 | 0.144101926714828 | 0.129446 | 1.1132 | 0.270287 | 0.135144 |
t | -0.00877096709077283 | 0.002157 | -4.0654 | 0.000149 | 7.4e-05 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.925142872593637 |
R-squared | 0.855889334710807 |
Adjusted R-squared | 0.820493732709952 |
F-TEST (value) | 24.1806689624927 |
F-TEST (DF numerator) | 14 |
F-TEST (DF denominator) | 57 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.224163140490993 |
Sum Squared Residuals | 2.86419947262272 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 3 | 3.12426127759510 | -0.124261277595104 |
2 | 3 | 3.15035311300702 | -0.150353113007017 |
3 | 4 | 3.91985816838827 | 0.0801418316117342 |
4 | 4 | 3.85898873995714 | 0.141011260042856 |
5 | 4 | 3.95531314622786 | 0.0446868537721399 |
6 | 4 | 3.86756480802734 | 0.132435191972659 |
7 | 4 | 4.12258807253507 | -0.122588072535071 |
8 | 3 | 3.41094040702419 | -0.410940407024188 |
9 | 4 | 3.92406941974737 | 0.0759305802526282 |
10 | 5 | 4.67306596719930 | 0.326934032800695 |
11 | 4 | 3.81627790109818 | 0.183722098901821 |
12 | 4 | 3.49289403192566 | 0.507105968074339 |
13 | 3 | 2.93225847451215 | 0.0677415254878475 |
14 | 3 | 2.66519108911777 | 0.334808910882235 |
15 | 3 | 3.10065417521295 | -0.100654175212947 |
16 | 3 | 3.03679332616135 | -0.0367933261613525 |
17 | 4 | 3.92684133706404 | 0.0731586629359593 |
18 | 4 | 4.08937519077637 | -0.0893751907763667 |
19 | 3 | 3.18472439474768 | -0.184724394747685 |
20 | 3 | 3.29372311945303 | -0.293723119453025 |
21 | 4 | 4.22365673862868 | -0.223656738628677 |
22 | 4 | 4.08818992262765 | -0.0881899226276457 |
23 | 3 | 3.06388230178007 | -0.0638823017800735 |
24 | 3 | 2.99377204514087 | 0.00622795485912769 |
25 | 3 | 3.10919754795409 | -0.109197547954095 |
26 | 3 | 3.12930654212504 | -0.129306542125044 |
27 | 3 | 2.98044546702131 | 0.0195545329786887 |
28 | 3 | 3.29848931718334 | -0.298489317183342 |
29 | 4 | 4.15563170126084 | -0.155631701260836 |
30 | 4 | 4.30520273228445 | -0.305202732284448 |
31 | 3 | 2.94485886173716 | 0.0551411382628406 |
32 | 3 | 2.9710949492761 | 0.0289050507238995 |
33 | 4 | 4.17524212532838 | -0.175242125328376 |
34 | 4 | 3.99590114022708 | 0.00409885977291507 |
35 | 4 | 3.65463456105401 | 0.345365438945989 |
36 | 3 | 3.22954239078544 | -0.229542390785436 |
37 | 3 | 2.92616900673254 | 0.0738309932674578 |
38 | 3 | 2.92234663593971 | 0.0776533640602866 |
39 | 3 | 2.76750271959504 | 0.232497280404964 |
40 | 4 | 3.74365910626096 | 0.256340893739036 |
41 | 4 | 3.80807502591331 | 0.191924974086691 |
42 | 4 | 3.85793203625451 | 0.142067963745487 |
43 | 3 | 2.88846712678227 | 0.111532873217734 |
44 | 4 | 3.64261556530279 | 0.357384434697211 |
45 | 4 | 3.87056247887428 | 0.129437521125715 |
46 | 4 | 3.98836927540657 | 0.0116307245934289 |
47 | 3 | 3.57530860134216 | -0.575308601342164 |
48 | 3 | 3.51616688697803 | -0.516166886978028 |
49 | 3 | 2.73017764282228 | 0.269822357177724 |
50 | 3 | 2.89786338760319 | 0.102136612396809 |
51 | 3 | 3.13050420957654 | -0.130504209576542 |
52 | 4 | 4.03586364155796 | -0.0358636415579589 |
53 | 4 | 4.16509367465387 | -0.16509367465387 |
54 | 4 | 3.87093731364076 | 0.129062686359236 |
55 | 4 | 3.83479563775586 | 0.165204362244139 |
56 | 4 | 3.86900884694940 | 0.130991153050605 |
57 | 4 | 3.90051913977655 | 0.0994808602234545 |
58 | 4 | 4.06618866623639 | -0.066188666236388 |
59 | 4 | 3.75982199430216 | 0.240178005697842 |
60 | 4 | 3.89911118109601 | 0.100888818903985 |
61 | 3 | 3.17793605038383 | -0.177936050383829 |
62 | 3 | 3.23493923220727 | -0.23493923220727 |
63 | 3 | 3.1010352602059 | -0.101035260205898 |
64 | 3 | 3.02620586887924 | -0.0262058688792390 |
65 | 4 | 3.98904511488009 | 0.0109548851199144 |
66 | 4 | 4.00898791901657 | -0.00898791901656703 |
67 | 3 | 3.02456590644196 | -0.0245659064419586 |
68 | 4 | 3.8126171119945 | 0.187382888005499 |
69 | 4 | 3.90595009764474 | 0.094049902355255 |
70 | 4 | 4.18828502830301 | -0.188285028303006 |
71 | 3 | 3.13007464042341 | -0.130074640423415 |
72 | 3 | 2.86851346407399 | 0.131486535926011 |