Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 1.40222222222222 + 0.0783333333333335x[t] + 0.00250000000000066M1[t] + 0.0169444444444444M2[t] + 0.0163888888888888M3[t] + 0.0158333333333333M4[t] + 0.0136111111111111M5[t] + 0.0113888888888889M6[t] -0.000555555555555579M7[t] + 0.00555555555555554M8[t] + 0.00499999999999998M9[t] + 0.00444444444444443M10[t] + 0.00222222222222222M11[t] + 0.00222222222222222t + 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) | 1.40222222222222 | 0.010685 | 131.2371 | 0 | 0 |
x | 0.0783333333333335 | 0.009044 | 8.6611 | 0 | 0 |
M1 | 0.00250000000000066 | 0.012604 | 0.1983 | 0.843466 | 0.421733 |
M2 | 0.0169444444444444 | 0.012591 | 1.3457 | 0.183634 | 0.091817 |
M3 | 0.0163888888888888 | 0.012582 | 1.3026 | 0.197861 | 0.09893 |
M4 | 0.0158333333333333 | 0.012575 | 1.2591 | 0.213023 | 0.106512 |
M5 | 0.0136111111111111 | 0.012571 | 1.0828 | 0.283387 | 0.141693 |
M6 | 0.0113888888888889 | 0.012569 | 0.9061 | 0.368631 | 0.184316 |
M7 | -0.000555555555555579 | 0.012564 | -0.0442 | 0.964883 | 0.482441 |
M8 | 0.00555555555555554 | 0.012551 | 0.4426 | 0.659685 | 0.329843 |
M9 | 0.00499999999999998 | 0.012542 | 0.3987 | 0.691599 | 0.3458 |
M10 | 0.00444444444444443 | 0.012535 | 0.3546 | 0.724195 | 0.362098 |
M11 | 0.00222222222222222 | 0.01253 | 0.1773 | 0.859854 | 0.429927 |
t | 0.00222222222222222 | 0.000188 | 11.8504 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.96746207394789 |
R-squared | 0.935982864527553 |
Adjusted R-squared | 0.921634196232005 |
F-TEST (value) | 65.2313403061898 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 58 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.0217009013355194 |
Sum Squared Residuals | 0.0273138888888891 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1.43 | 1.40694444444444 | 0.0230555555555585 |
2 | 1.43 | 1.42361111111111 | 0.00638888888888877 |
3 | 1.43 | 1.42527777777778 | 0.00472222222222195 |
4 | 1.43 | 1.42694444444444 | 0.00305555555555539 |
5 | 1.43 | 1.42694444444444 | 0.00305555555555547 |
6 | 1.43 | 1.42694444444444 | 0.0030555555555554 |
7 | 1.43 | 1.41722222222222 | 0.0127777777777777 |
8 | 1.43 | 1.42555555555556 | 0.0044444444444443 |
9 | 1.43 | 1.42722222222222 | 0.00277777777777762 |
10 | 1.43 | 1.42888888888889 | 0.00111111111111095 |
11 | 1.43 | 1.42888888888889 | 0.00111111111111097 |
12 | 1.43 | 1.42888888888889 | 0.00111111111111097 |
13 | 1.43 | 1.43361111111111 | -0.00361111111111185 |
14 | 1.43 | 1.45027777777778 | -0.0202777777777779 |
15 | 1.43 | 1.45194444444444 | -0.0219444444444445 |
16 | 1.43 | 1.45361111111111 | -0.0236111111111112 |
17 | 1.43 | 1.45361111111111 | -0.0236111111111112 |
18 | 1.43 | 1.45361111111111 | -0.0236111111111112 |
19 | 1.44 | 1.44388888888889 | -0.00388888888888897 |
20 | 1.48 | 1.45222222222222 | 0.0277777777777777 |
21 | 1.48 | 1.45388888888889 | 0.0261111111111111 |
22 | 1.48 | 1.45555555555556 | 0.0244444444444444 |
23 | 1.48 | 1.45555555555556 | 0.0244444444444444 |
24 | 1.48 | 1.45555555555556 | 0.0244444444444444 |
25 | 1.48 | 1.46027777777778 | 0.0197222222222216 |
26 | 1.48 | 1.47694444444444 | 0.00305555555555555 |
27 | 1.48 | 1.47861111111111 | 0.00138888888888892 |
28 | 1.48 | 1.48027777777778 | -0.000277777777777775 |
29 | 1.48 | 1.48027777777778 | -0.000277777777777789 |
30 | 1.48 | 1.48027777777778 | -0.000277777777777771 |
31 | 1.48 | 1.47055555555556 | 0.00944444444444446 |
32 | 1.48 | 1.47888888888889 | 0.00111111111111112 |
33 | 1.48 | 1.48055555555556 | -0.000555555555555545 |
34 | 1.48 | 1.48222222222222 | -0.00222222222222221 |
35 | 1.48 | 1.48222222222222 | -0.00222222222222222 |
36 | 1.48 | 1.48222222222222 | -0.00222222222222221 |
37 | 1.48 | 1.48694444444445 | -0.00694444444444504 |
38 | 1.48 | 1.50361111111111 | -0.0236111111111111 |
39 | 1.48 | 1.50527777777778 | -0.0252777777777777 |
40 | 1.48 | 1.50694444444444 | -0.0269444444444444 |
41 | 1.48 | 1.50694444444444 | -0.0269444444444444 |
42 | 1.48 | 1.50694444444444 | -0.0269444444444444 |
43 | 1.48 | 1.49722222222222 | -0.0172222222222221 |
44 | 1.48 | 1.50555555555556 | -0.0255555555555555 |
45 | 1.48 | 1.50722222222222 | -0.0272222222222221 |
46 | 1.48 | 1.50888888888889 | -0.0288888888888888 |
47 | 1.48 | 1.50888888888889 | -0.0288888888888888 |
48 | 1.48 | 1.50888888888889 | -0.0288888888888888 |
49 | 1.48 | 1.51361111111111 | -0.0336111111111116 |
50 | 1.57 | 1.53027777777778 | 0.0397222222222224 |
51 | 1.58 | 1.53194444444444 | 0.0480555555555558 |
52 | 1.58 | 1.53361111111111 | 0.0463888888888891 |
53 | 1.58 | 1.53361111111111 | 0.0463888888888891 |
54 | 1.58 | 1.53361111111111 | 0.0463888888888891 |
55 | 1.59 | 1.60222222222222 | -0.0122222222222221 |
56 | 1.6 | 1.61055555555556 | -0.0105555555555554 |
57 | 1.6 | 1.61222222222222 | -0.0122222222222221 |
58 | 1.61 | 1.61388888888889 | -0.00388888888888877 |
59 | 1.61 | 1.61388888888889 | -0.00388888888888877 |
60 | 1.61 | 1.61388888888889 | -0.00388888888888876 |
61 | 1.62 | 1.61861111111111 | 0.00138888888888843 |
62 | 1.63 | 1.63527777777778 | -0.00527777777777783 |
63 | 1.63 | 1.63694444444444 | -0.00694444444444445 |
64 | 1.64 | 1.63861111111111 | 0.00138888888888886 |
65 | 1.64 | 1.63861111111111 | 0.00138888888888886 |
66 | 1.64 | 1.63861111111111 | 0.00138888888888887 |
67 | 1.64 | 1.62888888888889 | 0.0111111111111111 |
68 | 1.64 | 1.63722222222222 | 0.00277777777777776 |
69 | 1.65 | 1.63888888888889 | 0.0111111111111111 |
70 | 1.65 | 1.64055555555556 | 0.00944444444444444 |
71 | 1.65 | 1.64055555555556 | 0.00944444444444445 |
72 | 1.65 | 1.64055555555556 | 0.00944444444444444 |