Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 2324.06337310277 -226.385033602657x[t] -451.374973256309M1[t] -635.461053323771M2[t] -583.133697991392M3[t] -694.556342659014M4[t] -555.478987326639M5[t] -609.464131994259M6[t] -532.074276661885M7[t] -515.434421329508M8[t] -460.85706599713M9[t] -319.717210664754M10[t] -118.389855332377M11[t] -1.76485533237686t + 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) | 2324.06337310277 | 44.029939 | 52.7837 | 0 | 0 |
x | -226.385033602657 | 41.037226 | -5.5166 | 0 | 0 |
M1 | -451.374973256309 | 53.942919 | -8.3676 | 0 | 0 |
M2 | -635.461053323771 | 53.941479 | -11.7806 | 0 | 0 |
M3 | -583.133697991392 | 53.931287 | -10.8125 | 0 | 0 |
M4 | -694.556342659014 | 53.922166 | -12.8807 | 0 | 0 |
M5 | -555.478987326639 | 53.914117 | -10.303 | 0 | 0 |
M6 | -609.464131994259 | 53.907141 | -11.3058 | 0 | 0 |
M7 | -532.074276661885 | 53.901237 | -9.8713 | 0 | 0 |
M8 | -515.434421329508 | 53.896405 | -9.5634 | 0 | 0 |
M9 | -460.85706599713 | 53.892648 | -8.5514 | 0 | 0 |
M10 | -319.717210664754 | 53.889963 | -5.9328 | 0 | 0 |
M11 | -118.389855332377 | 53.888353 | -2.1969 | 0.029316 | 0.014658 |
t | -1.76485533237686 | 0.240551 | -7.3367 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.861322441473346 |
R-squared | 0.741876348185605 |
Adjusted R-squared | 0.723024620805902 |
F-TEST (value) | 39.3532291891914 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 178 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 152.417759557721 |
Sum Squared Residuals | 4135148.87028996 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1687 | 1870.92354451406 | -183.923544514060 |
2 | 1508 | 1685.07260911425 | -177.072609114252 |
3 | 1507 | 1735.63510911425 | -228.635109114254 |
4 | 1385 | 1622.44760911424 | -237.447609114242 |
5 | 1632 | 1759.76010911425 | -127.760109114251 |
6 | 1511 | 1704.01010911425 | -193.010109114250 |
7 | 1559 | 1779.63510911425 | -220.635109114248 |
8 | 1630 | 1794.51010911426 | -164.510109114256 |
9 | 1579 | 1847.32260911425 | -268.322609114246 |
10 | 1653 | 1986.69760911425 | -333.697609114249 |
11 | 2152 | 2186.26010911425 | -34.2601091142503 |
12 | 2148 | 2302.88510911425 | -154.885109114249 |
13 | 1752 | 1849.74528052556 | -97.7452805255622 |
14 | 1765 | 1663.89434512573 | 101.105654874272 |
15 | 1717 | 1714.45684512573 | 2.54315487427317 |
16 | 1558 | 1601.26934512573 | -43.2693451257275 |
17 | 1575 | 1738.58184512573 | -163.581845125727 |
18 | 1520 | 1682.83184512573 | -162.831845125727 |
19 | 1805 | 1758.45684512573 | 46.5431548742728 |
20 | 1800 | 1773.33184512573 | 26.6681548742733 |
21 | 1719 | 1826.14434512573 | -107.144345125727 |
22 | 2008 | 1965.51934512573 | 42.4806548742729 |
23 | 2242 | 2165.08184512573 | 76.918154874273 |
24 | 2478 | 2281.70684512573 | 196.293154874273 |
25 | 2030 | 1828.56701653704 | 201.43298346296 |
26 | 1655 | 1642.71608113720 | 12.2839188627955 |
27 | 1693 | 1693.27858113720 | -0.278581137204542 |
28 | 1623 | 1580.09108113721 | 42.9089188627948 |
29 | 1805 | 1717.40358113720 | 87.5964188627952 |
30 | 1746 | 1661.65358113720 | 84.3464188627952 |
31 | 1795 | 1737.27858113721 | 57.721418862795 |
32 | 1926 | 1752.15358113720 | 173.846418862796 |
33 | 1619 | 1804.96608113721 | -185.966081137205 |
34 | 1992 | 1944.34108113720 | 47.6589188627952 |
35 | 2233 | 2143.90358113720 | 89.0964188627953 |
36 | 2192 | 2260.52858113721 | -68.5285811372049 |
37 | 2080 | 1807.38875254852 | 272.611247451482 |
38 | 1768 | 1621.53781714868 | 146.462182851318 |
39 | 1835 | 1672.10031714868 | 162.899682851318 |
40 | 1569 | 1558.91281714868 | 10.0871828513171 |
41 | 1976 | 1696.22531714868 | 279.774682851318 |
42 | 1853 | 1640.47531714868 | 212.524682851317 |
43 | 1965 | 1716.10031714868 | 248.899682851317 |
44 | 1689 | 1730.97531714868 | -41.9753171486821 |
45 | 1778 | 1783.78781714868 | -5.78781714868267 |
46 | 1976 | 1923.16281714868 | 52.8371828513174 |
47 | 2397 | 2122.72531714868 | 274.274682851318 |
48 | 2654 | 2239.35031714868 | 414.649682851317 |
49 | 2097 | 1786.21048856000 | 310.789511440004 |
50 | 1963 | 1600.35955316016 | 362.64044683984 |
51 | 1677 | 1650.92205316016 | 26.0779468398400 |
52 | 1941 | 1537.73455316016 | 403.265446839839 |
53 | 2003 | 1675.04705316016 | 327.95294683984 |
54 | 1813 | 1619.29705316016 | 193.702946839840 |
55 | 2012 | 1694.92205316016 | 317.07794683984 |
56 | 1912 | 1709.79705316016 | 202.20294683984 |
57 | 2084 | 1762.60955316016 | 321.39044683984 |
58 | 2080 | 1901.98455316016 | 178.015446839840 |
59 | 2118 | 2101.54705316016 | 16.4529468398398 |
60 | 2150 | 2218.17205316016 | -68.1720531601603 |
61 | 1608 | 1765.03222457147 | -157.032224571473 |
62 | 1503 | 1579.18128917164 | -76.1812891716376 |
63 | 1548 | 1629.74378917164 | -81.7437891716377 |
64 | 1382 | 1516.55628917164 | -134.556289171638 |
65 | 1731 | 1653.86878917164 | 77.1312108283621 |
66 | 1798 | 1598.11878917164 | 199.881210828362 |
67 | 1779 | 1673.74378917164 | 105.256210828362 |
68 | 1887 | 1688.61878917164 | 198.381210828362 |
69 | 2004 | 1741.43128917164 | 262.568710828362 |
70 | 2077 | 1880.80628917164 | 196.193710828362 |
71 | 2092 | 2080.36878917164 | 11.6312108283621 |
72 | 2051 | 2196.99378917164 | -145.993789171638 |
73 | 1577 | 1743.85396058295 | -166.853960582951 |
74 | 1356 | 1558.00302518312 | -202.003025183115 |
75 | 1652 | 1608.56552518312 | 43.4344748168846 |
76 | 1382 | 1495.37802518312 | -113.378025183116 |
77 | 1519 | 1632.69052518312 | -113.690525183116 |
78 | 1421 | 1576.94052518312 | -155.940525183116 |
79 | 1442 | 1652.56552518312 | -210.565525183116 |
80 | 1543 | 1667.44052518312 | -124.440525183115 |
81 | 1656 | 1720.25302518312 | -64.2530251831158 |
82 | 1561 | 1859.62802518312 | -298.628025183116 |
83 | 1905 | 2059.19052518312 | -154.190525183116 |
84 | 2199 | 2175.81552518312 | 23.1844748168843 |
85 | 1473 | 1722.67569659443 | -249.675696594429 |
86 | 1655 | 1536.82476119459 | 118.175238805407 |
87 | 1407 | 1587.38726119459 | -180.387261194593 |
88 | 1395 | 1474.19976119459 | -79.1997611945937 |
89 | 1530 | 1611.51226119459 | -81.5122611945933 |
90 | 1309 | 1555.76226119459 | -246.762261194593 |
91 | 1526 | 1631.38726119459 | -105.387261194593 |
92 | 1327 | 1646.26226119459 | -319.262261194593 |
93 | 1627 | 1699.07476119459 | -72.0747611945935 |
94 | 1748 | 1838.44976119459 | -90.4497611945934 |
95 | 1958 | 2038.01226119459 | -80.0122611945933 |
96 | 2274 | 2154.63726119459 | 119.362738805407 |
97 | 1648 | 1701.49743260591 | -53.4974326059064 |
98 | 1401 | 1515.64649720607 | -114.646497206071 |
99 | 1411 | 1566.20899720607 | -155.208997206071 |
100 | 1403 | 1453.02149720607 | -50.0214972060714 |
101 | 1394 | 1590.33399720607 | -196.333997206071 |
102 | 1520 | 1534.58399720607 | -14.5839972060711 |
103 | 1528 | 1610.20899720607 | -82.2089972060712 |
104 | 1643 | 1625.08399720607 | 17.9160027939294 |
105 | 1515 | 1677.89649720607 | -162.896497206071 |
106 | 1685 | 1817.27149720607 | -132.271497206071 |
107 | 2000 | 2016.83399720607 | -16.8339972060710 |
108 | 2215 | 2133.45899720607 | 81.5410027939288 |
109 | 1956 | 1680.31916861738 | 275.680831382616 |
110 | 1462 | 1494.46823321755 | -32.4682332175485 |
111 | 1563 | 1545.03073321755 | 17.9692667824515 |
112 | 1459 | 1431.84323321755 | 27.1567667824508 |
113 | 1446 | 1569.15573321755 | -123.155733217549 |
114 | 1622 | 1513.40573321755 | 108.594266782451 |
115 | 1657 | 1589.03073321755 | 67.9692667824511 |
116 | 1638 | 1603.90573321755 | 34.0942667824517 |
117 | 1643 | 1656.71823321755 | -13.7182332175489 |
118 | 1683 | 1796.09323321755 | -113.093233217549 |
119 | 2050 | 1995.65573321755 | 54.3442667824512 |
120 | 2262 | 2112.28073321755 | 149.719266782451 |
121 | 1813 | 1659.14090462886 | 153.859095371138 |
122 | 1445 | 1473.28996922903 | -28.2899692290262 |
123 | 1762 | 1523.85246922903 | 238.147530770974 |
124 | 1461 | 1410.66496922903 | 50.3350307709731 |
125 | 1556 | 1547.97746922903 | 8.02253077097358 |
126 | 1431 | 1492.22746922903 | -61.2274692290265 |
127 | 1427 | 1567.85246922903 | -140.852469229027 |
128 | 1554 | 1582.72746922903 | -28.7274692290261 |
129 | 1645 | 1635.53996922903 | 9.46003077097336 |
130 | 1653 | 1774.91496922903 | -121.914969229026 |
131 | 2016 | 1974.47746922903 | 41.5225307709736 |
132 | 2207 | 2091.10246922903 | 115.897530770973 |
133 | 1665 | 1637.96264064034 | 27.0373593596605 |
134 | 1361 | 1452.11170524050 | -91.111705240504 |
135 | 1506 | 1502.67420524050 | 3.32579475949605 |
136 | 1360 | 1389.48670524050 | -29.4867052405046 |
137 | 1453 | 1526.79920524050 | -73.7992052405041 |
138 | 1522 | 1471.04920524050 | 50.9507947594957 |
139 | 1460 | 1546.67420524050 | -86.6742052405044 |
140 | 1552 | 1561.54920524050 | -9.54920524050376 |
141 | 1548 | 1614.36170524050 | -66.3617052405043 |
142 | 1827 | 1753.73670524050 | 73.2632947594957 |
143 | 1737 | 1953.29920524050 | -216.299205240504 |
144 | 1941 | 2069.92420524050 | -128.924205240504 |
145 | 1474 | 1616.78437665182 | -142.784376651817 |
146 | 1458 | 1430.93344125198 | 27.0665587480184 |
147 | 1542 | 1481.49594125198 | 60.5040587480183 |
148 | 1404 | 1368.30844125198 | 35.6915587480177 |
149 | 1522 | 1505.62094125198 | 16.3790587480182 |
150 | 1385 | 1449.87094125198 | -64.870941251982 |
151 | 1641 | 1525.49594125198 | 115.504058748018 |
152 | 1510 | 1540.37094125198 | -30.3709412519815 |
153 | 1681 | 1593.18344125198 | 87.816558748018 |
154 | 1938 | 1732.55844125198 | 205.441558748018 |
155 | 1868 | 1932.12094125198 | -64.1209412519819 |
156 | 1726 | 2048.74594125198 | -322.745941251982 |
157 | 1456 | 1595.60611266329 | -139.606112663295 |
158 | 1445 | 1409.75517726346 | 35.2448227365406 |
159 | 1456 | 1460.31767726346 | -4.31767726345942 |
160 | 1365 | 1347.13017726346 | 17.8698227365400 |
161 | 1487 | 1484.44267726346 | 2.55732273654045 |
162 | 1558 | 1428.69267726346 | 129.307322736540 |
163 | 1488 | 1504.31767726346 | -16.3176772634598 |
164 | 1684 | 1519.19267726346 | 164.807322736541 |
165 | 1594 | 1572.00517726346 | 21.9948227365402 |
166 | 1850 | 1711.38017726346 | 138.619822736540 |
167 | 1998 | 1910.94267726346 | 87.0573227365404 |
168 | 2079 | 2027.56767726346 | 51.4323227365403 |
169 | 1494 | 1574.42784867477 | -80.4278486747727 |
170 | 1057 | 1162.19187967228 | -105.191879672279 |
171 | 1218 | 1212.75437967228 | 5.24562032772056 |
172 | 1168 | 1099.56687967228 | 68.4331203277199 |
173 | 1236 | 1236.87937967228 | -0.879379672279542 |
174 | 1076 | 1181.12937967228 | -105.129379672280 |
175 | 1174 | 1256.75437967228 | -82.7543796722797 |
176 | 1139 | 1271.62937967228 | -132.629379672279 |
177 | 1427 | 1324.44187967228 | 102.558120327720 |
178 | 1487 | 1463.81687967228 | 23.1831203277203 |
179 | 1483 | 1663.37937967228 | -180.379379672280 |
180 | 1513 | 1780.00437967228 | -267.00437967228 |
181 | 1357 | 1326.86455108359 | 30.1354489164073 |
182 | 1165 | 1141.01361568376 | 23.986384316243 |
183 | 1282 | 1191.57611568376 | 90.4238843162428 |
184 | 1110 | 1078.38861568376 | 31.6113843162422 |
185 | 1297 | 1215.70111568376 | 81.2988843162427 |
186 | 1185 | 1159.95111568376 | 25.0488843162426 |
187 | 1222 | 1235.57611568376 | -13.5761156837575 |
188 | 1284 | 1250.45111568376 | 33.548884316243 |
189 | 1444 | 1303.26361568376 | 140.736384316242 |
190 | 1575 | 1442.63861568376 | 132.361384316243 |
191 | 1737 | 1642.20111568376 | 94.7988843162427 |
192 | 1763 | 1758.82611568376 | 4.17388431624253 |