Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 601.951152073733 + 1.24423963133640x[t] -18.9880184331796M1[t] -24.1953917050691M2[t] -40.7465437788018M3[t] -39M4[t] -37.2488479262673M5[t] -41M6[t] -50.9953917050691M7[t] -57.9953917050691M8[t] -64.8976958525346M9[t] -64.9953917050692M10[t] -10.4000000000000M11[t] + 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) | 601.951152073733 | 15.458534 | 38.9397 | 0 | 0 |
x | 1.24423963133640 | 12.678314 | 0.0981 | 0.92223 | 0.461115 |
M1 | -18.9880184331796 | 22.153819 | -0.8571 | 0.395649 | 0.197825 |
M2 | -24.1953917050691 | 23.831633 | -1.0153 | 0.315071 | 0.157535 |
M3 | -40.7465437788018 | 22.867873 | -1.7818 | 0.081105 | 0.040552 |
M4 | -39 | 21.565559 | -1.8084 | 0.076805 | 0.038402 |
M5 | -37.2488479262673 | 21.714118 | -1.7154 | 0.092718 | 0.046359 |
M6 | -41 | 21.565559 | -1.9012 | 0.063291 | 0.031646 |
M7 | -50.9953917050691 | 23.831633 | -2.1398 | 0.037481 | 0.01874 |
M8 | -57.9953917050691 | 23.831633 | -2.4335 | 0.018725 | 0.009362 |
M9 | -64.8976958525346 | 22.153819 | -2.9294 | 0.005183 | 0.002592 |
M10 | -64.9953917050692 | 23.831633 | -2.7273 | 0.008892 | 0.004446 |
M11 | -10.4000000000000 | 21.565559 | -0.4823 | 0.63182 | 0.31591 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.547179904465269 |
R-squared | 0.299405847850621 |
Adjusted R-squared | 0.124257309813276 |
F-TEST (value) | 1.70943960598051 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 48 |
p-value | 0.0943120423223625 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 34.0981432300322 |
Sum Squared Residuals | 55808.8018433179 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 523 | 582.963133640553 | -59.9631336405528 |
2 | 519 | 579 | -59.9999999999999 |
3 | 509 | 562.448847926267 | -53.4488479262673 |
4 | 512 | 564.195391705069 | -52.1953917050690 |
5 | 519 | 564.702304147465 | -45.7023041474655 |
6 | 517 | 560.951152073733 | -43.9511520737328 |
7 | 510 | 552.2 | -42.2 |
8 | 509 | 545.2 | -36.2 |
9 | 501 | 537.053456221198 | -36.0534562211981 |
10 | 507 | 538.2 | -31.2000000000000 |
11 | 569 | 591.551152073733 | -22.5511520737328 |
12 | 580 | 601.951152073733 | -21.9511520737327 |
13 | 578 | 584.20737327189 | -6.20737327188945 |
14 | 565 | 579 | -14 |
15 | 547 | 561.204608294931 | -14.2046082949309 |
16 | 555 | 562.951152073733 | -7.95115207373274 |
17 | 562 | 564.702304147465 | -2.70230414746545 |
18 | 561 | 560.951152073733 | 0.0488479262672605 |
19 | 555 | 552.2 | 2.80000000000001 |
20 | 544 | 545.2 | -1.19999999999999 |
21 | 537 | 538.297695852535 | -1.29769585253455 |
22 | 543 | 538.2 | 4.80000000000003 |
23 | 594 | 592.795391705069 | 1.20460829493088 |
24 | 611 | 601.951152073733 | 9.04884792626725 |
25 | 613 | 584.20737327189 | 28.7926267281105 |
26 | 611 | 579 | 32 |
27 | 594 | 562.448847926267 | 31.5511520737327 |
28 | 595 | 562.951152073733 | 32.0488479262673 |
29 | 591 | 564.702304147465 | 26.2976958525345 |
30 | 589 | 560.951152073733 | 28.0488479262673 |
31 | 584 | 552.2 | 31.8 |
32 | 573 | 545.2 | 27.8 |
33 | 567 | 537.053456221198 | 29.9465437788018 |
34 | 569 | 538.2 | 30.8 |
35 | 621 | 591.551152073733 | 29.4488479262673 |
36 | 629 | 601.951152073733 | 27.0488479262673 |
37 | 628 | 584.20737327189 | 43.7926267281105 |
38 | 612 | 579 | 33 |
39 | 595 | 562.448847926267 | 32.5511520737327 |
40 | 597 | 562.951152073733 | 34.0488479262673 |
41 | 593 | 565.946543778802 | 27.0534562211982 |
42 | 590 | 560.951152073733 | 29.0488479262673 |
43 | 580 | 552.2 | 27.8 |
44 | 574 | 545.2 | 28.8 |
45 | 573 | 538.297695852535 | 34.7023041474654 |
46 | 573 | 538.2 | 34.8 |
47 | 620 | 591.551152073733 | 28.4488479262673 |
48 | 626 | 601.951152073733 | 24.0488479262673 |
49 | 620 | 584.20737327189 | 35.7926267281105 |
50 | 588 | 579 | 9 |
51 | 566 | 562.448847926267 | 3.55115207373273 |
52 | 557 | 562.951152073733 | -5.95115207373274 |
53 | 561 | 565.946543778802 | -4.94654377880181 |
54 | 549 | 562.195391705069 | -13.1953917050691 |
55 | 532 | 552.2 | -20.2 |
56 | 526 | 545.2 | -19.2 |
57 | 511 | 538.297695852535 | -27.2976958525345 |
58 | 499 | 538.2 | -39.2 |
59 | 555 | 591.551152073733 | -36.5511520737327 |
60 | 565 | 603.195391705069 | -38.1953917050691 |
61 | 542 | 584.20737327189 | -42.2073732718895 |