Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 578.648557692308 -9.9362980769231x[t] -8.35996928418795M1[t] -8.15687767094017M2[t] -27.6535456730769M3[t] -33.3247329059829M4[t] -30.0468816773504M5[t] -36.7435496794872M6[t] -38.5039196047009M7[t] -46.2133279914530M8[t] -58.2972556089744M9[t] -54.6321447649573M10[t] -9.69059161324788M11[t] + 0.709408386752137t + 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) | 578.648557692308 | 16.534748 | 34.9959 | 0 | 0 |
x | -9.9362980769231 | 12.441378 | -0.7986 | 0.428511 | 0.214256 |
M1 | -8.35996928418795 | 20.977524 | -0.3985 | 0.692051 | 0.346026 |
M2 | -8.15687767094017 | 22.903424 | -0.3561 | 0.723328 | 0.361664 |
M3 | -27.6535456730769 | 21.796097 | -1.2687 | 0.210782 | 0.105391 |
M4 | -33.3247329059829 | 20.197267 | -1.65 | 0.105619 | 0.052809 |
M5 | -30.0468816773504 | 20.393564 | -1.4734 | 0.147323 | 0.073661 |
M6 | -36.7435496794872 | 20.154952 | -1.8231 | 0.074659 | 0.03733 |
M7 | -38.5039196047009 | 22.634141 | -1.7011 | 0.095524 | 0.047762 |
M8 | -46.2133279914530 | 22.588 | -2.0459 | 0.046382 | 0.023191 |
M9 | -58.2972556089744 | 20.776147 | -2.806 | 0.007276 | 0.003638 |
M10 | -54.6321447649573 | 22.503565 | -2.4277 | 0.019078 | 0.009539 |
M11 | -9.69059161324788 | 20.101933 | -0.4821 | 0.631992 | 0.315996 |
t | 0.709408386752137 | 0.246946 | 2.8727 | 0.006089 | 0.003045 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.63564715575808 |
R-squared | 0.404047306623337 |
Adjusted R-squared | 0.239209327604260 |
F-TEST (value) | 2.45117847857487 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 47 |
p-value | 0.0125067927957605 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 31.7815489584879 |
Sum Squared Residuals | 47473.1421474359 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 523 | 570.997996794872 | -47.9979967948715 |
2 | 519 | 561.974198717949 | -42.9741987179487 |
3 | 509 | 543.186939102564 | -34.1869391025641 |
4 | 512 | 538.22516025641 | -26.2251602564102 |
5 | 519 | 552.148717948718 | -33.148717948718 |
6 | 517 | 546.161458333333 | -29.1614583333334 |
7 | 510 | 535.174198717949 | -25.1741987179488 |
8 | 509 | 528.174198717949 | -19.1741987179487 |
9 | 501 | 526.735977564103 | -25.7359775641026 |
10 | 507 | 521.174198717949 | -14.1741987179488 |
11 | 569 | 576.761458333333 | -7.76145833333337 |
12 | 580 | 587.161458333333 | -7.16145833333332 |
13 | 578 | 569.574599358974 | 8.42540064102559 |
14 | 565 | 570.487099358974 | -5.48709935897435 |
15 | 547 | 561.636137820513 | -14.6361378205129 |
16 | 555 | 556.674358974359 | -1.67435897435899 |
17 | 562 | 560.661618589744 | 1.3383814102564 |
18 | 561 | 554.674358974359 | 6.32564102564101 |
19 | 555 | 543.687099358974 | 11.3129006410257 |
20 | 544 | 536.687099358974 | 7.31290064102566 |
21 | 537 | 525.312580128205 | 11.6874198717949 |
22 | 543 | 529.687099358974 | 13.3129006410257 |
23 | 594 | 575.338060897436 | 18.6619391025641 |
24 | 611 | 595.674358974359 | 15.325641025641 |
25 | 613 | 578.0875 | 34.9125000000000 |
26 | 611 | 579 | 32 |
27 | 594 | 560.212740384615 | 33.7872596153846 |
28 | 595 | 565.187259615385 | 29.8127403846154 |
29 | 591 | 569.174519230769 | 21.8254807692308 |
30 | 589 | 563.187259615385 | 25.8127403846154 |
31 | 584 | 552.2 | 31.8 |
32 | 573 | 545.2 | 27.8 |
33 | 567 | 543.761778846154 | 23.2382211538461 |
34 | 569 | 538.2 | 30.8 |
35 | 621 | 593.787259615385 | 27.2127403846154 |
36 | 629 | 604.187259615385 | 24.8127403846154 |
37 | 628 | 586.600400641026 | 41.3995993589743 |
38 | 612 | 587.512900641026 | 24.4870993589744 |
39 | 595 | 568.725641025641 | 26.274358974359 |
40 | 597 | 573.70016025641 | 23.2998397435897 |
41 | 593 | 567.751121794872 | 25.2488782051282 |
42 | 590 | 571.70016025641 | 18.2998397435897 |
43 | 580 | 560.712900641026 | 19.2870993589744 |
44 | 574 | 553.712900641026 | 20.2870993589744 |
45 | 573 | 542.338381410256 | 30.6616185897436 |
46 | 573 | 546.712900641026 | 26.2870993589744 |
47 | 620 | 602.30016025641 | 17.6998397435897 |
48 | 626 | 612.70016025641 | 13.2998397435897 |
49 | 620 | 595.113301282051 | 24.8866987179487 |
50 | 588 | 596.025801282051 | -8.02580128205129 |
51 | 566 | 577.238541666667 | -11.2385416666667 |
52 | 557 | 582.213060897436 | -25.2130608974359 |
53 | 561 | 576.264022435897 | -15.2640224358974 |
54 | 549 | 570.276762820513 | -21.2767628205128 |
55 | 532 | 569.225801282051 | -37.2258012820513 |
56 | 526 | 562.225801282051 | -36.2258012820513 |
57 | 511 | 550.851282051282 | -39.851282051282 |
58 | 499 | 555.225801282051 | -56.2258012820513 |
59 | 555 | 610.813060897436 | -55.8130608974359 |
60 | 565 | 611.276762820513 | -46.2767628205128 |
61 | 542 | 603.626201923077 | -61.626201923077 |