Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 598.544186046512 + 18.2790697674418x[t] -20.6372093023255M1[t] -30.5116279069767M2[t] -47.3116279069768M3[t] -42.6558139534884M4[t] -33.3441860465117M5[t] -37.3441860465116M6[t] -46.3441860465116M7[t] -53.3441860465116M8[t] -60.7441860465116M9[t] -60.3441860465116M10[t] -6.74418604651162M11[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) | 598.544186046512 | 15.245865 | 39.2594 | 0 | 0 |
x | 18.2790697674418 | 13.995477 | 1.3061 | 0.197753 | 0.098877 |
M1 | -20.6372093023255 | 20.377722 | -1.0127 | 0.316265 | 0.158133 |
M2 | -30.5116279069767 | 21.921284 | -1.3919 | 0.170377 | 0.085189 |
M3 | -47.3116279069768 | 21.921284 | -2.1583 | 0.03594 | 0.01797 |
M4 | -42.6558139534884 | 21.378444 | -1.9953 | 0.051706 | 0.025853 |
M5 | -33.3441860465117 | 21.378444 | -1.5597 | 0.125398 | 0.062699 |
M6 | -37.3441860465116 | 21.378444 | -1.7468 | 0.087066 | 0.043533 |
M7 | -46.3441860465116 | 21.378444 | -2.1678 | 0.035164 | 0.017582 |
M8 | -53.3441860465116 | 21.378444 | -2.4952 | 0.016079 | 0.00804 |
M9 | -60.7441860465116 | 21.378444 | -2.8414 | 0.006574 | 0.003287 |
M10 | -60.3441860465116 | 21.378444 | -2.8227 | 0.006911 | 0.003456 |
M11 | -6.74418604651162 | 21.378444 | -0.3155 | 0.753775 | 0.376887 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.568606440562468 |
R-squared | 0.32331328424912 |
Adjusted R-squared | 0.154141605311400 |
F-TEST (value) | 1.91115490653815 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 48 |
p-value | 0.0566763849716443 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 33.5113020388806 |
Sum Squared Residuals | 53904.3534883721 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 523 | 577.906976744186 | -54.9069767441859 |
2 | 519 | 568.032558139535 | -49.0325581395349 |
3 | 509 | 551.232558139535 | -42.2325581395348 |
4 | 512 | 555.888372093023 | -43.8883720930234 |
5 | 519 | 565.2 | -46.2 |
6 | 517 | 561.2 | -44.2000000000001 |
7 | 510 | 552.2 | -42.2 |
8 | 509 | 545.2 | -36.2000000000000 |
9 | 501 | 537.8 | -36.8 |
10 | 507 | 538.2 | -31.2 |
11 | 569 | 591.8 | -22.8 |
12 | 580 | 598.544186046512 | -18.5441860465116 |
13 | 578 | 596.186046511628 | -18.1860465116280 |
14 | 565 | 586.311627906977 | -21.3116279069767 |
15 | 547 | 569.511627906977 | -22.5116279069767 |
16 | 555 | 555.888372093023 | -0.888372093023233 |
17 | 562 | 565.2 | -3.20000000000000 |
18 | 561 | 561.2 | -0.200000000000016 |
19 | 555 | 552.2 | 2.79999999999999 |
20 | 544 | 545.2 | -1.20000000000001 |
21 | 537 | 537.8 | -0.800000000000014 |
22 | 543 | 538.2 | 4.8 |
23 | 594 | 591.8 | 2.20000000000000 |
24 | 611 | 616.823255813953 | -5.82325581395349 |
25 | 613 | 596.186046511628 | 16.8139534883720 |
26 | 611 | 586.311627906977 | 24.6883720930232 |
27 | 594 | 569.511627906977 | 24.4883720930233 |
28 | 595 | 574.167441860465 | 20.8325581395349 |
29 | 591 | 565.2 | 25.8 |
30 | 589 | 561.2 | 27.8 |
31 | 584 | 552.2 | 31.8 |
32 | 573 | 545.2 | 27.8 |
33 | 567 | 537.8 | 29.2 |
34 | 569 | 538.2 | 30.8 |
35 | 621 | 591.8 | 29.2 |
36 | 629 | 598.544186046512 | 30.4558139534884 |
37 | 628 | 577.906976744186 | 50.0930232558139 |
38 | 612 | 568.032558139535 | 43.9674418604651 |
39 | 595 | 551.232558139535 | 43.7674418604651 |
40 | 597 | 555.888372093023 | 41.1116279069768 |
41 | 593 | 565.2 | 27.8 |
42 | 590 | 561.2 | 28.8 |
43 | 580 | 552.2 | 27.8 |
44 | 574 | 545.2 | 28.8 |
45 | 573 | 537.8 | 35.2 |
46 | 573 | 538.2 | 34.8 |
47 | 620 | 591.8 | 28.2 |
48 | 626 | 598.544186046512 | 27.4558139534884 |
49 | 620 | 577.906976744186 | 42.0930232558139 |
50 | 588 | 586.311627906977 | 1.68837209302325 |
51 | 566 | 569.511627906977 | -3.51162790697674 |
52 | 557 | 574.167441860465 | -17.1674418604651 |
53 | 561 | 565.2 | -4.2 |
54 | 549 | 561.2 | -12.2000000000000 |
55 | 532 | 552.2 | -20.2 |
56 | 526 | 545.2 | -19.2 |
57 | 511 | 537.8 | -26.8 |
58 | 499 | 538.2 | -39.2 |
59 | 555 | 591.8 | -36.8 |
60 | 565 | 598.544186046512 | -33.5441860465116 |
61 | 542 | 577.906976744186 | -35.9069767441861 |