Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 575.891780821918 + 16.9465753424657x[t] -17.2763622526636M1[t] -23.6122678843226M2[t] -41.0489041095890M3[t] -37.2962252663623M4[t] -29.1542313546423M5[t] -33.7908675799086M6[t] -43.427503805175M7[t] -51.0641400304414M8[t] -59.1007762557077M9[t] -59.3374124809741M10[t] -6.37404870624048M11[t] + 0.636636225266362t + 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) | 575.891780821918 | 16.520686 | 34.8588 | 0 | 0 |
x | 16.9465753424657 | 13.141522 | 1.2895 | 0.203519 | 0.101759 |
M1 | -17.2763622526636 | 19.160512 | -0.9017 | 0.371832 | 0.185916 |
M2 | -23.6122678843226 | 20.723026 | -1.1394 | 0.260301 | 0.130151 |
M3 | -41.0489041095890 | 20.696107 | -1.9834 | 0.053181 | 0.02659 |
M4 | -37.2962252663623 | 20.155312 | -1.8504 | 0.070541 | 0.035271 |
M5 | -29.1542313546423 | 20.118409 | -1.4491 | 0.153941 | 0.07697 |
M6 | -33.7908675799086 | 20.102101 | -1.681 | 0.099405 | 0.049703 |
M7 | -43.427503805175 | 20.088464 | -2.1618 | 0.035757 | 0.017879 |
M8 | -51.0641400304414 | 20.077504 | -2.5434 | 0.014329 | 0.007165 |
M9 | -59.1007762557077 | 20.069226 | -2.9448 | 0.005011 | 0.002505 |
M10 | -59.3374124809741 | 20.063632 | -2.9575 | 0.004841 | 0.002421 |
M11 | -6.37404870624048 | 20.060725 | -0.3177 | 0.752091 | 0.376046 |
t | 0.636636225266362 | 0.232227 | 2.7414 | 0.008624 | 0.004312 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.64544639108762 |
R-squared | 0.416601043768033 |
Adjusted R-squared | 0.255235375023021 |
F-TEST (value) | 2.58172043042402 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 47 |
p-value | 0.00879752481622265 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 31.4450283298445 |
Sum Squared Residuals | 46473.120913242 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 523 | 559.25205479452 | -36.2520547945203 |
2 | 519 | 553.552785388128 | -34.5527853881279 |
3 | 509 | 536.752785388128 | -27.7527853881278 |
4 | 512 | 541.142100456621 | -29.1421004566211 |
5 | 519 | 549.920730593607 | -30.9207305936073 |
6 | 517 | 545.920730593607 | -28.9207305936073 |
7 | 510 | 536.920730593607 | -26.9207305936073 |
8 | 509 | 529.920730593607 | -20.9207305936073 |
9 | 501 | 522.520730593607 | -21.5207305936073 |
10 | 507 | 522.920730593607 | -15.9207305936073 |
11 | 569 | 576.520730593607 | -7.52073059360731 |
12 | 580 | 583.531415525114 | -3.53141552511414 |
13 | 578 | 583.838264840183 | -5.83826484018271 |
14 | 565 | 578.13899543379 | -13.1389954337900 |
15 | 547 | 561.33899543379 | -14.3389954337899 |
16 | 555 | 548.781735159817 | 6.21826484018266 |
17 | 562 | 557.560365296804 | 4.43963470319635 |
18 | 561 | 553.560365296804 | 7.43963470319633 |
19 | 555 | 544.560365296804 | 10.4396347031963 |
20 | 544 | 537.560365296804 | 6.43963470319635 |
21 | 537 | 530.160365296804 | 6.83963470319633 |
22 | 543 | 530.560365296804 | 12.4396347031963 |
23 | 594 | 584.160365296804 | 9.83963470319635 |
24 | 611 | 608.117625570776 | 2.88237442922374 |
25 | 613 | 591.477899543379 | 21.5221004566209 |
26 | 611 | 585.778630136986 | 25.2213698630137 |
27 | 594 | 568.978630136986 | 25.0213698630137 |
28 | 595 | 573.36794520548 | 21.6320547945206 |
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 | 598.810684931507 | 30.1893150684932 |
37 | 628 | 582.17095890411 | 45.8290410958903 |
38 | 612 | 576.471689497717 | 35.5283105022831 |
39 | 595 | 559.671689497717 | 35.3283105022831 |
40 | 597 | 564.06100456621 | 32.93899543379 |
41 | 593 | 572.839634703196 | 20.1603652968037 |
42 | 590 | 568.839634703196 | 21.1603652968037 |
43 | 580 | 559.839634703196 | 20.1603652968036 |
44 | 574 | 552.839634703196 | 21.1603652968037 |
45 | 573 | 545.439634703196 | 27.5603652968036 |
46 | 573 | 545.839634703196 | 27.1603652968037 |
47 | 620 | 599.439634703196 | 20.5603652968036 |
48 | 626 | 606.450319634703 | 19.5496803652968 |
49 | 620 | 589.810593607306 | 30.1894063926940 |
50 | 588 | 601.057899543379 | -13.0578995433790 |
51 | 566 | 584.257899543379 | -18.257899543379 |
52 | 557 | 588.647214611872 | -31.6472146118721 |
53 | 561 | 580.479269406393 | -19.4792694063927 |
54 | 549 | 576.479269406393 | -27.4792694063927 |
55 | 532 | 567.479269406393 | -35.4792694063927 |
56 | 526 | 560.479269406393 | -34.4792694063927 |
57 | 511 | 553.079269406393 | -42.0792694063927 |
58 | 499 | 553.479269406393 | -54.4792694063927 |
59 | 555 | 607.079269406393 | -52.0792694063927 |
60 | 565 | 614.0899543379 | -49.0899543378995 |
61 | 542 | 597.450228310502 | -55.4502283105023 |