Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 448.89250965251 -7.84630630630631x[t] + 10.4152697340197M1[t] + 3.81710317460317M2[t] -7.53106338481338M3[t] -17.0042299442299M4[t] -26.2273965036465M5[t] -27.5755630630631M6[t] + 23.7012703775204M7[t] + 39.1031038181038M8[t] + 33.4771702059202M9[t] + 20.0397179322179M10[t] -0.826305770055772M11[t] + 1.72316655941656t + 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) | 448.89250965251 | 11.848193 | 37.887 | 0 | 0 |
x | -7.84630630630631 | 11.26193 | -0.6967 | 0.488055 | 0.244028 |
M1 | 10.4152697340197 | 14.517438 | 0.7174 | 0.475251 | 0.237625 |
M2 | 3.81710317460317 | 14.516335 | 0.263 | 0.793281 | 0.39664 |
M3 | -7.53106338481338 | 14.518154 | -0.5187 | 0.605415 | 0.302707 |
M4 | -17.0042299442299 | 14.522893 | -1.1709 | 0.245221 | 0.12261 |
M5 | -26.2273965036465 | 14.530549 | -1.805 | 0.074936 | 0.037468 |
M6 | -27.5755630630631 | 14.541118 | -1.8964 | 0.061612 | 0.030806 |
M7 | 23.7012703775204 | 14.554593 | 1.6284 | 0.107465 | 0.053732 |
M8 | 39.1031038181038 | 14.570967 | 2.6836 | 0.00889 | 0.004445 |
M9 | 33.4771702059202 | 15.025097 | 2.2281 | 0.028756 | 0.014378 |
M10 | 20.0397179322179 | 15.036654 | 1.3327 | 0.186502 | 0.093251 |
M11 | -0.826305770055772 | 15.05102 | -0.0549 | 0.956358 | 0.478179 |
t | 1.72316655941656 | 0.205936 | 8.3675 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.880000929800104 |
R-squared | 0.774401636449048 |
Adjusted R-squared | 0.736801909190556 |
F-TEST (value) | 20.5959376014928 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 78 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 28.0288528529369 |
Sum Squared Residuals | 61278.0941956242 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 527 | 461.030945945946 | 65.9690540540539 |
2 | 516 | 456.155945945946 | 59.844054054054 |
3 | 503 | 446.530945945946 | 56.469054054054 |
4 | 489 | 438.780945945946 | 50.2190540540541 |
5 | 479 | 431.280945945946 | 47.7190540540541 |
6 | 475 | 431.655945945946 | 43.344054054054 |
7 | 524 | 484.655945945946 | 39.3440540540541 |
8 | 552 | 501.780945945946 | 50.219054054054 |
9 | 532 | 497.878178893179 | 34.1218211068211 |
10 | 511 | 486.163893178893 | 24.8361068211068 |
11 | 492 | 467.021036036036 | 24.978963963964 |
12 | 492 | 469.570508365508 | 22.4294916344916 |
13 | 493 | 481.708944658945 | 11.2910553410554 |
14 | 481 | 476.833944658945 | 4.16605534105536 |
15 | 462 | 467.208944658945 | -5.20894465894465 |
16 | 457 | 459.458944658945 | -2.45894465894465 |
17 | 442 | 451.958944658945 | -9.95894465894465 |
18 | 439 | 452.333944658945 | -13.3339446589447 |
19 | 488 | 505.333944658945 | -17.3339446589447 |
20 | 521 | 522.458944658945 | -1.45894465894465 |
21 | 501 | 518.556177606178 | -17.5561776061776 |
22 | 485 | 506.841891891892 | -21.8418918918919 |
23 | 464 | 487.699034749035 | -23.6990347490347 |
24 | 460 | 490.248507078507 | -30.2485070785071 |
25 | 467 | 502.386943371943 | -35.3869433719434 |
26 | 460 | 497.511943371943 | -37.5119433719434 |
27 | 448 | 487.886943371943 | -39.8869433719434 |
28 | 443 | 480.136943371943 | -37.1369433719434 |
29 | 436 | 472.636943371943 | -36.6369433719434 |
30 | 431 | 473.011943371943 | -42.0119433719434 |
31 | 484 | 526.011943371943 | -42.0119433719434 |
32 | 510 | 543.136943371943 | -33.1369433719434 |
33 | 513 | 539.234176319176 | -26.2341763191763 |
34 | 503 | 527.519890604891 | -24.5198906048906 |
35 | 471 | 508.377033462033 | -37.3770334620335 |
36 | 471 | 503.080199485199 | -32.0801994851994 |
37 | 476 | 515.218635778636 | -39.2186357786358 |
38 | 475 | 510.343635778636 | -35.3436357786358 |
39 | 470 | 500.718635778636 | -30.7186357786358 |
40 | 461 | 492.968635778636 | -31.9686357786358 |
41 | 455 | 485.468635778636 | -30.4686357786357 |
42 | 456 | 485.843635778636 | -29.8436357786357 |
43 | 517 | 538.843635778636 | -21.8436357786358 |
44 | 525 | 555.968635778636 | -30.9686357786358 |
45 | 523 | 552.065868725869 | -29.0658687258687 |
46 | 519 | 540.351583011583 | -21.351583011583 |
47 | 509 | 521.208725868726 | -12.2087258687259 |
48 | 512 | 523.758198198198 | -11.7581981981982 |
49 | 519 | 535.896634491634 | -16.8966344916345 |
50 | 517 | 531.021634491634 | -14.0216344916345 |
51 | 510 | 521.396634491634 | -11.3966344916345 |
52 | 509 | 513.646634491634 | -4.64663449163449 |
53 | 501 | 506.146634491634 | -5.14663449163449 |
54 | 507 | 506.521634491634 | 0.478365508365511 |
55 | 569 | 559.521634491634 | 9.4783655083655 |
56 | 580 | 576.646634491634 | 3.35336550836551 |
57 | 578 | 572.743867438867 | 5.25613256113256 |
58 | 565 | 561.029581724582 | 3.97041827541827 |
59 | 547 | 541.886724581725 | 5.11327541827542 |
60 | 555 | 544.436196911197 | 10.5638030888031 |
61 | 562 | 556.574633204633 | 5.42536679536681 |
62 | 561 | 551.699633204633 | 9.3003667953668 |
63 | 555 | 542.074633204633 | 12.9253667953668 |
64 | 544 | 534.324633204633 | 9.6753667953668 |
65 | 537 | 526.824633204633 | 10.1753667953668 |
66 | 543 | 527.199633204633 | 15.8003667953668 |
67 | 594 | 580.199633204633 | 13.8003667953668 |
68 | 611 | 597.324633204633 | 13.6753667953668 |
69 | 613 | 593.421866151866 | 19.5781338481338 |
70 | 611 | 581.70758043758 | 29.2924195624195 |
71 | 594 | 562.564723294723 | 31.4352767052767 |
72 | 595 | 565.114195624196 | 29.8858043758044 |
73 | 591 | 577.252631917632 | 13.7473680823681 |
74 | 589 | 572.377631917632 | 16.6223680823681 |
75 | 584 | 562.752631917632 | 21.2473680823681 |
76 | 573 | 555.002631917632 | 17.9973680823681 |
77 | 567 | 547.502631917632 | 19.4973680823681 |
78 | 569 | 547.877631917632 | 21.1223680823681 |
79 | 621 | 600.877631917632 | 20.1223680823681 |
80 | 629 | 618.002631917632 | 10.9973680823681 |
81 | 628 | 614.099864864865 | 13.9001351351352 |
82 | 612 | 602.385579150579 | 9.61442084942083 |
83 | 595 | 583.242722007722 | 11.7572779922780 |
84 | 597 | 585.792194337194 | 11.2078056628057 |
85 | 593 | 597.930630630631 | -4.93063063063063 |
86 | 590 | 593.055630630631 | -3.05563063063066 |
87 | 580 | 583.430630630631 | -3.43063063063064 |
88 | 574 | 575.680630630631 | -1.68063063063065 |
89 | 573 | 568.180630630631 | 4.81936936936935 |
90 | 573 | 568.555630630631 | 4.44436936936936 |
91 | 620 | 621.55563063063 | -1.55563063063065 |
92 | 626 | 638.68063063063 | -12.6806306306306 |