Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 505.348670836591 + 80.5628616106333x[t] -11.5396586236353M1[t] -23.2538014363072M2[t] -23.2963855225437M3[t] -20.5889696087800M4[t] -25.7565536950163M5[t] -36.0491377812527M6[t] -42.9667218674891M7[t] -61.3296636550546M8[t] -62.1222477412909M9[t] -8.41483182752728M10[t] + 6.29258408623636M11[t] + 0.167584086236352t + 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) | 505.348670836591 | 9.898297 | 51.0541 | 0 | 0 |
x | 80.5628616106333 | 9.693855 | 8.3107 | 0 | 0 |
M1 | -11.5396586236353 | 11.666412 | -0.9891 | 0.325472 | 0.162736 |
M2 | -23.2538014363072 | 12.030823 | -1.9329 | 0.056665 | 0.028332 |
M3 | -23.2963855225437 | 12.022411 | -1.9377 | 0.056055 | 0.028027 |
M4 | -20.5889696087800 | 12.016448 | -1.7134 | 0.090372 | 0.045186 |
M5 | -25.7565536950163 | 12.012939 | -2.1441 | 0.034953 | 0.017476 |
M6 | -36.0491377812527 | 12.011884 | -3.0011 | 0.003552 | 0.001776 |
M7 | -42.9667218674891 | 12.013286 | -3.5766 | 0.000584 | 0.000292 |
M8 | -61.3296636550546 | 12.015659 | -5.1041 | 2e-06 | 1e-06 |
M9 | -62.1222477412909 | 12.007063 | -5.1738 | 2e-06 | 1e-06 |
M10 | -8.41483182752728 | 12.00092 | -0.7012 | 0.485151 | 0.242575 |
M11 | 6.29258408623636 | 11.997232 | 0.5245 | 0.601327 | 0.300663 |
t | 0.167584086236352 | 0.171755 | 0.9757 | 0.332042 | 0.166021 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.91089873882423 |
R-squared | 0.829736512391574 |
Adjusted R-squared | 0.803068737223989 |
F-TEST (value) | 31.1138258507644 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 83 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 23.9920047624659 |
Sum Squared Residuals | 47776.1522793415 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 511 | 493.976596299191 | 17.0234037008088 |
2 | 492 | 482.430037572756 | 9.56996242724384 |
3 | 492 | 482.555037572756 | 9.4449624272435 |
4 | 493 | 485.430037572757 | 7.56996242724347 |
5 | 481 | 480.430037572756 | 0.569962427243631 |
6 | 462 | 470.305037572757 | -8.30503757275661 |
7 | 457 | 463.555037572757 | -6.55503757275662 |
8 | 442 | 445.359679871427 | -3.35967987142745 |
9 | 439 | 444.734679871427 | -5.73467987142732 |
10 | 488 | 498.609679871427 | -10.6096798714273 |
11 | 521 | 513.484679871427 | 7.51532012857262 |
12 | 501 | 507.359679871427 | -6.35967987142736 |
13 | 485 | 495.987605334028 | -10.9876053340285 |
14 | 464 | 484.441046607593 | -20.4410466075928 |
15 | 460 | 484.566046607593 | -24.5660466075928 |
16 | 467 | 487.441046607593 | -20.4410466075928 |
17 | 460 | 482.441046607593 | -22.4410466075928 |
18 | 448 | 472.316046607593 | -24.3160466075928 |
19 | 443 | 465.566046607593 | -22.5660466075928 |
20 | 436 | 447.370688906264 | -11.3706889062636 |
21 | 431 | 446.745688906264 | -15.7456889062636 |
22 | 484 | 500.620688906264 | -16.6206889062636 |
23 | 510 | 515.495688906264 | -5.4956889062636 |
24 | 513 | 509.370688906264 | 3.62931109373641 |
25 | 503 | 497.998614368865 | 5.00138563113531 |
26 | 471 | 486.452055642429 | -15.4520556424290 |
27 | 471 | 486.577055642429 | -15.577055642429 |
28 | 476 | 489.452055642429 | -13.4520556424290 |
29 | 475 | 484.452055642429 | -9.452055642429 |
30 | 470 | 474.327055642429 | -4.32705564242898 |
31 | 461 | 467.577055642429 | -6.57705564242899 |
32 | 455 | 449.3816979411 | 5.6183020589002 |
33 | 456 | 448.7566979411 | 7.24330205890018 |
34 | 517 | 502.6316979411 | 14.3683020589002 |
35 | 525 | 517.5066979411 | 7.49330205890017 |
36 | 523 | 511.3816979411 | 11.6183020589002 |
37 | 519 | 500.009623403701 | 18.9903765962991 |
38 | 509 | 488.463064677265 | 20.5369353227347 |
39 | 512 | 488.588064677265 | 23.4119353227348 |
40 | 519 | 491.463064677265 | 27.5369353227348 |
41 | 517 | 486.463064677265 | 30.5369353227348 |
42 | 510 | 476.338064677265 | 33.6619353227348 |
43 | 509 | 469.588064677265 | 39.4119353227348 |
44 | 501 | 531.955568586569 | -30.9555685865694 |
45 | 507 | 531.330568586569 | -24.3305685865694 |
46 | 569 | 585.205568586569 | -16.2055685865694 |
47 | 580 | 600.080568586569 | -20.0805685865694 |
48 | 578 | 593.955568586569 | -15.9555685865694 |
49 | 565 | 582.58349404917 | -17.5834940491705 |
50 | 547 | 571.036935322735 | -24.0369353227348 |
51 | 555 | 571.161935322735 | -16.1619353227348 |
52 | 562 | 574.036935322735 | -12.0369353227348 |
53 | 561 | 569.036935322735 | -8.03693532273481 |
54 | 555 | 558.911935322735 | -3.91193532273477 |
55 | 544 | 552.161935322735 | -8.16193532273478 |
56 | 537 | 533.966577621406 | 3.0334223785944 |
57 | 543 | 533.341577621406 | 9.65842237859439 |
58 | 594 | 587.216577621406 | 6.78342237859437 |
59 | 611 | 602.091577621406 | 8.90842237859439 |
60 | 613 | 595.966577621406 | 17.0334223785944 |
61 | 611 | 584.594503084007 | 26.4054969159933 |
62 | 594 | 573.047944357571 | 20.9520556424289 |
63 | 595 | 573.172944357571 | 21.8270556424290 |
64 | 591 | 576.047944357571 | 14.952055642429 |
65 | 589 | 571.047944357571 | 17.9520556424290 |
66 | 584 | 560.922944357571 | 23.077055642429 |
67 | 573 | 554.172944357571 | 18.827055642429 |
68 | 567 | 535.977586656242 | 31.0224133437582 |
69 | 569 | 535.352586656242 | 33.6474133437582 |
70 | 621 | 589.227586656242 | 31.7724133437581 |
71 | 629 | 604.102586656242 | 24.8974133437582 |
72 | 628 | 597.977586656242 | 30.0224133437582 |
73 | 612 | 586.605512118843 | 25.3944878811571 |
74 | 595 | 575.058953392407 | 19.9410466075927 |
75 | 597 | 575.183953392407 | 21.8160466075928 |
76 | 593 | 578.058953392407 | 14.9410466075928 |
77 | 590 | 573.058953392407 | 16.9410466075927 |
78 | 580 | 562.933953392407 | 17.0660466075928 |
79 | 574 | 556.183953392407 | 17.8160466075928 |
80 | 573 | 537.988595691078 | 35.0114043089220 |
81 | 573 | 537.363595691078 | 35.6364043089219 |
82 | 620 | 591.238595691078 | 28.7614043089219 |
83 | 626 | 606.113595691078 | 19.8864043089219 |
84 | 620 | 599.988595691078 | 20.0114043089219 |
85 | 588 | 588.616521153679 | -0.616521153679177 |
86 | 566 | 577.069962427243 | -11.0699624272435 |
87 | 557 | 577.194962427243 | -20.1949624272435 |
88 | 561 | 580.069962427243 | -19.0699624272435 |
89 | 549 | 575.069962427243 | -26.0699624272435 |
90 | 532 | 564.944962427243 | -32.9449624272434 |
91 | 526 | 558.194962427243 | -32.1949624272435 |
92 | 511 | 539.999604725914 | -28.9996047259143 |
93 | 499 | 539.374604725914 | -40.3746047259143 |
94 | 555 | 593.249604725914 | -38.2496047259143 |
95 | 565 | 608.124604725914 | -43.1246047259143 |
96 | 542 | 601.999604725914 | -59.9996047259143 |
97 | 527 | 590.627530188515 | -63.6275301885154 |