Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 7.68021390374331 + 0.363636363636362x[t] -0.0545751633986933M1[t] -0.233392751039809M2[t] -0.134598930481283M3[t] + 0.0714676173499709M4[t] + 0.0175341651812232M5[t] -0.169126559714794M6[t] -0.70306001188354M7[t] -0.704266191325014M8[t] -0.69819964349376M9[t] -0.14486036838978M10[t] -0.0187938205585262M11[t] + 0.0139334521687463t + 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) | 7.68021390374331 | 0.177372 | 43.3 | 0 | 0 |
x | 0.363636363636362 | 0.10566 | 3.4416 | 0.001224 | 0.000612 |
M1 | -0.0545751633986933 | 0.20579 | -0.2652 | 0.792016 | 0.396008 |
M2 | -0.233392751039809 | 0.218064 | -1.0703 | 0.289953 | 0.144977 |
M3 | -0.134598930481283 | 0.215556 | -0.6244 | 0.535368 | 0.267684 |
M4 | 0.0714676173499709 | 0.215256 | 0.332 | 0.741356 | 0.370678 |
M5 | 0.0175341651812232 | 0.21499 | 0.0816 | 0.935344 | 0.467672 |
M6 | -0.169126559714794 | 0.216485 | -0.7812 | 0.43858 | 0.21929 |
M7 | -0.70306001188354 | 0.216177 | -3.2522 | 0.002122 | 0.001061 |
M8 | -0.704266191325014 | 0.214404 | -3.2848 | 0.001933 | 0.000966 |
M9 | -0.69819964349376 | 0.21428 | -3.2584 | 0.002085 | 0.001043 |
M10 | -0.14486036838978 | 0.215461 | -0.6723 | 0.504668 | 0.252334 |
M11 | -0.0187938205585262 | 0.215293 | -0.0873 | 0.930809 | 0.465404 |
t | 0.0139334521687463 | 0.002761 | 5.0472 | 7e-06 | 4e-06 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.832574434891245 |
R-squared | 0.693180189634476 |
Adjusted R-squared | 0.608315135703587 |
F-TEST (value) | 8.1680286234069 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 47 |
p-value | 3.14613436414035e-08 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.338552981283977 |
Sum Squared Residuals | 5.38705169340464 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 7.8 | 8.00320855614973 | -0.203208556149734 |
2 | 7.4 | 7.83832442067736 | -0.438324420677364 |
3 | 7.4 | 7.58741532976827 | -0.187415329768271 |
4 | 7.5 | 7.80741532976827 | -0.307415329768272 |
5 | 7.4 | 7.76741532976827 | -0.36741532976827 |
6 | 7.4 | 7.594688057041 | -0.194688057040999 |
7 | 7 | 7.074688057041 | -0.0746880570409974 |
8 | 6.9 | 7.08741532976827 | -0.187415329768271 |
9 | 6.9 | 7.10741532976827 | -0.207415329768272 |
10 | 7.6 | 7.674688057041 | -0.0746880570409988 |
11 | 7.7 | 7.814688057041 | -0.114688057040998 |
12 | 7.6 | 7.84741532976827 | -0.247415329768271 |
13 | 8.2 | 7.80677361853832 | 0.393226381461676 |
14 | 8 | 7.64188948306595 | 0.358110516934046 |
15 | 8.1 | 7.75461675579323 | 0.345383244206773 |
16 | 8.3 | 7.97461675579323 | 0.325383244206774 |
17 | 8.2 | 7.93461675579323 | 0.265383244206773 |
18 | 8.1 | 8.12552584670232 | -0.0255258467023171 |
19 | 7.7 | 7.60552584670232 | 0.0944741532976826 |
20 | 7.6 | 7.61825311942959 | -0.0182531194295898 |
21 | 7.7 | 7.63825311942959 | 0.0617468805704104 |
22 | 8.2 | 8.20552584670232 | -0.00552584670231735 |
23 | 8.4 | 8.34552584670232 | 0.0544741532976839 |
24 | 8.4 | 8.37825311942959 | 0.0217468805704113 |
25 | 8.6 | 8.33761140819964 | 0.262388591800357 |
26 | 8.4 | 8.17272727272727 | 0.227272727272728 |
27 | 8.5 | 8.28545454545455 | 0.214545454545455 |
28 | 8.7 | 8.50545454545454 | 0.194545454545454 |
29 | 8.7 | 8.46545454545454 | 0.234545454545455 |
30 | 8.6 | 8.29272727272727 | 0.307272727272727 |
31 | 7.4 | 7.77272727272727 | -0.372727272727273 |
32 | 7.3 | 7.78545454545455 | -0.485454545454545 |
33 | 7.4 | 7.80545454545455 | -0.405454545454545 |
34 | 9 | 8.37272727272727 | 0.627272727272728 |
35 | 9.2 | 8.51272727272727 | 0.687272727272727 |
36 | 9.2 | 8.54545454545454 | 0.654545454545454 |
37 | 8.5 | 8.5048128342246 | -0.00481283422459798 |
38 | 8.3 | 8.33992869875223 | -0.0399286987522274 |
39 | 8.3 | 8.4526559714795 | -0.152655971479500 |
40 | 8.6 | 8.6726559714795 | -0.0726559714795008 |
41 | 8.6 | 8.6326559714795 | -0.0326559714795006 |
42 | 8.5 | 8.45992869875223 | 0.040071301247772 |
43 | 8.1 | 7.93992869875223 | 0.160071301247771 |
44 | 8.1 | 7.9526559714795 | 0.147344028520499 |
45 | 8 | 7.9726559714795 | 0.0273440285204990 |
46 | 8.6 | 8.53992869875223 | 0.0600713012477719 |
47 | 8.7 | 8.67992869875223 | 0.0200713012477715 |
48 | 8.7 | 8.7126559714795 | -0.0126559714795011 |
49 | 8.6 | 8.67201426024955 | -0.072014260249554 |
50 | 8.4 | 8.50713012477718 | -0.107130124777183 |
51 | 8.4 | 8.61985739750446 | -0.219857397504456 |
52 | 8.7 | 8.83985739750446 | -0.139857397504457 |
53 | 8.7 | 8.79985739750446 | -0.0998573975044566 |
54 | 8.5 | 8.62713012477718 | -0.127130124777184 |
55 | 8.3 | 8.10713012477718 | 0.192869875222816 |
56 | 8.3 | 7.75622103386809 | 0.543778966131907 |
57 | 8.3 | 7.7762210338681 | 0.523778966131907 |
58 | 8.1 | 8.70713012477718 | -0.607130124777184 |
59 | 8.2 | 8.84713012477718 | -0.647130124777184 |
60 | 8.1 | 8.5162210338681 | -0.416221033868093 |
61 | 8.1 | 8.47557932263815 | -0.375579322638147 |