Multiple Linear Regression - Estimated Regression Equation |
export[t] = + 60.7357575757576 -11.7393939393940Schengen[t] + 14.7732323232323M1[t] + 13.5476767676768M2[t] + 25.5621212121212M3[t] + 8.86444444444445M4[t] + 12.8988888888889M5[t] + 11.4333333333333M6[t] -4.29222222222222M7[t] + 1.86222222222223M8[t] + 8.45666666666667M9[t] + 17.2911111111111M10[t] + 7.76555555555556M11[t] + 0.765555555555556t + 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) | 60.7357575757576 | 4.309608 | 14.0931 | 0 | 0 |
Schengen | -11.7393939393940 | 3.758156 | -3.1237 | 0.003088 | 0.001544 |
M1 | 14.7732323232323 | 4.873442 | 3.0314 | 0.003989 | 0.001995 |
M2 | 13.5476767676768 | 4.86347 | 2.7856 | 0.007734 | 0.003867 |
M3 | 25.5621212121212 | 4.855699 | 5.2644 | 4e-06 | 2e-06 |
M4 | 8.86444444444445 | 4.898435 | 1.8096 | 0.076887 | 0.038443 |
M5 | 12.8988888888889 | 4.881888 | 2.6422 | 0.01122 | 0.00561 |
M6 | 11.4333333333333 | 4.867502 | 2.3489 | 0.02318 | 0.01159 |
M7 | -4.29222222222222 | 4.855295 | -0.884 | 0.381278 | 0.190639 |
M8 | 1.86222222222223 | 4.845286 | 0.3843 | 0.7025 | 0.35125 |
M9 | 8.45666666666667 | 4.837486 | 1.7482 | 0.087109 | 0.043555 |
M10 | 17.2911111111111 | 4.831907 | 3.5785 | 0.000828 | 0.000414 |
M11 | 7.76555555555556 | 4.828557 | 1.6083 | 0.114622 | 0.057311 |
t | 0.765555555555556 | 0.10387 | 7.3703 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.865502410308471 |
R-squared | 0.749094422249773 |
Adjusted R-squared | 0.678186324189926 |
F-TEST (value) | 10.5643000270228 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 46 |
p-value | 7.4904793478936e-10 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 7.6328516455139 |
Sum Squared Residuals | 2679.97951515151 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 77.8 | 76.2745454545455 | 1.52545454545444 |
2 | 81.3 | 75.8145454545454 | 5.48545454545456 |
3 | 87.7 | 88.5945454545455 | -0.89454545454545 |
4 | 78.4 | 72.6624242424242 | 5.73757575757577 |
5 | 76.2 | 77.4624242424242 | -1.26242424242423 |
6 | 85.3 | 76.7624242424242 | 8.53757575757576 |
7 | 69.3 | 61.8024242424242 | 7.49757575757576 |
8 | 66.8 | 68.7224242424242 | -1.92242424242424 |
9 | 77.1 | 76.0824242424242 | 1.01757575757576 |
10 | 79.4 | 85.6824242424242 | -6.28242424242423 |
11 | 68.6 | 76.9224242424242 | -8.32242424242425 |
12 | 70.6 | 69.9224242424242 | 0.67757575757576 |
13 | 75.6 | 85.4612121212121 | -9.8612121212121 |
14 | 71.5 | 85.0012121212121 | -13.5012121212121 |
15 | 92.2 | 97.7812121212121 | -5.58121212121212 |
16 | 76.4 | 81.8490909090909 | -5.4490909090909 |
17 | 75 | 86.6490909090909 | -11.6490909090909 |
18 | 86.4 | 85.9490909090909 | 0.450909090909094 |
19 | 66.9 | 70.9890909090909 | -4.08909090909091 |
20 | 76 | 77.9090909090909 | -1.90909090909091 |
21 | 80.4 | 85.2690909090909 | -4.8690909090909 |
22 | 106.2 | 94.869090909091 | 11.3309090909091 |
23 | 83.9 | 86.1090909090909 | -2.20909090909090 |
24 | 99.5 | 79.1090909090909 | 20.3909090909091 |
25 | 100.1 | 94.6478787878788 | 5.45212121212124 |
26 | 97 | 94.1878787878788 | 2.8121212121212 |
27 | 112.7 | 106.967878787879 | 5.73212121212121 |
28 | 89.1 | 91.0357575757576 | -1.93575757575759 |
29 | 99.1 | 95.8357575757576 | 3.26424242424242 |
30 | 89.2 | 95.1357575757576 | -5.93575757575758 |
31 | 71.7 | 80.1757575757576 | -8.47575757575758 |
32 | 80 | 87.0957575757576 | -7.09575757575758 |
33 | 90.5 | 94.4557575757576 | -3.95575757575758 |
34 | 100.8 | 104.055757575758 | -3.25575757575758 |
35 | 102.7 | 95.2957575757576 | 7.40424242424243 |
36 | 87.7 | 88.2957575757576 | -0.595757575757575 |
37 | 109.1 | 103.834545454545 | 5.26545454545456 |
38 | 113.5 | 103.374545454545 | 10.1254545454545 |
39 | 122.5 | 116.154545454545 | 6.34545454545454 |
40 | 89.3 | 88.4830303030303 | 0.816969696969695 |
41 | 107.8 | 93.2830303030303 | 14.5169696969697 |
42 | 94 | 92.5830303030303 | 1.4169696969697 |
43 | 83 | 77.6230303030303 | 5.3769696969697 |
44 | 92.4 | 84.5430303030303 | 7.8569696969697 |
45 | 94.1 | 91.9030303030303 | 2.19696969696970 |
46 | 97.8 | 101.503030303030 | -3.70303030303030 |
47 | 101.7 | 92.7430303030303 | 8.9569696969697 |
48 | 73.4 | 85.7430303030303 | -12.3430303030303 |
49 | 98.9 | 101.281818181818 | -2.38181818181815 |
50 | 95.9 | 100.821818181818 | -4.92181818181818 |
51 | 108 | 113.601818181818 | -5.60181818181818 |
52 | 98.5 | 97.669696969697 | 0.830303030303028 |
53 | 97.6 | 102.469696969697 | -4.86969696969698 |
54 | 97.3 | 101.769696969697 | -4.46969696969698 |
55 | 86.5 | 86.809696969697 | -0.309696969696973 |
56 | 96.8 | 93.729696969697 | 3.07030303030302 |
57 | 106.7 | 101.089696969697 | 5.61030303030303 |
58 | 112.6 | 110.689696969697 | 1.91030303030302 |
59 | 96.1 | 101.929696969697 | -5.82969696969698 |
60 | 86.8 | 94.929696969697 | -8.12969696969698 |