Multiple Linear Regression - Estimated Regression Equation |
R1j[t] = + 4.26806722689075 -1.44607843137255Ter[t] + 0.133991596638652M1[t] + 0.188571428571429M2[t] + 0.122857142857143M3[t] + 0.102857142857143M4[t] + 0.0442857142857143M5[t] + 0.141428571428572M6[t] + 0.198571428571429M7[t] + 0.171428571428571M8[t] + 0.131428571428571M9[t] + 0.111428571428571M10[t] + 0.054285714285714M11[t] + 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) | 4.26806722689075 | 0.359169 | 11.8832 | 0 | 0 |
Ter | -1.44607843137255 | 0.23704 | -6.1006 | 0 | 0 |
M1 | 0.133991596638652 | 0.406354 | 0.3297 | 0.742553 | 0.371276 |
M2 | 0.188571428571429 | 0.41886 | 0.4502 | 0.653918 | 0.326959 |
M3 | 0.122857142857143 | 0.41886 | 0.2933 | 0.770126 | 0.385063 |
M4 | 0.102857142857143 | 0.41886 | 0.2456 | 0.806718 | 0.403359 |
M5 | 0.0442857142857143 | 0.41886 | 0.1057 | 0.916091 | 0.458046 |
M6 | 0.141428571428572 | 0.41886 | 0.3377 | 0.736608 | 0.368304 |
M7 | 0.198571428571429 | 0.41886 | 0.4741 | 0.63688 | 0.31844 |
M8 | 0.171428571428571 | 0.41886 | 0.4093 | 0.683553 | 0.341777 |
M9 | 0.131428571428571 | 0.41886 | 0.3138 | 0.754598 | 0.377299 |
M10 | 0.111428571428571 | 0.41886 | 0.266 | 0.790978 | 0.395489 |
M11 | 0.054285714285714 | 0.41886 | 0.1296 | 0.897241 | 0.448621 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.587825781150622 |
R-squared | 0.345539148985339 |
Adjusted R-squared | 0.236462340482896 |
F-TEST (value) | 3.1678516609477 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 72 |
p-value | 0.00114284240787388 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.783614974102538 |
Sum Squared Residuals | 44.2117747899159 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 5.22 | 4.40205882352943 | 0.817941176470565 |
2 | 5.09 | 4.45663865546218 | 0.633361344537818 |
3 | 4.77 | 4.3909243697479 | 0.379075630252101 |
4 | 4.54 | 4.3709243697479 | 0.169075630252102 |
5 | 4.56 | 4.31235294117647 | 0.24764705882353 |
6 | 4.39 | 4.40949579831933 | -0.0194957983193267 |
7 | 4.73 | 4.46663865546218 | 0.263361344537817 |
8 | 4.44 | 4.43949579831933 | 0.000504201680673236 |
9 | 4.3 | 4.39949579831933 | -0.0994957983193274 |
10 | 4.24 | 4.37949579831933 | -0.139495798319327 |
11 | 4.01 | 4.32235294117647 | -0.312352941176469 |
12 | 3.5 | 4.26806722689075 | -0.768067226890755 |
13 | 3.23 | 4.40205882352941 | -1.17205882352941 |
14 | 3.28 | 3.01056022408964 | 0.269439775910363 |
15 | 3.49 | 2.94484593837535 | 0.54515406162465 |
16 | 3.7 | 2.92484593837535 | 0.77515406162465 |
17 | 3.63 | 2.86627450980392 | 0.763725490196078 |
18 | 3.95 | 2.96341736694678 | 0.986582633053221 |
19 | 3.73 | 3.02056022408964 | 0.709439775910364 |
20 | 3.87 | 2.99341736694678 | 0.876582633053221 |
21 | 3.66 | 2.95341736694678 | 0.706582633053221 |
22 | 3.49 | 2.93341736694678 | 0.556582633053221 |
23 | 3.4 | 2.87627450980392 | 0.523725490196078 |
24 | 3.32 | 2.82198879551821 | 0.498011204481792 |
25 | 3.11 | 2.95598039215686 | 0.15401960784314 |
26 | 3.06 | 3.01056022408964 | 0.0494397759103635 |
27 | 2.68 | 2.94484593837535 | -0.26484593837535 |
28 | 2.55 | 2.92484593837535 | -0.374845938375350 |
29 | 2.34 | 2.86627450980392 | -0.526274509803922 |
30 | 2.34 | 2.96341736694678 | -0.623417366946779 |
31 | 2.39 | 3.02056022408964 | -0.630560224089636 |
32 | 2.21 | 2.99341736694678 | -0.783417366946779 |
33 | 2.09 | 2.95341736694678 | -0.863417366946779 |
34 | 2.14 | 2.93341736694678 | -0.793417366946779 |
35 | 2.31 | 2.87627450980392 | -0.566274509803921 |
36 | 2.14 | 2.82198879551821 | -0.681988795518207 |
37 | 2.45 | 2.95598039215686 | -0.505980392156860 |
38 | 2.52 | 3.01056022408964 | -0.490560224089637 |
39 | 2.3 | 2.94484593837535 | -0.64484593837535 |
40 | 2.25 | 2.92484593837535 | -0.67484593837535 |
41 | 2.06 | 2.86627450980392 | -0.806274509803922 |
42 | 1.99 | 2.96341736694678 | -0.97341736694678 |
43 | 2.25 | 3.02056022408964 | -0.770560224089636 |
44 | 2.26 | 2.99341736694678 | -0.733417366946779 |
45 | 2.36 | 2.95341736694678 | -0.593417366946779 |
46 | 2.3 | 2.93341736694678 | -0.633417366946779 |
47 | 2.19 | 2.87627450980392 | -0.686274509803921 |
48 | 2.31 | 2.82198879551821 | -0.511988795518207 |
49 | 2.21 | 2.95598039215686 | -0.74598039215686 |
50 | 2.21 | 3.01056022408964 | -0.800560224089637 |
51 | 2.26 | 2.94484593837535 | -0.68484593837535 |
52 | 2.18 | 2.92484593837535 | -0.74484593837535 |
53 | 2.21 | 2.86627450980392 | -0.656274509803922 |
54 | 2.33 | 2.96341736694678 | -0.633417366946779 |
55 | 2.12 | 3.02056022408964 | -0.900560224089636 |
56 | 2.08 | 2.99341736694678 | -0.913417366946779 |
57 | 1.97 | 2.95341736694678 | -0.98341736694678 |
58 | 2.09 | 2.93341736694678 | -0.84341736694678 |
59 | 2.11 | 2.87627450980392 | -0.766274509803922 |
60 | 2.24 | 2.82198879551821 | -0.581988795518207 |
61 | 2.45 | 2.95598039215686 | -0.505980392156860 |
62 | 2.68 | 3.01056022408964 | -0.330560224089636 |
63 | 2.73 | 2.94484593837535 | -0.214845938375350 |
64 | 2.76 | 2.92484593837535 | -0.164845938375351 |
65 | 2.83 | 2.86627450980392 | -0.0362745098039217 |
66 | 3.16 | 2.96341736694678 | 0.196582633053221 |
67 | 3.22 | 3.02056022408964 | 0.199439775910364 |
68 | 3.22 | 2.99341736694678 | 0.226582633053221 |
69 | 3.34 | 2.95341736694678 | 0.386582633053221 |
70 | 3.35 | 2.93341736694678 | 0.416582633053221 |
71 | 3.42 | 2.87627450980392 | 0.543725490196078 |
72 | 3.58 | 2.82198879551821 | 0.758011204481793 |
73 | 3.71 | 2.95598039215686 | 0.75401960784314 |
74 | 3.68 | 3.01056022408964 | 0.669439775910364 |
75 | 3.83 | 2.94484593837535 | 0.88515406162465 |
76 | 3.94 | 2.92484593837535 | 1.01515406162465 |
77 | 3.88 | 2.86627450980392 | 1.01372549019608 |
78 | 4.03 | 2.96341736694678 | 1.06658263305322 |
79 | 4.15 | 3.02056022408964 | 1.12943977591036 |
80 | 4.32 | 2.99341736694678 | 1.32658263305322 |
81 | 4.4 | 2.95341736694678 | 1.44658263305322 |
82 | 4.37 | 2.93341736694678 | 1.43658263305322 |
83 | 4.14 | 2.87627450980392 | 1.26372549019608 |
84 | 4.11 | 2.82198879551821 | 1.28801120448179 |
85 | 4.16 | 2.95598039215686 | 1.20401960784314 |