Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 1.09847380723183 + 0.0164782897207963X[t] + 0.00413239464950216t + 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) | 1.09847380723183 | 0.016016 | 68.5855 | 0 | 0 |
X | 0.0164782897207963 | 0.024654 | 0.6684 | 0.506539 | 0.25327 |
t | 0.00413239464950216 | 0.000557 | 7.424 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.81957385440527 |
R-squared | 0.671701302824711 |
Adjusted R-squared | 0.660380658094529 |
F-TEST (value) | 59.3341915442205 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 58 |
p-value | 9.32587340685131e-15 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.0555037188288364 |
Sum Squared Residuals | 0.178678442622171 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0.9811 | 1.10260620188133 | -0.121506201881335 |
2 | 1.0014 | 1.10673859653084 | -0.105338596530838 |
3 | 1.0183 | 1.11087099118034 | -0.0925709911803402 |
4 | 1.0622 | 1.11500338582984 | -0.0528033858298423 |
5 | 1.0773 | 1.11913578047934 | -0.0418357804793446 |
6 | 1.0807 | 1.12326817512885 | -0.0425681751288467 |
7 | 1.0848 | 1.12740056977835 | -0.0426005697783489 |
8 | 1.1582 | 1.13153296442785 | 0.0266670355721489 |
9 | 1.1663 | 1.13566535907735 | 0.0306346409226467 |
10 | 1.1372 | 1.13979775372686 | -0.00259775372685536 |
11 | 1.1139 | 1.14393014837636 | -0.0300301483763576 |
12 | 1.1222 | 1.14806254302586 | -0.0258625430258596 |
13 | 1.1692 | 1.15219493767536 | 0.0170050623246382 |
14 | 1.1702 | 1.15632733232486 | 0.0138726676751359 |
15 | 1.2286 | 1.16045972697437 | 0.0681402730256338 |
16 | 1.2613 | 1.16459212162387 | 0.0967078783761318 |
17 | 1.2646 | 1.16872451627337 | 0.0958754837266295 |
18 | 1.2262 | 1.17285691092287 | 0.0533430890771273 |
19 | 1.1985 | 1.17698930557237 | 0.0215106944276251 |
20 | 1.2007 | 1.18112170022188 | 0.0195782997781231 |
21 | 1.2138 | 1.18525409487138 | 0.0285459051286209 |
22 | 1.2266 | 1.18938648952088 | 0.0372135104791186 |
23 | 1.2176 | 1.19351888417038 | 0.0240811158296166 |
24 | 1.2218 | 1.19765127881989 | 0.0241487211801144 |
25 | 1.249 | 1.20178367346939 | 0.0472163265306123 |
26 | 1.2991 | 1.20591606811889 | 0.09318393188111 |
27 | 1.3408 | 1.21004846276839 | 0.130751537231608 |
28 | 1.3119 | 1.21418085741789 | 0.0977191425821058 |
29 | 1.3014 | 1.21831325206740 | 0.0830867479326035 |
30 | 1.3201 | 1.22244564671690 | 0.0976543532831015 |
31 | 1.2938 | 1.2265780413664 | 0.0672219586335993 |
32 | 1.2694 | 1.23071043601590 | 0.0386895639840972 |
33 | 1.2165 | 1.23484283066541 | -0.0183428306654051 |
34 | 1.2037 | 1.23897522531491 | -0.0352752253149072 |
35 | 1.2292 | 1.24310761996441 | -0.0139076199644093 |
36 | 1.2256 | 1.24724001461391 | -0.0216400146139115 |
37 | 1.2015 | 1.25137240926341 | -0.0498724092634137 |
38 | 1.1786 | 1.25550480391292 | -0.0769048039129158 |
39 | 1.1856 | 1.25963719856242 | -0.074037198562418 |
40 | 1.2103 | 1.26376959321192 | -0.0534695932119202 |
41 | 1.1938 | 1.26790198786142 | -0.0741019878614224 |
42 | 1.202 | 1.27203438251092 | -0.0700343825109245 |
43 | 1.2271 | 1.27616677716043 | -0.0490667771604266 |
44 | 1.277 | 1.28029917180993 | -0.00329917180992891 |
45 | 1.265 | 1.28443156645943 | -0.0194315664594311 |
46 | 1.2684 | 1.28856396110893 | -0.0201639611089332 |
47 | 1.2811 | 1.29269635575844 | -0.0115963557584354 |
48 | 1.2727 | 1.29682875040794 | -0.0241287504079375 |
49 | 1.2611 | 1.30096114505744 | -0.0398611450574395 |
50 | 1.2881 | 1.32157182942774 | -0.0334718294277381 |
51 | 1.3213 | 1.32570422407724 | -0.00440422407724035 |
52 | 1.2999 | 1.32983661872674 | -0.0299366187267424 |
53 | 1.3074 | 1.33396901337624 | -0.0265690133762447 |
54 | 1.3242 | 1.33810140802575 | -0.0139014080257467 |
55 | 1.3516 | 1.34223380267525 | 0.009366197324751 |
56 | 1.3511 | 1.34636619732475 | 0.0047338026752489 |
57 | 1.3419 | 1.35049859197425 | -0.00859859197425313 |
58 | 1.3716 | 1.35463098662376 | 0.0169690133762445 |
59 | 1.3622 | 1.35876338127326 | 0.00343661872674253 |
60 | 1.3896 | 1.36289577592276 | 0.0267042240772403 |
61 | 1.4227 | 1.36702817057226 | 0.0556718294277382 |