Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 11592.6852004111 -182.921377183966x[t] + 3642.81713600548M1[t] + 3810.86903048989M2[t] + 3134.35942446043M3[t] + 1892.41836930456M4[t] + 2065.79731414868M5[t] + 2162.58770811922M6[t] + 4566.12237752655M7[t] + 2498.09704693388M8[t] + 2746.43171634121M9[t] + 3789.65066118534M10[t] + 2040.96533059267M11[t] + 98.0853305926687t + 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) | 11592.6852004111 | 336.134037 | 34.4883 | 0 | 0 |
x | -182.921377183966 | 231.932867 | -0.7887 | 0.434258 | 0.217129 |
M1 | 3642.81713600548 | 388.852624 | 9.3681 | 0 | 0 |
M2 | 3810.86903048989 | 408.031693 | 9.3396 | 0 | 0 |
M3 | 3134.35942446043 | 411.460601 | 7.6176 | 0 | 0 |
M4 | 1892.41836930456 | 407.255455 | 4.6468 | 2.7e-05 | 1.4e-05 |
M5 | 2065.79731414868 | 407.507175 | 5.0694 | 7e-06 | 3e-06 |
M6 | 2162.58770811922 | 406.850457 | 5.3154 | 3e-06 | 1e-06 |
M7 | 4566.12237752655 | 406.78756 | 11.2248 | 0 | 0 |
M8 | 2498.09704693388 | 406.81781 | 6.1406 | 0 | 0 |
M9 | 2746.43171634121 | 406.941185 | 6.749 | 0 | 0 |
M10 | 3789.65066118534 | 405.409546 | 9.3477 | 0 | 0 |
M11 | 2040.96533059267 | 405.269318 | 5.0361 | 7e-06 | 4e-06 |
t | 98.0853305926687 | 6.155753 | 15.9339 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.961683359108548 |
R-squared | 0.9248348831863 |
Adjusted R-squared | 0.904044531727191 |
F-TEST (value) | 44.4838503574751 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 47 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 640.713130962519 |
Sum Squared Residuals | 19294125.8608263 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 15761.3 | 15333.5876670093 | 427.712332990746 |
2 | 16943 | 15599.7248920863 | 1343.27510791367 |
3 | 15070.3 | 15021.3006166495 | 48.9993833504616 |
4 | 13659.6 | 13877.4448920863 | -217.844892086332 |
5 | 14768.9 | 14148.9091675231 | 619.990832476877 |
6 | 14725.1 | 14343.7848920863 | 381.315107913671 |
7 | 15998.1 | 16845.4048920863 | -847.304892086332 |
8 | 15370.6 | 14875.4648920863 | 495.13510791367 |
9 | 14956.9 | 15221.8848920863 | -264.984892086331 |
10 | 15469.7 | 16363.1891675231 | -893.489167523125 |
11 | 15101.8 | 14712.5891675231 | 389.210832476875 |
12 | 11703.7 | 12769.7091675231 | -1066.00916752312 |
13 | 16283.6 | 16510.6116341213 | -227.011634121272 |
14 | 16726.5 | 16776.7488591984 | -50.2488591983559 |
15 | 14968.9 | 16198.3245837616 | -1229.42458376156 |
16 | 14861 | 14871.5474820144 | -10.5474820143891 |
17 | 14583.3 | 15143.0117574512 | -559.711757451184 |
18 | 15305.8 | 15337.8874820144 | -32.0874820143884 |
19 | 17903.9 | 17839.5074820144 | 64.3925179856128 |
20 | 16379.4 | 16052.4888591984 | 326.911140801645 |
21 | 15420.3 | 16398.9088591984 | -978.608859198355 |
22 | 17870.5 | 17357.2917574512 | 513.208242548818 |
23 | 15912.8 | 15706.6917574512 | 206.108242548818 |
24 | 13866.5 | 13763.8117574512 | 102.688242548817 |
25 | 17823.2 | 17504.7142240493 | 318.48577595067 |
26 | 17872 | 17770.8514491264 | 101.148550873587 |
27 | 17420.4 | 17192.4271736896 | 227.972826310382 |
28 | 16704.4 | 16048.5714491264 | 655.828550873588 |
29 | 15991.2 | 16320.0357245632 | -328.835724563206 |
30 | 16583.6 | 16514.9114491264 | 68.6885508735854 |
31 | 19123.5 | 19016.5314491264 | 106.968550873586 |
32 | 17838.7 | 17046.5914491264 | 792.108550873588 |
33 | 17209.4 | 17393.0114491264 | -183.611449126411 |
34 | 18586.5 | 18534.3157245632 | 52.1842754367934 |
35 | 16258.1 | 16883.7157245632 | -625.615724563206 |
36 | 15141.6 | 14940.8357245632 | 200.764275436793 |
37 | 19202.1 | 18681.7381911614 | 520.361808838642 |
38 | 17746.5 | 18947.8754162384 | -1201.37541623844 |
39 | 19090.1 | 18552.3725179856 | 537.727482014388 |
40 | 18040.3 | 17408.5167934224 | 631.783206577595 |
41 | 17515.5 | 17497.0596916752 | 18.4403083247685 |
42 | 17751.8 | 17874.8567934224 | -123.056793422405 |
43 | 21072.4 | 20376.4767934224 | 695.923206577597 |
44 | 17170 | 18223.6154162384 | -1053.61541623844 |
45 | 19439.5 | 18570.0354162384 | 869.464583761562 |
46 | 19795.4 | 19711.3396916752 | 84.0603083247689 |
47 | 17574.9 | 18060.7396916752 | -485.83969167523 |
48 | 16165.4 | 16117.8596916752 | 47.5403083247679 |
49 | 19464.6 | 19858.7621582734 | -394.162158273382 |
50 | 19932.1 | 20124.8993833505 | -192.799383350464 |
51 | 19961.2 | 19546.4751079137 | 414.724892086332 |
52 | 17343.4 | 18402.6193833505 | -1059.21938335046 |
53 | 18924.2 | 18674.0836587873 | 250.116341212744 |
54 | 18574.1 | 18868.9593833505 | -294.859383350464 |
55 | 21350.6 | 21370.5793833505 | -19.9793833504646 |
56 | 18840.1 | 19400.6393833505 | -560.539383350464 |
57 | 20304.8 | 19747.0593833505 | 557.740616649536 |
58 | 21132.4 | 20888.3636587873 | 244.036341212745 |
59 | 19753.9 | 19237.7636587873 | 516.136341212744 |
60 | 18009.9 | 17294.8836587873 | 715.016341212745 |
61 | 20390.4 | 21035.7861253854 | -645.386125385404 |