Multiple Linear Regression - Estimated Regression Equation |
(1-B)Totaal[t] = -0.00166813856920151 + 0.238045611732930`(1-B)prod_metaal`[t] + 0.205463823682829`(1-B)mach_app`[t] + 0.273686165047863`(1-B)elek_app`[t] + 0.283193162946932`(1-B)Metaalverwerking `[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) | -0.00166813856920151 | 0.02431 | -0.0686 | 0.945478 | 0.472739 |
`(1-B)prod_metaal` | 0.238045611732930 | 0.003341 | 71.2478 | 0 | 0 |
`(1-B)mach_app` | 0.205463823682829 | 0.002984 | 68.8564 | 0 | 0 |
`(1-B)elek_app` | 0.273686165047863 | 0.003611 | 75.7834 | 0 | 0 |
`(1-B)Metaalverwerking ` | 0.283193162946932 | 0.001893 | 149.5786 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.999912016818188 |
R-squared | 0.999824041377416 |
Adjusted R-squared | 0.99981453010052 |
F-TEST (value) | 105119.854280796 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 74 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.214909813310561 |
Sum Squared Residuals | 3.41778086143133 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 3.5 | 3.35527760222354 | 0.144722397776457 |
2 | 15.7 | 15.6116915728785 | 0.0883084271215486 |
3 | -25.8 | -25.5290754987697 | -0.270924501230362 |
4 | 6.30000000000001 | 6.02581577820199 | 0.274184221798026 |
5 | 8.39999999999999 | 8.6633713878864 | -0.263371387886416 |
6 | -33.5 | -33.696646497419 | 0.196646497419019 |
7 | 5.7 | 6.56712133799643 | -0.867121337996427 |
8 | 17.2 | 16.4721870392453 | 0.727812960754678 |
9 | 3.8 | 3.78460605632986 | 0.0153939436701421 |
10 | -3 | -3.26791821780088 | 0.267918217800883 |
11 | -10.5 | -10.0921578321491 | -0.407842167850905 |
12 | -2.5 | -2.66132890012864 | 0.161328900128643 |
13 | 3.90000000000001 | 4.10513823962471 | -0.205138239624704 |
14 | 12.9 | 12.8857223357780 | 0.0142776642220173 |
15 | -5.39999999999999 | -5.12331044102201 | -0.276689558977979 |
16 | -1.30000000000001 | -1.41081367054091 | 0.110813670540900 |
17 | 8 | 8.01427478282186 | -0.0142747828218620 |
18 | -26.9 | -27.0438831482924 | 0.143883148292443 |
19 | -0.5 | -0.382769897026964 | -0.117230102973036 |
20 | 24.1 | 24.033146222692 | 0.0668537773079729 |
21 | 6.9 | 6.9375767435345 | -0.037576743534495 |
22 | -11.2 | -11.3631129480276 | 0.163112948027624 |
23 | -5.9 | -5.95785431745253 | 0.0578543174525227 |
24 | -4.5 | -4.43194800626857 | -0.0680519937314348 |
25 | 3.5 | 3.53715505850575 | -0.0371550585057534 |
26 | 6.7 | 6.70954375966163 | -0.00954375966162266 |
27 | -3.7 | -3.6458246478631 | -0.0541753521369029 |
28 | -0.399999999999991 | -0.371897024505795 | -0.0281029754941960 |
29 | 6.3 | 6.22494858715787 | 0.0750514128421267 |
30 | -20.5 | -20.6228403558222 | 0.122840355822167 |
31 | -10.2 | -10.3245035275216 | 0.124503527521591 |
32 | 30.1 | 30.162976007156 | -0.0629760071560093 |
33 | 2.09999999999999 | 1.96170233669637 | 0.138297663303627 |
34 | -8.8 | -8.50054974362191 | -0.299450256378085 |
35 | 5.39999999999999 | 5.25614424804834 | 0.143855751951654 |
36 | -13.6 | -13.5895661037538 | -0.0104338962461703 |
37 | 4.8 | 4.8412912826344 | -0.0412912826344004 |
38 | 22.9 | 22.7656611323118 | 0.134338867688250 |
39 | -9.9 | -9.77207201338476 | -0.12792798661524 |
40 | -8.3 | -8.28227673664311 | -0.0177232633568864 |
41 | 20.2 | 20.0688942404120 | 0.131105759588031 |
42 | -28.7 | -28.6930518896990 | -0.00694811030095195 |
43 | 1.90000000000001 | 2.10952181896409 | -0.209521818964082 |
44 | 21.4 | 21.2602982366382 | 0.139701763361758 |
45 | -0.200000000000003 | -0.321178268454279 | 0.121178268454277 |
46 | -9 | -8.87345348239838 | -0.126546517601619 |
47 | 4.60000000000001 | 4.54178660495549 | 0.058213395044515 |
48 | -12 | -11.8176062574602 | -0.182393742539791 |
49 | 4.3 | 4.32428150931842 | -0.0242815093184189 |
50 | 15.9 | 15.8597779273705 | 0.0402220726294566 |
51 | -11.1 | -11.0714010577111 | -0.0285989422889114 |
52 | -6.8 | -7.046524800813 | 0.246524800813001 |
53 | 30.4 | 30.5476352413126 | -0.147635241312614 |
54 | -46.4 | -46.4979662860791 | 0.0979662860791294 |
55 | 5.9 | 5.9820649388721 | -0.0820649388720955 |
56 | 27 | 26.8635981438018 | 0.136401856198163 |
57 | -11.7 | -11.6336520290242 | -0.0663479709757988 |
58 | 9.2 | 9.19476458757557 | 0.00523541242443354 |
59 | -1.20000000000000 | -1.24214724441312 | 0.0421472444131195 |
60 | -11.4 | -11.3319120481223 | -0.0680879518777552 |
61 | 6.5 | 6.6685671927591 | -0.168567192759104 |
62 | 19.3 | 19.2543871915154 | 0.0456128084845846 |
63 | -23.7 | -23.9341864376488 | 0.234186437648859 |
64 | 15 | 15.3009370337691 | -0.300937033769051 |
65 | 10.9 | 10.7441541262765 | 0.155845873723524 |
66 | -41.3 | -41.3282737669366 | 0.0282737669365489 |
67 | 6.3 | 6.14786001387479 | 0.152139986125209 |
68 | 28.9 | 28.9904290753924 | -0.0904290753924138 |
69 | 3.5 | 3.57736610339144 | -0.0773661033914409 |
70 | -1.60000000000001 | -1.54423918723686 | -0.0557608127631475 |
71 | -7.89999999999999 | -8.127981320386 | 0.227981320386011 |
72 | -1.5 | -1.0553405908458 | -0.444659409154201 |
73 | -4.10000000000001 | -4.0259166742944 | -0.0740833257056105 |
74 | 18.8 | 18.9754298821062 | -0.175429882106217 |
75 | -16.6 | -16.7653789265632 | 0.165378926563235 |
76 | 5.2 | 5.20315852060602 | -0.00315852060602154 |
77 | 15 | 15.0014309736061 | -0.00143097360611348 |
78 | -31.4 | -31.206095355383 | -0.193904644616997 |
79 | 0.300000000000011 | -0.245039722419085 | 0.545039722419096 |
80 | 3.7 | NA | NA |