Multiple Linear Regression - Estimated Regression Equation |
Aardolie[t] = + 86.4925170068026 + 75.3112244897961Irakoorlog[t] + 0.451870748299337M1[t] + 2.50187074829923M2[t] -4.61666666666666M3[t] -1.51666666666667M4[t] + 0.466666666666678M5[t] + 2.96666666666668M6[t] + 7.96666666666666M7[t] + 14.6166666666667M8[t] + 7.71666666666667M9[t] + 4.41666666666667M10[t] -2.5M11[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) | 86.4925170068026 | 20.019705 | 4.3204 | 6.1e-05 | 3e-05 |
Irakoorlog | 75.3112244897961 | 11.250103 | 6.6943 | 0 | 0 |
M1 | 0.451870748299337 | 26.31712 | 0.0172 | 0.986359 | 0.493179 |
M2 | 2.50187074829923 | 26.31712 | 0.0951 | 0.924584 | 0.462292 |
M3 | -4.61666666666666 | 26.25024 | -0.1759 | 0.860997 | 0.430499 |
M4 | -1.51666666666667 | 26.25024 | -0.0578 | 0.954121 | 0.477061 |
M5 | 0.466666666666678 | 26.25024 | 0.0178 | 0.985876 | 0.492938 |
M6 | 2.96666666666668 | 26.25024 | 0.113 | 0.910402 | 0.455201 |
M7 | 7.96666666666666 | 26.25024 | 0.3035 | 0.762585 | 0.381292 |
M8 | 14.6166666666667 | 26.25024 | 0.5568 | 0.579756 | 0.289878 |
M9 | 7.71666666666667 | 26.25024 | 0.294 | 0.769816 | 0.384908 |
M10 | 4.41666666666667 | 26.25024 | 0.1683 | 0.86696 | 0.43348 |
M11 | -2.5 | 26.25024 | -0.0952 | 0.924449 | 0.462225 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.664553012068554 |
R-squared | 0.441630705849387 |
Adjusted R-squared | 0.328064069750957 |
F-TEST (value) | 3.88873634917406 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 59 |
p-value | 0.000215146292460888 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 45.4667497447671 |
Sum Squared Residuals | 121966.294608844 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 90.8 | 86.944387755102 | 3.85561224489801 |
2 | 96.4 | 88.9943877551025 | 7.4056122448975 |
3 | 90 | 81.875850340136 | 8.12414965986397 |
4 | 92.1 | 84.975850340136 | 7.12414965986395 |
5 | 97.2 | 86.9591836734694 | 10.2408163265306 |
6 | 95.1 | 89.4591836734694 | 5.64081632653064 |
7 | 88.5 | 94.4591836734694 | -5.95918367346938 |
8 | 91 | 101.109183673469 | -10.1091836734694 |
9 | 90.5 | 94.2091836734694 | -3.70918367346938 |
10 | 75 | 90.9091836734694 | -15.9091836734694 |
11 | 66.3 | 83.9925170068027 | -17.6925170068027 |
12 | 66 | 86.4925170068027 | -20.4925170068027 |
13 | 68.4 | 86.944387755102 | -18.5443877551021 |
14 | 70.6 | 88.994387755102 | -18.3943877551019 |
15 | 83.9 | 81.875850340136 | 2.02414965986396 |
16 | 90.1 | 84.975850340136 | 5.12414965986395 |
17 | 90.6 | 86.9591836734694 | 3.64081632653062 |
18 | 87.1 | 89.4591836734694 | -2.35918367346937 |
19 | 90.8 | 94.4591836734694 | -3.65918367346937 |
20 | 94.1 | 101.109183673469 | -7.00918367346936 |
21 | 99.8 | 94.2091836734694 | 5.59081632653062 |
22 | 96.8 | 90.9091836734694 | 5.89081632653062 |
23 | 87 | 83.9925170068027 | 3.00748299319730 |
24 | 96.3 | 86.4925170068027 | 9.8074829931973 |
25 | 107.1 | 86.944387755102 | 20.1556122448979 |
26 | 115.2 | 88.994387755102 | 26.2056122448981 |
27 | 106.1 | 157.187074829932 | -51.087074829932 |
28 | 89.5 | 160.287074829932 | -70.787074829932 |
29 | 91.3 | 162.270408163265 | -70.9704081632653 |
30 | 97.6 | 164.770408163265 | -67.1704081632653 |
31 | 100.7 | 169.770408163265 | -69.0704081632653 |
32 | 104.6 | 176.420408163265 | -71.8204081632653 |
33 | 94.7 | 169.520408163265 | -74.8204081632653 |
34 | 101.8 | 166.220408163265 | -64.4204081632653 |
35 | 102.5 | 159.303741496599 | -56.8037414965987 |
36 | 105.3 | 161.803741496599 | -56.5037414965986 |
37 | 110.3 | 162.255612244898 | -51.955612244898 |
38 | 109.8 | 164.305612244898 | -54.5056122448979 |
39 | 117.3 | 157.187074829932 | -39.887074829932 |
40 | 118.8 | 160.287074829932 | -41.487074829932 |
41 | 131.3 | 162.270408163265 | -30.9704081632653 |
42 | 125.9 | 164.770408163265 | -38.8704081632653 |
43 | 133.1 | 169.770408163265 | -36.6704081632653 |
44 | 147 | 176.420408163265 | -29.4204081632653 |
45 | 145.8 | 169.520408163265 | -23.7204081632653 |
46 | 164.4 | 166.220408163265 | -1.82040816326531 |
47 | 149.8 | 159.303741496599 | -9.50374149659863 |
48 | 137.7 | 161.803741496599 | -24.1037414965986 |
49 | 151.7 | 162.255612244898 | -10.555612244898 |
50 | 156.8 | 164.305612244898 | -7.50561224489786 |
51 | 180 | 157.187074829932 | 22.812925170068 |
52 | 180.4 | 160.287074829932 | 20.1129251700680 |
53 | 170.4 | 162.270408163265 | 8.1295918367347 |
54 | 191.6 | 164.770408163265 | 26.8295918367347 |
55 | 199.5 | 169.770408163265 | 29.7295918367347 |
56 | 218.2 | 176.420408163265 | 41.7795918367347 |
57 | 217.5 | 169.520408163265 | 47.9795918367347 |
58 | 205 | 166.220408163265 | 38.7795918367347 |
59 | 194 | 159.303741496599 | 34.6962585034014 |
60 | 199.3 | 161.803741496599 | 37.4962585034014 |
61 | 219.3 | 162.255612244898 | 57.044387755102 |
62 | 211.1 | 164.305612244898 | 46.7943877551021 |
63 | 215.2 | 157.187074829932 | 58.012925170068 |
64 | 240.2 | 160.287074829932 | 79.912925170068 |
65 | 242.2 | 162.270408163265 | 79.9295918367347 |
66 | 240.7 | 164.770408163265 | 75.9295918367346 |
67 | 255.4 | 169.770408163265 | 85.6295918367347 |
68 | 253 | 176.420408163265 | 76.5795918367347 |
69 | 218.2 | 169.520408163265 | 48.6795918367347 |
70 | 203.7 | 166.220408163265 | 37.4795918367347 |
71 | 205.6 | 159.303741496599 | 46.2962585034013 |
72 | 215.6 | 161.803741496599 | 53.7962585034014 |