Multiple Linear Regression - Estimated Regression Equation |
Aardolie[t] = + 26.6413265306123 -44.3911564625851Irakoorlog[t] + 17.0772014361301M1[t] + 15.8021352985639M2[t] + 25.3089285714286M3[t] + 25.0838624338624M4[t] + 23.7421296296296M5[t] + 22.9170634920635M6[t] + 24.5919973544973M7[t] + 27.9169312169312M8[t] + 17.6918650793651M9[t] + 11.0667989417990M10[t] + 0.825066137566143M11[t] + 3.32506613756614t + 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) | 26.6413265306123 | 9.260839 | 2.8768 | 0.005613 | 0.002807 |
Irakoorlog | -44.3911564625851 | 8.731203 | -5.0842 | 4e-06 | 2e-06 |
M1 | 17.0772014361301 | 11.232989 | 1.5203 | 0.133876 | 0.066938 |
M2 | 15.8021352985639 | 11.216482 | 1.4088 | 0.164224 | 0.082112 |
M3 | 25.3089285714286 | 11.307104 | 2.2383 | 0.029054 | 0.014527 |
M4 | 25.0838624338624 | 11.276108 | 2.2245 | 0.03002 | 0.01501 |
M5 | 23.7421296296296 | 11.248688 | 2.1107 | 0.039124 | 0.019562 |
M6 | 22.9170634920635 | 11.22487 | 2.0416 | 0.045745 | 0.022873 |
M7 | 24.5919973544973 | 11.204676 | 2.1948 | 0.032195 | 0.016098 |
M8 | 27.9169312169312 | 11.188127 | 2.4952 | 0.015455 | 0.007728 |
M9 | 17.6918650793651 | 11.175238 | 1.5831 | 0.11883 | 0.059415 |
M10 | 11.0667989417990 | 11.166023 | 0.9911 | 0.325747 | 0.162873 |
M11 | 0.825066137566143 | 11.16049 | 0.0739 | 0.941323 | 0.470661 |
t | 3.32506613756614 | 0.202918 | 16.3863 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.949111791224152 |
R-squared | 0.900813192240718 |
Adjusted R-squared | 0.878581666363637 |
F-TEST (value) | 40.5196295216699 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 58 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 19.3273410810022 |
Sum Squared Residuals | 21665.6745691610 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 90.8 | 47.0435941043083 | 43.7564058956917 |
2 | 96.4 | 49.0935941043081 | 47.3064058956919 |
3 | 90 | 61.9254535147394 | 28.0745464852606 |
4 | 92.1 | 65.0254535147392 | 27.0745464852608 |
5 | 97.2 | 67.0087868480726 | 30.1912131519274 |
6 | 95.1 | 69.5087868480725 | 25.5912131519275 |
7 | 88.5 | 74.5087868480726 | 13.9912131519274 |
8 | 91 | 81.1587868480726 | 9.84121315192742 |
9 | 90.5 | 74.2587868480725 | 16.2412131519275 |
10 | 75 | 70.9587868480725 | 4.04121315192745 |
11 | 66.3 | 64.042120181406 | 2.25787981859408 |
12 | 66 | 66.5421201814059 | -0.542120181405874 |
13 | 68.4 | 86.944387755102 | -18.5443877551021 |
14 | 70.6 | 88.9943877551019 | -18.3943877551019 |
15 | 83.9 | 101.826247165533 | -17.9262471655328 |
16 | 90.1 | 104.926247165533 | -14.8262471655329 |
17 | 90.6 | 106.909580498866 | -16.3095804988662 |
18 | 87.1 | 109.409580498866 | -22.3095804988662 |
19 | 90.8 | 114.409580498866 | -23.6095804988662 |
20 | 94.1 | 121.059580498866 | -26.9595804988662 |
21 | 99.8 | 114.159580498866 | -14.3595804988662 |
22 | 96.8 | 110.859580498866 | -14.0595804988662 |
23 | 87 | 103.942913832200 | -16.9429138321995 |
24 | 96.3 | 106.442913832200 | -10.1429138321995 |
25 | 107.1 | 126.845181405896 | -19.7451814058957 |
26 | 115.2 | 128.895181405896 | -13.6951814058957 |
27 | 106.1 | 97.3358843537415 | 8.76411564625847 |
28 | 89.5 | 100.435884353742 | -10.9358843537415 |
29 | 91.3 | 102.419217687075 | -11.1192176870749 |
30 | 97.6 | 104.919217687075 | -7.3192176870749 |
31 | 100.7 | 109.919217687075 | -9.21921768707487 |
32 | 104.6 | 116.569217687075 | -11.9692176870749 |
33 | 94.7 | 109.669217687075 | -14.9692176870749 |
34 | 101.8 | 106.369217687075 | -4.56921768707488 |
35 | 102.5 | 99.4525510204082 | 3.04744897959180 |
36 | 105.3 | 101.952551020408 | 3.34744897959183 |
37 | 110.3 | 122.354818594104 | -12.0548185941044 |
38 | 109.8 | 124.404818594104 | -14.6048185941044 |
39 | 117.3 | 137.236678004535 | -19.9366780045351 |
40 | 118.8 | 140.336678004535 | -21.5366780045352 |
41 | 131.3 | 142.320011337868 | -11.0200113378685 |
42 | 125.9 | 144.820011337868 | -18.9200113378685 |
43 | 133.1 | 149.820011337868 | -16.7200113378685 |
44 | 147 | 156.470011337868 | -9.47001133786849 |
45 | 145.8 | 149.570011337868 | -3.77001133786848 |
46 | 164.4 | 146.270011337868 | 18.1299886621315 |
47 | 149.8 | 139.353344671202 | 10.4466553287982 |
48 | 137.7 | 141.853344671202 | -4.15334467120182 |
49 | 151.7 | 162.255612244898 | -10.5556122448980 |
50 | 156.8 | 164.305612244898 | -7.50561224489802 |
51 | 180 | 177.137471655329 | 2.86252834467124 |
52 | 180.4 | 180.237471655329 | 0.162528344671212 |
53 | 170.4 | 182.220804988662 | -11.8208049886621 |
54 | 191.6 | 184.720804988662 | 6.87919501133787 |
55 | 199.5 | 189.720804988662 | 9.77919501133788 |
56 | 218.2 | 196.370804988662 | 21.8291950113379 |
57 | 217.5 | 189.470804988662 | 28.0291950113379 |
58 | 205 | 186.170804988662 | 18.8291950113379 |
59 | 194 | 179.254138321995 | 14.7458616780046 |
60 | 199.3 | 181.754138321995 | 17.5458616780046 |
61 | 219.3 | 202.156405895692 | 17.1435941043084 |
62 | 211.1 | 204.206405895692 | 6.89359410430833 |
63 | 215.2 | 217.038265306122 | -1.83826530612242 |
64 | 240.2 | 220.138265306122 | 20.0617346938776 |
65 | 242.2 | 222.121598639456 | 20.0784013605442 |
66 | 240.7 | 224.621598639456 | 16.0784013605442 |
67 | 255.4 | 229.621598639456 | 25.7784013605442 |
68 | 253 | 236.271598639456 | 16.7284013605443 |
69 | 218.2 | 229.371598639456 | -11.1715986394558 |
70 | 203.7 | 226.071598639456 | -22.3715986394558 |
71 | 205.6 | 219.154931972789 | -13.5549319727891 |
72 | 215.6 | 221.654931972789 | -6.05493197278908 |