Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 100.102717391304 + 10.2278985507246x[t] -5.55753105590065M1[t] -2.35753105590062M2[t] + 12.2099120082816M3[t] -1.53294513457557M4[t] -0.147230848861288M5[t] + 14.0241977225673M6[t] -18.6472308488613M7[t] -17.3043737060041M8[t] + 5.91666666666667M9[t] + 6.65M10[t] + 2.58333333333333M11[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) | 100.102717391304 | 2.830851 | 35.3613 | 0 | 0 |
x | 10.2278985507246 | 1.505492 | 6.7937 | 0 | 0 |
M1 | -5.55753105590065 | 3.720467 | -1.4938 | 0.13993 | 0.069965 |
M2 | -2.35753105590062 | 3.720467 | -0.6337 | 0.528457 | 0.264228 |
M3 | 12.2099120082816 | 3.720467 | 3.2818 | 0.00164 | 0.00082 |
M4 | -1.53294513457557 | 3.720467 | -0.412 | 0.681633 | 0.340816 |
M5 | -0.147230848861288 | 3.720467 | -0.0396 | 0.968551 | 0.484276 |
M6 | 14.0241977225673 | 3.720467 | 3.7695 | 0.000348 | 0.000174 |
M7 | -18.6472308488613 | 3.720467 | -5.0121 | 4e-06 | 2e-06 |
M8 | -17.3043737060041 | 3.720467 | -4.6511 | 1.6e-05 | 8e-06 |
M9 | 5.91666666666667 | 3.859298 | 1.5331 | 0.129961 | 0.064981 |
M10 | 6.65 | 3.859298 | 1.7231 | 0.089481 | 0.044741 |
M11 | 2.58333333333333 | 3.859298 | 0.6694 | 0.505554 | 0.252777 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.875078894705212 |
R-squared | 0.765763071958496 |
Adjusted R-squared | 0.723810189324197 |
F-TEST (value) | 18.2529309996076 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 67 |
p-value | 1.11022302462516e-16 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 6.68450099095196 |
Sum Squared Residuals | 2993.73108436853 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 106.7 | 94.5451863354039 | 12.1548136645961 |
2 | 110.2 | 97.7451863354037 | 12.4548136645963 |
3 | 125.9 | 112.312629399586 | 13.5873706004141 |
4 | 100.1 | 98.5697722567288 | 1.53022774327122 |
5 | 106.4 | 99.955486542443 | 6.44451345755693 |
6 | 114.8 | 114.126915113872 | 0.67308488612836 |
7 | 81.3 | 81.455486542443 | -0.155486542443061 |
8 | 87 | 82.7983436853002 | 4.20165631469979 |
9 | 104.2 | 106.019384057971 | -1.819384057971 |
10 | 108 | 106.752717391304 | 1.24728260869565 |
11 | 105 | 102.686050724638 | 2.31394927536232 |
12 | 94.5 | 100.102717391304 | -5.60271739130435 |
13 | 92 | 94.5451863354037 | -2.5451863354037 |
14 | 95.9 | 97.7451863354037 | -1.84518633540372 |
15 | 108.8 | 112.312629399586 | -3.51262939958592 |
16 | 103.4 | 98.5697722567288 | 4.83022774327123 |
17 | 102.1 | 99.955486542443 | 2.14451345755693 |
18 | 110.1 | 114.126915113872 | -4.02691511387164 |
19 | 83.2 | 81.455486542443 | 1.74451345755694 |
20 | 82.7 | 82.7983436853002 | -0.0983436853002035 |
21 | 106.8 | 106.019384057971 | 0.78061594202898 |
22 | 113.7 | 106.752717391304 | 6.94728260869566 |
23 | 102.5 | 102.686050724638 | -0.186050724637679 |
24 | 96.6 | 100.102717391304 | -3.50271739130435 |
25 | 92.1 | 94.5451863354037 | -2.44518633540371 |
26 | 95.6 | 97.7451863354037 | -2.14518633540373 |
27 | 102.3 | 112.312629399586 | -10.0126293995859 |
28 | 98.6 | 98.5697722567288 | 0.0302277432712211 |
29 | 98.2 | 99.955486542443 | -1.75548654244306 |
30 | 104.5 | 114.126915113872 | -9.62691511387164 |
31 | 84 | 81.455486542443 | 2.54451345755694 |
32 | 73.8 | 82.7983436853002 | -8.99834368530021 |
33 | 103.9 | 106.019384057971 | -2.11938405797101 |
34 | 106 | 106.752717391304 | -0.752717391304345 |
35 | 97.2 | 102.686050724638 | -5.48605072463767 |
36 | 102.6 | 100.102717391304 | 2.49728260869565 |
37 | 89 | 94.5451863354037 | -5.5451863354037 |
38 | 93.8 | 97.7451863354037 | -3.94518633540373 |
39 | 116.7 | 122.540527950311 | -5.84052795031056 |
40 | 106.8 | 108.797670807453 | -1.99767080745342 |
41 | 98.5 | 110.183385093168 | -11.6833850931677 |
42 | 118.7 | 124.354813664596 | -5.65481366459628 |
43 | 90 | 91.6833850931677 | -1.6833850931677 |
44 | 91.9 | 93.0262422360248 | -1.12624223602484 |
45 | 113.3 | 116.247282608696 | -2.94728260869566 |
46 | 113.1 | 116.980615942029 | -3.88061594202899 |
47 | 104.1 | 112.913949275362 | -8.81394927536232 |
48 | 108.7 | 110.330615942029 | -1.63061594202899 |
49 | 96.7 | 104.773084886128 | -8.07308488612834 |
50 | 101 | 107.973084886128 | -6.97308488612837 |
51 | 116.9 | 122.540527950311 | -5.64052795031056 |
52 | 105.8 | 108.797670807453 | -2.99767080745342 |
53 | 99 | 110.183385093168 | -11.1833850931677 |
54 | 129.4 | 124.354813664596 | 5.04518633540373 |
55 | 83 | 91.6833850931677 | -8.6833850931677 |
56 | 88.9 | 93.0262422360248 | -4.12624223602484 |
57 | 115.9 | 116.247282608696 | -0.347282608695653 |
58 | 104.2 | 116.980615942029 | -12.7806159420290 |
59 | 113.4 | 112.913949275362 | 0.486050724637686 |
60 | 112.2 | 110.330615942029 | 1.86938405797101 |
61 | 100.8 | 104.773084886128 | -3.97308488612835 |
62 | 107.3 | 107.973084886128 | -0.673084886128371 |
63 | 126.6 | 122.540527950311 | 4.05947204968943 |
64 | 102.9 | 108.797670807453 | -5.89767080745341 |
65 | 117.9 | 110.183385093168 | 7.7166149068323 |
66 | 128.8 | 124.354813664596 | 4.44518633540374 |
67 | 87.5 | 91.6833850931677 | -4.1833850931677 |
68 | 93.8 | 93.0262422360248 | 0.773757763975149 |
69 | 122.7 | 116.247282608696 | 6.45271739130434 |
70 | 126.2 | 116.980615942029 | 9.21938405797102 |
71 | 124.6 | 112.913949275362 | 11.6860507246377 |
72 | 116.7 | 110.330615942029 | 6.36938405797101 |
73 | 115.2 | 104.773084886128 | 10.4269151138717 |
74 | 111.1 | 107.973084886128 | 3.12691511387163 |
75 | 129.9 | 122.540527950311 | 7.35947204968944 |
76 | 113.3 | 108.797670807453 | 4.50232919254658 |
77 | 118.5 | 110.183385093168 | 8.3166149068323 |
78 | 133.5 | 124.354813664596 | 9.14518633540373 |
79 | 102.1 | 91.6833850931677 | 10.4166149068323 |
80 | 102.4 | 93.0262422360249 | 9.37375776397515 |