Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 97.545 + 5.53874999999998`x `[t] -5.30886408730163M1[t] -2.22558531746031M2[t] + 12.8950148809524M3[t] -0.964563492063498M4[t] + 0.304429563492081M5[t] + 14.3591369047619M6[t] -18.4290128968254M7[t] -17.2028769841270M8[t] + 6.26683035714287M9[t] + 6.88344246031746M10[t] + 2.70005456349207M11[t] + 0.116721230158731t + 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) | 97.545 | 3.117271 | 31.2918 | 0 | 0 |
`x ` | 5.53874999999998 | 2.969448 | 1.8652 | 0.066593 | 0.033297 |
M1 | -5.30886408730163 | 3.660279 | -1.4504 | 0.151683 | 0.075842 |
M2 | -2.22558531746031 | 3.658449 | -0.6083 | 0.545049 | 0.272525 |
M3 | 12.8950148809524 | 3.677018 | 3.5069 | 0.000821 | 0.00041 |
M4 | -0.964563492063498 | 3.671017 | -0.2628 | 0.793561 | 0.39678 |
M5 | 0.304429563492081 | 3.666127 | 0.083 | 0.934072 | 0.467036 |
M6 | 14.3591369047619 | 3.662351 | 3.9207 | 0.000213 | 0.000106 |
M7 | -18.4290128968254 | 3.659693 | -5.0357 | 4e-06 | 2e-06 |
M8 | -17.2028769841270 | 3.658156 | -4.7026 | 1.4e-05 | 7e-06 |
M9 | 6.26683035714287 | 3.799089 | 1.6496 | 0.103785 | 0.051892 |
M10 | 6.88344246031746 | 3.796386 | 1.8132 | 0.074355 | 0.037177 |
M11 | 2.70005456349207 | 3.794763 | 0.7115 | 0.479269 | 0.239634 |
t | 0.116721230158731 | 0.064078 | 1.8215 | 0.073057 | 0.036529 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.881461940737189 |
R-squared | 0.776975152968172 |
Adjusted R-squared | 0.733046016431599 |
F-TEST (value) | 17.6870117244694 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 66 |
p-value | 1.11022302462516e-16 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 6.57178533306778 |
Sum Squared Residuals | 2850.43192261904 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 106.7 | 92.3528571428574 | 14.3471428571426 |
2 | 110.2 | 95.5528571428571 | 14.6471428571429 |
3 | 125.9 | 110.790178571429 | 15.1098214285714 |
4 | 100.1 | 97.0473214285714 | 3.05267857142857 |
5 | 106.4 | 98.4330357142857 | 7.9669642857143 |
6 | 114.8 | 112.604464285714 | 2.19553571428574 |
7 | 81.3 | 79.9330357142857 | 1.36696428571428 |
8 | 87 | 81.2758928571428 | 5.72410714285718 |
9 | 104.2 | 104.862321428571 | -0.662321428571399 |
10 | 108 | 105.595654761905 | 2.40434523809523 |
11 | 105 | 101.528988095238 | 3.47101190476192 |
12 | 94.5 | 98.9456547619047 | -4.44565476190473 |
13 | 92 | 93.7535119047619 | -1.75351190476185 |
14 | 95.9 | 96.9535119047619 | -1.0535119047619 |
15 | 108.8 | 112.190833333333 | -3.39083333333333 |
16 | 103.4 | 98.4479761904762 | 4.95202380952382 |
17 | 102.1 | 99.8336904761905 | 2.26630952380952 |
18 | 110.1 | 114.005119047619 | -3.90511904761906 |
19 | 83.2 | 81.3336904761905 | 1.86630952380953 |
20 | 82.7 | 82.6765476190476 | 0.0234523809523808 |
21 | 106.8 | 106.262976190476 | 0.537023809523803 |
22 | 113.7 | 106.996309523810 | 6.70369047619048 |
23 | 102.5 | 102.929642857143 | -0.429642857142853 |
24 | 96.6 | 100.346309523810 | -3.74630952380952 |
25 | 92.1 | 95.1541666666666 | -3.05416666666662 |
26 | 95.6 | 98.3541666666667 | -2.75416666666667 |
27 | 102.3 | 113.591488095238 | -11.2914880952381 |
28 | 98.6 | 99.848630952381 | -1.24863095238096 |
29 | 98.2 | 101.234345238095 | -3.03434523809524 |
30 | 104.5 | 115.405773809524 | -10.9057738095238 |
31 | 84 | 82.7343452380952 | 1.26565476190476 |
32 | 73.8 | 84.0772023809524 | -10.2772023809524 |
33 | 103.9 | 107.663630952381 | -3.76363095238096 |
34 | 106 | 108.396964285714 | -2.39696428571429 |
35 | 97.2 | 104.330297619048 | -7.13029761904762 |
36 | 102.6 | 101.746964285714 | 0.85303571428571 |
37 | 89 | 96.5548214285714 | -7.55482142857139 |
38 | 93.8 | 99.7548214285714 | -5.95482142857143 |
39 | 116.7 | 120.530892857143 | -3.83089285714285 |
40 | 106.8 | 106.788035714286 | 0.0119642857142910 |
41 | 98.5 | 108.17375 | -9.67375 |
42 | 118.7 | 122.345178571429 | -3.64517857142857 |
43 | 90 | 89.67375 | 0.326250000000014 |
44 | 91.9 | 91.0166071428571 | 0.883392857142863 |
45 | 113.3 | 114.603035714286 | -1.30303571428572 |
46 | 113.1 | 115.336369047619 | -2.23636904761905 |
47 | 104.1 | 111.269702380952 | -7.16970238095238 |
48 | 108.7 | 108.686369047619 | 0.0136309523809659 |
49 | 96.7 | 103.494226190476 | -6.79422619047614 |
50 | 101 | 106.694226190476 | -5.69422619047618 |
51 | 116.9 | 121.931547619048 | -5.03154761904762 |
52 | 105.8 | 108.188690476190 | -2.38869047619048 |
53 | 99 | 109.574404761905 | -10.5744047619048 |
54 | 129.4 | 123.745833333333 | 5.65416666666667 |
55 | 83 | 91.0744047619048 | -8.07440476190475 |
56 | 88.9 | 92.4172619047619 | -3.51726190476191 |
57 | 115.9 | 116.003690476190 | -0.103690476190482 |
58 | 104.2 | 116.737023809524 | -12.5370238095238 |
59 | 113.4 | 112.670357142857 | 0.72964285714286 |
60 | 112.2 | 110.087023809524 | 2.11297619047620 |
61 | 100.8 | 104.894880952381 | -4.09488095238091 |
62 | 107.3 | 108.094880952381 | -0.794880952380956 |
63 | 126.6 | 123.332202380952 | 3.2677976190476 |
64 | 102.9 | 109.589345238095 | -6.68934523809524 |
65 | 117.9 | 110.975059523810 | 6.92494047619047 |
66 | 128.8 | 125.146488095238 | 3.6535119047619 |
67 | 87.5 | 92.4750595238095 | -4.97505952380952 |
68 | 93.8 | 93.8179166666667 | -0.0179166666666888 |
69 | 122.7 | 117.404345238095 | 5.29565476190475 |
70 | 126.2 | 118.137678571429 | 8.06232142857142 |
71 | 124.6 | 114.071011904762 | 10.5289880952381 |
72 | 116.7 | 111.487678571429 | 5.21232142857142 |
73 | 115.2 | 106.295535714286 | 8.90446428571433 |
74 | 111.1 | 109.495535714286 | 1.60446428571427 |
75 | 129.9 | 124.732857142857 | 5.16714285714284 |
76 | 113.3 | 110.99 | 2.30999999999998 |
77 | 118.5 | 112.375714285714 | 6.1242857142857 |
78 | 133.5 | 126.547142857143 | 6.95285714285712 |
79 | 102.1 | 93.8757142857143 | 8.2242857142857 |
80 | 102.4 | 95.2185714285715 | 7.18142857142855 |