Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 12600.7142857143 + 17310.5714285714M1[t] + 14871.1428571429M2[t] + 18536.1428571428M3[t] + 15367M4[t] + 11064.8571428571M5[t] + 12294.8571428572M6[t] + 6754.57142857143M7[t] + 5275.28571428572M8[t] + 7399.14285714286M9[t] + 10064.5714285714M10[t] + 5520.71428571429M11[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) | 12600.7142857143 | 772.408988 | 16.3135 | 0 | 0 |
M1 | 17310.5714285714 | 1092.351266 | 15.8471 | 0 | 0 |
M2 | 14871.1428571429 | 1092.351266 | 13.6139 | 0 | 0 |
M3 | 18536.1428571428 | 1092.351266 | 16.969 | 0 | 0 |
M4 | 15367 | 1092.351266 | 14.0678 | 0 | 0 |
M5 | 11064.8571428571 | 1092.351266 | 10.1294 | 0 | 0 |
M6 | 12294.8571428572 | 1092.351266 | 11.2554 | 0 | 0 |
M7 | 6754.57142857143 | 1092.351266 | 6.1835 | 0 | 0 |
M8 | 5275.28571428572 | 1092.351266 | 4.8293 | 7e-06 | 4e-06 |
M9 | 7399.14285714286 | 1092.351266 | 6.7736 | 0 | 0 |
M10 | 10064.5714285714 | 1092.351266 | 9.2137 | 0 | 0 |
M11 | 5520.71428571429 | 1092.351266 | 5.054 | 3e-06 | 2e-06 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.942751700457095 |
R-squared | 0.888780768714744 |
Adjusted R-squared | 0.87178894171283 |
F-TEST (value) | 52.3063687391958 |
F-TEST (DF numerator) | 11 |
F-TEST (DF denominator) | 72 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2043.60209236161 |
Sum Squared Residuals | 300694284.857143 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 31514 | 29911.2857142857 | 1602.71428571434 |
2 | 27071 | 27471.8571428571 | -400.85714285711 |
3 | 29462 | 31136.8571428572 | -1674.85714285722 |
4 | 26105 | 27967.7142857143 | -1862.71428571426 |
5 | 22397 | 23665.5714285714 | -1268.57142857144 |
6 | 23843 | 24895.5714285714 | -1052.57142857141 |
7 | 21705 | 19355.2857142857 | 2349.71428571426 |
8 | 18089 | 17876 | 213.000000000005 |
9 | 20764 | 19999.8571428571 | 764.142857142866 |
10 | 25316 | 22665.2857142857 | 2650.71428571428 |
11 | 17704 | 18121.4285714286 | -417.428571428569 |
12 | 15548 | 12600.7142857143 | 2947.28571428571 |
13 | 28029 | 29911.2857142857 | -1882.28571428572 |
14 | 29383 | 27471.8571428571 | 1911.14285714285 |
15 | 36438 | 31136.8571428571 | 5301.14285714287 |
16 | 32034 | 27967.7142857143 | 4066.28571428571 |
17 | 22679 | 23665.5714285714 | -986.571428571426 |
18 | 24319 | 24895.5714285714 | -576.571428571433 |
19 | 18004 | 19355.2857142857 | -1351.28571428571 |
20 | 17537 | 17876 | -339.000000000001 |
21 | 20366 | 19999.8571428571 | 366.142857142856 |
22 | 22782 | 22665.2857142857 | 116.714285714287 |
23 | 19169 | 18121.4285714286 | 1047.57142857143 |
24 | 13807 | 12600.7142857143 | 1206.28571428572 |
25 | 29743 | 29911.2857142857 | -168.285714285723 |
26 | 25591 | 27471.8571428571 | -1880.85714285715 |
27 | 29096 | 31136.8571428571 | -2040.85714285713 |
28 | 26482 | 27967.7142857143 | -1485.71428571429 |
29 | 22405 | 23665.5714285714 | -1260.57142857143 |
30 | 27044 | 24895.5714285714 | 2148.42857142857 |
31 | 17970 | 19355.2857142857 | -1385.28571428571 |
32 | 18730 | 17876 | 854 |
33 | 19684 | 19999.8571428571 | -315.857142857144 |
34 | 19785 | 22665.2857142857 | -2880.28571428571 |
35 | 18479 | 18121.4285714286 | 357.571428571428 |
36 | 10698 | 12600.7142857143 | -1902.71428571428 |
37 | 31956 | 29911.2857142857 | 2044.71428571428 |
38 | 29506 | 27471.8571428571 | 2034.14285714285 |
39 | 34506 | 31136.8571428571 | 3369.14285714287 |
40 | 27165 | 27967.7142857143 | -802.71428571429 |
41 | 26736 | 23665.5714285714 | 3070.42857142857 |
42 | 23691 | 24895.5714285714 | -1204.57142857143 |
43 | 18157 | 19355.2857142857 | -1198.28571428571 |
44 | 17328 | 17876 | -548.000000000001 |
45 | 18205 | 19999.8571428571 | -1794.85714285714 |
46 | 20995 | 22665.2857142857 | -1670.28571428571 |
47 | 17382 | 18121.4285714286 | -739.428571428572 |
48 | 9367 | 12600.7142857143 | -3233.71428571428 |
49 | 31124 | 29911.2857142857 | 1212.71428571428 |
50 | 26551 | 27471.8571428571 | -920.857142857148 |
51 | 30651 | 31136.8571428571 | -485.857142857129 |
52 | 25859 | 27967.7142857143 | -2108.71428571429 |
53 | 25100 | 23665.5714285714 | 1434.42857142857 |
54 | 25778 | 24895.5714285714 | 882.428571428567 |
55 | 20418 | 19355.2857142857 | 1062.71428571429 |
56 | 18688 | 17876 | 812 |
57 | 20424 | 19999.8571428571 | 424.142857142856 |
58 | 24776 | 22665.2857142857 | 2110.71428571429 |
59 | 19814 | 18121.4285714286 | 1692.57142857143 |
60 | 12738 | 12600.7142857143 | 137.285714285716 |
61 | 31566 | 29911.2857142857 | 1654.71428571428 |
62 | 30111 | 27471.8571428571 | 2639.14285714285 |
63 | 30019 | 31136.8571428571 | -1117.85714285713 |
64 | 31934 | 27967.7142857143 | 3966.28571428571 |
65 | 25826 | 23665.5714285714 | 2160.42857142857 |
66 | 26835 | 24895.5714285714 | 1939.42857142857 |
67 | 20205 | 19355.2857142857 | 849.714285714289 |
68 | 17789 | 17876 | -87.0000000000007 |
69 | 20520 | 19999.8571428571 | 520.142857142856 |
70 | 22518 | 22665.2857142857 | -147.285714285713 |
71 | 15572 | 18121.4285714286 | -2549.42857142857 |
72 | 11509 | 12600.7142857143 | -1091.71428571428 |
73 | 25447 | 29911.2857142857 | -4464.28571428572 |
74 | 24090 | 27471.8571428571 | -3381.85714285715 |
75 | 27786 | 31136.8571428571 | -3350.85714285713 |
76 | 26195 | 27967.7142857143 | -1772.71428571429 |
77 | 20516 | 23665.5714285714 | -3149.57142857143 |
78 | 22759 | 24895.5714285714 | -2136.57142857143 |
79 | 19028 | 19355.2857142857 | -327.285714285711 |
80 | 16971 | 17876 | -905.000000000001 |
81 | 20036 | 19999.8571428571 | 36.1428571428556 |
82 | 22485 | 22665.2857142857 | -180.285714285713 |
83 | 18730 | 18121.4285714286 | 608.571428571428 |
84 | 14538 | 12600.7142857143 | 1937.28571428572 |