Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 16510.6896674354 + 0.251370081323887Y1[t] + 0.291282697554051Y2[t] -992.075478863592M1[t] -4371.92634928235M2[t] -8944.9925952338M3[t] -5710.44611500409M4[t] -10306.7772526267M5[t] -10751.6786143463M6[t] -6642.18393311063M7[t] -4079.73917109206M8[t] -9912.24814850308M9[t] -15067.1659191166M10[t] + 4798.2828258261M11[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) | 16510.6896674354 | 3343.172545 | 4.9386 | 5e-06 | 3e-06 |
Y1 | 0.251370081323887 | 0.116551 | 2.1567 | 0.034565 | 0.017282 |
Y2 | 0.291282697554051 | 0.116045 | 2.5101 | 0.014455 | 0.007228 |
M1 | -992.075478863592 | 2386.407136 | -0.4157 | 0.678924 | 0.339462 |
M2 | -4371.92634928235 | 2004.227409 | -2.1814 | 0.032618 | 0.016309 |
M3 | -8944.9925952338 | 2491.833178 | -3.5897 | 0.00062 | 0.00031 |
M4 | -5710.44611500409 | 2399.809757 | -2.3795 | 0.020146 | 0.010073 |
M5 | -10306.7772526267 | 1908.548033 | -5.4003 | 1e-06 | 0 |
M6 | -10751.6786143463 | 2423.762695 | -4.4359 | 3.4e-05 | 1.7e-05 |
M7 | -6642.18393311063 | 2101.60275 | -3.1605 | 0.002352 | 0.001176 |
M8 | -4079.73917109206 | 1809.599338 | -2.2545 | 0.02739 | 0.013695 |
M9 | -9912.24814850308 | 1747.228896 | -5.6731 | 0 | 0 |
M10 | -15067.1659191166 | 2335.655589 | -6.4509 | 0 | 0 |
M11 | 4798.2828258261 | 2576.42146 | 1.8624 | 0.06687 | 0.033435 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.953135347564555 |
R-squared | 0.908466990777004 |
Adjusted R-squared | 0.890968033131431 |
F-TEST (value) | 51.9154917211224 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 68 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1875.05245376751 |
Sum Squared Residuals | 239075875.897811 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 29462 | 31502.9365908092 | -2040.93659080918 |
2 | 26105 | 27429.9425596032 | -1324.94255960315 |
3 | 22397 | 22709.4838804992 | -312.483880499165 |
4 | 23843 | 24034.1140834909 | -191.114083490946 |
5 | 21705 | 18721.1878409322 | 2983.81215906777 |
6 | 18089 | 18160.0520260053 | -71.052026005286 |
7 | 20764 | 20737.8300858033 | 26.1699141967162 |
8 | 25316 | 22919.4115810078 | 2396.58841899221 |
9 | 17704 | 19010.3204297402 | -1306.32042974019 |
10 | 15548 | 13267.8924393553 | 2280.10756064471 |
11 | 28029 | 30374.1433951823 | -2345.14339518225 |
12 | 29383 | 28085.2050584330 | 1297.79494156696 |
13 | 36438 | 31068.9840178541 | 5369.0159821459 |
14 | 32034 | 29856.9458436636 | 2177.05415633645 |
15 | 22679 | 26231.8451908056 | -3552.84519080555 |
16 | 24319 | 25832.0155602223 | -1513.01556022225 |
17 | 18004 | 18922.9817203526 | -918.981720352644 |
18 | 17537 | 17368.3819190613 | 168.618080938683 |
19 | 20366 | 19521.0365372649 | 844.963462735053 |
20 | 22782 | 22658.5782395911 | 123.421760408949 |
21 | 19169 | 18257.4181300390 | 911.581869961049 |
22 | 13807 | 12898.0392528928 | 908.96074710718 |
23 | 29743 | 30363.2372355140 | -620.237235514046 |
24 | 25591 | 28008.9302013806 | -2417.93020138058 |
25 | 29096 | 30615.0472130816 | -1519.04721308157 |
26 | 26482 | 26906.8427174586 | -424.842717458617 |
27 | 22405 | 22697.6409338535 | -292.640933853485 |
28 | 27044 | 24145.9386211194 | 2898.06137888059 |
29 | 17970 | 19528.1537328304 | -1558.15373283043 |
30 | 18730 | 18153.5806871311 | 576.419312868906 |
31 | 19684 | 19811.0174325675 | -127.017432567508 |
32 | 19785 | 22834.6441023101 | -3049.64410231014 |
33 | 18479 | 17305.4071965794 | 1173.59280342060 |
34 | 10698 | 11851.6196522098 | -1153.61965220984 |
35 | 31956 | 29380.7425913658 | 2575.25740863421 |
36 | 29506 | 27659.6142846548 | 1846.38571534520 |
37 | 34506 | 32243.7696911517 | 2262.23030884830 |
38 | 27165 | 29407.1266183450 | -2242.12661834495 |
39 | 26736 | 24445.1660931651 | 2290.83390683488 |
40 | 23691 | 25433.5685257626 | -1742.56852576258 |
41 | 18157 | 19946.8552132580 | -1789.85521325803 |
42 | 17328 | 17223.9160074399 | 104.083992560075 |
43 | 18205 | 19513.0664429940 | -1308.06644299403 |
44 | 20995 | 22054.4894100613 | -1059.48941006134 |
45 | 17382 | 17178.7578852989 | 203.242114701141 |
46 | 9367 | 11928.3187370379 | -2561.31873703794 |
47 | 31124 | 28726.6318939069 | 2397.3681060931 |
48 | 26551 | 27062.7771065489 | -511.777106548881 |
49 | 30651 | 31258.6238964747 | -607.62389647465 |
50 | 25859 | 27577.3545835692 | -1718.35458356915 |
51 | 25100 | 22993.9819678853 | 2106.01803211475 |
52 | 25778 | 24641.9118697111 | 1136.08813028889 |
53 | 20418 | 19994.9260797826 | 423.073920217445 |
54 | 18688 | 18400.1707511085 | 287.829248891461 |
55 | 20424 | 20513.5199327642 | -89.5199327642223 |
56 | 24776 | 23008.4240891926 | 1767.57591080745 |
57 | 19814 | 18775.5444686569 | 1038.45553134309 |
58 | 12738 | 13640.9906542695 | -902.9906542695 |
59 | 31566 | 30282.3999585012 | 1283.60004149882 |
60 | 30111 | 28155.7966559487 | 1955.20334405126 |
61 | 30019 | 32282.2483383066 | -2263.24833830658 |
62 | 31934 | 28455.4550954649 | 3478.54490453512 |
63 | 25826 | 24336.9645470737 | 1489.03545292630 |
64 | 26835 | 26593.9489363931 | 241.051063606884 |
65 | 20205 | 20472.0954941661 | -267.095494166143 |
66 | 17789 | 18654.5147351012 | -865.514735101183 |
67 | 20520 | 20225.4950150750 | 294.504984924965 |
68 | 22518 | 22770.6924718986 | -252.69247189855 |
69 | 15572 | 18235.9139639928 | -2663.91396399277 |
70 | 11509 | 11916.9624382165 | -407.962438216525 |
71 | 25447 | 28737.8449255298 | -3290.84492552983 |
72 | 24090 | 26259.6766930340 | -2169.67669303395 |
73 | 27786 | 28986.3902523222 | -1200.39025232222 |
74 | 26195 | 26140.3325818957 | 54.6674181043054 |
75 | 20516 | 22243.9173867177 | -1727.91738671772 |
76 | 22759 | 23587.5024033006 | -828.502403300579 |
77 | 19028 | 17900.7999186780 | 1127.20008132203 |
78 | 16971 | 17171.3838741527 | -200.383874152656 |
79 | 20036 | 19677.0345535310 | 358.965446469022 |
80 | 22485 | 22410.7601059386 | 74.2398940614242 |
81 | 18730 | 18086.6379256929 | 643.362074307082 |
82 | 14538 | 12701.1768260181 | 1836.82317398192 |