Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 10.7769305310332 -0.00142148930178946V2[t] -0.126224441924607M1[t] -1.42498067086984M2[t] -1.00092731366402M3[t] -1.60708946602567M4[t] -1.97763090471127M5[t] -2.03046948444693M6[t] -1.95539175083042M7[t] -1.73814736322608M8[t] -2.06285463383341M9[t] -1.45685064599854M10[t] -1.57828494644998M11[t] -0.0356402673962946t + 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) | 10.7769305310332 | 0.247092 | 43.6151 | 0 | 0 |
V2 | -0.00142148930178946 | 0.000243 | -5.8504 | 0.000162 | 8.1e-05 |
M1 | -0.126224441924607 | 0.255499 | -0.494 | 0.631955 | 0.315978 |
M2 | -1.42498067086984 | 0.259282 | -5.4959 | 0.000263 | 0.000132 |
M3 | -1.00092731366402 | 0.252254 | -3.9679 | 0.002652 | 0.001326 |
M4 | -1.60708946602567 | 0.25074 | -6.4094 | 7.7e-05 | 3.9e-05 |
M5 | -1.97763090471127 | 0.245652 | -8.0505 | 1.1e-05 | 6e-06 |
M6 | -2.03046948444693 | 0.242539 | -8.3717 | 8e-06 | 4e-06 |
M7 | -1.95539175083042 | 0.243953 | -8.0155 | 1.2e-05 | 6e-06 |
M8 | -1.73814736322608 | 0.247601 | -7.02 | 3.6e-05 | 1.8e-05 |
M9 | -2.06285463383341 | 0.237094 | -8.7006 | 6e-06 | 3e-06 |
M10 | -1.45685064599854 | 0.237092 | -6.1447 | 0.000109 | 5.5e-05 |
M11 | -1.57828494644998 | 0.236018 | -6.6871 | 5.5e-05 | 2.7e-05 |
t | -0.0356402673962946 | 0.008022 | -4.4426 | 0.001249 | 0.000625 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.979886770587539 |
R-squared | 0.960178083172476 |
Adjusted R-squared | 0.908409591296696 |
F-TEST (value) | 18.5475382492586 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 10 |
p-value | 2.8662040530536e-05 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.235764201915993 |
Sum Squared Residuals | 0.555847589050849 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 9 | 9.32008906778208 | -0.320089067782082 |
2 | 8 | 7.9800066142334 | 0.0199933857665987 |
3 | 9 | 9.02656925077145 | -0.0265692507714503 |
4 | 9 | 8.86807319362192 | 0.131926806378075 |
5 | 8 | 7.95015533889582 | 0.0498446611041782 |
6 | 8 | 8.20567690279692 | -0.205676902796923 |
7 | 8 | 8.02620501654156 | -0.0262050165415588 |
8 | 8 | 7.86523021501835 | 0.134769784981654 |
9 | 8 | 8.07916435493766 | -0.0791643549376605 |
10 | 8 | 8.04113065421035 | -0.0411306542103476 |
11 | 8 | 7.91817182960556 | 0.0818281703944409 |
12 | 10 | 9.71952756158493 | 0.280472438415074 |
13 | 10 | 9.67991093221792 | 0.320089067782082 |
14 | 8 | 8.0199933857666 | -0.0199933857665987 |
15 | 8 | 7.97343074922855 | 0.0265692507714503 |
16 | 8 | 8.13192680637808 | -0.131926806378075 |
17 | 8 | 8.04984466110418 | -0.0498446611041783 |
18 | 7 | 6.79432309720308 | 0.205676902796923 |
19 | 8 | 7.97379498345844 | 0.0262050165415587 |
20 | 7 | 7.13476978498165 | -0.134769784981654 |
21 | 7 | 6.92083564506234 | 0.0791643549376605 |
22 | 8 | 7.95886934578965 | 0.0411306542103477 |
23 | 8 | 8.08182817039444 | -0.081828170394441 |
24 | 9 | 9.28047243841507 | -0.280472438415074 |