Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 7.9589090909091 -0.664848484848485x[t] + 0.00684848484848708M1[t] -0.109818181818181M2[t] -0.259818181818182M3[t] -0.543151515151516M4[t] -0.776484848484849M5[t] -0.793151515151515M6[t] -0.559818181818181M7[t] -0.472969696969696M8[t] -0.412969696969697M9[t] -0.26M10[t] -0.180000000000000M11[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) | 7.9589090909091 | 0.239188 | 33.2747 | 0 | 0 |
x | -0.664848484848485 | 0.125026 | -5.3177 | 2e-06 | 1e-06 |
M1 | 0.00684848484848708 | 0.307777 | 0.0223 | 0.982329 | 0.491165 |
M2 | -0.109818181818181 | 0.307777 | -0.3568 | 0.722624 | 0.361312 |
M3 | -0.259818181818182 | 0.307777 | -0.8442 | 0.402295 | 0.201147 |
M4 | -0.543151515151516 | 0.307777 | -1.7648 | 0.083259 | 0.04163 |
M5 | -0.776484848484849 | 0.307777 | -2.5229 | 0.014618 | 0.007309 |
M6 | -0.793151515151515 | 0.307777 | -2.577 | 0.01273 | 0.006365 |
M7 | -0.559818181818181 | 0.307777 | -1.8189 | 0.074472 | 0.037236 |
M8 | -0.472969696969696 | 0.322169 | -1.4681 | 0.147884 | 0.073942 |
M9 | -0.412969696969697 | 0.322169 | -1.2818 | 0.205374 | 0.102687 |
M10 | -0.26 | 0.321197 | -0.8095 | 0.421796 | 0.210898 |
M11 | -0.180000000000000 | 0.321197 | -0.5604 | 0.577522 | 0.288761 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.674729792914137 |
R-squared | 0.455260293445954 |
Adjusted R-squared | 0.334207025322833 |
F-TEST (value) | 3.76082612641995 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 54 |
p-value | 0.000371990161561309 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.507857010373402 |
Sum Squared Residuals | 13.9276121212121 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 7.8 | 7.96575757575756 | -0.165757575757563 |
2 | 7.6 | 7.8490909090909 | -0.249090909090909 |
3 | 7.5 | 7.69909090909091 | -0.199090909090909 |
4 | 7.6 | 7.41575757575758 | 0.184242424242423 |
5 | 7.5 | 7.18242424242424 | 0.317575757575757 |
6 | 7.3 | 7.16575757575757 | 0.134242424242425 |
7 | 7.6 | 7.39909090909091 | 0.200909090909091 |
8 | 7.5 | 7.4859393939394 | 0.0140606060606061 |
9 | 7.6 | 7.5459393939394 | 0.0540606060606054 |
10 | 7.9 | 7.69890909090909 | 0.201090909090909 |
11 | 7.9 | 7.77890909090909 | 0.121090909090909 |
12 | 8.1 | 7.95890909090909 | 0.141090909090909 |
13 | 8.2 | 7.96575757575758 | 0.234242424242421 |
14 | 8 | 7.84909090909091 | 0.150909090909091 |
15 | 7.5 | 7.69909090909091 | -0.199090909090909 |
16 | 6.8 | 7.41575757575758 | -0.615757575757576 |
17 | 6.5 | 7.18242424242424 | -0.682424242424242 |
18 | 6.6 | 7.16575757575758 | -0.565757575757577 |
19 | 7.6 | 7.39909090909091 | 0.200909090909090 |
20 | 8 | 7.4859393939394 | 0.514060606060606 |
21 | 8 | 7.5459393939394 | 0.454060606060606 |
22 | 7.7 | 7.69890909090909 | 0.00109090909090900 |
23 | 7.5 | 7.77890909090909 | -0.278909090909091 |
24 | 7.6 | 7.9589090909091 | -0.358909090909091 |
25 | 7.7 | 7.96575757575758 | -0.265757575757578 |
26 | 7.9 | 7.84909090909091 | 0.0509090909090912 |
27 | 7.8 | 7.69909090909091 | 0.100909090909091 |
28 | 7.5 | 7.41575757575758 | 0.0842424242424244 |
29 | 7.5 | 7.18242424242424 | 0.317575757575758 |
30 | 7.1 | 7.16575757575758 | -0.0657575757575765 |
31 | 7.5 | 7.39909090909091 | 0.100909090909091 |
32 | 7.5 | 7.4859393939394 | 0.0140606060606057 |
33 | 7.6 | 7.5459393939394 | 0.0540606060606058 |
34 | 7.7 | 7.0340606060606 | 0.665939393939394 |
35 | 7.9 | 7.1140606060606 | 0.785939393939394 |
36 | 8.1 | 7.2940606060606 | 0.805939393939394 |
37 | 8.2 | 7.30090909090909 | 0.899090909090906 |
38 | 8.2 | 7.18424242424242 | 1.01575757575758 |
39 | 8.1 | 7.03424242424242 | 1.06575757575758 |
40 | 7.9 | 6.75090909090909 | 1.14909090909091 |
41 | 7.3 | 6.51757575757576 | 0.782424242424242 |
42 | 6.9 | 6.50090909090909 | 0.399090909090909 |
43 | 6.6 | 6.73424242424242 | -0.134242424242425 |
44 | 6.7 | 6.82109090909091 | -0.121090909090909 |
45 | 6.9 | 6.88109090909091 | 0.0189090909090916 |
46 | 7 | 7.0340606060606 | -0.034060606060606 |
47 | 7.1 | 7.1140606060606 | -0.0140606060606064 |
48 | 7.2 | 7.2940606060606 | -0.0940606060606056 |
49 | 7.1 | 7.30090909090909 | -0.200909090909093 |
50 | 6.9 | 7.18424242424242 | -0.284242424242424 |
51 | 7 | 7.03424242424242 | -0.0342424242424239 |
52 | 6.8 | 6.75090909090909 | 0.0490909090909093 |
53 | 6.4 | 6.51757575757576 | -0.117575757575757 |
54 | 6.7 | 6.50090909090909 | 0.199090909090909 |
55 | 6.7 | 6.73424242424242 | -0.034242424242424 |
56 | 6.4 | 6.82109090909091 | -0.421090909090909 |
57 | 6.3 | 6.88109090909091 | -0.581090909090909 |
58 | 6.2 | 7.0340606060606 | -0.834060606060606 |
59 | 6.5 | 7.1140606060606 | -0.614060606060606 |
60 | 6.8 | 7.2940606060606 | -0.494060606060606 |
61 | 6.8 | 7.30090909090909 | -0.500909090909093 |
62 | 6.5 | 7.18424242424242 | -0.684242424242424 |
63 | 6.3 | 7.03424242424242 | -0.734242424242424 |
64 | 5.9 | 6.75090909090909 | -0.85090909090909 |
65 | 5.9 | 6.51757575757576 | -0.617575757575757 |
66 | 6.4 | 6.50090909090909 | -0.100909090909091 |
67 | 6.4 | 6.73424242424242 | -0.334242424242424 |