Multiple Linear Regression - Estimated Regression Equation |
Olie[t] = + 13.6376764703529 -10.6174574645Dumivariabele[t] -2.05569877512957M1[t] + 1.03489111847419M2[t] + 0.913405451736769M3[t] + 0.714703236999349M4[t] + 3.23752011026193M5[t] + 5.02750823552451M6[t] + 6.6077004567871M7[t] + 7.77704236604968M8[t] + 9.04691147931226M9[t] + 8.30991522547484M10[t] + 4.57382096273742M11[t] + 0.908220306737418t + 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) | 13.6376764703529 | 4.819144 | 2.8299 | 0.006828 | 0.003414 |
Dumivariabele | -10.6174574645 | 5.673239 | -1.8715 | 0.067507 | 0.033754 |
M1 | -2.05569877512957 | 5.620344 | -0.3658 | 0.716185 | 0.358093 |
M2 | 1.03489111847419 | 5.955699 | 0.1738 | 0.862797 | 0.431398 |
M3 | 0.913405451736769 | 5.952662 | 0.1534 | 0.878704 | 0.439352 |
M4 | 0.714703236999349 | 5.950575 | 0.1201 | 0.904911 | 0.452455 |
M5 | 3.23752011026193 | 5.949441 | 0.5442 | 0.588895 | 0.294448 |
M6 | 5.02750823552451 | 5.949259 | 0.8451 | 0.402356 | 0.201178 |
M7 | 6.6077004567871 | 5.95003 | 1.1105 | 0.272419 | 0.13621 |
M8 | 7.77704236604968 | 5.951754 | 1.3067 | 0.197679 | 0.098839 |
M9 | 9.04691147931226 | 5.954428 | 1.5194 | 0.135371 | 0.067686 |
M10 | 8.30991522547484 | 5.86123 | 1.4178 | 0.162852 | 0.081426 |
M11 | 4.57382096273742 | 5.85978 | 0.7805 | 0.438984 | 0.219492 |
t | 0.908220306737418 | 0.075287 | 12.0634 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.88835779664841 |
R-squared | 0.789179574866017 |
Adjusted R-squared | 0.73086754238215 |
F-TEST (value) | 13.5337346556107 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 47 |
p-value | 9.11781761203656e-12 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 9.26436051795151 |
Sum Squared Residuals | 4033.93366290920 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 20.7246301 | 12.4901980019608 | 8.23443209803924 |
2 | 21.44580352 | 16.4890082023020 | 4.95679531769804 |
3 | 22.09413114 | 17.2757428423020 | 4.81838829769803 |
4 | 21.53321848 | 17.9852609343020 | 3.54795754569804 |
5 | 23.3470789 | 21.4162981143020 | 1.93078078569803 |
6 | 23.5656163 | 24.1145065463020 | -0.548890246301968 |
7 | 26.42117166 | 26.6029190743020 | -0.18174741430197 |
8 | 25.21193138 | 28.6804812903020 | -3.46854991030197 |
9 | 26.43574082 | 30.8585707103020 | -4.42282989030196 |
10 | 29.33500366 | 31.0297947632020 | -1.69479110320196 |
11 | 29.40056488 | 28.2019208072020 | 1.19864407279804 |
12 | 33.05013946 | 24.5363201512020 | 8.51381930879804 |
13 | 28.38072368 | 23.3888416828098 | 4.9918819971902 |
14 | 26.0059506 | 27.387651883151 | -1.38170128315098 |
15 | 29.31314992 | 28.174386523151 | 1.13876339684902 |
16 | 30.36212944 | 28.883904615151 | 1.47822482484902 |
17 | 35.74543406 | 32.314941795151 | 3.43049226484902 |
18 | 36.15337054 | 35.013150227151 | 1.14022031284902 |
19 | 34.20838768 | 37.501562755151 | -3.29317507515098 |
20 | 37.90895432 | 39.579124971151 | -1.67017065115098 |
21 | 38.70297354 | 41.757214391151 | -3.05424085115098 |
22 | 42.11944156 | 41.928438444051 | 0.191003115949017 |
23 | 42.16314904 | 39.100564488051 | 3.06258455194902 |
24 | 39.79566054 | 35.434963832051 | 4.36069670794903 |
25 | 37.36261082 | 34.2874853636588 | 3.07512545634118 |
26 | 38.3533137 | 38.286295564 | 0.0670181359999994 |
27 | 42.60022384 | 39.073030204 | 3.527193636 |
28 | 41.24529196 | 39.782548296 | 1.46274366400000 |
29 | 42.15586446 | 43.213585476 | -1.057721016 |
30 | 46.94183352 | 45.911793908 | 1.03003961200000 |
31 | 47.42990038 | 48.400206436 | -0.970306055999997 |
32 | 47.0583868 | 50.477768652 | -3.419381852 |
33 | 50.18347162 | 52.655858072 | -2.47238645200000 |
34 | 50.12519498 | 52.8270821249 | -2.7018871449 |
35 | 43.22669772 | 49.9992081689 | -6.7725104489 |
36 | 40.04333626 | 46.3336075129 | -6.2902712529 |
37 | 40.37114236 | 45.1861290445078 | -4.81498668450784 |
38 | 42.2141411 | 49.184939244849 | -6.97079814484902 |
39 | 36.99838182 | 49.971673884849 | -12.9732920648490 |
40 | 39.74466848 | 50.681191976849 | -10.9365234968490 |
41 | 42.68035422 | 54.112229156849 | -11.4318749368490 |
42 | 46.2935059 | 56.810437588849 | -10.5169316888490 |
43 | 46.97097184 | 59.298850116849 | -12.3278782768490 |
44 | 48.72655562 | 61.376412332849 | -12.6498567128490 |
45 | 52.36884562 | 63.554501752849 | -11.1856561328490 |
46 | 50.05234918 | 63.725725805749 | -13.6733766257490 |
47 | 54.03701444 | 60.897851849749 | -6.86083740974902 |
48 | 57.78128856 | 57.232251193749 | 0.549037366250974 |
49 | 64.71620872 | 56.0847727253569 | 8.63143599464312 |
50 | 63.4122689 | 60.083582925698 | 3.32868597430196 |
51 | 64.3592643 | 60.870317565698 | 3.48894673430196 |
52 | 66.02743312 | 61.579835657698 | 4.44759746230196 |
53 | 72.13919574 | 65.010872837698 | 7.12832290230197 |
54 | 76.60464328 | 67.709081269698 | 8.89556201030197 |
55 | 86.97060062 | 70.197493797698 | 16.7731068223020 |
56 | 93.48301514 | 72.275056013698 | 21.2079591263020 |
57 | 95.58825876 | 74.453145433698 | 21.1351133263020 |
58 | 81.88596378 | 64.006912022098 | 17.8790517579020 |
59 | 70.5511573 | 61.179038066098 | 9.37211923390196 |
60 | 50.38015528 | 57.513437410098 | -7.13328213009803 |
61 | 36.24807008 | 56.3659589417059 | -20.1178888617059 |