Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 77.6562368972747 -4.82405660377359x[t] + 7.14589198362787M1[t] + 14.0569606668664M2[t] + 25.3966007786762M3[t] + 23.0790980333433M4[t] + 20.0330238594390M5[t] + 30.9583782569632M6[t] -23.6414021164021M7[t] + 17.7223919337127M8[t] + 32.1501272836178M9[t] + 31.9611959668563M10[t] + 20.0055979834282M11[t] -0.0110686832384945t + 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) | 77.6562368972747 | 2.443488 | 31.7809 | 0 | 0 |
x | -4.82405660377359 | 1.288105 | -3.7451 | 0.000385 | 0.000192 |
M1 | 7.14589198362787 | 2.942881 | 2.4282 | 0.017951 | 0.008975 |
M2 | 14.0569606668664 | 2.941874 | 4.7782 | 1e-05 | 5e-06 |
M3 | 25.3966007786762 | 2.941102 | 8.6351 | 0 | 0 |
M4 | 23.0790980333433 | 2.940564 | 7.8485 | 0 | 0 |
M5 | 20.0330238594390 | 2.94026 | 6.8134 | 0 | 0 |
M6 | 30.9583782569632 | 2.94019 | 10.5294 | 0 | 0 |
M7 | -23.6414021164021 | 2.942131 | -8.0355 | 0 | 0 |
M8 | 17.7223919337127 | 3.052321 | 5.8062 | 0 | 0 |
M9 | 32.1501272836178 | 3.051531 | 10.5357 | 0 | 0 |
M10 | 31.9611959668563 | 3.050967 | 10.4758 | 0 | 0 |
M11 | 20.0055979834282 | 3.050628 | 6.5579 | 0 | 0 |
t | -0.0110686832384945 | 0.026249 | -0.4217 | 0.674647 | 0.337323 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.9569328575323 |
R-squared | 0.915720493824934 |
Adjusted R-squared | 0.898864592589921 |
F-TEST (value) | 54.3264036171971 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 65 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 5.28364714189449 |
Sum Squared Residuals | 1814.60026280323 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 89.6 | 84.7910601976639 | 4.80893980233612 |
2 | 92.8 | 91.691060197664 | 1.10893980233604 |
3 | 107.6 | 103.019631626235 | 4.58036837376456 |
4 | 104.6 | 100.691060197664 | 3.90893980233596 |
5 | 103 | 97.633917340521 | 5.36608265947891 |
6 | 106.9 | 108.548203054807 | -1.64820305480682 |
7 | 56.3 | 53.937353998203 | 2.36264600179695 |
8 | 93.4 | 95.2900793650794 | -1.89007936507938 |
9 | 109.1 | 109.706746031746 | -0.606746031746072 |
10 | 113.8 | 109.506746031746 | 4.29325396825394 |
11 | 97.4 | 97.5400793650794 | -0.140079365079344 |
12 | 72.5 | 77.5234126984127 | -5.02341269841268 |
13 | 82.7 | 84.658235998802 | -1.95823599880205 |
14 | 88.9 | 91.558235998802 | -2.65823599880203 |
15 | 105.9 | 102.886807427373 | 3.01319257262654 |
16 | 100.8 | 100.558235998802 | 0.241764001197966 |
17 | 94 | 97.5010931416592 | -3.50109314165918 |
18 | 105 | 108.415378855945 | -3.41537885594489 |
19 | 58.5 | 53.8045297993411 | 4.69547020065889 |
20 | 87.6 | 95.1572551662174 | -7.55725516621743 |
21 | 113.1 | 109.573921832884 | 3.52607816711591 |
22 | 112.5 | 109.373921832884 | 3.12607816711591 |
23 | 89.6 | 97.4072551662174 | -7.80725516621744 |
24 | 74.5 | 77.3905884995508 | -2.89058849955076 |
25 | 82.7 | 84.5254117999401 | -1.82541179994012 |
26 | 90.1 | 91.4254117999401 | -1.32541179994011 |
27 | 109.4 | 102.753983228512 | 6.64601677148848 |
28 | 96 | 100.42541179994 | -4.42541179994009 |
29 | 89.2 | 97.3682689427972 | -8.16826894279725 |
30 | 109.1 | 108.282554657083 | 0.817445342917033 |
31 | 49.1 | 48.8476489967056 | 0.252351003294395 |
32 | 92.9 | 90.2003743635819 | 2.6996256364181 |
33 | 107.7 | 104.617041030249 | 3.08295896975143 |
34 | 103.5 | 104.417041030249 | -0.917041030248573 |
35 | 91.1 | 92.4503743635819 | -1.35037436358192 |
36 | 79.8 | 72.4337076969152 | 7.36629230308475 |
37 | 71.9 | 79.5685309973046 | -7.66853099730459 |
38 | 82.9 | 86.4685309973046 | -3.56853099730458 |
39 | 90.1 | 97.797102425876 | -7.69710242587601 |
40 | 100.7 | 95.4685309973046 | 5.23146900269543 |
41 | 90.7 | 92.4113881401617 | -1.71138814016172 |
42 | 108.8 | 103.325673854447 | 5.47432614555256 |
43 | 44.1 | 48.7148247978437 | -4.61482479784367 |
44 | 93.6 | 90.06755016472 | 3.53244983528002 |
45 | 107.4 | 104.484216831387 | 2.91578316861337 |
46 | 96.5 | 104.284216831387 | -7.78421683138664 |
47 | 93.6 | 92.31755016472 | 1.28244983528002 |
48 | 76.5 | 72.3008834980533 | 4.19911650194669 |
49 | 76.7 | 79.4357067984427 | -2.73570679844266 |
50 | 84 | 86.3357067984427 | -2.33570679844265 |
51 | 103.3 | 97.664278227014 | 5.63572177298593 |
52 | 88.5 | 95.3357067984426 | -6.83570679844264 |
53 | 99 | 92.2785639412998 | 6.7214360587002 |
54 | 105.9 | 103.192849655586 | 2.7071503444145 |
55 | 44.7 | 48.5820005989817 | -3.88200059898174 |
56 | 94 | 94.7587825696316 | -0.758782569631617 |
57 | 107.1 | 109.175449236298 | -2.07544923629829 |
58 | 104.8 | 108.975449236298 | -4.17544923629829 |
59 | 102.5 | 97.0087825696316 | 5.49121743036837 |
60 | 77.7 | 76.992115902965 | 0.707884097035043 |
61 | 85.2 | 84.1269392033543 | 1.07306079664569 |
62 | 91.3 | 91.0269392033543 | 0.273060796645696 |
63 | 106.5 | 102.355510631926 | 4.14448936807428 |
64 | 92.4 | 100.026939203354 | -7.62693920335429 |
65 | 97.5 | 96.9697963462114 | 0.530203653788556 |
66 | 107 | 107.884082060497 | -0.884082060497156 |
67 | 51.1 | 53.2732330038934 | -2.17323300389338 |
68 | 98.6 | 94.6259583707697 | 3.97404162923031 |
69 | 102.2 | 109.042625037436 | -6.84262503743635 |
70 | 114.3 | 108.842625037436 | 5.45737496256364 |
71 | 99.4 | 96.8759583707697 | 2.52404162923031 |
72 | 72.5 | 76.859291704103 | -4.35929170410303 |
73 | 92.3 | 83.9941150044924 | 8.30588499550762 |
74 | 99.4 | 90.8941150044924 | 8.50588499550764 |
75 | 85.9 | 102.222686433064 | -16.3226864330638 |
76 | 109.4 | 99.8941150044924 | 9.50588499550765 |
77 | 97.6 | 96.8369721473495 | 0.763027852650485 |
78 | 104.7 | 107.751257861635 | -3.05125786163522 |
79 | 56.5 | 53.1404088050314 | 3.35959119496856 |