Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 8706.52879120879 + 1685.19560439560x[t] + 766.647472527471M1[t] + 731.392967032967M2[t] + 636.177582417582M3[t] + 971.362197802197M4[t] + 1176.14681318681M5[t] + 1027.53142857143M6[t] + 589.676923076923M7[t] + 488.261538461538M8[t] + 68.0461538461537M9[t] + 252.430769230769M10[t] -75.9846153846156M11[t] + 133.815384615385t + 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) | 8706.52879120879 | 513.160585 | 16.9665 | 0 | 0 |
x | 1685.19560439560 | 485.25236 | 3.4728 | 0.001133 | 0.000566 |
M1 | 766.647472527471 | 606.237367 | 1.2646 | 0.212385 | 0.106192 |
M2 | 731.392967032967 | 602.272851 | 1.2144 | 0.230797 | 0.115399 |
M3 | 636.177582417582 | 601.163179 | 1.0582 | 0.29547 | 0.147735 |
M4 | 971.362197802197 | 600.369301 | 1.6179 | 0.112513 | 0.056256 |
M5 | 1176.14681318681 | 599.892469 | 1.9606 | 0.055998 | 0.027999 |
M6 | 1027.53142857143 | 599.733441 | 1.7133 | 0.093388 | 0.046694 |
M7 | 589.676923076923 | 601.580112 | 0.9802 | 0.332108 | 0.166054 |
M8 | 488.261538461538 | 600.151367 | 0.8136 | 0.420086 | 0.210043 |
M9 | 68.0461538461537 | 599.037766 | 0.1136 | 0.910055 | 0.455028 |
M10 | 252.430769230769 | 598.241067 | 0.422 | 0.675023 | 0.337512 |
M11 | -75.9846153846156 | 597.762537 | -0.1271 | 0.899403 | 0.449702 |
t | 133.815384615385 | 13.812103 | 9.6883 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.96462604449019 |
R-squared | 0.93050340570879 |
Adjusted R-squared | 0.910863063843882 |
F-TEST (value) | 47.3771491407375 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 46 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 944.8932174152 |
Sum Squared Residuals | 41069866.8465934 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 10413 | 9606.99164835165 | 806.008351648347 |
2 | 10709 | 9705.55252747253 | 1003.44747252747 |
3 | 10662 | 9744.15252747253 | 917.847472527473 |
4 | 10570 | 10213.1525274725 | 356.847472527473 |
5 | 10297 | 10551.7525274725 | -254.752527472527 |
6 | 10635 | 10536.9525274725 | 98.0474725274727 |
7 | 10872 | 10232.9134065934 | 639.086593406593 |
8 | 10296 | 10265.3134065934 | 30.6865934065935 |
9 | 10383 | 9978.9134065934 | 404.086593406593 |
10 | 10431 | 10297.1134065934 | 133.886593406593 |
11 | 10574 | 10102.5134065934 | 471.486593406593 |
12 | 10653 | 10312.3134065934 | 340.686593406593 |
13 | 10805 | 11212.7762637363 | -407.776263736262 |
14 | 10872 | 11311.3371428571 | -439.337142857142 |
15 | 10625 | 11349.9371428571 | -724.937142857143 |
16 | 10407 | 11818.9371428571 | -1411.93714285714 |
17 | 10463 | 12157.5371428571 | -1694.53714285714 |
18 | 10556 | 12142.7371428571 | -1586.73714285714 |
19 | 10646 | 11838.6980219780 | -1192.69802197802 |
20 | 10702 | 11871.0980219780 | -1169.09802197802 |
21 | 11353 | 11584.6980219780 | -231.698021978022 |
22 | 11346 | 11902.8980219780 | -556.898021978022 |
23 | 11451 | 11708.2980219780 | -257.298021978022 |
24 | 11964 | 11918.0980219780 | 45.9019780219782 |
25 | 12574 | 12818.5608791209 | -244.560879120878 |
26 | 13031 | 12917.1217582418 | 113.878241758241 |
27 | 13812 | 12955.7217582418 | 856.278241758242 |
28 | 14544 | 13424.7217582418 | 1119.27824175824 |
29 | 14931 | 13763.3217582418 | 1167.67824175824 |
30 | 14886 | 13748.5217582418 | 1137.47824175824 |
31 | 16005 | 15129.6782417582 | 875.321758241759 |
32 | 17064 | 15162.0782417582 | 1901.92175824176 |
33 | 15168 | 14875.6782417582 | 292.321758241759 |
34 | 16050 | 15193.8782417582 | 856.121758241758 |
35 | 15839 | 14999.2782417582 | 839.721758241758 |
36 | 15137 | 15209.0782417582 | -72.0782417582415 |
37 | 14954 | 14424.3454945055 | 529.654505494506 |
38 | 15648 | 16208.1019780220 | -560.101978021978 |
39 | 15305 | 16246.7019780220 | -941.701978021979 |
40 | 15579 | 16715.7019780220 | -1136.70197802198 |
41 | 16348 | 17054.3019780220 | -706.301978021978 |
42 | 15928 | 17039.5019780220 | -1111.50197802198 |
43 | 16171 | 16735.4628571429 | -564.462857142857 |
44 | 15937 | 16767.8628571429 | -830.862857142857 |
45 | 15713 | 16481.4628571429 | -768.462857142857 |
46 | 15594 | 16799.6628571429 | -1205.66285714286 |
47 | 15683 | 16605.0628571429 | -922.062857142857 |
48 | 16438 | 16814.8628571429 | -376.862857142857 |
49 | 17032 | 17715.3257142857 | -683.325714285712 |
50 | 17696 | 17813.8865934066 | -117.886593406593 |
51 | 17745 | 17852.4865934066 | -107.486593406593 |
52 | 19394 | 18321.4865934066 | 1072.51340659341 |
53 | 20148 | 18660.0865934066 | 1487.91340659341 |
54 | 20108 | 18645.2865934066 | 1462.71340659341 |
55 | 18584 | 18341.2474725275 | 242.752527472527 |
56 | 18441 | 18373.6474725275 | 67.3525274725269 |
57 | 18391 | 18087.2474725275 | 303.752527472527 |
58 | 19178 | 18405.4474725275 | 772.552527472527 |
59 | 18079 | 18210.8474725275 | -131.847472527473 |
60 | 18483 | 18420.6474725275 | 62.3525274725268 |