Multiple Linear Regression - Estimated Regression Equation |
USA[t] = + 379.071150376866 -0.551428022742884Colombia[t] + 5.63467049854917M1[t] -3.38121141883154M2[t] -10.0440804962848M3[t] + 1.12950355273984M4[t] -4.10579412357628M5[t] -3.55358212862474M6[t] -5.85870078736394M7[t] -8.84434579809812M8[t] + 1.87990644499582M9[t] -9.10903124901474M10[t] + 0.254829213390856M11[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) | 379.071150376866 | 92.198574 | 4.1115 | 0.004508 | 0.002254 |
Colombia | -0.551428022742884 | 1.003519 | -0.5495 | 0.59975 | 0.299875 |
M1 | 5.63467049854917 | 19.953877 | 0.2824 | 0.785816 | 0.392908 |
M2 | -3.38121141883154 | 20.561057 | -0.1644 | 0.874027 | 0.437013 |
M3 | -10.0440804962848 | 22.053157 | -0.4554 | 0.662578 | 0.331289 |
M4 | 1.12950355273984 | 20.916146 | 0.054 | 0.958443 | 0.479221 |
M5 | -4.10579412357628 | 22.600372 | -0.1817 | 0.860991 | 0.430495 |
M6 | -3.55358212862474 | 20.93493 | -0.1697 | 0.870013 | 0.435006 |
M7 | -5.85870078736394 | 19.933331 | -0.2939 | 0.777347 | 0.388673 |
M8 | -8.84434579809812 | 20.596022 | -0.4294 | 0.680525 | 0.340263 |
M9 | 1.87990644499582 | 27.06774 | 0.0695 | 0.946572 | 0.473286 |
M10 | -9.10903124901474 | 23.473408 | -0.3881 | 0.709505 | 0.354752 |
M11 | 0.254829213390856 | 22.98689 | 0.0111 | 0.991464 | 0.495732 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.517926055942045 |
R-squared | 0.268247399423683 |
Adjusted R-squared | -0.98618563013572 |
F-TEST (value) | 0.213839553888261 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 7 |
p-value | 0.990300006216469 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 16.2329691062288 |
Sum Squared Residuals | 1844.56500202645 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 332.9 | 331.051874262533 | 1.84812573746699 |
2 | 341.6 | 325.813274300941 | 15.786725699059 |
3 | 333.4 | 324.559914126595 | 8.84008587340456 |
4 | 348.2 | 335.766583856985 | 12.4334161430153 |
5 | 344.7 | 333.156083568925 | 11.5439164310753 |
6 | 344.7 | 328.320843781678 | 16.3791562183218 |
7 | 329.3 | 323.942355757426 | 5.35764424257421 |
8 | 323.5 | 320.918110785100 | 2.58188921490039 |
9 | 323.2 | 323.2 | 8.09763497575111e-16 |
10 | 317.4 | 317.4 | -8.55571039362624e-16 |
11 | 330.1 | 330.1 | -3.00459527050045e-16 |
12 | 329.2 | 329.2 | -1.18863794675017e-15 |
13 | 334.9 | 336.748125737467 | -1.84812573746699 |
14 | 315.8 | 331.586725699059 | -15.786725699059 |
15 | 315.4 | 324.240085873405 | -8.84008587340456 |
16 | 319.6 | 332.033416143015 | -12.4334161430153 |
17 | 317.3 | 328.843916431075 | -11.5439164310753 |
18 | 313.8 | 330.179156218322 | -16.3791562183218 |
19 | 315.8 | 321.157644242574 | -5.35764424257422 |
20 | 311.3 | 313.881889214900 | -2.58188921490039 |