Multiple Linear Regression - Estimated Regression Equation |
Colombia[t] = + 115.126449876048 -0.0749892159053702USA[t] + 2.04744931475523M1[t] -5.26249460795268M2[t] -9.86994823634578M3[t] -6.12255068524476M4[t] -10.5750194113703M5[t] -6.53125053920473M6[t] + 0.936321714229291M7[t] + 4.47512725231664M8[t] + 13.8400647045678M9[t] + 3.99512725231663M10[t] -1.10250970568517M11[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) | 115.126449876048 | 45.322843 | 2.5401 | 0.038656 | 0.019328 |
USA | -0.0749892159053702 | 0.13647 | -0.5495 | 0.59975 | 0.299875 |
M1 | 2.04744931475523 | 7.3596 | 0.2782 | 0.788896 | 0.394448 |
M2 | -5.26249460795268 | 7.331914 | -0.7178 | 0.496159 | 0.24808 |
M3 | -9.86994823634578 | 7.360802 | -1.3409 | 0.221836 | 0.110918 |
M4 | -6.12255068524476 | 7.3596 | -0.8319 | 0.432918 | 0.216459 |
M5 | -10.5750194113703 | 7.335711 | -1.4416 | 0.19262 | 0.09631 |
M6 | -6.53125053920473 | 7.3316 | -0.8908 | 0.402597 | 0.201298 |
M7 | 0.936321714229291 | 7.387551 | 0.1267 | 0.902707 | 0.451354 |
M8 | 4.47512725231664 | 7.506365 | 0.5962 | 0.569825 | 0.284912 |
M9 | 13.8400647045678 | 8.505305 | 1.6272 | 0.147714 | 0.073857 |
M10 | 3.99512725231663 | 8.617595 | 0.4636 | 0.657004 | 0.328502 |
M11 | -1.10250970568517 | 8.46669 | -0.1302 | 0.900058 | 0.450029 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.879155360716646 |
R-squared | 0.772914148276816 |
Adjusted R-squared | 0.383624116751357 |
F-TEST (value) | 1.98544551795508 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 7 |
p-value | 0.185023599667774 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 5.98622383985848 |
Sum Squared Residuals | 250.84413102623 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 97.3 | 92.2099892159054 | 5.09001078409462 |
2 | 90.45 | 84.2476391148207 | 6.20236088517927 |
3 | 80.64 | 80.2550970568517 | 0.384902943148332 |
4 | 80.58 | 82.8926542125532 | -2.31265421255320 |
5 | 75.82 | 78.7026477420964 | -2.88264774209643 |
6 | 85.59 | 82.746416614262 | 2.84358338573797 |
7 | 89.35 | 91.3688227926388 | -2.01882279263876 |
8 | 89.42 | 95.3425657829772 | -5.92256578297725 |
9 | 104.73 | 104.73 | 1.93963768657657e-16 |
10 | 95.32 | 95.32 | 1.93963768657657e-16 |
11 | 89.27 | 89.27 | -1.91545997813014e-15 |
12 | 90.44 | 90.44 | 5.27030676045204e-16 |
13 | 86.97 | 92.0600107840946 | -5.09001078409462 |
14 | 79.98 | 86.1823608851793 | -6.20236088517927 |
15 | 81.22 | 81.6049029431483 | -0.38490294314833 |
16 | 87.35 | 85.0373457874468 | 2.31265421255321 |
17 | 83.64 | 80.7573522579036 | 2.88264774209643 |
18 | 82.22 | 85.063583385738 | -2.84358338573797 |
19 | 94.4 | 92.3811772073612 | 2.01882279263876 |
20 | 102.18 | 96.2574342170228 | 5.92256578297724 |