Multiple Linear Regression - Estimated Regression Equation |
economisch[t] = -0.193464902552861 -0.0545820484428617werkloosheid[t] + 2.39658899019578`financiƫle`[t] + 0.339133117129955spaarvermogen[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) | -0.193464902552861 | 2.311747 | -0.0837 | 0.934097 | 0.467049 |
werkloosheid | -0.0545820484428617 | 0.059725 | -0.9139 | 0.371146 | 0.185573 |
`financiƫle` | 2.39658899019578 | 0.807267 | 2.9688 | 0.007326 | 0.003663 |
spaarvermogen | 0.339133117129955 | 0.432705 | 0.7838 | 0.441937 | 0.220968 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.607966415573212 |
R-squared | 0.369623162464939 |
Adjusted R-squared | 0.279569328531359 |
F-TEST (value) | 4.10446891953048 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 21 |
p-value | 0.0193681189809477 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 5.27794018819092 |
Sum Squared Residuals | 584.989705232537 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 6 | 1.12674602917953 | 4.87325397082047 |
2 | 3 | 5.91992400957109 | -2.91992400957109 |
3 | 10 | 5.01168875506695 | 4.98831124493305 |
4 | 0 | 0.0118234073767276 | -0.0118234073767276 |
5 | -2 | 1.02922275876659 | -3.02922275876659 |
6 | -1 | -1.99105041724623 | 0.991050417246233 |
7 | 2 | 3.35958887404673 | -1.35958887404673 |
8 | 8 | 2.5918181119256 | 5.4081818880744 |
9 | -6 | -4.13801081817327 | -1.86198918182673 |
10 | -4 | 2.05464085270818 | -6.05464085270818 |
11 | 4 | -1.88550840428157 | 5.88550840428157 |
12 | 7 | 1.74680813107552 | 5.25319186892448 |
13 | 3 | 2.24968739353406 | 0.750312606465942 |
14 | 3 | 8.11484677375834 | -5.11484677375834 |
15 | 8 | 5.70661695708978 | 2.29338304291022 |
16 | 3 | 0.968021025141084 | 2.03197897485892 |
17 | -3 | 1.02260307358394 | -4.02260307358394 |
18 | 4 | -5.78508955790336 | 9.78508955790336 |
19 | -5 | -4.58128689089882 | -0.418713109101183 |
20 | -1 | 0.157309041049879 | -1.15730904104988 |
21 | 5 | 2.60848007968852 | 2.39151992031148 |
22 | 0 | -2.22763912267311 | 2.22763912267311 |
23 | -6 | -5.76243238761727 | -0.237567612382733 |
24 | -13 | -4.87448118479711 | -8.12551881520289 |
25 | -15 | -2.43432648997178 | -12.5656735100282 |