Multiple Linear Regression - Estimated Regression Equation |
c[t] = -0.519620914522577 -0.0870056115138375a[t] + 0.211943793425693b[t] -0.0491629467416928d[t] + 0.720998820259653e[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) | -0.519620914522577 | 0.671136 | -0.7742 | 0.461055 | 0.230527 |
a | -0.0870056115138375 | 0.216207 | -0.4024 | 0.697915 | 0.348958 |
b | 0.211943793425693 | 0.156081 | 1.3579 | 0.211548 | 0.105774 |
d | -0.0491629467416928 | 0.181073 | -0.2715 | 0.792874 | 0.396437 |
e | 0.720998820259653 | 0.627914 | 1.1482 | 0.284041 | 0.142021 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.799726366631694 |
R-squared | 0.639562261485931 |
Adjusted R-squared | 0.459343392228897 |
F-TEST (value) | 3.54880853554666 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 8 |
p-value | 0.0600561332084104 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.10136806745033 |
Sum Squared Residuals | 9.70409295999416 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 2 | 2.09240100115334 | -0.0924010011533431 |
2 | 0 | 0.873487624777531 | -0.873487624777531 |
3 | 0 | 0.757556360625366 | -0.757556360625366 |
4 | 3 | 1.25392812663711 | 1.74607187336289 |
5 | -2 | -0.565197423827618 | -1.43480257617238 |
6 | 0 | 0.0197227438023783 | -0.0197227438023783 |
7 | 1 | 0.727742921812967 | 0.272257078187033 |
8 | -1 | -0.286780694418302 | -0.713219305581698 |
9 | -1 | -1.13686923233093 | 0.13686923233093 |
10 | -1 | -2.07784107197602 | 1.07784107197602 |
11 | -1 | -1.23741445575342 | 0.237414455753425 |
12 | 1 | -0.0297314557212875 | 1.02973145572129 |
13 | -2 | -1.39100444478111 | -0.608995555218888 |