Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 39.3430786860412 -0.125978269097324X1[t] + 16.7449154519559X2[t] + 0.000196453738417245X3[t] + 1.15191714505031e-05X4[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) | 39.3430786860412 | 15.277274 | 2.5753 | 0.036725 | 0.018362 |
X1 | -0.125978269097324 | 0.191047 | -0.6594 | 0.530719 | 0.26536 |
X2 | 16.7449154519559 | 24.818183 | 0.6747 | 0.521517 | 0.260759 |
X3 | 0.000196453738417245 | 4.9e-05 | 3.9752 | 0.005356 | 0.002678 |
X4 | 1.15191714505031e-05 | 2.2e-05 | 0.5305 | 0.612148 | 0.306074 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.94108754452892 |
R-squared | 0.885645766467472 |
Adjusted R-squared | 0.820300490163171 |
F-TEST (value) | 13.5533249923556 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 7 |
p-value | 0.00207320056693405 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.583293298399467 |
Sum Squared Residuals | 2.38161750370411 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 58.2 | 58.9618686755585 | -0.761868675558479 |
2 | 59.2 | 59.2975462202483 | -0.0975462202483345 |
3 | 60 | 59.6686055386415 | 0.331394461358544 |
4 | 61.1 | 60.3697949950472 | 0.730205004952821 |
5 | 61.8 | 61.0087792658014 | 0.791220734198649 |
6 | 61.4 | 61.6951097074512 | -0.295109707451223 |
7 | 61.1 | 61.6885176079853 | -0.588517607985296 |
8 | 61.4 | 61.490893900378 | -0.0908939003779655 |
9 | 61.9 | 61.745709384739 | 0.154290615261036 |
10 | 62.1 | 62.0756432737918 | 0.0243567262082361 |
11 | 62.4 | 62.6347691687998 | -0.234769168799803 |
12 | 63 | 62.9627622615582 | 0.0372377384418165 |