Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 9.27634432548118 -0.000887640787685606V2[t] + 0.0966721877191875M1[t] -0.628484555299927M2[t] -0.289044108511377M3[t] -0.000573106461176947M4[t] -0.865455655625011M5[t] + 0.0750102261750044M6[t] -0.324514531265956M7[t] -0.138949495662991M8[t] -0.208395602658799M9[t] + 0.36598031550785M10[t] + 0.22818586786025M11[t] + 0.011071616426785t + 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) | 9.27634432548118 | 0.148956 | 62.2758 | 0 | 0 |
V2 | -0.000887640787685606 | 0.000123 | -7.2182 | 0 | 0 |
M1 | 0.0966721877191875 | 0.163642 | 0.5908 | 0.556867 | 0.278433 |
M2 | -0.628484555299927 | 0.163317 | -3.8483 | 0.000287 | 0.000144 |
M3 | -0.289044108511377 | 0.163087 | -1.7723 | 0.081333 | 0.040666 |
M4 | -0.000573106461176947 | 0.169939 | -0.0034 | 0.99732 | 0.49866 |
M5 | -0.865455655625011 | 0.170246 | -5.0836 | 4e-06 | 2e-06 |
M6 | 0.0750102261750044 | 0.169431 | 0.4427 | 0.659535 | 0.329768 |
M7 | -0.324514531265956 | 0.170132 | -1.9074 | 0.061176 | 0.030588 |
M8 | -0.138949495662991 | 0.169303 | -0.8207 | 0.415004 | 0.207502 |
M9 | -0.208395602658799 | 0.169694 | -1.2281 | 0.224139 | 0.112069 |
M10 | 0.36598031550785 | 0.169201 | 2.163 | 0.03447 | 0.017235 |
M11 | 0.22818586786025 | 0.169316 | 1.3477 | 0.18274 | 0.09137 |
t | 0.011071616426785 | 0.001573 | 7.04 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.87240276441248 |
R-squared | 0.761086583354537 |
Adjusted R-squared | 0.71017060931534 |
F-TEST (value) | 14.9478940100139 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 61 |
p-value | 2.25375273998907e-14 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.293005401753725 |
Sum Squared Residuals | 5.23698209286855 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 9 | 8.76273957824723 | 0.237260421752771 |
2 | 9 | 8.59810409923229 | 0.401895900767712 |
3 | 9 | 8.94595324008457 | 0.0540467599154335 |
4 | 9 | 8.66054057947674 | 0.339459420523262 |
5 | 8 | 7.94520160961864 | 0.0547983903813568 |
6 | 9 | 8.76891883441872 | 0.231081165581284 |
7 | 9 | 8.52958934573572 | 0.470410654264278 |
8 | 9 | 8.34010225512223 | 0.659897744877766 |
9 | 9 | 8.77969424644484 | 0.220305753555164 |
10 | 10 | 9.71931045532483 | 0.280689544675174 |
11 | 9 | 8.81146373094068 | 0.188536269059321 |
12 | 9 | 9.18551824410583 | -0.185518244105827 |
13 | 9 | 8.86275626622428 | 0.137243733775719 |
14 | 9 | 8.77179497258725 | 0.228205027412754 |
15 | 9 | 9.03531823860939 | -0.0353182386093922 |
16 | 9 | 9.02063601824567 | -0.0206360182456725 |
17 | 8 | 7.97775759773159 | 0.02224240226841 |
18 | 9 | 8.99409287345944 | 0.00590712654056085 |
19 | 8 | 8.32159468038587 | -0.32159468038587 |
20 | 9 | 9.10762481543886 | -0.107624815438862 |
21 | 8 | 8.5645984547935 | -0.564598454793498 |
22 | 9 | 9.04530437644003 | -0.0453043764400306 |
23 | 9 | 9.20173895649092 | -0.201738956490925 |
24 | 9 | 9.25979334924 | -0.259793349239997 |
25 | 9 | 9.1127842473202 | -0.112784247320201 |
26 | 8 | 8.36763169315888 | -0.367631693158875 |
27 | 9 | 9.09627873192828 | -0.0962787319282783 |
28 | 9 | 9.08248415235224 | -0.0824841523522444 |
29 | 8 | 8.24642603536891 | -0.246426035368908 |
30 | 9 | 9.5192894987379 | -0.519289498737897 |
31 | 9 | 8.87785873323332 | 0.122141266766676 |
32 | 9 | 9.38250673858998 | -0.382506738589979 |
33 | 9 | 9.18654792592969 | -0.186547925929688 |
34 | 10 | 9.86786066559317 | 0.132139334406833 |
35 | 9 | 9.50680066642335 | -0.506800666423352 |
36 | 9 | 9.09351780091137 | -0.0935178009113682 |
37 | 9 | 9.40186842307429 | -0.401868423074288 |
38 | 8 | 8.41261465229942 | -0.412614652299421 |
39 | 9 | 8.92911554281196 | 0.0708844571880363 |
40 | 9 | 9.10882665495139 | -0.108826654951392 |
41 | 9 | 8.84795976838833 | 0.152040231611672 |
42 | 9 | 9.21986783225643 | -0.219867832256427 |
43 | 9 | 9.24505529830375 | -0.245055298303744 |
44 | 9 | 9.56329873824642 | -0.563298738246422 |
45 | 9 | 8.86671052133145 | 0.133289478668551 |
46 | 10 | 9.87467507086323 | 0.125324929136769 |
47 | 10 | 9.93169388269334 | 0.0683061173066632 |
48 | 9 | 9.04174791419418 | -0.0417479141941824 |
49 | 9 | 9.33323336139108 | -0.333233361391075 |
50 | 9 | 8.93958655915325 | 0.0604134408467501 |
51 | 9 | 8.71224446958526 | 0.287755530414745 |
52 | 9 | 9.22925908104521 | -0.229259081045214 |
53 | 9 | 8.95418994187918 | 0.0458100581208199 |
54 | 10 | 9.78057008904231 | 0.21942991095769 |
55 | 9 | 8.93409430158236 | 0.0659056984176386 |
56 | 9 | 9.07836014713866 | -0.0783601471386608 |
57 | 9 | 8.90636763574588 | 0.0936323642541194 |
58 | 9 | 9.40216345078307 | -0.402163450783068 |
59 | 10 | 9.77340710145388 | 0.226592898546122 |
60 | 10 | 9.87584353358723 | 0.124156466412769 |
61 | 10 | 9.94896934701347 | 0.0510306529865346 |
62 | 9 | 9.09818753911755 | -0.0981875391175526 |
63 | 9 | 8.95694660595506 | 0.0430533940449381 |
64 | 10 | 9.89825351392874 | 0.10174648607126 |
65 | 9 | 9.02846504701335 | -0.0284650470133505 |
66 | 10 | 9.71726087208521 | 0.282739127914789 |
67 | 9 | 9.09180764075898 | -0.0918076407589785 |
68 | 10 | 9.52810730546384 | 0.471892694536158 |
69 | 10 | 9.69608121575465 | 0.303918784245351 |
70 | 10 | 10.0906859809957 | -0.0906859809956775 |
71 | 10 | 9.77489566199783 | 0.225104338002171 |
72 | 10 | 9.54357915796139 | 0.456420842038606 |
73 | 10 | 9.57764877672946 | 0.422351223270539 |
74 | 9 | 8.81208048445137 | 0.187919515548633 |
75 | 9 | 9.32414317102548 | -0.324143171025482 |