| Multiple Linear Regression - Estimated Regression Equation |
| Grondstoffen[t] = -387.887879955373 + 5.0179992167185Consumptiegoederen[t] + 21.7572131492128`Inflatie\r`[t] -89.5033314455744M1[t] -103.273412765404M2[t] -80.2264643941584M3[t] -83.121407795533M4[t] -35.7598928251919M5[t] -27.7662794683602M6[t] -94.840436511422M7[t] -25.5589281499934M8[t] -23.8563752357156M9[t] -76.1466060869877M10[t] + 16.88372533018M11[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) | -387.887879955373 | 122.186803 | -3.1745 | 0.002648 | 0.001324 |
| Consumptiegoederen | 5.0179992167185 | 1.054195 | 4.76 | 1.9e-05 | 9e-06 |
| `Inflatie\r` | 21.7572131492128 | 27.63964 | 0.7872 | 0.435132 | 0.217566 |
| M1 | -89.5033314455744 | 33.770412 | -2.6503 | 0.010922 | 0.005461 |
| M2 | -103.273412765404 | 34.675896 | -2.9782 | 0.004574 | 0.002287 |
| M3 | -80.2264643941584 | 32.936999 | -2.4358 | 0.018707 | 0.009353 |
| M4 | -83.121407795533 | 33.168451 | -2.506 | 0.015729 | 0.007865 |
| M5 | -35.7598928251919 | 32.289816 | -1.1075 | 0.273728 | 0.136864 |
| M6 | -27.7662794683602 | 31.835204 | -0.8722 | 0.38754 | 0.19377 |
| M7 | -94.840436511422 | 34.91231 | -2.7165 | 0.009204 | 0.004602 |
| M8 | -25.5589281499934 | 31.726347 | -0.8056 | 0.424527 | 0.212264 |
| M9 | -23.8563752357156 | 31.717242 | -0.7522 | 0.455707 | 0.227853 |
| M10 | -76.1466060869877 | 34.28162 | -2.2212 | 0.031192 | 0.015596 |
| M11 | 16.88372533018 | 32.002734 | 0.5276 | 0.600279 | 0.300139 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.617369451014282 |
| R-squared | 0.381145039045675 |
| Adjusted R-squared | 0.209972390271075 |
| F-TEST (value) | 2.22667021731705 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 47 |
| p-value | 0.0229053679323997 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 50.1290009306576 |
| Sum Squared Residuals | 118107.086512376 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 99.8 | 103.547166045001 | -3.74716604500075 |
| 2 | 96.8 | 126.404714044186 | -29.6047140441864 |
| 3 | 87 | 81.038351439826 | 5.96164856017396 |
| 4 | 96.3 | 65.2651317032171 | 31.0348682967829 |
| 5 | 107.1 | 159.627317682478 | -52.5273176824784 |
| 6 | 115.2 | 134.502136208968 | -19.3021362089679 |
| 7 | 106.1 | 112.758493744607 | -6.65849374460653 |
| 8 | 89.5 | 168.498934146955 | -78.9989341469547 |
| 9 | 91.3 | 121.523129696033 | -30.2231296960333 |
| 10 | 97.6 | 126.104811621914 | -28.5048116219142 |
| 11 | 100.7 | 192.37122556224 | -91.6712255622399 |
| 12 | 104.6 | 159.763181031999 | -55.1631810319987 |
| 13 | 94.7 | 181.326153904137 | -86.6261539041372 |
| 14 | 101.8 | 176.925514430869 | -75.125514430869 |
| 15 | 102.5 | 136.577151043227 | -34.0771510432271 |
| 16 | 105.3 | 177.672079120742 | -72.3720791207415 |
| 17 | 110.3 | 115.974489460057 | -5.67448946005716 |
| 18 | 109.8 | 146.88614254859 | -37.0861425485898 |
| 19 | 117.3 | 156.250330264853 | -38.9503302648535 |
| 20 | 118.8 | 158.623927415692 | -39.8239274156921 |
| 21 | 131.3 | 137.243683933065 | -5.94368393306475 |
| 22 | 125.9 | 194.51059267146 | -68.6105926714601 |
| 23 | 133.1 | 198.890859580944 | -65.7908595809442 |
| 24 | 147 | 188.530533232498 | -41.5305332324982 |
| 25 | 145.8 | 195.204265119685 | -49.4042651196853 |
| 26 | 164.4 | 144.802789517811 | 19.597210482189 |
| 27 | 149.8 | 157.645217827385 | -7.84521782738527 |
| 28 | 137.7 | 198.7401459049 | -61.0401459048996 |
| 29 | 151.7 | 152.268840485635 | -0.56884048563456 |
| 30 | 156.8 | 139.853413719124 | 16.9465862808756 |
| 31 | 180 | 151.063809419901 | 28.936190580099 |
| 32 | 180.4 | 168.989439179537 | 11.4105608204628 |
| 33 | 170.4 | 171.530835271955 | -1.13083527195463 |
| 34 | 191.6 | 171.263039609351 | 20.3369603906491 |
| 35 | 199.5 | 142.183703468995 | 57.3162965310047 |
| 36 | 218.2 | 183.010734094108 | 35.1892659058921 |
| 37 | 217.5 | 189.684465981295 | 27.8155340187051 |
| 38 | 205 | 129.584035202451 | 75.4159647975486 |
| 39 | 194 | 167.853502852086 | 26.1464971479141 |
| 40 | 199.3 | 149.069483585446 | 50.230516414554 |
| 41 | 219.3 | 157.283074739323 | 62.0169252606768 |
| 42 | 211.1 | 183.180493574167 | 27.9195064258328 |
| 43 | 215.2 | 200.906758330618 | 14.2932416693816 |
| 44 | 240.2 | 171.004168792284 | 69.1958312077158 |
| 45 | 242.2 | 219.20559279381 | 22.9944072061897 |
| 46 | 240.7 | 194.682879262724 | 46.0171207372762 |
| 47 | 255.4 | 180.163270776911 | 75.2367292230887 |
| 48 | 253 | 217.305415359057 | 35.6945846409426 |
| 49 | 218.2 | 206.251393322526 | 11.9486066774745 |
| 50 | 203.7 | 193.982946804682 | 9.71705319531789 |
| 51 | 205.6 | 195.785776837476 | 9.81422316252434 |
| 52 | 215.6 | 163.453159685696 | 52.1468403143042 |
| 53 | 188.5 | 191.746277632507 | -3.24627763250665 |
| 54 | 202.9 | 191.377813949151 | 11.5221860508494 |
| 55 | 214 | 211.620608240021 | 2.37939175997941 |
| 56 | 230.3 | 192.083530465532 | 38.2164695344683 |
| 57 | 230 | 215.696758305137 | 14.3032416948629 |
| 58 | 241 | 210.238676834551 | 30.7613231654489 |
| 59 | 259.6 | 234.690940610909 | 24.9090593890908 |
| 60 | 247.8 | 221.990136282338 | 25.8098637176621 |
| 61 | 270.3 | 170.286555627356 | 100.013444372644 |
