Multiple Linear Regression - Estimated Regression Equation |
X1[t] = + 141.648 + 0.660084X2[t] -1.13957X3[t] + 1.90576M1[t] + 9.46693M2[t] + 4.29389M3[t] + 0.0205019M4[t] + 10.9336M5[t] + 2.29077M6[t] + 5.35801M7[t] + 9.77895M8[t] + 14.8864M9[t] + 10.9705M10[t] + 12.9742M11[t] + 0.600263t + 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) | 141.648 | 371.22 | 0.3816 | 0.739502 | 0.369751 |
X2 | 0.660084 | 3.40146 | 0.1941 | 0.864053 | 0.432027 |
X3 | -1.13957 | 0.810546 | -1.406 | 0.294973 | 0.147486 |
M1 | 1.90576 | 12.3464 | 0.1544 | 0.891497 | 0.445749 |
M2 | 9.46693 | 13.6719 | 0.6924 | 0.560254 | 0.280127 |
M3 | 4.29389 | 25.5292 | 0.1682 | 0.8819 | 0.44095 |
M4 | 0.0205019 | 31.1173 | 0.0006589 | 0.999534 | 0.499767 |
M5 | 10.9336 | 35.6377 | 0.3068 | 0.787991 | 0.393996 |
M6 | 2.29077 | 52.4101 | 0.04371 | 0.969108 | 0.484554 |
M7 | 5.35801 | 58.6529 | 0.09135 | 0.935539 | 0.46777 |
M8 | 9.77895 | 61.5339 | 0.1589 | 0.88833 | 0.444165 |
M9 | 14.8864 | 47.8566 | 0.3111 | 0.785181 | 0.39259 |
M10 | 10.9705 | 34.4777 | 0.3182 | 0.780493 | 0.390247 |
M11 | 12.9742 | 23.3391 | 0.5559 | 0.634166 | 0.317083 |
t | 0.600263 | 2.57155 | 0.2334 | 0.837147 | 0.418574 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.991571 |
R-squared | 0.983213 |
Adjusted R-squared | 0.865702 |
F-TEST (value) | 8.36702 |
F-TEST (DF numerator) | 14 |
F-TEST (DF denominator) | 2 |
p-value | 0.111755 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 8.6403 |
Sum Squared Residuals | 149.31 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 99.2 | 92.8874 | 6.31258 |
2 | 99 | 102.999 | -3.99859 |
3 | 100 | 99.7939 | 0.20607 |
4 | 111.6 | 110.067 | 1.5328 |
5 | 122.2 | 126.253 | -4.05285 |
6 | 117.6 | 117.6 | -5.12611e-16 |
7 | 121.1 | 121.1 | -2.90566e-16 |
8 | 136 | 136 | 1.53523e-16 |
9 | 154.2 | 154.2 | 3.75568e-16 |
10 | 153.6 | 153.6 | 1.0417e-15 |
11 | 158.5 | 158.5 | -6.85216e-17 |
12 | 140.6 | 140.6 | -6.85216e-17 |
13 | 136.2 | 142.513 | -6.31258 |
14 | 168 | 164.001 | 3.99859 |
15 | 154.3 | 154.506 | -0.20607 |
16 | 149 | 150.533 | -1.5328 |
17 | 165.5 | 161.447 | 4.05285 |