Multiple Linear Regression - Estimated Regression Equation |
2000[t] = -0.00379764888319456 + 0.744621059986105`2001`[t] + 1.46947563970647`2002`[t] -1.1069975966409`2003`[t] + 0.445419410028552`2004`[t] + 0.705383626314407`2005`[t] -1.59307558042119`2006`[t] -0.85005893867999`2007`[t] -0.2902924671059`2008`[t] + 1.65727639179957`2009`[t] + 0.0595801154945223`2010`[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) | -0.00379764888319456 | 0.032571 | -0.1166 | 0.914549 | 0.457274 |
`2001` | 0.744621059986105 | 0.301762 | 2.4676 | 0.090258 | 0.045129 |
`2002` | 1.46947563970647 | 0.46086 | 3.1885 | 0.049766 | 0.024883 |
`2003` | -1.1069975966409 | 0.56029 | -1.9758 | 0.142645 | 0.071322 |
`2004` | 0.445419410028552 | 0.639927 | 0.696 | 0.536477 | 0.268239 |
`2005` | 0.705383626314407 | 0.477564 | 1.477 | 0.236166 | 0.118083 |
`2006` | -1.59307558042119 | 0.705436 | -2.2583 | 0.109099 | 0.054549 |
`2007` | -0.85005893867999 | 0.348086 | -2.4421 | 0.092327 | 0.046164 |
`2008` | -0.2902924671059 | 0.300657 | -0.9655 | 0.405503 | 0.202752 |
`2009` | 1.65727639179957 | 0.551187 | 3.0067 | 0.05736 | 0.02868 |
`2010` | 0.0595801154945223 | 0.353018 | 0.1688 | 0.876712 | 0.438356 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.999999875739288 |
R-squared | 0.999999751478592 |
Adjusted R-squared | 0.9999989230739 |
F-TEST (value) | 1207139.16917269 |
F-TEST (DF numerator) | 10 |
F-TEST (DF denominator) | 3 |
p-value | 1.11793729828946e-09 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.0758428501486384 |
Sum Squared Residuals | 0.0172564137560065 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 5.029 | 5.04416323126643 | -0.0151632312664322 |
2 | 24.994 | 24.9904559094071 | 0.00354409059291746 |
3 | 6.639 | 6.65206296548628 | -0.0130629654862816 |
4 | 3.451 | 3.42629863421247 | 0.0247013657875283 |
5 | 5.844 | 5.89845048944829 | -0.0544504894482891 |
6 | 3.954 | 3.90903113889813 | 0.0449688611018674 |
7 | 5.106 | 5.08942208582926 | 0.0165779141707391 |
8 | 15.1 | 15.111290059657 | -0.0112900596570223 |
9 | 279 | 278.999726021671 | 0.000273978329242531 |
10 | 1.567 | 1.52137515289144 | 0.0456248471085576 |
11 | 5.616 | 5.57684797501311 | 0.0391520249868846 |
12 | 4.56 | 4.57395169653826 | -0.0139516965382585 |
13 | 1.262 | 1.34442709170879 | -0.0824270917087895 |
14 | 2.095 | 2.07949754797266 | 0.0155024520273359 |