Multiple Linear Regression - Estimated Regression Equation |
a[t] = + 165.778 + 52.1111b[t] + 43.2222c[t] + 23.8889d[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) | +165.8 | 37.78 | +4.3880e+00 | 0.0003165 | 0.0001582 |
b | +52.11 | 11.89 | +4.3820e+00 | 0.0003204 | 0.0001602 |
c | +43.22 | 21.7 | +1.9920e+00 | 0.06095 | 0.03048 |
d | +23.89 | 13.28 | +1.7990e+00 | 0.08788 | 0.04394 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.7993 |
R-squared | 0.6388 |
Adjusted R-squared | 0.5818 |
F-TEST (value) | 11.2 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 19 |
p-value | 0.0001863 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 44.51 |
Sum Squared Residuals | 3.764e+04 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 199 | 285 | -86 |
2 | 395 | 380.3 | 14.67 |
3 | 245 | 285 | -40 |
4 | 249 | 285 | -36 |
5 | 375 | 380.3 | -5.333 |
6 | 369 | 356.7 | 12.33 |
7 | 325 | 285 | 40 |
8 | 319 | 285 | 34 |
9 | 395 | 337.1 | 57.89 |
10 | 395 | 337.1 | 57.89 |
11 | 399 | 413.1 | -14.11 |
12 | 320 | 337.1 | -17.11 |
13 | 320 | 285 | 35 |
14 | 320 | 361 | -41 |
15 | 325 | 389.2 | -64.22 |
16 | 499 | 413.1 | 85.89 |
17 | 369 | 413.1 | -44.11 |
18 | 450 | 456.3 | -6.333 |
19 | 399 | 389.2 | 9.778 |
20 | 399 | 389.2 | 9.778 |
21 | 439 | 456.3 | -17.33 |
22 | 385 | 380.3 | 4.667 |
23 | 390 | 380.3 | 9.667 |