Multiple Linear Regression - Estimated Regression Equation |
Liked[t] = + 7.07678977830615 + 0.0887064792188269FindingFriends[t] + 0.180163506492804KnowingFriends[t] + 0.583237749836951Celebrity[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) | 7.07678977830615 | 1.051654 | 6.7292 | 0 | 0 |
FindingFriends | 0.0887064792188269 | 0.080351 | 1.104 | 0.271342 | 0.135671 |
KnowingFriends | 0.180163506492804 | 0.049485 | 3.6408 | 0.000372 | 0.000186 |
Celebrity | 0.583237749836951 | 0.12235 | 4.767 | 4e-06 | 2e-06 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.592277490989078 |
R-squared | 0.350792626332318 |
Adjusted R-squared | 0.337979322904666 |
F-TEST (value) | 27.3772199583827 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 152 |
p-value | 3.26405569239796e-14 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.77011811147447 |
Sum Squared Residuals | 476.264355542632 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 13 | 12.5019763485613 | 0.498023651438748 |
2 | 13 | 12.4987643300593 | 0.50123566994072 |
3 | 16 | 13.6252431474298 | 2.37475685257020 |
4 | 12 | 12.6357191357470 | -0.635719135746955 |
5 | 11 | 12.6816783846072 | -1.68167838460724 |
6 | 12 | 11.1521253238926 | 0.847874676107423 |
7 | 18 | 15.7784921107314 | 2.2215078892686 |
8 | 11 | 12.4560170997007 | -1.45601709970075 |
9 | 14 | 12.9965076191792 | 1.00349238082084 |
10 | 9 | 11.0229606919238 | -2.02296069192376 |
11 | 14 | 13.9023647773069 | 0.0976352226931168 |
12 | 12 | 13.6224925993746 | -1.62249259937465 |
13 | 11 | 13.8513659027829 | -2.85136590278289 |
14 | 12 | 12.8135935646312 | -0.813593564631204 |
15 | 13 | 13.0792515318411 | -0.079251531841085 |
16 | 11 | 12.8163441126864 | -1.81634411268635 |
17 | 12 | 13.6224925993746 | -1.62249259937465 |
18 | 16 | 14.2544401461270 | 1.74555985387296 |
19 | 9 | 11.6466565945107 | -2.64665659451070 |
20 | 11 | 11.652157690621 | -0.652157690621004 |
21 | 13 | 10.3027681363991 | 2.69723186360085 |
22 | 15 | 14.6575143894712 | 0.342485610528814 |
23 | 10 | 13.6712023962901 | -3.67120239629009 |
24 | 11 | 11.7353630737295 | -0.73536307372953 |
25 | 13 | 14.3431466253459 | -1.34314662534587 |
26 | 16 | 14.6147671591126 | 1.38523284088735 |
27 | 15 | 14.837677895964 | 0.16232210403601 |
28 | 14 | 13.2249194521408 | 0.775080547859197 |
29 | 14 | 13.8968636811966 | 0.103136318803419 |
30 | 14 | 11.9155265802223 | 2.08447341977767 |
31 | 8 | 11.7381136217847 | -3.73811362178468 |
32 | 13 | 14.5688079102524 | -1.56880791025236 |
33 | 15 | 14.74622086869 | 0.253779131309987 |
34 | 13 | 11.5607006633470 | 1.43929933665297 |
35 | 11 | 12.4560170997007 | -1.45601709970075 |
36 | 15 | 14.4346036526198 | 0.565396347380157 |
37 | 15 | 13.4423290928818 | 1.55767090711816 |
38 | 9 | 12.0552319339651 | -3.05523193396515 |
39 | 13 | 14.0742766396342 | -1.07427663963423 |
40 | 16 | 15.0178414024568 | 0.982158597543205 |
41 | 13 | 13.9828196123603 | -0.982819612360257 |
42 | 11 | 10.5256788732505 | 0.474321126749511 |
43 | 12 | 11.5984082680419 | 0.401591731958138 |
44 | 12 | 12.1871471139891 | -0.187147113989115 |
45 | 12 | 12.9932956006774 | -0.99329560067741 |
46 | 14 | 14.4773508829784 | -0.477350882978382 |
47 | 14 | 13.6712023962901 | 0.328797603709913 |
48 | 8 | 11.8213190048932 | -3.82131900489321 |
49 | 13 | 13.1307118768117 | -0.130711876811675 |
50 | 16 | 14.5233101318387 | 1.47668986816133 |
51 | 13 | 12.5415115604178 | 0.458488439582177 |
52 | 11 | 14.0770271876894 | -3.07702718768939 |
53 | 14 | 13.2194183560305 | 0.780581643969498 |
54 | 13 | 11.9155265802223 | 1.08447341977767 |
55 | 13 | 13.4882883417421 | -0.488288341742133 |
56 | 13 | 13.4910388897973 | -0.491038889797283 |
57 | 12 | 12.3700611685371 | -0.37006116853707 |
58 | 16 | 14.2571906941822 | 1.74280930581781 |
59 | 15 | 11.0206716143152 | 3.97932838568479 |
60 | 15 | 15.4209156458009 | -0.420915645800941 |
61 | 12 | 11.3322888303854 | 0.667711169614618 |
62 | 14 | 14.5233101318387 | -0.52331013183867 |
63 | 12 | 14.7976812136606 | -2.79768121366060 |
64 | 15 | 14.0742766396342 | 0.925723360365765 |
65 | 12 | 11.8723178794172 | 0.127682120582804 |
66 | 13 | 13.3995818625233 | -0.399581862523306 |
67 | 12 | 14.3431466253459 | -2.34314662534587 |
68 | 12 | 12.3186008235665 | -0.318600823566480 |
69 | 13 | 13.9828196123603 | -0.982819612360257 |
70 | 5 | 10.2058100130149 | -5.20581001301487 |
71 | 13 | 13.4910388897973 | -0.491038889797283 |
72 | 13 | 13.3995818625233 | -0.399581862523306 |
73 | 14 | 12.9505483703189 | 1.04945162968113 |
74 | 17 | 13.6307442435401 | 3.3692557564599 |
75 | 13 | 13.6252431474298 | -0.6252431474298 |
76 | 13 | 14.3431466253459 | -1.34314662534587 |
77 | 12 | 13.6684518482349 | -1.66845184823494 |
78 | 13 | 13.044755945648 | -0.044755945647999 |
79 | 14 | 11.9155265802223 | 2.08447341977767 |
80 | 11 | 10.3887240675628 | 0.611275932437178 |
81 | 12 | 11.7353630737295 | 0.264636926270471 |
82 | 12 | 13.4505807370473 | -1.45058073704730 |
83 | 16 | 13.8941131331414 | 2.10588686685857 |
84 | 12 | 12.8618418911000 | -0.861841891100044 |
85 | 12 | 10.7917983109070 | 1.20820168909303 |
86 | 12 | 13.8913625850863 | -1.89136258508628 |
87 | 10 | 11.8268201010035 | -1.82682010100351 |
88 | 15 | 12.5957224534436 | 2.40427754655644 |
89 | 15 | 15.2407521393081 | -0.240752139308137 |
90 | 12 | 12.0069836074963 | -0.00698360749631072 |
91 | 16 | 13.3536226136630 | 2.64637738633698 |
92 | 15 | 13.8941131331414 | 1.10588686685857 |
93 | 16 | 15.1065478816756 | 0.893452118324378 |
94 | 13 | 14.3458971734010 | -1.34589717340102 |
95 | 12 | 12.9505483703189 | -0.95054837031887 |
96 | 11 | 11.9155265802223 | -0.915526580222334 |
97 | 13 | 11.9178156578309 | 1.08218434216911 |
98 | 10 | 11.2408318031114 | -1.24083180311140 |
99 | 15 | 13.2249194521408 | 1.77508054785920 |
100 | 13 | 13.6224925993746 | -0.622492599374649 |
101 | 16 | 15.1980049089496 | 0.801995091050401 |
102 | 15 | 14.9263843751828 | 0.0736156248171831 |
103 | 18 | 14.8808865967691 | 3.11911340323087 |
104 | 13 | 10.6143853524693 | 2.38561464753068 |
105 | 10 | 9.85098409613956 | 0.149015903860440 |
106 | 16 | 14.6975110717746 | 1.30248892822543 |
107 | 13 | 11.6953663914261 | 1.30463360857386 |
108 | 15 | 15.4209156458009 | -0.420915645800941 |
109 | 14 | 11.5152028849333 | 2.48479711506666 |
110 | 15 | 11.652157690621 | 3.34784230937900 |
111 | 14 | 13.0420053975928 | 0.957994602407152 |
112 | 13 | 14.5715584583075 | -1.57155845830751 |
113 | 13 | 12.9018385734034 | 0.0981614265965683 |
114 | 15 | 13.9828196123603 | 1.01718038763974 |
115 | 16 | 14.3858938557044 | 1.61410614429560 |
116 | 14 | 14.0742766396342 | -0.0742766396342347 |
117 | 14 | 14.1629831188531 | -0.162983118853061 |
118 | 16 | 13.0820020798962 | 2.91799792010376 |
119 | 14 | 14.3431466253459 | -0.343146625345866 |
120 | 12 | 12.5474741269747 | -0.547474126974723 |
121 | 13 | 12.6361806061935 | 0.36381939380645 |
122 | 12 | 13.8513659027829 | -1.85136590278289 |
123 | 12 | 12.0069836074963 | -0.00698360749631072 |
124 | 14 | 14.4318531045647 | -0.431853104564693 |
125 | 14 | 14.3431466253459 | -0.343146625345866 |
126 | 14 | 12.1384373170737 | 1.86156268292632 |
127 | 16 | 15.3294586185270 | 0.670541381473036 |
128 | 13 | 14.3431466253459 | -1.34314662534587 |
129 | 14 | 12.5042654261696 | 1.49573457383041 |
130 | 4 | 11.2003736503614 | -7.20037365036142 |
131 | 16 | 15.3294586185270 | 0.670541381473036 |
132 | 13 | 13.7139496266486 | -0.713949626648626 |
133 | 16 | 11.9155265802223 | 4.08447341977767 |
134 | 15 | 13.7111990785935 | 1.28880092140652 |
135 | 14 | 13.9828196123603 | 0.0171803876397428 |
136 | 13 | 12.0956900867151 | 0.904309913284862 |
137 | 14 | 14.2544401461270 | -0.254440146127039 |
138 | 12 | 12.2331063628494 | -0.233106362849403 |
139 | 15 | 14.3431466253459 | 0.656853374654135 |
140 | 14 | 13.4023324105785 | 0.597667589421543 |
141 | 13 | 13.2681281529459 | -0.268128152945941 |
142 | 14 | 14.1629831188531 | -0.162983118853061 |
143 | 16 | 12.9965076191792 | 3.00349238082084 |
144 | 6 | 12.0984406347703 | -6.09844063477029 |
145 | 13 | 12.2758535932079 | 0.724146406792058 |
146 | 13 | 12.4500545331438 | 0.549945466856154 |
147 | 14 | 12.4987643300593 | 1.50123566994072 |
148 | 15 | 14.6092660630023 | 0.390733936997654 |
149 | 14 | 14.4346036526198 | -0.434603652619843 |
150 | 15 | 14.9691316055414 | 0.0308683944586446 |
151 | 13 | 14.2971873764856 | -1.29718737648558 |
152 | 16 | 14.9263843751828 | 1.07361562481718 |
153 | 12 | 12.0069836074963 | -0.00698360749631072 |
154 | 15 | 13.6252431474298 | 1.3747568525702 |
155 | 12 | 14.0742766396342 | -2.07427663963423 |
156 | 14 | 11.2008351208080 | 2.79916487919198 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.506272706266806 | 0.987454587466387 | 0.493727293733194 |
8 | 0.510099029356319 | 0.979801941287362 | 0.489900970643681 |
9 | 0.37962776600687 | 0.75925553201374 | 0.62037223399313 |
10 | 0.262015820422177 | 0.524031640844354 | 0.737984179577823 |
11 | 0.174826440398121 | 0.349652880796242 | 0.825173559601879 |
12 | 0.264396177603602 | 0.528792355207205 | 0.735603822396398 |
13 | 0.524160124740924 | 0.951679750518151 | 0.475839875259076 |
14 | 0.449159490474247 | 0.898318980948495 | 0.550840509525752 |
15 | 0.361875680587897 | 0.723751361175794 | 0.638124319412103 |
16 | 0.33707574409122 | 0.67415148818244 | 0.66292425590878 |
17 | 0.331560585502796 | 0.663121171005593 | 0.668439414497203 |
18 | 0.325529353823621 | 0.651058707647242 | 0.674470646176379 |
19 | 0.325547963061912 | 0.651095926123823 | 0.674452036938088 |
20 | 0.268013022148459 | 0.536026044296918 | 0.731986977851541 |
21 | 0.539161511722223 | 0.921676976555553 | 0.460838488277777 |
22 | 0.46851055034584 | 0.93702110069168 | 0.53148944965416 |
23 | 0.660704719751795 | 0.678590560496411 | 0.339295280248205 |
24 | 0.598566777850063 | 0.802866444299874 | 0.401433222149937 |
25 | 0.556624733001937 | 0.886750533996126 | 0.443375266998063 |
26 | 0.542506465610961 | 0.914987068778077 | 0.457493534389039 |
27 | 0.478259557606692 | 0.956519115213383 | 0.521740442393308 |
28 | 0.434235183028352 | 0.868470366056704 | 0.565764816971648 |
29 | 0.373188209061207 | 0.746376418122414 | 0.626811790938793 |
30 | 0.429427122878585 | 0.85885424575717 | 0.570572877121415 |
31 | 0.583344371542563 | 0.833311256914874 | 0.416655628457437 |
32 | 0.562942191208503 | 0.874115617582994 | 0.437057808791497 |
33 | 0.506232413417090 | 0.987535173165819 | 0.493767586582910 |
34 | 0.512448451905175 | 0.97510309618965 | 0.487551548094825 |
35 | 0.479842047851584 | 0.95968409570317 | 0.520157952148416 |
36 | 0.430774460666582 | 0.861548921333165 | 0.569225539333418 |
37 | 0.428960970442630 | 0.857921940885259 | 0.571039029557370 |
38 | 0.501834985446111 | 0.996330029107778 | 0.498165014553889 |
39 | 0.462798381496901 | 0.925596762993802 | 0.537201618503099 |
40 | 0.42502850220786 | 0.85005700441572 | 0.57497149779214 |
41 | 0.385540721887791 | 0.771081443775581 | 0.614459278112209 |
42 | 0.355136262866545 | 0.71027252573309 | 0.644863737133455 |
43 | 0.312007337954270 | 0.624014675908541 | 0.68799266204573 |
44 | 0.267032911041656 | 0.534065822083313 | 0.732967088958344 |
45 | 0.233274609762255 | 0.46654921952451 | 0.766725390237745 |
46 | 0.19630441175382 | 0.39260882350764 | 0.80369558824618 |
47 | 0.163983784670007 | 0.327967569340014 | 0.836016215329993 |
48 | 0.277943660300146 | 0.555887320600292 | 0.722056339699854 |
49 | 0.236979445783732 | 0.473958891567464 | 0.763020554216268 |
50 | 0.225652765622211 | 0.451305531244422 | 0.77434723437779 |
51 | 0.203392735219390 | 0.406785470438780 | 0.79660726478061 |
52 | 0.281528745848568 | 0.563057491697137 | 0.718471254151432 |
53 | 0.25287479798349 | 0.50574959596698 | 0.74712520201651 |
54 | 0.238550078829236 | 0.477100157658473 | 0.761449921170764 |
55 | 0.203555427158751 | 0.407110854317501 | 0.79644457284125 |
56 | 0.171927337550133 | 0.343854675100265 | 0.828072662449867 |
57 | 0.143384647754043 | 0.286769295508085 | 0.856615352245957 |
58 | 0.145595591392648 | 0.291191182785297 | 0.854404408607352 |
59 | 0.299625230822803 | 0.599250461645606 | 0.700374769177197 |
60 | 0.260390604342807 | 0.520781208685614 | 0.739609395657193 |
61 | 0.229047265430455 | 0.458094530860911 | 0.770952734569545 |
62 | 0.197146942996599 | 0.394293885993198 | 0.802853057003401 |
63 | 0.253809400336403 | 0.507618800672806 | 0.746190599663597 |
64 | 0.229587822008333 | 0.459175644016665 | 0.770412177991667 |
65 | 0.198656340097578 | 0.397312680195155 | 0.801343659902423 |
66 | 0.168307934446550 | 0.336615868893100 | 0.83169206555345 |
67 | 0.188907281886301 | 0.377814563772602 | 0.811092718113699 |
68 | 0.159513868215202 | 0.319027736430403 | 0.840486131784798 |
69 | 0.139172383129603 | 0.278344766259205 | 0.860827616870397 |
70 | 0.424854969748122 | 0.849709939496244 | 0.575145030251878 |
71 | 0.382806550950123 | 0.765613101900247 | 0.617193449049877 |
72 | 0.341615455382052 | 0.683230910764105 | 0.658384544617948 |
73 | 0.317850592572136 | 0.635701185144273 | 0.682149407427864 |
74 | 0.44326490001232 | 0.88652980002464 | 0.55673509998768 |
75 | 0.402324667518423 | 0.804649335036846 | 0.597675332481577 |
76 | 0.382719564926625 | 0.765439129853251 | 0.617280435073375 |
77 | 0.381175949257079 | 0.762351898514158 | 0.618824050742921 |
78 | 0.337644145241632 | 0.675288290483265 | 0.662355854758367 |
79 | 0.358776748195951 | 0.717553496391901 | 0.64122325180405 |
80 | 0.323845046539881 | 0.647690093079762 | 0.676154953460119 |
81 | 0.287365890553947 | 0.574731781107894 | 0.712634109446053 |
82 | 0.270247208318180 | 0.540494416636361 | 0.72975279168182 |
83 | 0.289131222194431 | 0.578262444388862 | 0.710868777805569 |
84 | 0.259854104527086 | 0.519708209054171 | 0.740145895472914 |
85 | 0.239621077624814 | 0.479242155249628 | 0.760378922375186 |
86 | 0.248552854669424 | 0.497105709338849 | 0.751447145330576 |
87 | 0.258466681355484 | 0.516933362710967 | 0.741533318644516 |
88 | 0.301108155246921 | 0.602216310493842 | 0.698891844753079 |
89 | 0.262178070729956 | 0.524356141459912 | 0.737821929270044 |
90 | 0.227058750638332 | 0.454117501276664 | 0.772941249361668 |
91 | 0.272827668531012 | 0.545655337062024 | 0.727172331468988 |
92 | 0.249885431555877 | 0.499770863111754 | 0.750114568444123 |
93 | 0.223447793587396 | 0.446895587174792 | 0.776552206412604 |
94 | 0.205313639278996 | 0.410627278557992 | 0.794686360721004 |
95 | 0.184292153010234 | 0.368584306020468 | 0.815707846989766 |
96 | 0.169970249948701 | 0.339940499897401 | 0.830029750051299 |
97 | 0.156722600264236 | 0.313445200528473 | 0.843277399735764 |
98 | 0.165721522589754 | 0.331443045179508 | 0.834278477410246 |
99 | 0.186007950464289 | 0.372015900928579 | 0.81399204953571 |
100 | 0.163549616508577 | 0.327099233017154 | 0.836450383491423 |
101 | 0.145714309546206 | 0.291428619092412 | 0.854285690453794 |
102 | 0.119944236158424 | 0.239888472316847 | 0.880055763841576 |
103 | 0.160076862863489 | 0.320153725726978 | 0.839923137136511 |
104 | 0.171727959979564 | 0.343455919959128 | 0.828272040020436 |
105 | 0.145373688546256 | 0.290747377092511 | 0.854626311453744 |
106 | 0.129095628663198 | 0.258191257326396 | 0.870904371336802 |
107 | 0.114923473739066 | 0.229846947478131 | 0.885076526260934 |
108 | 0.092788227865366 | 0.185576455730732 | 0.907211772134634 |
109 | 0.109280667073625 | 0.218561334147249 | 0.890719332926375 |
110 | 0.295230204252768 | 0.590460408505535 | 0.704769795747233 |
111 | 0.286020061576193 | 0.572040123152385 | 0.713979938423807 |
112 | 0.269028437558052 | 0.538056875116105 | 0.730971562441948 |
113 | 0.232297620545952 | 0.464595241091904 | 0.767702379454048 |
114 | 0.202712919810982 | 0.405425839621963 | 0.797287080189018 |
115 | 0.191866443853118 | 0.383732887706236 | 0.808133556146882 |
116 | 0.159039987509060 | 0.318079975018119 | 0.84096001249094 |
117 | 0.129664646012097 | 0.259329292024195 | 0.870335353987903 |
118 | 0.164019902890618 | 0.328039805781235 | 0.835980097109382 |
119 | 0.134413198381635 | 0.268826396763269 | 0.865586801618365 |
120 | 0.108502927033813 | 0.217005854067625 | 0.891497072966188 |
121 | 0.0856430839622527 | 0.171286167924505 | 0.914356916037747 |
122 | 0.0812288915400286 | 0.162457783080057 | 0.918771108459971 |
123 | 0.0619936689922383 | 0.123987337984477 | 0.938006331007762 |
124 | 0.0538761543921783 | 0.107752308784357 | 0.946123845607822 |
125 | 0.0415156598786279 | 0.0830313197572558 | 0.958484340121372 |
126 | 0.0381767301054907 | 0.0763534602109815 | 0.96182326989451 |
127 | 0.0288720571931718 | 0.0577441143863435 | 0.971127942806828 |
128 | 0.0272989689861472 | 0.0545979379722945 | 0.972701031013853 |
129 | 0.0966913297367285 | 0.193382659473457 | 0.903308670263271 |
130 | 0.406128592310923 | 0.812257184621845 | 0.593871407689077 |
131 | 0.360448827000933 | 0.720897654001866 | 0.639551172999067 |
132 | 0.302933844181565 | 0.60586768836313 | 0.697066155818435 |
133 | 0.473159424934857 | 0.946318849869714 | 0.526840575065143 |
134 | 0.414108040985012 | 0.828216081970023 | 0.585891959014988 |
135 | 0.34580284206556 | 0.69160568413112 | 0.65419715793444 |
136 | 0.285032385875575 | 0.57006477175115 | 0.714967614124425 |
137 | 0.224940629975126 | 0.449881259950252 | 0.775059370024874 |
138 | 0.192646360966971 | 0.385292721933942 | 0.807353639033029 |
139 | 0.145403249030557 | 0.290806498061115 | 0.854596750969443 |
140 | 0.121118909056275 | 0.242237818112550 | 0.878881090943725 |
141 | 0.0865697156418018 | 0.173139431283604 | 0.913430284358198 |
142 | 0.0583855536504176 | 0.116771107300835 | 0.941614446349582 |
143 | 0.0683053346479645 | 0.136610669295929 | 0.931694665352035 |
144 | 0.86693090582733 | 0.26613818834534 | 0.13306909417267 |
145 | 0.799112258209225 | 0.40177548358155 | 0.200887741790775 |
146 | 0.70480555629447 | 0.590388887411061 | 0.295194443705530 |
147 | 0.594556237168248 | 0.810887525663504 | 0.405443762831752 |
148 | 0.455744932429488 | 0.911489864858976 | 0.544255067570512 |
149 | 0.313503110196108 | 0.627006220392216 | 0.686496889803892 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 0 | 0 | OK |
5% type I error level | 0 | 0 | OK |
10% type I error level | 4 | 0.0279720279720280 | OK |