Multiple Linear Regression - Estimated Regression Equation |
Celebrity[t] = + 3.04956856198265 + 0.00142148984412118TotNV[t] + 0.00448627811678545TotANX[t] + 0.0260840758692566TotGR[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) | 3.04956856198265 | 1.183817 | 2.576 | 0.011015 | 0.005507 |
TotNV | 0.00142148984412118 | 0.016259 | 0.0874 | 0.930454 | 0.465227 |
TotANX | 0.00448627811678545 | 0.009196 | 0.4879 | 0.626392 | 0.313196 |
TotGR | 0.0260840758692566 | 0.01218 | 2.1415 | 0.033943 | 0.016971 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.191480225727988 |
R-squared | 0.0366646768448413 |
Adjusted R-squared | 0.0163125221302958 |
F-TEST (value) | 1.80151327262843 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 142 |
p-value | 0.149630239154723 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.38309910883036 |
Sum Squared Residuals | 271.64076656832 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 6 | 5.15303557121513 | 0.846964428784874 |
2 | 4 | 4.78281408818795 | -0.782814088187947 |
3 | 5 | 5.46906149545013 | -0.469061495450133 |
4 | 4 | 4.9486571880653 | -0.948657188065301 |
5 | 4 | 5.05725796107469 | -1.05725796107469 |
6 | 6 | 5.49619510569777 | 0.503804894302226 |
7 | 6 | 5.22481602108369 | 0.775183978916305 |
8 | 4 | 5.12229705015089 | -1.12229705015090 |
9 | 4 | 5.12798300952738 | -1.12798300952738 |
10 | 6 | 4.47728458244321 | 1.52271541755679 |
11 | 4 | 4.80798704248515 | -0.807987042485147 |
12 | 6 | 5.50564103337205 | 0.494358966627948 |
13 | 5 | 4.91906470675454 | 0.080935293245464 |
14 | 4 | 5.23942676222501 | -1.23942676222501 |
15 | 6 | 5.52839073791548 | 0.471609262084516 |
16 | 3 | 4.87405764574286 | -1.87405764574286 |
17 | 5 | 5.23700351247124 | -0.237003512471245 |
18 | 6 | 5.22925452473174 | 0.770745475268258 |
19 | 4 | 5.38755733585703 | -1.38755733585703 |
20 | 6 | 5.25190772390009 | 0.748092276099909 |
21 | 2 | 4.5430558483759 | -2.5430558483759 |
22 | 7 | 5.14445885768166 | 1.85554114231834 |
23 | 5 | 5.26431115683457 | -0.264311156834570 |
24 | 2 | 5.28963916861297 | -3.28963916861297 |
25 | 4 | 4.75167972442361 | -0.751679724423609 |
26 | 4 | 5.23053173473204 | -1.23053173473204 |
27 | 6 | 5.29733451484624 | 0.702665485153758 |
28 | 6 | 5.06539692447681 | 0.934603075523194 |
29 | 5 | 5.31034973202775 | -0.310349732027754 |
30 | 6 | 4.87204825888607 | 1.12795174111393 |
31 | 6 | 5.3787182818299 | 0.621281718170103 |
32 | 4 | 5.56999080946062 | -1.56999080946062 |
33 | 6 | 5.34560428548063 | 0.654395714519365 |
34 | 6 | 5.36600240197341 | 0.633997598026593 |
35 | 6 | 5.32089392498676 | 0.679106075013239 |
36 | 2 | 5.23410689127677 | -3.23410689127677 |
37 | 4 | 5.52486335583949 | -1.52486335583949 |
38 | 5 | 4.99008909253225 | 0.00991090746775223 |
39 | 3 | 5.25553652195105 | -2.25553652195105 |
40 | 7 | 5.18483536073273 | 1.81516463926727 |
41 | 5 | 4.52768317610623 | 0.472316823893766 |
42 | 3 | 5.35722190005239 | -2.35722190005239 |
43 | 8 | 5.10641496604677 | 2.89358503395323 |
44 | 8 | 5.63213327734235 | 2.36786672265765 |
45 | 5 | 5.01871681076472 | -0.0187168107647241 |
46 | 6 | 5.54969410894282 | 0.450305891057181 |
47 | 3 | 5.0046700794017 | -2.00467007940170 |
48 | 5 | 5.54057236226554 | -0.54057236226554 |
49 | 4 | 5.11619136083994 | -1.11619136083994 |
50 | 5 | 5.30157509714424 | -0.301575097144236 |
51 | 5 | 4.98172832054571 | 0.018271679454289 |
52 | 6 | 5.50921618991678 | 0.49078381008322 |
53 | 5 | 4.81549033440586 | 0.184509665594142 |
54 | 6 | 5.27899355967899 | 0.721006440321006 |
55 | 6 | 4.98875824102572 | 1.01124175897428 |
56 | 4 | 4.88303020197643 | -0.883030201976431 |
57 | 8 | 5.51880053039739 | 2.48119946960261 |
58 | 6 | 5.04215582829579 | 0.957844171704209 |
59 | 4 | 4.93198928559846 | -0.931989285598459 |
60 | 6 | 5.00048313860994 | 0.99951686139006 |
61 | 5 | 4.63329668958356 | 0.366703310416439 |
62 | 5 | 5.3046398854169 | -0.304639885416901 |
63 | 6 | 5.62432340553712 | 0.375676594462878 |
64 | 6 | 5.31523185284465 | 0.684768147155355 |
65 | 6 | 5.05502676563348 | 0.944973234366517 |
66 | 6 | 4.75545280231839 | 1.24454719768161 |
67 | 6 | 5.22638765780913 | 0.77361234219087 |
68 | 6 | 4.77754785874594 | 1.22245214125406 |
69 | 7 | 5.10045355657963 | 1.89954644342037 |
70 | 4 | 5.38967633768588 | -1.38967633768588 |
71 | 4 | 5.33868889057259 | -1.33868889057259 |
72 | 3 | 5.09596727846285 | -2.09596727846285 |
73 | 6 | 5.34236546309229 | 0.657634536907713 |
74 | 5 | 5.12614765678628 | -0.126147656786278 |
75 | 5 | 5.21944837566672 | -0.219448375666715 |
76 | 3 | 5.31545366142907 | -2.31545366142907 |
77 | 5 | 5.08539919826947 | -0.0853991982694717 |
78 | 4 | 4.68224499556821 | -0.682244995568209 |
79 | 3 | 5.30076539154715 | -2.30076539154715 |
80 | 7 | 5.31420033866314 | 1.68579966133686 |
81 | 4 | 5.03504837907519 | -1.03504837907519 |
82 | 4 | 5.06743019856796 | -1.06743019856796 |
83 | 5 | 5.18566895356419 | -0.185668953564188 |
84 | 6 | 5.16014888747323 | 0.839851112526773 |
85 | 2 | 5.08944772625491 | -3.08944772625491 |
86 | 2 | 4.64888530340015 | -2.64888530340016 |
87 | 6 | 5.60360206448496 | 0.396397935515041 |
88 | 4 | 4.94743361957123 | -0.947433619571232 |
89 | 5 | 5.39336368784296 | -0.393363687842963 |
90 | 6 | 4.60876036320537 | 1.39123963679463 |
91 | 7 | 5.2876965328594 | 1.71230346714060 |
92 | 8 | 5.00628949059588 | 2.99371050940412 |
93 | 6 | 4.797472603798 | 1.20252739620200 |
94 | 6 | 4.9101399249897 | 1.08986007501030 |
95 | 3 | 4.87209603335481 | -1.87209603335481 |
96 | 7 | 4.8473378983922 | 2.1526621016078 |
97 | 3 | 5.18976525601836 | -2.18976525601836 |
98 | 6 | 5.146347851929 | 0.853652148071004 |
99 | 4 | 5.09361569041219 | -1.09361569041219 |
100 | 4 | 5.41694111818036 | -1.41694111818036 |
101 | 6 | 5.13676351144839 | 0.863236488551609 |
102 | 6 | 5.17591644600539 | 0.824083553994608 |
103 | 6 | 4.4614682930047 | 1.5385317069953 |
104 | 4 | 4.77712812881146 | -0.777128128811462 |
105 | 7 | 5.09047337339892 | 1.90952662660108 |
106 | 5 | 5.1879001490054 | -0.187900149005396 |
107 | 7 | 5.42471399315423 | 1.57528600684577 |
108 | 4 | 5.24090189357536 | -1.24090189357536 |
109 | 6 | 5.28551897892443 | 0.714481021075572 |
110 | 6 | 5.59484544979832 | 0.405154550201684 |
111 | 6 | 4.58733073253109 | 1.41266926746891 |
112 | 5 | 4.40108951616096 | 0.598910483839035 |
113 | 5 | 5.15392280555282 | -0.153922805552815 |
114 | 6 | 5.27156875293649 | 0.72843124706351 |
115 | 7 | 5.03897064741367 | 1.96102935258633 |
116 | 4 | 5.15654397665664 | -1.15654397665664 |
117 | 4 | 5.22866662771908 | -1.22866662771908 |
118 | 8 | 5.24979692106834 | 2.75020307893166 |
119 | 6 | 5.08228663552807 | 0.91771336447193 |
120 | 3 | 4.90119712302799 | -1.90119712302799 |
121 | 4 | 5.07503490646364 | -1.07503490646364 |
122 | 5 | 5.19853989090188 | -0.198539890901879 |
123 | 5 | 5.33503620528726 | -0.335036205287259 |
124 | 6 | 5.34646176554646 | 0.65353823445354 |
125 | 8 | 5.20930002540781 | 2.79069997459219 |
126 | 2 | 4.75668223784995 | -2.75668223784995 |
127 | 4 | 4.86042477727682 | -0.86042477727682 |
128 | 7 | 5.24761936713336 | 1.75238063286664 |
129 | 5 | 5.05400111848947 | -0.0540011184894671 |
130 | 6 | 5.60379411879752 | 0.396205881202482 |
131 | 6 | 5.27331346734 | 0.726686532659997 |
132 | 4 | 5.23504776712069 | -1.23504776712069 |
133 | 5 | 5.02284286749076 | -0.02284286749076 |
134 | 6 | 4.96331570367536 | 1.03668429632464 |
135 | 6 | 5.66574453236669 | 0.334255467633311 |
136 | 6 | 5.56597203574705 | 0.434027964252951 |
137 | 6 | 5.37637256081673 | 0.62362743918327 |
138 | 5 | 5.33255931402726 | -0.332559314027260 |
139 | 5 | 4.86068944973009 | 0.139310550269906 |
140 | 6 | 4.98204663450522 | 1.01795336549478 |
141 | 4 | 5.235924223821 | -1.23592422382100 |
142 | 6 | 5.07292410363189 | 0.927075896368114 |
143 | 3 | 5.59025775570656 | -2.59025775570656 |
144 | 6 | 5.17522126598026 | 0.824778734019736 |
145 | 8 | 5.1963623369669 | 2.8036376630331 |
146 | 4 | 5.12263925134477 | -1.12263925134477 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.069737003680679 | 0.139474007361358 | 0.930262996319321 |
8 | 0.0365677606476424 | 0.0731355212952847 | 0.963432239352358 |
9 | 0.0331736024455212 | 0.0663472048910423 | 0.966826397554479 |
10 | 0.121944273648085 | 0.243888547296169 | 0.878055726351915 |
11 | 0.248967927181529 | 0.497935854363058 | 0.751032072818471 |
12 | 0.226410864826282 | 0.452821729652564 | 0.773589135173718 |
13 | 0.154013779184872 | 0.308027558369744 | 0.845986220815128 |
14 | 0.135365155756924 | 0.270730311513849 | 0.864634844243076 |
15 | 0.0992362993171653 | 0.198472598634331 | 0.900763700682835 |
16 | 0.132713228192409 | 0.265426456384817 | 0.867286771807591 |
17 | 0.0891711918931123 | 0.178342383786225 | 0.910828808106888 |
18 | 0.077510514163456 | 0.155021028326912 | 0.922489485836544 |
19 | 0.065532765935673 | 0.131065531871346 | 0.934467234064327 |
20 | 0.058466404246092 | 0.116932808492184 | 0.941533595753908 |
21 | 0.101941836630101 | 0.203883673260202 | 0.898058163369899 |
22 | 0.176496443293910 | 0.352992886587820 | 0.82350355670609 |
23 | 0.132946575205768 | 0.265893150411537 | 0.867053424794232 |
24 | 0.340395609507993 | 0.680791219015985 | 0.659604390492007 |
25 | 0.285190688859021 | 0.570381377718042 | 0.714809311140979 |
26 | 0.249824832570574 | 0.499649665141147 | 0.750175167429426 |
27 | 0.224116061767712 | 0.448232123535425 | 0.775883938232288 |
28 | 0.212613041709487 | 0.425226083418974 | 0.787386958290513 |
29 | 0.170648770392996 | 0.341297540785992 | 0.829351229607004 |
30 | 0.194623604637420 | 0.389247209274839 | 0.80537639536258 |
31 | 0.155493100989330 | 0.310986201978661 | 0.84450689901067 |
32 | 0.165617195526032 | 0.331234391052064 | 0.834382804473968 |
33 | 0.141800880778730 | 0.283601761557460 | 0.85819911922127 |
34 | 0.122242845259491 | 0.244485690518983 | 0.877757154740509 |
35 | 0.0986111652173973 | 0.197222330434795 | 0.901388834782603 |
36 | 0.288297622555878 | 0.576595245111756 | 0.711702377444122 |
37 | 0.270616587186931 | 0.541233174373863 | 0.729383412813069 |
38 | 0.236117579020869 | 0.472235158041739 | 0.76388242097913 |
39 | 0.300142993543634 | 0.600285987087268 | 0.699857006456366 |
40 | 0.36461595701868 | 0.72923191403736 | 0.63538404298132 |
41 | 0.335294887281541 | 0.670589774563082 | 0.664705112718459 |
42 | 0.418918993653452 | 0.837837987306904 | 0.581081006346548 |
43 | 0.626818942196987 | 0.746362115606025 | 0.373181057803013 |
44 | 0.732543271358307 | 0.534913457283387 | 0.267456728641693 |
45 | 0.687942529501652 | 0.624114940996696 | 0.312057470498348 |
46 | 0.650943863844776 | 0.698112272310448 | 0.349056136155224 |
47 | 0.685844813110375 | 0.628310373779249 | 0.314155186889625 |
48 | 0.647822501347449 | 0.704354997305102 | 0.352177498652551 |
49 | 0.622654301808245 | 0.754691396383509 | 0.377345698191755 |
50 | 0.574719735759592 | 0.850560528480816 | 0.425280264240408 |
51 | 0.52864912012491 | 0.94270175975018 | 0.47135087987509 |
52 | 0.484673893413848 | 0.969347786827697 | 0.515326106586152 |
53 | 0.435857480491559 | 0.871714960983118 | 0.564142519508441 |
54 | 0.406792633879559 | 0.813585267759119 | 0.59320736612044 |
55 | 0.38944999877976 | 0.77889999755952 | 0.61055000122024 |
56 | 0.356676801015155 | 0.713353602030311 | 0.643323198984844 |
57 | 0.456947470382198 | 0.913894940764396 | 0.543052529617802 |
58 | 0.433775709810177 | 0.867551419620355 | 0.566224290189823 |
59 | 0.401852571060287 | 0.803705142120573 | 0.598147428939713 |
60 | 0.390074499155761 | 0.780148998311523 | 0.609925500844239 |
61 | 0.355670385794703 | 0.711340771589406 | 0.644329614205297 |
62 | 0.312570962099043 | 0.625141924198086 | 0.687429037900957 |
63 | 0.275782798646504 | 0.551565597293009 | 0.724217201353496 |
64 | 0.246554770030541 | 0.493109540061082 | 0.753445229969459 |
65 | 0.227916261836269 | 0.455832523672539 | 0.77208373816373 |
66 | 0.223860731600222 | 0.447721463200445 | 0.776139268399778 |
67 | 0.199690217881134 | 0.399380435762267 | 0.800309782118866 |
68 | 0.195293949228973 | 0.390587898457946 | 0.804706050771027 |
69 | 0.225065101900196 | 0.450130203800392 | 0.774934898099804 |
70 | 0.225189734127994 | 0.450379468255989 | 0.774810265872006 |
71 | 0.221599683317101 | 0.443199366634202 | 0.778400316682899 |
72 | 0.26802428250793 | 0.53604856501586 | 0.73197571749207 |
73 | 0.238178848036447 | 0.476357696072894 | 0.761821151963553 |
74 | 0.202598359683659 | 0.405196719367318 | 0.797401640316341 |
75 | 0.170953065292854 | 0.341906130585707 | 0.829046934707146 |
76 | 0.228707354572314 | 0.457414709144627 | 0.771292645427686 |
77 | 0.193973008883171 | 0.387946017766342 | 0.806026991116829 |
78 | 0.170276560500717 | 0.340553121001435 | 0.829723439499283 |
79 | 0.228899206115859 | 0.457798412231717 | 0.771100793884141 |
80 | 0.244444799531278 | 0.488889599062557 | 0.755555200468721 |
81 | 0.228116984467691 | 0.456233968935383 | 0.771883015532309 |
82 | 0.214982854192684 | 0.429965708385369 | 0.785017145807316 |
83 | 0.182143874778489 | 0.364287749556977 | 0.817856125221511 |
84 | 0.161807426044283 | 0.323614852088566 | 0.838192573955717 |
85 | 0.308210802583933 | 0.616421605167865 | 0.691789197416067 |
86 | 0.446610560031051 | 0.893221120062102 | 0.553389439968949 |
87 | 0.402205527712021 | 0.804411055424043 | 0.597794472287979 |
88 | 0.382594232622049 | 0.765188465244097 | 0.617405767377951 |
89 | 0.339614799476692 | 0.679229598953385 | 0.660385200523308 |
90 | 0.335520270721755 | 0.67104054144351 | 0.664479729278245 |
91 | 0.349912731590214 | 0.699825463180427 | 0.650087268409786 |
92 | 0.507088950764969 | 0.985822098470063 | 0.492911049235031 |
93 | 0.487938075637488 | 0.975876151274976 | 0.512061924362512 |
94 | 0.462828028840124 | 0.925656057680249 | 0.537171971159876 |
95 | 0.518920363786292 | 0.962159272427416 | 0.481079636213708 |
96 | 0.584862885822468 | 0.830274228355064 | 0.415137114177532 |
97 | 0.668608648430891 | 0.662782703138217 | 0.331391351569109 |
98 | 0.63440614907709 | 0.73118770184582 | 0.36559385092291 |
99 | 0.637413201489675 | 0.72517359702065 | 0.362586798510325 |
100 | 0.655123063194037 | 0.689753873611927 | 0.344876936805963 |
101 | 0.621094028712292 | 0.757811942575415 | 0.378905971287708 |
102 | 0.585642339900746 | 0.828715320198509 | 0.414357660099254 |
103 | 0.569969825924528 | 0.860060348150944 | 0.430030174075472 |
104 | 0.54558970668907 | 0.90882058662186 | 0.45441029331093 |
105 | 0.573850355657696 | 0.852299288684607 | 0.426149644342304 |
106 | 0.52236131570321 | 0.95527736859358 | 0.47763868429679 |
107 | 0.520936233469756 | 0.958127533060489 | 0.479063766530244 |
108 | 0.523296154813352 | 0.953407690373295 | 0.476703845186648 |
109 | 0.476068425972473 | 0.952136851944946 | 0.523931574027527 |
110 | 0.421586983946358 | 0.843173967892716 | 0.578413016053642 |
111 | 0.421587480571290 | 0.843174961142579 | 0.57841251942871 |
112 | 0.382490327285058 | 0.764980654570116 | 0.617509672714942 |
113 | 0.333705297707215 | 0.66741059541443 | 0.666294702292785 |
114 | 0.304224552539106 | 0.608449105078212 | 0.695775447460894 |
115 | 0.334036132036239 | 0.668072264072479 | 0.665963867963761 |
116 | 0.330640447153009 | 0.661280894306019 | 0.66935955284699 |
117 | 0.340513616857655 | 0.68102723371531 | 0.659486383142345 |
118 | 0.520588161967075 | 0.95882367606585 | 0.479411838032925 |
119 | 0.505065857585284 | 0.989868284829433 | 0.494934142414716 |
120 | 0.585502814925888 | 0.828994370148224 | 0.414497185074112 |
121 | 0.588630386394711 | 0.822739227210578 | 0.411369613605289 |
122 | 0.554786045136029 | 0.890427909727942 | 0.445213954863971 |
123 | 0.523563445835329 | 0.952873108329342 | 0.476436554164671 |
124 | 0.456323465605897 | 0.912646931211793 | 0.543676534394103 |
125 | 0.594996760093997 | 0.810006479812006 | 0.405003239906003 |
126 | 0.838167405280868 | 0.323665189438263 | 0.161832594719132 |
127 | 0.923291404057483 | 0.153417191885034 | 0.0767085959425172 |
128 | 0.927941243982535 | 0.144117512034929 | 0.0720587560174647 |
129 | 0.89195343561112 | 0.216093128777760 | 0.108046564388880 |
130 | 0.861664242891221 | 0.276671514217558 | 0.138335757108779 |
131 | 0.811686780431174 | 0.376626439137653 | 0.188313219568826 |
132 | 0.954052664785666 | 0.0918946704286687 | 0.0459473352143344 |
133 | 0.958472510146785 | 0.0830549797064303 | 0.0415274898532151 |
134 | 0.92852449433592 | 0.142951011328158 | 0.071475505664079 |
135 | 0.953531276749416 | 0.0929374465011681 | 0.0464687232505841 |
136 | 0.909160213853127 | 0.181679572293746 | 0.0908397861468732 |
137 | 0.947847300026635 | 0.104305399946731 | 0.0521526999733654 |
138 | 0.902406969289006 | 0.195186061421987 | 0.0975930307109936 |
139 | 0.788804787070352 | 0.422390425859296 | 0.211195212929648 |
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 | 5 | 0.037593984962406 | OK |