Multiple Linear Regression - Estimated Regression Equation |
Characters[t] = + 4088.20513241519 + 1.87061439768225Revisions[t] + 106.798179146333Blogs[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) | 4088.20513241519 | 955.945015 | 4.2766 | 3.9e-05 | 2e-05 |
Revisions | 1.87061439768225 | 0.429708 | 4.3532 | 2.9e-05 | 1.5e-05 |
Blogs | 106.798179146333 | 38.498499 | 2.7741 | 0.006453 | 0.003227 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.556713393846884 |
R-squared | 0.309929802888516 |
Adjusted R-squared | 0.298032040869352 |
F-TEST (value) | 26.0494202514151 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 116 |
p-value | 4.52699211450636e-10 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 7029.08208329851 |
Sum Squared Residuals | 5731327412.31479 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 28586 | 23853.2533737867 | 4732.74662621333 |
2 | 25725 | 21770.013310952 | 3954.98668904799 |
3 | 24178 | 17433.0633447323 | 6744.93665526767 |
4 | 23067 | 21771.571737258 | 1295.42826274199 |
5 | 15385 | 18038.6204199937 | -2653.62041999366 |
6 | 19369 | 20761.2668040312 | -1392.26680403115 |
7 | 8962 | 12927.2386072859 | -3965.23860728592 |
8 | 24144 | 21334.677117575 | 2809.322882425 |
9 | 10113 | 12055.3932683528 | -1942.39326835276 |
10 | 13379 | 15019.5195540173 | -1640.51955401732 |
11 | 16955 | 21188.1789472376 | -4233.17894723764 |
12 | 14397 | 11063.7603502375 | 3333.23964976249 |
13 | 22078 | 19596.1520935016 | 2481.84790649842 |
14 | 6455 | 9433.10407089392 | -2978.10407089392 |
15 | 11118 | 14680.0017837618 | -3562.0017837618 |
16 | 7656 | 9799.91765131809 | -2143.91765131809 |
17 | 13568 | 16216.7468973992 | -2648.74689739917 |
18 | 12327 | 16164.6477534905 | -3837.64775349053 |
19 | 13631 | 12474.584051912 | 1156.41594808798 |
20 | 5440 | 7496.32553537901 | -2056.32553537901 |
21 | 26285 | 22019.4610167399 | 4265.53898326007 |
22 | 6713 | 9383.46327454873 | -2670.46327454873 |
23 | 5636 | 7606.69178484227 | -1970.69178484227 |
24 | 4882 | 9112.05102840635 | -4230.05102840635 |
25 | 7283 | 9331.08607141362 | -2048.08607141362 |
26 | 9616 | 10193.1271206535 | -577.127120653461 |
27 | 10583 | 10561.6381569969 | 21.361843003136 |
28 | 9847 | 11352.3544429159 | -1505.35444291591 |
29 | 16352 | 9216.66640506333 | 7135.33359493667 |
30 | 6719 | 9032.65356017669 | -2313.65356017669 |
31 | 30206 | 14260.5695839937 | 15945.4304160063 |
32 | 5239 | 11051.7050003244 | -5812.7050003244 |
33 | 9048 | 10170.5065894028 | -1122.50658940283 |
34 | 8716 | 9913.19346604969 | -1197.19346604969 |
35 | 8426 | 9066.8440947703 | -640.844094770303 |
36 | 12548 | 11650.4747660612 | 897.525233938835 |
37 | 3285 | 6254.72292188812 | -2969.72292188812 |
38 | 11141 | 6369.0376874904 | 4771.9623125096 |
39 | 9755 | 6998.04947168176 | 2756.95052831824 |
40 | 10418 | 15570.2069497149 | -5152.20694971489 |
41 | 4704 | 7026.10868764699 | -2322.10868764699 |
42 | 11824 | 11658.0596102475 | 165.940389752468 |
43 | 10845 | 8743.02051662762 | 2101.97948337238 |
44 | 7590 | 11535.5014954103 | -3945.50149541032 |
45 | 3044 | 6108.32965229879 | -3064.32965229879 |
46 | 13637 | 15389.2426997098 | -1752.24269970984 |
47 | 4862 | 8609.5142604784 | -3747.5142604784 |
48 | 10624 | 11679.919249854 | -1055.91924985396 |
49 | 3349 | 7817.41270673179 | -4468.41270673179 |
50 | 10697 | 9309.12404521156 | 1387.87595478844 |
51 | 5953 | 6979.03113961326 | -1026.03113961326 |
52 | 9555 | 10168.8091334836 | -613.809133483592 |
53 | 7860 | 11649.9552906258 | -3789.95529062583 |
54 | 6519 | 9019.83731861938 | -2500.83731861938 |
55 | 5866 | 5477.58628332298 | 388.413716677021 |
56 | 13042 | 14094.1531603304 | -1052.15316033037 |
57 | 13624 | 12729.9557889847 | 894.044211015327 |
58 | 10848 | 12105.8998570902 | -1257.89985709018 |
59 | 15322 | 10629.3265922703 | 4692.67340772969 |
60 | 5480 | 7232.22258834893 | -1752.22258834893 |
61 | 8736 | 8649.4897967435 | 86.5102032564961 |
62 | 5820 | 9693.11947217175 | -3873.11947217175 |
63 | 4799 | 7326.27278366838 | -2527.27278366837 |
64 | 7771 | 6840.05206988422 | 930.947930115778 |
65 | 3793 | 8135.24399585933 | -4342.24399585933 |
66 | 5936 | 6187.24177395833 | -251.241773958331 |
67 | 2835 | 6614.08817358677 | -3779.08817358677 |
68 | 4813 | 8736.05753447222 | -3923.05753447222 |
69 | 6711 | 8046.11300981915 | -1335.11300981915 |
70 | 6803 | 7818.24437025881 | -1015.24437025881 |
71 | 9699 | 10199.7779147172 | -500.777914717178 |
72 | 6899 | 4687.32121510884 | 2211.67878489116 |
73 | 10117 | 8780.25964610282 | 1336.74035389718 |
74 | 6328 | 5799.15880124588 | 528.84119875412 |
75 | 4336 | 5675.69825099885 | -1339.69825099885 |
76 | 6700 | 6478.71130303987 | 221.288696960129 |
77 | 10590 | 8644.77787480789 | 1945.22212519211 |
78 | 3678 | 6160.360538477 | -2482.360538477 |
79 | 723 | 5043.25742610381 | -4320.25742610381 |
80 | 2530 | 5364.13731011293 | -2834.13731011293 |
81 | 60486 | 6732.45635607609 | 53753.5436439239 |
82 | 1498 | 5240.84991834435 | -3742.84991834435 |
83 | 11754 | 9082.779703092 | 2671.22029690799 |
84 | 3308 | 7670.11951588502 | -4362.11951588502 |
85 | 1879 | 5519.74462207744 | -3640.74462207744 |
86 | 5683 | 9059.98601336293 | -3376.98601336293 |
87 | 6369 | 9309.15817407677 | -2940.15817407677 |
88 | 7659 | 8910.37099041356 | -1251.37099041356 |
89 | 3546 | 4430.87388414793 | -884.873884147932 |
90 | 4157 | 7335.10638022145 | -3178.10638022145 |
91 | 7867 | 4911.44862587382 | 2955.55137412618 |
92 | 37706 | 4395.33221059197 | 33310.667789408 |
93 | 4202 | 7184.27924792297 | -2982.27924792297 |
94 | 5047 | 6916.43507209752 | -1869.43507209752 |
95 | 9840 | 5165.85218395861 | 4674.14781604139 |
96 | 7619 | 6389.06084156436 | 1229.93915843564 |
97 | 2712 | 5531.83410085576 | -2819.83410085576 |
98 | 4259 | 5344.42634413065 | -1085.42634413065 |
99 | 3421 | 6203.73098658058 | -2782.73098658058 |
100 | 516 | 4605.01418161083 | -4089.01418161083 |
101 | 2097 | 4589.52979099403 | -2492.52979099403 |
102 | 2761 | 4764.36272237071 | -2003.36272237071 |
103 | 5429 | 4331.73132107077 | 1097.26867892923 |
104 | 799 | 5033.21172020161 | -4234.21172020161 |
105 | 480 | 4585.96172067711 | -4105.96172067711 |
106 | 2810 | 4925.06240209294 | -2115.06240209294 |
107 | 2949 | 6542.31219256107 | -3593.31219256107 |
108 | 5808 | 4331.73132107077 | 1476.26867892923 |
109 | 3875 | 4552.46381999728 | -677.463819997278 |
110 | 819 | 4534.10399297735 | -3715.10399297735 |
111 | 4799 | 4230.54498511749 | 568.455014882514 |
112 | 27 | 4121.87619157347 | -4094.87619157347 |
113 | 26444 | 4355.8761497622 | 22088.1238502378 |
114 | 5610 | 4383.93536572743 | 1226.06463427257 |
115 | 20 | 4120.00557717579 | -4100.00557717579 |
116 | 4896 | 4204.35638354993 | 691.643616450065 |
117 | 8 | 4114.39373398274 | -4106.39373398274 |
118 | 7206 | 4196.87392595921 | 3009.12607404079 |
119 | 631 | 4196.87392595921 | -3565.87392595921 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0.124013804088555 | 0.248027608177111 | 0.875986195911445 |
7 | 0.106105367702777 | 0.212210735405554 | 0.893894632297223 |
8 | 0.0629367023416135 | 0.125873404683227 | 0.937063297658386 |
9 | 0.0277510403001591 | 0.0555020806003181 | 0.972248959699841 |
10 | 0.0111362188403592 | 0.0222724376807183 | 0.988863781159641 |
11 | 0.00566703101585423 | 0.0113340620317085 | 0.994332968984146 |
12 | 0.00600373517894219 | 0.0120074703578844 | 0.993996264821058 |
13 | 0.00265990075842954 | 0.00531980151685909 | 0.99734009924157 |
14 | 0.00110211721366102 | 0.00220423442732204 | 0.998897882786339 |
15 | 0.000432441539844143 | 0.000864883079688286 | 0.999567558460156 |
16 | 0.000155794509907199 | 0.000311589019814398 | 0.999844205490093 |
17 | 6.11536157612612e-05 | 0.000122307231522522 | 0.999938846384239 |
18 | 5.21463816646303e-05 | 0.000104292763329261 | 0.999947853618335 |
19 | 2.74356954126302e-05 | 5.48713908252603e-05 | 0.999972564304587 |
20 | 9.83215461145291e-06 | 1.96643092229058e-05 | 0.999990167845389 |
21 | 9.2343190709884e-06 | 1.84686381419768e-05 | 0.999990765680929 |
22 | 3.23815655116909e-06 | 6.47631310233818e-06 | 0.999996761843449 |
23 | 1.14783853699636e-06 | 2.29567707399272e-06 | 0.999998852161463 |
24 | 4.63012202037534e-07 | 9.26024404075068e-07 | 0.999999536987798 |
25 | 1.53826449918372e-07 | 3.07652899836744e-07 | 0.99999984617355 |
26 | 6.57786261522426e-08 | 1.31557252304485e-07 | 0.999999934221374 |
27 | 3.00968575163487e-08 | 6.01937150326974e-08 | 0.999999969903142 |
28 | 9.60243982899468e-09 | 1.92048796579894e-08 | 0.99999999039756 |
29 | 6.62818395116795e-07 | 1.32563679023359e-06 | 0.999999337181605 |
30 | 2.55064487604923e-07 | 5.10128975209847e-07 | 0.999999744935512 |
31 | 0.000495829251170478 | 0.000991658502340956 | 0.999504170748829 |
32 | 0.000449293529380787 | 0.000898587058761574 | 0.999550706470619 |
33 | 0.000241342714842328 | 0.000482685429684656 | 0.999758657285158 |
34 | 0.000126800594006825 | 0.00025360118801365 | 0.999873199405993 |
35 | 6.67768563298239e-05 | 0.000133553712659648 | 0.99993322314367 |
36 | 3.63956891977747e-05 | 7.27913783955495e-05 | 0.999963604310802 |
37 | 1.89217131746658e-05 | 3.78434263493316e-05 | 0.999981078286825 |
38 | 2.4163391621776e-05 | 4.8326783243552e-05 | 0.999975836608378 |
39 | 1.65750537828278e-05 | 3.31501075656556e-05 | 0.999983424946217 |
40 | 1.37109983726399e-05 | 2.74219967452799e-05 | 0.999986289001627 |
41 | 7.08403427812772e-06 | 1.41680685562554e-05 | 0.999992915965722 |
42 | 3.67229698588824e-06 | 7.34459397177648e-06 | 0.999996327703014 |
43 | 2.14769400562014e-06 | 4.29538801124027e-06 | 0.999997852305994 |
44 | 1.45451382528889e-06 | 2.90902765057779e-06 | 0.999998545486175 |
45 | 7.59818621391555e-07 | 1.51963724278311e-06 | 0.999999240181379 |
46 | 3.73249115476291e-07 | 7.46498230952581e-07 | 0.999999626750884 |
47 | 2.09141557724025e-07 | 4.18283115448051e-07 | 0.999999790858442 |
48 | 9.51087243303578e-08 | 1.90217448660716e-07 | 0.999999904891276 |
49 | 5.6927810785773e-08 | 1.13855621571546e-07 | 0.999999943072189 |
50 | 2.95620262660967e-08 | 5.91240525321933e-08 | 0.999999970437974 |
51 | 1.30811849307629e-08 | 2.61623698615257e-08 | 0.999999986918815 |
52 | 5.60096345987243e-09 | 1.12019269197449e-08 | 0.999999994399037 |
53 | 3.2898681590659e-09 | 6.5797363181318e-09 | 0.999999996710132 |
54 | 1.50079512365832e-09 | 3.00159024731665e-09 | 0.999999998499205 |
55 | 7.03913671035246e-10 | 1.40782734207049e-09 | 0.999999999296086 |
56 | 3.16276307879419e-10 | 6.32552615758838e-10 | 0.999999999683724 |
57 | 1.90588611641939e-10 | 3.81177223283878e-10 | 0.999999999809411 |
58 | 7.9221707384756e-11 | 1.58443414769512e-10 | 0.999999999920778 |
59 | 7.75543281313834e-11 | 1.55108656262767e-10 | 0.999999999922446 |
60 | 3.04902168866077e-11 | 6.09804337732153e-11 | 0.99999999996951 |
61 | 1.2168979924108e-11 | 2.43379598482159e-11 | 0.999999999987831 |
62 | 6.11937304269584e-12 | 1.22387460853917e-11 | 0.999999999993881 |
63 | 2.43358687044895e-12 | 4.86717374089789e-12 | 0.999999999997566 |
64 | 1.15885628394322e-12 | 2.31771256788643e-12 | 0.999999999998841 |
65 | 6.27657991455536e-13 | 1.25531598291107e-12 | 0.999999999999372 |
66 | 2.49492211775494e-13 | 4.98984423550988e-13 | 0.999999999999751 |
67 | 1.29941768384535e-13 | 2.59883536769069e-13 | 0.99999999999987 |
68 | 6.38738957885643e-14 | 1.27747791577129e-13 | 0.999999999999936 |
69 | 2.23813492203732e-14 | 4.47626984407464e-14 | 0.999999999999978 |
70 | 7.62259905156536e-15 | 1.52451981031307e-14 | 0.999999999999992 |
71 | 3.83488567706634e-15 | 7.66977135413268e-15 | 0.999999999999996 |
72 | 2.17888955546339e-15 | 4.35777911092678e-15 | 0.999999999999998 |
73 | 8.86738857734813e-16 | 1.77347771546963e-15 | 0.999999999999999 |
74 | 3.28537477214868e-16 | 6.57074954429737e-16 | 1 |
75 | 1.10769285522978e-16 | 2.21538571045957e-16 | 1 |
76 | 3.813641983907e-17 | 7.62728396781399e-17 | 1 |
77 | 5.25949810796482e-17 | 1.05189962159296e-16 | 1 |
78 | 1.98598317507449e-17 | 3.97196635014899e-17 | 1 |
79 | 1.32566357459382e-17 | 2.65132714918765e-17 | 1 |
80 | 4.2711086442549e-18 | 8.5422172885098e-18 | 1 |
81 | 0.382765402552724 | 0.765530805105449 | 0.617234597447276 |
82 | 0.345354674181946 | 0.690709348363892 | 0.654645325818054 |
83 | 0.317665866233673 | 0.635331732467347 | 0.682334133766327 |
84 | 0.275249852970393 | 0.550499705940786 | 0.724750147029607 |
85 | 0.239587141208314 | 0.479174282416629 | 0.760412858791686 |
86 | 0.198532754021488 | 0.397065508042976 | 0.801467245978512 |
87 | 0.162764777535605 | 0.325529555071211 | 0.837235222464395 |
88 | 0.137478980087223 | 0.274957960174446 | 0.862521019912777 |
89 | 0.108357650107221 | 0.216715300214443 | 0.891642349892779 |
90 | 0.0835452487067672 | 0.167090497413534 | 0.916454751293233 |
91 | 0.0641853387542698 | 0.12837067750854 | 0.93581466124573 |
92 | 0.976005781951396 | 0.0479884360972081 | 0.023994218048604 |
93 | 0.964500561783402 | 0.0709988764331955 | 0.0354994382165977 |
94 | 0.94852237567143 | 0.102955248657139 | 0.0514776243285695 |
95 | 0.938191031553319 | 0.123617936893362 | 0.0618089684466808 |
96 | 0.91656199477937 | 0.16687601044126 | 0.0834380052206302 |
97 | 0.885046394552941 | 0.229907210894119 | 0.114953605447059 |
98 | 0.844201127184591 | 0.311597745630817 | 0.155798872815409 |
99 | 0.794779973087405 | 0.410440053825191 | 0.205220026912595 |
100 | 0.752094061924204 | 0.495811876151591 | 0.247905938075796 |
101 | 0.688645324133107 | 0.622709351733786 | 0.311354675866893 |
102 | 0.615851512986724 | 0.768296974026553 | 0.384148487013276 |
103 | 0.533960483410461 | 0.932079033179079 | 0.466039516589539 |
104 | 0.469032275940543 | 0.938064551881086 | 0.530967724059457 |
105 | 0.431458146517365 | 0.86291629303473 | 0.568541853482635 |
106 | 0.345795140377134 | 0.691590280754268 | 0.654204859622866 |
107 | 0.385042175840707 | 0.770084351681415 | 0.614957824159293 |
108 | 0.300543853934133 | 0.601087707868266 | 0.699456146065867 |
109 | 0.413665329397077 | 0.827330658794154 | 0.586334670602923 |
110 | 0.448457455265309 | 0.896914910530617 | 0.551542544734691 |
111 | 0.331935677062674 | 0.663871354125347 | 0.668064322937326 |
112 | 0.218319039323046 | 0.436638078646093 | 0.781680960676954 |
113 | 0.93372068054062 | 0.13255863891876 | 0.06627931945938 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 68 | 0.62962962962963 | NOK |
5% type I error level | 72 | 0.666666666666667 | NOK |
10% type I error level | 74 | 0.685185185185185 | NOK |