| Multiple Linear Regression - Estimated Regression Equation |
| test[t] = -0.607455139177964 -9.72917944876327e-06tijd[t] + 0.00235370233505576login[t] + 0.00311041641574067vieuws[t] + 0.0483486821994552revieuws[t] + 1.23734505919451e-05size[t] + 0.124287563521226shared[t] -0.00182273321546957blogged[t] + 0.0197560013060629intrisieke[t] -0.0168624693866774extrisieke[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) | -0.607455139177964 | 2.99066 | -0.2031 | 0.839793 | 0.419896 |
| tijd | -9.72917944876327e-06 | 7e-06 | -1.4734 | 0.146345 | 0.073173 |
| login | 0.00235370233505576 | 0.010416 | 0.226 | 0.822063 | 0.411032 |
| vieuws | 0.00311041641574067 | 0.003898 | 0.798 | 0.428309 | 0.214154 |
| revieuws | 0.0483486821994552 | 0.051534 | 0.9382 | 0.352253 | 0.176126 |
| size | 1.23734505919451e-05 | 1.3e-05 | 0.9795 | 0.3316 | 0.1658 |
| shared | 0.124287563521226 | 0.13678 | 0.9087 | 0.367491 | 0.183745 |
| blogged | -0.00182273321546957 | 0.008279 | -0.2202 | 0.826556 | 0.413278 |
| intrisieke | 0.0197560013060629 | 0.030709 | 0.6433 | 0.522683 | 0.261341 |
| extrisieke | -0.0168624693866774 | 0.044255 | -0.381 | 0.704648 | 0.352324 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.303118269114845 |
| R-squared | 0.0918806850711794 |
| Adjusted R-squared | -0.0567206573717185 |
| F-TEST (value) | 0.618303196732464 |
| F-TEST (DF numerator) | 9 |
| F-TEST (DF denominator) | 55 |
| p-value | 0.776282486364639 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.33348657980496 |
| Sum Squared Residuals | 299.483778997142 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 0 | 0.00828894987584876 | -0.00828894987584876 |
| 2 | 3 | 0.619778751678988 | 2.38022124832101 |
| 3 | 0 | -0.362090357070874 | 0.362090357070874 |
| 4 | 2 | -0.56439617668281 | 2.56439617668281 |
| 5 | 1 | 0.339995291911363 | 0.660004708088637 |
| 6 | 1 | 0.246757375018802 | 0.753242624981198 |
| 7 | 0 | 0.0588340047345725 | -0.0588340047345725 |
| 8 | 2 | -0.147271671309157 | 2.14727167130916 |
| 9 | -2 | -0.0852453043196066 | -1.91475469568039 |
| 10 | -4 | 0.0293761646694719 | -4.02937616466947 |
| 11 | 1 | -0.182289753940068 | 1.18228975394007 |
| 12 | 0 | -0.629904496600465 | 0.629904496600465 |
| 13 | -3 | -0.298486375968988 | -2.70151362403101 |
| 14 | 0 | 0.537402263617169 | -0.537402263617169 |
| 15 | -2 | -0.200977528051081 | -1.79902247194892 |
| 16 | -2 | -0.750249432485341 | -1.24975056751466 |
| 17 | -3 | -0.417269282035457 | -2.58273071796454 |
| 18 | 0 | 0.0367974158278948 | -0.0367974158278948 |
| 19 | 0 | 0.524169960610631 | -0.524169960610631 |
| 20 | 4 | 0.725490991971902 | 3.2745090080281 |
| 21 | 1 | -0.545186612562733 | 1.54518661256273 |
| 22 | 3 | 0.313439896833643 | 2.68656010316636 |
| 23 | 4 | -0.318427895063325 | 4.31842789506332 |
| 24 | 2 | 1.1914832271942 | 0.8085167728058 |
| 25 | 0 | -0.302337083831801 | 0.302337083831801 |
| 26 | 2 | 0.721125269880739 | 1.27887473011926 |
| 27 | 0 | 1.05916587056016 | -1.05916587056016 |
| 28 | 3 | 0.784440844088725 | 2.21555915591128 |
| 29 | 3 | 1.13252524484107 | 1.86747475515893 |
| 30 | 0 | 1.2445265526609 | -1.2445265526609 |
| 31 | 6 | -0.0117897607921771 | 6.01178976079218 |
| 32 | 2 | 0.181830538335197 | 1.8181694616648 |
| 33 | 0 | 0.872392139197523 | -0.872392139197523 |
| 34 | 2 | 0.865811601179346 | 1.13418839882065 |
| 35 | 4 | 1.1445747465105 | 2.8554252534895 |
| 36 | 2 | 0.256332920235056 | 1.74366707976494 |
| 37 | 3 | 1.63003873519272 | 1.36996126480728 |
| 38 | 0 | 0.57036179417179 | -0.57036179417179 |
| 39 | -1 | 0.612819325977304 | -1.6128193259773 |
| 40 | 0 | 1.40974403795055 | -1.40974403795055 |
| 41 | 0 | 0.856938589004909 | -0.856938589004909 |
| 42 | -1 | 0.140756986332889 | -1.14075698633289 |
| 43 | 0 | 1.42926786626973 | -1.42926786626973 |
| 44 | -1 | 0.284648340860456 | -1.28464834086046 |
| 45 | 1 | -0.158546551946298 | 1.1585465519463 |
| 46 | -2 | 0.0771200755001109 | -2.07712007550011 |
| 47 | -4 | 0.709819641151698 | -4.7098196411517 |
| 48 | 2 | 1.20962260428207 | 0.790377395717929 |
| 49 | -4 | 0.708991738599569 | -4.70899173859957 |
| 50 | 2 | 0.596938306145337 | 1.40306169385466 |
| 51 | -3 | 0.383259568301718 | -3.38325956830172 |
| 52 | 2 | 0.655229555076158 | 1.34477044492384 |
| 53 | 2 | 0.304093482773302 | 1.6959065172267 |
| 54 | -4 | 0.946116017035935 | -4.94611601703594 |
| 55 | 3 | 2.50505478805014 | 0.494945211949856 |
| 56 | -1 | 0.527294180186386 | -1.52729418018639 |
| 57 | -3 | -1.19558611478774 | -1.80441388521226 |
| 58 | 0 | 0.274566707440687 | -0.274566707440687 |
| 59 | 2 | 2.50488862399626 | -0.50488862399626 |
| 60 | 2 | 0.525705243700578 | 1.47429475629942 |
| 61 | 2 | 0.298724486415973 | 1.70127551358403 |
| 62 | -2 | -0.0858169674562639 | -1.91418303254374 |
| 63 | 0 | 0.287194015822263 | -0.287194015822263 |
| 64 | -3 | 0.124109017775678 | -3.12410901777568 |
| 65 | 3 | 0.78802761545626 | 2.21197238454374 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 13 | 0.402791208099227 | 0.805582416198455 | 0.597208791900773 |
| 14 | 0.244516885846852 | 0.489033771693704 | 0.755483114153148 |
| 15 | 0.185221253761142 | 0.370442507522283 | 0.814778746238858 |
| 16 | 0.116813807683795 | 0.233627615367591 | 0.883186192316205 |
| 17 | 0.0758761289849527 | 0.151752257969905 | 0.924123871015047 |
| 18 | 0.074723138150453 | 0.149446276300906 | 0.925276861849547 |
| 19 | 0.0405616041518588 | 0.0811232083037176 | 0.959438395848141 |
| 20 | 0.0873898096078747 | 0.174779619215749 | 0.912610190392125 |
| 21 | 0.0628149784513586 | 0.125629956902717 | 0.937185021548641 |
| 22 | 0.0408903080694693 | 0.0817806161389387 | 0.959109691930531 |
| 23 | 0.0628113725085064 | 0.125622745017013 | 0.937188627491494 |
| 24 | 0.201124502608534 | 0.402249005217067 | 0.798875497391466 |
| 25 | 0.166960941586594 | 0.333921883173188 | 0.833039058413406 |
| 26 | 0.128641546494673 | 0.257283092989346 | 0.871358453505327 |
| 27 | 0.105299456582897 | 0.210598913165794 | 0.894700543417103 |
| 28 | 0.128139646118792 | 0.256279292237583 | 0.871860353881208 |
| 29 | 0.100278299388596 | 0.200556598777192 | 0.899721700611404 |
| 30 | 0.0842250280310749 | 0.16845005606215 | 0.915774971968925 |
| 31 | 0.474817821980502 | 0.949635643961004 | 0.525182178019498 |
| 32 | 0.417646936327428 | 0.835293872654855 | 0.582353063672572 |
| 33 | 0.361578248753302 | 0.723156497506605 | 0.638421751246698 |
| 34 | 0.360116344772092 | 0.720232689544184 | 0.639883655227908 |
| 35 | 0.454206461970286 | 0.908412923940571 | 0.545793538029714 |
| 36 | 0.462132055957017 | 0.924264111914034 | 0.537867944042983 |
| 37 | 0.427846712635567 | 0.855693425271134 | 0.572153287364433 |
| 38 | 0.352292126808982 | 0.704584253617964 | 0.647707873191018 |
| 39 | 0.317575425589861 | 0.635150851179721 | 0.682424574410139 |
| 40 | 0.271273022994576 | 0.542546045989153 | 0.728726977005424 |
| 41 | 0.220153436840969 | 0.440306873681939 | 0.779846563159031 |
| 42 | 0.18110886043193 | 0.362217720863861 | 0.81889113956807 |
| 43 | 0.157397376389286 | 0.314794752778572 | 0.842602623610714 |
| 44 | 0.126007218842372 | 0.252014437684744 | 0.873992781157628 |
| 45 | 0.0987072908585827 | 0.197414581717165 | 0.901292709141417 |
| 46 | 0.0722582886796145 | 0.144516577359229 | 0.927741711320386 |
| 47 | 0.137472793491083 | 0.274945586982166 | 0.862527206508917 |
| 48 | 0.149585430014966 | 0.299170860029931 | 0.850414569985035 |
| 49 | 0.21269332820922 | 0.425386656418439 | 0.78730667179078 |
| 50 | 0.31384800787656 | 0.627696015753119 | 0.68615199212344 |
| 51 | 0.249339369323302 | 0.498678738646604 | 0.750660630676698 |
| 52 | 0.44670655275702 | 0.89341310551404 | 0.55329344724298 |
| 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 | 2 | 0.05 | OK |
