Multiple Linear Regression - Estimated Regression Equation |
revieuws[t] = + 21.817846268231 + 4.46194648588496e-05tijd[t] -0.00523554557071073login[t] -0.0122519036242291vieuws[t] + 9.97551507647241e-05size[t] + 0.325785484834069test[t] + 0.365758721516533shared[t] + 0.000622429043409637blogged[t] + 0.109185135487459intrisieke[t] -0.204284883129327extrisieke[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) | 21.817846268231 | 7.187318 | 3.0356 | 0.003663 | 0.001832 |
tijd | 4.46194648588496e-05 | 1.6e-05 | 2.7195 | 0.008733 | 0.004366 |
login | -0.00523554557071073 | 0.027041 | -0.1936 | 0.847193 | 0.423596 |
vieuws | -0.0122519036242291 | 0.010041 | -1.2201 | 0.227619 | 0.11381 |
size | 9.97551507647241e-05 | 3e-05 | 3.3014 | 0.001694 | 0.000847 |
test | 0.325785484834069 | 0.347252 | 0.9382 | 0.352253 | 0.176126 |
shared | 0.365758721516533 | 0.354295 | 1.0324 | 0.306423 | 0.153212 |
blogged | 0.000622429043409637 | 0.0215 | 0.029 | 0.977009 | 0.488504 |
intrisieke | 0.109185135487459 | 0.078648 | 1.3883 | 0.17065 | 0.085325 |
extrisieke | -0.204284883129327 | 0.111682 | -1.8292 | 0.072798 | 0.036399 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.753366934981828 |
R-squared | 0.567561738723914 |
Adjusted R-squared | 0.496799114151464 |
F-TEST (value) | 8.02064284858196 |
F-TEST (DF numerator) | 9 |
F-TEST (DF denominator) | 55 |
p-value | 1.81569560497863e-07 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 6.0572967738873 |
Sum Squared Residuals | 2017.996431382 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 17 | 18.5513904913843 | -1.55139049138432 |
2 | 20 | 25.4560134329509 | -5.45601343295092 |
3 | 17 | 20.5219095645166 | -3.52190956451662 |
4 | 17 | 21.1924769059594 | -4.19247690595942 |
5 | 17 | 16.8754420231744 | 0.124557976825582 |
6 | 13 | 23.524547462817 | -10.524547462817 |
7 | 17 | 22.9519275394975 | -5.95192753949747 |
8 | 20 | 19.6913780389208 | 0.308621961079196 |
9 | 17 | 16.7340227500321 | 0.265977249967925 |
10 | 22 | 21.8391815174736 | 0.160818482526377 |
11 | 12 | 19.7072982347805 | -7.70729823478054 |
12 | 21 | 37.9092835979613 | -16.9092835979613 |
13 | 20 | 20.4361749829553 | -0.436174982955345 |
14 | 22 | 24.1372656301977 | -2.13726563019772 |
15 | 18 | 19.4192943368785 | -1.41929433687853 |
16 | 12 | 18.9872385314315 | -6.98723853143146 |
17 | 17 | 16.1068435565757 | 0.893156443424257 |
18 | 17 | 20.0638746555694 | -3.06387465556937 |
19 | 38 | 31.6169535944403 | 6.38304640555974 |
20 | 30 | 28.7100979548566 | 1.28990204514336 |
21 | 30 | 36.7117651249721 | -6.71176512497209 |
22 | 31 | 29.469744593833 | 1.53025540616698 |
23 | 33 | 37.4852195123574 | -4.48521951235742 |
24 | 34 | 32.1327628950899 | 1.86723710491007 |
25 | 28 | 25.3976767170329 | 2.60232328296714 |
26 | 33 | 26.7088413173734 | 6.2911586826266 |
27 | 42 | 36.265073843377 | 5.73492615662301 |
28 | 36 | 24.159783000198 | 11.840216999802 |
29 | 43 | 31.7776897256349 | 11.2223102743651 |
30 | 39 | 37.4618517917936 | 1.53814820820641 |
31 | 30 | 28.6525534860539 | 1.3474465139461 |
32 | 30 | 34.4380068794456 | -4.43800687944563 |
33 | 31 | 36.8921009745419 | -5.89210097454187 |
34 | 44 | 38.100108221747 | 5.899891778253 |
35 | 34 | 30.6540197589772 | 3.34598024102283 |
36 | 33 | 29.435399310733 | 3.56460068926704 |
37 | 30 | 32.6482086938812 | -2.64820869388124 |
38 | 32 | 26.5800641818046 | 5.41993581819536 |
39 | 24 | 24.5458408385383 | -0.545840838538274 |
40 | 26 | 34.2567082397691 | -8.25670823976905 |
41 | 47 | 38.1882368535887 | 8.81176314641125 |
42 | 30 | 35.1643400097624 | -5.16434000976239 |
43 | 34 | 33.5210407591476 | 0.478959240852448 |
44 | 33 | 32.4874269895625 | 0.512573010437508 |
45 | 14 | 22.3031223398477 | -8.30312233984774 |
46 | 32 | 33.1815383019958 | -1.18153830199582 |
47 | 35 | 24.729591324037 | 10.270408675963 |
48 | 28 | 29.452896290025 | -1.452896290025 |
49 | 39 | 28.0788521199233 | 10.9211478800767 |
50 | 29 | 33.1854752822618 | -4.18547528226182 |
51 | 29 | 31.5378514011992 | -2.53785140119924 |
52 | 27 | 28.7460020188605 | -1.74600201886053 |
53 | 35 | 30.0584368950049 | 4.94156310499511 |
54 | 29 | 27.303764728738 | 1.69623527126197 |
55 | 37 | 35.7323776833242 | 1.26762231667584 |
56 | 29 | 34.8837744522046 | -5.88377445220462 |
57 | 31 | 33.7054737886169 | -2.70547378861695 |
58 | 33 | 32.1432078317168 | 0.856792168283178 |
59 | 38 | 31.5676963582914 | 6.4323036417086 |
60 | 31 | 30.5415660364686 | 0.458433963531373 |
61 | 37 | 42.3023450133327 | -5.30234501333267 |
62 | 31 | 27.2818786207821 | 3.71812137921792 |
63 | 39 | 34.1414278149919 | 4.85857218500809 |
64 | 37 | 31.4143485887506 | 5.58565141124938 |
65 | 32 | 23.1412945880381 | 8.85870541196186 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
13 | 0.0480787952850852 | 0.0961575905701705 | 0.951921204714915 |
14 | 0.0302904645221878 | 0.0605809290443756 | 0.969709535477812 |
15 | 0.0314958081925179 | 0.0629916163850358 | 0.968504191807482 |
16 | 0.0827966416479564 | 0.165593283295913 | 0.917203358352044 |
17 | 0.0534813553054075 | 0.106962710610815 | 0.946518644694593 |
18 | 0.0361028591626144 | 0.0722057183252287 | 0.963897140837386 |
19 | 0.205285353831117 | 0.410570707662233 | 0.794714646168883 |
20 | 0.339399179961512 | 0.678798359923023 | 0.660600820038488 |
21 | 0.523349289357503 | 0.953301421284993 | 0.476650710642497 |
22 | 0.566134053904651 | 0.867731892190698 | 0.433865946095349 |
23 | 0.501515514898852 | 0.996968970202297 | 0.498484485101148 |
24 | 0.462998116501636 | 0.925996233003272 | 0.537001883498364 |
25 | 0.386519774731401 | 0.773039549462802 | 0.613480225268599 |
26 | 0.519476489328408 | 0.961047021343184 | 0.480523510671592 |
27 | 0.591418713189644 | 0.817162573620712 | 0.408581286810356 |
28 | 0.734006144888508 | 0.531987710222984 | 0.265993855111492 |
29 | 0.843456407613651 | 0.313087184772699 | 0.156543592386349 |
30 | 0.840519197727475 | 0.31896160454505 | 0.159480802272525 |
31 | 0.786885987899373 | 0.426228024201255 | 0.213114012100627 |
32 | 0.791632930139431 | 0.416734139721139 | 0.208367069860569 |
33 | 0.749566932324353 | 0.500866135351293 | 0.250433067675647 |
34 | 0.786309702543422 | 0.427380594913156 | 0.213690297456578 |
35 | 0.725370768077357 | 0.549258463845286 | 0.274629231922643 |
36 | 0.669831245663431 | 0.660337508673138 | 0.330168754336569 |
37 | 0.598552233430487 | 0.802895533139026 | 0.401447766569513 |
38 | 0.586948264133979 | 0.826103471732042 | 0.413051735866021 |
39 | 0.523806812605852 | 0.952386374788296 | 0.476193187394148 |
40 | 0.628214593085504 | 0.743570813828992 | 0.371785406914496 |
41 | 0.825132991942259 | 0.349734016115481 | 0.174867008057741 |
42 | 0.770304006712751 | 0.459391986574498 | 0.229695993287249 |
43 | 0.727947399276213 | 0.544105201447575 | 0.272052600723787 |
44 | 0.641736865542706 | 0.716526268914588 | 0.358263134457294 |
45 | 0.905401794736176 | 0.189196410527648 | 0.0945982052638241 |
46 | 0.945475079348949 | 0.109049841302102 | 0.0545249206510511 |
47 | 0.929381983231332 | 0.141236033537337 | 0.0706180167686684 |
48 | 0.875367582500641 | 0.249264834998718 | 0.124632417499359 |
49 | 0.928792385625066 | 0.142415228749869 | 0.0712076143749343 |
50 | 0.907496069267382 | 0.185007861465235 | 0.0925039307326177 |
51 | 0.82126307924661 | 0.357473841506779 | 0.17873692075339 |
52 | 0.765818835268997 | 0.468362329462007 | 0.234181164731003 |
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 | 0.1 | NOK |