Multiple Linear Regression - Estimated Regression Equation |
test2[t] = + 0.239526515302326 -3.72023219084456e-06time_in_rfc[t] + 0.00158418895052058blogged_computations[t] -0.00643291820388346compendiums_reviewed[t] -0.00280364860075766feedback_messages_p120[t] + 7.04277573099765e-06totsize[t] + 4.10606625565716e-06totseconds[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) | 0.239526515302326 | 0.386534 | 0.6197 | 0.537276 | 0.268638 |
time_in_rfc | -3.72023219084456e-06 | 3e-06 | -1.382 | 0.170903 | 0.085452 |
blogged_computations | 0.00158418895052058 | 0.005062 | 0.3129 | 0.755155 | 0.377578 |
compendiums_reviewed | -0.00643291820388346 | 0.028675 | -0.2243 | 0.823079 | 0.411539 |
feedback_messages_p120 | -0.00280364860075766 | 0.007596 | -0.3691 | 0.713043 | 0.356522 |
totsize | 7.04277573099765e-06 | 5e-06 | 1.5025 | 0.136997 | 0.068498 |
totseconds | 4.10606625565716e-06 | 5e-06 | 0.833 | 0.40741 | 0.203705 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.253937339120911 |
R-squared | 0.0644841721998085 |
Adjusted R-squared | -0.00747858378482147 |
F-TEST (value) | 0.896077023697941 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 78 |
p-value | 0.502147111115584 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.939393918008795 |
Sum Squared Residuals | 68.8319527889694 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | 0.514969680162642 | -0.514969680162642 |
2 | 1 | 0.372432738176028 | 0.627567261823972 |
3 | 1 | 0.536481930619681 | 0.463518069380319 |
4 | 0 | -0.0512724493557762 | 0.0512724493557762 |
5 | -1 | -0.150611299300121 | -0.849388700699879 |
6 | -1 | 0.0188949678153771 | -1.01889496781538 |
7 | 1 | -0.214672154953163 | 1.21467215495316 |
8 | 1 | -0.181891421823404 | 1.1818914218234 |
9 | 0 | 0.528895407902052 | -0.528895407902052 |
10 | 0 | 0.259357809336206 | -0.259357809336206 |
11 | 1 | -0.409297135740361 | 1.40929713574036 |
12 | 1 | 0.0676193227329978 | 0.932380677267002 |
13 | 1 | 0.174854331801089 | 0.825145668198911 |
14 | -1 | 0.0778023595313957 | -1.0778023595314 |
15 | 1 | 0.174710587587221 | 0.825289412412779 |
16 | 1 | -0.208186203788826 | 1.20818620378883 |
17 | 1 | 0.16080025785293 | 0.83919974214707 |
18 | 0 | 0.0225638176451048 | -0.0225638176451048 |
19 | 1 | 0.00777610988826449 | 0.992223890111736 |
20 | -1 | -0.0603357718105731 | -0.939664228189427 |
21 | -1 | -0.00759373115555961 | -0.99240626884444 |
22 | 1 | 0.338010255731443 | 0.661989744268557 |
23 | -1 | -0.480016801672538 | -0.519983198327462 |
24 | -1 | 0.0307334913868025 | -1.0307334913868 |
25 | 1 | 0.407004651206198 | 0.592995348793802 |
26 | 1 | 0.0807391429871264 | 0.919260857012874 |
27 | 1 | 0.419250184483902 | 0.580749815516098 |
28 | -1 | 0.237656823835183 | -1.23765682383518 |
29 | 1 | 0.569278495753231 | 0.430721504246769 |
30 | -1 | -0.102514869372588 | -0.897485130627412 |
31 | 1 | 0.344864457049453 | 0.655135542950547 |
32 | -1 | 0.03960154236416 | -1.03960154236416 |
33 | 1 | 0.313194826312122 | 0.686805173687878 |
34 | 1 | 0.391020274672761 | 0.608979725327239 |
35 | -1 | -0.110862052017923 | -0.889137947982077 |
36 | -1 | -0.156845142502255 | -0.843154857497745 |
37 | 1 | 0.274223290092021 | 0.725776709907979 |
38 | 1 | 0.105606432275864 | 0.894393567724136 |
39 | 1 | -0.0923383455901732 | 1.09233834559017 |
40 | 1 | -0.00524598852631253 | 1.00524598852631 |
41 | -1 | 0.286607844118053 | -1.28660784411805 |
42 | -1 | 0.359750884717916 | -1.35975088471792 |
43 | -1 | -0.0165724101550705 | -0.98342758984493 |
44 | 1 | 0.492130298924096 | 0.507869701075904 |
45 | 1 | 0.338062215040281 | 0.661937784959719 |
46 | 1 | 0.230617227485224 | 0.769382772514776 |
47 | 1 | 0.494425282681535 | 0.505574717318465 |
48 | 1 | 0.0462056595180484 | 0.953794340481952 |
49 | -1 | 0.0894624785937661 | -1.08946247859377 |
50 | -1 | 0.0954400492816034 | -1.0954400492816 |
51 | 1 | 0.815300377778704 | 0.184699622221296 |
52 | -1 | 0.207292765989401 | -1.2072927659894 |
53 | -1 | 0.106248668353766 | -1.10624866835377 |
54 | 0 | 0.209964888670282 | -0.209964888670282 |
55 | 1 | -0.132385352108195 | 1.1323853521082 |
56 | -1 | 0.315392453039631 | -1.31539245303963 |
57 | -1 | 0.075571104163346 | -1.07557110416335 |
58 | -1 | 0.0668588385272815 | -1.06685883852728 |
59 | 1 | -0.0330131970700025 | 1.03301319707 |
60 | 0 | 0.49383057598367 | -0.49383057598367 |
61 | 1 | 0.0767837543833173 | 0.923216245616683 |
62 | -1 | -0.0767171817149657 | -0.923282818285034 |
63 | 1 | -0.0585183597632422 | 1.05851835976324 |
64 | -1 | 0.0573956686522326 | -1.05739566865223 |
65 | -1 | 0.394655104342499 | -1.3946551043425 |
66 | 1 | 0.13037220895965 | 0.86962779104035 |
67 | 1 | 0.591282109020024 | 0.408717890979976 |
68 | -1 | -0.0779283512442807 | -0.922071648755719 |
69 | -1 | 0.479859524583674 | -1.47985952458367 |
70 | 1 | 0.0619403056596156 | 0.938059694340384 |
71 | -1 | -0.0838662543674543 | -0.916133745632546 |
72 | 1 | -0.0927623822885997 | 1.0927623822886 |
73 | -1 | -0.0313892345958129 | -0.968610765404187 |
74 | 1 | 0.0699762422950352 | 0.930023757704965 |
75 | 1 | 0.442049618758713 | 0.557950381241287 |
76 | 0 | 0.13438879855584 | -0.13438879855584 |
77 | 0 | -0.0485900275494632 | 0.0485900275494632 |
78 | 1 | 0.0669871194864818 | 0.933012880513518 |
79 | 1 | 0.0821016552201416 | 0.917898344779858 |
80 | -1 | -0.0460451371707106 | -0.953954862829289 |
81 | 0 | -0.0713591411736198 | 0.0713591411736198 |
82 | -1 | -0.0387649179354014 | -0.961235082064599 |
83 | 1 | 0.146850632049367 | 0.853149367950633 |
84 | 1 | 0.193007470596552 | 0.806992529403448 |
85 | -1 | -0.0795596998846149 | -0.920440300115385 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.604996924941221 | 0.790006150117557 | 0.395003075058779 |
11 | 0.501365060723952 | 0.997269878552096 | 0.498634939276048 |
12 | 0.388353018129479 | 0.776706036258958 | 0.611646981870521 |
13 | 0.343082024602662 | 0.686164049205324 | 0.656917975397338 |
14 | 0.492852260325954 | 0.985704520651908 | 0.507147739674046 |
15 | 0.412944906246699 | 0.825889812493398 | 0.587055093753301 |
16 | 0.369865329619498 | 0.739730659238995 | 0.630134670380502 |
17 | 0.33180156077117 | 0.663603121542339 | 0.66819843922883 |
18 | 0.262666082904271 | 0.525332165808543 | 0.737333917095728 |
19 | 0.215811096573971 | 0.431622193147942 | 0.784188903426029 |
20 | 0.385904423930961 | 0.771808847861922 | 0.614095576069039 |
21 | 0.333048275586937 | 0.666096551173874 | 0.666951724413063 |
22 | 0.342527208151988 | 0.685054416303975 | 0.657472791848012 |
23 | 0.387246368006163 | 0.774492736012326 | 0.612753631993837 |
24 | 0.398147678553501 | 0.796295357107001 | 0.601852321446499 |
25 | 0.353683196158672 | 0.707366392317343 | 0.646316803841328 |
26 | 0.337941073062955 | 0.67588214612591 | 0.662058926937045 |
27 | 0.297139444516089 | 0.594278889032179 | 0.702860555483911 |
28 | 0.470694059584955 | 0.94138811916991 | 0.529305940415045 |
29 | 0.411526709674247 | 0.823053419348494 | 0.588473290325753 |
30 | 0.402353227907402 | 0.804706455814804 | 0.597646772092598 |
31 | 0.371320385163551 | 0.742640770327102 | 0.628679614836449 |
32 | 0.375365519678699 | 0.750731039357399 | 0.624634480321301 |
33 | 0.356561726443306 | 0.713123452886612 | 0.643438273556694 |
34 | 0.335468538056109 | 0.670937076112217 | 0.664531461943891 |
35 | 0.32204157949268 | 0.64408315898536 | 0.67795842050732 |
36 | 0.299388042906968 | 0.598776085813935 | 0.700611957093032 |
37 | 0.2875167543955 | 0.575033508790999 | 0.7124832456045 |
38 | 0.284947576029568 | 0.569895152059137 | 0.715052423970432 |
39 | 0.311652663321908 | 0.623305326643817 | 0.688347336678092 |
40 | 0.338901167899348 | 0.677802335798697 | 0.661098832100652 |
41 | 0.403802538426113 | 0.807605076852227 | 0.596197461573887 |
42 | 0.463917869332226 | 0.927835738664452 | 0.536082130667774 |
43 | 0.459719738171255 | 0.91943947634251 | 0.540280261828745 |
44 | 0.421305811618976 | 0.842611623237952 | 0.578694188381024 |
45 | 0.438880269206042 | 0.877760538412084 | 0.561119730793958 |
46 | 0.433211947277435 | 0.86642389455487 | 0.566788052722565 |
47 | 0.409277762292325 | 0.81855552458465 | 0.590722237707675 |
48 | 0.416805546156662 | 0.833611092313324 | 0.583194453843338 |
49 | 0.406138456873049 | 0.812276913746097 | 0.593861543126951 |
50 | 0.420286830813908 | 0.840573661627816 | 0.579713169186092 |
51 | 0.35948998704027 | 0.718979974080539 | 0.64051001295973 |
52 | 0.361937652364185 | 0.723875304728369 | 0.638062347635815 |
53 | 0.383948954002333 | 0.767897908004667 | 0.616051045997667 |
54 | 0.321494815467438 | 0.642989630934877 | 0.678505184532561 |
55 | 0.352547740792923 | 0.705095481585846 | 0.647452259207077 |
56 | 0.395762332363778 | 0.791524664727557 | 0.604237667636222 |
57 | 0.375067238085297 | 0.750134476170594 | 0.624932761914703 |
58 | 0.367045503468348 | 0.734091006936696 | 0.632954496531652 |
59 | 0.383068332579793 | 0.766136665159587 | 0.616931667420207 |
60 | 0.375392816635533 | 0.750785633271066 | 0.624607183364467 |
61 | 0.423273164123797 | 0.846546328247593 | 0.576726835876203 |
62 | 0.369419453184399 | 0.738838906368799 | 0.630580546815601 |
63 | 0.587201966600591 | 0.825596066798819 | 0.412798033399409 |
64 | 0.540073055198412 | 0.919853889603176 | 0.459926944801588 |
65 | 0.665889290129406 | 0.668221419741189 | 0.334110709870594 |
66 | 0.743271376014306 | 0.513457247971389 | 0.256728623985694 |
67 | 0.677241876945668 | 0.645516246108664 | 0.322758123054332 |
68 | 0.633953232227035 | 0.73209353554593 | 0.366046767772965 |
69 | 0.895351440080273 | 0.209297119839454 | 0.104648559919727 |
70 | 0.981282765304079 | 0.0374344693918427 | 0.0187172346959214 |
71 | 0.977070611439262 | 0.0458587771214762 | 0.0229293885607381 |
72 | 0.957836570471839 | 0.0843268590563226 | 0.0421634295281613 |
73 | 0.912028642478291 | 0.175942715043418 | 0.0879713575217088 |
74 | 0.835311114322293 | 0.329377771355414 | 0.164688885677707 |
75 | 0.779719875700479 | 0.440560248599043 | 0.220280124299521 |
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 | 2 | 0.0303030303030303 | OK |
10% type I error level | 3 | 0.0454545454545455 | OK |