Multiple Linear Regression - Estimated Regression Equation |
score[t] = -0.599519390814442 -6.09038004594946e-07time_rfc[t] -0.00388741527998603blogged_comp[t] + 0.0301845282887657comp_reviewed[t] + 9.77825755096958e-06total_size[t] -0.00326186445291849t + 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) | -0.599519390814442 | 1.405167 | -0.4267 | 0.670792 | 0.335396 |
time_rfc | -6.09038004594946e-07 | 5e-06 | -0.114 | 0.909563 | 0.454782 |
blogged_comp | -0.00388741527998603 | 0.013158 | -0.2954 | 0.768431 | 0.384216 |
comp_reviewed | 0.0301845282887657 | 0.048547 | 0.6218 | 0.535888 | 0.267944 |
total_size | 9.77825755096958e-06 | 1.1e-05 | 0.8845 | 0.379086 | 0.189543 |
t | -0.00326186445291849 | 0.012586 | -0.2592 | 0.796175 | 0.398088 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.187918067118717 |
R-squared | 0.0353131999496346 |
Adjusted R-squared | -0.0257429266358316 |
F-TEST (value) | 0.578372751835203 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 79 |
p-value | 0.716390500794148 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.49352533745203 |
Sum Squared Residuals | 491.195820072704 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 2 | 0.965150056952226 | 1.03484994304777 |
2 | 4 | 0.759929791037494 | 3.24007020896251 |
3 | 0 | 1.05352937301872 | -1.05352937301872 |
4 | 0 | 0.734056195683172 | -0.734056195683172 |
5 | -4 | 0.973521541025502 | -4.9735215410255 |
6 | 4 | 0.599431998865087 | 3.40056800113491 |
7 | 4 | 0.809676155513897 | 3.1903238444861 |
8 | 0 | 0.936054832530066 | -0.936054832530066 |
9 | -1 | 1.04804300402137 | -2.04804300402137 |
10 | 0 | 0.852347655661114 | -0.852347655661114 |
11 | 1 | 0.410991004952812 | 0.589008995047188 |
12 | 0 | 0.478841497678049 | -0.478841497678049 |
13 | 3 | 0.712970216354332 | 2.28702978364567 |
14 | -1 | 0.51695447304 | -1.51695447304 |
15 | 4 | 0.744807707375787 | 3.25519229262421 |
16 | 3 | 0.684973066155806 | 2.31502693384419 |
17 | 1 | -0.12156088776213 | 1.12156088776213 |
18 | 0 | -0.142315310898963 | 0.142315310898963 |
19 | -2 | 0.582143125650448 | -2.58214312565045 |
20 | -3 | 0.34999996600288 | -3.34999996600288 |
21 | -4 | 0.672277101083323 | -4.67227710108332 |
22 | 2 | 0.632629185249242 | 1.36737081475076 |
23 | 2 | 0.820381810647818 | 1.17961818935218 |
24 | -4 | 0.844455105447609 | -4.84445510544761 |
25 | 3 | 1.23971732039502 | 1.76028267960498 |
26 | 2 | 0.551045494187614 | 1.44895450581239 |
27 | 2 | 1.50301072478854 | 0.496989275211455 |
28 | 0 | 0.51466020152603 | -0.51466020152603 |
29 | 5 | 0.831863875742727 | 4.16813612425727 |
30 | -2 | 0.445534512397924 | -2.44553451239792 |
31 | 0 | 1.05048175411622 | -1.05048175411622 |
32 | -2 | 0.768948506380902 | -2.7689485063809 |
33 | -3 | 0.820574943522236 | -3.82057494352224 |
34 | 2 | 0.799916911037207 | 1.20008308896279 |
35 | 2 | 0.768409710667574 | 1.23159028933243 |
36 | 2 | 0.838814210458933 | 1.16118578954107 |
37 | 0 | 0.573522157425918 | -0.573522157425918 |
38 | 4 | 0.482691177232296 | 3.5173088227677 |
39 | 4 | 0.561280676242979 | 3.43871932375702 |
40 | 2 | 0.532411504080149 | 1.46758849591985 |
41 | 2 | 0.644449609900838 | 1.35555039009916 |
42 | -4 | 0.731339324038754 | -4.73133932403875 |
43 | 3 | -0.122356331973229 | 3.12235633197323 |
44 | 3 | 0.998908658823546 | 2.00109134117645 |
45 | 2 | 0.662645188469313 | 1.33735481153069 |
46 | -1 | 0.845619612636036 | -1.84561961263604 |
47 | -3 | 0.905121397705666 | -3.90512139770567 |
48 | 0 | -0.0808867763233135 | 0.0808867763233135 |
49 | 1 | 1.05351233201434 | -0.0535123320143392 |
50 | -3 | -0.0578003842882913 | -2.94219961571171 |
51 | 3 | 1.13307912998034 | 1.86692087001966 |
52 | 0 | 0.200755706158972 | -0.200755706158972 |
53 | 0 | 0.820927359234129 | -0.820927359234129 |
54 | 0 | 0.326447366421754 | -0.326447366421754 |
55 | 3 | 0.349342301015573 | 2.65065769898443 |
56 | -3 | 0.403151253371852 | -3.40315125337185 |
57 | 0 | 0.430050622352193 | -0.430050622352193 |
58 | -4 | 1.13977274631886 | -5.13977274631886 |
59 | 2 | 1.05883626675749 | 0.941163733242511 |
60 | -1 | 0.699256511578261 | -1.69925651157826 |
61 | 3 | 1.0632129018514 | 1.9367870981486 |
62 | 2 | 0.646312698000354 | 1.35368730199965 |
63 | 5 | 0.945052860096042 | 4.05494713990396 |
64 | 2 | 0.99924086152717 | 1.00075913847283 |
65 | -2 | 0.574423697883135 | -2.57442369788313 |
66 | 0 | 0.755620803822332 | -0.755620803822332 |
67 | 3 | 1.01212307411844 | 1.98787692588156 |
68 | -2 | -0.222280519468598 | -1.7777194805314 |
69 | 0 | 0.979029649191496 | -0.979029649191496 |
70 | 6 | 0.414721179377101 | 5.5852788206229 |
71 | -3 | 0.234123261144851 | -3.23412326114485 |
72 | 3 | 0.269758509242952 | 2.73024149075705 |
73 | 0 | -0.177456712930252 | 0.177456712930252 |
74 | -2 | -0.466712674652319 | -1.53328732534768 |
75 | 1 | 0.120942232217304 | 0.879057767782696 |
76 | 0 | -0.0331216553233352 | 0.0331216553233352 |
77 | 2 | -0.256434389409153 | 2.25643438940915 |
78 | 2 | -0.106568807414135 | 2.10656880741413 |
79 | -3 | -0.367616117424811 | -2.63238388257519 |
80 | -2 | -0.3450232393965 | -1.6549767606035 |
81 | 1 | -0.329433683116156 | 1.32943368311616 |
82 | -4 | 0.0461693963411589 | -4.04616939634116 |
83 | 0 | -0.412184205762714 | 0.412184205762714 |
84 | 1 | -0.403396225241745 | 1.40339622524174 |
85 | 0 | -0.284847134355022 | 0.284847134355022 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.518647790162434 | 0.962704419675133 | 0.481352209837566 |
10 | 0.405870955866896 | 0.811741911733791 | 0.594129044133104 |
11 | 0.506109191098514 | 0.987781617802972 | 0.493890808901486 |
12 | 0.502000380111456 | 0.995999239777088 | 0.497999619888544 |
13 | 0.574182733407714 | 0.851634533184573 | 0.425817266592286 |
14 | 0.53239922482731 | 0.93520155034538 | 0.46760077517269 |
15 | 0.634959688139529 | 0.730080623720942 | 0.365040311860471 |
16 | 0.60418133278243 | 0.791637334435141 | 0.39581866721757 |
17 | 0.578793200915411 | 0.842413598169178 | 0.421206799084589 |
18 | 0.510931424454465 | 0.97813715109107 | 0.489068575545535 |
19 | 0.503283479241032 | 0.993433041517936 | 0.496716520758968 |
20 | 0.547954396596872 | 0.904091206806256 | 0.452045603403128 |
21 | 0.531704429939314 | 0.936591140121372 | 0.468295570060686 |
22 | 0.597618004715053 | 0.804763990569894 | 0.402381995284947 |
23 | 0.547919697715085 | 0.904160604569829 | 0.452080302284915 |
24 | 0.572485969516706 | 0.855028060966587 | 0.427514030483294 |
25 | 0.63653695642723 | 0.726926087145539 | 0.36346304357277 |
26 | 0.607417011717384 | 0.785165976565233 | 0.392582988282616 |
27 | 0.573616431853453 | 0.852767136293094 | 0.426383568146547 |
28 | 0.558557629019195 | 0.88288474196161 | 0.441442370980805 |
29 | 0.694718651023449 | 0.610562697953102 | 0.305281348976551 |
30 | 0.665823140894762 | 0.668353718210476 | 0.334176859105238 |
31 | 0.60373320793068 | 0.79253358413864 | 0.39626679206932 |
32 | 0.578010586256531 | 0.843978827486938 | 0.421989413743469 |
33 | 0.610999143618159 | 0.778001712763682 | 0.389000856381841 |
34 | 0.584723111538956 | 0.830553776922087 | 0.415276888461044 |
35 | 0.614524534016345 | 0.77095093196731 | 0.385475465983655 |
36 | 0.601751843936154 | 0.796496312127691 | 0.398248156063846 |
37 | 0.536995530536512 | 0.926008938926977 | 0.463004469463488 |
38 | 0.605091106640751 | 0.789817786718498 | 0.394908893359249 |
39 | 0.659848629180315 | 0.680302741639371 | 0.340151370819685 |
40 | 0.620803449748911 | 0.758393100502177 | 0.379196550251089 |
41 | 0.574311676076867 | 0.851376647846265 | 0.425688323923133 |
42 | 0.721448912648717 | 0.557102174702566 | 0.278551087351283 |
43 | 0.766083916679767 | 0.467832166640466 | 0.233916083320233 |
44 | 0.746376462706658 | 0.507247074586684 | 0.253623537293342 |
45 | 0.733192412461047 | 0.533615175077905 | 0.266807587538953 |
46 | 0.692183760619707 | 0.615632478760586 | 0.307816239380293 |
47 | 0.748438061756406 | 0.503123876487188 | 0.251561938243594 |
48 | 0.69673279035658 | 0.606534419286841 | 0.30326720964342 |
49 | 0.636729411194244 | 0.726541177611513 | 0.363270588805756 |
50 | 0.640092204020932 | 0.719815591958135 | 0.359907795979068 |
51 | 0.626277056320819 | 0.747445887358362 | 0.373722943679181 |
52 | 0.564863827511461 | 0.870272344977079 | 0.435136172488539 |
53 | 0.501079434828191 | 0.997841130343618 | 0.498920565171809 |
54 | 0.448340783248726 | 0.896681566497452 | 0.551659216751274 |
55 | 0.549325609139844 | 0.901348781720312 | 0.450674390860156 |
56 | 0.555862137947986 | 0.888275724104028 | 0.444137862052014 |
57 | 0.493097419694064 | 0.986194839388128 | 0.506902580305936 |
58 | 0.744984476904896 | 0.510031046190209 | 0.255015523095104 |
59 | 0.714270568417233 | 0.571458863165534 | 0.285729431582767 |
60 | 0.760880999336159 | 0.478238001327683 | 0.239119000663841 |
61 | 0.753849951961475 | 0.49230009607705 | 0.246150048038525 |
62 | 0.702272717062527 | 0.595454565874945 | 0.297727282937473 |
63 | 0.743489795213373 | 0.513020409573253 | 0.256510204786627 |
64 | 0.690720494948966 | 0.618559010102069 | 0.309279505051034 |
65 | 0.676403369597885 | 0.64719326080423 | 0.323596630402115 |
66 | 0.595830116694048 | 0.808339766611904 | 0.404169883305952 |
67 | 0.517836493054429 | 0.964327013891141 | 0.482163506945571 |
68 | 0.553774005435655 | 0.89245198912869 | 0.446225994564345 |
69 | 0.497878548860739 | 0.995757097721477 | 0.502121451139261 |
70 | 0.798154831186996 | 0.403690337626007 | 0.201845168813004 |
71 | 0.728298233943049 | 0.543403532113901 | 0.27170176605695 |
72 | 0.680973530945345 | 0.63805293810931 | 0.319026469054655 |
73 | 0.561861301078829 | 0.876277397842342 | 0.438138698921171 |
74 | 0.512122206697913 | 0.975755586604175 | 0.487877793302087 |
75 | 0.404639715985786 | 0.809279431971571 | 0.595360284014214 |
76 | 0.370815853112672 | 0.741631706225345 | 0.629184146887328 |
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 | 0 | 0 | OK |