Multiple Linear Regression - Estimated Regression Equation |
TimeInRFC[t] = + 2672.47477694658 + 165.473887509543CompView[t] + 716.923801613601Reviews[t] + 0.327481301501415CompChar[t] + 313.762298131249CompBlogs[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) | 2672.47477694658 | 6061.821912 | 0.4409 | 0.659992 | 0.329996 |
CompView | 165.473887509543 | 14.050306 | 11.7772 | 0 | 0 |
Reviews | 716.923801613601 | 354.486902 | 2.0224 | 0.045051 | 0.022525 |
CompChar | 0.327481301501415 | 0.153637 | 2.1315 | 0.034805 | 0.017402 |
CompBlogs | 313.762298131249 | 132.264444 | 2.3722 | 0.019051 | 0.009526 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.906572209594633 |
R-squared | 0.821873171209296 |
Adjusted R-squared | 0.81674721930165 |
F-TEST (value) | 160.335716373644 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 139 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 28455.5833251899 |
Sum Squared Residuals | 112551110910.379 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 150596 | 122416.74288968 | 28179.2571103205 |
2 | 154801 | 107043.257770832 | 47757.7422291677 |
3 | 7215 | 15052.6005696702 | -7837.60056967015 |
4 | 122139 | 148746.064587555 | -26607.0645875553 |
5 | 221399 | 253848.19794399 | -32449.1979439902 |
6 | 441870 | 423706.99842638 | 18163.0015736197 |
7 | 134379 | 125646.604798402 | 8732.39520159826 |
8 | 140428 | 111643.641611388 | 28784.3583886119 |
9 | 103255 | 116160.451909942 | -12905.4519099425 |
10 | 271630 | 211838.826016695 | 59791.1739833047 |
11 | 121593 | 155654.467121422 | -34061.4671214221 |
12 | 172071 | 167147.813150242 | 4923.18684975782 |
13 | 83707 | 128125.623396956 | -44418.6233969556 |
14 | 197412 | 224372.442344238 | -26960.4423442377 |
15 | 134398 | 93898.5331235442 | 40499.4668764559 |
16 | 139224 | 117588.366174402 | 21635.6338255979 |
17 | 134153 | 149203.415707482 | -15050.415707482 |
18 | 64149 | 68943.4072141882 | -4794.40721418821 |
19 | 122294 | 176529.719225986 | -54235.7192259856 |
20 | 24889 | 72796.0619050465 | -47907.0619050465 |
21 | 52197 | 73255.998139113 | -21058.998139113 |
22 | 188915 | 196213.492789641 | -7298.49278964098 |
23 | 172874 | 142437.088463168 | 30436.9115368323 |
24 | 98575 | 140804.354647308 | -42229.3546473084 |
25 | 143546 | 137858.280540527 | 5687.71945947305 |
26 | 139780 | 132575.239443418 | 7204.76055658226 |
27 | 163784 | 162284.288363696 | 1499.71163630366 |
28 | 152479 | 107516.890797956 | 44962.1092020437 |
29 | 304108 | 202279.722762982 | 101828.277237018 |
30 | 184024 | 186646.563302126 | -2622.56330212582 |
31 | 151621 | 116066.337377843 | 35554.6626221573 |
32 | 164516 | 122127.062162791 | 42388.937837209 |
33 | 120289 | 166190.27625529 | -45901.2762552896 |
34 | 214701 | 191784.891018116 | 22916.1089818838 |
35 | 196865 | 179270.523875444 | 17594.4761245557 |
36 | 0 | 2672.47477694656 | -2672.47477694656 |
37 | 191678 | 188576.447471177 | 3101.55252882272 |
38 | 93107 | 114079.957992354 | -20972.9579923536 |
39 | 129352 | 138486.189519248 | -9134.18951924817 |
40 | 229143 | 211791.791971091 | 17351.2080289093 |
41 | 177063 | 175373.895446933 | 1689.10455306743 |
42 | 126602 | 154080.969019883 | -27478.9690198829 |
43 | 93742 | 126599.321227626 | -32857.3212276256 |
44 | 152153 | 182756.201884038 | -30603.2018840385 |
45 | 95704 | 124678.299414314 | -28974.2994143141 |
46 | 139793 | 96165.7702211814 | 43627.2297788186 |
47 | 76348 | 86326.5492085597 | -9978.54920855968 |
48 | 188980 | 156170.302264259 | 32809.6977357407 |
49 | 172100 | 157120.527477359 | 14979.4725226413 |
50 | 146552 | 196967.229589559 | -50415.2295895586 |
51 | 48188 | 64077.5146890902 | -15889.5146890902 |
52 | 109185 | 101711.094597126 | 7473.90540287415 |
53 | 263652 | 205246.582848518 | 58405.4171514825 |
54 | 215609 | 157331.277174836 | 58277.7228251644 |
55 | 174876 | 146901.008806362 | 27974.9911936381 |
56 | 115124 | 105985.025691374 | 9138.97430862638 |
57 | 179712 | 122512.617228295 | 57199.3827717054 |
58 | 70369 | 78794.9919955758 | -8425.99199557579 |
59 | 109215 | 92158.5356999927 | 17056.4643000073 |
60 | 166096 | 208605.321881396 | -42509.3218813964 |
61 | 130414 | 126115.407024092 | 4298.5929759078 |
62 | 102057 | 148951.646403023 | -46894.6464030226 |
63 | 115310 | 109932.01322604 | 5377.98677396006 |
64 | 101181 | 102327.073842393 | -1146.07384239336 |
65 | 135228 | 92786.922463486 | 42441.077536514 |
66 | 94982 | 113868.491940395 | -18886.4919403955 |
67 | 166919 | 148883.252875686 | 18035.7471243138 |
68 | 118169 | 179643.875267099 | -61474.8752670989 |
69 | 102361 | 97122.0716170762 | 5238.92838292384 |
70 | 31970 | 37684.6508084249 | -5714.65080842488 |
71 | 200413 | 200377.936464743 | 35.0635352569352 |
72 | 103381 | 100491.21244533 | 2889.78755467024 |
73 | 94940 | 139682.549437745 | -44742.5494377449 |
74 | 101560 | 109659.174727071 | -8099.17472707137 |
75 | 144176 | 175656.417605113 | -31480.4176051127 |
76 | 71921 | 86917.9373548861 | -14996.9373548861 |
77 | 126905 | 138269.533350051 | -11364.5333500514 |
78 | 131184 | 198311.241894511 | -67127.2418945107 |
79 | 60138 | 72167.3740064669 | -12029.3740064669 |
80 | 84971 | 121351.98209759 | -36380.9820975896 |
81 | 80420 | 85043.9262632806 | -4623.92626328061 |
82 | 233569 | 160717.09907998 | 72851.90092002 |
83 | 56252 | 76489.4836538254 | -20237.4836538254 |
84 | 97181 | 114879.228496051 | -17698.2284960508 |
85 | 50800 | 77573.673065451 | -26773.673065451 |
86 | 125941 | 127718.848540195 | -1777.84854019481 |
87 | 211032 | 184132.946681042 | 26899.053318958 |
88 | 71960 | 76730.6984515448 | -4770.69845154484 |
89 | 90379 | 107198.975666106 | -16819.9756661065 |
90 | 125650 | 129993.560720844 | -4343.56072084377 |
91 | 115572 | 151366.881954515 | -35794.8819545152 |
92 | 136266 | 169492.990111256 | -33226.9901112558 |
93 | 146715 | 108219.998362244 | 38495.0016377558 |
94 | 124626 | 122711.236333466 | 1914.76366653449 |
95 | 49176 | 84838.4157216497 | -35662.4157216497 |
96 | 212926 | 180009.474786786 | 32916.5252132139 |
97 | 173884 | 153829.042476034 | 20054.9575239663 |
98 | 19349 | 20144.360884885 | -795.360884885019 |
99 | 181141 | 166137.646425659 | 15003.3535743407 |
100 | 145502 | 174788.163913065 | -29286.1639130654 |
101 | 45448 | 49683.7126092988 | -4235.71260929881 |
102 | 58280 | 79985.4869136555 | -21705.4869136555 |
103 | 115944 | 96959.7935861885 | 18984.2064138115 |
104 | 94341 | 73571.1783354238 | 20769.8216645762 |
105 | 59090 | 44766.5223015488 | 14323.4776984512 |
106 | 27676 | 48472.097841118 | -20796.097841118 |
107 | 120586 | 97668.2003265424 | 22917.7996734576 |
108 | 88011 | 53550.0106294817 | 34460.9893705183 |
109 | 0 | 2672.47477694656 | -2672.47477694656 |
110 | 85610 | 118756.063741142 | -33146.0637411423 |
111 | 94530 | 99250.2285753163 | -4720.22857531627 |
112 | 117769 | 109271.522606875 | 8497.47739312498 |
113 | 107653 | 109571.597559224 | -1918.59755922415 |
114 | 71894 | 93161.1236873935 | -21267.1236873935 |
115 | 3616 | 4989.10920208015 | -1373.10920208015 |
116 | 0 | 2672.47477694656 | -2672.47477694656 |
117 | 154806 | 93043.8754885581 | 61762.1245114418 |
118 | 136061 | 162124.491566337 | -26063.4915663374 |
119 | 141822 | 133512.907191173 | 8309.09280882719 |
120 | 106515 | 85913.7793134309 | 20601.2206865691 |
121 | 43410 | 52932.2615289533 | -9522.26152895333 |
122 | 146920 | 129959.229293232 | 16960.7707067681 |
123 | 88874 | 71271.6635214629 | 17602.3364785371 |
124 | 111924 | 127665.633899577 | -15741.6338995768 |
125 | 60373 | 50538.8372926891 | 9834.16270731093 |
126 | 19764 | 21538.1593709381 | -1774.15937093809 |
127 | 121665 | 115369.810544333 | 6295.18945566734 |
128 | 108685 | 98204.877854738 | 10480.122145262 |
129 | 124493 | 127940.933177969 | -3447.93317796918 |
130 | 11796 | 17178.7594934276 | -5382.75949342764 |
131 | 10674 | 8133.11306476146 | 2540.88693523854 |
132 | 131263 | 134766.698574117 | -3503.69857411701 |
133 | 6836 | 5209.61134116513 | 1626.38865883487 |
134 | 153278 | 154813.335923657 | -1535.33592365706 |
135 | 5118 | 3665.31810200381 | 1452.68189799619 |
136 | 40248 | 39487.2733918085 | 760.726608191516 |
137 | 0 | 2672.47477694656 | -2672.47477694656 |
138 | 100728 | 88118.6381578776 | 12609.3618421224 |
139 | 84267 | 92775.9052117617 | -8508.90521176165 |
140 | 7131 | 7140.26973970421 | -9.26973970421428 |
141 | 8812 | 25442.3418091107 | -16630.3418091107 |
142 | 63952 | 63378.4989460747 | 573.501053925328 |
143 | 120111 | 105064.808343866 | 15046.1916561344 |
144 | 94127 | 96914.335247491 | -2787.33524749101 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.601135778988497 | 0.797728442023006 | 0.398864221011503 |
9 | 0.640496000607333 | 0.719007998785335 | 0.359503999392667 |
10 | 0.842065115957402 | 0.315869768085196 | 0.157934884042598 |
11 | 0.899995811415895 | 0.200008377168209 | 0.100004188584105 |
12 | 0.860279189837628 | 0.279441620324744 | 0.139720810162372 |
13 | 0.874281700532877 | 0.251436598934246 | 0.125718299467123 |
14 | 0.845377294233819 | 0.309245411532361 | 0.154622705766181 |
15 | 0.842040006351012 | 0.315919987297976 | 0.157959993648988 |
16 | 0.789850607353012 | 0.420298785293975 | 0.210149392646988 |
17 | 0.869140366416956 | 0.261719267166087 | 0.130859633583044 |
18 | 0.82755136128397 | 0.344897277432061 | 0.17244863871603 |
19 | 0.873328235924118 | 0.253343528151764 | 0.126671764075882 |
20 | 0.945817465351058 | 0.108365069297885 | 0.0541825346489424 |
21 | 0.931311830063734 | 0.137376339872532 | 0.0686881699362661 |
22 | 0.912170031689552 | 0.175659936620896 | 0.0878299683104481 |
23 | 0.926199906040631 | 0.147600187918737 | 0.0738000939593687 |
24 | 0.923197465785749 | 0.153605068428503 | 0.0768025342142514 |
25 | 0.898186288204428 | 0.203627423591144 | 0.101813711795572 |
26 | 0.866447138057645 | 0.26710572388471 | 0.133552861942355 |
27 | 0.828168626368578 | 0.343662747262844 | 0.171831373631422 |
28 | 0.853764271363781 | 0.292471457272438 | 0.146235728636219 |
29 | 0.992776449447923 | 0.0144471011041533 | 0.00722355055207667 |
30 | 0.989178694206501 | 0.0216426115869986 | 0.0108213057934993 |
31 | 0.990914981361844 | 0.0181700372763111 | 0.00908501863815553 |
32 | 0.993579707293073 | 0.0128405854138548 | 0.0064202927069274 |
33 | 0.997726657191513 | 0.0045466856169739 | 0.00227334280848695 |
34 | 0.997234883948455 | 0.0055302321030895 | 0.00276511605154475 |
35 | 0.996426378019391 | 0.00714724396121877 | 0.00357362198060938 |
36 | 0.994679883925044 | 0.0106402321499126 | 0.00532011607495632 |
37 | 0.992292696663873 | 0.0154146066722542 | 0.00770730333612709 |
38 | 0.990373315728494 | 0.0192533685430125 | 0.00962668427150624 |
39 | 0.987255985405852 | 0.0254880291882957 | 0.0127440145941478 |
40 | 0.983784191100314 | 0.0324316177993714 | 0.0162158088996857 |
41 | 0.977642519353286 | 0.044714961293427 | 0.0223574806467135 |
42 | 0.976495028681159 | 0.0470099426376816 | 0.0235049713188408 |
43 | 0.981880084044088 | 0.0362398319118241 | 0.0181199159559121 |
44 | 0.982303025373277 | 0.0353939492534465 | 0.0176969746267233 |
45 | 0.98169698318172 | 0.0366060336365599 | 0.0183030168182799 |
46 | 0.987668946839479 | 0.0246621063210428 | 0.0123310531605214 |
47 | 0.983613975235312 | 0.0327720495293768 | 0.0163860247646884 |
48 | 0.985097387096203 | 0.029805225807594 | 0.014902612903797 |
49 | 0.981128079580623 | 0.0377438408387534 | 0.0188719204193767 |
50 | 0.988874528540839 | 0.0222509429183216 | 0.0111254714591608 |
51 | 0.986080859428876 | 0.0278382811422478 | 0.0139191405711239 |
52 | 0.981331811925414 | 0.037336376149173 | 0.0186681880745865 |
53 | 0.993883408948215 | 0.0122331821035701 | 0.00611659105178503 |
54 | 0.998310629282381 | 0.00337874143523834 | 0.00168937071761917 |
55 | 0.998305011767768 | 0.00338997646446374 | 0.00169498823223187 |
56 | 0.997679904670907 | 0.0046401906581862 | 0.0023200953290931 |
57 | 0.999348823624782 | 0.00130235275043665 | 0.000651176375218325 |
58 | 0.999069024899142 | 0.00186195020171571 | 0.000930975100857855 |
59 | 0.998778825240073 | 0.00244234951985304 | 0.00122117475992652 |
60 | 0.999172554996864 | 0.00165489000627225 | 0.000827445003136126 |
61 | 0.99876135460713 | 0.00247729078573965 | 0.00123864539286982 |
62 | 0.999335572843685 | 0.00132885431263085 | 0.000664427156315424 |
63 | 0.999040130917932 | 0.00191973816413656 | 0.000959869082068278 |
64 | 0.99855592324752 | 0.00288815350495997 | 0.00144407675247999 |
65 | 0.999067323387393 | 0.00186535322521326 | 0.000932676612606632 |
66 | 0.998845334544064 | 0.00230933091187198 | 0.00115466545593599 |
67 | 0.998594253891858 | 0.00281149221628342 | 0.00140574610814171 |
68 | 0.999694862210183 | 0.000610275579633219 | 0.000305137789816609 |
69 | 0.999570973825172 | 0.000858052349655333 | 0.000429026174827666 |
70 | 0.999361175034211 | 0.001277649931579 | 0.000638824965789502 |
71 | 0.999034165703681 | 0.00193166859263836 | 0.000965834296319182 |
72 | 0.998626381777717 | 0.00274723644456579 | 0.0013736182222829 |
73 | 0.999213729542534 | 0.00157254091493198 | 0.000786270457465991 |
74 | 0.998891003116044 | 0.00221799376791247 | 0.00110899688395624 |
75 | 0.998932613131839 | 0.00213477373632192 | 0.00106738686816096 |
76 | 0.998768126853118 | 0.00246374629376392 | 0.00123187314688196 |
77 | 0.998329450396842 | 0.00334109920631697 | 0.00167054960315848 |
78 | 0.999816982064632 | 0.000366035870736231 | 0.000183017935368116 |
79 | 0.999736942854311 | 0.000526114291378381 | 0.000263057145689191 |
80 | 0.999845346648487 | 0.000309306703025474 | 0.000154653351512737 |
81 | 0.999750960246124 | 0.000498079507752092 | 0.000249039753876046 |
82 | 0.999991676530315 | 1.66469393708933e-05 | 8.32346968544664e-06 |
83 | 0.999992270369933 | 1.54592601333927e-05 | 7.72963006669635e-06 |
84 | 0.999991108087276 | 1.778382544847e-05 | 8.89191272423498e-06 |
85 | 0.999994955386329 | 1.00892273417015e-05 | 5.04461367085075e-06 |
86 | 0.999990910271726 | 1.81794565474921e-05 | 9.08972827374607e-06 |
87 | 0.999990935851782 | 1.81282964363757e-05 | 9.06414821818787e-06 |
88 | 0.999985880210269 | 2.82395794612974e-05 | 1.41197897306487e-05 |
89 | 0.999982687028983 | 3.46259420346993e-05 | 1.73129710173496e-05 |
90 | 0.999969338206167 | 6.13235876657536e-05 | 3.06617938328768e-05 |
91 | 0.999983152482157 | 3.36950356865904e-05 | 1.68475178432952e-05 |
92 | 0.99998638625308 | 2.72274938408283e-05 | 1.36137469204141e-05 |
93 | 0.999993918683832 | 1.21626323361826e-05 | 6.08131616809132e-06 |
94 | 0.999989222342403 | 2.15553151932759e-05 | 1.07776575966379e-05 |
95 | 0.999994544806739 | 1.09103865212045e-05 | 5.45519326060225e-06 |
96 | 0.999996422904459 | 7.15419108271731e-06 | 3.57709554135865e-06 |
97 | 0.999996523012204 | 6.95397559221848e-06 | 3.47698779610924e-06 |
98 | 0.999993142696192 | 1.371460761683e-05 | 6.85730380841501e-06 |
99 | 0.999993464201658 | 1.3071596683547e-05 | 6.53579834177348e-06 |
100 | 0.999996338015855 | 7.32396828925333e-06 | 3.66198414462667e-06 |
101 | 0.999992787569498 | 1.44248610034639e-05 | 7.21243050173194e-06 |
102 | 0.999994699146275 | 1.06017074506133e-05 | 5.30085372530663e-06 |
103 | 0.9999922159785 | 1.5568042999603e-05 | 7.7840214998015e-06 |
104 | 0.99998735424509 | 2.52915098207734e-05 | 1.26457549103867e-05 |
105 | 0.999978570027439 | 4.28599451225948e-05 | 2.14299725612974e-05 |
106 | 0.999987129260567 | 2.5741478865232e-05 | 1.2870739432616e-05 |
107 | 0.999979571603436 | 4.0856793128613e-05 | 2.04283965643065e-05 |
108 | 0.999992771270077 | 1.44574598463407e-05 | 7.22872992317037e-06 |
109 | 0.999984753507729 | 3.04929845421109e-05 | 1.52464922710555e-05 |
110 | 0.999988396784216 | 2.3206431567108e-05 | 1.1603215783554e-05 |
111 | 0.999976976675422 | 4.604664915637e-05 | 2.3023324578185e-05 |
112 | 0.999953729436629 | 9.25411267414046e-05 | 4.62705633707023e-05 |
113 | 0.999910846016185 | 0.000178307967629408 | 8.91539838147039e-05 |
114 | 0.999954825302188 | 9.03493956230546e-05 | 4.51746978115273e-05 |
115 | 0.999904278601765 | 0.000191442796469481 | 9.57213982347404e-05 |
116 | 0.999806491734531 | 0.000387016530937525 | 0.000193508265468763 |
117 | 0.999999411451868 | 1.17709626440627e-06 | 5.88548132203136e-07 |
118 | 0.999999980083265 | 3.98334698748459e-08 | 1.9916734937423e-08 |
119 | 0.999999938717668 | 1.22564663309232e-07 | 6.12823316546158e-08 |
120 | 0.999999959430741 | 8.11385181768412e-08 | 4.05692590884206e-08 |
121 | 0.999999861233215 | 2.77533569228392e-07 | 1.38766784614196e-07 |
122 | 0.999999745780047 | 5.08439906030369e-07 | 2.54219953015185e-07 |
123 | 0.999999804588943 | 3.9082211488909e-07 | 1.95411057444545e-07 |
124 | 0.999999833516744 | 3.32966512456322e-07 | 1.66483256228161e-07 |
125 | 0.999999849553469 | 3.00893062481046e-07 | 1.50446531240523e-07 |
126 | 0.999999325726426 | 1.3485471478559e-06 | 6.7427357392795e-07 |
127 | 0.999997300735136 | 5.3985297288944e-06 | 2.6992648644472e-06 |
128 | 0.99999164160183 | 1.67167963410288e-05 | 8.35839817051438e-06 |
129 | 0.999975224389487 | 4.95512210263431e-05 | 2.47756105131715e-05 |
130 | 0.999906987227904 | 0.000186025544192257 | 9.30127720961287e-05 |
131 | 0.999687669609676 | 0.000624660780647558 | 0.000312330390323779 |
132 | 0.999164102869678 | 0.00167179426064443 | 0.000835897130322213 |
133 | 0.997254548126686 | 0.00549090374662732 | 0.00274545187331366 |
134 | 0.99071055174411 | 0.018578896511779 | 0.00928944825588952 |
135 | 0.973391075465237 | 0.0532178490695256 | 0.0266089245347628 |
136 | 0.946200761913661 | 0.107598476172678 | 0.0537992380863388 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 83 | 0.643410852713178 | NOK |
5% type I error level | 106 | 0.821705426356589 | NOK |
10% type I error level | 107 | 0.829457364341085 | NOK |