Multiple Linear Regression - Estimated Regression Equation |
Score_op_20[t] = + 1.58039249309978 + 0.0588372332207715Blogs[t] + 0.218360727250341Reviews[t] + 2.37822105206558e-05Compendium_Writing[t] + 0.0170973892744964Gedeelde_compendia[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) | 1.58039249309978 | 0.574553 | 2.7506 | 0.006986 | 0.003493 |
Blogs | 0.0588372332207715 | 0.013405 | 4.3893 | 2.7e-05 | 1.3e-05 |
Reviews | 0.218360727250341 | 0.042066 | 5.1909 | 1e-06 | 1e-06 |
Compendium_Writing | 2.37822105206558e-05 | 1e-05 | 2.3709 | 0.019535 | 0.009767 |
Gedeelde_compendia | 0.0170973892744964 | 0.096848 | 0.1765 | 0.860205 | 0.430102 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.890165151853133 |
R-squared | 0.792393997573711 |
Adjusted R-squared | 0.784633025520392 |
F-TEST (value) | 102.099839057508 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 107 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.47589563831532 |
Sum Squared Residuals | 655.916335665686 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 12 | 12.9652455043849 | -0.965245504384862 |
2 | 13 | 11.3001683479932 | 1.69983165200677 |
3 | 11 | 12.1509606697003 | -1.15096066970034 |
4 | 12 | 12.5837631278854 | -0.583763127885367 |
5 | 8 | 8.55072633940616 | -0.550726339406165 |
6 | 7 | 5.93968985861428 | 1.06031014138572 |
7 | 18 | 16.038808187186 | 1.96119181281402 |
8 | 0 | 5.73270230552475 | -5.73270230552475 |
9 | 9 | 9.3338123283168 | -0.333812328316792 |
10 | 11 | 11.0728425443417 | -0.072842544341719 |
11 | 13 | 13.3755889090622 | -0.375588909062186 |
12 | 13 | 15.3392294536823 | -2.3392294536823 |
13 | 9 | 10.2993618073601 | -1.29936180736014 |
14 | 12 | 14.072260693849 | -2.07226069384897 |
15 | 11 | 12.3162259544853 | -1.31622595448533 |
16 | 17 | 19.5427429783314 | -2.54274297833145 |
17 | 14 | 13.5629994463927 | 0.437000553607336 |
18 | 15 | 12.2996271538136 | 2.70037284618644 |
19 | 13 | 12.1562494290359 | 0.843750570964111 |
20 | 15 | 15.0782840658282 | -0.0782840658282152 |
21 | 13 | 14.412288636468 | -1.41228863646801 |
22 | 13 | 13.3828160651157 | -0.382816065115748 |
23 | 8 | 8.48365642116554 | -0.483656421165536 |
24 | 16 | 13.6716368167023 | 2.32836318329772 |
25 | 14 | 14.5481324954265 | -0.54813249542649 |
26 | 14 | 12.4466073194935 | 1.55339268050655 |
27 | 14 | 12.9202534955771 | 1.07974650442292 |
28 | 14 | 14.4118199949384 | -0.411819994938391 |
29 | 12 | 9.746072254997 | 2.25392774500299 |
30 | 14 | 15.3683968779954 | -1.36839687799543 |
31 | 2 | 3.28243175399267 | -1.28243175399267 |
32 | 12 | 15.9280630982568 | -3.92806309825683 |
33 | 13 | 14.3445761260316 | -1.34457612603165 |
34 | 16 | 17.0983794428245 | -1.09837944282455 |
35 | 15 | 16.7827691486433 | -1.78276914864329 |
36 | 16 | 14.6024361582634 | 1.3975638417366 |
37 | 15 | 13.630664497001 | 1.36933550299899 |
38 | 16 | 12.7598954321613 | 3.24010456783874 |
39 | 14 | 13.2648115556701 | 0.73518844432985 |
40 | 17 | 14.7925998519883 | 2.20740014801173 |
41 | 18 | 17.0404870724485 | 0.9595129275515 |
42 | 16 | 15.0474945387047 | 0.952505461295262 |
43 | 10 | 9.94006925587446 | 0.0599307441255351 |
44 | 15 | 15.4002377948076 | -0.400237794807571 |
45 | 10 | 9.01207314544855 | 0.987926854551447 |
46 | 16 | 16.6831885517734 | -0.683188551773385 |
47 | 17 | 16.9360932481285 | 0.0639067518714569 |
48 | 17 | 15.7747236887226 | 1.22527631127739 |
49 | 13 | 14.7226515866798 | -1.72265158667985 |
50 | 14 | 16.2405623283461 | -2.24056232834613 |
51 | 12 | 8.79845329162925 | 3.20154670837075 |
52 | 7 | 7.02936469234475 | -0.0293646923447524 |
53 | 14 | 10.5828162822793 | 3.41718371772071 |
54 | 12 | 12.4489455946601 | -0.448945594660135 |
55 | 16 | 13.1842130227183 | 2.81578697728172 |
56 | 14 | 15.3364891695464 | -1.33648916954639 |
57 | 8 | 9.41004405834342 | -1.41004405834342 |
58 | 14 | 10.7135651339329 | 3.28643486606714 |
59 | 15 | 12.2850145276457 | 2.71498547235433 |
60 | 16 | 14.4975721761071 | 1.50242782389289 |
61 | 0 | 2.64371191065053 | -2.64371191065053 |
62 | 12 | 12.5159005797381 | -0.515900579738129 |
63 | 8 | 5.9892866149426 | 2.0107133850574 |
64 | 12 | 11.5669840375307 | 0.433015962469305 |
65 | 15 | 14.9268288738896 | 0.0731711261103614 |
66 | 0 | 1.97322722405065 | -1.97322722405065 |
67 | 11 | 10.9011472956136 | 0.0988527043864051 |
68 | 15 | 4.69920348847563 | 10.3007965115244 |
69 | 17 | 14.341208281064 | 2.65879171893597 |
70 | 13 | 11.040771437604 | 1.95922856239604 |
71 | 8 | 7.36347155128728 | 0.636528448712723 |
72 | 15 | 7.12285563108494 | 7.87714436891506 |
73 | 12 | 4.60122069234518 | 7.39877930765482 |
74 | 10 | 10.1167798027528 | -0.116779802752817 |
75 | 13 | 15.68511488506 | -2.68511488505996 |
76 | 17 | 11.51132493656 | 5.48867506344002 |
77 | 17 | 16.52679339985 | 0.473206600149958 |
78 | 16 | 17.6936410419403 | -1.69364104194026 |
79 | 18 | 19.4530555119956 | -1.45305551199564 |
80 | 14 | 11.3391718570342 | 2.66082814296578 |
81 | 9 | 8.76382630432584 | 0.236173695674163 |
82 | 10 | 11.7634157787197 | -1.76341577871966 |
83 | 15 | 15.1253026726567 | -0.125302672656697 |
84 | 2 | 6.36382721470562 | -4.36382721470562 |
85 | 11 | 13.9285490027351 | -2.92854900273512 |
86 | 15 | 10.326922032961 | 4.67307796703902 |
87 | 14 | 14.0618643232003 | -0.0618643232002509 |
88 | 13 | 11.1635068115031 | 1.83649318849686 |
89 | 4 | 4.5812605038229 | -0.581260503822896 |
90 | 12 | 11.8232166559849 | 0.176783344015058 |
91 | 11 | 14.0639498943318 | -3.06394989433176 |
92 | 9 | 8.88883637211774 | 0.111163627882265 |
93 | 15 | 14.8622021242521 | 0.137797875747867 |
94 | 16 | 15.3964924729064 | 0.603507527093624 |
95 | 14 | 13.2006745510021 | 0.799325448997945 |
96 | 16 | 17.0614210161525 | -1.06142101615248 |
97 | 0 | 1.73426899657025 | -1.73426899657025 |
98 | 0 | 2.00488134625364 | -2.00488134625364 |
99 | 0 | 1.58039249309978 | -1.58039249309978 |
100 | 0 | 1.58039249309978 | -1.58039249309978 |
101 | 0 | 1.59748988237428 | -1.59748988237428 |
102 | 0 | 1.58039249309978 | -1.58039249309978 |
103 | 10 | 9.96403970398943 | 0.0359602960105691 |
104 | 12 | 15.7756026779355 | -3.77560267793546 |
105 | 0 | 1.58039249309978 | -1.58039249309978 |
106 | 0 | 1.58039249309978 | -1.58039249309978 |
107 | 2 | 2.09320860930536 | -0.0932086093053647 |
108 | 4 | 3.88977449408953 | 0.110225505910468 |
109 | 0 | 1.98116277504355 | -1.98116277504355 |
110 | 5 | 9.03273335117647 | -4.03273335117647 |
111 | 0 | 1.58039249309978 | -1.58039249309978 |
112 | 3 | 8.38386071176773 | -5.38386071176773 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.275051467168245 | 0.55010293433649 | 0.724948532831755 |
9 | 0.150542435958846 | 0.301084871917691 | 0.849457564041154 |
10 | 0.183206166774406 | 0.366412333548811 | 0.816793833225594 |
11 | 0.132748772907098 | 0.265497545814197 | 0.867251227092902 |
12 | 0.137336996110372 | 0.274673992220743 | 0.862663003889628 |
13 | 0.082490471631589 | 0.164980943263178 | 0.917509528368411 |
14 | 0.0484487051888922 | 0.0968974103777845 | 0.951551294811108 |
15 | 0.0262945666099934 | 0.0525891332199867 | 0.973705433390007 |
16 | 0.0149615533231963 | 0.0299231066463926 | 0.985038446676804 |
17 | 0.00819416671326356 | 0.0163883334265271 | 0.991805833286736 |
18 | 0.0289643395109524 | 0.0579286790219048 | 0.971035660489048 |
19 | 0.0188207913537379 | 0.0376415827074758 | 0.981179208646262 |
20 | 0.0104812839392659 | 0.0209625678785318 | 0.989518716060734 |
21 | 0.00577351066664188 | 0.0115470213332838 | 0.994226489333358 |
22 | 0.00314847743271861 | 0.00629695486543721 | 0.996851522567281 |
23 | 0.00175067550072412 | 0.00350135100144824 | 0.998249324499276 |
24 | 0.00411516108172529 | 0.00823032216345057 | 0.995884838918275 |
25 | 0.00222443440446046 | 0.00444886880892092 | 0.99777556559554 |
26 | 0.00257502335597866 | 0.00515004671195732 | 0.997424976644021 |
27 | 0.00141295338684132 | 0.00282590677368264 | 0.998587046613159 |
28 | 0.000771858570674626 | 0.00154371714134925 | 0.999228141429325 |
29 | 0.00294599602313293 | 0.00589199204626587 | 0.997054003976867 |
30 | 0.00209406360535714 | 0.00418812721071428 | 0.997905936394643 |
31 | 0.00213840631767403 | 0.00427681263534806 | 0.997861593682326 |
32 | 0.00539891593653977 | 0.0107978318730795 | 0.99460108406346 |
33 | 0.00564847686472824 | 0.0112969537294565 | 0.994351523135272 |
34 | 0.00386418296495967 | 0.00772836592991935 | 0.99613581703504 |
35 | 0.00294590883441142 | 0.00589181766882284 | 0.997054091165589 |
36 | 0.00185754997621924 | 0.00371509995243848 | 0.99814245002378 |
37 | 0.00115281832454116 | 0.00230563664908231 | 0.998847181675459 |
38 | 0.00100339411074188 | 0.00200678822148376 | 0.998996605889258 |
39 | 0.000586480551893876 | 0.00117296110378775 | 0.999413519448106 |
40 | 0.000551177913027391 | 0.00110235582605478 | 0.999448822086973 |
41 | 0.00041906974133573 | 0.000838139482671459 | 0.999580930258664 |
42 | 0.000248832755815778 | 0.000497665511631557 | 0.999751167244184 |
43 | 0.000154205155650416 | 0.000308410311300832 | 0.99984579484435 |
44 | 9.98483957595413e-05 | 0.000199696791519083 | 0.99990015160424 |
45 | 9.46270629239223e-05 | 0.000189254125847845 | 0.999905372937076 |
46 | 5.89515004110194e-05 | 0.000117903000822039 | 0.999941048499589 |
47 | 3.73470844475853e-05 | 7.46941688951705e-05 | 0.999962652915552 |
48 | 2.2507340566045e-05 | 4.50146811320899e-05 | 0.999977492659434 |
49 | 1.37373729660276e-05 | 2.74747459320552e-05 | 0.999986262627034 |
50 | 1.2789550321551e-05 | 2.55791006431019e-05 | 0.999987210449678 |
51 | 5.48919476715896e-05 | 0.000109783895343179 | 0.999945108052328 |
52 | 3.07548428138751e-05 | 6.15096856277503e-05 | 0.999969245157186 |
53 | 4.18552394921354e-05 | 8.37104789842709e-05 | 0.999958144760508 |
54 | 2.29163081997186e-05 | 4.58326163994372e-05 | 0.9999770836918 |
55 | 3.69952568487668e-05 | 7.39905136975336e-05 | 0.999963004743151 |
56 | 2.71890811367083e-05 | 5.43781622734167e-05 | 0.999972810918863 |
57 | 1.87783577163413e-05 | 3.75567154326826e-05 | 0.999981221642284 |
58 | 2.98616685780223e-05 | 5.97233371560447e-05 | 0.999970138331422 |
59 | 6.51051962218292e-05 | 0.000130210392443658 | 0.999934894803778 |
60 | 5.45124822450359e-05 | 0.000109024964490072 | 0.999945487517755 |
61 | 0.000188911175563163 | 0.000377822351126326 | 0.999811088824437 |
62 | 0.000120239594676028 | 0.000240479189352055 | 0.999879760405324 |
63 | 9.15765466396583e-05 | 0.000183153093279317 | 0.99990842345336 |
64 | 5.5217228419972e-05 | 0.000110434456839944 | 0.99994478277158 |
65 | 3.14400416772235e-05 | 6.28800833544469e-05 | 0.999968559958323 |
66 | 3.71857603150395e-05 | 7.4371520630079e-05 | 0.999962814239685 |
67 | 2.03424806688126e-05 | 4.06849613376252e-05 | 0.999979657519331 |
68 | 0.0393336188326547 | 0.0786672376653093 | 0.960666381167345 |
69 | 0.0457778509937023 | 0.0915557019874046 | 0.954222149006298 |
70 | 0.0402149720601784 | 0.0804299441203567 | 0.959785027939822 |
71 | 0.0293339663642748 | 0.0586679327285496 | 0.970666033635725 |
72 | 0.249452020432861 | 0.498904040865723 | 0.750547979567139 |
73 | 0.75937826773957 | 0.481243464520861 | 0.240621732260431 |
74 | 0.709986538115595 | 0.58002692376881 | 0.290013461884405 |
75 | 0.735931376950316 | 0.528137246099369 | 0.264068623049684 |
76 | 0.887314611548387 | 0.225370776903225 | 0.112685388451613 |
77 | 0.862893823656345 | 0.27421235268731 | 0.137106176343655 |
78 | 0.831024174899478 | 0.337951650201043 | 0.168975825100522 |
79 | 0.802747148910025 | 0.394505702179949 | 0.197252851089975 |
80 | 0.844363139612831 | 0.311273720774338 | 0.155636860387169 |
81 | 0.811315195489098 | 0.377369609021803 | 0.188684804510902 |
82 | 0.77994422560886 | 0.440111548782281 | 0.22005577439114 |
83 | 0.727244888292722 | 0.545510223414556 | 0.272755111707278 |
84 | 0.907407805793923 | 0.185184388412153 | 0.0925921942060765 |
85 | 0.895499133517624 | 0.209001732964751 | 0.104500866482376 |
86 | 0.974000262353157 | 0.051999475293687 | 0.0259997376468435 |
87 | 0.964574366205405 | 0.07085126758919 | 0.035425633794595 |
88 | 0.979650473100416 | 0.0406990537991672 | 0.0203495268995836 |
89 | 0.97346461713314 | 0.0530707657337177 | 0.0265353828668588 |
90 | 0.95929289518021 | 0.0814142096395814 | 0.0407071048197907 |
91 | 0.95586229402589 | 0.0882754119482193 | 0.0441377059741097 |
92 | 0.95121259422315 | 0.0975748115537002 | 0.0487874057768501 |
93 | 0.926455825761926 | 0.147088348476148 | 0.073544174238074 |
94 | 0.98021780484348 | 0.0395643903130388 | 0.0197821951565194 |
95 | 0.980374709525139 | 0.0392505809497228 | 0.0196252904748614 |
96 | 0.991733658066426 | 0.0165326838671478 | 0.00826634193357392 |
97 | 0.993721318580997 | 0.0125573628380059 | 0.00627868141900297 |
98 | 0.98977133434743 | 0.0204573313051418 | 0.0102286656525709 |
99 | 0.978890753461902 | 0.0422184930761955 | 0.0211092465380978 |
100 | 0.957722975843682 | 0.084554048312636 | 0.042277024156318 |
101 | 0.935356179181413 | 0.129287641637173 | 0.0646438208185866 |
102 | 0.874736509192039 | 0.250526981615922 | 0.125263490807961 |
103 | 0.949757610021843 | 0.100484779956314 | 0.050242389978157 |
104 | 0.998276335102805 | 0.00344732979439052 | 0.00172366489719526 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 45 | 0.463917525773196 | NOK |
5% type I error level | 59 | 0.608247422680412 | NOK |
10% type I error level | 73 | 0.752577319587629 | NOK |