Multiple Linear Regression - Estimated Regression Equation |
Ranking[t] = + 98.2238197624983 + 0.000185489443861005Characters[t] -0.00123209164604539Revisions[t] -24.9508546153155Hours[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) | 98.2238197624983 | 1.505121 | 65.2597 | 0 | 0 |
Characters | 0.000185489443861005 | 0.000124 | 1.5013 | 0.136286 | 0.068143 |
Revisions | -0.00123209164604539 | 0.001859 | -0.6628 | 0.508931 | 0.254466 |
Hours | -24.9508546153155 | 1.055671 | -23.6351 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.963426272871928 |
R-squared | 0.928190183259895 |
Adjusted R-squared | 0.926138474210178 |
F-TEST (value) | 452.398542272744 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 105 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 8.59069115486819 |
Sum Squared Residuals | 7748.99732442472 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | -32.9684251830663 | 33.9684251830663 |
2 | 2 | -36.3385576172219 | 38.3385576172219 |
3 | 3 | -23.5361225454416 | 26.5361225454416 |
4 | 4 | -11.7502983877272 | 15.7502983877272 |
5 | 5 | -9.41381111031949 | 14.4138111103195 |
6 | 6 | 2.19764034128691 | 3.80235965871309 |
7 | 7 | 2.71530119647212 | 4.28469880352788 |
8 | 8 | 6.63483977011255 | 1.36516022988745 |
9 | 9 | 10.5709164866392 | -1.57091648663919 |
10 | 10 | 12.4967705705106 | -2.49677057051061 |
11 | 11 | 16.9822376596737 | -5.98223765967369 |
12 | 12 | 17.987641874396 | -5.98764187439604 |
13 | 13 | 21.8894633809986 | -8.88946338099863 |
14 | 14 | 21.835691819141 | -7.83569181914103 |
15 | 15 | 22.7827108106253 | -7.78271081062526 |
16 | 16 | 24.4807074938194 | -8.48070749381942 |
17 | 17 | 23.0777188237343 | -6.07771882373429 |
18 | 18 | 25.5063103574156 | -7.50631035741555 |
19 | 19 | 28.4646959251324 | -9.46469592513245 |
20 | 20 | 28.6821074597307 | -8.68210745973074 |
21 | 21 | 29.5177891925067 | -8.51778919250667 |
22 | 22 | 33.7978292155933 | -11.7978292155933 |
23 | 23 | 33.6449207966007 | -10.6449207966007 |
24 | 24 | 32.3714961063545 | -8.37149610635447 |
25 | 25 | 37.4939790362994 | -12.4939790362994 |
26 | 26 | 41.289793409692 | -15.289793409692 |
27 | 27 | 37.8079264432578 | -10.8079264432578 |
28 | 28 | 38.704866484137 | -10.704866484137 |
29 | 29 | 38.414627089782 | -9.41462708978202 |
30 | 30 | 40.1796314184254 | -10.1796314184254 |
31 | 31 | 40.0366517127753 | -9.03665171277526 |
32 | 32 | 41.8726433004744 | -9.87264330047442 |
33 | 33 | 40.5705398392177 | -7.57053983921769 |
34 | 34 | 42.5255293113363 | -8.52552931133633 |
35 | 35 | 43.6826228008361 | -8.68262280083611 |
36 | 36 | 43.7317928657439 | -7.73179286574386 |
37 | 37 | 44.2509188870442 | -7.25091888704418 |
38 | 38 | 46.5758818086233 | -8.57588180862327 |
39 | 39 | 45.8600663791701 | -6.86006637917008 |
40 | 40 | 48.2787393623459 | -8.27873936234591 |
41 | 41 | 47.5835572547572 | -6.58355725475718 |
42 | 42 | 47.8095331989493 | -5.80953319894927 |
43 | 43 | 48.5865054159668 | -5.58650541596685 |
44 | 44 | 49.1048064002322 | -5.10480640023223 |
45 | 45 | 49.8178330489183 | -4.81783304891835 |
46 | 46 | 51.0716309421331 | -5.07163094213314 |
47 | 47 | 51.9670705855999 | -4.96707058559995 |
48 | 48 | 51.3652009326627 | -3.36520093266271 |
49 | 49 | 51.8894780052914 | -2.88947800529141 |
50 | 50 | 52.6047442215279 | -2.60474422152788 |
51 | 51 | 53.1067741212251 | -2.10677412122511 |
52 | 52 | 52.5233266343775 | -0.523326634377545 |
53 | 53 | 53.4594303077291 | -0.459430307729053 |
54 | 54 | 55.2156308392537 | -1.21563083925368 |
55 | 55 | 55.8396925214111 | -0.839692521411068 |
56 | 56 | 54.2950311777897 | 1.70496882221032 |
57 | 57 | 55.4814225277604 | 1.51857747223957 |
58 | 58 | 55.1509114961954 | 2.84908850380456 |
59 | 59 | 57.0978406167464 | 1.90215938325357 |
60 | 60 | 56.2839496259188 | 3.7160503740812 |
61 | 61 | 56.4900663537393 | 4.50993364626075 |
62 | 62 | 57.7815446912605 | 4.21845530873949 |
63 | 63 | 58.0379003624286 | 4.96209963757144 |
64 | 64 | 58.6636428206153 | 5.33635717938467 |
65 | 65 | 59.124352420648 | 5.87564757935204 |
66 | 66 | 59.6246609604808 | 6.3753390395192 |
67 | 67 | 64.4843014444618 | 2.51569855553817 |
68 | 68 | 66.3090968381999 | 1.69090316180012 |
69 | 69 | 66.3709682791272 | 2.62903172087283 |
70 | 70 | 68.5336040260351 | 1.46639597396486 |
71 | 71 | 70.5418083707606 | 0.458191629239398 |
72 | 72 | 82.0722731601704 | -10.0722731601704 |
73 | 73 | 73.2154696784101 | -0.215469678410102 |
74 | 74 | 74.1879868775305 | -0.187986877530468 |
75 | 75 | 76.6301941637334 | -1.63019416373339 |
76 | 76 | 77.1980936256895 | -1.19809362568949 |
77 | 77 | 77.301502423337 | -0.301502423336996 |
78 | 78 | 77.9062752409756 | 0.0937247590244059 |
79 | 79 | 78.936109204123 | 0.0638907958770484 |
80 | 80 | 78.9279778116732 | 1.07202218832684 |
81 | 81 | 79.9095115759574 | 1.09048842404264 |
82 | 82 | 79.9492458444456 | 2.05075415555437 |
83 | 83 | 80.4624856459254 | 2.5375143540746 |
84 | 84 | 80.1626682635398 | 3.83733173646018 |
85 | 85 | 83.2526449155556 | 1.74735508444439 |
86 | 86 | 83.4744717618968 | 2.52552823810321 |
87 | 87 | 84.3312211529511 | 2.66877884704886 |
88 | 88 | 84.2713584862768 | 3.72864151372321 |
89 | 89 | 85.6218027768346 | 3.37819722316543 |
90 | 90 | 85.5201038103416 | 4.47989618965843 |
91 | 91 | 86.075095015657 | 4.92490498434304 |
92 | 92 | 87.0113944195142 | 4.98860558048578 |
93 | 93 | 86.9096597048622 | 6.09034029513776 |
94 | 94 | 88.2161639962104 | 5.78383600378958 |
95 | 95 | 88.63086323996 | 6.36913676003996 |
96 | 96 | 89.7748991553481 | 6.22510084465194 |
97 | 97 | 92.000597279901 | 4.99940272009896 |
98 | 98 | 91.6973516111751 | 6.30264838882492 |
99 | 99 | 93.5748427517682 | 5.42515724823185 |
100 | 100 | 95.6703592555466 | 4.32964074445337 |
101 | 101 | 97.1517400991221 | 3.84825990087789 |
102 | 102 | 96.6302089558512 | 5.36979104414876 |
103 | 103 | 96.9702762703024 | 6.02972372969755 |
104 | 104 | 97.4815632422654 | 6.51843675773462 |
105 | 105 | 99.5902424307403 | 5.40975756925965 |
106 | 106 | 98.4299648690889 | 7.57003513091112 |
107 | 107 | 99.3429439117727 | 7.65705608822726 |
108 | 108 | 98.2206799558918 | 9.77932004410823 |
109 | 109 | 99.1676563873241 | 9.83234361267591 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.00805266147435143 | 0.0161053229487029 | 0.991947338525649 |
8 | 0.00255997744992926 | 0.00511995489985852 | 0.997440022550071 |
9 | 0.00145594431161982 | 0.00291188862323964 | 0.99854405568838 |
10 | 0.00238678923127806 | 0.00477357846255612 | 0.997613210768722 |
11 | 0.00248919000985367 | 0.00497838001970735 | 0.997510809990146 |
12 | 0.00299038639520709 | 0.00598077279041418 | 0.997009613604793 |
13 | 0.00245492175752469 | 0.00490984351504939 | 0.997545078242475 |
14 | 0.0038349110703978 | 0.0076698221407956 | 0.996165088929602 |
15 | 0.0082796835669183 | 0.0165593671338366 | 0.991720316433082 |
16 | 0.0139670010872302 | 0.0279340021744604 | 0.98603299891277 |
17 | 0.0309397880682226 | 0.0618795761364452 | 0.969060211931777 |
18 | 0.0428732519216274 | 0.0857465038432547 | 0.957126748078373 |
19 | 0.0753801171045015 | 0.150760234209003 | 0.924619882895498 |
20 | 0.122096472928645 | 0.24419294585729 | 0.877903527071355 |
21 | 0.185671945928168 | 0.371343891856337 | 0.814328054071832 |
22 | 0.182897267457377 | 0.365794534914753 | 0.817102732542623 |
23 | 0.229647448485143 | 0.459294896970286 | 0.770352551514857 |
24 | 0.337406371747787 | 0.674812743495575 | 0.662593628252213 |
25 | 0.346128055400305 | 0.692256110800611 | 0.653871944599695 |
26 | 0.299390092448888 | 0.598780184897777 | 0.700609907551112 |
27 | 0.44153635324792 | 0.88307270649584 | 0.55846364675208 |
28 | 0.571111680932128 | 0.857776638135744 | 0.428888319067872 |
29 | 0.704244562653557 | 0.591510874692886 | 0.295755437346443 |
30 | 0.817360272428152 | 0.365279455143696 | 0.182639727571848 |
31 | 0.905742319886817 | 0.188515360226366 | 0.0942576801131828 |
32 | 0.929854499309367 | 0.140291001381266 | 0.0701455006906331 |
33 | 0.96952799143966 | 0.0609440171206798 | 0.0304720085603399 |
34 | 0.986827452795148 | 0.0263450944097031 | 0.0131725472048515 |
35 | 0.994521720256392 | 0.010956559487217 | 0.00547827974360852 |
36 | 0.998010248259716 | 0.00397950348056873 | 0.00198975174028436 |
37 | 0.999308301943511 | 0.00138339611297772 | 0.00069169805648886 |
38 | 0.999731914001155 | 0.000536171997689461 | 0.000268085998844731 |
39 | 0.999929824596201 | 0.000140350807598738 | 7.01754037993689e-05 |
40 | 0.999975381832308 | 4.92363353840052e-05 | 2.46181676920026e-05 |
41 | 0.999994201450192 | 1.15970996162421e-05 | 5.79854980812103e-06 |
42 | 0.999998584754988 | 2.83049002489565e-06 | 1.41524501244782e-06 |
43 | 0.999999719097115 | 5.61805770249032e-07 | 2.80902885124516e-07 |
44 | 0.999999939820297 | 1.2035940683359e-07 | 6.01797034167951e-08 |
45 | 0.999999983720504 | 3.25589912046348e-08 | 1.62794956023174e-08 |
46 | 0.999999996673116 | 6.65376753125172e-09 | 3.32688376562586e-09 |
47 | 0.999999998923857 | 2.15228577009154e-09 | 1.07614288504577e-09 |
48 | 0.999999999672257 | 6.55485752615456e-10 | 3.27742876307728e-10 |
49 | 0.999999999917512 | 1.64976183678113e-10 | 8.24880918390566e-11 |
50 | 0.999999999972754 | 5.44915132225426e-11 | 2.72457566112713e-11 |
51 | 0.999999999987765 | 2.44701723773443e-11 | 1.22350861886721e-11 |
52 | 0.999999999993402 | 1.31968570204296e-11 | 6.59842851021479e-12 |
53 | 0.999999999995704 | 8.59102722139765e-12 | 4.29551361069882e-12 |
54 | 0.999999999995564 | 8.87239703420445e-12 | 4.43619851710223e-12 |
55 | 0.999999999994647 | 1.07061965291709e-11 | 5.35309826458543e-12 |
56 | 0.999999999995858 | 8.28440767918466e-12 | 4.14220383959233e-12 |
57 | 0.999999999996224 | 7.5515445417298e-12 | 3.7757722708649e-12 |
58 | 0.999999999997279 | 5.44172037863012e-12 | 2.72086018931506e-12 |
59 | 0.99999999999718 | 5.6390747614023e-12 | 2.81953738070115e-12 |
60 | 0.999999999998199 | 3.60299630969646e-12 | 1.80149815484823e-12 |
61 | 0.99999999999891 | 2.1806701515441e-12 | 1.09033507577205e-12 |
62 | 0.999999999999272 | 1.45586526457881e-12 | 7.27932632289403e-13 |
63 | 0.999999999999707 | 5.85013723736123e-13 | 2.92506861868061e-13 |
64 | 0.999999999999953 | 9.34894501040361e-14 | 4.6744725052018e-14 |
65 | 0.999999999999999 | 1.48525571973571e-15 | 7.42627859867854e-16 |
66 | 1 | 1.36320836009667e-18 | 6.81604180048334e-19 |
67 | 1 | 7.91577847423699e-19 | 3.95788923711849e-19 |
68 | 1 | 4.4002529387591e-19 | 2.20012646937955e-19 |
69 | 1 | 6.30453866059623e-20 | 3.15226933029811e-20 |
70 | 1 | 2.03879138383772e-20 | 1.01939569191886e-20 |
71 | 1 | 2.16694312954655e-20 | 1.08347156477327e-20 |
72 | 1 | 8.34006784554174e-20 | 4.17003392277087e-20 |
73 | 1 | 2.32128944964916e-19 | 1.16064472482458e-19 |
74 | 1 | 9.54876700069331e-19 | 4.77438350034666e-19 |
75 | 1 | 4.28530787682102e-18 | 2.14265393841051e-18 |
76 | 1 | 1.74266632761035e-17 | 8.71333163805173e-18 |
77 | 1 | 6.73501206120446e-17 | 3.36750603060223e-17 |
78 | 1 | 3.63329233946898e-16 | 1.81664616973449e-16 |
79 | 0.999999999999999 | 1.68457605653688e-15 | 8.42288028268439e-16 |
80 | 0.999999999999997 | 5.29513698959382e-15 | 2.64756849479691e-15 |
81 | 0.999999999999989 | 2.29260172598839e-14 | 1.14630086299419e-14 |
82 | 0.999999999999943 | 1.14017440689699e-13 | 5.70087203448497e-14 |
83 | 0.999999999999744 | 5.11343833649474e-13 | 2.55671916824737e-13 |
84 | 0.999999999998924 | 2.15164221396603e-12 | 1.07582110698301e-12 |
85 | 0.999999999998492 | 3.01612794455334e-12 | 1.50806397227667e-12 |
86 | 0.99999999999522 | 9.56009380934642e-12 | 4.78004690467321e-12 |
87 | 0.99999999997914 | 4.17208361923355e-11 | 2.08604180961677e-11 |
88 | 0.999999999892692 | 2.14616828768768e-10 | 1.07308414384384e-10 |
89 | 0.999999999422765 | 1.15446923713215e-09 | 5.77234618566077e-10 |
90 | 0.999999997007974 | 5.98405099826825e-09 | 2.99202549913412e-09 |
91 | 0.999999985411394 | 2.91772121374453e-08 | 1.45886060687227e-08 |
92 | 0.999999927134145 | 1.45731709997561e-07 | 7.28658549987804e-08 |
93 | 0.99999968987851 | 6.20242980253168e-07 | 3.10121490126584e-07 |
94 | 0.999998759438459 | 2.48112308273519e-06 | 1.24056154136759e-06 |
95 | 0.99999720244261 | 5.59511478057709e-06 | 2.79755739028855e-06 |
96 | 0.999996002238598 | 7.99552280340298e-06 | 3.99776140170149e-06 |
97 | 0.999981163483308 | 3.76730333831438e-05 | 1.88365166915719e-05 |
98 | 0.99992413892125 | 0.000151722157499568 | 7.5861078749784e-05 |
99 | 0.999983549510349 | 3.29009793011278e-05 | 1.64504896505639e-05 |
100 | 0.99986908711849 | 0.000261825763020623 | 0.000130912881510312 |
101 | 0.998990802483971 | 0.00201839503205726 | 0.00100919751602863 |
102 | 0.996335568284411 | 0.00732886343117864 | 0.00366443171558932 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 74 | 0.770833333333333 | NOK |
5% type I error level | 79 | 0.822916666666667 | NOK |
10% type I error level | 82 | 0.854166666666667 | NOK |