Multiple Linear Regression - Estimated Regression Equation
time[t] = + 5775.58331422066 + 173.865493156532comp[t] + 1023.22174823199blog[t] -1814.33730391916review[t] + 908.942471267879fbm[t] + 0.991895416208138charac[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)5775.583314220663946.8980591.46330.1456530.072827
comp173.86549315653259.3196252.9310.0039560.001978
blog1023.22174823199160.108776.390800
review-1814.33730391916804.303041-2.25580.0256570.012828
fbm908.942471267879228.2178863.98280.000115.5e-05
charac0.9918954162081380.1836785.400200


Multiple Linear Regression - Regression Statistics
Multiple R0.854757040874396
R-squared0.730609598924355
Adjusted R-squared0.720849077146251
F-TEST (value)74.8535391379809
F-TEST (DF numerator)5
F-TEST (DF denominator)138
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation20012.4760735035
Sum Squared Residuals55268889405.7721


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
16303150268.640562315612762.3594376844
26675159186.79551428157564.20448571853
371767360.91598464139-184.915984641393
47830687021.2988620928-8715.29886209282
5137944117836.85914561920107.1408543808
6261308230272.02195060231035.9780493983
76926663347.77340368715918.22659631292
88022685043.6593101671-4817.65931016709
97322670768.22669619512457.77330380492
10178519112113.09884359866405.9011564025
116647687558.7923030032-21082.7923030032
1298606100461.959499427-1855.95949942691
135000144910.68339090955090.31660909051
149109398791.0878648494-7698.08786484942
157388463201.905912046710682.0940879533
167296169419.33849324113541.66150675886
1769388130429.280152815-61041.2801528152
181562920658.8572843779-5029.85728437793
1971693107472.887695069-35779.8876950685
201992056726.8531213656-36806.8531213656
213940334788.2995199734614.70048002698
2299933122353.193157977-22420.1931579772
235608838275.462489331517812.5375106685
246200672153.6650431447-10147.6650431447
258166570273.27570415711391.724295843
266522357608.85966533317614.14033466694
278879484195.83992175374598.16007824631
289064278837.444158663111804.5558413369
29203699135019.48593742268679.514062578
309934057091.604244622442248.3957553776
315669559716.2417043044-3021.24170430442
3210814383461.770571452924681.2294285471
335831367341.3599338616-9028.35993386157
342910141005.9523144089-11904.9523144089
3511306075343.420166073737716.5798339262
3605775.58331422066-5775.58331422066
376577339382.390152675826390.6098473242
386704782035.0437416088-14988.0437416088
394195385727.0045585381-43774.0045585381
40109835130493.935931375-20658.935931375
418658489281.3977456786-2697.39774567864
425958856354.18067803223233.8193219678
434006452856.311755492-12792.311755492
447022777307.3702841582-7080.37028415819
456043785590.1811864581-25153.1811864581
464700033509.672768064413490.3272319356
474029534169.13919534316125.86080465687
4810339781900.779626168921496.2203738311
497898277379.18718037931602.81281962068
506020665494.5863924308-5288.58639243084
513988727712.973944939612174.0260550604
524979145030.74812753554760.25187246446
5312928381386.726999098147896.2730009019
5410481676382.049656520528433.9503434795
5510139596904.62159530174490.37840469827
567282451380.054729948521443.9452700515
577601864256.109089226811761.8909107732
583389137711.1679986913-3820.16799869127
596216473448.361748893-11284.361748893
602826640496.294482568-12230.294482568
613509340377.9271585077-5284.92715850772
623525247471.3255235597-12219.3255235597
633697754019.9437960304-17042.9437960304
644240645525.3488024528-3119.34880245282
655635340560.696914433215792.3030855668
665881771908.7755500857-13091.7755500857
677605393951.055360313-17898.055360313
687087287477.8480591587-16605.8480591587
694237257867.29886896-15495.29886896
701914418043.84568747071100.15431252926
7111417784472.748218341629704.2517816584
725354455002.4203839811-1458.42038398113
735137981515.6668711758-30136.6668711758
744075656597.3196840283-15841.3196840283
754695676009.4976520011-29053.4976520011
761779921828.3158249529-4029.31582495295
777115470019.43321415871134.5667858413
785830579273.9710949755-20968.9710949755
792745441237.1270495946-13783.1270495946
803432359211.1510071441-24888.1510071441
814476169269.8132902699-24508.8132902699
8211386251583.918601635462278.0813983646
833502725905.80093501489121.19906498515
846239666879.0256867169-4483.02568671694
852961343729.921715756-14116.921715756
866555952437.329070505113121.6709294949
8711081191443.287886536319367.7121134637
882788343137.6848157147-15254.6848157147
894018148984.8620085005-8803.86200850049
905339858865.5685889982-5467.56858899817
915643556797.8309603107-362.830960310744
927728390395.6622872887-13112.6622872887
937173856071.345216016715666.6547839833
944850350565.5171554839-2062.51715548387
952521431686.7580383669-6472.75803836693
9611942472230.426083550247193.5739164498
977920198305.7438935657-19104.7438935657
981934923734.5437807961-4385.54378079607
997876056399.045951037822360.9540489622
1005413340696.244139635913436.7558603641
1012162316579.17776220495043.82223779505
1022549753745.2437837112-28248.2437837112
1036953556486.885373370413048.1146266296
1043070929068.78821059711640.21178940294
1053704330470.80895930556572.19104069455
106247166214.6409568434618501.3590431565
1075486582421.7903452315-27556.7903452315
1082724618550.37826429928695.62173570082
10905775.58331422066-5775.58331422066
1103881451069.4992047509-12255.4992047509
1112764652604.4419430386-24958.4419430386
1126537367423.2980120096-2050.29801200959
1134302170140.4451085056-27119.4451085056
1144311651142.1035710851-8026.10357108514
11530585775.58331422066-2717.58331422066
11605775.58331422066-5775.58331422066
1179634778006.707089715818340.2929102842
1184862658432.4605639345-9806.46056393446
1197307344837.774534092328235.2254659077
1204526664260.0690481919-18994.0690481919
1214341027562.612883065415847.3871169346
1228384292600.5303341165-8758.53033411649
1233929641253.6447585796-1957.64475857962
1243849047070.0384413327-8580.03844133266
1253984130874.86276570078966.13723429933
1261976424891.8007874214-5127.8007874214
1275997572715.0405989864-12740.0405989864
1286458950789.772839988613799.2271600114
1296333981663.0709655445-18324.0709655444
130117967904.113775325913891.88622467409
13176276992.64176631638634.358233683618
1326899844836.715764143724161.2842358563
13368364830.573476084162005.42652391584
1343336534079.8441978869-714.844197886868
135511811065.5575485371-5947.55754853715
1362089815190.06707894895707.93292105109
13705775.58331422066-5775.58331422066
1384269047236.4824639751-4546.48246397507
1391450717786.3479500538-3279.34795005376
14071315775.583314220661355.41668577934
14141946471.04528684679-2277.04528684679
1422141635277.7669687875-13861.7669687875
1433059134642.7417165379-4051.74171653792
1444241935812.56809667396606.43190332609


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
90.2026227810534040.4052455621068080.797377218946596
100.8476633872536080.3046732254927840.152336612746392
110.8300842117593450.339831576481310.169915788240655
120.7425763630918580.5148472738162840.257423636908142
130.6693196656469520.6613606687060960.330680334353048
140.7867389736716930.4265220526566130.213261026328307
150.7225686427500690.5548627144998620.277431357249931
160.6770020458764750.645995908247050.322997954123525
170.9900005007257520.01999899854849550.00999949927424777
180.9839721105267510.03205577894649810.016027889473249
190.9880661879076060.02386762418478770.0119338120923938
200.9927858756972040.01442824860559160.0072141243027958
210.9919996988738010.01600060225239890.00800030112619944
220.991355171688190.01728965662362060.00864482831181032
230.9908168709159880.01836625816802360.0091831290840118
240.9882380913657010.02352381726859720.0117619086342986
250.9840943789901160.03181124201976810.0159056210098841
260.9768651831831280.04626963363374380.0231348168168719
270.9684056041127310.06318879177453860.0315943958872693
280.9633691584129720.07326168317405550.0366308415870278
290.9990253890665720.001949221866856640.000974610933428322
300.9997522120844420.0004955758311164550.000247787915558228
310.9995814595141370.0008370809717269020.000418540485863451
320.9996608198066930.0006783603866150550.000339180193307527
330.9995604226978370.0008791546043256780.000439577302162839
340.9994067202247640.001186559550472640.00059327977523632
350.9997869641320620.0004260717358762460.000213035867938123
360.9996717120892390.0006565758215222310.000328287910761116
370.9997371833948410.0005256332103182060.000262816605159103
380.9996442113248490.0007115773503025410.00035578867515127
390.9999406635231520.0001186729536956275.93364768478133e-05
400.9999474563616680.000105087276663145.25436383315699e-05
410.9999149226907560.0001701546184883918.50773092441954e-05
420.9998588544280950.000282291143809640.00014114557190482
430.9998180574136860.000363885172627680.00018194258631384
440.9997235450134770.00055290997304510.00027645498652255
450.9997659616722080.00046807665558340.0002340383277917
460.9996987917546970.0006024164906066120.000301208245303306
470.9995403637123430.0009192725753132120.000459636287656606
480.999608353853560.000783292292880420.00039164614644021
490.9993847101360940.001230579727811380.000615289863905691
500.9991011891444080.001797621711182970.000898810855591485
510.99880369637180.002392607256400920.00119630362820046
520.9982132532083150.003573493583369590.00178674679168479
530.9998382412069020.0003235175861960850.000161758793098042
540.9999458399546990.000108320090602815.41600453014051e-05
550.9999362421912760.0001275156174481876.37578087240934e-05
560.9999459564346550.0001080871306902485.40435653451238e-05
570.9999494240108230.0001011519783535255.05759891767623e-05
580.9999226007627380.0001547984745249897.73992372624943e-05
590.9998932087590680.0002135824818634680.000106791240931734
600.9998614962414560.0002770075170887810.000138503758544391
610.9998231149215310.0003537701569371680.000176885078468584
620.9998102131059940.0003795737880126440.000189786894006322
630.9998487235011680.0003025529976632020.000151276498831601
640.9997624345183110.0004751309633785510.000237565481689276
650.9997417379707520.0005165240584954780.000258262029247739
660.9996423708044750.0007152583910490.0003576291955245
670.9995534494575230.0008931010849532140.000446550542476607
680.9997909591417550.0004180817164897060.000209040858244853
690.9997402231978980.000519553604203580.00025977680210179
700.9996210369803610.0007579260392778220.000378963019638911
710.9996392249273720.0007215501452557210.00036077507262786
720.9994713182245470.001057363550905970.000528681775452985
730.9995812084495830.0008375831008346870.000418791550417343
740.9996160023982290.0007679952035412860.000383997601770643
750.9998620020708970.000275995858206430.000137997929103215
760.9998657242161880.000268551567623390.000134275783811695
770.9998483631335360.0003032737329287730.000151636866464387
780.9998183048664620.0003633902670759770.000181695133537988
790.9998372929665050.0003254140669897070.000162707033494853
800.9998270234290370.0003459531419259050.000172976570962953
810.9998285085428390.0003429829143215120.000171491457160756
820.9999999483447771.0331044677711e-075.16552233885551e-08
830.9999999213030121.57393977004045e-077.86969885020225e-08
840.9999998943095182.11380963140561e-071.05690481570281e-07
850.9999998703672792.59265441032603e-071.29632720516302e-07
860.99999977777074.44458599962497e-072.22229299981248e-07
870.9999998671956372.65608725998228e-071.32804362999114e-07
880.9999998919169922.16166016545933e-071.08083008272967e-07
890.9999997815622724.36875455336347e-072.18437727668174e-07
900.9999996898280196.20343962883763e-073.10171981441881e-07
910.999999570624888.58750239091515e-074.29375119545758e-07
920.9999992605161751.4789676497518e-067.39483824875901e-07
930.9999993856927921.22861441502819e-066.14307207514094e-07
940.9999988118285072.37634298511778e-061.18817149255889e-06
950.9999978470074714.305985057581e-062.1529925287905e-06
960.9999995504079868.99184028505108e-074.49592014252554e-07
970.999999185775191.62844962005364e-068.14224810026822e-07
980.9999983207964753.3584070505687e-061.67920352528435e-06
990.9999978085082934.38298341460878e-062.19149170730439e-06
1000.9999972752324495.44953510131345e-062.72476755065672e-06
1010.9999954968429159.0063141708593e-064.50315708542965e-06
1020.9999959937566138.01248677429138e-064.00624338714569e-06
1030.9999938066789191.23866421620744e-056.19332108103722e-06
1040.9999875654607812.48690784378298e-051.24345392189149e-05
1050.999978790685454.2418629099387e-052.12093145496935e-05
1060.9999624683197.50633620006575e-053.75316810003288e-05
1070.9999766004169374.6799166126318e-052.3399583063159e-05
1080.999969768714046.04625719207581e-053.0231285960379e-05
1090.9999406653065290.0001186693869417345.93346934708668e-05
1100.9998893715270230.0002212569459540910.000110628472977046
1110.9999239520458210.0001520959083581887.60479541790942e-05
1120.9999003440120360.0001993119759270599.96559879635293e-05
1130.9999376966523770.0001246066952468176.23033476234086e-05
1140.9998727483883560.0002545032232875020.000127251611643751
1150.9997386749440750.0005226501118502940.000261325055925147
1160.9994997200315210.001000559936958030.000500279968479015
1170.9998916496959810.0002167006080370610.000108350304018531
1180.9999279972345190.0001440055309621737.20027654810863e-05
1190.9999340671303430.0001318657393147366.59328696573681e-05
1200.9999526380177429.47239645163063e-054.73619822581532e-05
1210.9999206252974050.0001587494051898837.93747025949414e-05
1220.9998053668574820.0003892662850351460.000194633142517573
1230.9995648231724150.000870353655169940.00043517682758497
1240.9990218671300510.001956265739897080.000978132869948538
1250.9978610362150280.004277927569944840.00213896378497242
1260.9955485912684160.008902817463168160.00445140873158408
1270.9908085002130640.01838299957387230.00919149978693613
1280.9944461641003150.01110767179936950.00555383589968476
1290.9920464457296190.01590710854076240.00795355427038118
1300.9840904318214880.03181913635702330.0159095681785116
1310.9665012043259820.06699759134803620.0334987956740181
1320.9992297698171860.001540460365627080.000770230182813541
1330.9967772764777820.006445447044435550.00322272352221777
1340.998496843374490.003006313251020110.00150315662551005
1350.9907549006770920.01849019864581630.00924509932290817


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level1010.795275590551181NOK
5% type I error level1160.913385826771654NOK
10% type I error level1190.937007874015748NOK