Multiple Linear Regression - Estimated Regression Equation
time[t] = + 11489.3212413663 + 158.305304711761comp[t] + 998.640799783652blog[t] -1782.2058980465review[t] + 886.630562666766fbm[t] + 0.965385019668044charac[t] -52.6499459504649t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)11489.32124136636404.9953751.79380.075050.037525
comp158.30530471176160.8326242.60230.0102790.005139
blog998.640799783652161.4131086.186900
review-1782.2058980465803.985513-2.21670.0282920.014146
fbm886.630562666766228.8360113.87450.0001658.2e-05
charac0.9653850196680440.184985.21891e-060
t-52.649945950464946.511184-1.1320.2596180.129809


Multiple Linear Regression - Regression Statistics
Multiple R0.856216044194739
R-squared0.733105914336488
Adjusted R-squared0.721417122263633
F-TEST (value)62.7187060704943
F-TEST (DF numerator)6
F-TEST (DF denominator)137
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation19992.1039782133
Sum Squared Residuals54756738342.1699


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
16303153992.25220457179038.74779542831
26675163181.20689491213569.79310508793
3717612863.4195912143-5687.41959121431
47830689070.390409156-10764.390409156
5137944119257.05481290318686.9451870969
6261308228129.06767500833178.9323249922
76926666476.19200380062789.80799619941
88022687919.8402354819-7693.84023548188
97322673492.4087720934-266.408772093367
10178519113403.6688925265115.3311074795
116647689746.2033774511-23270.2033774511
1298606102256.534977582-3650.53497758203
135000148429.99033027221571.00966972783
149109399354.9230277774-8261.9230277774
157388466260.16188548517623.83811451489
167296171936.68525190441024.3147480956
1769388131279.242165411-61891.2421654114
181562924702.1977552815-9073.19775528155
1971693108244.917632334-36551.9176323342
201992059651.7864294824-39731.7864294824
213940338163.02186714971239.97813285027
2299933123339.188993024-23406.1889930238
235608840990.607242356515097.3927576435
246200673719.9754998732-11713.9754998732
258166572679.82364164848985.17635835164
266522359796.96952973465426.03047026538
278879485657.56051412193136.43948587812
289064280791.196885419850.80311459003
29203699135316.21396792768382.7860320725
309934059218.646534643640121.3534653564
315669561696.1942235063-5001.1942235063
3210814384418.157551507323724.8424484927
335831369194.9730478232-10881.9730478232
342910143325.281020385-14224.281020385
3511306076943.785591659836116.2144083402
3609593.92318714956-9593.92318714956
376577341800.772651475423972.2273485246
386704782555.6803698381-15508.6803698381
394195384397.6054984044-42444.6054984044
40109835130297.110681854-20462.1106818541
418658490014.9331590008-3430.93315900078
425958858061.98378637411526.01621362591
434006454822.947137437-14758.947137437
447022778328.4000409084-8101.40004090839
456043786462.9365714865-26025.9365714865
464700035705.59362085311294.406379147
474029536292.17301398924002.82698601075
4810339782617.898344401320779.1016555987
497898277835.62726198761146.37273801243
506020666152.7336717985-5946.73367179854
513988729666.5798459110220.42015409
524979146499.20954735983291.79045264016
5312928381769.697306921447513.3026930786
5410481677090.645928771927725.3540712281
5510139596955.66143125544439.3385687446
567282452514.153054786920309.8469452131
577601865111.435416243810906.5645837562
583389138955.4727517325-5064.47275173246
596216473976.9876906732-11812.9876906732
602826641661.7493060307-13395.7493060307
613509341405.0618580813-6312.06185808134
623525248139.0798084682-12887.0798084682
633697754345.546913134-17368.546913134
644240646442.7048737424-4036.70487374237
655635341622.891438370714730.1085616293
665881772098.7316619135-13281.7316619135
677605393077.361278796-17024.361278796
687087286089.6544838365-15217.6544838365
694237258108.9043300536-15736.9043300536
701914419361.2552443755-217.255244375533
7111417783123.973614589231053.0263854108
725354455117.8808251584-1573.88082515843
735137981031.1352583095-29652.1352583095
744075656342.6507128495-15586.6507128495
754695675240.1923741913-28284.1923741913
761779922637.8871080703-4838.88710807035
777115469615.29274172071538.70725827928
785830578392.2708172123-20087.2708172123
792745441271.7911277122-13817.7911277122
803432358974.8505558128-24651.8505558128
814476168604.2745807003-23843.2745807003
8211386251319.090332632362542.9096673677
833502726320.15824290558706.84175709452
846239665727.801980106-3331.80198010599
852961343557.2190133282-13944.2190133282
866555951738.615935730313820.3840642697
8711081189567.602986507121243.3970134929
882788342743.002293892-14860.002293892
894018148574.2063403702-8393.20634037015
905339857784.791275072-4386.79127507196
915643556061.3351462598373.664853740196
927728388374.3583791358-11091.3583791358
937173855083.432608504516654.5673914955
944850349829.5806849795-1326.58068497953
952521431567.8245639877-6353.82456398767
9611942469983.387933710549440.6120662895
977920195871.3685606863-16670.3685606863
981934923664.5052596452-4315.50525964516
997876054747.74052922324012.259470777
1005413339786.230992009914346.7690079901
1012162316617.88506696935005.11493303065
1022549752615.4835178412-27118.4835178412
1036953554721.956676282814813.0433237172
1043070928248.88182019032460.11817980975
1053704329685.31778657187357.68221342818
106247165717.3279067352718998.6720932647
1075486579918.3015703765-25053.3015703765
1082724618155.07955671029090.92044328982
10905750.47713276562-5750.47713276562
1103881449482.4071251334-10668.4071251334
1112764650956.5053366955-23310.5053366955
1126537365276.439190593696.5608094063615
1134302167725.767646466-24704.767646466
1144311649335.2429621308-6219.24296213082
11530585434.57745706284-2376.57745706284
11605381.92751111237-5381.92751111237
1179634775133.392976975721213.6070230243
1184862655789.2050098966-7163.20500989662
1197307342283.769321128830789.2306788712
1204526661677.0267291209-16411.0267291209
1214341025644.819106337217765.1808936628
1228384289023.0873550641-5181.08735506412
1233929639336.4372973149-40.4372973149055
1243849044686.8272046868-6196.82720468678
1253984129002.979064055610838.0209359444
1261976423256.2457190565-3492.2457190565
1275997569498.2065821565-9523.20658215648
1286458948060.705010542316528.2949894577
1296333977906.3743466647-14567.3743466647
130117966448.404537822015347.59546217799
13176275700.315454837721926.68454516228
1326899842255.061024801226742.9389751988
13368363496.199055466773339.80094453323
1343336531756.71923091571608.2807690843
13551189533.08784168356-4415.08784168356
1362089813235.9893643617662.01063563896
13704276.27864615261-4276.27864615261
1384269044145.5474679492-1455.54746794923
1391450715396.5005432571-889.500543257135
14071314118.328808301213012.67119169879
14141944698.90008119779-504.900081197792
1422141632508.2776465339-11092.2776465339
1433059131672.5502514645-1081.5502514645
1444241932702.88968077629716.11031922377


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.7481459844866090.5037080310267820.251854015513391
110.898291727829340.203416544341320.10170827217066
120.8279831815974810.3440336368050380.172016818402519
130.7523984897698430.4952030204603140.247601510230157
140.8391378717602190.3217242564795620.160862128239781
150.7691564654125380.4616870691749240.230843534587462
160.7065266943198370.5869466113603270.293473305680163
170.9812351239398620.03752975212027580.0187648760601379
180.9709317819150660.05813643616986850.0290682180849343
190.9745145252779990.05097094944400290.0254854747220014
200.9775673782436150.04486524351276950.0224326217563847
210.9807994828086340.03840103438273170.0192005171913658
220.9740189937838470.05196201243230550.0259810062161527
230.9806225223042690.03875495539146280.0193774776957314
240.9726796694841430.05464066103171320.0273203305158566
250.9813901156056720.03721976878865590.018609884394328
260.9761553968097830.04768920638043330.0238446031902166
270.9703234849431560.0593530301136880.029676515056844
280.9698482371635140.06030352567297270.0301517628364864
290.9993959552264050.001208089547189450.000604044773594725
300.9998205010264680.0003589979470630780.000179498973531539
310.9996983154102190.0006033691795613110.000301684589780655
320.9996787506058670.0006424987882669760.000321249394133488
330.9996550548510050.0006898902979900510.000344945148995026
340.9995575597811520.0008848804376950570.000442440218847528
350.9997980882516770.0004038234966460960.000201911748323048
360.9997155200152150.0005689599695704140.000284479984785207
370.9997308541101190.0005382917797619140.000269145889880957
380.999686994853980.0006260102920404850.000313005146020243
390.9999537300916639.25398166743852e-054.62699083371926e-05
400.9999600743660387.98512679231146e-053.99256339615573e-05
410.999933190389530.000133619220939636.68096104698152e-05
420.9998884742404210.0002230515191573890.000111525759578695
430.9998522266117090.0002955467765819930.000147773388290997
440.9997658849271750.0004682301456500980.000234115072825049
450.9997857350402990.0004285299194012070.000214264959700604
460.9997257420857260.000548515828547820.00027425791427391
470.9995843086824370.0008313826351257130.000415691317562857
480.9996450588532460.0007098822935076130.000354941146753807
490.9994410960135020.00111780797299620.000558903986498098
500.9991865291968340.001626941606330930.000813470803165465
510.9989130647531750.002173870493650610.00108693524682531
520.9983657955383740.003268408923251060.00163420446162553
530.9998423696553990.000315260689202890.000157630344601445
540.9999453364146860.0001093271706281975.46635853140987e-05
550.999937394187160.0001252116256790696.26058128395346e-05
560.9999492922636570.0001014154726856455.07077363428226e-05
570.9999592155284258.15689431496465e-054.07844715748232e-05
580.9999350865381460.0001298269237085786.49134618542892e-05
590.9999155896303830.0001688207392345938.44103696172967e-05
600.999884074062060.0002318518758793920.000115925937939696
610.999838530121370.0003229397572590550.000161469878629528
620.9998170340189360.0003659319621280350.000182965981064017
630.9998458867966050.0003082264067898250.000154113203394912
640.9997572723634830.0004854552730330590.00024272763651653
650.9997512592315320.0004974815369359290.000248740768467964
660.9996557933340990.0006884133318015580.000344206665900779
670.9995558762275710.0008882475448575380.000444123772428769
680.9997780634410680.0004438731178641120.000221936558932056
690.9997072037254350.0005855925491297670.000292796274564883
700.9995673483780330.0008653032439334410.00043265162196672
710.9996102565993980.0007794868012038070.000389743400601904
720.9994277606295990.001144478740801420.000572239370400711
730.9995143949878810.0009712100242376720.000485605012118836
740.9995283321107930.0009433357784145370.000471667889207269
750.9998303355296650.0003393289406703760.000169664470335188
760.9998674001540540.000265199691892710.000132599845946355
770.999832820676910.000334358646179440.00016717932308972
780.9997909883550620.0004180232898750970.000209011644937548
790.9998429533436050.0003140933127906840.000157046656395342
800.9998194266990170.0003611466019658590.000180573300982929
810.999828442542910.0003431149141807660.000171557457090383
820.9999999178380081.64323984406658e-078.21619922033288e-08
830.9999998688263892.62347221016578e-071.31173610508289e-07
840.9999998360997723.27800456604794e-071.63900228302397e-07
850.9999998272351233.45529754689068e-071.72764877344534e-07
860.9999997099666555.80066689136708e-072.90033344568354e-07
870.9999998109442863.78111427256323e-071.89055713628161e-07
880.9999998820562762.35887447975915e-071.17943723987957e-07
890.9999997668384694.66323062677581e-072.3316153133879e-07
900.9999997478020395.0439592210111e-072.52197961050555e-07
910.999999579820318.40359380168547e-074.20179690084274e-07
920.9999992653586651.46928266972103e-067.34641334860515e-07
930.9999992241390411.55172191906271e-067.75860959531356e-07
940.9999984145599973.17088000646141e-061.58544000323071e-06
950.9999968824201996.23515960222308e-063.11757980111154e-06
960.9999993218986781.3562026438032e-066.78101321901598e-07
970.9999987357446932.52851061470941e-061.2642553073547e-06
980.9999974158002675.16839946669951e-062.58419973334975e-06
990.9999964691036347.06179273211056e-063.53089636605528e-06
1000.9999954130071219.17398575786925e-064.58699287893462e-06
1010.9999925063567161.498728656737e-057.49364328368501e-06
1020.9999929456928891.41086142227926e-057.05430711139629e-06
1030.9999892741080472.14517839053427e-051.07258919526714e-05
1040.9999787285414464.25429171075635e-052.12714585537817e-05
1050.9999644728647277.10542705466741e-053.5527135273337e-05
1060.9999389667827810.0001220664344378546.10332172189269e-05
1070.9999582167040618.35665918774764e-054.17832959387382e-05
1080.9999494685364390.00010106292712195.05314635609499e-05
1090.9998991856704430.0002016286591135970.000100814329556799
1100.9998094575170360.0003810849659271660.000190542482963583
1110.9998586281811270.0002827436377449530.000141371818872477
1120.9998108224836180.0003783550327637290.000189177516381865
1130.9998841267082940.0002317465834128710.000115873291706435
1140.9997693493245180.0004613013509633920.000230650675481696
1150.9995535657112790.0008928685774420060.000446434288721003
1160.99931572377320.001368552453600260.000684276226800129
1170.9997836188008280.0004327623983435170.000216381199171759
1180.9998730254957740.000253949008452110.000126974504226055
1190.9998693127149390.0002613745701214470.000130687285060723
1200.9999510143777949.79712444124171e-054.89856222062086e-05
1210.9999032973239960.0001934053520079149.67026760039571e-05
1220.9997555569553890.0004888860892211880.000244443044610594
1230.9994019145056420.001196170988716670.000598085494358334
1240.9985901938220160.002819612355968790.0014098061779844
1250.996887996520470.006224006959059360.00311200347952968
1260.9946590200460920.01068195990781570.00534097995390783
1270.9894962152316710.02100756953665860.0105037847683293
1280.9893966332229320.02120673355413560.0106033667770678
1290.9915479925944540.0169040148110920.00845200740554598
1300.9797946701617910.04041065967641820.0202053298382091
1310.9557883749202160.08842325015956740.0442116250797837
1320.9972612742768130.005477451446373590.00273872572318679
1330.9884464561548150.02310708769036990.0115535438451849
1340.9927038397177150.01459232056457030.00729616028228513


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level980.784NOK
5% type I error level1110.888NOK
10% type I error level1180.944NOK