Multiple Linear Regression - Estimated Regression Equation |
TijdInRFC[t] = + 16866.0613532482 + 592.162232583682Blogs[t] + 59.9880577996278Peerreviews[t] + 1.61250184118775Compendiumtijd[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) | 16866.0613532482 | 7048.408296 | 2.3929 | 0.019615 | 0.009807 |
Blogs | 592.162232583682 | 241.470034 | 2.4523 | 0.016888 | 0.008444 |
Peerreviews | 59.9880577996278 | 627.255339 | 0.0956 | 0.924104 | 0.462052 |
Compendiumtijd | 1.61250184118775 | 0.210197 | 7.6714 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.892528796741298 |
R-squared | 0.796607653012469 |
Adjusted R-squared | 0.787220313920737 |
F-TEST (value) | 84.8597930923867 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 65 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 19612.2492686778 |
Sum Squared Residuals | 25001620889.4891 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 63047 | 42376.206150809 | 20670.793849191 |
2 | 66751 | 104406.277701053 | -37655.2777010527 |
3 | 7176 | 19976.5774048994 | -12800.5774048994 |
4 | 78306 | 87922.5759469907 | -9616.57594699067 |
5 | 144655 | 90213.8205954997 | 54441.1794045003 |
6 | 269638 | 252951.996990904 | 16686.0030090958 |
7 | 69266 | 78317.3675765155 | -9051.36757651555 |
8 | 83529 | 101687.494075529 | -18158.4940755286 |
9 | 73226 | 81250.2716834472 | -8024.27168344724 |
10 | 178519 | 143839.137452296 | 34679.8625477037 |
11 | 67250 | 81700.4552937399 | -14450.4552937399 |
12 | 102982 | 111276.271077902 | -8294.27107790208 |
13 | 50001 | 59460.382042261 | -9459.38204226096 |
14 | 91093 | 76273.8374124928 | 14819.1625875072 |
15 | 80112 | 88361.5294643527 | -8249.52946435267 |
16 | 72961 | 65454.7700724852 | 7506.22992751481 |
17 | 77159 | 101152.00385645 | -23993.0038564496 |
18 | 15629 | 17166.0016422464 | -1537.00164224639 |
19 | 71693 | 88404.4669680967 | -16711.4669680967 |
20 | 19920 | 36538.9009185172 | -16618.9009185172 |
21 | 39403 | 42743.400325885 | -3340.40032588502 |
22 | 104383 | 132166.261857696 | -27783.2618576956 |
23 | 56088 | 29145.501982273 | 26942.498017727 |
24 | 62006 | 49682.7055822797 | 12323.2944177203 |
25 | 81665 | 86861.6468698733 | -5196.64686987332 |
26 | 69451 | 67669.25485888 | 1781.74514111996 |
27 | 88794 | 80848.4565687504 | 7945.54343124962 |
28 | 90642 | 116072.132669527 | -25430.1326695267 |
29 | 207069 | 144202.814754669 | 62866.1852453308 |
30 | 99340 | 86124.7124881417 | 13215.2875118583 |
31 | 56695 | 38846.8244304053 | 17848.1755695947 |
32 | 108143 | 88917.0478189578 | 19225.9521810422 |
33 | 64204 | 59876.8595685535 | 4327.14043144652 |
34 | 29101 | 23357.3726795932 | 5743.62732040678 |
35 | 113060 | 96402.0912904316 | 16657.9087095684 |
36 | 0 | 16866.0613532482 | -16866.0613532482 |
37 | 65773 | 43630.8152369682 | 22142.1847630318 |
38 | 67047 | 69637.9799991656 | -2590.97999916564 |
39 | 41953 | 41823.9343060633 | 129.065693936673 |
40 | 113787 | 154424.620380623 | -40637.6203806232 |
41 | 86584 | 89663.3592489441 | -3079.3592489441 |
42 | 59588 | 49916.5080620316 | 9671.4919379684 |
43 | 40064 | 52484.1835122873 | -12420.1835122873 |
44 | 74471 | 71339.0428800283 | 3131.95711997167 |
45 | 60437 | 58603.2264158439 | 1833.77358415615 |
46 | 55118 | 53130.3446993376 | 1987.65530066244 |
47 | 40295 | 45975.4372877987 | -5680.43728779865 |
48 | 103397 | 74390.8387460595 | 29006.1612539405 |
49 | 78982 | 71499.9423407139 | 7482.05765928611 |
50 | 67317 | 59599.329929638 | 7717.67007036198 |
51 | 39887 | 42841.452395059 | -2954.45239505901 |
52 | 59682 | 52558.1218547931 | 7123.87814520686 |
53 | 132740 | 94745.4686273584 | 37994.5313726416 |
54 | 104816 | 93732.6526295303 | 11083.3473704697 |
55 | 101395 | 106182.0714119 | -4787.07141190017 |
56 | 72824 | 71470.7183794872 | 1353.28162051277 |
57 | 76018 | 83784.691200646 | -7766.69120064598 |
58 | 33891 | 35840.8188421902 | -1949.81884219019 |
59 | 63694 | 80683.8651065791 | -16989.8651065791 |
60 | 33239 | 19700.5589399923 | 13538.4410600077 |
61 | 35093 | 34399.4896914457 | 693.510308554279 |
62 | 35252 | 40665.87640229 | -5413.87640229003 |
63 | 36977 | 36624.7567129538 | 352.243287046189 |
64 | 42406 | 68767.6455352125 | -26361.6455352125 |
65 | 56353 | 60681.6716816339 | -4328.67168163392 |
66 | 58817 | 73744.7984926963 | -14927.7984926963 |
67 | 81051 | 112683.560660876 | -31632.5606608762 |
68 | 70872 | 87607.5991895291 | -16735.5991895291 |
69 | 42372 | 63800.1297746723 | -21428.1297746723 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.882719974748058 | 0.234560050503884 | 0.117280025251942 |
8 | 0.84859514615428 | 0.302809707691441 | 0.151404853845721 |
9 | 0.807812666705971 | 0.384374666588057 | 0.192187333294029 |
10 | 0.97896170377784 | 0.0420765924443193 | 0.0210382962221596 |
11 | 0.977720864644196 | 0.0445582707116071 | 0.0222791353558035 |
12 | 0.971479586848367 | 0.0570408263032651 | 0.0285204131516326 |
13 | 0.953398097296 | 0.093203805408001 | 0.0466019027040005 |
14 | 0.943371930055377 | 0.113256139889245 | 0.0566280699446227 |
15 | 0.914157529298132 | 0.171684941403736 | 0.085842470701868 |
16 | 0.886297726297872 | 0.227404547404256 | 0.113702273702128 |
17 | 0.920836552888476 | 0.158326894223049 | 0.0791634471115243 |
18 | 0.888856251009868 | 0.222287497980264 | 0.111143748990132 |
19 | 0.877520324118532 | 0.244959351762935 | 0.122479675881468 |
20 | 0.854568844114124 | 0.290862311771751 | 0.145431155885876 |
21 | 0.805190540199499 | 0.389618919601002 | 0.194809459800501 |
22 | 0.840158456886378 | 0.319683086227243 | 0.159841543113622 |
23 | 0.871851484975004 | 0.256297030049993 | 0.128148515024996 |
24 | 0.851981053749064 | 0.296037892501872 | 0.148018946250936 |
25 | 0.806011675765513 | 0.387976648468974 | 0.193988324234487 |
26 | 0.751729019116543 | 0.496541961766914 | 0.248270980883457 |
27 | 0.695488483083954 | 0.609023033832093 | 0.304511516916046 |
28 | 0.73678049789219 | 0.526439004215621 | 0.26321950210781 |
29 | 0.990122928023109 | 0.019754143953783 | 0.00987707197689148 |
30 | 0.989294545031873 | 0.021410909936255 | 0.0107054549681275 |
31 | 0.986710447980352 | 0.0265791040392963 | 0.0132895520196481 |
32 | 0.98810750246741 | 0.0237849950651811 | 0.0118924975325906 |
33 | 0.98236324397794 | 0.0352735120441188 | 0.0176367560220594 |
34 | 0.97281964077204 | 0.05436071845592 | 0.02718035922796 |
35 | 0.975479623897004 | 0.0490407522059915 | 0.0245203761029957 |
36 | 0.980518935239824 | 0.0389621295203513 | 0.0194810647601756 |
37 | 0.981538235123864 | 0.0369235297522722 | 0.0184617648761361 |
38 | 0.97231352158453 | 0.055372956830941 | 0.0276864784154705 |
39 | 0.961619401104024 | 0.076761197791952 | 0.038380598895976 |
40 | 0.98150377204848 | 0.0369924559030412 | 0.0184962279515206 |
41 | 0.971426989485937 | 0.0571460210281262 | 0.0285730105140631 |
42 | 0.962001239768292 | 0.0759975204634157 | 0.0379987602317078 |
43 | 0.95413553693312 | 0.0917289261337617 | 0.0458644630668808 |
44 | 0.932829086048089 | 0.134341827903822 | 0.0671709139519112 |
45 | 0.902560308747121 | 0.194879382505758 | 0.0974396912528792 |
46 | 0.866855621552677 | 0.266288756894647 | 0.133144378447323 |
47 | 0.822164841223545 | 0.35567031755291 | 0.177835158776455 |
48 | 0.88118106843416 | 0.237637863131682 | 0.118818931565841 |
49 | 0.854130227168794 | 0.291739545662413 | 0.145869772831206 |
50 | 0.811182841166129 | 0.377634317667743 | 0.188817158833871 |
51 | 0.746365085431769 | 0.507269829136462 | 0.253634914568231 |
52 | 0.681708074316709 | 0.636583851366581 | 0.318291925683291 |
53 | 0.977520835559721 | 0.0449583288805581 | 0.0224791644402791 |
54 | 0.99502783722529 | 0.00994432554941892 | 0.00497216277470946 |
55 | 0.997742760875796 | 0.00451447824840736 | 0.00225723912420368 |
56 | 0.99813470635849 | 0.00373058728301909 | 0.00186529364150954 |
57 | 0.998946889629751 | 0.00210622074049802 | 0.00105311037024901 |
58 | 0.996742610456438 | 0.00651477908712463 | 0.00325738954356231 |
59 | 0.990916194812493 | 0.0181676103750135 | 0.00908380518750674 |
60 | 0.979476761274172 | 0.0410464774516558 | 0.0205232387258279 |
61 | 0.943372019330586 | 0.113255961338828 | 0.0566279806694141 |
62 | 0.857121890028645 | 0.28575621994271 | 0.142878109971355 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 5 | 0.0892857142857143 | NOK |
5% type I error level | 19 | 0.339285714285714 | NOK |
10% type I error level | 27 | 0.482142857142857 | NOK |