Multiple Linear Regression - Estimated Regression Equation |
Place[t] = -79.8188579318147 -0.000111644789557989pageviews[t] -0.0782409579001187Blogs[t] + 0.264997949248526PR[t] -0.190196588730452LFM[t] + 0.107494034077762KCS[t] -0.253444101923494SPR[t] -0.0558080713377833CH[t] -2.41456704292149Hours[t] + 19.9511189918986Month[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) | -79.8188579318147 | 17.628602 | -4.5278 | 1.3e-05 | 7e-06 |
pageviews | -0.000111644789557989 | 0.001239 | -0.0901 | 0.92832 | 0.46416 |
Blogs | -0.0782409579001187 | 0.057297 | -1.3655 | 0.174441 | 0.08722 |
PR | 0.264997949248526 | 0.271246 | 0.977 | 0.330401 | 0.1652 |
LFM | -0.190196588730452 | 0.063935 | -2.9749 | 0.003496 | 0.001748 |
KCS | 0.107494034077762 | 0.057395 | 1.8729 | 0.063331 | 0.031666 |
SPR | -0.253444101923494 | 0.177743 | -1.4259 | 0.156293 | 0.078147 |
CH | -0.0558080713377833 | 0.321236 | -0.1737 | 0.862349 | 0.431174 |
Hours | -2.41456704292149 | 0.188276 | -12.8246 | 0 | 0 |
Month | 19.9511189918986 | 1.549864 | 12.8728 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.986277010657811 |
R-squared | 0.972742341752108 |
Adjusted R-squared | 0.970855273104178 |
F-TEST (value) | 515.477983706984 |
F-TEST (DF numerator) | 9 |
F-TEST (DF denominator) | 130 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 6.9240938572226 |
Sum Squared Residuals | 6232.59984667161 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | -27.6889322455164 | 28.6889322455164 |
2 | 2 | -20.3788753135878 | 22.3788753135878 |
3 | 3 | -13.1546593651337 | 16.1546593651337 |
4 | 4 | -8.61119818363758 | 12.6111981836376 |
5 | 5 | -1.9824374820998 | 6.9824374820998 |
6 | 6 | 5.24815541839465 | 0.751844581605346 |
7 | 7 | 4.16112708409563 | 2.83887291590437 |
8 | 8 | 5.38974357902965 | 2.61025642097035 |
9 | 9 | 7.83942630302584 | 1.16057369697416 |
10 | 10 | 15.1309471419159 | -5.1309471419159 |
11 | 11 | 16.931710334913 | -5.93171033491296 |
12 | 12 | 20.2529641160823 | -8.2529641160823 |
13 | 13 | 20.6688292092075 | -7.66882920920752 |
14 | 14 | 21.0050910167119 | -7.00509101671194 |
15 | 15 | 17.9287109954755 | -2.92871099547555 |
16 | 16 | 21.4256275563604 | -5.42562755636045 |
17 | 17 | 21.6832400286008 | -4.6832400286008 |
18 | 18 | 20.605006011933 | -2.605006011933 |
19 | 19 | 25.0517322288876 | -6.0517322288876 |
20 | 20 | 26.6813535641694 | -6.68135356416938 |
21 | 21 | 27.3000101823376 | -6.30001018233764 |
22 | 22 | 26.6317651328697 | -4.63176513286968 |
23 | 23 | 27.5712026200918 | -4.57120262009181 |
24 | 24 | 30.4862053842988 | -6.48620538429877 |
25 | 25 | 33.669787116163 | -8.669787116163 |
26 | 26 | 33.24968835258 | -7.24968835257998 |
27 | 27 | 28.3609960253597 | -1.36099602535965 |
28 | 28 | 35.0914615715057 | -7.09146157150566 |
29 | 29 | 29.8707054981417 | -0.870705498141737 |
30 | 30 | 30.2506727911833 | -0.250672791183267 |
31 | 31 | 33.3109445913176 | -2.31094459131755 |
32 | 32 | 34.8894588468675 | -2.88945884686755 |
33 | 33 | 36.5458829048383 | -3.54588290483826 |
34 | 34 | 34.9289508163097 | -0.928950816309731 |
35 | 35 | 36.0883237238018 | -1.08832372380176 |
36 | 36 | 33.7565225486601 | 2.24347745133993 |
37 | 37 | 35.1672744492318 | 1.83272555076816 |
38 | 38 | 37.6404489005036 | 0.359551099496429 |
39 | 39 | 36.6821123491024 | 2.31788765089761 |
40 | 40 | 38.1027945086416 | 1.89720549135844 |
41 | 41 | 36.7582955875841 | 4.24170441241588 |
42 | 42 | 32.0378617118514 | 9.96213828814861 |
43 | 43 | 39.69980119391 | 3.30019880609004 |
44 | 44 | 37.9674803146629 | 6.03251968533712 |
45 | 45 | 37.7699771085245 | 7.23002289147554 |
46 | 46 | 39.7012790697621 | 6.29872093023787 |
47 | 47 | 39.4415241372199 | 7.55847586278011 |
48 | 48 | 61.4995396288386 | -13.4995396288386 |
49 | 49 | 61.9489324908529 | -12.9489324908529 |
50 | 50 | 61.3454445672277 | -11.3454445672277 |
51 | 51 | 61.333671945374 | -10.333671945374 |
52 | 52 | 63.5050583947589 | -11.5050583947589 |
53 | 53 | 61.2407384831815 | -8.24073848318153 |
54 | 54 | 63.3935573318363 | -9.39355733183628 |
55 | 55 | 62.0465556330928 | -7.04655563309276 |
56 | 56 | 62.0941836155393 | -6.09418361553932 |
57 | 57 | 59.9618173990406 | -2.96181739904061 |
58 | 58 | 63.1437032987994 | -5.14370329879938 |
59 | 59 | 64.8472338375036 | -5.8472338375036 |
60 | 60 | 65.0020117594573 | -5.00201175945735 |
61 | 61 | 64.0605837452368 | -3.06058374523683 |
62 | 62 | 65.967012601495 | -3.96701260149503 |
63 | 63 | 66.5863456696866 | -3.58634566968661 |
64 | 64 | 64.097661108669 | -0.0976611086689846 |
65 | 65 | 65.9483693689665 | -0.948369368966529 |
66 | 66 | 66.9733517937631 | -0.973351793763134 |
67 | 67 | 66.06562981197 | 0.934370188030001 |
68 | 68 | 70.184533404091 | -2.18453340409101 |
69 | 69 | 70.6511387766244 | -1.65113877662443 |
70 | 70 | 71.8893060230652 | -1.88930602306524 |
71 | 71 | 71.5138832537953 | -0.51388325379531 |
72 | 72 | 73.4049714269875 | -1.4049714269875 |
73 | 73 | 75.6651171070745 | -2.66511710707453 |
74 | 74 | 79.4672736742928 | -5.46727367429282 |
75 | 75 | 78.1728534558837 | -3.17285345588374 |
76 | 76 | 79.5540099071509 | -3.55400990715085 |
77 | 77 | 75.8926133320253 | 1.10738666797465 |
78 | 78 | 77.132257788027 | 0.867742211972951 |
79 | 79 | 80.1927554340493 | -1.19275543404927 |
80 | 80 | 83.0471075544477 | -3.0471075544477 |
81 | 81 | 74.187445875289 | 6.81255412471099 |
82 | 82 | 80.3987169896208 | 1.60128301037919 |
83 | 83 | 77.8178990064543 | 5.18210099354572 |
84 | 84 | 77.6947439350299 | 6.30525606497014 |
85 | 85 | 80.556348466358 | 4.44365153364204 |
86 | 86 | 83.002988484854 | 2.99701151514601 |
87 | 87 | 81.6301410265882 | 5.36985897341178 |
88 | 88 | 78.3320073059859 | 9.6679926940141 |
89 | 89 | 81.1721886881521 | 7.82781131184794 |
90 | 90 | 79.7837988215173 | 10.2162011784827 |
91 | 91 | 82.9362323895751 | 8.06376761042486 |
92 | 92 | 84.6859803075361 | 7.31401969246386 |
93 | 93 | 83.9710229150875 | 9.02897708491251 |
94 | 94 | 86.6832832928515 | 7.31671670714855 |
95 | 95 | 106.228425725686 | -11.2284257256859 |
96 | 96 | 104.060376197065 | -8.06037619706527 |
97 | 97 | 102.394803885569 | -5.39480388556901 |
98 | 98 | 106.70500624214 | -8.70500624213994 |
99 | 99 | 106.575095410555 | -7.57509541055454 |
100 | 100 | 106.050985751303 | -6.05098575130336 |
101 | 101 | 107.534756954795 | -6.53475695479513 |
102 | 102 | 111.209014986727 | -9.20901498672652 |
103 | 103 | 107.031080669054 | -4.03108066905401 |
104 | 104 | 107.774564135111 | -3.77456413511063 |
105 | 105 | 110.283317994218 | -5.28331799421817 |
106 | 106 | 108.697488489641 | -2.6974884896407 |
107 | 107 | 106.709078719644 | 0.29092128035585 |
108 | 108 | 107.926743456623 | 0.0732565433770674 |
109 | 109 | 116.997616042813 | -7.99761604281322 |
110 | 110 | 111.351958572738 | -1.35195857273815 |
111 | 111 | 111.382752265953 | -0.382752265953006 |
112 | 112 | 112.717745924455 | -0.717745924455434 |
113 | 113 | 115.569463310002 | -2.56946331000156 |
114 | 114 | 115.963462592007 | -1.96346259200718 |
115 | 115 | 116.693036935145 | -1.6930369351445 |
116 | 116 | 110.091861905608 | 5.9081380943922 |
117 | 117 | 116.600407649023 | 0.399592350977373 |
118 | 118 | 117.251011285373 | 0.748988714627136 |
119 | 119 | 114.947265446384 | 4.05273455361601 |
120 | 120 | 115.786400553582 | 4.21359944641844 |
121 | 121 | 117.070898418842 | 3.92910158115771 |
122 | 122 | 120.846174159626 | 1.15382584037361 |
123 | 123 | 119.748030056141 | 3.25196994385904 |
124 | 124 | 121.553656846135 | 2.44634315386493 |
125 | 125 | 118.076729409618 | 6.92327059038203 |
126 | 126 | 126.375936775385 | -0.375936775384843 |
127 | 127 | 124.573354485367 | 2.42664551463308 |
128 | 128 | 125.221347142971 | 2.77865285702883 |
129 | 129 | 125.542126383603 | 3.45787361639732 |
130 | 130 | 121.86330914047 | 8.13669085952956 |
131 | 131 | 126.033937070912 | 4.9660629290876 |
132 | 132 | 124.830425643216 | 7.16957435678384 |
133 | 133 | 123.103428640302 | 9.89657135969777 |
134 | 134 | 127.077860522575 | 6.92213947742489 |
135 | 135 | 125.368006407547 | 9.63199359245273 |
136 | 136 | 128.545600911809 | 7.4543990881909 |
137 | 137 | 136.602137117076 | 0.397862882923652 |
138 | 138 | 127.525230100578 | 10.4747698994216 |
139 | 139 | 132.436363766455 | 6.56363623354495 |
140 | 140 | 131.230715336304 | 8.76928466369551 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
13 | 0.0166689936105556 | 0.0333379872211112 | 0.983331006389444 |
14 | 0.0205743589040036 | 0.0411487178080073 | 0.979425641095996 |
15 | 0.0262556433428781 | 0.0525112866857563 | 0.973744356657122 |
16 | 0.277133147719008 | 0.554266295438017 | 0.722866852280992 |
17 | 0.305360232219903 | 0.610720464439805 | 0.694639767780097 |
18 | 0.365091948635161 | 0.730183897270323 | 0.634908051364839 |
19 | 0.486891466522382 | 0.973782933044765 | 0.513108533477618 |
20 | 0.410679497687238 | 0.821358995374477 | 0.589320502312762 |
21 | 0.591470845582312 | 0.817058308835377 | 0.408529154417688 |
22 | 0.6908654103272 | 0.618269179345599 | 0.3091345896728 |
23 | 0.74284574707574 | 0.514308505848519 | 0.25715425292426 |
24 | 0.719052615706894 | 0.561894768586212 | 0.280947384293106 |
25 | 0.796682005840571 | 0.406635988318857 | 0.203317994159428 |
26 | 0.740215899358273 | 0.519568201283454 | 0.259784100641727 |
27 | 0.933518419486594 | 0.132963161026812 | 0.066481580513406 |
28 | 0.934457026281446 | 0.131085947437108 | 0.0655429737185538 |
29 | 0.96941767080818 | 0.0611646583836393 | 0.0305823291918197 |
30 | 0.986765196841272 | 0.0264696063174556 | 0.0132348031587278 |
31 | 0.998308759517405 | 0.00338248096519078 | 0.00169124048259539 |
32 | 0.9993099267062 | 0.00138014658760064 | 0.000690073293800322 |
33 | 0.999818297906168 | 0.000363404187662938 | 0.000181702093831469 |
34 | 0.99992249574351 | 0.000155008512979928 | 7.75042564899642e-05 |
35 | 0.999958256763435 | 8.3486473129337e-05 | 4.17432365646685e-05 |
36 | 0.999987361508121 | 2.52769837583658e-05 | 1.26384918791829e-05 |
37 | 0.999994760560867 | 1.04788782653225e-05 | 5.23943913266123e-06 |
38 | 0.99999872229667 | 2.55540665958293e-06 | 1.27770332979147e-06 |
39 | 0.999999385602373 | 1.22879525465792e-06 | 6.14397627328961e-07 |
40 | 0.999999909852992 | 1.80294016147139e-07 | 9.01470080735693e-08 |
41 | 0.999999983934791 | 3.21304181507866e-08 | 1.60652090753933e-08 |
42 | 0.999999996296896 | 7.40620709577983e-09 | 3.70310354788991e-09 |
43 | 0.999999995362769 | 9.2744627562855e-09 | 4.63723137814275e-09 |
44 | 0.999999998504423 | 2.99115316043581e-09 | 1.4955765802179e-09 |
45 | 0.999999999816046 | 3.67907203491048e-10 | 1.83953601745524e-10 |
46 | 0.999999999898128 | 2.03743186035836e-10 | 1.01871593017918e-10 |
47 | 0.999999999929753 | 1.40493676994152e-10 | 7.02468384970758e-11 |
48 | 0.999999999956071 | 8.78572403761949e-11 | 4.39286201880974e-11 |
49 | 0.999999999968091 | 6.38170783331766e-11 | 3.19085391665883e-11 |
50 | 0.999999999972522 | 5.49559805142957e-11 | 2.74779902571478e-11 |
51 | 0.999999999959733 | 8.05348320047736e-11 | 4.02674160023868e-11 |
52 | 0.999999999947525 | 1.04950181457704e-10 | 5.24750907288521e-11 |
53 | 0.999999999917736 | 1.64527475106627e-10 | 8.22637375533133e-11 |
54 | 0.999999999812017 | 3.75966220414389e-10 | 1.87983110207195e-10 |
55 | 0.999999999749994 | 5.00011503692273e-10 | 2.50005751846136e-10 |
56 | 0.999999999454585 | 1.09083031467719e-09 | 5.45415157338597e-10 |
57 | 0.999999999120803 | 1.75839333678688e-09 | 8.79196668393442e-10 |
58 | 0.999999999045884 | 1.90823115172802e-09 | 9.54115575864009e-10 |
59 | 0.9999999979549 | 4.09020041572858e-09 | 2.04510020786429e-09 |
60 | 0.999999996583869 | 6.83226298561286e-09 | 3.41613149280643e-09 |
61 | 0.999999995731928 | 8.53614478397799e-09 | 4.26807239198899e-09 |
62 | 0.99999999623316 | 7.53367979290743e-09 | 3.76683989645371e-09 |
63 | 0.999999998447159 | 3.10568156173195e-09 | 1.55284078086597e-09 |
64 | 0.999999999515566 | 9.68868349014072e-10 | 4.84434174507036e-10 |
65 | 0.999999999370446 | 1.25910829740666e-09 | 6.29554148703329e-10 |
66 | 0.999999999492752 | 1.01449650582899e-09 | 5.07248252914497e-10 |
67 | 0.99999999891337 | 2.17326017089911e-09 | 1.08663008544956e-09 |
68 | 0.999999998996474 | 2.0070529990578e-09 | 1.0035264995289e-09 |
69 | 0.999999998253283 | 3.49343353635687e-09 | 1.74671676817844e-09 |
70 | 0.999999996531275 | 6.93744930886618e-09 | 3.46872465443309e-09 |
71 | 0.999999995312949 | 9.37410181434828e-09 | 4.68705090717414e-09 |
72 | 0.999999993817289 | 1.23654218131384e-08 | 6.1827109065692e-09 |
73 | 0.999999992813791 | 1.43724169854561e-08 | 7.18620849272806e-09 |
74 | 0.999999999463011 | 1.07397816745238e-09 | 5.3698908372619e-10 |
75 | 0.999999999969418 | 6.11640165129768e-11 | 3.05820082564884e-11 |
76 | 0.999999999988689 | 2.26216403780012e-11 | 1.13108201890006e-11 |
77 | 0.999999999997057 | 5.88621019576525e-12 | 2.94310509788263e-12 |
78 | 0.999999999999487 | 1.02614988609785e-12 | 5.13074943048925e-13 |
79 | 0.999999999999962 | 7.5363524520474e-14 | 3.7681762260237e-14 |
80 | 0.99999999999999 | 2.0201940303192e-14 | 1.0100970151596e-14 |
81 | 0.999999999999988 | 2.37862915002193e-14 | 1.18931457501096e-14 |
82 | 0.999999999999969 | 6.1929814113376e-14 | 3.0964907056688e-14 |
83 | 0.999999999999987 | 2.55893282660563e-14 | 1.27946641330281e-14 |
84 | 0.999999999999982 | 3.50858813756965e-14 | 1.75429406878482e-14 |
85 | 0.999999999999978 | 4.30574116384973e-14 | 2.15287058192486e-14 |
86 | 0.999999999999975 | 4.993942719055e-14 | 2.4969713595275e-14 |
87 | 0.999999999999951 | 9.80620378512684e-14 | 4.90310189256342e-14 |
88 | 0.999999999999917 | 1.66154094476454e-13 | 8.30770472382272e-14 |
89 | 0.999999999999827 | 3.46647304020747e-13 | 1.73323652010374e-13 |
90 | 0.999999999999855 | 2.90678782864258e-13 | 1.45339391432129e-13 |
91 | 0.999999999999822 | 3.55899543829041e-13 | 1.77949771914521e-13 |
92 | 0.99999999999982 | 3.60170274851362e-13 | 1.80085137425681e-13 |
93 | 0.999999999999803 | 3.93165372128739e-13 | 1.9658268606437e-13 |
94 | 0.999999999999324 | 1.35270003744104e-12 | 6.76350018720521e-13 |
95 | 0.999999999999315 | 1.3693525775713e-12 | 6.84676288785652e-13 |
96 | 0.999999999997814 | 4.37303338534777e-12 | 2.18651669267389e-12 |
97 | 0.999999999998763 | 2.47469409305435e-12 | 1.23734704652718e-12 |
98 | 0.999999999998214 | 3.57203480896194e-12 | 1.78601740448097e-12 |
99 | 0.999999999994762 | 1.04754777585247e-11 | 5.23773887926237e-12 |
100 | 0.99999999999027 | 1.94591135238007e-11 | 9.72955676190037e-12 |
101 | 0.9999999999693 | 6.1399505056252e-11 | 3.0699752528126e-11 |
102 | 0.999999999907947 | 1.84106092898119e-10 | 9.20530464490593e-11 |
103 | 0.999999999849512 | 3.00975942598041e-10 | 1.50487971299021e-10 |
104 | 0.999999999744162 | 5.11676874876396e-10 | 2.55838437438198e-10 |
105 | 0.999999999559465 | 8.81070038644375e-10 | 4.40535019322187e-10 |
106 | 0.999999999050741 | 1.89851820785031e-09 | 9.49259103925154e-10 |
107 | 0.99999999674244 | 6.51512038817123e-09 | 3.25756019408562e-09 |
108 | 0.999999989951922 | 2.00961558916633e-08 | 1.00480779458317e-08 |
109 | 0.999999968906492 | 6.21870155228317e-08 | 3.10935077614158e-08 |
110 | 0.999999896087995 | 2.07824009981648e-07 | 1.03912004990824e-07 |
111 | 0.999999727293001 | 5.45413997073271e-07 | 2.72706998536636e-07 |
112 | 0.999999139311099 | 1.72137780184221e-06 | 8.60688900921106e-07 |
113 | 0.999999067431125 | 1.86513774961353e-06 | 9.32568874806766e-07 |
114 | 0.999998685241275 | 2.62951744900942e-06 | 1.31475872450471e-06 |
115 | 0.999999685632788 | 6.28734425066662e-07 | 3.14367212533331e-07 |
116 | 0.999999495056314 | 1.00988737262834e-06 | 5.04943686314172e-07 |
117 | 0.999998246648804 | 3.5067023923222e-06 | 1.7533511961611e-06 |
118 | 0.999999665208708 | 6.6958258331182e-07 | 3.3479129165591e-07 |
119 | 0.999998673418135 | 2.6531637292252e-06 | 1.3265818646126e-06 |
120 | 0.999994315853321 | 1.13682933588986e-05 | 5.6841466794493e-06 |
121 | 0.999983050195442 | 3.38996091169799e-05 | 1.69498045584899e-05 |
122 | 0.999959628116182 | 8.07437676359872e-05 | 4.03718838179936e-05 |
123 | 0.999904317113604 | 0.000191365772791461 | 9.56828863957303e-05 |
124 | 0.999623573006753 | 0.000752853986493858 | 0.000376426993246929 |
125 | 0.998623026057998 | 0.00275394788400449 | 0.00137697394200224 |
126 | 0.993460653605598 | 0.0130786927888048 | 0.00653934639440239 |
127 | 0.971437139813646 | 0.0571257203727087 | 0.0285628601863543 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 95 | 0.826086956521739 | NOK |
5% type I error level | 99 | 0.860869565217391 | NOK |
10% type I error level | 102 | 0.88695652173913 | NOK |