Multiple Linear Regression - Estimated Regression Equation |
populair[t] = -1.89771513378114 + 0.259413164999801vrienden[t] -0.299812901556042vrienden_G[t] + 0.280958680758531kennen[t] + 0.0293102671918129kennen_G[t] + 0.309425519926918geliefd[t] -0.0744689878374152geliefd_G[t] + 0.600578736213396celebrity[t] -0.0325734070475991celebrity_G[t] + 4.98632723777635`geslacht(dummy)`[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) | -1.89771513378114 | 2.809863 | -0.6754 | 0.50098 | 0.25049 |
vrienden | 0.259413164999801 | 0.167458 | 1.5491 | 0.12448 | 0.06224 |
vrienden_G | -0.299812901556042 | 0.241835 | -1.2397 | 0.217943 | 0.108972 |
kennen | 0.280958680758531 | 0.144733 | 1.9412 | 0.055018 | 0.027509 |
kennen_G | 0.0293102671918129 | 0.176441 | 0.1661 | 0.868395 | 0.434197 |
geliefd | 0.309425519926918 | 0.181617 | 1.7037 | 0.091507 | 0.045753 |
geliefd_G | -0.0744689878374152 | 0.250898 | -0.2968 | 0.767221 | 0.38361 |
celebrity | 0.600578736213396 | 0.351503 | 1.7086 | 0.090596 | 0.045298 |
celebrity_G | -0.0325734070475991 | 0.437678 | -0.0744 | 0.940821 | 0.47041 |
`geslacht(dummy)` | 4.98632723777635 | 3.854619 | 1.2936 | 0.198755 | 0.099377 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.702750472577834 |
R-squared | 0.493858226708369 |
Adjusted R-squared | 0.448756484533867 |
F-TEST (value) | 10.9498702909878 |
F-TEST (DF numerator) | 9 |
F-TEST (DF denominator) | 101 |
p-value | 9.68036761861413e-12 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.24839448407162 |
Sum Squared Residuals | 510.58305335637 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 13 | 11.2323455095257 | 1.76765449047427 |
2 | 12 | 10.9804284119156 | 1.01957158808442 |
3 | 10 | 9.91257772406525 | 0.0874222759347496 |
4 | 15 | 16.300978906907 | -1.30097890690700 |
5 | 9 | 10.8733168624218 | -1.87331686242182 |
6 | 12 | 12.5089933025414 | -0.50899330254136 |
7 | 11 | 11.8301192796116 | -0.830119279611582 |
8 | 11 | 12.2442840528429 | -1.24428405284292 |
9 | 15 | 13.0330666678956 | 1.96693333210443 |
10 | 7 | 11.2209945292950 | -4.22099452929504 |
11 | 11 | 11.3267841178561 | -0.326784117856096 |
12 | 11 | 11.4938547583225 | -0.493854758322506 |
13 | 10 | 12.2442840528429 | -2.24428405284292 |
14 | 14 | 13.7244906287057 | 0.275509371294307 |
15 | 10 | 9.20272774299768 | 0.797272257002321 |
16 | 6 | 8.25280081209392 | -2.25280081209392 |
17 | 11 | 9.08734268613658 | 1.91265731386342 |
18 | 15 | 13.7346851642336 | 1.26531483576636 |
19 | 11 | 12.4878411878557 | -1.48784118785573 |
20 | 12 | 8.98794927557586 | 3.01205072442413 |
21 | 14 | 13.7203163767338 | 0.279683623266207 |
22 | 15 | 14.2864079902228 | 0.713592009777246 |
23 | 9 | 14.0156438449922 | -5.01564384499217 |
24 | 13 | 13.2385975779321 | -0.238597577932119 |
25 | 13 | 12.3058545780937 | 0.694145421906276 |
26 | 13 | 9.31843989541476 | 3.68156010458524 |
27 | 12 | 12.85642095938 | -0.856420959380003 |
28 | 14 | 14.4479658221283 | -0.447965822128252 |
29 | 11 | 8.85010633618903 | 2.14989366381097 |
30 | 9 | 10.8733168624218 | -1.87331686242182 |
31 | 16 | 13.6960237895373 | 2.30397621046269 |
32 | 13 | 13.4504471653397 | -0.450447165339691 |
33 | 16 | 15.3438599866747 | 0.656140013325316 |
34 | 15 | 8.56489705522268 | 6.43510294477732 |
35 | 5 | 9.48826201182577 | -4.48826201182577 |
36 | 11 | 11.3538769455481 | -0.353876945548125 |
37 | 16 | 13.1443009635482 | 2.85569903645181 |
38 | 17 | 13.4276673162137 | 3.57233268378626 |
39 | 9 | 8.55695353003598 | 0.443046469964017 |
40 | 9 | 12.2619039402732 | -3.26190394027321 |
41 | 13 | 14.7354549209526 | -1.73545492095265 |
42 | 6 | 11.6585366990715 | -5.6585366990715 |
43 | 12 | 11.9215979753627 | 0.0784020246373308 |
44 | 8 | 9.88775899618823 | -1.88775899618823 |
45 | 14 | 12.1525443011941 | 1.84745569880592 |
46 | 12 | 12.8824418361739 | -0.882441836173893 |
47 | 16 | 14.8566541306214 | 1.14334586937863 |
48 | 8 | 9.60795676013254 | -1.60795676013254 |
49 | 15 | 15.3666398358006 | -0.366639835800635 |
50 | 7 | 8.97775474004792 | -1.97775474004792 |
51 | 16 | 13.6460114346102 | 2.35398856538981 |
52 | 14 | 14.8476348461144 | -0.847634846114387 |
53 | 16 | 13.9203602295187 | 2.07963977048130 |
54 | 9 | 10.2461331935941 | -1.24613319359412 |
55 | 11 | 12.7462017139978 | -1.74620171399782 |
56 | 5 | 5.60618897131157 | -0.606188971311574 |
57 | 15 | 12.8824418361739 | 2.11755816382611 |
58 | 13 | 12.5317731516673 | 0.468226848332692 |
59 | 11 | 11.3812261296043 | -0.381226129604338 |
60 | 11 | 12.4558916428751 | -1.45589164287508 |
61 | 12 | 12.5666858309719 | -0.566685830971908 |
62 | 14 | 10.6473796148393 | 3.35262038516070 |
63 | 6 | 8.1859614643385 | -2.18596146433850 |
64 | 7 | 9.29737479550278 | -2.29737479550278 |
65 | 14 | 13.1072203680810 | 0.892779631918951 |
66 | 14 | 13.8450478136579 | 0.154952186342145 |
67 | 10 | 11.7570781967896 | -1.7570781967896 |
68 | 13 | 8.13487869777233 | 4.86512130222767 |
69 | 12 | 12.1627388367220 | -0.162738836722030 |
70 | 9 | 8.70006927140768 | 0.299930728592323 |
71 | 12 | 12.5831470027268 | -0.583147002726832 |
72 | 10 | 9.59987899202004 | 0.400121007979956 |
73 | 10 | 13.6100912815684 | -3.61009128156835 |
74 | 16 | 15.3034602501184 | 0.696539749881558 |
75 | 15 | 14.1113847977966 | 0.88861520220338 |
76 | 8 | 10.5093566320612 | -2.50935663206122 |
77 | 8 | 8.33735818443535 | -0.337358184435352 |
78 | 13 | 11.9317925108906 | 1.06820748910938 |
79 | 16 | 15.6541289346250 | 0.345871065374972 |
80 | 16 | 14.7582347700786 | 1.24176522992140 |
81 | 14 | 15.683498525076 | -1.68349852507599 |
82 | 11 | 8.99441038284545 | 2.00558961715455 |
83 | 14 | 13.9694521550259 | 0.0305478449740627 |
84 | 9 | 10.8560240705475 | -1.85602407054751 |
85 | 8 | 10.7807116546867 | -2.78071165468667 |
86 | 8 | 11.3946037776603 | -3.39460377766035 |
87 | 11 | 12.5372602089189 | -1.53726020891895 |
88 | 12 | 14.4499206521246 | -2.44992065212455 |
89 | 14 | 13.5696915450121 | 0.430308454987889 |
90 | 16 | 12.8246809080933 | 3.17531909190667 |
91 | 16 | 13.6450039608730 | 2.35499603912705 |
92 | 14 | 13.3650527538517 | 0.634947246148343 |
93 | 14 | 10.4427550342956 | 3.55724496570436 |
94 | 14 | 12.1671684935432 | 1.83283150645685 |
95 | 8 | 9.59987899202004 | -1.59987899202004 |
96 | 16 | 13.3650527538517 | 2.63494724614834 |
97 | 12 | 10.5948470481044 | 1.40515295189559 |
98 | 12 | 13.7203163767338 | -1.72031637673379 |
99 | 16 | 14.9041025853738 | 1.09589741462625 |
100 | 15 | 12.829909269439 | 2.17009073056100 |
101 | 10 | 11.1172926790183 | -1.11729267901830 |
102 | 12 | 10.7226920307001 | 1.27730796929986 |
103 | 14 | 13.1056395888519 | 0.894360411148143 |
104 | 19 | 14.1902294409128 | 4.8097705590872 |
105 | 15 | 12.9789063667204 | 2.02109363327964 |
106 | 8 | 7.76487138821726 | 0.235128611782735 |
107 | 8 | 10.7977632523285 | -2.79776325232855 |
108 | 10 | 14.4527177687780 | -4.45271776877798 |
109 | 15 | 13.3865982696104 | 1.61340173038961 |
110 | 16 | 14.3954332553934 | 1.60456674460664 |
111 | 13 | 13.3979145986048 | -0.397914598604801 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
13 | 0.165597288719971 | 0.331194577439942 | 0.83440271128003 |
14 | 0.210351109742853 | 0.420702219485706 | 0.789648890257147 |
15 | 0.114348674210447 | 0.228697348420893 | 0.885651325789553 |
16 | 0.358234798904938 | 0.716469597809877 | 0.641765201095062 |
17 | 0.362806288000357 | 0.725612576000714 | 0.637193711999643 |
18 | 0.295013990481797 | 0.590027980963594 | 0.704986009518203 |
19 | 0.260026380917058 | 0.520052761834116 | 0.739973619082942 |
20 | 0.395668264194918 | 0.791336528389835 | 0.604331735805082 |
21 | 0.320683809149586 | 0.641367618299173 | 0.679316190850414 |
22 | 0.243530948253018 | 0.487061896506037 | 0.756469051746982 |
23 | 0.410653358439479 | 0.821306716878958 | 0.589346641560521 |
24 | 0.367118520299906 | 0.734237040599811 | 0.632881479700094 |
25 | 0.325553435431326 | 0.651106870862652 | 0.674446564568674 |
26 | 0.385384587269069 | 0.770769174538139 | 0.614615412730931 |
27 | 0.369597137685147 | 0.739194275370294 | 0.630402862314853 |
28 | 0.303682861929228 | 0.607365723858455 | 0.696317138070772 |
29 | 0.248968607083246 | 0.497937214166493 | 0.751031392916754 |
30 | 0.223822421656931 | 0.447644843313862 | 0.776177578343069 |
31 | 0.249821738711901 | 0.499643477423802 | 0.750178261288099 |
32 | 0.196710141730122 | 0.393420283460245 | 0.803289858269878 |
33 | 0.161140454437526 | 0.322280908875051 | 0.838859545562474 |
34 | 0.374561785075089 | 0.749123570150177 | 0.625438214924911 |
35 | 0.41081771914884 | 0.82163543829768 | 0.589182280851160 |
36 | 0.377217908303043 | 0.754435816606085 | 0.622782091696958 |
37 | 0.463194110666349 | 0.926388221332697 | 0.536805889333651 |
38 | 0.57397265956301 | 0.852054680873981 | 0.426027340436991 |
39 | 0.533326137776845 | 0.93334772444631 | 0.466673862223155 |
40 | 0.629103208889356 | 0.741793582221287 | 0.370896791110644 |
41 | 0.603083226150708 | 0.793833547698583 | 0.396916773849292 |
42 | 0.804884069482805 | 0.390231861034391 | 0.195115930517195 |
43 | 0.765011397580755 | 0.46997720483849 | 0.234988602419245 |
44 | 0.80369745484881 | 0.392605090302382 | 0.196302545151191 |
45 | 0.801593751590749 | 0.396812496818503 | 0.198406248409252 |
46 | 0.765925340414129 | 0.468149319171742 | 0.234074659585871 |
47 | 0.727521546622847 | 0.544956906754306 | 0.272478453377153 |
48 | 0.742409009051074 | 0.515181981897851 | 0.257590990948926 |
49 | 0.697812013528398 | 0.604375972943205 | 0.302187986471602 |
50 | 0.689064665279011 | 0.621870669441978 | 0.310935334720989 |
51 | 0.703795694011564 | 0.592408611976873 | 0.296204305988436 |
52 | 0.671877621425377 | 0.656244757149246 | 0.328122378574623 |
53 | 0.661184671457661 | 0.677630657084677 | 0.338815328542339 |
54 | 0.687656934275827 | 0.624686131448346 | 0.312343065724173 |
55 | 0.66974554188583 | 0.660508916228339 | 0.330254458114170 |
56 | 0.630310262955382 | 0.739379474089237 | 0.369689737044618 |
57 | 0.626557706538067 | 0.746884586923866 | 0.373442293461933 |
58 | 0.576209769544114 | 0.847580460911772 | 0.423790230455886 |
59 | 0.520602352864816 | 0.958795294270367 | 0.479397647135183 |
60 | 0.64398255377078 | 0.71203489245844 | 0.35601744622922 |
61 | 0.607604642010938 | 0.784790715978123 | 0.392395357989062 |
62 | 0.684358461815664 | 0.631283076368672 | 0.315641538184336 |
63 | 0.695846186662776 | 0.608307626674448 | 0.304153813337224 |
64 | 0.713307171739462 | 0.573385656521076 | 0.286692828260538 |
65 | 0.761620131664892 | 0.476759736670216 | 0.238379868335108 |
66 | 0.711261235003801 | 0.577477529992398 | 0.288738764996199 |
67 | 0.697248918103363 | 0.605502163793274 | 0.302751081896637 |
68 | 0.905351657980154 | 0.189296684039692 | 0.094648342019846 |
69 | 0.881374997013562 | 0.237250005972876 | 0.118625002986438 |
70 | 0.848240116220561 | 0.303519767558878 | 0.151759883779439 |
71 | 0.870787835828388 | 0.258424328343223 | 0.129212164171612 |
72 | 0.833749985673657 | 0.332500028652685 | 0.166250014326343 |
73 | 0.910982116091957 | 0.178035767816086 | 0.0890178839080432 |
74 | 0.885916774298048 | 0.228166451403904 | 0.114083225701952 |
75 | 0.861934293405213 | 0.276131413189573 | 0.138065706594787 |
76 | 0.849687714442442 | 0.300624571115116 | 0.150312285557558 |
77 | 0.882277728476775 | 0.235444543046450 | 0.117722271523225 |
78 | 0.877557128779461 | 0.244885742441077 | 0.122442871220539 |
79 | 0.83856160593666 | 0.322876788126679 | 0.161438394063340 |
80 | 0.799827285651723 | 0.400345428696554 | 0.200172714348277 |
81 | 0.762976690346653 | 0.474046619306694 | 0.237023309653347 |
82 | 0.843239307744664 | 0.313521384510673 | 0.156760692255336 |
83 | 0.858042397656176 | 0.283915204687648 | 0.141957602343824 |
84 | 0.820623808656903 | 0.358752382686193 | 0.179376191343097 |
85 | 0.805536390543286 | 0.388927218913428 | 0.194463609456714 |
86 | 0.77676450700221 | 0.446470985995581 | 0.223235492997791 |
87 | 0.720173910446566 | 0.559652179106868 | 0.279826089553434 |
88 | 0.676590785667262 | 0.646818428665477 | 0.323409214332738 |
89 | 0.619416081165973 | 0.761167837668053 | 0.380583918834026 |
90 | 0.582616095541613 | 0.834767808916774 | 0.417383904458387 |
91 | 0.516372623966596 | 0.967254752066807 | 0.483627376033404 |
92 | 0.41878860885355 | 0.8375772177071 | 0.58121139114645 |
93 | 0.545870602893893 | 0.908258794212215 | 0.454129397106107 |
94 | 0.444233276159902 | 0.888466552319804 | 0.555766723840098 |
95 | 0.335050066531944 | 0.670100133063887 | 0.664949933468056 |
96 | 0.350797727987731 | 0.701595455975461 | 0.64920227201227 |
97 | 0.282848264971987 | 0.565696529943974 | 0.717151735028013 |
98 | 0.821677693134675 | 0.356644613730649 | 0.178322306865325 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 0 | 0 | OK |
5% type I error level | 0 | 0 | OK |
10% type I error level | 0 | 0 | OK |