Multiple Linear Regression - Estimated Regression Equation |
RANG[t] = + 95.7151231150161 + 0.000811260866225314Pageviews[t] -0.0967248435916385Blogs[t] + 1.54079952985966PR[t] -0.123726061471697LFM[t] + 0.142466830241946KCS[t] + 0.0742760351352671SPR[t] + 0.284731988242071CH[t] -2.96193342808934Hours[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) | 95.7151231150161 | 7.193954 | 13.3049 | 0 | 0 |
Pageviews | 0.000811260866225314 | 0.001739 | 0.4665 | 0.642529 | 0.321265 |
Blogs | -0.0967248435916385 | 0.093794 | -1.0312 | 0.306497 | 0.153248 |
PR | 1.54079952985966 | 0.874556 | 1.7618 | 0.083112 | 0.041556 |
LFM | -0.123726061471697 | 0.183882 | -0.6729 | 0.50358 | 0.25179 |
KCS | 0.142466830241946 | 0.120535 | 1.1819 | 0.241813 | 0.120906 |
SPR | 0.0742760351352671 | 0.465626 | 0.1595 | 0.873787 | 0.436894 |
CH | 0.284731988242071 | 0.573976 | 0.4961 | 0.621628 | 0.310814 |
Hours | -2.96193342808934 | 0.248093 | -11.9388 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.910480067958452 |
R-squared | 0.828973954149627 |
Adjusted R-squared | 0.806544308792201 |
F-TEST (value) | 36.9588524891755 |
F-TEST (DF numerator) | 8 |
F-TEST (DF denominator) | 61 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 8.95113952383885 |
Sum Squared Residuals | 4887.49682528903 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | -22.1855667229928 | 23.1855667229928 |
2 | 2 | -20.0747265982923 | 22.0747265982923 |
3 | 3 | -10.2057294276377 | 13.2057294276377 |
4 | 4 | -4.62049734826701 | 8.62049734826701 |
5 | 5 | 2.19153617035381 | 2.80846382964619 |
6 | 6 | 8.21596816004925 | -2.21596816004925 |
7 | 7 | 7.63441967373452 | -0.634419673734519 |
8 | 8 | 18.53383398096 | -10.53383398096 |
9 | 9 | 11.0839474403475 | -2.08394744034746 |
10 | 10 | 10.5350073055219 | -0.535007305521906 |
11 | 11 | 19.8934520511608 | -8.89345205116076 |
12 | 12 | 20.8906440414712 | -8.89064404147122 |
13 | 13 | 21.0410425525563 | -8.04104255255627 |
14 | 14 | 21.5364176063875 | -7.53641760638745 |
15 | 15 | 21.5554242447723 | -6.55542424477226 |
16 | 16 | 24.3510999606083 | -8.35109996060829 |
17 | 17 | 23.4437932080972 | -6.44379320809721 |
18 | 18 | 27.6562889797842 | -9.65628897978418 |
19 | 19 | 25.7930806445259 | -6.79308064452586 |
20 | 20 | 28.2676264041034 | -8.26762640410337 |
21 | 21 | 29.5202930996286 | -8.52029309962857 |
22 | 22 | 29.5927496252256 | -7.59274962522557 |
23 | 23 | 32.7722985269116 | -9.77229852691159 |
24 | 24 | 36.8931105093952 | -12.8931105093952 |
25 | 25 | 34.0386203875234 | -9.03862038752341 |
26 | 26 | 36.761084543193 | -10.761084543193 |
27 | 27 | 38.7754468572912 | -11.7754468572912 |
28 | 28 | 32.832673722977 | -4.83267372297702 |
29 | 29 | 31.7858099074562 | -2.78580990745624 |
30 | 30 | 31.1329684124402 | -1.13296841244021 |
31 | 31 | 37.875156714218 | -6.87515671421804 |
32 | 32 | 49.9273583913974 | -17.9273583913974 |
33 | 33 | 41.0592442871859 | -8.05924428718591 |
34 | 34 | 37.982194281977 | -3.98219428197697 |
35 | 35 | 40.1068675729939 | -5.10686757299386 |
36 | 36 | 46.0178746459458 | -10.0178746459458 |
37 | 37 | 41.8164205346795 | -4.81642053467952 |
38 | 38 | 41.6394331281066 | -3.6394331281066 |
39 | 39 | 40.9224211544414 | -1.92242115444144 |
40 | 40 | 44.8850451165371 | -4.88504511653713 |
41 | 41 | 39.4899107924249 | 1.5100892075751 |
42 | 42 | 42.929502611497 | -0.929502611496984 |
43 | 43 | 42.8248244735004 | 0.175175526499634 |
44 | 44 | 42.3720659284116 | 1.62793407158837 |
45 | 45 | 47.7249912328943 | -2.7249912328943 |
46 | 46 | 45.5447174408225 | 0.45528255917755 |
47 | 47 | 41.8346251371704 | 5.16537486282964 |
48 | 48 | 47.157925503558 | 0.842074496442043 |
49 | 49 | 45.3854881884856 | 3.61451181151442 |
50 | 50 | 45.202622921782 | 4.797377078218 |
51 | 51 | 44.6956654770436 | 6.30433452295639 |
52 | 52 | 43.8107354184755 | 8.18926458152455 |
53 | 53 | 48.9773935117975 | 4.02260648820255 |
54 | 54 | 47.4558198508378 | 6.54418014916217 |
55 | 55 | 46.6885350910549 | 8.31146490894508 |
56 | 56 | 48.404477520758 | 7.595522479242 |
57 | 57 | 50.7617440192096 | 6.2382559807904 |
58 | 58 | 52.9029931879705 | 5.09700681202952 |
59 | 59 | 47.9273760249335 | 11.0726239750665 |
60 | 60 | 54.6734549706751 | 5.32654502932494 |
61 | 61 | 53.5525055462718 | 7.44749445372819 |
62 | 62 | 56.665715397274 | 5.33428460272602 |
63 | 63 | 55.8883024103988 | 7.11169758960118 |
64 | 64 | 48.9688502838571 | 15.0311497161429 |
65 | 65 | 56.5590458156009 | 8.44095418439907 |
66 | 66 | 60.1463689024368 | 5.85363109756324 |
67 | 67 | 56.511186409004 | 10.488813590996 |
68 | 68 | 58.0617476753237 | 9.93825232467631 |
69 | 69 | 60.6533735033109 | 8.34662649668915 |
70 | 70 | 59.3539010064508 | 10.6460989935492 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
12 | 0.0477871498075367 | 0.0955742996150734 | 0.952212850192463 |
13 | 0.020565766045235 | 0.0411315320904699 | 0.979434233954765 |
14 | 0.00841396235655391 | 0.0168279247131078 | 0.991586037643446 |
15 | 0.00584943391846082 | 0.0116988678369216 | 0.994150566081539 |
16 | 0.00779275532114914 | 0.0155855106422983 | 0.992207244678851 |
17 | 0.0343902719703863 | 0.0687805439407727 | 0.965609728029614 |
18 | 0.0282098741971376 | 0.0564197483942752 | 0.971790125802862 |
19 | 0.0540229554279918 | 0.108045910855984 | 0.945977044572008 |
20 | 0.211695398169549 | 0.423390796339099 | 0.788304601830451 |
21 | 0.508256114916812 | 0.983487770166376 | 0.491743885083188 |
22 | 0.600158135251137 | 0.799683729497726 | 0.399841864748863 |
23 | 0.603908656801206 | 0.792182686397587 | 0.396091343198794 |
24 | 0.561668443840742 | 0.876663112318515 | 0.438331556159258 |
25 | 0.568746849011592 | 0.862506301976815 | 0.431253150988408 |
26 | 0.505105849626219 | 0.989788300747563 | 0.494894150373781 |
27 | 0.459261607159483 | 0.918523214318966 | 0.540738392840517 |
28 | 0.567216154173974 | 0.865567691652052 | 0.432783845826026 |
29 | 0.655524598273499 | 0.688950803453002 | 0.344475401726501 |
30 | 0.773824853491069 | 0.452350293017863 | 0.226175146508931 |
31 | 0.836710137356167 | 0.326579725287665 | 0.163289862643833 |
32 | 0.822124327189741 | 0.355751345620517 | 0.177875672810259 |
33 | 0.888482376049773 | 0.223035247900455 | 0.111517623950227 |
34 | 0.915640539771368 | 0.168718920457264 | 0.0843594602286321 |
35 | 0.93945055461336 | 0.12109889077328 | 0.0605494453866398 |
36 | 0.976730768060058 | 0.0465384638798845 | 0.0232692319399423 |
37 | 0.991465181373654 | 0.0170696372526914 | 0.00853481862634572 |
38 | 0.997886945163494 | 0.00422610967301145 | 0.00211305483650572 |
39 | 0.999082813263119 | 0.00183437347376161 | 0.000917186736880804 |
40 | 0.999713382961995 | 0.000573234076009103 | 0.000286617038004551 |
41 | 0.999822874233395 | 0.000354251533209498 | 0.000177125766604749 |
42 | 0.999852035132562 | 0.000295929734876268 | 0.000147964867438134 |
43 | 0.999900940043499 | 0.000198119913001385 | 9.90599565006923e-05 |
44 | 0.999977355078343 | 4.52898433142659e-05 | 2.2644921657133e-05 |
45 | 0.999991736075228 | 1.65278495438306e-05 | 8.26392477191528e-06 |
46 | 0.999994993172259 | 1.00136554828529e-05 | 5.00682774142644e-06 |
47 | 0.999995355176082 | 9.2896478358901e-06 | 4.64482391794505e-06 |
48 | 0.999994869625329 | 1.02607493417068e-05 | 5.13037467085339e-06 |
49 | 0.999995571327786 | 8.85734442733546e-06 | 4.42867221366773e-06 |
50 | 0.999989979372124 | 2.00412557524362e-05 | 1.00206278762181e-05 |
51 | 0.999968100049962 | 6.37999000751802e-05 | 3.18999500375901e-05 |
52 | 0.999962990203306 | 7.40195933879418e-05 | 3.70097966939709e-05 |
53 | 0.999961919381369 | 7.61612372612063e-05 | 3.80806186306032e-05 |
54 | 0.999962965912989 | 7.40681740213596e-05 | 3.70340870106798e-05 |
55 | 0.999893777355041 | 0.000212445289917661 | 0.00010622264495883 |
56 | 0.999628490533398 | 0.000743018933204461 | 0.00037150946660223 |
57 | 0.998019172925257 | 0.00396165414948536 | 0.00198082707474268 |
58 | 0.990802471123484 | 0.0183950577530331 | 0.00919752887651653 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 20 | 0.425531914893617 | NOK |
5% type I error level | 27 | 0.574468085106383 | NOK |
10% type I error level | 30 | 0.638297872340426 | NOK |