Multiple Linear Regression - Estimated Regression Equation |
LFM[t] = + 13.2170503807952 -0.00496323024730051pg[t] + 0.00661990743002763blogs[t] + 1.48120267528336hours[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) | 13.2170503807952 | 1.938188 | 6.8193 | 0 | 0 |
pg | -0.00496323024730051 | 0.001994 | -2.4888 | 0.013948 | 0.006974 |
blogs | 0.00661990743002763 | 0.078269 | 0.0846 | 0.932713 | 0.466357 |
hours | 1.48120267528336 | 0.176157 | 8.4084 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.75062560382769 |
R-squared | 0.563438797121684 |
Adjusted R-squared | 0.554406496372478 |
F-TEST (value) | 62.3804291692989 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 145 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 11.8229483727053 |
Sum Squared Residuals | 20268.4056924301 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 56 | 79.6824314011345 | -23.6824314011345 |
2 | 73 | 71.910179761732 | 1.08982023826799 |
3 | 62 | 71.0885425171292 | -9.08854251712924 |
4 | 42 | 69.1524986550409 | -27.1524986550409 |
5 | 59 | 62.7181251143173 | -3.71812511431735 |
6 | 27 | 33.1156612227212 | -6.1156612227212 |
7 | 59 | 61.188423025436 | -2.18842302543597 |
8 | 56 | 59.3256026146217 | -3.32560261462173 |
9 | 78 | 59.3283377702724 | 18.6716622297276 |
10 | 47 | 57.4406127913102 | -10.4406127913102 |
11 | 51 | 53.4199677209014 | -2.41996772090139 |
12 | 47 | 57.1572460906143 | -10.1572460906143 |
13 | 55 | 53.4090616968001 | 1.59093830319985 |
14 | 35 | 55.2796689104238 | -20.2796689104238 |
15 | 47 | 51.5952205754344 | -4.59522057543443 |
16 | 48 | 54.0669500463954 | -6.06695004639537 |
17 | 47 | 52.0568485975395 | -5.05684859753955 |
18 | 55 | 51.9323052647572 | 3.06769473524276 |
19 | 42 | 49.9072461121507 | -7.9072461121507 |
20 | 54 | 50.2712526038908 | 3.72874739610923 |
21 | 60 | 53.3881543978946 | 6.61184560210539 |
22 | 51 | 48.0582542128611 | 2.94174578713887 |
23 | 47 | 46.8533425555447 | 0.146657444455251 |
24 | 52 | 46.9575975959416 | 5.04240240405842 |
25 | 38 | 44.743969700442 | -6.74396970044204 |
26 | 46 | 46.8446305995357 | -0.844630599535719 |
27 | 12 | 46.7023740034494 | -34.7023740034494 |
28 | 48 | 45.7709161889361 | 2.22908381106392 |
29 | 48 | 45.8668674395166 | 2.13313256048336 |
30 | 32 | 44.5134942461775 | -12.5134942461775 |
31 | 27 | 46.4044713677972 | -19.4044713677972 |
32 | 60 | 45.8166705409306 | 14.1833294590694 |
33 | 47 | 44.6486751595349 | 2.35132484046508 |
34 | 47 | 43.9703284850322 | 3.02967151496781 |
35 | 58 | 46.0433564616281 | 11.9566435383719 |
36 | 47 | 42.8101063038442 | 4.18989369615585 |
37 | 45 | 41.9928231889214 | 3.00717681107858 |
38 | 48 | 41.6173015725128 | 6.38269842748717 |
39 | 42 | 41.5875085884273 | 0.412491411572734 |
40 | 41 | 44.732485477626 | -3.73248547762601 |
41 | 48 | 41.8522640778231 | 6.14773592217692 |
42 | 60 | 43.8027931611095 | 16.1972068388905 |
43 | 56 | 44.9029395923231 | 11.0970604076769 |
44 | 41 | 41.0063140663889 | -0.00631406638890214 |
45 | 52 | 43.2761873704906 | 8.7238126295094 |
46 | 50 | 42.5564577729241 | 7.4435422270759 |
47 | 49 | 43.8832833235343 | 5.1167166764657 |
48 | 42 | 41.6564768248826 | 0.343523175117375 |
49 | 39 | 43.4151714200168 | -4.41517142001678 |
50 | 39 | 43.1752320818575 | -4.17523208185746 |
51 | 41 | 41.5969452671185 | -0.596945267118543 |
52 | 46 | 42.0265454292406 | 3.97345457075941 |
53 | 36 | 40.9263377863191 | -4.92633778631908 |
54 | 49 | 40.0545135490831 | 8.94548645091692 |
55 | 48 | 37.7548880687011 | 10.2451119312989 |
56 | 55 | 40.3340363058049 | 14.6659636941951 |
57 | 45 | 40.2893944387828 | 4.71060556121723 |
58 | 48 | 40.6015813612585 | 7.3984186387415 |
59 | 52 | 38.4392900545208 | 13.5607099454792 |
60 | 39 | 37.6832223797484 | 1.31677762025156 |
61 | 45 | 40.5834259252573 | 4.4165740747427 |
62 | 32 | 38.4123002390948 | -6.41230023909477 |
63 | 51 | 36.972997473882 | 14.027002526118 |
64 | 41 | 37.2658212571719 | 3.73417874282812 |
65 | 52 | 39.977381245478 | 12.022618754522 |
66 | 22 | 38.0946535032675 | -16.0946535032675 |
67 | 54 | 35.5960090311902 | 18.4039909688098 |
68 | 27 | 35.2943440671746 | -8.29434406717459 |
69 | 41 | 35.9826920164816 | 5.01730798351839 |
70 | 45 | 35.5111443351828 | 9.48885566481722 |
71 | 52 | 36.4987795452894 | 15.5012204547106 |
72 | 57 | 34.4070995495881 | 22.5929004504119 |
73 | 47 | 33.2937337074171 | 13.7062662925829 |
74 | 41 | 33.2683937678729 | 7.73160623212714 |
75 | 46 | 32.985414829467 | 13.014585170533 |
76 | 43 | 34.2345737902146 | 8.76542620978539 |
77 | 31 | 32.6049843932182 | -1.6049843932182 |
78 | 40 | 33.8010752737115 | 6.19892472628854 |
79 | 24 | 32.9573669394757 | -8.95736693947566 |
80 | 30 | 31.8869658832415 | -1.88696588324148 |
81 | 45 | 32.7467308035986 | 12.2532691964014 |
82 | 32 | 32.8873579277057 | -0.887357927705722 |
83 | 46 | 33.0246444922439 | 12.9753555077561 |
84 | 9 | 31.9460076592022 | -22.9460076592022 |
85 | 44 | 31.3487361471399 | 12.6512638528601 |
86 | 32 | 31.5192242683414 | 0.480775731658563 |
87 | 37 | 33.2877569070587 | 3.71224309294126 |
88 | 64 | 32.3479817001274 | 31.6520182998726 |
89 | 21 | 29.7964119751143 | -8.79641197511427 |
90 | 20 | 30.5971555234133 | -10.5971555234133 |
91 | 33 | 30.1885411711554 | 2.81145882884459 |
92 | 26 | 29.3513915326417 | -3.35139153264171 |
93 | 36 | 27.8254857786282 | 8.17451422137176 |
94 | 33 | 27.827142455811 | 5.17285754418903 |
95 | 20 | 29.3789768460333 | -9.3789768460333 |
96 | 31 | 29.7826483719465 | 1.21735162805352 |
97 | 13 | 29.5014281302366 | -16.5014281302366 |
98 | 35 | 29.3855967534633 | 5.61440324653668 |
99 | 24 | 28.9334190126512 | -4.93341901265125 |
100 | 40 | 26.9382004532364 | 13.0617995467636 |
101 | 19 | 28.7348762001575 | -9.73487620015747 |
102 | 15 | 27.1813987353542 | -12.1813987353542 |
103 | 34 | 28.1905707488363 | 5.80942925116374 |
104 | 32 | 27.7124983783197 | 4.28750162168027 |
105 | 58 | 28.7398666356083 | 29.2601333643917 |
106 | 21 | 28.7696732222956 | -7.76967322229562 |
107 | 31 | 26.6333173530677 | 4.36668264693229 |
108 | 21 | 27.1742686422182 | -6.17426864221818 |
109 | 26 | 26.8004173055941 | -0.800417305594078 |
110 | 47 | 26.7921203170787 | 20.2078796829213 |
111 | 37 | 26.7821734526814 | 10.2178265473186 |
112 | 28 | 25.6136746868806 | 2.38632531311935 |
113 | 9 | 25.6070207729462 | -16.6070207729462 |
114 | 45 | 24.4286567583588 | 20.5713432416412 |
115 | 32 | 23.5203380139966 | 8.47966198600341 |
116 | 35 | 24.6651671200376 | 10.3348328799624 |
117 | 29 | 24.1043425059953 | 4.89565749400467 |
118 | 1 | 23.9290407831659 | -22.9290407831659 |
119 | 20 | 23.7353999892115 | -3.73539998921148 |
120 | 15 | 23.9868476507384 | -8.98684765073844 |
121 | 11 | 23.0698169503672 | -12.0698169503672 |
122 | 33 | 22.6893116998087 | 10.3106883001913 |
123 | 18 | 22.7604467991528 | -4.76044679915277 |
124 | 10 | 22.1065149109947 | -12.1065149109947 |
125 | 41 | 21.4661697921815 | 19.5338302078185 |
126 | 10 | 20.4382981504878 | -10.4382981504878 |
127 | 0 | 20.4879236516599 | -20.4879236516599 |
128 | 28 | 18.343304800421 | 9.65669519957897 |
129 | 31 | 19.3822561953869 | 11.6177438046131 |
130 | 24 | 19.1142485633336 | 4.88575143666643 |
131 | 38 | 19.4864840305802 | 18.5135159694198 |
132 | 0 | 19.4649948363109 | -19.4649948363109 |
133 | 25 | 19.4285819447954 | 5.57141805520465 |
134 | 40 | 18.8760067101623 | 21.1239932898377 |
135 | 4 | 18.5517604708077 | -14.5517604708077 |
136 | 23 | 19.302851312731 | 3.69714868726901 |
137 | 13 | 17.940759362082 | -4.94075936208196 |
138 | 6 | 17.6975610799642 | -11.6975610799642 |
139 | 0 | 16.9906223232598 | -16.9906223232598 |
140 | 3 | 16.6382397770023 | -13.6382397770023 |
141 | 0 | 15.0329495442355 | -15.0329495442355 |
142 | 7 | 14.8493100250854 | -7.84931002508542 |
143 | 2 | 15.5540887202021 | -13.5540887202021 |
144 | 0 | 14.4919574472798 | -14.4919574472798 |
145 | 0 | 15.9610736004807 | -15.9610736004807 |
146 | 0 | 14.5741722998961 | -14.5741722998961 |
147 | 0 | 14.1820771103593 | -14.1820771103593 |
148 | 5 | 14.006714175822 | -9.00671417582198 |
149 | 0 | 13.1624548480749 | -13.1624548480749 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.325074635781799 | 0.650149271563597 | 0.674925364218201 |
8 | 0.371607782438907 | 0.743215564877814 | 0.628392217561093 |
9 | 0.800176432136307 | 0.399647135727386 | 0.199823567863693 |
10 | 0.725402437146915 | 0.549195125706171 | 0.274597562853086 |
11 | 0.652143204112455 | 0.695713591775089 | 0.347856795887545 |
12 | 0.598803303294897 | 0.802393393410206 | 0.401196696705103 |
13 | 0.508737037975466 | 0.982525924049069 | 0.491262962024534 |
14 | 0.694078793449163 | 0.611842413101675 | 0.305921206550837 |
15 | 0.61651975953746 | 0.766960480925081 | 0.38348024046254 |
16 | 0.540732068720033 | 0.918535862559934 | 0.459267931279967 |
17 | 0.464314229286968 | 0.928628458573937 | 0.535685770713032 |
18 | 0.389628387233074 | 0.779256774466148 | 0.610371612766926 |
19 | 0.338410504449102 | 0.676821008898204 | 0.661589495550898 |
20 | 0.280682943194649 | 0.561365886389298 | 0.719317056805351 |
21 | 0.252516004924874 | 0.505032009849748 | 0.747483995075126 |
22 | 0.202569006473999 | 0.405138012947999 | 0.797430993526001 |
23 | 0.15548532762361 | 0.310970655247221 | 0.84451467237639 |
24 | 0.11755422530736 | 0.235108450614719 | 0.88244577469264 |
25 | 0.107044529356052 | 0.214089058712104 | 0.892955470643948 |
26 | 0.0841937336186085 | 0.168387467237217 | 0.915806266381392 |
27 | 0.571059803143081 | 0.857880393713838 | 0.428940196856919 |
28 | 0.524273194643753 | 0.951453610712495 | 0.475726805356247 |
29 | 0.473228673783396 | 0.946457347566791 | 0.526771326216604 |
30 | 0.50060431403813 | 0.99879137192374 | 0.49939568596187 |
31 | 0.628364232098117 | 0.743271535803766 | 0.371635767901883 |
32 | 0.675395745683016 | 0.649208508633968 | 0.324604254316984 |
33 | 0.629648517996605 | 0.740702964006789 | 0.370351482003395 |
34 | 0.583998544355802 | 0.832002911288397 | 0.416001455644198 |
35 | 0.591549766496428 | 0.816900467007144 | 0.408450233503572 |
36 | 0.542548374515557 | 0.914903250968886 | 0.457451625484443 |
37 | 0.491809020290902 | 0.983618040581804 | 0.508190979709098 |
38 | 0.448020031090493 | 0.896040062180985 | 0.551979968909507 |
39 | 0.400768071704559 | 0.801536143409118 | 0.599231928295441 |
40 | 0.374643395202959 | 0.749286790405918 | 0.625356604797041 |
41 | 0.33182575579713 | 0.663651511594261 | 0.66817424420287 |
42 | 0.36195184529077 | 0.723903690581541 | 0.63804815470923 |
43 | 0.34348078455538 | 0.686961569110759 | 0.656519215444621 |
44 | 0.303291134127653 | 0.606582268255307 | 0.696708865872346 |
45 | 0.269023446109985 | 0.53804689221997 | 0.730976553890015 |
46 | 0.234252427820648 | 0.468504855641296 | 0.765747572179352 |
47 | 0.198813903356432 | 0.397627806712865 | 0.801186096643568 |
48 | 0.170648518998045 | 0.34129703799609 | 0.829351481001955 |
49 | 0.155709819657838 | 0.311419639315676 | 0.844290180342162 |
50 | 0.144812310106824 | 0.289624620213647 | 0.855187689893176 |
51 | 0.123598614879691 | 0.247197229759382 | 0.876401385120309 |
52 | 0.101227537435849 | 0.202455074871699 | 0.898772462564151 |
53 | 0.102479833206098 | 0.204959666412196 | 0.897520166793902 |
54 | 0.0861469968215327 | 0.172293993643065 | 0.913853003178467 |
55 | 0.0729196400962914 | 0.145839280192583 | 0.927080359903709 |
56 | 0.0714715248335709 | 0.142943049667142 | 0.928528475166429 |
57 | 0.0582703307783965 | 0.116540661556793 | 0.941729669221604 |
58 | 0.0464018723139836 | 0.0928037446279672 | 0.953598127686016 |
59 | 0.041287319156369 | 0.082574638312738 | 0.958712680843631 |
60 | 0.0337444964169957 | 0.0674889928339914 | 0.966255503583004 |
61 | 0.0257034068843465 | 0.051406813768693 | 0.974296593115654 |
62 | 0.0305692222458492 | 0.0611384444916984 | 0.969430777754151 |
63 | 0.0273926656742685 | 0.054785331348537 | 0.972607334325732 |
64 | 0.020888399030886 | 0.041776798061772 | 0.979111600969114 |
65 | 0.0170636915658439 | 0.0341273831316878 | 0.982936308434156 |
66 | 0.0515291045885316 | 0.103058209177063 | 0.948470895411468 |
67 | 0.0547302302500733 | 0.109460460500147 | 0.945269769749927 |
68 | 0.0823046266407341 | 0.164609253281468 | 0.917695373359266 |
69 | 0.0669507033977612 | 0.133901406795522 | 0.933049296602239 |
70 | 0.0540163438899127 | 0.108032687779825 | 0.945983656110087 |
71 | 0.0489395119730469 | 0.0978790239460939 | 0.951060488026953 |
72 | 0.060917937243145 | 0.12183587448629 | 0.939082062756855 |
73 | 0.0556408922501358 | 0.111281784500272 | 0.944359107749864 |
74 | 0.0443046390028651 | 0.0886092780057303 | 0.955695360997135 |
75 | 0.0355065718704107 | 0.0710131437408213 | 0.964493428129589 |
76 | 0.0281694022493522 | 0.0563388044987045 | 0.971830597750648 |
77 | 0.0253002106816925 | 0.050600421363385 | 0.974699789318307 |
78 | 0.0191839763307441 | 0.0383679526614881 | 0.980816023669256 |
79 | 0.0256225546440932 | 0.0512451092881863 | 0.974377445355907 |
80 | 0.0225647198562596 | 0.0451294397125193 | 0.97743528014374 |
81 | 0.0186109877985659 | 0.0372219755971319 | 0.981389012201434 |
82 | 0.0158524892293885 | 0.031704978458777 | 0.984147510770611 |
83 | 0.0125858992856307 | 0.0251717985712615 | 0.987414100714369 |
84 | 0.0643083862391634 | 0.128616772478327 | 0.935691613760837 |
85 | 0.0534339806259323 | 0.106867961251865 | 0.946566019374068 |
86 | 0.0437533135060015 | 0.087506627012003 | 0.956246686493998 |
87 | 0.0344280421130555 | 0.068856084226111 | 0.965571957886944 |
88 | 0.0850148912028985 | 0.170029782405797 | 0.914985108797101 |
89 | 0.100288595261804 | 0.200577190523608 | 0.899711404738196 |
90 | 0.120596647607842 | 0.241193295215685 | 0.879403352392158 |
91 | 0.0991034473324646 | 0.198206894664929 | 0.900896552667535 |
92 | 0.0909448692218073 | 0.181889738443615 | 0.909055130778193 |
93 | 0.0726022684357553 | 0.145204536871511 | 0.927397731564245 |
94 | 0.0576134326810374 | 0.115226865362075 | 0.942386567318963 |
95 | 0.0699958779778416 | 0.139991755955683 | 0.930004122022158 |
96 | 0.0570638517490335 | 0.114127703498067 | 0.942936148250966 |
97 | 0.10024031452487 | 0.20048062904974 | 0.89975968547513 |
98 | 0.0800275410917499 | 0.1600550821835 | 0.91997245890825 |
99 | 0.0776106753673609 | 0.155221350734722 | 0.922389324632639 |
100 | 0.0658729966035025 | 0.131745993207005 | 0.934127003396497 |
101 | 0.0910600690446131 | 0.182120138089226 | 0.908939930955387 |
102 | 0.138360285242572 | 0.276720570485143 | 0.861639714757428 |
103 | 0.116316807949844 | 0.232633615899687 | 0.883683192050156 |
104 | 0.0932599542495968 | 0.186519908499194 | 0.906740045750403 |
105 | 0.18738570407937 | 0.374771408158741 | 0.81261429592063 |
106 | 0.183039887648488 | 0.366079775296975 | 0.816960112351512 |
107 | 0.150482881639399 | 0.300965763278797 | 0.849517118360601 |
108 | 0.161034394599773 | 0.322068789199546 | 0.838965605400227 |
109 | 0.135331600331406 | 0.270663200662811 | 0.864668399668594 |
110 | 0.153950984027465 | 0.307901968054931 | 0.846049015972535 |
111 | 0.126107544375487 | 0.252215088750974 | 0.873892455624513 |
112 | 0.100678231696934 | 0.201356463393868 | 0.899321768303066 |
113 | 0.23203318335078 | 0.464066366701559 | 0.767966816649221 |
114 | 0.491334488849474 | 0.982668977698949 | 0.508665511150526 |
115 | 0.45495644110687 | 0.909912882213741 | 0.545043558893129 |
116 | 0.40634791066555 | 0.812695821331099 | 0.59365208933445 |
117 | 0.359062458128659 | 0.718124916257318 | 0.640937541871341 |
118 | 0.391079513030983 | 0.782159026061965 | 0.608920486969017 |
119 | 0.364133006442691 | 0.728266012885381 | 0.635866993557309 |
120 | 0.511038866711548 | 0.977922266576904 | 0.488961133288452 |
121 | 0.632847745141944 | 0.734304509716111 | 0.367152254858056 |
122 | 0.583761107703172 | 0.832477784593656 | 0.416238892296828 |
123 | 0.599235312195102 | 0.801529375609796 | 0.400764687804898 |
124 | 0.829334095263895 | 0.341331809472209 | 0.170665904736105 |
125 | 0.790886909607451 | 0.418226180785098 | 0.209113090392549 |
126 | 0.750542689536607 | 0.498914620926787 | 0.249457310463394 |
127 | 0.861671369584462 | 0.276657260831076 | 0.138328630415538 |
128 | 0.940363150944044 | 0.119273698111912 | 0.0596368490559562 |
129 | 0.917523418555169 | 0.164953162889661 | 0.0824765814448306 |
130 | 0.893904345726043 | 0.212191308547915 | 0.106095654273957 |
131 | 0.926642504234884 | 0.146714991530232 | 0.0733574957651158 |
132 | 0.917391300441879 | 0.165217399116242 | 0.0826086995581209 |
133 | 0.885641404980556 | 0.228717190038888 | 0.114358595019444 |
134 | 0.995721531353987 | 0.00855693729202605 | 0.00427846864601303 |
135 | 0.998354979920865 | 0.00329004015827001 | 0.001645020079135 |
136 | 0.999505767531126 | 0.000988464937748062 | 0.000494232468874031 |
137 | 0.999926200487072 | 0.000147599025855331 | 7.37995129276657e-05 |
138 | 0.999868545866004 | 0.000262908267992865 | 0.000131454133996432 |
139 | 0.999408328900793 | 0.00118334219841413 | 0.000591671099207067 |
140 | 0.998190374311402 | 0.0036192513771951 | 0.00180962568859755 |
141 | 0.993805423316235 | 0.0123891533675308 | 0.00619457668376541 |
142 | 0.999259532868185 | 0.00148093426362937 | 0.000740467131814686 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 8 | 0.0588235294117647 | NOK |
5% type I error level | 16 | 0.117647058823529 | NOK |
10% type I error level | 30 | 0.220588235294118 | NOK |