Multiple Linear Regression - Estimated Regression Equation |
Ranking[t] = + 96.4872254866104 -0.000114095407653338Characters[t] -0.000387566505631692Revisions[t] -15.9835092599923`Hours\r`[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) | 96.4872254866104 | 2.920588 | 33.0369 | 0 | 0 |
Characters | -0.000114095407653338 | 0.000224 | -0.5088 | 0.61258 | 0.30629 |
Revisions | -0.000387566505631692 | 0.000823 | -0.4709 | 0.639259 | 0.319629 |
`Hours\r` | -15.9835092599923 | 0.814517 | -19.6233 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.940386567189182 |
R-squared | 0.884326895749854 |
Adjusted R-squared | 0.879069027374847 |
F-TEST (value) | 168.191143763414 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 66 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 7.07711649112247 |
Sum Squared Residuals | 3305.64813670856 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | -20.1772877324217 | 21.1772877324217 |
2 | 2 | -1.10553070742888 | 3.10553070742888 |
3 | 3 | -0.968863938781559 | 3.96886393878156 |
4 | 4 | -1.23647065285306 | 5.23647065285306 |
5 | 5 | -1.51352593185335 | 6.51352593185335 |
6 | 6 | -1.60204241123515 | 7.60204241123515 |
7 | 7 | 11.9459316783783 | -4.94593167837826 |
8 | 8 | 10.7216069555026 | -2.72160695550257 |
9 | 9 | 15.039314673491 | -6.03931467349104 |
10 | 10 | 14.2401530841125 | -4.24015308411245 |
11 | 11 | 14.0093537179471 | -3.00935371794713 |
12 | 12 | 13.4955330351468 | -1.49553303514685 |
13 | 13 | 15.7301344005517 | -2.73013440055172 |
14 | 14 | 14.8111997120002 | -0.811199712000209 |
15 | 15 | 14.4054217046417 | 0.59457829535831 |
16 | 16 | 14.2791706451768 | 1.72082935482316 |
17 | 17 | 30.5173405824344 | -13.5173405824344 |
18 | 18 | 30.6777041909025 | -12.6777041909025 |
19 | 19 | 30.8200772467174 | -11.8200772467174 |
20 | 20 | 29.9845713527878 | -9.98457135278779 |
21 | 21 | 30.7332062979784 | -9.73320629797845 |
22 | 22 | 28.7192113223841 | -6.71921132238407 |
23 | 23 | 31.4365593247955 | -8.43655932479553 |
24 | 24 | 31.4209169723014 | -7.42091697230137 |
25 | 25 | 31.2535930828663 | -6.25359308286628 |
26 | 26 | 30.0047501005418 | -4.00475010054177 |
27 | 27 | 30.2321659365372 | -3.23216593653724 |
28 | 28 | 30.427382053781 | -2.42738205378104 |
29 | 29 | 30.7675064963524 | -1.76750649635238 |
30 | 30 | 31.6497986650277 | -1.64979866502768 |
31 | 31 | 30.6729460635011 | 0.327053936498871 |
32 | 32 | 30.1898763334578 | 1.81012366654225 |
33 | 33 | 29.9394581138651 | 3.06054188613493 |
34 | 34 | 31.2458042942297 | 2.75419570577034 |
35 | 35 | 32.0841924827329 | 2.91580751726708 |
36 | 36 | 47.0022944550082 | -11.0022944550082 |
37 | 37 | 47.343970526687 | -10.343970526687 |
38 | 38 | 46.4812574878454 | -8.48125748784536 |
39 | 39 | 46.4437134863536 | -7.44371348635358 |
40 | 40 | 47.901443959885 | -7.90144395988495 |
41 | 41 | 46.5631424751185 | -5.56314247511847 |
42 | 42 | 47.4469567057022 | -5.44695670570216 |
43 | 43 | 46.5075795283763 | -3.50757952837626 |
44 | 44 | 46.7181743266601 | -2.71817432666006 |
45 | 45 | 46.510591715575 | -1.51059171557496 |
46 | 46 | 47.4614443341382 | -1.46144433413817 |
47 | 47 | 47.3884442008294 | -0.388444200829446 |
48 | 48 | 47.4483839293073 | 0.551616070692703 |
49 | 49 | 47.6337209694699 | 1.36627903053007 |
50 | 50 | 47.0181203821859 | 2.98187961781413 |
51 | 51 | 46.6200821506773 | 4.37991784932265 |
52 | 52 | 47.0599354369983 | 4.94006456300172 |
53 | 53 | 46.8085597190957 | 6.19144028090433 |
54 | 54 | 47.1497888172537 | 6.85021118274627 |
55 | 55 | 47.5429873078053 | 7.4570126921947 |
56 | 56 | 47.5532747600646 | 8.44672523993541 |
57 | 57 | 45.6166450465506 | 11.3833549534494 |
58 | 58 | 47.293650055257 | 10.706349944743 |
59 | 59 | 47.2512148116857 | 11.7487851883143 |
60 | 60 | 47.6551836697563 | 12.3448163302437 |
61 | 61 | 47.5840323251953 | 13.4159676748047 |
62 | 62 | 63.2629814564011 | -1.26298145640107 |
63 | 63 | 63.3465480001898 | -0.346548000189826 |
64 | 64 | 62.6220202131 | 1.37797978689996 |
65 | 65 | 63.3193925101005 | 1.68060748989949 |
66 | 66 | 62.2719338009408 | 3.72806619905917 |
67 | 67 | 63.3007506499213 | 3.69924935007865 |
68 | 68 | 62.1512135831189 | 5.84878641688112 |
69 | 69 | 63.2493193368479 | 5.75068066315213 |
70 | 70 | 62.6200887203287 | 7.37991127967128 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.0227557691760301 | 0.0455115383520603 | 0.97724423082397 |
8 | 0.00497090701765719 | 0.00994181403531438 | 0.995029092982343 |
9 | 0.00124450824152832 | 0.00248901648305663 | 0.998755491758472 |
10 | 0.00103434383467602 | 0.00206868766935205 | 0.998965656165324 |
11 | 0.000352793891676781 | 0.000705587783353561 | 0.999647206108323 |
12 | 0.000480041778774312 | 0.000960083557548623 | 0.999519958221226 |
13 | 0.0004074384046062 | 0.0008148768092124 | 0.999592561595394 |
14 | 0.000440018730108953 | 0.000880037460217907 | 0.999559981269891 |
15 | 0.000851815346685994 | 0.00170363069337199 | 0.999148184653314 |
16 | 0.00137030665162624 | 0.00274061330325249 | 0.998629693348374 |
17 | 0.000689875509416144 | 0.00137975101883229 | 0.999310124490584 |
18 | 0.000344619314708221 | 0.000689238629416442 | 0.999655380685292 |
19 | 0.000188377260160774 | 0.000376754520321548 | 0.999811622739839 |
20 | 0.000126598403300526 | 0.000253196806601053 | 0.999873401596699 |
21 | 7.30015312906287e-05 | 0.000146003062581257 | 0.999926998468709 |
22 | 3.28405956059066e-05 | 6.56811912118132e-05 | 0.999967159404394 |
23 | 3.73035889236213e-05 | 7.46071778472426e-05 | 0.999962696411076 |
24 | 5.15446557484041e-05 | 0.000103089311496808 | 0.999948455344252 |
25 | 6.93366079667634e-05 | 0.000138673215933527 | 0.999930663392033 |
26 | 0.000166533335782325 | 0.000333066671564651 | 0.999833466664218 |
27 | 0.000469776990105116 | 0.000939553980210231 | 0.999530223009895 |
28 | 0.00100625818679504 | 0.00201251637359009 | 0.998993741813205 |
29 | 0.00188905283886177 | 0.00377810567772354 | 0.998110947161138 |
30 | 0.00285013080705653 | 0.00570026161411306 | 0.997149869192943 |
31 | 0.00585667991516489 | 0.0117133598303298 | 0.994143320084835 |
32 | 0.0125765823781836 | 0.0251531647563672 | 0.987423417621816 |
33 | 0.0239482054370145 | 0.047896410874029 | 0.976051794562986 |
34 | 0.0335512121214381 | 0.0671024242428761 | 0.966448787878562 |
35 | 0.0421879883008169 | 0.0843759766016338 | 0.957812011699183 |
36 | 0.0494109189209974 | 0.0988218378419948 | 0.950589081079003 |
37 | 0.0690451036242585 | 0.138090207248517 | 0.930954896375742 |
38 | 0.0886865615297971 | 0.177373123059594 | 0.911313438470203 |
39 | 0.127351660163957 | 0.254703320327915 | 0.872648339836043 |
40 | 0.182894322857616 | 0.365788645715231 | 0.817105677142384 |
41 | 0.254404798345513 | 0.508809596691027 | 0.745595201654487 |
42 | 0.342653572011384 | 0.685307144022768 | 0.657346427988616 |
43 | 0.456409807078598 | 0.912819614157196 | 0.543590192921402 |
44 | 0.575394495838006 | 0.849211008323988 | 0.424605504161994 |
45 | 0.709918239295478 | 0.580163521409043 | 0.290081760704522 |
46 | 0.803436953890993 | 0.393126092218015 | 0.196563046109007 |
47 | 0.878751033118807 | 0.242497933762387 | 0.121248966881193 |
48 | 0.933318873732127 | 0.133362252535747 | 0.0666811262678735 |
49 | 0.972830003917249 | 0.0543399921655018 | 0.0271699960827509 |
50 | 0.986438592784034 | 0.0271228144319314 | 0.0135614072159657 |
51 | 0.995147977323011 | 0.00970404535397892 | 0.00485202267698946 |
52 | 0.996531360562299 | 0.0069372788754018 | 0.0034686394377009 |
53 | 0.996898557118322 | 0.006202885763357 | 0.0031014428816785 |
54 | 0.997623496316142 | 0.00475300736771596 | 0.00237650368385798 |
55 | 0.997661595519478 | 0.00467680896104329 | 0.00233840448052165 |
56 | 0.997402283308446 | 0.00519543338310842 | 0.00259771669155421 |
57 | 0.998377445958979 | 0.0032451080820425 | 0.00162255404102125 |
58 | 0.998344465915016 | 0.0033110681699674 | 0.0016555340849837 |
59 | 0.997844571092142 | 0.00431085781571603 | 0.00215542890785801 |
60 | 0.994254234463136 | 0.0114915310737288 | 0.00574576553686438 |
61 | 0.984702190164663 | 0.0305956196706741 | 0.0152978098353371 |
62 | 0.965508278271599 | 0.0689834434568012 | 0.0344917217284006 |
63 | 0.911208940478099 | 0.177582119043802 | 0.0887910595219009 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 32 | 0.56140350877193 | NOK |
5% type I error level | 39 | 0.684210526315789 | NOK |
10% type I error level | 44 | 0.771929824561403 | NOK |