The coronal heating problem is a long-standing perplexing issue. In this study, 13 solar activity indexes are used to investigate their phase relation with the sunspot number (SSN). Only three of them are found to statistically significantly lag the SSN (large-scale magnetic activity) by about one solar rotation period; the three indexes are total solar irradiance (TSI), the modified coronal index, and the solar wind velocity; the former two indexes may represent the long-term variation of energy quantity of the heated photosphere and corona, respectively. The Mount Wilson Sunspot Index (MWSI) and the Magnetic Plage Strength Index (MPSI), which reflect the large- and small-scale magnetic field activities, respectively, are also utilised to investigate their phase relations with the three indexes. The three indexes are found to be much more intimately related to MPSI than to MWSI, and MWSI statistically significantly leads TSI by about one rotation period. The heated corona is found to pulse perfectly in step with the small-scale magnetic activity rather than the large-scale magnetic activity; furthermore, combined with observations, our statistical evidence should thus attribute coronal heating firmly to small-scale magnetic activity phenomena, such as spicules, micro-flares, nano-flares, and others. The photosphere and the corona are synchronously heated, which should seemingly prefer magnetic reconnection heating to wave heating. In the long term, such a coronal heating way is inferred effective. Statistically, it is also small-scale magnetic activity phenomena that produce TSI enhancement. Coronal heating and solar wind acceleration are found to be synchronous, as standard models require.