Multiple Linear Regression - Estimated Regression Equation |
position[t] = + 0.0694650219173059 + 0.219354580603808starters[t] + 0.18457144728292last[t] + 0.0146116079963446since[t] + 0.293778937426623number[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) | 0.0694650219173059 | 2.443209 | 0.0284 | 0.977446 | 0.488723 |
starters | 0.219354580603808 | 0.207818 | 1.0555 | 0.296953 | 0.148476 |
last | 0.18457144728292 | 0.127766 | 1.4446 | 0.155653 | 0.077826 |
since | 0.0146116079963446 | 0.006915 | 2.1129 | 0.040318 | 0.020159 |
number | 0.293778937426623 | 0.11662 | 2.5191 | 0.015473 | 0.007737 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.498984694297235 |
R-squared | 0.248985725142906 |
Adjusted R-squared | 0.180711700155897 |
F-TEST (value) | 3.64685874591813 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 44 |
p-value | 0.011903648959678 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.16624934165024 |
Sum Squared Residuals | 441.105935314024 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | 3.38855137568601 | -2.38855137568601 |
2 | 2 | 3.86994680172341 | -1.86994680172341 |
3 | 3 | 3.27934388554231 | -0.279343885542308 |
4 | 4 | 3.71155352910532 | 0.288446470894678 |
5 | 5 | 6.84923658463698 | -1.84923658463698 |
6 | 6 | 6.416239303232 | -0.416239303231995 |
7 | 7 | 4.85975197997662 | 2.14024802002338 |
8 | 8 | 5.25349777352336 | 2.74650222647664 |
9 | 1 | 6.3400904422024 | -5.3400904422024 |
10 | 2 | 6.13323049579289 | -4.13323049579289 |
11 | 3 | 6.54158789733597 | -3.54158789733597 |
12 | 4 | 4.04755471781384 | -0.0475547178138388 |
13 | 5 | 6.99995570007641 | -1.99995570007641 |
14 | 6 | 5.7517819103882 | 0.248218089611801 |
15 | 7 | 3.75377578038722 | 3.24622421961278 |
16 | 8 | 4.88275078894718 | 3.11724921105282 |
17 | 9 | 6.2132147699439 | 2.7867852300561 |
18 | 10 | 7.52288308303914 | 2.47711691696086 |
19 | 11 | 4.68587365082541 | 6.31412634917459 |
20 | 12 | 6.45392673205471 | 5.54607326794529 |
21 | 1 | 3.12262933741099 | -2.12262933741099 |
22 | 2 | 4.53076319270442 | -2.53076319270442 |
23 | 3 | 5.78124289955013 | -2.78124289955013 |
24 | 4 | 6.40264430740786 | -2.40264430740786 |
25 | 5 | 3.93090810970913 | 1.06909189029087 |
26 | 6 | 3.83399782770747 | 2.16600217229253 |
27 | 7 | 6.18422932712046 | 0.815770672879544 |
28 | 8 | 3.95013155202046 | 4.04986844797954 |
29 | 9 | 6.70641453581903 | 2.29358546418097 |
30 | 1 | 4.59547136916516 | -3.59547136916516 |
31 | 2 | 5.54524590441495 | -3.54524590441495 |
32 | 3 | 5.9167031988351 | -2.9167031988351 |
33 | 4 | 5.92824126731938 | -1.92824126731938 |
34 | 5 | 7.58247502408998 | -2.58247502408998 |
35 | 6 | 9.56891458742248 | -3.56891458742248 |
36 | 7 | 7.09643078285658 | -0.0964307828565785 |
37 | 8 | 4.19248494159483 | 3.80751505840517 |
38 | 9 | 8.74908926394325 | 0.250910736056753 |
39 | 10 | 9.09203396835686 | 0.90796603164314 |
40 | 11 | 9.53802755109945 | 1.46197244890055 |
41 | 12 | 6.94570286857814 | 5.05429713142186 |
42 | 13 | 9.52278537906654 | 3.47721462093345 |
43 | 14 | 7.9654703869944 | 6.0345296130056 |
44 | 1 | 6.3302880945733 | -5.3302880945733 |
45 | 2 | 4.29382659725284 | -2.29382659725284 |
46 | 3 | 3.89776640385181 | -0.897766403851807 |
47 | 4 | 7.17316953953369 | -3.17316953953369 |
48 | 5 | 5.40818151511965 | -0.408181515119654 |
49 | 6 | 4.25998306424836 | 1.74001693575164 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.0865052419754733 | 0.173010483950947 | 0.913494758024527 |
9 | 0.0324419414050733 | 0.0648838828101466 | 0.967558058594927 |
10 | 0.0386690991505578 | 0.0773381983011157 | 0.961330900849442 |
11 | 0.0186462256656915 | 0.037292451331383 | 0.981353774334308 |
12 | 0.148194221570768 | 0.296388443141537 | 0.851805778429232 |
13 | 0.093919625913807 | 0.187839251827614 | 0.906080374086193 |
14 | 0.0899311341178041 | 0.179862268235608 | 0.910068865882196 |
15 | 0.184436733142783 | 0.368873466285566 | 0.815563266857217 |
16 | 0.20993443760868 | 0.419868875217359 | 0.79006556239132 |
17 | 0.215178198040074 | 0.430356396080147 | 0.784821801959926 |
18 | 0.266603824628354 | 0.533207649256709 | 0.733396175371646 |
19 | 0.489715414424324 | 0.979430828848648 | 0.510284585575676 |
20 | 0.66216392739965 | 0.6756721452007 | 0.33783607260035 |
21 | 0.612126870471503 | 0.775746259056995 | 0.387873129528497 |
22 | 0.578166005002261 | 0.843667989995479 | 0.421833994997739 |
23 | 0.574397316615462 | 0.851205366769076 | 0.425602683384538 |
24 | 0.552614690230154 | 0.894770619539693 | 0.447385309769846 |
25 | 0.466615846179058 | 0.933231692358116 | 0.533384153820942 |
26 | 0.402482789771362 | 0.804965579542723 | 0.597517210228638 |
27 | 0.336804956088885 | 0.673609912177771 | 0.663195043911115 |
28 | 0.344568251603332 | 0.689136503206665 | 0.655431748396668 |
29 | 0.330184221960114 | 0.660368443920228 | 0.669815778039886 |
30 | 0.376163125804109 | 0.752326251608218 | 0.623836874195891 |
31 | 0.455214150028837 | 0.910428300057675 | 0.544785849971163 |
32 | 0.495953889456643 | 0.991907778913285 | 0.504046110543357 |
33 | 0.576892544173442 | 0.846214911653116 | 0.423107455826558 |
34 | 0.619720032546554 | 0.760559934906893 | 0.380279967453446 |
35 | 0.736187859115781 | 0.527624281768439 | 0.263812140884219 |
36 | 0.79910949004454 | 0.40178101991092 | 0.20089050995546 |
37 | 0.841601265132248 | 0.316797469735504 | 0.158398734867752 |
38 | 0.876343035692081 | 0.247313928615839 | 0.123656964307919 |
39 | 0.858254395995178 | 0.283491208009644 | 0.141745604004822 |
40 | 0.769634442219025 | 0.46073111556195 | 0.230365557780975 |
41 | 0.657297091741855 | 0.68540581651629 | 0.342702908258145 |
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 | 1 | 0.0294117647058824 | OK |
10% type I error level | 3 | 0.0882352941176471 | OK |