Multiple Linear Regression - Estimated Regression Equation |
Postition[t] = -0.603703743713651 + 0.162678684314451starters[t] + 0.310458030411594last[t] + 0.0103730047865599since[t] + 0.352921408894487number[t] + 0.0209951325099079t + 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) | -0.603703743713651 | 1.61545 | -0.3737 | 0.709447 | 0.354723 |
starters | 0.162678684314451 | 0.14057 | 1.1573 | 0.25003 | 0.125015 |
last | 0.310458030411594 | 0.091308 | 3.4001 | 0.000983 | 0.000491 |
since | 0.0103730047865599 | 0.006851 | 1.5141 | 0.133291 | 0.066646 |
number | 0.352921408894487 | 0.083241 | 4.2398 | 5.1e-05 | 2.6e-05 |
t | 0.0209951325099079 | 0.014521 | 1.4459 | 0.151469 | 0.075735 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.596037812000243 |
R-squared | 0.355261073334037 |
Adjusted R-squared | 0.321680920903518 |
F-TEST (value) | 10.5794955537832 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 96 |
p-value | 4.12188936316227e-08 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.5663951111926 |
Sum Squared Residuals | 1221.04071255729 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | 2.58608659631325 | -1.58608659631325 |
2 | 2 | 2.87459788844895 | -0.874597888448954 |
3 | 3 | 2.58561348285017 | 0.414386517149833 |
4 | 4 | 3.02273941231058 | 0.977260587689424 |
5 | 5 | 6.27766207778926 | -1.27766207778926 |
6 | 6 | 5.80773341501799 | 0.19226658498201 |
7 | 7 | 4.69279406384103 | 2.30720593615897 |
8 | 8 | 5.60172854976617 | 2.39827145023383 |
9 | 1 | 6.85091974253752 | -5.85091974253752 |
10 | 2 | 5.83202664102896 | -3.83202664102896 |
11 | 3 | 6.75133413174066 | -3.75133413174066 |
12 | 4 | 3.38282103421425 | 0.617178965785751 |
13 | 5 | 6.94340326045559 | -1.94340326045559 |
14 | 6 | 5.50084773345475 | 0.499152266545252 |
15 | 7 | 3.09288502284948 | 3.90711497715052 |
16 | 8 | 4.27831714858176 | 3.72168285141824 |
17 | 9 | 6.00070993750809 | 2.99929006249191 |
18 | 10 | 9.17061876952496 | 0.829381230475045 |
19 | 11 | 4.23660113890923 | 6.76339886109077 |
20 | 12 | 6.19951575659975 | 5.80048424340025 |
21 | 1 | 2.5354361465428 | -1.5354361465428 |
22 | 2 | 4.74195321539373 | -2.74195321539373 |
23 | 3 | 6.44262863541029 | -3.44262863541029 |
24 | 4 | 6.94393531226336 | -2.94393531226336 |
25 | 5 | 3.62631587933309 | 1.37368412066691 |
26 | 6 | 4.07762754916149 | 1.92237245083851 |
27 | 7 | 6.9219939528273 | 0.0780060471727008 |
28 | 8 | 4.13193353764118 | 3.86806646235882 |
29 | 9 | 7.65848267151288 | 1.34151732848712 |
30 | 1 | 4.12855416650439 | -3.12855416650439 |
31 | 2 | 5.50645583264948 | -3.50645583264948 |
32 | 3 | 5.68596011496775 | -2.68596011496775 |
33 | 4 | 6.10906684844643 | -2.10906684844643 |
34 | 5 | 7.59725883166225 | -2.59725883166225 |
35 | 6 | 9.6409755228205 | -3.64097552282049 |
36 | 7 | 7.61388553657713 | -0.613885536577132 |
37 | 8 | 3.88013530669636 | 4.11986469330364 |
38 | 9 | 8.9734866556415 | 0.0265133443584941 |
39 | 10 | 8.5161273372124 | 1.48387266278759 |
40 | 11 | 7.52351082811111 | 3.47648917188889 |
41 | 12 | 7.18287189526927 | 4.81712810473073 |
42 | 13 | 10.9018905695538 | 2.09810943044621 |
43 | 14 | 8.34683577502856 | 5.65316422497144 |
44 | 1 | 6.65764616608414 | -5.65764616608414 |
45 | 2 | 4.04295547293288 | -2.04295547293288 |
46 | 3 | 3.63841816304238 | -0.638418163042382 |
47 | 4 | 7.57266780775133 | -3.57266780775133 |
48 | 5 | 5.93854139790914 | -0.93854139790914 |
49 | 6 | 4.35246727641832 | 1.64753272358168 |
50 | 7 | 8.68688580342273 | -1.68688580342273 |
51 | 8 | 7.55478830683349 | 0.445211693166514 |
52 | 9 | 7.44458056831328 | 1.55541943168672 |
53 | 10 | 5.47738010157825 | 4.52261989842175 |
54 | 11 | 8.86713745455137 | 2.13286254544864 |
55 | 12 | 11.2429568432658 | 0.757043156734213 |
56 | 13 | 7.67669724337471 | 5.32330275662529 |
57 | 1 | 6.48265363556183 | -5.48265363556183 |
58 | 2 | 7.29538970216315 | -5.29538970216315 |
59 | 3 | 10.1274403823691 | -7.12744038236909 |
60 | 4 | 11.1840325210131 | -7.18403252101313 |
61 | 5 | 11.2272235147357 | -6.22722351473571 |
62 | 6 | 6.3073189227228 | -0.307318922722801 |
63 | 7 | 6.75676057564308 | 0.243239424356923 |
64 | 8 | 9.8246428323162 | -1.8246428323162 |
65 | 9 | 10.2958745559114 | -1.29587455591143 |
66 | 10 | 8.92690142175316 | 1.07309857824684 |
67 | 11 | 7.66644243037858 | 3.33355756962142 |
68 | 12 | 13.662470067175 | -1.66247006717504 |
69 | 13 | 8.99272819552767 | 4.00727180447233 |
70 | 14 | 9.18357684196915 | 4.81642315803085 |
71 | 15 | 8.73082069934102 | 6.26917930065898 |
72 | 16 | 15.4562785397443 | 0.543721460255657 |
73 | 17 | 10.5486896711913 | 6.4513103288087 |
74 | 18 | 10.8934299169093 | 7.10657008309068 |
75 | 19 | 12.1543871541575 | 6.84561284584252 |
76 | 1 | 5.86399702821714 | -4.86399702821714 |
77 | 2 | 5.13668596445518 | -3.13668596445517 |
78 | 3 | 4.97364184266552 | -1.97364184266552 |
79 | 4 | 6.72909636462483 | -2.72909636462483 |
80 | 5 | 7.83900337884123 | -2.83900337884123 |
81 | 6 | 8.83383598106881 | -2.83383598106881 |
82 | 7 | 7.76778924878036 | -0.767789248780358 |
83 | 8 | 10.1743074865859 | -2.17430748658589 |
84 | 9 | 6.23098789791434 | 2.76901210208566 |
85 | 10 | 7.33724872093558 | 2.66275127906442 |
86 | 11 | 7.55824502240008 | 3.44175497759992 |
87 | 12 | 7.35370888146418 | 4.64629111853582 |
88 | 13 | 10.0583694262214 | 2.94163057377856 |
89 | 1 | 5.03509158526759 | -4.03509158526759 |
90 | 2 | 7.70360977459563 | -5.70360977459563 |
91 | 3 | 6.41421373368612 | -3.41421373368612 |
92 | 4 | 6.038852719482 | -2.038852719482 |
93 | 5 | 10.81306213102 | -5.81306213101999 |
94 | 6 | 9.4201896631272 | -3.42018966312719 |
95 | 7 | 7.5806185779923 | -0.580618577992299 |
96 | 8 | 6.88345516925336 | 1.11654483074664 |
97 | 9 | 11.6335403756362 | -2.63354037563623 |
98 | 10 | 8.34264727795442 | 1.65735272204558 |
99 | 11 | 7.4399664921576 | 3.5600335078424 |
100 | 12 | 9.89356565897784 | 2.10643434102216 |
101 | 13 | 11.0939156382633 | 1.90608436173669 |
102 | 14 | 11.6038918473811 | 2.39610815261891 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 1.57180728852578e-47 | 3.14361457705156e-47 | 1 |
10 | 3.93870366397687e-63 | 7.87740732795375e-63 | 1 |
11 | 1.14380453574025e-78 | 2.28760907148051e-78 | 1 |
12 | 3.98484071634166e-95 | 7.96968143268332e-95 | 1 |
13 | 1.8843187198294e-107 | 3.7686374396588e-107 | 1 |
14 | 6.89424775519183e-121 | 1.37884955103837e-120 | 1 |
15 | 1.49761744202907e-138 | 2.99523488405813e-138 | 1 |
16 | 2.43609504946008e-155 | 4.87219009892016e-155 | 1 |
17 | 2.76359697851623e-164 | 5.52719395703245e-164 | 1 |
18 | 6.088111807342e-183 | 1.2176223614684e-182 | 1 |
19 | 4.38423432809635e-201 | 8.7684686561927e-201 | 1 |
20 | 9.87002194058952e-217 | 1.9740043881179e-216 | 1 |
21 | 0.174869082892652 | 0.349738165785305 | 0.825130917107348 |
22 | 0.287995783319953 | 0.575991566639906 | 0.712004216680047 |
23 | 0.306539079743496 | 0.613078159486993 | 0.693460920256504 |
24 | 0.280667716849643 | 0.561335433699286 | 0.719332283150357 |
25 | 0.221728197130022 | 0.443456394260044 | 0.778271802869978 |
26 | 0.177994335680961 | 0.355988671361922 | 0.822005664319039 |
27 | 0.134585097119284 | 0.269170194238567 | 0.865414902880716 |
28 | 0.1227032595994 | 0.245406519198801 | 0.8772967404006 |
29 | 0.0965180457240818 | 0.193036091448164 | 0.903481954275918 |
30 | 0.157261806648217 | 0.314523613296434 | 0.842738193351783 |
31 | 0.168187813599071 | 0.336375627198142 | 0.83181218640093 |
32 | 0.15215845648183 | 0.30431691296366 | 0.84784154351817 |
33 | 0.123247746936477 | 0.246495493872954 | 0.876752253063523 |
34 | 0.101121761879926 | 0.202243523759853 | 0.898878238120074 |
35 | 0.084077694987567 | 0.168155389975134 | 0.915922305012433 |
36 | 0.0629606913343909 | 0.125921382668782 | 0.93703930866561 |
37 | 0.0694982791684538 | 0.138996558336908 | 0.930501720831546 |
38 | 0.0555294566226544 | 0.111058913245309 | 0.944470543377346 |
39 | 0.0457017638231732 | 0.0914035276463463 | 0.954298236176827 |
40 | 0.04935932830757 | 0.09871865661514 | 0.95064067169243 |
41 | 0.0691793725837296 | 0.138358745167459 | 0.93082062741627 |
42 | 0.0647012006154345 | 0.129402401230869 | 0.935298799384566 |
43 | 0.098956864387295 | 0.19791372877459 | 0.901043135612705 |
44 | 0.177330161510336 | 0.354660323020671 | 0.822669838489664 |
45 | 0.163829837987142 | 0.327659675974284 | 0.836170162012858 |
46 | 0.134510844219937 | 0.269021688439874 | 0.865489155780063 |
47 | 0.133269396413441 | 0.266538792826881 | 0.86673060358656 |
48 | 0.104368819367202 | 0.208737638734405 | 0.895631180632798 |
49 | 0.0876209380622089 | 0.175241876124418 | 0.912379061937791 |
50 | 0.0687367323983312 | 0.137473464796662 | 0.931263267601669 |
51 | 0.0517346996575493 | 0.103469399315099 | 0.94826530034245 |
52 | 0.0409652907306016 | 0.0819305814612032 | 0.959034709269398 |
53 | 0.0554724952938851 | 0.11094499058777 | 0.944527504706115 |
54 | 0.0507458504585762 | 0.101491700917152 | 0.949254149541424 |
55 | 0.0473095941703488 | 0.0946191883406975 | 0.95269040582965 |
56 | 0.191461968015855 | 0.38292393603171 | 0.808538031984145 |
57 | 0.229052036578788 | 0.458104073157575 | 0.770947963421212 |
58 | 0.2575641756602 | 0.515128351320399 | 0.7424358243398 |
59 | 0.363945352378296 | 0.727890704756592 | 0.636054647621704 |
60 | 0.421059068662965 | 0.84211813732593 | 0.578940931337035 |
61 | 0.550599445503528 | 0.898801108992944 | 0.449400554496472 |
62 | 0.506410894048308 | 0.987178211903385 | 0.493589105951692 |
63 | 0.466710901680713 | 0.933421803361427 | 0.533289098319287 |
64 | 0.451102420148215 | 0.90220484029643 | 0.548897579851785 |
65 | 0.455568005432382 | 0.911136010864763 | 0.544431994567618 |
66 | 0.436955124424503 | 0.873910248849007 | 0.563044875575497 |
67 | 0.419635633851368 | 0.839271267702735 | 0.580364366148632 |
68 | 0.482714742396444 | 0.965429484792889 | 0.517285257603556 |
69 | 0.469948525571184 | 0.939897051142368 | 0.530051474428816 |
70 | 0.462443215153112 | 0.924886430306224 | 0.537556784846888 |
71 | 0.480854474260006 | 0.961708948520012 | 0.519145525739994 |
72 | 0.537501847349335 | 0.92499630530133 | 0.462498152650665 |
73 | 0.541775510286285 | 0.916448979427431 | 0.458224489713715 |
74 | 0.570888163148955 | 0.85822367370209 | 0.429111836851045 |
75 | 1 | 1.22027020086253e-301 | 6.10135100431266e-302 |
76 | 1 | 3.21008248997008e-280 | 1.60504124498504e-280 |
77 | 1 | 8.01781461923734e-268 | 4.00890730961867e-268 |
78 | 1 | 5.71301031733854e-273 | 2.85650515866927e-273 |
79 | 1 | 2.83413109987659e-259 | 1.41706554993829e-259 |
80 | 1 | 2.98652411702093e-232 | 1.49326205851047e-232 |
81 | 1 | 3.22908405731299e-217 | 1.6145420286565e-217 |
82 | 1 | 8.06074562615027e-207 | 4.03037281307513e-207 |
83 | 1 | 4.40941413512038e-186 | 2.20470706756019e-186 |
84 | 1 | 1.87549703198455e-177 | 9.37748515992274e-178 |
85 | 1 | 3.0669965342982e-155 | 1.5334982671491e-155 |
86 | 1 | 1.62951554010327e-145 | 8.14757770051634e-146 |
87 | 1 | 4.4441042194752e-139 | 2.2220521097376e-139 |
88 | 1 | 1.25965073606402e-117 | 6.29825368032009e-118 |
89 | 1 | 3.94837735300578e-105 | 1.97418867650289e-105 |
90 | 1 | 1.29366600790676e-87 | 6.4683300395338e-88 |
91 | 1 | 5.33125328368102e-73 | 2.66562664184051e-73 |
92 | 1 | 3.07142248092887e-61 | 1.53571124046443e-61 |
93 | 1 | 1.79752503440215e-46 | 8.98762517201076e-47 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 31 | 0.364705882352941 | NOK |
5% type I error level | 31 | 0.364705882352941 | NOK |
10% type I error level | 35 | 0.411764705882353 | NOK |