Multiple Linear Regression - Estimated Regression Equation |
PTS[t] = -8.25378823736931 -0.138746253359528GP[t] + 0.475565079725881MPG[t] + 13.8023349623116`FG%`[t] + 3.66883800708314`3P%`[t] + 5.21247632827379`FT%`[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) | -8.25378823736931 | 5.655286 | -1.4595 | 0.147802 | 0.073901 |
GP | -0.138746253359528 | 0.097051 | -1.4296 | 0.156176 | 0.078088 |
MPG | 0.475565079725881 | 0.076072 | 6.2515 | 0 | 0 |
`FG%` | 13.8023349623116 | 5.974207 | 2.3103 | 0.023082 | 0.011541 |
`3P%` | 3.66883800708314 | 1.982629 | 1.8505 | 0.067418 | 0.033709 |
`FT%` | 5.21247632827379 | 3.719582 | 1.4014 | 0.164435 | 0.082217 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.570416380404103 |
R-squared | 0.325374847033319 |
Adjusted R-squared | 0.289104677518981 |
F-TEST (value) | 8.97086645555096 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 93 |
p-value | 5.53215960819031e-07 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.90091351430825 |
Sum Squared Residuals | 782.622827227149 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 29.2 | 19.2403761034497 | 9.95962389655033 |
2 | 27.7 | 18.6292703334365 | 9.07072966656351 |
3 | 27 | 20.8332411111316 | 6.16675888886839 |
4 | 25.2 | 19.612546182098 | 5.58745381790197 |
5 | 24.7 | 19.1957953824749 | 5.50420461752513 |
6 | 23.4 | 19.3526158674544 | 4.04738413254562 |
7 | 21.5 | 17.0415529546669 | 4.45844704533305 |
8 | 21.2 | 16.4826607433274 | 4.71733925667264 |
9 | 21 | 17.6050959287077 | 3.39490407129233 |
10 | 20.8 | 18.4796755869919 | 2.32032441300808 |
11 | 20.2 | 17.6849735208327 | 2.51502647916732 |
12 | 20 | 18.7157159948552 | 1.28428400514483 |
13 | 19.2 | 16.3139166625271 | 2.88608333747289 |
14 | 19 | 18.1151967135765 | 0.884803286423483 |
15 | 18.9 | 16.949993782437 | 1.950006217563 |
16 | 18.8 | 17.8257184174647 | 0.974281582535269 |
17 | 18.7 | 16.6231452966131 | 2.0768547033869 |
18 | 18.5 | 14.624053850769 | 3.87594614923097 |
19 | 18.5 | 17.9663049428702 | 0.533695057129789 |
20 | 18.4 | 18.2977148522471 | 0.10228514775288 |
21 | 18.4 | 18.4415308316813 | -0.0415308316812871 |
22 | 18.4 | 17.257733092751 | 1.14226690724899 |
23 | 18.3 | 17.6282904230577 | 0.6717095769423 |
24 | 18.1 | 15.4456473117855 | 2.65435268821448 |
25 | 18 | 18.5628341395396 | -0.56283413953957 |
26 | 17.8 | 20.2580892297438 | -2.45808922974383 |
27 | 17.7 | 16.9742156413203 | 0.72578435867972 |
28 | 17.7 | 16.9458258483621 | 0.754174151637896 |
29 | 17.6 | 17.4432378749093 | 0.156762125090653 |
30 | 17.5 | 15.2868300752434 | 2.21316992475663 |
31 | 17.5 | 16.0246032998691 | 1.47539670013086 |
32 | 17.3 | 16.838719445551 | 0.461280554448968 |
33 | 17.2 | 16.2851093079817 | 0.914890692018314 |
34 | 17.2 | 14.3452562877904 | 2.85474371220963 |
35 | 17.2 | 17.7568322316568 | -0.556832231656815 |
36 | 16.9 | 17.1298799530528 | -0.229879953052842 |
37 | 16.8 | 17.6833251488455 | -0.883325148845489 |
38 | 16.4 | 18.3914089628738 | -1.99140896287381 |
39 | 16.2 | 17.2340799085718 | -1.0340799085718 |
40 | 16.1 | 17.449865004211 | -1.34986500421096 |
41 | 16.1 | 14.4096339851856 | 1.69036601481443 |
42 | 16 | 15.3631375881871 | 0.636862411812851 |
43 | 16 | 18.0355113942722 | -2.03551139427221 |
44 | 16 | 17.8339118084952 | -1.83391180849524 |
45 | 16 | 14.3058547513191 | 1.6941452486809 |
46 | 15.9 | 16.9506398287816 | -1.05063982878156 |
47 | 15.8 | 15.3910854100295 | 0.408914589970543 |
48 | 15.8 | 15.9467365466172 | -0.146736546617204 |
49 | 15.8 | 15.6666527077585 | 0.133347292241487 |
50 | 15.6 | 18.5364506051444 | -2.93645060514441 |
51 | 15.6 | 15.3431069946668 | 0.256893005333171 |
52 | 15.5 | 16.6420491020871 | -1.14204910208705 |
53 | 15.4 | 17.1406591481355 | -1.7406591481355 |
54 | 15.2 | 15.2364903938828 | -0.03649039388285 |
55 | 15.2 | 16.2053806073114 | -1.00538060731139 |
56 | 15.2 | 14.9840246266341 | 0.21597537336591 |
57 | 15.1 | 15.7945172066497 | -0.694517206649726 |
58 | 15 | 17.6228372060991 | -2.62283720609908 |
59 | 15 | 15.4120577912117 | -0.412057791211747 |
60 | 15 | 13.6024395259514 | 1.39756047404856 |
61 | 14.8 | 12.8166576271536 | 1.98334237284637 |
62 | 14.8 | 16.941666830524 | -2.14166683052401 |
63 | 14.7 | 16.5391823333148 | -1.83918233331481 |
64 | 14.7 | 15.1741089621776 | -0.47410896217763 |
65 | 14.6 | 16.7912511463791 | -2.19125114637914 |
66 | 14.5 | 12.4142782348109 | 2.08572176518912 |
67 | 14.5 | 13.4726189570852 | 1.02738104291478 |
68 | 14.4 | 18.072243873094 | -3.67224387309399 |
69 | 14.3 | 17.3038084902483 | -3.0038084902483 |
70 | 14.3 | 13.204695805546 | 1.09530419445404 |
71 | 14.2 | 17.2703835493288 | -3.0703835493288 |
72 | 14.2 | 12.7466803811539 | 1.4533196188461 |
73 | 14.1 | 16.4497505266997 | -2.34975052669967 |
74 | 14 | 12.6959435368536 | 1.30405646314636 |
75 | 13.9 | 15.0563112686117 | -1.15631126861172 |
76 | 13.8 | 15.8970715774327 | -2.0970715774327 |
77 | 13.8 | 15.367033098035 | -1.567033098035 |
78 | 13.6 | 13.2853374741512 | 0.314662525848774 |
79 | 13.6 | 14.6618275170743 | -1.06182751707433 |
80 | 13.6 | 18.710453168801 | -5.110453168801 |
81 | 13.5 | 16.4066213747331 | -2.90662137473307 |
82 | 13.4 | 15.3738148179406 | -1.9738148179406 |
83 | 13.3 | 13.1704914613599 | 0.129508538640148 |
84 | 13.3 | 12.7965987593336 | 0.503401240666425 |
85 | 13 | 18.2391360170159 | -5.23913601701592 |
86 | 12.9 | 17.3921065391809 | -4.49210653918085 |
87 | 12.9 | 12.9836990465517 | -0.0836990465517343 |
88 | 12.8 | 16.4982983797808 | -3.69829837978081 |
89 | 12.7 | 11.2597385728301 | 1.44026142716987 |
90 | 12.6 | 19.1438110470685 | -6.54381104706846 |
91 | 12.6 | 16.2810891144098 | -3.68108911440983 |
92 | 12.6 | 16.7397281173358 | -4.13972811733583 |
93 | 12.5 | 14.9107114482965 | -2.4107114482965 |
94 | 12.5 | 15.6963922771775 | -3.19639227717748 |
95 | 12.4 | 13.9914180904594 | -1.59141809045937 |
96 | 12.4 | 11.788846095429 | 0.611153904570975 |
97 | 12.4 | 16.8037637207309 | -4.40376372073094 |
98 | 12.3 | 15.6257831379811 | -3.32578313798108 |
99 | 12.3 | 14.8305921487596 | -2.53059214875965 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.866870143572197 | 0.266259712855607 | 0.133129856427803 |
10 | 0.96734036051954 | 0.0653192789609192 | 0.0326596394804596 |
11 | 0.950221884842975 | 0.0995562303140504 | 0.0497781151570252 |
12 | 0.986618135204838 | 0.0267637295903245 | 0.0133818647951623 |
13 | 0.980874749544632 | 0.0382505009107352 | 0.0191252504553676 |
14 | 0.993733148026398 | 0.0125337039472037 | 0.00626685197360187 |
15 | 0.99223270430583 | 0.0155345913883405 | 0.00776729569417027 |
16 | 0.992636969035302 | 0.0147260619293961 | 0.00736303096469803 |
17 | 0.990438290598099 | 0.0191234188038022 | 0.00956170940190108 |
18 | 0.99477801181338 | 0.0104439763732402 | 0.0052219881866201 |
19 | 0.997026033991127 | 0.00594793201774561 | 0.00297396600887281 |
20 | 0.998368304661348 | 0.00326339067730473 | 0.00163169533865237 |
21 | 0.999095758462177 | 0.00180848307564583 | 0.000904241537822915 |
22 | 0.999364598006924 | 0.00127080398615247 | 0.000635401993076236 |
23 | 0.999660679235891 | 0.000678641528217077 | 0.000339320764108538 |
24 | 0.999753910314953 | 0.000492179370094664 | 0.000246089685047332 |
25 | 0.999888754778462 | 0.00022249044307538 | 0.00011124522153769 |
26 | 0.999989344441349 | 2.13111173011088e-05 | 1.06555586505544e-05 |
27 | 0.999996926276845 | 6.1474463096284e-06 | 3.0737231548142e-06 |
28 | 0.999996940193788 | 6.1196124247624e-06 | 3.0598062123812e-06 |
29 | 0.999997324139127 | 5.35172174656307e-06 | 2.67586087328154e-06 |
30 | 0.999998698090791 | 2.60381841764247e-06 | 1.30190920882124e-06 |
31 | 0.999998687211371 | 2.62557725854156e-06 | 1.31278862927078e-06 |
32 | 0.999999052020569 | 1.89595886187817e-06 | 9.47979430939085e-07 |
33 | 0.999999306171112 | 1.38765777696306e-06 | 6.93828888481528e-07 |
34 | 0.999999597992258 | 8.04015483147849e-07 | 4.02007741573925e-07 |
35 | 0.999999796297162 | 4.07405676614394e-07 | 2.03702838307197e-07 |
36 | 0.999999777809282 | 4.44381437049157e-07 | 2.22190718524579e-07 |
37 | 0.999999875618386 | 2.48763227578129e-07 | 1.24381613789064e-07 |
38 | 0.999999940687701 | 1.18624598651388e-07 | 5.93122993256941e-08 |
39 | 0.999999972930268 | 5.41394633139782e-08 | 2.70697316569891e-08 |
40 | 0.999999982771285 | 3.44574304738403e-08 | 1.72287152369202e-08 |
41 | 0.999999976574301 | 4.68513985433026e-08 | 2.34256992716513e-08 |
42 | 0.999999968050227 | 6.38995462257025e-08 | 3.19497731128512e-08 |
43 | 0.99999997459439 | 5.08112202156747e-08 | 2.54056101078374e-08 |
44 | 0.999999978657481 | 4.26850388239391e-08 | 2.13425194119696e-08 |
45 | 0.99999998533468 | 2.93306402011936e-08 | 1.46653201005968e-08 |
46 | 0.999999983468485 | 3.30630297252799e-08 | 1.65315148626399e-08 |
47 | 0.999999984568796 | 3.08624075299076e-08 | 1.54312037649538e-08 |
48 | 0.999999994698127 | 1.06037468828568e-08 | 5.30187344142838e-09 |
49 | 0.999999994705357 | 1.05892851920244e-08 | 5.29464259601218e-09 |
50 | 0.999999997929995 | 4.14001031300951e-09 | 2.07000515650475e-09 |
51 | 0.999999999479739 | 1.04052201540101e-09 | 5.20261007700507e-10 |
52 | 0.999999999791138 | 4.17723968710117e-10 | 2.08861984355058e-10 |
53 | 0.999999999802989 | 3.94022121404024e-10 | 1.97011060702012e-10 |
54 | 0.999999999635239 | 7.29522587276708e-10 | 3.64761293638354e-10 |
55 | 0.999999999474056 | 1.05188791145704e-09 | 5.2594395572852e-10 |
56 | 0.999999999390818 | 1.2183633201372e-09 | 6.09181660068599e-10 |
57 | 0.999999999357797 | 1.28440605085613e-09 | 6.42203025428064e-10 |
58 | 0.999999999544651 | 9.10697089917405e-10 | 4.55348544958703e-10 |
59 | 0.999999999674291 | 6.51418720367415e-10 | 3.25709360183708e-10 |
60 | 0.999999999437213 | 1.12557420651298e-09 | 5.6278710325649e-10 |
61 | 0.999999999465048 | 1.06990297645197e-09 | 5.34951488225985e-10 |
62 | 0.999999999337278 | 1.32544371378845e-09 | 6.62721856894225e-10 |
63 | 0.999999999350466 | 1.29906721647963e-09 | 6.49533608239815e-10 |
64 | 0.999999999481942 | 1.03611541886e-09 | 5.18057709430002e-10 |
65 | 0.999999999427123 | 1.14575325767769e-09 | 5.72876628838843e-10 |
66 | 0.999999999191731 | 1.61653727233449e-09 | 8.08268636167243e-10 |
67 | 0.999999999315972 | 1.36805686214191e-09 | 6.84028431070954e-10 |
68 | 0.999999999726141 | 5.47718084242261e-10 | 2.7385904212113e-10 |
69 | 0.999999999779913 | 4.40173683679739e-10 | 2.2008684183987e-10 |
70 | 0.999999999625794 | 7.48412984508031e-10 | 3.74206492254016e-10 |
71 | 0.99999999957216 | 8.55680332769499e-10 | 4.2784016638475e-10 |
72 | 0.99999999971293 | 5.74140650317268e-10 | 2.87070325158634e-10 |
73 | 0.999999999883199 | 2.33602995624752e-10 | 1.16801497812376e-10 |
74 | 0.99999999981033 | 3.7933939257963e-10 | 1.89669696289815e-10 |
75 | 0.999999999756527 | 4.86945208113493e-10 | 2.43472604056746e-10 |
76 | 0.999999999663795 | 6.72409244973666e-10 | 3.36204622486833e-10 |
77 | 0.999999999610757 | 7.78485525124587e-10 | 3.89242762562294e-10 |
78 | 0.999999999441209 | 1.11758297661014e-09 | 5.58791488305071e-10 |
79 | 0.999999997225723 | 5.54855387429646e-09 | 2.77427693714823e-09 |
80 | 0.999999992217762 | 1.55644752520083e-08 | 7.78223762600414e-09 |
81 | 0.999999993428645 | 1.31427098228176e-08 | 6.5713549114088e-09 |
82 | 0.999999994643137 | 1.07137261482423e-08 | 5.35686307412117e-09 |
83 | 0.999999981311501 | 3.73769977621235e-08 | 1.86884988810617e-08 |
84 | 0.999999985409366 | 2.91812684919929e-08 | 1.45906342459965e-08 |
85 | 0.999999954561094 | 9.08778110594913e-08 | 4.54389055297457e-08 |
86 | 0.999999838848441 | 3.22303117310061e-07 | 1.6115155865503e-07 |
87 | 0.999999733154043 | 5.3369191366337e-07 | 2.66845956831685e-07 |
88 | 0.999998647506565 | 2.70498687054273e-06 | 1.35249343527137e-06 |
89 | 0.999995362045761 | 9.27590847846943e-06 | 4.63795423923471e-06 |
90 | 0.999889006365101 | 0.000221987269798013 | 0.000110993634899006 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 72 | 0.878048780487805 | NOK |
5% type I error level | 79 | 0.963414634146341 | NOK |
10% type I error level | 81 | 0.98780487804878 | NOK |