Multiple Linear Regression - Estimated Regression Equation |
Perf[t] = + 19.7340138067534 + 0.0412068018674213`Sport `[t] -0.00609760335969976t + 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) | 19.7340138067534 | 0.616293 | 32.0205 | 0 | 0 |
`Sport ` | 0.0412068018674213 | 0.044138 | 0.9336 | 0.352061 | 0.17603 |
t | -0.00609760335969976 | 0.006422 | -0.9495 | 0.343921 | 0.171961 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.105641315003316 |
R-squared | 0.0111600874356298 |
Adjusted R-squared | -0.00238566479127944 |
F-TEST (value) | 0.823880966422807 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 146 |
p-value | 0.440754840001858 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.36177350359944 |
Sum Squared Residuals | 1650.02207906748 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 18 | 20.346018231405 | -2.34601823140502 |
2 | 15 | 19.7218186000340 | -4.72181860003403 |
3 | 17 | 19.8393414022766 | -2.8393414022766 |
4 | 21 | 19.7920369970495 | 1.20796300295052 |
5 | 22 | 19.8271461955572 | 2.1728538044428 |
6 | 24 | 20.1919098090043 | 3.80809019099571 |
7 | 17 | 19.8149509888378 | -2.8149509888378 |
8 | 25 | 19.6852329798758 | 5.31476702012417 |
9 | 16 | 20.1736169989252 | -4.17361699892519 |
10 | 18 | 20.2911398011678 | -2.29113980116776 |
11 | 21 | 19.6669401697967 | 1.33305983020326 |
12 | 19 | 20.0729105851112 | -1.07291058511125 |
13 | 18 | 20.4788810004258 | -2.47888100042576 |
14 | 20 | 20.4727833970661 | -0.472783397066062 |
15 | 25 | 19.7249633600928 | 5.27503663990722 |
16 | 28 | 19.7600725586005 | 8.2399274413995 |
17 | 19 | 20.2896633795173 | -1.28966337951728 |
18 | 20 | 19.7890841537485 | 0.210915846251477 |
19 | 25 | 19.700572946654 | 5.29942705334602 |
20 | 20 | 19.7768889470291 | 0.223111052970877 |
21 | 21 | 19.6059641361997 | 1.39403586380026 |
22 | 21 | 19.5998665328400 | 1.40013346715996 |
23 | 23 | 20.2118709574917 | 2.78812904250834 |
24 | 19 | 19.9585325429274 | -0.95853254292743 |
25 | 23 | 19.6227805246284 | 3.37721947537164 |
26 | 20 | 20.1935781474126 | -0.193578147412559 |
27 | 19 | 19.7754125253786 | -0.775412525378647 |
28 | 17 | 19.7281081201515 | -2.72810812015153 |
29 | 19 | 20.1752853373335 | -1.17528533733346 |
30 | 21 | 19.7159129134321 | 1.28408708656787 |
31 | 18 | 20.0394697250118 | -2.03946972501180 |
32 | 18 | 19.6213041029779 | -1.62130410297788 |
33 | 24 | 19.6976201033530 | 4.30237989664697 |
34 | 22 | 19.6091088962585 | 2.39089110374152 |
35 | 20 | 19.6854248966336 | 0.314575103366373 |
36 | 17 | 19.8441545007436 | -2.84415450074361 |
37 | 25 | 20.7446065384672 | 4.25539346153282 |
38 | 24 | 19.7495456902894 | 4.25045430971063 |
39 | 18 | 19.7434480869297 | -1.74344808692967 |
40 | 21 | 19.7785572854374 | 1.22144271456261 |
41 | 13 | 19.6488392764754 | -6.64883927647543 |
42 | 21 | 20.1784300973922 | 0.821569902607795 |
43 | 21 | 19.6778508716234 | 1.32214912837655 |
44 | 16 | 19.4657192589266 | -3.46571925892664 |
45 | 18 | 19.5832420611692 | -1.58324206116921 |
46 | 19 | 19.6183512596769 | -0.61835125967693 |
47 | 22 | 20.0655284768589 | 1.93447152314114 |
48 | 18 | 19.4413288454878 | -1.44132884548785 |
49 | 18 | 19.7648856570675 | -1.76488565706752 |
50 | 20 | 19.8412016574427 | 0.158798342557342 |
51 | 19 | 19.5878632428784 | -0.587863242878431 |
52 | 18 | 19.4169384320490 | -1.41693843204905 |
53 | 20 | 19.6580816398939 | 0.341918360106126 |
54 | 20 | 19.8580180458713 | 0.141981954128720 |
55 | 23 | 19.8107136406442 | 3.18928635935584 |
56 | 17 | 19.3925480186102 | -2.39254801861025 |
57 | 17 | 19.3864504152505 | -2.38645041525055 |
58 | 18 | 19.3803528118908 | -1.38035281189085 |
59 | 22 | 19.3742552085311 | 2.62574479146885 |
60 | 16 | 19.3681576051714 | -3.36815760517145 |
61 | 18 | 19.3620600018117 | -1.36206000181175 |
62 | 14 | 19.3559623984520 | -5.35596239845205 |
63 | 13 | 19.6383124081643 | -6.6383124081643 |
64 | 21 | 19.5085943992023 | 1.49140560079767 |
65 | 25 | 19.832151210782 | 5.167848789218 |
66 | 16 | 19.5788127962178 | -3.57881279621778 |
67 | 17 | 19.8199560040626 | -2.81995600406260 |
68 | 22 | 19.7314447969681 | 2.26855520303194 |
69 | 24 | 19.6841403917409 | 4.31585960825906 |
70 | 18 | 19.3071815715744 | -1.30718157157445 |
71 | 18 | 19.9603927980935 | -1.96039279809349 |
72 | 18 | 19.3773999685899 | -1.37739996858989 |
73 | 19 | 19.2888887614954 | -0.288888761495351 |
74 | 15 | 19.2827911581357 | -4.28279115813565 |
75 | 25 | 19.3179003566434 | 5.68209964335663 |
76 | 22 | 19.6826639700905 | 2.31733602990953 |
77 | 15 | 19.8413935742004 | -4.84139357420045 |
78 | 21 | 19.7528823671059 | 1.24711763289409 |
79 | 16 | 19.7467847637462 | -3.74678476374621 |
80 | 23 | 19.7406871603865 | 3.25931283961349 |
81 | 20 | 19.4461419439549 | 0.553858056045141 |
82 | 19 | 19.2340103312581 | -0.234010331258053 |
83 | 20 | 19.3927399353680 | 0.607260064631961 |
84 | 18 | 19.3454355301409 | -1.34543553014092 |
85 | 18 | 19.2157175211790 | -1.21571752117895 |
86 | 20 | 19.3332403234215 | 0.666759676578482 |
87 | 20 | 19.2035223144596 | 0.796477685540446 |
88 | 16 | 19.6919063335089 | -3.69190633350891 |
89 | 18 | 19.6858087301492 | -1.68580873014921 |
90 | 18 | 19.8033315323918 | -1.80333153239177 |
91 | 16 | 19.1791319010208 | -3.17913190102076 |
92 | 23 | 19.5026887126004 | 3.49731128739957 |
93 | 14 | 19.4141775055059 | -5.41417750550588 |
94 | 21 | 19.7377343170856 | 1.26226568291445 |
95 | 13 | 19.3607754969191 | -6.36077549691906 |
96 | 27 | 19.5607119028965 | 7.43928809710353 |
97 | 20 | 19.8018551107413 | 0.198144889258703 |
98 | 22 | 19.3012758849725 | 2.69872411502746 |
99 | 21 | 19.1303510741432 | 1.86964892585684 |
100 | 19 | 19.4539078857228 | -0.453907885722828 |
101 | 22 | 19.6126374898328 | 2.38736251016719 |
102 | 12 | 19.3592990752686 | -7.35929907526859 |
103 | 28 | 19.2707878681740 | 8.72921213182596 |
104 | 21 | 19.9239990946931 | 1.07600090530692 |
105 | 18 | 19.0937654539850 | -1.09376545398496 |
106 | 21 | 19.6233562749017 | 1.37664372509826 |
107 | 19 | 19.0815702472656 | -0.0815702472655591 |
108 | 23 | 19.0754726439059 | 3.92452735609414 |
109 | 21 | 19.0693750405462 | 1.93062495945384 |
110 | 21 | 19.0632774371865 | 1.93672256281354 |
111 | 22 | 19.4692478525010 | 2.53075214749903 |
112 | 18 | 19.2983230416716 | -1.29832304167159 |
113 | 15 | 19.7042934569861 | -4.7042934569861 |
114 | 23 | 19.2861278349522 | 3.71387216504781 |
115 | 24 | 19.0327894203880 | 4.96721057961204 |
116 | 18 | 19.1915190244979 | -1.19151902449795 |
117 | 15 | 19.3914554304754 | -4.39145543047535 |
118 | 19 | 19.7150122420550 | -0.715012242055023 |
119 | 17 | 19.5028806293582 | -2.50288062935822 |
120 | 14 | 19.1259218091917 | -5.12592180919173 |
121 | 16 | 19.3258582151691 | -3.32585821516913 |
122 | 22 | 19.1137266024723 | 2.88627339752767 |
123 | 15 | 18.9840085935104 | -3.98400859351036 |
124 | 23 | 19.3899790088249 | 3.61002099117512 |
125 | 24 | 19.0954337923932 | 4.90456620760677 |
126 | 24 | 18.9657157834313 | 5.03428421656874 |
127 | 20 | 19.2892725950109 | 0.710727404989066 |
128 | 9 | 18.9535205767119 | -9.95352057671186 |
129 | 23 | 19.1122501808218 | 3.88774981917815 |
130 | 18 | 19.4770137942689 | -1.47701379426894 |
131 | 20 | 19.4297093890418 | 0.57029061095818 |
132 | 25 | 19.5884389931518 | 5.4115610068482 |
133 | 17 | 19.7471685972618 | -2.74716859726179 |
134 | 21 | 19.7410709939021 | 1.25892900609791 |
135 | 26 | 19.4877325793379 | 6.51226742066214 |
136 | 20 | 19.3992213722433 | 0.600778627756679 |
137 | 21 | 19.5167441744859 | 1.48325582551411 |
138 | 15 | 19.2634057599217 | -4.26340575992166 |
139 | 20 | 19.0512741472249 | 0.948725852775148 |
140 | 20 | 19.2100037513348 | 0.789996248665163 |
141 | 16 | 18.8742517330358 | -2.87425173303577 |
142 | 19 | 19.4038425539525 | -0.403842553952544 |
143 | 22 | 18.8620565263164 | 3.13794347368363 |
144 | 17 | 19.7213017621725 | -2.72130176217252 |
145 | 25 | 18.8498613195970 | 6.15013868040303 |
146 | 19 | 18.8849705181047 | 0.115029481895310 |
147 | 17 | 19.4969749427563 | -2.49697494275631 |
148 | 21 | 19.3260501319269 | 1.67394986807308 |
149 | 12 | 18.907884509893 | -6.90788450989301 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0.0813066678291239 | 0.162613335658248 | 0.918693332170876 |
7 | 0.46289216076227 | 0.92578432152454 | 0.53710783923773 |
8 | 0.441397105408172 | 0.882794210816345 | 0.558602894591828 |
9 | 0.786501758806131 | 0.426996482387737 | 0.213498241193869 |
10 | 0.732192662516796 | 0.535614674966407 | 0.267807337483203 |
11 | 0.638864551562263 | 0.722270896875475 | 0.361135448437737 |
12 | 0.553673687142199 | 0.892652625715602 | 0.446326312857801 |
13 | 0.466892541503844 | 0.933785083007688 | 0.533107458496156 |
14 | 0.381382242408945 | 0.76276448481789 | 0.618617757591055 |
15 | 0.367221843615464 | 0.734443687230928 | 0.632778156384536 |
16 | 0.455763521159295 | 0.91152704231859 | 0.544236478840705 |
17 | 0.426499005718631 | 0.852998011437262 | 0.573500994281369 |
18 | 0.448277328150979 | 0.896554656301958 | 0.551722671849021 |
19 | 0.397752789090803 | 0.795505578181605 | 0.602247210909197 |
20 | 0.411073175930091 | 0.822146351860182 | 0.588926824069909 |
21 | 0.392278747678633 | 0.784557495357266 | 0.607721252321367 |
22 | 0.360911684863858 | 0.721823369727716 | 0.639088315136142 |
23 | 0.315419895518714 | 0.630839791037427 | 0.684580104481286 |
24 | 0.310264346969122 | 0.620528693938244 | 0.689735653030878 |
25 | 0.263544938303234 | 0.527089876606468 | 0.736455061696766 |
26 | 0.218803418037217 | 0.437606836074434 | 0.781196581962783 |
27 | 0.221415383046412 | 0.442830766092825 | 0.778584616953588 |
28 | 0.283831079311864 | 0.567662158623727 | 0.716168920688136 |
29 | 0.239653087467033 | 0.479306174934065 | 0.760346912532967 |
30 | 0.196696718946281 | 0.393393437892561 | 0.80330328105372 |
31 | 0.177312056990772 | 0.354624113981545 | 0.822687943009228 |
32 | 0.175947505554879 | 0.351895011109758 | 0.824052494445121 |
33 | 0.177928244848057 | 0.355856489696114 | 0.822071755151943 |
34 | 0.147378207043746 | 0.294756414087492 | 0.852621792956254 |
35 | 0.120591083920708 | 0.241182167841417 | 0.879408916079292 |
36 | 0.125019098294020 | 0.250038196588039 | 0.87498090170598 |
37 | 0.203509940733750 | 0.407019881467499 | 0.79649005926625 |
38 | 0.203571029506917 | 0.407142059013834 | 0.796428970493083 |
39 | 0.198903009318534 | 0.397806018637068 | 0.801096990681466 |
40 | 0.165150821497453 | 0.330301642994906 | 0.834849178502547 |
41 | 0.346964314816660 | 0.693928629633319 | 0.65303568518334 |
42 | 0.302059135977352 | 0.604118271954705 | 0.697940864022648 |
43 | 0.261417346468203 | 0.522834692936407 | 0.738582653531797 |
44 | 0.284001347472095 | 0.56800269494419 | 0.715998652527905 |
45 | 0.25333626316953 | 0.50667252633906 | 0.74666373683047 |
46 | 0.215003756843434 | 0.430007513686867 | 0.784996243156566 |
47 | 0.193879804829477 | 0.387759609658954 | 0.806120195170523 |
48 | 0.167914069959944 | 0.335828139919888 | 0.832085930040056 |
49 | 0.144359579025985 | 0.288719158051970 | 0.855640420974015 |
50 | 0.117422202088749 | 0.234844404177499 | 0.88257779791125 |
51 | 0.094480204024032 | 0.188960408048064 | 0.905519795975968 |
52 | 0.0775482616842252 | 0.155096523368450 | 0.922451738315775 |
53 | 0.0612297720224212 | 0.122459544044842 | 0.938770227977579 |
54 | 0.0475873413826082 | 0.0951746827652165 | 0.952412658617392 |
55 | 0.0493989202252736 | 0.0987978404505472 | 0.950601079774726 |
56 | 0.0431515600420855 | 0.086303120084171 | 0.956848439957914 |
57 | 0.0369036006352965 | 0.073807201270593 | 0.963096399364703 |
58 | 0.0286550421019723 | 0.0573100842039445 | 0.971344957898028 |
59 | 0.0273587144632939 | 0.0547174289265879 | 0.972641285536706 |
60 | 0.0262464631276883 | 0.0524929262553766 | 0.973753536872312 |
61 | 0.0200243638207713 | 0.0400487276415426 | 0.979975636179229 |
62 | 0.0281429024562453 | 0.0562858049124906 | 0.971857097543755 |
63 | 0.0514392932661093 | 0.102878586532219 | 0.94856070673389 |
64 | 0.0452354423506916 | 0.0904708847013832 | 0.954764557649308 |
65 | 0.0750976165110857 | 0.150195233022171 | 0.924902383488914 |
66 | 0.0720652623629047 | 0.144130524725809 | 0.927934737637095 |
67 | 0.0632542038322498 | 0.126508407664500 | 0.93674579616775 |
68 | 0.0598660402716328 | 0.119732080543266 | 0.940133959728367 |
69 | 0.0775545504411773 | 0.155109100882355 | 0.922445449558823 |
70 | 0.0625400349165219 | 0.125080069833044 | 0.937459965083478 |
71 | 0.0515073203203703 | 0.103014640640741 | 0.94849267967963 |
72 | 0.0408657402006225 | 0.081731480401245 | 0.959134259799377 |
73 | 0.031639793979056 | 0.063279587958112 | 0.968360206020944 |
74 | 0.0344073886215028 | 0.0688147772430056 | 0.965592611378497 |
75 | 0.0625956641472831 | 0.125191328294566 | 0.937404335852717 |
76 | 0.0578082094842742 | 0.115616418968548 | 0.942191790515726 |
77 | 0.0681760637580035 | 0.136352127516007 | 0.931823936241996 |
78 | 0.0572851083667474 | 0.114570216733495 | 0.942714891633253 |
79 | 0.0568688236800573 | 0.113737647360115 | 0.943131176319943 |
80 | 0.0595569375324891 | 0.119113875064978 | 0.94044306246751 |
81 | 0.0477066246281427 | 0.0954132492562853 | 0.952293375371857 |
82 | 0.0371307665640784 | 0.0742615331281569 | 0.962869233435922 |
83 | 0.0291248456595014 | 0.0582496913190028 | 0.970875154340499 |
84 | 0.0226771704302866 | 0.0453543408605733 | 0.977322829569713 |
85 | 0.0174386774946584 | 0.0348773549893168 | 0.982561322505342 |
86 | 0.0132775689242244 | 0.0265551378484487 | 0.986722431075776 |
87 | 0.0100566116516288 | 0.0201132233032576 | 0.989943388348371 |
88 | 0.0100334654062911 | 0.0200669308125822 | 0.989966534593709 |
89 | 0.00770503761784719 | 0.0154100752356944 | 0.992294962382153 |
90 | 0.00595094391513559 | 0.0119018878302712 | 0.994049056084864 |
91 | 0.005660624050025 | 0.01132124810005 | 0.994339375949975 |
92 | 0.00604493938334572 | 0.0120898787666914 | 0.993955060616654 |
93 | 0.00995779636927458 | 0.0199155927385492 | 0.990042203630725 |
94 | 0.00767826650655112 | 0.0153565330131022 | 0.992321733493449 |
95 | 0.0181063512359237 | 0.0362127024718474 | 0.981893648764076 |
96 | 0.0491500918537131 | 0.0983001837074262 | 0.950849908146287 |
97 | 0.0381616505899197 | 0.0763233011798393 | 0.96183834941008 |
98 | 0.0341188557422727 | 0.0682377114845453 | 0.965881144257727 |
99 | 0.0279240956191711 | 0.0558481912383422 | 0.972075904380829 |
100 | 0.0212458343524731 | 0.0424916687049463 | 0.978754165647527 |
101 | 0.0179548502724370 | 0.0359097005448739 | 0.982045149727563 |
102 | 0.053950248902692 | 0.107900497805384 | 0.946049751097308 |
103 | 0.158815198445543 | 0.317630396891086 | 0.841184801554457 |
104 | 0.132282727842871 | 0.264565455685743 | 0.867717272157129 |
105 | 0.111632355349783 | 0.223264710699567 | 0.888367644650217 |
106 | 0.0917543507227724 | 0.183508701445545 | 0.908245649277228 |
107 | 0.0730588225323481 | 0.146117645064696 | 0.926941177467652 |
108 | 0.0739673198193451 | 0.147934639638690 | 0.926032680180655 |
109 | 0.0609503499999745 | 0.121900699999949 | 0.939049650000025 |
110 | 0.05005239415528 | 0.10010478831056 | 0.94994760584472 |
111 | 0.0444545553553284 | 0.0889091107106568 | 0.955545444644672 |
112 | 0.0342832573296709 | 0.0685665146593418 | 0.96571674267033 |
113 | 0.0416858504375666 | 0.0833717008751331 | 0.958314149562433 |
114 | 0.0423074372237839 | 0.0846148744475678 | 0.957692562776216 |
115 | 0.059188907405616 | 0.118377814811232 | 0.940811092594384 |
116 | 0.0450925471098958 | 0.0901850942197916 | 0.954907452890104 |
117 | 0.0495959194817582 | 0.0991918389635165 | 0.950404080518242 |
118 | 0.0371713812180882 | 0.0743427624361765 | 0.962828618781912 |
119 | 0.0322061731332867 | 0.0644123462665735 | 0.967793826866713 |
120 | 0.0482843279871672 | 0.0965686559743344 | 0.951715672012833 |
121 | 0.0549748653031905 | 0.109949730606381 | 0.94502513469681 |
122 | 0.0445337125827382 | 0.0890674251654763 | 0.955466287417262 |
123 | 0.0618704116033677 | 0.123740823206735 | 0.938129588396632 |
124 | 0.0519099564389943 | 0.103819912877989 | 0.948090043561006 |
125 | 0.054451736612561 | 0.108903473225122 | 0.945548263387439 |
126 | 0.0681819738521 | 0.1363639477042 | 0.9318180261479 |
127 | 0.0496362458125791 | 0.0992724916251583 | 0.95036375418742 |
128 | 0.431921033602399 | 0.863842067204797 | 0.568078966397601 |
129 | 0.379785112281208 | 0.759570224562416 | 0.620214887718792 |
130 | 0.37717878379637 | 0.75435756759274 | 0.62282121620363 |
131 | 0.328155949354323 | 0.656311898708647 | 0.671844050645677 |
132 | 0.345407148156583 | 0.690814296313165 | 0.654592851843417 |
133 | 0.361782784716562 | 0.723565569433123 | 0.638217215283438 |
134 | 0.287992734192361 | 0.575985468384722 | 0.712007265807639 |
135 | 0.410456396075344 | 0.820912792150687 | 0.589543603924656 |
136 | 0.325556826645612 | 0.651113653291225 | 0.674443173354388 |
137 | 0.274934258083797 | 0.549868516167594 | 0.725065741916203 |
138 | 0.319242978727259 | 0.638485957454518 | 0.680757021272741 |
139 | 0.232438664446921 | 0.464877328893842 | 0.767561335553079 |
140 | 0.156246339329539 | 0.312492678659077 | 0.843753660670461 |
141 | 0.263824019985469 | 0.527648039970939 | 0.73617598001453 |
142 | 0.207174397351003 | 0.414348794702005 | 0.792825602648997 |
143 | 0.131563968469549 | 0.263127936939098 | 0.868436031530451 |
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 | 15 | 0.108695652173913 | NOK |
10% type I error level | 45 | 0.326086956521739 | NOK |