Multiple Linear Regression - Estimated Regression Equation |
lfm[t] = + 24.7467194612645 + 0.973199296115086blogs[t] + 40.8587125508211uk[t] + 0.505388195949728spr[t] -0.00227612337447374hours_blogs[t] + 0.590185241299763hours_uk[t] + 0.0286749414923654hours_spr[t] -0.405407024747837blogs_uk[t] -0.0319789769775443blogs_spr[t] -0.0917049716718604uk_spr[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) | 24.7467194612645 | 6.910851 | 3.5809 | 0.000409 | 0.000204 |
blogs | 0.973199296115086 | 0.156287 | 6.227 | 0 | 0 |
uk | 40.8587125508211 | 9.2791 | 4.4033 | 1.6e-05 | 8e-06 |
spr | 0.505388195949728 | 0.510633 | 0.9897 | 0.323231 | 0.161615 |
hours_blogs | -0.00227612337447374 | 0.00153 | -1.4875 | 0.13809 | 0.069045 |
hours_uk | 0.590185241299763 | 0.238789 | 2.4716 | 0.014096 | 0.007048 |
hours_spr | 0.0286749414923654 | 0.016798 | 1.707 | 0.089014 | 0.044507 |
blogs_uk | -0.405407024747837 | 0.237928 | -1.7039 | 0.089598 | 0.044799 |
blogs_spr | -0.0319789769775443 | 0.014041 | -2.2775 | 0.02357 | 0.011785 |
uk_spr | -0.0917049716718604 | 0.689415 | -0.133 | 0.894282 | 0.447141 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.708043176244303 |
R-squared | 0.501325139426121 |
Adjusted R-squared | 0.483996669367569 |
F-TEST (value) | 28.930721392724 |
F-TEST (DF numerator) | 9 |
F-TEST (DF denominator) | 259 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 25.7504517800998 |
Sum Squared Residuals | 171739.213621724 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 122 | 160.05895863798 | -38.0589586379802 |
2 | 114 | 159.92230559117 | -45.9223055911701 |
3 | 140 | 149.057230022412 | -9.05723002241167 |
4 | 143 | 151.737633427593 | -8.73763342759273 |
5 | 122 | 141.339728882478 | -19.3397288824777 |
6 | 127 | 126.316896442702 | 0.683103557298243 |
7 | 113 | 126.494619813984 | -13.4946198139835 |
8 | 118 | 132.174762070908 | -14.1747620709077 |
9 | 161 | 129.187194928511 | 31.8128050714894 |
10 | 134 | 130.761895615996 | 3.23810438400425 |
11 | 96 | 135.131704367536 | -39.1317043675364 |
12 | 104 | 119.232745835358 | -15.2327458353585 |
13 | 135 | 123.52261976295 | 11.4773802370504 |
14 | 110 | 120.462449732701 | -10.462449732701 |
15 | 128 | 117.319612365391 | 10.6803876346091 |
16 | 142 | 124.024931674629 | 17.9750683253709 |
17 | 117 | 117.436888837768 | -0.436888837768028 |
18 | 94 | 122.16954304528 | -28.1695430452803 |
19 | 135 | 114.141024779651 | 20.8589752203486 |
20 | 121 | 121.665562347385 | -0.665562347385427 |
21 | 103 | 118.157091452533 | -15.1570914525334 |
22 | 118 | 129.313256576917 | -11.3132565769172 |
23 | 127 | 116.053099357332 | 10.9469006426679 |
24 | 116 | 126.307539488195 | -10.3075394881954 |
25 | 129 | 118.561841697855 | 10.4381583021453 |
26 | 115 | 119.325754702699 | -4.32575470269948 |
27 | 135 | 118.54519248889 | 16.4548075111102 |
28 | 133 | 110.907810232924 | 22.0921897670755 |
29 | 113 | 114.896425835983 | -1.8964258359831 |
30 | 111 | 117.900344799043 | -6.90034479904292 |
31 | 92 | 116.872231868149 | -24.8722318681491 |
32 | 118 | 116.309827971096 | 1.69017202890411 |
33 | 134 | 118.512749962349 | 15.4872500376512 |
34 | 106 | 116.874053063042 | -10.8740530630416 |
35 | 137 | 114.639134708293 | 22.3608652917072 |
36 | 100 | 113.152924323754 | -13.1529243237538 |
37 | 102 | 107.379196025876 | -5.37919602587634 |
38 | 134 | 116.038385372928 | 17.9616146270724 |
39 | 130 | 111.991989235093 | 18.0080107649068 |
40 | 144 | 110.673888954523 | 33.3261110454773 |
41 | 120 | 109.603664938484 | 10.3963350615161 |
42 | 91 | 103.835202072697 | -12.8352020726966 |
43 | 100 | 106.915471509756 | -6.9154715097557 |
44 | 134 | 117.866365299984 | 16.1336347000159 |
45 | 161 | 114.461909888865 | 46.5380901111354 |
46 | 128 | 107.819794254612 | 20.1802057453879 |
47 | 124 | 115.220991987936 | 8.7790080120641 |
48 | 115 | 112.621237362147 | 2.37876263785273 |
49 | 123 | 113.20881801801 | 9.79118198199044 |
50 | 117 | 115.316027006265 | 1.68397299373541 |
51 | 111 | 110.87153209109 | 0.128467908910319 |
52 | 146 | 107.223248506942 | 38.7767514930581 |
53 | 101 | 113.697025399688 | -12.6970253996882 |
54 | 131 | 113.960094592155 | 17.0399054078452 |
55 | 122 | 109.971865948832 | 12.0281340511677 |
56 | 78 | 113.594799480828 | -35.5947994808284 |
57 | 120 | 107.133057680929 | 12.8669423190713 |
58 | 115 | 112.657165337179 | 2.34283466282081 |
59 | 142 | 109.241293220192 | 32.7587067798084 |
60 | 94 | 114.233784085432 | -20.2337840854319 |
61 | 114 | 106.006810213121 | 7.99318978687857 |
62 | 108 | 104.057235718354 | 3.94276428164637 |
63 | 119 | 101.656865388083 | 17.3431346119168 |
64 | 117 | 104.838391624085 | 12.1616083759151 |
65 | 86 | 107.79070134854 | -21.7907013485402 |
66 | 138 | 108.554621014199 | 29.4453789858011 |
67 | 119 | 109.560981206458 | 9.43901879354217 |
68 | 117 | 101.668822489396 | 15.3311775106043 |
69 | 117 | 102.855039729515 | 14.1449602704848 |
70 | 76 | 103.840914811404 | -27.8409148114039 |
71 | 119 | 105.9296409531 | 13.0703590468999 |
72 | 119 | 102.253941735096 | 16.7460582649041 |
73 | 124 | 104.445979487837 | 19.5540205121631 |
74 | 116 | 96.8646110312592 | 19.1353889687408 |
75 | 118 | 101.376868628902 | 16.6231313710979 |
76 | 102 | 104.245046581789 | -2.2450465817887 |
77 | 116 | 101.854336777909 | 14.1456632220906 |
78 | 103 | 110.702274860645 | -7.70227486064535 |
79 | 117 | 99.8690571536821 | 17.1309428463179 |
80 | 108 | 105.458629917184 | 2.54137008281622 |
81 | 122 | 97.6256462774354 | 24.3743537225646 |
82 | 90 | 103.096331858018 | -13.0963318580181 |
83 | 133 | 101.867807654802 | 31.1321923451982 |
84 | 116 | 94.345561467608 | 21.654438532392 |
85 | 110 | 99.5367962375859 | 10.4632037624141 |
86 | 90 | 94.9957438494306 | -4.99574384943056 |
87 | 74 | 97.0057537312853 | -23.0057537312853 |
88 | 75 | 92.0590267454497 | -17.0590267454497 |
89 | 107 | 98.2750622918877 | 8.72493770811231 |
90 | 90 | 103.562561958399 | -13.5625619583989 |
91 | 96 | 97.4451577797421 | -1.44515777974214 |
92 | 115 | 92.6717759908504 | 22.3282240091495 |
93 | 91 | 91.8562032848145 | -0.856203284814547 |
94 | 77 | 103.623847420286 | -26.6238474202863 |
95 | 108 | 94.3646454017688 | 13.6353545982312 |
96 | 83 | 95.7735776727611 | -12.7735776727611 |
97 | 77 | 94.5010303232572 | -17.5010303232572 |
98 | 99 | 99.8342285562566 | -0.834228556256636 |
99 | 115 | 95.1988784964598 | 19.8011215035402 |
100 | 99 | 96.560157305981 | 2.439842694019 |
101 | 106 | 92.2676187869149 | 13.7323812130851 |
102 | 77 | 90.6121631958782 | -13.6121631958782 |
103 | 115 | 88.9489601770445 | 26.0510398229555 |
104 | 67 | 87.4094348684326 | -20.4094348684326 |
105 | 8 | 84.2630215016126 | -76.2630215016126 |
106 | 69 | 90.1128560684857 | -21.1128560684857 |
107 | 88 | 90.4705676090455 | -2.47056760904552 |
108 | 107 | 83.8685602635157 | 23.1314397364843 |
109 | 120 | 87.2118749759073 | 32.7881250240928 |
110 | 3 | 74.6410516648055 | -71.6410516648055 |
111 | 1 | 74.4649670208362 | -73.4649670208362 |
112 | 0 | 70.6739639110056 | -70.6739639110056 |
113 | 111 | 99.074539474657 | 11.925460525343 |
114 | 69 | 118.084368459567 | -49.0843684595669 |
115 | 116 | 106.950565629296 | 9.04943437070372 |
116 | 103 | 83.4311500280438 | 19.5688499719562 |
117 | 139 | 102.245569813704 | 36.7544301862962 |
118 | 135 | 113.616895048867 | 21.3831049511328 |
119 | 113 | 100.097705326299 | 12.9022946737006 |
120 | 99 | 75.9326733459316 | 23.0673266540684 |
121 | 76 | 99.5747700438431 | -23.5747700438431 |
122 | 110 | 83.1839177868432 | 26.8160822131568 |
123 | 121 | 96.1397758842257 | 24.8602241157743 |
124 | 95 | 106.829119954851 | -11.8291199548511 |
125 | 66 | 82.636366712787 | -16.636366712787 |
126 | 111 | 108.450237551174 | 2.54976244882634 |
127 | 77 | 72.3192443114869 | 4.68075568851314 |
128 | 101 | 117.89427568901 | -16.89427568901 |
129 | 108 | 99.0375303958064 | 8.96246960419365 |
130 | 135 | 91.6832490941525 | 43.3167509058475 |
131 | 70 | 96.7876567668998 | -26.7876567668998 |
132 | 124 | 78.6618656498707 | 45.3381343501292 |
133 | 92 | 92.4722941033693 | -0.472294103369281 |
134 | 104 | 96.2251016060125 | 7.77489839398747 |
135 | 113 | 89.6841593775508 | 23.3158406224492 |
136 | 95 | 100.82158107886 | -5.8215810788599 |
137 | 89 | 83.1022469283485 | 5.89775307165153 |
138 | 83 | 81.9815922021564 | 1.01840779784361 |
139 | 96 | 76.9341756662101 | 19.0658243337899 |
140 | 95 | 123.301275585181 | -28.3012755851808 |
141 | 110 | 97.3011721381652 | 12.6988278618348 |
142 | 106 | 102.053471314955 | 3.94652868504528 |
143 | 78 | 59.0263834244519 | 18.9736165755481 |
144 | 115 | 86.0001077689097 | 28.9998922310903 |
145 | 74 | 75.8976395917368 | -1.89763959173681 |
146 | 93 | 91.5102477120022 | 1.48975228799776 |
147 | 88 | 75.0501470016975 | 12.9498529983026 |
148 | 104 | 102.912999415858 | 1.08700058414178 |
149 | 86 | 83.8818520238777 | 2.11814797612233 |
150 | 104 | 69.3154149871641 | 34.6845850128359 |
151 | 99 | 81.1360007967552 | 17.8639992032448 |
152 | 101 | 84.8124009541788 | 16.1875990458212 |
153 | 53 | 80.4150105969005 | -27.4150105969005 |
154 | 96 | 83.4410689033023 | 12.5589310966977 |
155 | 58 | 68.2540363290413 | -10.2540363290413 |
156 | 117 | 86.3893880613348 | 30.6106119386652 |
157 | 82 | 87.2236417863044 | -5.22364178630445 |
158 | 57 | 92.2771932011013 | -35.2771932011013 |
159 | 71 | 77.7687776733428 | -6.76877767334284 |
160 | 105 | 85.7597937500962 | 19.2402062499038 |
161 | 60 | 87.8190567407482 | -27.8190567407482 |
162 | 77 | 79.2378495963938 | -2.23784959639376 |
163 | 73 | 51.0092342050204 | 21.9907657949796 |
164 | 78 | 61.0129506256023 | 16.9870493743977 |
165 | 81 | 96.0091672514505 | -15.0091672514505 |
166 | 101 | 65.9445862205534 | 35.0554137794465 |
167 | 118 | 80.7051719128954 | 37.2948280871046 |
168 | 59 | 74.4080117832237 | -15.4080117832237 |
169 | 101 | 67.5514012364728 | 33.4485987635272 |
170 | 22 | 89.008922007894 | -67.008922007894 |
171 | 77 | 57.1960450598381 | 19.8039549401619 |
172 | 100 | 71.5464494008333 | 28.4535505991667 |
173 | 39 | 77.1296357303644 | -38.1296357303644 |
174 | 42 | 55.2742914960131 | -13.2742914960131 |
175 | 80 | 81.34914705723 | -1.34914705723001 |
176 | 48 | 57.5626028450076 | -9.56260284500764 |
177 | 131 | 93.1776617173626 | 37.8223382826374 |
178 | 46 | 79.5798008197067 | -33.5798008197067 |
179 | 89 | 66.0006167727996 | 22.9993832272004 |
180 | 51 | 46.768872584648 | 4.23112741535197 |
181 | 108 | 87.6586747060697 | 20.3413252939303 |
182 | 86 | 74.4531295823503 | 11.5468704176497 |
183 | 105 | 78.7335834021008 | 26.2664165978992 |
184 | 85 | 84.4653567013649 | 0.534643298635085 |
185 | 103 | 71.1064796317344 | 31.8935203682656 |
186 | 83 | 75.2982542845494 | 7.70174571545058 |
187 | 77 | 60.0588887883148 | 16.9411112116852 |
188 | 26 | 62.1373781803798 | -36.1373781803798 |
189 | 73 | 68.0006222305634 | 4.99937776943661 |
190 | 42 | 51.2415012072147 | -9.24150120721472 |
191 | 71 | 65.2312679337232 | 5.76873206627683 |
192 | 105 | 101.473511248562 | 3.52648875143812 |
193 | 73 | 48.7103779947104 | 24.2896220052896 |
194 | 98 | 74.0957591999027 | 23.9042408000973 |
195 | 108 | 82.3060447513042 | 25.6939552486958 |
196 | 57 | 85.2368989598752 | -28.2368989598752 |
197 | 37 | 74.7747432927284 | -37.7747432927284 |
198 | 70 | 72.9652220467888 | -2.96522204678875 |
199 | 73 | 57.2889614098186 | 15.7110385901814 |
200 | 47 | 61.2710705196283 | -14.2710705196283 |
201 | 73 | 75.0428410442121 | -2.04284104421211 |
202 | 91 | 78.2969646870009 | 12.7030353129991 |
203 | 110 | 78.8143862147823 | 31.1856137852177 |
204 | 78 | 80.8139896373565 | -2.81398963735653 |
205 | 92 | 93.6133479255436 | -1.61334792554355 |
206 | 52 | 97.9291522060866 | -45.9291522060866 |
207 | 88 | 72.2000919055733 | 15.7999080944267 |
208 | 100 | 50.5507314006762 | 49.4492685993238 |
209 | 33 | 53.8601073663484 | -20.8601073663484 |
210 | 42 | 80.0611337102593 | -38.0611337102593 |
211 | 81 | 84.8223876633145 | -3.82238766331452 |
212 | 67 | 81.0195895120484 | -14.0195895120484 |
213 | 8 | 52.1894078166952 | -44.1894078166952 |
214 | 46 | 52.1839065582214 | -6.18390655822139 |
215 | 83 | 82.3047200364166 | 0.69527996358337 |
216 | 87 | 62.8781668127575 | 24.1218331872425 |
217 | 82 | 91.1922679512985 | -9.19226795129853 |
218 | 63 | 60.0239625496775 | 2.97603745032253 |
219 | 27 | 70.6352008436425 | -43.6352008436425 |
220 | 14 | 52.1531800338455 | -38.1531800338455 |
221 | 83 | 59.3366466853673 | 23.6633533146327 |
222 | 168 | 61.2379161148691 | 106.762083885131 |
223 | 67 | 61.9967132560947 | 5.00328674390535 |
224 | 21 | 61.1236688860415 | -40.1236688860415 |
225 | 55 | 89.2849080522341 | -34.2849080522341 |
226 | 54 | 87.290443055578 | -33.290443055578 |
227 | 118 | 73.8233528385148 | 44.1766471614852 |
228 | 69 | 49.3623927417263 | 19.6376072582737 |
229 | 77 | 42.9123399024228 | 34.0876600975772 |
230 | 72 | 84.472942016791 | -12.472942016791 |
231 | 53 | 51.2943910440508 | 1.70560895594919 |
232 | 40 | 57.8864200346967 | -17.8864200346967 |
233 | 102 | 59.1805543529398 | 42.8194456470602 |
234 | 25 | 64.2096810002189 | -39.2096810002189 |
235 | 31 | 57.9260168556028 | -26.9260168556028 |
236 | 77 | 50.151625057118 | 26.848374942882 |
237 | 38 | 71.6013795520957 | -33.6013795520957 |
238 | 23 | 73.8910897081926 | -50.8910897081926 |
239 | 91 | 54.0987924209205 | 36.9012075790795 |
240 | 58 | 59.6553675932969 | -1.65536759329689 |
241 | 42 | 58.430770223339 | -16.430770223339 |
242 | 44 | 65.8312737358753 | -21.8312737358753 |
243 | 58 | 54.572679511843 | 3.42732048815697 |
244 | 35 | 56.1137676518785 | -21.1137676518785 |
245 | 88 | 46.5277577167301 | 41.4722422832699 |
246 | 25 | 75.4130389856815 | -50.4130389856815 |
247 | 39 | 54.3462352016188 | -15.3462352016188 |
248 | 48 | 46.2715713502689 | 1.72842864973108 |
249 | 64 | 51.251700098548 | 12.748299901452 |
250 | 65 | 55.3087165180841 | 9.69128348191586 |
251 | 95 | 52.076849212543 | 42.923150787457 |
252 | 29 | 48.9642668619575 | -19.9642668619575 |
253 | 2 | 48.7962499910833 | -46.7962499910833 |
254 | 83 | 49.3098469534395 | 33.6901530465605 |
255 | 11 | 62.3403347797788 | -51.3403347797788 |
256 | 16 | 51.1160440841162 | -35.1160440841162 |
257 | 9 | 43.6860976832102 | -34.6860976832102 |
258 | 46 | 45.7911399789742 | 0.208860021025777 |
259 | 41 | 61.2981574408914 | -20.2981574408914 |
260 | 14 | 41.1527397331392 | -27.1527397331392 |
261 | 63 | 44.0968019844014 | 18.9031980155986 |
262 | 9 | 46.0107573028818 | -37.0107573028818 |
263 | 0 | 33.9591413453863 | -33.9591413453863 |
264 | 58 | 43.7981208409026 | 14.2018791590974 |
265 | 18 | 47.1979172311515 | -29.1979172311515 |
266 | 42 | 45.2790340135617 | -3.27903401356175 |
267 | 26 | 36.2902313088971 | -10.2902313088971 |
268 | 38 | 45.3733707674817 | -7.3733707674817 |
269 | 1 | 36.6933583658846 | -35.6933583658846 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
13 | 0.646484449870955 | 0.707031100258089 | 0.353515550129045 |
14 | 0.498100765920876 | 0.996201531841752 | 0.501899234079124 |
15 | 0.387924519711549 | 0.775849039423098 | 0.612075480288451 |
16 | 0.305340487788091 | 0.610680975576182 | 0.694659512211909 |
17 | 0.205106540292583 | 0.410213080585166 | 0.794893459707417 |
18 | 0.136957758439344 | 0.273915516878687 | 0.863042241560656 |
19 | 0.111836386402099 | 0.223672772804198 | 0.888163613597901 |
20 | 0.0737201795223005 | 0.147440359044601 | 0.9262798204777 |
21 | 0.0593991383095625 | 0.118798276619125 | 0.940600861690437 |
22 | 0.105732110350778 | 0.211464220701556 | 0.894267889649222 |
23 | 0.070806252797807 | 0.141612505595614 | 0.929193747202193 |
24 | 0.0465046603736952 | 0.0930093207473905 | 0.953495339626305 |
25 | 0.0300295309877853 | 0.0600590619755705 | 0.969970469012215 |
26 | 0.0186721231177665 | 0.0373442462355329 | 0.981327876882234 |
27 | 0.0144326726331207 | 0.0288653452662414 | 0.985567327366879 |
28 | 0.0090671929305121 | 0.0181343858610242 | 0.990932807069488 |
29 | 0.00629152671405296 | 0.0125830534281059 | 0.993708473285947 |
30 | 0.00443557765230533 | 0.00887115530461065 | 0.995564422347695 |
31 | 0.00763709907162082 | 0.0152741981432416 | 0.992362900928379 |
32 | 0.00460348210148077 | 0.00920696420296154 | 0.995396517898519 |
33 | 0.00383436093924542 | 0.00766872187849083 | 0.996165639060755 |
34 | 0.00264573183342214 | 0.00529146366684427 | 0.997354268166578 |
35 | 0.00234888669806804 | 0.00469777339613608 | 0.997651113301932 |
36 | 0.00215738457782228 | 0.00431476915564455 | 0.997842615422178 |
37 | 0.00176843402760329 | 0.00353686805520657 | 0.998231565972397 |
38 | 0.00161068927502719 | 0.00322137855005438 | 0.998389310724973 |
39 | 0.00191833203212046 | 0.00383666406424093 | 0.99808166796788 |
40 | 0.00241294591637872 | 0.00482589183275743 | 0.997587054083621 |
41 | 0.00148305559446506 | 0.00296611118893012 | 0.998516944405535 |
42 | 0.00250745997798256 | 0.00501491995596511 | 0.997492540022017 |
43 | 0.00182580270298256 | 0.00365160540596511 | 0.998174197297017 |
44 | 0.0013882004743761 | 0.0027764009487522 | 0.998611799525624 |
45 | 0.00524208535492421 | 0.0104841707098484 | 0.994757914645076 |
46 | 0.00387361657715072 | 0.00774723315430143 | 0.996126383422849 |
47 | 0.00255715318595764 | 0.00511430637191528 | 0.997442846814042 |
48 | 0.00170012028469784 | 0.00340024056939568 | 0.998299879715302 |
49 | 0.001100033360435 | 0.00220006672087 | 0.998899966639565 |
50 | 0.000742167858708905 | 0.00148433571741781 | 0.999257832141291 |
51 | 0.000547770493952156 | 0.00109554098790431 | 0.999452229506048 |
52 | 0.000764933088357926 | 0.00152986617671585 | 0.999235066911642 |
53 | 0.000786672479927341 | 0.00157334495985468 | 0.999213327520073 |
54 | 0.000542204663698778 | 0.00108440932739756 | 0.999457795336301 |
55 | 0.00034862359667298 | 0.000697247193345959 | 0.999651376403327 |
56 | 0.00152181121082241 | 0.00304362242164483 | 0.998478188789178 |
57 | 0.00102930471758518 | 0.00205860943517035 | 0.998970695282415 |
58 | 0.000707490865139144 | 0.00141498173027829 | 0.999292509134861 |
59 | 0.000754073471033059 | 0.00150814694206612 | 0.999245926528967 |
60 | 0.000684308188915319 | 0.00136861637783064 | 0.999315691811085 |
61 | 0.000457350741679206 | 0.000914701483358412 | 0.999542649258321 |
62 | 0.000326220798598332 | 0.000652441597196664 | 0.999673779201402 |
63 | 0.000212907559856238 | 0.000425815119712476 | 0.999787092440144 |
64 | 0.000137251401712301 | 0.000274502803424602 | 0.999862748598288 |
65 | 0.000253361801117148 | 0.000506723602234295 | 0.999746638198883 |
66 | 0.000238015554825271 | 0.000476031109650542 | 0.999761984445175 |
67 | 0.000153137439446805 | 0.00030627487889361 | 0.999846862560553 |
68 | 9.73224654399509e-05 | 0.000194644930879902 | 0.99990267753456 |
69 | 6.13545108373247e-05 | 0.000122709021674649 | 0.999938645489163 |
70 | 0.000199036512831379 | 0.000398073025662758 | 0.999800963487169 |
71 | 0.000138115835446743 | 0.000276231670893486 | 0.999861884164553 |
72 | 9.11120559848849e-05 | 0.00018222411196977 | 0.999908887944015 |
73 | 6.2488909983229e-05 | 0.000124977819966458 | 0.999937511090017 |
74 | 4.00829969690189e-05 | 8.01659939380379e-05 | 0.999959917003031 |
75 | 2.52171974043465e-05 | 5.04343948086931e-05 | 0.999974782802596 |
76 | 1.87829001574001e-05 | 3.75658003148002e-05 | 0.999981217099843 |
77 | 1.16222492470161e-05 | 2.32444984940322e-05 | 0.999988377750753 |
78 | 9.25835519666713e-06 | 1.85167103933343e-05 | 0.999990741644803 |
79 | 5.89564573016153e-06 | 1.17912914603231e-05 | 0.99999410435427 |
80 | 3.7831196068068e-06 | 7.56623921361361e-06 | 0.999996216880393 |
81 | 2.52586325690464e-06 | 5.05172651380929e-06 | 0.999997474136743 |
82 | 2.94703639973789e-06 | 5.89407279947578e-06 | 0.9999970529636 |
83 | 2.61683657863122e-06 | 5.23367315726243e-06 | 0.999997383163421 |
84 | 2.08899157380951e-06 | 4.17798314761903e-06 | 0.999997911008426 |
85 | 1.25630300864475e-06 | 2.5126060172895e-06 | 0.999998743696991 |
86 | 1.15745291461898e-06 | 2.31490582923797e-06 | 0.999998842547085 |
87 | 2.94526605011214e-06 | 5.89053210022427e-06 | 0.99999705473395 |
88 | 4.32942134728959e-06 | 8.65884269457918e-06 | 0.999995670578653 |
89 | 2.66245580215381e-06 | 5.32491160430762e-06 | 0.999997337544198 |
90 | 2.57001501062806e-06 | 5.14003002125613e-06 | 0.999997429984989 |
91 | 1.72552208826173e-06 | 3.45104417652346e-06 | 0.999998274477912 |
92 | 1.27675170646029e-06 | 2.55350341292058e-06 | 0.999998723248294 |
93 | 8.90656891603102e-07 | 1.7813137832062e-06 | 0.999999109343108 |
94 | 1.60343138860363e-06 | 3.20686277720726e-06 | 0.999998396568611 |
95 | 1.27946459795643e-06 | 2.55892919591286e-06 | 0.999998720535402 |
96 | 1.10990181133188e-06 | 2.21980362266377e-06 | 0.999998890098189 |
97 | 1.2459131840111e-06 | 2.4918263680222e-06 | 0.999998754086816 |
98 | 1.13304651393231e-06 | 2.26609302786462e-06 | 0.999998866953486 |
99 | 8.90354964237747e-07 | 1.78070992847549e-06 | 0.999999109645036 |
100 | 5.4973577745256e-07 | 1.09947155490512e-06 | 0.999999450264223 |
101 | 3.70580482782868e-07 | 7.41160965565735e-07 | 0.999999629419517 |
102 | 4.51639558915614e-07 | 9.03279117831227e-07 | 0.999999548360441 |
103 | 4.60567229192112e-07 | 9.21134458384224e-07 | 0.999999539432771 |
104 | 5.40902805334688e-07 | 1.08180561066938e-06 | 0.999999459097195 |
105 | 6.29241221314473e-05 | 0.000125848244262895 | 0.999937075877869 |
106 | 5.94194057196202e-05 | 0.00011883881143924 | 0.99994058059428 |
107 | 4.24145685086841e-05 | 8.48291370173682e-05 | 0.999957585431491 |
108 | 5.06080031719229e-05 | 0.000101216006343846 | 0.999949391996828 |
109 | 6.96051225265253e-05 | 0.000139210245053051 | 0.999930394877473 |
110 | 0.000289446968622777 | 0.000578893937245554 | 0.999710553031377 |
111 | 0.000695690666379222 | 0.00139138133275844 | 0.999304309333621 |
112 | 0.000871302484531301 | 0.0017426049690626 | 0.999128697515469 |
113 | 0.000642384661478578 | 0.00128476932295716 | 0.999357615338521 |
114 | 0.00196230576181246 | 0.00392461152362492 | 0.998037694238188 |
115 | 0.00173182012446021 | 0.00346364024892041 | 0.99826817987554 |
116 | 0.0178257521783431 | 0.0356515043566862 | 0.982174247821657 |
117 | 0.0173993660609922 | 0.0347987321219844 | 0.982600633939008 |
118 | 0.0172426608703045 | 0.0344853217406089 | 0.982757339129696 |
119 | 0.0174562830655782 | 0.0349125661311563 | 0.982543716934422 |
120 | 0.0140664868646586 | 0.0281329737293172 | 0.985933513135341 |
121 | 0.0276269860587752 | 0.0552539721175504 | 0.972373013941225 |
122 | 0.0230595005928085 | 0.046119001185617 | 0.976940499407192 |
123 | 0.0201691006881786 | 0.0403382013763571 | 0.979830899311821 |
124 | 0.0254386825540854 | 0.0508773651081708 | 0.974561317445915 |
125 | 0.0312243599082563 | 0.0624487198165125 | 0.968775640091744 |
126 | 0.0283425500256266 | 0.0566851000512532 | 0.971657449974373 |
127 | 0.0242504622839349 | 0.0485009245678698 | 0.975749537716065 |
128 | 0.0305759393748596 | 0.0611518787497192 | 0.96942406062514 |
129 | 0.0254597553649339 | 0.0509195107298678 | 0.974540244635066 |
130 | 0.0269541703850525 | 0.0539083407701051 | 0.973045829614947 |
131 | 0.0392133428406729 | 0.0784266856813458 | 0.960786657159327 |
132 | 0.041358408694904 | 0.082716817389808 | 0.958641591305096 |
133 | 0.0360817607324944 | 0.0721635214649888 | 0.963918239267506 |
134 | 0.0299322389734142 | 0.0598644779468284 | 0.970067761026586 |
135 | 0.0249608068141126 | 0.0499216136282252 | 0.975039193185887 |
136 | 0.0227252862375932 | 0.0454505724751864 | 0.977274713762407 |
137 | 0.0188340273782532 | 0.0376680547565065 | 0.981165972621747 |
138 | 0.016490986471118 | 0.032981972942236 | 0.983509013528882 |
139 | 0.0135116499262497 | 0.0270232998524994 | 0.98648835007375 |
140 | 0.0169705934062833 | 0.0339411868125666 | 0.983029406593717 |
141 | 0.014011945159704 | 0.0280238903194081 | 0.985988054840296 |
142 | 0.0118153364183275 | 0.0236306728366549 | 0.988184663581673 |
143 | 0.00964397296534593 | 0.0192879459306919 | 0.990356027034654 |
144 | 0.00820840803748235 | 0.0164168160749647 | 0.991791591962518 |
145 | 0.00740760326710642 | 0.0148152065342128 | 0.992592396732894 |
146 | 0.00616257084105174 | 0.0123251416821035 | 0.993837429158948 |
147 | 0.00478215847844194 | 0.00956431695688389 | 0.995217841521558 |
148 | 0.00380733115850718 | 0.00761466231701435 | 0.996192668841493 |
149 | 0.00307169567687824 | 0.00614339135375648 | 0.996928304323122 |
150 | 0.00270259134954064 | 0.00540518269908129 | 0.997297408650459 |
151 | 0.00208170461595798 | 0.00416340923191596 | 0.997918295384042 |
152 | 0.00161398850311952 | 0.00322797700623904 | 0.99838601149688 |
153 | 0.00246481097032065 | 0.00492962194064131 | 0.997535189029679 |
154 | 0.00186781116720001 | 0.00373562233440001 | 0.9981321888328 |
155 | 0.00180719208467593 | 0.00361438416935186 | 0.998192807915324 |
156 | 0.00169322564766036 | 0.00338645129532073 | 0.99830677435234 |
157 | 0.00139388095577132 | 0.00278776191154264 | 0.998606119044229 |
158 | 0.00254215874601118 | 0.00508431749202236 | 0.997457841253989 |
159 | 0.00219990566765047 | 0.00439981133530094 | 0.99780009433235 |
160 | 0.00172356103649804 | 0.00344712207299608 | 0.998276438963502 |
161 | 0.00246094941131671 | 0.00492189882263342 | 0.997539050588683 |
162 | 0.00201447061258908 | 0.00402894122517817 | 0.997985529387411 |
163 | 0.00154653654261163 | 0.00309307308522325 | 0.998453463457388 |
164 | 0.00115651787864721 | 0.00231303575729442 | 0.998843482121353 |
165 | 0.00113785031914132 | 0.00227570063828264 | 0.998862149680859 |
166 | 0.00108365518228136 | 0.00216731036456271 | 0.998916344817719 |
167 | 0.001150658586449 | 0.002301317172898 | 0.998849341413551 |
168 | 0.00118076827817977 | 0.00236153655635954 | 0.99881923172182 |
169 | 0.00104807095303673 | 0.00209614190607346 | 0.998951929046963 |
170 | 0.00989758728798312 | 0.0197951745759662 | 0.990102412712017 |
171 | 0.00786202734676156 | 0.0157240546935231 | 0.992137972653238 |
172 | 0.00687207708012196 | 0.0137441541602439 | 0.993127922919878 |
173 | 0.0134826864239309 | 0.0269653728478617 | 0.986517313576069 |
174 | 0.0147837677925516 | 0.0295675355851032 | 0.985216232207448 |
175 | 0.0123406001980536 | 0.0246812003961073 | 0.987659399801946 |
176 | 0.0116521809712611 | 0.0233043619425222 | 0.988347819028739 |
177 | 0.0122260345167876 | 0.0244520690335752 | 0.987773965483212 |
178 | 0.019981628195144 | 0.039963256390288 | 0.980018371804856 |
179 | 0.0166135932766758 | 0.0332271865533516 | 0.983386406723324 |
180 | 0.0134404039819714 | 0.0268808079639428 | 0.986559596018029 |
181 | 0.0109973621124034 | 0.0219947242248068 | 0.989002637887597 |
182 | 0.00853981096599663 | 0.0170796219319933 | 0.991460189034003 |
183 | 0.00738494258449594 | 0.0147698851689919 | 0.992615057415504 |
184 | 0.00584443198281226 | 0.0116888639656245 | 0.994155568017188 |
185 | 0.00547466510914313 | 0.0109493302182863 | 0.994525334890857 |
186 | 0.00417003939817774 | 0.00834007879635549 | 0.995829960601822 |
187 | 0.00319995653669495 | 0.00639991307338991 | 0.996800043463305 |
188 | 0.00534424012560851 | 0.010688480251217 | 0.994655759874391 |
189 | 0.00410152278456285 | 0.00820304556912571 | 0.995898477215437 |
190 | 0.00379909505085252 | 0.00759819010170504 | 0.996200904949147 |
191 | 0.00286514167105945 | 0.0057302833421189 | 0.997134858328941 |
192 | 0.00244393669136147 | 0.00488787338272295 | 0.997556063308639 |
193 | 0.00193733087193366 | 0.00387466174386732 | 0.998062669128066 |
194 | 0.00158753914279354 | 0.00317507828558708 | 0.998412460857206 |
195 | 0.00153143484149998 | 0.00306286968299996 | 0.9984685651585 |
196 | 0.00170527348477097 | 0.00341054696954193 | 0.998294726515229 |
197 | 0.00293634504122014 | 0.00587269008244029 | 0.99706365495878 |
198 | 0.00221990629455646 | 0.00443981258911292 | 0.997780093705444 |
199 | 0.00163859773299057 | 0.00327719546598114 | 0.998361402267009 |
200 | 0.0014942369028465 | 0.00298847380569299 | 0.998505763097154 |
201 | 0.00109855439052904 | 0.00219710878105807 | 0.998901445609471 |
202 | 0.000826734897255878 | 0.00165346979451176 | 0.999173265102744 |
203 | 0.000743724366900341 | 0.00148744873380068 | 0.9992562756331 |
204 | 0.000530855354345193 | 0.00106171070869039 | 0.999469144645655 |
205 | 0.000371377109014651 | 0.000742754218029302 | 0.999628622890985 |
206 | 0.00065179822168868 | 0.00130359644337736 | 0.999348201778311 |
207 | 0.000488887652290595 | 0.000977775304581189 | 0.999511112347709 |
208 | 0.000730723385302831 | 0.00146144677060566 | 0.999269276614697 |
209 | 0.000744212311949996 | 0.00148842462389999 | 0.99925578768805 |
210 | 0.0011680802049913 | 0.0023361604099826 | 0.998831919795009 |
211 | 0.000825272454273215 | 0.00165054490854643 | 0.999174727545727 |
212 | 0.000639681865330543 | 0.00127936373066109 | 0.999360318134669 |
213 | 0.00181098605521783 | 0.00362197211043567 | 0.998189013944782 |
214 | 0.00138379530824869 | 0.00276759061649738 | 0.998616204691751 |
215 | 0.000966562868250647 | 0.00193312573650129 | 0.999033437131749 |
216 | 0.000835267205122431 | 0.00167053441024486 | 0.999164732794878 |
217 | 0.000583508767708279 | 0.00116701753541656 | 0.999416491232292 |
218 | 0.000506249151658765 | 0.00101249830331753 | 0.999493750848341 |
219 | 0.000952299851639678 | 0.00190459970327936 | 0.99904770014836 |
220 | 0.00291831483287661 | 0.00583662966575321 | 0.997081685167123 |
221 | 0.00219791079625119 | 0.00439582159250237 | 0.997802089203749 |
222 | 0.155455764640277 | 0.310911529280555 | 0.844544235359723 |
223 | 0.12789974576969 | 0.255799491539381 | 0.87210025423031 |
224 | 0.157432083013112 | 0.314864166026223 | 0.842567916986888 |
225 | 0.146312867305614 | 0.292625734611229 | 0.853687132694386 |
226 | 0.146782680609333 | 0.293565361218666 | 0.853217319390667 |
227 | 0.260590646588868 | 0.521181293177735 | 0.739409353411132 |
228 | 0.256516682898389 | 0.513033365796778 | 0.743483317101611 |
229 | 0.222626472457483 | 0.445252944914967 | 0.777373527542517 |
230 | 0.214525660938941 | 0.429051321877883 | 0.785474339061059 |
231 | 0.186459134457913 | 0.372918268915826 | 0.813540865542087 |
232 | 0.156010842483563 | 0.312021684967125 | 0.843989157516438 |
233 | 0.312785012761548 | 0.625570025523095 | 0.687214987238452 |
234 | 0.510693888094236 | 0.978612223811527 | 0.489306111905764 |
235 | 0.464058429893512 | 0.928116859787025 | 0.535941570106488 |
236 | 0.4441569390178 | 0.888313878035599 | 0.5558430609822 |
237 | 0.398847241002028 | 0.797694482004057 | 0.601152758997971 |
238 | 0.410111979983238 | 0.820223959966475 | 0.589888020016762 |
239 | 0.35565224842545 | 0.711304496850899 | 0.64434775157455 |
240 | 0.305707071471949 | 0.611414142943898 | 0.694292928528051 |
241 | 0.254135533492981 | 0.508271066985961 | 0.745864466507019 |
242 | 0.206458706590814 | 0.412917413181627 | 0.793541293409187 |
243 | 0.187068447557625 | 0.37413689511525 | 0.812931552442375 |
244 | 0.148979694952464 | 0.297959389904929 | 0.851020305047536 |
245 | 0.328421119236362 | 0.656842238472725 | 0.671578880763638 |
246 | 0.292171598227421 | 0.584343196454841 | 0.707828401772579 |
247 | 0.261696721799835 | 0.52339344359967 | 0.738303278200165 |
248 | 0.207236534780595 | 0.41447306956119 | 0.792763465219405 |
249 | 0.252179955310117 | 0.504359910620235 | 0.747820044689883 |
250 | 0.256579831907932 | 0.513159663815864 | 0.743420168092068 |
251 | 0.565893100484763 | 0.868213799030473 | 0.434106899515236 |
252 | 0.460190986223935 | 0.92038197244787 | 0.539809013776065 |
253 | 0.461206186707698 | 0.922412373415395 | 0.538793813292302 |
254 | 0.43737926990224 | 0.874758539804479 | 0.56262073009776 |
255 | 0.355741828173255 | 0.711483656346511 | 0.644258171826745 |
256 | 0.229014208572608 | 0.458028417145216 | 0.770985791427392 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 142 | 0.581967213114754 | NOK |
5% type I error level | 185 | 0.758196721311475 | NOK |
10% type I error level | 198 | 0.811475409836066 | NOK |