Multiple Linear Regression - Estimated Regression Equation |
lfm[t] = + 60.0900199112548 + 26.7734800975453uk[t] -0.736477031279581spr[t] + 0.00418049271596417hours_blogs[t] + 0.284032502865337hours_uk[t] + 0.0217199549665548hours_spr[t] + 0.0746760471539667blogs_uk[t] + 0.0144164326869623blogs_spr[t] -0.72864563845767uk_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) | 60.0900199112548 | 4.219429 | 14.2413 | 0 | 0 |
uk | 26.7734800975453 | 9.630765 | 2.78 | 0.005833 | 0.002917 |
spr | -0.736477031279581 | 0.503069 | -1.464 | 0.144411 | 0.072205 |
hours_blogs | 0.00418049271596417 | 0.001204 | 3.4715 | 0.000606 | 0.000303 |
hours_uk | 0.284032502865337 | 0.250072 | 1.1358 | 0.257086 | 0.128543 |
hours_spr | 0.0217199549665548 | 0.017937 | 1.2109 | 0.227039 | 0.11352 |
blogs_uk | 0.0746760471539667 | 0.240888 | 0.31 | 0.756807 | 0.378403 |
blogs_spr | 0.0144164326869623 | 0.012737 | 1.1319 | 0.258721 | 0.12936 |
uk_spr | -0.72864563845767 | 0.729634 | -0.9986 | 0.318895 | 0.159448 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.653197655148083 |
R-squared | 0.426667176690954 |
Adjusted R-squared | 0.409026166742984 |
F-TEST (value) | 24.1860969382899 |
F-TEST (DF numerator) | 8 |
F-TEST (DF denominator) | 260 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 27.5576846744469 |
Sum Squared Residuals | 197450.756000223 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 122 | 178.101039388844 | -56.1010393888442 |
2 | 114 | 173.408353562426 | -59.408353562426 |
3 | 140 | 151.329248129124 | -11.329248129124 |
4 | 143 | 167.203859171929 | -24.2038591719294 |
5 | 122 | 141.088486892864 | -19.0884868928643 |
6 | 127 | 123.981008454503 | 3.01899154549723 |
7 | 113 | 123.9362769474 | -10.9362769473998 |
8 | 118 | 131.798368505911 | -13.7983685059108 |
9 | 161 | 127.883045242995 | 33.1169547570051 |
10 | 134 | 130.673705969981 | 3.32629403001851 |
11 | 96 | 132.590589306167 | -36.5905893061673 |
12 | 104 | 116.559735069623 | -12.5597350696228 |
13 | 135 | 121.251408753508 | 13.7485912464915 |
14 | 110 | 116.692496199018 | -6.69249619901753 |
15 | 128 | 115.071397933975 | 12.9286020660248 |
16 | 142 | 122.159489446624 | 19.8405105533759 |
17 | 117 | 115.233968775894 | 1.76603122410646 |
18 | 94 | 113.091969687987 | -19.0919696879867 |
19 | 135 | 112.197639809848 | 22.8023601901516 |
20 | 121 | 119.615711454872 | 1.38428854512816 |
21 | 103 | 113.811998135615 | -10.8119981356145 |
22 | 118 | 137.137275936682 | -19.1372759366825 |
23 | 127 | 113.9865995714 | 13.0134004285999 |
24 | 116 | 124.468373666531 | -8.46837366653072 |
25 | 129 | 116.013761788177 | 12.9862382118234 |
26 | 115 | 117.411793011886 | -2.41179301188551 |
27 | 135 | 116.374195113884 | 18.6258048861155 |
28 | 133 | 109.424213510905 | 23.5757864890953 |
29 | 113 | 112.928692462297 | 0.0713075377028016 |
30 | 111 | 115.224037790298 | -4.22403779029761 |
31 | 92 | 114.600598427802 | -22.6005984278019 |
32 | 118 | 114.042381424239 | 3.95761857576129 |
33 | 134 | 115.903749485134 | 18.0962505148661 |
34 | 106 | 114.954999445309 | -8.95499944530866 |
35 | 137 | 112.566021868376 | 24.4339781316242 |
36 | 100 | 111.15354975782 | -11.1535497578197 |
37 | 102 | 106.586739898049 | -4.58673989804947 |
38 | 134 | 113.805799300475 | 20.1942006995251 |
39 | 130 | 108.993316748815 | 21.0066832511849 |
40 | 144 | 109.167959056418 | 34.8320409435823 |
41 | 120 | 107.974458347552 | 12.025541652448 |
42 | 91 | 104.66433617182 | -13.6643361718201 |
43 | 100 | 104.731592749235 | -4.73159274923492 |
44 | 134 | 115.364597674887 | 18.6354023251125 |
45 | 161 | 113.22412998865 | 47.77587001135 |
46 | 128 | 106.911413207882 | 21.0885867921181 |
47 | 124 | 112.916223420944 | 11.083776579056 |
48 | 115 | 110.692223227251 | 4.30777677274932 |
49 | 123 | 111.489173602064 | 11.5108263979361 |
50 | 117 | 107.324128589523 | 9.67587141047689 |
51 | 111 | 119.882246745784 | -8.88224674578403 |
52 | 146 | 106.415903595058 | 39.5840964049419 |
53 | 101 | 111.263369510566 | -10.2633695105663 |
54 | 131 | 112.380148300336 | 18.6198516996642 |
55 | 122 | 107.782627373536 | 14.2173726264645 |
56 | 78 | 111.416699539213 | -33.4166995392133 |
57 | 120 | 105.383657991727 | 14.6163420082728 |
58 | 115 | 110.533020601427 | 4.46697939857284 |
59 | 142 | 107.619299141314 | 34.3807008586862 |
60 | 94 | 105.041806652687 | -11.0418066526871 |
61 | 114 | 105.239134392732 | 8.76086560726815 |
62 | 108 | 103.897018977784 | 4.10298102221597 |
63 | 119 | 101.508734245391 | 17.4912657546092 |
64 | 117 | 103.029816337012 | 13.9701836629875 |
65 | 86 | 106.175336428039 | -20.1753364280388 |
66 | 138 | 106.845024023949 | 31.154975976051 |
67 | 119 | 107.34377738148 | 11.6562226185198 |
68 | 117 | 102.682332315464 | 14.3176676845363 |
69 | 117 | 102.922721723 | 14.0772782769996 |
70 | 76 | 103.459099514975 | -27.4590995149753 |
71 | 119 | 105.540917138966 | 13.4590828610341 |
72 | 119 | 102.435573095609 | 16.5644269043914 |
73 | 124 | 103.710332253097 | 20.2896677469033 |
74 | 116 | 98.9280111227083 | 17.0719888772917 |
75 | 118 | 102.242766300354 | 15.7572336996455 |
76 | 102 | 103.039980144886 | -1.03998014488569 |
77 | 116 | 101.956317079644 | 14.0436829203556 |
78 | 103 | 107.595772574642 | -4.59577257464227 |
79 | 117 | 99.4820447530883 | 17.5179552469117 |
80 | 108 | 104.058993283586 | 3.94100671641423 |
81 | 122 | 99.2707463265767 | 22.7292536734233 |
82 | 90 | 102.400255657864 | -12.4002556578638 |
83 | 133 | 101.709790298882 | 31.2902097011176 |
84 | 116 | 91.0313116906065 | 24.9686883093935 |
85 | 110 | 99.6001698867529 | 10.3998301132472 |
86 | 90 | 96.6575889119587 | -6.65758891195866 |
87 | 74 | 98.5894867370741 | -24.5894867370741 |
88 | 75 | 94.7443177256586 | -19.7443177256586 |
89 | 107 | 98.9832594027019 | 8.01674059729806 |
90 | 90 | 101.917220026961 | -11.9172200269608 |
91 | 96 | 98.538384076474 | -2.53838407647402 |
92 | 115 | 95.8686637451023 | 19.1313362548977 |
93 | 91 | 96.277088806131 | -5.27708880613104 |
94 | 77 | 101.415634491864 | -24.4156344918645 |
95 | 108 | 86.9377708348467 | 21.0622291651533 |
96 | 83 | 97.8542480035321 | -14.8542480035321 |
97 | 77 | 95.3698962527372 | -18.3698962527372 |
98 | 99 | 99.0135393985765 | -0.0135393985764603 |
99 | 115 | 97.3929998238228 | 17.6070001761772 |
100 | 99 | 97.9794390806601 | 1.02056091933994 |
101 | 106 | 95.39776871457 | 10.6022312854299 |
102 | 77 | 89.1616426656655 | -12.1616426656655 |
103 | 115 | 90.5211451027854 | 24.4788548972146 |
104 | 67 | 92.6551717098505 | -25.6551717098505 |
105 | 8 | 92.3504898020706 | -84.3504898020706 |
106 | 69 | 92.0939532235063 | -23.0939532235063 |
107 | 88 | 93.6962264504083 | -5.69622645040826 |
108 | 107 | 88.3837562318141 | 18.6162437681859 |
109 | 120 | 90.306571078212 | 29.693428921788 |
110 | 3 | 84.2367691168436 | -81.2367691168436 |
111 | 1 | 86.5656840378287 | -85.5656840378287 |
112 | 0 | 82.5503960661949 | -82.5503960661949 |
113 | 111 | 149.487671667914 | -38.4876716679135 |
114 | 69 | 151.365712344258 | -82.3657123442576 |
115 | 116 | 118.195515305351 | -2.19551530535116 |
116 | 103 | 99.7751773676266 | 3.22482263237336 |
117 | 139 | 99.526503540293 | 39.473496459707 |
118 | 135 | 104.889830691555 | 30.110169308445 |
119 | 113 | 95.7376592560874 | 17.2623407439126 |
120 | 99 | 84.5814218115164 | 14.4185781884836 |
121 | 76 | 94.7143815326134 | -18.7143815326134 |
122 | 110 | 87.1323791521107 | 22.8676208478893 |
123 | 121 | 86.3683772619906 | 34.6316227380094 |
124 | 95 | 92.2777946572351 | 2.72220534276486 |
125 | 66 | 82.8924086092674 | -16.8924086092674 |
126 | 111 | 101.868562711866 | 9.13143728813397 |
127 | 77 | 76.7841702103157 | 0.21582978968429 |
128 | 101 | 96.4386337939822 | 4.56136620601779 |
129 | 108 | 84.7260445283908 | 23.2739554716092 |
130 | 135 | 83.5155221995374 | 51.4844778004626 |
131 | 70 | 85.4116182143716 | -15.4116182143716 |
132 | 124 | 77.0318398955223 | 46.9681601044777 |
133 | 92 | 86.529614576882 | 5.47038542311804 |
134 | 104 | 84.2395819827994 | 19.7604180172006 |
135 | 113 | 81.4640348666171 | 31.5359651333829 |
136 | 95 | 84.8633099408782 | 10.1366900591218 |
137 | 89 | 78.7637366193222 | 10.2362633806778 |
138 | 83 | 76.6599241234816 | 6.34007587651837 |
139 | 96 | 78.287412433297 | 17.712587566703 |
140 | 95 | 91.2856157449635 | 3.71438425503651 |
141 | 110 | 86.5260354835018 | 23.4739645164982 |
142 | 106 | 88.448380861883 | 17.5516191381171 |
143 | 78 | 68.6138545910537 | 9.38614540894629 |
144 | 115 | 77.1053732575597 | 37.8946267424403 |
145 | 74 | 74.1518905492366 | -0.151890549236626 |
146 | 93 | 76.7553180443293 | 16.2446819556707 |
147 | 88 | 74.6507052573738 | 13.3492947426262 |
148 | 104 | 84.9921224758482 | 19.0078775241518 |
149 | 86 | 75.3629587379662 | 10.6370412620338 |
150 | 104 | 74.7840692758623 | 29.2159307241377 |
151 | 99 | 75.4617435802887 | 23.5382564197113 |
152 | 101 | 74.8620195273473 | 26.1379804726527 |
153 | 53 | 74.8782462944984 | -21.8782462944984 |
154 | 96 | 75.7610660811802 | 20.2389339188198 |
155 | 58 | 70.529960733694 | -12.529960733694 |
156 | 117 | 75.2745965553142 | 41.7254034446858 |
157 | 82 | 76.8645908145325 | 5.13540918546752 |
158 | 57 | 79.922979080643 | -22.922979080643 |
159 | 71 | 72.6852529809224 | -1.68525298092237 |
160 | 105 | 76.0353056257759 | 28.9646943742241 |
161 | 60 | 79.5158210442396 | -19.5158210442396 |
162 | 77 | 75.3146429435551 | 1.68535705644488 |
163 | 73 | 66.4387939925219 | 6.56120600747812 |
164 | 78 | 69.2694817867635 | 8.7305182132365 |
165 | 81 | 80.1539806951868 | 0.846019304813186 |
166 | 101 | 69.1387076022415 | 31.8612923977585 |
167 | 118 | 75.0075001286652 | 42.9924998713348 |
168 | 59 | 72.1371030071063 | -13.1371030071063 |
169 | 101 | 73.9507823728561 | 27.0492176271439 |
170 | 22 | 74.7573716414738 | -52.7573716414738 |
171 | 77 | 67.0074902080499 | 9.9925097919501 |
172 | 100 | 70.2082108742449 | 29.7917891257551 |
173 | 39 | 71.5351766760823 | -32.5351766760823 |
174 | 42 | 67.2877063279484 | -25.2877063279484 |
175 | 80 | 73.2849895455696 | 6.7150104544304 |
176 | 48 | 67.8756303845494 | -19.8756303845494 |
177 | 131 | 74.9269082562982 | 56.0730917437018 |
178 | 46 | 71.7753453994358 | -25.7753453994358 |
179 | 89 | 68.3663200127394 | 20.6336799872606 |
180 | 51 | 64.192195785571 | -13.192195785571 |
181 | 108 | 73.2588700703074 | 34.7411299296926 |
182 | 86 | 71.1615992930777 | 14.8384007069223 |
183 | 105 | 75.4786240378829 | 29.5213759621171 |
184 | 85 | 73.7046851679484 | 11.2953148320516 |
185 | 103 | 70.7932978578259 | 32.2067021421741 |
186 | 83 | 73.8813983479814 | 9.11860165201861 |
187 | 77 | 70.9204793323203 | 6.0795206676797 |
188 | 26 | 67.9494166160375 | -41.9494166160375 |
189 | 73 | 70.6348328657546 | 2.36516713424541 |
190 | 42 | 64.8934333354432 | -22.8934333354432 |
191 | 71 | 67.6785503808156 | 3.3214496191844 |
192 | 105 | 65.3849243247181 | 39.6150756752819 |
193 | 73 | 64.2080577328561 | 8.79194226714392 |
194 | 98 | 75.6855616976869 | 22.3144383023131 |
195 | 108 | 71.6499278694811 | 36.3500721305189 |
196 | 57 | 73.475812783247 | -16.475812783247 |
197 | 37 | 70.7693824524781 | -33.7693824524781 |
198 | 70 | 69.1863207161072 | 0.813679283892838 |
199 | 73 | 67.4270350453428 | 5.5729649546572 |
200 | 47 | 67.0138668294469 | -20.0138668294469 |
201 | 73 | 68.842341398756 | 4.15765860124395 |
202 | 91 | 69.4835537751876 | 21.5164462248124 |
203 | 110 | 89.414193143688 | 20.585806856312 |
204 | 78 | 70.5749041376517 | 7.42509586234827 |
205 | 92 | 76.1364018816477 | 15.8635981183523 |
206 | 52 | 72.9103262880202 | -20.9103262880202 |
207 | 88 | 68.3863483362557 | 19.6136516637443 |
208 | 100 | 64.09253682472 | 35.90746317528 |
209 | 33 | 64.284950673762 | -31.284950673762 |
210 | 42 | 70.0499337498849 | -28.0499337498849 |
211 | 81 | 70.6685706880787 | 10.3314293119213 |
212 | 67 | 52.5607158351891 | 14.4392841648109 |
213 | 8 | 64.1913437549253 | -56.1913437549253 |
214 | 46 | 63.6082781490848 | -17.6082781490848 |
215 | 83 | 70.7381805768642 | 12.2618194231358 |
216 | 87 | 65.4748327512572 | 21.5251672487428 |
217 | 82 | 71.5530368255429 | 10.4469631744571 |
218 | 63 | 60.560799024083 | 2.43920097591704 |
219 | 27 | 67.4451003713372 | -40.4451003713372 |
220 | 14 | 63.9757162244371 | -49.9757162244371 |
221 | 83 | 66.2310215454535 | 16.7689784545465 |
222 | 168 | 64.9552909312309 | 103.044709068769 |
223 | 67 | 67.076952721305 | -0.076952721304972 |
224 | 21 | 65.2950301716605 | -44.2950301716605 |
225 | 55 | 69.694912369185 | -14.694912369185 |
226 | 54 | 70.3709932577564 | -16.3709932577564 |
227 | 118 | 67.4351157711407 | 50.5648842288593 |
228 | 69 | 55.8427692274642 | 13.1572307725358 |
229 | 77 | 59.0728120409808 | 17.9271879590192 |
230 | 72 | 68.1596418468462 | 3.84035815315382 |
231 | 53 | 62.9180560430008 | -9.91805604300079 |
232 | 40 | 64.2050068035186 | -24.2050068035186 |
233 | 102 | 64.7416734363241 | 37.2583265636759 |
234 | 25 | 73.0326016180009 | -48.0326016180009 |
235 | 31 | 63.7507156010955 | -32.7507156010955 |
236 | 77 | 60.4854130618204 | 16.5145869381796 |
237 | 38 | 66.9869992102335 | -28.9869992102335 |
238 | 23 | 67.1071874038531 | -44.1071874038531 |
239 | 91 | 64.2120222584557 | 26.7879777415443 |
240 | 58 | 65.7957885810221 | -7.79578858102211 |
241 | 42 | 63.813678897767 | -21.813678897767 |
242 | 44 | 64.8220201269478 | -20.8220201269478 |
243 | 58 | 62.8454077279538 | -4.84540772795378 |
244 | 35 | 63.3716858008005 | -28.3716858008005 |
245 | 88 | 61.6320697357029 | 26.3679302642971 |
246 | 25 | 66.69971276378 | -41.69971276378 |
247 | 39 | 63.3050884400858 | -24.3050884400858 |
248 | 48 | 59.7404582520599 | -11.7404582520599 |
249 | 64 | 62.0216901016877 | 1.97830989831227 |
250 | 65 | 62.9374002375757 | 2.06259976242432 |
251 | 95 | 61.997320336387 | 33.002679663613 |
252 | 29 | 60.9481640660603 | -31.9481640660603 |
253 | 2 | 61.0128473883544 | -59.0128473883544 |
254 | 83 | 59.7222034966847 | 23.2777965033153 |
255 | 11 | 63.4216492724288 | -52.4216492724288 |
256 | 16 | 61.4603467554275 | -45.4603467554275 |
257 | 9 | 60.2354708479801 | -51.2354708479801 |
258 | 46 | 55.754789159799 | -9.75478915979896 |
259 | 41 | 62.1667360487721 | -21.1667360487721 |
260 | 14 | 57.8182620755208 | -43.8182620755208 |
261 | 63 | 59.1667567033558 | 3.83324329664423 |
262 | 9 | 60.2012644587635 | -51.2012644587635 |
263 | 0 | 59.212621268177 | -59.212621268177 |
264 | 58 | 56.92832830791 | 1.07167169209 |
265 | 18 | 46.9689609685053 | -28.9689609685053 |
266 | 42 | 54.3243571955354 | -12.3243571955354 |
267 | 26 | 57.1705647860433 | -31.1705647860433 |
268 | 38 | 45.3780368470259 | -7.37803684702587 |
269 | 1 | 57.8188793314733 | -56.8188793314733 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
12 | 0.519583420753673 | 0.960833158492654 | 0.480416579246327 |
13 | 0.43112873885909 | 0.86225747771818 | 0.56887126114091 |
14 | 0.301806326305148 | 0.603612652610295 | 0.698193673694852 |
15 | 0.219159303288108 | 0.438318606576217 | 0.780840696711892 |
16 | 0.162936696562276 | 0.325873393124552 | 0.837063303437724 |
17 | 0.0995293255140823 | 0.199058651028165 | 0.900470674485918 |
18 | 0.0605736327751839 | 0.121147265550368 | 0.939426367224816 |
19 | 0.0478562400041728 | 0.0957124800083457 | 0.952143759995827 |
20 | 0.0292553737545634 | 0.0585107475091268 | 0.970744626245437 |
21 | 0.0226968555359423 | 0.0453937110718847 | 0.977303144464058 |
22 | 0.0459096184586191 | 0.0918192369172383 | 0.954090381541381 |
23 | 0.0285165327819855 | 0.0570330655639711 | 0.971483467218014 |
24 | 0.0174494707082319 | 0.0348989414164639 | 0.982550529291768 |
25 | 0.0104981410091626 | 0.0209962820183251 | 0.989501858990837 |
26 | 0.00607741024504379 | 0.0121548204900876 | 0.993922589754956 |
27 | 0.00451773379269911 | 0.00903546758539821 | 0.995482266207301 |
28 | 0.00265665284846956 | 0.00531330569693913 | 0.99734334715153 |
29 | 0.0017512470011023 | 0.0035024940022046 | 0.998248752998898 |
30 | 0.00117504175893941 | 0.00235008351787882 | 0.998824958241061 |
31 | 0.00213165682829797 | 0.00426331365659593 | 0.997868343171702 |
32 | 0.00119855191101232 | 0.00239710382202464 | 0.998801448088988 |
33 | 0.000969179018585232 | 0.00193835803717046 | 0.999030820981415 |
34 | 0.000634813635020836 | 0.00126962727004167 | 0.999365186364979 |
35 | 0.000550641351658338 | 0.00110128270331668 | 0.999449358648342 |
36 | 0.000493786290898088 | 0.000987572581796176 | 0.999506213709102 |
37 | 0.000391088893320949 | 0.000782177786641899 | 0.999608911106679 |
38 | 0.000348850259963123 | 0.000697700519926246 | 0.999651149740037 |
39 | 0.000418806671817485 | 0.00083761334363497 | 0.999581193328183 |
40 | 0.000532867589280421 | 0.00106573517856084 | 0.99946713241072 |
41 | 0.000306656700417131 | 0.000613313400834262 | 0.999693343299583 |
42 | 0.000543481792578542 | 0.00108696358515708 | 0.999456518207421 |
43 | 0.000373925332953113 | 0.000747850665906227 | 0.999626074667047 |
44 | 0.00027251767542523 | 0.000545035350850461 | 0.999727482324575 |
45 | 0.0011758311480789 | 0.00235166229615779 | 0.998824168851921 |
46 | 0.000826219792345965 | 0.00165243958469193 | 0.999173780207654 |
47 | 0.000512302213314987 | 0.00102460442662997 | 0.999487697786685 |
48 | 0.000320552362638678 | 0.000641104725277356 | 0.999679447637361 |
49 | 0.000195075843036399 | 0.000390151686072798 | 0.999804924156964 |
50 | 0.000122797866479465 | 0.000245595732958929 | 0.99987720213352 |
51 | 9.32760895466704e-05 | 0.000186552179093341 | 0.999906723910453 |
52 | 0.00013268502612687 | 0.00026537005225374 | 0.999867314973873 |
53 | 0.000134400634641376 | 0.000268801269282751 | 0.999865599365359 |
54 | 8.79696397045279e-05 | 0.000175939279409056 | 0.999912030360296 |
55 | 5.33636263715829e-05 | 0.000106727252743166 | 0.999946636373628 |
56 | 0.000266176346059979 | 0.000532352692119958 | 0.99973382365394 |
57 | 0.000169804804184167 | 0.000339609608368334 | 0.999830195195816 |
58 | 0.000110427386428958 | 0.000220854772857916 | 0.999889572613571 |
59 | 0.000116821100976086 | 0.000233642201952172 | 0.999883178899024 |
60 | 0.000102843902587694 | 0.000205687805175388 | 0.999897156097412 |
61 | 6.4857312590162e-05 | 0.000129714625180324 | 0.99993514268741 |
62 | 4.39933025925575e-05 | 8.79866051851151e-05 | 0.999956006697407 |
63 | 2.70836356475494e-05 | 5.41672712950989e-05 | 0.999972916364352 |
64 | 1.64489566769177e-05 | 3.28979133538353e-05 | 0.999983551043323 |
65 | 3.15513472624764e-05 | 6.31026945249529e-05 | 0.999968448652737 |
66 | 2.90140153521182e-05 | 5.80280307042364e-05 | 0.999970985984648 |
67 | 1.75616736004357e-05 | 3.51233472008713e-05 | 0.9999824383264 |
68 | 1.05094260568123e-05 | 2.10188521136247e-05 | 0.999989490573943 |
69 | 6.24030978829849e-06 | 1.2480619576597e-05 | 0.999993759690212 |
70 | 2.21791879672999e-05 | 4.43583759345999e-05 | 0.999977820812033 |
71 | 1.49699500752025e-05 | 2.99399001504051e-05 | 0.999985030049925 |
72 | 9.3328402161796e-06 | 1.86656804323592e-05 | 0.999990667159784 |
73 | 6.07118103362824e-06 | 1.21423620672565e-05 | 0.999993928818966 |
74 | 3.67658571425353e-06 | 7.35317142850706e-06 | 0.999996323414286 |
75 | 2.17960372357003e-06 | 4.35920744714007e-06 | 0.999997820396276 |
76 | 1.55490534873443e-06 | 3.10981069746886e-06 | 0.999998445094651 |
77 | 9.06805113637322e-07 | 1.81361022727464e-06 | 0.999999093194886 |
78 | 6.93767575217341e-07 | 1.38753515043468e-06 | 0.999999306232425 |
79 | 4.17806367155701e-07 | 8.35612734311401e-07 | 0.999999582193633 |
80 | 2.53353206639287e-07 | 5.06706413278573e-07 | 0.999999746646793 |
81 | 1.59939748874008e-07 | 3.19879497748016e-07 | 0.999999840060251 |
82 | 1.85023713664449e-07 | 3.70047427328897e-07 | 0.999999814976286 |
83 | 1.58214875973684e-07 | 3.16429751947369e-07 | 0.999999841785124 |
84 | 1.23057494632475e-07 | 2.46114989264949e-07 | 0.999999876942505 |
85 | 6.96853395914608e-08 | 1.39370679182922e-07 | 0.99999993031466 |
86 | 6.28469741800538e-08 | 1.25693948360108e-07 | 0.999999937153026 |
87 | 1.70404128702803e-07 | 3.40808257405606e-07 | 0.999999829595871 |
88 | 2.54135197433866e-07 | 5.08270394867732e-07 | 0.999999745864803 |
89 | 1.47110800684839e-07 | 2.94221601369679e-07 | 0.999999852889199 |
90 | 1.39382360923358e-07 | 2.78764721846717e-07 | 0.999999860617639 |
91 | 8.89280845052297e-08 | 1.77856169010459e-07 | 0.999999911071916 |
92 | 6.2436997218075e-08 | 1.2487399443615e-07 | 0.999999937563003 |
93 | 4.17519124448935e-08 | 8.3503824889787e-08 | 0.999999958248088 |
94 | 7.61763030566009e-08 | 1.52352606113202e-07 | 0.999999923823697 |
95 | 6.05462432213035e-08 | 1.21092486442607e-07 | 0.999999939453757 |
96 | 5.09824097801062e-08 | 1.01964819560212e-07 | 0.99999994901759 |
97 | 5.6505621137351e-08 | 1.13011242274702e-07 | 0.999999943494379 |
98 | 4.9681174695215e-08 | 9.936234939043e-08 | 0.999999950318825 |
99 | 3.75567501930449e-08 | 7.51135003860897e-08 | 0.99999996244325 |
100 | 2.17856060830656e-08 | 4.35712121661313e-08 | 0.999999978214394 |
101 | 1.38730522271848e-08 | 2.77461044543696e-08 | 0.999999986126948 |
102 | 1.57848315961487e-08 | 3.15696631922973e-08 | 0.999999984215168 |
103 | 1.59366479537715e-08 | 3.18732959075431e-08 | 0.999999984063352 |
104 | 1.8792901939476e-08 | 3.75858038789521e-08 | 0.999999981207098 |
105 | 3.54872084925091e-06 | 7.09744169850182e-06 | 0.999996451279151 |
106 | 3.25313717470345e-06 | 6.5062743494069e-06 | 0.999996746862825 |
107 | 2.17782042690063e-06 | 4.35564085380127e-06 | 0.999997822179573 |
108 | 2.62406007910358e-06 | 5.24812015820716e-06 | 0.999997375939921 |
109 | 3.74490280562853e-06 | 7.48980561125706e-06 | 0.999996255097194 |
110 | 1.91491751219248e-05 | 3.82983502438495e-05 | 0.999980850824878 |
111 | 5.28429187976774e-05 | 0.000105685837595355 | 0.999947157081202 |
112 | 6.84267429904367e-05 | 0.000136853485980873 | 0.99993157325701 |
113 | 8.29899171400406e-05 | 0.000165979834280081 | 0.99991701008286 |
114 | 0.00108089393345457 | 0.00216178786690913 | 0.998919106066545 |
115 | 0.0105433856526792 | 0.0210867713053585 | 0.989456614347321 |
116 | 0.0351353594129497 | 0.0702707188258994 | 0.96486464058705 |
117 | 0.0291472841853731 | 0.0582945683707462 | 0.970852715814627 |
118 | 0.0238630160169645 | 0.047726032033929 | 0.976136983983035 |
119 | 0.0249344706257678 | 0.0498689412515356 | 0.975065529374232 |
120 | 0.0303984034200657 | 0.0607968068401313 | 0.969601596579934 |
121 | 0.0517448716776329 | 0.103489743355266 | 0.948255128322367 |
122 | 0.0429431902751359 | 0.0858863805502717 | 0.957056809724864 |
123 | 0.0369800248777866 | 0.0739600497555731 | 0.963019975122213 |
124 | 0.0384129695919565 | 0.076825939183913 | 0.961587030408043 |
125 | 0.0563631339420721 | 0.112726267884144 | 0.943636866057928 |
126 | 0.0558531984738493 | 0.111706396947699 | 0.944146801526151 |
127 | 0.0607947402786801 | 0.12158948055736 | 0.93920525972132 |
128 | 0.0615553080351053 | 0.123110616070211 | 0.938444691964895 |
129 | 0.0516967907837285 | 0.103393581567457 | 0.948303209216272 |
130 | 0.0530382077704489 | 0.106076415540898 | 0.946961792229551 |
131 | 0.0705668888098525 | 0.141133777619705 | 0.929433111190147 |
132 | 0.0687360167530068 | 0.137472033506014 | 0.931263983246993 |
133 | 0.0610076158678029 | 0.122015231735606 | 0.938992384132197 |
134 | 0.0512927449391156 | 0.102585489878231 | 0.948707255060884 |
135 | 0.0433521781039954 | 0.0867043562079908 | 0.956647821896005 |
136 | 0.03829004338558 | 0.0765800867711599 | 0.96170995661442 |
137 | 0.0333897801987032 | 0.0667795603974064 | 0.966610219801297 |
138 | 0.0314835706971597 | 0.0629671413943193 | 0.96851642930284 |
139 | 0.025724133028172 | 0.051448266056344 | 0.974275866971828 |
140 | 0.0266830172844794 | 0.0533660345689588 | 0.973316982715521 |
141 | 0.0224588234007792 | 0.0449176468015583 | 0.977541176599221 |
142 | 0.0191548455999544 | 0.0383096911999088 | 0.980845154400046 |
143 | 0.0190749274018152 | 0.0381498548036303 | 0.980925072598185 |
144 | 0.0164386286241131 | 0.0328772572482261 | 0.983561371375887 |
145 | 0.0162166039030417 | 0.0324332078060834 | 0.983783396096958 |
146 | 0.0134374741913579 | 0.0268749483827158 | 0.986562525808642 |
147 | 0.0110009346319744 | 0.0220018692639488 | 0.988999065368026 |
148 | 0.00888700777485432 | 0.0177740155497086 | 0.991112992225146 |
149 | 0.0074142036943552 | 0.0148284073887104 | 0.992585796305645 |
150 | 0.00636728906600838 | 0.0127345781320168 | 0.993632710933992 |
151 | 0.0050385115739553 | 0.0100770231479106 | 0.994961488426045 |
152 | 0.00400744714187307 | 0.00801489428374614 | 0.995992552858127 |
153 | 0.00621266153773328 | 0.0124253230754666 | 0.993787338462267 |
154 | 0.00485443939221203 | 0.00970887878442407 | 0.995145560607788 |
155 | 0.00555192177776316 | 0.0111038435555263 | 0.994448078222237 |
156 | 0.00527989310421415 | 0.0105597862084283 | 0.994720106895786 |
157 | 0.00439656243167826 | 0.00879312486335652 | 0.995603437568322 |
158 | 0.00692352630126678 | 0.0138470526025336 | 0.993076473698733 |
159 | 0.00632421081836104 | 0.0126484216367221 | 0.993675789181639 |
160 | 0.00511512666701646 | 0.0102302533340329 | 0.994884873332984 |
161 | 0.00673991104278487 | 0.0134798220855697 | 0.993260088957215 |
162 | 0.00563235072452403 | 0.0112647014490481 | 0.994367649275476 |
163 | 0.00452729462586378 | 0.00905458925172755 | 0.995472705374136 |
164 | 0.00357617519206937 | 0.00715235038413873 | 0.996423824807931 |
165 | 0.00328297834687546 | 0.00656595669375093 | 0.996717021653125 |
166 | 0.00303918987035763 | 0.00607837974071527 | 0.996960810129642 |
167 | 0.00321283299776277 | 0.00642566599552553 | 0.996787167002237 |
168 | 0.00339851272442748 | 0.00679702544885496 | 0.996601487275573 |
169 | 0.00312441213660334 | 0.00624882427320667 | 0.996875587863397 |
170 | 0.0191572029378048 | 0.0383144058756095 | 0.980842797062195 |
171 | 0.0162259063910885 | 0.032451812782177 | 0.983774093608912 |
172 | 0.014349701054903 | 0.028699402109806 | 0.985650298945097 |
173 | 0.0255512375036507 | 0.0511024750073015 | 0.974448762496349 |
174 | 0.0234776532982887 | 0.0469553065965775 | 0.976522346701711 |
175 | 0.0194666809104231 | 0.0389333618208461 | 0.980533319089577 |
176 | 0.0189892248552703 | 0.0379784497105406 | 0.98101077514473 |
177 | 0.0221184085844844 | 0.0442368171689689 | 0.977881591415516 |
178 | 0.031549167600775 | 0.06309833520155 | 0.968450832399225 |
179 | 0.0271421209254425 | 0.0542842418508851 | 0.972857879074557 |
180 | 0.0239229517024266 | 0.0478459034048533 | 0.976077048297573 |
181 | 0.0207683851938169 | 0.0415367703876337 | 0.979231614806183 |
182 | 0.0166311954019507 | 0.0332623908039015 | 0.983368804598049 |
183 | 0.0146516195577954 | 0.0293032391155907 | 0.985348380442205 |
184 | 0.0115601512719265 | 0.0231203025438531 | 0.988439848728073 |
185 | 0.0112038926914365 | 0.022407785382873 | 0.988796107308563 |
186 | 0.00869273414117113 | 0.0173854682823423 | 0.991307265858829 |
187 | 0.00695542506611795 | 0.0139108501322359 | 0.993044574933882 |
188 | 0.00902210348544772 | 0.0180442069708954 | 0.990977896514552 |
189 | 0.0070510990170187 | 0.0141021980340374 | 0.992948900982981 |
190 | 0.00705371102801165 | 0.0141074220560233 | 0.992946288971988 |
191 | 0.00559951209873413 | 0.0111990241974683 | 0.994400487901266 |
192 | 0.0104444158224974 | 0.0208888316449948 | 0.989555584177503 |
193 | 0.00892507228071195 | 0.0178501445614239 | 0.991074927719288 |
194 | 0.00719654939123544 | 0.0143930987824709 | 0.992803450608765 |
195 | 0.00750041330664645 | 0.0150008266132929 | 0.992499586693354 |
196 | 0.00741758300244647 | 0.0148351660048929 | 0.992582416997554 |
197 | 0.0105449497971665 | 0.0210898995943329 | 0.989455050202834 |
198 | 0.00826022997281092 | 0.0165204599456218 | 0.991739770027189 |
199 | 0.00647681675288875 | 0.0129536335057775 | 0.993523183247111 |
200 | 0.00600870011164554 | 0.0120174002232911 | 0.993991299888354 |
201 | 0.00456185297889159 | 0.00912370595778317 | 0.995438147021108 |
202 | 0.0037979542737438 | 0.00759590854748759 | 0.996202045726256 |
203 | 0.00281801561578298 | 0.00563603123156596 | 0.997181984384217 |
204 | 0.00208228475978838 | 0.00416456951957676 | 0.997917715240212 |
205 | 0.00152123583003525 | 0.0030424716600705 | 0.998478764169965 |
206 | 0.00173399727077168 | 0.00346799454154337 | 0.998266002729228 |
207 | 0.00142864875381815 | 0.0028572975076363 | 0.998571351246182 |
208 | 0.00214923465186294 | 0.00429846930372589 | 0.997850765348137 |
209 | 0.00223709356336074 | 0.00447418712672149 | 0.997762906436639 |
210 | 0.00269692212946118 | 0.00539384425892237 | 0.997303077870539 |
211 | 0.00194401503707007 | 0.00388803007414013 | 0.99805598496293 |
212 | 0.00186719876616671 | 0.00373439753233342 | 0.998132801233833 |
213 | 0.00476593623339813 | 0.00953187246679626 | 0.995234063766602 |
214 | 0.0038177062053904 | 0.00763541241078079 | 0.99618229379461 |
215 | 0.00280170846539181 | 0.00560341693078362 | 0.997198291534608 |
216 | 0.00270602541639158 | 0.00541205083278316 | 0.997293974583608 |
217 | 0.00193067889622635 | 0.00386135779245271 | 0.998069321103774 |
218 | 0.00206659395154929 | 0.00413318790309858 | 0.997933406048451 |
219 | 0.00303002426374611 | 0.00606004852749222 | 0.996969975736254 |
220 | 0.00806547691662869 | 0.0161309538332574 | 0.991934523083371 |
221 | 0.00650384755772756 | 0.0130076951154551 | 0.993496152442272 |
222 | 0.27119013735459 | 0.542380274709179 | 0.72880986264541 |
223 | 0.234477282700914 | 0.468954565401829 | 0.765522717299086 |
224 | 0.266816096047313 | 0.533632192094627 | 0.733183903952687 |
225 | 0.239114287860378 | 0.478228575720756 | 0.760885712139622 |
226 | 0.222548517024403 | 0.445097034048805 | 0.777451482975597 |
227 | 0.385623829701984 | 0.771247659403968 | 0.614376170298016 |
228 | 0.392104346595674 | 0.784208693191348 | 0.607895653404326 |
229 | 0.345812643435363 | 0.691625286870726 | 0.654187356564637 |
230 | 0.334727428309849 | 0.669454856619698 | 0.665272571690151 |
231 | 0.303481007859951 | 0.606962015719903 | 0.696518992140049 |
232 | 0.266544844589537 | 0.533089689179074 | 0.733455155410463 |
233 | 0.444025701185403 | 0.888051402370805 | 0.555974298814597 |
234 | 0.661941665403605 | 0.67611666919279 | 0.338058334596395 |
235 | 0.621153680576269 | 0.757692638847462 | 0.378846319423731 |
236 | 0.601182535443951 | 0.797634929112097 | 0.398817464556049 |
237 | 0.553860294738132 | 0.892279410523735 | 0.446139705261868 |
238 | 0.555900336398445 | 0.88819932720311 | 0.444099663601555 |
239 | 0.493254976126673 | 0.986509952253346 | 0.506745023873327 |
240 | 0.436984168474406 | 0.873968336948812 | 0.563015831525594 |
241 | 0.379404547598454 | 0.758809095196909 | 0.620595452401546 |
242 | 0.322369911388171 | 0.644739822776342 | 0.677630088611829 |
243 | 0.307784816968569 | 0.615569633937139 | 0.692215183031431 |
244 | 0.258243785381398 | 0.516487570762796 | 0.741756214618602 |
245 | 0.445309573956392 | 0.890619147912783 | 0.554690426043608 |
246 | 0.422678098955884 | 0.845356197911768 | 0.577321901044116 |
247 | 0.399472100119538 | 0.798944200239076 | 0.600527899880462 |
248 | 0.336160381445548 | 0.672320762891097 | 0.663839618554452 |
249 | 0.346111006550956 | 0.692222013101911 | 0.653888993449044 |
250 | 0.300111127070009 | 0.600222254140019 | 0.699888872929991 |
251 | 0.452588170434016 | 0.905176340868033 | 0.547411829565984 |
252 | 0.376415317727002 | 0.752830635454005 | 0.623584682272998 |
253 | 0.521950767510647 | 0.956098464978705 | 0.478049232489353 |
254 | 0.486400315192925 | 0.972800630385851 | 0.513599684807075 |
255 | 0.470524797293441 | 0.941049594586881 | 0.529475202706559 |
256 | 0.385015414749902 | 0.770030829499805 | 0.614984585250098 |
257 | 0.299997960584275 | 0.599995921168549 | 0.700002039415725 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 117 | 0.475609756097561 | NOK |
5% type I error level | 173 | 0.703252032520325 | NOK |
10% type I error level | 192 | 0.780487804878049 | NOK |