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Multiple Linear Regression - Estimated Regression Equation | Asia[t] = + 32.3756864590002 + 0.266839763422737Arabia[t] -0.0207513918279696t + 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) | 32.3756864590002 | 8.173461 | 3.9611 | 8.9e-05 | 4.4e-05 | Arabia | 0.266839763422737 | 0.022155 | 12.0443 | 0 | 0 | t | -0.0207513918279696 | 0.008113 | -2.5579 | 0.010905 | 0.005452 |
Multiple Linear Regression - Regression Statistics | Multiple R | 0.910611391292349 | R-squared | 0.829213105951387 | Adjusted R-squared | 0.828341744247058 | F-TEST (value) | 951.629044323568 | F-TEST (DF numerator) | 2 | F-TEST (DF denominator) | 392 | p-value | 0 | Multiple Linear Regression - Residual Statistics | Residual Standard Deviation | 6.10301775529827 | Sum Squared Residuals | 14600.7556828225 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error | 1 | 122.36 | 128.041005832934 | -5.68100583293372 | 2 | 123.33 | 129.186344207261 | -5.856344207261 | 3 | 123.04 | 129.021499343185 | -5.98149934318474 | 4 | 124.53 | 129.681189348085 | -5.15118934808477 | 5 | 125.13 | 129.412276976274 | -4.28227697627365 | 6 | 125.85 | 128.596343089446 | -2.74634308944592 | 7 | 126.5 | 127.887145107987 | -1.38714510798729 | 8 | 126.53 | 126.393438222066 | 0.136561777934197 | 9 | 127.07 | 128.141834461731 | -1.07183446173059 | 10 | 124.55 | 128.334554880641 | -3.78455488064080 | 11 | 124.9 | 127.515952596179 | -2.61595259617884 | 12 | 124.32 | 128.970825096079 | -4.65082509607863 | 13 | 122.84 | 129.382354120996 | -6.54235412099548 | 14 | 123.31 | 129.676473650006 | -6.36647365000635 | 15 | 123.31 | 129.380877301853 | -6.07087730185295 | 16 | 124.87 | 129.346783921854 | -4.47678392185384 | 17 | 124.64 | 127.933128964959 | -3.29312896495919 | 18 | 124.73 | 128.635513332007 | -3.90551333200683 | 19 | 124.9 | 127.235200363283 | -2.33520036328332 | 20 | 124.04 | 126.640743480096 | -2.60074348009646 | 21 | 123.28 | 126.179706478621 | -2.89970647862098 | 22 | 123.86 | 127.196961766507 | -3.33696176650746 | 23 | 122.29 | 126.941391382867 | -4.65139138286748 | 24 | 124.09 | 126.608437467835 | -2.5184374678349 | 25 | 124.54 | 126.758463524597 | -2.21846352459748 | 26 | 125.65 | 127.180666140051 | -1.53066614005126 | 27 | 125.7 | 127.095873205002 | -1.39587320500183 | 28 | 125.53 | 127.299267214449 | -1.76926721444897 | 29 | 125.61 | 127.430614487772 | -1.82061448777196 | 30 | 125.55 | 127.540614580021 | -1.99061458002114 | 31 | 125.41 | 125.598616891549 | -0.188616891549451 | 32 | 127.6 | 125.681933007456 | 1.91806699254364 | 33 | 124.68 | 127.507712778514 | -2.82771277851371 | 34 | 124.41 | 127.825847886233 | -3.41584788623264 | 35 | 126.43 | 127.586287888398 | -1.156287888398 | 36 | 126.38 | 127.504163350983 | -1.12416335098282 | 37 | 125.78 | 127.245924569709 | -1.46592456970862 | 38 | 124.7 | 127.564059677428 | -2.86405967742752 | 39 | 125.07 | 126.377218519442 | -1.30721851944219 | 40 | 125.25 | 126.828773508872 | -1.57877350887246 | 41 | 126.58 | 124.841413060619 | 1.73858693938108 | 42 | 127.13 | 126.000093423119 | 1.12990657688055 | 43 | 125.82 | 123.673846475319 | 2.14615352468096 | 44 | 123.7 | 122.639103982485 | 1.06089601751534 | 45 | 124.39 | 123.301462385019 | 1.08853761498110 | 46 | 123.7 | 122.192004758426 | 1.50799524157384 | 47 | 124.42 | 122.784984822470 | 1.63501517752951 | 48 | 121.05 | 123.287239366951 | -2.23723936695108 | 49 | 121.02 | 120.277882624788 | 0.742117375211537 | 50 | 123.23 | 121.988921297574 | 1.24107870242595 | 51 | 121.32 | 122.739336822038 | -1.4193368220378 | 52 | 120.91 | 123.719234543045 | -2.80923454304509 | 53 | 120.72 | 121.758558071134 | -1.03855807113381 | 54 | 123.31 | 121.908584127896 | 1.4014158721036 | 55 | 119.58 | 122.258740007226 | -2.67874000722604 | 56 | 119.53 | 120.855758640868 | -1.32575864086828 | 57 | 120.59 | 120.173244635752 | 0.416755364248079 | 58 | 118.63 | 120.739540723454 | -2.10954072345399 | 59 | 118.47 | 122.175734439914 | -3.70573443991416 | 60 | 111.81 | 122.445838390217 | -10.6358383902170 | 61 | 114.71 | 122.534491301392 | -7.82449130139233 | 62 | 117.34 | 123.431668695739 | -6.09166869573856 | 63 | 115.77 | 122.975968489532 | -7.20596848953154 | 64 | 118.38 | 123.547601372502 | -5.16760137250204 | 65 | 117.84 | 122.750346269114 | -4.91034626911391 | 66 | 118.83 | 120.576197986464 | -1.74619798646446 | 67 | 120.02 | 122.444672119669 | -2.42467211966946 | 68 | 116.21 | 122.162417759687 | -5.95241775968721 | 69 | 117.08 | 123.227704204990 | -6.14770420498978 | 70 | 120.2 | 123.388403852289 | -3.18840385228926 | 71 | 119.83 | 124.507058250276 | -4.67705825027639 | 72 | 118.92 | 123.058714124137 | -4.13871412413677 | 73 | 118.03 | 123.152703830581 | -5.12270383058058 | 74 | 117.71 | 121.160006587059 | -3.4500065870586 | 75 | 119.55 | 120.800368695684 | -1.25036869568374 | 76 | 116.13 | 121.740240452178 | -5.61024045217763 | 77 | 115.97 | 121.465991285098 | -5.49599128509806 | 78 | 115.99 | 122.245759183538 | -6.2557591835383 | 79 | 114.96 | 122.350422480519 | -7.39042248051901 | 80 | 116.46 | 121.902727467215 | -5.44272746721467 | 81 | 116.55 | 124.456979792416 | -7.9069797924161 | 82 | 113.05 | 124.369518459732 | -11.3195184597325 | 83 | 117.44 | 122.977210683912 | -5.53721068391162 | 84 | 118.84 | 123.372729323023 | -4.53272932302312 | 85 | 117.06 | 122.943713093158 | -5.88371309315835 | 86 | 117.54 | 122.728168674032 | -5.18816867403179 | 87 | 119.31 | 123.171718470559 | -3.86171847055938 | 88 | 118.72 | 123.412470046886 | -4.69247004688569 | 89 | 121.55 | 122.716614053598 | -1.16661405359821 | 90 | 122.61 | 123.741874534387 | -1.13187453438735 | 91 | 121.53 | 124.161408752207 | -2.63140875220691 | 92 | 123.31 | 123.780423679758 | -0.470423679758238 | 93 | 124.07 | 124.069206413501 | 0.000793586499341192 | 94 | 123.59 | 125.006409772360 | -1.41640977236030 | 95 | 122.97 | 125.212472179442 | -2.24247217944166 | 96 | 123.22 | 125.773431471875 | -2.55343147187527 | 97 | 123.04 | 125.154959009980 | -2.11495900998035 | 98 | 122.96 | 124.213610434344 | -1.25361043434396 | 99 | 122.81 | 125.108119431056 | -2.29811943105597 | 100 | 122.81 | 123.966641032852 | -1.15664103285249 | 101 | 122.62 | 123.748428216092 | -1.12842821609169 | 102 | 120.82 | 123.698324450287 | -2.87832445028724 | 103 | 119.41 | 123.141225133980 | -3.73122513397957 | 104 | 121.56 | 121.023113201649 | 0.53688679835112 | 105 | 121.59 | 121.922958993629 | -0.33295899362935 | 106 | 118.5 | 122.158373774687 | -3.65837377468721 | 107 | 118.77 | 121.982855320074 | -3.21285532007406 | 108 | 118.86 | 121.431092799035 | -2.57109279903483 | 109 | 117.6 | 122.184176721133 | -4.58417672113282 | 110 | 119.9 | 122.424928297459 | -2.52492829745911 | 111 | 121.83 | 122.513581208634 | -0.683581208634474 | 112 | 121.84 | 122.663607265397 | -0.823607265397049 | 113 | 122.12 | 120.577516104677 | 1.54248389532291 | 114 | 122.12 | 120.495391567262 | 1.6246084327381 | 115 | 121.36 | 119.964976227297 | 1.39502377270350 | 116 | 119.66 | 120.581971870049 | -0.921971870048874 | 117 | 119.32 | 117.431190053272 | 1.88880994672779 | 118 | 120.36 | 117.132925307485 | 3.22707469251542 | 119 | 117.06 | 115.756627917469 | 1.30337208253089 | 120 | 117.48 | 115.39432162846 | 2.08567837153997 | 121 | 115.6 | 117.305490123813 | -1.70549012381269 | 122 | 113.86 | 116.286758016784 | -2.42675801678367 | 123 | 116.92 | 115.337404248245 | 1.58259575175541 | 124 | 117.75 | 115.759606863698 | 1.99039313630164 | 125 | 117.75 | 114.193853241653 | 3.55614675834727 | 126 | 115.31 | 113.756831818885 | 1.55316818111471 | 127 | 116.28 | 112.167062618132 | 4.11293738186837 | 128 | 115.22 | 112.071596092545 | 3.14840390745470 | 129 | 115.65 | 113.595846930935 | 2.05415306906502 | 130 | 115.11 | 111.565792120534 | 3.5442078794662 | 131 | 118.67 | 112.537684648638 | 6.13231535136159 | 132 | 118.04 | 115.452170654461 | 2.58782934553945 | 133 | 116.5 | 115.404735286290 | 1.09526471370969 | 134 | 119.78 | 116.499374105569 | 3.28062589443062 | 135 | 119.95 | 116.123725828389 | 3.82627417161083 | 136 | 120.37 | 114.944889863307 | 5.42511013669349 | 137 | 119.79 | 116.757327646193 | 3.03267235380725 | 138 | 119.43 | 118.206863350824 | 1.22313664917595 | 139 | 121.06 | 117.943287774281 | 3.11671222571859 | 140 | 121.74 | 118.226733712755 | 3.51326628724464 | 141 | 121.09 | 116.116626973327 | 4.97337302667264 | 142 | 122.97 | 116.717612230274 | 6.25238776972563 | 143 | 120.5 | 117.174504014973 | 3.3254959850269 | 144 | 117.18 | 117.009659150897 | 0.170340849103162 | 145 | 115.03 | 116.044294996552 | -1.01429499655238 | 146 | 113.36 | 116.309062151587 | -2.94906215158674 | 147 | 112.59 | 116.363025893517 | -3.77302589351714 | 148 | 111.65 | 117.078752248736 | -5.42875224873592 | 149 | 111.98 | 118.349505311874 | -6.36950531187399 | 150 | 114.87 | 116.802430473268 | -1.93243047326797 | 151 | 114.67 | 116.197299999544 | -1.52729999954421 | 152 | 114.09 | 116.053802316542 | -1.96380231654179 | 153 | 114.77 | 114.285250474295 | 0.484749525705104 | 154 | 117.05 | 114.336545818591 | 2.71345418140894 | 155 | 117.22 | 111.922241748861 | 5.29775825113885 | 156 | 113.18 | 112.320428785607 | 0.859571214393137 | 157 | 110.95 | 110.914779021615 | 0.0352209783851072 | 158 | 112.14 | 112.1268273368 | 0.0131726632000281 | 159 | 112.72 | 112.324884550979 | 0.395115449021354 | 160 | 110.01 | 110.900556003547 | -0.890556003547076 | 161 | 110.29 | 111.234701497071 | -0.944701497071342 | 162 | 110.74 | 109.268688229892 | 1.47131177010838 | 163 | 110.32 | 109.552134168366 | 0.767865831634426 | 164 | 105.89 | 107.180524460783 | -1.29052446078328 | 165 | 108.97 | 107.071715947026 | 1.89828405297418 | 166 | 109.34 | 107.536612924627 | 1.80338707537278 | 167 | 106.57 | 106.267051439981 | 0.302948560019149 | 168 | 99.49 | 108.058142041793 | -8.56814204179327 | 169 | 101.81 | 108.176147326945 | -6.36614732694511 | 170 | 104.29 | 107.114720857768 | -2.82472085776847 | 171 | 109.73 | 107.878478370403 | 1.85152162959665 | 172 | 105.06 | 108.484800422619 | -3.42480042261882 | 173 | 107.97 | 108.002416240070 | -0.0324162400695121 | 174 | 108.13 | 109.089049866446 | -0.959049866445899 | 175 | 109.86 | 110.058273996916 | -0.198273996916289 | 176 | 108.95 | 109.287702869870 | -0.337702869870425 | 177 | 111.2 | 107.612544944821 | 3.58745505517851 | 178 | 110.69 | 106.914020553900 | 3.77597944610023 | 179 | 106.1 | 108.272830738967 | -2.17283073896736 | 180 | 105.68 | 108.156017032307 | -2.47601703230718 | 181 | 104.12 | 108.631587600446 | -4.51158760044551 | 182 | 104.71 | 108.610836208618 | -3.90083620861755 | 183 | 104.3 | 109.817547728534 | -5.51754772853416 | 184 | 103.52 | 108.462597519593 | -4.94259751959251 | 185 | 107.76 | 108.092286037681 | -0.332286037680742 | 186 | 107.8 | 108.242312094443 | -0.442312094443329 | 187 | 107.3 | 107.751922718991 | -0.451922718991344 | 188 | 108.64 | 108.881250707515 | -0.241250707515369 | 189 | 105.03 | 107.160730022685 | -2.13073002268456 | 190 | 108.3 | 107.601611421578 | 0.698388578422063 | 191 | 107.21 | 108.658892673978 | -1.44889267397783 | 192 | 109.27 | 108.966354191160 | 0.303645808840182 | 193 | 109.5 | 107.723476682856 | 1.77652331714429 | 194 | 111.68 | 106.766117721414 | 4.91388227858607 | 195 | 111.8 | 104.634663800912 | 7.16533619908788 | 196 | 111.75 | 104.467150539202 | 7.28284946079835 | 197 | 106.68 | 103.990103151921 | 2.68989684807922 | 198 | 106.37 | 104.252201909321 | 2.11779809067908 | 199 | 105.76 | 102.190126327309 | 3.56987367269098 | 200 | 109.01 | 101.534296298535 | 7.47570370146507 | 201 | 109.01 | 101.513544906707 | 7.49645509329304 | 202 | 109.01 | 101.492793514879 | 7.517206485121 | 203 | 109.01 | 101.472042123051 | 7.53795787694898 | 204 | 107.69 | 101.440617140686 | 6.24938285931385 | 205 | 105.19 | 101.614658776157 | 3.57534122384322 | 206 | 105.48 | 98.5866232505546 | 6.89337674944545 | 207 | 102.22 | 101.791964598507 | 0.428035401492517 | 208 | 100.54 | 99.8072725478882 | 0.732727452111843 | 209 | 105 | 102.212094605573 | 2.78790539442712 | 210 | 105.44 | 102.863779417570 | 2.57622058242979 | 211 | 107.89 | 103.003131883796 | 4.88686811620413 | 212 | 108.64 | 101.666860458294 | 6.97313954170618 | 213 | 106.7 | 100.690822713412 | 6.00917728658756 | 214 | 109.1 | 100.232454109571 | 8.86754589042881 | 215 | 105.23 | 103.779350354705 | 1.45064964529479 | 216 | 108.41 | 103.659868250411 | 4.75013174958917 | 217 | 108.8 | 103.703158401804 | 5.09684159819568 | 218 | 110.39 | 103.322173329356 | 7.06782667064435 | 219 | 110.22 | 103.570930098585 | 6.64906990141536 | 220 | 110.86 | 103.248649774089 | 7.61135022591102 | 221 | 108.58 | 102.315306391355 | 6.26469360864474 | 222 | 107.7 | 102.670799065953 | 5.02920093404666 | 223 | 106.62 | 100.987635948002 | 5.63236405199828 | 224 | 109.84 | 100.692039599848 | 9.14796040015167 | 225 | 107.16 | 101.218309723037 | 5.94169027696302 | 226 | 107.26 | 102.256912191997 | 5.00308780800274 | 227 | 108.7 | 102.430953827468 | 6.2690461725321 | 228 | 109.85 | 104.550257338290 | 5.29974266170972 | 229 | 109.41 | 103.619582353191 | 5.79041764680922 | 230 | 112.36 | 102.694244163360 | 9.66575583664027 | 231 | 111.03 | 103.201835503109 | 7.82816449689122 | 232 | 110.67 | 104.403210227757 | 6.26678977224305 | 233 | 109.21 | 105.129610173513 | 4.08038982648736 | 234 | 113.58 | 105.063496021903 | 8.51650397809719 | 235 | 113.88 | 104.794583650092 | 9.0854163499083 | 236 | 114.08 | 104.819195018046 | 9.26080498195442 | 237 | 112.33 | 107.122617965630 | 5.20738203437034 | 238 | 113.92 | 106.440103960513 | 7.4798960394867 | 239 | 114.41 | 106.704871115548 | 7.70512888445234 | 240 | 114.57 | 106.203808149559 | 8.36619185044124 | 241 | 115.35 | 106.425880942445 | 8.92411905755451 | 242 | 113.13 | 105.884792011943 | 7.24520798805682 | 243 | 113.29 | 106.357694182447 | 6.93230581755274 | 244 | 112.56 | 106.427668310183 | 6.13233168981697 | 245 | 113.06 | 106.823186949295 | 6.23681305070547 | 246 | 113.46 | 107.597618052466 | 5.86238194753368 | 247 | 115.39 | 107.440778381293 | 7.94922161870725 | 248 | 116.62 | 107.681529957619 | 8.93847004238094 | 249 | 117.04 | 106.441320846949 | 10.5986791530508 | 250 | 117.42 | 104.528675532454 | 12.891324467546 | 251 | 115.62 | 104.934867762102 | 10.6851322378976 | 252 | 115.16 | 103.697327049067 | 11.4626729509332 | 253 | 115.69 | 103.639218090360 | 12.0507819096404 | 254 | 112.85 | 104.202845780427 | 8.64715421957255 | 255 | 114.05 | 105.051992017358 | 8.9980079826424 | 256 | 112 | 105.885127868482 | 6.11487213151762 | 257 | 113.74 | 105.989791165463 | 7.75020883453689 | 258 | 116.26 | 105.301940365078 | 10.9580596349217 | 259 | 118.63 | 105.147769091539 | 13.4822309084610 | 260 | 116.49 | 105.092328530466 | 11.3976714695340 | 261 | 118.23 | 106.138936192329 | 12.091063807671 | 262 | 116.83 | 102.993491170821 | 13.8365088291792 | 263 | 118.82 | 103.031444526946 | 15.7885554730542 | 264 | 114.36 | 103.912611535487 | 10.4473884645133 | 265 | 112.02 | 102.488282988055 | 9.53171701194486 | 266 | 113.24 | 103.129294209516 | 10.1107057904845 | 267 | 109.75 | 104.613519083392 | 5.13648091660818 | 268 | 110.33 | 104.574088908124 | 5.75591109187574 | 269 | 112.86 | 103.582040777438 | 9.27795922256248 | 270 | 113.04 | 102.814138048026 | 10.2258619519741 | 271 | 113.8 | 103.081573600694 | 10.7184263993055 | 272 | 110.9 | 100.963461668364 | 9.93653833163621 | 273 | 109.96 | 101.748566362072 | 8.21143363792751 | 274 | 108.69 | 100.849912148584 | 7.84008785141628 | 275 | 108.84 | 101.405534645749 | 7.43446535425115 | 276 | 108.47 | 98.4922402184184 | 9.97775978158158 | 277 | 108.07 | 98.2686906063892 | 9.80130939361082 | 278 | 107.94 | 98.3413331317592 | 9.59866686824084 | 279 | 108.11 | 98.5100379719613 | 9.59996202803866 | 280 | 108.11 | 96.5760454763923 | 11.5339545236077 | 281 | 106.81 | 97.289103433977 | 9.5208965660231 | 282 | 105.58 | 97.327056790102 | 8.25294320989808 | 283 | 105.61 | 96.76728907616 | 8.84271092383997 | 284 | 106.52 | 97.7765391711438 | 8.74346082885617 | 285 | 103.86 | 96.0400081005077 | 7.81999189949234 | 286 | 104.6 | 96.294101665005 | 8.3058983349949 | 287 | 104.73 | 95.0699029401406 | 9.66009705985942 | 288 | 105.12 | 94.6115343362993 | 10.5084656637007 | 289 | 104.76 | 93.459382347559 | 11.3006176524410 | 290 | 103.85 | 95.6000330394552 | 8.24996696054483 | 291 | 103.83 | 96.0302408478116 | 7.79975915218838 | 292 | 103.22 | 96.1349041447923 | 7.08509585520767 | 293 | 101.64 | 96.2102150677965 | 5.42978493220345 | 294 | 102.13 | 97.0486877141898 | 5.0813122858102 | 295 | 104.33 | 97.7937664433851 | 6.53623355661492 | 296 | 104.92 | 96.2173392308026 | 8.70266076919746 | 297 | 107.78 | 96.5488163266926 | 11.2311836733074 | 298 | 104.49 | 94.9964046928181 | 9.49359530718187 | 299 | 102.8 | 97.0676770462244 | 5.7323229537756 | 300 | 102.86 | 98.5038707626846 | 4.35612923731543 | 301 | 104.51 | 97.2930140259912 | 7.2169859740088 | 302 | 104.73 | 97.0267700518143 | 7.7032299481857 | 303 | 102.58 | 96.0854214761779 | 6.4945785238221 | 304 | 99.93 | 98.2420825538795 | 1.68791744612054 | 305 | 101.41 | 98.9017725587795 | 2.50822744122053 | 306 | 101.05 | 97.8403460896028 | 3.20965391039717 | 307 | 99.86 | 100.893588772405 | -1.03358877240479 | 308 | 101.11 | 101.433200883765 | -0.323200883764571 | 309 | 100.89 | 101.062889401853 | -0.172889401852814 | 310 | 101.09 | 101.188899879907 | -0.098899879907351 | 311 | 98.31 | 101.400299082257 | -3.09029908225716 | 312 | 98.08 | 102.540300661318 | -4.46030066131810 | 313 | 99.55 | 101.425506239457 | -1.87550623945692 | 314 | 99.62 | 100.750997427243 | -1.13099742724324 | 315 | 97.37 | 101.191878826137 | -3.82187882613659 | 316 | 98.16 | 100.754857403369 | -2.59485740336916 | 317 | 97.98 | 101.769444293621 | -3.7894442936214 | 318 | 98.15 | 100.489209218438 | -2.33920921843812 | 319 | 97.1 | 101.405065396224 | -4.30506539622396 | 320 | 97.24 | 101.752552877919 | -4.51255287791937 | 321 | 96.7 | 102.724445406024 | -6.02444540602398 | 322 | 96.64 | 101.689702913190 | -5.04970291318961 | 323 | 100.65 | 102.309366953576 | -1.6593669535762 | 324 | 96.75 | 102.027112593594 | -5.27711259359396 | 325 | 97.74 | 102.091749926061 | -4.35174992606127 | 326 | 97.92 | 100.213793780811 | -2.29379378081104 | 327 | 98.34 | 101.126981560963 | -2.78698156096265 | 328 | 93.84 | 102.653900796987 | -8.81390079698655 | 329 | 97.8 | 100.311643463381 | -2.51164346338078 | 330 | 96.2 | 101.352914329975 | -5.1529143299753 | 331 | 95.99 | 103.042605821687 | -7.05260582168708 | 332 | 95.18 | 102.021205317024 | -6.84120531702383 | 333 | 95.95 | 98.3127283946937 | -2.36272839469364 | 334 | 92.23 | 99.810295256741 | -7.58029525674104 | 335 | 91.78 | 96.0137612124814 | -4.23376121248135 | 336 | 92.97 | 97.9622872747132 | -4.99228727471319 | 337 | 89.76 | 101.058224319663 | -11.2982243196628 | 338 | 92.88 | 97.2083223227185 | -4.32832232271854 | 339 | 96.23 | 95.6745894722836 | 0.555410527716364 | 340 | 95.79 | 95.8086051432409 | -0.0186051432408637 | 341 | 93.97 | 97.0393322418655 | -3.06933224186554 | 342 | 93.9 | 97.2373894560442 | -3.33738945604420 | 343 | 93.6 | 91.8104644572716 | 1.78953554272841 | 344 | 93.96 | 97.0144356332608 | -3.05443563326081 | 345 | 88.69 | 96.902958721869 | -8.2129587218691 | 346 | 88.57 | 94.6167377385821 | -6.04673773858211 | 347 | 85.62 | 93.632694800798 | -8.01269480079804 | 348 | 86.25 | 92.2563974107826 | -6.00639741078257 | 349 | 85.33 | 87.8221163319425 | -2.49211633194254 | 350 | 83.33 | 87.2756906061718 | -3.94569060617177 | 351 | 77.78 | 82.5932485473486 | -4.81324854734859 | 352 | 78.7 | 82.0895171837255 | -3.38951718372546 | 353 | 72.05 | 88.0433080949326 | -15.9933080949326 | 354 | 80.75 | 87.8464424592456 | -7.0964424592456 | 355 | 81.41 | 82.3181183503723 | -0.908118350372343 | 356 | 82.65 | 85.2539515372683 | -2.60395153726829 | 357 | 75.85 | 84.9103240316988 | -9.06032403169881 | 358 | 75.7 | 88.5239302176885 | -12.8239302176885 | 359 | 78.25 | 86.9501714027402 | -8.70017140274022 | 360 | 77.41 | 84.2770327624903 | -6.86703276249025 | 361 | 76.84 | 84.9980959129775 | -8.15809591297748 | 362 | 74.25 | 83.6991820543546 | -9.4491820543546 | 363 | 74.95 | 82.7098023213021 | -7.7598023213021 | 364 | 68.78 | 87.4494723089358 | -18.6694723089358 | 365 | 73.21 | 86.1905844148263 | -12.9805844148263 | 366 | 73.26 | 88.360587480699 | -15.100587480699 | 367 | 78.67 | 88.4172196202636 | -9.74721962026361 | 368 | 75.63 | 89.5011848490058 | -13.8711848490058 | 369 | 74.99 | 91.1988815336202 | -16.2088815336202 | 370 | 83.87 | 87.3756635130183 | -3.50566351301825 | 371 | 79.62 | 85.4576814032546 | -5.83768140325463 | 372 | 80.13 | 87.107346930453 | -6.977346930453 | 373 | 79.76 | 86.1953507287931 | -6.43535072879308 | 374 | 78.2 | 86.033174262351 | -7.83317426235106 | 375 | 78.05 | 82.8263560952556 | -4.77635609525561 | 376 | 79.05 | 86.5333561984433 | -7.48335619844328 | 377 | 73.32 | 83.4599579130592 | -10.1399579130592 | 378 | 75.17 | 82.0623133419699 | -6.8923133419699 | 379 | 73.26 | 82.5992570556955 | -9.33925705569545 | 380 | 73.72 | 79.0188632198082 | -5.29886321980818 | 381 | 73.57 | 75.5532104821927 | -1.98321048219268 | 382 | 70.6 | 78.8412721568066 | -8.24127215680665 | 383 | 71.25 | 80.960575667629 | -9.71057566762903 | 384 | 74.22 | 80.5956009809857 | -6.37560098098572 | 385 | 73.32 | 82.9764074599624 | -9.6564074599624 | 386 | 73.01 | 83.0650603711377 | -10.0550603711377 | 387 | 74.21 | 84.6533527527489 | -10.4433527527489 | 388 | 75.32 | 79.5706510487916 | -4.25065104879159 | 389 | 71.73 | 81.0121815605202 | -9.2821815605202 | 390 | 71.94 | 82.432364891175 | -10.4923648911750 | 391 | 72.94 | 80.4183204665792 | -7.47832046657921 | 392 | 72.47 | 82.553634363207 | -10.0836343632070 | 393 | 71.94 | 83.8110454381739 | -11.8710454381739 | 394 | 74.3 | 82.5735047251382 | -8.27350472513824 | 395 | 74.3 | 82.2512244006426 | -7.95122440064259 |
Goldfeld-Quandt test for Heteroskedasticity | p-values | Alternative Hypothesis | breakpoint index | greater | 2-sided | less | 6 | 0.000490285594700248 | 0.000980571189400496 | 0.9995097144053 | 7 | 2.85509244254485e-05 | 5.7101848850897e-05 | 0.999971449075575 | 8 | 2.25725873580224e-06 | 4.51451747160447e-06 | 0.999997742741264 | 9 | 2.6483005925486e-07 | 5.2966011850972e-07 | 0.99999973516994 | 10 | 3.86320061219895e-05 | 7.7264012243979e-05 | 0.999961367993878 | 11 | 2.5941594136637e-05 | 5.1883188273274e-05 | 0.999974058405863 | 12 | 1.23089712104870e-05 | 2.46179424209739e-05 | 0.99998769102879 | 13 | 8.62780665703004e-06 | 1.72556133140601e-05 | 0.999991372193343 | 14 | 2.22678258722833e-06 | 4.45356517445666e-06 | 0.999997773217413 | 15 | 5.65023677559076e-07 | 1.13004735511815e-06 | 0.999999434976322 | 16 | 1.33793872411882e-07 | 2.67587744823763e-07 | 0.999999866206128 | 17 | 3.19323582503913e-08 | 6.38647165007826e-08 | 0.999999968067642 | 18 | 6.25691726152518e-09 | 1.25138345230504e-08 | 0.999999993743083 | 19 | 1.51134670854878e-09 | 3.02269341709755e-09 | 0.999999998488653 | 20 | 7.29436726126504e-10 | 1.45887345225301e-09 | 0.999999999270563 | 21 | 5.00346722795106e-10 | 1.00069344559021e-09 | 0.999999999499653 | 22 | 1.13924835465994e-10 | 2.27849670931989e-10 | 0.999999999886075 | 23 | 7.45839812862472e-11 | 1.49167962572494e-10 | 0.999999999925416 | 24 | 1.53169033392339e-11 | 3.06338066784679e-11 | 0.999999999984683 | 25 | 3.28375283311885e-12 | 6.5675056662377e-12 | 0.999999999996716 | 26 | 1.42714392824736e-12 | 2.85428785649473e-12 | 0.999999999998573 | 27 | 5.28570775131245e-13 | 1.05714155026249e-12 | 0.999999999999471 | 28 | 1.58579861923681e-13 | 3.17159723847362e-13 | 0.999999999999841 | 29 | 4.62912058658310e-14 | 9.25824117316621e-14 | 0.999999999999954 | 30 | 1.20616078986115e-14 | 2.41232157972231e-14 | 0.999999999999988 | 31 | 2.41394701200337e-15 | 4.82789402400673e-15 | 0.999999999999998 | 32 | 2.22591047602707e-15 | 4.45182095205415e-15 | 0.999999999999998 | 33 | 4.59658513233098e-16 | 9.19317026466196e-16 | 1 | 34 | 9.6112352400817e-17 | 1.92224704801634e-16 | 1 | 35 | 3.76286226373663e-17 | 7.52572452747326e-17 | 1 | 36 | 1.16258498954939e-17 | 2.32516997909878e-17 | 1 | 37 | 2.40698024498862e-18 | 4.81396048997725e-18 | 1 | 38 | 5.29551041527705e-19 | 1.05910208305541e-18 | 1 | 39 | 1.10313518761612e-19 | 2.20627037523224e-19 | 1 | 40 | 2.11665506238217e-20 | 4.23331012476435e-20 | 1 | 41 | 4.34322267297008e-21 | 8.68644534594016e-21 | 1 | 42 | 1.44624519573592e-21 | 2.89249039147185e-21 | 1 | 43 | 3.1646686585696e-22 | 6.3293373171392e-22 | 1 | 44 | 5.56515646232246e-22 | 1.11303129246449e-21 | 1 | 45 | 1.93068294699744e-22 | 3.86136589399488e-22 | 1 | 46 | 9.83337811362136e-23 | 1.96667562272427e-22 | 1 | 47 | 2.38060932436192e-23 | 4.76121864872385e-23 | 1 | 48 | 4.79788643148232e-22 | 9.59577286296465e-22 | 1 | 49 | 7.91335216340156e-22 | 1.58267043268031e-21 | 1 | 50 | 2.0356905326785e-22 | 4.071381065357e-22 | 1 | 51 | 3.09465106834657e-22 | 6.18930213669313e-22 | 1 | 52 | 9.14221844355488e-22 | 1.82844368871098e-21 | 1 | 53 | 8.87285912662297e-22 | 1.77457182532459e-21 | 1 | 54 | 2.10471181007652e-22 | 4.20942362015304e-22 | 1 | 55 | 7.87257997795847e-22 | 1.57451599559169e-21 | 1 | 56 | 8.98297649112204e-22 | 1.79659529822441e-21 | 1 | 57 | 3.04438553322618e-22 | 6.08877106645237e-22 | 1 | 58 | 5.402104322756e-22 | 1.0804208645512e-21 | 1 | 59 | 2.08649329065763e-21 | 4.17298658131526e-21 | 1 | 60 | 1.98931701894925e-16 | 3.97863403789850e-16 | 1 | 61 | 4.19530723331365e-15 | 8.3906144666273e-15 | 0.999999999999996 | 62 | 6.5891420336472e-15 | 1.31782840672944e-14 | 0.999999999999993 | 63 | 1.90413111001187e-14 | 3.80826222002375e-14 | 0.99999999999998 | 64 | 1.19452675825306e-14 | 2.38905351650611e-14 | 0.999999999999988 | 65 | 7.58951777511614e-15 | 1.51790355502323e-14 | 0.999999999999992 | 66 | 3.1276363855166e-15 | 6.2552727710332e-15 | 0.999999999999997 | 67 | 1.25156118215243e-15 | 2.50312236430486e-15 | 0.999999999999999 | 68 | 1.25726172184235e-15 | 2.5145234436847e-15 | 0.999999999999999 | 69 | 8.72068814359373e-16 | 1.74413762871875e-15 | 1 | 70 | 3.71085344968828e-16 | 7.42170689937656e-16 | 1 | 71 | 1.58363956069417e-16 | 3.16727912138833e-16 | 1 | 72 | 6.69650914373913e-17 | 1.33930182874783e-16 | 1 | 73 | 3.16744504110198e-17 | 6.33489008220396e-17 | 1 | 74 | 1.37975631501716e-17 | 2.75951263003431e-17 | 1 | 75 | 5.84066723020171e-18 | 1.16813344604034e-17 | 1 | 76 | 3.92439714648987e-18 | 7.84879429297974e-18 | 1 | 77 | 2.54852545968781e-18 | 5.09705091937561e-18 | 1 | 78 | 1.65847631829578e-18 | 3.31695263659157e-18 | 1 | 79 | 1.54398591564883e-18 | 3.08797183129766e-18 | 1 | 80 | 7.74877738520991e-19 | 1.54975547704198e-18 | 1 | 81 | 4.40056229685442e-19 | 8.80112459370883e-19 | 1 | 82 | 1.05235221399450e-18 | 2.10470442798901e-18 | 1 | 83 | 5.17873449545994e-19 | 1.03574689909199e-18 | 1 | 84 | 3.19932585145641e-19 | 6.39865170291282e-19 | 1 | 85 | 1.59676847774656e-19 | 3.19353695549311e-19 | 1 | 86 | 8.11155249330177e-20 | 1.62231049866035e-19 | 1 | 87 | 6.0907827177428e-20 | 1.21815654354856e-19 | 1 | 88 | 3.84156227417434e-20 | 7.68312454834868e-20 | 1 | 89 | 8.19838728762308e-20 | 1.63967745752462e-19 | 1 | 90 | 2.62134239320780e-19 | 5.24268478641559e-19 | 1 | 91 | 3.33744814034232e-19 | 6.67489628068464e-19 | 1 | 92 | 1.00443958582836e-18 | 2.00887917165672e-18 | 1 | 93 | 3.35937189604444e-18 | 6.71874379208888e-18 | 1 | 94 | 5.12803036540872e-18 | 1.02560607308174e-17 | 1 | 95 | 4.90281952667668e-18 | 9.80563905335335e-18 | 1 | 96 | 4.19414872686561e-18 | 8.38829745373123e-18 | 1 | 97 | 3.43684914446266e-18 | 6.87369828892533e-18 | 1 | 98 | 3.0304633207769e-18 | 6.0609266415538e-18 | 1 | 99 | 2.11289271042045e-18 | 4.2257854208409e-18 | 1 | 100 | 1.69536383352289e-18 | 3.39072766704577e-18 | 1 | 101 | 1.28909970238407e-18 | 2.57819940476815e-18 | 1 | 102 | 7.23986054009908e-19 | 1.44797210801982e-18 | 1 | 103 | 4.07555295412166e-19 | 8.15110590824332e-19 | 1 | 104 | 3.89324341021668e-19 | 7.78648682043336e-19 | 1 | 105 | 2.97051268317228e-19 | 5.94102536634456e-19 | 1 | 106 | 1.72525727187554e-19 | 3.45051454375107e-19 | 1 | 107 | 9.74818409031535e-20 | 1.94963681806307e-19 | 1 | 108 | 5.40906058195594e-20 | 1.08181211639119e-19 | 1 | 109 | 3.79465795221448e-20 | 7.58931590442897e-20 | 1 | 110 | 2.23801976015505e-20 | 4.4760395203101e-20 | 1 | 111 | 1.75846733985157e-20 | 3.51693467970315e-20 | 1 | 112 | 1.32759914082292e-20 | 2.65519828164584e-20 | 1 | 113 | 1.72708515066263e-20 | 3.45417030132525e-20 | 1 | 114 | 2.13381053200101e-20 | 4.26762106400203e-20 | 1 | 115 | 2.10819628784597e-20 | 4.21639257569194e-20 | 1 | 116 | 1.26280656364071e-20 | 2.52561312728141e-20 | 1 | 117 | 1.01992052130062e-20 | 2.03984104260125e-20 | 1 | 118 | 1.18453890840704e-20 | 2.36907781681409e-20 | 1 | 119 | 6.36151416203113e-21 | 1.27230283240623e-20 | 1 | 120 | 3.65205709358114e-21 | 7.30411418716227e-21 | 1 | 121 | 2.17856143785396e-21 | 4.35712287570793e-21 | 1 | 122 | 1.63694412022036e-21 | 3.27388824044073e-21 | 1 | 123 | 8.87348511969452e-22 | 1.77469702393890e-21 | 1 | 124 | 5.23005206373479e-22 | 1.04601041274696e-21 | 1 | 125 | 3.57101959344959e-22 | 7.14203918689918e-22 | 1 | 126 | 1.68532415568238e-22 | 3.37064831136475e-22 | 1 | 127 | 9.48667518184947e-23 | 1.89733503636989e-22 | 1 | 128 | 4.3895098535639e-23 | 8.7790197071278e-23 | 1 | 129 | 2.03419598346305e-23 | 4.06839196692609e-23 | 1 | 130 | 9.28128430368545e-24 | 1.85625686073709e-23 | 1 | 131 | 9.64687788372655e-24 | 1.92937557674531e-23 | 1 | 132 | 5.24945057961914e-24 | 1.04989011592383e-23 | 1 | 133 | 2.51673277395151e-24 | 5.03346554790303e-24 | 1 | 134 | 1.90177696624396e-24 | 3.80355393248792e-24 | 1 | 135 | 1.55226331164585e-24 | 3.1045266232917e-24 | 1 | 136 | 1.75092266704646e-24 | 3.50184533409292e-24 | 1 | 137 | 1.17843810618930e-24 | 2.35687621237859e-24 | 1 | 138 | 6.7435087822017e-25 | 1.34870175644034e-24 | 1 | 139 | 5.70045261428063e-25 | 1.14009052285613e-24 | 1 | 140 | 5.70536117244648e-25 | 1.14107223448930e-24 | 1 | 141 | 5.90312202804218e-25 | 1.18062440560844e-24 | 1 | 142 | 1.28280431241179e-24 | 2.56560862482358e-24 | 1 | 143 | 8.55439737139721e-25 | 1.71087947427944e-24 | 1 | 144 | 4.65170491656895e-25 | 9.3034098331379e-25 | 1 | 145 | 3.5621196226611e-25 | 7.1242392453222e-25 | 1 | 146 | 5.89127292588826e-25 | 1.17825458517765e-24 | 1 | 147 | 1.47654477037014e-24 | 2.95308954074029e-24 | 1 | 148 | 8.54400800677021e-24 | 1.70880160135404e-23 | 1 | 149 | 6.11275539049072e-23 | 1.22255107809814e-22 | 1 | 150 | 5.84230615394695e-23 | 1.16846123078939e-22 | 1 | 151 | 5.28781618641765e-23 | 1.05756323728353e-22 | 1 | 152 | 5.66329319444992e-23 | 1.13265863888998e-22 | 1 | 153 | 3.65915108664844e-23 | 7.31830217329687e-23 | 1 | 154 | 2.13450344007815e-23 | 4.26900688015629e-23 | 1 | 155 | 1.34287801615796e-23 | 2.68575603231593e-23 | 1 | 156 | 9.08999585061104e-24 | 1.81799917012221e-23 | 1 | 157 | 9.34609816804278e-24 | 1.86921963360856e-23 | 1 | 158 | 8.0496943833826e-24 | 1.60993887667652e-23 | 1 | 159 | 6.042915252093e-24 | 1.2085830504186e-23 | 1 | 160 | 8.64419663396073e-24 | 1.72883932679215e-23 | 1 | 161 | 1.15553169674737e-23 | 2.31106339349474e-23 | 1 | 162 | 7.95644343624115e-24 | 1.59128868724823e-23 | 1 | 163 | 6.47048305448078e-24 | 1.29409661089616e-23 | 1 | 164 | 1.87253010256394e-23 | 3.74506020512788e-23 | 1 | 165 | 1.24289323311569e-23 | 2.48578646623138e-23 | 1 | 166 | 8.09325976085493e-24 | 1.61865195217099e-23 | 1 | 167 | 9.45304385205328e-24 | 1.89060877041066e-23 | 1 | 168 | 7.75294121927226e-21 | 1.55058824385445e-20 | 1 | 169 | 2.98859661957685e-19 | 5.9771932391537e-19 | 1 | 170 | 9.25140368117915e-19 | 1.85028073623583e-18 | 1 | 171 | 6.40146082722944e-19 | 1.28029216544589e-18 | 1 | 172 | 2.36733761045479e-18 | 4.73467522090957e-18 | 1 | 173 | 2.36591682932715e-18 | 4.73183365865431e-18 | 1 | 174 | 3.05438680403544e-18 | 6.10877360807088e-18 | 1 | 175 | 3.25926729091272e-18 | 6.51853458182544e-18 | 1 | 176 | 3.70740515620343e-18 | 7.41481031240686e-18 | 1 | 177 | 2.80722636967172e-18 | 5.61445273934343e-18 | 1 | 178 | 2.0668282948213e-18 | 4.1336565896426e-18 | 1 | 179 | 4.93277699476677e-18 | 9.86555398953354e-18 | 1 | 180 | 1.38562454483955e-17 | 2.77124908967911e-17 | 1 | 181 | 1.14240818423986e-16 | 2.28481636847971e-16 | 1 | 182 | 6.64235159686503e-16 | 1.32847031937301e-15 | 1 | 183 | 9.49030165516711e-15 | 1.89806033103342e-14 | 0.99999999999999 | 184 | 1.03127314539158e-13 | 2.06254629078315e-13 | 0.999999999999897 | 185 | 1.69772804557068e-13 | 3.39545609114136e-13 | 0.99999999999983 | 186 | 3.01474198725302e-13 | 6.02948397450604e-13 | 0.999999999999698 | 187 | 5.63173377001976e-13 | 1.12634675400395e-12 | 0.999999999999437 | 188 | 1.05802970915126e-12 | 2.11605941830252e-12 | 0.999999999998942 | 189 | 3.91243621422205e-12 | 7.8248724284441e-12 | 0.999999999996088 | 190 | 6.59227370945699e-12 | 1.31845474189140e-11 | 0.999999999993408 | 191 | 2.11661295237579e-11 | 4.23322590475158e-11 | 0.999999999978834 | 192 | 4.4574624019002e-11 | 8.9149248038004e-11 | 0.999999999955425 | 193 | 7.38910162699626e-11 | 1.47782032539925e-10 | 0.99999999992611 | 194 | 1.0912839940881e-10 | 2.1825679881762e-10 | 0.999999999890872 | 195 | 1.82833965224413e-10 | 3.65667930448826e-10 | 0.999999999817166 | 196 | 2.90410438355212e-10 | 5.80820876710423e-10 | 0.99999999970959 | 197 | 4.00625898435752e-10 | 8.01251796871503e-10 | 0.999999999599374 | 198 | 6.32324384496484e-10 | 1.26464876899297e-09 | 0.999999999367676 | 199 | 8.07924917941734e-10 | 1.61584983588347e-09 | 0.999999999192075 | 200 | 1.04250049349832e-09 | 2.08500098699663e-09 | 0.9999999989575 | 201 | 1.28948971026188e-09 | 2.57897942052376e-09 | 0.99999999871051 | 202 | 1.54012005030048e-09 | 3.08024010060095e-09 | 0.99999999845988 | 203 | 1.78654223220016e-09 | 3.57308446440032e-09 | 0.999999998213458 | 204 | 1.90712584881084e-09 | 3.81425169762169e-09 | 0.999999998092874 | 205 | 2.59820873337780e-09 | 5.19641746675561e-09 | 0.99999999740179 | 206 | 2.55620090048583e-09 | 5.11240180097166e-09 | 0.9999999974438 | 207 | 9.08495097458016e-09 | 1.81699019491603e-08 | 0.999999990915049 | 208 | 3.53119727624284e-08 | 7.06239455248569e-08 | 0.999999964688027 | 209 | 7.10877609631302e-08 | 1.42175521926260e-07 | 0.999999928912239 | 210 | 1.57513419148911e-07 | 3.15026838297822e-07 | 0.99999984248658 | 211 | 2.49389789722260e-07 | 4.98779579444519e-07 | 0.99999975061021 | 212 | 3.53363099111611e-07 | 7.06726198223222e-07 | 0.999999646636901 | 213 | 5.21473845489857e-07 | 1.04294769097971e-06 | 0.999999478526155 | 214 | 7.49858203305978e-07 | 1.49971640661196e-06 | 0.999999250141797 | 215 | 2.62098682508142e-06 | 5.24197365016284e-06 | 0.999997379013175 | 216 | 4.79594976866837e-06 | 9.59189953733674e-06 | 0.999995204050231 | 217 | 8.65696638669286e-06 | 1.73139327733857e-05 | 0.999991343033613 | 218 | 1.39555637023020e-05 | 2.79111274046039e-05 | 0.999986044436298 | 219 | 2.28107221320696e-05 | 4.56214442641392e-05 | 0.999977189277868 | 220 | 3.62586319682378e-05 | 7.25172639364756e-05 | 0.999963741368032 | 221 | 6.15524341294624e-05 | 0.000123104868258925 | 0.99993844756587 | 222 | 0.000123753160221955 | 0.000247506320443911 | 0.999876246839778 | 223 | 0.000253009531087095 | 0.00050601906217419 | 0.999746990468913 | 224 | 0.000401628782521108 | 0.000803257565042215 | 0.999598371217479 | 225 | 0.000814464766816855 | 0.00162892953363371 | 0.999185535233183 | 226 | 0.00187432686303233 | 0.00374865372606465 | 0.998125673136968 | 227 | 0.00362773317601567 | 0.00725546635203135 | 0.996372266823984 | 228 | 0.00713466928141123 | 0.0142693385628225 | 0.992865330718589 | 229 | 0.0137916955144948 | 0.0275833910289896 | 0.986208304485505 | 230 | 0.0212928996530871 | 0.0425857993061741 | 0.978707100346913 | 231 | 0.0334482168628621 | 0.0668964337257243 | 0.966551783137138 | 232 | 0.0551485297675414 | 0.110297059535083 | 0.944851470232459 | 233 | 0.108311243141169 | 0.216622486282339 | 0.89168875685883 | 234 | 0.145891963819512 | 0.291783927639024 | 0.854108036180488 | 235 | 0.188665618771621 | 0.377331237543242 | 0.811334381228379 | 236 | 0.235392894683755 | 0.470785789367511 | 0.764607105316245 | 237 | 0.313803177207064 | 0.627606354414127 | 0.686196822792936 | 238 | 0.373487831047396 | 0.746975662094792 | 0.626512168952604 | 239 | 0.429771142683547 | 0.859542285367093 | 0.570228857316453 | 240 | 0.482376300504307 | 0.964752601008613 | 0.517623699495693 | 241 | 0.527009947574622 | 0.945980104850756 | 0.472990052425378 | 242 | 0.588247533893977 | 0.823504932212047 | 0.411752466106023 | 243 | 0.646394903578951 | 0.707210192842098 | 0.353605096421049 | 244 | 0.713947071590311 | 0.572105856819377 | 0.286052928409689 | 245 | 0.769053549470622 | 0.461892901058755 | 0.230946450529378 | 246 | 0.815917886283079 | 0.368164227433843 | 0.184082113716921 | 247 | 0.836225377133257 | 0.327549245733485 | 0.163774622866743 | 248 | 0.848148671706622 | 0.303702656586756 | 0.151851328293378 | 249 | 0.860283313195535 | 0.279433373608931 | 0.139716686804465 | 250 | 0.880623789144653 | 0.238752421710694 | 0.119376210855347 | 251 | 0.887564678393503 | 0.224870643212994 | 0.112435321606497 | 252 | 0.894958411113611 | 0.210083177772778 | 0.105041588886389 | 253 | 0.901853555515296 | 0.196292888969407 | 0.0981464444847036 | 254 | 0.908175924314078 | 0.183648151371845 | 0.0918240756859223 | 255 | 0.909069217161374 | 0.181861565677251 | 0.0909307828386255 | 256 | 0.922070721163916 | 0.155858557672168 | 0.0779292788360839 | 257 | 0.922795898353573 | 0.154408203292854 | 0.077204101646427 | 258 | 0.921481780894064 | 0.157036438211872 | 0.0785182191059358 | 259 | 0.93384406156583 | 0.132311876868341 | 0.0661559384341706 | 260 | 0.932481339422534 | 0.135037321154933 | 0.0675186605774665 | 261 | 0.936093667820229 | 0.127812664359543 | 0.0639063321797713 | 262 | 0.944645495405265 | 0.110709009189471 | 0.0553545045947353 | 263 | 0.966001465620975 | 0.0679970687580507 | 0.0339985343790254 | 264 | 0.961962117481619 | 0.0760757650367625 | 0.0380378825183813 | 265 | 0.956956215514474 | 0.0860875689710522 | 0.0430437844855261 | 266 | 0.95118581586447 | 0.097628368271059 | 0.0488141841355295 | 267 | 0.953446498334041 | 0.0931070033319171 | 0.0465535016659586 | 268 | 0.952163055566857 | 0.0956738888662854 | 0.0478369444331427 | 269 | 0.944776312934027 | 0.110447374131946 | 0.0552236870659731 | 270 | 0.937955297530048 | 0.124089404939904 | 0.0620447024699522 | 271 | 0.933016679930242 | 0.133966640139516 | 0.066983320069758 | 272 | 0.923634776197536 | 0.152730447604929 | 0.0763652238024644 | 273 | 0.912581805098126 | 0.174836389803749 | 0.0874181949018745 | 274 | 0.901984408872073 | 0.196031182255853 | 0.0980155911279265 | 275 | 0.890117306873719 | 0.219765386252563 | 0.109882693126281 | 276 | 0.87609312109674 | 0.247813757806520 | 0.123906878903260 | 277 | 0.860446076905809 | 0.279107846188383 | 0.139553923094191 | 278 | 0.84298929204938 | 0.314021415901239 | 0.157010707950619 | 279 | 0.82392863323119 | 0.352142733537621 | 0.176071366768810 | 280 | 0.810156682602742 | 0.379686634794515 | 0.189843317397258 | 281 | 0.788218388030403 | 0.423563223939194 | 0.211781611969597 | 282 | 0.76638328849988 | 0.46723342300024 | 0.23361671150012 | 283 | 0.741650868168583 | 0.516698263662833 | 0.258349131831417 | 284 | 0.714914277083608 | 0.570171445832783 | 0.285085722916392 | 285 | 0.69233348839353 | 0.615333023212939 | 0.307666511606469 | 286 | 0.664458750923975 | 0.671082498152051 | 0.335541249076025 | 287 | 0.634872750411278 | 0.730254499177445 | 0.365127249588722 | 288 | 0.60856200111277 | 0.78287599777446 | 0.39143799888723 | 289 | 0.586986425225333 | 0.826027149549333 | 0.413013574774667 | 290 | 0.555482471278065 | 0.889035057443869 | 0.444517528721934 | 291 | 0.524373971781214 | 0.951252056437572 | 0.475626028218786 | 292 | 0.494892837115542 | 0.989785674231084 | 0.505107162884458 | 293 | 0.478528813431076 | 0.957057626862152 | 0.521471186568924 | 294 | 0.4618327405717 | 0.9236654811434 | 0.5381672594283 | 295 | 0.435332954589208 | 0.870665909178417 | 0.564667045410792 | 296 | 0.417669351720407 | 0.835338703440813 | 0.582330648279593 | 297 | 0.468932784920329 | 0.937865569840657 | 0.531067215079671 | 298 | 0.474891176890839 | 0.949782353781679 | 0.525108823109161 | 299 | 0.458572011824470 | 0.917144023648941 | 0.54142798817553 | 300 | 0.447347447453707 | 0.894694894907415 | 0.552652552546293 | 301 | 0.460710446371573 | 0.921420892743146 | 0.539289553628427 | 302 | 0.497956659803841 | 0.995913319607682 | 0.502043340196159 | 303 | 0.518533747009433 | 0.962932505981134 | 0.481466252990567 | 304 | 0.526526181025996 | 0.946947637948008 | 0.473473818974004 | 305 | 0.535054142711251 | 0.929891714577498 | 0.464945857288749 | 306 | 0.547208888910579 | 0.905582222178842 | 0.452791111089421 | 307 | 0.57637131893434 | 0.84725736213132 | 0.42362868106566 | 308 | 0.595067016605088 | 0.809865966789823 | 0.404932983394912 | 309 | 0.610969993203019 | 0.778060013593963 | 0.389030006796981 | 310 | 0.62595579397974 | 0.74808841204052 | 0.37404420602026 | 311 | 0.662401426222251 | 0.675197147555498 | 0.337598573777749 | 312 | 0.709272624477788 | 0.581454751044423 | 0.290727375522211 | 313 | 0.719687365245155 | 0.560625269509691 | 0.280312634754845 | 314 | 0.725867436973931 | 0.548265126052139 | 0.274132563026069 | 315 | 0.748223629786668 | 0.503552740426663 | 0.251776370213332 | 316 | 0.755664814306801 | 0.488670371386397 | 0.244335185693199 | 317 | 0.766843141993736 | 0.466313716012528 | 0.233156858006264 | 318 | 0.768855224924148 | 0.462289550151703 | 0.231144775075852 | 319 | 0.779088013275656 | 0.441823973448688 | 0.220911986724344 | 320 | 0.786477639337601 | 0.427044721324798 | 0.213522360662399 | 321 | 0.802165585856479 | 0.395668828287043 | 0.197834414143521 | 322 | 0.807467060991055 | 0.38506587801789 | 0.192532939008945 | 323 | 0.80617018707492 | 0.387659625850160 | 0.193829812925080 | 324 | 0.806980735687101 | 0.386038528625798 | 0.193019264312899 | 325 | 0.800913210178059 | 0.398173579643882 | 0.199086789821941 | 326 | 0.796638734889642 | 0.406722530220715 | 0.203361265110358 | 327 | 0.792404305551665 | 0.415191388896671 | 0.207595694448335 | 328 | 0.817153150425423 | 0.365693699149153 | 0.182846849574577 | 329 | 0.813715407876837 | 0.372569184246325 | 0.186284592123163 | 330 | 0.805567680188776 | 0.388864639622447 | 0.194432319811224 | 331 | 0.799007086924441 | 0.401985826151118 | 0.200992913075559 | 332 | 0.79207445656502 | 0.415851086869959 | 0.207925543434980 | 333 | 0.791281669005684 | 0.417436661988632 | 0.208718330994316 | 334 | 0.793874953713481 | 0.412250092573039 | 0.206125046286519 | 335 | 0.788314431524146 | 0.423371136951709 | 0.211685568475854 | 336 | 0.779497430110089 | 0.441005139779822 | 0.220502569889911 | 337 | 0.818396249460282 | 0.363207501079435 | 0.181603750539718 | 338 | 0.808149574966027 | 0.383700850067946 | 0.191850425033973 | 339 | 0.846675479571598 | 0.306649040856803 | 0.153324520428402 | 340 | 0.885062637401547 | 0.229874725196906 | 0.114937362598453 | 341 | 0.897990766443724 | 0.204018467112552 | 0.102009233556276 | 342 | 0.916694051590043 | 0.166611896819914 | 0.0833059484099571 | 343 | 0.966944091230024 | 0.0661118175399515 | 0.0330559087699757 | 344 | 0.986019238420968 | 0.0279615231580644 | 0.0139807615790322 | 345 | 0.988510242247465 | 0.0229795155050698 | 0.0114897577525349 | 346 | 0.992989264009758 | 0.0140214719804848 | 0.00701073599024239 | 347 | 0.994524265800842 | 0.0109514683983166 | 0.00547573419915828 | 348 | 0.996954202673925 | 0.00609159465214932 | 0.00304579732607466 | 349 | 0.998611632168331 | 0.00277673566333833 | 0.00138836783166917 | 350 | 0.99914905728338 | 0.00170188543323936 | 0.000850942716619681 | 351 | 0.999137283156574 | 0.00172543368685154 | 0.000862716843425768 | 352 | 0.999062601546879 | 0.00187479690624217 | 0.000937398453121084 | 353 | 0.9998360280616 | 0.000327943876800889 | 0.000163971938400445 | 354 | 0.999825664397682 | 0.000348671204635539 | 0.000174335602317769 | 355 | 0.999873280739664 | 0.000253438520671815 | 0.000126719260335907 | 356 | 0.999949728139335 | 0.000100543721330421 | 5.02718606652103e-05 | 357 | 0.999938801333069 | 0.000122397333862232 | 6.11986669311162e-05 | 358 | 0.999938282611653 | 0.000123434776694367 | 6.17173883471835e-05 | 359 | 0.999918179584677 | 0.000163640830646073 | 8.18204153230365e-05 | 360 | 0.999887774079589 | 0.000224451840821933 | 0.000112225920410966 | 361 | 0.999840510461925 | 0.000318979076149774 | 0.000159489538074887 | 362 | 0.999795367456998 | 0.000409265086004775 | 0.000204632543002388 | 363 | 0.999699765506796 | 0.000600468986408102 | 0.000300234493204051 | 364 | 0.999988564331715 | 2.28713365702369e-05 | 1.14356682851184e-05 | 365 | 0.999994856550981 | 1.02868980378911e-05 | 5.14344901894557e-06 | 366 | 0.999999063827888 | 1.87234422374989e-06 | 9.36172111874943e-07 | 367 | 0.99999806662197 | 3.86675606166689e-06 | 1.93337803083345e-06 | 368 | 0.999998956606832 | 2.08678633606944e-06 | 1.04339316803472e-06 | 369 | 0.999999970341955 | 5.93160893360091e-08 | 2.96580446680046e-08 | 370 | 0.999999988290525 | 2.34189488476297e-08 | 1.17094744238148e-08 | 371 | 0.999999970560612 | 5.88787770077154e-08 | 2.94393885038577e-08 | 372 | 0.999999933299522 | 1.33400955339732e-07 | 6.6700477669866e-08 | 373 | 0.999999894075695 | 2.11848609622338e-07 | 1.05924304811169e-07 | 374 | 0.999999741290265 | 5.17419470021418e-07 | 2.58709735010709e-07 | 375 | 0.999999760601889 | 4.7879622242884e-07 | 2.3939811121442e-07 | 376 | 0.999999975392073 | 4.92158536054286e-08 | 2.46079268027143e-08 | 377 | 0.99999990238096 | 1.95238080495977e-07 | 9.76190402479887e-08 | 378 | 0.99999986091134 | 2.78177317960717e-07 | 1.39088658980358e-07 | 379 | 0.99999947226277 | 1.05547445876244e-06 | 5.2773722938122e-07 | 380 | 0.999998286215954 | 3.42756809261863e-06 | 1.71378404630932e-06 | 381 | 0.999994478168978 | 1.10436620441674e-05 | 5.52183102208368e-06 | 382 | 0.999991677909974 | 1.66441800528664e-05 | 8.32209002643318e-06 | 383 | 0.99998944389122 | 2.11122175586466e-05 | 1.05561087793233e-05 | 384 | 0.999952328555422 | 9.53428891566244e-05 | 4.76714445783122e-05 | 385 | 0.999780866437258 | 0.000438267125483512 | 0.000219133562741756 | 386 | 0.99904468549386 | 0.00191062901228031 | 0.000955314506140153 | 387 | 0.999427761401716 | 0.00114447719656833 | 0.000572238598284163 | 388 | 0.999923683626832 | 0.000152632746335528 | 7.63163731677639e-05 | 389 | 0.998982916635929 | 0.00203416672814235 | 0.00101708336407117 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | Description | # significant tests | % significant tests | OK/NOK | 1% type I error level | 264 | 0.6875 | NOK | 5% type I error level | 271 | 0.705729166666667 | NOK | 10% type I error level | 279 | 0.7265625 | NOK |
| Charts produced by software: | | http://www.freestatistics.org/blog/date/2009/Dec/16/t1260965702824u2deenou5omz/10q1kt1260965632.png (open in new window) | http://www.freestatistics.org/blog/date/2009/Dec/16/t1260965702824u2deenou5omz/10q1kt1260965632.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2009/Dec/16/t1260965702824u2deenou5omz/1fvjk1260965632.png (open in new window) | http://www.freestatistics.org/blog/date/2009/Dec/16/t1260965702824u2deenou5omz/1fvjk1260965632.ps (open in new window) |
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| | Parameters (Session): | par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = Linear Trend ; | | Parameters (R input): | par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = Linear Trend ; | | R code (references can be found in the software module): | library(lattice)
library(lmtest)
n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
par1 <- as.numeric(par1)
x <- t(y)
k <- length(x[1,])
n <- length(x[,1])
x1 <- cbind(x[,par1], x[,1:k!=par1])
mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
colnames(x1) <- mycolnames #colnames(x)[par1]
x <- x1
if (par3 == 'First Differences'){
x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
for (i in 1:n-1) {
for (j in 1:k) {
x2[i,j] <- x[i+1,j] - x[i,j]
}
}
x <- x2
}
if (par2 == 'Include Monthly Dummies'){
x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
for (i in 1:11){
x2[seq(i,n,12),i] <- 1
}
x <- cbind(x, x2)
}
if (par2 == 'Include Quarterly Dummies'){
x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
for (i in 1:3){
x2[seq(i,n,4),i] <- 1
}
x <- cbind(x, x2)
}
k <- length(x[1,])
if (par3 == 'Linear Trend'){
x <- cbind(x, c(1:n))
colnames(x)[k+1] <- 't'
}
x
k <- length(x[1,])
df <- as.data.frame(x)
(mylm <- lm(df))
(mysum <- summary(mylm))
if (n > n25) {
kp3 <- k + 3
nmkm3 <- n - k - 3
gqarr <- array(NA, dim=c(nmkm3-kp3+1,3))
numgqtests <- 0
numsignificant1 <- 0
numsignificant5 <- 0
numsignificant10 <- 0
for (mypoint in kp3:nmkm3) {
j <- 0
numgqtests <- numgqtests + 1
for (myalt in c('greater', 'two.sided', 'less')) {
j <- j + 1
gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value
}
if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1
if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1
if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1
}
gqarr
}
bitmap(file='test0.png')
plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index')
points(x[,1]-mysum$resid)
grid()
dev.off()
bitmap(file='test1.png')
plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
grid()
dev.off()
bitmap(file='test2.png')
hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
grid()
dev.off()
bitmap(file='test3.png')
densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
dev.off()
bitmap(file='test4.png')
qqnorm(mysum$resid, main='Residual Normal Q-Q Plot')
qqline(mysum$resid)
grid()
dev.off()
(myerror <- as.ts(mysum$resid))
bitmap(file='test5.png')
dum <- cbind(lag(myerror,k=1),myerror)
dum
dum1 <- dum[2:length(myerror),]
dum1
z <- as.data.frame(dum1)
z
plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals')
lines(lowess(z))
abline(lm(z))
grid()
dev.off()
bitmap(file='test6.png')
acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
grid()
dev.off()
bitmap(file='test7.png')
pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
grid()
dev.off()
bitmap(file='test8.png')
opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
plot(mylm, las = 1, sub='Residual Diagnostics')
par(opar)
dev.off()
if (n > n25) {
bitmap(file='test9.png')
plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
grid()
dev.off()
}
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
a<-table.row.end(a)
myeq <- colnames(x)[1]
myeq <- paste(myeq, '[t] = ', sep='')
for (i in 1:k){
if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ')
if (rownames(mysum$coefficients)[i] != '(Intercept)') {
myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='')
if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
}
}
myeq <- paste(myeq, ' + e[t]')
a<-table.row.start(a)
a<-table.element(a, myeq)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Variable',header=TRUE)
a<-table.element(a,'Parameter',header=TRUE)
a<-table.element(a,'S.D.',header=TRUE)
a<-table.element(a,'T-STAT<br />H0: parameter = 0',header=TRUE)
a<-table.element(a,'2-tail p-value',header=TRUE)
a<-table.element(a,'1-tail p-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:k){
a<-table.row.start(a)
a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE)
a<-table.element(a,mysum$coefficients[i,1])
a<-table.element(a, round(mysum$coefficients[i,2],6))
a<-table.element(a, round(mysum$coefficients[i,3],4))
a<-table.element(a, round(mysum$coefficients[i,4],6))
a<-table.element(a, round(mysum$coefficients[i,4]/2,6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable2.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple R',1,TRUE)
a<-table.element(a, sqrt(mysum$r.squared))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'R-squared',1,TRUE)
a<-table.element(a, mysum$r.squared)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Adjusted R-squared',1,TRUE)
a<-table.element(a, mysum$adj.r.squared)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (value)',1,TRUE)
a<-table.element(a, mysum$fstatistic[1])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE)
a<-table.element(a, mysum$fstatistic[2])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE)
a<-table.element(a, mysum$fstatistic[3])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'p-value',1,TRUE)
a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3]))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Residual Standard Deviation',1,TRUE)
a<-table.element(a, mysum$sigma)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
a<-table.element(a, sum(myerror*myerror))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable3.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Time or Index', 1, TRUE)
a<-table.element(a, 'Actuals', 1, TRUE)
a<-table.element(a, 'Interpolation<br />Forecast', 1, TRUE)
a<-table.element(a, 'Residuals<br />Prediction Error', 1, TRUE)
a<-table.row.end(a)
for (i in 1:n) {
a<-table.row.start(a)
a<-table.element(a,i, 1, TRUE)
a<-table.element(a,x[i])
a<-table.element(a,x[i]-mysum$resid[i])
a<-table.element(a,mysum$resid[i])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable4.tab')
if (n > n25) {
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'p-values',header=TRUE)
a<-table.element(a,'Alternative Hypothesis',3,header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'breakpoint index',header=TRUE)
a<-table.element(a,'greater',header=TRUE)
a<-table.element(a,'2-sided',header=TRUE)
a<-table.element(a,'less',header=TRUE)
a<-table.row.end(a)
for (mypoint in kp3:nmkm3) {
a<-table.row.start(a)
a<-table.element(a,mypoint,header=TRUE)
a<-table.element(a,gqarr[mypoint-kp3+1,1])
a<-table.element(a,gqarr[mypoint-kp3+1,2])
a<-table.element(a,gqarr[mypoint-kp3+1,3])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable5.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Description',header=TRUE)
a<-table.element(a,'# significant tests',header=TRUE)
a<-table.element(a,'% significant tests',header=TRUE)
a<-table.element(a,'OK/NOK',header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'1% type I error level',header=TRUE)
a<-table.element(a,numsignificant1)
a<-table.element(a,numsignificant1/numgqtests)
if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'5% type I error level',header=TRUE)
a<-table.element(a,numsignificant5)
a<-table.element(a,numsignificant5/numgqtests)
if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'10% type I error level',header=TRUE)
a<-table.element(a,numsignificant10)
a<-table.element(a,numsignificant10/numgqtests)
if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable6.tab')
}
| |
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Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.
Software written by Ed van Stee & Patrick Wessa
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