Home » date » 2010 » Dec » 18 »

paper multi smoke

*The author of this computation has been verified*
R Software Module: /rwasp_multipleregression.wasp (opens new window with default values)
Title produced by software: Multiple Regression
Date of computation: Sat, 18 Dec 2010 14:46:09 +0000
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/18/t1292683512doq0fxvou7egon2.htm/, Retrieved Sat, 18 Dec 2010 15:45:12 +0100
 
BibTeX entries for LaTeX users:
@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2010/Dec/18/t1292683512doq0fxvou7egon2.htm/},
    year = {2010},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2010},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
0 17.080 9 0 17.240 8 0 17.200 7 0 15.580 9 0 18.950 9 0 23.360 8 0 19.190 6 0 14.150 6 0 19.870 8 0 19.420 9 0 16.020 6 0 17.350 8 0 21.930 8 0 21.180 8 0 22.580 8 0 19.320 7 0 14.720 5 0 18.780 6 0 23.520 9 0 26.040 9 0 14.000 5 0 12.560 5 0 0.839 4 0 25.780 7 0 29.880 9 0 14.040 3 0 23.480 9 0 17.550 5 0 29.800 8 0 21.000 9 0 12.820 5 0 30.000 9 0 26.730 8 0 20.930 7 0 16.120 5 0 21.750 8 0 27.250 9 0 20.710 8 0 15.470 8 0 20.040 8 0 31.350 9 0 24.200 8 0 17.760 5 0 19.310 8 0 13.430 5 0 20.760 9 0 16.240 7 0 13.440 8 0 16.500 6 0 27.320 8 0 20.170 5 0 27.970 9 0 35.560 9 0 17.030 8 0 16.340 6 0 25.700 9 0 30.160 9 0 24.190 7 0 15.690 4 0 16.980 8 0 21.230 8 0 24.810 8 0 14.810 6 0 15.770 4 0 19.400 8 0 17.470 6 0 20.690 9 0 16.310 7 0 15.360 5 0 25.600 9 0 19.620 8 0 25.310 8 0 27.150 9 0 24.570 9 0 20.900 9 0 17.890 7 0 18.580 5 0 14.520 5 0 38.420 9 0 17.190 6 0 21.110 7 0 16.950 6 0 22.110 8 0 17.940 8 0 19.170 7 0 21. etc...
 
Output produced by software:

Enter (or paste) a matrix (table) containing all data (time) series. Every column represents a different variable and must be delimited by a space or Tab. Every row represents a period in time (or category) and must be delimited by hard returns. The easiest way to enter data is to copy and paste a block of spreadsheet cells. Please, do not use commas or spaces to seperate groups of digits!


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time25 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Multiple Linear Regression - Estimated Regression Equation
FEV[t] = + 3.40917384291795 -2.14803366960063Smoke[t] + 2.32990431027801Age[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)3.409173842917950.822124.14683.8e-051.9e-05
Smoke-2.148033669600630.81515-2.63510.0086110.004305
Age2.329904310278010.08262428.198900


Multiple Linear Regression - Regression Statistics
Multiple R0.759422388017405
R-squared0.576722363422059
Adjusted R-squared0.575421971297395
F-TEST (value)443.498812768751
F-TEST (DF numerator)2
F-TEST (DF denominator)651
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation5.70449155674434
Sum Squared Residuals21184.3367725498


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
117.0824.3783126354201-7.29831263542005
217.2422.0484083251421-4.80840832514206
317.219.7185040148640-2.51850401486404
415.5824.3783126354201-8.79831263542008
518.9524.3783126354201-5.42831263542008
623.3622.04840832514211.31159167485794
719.1917.38859970458601.80140029541397
814.1517.3885997045860-3.23859970458604
919.8722.0484083251421-2.17840832514206
1019.4224.3783126354201-4.95831263542008
1116.0217.3885997045860-1.36859970458604
1217.3522.0484083251421-4.69840832514206
1321.9322.0484083251421-0.118408325142063
1421.1822.0484083251421-0.868408325142063
1522.5822.04840832514210.531591674857936
1619.3219.7185040148640-0.398504014864049
1714.7215.0586953943080-0.338695394308020
1818.7817.38859970458601.39140029541397
1923.5224.3783126354201-0.858312635420077
2026.0424.37831263542011.66168736457992
211415.0586953943080-1.05869539430802
2212.5615.0586953943080-2.49869539430802
230.83912.72879108403-11.88979108403
2425.7819.71850401486406.06149598513595
2529.8824.37831263542015.50168736457992
2614.0410.3988867737523.64111322624801
2723.4824.3783126354201-0.898312635420077
2817.5515.05869539430802.49130460569198
2929.822.04840832514217.75159167485794
302124.3783126354201-3.37831263542008
3112.8215.0586953943080-2.23869539430802
323024.37831263542015.62168736457992
3326.7322.04840832514214.68159167485794
3420.9319.71850401486401.21149598513595
3516.1215.05869539430801.06130460569198
3621.7522.0484083251421-0.298408325142063
3727.2524.37831263542012.87168736457992
3820.7122.0484083251421-1.33840832514206
3915.4722.0484083251421-6.57840832514206
4020.0422.0484083251421-2.00840832514206
4131.3524.37831263542016.97168736457992
4224.222.04840832514212.15159167485794
4317.7615.05869539430802.70130460569198
4419.3122.0484083251421-2.73840832514206
4513.4315.0586953943080-1.62869539430802
4620.7624.3783126354201-3.61831263542008
4716.2419.7185040148640-3.47850401486405
4813.4422.0484083251421-8.60840832514207
4916.517.3885997045860-0.888599704586036
5027.3222.04840832514215.27159167485794
5120.1715.05869539430805.11130460569198
5227.9724.37831263542013.59168736457992
5335.5624.378312635420111.1816873645799
5417.0322.0484083251421-5.01840832514206
5516.3417.3885997045860-1.04859970458604
5625.724.37831263542011.32168736457992
5730.1624.37831263542015.78168736457992
5824.1919.71850401486404.47149598513595
5915.6912.728791084032.96120891596999
6016.9822.0484083251421-5.06840832514206
6121.2322.0484083251421-0.818408325142062
6224.8122.04840832514212.76159167485794
6314.8117.3885997045860-2.57859970458603
6415.7712.728791084033.04120891596999
6519.422.0484083251421-2.64840832514206
6617.4717.38859970458600.0814002954139642
6720.6924.3783126354201-3.68831263542008
6816.3119.7185040148640-3.40850401486405
6915.3615.05869539430800.301304605691979
7025.624.37831263542011.22168736457992
7119.6222.0484083251421-2.42840832514206
7225.3122.04840832514213.26159167485794
7327.1524.37831263542012.77168736457992
7424.5724.37831263542010.191687364579923
7520.924.3783126354201-3.47831263542008
7617.8919.7185040148640-1.82850401486405
7718.5815.05869539430803.52130460569198
7814.5215.0586953943080-0.538695394308021
7938.4224.378312635420114.0416873645799
8017.1917.3885997045860-0.198599704586034
8121.1119.71850401486401.39149598513595
8216.9517.3885997045860-0.438599704586036
8322.1122.04840832514210.0615916748579372
8417.9422.0484083251421-4.10840832514206
8519.1719.7185040148640-0.548504014864047
8621.4422.0484083251421-0.608408325142061
8712.5319.7185040148640-7.18850401486405
8826.5924.37831263542012.21168736457992
8915.815.05869539430800.74130460569198
9021.2624.3783126354201-3.11831263542008
9130.2924.37831263542015.91168736457992
9229.6424.37831263542015.26168736457992
9316.1119.7185040148640-3.60850401486405
9422.1522.04840832514210.101591674857936
9523.8822.04840832514211.83159167485794
9621.9624.3783126354201-2.41831263542008
9717.5124.3783126354201-6.86831263542008
9821.6524.3783126354201-2.72831263542008
9916.8219.7185040148640-2.89850401486405
10015.2322.0484083251421-6.81840832514206
10112.9222.0484083251421-9.12840832514206
10216.4919.7185040148640-3.22850401486405
10325.8824.37831263542011.50168736457992
1040.79612.72879108403-11.93279108403
10525.7424.37831263542011.36168736457992
10619.7917.38859970458602.40140029541396
10723.5422.04840832514211.49159167485794
10817.1817.3885997045860-0.208599704586036
10917.4219.7185040148640-2.29850401486405
11016.0319.7185040148640-3.68850401486405
11126.3922.04840832514214.34159167485794
11218.2919.7185040148640-1.42850401486405
11320.8419.71850401486401.12149598513595
11422.219.71850401486402.48149598513595
11514.7319.7185040148640-4.98850401486405
11623.4122.04840832514211.36159167485794
11716.9819.7185040148640-2.73850401486405
11811.9615.0586953943080-3.09869539430802
11918.7222.0484083251421-3.32840832514206
12022.1919.71850401486402.47149598513595
12124.224.3783126354201-0.178312635420078
12218.2719.7185040148640-1.44850401486405
12314.6119.7185040148640-5.10850401486405
12413.3817.3885997045860-4.00859970458604
12520.922.0484083251421-1.14840832514206
12616.9722.0484083251421-5.07840832514206
12715.6222.0484083251421-6.42840832514206
12820.424.3783126354201-3.97831263542008
12916.0919.7185040148640-3.62850401486405
13024.5822.04840832514212.53159167485794
13126.524.37831263542012.12168736457992
13214.2922.0484083251421-7.75840832514206
13316.7522.0484083251421-5.29840832514206
13419.4724.3783126354201-4.90831263542008
13520.6922.0484083251421-1.35840832514206
13615.7217.3885997045860-1.66859970458604
13713.4817.3885997045860-3.90859970458604
13822.8822.04840832514210.831591674857937
13917.7324.3783126354201-6.64831263542008
1400.79115.0586953943080-14.2676953943080
14119.0519.7185040148640-0.668504014864048
14224.6324.37831263542010.251687364579922
14314.3117.3885997045860-3.07859970458603
14426.3124.37831263542011.93168736457992
14531.1424.37831263542016.76168736457992
14621.3524.3783126354201-3.02831263542008
14715.2717.3885997045860-2.11859970458604
14822.9322.04840832514210.881591674857937
14930.4224.37831263542016.04168736457992
15029.2722.04840832514217.22159167485794
15126.6522.04840832514214.60159167485794
15223.0124.3783126354201-1.36831263542008
15324.624.37831263542010.221687364579924
15425.9224.37831263542011.54168736457992
15517.519.7185040148640-2.21850401486405
15617.5922.0484083251421-4.45840832514206
15715.3617.3885997045860-2.02859970458604
15822.5924.3783126354201-1.78831263542008
15920.4824.3783126354201-3.89831263542008
16025.7124.37831263542011.33168736457992
16120.4619.71850401486400.741495985135952
16217.822.0484083251421-4.24840832514206
16315.5215.05869539430800.461304605691979
16419.5322.0484083251421-2.51840832514206
16528.9324.37831263542014.55168736457992
16617.1317.3885997045860-0.258599704586037
16728.5124.37831263542014.13168736457992
16816.2417.3885997045860-1.14859970458604
16926.3122.04840832514214.26159167485794
17018.1915.05869539430803.13130460569198
17116.5819.7185040148640-3.13850401486405
17221.5819.71850401486401.86149598513595
17317.8912.728791084035.16120891597
17430.0424.37831263542015.66168736457992
17525.0322.04840832514212.98159167485794
17619.3324.3783126354201-5.04831263542008
17720.9124.3783126354201-3.46831263542008
17823.1624.3783126354201-1.21831263542008
17917.0415.05869539430801.98130460569198
18016.0624.3783126354201-8.31831263542008
18111.6519.7185040148641-8.06850401486405
18221.0217.38859970458603.63140029541397
18323.224.3783126354201-1.17831263542008
18422.324.3783126354201-2.07831263542008
18517.1624.3783126354201-7.21831263542008
18617.919.7185040148640-1.81850401486405
18711.4615.0586953943080-3.59869539430802
18821.8722.0484083251421-0.178408325142062
18927.1724.37831263542012.79168736457992
19017.9619.7185040148640-1.75850401486405
19119.5322.2302789658194-2.70027896581944
19213.3522.0484083251421-8.69840832514206
19321.1924.3783126354201-3.18831263542008
19416.6617.3885997045860-0.728599704586036
19518.2617.38859970458600.871400295413967
19627.0922.04840832514215.04159167485794
19728.7124.37831263542014.33168736457992
19810.9215.0586953943080-4.13869539430802
19922.6217.38859970458605.23140029541397
20021.0417.38859970458603.65140029541396
20121.6624.3783126354201-2.71831263542008
20216.919.7185040148640-2.81850401486405
20329.7324.37831263542015.35168736457992
20421.4522.0484083251421-0.598408325142063
20519.7115.05869539430804.65130460569198
20620.9519.71850401486401.23149598513595
20716.9717.3885997045860-0.418599704586037
20824.5524.37831263542010.171687364579924
20919.219.7185040148640-0.51850401486405
21021.6424.3783126354201-2.73831263542008
21121.324.3783126354201-3.07831263542008
21229.9322.04840832514217.88159167485794
21325.2924.37831263542010.911687364579922
21417.2619.7185040148640-2.45850401486405
21524.4224.37831263542010.0416873645799245
21611.0212.72879108403-1.70879108403001
21720.5624.3783126354201-3.81831263542008
21818.0815.05869539430803.02130460569198
21923.0522.04840832514211.00159167485794
22019.6924.3783126354201-4.68831263542008
22115.5622.0484083251421-6.48840832514206
22210.7210.3988867737520.321113226248009
22320.4224.3783126354201-3.95831263542008
22415.1222.0484083251421-6.92840832514206
22514.2317.3885997045860-3.15859970458604
22636.8124.378312635420112.4316873645799
22719.9122.0484083251421-2.13840832514206
22818.9722.0484083251421-3.07840832514206
22913.719.7185040148640-6.01850401486405
23013.3817.3885997045860-4.00859970458604
23120.1622.0484083251421-1.88840832514206
23226.3924.37831263542012.01168736457992
23313.8912.728791084031.16120891596999
23416.1219.7185040148640-3.59850401486405
23521.3522.0484083251421-0.698408325142061
23626.8122.04840832514214.76159167485794
23732.2324.37831263542017.85168736457992
23817.9617.38859970458600.571400295413966
23920.122.0484083251421-1.94840832514206
24015.2317.3885997045860-2.15859970458604
24117.4422.0484083251421-4.60840832514206
24224.8524.37831263542010.471687364579924
24323.3522.04840832514211.30159167485794
24414.1519.7185040148640-5.56850401486405
24520.7624.3783126354201-3.61831263542008
24624.3522.04840832514212.30159167485794
24717.2819.7185040148640-2.43850401486405
24828.524.37831263542014.12168736457992
24918.4422.0484083251421-3.60840832514206
25017.5424.3783126354201-6.83831263542008
25113.4317.3885997045860-3.95859970458604
25223.0322.04840832514210.981591674857939
25322.4624.3783126354201-1.91831263542008
25424.7622.04840832514212.71159167485794
25532.3924.37831263542018.01168736457992
25624.5724.37831263542010.191687364579923
25723.8222.04840832514211.77159167485794
25816.419.7185040148640-3.31850401486405
25915.8915.05869539430800.83130460569198
26020.5619.71850401486400.84149598513595
26122.2622.04840832514210.211591674857939
26218.8624.3783126354201-5.51831263542008
26328.3324.37831263542013.95168736457992
26417.1517.3885997045860-0.238599704586037
26526.3122.04840832514214.26159167485794
26625.519.71850401486405.78149598513595
26719.1224.3783126354201-5.25831263542008
26818.7719.7185040148640-0.94850401486405
26919.3519.7185040148640-0.368504014864048
27015.3915.05869539430800.33130460569198
27128.0324.37831263542013.65168736457992
27229.2324.37831263542014.85168736457992
27323.5822.04840832514211.53159167485794
27420.9422.0484083251421-1.10840832514206
27518.5524.3783126354201-5.82831263542008
27615.3517.3885997045860-2.03859970458604
27721.3519.71850401486401.63149598513595
27819.315.05869539430804.24130460569198
27921.8224.3783126354201-2.55831263542008
28013.5915.0586953943080-1.46869539430802
28120.0219.71850401486400.301495985135951
28216.9917.3885997045860-0.398599704586037
2832522.04840832514212.95159167485794
28423.6619.71850401486403.94149598513595
28520.6922.0484083251421-1.35840832514206
28614.1812.728791084031.45120891596999
28723.3322.04840832514211.28159167485794
28815.1415.05869539430800.0813046056919803
28917.5822.0484083251421-4.46840832514206
29025.3519.71850401486405.63149598513595
29125.6419.71850401486405.92149598513595
29224.8724.37831263542010.491687364579924
29315.9124.3783126354201-8.46831263542008
29416.2422.0484083251421-5.80840832514206
29527.9824.37831263542013.60168736457992
29616.9117.3885997045860-0.478599704586035
29719.9922.0484083251421-2.05840832514206
29818.6924.3783126354201-5.68831263542008
29910.0412.72879108403-2.68879108403001
30014.2717.3885997045860-3.11859970458604
30118.2619.7185040148640-1.45850401486405
30226.8824.37831263542012.50168736457992
30316.5722.0484083251421-5.47840832514206
30416.7217.3885997045860-0.668599704586037
30520.1522.0484083251421-1.89840832514206
30623.7119.71850401486403.99149598513595
30721.1515.05869539430806.09130460569198
30823.2822.04840832514211.23159167485794
30914.9519.7185040148640-4.76850401486405
31028.8429.0381212559761-0.198121255976105
31123.2826.7082169456981-3.42821694569809
31233.8136.0278341868101-2.21783418681015
31321.729.0381212559761-7.3381212559761
31434.729.03812125597615.6618787440239
31530.5831.3680255662541-0.788025566254122
31618.1126.7082169456981-8.5982169456981
31725.2429.0381212559761-3.79812125597611
31826.4226.7082169456981-0.28821694569809
31937.4136.02783418681011.38216581318985
32043.3633.69792987653219.66207012346786
32148.4236.027834186810212.3921658131899
32245.531.368025566254114.1319744337459
32328.4131.3680255662541-2.95802556625412
32431.6626.70821694569814.95178305430191
32538.1633.69792987653214.46207012346786
32625.6126.7082169456981-1.09821694569809
32736.5429.03812125597617.5018787440239
32824.8126.7082169456981-1.89821694569809
32926.6529.0381212559761-2.38812125597611
33032.0326.70821694569815.32178305430191
33135.4933.69792987653211.79207012346787
33222.3633.8798005172095-11.5198005172095
33332.2229.03812125597613.18187874402389
33431.1126.70821694569814.40178305430191
33534.929.03812125597615.86187874402389
33631.4733.6979298765321-2.22792987653214
33725.226.7082169456981-1.50821694569809
33822.9226.7082169456981-3.78821694569809
33928.8931.3680255662541-2.47802556625412
34022.4626.7082169456981-4.24821694569809
34119.3726.7082169456981-7.33821694569809
34226.4626.7082169456981-0.248216945698091
34329.5729.03812125597610.531878744023895
34440.0729.038121255976111.0318787440239
34523.8629.0381212559761-5.1781212559761
34632.5126.70821694569815.80178305430191
34727.6229.0381212559761-1.41812125597610
34830.1129.03812125597611.07187874402389
34943.0533.69792987653219.35207012346786
35039.0633.69792987653215.36207012346787
35135.8329.03812125597616.79187874402389
35232.3629.03812125597613.32187874402389
35334.3636.0278341868101-1.66783418681015
35430.5829.03812125597611.54187874402389
35530.0726.70821694569813.36178305430191
35634.8926.70821694569818.1817830543019
35728.6426.70821694569811.93178305430191
35834.2833.87980051720950.400199482790486
35928.1933.6979298765321-5.50792987653213
36022.526.7082169456981-4.20821694569809
36146.8336.027834186810210.8021658131898
36223.5226.7082169456981-3.18821694569809
36331.0829.03812125597612.04187874402389
36439.9433.69792987653216.24207012346786
36543.9331.368025566254112.5619744337459
36632.0831.54989620693150.530103793068498
36725.9226.7082169456981-0.78821694569809
36831.9333.6979298765321-1.76792987653213
36916.9426.8900875863755-9.95008758637547
37039.5733.87980051720955.69019948279048
37123.4629.0381212559761-5.5781212559761
37247.8931.549896206931516.3401037930685
37335.1529.03812125597616.11187874402389
37427.5429.0381212559761-1.49812125597611
37527.226.70821694569810.491783054301908
37624.6329.0381212559761-4.40812125597611
37726.3329.0381212559761-2.70812125597611
37830.4826.70821694569813.77178305430191
37931.1129.03812125597612.07187874402389
38037.4533.69792987653213.75207012346787
38123.8429.2199918966535-5.37999189665349
38220.9426.7082169456981-5.76821694569809
38331.8326.70821694569815.12178305430191
38430.7433.8798005172095-3.13980051720952
38539.7729.038121255976110.7318787440239
38633.5426.70821694569816.83178305430191
38734.1129.03812125597615.07187874402389
38823.8724.5601832760975-0.690183276097458
38931.7129.03812125597612.67187874402390
39038.8733.69792987653215.17207012346786
39126.4633.6979298765321-7.23792987653213
39225.0426.7082169456981-1.66821694569809
39335.8729.03812125597616.83187874402389
39438.4529.03812125597619.4118787440239
39529.7131.3680255662541-1.65802556625412
39628.9126.70821694569812.20178305430191
39718.2326.7082169456981-8.4782169456981
39824.1729.0381212559761-4.8681212559761
39921.7526.7082169456981-4.95821694569809
40027.3529.0381212559761-1.68812125597610
40142.7336.02783418681016.70216581318985
40229.7633.6979298765321-3.93792987653213
40338.3529.21999189665359.13000810334651
40440.6529.038121255976111.6118787440239
40523.1829.0381212559761-5.8581212559761
40635.9629.03812125597616.9218787440239
40733.9536.0278341868101-2.07783418681015
40827.5131.3680255662541-3.85802556625412
40926.7326.70821694569810.0217830543019091
41025.5631.3680255662541-5.80802556625412
41125.4229.0381212559761-3.61812125597610
41226.0826.7082169456981-0.628216945698093
41323.5429.0381212559761-5.4981212559761
41425.9931.5498962069315-5.5598962069315
41514.5826.7082169456981-12.1282169456981
41637.9526.708216945698111.2417830543019
41724.9129.0381212559761-4.12812125597611
41830.633.6979298765321-3.09792987653213
41925.4526.7082169456981-1.25821694569809
42029.9329.03812125597610.891878744023894
42133.0526.70821694569816.34178305430191
42247.5631.549896206931516.0101037930685
42337.7429.03812125597618.7018787440239
42428.5526.70821694569811.84178305430191
42529.8829.03812125597610.841878744023894
42624.9829.0381212559761-4.05812125597611
42731.6936.0278341868101-4.33783418681015
42828.8729.0381212559761-0.168121255976104
42927.0433.6979298765321-6.65792987653214
43035.1529.03812125597616.11187874402389
43134.2529.03812125597615.21187874402389
43222.8726.7082169456981-3.83821694569809
43324.3433.6979298765321-9.35792987653214
43423.6526.7082169456981-3.05821694569809
43530.8631.5498962069315-0.689896206931501
43626.9626.70821694569810.251783054301909
43728.6831.3680255662541-2.68802556625412
43828.1326.70821694569811.42178305430191
43943.0933.87980051720959.21019948279049
44032.5531.36802556625411.18197443374588
44134.1324.56018327609759.56981672390254
44245.9329.038121255976116.8918787440239
44341.1136.02783418681015.08216581318985
44419.1631.3680255662541-12.2080255662541
44518.5826.7082169456981-8.1282169456981
44629.7524.56018327609755.18981672390254
44733.526.70821694569816.79178305430191
44829.0126.70821694569812.30178305430191
44922.4131.3680255662541-8.95802556625412
45042.2533.69792987653218.55207012346786
45132.2329.03812125597613.19187874402389
45252.2431.368025566254120.8719744337459
45340.7329.038121255976111.6918787440239
45440.831.36802556625419.43197443374588
45526.0629.0381212559761-2.97812125597611
45631.6926.89008758637554.79991241362453
45744.1131.368025566254112.7419744337459
45837.9131.36802556625416.54197443374588
45930.8933.6979298765321-2.80792987653213
46024.6529.0381212559761-4.38812125597611
46133.4329.21999189665354.21000810334651
4623226.70821694569815.29178305430191
46329.1331.3680255662541-2.23802556625412
46448.7733.697929876532115.0720701234679
46523.5826.7082169456981-3.12821694569809
46632.7931.36802556625411.42197443374588
46725.8126.7082169456981-0.898216945698093
46823.4731.3680255662541-7.89802556625412
46926.9126.70821694569810.201783054301909
47028.2729.0381212559761-0.768121255976105
47118.7326.7082169456981-7.97821694569809
47237.5129.21999189665358.29000810334651
47325.3836.0278341868102-10.6478341868102
47427.5826.70821694569810.871783054301907
47530.526.70821694569813.79178305430191
47630.7931.3680255662541-0.578025566254121
47722.0126.7082169456981-4.69821694569809
47818.5826.7082169456981-8.1282169456981
47922.1631.5498962069315-9.3898962069315
48034.0331.36802556625412.66197443374588
48135.0131.36802556625413.64197443374588
48225.7829.0381212559761-3.25812125597610
48330.7831.5498962069315-0.7698962069315
48431.8629.21999189665352.64000810334651
48516.6526.7082169456981-10.0582169456981
48620.8129.0381212559761-8.2281212559761
48729.7429.03812125597610.701878744023893
48832.9731.54989620693151.42010379306850
48940.7331.36802556625419.36197443374587
49044.4833.697929876532110.7820701234679
49139.8433.69792987653216.14207012346787
49222.526.7082169456981-4.20821694569809
49327.5231.3680255662541-3.84802556625412
49423.0429.2199918966535-6.17999189665349
49536.836.02783418681010.772165813189849
49631.0226.89008758637554.12991241362453
49728.6226.70821694569811.91178305430191
49826.7731.5498962069315-4.7798962069315
49930.2329.03812125597611.19187874402389
50036.8129.03812125597617.7718787440239
50132.5533.6979298765321-1.14792987653214
50236.9231.36802556625415.55197443374588
50323.5626.7082169456981-3.14821694569809
50445.9126.708216945698119.2017830543019
50530.8231.3680255662541-0.54802556625412
50632.9731.54989620693151.42010379306850
50732.5829.03812125597613.54187874402389
50822.1626.7082169456981-4.54821694569809
50932.4729.03812125597613.43187874402389
51043.2429.038121255976114.2018787440239
51123.6229.0381212559761-5.4181212559761
51225.6329.0381212559761-3.40812125597611
51332.0629.03812125597613.02187874402390
51435.8536.0278341868101-0.177834186810147
51547.231.368025566254115.8319744337459
51633.3133.6979298765321-0.387929876532133
51750.8333.697929876532117.1320701234679
51834.9824.560183276097510.4198167239025
51924.1731.3680255662541-7.19802556625412
52023.6426.7082169456981-3.06821694569809
52123.4126.7082169456981-3.29821694569809
52227.5929.2199918966535-1.62999189665349
52329.5326.89008758637552.63991241362453
52432.3131.36802556625410.941974433745882
52530.7829.03812125597611.74187874402390
52633.6929.03812125597614.65187874402389
52735.2931.36802556625413.92197443374588
52828.6631.3680255662541-2.70802556625412
52928.9136.0278341868101-7.11783418681015
53030.2229.03812125597611.18187874402389
53131.2726.70821694569814.56178305430191
53228.6629.0381212559761-0.378121255976105
53326.0531.3680255662541-5.31802556625412
53430.5633.6979298765321-3.13792987653214
53525.6931.3680255662541-5.67802556625412
53625.0129.0381212559761-4.0281212559761
53733.229.03812125597614.1618787440239
53821.2329.0381212559761-7.8081212559761
53937.836.02783418681011.77216581318985
54038.4729.03812125597619.4318787440239
54137.8531.54989620693156.3001037930685
54239.2431.36802556625417.87197443374588
54321.3226.7082169456981-5.38821694569809
54427.5231.3680255662541-3.84802556625412
54524.4933.6979298765321-9.20792987653214
54634.5626.70821694569817.85178305430191
54730.7326.70821694569814.02178305430191
54826.8826.70821694569810.171783054301908
54933.2926.70821694569816.58178305430191
55042.7136.02783418681016.68216581318985
55135.331.36802556625413.93197443374588
55229.2829.03812125597610.241878744023896
55326.8929.0381212559761-2.14812125597610
55423.3231.3680255662541-8.04802556625412
55529.3436.0278341868101-6.68783418681015
55622.7633.8798005172095-11.1198005172095
55731.126.70821694569814.39178305430191
55828.9429.0381212559761-0.0981212559761037
55946.3726.890087586375519.4799124136245
56024.3526.7082169456981-2.35821694569809
56128.3826.70821694569811.67178305430191
56230.3531.3680255662541-1.01802556625412
56348.3131.368025566254116.9419744337459
56428.1229.0381212559761-0.918121255976104
56527.1431.3680255662541-4.22802556625412
56630.8626.70821694569814.15178305430191
56735.1931.36802556625413.82197443374588
56842.3233.69792987653218.62207012346786
56927.726.70821694569810.991783054301908
57033.4131.36802556625412.04197443374588
57130.926.70821694569814.19178305430191
57225.3133.6979298765321-8.38792987653214
57328.2231.3680255662541-3.14802556625412
57430.3824.56018327609755.81981672390254
57529.3531.3680255662541-2.01802556625412
57625.6826.7082169456981-1.02821694569809
57723.8729.0381212559761-5.1681212559761
57824.9931.3680255662541-6.37802556625412
57941.329.038121255976112.2618787440239
58030.0131.3680255662541-1.35802556625412
58131.3226.70821694569814.61178305430191
58235.7733.69792987653212.07207012346787
58332.2231.36802556625410.851974433745879
58432.829.03812125597613.76187874402389
58526.5929.0381212559761-2.44812125597611
58628.2229.0381212559761-0.818121255976106
58721.429.0381212559761-7.6381212559761
58842.0331.368025566254110.6619744337459
58929.9736.0278341868101-6.05783418681015
59031.226.89008758637554.30991241362453
59125.6229.0381212559761-3.41812125597610
59230.8231.3680255662541-0.54802556625412
59338.0636.02783418681012.03216581318985
59433.3926.89008758637556.49991241362453
59531.5231.5498962069315-0.0298962069315012
59624.5829.0381212559761-4.45812125597611
59723.9126.7082169456981-2.79821694569809
59831.4133.6979298765321-2.28792987653213
59925.7931.3680255662541-5.57802556625412
60031.0426.89008758637554.14991241362453
60140.4531.54989620693158.9001037930685
60247.6333.879800517209513.7501994827905
6032126.7082169456981-5.70821694569809
60430.6926.89008758637553.79991241362453
60527.8529.0381212559761-1.18812125597610
60642.8438.35773849708824.48226150291184
60745.0636.20970482748758.85029517251247
60829.0645.3474514279222-16.2874514279222
60951.0247.67735573820023.34264426179978
61035.1945.5293220685996-10.3393220685996
61136.8838.5396091377655-1.65960913776554
61244.2943.01754711764421.27245288235581
61342.7938.35773849708824.43226150291184
6144538.35773849708826.64226150291184
61526.3538.3577384970882-12.0077384970882
61626.7936.2097048274875-9.41970482748753
61721.9836.2097048274875-14.2297048274875
61833.4545.5293220685996-12.0793220685996
61930.8245.3474514279222-14.5274514279222
62033.8740.6876428073662-6.81764280736618
62130.8240.8695134480436-10.0495134480436
62229.0338.5396091377655-9.50960913776554
62330.0436.2097048274875-6.16970482748753
62457.9338.357738497088219.5722615029118
62539.8538.35773849708821.49226150291184
62642.245.3474514279222-3.1474514279222
62747.2443.01754711764424.22245288235581
62837.3138.3577384970882-1.04773849708816
62934.0640.8695134480436-6.80951344804356
6303543.0175471176442-8.01754711764419
63136.7440.6876428073662-3.94764280736618
63256.3343.017547117644213.3124528823558
63331.2236.2097048274875-4.98970482748753
63433.336.2097048274875-2.90970482748753
63526.0838.5396091377655-12.4596091377655
63636.4540.6876428073662-4.23764280736617
63737.9936.20970482748751.78029517251247
63840.8643.1994177583216-2.33941775832157
63928.8738.3577384970882-9.48773849708816
64040.738.53960913776552.16039086223446
64139.643.0175471176442-3.41754711764419
64242.9940.68764280736622.30235719263382
64329.8140.6876428073662-10.8776428073662
64422.6436.2097048274875-13.5697048274875
64544.0443.19941775832160.840582241678429
64622.7836.2097048274875-13.4297048274875
64745.0440.68764280736624.35235719263382
64856.3843.017547117644213.3624528823558
64948.7238.539609137765510.1803908622345
65042.738.53960913776554.16039086223446
65137.2736.20970482748751.06029517251247
65228.5345.3474514279222-16.8174514279222
65327.9538.5396091377655-10.5896091377655
65432.1138.3577384970882-6.24773849708816


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
60.2240052806552670.4480105613105340.775994719344733
70.1067402430943120.2134804861886240.893259756905688
80.1003764458108000.2007528916216010.8996235541892
90.05610237174288690.1122047434857740.943897628257113
100.02710777037047330.05421554074094660.972892229629527
110.01298101533071920.02596203066143830.98701898466928
120.005741565719741170.01148313143948230.994258434280259
130.005568981212461920.01113796242492380.994431018787538
140.003679815017591250.00735963003518250.996320184982409
150.003652987208753810.007305974417507620.996347012791246
160.001763253152902360.003526506305804720.998236746847098
170.0009527217852247290.001905443570449460.999047278214775
180.0004772628885950960.0009545257771901920.999522737111405
190.0004363683304606820.0008727366609213630.99956363166954
200.0009461191609487270.001892238321897450.999053880839051
210.0005170542244479050.001034108448895810.999482945775552
220.0003441239791750570.0006882479583501150.999655876020825
230.01079864886393160.02159729772786310.989201351136068
240.02779233949561240.05558467899122490.972207660504388
250.04530267823729840.09060535647459680.954697321762702
260.04657193702929360.09314387405858720.953428062970706
270.03312639927845430.06625279855690870.966873600721546
280.02763733274908550.0552746654981710.972362667250914
290.06109013813788890.1221802762757780.938909861862111
300.04685239373303060.09370478746606110.95314760626697
310.03485327466195200.06970654932390410.965146725338048
320.0460091965708940.0920183931417880.953990803429106
330.0489601536789740.0979203073579480.951039846321026
340.03788721777823570.07577443555647140.962112782221764
350.02872115961132460.05744231922264920.971278840388675
360.02076279962439920.04152559924879840.9792372003756
370.01755010489565730.03510020979131460.982449895104343
380.01254060851956110.02508121703912230.987459391480439
390.01447555580468530.02895111160937050.985524444195315
400.01048598737168300.02097197474336600.989514012628317
410.01644109789212530.03288219578425060.983558902107875
420.01301539528377580.02603079056755150.986984604716224
430.01085886179555710.02171772359111410.989141138204443
440.008314486268524030.01662897253704810.991685513731476
450.005968345097899050.01193669019579810.9940316549021
460.004812732741508930.009625465483017850.995187267258491
470.003792655667701340.007585311335402670.996207344332299
480.006500996568775320.01300199313755060.993499003431225
490.004624179829958080.009248359659916150.995375820170042
500.005457053592073390.01091410718414680.994542946407927
510.005984354841132020.01196870968226400.994015645158868
520.005475276376286050.01095055275257210.994524723623714
530.01917817394547420.03835634789094830.980821826054526
540.01839950220853090.03679900441706170.98160049779147
550.01401304412261990.02802608824523980.98598695587738
560.01082464593265170.02164929186530350.989175354067348
570.01187320771358040.02374641542716070.98812679228642
580.01140384793677440.02280769587354870.988596152063226
590.009787986320282340.01957597264056470.990212013679718
600.009606213690494270.01921242738098850.990393786309506
610.007244243745917950.01448848749183590.992755756254082
620.005948147711937530.01189629542387510.994051852288062
630.004692311362913440.009384622725826870.995307688637087
640.003961585995205510.007923171990411010.996038414004795
650.003136203595910730.006272407191821470.99686379640409
660.002291847013475870.004583694026951740.997708152986524
670.001935733684554470.003871467369108940.998064266315446
680.001592898646241230.003185797292482450.998407101353759
690.00115022100337780.00230044200675560.998849778996622
700.0008481606991762510.001696321398352500.999151839300824
710.0006421303077771220.001284260615554240.999357869692223
720.0005412869182394410.001082573836478880.99945871308176
730.0004332715454246270.0008665430908492530.999566728454575
740.0003043456267706320.0006086912535412650.99969565437323
750.0002488935609820380.0004977871219640760.999751106439018
760.0001795928716258080.0003591857432516160.999820407128374
770.0001527798477276920.0003055596954553850.999847220152272
780.0001055339914965070.0002110679829930140.999894466008504
790.001188925749100760.002377851498201510.9988110742509
800.0008697350234094790.001739470046818960.99913026497659
810.0006488329115575730.001297665823115150.999351167088442
820.0004692708115125050.000938541623025010.999530729188488
830.0003366837771164430.0006733675542328870.999663316222884
840.0003015989462164170.0006031978924328340.999698401053784
850.0002154302903338280.0004308605806676550.999784569709666
860.0001531417351346800.0003062834702693600.999846858264865
870.0002160936730028320.0004321873460056640.999783906326997
880.0001645868482789230.0003291736965578470.999835413151721
890.0001181856571397770.0002363713142795540.99988181434286
909.51779339100757e-050.0001903558678201510.99990482206609
910.0001100987975494440.0002201975950988870.99988990120245
920.0001127239843062660.0002254479686125320.999887276015694
939.4701389707516e-050.0001894027794150320.999905298610293
946.67777521181792e-050.0001335555042363580.999933222247882
954.90831579119371e-059.81663158238742e-050.999950916842088
963.76894482651857e-057.53788965303714e-050.999962310551735
975.25864149728533e-050.0001051728299457070.999947413585027
984.08861014275888e-058.17722028551776e-050.999959113898572
993.1795472359995e-056.359094471999e-050.99996820452764
1004.19246733001111e-058.38493466002221e-050.9999580753267
1018.72122857937627e-050.0001744245715875250.999912787714206
1026.9672414607829e-050.0001393448292156580.999930327585392
1035.17998856672311e-050.0001035997713344620.999948200114333
1040.0001878888899146960.0003757777798293930.999812111110085
1050.0001408560573627130.0002817121147254260.999859143942637
1060.0001148581214320210.0002297162428640430.999885141878568
1078.64894962993357e-050.0001729789925986710.9999135105037
1086.24879976939613e-050.0001249759953879230.999937512002306
1094.69215096769032e-059.38430193538065e-050.999953078490323
1103.85504257545284e-057.71008515090567e-050.999961449574245
1113.6528454828343e-057.3056909656686e-050.999963471545172
1122.63774786771386e-055.27549573542773e-050.999973622521323
1131.93332098692500e-053.86664197385000e-050.99998066679013
1141.53379723509010e-053.06759447018020e-050.99998466202765
1151.44729490486843e-052.89458980973686e-050.999985527050951
1161.0563587270496e-052.1127174540992e-050.99998943641273
1177.99194680727723e-061.59838936145545e-050.999992008053193
1186.01935859321874e-061.20387171864375e-050.999993980641407
1194.80495207123379e-069.60990414246759e-060.999995195047929
1203.79125046053575e-067.5825009210715e-060.99999620874954
1212.62316088859170e-065.24632177718341e-060.999997376839111
1221.83444093772766e-063.66888187545533e-060.999998165559062
1231.74924722404191e-063.49849444808382e-060.999998250752776
1241.42051166084340e-062.84102332168679e-060.99999857948834
1259.83198128639119e-071.96639625727824e-060.999999016801871
1269.5395438123762e-071.90790876247524e-060.999999046045619
1271.14969303146109e-062.29938606292218e-060.999998850306969
1289.7739073411193e-071.95478146822386e-060.999999022609266
1297.71355486373968e-071.54271097274794e-060.999999228644514
1306.04605098880028e-071.20921019776006e-060.999999395394901
1314.49106088316564e-078.98212176633127e-070.999999550893912
1327.06629547670128e-071.41325909534026e-060.999999293370452
1336.92586677027241e-071.38517335405448e-060.999999307413323
1346.52277021515999e-071.30455404303200e-060.999999347722978
1354.52325226426380e-079.04650452852759e-070.999999547674774
1363.13208909885534e-076.26417819771067e-070.99999968679109
1372.47970983719329e-074.95941967438658e-070.999999752029016
1381.73446690638181e-073.46893381276363e-070.99999982655331
1392.17901215931651e-074.35802431863303e-070.999999782098784
1401.96303599548085e-063.9260719909617e-060.999998036964004
1411.38430981898727e-062.76861963797455e-060.999998615690181
1429.74212735290284e-071.94842547058057e-060.999999025787265
1437.25545991906169e-071.45109198381234e-060.999999274454008
1445.43687461531079e-071.08737492306216e-060.999999456312539
1457.7467235077835e-071.5493447015567e-060.99999922532765
1466.03405500921879e-071.20681100184376e-060.9999993965945
1474.29071345328746e-078.58142690657492e-070.999999570928655
1483.06164857086222e-076.12329714172445e-070.999999693835143
1493.76188333472266e-077.52376666944531e-070.999999623811667
1506.07639998032265e-071.21527999606453e-060.999999392360002
1516.04369835922244e-071.20873967184449e-060.999999395630164
1524.32234920176533e-078.64469840353066e-070.99999956776508
1533.01057698343933e-076.02115396687866e-070.999999698942302
1542.16578252212809e-074.33156504425618e-070.999999783421748
1551.55335304588869e-073.10670609177737e-070.999999844664695
1561.37072823403522e-072.74145646807044e-070.999999862927177
1579.63554026515487e-081.92710805303097e-070.999999903644597
1586.89295304450655e-081.37859060890131e-070.99999993107047
1595.85253911302787e-081.17050782260557e-070.999999941474609
1604.12467883901496e-088.24935767802993e-080.999999958753212
1612.9065107733396e-085.8130215466792e-080.999999970934892
1622.48131659158969e-084.96263318317939e-080.999999975186834
1631.77896448032087e-083.55792896064174e-080.999999982210355
1641.28793575791100e-082.57587151582200e-080.999999987120642
1651.23229358955228e-082.46458717910457e-080.999999987677064
1668.41510930219195e-091.68302186043839e-080.99999999158489
1677.5250748606095e-091.5050149721219e-080.999999992474925
1685.0795163488162e-091.01590326976324e-080.999999994920484
1694.809004297056e-099.618008594112e-090.999999995190996
1704.41323611526378e-098.82647223052756e-090.999999995586764
1713.28218296224977e-096.56436592449953e-090.999999996717817
1722.42508640580190e-094.85017281160379e-090.999999997574914
1733.2520439742637e-096.5040879485274e-090.999999996747956
1743.70009699848886e-097.40019399697772e-090.999999996299903
1752.93957707113725e-095.8791541422745e-090.999999997060423
1762.94030589135311e-095.88061178270623e-090.999999997059694
1772.36301511307101e-094.72603022614202e-090.999999997636985
1781.60753226466443e-093.21506452932885e-090.999999998392468
1791.2374234225721e-092.4748468451442e-090.999999998762577
1802.42257662904132e-094.84515325808264e-090.999999997577423
1813.99910564402126e-097.99821128804253e-090.999999996000894
1823.63400470300722e-097.26800940601443e-090.999999996365995
1832.48343293987206e-094.96686587974412e-090.999999997516567
1841.75994680141641e-093.51989360283282e-090.999999998240053
1852.53319542907068e-095.06639085814136e-090.999999997466805
1861.75486300377990e-093.50972600755981e-090.999999998245137
1871.34519808836857e-092.69039617673715e-090.999999998654802
1889.02660055513306e-101.80532011102661e-090.99999999909734
1897.00805942035305e-101.40161188407061e-090.999999999299194
1904.79658723541535e-109.5931744708307e-100.999999999520341
1913.27141076262015e-106.5428215252403e-100.999999999672859
1926.66796019053858e-101.33359203810772e-090.999999999333204
1935.08929568094781e-101.01785913618956e-090.99999999949107
1943.41401574459255e-106.8280314891851e-100.999999999658598
1952.37370518811168e-104.74741037622336e-100.99999999976263
1962.57334345651068e-105.14668691302136e-100.999999999742666
1972.41148562166619e-104.82297124333238e-100.999999999758851
1981.94025892607358e-103.88051785214716e-100.999999999805974
1992.28138792078179e-104.56277584156358e-100.999999999771861
2002.04776895483159e-104.09553790966319e-100.999999999795223
2011.50094629132565e-103.00189258265129e-100.999999999849905
2021.09140968976940e-102.18281937953880e-100.99999999989086
2031.20358980122958e-102.40717960245916e-100.999999999879641
2047.97689534734031e-111.59537906946806e-100.999999999920231
2058.48732137338937e-111.69746427467787e-100.999999999915127
2065.87869493165719e-111.17573898633144e-100.999999999941213
2073.89048390864696e-117.78096781729392e-110.999999999961095
2082.55569754525071e-115.11139509050142e-110.999999999974443
2091.67584244978802e-113.35168489957604e-110.999999999983242
2101.21641796865321e-112.43283593730642e-110.999999999987836
2119.08282430435076e-121.81656486087015e-110.999999999990917
2121.86269099667477e-113.72538199334953e-110.999999999981373
2131.24198683284335e-112.48397366568670e-110.99999999998758
2148.7338257974624e-121.74676515949248e-110.999999999991266
2155.67532116223046e-121.13506423244609e-110.999999999994325
2163.79512175172954e-127.59024350345909e-120.999999999996205
2173.08116191198364e-126.16232382396728e-120.999999999996919
2182.50844303179460e-125.01688606358921e-120.999999999997492
2191.66610626391509e-123.33221252783017e-120.999999999998334
2201.52158920144150e-123.04317840288300e-120.999999999998478
2211.9185255396486e-123.8370510792972e-120.999999999998081
2221.27576709088486e-122.55153418176973e-120.999999999998724
2231.04085128481523e-122.08170256963046e-120.99999999999896
2241.44146063222606e-122.88292126445211e-120.999999999998558
2251.07011365943296e-122.14022731886591e-120.99999999999893
2261.07502686430896e-112.15005372861792e-110.99999999998925
2277.49203176625954e-121.49840635325191e-110.999999999992508
2285.60215985542646e-121.12043197108529e-110.999999999994398
2296.29200380441971e-121.25840076088394e-110.999999999993708
2305.16296522009631e-121.03259304401926e-110.999999999994837
2313.53762008841374e-127.07524017682748e-120.999999999996462
2322.51129556039065e-125.0225911207813e-120.999999999997489
2331.75320765355716e-123.50641530711431e-120.999999999998247
2341.37525950523550e-122.75051901047099e-120.999999999998625
2358.9767791977184e-131.79535583954368e-120.999999999999102
2368.99443887717537e-131.79888777543507e-120.9999999999991
2371.73431144317724e-123.46862288635447e-120.999999999998266
2381.15858023684426e-122.31716047368852e-120.999999999998841
2397.93501975286524e-131.58700395057305e-120.999999999999207
2405.49221852718074e-131.09844370543615e-120.99999999999945
2414.95927051592775e-139.9185410318555e-130.999999999999504
2423.22263328296929e-136.44526656593859e-130.999999999999678
2432.1655371873012e-134.3310743746024e-130.999999999999783
2442.282531290539e-134.565062581078e-130.999999999999772
2451.81196931772319e-133.62393863544639e-130.999999999999819
2461.30438525244797e-132.60877050489594e-130.99999999999987
2479.15673303978093e-141.83134660795619e-130.999999999999908
2488.04568936395305e-141.60913787279061e-130.99999999999992
2496.34915846180722e-141.26983169236144e-130.999999999999936
2508.97157148147041e-141.79431429629408e-130.99999999999991
2517.37719354921372e-141.47543870984274e-130.999999999999926
2524.86255637608472e-149.72511275216944e-140.999999999999951
2533.28625897665731e-146.57251795331462e-140.999999999999967
2542.44454119750011e-144.88908239500021e-140.999999999999976
2554.98939445804261e-149.97878891608522e-140.99999999999995
2563.19204151737057e-146.38408303474113e-140.999999999999968
2572.18027933295149e-144.36055866590298e-140.999999999999978
2581.66308036340406e-143.32616072680811e-140.999999999999983
2591.11421416890971e-142.22842833781941e-140.999999999999989
2607.27571685128413e-151.45514337025683e-140.999999999999993
2614.62547099548058e-159.25094199096116e-150.999999999999995
2625.02098185759334e-151.00419637151867e-140.999999999999995
2634.24075228038837e-158.48150456077674e-150.999999999999996
2642.72581945511605e-155.45163891023209e-150.999999999999997
2652.43967437999776e-154.87934875999552e-150.999999999999998
2662.94946701484361e-155.89893402968721e-150.999999999999997
2673.05281661897147e-156.10563323794294e-150.999999999999997
2681.9681397753923e-153.9362795507846e-150.999999999999998
2691.25219517440397e-152.50439034880794e-150.999999999999999
2708.13129714580557e-161.62625942916111e-151
2716.51366102036573e-161.30273220407315e-151
2726.2689117385547e-161.25378234771094e-151
2734.11257769191922e-168.22515538383844e-161
2742.62775260201475e-165.25550520402951e-161
2753.09807935588668e-166.19615871177336e-161
2762.10918557021936e-164.21837114043873e-161
2771.40207645622947e-162.80415291245895e-161
2781.29065098969171e-162.58130197938342e-161
2799.05278009319615e-171.81055601863923e-161
2806.0002163833141e-171.20004327666282e-161
2813.76190965910266e-177.52381931820532e-171
2822.37813127684012e-174.75626255368024e-171
2831.73540400003233e-173.47080800006465e-171
2841.45767309349765e-172.91534618699530e-171
2859.31811710211295e-181.86362342042259e-171
2866.24480189209188e-181.24896037841838e-171
2873.94597066659065e-187.8919413331813e-181
2882.49173659291024e-184.98347318582048e-181
2892.28835537727901e-184.57671075455802e-181
2902.60234274478271e-185.20468548956542e-181
2913.13644211752679e-186.27288423505357e-181
2921.91187133047103e-183.82374266094206e-181
2934.82478944769966e-189.64957889539933e-181
2945.82370482380433e-181.16474096476087e-171
2954.53916245772161e-189.07832491544322e-181
2962.88288657320746e-185.76577314641493e-181
2971.94728474366772e-183.89456948733544e-181
2982.27702332361091e-184.55404664722183e-181
2991.78145935585710e-183.56291871171419e-181
3001.41891253138034e-182.83782506276067e-181
3019.42709630469088e-191.88541926093818e-181
3026.41788776244127e-191.28357755248825e-181
3037.52762621000606e-191.50552524200121e-181
3044.92959500211583e-199.85919000423166e-191
3053.34654681570323e-196.69309363140645e-191
3062.75311324406764e-195.50622648813528e-191
3073.36004972813242e-196.72009945626484e-191
3082.11467624590754e-194.22935249181508e-191
3092.25282907120235e-194.50565814240471e-191
3101.35004561566906e-192.70009123133813e-191
3111.04665264911350e-192.09330529822699e-191
3126.65754961654829e-201.33150992330966e-191
3131.14108737991867e-192.28217475983734e-191
3141.32106825680256e-192.64213651360513e-191
3157.92522038075454e-201.58504407615091e-191
3162.10844410738086e-194.21688821476172e-191
3171.65420108292866e-193.30840216585732e-191
3181.00754814910136e-192.01509629820272e-191
3196.45976579482114e-201.29195315896423e-191
3202.66749112866522e-195.33498225733045e-191
3213.01331051148878e-186.02662102297757e-181
3225.58669754242255e-171.11733950848451e-161
3234.26472799975197e-178.52945599950393e-171
3243.77252598338809e-177.54505196677619e-171
3253.07907149028658e-176.15814298057316e-171
3262.01582929936678e-174.03165859873356e-171
3272.89562024847935e-175.7912404969587e-171
3282.01645691536862e-174.03291383073723e-171
3291.45947906923978e-172.91895813847956e-171
3301.34410236313983e-172.68820472627967e-171
3318.50375648548668e-181.70075129709734e-171
3321.92152506556054e-173.84305013112109e-171
3331.33548021158091e-172.67096042316182e-171
3341.06751165923965e-172.1350233184793e-171
3351.06233193911276e-172.12466387822552e-171
3367.62928569179962e-181.52585713835992e-171
3375.11664014804956e-181.02332802960991e-171
3384.47524378401122e-188.95048756802244e-181
3393.23708430037403e-186.47416860074807e-181
3403.04216700698076e-186.08433401396152e-181
3415.76724018027637e-181.15344803605527e-171
3423.61865022033441e-187.23730044066882e-181
3432.21683307004234e-184.43366614008468e-181
3449.44637189612334e-181.88927437922467e-171
3451.04369070700078e-172.08738141400157e-171
3461.03473517688421e-172.06947035376842e-171
3476.8547409800874e-181.37094819601748e-171
3484.23354696276258e-188.46709392552516e-181
3499.97440189850175e-181.99488037970035e-171
3509.04018888820166e-181.80803777764033e-171
3511.04791568403996e-172.09583136807992e-171
3527.2245673116036e-181.44491346232072e-171
3535.04326903700381e-181.00865380740076e-171
3543.12819574657931e-186.25639149315862e-181
3552.16958490652286e-184.33916981304571e-181
3563.48433226568275e-186.9686645313655e-181
3572.19448475430510e-184.38896950861019e-181
3581.92128123056551e-183.84256246113103e-181
3592.37504893749535e-184.75009787499069e-181
3602.24656743130955e-184.49313486261910e-181
3617.92988467082854e-181.58597693416571e-171
3626.48004798481905e-181.29600959696381e-171
3634.08453595654648e-188.16907191309296e-181
3644.16650853136720e-188.33301706273439e-181
3652.53913457835912e-175.07826915671824e-171
3661.92269720368421e-173.84539440736843e-171
3671.25663912375187e-172.51327824750374e-171
3688.94224497991294e-181.78844899598259e-171
3691.75328164183126e-173.50656328366252e-171
3703.05147243339661e-176.10294486679321e-171
3713.82369103580417e-177.64738207160833e-171
3722.31611103731323e-154.63222207462646e-150.999999999999998
3732.22144667583657e-154.44289335167314e-150.999999999999998
3741.55756541652034e-153.11513083304069e-150.999999999999998
3751.0026086290868e-152.0052172581736e-151
3769.912986658852e-161.9825973317704e-151
3777.73302147771137e-161.54660429554227e-151
3785.58307900358701e-161.11661580071740e-151
3793.60849394134385e-167.21698788268769e-161
3802.62791603499149e-165.25583206998299e-161
3812.64993424373112e-165.29986848746225e-161
3823.42850798721172e-166.85701597442343e-161
3832.84243496310468e-165.68486992620935e-161
3842.03218654265921e-164.06437308531841e-161
3855.60986632898507e-161.12197326579701e-151
3866.00066311420739e-161.20013262284148e-151
3874.90111460169579e-169.80222920339157e-161
3883.40588810164563e-166.81177620329127e-161
3892.24314010173818e-164.48628020347636e-161
3901.89411869726621e-163.78823739453243e-161
3913.42780010826504e-166.85560021653008e-161
3922.42888104463685e-164.85776208927369e-161
3932.59201634083375e-165.18403268166751e-161
3944.82730149462702e-169.65460298925404e-161
3953.41241998474332e-166.82483996948664e-161
3962.20702954530756e-164.41405909061513e-161
3975.55872407599274e-161.11174481519855e-151
3985.91302242661378e-161.18260448532276e-151
3996.49126451652344e-161.29825290330469e-151
4004.57927909308241e-169.15855818616482e-161
4015.12733134485182e-161.02546626897036e-151
4024.65920524487221e-169.31841048974442e-161
4031.00471865129102e-152.00943730258204e-151
4043.37488364656912e-156.74976729313824e-150.999999999999997
4054.26095716211901e-158.52191432423802e-150.999999999999996
4064.55249860831268e-159.10499721662535e-150.999999999999995
4073.40212042318633e-156.80424084637266e-150.999999999999997
4083.01690424802671e-156.03380849605341e-150.999999999999997
4091.96970628025512e-153.93941256051023e-150.999999999999998
4102.39496048991619e-154.78992097983239e-150.999999999999998
4112.06418340541955e-154.12836681083910e-150.999999999999998
4121.38050986682001e-152.76101973364002e-150.999999999999999
4131.60534854419198e-153.21069708838396e-150.999999999999998
4141.66032415715031e-153.32064831430061e-150.999999999999998
4151.2979711509647e-142.5959423019294e-140.999999999999987
4163.54674214154685e-147.0934842830937e-140.999999999999965
4173.28656610460336e-146.57313220920672e-140.999999999999967
4182.60290598671169e-145.20581197342338e-140.999999999999974
4191.83990762842752e-143.67981525685505e-140.999999999999982
4201.19036192539292e-142.38072385078585e-140.999999999999988
4211.13784901014076e-142.27569802028152e-140.999999999999989
4222.01868207076084e-134.03736414152167e-130.999999999999798
4232.93521511138641e-135.87043022277282e-130.999999999999706
4241.96264940507858e-133.92529881015715e-130.999999999999804
4251.28963410060543e-132.57926820121085e-130.99999999999987
4261.18086499439854e-132.36172998879708e-130.999999999999882
4271.07040950791314e-132.14081901582628e-130.999999999999893
4287.11345147758373e-141.42269029551675e-130.999999999999929
4299.35432010092098e-141.87086402018420e-130.999999999999906
4308.7627845306622e-141.75255690613244e-130.999999999999912
4317.31699584602886e-141.46339916920577e-130.999999999999927
4326.67090514728438e-141.33418102945688e-130.999999999999933
4331.59529035743163e-133.19058071486326e-130.99999999999984
4341.32892459614030e-132.65784919228059e-130.999999999999867
4358.88554396247358e-141.77710879249472e-130.999999999999911
4365.91527601342709e-141.18305520268542e-130.99999999999994
4374.48024467763543e-148.96048935527087e-140.999999999999955
4382.94020122247508e-145.88040244495016e-140.99999999999997
4395.32469888615365e-141.06493977723073e-130.999999999999947
4403.45830495752246e-146.91660991504491e-140.999999999999965
4415.30619402949473e-141.06123880589895e-130.999999999999947
4429.4990422983901e-131.89980845967802e-120.99999999999905
4438.57506719039209e-131.71501343807842e-120.999999999999142
4444.50917485825485e-129.0183497165097e-120.99999999999549
4458.75293422180464e-121.75058684436093e-110.999999999991247
4466.79305383661014e-121.35861076732203e-110.999999999993207
4476.73807768758527e-121.34761553751705e-110.999999999993262
4484.63309825061046e-129.26619650122092e-120.999999999995367
4499.5662434467347e-121.91324868934694e-110.999999999990434
4501.41957572031877e-112.83915144063755e-110.999999999985804
4511.01712313462979e-112.03424626925958e-110.999999999989829
4527.20010769521135e-101.44002153904227e-090.99999999927999
4531.73733560092231e-093.47467120184463e-090.999999998262664
4542.74024592886876e-095.48049185773752e-090.999999997259754
4552.26668237831983e-094.53336475663966e-090.999999997733318
4561.78192993301203e-093.56385986602407e-090.99999999821807
4575.74796520132621e-091.14959304026524e-080.999999994252035
4585.82217410356579e-091.16443482071316e-080.999999994177826
4594.63510951356895e-099.2702190271379e-090.99999999536489
4604.37825190913465e-098.7565038182693e-090.999999995621748
4613.39154525234971e-096.78309050469943e-090.999999996608455
4622.86603258585358e-095.73206517170716e-090.999999997133967
4632.20079962081447e-094.40159924162894e-090.9999999977992
4641.44377426363048e-082.88754852726095e-080.999999985562257
4651.24233347011470e-082.48466694022941e-080.999999987576665
4668.90809716266938e-091.78161943253388e-080.999999991091903
4676.61869442988193e-091.32373888597639e-080.999999993381306
4689.90763111700313e-091.98152622340063e-080.999999990092369
4697.12403795824866e-091.42480759164973e-080.999999992875962
4705.18335995812049e-091.03667199162410e-080.99999999481664
4718.84758172690158e-091.76951634538032e-080.999999991152418
4721.03295821868719e-082.06591643737438e-080.999999989670418
4732.37086683133500e-084.74173366267001e-080.999999976291332
4741.70325329274694e-083.40650658549387e-080.999999982967467
4751.29640156778523e-082.59280313557046e-080.999999987035984
4769.33087545887455e-091.86617509177491e-080.999999990669125
4779.57696256824323e-091.91539251364865e-080.999999990423037
4781.70105966729795e-083.40211933459590e-080.999999982989403
4793.54185264278720e-087.08370528557439e-080.999999964581474
4802.62398652099031e-085.24797304198062e-080.999999973760135
4812.03275328082265e-084.0655065616453e-080.999999979672467
4821.74255551424167e-083.48511102848335e-080.999999982574445
4831.27956590897122e-082.55913181794244e-080.99999998720434
4849.23379811746233e-091.84675962349247e-080.999999990766202
4852.52578028925005e-085.0515605785001e-080.999999974742197
4864.32320325888875e-088.64640651777749e-080.999999956767967
4873.09723742570833e-086.19447485141666e-080.999999969027626
4882.22735491574901e-084.45470983149802e-080.99999997772645
4893.2724551115911e-086.5449102231822e-080.999999967275449
4906.77134963037286e-081.35426992607457e-070.999999932286504
4916.74675178568013e-081.34935035713603e-070.999999932532482
4926.75479338923224e-081.35095867784645e-070.999999932452066
4935.94811337026696e-081.18962267405339e-070.999999940518866
4947.26146862111732e-081.45229372422346e-070.999999927385314
4955.30714335769974e-081.06142867153995e-070.999999946928566
4964.00436395087163e-088.00872790174327e-080.99999995995636
4972.86729894362334e-085.73459788724669e-080.99999997132701
4982.77901128788923e-085.55802257577846e-080.999999972209887
4991.96164403778155e-083.9232880755631e-080.99999998038356
5002.12700655874372e-084.25401311748744e-080.999999978729934
5011.53413670420522e-083.06827340841045e-080.999999984658633
5021.35664172277282e-082.71328344554565e-080.999999986433583
5031.21225603737112e-082.42451207474223e-080.99999998787744
5041.81112904791641e-073.62225809583282e-070.999999818887095
5051.31612745742267e-072.63225491484533e-070.999999868387254
5069.46302822728427e-081.89260564545685e-070.999999905369718
5077.11884323021532e-081.42376864604306e-070.999999928811568
5087.3260888568495e-081.4652177713699e-070.999999926739111
5095.4533450720786e-081.09066901441572e-070.99999994546655
5102.02427357223133e-074.04854714446265e-070.999999797572643
5112.16331794249242e-074.32663588498485e-070.999999783668206
5121.88123133899224e-073.76246267798447e-070.999999811876866
5131.38653553607114e-072.77307107214229e-070.999999861346446
5141.00278962848235e-072.00557925696470e-070.999999899721037
5156.34351529560519e-071.26870305912104e-060.99999936564847
5164.62078729052507e-079.24157458105013e-070.99999953792127
5174.57878425970357e-069.15756851940715e-060.99999542121574
5186.23822015601691e-061.24764403120338e-050.999993761779844
5197.62358982276218e-061.52471796455244e-050.999992376410177
5206.74031451206646e-061.34806290241329e-050.999993259685488
5216.09941498444558e-061.21988299688912e-050.999993900585016
5224.80458555392941e-069.60917110785881e-060.999995195414446
5233.56512716346828e-067.13025432693656e-060.999996434872837
5242.61408308245802e-065.22816616491604e-060.999997385916918
5251.91129849652073e-063.82259699304146e-060.999998088701504
5261.55815983566662e-063.11631967133324e-060.999998441840164
5271.25184416209578e-062.50368832419156e-060.999998748155838
5289.92975500085615e-071.98595100017123e-060.9999990070245
5291.09564673391159e-062.19129346782317e-060.999998904353266
5307.85985651197205e-071.57197130239441e-060.999999214014349
5316.1480977548298e-071.22961955096596e-060.999999385190224
5324.4507723253235e-078.901544650647e-070.999999554922767
5334.37293119609255e-078.7458623921851e-070.99999956270688
5343.43438509845129e-076.86877019690257e-070.99999965656149
5353.53125682321969e-077.06251364643938e-070.999999646874318
5363.22055130401122e-076.44110260802244e-070.99999967794487
5372.4653486698192e-074.9306973396384e-070.999999753465133
5383.79085883921423e-077.58171767842846e-070.999999620914116
5392.82016011128541e-075.64032022257082e-070.999999717983989
5403.79109698735785e-077.5821939747157e-070.999999620890301
5413.68768891540618e-077.37537783081235e-070.999999631231108
5424.30254820075503e-078.60509640151006e-070.99999956974518
5434.88192764064036e-079.76385528128071e-070.999999511807236
5444.16251817212652e-078.32503634425303e-070.999999583748183
5456.79268736461574e-071.35853747292315e-060.999999320731264
5466.79969091841151e-071.35993818368230e-060.999999320030908
5475.04110505036983e-071.00822101007397e-060.999999495889495
5483.62588332825274e-077.25176665650549e-070.999999637411667
5493.18615813572692e-076.37231627145383e-070.999999681384186
5503.68676550001864e-077.37353100003727e-070.99999963132345
5512.85653552055930e-075.71307104111859e-070.999999714346448
5521.98175290983513e-073.96350581967025e-070.99999980182471
5531.50983327959869e-073.01966655919739e-070.999999849016672
5542.19651187637419e-074.39302375274838e-070.999999780348812
5552.25587532853954e-074.51175065707909e-070.999999774412467
5565.22189813739082e-071.04437962747816e-060.999999477810186
5573.86164610333787e-077.72329220667575e-070.99999961383539
5582.70325313448619e-075.40650626897239e-070.999999729674687
5594.16307701037113e-068.32615402074226e-060.99999583692299
5603.43209973407071e-066.86419946814142e-060.999996567900266
5612.42743031351807e-064.85486062703615e-060.999997572569686
5621.74367636408373e-063.48735272816745e-060.999998256323636
5631.41254093614290e-052.82508187228579e-050.999985874590639
5641.04320966935263e-052.08641933870525e-050.999989567903307
5659.0889606717351e-061.81779213434702e-050.999990911039328
5666.85516776137524e-061.37103355227505e-050.999993144832239
5675.34845701985704e-061.06969140397141e-050.99999465154298
5687.61820077215778e-061.52364015443156e-050.999992381799228
5695.37310403434504e-061.07462080686901e-050.999994626895966
5703.86175680234180e-067.72351360468361e-060.999996138243198
5712.91194299190137e-065.82388598380274e-060.999997088057008
5723.81568083019934e-067.63136166039868e-060.99999618431917
5732.9723940984905e-065.944788196981e-060.999997027605901
5742.46332705560505e-064.9266541112101e-060.999997536672944
5751.78289271058762e-063.56578542117524e-060.99999821710729
5761.29122903778350e-062.58245807556700e-060.999998708770962
5771.28796546875458e-062.57593093750915e-060.999998712034531
5781.43583340555354e-062.87166681110708e-060.999998564166594
5793.20114760575371e-066.40229521150742e-060.999996798852394
5802.25487299414909e-064.50974598829818e-060.999997745127006
5811.67750599185342e-063.35501198370685e-060.999998322494008
5821.18418291091558e-062.36836582183115e-060.99999881581709
5837.91057412793163e-071.58211482558633e-060.999999208942587
5845.72086741710234e-071.14417348342047e-060.999999427913258
5854.19112308824283e-078.38224617648566e-070.999999580887691
5862.82144516372721e-075.64289032745443e-070.999999717855484
5874.18903352824000e-078.37806705648001e-070.999999581096647
5887.7197831098351e-071.54395662196702e-060.99999922802169
5896.96397015343906e-071.39279403068781e-060.999999303602985
5905.15450744728335e-071.03090148945667e-060.999999484549255
5914.15232471107832e-078.30464942215664e-070.999999584767529
5922.71333579739753e-075.42667159479505e-070.99999972866642
5931.85211604049681e-073.70423208099362e-070.999999814788396
5941.70057541967935e-073.40115083935871e-070.999999829942458
5951.095944573254e-072.191889146508e-070.999999890405543
5969.69511656063983e-081.93902331212797e-070.999999903048834
5978.16165241215533e-081.63233048243107e-070.999999918383476
5985.58708218992233e-081.11741643798447e-070.999999944129178
5996.4873075124506e-081.29746150249012e-070.999999935126925
6004.22647520907566e-088.45295041815131e-080.999999957735248
6016.96888576264537e-081.39377715252907e-070.999999930311142
6026.74631042910096e-071.34926208582019e-060.999999325368957
6031.00068232200259e-062.00136464400517e-060.999998999317678
6047.06015032706993e-071.41203006541399e-060.999999293984967
6055.65958907173896e-071.13191781434779e-060.999999434041093
6064.28785344292759e-078.57570688585517e-070.999999571214656
6071.34672819034605e-062.69345638069210e-060.99999865327181
6088.13088729109817e-061.62617745821963e-050.999991869112709
6097.74399434919587e-061.54879886983917e-050.99999225600565
6107.0621130540273e-061.41242261080546e-050.999992937886946
6115.19858823671557e-061.03971764734311e-050.999994801411763
6123.57571444055096e-067.15142888110193e-060.99999642428556
6132.86522693827850e-065.73045387655699e-060.999997134773062
6143.29381451280524e-066.58762902561049e-060.999996706185487
6158.31463976178052e-061.66292795235610e-050.999991685360238
6167.94769105648919e-061.58953821129784e-050.999992052308944
6171.95948460675747e-053.91896921351494e-050.999980405153932
6181.94056763989127e-053.88113527978254e-050.999980594323601
6196.68355304767217e-050.0001336710609534430.999933164469523
6206.34759651560524e-050.0001269519303121050.999936524034844
6216.2764050630464e-050.0001255281012609280.99993723594937
6226.02635038318965e-050.0001205270076637930.999939736496168
6234.20955156312038e-058.41910312624077e-050.999957904484369
6240.002051783818161510.004103567636323020.997948216181838
6250.001628384457632730.003256768915265460.998371615542367
6260.001165486544403980.002330973088807950.998834513455596
6270.001005421175510440.002010842351020870.99899457882449
6280.0006855702037713140.001371140407542630.999314429796229
6290.000567330958853970.001134661917707940.999432669041146
6300.000576655777456420.001153311554912840.999423344222544
6310.0003650190755244950.0007300381510489910.999634980924476
6320.002182818924087220.004365637848174430.997817181075913
6330.001404696410303360.002809392820606730.998595303589697
6340.0008657444388876250.001731488877775250.999134255561112
6350.001574489582484150.003148979164968300.998425510417516
6360.0009467941739982310.001893588347996460.999053205826002
6370.0007209182653525340.001441836530705070.999279081734647
6380.0004417471851382030.0008834943702764060.999558252814862
6390.0003205195660262790.0006410391320525570.999679480433974
6400.0002148640800108740.0004297281600217480.99978513591999
6410.0001116256957757690.0002232513915515390.999888374304224
6427.70762187391493e-050.0001541524374782990.99992292378126
6438.38401484224457e-050.0001676802968448910.999916159851578
6440.0001788826677846820.0003577653355693630.999821117332215
6458.1067597763373e-050.0001621351955267460.999918932402237
6460.0004620747291807150.000924149458361430.99953792527082
6470.0002731672206581220.0005463344413162430.999726832779342
6480.06059864192897350.1211972838579470.939401358071026


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level5970.92846034214619NOK
5% type I error level6250.972006220839813NOK
10% type I error level6370.990668740279938NOK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/18/t1292683512doq0fxvou7egon2/10iyaq1292683540.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/18/t1292683512doq0fxvou7egon2/10iyaq1292683540.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/18/t1292683512doq0fxvou7egon2/1tfvw1292683540.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/18/t1292683512doq0fxvou7egon2/1tfvw1292683540.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/18/t1292683512doq0fxvou7egon2/2tfvw1292683540.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/18/t1292683512doq0fxvou7egon2/2tfvw1292683540.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/18/t1292683512doq0fxvou7egon2/346cz1292683540.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/18/t1292683512doq0fxvou7egon2/346cz1292683540.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/18/t1292683512doq0fxvou7egon2/446cz1292683540.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/18/t1292683512doq0fxvou7egon2/446cz1292683540.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/18/t1292683512doq0fxvou7egon2/546cz1292683540.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/18/t1292683512doq0fxvou7egon2/546cz1292683540.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/18/t1292683512doq0fxvou7egon2/6110q1292683540.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/18/t1292683512doq0fxvou7egon2/6110q1292683540.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/18/t1292683512doq0fxvou7egon2/7ca0b1292683540.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/18/t1292683512doq0fxvou7egon2/7ca0b1292683540.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/18/t1292683512doq0fxvou7egon2/8ca0b1292683540.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/18/t1292683512doq0fxvou7egon2/8ca0b1292683540.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/18/t1292683512doq0fxvou7egon2/9ca0b1292683540.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/18/t1292683512doq0fxvou7egon2/9ca0b1292683540.ps (open in new window)


 
Parameters (Session):
par1 = 2 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ;
 
Parameters (R input):
par1 = 2 ; par2 = Do not include Seasonal Dummies ; par3 = No 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')
}
 





Copyright

Creative Commons License

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa


Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.


Privacy Policy

We may request personal information to be submitted to our servers in order to be able to:

  • personalize online software applications according to your needs
  • enforce strict security rules with respect to the data that you upload (e.g. statistical data)
  • manage user sessions of online applications
  • alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.


FreeStatistics.org is powered by