| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 2.97800660075982 -0.0178884775131215X[t] + 1.13770027938383Y1[t] -0.189411036310105Y2[t] + 0.0135050512884166Y3[t] -0.0350137447939528Y4[t] -0.00610584212118887M1[t] -0.0165912030097572M2[t] -0.0290877279644277M3[t] -0.0262203834456709M4[t] -0.0363526671664465M5[t] -0.0528874969185614M6[t] -0.0144954812421030M7[t] -0.0228599371456861M8[t] -0.0554478823797208M9[t] -0.0148607415103697M10[t] -0.0222110183577529M11[t] + 0.00667066163419205t + 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) | 2.97800660075982 | 3.539772 | 0.8413 | 0.401175 | 0.200588 |
| X | -0.0178884775131215 | 0.02285 | -0.7829 | 0.434631 | 0.217316 |
| Y1 | 1.13770027938383 | 0.071406 | 15.9329 | 0 | 0 |
| Y2 | -0.189411036310105 | 0.109253 | -1.7337 | 0.084499 | 0.042249 |
| Y3 | 0.0135050512884166 | 0.108697 | 0.1242 | 0.901245 | 0.450622 |
| Y4 | -0.0350137447939528 | 0.075492 | -0.4638 | 0.643284 | 0.321642 |
| M1 | -0.00610584212118887 | 0.12356 | -0.0494 | 0.960637 | 0.480318 |
| M2 | -0.0165912030097572 | 0.123516 | -0.1343 | 0.89328 | 0.44664 |
| M3 | -0.0290877279644277 | 0.123525 | -0.2355 | 0.814075 | 0.407037 |
| M4 | -0.0262203834456709 | 0.123576 | -0.2122 | 0.83218 | 0.41609 |
| M5 | -0.0363526671664465 | 0.125872 | -0.2888 | 0.773025 | 0.386513 |
| M6 | -0.0528874969185614 | 0.126127 | -0.4193 | 0.675429 | 0.337715 |
| M7 | -0.0144954812421030 | 0.126396 | -0.1147 | 0.90881 | 0.454405 |
| M8 | -0.0228599371456861 | 0.126652 | -0.1805 | 0.856945 | 0.428473 |
| M9 | -0.0554478823797208 | 0.127066 | -0.4364 | 0.663033 | 0.331516 |
| M10 | -0.0148607415103697 | 0.125978 | -0.118 | 0.906214 | 0.453107 |
| M11 | -0.0222110183577529 | 0.125466 | -0.177 | 0.859664 | 0.429832 |
| t | 0.00667066163419205 | 0.00875 | 0.7624 | 0.446735 | 0.223367 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.934225822739988 |
| R-squared | 0.872777887874208 |
| Adjusted R-squared | 0.862071076457681 |
| F-TEST (value) | 81.5161352825347 |
| F-TEST (DF numerator) | 17 |
| F-TEST (DF denominator) | 202 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.375339855393874 |
| Sum Squared Residuals | 28.4577614235130 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 3.22 | 2.74139172020531 | 0.478608279794694 |
| 2 | 3.62 | 3.1820783899549 | 0.437921610045099 |
| 3 | 3.82 | 3.58913299442473 | 0.230867005575270 |
| 4 | 3.54 | 3.76402745148004 | -0.224027451480041 |
| 5 | 2.53 | 3.38868065243283 | -0.858680652432829 |
| 6 | 2.22 | 2.26252556588761 | -0.0425255658876074 |
| 7 | 2.85 | 2.12647790118637 | 0.72352209881363 |
| 8 | 2.78 | 2.89104990767199 | -0.111049907671993 |
| 9 | 2.28 | 2.68482003372321 | -0.404820033723214 |
| 10 | 2.26 | 2.18153813026388 | 0.0784618697361195 |
| 11 | 2.71 | 2.21012868954325 | 0.499871310456749 |
| 12 | 2.77 | 2.73972906596762 | 0.0302709340323820 |
| 13 | 2.77 | 2.73698001177269 | 0.0330199882273122 |
| 14 | 2.64 | 2.72678935056406 | -0.0867893505640593 |
| 15 | 2.56 | 2.5563277210924 | 0.00367227890760273 |
| 16 | 2.07 | 2.49558346717600 | -0.425583467176004 |
| 17 | 2.32 | 1.93015745691554 | 0.389842543084463 |
| 18 | 2.16 | 2.28847921489648 | -0.128479214896478 |
| 19 | 2.23 | 2.09855186512907 | 0.131448134870930 |
| 20 | 2.4 | 2.22554700624599 | 0.174452993754008 |
| 21 | 2.84 | 2.36707690544375 | 0.472923094556254 |
| 22 | 2.77 | 2.87495972545018 | -0.104959725450181 |
| 23 | 2.93 | 2.70577858803319 | 0.224221411966807 |
| 24 | 2.91 | 2.91026364595576 | -0.000263645955755940 |
| 25 | 2.69 | 2.83247305401538 | -0.142473054015377 |
| 26 | 2.38 | 2.57603119785661 | -0.19603119785661 |
| 27 | 2.58 | 2.24794983246863 | 0.332050167531370 |
| 28 | 3.19 | 2.53610793611297 | 0.653892063887032 |
| 29 | 2.82 | 3.18870003964114 | -0.368700039641137 |
| 30 | 2.72 | 2.64874591614059 | 0.0712540838594077 |
| 31 | 2.53 | 2.64956713352343 | -0.119567133523431 |
| 32 | 2.7 | 2.42250728874978 | 0.277492711250216 |
| 33 | 2.42 | 2.63580288223772 | -0.215802882237722 |
| 34 | 2.5 | 2.32250705856780 | 0.177492941432202 |
| 35 | 2.31 | 2.46588278734546 | -0.155882787345463 |
| 36 | 2.41 | 2.23582630286082 | 0.174173697139178 |
| 37 | 2.56 | 2.39703349985651 | 0.162966500143491 |
| 38 | 2.76 | 2.53777683179907 | 0.222223168200931 |
| 39 | 2.71 | 2.73908248554853 | -0.0290824855485330 |
| 40 | 2.44 | 2.64522226267889 | -0.205222262678888 |
| 41 | 2.46 | 2.33076797900489 | 0.129232020995106 |
| 42 | 2.12 | 2.37459886049598 | -0.254598860495979 |
| 43 | 1.99 | 2.02537069773044 | -0.0353706977304384 |
| 44 | 1.86 | 1.94989943160672 | -0.0898994316067203 |
| 45 | 1.88 | 1.79362370632204 | 0.0863762936779588 |
| 46 | 1.82 | 1.88588603143684 | -0.065886031436839 |
| 47 | 1.74 | 1.80879691788489 | -0.0687969178848873 |
| 48 | 1.71 | 1.74674949579190 | -0.0367494957919047 |
| 49 | 1.38 | 1.72503676410371 | -0.345036764103705 |
| 50 | 1.27 | 1.36858335408834 | -0.0985833540883417 |
| 51 | 1.19 | 1.29356781130628 | -0.103567811306280 |
| 52 | 1.28 | 1.22415221126734 | 0.0558477887326618 |
| 53 | 1.19 | 1.33399469535989 | -0.14399469535989 |
| 54 | 1.22 | 1.21819470316165 | 0.00180529683835325 |
| 55 | 1.47 | 1.31845193632120 | 0.151548063678805 |
| 56 | 1.46 | 1.58934534140973 | -0.129345341409733 |
| 57 | 1.96 | 1.50646583675732 | 0.453534163242678 |
| 58 | 1.88 | 2.09996102352448 | -0.219961023524484 |
| 59 | 2.03 | 1.89214944683498 | 0.137850553165023 |
| 60 | 2.04 | 2.09784208496964 | -0.0578420849696427 |
| 61 | 1.9 | 2.06099612757861 | -0.160996127578607 |
| 62 | 1.8 | 1.89904728837286 | -0.0990472883728599 |
| 63 | 1.92 | 1.79906308323989 | 0.120936916760107 |
| 64 | 1.92 | 1.96182538192159 | -0.0418253819215934 |
| 65 | 1.97 | 1.93739700686880 | 0.0326029931312032 |
| 66 | 2.46 | 1.98775098560276 | 0.472249014397242 |
| 67 | 2.36 | 2.57124805536677 | -0.211248055366770 |
| 68 | 2.53 | 2.36007038242884 | 0.169929617571160 |
| 69 | 2.31 | 2.55137003784689 | -0.241370037846885 |
| 70 | 1.98 | 2.28152703287358 | -0.301527032873581 |
| 71 | 1.46 | 1.94214090014250 | -0.482140900142502 |
| 72 | 1.26 | 1.42226754243089 | -0.162267542430894 |
| 73 | 1.58 | 1.29345470637525 | 0.286545293624747 |
| 74 | 1.74 | 1.68896282189250 | 0.0510371781074968 |
| 75 | 1.89 | 1.81111936993282 | 0.0788806300671848 |
| 76 | 1.85 | 1.97054216980349 | -0.120542169803493 |
| 77 | 1.62 | 1.88232844321581 | -0.262328443215810 |
| 78 | 1.3 | 1.61300436306693 | -0.313004363066929 |
| 79 | 1.42 | 1.32819753005282 | 0.0918024699471758 |
| 80 | 1.15 | 1.51656714567021 | -0.366567145670212 |
| 81 | 0.42 | 1.16268415941853 | -0.742684159418527 |
| 82 | 0.74 | 0.418342873745907 | 0.321657126254093 |
| 83 | 1.02 | 0.899627456959586 | 0.120372543040414 |
| 84 | 1.51 | 1.16816022970047 | 0.341839770299528 |
| 85 | 1.86 | 1.69946705055398 | 0.160532949446024 |
| 86 | 1.59 | 1.99182420956737 | -0.401824209567368 |
| 87 | 1.03 | 1.60755018694242 | -0.577550186942424 |
| 88 | 0.44 | 1.01332050619213 | -0.573320506192129 |
| 89 | 0.82 | 0.426995877325678 | 0.393004122674322 |
| 90 | 0.86 | 0.961312361418113 | -0.101312361418114 |
| 91 | 0.58 | 0.991546572930725 | -0.411546572930725 |
| 92 | 0.59 | 0.687721440148176 | -0.0977214401481764 |
| 93 | 0.95 | 0.713451228538836 | 0.236548771461164 |
| 94 | 0.98 | 1.14889427509444 | -0.168894275094444 |
| 95 | 1.23 | 1.11336350773845 | 0.116636492261552 |
| 96 | 1.17 | 1.39151150022801 | -0.221511500228007 |
| 97 | 0.84 | 1.25352866080541 | -0.413528660805411 |
| 98 | 0.74 | 0.879019143254701 | -0.139019143254701 |
| 99 | 0.65 | 0.803420915945821 | -0.153420915945821 |
| 100 | 0.91 | 0.719995767342446 | 0.190004232657554 |
| 101 | 1.19 | 1.03422069856280 | 0.155779301437205 |
| 102 | 1.3 | 1.28342972483597 | 0.0165702751640306 |
| 103 | 1.53 | 1.40726689307846 | 0.122733106921544 |
| 104 | 1.94 | 1.64108678978756 | 0.298913210212437 |
| 105 | 1.79 | 2.02974378948319 | -0.239743789483185 |
| 106 | 1.95 | 1.81720958855314 | 0.132790411446861 |
| 107 | 2.26 | 2.01551334445696 | 0.244486655543043 |
| 108 | 2.04 | 2.34681725668687 | -0.306817256686865 |
| 109 | 2.16 | 2.04578346340453 | 0.114216536595467 |
| 110 | 2.75 | 2.21874759239682 | 0.531252407603184 |
| 111 | 2.79 | 2.84761019738601 | -0.0576101973860074 |
| 112 | 2.88 | 2.78591655129013 | 0.0940834487098701 |
| 113 | 3.36 | 2.86851590952139 | 0.491484090478607 |
| 114 | 2.97 | 3.36221643160897 | -0.392216431608967 |
| 115 | 3.1 | 2.86889591185265 | 0.231104088147351 |
| 116 | 2.49 | 3.08693810239714 | -0.596938102397144 |
| 117 | 2.2 | 2.31853779839796 | -0.11853779839796 |
| 118 | 2.25 | 2.15071463940468 | 0.0992853605953172 |
| 119 | 2.09 | 2.24011513182490 | -0.150115131824905 |
| 120 | 2.79 | 2.07168111398354 | 0.718318886016456 |
| 121 | 3.14 | 2.8936715036677 | 0.246328496332297 |
| 122 | 2.93 | 3.13903074707556 | -0.209030747075564 |
| 123 | 2.65 | 2.83231661093700 | -0.182316610936996 |
| 124 | 2.67 | 2.54329200308277 | 0.126707996917227 |
| 125 | 2.26 | 2.59158436654568 | -0.331584366545684 |
| 126 | 2.35 | 2.11325748744885 | 0.236742512551150 |
| 127 | 2.13 | 2.34486796885664 | -0.214867968856639 |
| 128 | 2.18 | 2.06601807842814 | 0.113981921571859 |
| 129 | 2.9 | 2.14886078351326 | 0.751139216486745 |
| 130 | 2.63 | 2.99430334378881 | -0.364303343788807 |
| 131 | 2.67 | 2.54771389690992 | 0.122286103090076 |
| 132 | 1.81 | 2.66690673555841 | -0.856906735558415 |
| 133 | 1.33 | 1.64546122224415 | -0.315461222244153 |
| 134 | 0.88 | 1.26486009775551 | -0.384860097755509 |
| 135 | 1.28 | 0.812449577982176 | 0.467550422017824 |
| 136 | 1.26 | 1.38235436262994 | -0.122354362629939 |
| 137 | 1.26 | 1.28215940609639 | -0.0221594060963866 |
| 138 | 1.29 | 1.295452816626 | -0.00545281662599885 |
| 139 | 1.1 | 1.35321551236957 | -0.253215512369566 |
| 140 | 1.37 | 1.12858776107251 | 0.241412238927489 |
| 141 | 1.21 | 1.43550971483600 | -0.225509714836002 |
| 142 | 1.74 | 1.24418927299447 | 0.495810727005526 |
| 143 | 1.76 | 1.88530669927174 | -0.125306699271741 |
| 144 | 1.48 | 1.82315116855518 | -0.343151168555181 |
| 145 | 1.04 | 1.49982078345391 | -0.459820783453905 |
| 146 | 1.62 | 1.01943278121457 | 0.600567218785426 |
| 147 | 1.49 | 1.74696570340259 | -0.256965703402591 |
| 148 | 1.79 | 1.49723935489725 | 0.292760645102752 |
| 149 | 1.8 | 1.87937253330012 | -0.079372533300124 |
| 150 | 1.58 | 1.79842073293240 | -0.218420732932396 |
| 151 | 1.86 | 1.59095430186868 | 0.269045698131319 |
| 152 | 1.74 | 1.93017370213312 | -0.190173702133123 |
| 153 | 1.59 | 1.70600950285506 | -0.116009502855064 |
| 154 | 1.26 | 1.61145948276974 | -0.351459482769735 |
| 155 | 1.13 | 1.24695943285554 | -0.116959432855543 |
| 156 | 1.92 | 1.18367737143538 | 0.736322628564624 |
| 157 | 2.61 | 2.10486654567321 | 0.505133454326791 |
| 158 | 2.26 | 2.73012956986139 | -0.470129569861393 |
| 159 | 2.41 | 2.20169153228710 | 0.208308467712897 |
| 160 | 2.26 | 2.42089183130139 | -0.160891831301388 |
| 161 | 2.03 | 2.18411071674800 | -0.154110716748005 |
| 162 | 2.86 | 1.94990116493553 | 0.910098835064474 |
| 163 | 2.55 | 2.96838640206848 | -0.418386402068475 |
| 164 | 2.27 | 2.45536256547284 | -0.185362565472843 |
| 165 | 2.26 | 2.17992474001709 | 0.0800752599829052 |
| 166 | 2.57 | 2.2302261125613 | 0.339773887438698 |
| 167 | 3.07 | 2.58404514984032 | 0.485954850159681 |
| 168 | 2.76 | 3.11305102103304 | -0.353051021033036 |
| 169 | 2.51 | 2.66181570037279 | -0.151815700372787 |
| 170 | 2.87 | 2.42640276953536 | 0.443597230464644 |
| 171 | 3.14 | 2.8414975455637 | 0.2985024544363 |
| 172 | 3.11 | 3.09392695664004 | 0.0160730433599578 |
| 173 | 3.16 | 3.01523090552791 | 0.144769094472091 |
| 174 | 2.47 | 3.05360895493659 | -0.583608954936594 |
| 175 | 2.57 | 2.28717363401863 | 0.282826365981371 |
| 176 | 2.89 | 2.52809145214721 | 0.361908547852793 |
| 177 | 2.63 | 2.83086143843654 | -0.200861438436539 |
| 178 | 2.38 | 2.53648253920985 | -0.156482539209849 |
| 179 | 1.69 | 2.28176764025979 | -0.591767640259792 |
| 180 | 1.96 | 1.55111778388012 | 0.408882216119881 |
| 181 | 2.19 | 1.98812721369980 | 0.201872786300197 |
| 182 | 1.87 | 2.18712215870421 | -0.317122158704212 |
| 183 | 1.6 | 1.79789581988266 | -0.197895819882660 |
| 184 | 1.63 | 1.54557449416662 | 0.0844255058333843 |
| 185 | 1.22 | 1.60964353929644 | -0.389643539296437 |
| 186 | 1.21 | 1.12625372127147 | 0.0837462787285282 |
| 187 | 1.49 | 1.24209024005451 | 0.247909759945489 |
| 188 | 1.64 | 1.54889260774969 | 0.091107392250313 |
| 189 | 1.66 | 1.65302701299191 | 0.00697298700808624 |
| 190 | 1.77 | 1.69339217419138 | 0.0766078258086229 |
| 191 | 1.82 | 1.80271558263254 | 0.0172844173674633 |
| 192 | 1.78 | 1.86087625415493 | -0.080876254154925 |
| 193 | 1.28 | 1.80367009592029 | -0.523670095920292 |
| 194 | 1.29 | 1.23003889580955 | 0.0599611041904451 |
| 195 | 1.37 | 1.32263812089280 | 0.0473618791072038 |
| 196 | 1.12 | 1.41415721542959 | -0.294157215429588 |
| 197 | 1.51 | 1.12518186799948 | 0.384818132000524 |
| 198 | 2.24 | 1.59637074806603 | 0.643629251933967 |
| 199 | 2.94 | 2.38832926725769 | 0.551670732742306 |
| 200 | 3.09 | 3.04625408399239 | 0.0437459160076078 |
| 201 | 3.46 | 3.05102974835133 | 0.408970251648672 |
| 202 | 3.64 | 3.45504117571824 | 0.184958824281755 |
| 203 | 4.39 | 3.52901586091934 | 0.860984139080655 |
| 204 | 4.15 | 4.36072394140915 | -0.210723941409154 |
| 205 | 5.21 | 3.9195586105338 | 1.29044138946620 |
| 206 | 5.8 | 5.16741347504149 | 0.632586524958512 |
| 207 | 5.91 | 5.59539816615882 | 0.314601833841176 |
| 208 | 5.39 | 5.62852741047812 | -0.238527410478118 |
| 209 | 5.46 | 4.97095790563722 | 0.489042094362779 |
| 210 | 4.72 | 5.11647624666809 | -0.396476246668091 |
| 211 | 3.14 | 4.27940817633388 | -1.13940817633388 |
| 212 | 2.63 | 2.63588691288794 | -0.00588691288793656 |
| 213 | 2.32 | 2.31120068082936 | 0.00879931917063523 |
| 214 | 1.93 | 2.10336551985128 | -0.173365519851277 |
| 215 | 0.62 | 1.75897896654663 | -1.13897896654663 |
| 216 | 0.6 | 0.379647485398268 | 0.220352514601732 |
| 217 | -0.37 | 0.596863265762979 | -0.966863265762979 |
| 218 | -1.1 | -0.52329067474488 | -0.57670932525512 |
| 219 | -1.68 | -1.13567767539438 | -0.544322324605621 |
| 220 | -0.78 | -1.67265733389074 | 0.892657333890744 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 21 | 0.921516439435697 | 0.156967121128605 | 0.0784835605643025 |
| 22 | 0.852444596383978 | 0.295110807232043 | 0.147555403616022 |
| 23 | 0.763818888391239 | 0.472362223217522 | 0.236181111608761 |
| 24 | 0.664838227312805 | 0.67032354537439 | 0.335161772687195 |
| 25 | 0.556016102040632 | 0.887967795918736 | 0.443983897959368 |
| 26 | 0.446933271031682 | 0.893866542063365 | 0.553066728968318 |
| 27 | 0.383052146915684 | 0.766104293831367 | 0.616947853084316 |
| 28 | 0.541072126469344 | 0.917855747061311 | 0.458927873530656 |
| 29 | 0.45465050324628 | 0.90930100649256 | 0.54534949675372 |
| 30 | 0.535137093346849 | 0.929725813306302 | 0.464862906653151 |
| 31 | 0.476434897377874 | 0.95286979475575 | 0.523565102622126 |
| 32 | 0.406894383741742 | 0.813788767483484 | 0.593105616258258 |
| 33 | 0.389592982598007 | 0.779185965196014 | 0.610407017401993 |
| 34 | 0.319333847988801 | 0.638667695977602 | 0.680666152011199 |
| 35 | 0.311205021102967 | 0.622410042205934 | 0.688794978897033 |
| 36 | 0.252526313418890 | 0.505052626837781 | 0.74747368658111 |
| 37 | 0.207138489090554 | 0.414276978181108 | 0.792861510909446 |
| 38 | 0.177734941238419 | 0.355469882476837 | 0.822265058761581 |
| 39 | 0.136031771090326 | 0.272063542180652 | 0.863968228909674 |
| 40 | 0.104542196890638 | 0.209084393781276 | 0.895457803109362 |
| 41 | 0.098237499614813 | 0.196474999229626 | 0.901762500385187 |
| 42 | 0.0796616012029895 | 0.159323202405979 | 0.92033839879701 |
| 43 | 0.0655919433038167 | 0.131183886607633 | 0.934408056696183 |
| 44 | 0.050432091540327 | 0.100864183080654 | 0.949567908459673 |
| 45 | 0.0364158867599424 | 0.0728317735198849 | 0.963584113240058 |
| 46 | 0.0277202760878904 | 0.0554405521757808 | 0.97227972391211 |
| 47 | 0.0210657345072521 | 0.0421314690145043 | 0.978934265492748 |
| 48 | 0.0144836293257990 | 0.0289672586515979 | 0.9855163706742 |
| 49 | 0.0137103337689662 | 0.0274206675379324 | 0.986289666231034 |
| 50 | 0.0092948201559945 | 0.018589640311989 | 0.990705179844006 |
| 51 | 0.00638454917463178 | 0.0127690983492636 | 0.993615450825368 |
| 52 | 0.00450171203056042 | 0.00900342406112084 | 0.99549828796944 |
| 53 | 0.00325141245410915 | 0.00650282490821829 | 0.99674858754589 |
| 54 | 0.00379061438388502 | 0.00758122876777004 | 0.996209385616115 |
| 55 | 0.00382919881435762 | 0.00765839762871524 | 0.996170801185642 |
| 56 | 0.00268894844303267 | 0.00537789688606533 | 0.997311051556967 |
| 57 | 0.00764480008400511 | 0.0152896001680102 | 0.992355199915995 |
| 58 | 0.00521845769388109 | 0.0104369153877622 | 0.994781542306119 |
| 59 | 0.00419601412162966 | 0.00839202824325932 | 0.99580398587837 |
| 60 | 0.00295033325872795 | 0.0059006665174559 | 0.997049666741272 |
| 61 | 0.00195198657589999 | 0.00390397315179998 | 0.9980480134241 |
| 62 | 0.00126918754375114 | 0.00253837508750227 | 0.99873081245625 |
| 63 | 0.000875421028756689 | 0.00175084205751338 | 0.999124578971243 |
| 64 | 0.000560956888348178 | 0.00112191377669636 | 0.999439043111652 |
| 65 | 0.000474895540800709 | 0.000949791081601417 | 0.9995251044592 |
| 66 | 0.00137091726649296 | 0.00274183453298591 | 0.998629082733507 |
| 67 | 0.000951730619679332 | 0.00190346123935866 | 0.99904826938032 |
| 68 | 0.000904733595172034 | 0.00180946719034407 | 0.999095266404828 |
| 69 | 0.000639861867994456 | 0.00127972373598891 | 0.999360138132006 |
| 70 | 0.000544085572099023 | 0.00108817114419805 | 0.9994559144279 |
| 71 | 0.000932909054104084 | 0.00186581810820817 | 0.999067090945896 |
| 72 | 0.000730313043653242 | 0.00146062608730648 | 0.999269686956347 |
| 73 | 0.000582709667160893 | 0.00116541933432179 | 0.99941729033284 |
| 74 | 0.000385984184446986 | 0.000771968368893972 | 0.999614015815553 |
| 75 | 0.000263020163036627 | 0.000526040326073254 | 0.999736979836963 |
| 76 | 0.000172054606189436 | 0.000344109212378873 | 0.99982794539381 |
| 77 | 0.000114431062847816 | 0.000228862125695632 | 0.999885568937152 |
| 78 | 8.6933330786413e-05 | 0.000173866661572826 | 0.999913066669214 |
| 79 | 5.56724362407067e-05 | 0.000111344872481413 | 0.99994432756376 |
| 80 | 5.57077159013673e-05 | 0.000111415431802735 | 0.999944292284099 |
| 81 | 0.000253455700676030 | 0.000506911401352059 | 0.999746544299324 |
| 82 | 0.000233937222648694 | 0.000467874445297389 | 0.999766062777351 |
| 83 | 0.000159090449499179 | 0.000318180898998358 | 0.9998409095505 |
| 84 | 0.000165472770569834 | 0.000330945541139667 | 0.99983452722943 |
| 85 | 0.000150615703601603 | 0.000301231407203205 | 0.999849384296398 |
| 86 | 0.000113946611650122 | 0.000227893223300244 | 0.99988605338835 |
| 87 | 0.000146252380655934 | 0.000292504761311868 | 0.999853747619344 |
| 88 | 0.000210023316517481 | 0.000420046633034962 | 0.999789976683483 |
| 89 | 0.000232243303913373 | 0.000464486607826746 | 0.999767756696087 |
| 90 | 0.000168583211962029 | 0.000337166423924059 | 0.999831416788038 |
| 91 | 0.000197973723807861 | 0.000395947447615722 | 0.999802026276192 |
| 92 | 0.000134647750622171 | 0.000269295501244342 | 0.999865352249378 |
| 93 | 0.000115918465609442 | 0.000231836931218885 | 0.99988408153439 |
| 94 | 7.90556784341398e-05 | 0.000158111356868280 | 0.999920944321566 |
| 95 | 6.08835880740868e-05 | 0.000121767176148174 | 0.999939116411926 |
| 96 | 4.0065436854982e-05 | 8.0130873709964e-05 | 0.999959934563145 |
| 97 | 3.60494659249742e-05 | 7.20989318499484e-05 | 0.999963950534075 |
| 98 | 2.3206797962799e-05 | 4.6413595925598e-05 | 0.999976793202037 |
| 99 | 1.57026138666035e-05 | 3.14052277332070e-05 | 0.999984297386133 |
| 100 | 1.23292948607548e-05 | 2.46585897215097e-05 | 0.99998767070514 |
| 101 | 9.99619765774281e-06 | 1.99923953154856e-05 | 0.999990003802342 |
| 102 | 6.9739809762315e-06 | 1.3947961952463e-05 | 0.999993026019024 |
| 103 | 6.03072971240190e-06 | 1.20614594248038e-05 | 0.999993969270288 |
| 104 | 9.40780404759356e-06 | 1.88156080951871e-05 | 0.999990592195952 |
| 105 | 6.1599594211869e-06 | 1.23199188423738e-05 | 0.999993840040579 |
| 106 | 6.1447604175878e-06 | 1.22895208351756e-05 | 0.999993855239582 |
| 107 | 6.35291396091382e-06 | 1.27058279218276e-05 | 0.99999364708604 |
| 108 | 4.31425941105944e-06 | 8.62851882211887e-06 | 0.99999568574059 |
| 109 | 3.69388416991716e-06 | 7.38776833983431e-06 | 0.99999630611583 |
| 110 | 1.05306275721846e-05 | 2.10612551443693e-05 | 0.999989469372428 |
| 111 | 6.67654774756987e-06 | 1.33530954951397e-05 | 0.999993323452252 |
| 112 | 5.79838336603088e-06 | 1.15967667320618e-05 | 0.999994201616634 |
| 113 | 1.16644214710618e-05 | 2.33288429421235e-05 | 0.99998833557853 |
| 114 | 1.17507956507553e-05 | 2.35015913015106e-05 | 0.99998824920435 |
| 115 | 9.03579320194948e-06 | 1.80715864038990e-05 | 0.999990964206798 |
| 116 | 1.99354542363491e-05 | 3.98709084726982e-05 | 0.999980064545764 |
| 117 | 1.41085383065957e-05 | 2.82170766131914e-05 | 0.999985891461693 |
| 118 | 8.89770255283898e-06 | 1.77954051056780e-05 | 0.999991102297447 |
| 119 | 6.79902135635606e-06 | 1.35980427127121e-05 | 0.999993200978644 |
| 120 | 2.53573775597269e-05 | 5.07147551194538e-05 | 0.99997464262244 |
| 121 | 2.14161226822689e-05 | 4.28322453645379e-05 | 0.999978583877318 |
| 122 | 1.47575478458564e-05 | 2.95150956917128e-05 | 0.999985242452154 |
| 123 | 9.7257458622417e-06 | 1.94514917244834e-05 | 0.999990274254138 |
| 124 | 6.31681012694012e-06 | 1.26336202538802e-05 | 0.999993683189873 |
| 125 | 6.35210793996486e-06 | 1.27042158799297e-05 | 0.99999364789206 |
| 126 | 4.70360975161386e-06 | 9.40721950322772e-06 | 0.999995296390248 |
| 127 | 3.74876761022917e-06 | 7.49753522045833e-06 | 0.99999625123239 |
| 128 | 2.37796336719768e-06 | 4.75592673439535e-06 | 0.999997622036633 |
| 129 | 1.09213489944080e-05 | 2.18426979888159e-05 | 0.999989078651006 |
| 130 | 9.45731079337781e-06 | 1.89146215867556e-05 | 0.999990542689207 |
| 131 | 6.61200869114593e-06 | 1.32240173822919e-05 | 0.999993387991309 |
| 132 | 3.17653797937762e-05 | 6.35307595875524e-05 | 0.999968234620206 |
| 133 | 3.18902509196824e-05 | 6.37805018393649e-05 | 0.99996810974908 |
| 134 | 3.74970222274626e-05 | 7.49940444549252e-05 | 0.999962502977773 |
| 135 | 4.27915914321057e-05 | 8.55831828642114e-05 | 0.999957208408568 |
| 136 | 2.95373427798412e-05 | 5.90746855596825e-05 | 0.99997046265722 |
| 137 | 1.89417402507514e-05 | 3.78834805015028e-05 | 0.99998105825975 |
| 138 | 1.20421868055271e-05 | 2.40843736110542e-05 | 0.999987957813194 |
| 139 | 8.81429359582e-06 | 1.762858719164e-05 | 0.999991185706404 |
| 140 | 6.82366976053194e-06 | 1.36473395210639e-05 | 0.99999317633024 |
| 141 | 4.70914384724795e-06 | 9.4182876944959e-06 | 0.999995290856153 |
| 142 | 7.10039255040312e-06 | 1.42007851008062e-05 | 0.99999289960745 |
| 143 | 4.37773045012308e-06 | 8.75546090024615e-06 | 0.99999562226955 |
| 144 | 3.85816465018212e-06 | 7.71632930036423e-06 | 0.99999614183535 |
| 145 | 4.64627205320642e-06 | 9.29254410641285e-06 | 0.999995353727947 |
| 146 | 8.56662386570902e-06 | 1.71332477314180e-05 | 0.999991433376134 |
| 147 | 6.19387655397951e-06 | 1.23877531079590e-05 | 0.999993806123446 |
| 148 | 4.8698349098634e-06 | 9.7396698197268e-06 | 0.99999513016509 |
| 149 | 3.13902079812645e-06 | 6.27804159625291e-06 | 0.999996860979202 |
| 150 | 2.23619777186206e-06 | 4.47239554372412e-06 | 0.999997763802228 |
| 151 | 1.78890118512571e-06 | 3.57780237025142e-06 | 0.999998211098815 |
| 152 | 1.16291213823851e-06 | 2.32582427647702e-06 | 0.999998837087862 |
| 153 | 7.07457187098803e-07 | 1.41491437419761e-06 | 0.999999292542813 |
| 154 | 6.64672149065831e-07 | 1.32934429813166e-06 | 0.999999335327851 |
| 155 | 4.10415738636009e-07 | 8.20831477272017e-07 | 0.999999589584261 |
| 156 | 1.29063218720680e-06 | 2.58126437441359e-06 | 0.999998709367813 |
| 157 | 1.91095198171495e-06 | 3.8219039634299e-06 | 0.999998089048018 |
| 158 | 2.20795022584366e-06 | 4.41590045168731e-06 | 0.999997792049774 |
| 159 | 1.65417922893378e-06 | 3.30835845786756e-06 | 0.999998345820771 |
| 160 | 1.14778542970548e-06 | 2.29557085941096e-06 | 0.99999885221457 |
| 161 | 7.40916722146151e-07 | 1.48183344429230e-06 | 0.999999259083278 |
| 162 | 6.31644521155898e-06 | 1.26328904231180e-05 | 0.999993683554788 |
| 163 | 5.92721258359694e-06 | 1.18544251671939e-05 | 0.999994072787416 |
| 164 | 4.16259948584106e-06 | 8.32519897168211e-06 | 0.999995837400514 |
| 165 | 2.48203726264974e-06 | 4.96407452529947e-06 | 0.999997517962737 |
| 166 | 2.00490227793163e-06 | 4.00980455586327e-06 | 0.999997995097722 |
| 167 | 3.51331782180361e-06 | 7.02663564360722e-06 | 0.999996486682178 |
| 168 | 3.22295424983807e-06 | 6.44590849967613e-06 | 0.99999677704575 |
| 169 | 2.06332843977796e-06 | 4.12665687955591e-06 | 0.99999793667156 |
| 170 | 2.08198229800661e-06 | 4.16396459601322e-06 | 0.999997918017702 |
| 171 | 1.99498241834682e-06 | 3.98996483669364e-06 | 0.999998005017582 |
| 172 | 1.08591247580098e-06 | 2.17182495160196e-06 | 0.999998914087524 |
| 173 | 6.2704754067323e-07 | 1.25409508134646e-06 | 0.99999937295246 |
| 174 | 1.26936847799313e-06 | 2.53873695598626e-06 | 0.999998730631522 |
| 175 | 9.74576598902521e-07 | 1.94915319780504e-06 | 0.9999990254234 |
| 176 | 8.84448116827963e-07 | 1.76889623365593e-06 | 0.999999115551883 |
| 177 | 5.52677853914556e-07 | 1.10535570782911e-06 | 0.999999447322146 |
| 178 | 3.20086505137867e-07 | 6.40173010275734e-07 | 0.999999679913495 |
| 179 | 4.47799896486332e-07 | 8.95599792972664e-07 | 0.999999552200104 |
| 180 | 4.80371783067018e-07 | 9.60743566134036e-07 | 0.999999519628217 |
| 181 | 4.00615889135638e-07 | 8.01231778271276e-07 | 0.999999599384111 |
| 182 | 2.68256079395785e-07 | 5.3651215879157e-07 | 0.99999973174392 |
| 183 | 1.45140203042927e-07 | 2.90280406085853e-07 | 0.999999854859797 |
| 184 | 6.7136633768207e-08 | 1.34273267536414e-07 | 0.999999932863366 |
| 185 | 1.07626588205392e-07 | 2.15253176410783e-07 | 0.999999892373412 |
| 186 | 5.19802465906873e-08 | 1.03960493181375e-07 | 0.999999948019753 |
| 187 | 3.71027812409579e-08 | 7.42055624819157e-08 | 0.999999962897219 |
| 188 | 1.53876251153675e-08 | 3.07752502307351e-08 | 0.999999984612375 |
| 189 | 1.64704506729820e-08 | 3.29409013459641e-08 | 0.99999998352955 |
| 190 | 1.87805428263500e-08 | 3.75610856527000e-08 | 0.999999981219457 |
| 191 | 1.21013772843429e-08 | 2.42027545686857e-08 | 0.999999987898623 |
| 192 | 1.60445964719372e-08 | 3.20891929438745e-08 | 0.999999983955403 |
| 193 | 2.46749181323483e-07 | 4.93498362646966e-07 | 0.999999753250819 |
| 194 | 1.59037006745192e-07 | 3.18074013490383e-07 | 0.999999840962993 |
| 195 | 5.77384715309238e-08 | 1.15476943061848e-07 | 0.999999942261528 |
| 196 | 2.56294680177683e-07 | 5.12589360355366e-07 | 0.99999974370532 |
| 197 | 9.43311907783696e-06 | 1.88662381556739e-05 | 0.999990566880922 |
| 198 | 0.000412637536359543 | 0.000825275072719086 | 0.99958736246364 |
| 199 | 0.000247276170970042 | 0.000494552341940084 | 0.99975272382903 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 146 | 0.815642458100559 | NOK |
| 5% type I error level | 153 | 0.854748603351955 | NOK |
| 10% type I error level | 155 | 0.865921787709497 | NOK |
