Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 10.1924266397789 -0.529300900085433X[t] -0.0745355431955221M1[t] -0.152394972116518M2[t] -0.292295981835693M3[t] -0.443765988554583M4[t] -0.610056420475866M5[t] -0.713284481199883M6[t] -0.221024193589143M7[t] + 0.151941828555044M8[t] + 0.203849248899061M9[t] + 0.108661512507523M10[t] -0.0302565182136459M11[t] -0.00633716687860314t + 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) | 10.1924266397789 | 0.35697 | 28.5526 | 0 | 0 |
X | -0.529300900085433 | 0.107545 | -4.9217 | 2e-06 | 1e-06 |
M1 | -0.0745355431955221 | 0.351679 | -0.2119 | 0.832412 | 0.416206 |
M2 | -0.152394972116518 | 0.351625 | -0.4334 | 0.665286 | 0.332643 |
M3 | -0.292295981835693 | 0.351607 | -0.8313 | 0.40699 | 0.203495 |
M4 | -0.443765988554583 | 0.351626 | -1.262 | 0.208705 | 0.104352 |
M5 | -0.610056420475866 | 0.351592 | -1.7351 | 0.084574 | 0.042287 |
M6 | -0.713284481199883 | 0.351489 | -2.0293 | 0.044023 | 0.022011 |
M7 | -0.221024193589143 | 0.351439 | -0.6289 | 0.530271 | 0.265136 |
M8 | 0.151941828555044 | 0.351401 | 0.4324 | 0.66602 | 0.33301 |
M9 | 0.203849248899061 | 0.351372 | 0.5802 | 0.562599 | 0.281299 |
M10 | 0.108661512507523 | 0.351365 | 0.3093 | 0.757515 | 0.378757 |
M11 | -0.0302565182136459 | 0.351354 | -0.0861 | 0.931479 | 0.46574 |
t | -0.00633716687860314 | 0.001387 | -4.5687 | 1e-05 | 5e-06 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.509219366095136 |
R-squared | 0.259304362806332 |
Adjusted R-squared | 0.201298077965864 |
F-TEST (value) | 4.47028047942537 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 166 |
p-value | 1.69466380439687e-06 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.96219474589104 |
Sum Squared Residuals | 153.685909017374 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 6.9 | 8.90474787751007 | -2.00474787751007 |
2 | 6.8 | 8.83113729971214 | -2.03113729971214 |
3 | 6.7 | 8.44671371807591 | -1.74671371807591 |
4 | 6.6 | 8.25714849047329 | -1.65714849047329 |
5 | 6.5 | 8.0845208916734 | -1.58452089167340 |
6 | 6.5 | 8.04376478108189 | -1.54376478108189 |
7 | 7 | 8.57203197382086 | -1.57203197382086 |
8 | 7.5 | 9.19801827012831 | -1.69801827012831 |
9 | 7.6 | 9.11126329857236 | -1.51126329857236 |
10 | 7.6 | 9.09442653931589 | -1.49442653931589 |
11 | 7.6 | 8.91212027871014 | -1.31212027871014 |
12 | 7.8 | 8.84605847703066 | -1.04605847703066 |
13 | 8 | 8.53229337091894 | -0.532293370918943 |
14 | 8 | 8.48514783812533 | -0.485147838125327 |
15 | 8 | 8.25422151751388 | -0.254221517513876 |
16 | 7.9 | 8.10700036191809 | -0.207000361918091 |
17 | 7.9 | 8.050818961137 | -0.150818961137000 |
18 | 8 | 8.10533701256086 | -0.105337012560865 |
19 | 8.5 | 8.48539995327591 | 0.0146000467240849 |
20 | 9.2 | 8.52915525948939 | 0.670844740510614 |
21 | 9.4 | 8.77056684598641 | 0.629433154013591 |
22 | 9.5 | 8.72197203272481 | 0.778027967275188 |
23 | 9.5 | 8.67728400614127 | 0.822715993858728 |
24 | 9.6 | 8.61122220446179 | 0.98877779553821 |
25 | 9.7 | 8.67855374641159 | 1.02144625358841 |
26 | 9.7 | 8.55201307860515 | 1.14798692139485 |
27 | 9.6 | 8.5063420730236 | 1.09365792697639 |
28 | 9.5 | 8.29560480941757 | 1.20439519058243 |
29 | 9.4 | 8.04358207560487 | 1.35641792439513 |
30 | 9.3 | 7.82815666798516 | 1.47184333201484 |
31 | 9.6 | 8.34054483372157 | 1.25945516627843 |
32 | 10.2 | 8.85008493201022 | 1.34991506798978 |
33 | 10.2 | 8.88506916747393 | 1.31493083252607 |
34 | 10.1 | 8.96350657023283 | 1.13649342976717 |
35 | 9.9 | 8.88706048964417 | 1.01293951035583 |
36 | 9.8 | 8.97978895799032 | 0.820211042009683 |
37 | 9.8 | 8.88833022991448 | 0.911669770085518 |
38 | 9.7 | 8.83589168812 | 0.86410831187999 |
39 | 9.5 | 8.73199758352907 | 0.768002416470934 |
40 | 9.3 | 8.59006943693413 | 0.709930563065865 |
41 | 9.1 | 8.59211113516244 | 0.507888864837557 |
42 | 9 | 8.54076900656922 | 0.45923099343078 |
43 | 9.5 | 9.06903619930819 | 0.430963800691808 |
44 | 10 | 9.3880279735661 | 0.611972026433913 |
45 | 10.2 | 9.4812353080392 | 0.718764691960809 |
46 | 10.1 | 9.36383137776649 | 0.736168622233514 |
47 | 10 | 9.08625095514535 | 0.913749044854645 |
48 | 9.9 | 9.11546331548125 | 0.784536684518748 |
49 | 10 | 8.76994015536441 | 1.23005984463559 |
50 | 9.9 | 8.72808763157165 | 1.17191236842835 |
51 | 9.7 | 8.50245431996105 | 1.19754568003895 |
52 | 9.5 | 8.3393541373627 | 1.16064586263730 |
53 | 9.2 | 8.24082866457478 | 0.95917133542522 |
54 | 9 | 8.1841935269807 | 0.815806473019297 |
55 | 9.3 | 8.60660053970259 | 0.693399460297413 |
56 | 9.8 | 8.97322939496817 | 0.826770605031828 |
57 | 9.8 | 8.99233460342931 | 0.807665396570687 |
58 | 9.6 | 8.63145225911731 | 0.96854774088269 |
59 | 9.4 | 8.53912715152608 | 0.860872848473918 |
60 | 9.3 | 8.4730653498466 | 0.8269346501534 |
61 | 9.2 | 8.50863883779127 | 0.691361162208729 |
62 | 9.2 | 8.59911153901986 | 0.600888460980135 |
63 | 9 | 8.72810983046651 | 0.271890169533488 |
64 | 8.8 | 8.6761628368861 | 0.123837163113896 |
65 | 8.7 | 8.33415895005888 | 0.365841049941119 |
66 | 8.7 | 8.13990557844259 | 0.560094421557408 |
67 | 9.1 | 8.54643356416191 | 0.553566435838086 |
68 | 9.7 | 8.93423445543091 | 0.765765544569084 |
69 | 9.8 | 9.10154391591598 | 0.698456084084022 |
70 | 9.6 | 9.16939530067317 | 0.430604699326824 |
71 | 9.4 | 8.96062399506315 | 0.439376004936848 |
72 | 9.4 | 9.12745458942126 | 0.272545410578739 |
73 | 9.5 | 9.4329715364095 | 0.0670284635904984 |
74 | 9.4 | 9.17939865258256 | 0.220601347417436 |
75 | 9.3 | 8.88495622396086 | 0.415043776039136 |
76 | 9.2 | 8.46779160932151 | 0.73220839067849 |
77 | 9 | 8.10990869549172 | 0.890091304508278 |
78 | 8.9 | 8.14325471091217 | 0.756745289087832 |
79 | 9.2 | 8.92558633569215 | 0.274413664307852 |
80 | 9.8 | 9.60450272200814 | 0.195497277991863 |
81 | 9.9 | 9.44893863344109 | 0.451061366558914 |
82 | 9.6 | 9.32624169416753 | 0.273758305832471 |
83 | 9.2 | 9.32919074859168 | -0.129190748591678 |
84 | 9.1 | 9.34781709092587 | -0.247817090925866 |
85 | 9.1 | 9.07639605682098 | 0.0236039431790155 |
86 | 9 | 8.97632043401882 | 0.0236795659811778 |
87 | 8.9 | 8.69775703239969 | 0.202242967600314 |
88 | 8.7 | 8.57170791280732 | 0.128292087192681 |
89 | 8.5 | 8.57374961103563 | -0.0737496110356252 |
90 | 8.3 | 8.51711447344155 | -0.217114473441548 |
91 | 8.5 | 9.05067467518137 | -0.550674675181374 |
92 | 8.7 | 9.27968529642475 | -0.579685296424747 |
93 | 8.4 | 9.17705129786624 | -0.777051297866239 |
94 | 8.1 | 9.0173032955867 | -0.9173032955867 |
95 | 7.8 | 8.75030889096728 | -0.95030889096728 |
96 | 7.7 | 8.5572148732673 | -0.857214873267293 |
97 | 7.5 | 8.55573729820598 | -1.05573729820598 |
98 | 7.2 | 8.38685255839271 | -1.18685255839271 |
99 | 6.8 | 8.07653110276845 | -1.27653110276845 |
100 | 6.7 | 8.03517012718975 | -1.33517012718975 |
101 | 6.4 | 7.79902642037962 | -1.39902642037962 |
102 | 6.3 | 7.37717366172659 | -1.07717366172659 |
103 | 6.8 | 7.84192474645531 | -1.04192474645531 |
104 | 7.3 | 8.1609165207132 | -0.860916520713206 |
105 | 7.1 | 7.95242234213761 | -0.852422342137612 |
106 | 7 | 8.05732478990079 | -1.05732478990079 |
107 | 6.8 | 7.84326047528991 | -1.04326047528991 |
108 | 6.6 | 8.19005337567707 | -1.59005337567707 |
109 | 6.3 | 8.26267792662772 | -1.96267792662772 |
110 | 6.1 | 8.15201628582385 | -2.05201628582385 |
111 | 6.1 | 8.09046625323974 | -1.99046625323974 |
112 | 6.3 | 7.56214844958244 | -1.26214844958244 |
113 | 6.3 | 7.20426553575265 | -0.904265535752654 |
114 | 6 | 7.20585349716798 | -1.20585349716798 |
115 | 6.2 | 7.83998086992403 | -1.63998086992403 |
116 | 6.4 | 8.19602370718791 | -1.79602370718791 |
117 | 6.8 | 8.45860732968835 | -1.65860732968835 |
118 | 7.5 | 8.30944534541052 | -0.80944534541052 |
119 | 7.5 | 8.28063634582954 | -0.780636345829543 |
120 | 7.6 | 8.27809065216031 | -0.678090652160314 |
121 | 7.6 | 7.81612129402468 | -0.216121294024677 |
122 | 7.4 | 7.87483594124815 | -0.474835941248144 |
123 | 7.3 | 7.70742572864695 | -0.40742572864695 |
124 | 7.1 | 8.00481732912293 | -0.904817329122929 |
125 | 6.9 | 8.08625416236405 | -1.18625416236405 |
126 | 6.8 | 8.21487433979988 | -1.41487433979988 |
127 | 7.5 | 8.48907710049784 | -0.989077100497838 |
128 | 7.6 | 8.86629197376513 | -1.26629197376513 |
129 | 7.8 | 8.91186222723054 | -1.11186222723055 |
130 | 8 | 8.79445829695784 | -0.794458296957842 |
131 | 8.1 | 8.7497702703743 | -0.649770270374302 |
132 | 8.2 | 8.63077837868628 | -0.430778378686278 |
133 | 8.3 | 8.63459381262582 | -0.33459381262582 |
134 | 8.2 | 8.26986773978094 | -0.069867739780943 |
135 | 8 | 8.11304354518146 | -0.113043545181456 |
136 | 7.9 | 8.10344062360788 | -0.203440623607883 |
137 | 7.6 | 8.16370542084559 | -0.563705420845588 |
138 | 7.6 | 7.74714567119342 | -0.147145671193417 |
139 | 8.3 | 8.30187790893666 | -0.00187790893665934 |
140 | 8.4 | 8.50971649417662 | -0.109716494176614 |
141 | 8.4 | 8.54999373864117 | -0.149993738641174 |
142 | 8.4 | 8.56491503338983 | -0.164915033389828 |
143 | 8.4 | 8.27145558376614 | 0.128544416233866 |
144 | 8.6 | 8.35889104311143 | 0.241108956888570 |
145 | 8.9 | 8.35741346805012 | 0.542586531949882 |
146 | 8.8 | 8.44788616927871 | 0.352113830721288 |
147 | 8.3 | 8.37045710969204 | -0.0704571096920402 |
148 | 7.5 | 7.79450222502706 | -0.294502225027055 |
149 | 7.2 | 7.25665700516822 | -0.0566570051682201 |
150 | 7.4 | 7.3323470925955 | 0.0676529074044981 |
151 | 8.8 | 7.73887507831482 | 1.06112492168518 |
152 | 9.3 | 8.18489906859322 | 1.11510093140678 |
153 | 9.3 | 8.35220852907829 | 0.947791470921714 |
154 | 8.7 | 7.81136387873724 | 0.888636121262764 |
155 | 8.2 | 7.83019196016395 | 0.369808039836051 |
156 | 8.3 | 8.00231556352291 | 0.297684436477089 |
157 | 8.5 | 7.92673586244964 | 0.573264137550359 |
158 | 8.6 | 7.67845598762356 | 0.921544012376442 |
159 | 8.5 | 7.26756736098306 | 1.23243263901694 |
160 | 8.2 | 7.27384346641205 | 0.926156533587945 |
161 | 8.1 | 7.23354109263353 | 0.866458907366473 |
162 | 7.9 | 6.93342754100015 | 0.96657245899985 |
163 | 8.6 | 7.27643941870922 | 1.32356058129078 |
164 | 8.7 | 7.65894730097737 | 1.04105269902263 |
165 | 8.7 | 7.67805250943851 | 1.02194749056149 |
166 | 8.5 | 7.94174522722732 | 0.558254772772683 |
167 | 8.4 | 7.743559939619 | 0.656440060380998 |
168 | 8.5 | 7.5981030029267 | 0.901896997073294 |
169 | 8.7 | 7.6548485268748 | 1.04515147312521 |
170 | 8.7 | 7.70297715609655 | 0.997022843903447 |
171 | 8.6 | 7.92195660055772 | 0.678043399442277 |
172 | 8.5 | 7.62123818393716 | 0.878761816062838 |
173 | 8.3 | 7.32687137811763 | 0.973128621882374 |
174 | 8 | 7.38668243854235 | 0.613317561457654 |
175 | 8.2 | 8.01551680229755 | 0.18448319770245 |
176 | 8.1 | 8.36626663056057 | -0.266266630560571 |
177 | 8.1 | 8.62885025306101 | -0.528850253061013 |
178 | 8 | 8.53261835879172 | -0.532618358791725 |
179 | 7.9 | 8.23915890916803 | -0.339158909168032 |
180 | 7.9 | 8.18368312549026 | -0.283683125490259 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 3.58770505602729e-05 | 7.17541011205459e-05 | 0.99996412294944 |
18 | 9.68040658815184e-07 | 1.93608131763037e-06 | 0.999999031959341 |
19 | 9.56176480925752e-07 | 1.91235296185150e-06 | 0.99999904382352 |
20 | 0.000109511872884483 | 0.000219023745768965 | 0.999890488127116 |
21 | 8.03770335346255e-05 | 0.000160754067069251 | 0.999919622966465 |
22 | 5.85043133439328e-05 | 0.000117008626687866 | 0.999941495686656 |
23 | 3.64563606760843e-05 | 7.29127213521686e-05 | 0.999963543639324 |
24 | 1.29613160842164e-05 | 2.59226321684328e-05 | 0.999987038683916 |
25 | 2.89121739568935e-06 | 5.78243479137869e-06 | 0.999997108782604 |
26 | 6.31090861442762e-07 | 1.26218172288552e-06 | 0.999999368909139 |
27 | 1.32526107355518e-07 | 2.65052214711035e-07 | 0.999999867473893 |
28 | 2.66492513926113e-08 | 5.32985027852227e-08 | 0.999999973350749 |
29 | 5.37702444247734e-09 | 1.07540488849547e-08 | 0.999999994622976 |
30 | 1.91603296836497e-09 | 3.83206593672994e-09 | 0.999999998083967 |
31 | 1.83825372805512e-09 | 3.67650745611025e-09 | 0.999999998161746 |
32 | 1.06003236228473e-09 | 2.12006472456946e-09 | 0.999999998939968 |
33 | 1.2880174001719e-09 | 2.5760348003438e-09 | 0.999999998711983 |
34 | 2.07754885372836e-09 | 4.15509770745673e-09 | 0.999999997922451 |
35 | 5.69951654562223e-09 | 1.13990330912445e-08 | 0.999999994300483 |
36 | 1.47282443944703e-08 | 2.94564887889406e-08 | 0.999999985271756 |
37 | 4.77954560682425e-08 | 9.5590912136485e-08 | 0.999999952204544 |
38 | 7.00640869837282e-08 | 1.40128173967456e-07 | 0.999999929935913 |
39 | 5.67945397821156e-08 | 1.13589079564231e-07 | 0.99999994320546 |
40 | 3.78144106377944e-08 | 7.56288212755888e-08 | 0.99999996218559 |
41 | 1.57124658892956e-08 | 3.14249317785912e-08 | 0.999999984287534 |
42 | 6.66111671499001e-09 | 1.33222334299800e-08 | 0.999999993338883 |
43 | 2.24786679980756e-09 | 4.49573359961512e-09 | 0.999999997752133 |
44 | 9.86896207590831e-10 | 1.97379241518166e-09 | 0.999999999013104 |
45 | 3.49107392064177e-10 | 6.98214784128354e-10 | 0.999999999650893 |
46 | 2.13803343435628e-10 | 4.27606686871257e-10 | 0.999999999786197 |
47 | 4.98707268975733e-10 | 9.97414537951466e-10 | 0.999999999501293 |
48 | 1.21895691412810e-09 | 2.43791382825621e-09 | 0.999999998781043 |
49 | 2.9611500593653e-08 | 5.9223001187306e-08 | 0.9999999703885 |
50 | 1.89419435423451e-07 | 3.78838870846901e-07 | 0.999999810580565 |
51 | 1.12796034184656e-06 | 2.25592068369313e-06 | 0.999998872039658 |
52 | 4.48071041743086e-06 | 8.96142083486172e-06 | 0.999995519289583 |
53 | 1.72856955070143e-05 | 3.45713910140286e-05 | 0.999982714304493 |
54 | 6.41699305350706e-05 | 0.000128339861070141 | 0.999935830069465 |
55 | 0.000262051905703878 | 0.000524103811407757 | 0.999737948094296 |
56 | 0.000857192571300918 | 0.00171438514260184 | 0.9991428074287 |
57 | 0.00268981702007736 | 0.00537963404015472 | 0.997310182979923 |
58 | 0.0121488063504327 | 0.0242976127008654 | 0.987851193649567 |
59 | 0.0313580225976921 | 0.0627160451953841 | 0.968641977402308 |
60 | 0.0647712605206154 | 0.129542521041231 | 0.935228739479385 |
61 | 0.0994333118671731 | 0.198866623734346 | 0.900566688132827 |
62 | 0.127780071726997 | 0.255560143453994 | 0.872219928273003 |
63 | 0.152157353821481 | 0.304314707642962 | 0.847842646178519 |
64 | 0.172302473151259 | 0.344604946302518 | 0.82769752684874 |
65 | 0.193071638524512 | 0.386143277049025 | 0.806928361475488 |
66 | 0.216127718132358 | 0.432255436264717 | 0.783872281867642 |
67 | 0.239771173758946 | 0.479542347517893 | 0.760228826241054 |
68 | 0.277825689984994 | 0.555651379969988 | 0.722174310015006 |
69 | 0.314602000209816 | 0.629204000419631 | 0.685397999790184 |
70 | 0.344255694856044 | 0.688511389712089 | 0.655744305143956 |
71 | 0.385880032537758 | 0.771760065075516 | 0.614119967462242 |
72 | 0.412770537414871 | 0.825541074829742 | 0.587229462585129 |
73 | 0.393472255700861 | 0.786944511401723 | 0.606527744299139 |
74 | 0.386095368314307 | 0.772190736628613 | 0.613904631685693 |
75 | 0.394093714650230 | 0.788187429300459 | 0.60590628534977 |
76 | 0.439575743920918 | 0.879151487841836 | 0.560424256079082 |
77 | 0.526183991613741 | 0.947632016772519 | 0.473816008386259 |
78 | 0.606607767169721 | 0.786784465660558 | 0.393392232830279 |
79 | 0.631930262984436 | 0.736139474031127 | 0.368069737015564 |
80 | 0.65451593505324 | 0.69096812989352 | 0.34548406494676 |
81 | 0.719993960750355 | 0.56001207849929 | 0.280006039249645 |
82 | 0.779799791542984 | 0.440400416914032 | 0.220200208457016 |
83 | 0.815673161047748 | 0.368653677904504 | 0.184326838952252 |
84 | 0.846541041632616 | 0.306917916734768 | 0.153458958367384 |
85 | 0.878020756526436 | 0.243958486947128 | 0.121979243473564 |
86 | 0.909792692097658 | 0.180414615804685 | 0.0902073079023424 |
87 | 0.947382933443596 | 0.105234133112808 | 0.0526170665564041 |
88 | 0.973532547344102 | 0.0529349053117951 | 0.0264674526558975 |
89 | 0.987504695510495 | 0.0249906089790104 | 0.0124953044895052 |
90 | 0.99508878717779 | 0.00982242564442001 | 0.00491121282221001 |
91 | 0.997585818034256 | 0.00482836393148898 | 0.00241418196574449 |
92 | 0.999390011027872 | 0.00121997794425675 | 0.000609988972128376 |
93 | 0.999884000455338 | 0.000231999089323051 | 0.000115999544661526 |
94 | 0.999977356009173 | 4.52879816542379e-05 | 2.26439908271190e-05 |
95 | 0.999995559892426 | 8.88021514794799e-06 | 4.44010757397400e-06 |
96 | 0.999999013281155 | 1.97343769007032e-06 | 9.8671884503516e-07 |
97 | 0.999999515457782 | 9.69084436239374e-07 | 4.84542218119687e-07 |
98 | 0.999999719023362 | 5.61953276777141e-07 | 2.80976638388570e-07 |
99 | 0.999999813232558 | 3.73534884673340e-07 | 1.86767442336670e-07 |
100 | 0.99999985392189 | 2.92156219809121e-07 | 1.46078109904561e-07 |
101 | 0.999999870037639 | 2.59924722556199e-07 | 1.29962361278099e-07 |
102 | 0.999999836529759 | 3.26940481982119e-07 | 1.63470240991059e-07 |
103 | 0.999999746065207 | 5.07869584997642e-07 | 2.53934792498821e-07 |
104 | 0.999999641500213 | 7.16999574036539e-07 | 3.58499787018270e-07 |
105 | 0.999999398628136 | 1.20274372830912e-06 | 6.01371864154561e-07 |
106 | 0.999998999203124 | 2.00159375206796e-06 | 1.00079687603398e-06 |
107 | 0.999998268384568 | 3.4632308639394e-06 | 1.7316154319697e-06 |
108 | 0.999997902529801 | 4.19494039736443e-06 | 2.09747019868222e-06 |
109 | 0.999999162768563 | 1.67446287298736e-06 | 8.37231436493682e-07 |
110 | 0.999999802438748 | 3.95122504999358e-07 | 1.97561252499679e-07 |
111 | 0.999999942375032 | 1.15249936398954e-07 | 5.76249681994768e-08 |
112 | 0.999999930426018 | 1.39147963649550e-07 | 6.95739818247749e-08 |
113 | 0.999999886500425 | 2.26999150449387e-07 | 1.13499575224693e-07 |
114 | 0.999999878203595 | 2.43592809229517e-07 | 1.21796404614758e-07 |
115 | 0.999999978637796 | 4.27244088501177e-08 | 2.13622044250589e-08 |
116 | 0.999999998094038 | 3.81192378726514e-09 | 1.90596189363257e-09 |
117 | 0.99999999963145 | 7.37099340044694e-10 | 3.68549670022347e-10 |
118 | 0.999999999298024 | 1.40395265048439e-09 | 7.01976325242196e-10 |
119 | 0.999999998477983 | 3.04403370315009e-09 | 1.52201685157504e-09 |
120 | 0.99999999678026 | 6.43947849272497e-09 | 3.21973924636249e-09 |
121 | 0.999999997832935 | 4.33413072900069e-09 | 2.16706536450034e-09 |
122 | 0.999999999264169 | 1.47166255075065e-09 | 7.35831275375327e-10 |
123 | 0.999999999797129 | 4.05742287200292e-10 | 2.02871143600146e-10 |
124 | 0.99999999983207 | 3.35861402095126e-10 | 1.67930701047563e-10 |
125 | 0.99999999981249 | 3.75021364664025e-10 | 1.87510682332012e-10 |
126 | 0.999999999771576 | 4.5684834849761e-10 | 2.28424174248805e-10 |
127 | 0.999999999809923 | 3.80154787742344e-10 | 1.90077393871172e-10 |
128 | 0.99999999990044 | 1.99119423603734e-10 | 9.9559711801867e-11 |
129 | 0.99999999991911 | 1.61780867582005e-10 | 8.08904337910023e-11 |
130 | 0.999999999807047 | 3.85906924161408e-10 | 1.92953462080704e-10 |
131 | 0.999999999455818 | 1.08836488604254e-09 | 5.44182443021268e-10 |
132 | 0.999999998463004 | 3.07399230006482e-09 | 1.53699615003241e-09 |
133 | 0.999999996242503 | 7.5149942767126e-09 | 3.7574971383563e-09 |
134 | 0.999999994460902 | 1.10781961961725e-08 | 5.53909809808623e-09 |
135 | 0.999999992019604 | 1.59607928181845e-08 | 7.98039640909224e-09 |
136 | 0.999999978750412 | 4.24991767907767e-08 | 2.12495883953884e-08 |
137 | 0.99999994276904 | 1.14461921183215e-07 | 5.72309605916075e-08 |
138 | 0.999999856467085 | 2.87065829431072e-07 | 1.43532914715536e-07 |
139 | 0.999999663962651 | 6.7207469722384e-07 | 3.3603734861192e-07 |
140 | 0.999999330932134 | 1.33813573136258e-06 | 6.69067865681289e-07 |
141 | 0.999998788087812 | 2.42382437661934e-06 | 1.21191218830967e-06 |
142 | 0.999996996169824 | 6.00766035122342e-06 | 3.00383017561171e-06 |
143 | 0.999993281065628 | 1.34378687440956e-05 | 6.71893437204782e-06 |
144 | 0.999987920789438 | 2.41584211246173e-05 | 1.20792105623087e-05 |
145 | 0.99998075541845 | 3.84891630994681e-05 | 1.92445815497340e-05 |
146 | 0.999967503502765 | 6.49929944696098e-05 | 3.24964972348049e-05 |
147 | 0.999923684830608 | 0.000152630338784012 | 7.63151693920061e-05 |
148 | 0.999937115505272 | 0.000125768989456038 | 6.28844947280191e-05 |
149 | 0.999993950276172 | 1.20994476555286e-05 | 6.0497238277643e-06 |
150 | 0.999998036150252 | 3.92769949555414e-06 | 1.96384974777707e-06 |
151 | 0.99999482677028 | 1.03464594396212e-05 | 5.17322971981059e-06 |
152 | 0.999997086594933 | 5.82681013371674e-06 | 2.91340506685837e-06 |
153 | 0.999999887023091 | 2.25953817226283e-07 | 1.12976908613141e-07 |
154 | 0.999999690542754 | 6.18914492868363e-07 | 3.09457246434182e-07 |
155 | 0.999998499692879 | 3.00061424287693e-06 | 1.50030712143847e-06 |
156 | 0.999996711968284 | 6.57606343217758e-06 | 3.28803171608879e-06 |
157 | 0.999988660068664 | 2.26798626712191e-05 | 1.13399313356096e-05 |
158 | 0.999956850238826 | 8.62995223489735e-05 | 4.31497611744868e-05 |
159 | 0.999955363512347 | 8.92729753052813e-05 | 4.46364876526406e-05 |
160 | 0.999928696507097 | 0.000142606985805397 | 7.13034929026985e-05 |
161 | 0.999597459423048 | 0.000805081153903527 | 0.000402540576951764 |
162 | 0.999964464401019 | 7.10711979629306e-05 | 3.55355989814653e-05 |
163 | 0.999938987141706 | 0.000122025716587644 | 6.1012858293822e-05 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 115 | 0.782312925170068 | NOK |
5% type I error level | 117 | 0.795918367346939 | NOK |
10% type I error level | 119 | 0.80952380952381 | NOK |