Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 0.103329771420464 + 0.0213844325900316X[t] + 1.38121539673783Y1[t] -0.434524571311922Y2[t] -0.253938773069359Y3[t] + 0.283796486784859Y4[t] -0.0427107358517383M1[t] + 0.0132171205717539M2[t] + 0.562383896769684M3[t] + 0.219755046500052M4[t] -0.00184900361398463M5[t] + 0.159889281175896M6[t] + 0.102181838949999M7[t] + 0.191043321198795M8[t] + 0.121577999327065M9[t] -0.0423727220174399M10[t] -0.0197066669911787M11[t] -0.000546832253316618t + 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) | 0.103329771420464 | 0.159121 | 0.6494 | 0.517037 | 0.258518 |
X | 0.0213844325900316 | 0.020724 | 1.0319 | 0.303706 | 0.151853 |
Y1 | 1.38121539673783 | 0.076257 | 18.1127 | 0 | 0 |
Y2 | -0.434524571311922 | 0.132308 | -3.2842 | 0.00126 | 0.00063 |
Y3 | -0.253938773069359 | 0.132365 | -1.9185 | 0.056854 | 0.028427 |
Y4 | 0.283796486784859 | 0.076091 | 3.7297 | 0.000267 | 0.000133 |
M1 | -0.0427107358517383 | 0.062477 | -0.6836 | 0.495217 | 0.247609 |
M2 | 0.0132171205717539 | 0.063494 | 0.2082 | 0.83537 | 0.417685 |
M3 | 0.562383896769684 | 0.064013 | 8.7854 | 0 | 0 |
M4 | 0.219755046500052 | 0.079107 | 2.7779 | 0.006133 | 0.003067 |
M5 | -0.00184900361398463 | 0.08039 | -0.023 | 0.981679 | 0.490839 |
M6 | 0.159889281175896 | 0.072467 | 2.2064 | 0.028801 | 0.0144 |
M7 | 0.102181838949999 | 0.065869 | 1.5513 | 0.122832 | 0.061416 |
M8 | 0.191043321198795 | 0.061677 | 3.0975 | 0.00231 | 0.001155 |
M9 | 0.121577999327065 | 0.064925 | 1.8726 | 0.062973 | 0.031486 |
M10 | -0.0423727220174399 | 0.066381 | -0.6383 | 0.524183 | 0.262091 |
M11 | -0.0197066669911787 | 0.063727 | -0.3092 | 0.757549 | 0.378775 |
t | -0.000546832253316618 | 0.000269 | -2.0362 | 0.0434 | 0.0217 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.988871370422935 |
R-squared | 0.977866587242134 |
Adjusted R-squared | 0.9754851440973 |
F-TEST (value) | 410.619329444628 |
F-TEST (DF numerator) | 17 |
F-TEST (DF denominator) | 158 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.165843506022096 |
Sum Squared Residuals | 4.34564282137274 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 6.5 | 6.5554261742135 | -0.0554261742134966 |
2 | 6.5 | 6.51037236823283 | -0.0103723682328288 |
3 | 7 | 7.09774824332988 | -0.09774824332988 |
4 | 7.5 | 7.43171611583518 | 0.0682838841648196 |
5 | 7.6 | 7.6598771056498 | -0.0598771056498073 |
6 | 7.6 | 7.61153691645511 | -0.0115369164551084 |
7 | 7.6 | 7.52625595198375 | 0.0737440480162446 |
8 | 7.8 | 7.73471032160503 | 0.0652896783949673 |
9 | 8 | 7.97873004584565 | 0.0212699541543462 |
10 | 8 | 8.00207374705171 | -0.00207374705171083 |
11 | 8 | 7.8899218101628 | 0.110078189837195 |
12 | 7.9 | 7.91462549899197 | -0.0146254989919655 |
13 | 7.9 | 7.7853011134003 | 0.114698886599707 |
14 | 8 | 7.87750542059875 | 0.122494579401249 |
15 | 8.5 | 8.59391766804209 | -0.093917668042089 |
16 | 9.2 | 8.8825620819583 | 0.317437918041701 |
17 | 9.4 | 9.37669357428622 | 0.0233064257137833 |
18 | 9.5 | 9.40923272513681 | 0.0907672748631918 |
19 | 9.5 | 9.36227313612076 | 0.137726863879236 |
20 | 9.6 | 9.55864046866089 | 0.0413595313391135 |
21 | 9.7 | 9.65212763313445 | 0.0478723668655492 |
22 | 9.7 | 9.6123895653649 | 0.0876104346350919 |
23 | 9.6 | 9.56159941150762 | 0.0384005884923821 |
24 | 9.5 | 9.44776192120225 | 0.0522380787977494 |
25 | 9.4 | 9.3414225841216 | 0.0585774158784047 |
26 | 9.3 | 9.33180528957412 | -0.0318052895741221 |
27 | 9.6 | 9.7817011579751 | -0.181701157975095 |
28 | 10.2 | 9.88758298343383 | 0.312417016566173 |
29 | 10.2 | 10.3612458849958 | -0.161245884995846 |
30 | 10.1 | 10.1498906070654 | -0.0498906070653545 |
31 | 9.9 | 9.8835104988695 | 0.0164895011305049 |
32 | 9.8 | 9.90653244248281 | -0.106532442482812 |
33 | 9.8 | 9.8111252289051 | -0.0111252289051036 |
34 | 9.7 | 9.71120517241846 | -0.0112051724184589 |
35 | 9.5 | 9.56212668086038 | -0.0621266808603795 |
36 | 9.3 | 9.31947471172568 | -0.0194747117256815 |
37 | 9.1 | 9.10521599308767 | -0.005215993087672 |
38 | 9 | 8.99131467052315 | 0.00868532947685446 |
39 | 9.5 | 9.48103569170606 | 0.0189643082939415 |
40 | 10 | 9.86787322087322 | 0.132126779126779 |
41 | 10.2 | 10.0857777322357 | 0.114222267764316 |
42 | 10.1 | 10.1512424762284 | -0.0512424762283885 |
43 | 10 | 9.88823671281827 | 0.111763287181735 |
44 | 9.9 | 9.97277892472381 | -0.0727789247238114 |
45 | 10 | 9.9009430790151 | 0.099056920984902 |
46 | 9.9 | 9.9133229962435 | -0.0133229962434981 |
47 | 9.7 | 9.75409011572842 | -0.0540901157284234 |
48 | 9.5 | 9.48689964659039 | 0.0131003534096119 |
49 | 9.2 | 9.30508361882297 | -0.105083618822970 |
50 | 9 | 9.05327460091056 | -0.0532746009105622 |
51 | 9.3 | 9.4526034260689 | -0.152603426068890 |
52 | 9.8 | 9.63011961139351 | 0.169880388606489 |
53 | 9.8 | 9.93493708620941 | -0.134937086209412 |
54 | 9.6 | 9.75640369578135 | -0.156403695781353 |
55 | 9.4 | 9.37793745819635 | 0.0220625418036537 |
56 | 9.3 | 9.42244754003938 | -0.122447540039379 |
57 | 9.2 | 9.347301939947 | -0.147301939947001 |
58 | 9.2 | 9.07510689830877 | 0.124893101691225 |
59 | 9 | 9.09819325321606 | -0.0981932532160595 |
60 | 8.8 | 8.8338473507168 | -0.0338473507167997 |
61 | 8.7 | 8.57971498727689 | 0.120285012723111 |
62 | 8.7 | 8.63808864986394 | 0.0619113501360601 |
63 | 9.1 | 9.22739717308515 | -0.127397173085151 |
64 | 9.7 | 9.4044868519037 | 0.295513148096302 |
65 | 9.8 | 9.80395731088008 | -0.00395731088007977 |
66 | 9.6 | 9.73413703264672 | -0.134137032646724 |
67 | 9.4 | 9.31990868447188 | 0.0800913155281188 |
68 | 9.4 | 9.35799538734685 | 0.0420046126531497 |
69 | 9.5 | 9.43844491498582 | 0.061555085014176 |
70 | 9.4 | 9.4129403767475 | -0.0129403767474939 |
71 | 9.3 | 9.2027139464837 | 0.0972860535162994 |
72 | 9.2 | 9.11228919334115 | 0.0877108066588468 |
73 | 9 | 9.03562062008544 | -0.0356206200854371 |
74 | 8.9 | 8.84945145386838 | 0.0505485461316185 |
75 | 9.2 | 9.33189371877963 | -0.131893718779630 |
76 | 9.8 | 9.45632640311649 | 0.343673596883514 |
77 | 9.9 | 9.90930805173243 | -0.00930805173243436 |
78 | 9.6 | 9.84420039785994 | -0.244200397859937 |
79 | 9.2 | 9.25491708829681 | -0.054917088296814 |
80 | 9.1 | 9.06620081008062 | 0.0337991899193833 |
81 | 9.1 | 9.14413662113826 | -0.0441366211382616 |
82 | 9 | 9.04016962084162 | -0.0401696208416182 |
83 | 8.9 | 8.84138869468128 | 0.0586113053187203 |
84 | 8.7 | 8.73621673224266 | -0.0362167322426645 |
85 | 8.5 | 8.47850555647346 | 0.0214944435265415 |
86 | 8.3 | 8.3394242009279 | -0.0394242009278998 |
87 | 8.5 | 8.71918948678962 | -0.219189486789616 |
88 | 8.7 | 8.73875020760693 | -0.038750207606925 |
89 | 8.4 | 8.70595358870686 | -0.305953588706861 |
90 | 8.1 | 8.26068074357375 | -0.160680743573754 |
91 | 7.8 | 7.92930918370557 | -0.129309183705573 |
92 | 7.7 | 7.87532513271297 | -0.175325132712971 |
93 | 7.5 | 7.78538383130457 | -0.285383831304565 |
94 | 7.2 | 7.38255985059012 | -0.182559850590123 |
95 | 6.8 | 7.02410347397849 | -0.224103473978491 |
96 | 6.7 | 6.63883805218038 | 0.0611619478196247 |
97 | 6.4 | 6.65325723940095 | -0.253257239400946 |
98 | 6.3 | 6.36677948010137 | -0.0667794801013696 |
99 | 6.8 | 6.82036591566237 | -0.0203659156623685 |
100 | 7.3 | 7.26097697081495 | 0.0390230291850474 |
101 | 7.1 | 7.46269096007525 | -0.362690960075248 |
102 | 7 | 6.966688083685 | 0.0333119163149927 |
103 | 6.8 | 6.87492601688885 | -0.0749260168888494 |
104 | 6.6 | 6.91009153879434 | -0.310091538794336 |
105 | 6.3 | 6.61317431408296 | -0.313174314082963 |
106 | 6.1 | 6.14469438329106 | -0.0446943832910636 |
107 | 6.1 | 6.01153484615251 | 0.0884651538474875 |
108 | 6.3 | 6.15199103252962 | 0.148008967470383 |
109 | 6.3 | 6.35810990375705 | -0.0581099037570537 |
110 | 6 | 6.26533598546397 | -0.265335985463967 |
111 | 6.2 | 6.34281591464815 | -0.142815914648150 |
112 | 6.4 | 6.46342766887512 | -0.0634276688751165 |
113 | 6.8 | 6.49802896615184 | 0.301971033848160 |
114 | 7.5 | 6.99079956140493 | 0.509200438595075 |
115 | 7.5 | 7.72685320369072 | -0.226853203690718 |
116 | 7.6 | 7.46725366352658 | 0.132746336473417 |
117 | 7.6 | 7.48652129410553 | 0.113478705894465 |
118 | 7.4 | 7.47145502732661 | -0.0714550273266129 |
119 | 7.3 | 7.19279267074866 | 0.107207329251342 |
120 | 7.1 | 7.17072491672618 | -0.070724916726179 |
121 | 6.9 | 6.9351999533754 | -0.0351999533754058 |
122 | 6.8 | 6.76025439774485 | 0.0397456022551489 |
123 | 7.5 | 7.28861959524946 | 0.211380404750537 |
124 | 7.6 | 7.94934791617929 | -0.349347916179288 |
125 | 7.8 | 7.52978595351734 | 0.270214046482663 |
126 | 8 | 7.71827277142094 | 0.281727228579061 |
127 | 8.1 | 8.01855728327727 | 0.0814427167227327 |
128 | 8.2 | 8.14145424954807 | 0.0585457504519322 |
129 | 8.3 | 8.16866121149431 | 0.131338788505694 |
130 | 8.2 | 8.14153190976183 | 0.0584680902381685 |
131 | 8 | 7.98549059575315 | 0.0145094042468520 |
132 | 7.9 | 7.76885793852098 | 0.131142061479022 |
133 | 7.6 | 7.71874812065033 | -0.118748120650334 |
134 | 7.6 | 7.43802805976795 | 0.161971940232045 |
135 | 8.3 | 8.0828599788194 | 0.217140021180596 |
136 | 8.4 | 8.76075238703227 | -0.36075238703227 |
137 | 8.4 | 8.2876307427108 | 0.112369257289203 |
138 | 8.4 | 8.22290802179781 | 0.177091978202189 |
139 | 8.4 | 8.34390505188627 | 0.0560949481137286 |
140 | 8.6 | 8.45803321864943 | 0.141966781350567 |
141 | 8.9 | 8.66105647898345 | 0.238943521016553 |
142 | 8.8 | 8.81696176738988 | -0.0169617673898806 |
143 | 8.3 | 8.5170343482449 | -0.217034348244890 |
144 | 7.5 | 7.88651030892732 | -0.386510308927318 |
145 | 7.2 | 7.08083079091747 | 0.119169209082527 |
146 | 7.4 | 7.16057203956552 | 0.239427960434481 |
147 | 8.8 | 8.18025287420284 | 0.619747125797162 |
148 | 9.3 | 9.52981061045488 | -0.229810610454884 |
149 | 9.3 | 9.24908790647472 | 0.0509120935252796 |
150 | 8.7 | 8.91201116746492 | -0.212011167464921 |
151 | 8.2 | 8.28874417580422 | -0.0887441758042202 |
152 | 8.3 | 8.08307647248516 | 0.216923527514844 |
153 | 8.5 | 8.52059756320557 | -0.0205975632055718 |
154 | 8.6 | 8.5522113003908 | 0.047788699609204 |
155 | 8.5 | 8.46894724417079 | 0.031052755829211 |
156 | 8.2 | 8.27749580206538 | -0.0774958020653822 |
157 | 8.1 | 7.8893453839727 | 0.210654616027303 |
158 | 7.9 | 7.9984341615805 | -0.0984341615804984 |
159 | 8.6 | 8.36783926335037 | 0.232160736649630 |
160 | 8.7 | 9.01803267110006 | -0.318032671100063 |
161 | 8.7 | 8.65331345605303 | 0.0466865439469646 |
162 | 8.5 | 8.52178075446576 | -0.0217807544657625 |
163 | 8.4 | 8.36268550734045 | 0.0373144926595483 |
164 | 8.5 | 8.43500619903183 | 0.0649938009681715 |
165 | 8.7 | 8.59179584385222 | 0.108204156147779 |
166 | 8.7 | 8.62337738427323 | 0.0766226157267711 |
167 | 8.6 | 8.49006290831124 | 0.109937091688754 |
168 | 8.5 | 8.35446689423925 | 0.145533105760753 |
169 | 8.3 | 8.27821796044428 | 0.0217820395557200 |
170 | 8 | 8.11935922127621 | -0.119359221276209 |
171 | 8.2 | 8.331759892291 | -0.131759892290998 |
172 | 8.1 | 8.41823429942228 | -0.318234299422278 |
173 | 8.1 | 7.98171168032068 | 0.118288319679319 |
174 | 8 | 8.0502150450132 | -0.0502150450132071 |
175 | 7.9 | 7.94198004664933 | -0.0419800466493269 |
176 | 7.9 | 7.91045363031223 | -0.0104536303122343 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
21 | 0.0256417733100014 | 0.0512835466200027 | 0.974358226689999 |
22 | 0.00766050091354612 | 0.0153210018270922 | 0.992339499086454 |
23 | 0.00188902278872398 | 0.00377804557744797 | 0.998110977211276 |
24 | 0.000574479905980257 | 0.00114895981196051 | 0.99942552009402 |
25 | 0.000782325205583507 | 0.00156465041116701 | 0.999217674794416 |
26 | 0.00431494789586449 | 0.00862989579172898 | 0.995685052104135 |
27 | 0.00401866360025182 | 0.00803732720050365 | 0.995981336399748 |
28 | 0.00381485886100847 | 0.00762971772201694 | 0.996185141138991 |
29 | 0.00216130006952829 | 0.00432260013905658 | 0.997838699930472 |
30 | 0.000985586760390352 | 0.00197117352078070 | 0.99901441323961 |
31 | 0.000723857123263818 | 0.00144771424652764 | 0.999276142876736 |
32 | 0.000348140053746615 | 0.00069628010749323 | 0.999651859946253 |
33 | 0.000171826473347383 | 0.000343652946694765 | 0.999828173526653 |
34 | 9.04031170597179e-05 | 0.000180806234119436 | 0.99990959688294 |
35 | 3.4938712208363e-05 | 6.9877424416726e-05 | 0.999965061287792 |
36 | 1.30535513669528e-05 | 2.61071027339055e-05 | 0.999986946448633 |
37 | 4.91284214334274e-06 | 9.82568428668548e-06 | 0.999995087157857 |
38 | 1.81441482595225e-06 | 3.6288296519045e-06 | 0.999998185585174 |
39 | 3.15698544580101e-06 | 6.31397089160203e-06 | 0.999996843014554 |
40 | 2.12991774001641e-06 | 4.25983548003282e-06 | 0.99999787008226 |
41 | 1.5741883470396e-06 | 3.1483766940792e-06 | 0.999998425811653 |
42 | 1.60851405194542e-06 | 3.21702810389085e-06 | 0.999998391485948 |
43 | 8.4633244253762e-07 | 1.69266488507524e-06 | 0.999999153667557 |
44 | 8.33170012396538e-07 | 1.66634002479308e-06 | 0.999999166829988 |
45 | 4.23997694732940e-07 | 8.47995389465879e-07 | 0.999999576002305 |
46 | 1.63483083564452e-07 | 3.26966167128903e-07 | 0.999999836516916 |
47 | 8.76991808704505e-08 | 1.75398361740901e-07 | 0.99999991230082 |
48 | 3.33568827539422e-08 | 6.67137655078844e-08 | 0.999999966643117 |
49 | 2.67706312882558e-08 | 5.35412625765115e-08 | 0.999999973229369 |
50 | 1.19292433362938e-08 | 2.38584866725877e-08 | 0.999999988070757 |
51 | 5.02210243548735e-09 | 1.00442048709747e-08 | 0.999999994977897 |
52 | 4.08834891727955e-09 | 8.1766978345591e-09 | 0.99999999591165 |
53 | 1.57123206612791e-09 | 3.14246413225583e-09 | 0.999999998428768 |
54 | 7.98750691677433e-10 | 1.59750138335487e-09 | 0.99999999920125 |
55 | 3.07078669327455e-10 | 6.14157338654909e-10 | 0.999999999692921 |
56 | 1.16567420977709e-10 | 2.33134841955417e-10 | 0.999999999883433 |
57 | 6.25384580045258e-11 | 1.25076916009052e-10 | 0.999999999937462 |
58 | 2.27528399435147e-10 | 4.55056798870295e-10 | 0.999999999772472 |
59 | 8.7885927654641e-11 | 1.75771855309282e-10 | 0.999999999912114 |
60 | 3.41772348202262e-11 | 6.83544696404525e-11 | 0.999999999965823 |
61 | 2.31561575634861e-11 | 4.63123151269723e-11 | 0.999999999976844 |
62 | 1.67700254733173e-11 | 3.35400509466346e-11 | 0.99999999998323 |
63 | 7.2735215312878e-12 | 1.45470430625756e-11 | 0.999999999992726 |
64 | 9.99755495212846e-12 | 1.99951099042569e-11 | 0.999999999990002 |
65 | 3.59910306332674e-12 | 7.19820612665349e-12 | 0.999999999996401 |
66 | 7.22625933509563e-12 | 1.44525186701913e-11 | 0.999999999992774 |
67 | 4.7839062872756e-12 | 9.5678125745512e-12 | 0.999999999995216 |
68 | 2.67023883336865e-12 | 5.34047766673729e-12 | 0.99999999999733 |
69 | 1.63351879801817e-12 | 3.26703759603635e-12 | 0.999999999998366 |
70 | 7.68882304373706e-13 | 1.53776460874741e-12 | 0.99999999999923 |
71 | 3.51899125079628e-13 | 7.03798250159255e-13 | 0.999999999999648 |
72 | 2.16891407430430e-13 | 4.33782814860861e-13 | 0.999999999999783 |
73 | 9.8742717660507e-14 | 1.97485435321014e-13 | 0.9999999999999 |
74 | 4.8325907832023e-14 | 9.6651815664046e-14 | 0.999999999999952 |
75 | 3.22771163065739e-14 | 6.45542326131477e-14 | 0.999999999999968 |
76 | 3.86349647352105e-13 | 7.7269929470421e-13 | 0.999999999999614 |
77 | 1.63746365774282e-13 | 3.27492731548564e-13 | 0.999999999999836 |
78 | 1.14689811258152e-12 | 2.29379622516304e-12 | 0.999999999998853 |
79 | 1.14441526904209e-11 | 2.28883053808418e-11 | 0.999999999988556 |
80 | 6.10133596490961e-12 | 1.22026719298192e-11 | 0.999999999993899 |
81 | 3.05061853071497e-12 | 6.10123706142994e-12 | 0.99999999999695 |
82 | 1.36626758393504e-12 | 2.73253516787008e-12 | 0.999999999998634 |
83 | 1.12345678981061e-12 | 2.24691357962122e-12 | 0.999999999998877 |
84 | 5.25396636565103e-13 | 1.05079327313021e-12 | 0.999999999999475 |
85 | 3.02605129368044e-13 | 6.05210258736088e-13 | 0.999999999999697 |
86 | 2.73449182860352e-13 | 5.46898365720704e-13 | 0.999999999999727 |
87 | 3.11301048128411e-13 | 6.22602096256821e-13 | 0.999999999999689 |
88 | 1.39856172406620e-11 | 2.79712344813241e-11 | 0.999999999986014 |
89 | 3.26686383676781e-11 | 6.53372767353562e-11 | 0.999999999967331 |
90 | 2.47258291768599e-11 | 4.94516583537198e-11 | 0.999999999975274 |
91 | 1.17428548632938e-11 | 2.34857097265877e-11 | 0.999999999988257 |
92 | 6.15833587078288e-12 | 1.23166717415658e-11 | 0.999999999993842 |
93 | 1.93026822267036e-11 | 3.86053644534072e-11 | 0.999999999980697 |
94 | 1.28884667578524e-11 | 2.57769335157047e-11 | 0.999999999987112 |
95 | 1.19890830689201e-11 | 2.39781661378403e-11 | 0.99999999998801 |
96 | 9.19711435906795e-11 | 1.83942287181359e-10 | 0.999999999908029 |
97 | 1.52295713006762e-10 | 3.04591426013525e-10 | 0.999999999847704 |
98 | 9.10045517936788e-11 | 1.82009103587358e-10 | 0.999999999908995 |
99 | 2.40289959694698e-10 | 4.80579919389396e-10 | 0.99999999975971 |
100 | 4.08816670169946e-10 | 8.17633340339892e-10 | 0.999999999591183 |
101 | 3.43006997377408e-08 | 6.86013994754816e-08 | 0.9999999656993 |
102 | 4.42536487452627e-08 | 8.85072974905255e-08 | 0.999999955746351 |
103 | 2.38031514918584e-08 | 4.76063029837168e-08 | 0.999999976196849 |
104 | 3.3460621674188e-07 | 6.6921243348376e-07 | 0.999999665393783 |
105 | 9.35759795158181e-06 | 1.87151959031636e-05 | 0.999990642402048 |
106 | 7.50111564958514e-06 | 1.50022312991703e-05 | 0.99999249888435 |
107 | 2.08622339310682e-05 | 4.17244678621363e-05 | 0.99997913776607 |
108 | 8.0627757661402e-05 | 0.000161255515322804 | 0.999919372242339 |
109 | 7.825291541669e-05 | 0.00015650583083338 | 0.999921747084583 |
110 | 0.000417158968586262 | 0.000834317937172525 | 0.999582841031414 |
111 | 0.00136140968083321 | 0.00272281936166642 | 0.998638590319167 |
112 | 0.00181075878989082 | 0.00362151757978163 | 0.99818924121011 |
113 | 0.0218170950181491 | 0.0436341900362983 | 0.97818290498185 |
114 | 0.155760138959567 | 0.311520277919134 | 0.844239861040433 |
115 | 0.325181920041366 | 0.650363840082732 | 0.674818079958634 |
116 | 0.349781569992455 | 0.699563139984909 | 0.650218430007546 |
117 | 0.302710134020007 | 0.605420268040015 | 0.697289865979993 |
118 | 0.303250977782286 | 0.606501955564572 | 0.696749022217714 |
119 | 0.27299247217018 | 0.54598494434036 | 0.72700752782982 |
120 | 0.298537946998624 | 0.597075893997249 | 0.701462053001376 |
121 | 0.329678310367624 | 0.659356620735249 | 0.670321689632376 |
122 | 0.292031504159433 | 0.584063008318866 | 0.707968495840567 |
123 | 0.359720835016945 | 0.71944167003389 | 0.640279164983055 |
124 | 0.549460506719191 | 0.901078986561618 | 0.450539493280809 |
125 | 0.575423723459573 | 0.849152553080853 | 0.424576276540427 |
126 | 0.566339586288757 | 0.867320827422486 | 0.433660413711243 |
127 | 0.53406685814822 | 0.93186628370356 | 0.46593314185178 |
128 | 0.496759638147265 | 0.99351927629453 | 0.503240361852735 |
129 | 0.446438006253897 | 0.892876012507794 | 0.553561993746103 |
130 | 0.389281329726987 | 0.778562659453974 | 0.610718670273013 |
131 | 0.340585500333823 | 0.681171000667646 | 0.659414499666177 |
132 | 0.318154499222394 | 0.636308998444788 | 0.681845500777606 |
133 | 0.434906849879327 | 0.869813699758655 | 0.565093150120673 |
134 | 0.446559761671149 | 0.893119523342298 | 0.553440238328851 |
135 | 0.449430099775519 | 0.898860199551038 | 0.550569900224481 |
136 | 0.47929691161258 | 0.95859382322516 | 0.52070308838742 |
137 | 0.425866092490452 | 0.851732184980903 | 0.574133907509548 |
138 | 0.425905613631479 | 0.851811227262958 | 0.574094386368521 |
139 | 0.376962048997573 | 0.753924097995146 | 0.623037951002427 |
140 | 0.331936301535635 | 0.66387260307127 | 0.668063698464365 |
141 | 0.42578048456835 | 0.8515609691367 | 0.57421951543165 |
142 | 0.357702912567595 | 0.715405825135189 | 0.642297087432405 |
143 | 0.353319475032484 | 0.706638950064969 | 0.646680524967516 |
144 | 0.691126421474696 | 0.617747157050607 | 0.308873578525304 |
145 | 0.691025184361162 | 0.617949631277677 | 0.308974815638838 |
146 | 0.633627779975019 | 0.732744440049963 | 0.366372220024981 |
147 | 0.888899186742519 | 0.222201626514962 | 0.111100813257481 |
148 | 0.864416590584326 | 0.271166818831348 | 0.135583409415674 |
149 | 0.900100804570702 | 0.199798390858597 | 0.0998991954292984 |
150 | 0.86283809911047 | 0.274323801779061 | 0.137161900889530 |
151 | 0.820322784801333 | 0.359354430397333 | 0.179677215198666 |
152 | 0.757787512809985 | 0.48442497438003 | 0.242212487190015 |
153 | 0.647363567667616 | 0.705272864664767 | 0.352636432332384 |
154 | 0.502362839441264 | 0.995274321117472 | 0.497637160558736 |
155 | 0.47023706063907 | 0.94047412127814 | 0.52976293936093 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 90 | 0.666666666666667 | NOK |
5% type I error level | 92 | 0.681481481481481 | NOK |
10% type I error level | 93 | 0.688888888888889 | NOK |