| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 522.918085028905 -80.7982303933677X[t] + 0.389747913943074Y1[t] + 0.172724627545124Y2[t] + 0.0359567363109739Y3[t] + 0.0354648834548642Y4[t] + 188.662307824867M1[t] + 104.987349633496M2[t] + 181.667324587968M3[t] + 176.541027973435M4[t] + 208.395663285797M5[t] + 324.64288106546M6[t] + 458.312477153942M7[t] + 471.425528086186M8[t] -54.2481744163299M9[t] -111.187507110586M10[t] + 86.6003491334288M11[t] -0.767119250424237t + 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) | 522.918085028905 | 164.86157 | 3.1719 | 0.001797 | 0.000899 |
| X | -80.7982303933677 | 38.149531 | -2.1179 | 0.035634 | 0.017817 |
| Y1 | 0.389747913943074 | 0.076719 | 5.0802 | 1e-06 | 0 |
| Y2 | 0.172724627545124 | 0.082127 | 2.1031 | 0.036925 | 0.018463 |
| Y3 | 0.0359567363109739 | 0.081903 | 0.439 | 0.661206 | 0.330603 |
| Y4 | 0.0354648834548642 | 0.075174 | 0.4718 | 0.637697 | 0.318849 |
| M1 | 188.662307824867 | 56.521258 | 3.3379 | 0.001037 | 0.000519 |
| M2 | 104.987349633496 | 63.651567 | 1.6494 | 0.100911 | 0.050455 |
| M3 | 181.667324587968 | 63.233767 | 2.8729 | 0.004585 | 0.002293 |
| M4 | 176.541027973435 | 68.289505 | 2.5852 | 0.010571 | 0.005286 |
| M5 | 208.395663285797 | 62.640601 | 3.3268 | 0.001076 | 0.000538 |
| M6 | 324.64288106546 | 66.375276 | 4.891 | 2e-06 | 1e-06 |
| M7 | 458.312477153942 | 65.936628 | 6.9508 | 0 | 0 |
| M8 | 471.425528086186 | 73.305438 | 6.431 | 0 | 0 |
| M9 | -54.2481744163299 | 80.31085 | -0.6755 | 0.50029 | 0.250145 |
| M10 | -111.187507110586 | 77.361225 | -1.4373 | 0.152485 | 0.076242 |
| M11 | 86.6003491334288 | 62.44811 | 1.3868 | 0.167332 | 0.083666 |
| t | -0.767119250424237 | 0.256233 | -2.9938 | 0.003166 | 0.001583 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.909113674036662 |
| R-squared | 0.82648767232044 |
| Adjusted R-squared | 0.809136439552483 |
| F-TEST (value) | 47.6327926305489 |
| F-TEST (DF numerator) | 17 |
| F-TEST (DF denominator) | 170 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 127.324879886795 |
| Sum Squared Residuals | 2755976.25649176 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1632 | 1624.96216487031 | 7.03783512969226 |
| 2 | 1511 | 1609.33124673722 | -98.3312467372175 |
| 3 | 1559 | 1676.32540114441 | -117.325401144406 |
| 4 | 1630 | 1672.79480330307 | -42.7948033030729 |
| 5 | 1579 | 1744.25426449686 | -165.254264496858 |
| 6 | 1653 | 1849.55534041559 | -196.555340415592 |
| 7 | 2152 | 2006.74544956455 | 145.254550435451 |
| 8 | 2148 | 2227.04142591574 | -79.0414259157364 |
| 9 | 1752 | 1786.08329108286 | -34.0832910828553 |
| 10 | 1765 | 1593.91257950137 | 171.087420498627 |
| 11 | 1717 | 1745.15423676709 | -28.1542367670882 |
| 12 | 1558 | 1626.94356155909 | -68.9435615590894 |
| 13 | 1575 | 1731.00139341833 | -156.001393418334 |
| 14 | 1520 | 1624.45693487588 | -104.456934875882 |
| 15 | 1805 | 1674.45053850205 | 130.549461497950 |
| 16 | 1800 | 1765.10777164385 | 34.8922283561497 |
| 17 | 1719 | 1842.09834950806 | -123.098349508062 |
| 18 | 2008 | 1933.44234512880 | 74.5576548712037 |
| 19 | 2242 | 2174.91898236833 | 67.0810176316715 |
| 20 | 2478 | 2325.29352321490 | 152.706476785095 |
| 21 | 2030 | 1938.76961323212 | 91.2303867678834 |
| 22 | 1655 | 1765.88233555681 | -110.882335556812 |
| 23 | 1693 | 1756.15154417936 | -63.1515441793628 |
| 24 | 1623 | 1611.08385582396 | 11.9161441760431 |
| 25 | 1805 | 1748.88818236471 | 56.111817635295 |
| 26 | 1746 | 1711.35652601663 | 34.6434739833669 |
| 27 | 1795 | 1794.54083104077 | 0.459168959230808 |
| 28 | 1926 | 1801.61589410062 | 124.384105899383 |
| 29 | 1619 | 1896.55705498525 | -277.557054985246 |
| 30 | 1992 | 1914.68092209777 | 77.3190779022267 |
| 31 | 2233 | 2146.38102192627 | 86.6189780737299 |
| 32 | 2192 | 2310.68966862782 | -118.689668627819 |
| 33 | 2080 | 1812.41996106494 | 267.580038935061 |
| 34 | 1768 | 1725.87400800889 | 42.1259919911072 |
| 35 | 1835 | 1789.02104829106 | 45.9789517089369 |
| 36 | 1569 | 1668.39539165884 | -99.395391658839 |
| 37 | 1976 | 1748.99961649398 | 227.000383506021 |
| 38 | 1853 | 1768.58424679493 | 84.4157532050709 |
| 39 | 1965 | 1859.6686878276 | 105.331312172398 |
| 40 | 1689 | 1881.38264181579 | -192.382641815791 |
| 41 | 1778 | 1834.25642091437 | -56.2564209143736 |
| 42 | 1976 | 1936.41706038397 | 39.5829396160272 |
| 43 | 2397 | 2155.91012375939 | 241.089876240609 |
| 44 | 2654 | 2359.95124516331 | 294.048754836687 |
| 45 | 2097 | 2016.66851390730 | 80.3314860927041 |
| 46 | 1963 | 1808.42253608640 | 154.577463913597 |
| 47 | 1677 | 1881.18103223541 | -204.181032235406 |
| 48 | 1941 | 1648.28713329548 | 292.712866704525 |
| 49 | 2003 | 1865.10438492295 | 137.895615077045 |
| 50 | 1813 | 1835.39005884965 | -22.3900588496519 |
| 51 | 2012 | 1847.30935953032 | 164.690640469680 |
| 52 | 1912 | 1897.75014618983 | 14.2498538101749 |
| 53 | 2084 | 1919.60211461405 | 164.397885385949 |
| 54 | 2080 | 2085.26345425645 | -5.26345425644624 |
| 55 | 2118 | 2249.77741355291 | -131.777413552913 |
| 56 | 2150 | 2278.88093775439 | -128.88093775439 |
| 57 | 1608 | 1777.43171810334 | -169.431718103336 |
| 58 | 1503 | 1515.23358132895 | -12.2335813289512 |
| 59 | 1548 | 1580.21232036230 | -32.2123203622983 |
| 60 | 1382 | 1473.89374740365 | -91.8937474036534 |
| 61 | 1731 | 1581.86596635789 | 149.134033642112 |
| 62 | 1798 | 1602.66786308097 | 195.332136919032 |
| 63 | 1779 | 1760.60182556030 | 18.3981744397026 |
| 64 | 1887 | 1765.53747969497 | 121.462520305033 |
| 65 | 2004 | 1850.22234819798 | 153.777651802018 |
| 66 | 2077 | 2031.650181635 | 45.3498183649984 |
| 67 | 2092 | 2216.42253234963 | -124.422532349626 |
| 68 | 2051 | 2255.26072611289 | -204.260726112894 |
| 69 | 1577 | 1722.20534241639 | -145.205342416386 |
| 70 | 1356 | 1475.80495707021 | -119.804957070208 |
| 71 | 1652 | 1503.87767868906 | 148.122321310936 |
| 72 | 1382 | 1475.20589691184 | -93.2058969118374 |
| 73 | 1519 | 1584.23884499268 | -65.2388449926761 |
| 74 | 1421 | 1509.36203702842 | -88.3620370284215 |
| 75 | 1442 | 1571.53215783841 | -129.532157838408 |
| 76 | 1543 | 1552.24698900862 | -9.2469890086225 |
| 77 | 1656 | 1627.6611904321 | 28.3388095679010 |
| 78 | 1561 | 1801.90752350292 | -240.907523502917 |
| 79 | 1905 | 1921.67822434894 | -16.6782243489416 |
| 80 | 2199 | 2059.33366324247 | 139.666336757527 |
| 81 | 1473 | 1707.48764194518 | -234.487641945176 |
| 82 | 1655 | 1426.60519833885 | 228.394801661146 |
| 83 | 1407 | 1591.93317645622 | -184.933176456224 |
| 84 | 1395 | 1423.66619280166 | -28.666192801664 |
| 85 | 1530 | 1544.84531939797 | -14.8453193979652 |
| 86 | 1309 | 1508.48385299161 | -199.483852991607 |
| 87 | 1526 | 1512.35347250029 | 13.6465274997104 |
| 88 | 1327 | 1557.29179207403 | -230.29179207403 |
| 89 | 1627 | 1545.14203798027 | 81.8579620197308 |
| 90 | 1748 | 1743.13918234691 | 4.86081765309311 |
| 91 | 1958 | 1975.55903421944 | -17.5590342194350 |
| 92 | 2274 | 2094.38121684803 | 179.618783151966 |
| 93 | 1648 | 1742.36313781567 | -94.3631378156688 |
| 94 | 1401 | 1507.09763957023 | -106.097639570226 |
| 95 | 1411 | 1518.53497917642 | -107.534979176420 |
| 96 | 1403 | 1381.09999316942 | 21.9000068305806 |
| 97 | 1394 | 1536.52211379621 | -142.522113796213 |
| 98 | 1520 | 1438.79024925833 | 81.2097507416726 |
| 99 | 1528 | 1562.32381541536 | -34.3238154153577 |
| 100 | 1643 | 1580.70435623819 | 62.2956437618072 |
| 101 | 1515 | 1662.20604424803 | -147.206044248034 |
| 102 | 1685 | 1752.41797116605 | -67.4179711660492 |
| 103 | 2000 | 1933.88758479205 | 66.1124152079459 |
| 104 | 2215 | 2097.84329539812 | 117.156704601882 |
| 105 | 1956 | 1711.17967291030 | 244.820327089704 |
| 106 | 1462 | 1607.01970830184 | -145.019708301844 |
| 107 | 1563 | 1585.67143386851 | -22.6714338685113 |
| 108 | 1459 | 1450.65469402387 | 8.34530597612882 |
| 109 | 1446 | 1588.51325437786 | -142.513254377861 |
| 110 | 1622 | 1467.15307073082 | 154.846929269182 |
| 111 | 1657 | 1609.25859178336 | 47.7414082166392 |
| 112 | 1638 | 1643.25010190300 | -5.25010190300413 |
| 113 | 1643 | 1678.84511166992 | -35.8451116699208 |
| 114 | 1683 | 1800.49248710446 | -117.492487104458 |
| 115 | 2050 | 1950.40659656898 | 99.5934034310243 |
| 116 | 2262 | 2112.20494866562 | 149.795051334379 |
| 117 | 1813 | 1733.39621684739 | 79.603783152614 |
| 118 | 1445 | 1551.92529014615 | -106.925290146154 |
| 119 | 1762 | 1548.60387736679 | 213.396122633205 |
| 120 | 1461 | 1512.59781545509 | -51.5978154550942 |
| 121 | 1556 | 1608.77677723080 | -52.7767772308038 |
| 122 | 1431 | 1507.71784702171 | -76.7178470217067 |
| 123 | 1427 | 1551.74044352525 | -124.740443525246 |
| 124 | 1554 | 1515.43841759100 | 38.5615824089955 |
| 125 | 1645 | 1594.20759210287 | 50.7924078971276 |
| 126 | 1653 | 1762.51384112206 | -109.513841122060 |
| 127 | 2016 | 1918.67688835594 | 97.3231116440577 |
| 128 | 2207 | 2081.65921302252 | 125.340786977475 |
| 129 | 1665 | 1695.87424091647 | -30.8742409164725 |
| 130 | 1361 | 1473.25083782429 | -112.250837824287 |
| 131 | 1506 | 1477.91295017924 | 28.0870498207617 |
| 132 | 1360 | 1381.83588420274 | -21.8358842027445 |
| 133 | 1453 | 1507.72013366447 | -54.7201336644692 |
| 134 | 1522 | 1428.73921879260 | 93.2607812073961 |
| 135 | 1460 | 1547.50079551997 | -87.500795519974 |
| 136 | 1552 | 1527.52711178367 | 24.4728882163302 |
| 137 | 1548 | 1589.54175798733 | -41.541757987332 |
| 138 | 1827 | 1719.57128990206 | 107.428710097945 |
| 139 | 1737 | 1961.63173318646 | -224.631733186458 |
| 140 | 1941 | 1990.20946603109 | -49.2094660310937 |
| 141 | 1474 | 1537.62207214042 | -63.6220721404223 |
| 142 | 1458 | 1339.79776461945 | 118.202235380549 |
| 143 | 1542 | 1454.06346862288 | 87.9365313771192 |
| 144 | 1404 | 1387.11427133709 | 16.8857286629086 |
| 145 | 1522 | 1518.59570814678 | 3.40429185321661 |
| 146 | 1385 | 1458.76081366389 | -73.7608136638874 |
| 147 | 1641 | 1499.67673180735 | 141.323268192647 |
| 148 | 1510 | 1569.24424890606 | -59.2442489060646 |
| 149 | 1681 | 1592.75107626608 | 88.2489237339183 |
| 150 | 1938 | 1756.59737733347 | 181.402622666532 |
| 151 | 1868 | 2023.56965707282 | -155.569657072819 |
| 152 | 1726 | 2054.52616623431 | -328.526166234309 |
| 153 | 1456 | 1475.95579307600 | -19.9557930759967 |
| 154 | 1445 | 1295.08801076141 | 149.911989238589 |
| 155 | 1456 | 1433.59747286645 | 22.4025271335545 |
| 156 | 1365 | 1333.87292837842 | 31.1270716215838 |
| 157 | 1487 | 1478.22998505480 | 8.7700149451982 |
| 158 | 1558 | 1425.62462238887 | 132.375377611128 |
| 159 | 1488 | 1547.40003525709 | -59.4000352570887 |
| 160 | 1684 | 1527.64713140737 | 156.352868592634 |
| 161 | 1594 | 1629.91415873356 | -35.91415873356 |
| 162 | 1850 | 1744.17200719029 | 105.827992809706 |
| 163 | 1998 | 1965.86971199383 | 32.1302880061727 |
| 164 | 2079 | 2083.83085047994 | -4.83085047993892 |
| 165 | 1494 | 1620.53593961774 | -126.535939617738 |
| 166 | 1057 | 1282.42002959262 | -225.420029592616 |
| 167 | 1218 | 1216.23831947170 | 1.76168052830480 |
| 168 | 1168 | 1097.97756781338 | 70.0224321866176 |
| 169 | 1236 | 1257.73397513645 | -21.7339751364453 |
| 170 | 1076 | 1181.44940494181 | -105.449404941814 |
| 171 | 1174 | 1210.65987850872 | -36.659878508723 |
| 172 | 1139 | 1215.99763169937 | -76.9976316993702 |
| 173 | 1427 | 1247.02951853790 | 179.970481462103 |
| 174 | 1487 | 1466.56103312436 | 20.4389668756409 |
| 175 | 1483 | 1674.81015033969 | -191.810150339689 |
| 176 | 1513 | 1705.07483715508 | -192.074837155084 |
| 177 | 1357 | 1202.00684492392 | 154.993155076085 |
| 178 | 1165 | 1090.66552329252 | 74.334476707483 |
| 179 | 1282 | 1186.84646146751 | 95.1535385324919 |
| 180 | 1110 | 1107.37106616546 | 2.62893383453497 |
| 181 | 1297 | 1236.00217977381 | 60.9978202261871 |
| 182 | 1185 | 1192.13200682666 | -7.13200682666083 |
| 183 | 1222 | 1254.65743423875 | -32.6574342387546 |
| 184 | 1284 | 1244.46348264055 | 39.5365173594474 |
| 185 | 1444 | 1308.71095932536 | 135.289040674639 |
| 186 | 1575 | 1494.61798328985 | 80.3820167101494 |
| 187 | 1737 | 1709.75489560078 | 27.2451043992194 |
| 188 | 1763 | 1815.81881613375 | -52.8188161337465 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 21 | 0.801649266801158 | 0.396701466397684 | 0.198350733198842 |
| 22 | 0.722821775335612 | 0.554356449328777 | 0.277178224664388 |
| 23 | 0.678532357588734 | 0.642935284822533 | 0.321467642411266 |
| 24 | 0.567978922766147 | 0.864042154467705 | 0.432021077233853 |
| 25 | 0.449078427837444 | 0.898156855674888 | 0.550921572162556 |
| 26 | 0.368611590108847 | 0.737223180217695 | 0.631388409891153 |
| 27 | 0.334475367691953 | 0.668950735383906 | 0.665524632308047 |
| 28 | 0.253401930519896 | 0.506803861039791 | 0.746598069480105 |
| 29 | 0.384691639104942 | 0.769383278209883 | 0.615308360895058 |
| 30 | 0.303494665924677 | 0.606989331849355 | 0.696505334075323 |
| 31 | 0.315619179187161 | 0.631238358374322 | 0.684380820812839 |
| 32 | 0.410851590398728 | 0.821703180797457 | 0.589148409601272 |
| 33 | 0.367571582429552 | 0.735143164859105 | 0.632428417570448 |
| 34 | 0.308459352708626 | 0.616918705417252 | 0.691540647291374 |
| 35 | 0.245148906736743 | 0.490297813473486 | 0.754851093263257 |
| 36 | 0.289830159133521 | 0.579660318267042 | 0.710169840866479 |
| 37 | 0.317572939872916 | 0.635145879745832 | 0.682427060127084 |
| 38 | 0.274864521907315 | 0.54972904381463 | 0.725135478092685 |
| 39 | 0.231215072664115 | 0.462430145328231 | 0.768784927335885 |
| 40 | 0.394800231163054 | 0.789600462326107 | 0.605199768836946 |
| 41 | 0.338779956867354 | 0.677559913734709 | 0.661220043132646 |
| 42 | 0.291008616255253 | 0.582017232510505 | 0.708991383744747 |
| 43 | 0.274118704694751 | 0.548237409389502 | 0.725881295305249 |
| 44 | 0.37219142053736 | 0.74438284107472 | 0.62780857946264 |
| 45 | 0.330069594835056 | 0.660139189670112 | 0.669930405164944 |
| 46 | 0.304231198494352 | 0.608462396988703 | 0.695768801505648 |
| 47 | 0.382038002046189 | 0.764076004092379 | 0.61796199795381 |
| 48 | 0.484163996772797 | 0.968327993545594 | 0.515836003227203 |
| 49 | 0.475541604267404 | 0.951083208534809 | 0.524458395732596 |
| 50 | 0.442666084594239 | 0.885332169188478 | 0.557333915405761 |
| 51 | 0.437859784064675 | 0.87571956812935 | 0.562140215935325 |
| 52 | 0.396544355627043 | 0.793088711254086 | 0.603455644372957 |
| 53 | 0.463982513380265 | 0.92796502676053 | 0.536017486619735 |
| 54 | 0.422862994485952 | 0.845725988971903 | 0.577137005514048 |
| 55 | 0.661437202427555 | 0.677125595144891 | 0.338562797572445 |
| 56 | 0.840085202420299 | 0.319829595159402 | 0.159914797579701 |
| 57 | 0.950802021881135 | 0.0983959562377296 | 0.0491979781188648 |
| 58 | 0.950035904423808 | 0.0999281911523836 | 0.0499640955761918 |
| 59 | 0.93644510093546 | 0.127109798129079 | 0.0635548990645394 |
| 60 | 0.935721739624135 | 0.128556520751730 | 0.0642782603758652 |
| 61 | 0.934103066098846 | 0.131793867802307 | 0.0658969339011536 |
| 62 | 0.94943170655232 | 0.101136586895360 | 0.0505682934476802 |
| 63 | 0.945172772902304 | 0.109654454195392 | 0.0548272270976961 |
| 64 | 0.947700095291348 | 0.104599809417304 | 0.0522999047086518 |
| 65 | 0.96589222652835 | 0.0682155469432985 | 0.0341077734716493 |
| 66 | 0.968829560215807 | 0.0623408795683867 | 0.0311704397841934 |
| 67 | 0.981458732219156 | 0.0370825355616874 | 0.0185412677808437 |
| 68 | 0.986425861623735 | 0.0271482767525293 | 0.0135741383762647 |
| 69 | 0.986149241996965 | 0.0277015160060703 | 0.0138507580030352 |
| 70 | 0.984740539383128 | 0.0305189212337442 | 0.0152594606168721 |
| 71 | 0.98730494455621 | 0.0253901108875801 | 0.0126950554437900 |
| 72 | 0.986194294789993 | 0.0276114104200143 | 0.0138057052100071 |
| 73 | 0.985291809598491 | 0.0294163808030172 | 0.0147081904015086 |
| 74 | 0.98199549894773 | 0.0360090021045408 | 0.0180045010522704 |
| 75 | 0.980892358656304 | 0.0382152826873919 | 0.0191076413436960 |
| 76 | 0.974808772393933 | 0.0503824552121339 | 0.0251912276060670 |
| 77 | 0.969251225871654 | 0.061497548256691 | 0.0307487741283455 |
| 78 | 0.982944103903469 | 0.0341117921930629 | 0.0170558960965314 |
| 79 | 0.977514710445006 | 0.0449705791099889 | 0.0224852895549944 |
| 80 | 0.9800117609157 | 0.0399764781685981 | 0.0199882390842990 |
| 81 | 0.988164437110836 | 0.0236711257783273 | 0.0118355628891637 |
| 82 | 0.993994751351432 | 0.0120104972971363 | 0.00600524864856816 |
| 83 | 0.995150860040335 | 0.00969827991932937 | 0.00484913995966469 |
| 84 | 0.993325922041775 | 0.0133481559164499 | 0.00667407795822497 |
| 85 | 0.991425584343231 | 0.0171488313135371 | 0.00857441565676853 |
| 86 | 0.994870375518882 | 0.0102592489622357 | 0.00512962448111783 |
| 87 | 0.99301893802279 | 0.0139621239544207 | 0.00698106197721033 |
| 88 | 0.996786876100382 | 0.00642624779923631 | 0.00321312389961816 |
| 89 | 0.996375477361472 | 0.0072490452770554 | 0.0036245226385277 |
| 90 | 0.99537638102042 | 0.00924723795915795 | 0.00462361897957897 |
| 91 | 0.993742433951655 | 0.0125151320966908 | 0.00625756604834539 |
| 92 | 0.996120010239723 | 0.00775997952055317 | 0.00387998976027658 |
| 93 | 0.99529358043805 | 0.00941283912390263 | 0.00470641956195132 |
| 94 | 0.994486287797078 | 0.0110274244058441 | 0.00551371220292203 |
| 95 | 0.99410296576567 | 0.0117940684686596 | 0.00589703423432981 |
| 96 | 0.992367428348186 | 0.0152651433036275 | 0.00763257165181375 |
| 97 | 0.993400622763408 | 0.0131987544731835 | 0.00659937723659175 |
| 98 | 0.99177492035959 | 0.0164501592808214 | 0.00822507964041072 |
| 99 | 0.98902756911461 | 0.0219448617707814 | 0.0109724308853907 |
| 100 | 0.9863443605074 | 0.0273112789851988 | 0.0136556394925994 |
| 101 | 0.989079644557493 | 0.021840710885015 | 0.0109203554425075 |
| 102 | 0.98805085005813 | 0.023898299883739 | 0.0119491499418695 |
| 103 | 0.984563123245792 | 0.030873753508416 | 0.015436876754208 |
| 104 | 0.982905166012748 | 0.0341896679745038 | 0.0170948339872519 |
| 105 | 0.994445509489733 | 0.0111089810205348 | 0.00555449051026739 |
| 106 | 0.993723178209841 | 0.0125536435803183 | 0.00627682179015915 |
| 107 | 0.991265422744744 | 0.0174691545105118 | 0.00873457725525589 |
| 108 | 0.98824637223939 | 0.0235072555212191 | 0.0117536277606096 |
| 109 | 0.989413943341885 | 0.0211721133162294 | 0.0105860566581147 |
| 110 | 0.99086512137814 | 0.0182697572437221 | 0.00913487862186103 |
| 111 | 0.989005069545828 | 0.0219898609083439 | 0.0109949304541720 |
| 112 | 0.98505171740992 | 0.0298965651801585 | 0.0149482825900792 |
| 113 | 0.979869620528663 | 0.0402607589426743 | 0.0201303794713371 |
| 114 | 0.981305746108231 | 0.0373885077835374 | 0.0186942538917687 |
| 115 | 0.981214563744104 | 0.0375708725117915 | 0.0187854362558958 |
| 116 | 0.98910471054348 | 0.0217905789130387 | 0.0108952894565194 |
| 117 | 0.992498155843349 | 0.0150036883133023 | 0.00750184415665114 |
| 118 | 0.990807744849714 | 0.0183845103005723 | 0.00919225515028616 |
| 119 | 0.997644486359844 | 0.00471102728031184 | 0.00235551364015592 |
| 120 | 0.996649441767196 | 0.00670111646560707 | 0.00335055823280353 |
| 121 | 0.995507154940087 | 0.00898569011982501 | 0.00449284505991251 |
| 122 | 0.99394567184568 | 0.0121086563086404 | 0.00605432815432019 |
| 123 | 0.992771032548235 | 0.0144579349035300 | 0.00722896745176501 |
| 124 | 0.99012673886097 | 0.0197465222780583 | 0.00987326113902914 |
| 125 | 0.986943102620215 | 0.0261137947595702 | 0.0130568973797851 |
| 126 | 0.9898950808168 | 0.0202098383663988 | 0.0101049191831994 |
| 127 | 0.993790062050542 | 0.0124198758989164 | 0.00620993794945819 |
| 128 | 0.999268464022758 | 0.00146307195448323 | 0.000731535977241616 |
| 129 | 0.999638252749388 | 0.000723494501224658 | 0.000361747250612329 |
| 130 | 0.999532819255345 | 0.000934361489309245 | 0.000467180744654623 |
| 131 | 0.99932317637633 | 0.00135364724733780 | 0.000676823623668898 |
| 132 | 0.99891065174634 | 0.00217869650732171 | 0.00108934825366086 |
| 133 | 0.998324282996934 | 0.00335143400613137 | 0.00167571700306568 |
| 134 | 0.998810850538147 | 0.00237829892370531 | 0.00118914946185266 |
| 135 | 0.998133076532748 | 0.0037338469345034 | 0.0018669234672517 |
| 136 | 0.997703222162197 | 0.00459355567560556 | 0.00229677783780278 |
| 137 | 0.996399651142326 | 0.00720069771534708 | 0.00360034885767354 |
| 138 | 0.995080748088738 | 0.00983850382252464 | 0.00491925191126232 |
| 139 | 0.995427353975671 | 0.00914529204865734 | 0.00457264602432867 |
| 140 | 0.99463972617389 | 0.0107205476522177 | 0.00536027382610884 |
| 141 | 0.9919943341474 | 0.0160113317051992 | 0.00800566585259961 |
| 142 | 0.99115043120684 | 0.0176991375863182 | 0.0088495687931591 |
| 143 | 0.99126834055011 | 0.0174633188997809 | 0.00873165944989044 |
| 144 | 0.987538276318324 | 0.0249234473633517 | 0.0124617236816759 |
| 145 | 0.985134639652206 | 0.0297307206955882 | 0.0148653603477941 |
| 146 | 0.978162764415736 | 0.0436744711685273 | 0.0218372355842636 |
| 147 | 0.99083474958175 | 0.0183305008365001 | 0.00916525041825007 |
| 148 | 0.985816217965303 | 0.0283675640693941 | 0.0141837820346971 |
| 149 | 0.984303205884068 | 0.0313935882318648 | 0.0156967941159324 |
| 150 | 0.998278551303554 | 0.0034428973928921 | 0.00172144869644605 |
| 151 | 0.997068405811504 | 0.00586318837699159 | 0.00293159418849580 |
| 152 | 0.998109276357813 | 0.00378144728437338 | 0.00189072364218669 |
| 153 | 0.996803448549428 | 0.00639310290114448 | 0.00319655145057224 |
| 154 | 0.995266368672986 | 0.00946726265402715 | 0.00473363132701357 |
| 155 | 0.995549261651273 | 0.00890147669745417 | 0.00445073834872708 |
| 156 | 0.991821563978725 | 0.0163568720425509 | 0.00817843602127547 |
| 157 | 0.985264598517004 | 0.0294708029659920 | 0.0147354014829960 |
| 158 | 0.975215623551764 | 0.0495687528964727 | 0.0247843764482364 |
| 159 | 0.956648857975046 | 0.0867022840499079 | 0.0433511420249539 |
| 160 | 0.980051742221655 | 0.0398965155566905 | 0.0199482577783453 |
| 161 | 0.975512516742658 | 0.0489749665146834 | 0.0244874832573417 |
| 162 | 0.95289725931087 | 0.094205481378259 | 0.0471027406891295 |
| 163 | 0.935041953282526 | 0.129916093434949 | 0.0649580467174743 |
| 164 | 0.959567888247808 | 0.0808642235043836 | 0.0404321117521918 |
| 165 | 0.913746765877767 | 0.172506468244467 | 0.0862532341222334 |
| 166 | 0.826831271069708 | 0.346337457860584 | 0.173168728930292 |
| 167 | 0.757285146186184 | 0.485429707627631 | 0.242714853813816 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 27 | 0.183673469387755 | NOK |
| 5% type I error level | 92 | 0.625850340136054 | NOK |
| 10% type I error level | 101 | 0.687074829931973 | NOK |
