Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 2.44215545615112 -0.00175567492996184X[t] + 0.0570440338336258M1[t] + 0.0619664572052827M2[t] + 0.0204252447933641M3[t] + 0.00763773921028087M4[t] + 0.00566222826305623M5[t] -0.00382955004669176M6[t] -0.024327757963546M7[t] -0.0416495903548216M8[t] + 0.0691900306100298M9[t] + 0.0180403126727410M10[t] + 0.00684182598739736M11[t] + 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) | 2.44215545615112 | 0.610334 | 4.0013 | 8.7e-05 | 4.4e-05 |
X | -0.00175567492996184 | 0.002823 | -0.622 | 0.534599 | 0.2673 |
M1 | 0.0570440338336258 | 0.344773 | 0.1655 | 0.868745 | 0.434373 |
M2 | 0.0619664572052827 | 0.344744 | 0.1797 | 0.857524 | 0.428762 |
M3 | 0.0204252447933641 | 0.344728 | 0.0593 | 0.952809 | 0.476404 |
M4 | 0.00763773921028087 | 0.344721 | 0.0222 | 0.982344 | 0.491172 |
M5 | 0.00566222826305623 | 0.344722 | 0.0164 | 0.98691 | 0.493455 |
M6 | -0.00382955004669176 | 0.344726 | -0.0111 | 0.991147 | 0.495573 |
M7 | -0.024327757963546 | 0.344732 | -0.0706 | 0.943807 | 0.471903 |
M8 | -0.0416495903548216 | 0.34474 | -0.1208 | 0.903953 | 0.451977 |
M9 | 0.0691900306100298 | 0.349355 | 0.1981 | 0.843196 | 0.421598 |
M10 | 0.0180403126727410 | 0.349351 | 0.0516 | 0.958865 | 0.479432 |
M11 | 0.00684182598739736 | 0.349348 | 0.0196 | 0.984393 | 0.492197 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.054157040473846 |
R-squared | 0.00293298503288580 |
Adjusted R-squared | -0.0537722480458127 |
F-TEST (value) | 0.0517233573278016 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 211 |
p-value | 0.999998921497438 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.04804387148817 |
Sum Squared Residuals | 231.761546834986 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 3.88 | 2.23005452322159 | 1.64994547677841 |
2 | 3.98 | 2.2328701366773 | 1.7471298633227 |
3 | 3.29 | 2.19009995181441 | 1.09990004818559 |
4 | 2.88 | 2.17432779885039 | 0.705672201149611 |
5 | 3.22 | 2.17217672041017 | 1.04782327958983 |
6 | 3.62 | 2.16198267212844 | 1.45801732787156 |
7 | 3.82 | 2.14183559919758 | 1.67816440080242 |
8 | 3.54 | 2.12398706432731 | 1.41601293567269 |
9 | 2.53 | 2.23394884782718 | 0.29605115217282 |
10 | 2.22 | 2.18192129242491 | 0.0380787075750894 |
11 | 2.85 | 2.16984496827459 | 0.680155031725415 |
12 | 2.78 | 2.1624764398082 | 0.6175235601918 |
13 | 2.28 | 2.21829150119085 | 0.0617084988091472 |
14 | 2.26 | 2.22180938461854 | 0.0381906153814597 |
15 | 2.71 | 2.17833692978366 | 0.531663070216337 |
16 | 2.77 | 2.16449601924260 | 0.605503980757397 |
17 | 2.77 | 2.16216937330939 | 0.607830626690615 |
18 | 2.64 | 2.15250202750664 | 0.487497972493358 |
19 | 2.56 | 2.13182825209679 | 0.428171747903209 |
20 | 2.07 | 2.11433085221252 | -0.0443308522125198 |
21 | 2.32 | 2.22341479824741 | 0.0965852017525906 |
22 | 2.16 | 2.17103610785915 | -0.0110361078591469 |
23 | 2.23 | 2.15966205368081 | 0.0703379463191926 |
24 | 2.4 | 2.15264466020041 | 0.247355339799586 |
25 | 2.84 | 2.20951312654104 | 0.630486873458956 |
26 | 2.77 | 2.21303100996873 | 0.556968990031269 |
27 | 2.93 | 2.17096309507782 | 0.759036904922176 |
28 | 2.91 | 2.15624434707178 | 0.753755652928218 |
29 | 2.69 | 2.15339099865958 | 0.536609001340423 |
30 | 2.38 | 2.14284581539185 | 0.237154184608148 |
31 | 2.58 | 2.12182090499601 | 0.458179095003991 |
32 | 3.19 | 2.10397237012574 | 1.08602762987426 |
33 | 2.82 | 2.21446085610460 | 0.605539143895396 |
34 | 2.72 | 2.16260886819533 | 0.55739113180467 |
35 | 2.53 | 2.15123481401699 | 0.378765185983009 |
36 | 2.7 | 2.14421742053660 | 0.555782579463403 |
37 | 2.42 | 2.20108588687723 | 0.218914113122774 |
38 | 2.5 | 2.20495490529091 | 0.295045094709094 |
39 | 2.31 | 2.16253585541401 | 0.147464144585993 |
40 | 2.41 | 2.14799267490096 | 0.262007325099039 |
41 | 2.56 | 2.14601716395374 | 0.413982836046264 |
42 | 2.76 | 2.13634981815099 | 0.623650181849007 |
43 | 2.71 | 2.11585161023414 | 0.594148389765861 |
44 | 2.44 | 2.09782750787088 | 0.342172492129122 |
45 | 2.46 | 2.20761372387775 | 0.252386276122247 |
46 | 2.12 | 2.15523503348949 | -0.0352350334894902 |
47 | 1.99 | 2.14386097931115 | -0.153860979311151 |
48 | 1.86 | 2.13701915332375 | -0.277019153323753 |
49 | 1.88 | 2.19388761966438 | -0.313887619664383 |
50 | 1.82 | 2.19758107058507 | -0.377581070585067 |
51 | 1.74 | 2.15533758820116 | -0.415337588201163 |
52 | 1.71 | 2.14096997518111 | -0.430969975181114 |
53 | 1.38 | 2.13881889674089 | -0.758818896740893 |
54 | 1.27 | 2.13090722586811 | -0.860907225868111 |
55 | 1.19 | 2.10953118048628 | -0.919531180486276 |
56 | 1.28 | 2.09168264561601 | -0.811682645616012 |
57 | 1.19 | 2.20111772663689 | -1.01111772663689 |
58 | 1.22 | 2.15102141365758 | -0.931021413657581 |
59 | 1.47 | 2.13982292697224 | -0.669822926972238 |
60 | 1.46 | 2.13280553349184 | -0.672805533491845 |
61 | 1.96 | 2.18967399983247 | -0.229673999832474 |
62 | 1.88 | 2.19196291080919 | -0.311962910809189 |
63 | 2.03 | 2.14919272594630 | -0.119192725946297 |
64 | 2.04 | 2.13482511292625 | -0.0948251129262478 |
65 | 1.9 | 2.13267403448603 | -0.232674034486027 |
66 | 1.8 | 2.12300668868328 | -0.323006688683283 |
67 | 1.92 | 2.10233291327343 | -0.182332913273432 |
68 | 1.92 | 2.08501108088216 | -0.165011080882157 |
69 | 1.97 | 2.19567513435401 | -0.225675134354012 |
70 | 2.46 | 2.14434984892373 | 0.315650151076273 |
71 | 2.36 | 2.13262465975939 | 0.227375340240605 |
72 | 2.53 | 2.12543169878600 | 0.404568301213995 |
73 | 2.31 | 2.18247573261963 | 0.127524267380369 |
74 | 1.98 | 2.18581804855432 | -0.205818048554322 |
75 | 1.46 | 2.14322343118443 | -0.683223431184427 |
76 | 1.26 | 2.12938252064337 | -0.869382520643366 |
77 | 1.58 | 2.12705587471015 | -0.547055874710149 |
78 | 1.74 | 2.11686182642842 | -0.376861826428416 |
79 | 1.89 | 2.09548578104658 | -0.205485781046581 |
80 | 1.85 | 2.07798838116231 | -0.227988381162309 |
81 | 1.62 | 2.18865243463416 | -0.568652434634165 |
82 | 1.3 | 2.13732714920388 | -0.83732714920388 |
83 | 1.42 | 2.12577752753254 | -0.705777527532544 |
84 | 1.15 | 2.11840899906616 | -0.968408999066158 |
85 | 0.42 | 2.17527746540679 | -1.75527746540679 |
86 | 0.74 | 2.17774194387650 | -1.43774194387650 |
87 | 1.02 | 2.13497175901361 | -1.11497175901361 |
88 | 1.51 | 2.12042857850056 | -0.61042857850056 |
89 | 1.86 | 2.11810193256734 | -0.258101932567343 |
90 | 1.59 | 2.1084345867646 | -0.518434586764599 |
91 | 1.03 | 2.08776081135475 | -1.05776081135475 |
92 | 0.44 | 2.06991227648449 | -1.62991227648449 |
93 | 0.82 | 2.18057632995634 | -1.36057632995634 |
94 | 0.86 | 2.12925104452606 | -1.26925104452606 |
95 | 0.58 | 2.11805255784071 | -1.53805255784071 |
96 | 0.59 | 2.11103516436032 | -1.52103516436032 |
97 | 0.95 | 2.16807919819394 | -1.21807919819394 |
98 | 0.98 | 2.17159708162163 | -1.19159708162163 |
99 | 1.23 | 2.12900246425174 | -0.899002464251736 |
100 | 1.17 | 2.11287917630172 | -0.942879176301725 |
101 | 0.84 | 2.10985026039652 | -1.26985026039652 |
102 | 0.74 | 2.09948064462179 | -1.35948064462179 |
103 | 0.65 | 2.07810459923996 | -1.42810459923996 |
104 | 0.91 | 2.0600804968767 | -1.15008049687670 |
105 | 1.19 | 2.17039341536256 | -0.980393415362561 |
106 | 1.3 | 2.1180147249743 | -0.8180147249743 |
107 | 1.53 | 2.10681623828896 | -0.576816238288956 |
108 | 1.94 | 2.09997441230156 | -0.159974412301558 |
109 | 1.79 | 2.15701844613518 | -0.367018446135184 |
110 | 1.95 | 2.16088746454886 | -0.210887464548864 |
111 | 2.26 | 2.11846841467196 | 0.141531585328035 |
112 | 2.04 | 2.10532977410289 | -0.0653297741028888 |
113 | 2.16 | 2.10335426315566 | 0.0566457368443363 |
114 | 2.75 | 2.09386248484592 | 0.656137515154084 |
115 | 2.79 | 2.07336427692906 | 0.716635723070938 |
116 | 2.88 | 2.05463790459382 | 0.825362095406183 |
117 | 3.36 | 2.16424855310770 | 1.19575144689230 |
118 | 2.97 | 2.11257213269142 | 0.857427867308582 |
119 | 3.1 | 2.10102251102008 | 0.998977488979919 |
120 | 2.49 | 2.09365398255370 | 0.396346017446304 |
121 | 2.2 | 2.15052244889433 | 0.0494775511056748 |
122 | 2.25 | 2.15386476482902 | 0.0961352351709834 |
123 | 2.09 | 2.11144571495212 | -0.0214457149521174 |
124 | 2.79 | 2.09637583196008 | 0.693624168039917 |
125 | 3.14 | 2.09282021357589 | 1.04717978642411 |
126 | 2.93 | 2.08209946281517 | 0.847900537184829 |
127 | 2.65 | 2.06054784994034 | 0.589452150059659 |
128 | 2.67 | 2.04322601754907 | 0.626773982450935 |
129 | 2.26 | 2.15318780104894 | 0.106812198951064 |
130 | 2.35 | 2.10186251561865 | 0.24813748438135 |
131 | 2.13 | 2.09031289394731 | 0.0396871060526856 |
132 | 2.18 | 2.08311993297392 | 0.0968800670260755 |
133 | 2.9 | 2.13963726432856 | 0.760362735671438 |
134 | 2.63 | 2.14403298522123 | 0.48596701477877 |
135 | 2.67 | 2.10143836785133 | 0.568561632148665 |
136 | 1.81 | 2.08724632232428 | -0.277246322324282 |
137 | 1.33 | 2.08456854140507 | -0.754568541405072 |
138 | 0.88 | 2.07472562810933 | -1.19472562810933 |
139 | 1.28 | 2.05299844774150 | -0.772998447741505 |
140 | 1.26 | 2.03532548036424 | -0.775325480364237 |
141 | 1.26 | 2.14528726386411 | -0.885287263864107 |
142 | 1.29 | 2.09396197843382 | -0.803961978433822 |
143 | 1.1 | 2.08206122177649 | -0.982061221776494 |
144 | 1.37 | 2.0750438282961 | -0.7050438282961 |
145 | 1.21 | 2.13103445717175 | -0.921034457171748 |
146 | 1.74 | 2.13578131305041 | -0.395781313050410 |
147 | 1.76 | 2.09406453314550 | -0.334064533145495 |
148 | 1.48 | 2.08110146006942 | -0.601101460069415 |
149 | 1.04 | 2.07772140917822 | -1.03772140917822 |
150 | 1.62 | 2.06717622591050 | -0.447176225910496 |
151 | 1.49 | 2.04615131551465 | -0.556151315514653 |
152 | 1.79 | 2.02830278064439 | -0.238302780644389 |
153 | 1.8 | 2.13879126662325 | -0.338791266623248 |
154 | 1.58 | 2.08729041369997 | -0.507290413699967 |
155 | 1.86 | 2.07521408954964 | -0.215214089549642 |
156 | 1.74 | 2.06749442609726 | -0.327494426097264 |
157 | 1.59 | 2.1240117574519 | -0.534011757451901 |
158 | 1.26 | 2.12840747834457 | -0.86840747834457 |
159 | 1.13 | 2.08633956345366 | -0.956339563453663 |
160 | 1.92 | 2.0726742204056 | -0.152674220405599 |
161 | 2.61 | 2.07034757447238 | 0.539652425527619 |
162 | 2.26 | 2.05927568872567 | 0.200724311274332 |
163 | 2.41 | 2.03789964334383 | 0.372100356656168 |
164 | 2.26 | 2.01969997348758 | 0.240300026512424 |
165 | 2.03 | 2.13001289197344 | -0.100012891973439 |
166 | 2.86 | 2.07833647155716 | 0.781663528442838 |
167 | 2.55 | 2.06643571489983 | 0.483564285100166 |
168 | 2.27 | 2.05924275392644 | 0.210757246073557 |
169 | 2.26 | 2.11540895029509 | 0.144591049704911 |
170 | 2.57 | 2.11980467118776 | 0.450195328812243 |
171 | 3.07 | 2.07756118880385 | 0.992438811196146 |
172 | 2.76 | 2.06284244079781 | 0.697157559202188 |
173 | 2.51 | 2.05998909238561 | 0.450010907614394 |
174 | 2.87 | 2.05032174658286 | 0.819678253417138 |
175 | 3.14 | 2.02841899872204 | 1.11158100127796 |
176 | 3.11 | 2.01074603134477 | 1.09925396865523 |
177 | 3.16 | 2.12123451732363 | 1.03876548267637 |
178 | 2.47 | 2.06955809690735 | 0.400441903092648 |
179 | 2.57 | 2.05765734025002 | 0.512342659749976 |
180 | 2.89 | 2.05046437927663 | 0.839535620723366 |
181 | 2.63 | 2.10698171063127 | 0.523018289368729 |
182 | 2.38 | 2.11085072904495 | 0.269149270955048 |
183 | 1.69 | 2.06737827421007 | -0.377378274210075 |
184 | 1.96 | 2.05388849865501 | -0.0938884986550068 |
185 | 2.19 | 2.05121071773580 | 0.138789282264203 |
186 | 1.87 | 2.04101666945406 | -0.171016669454064 |
187 | 1.6 | 2.02016732655122 | -0.420167326551218 |
188 | 1.63 | 2.00196765669496 | -0.371967656694961 |
189 | 1.22 | 2.11228057518082 | -0.892280575180824 |
190 | 1.21 | 2.06025301977855 | -0.850253019778555 |
191 | 1.49 | 2.04852783061422 | -0.558527830614222 |
192 | 1.64 | 2.04115930214784 | -0.401159302147837 |
193 | 1.66 | 2.09802776848847 | -0.438027768488466 |
194 | 1.77 | 2.10242348938113 | -0.332423489381135 |
195 | 1.82 | 2.06053114198322 | -0.240531141983224 |
196 | 1.78 | 2.04756806890714 | -0.267568068907144 |
197 | 1.28 | 2.04524142297393 | -0.765241422973927 |
198 | 1.29 | 2.03522294218519 | -0.74522294218519 |
199 | 1.37 | 2.01419803178935 | -0.644198031789348 |
200 | 1.12 | 1.99670063190508 | -0.876700631905076 |
201 | 1.51 | 2.10718911788394 | -0.597189117883935 |
202 | 2.24 | 2.05498599498867 | 0.185014005011331 |
203 | 2.94 | 2.04343637331733 | 0.896563626682667 |
204 | 3.09 | 2.03536557487896 | 1.05463442512104 |
205 | 3.46 | 2.09205847372660 | 1.36794152627340 |
206 | 3.64 | 2.09504965467530 | 1.54495034532470 |
207 | 4.39 | 2.04982152491046 | 2.34017847508954 |
208 | 4.15 | 2.03545391189041 | 2.11454608810959 |
209 | 5.21 | 2.03189829350622 | 3.17810170649378 |
210 | 5.8 | 2.02205538021048 | 3.77794461978952 |
211 | 5.91 | 2.00085490232164 | 3.90914509767836 |
212 | 5.39 | 1.98230409747939 | 3.40769590252061 |
213 | 5.46 | 2.09191474599327 | 3.36808525400673 |
214 | 4.72 | 2.04041389306999 | 2.67958610693001 |
215 | 3.14 | 2.02763529894768 | 1.11236470105232 |
216 | 2.63 | 2.02044233797429 | 0.609557662025713 |
217 | 2.32 | 2.07695966932892 | 0.243040330671076 |
218 | 1.93 | 2.08153095771459 | -0.151530957714589 |
219 | 0.62 | 2.03928747533069 | -1.41928747533069 |
220 | 0.6 | 2.02597326726861 | -1.42597326726861 |
221 | -0.37 | 2.02259321637742 | -2.39259321637742 |
222 | -1.1 | 2.01187246561670 | -3.1118724656167 |
223 | -1.68 | 1.99084755522086 | -3.67084755522086 |
224 | -0.78 | 1.97229675037861 | -2.75229675037861 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.141750089782375 | 0.283500179564751 | 0.858249910217625 |
17 | 0.0684684867036223 | 0.136936973407245 | 0.931531513296378 |
18 | 0.0272458796285822 | 0.0544917592571645 | 0.972754120371418 |
19 | 0.0117520759116696 | 0.0235041518233392 | 0.98824792408833 |
20 | 0.00629205766963915 | 0.0125841153392783 | 0.99370794233036 |
21 | 0.00496106525227665 | 0.0099221305045533 | 0.995038934747723 |
22 | 0.00442737680298769 | 0.00885475360597539 | 0.995572623197012 |
23 | 0.00180605385298689 | 0.00361210770597377 | 0.998193946147013 |
24 | 0.000817328393444506 | 0.00163465678688901 | 0.999182671606555 |
25 | 0.000845074034138174 | 0.00169014806827635 | 0.999154925965862 |
26 | 0.00052129099962905 | 0.0010425819992581 | 0.999478709000371 |
27 | 0.000412483040324569 | 0.000824966080649139 | 0.999587516959675 |
28 | 0.000370593135872142 | 0.000741186271744285 | 0.999629406864128 |
29 | 0.000182420704183542 | 0.000364841408367085 | 0.999817579295816 |
30 | 7.6045957893562e-05 | 0.000152091915787124 | 0.999923954042106 |
31 | 3.11459509396741e-05 | 6.22919018793482e-05 | 0.99996885404906 |
32 | 6.03715543105017e-05 | 0.000120743108621003 | 0.99993962844569 |
33 | 7.5201899468192e-05 | 0.000150403798936384 | 0.999924798100532 |
34 | 9.91713685112386e-05 | 0.000198342737022477 | 0.999900828631489 |
35 | 5.34866505377677e-05 | 0.000106973301075535 | 0.999946513349462 |
36 | 3.18080563147323e-05 | 6.36161126294646e-05 | 0.999968191943685 |
37 | 1.45765099357449e-05 | 2.91530198714898e-05 | 0.999985423490064 |
38 | 6.52664304983089e-06 | 1.30532860996618e-05 | 0.99999347335695 |
39 | 3.00088099427581e-06 | 6.00176198855161e-06 | 0.999996999119006 |
40 | 1.29575561388356e-06 | 2.59151122776711e-06 | 0.999998704244386 |
41 | 5.73432773777987e-07 | 1.14686554755597e-06 | 0.999999426567226 |
42 | 2.95134734204122e-07 | 5.90269468408245e-07 | 0.999999704865266 |
43 | 1.34234529830664e-07 | 2.68469059661329e-07 | 0.99999986576547 |
44 | 5.70592939963844e-08 | 1.14118587992769e-07 | 0.999999942940706 |
45 | 2.75843454576894e-08 | 5.51686909153789e-08 | 0.999999972415655 |
46 | 1.12548014127546e-08 | 2.25096028255091e-08 | 0.999999988745199 |
47 | 4.46804973931266e-09 | 8.93609947862531e-09 | 0.99999999553195 |
48 | 2.15243917460819e-09 | 4.30487834921637e-09 | 0.99999999784756 |
49 | 1.16756505856136e-09 | 2.33513011712272e-09 | 0.999999998832435 |
50 | 7.03534125611223e-10 | 1.40706825122245e-09 | 0.999999999296466 |
51 | 4.18412151227489e-10 | 8.36824302454979e-10 | 0.999999999581588 |
52 | 2.25050885820689e-10 | 4.50101771641377e-10 | 0.999999999774949 |
53 | 2.97766128995635e-10 | 5.9553225799127e-10 | 0.999999999702234 |
54 | 6.67577904319398e-10 | 1.33515580863880e-09 | 0.999999999332422 |
55 | 1.72178320266375e-09 | 3.44356640532750e-09 | 0.999999998278217 |
56 | 2.00727490222175e-09 | 4.01454980444349e-09 | 0.999999997992725 |
57 | 1.43659909320059e-09 | 2.87319818640117e-09 | 0.9999999985634 |
58 | 7.69208644763388e-10 | 1.53841728952678e-09 | 0.999999999230791 |
59 | 3.47102287922247e-10 | 6.94204575844494e-10 | 0.999999999652898 |
60 | 1.60504449163308e-10 | 3.21008898326617e-10 | 0.999999999839496 |
61 | 6.87435938427836e-11 | 1.37487187685567e-10 | 0.999999999931256 |
62 | 2.82921585159951e-11 | 5.65843170319901e-11 | 0.999999999971708 |
63 | 1.40355942145066e-11 | 2.80711884290133e-11 | 0.999999999985964 |
64 | 7.3342495052194e-12 | 1.46684990104388e-11 | 0.999999999992666 |
65 | 3.19847510483595e-12 | 6.3969502096719e-12 | 0.999999999996801 |
66 | 1.27346681699776e-12 | 2.54693363399552e-12 | 0.999999999998727 |
67 | 5.34086353037846e-13 | 1.06817270607569e-12 | 0.999999999999466 |
68 | 2.30349549833240e-13 | 4.60699099666481e-13 | 0.99999999999977 |
69 | 1.34539477127174e-13 | 2.69078954254348e-13 | 0.999999999999865 |
70 | 4.99258039329539e-13 | 9.98516078659079e-13 | 0.9999999999995 |
71 | 7.31322856743185e-13 | 1.46264571348637e-12 | 0.999999999999269 |
72 | 1.53984575206193e-12 | 3.07969150412387e-12 | 0.99999999999846 |
73 | 1.15995602189311e-12 | 2.31991204378622e-12 | 0.99999999999884 |
74 | 5.28391798176065e-13 | 1.05678359635213e-12 | 0.999999999999472 |
75 | 2.30121806316219e-13 | 4.60243612632438e-13 | 0.99999999999977 |
76 | 1.18722057102626e-13 | 2.37444114205253e-13 | 0.999999999999881 |
77 | 4.66114259232686e-14 | 9.32228518465372e-14 | 0.999999999999953 |
78 | 1.8885686350849e-14 | 3.7771372701698e-14 | 0.999999999999981 |
79 | 8.41744698308518e-15 | 1.68348939661704e-14 | 0.999999999999992 |
80 | 3.71660148075066e-15 | 7.43320296150131e-15 | 0.999999999999996 |
81 | 1.47980943760912e-15 | 2.95961887521824e-15 | 0.999999999999998 |
82 | 5.64255562197869e-16 | 1.12851112439574e-15 | 1 |
83 | 2.08769360697821e-16 | 4.17538721395642e-16 | 1 |
84 | 9.74503385068322e-17 | 1.94900677013664e-16 | 1 |
85 | 4.37182810923817e-16 | 8.74365621847635e-16 | 1 |
86 | 4.22933583292917e-16 | 8.45867166585834e-16 | 1 |
87 | 1.93244009206466e-16 | 3.86488018412933e-16 | 1 |
88 | 8.13399883525896e-17 | 1.62679976705179e-16 | 1 |
89 | 5.52409539070003e-17 | 1.10481907814001e-16 | 1 |
90 | 2.34806817637468e-17 | 4.69613635274936e-17 | 1 |
91 | 1.09127282751416e-17 | 2.18254565502832e-17 | 1 |
92 | 1.70345328706220e-17 | 3.40690657412440e-17 | 1 |
93 | 8.75659047731364e-18 | 1.75131809546273e-17 | 1 |
94 | 3.99927200750999e-18 | 7.99854401501998e-18 | 1 |
95 | 3.09472570349695e-18 | 6.18945140699389e-18 | 1 |
96 | 2.34161465931709e-18 | 4.68322931863418e-18 | 1 |
97 | 1.01812752169483e-18 | 2.03625504338967e-18 | 1 |
98 | 4.37100821937194e-19 | 8.74201643874389e-19 | 1 |
99 | 1.83543954365671e-19 | 3.67087908731343e-19 | 1 |
100 | 7.75726322313415e-20 | 1.55145264462683e-19 | 1 |
101 | 3.52068186794524e-20 | 7.04136373589048e-20 | 1 |
102 | 1.74476755707352e-20 | 3.48953511414705e-20 | 1 |
103 | 9.46487125466925e-21 | 1.89297425093385e-20 | 1 |
104 | 4.32430816079452e-21 | 8.64861632158904e-21 | 1 |
105 | 3.31390742220949e-21 | 6.62781484441897e-21 | 1 |
106 | 3.84910697946844e-21 | 7.69821395893688e-21 | 1 |
107 | 6.06351662753418e-21 | 1.21270332550684e-20 | 1 |
108 | 3.06775686704219e-20 | 6.13551373408438e-20 | 1 |
109 | 6.33799121895807e-20 | 1.26759824379161e-19 | 1 |
110 | 1.70237468958133e-19 | 3.40474937916266e-19 | 1 |
111 | 1.14443343165407e-18 | 2.28886686330815e-18 | 1 |
112 | 2.35373451925094e-18 | 4.70746903850188e-18 | 1 |
113 | 5.44047370935495e-18 | 1.08809474187099e-17 | 1 |
114 | 8.9968600028817e-17 | 1.79937200057634e-16 | 1 |
115 | 1.10013338623646e-15 | 2.20026677247293e-15 | 0.999999999999999 |
116 | 1.67180203818967e-14 | 3.34360407637934e-14 | 0.999999999999983 |
117 | 1.04233050818955e-12 | 2.08466101637911e-12 | 0.999999999998958 |
118 | 9.50328198986598e-12 | 1.90065639797320e-11 | 0.999999999990497 |
119 | 7.41809446672306e-11 | 1.48361889334461e-10 | 0.99999999992582 |
120 | 1.10930216797892e-10 | 2.21860433595784e-10 | 0.99999999988907 |
121 | 9.78710343760185e-11 | 1.95742068752037e-10 | 0.999999999902129 |
122 | 8.67782859431484e-11 | 1.73556571886297e-10 | 0.999999999913222 |
123 | 6.27182697380062e-11 | 1.25436539476012e-10 | 0.999999999937282 |
124 | 1.24150074244517e-10 | 2.48300148489034e-10 | 0.99999999987585 |
125 | 4.5940448945805e-10 | 9.188089789161e-10 | 0.999999999540595 |
126 | 9.6114865724725e-10 | 1.9222973144945e-09 | 0.999999999038851 |
127 | 1.22599547561817e-09 | 2.45199095123633e-09 | 0.999999998774004 |
128 | 1.62585511911756e-09 | 3.25171023823512e-09 | 0.999999998374145 |
129 | 1.21556528251898e-09 | 2.43113056503795e-09 | 0.999999998784435 |
130 | 1.03605678033967e-09 | 2.07211356067934e-09 | 0.999999998963943 |
131 | 6.90255239273488e-10 | 1.38051047854698e-09 | 0.999999999309745 |
132 | 4.74486334928824e-10 | 9.48972669857648e-10 | 0.999999999525514 |
133 | 7.2574000255918e-10 | 1.45148000511836e-09 | 0.99999999927426 |
134 | 7.079560840684e-10 | 1.4159121681368e-09 | 0.999999999292044 |
135 | 7.41220174652795e-10 | 1.48244034930559e-09 | 0.99999999925878 |
136 | 3.9857533397512e-10 | 7.9715066795024e-10 | 0.999999999601425 |
137 | 2.22794220001696e-10 | 4.45588440003392e-10 | 0.999999999777206 |
138 | 1.68167297244630e-10 | 3.36334594489261e-10 | 0.999999999831833 |
139 | 9.29173158053e-11 | 1.858346316106e-10 | 0.999999999907083 |
140 | 5.08197820790257e-11 | 1.01639564158051e-10 | 0.99999999994918 |
141 | 3.11612474859527e-11 | 6.23224949719053e-11 | 0.999999999968839 |
142 | 1.85139456241093e-11 | 3.70278912482187e-11 | 0.999999999981486 |
143 | 1.20485945081743e-11 | 2.40971890163486e-11 | 0.999999999987951 |
144 | 6.66490327534865e-12 | 1.33298065506973e-11 | 0.999999999993335 |
145 | 3.98419295589754e-12 | 7.96838591179507e-12 | 0.999999999996016 |
146 | 2.00823742443444e-12 | 4.01647484886889e-12 | 0.999999999997992 |
147 | 9.88104299094442e-13 | 1.97620859818888e-12 | 0.999999999999012 |
148 | 4.94928915622682e-13 | 9.89857831245364e-13 | 0.999999999999505 |
149 | 3.24253973704759e-13 | 6.48507947409519e-13 | 0.999999999999676 |
150 | 1.57709690862983e-13 | 3.15419381725965e-13 | 0.999999999999842 |
151 | 7.68401788474503e-14 | 1.53680357694901e-13 | 0.999999999999923 |
152 | 3.76409526577523e-14 | 7.52819053155045e-14 | 0.999999999999962 |
153 | 2.11839815196227e-14 | 4.23679630392455e-14 | 0.999999999999979 |
154 | 1.26232647945400e-14 | 2.52465295890801e-14 | 0.999999999999987 |
155 | 6.99683723689813e-15 | 1.39936744737963e-14 | 0.999999999999993 |
156 | 3.76537243954674e-15 | 7.53074487909347e-15 | 0.999999999999996 |
157 | 2.00524228422498e-15 | 4.01048456844996e-15 | 0.999999999999998 |
158 | 1.30863093396984e-15 | 2.61726186793969e-15 | 0.999999999999999 |
159 | 9.163228135211e-16 | 1.8326456270422e-15 | 1 |
160 | 4.63483283885988e-16 | 9.26966567771976e-16 | 1 |
161 | 3.97719473770724e-16 | 7.95438947541448e-16 | 1 |
162 | 2.28447278319645e-16 | 4.56894556639289e-16 | 1 |
163 | 1.49148553921406e-16 | 2.98297107842812e-16 | 1 |
164 | 8.4718417646292e-17 | 1.69436835292584e-16 | 1 |
165 | 5.19553599883387e-17 | 1.03910719976677e-16 | 1 |
166 | 6.44487792759113e-17 | 1.28897558551823e-16 | 1 |
167 | 4.82844136750275e-17 | 9.6568827350055e-17 | 1 |
168 | 2.83289709949764e-17 | 5.66579419899527e-17 | 1 |
169 | 1.52956773446324e-17 | 3.05913546892649e-17 | 1 |
170 | 9.80193650277075e-18 | 1.96038730055415e-17 | 1 |
171 | 1.25265919819433e-17 | 2.50531839638865e-17 | 1 |
172 | 9.4982232054788e-18 | 1.89964464109576e-17 | 1 |
173 | 5.21203365600375e-18 | 1.04240673120075e-17 | 1 |
174 | 4.48895743794714e-18 | 8.97791487589428e-18 | 1 |
175 | 6.68587615152341e-18 | 1.33717523030468e-17 | 1 |
176 | 9.47409406041142e-18 | 1.89481881208228e-17 | 1 |
177 | 1.00459874095805e-17 | 2.0091974819161e-17 | 1 |
178 | 5.00345125855628e-18 | 1.00069025171126e-17 | 1 |
179 | 2.56001881079093e-18 | 5.12003762158186e-18 | 1 |
180 | 1.81762776090763e-18 | 3.63525552181526e-18 | 1 |
181 | 8.8898186638247e-19 | 1.77796373276494e-18 | 1 |
182 | 3.54683476917129e-19 | 7.09366953834258e-19 | 1 |
183 | 1.31231890362436e-19 | 2.62463780724872e-19 | 1 |
184 | 4.46920130729784e-20 | 8.93840261459567e-20 | 1 |
185 | 1.56763538962895e-20 | 3.1352707792579e-20 | 1 |
186 | 5.05183765561871e-21 | 1.01036753112374e-20 | 1 |
187 | 1.66475525960231e-21 | 3.32951051920462e-21 | 1 |
188 | 5.29243158751409e-22 | 1.05848631750282e-21 | 1 |
189 | 6.39863791212478e-22 | 1.27972758242496e-21 | 1 |
190 | 8.48545963833418e-22 | 1.69709192766684e-21 | 1 |
191 | 5.44631356460235e-22 | 1.08926271292047e-21 | 1 |
192 | 2.7494612062373e-22 | 5.4989224124746e-22 | 1 |
193 | 1.47308129009577e-22 | 2.94616258019154e-22 | 1 |
194 | 7.03615478375275e-23 | 1.40723095675055e-22 | 1 |
195 | 2.89784853606978e-23 | 5.79569707213955e-23 | 1 |
196 | 1.21468788433061e-23 | 2.42937576866122e-23 | 1 |
197 | 1.21670282556912e-23 | 2.43340565113824e-23 | 1 |
198 | 1.63496280657454e-23 | 3.26992561314907e-23 | 1 |
199 | 2.36053641531042e-23 | 4.72107283062083e-23 | 1 |
200 | 3.26029719980217e-22 | 6.52059439960434e-22 | 1 |
201 | 3.87452328132787e-18 | 7.74904656265575e-18 | 1 |
202 | 1.28396494030199e-14 | 2.56792988060398e-14 | 0.999999999999987 |
203 | 3.74490602076855e-12 | 7.48981204153709e-12 | 0.999999999996255 |
204 | 1.54913346011156e-09 | 3.09826692022311e-09 | 0.999999998450867 |
205 | 5.71959283771482e-06 | 1.14391856754296e-05 | 0.999994280407162 |
206 | 0.0361528777406407 | 0.0723057554812814 | 0.96384712225936 |
207 | 0.162903191713238 | 0.325806383426476 | 0.837096808286762 |
208 | 0.743801480731006 | 0.512397038537988 | 0.256198519268994 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 185 | 0.958549222797927 | NOK |
5% type I error level | 187 | 0.968911917098446 | NOK |
10% type I error level | 189 | 0.979274611398964 | NOK |