Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 9.40654352465934 -0.509315226482805X[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) | 9.40654352465934 | 0.238363 | 39.4631 | 0 | 0 |
X | -0.509315226482805 | 0.113951 | -4.4696 | 1.4e-05 | 7e-06 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.317658225704477 |
R-squared | 0.100906748357717 |
Adjusted R-squared | 0.095855662674333 |
F-TEST (value) | 19.9772394852984 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 178 |
p-value | 1.39134540133590e-05 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.02373959240057 |
Sum Squared Residuals | 186.55161004263 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 6.9 | 8.2453048082786 | -1.34530480827859 |
2 | 6.8 | 8.2554911128082 | -1.45549111280821 |
3 | 6.7 | 8.02629926089094 | -1.32629926089094 |
4 | 6.6 | 7.99574034730197 | -1.39574034730197 |
5 | 6.5 | 7.99574034730197 | -1.49574034730197 |
6 | 6.5 | 8.06195132674473 | -1.56195132674474 |
7 | 7 | 8.10269654486336 | -1.10269654486336 |
8 | 7.5 | 8.35226100583994 | -0.852261005839934 |
9 | 7.6 | 8.22493219921923 | -0.624932199219233 |
10 | 7.6 | 8.30642263545648 | -0.706422635456482 |
11 | 7.6 | 8.27077056960269 | -0.670770569602686 |
12 | 7.8 | 8.18418698110061 | -0.384186981100609 |
13 | 8 | 7.96008828144817 | 0.0399117185518253 |
14 | 8 | 7.99574034730197 | 0.00425965269802911 |
15 | 8 | 7.91424991106472 | 0.085750088935278 |
16 | 7.9 | 7.92443621559438 | -0.0244362155943778 |
17 | 7.9 | 8.0364855654206 | -0.136485565420595 |
18 | 8 | 8.19437328563026 | -0.194373285630265 |
19 | 8.5 | 8.0925102403337 | 0.407489759666296 |
20 | 9.2 | 7.7818279521792 | 1.41817204782081 |
21 | 9.4 | 7.97027458597783 | 1.42972541402217 |
22 | 9.5 | 8.02120610862611 | 1.47879389137389 |
23 | 9.5 | 8.11797600165784 | 1.38202399834216 |
24 | 9.6 | 8.03139241315577 | 1.56860758684423 |
25 | 9.7 | 8.17400067657095 | 1.52599932342905 |
26 | 9.7 | 8.13325545845233 | 1.56674454154767 |
27 | 9.6 | 8.23002535148406 | 1.36997464851594 |
28 | 9.5 | 8.17909382883578 | 1.32090617116422 |
29 | 9.4 | 8.10269654486336 | 1.29730345513664 |
30 | 9.3 | 8.0008334995668 | 1.29916650043320 |
31 | 9.6 | 8.02629926089094 | 1.57370073910906 |
32 | 10.2 | 8.1638143720413 | 2.03618562795870 |
33 | 10.2 | 8.15362806751164 | 2.04637193248836 |
34 | 10.1 | 8.3267952445158 | 1.77320475548421 |
35 | 9.9 | 8.39300622395856 | 1.50699377604144 |
36 | 9.8 | 8.45921720340132 | 1.34078279659868 |
37 | 9.8 | 8.44903089887167 | 1.35096910112833 |
38 | 9.7 | 8.47958981246063 | 1.22041018753936 |
39 | 9.5 | 8.52033503057926 | 0.97966496942074 |
40 | 9.3 | 8.53561448737374 | 0.764385512626257 |
41 | 9.1 | 8.70368851211307 | 0.39631148788693 |
42 | 9 | 8.75971318702618 | 0.240286812973822 |
43 | 9.5 | 8.8004584051448 | 0.699541594855197 |
44 | 10 | 8.75462003476135 | 1.24537996523865 |
45 | 10.2 | 8.8004584051448 | 1.39954159485520 |
46 | 10.1 | 8.78517894835032 | 1.31482105164968 |
47 | 10 | 8.65785014172962 | 1.34214985827038 |
48 | 9.9 | 8.66294329399445 | 1.23705670600556 |
49 | 10 | 8.40828568075304 | 1.59171431924696 |
50 | 9.9 | 8.44903089887167 | 1.45096910112833 |
51 | 9.7 | 8.37263361489925 | 1.32736638510075 |
52 | 9.5 | 8.36754046263442 | 1.13245953736558 |
53 | 9.2 | 8.43884459434201 | 0.761155405657988 |
54 | 9 | 8.4897761169903 | 0.510223883009708 |
55 | 9.3 | 8.42865828981236 | 0.871341710187646 |
56 | 9.8 | 8.42865828981235 | 1.37134171018765 |
57 | 9.8 | 8.40319252848822 | 1.39680747151179 |
58 | 9.6 | 8.15362806751164 | 1.44637193248836 |
59 | 9.4 | 8.20455959015992 | 1.19544040984008 |
60 | 9.3 | 8.11797600165784 | 1.18202399834216 |
61 | 9.2 | 8.23002535148406 | 0.969974648515938 |
62 | 9.2 | 8.39809937622339 | 0.801900623776613 |
63 | 9 | 8.66294329399445 | 0.337056706005555 |
64 | 8.8 | 8.764806339291 | 0.0351936607089945 |
65 | 8.7 | 8.60182546681651 | 0.0981745331834907 |
66 | 8.7 | 8.52033503057926 | 0.179664969420739 |
67 | 9.1 | 8.44393774660684 | 0.65606225339316 |
68 | 9.7 | 8.46431035566615 | 1.23568964433385 |
69 | 9.8 | 8.5814528577572 | 1.21854714224280 |
70 | 9.6 | 8.74443373023169 | 0.855566269768306 |
71 | 9.4 | 8.68331590305376 | 0.716684096946243 |
72 | 9.4 | 8.82083101420412 | 0.579168985795886 |
73 | 9.5 | 9.19263112953656 | 0.307368870463438 |
74 | 9.4 | 9.02965025706206 | 0.370349742937936 |
75 | 9.3 | 8.88704199364688 | 0.412958006353121 |
76 | 9.2 | 8.6374775326703 | 0.562522467329694 |
77 | 9 | 8.45921720340132 | 0.540782796598677 |
78 | 8.9 | 8.59673231455168 | 0.30326768544832 |
79 | 9.2 | 8.88194884138205 | 0.318051158617948 |
80 | 9.8 | 9.1824448250069 | 0.617555174993094 |
81 | 9.9 | 8.98890503894344 | 0.91109496105656 |
82 | 9.6 | 8.96853242988413 | 0.631467570115872 |
83 | 9.2 | 9.11114069329931 | 0.0888593067006858 |
84 | 9.1 | 9.10604754103448 | -0.00604754103448588 |
85 | 9.1 | 8.92269405950068 | 0.177305940499324 |
86 | 9 | 8.90741460270619 | 0.0925853972938084 |
87 | 8.9 | 8.78008579608549 | 0.11991420391451 |
88 | 8.7 | 8.81064470967446 | -0.110644709674459 |
89 | 8.5 | 8.97871873441378 | -0.478718734413784 |
90 | 8.3 | 9.02965025706206 | -0.729650257062064 |
91 | 8.5 | 9.07548862744552 | -0.575488627445517 |
92 | 8.7 | 8.94306666855999 | -0.243066668559988 |
93 | 8.4 | 8.8004584051448 | -0.400458405144802 |
94 | 8.1 | 8.74443373023169 | -0.644433730231694 |
95 | 7.8 | 8.62729122814065 | -0.82729122814065 |
96 | 7.7 | 8.4184719852827 | -0.718471985282699 |
97 | 7.5 | 8.49486926925512 | -0.99486926925512 |
98 | 7.2 | 8.41337883301787 | -1.21337883301787 |
99 | 6.8 | 8.2554911128082 | -1.45549111280820 |
100 | 6.7 | 8.36754046263442 | -1.66754046263442 |
101 | 6.4 | 8.30642263545648 | -1.90642263545648 |
102 | 6.3 | 8.00592665183163 | -1.70592665183163 |
103 | 6.8 | 7.98555404277231 | -1.18555404277231 |
104 | 7.3 | 7.93971567238886 | -0.639715672388863 |
105 | 7.1 | 7.69524436367712 | -0.595244363677116 |
106 | 7 | 7.89387730200541 | -0.89387730200541 |
107 | 6.8 | 7.82766632256265 | -1.02766632256265 |
108 | 6.6 | 8.13834861071716 | -1.53834861071716 |
109 | 6.3 | 8.28605002639717 | -1.98605002639717 |
110 | 6.1 | 8.26058426507303 | -2.16058426507303 |
111 | 6.1 | 8.34207470131028 | -2.24207470131028 |
112 | 6.3 | 7.98555404277231 | -1.68555404277231 |
113 | 6.3 | 7.80729371350333 | -1.50729371350333 |
114 | 6 | 7.91424991106472 | -1.91424991106472 |
115 | 6.2 | 8.0568581744799 | -1.85685817447991 |
116 | 6.4 | 8.04667186995025 | -1.64667186995025 |
117 | 6.8 | 8.2554911128082 | -1.45549111280820 |
118 | 7.5 | 8.20965274242475 | -0.709652742424749 |
119 | 7.5 | 8.32170209225097 | -0.821702092250966 |
120 | 7.6 | 8.29623633092683 | -0.696236330926826 |
121 | 7.6 | 7.9295293678592 | -0.329529367859207 |
122 | 7.4 | 8.06704447900956 | -0.667044479009563 |
123 | 7.3 | 8.04667186995025 | -0.746671869950252 |
124 | 7.1 | 8.48468296472546 | -1.38468296472546 |
125 | 6.9 | 8.72915427343721 | -1.82915427343721 |
126 | 6.8 | 8.95834612535447 | -2.15834612535447 |
127 | 7.5 | 8.75462003476135 | -1.25462003476135 |
128 | 7.6 | 8.764806339291 | -1.16480633929101 |
129 | 7.8 | 8.764806339291 | -0.964806339291006 |
130 | 8 | 8.74952688249652 | -0.749526882496522 |
131 | 8.1 | 8.84629677552826 | -0.746296775528255 |
132 | 8.2 | 8.7087816643779 | -0.508781664377898 |
133 | 8.3 | 8.79027210061515 | -0.490272100615146 |
134 | 8.2 | 8.52033503057926 | -0.320335030579261 |
135 | 8 | 8.5101487260496 | -0.510148726049604 |
136 | 7.9 | 8.65275698946479 | -0.752756989464789 |
137 | 7.6 | 8.87685568911722 | -1.27685568911722 |
138 | 7.6 | 8.5814528577572 | -0.981452857757197 |
139 | 8.3 | 8.64766383719996 | -0.347663837199960 |
140 | 8.4 | 8.49486926925512 | -0.0948692692551193 |
141 | 8.4 | 8.4897761169903 | -0.0897761169902912 |
142 | 8.4 | 8.60182546681651 | -0.201825466816508 |
143 | 8.4 | 8.45921720340132 | -0.0592172034013229 |
144 | 8.6 | 8.52033503057926 | 0.0796649694207398 |
145 | 8.9 | 8.59673231455168 | 0.30326768544832 |
146 | 8.8 | 8.764806339291 | 0.0351936607089945 |
147 | 8.3 | 8.83101731873377 | -0.53101731873377 |
148 | 7.5 | 8.42865828981236 | -0.928658289812355 |
149 | 7.2 | 8.07723078353922 | -0.87723078353922 |
150 | 7.4 | 8.2554911128082 | -0.855491112808201 |
151 | 8.8 | 8.17909382883578 | 0.62090617116422 |
152 | 9.3 | 8.2554911128082 | 1.0445088871918 |
153 | 9.3 | 8.37263361489925 | 0.927366385100754 |
154 | 8.7 | 7.94990197691852 | 0.75009802308148 |
155 | 8.2 | 8.10778969712819 | 0.0922103028718113 |
156 | 8.3 | 8.25039796054337 | 0.0496020394566274 |
157 | 8.5 | 8.2554911128082 | 0.244508887191799 |
158 | 8.6 | 8.09760339259853 | 0.502396607401468 |
159 | 8.5 | 7.84294577935713 | 0.657054220642871 |
160 | 8.2 | 8.0008334995668 | 0.199166500433200 |
161 | 8.1 | 8.1281623061875 | -0.0281623061875006 |
162 | 7.9 | 7.94480882465369 | -0.0448088246536899 |
163 | 8.6 | 7.80729371350333 | 0.792706286496667 |
164 | 8.7 | 7.82257317029782 | 0.877426829702182 |
165 | 8.7 | 7.79710740897368 | 0.902892591026322 |
166 | 8.5 | 8.14853491524681 | 0.351465084753188 |
167 | 8.4 | 8.09760339259853 | 0.302396607401468 |
168 | 8.5 | 7.93462252012403 | 0.565377479875966 |
169 | 8.7 | 8.06704447900956 | 0.632955520990436 |
170 | 8.7 | 8.19437328563026 | 0.505626714369734 |
171 | 8.6 | 8.5458007919034 | 0.0541992080965995 |
172 | 8.5 | 8.40828568075304 | 0.0917143192469572 |
173 | 8.3 | 8.291143178662 | 0.00885682133800296 |
174 | 8 | 8.4541240511365 | -0.454124051136495 |
175 | 8.2 | 8.59163916228685 | -0.391639162286853 |
176 | 8.1 | 8.57635970549237 | -0.476359705492369 |
177 | 8.1 | 8.78517894835032 | -0.685178948350319 |
178 | 8 | 8.79027210061515 | -0.790272100615147 |
179 | 7.9 | 8.64766383719996 | -0.747663837199961 |
180 | 7.9 | 8.57126655322754 | -0.67126655322754 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.000755438321880048 | 0.00151087664376010 | 0.99924456167812 |
6 | 0.000200039584112669 | 0.000400079168225338 | 0.999799960415887 |
7 | 0.000321995101448218 | 0.000643990202896437 | 0.999678004898552 |
8 | 0.000309526111624926 | 0.000619052223249852 | 0.999690473888375 |
9 | 0.000773811851900843 | 0.00154762370380169 | 0.9992261881481 |
10 | 0.000312901087577201 | 0.000625802175154402 | 0.999687098912423 |
11 | 0.000142845034995898 | 0.000285690069991795 | 0.999857154965004 |
12 | 0.000390840422043893 | 0.000781680844087785 | 0.999609159577956 |
13 | 0.00794197919785878 | 0.0158839583957176 | 0.992058020802141 |
14 | 0.0139447554359174 | 0.0278895108718349 | 0.986055244564083 |
15 | 0.0163473222829374 | 0.0326946445658748 | 0.983652677717063 |
16 | 0.0127743548551910 | 0.0255487097103820 | 0.98722564514481 |
17 | 0.00942967407974477 | 0.0188593481594895 | 0.990570325920255 |
18 | 0.00789880657979376 | 0.0157976131595875 | 0.992101193420206 |
19 | 0.0125581941440927 | 0.0251163882881855 | 0.987441805855907 |
20 | 0.0324561304920467 | 0.0649122609840934 | 0.967543869507953 |
21 | 0.081863799012568 | 0.163727598025136 | 0.918136200987432 |
22 | 0.167386256954295 | 0.334772513908590 | 0.832613743045705 |
23 | 0.295302443990089 | 0.590604887980179 | 0.704697556009911 |
24 | 0.404953619882281 | 0.809907239764562 | 0.595046380117719 |
25 | 0.571448192066504 | 0.857103615866991 | 0.428551807933496 |
26 | 0.684208855901808 | 0.631582288196384 | 0.315791144098192 |
27 | 0.765787770325798 | 0.468424459348404 | 0.234212229674202 |
28 | 0.805007233971861 | 0.389985532056278 | 0.194992766028139 |
29 | 0.82183615252916 | 0.356327694941681 | 0.178163847470841 |
30 | 0.823778298413971 | 0.352443403172057 | 0.176221701586029 |
31 | 0.847235007125524 | 0.305529985748953 | 0.152764992874476 |
32 | 0.91720956867243 | 0.165580862655140 | 0.0827904313275698 |
33 | 0.95628541160874 | 0.0874291767825181 | 0.0437145883912591 |
34 | 0.974741355170546 | 0.0505172896589073 | 0.0252586448294537 |
35 | 0.980302491155274 | 0.0393950176894512 | 0.0196975088447256 |
36 | 0.981273607417535 | 0.0374527851649308 | 0.0187263925824654 |
37 | 0.981331754833563 | 0.0373364903328741 | 0.0186682451664370 |
38 | 0.979480383062881 | 0.041039233874238 | 0.020519616937119 |
39 | 0.975133513355837 | 0.0497329732883262 | 0.0248664866441631 |
40 | 0.968710007231108 | 0.0625799855377846 | 0.0312899927688923 |
41 | 0.960611615270687 | 0.0787767694586265 | 0.0393883847293132 |
42 | 0.951170297242382 | 0.0976594055152361 | 0.0488297027576181 |
43 | 0.939715745408038 | 0.120568509183924 | 0.0602842545919622 |
44 | 0.934770543539441 | 0.130458912921118 | 0.065229456460559 |
45 | 0.93254659306766 | 0.134906813864681 | 0.0674534069323405 |
46 | 0.928248094234278 | 0.143503811531445 | 0.0717519057657224 |
47 | 0.92593635582988 | 0.148127288340240 | 0.0740636441701198 |
48 | 0.921084605601336 | 0.157830788797329 | 0.0789153943986645 |
49 | 0.931576634875096 | 0.136846730249809 | 0.0684233651249044 |
50 | 0.936161080927624 | 0.127677838144752 | 0.0638389190723758 |
51 | 0.93843972780188 | 0.123120544396241 | 0.0615602721981206 |
52 | 0.936133719423327 | 0.127732561153346 | 0.063866280576673 |
53 | 0.926735989929222 | 0.146528020141556 | 0.0732640100707778 |
54 | 0.914474868251037 | 0.171050263497927 | 0.0855251317489634 |
55 | 0.905410676502731 | 0.189178646994537 | 0.0945893234972686 |
56 | 0.912044395497794 | 0.175911209004412 | 0.0879556045022058 |
57 | 0.920598979477053 | 0.158802041045895 | 0.0794010205229474 |
58 | 0.93618858838878 | 0.127622823222440 | 0.0638114116112199 |
59 | 0.94118496830807 | 0.117630063383860 | 0.0588150316919302 |
60 | 0.947422485950582 | 0.105155028098836 | 0.052577514049418 |
61 | 0.94730429512781 | 0.105391409744381 | 0.0526957048721904 |
62 | 0.943357215202522 | 0.113285569594955 | 0.0566427847974776 |
63 | 0.937065357223327 | 0.125869285553347 | 0.0629346427766736 |
64 | 0.933605177804378 | 0.132789644391245 | 0.0663948221956223 |
65 | 0.926207438973603 | 0.147585122052793 | 0.0737925610263966 |
66 | 0.91653693813678 | 0.166926123726441 | 0.0834630618632204 |
67 | 0.908959208025703 | 0.182081583948595 | 0.0910407919742975 |
68 | 0.918969602120102 | 0.162060795759797 | 0.0810303978798984 |
69 | 0.927209255763082 | 0.145581488473836 | 0.072790744236918 |
70 | 0.925010414771385 | 0.149979170457230 | 0.0749895852286148 |
71 | 0.920929482185146 | 0.158141035629707 | 0.0790705178148537 |
72 | 0.915337522720254 | 0.169324954559491 | 0.0846624772797454 |
73 | 0.910758777900997 | 0.178482444198007 | 0.0892412220990033 |
74 | 0.903555390756024 | 0.192889218487952 | 0.0964446092439762 |
75 | 0.895497956215971 | 0.209004087568058 | 0.104502043784029 |
76 | 0.889120896247238 | 0.221758207505524 | 0.110879103752762 |
77 | 0.88243877322067 | 0.235122453558661 | 0.117561226779330 |
78 | 0.871995500513436 | 0.256008998973129 | 0.128004499486564 |
79 | 0.86258979462032 | 0.274820410759361 | 0.137410205379680 |
80 | 0.86062476937586 | 0.278750461248278 | 0.139375230624139 |
81 | 0.872469191862669 | 0.255061616274662 | 0.127530808137331 |
82 | 0.875200987369785 | 0.24959802526043 | 0.124799012630215 |
83 | 0.870533329718916 | 0.258933340562168 | 0.129466670281084 |
84 | 0.865320827587732 | 0.269358344824537 | 0.134679172412268 |
85 | 0.85958832147004 | 0.280823357059918 | 0.140411678529959 |
86 | 0.853118872982724 | 0.293762254034552 | 0.146881127017276 |
87 | 0.845769145185358 | 0.308461709629284 | 0.154230854814642 |
88 | 0.837186091448673 | 0.325627817102654 | 0.162813908551327 |
89 | 0.833630693710728 | 0.332738612578545 | 0.166369306289272 |
90 | 0.83560364249832 | 0.328792715003359 | 0.164396357501680 |
91 | 0.830345715502996 | 0.339308568994007 | 0.169654284497004 |
92 | 0.819769626276994 | 0.360460747446012 | 0.180230373723006 |
93 | 0.80851210804871 | 0.38297578390258 | 0.19148789195129 |
94 | 0.801663840460937 | 0.396672319078127 | 0.198336159539063 |
95 | 0.801981421555034 | 0.396037156889932 | 0.198018578444966 |
96 | 0.798248500761965 | 0.40350299847607 | 0.201751499238035 |
97 | 0.807280157764741 | 0.385439684470518 | 0.192719842235259 |
98 | 0.830749951076936 | 0.338500097846129 | 0.169250048923064 |
99 | 0.871406426655617 | 0.257187146688767 | 0.128593573344383 |
100 | 0.913623605778407 | 0.172752788443186 | 0.0863763942215931 |
101 | 0.95471647655598 | 0.0905670468880418 | 0.0452835234440209 |
102 | 0.975093997080528 | 0.0498120058389438 | 0.0249060029194719 |
103 | 0.978941835029786 | 0.0421163299404283 | 0.0210581649702142 |
104 | 0.976037898721074 | 0.0479242025578525 | 0.0239621012789262 |
105 | 0.972926936523592 | 0.0541461269528166 | 0.0270730634764083 |
106 | 0.97253348021736 | 0.0549330395652815 | 0.0274665197826408 |
107 | 0.974633689825245 | 0.0507326203495105 | 0.0253663101747552 |
108 | 0.982901901291562 | 0.0341961974168763 | 0.0170980987084381 |
109 | 0.992862144500662 | 0.0142757109986756 | 0.00713785549933782 |
110 | 0.998045980524452 | 0.00390803895109537 | 0.00195401947554769 |
111 | 0.99960821619519 | 0.00078356760962107 | 0.000391783804810535 |
112 | 0.999874277270107 | 0.000251445459785099 | 0.000125722729892550 |
113 | 0.999965404017844 | 6.91919643127522e-05 | 3.45959821563761e-05 |
114 | 0.999997663005424 | 4.67398915233828e-06 | 2.33699457616914e-06 |
115 | 0.999999871720154 | 2.56559691101138e-07 | 1.28279845550569e-07 |
116 | 0.99999999347928 | 1.30414399508885e-08 | 6.52071997544423e-09 |
117 | 0.999999998954194 | 2.09161230048410e-09 | 1.04580615024205e-09 |
118 | 0.999999998909515 | 2.18097014620317e-09 | 1.09048507310159e-09 |
119 | 0.999999998837018 | 2.32596326829069e-09 | 1.16298163414535e-09 |
120 | 0.999999998543179 | 2.91364266836097e-09 | 1.45682133418049e-09 |
121 | 0.999999998662758 | 2.67448326424881e-09 | 1.33724163212440e-09 |
122 | 0.999999999240765 | 1.51846937634018e-09 | 7.59234688170092e-10 |
123 | 0.999999999758597 | 4.82806596915101e-10 | 2.41403298457550e-10 |
124 | 0.999999999937567 | 1.24865841613690e-10 | 6.24329208068452e-11 |
125 | 0.999999999992291 | 1.54170449847689e-11 | 7.70852249238444e-12 |
126 | 0.999999999999506 | 9.87565373282343e-13 | 4.93782686641172e-13 |
127 | 0.999999999999568 | 8.63624893694478e-13 | 4.31812446847239e-13 |
128 | 0.999999999999513 | 9.73505980748238e-13 | 4.86752990374119e-13 |
129 | 0.999999999999136 | 1.72824173071453e-12 | 8.64120865357265e-13 |
130 | 0.99999999999796 | 4.07823530375927e-12 | 2.03911765187963e-12 |
131 | 0.999999999994937 | 1.01266629950962e-11 | 5.0633314975481e-12 |
132 | 0.99999999998682 | 2.63594334393528e-11 | 1.31797167196764e-11 |
133 | 0.999999999967688 | 6.4623143669409e-11 | 3.23115718347045e-11 |
134 | 0.999999999915796 | 1.68408342897374e-10 | 8.42041714486871e-11 |
135 | 0.999999999813785 | 3.72430898052363e-10 | 1.86215449026182e-10 |
136 | 0.999999999633806 | 7.32388414979961e-10 | 3.66194207489980e-10 |
137 | 0.999999999611987 | 7.76026426259442e-10 | 3.88013213129721e-10 |
138 | 0.999999999678435 | 6.43130363130461e-10 | 3.21565181565230e-10 |
139 | 0.999999999159302 | 1.68139575560882e-09 | 8.40697877804412e-10 |
140 | 0.999999997830157 | 4.33968496538777e-09 | 2.16984248269388e-09 |
141 | 0.999999994487434 | 1.10251316786451e-08 | 5.51256583932255e-09 |
142 | 0.999999986393485 | 2.72130293513022e-08 | 1.36065146756511e-08 |
143 | 0.999999966487254 | 6.70254920145126e-08 | 3.35127460072563e-08 |
144 | 0.999999930256249 | 1.39487502163385e-07 | 6.97437510816925e-08 |
145 | 0.999999922031026 | 1.55937948933807e-07 | 7.79689744669034e-08 |
146 | 0.999999915666728 | 1.68666544115153e-07 | 8.43332720575763e-08 |
147 | 0.999999817040854 | 3.65918291785192e-07 | 1.82959145892596e-07 |
148 | 0.999999864796186 | 2.70407628133329e-07 | 1.35203814066665e-07 |
149 | 0.999999992320247 | 1.53595066115583e-08 | 7.67975330577913e-09 |
150 | 0.999999999169419 | 1.66116263831952e-09 | 8.3058131915976e-10 |
151 | 0.999999998386397 | 3.22720578097755e-09 | 1.61360289048878e-09 |
152 | 0.999999999867358 | 2.65283699019071e-10 | 1.32641849509536e-10 |
153 | 0.999999999999409 | 1.18215563854306e-12 | 5.91077819271529e-13 |
154 | 0.999999999998177 | 3.64632618094636e-12 | 1.82316309047318e-12 |
155 | 0.999999999994 | 1.20009216272629e-11 | 6.00046081363147e-12 |
156 | 0.99999999997197 | 5.60586351037539e-11 | 2.80293175518770e-11 |
157 | 0.999999999898063 | 2.03874617113713e-10 | 1.01937308556857e-10 |
158 | 0.999999999663478 | 6.73043519638338e-10 | 3.36521759819169e-10 |
159 | 0.999999998541188 | 2.91762331032073e-09 | 1.45881165516037e-09 |
160 | 0.999999996206915 | 7.58616993938862e-09 | 3.79308496969431e-09 |
161 | 0.999999992164458 | 1.56710830873900e-08 | 7.83554154369501e-09 |
162 | 0.999999999620482 | 7.59035454770884e-10 | 3.79517727385442e-10 |
163 | 0.999999998212307 | 3.57538572794926e-09 | 1.78769286397463e-09 |
164 | 0.999999990218145 | 1.95637097172598e-08 | 9.78185485862991e-09 |
165 | 0.999999949253742 | 1.01492515950827e-07 | 5.07462579754133e-08 |
166 | 0.999999731655636 | 5.36688728670909e-07 | 2.68344364335455e-07 |
167 | 0.999998878987876 | 2.24202424869981e-06 | 1.12101212434990e-06 |
168 | 0.999996891958539 | 6.21608292265069e-06 | 3.10804146132535e-06 |
169 | 0.999984593988262 | 3.08120234762211e-05 | 1.54060117381105e-05 |
170 | 0.999950358309648 | 9.92833807034815e-05 | 4.96416903517408e-05 |
171 | 0.99997515213579 | 4.9695728421185e-05 | 2.48478642105925e-05 |
172 | 0.99997831500096 | 4.33699980817012e-05 | 2.16849990408506e-05 |
173 | 0.999934375996587 | 0.000131248006826965 | 6.56240034134826e-05 |
174 | 0.99941911975924 | 0.00116176048151846 | 0.00058088024075923 |
175 | 0.99837948039668 | 0.00324103920664175 | 0.00162051960332087 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 74 | 0.432748538011696 | NOK |
5% type I error level | 91 | 0.532163742690059 | NOK |
10% type I error level | 101 | 0.590643274853801 | NOK |