Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 1717.75147928994 -396.055827116028X[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) | 1717.75147928994 | 20.000334 | 85.8861 | 0 | 0 |
X | -396.055827116028 | 57.786173 | -6.8538 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.445226892939612 |
R-squared | 0.198226986196661 |
Adjusted R-squared | 0.194007128229275 |
F-TEST (value) | 46.9748005095663 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 190 |
p-value | 9.762957109416e-11 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 260.004336317031 |
Sum Squared Residuals | 12844428.4316954 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1687 | 1717.75147928992 | -30.7514792899202 |
2 | 1508 | 1717.75147928994 | -209.751479289942 |
3 | 1507 | 1717.75147928994 | -210.751479289941 |
4 | 1385 | 1717.75147928994 | -332.751479289941 |
5 | 1632 | 1717.75147928994 | -85.751479289941 |
6 | 1511 | 1717.75147928994 | -206.751479289941 |
7 | 1559 | 1717.75147928994 | -158.751479289941 |
8 | 1630 | 1717.75147928994 | -87.751479289941 |
9 | 1579 | 1717.75147928994 | -138.751479289941 |
10 | 1653 | 1717.75147928994 | -64.751479289941 |
11 | 2152 | 1717.75147928994 | 434.248520710059 |
12 | 2148 | 1717.75147928994 | 430.248520710059 |
13 | 1752 | 1717.75147928994 | 34.2485207100591 |
14 | 1765 | 1717.75147928994 | 47.2485207100591 |
15 | 1717 | 1717.75147928994 | -0.751479289940944 |
16 | 1558 | 1717.75147928994 | -159.751479289941 |
17 | 1575 | 1717.75147928994 | -142.751479289941 |
18 | 1520 | 1717.75147928994 | -197.751479289941 |
19 | 1805 | 1717.75147928994 | 87.248520710059 |
20 | 1800 | 1717.75147928994 | 82.248520710059 |
21 | 1719 | 1717.75147928994 | 1.24852071005906 |
22 | 2008 | 1717.75147928994 | 290.248520710059 |
23 | 2242 | 1717.75147928994 | 524.248520710059 |
24 | 2478 | 1717.75147928994 | 760.248520710059 |
25 | 2030 | 1717.75147928994 | 312.248520710059 |
26 | 1655 | 1717.75147928994 | -62.751479289941 |
27 | 1693 | 1717.75147928994 | -24.7514792899409 |
28 | 1623 | 1717.75147928994 | -94.751479289941 |
29 | 1805 | 1717.75147928994 | 87.248520710059 |
30 | 1746 | 1717.75147928994 | 28.2485207100591 |
31 | 1795 | 1717.75147928994 | 77.2485207100591 |
32 | 1926 | 1717.75147928994 | 208.248520710059 |
33 | 1619 | 1717.75147928994 | -98.751479289941 |
34 | 1992 | 1717.75147928994 | 274.248520710059 |
35 | 2233 | 1717.75147928994 | 515.248520710059 |
36 | 2192 | 1717.75147928994 | 474.248520710059 |
37 | 2080 | 1717.75147928994 | 362.248520710059 |
38 | 1768 | 1717.75147928994 | 50.2485207100591 |
39 | 1835 | 1717.75147928994 | 117.248520710059 |
40 | 1569 | 1717.75147928994 | -148.751479289941 |
41 | 1976 | 1717.75147928994 | 258.248520710059 |
42 | 1853 | 1717.75147928994 | 135.248520710059 |
43 | 1965 | 1717.75147928994 | 247.248520710059 |
44 | 1689 | 1717.75147928994 | -28.7514792899409 |
45 | 1778 | 1717.75147928994 | 60.2485207100591 |
46 | 1976 | 1717.75147928994 | 258.248520710059 |
47 | 2397 | 1717.75147928994 | 679.248520710059 |
48 | 2654 | 1717.75147928994 | 936.248520710059 |
49 | 2097 | 1717.75147928994 | 379.248520710059 |
50 | 1963 | 1717.75147928994 | 245.248520710059 |
51 | 1677 | 1717.75147928994 | -40.7514792899409 |
52 | 1941 | 1717.75147928994 | 223.248520710059 |
53 | 2003 | 1717.75147928994 | 285.248520710059 |
54 | 1813 | 1717.75147928994 | 95.248520710059 |
55 | 2012 | 1717.75147928994 | 294.248520710059 |
56 | 1912 | 1717.75147928994 | 194.248520710059 |
57 | 2084 | 1717.75147928994 | 366.248520710059 |
58 | 2080 | 1717.75147928994 | 362.248520710059 |
59 | 2118 | 1717.75147928994 | 400.248520710059 |
60 | 2150 | 1717.75147928994 | 432.248520710059 |
61 | 1608 | 1717.75147928994 | -109.751479289941 |
62 | 1503 | 1717.75147928994 | -214.751479289941 |
63 | 1548 | 1717.75147928994 | -169.751479289941 |
64 | 1382 | 1717.75147928994 | -335.751479289941 |
65 | 1731 | 1717.75147928994 | 13.2485207100591 |
66 | 1798 | 1717.75147928994 | 80.248520710059 |
67 | 1779 | 1717.75147928994 | 61.2485207100591 |
68 | 1887 | 1717.75147928994 | 169.248520710059 |
69 | 2004 | 1717.75147928994 | 286.248520710059 |
70 | 2077 | 1717.75147928994 | 359.248520710059 |
71 | 2092 | 1717.75147928994 | 374.248520710059 |
72 | 2051 | 1717.75147928994 | 333.248520710059 |
73 | 1577 | 1717.75147928994 | -140.751479289941 |
74 | 1356 | 1717.75147928994 | -361.751479289941 |
75 | 1652 | 1717.75147928994 | -65.7514792899409 |
76 | 1382 | 1717.75147928994 | -335.751479289941 |
77 | 1519 | 1717.75147928994 | -198.751479289941 |
78 | 1421 | 1717.75147928994 | -296.751479289941 |
79 | 1442 | 1717.75147928994 | -275.751479289941 |
80 | 1543 | 1717.75147928994 | -174.751479289941 |
81 | 1656 | 1717.75147928994 | -61.7514792899409 |
82 | 1561 | 1717.75147928994 | -156.751479289941 |
83 | 1905 | 1717.75147928994 | 187.248520710059 |
84 | 2199 | 1717.75147928994 | 481.248520710059 |
85 | 1473 | 1717.75147928994 | -244.751479289941 |
86 | 1655 | 1717.75147928994 | -62.751479289941 |
87 | 1407 | 1717.75147928994 | -310.751479289941 |
88 | 1395 | 1717.75147928994 | -322.751479289941 |
89 | 1530 | 1717.75147928994 | -187.751479289941 |
90 | 1309 | 1717.75147928994 | -408.751479289941 |
91 | 1526 | 1717.75147928994 | -191.751479289941 |
92 | 1327 | 1717.75147928994 | -390.751479289941 |
93 | 1627 | 1717.75147928994 | -90.751479289941 |
94 | 1748 | 1717.75147928994 | 30.2485207100591 |
95 | 1958 | 1717.75147928994 | 240.248520710059 |
96 | 2274 | 1717.75147928994 | 556.248520710059 |
97 | 1648 | 1717.75147928994 | -69.7514792899409 |
98 | 1401 | 1717.75147928994 | -316.751479289941 |
99 | 1411 | 1717.75147928994 | -306.751479289941 |
100 | 1403 | 1717.75147928994 | -314.751479289941 |
101 | 1394 | 1717.75147928994 | -323.751479289941 |
102 | 1520 | 1717.75147928994 | -197.751479289941 |
103 | 1528 | 1717.75147928994 | -189.751479289941 |
104 | 1643 | 1717.75147928994 | -74.7514792899409 |
105 | 1515 | 1717.75147928994 | -202.751479289941 |
106 | 1685 | 1717.75147928994 | -32.7514792899409 |
107 | 2000 | 1717.75147928994 | 282.248520710059 |
108 | 2215 | 1717.75147928994 | 497.248520710059 |
109 | 1956 | 1717.75147928994 | 238.248520710059 |
110 | 1462 | 1717.75147928994 | -255.751479289941 |
111 | 1563 | 1717.75147928994 | -154.751479289941 |
112 | 1459 | 1717.75147928994 | -258.751479289941 |
113 | 1446 | 1717.75147928994 | -271.751479289941 |
114 | 1622 | 1717.75147928994 | -95.751479289941 |
115 | 1657 | 1717.75147928994 | -60.7514792899409 |
116 | 1638 | 1717.75147928994 | -79.751479289941 |
117 | 1643 | 1717.75147928994 | -74.7514792899409 |
118 | 1683 | 1717.75147928994 | -34.7514792899409 |
119 | 2050 | 1717.75147928994 | 332.248520710059 |
120 | 2262 | 1717.75147928994 | 544.248520710059 |
121 | 1813 | 1717.75147928994 | 95.248520710059 |
122 | 1445 | 1717.75147928994 | -272.751479289941 |
123 | 1762 | 1717.75147928994 | 44.2485207100591 |
124 | 1461 | 1717.75147928994 | -256.751479289941 |
125 | 1556 | 1717.75147928994 | -161.751479289941 |
126 | 1431 | 1717.75147928994 | -286.751479289941 |
127 | 1427 | 1717.75147928994 | -290.751479289941 |
128 | 1554 | 1717.75147928994 | -163.751479289941 |
129 | 1645 | 1717.75147928994 | -72.7514792899409 |
130 | 1653 | 1717.75147928994 | -64.751479289941 |
131 | 2016 | 1717.75147928994 | 298.248520710059 |
132 | 2207 | 1717.75147928994 | 489.248520710059 |
133 | 1665 | 1717.75147928994 | -52.7514792899409 |
134 | 1361 | 1717.75147928994 | -356.751479289941 |
135 | 1506 | 1717.75147928994 | -211.751479289941 |
136 | 1360 | 1717.75147928994 | -357.751479289941 |
137 | 1453 | 1717.75147928994 | -264.751479289941 |
138 | 1522 | 1717.75147928994 | -195.751479289941 |
139 | 1460 | 1717.75147928994 | -257.751479289941 |
140 | 1552 | 1717.75147928994 | -165.751479289941 |
141 | 1548 | 1717.75147928994 | -169.751479289941 |
142 | 1827 | 1717.75147928994 | 109.248520710059 |
143 | 1737 | 1717.75147928994 | 19.2485207100591 |
144 | 1941 | 1717.75147928994 | 223.248520710059 |
145 | 1474 | 1717.75147928994 | -243.751479289941 |
146 | 1458 | 1717.75147928994 | -259.751479289941 |
147 | 1542 | 1717.75147928994 | -175.751479289941 |
148 | 1404 | 1717.75147928994 | -313.751479289941 |
149 | 1522 | 1717.75147928994 | -195.751479289941 |
150 | 1385 | 1717.75147928994 | -332.751479289941 |
151 | 1641 | 1717.75147928994 | -76.7514792899409 |
152 | 1510 | 1717.75147928994 | -207.751479289941 |
153 | 1681 | 1717.75147928994 | -36.7514792899409 |
154 | 1938 | 1717.75147928994 | 220.248520710059 |
155 | 1868 | 1717.75147928994 | 150.248520710059 |
156 | 1726 | 1717.75147928994 | 8.24852071005906 |
157 | 1456 | 1717.75147928994 | -261.751479289941 |
158 | 1445 | 1717.75147928994 | -272.751479289941 |
159 | 1456 | 1717.75147928994 | -261.751479289941 |
160 | 1365 | 1717.75147928994 | -352.751479289941 |
161 | 1487 | 1717.75147928994 | -230.751479289941 |
162 | 1558 | 1717.75147928994 | -159.751479289941 |
163 | 1488 | 1717.75147928994 | -229.751479289941 |
164 | 1684 | 1717.75147928994 | -33.7514792899409 |
165 | 1594 | 1717.75147928994 | -123.751479289941 |
166 | 1850 | 1717.75147928994 | 132.248520710059 |
167 | 1998 | 1717.75147928994 | 280.248520710059 |
168 | 2079 | 1717.75147928994 | 361.248520710059 |
169 | 1494 | 1717.75147928994 | -223.751479289941 |
170 | 1057 | 1321.69565217391 | -264.695652173913 |
171 | 1218 | 1321.69565217391 | -103.695652173913 |
172 | 1168 | 1321.69565217391 | -153.695652173913 |
173 | 1236 | 1321.69565217391 | -85.695652173913 |
174 | 1076 | 1321.69565217391 | -245.695652173913 |
175 | 1174 | 1321.69565217391 | -147.695652173913 |
176 | 1139 | 1321.69565217391 | -182.695652173913 |
177 | 1427 | 1321.69565217391 | 105.304347826087 |
178 | 1487 | 1321.69565217391 | 165.304347826087 |
179 | 1483 | 1321.69565217391 | 161.304347826087 |
180 | 1513 | 1321.69565217391 | 191.304347826087 |
181 | 1357 | 1321.69565217391 | 35.304347826087 |
182 | 1165 | 1321.69565217391 | -156.695652173913 |
183 | 1282 | 1321.69565217391 | -39.695652173913 |
184 | 1110 | 1321.69565217391 | -211.695652173913 |
185 | 1297 | 1321.69565217391 | -24.6956521739130 |
186 | 1185 | 1321.69565217391 | -136.695652173913 |
187 | 1222 | 1321.69565217391 | -99.695652173913 |
188 | 1284 | 1321.69565217391 | -37.695652173913 |
189 | 1444 | 1321.69565217391 | 122.304347826087 |
190 | 1575 | 1321.69565217391 | 253.304347826087 |
191 | 1737 | 1321.69565217391 | 415.304347826087 |
192 | 1763 | 1321.69565217391 | 441.304347826087 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.155930802918945 | 0.311861605837890 | 0.844069197081055 |
6 | 0.0664935273773447 | 0.132987054754689 | 0.933506472622655 |
7 | 0.0256738331429404 | 0.0513476662858807 | 0.97432616685706 |
8 | 0.0122173968073303 | 0.0244347936146606 | 0.98778260319267 |
9 | 0.00437997810460291 | 0.00875995620920582 | 0.995620021895397 |
10 | 0.00224015981786413 | 0.00448031963572826 | 0.997759840182136 |
11 | 0.223580158345550 | 0.447160316691101 | 0.77641984165445 |
12 | 0.503981354000824 | 0.99203729199835 | 0.496018645999176 |
13 | 0.420841205312304 | 0.841682410624609 | 0.579158794687696 |
14 | 0.345365652564086 | 0.690731305128172 | 0.654634347435914 |
15 | 0.270018209378631 | 0.540036418757262 | 0.729981790621369 |
16 | 0.219064424415852 | 0.438128848831704 | 0.780935575584148 |
17 | 0.171075044874818 | 0.342150089749637 | 0.828924955125181 |
18 | 0.140711526546593 | 0.281423053093185 | 0.859288473453407 |
19 | 0.114092242558858 | 0.228184485117717 | 0.885907757441142 |
20 | 0.0900792873398668 | 0.180158574679734 | 0.909920712660133 |
21 | 0.0638847643680758 | 0.127769528736152 | 0.936115235631924 |
22 | 0.0882860430336204 | 0.176572086067241 | 0.91171395696638 |
23 | 0.254036608717037 | 0.508073217434074 | 0.745963391282963 |
24 | 0.704134515940508 | 0.591730968118984 | 0.295865484059492 |
25 | 0.709949406325989 | 0.580101187348023 | 0.290050593674011 |
26 | 0.661732750333153 | 0.676534499333694 | 0.338267249666847 |
27 | 0.6065222704779 | 0.7869554590442 | 0.3934777295221 |
28 | 0.559718943813696 | 0.880562112372608 | 0.440281056186304 |
29 | 0.503737541569718 | 0.992524916860563 | 0.496262458430282 |
30 | 0.444960834898957 | 0.889921669797915 | 0.555039165101043 |
31 | 0.390182856040329 | 0.780365712080658 | 0.609817143959671 |
32 | 0.362128112746561 | 0.724256225493122 | 0.637871887253439 |
33 | 0.322724826525610 | 0.645449653051219 | 0.67727517347439 |
34 | 0.318469939735743 | 0.636939879471486 | 0.681530060264257 |
35 | 0.447502775999533 | 0.895005551999066 | 0.552497224000467 |
36 | 0.540190518349439 | 0.919618963301123 | 0.459809481650561 |
37 | 0.562294509844804 | 0.875410980310393 | 0.437705490155196 |
38 | 0.510686000293269 | 0.978627999413462 | 0.489313999706731 |
39 | 0.462277789155232 | 0.924555578310464 | 0.537722210844768 |
40 | 0.443241446768205 | 0.88648289353641 | 0.556758553231795 |
41 | 0.425738673525252 | 0.851477347050504 | 0.574261326474748 |
42 | 0.382073906721554 | 0.764147813443107 | 0.617926093278446 |
43 | 0.362011567326383 | 0.724023134652767 | 0.637988432673617 |
44 | 0.321992731747725 | 0.64398546349545 | 0.678007268252275 |
45 | 0.279428290514557 | 0.558856581029114 | 0.720571709485443 |
46 | 0.265648617004254 | 0.531297234008508 | 0.734351382995746 |
47 | 0.493782232847652 | 0.987564465695305 | 0.506217767152348 |
48 | 0.88993754079162 | 0.220124918416760 | 0.110062459208380 |
49 | 0.901113662368407 | 0.197772675263186 | 0.0988863376315932 |
50 | 0.891931280284286 | 0.216137439431428 | 0.108068719715714 |
51 | 0.874958770476828 | 0.250082459046343 | 0.125041229523172 |
52 | 0.861924268804624 | 0.276151462390753 | 0.138075731195376 |
53 | 0.85774186766057 | 0.28451626467886 | 0.14225813233943 |
54 | 0.83378722062345 | 0.332425558753100 | 0.166212779376550 |
55 | 0.83168351712993 | 0.336632965740139 | 0.168316482870069 |
56 | 0.81345215213225 | 0.373095695735500 | 0.186547847867750 |
57 | 0.829990046479602 | 0.340019907040796 | 0.170009953520398 |
58 | 0.845293937668113 | 0.309412124663774 | 0.154706062331887 |
59 | 0.869886556799951 | 0.260226886400098 | 0.130113443200049 |
60 | 0.899973180621902 | 0.200053638756196 | 0.100026819378098 |
61 | 0.892911538118976 | 0.214176923762047 | 0.107088461881024 |
62 | 0.89981365764821 | 0.200372684703582 | 0.100186342351791 |
63 | 0.898719123289092 | 0.202561753421817 | 0.101280876710908 |
64 | 0.924221577235454 | 0.151556845529093 | 0.0757784227645463 |
65 | 0.910274154620368 | 0.179451690759264 | 0.089725845379632 |
66 | 0.894792536598394 | 0.210414926803213 | 0.105207463401606 |
67 | 0.877169794617804 | 0.245660410764391 | 0.122830205382196 |
68 | 0.864097265370826 | 0.271805469258348 | 0.135902734629174 |
69 | 0.867873641028726 | 0.264252717942547 | 0.132126358971274 |
70 | 0.887176441345612 | 0.225647117308776 | 0.112823558654388 |
71 | 0.908449632411517 | 0.183100735176967 | 0.0915503675884835 |
72 | 0.920869504333542 | 0.158260991332916 | 0.0791304956664582 |
73 | 0.916010299414106 | 0.167979401171788 | 0.0839897005858942 |
74 | 0.940402539413845 | 0.119194921172310 | 0.0595974605861551 |
75 | 0.931292247693514 | 0.137415504612972 | 0.0687077523064859 |
76 | 0.946956055853137 | 0.106087888293727 | 0.0530439441468633 |
77 | 0.945881642017068 | 0.108236715965863 | 0.0541183579829316 |
78 | 0.953436314940004 | 0.0931273701199919 | 0.0465636850599960 |
79 | 0.957766908324575 | 0.0844661833508505 | 0.0422330916754253 |
80 | 0.95441175157656 | 0.0911764968468799 | 0.0455882484234399 |
81 | 0.945791198150969 | 0.108417603698063 | 0.0542088018490313 |
82 | 0.940175035777145 | 0.119649928445711 | 0.0598249642228553 |
83 | 0.936131061979696 | 0.127737876040609 | 0.0638689380203045 |
84 | 0.966338566371464 | 0.0673228672570729 | 0.0336614336285365 |
85 | 0.96691607478516 | 0.066167850429681 | 0.0330839252148405 |
86 | 0.960164119344155 | 0.0796717613116908 | 0.0398358806558454 |
87 | 0.965277069335223 | 0.0694458613295533 | 0.0347229306647767 |
88 | 0.970379455025867 | 0.0592410899482657 | 0.0296205449741328 |
89 | 0.967464051159065 | 0.0650718976818692 | 0.0325359488409346 |
90 | 0.97773730323843 | 0.044525393523138 | 0.022262696761569 |
91 | 0.9753226480452 | 0.0493547039096006 | 0.0246773519548003 |
92 | 0.982127603682625 | 0.0357447926347509 | 0.0178723963173755 |
93 | 0.977903931631157 | 0.0441921367376856 | 0.0220960683688428 |
94 | 0.972580035455954 | 0.0548399290880915 | 0.0274199645440457 |
95 | 0.973652199286683 | 0.0526956014266334 | 0.0263478007133167 |
96 | 0.992147866748658 | 0.0157042665026848 | 0.00785213325134238 |
97 | 0.989944177220263 | 0.0201116455594735 | 0.0100558227797368 |
98 | 0.99108047497721 | 0.0178390500455793 | 0.00891952502278966 |
99 | 0.99185205302911 | 0.0162958939417816 | 0.00814794697089078 |
100 | 0.992689155839436 | 0.0146216883211271 | 0.00731084416056357 |
101 | 0.993587965644624 | 0.0128240687107510 | 0.00641203435537551 |
102 | 0.992587470675183 | 0.0148250586496336 | 0.0074125293248168 |
103 | 0.991334311192622 | 0.0173313776147553 | 0.00866568880737765 |
104 | 0.988786623466502 | 0.0224267530669963 | 0.0112133765334982 |
105 | 0.987197426903214 | 0.0256051461935713 | 0.0128025730967857 |
106 | 0.983488734830613 | 0.0330225303387730 | 0.0165112651693865 |
107 | 0.986210074067875 | 0.0275798518642499 | 0.0137899259321250 |
108 | 0.995481225694707 | 0.00903754861058545 | 0.00451877430529273 |
109 | 0.996074339401285 | 0.00785132119742914 | 0.00392566059871457 |
110 | 0.995808213551387 | 0.00838357289722574 | 0.00419178644861287 |
111 | 0.994712555294524 | 0.0105748894109525 | 0.00528744470547626 |
112 | 0.99438371667621 | 0.0112325666475790 | 0.00561628332378951 |
113 | 0.994202765554047 | 0.0115944688919066 | 0.0057972344459533 |
114 | 0.992371888869807 | 0.0152562222603855 | 0.00762811113019273 |
115 | 0.98993717879755 | 0.0201256424048992 | 0.0100628212024496 |
116 | 0.986889938231705 | 0.0262201235365897 | 0.0131100617682949 |
117 | 0.98303875370743 | 0.0339224925851422 | 0.0169612462925711 |
118 | 0.978201029612118 | 0.043597940775763 | 0.0217989703878815 |
119 | 0.985499028598025 | 0.02900194280395 | 0.014500971401975 |
120 | 0.997273737946519 | 0.0054525241069625 | 0.00272626205348125 |
121 | 0.996840500171403 | 0.00631899965719481 | 0.00315949982859741 |
122 | 0.996604328712003 | 0.00679134257599476 | 0.00339567128799738 |
123 | 0.995731903492709 | 0.0085361930145829 | 0.00426809650729145 |
124 | 0.995231935474466 | 0.0095361290510684 | 0.0047680645255342 |
125 | 0.99383571956488 | 0.0123285608702407 | 0.00616428043512033 |
126 | 0.993579112677005 | 0.0128417746459894 | 0.00642088732299468 |
127 | 0.993393503511835 | 0.0132129929763302 | 0.0066064964881651 |
128 | 0.991524685107479 | 0.0169506297850422 | 0.0084753148925211 |
129 | 0.988655488303615 | 0.0226890233927702 | 0.0113445116963851 |
130 | 0.98495935978621 | 0.0300812804275792 | 0.0150406402137896 |
131 | 0.99022162695995 | 0.0195567460801008 | 0.00977837304005038 |
132 | 0.998279991070906 | 0.00344001785818849 | 0.00172000892909425 |
133 | 0.997591624783056 | 0.00481675043388760 | 0.00240837521694380 |
134 | 0.99789281272571 | 0.00421437454857825 | 0.00210718727428912 |
135 | 0.99729389880209 | 0.00541220239582072 | 0.00270610119791036 |
136 | 0.997677692215397 | 0.00464461556920592 | 0.00232230778460296 |
137 | 0.99735459133933 | 0.00529081732134142 | 0.00264540866067071 |
138 | 0.996546553843356 | 0.0069068923132884 | 0.0034534461566442 |
139 | 0.9960452898774 | 0.00790942024520084 | 0.00395471012260042 |
140 | 0.994686970830008 | 0.0106260583399843 | 0.00531302916999215 |
141 | 0.992957425200093 | 0.0140851495998132 | 0.0070425747999066 |
142 | 0.992033009605433 | 0.0159339807891335 | 0.00796699039456675 |
143 | 0.989583771235881 | 0.020832457528237 | 0.0104162287641185 |
144 | 0.992081659149131 | 0.0158366817017378 | 0.00791834085086891 |
145 | 0.990449484404383 | 0.0191010311912349 | 0.00955051559561747 |
146 | 0.988949707339056 | 0.0221005853218887 | 0.0110502926609443 |
147 | 0.985456060894266 | 0.0290878782114691 | 0.0145439391057345 |
148 | 0.985571134514045 | 0.0288577309719093 | 0.0144288654859547 |
149 | 0.981780174692575 | 0.0364396506148504 | 0.0182198253074252 |
150 | 0.983522709663428 | 0.0329545806731444 | 0.0164772903365722 |
151 | 0.977248897775252 | 0.0455022044494956 | 0.0227511022247478 |
152 | 0.972640095312507 | 0.0547198093749852 | 0.0273599046874926 |
153 | 0.962925549083712 | 0.0741489018325768 | 0.0370744509162884 |
154 | 0.967302522490983 | 0.0653949550180344 | 0.0326974775090172 |
155 | 0.966685544248089 | 0.0666289115038223 | 0.0333144557519111 |
156 | 0.957191721243764 | 0.0856165575124729 | 0.0428082787562364 |
157 | 0.951103839795078 | 0.0977923204098447 | 0.0488961602049223 |
158 | 0.946573335209496 | 0.106853329581008 | 0.0534266647905039 |
159 | 0.94198975976146 | 0.116020480477081 | 0.0580102402385405 |
160 | 0.953946388633883 | 0.0921072227322342 | 0.0460536113661171 |
161 | 0.951782015166047 | 0.0964359696679065 | 0.0482179848339532 |
162 | 0.943781675674247 | 0.112436648651506 | 0.0562183243257532 |
163 | 0.948852829830086 | 0.102294340339828 | 0.0511471701699138 |
164 | 0.93386958805322 | 0.132260823893559 | 0.0661304119467793 |
165 | 0.93201799159513 | 0.13596401680974 | 0.06798200840487 |
166 | 0.908408408610311 | 0.183183182779377 | 0.0915915913896886 |
167 | 0.896695571660102 | 0.206608856679795 | 0.103304428339898 |
168 | 0.946324945345166 | 0.107350109309668 | 0.0536750546548338 |
169 | 0.92576197839223 | 0.148476043215541 | 0.0742380216077707 |
170 | 0.932074147271306 | 0.135851705457388 | 0.0679258527286942 |
171 | 0.912198628384566 | 0.175602743230867 | 0.0878013716154337 |
172 | 0.897139750110684 | 0.205720499778631 | 0.102860249889316 |
173 | 0.867972375515691 | 0.264055248968618 | 0.132027624484309 |
174 | 0.884055444197872 | 0.231889111604255 | 0.115944555802128 |
175 | 0.871741028095492 | 0.256517943809015 | 0.128258971904508 |
176 | 0.875980463407352 | 0.248039073185297 | 0.124019536592648 |
177 | 0.829472349328392 | 0.341055301343216 | 0.170527650671608 |
178 | 0.781248854895941 | 0.437502290208118 | 0.218751145104059 |
179 | 0.723085429655236 | 0.553829140689528 | 0.276914570344764 |
180 | 0.66809790709483 | 0.663804185810341 | 0.331902092905171 |
181 | 0.573634400111421 | 0.852731199777158 | 0.426365599888579 |
182 | 0.540064085792425 | 0.91987182841515 | 0.459935914207575 |
183 | 0.449856183719488 | 0.899712367438976 | 0.550143816280512 |
184 | 0.491029489233679 | 0.982058978467357 | 0.508970510766321 |
185 | 0.403462687220028 | 0.806925374440057 | 0.596537312779972 |
186 | 0.428895543286732 | 0.857791086573464 | 0.571104456713268 |
187 | 0.488140962852544 | 0.976281925705089 | 0.511859037147456 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 18 | 0.098360655737705 | NOK |
5% type I error level | 63 | 0.344262295081967 | NOK |
10% type I error level | 83 | 0.453551912568306 | NOK |