Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 9.51344291208685 -0.493038126713549X[t] -0.00586624036754815M1[t] -0.0902320624428825M2[t] -0.237413071148330M3[t] -0.396283952764732M4[t] -0.568959901929114M5[t] -0.677413071148329M6[t] -0.190982271588986M7[t] + 0.176105912139309M8[t] + 0.222208019614177M9[t] + 0.122157802461159M10[t] -0.0231940958676046M11[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) | 9.51344291208685 | 0.343332 | 27.7091 | 0 | 0 |
X | -0.493038126713549 | 0.113454 | -4.3457 | 2.4e-05 | 1.2e-05 |
M1 | -0.00586624036754815 | 0.371676 | -0.0158 | 0.987426 | 0.493713 |
M2 | -0.0902320624428825 | 0.371681 | -0.2428 | 0.808483 | 0.404242 |
M3 | -0.237413071148330 | 0.371723 | -0.6387 | 0.523904 | 0.261952 |
M4 | -0.396283952764732 | 0.371798 | -1.0659 | 0.288026 | 0.144013 |
M5 | -0.568959901929114 | 0.371802 | -1.5303 | 0.12784 | 0.06392 |
M6 | -0.677413071148329 | 0.371723 | -1.8224 | 0.070189 | 0.035094 |
M7 | -0.190982271588986 | 0.371697 | -0.5138 | 0.608063 | 0.304032 |
M8 | 0.176105912139309 | 0.37168 | 0.4738 | 0.636254 | 0.318127 |
M9 | 0.222208019614177 | 0.371667 | 0.5979 | 0.550738 | 0.275369 |
M10 | 0.122157802461159 | 0.371671 | 0.3287 | 0.742815 | 0.371408 |
M11 | -0.0231940958676046 | 0.371669 | -0.0624 | 0.950315 | 0.475157 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.407635386338191 |
R-squared | 0.166166608195086 |
Adjusted R-squared | 0.106250436328865 |
F-TEST (value) | 2.77331817136276 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 167 |
p-value | 0.00181301404170853 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.01783771150811 |
Sum Squared Residuals | 173.010932363669 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 6.9 | 8.38344974281246 | -1.48344974281246 |
2 | 6.8 | 8.30894468327135 | -1.50894468327135 |
3 | 6.7 | 7.9398965175448 | -1.23989651754480 |
4 | 6.6 | 7.75144334832559 | -1.15144334832559 |
5 | 6.5 | 7.5787673991612 | -1.07876739916121 |
6 | 6.5 | 7.53440918641475 | -1.03440918641475 |
7 | 7 | 8.06028303611118 | -1.06028303611118 |
8 | 7.5 | 8.66895990192912 | -1.16895990192912 |
9 | 7.6 | 8.5918024777256 | -0.991802477725595 |
10 | 7.6 | 8.57063836084675 | -0.970638360846746 |
11 | 7.6 | 8.39077379364803 | -0.790773793648033 |
12 | 7.8 | 8.33015140797433 | -0.530151407974334 |
13 | 8 | 8.10734839185282 | -0.107348391852824 |
14 | 8 | 8.05749523864744 | -0.0574952386474386 |
15 | 8 | 7.83142812966782 | 0.168571870332177 |
16 | 7.9 | 7.68241801058569 | 0.217581989414308 |
17 | 7.9 | 7.61821044929829 | 0.28178955070171 |
18 | 8 | 7.66259909936028 | 0.337400900639725 |
19 | 8.5 | 8.05042227357691 | 0.449577726423091 |
20 | 9.2 | 8.11675720000994 | 1.08324279999006 |
21 | 9.4 | 8.34528341436882 | 1.05471658563118 |
22 | 9.5 | 8.29453700988716 | 1.20546299011284 |
23 | 9.5 | 8.24286235563397 | 1.25713764436603 |
24 | 9.6 | 8.18223996996027 | 1.41776003003973 |
25 | 9.7 | 8.31442440507251 | 1.38557559492748 |
26 | 9.7 | 8.1906155328601 | 1.50938446713990 |
27 | 9.6 | 8.13711176823022 | 1.46288823176978 |
28 | 9.5 | 7.92893707394247 | 1.57106292605753 |
29 | 9.4 | 7.68230540577105 | 1.71769459422895 |
30 | 9.3 | 7.47524461120913 | 1.82475538879087 |
31 | 9.6 | 7.98632731710415 | 1.61367268289585 |
32 | 10.2 | 8.4865357950451 | 1.7134642049549 |
33 | 10.2 | 8.5227771399857 | 1.67722286001430 |
34 | 10.1 | 8.59035988591529 | 1.50964011408471 |
35 | 9.9 | 8.50910294405928 | 1.39089705594072 |
36 | 9.8 | 8.59639199639965 | 1.20360800360035 |
37 | 9.8 | 8.58066499349783 | 1.21933500650217 |
38 | 9.7 | 8.52588145902531 | 1.17411854097469 |
39 | 9.5 | 8.41814350045695 | 1.08185649954305 |
40 | 9.3 | 8.27406376264195 | 1.02593623735805 |
41 | 9.1 | 8.26409039529304 | 0.83590960470696 |
42 | 9 | 8.20987142001231 | 0.790128579987685 |
43 | 9.5 | 8.73574526970874 | 0.764254730291258 |
44 | 10 | 9.05846002203282 | 0.941539977967183 |
45 | 10.2 | 9.1489355609119 | 1.05106443908809 |
46 | 10.1 | 9.03409419995748 | 1.06590580004252 |
47 | 10 | 8.76548276995033 | 1.23451723004967 |
48 | 9.9 | 8.79360724708507 | 1.10639275291493 |
49 | 10 | 8.54122194336075 | 1.45877805663925 |
50 | 9.9 | 8.4962991714225 | 1.40370082857750 |
51 | 9.7 | 8.27516244371002 | 1.42483755628998 |
52 | 9.5 | 8.11136118082648 | 1.38863881917352 |
53 | 9.2 | 8.007710569402 | 1.19228943059800 |
54 | 9 | 7.94856121285413 | 1.05143878714587 |
55 | 9.3 | 8.37582743720785 | 0.92417256279215 |
56 | 9.8 | 8.74291562093615 | 1.05708437906385 |
57 | 9.8 | 8.76436582207534 | 1.03563417792466 |
58 | 9.6 | 8.42272692283268 | 1.17727307716732 |
59 | 9.4 | 8.32667883717527 | 1.07332116282473 |
60 | 9.3 | 8.26605645150157 | 1.03394354849843 |
61 | 9.2 | 8.368658599011 | 0.831341400988995 |
62 | 9.2 | 8.44699535875114 | 0.753004641248857 |
63 | 9 | 8.55619417593674 | 0.44380582406326 |
64 | 8.8 | 8.49593091966305 | 0.304069080336953 |
65 | 8.7 | 8.16548276995033 | 0.534517230049669 |
66 | 8.7 | 7.97814350045695 | 0.721856499543053 |
67 | 9.1 | 8.39061858100926 | 0.709381418990742 |
68 | 9.7 | 8.7774282898061 | 0.922571710193905 |
69 | 9.8 | 8.93692916642508 | 0.863070833574922 |
70 | 9.6 | 8.9946511498204 | 0.605348850179603 |
71 | 9.4 | 8.790134676286 | 0.609865323713993 |
72 | 9.4 | 8.94644906636627 | 0.453550933633731 |
73 | 9.5 | 9.30050065849961 | 0.199499341500388 |
74 | 9.4 | 9.05836263587594 | 0.341637364124057 |
75 | 9.3 | 8.7731309516907 | 0.526869048309299 |
76 | 9.2 | 8.37267138798466 | 0.827328612015339 |
77 | 9 | 8.02743209447054 | 0.972567905529464 |
78 | 8.9 | 8.05209921946398 | 0.847900780536021 |
79 | 9.2 | 8.81463136998291 | 0.385368630017089 |
80 | 9.8 | 9.4726120484722 | 0.327387951527802 |
81 | 9.9 | 9.33135966779592 | 0.568640332204082 |
82 | 9.6 | 9.21158792557436 | 0.388412074425641 |
83 | 9.2 | 9.20428670272539 | -0.00428670272538897 |
84 | 9.1 | 9.22255041732586 | -0.122550417325858 |
85 | 9.1 | 9.03919045134143 | 0.0608095486585682 |
86 | 9 | 8.94003348546469 | 0.0599665145353087 |
87 | 8.9 | 8.66959294508086 | 0.230407054919144 |
88 | 8.7 | 8.54030435106727 | 0.159695648932732 |
89 | 8.5 | 8.53033098371836 | -0.0303309837183563 |
90 | 8.3 | 8.4711816271705 | -0.171181627170495 |
91 | 8.5 | 9.00198585813406 | -0.501985858134059 |
92 | 8.7 | 9.24088412891683 | -0.540884128916831 |
93 | 8.4 | 9.1489355609119 | -0.748935560911905 |
94 | 8.1 | 8.9946511498204 | -0.894651149820397 |
95 | 7.8 | 8.73590048234752 | -0.935900482347517 |
96 | 7.7 | 8.55694894626257 | -0.856948946262566 |
97 | 7.5 | 8.62503842490205 | -1.12503842490205 |
98 | 7.2 | 8.46178650255255 | -1.26178650255255 |
99 | 6.8 | 8.1617636745659 | -1.3617636745659 |
100 | 6.7 | 8.11136118082648 | -1.41136118082648 |
101 | 6.4 | 7.87952065645647 | -1.47952065645647 |
102 | 6.3 | 7.48017499247626 | -1.18017499247626 |
103 | 6.8 | 7.94688426696706 | -1.14688426696706 |
104 | 7.3 | 8.26959901929114 | -0.96959901929114 |
105 | 7.1 | 8.0790428259435 | -0.979042825943504 |
106 | 7 | 8.17127747820877 | -1.17127747820877 |
107 | 6.8 | 7.96183062340724 | -1.16183062340724 |
108 | 6.6 | 8.28577797657011 | -1.68577797657012 |
109 | 6.3 | 8.4228927929495 | -2.12289279294949 |
110 | 6.1 | 8.31387506453848 | -2.21387506453848 |
111 | 6.1 | 8.2455801561072 | -2.14558015610720 |
112 | 6.3 | 7.74158258579132 | -1.44158258579132 |
113 | 6.3 | 7.39634329227719 | -1.09634329227719 |
114 | 6 | 7.39142812966782 | -1.39142812966782 |
115 | 6.2 | 8.01590960470696 | -1.81590960470696 |
116 | 6.4 | 8.37313702590098 | -1.97313702590098 |
117 | 6.8 | 8.6213847653284 | -1.82138476532841 |
118 | 7.5 | 8.47696111677117 | -0.97696111677117 |
119 | 7.5 | 8.44007760631939 | -0.940077606319387 |
120 | 7.6 | 8.43861979585131 | -0.838619795851315 |
121 | 7.6 | 8.07776610425001 | -0.477766104250011 |
122 | 7.4 | 8.12652057638734 | -0.726520576387335 |
123 | 7.3 | 7.95961804261335 | -0.659618042613346 |
124 | 7.1 | 8.2247599499706 | -1.12475994997060 |
125 | 6.9 | 8.28874230162872 | -1.38874230162872 |
126 | 6.8 | 8.4021562894306 | -1.6021562894306 |
127 | 7.5 | 8.69137183830452 | -1.19137183830452 |
128 | 7.6 | 9.06832078456709 | -1.46832078456709 |
129 | 7.8 | 9.11442289204196 | -1.31442289204196 |
130 | 8 | 8.99958153108753 | -0.999581531087532 |
131 | 8.1 | 8.94790687683434 | -0.847906876834343 |
132 | 8.2 | 8.83798067848929 | -0.63798067848929 |
133 | 8.3 | 8.9110005383959 | -0.611000538395908 |
134 | 8.2 | 8.5653245091624 | -0.365324509162395 |
135 | 8 | 8.40828273792268 | -0.408282737922675 |
136 | 7.9 | 8.38746253178607 | -0.487462531786067 |
137 | 7.6 | 8.43172335837565 | -0.831723358375647 |
138 | 7.6 | 8.03730807566257 | -0.437308075662573 |
139 | 8.3 | 8.58783383169468 | -0.287833831694677 |
140 | 8.4 | 8.8070105774089 | -0.407010577408907 |
141 | 8.4 | 8.84818230361664 | -0.44818230361664 |
142 | 8.4 | 8.8566004743406 | -0.456600474340603 |
143 | 8.4 | 8.57319790053205 | -0.173197900532045 |
144 | 8.6 | 8.65555657160528 | -0.0555565716052765 |
145 | 8.9 | 8.72364605024476 | 0.176353949755240 |
146 | 8.8 | 8.8019828099849 | -0.00198280998489668 |
147 | 8.3 | 8.71889675775221 | -0.418896757752211 |
148 | 7.5 | 8.1705257560321 | -0.670525756032105 |
149 | 7.2 | 7.65765349943537 | -0.457653499435374 |
150 | 7.4 | 7.7217636745659 | -0.321763674565901 |
151 | 8.8 | 8.13423875511821 | 0.665761244881788 |
152 | 9.3 | 8.57528265785354 | 0.724717342146461 |
153 | 9.3 | 8.73478353447252 | 0.565216465527477 |
154 | 8.7 | 8.22551167214726 | 0.474488327852739 |
155 | 8.2 | 8.2330015930997 | -0.0330015930996976 |
156 | 8.3 | 8.3942463644471 | -0.0942463644470944 |
157 | 8.5 | 8.39331050534668 | 0.106689494653318 |
158 | 8.6 | 8.15610286399015 | 0.443897136009851 |
159 | 8.5 | 7.76240279192793 | 0.737597208072074 |
160 | 8.2 | 7.75637372959272 | 0.443626270407275 |
161 | 8.1 | 7.70695731210673 | 0.39304268789327 |
162 | 7.9 | 7.42101041727064 | 0.478989582729364 |
163 | 8.6 | 7.77432092261732 | 0.825679077382678 |
164 | 8.7 | 8.15620025014702 | 0.543799749852976 |
165 | 8.7 | 8.17765045128621 | 0.522349548713785 |
166 | 8.5 | 8.41779654156555 | 0.0822034584344554 |
167 | 8.4 | 8.22314083056543 | 0.176859169434574 |
168 | 8.5 | 8.0885627258847 | 0.411437274115305 |
169 | 8.7 | 8.21088639846267 | 0.48911360153733 |
170 | 8.7 | 8.24978010806572 | 0.450219891934277 |
171 | 8.6 | 8.44279540679262 | 0.157204593207376 |
172 | 8.5 | 8.15080423096356 | 0.349195769036437 |
173 | 8.3 | 7.86472951265507 | 0.435270487344935 |
174 | 8 | 7.91404854398419 | 0.0859514560158147 |
175 | 8.2 | 8.53359963775619 | -0.333599637756188 |
176 | 8.1 | 8.88589667768307 | -0.785896677683076 |
177 | 8.1 | 9.1341444171105 | -1.0341444171105 |
178 | 8 | 9.03902458122462 | -1.03902458122462 |
179 | 7.9 | 8.75562200741606 | -0.855622007416058 |
180 | 7.9 | 8.70486038427663 | -0.804860384276631 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.138059209011925 | 0.27611841802385 | 0.861940790988075 |
17 | 0.259726653256166 | 0.519453306512332 | 0.740273346743834 |
18 | 0.438829484713988 | 0.877658969427976 | 0.561170515286012 |
19 | 0.444664782049718 | 0.889329564099436 | 0.555335217950282 |
20 | 0.33144436193824 | 0.66288872387648 | 0.66855563806176 |
21 | 0.281627319753528 | 0.563254639507056 | 0.718372680246472 |
22 | 0.231210736510846 | 0.462421473021692 | 0.768789263489154 |
23 | 0.228734731928969 | 0.457469463857939 | 0.77126526807103 |
24 | 0.214975490624767 | 0.429950981249533 | 0.785024509375233 |
25 | 0.496340650753626 | 0.992681301507252 | 0.503659349246374 |
26 | 0.676325842549987 | 0.647348314900026 | 0.323674157450013 |
27 | 0.891671582878625 | 0.21665683424275 | 0.108328417121375 |
28 | 0.954772898654745 | 0.0904542026905107 | 0.0452271013452553 |
29 | 0.975697813135595 | 0.0486043737288091 | 0.0243021868644046 |
30 | 0.982739673886652 | 0.0345206522266967 | 0.0172603261133483 |
31 | 0.986421961397783 | 0.0271560772044338 | 0.0135780386022169 |
32 | 0.991543830796926 | 0.0169123384061489 | 0.00845616920307445 |
33 | 0.99399600390613 | 0.0120079921877409 | 0.00600399609387047 |
34 | 0.995499027649787 | 0.00900194470042504 | 0.00450097235021252 |
35 | 0.996071734191147 | 0.00785653161770671 | 0.00392826580885336 |
36 | 0.995949306615837 | 0.00810138676832572 | 0.00405069338416286 |
37 | 0.996503031038927 | 0.00699393792214539 | 0.00349696896107269 |
38 | 0.99652396318935 | 0.00695207362130046 | 0.00347603681065023 |
39 | 0.995917994806162 | 0.00816401038767604 | 0.00408200519383802 |
40 | 0.994840906196725 | 0.0103181876065496 | 0.0051590938032748 |
41 | 0.992905324666922 | 0.0141893506661557 | 0.00709467533307785 |
42 | 0.990303597256058 | 0.0193928054878849 | 0.00969640274394246 |
43 | 0.986876171653195 | 0.0262476566936099 | 0.0131238283468050 |
44 | 0.98322453887787 | 0.0335509222442596 | 0.0167754611221298 |
45 | 0.979329996577424 | 0.0413400068451516 | 0.0206700034225758 |
46 | 0.97500264741117 | 0.0499947051776586 | 0.0249973525888293 |
47 | 0.971905212006148 | 0.0561895759877041 | 0.0280947879938520 |
48 | 0.967367136446806 | 0.0652657271063876 | 0.0326328635531938 |
49 | 0.9706700048371 | 0.0586599903257999 | 0.0293299951629000 |
50 | 0.97258350407724 | 0.054832991845521 | 0.0274164959227605 |
51 | 0.974817666856215 | 0.0503646662875708 | 0.0251823331437854 |
52 | 0.976415729357398 | 0.0471685412852032 | 0.0235842706426016 |
53 | 0.975429205132032 | 0.049141589735935 | 0.0245707948679675 |
54 | 0.97285813656342 | 0.0542837268731583 | 0.0271418634365792 |
55 | 0.969047184203334 | 0.0619056315933326 | 0.0309528157966663 |
56 | 0.966752002198067 | 0.0664959956038666 | 0.0332479978019333 |
57 | 0.964506390589745 | 0.0709872188205102 | 0.0354936094102551 |
58 | 0.966639214517038 | 0.0667215709659248 | 0.0333607854829624 |
59 | 0.966887948182565 | 0.0662241036348696 | 0.0331120518174348 |
60 | 0.967330544135565 | 0.0653389117288703 | 0.0326694558644352 |
61 | 0.964872115860219 | 0.0702557682795625 | 0.0351278841397812 |
62 | 0.960505174695765 | 0.0789896506084692 | 0.0394948253042346 |
63 | 0.953941672694592 | 0.0921166546108161 | 0.0460583273054081 |
64 | 0.94740442395433 | 0.105191152091341 | 0.0525955760456705 |
65 | 0.939116056396858 | 0.121767887206284 | 0.0608839436031418 |
66 | 0.932406713054834 | 0.135186573890333 | 0.0675932869451663 |
67 | 0.925025558908384 | 0.149948882183232 | 0.0749744410916158 |
68 | 0.924285369055404 | 0.151429261889193 | 0.0757146309445964 |
69 | 0.922456684401048 | 0.155086631197904 | 0.0775433155989521 |
70 | 0.917037173623291 | 0.165925652753418 | 0.0829628263767088 |
71 | 0.912091322524771 | 0.175817354950457 | 0.0879086774752286 |
72 | 0.90679517038844 | 0.186409659223122 | 0.0932048296115609 |
73 | 0.897821721863969 | 0.204356556272062 | 0.102178278136031 |
74 | 0.885384961914515 | 0.22923007617097 | 0.114615038085485 |
75 | 0.874472479611198 | 0.251055040777604 | 0.125527520388802 |
76 | 0.87374608499398 | 0.25250783001204 | 0.12625391500602 |
77 | 0.882268580097086 | 0.235462839805828 | 0.117731419902914 |
78 | 0.885705163000717 | 0.228589673998565 | 0.114294836999283 |
79 | 0.874590339391306 | 0.250819321217387 | 0.125409660608694 |
80 | 0.870762686793985 | 0.258474626412031 | 0.129237313206015 |
81 | 0.872625755237268 | 0.254748489525463 | 0.127374244762732 |
82 | 0.87002215813936 | 0.259955683721278 | 0.129977841860639 |
83 | 0.866033158272308 | 0.267933683455385 | 0.133966841727692 |
84 | 0.86087444732125 | 0.278251105357501 | 0.139125552678750 |
85 | 0.846403708285901 | 0.307192583428199 | 0.153596291714099 |
86 | 0.831971849726124 | 0.336056300547753 | 0.168028150273876 |
87 | 0.821657506755515 | 0.356684986488971 | 0.178342493244485 |
88 | 0.812448030145272 | 0.375103939709457 | 0.187551969854728 |
89 | 0.804100457228484 | 0.391799085543032 | 0.195899542771516 |
90 | 0.795817470658857 | 0.408365058682286 | 0.204182529341143 |
91 | 0.782807641956985 | 0.434384716086031 | 0.217192358043015 |
92 | 0.777902228137476 | 0.444195543725047 | 0.222097771862524 |
93 | 0.781715431211699 | 0.436569137576602 | 0.218284568788301 |
94 | 0.789840352674521 | 0.420319294650958 | 0.210159647325479 |
95 | 0.799336087002729 | 0.401327825994543 | 0.200663912997272 |
96 | 0.805022759784249 | 0.389954480431503 | 0.194977240215752 |
97 | 0.817969958645236 | 0.364060082709528 | 0.182030041354764 |
98 | 0.841533931208186 | 0.316932137583627 | 0.158466068791814 |
99 | 0.872774208883788 | 0.254451582232425 | 0.127225791116212 |
100 | 0.898322188227149 | 0.203355623545703 | 0.101677811772851 |
101 | 0.923155449174617 | 0.153689101650767 | 0.0768445508253835 |
102 | 0.93381794323127 | 0.132364113537460 | 0.0661820567687299 |
103 | 0.94222225125672 | 0.115555497486561 | 0.0577777487432806 |
104 | 0.943406824028183 | 0.113186351943634 | 0.056593175971817 |
105 | 0.946567566509236 | 0.106864866981528 | 0.0534324334907642 |
106 | 0.953713112057944 | 0.0925737758841118 | 0.0462868879420559 |
107 | 0.960815195894252 | 0.0783696082114961 | 0.0391848041057480 |
108 | 0.977343239655423 | 0.0453135206891536 | 0.0226567603445768 |
109 | 0.99312797100715 | 0.0137440579856976 | 0.00687202899284882 |
110 | 0.998722376152313 | 0.00255524769537494 | 0.00127762384768747 |
111 | 0.999779300399193 | 0.000441399201613267 | 0.000220699600806634 |
112 | 0.999901856064558 | 0.000196287870884726 | 9.81439354423628e-05 |
113 | 0.999940176496853 | 0.000119647006294604 | 5.98235031473019e-05 |
114 | 0.999979931026494 | 4.01379470120565e-05 | 2.00689735060283e-05 |
115 | 0.999998844522104 | 2.31095579142867e-06 | 1.15547789571434e-06 |
116 | 0.999999974974901 | 5.00501970823422e-08 | 2.50250985411711e-08 |
117 | 0.999999999003467 | 1.99306584339363e-09 | 9.96532921696816e-10 |
118 | 0.999999999351746 | 1.29650757395977e-09 | 6.48253786979885e-10 |
119 | 0.999999999391757 | 1.21648698883479e-09 | 6.08243494417397e-10 |
120 | 0.999999999402015 | 1.19597033796966e-09 | 5.97985168984828e-10 |
121 | 0.99999999985154 | 2.96920793622864e-10 | 1.48460396811432e-10 |
122 | 0.99999999998472 | 3.05595360954446e-11 | 1.52797680477223e-11 |
123 | 0.999999999998748 | 2.50427813806731e-12 | 1.25213906903365e-12 |
124 | 0.999999999999472 | 1.05499130460628e-12 | 5.27495652303142e-13 |
125 | 0.999999999999628 | 7.44519827434521e-13 | 3.72259913717260e-13 |
126 | 0.99999999999967 | 6.60098088236329e-13 | 3.30049044118165e-13 |
127 | 0.999999999999806 | 3.87510538670383e-13 | 1.93755269335191e-13 |
128 | 0.99999999999993 | 1.38755351723198e-13 | 6.93776758615988e-14 |
129 | 0.999999999999954 | 9.21156676984928e-14 | 4.60578338492464e-14 |
130 | 0.999999999999887 | 2.26313285773600e-13 | 1.13156642886800e-13 |
131 | 0.999999999999653 | 6.93644300962297e-13 | 3.46822150481149e-13 |
132 | 0.99999999999886 | 2.27814392341765e-12 | 1.13907196170882e-12 |
133 | 0.999999999996685 | 6.63047887245116e-12 | 3.31523943622558e-12 |
134 | 0.99999999999351 | 1.29801452803587e-11 | 6.49007264017937e-12 |
135 | 0.999999999987166 | 2.56683085306287e-11 | 1.28341542653144e-11 |
136 | 0.999999999957496 | 8.50081547953156e-11 | 4.25040773976578e-11 |
137 | 0.999999999868256 | 2.63488159284292e-10 | 1.31744079642146e-10 |
138 | 0.999999999574406 | 8.51187506262285e-10 | 4.25593753131142e-10 |
139 | 0.999999998647308 | 2.70538433342242e-09 | 1.35269216671121e-09 |
140 | 0.999999996175936 | 7.64812768750197e-09 | 3.82406384375098e-09 |
141 | 0.999999989808275 | 2.03834508872750e-08 | 1.01917254436375e-08 |
142 | 0.999999970027932 | 5.99441359363788e-08 | 2.99720679681894e-08 |
143 | 0.999999925687013 | 1.48625974285651e-07 | 7.43129871428253e-08 |
144 | 0.999999862586752 | 2.7482649574107e-07 | 1.37413247870535e-07 |
145 | 0.999999737861474 | 5.24277051706155e-07 | 2.62138525853077e-07 |
146 | 0.999999458866398 | 1.08226720451255e-06 | 5.41133602256274e-07 |
147 | 0.99999843957587 | 3.12084826005777e-06 | 1.56042413002889e-06 |
148 | 0.999998494651817 | 3.01069636548357e-06 | 1.50534818274178e-06 |
149 | 0.99999967959805 | 6.40803901657828e-07 | 3.20401950828914e-07 |
150 | 0.999999494338509 | 1.01132298280733e-06 | 5.05661491403664e-07 |
151 | 0.999998899774547 | 2.20045090626479e-06 | 1.10022545313239e-06 |
152 | 0.999999805665153 | 3.88669693800907e-07 | 1.94334846900453e-07 |
153 | 0.999999995887725 | 8.2245495031511e-09 | 4.11227475157555e-09 |
154 | 0.999999982633902 | 3.47321965624070e-08 | 1.73660982812035e-08 |
155 | 0.999999904276307 | 1.91447386957399e-07 | 9.57236934786997e-08 |
156 | 0.99999950354246 | 9.929150814795e-07 | 4.9645754073975e-07 |
157 | 0.999997490548039 | 5.01890392250203e-06 | 2.50945196125102e-06 |
158 | 0.99998842849863 | 2.31430027407360e-05 | 1.15715013703680e-05 |
159 | 0.999981502632027 | 3.69947359457739e-05 | 1.84973679728870e-05 |
160 | 0.999986872321494 | 2.62553570130624e-05 | 1.31276785065312e-05 |
161 | 0.999962173066466 | 7.56538670681038e-05 | 3.78269335340519e-05 |
162 | 0.999988795034716 | 2.24099305680887e-05 | 1.12049652840444e-05 |
163 | 0.999950961936755 | 9.80761264897134e-05 | 4.90380632448567e-05 |
164 | 0.999282268658918 | 0.00143546268216299 | 0.000717731341081494 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 61 | 0.409395973154362 | NOK |
5% type I error level | 77 | 0.516778523489933 | NOK |
10% type I error level | 95 | 0.63758389261745 | NOK |