Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 9.70561896019673 -0.441040701132333X[t] -0.0985342606738392M1[t] -0.256094958407542M2[t] -0.237083808038267M3[t] -0.193699418555253M4[t] -0.276578442619401M5[t] -0.44275433133854M6[t] -0.609354655164949M7[t] -0.787296025591902M8[t] -0.897691984975736M9[t] -0.408930220057678M10[t] -0.0351936336048432M11[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) | 9.70561896019673 | 0.348316 | 27.8644 | 0 | 0 |
X | -0.441040701132333 | 0.114508 | -3.8516 | 0.000171 | 8.6e-05 |
M1 | -0.0985342606738392 | 0.379431 | -0.2597 | 0.795448 | 0.397724 |
M2 | -0.256094958407542 | 0.379415 | -0.675 | 0.500699 | 0.250349 |
M3 | -0.237083808038267 | 0.379424 | -0.6249 | 0.532987 | 0.266494 |
M4 | -0.193699418555253 | 0.379413 | -0.5105 | 0.61041 | 0.305205 |
M5 | -0.276578442619401 | 0.379417 | -0.729 | 0.467128 | 0.233564 |
M6 | -0.44275433133854 | 0.379414 | -1.1669 | 0.245026 | 0.122513 |
M7 | -0.609354655164949 | 0.379442 | -1.6059 | 0.110326 | 0.055163 |
M8 | -0.787296025591902 | 0.379444 | -2.0749 | 0.039652 | 0.019826 |
M9 | -0.897691984975736 | 0.379417 | -2.366 | 0.019219 | 0.00961 |
M10 | -0.408930220057678 | 0.379412 | -1.0778 | 0.282797 | 0.141399 |
M11 | -0.0351936336048432 | 0.379429 | -0.0928 | 0.926219 | 0.463109 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.388941212446403 |
R-squared | 0.151275266739278 |
Adjusted R-squared | 0.0855675454545772 |
F-TEST (value) | 2.30224490792835 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 155 |
p-value | 0.00997026602697082 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.00382229268530 |
Sum Squared Residuals | 156.187175270256 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 7.6 | 8.65443678507697 | -1.05443678507697 |
2 | 7.6 | 8.46600323826408 | -0.866003238264084 |
3 | 7.8 | 8.41003746944086 | -0.61003746944086 |
4 | 8 | 8.25936395042565 | -0.259363950425649 |
5 | 8 | 8.20735777544076 | -0.207357775440761 |
6 | 8 | 7.97061537454045 | 0.0293846254595509 |
7 | 7.9 | 7.81283586473669 | 0.087164135263311 |
8 | 7.9 | 7.73192344855885 | 0.168076551441152 |
9 | 8 | 7.75825010652604 | 0.241749893473963 |
10 | 8.5 | 8.15880373121763 | 0.341196268782372 |
11 | 9.2 | 8.26350548997974 | 0.93649451002026 |
12 | 9.4 | 8.46188418300355 | 0.938115816996453 |
13 | 9.5 | 8.40745399244294 | 1.09254600755706 |
14 | 9.5 | 8.33369102792438 | 1.16630897207562 |
15 | 9.6 | 8.27772525910116 | 1.32227474089884 |
16 | 9.7 | 8.44460104490123 | 1.25539895509877 |
17 | 9.7 | 8.3264387647465 | 1.37356123525351 |
18 | 9.6 | 8.2440606092425 | 1.35593939075750 |
19 | 9.5 | 8.03335621530286 | 1.46664378469714 |
20 | 9.4 | 7.78925873970605 | 1.61074126029395 |
21 | 9.3 | 7.59065464009575 | 1.70934535990425 |
22 | 9.6 | 8.10146844007043 | 1.49853155992957 |
23 | 10.2 | 8.594286015829 | 1.60571398417101 |
24 | 10.2 | 8.62065883541119 | 1.57934116458881 |
25 | 10.1 | 8.67207841312234 | 1.42792158687766 |
26 | 9.9 | 8.57185300653584 | 1.32814699346416 |
27 | 9.8 | 8.64819944805232 | 1.15180055194768 |
28 | 9.8 | 8.68276302351269 | 1.11723697648731 |
29 | 9.7 | 8.62634644151648 | 1.07365355848352 |
30 | 9.5 | 8.49545380888793 | 1.00454619111207 |
31 | 9.3 | 8.34208470609549 | 0.957915293904513 |
32 | 9.1 | 8.3096867670422 | 0.790313232957795 |
33 | 9 | 8.24780528478293 | 0.752194715217072 |
34 | 9.5 | 8.77185030579157 | 0.728149694208429 |
35 | 10 | 9.1058932291425 | 0.894106770857504 |
36 | 10.2 | 9.18078052584925 | 1.01921947415075 |
37 | 10.1 | 9.06901504414144 | 1.03098495585856 |
38 | 10 | 8.80119417112465 | 1.19880582887535 |
39 | 9.9 | 8.82461572850525 | 1.07538427149475 |
40 | 10 | 8.6474797674221 | 1.3525202325779 |
41 | 9.9 | 8.59988399944854 | 1.30011600055146 |
42 | 9.7 | 8.36755200555955 | 1.33244799444045 |
43 | 9.5 | 8.19654127472182 | 1.30345872527818 |
44 | 9.2 | 8.0803456024534 | 1.11965439754661 |
45 | 9 | 8.01405371318279 | 0.985946286817209 |
46 | 9.3 | 8.44989059396497 | 0.850109406035033 |
47 | 9.8 | 8.8236271804178 | 0.976372819582197 |
48 | 9.8 | 8.83676877896603 | 0.96323122103397 |
49 | 9.6 | 8.52212457473735 | 1.07787542526265 |
50 | 9.4 | 8.40866794711688 | 0.991332052883123 |
51 | 9.3 | 8.35270217829366 | 0.947297821706344 |
52 | 9.2 | 8.49311552202578 | 0.706884477974215 |
53 | 9.2 | 8.5557799293353 | 0.644220070664695 |
54 | 9 | 8.61894520520498 | 0.381054794795020 |
55 | 8.8 | 8.54055302160504 | 0.259446978394963 |
56 | 8.7 | 8.22147862681574 | 0.478521373184261 |
57 | 8.7 | 8.04051615525073 | 0.659483844749268 |
58 | 9.1 | 8.46312181499894 | 0.636878185001062 |
59 | 9.7 | 8.85450002949707 | 0.845499970502932 |
60 | 9.8 | 8.99113302436235 | 0.808866975637654 |
61 | 9.6 | 9.03373178805085 | 0.566268211949146 |
62 | 9.4 | 8.82324620618127 | 0.57675379381873 |
63 | 9.4 | 8.96133834585628 | 0.438661654143725 |
64 | 9.5 | 9.3266824471659 | 0.173317552834107 |
65 | 9.4 | 9.1026703987394 | 0.297329601260603 |
66 | 9.3 | 8.8130031137032 | 0.486996886296795 |
67 | 9.2 | 8.43029284632195 | 0.769707153678045 |
68 | 9 | 8.09798723049868 | 0.902012769501316 |
69 | 8.9 | 8.10667226042058 | 0.79332773957942 |
70 | 9.2 | 8.84241681797274 | 0.357583182027255 |
71 | 9.8 | 9.47636741809366 | 0.323632581906345 |
72 | 9.9 | 9.34396558526821 | 0.556034414731788 |
73 | 9.6 | 9.22778969654908 | 0.37221030345092 |
74 | 9.2 | 9.19372039513243 | 0.00627960486756947 |
75 | 9.1 | 9.20832113849038 | -0.108321138490382 |
76 | 9.1 | 9.09293087556576 | 0.0070691244342427 |
77 | 9 | 8.99682063046764 | 0.00317936953236231 |
78 | 8.9 | 8.72038456646542 | 0.179615433534584 |
79 | 8.7 | 8.58024668470695 | 0.119753315293052 |
80 | 8.5 | 8.54784874565366 | -0.0478487456536638 |
81 | 8.3 | 8.48155685638306 | -0.181556856383063 |
82 | 8.5 | 9.01001228440303 | -0.51001228440303 |
83 | 8.7 | 9.26907828856146 | -0.56907828856146 |
84 | 8.4 | 9.18078052584925 | -0.780780525849249 |
85 | 8.1 | 9.03373178805085 | -0.933731788050854 |
86 | 7.8 | 8.77473172905671 | -0.974731729056714 |
87 | 7.7 | 8.61291619196173 | -0.912916191961733 |
88 | 7.5 | 8.7224566866146 | -1.22245668661460 |
89 | 7.2 | 8.56901115036928 | -1.36901115036928 |
90 | 6.8 | 8.26611264429911 | -1.46611264429911 |
91 | 6.7 | 8.19654127472182 | -1.49654127472182 |
92 | 6.4 | 7.96567502015898 | -1.56567502015898 |
93 | 6.3 | 7.59506504710708 | -1.29506504710708 |
94 | 6.8 | 8.06618518397984 | -1.26618518397984 |
95 | 7.3 | 8.40022810733076 | -1.10022810733076 |
96 | 7.1 | 8.22372220439209 | -1.12372220439209 |
97 | 7 | 8.29719381715986 | -1.29719381715986 |
98 | 6.8 | 8.08229782827895 | -1.28229782827895 |
99 | 6.6 | 8.37034380633895 | -1.77034380633895 |
100 | 6.3 | 8.54162999915034 | -2.24162999915034 |
101 | 6.1 | 8.43669894002957 | -2.33669894002957 |
102 | 6.1 | 8.34108956349161 | -2.24108956349161 |
103 | 6.3 | 7.86576074887257 | -1.56576074887257 |
104 | 6.3 | 7.5334551330493 | -1.23345513304930 |
105 | 6 | 7.51567772090325 | -1.51567772090325 |
106 | 6.2 | 8.12793088213837 | -1.92793088213837 |
107 | 6.4 | 8.49284665456855 | -2.09284665456855 |
108 | 6.8 | 8.70886697563765 | -1.90886697563765 |
109 | 7.5 | 8.5706390518619 | -1.07063905186190 |
110 | 7.5 | 8.51010730837731 | -1.01010730837731 |
111 | 7.6 | 8.50706642368997 | -0.907066423689973 |
112 | 7.6 | 8.2329015083577 | -0.632901508357709 |
113 | 7.4 | 8.26910347359929 | -0.869103473599288 |
114 | 7.3 | 8.08528595683486 | -0.785285956834857 |
115 | 7.1 | 8.29798063598225 | -1.19798063598226 |
116 | 6.9 | 8.33173880209882 | -1.43173880209882 |
117 | 6.8 | 8.41981115822454 | -1.61981115822454 |
118 | 7.5 | 8.73215664268966 | -1.23215664268966 |
119 | 7.6 | 9.11471404316514 | -1.51471404316514 |
120 | 7.8 | 9.14990767676999 | -1.34990767676999 |
121 | 8 | 9.03814219506218 | -1.03814219506218 |
122 | 8.1 | 8.96437923054362 | -0.864379230543617 |
123 | 8.2 | 8.86430939160716 | -0.664309391607163 |
124 | 8.3 | 8.97826029327135 | -0.67826029327135 |
125 | 8.2 | 8.66162969760707 | -0.461629697607066 |
126 | 8 | 8.48663299486528 | -0.48663299486528 |
127 | 7.9 | 8.44352406735592 | -0.543524067355924 |
128 | 7.6 | 8.4596406054272 | -0.859640605427198 |
129 | 7.6 | 8.09344103938661 | -0.493441039386611 |
130 | 8.3 | 8.63953809545187 | -0.33953809545187 |
131 | 8.4 | 8.880962471565 | -0.480962471565007 |
132 | 8.4 | 8.91174569815853 | -0.511745698158526 |
133 | 8.4 | 8.9102403917338 | -0.5102403917338 |
134 | 8.4 | 8.62918829768304 | -0.229188297683044 |
135 | 8.6 | 8.7011243321882 | -0.101124332188200 |
136 | 8.9 | 8.81066482684106 | 0.0893351731589363 |
137 | 8.8 | 8.87332923415059 | -0.0733292341505839 |
138 | 8.3 | 8.76448863657865 | -0.464488636578649 |
139 | 7.5 | 8.2494661588577 | -0.749466158857698 |
140 | 7.2 | 7.76720670464943 | -0.567206704649435 |
141 | 7.4 | 7.81117499066192 | -0.411174990661918 |
142 | 8.8 | 8.23378065041013 | 0.566219349589876 |
143 | 9.3 | 8.67367334203281 | 0.62632665796719 |
144 | 9.3 | 8.81030633689809 | 0.489693663101911 |
145 | 8.7 | 8.34570829428441 | 0.354291705715585 |
146 | 8.2 | 8.32487021390173 | -0.124870213901735 |
147 | 8.3 | 8.46737276058806 | -0.167372760588062 |
148 | 8.5 | 8.5151675570824 | -0.0151675570824012 |
149 | 8.6 | 8.29556591566723 | 0.304434084332771 |
150 | 8.5 | 7.90886967638192 | 0.591130323618076 |
151 | 8.2 | 7.87899196990654 | 0.32100803009346 |
152 | 8.1 | 7.81131077476267 | 0.288689225237331 |
153 | 7.9 | 7.5421401629712 | 0.357859837028805 |
154 | 8.6 | 7.91182093858352 | 0.688179061416478 |
155 | 8.7 | 8.29878874607033 | 0.401211253929671 |
156 | 8.7 | 8.31193034461855 | 0.388069655381446 |
157 | 8.5 | 8.51771416772602 | -0.0177141677260242 |
158 | 8.4 | 8.31604939987909 | 0.0839506001209126 |
159 | 8.5 | 8.19392752588602 | 0.306072474113983 |
160 | 8.7 | 8.35198249766344 | 0.348017502336561 |
161 | 8.7 | 8.37936364888237 | 0.320636351117627 |
162 | 8.6 | 8.51750584394454 | 0.0824941560554566 |
163 | 8.5 | 8.2318245308124 | 0.268175469187595 |
164 | 8.3 | 7.95244379912501 | 0.347556200874986 |
165 | 8 | 7.98318086410353 | 0.0168191358964721 |
166 | 8.2 | 8.59102361832731 | -0.391023618327315 |
167 | 8.1 | 8.95152898374618 | -0.85152898374618 |
168 | 8.1 | 9.16754930481528 | -1.06754930481528 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.812618092131126 | 0.374763815737748 | 0.187381907868874 |
17 | 0.866420671973246 | 0.267158656053508 | 0.133579328026754 |
18 | 0.888143848456148 | 0.223712303087704 | 0.111856151543852 |
19 | 0.876710185158685 | 0.24657962968263 | 0.123289814841315 |
20 | 0.868179839522416 | 0.263640320955168 | 0.131820160477584 |
21 | 0.868848232060569 | 0.262303535878862 | 0.131151767939431 |
22 | 0.85152408121574 | 0.296951837568520 | 0.148475918784260 |
23 | 0.82091784485275 | 0.3581643102945 | 0.17908215514725 |
24 | 0.78612652231236 | 0.42774695537528 | 0.21387347768764 |
25 | 0.796110470774302 | 0.407779058451396 | 0.203889529225698 |
26 | 0.780313370213353 | 0.439373259573293 | 0.219686629786647 |
27 | 0.732646088426619 | 0.534707823146762 | 0.267353911573381 |
28 | 0.678173195273636 | 0.643653609452729 | 0.321826804726364 |
29 | 0.620867824392672 | 0.758264351214656 | 0.379132175607328 |
30 | 0.564495022679277 | 0.871009954641446 | 0.435504977320723 |
31 | 0.511174314213436 | 0.977651371573128 | 0.488825685786564 |
32 | 0.471384690455173 | 0.942769380910346 | 0.528615309544827 |
33 | 0.431250427603886 | 0.862500855207773 | 0.568749572396114 |
34 | 0.385338725227733 | 0.770677450455466 | 0.614661274772267 |
35 | 0.350786528730605 | 0.70157305746121 | 0.649213471269395 |
36 | 0.310709953997028 | 0.621419907994056 | 0.689290046002972 |
37 | 0.273779794983133 | 0.547559589966266 | 0.726220205016867 |
38 | 0.25061651029397 | 0.50123302058794 | 0.74938348970603 |
39 | 0.219440212700222 | 0.438880425400445 | 0.780559787299778 |
40 | 0.209960454338528 | 0.419920908677056 | 0.790039545661472 |
41 | 0.196408404976754 | 0.392816809953508 | 0.803591595023246 |
42 | 0.187402692632632 | 0.374805385265263 | 0.812597307367368 |
43 | 0.177363801666554 | 0.354727603333109 | 0.822636198333446 |
44 | 0.159105526707458 | 0.318211053414916 | 0.840894473292542 |
45 | 0.138669430267586 | 0.277338860535171 | 0.861330569732414 |
46 | 0.118310032934226 | 0.236620065868452 | 0.881689967065774 |
47 | 0.105958207023217 | 0.211916414046434 | 0.894041792976783 |
48 | 0.0953051703061415 | 0.190610340612283 | 0.904694829693859 |
49 | 0.0939226199494215 | 0.187845239898843 | 0.906077380050578 |
50 | 0.08796680484147 | 0.17593360968294 | 0.91203319515853 |
51 | 0.082326916499614 | 0.164653832999228 | 0.917673083500386 |
52 | 0.0725034009150128 | 0.145006801830026 | 0.927496599084987 |
53 | 0.0633360910720488 | 0.126672182144098 | 0.936663908927951 |
54 | 0.0581951191152598 | 0.116390238230520 | 0.94180488088474 |
55 | 0.0557399400357882 | 0.111479880071576 | 0.944260059964212 |
56 | 0.0488044195502864 | 0.0976088391005728 | 0.951195580449714 |
57 | 0.0424934972436404 | 0.0849869944872808 | 0.95750650275636 |
58 | 0.0365356890274287 | 0.0730713780548574 | 0.963464310972571 |
59 | 0.0347288749948337 | 0.0694577499896675 | 0.965271125005166 |
60 | 0.0329990315390883 | 0.0659980630781766 | 0.967000968460912 |
61 | 0.0277187984615395 | 0.055437596923079 | 0.97228120153846 |
62 | 0.0237508296845828 | 0.0475016593691656 | 0.976249170315417 |
63 | 0.0201650398853337 | 0.0403300797706674 | 0.979834960114666 |
64 | 0.0179212209529714 | 0.0358424419059427 | 0.982078779047029 |
65 | 0.0151739845361251 | 0.0303479690722502 | 0.984826015463875 |
66 | 0.0127748637189093 | 0.0255497274378185 | 0.98722513628109 |
67 | 0.0118384106529174 | 0.0236768213058349 | 0.988161589347083 |
68 | 0.0120897163549597 | 0.0241794327099194 | 0.98791028364504 |
69 | 0.0118373855096900 | 0.0236747710193801 | 0.98816261449031 |
70 | 0.0101012461930390 | 0.0202024923860780 | 0.98989875380696 |
71 | 0.00953809897946214 | 0.0190761979589243 | 0.990461901020538 |
72 | 0.0094553775806422 | 0.0189107551612844 | 0.990544622419358 |
73 | 0.00819622837350356 | 0.0163924567470071 | 0.991803771626496 |
74 | 0.00711796519007041 | 0.0142359303801408 | 0.99288203480993 |
75 | 0.00622554004683894 | 0.0124510800936779 | 0.993774459953161 |
76 | 0.0054389000322854 | 0.0108778000645708 | 0.994561099967715 |
77 | 0.0048440430307883 | 0.0096880860615766 | 0.995155956969212 |
78 | 0.00441331893768721 | 0.00882663787537443 | 0.995586681062313 |
79 | 0.0041419388740285 | 0.008283877748057 | 0.995858061125972 |
80 | 0.00398640431322031 | 0.00797280862644062 | 0.99601359568678 |
81 | 0.00399344330500874 | 0.00798688661001748 | 0.996006556694991 |
82 | 0.004061896181183 | 0.008123792362366 | 0.995938103818817 |
83 | 0.00540556810565317 | 0.0108111362113063 | 0.994594431894347 |
84 | 0.0094520323731698 | 0.0189040647463396 | 0.99054796762683 |
85 | 0.0132438990550808 | 0.0264877981101616 | 0.98675610094492 |
86 | 0.0196270353180778 | 0.0392540706361557 | 0.980372964681922 |
87 | 0.0286916688204048 | 0.0573833376408097 | 0.971308331179595 |
88 | 0.0505859714726124 | 0.101171942945225 | 0.949414028527388 |
89 | 0.0963036934369434 | 0.192607386873887 | 0.903696306563057 |
90 | 0.184729363586109 | 0.369458727172219 | 0.81527063641389 |
91 | 0.289951975679941 | 0.579903951359881 | 0.71004802432006 |
92 | 0.423405567913119 | 0.846811135826238 | 0.576594432086881 |
93 | 0.529333190256979 | 0.941333619486042 | 0.470666809743021 |
94 | 0.611955942993161 | 0.776088114013678 | 0.388044057006839 |
95 | 0.664334563478955 | 0.67133087304209 | 0.335665436521045 |
96 | 0.718231202843315 | 0.563537594313369 | 0.281768797156685 |
97 | 0.763689039211929 | 0.472621921576142 | 0.236310960788071 |
98 | 0.804267003991935 | 0.391465992016131 | 0.195732996008065 |
99 | 0.878488116953503 | 0.243023766092995 | 0.121511883046497 |
100 | 0.957932957956173 | 0.0841340840876543 | 0.0420670420438271 |
101 | 0.991075697489078 | 0.0178486050218449 | 0.00892430251092246 |
102 | 0.998308031975625 | 0.00338393604875036 | 0.00169196802437518 |
103 | 0.999257402759571 | 0.00148519448085768 | 0.000742597240428841 |
104 | 0.999555230509382 | 0.000889538981235302 | 0.000444769490617651 |
105 | 0.999846030690212 | 0.000307938619576432 | 0.000153969309788216 |
106 | 0.999989294799248 | 2.14104015047177e-05 | 1.07052007523588e-05 |
107 | 0.999999720619918 | 5.58760163823678e-07 | 2.79380081911839e-07 |
108 | 0.999999987222456 | 2.55550883143679e-08 | 1.27775441571839e-08 |
109 | 0.99999999183752 | 1.63249617520293e-08 | 8.16248087601466e-09 |
110 | 0.99999999275291 | 1.44941798697542e-08 | 7.24708993487712e-09 |
111 | 0.999999993668289 | 1.26634228280509e-08 | 6.33171141402543e-09 |
112 | 0.999999998181994 | 3.63601283856146e-09 | 1.81800641928073e-09 |
113 | 0.999999999778185 | 4.43629708030892e-10 | 2.21814854015446e-10 |
114 | 0.999999999977775 | 4.44501874759462e-11 | 2.22250937379731e-11 |
115 | 0.999999999990455 | 1.90896277900824e-11 | 9.54481389504121e-12 |
116 | 0.999999999993468 | 1.30640916750116e-11 | 6.53204583750581e-12 |
117 | 0.999999999994513 | 1.09742808319523e-11 | 5.48714041597614e-12 |
118 | 0.999999999996887 | 6.22555606579576e-12 | 3.11277803289788e-12 |
119 | 0.99999999999896 | 2.08013082624772e-12 | 1.04006541312386e-12 |
120 | 0.999999999999356 | 1.28831180615842e-12 | 6.44155903079211e-13 |
121 | 0.99999999999867 | 2.65765677546652e-12 | 1.32882838773326e-12 |
122 | 0.999999999995806 | 8.38727004856295e-12 | 4.19363502428147e-12 |
123 | 0.999999999986702 | 2.65953570925540e-11 | 1.32976785462770e-11 |
124 | 0.999999999963983 | 7.20334507345692e-11 | 3.60167253672846e-11 |
125 | 0.99999999993281 | 1.34381429479520e-10 | 6.71907147397598e-11 |
126 | 0.999999999871322 | 2.57354996294906e-10 | 1.28677498147453e-10 |
127 | 0.999999999582326 | 8.35348728000453e-10 | 4.17674364000227e-10 |
128 | 0.999999998738106 | 2.52378730206586e-09 | 1.26189365103293e-09 |
129 | 0.99999999601819 | 7.96361838443215e-09 | 3.98180919221608e-09 |
130 | 0.999999987799275 | 2.44014491374323e-08 | 1.22007245687162e-08 |
131 | 0.999999967179686 | 6.56406272752546e-08 | 3.28203136376273e-08 |
132 | 0.999999915720655 | 1.68558689377557e-07 | 8.42793446887787e-08 |
133 | 0.99999975234873 | 4.95302540284036e-07 | 2.47651270142018e-07 |
134 | 0.999999303827502 | 1.39234499587402e-06 | 6.96172497937012e-07 |
135 | 0.999998269264663 | 3.46147067317826e-06 | 1.73073533658913e-06 |
136 | 0.99999635416678 | 7.29166643876348e-06 | 3.64583321938174e-06 |
137 | 0.99999164531194 | 1.67093761213426e-05 | 8.35468806067132e-06 |
138 | 0.999977071854355 | 4.58562912908313e-05 | 2.29281456454156e-05 |
139 | 0.999978334351149 | 4.33312977018524e-05 | 2.16656488509262e-05 |
140 | 0.999993498851175 | 1.30022976495694e-05 | 6.5011488247847e-06 |
141 | 0.999989637312033 | 2.07253759337577e-05 | 1.03626879668788e-05 |
142 | 0.999977381336326 | 4.52373273478891e-05 | 2.26186636739445e-05 |
143 | 0.999994420182903 | 1.11596341948312e-05 | 5.57981709741558e-06 |
144 | 0.999999835004708 | 3.29990584769918e-07 | 1.64995292384959e-07 |
145 | 0.999999119169238 | 1.76166152458454e-06 | 8.8083076229227e-07 |
146 | 0.999995993166488 | 8.01366702409177e-06 | 4.00683351204588e-06 |
147 | 0.999978482334441 | 4.30353311175083e-05 | 2.15176655587542e-05 |
148 | 0.999895418798486 | 0.000209162403028774 | 0.000104581201514387 |
149 | 0.999513123333525 | 0.00097375333295029 | 0.000486876666475145 |
150 | 0.998724547390117 | 0.00255090521976649 | 0.00127545260988325 |
151 | 0.998244968416459 | 0.00351006316708264 | 0.00175503158354132 |
152 | 0.993722162189322 | 0.0125556756213564 | 0.00627783781067818 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 56 | 0.408759124087591 | NOK |
5% type I error level | 77 | 0.562043795620438 | NOK |
10% type I error level | 85 | 0.62043795620438 | NOK |