Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 0.218696812913364 + 0.0214033923580752X[t] + 1.38294217269954Y1[t] -0.440570189496239Y2[t] -0.255229751929124Y3[t] + 0.289096046118345Y4[t] -0.161991160311381M1[t] -0.138075749392786M2[t] -0.118629659389799M3[t] -0.158456291128355M4[t] -0.106289572157702M5[t] + 0.448837334806040M6[t] + 0.0935944507375918M7[t] -0.115701160265447M8[t] + 0.0501367232538751M9[t] -0.0165214692594234M10[t] + 0.0682679561748867M11[t] -0.000532440156977438t + 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) | 0.218696812913364 | 0.189627 | 1.1533 | 0.250673 | 0.125337 |
X | 0.0214033923580752 | 0.021647 | 0.9887 | 0.324425 | 0.162213 |
Y1 | 1.38294217269954 | 0.079547 | 17.3852 | 0 | 0 |
Y2 | -0.440570189496239 | 0.139215 | -3.1647 | 0.00189 | 0.000945 |
Y3 | -0.255229751929124 | 0.139883 | -1.8246 | 0.070106 | 0.035053 |
Y4 | 0.289096046118345 | 0.080791 | 3.5783 | 0.00047 | 0.000235 |
M1 | -0.161991160311381 | 0.068284 | -2.3723 | 0.01898 | 0.00949 |
M2 | -0.138075749392786 | 0.069296 | -1.9926 | 0.048174 | 0.024087 |
M3 | -0.118629659389799 | 0.068567 | -1.7301 | 0.085723 | 0.042861 |
M4 | -0.158456291128355 | 0.06797 | -2.3313 | 0.021107 | 0.010553 |
M5 | -0.106289572157702 | 0.068547 | -1.5506 | 0.123161 | 0.06158 |
M6 | 0.448837334806040 | 0.067849 | 6.6152 | 0 | 0 |
M7 | 0.0935944507375918 | 0.075713 | 1.2362 | 0.21838 | 0.10919 |
M8 | -0.115701160265447 | 0.084064 | -1.3763 | 0.170823 | 0.085411 |
M9 | 0.0501367232538751 | 0.084889 | 0.5906 | 0.555693 | 0.277847 |
M10 | -0.0165214692594234 | 0.076516 | -0.2159 | 0.829349 | 0.414675 |
M11 | 0.0682679561748867 | 0.069499 | 0.9823 | 0.32758 | 0.16379 |
t | -0.000532440156977438 | 0.000333 | -1.5975 | 0.112312 | 0.056156 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.988075861397124 |
R-squared | 0.97629390787567 |
Adjusted R-squared | 0.97353360947763 |
F-TEST (value) | 353.691437334976 |
F-TEST (DF numerator) | 17 |
F-TEST (DF denominator) | 146 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.171762517264902 |
Sum Squared Residuals | 4.30734490122769 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 8 | 7.99993434864062 | 6.56513593800204e-05 |
2 | 8 | 7.88758187389446 | 0.112418126105540 |
3 | 7.9 | 7.91284071473113 | -0.0128407147311306 |
4 | 7.9 | 7.78729788847055 | 0.112702111529449 |
5 | 8 | 7.87635413460285 | 0.123645865397153 |
6 | 8.5 | 8.5990464723441 | -0.0990464723440924 |
7 | 9.2 | 8.8748316802454 | 0.325168319754592 |
8 | 9.4 | 9.37933582486155 | 0.0206641751384513 |
9 | 9.5 | 9.4119849595279 | 0.0880150404720975 |
10 | 9.5 | 9.35679505838908 | 0.143204941610919 |
11 | 9.6 | 9.55195488331468 | 0.0480451166853189 |
12 | 9.7 | 9.64775198842327 | 0.0522480115767324 |
13 | 9.7 | 9.61008746227572 | 0.0899125377242815 |
14 | 9.6 | 9.55982379434677 | 0.0401762056532345 |
15 | 9.5 | 9.44597019557755 | 0.0540298044224499 |
16 | 9.4 | 9.34349403882723 | 0.0565059611727672 |
17 | 9.3 | 9.3306947729851 | -0.0306947729851053 |
18 | 9.6 | 9.78659524243471 | -0.186595242434714 |
19 | 10.2 | 9.88059404361317 | 0.319405956386828 |
20 | 10.2 | 10.3654016776522 | -0.165401677652248 |
21 | 10.1 | 10.1536093237245 | -0.0536093237245325 |
22 | 9.9 | 9.87893299545578 | 0.0210670045442195 |
23 | 9.8 | 9.90133375180729 | -0.101333751807287 |
24 | 9.8 | 9.80830421914479 | -0.00830421914478972 |
25 | 9.7 | 9.71068977985856 | -0.010689779858562 |
26 | 9.5 | 9.56177002793082 | -0.0617700279308206 |
27 | 9.3 | 9.31860055580397 | -0.0186005558039693 |
28 | 9.1 | 9.10822694298252 | -0.00822694298252507 |
29 | 9 | 8.99116879777014 | 0.00883120222986119 |
30 | 9.5 | 9.4870975549797 | 0.0129024450202934 |
31 | 10 | 9.86200338252806 | 0.137996617471940 |
32 | 10.2 | 10.0891387836267 | 0.110861216373288 |
33 | 10.1 | 10.1548651879752 | -0.0548651879751908 |
34 | 10 | 9.88355029531984 | 0.116449704680158 |
35 | 9.9 | 9.96685812102661 | -0.0668581210266119 |
36 | 10 | 9.89786440697004 | 0.102135593029963 |
37 | 9.9 | 9.91259314191369 | -0.0125931419136879 |
38 | 9.7 | 9.75344875589052 | -0.053448755890519 |
39 | 9.5 | 9.48561244426507 | 0.0143875557349250 |
40 | 9.2 | 9.3082150806035 | -0.108215080603500 |
41 | 9 | 9.05307675204474 | -0.0530767520447411 |
42 | 9.3 | 9.4590489894056 | -0.159048989405593 |
43 | 9.8 | 9.62502007124435 | 0.174979928755652 |
44 | 9.8 | 9.93987935575346 | -0.139879355753456 |
45 | 9.6 | 9.76099923182073 | -0.160999231820733 |
46 | 9.4 | 9.37419376324568 | 0.0258062367543196 |
47 | 9.3 | 9.4181629516424 | -0.118162951642399 |
48 | 9.2 | 9.34551958000688 | -0.145519580006878 |
49 | 9.2 | 9.07492240290218 | 0.125077597097823 |
50 | 9 | 9.09893639455646 | -0.0989363945564631 |
51 | 8.8 | 8.83359430197203 | -0.033594301972027 |
52 | 8.7 | 8.58270031437858 | 0.117299685621415 |
53 | 8.7 | 8.63862490698467 | 0.0613750930153314 |
54 | 9.1 | 9.23371364275692 | -0.133713642756924 |
55 | 9.7 | 9.39796281788624 | 0.302037182113762 |
56 | 9.8 | 9.80783960969326 | -0.00783960969325669 |
57 | 9.6 | 9.73815617030158 | -0.138156170301581 |
58 | 9.4 | 9.3153890585146 | 0.0846109414853975 |
59 | 9.4 | 9.35332738369269 | 0.0466726163073101 |
60 | 9.5 | 9.43697210383634 | 0.0630278961636623 |
61 | 9.4 | 9.41281854735467 | -0.0128185473546724 |
62 | 9.3 | 9.20202402253331 | 0.0979759774666949 |
63 | 9.2 | 9.11166516112153 | 0.0883348388784693 |
64 | 9 | 9.03899265803574 | -0.0389926580357383 |
65 | 8.9 | 8.84892997590353 | 0.0510700240964726 |
66 | 9.2 | 9.33797173420014 | -0.137971734200141 |
67 | 9.8 | 9.45064442501693 | 0.349355574983075 |
68 | 9.9 | 9.91424767569308 | -0.0142476756930777 |
69 | 9.6 | 9.84888282813138 | -0.248882828131385 |
70 | 9.2 | 9.25035053751939 | -0.0503505375193881 |
71 | 9.1 | 9.06175039696745 | 0.0382496030325490 |
72 | 9.1 | 9.1440676106036 | -0.0440676106036082 |
73 | 9 | 9.04160621779176 | -0.0416062177917615 |
74 | 8.9 | 8.84193037611852 | 0.0580696238814814 |
75 | 8.7 | 8.73641301949088 | -0.0364130194908797 |
76 | 8.5 | 8.4819823877198 | 0.0180176122801927 |
77 | 8.3 | 8.3396153012381 | -0.0396153012380927 |
78 | 8.5 | 8.72594541186596 | -0.225945411865961 |
79 | 8.7 | 8.73366418325495 | -0.0336641832549470 |
80 | 8.4 | 8.711530219758 | -0.311530219758007 |
81 | 8.1 | 8.26732818696114 | -0.167328186961138 |
82 | 7.8 | 7.92912199841007 | -0.129121998410071 |
83 | 7.7 | 7.87383091439563 | -0.173830914395631 |
84 | 7.5 | 7.7855369605322 | -0.285536960532207 |
85 | 7.2 | 7.38374659899409 | -0.183746598994089 |
86 | 6.8 | 7.0257901688335 | -0.225790168833505 |
87 | 6.7 | 6.64112560590378 | 0.0588743940962178 |
88 | 6.4 | 6.66001851597483 | -0.260018515974828 |
89 | 6.3 | 6.36881825035568 | -0.068818250355677 |
90 | 6.8 | 6.82803024918125 | -0.0280302491812544 |
91 | 7.3 | 7.25736865653435 | 0.0426313434656451 |
92 | 7.1 | 7.46779438666528 | -0.367794386665276 |
93 | 7 | 6.97135449714355 | 0.0286455028564546 |
94 | 6.8 | 6.87369927320372 | -0.0736992732037239 |
95 | 6.6 | 6.90796274699734 | -0.307962746997343 |
96 | 6.3 | 6.61218473621022 | -0.312184736210219 |
97 | 6.1 | 6.14609903722314 | -0.04609903722314 |
98 | 6.1 | 6.01486682867858 | 0.0851331713214155 |
99 | 6.3 | 6.15562660742956 | 0.144373392570437 |
100 | 6.3 | 6.36366429394959 | -0.0636642939495871 |
101 | 6 | 6.26487061324515 | -0.264870613245149 |
102 | 6.2 | 6.34754352799597 | -0.147543527995965 |
103 | 6.4 | 6.45877497223015 | -0.0587749722301495 |
104 | 6.8 | 6.50521485242272 | 0.294785147577279 |
105 | 7.5 | 6.99973466805653 | 0.500265331943468 |
106 | 7.5 | 7.72643999299651 | -0.226439992996508 |
107 | 7.6 | 7.4590953236964 | 0.140904676303603 |
108 | 7.6 | 7.48097717922925 | 0.119022820770747 |
109 | 7.4 | 7.47098487615743 | -0.0709848761574307 |
110 | 7.3 | 7.19311257288055 | 0.106887427119448 |
111 | 7.1 | 7.17234873053974 | -0.0723487305397426 |
112 | 6.9 | 6.94023056510787 | -0.0402305651078727 |
113 | 6.8 | 6.761462686689 | 0.0385373133110015 |
114 | 7.5 | 7.29657467684228 | 0.203425323157725 |
115 | 7.6 | 7.94571456577115 | -0.345714565771149 |
116 | 7.8 | 7.53348536520296 | 0.266514634797038 |
117 | 8 | 7.72439389496411 | 0.275606105035888 |
118 | 8.1 | 8.0184552714764 | 0.0815447285236073 |
119 | 8.2 | 8.13653500628712 | 0.0634649937128786 |
120 | 8.3 | 8.16532052433614 | 0.134679475663862 |
121 | 8.2 | 8.14067415416865 | 0.0593258458313496 |
122 | 8 | 7.98552058597677 | 0.0144794140232293 |
123 | 7.9 | 7.76929649979116 | 0.130703500208844 |
124 | 7.6 | 7.72377233569211 | -0.123772335692112 |
125 | 7.6 | 7.43913129498722 | 0.160868705012778 |
126 | 8.3 | 8.09081814360555 | 0.209181856394451 |
127 | 8.4 | 8.75718267894413 | -0.357182678944133 |
128 | 8.4 | 8.29073493249478 | 0.109265067505221 |
129 | 8.4 | 8.22861378423834 | 0.171386215761664 |
130 | 8.4 | 8.34426035851825 | 0.0557396414817489 |
131 | 8.6 | 8.45485854132445 | 0.145141458675550 |
132 | 8.9 | 8.65943607067878 | 0.240563929321219 |
133 | 8.8 | 8.81661796464287 | -0.0166179646428731 |
134 | 8.3 | 8.51570726989329 | -0.215707269893291 |
135 | 7.5 | 7.88536581594696 | -0.385365815946965 |
136 | 7.2 | 7.08595823039541 | 0.114041769604595 |
137 | 7.4 | 7.16638009302361 | 0.23361990697639 |
138 | 8.8 | 8.192580338557 | 0.607419661443008 |
139 | 9.3 | 9.52689159804203 | -0.226891598042029 |
140 | 9.3 | 9.24903882347336 | 0.0509611765266366 |
141 | 8.7 | 8.91232154426769 | -0.212321544267688 |
142 | 8.2 | 8.2858501449478 | -0.0858501449478024 |
143 | 8.3 | 8.08153323077202 | 0.218466769227983 |
144 | 8.5 | 8.52423596369212 | -0.0242359636921239 |
145 | 8.6 | 8.5550360787386 | 0.0449639212613928 |
146 | 8.5 | 8.46922992679788 | 0.0307700732021162 |
147 | 8.2 | 8.27702094301932 | -0.0770209430193227 |
148 | 8.1 | 7.89278162420479 | 0.207218375795213 |
149 | 7.9 | 8.00043054365104 | -0.100430543651034 |
150 | 8.6 | 8.3759318317711 | 0.224068168228902 |
151 | 8.7 | 9.01448212592127 | -0.314482125921266 |
152 | 8.7 | 8.65775567477573 | 0.0422443252242692 |
153 | 8.5 | 8.52775572288732 | -0.0277557228873226 |
154 | 8.4 | 8.36296125200288 | 0.0370387479971244 |
155 | 8.5 | 8.43279674807592 | 0.0672032519240788 |
156 | 8.7 | 8.59182865633636 | 0.108171343663640 |
157 | 8.7 | 8.624189389338 | 0.0758106106619902 |
158 | 8.6 | 8.49025740166856 | 0.109742598331439 |
159 | 8.5 | 8.3545194044073 | 0.145480595592694 |
160 | 8.3 | 8.28266512365747 | 0.0173348763425314 |
161 | 8 | 8.12044187651919 | -0.120441876519189 |
162 | 8.2 | 8.33910218405973 | -0.139102184059734 |
163 | 8.1 | 8.41486479876782 | -0.314864798767821 |
164 | 8.1 | 7.98860281792686 | 0.111397182073139 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
21 | 0.0163357686074060 | 0.0326715372148121 | 0.983664231392594 |
22 | 0.00334829218077274 | 0.00669658436154549 | 0.996651707819227 |
23 | 0.000627985354217949 | 0.00125597070843590 | 0.999372014645782 |
24 | 0.00216674968245384 | 0.00433349936490768 | 0.997833250317546 |
25 | 0.000857920630618136 | 0.00171584126123627 | 0.999142079369382 |
26 | 0.000298430339332507 | 0.000596860678665013 | 0.999701569660667 |
27 | 8.8473222566525e-05 | 0.00017694644513305 | 0.999911526777433 |
28 | 7.33684069859946e-05 | 0.000146736813971989 | 0.999926631593014 |
29 | 1.92346611245317e-05 | 3.84693222490634e-05 | 0.999980765338875 |
30 | 4.11374083538347e-05 | 8.22748167076694e-05 | 0.999958862591646 |
31 | 7.00045475054603e-05 | 0.000140009095010921 | 0.999929995452495 |
32 | 2.94832686394765e-05 | 5.8966537278953e-05 | 0.99997051673136 |
33 | 1.27262529376994e-05 | 2.54525058753989e-05 | 0.999987273747062 |
34 | 4.97329109433351e-06 | 9.94658218866703e-06 | 0.999995026708906 |
35 | 1.60252834949155e-06 | 3.20505669898311e-06 | 0.99999839747165 |
36 | 3.54621980007247e-06 | 7.09243960014494e-06 | 0.9999964537802 |
37 | 1.99721306392272e-06 | 3.99442612784544e-06 | 0.999998002786936 |
38 | 6.91888596496511e-07 | 1.38377719299302e-06 | 0.999999308111404 |
39 | 2.26592062592814e-07 | 4.53184125185629e-07 | 0.999999773407937 |
40 | 1.43158813397703e-07 | 2.86317626795407e-07 | 0.999999856841187 |
41 | 6.5376260532538e-08 | 1.30752521065076e-07 | 0.99999993462374 |
42 | 2.51617845274439e-08 | 5.03235690548878e-08 | 0.999999974838215 |
43 | 1.52183432237809e-08 | 3.04366864475618e-08 | 0.999999984781657 |
44 | 4.94393360118467e-09 | 9.88786720236934e-09 | 0.999999995056066 |
45 | 1.63997542157751e-09 | 3.27995084315503e-09 | 0.999999998360025 |
46 | 6.24852466291475e-10 | 1.24970493258295e-09 | 0.999999999375148 |
47 | 4.09357080156452e-10 | 8.18714160312904e-10 | 0.999999999590643 |
48 | 1.70913854819413e-10 | 3.41827709638826e-10 | 0.999999999829086 |
49 | 5.84910290747484e-10 | 1.16982058149497e-09 | 0.99999999941509 |
50 | 2.39178133890418e-10 | 4.78356267780836e-10 | 0.999999999760822 |
51 | 8.5855446840273e-11 | 1.71710893680546e-10 | 0.999999999914145 |
52 | 4.420510174586e-11 | 8.841020349172e-11 | 0.999999999955795 |
53 | 5.42119935740874e-11 | 1.08423987148175e-10 | 0.999999999945788 |
54 | 1.85663213541309e-11 | 3.71326427082619e-11 | 0.999999999981434 |
55 | 2.23924783037401e-11 | 4.47849566074802e-11 | 0.999999999977607 |
56 | 7.6881190342904e-12 | 1.53762380685808e-11 | 0.999999999992312 |
57 | 1.7243596343106e-11 | 3.4487192686212e-11 | 0.999999999982756 |
58 | 1.22749157836800e-11 | 2.45498315673600e-11 | 0.999999999987725 |
59 | 7.66765689909576e-12 | 1.53353137981915e-11 | 0.999999999992332 |
60 | 4.54497325590115e-12 | 9.08994651180231e-12 | 0.999999999995455 |
61 | 1.86311092168957e-12 | 3.72622184337915e-12 | 0.999999999998137 |
62 | 7.98045748313551e-13 | 1.59609149662710e-12 | 0.999999999999202 |
63 | 6.88591880002961e-13 | 1.37718376000592e-12 | 0.999999999999311 |
64 | 2.53374393601352e-13 | 5.06748787202704e-13 | 0.999999999999747 |
65 | 1.25864909964112e-13 | 2.51729819928224e-13 | 0.999999999999874 |
66 | 8.69348486020997e-14 | 1.73869697204199e-13 | 0.999999999999913 |
67 | 5.86863166892948e-13 | 1.17372633378590e-12 | 0.999999999999413 |
68 | 2.26804408845946e-13 | 4.53608817691891e-13 | 0.999999999999773 |
69 | 1.73224548716259e-12 | 3.46449097432517e-12 | 0.999999999998268 |
70 | 4.88195073662597e-11 | 9.76390147325194e-11 | 0.99999999995118 |
71 | 2.38619373968637e-11 | 4.77238747937274e-11 | 0.999999999976138 |
72 | 1.12506749867814e-11 | 2.25013499735628e-11 | 0.99999999998875 |
73 | 4.98351452800972e-12 | 9.96702905601944e-12 | 0.999999999995016 |
74 | 4.82383798642279e-12 | 9.64767597284558e-12 | 0.999999999995176 |
75 | 2.35688423201181e-12 | 4.71376846402361e-12 | 0.999999999997643 |
76 | 1.64621893326811e-12 | 3.29243786653623e-12 | 0.999999999998354 |
77 | 2.24912145522489e-12 | 4.49824291044979e-12 | 0.99999999999775 |
78 | 2.90436416481181e-12 | 5.80872832962361e-12 | 0.999999999997096 |
79 | 8.67104538361769e-10 | 1.73420907672354e-09 | 0.999999999132895 |
80 | 1.98815290012723e-09 | 3.97630580025446e-09 | 0.999999998011847 |
81 | 1.56792090286952e-09 | 3.13584180573904e-09 | 0.99999999843208 |
82 | 8.27460677297655e-10 | 1.65492135459531e-09 | 0.99999999917254 |
83 | 4.08507591418838e-10 | 8.17015182837677e-10 | 0.999999999591492 |
84 | 1.04466830262749e-09 | 2.08933660525498e-09 | 0.999999998955332 |
85 | 6.28386355368256e-10 | 1.25677271073651e-09 | 0.999999999371614 |
86 | 4.51835107943857e-10 | 9.03670215887715e-10 | 0.999999999548165 |
87 | 2.69893375264926e-09 | 5.39786750529853e-09 | 0.999999997301066 |
88 | 3.43094130953231e-09 | 6.86188261906462e-09 | 0.999999996569059 |
89 | 1.90995312236469e-09 | 3.81990624472938e-09 | 0.999999998090047 |
90 | 4.69310062633659e-09 | 9.38620125267318e-09 | 0.9999999953069 |
91 | 1.25977690588088e-08 | 2.51955381176177e-08 | 0.99999998740223 |
92 | 2.64527356865801e-07 | 5.29054713731602e-07 | 0.999999735472643 |
93 | 3.55623996672693e-07 | 7.11247993345387e-07 | 0.999999644376003 |
94 | 1.90691352123106e-07 | 3.81382704246212e-07 | 0.999999809308648 |
95 | 1.9511354252912e-06 | 3.9022708505824e-06 | 0.999998048864575 |
96 | 4.77896846057607e-05 | 9.55793692115214e-05 | 0.999952210315394 |
97 | 3.86734850744292e-05 | 7.73469701488584e-05 | 0.999961326514926 |
98 | 9.10359430658777e-05 | 0.000182071886131755 | 0.999908964056934 |
99 | 0.000322985609240111 | 0.000645971218480222 | 0.99967701439076 |
100 | 0.000304684703127305 | 0.000609369406254610 | 0.999695315296873 |
101 | 0.00124104794189170 | 0.00248209588378339 | 0.998758952058108 |
102 | 0.00354224977905592 | 0.00708449955811184 | 0.996457750220944 |
103 | 0.00487207400573916 | 0.00974414801147833 | 0.99512792599426 |
104 | 0.0372121725070368 | 0.0744243450140736 | 0.962787827492963 |
105 | 0.186470013727103 | 0.372940027454206 | 0.813529986272897 |
106 | 0.395983083014587 | 0.791966166029175 | 0.604016916985413 |
107 | 0.42351218032527 | 0.84702436065054 | 0.57648781967473 |
108 | 0.376043272440850 | 0.752086544881699 | 0.62395672755915 |
109 | 0.365053977457289 | 0.730107954914578 | 0.634946022542711 |
110 | 0.337250546920059 | 0.674501093840118 | 0.662749453079941 |
111 | 0.359940833842836 | 0.719881667685673 | 0.640059166157164 |
112 | 0.415210373437472 | 0.830420746874944 | 0.584789626562528 |
113 | 0.379996419091606 | 0.759992838183211 | 0.620003580908394 |
114 | 0.459426932393181 | 0.918853864786363 | 0.540573067606819 |
115 | 0.667899139590394 | 0.664201720819213 | 0.332100860409606 |
116 | 0.683497310414454 | 0.633005379171091 | 0.316502689585546 |
117 | 0.651841874700923 | 0.696316250598155 | 0.348158125299077 |
118 | 0.659198834167727 | 0.681602331664546 | 0.340801165832273 |
119 | 0.712972035124655 | 0.57405592975069 | 0.287027964875345 |
120 | 0.6741537368076 | 0.651692526384801 | 0.325846263192401 |
121 | 0.623910713011932 | 0.752178573976136 | 0.376089286988068 |
122 | 0.572940334141905 | 0.854119331716189 | 0.427059665858094 |
123 | 0.540373850230188 | 0.919252299539625 | 0.459626149769812 |
124 | 0.691056157599604 | 0.617887684800792 | 0.308943842400396 |
125 | 0.66616746750339 | 0.66766506499322 | 0.33383253249661 |
126 | 0.661774238265537 | 0.676451523468925 | 0.338225761734463 |
127 | 0.671493073790399 | 0.657013852419203 | 0.328506926209601 |
128 | 0.61427447775874 | 0.77145104448252 | 0.38572552224126 |
129 | 0.570101869618859 | 0.859796260762282 | 0.429898130381141 |
130 | 0.543382415710049 | 0.913235168579902 | 0.456617584289951 |
131 | 0.505333532486843 | 0.989332935026314 | 0.494666467513157 |
132 | 0.550141811583726 | 0.899716376832549 | 0.449858188416274 |
133 | 0.484087630039703 | 0.968175260079406 | 0.515912369960297 |
134 | 0.44035306235108 | 0.88070612470216 | 0.55964693764892 |
135 | 0.699038384458634 | 0.601923231082733 | 0.300961615541366 |
136 | 0.712107463607792 | 0.575785072784415 | 0.287892536392208 |
137 | 0.644727674088471 | 0.710544651823058 | 0.355272325911529 |
138 | 0.804223915557246 | 0.391552168885507 | 0.195776084442753 |
139 | 0.736208480156524 | 0.527583039686952 | 0.263791519843476 |
140 | 0.718094712965841 | 0.563810574068317 | 0.281905287034159 |
141 | 0.619994197232253 | 0.760011605535495 | 0.380005802767747 |
142 | 0.498399200924907 | 0.996798401849814 | 0.501600799075093 |
143 | 0.411699859261908 | 0.823399718523816 | 0.588300140738092 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 82 | 0.666666666666667 | NOK |
5% type I error level | 83 | 0.67479674796748 | NOK |
10% type I error level | 84 | 0.682926829268293 | NOK |