Multiple Linear Regression - Estimated Regression Equation
CCScore [t] = + 34267.2709217981 + 0.00327740153970557Costs[t] + 0.21113518371683Trades[t] -0.200510302061976Dividends[t] -0.00777428564764741Wealth[t] -0.201968909600285WRank[t] -0.110949694939462`Profit/Trades`[t] -0.125756912714287`Profit/Cost`[t] + 126.294849270578t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)34267.27092179819895.2914353.4630.0005890.000294
Costs0.003277401539705570.0080930.4050.6856950.342848
Trades0.211135183716830.0473954.45481.1e-055e-06
Dividends-0.2005103020619760.037307-5.374600
Wealth-0.007774285647647410.008408-0.92460.3556780.177839
WRank-0.2019689096002850.0414-4.87852e-061e-06
`Profit/Trades`-0.1109496949394620.058385-1.90030.0580750.029037
`Profit/Cost`-0.1257569127142870.03806-3.30420.0010340.000517
t126.29484927057835.4075063.56690.0004030.000201


Multiple Linear Regression - Regression Statistics
Multiple R0.445426980990321
R-squared0.198405195394151
Adjusted R-squared0.18320908535423
F-TEST (value)13.0563147327129
F-TEST (DF numerator)8
F-TEST (DF denominator)422
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation70400.402000287
Sum Squared Residuals2091523405960.45


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
156289-57046.1080024099113335.10800241
228328-16802.752249961645130.7522499616
317936-28609.050125004446545.0501250044
4414538565.6794121608-34420.6794121608
53040-2384.344229528915424.34422952891
62964-10016.449649028512980.4496490285
72865-1706.767419245194571.76741924519
82854-27108.506279416629962.5062794166
9216715657.3730257928-13490.3730257928
10197413518.9249373456-11544.9249373456
111910-22660.178457894624570.1784578946
12187117760.2575344703-15889.2575344703
1394324867.2956738625-23924.2956738625
1492927822.3049620562-26893.3049620562
158229840.85866064976-9018.85866064976
16819-2960.008993926723779.00899392672
17769-26746.994149779327515.9941497793
187456986.46070185053-6241.46070185053
1965221171.3707603073-20519.3707603073
206438759.62597845933-8116.62597845933
2160113190.4663724850-12589.4663724850
2244614917.5341666065-14471.5341666065
23436-1972.766699633652408.76669963365
2437911210.8019877704-10831.8019877704
253058100.27155379844-7795.27155379844
2628419584.8478308177-19300.8478308177
2724717487.6776317258-17240.6776317258
2823829930.2533057207-29692.2533057207
2922323628.3408825596-23405.3408825596
3022024678.1228400488-24458.1228400488
3121713408.3035558648-13191.3035558648
3219912124.6553566657-11925.6553566657
3319515199.8687901868-15004.8687901868
3416312543.5084888903-12380.5084888903
35154-29067.025357686429221.0253576864
3614315311.2995891611-15168.2995891611
3713515707.3378200853-15572.3378200853
3813210428.5496087983-10296.5496087983
39120-4034.317577546164154.31757754616
4011921658.4217817492-21539.4217817492
4110811497.9173644005-11389.9173644005
4210417315.7098164116-17211.7098164116
4310116885.6678322113-16784.6678322113
449013143.6875308869-13053.6875308869
458522745.7701019312-22660.7701019312
467415942.7439207079-15868.7439207079
4773-4946.745553711175019.74555371117
48709509.62113388596-9439.62113388596
496712025.6484136487-11958.6484136487
506623698.1809487166-23632.1809487166
516614582.3292518237-14516.3292518237
52669577.20175572624-9511.20175572624
5359-975.4004346795331034.40043467953
54587442.9947650438-7384.9947650438
55587935.5449080978-7877.5449080978
565425652.9521215900-25598.9521215900
575320704.7328755277-20651.7328755277
584920137.4587742466-20088.4587742466
594918961.4193377552-18912.4193377552
604421132.9782757292-21088.9782757292
613918537.3756561685-18498.3756561685
623828950.2918061806-28912.2918061806
633819317.3465716214-19279.3465716214
643722804.3055110552-22767.3055110552
653627663.1289180748-27627.1289180748
663521814.4178520807-21779.4178520807
673424336.1943497163-24302.1943497163
683319212.9587157048-19179.9587157048
693213563.6094112005-13531.6094112005
703219312.3564291058-19280.3564291058
713136116.4110303769-36085.4110303769
723132194.6124694184-32163.6124694184
733019213.3135097976-19183.3135097976
743023865.3294822784-23835.3294822784
753016208.156830569-16178.156830569
762826044.7050863750-26016.7050863750
772617697.3113327604-17671.3113327604
782627265.4586874384-27239.4586874384
792627733.0777898730-27707.0777898730
802517994.236353821-17969.236353821
812528916.7538181518-28891.7538181518
822422917.1216419964-22893.1216419964
832413828.0561344947-13804.0561344947
842333874.3768968-33851.3768968
852320103.6124099570-20080.6124099570
862229239.7323665955-29217.7323665955
872223272.5621206237-23250.5621206237
882220509.8492942627-20487.8492942627
892021488.5877340646-21468.5877340646
902019981.0701153576-19961.0701153576
911923123.4871449150-23104.4871449150
921825834.2920292008-25816.2920292008
931729466.6122216536-29449.6122216536
941617628.9294105718-17612.9294105718
951435548.6383494864-35534.6383494864
961430924.1859214649-30910.1859214649
971417233.8234293146-17219.8234293146
981329939.5113136855-29926.5113136855
991316503.2393158190-16490.2393158190
1001328520.4284182277-28507.4284182277
1011328940.2605350493-28927.2605350493
1021326919.5406933951-26906.5406933951
1031223011.5570603436-22999.5570603436
1041221364.4734191922-21352.4734191922
1051130410.0837154696-30399.0837154696
1061030788.9449203103-30778.9449203103
1071034886.9619658619-34876.9619658619
1081022567.950639239-22557.950639239
1091024962.2889705097-24952.2889705097
1101031364.3907090593-31354.3907090593
111930682.2770161641-30673.2770161641
112937586.0548933462-37577.0548933462
113928810.1420195571-28801.1420195571
114630791.3428579623-30785.3428579623
115632097.8580304772-32091.8580304772
116634517.7325831995-34511.7325831995
117528791.1302669881-28786.1302669881
118526669.2177837657-26664.2177837657
119531978.5930689852-31973.5930689852
120434465.3115721252-34461.3115721252
121424339.3440137943-24335.3440137943
122332542.1078575949-32539.1078575949
123228202.8675061389-28200.8675061389
124223532.4753826150-23530.4753826150
125134224.2525810527-34223.2525810527
126133134.8179283829-33133.8179283829
127735629.4798188744-35622.4798188744
12828116554.421669838-116526.421669838
1290117782.590499858-117782.590499858
130314353109800.522701218204552.477298782
13136944845842.7760558577323605.223944142
13231538043848.5914988996271531.408501100
133376154008.4142349707933606.5857650292
134224154140.4242945755118274.5757054245
135127794046.331971719678732.66802828033
13691463711.983133094275434.01686690573
137574434333.6469543853753109.3530456146
138229834356.2311326135918626.7688673864
13904544.16519727825-4544.16519727825
140036533.2934862453-36533.2934862453
1411537277.5633335395-37262.5633335395
1423115276.950804625-115273.950804625
14315118170.844234582-118155.844234582
14411122102.805426755-122091.805426755
1450118606.803284449-118606.803284449
146314987111799.528182759203187.471817241
14732524946691.1302239767278557.869776023
14831587758412.7137084497257464.286291550
14929165068457.3632088023223192.636791198
15030595947147.2449900655258811.755009934
15131538045997.3037682306269382.696231769
15288888449.20869211508438.791307884919
153384156265.7796203371332149.2203796629
15406453.1174548074-6453.1174548074
155239159.5774413309-39157.5774413309
1567119931.461848315-119924.461848315
1570125084.296716845-125084.296716845
158315380113330.006734303202049.993265697
15907067.94810307758-7067.94810307758
1602739742.8372451984-39715.8372451984
16151119262.152464696-119211.152464696
1623118598.160538441-118595.160538441
1630120684.951568648-120684.951568648
164382712115827.039682205266884.960317795
16534157048468.161549155293101.838450845
16631538047666.5936449402267713.40635506
16708077.73832156053-8077.73832156053
168037133.4813426461-37133.4813426461
169940920.559922572-40911.559922572
1700121036.096235044-121036.096235044
171315547114917.836430841200629.163569159
17231326750511.9308341672262755.069165833
17331617648564.3222279788267611.677772021
17431538072805.9372080043242574.062791996
17509090.79372671833-9090.79372671833
176038788.8909311345-38788.8909311345
177038196.3400347307-38196.3400347307
178042846.7619297522-42846.7619297522
179039848.0356813982-39848.0356813982
180038776.3278178923-38776.3278178923
181041331.4148605922-41331.4148605922
182040911.679345996-40911.679345996
183039830.2673169597-39830.2673169597
184039891.4212808832-39891.4212808832
185442933.2328577338-42929.2328577338
1860124904.291863684-124904.291863684
187315366116855.792608427198510.207391573
18831538054271.1990532278261108.800946772
1895784410787.727344473747056.2726555263
190010988.9458958138-10988.9458958138
191032206.2997947106-32206.2997947106
192043836.7322854043-43836.7322854043
193269587115212.901306841154374.098693159
19431538051838.6768481355263541.323151864
195011609.2567290194-11609.2567290194
1962744318.8066561208-44291.8066561208
19717122593.120278941-122576.120278941
1982128144.728634612-128142.728634612
1994123511.233743742-123507.233743742
2000126361.654863447-126361.654863447
201343613120058.673348152223554.326651848
20230694853008.5575116759253939.442488324
20321014155.5889178921-13945.5889178921
204267-4160.444798424614427.44479842461
2054745271.64726166555-4797.64726166555
20653414502.7119636853-13968.7119636853
20709540.17068446114-9540.17068446114
2086083110115.555928917050715.444071083
2096064658725.24829240631920.75170759374
2106072061017.1754891563-297.175489156258
21113515197.2649715649-15062.2649715649
21237317046.382360119-16673.382360119
21319814919.9186252257-14721.9186252257
21436505-10155.108622004446660.1086220044
215239-2711.666520398372950.66652039837
2165924-9944.4669778896315868.4669778896
217413-2944.442020384833357.44202038483
2181874-3254.96155961725128.9615596172
219192-2267.02060662042459.0206066204
22007467.16834873017-7467.16834873017
2216391511723.655338936752191.3446610633
2226072061075.776641923-355.776641922991
2236072061078.5792676235-358.579267623458
22435518652.9433227122-18297.9433227122
22520416364.7607678956-16160.7607678956
22652257-15923.042125310668180.0421253106
22753-1255.219466421571308.21946642157
22808341.74192824984-8341.74192824984
2296072012770.464710038947949.5352899611
23020017991.5927687083-17791.5927687083
2311200-4977.571826380746177.57182638074
23224-627.628459391555651.628459391555
23323329584.99261618025-7252.99261618025
23407835.7256007023-7835.7256007023
2356072013527.915059950847192.0849400492
23633819437.3552081342-19099.3552081342
23726018009.6288280442-17749.6288280442
238206130.47348531672875.5265146832717
239013948.2679840457-13948.2679840457
2406424514140.578096280850104.4219037192
2417300754941.62345516118065.376544839
2428273265344.35854944417387.6414505560
2436072065758.0133889408-5038.0133889408
24433521151.0656731818-20816.0656731818
24536522480.8169032097-22115.8169032097
24623919004.1601991226-18765.1601991226
24701267.01617905699-1267.01617905699
2486072015169.545969041545550.4540309585
24910215471.4156654568-15369.4156654568
25011617733.4669255877-17617.4669255877
25128819688.8169105001-19400.8169105001
25201893.38673944267-1893.38673944267
2537765515778.622860992961876.3771390071
2546072064299.4890161116-3579.48901611165
25511718125.9297307547-18008.9297307547
25628620473.8796177-20187.8796177
25702524.41718701580-2524.41718701580
2586079816417.093344070344380.9066559297
2596072066216.2362008279-5496.23620082788
26014121016.0150785410-20875.0150785410
26114019911.3425657780-19771.3425657780
26223221046.1943139046-20814.1943139046
263698130.80217687311-8061.8021768731
2646293831.55109262659-3202.55109262659
26503537.99352233366-3537.99352233366
2665672617406.226704156039319.773295844
2676072068762.819880345-8042.81988034503
26811819671.1812658253-19553.1812658253
26924121958.800339766-21717.800339766
2701981035.50405254468-837.50405254468
271391240.94097695289613871.05902304710
2722494422.27936661759-4173.27936661759
273021168.8031818095-21168.8031818095
2746284118431.918281648944409.0817183511
2758112568986.87084282912138.129157171
2766072068754.300960236-8034.300960236
27735625703.3984435994-25347.3984435994
27810720336.3036075573-20229.3036075573
27922923205.3633390608-22976.3633390608
28005435.30095346076-5435.30095346076
2816072019337.571417825141382.4285821749
28232024834.0299892679-24514.0299892679
28336026506.5911050915-26146.5911050915
28422523976.180074701-23751.180074701
2853666066.66425011871-5700.66425011871
286213781.9895016212-13779.9895016212
287010510.3183351792-10510.3183351792
2886401620196.827585182843819.1724148172
2895468369988.5216234517-15305.5216234517
2906072070975.1708260088-10255.1708260088
29124425702.5460352762-25458.5460352762
292402290.21692848581111.78307151419
293497077.57779275802-7028.57779275802
294317003.4199042496-17000.4199042496
29513311012.5297663776-10879.5297663776
2963215392.0066637259-15360.0066637259
297368-2332.350479415922700.35047941592
298124051.6482830563-24050.6482830563
29908384.68806798705-8384.68806798705
3006072021736.784839683738983.2151603163
30117726969.5060964726-26792.5060964726
30208218.78037368574-8218.78037368574
3036072022115.894841779238604.1051582208
30432427715.2228175431-27391.2228175431
30525227661.6671916548-27409.6671916548
30608716.85899029193-8716.85899029193
3076072022621.012044576438098.9879554236
30827827860.1152320619-27582.1152320619
30909092.85884603523-9092.85884603523
3106037922988.437828540437390.5621714596
3116072770069.498025081-9342.49802508106
3126072062222.7895972242-1502.78959722424
3136092570160.3514341488-9235.35143414877
3146072074725.4802302139-14005.4802302139
31531528892.4031865611-28577.4031865611
31615328879.6807392206-28726.6807392206
31737630368.7108303275-29992.7108303275
31818728118.1324315839-27931.1324315839
319010366.0147106754-10366.0147106754
3206072024188.460967007236531.5390329928
3216072075436.689867472-14716.6898674720
32235431255.3117515518-30901.3117515518
32317828903.1700064458-28725.1700064458
324159510998.2656048929-9403.2656048929
32531222668.8477134353-22356.8477134353
3266022155.2019295822-22095.2019295822
32758722982.6103693497-22395.6103693497
32813520828.2700909153-20693.2700909153
329014290.2192759383-14290.2192759383
3306072025525.645866372435194.3541336276
33113327864.9109519121-27731.9109519121
33227929857.0421706214-29578.0421706214
333012126.5980212076-12126.5980212076
3346072226030.226834680234691.7731653198
3356072070522.7319123362-9802.73191233617
33628931394.4707949846-31105.4707949846
3376113837.4829009458-13776.4829009458
33864711278.8097923762-10631.8097923762
339012880.3729278133-12880.3729278133
3406072026788.780941933733931.2190580663
34129232030.801150563-31738.801150563
34253112587.0744316124-12056.0744316124
34344813385.2194758108-12937.2194758108
34422724843.0813106303-24616.0813106303
34517423387.6310386910-23213.6310386910
34608241.846143607-8241.846143607
3476072027672.704949686133047.2950503139
34837735927.0840038703-35550.0840038703
34913431274.792578639-31140.792578639
35014231567.3587085981-31425.3587085981
35127132238.1448191185-31967.1448191185
35253014524.7578113144-13994.7578113144
35357130313.1509376103-29742.1509376103
354031288.8214606173-31288.8214606173
3556270028672.389782756334027.6102172437
3566780478537.496853164-10733.4968531639
3575966180014.61462433-20353.6146243300
3585862076221.1859933611-17601.1859933611
3596039877948.8775522906-17550.8775522906
3605858073117.811750243-14537.8117502429
3616271079541.9155306233-16831.9155306233
3625932578565.1472946029-19240.1472946029
3636095078769.4196358963-17819.4196358963
3646806079294.6822239304-11234.6822239304
3658362077002.29233543296617.70766456708
3665845680037.8477160964-21581.8477160964
3675281179788.3855165639-26977.3855165639
36812117381245.412181621539927.5878183785
3696387081851.8011882858-17981.8011882858
3702100179647.5952586668-58646.5952586668
3717041581803.3338213235-11388.3338213235
3726423078052.8189657288-13822.8189657288
3735919079448.442334793-20258.442334793
3746935179950.934787365-10599.9347873650
3756427081924.9840511362-17654.9840511362
3767069480408.8193421633-9714.81934216334
3776800580948.6235785586-12943.6235785586
3785893081500.4509282217-22570.4509282217
3795832081249.4211923199-22929.4211923199
3806998081443.760192748-11463.7601927481
3816986380951.5075318768-11088.5075318768
3826325582410.8034895362-19155.8034895362
3835732082928.703331377-25608.7033313770
3847523082538.6384553975-7308.63845539752
3857942082646.4301090636-3226.43010906357
3867349084004.9841632099-10514.9841632099
3873525083244.8172070556-47994.8172070556
3886228583859.7812653094-21574.7812653094
3896920683218.9538457046-14012.9538457046
3906592083854.5106018981-17934.5106018981
3916977081320.5996349311-11550.5996349311
3927268379008.4510598953-6325.4510598953
393-1454583369.3732458533-97914.3732458533
3945583083934.9293428046-28104.9293428046
3955517485725.4919254796-30551.4919254796
3966703884076.4341332591-17038.4341332591
3975125284727.293752392-33475.2937523919
39815727881845.685488794775432.3145112053
3997951084621.894023423-5111.89402342296
4007744083801.5090754555-6361.50907545546
4012728483768.652167062-56484.6521670620
40221311867238.190015851145879.809984149
4038176789912.4106465567-8145.4106465567
40415319881284.643251632271913.3567483678
405-2600784082.6819920546-110089.681992055
40612694279414.623963642347527.3760363577
40715721484336.886125372472877.1138746276
40812935284097.386372686345254.6136273137
40923481784371.8839434544150445.116056546
4106044886565.4734447555-26117.4734447555
4114781886796.3301236208-38978.3301236208
41224554685466.2455719257160079.754428074
4134802086617.2349643858-38597.2349643858
414-171085946.2363450758-87656.2363450758
4153264885221.0711467767-52573.0711467767
4169535084611.767804338710738.2321956613
41715135288775.212491651662576.7875083483
41828817088502.6493014017199667.350698598
41911433785820.762762010128516.2372379899
4203788485516.1763237996-47632.1763237996
42112284487895.895341255134948.1046587449
4228234087312.8503293872-4972.85032938716
4237980186785.5461716614-6984.54617166141
42416554887350.207939840578197.7920601595
42511638487339.866988388829044.1330116112
42613402888272.358385159745755.6416148403
4276383887236.7498443705-23398.7498443705
4287499685876.6265540452-10880.6265540452
4293108088888.1526200722-57808.1526200722
4303216888335.226819338-56167.226819338
4314985786412.7422924982-36555.7422924982


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
120.0005904270218074130.001180854043614830.999409572978193
134.35953989456791e-058.71907978913583e-050.999956404601054
144.92360868480845e-069.8472173696169e-060.999995076391315
153.63568496395594e-077.27136992791189e-070.999999636431504
163.34235306584317e-086.68470613168633e-080.99999996657647
172.94917071569894e-095.89834143139787e-090.99999999705083
182.25002595426245e-104.5000519085249e-100.999999999774997
191.35027981066510e-112.70055962133020e-110.999999999986497
208.97200269576404e-131.79440053915281e-120.999999999999103
215.01561800533409e-141.00312360106682e-130.99999999999995
222.73986592148090e-155.47973184296179e-150.999999999999997
231.41234701088144e-162.82469402176288e-161
247.05269849067389e-181.41053969813478e-171
253.81081691238533e-197.62163382477065e-191
261.75791980517713e-203.51583961035426e-201
279.9460254460511e-221.98920508921022e-211
285.97929101074546e-231.19585820214909e-221
298.08546511584913e-241.61709302316983e-231
303.72508689525513e-257.45017379051026e-251
312.91985729585183e-265.83971459170366e-261
321.3063707516593e-272.6127415033186e-271
336.7648051971161e-291.35296103942322e-281
343.09184378711723e-306.18368757423447e-301
352.16558871934833e-314.33117743869665e-311
369.17453413060338e-331.83490682612068e-321
374.42131241737616e-348.84262483475231e-341
382.53141321814096e-355.06282643628192e-351
391.15692811861942e-362.31385623723885e-361
409.67521059955417e-381.93504211991083e-371
412.17894814664441e-384.35789629328883e-381
429.11528656971441e-401.82305731394288e-391
434.14377898026361e-418.28755796052721e-411
441.67465594334475e-423.3493118866895e-421
456.67894278463218e-441.33578855692644e-431
462.62958256238303e-455.25916512476606e-451
471.04064133501621e-462.08128267003242e-461
484.41058914524802e-488.82117829049604e-481
491.8390640652769e-493.6781281305538e-491
501.0274812539964e-502.0549625079928e-501
515.64976005184057e-521.12995201036811e-511
522.72823183073896e-535.45646366147792e-531
531.17348668157563e-542.34697336315127e-541
547.71715069681013e-561.54343013936203e-551
555.04594369954858e-571.00918873990972e-561
561.90747711281616e-583.81495422563231e-581
571.03971334784228e-592.07942669568456e-591
584.05264410446015e-618.10528820892031e-611
591.54182516811887e-623.08365033623775e-621
605.93079568752911e-641.18615913750582e-631
612.45176649516245e-654.90353299032491e-651
621.33884336738644e-662.67768673477288e-661
634.84514230155928e-689.69028460311856e-681
641.79519972300436e-693.59039944600872e-691
656.5093135744991e-711.30186271489982e-701
664.20435992006078e-728.40871984012155e-721
673.03023964255300e-736.06047928510601e-731
681.09446644598916e-742.18893289197833e-741
694.05873552401917e-768.11747104803834e-761
701.48949711559638e-772.97899423119276e-771
719.1795637037396e-791.83591274074792e-781
723.16301612229408e-806.32603224458816e-801
731.72539528538717e-813.45079057077435e-811
746.30958902502635e-831.26191780500527e-821
752.19230530415765e-844.38461060831531e-841
761.17739646936013e-852.35479293872026e-851
774.20434805314980e-878.40869610629959e-871
782.24050929285259e-884.48101858570517e-881
791.16490198917995e-892.32980397835991e-891
804.32096124791289e-918.64192249582578e-911
811.43475517159197e-922.86951034318394e-921
825.20380071924882e-941.04076014384976e-931
831.78918429561048e-953.57836859122095e-951
848.83376059127889e-971.76675211825578e-961
852.88714658322663e-985.77429316645325e-981
869.94777741069432e-1001.98955548213886e-991
873.82127465619314e-1017.64254931238628e-1011
881.21990203670313e-1022.43980407340625e-1021
896.30263233012329e-1041.26052646602466e-1031
901.9923800969608e-1053.9847601939216e-1051
916.53600109100418e-1071.30720021820084e-1061
922.09413122720912e-1084.18826245441823e-1081
937.61172680227645e-1101.52234536045529e-1091
942.59713660087091e-1115.19427320174181e-1111
958.0443130134701e-1131.60886260269402e-1121
962.49874169784171e-1144.99748339568342e-1141
978.70146011326316e-1161.74029202265263e-1151
982.93246194565128e-1175.86492389130255e-1171
999.63478922537244e-1191.92695784507449e-1181
1002.96122650644844e-1205.92245301289688e-1201
1011.52556984835285e-1213.05113969670569e-1211
1027.87304254556257e-1231.57460850911251e-1221
1034.27926360778848e-1248.55852721557696e-1241
1041.78246674714529e-1253.56493349429059e-1251
1055.34842070743737e-1271.06968414148747e-1261
1062.48421487018548e-1284.96842974037096e-1281
1071.36862897491390e-1292.73725794982780e-1291
1085.78574622620401e-1311.15714924524080e-1301
1091.81886402047943e-1323.63772804095886e-1321
1108.25403114317437e-1341.65080622863487e-1331
1112.55169244183383e-1355.10338488366766e-1351
1121.35027667321730e-1362.70055334643461e-1361
1136.551344468434e-1381.3102688936868e-1371
1142.61600839352121e-1395.23201678704242e-1391
1157.20587660731879e-1411.44117532146376e-1401
1162.08508407522933e-1424.17016815045865e-1421
1176.40334945553998e-1441.28066989110800e-1431
1182.03602102098389e-1454.07204204196779e-1451
1198.81536070938127e-1471.76307214187625e-1461
1202.74440184832762e-1485.48880369665524e-1481
1218.77801281555649e-1501.75560256311130e-1491
1222.41071173664677e-1514.82142347329355e-1511
1237.0140482255406e-1531.40280964510812e-1521
1242.75067685186366e-1545.50135370372732e-1541
1257.50197378478653e-1561.50039475695731e-1551
1263.26076175803138e-1576.52152351606275e-1571
1279.6343619611316e-1591.92687239222632e-1581
1281.41612810916305e-1592.8322562183261e-1591
1297.66822922546051e-1601.53364584509210e-1591
1308.59037034771612e-1601.71807406954322e-1591
1314.31546005249637e-1238.63092010499274e-1231
1324.90594246285584e-1169.8118849257117e-1161
1338.11514297482561e-1011.62302859496512e-1001
1344.64488426396966e-1019.28976852793933e-1011
1354.79433420718007e-1019.58866841436014e-1011
1362.64619498403036e-1015.29238996806072e-1011
1374.32677100059522e-978.65354200119045e-971
1386.0564494628944e-981.21128989257888e-971
1392.51814588607711e-965.03629177215422e-961
1402.74059900223474e-975.48119800446949e-971
1415.31067604738192e-981.06213520947638e-971
1422.65161936978098e-985.30323873956197e-981
1436.00509283692494e-991.20101856738499e-981
1442.39239915266779e-994.78479830533557e-991
1451.17149875340616e-992.34299750681231e-991
1461.95905261914866e-983.91810523829731e-981
1472.72753015231268e-985.45506030462536e-981
1481.85184671374283e-973.70369342748565e-971
1491.02380003171597e-952.04760006343193e-951
1501.93111064497299e-943.86222128994597e-941
1512.70453519480642e-945.40907038961283e-941
1521.77791011843439e-943.55582023686877e-941
1531.40203296505640e-942.80406593011279e-941
1547.1901148055724e-941.43802296111448e-931
1559.49588870757922e-951.89917774151584e-941
1563.01048008234867e-956.02096016469733e-951
1571.64760402329709e-953.29520804659418e-951
1582.32144044330093e-954.64288088660187e-951
1595.5114017925603e-951.10228035851206e-941
1608.17009301394328e-961.63401860278866e-951
1614.8615896536952e-969.7231793073904e-961
1624.13467169187532e-968.26934338375064e-961
1633.35797054516508e-966.71594109033016e-961
1641.87602073224274e-623.75204146448549e-621
1651.73093757931460e-613.46187515862919e-611
1661.66735700180513e-603.33471400361026e-601
1679.64591183714112e-611.92918236742822e-601
1683.15164117792464e-616.30328235584929e-611
1697.461043007955e-621.492208601591e-611
1701.48023395571958e-612.96046791143917e-611
1711.49114605801746e-602.98229211603493e-601
1723.37035199374146e-596.74070398748292e-591
1731.45875527664886e-572.91751055329773e-571
1748.23215834149789e-561.64643166829958e-551
1754.72116743623111e-569.44233487246223e-561
1761.25162948388048e-562.50325896776097e-561
1773.32704856152393e-576.65409712304785e-571
1788.6824572186618e-581.73649144373236e-571
1792.25955682848971e-584.51911365697942e-581
1801.52981634962177e-583.05963269924355e-581
1814.0324638622116e-598.0649277244232e-591
1821.05056302032721e-592.10112604065441e-591
1832.76267730032394e-605.52535460064787e-601
1847.33345619696967e-611.46669123939393e-601
1851.86343306876491e-613.72686613752981e-611
1864.02693436229006e-618.05386872458011e-611
1874.18363357586279e-598.36726715172558e-591
1883.60020897467321e-567.20041794934642e-561
1896.21841831460849e-551.24368366292170e-541
1905.05677552779248e-551.01135510555850e-541
1911.57426515248299e-553.14853030496599e-551
1924.41112319969756e-568.82224639939511e-561
1931.26482279217646e-362.52964558435292e-361
1946.8946848632067e-331.37893697264134e-321
1951.96155628490828e-323.92311256981656e-321
1968.06092268846844e-331.61218453769369e-321
1971.03968944910294e-322.07937889820589e-321
1983.20509276549106e-326.41018553098212e-321
1996.33596835280762e-311.26719367056152e-301
2006.21011513350888e-261.24202302670178e-251
2011.20510286744452e-222.41020573488904e-221
2022.86957607532073e-175.73915215064147e-171
20311.47436068357265e-237.37180341786323e-24
20414.50305335381139e-282.25152667690570e-28
20516.88927254508512e-283.44463627254256e-28
20611.18600722587012e-275.93003612935059e-28
20712.06967845302452e-271.03483922651226e-27
20812.13272633235107e-271.06636316617553e-27
20914.54267783807618e-272.27133891903809e-27
21019.8461102556662e-274.9230551278331e-27
21114.27158740588036e-312.13579370294018e-31
21211.15113522277748e-335.75567611388741e-34
21316.20704623634317e-353.10352311817158e-35
21416.7292518718768e-353.3646259359384e-35
21511.63360571261834e-348.1680285630917e-35
21613.29621630749118e-341.64810815374559e-34
21718.13510187553598e-344.06755093776799e-34
21811.99288075767263e-339.96440378836316e-34
21914.88263436422094e-332.44131718211047e-33
22011.00312760021816e-325.01563800109078e-33
22111.22418255368066e-326.12091276840331e-33
22212.49534658025378e-321.24767329012689e-32
22315.29168775857342e-322.64584387928671e-32
22415.35008975315932e-322.67504487657966e-32
22511.94975428981137e-329.74877144905684e-33
22614.79039086243057e-332.39519543121528e-33
22711.17188735860067e-325.85943679300336e-33
22812.41390840161779e-321.20695420080890e-32
22913.48257178849467e-321.74128589424733e-32
23015.95831451033414e-322.97915725516707e-32
23111.33374592970966e-316.66872964854829e-32
23213.20989493102855e-311.60494746551427e-31
23316.61298357407698e-313.30649178703849e-31
23411.41725803874472e-307.08629019372362e-31
23512.15058002652761e-301.07529001326381e-30
23614.08658600994265e-302.04329300497133e-30
23713.19103255836306e-301.59551627918153e-30
23817.55232405024093e-303.77616202512046e-30
23911.45753979161365e-297.28769895806823e-30
24012.05953367661254e-291.02976683830627e-29
24113.84173442156574e-291.92086721078287e-29
24217.58572563124333e-293.79286281562167e-29
24311.77544889820446e-288.87724449102232e-29
24413.50753324014107e-281.75376662007053e-28
24513.89121988936841e-281.94560994468420e-28
24614.91682562857398e-282.45841281428699e-28
24711.12936389422072e-275.64681947110358e-28
24811.70018172426411e-278.50090862132054e-28
24913.63677863458434e-271.81838931729217e-27
25015.12354577692619e-272.56177288846309e-27
25117.97928238998567e-273.98964119499284e-27
25211.80429376149304e-269.02146880746521e-27
25311.62928389598125e-268.14641947990623e-27
25413.65049489386456e-261.82524744693228e-26
25517.98897000829904e-263.99448500414952e-26
25611.33609228459909e-256.68046142299545e-26
25712.97307483494005e-251.48653741747003e-25
25814.20590315332476e-252.10295157666238e-25
25919.482376134996e-254.741188067498e-25
26012.04892650693745e-241.02446325346872e-24
26113.46372057574127e-241.73186028787064e-24
26216.01312391530362e-243.00656195765181e-24
26311.29926851385013e-236.49634256925063e-24
26412.81491254911552e-231.40745627455776e-23
26516.08851459914466e-233.04425729957233e-23
26619.18394155897377e-234.59197077948688e-23
26712.00566762776284e-221.00283381388142e-22
26814.26063432074966e-222.13031716037483e-22
26917.45246216754034e-223.72623108377017e-22
27011.53835010346152e-217.6917505173076e-22
27113.01107486966503e-211.50553743483252e-21
27216.29262007568128e-213.14631003784064e-21
27311.16108593559373e-205.80542967796863e-21
27411.51085120789414e-207.55425603947071e-21
27512.67751741897405e-201.33875870948702e-20
27615.56029321113902e-202.78014660556951e-20
27711.13894377381185e-195.69471886905927e-20
27811.90098596789210e-199.5049298394605e-20
27913.33227589793090e-191.66613794896545e-19
28016.73437606522986e-193.36718803261493e-19
28118.69469448459024e-194.34734724229512e-19
28211.74548486052564e-188.72742430262818e-19
28313.09556200217221e-181.54778100108610e-18
28415.60283939361117e-182.80141969680558e-18
28511.1089894960685e-175.5449474803425e-18
28612.13877666120469e-171.06938833060234e-17
28712.70629518741823e-171.35314759370911e-17
28813.36006540317772e-171.68003270158886e-17
28916.71835726475216e-173.35917863237608e-17
29011.30580869798526e-166.5290434899263e-17
29112.53950411091509e-161.26975205545754e-16
29214.82862947268511e-162.41431473634255e-16
29319.26384538164242e-164.63192269082121e-16
29411.72614416362174e-158.63072081810871e-16
2950.9999999999999992.68596262035754e-151.34298131017877e-15
2960.9999999999999984.93064189199773e-152.46532094599886e-15
2970.9999999999999959.59799367951528e-154.79899683975764e-15
2980.9999999999999921.65381271350529e-148.26906356752643e-15
2990.9999999999999951.03878209371147e-145.19391046855734e-15
3000.9999999999999921.57568906346758e-147.8784453173379e-15
3010.9999999999999852.99685089428848e-141.49842544714424e-14
3020.9999999999999725.66463928846297e-142.83231964423149e-14
3030.9999999999999588.32296076513552e-144.16148038256776e-14
3040.9999999999999221.56408859652453e-137.82044298262265e-14
3050.9999999999998662.68667787547242e-131.34333893773621e-13
3060.999999999999754.98841637740843e-132.49420818870422e-13
3070.9999999999996467.08461954040014e-133.54230977020007e-13
3080.9999999999993471.30591469272968e-126.52957346364842e-13
3090.9999999999988042.39165587796596e-121.19582793898298e-12
3100.9999999999983513.29729613173704e-121.64864806586852e-12
3110.999999999997015.97941783304465e-122.98970891652232e-12
3120.9999999999945111.09783773156728e-115.48918865783641e-12
3130.9999999999901821.96361112235161e-119.81805561175807e-12
3140.9999999999827133.45730261249484e-111.72865130624742e-11
3150.9999999999692246.15530566562642e-113.07765283281321e-11
3160.9999999999485661.02867686898292e-105.14338434491462e-11
3170.9999999999161111.67777086549756e-108.38885432748778e-11
3180.9999999998630342.73932516773903e-101.36966258386952e-10
3190.9999999997611754.77650769615793e-102.38825384807896e-10
3200.9999999996837486.32504455723993e-103.16252227861996e-10
3210.9999999994658561.06828778635115e-095.34143893175574e-10
3220.9999999990773871.84522663113783e-099.22613315568917e-10
3230.9999999985139532.97209477829354e-091.48604738914677e-09
3240.9999999974738385.05232435960141e-092.52616217980070e-09
3250.999999995934418.1311777944378e-094.0655888972189e-09
3260.999999993607721.27845615027222e-086.3922807513611e-09
3270.9999999899963642.00072718888090e-081.00036359444045e-08
3280.9999999847856963.04286090000188e-081.52143045000094e-08
3290.9999999755434324.89131355618966e-082.44565677809483e-08
3300.9999999652322616.95354779542631e-083.47677389771315e-08
3310.999999942410321.15179360380088e-075.75896801900442e-08
3320.999999910080511.79838981597276e-078.99194907986378e-08
3330.9999998532525142.93494971691246e-071.46747485845623e-07
3340.999999798931784.02136440844745e-072.01068220422372e-07
3350.999999678283736.43432541402227e-073.21716270701114e-07
3360.9999994826730351.03465393112873e-065.17326965564365e-07
3370.9999991752794331.64944113285843e-068.24720566429213e-07
3380.9999986951957842.60960843278873e-061.30480421639436e-06
3390.999997943772654.11245470023167e-062.05622735011584e-06
3400.9999972645723545.47085529166661e-062.73542764583331e-06
3410.9999957302436728.53951265509086e-064.26975632754543e-06
3420.9999933881019791.32237960426587e-056.61189802132936e-06
3430.9999898281321862.03437356291097e-051.01718678145549e-05
3440.9999855426755212.89146489579106e-051.44573244789553e-05
3450.9999786480137324.27039725360955e-052.13519862680477e-05
3460.9999681150076986.37699846035084e-053.18849923017542e-05
3470.9999579297985138.41404029734255e-054.20702014867128e-05
3480.9999372452805190.0001255094389626736.27547194813365e-05
3490.9999100683373060.0001798633253887998.99316626943994e-05
3500.9998713905833530.0002572188332946710.000128609416647336
3510.9998179210996490.000364157800702290.000182078900351145
3520.9997380774264190.0005238451471628220.000261922573581411
3530.9996571734490980.0006856531018036860.000342826550901843
3540.9995919822166450.000816035566709670.000408017783354835
3550.9996209807356830.000758038528633980.00037901926431699
3560.999452904487930.001094191024139020.000547095512069508
3570.999222915441970.001554169116059550.000777084558029776
3580.9989165155545260.002166968890947690.00108348444547385
3590.998473827681710.003052344636580800.00152617231829040
3600.99790745823140.004185083537201380.00209254176860069
3610.9970999832594890.00580003348102260.0029000167405113
3620.9961853416032640.00762931679347250.00381465839673625
3630.994799947858590.01040010428282090.00520005214141045
3640.9930280710634640.01394385787307220.0069719289365361
3650.9906758734989050.01864825300219060.00932412650109528
3660.9876600999155860.02467980016882880.0123399000844144
3670.9839275312351270.03214493752974530.0160724687648727
3680.9854980383471220.02900392330575580.0145019616528779
3690.9814152676763670.03716946464726590.0185847323236330
3700.9791657209088310.04166855818233750.0208342790911688
3710.9739029703899140.05219405922017190.0260970296100859
3720.9664426341377760.06711473172444710.0335573658622236
3730.9594524671502160.08109506569956850.0405475328497842
3740.94856556104150.1028688779170010.0514344389585003
3750.9356917631822830.1286164736354330.0643082368177167
3760.9198175072207850.1603649855584290.0801824927792147
3770.9021974074228010.1956051851543980.097802592577199
3780.8940702520389020.2118594959221950.105929747961098
3790.872642903647310.2547141927053820.127357096352691
3800.8713775599942140.2572448800115720.128622440005786
3810.8455135058745760.3089729882508470.154486494125424
3820.8264222007407730.3471555985184530.173577799259227
3830.7938341073254420.4123317853491150.206165892674558
3840.757176296935630.4856474061287410.242823703064371
3850.725431368448450.54913726310310.27456863155155
3860.6921840880039510.6156318239920990.307815911996049
3870.6497312947474940.7005374105050120.350268705252506
3880.6392751313774490.7214497372451010.360724868622551
3890.6068759986075320.7862480027849360.393124001392468
3900.5722109166747550.8555781666504890.427789083325245
3910.5251708728345050.949658254330990.474829127165495
3920.4863943598665250.972788719733050.513605640133475
3930.543496821703780.913006356592440.45650317829622
3940.4967866234015680.9935732468031350.503213376598432
3950.4534749832596880.9069499665193770.546525016740312
3960.4156656819782910.8313313639565810.584334318021709
3970.3829232369864940.7658464739729870.617076763013506
3980.373057717370460.746115434740920.62694228262954
3990.3194651458969010.6389302917938010.6805348541031
4000.272579634940710.545159269881420.72742036505929
4010.3823550910716920.7647101821433850.617644908928308
4020.4055103586740950.811020717348190.594489641325905
4030.3673069721420270.7346139442840540.632693027857973
4040.3398847157166180.6797694314332370.660115284283382
4050.2962868270804150.592573654160830.703713172919585
4060.240300761130940.480601522261880.75969923886906
4070.2093849645335340.4187699290670680.790615035466466
4080.1726435248763030.3452870497526050.827356475123697
4090.6159476299357720.7681047401284550.384052370064228
4100.6614321746879140.6771356506241710.338567825312086
4110.578766573943360.842466852113280.42123342605664
4120.9868874565886720.02622508682265540.0131125434113277
4130.9804284263255770.03914314734884520.0195715736744226
4140.9776531431199030.04469371376019420.0223468568800971
4150.9838741692709980.03225166145800380.0161258307290019
4160.9701987751105370.05960244977892660.0298012248894633
4170.9725344233972370.05493115320552630.0274655766027631
4180.977578097098110.04484380580378050.0224219029018903
4190.9284907964533310.1430184070933370.0715092035466687


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level3510.860294117647059NOK
5% type I error level3640.892156862745098NOK
10% type I error level3690.904411764705882NOK