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 | |||||
Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
(Intercept) | 34267.2709217981 | 9895.291435 | 3.463 | 0.000589 | 0.000294 |
Costs | 0.00327740153970557 | 0.008093 | 0.405 | 0.685695 | 0.342848 |
Trades | 0.21113518371683 | 0.047395 | 4.4548 | 1.1e-05 | 5e-06 |
Dividends | -0.200510302061976 | 0.037307 | -5.3746 | 0 | 0 |
Wealth | -0.00777428564764741 | 0.008408 | -0.9246 | 0.355678 | 0.177839 |
WRank | -0.201968909600285 | 0.0414 | -4.8785 | 2e-06 | 1e-06 |
`Profit/Trades` | -0.110949694939462 | 0.058385 | -1.9003 | 0.058075 | 0.029037 |
`Profit/Cost` | -0.125756912714287 | 0.03806 | -3.3042 | 0.001034 | 0.000517 |
t | 126.294849270578 | 35.407506 | 3.5669 | 0.000403 | 0.000201 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.445426980990321 |
R-squared | 0.198405195394151 |
Adjusted R-squared | 0.18320908535423 |
F-TEST (value) | 13.0563147327129 |
F-TEST (DF numerator) | 8 |
F-TEST (DF denominator) | 422 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 70400.402000287 |
Sum Squared Residuals | 2091523405960.45 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 56289 | -57046.1080024099 | 113335.10800241 |
2 | 28328 | -16802.7522499616 | 45130.7522499616 |
3 | 17936 | -28609.0501250044 | 46545.0501250044 |
4 | 4145 | 38565.6794121608 | -34420.6794121608 |
5 | 3040 | -2384.34422952891 | 5424.34422952891 |
6 | 2964 | -10016.4496490285 | 12980.4496490285 |
7 | 2865 | -1706.76741924519 | 4571.76741924519 |
8 | 2854 | -27108.5062794166 | 29962.5062794166 |
9 | 2167 | 15657.3730257928 | -13490.3730257928 |
10 | 1974 | 13518.9249373456 | -11544.9249373456 |
11 | 1910 | -22660.1784578946 | 24570.1784578946 |
12 | 1871 | 17760.2575344703 | -15889.2575344703 |
13 | 943 | 24867.2956738625 | -23924.2956738625 |
14 | 929 | 27822.3049620562 | -26893.3049620562 |
15 | 822 | 9840.85866064976 | -9018.85866064976 |
16 | 819 | -2960.00899392672 | 3779.00899392672 |
17 | 769 | -26746.9941497793 | 27515.9941497793 |
18 | 745 | 6986.46070185053 | -6241.46070185053 |
19 | 652 | 21171.3707603073 | -20519.3707603073 |
20 | 643 | 8759.62597845933 | -8116.62597845933 |
21 | 601 | 13190.4663724850 | -12589.4663724850 |
22 | 446 | 14917.5341666065 | -14471.5341666065 |
23 | 436 | -1972.76669963365 | 2408.76669963365 |
24 | 379 | 11210.8019877704 | -10831.8019877704 |
25 | 305 | 8100.27155379844 | -7795.27155379844 |
26 | 284 | 19584.8478308177 | -19300.8478308177 |
27 | 247 | 17487.6776317258 | -17240.6776317258 |
28 | 238 | 29930.2533057207 | -29692.2533057207 |
29 | 223 | 23628.3408825596 | -23405.3408825596 |
30 | 220 | 24678.1228400488 | -24458.1228400488 |
31 | 217 | 13408.3035558648 | -13191.3035558648 |
32 | 199 | 12124.6553566657 | -11925.6553566657 |
33 | 195 | 15199.8687901868 | -15004.8687901868 |
34 | 163 | 12543.5084888903 | -12380.5084888903 |
35 | 154 | -29067.0253576864 | 29221.0253576864 |
36 | 143 | 15311.2995891611 | -15168.2995891611 |
37 | 135 | 15707.3378200853 | -15572.3378200853 |
38 | 132 | 10428.5496087983 | -10296.5496087983 |
39 | 120 | -4034.31757754616 | 4154.31757754616 |
40 | 119 | 21658.4217817492 | -21539.4217817492 |
41 | 108 | 11497.9173644005 | -11389.9173644005 |
42 | 104 | 17315.7098164116 | -17211.7098164116 |
43 | 101 | 16885.6678322113 | -16784.6678322113 |
44 | 90 | 13143.6875308869 | -13053.6875308869 |
45 | 85 | 22745.7701019312 | -22660.7701019312 |
46 | 74 | 15942.7439207079 | -15868.7439207079 |
47 | 73 | -4946.74555371117 | 5019.74555371117 |
48 | 70 | 9509.62113388596 | -9439.62113388596 |
49 | 67 | 12025.6484136487 | -11958.6484136487 |
50 | 66 | 23698.1809487166 | -23632.1809487166 |
51 | 66 | 14582.3292518237 | -14516.3292518237 |
52 | 66 | 9577.20175572624 | -9511.20175572624 |
53 | 59 | -975.400434679533 | 1034.40043467953 |
54 | 58 | 7442.9947650438 | -7384.9947650438 |
55 | 58 | 7935.5449080978 | -7877.5449080978 |
56 | 54 | 25652.9521215900 | -25598.9521215900 |
57 | 53 | 20704.7328755277 | -20651.7328755277 |
58 | 49 | 20137.4587742466 | -20088.4587742466 |
59 | 49 | 18961.4193377552 | -18912.4193377552 |
60 | 44 | 21132.9782757292 | -21088.9782757292 |
61 | 39 | 18537.3756561685 | -18498.3756561685 |
62 | 38 | 28950.2918061806 | -28912.2918061806 |
63 | 38 | 19317.3465716214 | -19279.3465716214 |
64 | 37 | 22804.3055110552 | -22767.3055110552 |
65 | 36 | 27663.1289180748 | -27627.1289180748 |
66 | 35 | 21814.4178520807 | -21779.4178520807 |
67 | 34 | 24336.1943497163 | -24302.1943497163 |
68 | 33 | 19212.9587157048 | -19179.9587157048 |
69 | 32 | 13563.6094112005 | -13531.6094112005 |
70 | 32 | 19312.3564291058 | -19280.3564291058 |
71 | 31 | 36116.4110303769 | -36085.4110303769 |
72 | 31 | 32194.6124694184 | -32163.6124694184 |
73 | 30 | 19213.3135097976 | -19183.3135097976 |
74 | 30 | 23865.3294822784 | -23835.3294822784 |
75 | 30 | 16208.156830569 | -16178.156830569 |
76 | 28 | 26044.7050863750 | -26016.7050863750 |
77 | 26 | 17697.3113327604 | -17671.3113327604 |
78 | 26 | 27265.4586874384 | -27239.4586874384 |
79 | 26 | 27733.0777898730 | -27707.0777898730 |
80 | 25 | 17994.236353821 | -17969.236353821 |
81 | 25 | 28916.7538181518 | -28891.7538181518 |
82 | 24 | 22917.1216419964 | -22893.1216419964 |
83 | 24 | 13828.0561344947 | -13804.0561344947 |
84 | 23 | 33874.3768968 | -33851.3768968 |
85 | 23 | 20103.6124099570 | -20080.6124099570 |
86 | 22 | 29239.7323665955 | -29217.7323665955 |
87 | 22 | 23272.5621206237 | -23250.5621206237 |
88 | 22 | 20509.8492942627 | -20487.8492942627 |
89 | 20 | 21488.5877340646 | -21468.5877340646 |
90 | 20 | 19981.0701153576 | -19961.0701153576 |
91 | 19 | 23123.4871449150 | -23104.4871449150 |
92 | 18 | 25834.2920292008 | -25816.2920292008 |
93 | 17 | 29466.6122216536 | -29449.6122216536 |
94 | 16 | 17628.9294105718 | -17612.9294105718 |
95 | 14 | 35548.6383494864 | -35534.6383494864 |
96 | 14 | 30924.1859214649 | -30910.1859214649 |
97 | 14 | 17233.8234293146 | -17219.8234293146 |
98 | 13 | 29939.5113136855 | -29926.5113136855 |
99 | 13 | 16503.2393158190 | -16490.2393158190 |
100 | 13 | 28520.4284182277 | -28507.4284182277 |
101 | 13 | 28940.2605350493 | -28927.2605350493 |
102 | 13 | 26919.5406933951 | -26906.5406933951 |
103 | 12 | 23011.5570603436 | -22999.5570603436 |
104 | 12 | 21364.4734191922 | -21352.4734191922 |
105 | 11 | 30410.0837154696 | -30399.0837154696 |
106 | 10 | 30788.9449203103 | -30778.9449203103 |
107 | 10 | 34886.9619658619 | -34876.9619658619 |
108 | 10 | 22567.950639239 | -22557.950639239 |
109 | 10 | 24962.2889705097 | -24952.2889705097 |
110 | 10 | 31364.3907090593 | -31354.3907090593 |
111 | 9 | 30682.2770161641 | -30673.2770161641 |
112 | 9 | 37586.0548933462 | -37577.0548933462 |
113 | 9 | 28810.1420195571 | -28801.1420195571 |
114 | 6 | 30791.3428579623 | -30785.3428579623 |
115 | 6 | 32097.8580304772 | -32091.8580304772 |
116 | 6 | 34517.7325831995 | -34511.7325831995 |
117 | 5 | 28791.1302669881 | -28786.1302669881 |
118 | 5 | 26669.2177837657 | -26664.2177837657 |
119 | 5 | 31978.5930689852 | -31973.5930689852 |
120 | 4 | 34465.3115721252 | -34461.3115721252 |
121 | 4 | 24339.3440137943 | -24335.3440137943 |
122 | 3 | 32542.1078575949 | -32539.1078575949 |
123 | 2 | 28202.8675061389 | -28200.8675061389 |
124 | 2 | 23532.4753826150 | -23530.4753826150 |
125 | 1 | 34224.2525810527 | -34223.2525810527 |
126 | 1 | 33134.8179283829 | -33133.8179283829 |
127 | 7 | 35629.4798188744 | -35622.4798188744 |
128 | 28 | 116554.421669838 | -116526.421669838 |
129 | 0 | 117782.590499858 | -117782.590499858 |
130 | 314353 | 109800.522701218 | 204552.477298782 |
131 | 369448 | 45842.7760558577 | 323605.223944142 |
132 | 315380 | 43848.5914988996 | 271531.408501100 |
133 | 37615 | 4008.41423497079 | 33606.5857650292 |
134 | 22415 | 4140.42429457551 | 18274.5757054245 |
135 | 12779 | 4046.33197171967 | 8732.66802828033 |
136 | 9146 | 3711.98313309427 | 5434.01686690573 |
137 | 57443 | 4333.64695438537 | 53109.3530456146 |
138 | 22983 | 4356.23113261359 | 18626.7688673864 |
139 | 0 | 4544.16519727825 | -4544.16519727825 |
140 | 0 | 36533.2934862453 | -36533.2934862453 |
141 | 15 | 37277.5633335395 | -37262.5633335395 |
142 | 3 | 115276.950804625 | -115273.950804625 |
143 | 15 | 118170.844234582 | -118155.844234582 |
144 | 11 | 122102.805426755 | -122091.805426755 |
145 | 0 | 118606.803284449 | -118606.803284449 |
146 | 314987 | 111799.528182759 | 203187.471817241 |
147 | 325249 | 46691.1302239767 | 278557.869776023 |
148 | 315877 | 58412.7137084497 | 257464.286291550 |
149 | 291650 | 68457.3632088023 | 223192.636791198 |
150 | 305959 | 47147.2449900655 | 258811.755009934 |
151 | 315380 | 45997.3037682306 | 269382.696231769 |
152 | 8888 | 8449.20869211508 | 438.791307884919 |
153 | 38415 | 6265.77962033713 | 32149.2203796629 |
154 | 0 | 6453.1174548074 | -6453.1174548074 |
155 | 2 | 39159.5774413309 | -39157.5774413309 |
156 | 7 | 119931.461848315 | -119924.461848315 |
157 | 0 | 125084.296716845 | -125084.296716845 |
158 | 315380 | 113330.006734303 | 202049.993265697 |
159 | 0 | 7067.94810307758 | -7067.94810307758 |
160 | 27 | 39742.8372451984 | -39715.8372451984 |
161 | 51 | 119262.152464696 | -119211.152464696 |
162 | 3 | 118598.160538441 | -118595.160538441 |
163 | 0 | 120684.951568648 | -120684.951568648 |
164 | 382712 | 115827.039682205 | 266884.960317795 |
165 | 341570 | 48468.161549155 | 293101.838450845 |
166 | 315380 | 47666.5936449402 | 267713.40635506 |
167 | 0 | 8077.73832156053 | -8077.73832156053 |
168 | 0 | 37133.4813426461 | -37133.4813426461 |
169 | 9 | 40920.559922572 | -40911.559922572 |
170 | 0 | 121036.096235044 | -121036.096235044 |
171 | 315547 | 114917.836430841 | 200629.163569159 |
172 | 313267 | 50511.9308341672 | 262755.069165833 |
173 | 316176 | 48564.3222279788 | 267611.677772021 |
174 | 315380 | 72805.9372080043 | 242574.062791996 |
175 | 0 | 9090.79372671833 | -9090.79372671833 |
176 | 0 | 38788.8909311345 | -38788.8909311345 |
177 | 0 | 38196.3400347307 | -38196.3400347307 |
178 | 0 | 42846.7619297522 | -42846.7619297522 |
179 | 0 | 39848.0356813982 | -39848.0356813982 |
180 | 0 | 38776.3278178923 | -38776.3278178923 |
181 | 0 | 41331.4148605922 | -41331.4148605922 |
182 | 0 | 40911.679345996 | -40911.679345996 |
183 | 0 | 39830.2673169597 | -39830.2673169597 |
184 | 0 | 39891.4212808832 | -39891.4212808832 |
185 | 4 | 42933.2328577338 | -42929.2328577338 |
186 | 0 | 124904.291863684 | -124904.291863684 |
187 | 315366 | 116855.792608427 | 198510.207391573 |
188 | 315380 | 54271.1990532278 | 261108.800946772 |
189 | 57844 | 10787.7273444737 | 47056.2726555263 |
190 | 0 | 10988.9458958138 | -10988.9458958138 |
191 | 0 | 32206.2997947106 | -32206.2997947106 |
192 | 0 | 43836.7322854043 | -43836.7322854043 |
193 | 269587 | 115212.901306841 | 154374.098693159 |
194 | 315380 | 51838.6768481355 | 263541.323151864 |
195 | 0 | 11609.2567290194 | -11609.2567290194 |
196 | 27 | 44318.8066561208 | -44291.8066561208 |
197 | 17 | 122593.120278941 | -122576.120278941 |
198 | 2 | 128144.728634612 | -128142.728634612 |
199 | 4 | 123511.233743742 | -123507.233743742 |
200 | 0 | 126361.654863447 | -126361.654863447 |
201 | 343613 | 120058.673348152 | 223554.326651848 |
202 | 306948 | 53008.5575116759 | 253939.442488324 |
203 | 210 | 14155.5889178921 | -13945.5889178921 |
204 | 267 | -4160.44479842461 | 4427.44479842461 |
205 | 474 | 5271.64726166555 | -4797.64726166555 |
206 | 534 | 14502.7119636853 | -13968.7119636853 |
207 | 0 | 9540.17068446114 | -9540.17068446114 |
208 | 60831 | 10115.5559289170 | 50715.444071083 |
209 | 60646 | 58725.2482924063 | 1920.75170759374 |
210 | 60720 | 61017.1754891563 | -297.175489156258 |
211 | 135 | 15197.2649715649 | -15062.2649715649 |
212 | 373 | 17046.382360119 | -16673.382360119 |
213 | 198 | 14919.9186252257 | -14721.9186252257 |
214 | 36505 | -10155.1086220044 | 46660.1086220044 |
215 | 239 | -2711.66652039837 | 2950.66652039837 |
216 | 5924 | -9944.46697788963 | 15868.4669778896 |
217 | 413 | -2944.44202038483 | 3357.44202038483 |
218 | 1874 | -3254.9615596172 | 5128.9615596172 |
219 | 192 | -2267.0206066204 | 2459.0206066204 |
220 | 0 | 7467.16834873017 | -7467.16834873017 |
221 | 63915 | 11723.6553389367 | 52191.3446610633 |
222 | 60720 | 61075.776641923 | -355.776641922991 |
223 | 60720 | 61078.5792676235 | -358.579267623458 |
224 | 355 | 18652.9433227122 | -18297.9433227122 |
225 | 204 | 16364.7607678956 | -16160.7607678956 |
226 | 52257 | -15923.0421253106 | 68180.0421253106 |
227 | 53 | -1255.21946642157 | 1308.21946642157 |
228 | 0 | 8341.74192824984 | -8341.74192824984 |
229 | 60720 | 12770.4647100389 | 47949.5352899611 |
230 | 200 | 17991.5927687083 | -17791.5927687083 |
231 | 1200 | -4977.57182638074 | 6177.57182638074 |
232 | 24 | -627.628459391555 | 651.628459391555 |
233 | 2332 | 9584.99261618025 | -7252.99261618025 |
234 | 0 | 7835.7256007023 | -7835.7256007023 |
235 | 60720 | 13527.9150599508 | 47192.0849400492 |
236 | 338 | 19437.3552081342 | -19099.3552081342 |
237 | 260 | 18009.6288280442 | -17749.6288280442 |
238 | 206 | 130.473485316728 | 75.5265146832717 |
239 | 0 | 13948.2679840457 | -13948.2679840457 |
240 | 64245 | 14140.5780962808 | 50104.4219037192 |
241 | 73007 | 54941.623455161 | 18065.376544839 |
242 | 82732 | 65344.358549444 | 17387.6414505560 |
243 | 60720 | 65758.0133889408 | -5038.0133889408 |
244 | 335 | 21151.0656731818 | -20816.0656731818 |
245 | 365 | 22480.8169032097 | -22115.8169032097 |
246 | 239 | 19004.1601991226 | -18765.1601991226 |
247 | 0 | 1267.01617905699 | -1267.01617905699 |
248 | 60720 | 15169.5459690415 | 45550.4540309585 |
249 | 102 | 15471.4156654568 | -15369.4156654568 |
250 | 116 | 17733.4669255877 | -17617.4669255877 |
251 | 288 | 19688.8169105001 | -19400.8169105001 |
252 | 0 | 1893.38673944267 | -1893.38673944267 |
253 | 77655 | 15778.6228609929 | 61876.3771390071 |
254 | 60720 | 64299.4890161116 | -3579.48901611165 |
255 | 117 | 18125.9297307547 | -18008.9297307547 |
256 | 286 | 20473.8796177 | -20187.8796177 |
257 | 0 | 2524.41718701580 | -2524.41718701580 |
258 | 60798 | 16417.0933440703 | 44380.9066559297 |
259 | 60720 | 66216.2362008279 | -5496.23620082788 |
260 | 141 | 21016.0150785410 | -20875.0150785410 |
261 | 140 | 19911.3425657780 | -19771.3425657780 |
262 | 232 | 21046.1943139046 | -20814.1943139046 |
263 | 69 | 8130.80217687311 | -8061.8021768731 |
264 | 629 | 3831.55109262659 | -3202.55109262659 |
265 | 0 | 3537.99352233366 | -3537.99352233366 |
266 | 56726 | 17406.2267041560 | 39319.773295844 |
267 | 60720 | 68762.819880345 | -8042.81988034503 |
268 | 118 | 19671.1812658253 | -19553.1812658253 |
269 | 241 | 21958.800339766 | -21717.800339766 |
270 | 198 | 1035.50405254468 | -837.50405254468 |
271 | 3912 | 40.9409769528961 | 3871.05902304710 |
272 | 249 | 4422.27936661759 | -4173.27936661759 |
273 | 0 | 21168.8031818095 | -21168.8031818095 |
274 | 62841 | 18431.9182816489 | 44409.0817183511 |
275 | 81125 | 68986.870842829 | 12138.129157171 |
276 | 60720 | 68754.300960236 | -8034.300960236 |
277 | 356 | 25703.3984435994 | -25347.3984435994 |
278 | 107 | 20336.3036075573 | -20229.3036075573 |
279 | 229 | 23205.3633390608 | -22976.3633390608 |
280 | 0 | 5435.30095346076 | -5435.30095346076 |
281 | 60720 | 19337.5714178251 | 41382.4285821749 |
282 | 320 | 24834.0299892679 | -24514.0299892679 |
283 | 360 | 26506.5911050915 | -26146.5911050915 |
284 | 225 | 23976.180074701 | -23751.180074701 |
285 | 366 | 6066.66425011871 | -5700.66425011871 |
286 | 2 | 13781.9895016212 | -13779.9895016212 |
287 | 0 | 10510.3183351792 | -10510.3183351792 |
288 | 64016 | 20196.8275851828 | 43819.1724148172 |
289 | 54683 | 69988.5216234517 | -15305.5216234517 |
290 | 60720 | 70975.1708260088 | -10255.1708260088 |
291 | 244 | 25702.5460352762 | -25458.5460352762 |
292 | 402 | 290.21692848581 | 111.78307151419 |
293 | 49 | 7077.57779275802 | -7028.57779275802 |
294 | 3 | 17003.4199042496 | -17000.4199042496 |
295 | 133 | 11012.5297663776 | -10879.5297663776 |
296 | 32 | 15392.0066637259 | -15360.0066637259 |
297 | 368 | -2332.35047941592 | 2700.35047941592 |
298 | 1 | 24051.6482830563 | -24050.6482830563 |
299 | 0 | 8384.68806798705 | -8384.68806798705 |
300 | 60720 | 21736.7848396837 | 38983.2151603163 |
301 | 177 | 26969.5060964726 | -26792.5060964726 |
302 | 0 | 8218.78037368574 | -8218.78037368574 |
303 | 60720 | 22115.8948417792 | 38604.1051582208 |
304 | 324 | 27715.2228175431 | -27391.2228175431 |
305 | 252 | 27661.6671916548 | -27409.6671916548 |
306 | 0 | 8716.85899029193 | -8716.85899029193 |
307 | 60720 | 22621.0120445764 | 38098.9879554236 |
308 | 278 | 27860.1152320619 | -27582.1152320619 |
309 | 0 | 9092.85884603523 | -9092.85884603523 |
310 | 60379 | 22988.4378285404 | 37390.5621714596 |
311 | 60727 | 70069.498025081 | -9342.49802508106 |
312 | 60720 | 62222.7895972242 | -1502.78959722424 |
313 | 60925 | 70160.3514341488 | -9235.35143414877 |
314 | 60720 | 74725.4802302139 | -14005.4802302139 |
315 | 315 | 28892.4031865611 | -28577.4031865611 |
316 | 153 | 28879.6807392206 | -28726.6807392206 |
317 | 376 | 30368.7108303275 | -29992.7108303275 |
318 | 187 | 28118.1324315839 | -27931.1324315839 |
319 | 0 | 10366.0147106754 | -10366.0147106754 |
320 | 60720 | 24188.4609670072 | 36531.5390329928 |
321 | 60720 | 75436.689867472 | -14716.6898674720 |
322 | 354 | 31255.3117515518 | -30901.3117515518 |
323 | 178 | 28903.1700064458 | -28725.1700064458 |
324 | 1595 | 10998.2656048929 | -9403.2656048929 |
325 | 312 | 22668.8477134353 | -22356.8477134353 |
326 | 60 | 22155.2019295822 | -22095.2019295822 |
327 | 587 | 22982.6103693497 | -22395.6103693497 |
328 | 135 | 20828.2700909153 | -20693.2700909153 |
329 | 0 | 14290.2192759383 | -14290.2192759383 |
330 | 60720 | 25525.6458663724 | 35194.3541336276 |
331 | 133 | 27864.9109519121 | -27731.9109519121 |
332 | 279 | 29857.0421706214 | -29578.0421706214 |
333 | 0 | 12126.5980212076 | -12126.5980212076 |
334 | 60722 | 26030.2268346802 | 34691.7731653198 |
335 | 60720 | 70522.7319123362 | -9802.73191233617 |
336 | 289 | 31394.4707949846 | -31105.4707949846 |
337 | 61 | 13837.4829009458 | -13776.4829009458 |
338 | 647 | 11278.8097923762 | -10631.8097923762 |
339 | 0 | 12880.3729278133 | -12880.3729278133 |
340 | 60720 | 26788.7809419337 | 33931.2190580663 |
341 | 292 | 32030.801150563 | -31738.801150563 |
342 | 531 | 12587.0744316124 | -12056.0744316124 |
343 | 448 | 13385.2194758108 | -12937.2194758108 |
344 | 227 | 24843.0813106303 | -24616.0813106303 |
345 | 174 | 23387.6310386910 | -23213.6310386910 |
346 | 0 | 8241.846143607 | -8241.846143607 |
347 | 60720 | 27672.7049496861 | 33047.2950503139 |
348 | 377 | 35927.0840038703 | -35550.0840038703 |
349 | 134 | 31274.792578639 | -31140.792578639 |
350 | 142 | 31567.3587085981 | -31425.3587085981 |
351 | 271 | 32238.1448191185 | -31967.1448191185 |
352 | 530 | 14524.7578113144 | -13994.7578113144 |
353 | 571 | 30313.1509376103 | -29742.1509376103 |
354 | 0 | 31288.8214606173 | -31288.8214606173 |
355 | 62700 | 28672.3897827563 | 34027.6102172437 |
356 | 67804 | 78537.496853164 | -10733.4968531639 |
357 | 59661 | 80014.61462433 | -20353.6146243300 |
358 | 58620 | 76221.1859933611 | -17601.1859933611 |
359 | 60398 | 77948.8775522906 | -17550.8775522906 |
360 | 58580 | 73117.811750243 | -14537.8117502429 |
361 | 62710 | 79541.9155306233 | -16831.9155306233 |
362 | 59325 | 78565.1472946029 | -19240.1472946029 |
363 | 60950 | 78769.4196358963 | -17819.4196358963 |
364 | 68060 | 79294.6822239304 | -11234.6822239304 |
365 | 83620 | 77002.2923354329 | 6617.70766456708 |
366 | 58456 | 80037.8477160964 | -21581.8477160964 |
367 | 52811 | 79788.3855165639 | -26977.3855165639 |
368 | 121173 | 81245.4121816215 | 39927.5878183785 |
369 | 63870 | 81851.8011882858 | -17981.8011882858 |
370 | 21001 | 79647.5952586668 | -58646.5952586668 |
371 | 70415 | 81803.3338213235 | -11388.3338213235 |
372 | 64230 | 78052.8189657288 | -13822.8189657288 |
373 | 59190 | 79448.442334793 | -20258.442334793 |
374 | 69351 | 79950.934787365 | -10599.9347873650 |
375 | 64270 | 81924.9840511362 | -17654.9840511362 |
376 | 70694 | 80408.8193421633 | -9714.81934216334 |
377 | 68005 | 80948.6235785586 | -12943.6235785586 |
378 | 58930 | 81500.4509282217 | -22570.4509282217 |
379 | 58320 | 81249.4211923199 | -22929.4211923199 |
380 | 69980 | 81443.760192748 | -11463.7601927481 |
381 | 69863 | 80951.5075318768 | -11088.5075318768 |
382 | 63255 | 82410.8034895362 | -19155.8034895362 |
383 | 57320 | 82928.703331377 | -25608.7033313770 |
384 | 75230 | 82538.6384553975 | -7308.63845539752 |
385 | 79420 | 82646.4301090636 | -3226.43010906357 |
386 | 73490 | 84004.9841632099 | -10514.9841632099 |
387 | 35250 | 83244.8172070556 | -47994.8172070556 |
388 | 62285 | 83859.7812653094 | -21574.7812653094 |
389 | 69206 | 83218.9538457046 | -14012.9538457046 |
390 | 65920 | 83854.5106018981 | -17934.5106018981 |
391 | 69770 | 81320.5996349311 | -11550.5996349311 |
392 | 72683 | 79008.4510598953 | -6325.4510598953 |
393 | -14545 | 83369.3732458533 | -97914.3732458533 |
394 | 55830 | 83934.9293428046 | -28104.9293428046 |
395 | 55174 | 85725.4919254796 | -30551.4919254796 |
396 | 67038 | 84076.4341332591 | -17038.4341332591 |
397 | 51252 | 84727.293752392 | -33475.2937523919 |
398 | 157278 | 81845.6854887947 | 75432.3145112053 |
399 | 79510 | 84621.894023423 | -5111.89402342296 |
400 | 77440 | 83801.5090754555 | -6361.50907545546 |
401 | 27284 | 83768.652167062 | -56484.6521670620 |
402 | 213118 | 67238.190015851 | 145879.809984149 |
403 | 81767 | 89912.4106465567 | -8145.4106465567 |
404 | 153198 | 81284.6432516322 | 71913.3567483678 |
405 | -26007 | 84082.6819920546 | -110089.681992055 |
406 | 126942 | 79414.6239636423 | 47527.3760363577 |
407 | 157214 | 84336.8861253724 | 72877.1138746276 |
408 | 129352 | 84097.3863726863 | 45254.6136273137 |
409 | 234817 | 84371.8839434544 | 150445.116056546 |
410 | 60448 | 86565.4734447555 | -26117.4734447555 |
411 | 47818 | 86796.3301236208 | -38978.3301236208 |
412 | 245546 | 85466.2455719257 | 160079.754428074 |
413 | 48020 | 86617.2349643858 | -38597.2349643858 |
414 | -1710 | 85946.2363450758 | -87656.2363450758 |
415 | 32648 | 85221.0711467767 | -52573.0711467767 |
416 | 95350 | 84611.7678043387 | 10738.2321956613 |
417 | 151352 | 88775.2124916516 | 62576.7875083483 |
418 | 288170 | 88502.6493014017 | 199667.350698598 |
419 | 114337 | 85820.7627620101 | 28516.2372379899 |
420 | 37884 | 85516.1763237996 | -47632.1763237996 |
421 | 122844 | 87895.8953412551 | 34948.1046587449 |
422 | 82340 | 87312.8503293872 | -4972.85032938716 |
423 | 79801 | 86785.5461716614 | -6984.54617166141 |
424 | 165548 | 87350.2079398405 | 78197.7920601595 |
425 | 116384 | 87339.8669883888 | 29044.1330116112 |
426 | 134028 | 88272.3583851597 | 45755.6416148403 |
427 | 63838 | 87236.7498443705 | -23398.7498443705 |
428 | 74996 | 85876.6265540452 | -10880.6265540452 |
429 | 31080 | 88888.1526200722 | -57808.1526200722 |
430 | 32168 | 88335.226819338 | -56167.226819338 |
431 | 49857 | 86412.7422924982 | -36555.7422924982 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
12 | 0.000590427021807413 | 0.00118085404361483 | 0.999409572978193 |
13 | 4.35953989456791e-05 | 8.71907978913583e-05 | 0.999956404601054 |
14 | 4.92360868480845e-06 | 9.8472173696169e-06 | 0.999995076391315 |
15 | 3.63568496395594e-07 | 7.27136992791189e-07 | 0.999999636431504 |
16 | 3.34235306584317e-08 | 6.68470613168633e-08 | 0.99999996657647 |
17 | 2.94917071569894e-09 | 5.89834143139787e-09 | 0.99999999705083 |
18 | 2.25002595426245e-10 | 4.5000519085249e-10 | 0.999999999774997 |
19 | 1.35027981066510e-11 | 2.70055962133020e-11 | 0.999999999986497 |
20 | 8.97200269576404e-13 | 1.79440053915281e-12 | 0.999999999999103 |
21 | 5.01561800533409e-14 | 1.00312360106682e-13 | 0.99999999999995 |
22 | 2.73986592148090e-15 | 5.47973184296179e-15 | 0.999999999999997 |
23 | 1.41234701088144e-16 | 2.82469402176288e-16 | 1 |
24 | 7.05269849067389e-18 | 1.41053969813478e-17 | 1 |
25 | 3.81081691238533e-19 | 7.62163382477065e-19 | 1 |
26 | 1.75791980517713e-20 | 3.51583961035426e-20 | 1 |
27 | 9.9460254460511e-22 | 1.98920508921022e-21 | 1 |
28 | 5.97929101074546e-23 | 1.19585820214909e-22 | 1 |
29 | 8.08546511584913e-24 | 1.61709302316983e-23 | 1 |
30 | 3.72508689525513e-25 | 7.45017379051026e-25 | 1 |
31 | 2.91985729585183e-26 | 5.83971459170366e-26 | 1 |
32 | 1.3063707516593e-27 | 2.6127415033186e-27 | 1 |
33 | 6.7648051971161e-29 | 1.35296103942322e-28 | 1 |
34 | 3.09184378711723e-30 | 6.18368757423447e-30 | 1 |
35 | 2.16558871934833e-31 | 4.33117743869665e-31 | 1 |
36 | 9.17453413060338e-33 | 1.83490682612068e-32 | 1 |
37 | 4.42131241737616e-34 | 8.84262483475231e-34 | 1 |
38 | 2.53141321814096e-35 | 5.06282643628192e-35 | 1 |
39 | 1.15692811861942e-36 | 2.31385623723885e-36 | 1 |
40 | 9.67521059955417e-38 | 1.93504211991083e-37 | 1 |
41 | 2.17894814664441e-38 | 4.35789629328883e-38 | 1 |
42 | 9.11528656971441e-40 | 1.82305731394288e-39 | 1 |
43 | 4.14377898026361e-41 | 8.28755796052721e-41 | 1 |
44 | 1.67465594334475e-42 | 3.3493118866895e-42 | 1 |
45 | 6.67894278463218e-44 | 1.33578855692644e-43 | 1 |
46 | 2.62958256238303e-45 | 5.25916512476606e-45 | 1 |
47 | 1.04064133501621e-46 | 2.08128267003242e-46 | 1 |
48 | 4.41058914524802e-48 | 8.82117829049604e-48 | 1 |
49 | 1.8390640652769e-49 | 3.6781281305538e-49 | 1 |
50 | 1.0274812539964e-50 | 2.0549625079928e-50 | 1 |
51 | 5.64976005184057e-52 | 1.12995201036811e-51 | 1 |
52 | 2.72823183073896e-53 | 5.45646366147792e-53 | 1 |
53 | 1.17348668157563e-54 | 2.34697336315127e-54 | 1 |
54 | 7.71715069681013e-56 | 1.54343013936203e-55 | 1 |
55 | 5.04594369954858e-57 | 1.00918873990972e-56 | 1 |
56 | 1.90747711281616e-58 | 3.81495422563231e-58 | 1 |
57 | 1.03971334784228e-59 | 2.07942669568456e-59 | 1 |
58 | 4.05264410446015e-61 | 8.10528820892031e-61 | 1 |
59 | 1.54182516811887e-62 | 3.08365033623775e-62 | 1 |
60 | 5.93079568752911e-64 | 1.18615913750582e-63 | 1 |
61 | 2.45176649516245e-65 | 4.90353299032491e-65 | 1 |
62 | 1.33884336738644e-66 | 2.67768673477288e-66 | 1 |
63 | 4.84514230155928e-68 | 9.69028460311856e-68 | 1 |
64 | 1.79519972300436e-69 | 3.59039944600872e-69 | 1 |
65 | 6.5093135744991e-71 | 1.30186271489982e-70 | 1 |
66 | 4.20435992006078e-72 | 8.40871984012155e-72 | 1 |
67 | 3.03023964255300e-73 | 6.06047928510601e-73 | 1 |
68 | 1.09446644598916e-74 | 2.18893289197833e-74 | 1 |
69 | 4.05873552401917e-76 | 8.11747104803834e-76 | 1 |
70 | 1.48949711559638e-77 | 2.97899423119276e-77 | 1 |
71 | 9.1795637037396e-79 | 1.83591274074792e-78 | 1 |
72 | 3.16301612229408e-80 | 6.32603224458816e-80 | 1 |
73 | 1.72539528538717e-81 | 3.45079057077435e-81 | 1 |
74 | 6.30958902502635e-83 | 1.26191780500527e-82 | 1 |
75 | 2.19230530415765e-84 | 4.38461060831531e-84 | 1 |
76 | 1.17739646936013e-85 | 2.35479293872026e-85 | 1 |
77 | 4.20434805314980e-87 | 8.40869610629959e-87 | 1 |
78 | 2.24050929285259e-88 | 4.48101858570517e-88 | 1 |
79 | 1.16490198917995e-89 | 2.32980397835991e-89 | 1 |
80 | 4.32096124791289e-91 | 8.64192249582578e-91 | 1 |
81 | 1.43475517159197e-92 | 2.86951034318394e-92 | 1 |
82 | 5.20380071924882e-94 | 1.04076014384976e-93 | 1 |
83 | 1.78918429561048e-95 | 3.57836859122095e-95 | 1 |
84 | 8.83376059127889e-97 | 1.76675211825578e-96 | 1 |
85 | 2.88714658322663e-98 | 5.77429316645325e-98 | 1 |
86 | 9.94777741069432e-100 | 1.98955548213886e-99 | 1 |
87 | 3.82127465619314e-101 | 7.64254931238628e-101 | 1 |
88 | 1.21990203670313e-102 | 2.43980407340625e-102 | 1 |
89 | 6.30263233012329e-104 | 1.26052646602466e-103 | 1 |
90 | 1.9923800969608e-105 | 3.9847601939216e-105 | 1 |
91 | 6.53600109100418e-107 | 1.30720021820084e-106 | 1 |
92 | 2.09413122720912e-108 | 4.18826245441823e-108 | 1 |
93 | 7.61172680227645e-110 | 1.52234536045529e-109 | 1 |
94 | 2.59713660087091e-111 | 5.19427320174181e-111 | 1 |
95 | 8.0443130134701e-113 | 1.60886260269402e-112 | 1 |
96 | 2.49874169784171e-114 | 4.99748339568342e-114 | 1 |
97 | 8.70146011326316e-116 | 1.74029202265263e-115 | 1 |
98 | 2.93246194565128e-117 | 5.86492389130255e-117 | 1 |
99 | 9.63478922537244e-119 | 1.92695784507449e-118 | 1 |
100 | 2.96122650644844e-120 | 5.92245301289688e-120 | 1 |
101 | 1.52556984835285e-121 | 3.05113969670569e-121 | 1 |
102 | 7.87304254556257e-123 | 1.57460850911251e-122 | 1 |
103 | 4.27926360778848e-124 | 8.55852721557696e-124 | 1 |
104 | 1.78246674714529e-125 | 3.56493349429059e-125 | 1 |
105 | 5.34842070743737e-127 | 1.06968414148747e-126 | 1 |
106 | 2.48421487018548e-128 | 4.96842974037096e-128 | 1 |
107 | 1.36862897491390e-129 | 2.73725794982780e-129 | 1 |
108 | 5.78574622620401e-131 | 1.15714924524080e-130 | 1 |
109 | 1.81886402047943e-132 | 3.63772804095886e-132 | 1 |
110 | 8.25403114317437e-134 | 1.65080622863487e-133 | 1 |
111 | 2.55169244183383e-135 | 5.10338488366766e-135 | 1 |
112 | 1.35027667321730e-136 | 2.70055334643461e-136 | 1 |
113 | 6.551344468434e-138 | 1.3102688936868e-137 | 1 |
114 | 2.61600839352121e-139 | 5.23201678704242e-139 | 1 |
115 | 7.20587660731879e-141 | 1.44117532146376e-140 | 1 |
116 | 2.08508407522933e-142 | 4.17016815045865e-142 | 1 |
117 | 6.40334945553998e-144 | 1.28066989110800e-143 | 1 |
118 | 2.03602102098389e-145 | 4.07204204196779e-145 | 1 |
119 | 8.81536070938127e-147 | 1.76307214187625e-146 | 1 |
120 | 2.74440184832762e-148 | 5.48880369665524e-148 | 1 |
121 | 8.77801281555649e-150 | 1.75560256311130e-149 | 1 |
122 | 2.41071173664677e-151 | 4.82142347329355e-151 | 1 |
123 | 7.0140482255406e-153 | 1.40280964510812e-152 | 1 |
124 | 2.75067685186366e-154 | 5.50135370372732e-154 | 1 |
125 | 7.50197378478653e-156 | 1.50039475695731e-155 | 1 |
126 | 3.26076175803138e-157 | 6.52152351606275e-157 | 1 |
127 | 9.6343619611316e-159 | 1.92687239222632e-158 | 1 |
128 | 1.41612810916305e-159 | 2.8322562183261e-159 | 1 |
129 | 7.66822922546051e-160 | 1.53364584509210e-159 | 1 |
130 | 8.59037034771612e-160 | 1.71807406954322e-159 | 1 |
131 | 4.31546005249637e-123 | 8.63092010499274e-123 | 1 |
132 | 4.90594246285584e-116 | 9.8118849257117e-116 | 1 |
133 | 8.11514297482561e-101 | 1.62302859496512e-100 | 1 |
134 | 4.64488426396966e-101 | 9.28976852793933e-101 | 1 |
135 | 4.79433420718007e-101 | 9.58866841436014e-101 | 1 |
136 | 2.64619498403036e-101 | 5.29238996806072e-101 | 1 |
137 | 4.32677100059522e-97 | 8.65354200119045e-97 | 1 |
138 | 6.0564494628944e-98 | 1.21128989257888e-97 | 1 |
139 | 2.51814588607711e-96 | 5.03629177215422e-96 | 1 |
140 | 2.74059900223474e-97 | 5.48119800446949e-97 | 1 |
141 | 5.31067604738192e-98 | 1.06213520947638e-97 | 1 |
142 | 2.65161936978098e-98 | 5.30323873956197e-98 | 1 |
143 | 6.00509283692494e-99 | 1.20101856738499e-98 | 1 |
144 | 2.39239915266779e-99 | 4.78479830533557e-99 | 1 |
145 | 1.17149875340616e-99 | 2.34299750681231e-99 | 1 |
146 | 1.95905261914866e-98 | 3.91810523829731e-98 | 1 |
147 | 2.72753015231268e-98 | 5.45506030462536e-98 | 1 |
148 | 1.85184671374283e-97 | 3.70369342748565e-97 | 1 |
149 | 1.02380003171597e-95 | 2.04760006343193e-95 | 1 |
150 | 1.93111064497299e-94 | 3.86222128994597e-94 | 1 |
151 | 2.70453519480642e-94 | 5.40907038961283e-94 | 1 |
152 | 1.77791011843439e-94 | 3.55582023686877e-94 | 1 |
153 | 1.40203296505640e-94 | 2.80406593011279e-94 | 1 |
154 | 7.1901148055724e-94 | 1.43802296111448e-93 | 1 |
155 | 9.49588870757922e-95 | 1.89917774151584e-94 | 1 |
156 | 3.01048008234867e-95 | 6.02096016469733e-95 | 1 |
157 | 1.64760402329709e-95 | 3.29520804659418e-95 | 1 |
158 | 2.32144044330093e-95 | 4.64288088660187e-95 | 1 |
159 | 5.5114017925603e-95 | 1.10228035851206e-94 | 1 |
160 | 8.17009301394328e-96 | 1.63401860278866e-95 | 1 |
161 | 4.8615896536952e-96 | 9.7231793073904e-96 | 1 |
162 | 4.13467169187532e-96 | 8.26934338375064e-96 | 1 |
163 | 3.35797054516508e-96 | 6.71594109033016e-96 | 1 |
164 | 1.87602073224274e-62 | 3.75204146448549e-62 | 1 |
165 | 1.73093757931460e-61 | 3.46187515862919e-61 | 1 |
166 | 1.66735700180513e-60 | 3.33471400361026e-60 | 1 |
167 | 9.64591183714112e-61 | 1.92918236742822e-60 | 1 |
168 | 3.15164117792464e-61 | 6.30328235584929e-61 | 1 |
169 | 7.461043007955e-62 | 1.492208601591e-61 | 1 |
170 | 1.48023395571958e-61 | 2.96046791143917e-61 | 1 |
171 | 1.49114605801746e-60 | 2.98229211603493e-60 | 1 |
172 | 3.37035199374146e-59 | 6.74070398748292e-59 | 1 |
173 | 1.45875527664886e-57 | 2.91751055329773e-57 | 1 |
174 | 8.23215834149789e-56 | 1.64643166829958e-55 | 1 |
175 | 4.72116743623111e-56 | 9.44233487246223e-56 | 1 |
176 | 1.25162948388048e-56 | 2.50325896776097e-56 | 1 |
177 | 3.32704856152393e-57 | 6.65409712304785e-57 | 1 |
178 | 8.6824572186618e-58 | 1.73649144373236e-57 | 1 |
179 | 2.25955682848971e-58 | 4.51911365697942e-58 | 1 |
180 | 1.52981634962177e-58 | 3.05963269924355e-58 | 1 |
181 | 4.0324638622116e-59 | 8.0649277244232e-59 | 1 |
182 | 1.05056302032721e-59 | 2.10112604065441e-59 | 1 |
183 | 2.76267730032394e-60 | 5.52535460064787e-60 | 1 |
184 | 7.33345619696967e-61 | 1.46669123939393e-60 | 1 |
185 | 1.86343306876491e-61 | 3.72686613752981e-61 | 1 |
186 | 4.02693436229006e-61 | 8.05386872458011e-61 | 1 |
187 | 4.18363357586279e-59 | 8.36726715172558e-59 | 1 |
188 | 3.60020897467321e-56 | 7.20041794934642e-56 | 1 |
189 | 6.21841831460849e-55 | 1.24368366292170e-54 | 1 |
190 | 5.05677552779248e-55 | 1.01135510555850e-54 | 1 |
191 | 1.57426515248299e-55 | 3.14853030496599e-55 | 1 |
192 | 4.41112319969756e-56 | 8.82224639939511e-56 | 1 |
193 | 1.26482279217646e-36 | 2.52964558435292e-36 | 1 |
194 | 6.8946848632067e-33 | 1.37893697264134e-32 | 1 |
195 | 1.96155628490828e-32 | 3.92311256981656e-32 | 1 |
196 | 8.06092268846844e-33 | 1.61218453769369e-32 | 1 |
197 | 1.03968944910294e-32 | 2.07937889820589e-32 | 1 |
198 | 3.20509276549106e-32 | 6.41018553098212e-32 | 1 |
199 | 6.33596835280762e-31 | 1.26719367056152e-30 | 1 |
200 | 6.21011513350888e-26 | 1.24202302670178e-25 | 1 |
201 | 1.20510286744452e-22 | 2.41020573488904e-22 | 1 |
202 | 2.86957607532073e-17 | 5.73915215064147e-17 | 1 |
203 | 1 | 1.47436068357265e-23 | 7.37180341786323e-24 |
204 | 1 | 4.50305335381139e-28 | 2.25152667690570e-28 |
205 | 1 | 6.88927254508512e-28 | 3.44463627254256e-28 |
206 | 1 | 1.18600722587012e-27 | 5.93003612935059e-28 |
207 | 1 | 2.06967845302452e-27 | 1.03483922651226e-27 |
208 | 1 | 2.13272633235107e-27 | 1.06636316617553e-27 |
209 | 1 | 4.54267783807618e-27 | 2.27133891903809e-27 |
210 | 1 | 9.8461102556662e-27 | 4.9230551278331e-27 |
211 | 1 | 4.27158740588036e-31 | 2.13579370294018e-31 |
212 | 1 | 1.15113522277748e-33 | 5.75567611388741e-34 |
213 | 1 | 6.20704623634317e-35 | 3.10352311817158e-35 |
214 | 1 | 6.7292518718768e-35 | 3.3646259359384e-35 |
215 | 1 | 1.63360571261834e-34 | 8.1680285630917e-35 |
216 | 1 | 3.29621630749118e-34 | 1.64810815374559e-34 |
217 | 1 | 8.13510187553598e-34 | 4.06755093776799e-34 |
218 | 1 | 1.99288075767263e-33 | 9.96440378836316e-34 |
219 | 1 | 4.88263436422094e-33 | 2.44131718211047e-33 |
220 | 1 | 1.00312760021816e-32 | 5.01563800109078e-33 |
221 | 1 | 1.22418255368066e-32 | 6.12091276840331e-33 |
222 | 1 | 2.49534658025378e-32 | 1.24767329012689e-32 |
223 | 1 | 5.29168775857342e-32 | 2.64584387928671e-32 |
224 | 1 | 5.35008975315932e-32 | 2.67504487657966e-32 |
225 | 1 | 1.94975428981137e-32 | 9.74877144905684e-33 |
226 | 1 | 4.79039086243057e-33 | 2.39519543121528e-33 |
227 | 1 | 1.17188735860067e-32 | 5.85943679300336e-33 |
228 | 1 | 2.41390840161779e-32 | 1.20695420080890e-32 |
229 | 1 | 3.48257178849467e-32 | 1.74128589424733e-32 |
230 | 1 | 5.95831451033414e-32 | 2.97915725516707e-32 |
231 | 1 | 1.33374592970966e-31 | 6.66872964854829e-32 |
232 | 1 | 3.20989493102855e-31 | 1.60494746551427e-31 |
233 | 1 | 6.61298357407698e-31 | 3.30649178703849e-31 |
234 | 1 | 1.41725803874472e-30 | 7.08629019372362e-31 |
235 | 1 | 2.15058002652761e-30 | 1.07529001326381e-30 |
236 | 1 | 4.08658600994265e-30 | 2.04329300497133e-30 |
237 | 1 | 3.19103255836306e-30 | 1.59551627918153e-30 |
238 | 1 | 7.55232405024093e-30 | 3.77616202512046e-30 |
239 | 1 | 1.45753979161365e-29 | 7.28769895806823e-30 |
240 | 1 | 2.05953367661254e-29 | 1.02976683830627e-29 |
241 | 1 | 3.84173442156574e-29 | 1.92086721078287e-29 |
242 | 1 | 7.58572563124333e-29 | 3.79286281562167e-29 |
243 | 1 | 1.77544889820446e-28 | 8.87724449102232e-29 |
244 | 1 | 3.50753324014107e-28 | 1.75376662007053e-28 |
245 | 1 | 3.89121988936841e-28 | 1.94560994468420e-28 |
246 | 1 | 4.91682562857398e-28 | 2.45841281428699e-28 |
247 | 1 | 1.12936389422072e-27 | 5.64681947110358e-28 |
248 | 1 | 1.70018172426411e-27 | 8.50090862132054e-28 |
249 | 1 | 3.63677863458434e-27 | 1.81838931729217e-27 |
250 | 1 | 5.12354577692619e-27 | 2.56177288846309e-27 |
251 | 1 | 7.97928238998567e-27 | 3.98964119499284e-27 |
252 | 1 | 1.80429376149304e-26 | 9.02146880746521e-27 |
253 | 1 | 1.62928389598125e-26 | 8.14641947990623e-27 |
254 | 1 | 3.65049489386456e-26 | 1.82524744693228e-26 |
255 | 1 | 7.98897000829904e-26 | 3.99448500414952e-26 |
256 | 1 | 1.33609228459909e-25 | 6.68046142299545e-26 |
257 | 1 | 2.97307483494005e-25 | 1.48653741747003e-25 |
258 | 1 | 4.20590315332476e-25 | 2.10295157666238e-25 |
259 | 1 | 9.482376134996e-25 | 4.741188067498e-25 |
260 | 1 | 2.04892650693745e-24 | 1.02446325346872e-24 |
261 | 1 | 3.46372057574127e-24 | 1.73186028787064e-24 |
262 | 1 | 6.01312391530362e-24 | 3.00656195765181e-24 |
263 | 1 | 1.29926851385013e-23 | 6.49634256925063e-24 |
264 | 1 | 2.81491254911552e-23 | 1.40745627455776e-23 |
265 | 1 | 6.08851459914466e-23 | 3.04425729957233e-23 |
266 | 1 | 9.18394155897377e-23 | 4.59197077948688e-23 |
267 | 1 | 2.00566762776284e-22 | 1.00283381388142e-22 |
268 | 1 | 4.26063432074966e-22 | 2.13031716037483e-22 |
269 | 1 | 7.45246216754034e-22 | 3.72623108377017e-22 |
270 | 1 | 1.53835010346152e-21 | 7.6917505173076e-22 |
271 | 1 | 3.01107486966503e-21 | 1.50553743483252e-21 |
272 | 1 | 6.29262007568128e-21 | 3.14631003784064e-21 |
273 | 1 | 1.16108593559373e-20 | 5.80542967796863e-21 |
274 | 1 | 1.51085120789414e-20 | 7.55425603947071e-21 |
275 | 1 | 2.67751741897405e-20 | 1.33875870948702e-20 |
276 | 1 | 5.56029321113902e-20 | 2.78014660556951e-20 |
277 | 1 | 1.13894377381185e-19 | 5.69471886905927e-20 |
278 | 1 | 1.90098596789210e-19 | 9.5049298394605e-20 |
279 | 1 | 3.33227589793090e-19 | 1.66613794896545e-19 |
280 | 1 | 6.73437606522986e-19 | 3.36718803261493e-19 |
281 | 1 | 8.69469448459024e-19 | 4.34734724229512e-19 |
282 | 1 | 1.74548486052564e-18 | 8.72742430262818e-19 |
283 | 1 | 3.09556200217221e-18 | 1.54778100108610e-18 |
284 | 1 | 5.60283939361117e-18 | 2.80141969680558e-18 |
285 | 1 | 1.1089894960685e-17 | 5.5449474803425e-18 |
286 | 1 | 2.13877666120469e-17 | 1.06938833060234e-17 |
287 | 1 | 2.70629518741823e-17 | 1.35314759370911e-17 |
288 | 1 | 3.36006540317772e-17 | 1.68003270158886e-17 |
289 | 1 | 6.71835726475216e-17 | 3.35917863237608e-17 |
290 | 1 | 1.30580869798526e-16 | 6.5290434899263e-17 |
291 | 1 | 2.53950411091509e-16 | 1.26975205545754e-16 |
292 | 1 | 4.82862947268511e-16 | 2.41431473634255e-16 |
293 | 1 | 9.26384538164242e-16 | 4.63192269082121e-16 |
294 | 1 | 1.72614416362174e-15 | 8.63072081810871e-16 |
295 | 0.999999999999999 | 2.68596262035754e-15 | 1.34298131017877e-15 |
296 | 0.999999999999998 | 4.93064189199773e-15 | 2.46532094599886e-15 |
297 | 0.999999999999995 | 9.59799367951528e-15 | 4.79899683975764e-15 |
298 | 0.999999999999992 | 1.65381271350529e-14 | 8.26906356752643e-15 |
299 | 0.999999999999995 | 1.03878209371147e-14 | 5.19391046855734e-15 |
300 | 0.999999999999992 | 1.57568906346758e-14 | 7.8784453173379e-15 |
301 | 0.999999999999985 | 2.99685089428848e-14 | 1.49842544714424e-14 |
302 | 0.999999999999972 | 5.66463928846297e-14 | 2.83231964423149e-14 |
303 | 0.999999999999958 | 8.32296076513552e-14 | 4.16148038256776e-14 |
304 | 0.999999999999922 | 1.56408859652453e-13 | 7.82044298262265e-14 |
305 | 0.999999999999866 | 2.68667787547242e-13 | 1.34333893773621e-13 |
306 | 0.99999999999975 | 4.98841637740843e-13 | 2.49420818870422e-13 |
307 | 0.999999999999646 | 7.08461954040014e-13 | 3.54230977020007e-13 |
308 | 0.999999999999347 | 1.30591469272968e-12 | 6.52957346364842e-13 |
309 | 0.999999999998804 | 2.39165587796596e-12 | 1.19582793898298e-12 |
310 | 0.999999999998351 | 3.29729613173704e-12 | 1.64864806586852e-12 |
311 | 0.99999999999701 | 5.97941783304465e-12 | 2.98970891652232e-12 |
312 | 0.999999999994511 | 1.09783773156728e-11 | 5.48918865783641e-12 |
313 | 0.999999999990182 | 1.96361112235161e-11 | 9.81805561175807e-12 |
314 | 0.999999999982713 | 3.45730261249484e-11 | 1.72865130624742e-11 |
315 | 0.999999999969224 | 6.15530566562642e-11 | 3.07765283281321e-11 |
316 | 0.999999999948566 | 1.02867686898292e-10 | 5.14338434491462e-11 |
317 | 0.999999999916111 | 1.67777086549756e-10 | 8.38885432748778e-11 |
318 | 0.999999999863034 | 2.73932516773903e-10 | 1.36966258386952e-10 |
319 | 0.999999999761175 | 4.77650769615793e-10 | 2.38825384807896e-10 |
320 | 0.999999999683748 | 6.32504455723993e-10 | 3.16252227861996e-10 |
321 | 0.999999999465856 | 1.06828778635115e-09 | 5.34143893175574e-10 |
322 | 0.999999999077387 | 1.84522663113783e-09 | 9.22613315568917e-10 |
323 | 0.999999998513953 | 2.97209477829354e-09 | 1.48604738914677e-09 |
324 | 0.999999997473838 | 5.05232435960141e-09 | 2.52616217980070e-09 |
325 | 0.99999999593441 | 8.1311777944378e-09 | 4.0655888972189e-09 |
326 | 0.99999999360772 | 1.27845615027222e-08 | 6.3922807513611e-09 |
327 | 0.999999989996364 | 2.00072718888090e-08 | 1.00036359444045e-08 |
328 | 0.999999984785696 | 3.04286090000188e-08 | 1.52143045000094e-08 |
329 | 0.999999975543432 | 4.89131355618966e-08 | 2.44565677809483e-08 |
330 | 0.999999965232261 | 6.95354779542631e-08 | 3.47677389771315e-08 |
331 | 0.99999994241032 | 1.15179360380088e-07 | 5.75896801900442e-08 |
332 | 0.99999991008051 | 1.79838981597276e-07 | 8.99194907986378e-08 |
333 | 0.999999853252514 | 2.93494971691246e-07 | 1.46747485845623e-07 |
334 | 0.99999979893178 | 4.02136440844745e-07 | 2.01068220422372e-07 |
335 | 0.99999967828373 | 6.43432541402227e-07 | 3.21716270701114e-07 |
336 | 0.999999482673035 | 1.03465393112873e-06 | 5.17326965564365e-07 |
337 | 0.999999175279433 | 1.64944113285843e-06 | 8.24720566429213e-07 |
338 | 0.999998695195784 | 2.60960843278873e-06 | 1.30480421639436e-06 |
339 | 0.99999794377265 | 4.11245470023167e-06 | 2.05622735011584e-06 |
340 | 0.999997264572354 | 5.47085529166661e-06 | 2.73542764583331e-06 |
341 | 0.999995730243672 | 8.53951265509086e-06 | 4.26975632754543e-06 |
342 | 0.999993388101979 | 1.32237960426587e-05 | 6.61189802132936e-06 |
343 | 0.999989828132186 | 2.03437356291097e-05 | 1.01718678145549e-05 |
344 | 0.999985542675521 | 2.89146489579106e-05 | 1.44573244789553e-05 |
345 | 0.999978648013732 | 4.27039725360955e-05 | 2.13519862680477e-05 |
346 | 0.999968115007698 | 6.37699846035084e-05 | 3.18849923017542e-05 |
347 | 0.999957929798513 | 8.41404029734255e-05 | 4.20702014867128e-05 |
348 | 0.999937245280519 | 0.000125509438962673 | 6.27547194813365e-05 |
349 | 0.999910068337306 | 0.000179863325388799 | 8.99316626943994e-05 |
350 | 0.999871390583353 | 0.000257218833294671 | 0.000128609416647336 |
351 | 0.999817921099649 | 0.00036415780070229 | 0.000182078900351145 |
352 | 0.999738077426419 | 0.000523845147162822 | 0.000261922573581411 |
353 | 0.999657173449098 | 0.000685653101803686 | 0.000342826550901843 |
354 | 0.999591982216645 | 0.00081603556670967 | 0.000408017783354835 |
355 | 0.999620980735683 | 0.00075803852863398 | 0.00037901926431699 |
356 | 0.99945290448793 | 0.00109419102413902 | 0.000547095512069508 |
357 | 0.99922291544197 | 0.00155416911605955 | 0.000777084558029776 |
358 | 0.998916515554526 | 0.00216696889094769 | 0.00108348444547385 |
359 | 0.99847382768171 | 0.00305234463658080 | 0.00152617231829040 |
360 | 0.9979074582314 | 0.00418508353720138 | 0.00209254176860069 |
361 | 0.997099983259489 | 0.0058000334810226 | 0.0029000167405113 |
362 | 0.996185341603264 | 0.0076293167934725 | 0.00381465839673625 |
363 | 0.99479994785859 | 0.0104001042828209 | 0.00520005214141045 |
364 | 0.993028071063464 | 0.0139438578730722 | 0.0069719289365361 |
365 | 0.990675873498905 | 0.0186482530021906 | 0.00932412650109528 |
366 | 0.987660099915586 | 0.0246798001688288 | 0.0123399000844144 |
367 | 0.983927531235127 | 0.0321449375297453 | 0.0160724687648727 |
368 | 0.985498038347122 | 0.0290039233057558 | 0.0145019616528779 |
369 | 0.981415267676367 | 0.0371694646472659 | 0.0185847323236330 |
370 | 0.979165720908831 | 0.0416685581823375 | 0.0208342790911688 |
371 | 0.973902970389914 | 0.0521940592201719 | 0.0260970296100859 |
372 | 0.966442634137776 | 0.0671147317244471 | 0.0335573658622236 |
373 | 0.959452467150216 | 0.0810950656995685 | 0.0405475328497842 |
374 | 0.9485655610415 | 0.102868877917001 | 0.0514344389585003 |
375 | 0.935691763182283 | 0.128616473635433 | 0.0643082368177167 |
376 | 0.919817507220785 | 0.160364985558429 | 0.0801824927792147 |
377 | 0.902197407422801 | 0.195605185154398 | 0.097802592577199 |
378 | 0.894070252038902 | 0.211859495922195 | 0.105929747961098 |
379 | 0.87264290364731 | 0.254714192705382 | 0.127357096352691 |
380 | 0.871377559994214 | 0.257244880011572 | 0.128622440005786 |
381 | 0.845513505874576 | 0.308972988250847 | 0.154486494125424 |
382 | 0.826422200740773 | 0.347155598518453 | 0.173577799259227 |
383 | 0.793834107325442 | 0.412331785349115 | 0.206165892674558 |
384 | 0.75717629693563 | 0.485647406128741 | 0.242823703064371 |
385 | 0.72543136844845 | 0.5491372631031 | 0.27456863155155 |
386 | 0.692184088003951 | 0.615631823992099 | 0.307815911996049 |
387 | 0.649731294747494 | 0.700537410505012 | 0.350268705252506 |
388 | 0.639275131377449 | 0.721449737245101 | 0.360724868622551 |
389 | 0.606875998607532 | 0.786248002784936 | 0.393124001392468 |
390 | 0.572210916674755 | 0.855578166650489 | 0.427789083325245 |
391 | 0.525170872834505 | 0.94965825433099 | 0.474829127165495 |
392 | 0.486394359866525 | 0.97278871973305 | 0.513605640133475 |
393 | 0.54349682170378 | 0.91300635659244 | 0.45650317829622 |
394 | 0.496786623401568 | 0.993573246803135 | 0.503213376598432 |
395 | 0.453474983259688 | 0.906949966519377 | 0.546525016740312 |
396 | 0.415665681978291 | 0.831331363956581 | 0.584334318021709 |
397 | 0.382923236986494 | 0.765846473972987 | 0.617076763013506 |
398 | 0.37305771737046 | 0.74611543474092 | 0.62694228262954 |
399 | 0.319465145896901 | 0.638930291793801 | 0.6805348541031 |
400 | 0.27257963494071 | 0.54515926988142 | 0.72742036505929 |
401 | 0.382355091071692 | 0.764710182143385 | 0.617644908928308 |
402 | 0.405510358674095 | 0.81102071734819 | 0.594489641325905 |
403 | 0.367306972142027 | 0.734613944284054 | 0.632693027857973 |
404 | 0.339884715716618 | 0.679769431433237 | 0.660115284283382 |
405 | 0.296286827080415 | 0.59257365416083 | 0.703713172919585 |
406 | 0.24030076113094 | 0.48060152226188 | 0.75969923886906 |
407 | 0.209384964533534 | 0.418769929067068 | 0.790615035466466 |
408 | 0.172643524876303 | 0.345287049752605 | 0.827356475123697 |
409 | 0.615947629935772 | 0.768104740128455 | 0.384052370064228 |
410 | 0.661432174687914 | 0.677135650624171 | 0.338567825312086 |
411 | 0.57876657394336 | 0.84246685211328 | 0.42123342605664 |
412 | 0.986887456588672 | 0.0262250868226554 | 0.0131125434113277 |
413 | 0.980428426325577 | 0.0391431473488452 | 0.0195715736744226 |
414 | 0.977653143119903 | 0.0446937137601942 | 0.0223468568800971 |
415 | 0.983874169270998 | 0.0322516614580038 | 0.0161258307290019 |
416 | 0.970198775110537 | 0.0596024497789266 | 0.0298012248894633 |
417 | 0.972534423397237 | 0.0549311532055263 | 0.0274655766027631 |
418 | 0.97757809709811 | 0.0448438058037805 | 0.0224219029018903 |
419 | 0.928490796453331 | 0.143018407093337 | 0.0715092035466687 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 351 | 0.860294117647059 | NOK |
5% type I error level | 364 | 0.892156862745098 | NOK |
10% type I error level | 369 | 0.904411764705882 | NOK |