Multiple Linear Regression - Estimated Regression Equation
CCScore [t] = + 60019.6603271018 + 0.00809446600599193Rank[t] -0.0439900757638617group[t] -0.0129786525268384Costs[t] -0.108011699109833Trades[t] -0.101256190436436Dividends[t] -0.0340716239793206Wealth[t] -0.128781548334873WRank[t] -0.221094507310106`Profit/Trades`[t] -0.0189223049288562`Profit/Cost`[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)60019.66032710189177.5085476.539900
Rank0.008094466005991930.0409470.19770.8433910.421696
group-0.04399007576386170.047663-0.92290.3565680.178284
Costs-0.01297865252683840.015728-0.82520.4097340.204867
Trades-0.1080116991098330.042637-2.53330.0116630.005831
Dividends-0.1012561904364360.036089-2.80570.0052530.002627
Wealth-0.03407162397932060.020266-1.68120.0934560.046728
WRank-0.1287815483348730.042713-3.0150.0027250.001363
`Profit/Trades`-0.2210945073101060.084799-2.60730.0094510.004725
`Profit/Cost`-0.01892230492885620.021713-0.87150.383990.191995


Multiple Linear Regression - Regression Statistics
Multiple R0.247537176524676
R-squared0.0612746537618086
Adjusted R-squared0.0412068910156238
F-TEST (value)3.05338739234688
F-TEST (DF numerator)9
F-TEST (DF denominator)421
p-value0.00148630772671066
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation103319.79996662
Sum Squared Residuals4494167028424.93


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1041397.8553238988-41397.8553238988
23932191.4220552047-32152.4220552047
3038574.2593941697-38574.2593941697
4035499.1693461769-35499.1693461769
530535938.1640415601-35633.1640415601
6-942575.1151091794-42584.1151091794
7-141456.3519384379-41457.3519384379
8039906.3724209728-39906.3724209728
9039535.552708787-39535.552708787
10039804.7985611683-39804.7985611683
113335456.0345098915-35423.0345098915
123234534.0260544088-34502.0260544088
13143097.6810457855-43096.6810457855
14122326.9782575084-22325.9782575084
15125361.5391152730-25360.5391152730
16126100.0436703887-26099.0436703887
17124478.9497139146-24477.9497139146
18124162.4291952230-24161.4291952230
19124317.2721227499-24316.2721227499
20124631.9103425533-24630.9103425533
213525108.3063131626-25073.3063131626
22046895.8571640183-46895.8571640183
2343849344090.2265516671394402.773448333
2437804958648.2234845876319400.776515412
2531333257934.3471488782255397.652851122
2631986457539.9459243566262324.054075643
2743086656010.6880353399374855.31196466
2831538058794.5048163096256585.495183690
295106-24536.203429912429642.2034299124
302999-12334.786281439215333.7862814392
310-17534.713564207217534.7135642072
32040778.3247403238-40778.3247403238
335826769.9272522635-26711.9272522635
343738725.0403362886-38688.0403362886
35940936.7061894102-40927.7061894102
36038616.3657004504-38616.3657004504
37-3144391.3348926156-44422.3348926156
382865-1876.886887444884741.88688744488
39033977.6405312230-33977.6405312230
401427599.55738659-27585.55738659
41040204.0621415683-40204.0621415683
423233516.6160784916-33484.6160784916
43043098.7807004715-43098.7807004715
44126821.5412211669-26820.5412211669
45125486.468125884-25485.4681258840
46925111.0322733683-25102.0322733683
472545451.7626032560-45426.7626032560
481143449.0353062586-43438.0353062586
4928241476.483656143-41194.483656143
504031451.7608939836-31411.7608939836
511743838.2345137379-43821.2345137379
526447860.0147322001-47796.0147322001
5315933980.5695078829-33821.5695078829
5424812771.2703433266-12523.2703433266
55516250.3886474313-16245.3886474313
563644053.9995648282-44017.9995648282
577249340.463084928-49268.463084928
58044542.6045388114-44542.6045388114
5931538045452.6297746549269927.370225345
602198-37653.362657281839851.3626572818
612226092.60226267177-5870.60226267177
62115877-17683.0519779036133560.051977904
63-124324321.8562408812-25564.8562408812
6438294-17432.157038932655726.1570389326
65787-49572.693237293250359.6932372932
6613007-22244.268929922335251.2689299223
6731096-21299.973541601652395.9735416016
680-17537.944442052917537.9444420529
6919743244.74573866969-1270.74573866969
70-12942910.2534673984-43039.2534673984
7128328-98855.6252283493127183.625228349
72043097.923975757-43097.923975757
73120962.1968597959-20961.1968597959
74023403.0542437688-23403.0542437688
75122131.6152142277-22130.6152142277
76124717.8934543073-24716.8934543073
77036983.8072213701-36983.8072213701
781-103105.875855746103106.875855746
79120033.4412860309-20032.4412860309
80025116.3687773052-25116.3687773052
8135305845082.669751585307975.330248415
8231538058666.7138203533256713.286179647
830-17534.634397677317534.6343976773
84039466.2117840848-39466.2117840848
85029649.5493102441-29649.5493102441
86042814.675396363-42814.675396363
87037405.9674986751-37405.9674986751
88143092.1973023101-43091.1973023101
89126819.9748974076-26818.9748974076
901-59556.8674697759557.8674697699
91143422.4650554665-43421.4650554665
92121891.4726625530-21890.4726625530
93122432.9344549544-22431.9344549544
942625110.9156990297-25084.9156990297
953046098.9993164105-46068.9993164105
968045910.280089746-45830.280089746
979947837.9449431476-47738.9449431476
98240297.7576967631-40295.7576967631
991641692.6716422907-41676.6716422907
100245591.1906087391-45589.1906087391
101039750.1810304589-39750.1810304589
102-717043706.6626795084-50876.6626795084
10332233158780.5053392248263550.494660775
104162961651333.92429029641578282.07570970
10529275458192.898592295234561.101407705
10631805658782.1735286714259273.826471329
10735517858346.467813013296831.532186987
10820432558371.6811068935145953.318893107
10931538058781.1745591771256598.825440823
1107315-18905.212314756926220.2123147569
1110-17534.811266884617534.8112668846
112040841.3112464778-40841.3112464778
1133834865.7375664048-34827.7375664048
11460121070.0696602595-20469.0696602595
11513223427.1112923978-23295.1112923978
1166630258.1919787412-30192.1919787412
117044743.7064986118-44743.7064986118
118043092.6805858214-43092.6805858214
1191-21519.043230289121520.0432302891
120116150.0155003801-16149.0155003801
121018840.8223021761-18840.8223021761
1226025083.2221833152-25023.2221833152
123046373.1124532977-46373.1124532977
12430627538977.3244932981267297.675506702
12531789258432.8350944798259459.16490552
12633428058150.9726769684276129.027323032
12731538058427.3372407228256952.662759277
1280-17535.201632589617535.2016325896
129143092.4103939195-43091.4103939195
130023760.3067420655-23760.3067420655
131025830.8821215800-25830.8821215800
1326417553151.027599369311023.9724006307
1336072062510.6767675386-1790.67676753858
13426943131.2468652401-42862.2468652401
13567-8339.6290487688406.629048768
136132636.4886950395-32635.4886950395
13721217286.7593515095-17074.7593515095
13863821478.8783788761-20840.8783788761
139051998.6622512657-51998.6622512657
1406043653077.38781525397358.61218474613
1415563762106.5933208831-6469.59332088313
1426744062655.49052707684784.50947292316
1436072062334.6164002538-1614.61640025385
14428243138.7616588631-42856.7616588631
14515919369.4563904336-19210.4563904336
14638817272.5859916074-16884.5859916074
14742020562.4415775558-20142.4415775558
14811425879.6528973893-25765.6528973893
14930521759.1841585414-21454.1841585414
15034618010.2475064896-17664.2475064896
15113521442.5673699426-21307.5673699426
152165947339.3092755792-45680.3092755792
15331648033.4948680673-47717.4948680673
154051902.3096543719-51902.3096543719
1555653553160.46760131893374.53239868107
1566410762343.7811560961763.21884390396
1576072062143.9570127515-1423.95701275151
1582928507.9602711086-28478.9602711086
15926740645.2317941285-40378.2317941285
16013817106.6775120302-16968.6775120302
161359297.29180993694-9262.29180993694
1628817180.7710241792-17092.7710241792
163793143.03770022943-3064.03770022943
164152-9631.209020410689783.20902041068
165629445.0989592968-29439.0989592968
1663626422.5662941433-26386.5662941433
16712613872.6965955535-13746.6965955535
1683669894.76051968355-9528.76051968355
16922717279.9818740514-17052.9818740514
17023420129.6152741536-19895.6152741536
17124721780.3505947079-21533.3505947079
172490121508.2213757592-16607.2213757592
17354048209.8626183815-47669.8626183815
174049638.2352586425-49638.2352586425
1756072053222.46829154617497.53170845389
17628643141.2769471428-42855.2769471428
1776305717037.699080170646019.3009198294
178314617073.6718221395-13927.6718221395
17917214473.8471175148-14301.8471175148
180022857.6734280355-22857.6734280355
18131517314.4052282621-16999.4052282621
1823999381.27827175587-8982.27827175587
18338121668.9407448082-21287.9407448082
18440521482.8528540778-21077.8528540778
18597250939.9072927442-49967.9072927442
186051653.7599574626-51653.7599574626
18710661152761.867224170653849.1327758294
1884802261708.7176043006-13686.7176043006
1896072061288.8692395607-568.869239560656
19018243131.9711346445-42949.9711346445
19123-36928.887405976936951.8874059769
19226917269.4732421306-17000.4732421306
19348321483.2043669063-21000.2043669063
194052846.2176668332-52846.2176668332
1958859052725.663025305535864.3369746945
1968290362784.285341659620118.7146583404
1976072063005.1386083429-2285.13860834288
1989936669.4059965208-36570.4059965208
19931041622.8358859849-41312.8358859849
2001717722.3467825144-17705.3467825144
20141639014.2848908196-38598.2848908196
20229540405.4516545378-40110.4516545378
20334241297.035959913-40955.035959913
204219703.80271265945-9682.80271265945
20542339392.0845408488-38969.0845408488
20616040380.5069935161-40220.5069935161
20720740567.5879737378-40360.5879737378
2089214844.2834528476-14752.2834528476
209984824.8708711059-4726.8708711059
210261316862.5599752834-14249.5599752834
21133717285.7674565463-16948.7674565463
21234123218.2394328812-22877.2394328812
21315422372.5766763974-22218.5766763974
2143622312.400906789-22276.400906789
2151929726.74368757606-9534.74368757606
216712321517.1443621540-14394.1443621540
21762238484.7657685143-37862.7657685143
21817452587.0286490409-52413.0286490409
219222042234.9679165261-40014.9679165261
22012136231.4450545171-36110.4450545171
2211181953238.0395458831-41419.0395458831
222047364.7811939239-47364.7811939239
2236079853192.66445592357605.33554407647
2247069462025.86821651658668.1317834835
2255636462186.1760925795-5822.17609257955
2266072062725.6104080105-2005.61040801047
22724843128.1231732163-42880.1231732163
228391216332.5818242572-12420.5818242572
22975-800.128243136628875.128243136628
23022715061.0408368842-14834.0408368842
23122417273.2158055539-17049.2158055539
23239721080.2651520610-20683.2651520610
23341729277.9772823972-28860.9772823972
23432314420.612475465-14097.612475465
23512521445.526406549-21320.526406549
236052250.4469582461-52250.4469582461
2376072253218.17515674327503.82484325677
2386072061239.297184001-519.297184001023
23913338980.1366239651-38847.1366239651
24022640601.8542934285-40375.8542934285
24127217260.1616823240-16988.1616823240
242021443.6588112362-21443.6588112362
2436072053213.34005579067506.65994420938
24426843128.7512118634-42860.7512118634
24543-26677.457611564726720.4576115647
2461110647.0675252268-10636.0675252268
247121-27145.748487515527266.7484875155
2481765.3532156186172-48.3532156186172
2495221398.4040609425-21346.4040609425
25021012106.9069840351-11896.9069840351
2511426086.2718957028-26072.2718957028
25231817271.8765149067-16953.8765149067
25317522502.3089366819-22327.3089366819
25433321457.0051719715-21124.0051719715
2552651480.6286126807-51454.6286126807
256041500.823784443-41500.823784443
2576072053223.9579773647496.042022636
25833641165.9548665287-40829.9548665287
25929740574.4215755775-40277.4215755775
2605838735.5092647041-38677.5092647041
26136143072.5527712082-42711.5527712082
26215940593.079998737-40434.079998737
26335641973.3368367056-41617.3368367056
26438941639.7660105382-41250.7660105382
26539841543.0493102946-41145.0493102946
26632940721.0254395861-40392.0254395861
26734040637.1187578854-40297.1187578854
26820940641.5049893679-40432.5049893679
26931119041.8200680429-18730.8200680429
2708421316893.371875454167319.628124546
27143116311.3934090074-15880.3934090074
27211117267.1835634542-17156.1835634542
2732910290.0768155405-10261.0768155405
274423-25551.299169251125974.2991692511
27520270026.2555647437-69824.2555647437
27673821467.1818633138-20729.1818633138
277051869.1573636393-51869.1573636393
2786427053080.07601163411189.9239883660
2796095162053.3781530607-1102.37815306070
2806074362308.2445879842-1565.24458798423
2816072055417.5928745302.40712600006
282835704.841686748-35696.841686748
28325640622.3682149789-40366.3682149789
284917266.2253280544-17257.2253280544
285207-48044.995139919748251.9951399197
2867316423.5711835317-16350.5711835317
28724216495.8572334600-16253.8572334600
28822916583.9796216614-16354.9796216614
28931717576.8088892817-17259.8088892817
290446034.68619824206-5990.68619824206
2913498316.47203372438-7967.47203372438
292021490.0519526268-21490.0519526268
2936072253222.34387184147499.65612815863
2946072043580.295750755917139.7042492441
29540039352.4987806487-38952.4987806487
29615739835.9225993456-39678.9225993456
29716640609.3812537194-40443.3812537194
29833139322.3709410399-38991.3709410399
29942439222.5538514946-38798.5538514946
3003-54718.501517369754721.5015173697
30138341332.7313271811-40949.7313271811
30223140660.6932858506-40429.6932858506
3035324277.5815726861-24224.5815726861
304768716970.2626146738-9283.2626146738
30521415738.9119158237-15524.9119158237
30646-1102.753590164401148.75359016440
3077717264.8030968729-17187.8030968729
3082289807.5673631727-9579.5673631727
30987621501.3255462083-20625.3255462083
31016255649045.3113107466113510.688689253
31143556-38703.695216686682259.6952166866
312342555374.7448761469-51949.7448761469
31381051888.815267619-51078.815267619
314053513.5849307824-53513.5849307824
3156072053224.90506511217495.09493488786
316329646.95895310525-9614.95895310525
31734337341.8663876144-36998.8663876144
31823840621.7969549318-40383.7969549318
3199810783.5420832186-10685.5420832186
320108065.23967022975-8055.23967022975
32127317272.7633769030-16999.7633769030
3221057921491.2122792656-10912.2122792656
32347450048.9500493379-49574.9500493379
324052967.2668070717-52967.2668070717
3259026252426.202883682537835.7971163175
3266072063673.0492798623-2953.04927986234
32739739725.0698877251-39328.0698877251
32829840460.4537851759-40162.4537851759
32942848107.30493407-47679.30493407
33021640561.8545166845-40345.8545166845
33117418047.9582138763-17873.9582138763
33217317260.3862092167-17087.3862092167
3333021454.0317281431-21424.0317281431
334050170.4082662992-50170.4082662992
3357156153054.831999208118506.1680007919
3366072062127.5451685281-1407.54516852812
33725543139.3277111258-42884.3277111258
33824017267.2685044594-17027.2685044594
339415021508.9139023434-17358.9139023434
340465847123.2073193525-42465.2073193525
34181450005.3226051696-49191.3226051696
342100253708.0560802816-52706.0560802816
34349652895.0005378774-52399.0005378774
34438951150.2155584375-50761.2155584375
3451267952265.0474585511-39586.0474585511
34640044119.5846477142-43719.5846477142
3475353111.856465906-53058.856465906
348051146.5785059219-51146.5785059219
3496703852079.426427212814958.5735727872
35011376161613.957865056252147.0421349438
3515832062332.1859282042-4012.18592820423
3526284162230.043510237610.956489763032
3537980461592.521233045718211.4787669543
3546255561655.5096266938899.490373306231
3559948961430.862661475438058.1373385246
3569013161705.702708609528425.2972913905
3579535057925.467848175437424.5321518246
3586424567388.8989107133-3143.89891071325
3596072061714.5189718364-994.518971836367
3606439771.0420241122-39707.0420241122
36138239955.2306802706-39573.2306802706
36240438242.5059357356-37838.5059357356
36312239758.0617797568-39636.0617797568
36416240620.3843986078-40458.3843986078
36535041319.5023045116-40969.5023045116
3667539524.8079981494-39449.8079981494
36728840628.9811553284-40340.9811553284
36824617281.7391888249-17035.7391888249
369021466.5533935130-21466.5533935130
3706072053225.59187452227494.40812547785
3719035130.9049368382-35040.9049368382
37216840793.7150879365-40625.7150879365
37320840517.5431331868-40309.5431331868
37422217269.2469137403-17047.2469137403
375021439.9983017691-21439.9983017691
3765966153181.76869744776479.23130255235
37710272562165.225139607540559.7748603925
37810847962129.593111196246349.4068888038
3798741960339.390369443327079.6096305567
3805468363028.4019907561-8345.40199075611
38112284458469.281394753364374.7186052467
3826271063438.9053099431-728.90530994314
3836072062227.5272957519-1507.52729575189
3846072062181.9387855622-1461.9387855622
3858716161691.185868719225469.8141312808
38610148164064.079378451437416.9206215486
38712829460662.877316801267631.1226831988
3886262062305.7881262227314.211873777259
3896072062242.5330709926-1522.53307099264
39022743134.3371061802-42907.3371061802
3914427387.09451536-27343.09451536
39210712920.8831240846-12813.8831240846
39364716971.5473204199-16324.5473204199
39440-10543.704598413310583.7045984133
3957023418.2873762101-23348.2873762101
39611774316189.2578858568101553.742114143
39733417259.0607863014-16925.0607863014
3989518524.0467247597-18429.0467247597
399819091.2817595321-19083.2817595321
400221-163099.868760634163320.868760634
40141920234.2503122333-19815.2503122333
40242424212.1372399092-23788.1372399092
40332759162.600297068-58835.600297068
40422621460.2597903393-21234.2597903393
40569451017.7216550903-50323.7216550903
406050051.8974279063-50051.8974279063
4075672653163.15868391093562.84131608913
4086072062108.6367680074-1388.63676800739
4099435561265.895634083533089.1043659165
4106072063778.3937592974-3058.39375929743
4117765562266.880175634315388.1198243657
41213402861201.35811707572826.641882925
4136228562105.4784923477179.521507652290
4145932562164.0854617252-2839.08546172518
4156063062183.8519801818-1553.85198018181
4166599061963.745235364026.25476464008
4175911862481.2203203481-3363.22032034807
41810042361686.506900196138736.4930998039
41910026962273.783814848337995.2161851517
4206072063395.8913170621-2675.89131706215
42110542447.8430608132-42342.8430608132
42233840476.2931097631-40138.2931097631
42334940825.122671135-40476.122671135
42414740992.2740446597-40845.2740446597
42513240674.8418476939-40542.8418476939
42614540503.0505768334-40358.0505768334
42731440549.9095120011-40235.9095120011
42818040598.5085039148-40418.5085039148
42927119769.2093175782-19498.2093175782
43039817280.1447357479-16882.1447357479
4311152168.10198202098-2053.10198202098


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
133.31598092171345e-126.6319618434269e-120.999999999996684
141.83821670930240e-153.67643341860481e-150.999999999999998
151.88623849795415e-183.7724769959083e-181
163.93192386793126e-227.86384773586253e-221
173.99694256999967e-257.99388513999933e-251
189.28818258727166e-291.85763651745433e-281
192.56813774660627e-325.13627549321255e-321
206.26358157937151e-361.25271631587430e-351
211.40257090364495e-392.8051418072899e-391
221.07441155037750e-422.14882310075501e-421
233.32946859412867e-196.65893718825734e-191
242.81992825242069e-095.63985650484138e-090.999999997180072
258.8082391864263e-091.76164783728526e-080.99999999119176
262.60085468532312e-095.20170937064625e-090.999999997399145
274.58250497970409e-089.16500995940818e-080.99999995417495
283.55960444433925e-087.11920888867851e-080.999999964403956
294.67702383793149e-079.35404767586299e-070.999999532297616
302.34053800517881e-074.68107601035761e-070.9999997659462
317.41404167550149e-081.48280833510030e-070.999999925859583
322.4177300219882e-084.8354600439764e-080.9999999758227
331.12035168305511e-072.24070336611021e-070.999999887964832
343.91622375453908e-087.83244750907817e-080.999999960837762
351.79775614448728e-083.59551228897455e-080.999999982022439
361.34689203435637e-082.69378406871275e-080.99999998653108
376.26669923464584e-091.25333984692917e-080.9999999937333
388.4177513076154e-091.68355026152308e-080.999999991582249
392.98687386212791e-095.97374772425583e-090.999999997013126
401.53650807699648e-093.07301615399296e-090.999999998463492
415.26506503504327e-101.05301300700865e-090.999999999473493
422.07027824053739e-104.14055648107478e-100.999999999792972
436.97615059133823e-111.39523011826765e-100.999999999930238
448.13776595131927e-111.62755319026385e-100.999999999918622
453.50864063154520e-117.01728126309041e-110.999999999964914
461.16276055437107e-112.32552110874214e-110.999999999988372
473.8238486424881e-127.6476972849762e-120.999999999996176
481.41359543228055e-122.8271908645611e-120.999999999998586
491.77492040196164e-123.54984080392329e-120.999999999998225
505.80365036049867e-131.16073007209973e-120.99999999999942
511.88358471133343e-133.76716942266686e-130.999999999999812
522.19156094491563e-134.38312188983125e-130.99999999999978
538.02274790222267e-141.60454958044453e-130.99999999999992
542.97326579776298e-145.94653159552595e-140.99999999999997
559.56289897198673e-151.91257979439735e-140.99999999999999
563.22752567035235e-156.4550513407047e-150.999999999999997
571.03548072329959e-152.07096144659918e-150.999999999999999
583.37304994573161e-166.74609989146321e-161
591.21461364290275e-142.42922728580551e-140.999999999999988
604.52292299552199e-159.04584599104398e-150.999999999999996
611.58480163235656e-153.16960326471312e-150.999999999999998
622.67373318138855e-145.34746636277709e-140.999999999999973
631.27382568135883e-142.54765136271766e-140.999999999999987
644.86513320523506e-159.73026641047012e-150.999999999999995
652.0616102494514e-154.1232204989028e-150.999999999999998
667.61146098208114e-161.52229219641623e-151
672.90633513147049e-165.81267026294099e-161
681.2776093348412e-162.5552186696824e-161
695.62489802270545e-171.12497960454109e-161
702.26113518351725e-174.5222703670345e-171
712.45913413820340e-174.91826827640681e-171
729.02284736806526e-181.80456947361305e-171
733.20030872499825e-186.4006174499965e-181
741.09960866424865e-182.19921732849731e-181
753.77480592687731e-197.54961185375462e-191
761.25936308631381e-192.51872617262762e-191
774.19401002239854e-208.38802004479709e-201
789.42098282304899e-201.88419656460980e-191
793.14464946287855e-206.2892989257571e-201
801.04949450440070e-202.09898900880140e-201
811.64470973726590e-183.28941947453179e-181
821.74850621327049e-183.49701242654098e-181
837.8816036860188e-191.57632073720376e-181
843.1398310225516e-196.2796620451032e-191
856.99118271167245e-171.39823654233449e-161
862.83899500855054e-175.67799001710109e-171
871.11676356697449e-172.23352713394898e-171
884.50814200506957e-189.01628401013913e-181
891.78835410134935e-183.57670820269870e-181
902.43450474832411e-184.86900949664821e-181
919.79803971075946e-191.95960794215189e-181
923.91861643496629e-197.83723286993259e-191
931.52913684314540e-193.05827368629079e-191
946.00062130619144e-201.20012426123829e-191
952.38634376267816e-204.77268752535632e-201
969.34727054910993e-211.86945410982199e-201
973.51831340630265e-217.03662681260531e-211
981.40419805861883e-212.80839611723767e-211
995.33393843667114e-221.06678768733423e-211
1002.05635879635022e-224.11271759270044e-221
1017.8449920648641e-231.56899841297282e-221
1024.77238489058781e-229.54476978117562e-221
1031.87021030361549e-213.74042060723098e-211
1040.999999999999882.42313177689581e-131.21156588844791e-13
1050.9999999999999968.0007543301294e-154.0003771650647e-15
10614.67878776265781e-172.33939388132891e-17
10717.75925121856933e-213.87962560928467e-21
10819.80279924235932e-244.90139962117966e-24
10913.94393722248700e-281.97196861124350e-28
11014.47086027995811e-282.23543013997906e-28
11113.73446569594803e-281.86723284797402e-28
11218.3618437767634e-284.1809218883817e-28
11311.86308295974662e-279.3154147987331e-28
11413.97059408481765e-271.98529704240882e-27
11518.23125955288729e-274.11562977644364e-27
11611.70361260007857e-268.51806300039284e-27
11713.72801357284768e-261.86400678642384e-26
11818.12138299183846e-264.06069149591923e-26
11911.47966760327823e-257.39833801639117e-26
12013.13413871303629e-251.56706935651815e-25
12116.57232683783046e-253.28616341891523e-25
12211.38275771899628e-246.9137885949814e-25
12319.26383174010796e-254.63191587005398e-25
12411.42473566012606e-387.12367830063031e-39
12511.48167440970683e-467.40837204853416e-47
12611.57851923502927e-597.89259617514636e-60
12719.06181247984976e-784.53090623992488e-78
12815.86871381230191e-802.93435690615096e-80
12912.26926301755806e-791.13463150877903e-79
13017.9085275224251e-793.95426376121255e-79
13112.40635298876550e-781.20317649438275e-78
13211.69521235989933e-788.47606179949664e-79
13316.64356050853263e-793.32178025426631e-79
13416.49459445700001e-1053.24729722850001e-105
13514.03823774382881e-1072.01911887191441e-107
13611.09765042421898e-1065.48825212109491e-107
13714.19075513534433e-1062.09537756767217e-106
13812.09170121532293e-1061.04585060766146e-106
13916.67469417375671e-1063.33734708687835e-106
14011.1951481622652e-1055.975740811326e-106
14118.20656534228528e-1094.10328267114264e-109
14212.91110364261690e-1101.45555182130845e-110
14313.56840781298813e-1101.78420390649407e-110
14415.52817967443732e-1172.76408983721866e-117
14511.98178670565429e-1169.90893352827147e-117
14619.5095123149004e-1164.7547561574502e-116
14711.40789865321338e-1157.0394932660669e-116
14815.38537778903772e-1152.69268889451886e-115
14911.88517276246818e-1149.42586381234088e-115
15015.90707582081081e-1142.95353791040541e-114
15112.41949760059859e-1131.20974880029929e-113
15219.2356630024167e-1134.61783150120835e-113
15313.29131284103762e-1121.64565642051881e-112
15411.09149244814741e-1115.45746224073703e-112
15512.89645584442903e-1111.44822792221451e-111
15612.74816068788574e-1111.37408034394287e-111
15714.14643285199169e-1112.07321642599585e-111
15811.11247360086287e-1185.56236800431435e-119
15913.7696953330679e-1201.88484766653395e-120
16011.90026023347435e-1199.50130116737175e-120
16111.04900076451479e-1185.24500382257395e-119
16215.55506304471725e-1182.77753152235862e-118
16313.2551748409474e-1171.6275874204737e-117
16411.91468964976898e-1169.57344824884489e-117
16518.71640097648188e-1164.35820048824094e-116
16614.18418163014043e-1152.09209081507022e-115
16712.27182961060741e-1141.13591480530370e-114
16811.27876463496692e-1136.3938231748346e-114
16916.79127300824574e-1133.39563650412287e-113
17012.96374393334103e-1121.48187196667051e-112
17111.38089794078469e-1116.90448970392347e-112
17216.64775441161e-1113.323877205805e-111
17312.48865597036875e-1101.24432798518437e-110
17419.0089176056159e-1104.50445880280795e-110
17512.16204408157825e-1091.08102204078912e-109
17612.27920658140388e-1091.13960329070194e-109
17711.47646233836391e-1097.38231169181955e-110
17817.63770129744466e-1093.81885064872233e-109
17914.03456742590281e-1082.01728371295140e-108
18012.10174384170639e-1071.05087192085320e-107
18111.10155683489228e-1065.50778417446139e-107
18214.80501582951476e-1062.40250791475738e-106
18312.36331594163998e-1051.18165797081999e-105
18411.13683274294458e-1045.68416371472291e-105
18513.98754057810158e-1041.99377028905079e-104
18611.32596324680967e-1036.62981623404836e-104
18715.19188534429182e-1052.59594267214591e-105
18811.96999329594667e-1049.84996647973337e-105
18918.83330512958602e-1044.41665256479301e-104
19011.04374224379369e-1035.21871121896846e-104
19113.73999630019042e-1031.86999815009521e-103
19211.92378495636844e-1029.61892478184219e-103
19319.30833154197516e-1024.65416577098758e-102
19413.03498482522711e-1011.51749241261355e-101
19517.42139017685384e-1023.71069508842692e-102
19611.31212550685370e-1016.56062753426851e-102
19714.83098289070164e-1012.41549144535082e-101
19819.00188502012122e-1014.50094251006061e-101
19916.53008124703922e-1013.26504062351961e-101
20017.46142477947334e-1023.73071238973667e-102
20112.23017192959441e-1011.11508596479721e-101
20216.11708175654312e-1013.05854087827156e-101
20311.90452709711467e-1009.52263548557336e-101
20419.89422694141583e-1014.94711347070792e-101
20513.58289049230793e-1001.79144524615397e-100
20611.29287611752066e-996.4643805876033e-100
20715.31149781474225e-992.65574890737112e-99
20812.80726020736682e-981.40363010368341e-98
20911.55645505003964e-977.7822752501982e-98
21018.1501160908834e-974.0750580454417e-97
21114.16835679501934e-962.08417839750967e-96
21212.05448785138225e-951.02724392569113e-95
21311.01331041615294e-945.06655208076468e-95
21414.91192937566547e-942.45596468783273e-94
21512.33508263544015e-931.16754131772007e-93
21611.20344846751689e-926.01724233758447e-93
21714.32446265428855e-922.16223132714428e-92
21811.37188186471419e-916.85940932357093e-92
21915.08545294706628e-912.54272647353314e-91
22011.05637299389769e-905.28186496948844e-91
22114.46069157231264e-902.23034578615632e-90
22211.07621705616342e-895.38108528081711e-90
22312.87280443696760e-891.43640221848380e-89
22411.39319404343841e-886.96597021719207e-89
22517.09604409134361e-883.54802204567180e-88
22613.62528181011369e-871.81264090505684e-87
22717.81402193755517e-873.90701096877759e-87
22813.95666494930697e-861.97833247465348e-86
22912.04988386173404e-851.02494193086702e-85
23011.01341970667862e-845.06709853339312e-85
23114.88453591068514e-842.44226795534257e-84
23212.32247379369723e-831.16123689684861e-83
23311.0642038121785e-825.3210190608925e-83
23414.52649449293098e-822.26324724646549e-82
23512.10930350750899e-811.05465175375450e-81
23615.69643205175038e-812.84821602587519e-81
23711.49913549256273e-807.49567746281367e-81
23817.41244069474127e-803.70622034737064e-80
23912.21197678739249e-791.10598839369624e-79
24018.3044169922714e-794.1522084961357e-79
24113.87792736752232e-781.93896368376116e-78
24211.77028114025128e-778.8514057012564e-78
24314.47690716399349e-772.23845358199674e-77
24418.93169139354907e-774.46584569677454e-77
24513.9517332727095e-761.97586663635475e-76
24611.91108561213326e-759.5554280606663e-76
24718.57296547107396e-754.28648273553698e-75
24814.16798112161532e-742.08399056080766e-74
24911.84408101463823e-739.22040507319115e-74
25018.61858231118023e-734.30929115559012e-73
25113.60975748307392e-721.80487874153696e-72
25211.62178080105379e-718.10890400526896e-72
25317.14682564648433e-713.57341282324217e-71
25413.12028952342585e-701.56014476171292e-70
25518.23916868982272e-704.11958434491136e-70
25612.36516786933657e-691.18258393466829e-69
25716.06074198435396e-693.03037099217698e-69
25811.42606191636509e-687.13030958182544e-69
25915.33910516129132e-682.66955258064566e-68
26012.07179203379321e-671.03589601689661e-67
26117.85818117496878e-673.92909058748439e-67
26213.05743685081577e-661.52871842540788e-66
26311.15920502759506e-655.79602513797531e-66
26414.56838147580918e-652.28419073790459e-65
26511.80824731890219e-649.04123659451097e-65
26617.21805752597489e-643.60902876298744e-64
26712.91837495556133e-631.45918747778067e-63
26811.16939160129193e-625.84695800645965e-63
26914.91643186178916e-622.45821593089458e-62
27015.79216847704791e-632.89608423852396e-63
27112.57664093544327e-621.28832046772163e-62
27211.13253907990086e-615.66269539950431e-62
27314.67145966776488e-612.33572983388244e-61
27411.25019803241307e-606.25099016206533e-61
27512.46584182673827e-601.23292091336914e-60
27611.02514355859354e-595.12571779296769e-60
27712.61485946603463e-591.30742973301732e-59
27815.73892005036e-592.86946002518e-59
27912.56757091069024e-581.28378545534512e-58
28011.13392820095223e-575.66964100476113e-58
28114.84390708521277e-572.42195354260638e-57
28217.11049790989407e-583.55524895494704e-58
28312.92368629571601e-571.46184314785800e-57
28411.25716402790586e-566.28582013952929e-57
28513.32084552369961e-561.66042276184980e-56
28611.40037420262577e-557.00187101312886e-56
28716.12419499497476e-553.06209749748738e-55
28812.52541976989175e-541.26270988494588e-54
28911.0302062443027e-535.1510312215135e-54
29014.39682920133090e-532.19841460066545e-53
29111.88888752475092e-529.4444376237546e-53
29217.16695544314317e-523.58347772157158e-52
29311.78886313778771e-518.94431568893853e-52
29412.72802591492741e-511.36401295746371e-51
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35514.93236900090044e-292.46618450045022e-29
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36718.18328492927701e-234.09164246463850e-23
36812.79857327284092e-221.39928663642046e-22
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37411.45741005872848e-197.28705029364238e-20
37515.21942259440484e-192.60971129720242e-19
37619.7806825368891e-194.89034126844455e-19
37711.84454973048017e-189.22274865240084e-19
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3840.9999999999999984.37977675866447e-152.18988837933224e-15
3850.9999999999999931.44855556941377e-147.24277784706887e-15
3860.9999999999999764.86954492807979e-142.43477246403990e-14
3870.999999999999992.11391242776266e-141.05695621388133e-14
3880.999999999999968.24072478032211e-144.12036239016106e-14
3890.9999999999998453.09938764277079e-131.54969382138540e-13
3900.9999999999997185.64051751227154e-132.82025875613577e-13
3910.9999999999990471.9057133101993e-129.5285665509965e-13
3920.9999999999970035.99358983138997e-122.99679491569499e-12
3930.9999999999916621.66770198591281e-118.33850992956407e-12
3940.9999999999704875.9025978292955e-112.95129891464775e-11
3950.9999999999157471.68505844331205e-108.42529221656026e-11
39611.69836487605503e-168.49182438027514e-17
39711.14067453893462e-155.70337269467312e-16
3980.9999999999999975.28048759863586e-152.64024379931793e-15
3990.999999999999991.86110537567686e-149.3055268783843e-15
4000.9999999999999967.07318435394407e-153.53659217697203e-15
4010.9999999999999754.91889680990304e-142.45944840495152e-14
4020.9999999999998273.45609912131984e-131.72804956065992e-13
4030.9999999999996127.76434217104047e-133.88217108552023e-13
4040.9999999999998682.63342024549121e-131.31671012274560e-13
4050.999999999998922.16000262560666e-121.08000131280333e-12
4060.999999999999549.19952840710994e-134.59976420355497e-13
4070.9999999999962557.49075547391329e-123.74537773695665e-12
4080.9999999999640277.19467453367086e-113.59733726683543e-11
4090.9999999996665876.66826138911177e-103.33413069455589e-10
4100.999999999231871.53626194980552e-097.68130974902761e-10
4110.9999999952432339.51353341081928e-094.75676670540964e-09
4120.9999999682960996.34078026461624e-083.17039013230812e-08
4130.9999997308164845.38367031987586e-072.69183515993793e-07
4140.999997525675624.94864876139207e-062.47432438069604e-06
4150.9999874885649552.50228700894899e-051.25114350447449e-05
4160.9999218706555950.0001562586888089627.81293444044809e-05
4170.9996912308803860.0006175382392273030.000308769119613652
4180.9997463574025830.0005072851948347470.000253642597417373


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level4061NOK
5% type I error level4061NOK
10% type I error level4061NOK