Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 176.34311827957 + 72.2415821012545M1[t] + 81.1193268369176M2[t] + 57.8325554435484M3[t] + 17.8909453405018M4[t] -3.66679379480288M5[t] + 68.0399831989247M6[t] + 44.2499859991039M7[t] + 12.0857952508961M8[t] -6.03968581989248M9[t] -22.5006507616488M10[t] -1.44871247759856M11[t] + 1.0190294578853t + 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) | 176.34311827957 | 21.582495 | 8.1707 | 0 | 0 |
M1 | 72.2415821012545 | 27.125671 | 2.6632 | 0.008088 | 0.004044 |
M2 | 81.1193268369176 | 27.124642 | 2.9906 | 0.002976 | 0.001488 |
M3 | 57.8325554435484 | 27.12371 | 2.1322 | 0.033671 | 0.016835 |
M4 | 17.8909453405018 | 27.122876 | 0.6596 | 0.509917 | 0.254959 |
M5 | -3.66679379480288 | 27.122141 | -0.1352 | 0.892533 | 0.446267 |
M6 | 68.0399831989247 | 27.121503 | 2.5087 | 0.012557 | 0.006279 |
M7 | 44.2499859991039 | 27.120964 | 1.6316 | 0.103645 | 0.051823 |
M8 | 12.0857952508961 | 27.120522 | 0.4456 | 0.656131 | 0.328066 |
M9 | -6.03968581989248 | 27.120179 | -0.2227 | 0.823895 | 0.411948 |
M10 | -22.5006507616488 | 27.119934 | -0.8297 | 0.407276 | 0.203638 |
M11 | -1.44871247759856 | 27.119787 | -0.0534 | 0.957428 | 0.478714 |
t | 1.0190294578853 | 0.051577 | 19.7576 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.735625547908382 |
R-squared | 0.541144946735507 |
Adjusted R-squared | 0.525807173367334 |
F-TEST (value) | 35.2818452682604 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 359 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 106.770513988965 |
Sum Squared Residuals | 4092579.41403091 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 235.1 | 249.603729838709 | -14.5037298387093 |
2 | 280.7 | 259.500504032258 | 21.1994959677419 |
3 | 264.6 | 237.232762096774 | 27.3672379032258 |
4 | 240.7 | 198.310181451613 | 42.3898185483871 |
5 | 201.4 | 177.771471774194 | 23.6285282258065 |
6 | 240.8 | 250.497278225807 | -9.69727822580655 |
7 | 241.1 | 227.726310483871 | 13.3736895161289 |
8 | 223.8 | 196.581149193548 | 27.2188508064517 |
9 | 206.1 | 179.474697580645 | 26.6253024193549 |
10 | 174.7 | 164.032762096774 | 10.6672379032259 |
11 | 203.3 | 186.10372983871 | 17.1962701612904 |
12 | 220.5 | 188.571471774193 | 31.9285282258065 |
13 | 299.5 | 261.832083333334 | 37.6679166666661 |
14 | 347.4 | 271.728857526882 | 75.6711424731183 |
15 | 338.3 | 249.461115591398 | 88.8388844086022 |
16 | 327.7 | 210.538534946237 | 117.161465053763 |
17 | 351.6 | 189.999825268817 | 161.600174731183 |
18 | 396.6 | 262.72563172043 | 133.87436827957 |
19 | 438.8 | 239.954663978495 | 198.845336021505 |
20 | 395.6 | 208.809502688172 | 186.790497311828 |
21 | 363.5 | 191.703051075269 | 171.796948924731 |
22 | 378.8 | 176.261115591398 | 202.538884408602 |
23 | 357 | 198.332083333333 | 158.667916666667 |
24 | 369 | 200.799825268817 | 168.200174731183 |
25 | 464.8 | 274.060436827957 | 190.739563172043 |
26 | 479.1 | 283.957211021505 | 195.142788978495 |
27 | 431.3 | 261.689469086022 | 169.610530913979 |
28 | 366.5 | 222.76688844086 | 143.73311155914 |
29 | 326.3 | 202.228178763441 | 124.071821236559 |
30 | 355.1 | 274.953985215054 | 80.1460147849462 |
31 | 331.6 | 252.183017473118 | 79.4169825268817 |
32 | 261.3 | 221.037856182796 | 40.2621438172043 |
33 | 249 | 203.931404569892 | 45.0685954301075 |
34 | 205.5 | 188.489469086022 | 17.0105309139785 |
35 | 235.6 | 210.560436827957 | 25.039563172043 |
36 | 240.9 | 213.028178763441 | 27.8718212365591 |
37 | 264.9 | 286.288790322581 | -21.3887903225806 |
38 | 253.8 | 296.185564516129 | -42.385564516129 |
39 | 232.3 | 273.917822580645 | -41.6178225806451 |
40 | 193.8 | 234.995241935484 | -41.1952419354839 |
41 | 177 | 214.456532258065 | -37.4565322580645 |
42 | 213.2 | 287.182338709677 | -73.9823387096775 |
43 | 207.2 | 264.411370967742 | -57.2113709677419 |
44 | 180.6 | 233.266209677419 | -52.6662096774194 |
45 | 188.6 | 216.159758064516 | -27.5597580645162 |
46 | 175.4 | 200.717822580645 | -25.3178225806452 |
47 | 199 | 222.788790322581 | -23.7887903225807 |
48 | 179.6 | 225.256532258065 | -45.6565322580645 |
49 | 225.8 | 298.517143817204 | -72.7171438172043 |
50 | 234 | 308.413918010753 | -74.4139180107527 |
51 | 200.2 | 286.146176075269 | -85.9461760752688 |
52 | 183.6 | 247.223595430107 | -63.6235954301075 |
53 | 178.2 | 226.684885752688 | -48.4848857526882 |
54 | 203.2 | 299.410692204301 | -96.210692204301 |
55 | 208.5 | 276.639724462366 | -68.1397244623656 |
56 | 191.8 | 245.494563172043 | -53.694563172043 |
57 | 172.8 | 228.38811155914 | -55.5881115591398 |
58 | 148 | 212.946176075269 | -64.9461760752688 |
59 | 159.4 | 235.017143817204 | -75.6171438172043 |
60 | 154.5 | 237.484885752688 | -82.9848857526882 |
61 | 213.2 | 310.745497311828 | -97.545497311828 |
62 | 196.4 | 320.642271505376 | -124.242271505376 |
63 | 182.8 | 298.374529569892 | -115.574529569892 |
64 | 176.4 | 259.451948924731 | -83.0519489247311 |
65 | 153.6 | 238.913239247312 | -85.3132392473118 |
66 | 173.2 | 311.639045698925 | -138.439045698925 |
67 | 171 | 288.868077956989 | -117.868077956989 |
68 | 151.2 | 257.722916666667 | -106.522916666667 |
69 | 161.9 | 240.616465053763 | -78.7164650537635 |
70 | 157.2 | 225.174529569892 | -67.9745295698925 |
71 | 201.7 | 247.245497311828 | -45.545497311828 |
72 | 236.4 | 249.713239247312 | -13.3132392473118 |
73 | 356.1 | 322.973850806452 | 33.1261491935484 |
74 | 398.3 | 332.870625 | 65.429375 |
75 | 403.7 | 310.602883064516 | 93.0971169354839 |
76 | 384.6 | 271.680302419355 | 112.919697580645 |
77 | 365.8 | 251.141592741935 | 114.658407258065 |
78 | 368.1 | 323.867399193548 | 44.2326008064517 |
79 | 367.9 | 301.096431451613 | 66.8035685483871 |
80 | 347 | 269.95127016129 | 77.0487298387097 |
81 | 343.3 | 252.844818548387 | 90.4551814516129 |
82 | 292.9 | 237.402883064516 | 55.4971169354839 |
83 | 311.5 | 259.473850806452 | 52.0261491935484 |
84 | 300.9 | 261.941592741935 | 38.9584072580645 |
85 | 366.9 | 335.202204301075 | 31.6977956989247 |
86 | 356.9 | 345.098978494624 | 11.8010215053763 |
87 | 329.7 | 322.83123655914 | 6.86876344086023 |
88 | 316.2 | 283.908655913979 | 32.2913440860215 |
89 | 269 | 263.369946236559 | 5.6300537634409 |
90 | 289.3 | 336.095752688172 | -46.795752688172 |
91 | 266.2 | 313.324784946236 | -47.1247849462365 |
92 | 253.6 | 282.179623655914 | -28.579623655914 |
93 | 233.8 | 265.073172043011 | -31.2731720430107 |
94 | 228.4 | 249.63123655914 | -21.2312365591398 |
95 | 253.6 | 271.702204301075 | -18.1022043010752 |
96 | 260.1 | 274.169946236559 | -14.0699462365591 |
97 | 306.6 | 347.430557795699 | -40.8305577956989 |
98 | 309.2 | 357.327331989247 | -48.1273319892473 |
99 | 309.5 | 335.059590053763 | -25.5595900537634 |
100 | 271 | 296.137009408602 | -25.1370094086022 |
101 | 279.9 | 275.598299731183 | 4.30170026881724 |
102 | 317.9 | 348.324106182796 | -30.4241061827957 |
103 | 298.4 | 325.55313844086 | -27.1531384408602 |
104 | 246.7 | 294.407977150538 | -47.7079771505376 |
105 | 227.3 | 277.301525537634 | -50.0015255376344 |
106 | 209.1 | 261.859590053763 | -52.7595900537634 |
107 | 259.9 | 283.930557795699 | -24.0305577956989 |
108 | 266 | 286.398299731183 | -20.3982997311828 |
109 | 320.6 | 359.658911290323 | -39.0589112903225 |
110 | 308.5 | 369.555685483871 | -61.0556854838709 |
111 | 282.2 | 347.287943548387 | -65.0879435483871 |
112 | 262.7 | 308.365362903226 | -45.6653629032258 |
113 | 263.5 | 287.826653225806 | -24.3266532258064 |
114 | 313.1 | 360.552459677419 | -47.4524596774193 |
115 | 284.3 | 337.781491935484 | -53.4814919354838 |
116 | 252.6 | 306.636330645161 | -54.0363306451613 |
117 | 250.3 | 289.529879032258 | -39.229879032258 |
118 | 246.5 | 274.087943548387 | -27.5879435483871 |
119 | 312.7 | 296.158911290323 | 16.5410887096774 |
120 | 333.2 | 298.626653225806 | 34.5733467741935 |
121 | 446.4 | 371.887264784946 | 74.5127352150537 |
122 | 511.6 | 381.784038978495 | 129.815961021505 |
123 | 515.5 | 359.516297043011 | 155.983702956989 |
124 | 506.4 | 320.593716397849 | 185.806283602151 |
125 | 483.2 | 300.05500672043 | 183.14499327957 |
126 | 522.3 | 372.780813172043 | 149.519186827957 |
127 | 509.8 | 350.009845430108 | 159.790154569892 |
128 | 460.7 | 318.864684139785 | 141.835315860215 |
129 | 405.8 | 301.758232526882 | 104.041767473118 |
130 | 375 | 286.316297043011 | 88.6837029569892 |
131 | 378.5 | 308.387264784946 | 70.1127352150537 |
132 | 406.8 | 310.85500672043 | 95.9449932795699 |
133 | 467.8 | 384.11561827957 | 83.68438172043 |
134 | 469.8 | 394.012392473118 | 75.7876075268817 |
135 | 429.8 | 371.744650537634 | 58.0553494623656 |
136 | 355.8 | 332.822069892473 | 22.9779301075269 |
137 | 332.7 | 312.283360215054 | 20.4166397849463 |
138 | 378 | 385.009166666667 | -7.00916666666668 |
139 | 360.5 | 362.238198924731 | -1.73819892473119 |
140 | 334.7 | 331.093037634409 | 3.60696236559136 |
141 | 319.5 | 313.986586021505 | 5.51341397849459 |
142 | 323.1 | 298.544650537634 | 24.5553494623656 |
143 | 363.6 | 320.61561827957 | 42.9843817204301 |
144 | 352.1 | 323.083360215054 | 29.0166397849462 |
145 | 411.9 | 396.343971774194 | 15.5560282258064 |
146 | 388.6 | 406.240745967742 | -17.6407459677419 |
147 | 416.4 | 383.973004032258 | 32.4269959677419 |
148 | 360.7 | 345.050423387097 | 15.6495766129032 |
149 | 338 | 324.511713709677 | 13.4882862903226 |
150 | 417.2 | 397.23752016129 | 19.9624798387097 |
151 | 388.4 | 374.466552419355 | 13.9334475806451 |
152 | 371.1 | 343.321391129032 | 27.7786088709677 |
153 | 331.5 | 326.214939516129 | 5.28506048387095 |
154 | 353.7 | 310.773004032258 | 42.9269959677419 |
155 | 396.7 | 332.843971774194 | 63.8560282258064 |
156 | 447 | 335.311713709677 | 111.688286290323 |
157 | 533.5 | 408.572325268817 | 124.927674731183 |
158 | 565.4 | 418.469099462366 | 146.930900537634 |
159 | 542.3 | 396.201357526882 | 146.098642473118 |
160 | 488.7 | 357.27877688172 | 131.42122311828 |
161 | 467.1 | 336.740067204301 | 130.359932795699 |
162 | 531.3 | 409.465873655914 | 121.834126344086 |
163 | 496.1 | 386.694905913979 | 109.405094086022 |
164 | 444 | 355.549744623656 | 88.450255376344 |
165 | 403.4 | 338.443293010753 | 64.9567069892473 |
166 | 386.3 | 323.001357526882 | 63.2986424731183 |
167 | 394.1 | 345.072325268817 | 49.0276747311828 |
168 | 404.1 | 347.540067204301 | 56.5599327956989 |
169 | 462.1 | 420.800678763441 | 41.2993212365591 |
170 | 448.1 | 430.697452956989 | 17.4025470430108 |
171 | 432.3 | 408.429711021505 | 23.8702889784946 |
172 | 386.3 | 369.507130376344 | 16.7928696236559 |
173 | 395.2 | 348.968420698925 | 46.2315793010753 |
174 | 421.9 | 421.694227150538 | 0.20577284946234 |
175 | 382.9 | 398.923259408602 | -16.0232594086022 |
176 | 384.2 | 367.77809811828 | 16.4219018817204 |
177 | 345.5 | 350.671646505376 | -5.17164650537637 |
178 | 323.4 | 335.229711021505 | -11.8297110215054 |
179 | 372.6 | 357.300678763441 | 15.2993212365591 |
180 | 376 | 359.768420698925 | 16.2315793010752 |
181 | 462.7 | 433.029032258065 | 29.6709677419354 |
182 | 487 | 442.925806451613 | 44.0741935483871 |
183 | 444.2 | 420.658064516129 | 23.541935483871 |
184 | 399.3 | 381.735483870968 | 17.5645161290323 |
185 | 394.9 | 361.196774193548 | 33.7032258064516 |
186 | 455.4 | 433.922580645161 | 21.4774193548387 |
187 | 414 | 411.151612903226 | 2.8483870967742 |
188 | 375.5 | 380.006451612903 | -4.50645161290325 |
189 | 347 | 362.9 | -15.9 |
190 | 339.4 | 347.458064516129 | -8.05806451612906 |
191 | 385.8 | 369.529032258065 | 16.2709677419355 |
192 | 378.8 | 371.996774193548 | 6.80322580645162 |
193 | 451.8 | 445.257385752688 | 6.54261424731182 |
194 | 446.1 | 455.154159946237 | -9.05415994623654 |
195 | 422.5 | 432.886418010753 | -10.3864180107527 |
196 | 383.1 | 393.963837365591 | -10.8638373655914 |
197 | 352.8 | 373.425127688172 | -20.625127688172 |
198 | 445.3 | 446.150934139785 | -0.850934139784944 |
199 | 367.5 | 423.379966397849 | -55.8799663978495 |
200 | 355.1 | 392.234805107527 | -37.1348051075269 |
201 | 326.2 | 375.128353494624 | -48.9283534946237 |
202 | 319.8 | 359.686418010753 | -39.8864180107527 |
203 | 331.8 | 381.757385752688 | -49.9573857526882 |
204 | 340.9 | 384.225127688172 | -43.3251276881721 |
205 | 394.1 | 457.485739247312 | -63.3857392473118 |
206 | 417.2 | 467.38251344086 | -50.1825134408602 |
207 | 369.9 | 445.114771505376 | -75.2147715053764 |
208 | 349.2 | 406.192190860215 | -56.9921908602151 |
209 | 321.4 | 385.653481182796 | -64.2534811827957 |
210 | 405.7 | 458.379287634409 | -52.6792876344086 |
211 | 342.9 | 435.608319892473 | -92.7083198924732 |
212 | 316.5 | 404.463158602151 | -87.9631586021506 |
213 | 284.2 | 387.356706989247 | -103.156706989247 |
214 | 270.9 | 371.914771505376 | -101.014771505376 |
215 | 288.8 | 393.985739247312 | -105.185739247312 |
216 | 278.8 | 396.453481182796 | -117.653481182796 |
217 | 324.4 | 469.714092741935 | -145.314092741935 |
218 | 310.9 | 479.610866935484 | -168.710866935484 |
219 | 299 | 457.343125 | -158.343125 |
220 | 273 | 418.420544354839 | -145.420544354839 |
221 | 279.3 | 397.881834677419 | -118.581834677419 |
222 | 359.2 | 470.607641129032 | -111.407641129032 |
223 | 305 | 447.836673387097 | -142.836673387097 |
224 | 282.1 | 416.691512096774 | -134.591512096774 |
225 | 250.3 | 399.585060483871 | -149.285060483871 |
226 | 246.5 | 384.143125 | -137.643125 |
227 | 257.9 | 406.214092741935 | -148.314092741936 |
228 | 266.5 | 408.681834677419 | -142.181834677419 |
229 | 315.9 | 481.942446236559 | -166.042446236559 |
230 | 318.4 | 491.839220430108 | -173.439220430108 |
231 | 295.4 | 469.571478494624 | -174.171478494624 |
232 | 266.4 | 430.648897849462 | -164.248897849462 |
233 | 245.8 | 410.110188172043 | -164.310188172043 |
234 | 362.8 | 482.835994623656 | -120.035994623656 |
235 | 324.9 | 460.06502688172 | -135.16502688172 |
236 | 294.2 | 428.919865591398 | -134.719865591398 |
237 | 289.5 | 411.813413978495 | -122.313413978495 |
238 | 295.2 | 396.371478494624 | -101.171478494624 |
239 | 290.3 | 418.442446236559 | -128.142446236559 |
240 | 272 | 420.910188172043 | -148.910188172043 |
241 | 307.4 | 494.170799731183 | -186.770799731183 |
242 | 328.7 | 504.067573924731 | -175.367573924731 |
243 | 292.9 | 481.799831989247 | -188.899831989247 |
244 | 249.1 | 442.877251344086 | -193.777251344086 |
245 | 230.4 | 422.338541666667 | -191.938541666667 |
246 | 361.5 | 495.06434811828 | -133.56434811828 |
247 | 321.7 | 472.293380376344 | -150.593380376344 |
248 | 277.2 | 441.148219086022 | -163.948219086022 |
249 | 260.7 | 424.041767473118 | -163.341767473118 |
250 | 251 | 408.599831989247 | -157.599831989247 |
251 | 257.6 | 430.670799731183 | -173.070799731183 |
252 | 241.8 | 433.138541666667 | -191.338541666667 |
253 | 287.5 | 506.399153225806 | -218.899153225806 |
254 | 292.3 | 516.295927419355 | -223.995927419355 |
255 | 274.7 | 494.028185483871 | -219.328185483871 |
256 | 254.2 | 455.10560483871 | -200.90560483871 |
257 | 230 | 434.56689516129 | -204.56689516129 |
258 | 339 | 507.292701612903 | -168.292701612903 |
259 | 318.2 | 484.521733870968 | -166.321733870968 |
260 | 287 | 453.376572580645 | -166.376572580645 |
261 | 295.8 | 436.270120967742 | -140.470120967742 |
262 | 284 | 420.828185483871 | -136.828185483871 |
263 | 271 | 442.899153225806 | -171.899153225806 |
264 | 262.7 | 445.36689516129 | -182.66689516129 |
265 | 340.6 | 518.62750672043 | -178.02750672043 |
266 | 379.4 | 528.524280913978 | -149.124280913979 |
267 | 373.3 | 506.256538978495 | -132.956538978495 |
268 | 355.2 | 467.333958333333 | -112.133958333333 |
269 | 338.4 | 446.795248655914 | -108.395248655914 |
270 | 466.9 | 519.521055107527 | -52.6210551075269 |
271 | 451 | 496.750087365591 | -45.7500873655914 |
272 | 422 | 465.604926075269 | -43.6049260752688 |
273 | 429.2 | 448.498474462366 | -19.2984744623656 |
274 | 425.9 | 433.056538978495 | -7.15653897849465 |
275 | 460.7 | 455.12750672043 | 5.57249327956987 |
276 | 463.6 | 457.595248655914 | 6.00475134408602 |
277 | 541.4 | 530.855860215054 | 10.5441397849462 |
278 | 544.2 | 540.752634408602 | 3.44736559139788 |
279 | 517.5 | 518.484892473118 | -0.984892473118284 |
280 | 469.4 | 479.562311827957 | -10.162311827957 |
281 | 439.4 | 459.023602150538 | -19.6236021505376 |
282 | 549 | 531.749408602151 | 17.2505913978495 |
283 | 533 | 508.978440860215 | 24.021559139785 |
284 | 506.1 | 477.833279569893 | 28.2667204301075 |
285 | 484 | 460.726827956989 | 23.2731720430108 |
286 | 457 | 445.284892473118 | 11.7151075268817 |
287 | 481.5 | 467.355860215054 | 14.1441397849462 |
288 | 469.5 | 469.823602150538 | -0.323602150537639 |
289 | 544.7 | 543.084213709677 | 1.61578629032259 |
290 | 541.2 | 552.980987903226 | -11.7809879032258 |
291 | 521.5 | 530.713245967742 | -9.21324596774195 |
292 | 469.7 | 491.790665322581 | -22.0906653225807 |
293 | 434.4 | 471.251955645161 | -36.8519556451613 |
294 | 542.6 | 543.977762096774 | -1.37776209677415 |
295 | 517.3 | 521.206794354839 | -3.90679435483875 |
296 | 485.7 | 490.061633064516 | -4.36163306451613 |
297 | 465.8 | 472.955181451613 | -7.15518145161289 |
298 | 447 | 457.513245967742 | -10.5132459677419 |
299 | 426.6 | 479.584213709677 | -52.9842137096774 |
300 | 411.6 | 482.051955645161 | -70.4519556451613 |
301 | 467.5 | 555.312567204301 | -87.812567204301 |
302 | 484.5 | 565.209341397849 | -80.7093413978495 |
303 | 451.2 | 542.941599462366 | -91.7415994623656 |
304 | 417.4 | 504.019018817204 | -86.6190188172043 |
305 | 379.9 | 483.480309139785 | -103.580309139785 |
306 | 484.7 | 556.206115591398 | -71.5061155913979 |
307 | 455 | 533.435147849462 | -78.4351478494624 |
308 | 420.8 | 502.28998655914 | -81.4899865591398 |
309 | 416.5 | 485.183534946237 | -68.6835349462366 |
310 | 376.3 | 469.741599462366 | -93.4415994623656 |
311 | 405.6 | 491.812567204301 | -86.212567204301 |
312 | 405.8 | 494.280309139785 | -88.480309139785 |
313 | 500.8 | 567.540920698925 | -66.7409206989248 |
314 | 514 | 577.437694892473 | -63.4376948924732 |
315 | 475.5 | 555.169952956989 | -79.6699529569893 |
316 | 430.1 | 516.247372311828 | -86.147372311828 |
317 | 414.4 | 495.708662634409 | -81.3086626344087 |
318 | 538 | 568.434469086022 | -30.4344690860216 |
319 | 526 | 545.663501344086 | -19.6635013440861 |
320 | 488.5 | 514.518340053763 | -26.0183400537634 |
321 | 520.2 | 497.41188844086 | 22.7881115591398 |
322 | 504.4 | 481.969952956989 | 22.4300470430107 |
323 | 568.5 | 504.040920698925 | 64.4590793010752 |
324 | 610.6 | 506.508662634409 | 104.091337365591 |
325 | 818 | 579.769274193548 | 238.230725806452 |
326 | 830.9 | 589.666048387097 | 241.233951612903 |
327 | 835.9 | 567.398306451613 | 268.501693548387 |
328 | 782 | 528.475725806452 | 253.524274193548 |
329 | 762.3 | 507.937016129032 | 254.362983870968 |
330 | 856.9 | 580.662822580645 | 276.237177419355 |
331 | 820.9 | 557.89185483871 | 263.00814516129 |
332 | 769.6 | 526.746693548387 | 242.853306451613 |
333 | 752.2 | 509.640241935484 | 242.559758064516 |
334 | 724.4 | 494.198306451613 | 230.201693548387 |
335 | 723.1 | 516.269274193548 | 206.830725806452 |
336 | 719.5 | 518.737016129032 | 200.762983870968 |
337 | 817.4 | 591.997627688172 | 225.402372311828 |
338 | 803.3 | 601.89440188172 | 201.405598118279 |
339 | 752.5 | 579.626659946237 | 172.873340053763 |
340 | 689 | 540.704079301075 | 148.295920698925 |
341 | 630.4 | 520.165369623656 | 110.234630376344 |
342 | 765.5 | 592.891176075269 | 172.608823924731 |
343 | 757.7 | 570.120208333333 | 187.579791666667 |
344 | 732.2 | 538.975047043011 | 193.224952956989 |
345 | 702.6 | 521.868595430107 | 180.731404569893 |
346 | 683.3 | 506.426659946236 | 176.873340053763 |
347 | 709.5 | 528.497627688172 | 181.002372311828 |
348 | 702.2 | 530.965369623656 | 171.234630376344 |
349 | 784.8 | 604.225981182796 | 180.574018817204 |
350 | 810.9 | 614.122755376344 | 196.777244623656 |
351 | 755.6 | 591.85501344086 | 163.74498655914 |
352 | 656.8 | 552.932432795699 | 103.867567204301 |
353 | 615.1 | 532.39372311828 | 82.7062768817204 |
354 | 745.3 | 605.119529569893 | 140.180470430107 |
355 | 694.1 | 582.348561827957 | 111.751438172043 |
356 | 675.7 | 551.203400537634 | 124.496599462366 |
357 | 643.7 | 534.096948924731 | 109.603051075269 |
358 | 622.1 | 518.65501344086 | 103.44498655914 |
359 | 634.6 | 540.725981182796 | 93.8740188172043 |
360 | 588 | 543.19372311828 | 44.8062768817204 |
361 | 689.7 | 616.45433467742 | 73.2456653225807 |
362 | 673.9 | 626.351108870968 | 47.5488911290322 |
363 | 647.9 | 604.083366935484 | 43.8166330645161 |
364 | 568.8 | 565.160786290323 | 3.63921370967736 |
365 | 545.7 | 544.622076612903 | 1.07792338709679 |
366 | 632.6 | 617.347883064516 | 15.2521169354839 |
367 | 643.8 | 594.57691532258 | 49.2230846774193 |
368 | 593.1 | 563.431754032258 | 29.668245967742 |
369 | 579.7 | 546.325302419355 | 33.3746975806451 |
370 | 546 | 530.883366935484 | 15.1166330645161 |
371 | 562.9 | 552.95433467742 | 9.9456653225806 |
372 | 572.5 | 555.422076612903 | 17.0779233870967 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.000399178512635824 | 0.000798357025271648 | 0.999600821487364 |
17 | 0.00545991681860455 | 0.0109198336372091 | 0.994540083181395 |
18 | 0.00411753782965194 | 0.00823507565930388 | 0.995882462170348 |
19 | 0.00637570237606125 | 0.0127514047521225 | 0.993624297623939 |
20 | 0.00338128175511519 | 0.00676256351023039 | 0.996618718244885 |
21 | 0.00135724937088816 | 0.00271449874177633 | 0.998642750629112 |
22 | 0.00114644940941755 | 0.0022928988188351 | 0.998853550590582 |
23 | 0.000420720753556693 | 0.000841441507113385 | 0.999579279246443 |
24 | 0.000145665302782799 | 0.000291330605565598 | 0.999854334697217 |
25 | 4.8561508624353e-05 | 9.7123017248706e-05 | 0.999951438491376 |
26 | 2.18707346218092e-05 | 4.37414692436183e-05 | 0.999978129265378 |
27 | 1.93823739557943e-05 | 3.87647479115885e-05 | 0.999980617626044 |
28 | 5.35346640480999e-05 | 0.0001070693280962 | 0.999946465335952 |
29 | 0.000189443590562915 | 0.00037888718112583 | 0.999810556409437 |
30 | 0.000444766373404704 | 0.000889532746809407 | 0.999555233626595 |
31 | 0.0016806105188261 | 0.00336122103765221 | 0.998319389481174 |
32 | 0.00676285371772789 | 0.0135257074354558 | 0.993237146282272 |
33 | 0.0122129188737802 | 0.0244258377475604 | 0.98778708112622 |
34 | 0.0254733374816815 | 0.0509466749633629 | 0.974526662518319 |
35 | 0.0314085519118058 | 0.0628171038236116 | 0.968591448088194 |
36 | 0.0377129535930309 | 0.0754259071860617 | 0.96228704640697 |
37 | 0.05800570427693 | 0.11601140855386 | 0.94199429572307 |
38 | 0.102490982662226 | 0.204981965324452 | 0.897509017337774 |
39 | 0.138726256395225 | 0.277452512790451 | 0.861273743604775 |
40 | 0.169503466453695 | 0.339006932907391 | 0.830496533546305 |
41 | 0.188670521824274 | 0.377341043648549 | 0.811329478175726 |
42 | 0.200514187195144 | 0.401028374390289 | 0.799485812804856 |
43 | 0.213531737636849 | 0.427063475273698 | 0.78646826236315 |
44 | 0.208208345144114 | 0.416416690288228 | 0.791791654855886 |
45 | 0.185744988547286 | 0.371489977094572 | 0.814255011452714 |
46 | 0.161520532640513 | 0.323041065281026 | 0.838479467359487 |
47 | 0.136163681642835 | 0.27232736328567 | 0.863836318357165 |
48 | 0.120646139894827 | 0.241292279789653 | 0.879353860105173 |
49 | 0.103316653160991 | 0.206633306321982 | 0.89668334683901 |
50 | 0.09043245520783 | 0.18086491041566 | 0.90956754479217 |
51 | 0.0801768997009605 | 0.160353799401921 | 0.91982310029904 |
52 | 0.066773071645181 | 0.133546143290362 | 0.93322692835482 |
53 | 0.053576113671498 | 0.107152227342996 | 0.946423886328502 |
54 | 0.0438596203765383 | 0.0877192407530767 | 0.956140379623462 |
55 | 0.0350823770058382 | 0.0701647540116764 | 0.964917622994162 |
56 | 0.0268112819413435 | 0.053622563882687 | 0.973188718058656 |
57 | 0.020382220623928 | 0.040764441247856 | 0.979617779376072 |
58 | 0.0154841434686789 | 0.0309682869373578 | 0.984515856531321 |
59 | 0.0117379677617545 | 0.023475935523509 | 0.988262032238245 |
60 | 0.00897149261060929 | 0.0179429852212186 | 0.99102850738939 |
61 | 0.00659815355483016 | 0.0131963071096603 | 0.99340184644517 |
62 | 0.00522584826193133 | 0.0104516965238627 | 0.994774151738069 |
63 | 0.00395384948428141 | 0.00790769896856281 | 0.996046150515719 |
64 | 0.00281760532317323 | 0.00563521064634645 | 0.997182394676827 |
65 | 0.00200205640836716 | 0.00400411281673433 | 0.997997943591633 |
66 | 0.00150501656383119 | 0.00301003312766237 | 0.998494983436169 |
67 | 0.00111407115071734 | 0.00222814230143468 | 0.998885928849283 |
68 | 0.000789616676108046 | 0.00157923335221609 | 0.999210383323892 |
69 | 0.000540613908012835 | 0.00108122781602567 | 0.999459386091987 |
70 | 0.000371214342230062 | 0.000742428684460123 | 0.99962878565777 |
71 | 0.000272738233522259 | 0.000545476467044517 | 0.999727261766478 |
72 | 0.000233191255085329 | 0.000466382510170657 | 0.999766808744915 |
73 | 0.00041183963918972 | 0.00082367927837944 | 0.99958816036081 |
74 | 0.000876514219583312 | 0.00175302843916662 | 0.999123485780417 |
75 | 0.00219429504498293 | 0.00438859008996587 | 0.997805704955017 |
76 | 0.00489972790920431 | 0.00979945581840863 | 0.995100272090796 |
77 | 0.00905097351948604 | 0.0181019470389721 | 0.990949026480514 |
78 | 0.0113739350083114 | 0.0227478700166228 | 0.988626064991689 |
79 | 0.0135848810265822 | 0.0271697620531643 | 0.986415118973418 |
80 | 0.0167288160530486 | 0.0334576321060971 | 0.983271183946951 |
81 | 0.0207380419401108 | 0.0414760838802216 | 0.97926195805989 |
82 | 0.0208297002607999 | 0.0416594005215998 | 0.9791702997392 |
83 | 0.0205092756098906 | 0.0410185512197813 | 0.97949072439011 |
84 | 0.0186632917560113 | 0.0373265835120227 | 0.981336708243989 |
85 | 0.0171875456028787 | 0.0343750912057575 | 0.982812454397121 |
86 | 0.0144051541998519 | 0.0288103083997039 | 0.985594845800148 |
87 | 0.0117799816612343 | 0.0235599633224686 | 0.988220018338766 |
88 | 0.00992838629422765 | 0.0198567725884553 | 0.990071613705772 |
89 | 0.0078095314983577 | 0.0156190629967154 | 0.992190468501642 |
90 | 0.00602265307712568 | 0.0120453061542514 | 0.993977346922874 |
91 | 0.00458036925997209 | 0.00916073851994418 | 0.995419630740028 |
92 | 0.00345810655390799 | 0.00691621310781598 | 0.996541893446092 |
93 | 0.00258524802411096 | 0.00517049604822191 | 0.997414751975889 |
94 | 0.00193142982184563 | 0.00386285964369127 | 0.998068570178154 |
95 | 0.00144047551774179 | 0.00288095103548358 | 0.998559524482258 |
96 | 0.00106919529229013 | 0.00213839058458026 | 0.99893080470771 |
97 | 0.000779111619079717 | 0.00155822323815943 | 0.99922088838092 |
98 | 0.000563192753627757 | 0.00112638550725551 | 0.999436807246372 |
99 | 0.00040671096925529 | 0.00081342193851058 | 0.999593289030745 |
100 | 0.000289553578172515 | 0.00057910715634503 | 0.999710446421827 |
101 | 0.000212665140181037 | 0.000425330280362074 | 0.99978733485982 |
102 | 0.000157140211354742 | 0.000314280422709484 | 0.999842859788645 |
103 | 0.000111253353698923 | 0.000222506707397846 | 0.999888746646301 |
104 | 7.72868560652617e-05 | 0.000154573712130523 | 0.999922713143935 |
105 | 5.3496906692715e-05 | 0.00010699381338543 | 0.999946503093307 |
106 | 3.67874561006922e-05 | 7.35749122013843e-05 | 0.9999632125439 |
107 | 2.53937331283661e-05 | 5.07874662567321e-05 | 0.999974606266872 |
108 | 1.74397854759993e-05 | 3.48795709519986e-05 | 0.999982560214524 |
109 | 1.18413435256532e-05 | 2.36826870513064e-05 | 0.999988158656474 |
110 | 7.96619132592526e-06 | 1.59323826518505e-05 | 0.999992033808674 |
111 | 5.36755535482594e-06 | 1.07351107096519e-05 | 0.999994632444645 |
112 | 3.54127132414759e-06 | 7.08254264829519e-06 | 0.999996458728676 |
113 | 2.32189338924435e-06 | 4.64378677848871e-06 | 0.99999767810661 |
114 | 1.57196323725913e-06 | 3.14392647451826e-06 | 0.999998428036763 |
115 | 1.02104880155917e-06 | 2.04209760311834e-06 | 0.999998978951198 |
116 | 6.5910917268758e-07 | 1.31821834537516e-06 | 0.999999340890827 |
117 | 4.22704330627279e-07 | 8.45408661254558e-07 | 0.99999957729567 |
118 | 2.75955080694565e-07 | 5.51910161389129e-07 | 0.99999972404492 |
119 | 2.15330693461613e-07 | 4.30661386923226e-07 | 0.999999784669307 |
120 | 1.86048665967278e-07 | 3.72097331934557e-07 | 0.999999813951334 |
121 | 2.70602516879268e-07 | 5.41205033758537e-07 | 0.999999729397483 |
122 | 8.0811693741337e-07 | 1.61623387482674e-06 | 0.999999191883063 |
123 | 3.06242799355916e-06 | 6.12485598711831e-06 | 0.999996937572006 |
124 | 1.34320135237393e-05 | 2.68640270474785e-05 | 0.999986567986476 |
125 | 4.46655500078966e-05 | 8.93311000157931e-05 | 0.999955334449992 |
126 | 0.000119776013438796 | 0.000239552026877592 | 0.99988022398656 |
127 | 0.000280073040597701 | 0.000560146081195402 | 0.999719926959402 |
128 | 0.000496399156266927 | 0.000992798312533854 | 0.999503600843733 |
129 | 0.000593611424177298 | 0.0011872228483546 | 0.999406388575823 |
130 | 0.000638865613468801 | 0.0012777312269376 | 0.999361134386531 |
131 | 0.000604898065746737 | 0.00120979613149347 | 0.999395101934253 |
132 | 0.000653166831694787 | 0.00130633366338957 | 0.999346833168305 |
133 | 0.000665242169948891 | 0.00133048433989778 | 0.999334757830051 |
134 | 0.000637668245364503 | 0.00127533649072901 | 0.999362331754636 |
135 | 0.000559176977242996 | 0.00111835395448599 | 0.999440823022757 |
136 | 0.00044453718146066 | 0.00088907436292132 | 0.99955546281854 |
137 | 0.000352930584074141 | 0.000705861168148281 | 0.999647069415926 |
138 | 0.000265171841993377 | 0.000530343683986754 | 0.999734828158007 |
139 | 0.000200335141496026 | 0.000400670282992051 | 0.999799664858504 |
140 | 0.000151478184273942 | 0.000302956368547884 | 0.999848521815726 |
141 | 0.000114522140648834 | 0.000229044281297668 | 0.99988547785935 |
142 | 8.97027561842693e-05 | 0.000179405512368539 | 0.999910297243816 |
143 | 7.43557326688885e-05 | 0.000148711465337777 | 0.999925644267331 |
144 | 5.87440787828724e-05 | 0.000117488157565745 | 0.999941255921217 |
145 | 4.47639857181447e-05 | 8.95279714362893e-05 | 0.999955236014282 |
146 | 3.31680421771895e-05 | 6.63360843543791e-05 | 0.999966831957823 |
147 | 2.63672292067051e-05 | 5.27344584134101e-05 | 0.999973632770793 |
148 | 2.03512226304024e-05 | 4.07024452608048e-05 | 0.99997964877737 |
149 | 1.57496546633974e-05 | 3.14993093267948e-05 | 0.999984250345337 |
150 | 1.21265046191532e-05 | 2.42530092383064e-05 | 0.99998787349538 |
151 | 9.12600146918581e-06 | 1.82520029383716e-05 | 0.99999087399853 |
152 | 7.14785279332238e-06 | 1.42957055866448e-05 | 0.999992852147207 |
153 | 5.27762796078642e-06 | 1.05552559215728e-05 | 0.99999472237204 |
154 | 4.40640381640771e-06 | 8.81280763281542e-06 | 0.999995593596184 |
155 | 4.12499719819866e-06 | 8.24999439639731e-06 | 0.999995875002802 |
156 | 5.64132172378475e-06 | 1.12826434475695e-05 | 0.999994358678276 |
157 | 8.98498626418504e-06 | 1.79699725283701e-05 | 0.999991015013736 |
158 | 1.81013353041294e-05 | 3.62026706082589e-05 | 0.999981898664696 |
159 | 3.49835891964552e-05 | 6.99671783929104e-05 | 0.999965016410804 |
160 | 5.71391145673308e-05 | 0.000114278229134662 | 0.999942860885433 |
161 | 9.31857227369426e-05 | 0.000186371445473885 | 0.999906814277263 |
162 | 0.000147882685577351 | 0.000295765371154702 | 0.999852117314423 |
163 | 0.000206317950247556 | 0.000412635900495112 | 0.999793682049752 |
164 | 0.000248051796000582 | 0.000496103592001163 | 0.999751948204 |
165 | 0.000261204888026088 | 0.000522409776052177 | 0.999738795111974 |
166 | 0.000276452802643881 | 0.000552905605287762 | 0.999723547197356 |
167 | 0.000278944901246526 | 0.000557889802493052 | 0.999721055098753 |
168 | 0.000300405955349142 | 0.000600811910698283 | 0.99969959404465 |
169 | 0.000299031015405554 | 0.000598062030811108 | 0.999700968984594 |
170 | 0.000281945633847423 | 0.000563891267694847 | 0.999718054366153 |
171 | 0.000279431367254459 | 0.000558862734508917 | 0.999720568632745 |
172 | 0.000283483824319824 | 0.000566967648639648 | 0.99971651617568 |
173 | 0.000325331993960902 | 0.000650663987921804 | 0.999674668006039 |
174 | 0.000288990208923437 | 0.000577980417846874 | 0.999711009791077 |
175 | 0.000263239906199483 | 0.000526479812398965 | 0.9997367600938 |
176 | 0.000256181154457832 | 0.000512362308915663 | 0.999743818845542 |
177 | 0.000237333528098568 | 0.000474667056197136 | 0.999762666471901 |
178 | 0.000219835097317479 | 0.000439670194634959 | 0.999780164902683 |
179 | 0.000223473778684309 | 0.000446947557368618 | 0.999776526221316 |
180 | 0.000239189373614316 | 0.000478378747228632 | 0.999760810626386 |
181 | 0.000261580343590374 | 0.000523160687180748 | 0.99973841965641 |
182 | 0.000315729952195946 | 0.000631459904391892 | 0.999684270047804 |
183 | 0.000363302019054005 | 0.000726604038108011 | 0.999636697980946 |
184 | 0.000430960561101028 | 0.000861921122202057 | 0.999569039438899 |
185 | 0.000576347802828122 | 0.00115269560565624 | 0.999423652197172 |
186 | 0.000624092508535569 | 0.00124818501707114 | 0.999375907491464 |
187 | 0.000665446337721009 | 0.00133089267544202 | 0.999334553662279 |
188 | 0.000706180638295575 | 0.00141236127659115 | 0.999293819361704 |
189 | 0.000725754802037812 | 0.00145150960407562 | 0.999274245197962 |
190 | 0.000773941032118376 | 0.00154788206423675 | 0.999226058967882 |
191 | 0.000956254607848178 | 0.00191250921569636 | 0.999043745392152 |
192 | 0.00120845655382296 | 0.00241691310764592 | 0.998791543446177 |
193 | 0.00146112931766524 | 0.00292225863533047 | 0.998538870682335 |
194 | 0.00172264739729647 | 0.00344529479459294 | 0.998277352602704 |
195 | 0.00212431969366966 | 0.00424863938733932 | 0.99787568030633 |
196 | 0.0027695114722865 | 0.00553902294457299 | 0.997230488527713 |
197 | 0.00370716915840394 | 0.00741433831680788 | 0.996292830841596 |
198 | 0.00432954144740534 | 0.00865908289481068 | 0.995670458552595 |
199 | 0.00463396023859799 | 0.00926792047719598 | 0.995366039761402 |
200 | 0.00517057126418451 | 0.010341142528369 | 0.994829428735815 |
201 | 0.00557903310867521 | 0.0111580662173504 | 0.994420966891325 |
202 | 0.00623220451744153 | 0.0124644090348831 | 0.993767795482558 |
203 | 0.00721061674845672 | 0.0144212334969134 | 0.992789383251543 |
204 | 0.0089438012137593 | 0.0178876024275186 | 0.99105619878624 |
205 | 0.0100695245229975 | 0.020139049045995 | 0.989930475477003 |
206 | 0.0117756671414753 | 0.0235513342829506 | 0.988224332858525 |
207 | 0.0137853968664845 | 0.0275707937329689 | 0.986214603133515 |
208 | 0.017287382069943 | 0.034574764139886 | 0.982712617930057 |
209 | 0.0222500200030459 | 0.0445000400060919 | 0.977749979996954 |
210 | 0.0240041583433849 | 0.0480083166867698 | 0.975995841656615 |
211 | 0.0253865577882857 | 0.0507731155765714 | 0.974613442211714 |
212 | 0.0271801175633054 | 0.0543602351266108 | 0.972819882436695 |
213 | 0.0284061997974065 | 0.0568123995948131 | 0.971593800202593 |
214 | 0.0299222064788708 | 0.0598444129577416 | 0.97007779352113 |
215 | 0.0326196021891934 | 0.0652392043783868 | 0.967380397810807 |
216 | 0.0368895673129204 | 0.0737791346258407 | 0.96311043268708 |
217 | 0.0404708321095529 | 0.0809416642191057 | 0.959529167890447 |
218 | 0.0467481795794764 | 0.0934963591589529 | 0.953251820420524 |
219 | 0.0524285515882719 | 0.104857103176544 | 0.947571448411728 |
220 | 0.0585230935468379 | 0.117046187093676 | 0.941476906453162 |
221 | 0.0653349833104166 | 0.130669966620833 | 0.934665016689583 |
222 | 0.0635039852786897 | 0.127007970557379 | 0.93649601472131 |
223 | 0.0631700870206421 | 0.126340174041284 | 0.936829912979358 |
224 | 0.0625053001250563 | 0.125010600250113 | 0.937494699874944 |
225 | 0.0616310777819834 | 0.123262155563967 | 0.938368922218017 |
226 | 0.0600898675707746 | 0.120179735141549 | 0.939910132429225 |
227 | 0.060194165136136 | 0.120388330272272 | 0.939805834863864 |
228 | 0.0610581330914621 | 0.122116266182924 | 0.938941866908538 |
229 | 0.0612230581107885 | 0.122446116221577 | 0.938776941889211 |
230 | 0.0620711609799161 | 0.124142321959832 | 0.937928839020084 |
231 | 0.0631327994341907 | 0.126265598868381 | 0.93686720056581 |
232 | 0.0639118430390156 | 0.127823686078031 | 0.936088156960984 |
233 | 0.0655464123299776 | 0.131092824659955 | 0.934453587670022 |
234 | 0.0595751018929038 | 0.119150203785808 | 0.940424898107096 |
235 | 0.0542965190097585 | 0.108593038019517 | 0.945703480990241 |
236 | 0.0495856821982512 | 0.0991713643965024 | 0.95041431780175 |
237 | 0.044401973682401 | 0.088803947364802 | 0.9555980263176 |
238 | 0.0404114905293514 | 0.0808229810587029 | 0.959588509470649 |
239 | 0.0368375290563436 | 0.0736750581126871 | 0.963162470943656 |
240 | 0.0343992095479978 | 0.0687984190959956 | 0.965600790452002 |
241 | 0.0337687411910624 | 0.0675374823821247 | 0.966231258808938 |
242 | 0.0319162692949045 | 0.063832538589809 | 0.968083730705096 |
243 | 0.031299005513331 | 0.062598011026662 | 0.968700994486669 |
244 | 0.0311869563064594 | 0.0623739126129188 | 0.96881304369354 |
245 | 0.0309292481787951 | 0.0618584963575901 | 0.969070751821205 |
246 | 0.0264985287385803 | 0.0529970574771605 | 0.97350147126142 |
247 | 0.0230773998660326 | 0.0461547997320653 | 0.976922600133967 |
248 | 0.0205754137223808 | 0.0411508274447615 | 0.97942458627762 |
249 | 0.0182531827190187 | 0.0365063654380373 | 0.981746817280981 |
250 | 0.0159150264684463 | 0.0318300529368926 | 0.984084973531554 |
251 | 0.0143682056852634 | 0.0287364113705268 | 0.985631794314737 |
252 | 0.0137102762021062 | 0.0274205524042123 | 0.986289723797894 |
253 | 0.0157963197645171 | 0.0315926395290342 | 0.984203680235483 |
254 | 0.0187167349744866 | 0.0374334699489733 | 0.981283265025513 |
255 | 0.0213409266298475 | 0.0426818532596951 | 0.978659073370152 |
256 | 0.021625163468703 | 0.043250326937406 | 0.978374836531297 |
257 | 0.021961760131523 | 0.0439235202630461 | 0.978038239868477 |
258 | 0.0206439234435909 | 0.0412878468871817 | 0.97935607655641 |
259 | 0.0194365967843919 | 0.0388731935687837 | 0.980563403215608 |
260 | 0.018282444282777 | 0.0365648885655541 | 0.981717555717223 |
261 | 0.0160985670608247 | 0.0321971341216494 | 0.983901432939175 |
262 | 0.0138779305961319 | 0.0277558611922638 | 0.986122069403868 |
263 | 0.0134152844319906 | 0.0268305688639812 | 0.98658471556801 |
264 | 0.0135177432046219 | 0.0270354864092437 | 0.986482256795378 |
265 | 0.0154295260989068 | 0.0308590521978137 | 0.984570473901093 |
266 | 0.0152893895227096 | 0.0305787790454192 | 0.98471061047729 |
267 | 0.0140668481585514 | 0.0281336963171028 | 0.985933151841449 |
268 | 0.011800366970639 | 0.0236007339412779 | 0.98819963302936 |
269 | 0.0096489843598178 | 0.0192979687196356 | 0.990351015640182 |
270 | 0.00804276734184238 | 0.0160855346836848 | 0.991957232658158 |
271 | 0.0067160318611296 | 0.0134320637222592 | 0.99328396813887 |
272 | 0.00557038127130606 | 0.0111407625426121 | 0.994429618728694 |
273 | 0.00480045163599543 | 0.00960090327199086 | 0.995199548364005 |
274 | 0.00426137975265505 | 0.00852275950531009 | 0.995738620247345 |
275 | 0.00396353627124114 | 0.00792707254248228 | 0.996036463728759 |
276 | 0.00371475092917315 | 0.00742950185834629 | 0.996285249070827 |
277 | 0.00340100260503555 | 0.0068020052100711 | 0.996598997394964 |
278 | 0.00302306340714814 | 0.00604612681429628 | 0.996976936592852 |
279 | 0.00263643702503083 | 0.00527287405006166 | 0.99736356297497 |
280 | 0.00224671490371318 | 0.00449342980742636 | 0.997753285096287 |
281 | 0.00187199750037595 | 0.00374399500075189 | 0.998128002499624 |
282 | 0.00171729559536451 | 0.00343459119072903 | 0.998282704404636 |
283 | 0.00161366652414035 | 0.0032273330482807 | 0.99838633347586 |
284 | 0.00155037757509183 | 0.00310075515018366 | 0.998449622424908 |
285 | 0.001440428195394 | 0.00288085639078801 | 0.998559571804606 |
286 | 0.00128311454875393 | 0.00256622909750786 | 0.998716885451246 |
287 | 0.00116033620881015 | 0.0023206724176203 | 0.99883966379119 |
288 | 0.00099309980724666 | 0.00198619961449332 | 0.999006900192753 |
289 | 0.000820462528109226 | 0.00164092505621845 | 0.99917953747189 |
290 | 0.000654297407065077 | 0.00130859481413015 | 0.999345702592935 |
291 | 0.000517331408454551 | 0.0010346628169091 | 0.999482668591545 |
292 | 0.000395139032103651 | 0.000790278064207301 | 0.999604860967896 |
293 | 0.000292153407147843 | 0.000584306814295686 | 0.999707846592852 |
294 | 0.000230175351631549 | 0.000460350703263098 | 0.999769824648368 |
295 | 0.000178845314320245 | 0.000357690628640489 | 0.99982115468568 |
296 | 0.000137602852308379 | 0.000275205704616758 | 0.999862397147692 |
297 | 0.000104448564304349 | 0.000208897128608698 | 0.999895551435696 |
298 | 7.78610969688505e-05 | 0.000155722193937701 | 0.999922138903031 |
299 | 5.57735806067866e-05 | 0.000111547161213573 | 0.999944226419393 |
300 | 4.04688735184171e-05 | 8.09377470368342e-05 | 0.999959531126482 |
301 | 4.35977872951011e-05 | 8.71955745902021e-05 | 0.999956402212705 |
302 | 4.50237122153238e-05 | 9.00474244306476e-05 | 0.999954976287785 |
303 | 4.81828882952682e-05 | 9.63657765905365e-05 | 0.999951817111705 |
304 | 4.33447121867852e-05 | 8.66894243735704e-05 | 0.999956655287813 |
305 | 4.15129184511993e-05 | 8.30258369023986e-05 | 0.999958487081549 |
306 | 4.39375684244565e-05 | 8.78751368489131e-05 | 0.999956062431576 |
307 | 5.26607579116612e-05 | 0.000105321515823322 | 0.999947339242088 |
308 | 6.5906195260862e-05 | 0.000131812390521724 | 0.99993409380474 |
309 | 8.35980276708222e-05 | 0.000167196055341644 | 0.99991640197233 |
310 | 0.000132385195584361 | 0.000264770391168722 | 0.999867614804416 |
311 | 0.000221332527878355 | 0.000442665055756711 | 0.999778667472122 |
312 | 0.000411582676251127 | 0.000823165352502254 | 0.999588417323749 |
313 | 0.00144847269929645 | 0.00289694539859289 | 0.998551527300704 |
314 | 0.0049733306448838 | 0.0099466612897676 | 0.995026669355116 |
315 | 0.0199996200380527 | 0.0399992400761055 | 0.980000379961947 |
316 | 0.0611328835084537 | 0.122265767016907 | 0.938867116491546 |
317 | 0.15585207578247 | 0.311704151564941 | 0.84414792421753 |
318 | 0.349611472694736 | 0.699222945389471 | 0.650388527305264 |
319 | 0.647662328162301 | 0.704675343675397 | 0.352337671837699 |
320 | 0.926656661048379 | 0.146686677903242 | 0.0733433389516212 |
321 | 0.99269176286407 | 0.0146164742718615 | 0.00730823713593073 |
322 | 0.999940292166853 | 0.00011941566629306 | 5.97078331465301e-05 |
323 | 0.999999965107944 | 6.97841112963618e-08 | 3.48920556481809e-08 |
324 | 0.999999999999326 | 1.34862878006132e-12 | 6.7431439003066e-13 |
325 | 0.999999999999904 | 1.91466545653601e-13 | 9.57332728268003e-14 |
326 | 0.999999999999973 | 5.48582628733216e-14 | 2.74291314366608e-14 |
327 | 0.99999999999995 | 9.92858004591846e-14 | 4.96429002295923e-14 |
328 | 0.999999999999925 | 1.50080651178772e-13 | 7.50403255893861e-14 |
329 | 0.999999999999962 | 7.53232717590516e-14 | 3.76616358795258e-14 |
330 | 0.999999999999946 | 1.07453032733337e-13 | 5.37265163666684e-14 |
331 | 0.999999999999863 | 2.73200258438175e-13 | 1.36600129219088e-13 |
332 | 0.999999999999649 | 7.02822907031707e-13 | 3.51411453515854e-13 |
333 | 0.999999999998965 | 2.07006233604921e-12 | 1.0350311680246e-12 |
334 | 0.999999999996897 | 6.20543893265339e-12 | 3.1027194663267e-12 |
335 | 0.999999999994636 | 1.07286996605327e-11 | 5.36434983026633e-12 |
336 | 0.99999999998684 | 2.63181667673306e-11 | 1.31590833836653e-11 |
337 | 0.999999999958063 | 8.38734213553385e-11 | 4.19367106776692e-11 |
338 | 0.999999999920814 | 1.58371383511811e-10 | 7.91856917559054e-11 |
339 | 0.999999999920103 | 1.59794716703244e-10 | 7.9897358351622e-11 |
340 | 0.999999999762847 | 4.74306454410306e-10 | 2.37153227205153e-10 |
341 | 0.999999999862214 | 2.75571849905802e-10 | 1.37785924952901e-10 |
342 | 0.999999999699195 | 6.01610027867992e-10 | 3.00805013933996e-10 |
343 | 0.99999999900485 | 1.99030041685641e-09 | 9.95150208428206e-10 |
344 | 0.99999999591185 | 8.17630029480838e-09 | 4.08815014740419e-09 |
345 | 0.999999987135937 | 2.57281253578085e-08 | 1.28640626789042e-08 |
346 | 0.999999950882892 | 9.82342156129856e-08 | 4.91171078064928e-08 |
347 | 0.99999977252841 | 4.54943180670552e-07 | 2.27471590335276e-07 |
348 | 0.999998890682427 | 2.21863514665173e-06 | 1.10931757332586e-06 |
349 | 0.99999527523036 | 9.44953928232765e-06 | 4.72476964116382e-06 |
350 | 0.999996482226451 | 7.03554709786349e-06 | 3.51777354893174e-06 |
351 | 0.999991199273105 | 1.76014537902647e-05 | 8.80072689513233e-06 |
352 | 0.999958810084454 | 8.23798310922404e-05 | 4.11899155461202e-05 |
353 | 0.999765195737345 | 0.000469608525310507 | 0.000234804262655254 |
354 | 0.99970129491697 | 0.000597410166061502 | 0.000298705083030751 |
355 | 0.998184692405011 | 0.00363061518997744 | 0.00181530759498872 |
356 | 0.991833845944853 | 0.0163323081102941 | 0.00816615405514704 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 213 | 0.624633431085044 | NOK |
5% type I error level | 277 | 0.812316715542522 | NOK |
10% type I error level | 302 | 0.885630498533724 | NOK |