Multiple Linear Regression - Estimated Regression Equation |
G[t] = + 1.36628918120265 + 0.000223670724668207Month[t] -0.00173242231091828I1[t] + 0.0428417154872706I2[t] -0.0160960678581366I3[t] -0.011365424790671E1[t] -0.0136010037031966E2[t] + 0.00150812877540688E3[t] -0.0165382825172243`A `[t] + 0.000334441546114603t + 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) | 1.36628918120265 | 0.424524 | 3.2184 | 0.001576 | 0.000788 |
Month | 0.000223670724668207 | 0.000276 | 0.8112 | 0.418541 | 0.209271 |
I1 | -0.00173242231091828 | 0.015644 | -0.1107 | 0.911968 | 0.455984 |
I2 | 0.0428417154872706 | 0.013457 | 3.1835 | 0.001765 | 0.000882 |
I3 | -0.0160960678581366 | 0.010633 | -1.5137 | 0.132169 | 0.066084 |
E1 | -0.011365424790671 | 0.015141 | -0.7506 | 0.454033 | 0.227017 |
E2 | -0.0136010037031966 | 0.011565 | -1.176 | 0.241418 | 0.120709 |
E3 | 0.00150812877540688 | 0.011935 | 0.1264 | 0.899613 | 0.449806 |
`A ` | -0.0165382825172243 | 0.01669 | -0.9909 | 0.323291 | 0.161645 |
t | 0.000334441546114603 | 0.000835 | 0.4006 | 0.689256 | 0.344628 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.330791124500888 |
R-squared | 0.109422768048562 |
Adjusted R-squared | 0.0566912214198587 |
F-TEST (value) | 2.07509119387368 |
F-TEST (DF numerator) | 9 |
F-TEST (DF denominator) | 152 |
p-value | 0.0350128468183002 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.485750737817842 |
Sum Squared Residuals | 35.8649744521678 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | 1.40088596201823 | -0.400885962018232 |
2 | 1 | 1.29108263336053 | -0.291082633360532 |
3 | 1 | 1.35022592354587 | -0.350225923545872 |
4 | 2 | 1.3719556646889 | 0.628044335311105 |
5 | 1 | 1.28741223131166 | -0.287412231311659 |
6 | 1 | 1.37644376312306 | -0.37644376312306 |
7 | 2 | 1.42963941684277 | 0.57036058315723 |
8 | 1 | 0.865773197790386 | 0.134226802209614 |
9 | 1 | 1.40345203482903 | -0.403452034829027 |
10 | 1 | 1.2871550335568 | -0.287155033556796 |
11 | 2 | 1.4092273862766 | 0.590772613723401 |
12 | 2 | 1.46238907069145 | 0.537610929308547 |
13 | 1 | 1.16342296179464 | -0.163422961794645 |
14 | 1 | 1.61959103794974 | -0.619591037949745 |
15 | 1 | 1.48051769314602 | -0.480517693146023 |
16 | 2 | 1.30654786535745 | 0.693452134642549 |
17 | 1 | 0.996815706032871 | 0.00318429396712928 |
18 | 2 | 1.45235654542334 | 0.547643454576664 |
19 | 2 | 1.83197162591064 | 0.168028374089359 |
20 | 1 | 1.01769765554232 | -0.0176976555423235 |
21 | 2 | 1.75862456416554 | 0.24137543583446 |
22 | 1 | 1.21584836685006 | -0.215848366850059 |
23 | 1 | 1.13549973680563 | -0.135499736805632 |
24 | 2 | 1.27892707733249 | 0.721072922667509 |
25 | 1 | 1.15729623555447 | -0.157296235554467 |
26 | 1 | 1.53224515373344 | -0.532245153733442 |
27 | 1 | 1.53257959527956 | -0.532579595279556 |
28 | 1 | 1.33488765627473 | -0.334887656274731 |
29 | 2 | 1.60306266106309 | 0.396937338936914 |
30 | 1 | 1.33719858386773 | -0.337198583867735 |
31 | 2 | 1.5299008936407 | 0.470099106359297 |
32 | 1 | 1.40634928243701 | -0.406349282437014 |
33 | 1 | 1.08567328306118 | -0.0856732830611762 |
34 | 2 | 1.31121355435245 | 0.688786445647555 |
35 | 2 | 1.23233338267534 | 0.76766661732466 |
36 | 2 | 1.40202191015894 | 0.597978089841063 |
37 | 1 | 1.19438110688613 | -0.194381106886129 |
38 | 2 | 1.29853836538947 | 0.701461634610527 |
39 | 2 | 1.46167116228998 | 0.53832883771002 |
40 | 1 | 1.57103097278493 | -0.571030972784928 |
41 | 1 | 1.34638260994077 | -0.346382609940771 |
42 | 1 | 1.50045604847177 | -0.500456048471772 |
43 | 1 | 1.51662290707585 | -0.516622907075852 |
44 | 2 | 1.58619917122224 | 0.413800828777756 |
45 | 2 | 1.71423048344896 | 0.285769516551038 |
46 | 1 | 1.06510890859729 | -0.0651089085972857 |
47 | 2 | 1.31420298511877 | 0.685797014881229 |
48 | 2 | 1.18240820556426 | 0.817591794435735 |
49 | 1 | 1.27716066574655 | -0.277160665746549 |
50 | 2 | 1.19669702518301 | 0.803302974816995 |
51 | 1 | 1.40581787365912 | -0.405817873659122 |
52 | 1 | 1.18227225804292 | -0.182272258042921 |
53 | 1 | 1.37852339922801 | -0.378523399228005 |
54 | 1 | 1.20691361514969 | -0.206913615149693 |
55 | 2 | 1.45599463812787 | 0.54400536187213 |
56 | 1 | 1.51472963591952 | -0.514729635919517 |
57 | 1 | 1.41104088512296 | -0.411040885122956 |
58 | 1 | 1.45266437010814 | -0.452664370108141 |
59 | 2 | 1.63684082437387 | 0.363159175626129 |
60 | 2 | 1.55272050420704 | 0.447279495792962 |
61 | 1 | 1.52970092072739 | -0.529700920727386 |
62 | 1 | 1.34535353111509 | -0.345353531115086 |
63 | 1 | 1.73170697957239 | -0.731706979572386 |
64 | 2 | 1.64173164254138 | 0.358268357458616 |
65 | 1 | 1.16303847587215 | -0.163038475872154 |
66 | 2 | 1.52112000703483 | 0.478879992965174 |
67 | 2 | 1.43333664921764 | 0.566663350782359 |
68 | 2 | 1.45003283831238 | 0.549967161687618 |
69 | 1 | 1.2834231023226 | -0.2834231023226 |
70 | 1 | 1.16173059443865 | -0.161730594438648 |
71 | 1 | 1.43181435314606 | -0.43181435314606 |
72 | 2 | 1.4836831077381 | 0.516316892261903 |
73 | 2 | 1.51048075389997 | 0.489519246100031 |
74 | 1 | 1.14236510757251 | -0.142365107572511 |
75 | 1 | 1.39467369907245 | -0.394673699072451 |
76 | 1 | 1.26999151625998 | -0.269991516259981 |
77 | 1 | 1.29566214828541 | -0.295662148285412 |
78 | 2 | 1.4145782440328 | 0.585421755967197 |
79 | 2 | 1.35947089049511 | 0.640529109504891 |
80 | 2 | 1.47751478213951 | 0.522485217860488 |
81 | 2 | 1.76869176676027 | 0.231308233239729 |
82 | 1 | 1.2036560118606 | -0.203656011860597 |
83 | 0 | 1.57753684565319 | -1.57753684565319 |
84 | 1 | 1.46383261098 | -0.463832610980002 |
85 | 2 | 1.39254023038109 | 0.607459769618914 |
86 | 2 | 1.54520571928042 | 0.454794280719579 |
87 | 1 | 1.46311972431427 | -0.463119724314268 |
88 | 1 | 1.06696225937067 | -0.0669622593706701 |
89 | 1 | 1.04777588357213 | -0.0477758835721251 |
90 | 1 | 1.49196225901464 | -0.491962259014639 |
91 | 1 | 1.56748411631341 | -0.567484116313415 |
92 | 2 | 1.60098821688187 | 0.399011783118129 |
93 | 1 | 1.34216456454027 | -0.342164564540267 |
94 | 1 | 1.27856225743338 | -0.278562257433382 |
95 | 1 | 1.37361817706551 | -0.373618177065505 |
96 | 1 | 1.39579153615725 | -0.395791536157248 |
97 | 2 | 1.44488920569701 | 0.555110794302989 |
98 | 1 | 1.38403655855475 | -0.384036558554751 |
99 | 2 | 1.38945517778648 | 0.610544822213516 |
100 | 2 | 1.50027383832665 | 0.499726161673346 |
101 | 1 | 1.25825472194001 | -0.258254721940006 |
102 | 2 | 1.78571641802135 | 0.214283581978647 |
103 | 1 | 1.20859095371286 | -0.20859095371286 |
104 | 1 | 1.48394060372028 | -0.483940603720277 |
105 | 2 | 1.53814057998958 | 0.461859420010419 |
106 | 1 | 1.34861808550795 | -0.348618085507954 |
107 | 2 | 1.19940739105766 | 0.800592608942339 |
108 | 1 | 1.25687963607159 | -0.256879636071594 |
109 | 1 | 1.19354648510412 | -0.193546485104119 |
110 | 1 | 1.57690468675275 | -0.576904686752749 |
111 | 1 | 1.35244121235992 | -0.352441212359923 |
112 | 1 | 1.45054420522977 | -0.450544205229765 |
113 | 1 | 1.44296166315457 | -0.442961663154567 |
114 | 1 | 1.50348542532909 | -0.503485425329092 |
115 | 1 | 1.35858098956488 | -0.358580989564881 |
116 | 2 | 1.3172412203448 | 0.682758779655199 |
117 | 1 | 1.24876313743174 | -0.248763137431738 |
118 | 1 | 1.24962902791515 | -0.249629027915155 |
119 | 2 | 1.7427536779544 | 0.257246322045601 |
120 | 1 | 1.28107581623075 | -0.28107581623075 |
121 | 1 | 1.16077645172794 | -0.160776451727944 |
122 | 1 | 1.45419891944325 | -0.454198919443254 |
123 | 1 | 1.32189393442926 | -0.321893934429261 |
124 | 1 | 1.46072563655807 | -0.460725636558075 |
125 | 1 | 1.74323254203932 | -0.743232542039322 |
126 | 2 | 1.408794113686 | 0.591205886314002 |
127 | 1 | 1.40860012450676 | -0.408600124506756 |
128 | 1 | 1.2033106817529 | -0.203310681752897 |
129 | 2 | 1.44934249736026 | 0.550657502639741 |
130 | 2 | 1.5627737853572 | 0.437226214642799 |
131 | 1 | 1.44857968994776 | -0.448579689947761 |
132 | 2 | 1.36164345522114 | 0.63835654477886 |
133 | 2 | 1.23542342651212 | 0.764576573487876 |
134 | 2 | 1.3470089885575 | 0.652991011442502 |
135 | 2 | 1.43072996681355 | 0.569270033186445 |
136 | 1 | 1.27376527269551 | -0.273765272695513 |
137 | 1 | 1.33046029352565 | -0.330460293525648 |
138 | 2 | 1.41724931804211 | 0.58275068195789 |
139 | 2 | 1.46944749651909 | 0.530552503480914 |
140 | 1 | 1.28698363865725 | -0.286983638657252 |
141 | 1 | 1.23381205244944 | -0.233812052449438 |
142 | 1 | 1.2061624342333 | -0.206162434233304 |
143 | 1 | 1.41232042988109 | -0.412320429881085 |
144 | 2 | 1.28964115329219 | 0.71035884670781 |
145 | 1 | 1.39264988315559 | -0.392649883155595 |
146 | 1 | 1.49693674981357 | -0.496936749813574 |
147 | 2 | 1.31173865164523 | 0.688261348354766 |
148 | 2 | 1.58694673608887 | 0.413053263911126 |
149 | 2 | 1.42872106798915 | 0.571278932010846 |
150 | 2 | 1.34513271865276 | 0.654867281347245 |
151 | 1 | 1.5402718015413 | -0.540271801541298 |
152 | 1 | 1.38449931192512 | -0.384499311925121 |
153 | 1 | 1.38698213980186 | -0.386982139801865 |
154 | 2 | 1.42465042538257 | 0.575349574617429 |
155 | 2 | 1.46771220851697 | 0.53228779148303 |
156 | 2 | 1.38622172305426 | 0.613778276945736 |
157 | 1 | 1.16674043001997 | -0.166740430019973 |
158 | 1 | 1.05259122943911 | -0.0525912294391078 |
159 | 1 | 1.27797752592046 | -0.277977525920464 |
160 | 1 | 1.27121145915512 | -0.271211459155118 |
161 | 2 | 1.49245731939595 | 0.507542680604055 |
162 | 1 | 1.45141610605618 | -0.45141610605618 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
13 | 0.806457514641173 | 0.387084970717654 | 0.193542485358827 |
14 | 0.774142642726947 | 0.451714714546106 | 0.225857357273053 |
15 | 0.670728625648057 | 0.658542748703886 | 0.329271374351943 |
16 | 0.644696940815069 | 0.710606118369863 | 0.355303059184931 |
17 | 0.614378587234468 | 0.771242825531064 | 0.385621412765532 |
18 | 0.742148199101752 | 0.515703601796496 | 0.257851800898248 |
19 | 0.672090527749324 | 0.655818944501352 | 0.327909472250676 |
20 | 0.628200727200525 | 0.74359854559895 | 0.371799272799475 |
21 | 0.560246393258205 | 0.879507213483591 | 0.439753606741795 |
22 | 0.480884648612633 | 0.961769297225266 | 0.519115351387367 |
23 | 0.40164965261775 | 0.803299305235501 | 0.59835034738225 |
24 | 0.435307127558267 | 0.870614255116534 | 0.564692872441733 |
25 | 0.456828069450083 | 0.913656138900166 | 0.543171930549917 |
26 | 0.4704265652896 | 0.940853130579199 | 0.529573434710401 |
27 | 0.423268539192594 | 0.846537078385188 | 0.576731460807406 |
28 | 0.366031431697692 | 0.732062863395383 | 0.633968568302308 |
29 | 0.36666992243384 | 0.73333984486768 | 0.63333007756616 |
30 | 0.322258605210637 | 0.644517210421275 | 0.677741394789363 |
31 | 0.302795526178549 | 0.605591052357099 | 0.697204473821451 |
32 | 0.260736478417188 | 0.521472956834376 | 0.739263521582812 |
33 | 0.220246837857539 | 0.440493675715078 | 0.779753162142461 |
34 | 0.227177574726278 | 0.454355149452556 | 0.772822425273722 |
35 | 0.26300385798459 | 0.52600771596918 | 0.73699614201541 |
36 | 0.261844699990932 | 0.523689399981864 | 0.738155300009068 |
37 | 0.274162442071241 | 0.548324884142482 | 0.725837557928759 |
38 | 0.327357082433499 | 0.654714164866999 | 0.672642917566501 |
39 | 0.295485925108252 | 0.590971850216504 | 0.704514074891748 |
40 | 0.408951741759238 | 0.817903483518477 | 0.591048258240762 |
41 | 0.450926734170199 | 0.901853468340399 | 0.549073265829801 |
42 | 0.499053622057685 | 0.99810724411537 | 0.500946377942315 |
43 | 0.536209303927505 | 0.92758139214499 | 0.463790696072495 |
44 | 0.522433326467154 | 0.955133347065692 | 0.477566673532846 |
45 | 0.483713916865719 | 0.967427833731438 | 0.516286083134281 |
46 | 0.47176716083393 | 0.943534321667859 | 0.52823283916607 |
47 | 0.509508925712672 | 0.980982148574655 | 0.490491074287328 |
48 | 0.559232874256385 | 0.881534251487231 | 0.440767125743615 |
49 | 0.525746335968659 | 0.948507328062683 | 0.474253664031341 |
50 | 0.579437835229774 | 0.841124329540452 | 0.420562164770226 |
51 | 0.559991070921169 | 0.880017858157662 | 0.440008929078831 |
52 | 0.513940685066356 | 0.972118629867289 | 0.486059314933644 |
53 | 0.499426787037328 | 0.998853574074657 | 0.500573212962672 |
54 | 0.45521773570078 | 0.91043547140156 | 0.54478226429922 |
55 | 0.473316689608849 | 0.946633379217698 | 0.526683310391151 |
56 | 0.499661338664901 | 0.999322677329801 | 0.500338661335099 |
57 | 0.482778238373573 | 0.965556476747147 | 0.517221761626427 |
58 | 0.470502760666811 | 0.941005521333621 | 0.529497239333189 |
59 | 0.449951245907466 | 0.899902491814932 | 0.550048754092534 |
60 | 0.457913462741171 | 0.915826925482343 | 0.542086537258829 |
61 | 0.475151511144225 | 0.950303022288449 | 0.524848488855775 |
62 | 0.452619100504017 | 0.905238201008035 | 0.547380899495983 |
63 | 0.499085821714501 | 0.998171643429002 | 0.500914178285499 |
64 | 0.487055757847249 | 0.974111515694498 | 0.512944242152751 |
65 | 0.447610732778913 | 0.895221465557827 | 0.552389267221087 |
66 | 0.456190989240997 | 0.912381978481994 | 0.543809010759003 |
67 | 0.490637312696754 | 0.981274625393507 | 0.509362687303247 |
68 | 0.518097137695617 | 0.963805724608765 | 0.481902862304383 |
69 | 0.484013070972667 | 0.968026141945334 | 0.515986929027333 |
70 | 0.441311513612236 | 0.882623027224472 | 0.558688486387764 |
71 | 0.428620203765942 | 0.857240407531884 | 0.571379796234058 |
72 | 0.445738190849906 | 0.891476381699813 | 0.554261809150094 |
73 | 0.458614640305025 | 0.91722928061005 | 0.541385359694975 |
74 | 0.415807730155712 | 0.831615460311425 | 0.584192269844288 |
75 | 0.39479440500541 | 0.78958881001082 | 0.60520559499459 |
76 | 0.359432750411451 | 0.718865500822901 | 0.640567249588549 |
77 | 0.32479741587502 | 0.64959483175004 | 0.67520258412498 |
78 | 0.35162646705057 | 0.703252934101141 | 0.64837353294943 |
79 | 0.395470740093833 | 0.790941480187666 | 0.604529259906167 |
80 | 0.397308864413471 | 0.794617728826943 | 0.602691135586529 |
81 | 0.360829168317373 | 0.721658336634746 | 0.639170831682627 |
82 | 0.320644884126598 | 0.641289768253195 | 0.679355115873402 |
83 | 0.704903787109789 | 0.590192425780422 | 0.295096212890211 |
84 | 0.69437775431588 | 0.611244491368241 | 0.30562224568412 |
85 | 0.729801098910897 | 0.540397802178207 | 0.270198901089103 |
86 | 0.743810699041169 | 0.512378601917662 | 0.256189300958831 |
87 | 0.730952590117867 | 0.538094819764267 | 0.269047409882133 |
88 | 0.70348555353024 | 0.59302889293952 | 0.29651444646976 |
89 | 0.663833581578226 | 0.672332836843548 | 0.336166418421774 |
90 | 0.648299445335342 | 0.703401109329315 | 0.351700554664658 |
91 | 0.652090833541339 | 0.695818332917322 | 0.347909166458661 |
92 | 0.646275569132065 | 0.707448861735871 | 0.353724430867935 |
93 | 0.614185517263875 | 0.771628965472249 | 0.385814482736125 |
94 | 0.580359136510181 | 0.839281726979639 | 0.419640863489819 |
95 | 0.552590848640513 | 0.894818302718975 | 0.447409151359487 |
96 | 0.52433001792779 | 0.951339964144421 | 0.47566998207221 |
97 | 0.563121516797762 | 0.873756966404475 | 0.436878483202237 |
98 | 0.538384063343578 | 0.923231873312843 | 0.461615936656422 |
99 | 0.588157772065689 | 0.823684455868622 | 0.411842227934311 |
100 | 0.617470048815243 | 0.765059902369514 | 0.382529951184757 |
101 | 0.574846338053756 | 0.850307323892488 | 0.425153661946244 |
102 | 0.537138345916691 | 0.925723308166617 | 0.462861654083309 |
103 | 0.489625111712011 | 0.979250223424021 | 0.510374888287989 |
104 | 0.469574444332501 | 0.939148888665003 | 0.530425555667499 |
105 | 0.49074241880813 | 0.98148483761626 | 0.50925758119187 |
106 | 0.451574604047011 | 0.903149208094023 | 0.548425395952989 |
107 | 0.603298774071524 | 0.793402451856953 | 0.396701225928476 |
108 | 0.555188619482841 | 0.889622761034318 | 0.444811380517159 |
109 | 0.51762401276983 | 0.964751974460341 | 0.48237598723017 |
110 | 0.524778836045747 | 0.950442327908506 | 0.475221163954253 |
111 | 0.487472196113414 | 0.974944392226828 | 0.512527803886586 |
112 | 0.449967457617967 | 0.899934915235934 | 0.550032542382033 |
113 | 0.415707627588864 | 0.831415255177729 | 0.584292372411136 |
114 | 0.413902864447731 | 0.827805728895461 | 0.586097135552269 |
115 | 0.390970301881392 | 0.781940603762785 | 0.609029698118608 |
116 | 0.415054768479762 | 0.830109536959524 | 0.584945231520238 |
117 | 0.365381516375014 | 0.730763032750029 | 0.634618483624986 |
118 | 0.321693814133304 | 0.643387628266608 | 0.678306185866696 |
119 | 0.312533544585564 | 0.625067089171128 | 0.687466455414436 |
120 | 0.26741487918389 | 0.53482975836778 | 0.73258512081611 |
121 | 0.231927816756594 | 0.463855633513187 | 0.768072183243406 |
122 | 0.224917086867097 | 0.449834173734193 | 0.775082913132903 |
123 | 0.195369164592189 | 0.390738329184379 | 0.804630835407811 |
124 | 0.206231926109213 | 0.412463852218426 | 0.793768073890787 |
125 | 0.234640583663183 | 0.469281167326365 | 0.765359416336817 |
126 | 0.233635772225591 | 0.467271544451181 | 0.766364227774409 |
127 | 0.294015915084973 | 0.588031830169946 | 0.705984084915027 |
128 | 0.25780818374093 | 0.515616367481859 | 0.74219181625907 |
129 | 0.229295688049387 | 0.458591376098774 | 0.770704311950613 |
130 | 0.194085612003897 | 0.388171224007794 | 0.805914387996103 |
131 | 0.229538982406017 | 0.459077964812035 | 0.770461017593983 |
132 | 0.209531969839941 | 0.419063939679882 | 0.790468030160059 |
133 | 0.230435762462723 | 0.460871524925447 | 0.769564237537277 |
134 | 0.249761995787898 | 0.499523991575796 | 0.750238004212102 |
135 | 0.219319409196883 | 0.438638818393767 | 0.780680590803117 |
136 | 0.187254794310358 | 0.374509588620716 | 0.812745205689642 |
137 | 0.177807541549349 | 0.355615083098698 | 0.822192458450651 |
138 | 0.186124292757456 | 0.372248585514912 | 0.813875707242544 |
139 | 0.211253441234617 | 0.422506882469234 | 0.788746558765383 |
140 | 0.179993261557783 | 0.359986523115566 | 0.820006738442217 |
141 | 0.157772879499048 | 0.315545758998095 | 0.842227120500952 |
142 | 0.134438762767601 | 0.268877525535202 | 0.865561237232399 |
143 | 0.0973001981399862 | 0.194600396279972 | 0.902699801860014 |
144 | 0.136956032852319 | 0.273912065704637 | 0.863043967147681 |
145 | 0.117138674602845 | 0.23427734920569 | 0.882861325397155 |
146 | 0.622199846813252 | 0.755600306373496 | 0.377800153186748 |
147 | 0.507861591502622 | 0.984276816994757 | 0.492138408497378 |
148 | 0.537915184281951 | 0.924169631436097 | 0.462084815718049 |
149 | 0.386221212781775 | 0.772442425563549 | 0.613778787218225 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 0 | 0 | OK |
5% type I error level | 0 | 0 | OK |
10% type I error level | 0 | 0 | OK |