Multiple Linear Regression - Estimated Regression Equation |
E3[t] = + 10.3288057716668 + 0.0662314177181074I1[t] -0.218622347582736I2[t] -0.0256580678377272I3[t] + 0.489389408006227E1[t] + 0.186887233303046E2[t] -0.000139057351789513A[t] + 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) | 10.3288057716668 | 2.574261 | 4.0123 | 9.3e-05 | 4.7e-05 |
I1 | 0.0662314177181074 | 0.105199 | 0.6296 | 0.529895 | 0.264947 |
I2 | -0.218622347582736 | 0.089089 | -2.454 | 0.015236 | 0.007618 |
I3 | -0.0256580678377272 | 0.071005 | -0.3614 | 0.718326 | 0.359163 |
E1 | 0.489389408006227 | 0.094083 | 5.2017 | 1e-06 | 0 |
E2 | 0.186887233303046 | 0.076597 | 2.4399 | 0.015819 | 0.00791 |
A | -0.000139057351789513 | 0.112408 | -0.0012 | 0.999015 | 0.499507 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.467778321315379 |
R-squared | 0.218816557892634 |
Adjusted R-squared | 0.188577198843316 |
F-TEST (value) | 7.2361506583445 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 155 |
p-value | 7.98283715686132e-07 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.27851506954815 |
Sum Squared Residuals | 1666.04246449441 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 23 | 21.3534170293958 | 1.64658297060425 |
2 | 20 | 22.6924780760333 | -2.69247807603334 |
3 | 20 | 21.1012357146409 | -1.10123571464086 |
4 | 21 | 21.0810693062808 | -0.0810693062807893 |
5 | 24 | 23.4321900213994 | 0.567809978600593 |
6 | 22 | 24.914574250546 | -2.91457425054601 |
7 | 23 | 25.4185836618871 | -2.41858366188714 |
8 | 20 | 25.9731881237386 | -5.97318812373862 |
9 | 25 | 22.2213151811012 | 2.77868481889878 |
10 | 23 | 22.5480968046041 | 0.451903195395899 |
11 | 27 | 23.4613049857438 | 3.53869501425618 |
12 | 27 | 23.4699358808327 | 3.53006411916725 |
13 | 22 | 24.2152782930107 | -2.21527829301071 |
14 | 24 | 23.0987550636455 | 0.901244936354452 |
15 | 25 | 23.8167967732792 | 1.18320322672078 |
16 | 22 | 22.7134354800154 | -0.713435480015374 |
17 | 28 | 25.0662215062101 | 2.93377849378993 |
18 | 28 | 23.783336642098 | 4.21666335790204 |
19 | 27 | 22.9785524358141 | 4.02144756418588 |
20 | 25 | 25.0909645326351 | -0.0909645326351083 |
21 | 16 | 19.4488561653226 | -3.44885616532263 |
22 | 28 | 24.1824930310492 | 3.81750696895077 |
23 | 21 | 21.9490187477135 | -0.949018747713532 |
24 | 24 | 24.900046096888 | -0.900046096888024 |
25 | 27 | 25.1336239478743 | 1.86637605212566 |
26 | 14 | 22.0421614734016 | -8.04216147340164 |
27 | 14 | 22.0421614734016 | -8.04216147340164 |
28 | 27 | 20.7736410380193 | 6.22635896198067 |
29 | 20 | 16.7629333027458 | 3.23706669725422 |
30 | 21 | 23.3566286862577 | -2.35662868625773 |
31 | 22 | 22.7905109219801 | -0.790510921980078 |
32 | 21 | 22.3759172582519 | -1.37591725825185 |
33 | 12 | 20.5635190136116 | -8.56351901361161 |
34 | 20 | 20.324751095797 | -0.324751095796982 |
35 | 24 | 22.7491105435564 | 1.25088945644358 |
36 | 19 | 22.4531638095232 | -3.45316380952318 |
37 | 28 | 24.645477632048 | 3.35452236795197 |
38 | 23 | 23.239260666157 | -0.239260666156983 |
39 | 27 | 24.3812558346042 | 2.61874416539575 |
40 | 22 | 22.9574419990557 | -0.957441999055666 |
41 | 27 | 23.6300587750182 | 3.36994122498181 |
42 | 26 | 22.4031328032513 | 3.59686719674869 |
43 | 22 | 21.6720855322206 | 0.327914467779434 |
44 | 21 | 21.6947345944468 | -0.694734594446782 |
45 | 19 | 20.4786203668041 | -1.47862036680405 |
46 | 24 | 21.6174196978568 | 2.38258030214323 |
47 | 19 | 21.6088675803568 | -2.60886758035685 |
48 | 26 | 22.8258289272196 | 3.17417107278036 |
49 | 22 | 22.9522242359582 | -0.952224235958178 |
50 | 28 | 22.1443509006982 | 5.85564909930184 |
51 | 21 | 21.1554505355442 | -0.155450535544176 |
52 | 23 | 22.5080781228482 | 0.491921877151775 |
53 | 28 | 24.0960289036827 | 3.90397109631726 |
54 | 10 | 22.9726778409539 | -12.9726778409539 |
55 | 24 | 22.3618586151735 | 1.63814138482646 |
56 | 21 | 21.5824472493028 | -0.58244724930276 |
57 | 21 | 22.622930801032 | -1.622930801032 |
58 | 24 | 22.7957994466088 | 1.20420055339124 |
59 | 24 | 21.5111462204317 | 2.48885377956829 |
60 | 25 | 16.8142381200374 | 8.18576187996265 |
61 | 25 | 19.8090433026322 | 5.19095669736779 |
62 | 23 | 21.3949675163143 | 1.60503248368569 |
63 | 21 | 20.3994778944065 | 0.60052210559346 |
64 | 16 | 22.2187991640151 | -6.21879916401514 |
65 | 17 | 19.9883253749707 | -2.98832537497071 |
66 | 25 | 24.5078328958642 | 0.49216710413581 |
67 | 24 | 22.2854348741221 | 1.71456512587792 |
68 | 23 | 21.8329039677451 | 1.16709603225495 |
69 | 25 | 23.4003102983295 | 1.59968970167051 |
70 | 23 | 24.2351351926583 | -1.2351351926583 |
71 | 28 | 23.6756752355351 | 4.32432476446487 |
72 | 26 | 22.5525151480934 | 3.44748485190657 |
73 | 22 | 21.0598333670062 | 0.940166632993827 |
74 | 19 | 23.4875282775868 | -4.48752827758678 |
75 | 26 | 23.2000539417616 | 2.79994605823835 |
76 | 18 | 20.4507539620693 | -2.45075396206935 |
77 | 18 | 19.587590087457 | -1.58759008745703 |
78 | 25 | 23.7081677321993 | 1.2918322678007 |
79 | 27 | 24.7751659907306 | 2.22483400926939 |
80 | 12 | 21.8459662393381 | -9.84596623933812 |
81 | 15 | 23.7103457708455 | -8.71034577084547 |
82 | 21 | 22.0036343754476 | -1.00363437544755 |
83 | 23 | 20.9675282706776 | 2.03247172932238 |
84 | 22 | 23.318788463737 | -1.31878846373704 |
85 | 21 | 21.7099666512713 | -0.709966651271286 |
86 | 24 | 22.0312110925147 | 1.9687889074853 |
87 | 27 | 23.970332213913 | 3.029667786087 |
88 | 22 | 21.583229570921 | 0.416770429079023 |
89 | 28 | 22.8339571190804 | 5.1660428809196 |
90 | 26 | 20.9295069535815 | 5.07049304641854 |
91 | 10 | 17.2554029111443 | -7.25540291114434 |
92 | 19 | 21.4913741813503 | -2.49137418135035 |
93 | 22 | 24.4866917402659 | -2.48669174026594 |
94 | 21 | 23.8907358785929 | -2.89073587859287 |
95 | 24 | 23.4015620195776 | 0.598437980422395 |
96 | 25 | 23.2264818061258 | 1.77351819387417 |
97 | 21 | 22.1878543747509 | -1.18785437475086 |
98 | 20 | 21.151723273151 | -1.15172327315101 |
99 | 21 | 22.9613803870344 | -1.96138038703437 |
100 | 24 | 22.3343322674197 | 1.66566773258033 |
101 | 23 | 24.2012875125034 | -1.20128751250337 |
102 | 18 | 19.7953819782894 | -1.79538197828942 |
103 | 24 | 21.9406316755962 | 2.0593683244038 |
104 | 24 | 22.989552248167 | 1.01044775183295 |
105 | 19 | 21.7675689897632 | -2.76756898976321 |
106 | 20 | 20.6933051549255 | -0.693305154925458 |
107 | 18 | 21.8636692110559 | -3.8636692110559 |
108 | 20 | 22.7071433051715 | -2.70714330517146 |
109 | 27 | 24.6681273694433 | 2.33187263055666 |
110 | 23 | 21.4696927536412 | 1.53030724635878 |
111 | 26 | 26.4599640739417 | -0.459964073941652 |
112 | 23 | 23.5737006693998 | -0.57370066939983 |
113 | 17 | 20.0200030648122 | -3.0200030648122 |
114 | 21 | 20.36532600696 | 0.634673993039984 |
115 | 25 | 24.8493790050851 | 0.15062099491494 |
116 | 23 | 20.7349609199495 | 2.26503908005055 |
117 | 27 | 22.9048135456305 | 4.0951864543695 |
118 | 24 | 23.7358959080996 | 0.264104091900414 |
119 | 20 | 19.8458980191876 | 0.154101980812375 |
120 | 27 | 20.6140952728209 | 6.3859047271791 |
121 | 21 | 21.143740115232 | -0.14374011523201 |
122 | 24 | 21.3477916094246 | 2.65220839057539 |
123 | 21 | 23.7857364046089 | -2.78573640460891 |
124 | 15 | 17.2319084410036 | -2.2319084410036 |
125 | 25 | 24.7661268521702 | 0.233873147829846 |
126 | 25 | 23.130893795145 | 1.86910620485502 |
127 | 22 | 22.5062679484018 | -0.506267948401827 |
128 | 24 | 24.4294780914413 | -0.42947809144133 |
129 | 21 | 20.4727559622947 | 0.527244037705269 |
130 | 22 | 21.2651571109358 | 0.734842889064164 |
131 | 23 | 20.0005977916355 | 2.99940220836453 |
132 | 22 | 21.9996134743042 | 0.000386525695848698 |
133 | 20 | 21.7714454871984 | -1.77144548719839 |
134 | 23 | 22.7982186095756 | 0.201781390424375 |
135 | 25 | 22.4912136090074 | 2.50878639099261 |
136 | 23 | 21.4720389945357 | 1.52796100546429 |
137 | 22 | 24.1324239903701 | -2.13242399037011 |
138 | 25 | 22.3250242666592 | 2.67497573334079 |
139 | 26 | 23.8882485984749 | 2.11175140152506 |
140 | 22 | 22.519770362073 | -0.519770362072977 |
141 | 24 | 22.2091349956293 | 1.79086500437072 |
142 | 24 | 24.3353374032475 | -0.335337403247467 |
143 | 25 | 22.8730928273645 | 2.12690717263555 |
144 | 20 | 21.4439964336536 | -1.4439964336536 |
145 | 26 | 23.3419459512013 | 2.6580540487987 |
146 | 21 | 20.3420862609112 | 0.657913739088849 |
147 | 26 | 23.035893810946 | 2.96410618905399 |
148 | 21 | 22.0141251391271 | -1.01412513912707 |
149 | 22 | 21.7578623762253 | 0.242137623774704 |
150 | 16 | 21.3884334970451 | -5.38843349704506 |
151 | 26 | 21.5746732477583 | 4.42532675224173 |
152 | 28 | 24.0751051129382 | 3.92489488706181 |
153 | 18 | 23.5136736165026 | -5.51367361650259 |
154 | 25 | 25.6125440585373 | -0.612544058537288 |
155 | 23 | 24.3251181588087 | -1.32511815880872 |
156 | 21 | 21.0856589745837 | -0.0856589745837365 |
157 | 20 | 24.0934757302049 | -4.09347573020487 |
158 | 25 | 21.822150942101 | 3.17784905789896 |
159 | 22 | 24.4866917402659 | -2.48669174026594 |
160 | 21 | 21.8489922429449 | -0.848992242944898 |
161 | 16 | 19.2694853473494 | -3.26948534734944 |
162 | 18 | 20.0594723798645 | -2.05947237986446 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.137370201073079 | 0.274740402146157 | 0.862629798926921 |
11 | 0.431574408503366 | 0.863148817006733 | 0.568425591496634 |
12 | 0.395393106572183 | 0.790786213144366 | 0.604606893427817 |
13 | 0.280074433506377 | 0.560148867012755 | 0.719925566493622 |
14 | 0.215157338903322 | 0.430314677806643 | 0.784842661096678 |
15 | 0.139642009230972 | 0.279284018461944 | 0.860357990769028 |
16 | 0.0856540033616087 | 0.171308006723217 | 0.914345996638391 |
17 | 0.139173948640853 | 0.278347897281707 | 0.860826051359147 |
18 | 0.205164791901659 | 0.410329583803318 | 0.794835208098341 |
19 | 0.153194639491919 | 0.306389278983837 | 0.846805360508081 |
20 | 0.160992392154767 | 0.321984784309534 | 0.839007607845233 |
21 | 0.341460753582277 | 0.682921507164553 | 0.658539246417723 |
22 | 0.411152383462688 | 0.822304766925377 | 0.588847616537312 |
23 | 0.337431470732546 | 0.674862941465093 | 0.662568529267453 |
24 | 0.275072443166546 | 0.550144886333092 | 0.724927556833454 |
25 | 0.228853458302228 | 0.457706916604456 | 0.771146541697772 |
26 | 0.568898679432339 | 0.862202641135322 | 0.431101320567661 |
27 | 0.736557832370595 | 0.526884335258809 | 0.263442167629405 |
28 | 0.884764986161584 | 0.230470027676831 | 0.115235013838416 |
29 | 0.90475469639264 | 0.19049060721472 | 0.0952453036073598 |
30 | 0.884984064967537 | 0.230031870064926 | 0.115015935032463 |
31 | 0.852533253887606 | 0.294933492224788 | 0.147466746112394 |
32 | 0.818361623363863 | 0.363276753272274 | 0.181638376636137 |
33 | 0.886675305353222 | 0.226649389293557 | 0.113324694646778 |
34 | 0.859118138975768 | 0.281763722048463 | 0.140881861024232 |
35 | 0.826377307570059 | 0.347245384859882 | 0.173622692429941 |
36 | 0.805033124373365 | 0.389933751253269 | 0.194966875626635 |
37 | 0.794278160474513 | 0.411443679050973 | 0.205721839525487 |
38 | 0.754068106615247 | 0.491863786769507 | 0.245931893384753 |
39 | 0.764792486319047 | 0.470415027361906 | 0.235207513680953 |
40 | 0.722715292962455 | 0.554569414075089 | 0.277284707037545 |
41 | 0.74663542021378 | 0.506729159572441 | 0.253364579786221 |
42 | 0.746593530888673 | 0.506812938222654 | 0.253406469111327 |
43 | 0.705250210452703 | 0.589499579094594 | 0.294749789547297 |
44 | 0.65839290947439 | 0.683214181051219 | 0.341607090525609 |
45 | 0.618568029566575 | 0.76286394086685 | 0.381431970433425 |
46 | 0.656759517415017 | 0.686480965169965 | 0.343240482584983 |
47 | 0.650230222916504 | 0.699539554166991 | 0.349769777083495 |
48 | 0.655012131393626 | 0.689975737212747 | 0.344987868606374 |
49 | 0.607785386130083 | 0.784429227739833 | 0.392214613869917 |
50 | 0.700712546042338 | 0.598574907915323 | 0.299287453957662 |
51 | 0.65811981393778 | 0.683760372124441 | 0.341880186062221 |
52 | 0.612670393439929 | 0.774659213120142 | 0.387329606560071 |
53 | 0.62925057968193 | 0.74149884063614 | 0.37074942031807 |
54 | 0.9812748237584 | 0.037450352483198 | 0.018725176241599 |
55 | 0.977188640919526 | 0.0456227181609491 | 0.0228113590804745 |
56 | 0.97031170011533 | 0.0593765997693394 | 0.0296882998846697 |
57 | 0.96327685099992 | 0.0734462980001614 | 0.0367231490000807 |
58 | 0.954148316513975 | 0.0917033669720503 | 0.0458516834860252 |
59 | 0.9487560212762 | 0.1024879574476 | 0.0512439787237999 |
60 | 0.98792764892174 | 0.024144702156521 | 0.0120723510782605 |
61 | 0.993384609525358 | 0.0132307809492837 | 0.00661539047464185 |
62 | 0.99176405580886 | 0.0164718883822822 | 0.0082359441911411 |
63 | 0.988783858552528 | 0.0224322828949432 | 0.0112161414474716 |
64 | 0.99526583908504 | 0.0094683218299177 | 0.00473416091495885 |
65 | 0.995433157957521 | 0.0091336840849584 | 0.0045668420424792 |
66 | 0.993639031385052 | 0.0127219372298962 | 0.00636096861494812 |
67 | 0.992086530773345 | 0.0158269384533096 | 0.0079134692266548 |
68 | 0.989565470029762 | 0.0208690599404755 | 0.0104345299702378 |
69 | 0.987035776895172 | 0.0259284462096568 | 0.0129642231048284 |
70 | 0.983229866905012 | 0.0335402661899758 | 0.0167701330949879 |
71 | 0.985955482803655 | 0.028089034392691 | 0.0140445171963455 |
72 | 0.98627522780976 | 0.0274495443804799 | 0.0137247721902399 |
73 | 0.982338207852038 | 0.0353235842959242 | 0.0176617921479621 |
74 | 0.988256568280832 | 0.0234868634383369 | 0.0117434317191685 |
75 | 0.987187538263657 | 0.0256249234726869 | 0.0128124617363435 |
76 | 0.985314009810482 | 0.0293719803790361 | 0.0146859901895181 |
77 | 0.98151761369384 | 0.0369647726123219 | 0.018482386306161 |
78 | 0.9764847308644 | 0.0470305382712 | 0.0235152691356 |
79 | 0.972567305203188 | 0.0548653895936238 | 0.0274326947968119 |
80 | 0.99775413790882 | 0.00449172418236108 | 0.00224586209118054 |
81 | 0.999855700529999 | 0.000288598940002059 | 0.00014429947000103 |
82 | 0.999782685870544 | 0.000434628258911628 | 0.000217314129455814 |
83 | 0.999743759313566 | 0.000512481372867957 | 0.000256240686433979 |
84 | 0.999635831293755 | 0.000728337412490991 | 0.000364168706245496 |
85 | 0.99947121896705 | 0.00105756206590173 | 0.000528781032950864 |
86 | 0.999407041547294 | 0.00118591690541199 | 0.000592958452705997 |
87 | 0.999397847564614 | 0.00120430487077257 | 0.000602152435386286 |
88 | 0.999131848280857 | 0.00173630343828676 | 0.000868151719143378 |
89 | 0.999420743059389 | 0.00115851388122183 | 0.000579256940610916 |
90 | 0.999706804653642 | 0.000586390692715147 | 0.000293195346357574 |
91 | 0.999950341609612 | 9.93167807755292e-05 | 4.96583903877646e-05 |
92 | 0.99993754820461 | 0.000124903590779957 | 6.24517953899786e-05 |
93 | 0.999924495957547 | 0.000151008084905213 | 7.55040424526067e-05 |
94 | 0.99991675292066 | 0.000166494158678525 | 8.32470793392627e-05 |
95 | 0.999867663369354 | 0.000264673261291708 | 0.000132336630645854 |
96 | 0.999808296678284 | 0.000383406643432676 | 0.000191703321716338 |
97 | 0.999705420692043 | 0.000589158615913968 | 0.000294579307956984 |
98 | 0.999565634792177 | 0.000868730415646721 | 0.000434365207823361 |
99 | 0.99943151683934 | 0.00113696632131943 | 0.000568483160659714 |
100 | 0.99923489287034 | 0.00153021425931948 | 0.00076510712965974 |
101 | 0.998896594000025 | 0.00220681199995008 | 0.00110340599997504 |
102 | 0.99862082282876 | 0.0027583543424798 | 0.0013791771712399 |
103 | 0.99842129670219 | 0.0031574065956208 | 0.0015787032978104 |
104 | 0.997746037290947 | 0.00450792541810557 | 0.00225396270905279 |
105 | 0.997626000410135 | 0.00474799917973044 | 0.00237399958986522 |
106 | 0.996646977954576 | 0.00670604409084704 | 0.00335302204542352 |
107 | 0.997596204725904 | 0.00480759054819265 | 0.00240379527409632 |
108 | 0.997204104267673 | 0.00559179146465322 | 0.00279589573232661 |
109 | 0.997107916077482 | 0.00578416784503684 | 0.00289208392251842 |
110 | 0.99609737695306 | 0.0078052460938798 | 0.0039026230469399 |
111 | 0.994396336376192 | 0.0112073272476162 | 0.0056036636238081 |
112 | 0.992237820911857 | 0.0155243581762866 | 0.00776217908814328 |
113 | 0.9929566163202 | 0.0140867673596017 | 0.00704338367980087 |
114 | 0.98985074117495 | 0.0202985176500988 | 0.0101492588250494 |
115 | 0.985845070189895 | 0.02830985962021 | 0.014154929810105 |
116 | 0.984087864683195 | 0.0318242706336097 | 0.0159121353168049 |
117 | 0.98438825466294 | 0.0312234906741192 | 0.0156117453370596 |
118 | 0.977921863231435 | 0.0441562735371295 | 0.0220781367685648 |
119 | 0.97195088745948 | 0.0560982250810391 | 0.0280491125405196 |
120 | 0.989588167169633 | 0.020823665660734 | 0.010411832830367 |
121 | 0.984843468550698 | 0.030313062898603 | 0.0151565314493015 |
122 | 0.98198269015841 | 0.0360346196831795 | 0.0180173098415897 |
123 | 0.984400819780867 | 0.0311983604382662 | 0.0155991802191331 |
124 | 0.982692493872938 | 0.0346150122541235 | 0.0173075061270617 |
125 | 0.978154247506331 | 0.0436915049873372 | 0.0218457524936686 |
126 | 0.97468647178718 | 0.0506270564256389 | 0.0253135282128194 |
127 | 0.963925764806107 | 0.0721484703877863 | 0.0360742351938931 |
128 | 0.949288014445049 | 0.101423971109902 | 0.0507119855549512 |
129 | 0.930628506419624 | 0.138742987160752 | 0.0693714935803758 |
130 | 0.90641963519617 | 0.187160729607659 | 0.0935803648038294 |
131 | 0.900974130958662 | 0.198051738082675 | 0.0990258690413377 |
132 | 0.870509741853974 | 0.258980516292053 | 0.129490258146026 |
133 | 0.864113147494235 | 0.271773705011529 | 0.135886852505765 |
134 | 0.822522974581678 | 0.354954050836644 | 0.177477025418322 |
135 | 0.854032299073369 | 0.291935401853262 | 0.145967700926631 |
136 | 0.81104045117831 | 0.377919097643381 | 0.18895954882169 |
137 | 0.862081363147852 | 0.275837273704295 | 0.137918636852148 |
138 | 0.823002945299348 | 0.353994109401303 | 0.176997054700652 |
139 | 0.859288256728905 | 0.281423486542191 | 0.140711743271095 |
140 | 0.815026304492494 | 0.369947391015012 | 0.184973695507506 |
141 | 0.757553650446383 | 0.484892699107234 | 0.242446349553617 |
142 | 0.686427171976827 | 0.627145656046346 | 0.313572828023173 |
143 | 0.622967599615561 | 0.754064800768878 | 0.377032400384439 |
144 | 0.549987720046334 | 0.900024559907331 | 0.450012279953666 |
145 | 0.694864420381574 | 0.610271159236851 | 0.305135579618426 |
146 | 0.632300956798774 | 0.735398086402452 | 0.367699043201226 |
147 | 0.561739661389771 | 0.876520677220457 | 0.438260338610229 |
148 | 0.452899270413394 | 0.905798540826787 | 0.547100729586606 |
149 | 0.477509565934972 | 0.955019131869944 | 0.522490434065028 |
150 | 0.642822478021056 | 0.714355043957888 | 0.357177521978944 |
151 | 0.617366497927659 | 0.765267004144682 | 0.382633502072341 |
152 | 0.689357847121786 | 0.621284305756427 | 0.310642152878214 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 33 | 0.230769230769231 | NOK |
5% type I error level | 66 | 0.461538461538462 | NOK |
10% type I error level | 73 | 0.51048951048951 | NOK |