Multiple Linear Regression - Estimated Regression Equation |
Y_1[t] = -1.96704785448548 + 0.25073857081205X_1[t] + 0.714584000669894X_2[t] + 0.000171934980536373X_3[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) | -1.96704785448548 | 1.714274 | -1.1475 | 0.252157 | 0.126078 |
X_1 | 0.25073857081205 | 0.024932 | 10.0569 | 0 | 0 |
X_2 | 0.714584000669894 | 0.099118 | 7.2094 | 0 | 0 |
X_3 | 0.000171934980536373 | 2.6e-05 | 6.6813 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.862266052259288 |
R-squared | 0.743502744878818 |
Adjusted R-squared | 0.740802773772279 |
F-TEST (value) | 275.37433385054 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 285 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 11.6444881184784 |
Sum Squared Residuals | 38644.3195092944 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 58.58527778 | 52.8175514206128 | 5.7677263593872 |
2 | 33.60611111 | 46.6603433895033 | -13.0542322795033 |
3 | 49.03 | 53.0187783819461 | -3.98877838194614 |
4 | 49.81138889 | 59.184821453301 | -9.37343256330099 |
5 | 34.21805556 | 30.37894078109 | 3.83911477891 |
6 | 14.65166667 | 34.6588343398967 | -20.0071676698967 |
7 | 107.0927778 | 59.4570555272565 | 47.6357222727435 |
8 | 9.213888889 | 19.3300795332826 | -10.1161906442826 |
9 | 28.23472222 | 24.6368716804359 | 3.59785053956406 |
10 | 41.40583333 | 47.6190077074946 | -6.2131743774946 |
11 | 45.95722222 | 34.0813976022734 | 11.8758246177266 |
12 | 65.8925 | 57.6309359607295 | 8.26156403927047 |
13 | 48.14611111 | 63.8675524458888 | -15.7214413358888 |
14 | 36.98083333 | 43.1977318904127 | -6.21689856041271 |
15 | 71.90916667 | 55.4917639953013 | 16.4174026746987 |
16 | 50.02305556 | 48.1371122186726 | 1.88594334132741 |
17 | 90.22194444 | 87.0246857610817 | 3.19725867891826 |
18 | 64.15666667 | 55.7686432539496 | 8.38802341605038 |
19 | 65.77361111 | 67.4710798527269 | -1.69746874272688 |
20 | 37.63138889 | 41.8811266997631 | -4.24973780976306 |
21 | 56.36805556 | 58.7892734699555 | -2.42121790995551 |
22 | 59.76305556 | 55.3313169688185 | 4.43173859118154 |
23 | 95.63805556 | 49.9079541497229 | 45.7301014102771 |
24 | 42.75972222 | 35.4427787781604 | 7.3169434418396 |
25 | 36.92861111 | 52.6949316064188 | -15.7663204964188 |
26 | 48.53444444 | 57.2795270578293 | -8.74508261782935 |
27 | 48.44861111 | 59.4870486918127 | -11.0384375818127 |
28 | 62.65222222 | 62.9377844415358 | -0.285562221535815 |
29 | 62.12 | 52.4099039127903 | 9.71009608720966 |
30 | 34.67138889 | 31.210141141685 | 3.46124774831499 |
31 | 61.58277778 | 46.2865525934723 | 15.2962251865277 |
32 | 58.54638889 | 58.2862840611359 | 0.260104828864123 |
33 | 47.29611111 | 56.3156636685525 | -9.01955255855255 |
34 | 72.37805556 | 63.0710693349355 | 9.30698622506455 |
35 | 23.57027778 | 37.8245904329544 | -14.2543126529544 |
36 | 81.78444444 | 58.3714630347075 | 23.4129814052925 |
37 | 28.05861111 | 20.5879029752207 | 7.47070813477935 |
38 | 59.90027778 | 42.029821492982 | 17.870456287018 |
39 | 90.3075 | 62.2009241632125 | 28.1065758367875 |
40 | 1.993333333 | 2.54017132662263 | -0.546837993622633 |
41 | 46.53944444 | 44.1257357933947 | 2.41370864660534 |
42 | 29.55777778 | 20.9031964093056 | 8.65458137069444 |
43 | 26.82222222 | 33.190828351033 | -6.36860613103295 |
44 | 73.82472222 | 71.7990509576548 | 2.02567126234515 |
45 | 74.90305556 | 48.3236301555017 | 26.5794254044983 |
46 | 41.42 | 47.500229385368 | -6.08022938536803 |
47 | 48.84 | 46.0296829774124 | 2.81031702258762 |
48 | 42.46416667 | 46.3203707363824 | -3.85620406638239 |
49 | 31.01805556 | 35.130496952398 | -4.11244139239801 |
50 | 32.33555556 | 53.5021675481637 | -21.1666119881637 |
51 | 100.6391667 | 69.4819261147819 | 31.1572405852181 |
52 | 21.88888889 | 32.8225124141153 | -10.9336235241153 |
53 | 50.87972222 | 56.6995853571876 | -5.81986313718763 |
54 | 77.2125 | 72.12966226197 | 5.08283773802998 |
55 | 41.84138889 | 44.9564062148529 | -3.11501732485287 |
56 | 46.89138889 | 47.0140715314252 | -0.122682641425188 |
57 | 6.718888889 | 7.93202698187471 | -1.21313809287471 |
58 | 91.46305556 | 110.746555228813 | -19.283499668813 |
59 | 18.06361111 | 20.7546754128169 | -2.69106430281695 |
60 | 28.0825 | 29.5349075048478 | -1.45240750484781 |
61 | 60.81833333 | 42.9061644481047 | 17.9121688818953 |
62 | 67.79222222 | 71.2075129260499 | -3.41529070604994 |
63 | 94.88055556 | 75.2977419517187 | 19.5828136082813 |
64 | 28.77694444 | 24.3382159531308 | 4.43872848686924 |
65 | 64.81333333 | 71.8970215165601 | -7.08368818656011 |
66 | 71.23944444 | 67.4576423817498 | 3.78180205825015 |
67 | 57.26694444 | 48.4133933139997 | 8.85355112600026 |
68 | 86.52027778 | 75.9769731113978 | 10.5433046686022 |
69 | 65.5 | 63.6893053684179 | 1.81069463158206 |
70 | 49.4275 | 52.3687066999123 | -2.94120669991233 |
71 | 57.54888889 | 53.411574715245 | 4.13731417475499 |
72 | 54.59805556 | 49.4265129471232 | 5.17154261287677 |
73 | 48.38444444 | 38.6745844462392 | 9.70985999376079 |
74 | 39.79055556 | 61.4932692660383 | -21.7027137060383 |
75 | 52.09972222 | 66.7364555920981 | -14.6367333720981 |
76 | 52.13361111 | 49.5675923205719 | 2.56601878942812 |
77 | 33.06 | 41.031883152062 | -7.97188315206195 |
78 | 50.60888889 | 51.699450981032 | -1.09056209103197 |
79 | 20.435 | 26.3808438166794 | -5.94584381667937 |
80 | 54.16083333 | 54.8871834071349 | -0.726350077134902 |
81 | 46.52444444 | 43.7218593159881 | 2.80258512401191 |
82 | 39.93222222 | 45.7424579708254 | -5.81023575082539 |
83 | 76.53916667 | 53.4235746710742 | 23.1155919989258 |
84 | 67.55527778 | 53.2726772756983 | 14.2826005043017 |
85 | 50.83305556 | 83.2373532025288 | -32.4042976425288 |
86 | 37.68027778 | 41.6872825686321 | -4.00700478863213 |
87 | 42.30527778 | 45.4550181761769 | -3.1497403961769 |
88 | 33.39472222 | 30.5680690870905 | 2.8266531329095 |
89 | 96.24583333 | 65.9988398736333 | 30.2469934563667 |
90 | 40.49722222 | 39.0611743910043 | 1.43604782899573 |
91 | 53.70527778 | 57.1554687296852 | -3.45019094968524 |
92 | 22.48694444 | 19.7533908891055 | 2.73355355089454 |
93 | 34.10388889 | 29.2147564469887 | 4.88913244301131 |
94 | 36.27361111 | 46.6862699061665 | -10.4126587961665 |
95 | 31.28083333 | 27.1966091524108 | 4.08422417758917 |
96 | 79.57444444 | 70.2832627011645 | 9.29118173883549 |
97 | 66.96277778 | 62.3153453179881 | 4.64743246201193 |
98 | 41.235 | 69.099034655314 | -27.864034655314 |
99 | 56.86472222 | 46.490067794543 | 10.374654425457 |
100 | 50.5775 | 55.0959862267515 | -4.51848622675153 |
101 | 38.98444444 | 38.0783139337391 | 0.906130506260932 |
102 | 61.25444444 | 46.0395754062084 | 15.2148690337916 |
103 | 67.51666667 | 53.7769841048141 | 13.7396825651859 |
104 | 45.2125 | 46.7475130439191 | -1.53501304391912 |
105 | 50.72583333 | 51.6501247933023 | -0.924291463302318 |
106 | 64.48277778 | 63.5236213553915 | 0.959156424608522 |
107 | 73.69944444 | 84.4599833239601 | -10.7605388839601 |
108 | 23.77055556 | 25.7365018048876 | -1.96594624488763 |
109 | 86.34416667 | 66.2592969406563 | 20.0848697293437 |
110 | 62.51666667 | 69.532342495908 | -7.01567582590803 |
111 | 64.5325 | 57.4778009943534 | 7.05469900564663 |
112 | 40.26833333 | 63.4552754838057 | -23.1869421538057 |
113 | 12.02416667 | 22.6425435480775 | -10.6183768780775 |
114 | 43.265 | 34.6091858072121 | 8.6558141927879 |
115 | 45.7525 | 62.6064655614527 | -16.8539655614527 |
116 | 56.09444444 | 44.4775225057586 | 11.6169219342414 |
117 | 65.40388889 | 54.5530512236155 | 10.8508376663845 |
118 | 61.33361111 | 37.337864933941 | 23.995746176059 |
119 | 27.62944444 | 60.1139722285113 | -32.4845277885113 |
120 | 25.73916667 | 31.5335462106953 | -5.79437954069527 |
121 | 37.03555556 | 33.1489416723376 | 3.88661388766235 |
122 | 17.04472222 | 28.2005337373316 | -11.1558115173316 |
123 | 34.98055556 | 34.554731182438 | 0.425824377562012 |
124 | 27.98611111 | 61.7436141672963 | -33.7575030572963 |
125 | 62.37472222 | 53.4680033283636 | 8.90671889163639 |
126 | 22.86555556 | 16.8531218599279 | 6.01243370007213 |
127 | 28.33611111 | 28.2339099644003 | 0.102201145599708 |
128 | 28.20083333 | 34.7824823059871 | -6.5816489759871 |
129 | 67.64194444 | 63.2714657589006 | 4.37047868109938 |
130 | 6.371666667 | 1.45574191157139 | 4.91592475542861 |
131 | 11.54611111 | 15.5606645622647 | -4.01455345226474 |
132 | 42.35388889 | 48.4709081385628 | -6.11701924856277 |
133 | 17.1825 | 16.4880684034408 | 0.694431596559173 |
134 | 27.75638889 | 38.0056434965203 | -10.2492546065203 |
135 | 36.80194444 | 41.0420290050739 | -4.24008456507392 |
136 | 88.165 | 57.465665631889 | 30.699334368111 |
137 | 5.848333333 | 2.19177368686591 | 3.65655964613409 |
138 | 58.23361111 | 42.4033728264028 | 15.8302382835972 |
139 | 6.291111111 | 19.7100021016543 | -13.4188909906543 |
140 | 8.726111111 | 10.9406911815541 | -2.21458007055406 |
141 | 12.97166667 | 20.3746469205236 | -7.4029802505236 |
142 | 36.58277778 | 39.1907725537836 | -2.60799477378365 |
143 | 25.48194444 | 22.5190732186183 | 2.96287122138169 |
144 | 67.98583333 | 58.612001108015 | 9.37383222198497 |
145 | 51.25277778 | 57.9324377228471 | -6.67965994284706 |
146 | 22.18416667 | 28.0191330006388 | -5.83496633063876 |
147 | 35.67305556 | 57.1720976587414 | -21.4990420987414 |
148 | 27.1775 | 41.00789098259 | -13.83039098259 |
149 | 10.615 | 13.783121142729 | -3.16812114272897 |
150 | 41.9725 | 45.3735642303975 | -3.4010642303975 |
151 | 75.68277778 | 61.1881514761231 | 14.4946263038769 |
152 | 47.915 | 56.7029975143032 | -8.78799751430316 |
153 | 30.01194444 | 29.5237889277134 | 0.488155512286559 |
154 | 91.14083333 | 61.776124666436 | 29.364708663564 |
155 | 69.60527778 | 63.7914808791383 | 5.81379690086168 |
156 | 97.51861111 | 90.7498385236611 | 6.76877258633894 |
157 | 43.89305556 | 39.7016840336312 | 4.19137152636881 |
158 | 27.46277778 | 15.8792333661139 | 11.5835444138861 |
159 | 23.73305556 | 36.1032477030828 | -12.3701921430828 |
160 | 63.67833333 | 97.8875315066343 | -34.2091981766343 |
161 | 97.67194444 | 81.2703813535983 | 16.4015630864017 |
162 | 23.39083333 | 45.8600289449223 | -22.4691956149223 |
163 | 33.45694444 | 47.8236789342346 | -14.3667344942346 |
164 | 90.16611111 | 75.3986188119133 | 14.7674922980867 |
165 | 36.40805556 | 45.1268430623889 | -8.71878750238889 |
166 | 56.74194444 | 46.325626104586 | 10.416318335414 |
167 | 45.98416667 | 46.0751661197689 | -0.090999449768938 |
168 | 39.36722222 | 53.8505869284474 | -14.4833647084474 |
169 | 32.23555556 | 34.117280000487 | -1.88172444048705 |
170 | 69.4575 | 45.5283319469312 | 23.9291680530688 |
171 | 83.27083333 | 61.0185305874612 | 22.2523027425388 |
172 | 54.39944444 | 54.5858682381582 | -0.186423798158193 |
173 | 48.12777778 | 35.2382609259549 | 12.8895168540451 |
174 | 70.69111111 | 64.5550663492611 | 6.13604476073892 |
175 | 28.99694444 | 59.9287394616361 | -30.9317950216361 |
176 | 37.80111111 | 19.5113605203029 | 18.2897505896971 |
177 | 55.41 | 61.7313364884196 | -6.32133648841959 |
178 | 25.69416667 | 22.5983350720561 | 3.09583159794394 |
179 | 62.31388889 | 69.0843495415308 | -6.77046065153076 |
180 | 37.71694444 | 20.0867345559283 | 17.6302098840717 |
181 | 20.66888889 | 25.8501854936178 | -5.18129660361776 |
182 | 22.56666667 | 34.5610922589493 | -11.9944255889493 |
183 | 4.08 | 1.5759022414056 | 2.5040977585944 |
184 | 50.45361111 | 48.1061325777127 | 2.34747853228732 |
185 | 75.51555556 | 59.7533375436369 | 15.7622180163631 |
186 | 1.999722222 | -0.430693892423433 | 2.43041611442343 |
187 | 12.96111111 | 7.68302980983924 | 5.27808130016076 |
188 | 4.874166667 | 0.676245733830464 | 4.19792093316954 |
189 | 37.04666667 | 24.1246149929355 | 12.9220516770645 |
190 | 26.45194444 | 35.4041343926743 | -8.95218995267428 |
191 | 42.38916667 | 39.8081865753658 | 2.58098009463422 |
192 | 27.26277778 | 24.8722680516479 | 2.39050972835206 |
193 | 22.11638889 | 20.2445048937366 | 1.87188399626339 |
194 | 16.44277778 | 29.4268087842325 | -12.9840310042325 |
195 | 38.87277778 | 35.5398558952498 | 3.33292188475018 |
196 | 32.94777778 | 23.3137386254417 | 9.63403915455835 |
197 | 20.24444444 | 24.0270224160835 | -3.78257797608353 |
198 | 18.1875 | 23.7007275656941 | -5.5132275656941 |
199 | 27.67861111 | 33.4224235616888 | -5.74381245168884 |
200 | 19.99027778 | 25.4520453869061 | -5.46176760690613 |
201 | 21.46444444 | 28.9892873437578 | -7.52484290375779 |
202 | 13.69138889 | 21.7818911193051 | -8.0905022293051 |
203 | 37.53638889 | 31.1512332818305 | 6.38515560816952 |
204 | 30.12388889 | 33.1857840044598 | -3.0618951144598 |
205 | 24.92944444 | 24.179162824887 | 0.750281615112988 |
206 | 12.30444444 | 21.8218634287062 | -9.5174189887062 |
207 | 21.56888889 | 24.9097853702132 | -3.3408964802132 |
208 | 50.42444444 | 29.9973991586535 | 20.4270452813465 |
209 | 37.2275 | 29.1684876914191 | 8.05901230858089 |
210 | 34.46222222 | 27.708102793438 | 6.75411942656202 |
211 | 25.73055556 | 16.9621992780256 | 8.76835628197445 |
212 | 33.84666667 | 25.2198632131025 | 8.62680345689752 |
213 | 14.69861111 | 18.5332752916975 | -3.83466418169749 |
214 | 22.74222222 | 25.5487529544869 | -2.80653073448686 |
215 | 16.38361111 | 30.8441615182026 | -14.4605504082026 |
216 | 14.86527778 | 22.998287181247 | -8.13300940124704 |
217 | 16.89222222 | 22.2363015205814 | -5.34407930058143 |
218 | 15.65972222 | 21.9602304480825 | -6.30050822808245 |
219 | 18.19166667 | 18.1896479060429 | 0.00201876395710649 |
220 | 22.48583333 | 16.9048348205056 | 5.58099850949444 |
221 | 21.195 | 25.4233858111807 | -4.22838581118065 |
222 | 28.89194444 | 38.4346112871083 | -9.54266684710829 |
223 | 27.25111111 | 28.1167965631074 | -0.865685453107409 |
224 | 18.88583333 | 21.9632639327867 | -3.07743060278665 |
225 | 8.608055556 | 14.4054380574195 | -5.79738250141951 |
226 | 37.62722222 | 30.2660462002946 | 7.36117601970537 |
227 | 20.41777778 | 17.8509659948683 | 2.56681178513168 |
228 | 17.53416667 | 27.6796225864354 | -10.1454559164354 |
229 | 17.015 | 21.8595570031865 | -4.84455700318646 |
230 | 20.80944444 | 33.3196810227863 | -12.5102365827863 |
231 | 8.826111111 | 16.6601939099421 | -7.83408279894206 |
232 | 22.62138889 | 22.4789236544999 | 0.142465235500051 |
233 | 24.21833333 | 31.1937005316649 | -6.9753672016649 |
234 | 13.91388889 | 18.8324202814491 | -4.91853139144908 |
235 | 18.2625 | 32.8763322113682 | -14.6138322113682 |
236 | 15.73694444 | 26.9442216996415 | -11.2072772596415 |
237 | 43.99972222 | 26.3357434583443 | 17.6639787616557 |
238 | 12.90416667 | 17.1457381223873 | -4.24157145238726 |
239 | 20.45111111 | 19.5511660418707 | 0.899945068129341 |
240 | 10.66527778 | 20.0554868325922 | -9.39020905259217 |
241 | 25.5275 | 23.8674926062829 | 1.66000739371709 |
242 | 38.75722222 | 59.1981505779067 | -20.4409283579067 |
243 | 14.49 | 25.3818618027551 | -10.8918618027551 |
244 | 14.32416667 | 20.409055275244 | -6.08488860524402 |
245 | 19.5975 | 21.7072439690444 | -2.10974396904438 |
246 | 23.57111111 | 24.5650769202614 | -0.993965810261396 |
247 | 28.48277778 | 30.9241066547734 | -2.44132887477338 |
248 | 24.07722222 | 23.7941912805634 | 0.283030939436571 |
249 | 23.80805556 | 22.3913202083431 | 1.41673535165694 |
250 | 9.628333333 | 14.8263776437337 | -5.19804431073369 |
251 | 41.82777778 | 40.8988420054722 | 0.928935774527776 |
252 | 27.66972222 | 29.5688179552529 | -1.89909573525287 |
253 | 5.374722222 | 2.17534717430614 | 3.19937504769386 |
254 | 27.60361111 | 31.5739159560815 | -3.97030484608154 |
255 | 23.95277778 | 24.4168698299866 | -0.464092049986622 |
256 | 8.565833333 | 6.05506982337011 | 2.51076350962989 |
257 | 8.807222222 | 12.760667048474 | -3.953444826474 |
258 | 24.94611111 | 24.807197210844 | 0.138913899156033 |
259 | 17.24666667 | 21.484496170199 | -4.23782950019902 |
260 | 11.15305556 | 13.992617194594 | -2.83956163459399 |
261 | 7.676111111 | 15.4849959238257 | -7.8088848128257 |
262 | 21.38611111 | 21.089124615358 | 0.296986494641965 |
263 | 10.40555556 | 8.69250452368974 | 1.71305103631026 |
264 | 15.04361111 | 16.7180340134818 | -1.67442290348183 |
265 | 13.85055556 | 23.5627444026112 | -9.71218884261123 |
266 | 23.42694444 | 18.7769908982132 | 4.64995354178677 |
267 | 17.82638889 | 25.1732912275274 | -7.34690233752736 |
268 | 16.495 | 23.4096785171705 | -6.91467851717047 |
269 | 33.14111111 | 21.0609052295789 | 12.0802058804211 |
270 | 21.30611111 | 33.8023164747576 | -12.4962053647576 |
271 | 28.72916667 | 32.8212120682327 | -4.09204539823265 |
272 | 19.54 | 21.4565848163936 | -1.91658481639356 |
273 | 12.05833333 | 3.98972017248502 | 8.06861315751498 |
274 | 29.12166667 | 26.7791772169847 | 2.34248945301532 |
275 | 17.28194444 | 15.3093746937028 | 1.97256974629724 |
276 | 19.25111111 | 23.055417668483 | -3.80430655848297 |
277 | 14.75472222 | 17.7445912901719 | -2.98986907017185 |
278 | 5.49 | 3.45995300464413 | 2.03004699535587 |
279 | 24.07777778 | 19.6264646130325 | 4.45131316696754 |
280 | 23.3625 | 18.6438076078007 | 4.71869239219932 |
281 | 21.65138889 | 20.9699604025987 | 0.681428487401268 |
282 | 24.75361111 | 31.9500194265361 | -7.19640831653609 |
283 | 25.27916667 | 18.6792653371759 | 6.59990133282409 |
284 | 11.18 | 5.83911931522691 | 5.34088068477309 |
285 | 17.82972222 | 19.7014151658882 | -1.87169294588824 |
286 | 14.12694444 | 23.9421080669012 | -9.81516362690122 |
287 | 15.72583333 | 12.7507396079034 | 2.97509372209663 |
288 | 17.44222222 | 22.83760207287 | -5.39537985287003 |
289 | 20.14861111 | 16.3362456672823 | 3.81236544271774 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.989947292756753 | 0.0201054144864935 | 0.0100527072432468 |
8 | 0.97710426865456 | 0.0457914626908805 | 0.0228957313454402 |
9 | 0.962544575109399 | 0.0749108497812031 | 0.0374554248906015 |
10 | 0.954392951257167 | 0.0912140974856664 | 0.0456070487428332 |
11 | 0.97666151706227 | 0.0466769658754594 | 0.0233384829377297 |
12 | 0.965053800619924 | 0.0698923987601519 | 0.034946199380076 |
13 | 0.961847673286811 | 0.0763046534263772 | 0.0381523267131886 |
14 | 0.94061724648381 | 0.11876550703238 | 0.0593827535161899 |
15 | 0.977768483285164 | 0.0444630334296716 | 0.0222315167148358 |
16 | 0.966555599046415 | 0.0668888019071695 | 0.0334444009535847 |
17 | 0.962712995045272 | 0.0745740099094557 | 0.0372870049547278 |
18 | 0.945897281681046 | 0.108205436637908 | 0.0541027183189542 |
19 | 0.950024556654699 | 0.0999508866906011 | 0.0499754433453005 |
20 | 0.937905877551754 | 0.124188244896493 | 0.0620941224482464 |
21 | 0.915982978216696 | 0.168034043566608 | 0.084017021783304 |
22 | 0.892833849870102 | 0.214332300259797 | 0.107166150129899 |
23 | 0.997465809922805 | 0.00506838015439102 | 0.00253419007719551 |
24 | 0.996584980101779 | 0.0068300397964412 | 0.0034150198982206 |
25 | 0.996078052258794 | 0.00784389548241197 | 0.00392194774120599 |
26 | 0.995926673561245 | 0.0081466528775107 | 0.00407332643875535 |
27 | 0.997017374154801 | 0.00596525169039753 | 0.00298262584519876 |
28 | 0.996020766898848 | 0.00795846620230446 | 0.00397923310115223 |
29 | 0.995139659489606 | 0.00972068102078774 | 0.00486034051039387 |
30 | 0.993268674814594 | 0.0134626503708111 | 0.00673132518540554 |
31 | 0.994670752747693 | 0.0106584945046132 | 0.00532924725230661 |
32 | 0.992325615586707 | 0.0153487688265862 | 0.00767438441329309 |
33 | 0.989809888011412 | 0.0203802239771756 | 0.0101901119885878 |
34 | 0.988812334353042 | 0.0223753312939165 | 0.0111876656469582 |
35 | 0.988445536699085 | 0.0231089266018302 | 0.0115544633009151 |
36 | 0.992909649111301 | 0.0141807017773978 | 0.00709035088869892 |
37 | 0.990575111371232 | 0.0188497772575353 | 0.00942488862876767 |
38 | 0.993862688522058 | 0.0122746229558831 | 0.00613731147794157 |
39 | 0.997537600407891 | 0.00492479918421807 | 0.00246239959210904 |
40 | 0.996647005795236 | 0.00670598840952809 | 0.00335299420476404 |
41 | 0.995278408931033 | 0.00944318213793453 | 0.00472159106896726 |
42 | 0.994003040218447 | 0.0119939195631062 | 0.0059969597815531 |
43 | 0.993703867301609 | 0.0125922653967823 | 0.00629613269839114 |
44 | 0.992488564280015 | 0.0150228714399696 | 0.0075114357199848 |
45 | 0.996927801700353 | 0.00614439659929355 | 0.00307219829964678 |
46 | 0.996018323344036 | 0.00796335331192738 | 0.00398167665596369 |
47 | 0.994744976631402 | 0.0105100467371963 | 0.00525502336859815 |
48 | 0.993437949787721 | 0.0131241004245582 | 0.00656205021227912 |
49 | 0.991322506880114 | 0.0173549862397727 | 0.00867749311988635 |
50 | 0.994769820273765 | 0.0104603594524707 | 0.00523017972623533 |
51 | 0.998040987962155 | 0.0039180240756898 | 0.0019590120378449 |
52 | 0.997723298696679 | 0.00455340260664295 | 0.00227670130332147 |
53 | 0.997042547522437 | 0.00591490495512633 | 0.00295745247756316 |
54 | 0.996128517963235 | 0.00774296407353081 | 0.00387148203676541 |
55 | 0.994784926156669 | 0.0104301476866617 | 0.00521507384333084 |
56 | 0.993135985483637 | 0.0137280290327252 | 0.00686401451636258 |
57 | 0.991023570438095 | 0.0179528591238097 | 0.00897642956190485 |
58 | 0.998043157399866 | 0.00391368520026795 | 0.00195684260013398 |
59 | 0.997372153645885 | 0.00525569270822902 | 0.00262784635411451 |
60 | 0.996504018488612 | 0.0069919630227765 | 0.00349598151138825 |
61 | 0.997165471270624 | 0.00566905745875229 | 0.00283452872937614 |
62 | 0.9965726925033 | 0.00685461499340002 | 0.00342730749670001 |
63 | 0.996936802098281 | 0.00612639580343767 | 0.00306319790171883 |
64 | 0.995988593092639 | 0.00802281381472113 | 0.00401140690736057 |
65 | 0.996224909203362 | 0.00755018159327564 | 0.00377509079663782 |
66 | 0.995070644138361 | 0.00985871172327725 | 0.00492935586163862 |
67 | 0.994145920401964 | 0.0117081591960722 | 0.00585407959803609 |
68 | 0.993267901134648 | 0.0134641977307038 | 0.0067320988653519 |
69 | 0.992358296833739 | 0.0152834063325229 | 0.00764170316626143 |
70 | 0.99012748334354 | 0.0197450333129192 | 0.00987251665645958 |
71 | 0.98753619352696 | 0.0249276129460808 | 0.0124638064730404 |
72 | 0.98449405259862 | 0.0310118948027596 | 0.0155059474013798 |
73 | 0.98267341195882 | 0.0346531760823603 | 0.0173265880411802 |
74 | 0.992241302354212 | 0.0155173952915766 | 0.00775869764578829 |
75 | 0.993034929398039 | 0.0139301412039215 | 0.00696507060196077 |
76 | 0.991094716398283 | 0.0178105672034342 | 0.00890528360171712 |
77 | 0.990442921844068 | 0.0191141563118632 | 0.0095570781559316 |
78 | 0.987779502341882 | 0.0244409953162353 | 0.0122204976581177 |
79 | 0.98530725036608 | 0.0293854992678409 | 0.0146927496339204 |
80 | 0.98148436007998 | 0.0370312798400407 | 0.0185156399200204 |
81 | 0.977034685717333 | 0.0459306285653347 | 0.0229653142826673 |
82 | 0.972937553700095 | 0.0541248925998098 | 0.0270624462999049 |
83 | 0.984146278399099 | 0.0317074432018025 | 0.0158537216009012 |
84 | 0.984718462558474 | 0.0305630748830512 | 0.0152815374415256 |
85 | 0.99791431891237 | 0.00417136217526043 | 0.00208568108763021 |
86 | 0.997345960399389 | 0.00530807920122274 | 0.00265403960061137 |
87 | 0.996588441541755 | 0.00682311691648959 | 0.0034115584582448 |
88 | 0.995580434530633 | 0.00883913093873303 | 0.00441956546936652 |
89 | 0.99902345485249 | 0.00195309029502018 | 0.000976545147510089 |
90 | 0.998693707953489 | 0.00261258409302256 | 0.00130629204651128 |
91 | 0.998308852451165 | 0.00338229509766912 | 0.00169114754883456 |
92 | 0.997774355089565 | 0.00445128982086919 | 0.0022256449104346 |
93 | 0.997169763599544 | 0.00566047280091128 | 0.00283023640045564 |
94 | 0.997024032365798 | 0.00595193526840466 | 0.00297596763420233 |
95 | 0.996198306086421 | 0.00760338782715881 | 0.00380169391357941 |
96 | 0.995821723607676 | 0.00835655278464766 | 0.00417827639232383 |
97 | 0.994870179916389 | 0.0102596401672209 | 0.00512982008361047 |
98 | 0.99840367634562 | 0.0031926473087593 | 0.00159632365437965 |
99 | 0.998285329339163 | 0.00342934132167447 | 0.00171467066083724 |
100 | 0.99781965558417 | 0.00436068883166104 | 0.00218034441583052 |
101 | 0.997156235823803 | 0.00568752835239312 | 0.00284376417619656 |
102 | 0.997605117061539 | 0.00478976587692168 | 0.00239488293846084 |
103 | 0.997841578673884 | 0.00431684265223233 | 0.00215842132611617 |
104 | 0.997183583603712 | 0.00563283279257555 | 0.00281641639628777 |
105 | 0.99634055587468 | 0.00731888825064101 | 0.0036594441253205 |
106 | 0.995296893834645 | 0.00940621233070984 | 0.00470310616535492 |
107 | 0.99483464829634 | 0.0103307034073195 | 0.00516535170365976 |
108 | 0.993538795995716 | 0.0129224080085687 | 0.00646120400428435 |
109 | 0.996102196451162 | 0.00779560709767665 | 0.00389780354883832 |
110 | 0.995319453667428 | 0.00936109266514328 | 0.00468054633257164 |
111 | 0.994646543141654 | 0.0107069137166914 | 0.00535345685834568 |
112 | 0.997488853314595 | 0.00502229337080968 | 0.00251114668540484 |
113 | 0.997474269760961 | 0.00505146047807761 | 0.0025257302390388 |
114 | 0.99710619600691 | 0.00578760798618058 | 0.00289380399309029 |
115 | 0.997777558735913 | 0.00444488252817473 | 0.00222244126408737 |
116 | 0.997793494604871 | 0.00441301079025901 | 0.0022065053951295 |
117 | 0.997766181065718 | 0.00446763786856431 | 0.00223381893428216 |
118 | 0.99904450737404 | 0.00191098525191977 | 0.000955492625959884 |
119 | 0.99987432304714 | 0.0002513539057195 | 0.00012567695285975 |
120 | 0.999844625953513 | 0.000310748092974026 | 0.000155374046487013 |
121 | 0.99979325966744 | 0.000413480665118993 | 0.000206740332559497 |
122 | 0.999800246942771 | 0.000399506114457716 | 0.000199753057228858 |
123 | 0.999728756231373 | 0.000542487537253454 | 0.000271243768626727 |
124 | 0.999980450154319 | 3.90996913626175e-05 | 1.95498456813088e-05 |
125 | 0.999976741871514 | 4.6516256971354e-05 | 2.3258128485677e-05 |
126 | 0.999969058113109 | 6.18837737829788e-05 | 3.09418868914894e-05 |
127 | 0.999956119774482 | 8.77604510362739e-05 | 4.38802255181369e-05 |
128 | 0.999945521070409 | 0.00010895785918149 | 5.44789295907449e-05 |
129 | 0.999928750835092 | 0.000142498329816832 | 7.1249164908416e-05 |
130 | 0.999903212752749 | 0.000193574494501613 | 9.67872472508063e-05 |
131 | 0.999873594440597 | 0.000252811118805498 | 0.000126405559402749 |
132 | 0.999838049589038 | 0.000323900821924348 | 0.000161950410962174 |
133 | 0.99977720425626 | 0.000445591487479991 | 0.000222795743739995 |
134 | 0.999758021982005 | 0.000483956035990797 | 0.000241978017995399 |
135 | 0.999679337858541 | 0.000641324282917612 | 0.000320662141458806 |
136 | 0.999963615787567 | 7.27684248664455e-05 | 3.63842124332228e-05 |
137 | 0.999949168359975 | 0.000101663280050052 | 5.0831640025026e-05 |
138 | 0.999962711112557 | 7.45777748855778e-05 | 3.72888874427889e-05 |
139 | 0.999969619142195 | 6.07617156096864e-05 | 3.03808578048432e-05 |
140 | 0.999957732949835 | 8.45341003307447e-05 | 4.22670501653724e-05 |
141 | 0.999948553775471 | 0.000102892449058636 | 5.14462245293178e-05 |
142 | 0.999928596251084 | 0.000142807497832092 | 7.1403748916046e-05 |
143 | 0.999902879172966 | 0.000194241654068455 | 9.71208270342276e-05 |
144 | 0.999901796861274 | 0.000196406277451939 | 9.82031387259696e-05 |
145 | 0.999874343916107 | 0.000251312167786499 | 0.00012565608389325 |
146 | 0.999838448047636 | 0.000323103904728906 | 0.000161551952364453 |
147 | 0.999925651317524 | 0.000148697364952469 | 7.43486824762345e-05 |
148 | 0.999941132200308 | 0.000117735599383948 | 5.88677996919741e-05 |
149 | 0.999919514476502 | 0.000160971046996342 | 8.04855234981712e-05 |
150 | 0.99989040306773 | 0.000219193864540767 | 0.000109596932270383 |
151 | 0.999921534096701 | 0.000156931806597692 | 7.84659032988461e-05 |
152 | 0.999905215816628 | 0.000189568366743875 | 9.47841833719376e-05 |
153 | 0.999868101360621 | 0.000263797278758156 | 0.000131898639379078 |
154 | 0.999988085655334 | 2.38286893310939e-05 | 1.1914344665547e-05 |
155 | 0.999985966830846 | 2.80663383084777e-05 | 1.40331691542389e-05 |
156 | 0.999983714113902 | 3.25717721967893e-05 | 1.62858860983947e-05 |
157 | 0.999978795697206 | 4.24086055877275e-05 | 2.12043027938638e-05 |
158 | 0.999979259401602 | 4.14811967968309e-05 | 2.07405983984155e-05 |
159 | 0.999979186021765 | 4.162795646919e-05 | 2.0813978234595e-05 |
160 | 0.999999376613811 | 1.24677237792068e-06 | 6.23386188960341e-07 |
161 | 0.999999710584716 | 5.78830568348741e-07 | 2.8941528417437e-07 |
162 | 0.999999908545412 | 1.82909175194722e-07 | 9.14545875973611e-08 |
163 | 0.999999952921561 | 9.4156877869494e-08 | 4.7078438934747e-08 |
164 | 0.999999977364909 | 4.52701820013063e-08 | 2.26350910006532e-08 |
165 | 0.999999969522558 | 6.09548838945915e-08 | 3.04774419472958e-08 |
166 | 0.999999982880102 | 3.42397951249118e-08 | 1.71198975624559e-08 |
167 | 0.99999997369334 | 5.26133207832621e-08 | 2.63066603916311e-08 |
168 | 0.999999981740485 | 3.65190291871178e-08 | 1.82595145935589e-08 |
169 | 0.999999970129066 | 5.9741868159259e-08 | 2.98709340796295e-08 |
170 | 0.999999996768431 | 6.46313716253445e-09 | 3.23156858126722e-09 |
171 | 0.999999999869458 | 2.61083046105703e-10 | 1.30541523052851e-10 |
172 | 0.999999999815734 | 3.6853112066327e-10 | 1.84265560331635e-10 |
173 | 0.999999999905854 | 1.88291079934777e-10 | 9.41455399673887e-11 |
174 | 0.999999999959444 | 8.11121873645904e-11 | 4.05560936822952e-11 |
175 | 0.999999999996756 | 6.48812702692127e-12 | 3.24406351346063e-12 |
176 | 0.999999999999485 | 1.02921371277105e-12 | 5.14606856385527e-13 |
177 | 0.999999999999047 | 1.90686395949526e-12 | 9.53431979747632e-13 |
178 | 0.999999999998383 | 3.23443778237327e-12 | 1.61721889118664e-12 |
179 | 0.999999999997187 | 5.6257916406294e-12 | 2.8128958203147e-12 |
180 | 0.999999999999554 | 8.9206333753562e-13 | 4.4603166876781e-13 |
181 | 0.999999999999326 | 1.3472688987479e-12 | 6.73634449373949e-13 |
182 | 0.999999999999443 | 1.11421961829928e-12 | 5.57109809149641e-13 |
183 | 0.99999999999889 | 2.21931702391832e-12 | 1.10965851195916e-12 |
184 | 0.999999999998642 | 2.71654327456893e-12 | 1.35827163728447e-12 |
185 | 0.999999999999985 | 2.97464564352586e-14 | 1.48732282176293e-14 |
186 | 0.999999999999972 | 5.56301742273967e-14 | 2.78150871136983e-14 |
187 | 0.999999999999943 | 1.13997689402517e-13 | 5.69988447012583e-14 |
188 | 0.999999999999884 | 2.31333761219699e-13 | 1.1566688060985e-13 |
189 | 0.999999999999967 | 6.64907969812419e-14 | 3.3245398490621e-14 |
190 | 0.999999999999937 | 1.25441948625051e-13 | 6.27209743125255e-14 |
191 | 0.999999999999944 | 1.11083534649145e-13 | 5.55417673245727e-14 |
192 | 0.999999999999905 | 1.89711751892502e-13 | 9.48558759462511e-14 |
193 | 0.999999999999803 | 3.93929815835686e-13 | 1.96964907917843e-13 |
194 | 0.999999999999772 | 4.56660478195857e-13 | 2.28330239097928e-13 |
195 | 0.999999999999804 | 3.92828043176806e-13 | 1.96414021588403e-13 |
196 | 0.999999999999847 | 3.06461144497853e-13 | 1.53230572248927e-13 |
197 | 0.999999999999684 | 6.32682387642161e-13 | 3.16341193821081e-13 |
198 | 0.999999999999394 | 1.21226937844012e-12 | 6.06134689220061e-13 |
199 | 0.999999999998798 | 2.40331098735305e-12 | 1.20165549367653e-12 |
200 | 0.999999999997752 | 4.49648837162165e-12 | 2.24824418581083e-12 |
201 | 0.999999999996461 | 7.07817195341889e-12 | 3.53908597670944e-12 |
202 | 0.999999999993941 | 1.21188619955959e-11 | 6.05943099779797e-12 |
203 | 0.999999999993937 | 1.21258054038191e-11 | 6.06290270190953e-12 |
204 | 0.99999999998785 | 2.43003187797372e-11 | 1.21501593898686e-11 |
205 | 0.999999999977784 | 4.44316486911215e-11 | 2.22158243455608e-11 |
206 | 0.999999999970934 | 5.8131686114655e-11 | 2.90658430573275e-11 |
207 | 0.999999999942739 | 1.1452118714772e-10 | 5.726059357386e-11 |
208 | 0.999999999999597 | 8.05494378663733e-13 | 4.02747189331866e-13 |
209 | 0.999999999999824 | 3.52450968940783e-13 | 1.76225484470391e-13 |
210 | 0.999999999999919 | 1.61143577172281e-13 | 8.05717885861404e-14 |
211 | 0.999999999999913 | 1.73737188387093e-13 | 8.68685941935466e-14 |
212 | 0.99999999999997 | 6.07806258490887e-14 | 3.03903129245443e-14 |
213 | 0.999999999999932 | 1.36801196114038e-13 | 6.84005980570191e-14 |
214 | 0.999999999999843 | 3.13373241712176e-13 | 1.56686620856088e-13 |
215 | 0.999999999999858 | 2.84156403131717e-13 | 1.42078201565859e-13 |
216 | 0.999999999999757 | 4.86995673151962e-13 | 2.43497836575981e-13 |
217 | 0.999999999999527 | 9.46635642757931e-13 | 4.73317821378965e-13 |
218 | 0.99999999999915 | 1.70060242346322e-12 | 8.50301211731609e-13 |
219 | 0.999999999998084 | 3.83298620705565e-12 | 1.91649310352783e-12 |
220 | 0.999999999997481 | 5.0372792919618e-12 | 2.5186396459809e-12 |
221 | 0.999999999994351 | 1.12985348046931e-11 | 5.64926740234653e-12 |
222 | 0.999999999988401 | 2.31984974578524e-11 | 1.15992487289262e-11 |
223 | 0.999999999977036 | 4.59285311692229e-11 | 2.29642655846115e-11 |
224 | 0.9999999999493 | 1.01400118883606e-10 | 5.07000594418032e-11 |
225 | 0.999999999919247 | 1.6150513910572e-10 | 8.07525695528599e-11 |
226 | 0.999999999965386 | 6.92272984238726e-11 | 3.46136492119363e-11 |
227 | 0.999999999929482 | 1.41035807796874e-10 | 7.05179038984371e-11 |
228 | 0.999999999901993 | 1.9601337537836e-10 | 9.800668768918e-11 |
229 | 0.999999999798426 | 4.03148347730884e-10 | 2.01574173865442e-10 |
230 | 0.999999999780736 | 4.38527600255015e-10 | 2.19263800127507e-10 |
231 | 0.999999999742541 | 5.14918123093015e-10 | 2.57459061546508e-10 |
232 | 0.999999999459392 | 1.08121613952438e-09 | 5.40608069762189e-10 |
233 | 0.999999998889865 | 2.22027005754168e-09 | 1.11013502877084e-09 |
234 | 0.999999998051562 | 3.89687678711055e-09 | 1.94843839355528e-09 |
235 | 0.999999998599033 | 2.80193493514032e-09 | 1.40096746757016e-09 |
236 | 0.999999998633015 | 2.73396940579391e-09 | 1.36698470289696e-09 |
237 | 0.999999999994337 | 1.1325603922286e-11 | 5.662801961143e-12 |
238 | 0.999999999989193 | 2.16136879129433e-11 | 1.08068439564716e-11 |
239 | 0.999999999973285 | 5.3430234715558e-11 | 2.6715117357779e-11 |
240 | 0.99999999998044 | 3.91203086211359e-11 | 1.95601543105679e-11 |
241 | 0.999999999962255 | 7.54899501238152e-11 | 3.77449750619076e-11 |
242 | 0.999999999966569 | 6.68622742295822e-11 | 3.34311371147911e-11 |
243 | 0.99999999998576 | 2.84807825535868e-11 | 1.42403912767934e-11 |
244 | 0.99999999997567 | 4.86598409952632e-11 | 2.43299204976316e-11 |
245 | 0.999999999933523 | 1.32953636473671e-10 | 6.64768182368355e-11 |
246 | 0.999999999835873 | 3.28254438481055e-10 | 1.64127219240527e-10 |
247 | 0.999999999572762 | 8.54476712811702e-10 | 4.27238356405851e-10 |
248 | 0.999999998951406 | 2.09718800270778e-09 | 1.04859400135389e-09 |
249 | 0.999999997723167 | 4.55366505294046e-09 | 2.27683252647023e-09 |
250 | 0.999999995952221 | 8.09555890678143e-09 | 4.04777945339071e-09 |
251 | 0.999999996383933 | 7.23213478997404e-09 | 3.61606739498702e-09 |
252 | 0.999999992056421 | 1.58871579569805e-08 | 7.94357897849026e-09 |
253 | 0.999999980836973 | 3.83260544833354e-08 | 1.91630272416677e-08 |
254 | 0.999999951498883 | 9.70022336371062e-08 | 4.85011168185531e-08 |
255 | 0.999999884381367 | 2.31237266847477e-07 | 1.15618633423739e-07 |
256 | 0.999999730049347 | 5.39901305919537e-07 | 2.69950652959768e-07 |
257 | 0.999999583832728 | 8.32334543603036e-07 | 4.16167271801518e-07 |
258 | 0.999999139881696 | 1.72023660847725e-06 | 8.60118304238625e-07 |
259 | 0.999998141496899 | 3.71700620109181e-06 | 1.85850310054591e-06 |
260 | 0.999996767936336 | 6.46412732857557e-06 | 3.23206366428778e-06 |
261 | 0.999998368919344 | 3.26216131149978e-06 | 1.63108065574989e-06 |
262 | 0.99999597612975 | 8.04774049989072e-06 | 4.02387024994536e-06 |
263 | 0.999991792071161 | 1.64158576778969e-05 | 8.20792883894847e-06 |
264 | 0.99998291323979 | 3.41735204205128e-05 | 1.70867602102564e-05 |
265 | 0.99998159897132 | 3.68020573605317e-05 | 1.84010286802658e-05 |
266 | 0.999966895483463 | 6.62090330734822e-05 | 3.31045165367411e-05 |
267 | 0.999952096737083 | 9.58065258338231e-05 | 4.79032629169115e-05 |
268 | 0.999938963759768 | 0.000122072480464759 | 6.10362402323795e-05 |
269 | 0.999994486329028 | 1.10273419438751e-05 | 5.51367097193756e-06 |
270 | 0.999994599670873 | 1.08006582536735e-05 | 5.40032912683674e-06 |
271 | 0.999988960171199 | 2.2079657601446e-05 | 1.1039828800723e-05 |
272 | 0.999965789982512 | 6.84200349769991e-05 | 3.42100174884996e-05 |
273 | 0.999897521608242 | 0.00020495678351563 | 0.000102478391757815 |
274 | 0.999717849202857 | 0.000564301594285376 | 0.000282150797142688 |
275 | 0.999180105179165 | 0.00163978964166954 | 0.000819894820834772 |
276 | 0.998212637873855 | 0.00357472425228979 | 0.0017873621261449 |
277 | 0.995656411822415 | 0.00868717635516954 | 0.00434358817758477 |
278 | 0.993128606579484 | 0.0137427868410323 | 0.00687139342051616 |
279 | 0.986732226135944 | 0.0265355477281113 | 0.0132677738640557 |
280 | 0.978079253894139 | 0.0438414922117222 | 0.0219207461058611 |
281 | 0.953441899989149 | 0.093116200021702 | 0.046558100010851 |
282 | 0.880468169257837 | 0.239063661484325 | 0.119531830742163 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 214 | 0.77536231884058 | NOK |
5% type I error level | 261 | 0.945652173913043 | NOK |
10% type I error level | 270 | 0.978260869565217 | NOK |