Multiple Linear Regression - Estimated Regression Equation |
OLO[t] = + 4.818 + 0.227238095238095M1[t] + 0.4795M2[t] + 0.4665M3[t] + 0.46M4[t] + 0.464M5[t] + 0.4315M6[t] + 0.3875M7[t] + 0.2925M8[t] + 0.262M9[t] + 0.1505M10[t] + 0.0434999999999999M11[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) | 4.818 | 0.355258 | 13.562 | 0 | 0 |
M1 | 0.227238095238095 | 0.496394 | 0.4578 | 0.647546 | 0.323773 |
M2 | 0.4795 | 0.502411 | 0.9544 | 0.340889 | 0.170444 |
M3 | 0.4665 | 0.502411 | 0.9285 | 0.354114 | 0.177057 |
M4 | 0.46 | 0.502411 | 0.9156 | 0.360848 | 0.180424 |
M5 | 0.464 | 0.502411 | 0.9235 | 0.356695 | 0.178347 |
M6 | 0.4315 | 0.502411 | 0.8589 | 0.391317 | 0.195658 |
M7 | 0.3875 | 0.502411 | 0.7713 | 0.441336 | 0.220668 |
M8 | 0.2925 | 0.502411 | 0.5822 | 0.56101 | 0.280505 |
M9 | 0.262 | 0.502411 | 0.5215 | 0.602533 | 0.301266 |
M10 | 0.1505 | 0.502411 | 0.2996 | 0.764788 | 0.382394 |
M11 | 0.0434999999999999 | 0.502411 | 0.0866 | 0.931079 | 0.46554 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.105013713992679 |
R-squared | 0.0110278801265361 |
Adjusted R-squared | -0.0364773308717525 |
F-TEST (value) | 0.232140430382119 |
F-TEST (DF numerator) | 11 |
F-TEST (DF denominator) | 229 |
p-value | 0.995119691162096 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.58876342127304 |
Sum Squared Residuals | 578.034748809524 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 8.64 | 5.0452380952381 | 3.5947619047619 |
2 | 8.89 | 5.2975 | 3.5925 |
3 | 8.87 | 5.2845 | 3.5855 |
4 | 8.81 | 5.278 | 3.532 |
5 | 8.87 | 5.282 | 3.588 |
6 | 9.06 | 5.2495 | 3.8105 |
7 | 9.12 | 5.2055 | 3.9145 |
8 | 8.66 | 5.1105 | 3.5495 |
9 | 8.17 | 5.08 | 3.09 |
10 | 8.04 | 4.9685 | 3.0715 |
11 | 7.71 | 4.8615 | 2.8485 |
12 | 7.55 | 4.818 | 2.732 |
13 | 7.52 | 5.0452380952381 | 2.4747619047619 |
14 | 7.38 | 5.2975 | 2.0825 |
15 | 7.52 | 5.2845 | 2.2355 |
16 | 7.31 | 5.278 | 2.032 |
17 | 6.92 | 5.282 | 1.638 |
18 | 7.09 | 5.2495 | 1.8405 |
19 | 7.05 | 5.2055 | 1.8445 |
20 | 7.37 | 5.1105 | 2.2595 |
21 | 7.05 | 5.08 | 1.97 |
22 | 6.79 | 4.9685 | 1.8215 |
23 | 6.35 | 4.8615 | 1.4885 |
24 | 6.44 | 4.818 | 1.622 |
25 | 6.89 | 5.0452380952381 | 1.8447619047619 |
26 | 7.16 | 5.2975 | 1.8625 |
27 | 7.46 | 5.2845 | 2.1755 |
28 | 7.91 | 5.278 | 2.632 |
29 | 7.86 | 5.282 | 2.578 |
30 | 8.02 | 5.2495 | 2.7705 |
31 | 8.38 | 5.2055 | 3.1745 |
32 | 8.5 | 5.1105 | 3.3895 |
33 | 8.4 | 5.08 | 3.32 |
34 | 8.24 | 4.9685 | 3.2715 |
35 | 8.33 | 4.8615 | 3.4685 |
36 | 8.28 | 4.818 | 3.462 |
37 | 8.15 | 5.0452380952381 | 3.1047619047619 |
38 | 8.06 | 5.2975 | 2.7625 |
39 | 7.79 | 5.2845 | 2.5055 |
40 | 7.28 | 5.278 | 2.002 |
41 | 7.52 | 5.282 | 2.238 |
42 | 7.23 | 5.2495 | 1.9805 |
43 | 7.13 | 5.2055 | 1.9245 |
44 | 7.21 | 5.1105 | 2.0995 |
45 | 6.99 | 5.08 | 1.91 |
46 | 6.77 | 4.9685 | 1.8015 |
47 | 6.69 | 4.8615 | 1.8285 |
48 | 6.39 | 4.818 | 1.572 |
49 | 6.85 | 5.0452380952381 | 1.8047619047619 |
50 | 6.74 | 5.2975 | 1.4425 |
51 | 6.56 | 5.2845 | 1.2755 |
52 | 6.62 | 5.278 | 1.342 |
53 | 6.71 | 5.282 | 1.428 |
54 | 6.67 | 5.2495 | 1.4205 |
55 | 6.54 | 5.2055 | 1.3345 |
56 | 6.14 | 5.1105 | 1.0295 |
57 | 6.13 | 5.08 | 1.05 |
58 | 5.86 | 4.9685 | 0.8915 |
59 | 5.88 | 4.8615 | 1.0185 |
60 | 5.75 | 4.818 | 0.932 |
61 | 5.53 | 5.04523809523809 | 0.484761904761906 |
62 | 5.86 | 5.2975 | 0.5625 |
63 | 5.9 | 5.2845 | 0.6155 |
64 | 5.95 | 5.278 | 0.672 |
65 | 5.69 | 5.282 | 0.408 |
66 | 5.53 | 5.2495 | 0.2805 |
67 | 5.71 | 5.2055 | 0.5045 |
68 | 5.6 | 5.1105 | 0.4895 |
69 | 5.73 | 5.08 | 0.650000000000001 |
70 | 5.6 | 4.9685 | 0.6315 |
71 | 5.41 | 4.8615 | 0.5485 |
72 | 5.13 | 4.818 | 0.312 |
73 | 5 | 5.0452380952381 | -0.0452380952380948 |
74 | 5.04 | 5.2975 | -0.2575 |
75 | 5.1 | 5.2845 | -0.184500000000001 |
76 | 4.96 | 5.278 | -0.318 |
77 | 4.9 | 5.282 | -0.382 |
78 | 4.8 | 5.2495 | -0.4495 |
79 | 4.48 | 5.2055 | -0.7255 |
80 | 4.29 | 5.1105 | -0.8205 |
81 | 4.27 | 5.08 | -0.810000000000001 |
82 | 4.18 | 4.9685 | -0.7885 |
83 | 4.02 | 4.8615 | -0.8415 |
84 | 3.82 | 4.818 | -0.998 |
85 | 4.13 | 5.0452380952381 | -0.915238095238095 |
86 | 4.16 | 5.2975 | -1.1375 |
87 | 3.98 | 5.2845 | -1.3045 |
88 | 4.26 | 5.278 | -1.018 |
89 | 4.7 | 5.282 | -0.582 |
90 | 4.96 | 5.2495 | -0.2895 |
91 | 5.13 | 5.2055 | -0.0755 |
92 | 5.35 | 5.1105 | 0.2395 |
93 | 5.41 | 5.08 | 0.33 |
94 | 5.42 | 4.9685 | 0.4515 |
95 | 5.51 | 4.8615 | 0.6485 |
96 | 5.75 | 4.818 | 0.932 |
97 | 5.67 | 5.04523809523809 | 0.624761904761905 |
98 | 5.46 | 5.2975 | 0.1625 |
99 | 5.56 | 5.2845 | 0.275499999999999 |
100 | 5.56 | 5.278 | 0.281999999999999 |
101 | 5.54 | 5.282 | 0.258 |
102 | 5.53 | 5.2495 | 0.2805 |
103 | 5.65 | 5.2055 | 0.4445 |
104 | 5.58 | 5.1105 | 0.4695 |
105 | 5.57 | 5.08 | 0.490000000000001 |
106 | 5.36 | 4.9685 | 0.3915 |
107 | 5.23 | 4.8615 | 0.3685 |
108 | 5.11 | 4.818 | 0.292 |
109 | 5.07 | 5.0452380952381 | 0.0247619047619055 |
110 | 5.04 | 5.2975 | -0.2575 |
111 | 5.34 | 5.2845 | 0.0554999999999998 |
112 | 5.43 | 5.278 | 0.151999999999999 |
113 | 5.31 | 5.282 | 0.0279999999999996 |
114 | 5.12 | 5.2495 | -0.1295 |
115 | 4.97 | 5.2055 | -0.2355 |
116 | 5 | 5.1105 | -0.1105 |
117 | 4.64 | 5.08 | -0.440000000000001 |
118 | 4.8 | 4.9685 | -0.1685 |
119 | 5.1 | 4.8615 | 0.2385 |
120 | 5.11 | 4.818 | 0.292 |
121 | 5.12 | 5.0452380952381 | 0.0747619047619053 |
122 | 5.36 | 5.2975 | 0.0625 |
123 | 5.26 | 5.2845 | -0.0245000000000002 |
124 | 5.27 | 5.278 | -0.00800000000000061 |
125 | 5.1 | 5.282 | -0.182000000000001 |
126 | 4.94 | 5.2495 | -0.3095 |
127 | 4.68 | 5.2055 | -0.525500000000001 |
128 | 4.41 | 5.1105 | -0.7005 |
129 | 4.6 | 5.08 | -0.480000000000001 |
130 | 4.53 | 4.9685 | -0.4385 |
131 | 4.18 | 4.8615 | -0.6815 |
132 | 4 | 4.818 | -0.818 |
133 | 3.87 | 5.0452380952381 | -1.17523809523809 |
134 | 4.09 | 5.2975 | -1.2075 |
135 | 4.13 | 5.2845 | -1.1545 |
136 | 3.74 | 5.278 | -1.538 |
137 | 3.81 | 5.282 | -1.472 |
138 | 4.11 | 5.2495 | -1.1395 |
139 | 4.14 | 5.2055 | -1.0655 |
140 | 3.99 | 5.1105 | -1.1205 |
141 | 4.28 | 5.08 | -0.8 |
142 | 4.37 | 4.9685 | -0.5985 |
143 | 4.24 | 4.8615 | -0.621499999999999 |
144 | 4.19 | 4.818 | -0.627999999999999 |
145 | 4.01 | 5.0452380952381 | -1.0352380952381 |
146 | 3.95 | 5.2975 | -1.3475 |
147 | 4.3 | 5.2845 | -0.9845 |
148 | 4.37 | 5.278 | -0.908 |
149 | 4.4 | 5.282 | -0.882 |
150 | 4.29 | 5.2495 | -0.9595 |
151 | 4.12 | 5.2055 | -1.0855 |
152 | 4.07 | 5.1105 | -1.0405 |
153 | 3.93 | 5.08 | -1.15 |
154 | 3.79 | 4.9685 | -1.1785 |
155 | 3.67 | 4.8615 | -1.1915 |
156 | 3.53 | 4.818 | -1.288 |
157 | 3.69 | 5.0452380952381 | -1.3552380952381 |
158 | 3.69 | 5.2975 | -1.6075 |
159 | 3.48 | 5.2845 | -1.8045 |
160 | 3.31 | 5.278 | -1.968 |
161 | 3.16 | 5.282 | -2.122 |
162 | 3.25 | 5.2495 | -1.9995 |
163 | 3.14 | 5.2055 | -2.0655 |
164 | 3.19 | 5.1105 | -1.9205 |
165 | 3.43 | 5.08 | -1.65 |
166 | 3.45 | 4.9685 | -1.5185 |
167 | 3.31 | 4.8615 | -1.5515 |
168 | 3.51 | 4.818 | -1.308 |
169 | 3.53 | 5.0452380952381 | -1.5152380952381 |
170 | 3.83 | 5.2975 | -1.4675 |
171 | 4.02 | 5.2845 | -1.2645 |
172 | 3.99 | 5.278 | -1.288 |
173 | 4.11 | 5.282 | -1.172 |
174 | 3.96 | 5.2495 | -1.2895 |
175 | 3.83 | 5.2055 | -1.3755 |
176 | 3.71 | 5.1105 | -1.4005 |
177 | 3.81 | 5.08 | -1.27 |
178 | 3.73 | 4.9685 | -1.2385 |
179 | 3.99 | 4.8615 | -0.8715 |
180 | 4.17 | 4.818 | -0.648 |
181 | 4 | 5.0452380952381 | -1.04523809523809 |
182 | 4.1 | 5.2975 | -1.1975 |
183 | 4.24 | 5.2845 | -1.0445 |
184 | 4.45 | 5.278 | -0.828 |
185 | 4.62 | 5.282 | -0.662 |
186 | 4.49 | 5.2495 | -0.7595 |
187 | 4.45 | 5.2055 | -0.7555 |
188 | 4.49 | 5.1105 | -0.6205 |
189 | 4.36 | 5.08 | -0.72 |
190 | 4.32 | 4.9685 | -0.6485 |
191 | 4.45 | 4.8615 | -0.4115 |
192 | 4.13 | 4.818 | -0.688 |
193 | 4.14 | 5.0452380952381 | -0.905238095238095 |
194 | 4.3 | 5.2975 | -0.9975 |
195 | 4.42 | 5.2845 | -0.8645 |
196 | 4.67 | 5.278 | -0.608 |
197 | 4.96 | 5.282 | -0.322 |
198 | 4.73 | 5.2495 | -0.5195 |
199 | 4.52 | 5.2055 | -0.685500000000001 |
200 | 4.36 | 5.1105 | -0.7505 |
201 | 4.15 | 5.08 | -0.93 |
202 | 3.92 | 4.9685 | -1.0485 |
203 | 3.88 | 4.8615 | -0.9815 |
204 | 4.2 | 4.818 | -0.618 |
205 | 3.95 | 5.0452380952381 | -1.09523809523809 |
206 | 3.78 | 5.2975 | -1.5175 |
207 | 3.69 | 5.2845 | -1.5945 |
208 | 3.77 | 5.278 | -1.508 |
209 | 3.66 | 5.282 | -1.622 |
210 | 3.53 | 5.2495 | -1.7195 |
211 | 3.5 | 5.2055 | -1.7055 |
212 | 3.14 | 5.1105 | -1.9705 |
213 | 3.42 | 5.08 | -1.66 |
214 | 3.3 | 4.9685 | -1.6685 |
215 | 2.81 | 4.8615 | -2.0515 |
216 | 3.15 | 4.818 | -1.668 |
217 | 3.37 | 5.04523809523809 | -1.67523809523809 |
218 | 4.05 | 5.2975 | -1.2475 |
219 | 4 | 5.2845 | -1.2845 |
220 | 4.2 | 5.278 | -1.078 |
221 | 4.21 | 5.282 | -1.072 |
222 | 4.24 | 5.2495 | -1.0095 |
223 | 4.24 | 5.2055 | -0.9655 |
224 | 4.17 | 5.1105 | -0.9405 |
225 | 4.12 | 5.08 | -0.96 |
226 | 4.35 | 4.9685 | -0.6185 |
227 | 3.98 | 4.8615 | -0.8815 |
228 | 3.62 | 4.818 | -1.198 |
229 | 4.39 | 5.0452380952381 | -0.655238095238095 |
230 | 5.01 | 5.2975 | -0.2875 |
231 | 4.07 | 5.2845 | -1.2145 |
232 | 3.7 | 5.278 | -1.578 |
233 | 3.59 | 5.282 | -1.692 |
234 | 3.44 | 5.2495 | -1.8095 |
235 | 3.33 | 5.2055 | -1.8755 |
236 | 2.98 | 5.1105 | -2.1305 |
237 | 3.14 | 5.08 | -1.94 |
238 | 2.55 | 4.9685 | -2.4185 |
239 | 2.49 | 4.8615 | -2.3715 |
240 | 2.53 | 4.818 | -2.288 |
241 | 2.43 | 5.0452380952381 | -2.6152380952381 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
15 | 0.293270342810081 | 0.586540685620162 | 0.706729657189919 |
16 | 0.263986954164881 | 0.527973908329761 | 0.736013045835119 |
17 | 0.301503294460926 | 0.603006588921851 | 0.698496705539074 |
18 | 0.331212069914766 | 0.662424139829532 | 0.668787930085234 |
19 | 0.36774465517555 | 0.7354893103511 | 0.63225534482445 |
20 | 0.324046434845163 | 0.648092869690326 | 0.675953565154837 |
21 | 0.274009168636452 | 0.548018337272904 | 0.725990831363548 |
22 | 0.238627414720947 | 0.477254829441895 | 0.761372585279052 |
23 | 0.213108759267434 | 0.426217518534867 | 0.786891240732566 |
24 | 0.179300462658829 | 0.358600925317658 | 0.820699537341171 |
25 | 0.165012908127913 | 0.330025816255825 | 0.834987091872087 |
26 | 0.142610923092694 | 0.285221846185387 | 0.857389076907306 |
27 | 0.11787009122216 | 0.23574018244432 | 0.88212990877784 |
28 | 0.0919550712219924 | 0.183910142443985 | 0.908044928778008 |
29 | 0.0708819949181169 | 0.141763989836234 | 0.929118005081883 |
30 | 0.0556678981311287 | 0.111335796262257 | 0.944332101868871 |
31 | 0.0468572350308612 | 0.0937144700617224 | 0.953142764969139 |
32 | 0.0427759110578163 | 0.0855518221156326 | 0.957224088942184 |
33 | 0.0432007490062224 | 0.0864014980124448 | 0.956799250993778 |
34 | 0.0451292266645925 | 0.0902584533291849 | 0.954870773335407 |
35 | 0.0619096473234389 | 0.123819294646878 | 0.938090352676561 |
36 | 0.0849414782683978 | 0.169882956536796 | 0.915058521731602 |
37 | 0.0890209531308674 | 0.178041906261735 | 0.910979046869133 |
38 | 0.0877852583274682 | 0.175570516654936 | 0.912214741672532 |
39 | 0.0845275582935217 | 0.169055116587043 | 0.915472441706478 |
40 | 0.0857922629794903 | 0.171584525958981 | 0.91420773702051 |
41 | 0.0836924621874516 | 0.167384924374903 | 0.916307537812548 |
42 | 0.0904374662373608 | 0.180874932474722 | 0.909562533762639 |
43 | 0.107735696577395 | 0.215471393154791 | 0.892264303422605 |
44 | 0.128700694541538 | 0.257401389083076 | 0.871299305458462 |
45 | 0.14463284187362 | 0.28926568374724 | 0.85536715812638 |
46 | 0.162667861343043 | 0.325335722686086 | 0.837332138656957 |
47 | 0.176774403883133 | 0.353548807766265 | 0.823225596116867 |
48 | 0.201115236303914 | 0.402230472607828 | 0.798884763696086 |
49 | 0.240783295341709 | 0.481566590683418 | 0.759216704658291 |
50 | 0.287606900516629 | 0.575213801033257 | 0.712393099483371 |
51 | 0.356421327041711 | 0.712842654083421 | 0.643578672958289 |
52 | 0.417074081973205 | 0.834148163946409 | 0.582925918026795 |
53 | 0.473062714497377 | 0.946125428994754 | 0.526937285502623 |
54 | 0.542715746010499 | 0.914568507979002 | 0.457284253989501 |
55 | 0.630974307577412 | 0.738051384845176 | 0.369025692422588 |
56 | 0.744697681371069 | 0.510604637257863 | 0.255302318628931 |
57 | 0.810618499440201 | 0.378763001119598 | 0.189381500559799 |
58 | 0.864220111473603 | 0.271559777052793 | 0.135779888526397 |
59 | 0.898546674681357 | 0.202906650637285 | 0.101453325318643 |
60 | 0.925059813468247 | 0.149880373063507 | 0.0749401865317533 |
61 | 0.962896402616313 | 0.0742071947673748 | 0.0371035973836874 |
62 | 0.978679440519059 | 0.042641118961883 | 0.0213205594809415 |
63 | 0.987984104800313 | 0.0240317903993744 | 0.0120158951996872 |
64 | 0.993060475257723 | 0.0138790494845541 | 0.00693952474227703 |
65 | 0.996413417795112 | 0.00717316440977562 | 0.00358658220488781 |
66 | 0.998411427752471 | 0.00317714449505731 | 0.00158857224752865 |
67 | 0.999292761034521 | 0.00141447793095878 | 0.000707238965479388 |
68 | 0.999704735274443 | 0.000590529451113438 | 0.000295264725556719 |
69 | 0.999846828366399 | 0.000306343267201543 | 0.000153171633600771 |
70 | 0.999915136263792 | 0.000169727472416169 | 8.48637362080846e-05 |
71 | 0.999952458136053 | 9.50837278930885e-05 | 4.75418639465442e-05 |
72 | 0.999973239694502 | 5.35206109966375e-05 | 2.67603054983187e-05 |
73 | 0.999990390132835 | 1.9219734329416e-05 | 9.60986716470798e-06 |
74 | 0.999996342041994 | 7.31591601189695e-06 | 3.65795800594848e-06 |
75 | 0.999998527384343 | 2.94523131336374e-06 | 1.47261565668187e-06 |
76 | 0.999999425527947 | 1.14894410609551e-06 | 5.74472053047756e-07 |
77 | 0.999999763800231 | 4.72399538845485e-07 | 2.36199769422743e-07 |
78 | 0.999999909243378 | 1.81513243090918e-07 | 9.07566215454591e-08 |
79 | 0.999999975710303 | 4.85793944309852e-08 | 2.42896972154926e-08 |
80 | 0.999999993973297 | 1.20534059397832e-08 | 6.02670296989159e-09 |
81 | 0.999999998064266 | 3.87146893225387e-09 | 1.93573446612693e-09 |
82 | 0.999999999253744 | 1.49251246529554e-09 | 7.46256232647771e-10 |
83 | 0.999999999698542 | 6.0291544900441e-10 | 3.01457724502205e-10 |
84 | 0.999999999882989 | 2.34021852538563e-10 | 1.17010926269281e-10 |
85 | 0.999999999954511 | 9.09788892767059e-11 | 4.5489444638353e-11 |
86 | 0.999999999982613 | 3.47741469027685e-11 | 1.73870734513842e-11 |
87 | 0.999999999994534 | 1.09315038300773e-11 | 5.46575191503863e-12 |
88 | 0.999999999997249 | 5.5015029248979e-12 | 2.75075146244895e-12 |
89 | 0.999999999997849 | 4.30158657377842e-12 | 2.15079328688921e-12 |
90 | 0.999999999998162 | 3.67582435268884e-12 | 1.83791217634442e-12 |
91 | 0.999999999998497 | 3.00698136922744e-12 | 1.50349068461372e-12 |
92 | 0.999999999998919 | 2.16237663962537e-12 | 1.08118831981269e-12 |
93 | 0.999999999999177 | 1.64550051523605e-12 | 8.22750257618027e-13 |
94 | 0.999999999999399 | 1.20113922905966e-12 | 6.00569614529832e-13 |
95 | 0.999999999999635 | 7.30440436867741e-13 | 3.6522021843387e-13 |
96 | 0.999999999999842 | 3.15144501836581e-13 | 1.57572250918291e-13 |
97 | 0.999999999999932 | 1.35994372551462e-13 | 6.79971862757311e-14 |
98 | 0.999999999999944 | 1.10965684431389e-13 | 5.54828422156944e-14 |
99 | 0.99999999999996 | 8.03267507736529e-14 | 4.01633753868264e-14 |
100 | 0.999999999999971 | 5.70379427303416e-14 | 2.85189713651708e-14 |
101 | 0.99999999999998 | 4.06250755814053e-14 | 2.03125377907027e-14 |
102 | 0.999999999999987 | 2.54970713566422e-14 | 1.27485356783211e-14 |
103 | 0.999999999999994 | 1.10180310875419e-14 | 5.50901554377095e-15 |
104 | 0.999999999999998 | 3.98708577253702e-15 | 1.99354288626851e-15 |
105 | 0.999999999999999 | 1.52865358599199e-15 | 7.64326792995993e-16 |
106 | 1 | 7.16441546781346e-16 | 3.58220773390673e-16 |
107 | 1 | 3.44859531730638e-16 | 1.72429765865319e-16 |
108 | 1 | 2.00731855992505e-16 | 1.00365927996252e-16 |
109 | 1 | 1.09492287820441e-16 | 5.47461439102204e-17 |
110 | 1 | 1.02777233641524e-16 | 5.13886168207618e-17 |
111 | 1 | 6.43122138478534e-17 | 3.21561069239267e-17 |
112 | 1 | 3.33362414260773e-17 | 1.66681207130386e-17 |
113 | 1 | 2.07974216748759e-17 | 1.0398710837438e-17 |
114 | 1 | 1.45650752770689e-17 | 7.28253763853446e-18 |
115 | 1 | 9.97510469618089e-18 | 4.98755234809045e-18 |
116 | 1 | 5.12604187903136e-18 | 2.56302093951568e-18 |
117 | 1 | 4.66842522165823e-18 | 2.33421261082911e-18 |
118 | 1 | 3.4451404859554e-18 | 1.7225702429777e-18 |
119 | 1 | 1.13826923561744e-18 | 5.6913461780872e-19 |
120 | 1 | 3.51545223252827e-19 | 1.75772611626413e-19 |
121 | 1 | 9.53229915227999e-20 | 4.76614957613999e-20 |
122 | 1 | 3.59683237797401e-20 | 1.798416188987e-20 |
123 | 1 | 1.39909337853386e-20 | 6.99546689266931e-21 |
124 | 1 | 4.73808294457122e-21 | 2.36904147228561e-21 |
125 | 1 | 2.53639373258685e-21 | 1.26819686629342e-21 |
126 | 1 | 1.61287156856605e-21 | 8.06435784283027e-22 |
127 | 1 | 1.29841924234357e-21 | 6.49209621171785e-22 |
128 | 1 | 1.19246273870165e-21 | 5.96231369350827e-22 |
129 | 1 | 1.04321383721896e-21 | 5.21606918609481e-22 |
130 | 1 | 8.92105369591547e-22 | 4.46052684795773e-22 |
131 | 1 | 1.03168971077708e-21 | 5.15844855388542e-22 |
132 | 1 | 1.45920051897321e-21 | 7.29600259486603e-22 |
133 | 1 | 1.80448617706327e-21 | 9.02243088531635e-22 |
134 | 1 | 2.60981034768766e-21 | 1.30490517384383e-21 |
135 | 1 | 3.83664042385044e-21 | 1.91832021192522e-21 |
136 | 1 | 4.00865839000167e-21 | 2.00432919500084e-21 |
137 | 1 | 4.71187908340143e-21 | 2.35593954170071e-21 |
138 | 1 | 7.36426481076954e-21 | 3.68213240538477e-21 |
139 | 1 | 1.12030392935375e-20 | 5.60151964676877e-21 |
140 | 1 | 1.67785959992341e-20 | 8.38929799961707e-21 |
141 | 1 | 2.42088697793653e-20 | 1.21044348896827e-20 |
142 | 1 | 2.79829821936853e-20 | 1.39914910968426e-20 |
143 | 1 | 3.36749352643215e-20 | 1.68374676321608e-20 |
144 | 1 | 4.72227171458621e-20 | 2.3611358572931e-20 |
145 | 1 | 7.55234265677486e-20 | 3.77617132838743e-20 |
146 | 1 | 1.27647168418834e-19 | 6.38235842094172e-20 |
147 | 1 | 2.27995866315831e-19 | 1.13997933157915e-19 |
148 | 1 | 4.08718965027543e-19 | 2.04359482513771e-19 |
149 | 1 | 7.47677299535228e-19 | 3.73838649767614e-19 |
150 | 1 | 1.3348909517196e-18 | 6.67445475859801e-19 |
151 | 1 | 2.39638792806416e-18 | 1.19819396403208e-18 |
152 | 1 | 4.09500780054643e-18 | 2.04750390027321e-18 |
153 | 1 | 7.72199558686778e-18 | 3.86099779343389e-18 |
154 | 1 | 1.45866551339345e-17 | 7.29332756696725e-18 |
155 | 1 | 2.77432391665125e-17 | 1.38716195832562e-17 |
156 | 1 | 5.25207893043386e-17 | 2.62603946521693e-17 |
157 | 1 | 9.73822107372882e-17 | 4.86911053686441e-17 |
158 | 1 | 1.37972233179739e-16 | 6.89861165898696e-17 |
159 | 1 | 1.5965646277363e-16 | 7.98282313868152e-17 |
160 | 1 | 1.25181283780417e-16 | 6.25906418902083e-17 |
161 | 1 | 6.03901068865606e-17 | 3.01950534432803e-17 |
162 | 1 | 4.77267950669139e-17 | 2.3863397533457e-17 |
163 | 1 | 3.52463154266863e-17 | 1.76231577133431e-17 |
164 | 1 | 4.04524248569968e-17 | 2.02262124284984e-17 |
165 | 1 | 6.80294387868376e-17 | 3.40147193934188e-17 |
166 | 1 | 1.3534079088806e-16 | 6.767039544403e-17 |
167 | 1 | 2.6122367705919e-16 | 1.30611838529595e-16 |
168 | 1 | 5.91173209539076e-16 | 2.95586604769538e-16 |
169 | 0.999999999999999 | 1.23581755389463e-15 | 6.17908776947317e-16 |
170 | 0.999999999999999 | 2.3630888990503e-15 | 1.18154444952515e-15 |
171 | 0.999999999999997 | 5.62265279048139e-15 | 2.81132639524069e-15 |
172 | 0.999999999999993 | 1.30149792102836e-14 | 6.50748960514181e-15 |
173 | 0.999999999999984 | 3.14054947302827e-14 | 1.57027473651414e-14 |
174 | 0.999999999999964 | 7.291213992726e-14 | 3.645606996363e-14 |
175 | 0.999999999999919 | 1.62998567557001e-13 | 8.14992837785004e-14 |
176 | 0.999999999999817 | 3.66100774979305e-13 | 1.83050387489652e-13 |
177 | 0.999999999999573 | 8.53568316598731e-13 | 4.26784158299366e-13 |
178 | 0.999999999999007 | 1.98592108281882e-12 | 9.92960541409409e-13 |
179 | 0.999999999998009 | 3.98124419701306e-12 | 1.99062209850653e-12 |
180 | 0.999999999996564 | 6.87203169542311e-12 | 3.43601584771155e-12 |
181 | 0.99999999999263 | 1.47407537063925e-11 | 7.37037685319623e-12 |
182 | 0.999999999982945 | 3.41095103676607e-11 | 1.70547551838303e-11 |
183 | 0.999999999960428 | 7.91430604205065e-11 | 3.95715302102533e-11 |
184 | 0.99999999991341 | 1.73180234148996e-10 | 8.65901170744982e-11 |
185 | 0.999999999827658 | 3.44684407670472e-10 | 1.72342203835236e-10 |
186 | 0.999999999658804 | 6.82392261459255e-10 | 3.41196130729627e-10 |
187 | 0.999999999352533 | 1.29493379614392e-09 | 6.47466898071961e-10 |
188 | 0.999999999078152 | 1.84369536836945e-09 | 9.21847684184725e-10 |
189 | 0.999999998405387 | 3.18922643947731e-09 | 1.59461321973866e-09 |
190 | 0.999999997627338 | 4.74532446105205e-09 | 2.37266223052603e-09 |
191 | 0.999999998001554 | 3.99689196656253e-09 | 1.99844598328126e-09 |
192 | 0.999999996921019 | 6.15796097438557e-09 | 3.07898048719279e-09 |
193 | 0.999999994480338 | 1.10393237756515e-08 | 5.51966188782573e-09 |
194 | 0.999999986625421 | 2.67491573538879e-08 | 1.3374578676944e-08 |
195 | 0.99999997317355 | 5.36528999619169e-08 | 2.68264499809584e-08 |
196 | 0.999999958046472 | 8.39070552215375e-08 | 4.19535276107687e-08 |
197 | 0.999999960648952 | 7.87020965060132e-08 | 3.93510482530066e-08 |
198 | 0.999999954420109 | 9.11597827416007e-08 | 4.55798913708003e-08 |
199 | 0.999999934102917 | 1.31794166749179e-07 | 6.58970833745895e-08 |
200 | 0.999999918289715 | 1.63420569912343e-07 | 8.17102849561717e-08 |
201 | 0.999999846232564 | 3.07534871851339e-07 | 1.53767435925669e-07 |
202 | 0.99999969453964 | 6.10920719996437e-07 | 3.05460359998218e-07 |
203 | 0.99999954166795 | 9.16664100297578e-07 | 4.58332050148789e-07 |
204 | 0.999999575331687 | 8.49336625254206e-07 | 4.24668312627103e-07 |
205 | 0.99999917233357 | 1.65533286077745e-06 | 8.27666430388723e-07 |
206 | 0.999998653884362 | 2.69223127665452e-06 | 1.34611563832726e-06 |
207 | 0.999996962285247 | 6.07542950610381e-06 | 3.0377147530519e-06 |
208 | 0.999992740431256 | 1.45191374872401e-05 | 7.25956874362005e-06 |
209 | 0.999983334837439 | 3.33303251214583e-05 | 1.66651625607292e-05 |
210 | 0.999963421017983 | 7.31579640344101e-05 | 3.6578982017205e-05 |
211 | 0.999919889112433 | 0.000160221775133561 | 8.01108875667804e-05 |
212 | 0.999840001174536 | 0.000319997650927283 | 0.000159998825463641 |
213 | 0.999650551810627 | 0.000698896378746683 | 0.000349448189373341 |
214 | 0.999244377953675 | 0.00151124409265055 | 0.000755622046325274 |
215 | 0.998543659526488 | 0.00291268094702383 | 0.00145634047351191 |
216 | 0.996956563089552 | 0.00608687382089577 | 0.00304343691044789 |
217 | 0.993803335980432 | 0.0123933280391351 | 0.00619666401956757 |
218 | 0.99032592834402 | 0.0193481433119597 | 0.00967407165597984 |
219 | 0.980831149532429 | 0.0383377009351418 | 0.0191688504675709 |
220 | 0.965325635355666 | 0.0693487292886681 | 0.034674364644334 |
221 | 0.940733109606674 | 0.118533780786652 | 0.0592668903933258 |
222 | 0.905687498074672 | 0.188625003850656 | 0.0943125019253279 |
223 | 0.857003520563383 | 0.285992958873234 | 0.142996479436617 |
224 | 0.803832898556068 | 0.392334202887863 | 0.196167101443932 |
225 | 0.713072574978059 | 0.573854850043881 | 0.286927425021941 |
226 | 0.68883886824844 | 0.622322263503119 | 0.31116113175156 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 152 | 0.716981132075472 | NOK |
5% type I error level | 158 | 0.745283018867924 | NOK |
10% type I error level | 164 | 0.773584905660377 | NOK |