Multiple Linear Regression - Estimated Regression Equation |
OLO[t] = + 7.25670779220779 + 0.13046397649969M1[t] + 0.285951762523191M2[t] + 0.292306586270872M3[t] + 0.305161410018553M4[t] + 0.328516233766234M5[t] + 0.315371057513915M6[t] + 0.290725881261596M7[t] + 0.215080705009277M8[t] + 0.203935528756957M9[t] + 0.111790352504638M10[t] + 0.0241451762523192M11[t] -0.0193548237476809t + 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) | 7.25670779220779 | 0.199011 | 36.4639 | 0 | 0 |
M1 | 0.13046397649969 | 0.246512 | 0.5292 | 0.597154 | 0.298577 |
M2 | 0.285951762523191 | 0.24958 | 1.1457 | 0.253107 | 0.126554 |
M3 | 0.292306586270872 | 0.24956 | 1.1713 | 0.242705 | 0.121353 |
M4 | 0.305161410018553 | 0.249541 | 1.2229 | 0.222634 | 0.111317 |
M5 | 0.328516233766234 | 0.249525 | 1.3166 | 0.189307 | 0.094653 |
M6 | 0.315371057513915 | 0.249511 | 1.264 | 0.207537 | 0.103769 |
M7 | 0.290725881261596 | 0.2495 | 1.1652 | 0.245141 | 0.122571 |
M8 | 0.215080705009277 | 0.24949 | 0.8621 | 0.389549 | 0.194774 |
M9 | 0.203935528756957 | 0.249483 | 0.8174 | 0.414534 | 0.207267 |
M10 | 0.111790352504638 | 0.249477 | 0.4481 | 0.654508 | 0.327254 |
M11 | 0.0241451762523192 | 0.249474 | 0.0968 | 0.922983 | 0.461491 |
t | -0.0193548237476809 | 0.000731 | -26.472 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.870184284659823 |
R-squared | 0.757220689268927 |
Adjusted R-squared | 0.744442830809397 |
F-TEST (value) | 59.2603754116691 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 228 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.78890255529537 |
Sum Squared Residuals | 141.899731119357 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 8.64 | 7.36781694495981 | 1.27218305504019 |
2 | 8.89 | 7.50394990723562 | 1.38605009276438 |
3 | 8.87 | 7.49094990723562 | 1.37905009276438 |
4 | 8.81 | 7.48444990723562 | 1.32555009276438 |
5 | 8.87 | 7.48844990723562 | 1.38155009276438 |
6 | 9.06 | 7.45594990723562 | 1.60405009276438 |
7 | 9.12 | 7.41194990723562 | 1.70805009276438 |
8 | 8.66 | 7.31694990723562 | 1.34305009276438 |
9 | 8.17 | 7.28644990723562 | 0.883550092764378 |
10 | 8.04 | 7.17494990723562 | 0.865050092764377 |
11 | 7.71 | 7.06794990723562 | 0.642050092764378 |
12 | 7.55 | 7.02444990723562 | 0.525550092764377 |
13 | 7.52 | 7.13555905998763 | 0.384440940012365 |
14 | 7.38 | 7.27169202226345 | 0.108307977736549 |
15 | 7.52 | 7.25869202226345 | 0.261307977736549 |
16 | 7.31 | 7.25219202226345 | 0.0578079777365485 |
17 | 6.92 | 7.25619202226345 | -0.336192022263451 |
18 | 7.09 | 7.22369202226345 | -0.133692022263451 |
19 | 7.05 | 7.17969202226345 | -0.129692022263451 |
20 | 7.37 | 7.08469202226345 | 0.285307977736549 |
21 | 7.05 | 7.05419202226345 | -0.00419202226345102 |
22 | 6.79 | 6.94269202226345 | -0.152692022263451 |
23 | 6.35 | 6.83569202226345 | -0.485692022263451 |
24 | 6.44 | 6.79219202226345 | -0.35219202226345 |
25 | 6.89 | 6.90330117501546 | -0.0133011750154607 |
26 | 7.16 | 7.03943413729128 | 0.12056586270872 |
27 | 7.46 | 7.02643413729128 | 0.43356586270872 |
28 | 7.91 | 7.01993413729128 | 0.890065862708719 |
29 | 7.86 | 7.02393413729128 | 0.83606586270872 |
30 | 8.02 | 6.99143413729128 | 1.02856586270872 |
31 | 8.38 | 6.94743413729128 | 1.43256586270872 |
32 | 8.5 | 6.85243413729128 | 1.64756586270872 |
33 | 8.4 | 6.82193413729128 | 1.57806586270872 |
34 | 8.24 | 6.71043413729128 | 1.52956586270872 |
35 | 8.33 | 6.60343413729128 | 1.72656586270872 |
36 | 8.28 | 6.55993413729128 | 1.72006586270872 |
37 | 8.15 | 6.67104329004329 | 1.47895670995671 |
38 | 8.06 | 6.80717625231911 | 1.25282374768089 |
39 | 7.79 | 6.79417625231911 | 0.99582374768089 |
40 | 7.28 | 6.78767625231911 | 0.492323747680891 |
41 | 7.52 | 6.79167625231911 | 0.72832374768089 |
42 | 7.23 | 6.75917625231911 | 0.470823747680891 |
43 | 7.13 | 6.71517625231911 | 0.414823747680891 |
44 | 7.21 | 6.62017625231911 | 0.58982374768089 |
45 | 6.99 | 6.58967625231911 | 0.400323747680891 |
46 | 6.77 | 6.47817625231911 | 0.29182374768089 |
47 | 6.69 | 6.37117625231911 | 0.318823747680892 |
48 | 6.39 | 6.32767625231911 | 0.0623237476808908 |
49 | 6.85 | 6.43878540507112 | 0.411214594928881 |
50 | 6.74 | 6.57491836734694 | 0.165081632653061 |
51 | 6.56 | 6.56191836734694 | -0.00191836734693833 |
52 | 6.62 | 6.55541836734694 | 0.0645816326530617 |
53 | 6.71 | 6.55941836734694 | 0.150581632653061 |
54 | 6.67 | 6.52691836734694 | 0.143081632653061 |
55 | 6.54 | 6.48291836734694 | 0.0570816326530616 |
56 | 6.14 | 6.38791836734694 | -0.247918367346939 |
57 | 6.13 | 6.35741836734694 | -0.227418367346939 |
58 | 5.86 | 6.24591836734694 | -0.385918367346938 |
59 | 5.88 | 6.13891836734694 | -0.258918367346938 |
60 | 5.75 | 6.09541836734694 | -0.345418367346938 |
61 | 5.53 | 6.20652752009895 | -0.676527520098947 |
62 | 5.86 | 6.34266048237477 | -0.482660482374768 |
63 | 5.9 | 6.32966048237477 | -0.429660482374767 |
64 | 5.95 | 6.32316048237477 | -0.373160482374768 |
65 | 5.69 | 6.32716048237477 | -0.637160482374768 |
66 | 5.53 | 6.29466048237477 | -0.764660482374768 |
67 | 5.71 | 6.25066048237477 | -0.540660482374768 |
68 | 5.6 | 6.15566048237477 | -0.555660482374768 |
69 | 5.73 | 6.12516048237477 | -0.395160482374767 |
70 | 5.6 | 6.01366048237477 | -0.413660482374768 |
71 | 5.41 | 5.90666048237477 | -0.496660482374768 |
72 | 5.13 | 5.86316048237477 | -0.733160482374768 |
73 | 5 | 5.97426963512678 | -0.974269635126777 |
74 | 5.04 | 6.1104025974026 | -1.0704025974026 |
75 | 5.1 | 6.0974025974026 | -0.997402597402598 |
76 | 4.96 | 6.0909025974026 | -1.1309025974026 |
77 | 4.9 | 6.0949025974026 | -1.1949025974026 |
78 | 4.8 | 6.0624025974026 | -1.2624025974026 |
79 | 4.48 | 6.0184025974026 | -1.5384025974026 |
80 | 4.29 | 5.9234025974026 | -1.6334025974026 |
81 | 4.27 | 5.8929025974026 | -1.6229025974026 |
82 | 4.18 | 5.7814025974026 | -1.6014025974026 |
83 | 4.02 | 5.6744025974026 | -1.6544025974026 |
84 | 3.82 | 5.6309025974026 | -1.8109025974026 |
85 | 4.13 | 5.74201175015461 | -1.61201175015461 |
86 | 4.16 | 5.87814471243043 | -1.71814471243043 |
87 | 3.98 | 5.86514471243043 | -1.88514471243043 |
88 | 4.26 | 5.85864471243043 | -1.59864471243043 |
89 | 4.7 | 5.86264471243043 | -1.16264471243043 |
90 | 4.96 | 5.83014471243043 | -0.870144712430427 |
91 | 5.13 | 5.78614471243043 | -0.656144712430427 |
92 | 5.35 | 5.69114471243043 | -0.341144712430427 |
93 | 5.41 | 5.66064471243043 | -0.250644712430426 |
94 | 5.42 | 5.54914471243043 | -0.129144712430426 |
95 | 5.51 | 5.44214471243043 | 0.0678552875695735 |
96 | 5.75 | 5.39864471243043 | 0.351355287569574 |
97 | 5.67 | 5.50975386518244 | 0.160246134817564 |
98 | 5.46 | 5.64588682745826 | -0.185886827458256 |
99 | 5.56 | 5.63288682745826 | -0.0728868274582564 |
100 | 5.56 | 5.62638682745826 | -0.0663868274582564 |
101 | 5.54 | 5.63038682745826 | -0.0903868274582559 |
102 | 5.53 | 5.59788682745826 | -0.0678868274582559 |
103 | 5.65 | 5.55388682745826 | 0.0961131725417444 |
104 | 5.58 | 5.45888682745826 | 0.121113172541744 |
105 | 5.57 | 5.42838682745826 | 0.141613172541745 |
106 | 5.36 | 5.31688682745826 | 0.0431131725417446 |
107 | 5.23 | 5.20988682745826 | 0.0201131725417449 |
108 | 5.11 | 5.16638682745826 | -0.0563868274582553 |
109 | 5.07 | 5.27749598021027 | -0.207495980210265 |
110 | 5.04 | 5.41362894248609 | -0.373628942486085 |
111 | 5.34 | 5.40062894248608 | -0.0606289424860854 |
112 | 5.43 | 5.39412894248608 | 0.0358710575139143 |
113 | 5.31 | 5.39812894248609 | -0.0881289424860856 |
114 | 5.12 | 5.36562894248609 | -0.245628942486085 |
115 | 4.97 | 5.32162894248609 | -0.351628942486085 |
116 | 5 | 5.22662894248608 | -0.226628942486085 |
117 | 4.64 | 5.19612894248609 | -0.556128942486085 |
118 | 4.8 | 5.08462894248609 | -0.284628942486085 |
119 | 5.1 | 4.97762894248608 | 0.122371057513915 |
120 | 5.11 | 4.93412894248609 | 0.175871057513915 |
121 | 5.12 | 5.04523809523809 | 0.0747619047619055 |
122 | 5.36 | 5.18137105751391 | 0.178628942486085 |
123 | 5.26 | 5.16837105751392 | 0.0916289424860851 |
124 | 5.27 | 5.16187105751391 | 0.108128942486085 |
125 | 5.1 | 5.16587105751391 | -0.065871057513915 |
126 | 4.94 | 5.13337105751391 | -0.193371057513914 |
127 | 4.68 | 5.08937105751391 | -0.409371057513915 |
128 | 4.41 | 4.99437105751391 | -0.584371057513914 |
129 | 4.6 | 4.96387105751391 | -0.363871057513915 |
130 | 4.53 | 4.85237105751391 | -0.322371057513914 |
131 | 4.18 | 4.74537105751391 | -0.565371057513914 |
132 | 4 | 4.70187105751391 | -0.701871057513914 |
133 | 3.87 | 4.81298021026592 | -0.942980210265924 |
134 | 4.09 | 4.94911317254174 | -0.859113172541744 |
135 | 4.13 | 4.93611317254174 | -0.806113172541744 |
136 | 3.74 | 4.92961317254174 | -1.18961317254174 |
137 | 3.81 | 4.93361317254174 | -1.12361317254174 |
138 | 4.11 | 4.90111317254174 | -0.791113172541744 |
139 | 4.14 | 4.85711317254174 | -0.717113172541744 |
140 | 3.99 | 4.76211317254174 | -0.772113172541744 |
141 | 4.28 | 4.73161317254174 | -0.451613172541743 |
142 | 4.37 | 4.62011317254174 | -0.250113172541743 |
143 | 4.24 | 4.51311317254174 | -0.273113172541743 |
144 | 4.19 | 4.46961317254174 | -0.279613172541743 |
145 | 4.01 | 4.58072232529375 | -0.570722325293753 |
146 | 3.95 | 4.71685528756957 | -0.766855287569573 |
147 | 4.3 | 4.70385528756957 | -0.403855287569573 |
148 | 4.37 | 4.69735528756957 | -0.327355287569573 |
149 | 4.4 | 4.70135528756957 | -0.301355287569573 |
150 | 4.29 | 4.66885528756957 | -0.378855287569573 |
151 | 4.12 | 4.62485528756957 | -0.504855287569573 |
152 | 4.07 | 4.52985528756957 | -0.459855287569573 |
153 | 3.93 | 4.49935528756957 | -0.569355287569573 |
154 | 3.79 | 4.38785528756957 | -0.597855287569573 |
155 | 3.67 | 4.28085528756957 | -0.610855287569574 |
156 | 3.53 | 4.23735528756957 | -0.707355287569574 |
157 | 3.69 | 4.34846444032158 | -0.658464440321583 |
158 | 3.69 | 4.4845974025974 | -0.794597402597403 |
159 | 3.48 | 4.4715974025974 | -0.991597402597402 |
160 | 3.31 | 4.4650974025974 | -1.1550974025974 |
161 | 3.16 | 4.4690974025974 | -1.3090974025974 |
162 | 3.25 | 4.4365974025974 | -1.1865974025974 |
163 | 3.14 | 4.3925974025974 | -1.2525974025974 |
164 | 3.19 | 4.2975974025974 | -1.1075974025974 |
165 | 3.43 | 4.2670974025974 | -0.837097402597404 |
166 | 3.45 | 4.1555974025974 | -0.705597402597404 |
167 | 3.31 | 4.0485974025974 | -0.738597402597403 |
168 | 3.51 | 4.0050974025974 | -0.495097402597403 |
169 | 3.53 | 4.11620655534941 | -0.586206555349412 |
170 | 3.83 | 4.25233951762523 | -0.422339517625232 |
171 | 4.02 | 4.23933951762523 | -0.219339517625232 |
172 | 3.99 | 4.23283951762523 | -0.242839517625231 |
173 | 4.11 | 4.23683951762523 | -0.126839517625232 |
174 | 3.96 | 4.20433951762523 | -0.244339517625232 |
175 | 3.83 | 4.16033951762523 | -0.330339517625232 |
176 | 3.71 | 4.06533951762523 | -0.355339517625232 |
177 | 3.81 | 4.03483951762523 | -0.224839517625232 |
178 | 3.73 | 3.92333951762523 | -0.193339517625232 |
179 | 3.99 | 3.81633951762523 | 0.173660482374768 |
180 | 4.17 | 3.77283951762523 | 0.397160482374768 |
181 | 4 | 3.88394867037724 | 0.116051329622759 |
182 | 4.1 | 4.02008163265306 | 0.0799183673469382 |
183 | 4.24 | 4.00708163265306 | 0.232918367346939 |
184 | 4.45 | 4.00058163265306 | 0.449418367346939 |
185 | 4.62 | 4.00458163265306 | 0.615418367346939 |
186 | 4.49 | 3.97208163265306 | 0.517918367346939 |
187 | 4.45 | 3.92808163265306 | 0.521918367346939 |
188 | 4.49 | 3.83308163265306 | 0.656918367346939 |
189 | 4.36 | 3.80258163265306 | 0.557418367346939 |
190 | 4.32 | 3.69108163265306 | 0.628918367346939 |
191 | 4.45 | 3.58408163265306 | 0.865918367346939 |
192 | 4.13 | 3.54058163265306 | 0.589418367346939 |
193 | 4.14 | 3.65169078540507 | 0.488309214594929 |
194 | 4.3 | 3.78782374768089 | 0.512176252319109 |
195 | 4.42 | 3.77482374768089 | 0.64517625231911 |
196 | 4.67 | 3.76832374768089 | 0.901676252319109 |
197 | 4.96 | 3.77232374768089 | 1.18767625231911 |
198 | 4.73 | 3.73982374768089 | 0.990176252319109 |
199 | 4.52 | 3.69582374768089 | 0.824176252319109 |
200 | 4.36 | 3.60082374768089 | 0.75917625231911 |
201 | 4.15 | 3.57032374768089 | 0.57967625231911 |
202 | 3.92 | 3.45882374768089 | 0.46117625231911 |
203 | 3.88 | 3.35182374768089 | 0.528176252319109 |
204 | 4.2 | 3.30832374768089 | 0.89167625231911 |
205 | 3.95 | 3.4194329004329 | 0.530567099567101 |
206 | 3.78 | 3.55556586270872 | 0.22443413729128 |
207 | 3.69 | 3.54256586270872 | 0.147434137291281 |
208 | 3.77 | 3.53606586270872 | 0.23393413729128 |
209 | 3.66 | 3.54006586270872 | 0.11993413729128 |
210 | 3.53 | 3.50756586270872 | 0.0224341372912799 |
211 | 3.5 | 3.46356586270872 | 0.03643413729128 |
212 | 3.14 | 3.36856586270872 | -0.228565862708721 |
213 | 3.42 | 3.33806586270872 | 0.0819341372912789 |
214 | 3.3 | 3.22656586270872 | 0.0734341372912789 |
215 | 2.81 | 3.11956586270872 | -0.309565862708721 |
216 | 3.15 | 3.07606586270872 | 0.0739341372912797 |
217 | 3.37 | 3.18717501546073 | 0.182824984539272 |
218 | 4.05 | 3.32330797773655 | 0.72669202226345 |
219 | 4 | 3.31030797773655 | 0.689692022263451 |
220 | 4.2 | 3.30380797773655 | 0.896192022263451 |
221 | 4.21 | 3.30780797773655 | 0.902192022263451 |
222 | 4.24 | 3.27530797773655 | 0.964692022263451 |
223 | 4.24 | 3.23130797773655 | 1.00869202226345 |
224 | 4.17 | 3.13630797773655 | 1.03369202226345 |
225 | 4.12 | 3.10580797773655 | 1.01419202226345 |
226 | 4.35 | 2.99430797773655 | 1.35569202226345 |
227 | 3.98 | 2.88730797773655 | 1.09269202226345 |
228 | 3.62 | 2.84380797773655 | 0.776192022263451 |
229 | 4.39 | 2.95491713048856 | 1.43508286951144 |
230 | 5.01 | 3.09105009276438 | 1.91894990723562 |
231 | 4.07 | 3.07805009276438 | 0.991949907235622 |
232 | 3.7 | 3.07155009276438 | 0.628449907235622 |
233 | 3.59 | 3.07555009276438 | 0.514449907235621 |
234 | 3.44 | 3.04305009276438 | 0.396949907235621 |
235 | 3.33 | 2.99905009276438 | 0.330949907235621 |
236 | 2.98 | 2.90405009276438 | 0.0759499072356204 |
237 | 3.14 | 2.87355009276438 | 0.26644990723562 |
238 | 2.55 | 2.76205009276438 | -0.212050092764379 |
239 | 2.49 | 2.65505009276438 | -0.165050092764379 |
240 | 2.53 | 2.61155009276438 | -0.0815500927643796 |
241 | 2.43 | 2.72265924551639 | -0.292659245516388 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.00690481331659063 | 0.0138096266331813 | 0.993095186683409 |
17 | 0.0121995812734426 | 0.0243991625468851 | 0.987800418726557 |
18 | 0.00800287577065083 | 0.0160057515413017 | 0.991997124229349 |
19 | 0.00541376201080029 | 0.0108275240216006 | 0.9945862379892 |
20 | 0.0024606206257559 | 0.0049212412515118 | 0.997539379374244 |
21 | 0.00155231889713006 | 0.00310463779426012 | 0.99844768110287 |
22 | 0.000642222307480126 | 0.00128444461496025 | 0.99935777769252 |
23 | 0.000214924039768499 | 0.000429848079536998 | 0.999785075960231 |
24 | 0.000111051764919645 | 0.00022210352983929 | 0.99988894823508 |
25 | 0.000804838486983346 | 0.00160967697396669 | 0.999195161513017 |
26 | 0.00259329643181232 | 0.00518659286362463 | 0.997406703568188 |
27 | 0.00685514857979382 | 0.0137102971595876 | 0.993144851420206 |
28 | 0.0352284754042135 | 0.070456950808427 | 0.964771524595787 |
29 | 0.0844760378767154 | 0.168952075753431 | 0.915523962123285 |
30 | 0.13147904544391 | 0.262958090887819 | 0.86852095455609 |
31 | 0.236833365209653 | 0.473666730419306 | 0.763166634790347 |
32 | 0.386492953283983 | 0.772985906567965 | 0.613507046716017 |
33 | 0.582576138113347 | 0.834847723773307 | 0.417423861886653 |
34 | 0.731457446800955 | 0.53708510639809 | 0.268542553199045 |
35 | 0.891798292840952 | 0.216403414318096 | 0.108201707159048 |
36 | 0.960461771147039 | 0.0790764577059229 | 0.0395382288529615 |
37 | 0.975047285354662 | 0.0499054292906764 | 0.0249527146453382 |
38 | 0.980191277689958 | 0.0396174446200835 | 0.0198087223100418 |
39 | 0.980499565935324 | 0.0390008681293515 | 0.0195004340646758 |
40 | 0.978166786271315 | 0.0436664274573703 | 0.0218332137286851 |
41 | 0.976659761658439 | 0.0466804766831224 | 0.0233402383415612 |
42 | 0.975224621036256 | 0.0495507579274875 | 0.0247753789637438 |
43 | 0.975771590375825 | 0.0484568192483506 | 0.0242284096241753 |
44 | 0.97723664162554 | 0.0455267167489195 | 0.0227633583744597 |
45 | 0.976182485259478 | 0.0476350294810443 | 0.0238175147405221 |
46 | 0.974517990189722 | 0.0509640196205553 | 0.0254820098102777 |
47 | 0.972151407980772 | 0.0556971840384553 | 0.0278485920192277 |
48 | 0.969460283295648 | 0.0610794334087049 | 0.0305397167043524 |
49 | 0.969631186423682 | 0.0607376271526365 | 0.0303688135763182 |
50 | 0.968032339043414 | 0.0639353219131726 | 0.0319676609565863 |
51 | 0.967340832195551 | 0.0653183356088972 | 0.0326591678044486 |
52 | 0.965254623603677 | 0.0694907527926469 | 0.0347453763963234 |
53 | 0.963136350332711 | 0.0737272993345786 | 0.0368636496672893 |
54 | 0.962306993852351 | 0.075386012295299 | 0.0376930061476495 |
55 | 0.963286515770428 | 0.0734269684591441 | 0.0367134842295721 |
56 | 0.968318792538309 | 0.0633624149233814 | 0.0316812074616907 |
57 | 0.967220581993112 | 0.0655588360137754 | 0.0327794180068877 |
58 | 0.965493383774409 | 0.0690132324511823 | 0.0345066162255911 |
59 | 0.961520024689118 | 0.076959950621765 | 0.0384799753108825 |
60 | 0.956436658249682 | 0.0871266835006366 | 0.0435633417503183 |
61 | 0.957910796740298 | 0.0841784065194045 | 0.0420892032597023 |
62 | 0.95319008378677 | 0.0936198324264596 | 0.0468099162132298 |
63 | 0.94758110026078 | 0.104837799478441 | 0.0524188997392204 |
64 | 0.940402384629099 | 0.119195230741801 | 0.0595976153709005 |
65 | 0.933804915017855 | 0.13239016996429 | 0.0661950849821449 |
66 | 0.930759646661542 | 0.138480706676915 | 0.0692403533384577 |
67 | 0.924946637648768 | 0.150106724702464 | 0.0750533623512321 |
68 | 0.919379774926215 | 0.161240450147569 | 0.0806202250737845 |
69 | 0.908368621243303 | 0.183262757513395 | 0.0916313787566975 |
70 | 0.894982011429939 | 0.210035977140122 | 0.105017988570061 |
71 | 0.878832223158219 | 0.242335553683563 | 0.121167776841781 |
72 | 0.859776269557677 | 0.280447460884645 | 0.140223730442322 |
73 | 0.846315125835758 | 0.307369748328485 | 0.153684874164242 |
74 | 0.833269596688241 | 0.333460806623518 | 0.166730403311759 |
75 | 0.81548592391344 | 0.36902815217312 | 0.18451407608656 |
76 | 0.801548276902271 | 0.396903446195457 | 0.198451723097729 |
77 | 0.787589065736503 | 0.424821868526994 | 0.212410934263497 |
78 | 0.778908060316418 | 0.442183879367164 | 0.221091939683582 |
79 | 0.802689617143611 | 0.394620765712777 | 0.197310382856389 |
80 | 0.833812215043497 | 0.332375569913006 | 0.166187784956503 |
81 | 0.850976860651715 | 0.29804627869657 | 0.149023139348285 |
82 | 0.860930281345806 | 0.278139437308388 | 0.139069718654194 |
83 | 0.873221995113858 | 0.253556009772284 | 0.126778004886142 |
84 | 0.895859830060996 | 0.208280339878008 | 0.104140169939004 |
85 | 0.898336217085803 | 0.203327565828394 | 0.101663782914197 |
86 | 0.909434614398416 | 0.181130771203167 | 0.0905653856015836 |
87 | 0.931386191073089 | 0.137227617853823 | 0.0686138089269113 |
88 | 0.935857892876004 | 0.128284214247991 | 0.0641421071239957 |
89 | 0.928952909559605 | 0.142094180880789 | 0.0710470904403945 |
90 | 0.920200660950392 | 0.159598678099215 | 0.0797993390496075 |
91 | 0.912872271005951 | 0.174255457988099 | 0.0871277289940495 |
92 | 0.916795002197617 | 0.166409995604766 | 0.0832049978023828 |
93 | 0.927637249692793 | 0.144725500614413 | 0.0723627503072067 |
94 | 0.943691059276841 | 0.112617881446318 | 0.0563089407231589 |
95 | 0.964432377978334 | 0.0711352440433327 | 0.0355676220216664 |
96 | 0.985872068779721 | 0.0282558624405581 | 0.014127931220279 |
97 | 0.992867166044584 | 0.0142656679108328 | 0.00713283395541641 |
98 | 0.994269138834218 | 0.0114617223315631 | 0.00573086116578154 |
99 | 0.99579756924304 | 0.00840486151391923 | 0.00420243075695961 |
100 | 0.996845093421459 | 0.00630981315708243 | 0.00315490657854122 |
101 | 0.997483684505073 | 0.00503263098985444 | 0.00251631549492722 |
102 | 0.997951481354183 | 0.00409703729163385 | 0.00204851864581693 |
103 | 0.998614079373899 | 0.00277184125220269 | 0.00138592062610134 |
104 | 0.999090321431563 | 0.00181935713687437 | 0.000909678568437186 |
105 | 0.999433349664754 | 0.00113330067049264 | 0.000566650335246321 |
106 | 0.999589937560018 | 0.000820124879964676 | 0.000410062439982338 |
107 | 0.999692048927698 | 0.000615902144603819 | 0.00030795107230191 |
108 | 0.999742476027631 | 0.0005150479447387 | 0.00025752397236935 |
109 | 0.999750245240483 | 0.000499509519033812 | 0.000249754759516906 |
110 | 0.999708228956912 | 0.000583542086175872 | 0.000291771043087936 |
111 | 0.999750832180349 | 0.000498335639302678 | 0.000249167819651339 |
112 | 0.999812883432331 | 0.000374233135337614 | 0.000187116567668807 |
113 | 0.999830899419594 | 0.000338201160811751 | 0.000169100580405875 |
114 | 0.999815581446389 | 0.00036883710722208 | 0.00018441855361104 |
115 | 0.999779722026061 | 0.000440555947878466 | 0.000220277973939233 |
116 | 0.999770873622896 | 0.000458252754207828 | 0.000229126377103914 |
117 | 0.999688472939062 | 0.000623054121875093 | 0.000311527060937547 |
118 | 0.999649101319579 | 0.00070179736084128 | 0.00035089868042064 |
119 | 0.999771110023364 | 0.000457779953272063 | 0.000228889976636031 |
120 | 0.999866030977793 | 0.000267938044414634 | 0.000133969022207317 |
121 | 0.99991702030541 | 0.000165959389180374 | 8.29796945901871e-05 |
122 | 0.999951985325238 | 9.60293495248286e-05 | 4.80146747624143e-05 |
123 | 0.999968660494066 | 6.26790118676251e-05 | 3.13395059338125e-05 |
124 | 0.999980929595294 | 3.81408094124999e-05 | 1.90704047062499e-05 |
125 | 0.999984084732669 | 3.1830534661771e-05 | 1.59152673308855e-05 |
126 | 0.9999843095145 | 3.13809710004018e-05 | 1.56904855002009e-05 |
127 | 0.999980706644734 | 3.85867105324084e-05 | 1.92933552662042e-05 |
128 | 0.999973494324888 | 5.30113502248294e-05 | 2.65056751124147e-05 |
129 | 0.999968556700685 | 6.28865986295291e-05 | 3.14432993147645e-05 |
130 | 0.999964425067242 | 7.11498655157313e-05 | 3.55749327578656e-05 |
131 | 0.999950779247673 | 9.84415046539009e-05 | 4.92207523269505e-05 |
132 | 0.999927170822926 | 0.000145658354148149 | 7.28291770740746e-05 |
133 | 0.999892385495302 | 0.00021522900939561 | 0.000107614504697805 |
134 | 0.99984465444682 | 0.00031069110636027 | 0.000155345553180135 |
135 | 0.999773758582426 | 0.000452482835148052 | 0.000226241417574026 |
136 | 0.999731229647322 | 0.000537540705355729 | 0.000268770352677865 |
137 | 0.999671428541793 | 0.00065714291641463 | 0.000328571458207315 |
138 | 0.999530451438746 | 0.000939097122508948 | 0.000469548561254474 |
139 | 0.999332473462758 | 0.00133505307448379 | 0.000667526537241894 |
140 | 0.999056253073998 | 0.00188749385200367 | 0.000943746926001836 |
141 | 0.998782503597209 | 0.00243499280558138 | 0.00121749640279069 |
142 | 0.99864833042869 | 0.00270333914262071 | 0.00135166957131035 |
143 | 0.998477018786341 | 0.00304596242731856 | 0.00152298121365928 |
144 | 0.998239547429461 | 0.00352090514107811 | 0.00176045257053905 |
145 | 0.997660139816909 | 0.00467972036618289 | 0.00233986018309145 |
146 | 0.996971066803634 | 0.00605786639273142 | 0.00302893319636571 |
147 | 0.99615170395016 | 0.00769659209967916 | 0.00384829604983958 |
148 | 0.995275163790022 | 0.00944967241995697 | 0.00472483620997848 |
149 | 0.994265587051899 | 0.0114688258962016 | 0.00573441294810081 |
150 | 0.992855308528438 | 0.0142893829431249 | 0.00714469147156244 |
151 | 0.990794486636187 | 0.0184110267276253 | 0.00920551336381266 |
152 | 0.988441005850553 | 0.0231179882988934 | 0.0115589941494467 |
153 | 0.985098351686759 | 0.0298032966264817 | 0.0149016483132409 |
154 | 0.980870277154846 | 0.0382594456903089 | 0.0191297228451545 |
155 | 0.975615373674105 | 0.0487692526517897 | 0.0243846263258949 |
156 | 0.969554407258513 | 0.0608911854829741 | 0.030445592741487 |
157 | 0.962075893019082 | 0.075848213961835 | 0.0379241069809175 |
158 | 0.958613483847485 | 0.0827730323050294 | 0.0413865161525147 |
159 | 0.957485443082585 | 0.0850291138348297 | 0.0425145569174148 |
160 | 0.963471351491595 | 0.0730572970168104 | 0.0365286485084052 |
161 | 0.976025675087609 | 0.0479486498247818 | 0.0239743249123909 |
162 | 0.981820621469848 | 0.0363587570603035 | 0.0181793785301518 |
163 | 0.987714300674419 | 0.0245713986511626 | 0.0122856993255813 |
164 | 0.990080486660813 | 0.0198390266783743 | 0.00991951333918716 |
165 | 0.99051047650481 | 0.0189790469903796 | 0.00948952349518982 |
166 | 0.990007115384175 | 0.0199857692316507 | 0.00999288461582537 |
167 | 0.990088226007139 | 0.0198235479857211 | 0.00991177399286055 |
168 | 0.989422943046099 | 0.0211541139078013 | 0.0105770569539007 |
169 | 0.989351215064405 | 0.021297569871189 | 0.0106487849355945 |
170 | 0.991394248292936 | 0.0172115034141274 | 0.0086057517070637 |
171 | 0.991078527870068 | 0.0178429442598648 | 0.0089214721299324 |
172 | 0.991565436947554 | 0.0168691261048922 | 0.00843456305244611 |
173 | 0.99198199275411 | 0.0160360144917807 | 0.00801800724589037 |
174 | 0.992405061307065 | 0.0151898773858697 | 0.00759493869293486 |
175 | 0.993224786882036 | 0.013550426235928 | 0.006775213117964 |
176 | 0.993750427972968 | 0.0124991440540639 | 0.00624957202703193 |
177 | 0.994074016662957 | 0.0118519666740851 | 0.00592598333704255 |
178 | 0.994188817114559 | 0.0116223657708827 | 0.00581118288544135 |
179 | 0.993246830453905 | 0.0135063390921906 | 0.00675316954609531 |
180 | 0.992445805730971 | 0.0151083885380576 | 0.00755419426902881 |
181 | 0.991570438143057 | 0.0168591237138867 | 0.00842956185694337 |
182 | 0.993412948350563 | 0.0131741032988742 | 0.00658705164943712 |
183 | 0.993067391184284 | 0.0138652176314321 | 0.00693260881571605 |
184 | 0.992529726263982 | 0.0149405474720351 | 0.00747027373601756 |
185 | 0.991928618293028 | 0.0161427634139441 | 0.00807138170697204 |
186 | 0.990793921596756 | 0.0184121568064881 | 0.00920607840324405 |
187 | 0.989256662185423 | 0.0214866756291534 | 0.0107433378145767 |
188 | 0.987732276844905 | 0.0245354463101901 | 0.012267723155095 |
189 | 0.985300678435162 | 0.0293986431296761 | 0.0146993215648381 |
190 | 0.982643230659601 | 0.0347135386807981 | 0.017356769340399 |
191 | 0.98314221103371 | 0.0337155779325805 | 0.0168577889662902 |
192 | 0.97946485845463 | 0.0410702830907398 | 0.0205351415453699 |
193 | 0.974316978013702 | 0.0513660439725965 | 0.0256830219862983 |
194 | 0.972145768443674 | 0.0557084631126513 | 0.0278542315563257 |
195 | 0.965860073701149 | 0.0682798525977019 | 0.0341399262988509 |
196 | 0.961364501225338 | 0.0772709975493235 | 0.0386354987746618 |
197 | 0.96508062166351 | 0.0698387566729806 | 0.0349193783364903 |
198 | 0.964061974016616 | 0.0718760519667681 | 0.035938025983384 |
199 | 0.958854768982186 | 0.0822904620356286 | 0.0411452310178143 |
200 | 0.954818045734017 | 0.0903639085319653 | 0.0451819542659826 |
201 | 0.942861507049384 | 0.114276985901233 | 0.0571384929506164 |
202 | 0.92645344055764 | 0.147093118884719 | 0.0735465594423596 |
203 | 0.913728928833567 | 0.172542142332866 | 0.0862710711664328 |
204 | 0.921726264632151 | 0.156547470735698 | 0.0782737353678488 |
205 | 0.904258464255378 | 0.191483071489244 | 0.0957415357446222 |
206 | 0.907209712076101 | 0.185580575847797 | 0.0927902879238985 |
207 | 0.88920265446874 | 0.221594691062521 | 0.11079734553126 |
208 | 0.862514027258464 | 0.274971945483072 | 0.137485972741536 |
209 | 0.834954874871712 | 0.330090250256576 | 0.165045125128288 |
210 | 0.810750726970214 | 0.378498546059573 | 0.189249273029786 |
211 | 0.786456140755662 | 0.427087718488676 | 0.213543859244338 |
212 | 0.783965479885097 | 0.432069040229805 | 0.216034520114903 |
213 | 0.766360353930105 | 0.467279292139791 | 0.233639646069895 |
214 | 0.75159513252401 | 0.49680973495198 | 0.24840486747599 |
215 | 0.804868320437267 | 0.390263359125466 | 0.195131679562733 |
216 | 0.805852718660391 | 0.388294562679219 | 0.194147281339609 |
217 | 0.86497114921537 | 0.27005770156926 | 0.13502885078463 |
218 | 0.981840907297583 | 0.0363181854048345 | 0.0181590927024173 |
219 | 0.993880253290222 | 0.0122394934195553 | 0.00611974670977763 |
220 | 0.993793557027299 | 0.012412885945403 | 0.00620644297270148 |
221 | 0.993205028314724 | 0.0135899433705524 | 0.00679497168527622 |
222 | 0.990307804721777 | 0.0193843905564469 | 0.00969219527822345 |
223 | 0.984660782462637 | 0.0306784350747269 | 0.0153392175373635 |
224 | 0.961919396197521 | 0.0761612076049586 | 0.0380806038024793 |
225 | 0.947625594476387 | 0.104748811047227 | 0.0523744055236134 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 57 | 0.271428571428571 | NOK |
5% type I error level | 119 | 0.566666666666667 | NOK |
10% type I error level | 153 | 0.728571428571429 | NOK |