| Multiple Linear Regression - Estimated Regression Equation |
| status[t] = + 1.94199 + 0.191864spread1[t] + 0.570894spread2[t] -1.93909NHR[t] -0.0145995HNR[t] + 0.354748DFA[t] -0.00116192t + 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) | 1.94199 | 0.530871 | 3.658 | 0.000329825 | 0.000164912 |
| spread1 | 0.191864 | 0.0379164 | 5.06 | 9.92675e-07 | 4.96338e-07 |
| spread2 | 0.570894 | 0.397046 | 1.438 | 0.152138 | 0.0760692 |
| NHR | -1.93909 | 0.909844 | -2.131 | 0.0343689 | 0.0171844 |
| HNR | -0.0145995 | 0.00938043 | -1.556 | 0.1213 | 0.0606499 |
| DFA | 0.354748 | 0.498959 | 0.711 | 0.47798 | 0.23899 |
| t | -0.00116192 | 0.000482679 | -2.407 | 0.0170408 | 0.00852038 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.615947 |
| R-squared | 0.379391 |
| Adjusted R-squared | 0.359584 |
| F-TEST (value) | 19.1547 |
| F-TEST (DF numerator) | 6 |
| F-TEST (DF denominator) | 188 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.345615 |
| Sum Squared Residuals | 22.4565 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1 | 1.10879 | -0.108793 |
| 2 | 1 | 1.32406 | -0.32406 |
| 3 | 1 | 1.22956 | -0.22956 |
| 4 | 1 | 1.3011 | -0.301101 |
| 5 | 1 | 1.322 | -0.322 |
| 6 | 1 | 1.24862 | -0.248616 |
| 7 | 1 | 0.895919 | 0.104081 |
| 8 | 1 | 0.725728 | 0.274272 |
| 9 | 1 | 0.998895 | 0.00110525 |
| 10 | 1 | 1.09915 | -0.0991452 |
| 11 | 1 | 1.08961 | -0.0896085 |
| 12 | 1 | 1.1303 | -0.130303 |
| 13 | 1 | 0.600917 | 0.399083 |
| 14 | 1 | 0.837956 | 0.162044 |
| 15 | 1 | 0.725837 | 0.274163 |
| 16 | 1 | 0.86852 | 0.13148 |
| 17 | 1 | 0.881977 | 0.118023 |
| 18 | 1 | 1.46735 | -0.467354 |
| 19 | 1 | 1.30821 | -0.308211 |
| 20 | 1 | 1.16683 | -0.166831 |
| 21 | 1 | 1.20042 | -0.200415 |
| 22 | 1 | 0.984407 | 0.0155935 |
| 23 | 1 | 1.12244 | -0.122435 |
| 24 | 1 | 0.936947 | 0.0630532 |
| 25 | 1 | 0.850224 | 0.149776 |
| 26 | 1 | 0.861617 | 0.138383 |
| 27 | 1 | 0.70966 | 0.29034 |
| 28 | 1 | 0.683404 | 0.316596 |
| 29 | 1 | 0.549403 | 0.450597 |
| 30 | 1 | 0.612982 | 0.387018 |
| 31 | 0 | 0.462986 | -0.462986 |
| 32 | 0 | 0.338043 | -0.338043 |
| 33 | 0 | 0.458025 | -0.458025 |
| 34 | 0 | 0.312585 | -0.312585 |
| 35 | 0 | 0.245942 | -0.245942 |
| 36 | 0 | 0.302659 | -0.302659 |
| 37 | 1 | 0.769566 | 0.230434 |
| 38 | 1 | 0.764657 | 0.235343 |
| 39 | 1 | 0.656929 | 0.343071 |
| 40 | 1 | 0.775187 | 0.224813 |
| 41 | 1 | 0.609302 | 0.390698 |
| 42 | 1 | 0.456026 | 0.543974 |
| 43 | 0 | 0.4315 | -0.4315 |
| 44 | 0 | 0.551796 | -0.551796 |
| 45 | 0 | 0.434057 | -0.434057 |
| 46 | 0 | 0.456551 | -0.456551 |
| 47 | 0 | 0.442931 | -0.442931 |
| 48 | 0 | 0.422169 | -0.422169 |
| 49 | 0 | 0.707494 | -0.707494 |
| 50 | 0 | 0.685468 | -0.685468 |
| 51 | 0 | 0.651055 | -0.651055 |
| 52 | 0 | 0.659961 | -0.659961 |
| 53 | 0 | 0.551305 | -0.551305 |
| 54 | 0 | 0.619671 | -0.619671 |
| 55 | 1 | 1.06682 | -0.066816 |
| 56 | 1 | 1.13399 | -0.133987 |
| 57 | 1 | 1.12006 | -0.120064 |
| 58 | 1 | 1.09979 | -0.0997904 |
| 59 | 1 | 1.10778 | -0.107776 |
| 60 | 1 | 1.0661 | -0.0660995 |
| 61 | 0 | 0.409407 | -0.409407 |
| 62 | 0 | 0.375858 | -0.375858 |
| 63 | 0 | 0.449204 | -0.449204 |
| 64 | 0 | 0.344657 | -0.344657 |
| 65 | 0 | 0.308165 | -0.308165 |
| 66 | 0 | 0.340903 | -0.340903 |
| 67 | 1 | 0.883622 | 0.116378 |
| 68 | 1 | 0.87419 | 0.12581 |
| 69 | 1 | 0.690184 | 0.309816 |
| 70 | 1 | 0.622226 | 0.377774 |
| 71 | 1 | 0.765405 | 0.234595 |
| 72 | 1 | 0.911303 | 0.0886965 |
| 73 | 1 | 0.82006 | 0.17994 |
| 74 | 1 | 0.912105 | 0.0878948 |
| 75 | 1 | 0.859419 | 0.140581 |
| 76 | 1 | 0.891951 | 0.108049 |
| 77 | 1 | 0.8606 | 0.1394 |
| 78 | 1 | 0.86456 | 0.13544 |
| 79 | 1 | 0.947819 | 0.0521808 |
| 80 | 1 | 1.01486 | -0.0148616 |
| 81 | 1 | 1.04403 | -0.0440316 |
| 82 | 1 | 0.936071 | 0.0639287 |
| 83 | 1 | 0.921551 | 0.0784485 |
| 84 | 1 | 0.665145 | 0.334855 |
| 85 | 1 | 0.974256 | 0.0257438 |
| 86 | 1 | 0.904928 | 0.0950724 |
| 87 | 1 | 0.770071 | 0.229929 |
| 88 | 1 | 0.918626 | 0.0813744 |
| 89 | 1 | 0.867145 | 0.132855 |
| 90 | 1 | 1.16273 | -0.162732 |
| 91 | 1 | 1.1128 | -0.112803 |
| 92 | 1 | 0.657408 | 0.342592 |
| 93 | 1 | 0.691367 | 0.308633 |
| 94 | 1 | 0.669301 | 0.330699 |
| 95 | 1 | 0.65132 | 0.34868 |
| 96 | 1 | 0.648806 | 0.351194 |
| 97 | 1 | 0.607726 | 0.392274 |
| 98 | 1 | 1.07977 | -0.0797693 |
| 99 | 1 | 0.772114 | 0.227886 |
| 100 | 1 | 0.976185 | 0.023815 |
| 101 | 1 | 0.756441 | 0.243559 |
| 102 | 1 | 0.972898 | 0.0271018 |
| 103 | 1 | 0.921126 | 0.0788736 |
| 104 | 1 | 0.408387 | 0.591613 |
| 105 | 1 | 0.364023 | 0.635977 |
| 106 | 1 | 0.440195 | 0.559805 |
| 107 | 1 | 0.385285 | 0.614715 |
| 108 | 1 | 0.536333 | 0.463667 |
| 109 | 1 | 0.412362 | 0.587638 |
| 110 | 1 | 0.77593 | 0.22407 |
| 111 | 1 | 0.855824 | 0.144176 |
| 112 | 1 | 0.585005 | 0.414995 |
| 113 | 1 | 0.91576 | 0.08424 |
| 114 | 1 | 0.706937 | 0.293063 |
| 115 | 1 | 0.535077 | 0.464923 |
| 116 | 1 | 0.83174 | 0.16826 |
| 117 | 1 | 0.618073 | 0.381927 |
| 118 | 1 | 0.964979 | 0.0350212 |
| 119 | 1 | 0.93603 | 0.0639703 |
| 120 | 1 | 0.800901 | 0.199099 |
| 121 | 1 | 0.610207 | 0.389793 |
| 122 | 1 | 0.870796 | 0.129204 |
| 123 | 1 | 0.808535 | 0.191465 |
| 124 | 1 | 0.785124 | 0.214876 |
| 125 | 1 | 0.677104 | 0.322896 |
| 126 | 1 | 0.744589 | 0.255411 |
| 127 | 1 | 0.742911 | 0.257089 |
| 128 | 1 | 0.700662 | 0.299338 |
| 129 | 1 | 0.38041 | 0.61959 |
| 130 | 1 | 0.632939 | 0.367061 |
| 131 | 1 | 0.604881 | 0.395119 |
| 132 | 1 | 0.600981 | 0.399019 |
| 133 | 1 | 0.786889 | 0.213111 |
| 134 | 1 | 0.523876 | 0.476124 |
| 135 | 1 | 0.90702 | 0.0929795 |
| 136 | 1 | 0.887638 | 0.112362 |
| 137 | 1 | 1.04342 | -0.0434192 |
| 138 | 1 | 0.997484 | 0.00251615 |
| 139 | 1 | 0.818423 | 0.181577 |
| 140 | 1 | 0.723849 | 0.276151 |
| 141 | 1 | 1.00905 | -0.00905369 |
| 142 | 1 | 0.829503 | 0.170497 |
| 143 | 1 | 0.809833 | 0.190167 |
| 144 | 1 | 0.677363 | 0.322637 |
| 145 | 1 | 0.624204 | 0.375796 |
| 146 | 1 | 0.799922 | 0.200078 |
| 147 | 1 | 1.33032 | -0.330316 |
| 148 | 1 | 1.09818 | -0.0981793 |
| 149 | 1 | 1.24736 | -0.247362 |
| 150 | 1 | 0.88212 | 0.11788 |
| 151 | 1 | 0.975705 | 0.0242946 |
| 152 | 1 | 1.28385 | -0.283852 |
| 153 | 1 | 1.23703 | -0.237033 |
| 154 | 1 | 0.812905 | 0.187095 |
| 155 | 1 | 0.874745 | 0.125255 |
| 156 | 1 | 1.04465 | -0.0446477 |
| 157 | 1 | 0.672669 | 0.327331 |
| 158 | 1 | 1.01319 | -0.0131873 |
| 159 | 1 | 0.778313 | 0.221687 |
| 160 | 1 | 0.73606 | 0.26394 |
| 161 | 1 | 0.815742 | 0.184258 |
| 162 | 1 | 0.774702 | 0.225298 |
| 163 | 1 | 0.756266 | 0.243734 |
| 164 | 1 | 0.680433 | 0.319567 |
| 165 | 1 | 1.30944 | -0.309439 |
| 166 | 0 | 0.399015 | -0.399015 |
| 167 | 0 | 0.353785 | -0.353785 |
| 168 | 0 | 0.293304 | -0.293304 |
| 169 | 0 | 0.6889 | -0.6889 |
| 170 | 0 | 0.314337 | -0.314337 |
| 171 | 0 | 0.334326 | -0.334326 |
| 172 | 0 | 0.527895 | -0.527895 |
| 173 | 0 | 0.562591 | -0.562591 |
| 174 | 0 | 0.584315 | -0.584315 |
| 175 | 0 | 0.601403 | -0.601403 |
| 176 | 0 | 0.588304 | -0.588304 |
| 177 | 0 | 0.525318 | -0.525318 |
| 178 | 1 | 0.504555 | 0.495445 |
| 179 | 1 | 0.531763 | 0.468237 |
| 180 | 1 | 0.694473 | 0.305527 |
| 181 | 1 | 0.554726 | 0.445274 |
| 182 | 1 | 0.686073 | 0.313927 |
| 183 | 1 | 0.508618 | 0.491382 |
| 184 | 0 | 0.641538 | -0.641538 |
| 185 | 0 | 0.735211 | -0.735211 |
| 186 | 0 | 0.59385 | -0.59385 |
| 187 | 0 | 0.438322 | -0.438322 |
| 188 | 0 | 0.427074 | -0.427074 |
| 189 | 0 | 0.378891 | -0.378891 |
| 190 | 0 | 0.355717 | -0.355717 |
| 191 | 0 | 0.430022 | -0.430022 |
| 192 | 0 | 0.531808 | -0.531808 |
| 193 | 0 | 0.269729 | -0.269729 |
| 194 | 0 | 0.351672 | -0.351672 |
| 195 | 0 | 0.566786 | -0.566786 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 10 | 4.86046e-49 | 9.72092e-49 | 1 |
| 11 | 8.9883e-64 | 1.79766e-63 | 1 |
| 12 | 2.27114e-77 | 4.54227e-77 | 1 |
| 13 | 1.72582e-107 | 3.45164e-107 | 1 |
| 14 | 7.98992e-110 | 1.59798e-109 | 1 |
| 15 | 4.02738e-124 | 8.05475e-124 | 1 |
| 16 | 0 | 0 | 1 |
| 17 | 1.0642e-166 | 2.1284e-166 | 1 |
| 18 | 3.98458e-168 | 7.96917e-168 | 1 |
| 19 | 1.18807e-183 | 2.37614e-183 | 1 |
| 20 | 5.92026e-211 | 1.18405e-210 | 1 |
| 21 | 9.66309e-245 | 1.93262e-244 | 1 |
| 22 | 1.07737e-226 | 2.15474e-226 | 1 |
| 23 | 2.86498e-245 | 5.72996e-245 | 1 |
| 24 | 1.75464e-256 | 3.50928e-256 | 1 |
| 25 | 1.12006e-282 | 2.24012e-282 | 1 |
| 26 | 0 | 0 | 1 |
| 27 | 2.16103999999886e-312 | 4.32209000000003e-312 | 1 |
| 28 | 7.0047194476999e-318 | 1.40093993701481e-317 | 1 |
| 29 | 0 | 0 | 1 |
| 30 | 0 | 0 | 1 |
| 31 | 7.71166e-05 | 0.000154233 | 0.999923 |
| 32 | 0.00130767 | 0.00261535 | 0.998692 |
| 33 | 0.0024946 | 0.00498919 | 0.997505 |
| 34 | 0.0019525 | 0.00390499 | 0.998048 |
| 35 | 0.00128928 | 0.00257856 | 0.998711 |
| 36 | 0.000912796 | 0.00182559 | 0.999087 |
| 37 | 0.0012258 | 0.0024516 | 0.998774 |
| 38 | 0.00144513 | 0.00289027 | 0.998555 |
| 39 | 0.00210086 | 0.00420171 | 0.997899 |
| 40 | 0.00203029 | 0.00406058 | 0.99797 |
| 41 | 0.00203713 | 0.00407426 | 0.997963 |
| 42 | 0.00164224 | 0.00328448 | 0.998358 |
| 43 | 0.0484142 | 0.0968284 | 0.951586 |
| 44 | 0.138331 | 0.276663 | 0.861669 |
| 45 | 0.186742 | 0.373483 | 0.813258 |
| 46 | 0.223522 | 0.447045 | 0.776478 |
| 47 | 0.244388 | 0.488775 | 0.755612 |
| 48 | 0.250743 | 0.501487 | 0.749257 |
| 49 | 0.33102 | 0.66204 | 0.66898 |
| 50 | 0.39364 | 0.78728 | 0.60636 |
| 51 | 0.439627 | 0.879254 | 0.560373 |
| 52 | 0.489912 | 0.979825 | 0.510088 |
| 53 | 0.52229 | 0.95542 | 0.47771 |
| 54 | 0.588661 | 0.822677 | 0.411339 |
| 55 | 0.586939 | 0.826122 | 0.413061 |
| 56 | 0.562551 | 0.874898 | 0.437449 |
| 57 | 0.538444 | 0.923112 | 0.461556 |
| 58 | 0.527884 | 0.944231 | 0.472116 |
| 59 | 0.504186 | 0.991629 | 0.495814 |
| 60 | 0.475128 | 0.950256 | 0.524872 |
| 61 | 0.511143 | 0.977714 | 0.488857 |
| 62 | 0.542578 | 0.914844 | 0.457422 |
| 63 | 0.607926 | 0.784148 | 0.392074 |
| 64 | 0.652825 | 0.694351 | 0.347175 |
| 65 | 0.706056 | 0.587888 | 0.293944 |
| 66 | 0.77732 | 0.44536 | 0.22268 |
| 67 | 0.827912 | 0.344175 | 0.172088 |
| 68 | 0.844952 | 0.310095 | 0.155048 |
| 69 | 0.838341 | 0.323317 | 0.161659 |
| 70 | 0.853802 | 0.292396 | 0.146198 |
| 71 | 0.849977 | 0.300046 | 0.150023 |
| 72 | 0.836351 | 0.327299 | 0.163649 |
| 73 | 0.867798 | 0.264405 | 0.132202 |
| 74 | 0.870434 | 0.259132 | 0.129566 |
| 75 | 0.859537 | 0.280927 | 0.140463 |
| 76 | 0.857962 | 0.284077 | 0.142038 |
| 77 | 0.863075 | 0.273851 | 0.136925 |
| 78 | 0.854662 | 0.290676 | 0.145338 |
| 79 | 0.847641 | 0.304718 | 0.152359 |
| 80 | 0.840004 | 0.319991 | 0.159996 |
| 81 | 0.832699 | 0.334602 | 0.167301 |
| 82 | 0.824611 | 0.350779 | 0.175389 |
| 83 | 0.817576 | 0.364848 | 0.182424 |
| 84 | 0.820538 | 0.358924 | 0.179462 |
| 85 | 0.805331 | 0.389337 | 0.194669 |
| 86 | 0.805228 | 0.389544 | 0.194772 |
| 87 | 0.810633 | 0.378735 | 0.189367 |
| 88 | 0.794777 | 0.410445 | 0.205223 |
| 89 | 0.779229 | 0.441541 | 0.220771 |
| 90 | 0.825001 | 0.349997 | 0.174999 |
| 91 | 0.854502 | 0.290996 | 0.145498 |
| 92 | 0.863728 | 0.272544 | 0.136272 |
| 93 | 0.855511 | 0.288979 | 0.144489 |
| 94 | 0.855036 | 0.289927 | 0.144964 |
| 95 | 0.854798 | 0.290404 | 0.145202 |
| 96 | 0.851413 | 0.297174 | 0.148587 |
| 97 | 0.849422 | 0.301157 | 0.150578 |
| 98 | 0.861546 | 0.276908 | 0.138454 |
| 99 | 0.843782 | 0.312436 | 0.156218 |
| 100 | 0.832083 | 0.335834 | 0.167917 |
| 101 | 0.805467 | 0.389066 | 0.194533 |
| 102 | 0.793853 | 0.412294 | 0.206147 |
| 103 | 0.771356 | 0.457288 | 0.228644 |
| 104 | 0.781388 | 0.437223 | 0.218612 |
| 105 | 0.795561 | 0.408877 | 0.204439 |
| 106 | 0.792243 | 0.415513 | 0.207757 |
| 107 | 0.786511 | 0.426979 | 0.213489 |
| 108 | 0.763004 | 0.473992 | 0.236996 |
| 109 | 0.743409 | 0.513182 | 0.256591 |
| 110 | 0.719348 | 0.561304 | 0.280652 |
| 111 | 0.702604 | 0.594793 | 0.297396 |
| 112 | 0.672927 | 0.654146 | 0.327073 |
| 113 | 0.66489 | 0.670221 | 0.33511 |
| 114 | 0.631194 | 0.737613 | 0.368806 |
| 115 | 0.603271 | 0.793457 | 0.396729 |
| 116 | 0.573753 | 0.852495 | 0.426247 |
| 117 | 0.531757 | 0.936487 | 0.468243 |
| 118 | 0.528631 | 0.942737 | 0.471369 |
| 119 | 0.516444 | 0.967111 | 0.483556 |
| 120 | 0.482243 | 0.964486 | 0.517757 |
| 121 | 0.443608 | 0.887217 | 0.556392 |
| 122 | 0.425476 | 0.850953 | 0.574524 |
| 123 | 0.391062 | 0.782123 | 0.608938 |
| 124 | 0.355614 | 0.711229 | 0.644386 |
| 125 | 0.31755 | 0.6351 | 0.68245 |
| 126 | 0.282624 | 0.565248 | 0.717376 |
| 127 | 0.250097 | 0.500194 | 0.749903 |
| 128 | 0.219295 | 0.438591 | 0.780705 |
| 129 | 0.204834 | 0.409668 | 0.795166 |
| 130 | 0.174664 | 0.349327 | 0.825336 |
| 131 | 0.148072 | 0.296144 | 0.851928 |
| 132 | 0.124156 | 0.248312 | 0.875844 |
| 133 | 0.104559 | 0.209117 | 0.895441 |
| 134 | 0.0887297 | 0.177459 | 0.91127 |
| 135 | 0.0758312 | 0.151662 | 0.924169 |
| 136 | 0.063228 | 0.126456 | 0.936772 |
| 137 | 0.0607917 | 0.121583 | 0.939208 |
| 138 | 0.0543556 | 0.108711 | 0.945644 |
| 139 | 0.0431519 | 0.0863038 | 0.956848 |
| 140 | 0.0335436 | 0.0670872 | 0.966456 |
| 141 | 0.0288616 | 0.0577232 | 0.971138 |
| 142 | 0.0220344 | 0.0440687 | 0.977966 |
| 143 | 0.0165838 | 0.0331675 | 0.983416 |
| 144 | 0.0127357 | 0.0254714 | 0.987264 |
| 145 | 0.010267 | 0.020534 | 0.989733 |
| 146 | 0.00777747 | 0.0155549 | 0.992223 |
| 147 | 0.0113461 | 0.0226922 | 0.988654 |
| 148 | 0.0106043 | 0.0212086 | 0.989396 |
| 149 | 0.0139372 | 0.0278745 | 0.986063 |
| 150 | 0.0104208 | 0.0208415 | 0.989579 |
| 151 | 0.00814214 | 0.0162843 | 0.991858 |
| 152 | 0.00893982 | 0.0178796 | 0.99106 |
| 153 | 0.025409 | 0.050818 | 0.974591 |
| 154 | 0.0192821 | 0.0385643 | 0.980718 |
| 155 | 0.0155937 | 0.0311874 | 0.984406 |
| 156 | 0.013473 | 0.026946 | 0.986527 |
| 157 | 0.0202057 | 0.0404115 | 0.979794 |
| 158 | 0.0165212 | 0.0330424 | 0.983479 |
| 159 | 0.0254209 | 0.0508419 | 0.974579 |
| 160 | 0.0231427 | 0.0462853 | 0.976857 |
| 161 | 0.0196572 | 0.0393145 | 0.980343 |
| 162 | 0.0200798 | 0.0401597 | 0.97992 |
| 163 | 0.0157597 | 0.0315193 | 0.98424 |
| 164 | 0.0532553 | 0.106511 | 0.946745 |
| 165 | 0.130199 | 0.260398 | 0.869801 |
| 166 | 0.166593 | 0.333186 | 0.833407 |
| 167 | 0.231393 | 0.462786 | 0.768607 |
| 168 | 0.215097 | 0.430193 | 0.784903 |
| 169 | 0.271468 | 0.542936 | 0.728532 |
| 170 | 0.259754 | 0.519508 | 0.740246 |
| 171 | 0.278978 | 0.557956 | 0.721022 |
| 172 | 0.267429 | 0.534858 | 0.732571 |
| 173 | 0.305406 | 0.610812 | 0.694594 |
| 174 | 0.346705 | 0.69341 | 0.653295 |
| 175 | 0.525654 | 0.948693 | 0.474346 |
| 176 | 0.852 | 0.296001 | 0.148 |
| 177 | 0.999734 | 0.000531905 | 0.000265953 |
| 178 | 0.999619 | 0.000761244 | 0.000380622 |
| 179 | 0.998898 | 0.00220439 | 0.0011022 |
| 180 | 0.997902 | 0.00419509 | 0.00209755 |
| 181 | 0.994837 | 0.010326 | 0.005163 |
| 182 | 0.985623 | 0.0287545 | 0.0143772 |
| 183 | 1 | 0 | 0 |
| 184 | 1 | 0 | 0 |
| 185 | 1 | 0 | 0 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 40 | 0.227273 | NOK |
| 5% type I error level | 62 | 0.352273 | NOK |
| 10% type I error level | 68 | 0.386364 | NOK |
