Multiple Linear Regression - Estimated Regression Equation |
A[t] = + 11.9258699919406 -0.186688640368396I1[t] -0.158780786744706I2[t] + 0.204515893231589I3[t] -0.177385274497646E1[t] + 0.0900592800200716E2[t] -7.10017812565037e-05E3[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) | 11.9258699919406 | 1.678528 | 7.105 | 0 | 0 |
I1 | -0.186688640368396 | 0.073758 | -2.5311 | 0.012367 | 0.006184 |
I2 | -0.158780786744706 | 0.063618 | -2.4958 | 0.013613 | 0.006806 |
I3 | 0.204515893231589 | 0.048027 | 4.2584 | 3.6e-05 | 1.8e-05 |
E1 | -0.177385274497646 | 0.071453 | -2.4825 | 0.014111 | 0.007055 |
E2 | 0.0900592800200716 | 0.055303 | 1.6285 | 0.105454 | 0.052727 |
E3 | -7.10017812565037e-05 | 0.057395 | -0.0012 | 0.999015 | 0.499507 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.483551387750376 |
R-squared | 0.233821944595314 |
Adjusted R-squared | 0.20416343922481 |
F-TEST (value) | 7.883807416265 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 155 |
p-value | 2.01247018272177e-07 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.34269002911089 |
Sum Squared Residuals | 850.670468736813 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 4 | 5.48191598451328 | -1.48191598451328 |
2 | 4 | 5.99168413190375 | -1.99168413190375 |
3 | 6 | 6.76040792074816 | -0.760407920748158 |
4 | 8 | 6.11245484214599 | 1.88754515785401 |
5 | 8 | 4.82996671221782 | 3.17003328778218 |
6 | 4 | 5.22319324894052 | -1.22319324894052 |
7 | 4 | 2.12014977447537 | 1.87985022552463 |
8 | 8 | 7.19415004091114 | 0.805849959088862 |
9 | 5 | 4.50931153376449 | 0.490688466235514 |
10 | 4 | 5.68102250710931 | -1.68102250710931 |
11 | 4 | 5.77280545430865 | -1.77280545430865 |
12 | 4 | 4.04149908176322 | -0.0414990817632204 |
13 | 4 | 5.64772357215901 | -1.64772357215901 |
14 | 4 | 1.92801438559418 | 2.07198561440582 |
15 | 4 | 5.12917274915581 | -1.12917274915581 |
16 | 8 | 5.27557224285964 | 2.72442775714036 |
17 | 4 | 7.79138393490094 | -3.79138393490094 |
18 | 4 | 5.02335553593504 | -1.02335553593504 |
19 | 4 | 2.18630161625936 | 1.81369838374064 |
20 | 8 | 6.45726460811757 | 1.54273539188243 |
21 | 4 | 5.47752506117738 | -1.47752506117738 |
22 | 7 | 7.41168679709686 | -0.41168679709686 |
23 | 4 | 8.76387432794948 | -4.76387432794948 |
24 | 4 | 4.31276131921977 | -0.312761319219769 |
25 | 5 | 6.23633617222834 | -1.23633617222834 |
26 | 4 | 5.00525266789298 | -1.00525266789298 |
27 | 4 | 5.00525266789298 | -1.00525266789298 |
28 | 4 | 5.14318991251034 | -1.14318991251034 |
29 | 4 | 7.04455138084986 | -3.04455138084986 |
30 | 4 | 5.49556052890361 | -1.49556052890361 |
31 | 4 | 5.1412585190282 | -1.14125851902819 |
32 | 4 | 6.08854767019269 | -2.08854767019269 |
33 | 15 | 8.20530800558031 | 6.79469199441969 |
34 | 10 | 6.99978297874611 | 3.00021702125389 |
35 | 4 | 6.15023362399578 | -2.15023362399578 |
36 | 8 | 5.38922693253656 | 2.61077306746344 |
37 | 4 | 6.26134891417482 | -2.26134891417482 |
38 | 4 | 5.67829146555538 | -1.67829146555538 |
39 | 4 | 4.71406257686581 | -0.714062576865813 |
40 | 4 | 4.37472289802723 | -0.374722898027228 |
41 | 7 | 5.89368861102262 | 1.10631138897738 |
42 | 4 | 4.31111198155219 | -0.311111981552186 |
43 | 6 | 5.68208401032794 | 0.317915989672061 |
44 | 5 | 4.53420614062858 | 0.465793859371423 |
45 | 4 | 3.72144147465073 | 0.278558525349265 |
46 | 16 | 7.13247149222065 | 8.86752850777935 |
47 | 5 | 5.86432299127442 | -0.864322991274419 |
48 | 12 | 5.58837707238576 | 6.41162292761424 |
49 | 6 | 6.08223510642525 | -0.0822351064252517 |
50 | 9 | 7.93287476569503 | 1.06712523430497 |
51 | 9 | 6.94867418627761 | 2.05132581372239 |
52 | 4 | 6.58469596183767 | -2.58469596183767 |
53 | 5 | 5.82027982885267 | -0.820279828852667 |
54 | 4 | 6.59779917323306 | -2.59779917323306 |
55 | 4 | 5.9178246504014 | -1.9178246504014 |
56 | 5 | 5.4222954667981 | -0.422295466798098 |
57 | 4 | 5.580932716717 | -1.580932716717 |
58 | 4 | 3.61572219584463 | 0.384277804155374 |
59 | 4 | 5.32058327137161 | -1.32058327137161 |
60 | 5 | 8.17364744210642 | -3.17364744210642 |
61 | 4 | 5.21179239018868 | -1.21179239018868 |
62 | 6 | 6.75235743894824 | -0.752357438948243 |
63 | 4 | 4.71041484335178 | -0.710414843351783 |
64 | 4 | 4.17273035897317 | -0.17273035897317 |
65 | 18 | 7.48876875582401 | 10.511231244176 |
66 | 4 | 3.58795885097586 | 0.412041149024143 |
67 | 6 | 6.44545726857229 | -0.44545726857229 |
68 | 4 | 5.57869112567594 | -1.57869112567594 |
69 | 4 | 6.38557212186182 | -2.38557212186182 |
70 | 5 | 6.57521210242778 | -1.57521210242777 |
71 | 4 | 5.14038379179298 | -1.14038379179298 |
72 | 4 | 5.18484772490012 | -1.18484772490012 |
73 | 5 | 5.35665443136247 | -0.356654431362472 |
74 | 10 | 6.60897497670809 | 3.39102502329191 |
75 | 5 | 6.0390167640891 | -1.0390167640891 |
76 | 8 | 8.04867285079449 | -0.0486728507944939 |
77 | 8 | 8.045939565252 | -0.0459395652519974 |
78 | 5 | 5.33211606653763 | -0.332116066537632 |
79 | 4 | 5.3379285513097 | -1.3379285513097 |
80 | 4 | 6.1819611457163 | -2.1819611457163 |
81 | 4 | 2.47774623528598 | 1.52225376471402 |
82 | 5 | 6.53988009380305 | -1.53988009380305 |
83 | 4 | 4.82628725558965 | -0.826287255589648 |
84 | 4 | 5.01578242727036 | -1.01578242727036 |
85 | 8 | 7.22071391982776 | 0.779286080172242 |
86 | 4 | 5.70650098285294 | -1.70650098285294 |
87 | 5 | 4.9093511553192 | 0.0906488446808025 |
88 | 14 | 7.52577183604734 | 6.47422816395266 |
89 | 8 | 6.07549780402971 | 1.92450219597029 |
90 | 8 | 5.68071534460273 | 2.31928465539727 |
91 | 4 | 7.60259627821368 | -3.60259627821368 |
92 | 4 | 4.32281121009501 | -0.32281121009501 |
93 | 6 | 5.57210346676405 | 0.427896533235953 |
94 | 4 | 5.84745649951917 | -1.84745649951917 |
95 | 7 | 6.14702943845316 | 0.852970561546837 |
96 | 7 | 5.40677395552657 | 1.59322604447343 |
97 | 4 | 4.88780345065879 | -0.887803450658794 |
98 | 6 | 6.43729119580886 | -0.43729119580886 |
99 | 4 | 6.10237648537405 | -2.10237648537405 |
100 | 7 | 5.07804207336519 | 1.92195792663481 |
101 | 4 | 5.68585538013036 | -1.68585538013036 |
102 | 4 | 3.34601974613494 | 0.653980253865063 |
103 | 8 | 6.59180539982842 | 1.40819460017158 |
104 | 4 | 5.7776505953982 | -1.7776505953982 |
105 | 4 | 5.88846153584561 | -1.88846153584561 |
106 | 10 | 6.9584972704773 | 3.0415027295227 |
107 | 8 | 7.13899552806857 | 0.861004471931429 |
108 | 6 | 6.35177547116967 | -0.351775471169671 |
109 | 4 | 4.62965892682917 | -0.629658926829173 |
110 | 4 | 5.38456101292672 | -1.38456101292672 |
111 | 4 | 3.87307107621062 | 0.126928923789382 |
112 | 5 | 4.68086547284699 | 0.319134527153007 |
113 | 4 | 6.5327203845587 | -2.5327203845587 |
114 | 6 | 6.0960385222365 | -0.0960385222364963 |
115 | 4 | 5.04865452899511 | -1.04865452899511 |
116 | 5 | 6.28816473793326 | -1.28816473793327 |
117 | 7 | 7.55714262490743 | -0.557142624907427 |
118 | 8 | 5.81095529038507 | 2.18904470961493 |
119 | 5 | 4.63220850528813 | 0.367791494711868 |
120 | 8 | 7.69154492910376 | 0.308455070896236 |
121 | 10 | 7.46144828712786 | 2.53855171287214 |
122 | 8 | 6.66535644676474 | 1.33464355323526 |
123 | 5 | 5.71131773258843 | -0.711317732588431 |
124 | 12 | 8.33316158528388 | 3.66683841471612 |
125 | 4 | 1.6464661819545 | 2.3535338180455 |
126 | 5 | 4.94046057240141 | 0.0595394275985908 |
127 | 4 | 6.36616346658572 | -2.36616346658572 |
128 | 6 | 5.29490836309119 | 0.705091636908809 |
129 | 4 | 7.123777135769 | -3.123777135769 |
130 | 4 | 5.53410943558193 | -1.53410943558193 |
131 | 7 | 7.0614837058101 | -0.061483705810104 |
132 | 7 | 6.55942218728237 | 0.440577812717626 |
133 | 10 | 7.25456167176376 | 2.74543832823624 |
134 | 4 | 6.04587590085367 | -2.04587590085367 |
135 | 5 | 6.14360731514717 | -1.14360731514717 |
136 | 8 | 5.51764654133218 | 2.48235345866782 |
137 | 11 | 5.10341584545837 | 5.89658415454163 |
138 | 7 | 6.34459682586481 | 0.655403174135194 |
139 | 4 | 5.16381737531512 | -1.16381737531512 |
140 | 8 | 6.53667348103324 | 1.46332651896676 |
141 | 6 | 6.23788813681542 | -0.237888136815423 |
142 | 7 | 6.33717697560226 | 0.662823024397742 |
143 | 5 | 7.48816602884918 | -2.48816602884917 |
144 | 4 | 6.4593545803425 | -2.4593545803425 |
145 | 8 | 5.11598268134968 | 2.88401731865032 |
146 | 4 | 5.78723852972815 | -1.78723852972815 |
147 | 8 | 5.86443858223793 | 2.13556141776207 |
148 | 6 | 3.83804065329456 | 2.16195934670544 |
149 | 4 | 5.95409321485817 | -1.95409321485817 |
150 | 9 | 6.40865242043183 | 2.59134757956817 |
151 | 5 | 5.24956854995437 | -0.249568549954365 |
152 | 6 | 5.04959998935551 | 0.950400010644491 |
153 | 4 | 5.20793008422005 | -1.20793008422005 |
154 | 4 | 4.00683687702028 | -0.00683687702027852 |
155 | 4 | 4.14724375993945 | -0.147243759939448 |
156 | 5 | 6.76165702756714 | -1.76165702756714 |
157 | 6 | 7.34157949795809 | -1.34157949795809 |
158 | 16 | 8.73011875039159 | 7.26988124960841 |
159 | 6 | 5.57210346676405 | 0.427896533235953 |
160 | 6 | 6.84547474560103 | -0.845474745601032 |
161 | 4 | 6.77178521352349 | -2.77178521352349 |
162 | 4 | 6.70277816641054 | -2.70277816641054 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.407905400904403 | 0.815810801808805 | 0.592094599095597 |
11 | 0.35386934117438 | 0.707738682348759 | 0.64613065882562 |
12 | 0.312976765902766 | 0.625953531805531 | 0.687023234097234 |
13 | 0.215691502337508 | 0.431383004675016 | 0.784308497662492 |
14 | 0.181139446457526 | 0.362278892915052 | 0.818860553542474 |
15 | 0.124625206985036 | 0.249250413970073 | 0.875374793014964 |
16 | 0.113770329777817 | 0.227540659555634 | 0.886229670222183 |
17 | 0.100623258952552 | 0.201246517905105 | 0.899376741047448 |
18 | 0.0839820218058605 | 0.167964043611721 | 0.91601797819414 |
19 | 0.0547979083727112 | 0.109595816745422 | 0.945202091627289 |
20 | 0.0580148982272068 | 0.116029796454414 | 0.941985101772793 |
21 | 0.0543032273639256 | 0.108606454727851 | 0.945696772636074 |
22 | 0.0371630783515126 | 0.0743261567030251 | 0.962836921648487 |
23 | 0.0313589430127865 | 0.0627178860255729 | 0.968641056987213 |
24 | 0.0201053524857571 | 0.0402107049715142 | 0.979894647514243 |
25 | 0.0122891758130872 | 0.0245783516261744 | 0.987710824186913 |
26 | 0.0117344638409133 | 0.0234689276818266 | 0.988265536159087 |
27 | 0.00841619010666026 | 0.0168323802133205 | 0.99158380989334 |
28 | 0.00920305802640126 | 0.0184061160528025 | 0.990796941973599 |
29 | 0.0115765840991899 | 0.0231531681983799 | 0.98842341590081 |
30 | 0.00912864741787811 | 0.0182572948357562 | 0.990871352582122 |
31 | 0.00569654404301891 | 0.0113930880860378 | 0.994303455956981 |
32 | 0.00405317574614858 | 0.00810635149229716 | 0.995946824253851 |
33 | 0.306352974605484 | 0.612705949210967 | 0.693647025394516 |
34 | 0.458787810530304 | 0.917575621060608 | 0.541212189469696 |
35 | 0.443036172996272 | 0.886072345992543 | 0.556963827003728 |
36 | 0.446932051231409 | 0.893864102462817 | 0.553067948768591 |
37 | 0.413262758655567 | 0.826525517311134 | 0.586737241344433 |
38 | 0.378573757133961 | 0.757147514267922 | 0.621426242866039 |
39 | 0.325830361480914 | 0.651660722961829 | 0.674169638519086 |
40 | 0.276993710165322 | 0.553987420330644 | 0.723006289834678 |
41 | 0.279426623174093 | 0.558853246348186 | 0.720573376825907 |
42 | 0.234416588090092 | 0.468833176180184 | 0.765583411909908 |
43 | 0.197834665595819 | 0.395669331191637 | 0.802165334404181 |
44 | 0.162656574693516 | 0.325313149387031 | 0.837343425306484 |
45 | 0.134510881078861 | 0.269021762157722 | 0.865489118921139 |
46 | 0.827289898122408 | 0.345420203755184 | 0.172710101877592 |
47 | 0.799780210958724 | 0.400439578082552 | 0.200219789041276 |
48 | 0.9386376549202 | 0.122724690159601 | 0.0613623450798005 |
49 | 0.922138249394273 | 0.155723501211455 | 0.0778617506057274 |
50 | 0.910403192099658 | 0.179193615800683 | 0.0895968079003415 |
51 | 0.908080675914552 | 0.183838648170897 | 0.0919193240854483 |
52 | 0.909288883554263 | 0.181422232891474 | 0.0907111164457369 |
53 | 0.889400163474334 | 0.221199673051333 | 0.110599836525666 |
54 | 0.89447813268465 | 0.2110437346307 | 0.10552186731535 |
55 | 0.88641217396459 | 0.22717565207082 | 0.11358782603541 |
56 | 0.861901697221734 | 0.276196605556532 | 0.138098302778266 |
57 | 0.845001332055258 | 0.309997335889483 | 0.154998667944742 |
58 | 0.814960226984053 | 0.370079546031893 | 0.185039773015947 |
59 | 0.790672356543178 | 0.418655286913645 | 0.209327643456822 |
60 | 0.811199401830001 | 0.377601196339998 | 0.188800598169999 |
61 | 0.788892923895855 | 0.422214152208291 | 0.211107076104145 |
62 | 0.755386527727637 | 0.489226944544727 | 0.244613472272363 |
63 | 0.718235435057751 | 0.563529129884498 | 0.281764564942249 |
64 | 0.67953134333982 | 0.64093731332036 | 0.32046865666018 |
65 | 0.996382072656972 | 0.00723585468605607 | 0.00361792734302804 |
66 | 0.994953069784415 | 0.0100938604311693 | 0.00504693021558467 |
67 | 0.993015151348479 | 0.0139696973030413 | 0.00698484865152064 |
68 | 0.991541403464903 | 0.0169171930701947 | 0.00845859653509737 |
69 | 0.991675504061042 | 0.0166489918779164 | 0.00832449593895821 |
70 | 0.990311904724038 | 0.0193761905519238 | 0.00968809527596188 |
71 | 0.987835445777612 | 0.0243291084447758 | 0.0121645542223879 |
72 | 0.984904181262613 | 0.0301916374747745 | 0.0150958187373873 |
73 | 0.980004547158187 | 0.0399909056836252 | 0.0199954528418126 |
74 | 0.986376420186094 | 0.0272471596278111 | 0.0136235798139056 |
75 | 0.982929696666445 | 0.0341406066671101 | 0.0170703033335551 |
76 | 0.977373283593062 | 0.0452534328138753 | 0.0226267164069377 |
77 | 0.970365741502969 | 0.0592685169940617 | 0.0296342584970308 |
78 | 0.96210762942994 | 0.0757847411401208 | 0.0378923705700604 |
79 | 0.956130261791051 | 0.0877394764178974 | 0.0438697382089487 |
80 | 0.953475425657296 | 0.0930491486854083 | 0.0465245743427042 |
81 | 0.952722777512924 | 0.0945544449741514 | 0.0472772224870757 |
82 | 0.946093753589117 | 0.107812492821765 | 0.0539062464108826 |
83 | 0.934331854551861 | 0.131336290896278 | 0.065668145448139 |
84 | 0.920778005711768 | 0.158443988576464 | 0.0792219942882319 |
85 | 0.904505980577595 | 0.190988038844811 | 0.0954940194224054 |
86 | 0.896727396009322 | 0.206545207981356 | 0.103272603990678 |
87 | 0.875775742446062 | 0.248448515107876 | 0.124224257553938 |
88 | 0.973589269224448 | 0.0528214615511042 | 0.0264107307755521 |
89 | 0.969343062802374 | 0.061313874395251 | 0.0306569371976255 |
90 | 0.967081928903204 | 0.0658361421935912 | 0.0329180710967956 |
91 | 0.973525934858539 | 0.052948130282922 | 0.026474065141461 |
92 | 0.965515630381374 | 0.0689687392372524 | 0.0344843696186262 |
93 | 0.955891489591807 | 0.0882170208163855 | 0.0441085104081927 |
94 | 0.95092311822427 | 0.0981537635514604 | 0.0490768817757302 |
95 | 0.939082610951234 | 0.121834778097533 | 0.0609173890487664 |
96 | 0.929397072942888 | 0.141205854114224 | 0.0706029270571119 |
97 | 0.913799963364906 | 0.172400073270187 | 0.0862000366350935 |
98 | 0.89364767939685 | 0.2127046412063 | 0.10635232060315 |
99 | 0.888763529487056 | 0.222472941025888 | 0.111236470512944 |
100 | 0.87910583626171 | 0.241788327476579 | 0.12089416373829 |
101 | 0.86946914108376 | 0.261061717832479 | 0.130530858916239 |
102 | 0.847579208538458 | 0.304841582923085 | 0.152420791461542 |
103 | 0.825534709494719 | 0.348930581010563 | 0.174465290505281 |
104 | 0.815528787850141 | 0.368942424299718 | 0.184471212149859 |
105 | 0.803658646892267 | 0.392682706215466 | 0.196341353107733 |
106 | 0.825433520664857 | 0.349132958670286 | 0.174566479335143 |
107 | 0.796535719672968 | 0.406928560654064 | 0.203464280327032 |
108 | 0.759502829252185 | 0.48099434149563 | 0.240497170747815 |
109 | 0.723890300050424 | 0.552219399899151 | 0.276109699949576 |
110 | 0.69735184595515 | 0.6052963080897 | 0.30264815404485 |
111 | 0.653330215082327 | 0.693339569835345 | 0.346669784917673 |
112 | 0.605162140970087 | 0.789675718059826 | 0.394837859029913 |
113 | 0.602081539485133 | 0.795836921029735 | 0.397918460514867 |
114 | 0.551002081326035 | 0.89799583734793 | 0.448997918673965 |
115 | 0.517843666981382 | 0.964312666037236 | 0.482156333018618 |
116 | 0.481636421469049 | 0.963272842938099 | 0.518363578530951 |
117 | 0.443609067725301 | 0.887218135450601 | 0.556390932274699 |
118 | 0.422897062039865 | 0.845794124079729 | 0.577102937960135 |
119 | 0.373314822302399 | 0.746629644604799 | 0.626685177697601 |
120 | 0.324977733460072 | 0.649955466920144 | 0.675022266539928 |
121 | 0.32816922078604 | 0.656338441572081 | 0.67183077921396 |
122 | 0.289256327051719 | 0.578512654103437 | 0.710743672948281 |
123 | 0.25197881734455 | 0.5039576346891 | 0.74802118265545 |
124 | 0.41399254162191 | 0.827985083243821 | 0.58600745837809 |
125 | 0.390512738153267 | 0.781025476306533 | 0.609487261846733 |
126 | 0.336346068277262 | 0.672692136554524 | 0.663653931722738 |
127 | 0.340419824941982 | 0.680839649883964 | 0.659580175058018 |
128 | 0.289050055596805 | 0.578100111193611 | 0.710949944403195 |
129 | 0.3038628075318 | 0.6077256150636 | 0.6961371924682 |
130 | 0.267503352409439 | 0.535006704818877 | 0.732496647590561 |
131 | 0.219279108755127 | 0.438558217510254 | 0.780720891244873 |
132 | 0.17629454057101 | 0.352589081142019 | 0.82370545942899 |
133 | 0.231581997439114 | 0.463163994878227 | 0.768418002560886 |
134 | 0.206848453033864 | 0.413696906067728 | 0.793151546966136 |
135 | 0.230004865276045 | 0.460009730552091 | 0.769995134723955 |
136 | 0.327005955264088 | 0.654011910528176 | 0.672994044735912 |
137 | 0.59592401210329 | 0.80815197579342 | 0.40407598789671 |
138 | 0.534368637627556 | 0.931262724744889 | 0.465631362372444 |
139 | 0.571091677819389 | 0.857816644361222 | 0.428908322180611 |
140 | 0.498191363086408 | 0.996382726172815 | 0.501808636913592 |
141 | 0.499511149298181 | 0.999022298596361 | 0.500488850701819 |
142 | 0.424952804479568 | 0.849905608959136 | 0.575047195520432 |
143 | 0.561964208390388 | 0.876071583219225 | 0.438035791609612 |
144 | 0.513026671358347 | 0.973946657283306 | 0.486973328641653 |
145 | 0.444164102909036 | 0.888328205818072 | 0.555835897090964 |
146 | 0.369996075215101 | 0.739992150430202 | 0.630003924784899 |
147 | 0.315502908180156 | 0.631005816360311 | 0.684497091819844 |
148 | 0.660677660901607 | 0.678644678196785 | 0.339322339098393 |
149 | 0.574579139165209 | 0.850841721669582 | 0.425420860834791 |
150 | 0.789441058251642 | 0.421117883496715 | 0.210558941748358 |
151 | 0.669930357734731 | 0.660139284530538 | 0.330069642265269 |
152 | 0.557375020768 | 0.885249958464 | 0.442624979232 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 2 | 0.013986013986014 | NOK |
5% type I error level | 21 | 0.146853146853147 | NOK |
10% type I error level | 35 | 0.244755244755245 | NOK |