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Multiple Linear Regression - Estimated Regression Equation | Amerika[t] = + 235.967162687627 + 1.01776117559545Japan[t] -0.254129217864823M1[t] -1.30117305197722M2[t] -1.26484565862730M3[t] + 0.230650199436864M4[t] + 0.192906901557513M5[t] + 0.0974494580250875M6[t] -1.71114734165354M7[t] -2.05082297898092M8[t] -1.71783521419783M9[t] -2.22647032449601M10[t] -1.61851878526760M11[t] -0.230366923499625t + 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) | 235.967162687627 | 11.361288 | 20.7694 | 0 | 0 | Japan | 1.01776117559545 | 0.085143 | 11.9536 | 0 | 0 | M1 | -0.254129217864823 | 2.98318 | -0.0852 | 0.932157 | 0.466079 | M2 | -1.30117305197722 | 2.9827 | -0.4362 | 0.66291 | 0.331455 | M3 | -1.26484565862730 | 2.982648 | -0.4241 | 0.671756 | 0.335878 | M4 | 0.230650199436864 | 2.983014 | 0.0773 | 0.938409 | 0.469204 | M5 | 0.192906901557513 | 2.982845 | 0.0647 | 0.948469 | 0.474234 | M6 | 0.0974494580250875 | 2.982692 | 0.0327 | 0.973954 | 0.486977 | M7 | -1.71114734165354 | 2.983019 | -0.5736 | 0.566557 | 0.283279 | M8 | -2.05082297898092 | 2.983129 | -0.6875 | 0.492202 | 0.246101 | M9 | -1.71783521419783 | 2.982734 | -0.5759 | 0.565005 | 0.282502 | M10 | -2.22647032449601 | 2.982939 | -0.7464 | 0.455885 | 0.227943 | M11 | -1.61851878526760 | 2.982778 | -0.5426 | 0.587708 | 0.293854 | t | -0.230366923499625 | 0.010987 | -20.9674 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | Multiple R | 0.959186462597464 | R-squared | 0.920038670030237 | Adjusted R-squared | 0.917310330687437 | F-TEST (value) | 337.215629887859 | F-TEST (DF numerator) | 13 | F-TEST (DF denominator) | 381 | p-value | 0 | Multiple Linear Regression - Residual Statistics | Residual Standard Deviation | 12.0218304575914 | Sum Squared Residuals | 55063.7992769587 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error | 1 | 358.59 | 360.015923992118 | -1.42592399211820 | 2 | 362.96 | 359.725741574837 | 3.23425842516269 | 3 | 362.42 | 359.236551303765 | 3.1834486962353 | 4 | 364.97 | 362.018144389966 | 2.95185561003355 | 5 | 364.04 | 362.360690873945 | 1.67930912605529 | 6 | 361.06 | 362.767654553341 | -1.70765455334144 | 7 | 358.48 | 361.3902355943 | -2.91023559430019 | 8 | 352.96 | 360.850725868741 | -7.89072586874108 | 9 | 359.59 | 361.502937744846 | -1.91293774484611 | 10 | 360.39 | 358.199177548548 | 2.19082245145224 | 11 | 357.4 | 358.932978575735 | -1.53297857573493 | 12 | 362.93 | 359.730828955658 | 3.19917104434245 | 13 | 364.55 | 357.740046274412 | 6.80995372558816 | 14 | 365.73 | 356.94098326933 | 8.78901673066996 | 15 | 364.7 | 356.74694373918 | 7.95305626082001 | 16 | 364.65 | 359.599780107673 | 5.05021989232657 | 17 | 359.43 | 359.097584815907 | 0.332415184092534 | 18 | 362.14 | 358.863358954679 | 3.27664104532097 | 19 | 356.97 | 356.997414631352 | -0.0274146313519720 | 20 | 354.82 | 355.552097459513 | -0.732097459512906 | 21 | 353.17 | 354.881219807344 | -1.71121980734382 | 22 | 357.06 | 354.732519255391 | 2.32748074460863 | 23 | 356.18 | 353.512218825435 | 2.6677811745647 | 24 | 355.01 | 356.732340803275 | -1.72234080327509 | 25 | 355.65 | 356.705837190929 | -1.05583719092861 | 26 | 357.31 | 356.558141338228 | 0.751858661772494 | 27 | 357.07 | 356.414989866858 | 0.655010133142408 | 28 | 357.91 | 357.507099401571 | 0.402900598429138 | 29 | 358.48 | 357.320410074240 | 1.15958992576047 | 30 | 358.97 | 356.933520036672 | 2.03647996332826 | 31 | 351.77 | 354.75206974891 | -2.98206974891017 | 32 | 352.16 | 356.410924162637 | -4.25092416263715 | 33 | 359.08 | 353.541682371182 | 5.53831762881804 | 34 | 360.35 | 352.527884819973 | 7.82211518002666 | 35 | 359.53 | 354.961347010405 | 4.56865298959501 | 36 | 359.3 | 356.298610813393 | 3.00138918660686 | 37 | 358.41 | 355.203457966671 | 3.20654203332860 | 38 | 359.68 | 352.826865139416 | 6.8531348605837 | 39 | 355.31 | 353.009397244237 | 2.30060275576306 | 40 | 357.08 | 354.457723190409 | 2.62227680959134 | 41 | 349.71 | 355.543235332572 | -5.83323533257164 | 42 | 354.13 | 355.777179612117 | -1.64717961211707 | 43 | 345.49 | 352.404948748909 | -6.91494874890877 | 44 | 341.69 | 349.677252495819 | -7.98725249581943 | 45 | 344.25 | 350.482128548264 | -6.23212854826376 | 46 | 340.17 | 349.040871303305 | -8.87087130330507 | 47 | 342.47 | 350.151243965463 | -7.68124396546257 | 48 | 344.43 | 348.109540665474 | -3.67954066547391 | 49 | 333.23 | 347.594511688842 | -14.3645116888416 | 50 | 339.72 | 348.566353129296 | -8.84635312929548 | 51 | 342.61 | 346.428389753758 | -3.81838975375849 | 52 | 346.36 | 347.276236606329 | -0.916236606328889 | 53 | 339.09 | 346.814751761587 | -7.72475176158682 | 54 | 339.73 | 349.124928839347 | -9.39492883934694 | 55 | 341.12 | 343.289715931198 | -2.16971593119768 | 56 | 335.94 | 342.668785311591 | -6.72878531159091 | 57 | 333.46 | 343.850232999006 | -10.3902329990056 | 58 | 335.66 | 341.116419061041 | -5.45641906104063 | 59 | 341.12 | 341.331161888674 | -0.211161888674176 | 60 | 342.21 | 335.941024320976 | 6.26897567902351 | 61 | 342.62 | 338.408035588839 | 4.21196441116118 | 62 | 346.06 | 339.807336723043 | 6.25266327695719 | 63 | 344.43 | 338.015412147208 | 6.41458785279174 | 64 | 346.65 | 341.936897750077 | 4.71310224992306 | 65 | 343.74 | 341.119196493876 | 2.6208035061236 | 66 | 335.67 | 341.800955690684 | -6.13095569068382 | 67 | 342.75 | 340.973127766464 | 1.77687223353583 | 68 | 341.77 | 336.525415126618 | 5.24458487338148 | 69 | 345.84 | 337.51348819067 | 8.32651180932996 | 70 | 346.52 | 339.94990102473 | 6.57009897526998 | 71 | 350.79 | 339.950914005488 | 10.8390859945115 | 72 | 345.44 | 340.412903197465 | 5.02709680253541 | 73 | 345.87 | 339.02259960982 | 6.8474003901798 | 74 | 338.48 | 337.419505276018 | 1.0604947239824 | 75 | 337.21 | 339.098146308964 | -1.88814630896357 | 76 | 340.81 | 336.882532022992 | 3.92746797700836 | 77 | 339.86 | 336.451580013517 | 3.4084199864826 | 78 | 342.86 | 336.146110869997 | 6.71388913000275 | 79 | 343.33 | 333.058853135956 | 10.2711468640443 | 80 | 341.73 | 334.015452338522 | 7.71454766147816 | 81 | 351.38 | 334.209671685609 | 17.1703283143911 | 82 | 351.13 | 329.908505537227 | 21.2214944627730 | 83 | 345.99 | 334.75406171382 | 11.2359382861802 | 84 | 347.55 | 337.567079221421 | 9.98292077857857 | 85 | 346.02 | 335.270968187497 | 10.7490318125029 | 86 | 345.29 | 334.482082794171 | 10.8079172058291 | 87 | 347.03 | 336.089480544825 | 10.9405194551748 | 88 | 348.01 | 336.754130385788 | 11.2558696142116 | 89 | 345.48 | 339.366284291344 | 6.11371570865554 | 90 | 349.4 | 340.119286770444 | 9.28071322955637 | 91 | 351.05 | 336.981140977622 | 14.0688590223777 | 92 | 349.7 | 338.222713309355 | 11.4772866906448 | 93 | 350.86 | 339.098832644091 | 11.7611673559089 | 94 | 354.45 | 337.871305246008 | 16.5786947539924 | 95 | 355.3 | 337.617877932867 | 17.6821220671329 | 96 | 357.48 | 339.260470088534 | 18.2195299114660 | 97 | 355.24 | 338.592776935562 | 16.6472230644376 | 98 | 351.79 | 337.233945283903 | 14.5560547160973 | 99 | 355.22 | 336.887241577414 | 18.3327584225863 | 100 | 351.02 | 338.152370511978 | 12.8676294880218 | 101 | 350.28 | 337.690885667236 | 12.5891143327639 | 102 | 350.17 | 335.533091184132 | 14.6369088158678 | 103 | 348.16 | 332.059084203364 | 16.1009157966356 | 104 | 340.3 | 333.677228170068 | 6.62277182993239 | 105 | 343.75 | 333.810381846619 | 9.93961815338105 | 106 | 344.71 | 329.926497780231 | 14.7835022197688 | 107 | 344.13 | 330.578877913371 | 13.5511220866292 | 108 | 342.14 | 332.058628280942 | 10.0813717190577 | 109 | 345.04 | 330.291753058328 | 14.7482469416724 | 110 | 346.02 | 331.355193004585 | 14.6648069954149 | 111 | 346.43 | 333.125432543335 | 13.3045674566654 | 112 | 347.07 | 334.400739089655 | 12.6692609103449 | 113 | 339.33 | 334.417601997443 | 4.91239800255711 | 114 | 339.1 | 334.091777630411 | 5.0082223695892 | 115 | 337.19 | 331.27931541378 | 5.91068458621997 | 116 | 339.58 | 328.979078854441 | 10.6009211455592 | 117 | 327.85 | 328.735660896022 | -0.88566089602175 | 118 | 326.81 | 329.055130484843 | -2.24513048484323 | 119 | 321.73 | 326.074103221107 | -4.34410322110704 | 120 | 320.45 | 327.889714776625 | -7.43971477662512 | 121 | 327.69 | 325.491827625141 | 2.19817237485878 | 122 | 323.95 | 322.443512421993 | 1.50648757800688 | 123 | 320.47 | 325.363822089165 | -4.89382208916546 | 124 | 322.13 | 327.473692799474 | -5.34369279947424 | 125 | 316.34 | 327.205582578095 | -10.8655825780953 | 126 | 314.78 | 324.396420942610 | -9.61642094261035 | 127 | 308.9 | 323.34468555976 | -14.4446855597597 | 128 | 308.62 | 321.695816152801 | -13.0758161528015 | 129 | 314.41 | 322.236074299591 | -7.82607429959096 | 130 | 306.88 | 320.947481230972 | -14.0674812309716 | 131 | 310.6 | 324.94829563182 | -14.3482956318202 | 132 | 321.6 | 325.695257952963 | -4.09525795296302 | 133 | 321.5 | 323.643409601182 | -2.14340960118161 | 134 | 325.68 | 325.704255499523 | -0.0242554995226388 | 135 | 324.35 | 325.683235369224 | -1.33323536922416 | 136 | 320.01 | 327.375823997539 | -7.3658239975388 | 137 | 326.88 | 326.517412294314 | 0.36258770568553 | 138 | 332.39 | 325.825193904068 | 6.56480609593193 | 139 | 331.48 | 325.445180897110 | 6.03481910288964 | 140 | 332.62 | 325.567215935688 | 7.05278406431174 | 141 | 324.79 | 325.008292012835 | -0.218292012834681 | 142 | 327.12 | 326.182680989156 | 0.937319010843685 | 143 | 328.91 | 324.046395501164 | 4.86360449883566 | 144 | 328.37 | 322.055580259955 | 6.31441974004455 | 145 | 324.83 | 319.382897591061 | 5.44710240893919 | 146 | 325.9 | 316.405825670204 | 9.49417432979561 | 147 | 326.18 | 315.428110034846 | 10.7518899651538 | 148 | 328.94 | 315.736543464351 | 13.203456535649 | 149 | 333.78 | 315.804294430919 | 17.9757055690815 | 150 | 328.06 | 318.419799861357 | 9.6402001386427 | 151 | 325.87 | 316.17728390306 | 9.69271609694004 | 152 | 325.41 | 315.016939860388 | 10.3930601396124 | 153 | 318.86 | 315.811638301076 | 3.04836169892405 | 154 | 319.13 | 317.393131747636 | 1.73686825236423 | 155 | 310.16 | 317.943735763216 | -7.78373576321577 | 156 | 311.73 | 315.220132475578 | -3.49013247557814 | 157 | 306.54 | 312.466028912636 | -5.92602891263584 | 158 | 311.16 | 312.399753953982 | -1.23975395398239 | 159 | 311.98 | 312.796015905678 | -0.816015905678061 | 160 | 306.72 | 311.303012054379 | -4.58301205437893 | 161 | 308.05 | 311.319874962167 | -3.2698749621667 | 162 | 300.76 | 311.452043124153 | -10.6920431241526 | 163 | 301.9 | 308.985619707224 | -7.08561970722428 | 164 | 293.09 | 303.906895138509 | -10.8168951385095 | 165 | 292.76 | 307.144220400627 | -14.3842204006269 | 166 | 294.58 | 306.781790001799 | -12.2017900017994 | 167 | 289.9 | 304.340176161129 | -14.4401761611288 | 168 | 296.69 | 298.522578899681 | -1.83257889968098 | 169 | 297.21 | 300.399288685698 | -3.189288685698 | 170 | 293.31 | 301.645925643563 | -8.33592564356266 | 171 | 296.25 | 306.988506908652 | -10.7385069086522 | 172 | 298.6 | 303.500691153186 | -4.90069115318596 | 173 | 296.87 | 306.19426595279 | -9.32426595278975 | 174 | 301.02 | 306.031283373853 | -5.011283373853 | 175 | 304.73 | 305.753046484455 | -1.02304648445483 | 176 | 301.92 | 304.256841253836 | -2.33684125383597 | 177 | 295.72 | 306.649424740209 | -10.9294247402092 | 178 | 293.18 | 305.391364506858 | -12.2113645068577 | 179 | 298.35 | 301.097425326603 | -2.74742532660338 | 180 | 297.99 | 302.058117494621 | -4.06811749462129 | 181 | 299.85 | 299.985913919328 | -0.135913919327923 | 182 | 299.85 | 299.308982255317 | 0.541017744682803 | 183 | 304.45 | 298.697660643173 | 5.7523393568266 | 184 | 299.45 | 299.168935860774 | 0.281064139226513 | 185 | 298.14 | 303.216133023919 | -5.07613302391922 | 186 | 298.78 | 302.931019103911 | -4.15101910391099 | 187 | 297.02 | 300.383174792935 | -3.36317479293501 | 188 | 301.33 | 301.176932207406 | 0.153067792594098 | 189 | 294.96 | 297.60543520479 | -2.64543520478982 | 190 | 296.69 | 300.194512215189 | -3.50451221518909 | 191 | 300.73 | 299.462737149519 | 1.26726285048118 | 192 | 301.96 | 302.947477033013 | -0.987477033013446 | 193 | 297.38 | 302.697065962036 | -5.31706596203594 | 194 | 293.87 | 303.638374567222 | -9.76837456722198 | 195 | 285.96 | 303.566466378144 | -17.6064663781438 | 196 | 285.41 | 304.780707253928 | -19.3707072539285 | 197 | 283.7 | 299.352547872281 | -15.6525478722806 | 198 | 284.76 | 298.711217540814 | -13.951217540814 | 199 | 277.11 | 296.051419500523 | -18.9414195005225 | 200 | 274.73 | 298.789100760381 | -24.0591007603807 | 201 | 274.73 | 298.891721601664 | -24.1617216016641 | 202 | 274.73 | 298.152719567866 | -23.4227195678663 | 203 | 274.73 | 298.530304183595 | -23.8003041835951 | 204 | 274.69 | 298.575011293577 | -23.8850112935771 | 205 | 275.42 | 295.546112213224 | -20.1261122132240 | 206 | 264.15 | 294.563852196535 | -30.4138521965347 | 207 | 276.24 | 291.051911233944 | -14.8119112339438 | 208 | 268.88 | 290.607201393508 | -21.7272013935080 | 209 | 277.97 | 294.878306015285 | -16.9083060152847 | 210 | 280.49 | 295.000296565515 | -14.5102965655147 | 211 | 281.09 | 295.454847722545 | -14.3648477225453 | 212 | 276.16 | 295.648126043415 | -19.4881260434148 | 213 | 272.58 | 293.776290204043 | -21.1962902040432 | 214 | 270.94 | 295.479914991674 | -24.5399149916744 | 215 | 284.31 | 291.918763857849 | -7.60876385784884 | 216 | 283.94 | 296.543396258010 | -12.6033962580103 | 217 | 284.18 | 296.455826975128 | -12.2758269751281 | 218 | 282.83 | 296.796656486713 | -13.9666564867128 | 219 | 283.84 | 296.429597556712 | -12.5895975567119 | 220 | 282.71 | 298.346093643658 | -15.6360936436575 | 221 | 279.29 | 295.757487941921 | -16.4674879419209 | 222 | 280.7 | 294.536033740365 | -13.8360337403649 | 223 | 274.47 | 291.397887947544 | -16.9278879475435 | 224 | 273.44 | 294.105036372134 | -20.6650363721339 | 225 | 275.49 | 291.480057262822 | -15.9900572628215 | 226 | 279.46 | 290.842831346583 | -11.3828313465833 | 227 | 280.19 | 292.685992055170 | -12.4959920551695 | 228 | 288.21 | 295.244569268872 | -7.03456926887228 | 229 | 284.8 | 294.312258210246 | -9.5122582102458 | 230 | 281.41 | 296.037242920640 | -14.6272429206403 | 231 | 283.39 | 294.489581026949 | -11.0995810269487 | 232 | 287.97 | 295.388315938299 | -7.41831593829885 | 233 | 290.77 | 293.634274400551 | -2.86427440055057 | 234 | 290.6 | 297.756066370871 | -7.15606637087058 | 235 | 289.67 | 296.022431000371 | -6.35243100037098 | 236 | 289.84 | 295.655940674663 | -5.81594067466309 | 237 | 298.55 | 293.977479458654 | 4.57252054134551 | 238 | 296.07 | 294.856717694053 | 1.21328230594655 | 239 | 297.14 | 295.733005285824 | 1.40699471417598 | 240 | 295.34 | 297.283998935687 | -1.94399893568726 | 241 | 296.25 | 297.593356511287 | -1.34335651128725 | 242 | 294.3 | 294.056515943853 | 0.243484056146684 | 243 | 296.15 | 294.025318201799 | 2.12468179820104 | 244 | 296.49 | 294.547481478179 | 1.94251852182124 | 245 | 298.05 | 294.788251844598 | 3.26174815540249 | 246 | 301.03 | 294.869531947804 | 6.16046805219633 | 247 | 300.52 | 294.794847293525 | 5.72515270647538 | 248 | 301.5 | 295.47665097868 | 6.02334902132 | 249 | 296.93 | 296.006731513714 | 0.923268486286461 | 250 | 289.84 | 295.654478726642 | -5.81447872664201 | 251 | 291.44 | 294.200093226299 | -2.76009322629900 | 252 | 286.88 | 295.120074947293 | -8.24007494729307 | 253 | 286.74 | 295.174992228994 | -8.43499222899419 | 254 | 288.93 | 291.007139732691 | -2.07713973269109 | 255 | 292.19 | 292.034413613256 | 0.155586386744052 | 256 | 295.39 | 291.21313213785 | 4.17686786215018 | 257 | 295.86 | 292.715926362007 | 3.1440736379931 | 258 | 293.36 | 294.954860157475 | -1.59486015747537 | 259 | 292.86 | 295.327990420458 | -2.46799042045834 | 260 | 292.73 | 292.579938943857 | 0.150061056142954 | 261 | 296.73 | 294.453464230677 | 2.2765357693234 | 262 | 285.02 | 292.289596551045 | -7.26959655104519 | 263 | 285.24 | 294.692525906209 | -9.4525259062089 | 264 | 288.62 | 291.541462924821 | -2.92146292482117 | 265 | 283.36 | 288.675405632563 | -5.31540563256338 | 266 | 285.84 | 288.639663509178 | -2.79966350917783 | 267 | 291.48 | 284.8936374762 | 6.58636252380001 | 268 | 291.41 | 286.74906789261 | 4.66093210739013 | 269 | 287.77 | 289.055893445487 | -1.28589344548742 | 270 | 284.97 | 288.913266090063 | -3.94326609006252 | 271 | 286.05 | 287.647800860337 | -1.59780086033681 | 272 | 278.19 | 284.126250890283 | -5.93625089028303 | 273 | 281.21 | 283.272176226507 | -2.06217622650680 | 274 | 277.92 | 281.240617499703 | -3.32061749970272 | 275 | 280.08 | 281.770866291771 | -1.69086629177088 | 276 | 269.24 | 282.782446518569 | -13.5424465185685 | 277 | 268.48 | 281.890845906966 | -13.4108459069658 | 278 | 268.83 | 280.481126196526 | -11.6511261965265 | 279 | 269.54 | 280.460106066228 | -10.9201060662280 | 280 | 262.37 | 281.725235000793 | -19.3552350007925 | 281 | 265.12 | 280.134035251139 | -15.0140352511394 | 282 | 265.34 | 278.556364638125 | -13.2163646381250 | 283 | 263.32 | 276.547933750215 | -13.2279337502146 | 284 | 267.18 | 276.904053859179 | -9.72405385917944 | 285 | 260.75 | 274.299429973379 | -13.5494299733790 | 286 | 261.78 | 274.313571209522 | -12.5335712095219 | 287 | 257.27 | 274.823464778078 | -17.5534647780781 | 288 | 255.63 | 276.608543498328 | -20.9785434983283 | 289 | 251.39 | 275.757653333749 | -24.3676533337494 | 290 | 259.49 | 273.554079906346 | -14.0640799063455 | 291 | 261.18 | 273.339685152684 | -12.1596851526839 | 292 | 261.65 | 273.983979770135 | -12.3339797701353 | 293 | 262.01 | 272.107806891315 | -10.0978068913155 | 294 | 265.23 | 272.280685500325 | -7.05068550032518 | 295 | 268.1 | 272.480796363457 | -4.38079636345691 | 296 | 262.27 | 272.511232896231 | -10.2412328962313 | 297 | 263.59 | 275.524650699718 | -11.9346506997177 | 298 | 257.85 | 271.437214398211 | -13.5872143982108 | 299 | 265.69 | 270.094782627183 | -4.40478262718333 | 300 | 271.15 | 271.544000159487 | -0.394000159487052 | 301 | 266.69 | 272.738809957855 | -6.04880995785508 | 302 | 265.77 | 271.685306658874 | -5.91530665887406 | 303 | 262.32 | 269.303080601194 | -6.98308060119414 | 304 | 270.48 | 267.871142420431 | 2.60885757956928 | 305 | 273.03 | 269.109318738933 | 3.92068126106696 | 306 | 269.13 | 268.417100348687 | 0.712899651313393 | 307 | 280.65 | 265.16700082655 | 15.4829991734502 | 308 | 282.75 | 265.869159735217 | 16.8808402647829 | 309 | 281.44 | 265.747873117870 | 15.6921268821305 | 310 | 281.99 | 265.212423319191 | 16.7775766808092 | 311 | 282.86 | 262.760631866764 | 20.0993681332357 | 312 | 287.21 | 263.914698658145 | 23.2953013418547 | 313 | 283.11 | 264.926311444906 | 18.1836885550939 | 314 | 280.66 | 263.720143969586 | 16.9398560304142 | 315 | 282.39 | 261.236141794346 | 21.1538582056536 | 316 | 280.83 | 263.305302057631 | 17.5246979423687 | 317 | 284.71 | 262.853994824645 | 21.8560051753548 | 318 | 279.99 | 262.701189857464 | 17.2888101425357 | 319 | 283.5 | 259.593576899911 | 23.9064231000892 | 320 | 284.88 | 259.166020903667 | 25.7139790963328 | 321 | 288.6 | 258.719050710129 | 29.8809492898709 | 322 | 284.8 | 257.918983005796 | 26.8810169942044 | 323 | 287.2 | 262.377789935662 | 24.8222100643379 | 324 | 286.22 | 259.796673212608 | 26.4233267873922 | 325 | 286.54 | 260.319760635083 | 26.2202393649171 | 326 | 279.58 | 259.225546889078 | 20.3544531109220 | 327 | 283.08 | 259.458967052678 | 23.6210329473216 | 328 | 288.88 | 256.144170697063 | 32.7358293029366 | 329 | 280.18 | 259.906394731042 | 20.2736052689576 | 330 | 284.16 | 257.952152483058 | 26.2078475169424 | 331 | 290.57 | 255.699458913004 | 34.8705410869956 | 332 | 286.82 | 254.305029799945 | 32.5149702000549 | 333 | 273 | 255.191326746437 | 17.8086732535630 | 334 | 278.69 | 250.666253139424 | 28.0237468605759 | 335 | 264.54 | 250.585845226135 | 13.9541547738650 | 336 | 271.92 | 253.185132886862 | 18.7348671131385 | 337 | 283.6 | 249.433623371836 | 34.1663766281643 | 338 | 269.25 | 251.331627482081 | 17.9183725179185 | 339 | 263.58 | 254.547087890177 | 9.03291210982346 | 340 | 264.16 | 255.364401907479 | 8.79559809252097 | 341 | 268.85 | 253.243966346516 | 15.6060336534837 | 342 | 269.67 | 252.846898697193 | 16.8231013028074 | 343 | 249.41 | 250.502606621336 | -1.09260662133575 | 344 | 268.99 | 250.298958083723 | 18.6910419162769 | 345 | 268.65 | 245.037977529619 | 23.6120224703814 | 346 | 260.16 | 244.176844154749 | 15.9831558452507 | 347 | 256.55 | 241.552033302472 | 14.9979666975285 | 348 | 251.47 | 243.581374704865 | 7.88862529513537 | 349 | 234.93 | 242.160538281952 | -7.23053828195236 | 350 | 232.96 | 238.847605173149 | -5.88760517314944 | 351 | 215.49 | 233.004991118445 | -17.5149911184450 | 352 | 213.68 | 235.206460334557 | -21.5264603345574 | 353 | 236.07 | 228.170238295469 | 7.89976170453133 | 354 | 235.41 | 236.698936156117 | -1.28893615611701 | 355 | 214.77 | 235.331694808832 | -20.5616948088317 | 356 | 225.85 | 236.023676105743 | -10.1736761057431 | 357 | 224.64 | 229.205520952978 | -4.56552095297755 | 358 | 238.26 | 228.313854742840 | 9.94614525715958 | 359 | 232.44 | 231.286730356338 | 1.15326964366242 | 360 | 222.5 | 231.819962830605 | -9.31996283060538 | 361 | 225.28 | 230.755342819152 | -5.47534281915153 | 362 | 220.49 | 226.841930616747 | -6.35193061674728 | 363 | 216.86 | 227.360323909514 | -10.5003239095144 | 364 | 234.7 | 222.345866390655 | 12.3541336093450 | 365 | 230.06 | 226.586438177164 | 3.47356182283612 | 366 | 238.27 | 226.311501868912 | 11.9584981310884 | 367 | 238.56 | 229.778626105705 | 8.78137389429528 | 368 | 242.7 | 226.114589571068 | 16.5854104289324 | 369 | 249.14 | 225.56584325997 | 23.5741567400301 | 370 | 234.89 | 233.864560465460 | 1.02543953454030 | 371 | 227.78 | 229.916660084908 | -2.13666008490784 | 372 | 234.04 | 231.823870146229 | 2.21612985377052 | 373 | 230.7 | 230.962802369895 | -0.262802369894737 | 374 | 230.17 | 228.097684178354 | 2.07231582164620 | 375 | 218.23 | 227.750980471865 | -9.52098047186479 | 376 | 232.2 | 230.033870582025 | 2.16612941797523 | 377 | 220.76 | 223.933988824484 | -3.17398882448389 | 378 | 215.6 | 225.491022632303 | -9.8910226323034 | 379 | 217.69 | 221.508135063738 | -3.81813506373786 | 380 | 204.35 | 221.406262643685 | -17.0562626436848 | 381 | 191.44 | 221.356219308629 | -29.9162193086289 | 382 | 203.84 | 217.594466583313 | -13.7544665833126 | 383 | 211.86 | 218.633595963178 | -6.77359596317844 | 384 | 210.57 | 223.044498516465 | -12.4744985164649 | 385 | 219.57 | 221.644017317065 | -2.07401731706453 | 386 | 219.98 | 220.051100595018 | -0.0711005950179234 | 387 | 226.01 | 221.078374475583 | 4.93162552441724 | 388 | 207.04 | 223.473218315058 | -16.4332183150582 | 389 | 212.52 | 219.551345473292 | -7.03134547329161 | 390 | 217.92 | 219.439250953135 | -1.51925095313461 | 391 | 210.45 | 218.418048405552 | -7.96804840555181 | 392 | 218.53 | 217.369658092195 | 1.16034190780508 | 393 | 223.32 | 216.932865510413 | 6.38713448958719 | 394 | 218.76 | 218.595779851020 | 0.164220148979744 | 395 | 217.63 | 218.973364466749 | -1.34336446674904 |
Goldfeld-Quandt test for Heteroskedasticity | p-values | Alternative Hypothesis | breakpoint index | greater | 2-sided | less | 17 | 0.00529118872817264 | 0.0105823774563453 | 0.994708811271827 | 18 | 0.00313933315017735 | 0.0062786663003547 | 0.996860666849823 | 19 | 0.000555718041644672 | 0.00111143608328934 | 0.999444281958355 | 20 | 0.000187047711663262 | 0.000374095423326525 | 0.999812952288337 | 21 | 4.96836465850587e-05 | 9.93672931701175e-05 | 0.999950316353415 | 22 | 1.59015556828963e-05 | 3.18031113657926e-05 | 0.999984098444317 | 23 | 3.04971775525527e-06 | 6.09943551051054e-06 | 0.999996950282245 | 24 | 8.01915547018505e-06 | 1.60383109403701e-05 | 0.99999198084453 | 25 | 6.31160430523397e-06 | 1.26232086104679e-05 | 0.999993688395695 | 26 | 2.67671083693914e-06 | 5.35342167387829e-06 | 0.999997323289163 | 27 | 7.48780376375212e-07 | 1.49756075275042e-06 | 0.999999251219624 | 28 | 2.28000695298085e-07 | 4.56001390596169e-07 | 0.999999771999305 | 29 | 5.28337331642295e-08 | 1.05667466328459e-07 | 0.999999947166267 | 30 | 1.22344245848155e-08 | 2.4468849169631e-08 | 0.999999987765575 | 31 | 3.2523511194558e-09 | 6.5047022389116e-09 | 0.999999996747649 | 32 | 9.74198532986506e-10 | 1.94839706597301e-09 | 0.999999999025802 | 33 | 9.0569278389938e-10 | 1.81138556779876e-09 | 0.999999999094307 | 34 | 4.74336491680213e-10 | 9.48672983360426e-10 | 0.999999999525663 | 35 | 4.07519880881377e-10 | 8.15039761762753e-10 | 0.99999999959248 | 36 | 1.27659058586138e-10 | 2.55318117172277e-10 | 0.999999999872341 | 37 | 3.39732216278316e-11 | 6.79464432556632e-11 | 0.999999999966027 | 38 | 7.9806277446884e-12 | 1.59612554893768e-11 | 0.99999999999202 | 39 | 2.66237925609803e-12 | 5.32475851219606e-12 | 0.999999999997338 | 40 | 7.21344482960112e-13 | 1.44268896592022e-12 | 0.999999999999279 | 41 | 1.4133501884995e-12 | 2.826700376999e-12 | 0.999999999998587 | 42 | 4.25074467394705e-13 | 8.5014893478941e-13 | 0.999999999999575 | 43 | 3.71224971027341e-13 | 7.42449942054681e-13 | 0.999999999999629 | 44 | 3.42513678682935e-13 | 6.85027357365869e-13 | 0.999999999999657 | 45 | 4.62906593541263e-13 | 9.25813187082526e-13 | 0.999999999999537 | 46 | 8.23294726299334e-12 | 1.64658945259867e-11 | 0.999999999991767 | 47 | 1.13328969822833e-11 | 2.26657939645665e-11 | 0.999999999988667 | 48 | 4.59962062092071e-12 | 9.19924124184142e-12 | 0.9999999999954 | 49 | 3.99264881215109e-11 | 7.98529762430219e-11 | 0.999999999960073 | 50 | 6.62130958705911e-11 | 1.32426191741182e-10 | 0.999999999933787 | 51 | 2.33310753053943e-11 | 4.66621506107887e-11 | 0.999999999976669 | 52 | 9.29467898440712e-12 | 1.85893579688142e-11 | 0.999999999990705 | 53 | 3.17883389578108e-12 | 6.35766779156216e-12 | 0.999999999996821 | 54 | 1.50932086520750e-12 | 3.01864173041499e-12 | 0.99999999999849 | 55 | 1.69246204830886e-12 | 3.38492409661771e-12 | 0.999999999998308 | 56 | 8.00834960239135e-13 | 1.60166992047827e-12 | 0.9999999999992 | 57 | 3.83309170604576e-13 | 7.66618341209152e-13 | 0.999999999999617 | 58 | 1.30247132000600e-13 | 2.60494264001199e-13 | 0.99999999999987 | 59 | 8.15124377744634e-14 | 1.63024875548927e-13 | 0.999999999999919 | 60 | 1.66228855377652e-13 | 3.32457710755303e-13 | 0.999999999999834 | 61 | 2.05970525370303e-13 | 4.11941050740605e-13 | 0.999999999999794 | 62 | 1.57614878633420e-13 | 3.15229757266841e-13 | 0.999999999999842 | 63 | 1.00194898334387e-13 | 2.00389796668773e-13 | 0.9999999999999 | 64 | 5.17071339543322e-14 | 1.03414267908664e-13 | 0.999999999999948 | 65 | 3.26824860004261e-14 | 6.53649720008522e-14 | 0.999999999999967 | 66 | 1.42399384231550e-14 | 2.84798768463100e-14 | 0.999999999999986 | 67 | 1.1448814308621e-14 | 2.2897628617242e-14 | 0.999999999999989 | 68 | 2.34716999394162e-14 | 4.69433998788324e-14 | 0.999999999999976 | 69 | 5.25649603685136e-14 | 1.05129920737027e-13 | 0.999999999999947 | 70 | 6.39753673044367e-14 | 1.27950734608873e-13 | 0.999999999999936 | 71 | 2.04773162282889e-13 | 4.09546324565778e-13 | 0.999999999999795 | 72 | 1.12863564653264e-13 | 2.25727129306528e-13 | 0.999999999999887 | 73 | 1.06755535578546e-13 | 2.13511071157091e-13 | 0.999999999999893 | 74 | 4.42447832563428e-14 | 8.84895665126856e-14 | 0.999999999999956 | 75 | 1.97711810492487e-14 | 3.95423620984974e-14 | 0.99999999999998 | 76 | 7.75415900437798e-15 | 1.55083180087560e-14 | 0.999999999999992 | 77 | 3.42888672383759e-15 | 6.85777344767518e-15 | 0.999999999999997 | 78 | 2.4242149390841e-15 | 4.8484298781682e-15 | 0.999999999999998 | 79 | 3.05827939022746e-15 | 6.11655878045493e-15 | 0.999999999999997 | 80 | 3.90589886573464e-15 | 7.81179773146928e-15 | 0.999999999999996 | 81 | 3.81158724906977e-14 | 7.62317449813953e-14 | 0.999999999999962 | 82 | 2.06646081927538e-13 | 4.13292163855077e-13 | 0.999999999999793 | 83 | 1.71400336821138e-13 | 3.42800673642277e-13 | 0.999999999999829 | 84 | 1.59368674585124e-13 | 3.18737349170248e-13 | 0.99999999999984 | 85 | 1.56613919622615e-13 | 3.1322783924523e-13 | 0.999999999999843 | 86 | 1.07135380100371e-13 | 2.14270760200741e-13 | 0.999999999999893 | 87 | 9.69076289344996e-14 | 1.93815257868999e-13 | 0.999999999999903 | 88 | 7.30177955714814e-14 | 1.46035591142963e-13 | 0.999999999999927 | 89 | 5.04197882202453e-14 | 1.00839576440491e-13 | 0.99999999999995 | 90 | 5.92494682803211e-14 | 1.18498936560642e-13 | 0.99999999999994 | 91 | 1.43464537625940e-13 | 2.86929075251881e-13 | 0.999999999999857 | 92 | 2.67044525939846e-13 | 5.34089051879692e-13 | 0.999999999999733 | 93 | 2.44831178615919e-13 | 4.89662357231837e-13 | 0.999999999999755 | 94 | 3.35639027789308e-13 | 6.71278055578616e-13 | 0.999999999999664 | 95 | 5.33446316931286e-13 | 1.06689263386257e-12 | 0.999999999999467 | 96 | 8.0625323339452e-13 | 1.61250646678904e-12 | 0.999999999999194 | 97 | 8.90829811852995e-13 | 1.78165962370599e-12 | 0.99999999999911 | 98 | 6.16052642789971e-13 | 1.23210528557994e-12 | 0.999999999999384 | 99 | 6.85878956785397e-13 | 1.37175791357079e-12 | 0.999999999999314 | 100 | 4.14865505112122e-13 | 8.29731010224244e-13 | 0.999999999999585 | 101 | 2.86078173429346e-13 | 5.72156346858692e-13 | 0.999999999999714 | 102 | 2.54262780305064e-13 | 5.08525560610127e-13 | 0.999999999999746 | 103 | 2.50019026788005e-13 | 5.0003805357601e-13 | 0.99999999999975 | 104 | 1.32919049961639e-13 | 2.65838099923278e-13 | 0.999999999999867 | 105 | 7.66243877620574e-14 | 1.53248775524115e-13 | 0.999999999999923 | 106 | 5.37542249366581e-14 | 1.07508449873316e-13 | 0.999999999999946 | 107 | 3.58444929068537e-14 | 7.16889858137073e-14 | 0.999999999999964 | 108 | 2.31892195323978e-14 | 4.63784390647956e-14 | 0.999999999999977 | 109 | 1.71319987071172e-14 | 3.42639974142343e-14 | 0.999999999999983 | 110 | 1.22824277964408e-14 | 2.45648555928816e-14 | 0.999999999999988 | 111 | 8.39670848676503e-15 | 1.67934169735301e-14 | 0.999999999999992 | 112 | 5.6890723623621e-15 | 1.13781447247242e-14 | 0.999999999999994 | 113 | 4.00566383322875e-15 | 8.0113276664575e-15 | 0.999999999999996 | 114 | 2.83648652297611e-15 | 5.67297304595222e-15 | 0.999999999999997 | 115 | 2.09685811846043e-15 | 4.19371623692087e-15 | 0.999999999999998 | 116 | 1.34882232718000e-15 | 2.69764465436000e-15 | 0.999999999999999 | 117 | 2.87785918809992e-15 | 5.75571837619984e-15 | 0.999999999999997 | 118 | 1.47362161564654e-14 | 2.94724323129307e-14 | 0.999999999999985 | 119 | 8.19175091806826e-14 | 1.63835018361365e-13 | 0.999999999999918 | 120 | 7.50874643936932e-13 | 1.50174928787386e-12 | 0.99999999999925 | 121 | 8.37542226538934e-13 | 1.67508445307787e-12 | 0.999999999999162 | 122 | 1.13505582041303e-12 | 2.27011164082606e-12 | 0.999999999998865 | 123 | 4.10753077113744e-12 | 8.21506154227488e-12 | 0.999999999995892 | 124 | 1.30646204209524e-11 | 2.61292408419048e-11 | 0.999999999986935 | 125 | 4.96790821617478e-11 | 9.93581643234955e-11 | 0.999999999950321 | 126 | 1.20486230054137e-10 | 2.40972460108273e-10 | 0.999999999879514 | 127 | 8.03047090997696e-10 | 1.60609418199539e-09 | 0.999999999196953 | 128 | 2.14707224523518e-09 | 4.29414449047036e-09 | 0.999999997852928 | 129 | 3.11180353550266e-09 | 6.22360707100531e-09 | 0.999999996888197 | 130 | 1.48251535181336e-08 | 2.96503070362673e-08 | 0.999999985174846 | 131 | 6.12753457419738e-08 | 1.22550691483948e-07 | 0.999999938724654 | 132 | 6.24005426624529e-08 | 1.24801085324906e-07 | 0.999999937599457 | 133 | 5.57121948676974e-08 | 1.11424389735395e-07 | 0.999999944287805 | 134 | 4.888620042361e-08 | 9.777240084722e-08 | 0.9999999511138 | 135 | 4.27531007282712e-08 | 8.55062014565424e-08 | 0.9999999572469 | 136 | 5.59499970055959e-08 | 1.11899994011192e-07 | 0.999999944050003 | 137 | 3.75229286734372e-08 | 7.50458573468743e-08 | 0.999999962477071 | 138 | 2.8423775744414e-08 | 5.6847551488828e-08 | 0.999999971576224 | 139 | 2.0800566008962e-08 | 4.1601132017924e-08 | 0.999999979199434 | 140 | 1.60409515227838e-08 | 3.20819030455677e-08 | 0.999999983959049 | 141 | 1.14757241949820e-08 | 2.29514483899641e-08 | 0.999999988524276 | 142 | 8.60872554557765e-09 | 1.72174510911553e-08 | 0.999999991391274 | 143 | 6.19501294533815e-09 | 1.23900258906763e-08 | 0.999999993804987 | 144 | 4.73400351379987e-09 | 9.46800702759975e-09 | 0.999999995265996 | 145 | 3.61934548345003e-09 | 7.23869096690005e-09 | 0.999999996380655 | 146 | 3.41958218607063e-09 | 6.83916437214127e-09 | 0.999999996580418 | 147 | 3.63532322288282e-09 | 7.27064644576564e-09 | 0.999999996364677 | 148 | 5.00341873174783e-09 | 1.00068374634957e-08 | 0.999999994996581 | 149 | 1.48265469172526e-08 | 2.96530938345053e-08 | 0.999999985173453 | 150 | 1.51193213227538e-08 | 3.02386426455076e-08 | 0.999999984880679 | 151 | 1.57172674387806e-08 | 3.14345348775612e-08 | 0.999999984282733 | 152 | 1.81091088720042e-08 | 3.62182177440084e-08 | 0.999999981890891 | 153 | 1.42498974582947e-08 | 2.84997949165895e-08 | 0.999999985750103 | 154 | 1.16971041648743e-08 | 2.33942083297487e-08 | 0.999999988302896 | 155 | 1.43912702877313e-08 | 2.87825405754625e-08 | 0.99999998560873 | 156 | 1.38807914227002e-08 | 2.77615828454005e-08 | 0.999999986119209 | 157 | 1.58812175350936e-08 | 3.17624350701871e-08 | 0.999999984118783 | 158 | 1.56649483789564e-08 | 3.13298967579128e-08 | 0.999999984335052 | 159 | 1.44968599651960e-08 | 2.89937199303920e-08 | 0.99999998550314 | 160 | 1.46657134621084e-08 | 2.93314269242168e-08 | 0.999999985334286 | 161 | 1.18524055752716e-08 | 2.37048111505432e-08 | 0.999999988147594 | 162 | 1.41586876233237e-08 | 2.83173752466474e-08 | 0.999999985841312 | 163 | 1.32401908269127e-08 | 2.64803816538255e-08 | 0.99999998675981 | 164 | 1.27392249874961e-08 | 2.54784499749923e-08 | 0.999999987260775 | 165 | 1.73735467408608e-08 | 3.47470934817215e-08 | 0.999999982626453 | 166 | 2.10526999352274e-08 | 4.21053998704547e-08 | 0.9999999789473 | 167 | 2.36813447880602e-08 | 4.73626895761203e-08 | 0.999999976318655 | 168 | 2.01851255017127e-08 | 4.03702510034254e-08 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6.11247410722947e-09 | 0.999999996943763 | 183 | 5.74250123500269e-09 | 1.14850024700054e-08 | 0.999999994257499 | 184 | 6.85449351297043e-09 | 1.37089870259409e-08 | 0.999999993145506 | 185 | 5.45549353562105e-09 | 1.09109870712421e-08 | 0.999999994544506 | 186 | 4.53549106307478e-09 | 9.07098212614955e-09 | 0.99999999546451 | 187 | 4.21389745159819e-09 | 8.42779490319638e-09 | 0.999999995786103 | 188 | 4.43414981988683e-09 | 8.86829963977365e-09 | 0.99999999556585 | 189 | 4.50219734261122e-09 | 9.00439468522244e-09 | 0.999999995497803 | 190 | 4.30053538579335e-09 | 8.6010707715867e-09 | 0.999999995699465 | 191 | 5.79610628651282e-09 | 1.15922125730256e-08 | 0.999999994203894 | 192 | 6.7098402445345e-09 | 1.3419680489069e-08 | 0.99999999329016 | 193 | 7.38528071145879e-09 | 1.47705614229176e-08 | 0.99999999261472 | 194 | 9.85260609222669e-09 | 1.97052121844534e-08 | 0.999999990147394 | 195 | 2.20587437992444e-08 | 4.41174875984889e-08 | 0.999999977941256 | 196 | 5.17825523334979e-08 | 1.03565104666996e-07 | 0.999999948217448 | 197 | 5.29409874213213e-08 | 1.05881974842643e-07 | 0.999999947059013 | 198 | 4.98544619736166e-08 | 9.97089239472332e-08 | 0.999999950145538 | 199 | 6.43931016014407e-08 | 1.28786203202881e-07 | 0.999999935606898 | 200 | 1.35334532364455e-07 | 2.7066906472891e-07 | 0.999999864665468 | 201 | 2.57722351816436e-07 | 5.15444703632871e-07 | 0.999999742277648 | 202 | 4.65551977281546e-07 | 9.31103954563092e-07 | 0.999999534448023 | 203 | 8.28855402310385e-07 | 1.65771080462077e-06 | 0.999999171144598 | 204 | 1.54766801769133e-06 | 3.09533603538266e-06 | 0.999998452331982 | 205 | 1.88767661569046e-06 | 3.77535323138092e-06 | 0.999998112323384 | 206 | 5.65051056307068e-06 | 1.13010211261414e-05 | 0.999994349489437 | 207 | 5.14307783308181e-06 | 1.02861556661636e-05 | 0.999994856922167 | 208 | 5.14467337890226e-06 | 1.02893467578045e-05 | 0.999994855326621 | 209 | 4.20260270639754e-06 | 8.40520541279507e-06 | 0.999995797397294 | 210 | 3.31948636459021e-06 | 6.63897272918042e-06 | 0.999996680513635 | 211 | 2.73371488182748e-06 | 5.46742976365496e-06 | 0.999997266285118 | 212 | 2.55963113387737e-06 | 5.11926226775475e-06 | 0.999997440368866 | 213 | 2.40549749036533e-06 | 4.81099498073066e-06 | 0.99999759450251 | 214 | 3.2745184323164e-06 | 6.5490368646328e-06 | 0.999996725481568 | 215 | 2.79216226288659e-06 | 5.58432452577318e-06 | 0.999997207837737 | 216 | 2.25865807842894e-06 | 4.51731615685788e-06 | 0.999997741341922 | 217 | 1.8467469305738e-06 | 3.6934938611476e-06 | 0.99999815325307 | 218 | 1.55113328922187e-06 | 3.10226657844374e-06 | 0.99999844886671 | 219 | 1.25091616294335e-06 | 2.5018323258867e-06 | 0.999998749083837 | 220 | 1.06296808647697e-06 | 2.12593617295394e-06 | 0.999998937031914 | 221 | 8.32808754308808e-07 | 1.66561750861762e-06 | 0.999999167191246 | 222 | 6.05257275694216e-07 | 1.21051455138843e-06 | 0.999999394742724 | 223 | 4.69775165208638e-07 | 9.39550330417277e-07 | 0.999999530224835 | 224 | 4.45026145442684e-07 | 8.90052290885369e-07 | 0.999999554973855 | 225 | 3.19947558327453e-07 | 6.39895116654906e-07 | 0.999999680052442 | 226 | 2.22998768069776e-07 | 4.45997536139551e-07 | 0.999999777001232 | 227 | 1.57118860016563e-07 | 3.14237720033126e-07 | 0.99999984288114 | 228 | 1.15445921810828e-07 | 2.30891843621656e-07 | 0.999999884554078 | 229 | 8.36366455072943e-08 | 1.67273291014589e-07 | 0.999999916363355 | 230 | 6.61419821898463e-08 | 1.32283964379693e-07 | 0.999999933858018 | 231 | 4.66353638594849e-08 | 9.32707277189698e-08 | 0.999999953364636 | 232 | 3.18866618979582e-08 | 6.37733237959163e-08 | 0.999999968113338 | 233 | 2.59341420639482e-08 | 5.18682841278964e-08 | 0.999999974065858 | 234 | 1.70750592971994e-08 | 3.41501185943989e-08 | 0.99999998292494 | 235 | 1.13326896433048e-08 | 2.26653792866095e-08 | 0.99999998866731 | 236 | 7.48747009720089e-09 | 1.49749401944018e-08 | 0.99999999251253 | 237 | 9.38610421121506e-09 | 1.87722084224301e-08 | 0.999999990613896 | 238 | 8.13523455369725e-09 | 1.62704691073945e-08 | 0.999999991864766 | 239 | 6.90715740052488e-09 | 1.38143148010498e-08 | 0.999999993092843 | 240 | 4.9096827811403e-09 | 9.8193655622806e-09 | 0.999999995090317 | 241 | 3.46088929149733e-09 | 6.92177858299465e-09 | 0.99999999653911 | 242 | 2.87516841482779e-09 | 5.75033682965558e-09 | 0.999999997124832 | 243 | 2.70880752490073e-09 | 5.41761504980146e-09 | 0.999999997291192 | 244 | 2.46408879295059e-09 | 4.92817758590117e-09 | 0.999999997535911 | 245 | 2.29424652593974e-09 | 4.58849305187949e-09 | 0.999999997705753 | 246 | 2.88520329249015e-09 | 5.7704065849803e-09 | 0.999999997114797 | 247 | 3.06761190281041e-09 | 6.13522380562083e-09 | 0.999999996932388 | 248 | 2.87230956127348e-09 | 5.74461912254696e-09 | 0.99999999712769 | 249 | 1.92660317134986e-09 | 3.85320634269971e-09 | 0.999999998073397 | 250 | 1.27760066903853e-09 | 2.55520133807706e-09 | 0.9999999987224 | 251 | 8.16866060627649e-10 | 1.63373212125530e-09 | 0.999999999183134 | 252 | 5.657494856431e-10 | 1.1314989712862e-09 | 0.99999999943425 | 253 | 4.02923711235159e-10 | 8.05847422470317e-10 | 0.999999999597076 | 254 | 2.75284891597289e-10 | 5.50569783194577e-10 | 0.999999999724715 | 255 | 1.92453945969519e-10 | 3.84907891939038e-10 | 0.999999999807546 | 256 | 1.85090924842158e-10 | 3.70181849684316e-10 | 0.99999999981491 | 257 | 1.37531124805283e-10 | 2.75062249610566e-10 | 0.999999999862469 | 258 | 8.47333239908083e-11 | 1.69466647981617e-10 | 0.999999999915267 | 259 | 5.42009436896368e-11 | 1.08401887379274e-10 | 0.9999999999458 | 260 | 3.41918701334733e-11 | 6.83837402669466e-11 | 0.999999999965808 | 261 | 2.23664326592378e-11 | 4.47328653184755e-11 | 0.999999999977634 | 262 | 1.79658024820247e-11 | 3.59316049640495e-11 | 0.999999999982034 | 263 | 2.17066728299091e-11 | 4.34133456598182e-11 | 0.999999999978293 | 264 | 1.31395904728555e-11 | 2.62791809457109e-11 | 0.99999999998686 | 265 | 7.86723272483849e-12 | 1.57344654496770e-11 | 0.999999999992133 | 266 | 4.65370324204872e-12 | 9.30740648409745e-12 | 0.999999999995346 | 267 | 6.03839049997064e-12 | 1.20767809999413e-11 | 0.999999999993962 | 268 | 5.31640550314226e-12 | 1.06328110062845e-11 | 0.999999999994684 | 269 | 3.36589481789796e-12 | 6.73178963579593e-12 | 0.999999999996634 | 270 | 2.16255421018022e-12 | 4.32510842036044e-12 | 0.999999999997838 | 271 | 1.32539325944598e-12 | 2.65078651889197e-12 | 0.999999999998675 | 272 | 8.47037280655472e-13 | 1.69407456131094e-12 | 0.999999999999153 | 273 | 5.36452118402486e-13 | 1.07290423680497e-12 | 0.999999999999464 | 274 | 3.31196699735847e-13 | 6.62393399471695e-13 | 0.999999999999669 | 275 | 2.04389846466540e-13 | 4.08779692933079e-13 | 0.999999999999796 | 276 | 1.75581177965129e-13 | 3.51162355930259e-13 | 0.999999999999824 | 277 | 1.47654582298660e-13 | 2.95309164597320e-13 | 0.999999999999852 | 278 | 1.07376376421380e-13 | 2.14752752842760e-13 | 0.999999999999893 | 279 | 7.31620731370125e-14 | 1.46324146274025e-13 | 0.999999999999927 | 280 | 1.58539644117122e-13 | 3.17079288234244e-13 | 0.999999999999841 | 281 | 2.23043595274323e-13 | 4.46087190548647e-13 | 0.999999999999777 | 282 | 2.06525385501890e-13 | 4.13050771003781e-13 | 0.999999999999793 | 283 | 1.80110306263525e-13 | 3.60220612527049e-13 | 0.99999999999982 | 284 | 1.70878875359771e-13 | 3.41757750719542e-13 | 0.999999999999829 | 285 | 1.85852160475942e-13 | 3.71704320951884e-13 | 0.999999999999814 | 286 | 2.15521336161794e-13 | 4.31042672323588e-13 | 0.999999999999785 | 287 | 4.73026013731074e-13 | 9.46052027462147e-13 | 0.999999999999527 | 288 | 2.35610857392571e-12 | 4.71221714785142e-12 | 0.999999999997644 | 289 | 2.61213572514504e-11 | 5.22427145029009e-11 | 0.999999999973879 | 290 | 4.32431864259e-11 | 8.64863728518e-11 | 0.999999999956757 | 291 | 5.21980727677788e-11 | 1.04396145535558e-10 | 0.999999999947802 | 292 | 9.49754874852618e-11 | 1.89950974970524e-10 | 0.999999999905025 | 293 | 1.99016188208717e-10 | 3.98032376417434e-10 | 0.999999999800984 | 294 | 3.2991151847359e-10 | 6.5982303694718e-10 | 0.999999999670088 | 295 | 4.98666908891762e-10 | 9.97333817783523e-10 | 0.999999999501333 | 296 | 2.63791981159461e-09 | 5.27583962318923e-09 | 0.99999999736208 | 297 | 4.09934101311235e-08 | 8.1986820262247e-08 | 0.99999995900659 | 298 | 6.07509181986585e-07 | 1.21501836397317e-06 | 0.999999392490818 | 299 | 1.91697522675910e-06 | 3.83395045351819e-06 | 0.999998083024773 | 300 | 4.17127247351519e-06 | 8.34254494703039e-06 | 0.999995828727526 | 301 | 2.19099645479249e-05 | 4.38199290958497e-05 | 0.999978090035452 | 302 | 9.55120324049339e-05 | 0.000191024064809868 | 0.999904487967595 | 303 | 0.000287171345408824 | 0.000574342690817647 | 0.99971282865459 | 304 | 0.000517128827308421 | 0.00103425765461684 | 0.999482871172692 | 305 | 0.00142928745459815 | 0.0028585749091963 | 0.998570712545402 | 306 | 0.00445440044131224 | 0.00890880088262448 | 0.995545599558688 | 307 | 0.00698078946955168 | 0.0139615789391034 | 0.993019210530448 | 308 | 0.0128129794131015 | 0.025625958826203 | 0.987187020586898 | 309 | 0.0231666361285208 | 0.0463332722570417 | 0.97683336387148 | 310 | 0.0389025144014821 | 0.0778050288029642 | 0.961097485598518 | 311 | 0.0547253857535288 | 0.109450771507058 | 0.945274614246471 | 312 | 0.0747988789860677 | 0.149597757972135 | 0.925201121013932 | 313 | 0.0918043626573628 | 0.183608725314726 | 0.908195637342637 | 314 | 0.104580222899400 | 0.209160445798800 | 0.8954197771006 | 315 | 0.120540627494579 | 0.241081254989158 | 0.87945937250542 | 316 | 0.129761214506955 | 0.259522429013910 | 0.870238785493045 | 317 | 0.149865629559766 | 0.299731259119532 | 0.850134370440234 | 318 | 0.168855473270434 | 0.337710946540867 | 0.831144526729566 | 319 | 0.188483341351477 | 0.376966682702954 | 0.811516658648523 | 320 | 0.212700332685567 | 0.425400665371134 | 0.787299667314433 | 321 | 0.250109480735392 | 0.500218961470784 | 0.749890519264608 | 322 | 0.272301351990768 | 0.544602703981537 | 0.727698648009232 | 323 | 0.281293105492512 | 0.562586210985025 | 0.718706894507488 | 324 | 0.302548066536816 | 0.605096133073633 | 0.697451933463183 | 325 | 0.312962579633975 | 0.62592515926795 | 0.687037420366025 | 326 | 0.303042995229561 | 0.606085990459123 | 0.696957004770439 | 327 | 0.310839993121219 | 0.621679986242437 | 0.689160006878781 | 328 | 0.405885780786648 | 0.811771561573295 | 0.594114219213352 | 329 | 0.392543620235048 | 0.785087240470096 | 0.607456379764952 | 330 | 0.393312838568385 | 0.78662567713677 | 0.606687161431615 | 331 | 0.52905148790938 | 0.94189702418124 | 0.47094851209062 | 332 | 0.589937254942291 | 0.820125490115419 | 0.410062745057709 | 333 | 0.562759571957244 | 0.874480856085511 | 0.437240428042756 | 334 | 0.584364692169987 | 0.831270615660027 | 0.415635307830013 | 335 | 0.546590318976541 | 0.906819362046919 | 0.453409681023459 | 336 | 0.534966604877286 | 0.930066790245429 | 0.465033395122714 | 337 | 0.708646330095215 | 0.582707339809569 | 0.291353669904785 | 338 | 0.69343226431195 | 0.613135471376099 | 0.306567735688050 | 339 | 0.655726236694114 | 0.688547526611772 | 0.344273763305886 | 340 | 0.613060952828354 | 0.773878094343292 | 0.386939047171646 | 341 | 0.57379742565525 | 0.852405148689501 | 0.426202574344751 | 342 | 0.541497180513444 | 0.917005638973113 | 0.458502819486556 | 343 | 0.501279301528068 | 0.997441396943863 | 0.498720698471932 | 344 | 0.490633879105513 | 0.981267758211025 | 0.509366120894487 | 345 | 0.543157929966214 | 0.913684140067573 | 0.456842070033786 | 346 | 0.547457349934235 | 0.90508530013153 | 0.452542650065765 | 347 | 0.570098944212118 | 0.859802111575764 | 0.429901055787882 | 348 | 0.581759233333319 | 0.836481533333362 | 0.418240766666681 | 349 | 0.53724056515338 | 0.92551886969324 | 0.46275943484662 | 350 | 0.491335145834598 | 0.982670291669197 | 0.508664854165402 | 351 | 0.509175189266342 | 0.981649621467317 | 0.490824810733658 | 352 | 0.611834684182785 | 0.77633063163443 | 0.388165315817215 | 353 | 0.56594752610377 | 0.868104947792459 | 0.434052473896230 | 354 | 0.512610419811307 | 0.974779160377387 | 0.487389580188693 | 355 | 0.613617620426751 | 0.772764759146497 | 0.386382379573249 | 356 | 0.633115614336943 | 0.733768771326114 | 0.366884385663057 | 357 | 0.613329593401385 | 0.77334081319723 | 0.386670406598615 | 358 | 0.572731552265482 | 0.854536895469035 | 0.427268447734518 | 359 | 0.511941847881245 | 0.97611630423751 | 0.488058152118755 | 360 | 0.474651859463439 | 0.949303718926878 | 0.525348140536561 | 361 | 0.4385254147427 | 0.8770508294854 | 0.5614745852573 | 362 | 0.427775049948588 | 0.855550099897177 | 0.572224950051412 | 363 | 0.441619726996283 | 0.883239453992566 | 0.558380273003717 | 364 | 0.414771561698026 | 0.829543123396052 | 0.585228438301974 | 365 | 0.347866853216095 | 0.69573370643219 | 0.652133146783905 | 366 | 0.330141358071053 | 0.660282716142105 | 0.669858641928947 | 367 | 0.281072557828312 | 0.562145115656624 | 0.718927442171688 | 368 | 0.351379028118922 | 0.702758056237844 | 0.648620971881078 | 369 | 0.828509925525478 | 0.342980148949044 | 0.171490074474522 | 370 | 0.763340085194812 | 0.473319829610376 | 0.236659914805188 | 371 | 0.6851089700892 | 0.629782059821601 | 0.314891029910801 | 372 | 0.660067202583039 | 0.679865594833923 | 0.339932797416961 | 373 | 0.561825982853788 | 0.876348034292424 | 0.438174017146212 | 374 | 0.463422110320089 | 0.926844220640179 | 0.536577889679911 | 375 | 0.390443324930592 | 0.780886649861184 | 0.609556675069408 | 376 | 0.540911807847133 | 0.918176384305733 | 0.459088192152867 | 377 | 0.543909812712137 | 0.912180374575727 | 0.456090187287863 | 378 | 0.452189003829654 | 0.904378007659308 | 0.547810996170346 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | Description | # significant tests | % significant tests | OK/NOK | 1% type I error level | 289 | 0.798342541436464 | NOK | 5% type I error level | 293 | 0.80939226519337 | NOK | 10% type I error level | 294 | 0.812154696132597 | NOK |
| Charts produced by software: | | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228924380vi0nm2uuyow7t5w/10p0961228924290.png (open in new window) | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228924380vi0nm2uuyow7t5w/10p0961228924290.ps (open in new window) |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228924380vi0nm2uuyow7t5w/2elpg1228924290.png (open in new window) | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228924380vi0nm2uuyow7t5w/2elpg1228924290.ps (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228924380vi0nm2uuyow7t5w/3wttn1228924290.png (open in new window) | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228924380vi0nm2uuyow7t5w/3wttn1228924290.ps (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228924380vi0nm2uuyow7t5w/4e9xw1228924290.png (open in new window) | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228924380vi0nm2uuyow7t5w/4e9xw1228924290.ps (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228924380vi0nm2uuyow7t5w/5slq51228924290.png (open in new window) | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228924380vi0nm2uuyow7t5w/5slq51228924290.ps (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228924380vi0nm2uuyow7t5w/6b9pz1228924290.png (open in new window) | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228924380vi0nm2uuyow7t5w/6b9pz1228924290.ps (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228924380vi0nm2uuyow7t5w/7309j1228924290.png (open in new window) | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228924380vi0nm2uuyow7t5w/7309j1228924290.ps (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228924380vi0nm2uuyow7t5w/8oa3q1228924290.png (open in new window) | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228924380vi0nm2uuyow7t5w/8oa3q1228924290.ps (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228924380vi0nm2uuyow7t5w/92qm01228924290.png (open in new window) | http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228924380vi0nm2uuyow7t5w/92qm01228924290.ps (open in new window) |
| | Parameters (Session): | par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = Linear Trend ; | | Parameters (R input): | par1 = 1 ; par2 = Include Monthly Dummies ; par3 = Linear Trend ; | | R code (references can be found in the software module): | library(lattice)
library(lmtest)
n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
par1 <- as.numeric(par1)
x <- t(y)
k <- length(x[1,])
n <- length(x[,1])
x1 <- cbind(x[,par1], x[,1:k!=par1])
mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
colnames(x1) <- mycolnames #colnames(x)[par1]
x <- x1
if (par3 == 'First Differences'){
x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
for (i in 1:n-1) {
for (j in 1:k) {
x2[i,j] <- x[i+1,j] - x[i,j]
}
}
x <- x2
}
if (par2 == 'Include Monthly Dummies'){
x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
for (i in 1:11){
x2[seq(i,n,12),i] <- 1
}
x <- cbind(x, x2)
}
if (par2 == 'Include Quarterly Dummies'){
x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
for (i in 1:3){
x2[seq(i,n,4),i] <- 1
}
x <- cbind(x, x2)
}
k <- length(x[1,])
if (par3 == 'Linear Trend'){
x <- cbind(x, c(1:n))
colnames(x)[k+1] <- 't'
}
x
k <- length(x[1,])
df <- as.data.frame(x)
(mylm <- lm(df))
(mysum <- summary(mylm))
if (n > n25) {
kp3 <- k + 3
nmkm3 <- n - k - 3
gqarr <- array(NA, dim=c(nmkm3-kp3+1,3))
numgqtests <- 0
numsignificant1 <- 0
numsignificant5 <- 0
numsignificant10 <- 0
for (mypoint in kp3:nmkm3) {
j <- 0
numgqtests <- numgqtests + 1
for (myalt in c('greater', 'two.sided', 'less')) {
j <- j + 1
gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value
}
if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1
if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1
if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1
}
gqarr
}
bitmap(file='test0.png')
plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index')
points(x[,1]-mysum$resid)
grid()
dev.off()
bitmap(file='test1.png')
plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
grid()
dev.off()
bitmap(file='test2.png')
hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
grid()
dev.off()
bitmap(file='test3.png')
densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
dev.off()
bitmap(file='test4.png')
qqnorm(mysum$resid, main='Residual Normal Q-Q Plot')
qqline(mysum$resid)
grid()
dev.off()
(myerror <- as.ts(mysum$resid))
bitmap(file='test5.png')
dum <- cbind(lag(myerror,k=1),myerror)
dum
dum1 <- dum[2:length(myerror),]
dum1
z <- as.data.frame(dum1)
z
plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals')
lines(lowess(z))
abline(lm(z))
grid()
dev.off()
bitmap(file='test6.png')
acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
grid()
dev.off()
bitmap(file='test7.png')
pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
grid()
dev.off()
bitmap(file='test8.png')
opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
plot(mylm, las = 1, sub='Residual Diagnostics')
par(opar)
dev.off()
if (n > n25) {
bitmap(file='test9.png')
plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
grid()
dev.off()
}
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
a<-table.row.end(a)
myeq <- colnames(x)[1]
myeq <- paste(myeq, '[t] = ', sep='')
for (i in 1:k){
if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ')
if (rownames(mysum$coefficients)[i] != '(Intercept)') {
myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='')
if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
}
}
myeq <- paste(myeq, ' + e[t]')
a<-table.row.start(a)
a<-table.element(a, myeq)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Variable',header=TRUE)
a<-table.element(a,'Parameter',header=TRUE)
a<-table.element(a,'S.D.',header=TRUE)
a<-table.element(a,'T-STAT<br />H0: parameter = 0',header=TRUE)
a<-table.element(a,'2-tail p-value',header=TRUE)
a<-table.element(a,'1-tail p-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:k){
a<-table.row.start(a)
a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE)
a<-table.element(a,mysum$coefficients[i,1])
a<-table.element(a, round(mysum$coefficients[i,2],6))
a<-table.element(a, round(mysum$coefficients[i,3],4))
a<-table.element(a, round(mysum$coefficients[i,4],6))
a<-table.element(a, round(mysum$coefficients[i,4]/2,6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable2.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple R',1,TRUE)
a<-table.element(a, sqrt(mysum$r.squared))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'R-squared',1,TRUE)
a<-table.element(a, mysum$r.squared)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Adjusted R-squared',1,TRUE)
a<-table.element(a, mysum$adj.r.squared)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (value)',1,TRUE)
a<-table.element(a, mysum$fstatistic[1])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE)
a<-table.element(a, mysum$fstatistic[2])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE)
a<-table.element(a, mysum$fstatistic[3])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'p-value',1,TRUE)
a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3]))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Residual Standard Deviation',1,TRUE)
a<-table.element(a, mysum$sigma)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
a<-table.element(a, sum(myerror*myerror))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable3.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Time or Index', 1, TRUE)
a<-table.element(a, 'Actuals', 1, TRUE)
a<-table.element(a, 'Interpolation<br />Forecast', 1, TRUE)
a<-table.element(a, 'Residuals<br />Prediction Error', 1, TRUE)
a<-table.row.end(a)
for (i in 1:n) {
a<-table.row.start(a)
a<-table.element(a,i, 1, TRUE)
a<-table.element(a,x[i])
a<-table.element(a,x[i]-mysum$resid[i])
a<-table.element(a,mysum$resid[i])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable4.tab')
if (n > n25) {
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'p-values',header=TRUE)
a<-table.element(a,'Alternative Hypothesis',3,header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'breakpoint index',header=TRUE)
a<-table.element(a,'greater',header=TRUE)
a<-table.element(a,'2-sided',header=TRUE)
a<-table.element(a,'less',header=TRUE)
a<-table.row.end(a)
for (mypoint in kp3:nmkm3) {
a<-table.row.start(a)
a<-table.element(a,mypoint,header=TRUE)
a<-table.element(a,gqarr[mypoint-kp3+1,1])
a<-table.element(a,gqarr[mypoint-kp3+1,2])
a<-table.element(a,gqarr[mypoint-kp3+1,3])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable5.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Description',header=TRUE)
a<-table.element(a,'# significant tests',header=TRUE)
a<-table.element(a,'% significant tests',header=TRUE)
a<-table.element(a,'OK/NOK',header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'1% type I error level',header=TRUE)
a<-table.element(a,numsignificant1)
a<-table.element(a,numsignificant1/numgqtests)
if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'5% type I error level',header=TRUE)
a<-table.element(a,numsignificant5)
a<-table.element(a,numsignificant5/numgqtests)
if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'10% type I error level',header=TRUE)
a<-table.element(a,numsignificant10)
a<-table.element(a,numsignificant10/numgqtests)
if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable6.tab')
}
| |
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Software written by Ed van Stee & Patrick Wessa
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