| Multiple Linear Regression - Estimated Regression Equation |
| t[t] = + 2165.22639318886 -395.811145510836D[t] -442.550696594427M1[t] -617.8125M2[t] -567.25M3[t] -680.4375M4[t] -543.125M5[t] -598.875M6[t] -523.25M7[t] -508.375M8[t] -455.5625M9[t] -316.1875M10[t] -116.625M11[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) | 2165.22639318886 | 43.631881 | 49.6249 | 0 | 0 |
| D | -395.811145510836 | 38.605577 | -10.2527 | 0 | 0 |
| M1 | -442.550696594427 | 61.373686 | -7.2108 | 0 | 0 |
| M2 | -617.8125 | 61.326238 | -10.0742 | 0 | 0 |
| M3 | -567.25 | 61.326238 | -9.2497 | 0 | 0 |
| M4 | -680.4375 | 61.326238 | -11.0954 | 0 | 0 |
| M5 | -543.125 | 61.326238 | -8.8563 | 0 | 0 |
| M6 | -598.875 | 61.326238 | -9.7654 | 0 | 0 |
| M7 | -523.25 | 61.326238 | -8.5322 | 0 | 0 |
| M8 | -508.375 | 61.326238 | -8.2897 | 0 | 0 |
| M9 | -455.5625 | 61.326238 | -7.4285 | 0 | 0 |
| M10 | -316.1875 | 61.326238 | -5.1558 | 1e-06 | 0 |
| M11 | -116.625 | 61.326238 | -1.9017 | 0.058815 | 0.029407 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.814751285561214 |
| R-squared | 0.66381965732365 |
| Adjusted R-squared | 0.641282427647024 |
| F-TEST (value) | 29.4543591580865 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 179 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 173.456794605829 |
| Sum Squared Residuals | 5385619.46749226 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1687 | 1722.67569659442 | -35.6756965944224 |
| 2 | 1508 | 1547.41389318885 | -39.4138931888546 |
| 3 | 1507 | 1597.97639318885 | -90.9763931888542 |
| 4 | 1385 | 1484.78889318885 | -99.788893188855 |
| 5 | 1632 | 1622.10139318885 | 9.89860681114526 |
| 6 | 1511 | 1566.35139318885 | -55.3513931888549 |
| 7 | 1559 | 1641.97639318885 | -82.9763931888545 |
| 8 | 1630 | 1656.85139318885 | -26.8513931888544 |
| 9 | 1579 | 1709.66389318885 | -130.663893188855 |
| 10 | 1653 | 1849.03889318885 | -196.038893188855 |
| 11 | 2152 | 2048.60139318885 | 103.398606811145 |
| 12 | 2148 | 2165.22639318885 | -17.2263931888546 |
| 13 | 1752 | 1722.67569659443 | 29.3243034055724 |
| 14 | 1765 | 1547.41389318885 | 217.586106811145 |
| 15 | 1717 | 1597.97639318885 | 119.023606811145 |
| 16 | 1558 | 1484.78889318885 | 73.2111068111455 |
| 17 | 1575 | 1622.10139318885 | -47.1013931888545 |
| 18 | 1520 | 1566.35139318885 | -46.3513931888545 |
| 19 | 1805 | 1641.97639318885 | 163.023606811146 |
| 20 | 1800 | 1656.85139318885 | 143.148606811145 |
| 21 | 1719 | 1709.66389318885 | 9.33610681114551 |
| 22 | 2008 | 1849.03889318885 | 158.961106811146 |
| 23 | 2242 | 2048.60139318885 | 193.398606811146 |
| 24 | 2478 | 2165.22639318885 | 312.773606811146 |
| 25 | 2030 | 1722.67569659443 | 307.324303405572 |
| 26 | 1655 | 1547.41389318885 | 107.586106811146 |
| 27 | 1693 | 1597.97639318885 | 95.0236068111455 |
| 28 | 1623 | 1484.78889318885 | 138.211106811146 |
| 29 | 1805 | 1622.10139318885 | 182.898606811145 |
| 30 | 1746 | 1566.35139318885 | 179.648606811145 |
| 31 | 1795 | 1641.97639318885 | 153.023606811146 |
| 32 | 1926 | 1656.85139318885 | 269.148606811145 |
| 33 | 1619 | 1709.66389318885 | -90.6638931888545 |
| 34 | 1992 | 1849.03889318885 | 142.961106811146 |
| 35 | 2233 | 2048.60139318885 | 184.398606811146 |
| 36 | 2192 | 2165.22639318885 | 26.7736068111456 |
| 37 | 2080 | 1722.67569659443 | 357.324303405572 |
| 38 | 1768 | 1547.41389318885 | 220.586106811145 |
| 39 | 1835 | 1597.97639318885 | 237.023606811145 |
| 40 | 1569 | 1484.78889318885 | 84.2111068111455 |
| 41 | 1976 | 1622.10139318885 | 353.898606811146 |
| 42 | 1853 | 1566.35139318885 | 286.648606811146 |
| 43 | 1965 | 1641.97639318885 | 323.023606811145 |
| 44 | 1689 | 1656.85139318885 | 32.1486068111455 |
| 45 | 1778 | 1709.66389318885 | 68.3361068111455 |
| 46 | 1976 | 1849.03889318885 | 126.961106811146 |
| 47 | 2397 | 2048.60139318885 | 348.398606811146 |
| 48 | 2654 | 2165.22639318885 | 488.773606811146 |
| 49 | 2097 | 1722.67569659443 | 374.324303405572 |
| 50 | 1963 | 1547.41389318885 | 415.586106811145 |
| 51 | 1677 | 1597.97639318885 | 79.0236068111455 |
| 52 | 1941 | 1484.78889318885 | 456.211106811146 |
| 53 | 2003 | 1622.10139318885 | 380.898606811146 |
| 54 | 1813 | 1566.35139318885 | 246.648606811146 |
| 55 | 2012 | 1641.97639318885 | 370.023606811145 |
| 56 | 1912 | 1656.85139318885 | 255.148606811145 |
| 57 | 2084 | 1709.66389318885 | 374.336106811146 |
| 58 | 2080 | 1849.03889318885 | 230.961106811146 |
| 59 | 2118 | 2048.60139318885 | 69.3986068111455 |
| 60 | 2150 | 2165.22639318885 | -15.2263931888545 |
| 61 | 1608 | 1722.67569659443 | -114.675696594428 |
| 62 | 1503 | 1547.41389318885 | -44.4138931888545 |
| 63 | 1548 | 1597.97639318885 | -49.9763931888545 |
| 64 | 1382 | 1484.78889318885 | -102.788893188854 |
| 65 | 1731 | 1622.10139318885 | 108.898606811145 |
| 66 | 1798 | 1566.35139318885 | 231.648606811145 |
| 67 | 1779 | 1641.97639318885 | 137.023606811145 |
| 68 | 1887 | 1656.85139318885 | 230.148606811145 |
| 69 | 2004 | 1709.66389318885 | 294.336106811146 |
| 70 | 2077 | 1849.03889318885 | 227.961106811146 |
| 71 | 2092 | 2048.60139318885 | 43.3986068111455 |
| 72 | 2051 | 2165.22639318885 | -114.226393188854 |
| 73 | 1577 | 1722.67569659443 | -145.675696594428 |
| 74 | 1356 | 1547.41389318885 | -191.413893188855 |
| 75 | 1652 | 1597.97639318885 | 54.0236068111455 |
| 76 | 1382 | 1484.78889318885 | -102.788893188854 |
| 77 | 1519 | 1622.10139318885 | -103.101393188855 |
| 78 | 1421 | 1566.35139318885 | -145.351393188854 |
| 79 | 1442 | 1641.97639318885 | -199.976393188854 |
| 80 | 1543 | 1656.85139318885 | -113.851393188855 |
| 81 | 1656 | 1709.66389318885 | -53.6638931888545 |
| 82 | 1561 | 1849.03889318885 | -288.038893188855 |
| 83 | 1905 | 2048.60139318885 | -143.601393188855 |
| 84 | 2199 | 2165.22639318885 | 33.7736068111456 |
| 85 | 1473 | 1722.67569659443 | -249.675696594428 |
| 86 | 1655 | 1547.41389318885 | 107.586106811146 |
| 87 | 1407 | 1597.97639318885 | -190.976393188854 |
| 88 | 1395 | 1484.78889318885 | -89.7888931888545 |
| 89 | 1530 | 1622.10139318885 | -92.1013931888545 |
| 90 | 1309 | 1566.35139318885 | -257.351393188854 |
| 91 | 1526 | 1641.97639318885 | -115.976393188855 |
| 92 | 1327 | 1656.85139318885 | -329.851393188854 |
| 93 | 1627 | 1709.66389318885 | -82.6638931888545 |
| 94 | 1748 | 1849.03889318885 | -101.038893188854 |
| 95 | 1958 | 2048.60139318885 | -90.6013931888546 |
| 96 | 2274 | 2165.22639318885 | 108.773606811146 |
| 97 | 1648 | 1722.67569659443 | -74.6756965944276 |
| 98 | 1401 | 1547.41389318885 | -146.413893188855 |
| 99 | 1411 | 1597.97639318885 | -186.976393188854 |
| 100 | 1403 | 1484.78889318885 | -81.7888931888545 |
| 101 | 1394 | 1622.10139318885 | -228.101393188854 |
| 102 | 1520 | 1566.35139318885 | -46.3513931888545 |
| 103 | 1528 | 1641.97639318885 | -113.976393188855 |
| 104 | 1643 | 1656.85139318885 | -13.8513931888545 |
| 105 | 1515 | 1709.66389318885 | -194.663893188855 |
| 106 | 1685 | 1849.03889318885 | -164.038893188855 |
| 107 | 2000 | 2048.60139318885 | -48.6013931888545 |
| 108 | 2215 | 2165.22639318885 | 49.7736068111455 |
| 109 | 1956 | 1722.67569659443 | 233.324303405572 |
| 110 | 1462 | 1547.41389318885 | -85.4138931888544 |
| 111 | 1563 | 1597.97639318885 | -34.9763931888545 |
| 112 | 1459 | 1484.78889318885 | -25.7888931888545 |
| 113 | 1446 | 1622.10139318885 | -176.101393188854 |
| 114 | 1622 | 1566.35139318885 | 55.6486068111455 |
| 115 | 1657 | 1641.97639318885 | 15.0236068111455 |
| 116 | 1638 | 1656.85139318885 | -18.8513931888545 |
| 117 | 1643 | 1709.66389318885 | -66.6638931888545 |
| 118 | 1683 | 1849.03889318885 | -166.038893188855 |
| 119 | 2050 | 2048.60139318885 | 1.39860681114554 |
| 120 | 2262 | 2165.22639318885 | 96.7736068111456 |
| 121 | 1813 | 1722.67569659443 | 90.3243034055724 |
| 122 | 1445 | 1547.41389318885 | -102.413893188854 |
| 123 | 1762 | 1597.97639318885 | 164.023606811145 |
| 124 | 1461 | 1484.78889318885 | -23.7888931888545 |
| 125 | 1556 | 1622.10139318885 | -66.1013931888545 |
| 126 | 1431 | 1566.35139318885 | -135.351393188854 |
| 127 | 1427 | 1641.97639318885 | -214.976393188854 |
| 128 | 1554 | 1656.85139318885 | -102.851393188855 |
| 129 | 1645 | 1709.66389318885 | -64.6638931888545 |
| 130 | 1653 | 1849.03889318885 | -196.038893188855 |
| 131 | 2016 | 2048.60139318885 | -32.6013931888545 |
| 132 | 2207 | 2165.22639318885 | 41.7736068111456 |
| 133 | 1665 | 1722.67569659443 | -57.6756965944276 |
| 134 | 1361 | 1547.41389318885 | -186.413893188855 |
| 135 | 1506 | 1597.97639318885 | -91.9763931888545 |
| 136 | 1360 | 1484.78889318885 | -124.788893188854 |
| 137 | 1453 | 1622.10139318885 | -169.101393188854 |
| 138 | 1522 | 1566.35139318885 | -44.3513931888545 |
| 139 | 1460 | 1641.97639318885 | -181.976393188854 |
| 140 | 1552 | 1656.85139318885 | -104.851393188855 |
| 141 | 1548 | 1709.66389318885 | -161.663893188855 |
| 142 | 1827 | 1849.03889318885 | -22.0388931888545 |
| 143 | 1737 | 2048.60139318885 | -311.601393188855 |
| 144 | 1941 | 2165.22639318885 | -224.226393188855 |
| 145 | 1474 | 1722.67569659443 | -248.675696594428 |
| 146 | 1458 | 1547.41389318885 | -89.4138931888544 |
| 147 | 1542 | 1597.97639318885 | -55.9763931888545 |
| 148 | 1404 | 1484.78889318885 | -80.7888931888545 |
| 149 | 1522 | 1622.10139318885 | -100.101393188855 |
| 150 | 1385 | 1566.35139318885 | -181.351393188854 |
| 151 | 1641 | 1641.97639318885 | -0.976393188854502 |
| 152 | 1510 | 1656.85139318885 | -146.851393188855 |
| 153 | 1681 | 1709.66389318885 | -28.6638931888545 |
| 154 | 1938 | 1849.03889318885 | 88.9611068111455 |
| 155 | 1868 | 2048.60139318885 | -180.601393188855 |
| 156 | 1726 | 2165.22639318885 | -439.226393188855 |
| 157 | 1456 | 1722.67569659443 | -266.675696594428 |
| 158 | 1445 | 1547.41389318885 | -102.413893188854 |
| 159 | 1456 | 1597.97639318885 | -141.976393188855 |
| 160 | 1365 | 1484.78889318885 | -119.788893188854 |
| 161 | 1487 | 1622.10139318885 | -135.101393188855 |
| 162 | 1558 | 1566.35139318885 | -8.35139318885452 |
| 163 | 1488 | 1641.97639318885 | -153.976393188855 |
| 164 | 1684 | 1656.85139318885 | 27.1486068111455 |
| 165 | 1594 | 1709.66389318885 | -115.663893188855 |
| 166 | 1850 | 1849.03889318885 | 0.961106811145528 |
| 167 | 1998 | 2048.60139318885 | -50.6013931888545 |
| 168 | 2079 | 2165.22639318885 | -86.2263931888545 |
| 169 | 1494 | 1722.67569659443 | -228.675696594428 |
| 170 | 1057 | 1151.60274767802 | -94.6027476780185 |
| 171 | 1218 | 1202.16524767802 | 15.8347523219813 |
| 172 | 1168 | 1088.97774767802 | 79.0222523219813 |
| 173 | 1236 | 1226.29024767802 | 9.70975232198147 |
| 174 | 1076 | 1170.54024767802 | -94.5402476780185 |
| 175 | 1174 | 1246.16524767802 | -72.1652476780185 |
| 176 | 1139 | 1261.04024767802 | -122.040247678018 |
| 177 | 1427 | 1313.85274767802 | 113.147252321981 |
| 178 | 1487 | 1453.22774767802 | 33.7722523219815 |
| 179 | 1483 | 1652.79024767802 | -169.790247678019 |
| 180 | 1513 | 1769.41524767802 | -256.415247678019 |
| 181 | 1357 | 1326.86455108359 | 30.1354489164084 |
| 182 | 1165 | 1151.60274767802 | 13.3972523219814 |
| 183 | 1282 | 1202.16524767802 | 79.8347523219813 |
| 184 | 1110 | 1088.97774767802 | 21.0222523219814 |
| 185 | 1297 | 1226.29024767802 | 70.7097523219815 |
| 186 | 1185 | 1170.54024767802 | 14.4597523219814 |
| 187 | 1222 | 1246.16524767802 | -24.1652476780185 |
| 188 | 1284 | 1261.04024767802 | 22.9597523219815 |
| 189 | 1444 | 1313.85274767802 | 130.147252321981 |
| 190 | 1575 | 1453.22774767802 | 121.772252321981 |
| 191 | 1737 | 1652.79024767802 | 84.2097523219814 |
| 192 | 1763 | 1769.41524767802 | -6.41524767801863 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.477412392593737 | 0.954824785187473 | 0.522587607406263 |
| 17 | 0.317783061374179 | 0.635566122748357 | 0.682216938625821 |
| 18 | 0.191885033017607 | 0.383770066035215 | 0.808114966982393 |
| 19 | 0.219496442452129 | 0.438992884904258 | 0.780503557547871 |
| 20 | 0.182871328784974 | 0.365742657569948 | 0.817128671215026 |
| 21 | 0.138850641397902 | 0.277701282795804 | 0.861149358602098 |
| 22 | 0.247066821091927 | 0.494133642183855 | 0.752933178908073 |
| 23 | 0.186573077093516 | 0.373146154187033 | 0.813426922906484 |
| 24 | 0.268174322039435 | 0.53634864407887 | 0.731825677960565 |
| 25 | 0.375317347973014 | 0.750634695946029 | 0.624682652026986 |
| 26 | 0.298471225788021 | 0.596942451576042 | 0.701528774211979 |
| 27 | 0.239925267391637 | 0.479850534783274 | 0.760074732608363 |
| 28 | 0.213045039049364 | 0.426090078098729 | 0.786954960950636 |
| 29 | 0.213768874665489 | 0.427537749330978 | 0.786231125334511 |
| 30 | 0.229775231390766 | 0.459550462781533 | 0.770224768609234 |
| 31 | 0.194771535540365 | 0.389543071080731 | 0.805228464459635 |
| 32 | 0.207765111722898 | 0.415530223445796 | 0.792234888277102 |
| 33 | 0.162156516074257 | 0.324313032148513 | 0.837843483925743 |
| 34 | 0.148116430104428 | 0.296232860208857 | 0.851883569895572 |
| 35 | 0.117831295973624 | 0.235662591947248 | 0.882168704026376 |
| 36 | 0.097382117221992 | 0.194764234443984 | 0.902617882778008 |
| 37 | 0.141400961547807 | 0.282801923095615 | 0.858599038452193 |
| 38 | 0.129782291551691 | 0.259564583103382 | 0.87021770844831 |
| 39 | 0.139772827651345 | 0.279545655302690 | 0.860227172348655 |
| 40 | 0.110585409484314 | 0.221170818968628 | 0.889414590515686 |
| 41 | 0.184124718668965 | 0.368249437337931 | 0.815875281331035 |
| 42 | 0.234899328567714 | 0.469798657135428 | 0.765100671432286 |
| 43 | 0.291650147887304 | 0.583300295774607 | 0.708349852112696 |
| 44 | 0.255254376276574 | 0.510508752553148 | 0.744745623723426 |
| 45 | 0.231933978176053 | 0.463867956352106 | 0.768066021823947 |
| 46 | 0.203909631331677 | 0.407819262663354 | 0.796090368668323 |
| 47 | 0.243147708070039 | 0.486295416140078 | 0.756852291929961 |
| 48 | 0.473887762165811 | 0.947775524331621 | 0.526112237834189 |
| 49 | 0.569198532309376 | 0.861602935381249 | 0.430801467690624 |
| 50 | 0.72641888281495 | 0.5471622343701 | 0.27358111718505 |
| 51 | 0.688396761118612 | 0.623206477762776 | 0.311603238881388 |
| 52 | 0.888242393763719 | 0.223515212472562 | 0.111757606236281 |
| 53 | 0.94487746326183 | 0.110245073476340 | 0.0551225367381702 |
| 54 | 0.954654571772186 | 0.0906908564556288 | 0.0453454282278144 |
| 55 | 0.981115207137358 | 0.0377695857252837 | 0.0188847928626418 |
| 56 | 0.986513964448928 | 0.026972071102144 | 0.013486035551072 |
| 57 | 0.997847998894441 | 0.00430400221111736 | 0.00215200110555868 |
| 58 | 0.998562893607976 | 0.00287421278404869 | 0.00143710639202435 |
| 59 | 0.99850029055842 | 0.00299941888315803 | 0.00149970944157901 |
| 60 | 0.998543220395462 | 0.00291355920907635 | 0.00145677960453818 |
| 61 | 0.999071731216277 | 0.00185653756744660 | 0.000928268783723299 |
| 62 | 0.999115103902979 | 0.00176979219404259 | 0.000884896097021293 |
| 63 | 0.998871905331227 | 0.00225618933754652 | 0.00112809466877326 |
| 64 | 0.998910346069769 | 0.00217930786046271 | 0.00108965393023135 |
| 65 | 0.998930622909329 | 0.0021387541813427 | 0.00106937709067135 |
| 66 | 0.999397505960305 | 0.00120498807938996 | 0.000602494039694982 |
| 67 | 0.999504759687325 | 0.000990480625349479 | 0.000495240312674739 |
| 68 | 0.999760713595366 | 0.000478572809268233 | 0.000239286404634116 |
| 69 | 0.999948455558024 | 0.000103088883951550 | 5.15444419757752e-05 |
| 70 | 0.999979975598548 | 4.00488029040694e-05 | 2.00244014520347e-05 |
| 71 | 0.999980305975869 | 3.9388048262709e-05 | 1.96940241313545e-05 |
| 72 | 0.999983954097483 | 3.20918050348268e-05 | 1.60459025174134e-05 |
| 73 | 0.999988779228469 | 2.24415430626064e-05 | 1.12207715313032e-05 |
| 74 | 0.99999409578811 | 1.18084237801416e-05 | 5.9042118900708e-06 |
| 75 | 0.999992139221738 | 1.57215565242674e-05 | 7.86077826213369e-06 |
| 76 | 0.999990757414991 | 1.8485170017804e-05 | 9.242585008902e-06 |
| 77 | 0.999991705960114 | 1.6588079772114e-05 | 8.294039886057e-06 |
| 78 | 0.999993196296076 | 1.36074078485788e-05 | 6.8037039242894e-06 |
| 79 | 0.999996708992126 | 6.58201574797168e-06 | 3.29100787398584e-06 |
| 80 | 0.999996782748749 | 6.43450250216871e-06 | 3.21725125108435e-06 |
| 81 | 0.999995379009574 | 9.24198085107995e-06 | 4.62099042553997e-06 |
| 82 | 0.999998914761907 | 2.17047618646418e-06 | 1.08523809323209e-06 |
| 83 | 0.99999905536806 | 1.88926387964161e-06 | 9.44631939820804e-07 |
| 84 | 0.999998829619894 | 2.34076021144642e-06 | 1.17038010572321e-06 |
| 85 | 0.999999513722613 | 9.7255477329988e-07 | 4.8627738664994e-07 |
| 86 | 0.999999653904715 | 6.92190568997736e-07 | 3.46095284498868e-07 |
| 87 | 0.99999972226803 | 5.5546393885066e-07 | 2.7773196942533e-07 |
| 88 | 0.999999586153735 | 8.27692529861559e-07 | 4.13846264930779e-07 |
| 89 | 0.999999484150618 | 1.03169876404527e-06 | 5.15849382022635e-07 |
| 90 | 0.999999782930722 | 4.34138555732374e-07 | 2.17069277866187e-07 |
| 91 | 0.999999734119498 | 5.31761004889151e-07 | 2.65880502444576e-07 |
| 92 | 0.999999959339058 | 8.13218832371415e-08 | 4.06609416185708e-08 |
| 93 | 0.999999934879806 | 1.30240387583724e-07 | 6.5120193791862e-08 |
| 94 | 0.999999901028302 | 1.97943395314035e-07 | 9.89716976570177e-08 |
| 95 | 0.999999861221093 | 2.77557813291402e-07 | 1.38778906645701e-07 |
| 96 | 0.999999914079973 | 1.71840054584599e-07 | 8.59200272922997e-08 |
| 97 | 0.99999986012182 | 2.79756359989459e-07 | 1.39878179994729e-07 |
| 98 | 0.999999825021158 | 3.49957683513671e-07 | 1.74978841756835e-07 |
| 99 | 0.999999846950936 | 3.06098128076196e-07 | 1.53049064038098e-07 |
| 100 | 0.999999747154582 | 5.0569083581632e-07 | 2.5284541790816e-07 |
| 101 | 0.99999981258329 | 3.7483341941048e-07 | 1.8741670970524e-07 |
| 102 | 0.999999685151943 | 6.29696114916214e-07 | 3.14848057458107e-07 |
| 103 | 0.99999954887673 | 9.0224653863278e-07 | 4.5112326931639e-07 |
| 104 | 0.99999929222596 | 1.41554807902720e-06 | 7.07774039513601e-07 |
| 105 | 0.999999364526747 | 1.27094650632294e-06 | 6.35473253161468e-07 |
| 106 | 0.999999297249657 | 1.40550068602919e-06 | 7.02750343014597e-07 |
| 107 | 0.99999895872801 | 2.08254397902849e-06 | 1.04127198951424e-06 |
| 108 | 0.999999152146335 | 1.69570732985606e-06 | 8.47853664928028e-07 |
| 109 | 0.999999919851355 | 1.60297289800614e-07 | 8.01486449003072e-08 |
| 110 | 0.999999871087118 | 2.57825763589013e-07 | 1.28912881794506e-07 |
| 111 | 0.999999760605925 | 4.78788149181415e-07 | 2.39394074590708e-07 |
| 112 | 0.999999583966098 | 8.32067803672844e-07 | 4.16033901836422e-07 |
| 113 | 0.999999494823376 | 1.01035324743263e-06 | 5.05176623716316e-07 |
| 114 | 0.999999480267561 | 1.03946487774176e-06 | 5.1973243887088e-07 |
| 115 | 0.999999452400836 | 1.09519832770822e-06 | 5.4759916385411e-07 |
| 116 | 0.999999162874419 | 1.67425116273500e-06 | 8.37125581367501e-07 |
| 117 | 0.999998530873767 | 2.93825246625425e-06 | 1.46912623312712e-06 |
| 118 | 0.999998492753709 | 3.01449258219781e-06 | 1.50724629109890e-06 |
| 119 | 0.999998322921291 | 3.35415741711378e-06 | 1.67707870855689e-06 |
| 120 | 0.999999617867116 | 7.64265768331992e-07 | 3.82132884165996e-07 |
| 121 | 0.999999893373343 | 2.13253314532942e-07 | 1.06626657266471e-07 |
| 122 | 0.99999981861141 | 3.62777181927492e-07 | 1.81388590963746e-07 |
| 123 | 0.999999949356552 | 1.01286896749015e-07 | 5.06434483745077e-08 |
| 124 | 0.999999912066183 | 1.7586763410066e-07 | 8.793381705033e-08 |
| 125 | 0.999999842274074 | 3.15451851057455e-07 | 1.57725925528728e-07 |
| 126 | 0.999999733127569 | 5.33744862044489e-07 | 2.66872431022244e-07 |
| 127 | 0.999999689201264 | 6.21597472934654e-07 | 3.10798736467327e-07 |
| 128 | 0.9999994387758 | 1.12244840081939e-06 | 5.61224200409695e-07 |
| 129 | 0.999998935678024 | 2.12864395257073e-06 | 1.06432197628536e-06 |
| 130 | 0.99999942772623 | 1.14454753850939e-06 | 5.72273769254693e-07 |
| 131 | 0.999999390997002 | 1.21800599684692e-06 | 6.09002998423462e-07 |
| 132 | 0.999999935744485 | 1.28511029699840e-07 | 6.42555148499201e-08 |
| 133 | 0.999999945689883 | 1.08620234260407e-07 | 5.43101171302035e-08 |
| 134 | 0.999999915559562 | 1.6888087503027e-07 | 8.4440437515135e-08 |
| 135 | 0.99999982730464 | 3.45390721431444e-07 | 1.72695360715722e-07 |
| 136 | 0.99999968111279 | 6.37774418162381e-07 | 3.18887209081191e-07 |
| 137 | 0.999999516321377 | 9.67357246883727e-07 | 4.83678623441864e-07 |
| 138 | 0.999999218169784 | 1.56366043213991e-06 | 7.81830216069957e-07 |
| 139 | 0.999998785104147 | 2.42979170547043e-06 | 1.21489585273522e-06 |
| 140 | 0.99999764586801 | 4.70826397889382e-06 | 2.35413198944691e-06 |
| 141 | 0.999997512387917 | 4.97522416654354e-06 | 2.48761208327177e-06 |
| 142 | 0.999995061082498 | 9.87783500307583e-06 | 4.93891750153791e-06 |
| 143 | 0.999997737829351 | 4.52434129751268e-06 | 2.26217064875634e-06 |
| 144 | 0.999996469214725 | 7.06157054924961e-06 | 3.53078527462480e-06 |
| 145 | 0.999994862395303 | 1.02752093948036e-05 | 5.1376046974018e-06 |
| 146 | 0.999990271774088 | 1.94564518248321e-05 | 9.72822591241607e-06 |
| 147 | 0.99998094543812 | 3.81091237617347e-05 | 1.90545618808673e-05 |
| 148 | 0.9999625131262 | 7.49737476012257e-05 | 3.74868738006128e-05 |
| 149 | 0.999928432870693 | 0.000143134258614121 | 7.15671293070605e-05 |
| 150 | 0.999894002745357 | 0.000211994509286971 | 0.000105997254643485 |
| 151 | 0.999894020798052 | 0.000211958403896151 | 0.000105979201948076 |
| 152 | 0.99981724152826 | 0.000365516943479772 | 0.000182758471739886 |
| 153 | 0.999649970251462 | 0.000700059497075894 | 0.000350029748537947 |
| 154 | 0.999531183427333 | 0.000937633145333707 | 0.000468816572666854 |
| 155 | 0.999252101750874 | 0.00149579649825200 | 0.000747898249125998 |
| 156 | 0.999848486594899 | 0.000303026810202283 | 0.000151513405101141 |
| 157 | 0.999821773945542 | 0.00035645210891576 | 0.00017822605445788 |
| 158 | 0.999646663903749 | 0.000706672192502492 | 0.000353336096251246 |
| 159 | 0.99947224659046 | 0.00105550681907927 | 0.000527753409539634 |
| 160 | 0.999161941856327 | 0.00167611628734638 | 0.00083805814367319 |
| 161 | 0.99879443070355 | 0.0024111385928992 | 0.0012055692964496 |
| 162 | 0.998132418671365 | 0.00373516265726971 | 0.00186758132863485 |
| 163 | 0.996541317679327 | 0.00691736464134664 | 0.00345868232067332 |
| 164 | 0.996430642396849 | 0.00713871520630233 | 0.00356935760315117 |
| 165 | 0.99630291304999 | 0.00739417390002152 | 0.00369708695001076 |
| 166 | 0.992624820543152 | 0.0147503589136950 | 0.00737517945684748 |
| 167 | 0.986949004632548 | 0.0261019907349032 | 0.0130509953674516 |
| 168 | 0.990914720921223 | 0.0181705581575535 | 0.00908527907877673 |
| 169 | 0.982271046311107 | 0.0354579073777866 | 0.0177289536888933 |
| 170 | 0.971877160373402 | 0.056245679253196 | 0.028122839626598 |
| 171 | 0.949755158728175 | 0.100489682543650 | 0.0502448412718249 |
| 172 | 0.912201040193592 | 0.175597919612815 | 0.0877989598064075 |
| 173 | 0.852461858529344 | 0.295076282941312 | 0.147538141470656 |
| 174 | 0.782357319812533 | 0.435285360374934 | 0.217642680187467 |
| 175 | 0.656942818640769 | 0.686114362718462 | 0.343057181359231 |
| 176 | 0.55007285008964 | 0.899854299820719 | 0.449927149910359 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 109 | 0.677018633540373 | NOK |
| 5% type I error level | 115 | 0.714285714285714 | NOK |
| 10% type I error level | 117 | 0.726708074534162 | NOK |
