Multiple Linear Regression - Estimated Regression Equation |
Huizenprijs_Pacific[t] = + 58.9090153035061 -28.5606827972615Dummy_Crisis[t] + 0.89342000042536t + 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) | 58.9090153035061 | 3.554932 | 16.5711 | 0 | 0 |
Dummy_Crisis | -28.5606827972615 | 6.1158 | -4.67 | 5e-06 | 3e-06 |
t | 0.89342000042536 | 0.032438 | 27.5424 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.9031150046028 |
R-squared | 0.815616711538717 |
Adjusted R-squared | 0.813885413055512 |
F-TEST (value) | 471.101152950273 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 213 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 24.3658257932607 |
Sum Squared Residuals | 126456.708383143 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 100.21 | 59.8024353039318 | 40.4075646960682 |
2 | 100.36 | 60.695855304357 | 39.664144695643 |
3 | 100.62 | 61.5892753047819 | 39.0307246952181 |
4 | 100.78 | 62.4826953052076 | 38.2973046947924 |
5 | 100.93 | 63.376115305633 | 37.5538846943671 |
6 | 100.7 | 64.2695353060583 | 36.4304646939417 |
7 | 100 | 65.1629553064837 | 34.8370446935163 |
8 | 100.2 | 66.056375306909 | 34.143624693091 |
9 | 99.68 | 66.9497953073344 | 32.7302046926656 |
10 | 99.56 | 67.8432153077597 | 31.7167846922403 |
11 | 100.06 | 68.7366353081851 | 31.3233646918149 |
12 | 100.5 | 69.6300553086105 | 30.8699446913895 |
13 | 99.3 | 70.5234753090358 | 28.7765246909642 |
14 | 99.37 | 71.4168953094612 | 27.9531046905388 |
15 | 99.2 | 72.3103153098865 | 26.8896846901135 |
16 | 98.11 | 73.2037353103119 | 24.9062646896881 |
17 | 97.6 | 74.0971553107373 | 23.5028446892627 |
18 | 97.76 | 74.9905753111626 | 22.7694246888374 |
19 | 98.06 | 75.883995311588 | 22.1760046884120 |
20 | 98.25 | 76.7774153120133 | 21.4725846879866 |
21 | 98.5 | 77.6708353124387 | 20.8291646875613 |
22 | 97.39 | 78.564255312864 | 18.8257446871359 |
23 | 98.09 | 79.4576753132894 | 18.6323246867106 |
24 | 97.78 | 80.3510953137148 | 17.4289046862852 |
25 | 98.12 | 81.2445153141401 | 16.8754846858599 |
26 | 97.5 | 82.1379353145655 | 15.3620646854345 |
27 | 97.3 | 83.0313553149909 | 14.2686446850091 |
28 | 97.64 | 83.9247753154162 | 13.7152246845838 |
29 | 96.88 | 84.8181953158416 | 12.0618046841584 |
30 | 97.4 | 85.711615316267 | 11.6883846837331 |
31 | 98.27 | 86.6050353166923 | 11.6649646833077 |
32 | 97.94 | 87.4984553171177 | 10.4415446828823 |
33 | 98.61 | 88.391875317543 | 10.2181246824570 |
34 | 98.72 | 89.2852953179684 | 9.43470468203162 |
35 | 98.62 | 90.1787153183938 | 8.44128468160625 |
36 | 98.56 | 91.0721353188191 | 7.48786468118089 |
37 | 98.06 | 91.9655553192445 | 6.09444468075554 |
38 | 97.4 | 92.8589753196698 | 4.54102468033017 |
39 | 97.76 | 93.7523953200952 | 4.00760467990481 |
40 | 97.05 | 94.6458153205205 | 2.40418467947945 |
41 | 97.85 | 95.5392353209459 | 2.31076467905409 |
42 | 97.4 | 96.4326553213713 | 0.967344678628733 |
43 | 97.27 | 97.3260753217966 | -0.0560753217966345 |
44 | 97.93 | 98.219495322222 | -0.289495322221981 |
45 | 98.6 | 99.1129153226474 | -0.512915322647359 |
46 | 98.7 | 100.006335323073 | -1.30633532307271 |
47 | 98.88 | 100.899755323498 | -2.01975532349807 |
48 | 98.27 | 101.793175323923 | -3.52317532392344 |
49 | 97.85 | 102.686595324349 | -4.83659532434879 |
50 | 97.7 | 103.580015324774 | -5.88001532477415 |
51 | 96.97 | 104.473435325200 | -7.5034353251995 |
52 | 97.72 | 105.366855325625 | -7.64685532562487 |
53 | 97.66 | 106.260275326050 | -8.60027532605023 |
54 | 99 | 107.153695326476 | -8.15369532647559 |
55 | 98.86 | 108.047115326901 | -9.18711532690095 |
56 | 99.56 | 108.940535327326 | -9.3805353273263 |
57 | 100.19 | 109.833955327752 | -9.64395532775167 |
58 | 100.37 | 110.727375328177 | -10.3573753281770 |
59 | 100.01 | 111.620795328602 | -11.6107953286024 |
60 | 99.68 | 112.514215329028 | -12.8342153290277 |
61 | 99.78 | 113.407635329453 | -13.6276353294531 |
62 | 99.36 | 114.301055329878 | -14.9410553298785 |
63 | 99.21 | 115.194475330304 | -15.9844753303038 |
64 | 99.26 | 116.087895330729 | -16.8278953307292 |
65 | 99.26 | 116.981315331155 | -17.7213153311545 |
66 | 100.43 | 117.87473533158 | -17.4447353315799 |
67 | 101.5 | 118.768155332005 | -17.2681553320053 |
68 | 102.27 | 119.661575332431 | -17.3915753324306 |
69 | 102.69 | 120.554995332856 | -17.864995332856 |
70 | 103.47 | 121.448415333281 | -17.9784153332814 |
71 | 104.02 | 122.341835333707 | -18.3218353337067 |
72 | 103.55 | 123.235255334132 | -19.6852553341321 |
73 | 103.77 | 124.128675334557 | -20.3586753345574 |
74 | 104.19 | 125.022095334983 | -20.8320953349828 |
75 | 103.64 | 125.915515335408 | -22.2755153354081 |
76 | 103.68 | 126.808935335833 | -23.1289353358335 |
77 | 105.39 | 127.702355336259 | -22.3123553362589 |
78 | 106.61 | 128.595775336684 | -21.9857753366842 |
79 | 108.12 | 129.489195337110 | -21.3691953371096 |
80 | 109.22 | 130.382615337535 | -21.1626153375349 |
81 | 110.17 | 131.276035337960 | -21.1060353379603 |
82 | 110.31 | 132.169455338386 | -21.8594553383857 |
83 | 111.06 | 133.062875338811 | -22.002875338811 |
84 | 111.14 | 133.956295339236 | -22.8162953392364 |
85 | 111.39 | 134.849715339662 | -23.4597153396617 |
86 | 112.51 | 135.743135340087 | -23.2331353400871 |
87 | 111.28 | 136.636555340512 | -25.3565553405125 |
88 | 112.22 | 137.529975340938 | -25.3099753409378 |
89 | 113.19 | 138.423395341363 | -25.2333953413632 |
90 | 114.32 | 139.316815341789 | -24.9968153417886 |
91 | 115.34 | 140.210235342214 | -24.8702353422139 |
92 | 116.61 | 141.103655342639 | -24.4936553426393 |
93 | 117.83 | 141.997075343065 | -24.1670753430646 |
94 | 117.7 | 142.89049534349 | -25.19049534349 |
95 | 118.51 | 143.783915343915 | -25.2739153439153 |
96 | 118.82 | 144.677335344341 | -25.8573353443407 |
97 | 119.49 | 145.570755344766 | -26.0807553447661 |
98 | 119.57 | 146.464175345191 | -26.8941753451914 |
99 | 120 | 147.357595345617 | -27.3575953456168 |
100 | 121.96 | 148.251015346042 | -26.2910153460422 |
101 | 121.45 | 149.144435346468 | -27.6944353464675 |
102 | 123.41 | 150.037855346893 | -26.6278553468929 |
103 | 124.44 | 150.931275347318 | -26.4912753473182 |
104 | 126.25 | 151.824695347744 | -25.5746953477436 |
105 | 127.41 | 152.718115348169 | -25.3081153481690 |
106 | 127.63 | 153.611535348594 | -25.9815353485943 |
107 | 129.19 | 154.504955349020 | -25.3149553490197 |
108 | 129.82 | 155.398375349445 | -25.5783753494450 |
109 | 130.45 | 156.291795349870 | -25.8417953498704 |
110 | 132.02 | 157.185215350296 | -25.1652153502957 |
111 | 132.72 | 158.078635350721 | -25.3586353507211 |
112 | 132.96 | 158.972055351146 | -26.0120553511465 |
113 | 135.06 | 159.865475351572 | -24.8054753515718 |
114 | 137.04 | 160.758895351997 | -23.7188953519972 |
115 | 137.83 | 161.652315352423 | -23.8223153524225 |
116 | 139.17 | 162.545735352848 | -23.3757353528479 |
117 | 140.35 | 163.439155353273 | -23.0891553532733 |
118 | 141.01 | 164.332575353699 | -23.3225753536986 |
119 | 141.89 | 165.225995354124 | -23.335995354124 |
120 | 143.28 | 166.119415354549 | -22.8394153545493 |
121 | 142.9 | 167.012835354975 | -24.1128353549747 |
122 | 143.37 | 167.9062553554 | -24.5362553554001 |
123 | 145.03 | 168.799675355825 | -23.7696753558254 |
124 | 146.05 | 169.693095356251 | -23.6430953562508 |
125 | 147.39 | 170.586515356676 | -23.1965153566762 |
126 | 149.58 | 171.479935357102 | -21.8999353571015 |
127 | 151.02 | 172.373355357527 | -21.3533553575269 |
128 | 153.57 | 173.266775357952 | -19.6967753579522 |
129 | 155.6 | 174.160195358378 | -18.5601953583776 |
130 | 157.18 | 175.053615358803 | -17.8736153588029 |
131 | 158.77 | 175.947035359228 | -17.1770353592283 |
132 | 159.95 | 176.840455359654 | -16.8904553596537 |
133 | 161.34 | 177.733875360079 | -16.3938753600790 |
134 | 161.95 | 178.627295360504 | -16.6772953605044 |
135 | 163.36 | 179.520715360930 | -16.1607153609297 |
136 | 165 | 180.414135361355 | -15.4141353613551 |
137 | 166.65 | 181.307555361780 | -14.6575553617805 |
138 | 168.65 | 182.200975362206 | -13.5509753622058 |
139 | 170.29 | 183.094395362631 | -12.8043953626312 |
140 | 172.7 | 183.987815363057 | -11.2878153630566 |
141 | 173.79 | 184.881235363482 | -11.0912353634819 |
142 | 176.45 | 185.774655363907 | -9.32465536390728 |
143 | 177.58 | 186.668075364333 | -9.08807536433261 |
144 | 179.19 | 187.561495364758 | -8.37149536475799 |
145 | 181.01 | 188.454915365183 | -7.44491536518336 |
146 | 184.08 | 189.348335365609 | -5.2683353656087 |
147 | 185.63 | 190.241755366034 | -4.61175536603407 |
148 | 188.51 | 191.135175366459 | -2.62517536645944 |
149 | 190.18 | 192.028595366885 | -1.84859536688478 |
150 | 192.19 | 192.92201536731 | -0.732015367310148 |
151 | 193.47 | 193.815435367736 | -0.345435367735512 |
152 | 196.73 | 194.708855368161 | 2.02114463183912 |
153 | 200.39 | 195.602275368586 | 4.78772463141376 |
154 | 203.24 | 196.495695369012 | 6.74430463098842 |
155 | 205.53 | 197.389115369437 | 8.14088463056306 |
156 | 208.21 | 198.282535369862 | 9.9274646301377 |
157 | 208.88 | 199.175955370288 | 9.70404462971233 |
158 | 212.85 | 200.069375370713 | 12.7806246292870 |
159 | 216.41 | 200.962795371138 | 15.4472046288616 |
160 | 216.23 | 201.856215371564 | 14.3737846284362 |
161 | 219.27 | 202.749635371989 | 16.5203646280109 |
162 | 222.02 | 203.643055372414 | 18.3769446275856 |
163 | 224.89 | 204.53647537284 | 20.3535246271602 |
164 | 230.37 | 205.429895373265 | 24.9401046267348 |
165 | 232.29 | 206.323315373691 | 25.9666846263095 |
166 | 235.53 | 207.216735374116 | 28.3132646258841 |
167 | 236.92 | 208.110155374541 | 28.8098446254587 |
168 | 242.37 | 209.003575374967 | 33.3664246250334 |
169 | 242.75 | 209.896995375392 | 32.853004624608 |
170 | 244.19 | 210.790415375817 | 33.3995846241827 |
171 | 247.94 | 211.683835376243 | 36.2561646237573 |
172 | 248.8 | 212.577255376668 | 36.2227446233319 |
173 | 250.18 | 213.470675377093 | 36.7093246229066 |
174 | 251.55 | 214.364095377519 | 37.1859046224812 |
175 | 254.4 | 215.257515377944 | 39.1424846220559 |
176 | 255.72 | 216.150935378369 | 39.5690646216305 |
177 | 257.69 | 217.044355378795 | 40.6456446212051 |
178 | 258.37 | 217.937775379220 | 40.4322246207798 |
179 | 258.22 | 218.831195379646 | 39.3888046203544 |
180 | 258.59 | 219.724615380071 | 38.8653846199290 |
181 | 257.45 | 220.618035380496 | 36.8319646195037 |
182 | 257.45 | 221.511455380922 | 35.9385446190783 |
183 | 256.73 | 222.404875381347 | 34.325124618653 |
184 | 258.82 | 223.298295381772 | 35.5217046182276 |
185 | 257.99 | 224.191715382198 | 33.7982846178023 |
186 | 262.85 | 225.085135382623 | 37.7648646173769 |
187 | 262.58 | 225.978555383048 | 36.6014446169515 |
188 | 261.55 | 226.871975383474 | 34.6780246165262 |
189 | 261.25 | 227.765395383899 | 33.4846046161008 |
190 | 259.78 | 200.098132587063 | 59.6818674129371 |
191 | 256.26 | 200.991552587488 | 55.2684474125117 |
192 | 254.29 | 201.884972587914 | 52.4050274120863 |
193 | 248.5 | 202.778392588339 | 45.721607411661 |
194 | 241.88 | 203.671812588764 | 38.2081874112356 |
195 | 238.53 | 204.565232589190 | 33.9647674108103 |
196 | 232.24 | 205.458652589615 | 26.7813474103849 |
197 | 232.46 | 206.352072590040 | 26.1079274099596 |
198 | 225.79 | 207.245492590466 | 18.5445074095342 |
199 | 221.63 | 208.138912590891 | 13.4910874091088 |
200 | 219.62 | 209.032332591317 | 10.5876674086835 |
201 | 215.94 | 209.925752591742 | 6.01424740825811 |
202 | 211.81 | 210.819172592167 | 0.99082740783276 |
203 | 205.57 | 211.712592592593 | -6.14259259259261 |
204 | 201.25 | 212.606012593018 | -11.3560125930180 |
205 | 194.7 | 213.499432593443 | -18.7994325934433 |
206 | 187.94 | 214.392852593869 | -26.4528525938687 |
207 | 185.61 | 215.286272594294 | -29.676272594294 |
208 | 181.15 | 216.179692594719 | -35.0296925947194 |
209 | 186.5 | 217.073112595145 | -30.5731125951448 |
210 | 183.21 | 217.96653259557 | -34.7565325955701 |
211 | 182.61 | 218.859952595995 | -36.2499525959955 |
212 | 187.09 | 219.753372596421 | -32.6633725964208 |
213 | 189.1 | 220.646792596846 | -31.5467925968462 |
214 | 191.25 | 221.540212597272 | -30.2902125972716 |
215 | 190.74 | 222.433632597697 | -31.6936325976969 |
216 | 190.79 | 223.327052598122 | -32.5370525981223 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 5.84985868256177e-07 | 1.16997173651235e-06 | 0.999999415014132 |
7 | 1.80267415490419e-07 | 3.60534830980838e-07 | 0.999999819732585 |
8 | 3.61464270597386e-09 | 7.22928541194771e-09 | 0.999999996385357 |
9 | 1.57627146614689e-10 | 3.15254293229378e-10 | 0.999999999842373 |
10 | 4.38475380671341e-12 | 8.76950761342683e-12 | 0.999999999995615 |
11 | 8.81674824100431e-14 | 1.76334964820086e-13 | 0.999999999999912 |
12 | 4.39785488188671e-15 | 8.79570976377342e-15 | 0.999999999999996 |
13 | 1.91858858777252e-16 | 3.83717717554505e-16 | 1 |
14 | 4.6283564110398e-18 | 9.2567128220796e-18 | 1 |
15 | 1.12600112580459e-19 | 2.25200225160919e-19 | 1 |
16 | 4.06368071027867e-20 | 8.12736142055733e-20 | 1 |
17 | 1.18191304481057e-20 | 2.36382608962114e-20 | 1 |
18 | 6.36785456141962e-22 | 1.27357091228392e-21 | 1 |
19 | 1.82279989768589e-23 | 3.64559979537178e-23 | 1 |
20 | 5.41761024324609e-25 | 1.08352204864922e-24 | 1 |
21 | 2.43968977508186e-26 | 4.87937955016372e-26 | 1 |
22 | 9.04416799519385e-28 | 1.80883359903877e-27 | 1 |
23 | 3.45415738607368e-29 | 6.90831477214736e-29 | 1 |
24 | 1.04255896705902e-30 | 2.08511793411805e-30 | 1 |
25 | 5.92161996383499e-32 | 1.18432399276700e-31 | 1 |
26 | 1.69780412771433e-33 | 3.39560825542866e-33 | 1 |
27 | 4.7426730422509e-35 | 9.4853460845018e-35 | 1 |
28 | 2.02981310443097e-36 | 4.05962620886194e-36 | 1 |
29 | 5.97115810172947e-38 | 1.19423162034589e-37 | 1 |
30 | 2.57626731234704e-39 | 5.15253462469409e-39 | 1 |
31 | 2.00455456211522e-39 | 4.00910912423043e-39 | 1 |
32 | 3.06004710676524e-40 | 6.12009421353049e-40 | 1 |
33 | 3.81650303786808e-40 | 7.63300607573615e-40 | 1 |
34 | 3.15529855765591e-40 | 6.31059711531182e-40 | 1 |
35 | 1.11409246108330e-40 | 2.22818492216660e-40 | 1 |
36 | 2.54965823919108e-41 | 5.09931647838217e-41 | 1 |
37 | 2.09384202442526e-42 | 4.18768404885052e-42 | 1 |
38 | 9.95933485535871e-44 | 1.99186697107174e-43 | 1 |
39 | 6.29650812094545e-45 | 1.25930162418909e-44 | 1 |
40 | 2.90464752110712e-46 | 5.80929504221425e-46 | 1 |
41 | 2.37300772181887e-47 | 4.74601544363774e-47 | 1 |
42 | 1.24026491281605e-48 | 2.48052982563210e-48 | 1 |
43 | 6.15979979490104e-50 | 1.23195995898021e-49 | 1 |
44 | 6.88096465491935e-51 | 1.37619293098387e-50 | 1 |
45 | 3.2494662231856e-51 | 6.4989324463712e-51 | 1 |
46 | 1.45572257850179e-51 | 2.91144515700358e-51 | 1 |
47 | 7.52038588489268e-52 | 1.50407717697854e-51 | 1 |
48 | 9.28111565858616e-53 | 1.85622313171723e-52 | 1 |
49 | 6.76070840163873e-54 | 1.35214168032775e-53 | 1 |
50 | 4.39480131938063e-55 | 8.78960263876126e-55 | 1 |
51 | 2.44968320954464e-56 | 4.89936641908927e-56 | 1 |
52 | 1.71965527282831e-57 | 3.43931054565661e-57 | 1 |
53 | 1.15352053536396e-58 | 2.30704107072793e-58 | 1 |
54 | 8.0305376680576e-59 | 1.60610753361152e-58 | 1 |
55 | 2.89692907668921e-59 | 5.79385815337842e-59 | 1 |
56 | 4.33167503359169e-59 | 8.66335006718339e-59 | 1 |
57 | 1.96110562694520e-58 | 3.92221125389039e-58 | 1 |
58 | 6.07083598023065e-58 | 1.21416719604613e-57 | 1 |
59 | 4.4457285265993e-58 | 8.8914570531986e-58 | 1 |
60 | 1.36032719844080e-58 | 2.72065439688161e-58 | 1 |
61 | 4.05774812472068e-59 | 8.11549624944137e-59 | 1 |
62 | 6.13800645709825e-60 | 1.22760129141965e-59 | 1 |
63 | 7.45486699633678e-61 | 1.49097339926736e-60 | 1 |
64 | 8.95829246878419e-62 | 1.79165849375684e-61 | 1 |
65 | 1.01770856374324e-62 | 2.03541712748649e-62 | 1 |
66 | 4.75156685340831e-63 | 9.50313370681662e-63 | 1 |
67 | 1.25634154607604e-62 | 2.51268309215207e-62 | 1 |
68 | 9.02392671217276e-62 | 1.80478534243455e-61 | 1 |
69 | 6.46881100312536e-61 | 1.29376220062507e-60 | 1 |
70 | 9.33653391362901e-60 | 1.86730678272580e-59 | 1 |
71 | 1.36695085752695e-58 | 2.73390171505390e-58 | 1 |
72 | 3.43516570106085e-58 | 6.8703314021217e-58 | 1 |
73 | 6.85879413319281e-58 | 1.37175882663856e-57 | 1 |
74 | 1.48188402847844e-57 | 2.96376805695687e-57 | 1 |
75 | 1.03093820734568e-57 | 2.06187641469135e-57 | 1 |
76 | 5.66140937941981e-58 | 1.13228187588396e-57 | 1 |
77 | 1.73273560330433e-57 | 3.46547120660865e-57 | 1 |
78 | 1.5498116534487e-56 | 3.0996233068974e-56 | 1 |
79 | 5.23728781727316e-55 | 1.04745756345463e-54 | 1 |
80 | 2.6109969338791e-53 | 5.2219938677582e-53 | 1 |
81 | 1.31475066602370e-51 | 2.62950133204740e-51 | 1 |
82 | 2.33434405127077e-50 | 4.66868810254155e-50 | 1 |
83 | 3.7383252537826e-49 | 7.4766505075652e-49 | 1 |
84 | 2.75467914124448e-48 | 5.50935828248896e-48 | 1 |
85 | 1.30654669043520e-47 | 2.61309338087041e-47 | 1 |
86 | 9.00414276774272e-47 | 1.80082855354854e-46 | 1 |
87 | 1.36877989307130e-46 | 2.73755978614260e-46 | 1 |
88 | 2.75045962006255e-46 | 5.5009192401251e-46 | 1 |
89 | 7.2258174353463e-46 | 1.44516348706926e-45 | 1 |
90 | 2.67993134800298e-45 | 5.35986269600595e-45 | 1 |
91 | 1.23290271439476e-44 | 2.46580542878952e-44 | 1 |
92 | 8.05646961759756e-44 | 1.61129392351951e-43 | 1 |
93 | 6.76046972274934e-43 | 1.35209394454987e-42 | 1 |
94 | 2.80816038119134e-42 | 5.61632076238269e-42 | 1 |
95 | 1.16394917828343e-41 | 2.32789835656687e-41 | 1 |
96 | 3.58075456430432e-41 | 7.16150912860864e-41 | 1 |
97 | 1.03558940934507e-40 | 2.07117881869013e-40 | 1 |
98 | 2.09660676959053e-40 | 4.19321353918106e-40 | 1 |
99 | 3.69827480196206e-40 | 7.39654960392412e-40 | 1 |
100 | 1.19136034032634e-39 | 2.38272068065268e-39 | 1 |
101 | 2.04004844935699e-39 | 4.08009689871398e-39 | 1 |
102 | 6.10619403146542e-39 | 1.22123880629308e-38 | 1 |
103 | 1.97597461378336e-38 | 3.95194922756672e-38 | 1 |
104 | 9.82545954518524e-38 | 1.96509190903705e-37 | 1 |
105 | 5.1996331437215e-37 | 1.0399266287443e-36 | 1 |
106 | 1.88606271855348e-36 | 3.77212543710695e-36 | 1 |
107 | 8.73746755758924e-36 | 1.74749351151785e-35 | 1 |
108 | 3.36327167587839e-35 | 6.72654335175679e-35 | 1 |
109 | 1.10150482377398e-34 | 2.20300964754797e-34 | 1 |
110 | 4.45154222857853e-34 | 8.90308445715706e-34 | 1 |
111 | 1.55199350882825e-33 | 3.1039870176565e-33 | 1 |
112 | 4.06628329611003e-33 | 8.13256659222007e-33 | 1 |
113 | 1.54272604005722e-32 | 3.08545208011443e-32 | 1 |
114 | 7.8295163744989e-32 | 1.56590327489978e-31 | 1 |
115 | 3.38273294683295e-31 | 6.76546589366591e-31 | 1 |
116 | 1.51189719215751e-30 | 3.02379438431502e-30 | 1 |
117 | 6.56253985992813e-30 | 1.31250797198563e-29 | 1 |
118 | 2.36766014559718e-29 | 4.73532029119437e-29 | 1 |
119 | 7.74246787031157e-29 | 1.54849357406231e-28 | 1 |
120 | 2.65241896913127e-28 | 5.30483793826253e-28 | 1 |
121 | 6.10112764878051e-28 | 1.22022552975610e-27 | 1 |
122 | 1.23030307381436e-27 | 2.46060614762871e-27 | 1 |
123 | 2.84991434688158e-27 | 5.69982869376315e-27 | 1 |
124 | 6.5359910741562e-27 | 1.30719821483124e-26 | 1 |
125 | 1.58739970960450e-26 | 3.17479941920899e-26 | 1 |
126 | 4.81889772614673e-26 | 9.63779545229346e-26 | 1 |
127 | 1.53156827555450e-25 | 3.06313655110900e-25 | 1 |
128 | 6.32710248515388e-25 | 1.26542049703078e-24 | 1 |
129 | 2.95105558178034e-24 | 5.90211116356068e-24 | 1 |
130 | 1.38788480203111e-23 | 2.77576960406223e-23 | 1 |
131 | 6.55039489716102e-23 | 1.31007897943220e-22 | 1 |
132 | 2.87068567448347e-22 | 5.74137134896694e-22 | 1 |
133 | 1.22369254940307e-21 | 2.44738509880615e-21 | 1 |
134 | 4.5336780826602e-21 | 9.0673561653204e-21 | 1 |
135 | 1.68600437531190e-20 | 3.37200875062380e-20 | 1 |
136 | 6.50276121120449e-20 | 1.30055224224090e-19 | 1 |
137 | 2.5957988605764e-19 | 5.1915977211528e-19 | 1 |
138 | 1.11398421888604e-18 | 2.22796843777207e-18 | 1 |
139 | 4.88261914185973e-18 | 9.76523828371946e-18 | 1 |
140 | 2.36691568448596e-17 | 4.73383136897192e-17 | 1 |
141 | 1.09337265858882e-16 | 2.18674531717765e-16 | 1 |
142 | 5.63621401015114e-16 | 1.12724280203023e-15 | 1 |
143 | 2.78736586691441e-15 | 5.57473173382883e-15 | 0.999999999999997 |
144 | 1.39975082481793e-14 | 2.79950164963585e-14 | 0.999999999999986 |
145 | 7.27894999850434e-14 | 1.45578999970087e-13 | 0.999999999999927 |
146 | 4.20497731579659e-13 | 8.40995463159317e-13 | 0.99999999999958 |
147 | 2.41635278986202e-12 | 4.83270557972404e-12 | 0.999999999997584 |
148 | 1.47825359630844e-11 | 2.95650719261688e-11 | 0.999999999985217 |
149 | 8.96171277465977e-11 | 1.79234255493195e-10 | 0.999999999910383 |
150 | 5.48623854360297e-10 | 1.09724770872059e-09 | 0.999999999451376 |
151 | 3.34565733130377e-09 | 6.69131466260754e-09 | 0.999999996654343 |
152 | 2.11508874874749e-08 | 4.23017749749498e-08 | 0.999999978849113 |
153 | 1.34631723656510e-07 | 2.69263447313019e-07 | 0.999999865368276 |
154 | 8.23879755602082e-07 | 1.64775951120416e-06 | 0.999999176120244 |
155 | 4.74241754591762e-06 | 9.48483509183525e-06 | 0.999995257582454 |
156 | 2.54337687791898e-05 | 5.08675375583796e-05 | 0.99997456623122 |
157 | 0.000127975895826373 | 0.000255951791652746 | 0.999872024104174 |
158 | 0.000584315482014793 | 0.00116863096402959 | 0.999415684517985 |
159 | 0.00235095369525803 | 0.00470190739051606 | 0.997649046304742 |
160 | 0.00872857046042092 | 0.0174571409208418 | 0.991271429539579 |
161 | 0.028220600720189 | 0.056441201440378 | 0.97177939927981 |
162 | 0.078112713283996 | 0.156225426567992 | 0.921887286716004 |
163 | 0.181397345381495 | 0.362794690762991 | 0.818602654618505 |
164 | 0.336177766680733 | 0.672355533361466 | 0.663822233319267 |
165 | 0.529766943415362 | 0.940466113169277 | 0.470233056584638 |
166 | 0.713257664859915 | 0.57348467028017 | 0.286742335140085 |
167 | 0.856903590445337 | 0.286192819109325 | 0.143096409554663 |
168 | 0.934559751226955 | 0.130880497546089 | 0.0654402487730445 |
169 | 0.975569545189829 | 0.0488609096203424 | 0.0244304548101712 |
170 | 0.992465889496284 | 0.0150682210074315 | 0.00753411050371576 |
171 | 0.997725860301882 | 0.00454827939623581 | 0.00227413969811790 |
172 | 0.99940540815114 | 0.00118918369772000 | 0.000594591848860002 |
173 | 0.99985838560159 | 0.000283228796819413 | 0.000141614398409706 |
174 | 0.999968208582112 | 6.35828357757618e-05 | 3.17914178878809e-05 |
175 | 0.99999143448359 | 1.71310328188282e-05 | 8.56551640941412e-06 |
176 | 0.999997412609174 | 5.17478165166324e-06 | 2.58739082583162e-06 |
177 | 0.999998978416605 | 2.04316679050817e-06 | 1.02158339525408e-06 |
178 | 0.999999515348535 | 9.6930292999812e-07 | 4.8465146499906e-07 |
179 | 0.999999741807469 | 5.16385062353891e-07 | 2.58192531176946e-07 |
180 | 0.99999983275738 | 3.34485240221302e-07 | 1.67242620110651e-07 |
181 | 0.999999889655405 | 2.20689189048778e-07 | 1.10344594524389e-07 |
182 | 0.999999915693392 | 1.68613216192617e-07 | 8.43066080963087e-08 |
183 | 0.999999932737926 | 1.34524147992253e-07 | 6.72620739961265e-08 |
184 | 0.999999921261987 | 1.57476026171319e-07 | 7.87380130856594e-08 |
185 | 0.999999903901356 | 1.92197288125426e-07 | 9.6098644062713e-08 |
186 | 0.999999810770152 | 3.78459695847107e-07 | 1.89229847923554e-07 |
187 | 0.999999595031634 | 8.09936731785998e-07 | 4.04968365892999e-07 |
188 | 0.999999098376069 | 1.80324786279321e-06 | 9.01623931396604e-07 |
189 | 0.999997941372406 | 4.11725518719663e-06 | 2.05862759359832e-06 |
190 | 0.99999635030207 | 7.2993958605521e-06 | 3.64969793027605e-06 |
191 | 0.999994020193031 | 1.19596139377332e-05 | 5.9798069688666e-06 |
192 | 0.999992630425528 | 1.47391489443628e-05 | 7.36957447218138e-06 |
193 | 0.999989922421255 | 2.0155157489774e-05 | 1.0077578744887e-05 |
194 | 0.999982981091237 | 3.40378175253871e-05 | 1.70189087626936e-05 |
195 | 0.999973823567498 | 5.2352865003885e-05 | 2.61764325019425e-05 |
196 | 0.999951562018757 | 9.6875962485951e-05 | 4.84379812429754e-05 |
197 | 0.99994382283146 | 0.000112354337080780 | 5.61771685403898e-05 |
198 | 0.99991748669965 | 0.000165026600702305 | 8.25133003511526e-05 |
199 | 0.999880536785802 | 0.000238926428395347 | 0.000119463214197673 |
200 | 0.99987706257662 | 0.000245874846759140 | 0.000122937423379570 |
201 | 0.999904643452114 | 0.000190713095771001 | 9.53565478855006e-05 |
202 | 0.999951645951509 | 9.67080969826398e-05 | 4.83540484913199e-05 |
203 | 0.999975741967466 | 4.85160650673527e-05 | 2.42580325336764e-05 |
204 | 0.999994986284435 | 1.00274311300442e-05 | 5.01371556502208e-06 |
205 | 0.999999136965224 | 1.72606955193871e-06 | 8.63034775969354e-07 |
206 | 0.999998882235954 | 2.23552809222775e-06 | 1.11776404611387e-06 |
207 | 0.999997196638108 | 5.60672378490025e-06 | 2.80336189245013e-06 |
208 | 0.999973060154828 | 5.38796903450266e-05 | 2.69398451725133e-05 |
209 | 0.99993197672198 | 0.000136046556038447 | 6.80232780192233e-05 |
210 | 0.99907445413202 | 0.00185109173596137 | 0.000925545867980686 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 194 | 0.946341463414634 | NOK |
5% type I error level | 197 | 0.960975609756098 | NOK |
10% type I error level | 198 | 0.965853658536585 | NOK |