Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 2.46573628773672 -0.00180117407981777X[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) | 2.46573628773672 | 0.547683 | 4.5021 | 1.1e-05 | 5e-06 |
X | -0.00180117407981777 | 0.002751 | -0.6547 | 0.513324 | 0.256662 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.0438997676878124 |
R-squared | 0.0019271896030439 |
Adjusted R-squared | -0.00256863386721262 |
F-TEST (value) | 0.428662205220865 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 222 |
p-value | 0.513323876544774 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.02226417409436 |
Sum Squared Residuals | 231.995337243375 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 3.88 | 2.18961630130065 | 1.69038369869935 |
2 | 3.98 | 2.18745489240488 | 1.79254510759513 |
3 | 3.29 | 2.186194070549 | 1.103805929451 |
4 | 2.88 | 2.18313207461331 | 0.696867925386689 |
5 | 3.22 | 2.18295195720533 | 1.03704804279467 |
6 | 3.62 | 2.1822314875734 | 1.4377685124266 |
7 | 3.82 | 2.18259172238937 | 1.63740827761063 |
8 | 3.54 | 2.18205137016542 | 1.35794862983458 |
9 | 2.53 | 2.18115078312551 | 0.348849216874488 |
10 | 2.22 | 2.1802501960856 | 0.0397498039143977 |
11 | 2.85 | 2.17934960904569 | 0.670650390954306 |
12 | 2.78 | 2.17880925682175 | 0.601190743178252 |
13 | 2.28 | 2.17754843496588 | 0.102451565034124 |
14 | 2.26 | 2.17610749570202 | 0.0838925042979782 |
15 | 2.71 | 2.17412620421422 | 0.535873795785778 |
16 | 2.77 | 2.17304549976633 | 0.596954500233669 |
17 | 2.77 | 2.17268526495037 | 0.597314735049632 |
18 | 2.64 | 2.17250514754239 | 0.467494852457614 |
19 | 2.56 | 2.17232503013440 | 0.387674969865596 |
20 | 2.07 | 2.17214491272642 | -0.102144912726423 |
21 | 2.32 | 2.17034373864660 | 0.149656261353395 |
22 | 2.16 | 2.16908291679073 | -0.00908291679073216 |
23 | 2.23 | 2.16890279938275 | 0.0610972006172495 |
24 | 2.4 | 2.16872268197477 | 0.231277318025231 |
25 | 2.84 | 2.16854256456679 | 0.671457435433213 |
26 | 2.77 | 2.16710162530293 | 0.602898374697067 |
27 | 2.93 | 2.16656127307899 | 0.763438726921013 |
28 | 2.91 | 2.16457998159119 | 0.745420018408812 |
29 | 2.69 | 2.16367939455128 | 0.526320605448721 |
30 | 2.38 | 2.16259869010339 | 0.217401309896612 |
31 | 2.58 | 2.16205833787944 | 0.417941662120557 |
32 | 3.19 | 2.16151798565550 | 1.02848201434450 |
33 | 2.82 | 2.16115775083953 | 0.658842249160466 |
34 | 2.72 | 2.16043728120761 | 0.559562718792393 |
35 | 2.53 | 2.16025716379963 | 0.369742836200375 |
36 | 2.7 | 2.16007704639164 | 0.539922953608357 |
37 | 2.42 | 2.15989692898366 | 0.260103071016338 |
38 | 2.5 | 2.15881622453577 | 0.341183775464229 |
39 | 2.31 | 2.15791563749586 | 0.152084362504138 |
40 | 2.41 | 2.15611446341604 | 0.253885536583956 |
41 | 2.56 | 2.15611446341604 | 0.403885536583956 |
42 | 2.76 | 2.15593434600806 | 0.604065653991937 |
43 | 2.71 | 2.15593434600806 | 0.554065653991937 |
44 | 2.44 | 2.15521387637614 | 0.284786123623865 |
45 | 2.46 | 2.15413317192824 | 0.305866828071755 |
46 | 2.12 | 2.15287235007237 | -0.0328723500723722 |
47 | 1.99 | 2.15269223266439 | -0.162692232664391 |
48 | 1.86 | 2.15269223266439 | -0.292692232664390 |
49 | 1.88 | 2.15251211525641 | -0.272512115256409 |
50 | 1.82 | 2.15125129340054 | -0.331251293400536 |
51 | 1.74 | 2.15053082376861 | -0.410530823768609 |
52 | 1.71 | 2.14890976709677 | -0.438909767096773 |
53 | 1.38 | 2.14872964968879 | -0.768729649688792 |
54 | 1.27 | 2.15035070636063 | -0.880350706360628 |
55 | 1.19 | 2.14945011932072 | -0.959450119320719 |
56 | 1.28 | 2.14890976709677 | -0.868909767096773 |
57 | 1.19 | 2.14746882783292 | -0.95746882783292 |
58 | 1.22 | 2.14854953228081 | -0.92854953228081 |
59 | 1.47 | 2.14854953228081 | -0.67854953228081 |
60 | 1.46 | 2.14836941487283 | -0.688369414872828 |
61 | 1.96 | 2.14818929746485 | -0.188189297464846 |
62 | 1.88 | 2.14548753634512 | -0.265487536345120 |
63 | 2.03 | 2.14422671448925 | -0.114226714489247 |
64 | 2.04 | 2.14260565781741 | -0.102605657817411 |
65 | 1.9 | 2.14242554040943 | -0.242425540409429 |
66 | 1.8 | 2.14224542300145 | -0.342245423001447 |
67 | 1.92 | 2.14206530559347 | -0.222065305593466 |
68 | 1.92 | 2.14206530559347 | -0.222065305593466 |
69 | 1.97 | 2.14188518818548 | -0.171885188185484 |
70 | 2.46 | 2.14170507077750 | 0.318294929222498 |
71 | 2.36 | 2.14116471855356 | 0.218835281446443 |
72 | 2.53 | 2.14080448373759 | 0.389195516262407 |
73 | 2.31 | 2.14080448373759 | 0.169195516262407 |
74 | 1.98 | 2.13918342706576 | -0.159183427065757 |
75 | 1.46 | 2.13810272261787 | -0.678102722617867 |
76 | 1.26 | 2.13702201816998 | -0.877022018169976 |
77 | 1.58 | 2.13666178335401 | -0.556661783354012 |
78 | 1.74 | 2.13594131372209 | -0.395941313722085 |
79 | 1.89 | 2.13504072668218 | -0.245040726682176 |
80 | 1.85 | 2.13486060927419 | -0.284860609274195 |
81 | 1.62 | 2.13468049186621 | -0.514680491866213 |
82 | 1.3 | 2.13450037445823 | -0.834500374458231 |
83 | 1.42 | 2.13414013964227 | -0.714140139642268 |
84 | 1.15 | 2.13359978741832 | -0.983599787418322 |
85 | 0.42 | 2.13341967001034 | -1.71341967001034 |
86 | 0.74 | 2.13089802629860 | -1.39089802629860 |
87 | 1.02 | 2.12963720444272 | -1.10963720444272 |
88 | 1.51 | 2.12783603036291 | -0.617836030362905 |
89 | 1.86 | 2.12747579554694 | -0.267475795546942 |
90 | 1.59 | 2.12729567813896 | -0.53729567813896 |
91 | 1.03 | 2.12711556073098 | -1.09711556073098 |
92 | 0.44 | 2.12657520850703 | -1.68657520850703 |
93 | 0.82 | 2.12639509109905 | -1.30639509109905 |
94 | 0.86 | 2.12621497369107 | -1.26621497369107 |
95 | 0.58 | 2.12621497369107 | -1.54621497369107 |
96 | 0.59 | 2.12603485628309 | -1.53603485628309 |
97 | 0.95 | 2.12603485628309 | -1.17603485628309 |
98 | 0.98 | 2.12459391701923 | -1.14459391701923 |
99 | 1.23 | 2.12351321257134 | -0.893513212571343 |
100 | 1.17 | 2.12009098181969 | -0.95009098181969 |
101 | 0.84 | 2.1190102773718 | -1.27901027737180 |
102 | 0.74 | 2.11810969033189 | -1.37810969033189 |
103 | 0.65 | 2.11720910329198 | -1.46720910329198 |
104 | 0.91 | 2.11648863366005 | -1.20648863366005 |
105 | 1.19 | 2.11594828143611 | -0.925948281436108 |
106 | 1.3 | 2.11468745958024 | -0.814687459580235 |
107 | 1.53 | 2.11468745958024 | -0.584687459580235 |
108 | 1.94 | 2.11468745958024 | -0.174687459580236 |
109 | 1.79 | 2.11468745958024 | -0.324687459580235 |
110 | 1.95 | 2.11360675513234 | -0.163606755132345 |
111 | 2.26 | 2.11270616809244 | 0.147293831907564 |
112 | 2.04 | 2.11234593327647 | -0.0723459332764724 |
113 | 2.16 | 2.11234593327647 | 0.0476540667235277 |
114 | 2.75 | 2.11234593327647 | 0.637654066723528 |
115 | 2.79 | 2.11234593327647 | 0.677654066723528 |
116 | 2.88 | 2.11090499401262 | 0.769095005987382 |
117 | 3.36 | 2.10964417215675 | 1.25035582784325 |
118 | 2.97 | 2.1091038199328 | 0.8608961800672 |
119 | 3.1 | 2.10874358511684 | 0.991256414883163 |
120 | 2.49 | 2.10820323289289 | 0.381796767107109 |
121 | 2.2 | 2.10802311548491 | 0.0919768845150904 |
122 | 2.25 | 2.10640205881307 | 0.143597941186926 |
123 | 2.09 | 2.10550147177316 | -0.0155014717731650 |
124 | 2.79 | 2.1031599454694 | 0.686840054530598 |
125 | 3.14 | 2.10153888879757 | 1.03846111120243 |
126 | 2.93 | 2.10027806694169 | 0.829721933058307 |
127 | 2.65 | 2.09919736249380 | 0.550802637506197 |
128 | 2.67 | 2.09919736249380 | 0.570802637506197 |
129 | 2.26 | 2.09829677545389 | 0.161703224546106 |
130 | 2.35 | 2.09811665804591 | 0.251883341954088 |
131 | 2.13 | 2.09775642322995 | 0.0322435767700515 |
132 | 2.18 | 2.09739618841398 | 0.0826038115860153 |
133 | 2.9 | 2.09685583619004 | 0.80314416380996 |
134 | 2.63 | 2.09631548396609 | 0.533684516033906 |
135 | 2.67 | 2.09523477951820 | 0.574765220481796 |
136 | 1.81 | 2.09379384025435 | -0.283793840254349 |
137 | 1.33 | 2.09307337062242 | -0.763073370622422 |
138 | 0.88 | 2.09271313580646 | -1.21271313580646 |
139 | 1.28 | 2.09145231395059 | -0.811452313950586 |
140 | 1.26 | 2.09109207913462 | -0.831092079134623 |
141 | 1.26 | 2.09019149209471 | -0.830191492094714 |
142 | 1.29 | 2.09001137468673 | -0.800011374686732 |
143 | 1.1 | 2.08929090505480 | -0.989290905054805 |
144 | 1.37 | 2.08911078764682 | -0.719110787646823 |
145 | 1.21 | 2.08803008319893 | -0.878030083198932 |
146 | 1.74 | 2.08784996579095 | -0.347849965790951 |
147 | 1.76 | 2.08766984838297 | -0.327669848382969 |
148 | 1.48 | 2.08748973097499 | -0.607489730974987 |
149 | 1.04 | 2.08604879171113 | -1.04604879171113 |
150 | 1.62 | 2.08496808726324 | -0.464968087263242 |
151 | 1.49 | 2.08442773503930 | -0.594427735039297 |
152 | 1.79 | 2.08388738281535 | -0.293887382815352 |
153 | 1.8 | 2.08352714799939 | -0.283527147999388 |
154 | 1.58 | 2.08316691318342 | -0.503166913183424 |
155 | 1.86 | 2.08226632614352 | -0.222266326143515 |
156 | 1.74 | 2.08136573910361 | -0.341365739103607 |
157 | 1.59 | 2.08082538687966 | -0.490825386879661 |
158 | 1.26 | 2.08028503465572 | -0.820285034655716 |
159 | 1.13 | 2.07974468243177 | -0.94974468243177 |
160 | 1.92 | 2.07884409539186 | -0.158844095391862 |
161 | 2.61 | 2.0784838605759 | 0.531516139424102 |
162 | 2.26 | 2.07686280390406 | 0.183137196095938 |
163 | 2.41 | 2.07596221686415 | 0.334037783135847 |
164 | 2.26 | 2.07506162982424 | 0.184938370175755 |
165 | 2.03 | 2.0745212776003 | -0.0445212776002994 |
166 | 2.86 | 2.07398092537635 | 0.786019074623646 |
167 | 2.55 | 2.07326045574443 | 0.476739544255573 |
168 | 2.27 | 2.07290022092846 | 0.197099779071537 |
169 | 2.26 | 2.07199963388855 | 0.188000366111445 |
170 | 2.57 | 2.07145928166461 | 0.498540718335391 |
171 | 3.07 | 2.07073881203268 | 0.999261187967318 |
172 | 2.76 | 2.06875752054488 | 0.691242479455118 |
173 | 2.51 | 2.06785693350497 | 0.442143066495026 |
174 | 2.87 | 2.06767681609699 | 0.802323183903008 |
175 | 3.14 | 2.06623587683314 | 1.07376412316686 |
176 | 3.11 | 2.06587564201717 | 1.04412435798283 |
177 | 3.16 | 2.06551540720121 | 1.09448459279879 |
178 | 2.47 | 2.06497505497726 | 0.405024945022735 |
179 | 2.57 | 2.06425458534534 | 0.505745414654662 |
180 | 2.89 | 2.06389435052937 | 0.826105649470626 |
181 | 2.63 | 2.06335399830543 | 0.566646001694571 |
182 | 2.38 | 2.06227329385754 | 0.317726706142462 |
183 | 1.69 | 2.06029200236974 | -0.370292002369739 |
184 | 1.96 | 2.05957153273781 | -0.0995715327378117 |
185 | 2.19 | 2.05885106310588 | 0.131148936894115 |
186 | 1.87 | 2.05813059347396 | -0.188130593473957 |
187 | 1.6 | 2.05777035865799 | -0.457770358657994 |
188 | 1.63 | 2.05686977161808 | -0.426869771618085 |
189 | 1.22 | 2.05632941939414 | -0.83632941939414 |
190 | 1.21 | 2.05542883235423 | -0.84542883235423 |
191 | 1.49 | 2.05488848013029 | -0.564888480130285 |
192 | 1.64 | 2.05434812790634 | -0.41434812790634 |
193 | 1.66 | 2.05416801049836 | -0.394168010498358 |
194 | 1.77 | 2.05362765827441 | -0.283627658274413 |
195 | 1.82 | 2.05326742345845 | -0.233267423458449 |
196 | 1.78 | 2.05308730605047 | -0.273087306050468 |
197 | 1.28 | 2.05272707123450 | -0.772727071234504 |
198 | 1.29 | 2.05218671901056 | -0.762186719010559 |
199 | 1.37 | 2.05164636678661 | -0.681646366786613 |
200 | 1.12 | 2.05146624937863 | -0.931466249378631 |
201 | 1.51 | 2.05110601456267 | -0.541106014562668 |
202 | 2.24 | 2.05002531011478 | 0.189974689885223 |
203 | 2.94 | 2.04966507529881 | 0.890334924701186 |
204 | 3.09 | 2.04840425344294 | 1.04159574655706 |
205 | 3.46 | 2.04804401862698 | 1.41195598137302 |
206 | 3.64 | 2.04606272713918 | 1.59393727286082 |
207 | 4.39 | 2.04228026157156 | 2.34771973842844 |
208 | 4.15 | 2.04065920489972 | 2.10934079510028 |
209 | 5.21 | 2.03903814822789 | 3.17096185177211 |
210 | 5.8 | 2.03867791341193 | 3.76132208658807 |
211 | 5.91 | 2.03795744378 | 3.87204255622 |
212 | 5.39 | 2.03669662192413 | 3.35330337807587 |
213 | 5.46 | 2.03543580006825 | 3.42456419993175 |
214 | 4.72 | 2.03507556525229 | 2.68492443474771 |
215 | 3.14 | 2.03345450858045 | 1.10654549141955 |
216 | 2.63 | 2.03309427376449 | 0.59690572623551 |
217 | 2.32 | 2.03255392154055 | 0.287446078459455 |
218 | 1.93 | 2.03219368672458 | -0.102193686724582 |
219 | 0.62 | 2.03147321709265 | -1.41147321709265 |
220 | 0.6 | 2.03093286486871 | -1.43093286486871 |
221 | -0.37 | 2.02949192560485 | -2.39949192560485 |
222 | -1.1 | 2.02823110374898 | -3.12823110374898 |
223 | -1.68 | 2.02769075152504 | -3.70769075152504 |
224 | -0.78 | 2.02642992966916 | -2.80642992966916 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.0236954574572773 | 0.0473909149145545 | 0.976304542542723 |
6 | 0.0263421566458947 | 0.0526843132917895 | 0.973657843354105 |
7 | 0.0209895500036243 | 0.0419791000072486 | 0.979010449996376 |
8 | 0.00810453254429183 | 0.0162090650885837 | 0.991895467455708 |
9 | 0.0113690764952041 | 0.0227381529904082 | 0.988630923504796 |
10 | 0.0135705068326868 | 0.0271410136653737 | 0.986429493167313 |
11 | 0.0059822296932875 | 0.011964459386575 | 0.994017770306713 |
12 | 0.00249861935549060 | 0.00499723871098121 | 0.99750138064451 |
13 | 0.00112659133450835 | 0.00225318266901670 | 0.998873408665492 |
14 | 0.000428956462365636 | 0.000857912924731271 | 0.999571043537634 |
15 | 0.000394548766369662 | 0.000789097532739324 | 0.99960545123363 |
16 | 0.000344888826394417 | 0.000689777652788834 | 0.999655111173606 |
17 | 0.000229908259012922 | 0.000459816518025845 | 0.999770091740987 |
18 | 0.000109666590394971 | 0.000219333180789941 | 0.999890333409605 |
19 | 4.62496788174078e-05 | 9.24993576348156e-05 | 0.999953750321183 |
20 | 2.27816817943743e-05 | 4.55633635887485e-05 | 0.999977218318206 |
21 | 8.89041313699628e-06 | 1.77808262739926e-05 | 0.999991109586863 |
22 | 3.28705710254488e-06 | 6.57411420508975e-06 | 0.999996712942897 |
23 | 1.22322372953518e-06 | 2.44644745907036e-06 | 0.99999877677627 |
24 | 5.3863705171531e-07 | 1.07727410343062e-06 | 0.999999461362948 |
25 | 7.27282898904727e-07 | 1.45456579780945e-06 | 0.999999272717101 |
26 | 7.59242130399879e-07 | 1.51848426079976e-06 | 0.99999924075787 |
27 | 1.10449402617948e-06 | 2.20898805235895e-06 | 0.999998895505974 |
28 | 1.46616329256213e-06 | 2.93232658512426e-06 | 0.999998533836707 |
29 | 9.6262399158567e-07 | 1.92524798317134e-06 | 0.999999037376008 |
30 | 4.15136974060486e-07 | 8.30273948120973e-07 | 0.999999584863026 |
31 | 2.2282354394207e-07 | 4.4564708788414e-07 | 0.999999777176456 |
32 | 5.81107959565134e-07 | 1.16221591913027e-06 | 0.99999941889204 |
33 | 4.0052781756108e-07 | 8.0105563512216e-07 | 0.999999599472182 |
34 | 2.25801325689048e-07 | 4.51602651378096e-07 | 0.999999774198674 |
35 | 1.01897199496772e-07 | 2.03794398993544e-07 | 0.9999998981028 |
36 | 5.35212206684752e-08 | 1.07042441336950e-07 | 0.99999994647878 |
37 | 2.2777168529579e-08 | 4.5554337059158e-08 | 0.999999977222831 |
38 | 9.89440945720025e-09 | 1.97888189144005e-08 | 0.99999999010559 |
39 | 4.11055167259240e-09 | 8.22110334518479e-09 | 0.999999995889448 |
40 | 1.71743974984819e-09 | 3.43487949969638e-09 | 0.99999999828256 |
41 | 8.07797449929404e-10 | 1.61559489985881e-09 | 0.999999999192203 |
42 | 5.22906459684762e-10 | 1.04581291936952e-09 | 0.999999999477094 |
43 | 2.92890082159423e-10 | 5.85780164318846e-10 | 0.99999999970711 |
44 | 1.21100704063667e-10 | 2.42201408127334e-10 | 0.999999999878899 |
45 | 5.06801656942499e-11 | 1.01360331388500e-10 | 0.99999999994932 |
46 | 2.21040036397904e-11 | 4.42080072795807e-11 | 0.999999999977896 |
47 | 1.10381679490933e-11 | 2.20763358981866e-11 | 0.999999999988962 |
48 | 6.72192675990233e-12 | 1.34438535198047e-11 | 0.999999999993278 |
49 | 3.65571028703176e-12 | 7.31142057406351e-12 | 0.999999999996344 |
50 | 1.97235909230504e-12 | 3.94471818461009e-12 | 0.999999999998028 |
51 | 1.13206945921819e-12 | 2.26413891843639e-12 | 0.999999999998868 |
52 | 5.87584115527815e-13 | 1.17516823105563e-12 | 0.999999999999412 |
53 | 6.66870195959581e-13 | 1.33374039191916e-12 | 0.999999999999333 |
54 | 1.13372990081182e-12 | 2.26745980162363e-12 | 0.999999999998866 |
55 | 1.84731928932048e-12 | 3.69463857864097e-12 | 0.999999999998153 |
56 | 1.76203896775156e-12 | 3.52407793550313e-12 | 0.999999999998238 |
57 | 1.66231016200552e-12 | 3.32462032401104e-12 | 0.999999999998338 |
58 | 1.45806183779796e-12 | 2.91612367559592e-12 | 0.999999999998542 |
59 | 7.218944115413e-13 | 1.4437888230826e-12 | 0.999999999999278 |
60 | 3.49494451782893e-13 | 6.98988903565786e-13 | 0.99999999999965 |
61 | 1.51754314838830e-13 | 3.03508629677659e-13 | 0.999999999999848 |
62 | 6.6260214383419e-14 | 1.32520428766838e-13 | 0.999999999999934 |
63 | 3.83002821045388e-14 | 7.66005642090775e-14 | 0.999999999999962 |
64 | 2.44629732698592e-14 | 4.89259465397184e-14 | 0.999999999999976 |
65 | 1.16870386804490e-14 | 2.33740773608979e-14 | 0.999999999999988 |
66 | 4.86438718926842e-15 | 9.72877437853684e-15 | 0.999999999999995 |
67 | 2.33147176381711e-15 | 4.66294352763421e-15 | 0.999999999999998 |
68 | 1.08972739067170e-15 | 2.17945478134339e-15 | 0.999999999999999 |
69 | 5.44210719905558e-16 | 1.08842143981112e-15 | 1 |
70 | 1.07117816216937e-15 | 2.14235632433875e-15 | 0.999999999999999 |
71 | 1.33504704077367e-15 | 2.67009408154734e-15 | 0.999999999999999 |
72 | 2.80025129623952e-15 | 5.60050259247905e-15 | 0.999999999999997 |
73 | 2.51965353794073e-15 | 5.03930707588146e-15 | 0.999999999999998 |
74 | 1.22169793782694e-15 | 2.44339587565389e-15 | 0.999999999999999 |
75 | 5.11988412998345e-16 | 1.02397682599669e-15 | 1 |
76 | 2.56471645788598e-16 | 5.12943291577197e-16 | 1 |
77 | 9.76953000969466e-17 | 1.95390600193893e-16 | 1 |
78 | 3.97021609338788e-17 | 7.94043218677576e-17 | 1 |
79 | 1.97184130645294e-17 | 3.94368261290588e-17 | 1 |
80 | 9.07470982262487e-18 | 1.81494196452497e-17 | 1 |
81 | 3.38777907578339e-18 | 6.77555815156678e-18 | 1 |
82 | 1.44051492294481e-18 | 2.88102984588963e-18 | 1 |
83 | 5.3840032086916e-19 | 1.07680064173832e-18 | 1 |
84 | 2.66058013505788e-19 | 5.32116027011577e-19 | 1 |
85 | 1.45786345690265e-18 | 2.91572691380530e-18 | 1 |
86 | 1.36787507673527e-18 | 2.73575015347055e-18 | 1 |
87 | 6.27818394114343e-19 | 1.25563678822869e-18 | 1 |
88 | 2.75141541886039e-19 | 5.50283083772078e-19 | 1 |
89 | 2.36715310587458e-19 | 4.73430621174917e-19 | 1 |
90 | 1.10905747910266e-19 | 2.21811495820532e-19 | 1 |
91 | 4.79240554573309e-20 | 9.58481109146618e-20 | 1 |
92 | 8.28730124835647e-20 | 1.65746024967129e-19 | 1 |
93 | 4.62922803997995e-20 | 9.2584560799599e-20 | 1 |
94 | 2.36698748186838e-20 | 4.73397496373676e-20 | 1 |
95 | 2.22759967294803e-20 | 4.45519934589607e-20 | 1 |
96 | 1.95572092573719e-20 | 3.91144185147439e-20 | 1 |
97 | 8.78774865821209e-21 | 1.75754973164242e-20 | 1 |
98 | 3.78916603991302e-21 | 7.57833207982603e-21 | 1 |
99 | 1.66008521554054e-21 | 3.32017043108107e-21 | 1 |
100 | 7.912765781472e-22 | 1.5825531562944e-21 | 1 |
101 | 3.73676104537108e-22 | 7.47352209074215e-22 | 1 |
102 | 1.93691214507565e-22 | 3.87382429015131e-22 | 1 |
103 | 1.12529235505838e-22 | 2.25058471011676e-22 | 1 |
104 | 5.75441537698296e-23 | 1.15088307539659e-22 | 1 |
105 | 3.77244762453888e-23 | 7.54489524907776e-23 | 1 |
106 | 3.21770803017672e-23 | 6.43541606035344e-23 | 1 |
107 | 4.56252092101486e-23 | 9.12504184202971e-23 | 1 |
108 | 2.49705649948773e-22 | 4.99411299897545e-22 | 1 |
109 | 5.61037606559084e-22 | 1.12207521311817e-21 | 1 |
110 | 2.09185596843676e-21 | 4.18371193687351e-21 | 1 |
111 | 2.35666851371155e-20 | 4.7133370274231e-20 | 1 |
112 | 7.4974012674133e-20 | 1.49948025348266e-19 | 1 |
113 | 2.82337494448655e-19 | 5.64674988897311e-19 | 1 |
114 | 8.69587339948773e-18 | 1.73917467989755e-17 | 1 |
115 | 1.58421723696279e-16 | 3.16843447392557e-16 | 1 |
116 | 2.66478373440962e-15 | 5.32956746881924e-15 | 0.999999999999997 |
117 | 1.90123127923443e-13 | 3.80246255846885e-13 | 0.99999999999981 |
118 | 1.50029435310632e-12 | 3.00058870621264e-12 | 0.9999999999985 |
119 | 1.23315057051500e-11 | 2.46630114103000e-11 | 0.999999999987669 |
120 | 1.83489696402606e-11 | 3.66979392805212e-11 | 0.99999999998165 |
121 | 1.63686795634679e-11 | 3.27373591269358e-11 | 0.999999999983631 |
122 | 1.55112326478565e-11 | 3.10224652957129e-11 | 0.999999999984489 |
123 | 1.18897969027219e-11 | 2.37795938054438e-11 | 0.99999999998811 |
124 | 2.83508563425677e-11 | 5.67017126851354e-11 | 0.99999999997165 |
125 | 1.35917832307751e-10 | 2.71835664615503e-10 | 0.999999999864082 |
126 | 3.38118260895138e-10 | 6.76236521790275e-10 | 0.999999999661882 |
127 | 4.62019465157659e-10 | 9.24038930315317e-10 | 0.99999999953798 |
128 | 6.1157759796389e-10 | 1.22315519592778e-09 | 0.999999999388422 |
129 | 4.7072710708555e-10 | 9.414542141711e-10 | 0.999999999529273 |
130 | 3.88204352634806e-10 | 7.76408705269613e-10 | 0.999999999611796 |
131 | 2.58380188375233e-10 | 5.16760376750466e-10 | 0.99999999974162 |
132 | 1.763802459699e-10 | 3.527604919398e-10 | 0.99999999982362 |
133 | 2.99962810909563e-10 | 5.99925621819126e-10 | 0.999999999700037 |
134 | 3.21685554667214e-10 | 6.43371109334429e-10 | 0.999999999678314 |
135 | 3.58438359732916e-10 | 7.16876719465831e-10 | 0.999999999641562 |
136 | 1.97464971275583e-10 | 3.94929942551167e-10 | 0.999999999802535 |
137 | 1.13805225229508e-10 | 2.27610450459016e-10 | 0.999999999886195 |
138 | 9.18897466638972e-11 | 1.83779493327794e-10 | 0.99999999990811 |
139 | 5.3818289180313e-11 | 1.07636578360626e-10 | 0.999999999946182 |
140 | 3.17423268435293e-11 | 6.34846536870586e-11 | 0.999999999968258 |
141 | 1.86804953976921e-11 | 3.73609907953842e-11 | 0.99999999998132 |
142 | 1.08074142954845e-11 | 2.16148285909689e-11 | 0.999999999989193 |
143 | 7.10265294409145e-12 | 1.42053058881829e-11 | 0.999999999992897 |
144 | 3.9727127676393e-12 | 7.9454255352786e-12 | 0.999999999996027 |
145 | 2.43130785146040e-12 | 4.86261570292079e-12 | 0.999999999997569 |
146 | 1.29098833688910e-12 | 2.58197667377820e-12 | 0.99999999999871 |
147 | 6.81934949504243e-13 | 1.36386989900849e-12 | 0.999999999999318 |
148 | 3.66557116544713e-13 | 7.33114233089426e-13 | 0.999999999999633 |
149 | 2.65849466091498e-13 | 5.31698932182996e-13 | 0.999999999999734 |
150 | 1.41665251706223e-13 | 2.83330503412445e-13 | 0.999999999999858 |
151 | 7.78382005985138e-14 | 1.55676401197028e-13 | 0.999999999999922 |
152 | 4.17546292645371e-14 | 8.35092585290743e-14 | 0.999999999999958 |
153 | 2.23348241256519e-14 | 4.46696482513038e-14 | 0.999999999999978 |
154 | 1.20815044096235e-14 | 2.4163008819247e-14 | 0.999999999999988 |
155 | 6.53774634278097e-15 | 1.30754926855619e-14 | 0.999999999999993 |
156 | 3.49574397272067e-15 | 6.99148794544134e-15 | 0.999999999999996 |
157 | 1.92473370065269e-15 | 3.84946740130538e-15 | 0.999999999999998 |
158 | 1.32097385037601e-15 | 2.64194770075202e-15 | 0.999999999999999 |
159 | 1.09181278003636e-15 | 2.18362556007272e-15 | 0.999999999999999 |
160 | 6.3764299876906e-16 | 1.27528599753812e-15 | 1 |
161 | 6.30728421728375e-16 | 1.26145684345675e-15 | 1 |
162 | 4.20529819092911e-16 | 8.41059638185822e-16 | 1 |
163 | 3.12765337027568e-16 | 6.25530674055137e-16 | 1 |
164 | 2.00660157108624e-16 | 4.01320314217248e-16 | 1 |
165 | 1.13894697995451e-16 | 2.27789395990903e-16 | 1 |
166 | 1.41574687198182e-16 | 2.83149374396363e-16 | 1 |
167 | 1.08847523556531e-16 | 2.17695047113062e-16 | 1 |
168 | 6.42195819033215e-17 | 1.28439163806643e-16 | 1 |
169 | 3.71582819678039e-17 | 7.43165639356078e-17 | 1 |
170 | 2.70219485893120e-17 | 5.40438971786241e-17 | 1 |
171 | 3.92834559583255e-17 | 7.8566911916651e-17 | 1 |
172 | 3.33498797793294e-17 | 6.66997595586588e-17 | 1 |
173 | 2.07411275934956e-17 | 4.14822551869911e-17 | 1 |
174 | 1.91118206242974e-17 | 3.82236412485947e-17 | 1 |
175 | 2.67728488543320e-17 | 5.35456977086641e-17 | 1 |
176 | 3.36614034616374e-17 | 6.73228069232749e-17 | 1 |
177 | 4.4516111608991e-17 | 8.9032223217982e-17 | 1 |
178 | 2.32363302392274e-17 | 4.64726604784549e-17 | 1 |
179 | 1.2958721346035e-17 | 2.591744269207e-17 | 1 |
180 | 1.03504346619356e-17 | 2.07008693238711e-17 | 1 |
181 | 5.92444864873863e-18 | 1.18488972974773e-17 | 1 |
182 | 2.71638592133124e-18 | 5.43277184266247e-18 | 1 |
183 | 1.16628127119406e-18 | 2.33256254238812e-18 | 1 |
184 | 4.62303607501425e-19 | 9.24607215002851e-19 | 1 |
185 | 1.85607209828709e-19 | 3.71214419657418e-19 | 1 |
186 | 7.2842296375152e-20 | 1.45684592750304e-19 | 1 |
187 | 3.26553332375291e-20 | 6.53106664750582e-20 | 1 |
188 | 1.45278782248971e-20 | 2.90557564497942e-20 | 1 |
189 | 1.05320896569686e-20 | 2.10641793139373e-20 | 1 |
190 | 8.3664793259896e-21 | 1.67329586519792e-20 | 1 |
191 | 4.93072289647008e-21 | 9.86144579294016e-21 | 1 |
192 | 2.64178857212926e-21 | 5.28357714425852e-21 | 1 |
193 | 1.49450617286886e-21 | 2.98901234573772e-21 | 1 |
194 | 8.21245835982006e-22 | 1.64249167196401e-21 | 1 |
195 | 4.71194758998378e-22 | 9.42389517996757e-22 | 1 |
196 | 3.20005011823829e-22 | 6.40010023647657e-22 | 1 |
197 | 6.37980548625264e-22 | 1.27596109725053e-21 | 1 |
198 | 2.00456137319741e-21 | 4.00912274639481e-21 | 1 |
199 | 9.95121432803607e-21 | 1.99024286560721e-20 | 1 |
200 | 3.40946330220314e-19 | 6.81892660440627e-19 | 1 |
201 | 1.94862094207815e-17 | 3.89724188415630e-17 | 1 |
202 | 6.4641573420457e-16 | 1.29283146840914e-15 | 1 |
203 | 2.78593368647831e-14 | 5.57186737295662e-14 | 0.999999999999972 |
204 | 4.20382126599161e-12 | 8.40764253198323e-12 | 0.999999999995796 |
205 | 9.24059878849942e-09 | 1.84811975769988e-08 | 0.999999990759401 |
206 | 0.000222414208901255 | 0.00044482841780251 | 0.999777585791099 |
207 | 0.0170756732595167 | 0.0341513465190334 | 0.982924326740483 |
208 | 0.483583335912164 | 0.967166671824328 | 0.516416664087836 |
209 | 0.746797096459466 | 0.506405807081069 | 0.253202903540534 |
210 | 0.835769396076116 | 0.328461207847769 | 0.164230603923884 |
211 | 0.845909515978057 | 0.308180968043887 | 0.154090484021943 |
212 | 0.815502915811535 | 0.368994168376930 | 0.184497084188465 |
213 | 0.87906992314691 | 0.241860153706182 | 0.120930076853091 |
214 | 0.900457066322482 | 0.199085867355036 | 0.099542933677518 |
215 | 0.878865660598207 | 0.242268678803586 | 0.121134339401793 |
216 | 0.833450051534579 | 0.333099896930842 | 0.166549948465421 |
217 | 0.816311849506288 | 0.367376300987425 | 0.183688150493712 |
218 | 0.845371619647841 | 0.309256760704317 | 0.154628380352159 |
219 | 0.715540146423523 | 0.568919707152953 | 0.284459853576477 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 195 | 0.906976744186046 | NOK |
5% type I error level | 202 | 0.93953488372093 | NOK |
10% type I error level | 203 | 0.944186046511628 | NOK |