Multiple Linear Regression - Estimated Regression Equation |
Y[t] = -25.4133631689989 + 0.179229739292978X[t] + 0.095280873041429M1[t] + 0.0421340272055563M2[t] -0.0422355774266983M3[t] -0.132143448451306M4[t] -0.132177275468981M5[t] -0.124486492861985M6[t] -0.132564913920593M7[t] -0.139372069077023M8[t] + 0.00123723721385846M9[t] -0.0336295549066252M10[t] -0.0235177431578595M11[t] -0.0695730755602266t + 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) | -25.4133631689989 | 7.882439 | -3.224 | 0.001466 | 0.000733 |
X | 0.179229739292978 | 0.051143 | 3.5045 | 0.000559 | 0.00028 |
M1 | 0.095280873041429 | 0.335873 | 0.2837 | 0.776934 | 0.388467 |
M2 | 0.0421340272055563 | 0.335719 | 0.1255 | 0.900245 | 0.450122 |
M3 | -0.0422355774266983 | 0.336122 | -0.1257 | 0.900125 | 0.450062 |
M4 | -0.132143448451306 | 0.337958 | -0.391 | 0.69619 | 0.348095 |
M5 | -0.132177275468981 | 0.337897 | -0.3912 | 0.696063 | 0.348032 |
M6 | -0.124486492861985 | 0.337376 | -0.369 | 0.712511 | 0.356256 |
M7 | -0.132564913920593 | 0.337046 | -0.3933 | 0.694487 | 0.347243 |
M8 | -0.139372069077023 | 0.336799 | -0.4138 | 0.679433 | 0.339716 |
M9 | 0.00123723721385846 | 0.340701 | 0.0036 | 0.997106 | 0.498553 |
M10 | -0.0336295549066252 | 0.340469 | -0.0988 | 0.921412 | 0.460706 |
M11 | -0.0235177431578595 | 0.340263 | -0.0691 | 0.944963 | 0.472481 |
t | -0.0695730755602266 | 0.019631 | -3.544 | 0.000486 | 0.000243 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.243310752051549 |
R-squared | 0.0592001220638905 |
Adjusted R-squared | 0.000960129620226513 |
F-TEST (value) | 1.01648574424448 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 210 |
p-value | 0.436507145272958 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.02046354510624 |
Sum Squared Residuals | 218.682627847067 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 3.88 | 2.08826366209574 | 1.79173633790426 |
2 | 3.98 | 2.18061942785119 | 1.79938057214881 |
3 | 3.29 | 2.15213756516381 | 1.13786243483619 |
4 | 2.88 | 2.29734717537704 | 0.582652824622961 |
5 | 3.22 | 2.24566324672843 | 0.974336753271567 |
6 | 3.62 | 2.25547284949240 | 1.36452715050760 |
7 | 3.82 | 2.14197540501496 | 1.67802459498504 |
8 | 3.54 | 2.1193640960862 | 1.42063590391380 |
9 | 2.53 | 2.28001519646334 | 0.249984803536656 |
10 | 2.22 | 2.26519019842912 | -0.0451901984291231 |
11 | 2.85 | 2.29534380426415 | 0.554656195735849 |
12 | 2.78 | 2.30305739364968 | 0.47694260635032 |
13 | 2.28 | 2.45422600863596 | -0.174226008635964 |
14 | 2.26 | 2.47488987867425 | -0.214889878674251 |
15 | 2.71 | 2.51809991170404 | 0.191900088295957 |
16 | 2.77 | 2.46615680869499 | 0.303843191305007 |
17 | 2.77 | 2.43239585397568 | 0.337604146024316 |
18 | 2.64 | 2.38843653495176 | 0.251563465048243 |
19 | 2.56 | 2.32870801226222 | 0.231291987737782 |
20 | 2.07 | 2.27025075547486 | -0.200250755474859 |
21 | 2.32 | 2.52051672549849 | -0.200516725498491 |
22 | 2.16 | 2.54153767532286 | -0.381537675322863 |
23 | 2.23 | 2.49999938544070 | -0.269999385440704 |
24 | 2.4 | 2.47186702696763 | -0.0718670269676341 |
25 | 2.84 | 2.51549779837813 | 0.324502201621867 |
26 | 2.77 | 2.53616166841642 | 0.233838331583582 |
27 | 2.93 | 2.43598791001183 | 0.494012089988174 |
28 | 2.91 | 2.47365967664927 | 0.436340323350734 |
29 | 2.69 | 2.49366764371785 | 0.196332356282147 |
30 | 2.38 | 2.53932319434041 | -0.159323194340413 |
31 | 2.58 | 2.51544061950947 | 0.0645593804905305 |
32 | 3.19 | 2.49282931058071 | 0.697170689419292 |
33 | 2.82 | 2.59971148916996 | 0.220288510830043 |
34 | 2.72 | 2.56696351720644 | 0.153036482793562 |
35 | 2.53 | 2.52542522732427 | 0.00457477267572591 |
36 | 2.7 | 2.49729286885120 | 0.202707131148797 |
37 | 2.42 | 2.54092364026171 | -0.120923640261707 |
38 | 2.5 | 2.52574156244139 | -0.0257415624413933 |
39 | 2.31 | 2.4614137518954 | -0.151413751895402 |
40 | 2.41 | 2.48116254460354 | -0.071162544603544 |
41 | 2.56 | 2.41155564202564 | 0.148444357974358 |
42 | 2.76 | 2.36759632300171 | 0.392403676998291 |
43 | 2.71 | 2.28994482638287 | 0.420055173617126 |
44 | 2.44 | 2.28525649138341 | 0.15474350861659 |
45 | 2.46 | 2.46383056568985 | -0.0038305656898506 |
46 | 2.12 | 2.48485151551422 | -0.364851515514222 |
47 | 1.99 | 2.44331322563206 | -0.453313225632063 |
48 | 1.86 | 2.39725789322970 | -0.537257893229696 |
49 | 1.88 | 2.44088866464019 | -0.560888664640195 |
50 | 1.82 | 2.44362956074918 | -0.623629560749178 |
51 | 1.74 | 2.36137877627389 | -0.621378776273889 |
52 | 1.71 | 2.36320459505274 | -0.653204595052735 |
53 | 1.38 | 2.31152066640413 | -0.93152066640413 |
54 | 1.27 | 2.08833160808722 | -0.818331608087219 |
55 | 1.19 | 2.10029498111487 | -0.910294981114872 |
56 | 1.28 | 2.07768367218611 | -0.797683672186112 |
57 | 1.19 | 2.29210369435115 | -1.10210369435115 |
58 | 1.22 | 2.08012598309465 | -0.86012598309465 |
59 | 1.47 | 2.02066471928319 | -0.550664719283189 |
60 | 1.46 | 1.99253236081012 | -0.532532360810118 |
61 | 1.96 | 2.03616313222062 | -0.0761631322206229 |
62 | 1.88 | 2.18228781976399 | -0.30228781976399 |
63 | 2.03 | 2.15380595707659 | -0.123805957076591 |
64 | 2.04 | 2.15563177585544 | -0.115631775855437 |
65 | 1.9 | 2.10394784720683 | -0.203947847206832 |
66 | 1.8 | 2.0599885281829 | -0.259988528182898 |
67 | 1.92 | 2.00026000549336 | -0.0802600054933604 |
68 | 1.92 | 1.92387977477670 | -0.00387977477670409 |
69 | 1.97 | 2.01283897943666 | -0.0428389794366607 |
70 | 2.46 | 1.92632208568525 | 0.533677914314753 |
71 | 2.36 | 1.92062974366168 | 0.439370256338324 |
72 | 2.53 | 1.91042035911791 | 0.619579640882092 |
73 | 2.31 | 1.93612815659911 | 0.37387184340089 |
74 | 1.98 | 1.97471500056669 | 0.00528499943330803 |
75 | 1.46 | 1.92831016395000 | -0.468310163949996 |
76 | 1.26 | 1.87636706094095 | -0.616367060940947 |
77 | 1.58 | 1.84260610622164 | -0.262606106221639 |
78 | 1.74 | 1.8524157089856 | -0.112415708985600 |
79 | 1.89 | 1.86437908201325 | 0.0256209179867456 |
80 | 1.85 | 1.80592182522589 | 0.0440781747741052 |
81 | 1.62 | 1.89488102988585 | -0.274881029885851 |
82 | 1.3 | 1.80836413613444 | -0.508364136134438 |
83 | 1.42 | 1.78474882018157 | -0.364748820181570 |
84 | 1.15 | 1.7924624095671 | -0.642462409567099 |
85 | 0.42 | 1.83609318097760 | -1.41609318097760 |
86 | 0.74 | 1.96429489459167 | -1.22429489459167 |
87 | 1.02 | 1.93581303190427 | -0.91581303190427 |
88 | 1.51 | 1.95556182461241 | -0.445561824612412 |
89 | 1.86 | 1.92180086989311 | -0.0618008698931087 |
90 | 1.59 | 1.87784155086918 | -0.287841550869175 |
91 | 1.03 | 1.81811302817964 | -0.788113028179637 |
92 | 0.44 | 1.79550171925088 | -1.35550171925088 |
93 | 0.82 | 1.88446092391083 | -1.06446092391083 |
94 | 0.86 | 1.79794403015941 | -0.937944030159414 |
95 | 0.58 | 1.73848276634795 | -1.15848276634795 |
96 | 0.59 | 1.71035040787488 | -1.12035040787488 |
97 | 0.95 | 1.73605820535609 | -0.786058205356085 |
98 | 0.98 | 1.75672207539437 | -0.77672207539437 |
99 | 1.23 | 1.71031723877767 | -0.480317238777674 |
100 | 1.17 | 1.89137279684950 | -0.721372796849498 |
101 | 0.84 | 1.92930373784738 | -1.08930373784738 |
102 | 0.74 | 1.95703631454064 | -1.21703631454064 |
103 | 0.65 | 1.96899968756829 | -1.31899968756829 |
104 | 0.91 | 1.96431135256883 | -1.05431135256883 |
105 | 1.19 | 2.08911650508738 | -0.899116505087375 |
106 | 1.3 | 2.11013745491175 | -0.810137454911752 |
107 | 1.53 | 2.05067619110029 | -0.520676191100291 |
108 | 1.94 | 2.00462085869792 | -0.0646208586979243 |
109 | 1.79 | 2.03032865617913 | -0.240328656179127 |
110 | 1.95 | 2.01514657835881 | -0.065146578358813 |
111 | 2.26 | 1.95081876781282 | 0.309181232187179 |
112 | 2.04 | 1.82718376908658 | 0.212816230913421 |
113 | 2.16 | 1.75757686650868 | 0.402423133491323 |
114 | 2.75 | 1.69569457355545 | 1.05430542644455 |
115 | 2.79 | 1.61804307693661 | 1.17195692306339 |
116 | 2.88 | 1.68504663765434 | 1.19495336234566 |
117 | 3.36 | 1.88154368589008 | 1.47845631410992 |
118 | 2.97 | 1.83087273999726 | 1.13912726000274 |
119 | 3.1 | 1.80725742404439 | 1.29274257595561 |
120 | 2.49 | 1.81497101342992 | 0.675028986570077 |
121 | 2.2 | 1.85860178484042 | 0.341398215159578 |
122 | 2.25 | 1.89718862880800 | 0.352811371191996 |
123 | 2.09 | 1.83286081826201 | 0.257139181737988 |
124 | 2.79 | 1.90637853275805 | 0.88362146724195 |
125 | 3.14 | 1.99807839554382 | 1.14192160445618 |
126 | 2.93 | 2.06165692009568 | 0.86834307990432 |
127 | 2.65 | 2.09154326705263 | 0.558456732947368 |
128 | 2.67 | 2.01516303633597 | 0.654836963664025 |
129 | 2.26 | 2.17581413671312 | 0.0841858632868812 |
130 | 2.35 | 2.08929724296171 | 0.260702757038295 |
131 | 2.13 | 2.06568192700884 | 0.0643180729911573 |
132 | 2.18 | 2.05547254246507 | 0.124527457534931 |
133 | 2.9 | 2.13494926173417 | 0.765050738265833 |
134 | 2.63 | 2.06599826212596 | 0.564001737874042 |
135 | 2.67 | 2.01959342550926 | 0.650406574490738 |
136 | 1.81 | 2.00349627035881 | -0.193496270358812 |
137 | 1.33 | 2.0055812634981 | -0.675581263498101 |
138 | 0.88 | 1.97954491840346 | -1.09954491840346 |
139 | 1.28 | 2.02735423928972 | -0.747354239289718 |
140 | 1.26 | 1.98681995643166 | -0.726819956431655 |
141 | 1.26 | 2.1474710568088 | -0.887471056808798 |
142 | 1.29 | 2.06095416305738 | -0.770954163057385 |
143 | 1.1 | 2.07318479496312 | -0.973184794963116 |
144 | 1.37 | 2.04505243649005 | -0.675052436490045 |
145 | 1.21 | 2.17829807754703 | -0.968298077547034 |
146 | 1.74 | 2.07350113008024 | -0.333501130080236 |
147 | 1.76 | 1.93748142381705 | -0.177481423817052 |
148 | 1.48 | 1.79592345116151 | -0.315923451161514 |
149 | 1.04 | 1.86970034001800 | -0.829700340017996 |
150 | 1.62 | 1.91535589064055 | -0.295355890640551 |
151 | 1.49 | 1.89147331580961 | -0.401473315809607 |
152 | 1.79 | 1.86886200688085 | -0.0788620068808458 |
153 | 1.8 | 1.97574418547009 | -0.175744185470093 |
154 | 1.58 | 1.90715026564798 | -0.327150265647982 |
155 | 1.86 | 1.93730387148301 | -0.0773038714830098 |
156 | 1.74 | 1.98086340872713 | -0.240863408727131 |
157 | 1.59 | 2.06034012799622 | -0.470340127996224 |
158 | 1.26 | 1.99138912838802 | -0.73138912838802 |
159 | 1.13 | 1.89121536998343 | -0.761215369983435 |
160 | 1.92 | 1.82134929304509 | 0.0986507069549115 |
161 | 2.61 | 1.78758833832578 | 0.82241166167422 |
162 | 2.26 | 1.88701281073623 | 0.372987189263769 |
163 | 2.41 | 1.89897618376388 | 0.511023816236115 |
164 | 2.26 | 1.91221082269372 | 0.347789177306283 |
165 | 2.03 | 2.03701597521226 | -0.00701597521226226 |
166 | 2.86 | 1.98634502931945 | 0.873654970680553 |
167 | 2.55 | 1.99857566122518 | 0.551424338774821 |
168 | 2.27 | 1.98836627668140 | 0.281633723318596 |
169 | 2.26 | 2.10368894380910 | 0.156311056190903 |
170 | 2.57 | 2.03473794420089 | 0.535262055799107 |
171 | 3.07 | 1.95248715972560 | 1.11751284027440 |
172 | 2.76 | 1.99015892636304 | 0.769841073636957 |
173 | 2.51 | 2.01016689343163 | 0.499833106568371 |
174 | 2.87 | 1.96620757440770 | 0.903792425592304 |
175 | 3.14 | 2.03193986922324 | 1.10806013077676 |
176 | 3.11 | 1.99140558636518 | 1.11859441363482 |
177 | 3.16 | 2.09828776495443 | 1.06171223504557 |
178 | 2.47 | 2.04761681906162 | 0.422383180938384 |
179 | 2.57 | 2.05984745096735 | 0.510152549032653 |
180 | 2.89 | 2.04963806642357 | 0.840361933576427 |
181 | 2.63 | 2.12911478569267 | 0.500885214307329 |
182 | 2.38 | 2.11393270787236 | 0.266067292127643 |
183 | 1.69 | 2.15714274090215 | -0.46714274090215 |
184 | 1.96 | 2.06935369003451 | -0.109353690034508 |
185 | 2.19 | 2.0714386831738 | 0.118561316826202 |
186 | 1.87 | 2.08124828593776 | -0.211248285937759 |
187 | 1.6 | 2.03944273717752 | -0.439442737177518 |
188 | 1.63 | 2.05267737610735 | -0.422677376107351 |
189 | 1.22 | 2.1774825286259 | -0.957482528625901 |
190 | 1.21 | 2.16265753059168 | -0.95265753059168 |
191 | 1.49 | 2.15696518856811 | -0.666965188568109 |
192 | 1.64 | 2.16467877795364 | -0.524678777953637 |
193 | 1.66 | 2.20830954936414 | -0.548309549364137 |
194 | 1.77 | 2.13935854975593 | -0.369358549755932 |
195 | 1.82 | 2.02126181742205 | -0.201261817422045 |
196 | 1.78 | 1.87970384476651 | -0.0997038447665063 |
197 | 1.28 | 1.84594289004720 | -0.565942890047203 |
198 | 1.29 | 1.83782951888186 | -0.547829518881863 |
199 | 1.37 | 1.81394694405092 | -0.443946944050924 |
200 | 1.12 | 1.75548968726356 | -0.635489687263563 |
201 | 1.51 | 1.86237186585281 | -0.352371865852812 |
202 | 2.24 | 1.86546984174789 | 0.374530158252107 |
203 | 2.94 | 1.84185452579503 | 1.09814547420497 |
204 | 3.09 | 1.92126001089774 | 1.16873998910226 |
205 | 3.46 | 1.98281375623754 | 1.47718624376246 |
206 | 3.64 | 2.05724654806372 | 1.58275345193628 |
207 | 4.39 | 2.27968632038649 | 2.11031367961351 |
208 | 4.15 | 2.28151213916533 | 1.86848786083467 |
209 | 5.21 | 2.37321200195111 | 2.83678799804889 |
210 | 5.8 | 2.34717565685648 | 3.45282434314352 |
211 | 5.91 | 2.34121605595483 | 3.56878394404517 |
212 | 5.39 | 2.39029664274326 | 2.99970335725674 |
213 | 5.46 | 2.586793690979 | 2.873206309021 |
214 | 4.72 | 2.51819977115688 | 2.20180022884312 |
215 | 3.14 | 2.62004527270910 | 0.519954727290896 |
216 | 2.63 | 2.60983588816533 | 0.0201641118346695 |
217 | 2.32 | 2.68931260743443 | -0.369312607434429 |
218 | 1.93 | 2.60243863389692 | -0.672438633896922 |
219 | 0.62 | 2.52018784942163 | -1.90018784942163 |
220 | 0.6 | 2.41447582462469 | -1.81447582462469 |
221 | -0.37 | 2.48825271348117 | -2.85825271348117 |
222 | -1.1 | 2.55183123803303 | -3.65183123803303 |
223 | -1.68 | 2.52794866320208 | -4.20794866320208 |
224 | -0.78 | 2.57702924999051 | -3.35702924999051 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 0.105569161514926 | 0.211138323029852 | 0.894430838485074 |
18 | 0.0583122061066794 | 0.116624412213359 | 0.94168779389332 |
19 | 0.0294025140167272 | 0.0588050280334544 | 0.970597485983273 |
20 | 0.0184872859798937 | 0.0369745719597874 | 0.981512714020106 |
21 | 0.0140919760320525 | 0.028183952064105 | 0.985908023967948 |
22 | 0.0123489036387007 | 0.0246978072774015 | 0.9876510963613 |
23 | 0.00534121735590218 | 0.0106824347118044 | 0.994658782644098 |
24 | 0.00245558333124941 | 0.00491116666249883 | 0.99754441666875 |
25 | 0.00192252297970522 | 0.00384504595941045 | 0.998077477020295 |
26 | 0.000896997011073061 | 0.00179399402214612 | 0.999103002988927 |
27 | 0.000375637692556752 | 0.000751275385113503 | 0.999624362307443 |
28 | 0.000157071603458844 | 0.000314143206917688 | 0.999842928396541 |
29 | 5.85799754359013e-05 | 0.000117159950871803 | 0.999941420024564 |
30 | 2.27264862028407e-05 | 4.54529724056813e-05 | 0.999977273513797 |
31 | 8.44764101096282e-06 | 1.68952820219256e-05 | 0.99999155235899 |
32 | 3.52649078479996e-05 | 7.05298156959992e-05 | 0.999964735092152 |
33 | 3.38566903511268e-05 | 6.77133807022536e-05 | 0.99996614330965 |
34 | 2.79890554237129e-05 | 5.59781108474258e-05 | 0.999972010944576 |
35 | 1.1448409369302e-05 | 2.2896818738604e-05 | 0.99998855159063 |
36 | 4.64761704384565e-06 | 9.2952340876913e-06 | 0.999995352382956 |
37 | 2.71666113619686e-06 | 5.43332227239371e-06 | 0.999997283338864 |
38 | 1.66632083897859e-06 | 3.33264167795719e-06 | 0.99999833367916 |
39 | 1.32958304833509e-06 | 2.65916609667017e-06 | 0.999998670416952 |
40 | 6.65412812802654e-07 | 1.33082562560531e-06 | 0.999999334587187 |
41 | 3.09328146785560e-07 | 6.18656293571119e-07 | 0.999999690671853 |
42 | 1.30548614817264e-07 | 2.61097229634527e-07 | 0.999999869451385 |
43 | 6.06131650654585e-08 | 1.21226330130917e-07 | 0.999999939386835 |
44 | 3.09919078898864e-08 | 6.19838157797728e-08 | 0.999999969008092 |
45 | 1.19737900412192e-08 | 2.39475800824385e-08 | 0.99999998802621 |
46 | 4.41998024589396e-09 | 8.83996049178792e-09 | 0.99999999558002 |
47 | 2.09520721737462e-09 | 4.19041443474924e-09 | 0.999999997904793 |
48 | 1.50044632037613e-09 | 3.00089264075227e-09 | 0.999999998499554 |
49 | 1.09958605447830e-09 | 2.19917210895661e-09 | 0.999999998900414 |
50 | 8.95715942187337e-10 | 1.79143188437467e-09 | 0.999999999104284 |
51 | 6.9246695786768e-10 | 1.38493391573536e-09 | 0.999999999307533 |
52 | 4.42573908266205e-10 | 8.8514781653241e-10 | 0.999999999557426 |
53 | 6.50414549481049e-10 | 1.30082909896210e-09 | 0.999999999349585 |
54 | 1.02781036956121e-09 | 2.05562073912242e-09 | 0.99999999897219 |
55 | 1.40015266211776e-09 | 2.80030532423553e-09 | 0.999999998599847 |
56 | 9.2537831103017e-10 | 1.85075662206034e-09 | 0.999999999074622 |
57 | 4.53294894538617e-10 | 9.06589789077234e-10 | 0.999999999546705 |
58 | 1.83054463894812e-10 | 3.66108927789624e-10 | 0.999999999816946 |
59 | 7.71256933508241e-11 | 1.54251386701648e-10 | 0.999999999922874 |
60 | 3.06808424460704e-11 | 6.13616848921409e-11 | 0.999999999969319 |
61 | 1.94788377984282e-11 | 3.89576755968565e-11 | 0.999999999980521 |
62 | 9.15826709799255e-12 | 1.83165341959851e-11 | 0.999999999990842 |
63 | 5.80364021499214e-12 | 1.16072804299843e-11 | 0.999999999994196 |
64 | 3.97694921272862e-12 | 7.95389842545724e-12 | 0.999999999996023 |
65 | 2.03388368837039e-12 | 4.06776737674078e-12 | 0.999999999997966 |
66 | 8.74671210972071e-13 | 1.74934242194414e-12 | 0.999999999999125 |
67 | 4.09047105278113e-13 | 8.18094210556227e-13 | 0.99999999999959 |
68 | 2.04529359709146e-13 | 4.09058719418291e-13 | 0.999999999999795 |
69 | 1.6300845607625e-13 | 3.260169121525e-13 | 0.999999999999837 |
70 | 9.06840849910715e-13 | 1.81368169982143e-12 | 0.999999999999093 |
71 | 1.43575146826882e-12 | 2.87150293653763e-12 | 0.999999999998564 |
72 | 2.86025089291462e-12 | 5.72050178582923e-12 | 0.99999999999714 |
73 | 2.02028555369731e-12 | 4.04057110739463e-12 | 0.99999999999798 |
74 | 8.98465435341542e-13 | 1.79693087068308e-12 | 0.999999999999102 |
75 | 4.08004635386087e-13 | 8.16009270772174e-13 | 0.999999999999592 |
76 | 2.23052207106661e-13 | 4.46104414213321e-13 | 0.999999999999777 |
77 | 8.86418511474694e-14 | 1.77283702294939e-13 | 0.999999999999911 |
78 | 3.58091840827335e-14 | 7.16183681654671e-14 | 0.999999999999964 |
79 | 1.58688494174678e-14 | 3.17376988349356e-14 | 0.999999999999984 |
80 | 6.91703500979581e-15 | 1.38340700195916e-14 | 0.999999999999993 |
81 | 2.7036105022098e-15 | 5.4072210044196e-15 | 0.999999999999997 |
82 | 1.04795676226988e-15 | 2.09591352453975e-15 | 0.999999999999999 |
83 | 3.92244174883461e-16 | 7.84488349766922e-16 | 1 |
84 | 1.89663061228806e-16 | 3.79326122457612e-16 | 1 |
85 | 8.64932013690124e-16 | 1.72986402738025e-15 | 1 |
86 | 8.20501202783818e-16 | 1.64100240556764e-15 | 1 |
87 | 3.71957175675032e-16 | 7.43914351350065e-16 | 1 |
88 | 1.56721488441748e-16 | 3.13442976883497e-16 | 1 |
89 | 1.06497629006968e-16 | 2.12995258013937e-16 | 1 |
90 | 4.53575303915952e-17 | 9.07150607831905e-17 | 1 |
91 | 2.10432033356265e-17 | 4.2086406671253e-17 | 1 |
92 | 3.21357703021077e-17 | 6.42715406042154e-17 | 1 |
93 | 1.64207347390141e-17 | 3.28414694780283e-17 | 1 |
94 | 7.49490765405992e-18 | 1.49898153081198e-17 | 1 |
95 | 5.76392312817392e-18 | 1.15278462563478e-17 | 1 |
96 | 4.32495854429692e-18 | 8.64991708859383e-18 | 1 |
97 | 1.9095245127049e-18 | 3.8190490254098e-18 | 1 |
98 | 8.27711203092661e-19 | 1.65542240618532e-18 | 1 |
99 | 3.54871195198804e-19 | 7.09742390397608e-19 | 1 |
100 | 1.47819861262597e-19 | 2.95639722525193e-19 | 1 |
101 | 6.564851408498e-20 | 1.3129702816996e-19 | 1 |
102 | 3.17933675240047e-20 | 6.35867350480094e-20 | 1 |
103 | 1.68533087448815e-20 | 3.3706617489763e-20 | 1 |
104 | 7.49855194606341e-21 | 1.49971038921268e-20 | 1 |
105 | 5.47402683644425e-21 | 1.09480536728885e-20 | 1 |
106 | 5.76531840203866e-21 | 1.15306368040773e-20 | 1 |
107 | 7.9775186200676e-21 | 1.59550372401352e-20 | 1 |
108 | 3.32336665762621e-20 | 6.64673331525243e-20 | 1 |
109 | 5.62777153427498e-20 | 1.12555430685500e-19 | 1 |
110 | 1.29737272154566e-19 | 2.59474544309132e-19 | 1 |
111 | 7.54369234855256e-19 | 1.50873846971051e-18 | 1 |
112 | 1.67435343832858e-18 | 3.34870687665716e-18 | 1 |
113 | 4.34583498138839e-18 | 8.69166996277678e-18 | 1 |
114 | 8.61213357610963e-17 | 1.72242671522193e-16 | 1 |
115 | 1.22820020556069e-15 | 2.45640041112138e-15 | 0.999999999999999 |
116 | 1.91386527010659e-14 | 3.82773054021318e-14 | 0.99999999999998 |
117 | 1.15777325290436e-12 | 2.31554650580871e-12 | 0.999999999998842 |
118 | 1.03481182033721e-11 | 2.06962364067442e-11 | 0.999999999989652 |
119 | 7.90332009277555e-11 | 1.58066401855511e-10 | 0.999999999920967 |
120 | 1.15437078057088e-10 | 2.30874156114175e-10 | 0.999999999884563 |
121 | 9.8991249595998e-11 | 1.97982499191996e-10 | 0.999999999901009 |
122 | 8.52955733418688e-11 | 1.70591146683738e-10 | 0.999999999914704 |
123 | 6.05131734654685e-11 | 1.21026346930937e-10 | 0.999999999939487 |
124 | 1.12011198651809e-10 | 2.24022397303618e-10 | 0.999999999887989 |
125 | 3.4844639607776e-10 | 6.9689279215552e-10 | 0.999999999651554 |
126 | 5.79856088169844e-10 | 1.15971217633969e-09 | 0.999999999420144 |
127 | 5.80597418529365e-10 | 1.16119483705873e-09 | 0.999999999419403 |
128 | 6.15396830002977e-10 | 1.23079366000595e-09 | 0.999999999384603 |
129 | 3.86802678010283e-10 | 7.73605356020565e-10 | 0.999999999613197 |
130 | 2.73892944694178e-10 | 5.47785889388356e-10 | 0.999999999726107 |
131 | 1.58457997720567e-10 | 3.16915995441134e-10 | 0.999999999841542 |
132 | 9.32529492271335e-11 | 1.86505898454267e-10 | 0.999999999906747 |
133 | 1.05320783396260e-10 | 2.10641566792521e-10 | 0.999999999894679 |
134 | 8.79011687102461e-11 | 1.75802337420492e-10 | 0.999999999912099 |
135 | 7.9849320328525e-11 | 1.5969864065705e-10 | 0.99999999992015 |
136 | 4.13566461597519e-11 | 8.27132923195039e-11 | 0.999999999958643 |
137 | 2.43237537234584e-11 | 4.86475074469168e-11 | 0.999999999975676 |
138 | 2.11854265504617e-11 | 4.23708531009234e-11 | 0.999999999978815 |
139 | 1.27111846628271e-11 | 2.54223693256541e-11 | 0.999999999987289 |
140 | 7.35736066219996e-12 | 1.47147213243999e-11 | 0.999999999992643 |
141 | 4.57653813975035e-12 | 9.1530762795007e-12 | 0.999999999995423 |
142 | 2.68570021000332e-12 | 5.37140042000663e-12 | 0.999999999997314 |
143 | 1.85912374984060e-12 | 3.71824749968121e-12 | 0.99999999999814 |
144 | 1.02876961776939e-12 | 2.05753923553878e-12 | 0.999999999998971 |
145 | 6.85955555623753e-13 | 1.37191111124751e-12 | 0.999999999999314 |
146 | 3.29798457299554e-13 | 6.59596914599107e-13 | 0.99999999999967 |
147 | 1.55437306353259e-13 | 3.10874612706519e-13 | 0.999999999999845 |
148 | 7.56711091522304e-14 | 1.51342218304461e-13 | 0.999999999999924 |
149 | 4.99946304889092e-14 | 9.99892609778184e-14 | 0.99999999999995 |
150 | 2.35382980071706e-14 | 4.70765960143413e-14 | 0.999999999999976 |
151 | 1.12642514907938e-14 | 2.25285029815877e-14 | 0.999999999999989 |
152 | 5.22321100614032e-15 | 1.04464220122806e-14 | 0.999999999999995 |
153 | 2.84827008446185e-15 | 5.6965401689237e-15 | 0.999999999999997 |
154 | 1.67220448921215e-15 | 3.34440897842429e-15 | 0.999999999999998 |
155 | 8.80613367648499e-16 | 1.76122673529700e-15 | 1 |
156 | 4.5397890548242e-16 | 9.0795781096484e-16 | 1 |
157 | 2.43719737426711e-16 | 4.87439474853422e-16 | 1 |
158 | 1.71635745751694e-16 | 3.43271491503389e-16 | 1 |
159 | 1.25849240836846e-16 | 2.51698481673692e-16 | 1 |
160 | 6.3297963575885e-17 | 1.26595927151770e-16 | 1 |
161 | 5.72267608762334e-17 | 1.14453521752467e-16 | 1 |
162 | 3.06660738576770e-17 | 6.13321477153539e-17 | 1 |
163 | 1.78498621153908e-17 | 3.56997242307817e-17 | 1 |
164 | 8.93874038715898e-18 | 1.78774807743180e-17 | 1 |
165 | 5.37496917779563e-18 | 1.07499383555913e-17 | 1 |
166 | 5.73710680388486e-18 | 1.14742136077697e-17 | 1 |
167 | 3.66881974775862e-18 | 7.33763949551724e-18 | 1 |
168 | 1.92721223264974e-18 | 3.85442446529948e-18 | 1 |
169 | 9.173480123934e-19 | 1.83469602478680e-18 | 1 |
170 | 5.0799312621858e-19 | 1.01598625243716e-18 | 1 |
171 | 5.49666840435996e-19 | 1.09933368087199e-18 | 1 |
172 | 3.36860987149096e-19 | 6.73721974298193e-19 | 1 |
173 | 1.51562482778953e-19 | 3.03124965557907e-19 | 1 |
174 | 1.03699673771848e-19 | 2.07399347543696e-19 | 1 |
175 | 1.00573774369087e-19 | 2.01147548738174e-19 | 1 |
176 | 9.88556134672596e-20 | 1.97711226934519e-19 | 1 |
177 | 8.06198328374075e-20 | 1.61239665674815e-19 | 1 |
178 | 3.36460386354377e-20 | 6.72920772708754e-20 | 1 |
179 | 1.36669474994476e-20 | 2.73338949988952e-20 | 1 |
180 | 7.21257540233168e-21 | 1.44251508046634e-20 | 1 |
181 | 2.71214626866744e-21 | 5.42429253733489e-21 | 1 |
182 | 9.07824035514116e-22 | 1.81564807102823e-21 | 1 |
183 | 3.92826012831211e-22 | 7.85652025662422e-22 | 1 |
184 | 1.28890602551098e-22 | 2.57781205102195e-22 | 1 |
185 | 3.93173388011845e-23 | 7.86346776023689e-23 | 1 |
186 | 1.27381881558634e-23 | 2.54763763117268e-23 | 1 |
187 | 4.73428924244326e-24 | 9.46857848488651e-24 | 1 |
188 | 1.74050712048236e-24 | 3.48101424096473e-24 | 1 |
189 | 5.43234818385883e-24 | 1.08646963677177e-23 | 1 |
190 | 4.37040665714175e-23 | 8.74081331428349e-23 | 1 |
191 | 2.30210142941914e-22 | 4.60420285883828e-22 | 1 |
192 | 2.18953563241501e-21 | 4.37907126483001e-21 | 1 |
193 | 1.89572250623896e-19 | 3.79144501247791e-19 | 1 |
194 | 1.88521690660393e-16 | 3.77043381320785e-16 | 1 |
195 | 1.9219719249649e-14 | 3.8439438499298e-14 | 0.99999999999998 |
196 | 1.01045020935834e-12 | 2.02090041871667e-12 | 0.99999999999899 |
197 | 3.76972645864679e-11 | 7.53945291729358e-11 | 0.999999999962303 |
198 | 2.55865874322735e-09 | 5.1173174864547e-09 | 0.999999997441341 |
199 | 4.37581582106050e-07 | 8.75163164212101e-07 | 0.999999562418418 |
200 | 6.91675890738798e-05 | 0.000138335178147760 | 0.999930832410926 |
201 | 0.00163494721577925 | 0.00326989443155850 | 0.99836505278422 |
202 | 0.0387324739248021 | 0.0774649478496042 | 0.961267526075198 |
203 | 0.0251525576387745 | 0.0503051152775491 | 0.974847442361225 |
204 | 0.0165833504720129 | 0.0331667009440257 | 0.983416649527987 |
205 | 0.0100563256875120 | 0.0201126513750241 | 0.989943674312488 |
206 | 0.0115368993754433 | 0.0230737987508865 | 0.988463100624557 |
207 | 0.227386881722105 | 0.454773763444211 | 0.772613118277895 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 178 | 0.931937172774869 | NOK |
5% type I error level | 185 | 0.968586387434555 | NOK |
10% type I error level | 188 | 0.984293193717278 | NOK |