Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 9.70088005689665 -0.456471979607422X[t] + 0.0348269533680547M1[t] -0.0633075600436983M2[t] -0.221132793979825M3[t] -0.201956308484031M4[t] -0.158803388178143M5[t] -0.241583211166381M6[t] -0.407825233936127M7[t] -0.574006708775354M8[t] -0.751926034518773M9[t] -0.862685731180946M10[t] -0.374067256705873M11[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) | 9.70088005689665 | 0.351235 | 27.6194 | 0 | 0 |
X | -0.456471979607422 | 0.114858 | -3.9742 | 0.000108 | 5.4e-05 |
M1 | 0.0348269533680547 | 0.379461 | 0.0918 | 0.926991 | 0.463496 |
M2 | -0.0633075600436983 | 0.379426 | -0.1669 | 0.867705 | 0.433852 |
M3 | -0.221132793979825 | 0.37943 | -0.5828 | 0.560873 | 0.280436 |
M4 | -0.201956308484031 | 0.379426 | -0.5323 | 0.595303 | 0.297651 |
M5 | -0.158803388178143 | 0.379432 | -0.4185 | 0.67614 | 0.33807 |
M6 | -0.241583211166381 | 0.379429 | -0.6367 | 0.525258 | 0.262629 |
M7 | -0.407825233936127 | 0.379431 | -1.0748 | 0.284119 | 0.14206 |
M8 | -0.574006708775354 | 0.379428 | -1.5128 | 0.132361 | 0.06618 |
M9 | -0.751926034518773 | 0.379428 | -1.9817 | 0.049277 | 0.024639 |
M10 | -0.862685731180946 | 0.379428 | -2.2736 | 0.02436 | 0.01218 |
M11 | -0.374067256705873 | 0.379434 | -0.9859 | 0.32574 | 0.16287 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.392575980636937 |
R-squared | 0.154115900573052 |
Adjusted R-squared | 0.0886280993270953 |
F-TEST (value) | 2.35335280221470 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 155 |
p-value | 0.00836047978231136 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.00386642039645 |
Sum Squared Residuals | 156.200907449936 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 7.6 | 8.6766920175754 | -1.07669201757540 |
2 | 7.6 | 8.65159302090092 | -1.05159302090092 |
3 | 7.6 | 8.46181474839227 | -0.861814748392272 |
4 | 7.8 | 8.4033909973548 | -0.603390997354804 |
5 | 8 | 8.24569624663343 | -0.245696246633427 |
6 | 8 | 8.1948694622177 | -0.194869462217708 |
7 | 8 | 7.95559192271077 | 0.0444080772892252 |
8 | 7.9 | 7.7985398874637 | 0.101460112536306 |
9 | 7.9 | 7.72104439723391 | 0.178955602766089 |
10 | 8 | 7.75179101425004 | 0.248208985749963 |
11 | 8.5 | 8.14911509280362 | 0.350884907196376 |
12 | 9.2 | 8.24473444194897 | 0.955265558051026 |
13 | 9.4 | 8.44845602777177 | 0.951543972228227 |
14 | 9.5 | 8.39596871232076 | 1.10403128767924 |
15 | 9.5 | 8.32487315451004 | 1.17512684548996 |
16 | 9.6 | 8.26644940347258 | 1.33355059652742 |
17 | 9.7 | 8.43741447806854 | 1.26258552193146 |
18 | 9.7 | 8.31811689671171 | 1.38188310328829 |
19 | 9.6 | 8.23860455006738 | 1.36139544993262 |
20 | 9.5 | 8.0267758772674 | 1.47322412273259 |
21 | 9.4 | 7.78038575458288 | 1.61961424541713 |
22 | 9.3 | 7.57833166199922 | 1.72166833800078 |
23 | 9.6 | 8.08977373545466 | 1.51022626454534 |
24 | 10.2 | 8.58708842665454 | 1.61291157334546 |
25 | 10.2 | 8.61278594043044 | 1.58721405956956 |
26 | 10.1 | 8.66985190008521 | 1.43014809991479 |
27 | 9.9 | 8.57136802349805 | 1.32863197650195 |
28 | 9.8 | 8.64988586634281 | 1.15011413365719 |
29 | 9.8 | 8.68390934705655 | 1.11609065294345 |
30 | 9.7 | 8.62851784284476 | 1.07148215715524 |
31 | 9.5 | 8.49879357844361 | 1.00120642155639 |
32 | 9.3 | 8.3463062629926 | 0.953693737007399 |
33 | 9.1 | 8.31902269051963 | 0.780977309480367 |
34 | 9 | 8.25847491161428 | 0.741525088385726 |
35 | 9.5 | 8.78361114445794 | 0.716388855542058 |
36 | 10 | 9.11659592299915 | 0.883404077000853 |
37 | 10.2 | 9.19250535453187 | 1.00749464546813 |
38 | 10.1 | 9.0806766817319 | 1.01932331826811 |
39 | 10 | 8.8087334528939 | 1.19126654710609 |
40 | 9.9 | 8.83247465818578 | 1.06752534181422 |
41 | 10 | 8.64739158868796 | 1.35260841131204 |
42 | 9.9 | 8.60112952406831 | 1.29887047593169 |
43 | 9.7 | 8.36641670435745 | 1.33358329564255 |
44 | 9.5 | 8.19567050972215 | 1.30432949027785 |
45 | 9.2 | 8.08165726112377 | 1.11834273887623 |
46 | 9 | 8.01654476242234 | 0.98345523757766 |
47 | 9.3 | 8.45038659934452 | 0.849613400655476 |
48 | 9.8 | 8.8244538560504 | 0.975546143949604 |
49 | 9.8 | 8.83645721043808 | 0.96354278956192 |
50 | 9.6 | 8.51465142701869 | 1.08534857298131 |
51 | 9.4 | 8.4024733910433 | 0.997526608956693 |
52 | 9.3 | 8.34404964000584 | 0.955950359994162 |
53 | 9.2 | 8.48762639582536 | 0.71237360417464 |
54 | 9.2 | 8.55548232610757 | 0.644517673892428 |
55 | 9 | 8.62660573273368 | 0.373394267266316 |
56 | 8.8 | 8.55171865381594 | 0.248281346184059 |
57 | 8.7 | 8.22772829459815 | 0.472271705401851 |
58 | 8.7 | 8.04393308119879 | 0.656066918801213 |
59 | 9.1 | 8.46408075873275 | 0.635919241267252 |
60 | 9.7 | 8.85640689462292 | 0.843593105377083 |
61 | 9.8 | 8.99622240330068 | 0.803777596699323 |
62 | 9.6 | 9.0441589233633 | 0.5558410766367 |
63 | 9.4 | 8.83155705187428 | 0.568442948125718 |
64 | 9.4 | 8.97398097186408 | 0.42601902813592 |
65 | 9.5 | 9.35035843728339 | 0.149641562716613 |
66 | 9.4 | 9.12150758082077 | 0.278492419179227 |
67 | 9.3 | 8.82745340376095 | 0.472546596239051 |
68 | 9.2 | 8.43760065891409 | 0.762399341085913 |
69 | 9 | 8.09991614030807 | 0.90008385969193 |
70 | 8.9 | 8.1124038781399 | 0.787596121860101 |
71 | 9.2 | 8.85664666119513 | 0.34335333880487 |
72 | 9.8 | 9.50003238586938 | 0.299967614130620 |
73 | 9.9 | 9.36139998698662 | 0.538600013013385 |
74 | 9.6 | 9.24500659439057 | 0.354993405609434 |
75 | 9.2 | 9.21499351474452 | -0.0149935147445172 |
76 | 9.1 | 9.22960528044424 | -0.129605280444237 |
77 | 9.1 | 9.10842828809145 | -0.00842828809145349 |
78 | 9 | 9.011954305715 | -0.0119543057149924 |
79 | 8.9 | 8.73159428804339 | 0.168405711956609 |
80 | 8.7 | 8.59280113198061 | 0.10719886801939 |
81 | 8.5 | 8.56551755950764 | -0.0655175595076403 |
82 | 8.3 | 8.5004050608062 | -0.200405060806207 |
83 | 8.5 | 9.03010601344595 | -0.53010601344595 |
84 | 8.7 | 9.2854905554539 | -0.585490555453894 |
85 | 8.4 | 9.19250535453187 | -0.792505354531869 |
86 | 8.1 | 9.0441589233633 | -0.9441589233633 |
87 | 7.8 | 8.78134513411747 | -0.981345134117466 |
88 | 7.7 | 8.61336810797422 | -0.913368107974217 |
89 | 7.5 | 8.72499182522122 | -1.22499182522122 |
90 | 7.2 | 8.56917648549579 | -1.36917648549579 |
91 | 6.8 | 8.26142814904775 | -1.46142814904775 |
92 | 6.7 | 8.19567050972215 | -1.49567050972215 |
93 | 6.4 | 7.96297454642584 | -1.56297454642584 |
94 | 6.3 | 7.58289638179529 | -1.28289638179529 |
95 | 6.8 | 8.05325597708607 | -1.25325597708607 |
96 | 7.3 | 8.38624075562727 | -1.08624075562727 |
97 | 7.1 | 8.20196115878376 | -1.10196115878376 |
98 | 7 | 8.2818507174189 | -1.28185071741891 |
99 | 6.8 | 8.06468412613381 | -1.26468412613381 |
100 | 6.6 | 8.36230851919013 | -1.76230851919014 |
101 | 6.3 | 8.53783831358218 | -2.23783831358218 |
102 | 6.1 | 8.43223489161357 | -2.33223489161357 |
103 | 6.1 | 8.339028385581 | -2.23902838558101 |
104 | 6.3 | 7.85331652501659 | -1.55331652501659 |
105 | 6.3 | 7.51563200641057 | -1.21563200641057 |
106 | 6 | 7.50073142546595 | -1.50073142546595 |
107 | 6.2 | 8.1171620542311 | -1.91716205423111 |
108 | 6.4 | 8.48209987134483 | -2.08209987134483 |
109 | 6.8 | 8.70408033635193 | -1.90408033635193 |
110 | 7.5 | 8.56486334477551 | -1.06486334477551 |
111 | 7.5 | 8.50746194635301 | -1.00746194635301 |
112 | 7.6 | 8.50381483286844 | -0.903814832868437 |
113 | 7.6 | 8.21830792785698 | -0.618307927856982 |
114 | 7.4 | 8.25877553936275 | -0.858775539362747 |
115 | 7.3 | 8.0742746374087 | -0.774274637408704 |
116 | 7.1 | 8.30065906503186 | -1.20065906503186 |
117 | 6.9 | 8.3418462895 | -1.44184628950000 |
118 | 6.8 | 8.43649898366117 | -1.63649898366117 |
119 | 7.5 | 8.74252866629327 | -1.24252866629327 |
120 | 7.6 | 9.1257253625913 | -1.52572536259130 |
121 | 7.8 | 9.16055231595935 | -1.36055231595935 |
122 | 8 | 9.04872364315937 | -1.04872364315937 |
123 | 8.1 | 8.97762808534866 | -0.877628085348658 |
124 | 8.2 | 8.87355713635045 | -0.673557136350448 |
125 | 8.3 | 8.98974557339352 | -0.689745573393523 |
126 | 8.2 | 8.66503560121335 | -0.465035601213353 |
127 | 8 | 8.48966413885146 | -0.489664138851458 |
128 | 7.9 | 8.4512948183023 | -0.551294818302308 |
129 | 7.6 | 8.47422316358616 | -0.874223163586156 |
130 | 7.6 | 8.09870971875168 | -0.498709718751677 |
131 | 8.3 | 8.64666955057572 | -0.346669550575715 |
132 | 8.4 | 8.88379521339936 | -0.483795213399362 |
133 | 8.4 | 8.91405744697134 | -0.514057446971342 |
134 | 8.4 | 8.91634676907322 | -0.516346769073222 |
135 | 8.4 | 8.63070938084702 | -0.230709380847017 |
136 | 8.6 | 8.7046625038957 | -0.104662503895702 |
137 | 8.9 | 8.8162862211427 | 0.083713778857297 |
138 | 8.8 | 8.88414215142491 | -0.0841421514249136 |
139 | 8.3 | 8.77724148600413 | -0.477241486004133 |
140 | 7.5 | 8.25044714727504 | -0.750447147275043 |
141 | 7.2 | 7.7575621556025 | -0.557562155602504 |
142 | 7.4 | 7.80656765180293 | -0.406567651802927 |
143 | 8.8 | 8.22671532933689 | 0.573284670663113 |
144 | 9.3 | 8.66925338298387 | 0.630746617016127 |
145 | 9.3 | 8.80906889166164 | 0.490931108338365 |
146 | 8.7 | 8.33206263517572 | 0.367937364824276 |
147 | 8.2 | 8.3157437149179 | -0.115743714917897 |
148 | 8.3 | 8.46273235470377 | -0.162732354703768 |
149 | 8.5 | 8.51044999480573 | -0.0104499948057310 |
150 | 8.6 | 8.28616385813919 | 0.313836141860807 |
151 | 8.5 | 7.89168584556574 | 0.608314154434265 |
152 | 8.2 | 7.86701068440481 | 0.33298931559519 |
153 | 8.1 | 7.80320935356325 | 0.296790646436753 |
154 | 7.9 | 7.5281197442424 | 0.371880255757601 |
155 | 8.6 | 7.89349078422347 | 0.70650921577653 |
156 | 8.7 | 8.28125220031757 | 0.418747799682434 |
157 | 8.7 | 8.29325555470525 | 0.40674444529475 |
158 | 8.5 | 8.51008670722262 | -0.0100867072226169 |
159 | 8.4 | 8.30661427532575 | 0.0933857246742524 |
160 | 8.5 | 8.17971972734717 | 0.320280272652833 |
161 | 8.7 | 8.34155536235098 | 0.358444637649014 |
162 | 8.7 | 8.3728935342646 | 0.327106465735397 |
163 | 8.6 | 8.52161717742398 | 0.0783828225760224 |
164 | 8.5 | 8.23218826809075 | 0.267811731909254 |
165 | 8.3 | 7.94928038703762 | 0.350719612962379 |
166 | 8 | 7.98459172384982 | 0.0154082761501785 |
167 | 8.2 | 8.5964576328189 | -0.3964576328189 |
168 | 8.1 | 8.95683073013655 | -0.85683073013655 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.0753081138578747 | 0.150616227715749 | 0.924691886142125 |
17 | 0.711471515091363 | 0.577056969817275 | 0.288528484908637 |
18 | 0.814962447623427 | 0.370075104753145 | 0.185037552376573 |
19 | 0.883038428218126 | 0.233923143563749 | 0.116961571781874 |
20 | 0.892187272264192 | 0.215625455471616 | 0.107812727735808 |
21 | 0.890021356729272 | 0.219957286541456 | 0.109978643270728 |
22 | 0.881729366058086 | 0.236541267883828 | 0.118270633941914 |
23 | 0.864987453109999 | 0.270025093780002 | 0.135012546890001 |
24 | 0.851868859104451 | 0.296262281791098 | 0.148131140895549 |
25 | 0.884083259835793 | 0.231833480328415 | 0.115916740164207 |
26 | 0.895397202174571 | 0.209205595650858 | 0.104602797825429 |
27 | 0.89125561846638 | 0.217488763067239 | 0.108744381533620 |
28 | 0.86743671210154 | 0.265126575796920 | 0.132563287898460 |
29 | 0.83571800067055 | 0.328563998658901 | 0.164281999329451 |
30 | 0.797940429045965 | 0.40411914190807 | 0.202059570954035 |
31 | 0.755516688480812 | 0.488966623038376 | 0.244483311519188 |
32 | 0.710695046389837 | 0.578609907220325 | 0.289304953610163 |
33 | 0.668189763294405 | 0.66362047341119 | 0.331810236705595 |
34 | 0.624330100800004 | 0.751339798399993 | 0.375669899199997 |
35 | 0.574831811959896 | 0.850336376080208 | 0.425168188040104 |
36 | 0.534391499358583 | 0.931217001282834 | 0.465608500641417 |
37 | 0.490815658435887 | 0.981631316871774 | 0.509184341564113 |
38 | 0.448690465742979 | 0.897380931485958 | 0.551309534257021 |
39 | 0.420954811930547 | 0.841909623861093 | 0.579045188069453 |
40 | 0.383406042356993 | 0.766812084713985 | 0.616593957643008 |
41 | 0.37212087349406 | 0.74424174698812 | 0.62787912650594 |
42 | 0.355761361197749 | 0.711522722395498 | 0.644238638802251 |
43 | 0.34539722895575 | 0.6907944579115 | 0.65460277104425 |
44 | 0.333707471903523 | 0.667414943807046 | 0.666292528096477 |
45 | 0.310153431529241 | 0.620306863058481 | 0.68984656847076 |
46 | 0.282112329995711 | 0.564224659991421 | 0.71788767000429 |
47 | 0.252291708057026 | 0.504583416114052 | 0.747708291942974 |
48 | 0.234120231809675 | 0.468240463619351 | 0.765879768190325 |
49 | 0.216043386598942 | 0.432086773197885 | 0.783956613401058 |
50 | 0.214854392377558 | 0.429708784755116 | 0.785145607622442 |
51 | 0.206149853062644 | 0.412299706125287 | 0.793850146937356 |
52 | 0.198005295669289 | 0.396010591338579 | 0.80199470433071 |
53 | 0.181298820909302 | 0.362597641818603 | 0.818701179090699 |
54 | 0.164535540240366 | 0.329071080480732 | 0.835464459759634 |
55 | 0.153690731464080 | 0.307381462928161 | 0.84630926853592 |
56 | 0.147523968965355 | 0.295047937930710 | 0.852476031034645 |
57 | 0.133185112527754 | 0.266370225055507 | 0.866814887472246 |
58 | 0.120228828979889 | 0.240457657959779 | 0.879771171020111 |
59 | 0.107503411596246 | 0.215006823192492 | 0.892496588403754 |
60 | 0.104241564757639 | 0.208483129515278 | 0.895758435242361 |
61 | 0.0961051197053632 | 0.192210239410726 | 0.903894880294637 |
62 | 0.0842565770513952 | 0.168513154102790 | 0.915743422948605 |
63 | 0.0750151329121766 | 0.150030265824353 | 0.924984867087823 |
64 | 0.0662050176411424 | 0.132410035282285 | 0.933794982358858 |
65 | 0.0605380160778879 | 0.121076032155776 | 0.939461983922112 |
66 | 0.0531688359325695 | 0.106337671865139 | 0.94683116406743 |
67 | 0.0465375846854492 | 0.0930751693708985 | 0.95346241531455 |
68 | 0.0441337897641449 | 0.0882675795282898 | 0.955866210235855 |
69 | 0.0453866123670213 | 0.0907732247340425 | 0.954613387632979 |
70 | 0.0450430911011107 | 0.0900861822022213 | 0.95495690889889 |
71 | 0.0397328383756628 | 0.0794656767513257 | 0.960267161624337 |
72 | 0.0379605215921733 | 0.0759210431843465 | 0.962039478407827 |
73 | 0.0354846806154156 | 0.0709693612308311 | 0.964515319384584 |
74 | 0.0317558577772242 | 0.0635117155544483 | 0.968244142222776 |
75 | 0.0283749019596677 | 0.0567498039193354 | 0.971625098040332 |
76 | 0.0254195212892004 | 0.0508390425784008 | 0.9745804787108 |
77 | 0.0226924947484735 | 0.0453849894969469 | 0.977307505251527 |
78 | 0.0205430556792366 | 0.0410861113584733 | 0.979456944320763 |
79 | 0.0189870742507355 | 0.037974148501471 | 0.981012925749265 |
80 | 0.0179513675048089 | 0.0359027350096178 | 0.982048632495191 |
81 | 0.0172918265929596 | 0.0345836531859193 | 0.98270817340704 |
82 | 0.0171164241643005 | 0.0342328483286010 | 0.9828835758357 |
83 | 0.0169957903450333 | 0.0339915806900666 | 0.983004209654967 |
84 | 0.0205573001789797 | 0.0411146003579595 | 0.97944269982102 |
85 | 0.0242199625710435 | 0.0484399251420871 | 0.975780037428956 |
86 | 0.0310477038034032 | 0.0620954076068064 | 0.968952296196597 |
87 | 0.0416033569010543 | 0.0832067138021086 | 0.958396643098946 |
88 | 0.0550382273299243 | 0.110076454659849 | 0.944961772670076 |
89 | 0.085779373320274 | 0.171558746640548 | 0.914220626679726 |
90 | 0.143268094412336 | 0.286536188824673 | 0.856731905587664 |
91 | 0.242074688817114 | 0.484149377634228 | 0.757925311182886 |
92 | 0.349964559855121 | 0.699929119710241 | 0.650035440144879 |
93 | 0.478388542788121 | 0.956777085576242 | 0.521611457211879 |
94 | 0.573313680399059 | 0.853372639201882 | 0.426686319600941 |
95 | 0.645915931465173 | 0.708168137069654 | 0.354084068534827 |
96 | 0.689978296947436 | 0.620043406105127 | 0.310021703052564 |
97 | 0.723806611156715 | 0.55238677768657 | 0.276193388843285 |
98 | 0.765681807840762 | 0.468636384318477 | 0.234318192159238 |
99 | 0.803447701003456 | 0.393104597993089 | 0.196552298996544 |
100 | 0.875824613529938 | 0.248350772940123 | 0.124175386470062 |
101 | 0.955641941668424 | 0.0887161166631528 | 0.0443580583315764 |
102 | 0.99014432164535 | 0.019711356709298 | 0.009855678354649 |
103 | 0.998034853759948 | 0.00393029248010324 | 0.00196514624005162 |
104 | 0.999105461448188 | 0.00178907710362476 | 0.00089453855181238 |
105 | 0.999448349603343 | 0.00110330079331502 | 0.000551650396657508 |
106 | 0.999800642129251 | 0.000398715741497769 | 0.000199357870748885 |
107 | 0.999984967191782 | 3.00656164359253e-05 | 1.50328082179627e-05 |
108 | 0.999999563736539 | 8.72526922771188e-07 | 4.36263461385594e-07 |
109 | 0.999999978219198 | 4.35616030708711e-08 | 2.17808015354355e-08 |
110 | 0.999999985729279 | 2.8541442002165e-08 | 1.42707210010825e-08 |
111 | 0.999999987134872 | 2.57302565359173e-08 | 1.28651282679587e-08 |
112 | 0.999999988586638 | 2.28267249572991e-08 | 1.14133624786495e-08 |
113 | 0.999999996516408 | 6.96718342187662e-09 | 3.48359171093831e-09 |
114 | 0.99999999954118 | 9.17639466206874e-10 | 4.58819733103437e-10 |
115 | 0.999999999949787 | 1.00426710720140e-10 | 5.02133553600698e-11 |
116 | 0.999999999977748 | 4.45037601128243e-11 | 2.22518800564121e-11 |
117 | 0.999999999984595 | 3.08110428554927e-11 | 1.54055214277463e-11 |
118 | 0.999999999987108 | 2.57838055735224e-11 | 1.28919027867612e-11 |
119 | 0.999999999992712 | 1.45764207887791e-11 | 7.28821039438956e-12 |
120 | 0.999999999997588 | 4.82311086390031e-12 | 2.41155543195016e-12 |
121 | 0.99999999999909 | 1.81791885634490e-12 | 9.08959428172449e-13 |
122 | 0.999999999998232 | 3.53547660562221e-12 | 1.76773830281111e-12 |
123 | 0.999999999994387 | 1.12265601533974e-11 | 5.61328007669871e-12 |
124 | 0.999999999982351 | 3.52974443081515e-11 | 1.76487221540757e-11 |
125 | 0.99999999995411 | 9.17799832585065e-11 | 4.58899916292532e-11 |
126 | 0.999999999917555 | 1.64889334460912e-10 | 8.24446672304561e-11 |
127 | 0.999999999845958 | 3.08084112503882e-10 | 1.54042056251941e-10 |
128 | 0.999999999496268 | 1.00746412739362e-09 | 5.03732063696808e-10 |
129 | 0.99999999850007 | 2.99985883692546e-09 | 1.49992941846273e-09 |
130 | 0.999999995243487 | 9.51302655673712e-09 | 4.75651327836856e-09 |
131 | 0.999999985611593 | 2.87768135447240e-08 | 1.43884067723620e-08 |
132 | 0.999999962017735 | 7.59645300299054e-08 | 3.79822650149527e-08 |
133 | 0.999999942886055 | 1.14227889877026e-07 | 5.7113944938513e-08 |
134 | 0.999999832817717 | 3.34364566785149e-07 | 1.67182283392575e-07 |
135 | 0.999999490364348 | 1.01927130372902e-06 | 5.0963565186451e-07 |
136 | 0.999998589470682 | 2.82105863642764e-06 | 1.41052931821382e-06 |
137 | 0.999996634545647 | 6.73090870664508e-06 | 3.36545435332254e-06 |
138 | 0.99999108892543 | 1.78221491388640e-05 | 8.91107456943202e-06 |
139 | 0.999975769571835 | 4.84608563295021e-05 | 2.42304281647510e-05 |
140 | 0.99998189726194 | 3.62054761213177e-05 | 1.81027380606588e-05 |
141 | 0.999995319735765 | 9.36052847061514e-06 | 4.68026423530757e-06 |
142 | 0.999993312756125 | 1.33744877503761e-05 | 6.68724387518807e-06 |
143 | 0.99998554073867 | 2.89185226586929e-05 | 1.44592613293464e-05 |
144 | 0.99999829843797 | 3.40312406070350e-06 | 1.70156203035175e-06 |
145 | 0.9999994438506 | 1.11229880066019e-06 | 5.56149400330097e-07 |
146 | 0.999997113347115 | 5.77330577013622e-06 | 2.88665288506811e-06 |
147 | 0.999986786544354 | 2.64269112921486e-05 | 1.32134556460743e-05 |
148 | 0.999931241810977 | 0.000137516378045068 | 6.8758189022534e-05 |
149 | 0.99967316757196 | 0.000653664856077735 | 0.000326832428038867 |
150 | 0.998442792998292 | 0.00311441400341642 | 0.00155720700170821 |
151 | 0.994756358977017 | 0.0104872820459650 | 0.00524364102298251 |
152 | 0.989978476672956 | 0.0200430466540884 | 0.0100215233270442 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 48 | 0.35036496350365 | NOK |
5% type I error level | 60 | 0.437956204379562 | NOK |
10% type I error level | 73 | 0.532846715328467 | NOK |