Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 10.5537347085571 -0.432710919726205X[t] -0.204465428057700M1[t] -0.352280268157747M2[t] -0.323755304065414M3[t] -0.270642906480327M4[t] -0.343972417758249M5[t] -0.500509546033238M6[t] -0.657732902545404M7[t] -0.8260831112791M8[t] -0.926679664434522M9[t] -0.428237490165285M10[t] -0.0450763376473149M11[t] -0.0096030613809805t + 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) | 10.5537347085571 | 0.330496 | 31.933 | 0 | 0 |
X | -0.432710919726205 | 0.100677 | -4.298 | 3e-05 | 1.5e-05 |
M1 | -0.204465428057700 | 0.333939 | -0.6123 | 0.541253 | 0.270626 |
M2 | -0.352280268157747 | 0.333861 | -1.0552 | 0.293 | 0.1465 |
M3 | -0.323755304065414 | 0.333813 | -0.9699 | 0.333632 | 0.166816 |
M4 | -0.270642906480327 | 0.333752 | -0.8109 | 0.418669 | 0.209334 |
M5 | -0.343972417758249 | 0.333711 | -1.0307 | 0.304274 | 0.152137 |
M6 | -0.500509546033238 | 0.33367 | -1.5 | 0.135658 | 0.067829 |
M7 | -0.657732902545404 | 0.333662 | -1.9713 | 0.050487 | 0.025244 |
M8 | -0.8260831112791 | 0.333637 | -2.476 | 0.014369 | 0.007185 |
M9 | -0.926679664434522 | 0.333592 | -2.7779 | 0.006152 | 0.003076 |
M10 | -0.428237490165285 | 0.333572 | -1.2838 | 0.201143 | 0.100572 |
M11 | -0.0450763376473149 | 0.333578 | -0.1351 | 0.892686 | 0.446343 |
t | -0.0096030613809805 | 0.001408 | -6.8221 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.590123889812548 |
R-squared | 0.348246205327493 |
Adjusted R-squared | 0.293228027855138 |
F-TEST (value) | 6.3296572392366 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 154 |
p-value | 1.73478809095684e-09 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.882512122734266 |
Sum Squared Residuals | 119.939457603033 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 7.6 | 9.40501063250971 | -1.80501063250972 |
2 | 7.6 | 9.21730296664794 | -1.61730296664794 |
3 | 7.8 | 9.16266401300584 | -1.36266401300584 |
4 | 8 | 9.01578054453041 | -1.01578054453041 |
5 | 8 | 8.96313773625234 | -0.963137736252344 |
6 | 8 | 8.72776379944018 | -0.727763799440181 |
7 | 7.9 | 8.56959159994156 | -0.66959159994156 |
8 | 7.9 | 8.48683473216665 | -0.586834732166648 |
9 | 8 | 8.51077550274537 | -0.510775502745367 |
10 | 8.5 | 8.91307243168838 | -0.413072431688383 |
11 | 9.2 | 9.02267686179239 | 0.177323138207611 |
12 | 9.4 | 9.21825317835742 | 0.18174682164258 |
13 | 9.5 | 9.04745578089136 | 0.452544219108642 |
14 | 9.5 | 8.97225295415832 | 0.527747045841685 |
15 | 9.6 | 8.91761400051621 | 0.682385999483792 |
16 | 9.7 | 9.08228239424365 | 0.617717605756346 |
17 | 9.7 | 8.96473294800665 | 0.735267051993346 |
18 | 9.6 | 8.88080783309866 | 0.719192166901337 |
19 | 9.5 | 8.6707103232329 | 0.829289676767104 |
20 | 9.4 | 8.42785041515929 | 0.972149584840712 |
21 | 9.3 | 8.23110861667764 | 1.06889138332236 |
22 | 9.6 | 8.74158327555221 | 0.858416724447788 |
23 | 10.2 | 9.23197331501528 | 0.968026684984722 |
24 | 10.2 | 9.25879237288709 | 0.941207627112912 |
25 | 10.1 | 9.19184559615532 | 0.908154403844684 |
26 | 9.9 | 9.0906801142387 | 0.809319885761306 |
27 | 9.8 | 9.16585443651445 | 0.634145563485547 |
28 | 9.8 | 9.20070955432404 | 0.599290445675963 |
29 | 9.7 | 9.1437396368487 | 0.556260363151293 |
30 | 9.5 | 9.01221632077083 | 0.487783679229167 |
31 | 9.3 | 8.85837123046947 | 0.441628769530527 |
32 | 9.1 | 8.82321256386444 | 0.276787436135555 |
33 | 9 | 8.76061115049792 | 0.239388849502077 |
34 | 9.5 | 9.28406713696428 | 0.215932863035723 |
35 | 10 | 9.6186812453259 | 0.381318754674092 |
36 | 10.2 | 9.6930985043676 | 0.506901495632399 |
37 | 10.1 | 9.46604868733713 | 0.633951312662866 |
38 | 10 | 9.20045305592456 | 0.799546944075445 |
39 | 9.9 | 9.22370206783317 | 0.67629793216683 |
40 | 10 | 9.05085594417417 | 0.949144055825825 |
41 | 9.9 | 9.00254024509337 | 0.897459754906632 |
42 | 9.7 | 8.77149341747847 | 0.928506582521531 |
43 | 9.5 | 8.60033989038806 | 0.89966010961194 |
44 | 9.2 | 8.48296614903505 | 0.717033850964947 |
45 | 9 | 8.41603762647127 | 0.583962373528731 |
46 | 9.3 | 8.85295142899238 | 0.447048571007619 |
47 | 9.8 | 9.22650952012937 | 0.57349047987063 |
48 | 9.8 | 9.2403472504094 | 0.559652749590605 |
49 | 9.6 | 8.81425041030487 | 0.785749589695127 |
50 | 9.4 | 8.70010360079647 | 0.699896399203533 |
51 | 9.3 | 8.64546464715436 | 0.654535352845636 |
52 | 9.2 | 8.78417038569824 | 0.415829614301762 |
53 | 9.2 | 8.84403241654898 | 0.355967583451018 |
54 | 9 | 8.90290190515064 | 0.0970980948493615 |
55 | 8.8 | 8.82261767120273 | -0.0226176712027328 |
56 | 8.7 | 8.50619690677567 | 0.193803093224328 |
57 | 8.7 | 8.32676354508308 | 0.373236454916924 |
58 | 9.1 | 8.7506960200124 | 0.349303979987598 |
59 | 9.7 | 9.14156254793844 | 0.55843745206156 |
60 | 9.8 | 9.2765593357418 | 0.5234406642582 |
61 | 9.6 | 9.2009583406155 | 0.399041659384495 |
62 | 9.4 | 8.99161512876733 | 0.408384871232667 |
63 | 9.4 | 9.12736897980476 | 0.272631020195239 |
64 | 9.5 | 9.486757287409 | 0.0132427125910022 |
65 | 9.4 | 9.2653572204377 | 0.134642779562291 |
66 | 9.3 | 8.9780579732584 | 0.321942026741598 |
67 | 9.2 | 8.59920320469942 | 0.600796795300583 |
68 | 9 | 8.26980111268057 | 0.730198887319433 |
69 | 8.9 | 8.27643344647024 | 0.623566553529761 |
70 | 9.2 | 9.00759067440517 | 0.192409325594828 |
71 | 9.8 | 9.63644820818062 | 0.163551791819379 |
72 | 9.9 | 9.507491334951 | 0.392508665049002 |
73 | 9.6 | 9.27611440872327 | 0.323885591276731 |
74 | 9.2 | 9.23985556476558 | -0.03985556476558 |
75 | 9.1 | 9.25445035827967 | -0.15445035827967 |
76 | 9.1 | 9.14218376338234 | -0.0421837633823433 |
77 | 9 | 9.04626986313165 | -0.0462698631316539 |
78 | 8.9 | 8.77195194354413 | 0.128048056455867 |
79 | 8.7 | 8.63108818083456 | 0.0689118191654395 |
80 | 8.5 | 8.59592951422953 | -0.0959295142295304 |
81 | 8.3 | 8.52900099166575 | -0.229000991665747 |
82 | 8.5 | 9.05678408732936 | -0.556784087329363 |
83 | 8.7 | 9.31783733933754 | -0.61783733933754 |
84 | 8.4 | 9.23215155808054 | -0.832151558080536 |
85 | 8.1 | 8.97048486747197 | -0.870484867471973 |
86 | 7.8 | 8.71354345445392 | -0.913543454453919 |
87 | 7.7 | 8.55505388007753 | -0.855053880077527 |
88 | 7.5 | 8.66346985424057 | -1.16346985424056 |
89 | 7.2 | 8.51130353442547 | -1.31130353442547 |
90 | 6.8 | 8.21102295965438 | -1.41102295965438 |
91 | 6.7 | 8.139392944101 | -1.43939294410099 |
92 | 6.4 | 7.90951436361917 | -1.50951436361917 |
93 | 6.3 | 7.54401530644431 | -1.24401530644431 |
94 | 6.8 | 8.01554598254352 | -1.21554598254352 |
95 | 7.3 | 8.35016009090515 | -1.05016009090515 |
96 | 7.1 | 8.1779321257029 | -1.07793212570291 |
97 | 7 | 8.13262089495744 | -1.13262089495744 |
98 | 6.8 | 7.91895057391201 | -1.11895057391201 |
99 | 6.6 | 8.20182613765635 | -1.60182613765635 |
100 | 6.3 | 8.37082164058105 | -2.07082164058105 |
101 | 6.1 | 8.26625352193584 | -2.16625352193584 |
102 | 6.1 | 8.16934707943606 | -2.06934707943607 |
103 | 6.3 | 7.69962301773458 | -1.39962301773458 |
104 | 6.3 | 7.37022092571573 | -1.07022092571573 |
105 | 6 | 7.35089060432183 | -1.35089060432183 |
106 | 6.2 | 7.96088877473342 | -1.76088877473342 |
107 | 6.4 | 8.32579264747589 | -1.92579264747589 |
108 | 6.8 | 8.53867740082996 | -1.73867740082997 |
109 | 7.5 | 8.28566492861593 | -0.785664928615926 |
110 | 7.5 | 8.22344342947466 | -0.723443429474663 |
111 | 7.6 | 8.2207297861997 | -0.620729786199706 |
112 | 7.6 | 7.95268726020095 | -0.352687260200946 |
113 | 7.4 | 7.98658663586812 | -0.586586635868117 |
114 | 7.3 | 7.8031380094231 | -0.5031380094231 |
115 | 7.1 | 8.00844298249449 | -0.90844298249449 |
116 | 6.9 | 8.03819095384839 | -1.13819095384839 |
117 | 6.8 | 8.12271125318878 | -1.32271125318878 |
118 | 7.5 | 8.43846599818655 | -0.938465998186555 |
119 | 7.6 | 8.82067830771807 | -1.22067830771807 |
120 | 7.8 | 8.8561515839844 | -1.05615158398440 |
121 | 8 | 8.62910176695394 | -0.629101766953937 |
122 | 8.1 | 8.55389894022089 | -0.453898940220889 |
123 | 8.2 | 8.45598889460616 | -0.255988894606166 |
124 | 8.3 | 8.56873197796646 | -0.268731977966465 |
125 | 8.2 | 8.25646261785267 | -0.0564626178526745 |
126 | 8 | 8.08166820980218 | -0.0816682098021803 |
127 | 7.9 | 8.03600084943237 | -0.136000849432371 |
128 | 7.6 | 8.04844038399722 | -0.448440383997226 |
129 | 7.6 | 7.68726843601962 | -0.0872684360196234 |
130 | 8.3 | 8.23235996847229 | 0.0676400315277145 |
131 | 8.4 | 8.47610478369142 | -0.0761047836914144 |
132 | 8.4 | 8.50725095076049 | -0.107250950760487 |
133 | 8.4 | 8.38837886366157 | 0.0116211363384291 |
134 | 8.4 | 8.1098019046572 | 0.290198095342794 |
135 | 8.6 | 8.1806491177357 | 0.419350882264296 |
136 | 8.9 | 8.28906509189874 | 0.610934908101259 |
137 | 8.8 | 8.34892712274949 | 0.451072877250514 |
138 | 8.3 | 8.23903935265792 | 0.0609606473420773 |
139 | 7.5 | 7.73037130818108 | -0.230371308181076 |
140 | 7.2 | 7.25384750345532 | -0.0538475034553171 |
141 | 7.4 | 7.29509671082309 | 0.104903289176915 |
142 | 8.8 | 7.71902918575241 | 1.08097081424759 |
143 | 9.3 | 8.15749391484833 | 1.14250608515167 |
144 | 9.3 | 8.2924907026517 | 1.00750929734831 |
145 | 8.7 | 7.71927214984026 | 0.980727850159736 |
146 | 8.2 | 7.69599463347436 | 0.50400536652564 |
147 | 8.3 | 7.83607559370905 | 0.463924406290952 |
148 | 8.5 | 7.88391203911042 | 0.616087960889582 |
149 | 8.6 | 7.66683908133639 | 0.933160918663608 |
150 | 8.5 | 7.28434343181732 | 1.21565656818268 |
151 | 8.2 | 7.2516573990393 | 0.948342600960702 |
152 | 8.1 | 7.18188185885617 | 0.918118141143828 |
153 | 7.9 | 6.91590631321834 | 0.984093686781665 |
154 | 8.6 | 7.28791347778052 | 1.31208652221948 |
155 | 8.7 | 7.67445289650929 | 1.02554710349071 |
156 | 8.7 | 7.68829062678932 | 1.01170937321068 |
157 | 8.5 | 7.77279267196172 | 0.727207328038284 |
158 | 8.4 | 7.57210367850807 | 0.827896321491931 |
159 | 8.5 | 7.45255808690704 | 1.04744191309296 |
160 | 8.7 | 7.60857226223996 | 1.09142773776004 |
161 | 8.7 | 7.6338174195126 | 1.06618258048740 |
162 | 8.6 | 7.76624776446772 | 0.833752235532283 |
163 | 8.5 | 7.4825893982485 | 1.01741060175150 |
164 | 8.3 | 7.20511261659679 | 1.09488738340321 |
165 | 8 | 7.23338049637277 | 0.766619503627226 |
166 | 8.2 | 7.8390515575871 | 0.360948442412894 |
167 | 8.1 | 8.19962832113231 | -0.0996283211323095 |
168 | 8.1 | 8.41251307448639 | -0.312513074486388 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 5.97327540369492e-05 | 0.000119465508073898 | 0.999940267245963 |
18 | 2.28885486892943e-06 | 4.57770973785886e-06 | 0.999997711145131 |
19 | 1.20385273000842e-07 | 2.40770546001684e-07 | 0.999999879614727 |
20 | 1.02874028820131e-06 | 2.05748057640261e-06 | 0.999998971259712 |
21 | 1.92943517935188e-05 | 3.85887035870376e-05 | 0.999980705648206 |
22 | 4.98642122541647e-05 | 9.97284245083295e-05 | 0.999950135787746 |
23 | 4.18174323688853e-05 | 8.36348647377705e-05 | 0.999958182567631 |
24 | 6.98652668805786e-05 | 0.000139730533761157 | 0.99993013473312 |
25 | 8.66896870441793e-05 | 0.000173379374088359 | 0.999913310312956 |
26 | 0.000109522154782055 | 0.000219044309564109 | 0.999890477845218 |
27 | 0.000110755071923529 | 0.000221510143847058 | 0.999889244928077 |
28 | 9.67550484680525e-05 | 0.000193510096936105 | 0.999903244951532 |
29 | 6.90057555222698e-05 | 0.000138011511044540 | 0.999930994244478 |
30 | 4.81495174362557e-05 | 9.62990348725113e-05 | 0.999951850482564 |
31 | 2.95030684367589e-05 | 5.90061368735178e-05 | 0.999970496931563 |
32 | 1.24531575205606e-05 | 2.49063150411213e-05 | 0.99998754684248 |
33 | 5.09779873208781e-06 | 1.01955974641756e-05 | 0.999994902201268 |
34 | 1.83098359420750e-06 | 3.66196718841499e-06 | 0.999998169016406 |
35 | 6.46267142568189e-07 | 1.29253428513638e-06 | 0.999999353732857 |
36 | 2.27272873136635e-07 | 4.5454574627327e-07 | 0.999999772727127 |
37 | 1.25594371439609e-07 | 2.51188742879217e-07 | 0.999999874405629 |
38 | 2.29575413595763e-07 | 4.59150827191527e-07 | 0.999999770424586 |
39 | 3.71550788404126e-07 | 7.43101576808253e-07 | 0.999999628449212 |
40 | 2.31382556731558e-06 | 4.62765113463115e-06 | 0.999997686174433 |
41 | 6.03988203339762e-06 | 1.20797640667952e-05 | 0.999993960117967 |
42 | 2.04191435861720e-05 | 4.08382871723439e-05 | 0.999979580856414 |
43 | 4.65190016578956e-05 | 9.30380033157911e-05 | 0.999953480998342 |
44 | 0.000109448858431812 | 0.000218897716863625 | 0.999890551141568 |
45 | 0.000243043775626504 | 0.000486087551253009 | 0.999756956224374 |
46 | 0.000535540683033424 | 0.00107108136606685 | 0.999464459316967 |
47 | 0.00101117834636486 | 0.00202235669272971 | 0.998988821653635 |
48 | 0.00209280016161654 | 0.00418560032323308 | 0.997907199838383 |
49 | 0.00326078429575472 | 0.00652156859150943 | 0.996739215704245 |
50 | 0.0043299303635681 | 0.0086598607271362 | 0.995670069636432 |
51 | 0.00552745740232722 | 0.0110549148046544 | 0.994472542597673 |
52 | 0.00755523387584963 | 0.0151104677516993 | 0.99244476612415 |
53 | 0.00922559521759723 | 0.0184511904351945 | 0.990774404782403 |
54 | 0.0115382366589018 | 0.0230764733178035 | 0.988461763341098 |
55 | 0.0140536313475257 | 0.0281072626950513 | 0.985946368652474 |
56 | 0.0154086209004798 | 0.0308172418009597 | 0.98459137909952 |
57 | 0.0163475507326312 | 0.0326951014652625 | 0.983652449267369 |
58 | 0.0170895586194056 | 0.0341791172388113 | 0.982910441380594 |
59 | 0.0204316342256891 | 0.0408632684513781 | 0.97956836577431 |
60 | 0.0243752120981600 | 0.0487504241963199 | 0.97562478790184 |
61 | 0.0234108602522892 | 0.0468217205045784 | 0.97658913974771 |
62 | 0.0239839175607855 | 0.0479678351215711 | 0.976016082439214 |
63 | 0.0236185761967653 | 0.0472371523935305 | 0.976381423803235 |
64 | 0.0213078750323408 | 0.0426157500646816 | 0.97869212496766 |
65 | 0.0199170750954847 | 0.0398341501909694 | 0.980082924904515 |
66 | 0.0199170225572962 | 0.0398340451145925 | 0.980082977442704 |
67 | 0.0244197686048962 | 0.0488395372097924 | 0.975580231395104 |
68 | 0.0371494665455978 | 0.0742989330911956 | 0.962850533454402 |
69 | 0.0549699587440883 | 0.109939917488177 | 0.945030041255912 |
70 | 0.0622898032874538 | 0.124579606574908 | 0.937710196712546 |
71 | 0.0720734123351849 | 0.144146824670370 | 0.927926587664815 |
72 | 0.103694471946384 | 0.207388943892768 | 0.896305528053616 |
73 | 0.124841445479838 | 0.249682890959675 | 0.875158554520162 |
74 | 0.139156080085408 | 0.278312160170816 | 0.860843919914592 |
75 | 0.154794099981798 | 0.309588199963595 | 0.845205900018202 |
76 | 0.190685498561700 | 0.381370997123401 | 0.8093145014383 |
77 | 0.243363778663909 | 0.486727557327818 | 0.756636221336091 |
78 | 0.345192024596745 | 0.690384049193489 | 0.654807975403255 |
79 | 0.483780680487124 | 0.967561360974248 | 0.516219319512876 |
80 | 0.630562014304442 | 0.738875971391117 | 0.369437985695558 |
81 | 0.777841629879014 | 0.444316740241972 | 0.222158370120986 |
82 | 0.862281354210847 | 0.275437291578307 | 0.137718645789153 |
83 | 0.950868307583902 | 0.0982633848321956 | 0.0491316924160978 |
84 | 0.9885740560709 | 0.0228518878582001 | 0.0114259439291000 |
85 | 0.995611823475665 | 0.00877635304867041 | 0.00438817652433520 |
86 | 0.998280315022853 | 0.00343936995429448 | 0.00171968497714724 |
87 | 0.999230119421964 | 0.00153976115607110 | 0.000769880578035552 |
88 | 0.999591938568164 | 0.00081612286367282 | 0.00040806143183641 |
89 | 0.999751454070173 | 0.000497091859654241 | 0.000248545929827120 |
90 | 0.999820722569067 | 0.000358554861865653 | 0.000179277430932826 |
91 | 0.999864350036064 | 0.000271299927872607 | 0.000135649963936304 |
92 | 0.999881912308101 | 0.000236175383797263 | 0.000118087691898632 |
93 | 0.999861721322512 | 0.000276557354976652 | 0.000138278677488326 |
94 | 0.99980362405919 | 0.000392751881618847 | 0.000196375940809424 |
95 | 0.99979785325732 | 0.000404293485358154 | 0.000202146742679077 |
96 | 0.999753036051021 | 0.000493927897957895 | 0.000246963948978947 |
97 | 0.999611261641076 | 0.000777476717848148 | 0.000388738358924074 |
98 | 0.999389835033077 | 0.00122032993384588 | 0.000610164966922942 |
99 | 0.999280015899139 | 0.00143996820172295 | 0.000719984100861474 |
100 | 0.99967515672327 | 0.00064968655346187 | 0.000324843276730935 |
101 | 0.99991085096946 | 0.000178298061080254 | 8.91490305401271e-05 |
102 | 0.999970420638632 | 5.91587227350711e-05 | 2.95793613675356e-05 |
103 | 0.999958614016103 | 8.27719677934485e-05 | 4.13859838967243e-05 |
104 | 0.999931718528814 | 0.000136562942371059 | 6.82814711855295e-05 |
105 | 0.999906569458552 | 0.000186861082895727 | 9.34305414478636e-05 |
106 | 0.999969044193152 | 6.19116136953796e-05 | 3.09558068476898e-05 |
107 | 0.999994058270114 | 1.18834597714386e-05 | 5.94172988571931e-06 |
108 | 0.999997900142041 | 4.19971591700326e-06 | 2.09985795850163e-06 |
109 | 0.999996813025266 | 6.37394946883827e-06 | 3.18697473441913e-06 |
110 | 0.999994586248736 | 1.08275025283937e-05 | 5.41375126419684e-06 |
111 | 0.999991590813505 | 1.68183729894116e-05 | 8.4091864947058e-06 |
112 | 0.99999314846908 | 1.37030618392835e-05 | 6.85153091964173e-06 |
113 | 0.99999616715853 | 7.66568293893442e-06 | 3.83284146946721e-06 |
114 | 0.999997991033205 | 4.017933590722e-06 | 2.008966795361e-06 |
115 | 0.999997923507165 | 4.15298566957474e-06 | 2.07649283478737e-06 |
116 | 0.999997574783608 | 4.85043278430980e-06 | 2.42521639215490e-06 |
117 | 0.999997276211997 | 5.44757600598732e-06 | 2.72378800299366e-06 |
118 | 0.99999757813006 | 4.84373987897535e-06 | 2.42186993948767e-06 |
119 | 0.99999853517289 | 2.92965421812767e-06 | 1.46482710906383e-06 |
120 | 0.999998665778412 | 2.66844317519157e-06 | 1.33422158759579e-06 |
121 | 0.99999770174334 | 4.59651332141514e-06 | 2.29825666070757e-06 |
122 | 0.99999513027824 | 9.73944352000669e-06 | 4.86972176000334e-06 |
123 | 0.999990607313786 | 1.8785372427205e-05 | 9.3926862136025e-06 |
124 | 0.999983147869547 | 3.37042609051697e-05 | 1.68521304525849e-05 |
125 | 0.9999796758442 | 4.06483116010969e-05 | 2.03241558005484e-05 |
126 | 0.999974780078178 | 5.04398436439627e-05 | 2.52199218219814e-05 |
127 | 0.999952017154272 | 9.59656914564437e-05 | 4.79828457282219e-05 |
128 | 0.999902993799294 | 0.000194012401411138 | 9.70062007055688e-05 |
129 | 0.999826425916646 | 0.000347148166708671 | 0.000173574083354335 |
130 | 0.999712728711325 | 0.000574542577349914 | 0.000287271288674957 |
131 | 0.999548298035157 | 0.000903403929686206 | 0.000451701964843103 |
132 | 0.999312056640546 | 0.00137588671890800 | 0.000687943359453998 |
133 | 0.998832816792645 | 0.00233436641470982 | 0.00116718320735491 |
134 | 0.998199486955849 | 0.00360102608830272 | 0.00180051304415136 |
135 | 0.997463192076803 | 0.00507361584639457 | 0.00253680792319728 |
136 | 0.996951422084629 | 0.00609715583074285 | 0.00304857791537143 |
137 | 0.995878989819306 | 0.00824202036138874 | 0.00412101018069437 |
138 | 0.992636603362983 | 0.0147267932740333 | 0.00736339663701666 |
139 | 0.99384783245751 | 0.0123043350849792 | 0.00615216754248962 |
140 | 0.99885726091977 | 0.00228547816045853 | 0.00114273908022926 |
141 | 0.999507314075798 | 0.000985371848404259 | 0.000492685924202130 |
142 | 0.999107567740667 | 0.00178486451866686 | 0.00089243225933343 |
143 | 0.999564940341635 | 0.000870119316729997 | 0.000435059658364998 |
144 | 0.999995123577431 | 9.75284513716384e-06 | 4.87642256858192e-06 |
145 | 0.999988668440071 | 2.26631198579854e-05 | 1.13315599289927e-05 |
146 | 0.99994749066441 | 0.000105018671180063 | 5.25093355900315e-05 |
147 | 0.99983365414593 | 0.000332691708141517 | 0.000166345854070758 |
148 | 0.999556316946393 | 0.000887366107214292 | 0.000443683053607146 |
149 | 0.998884699571004 | 0.00223060085799161 | 0.00111530042899581 |
150 | 0.998282721148412 | 0.00343455770317649 | 0.00171727885158824 |
151 | 0.995240718653888 | 0.00951856269222386 | 0.00475928134611193 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 99 | 0.733333333333333 | NOK |
5% type I error level | 119 | 0.881481481481482 | NOK |
10% type I error level | 121 | 0.896296296296296 | NOK |