| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 2165.22639318886 -395.811145510835X[t] -442.550696594425M1[t] -617.812500000002M2[t] -567.25M3[t] -680.4375M4[t] -543.125000000001M5[t] -598.874999999998M6[t] -523.250000000001M7[t] -508.375M8[t] -455.5625M9[t] -316.187500000000M10[t] -116.625000000000M11[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) | 2165.22639318886 | 43.631881 | 49.6249 | 0 | 0 |
| X | -395.811145510835 | 38.605577 | -10.2527 | 0 | 0 |
| M1 | -442.550696594425 | 61.373686 | -7.2108 | 0 | 0 |
| M2 | -617.812500000002 | 61.326238 | -10.0742 | 0 | 0 |
| M3 | -567.25 | 61.326238 | -9.2497 | 0 | 0 |
| M4 | -680.4375 | 61.326238 | -11.0954 | 0 | 0 |
| M5 | -543.125000000001 | 61.326238 | -8.8563 | 0 | 0 |
| M6 | -598.874999999998 | 61.326238 | -9.7654 | 0 | 0 |
| M7 | -523.250000000001 | 61.326238 | -8.5322 | 0 | 0 |
| M8 | -508.375 | 61.326238 | -8.2897 | 0 | 0 |
| M9 | -455.5625 | 61.326238 | -7.4285 | 0 | 0 |
| M10 | -316.187500000000 | 61.326238 | -5.1558 | 1e-06 | 0 |
| M11 | -116.625000000000 | 61.326238 | -1.9017 | 0.058815 | 0.029407 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.814751285561214 |
| R-squared | 0.663819657323651 |
| Adjusted R-squared | 0.641282427647024 |
| F-TEST (value) | 29.4543591580865 |
| F-TEST (DF numerator) | 12 |
| F-TEST (DF denominator) | 179 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 173.456794605829 |
| Sum Squared Residuals | 5385619.46749226 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1687 | 1722.67569659441 | -35.6756965944053 |
| 2 | 1508 | 1547.41389318886 | -39.413893188857 |
| 3 | 1507 | 1597.97639318886 | -90.9763931888592 |
| 4 | 1385 | 1484.78889318885 | -99.7888931888466 |
| 5 | 1632 | 1622.10139318886 | 9.8986068111442 |
| 6 | 1511 | 1566.35139318886 | -55.3513931888552 |
| 7 | 1559 | 1641.97639318885 | -82.9763931888532 |
| 8 | 1630 | 1656.85139318886 | -26.8513931888614 |
| 9 | 1579 | 1709.66389318885 | -130.663893188851 |
| 10 | 1653 | 1849.03889318885 | -196.038893188855 |
| 11 | 2152 | 2048.60139318886 | 103.398606811145 |
| 12 | 2148 | 2165.22639318885 | -17.226393188854 |
| 13 | 1752 | 1722.67569659443 | 29.3243034055713 |
| 14 | 1765 | 1547.41389318885 | 217.586106811146 |
| 15 | 1717 | 1597.97639318885 | 119.023606811146 |
| 16 | 1558 | 1484.78889318885 | 73.211106811145 |
| 17 | 1575 | 1622.10139318885 | -47.1013931888544 |
| 18 | 1520 | 1566.35139318885 | -46.3513931888545 |
| 19 | 1805 | 1641.97639318885 | 163.023606811145 |
| 20 | 1800 | 1656.85139318885 | 143.148606811146 |
| 21 | 1719 | 1709.66389318885 | 9.33610681114532 |
| 22 | 2008 | 1849.03889318885 | 158.961106811145 |
| 23 | 2242 | 2048.60139318885 | 193.398606811146 |
| 24 | 2478 | 2165.22639318885 | 312.773606811145 |
| 25 | 2030 | 1722.67569659443 | 307.324303405571 |
| 26 | 1655 | 1547.41389318885 | 107.586106811146 |
| 27 | 1693 | 1597.97639318885 | 95.0236068111458 |
| 28 | 1623 | 1484.78889318885 | 138.211106811145 |
| 29 | 1805 | 1622.10139318885 | 182.898606811146 |
| 30 | 1746 | 1566.35139318885 | 179.648606811145 |
| 31 | 1795 | 1641.97639318885 | 153.023606811145 |
| 32 | 1926 | 1656.85139318885 | 269.148606811146 |
| 33 | 1619 | 1709.66389318885 | -90.6638931888547 |
| 34 | 1992 | 1849.03889318885 | 142.961106811145 |
| 35 | 2233 | 2048.60139318885 | 184.398606811146 |
| 36 | 2192 | 2165.22639318885 | 26.7736068111454 |
| 37 | 2080 | 1722.67569659443 | 357.324303405571 |
| 38 | 1768 | 1547.41389318885 | 220.586106811146 |
| 39 | 1835 | 1597.97639318885 | 237.023606811146 |
| 40 | 1569 | 1484.78889318885 | 84.211106811145 |
| 41 | 1976 | 1622.10139318885 | 353.898606811146 |
| 42 | 1853 | 1566.35139318885 | 286.648606811145 |
| 43 | 1965 | 1641.97639318885 | 323.023606811145 |
| 44 | 1689 | 1656.85139318885 | 32.148606811146 |
| 45 | 1778 | 1709.66389318885 | 68.3361068111453 |
| 46 | 1976 | 1849.03889318885 | 126.961106811145 |
| 47 | 2397 | 2048.60139318885 | 348.398606811146 |
| 48 | 2654 | 2165.22639318885 | 488.773606811145 |
| 49 | 2097 | 1722.67569659443 | 374.324303405571 |
| 50 | 1963 | 1547.41389318885 | 415.586106811145 |
| 51 | 1677 | 1597.97639318885 | 79.0236068111458 |
| 52 | 1941 | 1484.78889318886 | 456.211106811145 |
| 53 | 2003 | 1622.10139318885 | 380.898606811146 |
| 54 | 1813 | 1566.35139318885 | 246.648606811145 |
| 55 | 2012 | 1641.97639318885 | 370.023606811145 |
| 56 | 1912 | 1656.85139318885 | 255.148606811146 |
| 57 | 2084 | 1709.66389318885 | 374.336106811145 |
| 58 | 2080 | 1849.03889318885 | 230.961106811145 |
| 59 | 2118 | 2048.60139318885 | 69.3986068111455 |
| 60 | 2150 | 2165.22639318885 | -15.2263931888546 |
| 61 | 1608 | 1722.67569659443 | -114.675696594429 |
| 62 | 1503 | 1547.41389318885 | -44.4138931888543 |
| 63 | 1548 | 1597.97639318885 | -49.9763931888542 |
| 64 | 1382 | 1484.78889318885 | -102.788893188855 |
| 65 | 1731 | 1622.10139318885 | 108.898606811146 |
| 66 | 1798 | 1566.35139318885 | 231.648606811145 |
| 67 | 1779 | 1641.97639318885 | 137.023606811145 |
| 68 | 1887 | 1656.85139318885 | 230.148606811146 |
| 69 | 2004 | 1709.66389318885 | 294.336106811145 |
| 70 | 2077 | 1849.03889318885 | 227.961106811145 |
| 71 | 2092 | 2048.60139318885 | 43.3986068111455 |
| 72 | 2051 | 2165.22639318885 | -114.226393188855 |
| 73 | 1577 | 1722.67569659443 | -145.675696594429 |
| 74 | 1356 | 1547.41389318885 | -191.413893188854 |
| 75 | 1652 | 1597.97639318885 | 54.0236068111458 |
| 76 | 1382 | 1484.78889318885 | -102.788893188855 |
| 77 | 1519 | 1622.10139318885 | -103.101393188854 |
| 78 | 1421 | 1566.35139318885 | -145.351393188855 |
| 79 | 1442 | 1641.97639318885 | -199.976393188855 |
| 80 | 1543 | 1656.85139318885 | -113.851393188854 |
| 81 | 1656 | 1709.66389318885 | -53.6638931888547 |
| 82 | 1561 | 1849.03889318885 | -288.038893188855 |
| 83 | 1905 | 2048.60139318885 | -143.601393188855 |
| 84 | 2199 | 2165.22639318885 | 33.7736068111454 |
| 85 | 1473 | 1722.67569659443 | -249.675696594429 |
| 86 | 1655 | 1547.41389318885 | 107.586106811146 |
| 87 | 1407 | 1597.97639318885 | -190.976393188854 |
| 88 | 1395 | 1484.78889318885 | -89.788893188855 |
| 89 | 1530 | 1622.10139318885 | -92.1013931888544 |
| 90 | 1309 | 1566.35139318885 | -257.351393188855 |
| 91 | 1526 | 1641.97639318885 | -115.976393188855 |
| 92 | 1327 | 1656.85139318885 | -329.851393188854 |
| 93 | 1627 | 1709.66389318885 | -82.6638931888547 |
| 94 | 1748 | 1849.03889318885 | -101.038893188855 |
| 95 | 1958 | 2048.60139318885 | -90.6013931888545 |
| 96 | 2274 | 2165.22639318885 | 108.773606811145 |
| 97 | 1648 | 1722.67569659443 | -74.6756965944287 |
| 98 | 1401 | 1547.41389318885 | -146.413893188854 |
| 99 | 1411 | 1597.97639318885 | -186.976393188854 |
| 100 | 1403 | 1484.78889318885 | -81.788893188855 |
| 101 | 1394 | 1622.10139318885 | -228.101393188854 |
| 102 | 1520 | 1566.35139318885 | -46.3513931888545 |
| 103 | 1528 | 1641.97639318885 | -113.976393188855 |
| 104 | 1643 | 1656.85139318885 | -13.851393188854 |
| 105 | 1515 | 1709.66389318885 | -194.663893188855 |
| 106 | 1685 | 1849.03889318885 | -164.038893188855 |
| 107 | 2000 | 2048.60139318885 | -48.6013931888545 |
| 108 | 2215 | 2165.22639318885 | 49.7736068111454 |
| 109 | 1956 | 1722.67569659443 | 233.324303405571 |
| 110 | 1462 | 1547.41389318885 | -85.4138931888543 |
| 111 | 1563 | 1597.97639318885 | -34.9763931888542 |
| 112 | 1459 | 1484.78889318885 | -25.7888931888550 |
| 113 | 1446 | 1622.10139318885 | -176.101393188854 |
| 114 | 1622 | 1566.35139318885 | 55.6486068111455 |
| 115 | 1657 | 1641.97639318885 | 15.0236068111454 |
| 116 | 1638 | 1656.85139318885 | -18.851393188854 |
| 117 | 1643 | 1709.66389318885 | -66.6638931888547 |
| 118 | 1683 | 1849.03889318885 | -166.038893188855 |
| 119 | 2050 | 2048.60139318885 | 1.39860681114553 |
| 120 | 2262 | 2165.22639318885 | 96.7736068111454 |
| 121 | 1813 | 1722.67569659443 | 90.3243034055712 |
| 122 | 1445 | 1547.41389318885 | -102.413893188854 |
| 123 | 1762 | 1597.97639318885 | 164.023606811146 |
| 124 | 1461 | 1484.78889318885 | -23.7888931888550 |
| 125 | 1556 | 1622.10139318885 | -66.1013931888544 |
| 126 | 1431 | 1566.35139318885 | -135.351393188855 |
| 127 | 1427 | 1641.97639318885 | -214.976393188855 |
| 128 | 1554 | 1656.85139318885 | -102.851393188854 |
| 129 | 1645 | 1709.66389318885 | -64.6638931888547 |
| 130 | 1653 | 1849.03889318885 | -196.038893188855 |
| 131 | 2016 | 2048.60139318885 | -32.6013931888545 |
| 132 | 2207 | 2165.22639318885 | 41.7736068111454 |
| 133 | 1665 | 1722.67569659443 | -57.6756965944287 |
| 134 | 1361 | 1547.41389318885 | -186.413893188854 |
| 135 | 1506 | 1597.97639318885 | -91.9763931888542 |
| 136 | 1360 | 1484.78889318885 | -124.788893188855 |
| 137 | 1453 | 1622.10139318885 | -169.101393188854 |
| 138 | 1522 | 1566.35139318885 | -44.3513931888545 |
| 139 | 1460 | 1641.97639318885 | -181.976393188855 |
| 140 | 1552 | 1656.85139318885 | -104.851393188854 |
| 141 | 1548 | 1709.66389318885 | -161.663893188855 |
| 142 | 1827 | 1849.03889318885 | -22.0388931888545 |
| 143 | 1737 | 2048.60139318885 | -311.601393188855 |
| 144 | 1941 | 2165.22639318885 | -224.226393188855 |
| 145 | 1474 | 1722.67569659443 | -248.675696594429 |
| 146 | 1458 | 1547.41389318885 | -89.4138931888543 |
| 147 | 1542 | 1597.97639318885 | -55.9763931888542 |
| 148 | 1404 | 1484.78889318885 | -80.788893188855 |
| 149 | 1522 | 1622.10139318885 | -100.101393188854 |
| 150 | 1385 | 1566.35139318885 | -181.351393188855 |
| 151 | 1641 | 1641.97639318885 | -0.9763931888546 |
| 152 | 1510 | 1656.85139318885 | -146.851393188854 |
| 153 | 1681 | 1709.66389318885 | -28.6638931888547 |
| 154 | 1938 | 1849.03889318885 | 88.9611068111455 |
| 155 | 1868 | 2048.60139318885 | -180.601393188855 |
| 156 | 1726 | 2165.22639318885 | -439.226393188855 |
| 157 | 1456 | 1722.67569659443 | -266.675696594429 |
| 158 | 1445 | 1547.41389318885 | -102.413893188854 |
| 159 | 1456 | 1597.97639318885 | -141.976393188854 |
| 160 | 1365 | 1484.78889318885 | -119.788893188855 |
| 161 | 1487 | 1622.10139318885 | -135.101393188854 |
| 162 | 1558 | 1566.35139318885 | -8.3513931888545 |
| 163 | 1488 | 1641.97639318885 | -153.976393188855 |
| 164 | 1684 | 1656.85139318885 | 27.148606811146 |
| 165 | 1594 | 1709.66389318885 | -115.663893188855 |
| 166 | 1850 | 1849.03889318885 | 0.9611068111455 |
| 167 | 1998 | 2048.60139318885 | -50.6013931888545 |
| 168 | 2079 | 2165.22639318885 | -86.2263931888546 |
| 169 | 1494 | 1722.67569659443 | -228.675696594429 |
| 170 | 1057 | 1151.60274767802 | -94.6027476780183 |
| 171 | 1218 | 1202.16524767802 | 15.8347523219817 |
| 172 | 1168 | 1088.97774767802 | 79.022252321981 |
| 173 | 1236 | 1226.29024767802 | 9.70975232198158 |
| 174 | 1076 | 1170.54024767802 | -94.5402476780185 |
| 175 | 1174 | 1246.16524767802 | -72.1652476780186 |
| 176 | 1139 | 1261.04024767802 | -122.040247678018 |
| 177 | 1427 | 1313.85274767802 | 113.147252321981 |
| 178 | 1487 | 1453.22774767802 | 33.7722523219814 |
| 179 | 1483 | 1652.79024767802 | -169.790247678018 |
| 180 | 1513 | 1769.41524767802 | -256.415247678019 |
| 181 | 1357 | 1326.86455108359 | 30.1354489164072 |
| 182 | 1165 | 1151.60274767802 | 13.3972523219817 |
| 183 | 1282 | 1202.16524767802 | 79.8347523219817 |
| 184 | 1110 | 1088.97774767802 | 21.0222523219809 |
| 185 | 1297 | 1226.29024767802 | 70.7097523219816 |
| 186 | 1185 | 1170.54024767802 | 14.4597523219815 |
| 187 | 1222 | 1246.16524767802 | -24.1652476780187 |
| 188 | 1284 | 1261.04024767802 | 22.9597523219819 |
| 189 | 1444 | 1313.85274767802 | 130.147252321981 |
| 190 | 1575 | 1453.22774767802 | 121.772252321981 |
| 191 | 1737 | 1652.79024767802 | 84.2097523219815 |
| 192 | 1763 | 1769.41524767802 | -6.41524767801867 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 16 | 0.477412392593736 | 0.954824785187473 | 0.522587607406264 |
| 17 | 0.317783061374179 | 0.635566122748358 | 0.682216938625821 |
| 18 | 0.191885033017608 | 0.383770066035215 | 0.808114966982392 |
| 19 | 0.21949644245213 | 0.43899288490426 | 0.78050355754787 |
| 20 | 0.182871328784974 | 0.365742657569947 | 0.817128671215026 |
| 21 | 0.138850641397902 | 0.277701282795803 | 0.861149358602098 |
| 22 | 0.247066821091927 | 0.494133642183854 | 0.752933178908073 |
| 23 | 0.186573077093517 | 0.373146154187033 | 0.813426922906483 |
| 24 | 0.268174322039433 | 0.536348644078867 | 0.731825677960567 |
| 25 | 0.375317347973012 | 0.750634695946024 | 0.624682652026988 |
| 26 | 0.298471225788020 | 0.596942451576041 | 0.70152877421198 |
| 27 | 0.239925267391636 | 0.479850534783272 | 0.760074732608364 |
| 28 | 0.213045039049363 | 0.426090078098727 | 0.786954960950637 |
| 29 | 0.213768874665489 | 0.427537749330978 | 0.786231125334511 |
| 30 | 0.229775231390765 | 0.459550462781531 | 0.770224768609235 |
| 31 | 0.194771535540367 | 0.389543071080733 | 0.805228464459633 |
| 32 | 0.207765111722895 | 0.415530223445791 | 0.792234888277105 |
| 33 | 0.162156516074257 | 0.324313032148515 | 0.837843483925743 |
| 34 | 0.148116430104430 | 0.296232860208859 | 0.85188356989557 |
| 35 | 0.117831295973623 | 0.235662591947246 | 0.882168704026377 |
| 36 | 0.0973821172219917 | 0.194764234443983 | 0.902617882778008 |
| 37 | 0.141400961547807 | 0.282801923095614 | 0.858599038452193 |
| 38 | 0.129782291551691 | 0.259564583103381 | 0.87021770844831 |
| 39 | 0.139772827651345 | 0.279545655302690 | 0.860227172348655 |
| 40 | 0.110585409484316 | 0.221170818968631 | 0.889414590515685 |
| 41 | 0.184124718668966 | 0.368249437337932 | 0.815875281331034 |
| 42 | 0.234899328567712 | 0.469798657135423 | 0.765100671432288 |
| 43 | 0.291650147887306 | 0.583300295774613 | 0.708349852112694 |
| 44 | 0.255254376276575 | 0.510508752553149 | 0.744745623723425 |
| 45 | 0.231933978176051 | 0.463867956352102 | 0.768066021823949 |
| 46 | 0.203909631331678 | 0.407819262663356 | 0.796090368668322 |
| 47 | 0.243147708070040 | 0.486295416140081 | 0.756852291929960 |
| 48 | 0.47388776216581 | 0.94777552433162 | 0.52611223783419 |
| 49 | 0.569198532309371 | 0.861602935381258 | 0.430801467690629 |
| 50 | 0.726418882814955 | 0.54716223437009 | 0.273581117185045 |
| 51 | 0.688396761118617 | 0.623206477762766 | 0.311603238881383 |
| 52 | 0.888242393763722 | 0.223515212472556 | 0.111757606236278 |
| 53 | 0.944877463261828 | 0.110245073476344 | 0.0551225367381722 |
| 54 | 0.954654571772184 | 0.0906908564556312 | 0.0453454282278156 |
| 55 | 0.98111520713736 | 0.0377695857252814 | 0.0188847928626407 |
| 56 | 0.986513964448928 | 0.0269720711021439 | 0.0134860355510720 |
| 57 | 0.997847998894441 | 0.00430400221111737 | 0.00215200110555868 |
| 58 | 0.998562893607976 | 0.00287421278404882 | 0.00143710639202441 |
| 59 | 0.998500290558421 | 0.00299941888315808 | 0.00149970944157904 |
| 60 | 0.998543220395462 | 0.00291355920907621 | 0.00145677960453811 |
| 61 | 0.999071731216277 | 0.00185653756744668 | 0.000928268783723342 |
| 62 | 0.999115103902979 | 0.00176979219404262 | 0.000884896097021311 |
| 63 | 0.998871905331227 | 0.00225618933754644 | 0.00112809466877322 |
| 64 | 0.998910346069769 | 0.00217930786046273 | 0.00108965393023137 |
| 65 | 0.998930622909329 | 0.00213875418134243 | 0.00106937709067122 |
| 66 | 0.999397505960305 | 0.00120498807939 | 0.000602494039695 |
| 67 | 0.999504759687325 | 0.000990480625349449 | 0.000495240312674724 |
| 68 | 0.999760713595366 | 0.000478572809268209 | 0.000239286404634104 |
| 69 | 0.999948455558024 | 0.000103088883951553 | 5.15444419757764e-05 |
| 70 | 0.999979975598548 | 4.00488029040693e-05 | 2.00244014520346e-05 |
| 71 | 0.999980305975869 | 3.93880482627085e-05 | 1.96940241313543e-05 |
| 72 | 0.999983954097483 | 3.20918050348279e-05 | 1.60459025174140e-05 |
| 73 | 0.999988779228469 | 2.24415430626064e-05 | 1.12207715313032e-05 |
| 74 | 0.99999409578811 | 1.18084237801413e-05 | 5.90421189007064e-06 |
| 75 | 0.999992139221738 | 1.57215565242678e-05 | 7.8607782621339e-06 |
| 76 | 0.999990757414991 | 1.84851700178040e-05 | 9.24258500890202e-06 |
| 77 | 0.999991705960114 | 1.65880797721136e-05 | 8.29403988605678e-06 |
| 78 | 0.999993196296076 | 1.36074078485785e-05 | 6.80370392428923e-06 |
| 79 | 0.999996708992126 | 6.58201574797166e-06 | 3.29100787398583e-06 |
| 80 | 0.99999678274875 | 6.43450250216893e-06 | 3.21725125108447e-06 |
| 81 | 0.999995379009574 | 9.24198085107973e-06 | 4.62099042553986e-06 |
| 82 | 0.999998914761907 | 2.17047618646408e-06 | 1.08523809323204e-06 |
| 83 | 0.99999905536806 | 1.88926387964174e-06 | 9.4463193982087e-07 |
| 84 | 0.999998829619894 | 2.34076021144639e-06 | 1.17038010572320e-06 |
| 85 | 0.999999513722613 | 9.7255477329988e-07 | 4.8627738664994e-07 |
| 86 | 0.999999653904716 | 6.92190568997731e-07 | 3.46095284498866e-07 |
| 87 | 0.99999972226803 | 5.5546393885066e-07 | 2.7773196942533e-07 |
| 88 | 0.999999586153735 | 8.27692529861566e-07 | 4.13846264930783e-07 |
| 89 | 0.999999484150618 | 1.03169876404525e-06 | 5.15849382022623e-07 |
| 90 | 0.999999782930722 | 4.34138555732368e-07 | 2.17069277866184e-07 |
| 91 | 0.999999734119497 | 5.31761004889164e-07 | 2.65880502444582e-07 |
| 92 | 0.999999959339058 | 8.13218832371426e-08 | 4.06609416185713e-08 |
| 93 | 0.999999934879806 | 1.30240387583734e-07 | 6.51201937918671e-08 |
| 94 | 0.999999901028302 | 1.97943395314047e-07 | 9.89716976570233e-08 |
| 95 | 0.999999861221093 | 2.77557813291379e-07 | 1.38778906645690e-07 |
| 96 | 0.999999914079973 | 1.71840054584607e-07 | 8.59200272923037e-08 |
| 97 | 0.99999986012182 | 2.79756359989457e-07 | 1.39878179994729e-07 |
| 98 | 0.999999825021158 | 3.49957683513652e-07 | 1.74978841756826e-07 |
| 99 | 0.999999846950936 | 3.06098128076187e-07 | 1.53049064038094e-07 |
| 100 | 0.999999747154582 | 5.05690835816319e-07 | 2.52845417908160e-07 |
| 101 | 0.99999981258329 | 3.7483341941049e-07 | 1.87416709705245e-07 |
| 102 | 0.999999685151943 | 6.29696114916211e-07 | 3.14848057458106e-07 |
| 103 | 0.99999954887673 | 9.02246538632805e-07 | 4.51123269316402e-07 |
| 104 | 0.99999929222596 | 1.41554807902718e-06 | 7.0777403951359e-07 |
| 105 | 0.999999364526747 | 1.27094650632298e-06 | 6.3547325316149e-07 |
| 106 | 0.999999297249657 | 1.40550068602918e-06 | 7.02750343014592e-07 |
| 107 | 0.99999895872801 | 2.08254397902858e-06 | 1.04127198951429e-06 |
| 108 | 0.999999152146335 | 1.69570732985605e-06 | 8.47853664928023e-07 |
| 109 | 0.999999919851355 | 1.60297289800619e-07 | 8.01486449003093e-08 |
| 110 | 0.999999871087118 | 2.57825763589014e-07 | 1.28912881794507e-07 |
| 111 | 0.999999760605925 | 4.78788149181416e-07 | 2.39394074590708e-07 |
| 112 | 0.999999583966098 | 8.32067803672855e-07 | 4.16033901836428e-07 |
| 113 | 0.999999494823376 | 1.01035324743262e-06 | 5.0517662371631e-07 |
| 114 | 0.999999480267561 | 1.03946487774175e-06 | 5.19732438870876e-07 |
| 115 | 0.999999452400836 | 1.09519832770823e-06 | 5.47599163854117e-07 |
| 116 | 0.999999162874419 | 1.67425116273504e-06 | 8.37125581367521e-07 |
| 117 | 0.999998530873767 | 2.93825246625430e-06 | 1.46912623312715e-06 |
| 118 | 0.999998492753709 | 3.01449258219802e-06 | 1.50724629109901e-06 |
| 119 | 0.999998322921291 | 3.35415741711385e-06 | 1.67707870855692e-06 |
| 120 | 0.999999617867116 | 7.64265768332042e-07 | 3.82132884166021e-07 |
| 121 | 0.999999893373343 | 2.13253314532940e-07 | 1.06626657266470e-07 |
| 122 | 0.99999981861141 | 3.62777181927527e-07 | 1.81388590963763e-07 |
| 123 | 0.999999949356552 | 1.01286896749012e-07 | 5.0643448374506e-08 |
| 124 | 0.999999912066183 | 1.75867634100664e-07 | 8.7933817050332e-08 |
| 125 | 0.999999842274074 | 3.15451851057457e-07 | 1.57725925528729e-07 |
| 126 | 0.999999733127569 | 5.33744862044504e-07 | 2.66872431022252e-07 |
| 127 | 0.999999689201263 | 6.21597472934647e-07 | 3.10798736467324e-07 |
| 128 | 0.9999994387758 | 1.12244840081945e-06 | 5.61224200409725e-07 |
| 129 | 0.999998935678024 | 2.12864395257080e-06 | 1.06432197628540e-06 |
| 130 | 0.99999942772623 | 1.14454753850936e-06 | 5.72273769254682e-07 |
| 131 | 0.999999390997002 | 1.21800599684692e-06 | 6.09002998423458e-07 |
| 132 | 0.999999935744485 | 1.28511029699837e-07 | 6.42555148499187e-08 |
| 133 | 0.999999945689883 | 1.08620234260407e-07 | 5.43101171302033e-08 |
| 134 | 0.999999915559562 | 1.68880875030271e-07 | 8.44404375151355e-08 |
| 135 | 0.99999982730464 | 3.45390721431426e-07 | 1.72695360715713e-07 |
| 136 | 0.99999968111279 | 6.37774418162373e-07 | 3.18887209081187e-07 |
| 137 | 0.999999516321377 | 9.67357246883755e-07 | 4.83678623441878e-07 |
| 138 | 0.999999218169784 | 1.56366043213988e-06 | 7.81830216069941e-07 |
| 139 | 0.999998785104147 | 2.42979170547042e-06 | 1.21489585273521e-06 |
| 140 | 0.99999764586801 | 4.70826397889355e-06 | 2.35413198944678e-06 |
| 141 | 0.999997512387917 | 4.97522416654345e-06 | 2.48761208327172e-06 |
| 142 | 0.999995061082498 | 9.87783500307573e-06 | 4.93891750153786e-06 |
| 143 | 0.999997737829351 | 4.52434129751273e-06 | 2.26217064875636e-06 |
| 144 | 0.999996469214725 | 7.06157054924965e-06 | 3.53078527462482e-06 |
| 145 | 0.999994862395303 | 1.02752093948037e-05 | 5.13760469740187e-06 |
| 146 | 0.999990271774088 | 1.94564518248318e-05 | 9.7282259124159e-06 |
| 147 | 0.99998094543812 | 3.81091237617349e-05 | 1.90545618808674e-05 |
| 148 | 0.9999625131262 | 7.49737476012236e-05 | 3.74868738006118e-05 |
| 149 | 0.999928432870693 | 0.000143134258614119 | 7.15671293070596e-05 |
| 150 | 0.999894002745356 | 0.000211994509286974 | 0.000105997254643487 |
| 151 | 0.999894020798052 | 0.000211958403896148 | 0.000105979201948074 |
| 152 | 0.99981724152826 | 0.000365516943479771 | 0.000182758471739886 |
| 153 | 0.999649970251462 | 0.00070005949707591 | 0.000350029748537955 |
| 154 | 0.999531183427333 | 0.000937633145333717 | 0.000468816572666858 |
| 155 | 0.999252101750874 | 0.00149579649825203 | 0.000747898249126013 |
| 156 | 0.999848486594899 | 0.000303026810202280 | 0.000151513405101140 |
| 157 | 0.999821773945542 | 0.000356452108915764 | 0.000178226054457882 |
| 158 | 0.999646663903749 | 0.000706672192502481 | 0.000353336096251241 |
| 159 | 0.99947224659046 | 0.00105550681907927 | 0.000527753409539633 |
| 160 | 0.999161941856327 | 0.00167611628734633 | 0.000838058143673166 |
| 161 | 0.99879443070355 | 0.00241113859289918 | 0.00120556929644959 |
| 162 | 0.998132418671365 | 0.0037351626572697 | 0.00186758132863485 |
| 163 | 0.996541317679327 | 0.00691736464134663 | 0.00345868232067332 |
| 164 | 0.99643064239685 | 0.00713871520630226 | 0.00356935760315113 |
| 165 | 0.99630291304999 | 0.00739417390002156 | 0.00369708695001078 |
| 166 | 0.992624820543152 | 0.0147503589136949 | 0.00737517945684745 |
| 167 | 0.986949004632548 | 0.0261019907349031 | 0.0130509953674515 |
| 168 | 0.990914720921223 | 0.0181705581575536 | 0.0090852790787768 |
| 169 | 0.982271046311107 | 0.0354579073777866 | 0.0177289536888933 |
| 170 | 0.971877160373402 | 0.0562456792531961 | 0.0281228396265981 |
| 171 | 0.949755158728175 | 0.100489682543650 | 0.0502448412718248 |
| 172 | 0.912201040193592 | 0.175597919612815 | 0.0877989598064076 |
| 173 | 0.852461858529344 | 0.295076282941313 | 0.147538141470656 |
| 174 | 0.782357319812533 | 0.435285360374933 | 0.217642680187467 |
| 175 | 0.656942818640769 | 0.686114362718462 | 0.343057181359231 |
| 176 | 0.550072850089641 | 0.899854299820717 | 0.449927149910359 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 109 | 0.677018633540373 | NOK |
| 5% type I error level | 115 | 0.714285714285714 | NOK |
| 10% type I error level | 117 | 0.726708074534162 | NOK |
