| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 2324.06337310277 -226.385033602657X[t] -451.374973256309M1[t] -635.461053323771M2[t] -583.133697991392M3[t] -694.556342659014M4[t] -555.478987326639M5[t] -609.464131994259M6[t] -532.074276661885M7[t] -515.434421329508M8[t] -460.85706599713M9[t] -319.717210664754M10[t] -118.389855332377M11[t] -1.76485533237686t + 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) | 2324.06337310277 | 44.029939 | 52.7837 | 0 | 0 |
| X | -226.385033602657 | 41.037226 | -5.5166 | 0 | 0 |
| M1 | -451.374973256309 | 53.942919 | -8.3676 | 0 | 0 |
| M2 | -635.461053323771 | 53.941479 | -11.7806 | 0 | 0 |
| M3 | -583.133697991392 | 53.931287 | -10.8125 | 0 | 0 |
| M4 | -694.556342659014 | 53.922166 | -12.8807 | 0 | 0 |
| M5 | -555.478987326639 | 53.914117 | -10.303 | 0 | 0 |
| M6 | -609.464131994259 | 53.907141 | -11.3058 | 0 | 0 |
| M7 | -532.074276661885 | 53.901237 | -9.8713 | 0 | 0 |
| M8 | -515.434421329508 | 53.896405 | -9.5634 | 0 | 0 |
| M9 | -460.85706599713 | 53.892648 | -8.5514 | 0 | 0 |
| M10 | -319.717210664754 | 53.889963 | -5.9328 | 0 | 0 |
| M11 | -118.389855332377 | 53.888353 | -2.1969 | 0.029316 | 0.014658 |
| t | -1.76485533237686 | 0.240551 | -7.3367 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.861322441473346 |
| R-squared | 0.741876348185605 |
| Adjusted R-squared | 0.723024620805902 |
| F-TEST (value) | 39.3532291891914 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 178 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 152.417759557721 |
| Sum Squared Residuals | 4135148.87028996 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1687 | 1870.92354451406 | -183.923544514060 |
| 2 | 1508 | 1685.07260911425 | -177.072609114252 |
| 3 | 1507 | 1735.63510911425 | -228.635109114254 |
| 4 | 1385 | 1622.44760911424 | -237.447609114242 |
| 5 | 1632 | 1759.76010911425 | -127.760109114251 |
| 6 | 1511 | 1704.01010911425 | -193.010109114250 |
| 7 | 1559 | 1779.63510911425 | -220.635109114248 |
| 8 | 1630 | 1794.51010911426 | -164.510109114256 |
| 9 | 1579 | 1847.32260911425 | -268.322609114246 |
| 10 | 1653 | 1986.69760911425 | -333.697609114249 |
| 11 | 2152 | 2186.26010911425 | -34.2601091142503 |
| 12 | 2148 | 2302.88510911425 | -154.885109114249 |
| 13 | 1752 | 1849.74528052556 | -97.7452805255622 |
| 14 | 1765 | 1663.89434512573 | 101.105654874272 |
| 15 | 1717 | 1714.45684512573 | 2.54315487427317 |
| 16 | 1558 | 1601.26934512573 | -43.2693451257275 |
| 17 | 1575 | 1738.58184512573 | -163.581845125727 |
| 18 | 1520 | 1682.83184512573 | -162.831845125727 |
| 19 | 1805 | 1758.45684512573 | 46.5431548742728 |
| 20 | 1800 | 1773.33184512573 | 26.6681548742733 |
| 21 | 1719 | 1826.14434512573 | -107.144345125727 |
| 22 | 2008 | 1965.51934512573 | 42.4806548742729 |
| 23 | 2242 | 2165.08184512573 | 76.918154874273 |
| 24 | 2478 | 2281.70684512573 | 196.293154874273 |
| 25 | 2030 | 1828.56701653704 | 201.43298346296 |
| 26 | 1655 | 1642.71608113720 | 12.2839188627955 |
| 27 | 1693 | 1693.27858113720 | -0.278581137204542 |
| 28 | 1623 | 1580.09108113721 | 42.9089188627948 |
| 29 | 1805 | 1717.40358113720 | 87.5964188627952 |
| 30 | 1746 | 1661.65358113720 | 84.3464188627952 |
| 31 | 1795 | 1737.27858113721 | 57.721418862795 |
| 32 | 1926 | 1752.15358113720 | 173.846418862796 |
| 33 | 1619 | 1804.96608113721 | -185.966081137205 |
| 34 | 1992 | 1944.34108113720 | 47.6589188627952 |
| 35 | 2233 | 2143.90358113720 | 89.0964188627953 |
| 36 | 2192 | 2260.52858113721 | -68.5285811372049 |
| 37 | 2080 | 1807.38875254852 | 272.611247451482 |
| 38 | 1768 | 1621.53781714868 | 146.462182851318 |
| 39 | 1835 | 1672.10031714868 | 162.899682851318 |
| 40 | 1569 | 1558.91281714868 | 10.0871828513171 |
| 41 | 1976 | 1696.22531714868 | 279.774682851318 |
| 42 | 1853 | 1640.47531714868 | 212.524682851317 |
| 43 | 1965 | 1716.10031714868 | 248.899682851317 |
| 44 | 1689 | 1730.97531714868 | -41.9753171486821 |
| 45 | 1778 | 1783.78781714868 | -5.78781714868267 |
| 46 | 1976 | 1923.16281714868 | 52.8371828513174 |
| 47 | 2397 | 2122.72531714868 | 274.274682851318 |
| 48 | 2654 | 2239.35031714868 | 414.649682851317 |
| 49 | 2097 | 1786.21048856000 | 310.789511440004 |
| 50 | 1963 | 1600.35955316016 | 362.64044683984 |
| 51 | 1677 | 1650.92205316016 | 26.0779468398400 |
| 52 | 1941 | 1537.73455316016 | 403.265446839839 |
| 53 | 2003 | 1675.04705316016 | 327.95294683984 |
| 54 | 1813 | 1619.29705316016 | 193.702946839840 |
| 55 | 2012 | 1694.92205316016 | 317.07794683984 |
| 56 | 1912 | 1709.79705316016 | 202.20294683984 |
| 57 | 2084 | 1762.60955316016 | 321.39044683984 |
| 58 | 2080 | 1901.98455316016 | 178.015446839840 |
| 59 | 2118 | 2101.54705316016 | 16.4529468398398 |
| 60 | 2150 | 2218.17205316016 | -68.1720531601603 |
| 61 | 1608 | 1765.03222457147 | -157.032224571473 |
| 62 | 1503 | 1579.18128917164 | -76.1812891716376 |
| 63 | 1548 | 1629.74378917164 | -81.7437891716377 |
| 64 | 1382 | 1516.55628917164 | -134.556289171638 |
| 65 | 1731 | 1653.86878917164 | 77.1312108283621 |
| 66 | 1798 | 1598.11878917164 | 199.881210828362 |
| 67 | 1779 | 1673.74378917164 | 105.256210828362 |
| 68 | 1887 | 1688.61878917164 | 198.381210828362 |
| 69 | 2004 | 1741.43128917164 | 262.568710828362 |
| 70 | 2077 | 1880.80628917164 | 196.193710828362 |
| 71 | 2092 | 2080.36878917164 | 11.6312108283621 |
| 72 | 2051 | 2196.99378917164 | -145.993789171638 |
| 73 | 1577 | 1743.85396058295 | -166.853960582951 |
| 74 | 1356 | 1558.00302518312 | -202.003025183115 |
| 75 | 1652 | 1608.56552518312 | 43.4344748168846 |
| 76 | 1382 | 1495.37802518312 | -113.378025183116 |
| 77 | 1519 | 1632.69052518312 | -113.690525183116 |
| 78 | 1421 | 1576.94052518312 | -155.940525183116 |
| 79 | 1442 | 1652.56552518312 | -210.565525183116 |
| 80 | 1543 | 1667.44052518312 | -124.440525183115 |
| 81 | 1656 | 1720.25302518312 | -64.2530251831158 |
| 82 | 1561 | 1859.62802518312 | -298.628025183116 |
| 83 | 1905 | 2059.19052518312 | -154.190525183116 |
| 84 | 2199 | 2175.81552518312 | 23.1844748168843 |
| 85 | 1473 | 1722.67569659443 | -249.675696594429 |
| 86 | 1655 | 1536.82476119459 | 118.175238805407 |
| 87 | 1407 | 1587.38726119459 | -180.387261194593 |
| 88 | 1395 | 1474.19976119459 | -79.1997611945937 |
| 89 | 1530 | 1611.51226119459 | -81.5122611945933 |
| 90 | 1309 | 1555.76226119459 | -246.762261194593 |
| 91 | 1526 | 1631.38726119459 | -105.387261194593 |
| 92 | 1327 | 1646.26226119459 | -319.262261194593 |
| 93 | 1627 | 1699.07476119459 | -72.0747611945935 |
| 94 | 1748 | 1838.44976119459 | -90.4497611945934 |
| 95 | 1958 | 2038.01226119459 | -80.0122611945933 |
| 96 | 2274 | 2154.63726119459 | 119.362738805407 |
| 97 | 1648 | 1701.49743260591 | -53.4974326059064 |
| 98 | 1401 | 1515.64649720607 | -114.646497206071 |
| 99 | 1411 | 1566.20899720607 | -155.208997206071 |
| 100 | 1403 | 1453.02149720607 | -50.0214972060714 |
| 101 | 1394 | 1590.33399720607 | -196.333997206071 |
| 102 | 1520 | 1534.58399720607 | -14.5839972060711 |
| 103 | 1528 | 1610.20899720607 | -82.2089972060712 |
| 104 | 1643 | 1625.08399720607 | 17.9160027939294 |
| 105 | 1515 | 1677.89649720607 | -162.896497206071 |
| 106 | 1685 | 1817.27149720607 | -132.271497206071 |
| 107 | 2000 | 2016.83399720607 | -16.8339972060710 |
| 108 | 2215 | 2133.45899720607 | 81.5410027939288 |
| 109 | 1956 | 1680.31916861738 | 275.680831382616 |
| 110 | 1462 | 1494.46823321755 | -32.4682332175485 |
| 111 | 1563 | 1545.03073321755 | 17.9692667824515 |
| 112 | 1459 | 1431.84323321755 | 27.1567667824508 |
| 113 | 1446 | 1569.15573321755 | -123.155733217549 |
| 114 | 1622 | 1513.40573321755 | 108.594266782451 |
| 115 | 1657 | 1589.03073321755 | 67.9692667824511 |
| 116 | 1638 | 1603.90573321755 | 34.0942667824517 |
| 117 | 1643 | 1656.71823321755 | -13.7182332175489 |
| 118 | 1683 | 1796.09323321755 | -113.093233217549 |
| 119 | 2050 | 1995.65573321755 | 54.3442667824512 |
| 120 | 2262 | 2112.28073321755 | 149.719266782451 |
| 121 | 1813 | 1659.14090462886 | 153.859095371138 |
| 122 | 1445 | 1473.28996922903 | -28.2899692290262 |
| 123 | 1762 | 1523.85246922903 | 238.147530770974 |
| 124 | 1461 | 1410.66496922903 | 50.3350307709731 |
| 125 | 1556 | 1547.97746922903 | 8.02253077097358 |
| 126 | 1431 | 1492.22746922903 | -61.2274692290265 |
| 127 | 1427 | 1567.85246922903 | -140.852469229027 |
| 128 | 1554 | 1582.72746922903 | -28.7274692290261 |
| 129 | 1645 | 1635.53996922903 | 9.46003077097336 |
| 130 | 1653 | 1774.91496922903 | -121.914969229026 |
| 131 | 2016 | 1974.47746922903 | 41.5225307709736 |
| 132 | 2207 | 2091.10246922903 | 115.897530770973 |
| 133 | 1665 | 1637.96264064034 | 27.0373593596605 |
| 134 | 1361 | 1452.11170524050 | -91.111705240504 |
| 135 | 1506 | 1502.67420524050 | 3.32579475949605 |
| 136 | 1360 | 1389.48670524050 | -29.4867052405046 |
| 137 | 1453 | 1526.79920524050 | -73.7992052405041 |
| 138 | 1522 | 1471.04920524050 | 50.9507947594957 |
| 139 | 1460 | 1546.67420524050 | -86.6742052405044 |
| 140 | 1552 | 1561.54920524050 | -9.54920524050376 |
| 141 | 1548 | 1614.36170524050 | -66.3617052405043 |
| 142 | 1827 | 1753.73670524050 | 73.2632947594957 |
| 143 | 1737 | 1953.29920524050 | -216.299205240504 |
| 144 | 1941 | 2069.92420524050 | -128.924205240504 |
| 145 | 1474 | 1616.78437665182 | -142.784376651817 |
| 146 | 1458 | 1430.93344125198 | 27.0665587480184 |
| 147 | 1542 | 1481.49594125198 | 60.5040587480183 |
| 148 | 1404 | 1368.30844125198 | 35.6915587480177 |
| 149 | 1522 | 1505.62094125198 | 16.3790587480182 |
| 150 | 1385 | 1449.87094125198 | -64.870941251982 |
| 151 | 1641 | 1525.49594125198 | 115.504058748018 |
| 152 | 1510 | 1540.37094125198 | -30.3709412519815 |
| 153 | 1681 | 1593.18344125198 | 87.816558748018 |
| 154 | 1938 | 1732.55844125198 | 205.441558748018 |
| 155 | 1868 | 1932.12094125198 | -64.1209412519819 |
| 156 | 1726 | 2048.74594125198 | -322.745941251982 |
| 157 | 1456 | 1595.60611266329 | -139.606112663295 |
| 158 | 1445 | 1409.75517726346 | 35.2448227365406 |
| 159 | 1456 | 1460.31767726346 | -4.31767726345942 |
| 160 | 1365 | 1347.13017726346 | 17.8698227365400 |
| 161 | 1487 | 1484.44267726346 | 2.55732273654045 |
| 162 | 1558 | 1428.69267726346 | 129.307322736540 |
| 163 | 1488 | 1504.31767726346 | -16.3176772634598 |
| 164 | 1684 | 1519.19267726346 | 164.807322736541 |
| 165 | 1594 | 1572.00517726346 | 21.9948227365402 |
| 166 | 1850 | 1711.38017726346 | 138.619822736540 |
| 167 | 1998 | 1910.94267726346 | 87.0573227365404 |
| 168 | 2079 | 2027.56767726346 | 51.4323227365403 |
| 169 | 1494 | 1574.42784867477 | -80.4278486747727 |
| 170 | 1057 | 1162.19187967228 | -105.191879672279 |
| 171 | 1218 | 1212.75437967228 | 5.24562032772056 |
| 172 | 1168 | 1099.56687967228 | 68.4331203277199 |
| 173 | 1236 | 1236.87937967228 | -0.879379672279542 |
| 174 | 1076 | 1181.12937967228 | -105.129379672280 |
| 175 | 1174 | 1256.75437967228 | -82.7543796722797 |
| 176 | 1139 | 1271.62937967228 | -132.629379672279 |
| 177 | 1427 | 1324.44187967228 | 102.558120327720 |
| 178 | 1487 | 1463.81687967228 | 23.1831203277203 |
| 179 | 1483 | 1663.37937967228 | -180.379379672280 |
| 180 | 1513 | 1780.00437967228 | -267.00437967228 |
| 181 | 1357 | 1326.86455108359 | 30.1354489164073 |
| 182 | 1165 | 1141.01361568376 | 23.986384316243 |
| 183 | 1282 | 1191.57611568376 | 90.4238843162428 |
| 184 | 1110 | 1078.38861568376 | 31.6113843162422 |
| 185 | 1297 | 1215.70111568376 | 81.2988843162427 |
| 186 | 1185 | 1159.95111568376 | 25.0488843162426 |
| 187 | 1222 | 1235.57611568376 | -13.5761156837575 |
| 188 | 1284 | 1250.45111568376 | 33.548884316243 |
| 189 | 1444 | 1303.26361568376 | 140.736384316242 |
| 190 | 1575 | 1442.63861568376 | 132.361384316243 |
| 191 | 1737 | 1642.20111568376 | 94.7988843162427 |
| 192 | 1763 | 1758.82611568376 | 4.17388431624253 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 0.322030228692462 | 0.644060457384924 | 0.677969771307538 |
| 18 | 0.233521089095976 | 0.467042178191951 | 0.766478910904024 |
| 19 | 0.180685578478596 | 0.361371156957192 | 0.819314421521404 |
| 20 | 0.103668910667145 | 0.20733782133429 | 0.896331089332855 |
| 21 | 0.0559425379303431 | 0.111885075860686 | 0.944057462069657 |
| 22 | 0.0858421923707697 | 0.171684384741539 | 0.91415780762923 |
| 23 | 0.0529852109086615 | 0.105970421817323 | 0.947014789091339 |
| 24 | 0.0568500776210694 | 0.113700155242139 | 0.94314992237893 |
| 25 | 0.0361192919437711 | 0.0722385838875421 | 0.963880708056229 |
| 26 | 0.0705619735991453 | 0.141123947198291 | 0.929438026400855 |
| 27 | 0.0627645154373543 | 0.125529030874709 | 0.937235484562646 |
| 28 | 0.0411066720625137 | 0.0822133441250274 | 0.958893327937486 |
| 29 | 0.0250035215624646 | 0.0500070431249291 | 0.974996478437535 |
| 30 | 0.0151727741726881 | 0.0303455483453762 | 0.984827225827312 |
| 31 | 0.0104862514564799 | 0.0209725029129599 | 0.98951374854352 |
| 32 | 0.00613905385343069 | 0.0122781077068614 | 0.99386094614657 |
| 33 | 0.0137448296526501 | 0.0274896593053002 | 0.98625517034735 |
| 34 | 0.00828786248352515 | 0.0165757249670503 | 0.991712137516475 |
| 35 | 0.0076610797581467 | 0.0153221595162934 | 0.992338920241853 |
| 36 | 0.0240775981805477 | 0.0481551963610954 | 0.975922401819452 |
| 37 | 0.0183341985231804 | 0.0366683970463607 | 0.98166580147682 |
| 38 | 0.0134773358274822 | 0.0269546716549644 | 0.986522664172518 |
| 39 | 0.00873515419297591 | 0.0174703083859518 | 0.991264845807024 |
| 40 | 0.00872602488223482 | 0.0174520497644696 | 0.991273975117765 |
| 41 | 0.0084452438516565 | 0.016890487703313 | 0.991554756148344 |
| 42 | 0.00624949754960569 | 0.0124989950992114 | 0.993750502450394 |
| 43 | 0.00463134067158486 | 0.00926268134316971 | 0.995368659328415 |
| 44 | 0.0158597972505694 | 0.0317195945011388 | 0.98414020274943 |
| 45 | 0.0112735094936919 | 0.0225470189873838 | 0.988726490506308 |
| 46 | 0.00855656523871745 | 0.0171131304774349 | 0.991443434761283 |
| 47 | 0.0068227105652 | 0.0136454211304 | 0.9931772894348 |
| 48 | 0.0150233885425460 | 0.0300467770850921 | 0.984976611457454 |
| 49 | 0.014269096850997 | 0.028538193701994 | 0.985730903149003 |
| 50 | 0.0165337152909190 | 0.0330674305818381 | 0.983466284709081 |
| 51 | 0.0293903804595 | 0.058780760919 | 0.9706096195405 |
| 52 | 0.0566431079348126 | 0.113286215869625 | 0.943356892065187 |
| 53 | 0.0646797195755593 | 0.129359439151119 | 0.93532028042444 |
| 54 | 0.0614232832353613 | 0.122846566470723 | 0.938576716764639 |
| 55 | 0.0744442413363021 | 0.148888482672604 | 0.925555758663698 |
| 56 | 0.076168408832655 | 0.15233681766531 | 0.923831591167345 |
| 57 | 0.126954883773627 | 0.253909767547254 | 0.873045116226373 |
| 58 | 0.124807888963504 | 0.249615777927009 | 0.875192111036496 |
| 59 | 0.308376883768383 | 0.616753767536765 | 0.691623116231618 |
| 60 | 0.600261198643695 | 0.79947760271261 | 0.399738801356305 |
| 61 | 0.910334589747148 | 0.179330820505704 | 0.0896654102528519 |
| 62 | 0.965959462552248 | 0.068081074895505 | 0.0340405374477525 |
| 63 | 0.977600611895407 | 0.0447987762091856 | 0.0223993881045928 |
| 64 | 0.99021831861157 | 0.0195633627768584 | 0.00978168138842921 |
| 65 | 0.99179563122538 | 0.0164087375492423 | 0.00820436877462113 |
| 66 | 0.993423777299094 | 0.0131524454018120 | 0.00657622270090601 |
| 67 | 0.994886609701406 | 0.0102267805971886 | 0.0051133902985943 |
| 68 | 0.99651194023978 | 0.00697611952044016 | 0.00348805976022008 |
| 69 | 0.998414652684767 | 0.0031706946304664 | 0.0015853473152332 |
| 70 | 0.999071134211639 | 0.00185773157672274 | 0.00092886578836137 |
| 71 | 0.999416962590062 | 0.00116607481987586 | 0.000583037409937929 |
| 72 | 0.999768812638424 | 0.000462374723151414 | 0.000231187361575707 |
| 73 | 0.999924720967145 | 0.000150558065709018 | 7.52790328545092e-05 |
| 74 | 0.999979498380836 | 4.100323832797e-05 | 2.0501619163985e-05 |
| 75 | 0.999974507346212 | 5.09853075752223e-05 | 2.54926537876112e-05 |
| 76 | 0.999977925619194 | 4.41487616115049e-05 | 2.20743808057524e-05 |
| 77 | 0.99998540892907 | 2.91821418598767e-05 | 1.45910709299383e-05 |
| 78 | 0.999990593597316 | 1.88128053673771e-05 | 9.40640268368857e-06 |
| 79 | 0.999996306595945 | 7.38680811026777e-06 | 3.69340405513389e-06 |
| 80 | 0.999996657979902 | 6.68404019588085e-06 | 3.34202009794043e-06 |
| 81 | 0.99999528105916 | 9.43788167924907e-06 | 4.71894083962453e-06 |
| 82 | 0.999998977253885 | 2.04549223090433e-06 | 1.02274611545216e-06 |
| 83 | 0.999999085005536 | 1.82998892833481e-06 | 9.14994464167405e-07 |
| 84 | 0.999998765523392 | 2.46895321580061e-06 | 1.23447660790030e-06 |
| 85 | 0.999999467393824 | 1.06521235236867e-06 | 5.32606176184337e-07 |
| 86 | 0.999999578683299 | 8.42633402778393e-07 | 4.21316701389197e-07 |
| 87 | 0.999999642786107 | 7.14427786983761e-07 | 3.57213893491880e-07 |
| 88 | 0.99999943576287 | 1.12847426032615e-06 | 5.64237130163076e-07 |
| 89 | 0.999999194783795 | 1.61043241071844e-06 | 8.05216205359219e-07 |
| 90 | 0.999999623906002 | 7.52187994909272e-07 | 3.76093997454636e-07 |
| 91 | 0.999999464039783 | 1.07192043430264e-06 | 5.3596021715132e-07 |
| 92 | 0.999999913677236 | 1.72645528621443e-07 | 8.63227643107215e-08 |
| 93 | 0.999999854172484 | 2.91655031674888e-07 | 1.45827515837444e-07 |
| 94 | 0.999999776328289 | 4.47343422178674e-07 | 2.23671711089337e-07 |
| 95 | 0.999999636590817 | 7.26818366422688e-07 | 3.63409183211344e-07 |
| 96 | 0.99999970693279 | 5.86134421328664e-07 | 2.93067210664332e-07 |
| 97 | 0.999999491285812 | 1.01742837608735e-06 | 5.08714188043675e-07 |
| 98 | 0.99999926008028 | 1.47983943967688e-06 | 7.3991971983844e-07 |
| 99 | 0.999999382524575 | 1.23495085093429e-06 | 6.17475425467145e-07 |
| 100 | 0.999998974343516 | 2.05131296810265e-06 | 1.02565648405133e-06 |
| 101 | 0.999999203744738 | 1.59251052292049e-06 | 7.96255261460247e-07 |
| 102 | 0.999998598903705 | 2.8021925908099e-06 | 1.40109629540495e-06 |
| 103 | 0.999997772655703 | 4.45468859316504e-06 | 2.22734429658252e-06 |
| 104 | 0.999996232631749 | 7.5347365024918e-06 | 3.7673682512459e-06 |
| 105 | 0.99999712761163 | 5.74477673973872e-06 | 2.87238836986936e-06 |
| 106 | 0.999997517421597 | 4.96515680639093e-06 | 2.48257840319547e-06 |
| 107 | 0.99999570381422 | 8.59237155936023e-06 | 4.29618577968012e-06 |
| 108 | 0.999994940371873 | 1.01192562541705e-05 | 5.05962812708527e-06 |
| 109 | 0.999999305941645 | 1.38811671063981e-06 | 6.94058355319906e-07 |
| 110 | 0.999998758825777 | 2.48234844669864e-06 | 1.24117422334932e-06 |
| 111 | 0.999997910672756 | 4.17865448729335e-06 | 2.08932724364668e-06 |
| 112 | 0.999996402401208 | 7.19519758351085e-06 | 3.59759879175543e-06 |
| 113 | 0.999995631727094 | 8.73654581208899e-06 | 4.36827290604449e-06 |
| 114 | 0.999994964125658 | 1.00717486844338e-05 | 5.03587434221692e-06 |
| 115 | 0.999993790198578 | 1.24196028448702e-05 | 6.20980142243508e-06 |
| 116 | 0.99999009432476 | 1.98113504793609e-05 | 9.90567523968047e-06 |
| 117 | 0.999983601657935 | 3.27966841308944e-05 | 1.63983420654472e-05 |
| 118 | 0.99998507251945 | 2.98549610993064e-05 | 1.49274805496532e-05 |
| 119 | 0.999980317274865 | 3.93654502706745e-05 | 1.96827251353372e-05 |
| 120 | 0.999993815544503 | 1.23689109940820e-05 | 6.18445549704102e-06 |
| 121 | 0.99999822856601 | 3.54286798047977e-06 | 1.77143399023989e-06 |
| 122 | 0.999996906165854 | 6.1876682928923e-06 | 3.09383414644615e-06 |
| 123 | 0.99999940520766 | 1.18958468107428e-06 | 5.94792340537142e-07 |
| 124 | 0.99999911963438 | 1.76073123977003e-06 | 8.80365619885017e-07 |
| 125 | 0.999998561347942 | 2.87730411688845e-06 | 1.43865205844423e-06 |
| 126 | 0.999997360211226 | 5.27957754712046e-06 | 2.63978877356023e-06 |
| 127 | 0.999996029041555 | 7.94191688977771e-06 | 3.97095844488886e-06 |
| 128 | 0.999992948839715 | 1.41023205709067e-05 | 7.05116028545335e-06 |
| 129 | 0.999987450141313 | 2.50997173744961e-05 | 1.25498586872481e-05 |
| 130 | 0.999990330151757 | 1.93396964858222e-05 | 9.66984824291112e-06 |
| 131 | 0.999991466215091 | 1.70675698175420e-05 | 8.53378490877098e-06 |
| 132 | 0.999999670586947 | 6.58826104949665e-07 | 3.29413052474832e-07 |
| 133 | 0.999999907694007 | 1.84611986309583e-07 | 9.23059931547913e-08 |
| 134 | 0.999999811287687 | 3.77424626322019e-07 | 1.88712313161010e-07 |
| 135 | 0.999999639824343 | 7.20351314320861e-07 | 3.60175657160431e-07 |
| 136 | 0.999999259402752 | 1.48119449536726e-06 | 7.4059724768363e-07 |
| 137 | 0.999998519865658 | 2.9602686848403e-06 | 1.48013434242015e-06 |
| 138 | 0.99999872824974 | 2.54350051936023e-06 | 1.27175025968011e-06 |
| 139 | 0.999997478520102 | 5.04295979493376e-06 | 2.52147989746688e-06 |
| 140 | 0.999996083758745 | 7.83248251027385e-06 | 3.91624125513693e-06 |
| 141 | 0.999993019556436 | 1.39608871282583e-05 | 6.98044356412913e-06 |
| 142 | 0.99998806545469 | 2.38690906208563e-05 | 1.19345453104281e-05 |
| 143 | 0.999986986462472 | 2.60270750557366e-05 | 1.30135375278683e-05 |
| 144 | 0.999984427600125 | 3.11447997500722e-05 | 1.55723998750361e-05 |
| 145 | 0.999971704243494 | 5.65915130113381e-05 | 2.82957565056690e-05 |
| 146 | 0.99995678245865 | 8.6435082698033e-05 | 4.32175413490165e-05 |
| 147 | 0.999932678741304 | 0.000134642517391620 | 6.73212586958098e-05 |
| 148 | 0.999880892135052 | 0.000238215729896012 | 0.000119107864948006 |
| 149 | 0.999787840326742 | 0.000424319346516522 | 0.000212159673258261 |
| 150 | 0.999617514483744 | 0.000764971032512277 | 0.000382485516256139 |
| 151 | 0.9998493476378 | 0.000301304724399844 | 0.000150652362199922 |
| 152 | 0.999712455653383 | 0.000575088693233712 | 0.000287544346616856 |
| 153 | 0.999566514174841 | 0.000866971650318153 | 0.000433485825159076 |
| 154 | 0.99983241634741 | 0.000335167305178293 | 0.000167583652589146 |
| 155 | 0.999689038637253 | 0.000621922725493754 | 0.000310961362746877 |
| 156 | 0.999814007731925 | 0.000371984536149629 | 0.000185992268074815 |
| 157 | 0.999663750902131 | 0.000672498195737421 | 0.000336249097868710 |
| 158 | 0.999343456042388 | 0.00131308791522317 | 0.000656543957611584 |
| 159 | 0.999054436399257 | 0.00189112720148552 | 0.00094556360074276 |
| 160 | 0.998550854880576 | 0.00289829023884843 | 0.00144914511942421 |
| 161 | 0.998007267417462 | 0.00398546516507678 | 0.00199273258253839 |
| 162 | 0.997326909092548 | 0.00534618181490411 | 0.00267309090745206 |
| 163 | 0.994901009309242 | 0.0101979813815160 | 0.00509899069075801 |
| 164 | 0.996192979518869 | 0.00761404096226274 | 0.00380702048113137 |
| 165 | 0.996594747568937 | 0.00681050486212618 | 0.00340525243106309 |
| 166 | 0.993103232630802 | 0.0137935347383959 | 0.00689676736919795 |
| 167 | 0.988736804597005 | 0.0225263908059899 | 0.0112631954029950 |
| 168 | 0.997981314564407 | 0.00403737087118556 | 0.00201868543559278 |
| 169 | 0.99493405355624 | 0.0101318928875197 | 0.00506594644375987 |
| 170 | 0.987866899404494 | 0.0242662011910123 | 0.0121331005955062 |
| 171 | 0.973650040125043 | 0.0526999197499141 | 0.0263499598749570 |
| 172 | 0.97970639002528 | 0.0405872199494416 | 0.0202936099747208 |
| 173 | 0.957667775718366 | 0.0846644485632686 | 0.0423322242816343 |
| 174 | 0.90221805985498 | 0.195563880290040 | 0.0977819401450201 |
| 175 | 0.832347654021266 | 0.335304691957468 | 0.167652345978734 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 99 | 0.622641509433962 | NOK |
| 5% type I error level | 130 | 0.817610062893082 | NOK |
| 10% type I error level | 137 | 0.861635220125786 | NOK |
