Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 432.674018921448 -85.6151937996543X[t] + 0.412253807726456Y1[t] + 0.208748882344717Y2[t] + 221.708450693677M1[t] + 130.164095261294M2[t] + 304.321659011619M3[t] + 216.329773410414M4[t] + 287.012043536047M5[t] + 283.086050769294M6[t] + 314.717592403885M7[t] + 429.953249810296M8[t] + 561.771276261432M9[t] + 567.769451532068M10[t] + 38.9218710448567M11[t] -0.737951251841748t + 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) | 432.674018921448 | 157.025546 | 2.7554 | 0.006485 | 0.003243 |
X | -85.6151937996543 | 37.53598 | -2.2809 | 0.023768 | 0.011884 |
Y1 | 0.412253807726456 | 0.074231 | 5.5537 | 0 | 0 |
Y2 | 0.208748882344717 | 0.073339 | 2.8464 | 0.004954 | 0.002477 |
M1 | 221.708450693677 | 53.510674 | 4.1433 | 5.3e-05 | 2.7e-05 |
M2 | 130.164095261294 | 62.330183 | 2.0883 | 0.038227 | 0.019113 |
M3 | 304.321659011619 | 58.790068 | 5.1764 | 1e-06 | 0 |
M4 | 216.329773410414 | 65.820422 | 3.2867 | 0.001226 | 0.000613 |
M5 | 287.012043536047 | 58.277937 | 4.9249 | 2e-06 | 1e-06 |
M6 | 283.086050769294 | 61.985341 | 4.567 | 9e-06 | 5e-06 |
M7 | 314.717592403885 | 58.641459 | 5.3668 | 0 | 0 |
M8 | 429.953249810296 | 59.011856 | 7.2859 | 0 | 0 |
M9 | 561.771276261432 | 60.371807 | 9.3052 | 0 | 0 |
M10 | 567.769451532068 | 61.589033 | 9.2187 | 0 | 0 |
M11 | 38.9218710448567 | 59.89609 | 0.6498 | 0.516663 | 0.258332 |
t | -0.737951251841748 | 0.239714 | -3.0785 | 0.002418 | 0.001209 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.908326322560294 |
R-squared | 0.825056708255908 |
Adjusted R-squared | 0.809975390002107 |
F-TEST (value) | 54.7072009469706 |
F-TEST (DF numerator) | 15 |
F-TEST (DF denominator) | 174 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 126.806940269663 |
Sum Squared Residuals | 2797920.01749639 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1507 | 1627.48262493032 | -120.482624930317 |
2 | 1385 | 1497.42201449866 | -112.422014498661 |
3 | 1632 | 1620.33791357217 | 11.6620864278279 |
4 | 1511 | 1607.96740358150 | -96.967403581504 |
5 | 1559 | 1679.58998565954 | -120.589985659538 |
6 | 1630 | 1669.45560964810 | -39.4556096481024 |
7 | 1579 | 1739.63916673198 | -160.639166731977 |
8 | 1653 | 1847.93309933897 | -194.933099338972 |
9 | 2152 | 1998.87376331044 | 153.126236689556 |
10 | 2148 | 2225.29605467825 | -77.2960546782486 |
11 | 1752 | 1798.22719999830 | -46.2271999983028 |
12 | 1765 | 1594.47987431255 | 170.520125687451 |
13 | 1717 | 1738.14511584632 | -21.1451158463211 |
14 | 1558 | 1628.78836186171 | -70.7883618617085 |
15 | 1575 | 1726.63967257914 | -151.639672579138 |
16 | 1520 | 1611.72707816463 | -91.727078164631 |
17 | 1805 | 1662.54616861333 | 142.453831386673 |
18 | 1800 | 1763.89337126781 | 36.1066287321876 |
19 | 1719 | 1852.21912408017 | -133.219124080174 |
20 | 2008 | 1932.28052739718 | 75.7194726028235 |
21 | 2242 | 2165.59329355950 | 76.406706440505 |
22 | 2478 | 2327.64933558390 | 150.350664416097 |
23 | 2030 | 1944.20294093696 | 85.7970590630432 |
24 | 1655 | 1769.11814901216 | -114.118149012159 |
25 | 1693 | 1741.97397126614 | -48.9739712661412 |
26 | 1623 | 1587.07647839625 | 35.9235216037480 |
27 | 1805 | 1739.57078188298 | 65.4292181170171 |
28 | 1746 | 1711.25871627202 | 34.7412837279785 |
29 | 1795 | 1794.87235707669 | 0.127642923309917 |
30 | 1926 | 1798.09266557835 | 127.907334421647 |
31 | 1619 | 1893.22020000816 | -274.220200008159 |
32 | 1992 | 1908.50209077786 | 83.497909222136 |
33 | 2233 | 2129.2669293793 | 103.733070620701 |
34 | 2192 | 2311.74365417475 | -119.743654174749 |
35 | 2080 | 1815.56419696399 | 264.435803036013 |
36 | 1768 | 1721.17324402579 | 46.8267559742079 |
37 | 1835 | 1790.14068063437 | 44.8593193656343 |
38 | 1569 | 1660.34972777626 | -91.3497277762608 |
39 | 1976 | 1738.09600253660 | 237.903997463397 |
40 | 1853 | 1761.62626272453 | 91.3737372754704 |
41 | 1965 | 1865.82415836227 | 99.1758416377336 |
42 | 1689 | 1881.65652828063 | -192.656528280634 |
43 | 1778 | 1822.14794255349 | -44.1479425534903 |
44 | 1976 | 1915.72154606857 | 60.2784539314281 |
45 | 2397 | 2147.00652572639 | 249.993474273615 |
46 | 2654 | 2367.15788150227 | 286.842118497729 |
47 | 2097 | 2031.40485781604 | 65.5951421839577 |
48 | 1963 | 1815.7681273783 | 147.2318726217 |
49 | 1677 | 1865.22348911878 | -188.223489118784 |
50 | 1941 | 1627.0642431906 | 313.935756809400 |
51 | 2003 | 1849.61668057828 | 153.383319421722 |
52 | 1813 | 1841.55628474328 | -28.5562847432778 |
53 | 2012 | 1846.11481085441 | 165.885189145585 |
54 | 1912 | 1883.82708692789 | 28.1729130721122 |
55 | 2084 | 1915.03632412459 | 168.963675875409 |
56 | 2080 | 2079.56679697364 | 0.433203026361845 |
57 | 2118 | 2244.90266470532 | -126.902664705319 |
58 | 2150 | 2264.99353788834 | -114.993537888339 |
59 | 1608 | 1756.53258552563 | -148.532585525632 |
60 | 1503 | 1500.11116367622 | 2.88883632377516 |
61 | 1548 | 1564.65311907595 | -16.6531190759465 |
62 | 1382 | 1469.00360109322 | -87.003601093216 |
63 | 1731 | 1583.38278121462 | 147.617218785380 |
64 | 1798 | 1603.87720878888 | 194.122791211116 |
65 | 1779 | 1774.29589271865 | 4.70410728134624 |
66 | 1887 | 1775.78530147035 | 111.214698529648 |
67 | 2004 | 1847.23607432301 | 156.763925676991 |
68 | 2077 | 2032.51235527480 | 44.4876447251971 |
69 | 2092 | 2218.11057767246 | -126.110577672461 |
70 | 2051 | 2244.79327721832 | -193.793277218316 |
71 | 1577 | 1701.43657259765 | -124.436572597649 |
72 | 1356 | 1457.80974126248 | -101.809741262477 |
73 | 1652 | 1488.72517896537 | 163.274821034630 |
74 | 1382 | 1472.33649636999 | -90.3364963699931 |
75 | 1519 | 1596.23724995637 | -77.2372499563697 |
76 | 1421 | 1507.62398652877 | -86.6239865287743 |
77 | 1442 | 1565.7660291266 | -123.766029126599 |
78 | 1543 | 1549.30202460048 | -6.30202460047699 |
79 | 1656 | 1626.21697609284 | 29.7830239071621 |
80 | 1561 | 1808.38299963731 | -247.382999637313 |
81 | 1905 | 1923.88758680755 | -18.8875868075472 |
82 | 2199 | 2051.13197686149 | 147.868023138506 |
83 | 1473 | 1714.55868012060 | -241.558680120601 |
84 | 1655 | 1436.97476482384 | 218.025235176158 |
85 | 1407 | 1581.42376868963 | -174.423768689629 |
86 | 1395 | 1424.89481427598 | -29.8948142759807 |
87 | 1530 | 1541.59765826026 | -11.5976582602570 |
88 | 1309 | 1506.01709886215 | -197.017098862146 |
89 | 1526 | 1513.03442534493 | 12.9655746550732 |
90 | 1327 | 1551.69605460479 | -224.69605460479 |
91 | 1627 | 1545.84964471878 | 81.1503552812214 |
92 | 1748 | 1742.48246560469 | 5.51753439531457 |
93 | 1958 | 1986.06991624230 | -28.0699162422966 |
94 | 2274 | 2103.16205464736 | 170.837945352643 |
95 | 1648 | 1747.68599144225 | -99.6859914422545 |
96 | 1401 | 1515.91993232973 | -114.919932329725 |
97 | 1411 | 1504.38694091533 | -93.3869409153337 |
98 | 1403 | 1364.66619836923 | 38.3338016307725 |
99 | 1394 | 1536.87526922935 | -142.875269229347 |
100 | 1520 | 1442.76515704800 | 77.2348429519955 |
101 | 1528 | 1562.77471575423 | -34.7747157542265 |
102 | 1643 | 1587.71116137288 | 55.2888386271229 |
103 | 1515 | 1667.68393070293 | -152.683930702927 |
104 | 1685 | 1753.41927093815 | -68.419270938152 |
105 | 2000 | 1927.86263651082 | 72.1373634891794 |
106 | 2215 | 2098.47011996205 | 116.529880037950 |
107 | 1956 | 1723.27505482277 | 232.724945177229 |
108 | 1462 | 1621.72250602903 | -159.722506029034 |
109 | 1563 | 1584.97366392672 | -21.9736639267193 |
110 | 1459 | 1431.20704394458 | 27.7929560554245 |
111 | 1446 | 1582.83589755632 | -136.835897556324 |
112 | 1622 | 1467.03687743898 | 154.963122561017 |
113 | 1657 | 1606.82413100215 | 50.1758689978507 |
114 | 1638 | 1653.32887354665 | -15.3288735466502 |
115 | 1643 | 1683.69585246466 | -40.6958524646623 |
116 | 1683 | 1796.28859889331 | -113.288598893314 |
117 | 2050 | 1944.90257081339 | 105.097429186609 |
118 | 2262 | 2109.80989756158 | 152.190102438417 |
119 | 1813 | 1744.23301288105 | 68.766987118951 |
120 | 1445 | 1563.72599397225 | -118.725993972252 |
121 | 1762 | 1539.25884399797 | 222.741156002026 |
122 | 1461 | 1500.84140566018 | -39.8414056601791 |
123 | 1556 | 1616.34601773627 | -60.3460177362747 |
124 | 1431 | 1503.94687903148 | -72.946879031482 |
125 | 1427 | 1542.19061576221 | -115.190615762214 |
126 | 1554 | 1509.78404621962 | 44.2159537803766 |
127 | 1645 | 1592.19887465425 | 52.8011253457458 |
128 | 1653 | 1770.72278536971 | -117.722785369709 |
129 | 2016 | 1924.09703932419 | 91.9029606758149 |
130 | 2207 | 2080.67538660644 | 126.324613393559 |
131 | 1665 | 1705.60617643427 | -40.6061764342725 |
132 | 1361 | 1482.37582687768 | -121.375826877676 |
133 | 1506 | 1464.87927453983 | 41.1207254601673 |
134 | 1360 | 1368.91410974315 | -8.91410974314917 |
135 | 1453 | 1512.41325425355 | -59.4132542535541 |
136 | 1522 | 1431.54568469674 | 90.4543153032604 |
137 | 1460 | 1549.34916236171 | -89.3491623617147 |
138 | 1552 | 1533.52915514586 | 18.4708448541353 |
139 | 1548 | 1589.40766513408 | -41.4076651340758 |
140 | 1827 | 1721.46125323345 | 105.538746766547 |
141 | 1737 | 1966.72514525905 | -229.72514525905 |
142 | 1941 | 1993.12346475664 | -52.1234647566392 |
143 | 1474 | 1528.85031038276 | -54.8503103827582 |
144 | 1458 | 1339.25273187613 | 118.747268123873 |
145 | 1542 | 1456.14144233936 | 85.858557660643 |
146 | 1404 | 1395.14847338664 | 8.85152661336181 |
147 | 1522 | 1529.21196653583 | -7.211966535827 |
148 | 1385 | 1460.32073323093 | -75.3207332309316 |
149 | 1641 | 1498.41864856287 | 142.581351437125 |
150 | 1510 | 1570.69308244103 | -60.6930824410261 |
151 | 1681 | 1601.02113789186 | 79.9788621081426 |
152 | 1938 | 1758.66814158049 | 179.331858419508 |
153 | 1868 | 2031.39350424643 | -163.393504246433 |
154 | 1726 | 2061.44442448697 | -335.444424486968 |
155 | 1456 | 1458.70643028663 | -2.70643028662715 |
156 | 1445 | 1278.09573861084 | 166.904261389164 |
157 | 1456 | 1438.16924793461 | 17.8307520653928 |
158 | 1365 | 1348.12549542958 | 16.8745045704194 |
159 | 1487 | 1486.32624913075 | 0.673750869251373 |
160 | 1558 | 1428.89522852696 | 129.104771473039 |
161 | 1488 | 1553.57693139539 | -65.5769313953855 |
162 | 1684 | 1534.87639148241 | 149.123608517587 |
163 | 1594 | 1631.95930641542 | -37.9593064154182 |
164 | 1850 | 1750.26895081417 | 99.7310491858294 |
165 | 1998 | 1968.09860138041 | 29.9013986195864 |
166 | 2079 | 2087.81210282297 | -8.81210282297075 |
167 | 1494 | 1622.51396409678 | -128.513964096778 |
168 | 1057 | 1272.97912995037 | -215.979129950371 |
169 | 1218 | 1191.67661924409 | 26.323380755914 |
170 | 1168 | 1074.54391401918 | 93.4560859808216 |
171 | 1236 | 1260.95940618884 | -24.9594061888386 |
172 | 1076 | 1189.82538414396 | -113.825384143956 |
173 | 1174 | 1208.00401778095 | -34.0040177809543 |
174 | 1139 | 1210.34112574440 | -71.341125744397 |
175 | 1427 | 1247.26322332650 | 179.736776673497 |
176 | 1487 | 1473.18381522423 | 13.8161847757738 |
177 | 1483 | 1689.11879700239 | -206.118797002387 |
178 | 1513 | 1705.25493873096 | -192.254938730958 |
179 | 1357 | 1187.20202569432 | 169.797974305680 |
180 | 1165 | 1089.49307586264 | 75.5069241373646 |
181 | 1282 | 1198.74601857522 | 83.253981424784 |
182 | 1110 | 1114.6176219848 | -4.61762198480007 |
183 | 1297 | 1241.55319878866 | 55.4468012113349 |
184 | 1185 | 1194.01001621717 | -9.01001621717475 |
185 | 1222 | 1256.81794962406 | -34.8179496240648 |
186 | 1284 | 1244.02752166874 | 39.9724783312599 |
187 | 1444 | 1308.20455677728 | 135.795443222715 |
188 | 1575 | 1501.60530287346 | 73.3946971265411 |
189 | 1737 | 1720.09044806007 | 16.9095519399259 |
190 | 1763 | 1819.48189251771 | -56.481892517712 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
19 | 0.283747395254332 | 0.567494790508664 | 0.716252604745668 |
20 | 0.443842298352026 | 0.887684596704052 | 0.556157701647974 |
21 | 0.341317517828288 | 0.682635035656576 | 0.658682482171712 |
22 | 0.411983092598218 | 0.823966185196435 | 0.588016907401782 |
23 | 0.336614923734274 | 0.673229847468547 | 0.663385076265727 |
24 | 0.430804834464092 | 0.861609668928185 | 0.569195165535908 |
25 | 0.383743918976957 | 0.767487837953913 | 0.616256081023044 |
26 | 0.324739160237591 | 0.649478320475182 | 0.675260839762409 |
27 | 0.243577897369198 | 0.487155794738396 | 0.756422102630802 |
28 | 0.177583412067839 | 0.355166824135679 | 0.82241658793216 |
29 | 0.14063275151709 | 0.28126550303418 | 0.85936724848291 |
30 | 0.101858703988149 | 0.203717407976298 | 0.89814129601185 |
31 | 0.193648037484651 | 0.387296074969303 | 0.806351962515349 |
32 | 0.143481418034351 | 0.286962836068702 | 0.856518581965649 |
33 | 0.142071739635096 | 0.284143479270192 | 0.857928260364904 |
34 | 0.241608239796838 | 0.483216479593675 | 0.758391760203162 |
35 | 0.228458806279405 | 0.456917612558811 | 0.771541193720595 |
36 | 0.192284870313211 | 0.384569740626422 | 0.807715129686789 |
37 | 0.148166341074156 | 0.296332682148313 | 0.851833658925844 |
38 | 0.144132664770104 | 0.288265329540208 | 0.855867335229896 |
39 | 0.157349798634827 | 0.314699597269654 | 0.842650201365173 |
40 | 0.132585341689329 | 0.265170683378658 | 0.867414658310671 |
41 | 0.105690686927928 | 0.211381373855856 | 0.894309313072072 |
42 | 0.233988516223621 | 0.467977032447242 | 0.766011483776379 |
43 | 0.193589411151391 | 0.387178822302782 | 0.80641058884861 |
44 | 0.161596380614964 | 0.323192761229927 | 0.838403619385036 |
45 | 0.154314731992429 | 0.308629463984858 | 0.845685268007571 |
46 | 0.240413555694264 | 0.480827111388527 | 0.759586444305736 |
47 | 0.207795940817130 | 0.415591881634261 | 0.79220405918287 |
48 | 0.190084647796614 | 0.380169295593227 | 0.809915352203386 |
49 | 0.275441933667111 | 0.550883867334221 | 0.72455806633289 |
50 | 0.379264302113817 | 0.758528604227634 | 0.620735697886183 |
51 | 0.370634683954405 | 0.74126936790881 | 0.629365316045595 |
52 | 0.332325982730529 | 0.664651965461057 | 0.667674017269472 |
53 | 0.329292066844883 | 0.658584133689766 | 0.670707933155117 |
54 | 0.298566426123952 | 0.597132852247904 | 0.701433573876048 |
55 | 0.366370037161037 | 0.732740074322075 | 0.633629962838963 |
56 | 0.328034400532993 | 0.656068801065985 | 0.671965599467007 |
57 | 0.567333834112142 | 0.865332331775715 | 0.432666165887858 |
58 | 0.806317045970772 | 0.387365908058456 | 0.193682954029228 |
59 | 0.930932880329005 | 0.138134239341989 | 0.0690671196709945 |
60 | 0.923041806526208 | 0.153916386947584 | 0.076958193473792 |
61 | 0.904344219013876 | 0.191311561972248 | 0.0956557809861242 |
62 | 0.898714602316382 | 0.202570795367237 | 0.101285397683618 |
63 | 0.896609793405677 | 0.206780413188646 | 0.103390206594323 |
64 | 0.9210144567064 | 0.157971086587199 | 0.0789855432935993 |
65 | 0.916224268742962 | 0.167551462514076 | 0.083775731257038 |
66 | 0.920582710132405 | 0.158834579735190 | 0.0794172898675948 |
67 | 0.946944530128345 | 0.106110939743311 | 0.0530554698716554 |
68 | 0.95121096103887 | 0.0975780779222575 | 0.0487890389611287 |
69 | 0.96911756876721 | 0.0617648624655819 | 0.0308824312327910 |
70 | 0.977543196610262 | 0.0449136067794759 | 0.0224568033897379 |
71 | 0.978284544629553 | 0.0434309107408932 | 0.0217154553704466 |
72 | 0.977167012948382 | 0.0456659741032363 | 0.0228329870516182 |
73 | 0.98194764331172 | 0.0361047133765591 | 0.0180523566882795 |
74 | 0.97951383774818 | 0.0409723245036406 | 0.0204861622518203 |
75 | 0.978336445811737 | 0.0433271083765258 | 0.0216635541882629 |
76 | 0.974163244877269 | 0.0516735102454629 | 0.0258367551227314 |
77 | 0.973073051733022 | 0.0538538965339557 | 0.0269269482669779 |
78 | 0.96518625970024 | 0.0696274805995215 | 0.0348137402997607 |
79 | 0.958076713031208 | 0.0838465739375837 | 0.0419232869687919 |
80 | 0.976714483434936 | 0.0465710331301283 | 0.0232855165650641 |
81 | 0.96997203847612 | 0.0600559230477605 | 0.0300279615238802 |
82 | 0.97341588759583 | 0.0531682248083389 | 0.0265841124041695 |
83 | 0.984088399473798 | 0.0318232010524045 | 0.0159116005262023 |
84 | 0.991556220538614 | 0.0168875589227717 | 0.00844377946138584 |
85 | 0.993228321408006 | 0.0135433571839871 | 0.00677167859199355 |
86 | 0.990774023019498 | 0.0184519539610042 | 0.00922597698050211 |
87 | 0.987772777796019 | 0.0244544444079624 | 0.0122272222039812 |
88 | 0.991432181351242 | 0.0171356372975162 | 0.0085678186487581 |
89 | 0.988542406146988 | 0.0229151877060248 | 0.0114575938530124 |
90 | 0.995006194381089 | 0.00998761123782247 | 0.00499380561891123 |
91 | 0.994331138665338 | 0.0113377226693242 | 0.0056688613346621 |
92 | 0.993267503165544 | 0.0134649936689123 | 0.00673249683445614 |
93 | 0.99098650019455 | 0.0180269996108986 | 0.0090134998054493 |
94 | 0.993631959437174 | 0.0127360811256522 | 0.00636804056282608 |
95 | 0.992293368267568 | 0.0154132634648647 | 0.00770663173243235 |
96 | 0.991324851153602 | 0.0173502976927964 | 0.00867514884639819 |
97 | 0.99185185593135 | 0.0162962881372987 | 0.00814814406864935 |
98 | 0.98946155187126 | 0.0210768962574795 | 0.0105384481287398 |
99 | 0.991441334126251 | 0.0171173317474975 | 0.00855866587374875 |
100 | 0.989517061528967 | 0.0209658769420665 | 0.0104829384710332 |
101 | 0.986572867816526 | 0.0268542643669474 | 0.0134271321834737 |
102 | 0.983147326159622 | 0.0337053476807551 | 0.0168526738403776 |
103 | 0.987465956096945 | 0.0250680878061107 | 0.0125340439030553 |
104 | 0.986125851256263 | 0.0277482974874739 | 0.0138741487437369 |
105 | 0.98212969398025 | 0.035740612039501 | 0.0178703060197505 |
106 | 0.980891251335778 | 0.0382174973284434 | 0.0191087486642217 |
107 | 0.993719364248851 | 0.0125612715022976 | 0.00628063575114878 |
108 | 0.993242101783816 | 0.0135157964323673 | 0.00675789821618364 |
109 | 0.990691957689554 | 0.0186160846208929 | 0.00930804231044647 |
110 | 0.987568884372447 | 0.0248622312551057 | 0.0124311156275529 |
111 | 0.98806225744982 | 0.0238754851003581 | 0.0119377425501791 |
112 | 0.98997346881075 | 0.0200530623784986 | 0.0100265311892493 |
113 | 0.98765211292587 | 0.0246957741482619 | 0.0123478870741309 |
114 | 0.98357727904016 | 0.0328454419196823 | 0.0164227209598411 |
115 | 0.978550335631101 | 0.0428993287377977 | 0.0214496643688989 |
116 | 0.97997280607165 | 0.0400543878567005 | 0.0200271939283502 |
117 | 0.980546267780243 | 0.0389074644395142 | 0.0194537322197571 |
118 | 0.989092948310018 | 0.021814103379963 | 0.0109070516899815 |
119 | 0.99281485864144 | 0.0143702827171211 | 0.00718514135856056 |
120 | 0.990885826657574 | 0.0182283466848531 | 0.00911417334242654 |
121 | 0.997486771767299 | 0.00502645646540243 | 0.00251322823270121 |
122 | 0.996544328130512 | 0.00691134373897605 | 0.00345567186948803 |
123 | 0.99583611803899 | 0.00832776392202152 | 0.00416388196101076 |
124 | 0.994191694005826 | 0.0116166119883490 | 0.00580830599417448 |
125 | 0.992739356946516 | 0.0145212861069686 | 0.0072606430534843 |
126 | 0.990177204725667 | 0.0196455905486654 | 0.00982279527433268 |
127 | 0.98700601717057 | 0.0259879656588586 | 0.0129939828294293 |
128 | 0.989732510576907 | 0.0205349788461869 | 0.0102674894230935 |
129 | 0.992559667602978 | 0.0148806647940450 | 0.00744033239702252 |
130 | 0.998898952689634 | 0.00220209462073106 | 0.00110104731036553 |
131 | 0.999627286702775 | 0.000745426594450021 | 0.000372713297225010 |
132 | 0.999438217547885 | 0.00112356490422947 | 0.000561782452114733 |
133 | 0.999174060455235 | 0.00165187908952984 | 0.000825939544764918 |
134 | 0.998695070951448 | 0.00260985809710434 | 0.00130492904855217 |
135 | 0.997986021851595 | 0.00402795629681027 | 0.00201397814840513 |
136 | 0.998333907711084 | 0.00333218457783148 | 0.00166609228891574 |
137 | 0.997487493461523 | 0.00502501307695372 | 0.00251250653847686 |
138 | 0.996799814887022 | 0.00640037022595651 | 0.00320018511297826 |
139 | 0.995365128112912 | 0.00926974377417672 | 0.00463487188708836 |
140 | 0.993882495429558 | 0.0122350091408849 | 0.00611750457044246 |
141 | 0.994780011053265 | 0.0104399778934695 | 0.00521998894673473 |
142 | 0.994126159437603 | 0.0117476811247932 | 0.00587384056239662 |
143 | 0.991061796517752 | 0.0178764069644969 | 0.00893820348224847 |
144 | 0.989324337448397 | 0.0213513251032055 | 0.0106756625516027 |
145 | 0.986467467786835 | 0.0270650644263309 | 0.0135325322131655 |
146 | 0.981020305425998 | 0.0379593891480045 | 0.0189796945740022 |
147 | 0.973347388067079 | 0.0533052238658423 | 0.0266526119329211 |
148 | 0.962747585854704 | 0.0745048282905915 | 0.0372524141452958 |
149 | 0.981522499791842 | 0.0369550004163167 | 0.0184775002081583 |
150 | 0.972700344098097 | 0.0545993118038057 | 0.0272996559019029 |
151 | 0.96667443426481 | 0.0666511314703777 | 0.0333255657351889 |
152 | 0.984250667469788 | 0.0314986650604231 | 0.0157493325302115 |
153 | 0.979735100938607 | 0.0405297981227867 | 0.0202648990613934 |
154 | 0.988891782043336 | 0.0222164359133271 | 0.0111082179566636 |
155 | 0.984389489640507 | 0.0312210207189853 | 0.0156105103594927 |
156 | 0.97667821621864 | 0.0466435675627184 | 0.0233217837813592 |
157 | 0.970760172293472 | 0.0584796554130561 | 0.0292398277065280 |
158 | 0.96554304819972 | 0.0689139036005617 | 0.0344569518002809 |
159 | 0.965791866679807 | 0.0684162666403866 | 0.0342081333201933 |
160 | 0.952301348551254 | 0.095397302897492 | 0.047698651448746 |
161 | 0.92614976569476 | 0.147700468610479 | 0.0738502343052394 |
162 | 0.939745678204728 | 0.120508643590543 | 0.0602543217952716 |
163 | 0.946897275531771 | 0.106205448936458 | 0.0531027244682289 |
164 | 0.914915177537774 | 0.170169644924452 | 0.085084822462226 |
165 | 0.874659287170301 | 0.250681425659397 | 0.125340712829699 |
166 | 0.970029611269099 | 0.0599407774618027 | 0.0299703887309014 |
167 | 0.94120703998549 | 0.117585920029022 | 0.0587929600145108 |
168 | 0.894107650265935 | 0.211784699468129 | 0.105892349734065 |
169 | 0.834494794290944 | 0.331010411418112 | 0.165505205709056 |
170 | 0.847828530229965 | 0.304342939540071 | 0.152171469770036 |
171 | 0.709515745446868 | 0.580968509106265 | 0.290484254553132 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 14 | 0.0915032679738562 | NOK |
5% type I error level | 77 | 0.503267973856209 | NOK |
10% type I error level | 94 | 0.61437908496732 | NOK |