| Multiple Linear Regression - Estimated Regression Equation |
| Group[t] = + 0.867133381113722 -5.87972829036221e-07Costs[t] -0.000113733657859673Trades[t] -1.00451547245821e-06Dividends[t] -1.66492238848353e-07Wealth[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) | 0.867133381113722 | 0.054681 | 15.858 | 0 | 0 |
| Costs | -5.87972829036221e-07 | 4e-06 | -0.1587 | 0.874008 | 0.437004 |
| Trades | -0.000113733657859673 | 0.00029 | -0.3921 | 0.695183 | 0.347592 |
| Dividends | -1.00451547245821e-06 | 1e-06 | -1.3805 | 0.168167 | 0.084084 |
| Wealth | -1.66492238848353e-07 | 0 | -1.993 | 0.046899 | 0.023449 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.228879705698296 |
| R-squared | 0.0523859196805386 |
| Adjusted R-squared | 0.0434881348888067 |
| F-TEST (value) | 5.88752379459846 |
| F-TEST (DF numerator) | 4 |
| F-TEST (DF denominator) | 426 |
| p-value | 0.000128050097237153 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.4388773171991 |
| Sum Squared Residuals | 82.0532656091005 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 0 | -0.611401426938917 | 0.611401426938917 |
| 2 | 0 | 0.0129209602363768 | -0.0129209602363768 |
| 3 | 0 | -0.074924851545191 | 0.074924851545191 |
| 4 | 1 | 0.739398880332294 | 0.260601119667706 |
| 5 | 0 | 0.424834151078174 | -0.424834151078174 |
| 6 | 0 | 0.395080985104339 | -0.395080985104339 |
| 7 | 1 | 0.42550967943431 | 0.57449032056569 |
| 8 | 0 | 0.243789233457965 | -0.243789233457965 |
| 9 | 0 | 0.569064133270441 | -0.569064133270441 |
| 10 | 0 | 0.556787368642306 | -0.556787368642306 |
| 11 | 1 | 0.41355092599209 | 0.58644907400791 |
| 12 | 1 | 0.634955229604202 | 0.365044770395797 |
| 13 | 0 | 0.597117959465226 | -0.597117959465226 |
| 14 | 1 | 0.742820286741959 | 0.257179713258041 |
| 15 | 0 | 0.544638203760173 | -0.544638203760173 |
| 16 | 1 | 0.514786578835295 | 0.485213421164705 |
| 17 | 1 | 0.454716821304017 | 0.545283178695983 |
| 18 | 0 | 0.537669800478221 | -0.537669800478221 |
| 19 | 0 | 0.613535128721324 | -0.613535128721324 |
| 20 | 1 | 0.616831793400552 | 0.383168206599448 |
| 21 | 0 | 0.620530703213819 | -0.620530703213819 |
| 22 | 0 | 0.645751668562868 | -0.645751668562868 |
| 23 | 1 | 0.56446087593548 | 0.43553912406452 |
| 24 | 1 | 0.647451445732881 | 0.352548554267119 |
| 25 | 1 | 0.666745469111979 | 0.333254530888021 |
| 26 | 1 | 0.688907084556182 | 0.311092915443818 |
| 27 | 0 | 0.633915932363129 | -0.633915932363129 |
| 28 | 1 | 0.773331747012448 | 0.226668252987552 |
| 29 | 1 | 0.694596451476083 | 0.305403548523917 |
| 30 | 1 | 0.694294232751615 | 0.305705767248385 |
| 31 | 0 | 0.659737027355967 | -0.659737027355967 |
| 32 | 0 | 0.648301633032387 | -0.648301633032387 |
| 33 | 0 | 0.65353630834377 | -0.65353630834377 |
| 34 | 0 | 0.656785327039624 | -0.656785327039624 |
| 35 | 1 | 0.453041123040160 | 0.54695887695984 |
| 36 | 1 | 0.672892643162371 | 0.327107356837630 |
| 37 | 1 | 0.655134170594951 | 0.344865829405049 |
| 38 | 0 | 0.625677301092973 | -0.625677301092973 |
| 39 | 0 | 0.572441939477232 | -0.572441939477232 |
| 40 | 1 | 0.733555861627188 | 0.266444138372812 |
| 41 | 1 | 0.585724837586254 | 0.414275162413746 |
| 42 | 1 | 0.697676122602212 | 0.302323877397788 |
| 43 | 1 | 0.660997082049346 | 0.339002917950654 |
| 44 | 1 | 0.669837682958203 | 0.330162317041797 |
| 45 | 1 | 0.723377890266138 | 0.276622109733862 |
| 46 | 0 | 0.69705101474977 | -0.69705101474977 |
| 47 | 0 | 0.566317105868969 | -0.566317105868969 |
| 48 | 0 | 0.616757368117734 | -0.616757368117734 |
| 49 | 1 | 0.654124897926862 | 0.345875102073138 |
| 50 | 1 | 0.752907669810275 | 0.247092330189725 |
| 51 | 0 | 0.656057620055568 | -0.656057620055568 |
| 52 | 0 | 0.625961995250647 | -0.625961995250647 |
| 53 | 0 | 0.578246641147818 | -0.578246641147818 |
| 54 | 0 | 0.613420626821279 | -0.613420626821279 |
| 55 | 0 | 0.65018813647121 | -0.65018813647121 |
| 56 | 1 | 0.7254832866828 | 0.2745167133172 |
| 57 | 1 | 0.704621756941424 | 0.295378243058576 |
| 58 | 1 | 0.694062191997432 | 0.305937808002568 |
| 59 | 1 | 0.697439633989532 | 0.302560366010468 |
| 60 | 0 | 0.69779964649738 | -0.69779964649738 |
| 61 | 0 | 0.681586170411247 | -0.681586170411247 |
| 62 | 1 | 0.77692456520292 | 0.223075434797079 |
| 63 | 0 | 0.697328599499056 | -0.697328599499056 |
| 64 | 0 | 0.709341913920808 | -0.709341913920808 |
| 65 | 1 | 0.738157724777388 | 0.261842275222612 |
| 66 | 1 | 0.600831803999098 | 0.399168196000902 |
| 67 | 1 | 0.73355342814417 | 0.26644657185583 |
| 68 | 0 | 0.692900538033285 | -0.692900538033285 |
| 69 | 1 | 0.661471993769015 | 0.338528006230985 |
| 70 | 0 | 0.686131121120471 | -0.686131121120471 |
| 71 | 0 | 0.797652454510657 | -0.797652454510657 |
| 72 | 1 | 0.756313844727391 | 0.243686155272609 |
| 73 | 1 | 0.70331695127202 | 0.296683048727980 |
| 74 | 1 | 0.731680715798144 | 0.268319284201856 |
| 75 | 1 | 0.676890799721918 | 0.323109200278082 |
| 76 | 0 | 0.74471385886478 | -0.74471385886478 |
| 77 | 1 | 0.684624508657424 | 0.315375491342576 |
| 78 | 1 | 0.747998494178266 | 0.252001505821734 |
| 79 | 1 | 0.731286758041692 | 0.268713241958308 |
| 80 | 0 | 0.672312045011133 | -0.672312045011133 |
| 81 | 1 | 0.744270634571517 | 0.255729365428483 |
| 82 | 0 | 0.694343112228436 | -0.694343112228436 |
| 83 | 1 | 0.661562724901133 | 0.338437275098867 |
| 84 | 1 | 0.774542796237474 | 0.225457203762526 |
| 85 | 1 | 0.699082822262357 | 0.300917177737643 |
| 86 | 0 | 0.731579072122324 | -0.731579072122324 |
| 87 | 1 | 0.688230761688945 | 0.311769238311055 |
| 88 | 1 | 0.701817963276476 | 0.298182036723524 |
| 89 | 1 | 0.700142374379112 | 0.299857625620888 |
| 90 | 1 | 0.697435978231907 | 0.302564021768093 |
| 91 | 1 | 0.698571682659934 | 0.301428317340066 |
| 92 | 0 | 0.714440212221192 | -0.714440212221192 |
| 93 | 1 | 0.715336316942284 | 0.284663683057716 |
| 94 | 0 | 0.666536209743286 | -0.666536209743286 |
| 95 | 1 | 0.763495958730323 | 0.236504041269677 |
| 96 | 0 | 0.737219729831776 | -0.737219729831776 |
| 97 | 1 | 0.681114539834236 | 0.318885460165764 |
| 98 | 0 | 0.718248465775873 | -0.718248465775873 |
| 99 | 1 | 0.665206426811807 | 0.334793573188193 |
| 100 | 0 | 0.738590966253864 | -0.738590966253864 |
| 101 | 0 | 0.734980020767696 | -0.734980020767696 |
| 102 | 1 | 0.733853610093976 | 0.266146389906024 |
| 103 | 1 | 0.697265100975919 | 0.302734899024081 |
| 104 | 1 | 0.698182101328585 | 0.301817898671415 |
| 105 | 1 | 0.73128640626097 | 0.268713593739031 |
| 106 | 1 | 0.74729828390782 | 0.252701716092181 |
| 107 | 0 | 0.777454925310014 | -0.777454925310014 |
| 108 | 0 | 0.680274387582354 | -0.680274387582354 |
| 109 | 1 | 0.701310586536255 | 0.298689413463745 |
| 110 | 0 | 0.747013506643632 | -0.747013506643632 |
| 111 | 1 | 0.72684973901406 | 0.273150260985939 |
| 112 | 0 | 0.785140506642977 | -0.785140506642977 |
| 113 | 1 | 0.720900197422548 | 0.279099802577452 |
| 114 | 0 | 0.741575836215425 | -0.741575836215425 |
| 115 | 0 | 0.74456108439855 | -0.74456108439855 |
| 116 | 1 | 0.748011111897229 | 0.251988888102771 |
| 117 | 1 | 0.723167043896756 | 0.276832956103244 |
| 118 | 1 | 0.700702061703746 | 0.299297938296254 |
| 119 | 0 | 0.750786381869225 | -0.750786381869225 |
| 120 | 1 | 0.744695396692206 | 0.255304603307794 |
| 121 | 1 | 0.677175567226156 | 0.322824432773844 |
| 122 | 1 | 0.74206907142135 | 0.257930928578649 |
| 123 | 1 | 0.701263962732796 | 0.298736037267204 |
| 124 | 0 | 0.674817022449333 | -0.674817022449333 |
| 125 | 0 | 0.739383341304061 | -0.739383341304061 |
| 126 | 0 | 0.750245358344461 | -0.750245358344461 |
| 127 | 1 | 0.753630879338064 | 0.246369120661936 |
| 128 | 1 | 0.752847163583932 | 0.247152836416068 |
| 129 | 1 | 0.752550254743778 | 0.247449745256222 |
| 130 | 1 | 0.753630879338064 | 0.246369120661936 |
| 131 | 1 | 0.752962412920818 | 0.247037587079182 |
| 132 | 1 | 0.741653647001719 | 0.258346352998281 |
| 133 | 1 | 0.753630879338064 | 0.246369120661936 |
| 134 | 1 | 0.753518532782178 | 0.246481467217822 |
| 135 | 1 | 0.753233225423431 | 0.246766774576569 |
| 136 | 1 | 0.752699216450543 | 0.247300783549457 |
| 137 | 1 | 0.751272156771783 | 0.248727843228216 |
| 138 | 1 | 0.753482552831952 | 0.246517447168048 |
| 139 | 1 | 0.752612551296663 | 0.247387448703337 |
| 140 | 1 | 0.753630879338064 | 0.246369120661936 |
| 141 | 1 | 0.751861798054308 | 0.248138201945692 |
| 142 | 1 | 0.753630879338064 | 0.246369120661936 |
| 143 | 1 | 0.758122719640652 | 0.241877280359348 |
| 144 | 1 | 0.753018138173995 | 0.246981861826005 |
| 145 | 1 | 0.746618395129766 | 0.253381604870234 |
| 146 | 1 | 0.756818586331272 | 0.243181413668728 |
| 147 | 1 | 0.753630879338064 | 0.246369120661936 |
| 148 | 1 | 0.75289309780598 | 0.247106902194020 |
| 149 | 1 | 0.751600959480482 | 0.248399040519518 |
| 150 | 1 | 0.753128830838043 | 0.246871169161957 |
| 151 | 1 | 0.758218004744229 | 0.241781995255771 |
| 152 | 1 | 0.746141759043654 | 0.253858240956346 |
| 153 | 1 | 0.753630879338064 | 0.246369120661936 |
| 154 | 1 | 0.757147738248023 | 0.242852261751977 |
| 155 | 1 | 0.753081410987153 | 0.246918589012847 |
| 156 | 1 | 0.753630879338064 | 0.246369120661936 |
| 157 | 1 | 0.753630879338064 | 0.246369120661936 |
| 158 | 1 | 0.7525962886537 | 0.247403711346299 |
| 159 | 1 | 0.748967221136666 | 0.251032778863334 |
| 160 | 1 | 0.753630879338064 | 0.246369120661936 |
| 161 | 1 | 0.753630879338064 | 0.246369120661936 |
| 162 | 1 | 0.753630879338064 | 0.246369120661936 |
| 163 | 1 | 0.753630879338064 | 0.246369120661936 |
| 164 | 1 | 0.751682660277844 | 0.248317339722156 |
| 165 | 1 | 0.747207581414448 | 0.252792418585552 |
| 166 | 1 | 0.753344956776467 | 0.246655043223533 |
| 167 | 1 | 0.753630879338064 | 0.246369120661936 |
| 168 | 1 | 0.754913461047532 | 0.245086538952468 |
| 169 | 1 | 0.70183610654461 | 0.29816389345539 |
| 170 | 1 | 0.753630879338064 | 0.246369120661936 |
| 171 | 1 | 0.753630879338064 | 0.246369120661936 |
| 172 | 1 | 0.752801115590927 | 0.247198884409073 |
| 173 | 1 | 0.753630879338064 | 0.246369120661936 |
| 174 | 1 | 0.752227409197078 | 0.247772590802922 |
| 175 | 1 | 0.753630879338064 | 0.246369120661936 |
| 176 | 1 | 0.752159610904984 | 0.247840389095017 |
| 177 | 1 | 0.736459972312466 | 0.263540027687534 |
| 178 | 0 | 0.753317758900408 | -0.753317758900408 |
| 179 | 1 | 0.753630879338064 | 0.246369120661936 |
| 180 | 1 | 0.753630879338064 | 0.246369120661936 |
| 181 | 1 | 0.730902941032244 | 0.269097058967756 |
| 182 | 0 | 0.738765577708329 | -0.738765577708329 |
| 183 | 1 | 0.750832954988662 | 0.249167045011338 |
| 184 | 0 | 0.739282480391048 | -0.739282480391048 |
| 185 | 0 | 0.751300968326836 | -0.751300968326836 |
| 186 | 0 | 0.749046505259798 | -0.749046505259798 |
| 187 | 0 | 0.738693586047809 | -0.738693586047809 |
| 188 | 1 | 0.751988614263284 | 0.248011385736716 |
| 189 | 1 | 0.75180969033145 | 0.248190309668550 |
| 190 | 1 | 0.753630879338064 | 0.246369120661936 |
| 191 | 1 | 0.753679514671315 | 0.246320485328685 |
| 192 | 1 | 0.753630879338064 | 0.246369120661936 |
| 193 | 1 | 0.751953795033419 | 0.248046204966581 |
| 194 | 1 | 0.753630879338064 | 0.246369120661936 |
| 195 | 1 | 0.753164901543249 | 0.246835098456751 |
| 196 | 0 | 0.753630879338064 | -0.753630879338064 |
| 197 | 0 | 0.671619698904644 | -0.671619698904644 |
| 198 | 0 | 0.753630879338064 | -0.753630879338064 |
| 199 | 0 | 0.753630879338064 | -0.753630879338064 |
| 200 | 0 | 0.739290600593894 | -0.739290600593894 |
| 201 | 0 | 0.753630879338064 | -0.753630879338064 |
| 202 | 0 | 0.753630879338064 | -0.753630879338064 |
| 203 | 0 | 0.753630879338064 | -0.753630879338064 |
| 204 | 0 | 0.76280197261617 | -0.76280197261617 |
| 205 | 0 | 0.722933939860658 | -0.722933939860658 |
| 206 | 0 | 0.752328274326726 | -0.752328274326726 |
| 207 | 0 | 0.747616693340342 | -0.747616693340342 |
| 208 | 0 | 0.753630879338064 | -0.753630879338064 |
| 209 | 0 | 0.756875969506409 | -0.756875969506409 |
| 210 | 0 | 0.751353185702689 | -0.751353185702689 |
| 211 | 1 | 0.753630879338064 | 0.246369120661936 |
| 212 | 1 | 0.753630879338064 | 0.246369120661936 |
| 213 | 1 | 0.750484381622318 | 0.249515618377682 |
| 214 | 1 | 0.75420939375543 | 0.24579060624457 |
| 215 | 1 | 0.752426119786923 | 0.247573880213077 |
| 216 | 1 | 0.753630879338064 | 0.246369120661936 |
| 217 | 1 | 0.752549409655743 | 0.247450590344257 |
| 218 | 1 | 0.749894990135101 | 0.250105009864899 |
| 219 | 1 | 0.753630879338064 | 0.246369120661936 |
| 220 | 1 | 0.752593455457617 | 0.247406544542383 |
| 221 | 1 | 0.756334957461276 | 0.243665042538724 |
| 222 | 1 | 0.753630879338064 | 0.246369120661936 |
| 223 | 1 | 0.753428076242462 | 0.246571923757538 |
| 224 | 1 | 0.751503239755875 | 0.248496760244125 |
| 225 | 1 | 0.753273636271791 | 0.246726363728209 |
| 226 | 1 | 0.749899512649472 | 0.250100487350528 |
| 227 | 1 | 0.752140763851463 | 0.247859236148537 |
| 228 | 1 | 0.753630879338064 | 0.246369120661936 |
| 229 | 1 | 0.748992784329269 | 0.251007215670731 |
| 230 | 1 | 0.753630879338064 | 0.246369120661936 |
| 231 | 1 | 0.751988552640009 | 0.248011447359991 |
| 232 | 1 | 0.751061331347504 | 0.248938668652496 |
| 233 | 1 | 0.753630879338064 | 0.246369120661936 |
| 234 | 1 | 0.752533551908977 | 0.247466448091023 |
| 235 | 1 | 0.753630879338064 | 0.246369120661936 |
| 236 | 1 | 0.753475051209123 | 0.246524948790877 |
| 237 | 1 | 0.753630879338064 | 0.246369120661936 |
| 238 | 1 | 0.753221228776605 | 0.246778771223395 |
| 239 | 1 | 0.753630879338064 | 0.246369120661936 |
| 240 | 1 | 0.753630879338064 | 0.246369120661936 |
| 241 | 1 | 0.753630879338064 | 0.246369120661936 |
| 242 | 1 | 0.753006584167632 | 0.246993415832368 |
| 243 | 1 | 0.753630879338064 | 0.246369120661936 |
| 244 | 1 | 0.753570183178063 | 0.246429816821937 |
| 245 | 1 | 0.738291524407884 | 0.261708475592116 |
| 246 | 0 | 0.753630879338064 | -0.753630879338064 |
| 247 | 0 | 0.753630879338064 | -0.753630879338064 |
| 248 | 1 | 0.75227392372545 | 0.247726076274551 |
| 249 | 0 | 0.753630879338064 | -0.753630879338064 |
| 250 | 0 | 0.753630879338064 | -0.753630879338064 |
| 251 | 1 | 0.763240258797162 | 0.236759741202838 |
| 252 | 0 | 0.753630879338064 | -0.753630879338064 |
| 253 | 1 | 0.751105897980121 | 0.248894102019879 |
| 254 | 1 | 0.734452202200841 | 0.265547797799159 |
| 255 | 1 | 0.729747608596426 | 0.270252391403574 |
| 256 | 1 | 0.753630879338064 | 0.246369120661936 |
| 257 | 1 | 0.75940202611019 | 0.240597973889811 |
| 258 | 1 | 0.765325997805131 | 0.234674002194869 |
| 259 | 0 | 0.753630879338064 | -0.753630879338064 |
| 260 | 1 | 0.753630879338064 | 0.246369120661936 |
| 261 | 0 | 0.753630879338064 | -0.753630879338064 |
| 262 | 0 | 0.753630879338064 | -0.753630879338064 |
| 263 | 1 | 0.735210301708673 | 0.264789698291327 |
| 264 | 1 | 0.750857174793406 | 0.249142825206594 |
| 265 | 0 | 0.753630879338064 | -0.753630879338064 |
| 266 | 1 | 0.753630879338064 | 0.246369120661936 |
| 267 | 0 | 0.753630879338064 | -0.753630879338064 |
| 268 | 1 | 0.724302611367448 | 0.275697388632552 |
| 269 | 0 | 0.753630879338064 | -0.753630879338064 |
| 270 | 1 | 0.741058724376419 | 0.258941275623581 |
| 271 | 0 | 0.753630879338064 | -0.753630879338064 |
| 272 | 0 | 0.753630879338064 | -0.753630879338064 |
| 273 | 0 | 0.753630879338064 | -0.753630879338064 |
| 274 | 1 | 0.752976489938262 | 0.247023510061737 |
| 275 | 1 | 0.753630879338064 | 0.246369120661936 |
| 276 | 1 | 0.747541382446887 | 0.252458617553113 |
| 277 | 1 | 0.745374638719084 | 0.254625361280916 |
| 278 | 1 | 0.753630879338064 | 0.246369120661936 |
| 279 | 0 | 0.736714282178171 | -0.736714282178171 |
| 280 | 1 | 0.743677545401309 | 0.256322454598691 |
| 281 | 0 | 0.753630879338064 | -0.753630879338064 |
| 282 | 1 | 0.753630879338064 | 0.246369120661936 |
| 283 | 1 | 0.74962218937392 | 0.250377810626080 |
| 284 | 1 | 0.753630879338064 | 0.246369120661936 |
| 285 | 1 | 0.739165595437284 | 0.260834404562716 |
| 286 | 1 | 0.753630879338064 | 0.246369120661936 |
| 287 | 0 | 0.751957440445866 | -0.751957440445866 |
| 288 | 1 | 0.751374796615558 | 0.248625203384442 |
| 289 | 0 | 0.753630879338064 | -0.753630879338064 |
| 290 | 1 | 0.756625926189832 | 0.243374073810168 |
| 291 | 0 | 0.753630879338064 | -0.753630879338064 |
| 292 | 1 | 0.747042720743799 | 0.252957279256201 |
| 293 | 1 | 0.722057971667237 | 0.277942028332763 |
| 294 | 1 | 0.753630879338064 | 0.246369120661936 |
| 295 | 1 | 0.755386498181756 | 0.244613501818244 |
| 296 | 0 | 0.748118781959848 | -0.748118781959848 |
| 297 | 1 | 0.753630879338064 | 0.246369120661936 |
| 298 | 0 | 0.753630879338064 | -0.753630879338064 |
| 299 | 1 | 0.753630879338064 | 0.246369120661936 |
| 300 | 1 | 0.753630879338064 | 0.246369120661936 |
| 301 | 0 | 0.753448900116191 | -0.753448900116191 |
| 302 | 1 | 0.757538468431237 | 0.242461531568763 |
| 303 | 1 | 0.753630879338064 | 0.246369120661936 |
| 304 | 0 | 0.753630879338064 | -0.753630879338064 |
| 305 | 1 | 0.74145911750469 | 0.258540882495311 |
| 306 | 1 | 0.752588701848238 | 0.247411298151762 |
| 307 | 0 | 0.753630879338064 | -0.753630879338064 |
| 308 | 0 | 0.748507626800777 | -0.748507626800777 |
| 309 | 1 | 0.757890250178207 | 0.242109749821793 |
| 310 | 0 | 0.753630879338064 | -0.753630879338064 |
| 311 | 0 | 0.753630879338064 | -0.753630879338064 |
| 312 | 1 | 0.712185122954727 | 0.287814877045273 |
| 313 | 0 | 0.753630879338064 | -0.753630879338064 |
| 314 | 0 | 0.748182565620768 | -0.748182565620768 |
| 315 | 1 | 0.753087043795846 | 0.246912956204154 |
| 316 | 1 | 0.742659975474027 | 0.257340024525973 |
| 317 | 1 | 0.754302896646876 | 0.245697103353124 |
| 318 | 1 | 0.754068666681531 | 0.245931333318469 |
| 319 | 1 | 0.75295022587146 | 0.247049774128540 |
| 320 | 1 | 0.753630879338064 | 0.246369120661936 |
| 321 | 1 | 0.753630879338064 | 0.246369120661936 |
| 322 | 1 | 0.753630879338064 | 0.246369120661936 |
| 323 | 1 | 0.753630879338064 | 0.246369120661936 |
| 324 | 0 | 0.753630879338064 | -0.753630879338064 |
| 325 | 1 | 0.753630879338064 | 0.246369120661936 |
| 326 | 1 | 0.753867632252567 | 0.246132367747433 |
| 327 | 0 | 0.753630879338064 | -0.753630879338064 |
| 328 | 0 | 0.753630879338064 | -0.753630879338064 |
| 329 | 1 | 0.753630879338064 | 0.246369120661936 |
| 330 | 1 | 0.753630879338064 | 0.246369120661936 |
| 331 | 1 | 0.753630879338064 | 0.246369120661936 |
| 332 | 1 | 0.753630879338064 | 0.246369120661936 |
| 333 | 1 | 0.753630879338064 | 0.246369120661936 |
| 334 | 1 | 0.753623184119625 | 0.246376815880375 |
| 335 | 1 | 0.753394460503298 | 0.246605539496702 |
| 336 | 1 | 0.752879086010598 | 0.247120913989402 |
| 337 | 1 | 0.74726095645313 | 0.252739043546870 |
| 338 | 1 | 0.753630879338064 | 0.246369120661936 |
| 339 | 1 | 0.75357480202177 | 0.246425197978230 |
| 340 | 1 | 0.752683368428452 | 0.247316631571548 |
| 341 | 1 | 0.752783521761781 | 0.247216478238219 |
| 342 | 1 | 0.753630879338064 | 0.246369120661936 |
| 343 | 1 | 0.753630879338064 | 0.246369120661936 |
| 344 | 1 | 0.753630879338064 | 0.246369120661936 |
| 345 | 1 | 0.748992623343524 | 0.251007376656476 |
| 346 | 1 | 0.753630879338064 | 0.246369120661936 |
| 347 | 1 | 0.756436201082371 | 0.243563798917629 |
| 348 | 1 | 0.753630879338064 | 0.246369120661936 |
| 349 | 1 | 0.753630879338064 | 0.246369120661936 |
| 350 | 1 | 0.75009545295137 | 0.249904547048629 |
| 351 | 1 | 0.753435653127338 | 0.246564346872662 |
| 352 | 1 | 0.752274041308759 | 0.247725958691241 |
| 353 | 1 | 0.751332981886943 | 0.248667018113057 |
| 354 | 1 | 0.752167758299421 | 0.247832241700579 |
| 355 | 1 | 0.753630879338064 | 0.246369120661936 |
| 356 | 1 | 0.753630879338064 | 0.246369120661936 |
| 357 | 1 | 0.72810784897518 | 0.271892151024819 |
| 358 | 1 | 0.753630879338064 | 0.246369120661936 |
| 359 | 1 | 0.753630879338064 | 0.246369120661936 |
| 360 | 1 | 0.753630879338064 | 0.246369120661936 |
| 361 | 1 | 0.753170350842552 | 0.246829649157448 |
| 362 | 1 | 0.753630879338064 | 0.246369120661936 |
| 363 | 1 | 0.753630879338064 | 0.246369120661936 |
| 364 | 0 | 0.750153473166526 | -0.750153473166526 |
| 365 | 1 | 0.753196382087717 | 0.246803617912283 |
| 366 | 1 | 0.753630879338064 | 0.246369120661936 |
| 367 | 1 | 0.753630879338064 | 0.246369120661936 |
| 368 | 1 | 0.753630879338064 | 0.246369120661936 |
| 369 | 1 | 0.753630879338064 | 0.246369120661936 |
| 370 | 1 | 0.75108549128896 | 0.248914508711040 |
| 371 | 1 | 0.753630879338064 | 0.246369120661936 |
| 372 | 1 | 0.748432586666659 | 0.251567413333341 |
| 373 | 1 | 0.732938443696034 | 0.267061556303966 |
| 374 | 1 | 0.750620937223151 | 0.249379062776849 |
| 375 | 1 | 0.753630879338064 | 0.246369120661936 |
| 376 | 1 | 0.753630879338064 | 0.246369120661936 |
| 377 | 1 | 0.75872414581238 | 0.241275854187621 |
| 378 | 1 | 0.751149406006176 | 0.248850593993824 |
| 379 | 1 | 0.749991461031205 | 0.250008538968795 |
| 380 | 1 | 0.753630879338064 | 0.246369120661936 |
| 381 | 1 | 0.753630879338064 | 0.246369120661936 |
| 382 | 1 | 0.733406662397294 | 0.266593337602706 |
| 383 | 1 | 0.769350576959817 | 0.230649423040183 |
| 384 | 1 | 0.753630879338064 | 0.246369120661936 |
| 385 | 1 | 0.749451678430423 | 0.250548321569577 |
| 386 | 1 | 0.753364438957542 | 0.246635561042458 |
| 387 | 1 | 0.75198877407126 | 0.248011225928740 |
| 388 | 1 | 0.755343687424925 | 0.244656312575075 |
| 389 | 1 | 0.753765594222379 | 0.246234405777621 |
| 390 | 1 | 0.754864850644582 | 0.245135149355418 |
| 391 | 1 | 0.749104510172869 | 0.250895489827131 |
| 392 | 1 | 0.757727666985991 | 0.242272333014009 |
| 393 | 1 | 0.760912897687675 | 0.239087102312325 |
| 394 | 1 | 0.736236431578195 | 0.263763568421805 |
| 395 | 0 | 0.732488374941564 | -0.732488374941564 |
| 396 | 1 | 0.759389411835321 | 0.240610588164679 |
| 397 | 1 | 0.765850204471851 | 0.234149795528149 |
| 398 | 0 | 0.6581391180333 | -0.6581391180333 |
| 399 | 1 | 0.752315180167065 | 0.247684819832935 |
| 400 | 0 | 0.790695670042013 | -0.790695670042013 |
| 401 | 1 | 0.744552320005581 | 0.255447679994419 |
| 402 | 1 | 0.74560748836454 | 0.254392511635460 |
| 403 | 1 | 0.756972280570886 | 0.243027719429114 |
| 404 | 0 | 0.747278970883368 | -0.747278970883368 |
| 405 | 1 | 0.755327588226393 | 0.244672411773607 |
| 406 | 1 | 0.73950251531858 | 0.26049748468142 |
| 407 | 1 | 0.743850738398699 | 0.256149261601301 |
| 408 | 1 | 0.755398665154925 | 0.244601334845075 |
| 409 | 1 | 0.757410765992645 | 0.242589234007355 |
| 410 | 1 | 0.757466262112018 | 0.242533737887982 |
| 411 | 1 | 0.737734673406763 | 0.262265326593237 |
| 412 | 0 | 0.748155196070186 | -0.748155196070186 |
| 413 | 0 | 0.762024900769743 | -0.762024900769743 |
| 414 | 0 | 0.711235300729108 | -0.711235300729108 |
| 415 | 1 | 0.756981367316972 | 0.243018632683028 |
| 416 | 1 | 0.758384417586478 | 0.241615582413522 |
| 417 | 1 | 0.754514536282231 | 0.245485463717769 |
| 418 | 0 | 0.753604313995376 | -0.753604313995376 |
| 419 | 1 | 0.748073937959971 | 0.251926062040029 |
| 420 | 1 | 0.759138707097792 | 0.240861292902209 |
| 421 | 1 | 0.754024798012364 | 0.245975201987636 |
| 422 | 1 | 0.744722352364811 | 0.255277647635189 |
| 423 | 0 | 0.880867528105025 | -0.880867528105025 |
| 424 | 1 | 0.811273578921523 | 0.188726421078477 |
| 425 | 1 | 0.76224486822969 | 0.23775513177031 |
| 426 | 0 | 0.749900453332273 | -0.749900453332273 |
| 427 | 1 | 0.802768431860463 | 0.197231568139537 |
| 428 | 1 | 0.611844236418866 | 0.388155763581134 |
| 429 | 1 | 0.734153272946166 | 0.265846727053834 |
| 430 | 1 | 0.70810915024169 | 0.291890849758310 |
| 431 | 1 | 0.8098214389618 | 0.190178561038200 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 8 | 0.198525597776221 | 0.397051195552442 | 0.80147440222378 |
| 9 | 0.561156905596381 | 0.877686188807237 | 0.438843094403619 |
| 10 | 0.429185253675089 | 0.858370507350178 | 0.570814746324911 |
| 11 | 0.701149330902136 | 0.597701338195728 | 0.298850669097864 |
| 12 | 0.79020026052933 | 0.419599478941341 | 0.209799739470671 |
| 13 | 0.751558476591166 | 0.496883046817668 | 0.248441523408834 |
| 14 | 0.729484049762922 | 0.541031900474156 | 0.270515950237078 |
| 15 | 0.719662449182124 | 0.560675101635753 | 0.280337550817876 |
| 16 | 0.77283709910285 | 0.454325801794299 | 0.227162900897149 |
| 17 | 0.735812863151717 | 0.528374273696566 | 0.264187136848283 |
| 18 | 0.717088175045152 | 0.565823649909695 | 0.282911824954848 |
| 19 | 0.716695214797912 | 0.566609570404175 | 0.283304785202088 |
| 20 | 0.720888786871962 | 0.558222426256076 | 0.279111213128038 |
| 21 | 0.717538034777014 | 0.564923930445972 | 0.282461965222986 |
| 22 | 0.719638327463122 | 0.560723345073756 | 0.280361672536878 |
| 23 | 0.714487614556984 | 0.571024770886031 | 0.285512385443016 |
| 24 | 0.701651881513867 | 0.596696236972266 | 0.298348118486133 |
| 25 | 0.678444525138332 | 0.643110949723335 | 0.321555474861668 |
| 26 | 0.689353469187381 | 0.621293061625237 | 0.310646530812618 |
| 27 | 0.706830994748334 | 0.586338010503333 | 0.293169005251666 |
| 28 | 0.710444256494633 | 0.579111487010734 | 0.289555743505367 |
| 29 | 0.73039140908945 | 0.5392171818211 | 0.26960859091055 |
| 30 | 0.731764698858517 | 0.536470602282966 | 0.268235301141483 |
| 31 | 0.755577471273499 | 0.488845057453002 | 0.244422528726501 |
| 32 | 0.782605225028717 | 0.434789549942566 | 0.217394774971283 |
| 33 | 0.786239329177119 | 0.427521341645763 | 0.213760670822881 |
| 34 | 0.795796415286985 | 0.40840716942603 | 0.204203584713015 |
| 35 | 0.778267319780458 | 0.443465360439084 | 0.221732680219542 |
| 36 | 0.769208331698789 | 0.461583336602423 | 0.230791668301211 |
| 37 | 0.775326247146427 | 0.449347505707146 | 0.224673752853573 |
| 38 | 0.78741014567533 | 0.425179708649339 | 0.212589854324669 |
| 39 | 0.817630191449046 | 0.364739617101907 | 0.182369808550954 |
| 40 | 0.811263429476716 | 0.377473141046568 | 0.188736570523284 |
| 41 | 0.783566839280794 | 0.432866321438412 | 0.216433160719206 |
| 42 | 0.779036614930574 | 0.441926770138852 | 0.220963385069426 |
| 43 | 0.772809381894797 | 0.454381236210405 | 0.227190618105203 |
| 44 | 0.762781594563476 | 0.474436810873047 | 0.237218405436524 |
| 45 | 0.759022937414313 | 0.481954125171374 | 0.240977062585687 |
| 46 | 0.784710863797648 | 0.430578272404703 | 0.215289136202352 |
| 47 | 0.830325269566583 | 0.339349460866835 | 0.169674730433417 |
| 48 | 0.855103172868251 | 0.289793654263497 | 0.144896827131749 |
| 49 | 0.85270219513576 | 0.294595609728481 | 0.147297804864241 |
| 50 | 0.845104337800167 | 0.309791324399667 | 0.154895662199833 |
| 51 | 0.857660400629605 | 0.28467919874079 | 0.142339599370395 |
| 52 | 0.870045963953171 | 0.259908072093658 | 0.129954036046829 |
| 53 | 0.882238882867867 | 0.235522234264265 | 0.117761117132133 |
| 54 | 0.89037254638195 | 0.219254907236101 | 0.109627453618050 |
| 55 | 0.903813869477997 | 0.192372261044006 | 0.096186130522003 |
| 56 | 0.904008457116047 | 0.191983085767907 | 0.0959915428839533 |
| 57 | 0.907702348119776 | 0.184595303760449 | 0.0922976518802245 |
| 58 | 0.906254373423616 | 0.187491253152767 | 0.0937456265763835 |
| 59 | 0.902526206555625 | 0.194947586888750 | 0.0974737934443748 |
| 60 | 0.912959202050011 | 0.174081595899978 | 0.0870407979499889 |
| 61 | 0.91969026252654 | 0.160619474946918 | 0.0803097374734592 |
| 62 | 0.91475115183919 | 0.170497696321620 | 0.0852488481608098 |
| 63 | 0.922931897219365 | 0.154136205561270 | 0.0770681027806352 |
| 64 | 0.930953426318728 | 0.138093147362544 | 0.0690465736812722 |
| 65 | 0.929244071081017 | 0.141511857837966 | 0.0707559289189832 |
| 66 | 0.921966564836767 | 0.156066870326466 | 0.078033435163233 |
| 67 | 0.918922560097397 | 0.162154879805206 | 0.0810774399026028 |
| 68 | 0.92689955805051 | 0.146200883898980 | 0.0731004419494898 |
| 69 | 0.925463795497206 | 0.149072409005588 | 0.0745362045027942 |
| 70 | 0.932657342041662 | 0.134685315916677 | 0.0673426579583383 |
| 71 | 0.941230007242117 | 0.117539985515766 | 0.0587699927578828 |
| 72 | 0.940521441885687 | 0.118957116228626 | 0.059478558114313 |
| 73 | 0.939154260658157 | 0.121691478683687 | 0.0608457393418433 |
| 74 | 0.937580824894842 | 0.124838350210315 | 0.0624191751051576 |
| 75 | 0.936178978465675 | 0.127642043068649 | 0.0638210215343247 |
| 76 | 0.944804087890946 | 0.110391824218108 | 0.055195912109054 |
| 77 | 0.943296260705127 | 0.113407478589746 | 0.056703739294873 |
| 78 | 0.9403836510972 | 0.119232697805599 | 0.0596163489027994 |
| 79 | 0.937317620944188 | 0.125364758111624 | 0.062682379055812 |
| 80 | 0.945706220676945 | 0.108587558646109 | 0.0542937793230546 |
| 81 | 0.943341988387974 | 0.113316023224051 | 0.0566580116120256 |
| 82 | 0.950257974273369 | 0.0994840514532628 | 0.0497420257266314 |
| 83 | 0.948318867589442 | 0.103362264821116 | 0.0516811324105579 |
| 84 | 0.945455354013704 | 0.109089291972591 | 0.0545446459862957 |
| 85 | 0.943109387209391 | 0.113781225581217 | 0.0568906127906086 |
| 86 | 0.951440991604003 | 0.0971180167919937 | 0.0485590083959968 |
| 87 | 0.949466505635364 | 0.101066988729272 | 0.0505334943646358 |
| 88 | 0.947040172870376 | 0.105919654259249 | 0.0529598271296244 |
| 89 | 0.94402485715396 | 0.111950285692080 | 0.0559751428460398 |
| 90 | 0.941281780266617 | 0.117436439466766 | 0.0587182197333828 |
| 91 | 0.93813473972391 | 0.123730520552182 | 0.061865260276091 |
| 92 | 0.947357311675844 | 0.105285376648312 | 0.0526426883241561 |
| 93 | 0.944395682111045 | 0.111208635777909 | 0.0556043178889546 |
| 94 | 0.952116080809488 | 0.0957678383810236 | 0.0478839191905118 |
| 95 | 0.948771607387973 | 0.102456785224053 | 0.0512283926120267 |
| 96 | 0.957182261824237 | 0.0856354763515254 | 0.0428177381757627 |
| 97 | 0.955145129624676 | 0.0897097407506471 | 0.0448548703753236 |
| 98 | 0.963175634086165 | 0.0736487318276707 | 0.0368243659138353 |
| 99 | 0.961367944940055 | 0.07726411011989 | 0.038632055059945 |
| 100 | 0.967883051978495 | 0.0642338960430097 | 0.0321169480215048 |
| 101 | 0.973408272745818 | 0.0531834545083636 | 0.0265917272541818 |
| 102 | 0.971558856206851 | 0.0568822875862974 | 0.0284411437931487 |
| 103 | 0.969682626467539 | 0.0606347470649222 | 0.0303173735324611 |
| 104 | 0.967969659134583 | 0.0640606817308348 | 0.0320303408654174 |
| 105 | 0.965828625949146 | 0.0683427481017074 | 0.0341713740508537 |
| 106 | 0.963314197789774 | 0.0733716044204528 | 0.0366858022102264 |
| 107 | 0.97063195193478 | 0.058736096130439 | 0.0293680480652195 |
| 108 | 0.975130752156734 | 0.0497384956865317 | 0.0248692478432659 |
| 109 | 0.973470376315692 | 0.0530592473686155 | 0.0265296236843078 |
| 110 | 0.978374533320262 | 0.0432509333594769 | 0.0216254666797385 |
| 111 | 0.977030722118157 | 0.045938555763686 | 0.022969277881843 |
| 112 | 0.981909084631717 | 0.0361818307365663 | 0.0180909153682831 |
| 113 | 0.980558705739537 | 0.0388825885209269 | 0.0194412942604635 |
| 114 | 0.984205411425686 | 0.0315891771486273 | 0.0157945885743137 |
| 115 | 0.987158123613518 | 0.0256837527729635 | 0.0128418763864818 |
| 116 | 0.986298938367201 | 0.0274021232655971 | 0.0137010616327985 |
| 117 | 0.985400163965729 | 0.0291996720685420 | 0.0145998360342710 |
| 118 | 0.984588923823932 | 0.0308221523521349 | 0.0154110761760675 |
| 119 | 0.987759505922888 | 0.0244809881542239 | 0.0122404940771120 |
| 120 | 0.986808527707778 | 0.0263829445844443 | 0.0131914722922222 |
| 121 | 0.985964510164318 | 0.0280709796713633 | 0.0140354898356816 |
| 122 | 0.984942609693854 | 0.0301147806122910 | 0.0150573903061455 |
| 123 | 0.983840942385483 | 0.032318115229034 | 0.016159057614517 |
| 124 | 0.9864247625732 | 0.0271504748536011 | 0.0135752374268005 |
| 125 | 0.989214696583503 | 0.0215706068329941 | 0.0107853034164971 |
| 126 | 0.991599557030242 | 0.0168008859395149 | 0.00840044296975743 |
| 127 | 0.99097002410888 | 0.0180599517822389 | 0.00902997589111943 |
| 128 | 0.99026028022047 | 0.0194794395590617 | 0.00973971977953084 |
| 129 | 0.989458967839809 | 0.0210820643203824 | 0.0105410321601912 |
| 130 | 0.98858563309893 | 0.0228287338021402 | 0.0114143669010701 |
| 131 | 0.987608761588179 | 0.0247824768236417 | 0.0123912384118209 |
| 132 | 0.98657335564981 | 0.0268532887003785 | 0.0134266443501892 |
| 133 | 0.985387431631666 | 0.0292251367366678 | 0.0146125683683339 |
| 134 | 0.984070422812929 | 0.0318591543741422 | 0.0159295771870711 |
| 135 | 0.982617189881759 | 0.0347656202364822 | 0.0173828101182411 |
| 136 | 0.981016577821317 | 0.0379668443573662 | 0.0189834221786831 |
| 137 | 0.979260733013754 | 0.0414785339724917 | 0.0207392669862458 |
| 138 | 0.977327093512154 | 0.045345812975692 | 0.022672906487846 |
| 139 | 0.975211185318372 | 0.0495776293632566 | 0.0247888146816283 |
| 140 | 0.972886284126922 | 0.054227431746155 | 0.0271137158730775 |
| 141 | 0.970358723587006 | 0.0592825528259879 | 0.0296412764129939 |
| 142 | 0.967576555836892 | 0.0648468883262169 | 0.0324234441631084 |
| 143 | 0.964473711057956 | 0.0710525778840884 | 0.0355262889420442 |
| 144 | 0.961160015323255 | 0.0776799693534895 | 0.0388399846767448 |
| 145 | 0.957626052803923 | 0.0847478943921538 | 0.0423739471960769 |
| 146 | 0.95367424403601 | 0.09265151192798 | 0.04632575596399 |
| 147 | 0.949424666531102 | 0.101150666937795 | 0.0505753334688976 |
| 148 | 0.944820233595478 | 0.110359532809044 | 0.0551797664045222 |
| 149 | 0.939900310570043 | 0.120199378859915 | 0.0600996894299575 |
| 150 | 0.93454102651579 | 0.130917946968420 | 0.0654589734842102 |
| 151 | 0.928628392451354 | 0.142743215097292 | 0.0713716075486462 |
| 152 | 0.922417493013728 | 0.155165013972544 | 0.077582506986272 |
| 153 | 0.9157459030992 | 0.168508193801601 | 0.0842540969008003 |
| 154 | 0.908481891375473 | 0.183036217249055 | 0.0915181086245274 |
| 155 | 0.900842660654923 | 0.198314678690154 | 0.0991573393450772 |
| 156 | 0.892690524040178 | 0.214618951919644 | 0.107309475959822 |
| 157 | 0.884013609211233 | 0.231972781577534 | 0.115986390788767 |
| 158 | 0.87481721971117 | 0.250365560577661 | 0.125182780288830 |
| 159 | 0.865263723778703 | 0.269472552442594 | 0.134736276221297 |
| 160 | 0.854946844902556 | 0.290106310194889 | 0.145053155097444 |
| 161 | 0.844060053099066 | 0.311879893801867 | 0.155939946900934 |
| 162 | 0.832597573960755 | 0.334804852078491 | 0.167402426039245 |
| 163 | 0.820556288214643 | 0.358887423570713 | 0.179443711785357 |
| 164 | 0.80788855854812 | 0.384222882903759 | 0.192111441451879 |
| 165 | 0.794682256223523 | 0.410635487552954 | 0.205317743776477 |
| 166 | 0.780905843405205 | 0.438188313189591 | 0.219094156594795 |
| 167 | 0.766564835374426 | 0.466870329251149 | 0.233435164625574 |
| 168 | 0.752334133391167 | 0.495331733217666 | 0.247665866608833 |
| 169 | 0.74053089450877 | 0.518938210982459 | 0.259469105491230 |
| 170 | 0.724632168399399 | 0.550735663201202 | 0.275367831600601 |
| 171 | 0.70822742659355 | 0.5835451468129 | 0.29177257340645 |
| 172 | 0.69136798485104 | 0.61726403029792 | 0.30863201514896 |
| 173 | 0.674030431186973 | 0.651939137626054 | 0.325969568813027 |
| 174 | 0.656341216100374 | 0.687317567799252 | 0.343658783899626 |
| 175 | 0.638198056400272 | 0.723603887199456 | 0.361801943599728 |
| 176 | 0.619874621787056 | 0.760250756425888 | 0.380125378212944 |
| 177 | 0.60461095710703 | 0.79077808578594 | 0.39538904289297 |
| 178 | 0.655466450885495 | 0.689067098229009 | 0.344533549114505 |
| 179 | 0.637296925442296 | 0.725406149115408 | 0.362703074557704 |
| 180 | 0.618784159546608 | 0.762431680906783 | 0.381215840453392 |
| 181 | 0.602060078575238 | 0.795879842849524 | 0.397939921424762 |
| 182 | 0.650898135727656 | 0.698203728544688 | 0.349101864272344 |
| 183 | 0.63449537604748 | 0.731009247905039 | 0.365504623952520 |
| 184 | 0.680510803074021 | 0.638978393851958 | 0.319489196925979 |
| 185 | 0.725984119822481 | 0.548031760355038 | 0.274015880177519 |
| 186 | 0.765961731688734 | 0.468076536622532 | 0.234038268311266 |
| 187 | 0.800643065825566 | 0.398713868348868 | 0.199356934174434 |
| 188 | 0.787238372828367 | 0.425523254343266 | 0.212761627171633 |
| 189 | 0.773005958572752 | 0.453988082854496 | 0.226994041427248 |
| 190 | 0.758445199744646 | 0.483109600510708 | 0.241554800255354 |
| 191 | 0.743494392816831 | 0.513011214366338 | 0.256505607183169 |
| 192 | 0.72791520441154 | 0.544169591176919 | 0.272084795588459 |
| 193 | 0.711974760417405 | 0.576050479165191 | 0.288025239582595 |
| 194 | 0.695458512560139 | 0.609082974879722 | 0.304541487439861 |
| 195 | 0.678557843383099 | 0.642884313233803 | 0.321442156616901 |
| 196 | 0.72422679510138 | 0.551546409797241 | 0.275773204898620 |
| 197 | 0.76041184611779 | 0.47917630776442 | 0.23958815388221 |
| 198 | 0.79904448966764 | 0.401911020664721 | 0.200955510332360 |
| 199 | 0.83362969043096 | 0.332740619138081 | 0.166370309569040 |
| 200 | 0.867295842044246 | 0.265408315911507 | 0.132704157955753 |
| 201 | 0.893287485810237 | 0.213425028379527 | 0.106712514189763 |
| 202 | 0.915450445135906 | 0.169099109728188 | 0.0845495548640938 |
| 203 | 0.93404541407797 | 0.13190917184406 | 0.06595458592203 |
| 204 | 0.94844343253431 | 0.103113134931378 | 0.0515565674656892 |
| 205 | 0.962459466643075 | 0.0750810667138503 | 0.0375405333569252 |
| 206 | 0.972205714956208 | 0.0555885700875834 | 0.0277942850437917 |
| 207 | 0.979979510429016 | 0.0400409791419688 | 0.0200204895709844 |
| 208 | 0.985745141220483 | 0.0285097175590343 | 0.0142548587795172 |
| 209 | 0.989371065486317 | 0.0212578690273661 | 0.0106289345136831 |
| 210 | 0.99263142613726 | 0.0147371477254812 | 0.0073685738627406 |
| 211 | 0.991660262332313 | 0.0166794753353738 | 0.00833973766768692 |
| 212 | 0.990574098631177 | 0.0188518027376453 | 0.00942590136882263 |
| 213 | 0.989434938816083 | 0.0211301223678346 | 0.0105650611839173 |
| 214 | 0.988068196029869 | 0.0238636079402623 | 0.0119318039701311 |
| 215 | 0.986554923079943 | 0.0268901538401139 | 0.0134450769200569 |
| 216 | 0.984889540002668 | 0.0302209199946636 | 0.0151104599973318 |
| 217 | 0.983054684258356 | 0.0338906314832888 | 0.0169453157416444 |
| 218 | 0.981074941358746 | 0.0378501172825085 | 0.0189250586412542 |
| 219 | 0.97882734800606 | 0.0423453039878808 | 0.0211726519939404 |
| 220 | 0.9765556713243 | 0.0468886573513982 | 0.0234443286756991 |
| 221 | 0.973810824119115 | 0.0523783517617699 | 0.0261891758808850 |
| 222 | 0.970840216887307 | 0.0583195662253864 | 0.0291597831126932 |
| 223 | 0.967592519490287 | 0.0648149610194251 | 0.0324074805097126 |
| 224 | 0.964102291040412 | 0.0717954179191767 | 0.0358977089595883 |
| 225 | 0.96023659043658 | 0.079526819126841 | 0.0397634095634205 |
| 226 | 0.956108472612164 | 0.0877830547756713 | 0.0438915273878356 |
| 227 | 0.951590485890376 | 0.0968190282192473 | 0.0484095141096237 |
| 228 | 0.946640963467163 | 0.106718073065674 | 0.053359036532837 |
| 229 | 0.941175730449856 | 0.117648539100289 | 0.0588242695501444 |
| 230 | 0.935392763243068 | 0.129214473513864 | 0.0646072367569318 |
| 231 | 0.929003342900299 | 0.141993314199403 | 0.0709966570997014 |
| 232 | 0.922470909095856 | 0.155058181808287 | 0.0775290909041435 |
| 233 | 0.915306030649126 | 0.169387938701748 | 0.0846939693508739 |
| 234 | 0.907614773240062 | 0.184770453519876 | 0.0923852267599379 |
| 235 | 0.89944036334998 | 0.201119273300040 | 0.100559636650020 |
| 236 | 0.890749725264943 | 0.218500549470114 | 0.109250274735057 |
| 237 | 0.881519049815288 | 0.236961900369424 | 0.118480950184712 |
| 238 | 0.871814092671043 | 0.256371814657914 | 0.128185907328957 |
| 239 | 0.861490907674946 | 0.277018184650109 | 0.138509092325055 |
| 240 | 0.850611723462048 | 0.298776553075905 | 0.149388276537952 |
| 241 | 0.839174139899744 | 0.321651720200513 | 0.160825860100256 |
| 242 | 0.827122763505322 | 0.345754472989356 | 0.172877236494678 |
| 243 | 0.814567007836462 | 0.370865984327077 | 0.185432992163539 |
| 244 | 0.801586479218657 | 0.396827041562686 | 0.198413520781343 |
| 245 | 0.787657883774915 | 0.42468423245017 | 0.212342116225085 |
| 246 | 0.8254868214287 | 0.3490263571426 | 0.1745131785713 |
| 247 | 0.859179676257404 | 0.281640647485192 | 0.140820323742596 |
| 248 | 0.847963930590963 | 0.304072138818074 | 0.152036069409037 |
| 249 | 0.878988907955191 | 0.242022184089618 | 0.121011092044809 |
| 250 | 0.905689463788143 | 0.188621072423714 | 0.094310536211857 |
| 251 | 0.897424702315475 | 0.205150595369050 | 0.102575297684525 |
| 252 | 0.921352894101782 | 0.157294211796436 | 0.078647105898218 |
| 253 | 0.913617002895748 | 0.172765994208505 | 0.0863829971042523 |
| 254 | 0.905631327003912 | 0.188737345992177 | 0.0943686729960883 |
| 255 | 0.896771381941576 | 0.206457236116847 | 0.103228618058424 |
| 256 | 0.887476195714101 | 0.225047608571798 | 0.112523804285899 |
| 257 | 0.877996681866048 | 0.244006636267904 | 0.122003318133952 |
| 258 | 0.868910489355307 | 0.262179021289386 | 0.131089510644693 |
| 259 | 0.898149938717625 | 0.203700122564749 | 0.101850061282375 |
| 260 | 0.888853429111839 | 0.222293141776322 | 0.111146570888161 |
| 261 | 0.915155964920497 | 0.169688070159006 | 0.0848440350795028 |
| 262 | 0.936949567374713 | 0.126100865250573 | 0.0630504326252867 |
| 263 | 0.93029515051095 | 0.139409698978100 | 0.0697048494890502 |
| 264 | 0.923583265153063 | 0.152833469693873 | 0.0764167348469366 |
| 265 | 0.944005602466485 | 0.111988795067030 | 0.0559943975335152 |
| 266 | 0.937870882655322 | 0.124258234689356 | 0.062129117344678 |
| 267 | 0.955505682136244 | 0.0889886357275117 | 0.0444943178637559 |
| 268 | 0.950410653664835 | 0.0991786926703307 | 0.0495893463351654 |
| 269 | 0.965376291564882 | 0.0692474168702362 | 0.0346237084351181 |
| 270 | 0.961053587551257 | 0.077892824897486 | 0.038946412448743 |
| 271 | 0.973551452535893 | 0.052897094928213 | 0.0264485474641065 |
| 272 | 0.982751433048788 | 0.0344971339024234 | 0.0172485669512117 |
| 273 | 0.989245989554913 | 0.0215080208901729 | 0.0107540104450864 |
| 274 | 0.98762886278796 | 0.0247422744240817 | 0.0123711372120409 |
| 275 | 0.985738154844585 | 0.0285236903108291 | 0.0142618451554146 |
| 276 | 0.98381653770922 | 0.032366924581559 | 0.0161834622907795 |
| 277 | 0.98168994920331 | 0.0366201015933806 | 0.0183100507966903 |
| 278 | 0.979038836558938 | 0.0419223268821231 | 0.0209611634410616 |
| 279 | 0.984681569036243 | 0.0306368619275143 | 0.0153184309637572 |
| 280 | 0.982443794000095 | 0.0351124119998095 | 0.0175562059999048 |
| 281 | 0.989132941043249 | 0.0217341179135025 | 0.0108670589567512 |
| 282 | 0.987418469061586 | 0.0251630618768284 | 0.0125815309384142 |
| 283 | 0.985893708609318 | 0.0282125827813641 | 0.0141062913906821 |
| 284 | 0.983738964959987 | 0.0325220700800269 | 0.0162610350400134 |
| 285 | 0.98130634322559 | 0.0373873135488199 | 0.0186936567744100 |
| 286 | 0.97856510563872 | 0.0428697887225613 | 0.0214348943612807 |
| 287 | 0.98654204547354 | 0.0269159090529216 | 0.0134579545264608 |
| 288 | 0.984446841994842 | 0.0311063160103151 | 0.0155531580051576 |
| 289 | 0.990753619754304 | 0.0184927604913927 | 0.00924638024569634 |
| 290 | 0.98956872795971 | 0.0208625440805786 | 0.0104312720402893 |
| 291 | 0.994125730874535 | 0.0117485382509292 | 0.00587426912546458 |
| 292 | 0.993144076330074 | 0.0137118473398520 | 0.00685592366992598 |
| 293 | 0.991950344994077 | 0.0160993100118466 | 0.0080496550059233 |
| 294 | 0.990537188825867 | 0.0189256223482658 | 0.00946281117413288 |
| 295 | 0.988979501944938 | 0.022040996110124 | 0.011020498055062 |
| 296 | 0.993421543690865 | 0.0131569126182706 | 0.00657845630913531 |
| 297 | 0.992216131256865 | 0.0155677374862701 | 0.00778386874313504 |
| 298 | 0.995885860543872 | 0.00822827891225661 | 0.00411413945612830 |
| 299 | 0.995072140334885 | 0.0098557193302295 | 0.00492785966511475 |
| 300 | 0.994116396632975 | 0.0117672067340497 | 0.00588360336702486 |
| 301 | 0.99700332819832 | 0.00599334360336182 | 0.00299667180168091 |
| 302 | 0.996378615047577 | 0.00724276990484546 | 0.00362138495242273 |
| 303 | 0.995635012337727 | 0.00872997532454557 | 0.00436498766227279 |
| 304 | 0.997920697461855 | 0.00415860507629041 | 0.00207930253814520 |
| 305 | 0.997572640030593 | 0.0048547199388139 | 0.00242735996940695 |
| 306 | 0.997056471193635 | 0.00588705761273067 | 0.00294352880636533 |
| 307 | 0.99869567661027 | 0.00260864677945864 | 0.00130432338972932 |
| 308 | 0.999456641276591 | 0.00108671744681796 | 0.00054335872340898 |
| 309 | 0.999328895287832 | 0.00134220942433542 | 0.000671104712167709 |
| 310 | 0.999762082556382 | 0.000475834887236378 | 0.000237917443618189 |
| 311 | 0.99992809291982 | 0.000143814160361325 | 7.19070801806626e-05 |
| 312 | 0.999915493156313 | 0.000169013687374366 | 8.45068436871829e-05 |
| 313 | 0.999978803762368 | 4.23924752644932e-05 | 2.11962376322466e-05 |
| 314 | 0.999995418899956 | 9.16220008900376e-06 | 4.58110004450188e-06 |
| 315 | 0.999993619077338 | 1.27618453234982e-05 | 6.3809226617491e-06 |
| 316 | 0.99999124413754 | 1.75117249186788e-05 | 8.75586245933942e-06 |
| 317 | 0.999987861459592 | 2.42770808156938e-05 | 1.21385404078469e-05 |
| 318 | 0.999983556501724 | 3.28869965520303e-05 | 1.64434982760152e-05 |
| 319 | 0.99997751157696 | 4.49768460799158e-05 | 2.24884230399579e-05 |
| 320 | 0.999969164992928 | 6.16700141434448e-05 | 3.08350070717224e-05 |
| 321 | 0.999957900781097 | 8.41984378067971e-05 | 4.20992189033985e-05 |
| 322 | 0.99994276920976 | 0.000114461580482099 | 5.72307902410495e-05 |
| 323 | 0.99992253739742 | 0.000154925205160899 | 7.74626025804495e-05 |
| 324 | 0.99998390246276 | 3.21950744805837e-05 | 1.60975372402919e-05 |
| 325 | 0.999977552514471 | 4.48949710577736e-05 | 2.24474855288868e-05 |
| 326 | 0.999968900057112 | 6.21998857762713e-05 | 3.10999428881357e-05 |
| 327 | 0.999994861738357 | 1.02765232854047e-05 | 5.13826164270234e-06 |
| 328 | 0.999999418136161 | 1.16372767707247e-06 | 5.81863838536235e-07 |
| 329 | 0.999999126898914 | 1.74620217121988e-06 | 8.7310108560994e-07 |
| 330 | 0.999998696195096 | 2.60760980851703e-06 | 1.30380490425851e-06 |
| 331 | 0.999998062505967 | 3.87498806532977e-06 | 1.93749403266488e-06 |
| 332 | 0.999997135014057 | 5.72997188616438e-06 | 2.86498594308219e-06 |
| 333 | 0.999995784650691 | 8.4306986174375e-06 | 4.21534930871875e-06 |
| 334 | 0.999993861790794 | 1.22764184124537e-05 | 6.13820920622684e-06 |
| 335 | 0.999991077786427 | 1.78444271453947e-05 | 8.92221357269734e-06 |
| 336 | 0.999987127133935 | 2.57457321298495e-05 | 1.28728660649247e-05 |
| 337 | 0.999985758113961 | 2.84837720771612e-05 | 1.42418860385806e-05 |
| 338 | 0.99997946044826 | 4.10791034796756e-05 | 2.05395517398378e-05 |
| 339 | 0.99997056366318 | 5.88726736394328e-05 | 2.94363368197164e-05 |
| 340 | 0.999958784423076 | 8.24311538480494e-05 | 4.12155769240247e-05 |
| 341 | 0.99994267679745 | 0.000114646405101317 | 5.73232025506584e-05 |
| 342 | 0.999919061240736 | 0.000161877518528107 | 8.09387592640536e-05 |
| 343 | 0.9998863540133 | 0.00022729197339967 | 0.000113645986699835 |
| 344 | 0.999841329327556 | 0.000317341344888115 | 0.000158670672444058 |
| 345 | 0.999803522170762 | 0.000392955658475736 | 0.000196477829237868 |
| 346 | 0.999728108158627 | 0.000543783682745117 | 0.000271891841372559 |
| 347 | 0.999628686670371 | 0.00074262665925806 | 0.00037131332962903 |
| 348 | 0.999492105829932 | 0.00101578834013654 | 0.000507894170068271 |
| 349 | 0.9993094108287 | 0.00138117834259986 | 0.000690589171299928 |
| 350 | 0.999080300787672 | 0.00183939842465596 | 0.000919699212327978 |
| 351 | 0.998787217305882 | 0.00242556538823585 | 0.00121278269411792 |
| 352 | 0.998399812574656 | 0.00320037485068836 | 0.00160018742534418 |
| 353 | 0.997902802116408 | 0.00419439576718485 | 0.00209719788359243 |
| 354 | 0.997234964769387 | 0.00553007046122554 | 0.00276503523061277 |
| 355 | 0.996373048482796 | 0.0072539030344083 | 0.00362695151720415 |
| 356 | 0.99527262538759 | 0.00945474922481797 | 0.00472737461240898 |
| 357 | 0.99440728337173 | 0.011185433256541 | 0.0055927166282705 |
| 358 | 0.99278189908708 | 0.0144362018258407 | 0.00721810091292035 |
| 359 | 0.990744839598092 | 0.0185103208038164 | 0.00925516040190819 |
| 360 | 0.98821086159326 | 0.0235782768134785 | 0.0117891384067392 |
| 361 | 0.98514531499309 | 0.0297093700138203 | 0.0148546850069102 |
| 362 | 0.981327346669746 | 0.0373453066605073 | 0.0186726533302536 |
| 363 | 0.976685837769355 | 0.0466283244612897 | 0.0233141622306448 |
| 364 | 0.99031915319126 | 0.0193616936174800 | 0.00968084680874002 |
| 365 | 0.987698701365317 | 0.0246025972693663 | 0.0123012986346831 |
| 366 | 0.984283599566408 | 0.0314328008671839 | 0.0157164004335920 |
| 367 | 0.980065984099153 | 0.0398680318016931 | 0.0199340159008465 |
| 368 | 0.974901374521064 | 0.0501972509578717 | 0.0250986254789359 |
| 369 | 0.96863152172233 | 0.0627369565553397 | 0.0313684782776698 |
| 370 | 0.962031331134041 | 0.075937337731917 | 0.0379686688659585 |
| 371 | 0.953212440216567 | 0.0935751195668656 | 0.0467875597834328 |
| 372 | 0.9460038120946 | 0.107992375810799 | 0.0539961879053996 |
| 373 | 0.9345460345029 | 0.130907930994200 | 0.0654539654970999 |
| 374 | 0.920886231779717 | 0.158227536440566 | 0.0791137682202832 |
| 375 | 0.905183419446609 | 0.189633161106783 | 0.0948165805533913 |
| 376 | 0.8872334582029 | 0.225533083594199 | 0.112766541797100 |
| 377 | 0.870512278387817 | 0.258975443224365 | 0.129487721612183 |
| 378 | 0.84934299433274 | 0.301314011334521 | 0.150657005667261 |
| 379 | 0.82531108911506 | 0.349377821769881 | 0.174688910884940 |
| 380 | 0.798213483980521 | 0.403573032038958 | 0.201786516019479 |
| 381 | 0.768694900032738 | 0.462610199934523 | 0.231305099967262 |
| 382 | 0.753409084559674 | 0.493181830880652 | 0.246590915440326 |
| 383 | 0.761688085436812 | 0.476623829126377 | 0.238311914563188 |
| 384 | 0.728943170284056 | 0.542113659431888 | 0.271056829715944 |
| 385 | 0.69917976298302 | 0.601640474033961 | 0.300820237016981 |
| 386 | 0.670955612633416 | 0.658088774733168 | 0.329044387366584 |
| 387 | 0.635388272532908 | 0.729223454934184 | 0.364611727467092 |
| 388 | 0.597830669150211 | 0.804338661699578 | 0.402169330849789 |
| 389 | 0.55914330309401 | 0.88171339381198 | 0.44085669690599 |
| 390 | 0.525064993184801 | 0.949870013630398 | 0.474935006815199 |
| 391 | 0.488411661278533 | 0.976823322557067 | 0.511588338721467 |
| 392 | 0.450939456921287 | 0.901878913842574 | 0.549060543078713 |
| 393 | 0.41193333474429 | 0.82386666948858 | 0.58806666525571 |
| 394 | 0.377049891886565 | 0.754099783773129 | 0.622950108113435 |
| 395 | 0.533942558749412 | 0.932114882501176 | 0.466057441250588 |
| 396 | 0.4961295704876 | 0.9922591409752 | 0.5038704295124 |
| 397 | 0.462894063685088 | 0.925788127370177 | 0.537105936314912 |
| 398 | 0.52408833307134 | 0.95182333385732 | 0.47591166692866 |
| 399 | 0.482162388348925 | 0.96432477669785 | 0.517837611651075 |
| 400 | 0.481412155836136 | 0.962824311672272 | 0.518587844163864 |
| 401 | 0.436086716185822 | 0.872173432371643 | 0.563913283814178 |
| 402 | 0.39992287597753 | 0.79984575195506 | 0.60007712402247 |
| 403 | 0.366833962370708 | 0.733667924741417 | 0.633166037629292 |
| 404 | 0.502901139392099 | 0.994197721215802 | 0.497098860607901 |
| 405 | 0.455656362100233 | 0.911312724200466 | 0.544343637899767 |
| 406 | 0.410025294097434 | 0.820050588194869 | 0.589974705902566 |
| 407 | 0.366123768087232 | 0.732247536174464 | 0.633876231912768 |
| 408 | 0.338117268002456 | 0.676234536004912 | 0.661882731997544 |
| 409 | 0.312918702115175 | 0.62583740423035 | 0.687081297884825 |
| 410 | 0.268171516022282 | 0.536343032044565 | 0.731828483977718 |
| 411 | 0.226649165534875 | 0.45329833106975 | 0.773350834465125 |
| 412 | 0.278073523319280 | 0.556147046638561 | 0.72192647668072 |
| 413 | 0.371513392273341 | 0.743026784546683 | 0.628486607726659 |
| 414 | 0.544211108019243 | 0.911577783961513 | 0.455788891980757 |
| 415 | 0.460540587743785 | 0.92108117548757 | 0.539459412256215 |
| 416 | 0.377617748746617 | 0.755235497493235 | 0.622382251253383 |
| 417 | 0.373385857266378 | 0.746771714532756 | 0.626614142733622 |
| 418 | 0.621700139027151 | 0.756599721945697 | 0.378299860972849 |
| 419 | 0.518139762705571 | 0.963720474588857 | 0.481860237294429 |
| 420 | 0.404320523054231 | 0.808641046108463 | 0.595679476945769 |
| 421 | 0.290781510702013 | 0.581563021404027 | 0.709218489297987 |
| 422 | 0.208577221967904 | 0.417154443935807 | 0.791422778032096 |
| 423 | 0.87814846454887 | 0.243703070902261 | 0.121851535451130 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 58 | 0.139423076923077 | NOK |
| 5% type I error level | 141 | 0.338942307692308 | NOK |
| 10% type I error level | 182 | 0.4375 | NOK |
