Multiple Linear Regression - Estimated Regression Equation |
Q1_2[t] = + 1.40959032447186 + 0.214052726496256Q1_3[t] -0.221309515615679Q1_5[t] + 0.139321285447932Q1_7[t] -0.170063333558011Q1_8[t] + 0.0973404013927267Q1_12[t] + 0.533060442743739Q1_16[t] + 0.000288089514899795Q1_22[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) | 1.40959032447186 | 0.743998 | 1.8946 | 0.060018 | 0.030009 |
Q1_3 | 0.214052726496256 | 0.080117 | 2.6718 | 0.008357 | 0.004179 |
Q1_5 | -0.221309515615679 | 0.116417 | -1.901 | 0.059169 | 0.029584 |
Q1_7 | 0.139321285447932 | 0.073452 | 1.8968 | 0.05973 | 0.029865 |
Q1_8 | -0.170063333558011 | 0.114261 | -1.4884 | 0.138695 | 0.069348 |
Q1_12 | 0.0973404013927267 | 0.097946 | 0.9938 | 0.321873 | 0.160937 |
Q1_16 | 0.533060442743739 | 0.086151 | 6.1875 | 0 | 0 |
Q1_22 | 0.000288089514899795 | 0.099806 | 0.0029 | 0.997701 | 0.49885 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.589668535792311 |
R-squared | 0.347708982103448 |
Adjusted R-squared | 0.318059390380877 |
F-TEST (value) | 11.7272772373036 |
F-TEST (DF numerator) | 7 |
F-TEST (DF denominator) | 154 |
p-value | 6.46072084720117e-12 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.987559040203053 |
Sum Squared Residuals | 150.192020114564 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 7 | 6.30223568476263 | 0.69776431523737 |
2 | 5 | 5.08296998996925 | -0.0829699899692469 |
3 | 6 | 4.15853669805182 | 1.84146330194818 |
4 | 4 | 4.57517290520693 | -0.575172905206927 |
5 | 5 | 4.78922563170318 | 0.210774368296816 |
6 | 6 | 6.1093019091349 | -0.109301909134906 |
7 | 7 | 6.30194759524773 | 0.698052404752275 |
8 | 6 | 5.12753556193729 | 0.872464438062708 |
9 | 6 | 5.84229094436362 | 0.157709055636378 |
10 | 6 | 5.05251603137407 | 0.947483968625932 |
11 | 5 | 4.06089617704264 | 0.939103822957362 |
12 | 5 | 5.4158012300747 | -0.415801230074696 |
13 | 4 | 4.3798462136675 | -0.379846213667498 |
14 | 6 | 5.38166534427027 | 0.618334655729733 |
15 | 6 | 6.08818295826637 | -0.0881829582663672 |
16 | 5 | 5.41962647583965 | -0.419626475839649 |
17 | 3 | 4.06089617704264 | -1.06089617704264 |
18 | 7 | 5.76917524201888 | 1.23082475798112 |
19 | 3 | 5.76917524201888 | -2.76917524201888 |
20 | 5 | 5.29154402633684 | -0.291544026336844 |
21 | 3 | 3.90746327822184 | -0.90746327822184 |
22 | 5 | 6.13070273930874 | -1.13070273930874 |
23 | 2 | 1.93923857557690 | 0.060761424423105 |
24 | 6 | 8.11940247417162 | -2.11940247417162 |
25 | 3 | 2.51055694355458 | 0.489443056445417 |
26 | 6 | 5.51055694355458 | 0.489443056445417 |
27 | 6 | 5.63484026454517 | 0.365159735454828 |
28 | 5 | 4.97778459032574 | 0.0222154096742560 |
29 | 5 | 2.91319474592614 | 2.08680525407386 |
30 | 7 | 6.72489775956574 | 0.275102240434261 |
31 | 6 | 6.40226579573163 | -0.402265795731630 |
32 | 5 | 4.81661230614975 | 0.183387693850248 |
33 | 5 | 5.28872397395144 | -0.288723973951436 |
34 | 4 | 5.18850115875027 | -1.18850115875027 |
35 | 4 | 2.92825882763622 | 1.07174117236378 |
36 | 6 | 6.02206207277889 | -0.0220620727788895 |
37 | 5 | 4.95689604934948 | 0.0431039506505178 |
38 | 5 | 4.30223568476262 | 0.697764315237376 |
39 | 7 | 7.40589004331826 | -0.405890043318256 |
40 | 5 | 5.09679351382721 | -0.0967935138272135 |
41 | 5 | 4.73452085680728 | 0.265479143192721 |
42 | 6 | 6.06786820259905 | -0.0678682025990474 |
43 | 5 | 5.3550105141873 | -0.355010514187305 |
44 | 6 | 4.11348162818705 | 1.88651837181295 |
45 | 7 | 5.61448780321773 | 1.38551219678227 |
46 | 5 | 4.12381260311604 | 0.876187396883964 |
47 | 5 | 4.87907883408421 | 0.120921165915790 |
48 | 5 | 3.78922563170318 | 1.21077436829682 |
49 | 6 | 8.00440171474859 | -2.00440171474859 |
50 | 2 | 2.25587709944454 | -0.255877099444545 |
51 | 4 | 5.12333513532087 | -1.12333513532087 |
52 | 4 | 2.80075255716321 | 1.19924744283679 |
53 | 6 | 7.6446652607054 | -1.64466526070540 |
54 | 3 | 2.62956586705605 | 0.370434132943947 |
55 | 6 | 5.18059848087687 | 0.819401519123126 |
56 | 6 | 5.91290665641124 | 0.0870933435887634 |
57 | 5 | 4.76888715250398 | 0.231112847496015 |
58 | 6 | 10.1267289730152 | -4.12672897301521 |
59 | 1 | 0.69165482041818 | 0.30834517958182 |
60 | 5 | 2.45463533433845 | 2.54536466566155 |
61 | 7 | 7.1817915471502 | -0.181791547150197 |
62 | 4 | 3.97749650081084 | 0.0225034991891557 |
63 | 5 | 3.76315568479969 | 1.23684431520031 |
64 | 6 | 6.34806553811466 | -0.348065538114661 |
65 | 4 | 3.40589004331826 | 0.594109956681744 |
66 | 6 | 5.68291687551053 | 0.317083124489466 |
67 | 6 | 6.27647994462676 | -0.276479944626764 |
68 | 5 | 4.88245269781606 | 0.117547302183942 |
69 | 5 | 6.84075990327575 | -1.84075990327575 |
70 | 3 | 2.95747222837928 | 0.0425277716207182 |
71 | 5 | 4.4158012300747 | 0.584198769925304 |
72 | 6 | 6.68291687551053 | -0.682916875510534 |
73 | 5 | 4.95003252094637 | 0.0499674790536287 |
74 | 6 | 5.86651564341161 | 0.133484356588389 |
75 | 6 | 6.35120899195423 | -0.351208991954231 |
76 | 4 | 3.99783498001004 | 0.00216501998995678 |
77 | 4 | 3.33316711115297 | 0.666832888847027 |
78 | 6 | 4.76917524201888 | 1.23082475798112 |
79 | 7 | 7.66578421157393 | -0.665784211573933 |
80 | 4 | 5.47143474977593 | -1.47143474977593 |
81 | 5 | 4.05222794185917 | 0.947772058140831 |
82 | 6 | 5.37152374762155 | 0.628476252378449 |
83 | 6 | 6.938950486062 | -0.938950486061995 |
84 | 5 | 7.09861025070913 | -2.09861025070913 |
85 | 3 | 1.51084503306948 | 1.48915496693052 |
86 | 7 | 6.65246291691536 | 0.347537083084645 |
87 | 6 | 5.86718525569747 | 0.132814744302533 |
88 | 4 | 4.86661147038852 | -0.866611470388524 |
89 | 4 | 3.92883500666602 | 0.0711649933339847 |
90 | 5 | 5.83215565814372 | -0.832155658143717 |
91 | 3 | 1.76497481540246 | 1.23502518459754 |
92 | 7 | 6.8242466698415 | 0.175753330158494 |
93 | 6 | 5.62956586705605 | 0.370434132943947 |
94 | 6 | 6.5121987995109 | -0.512198799510906 |
95 | 4 | 4.23611479927515 | -0.236114799275146 |
96 | 5 | 4.58528838460291 | 0.414711615397093 |
97 | 6 | 5.78692903330524 | 0.213070966694757 |
98 | 5 | 3.68951892218834 | 1.31048107781166 |
99 | 6 | 5.91267957247085 | 0.0873204275291543 |
100 | 6 | 7.37181183713645 | -1.37181183713645 |
101 | 4 | 4.12667129339259 | -0.126671293392593 |
102 | 5 | 4.10823334795067 | 0.891766652049334 |
103 | 6 | 6.58557647411781 | -0.585576474117807 |
104 | 5 | 5.00823854892092 | -0.00823854892092293 |
105 | 5 | 5.9816098360907 | -0.981609836090697 |
106 | 4 | 4.74494814925004 | -0.744948149250038 |
107 | 4 | 2.76574037271253 | 1.23425962728747 |
108 | 6 | 6.88427182841883 | -0.884271828418827 |
109 | 5 | 4.58557647411781 | 0.414423525882193 |
110 | 6 | 7.30223568476262 | -1.30223568476262 |
111 | 5 | 4.65246291691536 | 0.347537083084645 |
112 | 6 | 6.038980597031 | -0.0389805970310015 |
113 | 5 | 5.2121757960212 | -0.212175796021199 |
114 | 4 | 3.76917524201888 | 0.230824757981116 |
115 | 6 | 6.02905688963615 | -0.0290568896361497 |
116 | 4 | 2.6179193465722 | 1.38208065342780 |
117 | 5 | 5.19824725049979 | -0.198247250499793 |
118 | 5 | 4.03084750926533 | 0.969152490734675 |
119 | 6 | 6.87995180677858 | -0.879951806778578 |
120 | 3 | 3.71449419065486 | -0.71449419065486 |
121 | 5 | 4.69159714079556 | 0.308402859204443 |
122 | 4 | 2.32030128909576 | 1.67969871090424 |
123 | 5 | 4.30223568476262 | 0.697764315237376 |
124 | 5 | 5.57860777451328 | -0.578607774513283 |
125 | 7 | 5.34078169951147 | 1.65921830048853 |
126 | 5 | 4.27356357472758 | 0.726436425272415 |
127 | 7 | 6.90803945725164 | 0.0919605427483604 |
128 | 5 | 4.58557647411781 | 0.414423525882193 |
129 | 4 | 3.96012423229544 | 0.0398757677045588 |
130 | 6 | 7.07749129984059 | -1.07749129984059 |
131 | 4 | 3.47980388019258 | 0.520196119807415 |
132 | 4 | 4.6683999713198 | -0.668399971319801 |
133 | 4 | 3.28946580772963 | 0.710534192270373 |
134 | 4 | 3.28030519039172 | 0.719694809608282 |
135 | 6 | 5.54555753959788 | 0.454442460402119 |
136 | 6 | 7.56697010771707 | -1.56697010771707 |
137 | 5 | 4.62956586705605 | 0.370434132943947 |
138 | 3 | 3.29154402633684 | -0.291544026336844 |
139 | 6 | 6.59285938048997 | -0.592859380489967 |
140 | 5 | 5.11156950602239 | -0.111569506022393 |
141 | 4 | 5.73369769340686 | -1.73369769340686 |
142 | 5 | 5.23220246217362 | -0.232202462173619 |
143 | 2 | 0.879894276693928 | 1.12010572330607 |
144 | 5 | 5.83817521536291 | -0.838175215362912 |
145 | 7 | 8.24985123179654 | -1.24985123179654 |
146 | 4 | 3.42974195523563 | 0.570258044764371 |
147 | 4 | 3.22257936493208 | 0.777420635067921 |
148 | 7 | 7.15167316964871 | -0.151673169648707 |
149 | 6 | 5.84075990327575 | 0.159240096724248 |
150 | 5 | 5.72719435796368 | -0.727194357963679 |
151 | 5 | 4.42773344635259 | 0.572266553647411 |
152 | 5 | 5.30223568476262 | -0.302235684762623 |
153 | 7 | 6.79962920061406 | 0.200370799385937 |
154 | 6 | 6.0012698493164 | -0.00126984931639935 |
155 | 6 | 9.46160735989486 | -3.46160735989486 |
156 | 5 | 4.68898883437378 | 0.31101116562622 |
157 | 2 | 1.82424666984151 | 0.175753330158494 |
158 | 4 | 4.44596709915498 | -0.445967099154975 |
159 | 6 | 5.121804094233 | 0.878195905767004 |
160 | 5 | 4.69885392991498 | 0.301146070085020 |
161 | 5 | 5.94422488355112 | -0.944224883551115 |
162 | 5 | 4.96689196521231 | 0.0331080347876898 |
163 | 4 | NA | NA |
164 | 4 | NA | NA |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
11 | 0.0396478784904319 | 0.0792957569808637 | 0.960352121509568 |
12 | 0.0962910106905559 | 0.192582021381112 | 0.903708989309444 |
13 | 0.311465784700262 | 0.622931569400525 | 0.688534215299738 |
14 | 0.200615315331795 | 0.401230630663589 | 0.799384684668205 |
15 | 0.132027095428362 | 0.264054190856724 | 0.867972904571638 |
16 | 0.0896774961384443 | 0.179354992276889 | 0.910322503861556 |
17 | 0.120800283147769 | 0.241600566295539 | 0.87919971685223 |
18 | 0.0813541184464132 | 0.162708236892826 | 0.918645881553587 |
19 | 0.82715554764775 | 0.345688904704499 | 0.172844452352249 |
20 | 0.776101474717416 | 0.447797050565167 | 0.223898525282584 |
21 | 0.73046901970177 | 0.53906196059646 | 0.26953098029823 |
22 | 0.720722080805013 | 0.558555838389973 | 0.279277919194987 |
23 | 0.651733569912669 | 0.696532860174662 | 0.348266430087331 |
24 | 0.638725609883142 | 0.722548780233716 | 0.361274390116858 |
25 | 0.595864142767584 | 0.808271714464832 | 0.404135857232416 |
26 | 0.540585499137858 | 0.918829001724285 | 0.459414500862142 |
27 | 0.470876834464128 | 0.941753668928257 | 0.529123165535872 |
28 | 0.407131433209109 | 0.814262866418217 | 0.592868566790891 |
29 | 0.60308850262733 | 0.793822994745339 | 0.396911497372669 |
30 | 0.539745074116958 | 0.920509851766084 | 0.460254925883042 |
31 | 0.504230767435402 | 0.991538465129196 | 0.495769232564598 |
32 | 0.512306784248484 | 0.975386431503032 | 0.487693215751516 |
33 | 0.46502189154861 | 0.93004378309722 | 0.53497810845139 |
34 | 0.438965410044033 | 0.877930820088065 | 0.561034589955967 |
35 | 0.405317894252058 | 0.810635788504116 | 0.594682105747942 |
36 | 0.349377098280012 | 0.698754196560023 | 0.650622901719988 |
37 | 0.333791801770453 | 0.667583603540906 | 0.666208198229547 |
38 | 0.293609683930772 | 0.587219367861544 | 0.706390316069228 |
39 | 0.258752655135572 | 0.517505310271143 | 0.741247344864428 |
40 | 0.214230930219794 | 0.428461860439588 | 0.785769069780206 |
41 | 0.175429762540815 | 0.350859525081631 | 0.824570237459185 |
42 | 0.141757674798527 | 0.283515349597055 | 0.858242325201472 |
43 | 0.112443431114408 | 0.224886862228817 | 0.887556568885592 |
44 | 0.232691907382714 | 0.465383814765428 | 0.767308092617286 |
45 | 0.251470831386039 | 0.502941662772079 | 0.74852916861396 |
46 | 0.309383670672473 | 0.618767341344947 | 0.690616329327527 |
47 | 0.267510461504391 | 0.535020923008781 | 0.73248953849561 |
48 | 0.264886816721733 | 0.529773633443465 | 0.735113183278267 |
49 | 0.542738797118694 | 0.914522405762612 | 0.457261202881306 |
50 | 0.501967396585043 | 0.996065206829914 | 0.498032603414957 |
51 | 0.563340311785777 | 0.873319376428445 | 0.436659688214223 |
52 | 0.557459093077988 | 0.885081813844024 | 0.442540906922012 |
53 | 0.649262063331203 | 0.701475873337594 | 0.350737936668797 |
54 | 0.605441643128089 | 0.789116713743822 | 0.394558356871911 |
55 | 0.614217192167306 | 0.771565615665389 | 0.385782807832694 |
56 | 0.566124142509879 | 0.867751714980241 | 0.433875857490121 |
57 | 0.518580866640026 | 0.962838266719947 | 0.481419133359973 |
58 | 0.969183959089182 | 0.0616320818216357 | 0.0308160409108179 |
59 | 0.961594537908143 | 0.0768109241837136 | 0.0384054620918568 |
60 | 0.993035549429039 | 0.0139289011419221 | 0.00696445057096103 |
61 | 0.99093524304124 | 0.0181295139175214 | 0.00906475695876071 |
62 | 0.987672845333294 | 0.0246543093334116 | 0.0123271546667058 |
63 | 0.989873848488257 | 0.0202523030234859 | 0.0101261515117430 |
64 | 0.986859801115851 | 0.0262803977682979 | 0.0131401988841490 |
65 | 0.984038745691762 | 0.0319225086164766 | 0.0159612543082383 |
66 | 0.979323801556637 | 0.0413523968867266 | 0.0206761984433633 |
67 | 0.973455235528415 | 0.0530895289431691 | 0.0265447644715846 |
68 | 0.965481331116172 | 0.0690373377676552 | 0.0345186688838276 |
69 | 0.980366502286858 | 0.0392669954262848 | 0.0196334977131424 |
70 | 0.97406838579674 | 0.0518632284065199 | 0.0259316142032599 |
71 | 0.968836654928082 | 0.0623266901438363 | 0.0311633450719182 |
72 | 0.963359258438616 | 0.0732814831227673 | 0.0366407415613836 |
73 | 0.953696701873898 | 0.0926065962522045 | 0.0463032981261023 |
74 | 0.941651290013517 | 0.116697419972966 | 0.058348709986483 |
75 | 0.928432656359752 | 0.143134687280496 | 0.0715673436402482 |
76 | 0.91103263021982 | 0.177934739560361 | 0.0889673697801805 |
77 | 0.902163012919437 | 0.195673974161125 | 0.0978369870805625 |
78 | 0.912424742464716 | 0.175150515070567 | 0.0875752575352835 |
79 | 0.902059040525485 | 0.195881918949031 | 0.0979409594745153 |
80 | 0.927619967680802 | 0.144760064638395 | 0.0723800323191975 |
81 | 0.926281406015207 | 0.147437187969586 | 0.0737185939847931 |
82 | 0.915894427445466 | 0.168211145109068 | 0.0841055725545342 |
83 | 0.913808533532113 | 0.172382932935774 | 0.0861914664678869 |
84 | 0.964587449647972 | 0.0708251007040564 | 0.0354125503520282 |
85 | 0.975083513119037 | 0.049832973761927 | 0.0249164868809635 |
86 | 0.968898723939496 | 0.0622025521210082 | 0.0311012760605041 |
87 | 0.95960358475441 | 0.0807928304911797 | 0.0403964152455899 |
88 | 0.957130033367755 | 0.0857399332644896 | 0.0428699666322448 |
89 | 0.94516117173485 | 0.109677656530299 | 0.0548388282651495 |
90 | 0.94548792772521 | 0.109024144549578 | 0.0545120722747892 |
91 | 0.951955446368576 | 0.096089107262848 | 0.048044553631424 |
92 | 0.93943141280502 | 0.121137174389961 | 0.0605685871949807 |
93 | 0.927935981267632 | 0.144128037464737 | 0.0720640187323684 |
94 | 0.915228155843395 | 0.169543688313209 | 0.0847718441566046 |
95 | 0.89549075296801 | 0.209018494063979 | 0.104509247031989 |
96 | 0.876464648593079 | 0.247070702813843 | 0.123535351406921 |
97 | 0.850441110460129 | 0.299117779079743 | 0.149558889539871 |
98 | 0.869015744554698 | 0.261968510890604 | 0.130984255445302 |
99 | 0.841488562262386 | 0.317022875475228 | 0.158511437737614 |
100 | 0.861875566075043 | 0.276248867849914 | 0.138124433924957 |
101 | 0.833375428150405 | 0.33324914369919 | 0.166624571849595 |
102 | 0.829092334384926 | 0.341815331230148 | 0.170907665615074 |
103 | 0.805862724326039 | 0.388274551347923 | 0.194137275673961 |
104 | 0.77004084589673 | 0.45991830820654 | 0.22995915410327 |
105 | 0.782709473485619 | 0.434581053028762 | 0.217290526514381 |
106 | 0.776043699243548 | 0.447912601512904 | 0.223956300756452 |
107 | 0.806090176972925 | 0.387819646054149 | 0.193909823027075 |
108 | 0.787584399459635 | 0.42483120108073 | 0.212415600540365 |
109 | 0.756978174783088 | 0.486043650433825 | 0.243021825216912 |
110 | 0.77204717344146 | 0.455905653117081 | 0.227952826558540 |
111 | 0.740082154168036 | 0.519835691663927 | 0.259917845831964 |
112 | 0.702254088368739 | 0.595491823262522 | 0.297745911631261 |
113 | 0.662104873627186 | 0.675790252745628 | 0.337895126372814 |
114 | 0.621777492916527 | 0.756445014166946 | 0.378222507083473 |
115 | 0.574712472546641 | 0.850575054906718 | 0.425287527453359 |
116 | 0.68098069569435 | 0.638038608611301 | 0.319019304305651 |
117 | 0.634650915955812 | 0.730698168088377 | 0.365349084044188 |
118 | 0.615763730282597 | 0.768472539434806 | 0.384236269717403 |
119 | 0.578216400296009 | 0.843567199407983 | 0.421783599703991 |
120 | 0.54889762465404 | 0.902204750691919 | 0.451102375345960 |
121 | 0.497898468121106 | 0.995796936242212 | 0.502101531878894 |
122 | 0.539596784208966 | 0.920806431582069 | 0.460403215791034 |
123 | 0.523926746730295 | 0.95214650653941 | 0.476073253269705 |
124 | 0.47670476194534 | 0.95340952389068 | 0.52329523805466 |
125 | 0.65181574402686 | 0.696368511946281 | 0.348184255973141 |
126 | 0.626951613176919 | 0.746096773646162 | 0.373048386823081 |
127 | 0.578473793957425 | 0.84305241208515 | 0.421526206042575 |
128 | 0.539279758109049 | 0.921440483781902 | 0.460720241890951 |
129 | 0.485556689502507 | 0.971113379005013 | 0.514443310497493 |
130 | 0.463218723574411 | 0.926437447148822 | 0.536781276425589 |
131 | 0.409438995836741 | 0.818877991673482 | 0.590561004163259 |
132 | 0.353708440660384 | 0.707416881320768 | 0.646291559339616 |
133 | 0.360570509875693 | 0.721141019751387 | 0.639429490124306 |
134 | 0.318578558993168 | 0.637157117986337 | 0.681421441006832 |
135 | 0.298258700185722 | 0.596517400371444 | 0.701741299814278 |
136 | 0.35782481766581 | 0.71564963533162 | 0.64217518233419 |
137 | 0.344802702126051 | 0.689605404252103 | 0.655197297873949 |
138 | 0.281402089553381 | 0.562804179106761 | 0.71859791044662 |
139 | 0.225465942111032 | 0.450931884222063 | 0.774534057888968 |
140 | 0.199872665475725 | 0.39974533095145 | 0.800127334524275 |
141 | 0.233117538574713 | 0.466235077149425 | 0.766882461425287 |
142 | 0.183940301623975 | 0.367880603247951 | 0.816059698376025 |
143 | 0.172149153961965 | 0.344298307923929 | 0.827850846038035 |
144 | 0.178707468487789 | 0.357414936975578 | 0.821292531512211 |
145 | 0.137893315951069 | 0.275786631902139 | 0.86210668404893 |
146 | 0.119840872995435 | 0.23968174599087 | 0.880159127004565 |
147 | 0.0922040252606787 | 0.184408050521357 | 0.907795974739321 |
148 | 0.0562660561547363 | 0.112532112309473 | 0.943733943845264 |
149 | 0.0335863749326929 | 0.0671727498653858 | 0.966413625067307 |
150 | 0.0168366775093965 | 0.0336733550187930 | 0.983163322490604 |
151 | 0.120474803612656 | 0.240949607225312 | 0.879525196387344 |
152 | 0.558551316157083 | 0.882897367685834 | 0.441448683842917 |
153 | 0.433642625948752 | 0.867285251897505 | 0.566357374051248 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 0 | 0 | OK |
5% type I error level | 10 | 0.06993006993007 | NOK |
10% type I error level | 25 | 0.174825174825175 | NOK |