Multiple Linear Regression - Estimated Regression Equation |
Depression[t] = + 17.7769114656762 -0.329756031349403Month[t] -0.0754019001049189Doubts[t] -0.0115990201581907Expectations[t] -0.0388365785511978Criticism[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) | 17.7769114656762 | 7.012382 | 2.5351 | 0.012221 | 0.00611 |
Month | -0.329756031349403 | 0.625842 | -0.5269 | 0.599007 | 0.299503 |
Doubts | -0.0754019001049189 | 0.090844 | -0.83 | 0.407792 | 0.203896 |
Expectations | -0.0115990201581907 | 0.088215 | -0.1315 | 0.895559 | 0.44778 |
Criticism | -0.0388365785511978 | 0.108942 | -0.3565 | 0.721953 | 0.360977 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.094583923349095 |
R-squared | 0.00894611855610749 |
Adjusted R-squared | -0.0163036618628452 |
F-TEST (value) | 0.354304806127837 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 157 |
p-value | 0.84074436535968 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.16922646287394 |
Sum Squared Residuals | 1576.90743055793 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 12 | 12.5003403550095 | -0.500340355009515 |
2 | 11 | 12.9282884501618 | -1.92828845016178 |
3 | 14 | 13.1893077491045 | 0.81069225089553 |
4 | 12 | 12.8180894895823 | -0.818089489582292 |
5 | 21 | 13.0576624711344 | 7.94233752886561 |
6 | 12 | 12.9845318280269 | -0.984531828026946 |
7 | 22 | 13.1126405838387 | 8.88735941616127 |
8 | 11 | 12.7653826338754 | -1.76538263387543 |
9 | 10 | 12.5321204273974 | -2.53212042739743 |
10 | 13 | 12.8975309077638 | 0.102469092236164 |
11 | 10 | 12.5409451946398 | -2.54094519463982 |
12 | 8 | 12.6708222115308 | -4.67082221153075 |
13 | 15 | 13.0304249127414 | 1.96957508725862 |
14 | 14 | 12.8180894895823 | 1.18191051041771 |
15 | 10 | 12.8818923695290 | -2.88189236952902 |
16 | 14 | 13.5186559038355 | 0.481344096164519 |
17 | 14 | 13.0170576315040 | 0.982942368495959 |
18 | 11 | 13.1080980698438 | -2.10809806984378 |
19 | 10 | 13.0773405274458 | -3.07734052744583 |
20 | 13 | 12.4695828126115 | 0.530417187388474 |
21 | 7 | 12.5414481905581 | -5.54144819055815 |
22 | 14 | 12.3071799922435 | 1.69282000775650 |
23 | 12 | 12.8037162165083 | -0.803716216508297 |
24 | 14 | 12.6672856893725 | 1.33271431062755 |
25 | 11 | 12.8818923695290 | -1.88189236952902 |
26 | 9 | 13.0228654106598 | -4.02286541065982 |
27 | 11 | 13.0639732462085 | -2.06397324620849 |
28 | 15 | 12.9706615508713 | 2.02933844912872 |
29 | 14 | 12.9358644903967 | 1.06413550960329 |
30 | 13 | 13.0871712865249 | -0.087171286524872 |
31 | 9 | 13.0581654670527 | -4.05816546705272 |
32 | 15 | 12.1129970994875 | 2.88700290051249 |
33 | 10 | 12.9172089640753 | -2.91720896407528 |
34 | 11 | 13.1353356282368 | -2.13533562823678 |
35 | 13 | 12.9242654702385 | 0.0757345297614842 |
36 | 8 | 12.6057540664232 | -4.6057540664232 |
37 | 20 | 12.9827635669478 | 7.0172364330522 |
38 | 12 | 12.6097935844998 | -0.609793584499828 |
39 | 10 | 12.5699510141120 | -2.56995101411198 |
40 | 10 | 12.8337280278171 | -2.83372802781711 |
41 | 9 | 12.4968203710045 | -3.49682037100453 |
42 | 14 | 12.9590625307131 | 1.04093746928691 |
43 | 8 | 12.9108981890012 | -4.91089818900118 |
44 | 14 | 13.0912108046015 | 0.908789195398502 |
45 | 11 | 12.9688932897921 | -1.96889328979213 |
46 | 13 | 12.8064904694241 | 0.193509530575899 |
47 | 9 | 12.5432164516373 | -3.54321645163730 |
48 | 11 | 12.7565578666330 | -1.75655786663304 |
49 | 15 | 12.9456952494757 | 2.05430475052425 |
50 | 11 | 12.6249291268163 | -1.62492912681632 |
51 | 10 | 12.7298233041584 | -2.72982330415836 |
52 | 14 | 13.0210971495807 | 0.978902850419333 |
53 | 18 | 12.9456952494757 | 5.05430475052425 |
54 | 14 | 13.4722432850494 | 0.527756714950641 |
55 | 11 | 12.4912718651729 | -1.49127186517292 |
56 | 12 | 12.719489549161 | -0.719489549160992 |
57 | 13 | 12.9456952494757 | 0.0543047505242517 |
58 | 9 | 13.1509741664716 | -4.1509741664716 |
59 | 10 | 13.3852423647863 | -3.38524236478625 |
60 | 15 | 12.5570867287930 | 2.44291327120704 |
61 | 20 | 12.9822605710295 | 7.01773942897053 |
62 | 12 | 13.0117693864200 | -1.01176938641995 |
63 | 12 | 12.8105299875007 | -0.810529987500727 |
64 | 14 | 12.7270490512426 | 1.27295094875744 |
65 | 13 | 13.0738040052875 | -0.0738040052875324 |
66 | 11 | 13.021600145499 | -2.02160014549900 |
67 | 17 | 13.1080980698438 | 3.89190193015622 |
68 | 12 | 13.0094981294225 | -1.00949812942248 |
69 | 13 | 12.8203607465798 | 0.179639253420231 |
70 | 14 | 12.8818923695290 | 1.11810763047098 |
71 | 13 | 13.1353356282368 | -0.135335628236784 |
72 | 15 | 13.0947307886064 | 1.90526921139356 |
73 | 13 | 12.9474635105549 | 0.0525364894451028 |
74 | 10 | 12.3825818923484 | -2.38258189234842 |
75 | 11 | 13.0639732462085 | -2.06397324620849 |
76 | 19 | 12.9456952494757 | 6.05430475052425 |
77 | 13 | 12.7101617860003 | 0.289838213999722 |
78 | 17 | 12.7328568303983 | 4.26714316960167 |
79 | 13 | 12.8180894895823 | 0.181910510417708 |
80 | 9 | 12.9363674863150 | -3.93636748631503 |
81 | 11 | 12.5548154717955 | -1.55481547179549 |
82 | 10 | 13.2589018700536 | -3.25890187005361 |
83 | 9 | 12.7832924291077 | -3.78329242910772 |
84 | 12 | 12.9724298119504 | -0.972429811950427 |
85 | 12 | 12.8069934653424 | -0.806993465342429 |
86 | 13 | 12.8627338472893 | 0.137266152710736 |
87 | 13 | 13.0738040052875 | -0.0738040052875324 |
88 | 12 | 12.6788847095306 | -0.678884709530645 |
89 | 15 | 12.5154758973260 | 2.48452410267404 |
90 | 22 | 12.9845318280269 | 9.01546817197305 |
91 | 13 | 12.6208896087397 | 0.379110391260309 |
92 | 15 | 13.4467739877355 | 1.5532260122645 |
93 | 13 | 13.021600145499 | -0.0216001454989950 |
94 | 15 | 12.9885713461036 | 2.01142865389643 |
95 | 10 | 12.9550230126365 | -2.95502301263646 |
96 | 11 | 12.6859577538472 | -1.68595775384724 |
97 | 16 | 12.4312492299787 | 3.56875077002134 |
98 | 11 | 12.4945491140071 | -1.49454911400706 |
99 | 11 | 13.0599337281319 | -2.05993372813187 |
100 | 10 | 12.9340962293176 | -2.93409622931756 |
101 | 10 | 12.8332250318988 | -2.83322503189878 |
102 | 16 | 13.2495741068929 | 2.7504258931071 |
103 | 12 | 12.8622308513709 | -0.862230851370937 |
104 | 11 | 12.9840288321086 | -1.98402883210862 |
105 | 16 | 12.5780135121119 | 3.42198648788813 |
106 | 19 | 12.7721964048679 | 6.22780359513214 |
107 | 11 | 13.1585336685532 | -2.15853366855317 |
108 | 16 | 12.9318249723201 | 3.06817502767992 |
109 | 15 | 12.4927808529279 | 2.50721914707209 |
110 | 24 | 12.7217608061585 | 11.2782391938415 |
111 | 14 | 13.1353356282368 | 0.864664371763216 |
112 | 15 | 12.8947566548480 | 2.10524334515197 |
113 | 11 | 13.0147863745066 | -2.01478637450657 |
114 | 15 | 12.9857970931878 | 2.01420290681223 |
115 | 12 | 13.1771891948746 | -1.17718919487459 |
116 | 10 | 13.201409765181 | -3.20140976518099 |
117 | 14 | 13.1893077491045 | 0.81069225089553 |
118 | 13 | 12.9827635669478 | 0.0172364330522028 |
119 | 9 | 12.5704540100303 | -3.5704540100303 |
120 | 15 | 13.0720357442084 | 1.92796425579162 |
121 | 15 | 13.0836347643666 | 1.91636523563343 |
122 | 14 | 12.9091299279220 | 1.09087007207797 |
123 | 11 | 12.5043798730861 | -1.50437987308610 |
124 | 8 | 13.2437663277371 | -5.24376632773712 |
125 | 11 | 12.2769089076105 | -1.27690890761052 |
126 | 11 | 12.8122982485799 | -1.81229824857988 |
127 | 8 | 13.2750434042068 | -5.27504340420676 |
128 | 10 | 12.8818923695290 | -2.88189236952902 |
129 | 11 | 12.8836606306082 | -1.88366063060817 |
130 | 13 | 12.6556866692143 | 0.344313330785737 |
131 | 11 | 12.7421845935590 | -1.74218459355904 |
132 | 20 | 13.0210971495807 | 6.97890285041933 |
133 | 10 | 13.1492059053925 | -3.14920590539245 |
134 | 15 | 13.2866424243649 | 1.71335757563505 |
135 | 12 | 12.9456952494757 | -0.945695249475748 |
136 | 14 | 12.5490242307931 | 1.45097576920693 |
137 | 23 | 12.7971627062634 | 10.2028372937366 |
138 | 14 | 12.7444558505565 | 1.25554414944348 |
139 | 16 | 13.0576624711344 | 2.94233752886561 |
140 | 11 | 12.525306656405 | -1.52530665640500 |
141 | 12 | 12.6400481309794 | -0.640048130979447 |
142 | 10 | 12.6824212316889 | -2.68242123168894 |
143 | 14 | 12.0388604645434 | 1.96113953545659 |
144 | 12 | 12.7431905853957 | -0.743190585395701 |
145 | 12 | 12.5449847127164 | -0.544984712716445 |
146 | 11 | 12.5825560261068 | -1.58255602610682 |
147 | 12 | 12.9242654702385 | -0.924265470238516 |
148 | 13 | 13.0715327482901 | -0.0715327482900557 |
149 | 11 | 12.9822605710295 | -1.98226057102947 |
150 | 19 | 12.9956278522668 | 6.00437214773319 |
151 | 12 | 13.1446633913975 | -1.14466339139750 |
152 | 17 | 12.4468877682135 | 4.55311223178653 |
153 | 9 | 12.8047387464983 | -3.80473874649831 |
154 | 12 | 13.0755722663667 | -1.07557226636668 |
155 | 19 | 12.5833182953493 | 6.41668170465069 |
156 | 18 | 13.0871712865249 | 4.91282871347513 |
157 | 15 | 12.6556866692143 | 2.34431333078574 |
158 | 14 | 12.6070193315840 | 1.39298066841598 |
159 | 11 | 12.1013980793293 | -1.10139807932932 |
160 | 11 | 12.6443303842269 | -1.64433038422688 |
161 | 12 | 11.0818054166538 | 0.91819458334616 |
162 | 8 | 12.5909729167308 | -4.59097291673082 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.976770988220887 | 0.0464580235582252 | 0.0232290117791126 |
9 | 0.955293077112068 | 0.089413845775865 | 0.0447069228879325 |
10 | 0.921349051033638 | 0.157301897932723 | 0.0786509489663615 |
11 | 0.872449880478084 | 0.255100239043831 | 0.127550119521916 |
12 | 0.848956174722854 | 0.302087650554293 | 0.151043825277146 |
13 | 0.78201086777703 | 0.43597826444594 | 0.21798913222297 |
14 | 0.705117695733052 | 0.589764608533897 | 0.294882304266948 |
15 | 0.725140560144084 | 0.549718879711832 | 0.274859439855916 |
16 | 0.781608431366398 | 0.436783137267204 | 0.218391568633602 |
17 | 0.718369037656008 | 0.563261924687983 | 0.281630962343992 |
18 | 0.730645831966459 | 0.538708336067082 | 0.269354168033541 |
19 | 0.706914339399765 | 0.586171321200471 | 0.293085660600235 |
20 | 0.733827334639986 | 0.532345330720029 | 0.266172665360014 |
21 | 0.770425043650554 | 0.459149912698892 | 0.229574956349446 |
22 | 0.81490065021618 | 0.37019869956764 | 0.18509934978382 |
23 | 0.76461263376061 | 0.470774732478779 | 0.235387366239390 |
24 | 0.726265271780742 | 0.547469456438516 | 0.273734728219258 |
25 | 0.687254845539151 | 0.625490308921698 | 0.312745154460849 |
26 | 0.71345897238627 | 0.573082055227459 | 0.286541027613730 |
27 | 0.683035076464792 | 0.633929847070416 | 0.316964923535208 |
28 | 0.651398748413857 | 0.697202503172286 | 0.348601251586143 |
29 | 0.603609977924788 | 0.792780044150423 | 0.396390022075212 |
30 | 0.543482255096405 | 0.91303548980719 | 0.456517744903595 |
31 | 0.59356427784426 | 0.812871444311479 | 0.406435722155739 |
32 | 0.627509218607025 | 0.74498156278595 | 0.372490781392975 |
33 | 0.600018389264995 | 0.79996322147001 | 0.399981610735005 |
34 | 0.565141767659792 | 0.869716464680415 | 0.434858232340208 |
35 | 0.507418476576463 | 0.985163046847073 | 0.492581523423537 |
36 | 0.509396534510799 | 0.981206930978402 | 0.490603465489201 |
37 | 0.740911675294623 | 0.518176649410755 | 0.259088324705377 |
38 | 0.698771325540865 | 0.602457348918271 | 0.301228674459136 |
39 | 0.669990647651349 | 0.660018704697303 | 0.330009352348651 |
40 | 0.647355297321819 | 0.705289405356363 | 0.352644702678181 |
41 | 0.629619514674016 | 0.740760970651967 | 0.370380485325984 |
42 | 0.584238064906738 | 0.831523870186524 | 0.415761935093262 |
43 | 0.633889198936292 | 0.732221602127416 | 0.366110801063708 |
44 | 0.594885249711311 | 0.810229500577379 | 0.405114750288689 |
45 | 0.562412340563319 | 0.875175318873361 | 0.437587659436681 |
46 | 0.513125338226196 | 0.973749323547609 | 0.486874661773804 |
47 | 0.503161472798558 | 0.993677054402885 | 0.496838527201442 |
48 | 0.460650685227359 | 0.921301370454719 | 0.539349314772641 |
49 | 0.435364793375615 | 0.87072958675123 | 0.564635206624385 |
50 | 0.394296166865963 | 0.788592333731926 | 0.605703833134037 |
51 | 0.369491223660537 | 0.738982447321073 | 0.630508776339463 |
52 | 0.327419560491526 | 0.654839120983052 | 0.672580439508474 |
53 | 0.408090577668770 | 0.816181155337539 | 0.59190942233123 |
54 | 0.363708811598372 | 0.727417623196744 | 0.636291188401628 |
55 | 0.327666264985817 | 0.655332529971633 | 0.672333735014183 |
56 | 0.286744340282279 | 0.573488680564557 | 0.713255659717722 |
57 | 0.246545675811799 | 0.493091351623598 | 0.753454324188201 |
58 | 0.275367194129763 | 0.550734388259525 | 0.724632805870237 |
59 | 0.292272254026137 | 0.584544508052274 | 0.707727745973863 |
60 | 0.296850030939347 | 0.593700061878693 | 0.703149969060654 |
61 | 0.475650502547741 | 0.951301005095483 | 0.524349497452259 |
62 | 0.432023982315315 | 0.86404796463063 | 0.567976017684685 |
63 | 0.389146494594576 | 0.778292989189152 | 0.610853505405424 |
64 | 0.352170601468972 | 0.704341202937943 | 0.647829398531028 |
65 | 0.309789005257880 | 0.619578010515761 | 0.69021099474212 |
66 | 0.284283386572342 | 0.568566773144684 | 0.715716613427658 |
67 | 0.300393772024354 | 0.600787544048707 | 0.699606227975646 |
68 | 0.264716951448125 | 0.529433902896249 | 0.735283048551875 |
69 | 0.230108551584919 | 0.460217103169839 | 0.76989144841508 |
70 | 0.200630877037723 | 0.401261754075445 | 0.799369122962277 |
71 | 0.169595877521659 | 0.339191755043318 | 0.830404122478341 |
72 | 0.149822051811550 | 0.299644103623099 | 0.85017794818845 |
73 | 0.124336838981039 | 0.248673677962079 | 0.87566316101896 |
74 | 0.113100287776415 | 0.22620057555283 | 0.886899712223585 |
75 | 0.100010806536154 | 0.200021613072308 | 0.899989193463846 |
76 | 0.168425948913347 | 0.336851897826695 | 0.831574051086653 |
77 | 0.146161793028501 | 0.292323586057003 | 0.853838206971499 |
78 | 0.174330253970235 | 0.348660507940469 | 0.825669746029765 |
79 | 0.146285624937846 | 0.292571249875692 | 0.853714375062154 |
80 | 0.160423236002786 | 0.320846472005572 | 0.839576763997214 |
81 | 0.140300422270837 | 0.280600844541674 | 0.859699577729163 |
82 | 0.148492228813978 | 0.296984457627955 | 0.851507771186022 |
83 | 0.160583123692093 | 0.321166247384185 | 0.839416876307908 |
84 | 0.136576579555783 | 0.273153159111565 | 0.863423420444217 |
85 | 0.115656114423968 | 0.231312228847936 | 0.884343885576032 |
86 | 0.0970761509555898 | 0.194152301911180 | 0.90292384904441 |
87 | 0.079165074998258 | 0.158330149996516 | 0.920834925001742 |
88 | 0.0646338418809012 | 0.129267683761802 | 0.935366158119099 |
89 | 0.0593853701869556 | 0.118770740373911 | 0.940614629813044 |
90 | 0.228110652841201 | 0.456221305682403 | 0.771889347158799 |
91 | 0.198615786164720 | 0.397231572329441 | 0.80138421383528 |
92 | 0.178572927786235 | 0.35714585557247 | 0.821427072213765 |
93 | 0.150083365228500 | 0.300166730456999 | 0.8499166347715 |
94 | 0.135146431805903 | 0.270292863611806 | 0.864853568194097 |
95 | 0.132706370384651 | 0.265412740769302 | 0.867293629615349 |
96 | 0.116941980582646 | 0.233883961165291 | 0.883058019417354 |
97 | 0.122828964550517 | 0.245657929101035 | 0.877171035449483 |
98 | 0.107905257297777 | 0.215810514595555 | 0.892094742702223 |
99 | 0.0961666096975174 | 0.192333219395035 | 0.903833390302483 |
100 | 0.094367681892392 | 0.188735363784784 | 0.905632318107608 |
101 | 0.0917962512931593 | 0.183592502586319 | 0.90820374870684 |
102 | 0.0863142614127654 | 0.172628522825531 | 0.913685738587235 |
103 | 0.0718447338313027 | 0.143689467662605 | 0.928155266168697 |
104 | 0.0629282570954887 | 0.125856514190977 | 0.937071742904511 |
105 | 0.0636608065221548 | 0.127321613044310 | 0.936339193477845 |
106 | 0.109336932165075 | 0.218673864330151 | 0.890663067834925 |
107 | 0.0971492970533296 | 0.194298594106659 | 0.90285070294667 |
108 | 0.0943275205296247 | 0.188655041059249 | 0.905672479470375 |
109 | 0.084618088404315 | 0.16923617680863 | 0.915381911595685 |
110 | 0.480520408905404 | 0.961040817810808 | 0.519479591094596 |
111 | 0.434653849585668 | 0.869307699171336 | 0.565346150414332 |
112 | 0.403557623485607 | 0.807115246971213 | 0.596442376514393 |
113 | 0.369364414638213 | 0.738728829276427 | 0.630635585361787 |
114 | 0.336328883617693 | 0.672657767235386 | 0.663671116382307 |
115 | 0.29486861488299 | 0.58973722976598 | 0.70513138511701 |
116 | 0.296387803281836 | 0.592775606563673 | 0.703612196718164 |
117 | 0.254722761436881 | 0.509445522873762 | 0.745277238563119 |
118 | 0.215179381524537 | 0.430358763049075 | 0.784820618475463 |
119 | 0.231060374687298 | 0.462120749374596 | 0.768939625312702 |
120 | 0.208780068801704 | 0.417560137603409 | 0.791219931198295 |
121 | 0.191896732365759 | 0.383793464731517 | 0.808103267634241 |
122 | 0.161373639038150 | 0.322747278076301 | 0.83862636096185 |
123 | 0.138118955622399 | 0.276237911244798 | 0.8618810443776 |
124 | 0.168465882604135 | 0.336931765208271 | 0.831534117395865 |
125 | 0.140087171431936 | 0.280174342863873 | 0.859912828568064 |
126 | 0.125930429231052 | 0.251860858462104 | 0.874069570768948 |
127 | 0.181572714352459 | 0.363145428704919 | 0.81842728564754 |
128 | 0.177535086272963 | 0.355070172545926 | 0.822464913727037 |
129 | 0.161401869805216 | 0.322803739610433 | 0.838598130194784 |
130 | 0.128391256138091 | 0.256782512276182 | 0.871608743861909 |
131 | 0.110898374283408 | 0.221796748566816 | 0.889101625716592 |
132 | 0.211630112025059 | 0.423260224050118 | 0.788369887974941 |
133 | 0.222321116233167 | 0.444642232466335 | 0.777678883766832 |
134 | 0.184026558205649 | 0.368053116411297 | 0.815973441794351 |
135 | 0.151797512217429 | 0.303595024434858 | 0.848202487782571 |
136 | 0.119275638223107 | 0.238551276446213 | 0.880724361776893 |
137 | 0.552433175460755 | 0.89513364907849 | 0.447566824539245 |
138 | 0.491455035815526 | 0.982910071631052 | 0.508544964184474 |
139 | 0.47395059660319 | 0.94790119320638 | 0.52604940339681 |
140 | 0.415526812656727 | 0.831053625313453 | 0.584473187343273 |
141 | 0.345342143249260 | 0.690684286498519 | 0.65465785675074 |
142 | 0.336255870693663 | 0.672511741387326 | 0.663744129306337 |
143 | 0.272611200770282 | 0.545222401540564 | 0.727388799229718 |
144 | 0.210978612539719 | 0.421957225079437 | 0.789021387460281 |
145 | 0.165421142391952 | 0.330842284783904 | 0.834578857608048 |
146 | 0.131365233420338 | 0.262730466840677 | 0.868634766579662 |
147 | 0.0997836406114375 | 0.199567281222875 | 0.900216359388562 |
148 | 0.0660570040492695 | 0.132114008098539 | 0.93394299595073 |
149 | 0.0513307484232234 | 0.102661496846447 | 0.948669251576777 |
150 | 0.0946533088131093 | 0.189306617626219 | 0.90534669118689 |
151 | 0.0580634924902724 | 0.116126984980545 | 0.941936507509728 |
152 | 0.053559517674136 | 0.107119035348272 | 0.946440482325864 |
153 | 0.166327916022567 | 0.332655832045134 | 0.833672083977433 |
154 | 0.21078976115501 | 0.42157952231002 | 0.78921023884499 |
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 | 1 | 0.00680272108843537 | OK |
10% type I error level | 2 | 0.0136054421768707 | OK |