Multiple Linear Regression - Estimated Regression Equation |
YT[t] = + 18.5439219142398 + 0.0622101960213318G[t] + 0.730621258268541X1[t] -0.0488988052248012X1_G[t] -0.23865725478243X2[t] -0.105245492279363X2_G[t] + 0.247229909963782X3[t] -0.501008474019651X3_G[t] + 0.334674427648451X4[t] + 0.172083243211216X4_G[t] -0.52672682818197X5[t] + 0.133226980233375`X5_G `[t] -0.0211658458013016t + 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) | 18.5439219142398 | 1.197091 | 15.4908 | 0 | 0 |
G | 0.0622101960213318 | 0.074509 | 0.8349 | 0.405121 | 0.20256 |
X1 | 0.730621258268541 | 0.117388 | 6.224 | 0 | 0 |
X1_G | -0.0488988052248012 | 0.121642 | -0.402 | 0.688281 | 0.34414 |
X2 | -0.23865725478243 | 0.137157 | -1.74 | 0.083961 | 0.041981 |
X2_G | -0.105245492279363 | 0.166405 | -0.6325 | 0.528071 | 0.264036 |
X3 | 0.247229909963782 | 0.186211 | 1.3277 | 0.186354 | 0.093177 |
X3_G | -0.501008474019651 | 0.097517 | -5.1376 | 1e-06 | 0 |
X4 | 0.334674427648451 | 0.089326 | 3.7467 | 0.000257 | 0.000129 |
X4_G | 0.172083243211216 | 0.086576 | 1.9877 | 0.04872 | 0.02436 |
X5 | -0.52672682818197 | 0.093813 | -5.6146 | 0 | 0 |
`X5_G ` | 0.133226980233375 | 0.091853 | 1.4504 | 0.149082 | 0.074541 |
t | -0.0211658458013016 | 0.010826 | -1.9551 | 0.052482 | 0.026241 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.849135511888232 |
R-squared | 0.72103111754969 |
Adjusted R-squared | 0.6981021683072 |
F-TEST (value) | 31.4463218494766 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 146 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.65450296177352 |
Sum Squared Residuals | 1949.88721705127 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 24 | 23.4302715319882 | 0.56972846801179 |
2 | 25 | 23.0978062028504 | 1.90219379714961 |
3 | 17 | 17.6568799997603 | -0.656879999760318 |
4 | 18 | 21.8107814240319 | -3.81078142403191 |
5 | 18 | 21.2154141122496 | -3.21541411224959 |
6 | 16 | 19.1302518211615 | -3.13025182116155 |
7 | 20 | 23.3085968189630 | -3.30859681896303 |
8 | 16 | 22.7531875278894 | -6.75318752788943 |
9 | 18 | 23.3777995833619 | -5.3777995833619 |
10 | 17 | 20.450649864873 | -3.45064986487299 |
11 | 23 | 21.1521015694812 | 1.84789843051883 |
12 | 30 | 22.5889011050107 | 7.41109889498928 |
13 | 23 | 16.4084082889816 | 6.59159171101837 |
14 | 18 | 23.2268487370287 | -5.22684873702865 |
15 | 15 | 22.9728624514993 | -7.97286245149932 |
16 | 12 | 17.4851742981152 | -5.48517429811525 |
17 | 21 | 21.6651486012932 | -0.665148601293227 |
18 | 15 | 20.2383769967131 | -5.23837699671314 |
19 | 20 | 17.7396364240912 | 2.26036357590884 |
20 | 31 | 24.1746335645486 | 6.82536643545139 |
21 | 27 | 25.2948458576009 | 1.70515414239911 |
22 | 34 | 22.8381432286866 | 11.1618567713134 |
23 | 21 | 17.5059588820466 | 3.49404111795336 |
24 | 31 | 22.2441517432337 | 8.75584825676631 |
25 | 19 | 18.8799318932157 | 0.120068106784265 |
26 | 16 | 17.5398583170390 | -1.53985831703897 |
27 | 20 | 20.7138891814829 | -0.713889181482937 |
28 | 21 | 17.5786471124796 | 3.42135288752039 |
29 | 22 | 19.4530612277399 | 2.54693877226014 |
30 | 17 | 20.2114239735722 | -3.21142397357221 |
31 | 24 | 21.4068654939492 | 2.59313450605075 |
32 | 25 | 25.2764941967240 | -0.276494196724022 |
33 | 26 | 23.0470773020156 | 2.95292269798441 |
34 | 25 | 23.8157393330287 | 1.18426066697133 |
35 | 17 | 20.2759207726271 | -3.27592077262712 |
36 | 32 | 28.5989012104896 | 3.40109878951037 |
37 | 33 | 26.2363648204043 | 6.76363517959566 |
38 | 13 | 23.2715471832359 | -10.2715471832359 |
39 | 32 | 22.2579594739541 | 9.74204052604586 |
40 | 25 | 25.682360753714 | -0.682360753714005 |
41 | 29 | 19.9251156912427 | 9.07488430875734 |
42 | 22 | 20.3724683973062 | 1.62753160269381 |
43 | 18 | 17.7295655297779 | 0.270434470222058 |
44 | 17 | 20.6574454678035 | -3.65744546780348 |
45 | 20 | 21.075756238427 | -1.07575623842701 |
46 | 15 | 20.2976711282779 | -5.29767112827793 |
47 | 20 | 19.4806693254963 | 0.519330674503749 |
48 | 33 | 29.2887388632627 | 3.71126113673728 |
49 | 29 | 20.1791039180085 | 8.8208960819915 |
50 | 23 | 23.8746024789380 | -0.87460247893803 |
51 | 26 | 24.0061052361601 | 1.99389476383986 |
52 | 18 | 18.6818634660854 | -0.681863466085368 |
53 | 20 | 15.7874342556512 | 4.21256574434882 |
54 | 6 | 12.7423353580560 | -6.74233535805596 |
55 | 8 | 8.95533275311095 | -0.95533275311095 |
56 | 13 | 11.8826975477405 | 1.11730245225953 |
57 | 10 | 9.03059763752766 | 0.969402362472339 |
58 | 8 | 9.25079194001516 | -1.25079194001516 |
59 | 7 | 11.2077571202430 | -4.20775712024302 |
60 | 15 | 18.6321323173743 | -3.63213231737432 |
61 | 9 | 9.98827725926862 | -0.988277259268624 |
62 | 10 | 10.5877077277315 | -0.587707727731456 |
63 | 12 | 10.3392180242187 | 1.66078197578125 |
64 | 13 | 14.2811157957265 | -1.28111579572652 |
65 | 10 | 11.1648831659835 | -1.16488316598348 |
66 | 11 | 7.74921664951315 | 3.25078335048685 |
67 | 8 | 10.7012600102935 | -2.70126001029350 |
68 | 9 | 7.0287360071376 | 1.9712639928624 |
69 | 13 | 13.2245830565789 | -0.224583056578933 |
70 | 11 | 11.4248953476096 | -0.424895347609600 |
71 | 8 | 11.0423808240166 | -3.04238082401656 |
72 | 9 | 10.4619036874179 | -1.46190368741792 |
73 | 9 | 8.13136506745948 | 0.868634932540524 |
74 | 15 | 9.17858579184867 | 5.82141420815133 |
75 | 9 | 8.98586277343772 | 0.0141372265622786 |
76 | 10 | 10.6642081481749 | -0.664208148174871 |
77 | 14 | 12.8393820597583 | 1.16061794024171 |
78 | 12 | 12.1813619972361 | -0.181361997236140 |
79 | 12 | 11.1044636105117 | 0.895536389488292 |
80 | 11 | 11.9157682572962 | -0.915768257296198 |
81 | 14 | 12.5701349520778 | 1.42986504792223 |
82 | 6 | 8.23618032037408 | -2.23618032037408 |
83 | 12 | 11.0158197475292 | 0.984180252470836 |
84 | 8 | 8.13754185188919 | -0.137541851889191 |
85 | 14 | 14.2113340587138 | -0.211334058713820 |
86 | 11 | 10.7550011099163 | 0.244998890083714 |
87 | 10 | 10.1590211922866 | -0.159021192286559 |
88 | 14 | 12.4139287907590 | 1.58607120924102 |
89 | 12 | 12.3964359720643 | -0.396435972064284 |
90 | 10 | 12.5284532104547 | -2.52845321045466 |
91 | 14 | 14.3681853126345 | -0.368185312634538 |
92 | 5 | 7.75153745777384 | -2.75153745777384 |
93 | 11 | 12.1785421983973 | -1.1785421983973 |
94 | 10 | 11.1487411707221 | -1.14874117072209 |
95 | 9 | 9.61231434093077 | -0.612314340930776 |
96 | 10 | 6.8684424356047 | 3.1315575643953 |
97 | 16 | 10.7016883506144 | 5.29831164938556 |
98 | 13 | 13.3591147417237 | -0.359114741723721 |
99 | 9 | 11.0358153509783 | -2.03581535097827 |
100 | 10 | 12.9008068217531 | -2.90080682175314 |
101 | 10 | 10.9765235052967 | -0.976523505296659 |
102 | 7 | 10.1944870675154 | -3.19448706751538 |
103 | 9 | 8.49290088628732 | 0.507099113712681 |
104 | 8 | 9.25198395925403 | -1.25198395925403 |
105 | 14 | 12.7596498347755 | 1.24035016522452 |
106 | 14 | 17.6169946212989 | -3.61699462129891 |
107 | 8 | 12.6591641208644 | -4.65916412086439 |
108 | 9 | 13.6614883179975 | -4.6614883179975 |
109 | 14 | 14.2956476082921 | -0.295647608292068 |
110 | 14 | 15.0938846105181 | -1.09388461051811 |
111 | 8 | 11.4577560650174 | -3.45775606501737 |
112 | 8 | 9.35765991735726 | -1.35765991735726 |
113 | 8 | 7.41149426103054 | 0.588505738969455 |
114 | 7 | 7.33580614820812 | -0.335806148208119 |
115 | 6 | 4.68274638193216 | 1.31725361806784 |
116 | 8 | 8.02947627924661 | -0.0294762792466125 |
117 | 6 | 8.8905271822193 | -2.89052718221930 |
118 | 11 | 13.4729791874093 | -2.47297918740928 |
119 | 14 | 12.7360895599980 | 1.26391044000205 |
120 | 11 | 16.9130651429320 | -5.91306514293199 |
121 | 11 | 12.3852122537675 | -1.38521225376751 |
122 | 11 | 14.0439343478287 | -3.04393434782866 |
123 | 14 | 14.3105362698450 | -0.310536269844989 |
124 | 8 | 9.63127963571698 | -1.63127963571697 |
125 | 20 | 10.8684230798688 | 9.13157692013115 |
126 | 11 | 9.75566799788626 | 1.24433200211374 |
127 | 8 | 9.12008080529924 | -1.12008080529924 |
128 | 11 | 10.0089667525346 | 0.99103324746545 |
129 | 10 | 8.91107763319837 | 1.08892236680163 |
130 | 14 | 12.9892068762432 | 1.01079312375677 |
131 | 11 | 12.7578794199781 | -1.75787941997814 |
132 | 9 | 11.0305543045231 | -2.03055430452308 |
133 | 9 | 7.99564521224491 | 1.00435478775509 |
134 | 8 | 9.37714962101867 | -1.37714962101867 |
135 | 10 | 11.5059762561231 | -1.50597625612307 |
136 | 13 | 6.14523896089694 | 6.85476103910306 |
137 | 13 | 13.5433031111217 | -0.543303111121712 |
138 | 12 | 15.0797502021508 | -3.07975020215077 |
139 | 8 | 8.46036575258291 | -0.460365752582913 |
140 | 13 | 15.9967530673342 | -2.99675306733424 |
141 | 14 | 17.5537031156223 | -3.55370311562232 |
142 | 12 | 5.00855327423951 | 6.99144672576049 |
143 | 14 | 16.2710673551707 | -2.27106735517067 |
144 | 15 | 14.58756874484 | 0.412431255160004 |
145 | 13 | 11.4581253657349 | 1.54187463426507 |
146 | 16 | 13.7672957791049 | 2.23270422089512 |
147 | 9 | 9.5627044280725 | -0.562704428072497 |
148 | 9 | 10.4760595709918 | -1.47605957099177 |
149 | 9 | 12.0785763545246 | -3.07857635452458 |
150 | 8 | 8.55535352463767 | -0.555353524637675 |
151 | 7 | 7.82755793085548 | -0.827557930855484 |
152 | 16 | 12.9232811827220 | 3.07671881727798 |
153 | 11 | 5.55323115112761 | 5.44676884887239 |
154 | 9 | 8.01601463887984 | 0.983985361120157 |
155 | 11 | 9.55404099384758 | 1.44595900615242 |
156 | 9 | 9.26027996129633 | -0.260279961296329 |
157 | 14 | 12.7939897372146 | 1.20601026278541 |
158 | 13 | 11.7114143348072 | 1.28858566519280 |
159 | 16 | 9.41858413864334 | 6.58141586135666 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.471565632767165 | 0.94313126553433 | 0.528434367232835 |
17 | 0.302719521533864 | 0.605439043067728 | 0.697280478466136 |
18 | 0.338696139148210 | 0.677392278296419 | 0.66130386085179 |
19 | 0.517641720554905 | 0.96471655889019 | 0.482358279445095 |
20 | 0.430253266316234 | 0.860506532632469 | 0.569746733683766 |
21 | 0.375424525862644 | 0.750849051725289 | 0.624575474137356 |
22 | 0.816895577379259 | 0.366208845241483 | 0.183104422620741 |
23 | 0.758099389787249 | 0.483801220425502 | 0.241900610212751 |
24 | 0.982287559812034 | 0.035424880375933 | 0.0177124401879665 |
25 | 0.976865276724916 | 0.0462694465501686 | 0.0231347232750843 |
26 | 0.971381427778162 | 0.0572371444436767 | 0.0286185722218384 |
27 | 0.958306153173498 | 0.0833876936530047 | 0.0416938468265024 |
28 | 0.942613608023947 | 0.114772783952105 | 0.0573863919760526 |
29 | 0.920339821320133 | 0.159320357359735 | 0.0796601786798673 |
30 | 0.902303474920801 | 0.195393050158399 | 0.0976965250791993 |
31 | 0.930827608559836 | 0.138344782880328 | 0.0691723914401639 |
32 | 0.944350126694476 | 0.111299746611049 | 0.0556498733055245 |
33 | 0.9492434633051 | 0.101513073389801 | 0.0507565366949007 |
34 | 0.95806131319671 | 0.0838773736065813 | 0.0419386868032907 |
35 | 0.970977652555442 | 0.0580446948891166 | 0.0290223474445583 |
36 | 0.968290935395978 | 0.0634181292080434 | 0.0317090646040217 |
37 | 0.99094088282874 | 0.0181182343425197 | 0.00905911717125983 |
38 | 0.999670321350113 | 0.000659357299774613 | 0.000329678649887306 |
39 | 0.999908404955813 | 0.000183190088373985 | 9.15950441869923e-05 |
40 | 0.999862616385429 | 0.000274767229142499 | 0.000137383614571249 |
41 | 0.999931787788208 | 0.000136424423583824 | 6.82122117919118e-05 |
42 | 0.999914999750516 | 0.000170000498968391 | 8.50002494841957e-05 |
43 | 0.999880769648178 | 0.000238460703644889 | 0.000119230351822444 |
44 | 0.999847123210018 | 0.000305753579963921 | 0.000152876789981961 |
45 | 0.99981011243373 | 0.000379775132541563 | 0.000189887566270782 |
46 | 0.99994713997251 | 0.000105720054978440 | 5.28600274892201e-05 |
47 | 0.999928232641518 | 0.000143534716964763 | 7.17673584823816e-05 |
48 | 0.999935225607809 | 0.000129548784381794 | 6.47743921908971e-05 |
49 | 0.999999948443614 | 1.03112771071824e-07 | 5.15563855359121e-08 |
50 | 0.999999910023482 | 1.79953035256824e-07 | 8.99765176284121e-08 |
51 | 0.99999999121209 | 1.75758217465388e-08 | 8.7879108732694e-09 |
52 | 0.999999984590745 | 3.08185105395242e-08 | 1.54092552697621e-08 |
53 | 1 | 4.13042206721116e-20 | 2.06521103360558e-20 |
54 | 1 | 1.61407830244153e-21 | 8.07039151220767e-22 |
55 | 1 | 5.41881111997112e-21 | 2.70940555998556e-21 |
56 | 1 | 9.0346137332179e-21 | 4.51730686660895e-21 |
57 | 1 | 2.93737393785734e-21 | 1.46868696892867e-21 |
58 | 1 | 9.41630729015494e-22 | 4.70815364507747e-22 |
59 | 1 | 1.84883782631852e-22 | 9.24418913159262e-23 |
60 | 1 | 3.73408504858449e-22 | 1.86704252429224e-22 |
61 | 1 | 7.98758032810882e-22 | 3.99379016405441e-22 |
62 | 1 | 2.39152756674451e-21 | 1.19576378337226e-21 |
63 | 1 | 8.0204340155742e-21 | 4.0102170077871e-21 |
64 | 1 | 8.08119412246517e-21 | 4.04059706123258e-21 |
65 | 1 | 1.68583341087901e-20 | 8.42916705439504e-21 |
66 | 1 | 2.37751439084313e-20 | 1.18875719542157e-20 |
67 | 1 | 7.75201220833773e-20 | 3.87600610416886e-20 |
68 | 1 | 1.06412017355714e-19 | 5.3206008677857e-20 |
69 | 1 | 2.53580484305394e-19 | 1.26790242152697e-19 |
70 | 1 | 6.34077608395306e-19 | 3.17038804197653e-19 |
71 | 1 | 1.99086374697876e-18 | 9.95431873489381e-19 |
72 | 1 | 5.85144612171303e-18 | 2.92572306085652e-18 |
73 | 1 | 2.15685416246753e-18 | 1.07842708123376e-18 |
74 | 1 | 1.11650308536899e-19 | 5.58251542684495e-20 |
75 | 1 | 2.18913775673321e-19 | 1.09456887836660e-19 |
76 | 1 | 6.40664076159268e-19 | 3.20332038079634e-19 |
77 | 1 | 1.52880768868587e-18 | 7.64403844342937e-19 |
78 | 1 | 4.72195226910635e-18 | 2.36097613455318e-18 |
79 | 1 | 1.47965742767146e-17 | 7.39828713835732e-18 |
80 | 1 | 3.47951318368306e-17 | 1.73975659184153e-17 |
81 | 1 | 1.07578157052363e-16 | 5.37890785261814e-17 |
82 | 1 | 3.28861076059634e-16 | 1.64430538029817e-16 |
83 | 1 | 9.34709095341143e-16 | 4.67354547670571e-16 |
84 | 0.999999999999999 | 2.70491200723316e-15 | 1.35245600361658e-15 |
85 | 0.999999999999996 | 7.95887286825814e-15 | 3.97943643412907e-15 |
86 | 0.999999999999988 | 2.32208433615442e-14 | 1.16104216807721e-14 |
87 | 0.99999999999997 | 6.00192793533862e-14 | 3.00096396766931e-14 |
88 | 0.999999999999932 | 1.36875964486213e-13 | 6.84379822431067e-14 |
89 | 0.99999999999985 | 2.98711975569631e-13 | 1.49355987784816e-13 |
90 | 0.999999999999662 | 6.75153401008661e-13 | 3.37576700504331e-13 |
91 | 0.999999999999087 | 1.82555563785638e-12 | 9.12777818928189e-13 |
92 | 0.99999999999831 | 3.38139596094978e-12 | 1.69069798047489e-12 |
93 | 0.999999999995657 | 8.6862205832746e-12 | 4.3431102916373e-12 |
94 | 0.999999999989553 | 2.08929926882147e-11 | 1.04464963441073e-11 |
95 | 0.999999999972697 | 5.4606338191621e-11 | 2.73031690958105e-11 |
96 | 0.999999999934003 | 1.31994866958659e-10 | 6.59974334793295e-11 |
97 | 0.99999999994684 | 1.06318730825807e-10 | 5.31593654129034e-11 |
98 | 0.99999999987422 | 2.51559896088936e-10 | 1.25779948044468e-10 |
99 | 0.999999999799308 | 4.01383144919376e-10 | 2.00691572459688e-10 |
100 | 0.999999999610057 | 7.79885850501357e-10 | 3.89942925250678e-10 |
101 | 0.999999999168937 | 1.66212566333608e-09 | 8.31062831668041e-10 |
102 | 0.999999999167214 | 1.66557246761023e-09 | 8.32786233805115e-10 |
103 | 0.999999998107268 | 3.78546322949954e-09 | 1.89273161474977e-09 |
104 | 0.999999995423013 | 9.15397310637772e-09 | 4.57698655318886e-09 |
105 | 0.99999998892495 | 2.21501004832171e-08 | 1.10750502416086e-08 |
106 | 0.999999982393963 | 3.52120739764536e-08 | 1.76060369882268e-08 |
107 | 0.999999971244219 | 5.75115623426902e-08 | 2.87557811713451e-08 |
108 | 0.999999954106066 | 9.17878683520928e-08 | 4.58939341760464e-08 |
109 | 0.999999892534296 | 2.14931407832742e-07 | 1.07465703916371e-07 |
110 | 0.999999751545686 | 4.96908627531213e-07 | 2.48454313765607e-07 |
111 | 0.999999465096892 | 1.06980621522865e-06 | 5.34903107614326e-07 |
112 | 0.99999903857288 | 1.92285424098849e-06 | 9.61427120494247e-07 |
113 | 0.99999845118423 | 3.09763154039969e-06 | 1.54881577019984e-06 |
114 | 0.999997052317907 | 5.8953641850845e-06 | 2.94768209254225e-06 |
115 | 0.99999961181205 | 7.7637590059848e-07 | 3.8818795029924e-07 |
116 | 0.999999075043383 | 1.84991323416342e-06 | 9.24956617081712e-07 |
117 | 0.999997939398952 | 4.12120209575748e-06 | 2.06060104787874e-06 |
118 | 0.999995487881246 | 9.02423750692174e-06 | 4.51211875346087e-06 |
119 | 0.99999000287711 | 1.99942457814962e-05 | 9.99712289074812e-06 |
120 | 0.999984020347549 | 3.19593049019695e-05 | 1.59796524509847e-05 |
121 | 0.999966189666797 | 6.7620666406061e-05 | 3.38103332030305e-05 |
122 | 0.999931744623365 | 0.000136510753269679 | 6.82553766348395e-05 |
123 | 0.99985501803189 | 0.000289963936220684 | 0.000144981968110342 |
124 | 0.99970082358491 | 0.000598352830182549 | 0.000299176415091275 |
125 | 0.999999999999019 | 1.96256737557483e-12 | 9.81283687787415e-13 |
126 | 0.999999999994856 | 1.02872480078326e-11 | 5.14362400391629e-12 |
127 | 0.99999999998581 | 2.83778742639275e-11 | 1.41889371319637e-11 |
128 | 0.999999999919653 | 1.60693740333872e-10 | 8.03468701669359e-11 |
129 | 0.999999999560665 | 8.78669633664959e-10 | 4.39334816832479e-10 |
130 | 0.999999997879271 | 4.24145745854309e-09 | 2.12072872927154e-09 |
131 | 0.999999989132007 | 2.17359862647687e-08 | 1.08679931323843e-08 |
132 | 0.999999945712513 | 1.08574974077297e-07 | 5.42874870386484e-08 |
133 | 0.999999745848078 | 5.08303843869452e-07 | 2.54151921934726e-07 |
134 | 0.999998844689406 | 2.31062118806774e-06 | 1.15531059403387e-06 |
135 | 0.99999672870746 | 6.54258508140731e-06 | 3.27129254070366e-06 |
136 | 0.99999413158513 | 1.17368297411935e-05 | 5.86841487059675e-06 |
137 | 0.999973687856766 | 5.26242864681908e-05 | 2.63121432340954e-05 |
138 | 0.99990841783814 | 0.000183164323720003 | 9.15821618600016e-05 |
139 | 0.999623056037505 | 0.000753887924989432 | 0.000376943962494716 |
140 | 0.998561960795781 | 0.00287607840843798 | 0.00143803920421899 |
141 | 0.996009835341279 | 0.00798032931744284 | 0.00399016465872142 |
142 | 0.999621904080245 | 0.000756191839510462 | 0.000378095919755231 |
143 | 0.99765234756648 | 0.0046953048670387 | 0.00234765243351935 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 106 | 0.828125 | NOK |
5% type I error level | 109 | 0.8515625 | NOK |
10% type I error level | 114 | 0.890625 | NOK |