Multiple Linear Regression - Estimated Regression Equation |
X1[t] = -6621.20686091456 + 18.6792902874244X2[t] + 129.718229755785X3[t] + 96.5728322044372X4[t] -0.307030148761099X5[t] + 0.737535481670461X6[t] -145.873125893583X7[t] + 56.4219266694894X8[t] -1008.86288892542X9[t] + 487.392762192666X10[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) | -6621.20686091456 | 6902.866313 | -0.9592 | 0.338963 | 0.169482 |
X2 | 18.6792902874244 | 12.600341 | 1.4824 | 0.140266 | 0.070133 |
X3 | 129.718229755785 | 79.149026 | 1.6389 | 0.103273 | 0.051637 |
X4 | 96.5728322044372 | 27.328629 | 3.5338 | 0.000541 | 0.000271 |
X5 | -0.307030148761099 | 0.35517 | -0.8645 | 0.38868 | 0.19434 |
X6 | 0.737535481670461 | 0.082578 | 8.9314 | 0 | 0 |
X7 | -145.873125893583 | 727.693613 | -0.2005 | 0.841386 | 0.420693 |
X8 | 56.4219266694894 | 150.389752 | 0.3752 | 0.708049 | 0.354025 |
X9 | -1008.86288892542 | 1036.329162 | -0.9735 | 0.331833 | 0.165917 |
X10 | 487.392762192666 | 310.84237 | 1.568 | 0.11894 | 0.05947 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.961291904346723 |
R-squared | 0.924082125362549 |
Adjusted R-squared | 0.919645366455165 |
F-TEST (value) | 208.27864318359 |
F-TEST (DF numerator) | 9 |
F-TEST (DF denominator) | 154 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 32512.3635923793 |
Sum Squared Residuals | 162786283099.913 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 272545 | 246981.360019793 | 25563.6399802069 |
2 | 179444 | 180427.722185863 | -983.722185863332 |
3 | 222373 | 210569.244116347 | 11803.7558836529 |
4 | 218443 | 275090.521928017 | -56647.5219280169 |
5 | 167843 | 149243.934885507 | 18599.0651144934 |
6 | 70849 | 90225.0870277869 | -19376.0870277869 |
7 | 506574 | 520973.271635155 | -14399.2716351552 |
8 | 33186 | 34080.9942684387 | -894.994268438681 |
9 | 216660 | 221239.722640759 | -4579.72264075899 |
10 | 213274 | 194758.173063551 | 18515.8269364493 |
11 | 307153 | 286264.372434475 | 20888.6275655248 |
12 | 237633 | 231497.708644574 | 6135.29135542582 |
13 | 164292 | 171751.977828388 | -7459.97782838828 |
14 | 364402 | 286897.979408837 | 77504.0205911631 |
15 | 244103 | 227051.602656945 | 17051.3973430554 |
16 | 384448 | 443556.251697253 | -59108.2516972526 |
17 | 325587 | 271409.294686852 | 54177.7053131476 |
18 | 323652 | 310456.826356414 | 13195.1736435865 |
19 | 176082 | 178313.03383888 | -2231.03383888004 |
20 | 266736 | 262505.383069627 | 4230.61693037346 |
21 | 278265 | 272306.510293512 | 5958.48970648825 |
22 | 442703 | 327687.75696088 | 115015.24303912 |
23 | 180393 | 170003.313698551 | 10389.6863014488 |
24 | 189897 | 217867.965212247 | -27970.9652122474 |
25 | 234247 | 297107.669179762 | -62860.6691797623 |
26 | 237452 | 279029.887881729 | -41577.8878817288 |
27 | 267268 | 317101.434641015 | -49833.4346410155 |
28 | 270787 | 246163.04909708 | 24623.9509029198 |
29 | 155915 | 156452.88504463 | -537.885044629872 |
30 | 342564 | 364674.570287242 | -22110.5702872417 |
31 | 282172 | 307251.97262375 | -25079.9726237502 |
32 | 216584 | 229592.661680374 | -13008.6616803738 |
33 | 318563 | 305767.750846579 | 12795.2491534211 |
34 | 98672 | 109915.002693819 | -11243.002693819 |
35 | 386258 | 357830.45235818 | 28427.54764182 |
36 | 273950 | 281937.240892453 | -7987.24089245255 |
37 | 425120 | 377172.448432655 | 47947.5515673447 |
38 | 227636 | 209021.047645437 | 18614.9523545633 |
39 | 115658 | 94090.6849811228 | 21567.3150188772 |
40 | 349863 | 355274.626176781 | -5411.62617678116 |
41 | 324178 | 335809.994573646 | -11631.9945736464 |
42 | 178083 | 187880.390258584 | -9797.39025858405 |
43 | 195153 | 211235.804040916 | -16082.8040409159 |
44 | 177694 | 160224.600041285 | 17469.3999587146 |
45 | 153778 | 228983.775199136 | -75205.7751991358 |
46 | 455168 | 407686.254007785 | 47481.7459922147 |
47 | 78800 | 104591.091285669 | -25791.0912856685 |
48 | 208051 | 235518.620734115 | -27467.6207341146 |
49 | 348077 | 399505.120136979 | -51428.1201369785 |
50 | 175523 | 234982.72346565 | -59459.7234656501 |
51 | 224591 | 249001.121259301 | -24410.1212593012 |
52 | 24188 | 39290.0833765472 | -15102.0833765472 |
53 | 372238 | 339285.65430862 | 32952.3456913798 |
54 | 65029 | 68730.0131587009 | -3701.01315870092 |
55 | 101097 | 112478.298737029 | -11381.2987370294 |
56 | 279012 | 284594.818062011 | -5582.81806201133 |
57 | 317644 | 321009.560883594 | -3365.56088359386 |
58 | 340471 | 363441.206620576 | -22970.2066205763 |
59 | 358958 | 337391.006684265 | 21566.9933157345 |
60 | 252529 | 213527.415928975 | 39001.5840710252 |
61 | 370628 | 396670.273882499 | -26042.2738824994 |
62 | 304468 | 343578.453050353 | -39110.4530503532 |
63 | 265870 | 287374.19404573 | -21504.1940457296 |
64 | 264889 | 271054.950723871 | -6165.95072387126 |
65 | 228595 | 221190.854335906 | 7404.14566409417 |
66 | 216027 | 205417.361819471 | 10609.6381805285 |
67 | 198798 | 219173.639196576 | -20375.6391965756 |
68 | 238146 | 279479.02081826 | -41333.0208182598 |
69 | 234891 | 241141.742138938 | -6250.74213893781 |
70 | 175816 | 181911.936569726 | -6095.93656972596 |
71 | 239314 | 248742.57888322 | -9428.57888321955 |
72 | 73566 | 90630.4757338055 | -17064.4757338055 |
73 | 242622 | 239258.512110264 | 3363.48788973588 |
74 | 187167 | 191050.676129491 | -3883.67612949122 |
75 | 209049 | 211330.474428436 | -2281.47442843567 |
76 | 360592 | 253058.895893248 | 107533.104106752 |
77 | 342846 | 311047.785389221 | 31798.2146107794 |
78 | 207650 | 259869.23402324 | -52219.2340232395 |
79 | 206500 | 206703.444630804 | -203.444630804052 |
80 | 182357 | 182049.112237271 | 307.887762729431 |
81 | 153613 | 177117.398268151 | -23504.3982681515 |
82 | 456979 | 368302.091521647 | 88676.908478353 |
83 | 145943 | 165459.168738754 | -19516.1687387537 |
84 | 280366 | 225631.31953683 | 54734.6804631701 |
85 | 80953 | 100896.051623848 | -19943.0516238477 |
86 | 150216 | 159986.044285987 | -9770.04428598738 |
87 | 167878 | 167087.515805511 | 790.484194489356 |
88 | 369718 | 355733.689289657 | 13984.3107103428 |
89 | 322454 | 312513.629244415 | 9940.37075558485 |
90 | 179797 | 260369.98138238 | -80572.9813823796 |
91 | 262883 | 241585.107910823 | 21297.8920891766 |
92 | 262793 | 219790.714792987 | 43002.2852070132 |
93 | 189142 | 187225.108049837 | 1916.89195016292 |
94 | 275997 | 262306.515157238 | 13690.4848427619 |
95 | 328875 | 276517.864627642 | 52357.1353723582 |
96 | 189252 | 194237.919291058 | -4985.91929105784 |
97 | 222504 | 223948.34551428 | -1444.34551428028 |
98 | 287386 | 295840.213065021 | -8454.2130650211 |
99 | 389104 | 411477.853075969 | -22373.8530759685 |
100 | 397681 | 394051.973245109 | 3629.0267548907 |
101 | 287748 | 272187.457823973 | 15560.5421760269 |
102 | 294320 | 303115.620176152 | -8795.62017615172 |
103 | 186856 | 206041.105991991 | -19185.1059919908 |
104 | 43287 | 57773.4043628349 | -14486.4043628349 |
105 | 185468 | 191951.778553158 | -6483.77855315828 |
106 | 235352 | 263704.77749001 | -28352.7774900099 |
107 | 268077 | 286338.516711824 | -18261.5167118241 |
108 | 305195 | 287720.959330353 | 17474.0406696466 |
109 | 143356 | 216748.03173448 | -73392.0317344801 |
110 | 154165 | 270632.908285133 | -116467.908285133 |
111 | 307000 | 258811.38430524 | 48188.6156947604 |
112 | 298039 | 234417.812975592 | 63621.1870244083 |
113 | 23623 | 20531.4217087928 | 3091.57829120717 |
114 | 195817 | 229610.948890009 | -33793.9488900086 |
115 | 61857 | 47621.3376588708 | 14235.6623411292 |
116 | 163766 | 168874.604839511 | -5108.60483951079 |
117 | 414506 | 379825.54831544 | 34680.4516845602 |
118 | 21054 | 21562.9874275997 | -508.987427599667 |
119 | 252805 | 240770.753130841 | 12034.246869159 |
120 | 31961 | 37836.9277675673 | -5875.92776756732 |
121 | 317367 | 341530.319163854 | -24163.3191638538 |
122 | 240153 | 216151.402957387 | 24001.5970426131 |
123 | 175083 | 146153.114187277 | 28929.8858127228 |
124 | 152043 | 183352.866207239 | -31309.8662072392 |
125 | 38214 | 51059.9991696589 | -12845.9991696589 |
126 | 216299 | 204515.09619461 | 11783.9038053903 |
127 | 357602 | 314137.736620976 | 43464.263379024 |
128 | 198104 | 212929.940367908 | -14825.9403679081 |
129 | 410803 | 404898.875605436 | 5904.12439456418 |
130 | 316105 | 344488.798142186 | -28383.7981421859 |
131 | 397297 | 407940.172364413 | -10643.1723644132 |
132 | 187992 | 191641.118423603 | -3649.1184236033 |
133 | 102424 | 134264.223651173 | -31840.2236511728 |
134 | 286327 | 283191.394880563 | 3135.6051194365 |
135 | 407378 | 413921.856083284 | -6543.85608328389 |
136 | 143860 | 140965.294829006 | 2894.70517099356 |
137 | 391854 | 396666.353361697 | -4812.35336169667 |
138 | 157429 | 188283.09703442 | -30854.0970344196 |
139 | 258751 | 227676.241365836 | 31074.7586341639 |
140 | 282399 | 256406.319851021 | 25992.6801489787 |
141 | 217665 | 199795.117498347 | 17869.882501653 |
142 | 366774 | 358145.748864227 | 8628.25113577327 |
143 | 236660 | 246332.90958245 | -9672.90958244952 |
144 | 173260 | 137169.398373727 | 36090.6016262734 |
145 | 323545 | 295023.086644631 | 28521.9133553693 |
146 | 168994 | 207964.688172917 | -38970.6881729174 |
147 | 253330 | 276073.227735387 | -22743.2277353869 |
148 | 301703 | 290129.204059409 | 11573.7959405914 |
149 | 1 | -7896.70641338189 | 7897.70641338189 |
150 | 14688 | 11982.8816920509 | 2705.11830794912 |
151 | 98 | -6398.0921797216 | 6496.0921797216 |
152 | 455 | -6212.33607910354 | 6667.33607910354 |
153 | 0 | -6767.07998680809 | 6767.07998680809 |
154 | 0 | -6621.20686091451 | 6621.20686091451 |
155 | 246435 | 218941.777279778 | 27493.2227202223 |
156 | 382374 | 354812.904204339 | 27561.0957956612 |
157 | 0 | -6621.20686091451 | 6621.20686091451 |
158 | 203 | -6027.61678074166 | 6230.61678074166 |
159 | 7199 | 6954.4760613738 | 244.523938626199 |
160 | 46660 | 48061.8316008438 | -1401.83160084383 |
161 | 17547 | 9331.89651602607 | 8215.10348397393 |
162 | 116678 | 91900.8428989168 | 24777.1571010832 |
163 | 969 | -5820.07098306762 | 6789.07098306762 |
164 | 206501 | 174276.750767194 | 32224.249232806 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
13 | 0.0627762407258335 | 0.125552481451667 | 0.937223759274166 |
14 | 0.218187323990826 | 0.436374647981652 | 0.781812676009174 |
15 | 0.141903420637058 | 0.283806841274116 | 0.858096579362942 |
16 | 0.294037770849319 | 0.588075541698637 | 0.705962229150681 |
17 | 0.349557371751639 | 0.699114743503278 | 0.650442628248361 |
18 | 0.625502053575596 | 0.748995892848807 | 0.374497946424404 |
19 | 0.527049000136022 | 0.945901999727955 | 0.472950999863978 |
20 | 0.429571325400811 | 0.859142650801622 | 0.570428674599189 |
21 | 0.341803392980488 | 0.683606785960975 | 0.658196607019512 |
22 | 0.880050988986931 | 0.239898022026138 | 0.119949011013069 |
23 | 0.84092421071372 | 0.31815157857256 | 0.15907578928628 |
24 | 0.85423915690469 | 0.291521686190621 | 0.14576084309531 |
25 | 0.858555203175337 | 0.282889593649326 | 0.141444796824663 |
26 | 0.829364692309353 | 0.341270615381294 | 0.170635307690647 |
27 | 0.873304007565427 | 0.253391984869147 | 0.126695992434573 |
28 | 0.839607746957554 | 0.320784506084892 | 0.160392253042446 |
29 | 0.795286882507279 | 0.409426234985442 | 0.204713117492721 |
30 | 0.869376280637777 | 0.261247438724446 | 0.130623719362223 |
31 | 0.867742112921692 | 0.264515774156615 | 0.132257887078308 |
32 | 0.859446410786545 | 0.281107178426909 | 0.140553589213455 |
33 | 0.823538048987099 | 0.352923902025802 | 0.176461951012901 |
34 | 0.782748264784148 | 0.434503470431704 | 0.217251735215852 |
35 | 0.769576814940904 | 0.460846370118192 | 0.230423185059096 |
36 | 0.720714483957151 | 0.558571032085697 | 0.279285516042849 |
37 | 0.755794356820976 | 0.488411286358048 | 0.244205643179024 |
38 | 0.767190969653403 | 0.465618060693193 | 0.232809030346597 |
39 | 0.727076957769633 | 0.545846084460734 | 0.272923042230367 |
40 | 0.69650106333855 | 0.606997873322899 | 0.30349893666145 |
41 | 0.660899159349288 | 0.678201681301423 | 0.339100840650712 |
42 | 0.626970938503907 | 0.746058122992185 | 0.373029061496093 |
43 | 0.710783890425973 | 0.578432219148054 | 0.289216109574027 |
44 | 0.685744987491007 | 0.628510025017986 | 0.314255012508993 |
45 | 0.910367763693733 | 0.179264472612534 | 0.0896322363062668 |
46 | 0.920513003476088 | 0.158973993047824 | 0.0794869965239118 |
47 | 0.918462650959449 | 0.163074698081103 | 0.0815373490405515 |
48 | 0.912271328093851 | 0.175457343812297 | 0.0877286719061486 |
49 | 0.957321988812801 | 0.0853560223743973 | 0.0426780111871987 |
50 | 0.976390667500684 | 0.0472186649986323 | 0.0236093324993161 |
51 | 0.97257840010494 | 0.0548431997901198 | 0.0274215998950599 |
52 | 0.968577689492045 | 0.0628446210159102 | 0.0314223105079551 |
53 | 0.96552414333131 | 0.0689517133373791 | 0.0344758566686895 |
54 | 0.955594008651445 | 0.088811982697111 | 0.0444059913485555 |
55 | 0.945914647406896 | 0.108170705186207 | 0.0540853525931036 |
56 | 0.933072587774183 | 0.133854824451634 | 0.066927412225817 |
57 | 0.915443627706145 | 0.169112744587711 | 0.0845563722938553 |
58 | 0.903574137944785 | 0.192851724110431 | 0.0964258620552154 |
59 | 0.891727983905036 | 0.216544032189928 | 0.108272016094964 |
60 | 0.902970811967166 | 0.194058376065668 | 0.0970291880328341 |
61 | 0.897528880198602 | 0.204942239602796 | 0.102471119801398 |
62 | 0.902850378062585 | 0.194299243874829 | 0.0971496219374146 |
63 | 0.887814642563822 | 0.224370714872357 | 0.112185357436178 |
64 | 0.863332692571261 | 0.273334614857478 | 0.136667307428739 |
65 | 0.838331930331519 | 0.323336139336961 | 0.161668069668481 |
66 | 0.813893840080065 | 0.372212319839869 | 0.186106159919935 |
67 | 0.790871609299661 | 0.418256781400678 | 0.209128390700339 |
68 | 0.805965533205828 | 0.388068933588345 | 0.194034466794172 |
69 | 0.772702057937744 | 0.454595884124511 | 0.227297942062256 |
70 | 0.738364779287647 | 0.523270441424705 | 0.261635220712353 |
71 | 0.703149824782742 | 0.593700350434516 | 0.296850175217258 |
72 | 0.675506282699289 | 0.648987434601421 | 0.324493717300711 |
73 | 0.632779410240647 | 0.734441179518705 | 0.367220589759353 |
74 | 0.597205914057048 | 0.805588171885904 | 0.402794085942952 |
75 | 0.550621972920373 | 0.898756054159255 | 0.449378027079627 |
76 | 0.900364775964933 | 0.199270448070134 | 0.0996352240350669 |
77 | 0.903177870320888 | 0.193644259358224 | 0.0968221296791118 |
78 | 0.931690221762407 | 0.136619556475186 | 0.0683097782375928 |
79 | 0.914798953847378 | 0.170402092305243 | 0.0852010461526216 |
80 | 0.894813998625 | 0.21037200275 | 0.105186001375 |
81 | 0.882132867074256 | 0.235734265851487 | 0.117867132925744 |
82 | 0.980913270844403 | 0.0381734583111944 | 0.0190867291555972 |
83 | 0.97801415385835 | 0.0439716922832992 | 0.0219858461416496 |
84 | 0.981722717035103 | 0.0365545659297936 | 0.0182772829648968 |
85 | 0.978172645669281 | 0.0436547086614388 | 0.0218273543307194 |
86 | 0.97180761127067 | 0.05638477745866 | 0.02819238872933 |
87 | 0.963730625336823 | 0.0725387493263539 | 0.036269374663177 |
88 | 0.95722636141055 | 0.0855472771788994 | 0.0427736385894497 |
89 | 0.945203998421272 | 0.109592003157456 | 0.0547960015787281 |
90 | 0.986965285376948 | 0.0260694292461045 | 0.0130347146230523 |
91 | 0.98453293877717 | 0.0309341224456609 | 0.0154670612228305 |
92 | 0.987012382062264 | 0.0259752358754721 | 0.0129876179377361 |
93 | 0.98261062199357 | 0.0347787560128598 | 0.0173893780064299 |
94 | 0.979842070986617 | 0.0403158580267655 | 0.0201579290133828 |
95 | 0.989945389460618 | 0.0201092210787635 | 0.0100546105393818 |
96 | 0.986186792635206 | 0.0276264147295879 | 0.013813207364794 |
97 | 0.982128185091145 | 0.0357436298177096 | 0.0178718149088548 |
98 | 0.978081239443194 | 0.0438375211136114 | 0.0219187605568057 |
99 | 0.974522849668008 | 0.0509543006639835 | 0.0254771503319917 |
100 | 0.969125872365978 | 0.0617482552680448 | 0.0308741276340224 |
101 | 0.961269950031045 | 0.07746009993791 | 0.038730049968955 |
102 | 0.950313196286914 | 0.0993736074261718 | 0.0496868037130859 |
103 | 0.939830025383357 | 0.120339949233285 | 0.0601699746166426 |
104 | 0.928842582271153 | 0.142314835457695 | 0.0711574177288473 |
105 | 0.916440220441519 | 0.167119559116962 | 0.0835597795584812 |
106 | 0.930067635619015 | 0.139864728761969 | 0.0699323643809846 |
107 | 0.917381244793249 | 0.165237510413502 | 0.082618755206751 |
108 | 0.903647600791197 | 0.192704798417607 | 0.0963523992088035 |
109 | 0.981787924570669 | 0.0364241508586623 | 0.0182120754293311 |
110 | 0.999895895430233 | 0.00020820913953417 | 0.000104104569767085 |
111 | 0.999959004698642 | 8.19906027161464e-05 | 4.09953013580732e-05 |
112 | 0.999987837074359 | 2.43258512818242e-05 | 1.21629256409121e-05 |
113 | 0.999977508701761 | 4.49825964778065e-05 | 2.24912982389032e-05 |
114 | 0.999992969641462 | 1.40607170760881e-05 | 7.03035853804407e-06 |
115 | 0.999988001579202 | 2.39968415951582e-05 | 1.19984207975791e-05 |
116 | 0.999982727473874 | 3.45450522511714e-05 | 1.72725261255857e-05 |
117 | 0.99999472673322 | 1.05465335605906e-05 | 5.27326678029528e-06 |
118 | 0.999989834967816 | 2.03300643684355e-05 | 1.01650321842178e-05 |
119 | 0.999986729857922 | 2.65402841569086e-05 | 1.32701420784543e-05 |
120 | 0.999976734357311 | 4.6531285378864e-05 | 2.3265642689432e-05 |
121 | 0.999987916191605 | 2.41676167899087e-05 | 1.20838083949544e-05 |
122 | 0.999979922595365 | 4.0154809270809e-05 | 2.00774046354045e-05 |
123 | 0.999980726893835 | 3.85462123299292e-05 | 1.92731061649646e-05 |
124 | 0.999985170191105 | 2.96596177895425e-05 | 1.48298088947712e-05 |
125 | 0.999972476625078 | 5.50467498435296e-05 | 2.75233749217648e-05 |
126 | 0.999943984828741 | 0.000112030342518385 | 5.60151712591923e-05 |
127 | 0.999993307487205 | 1.33850255906132e-05 | 6.69251279530658e-06 |
128 | 0.999987117296388 | 2.57654072233543e-05 | 1.28827036116771e-05 |
129 | 0.999997845269291 | 4.30946141891017e-06 | 2.15473070945508e-06 |
130 | 0.999995266343482 | 9.46731303689551e-06 | 4.73365651844775e-06 |
131 | 0.999990312923756 | 1.93741524874791e-05 | 9.68707624373954e-06 |
132 | 0.999996683262021 | 6.63347595810964e-06 | 3.31673797905482e-06 |
133 | 0.999996274668075 | 7.45066385002322e-06 | 3.72533192501161e-06 |
134 | 0.99999974141044 | 5.17179119486438e-07 | 2.58589559743219e-07 |
135 | 0.999999523299978 | 9.53400044809929e-07 | 4.76700022404964e-07 |
136 | 0.999998920065003 | 2.15986999417394e-06 | 1.07993499708697e-06 |
137 | 0.999999757236608 | 4.85526784817392e-07 | 2.42763392408696e-07 |
138 | 0.999999452143541 | 1.09571291828221e-06 | 5.47856459141104e-07 |
139 | 0.999999999708685 | 5.82629926352331e-10 | 2.91314963176165e-10 |
140 | 0.999999999011909 | 1.97618209953892e-09 | 9.88091049769462e-10 |
141 | 0.99999999525943 | 9.48114004977495e-09 | 4.74057002488748e-09 |
142 | 0.999999973015497 | 5.39690057493964e-08 | 2.69845028746982e-08 |
143 | 0.999999857792752 | 2.84414495896922e-07 | 1.42207247948461e-07 |
144 | 0.999999386354055 | 1.22729188915719e-06 | 6.13645944578594e-07 |
145 | 0.999998642276775 | 2.7154464490024e-06 | 1.3577232245012e-06 |
146 | 0.99999999998753 | 2.49400752434153e-11 | 1.24700376217077e-11 |
147 | 0.999999999690313 | 6.19374800899537e-10 | 3.09687400449769e-10 |
148 | 0.999999992721978 | 1.45560433564566e-08 | 7.27802167822831e-09 |
149 | 0.999999778240546 | 4.43518908773532e-07 | 2.21759454386766e-07 |
150 | 0.999997581387099 | 4.83722580276344e-06 | 2.41861290138172e-06 |
151 | 0.999922122365804 | 0.00015575526839151 | 7.7877634195755e-05 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 42 | 0.302158273381295 | NOK |
5% type I error level | 57 | 0.410071942446043 | NOK |
10% type I error level | 69 | 0.496402877697842 | NOK |