Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 8398.81141733913 + 970.366287727172X1[t] + 1864.29189394134X2[t] + 62.0280743892193X3[t] + 0.217221428501754X4[t] + 0.35267239201094X5[t] + 652.93193852556X6[t] -320.660266734664X7[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) | 8398.81141733913 | 13325.822902 | 0.6303 | 0.529443 | 0.264721 |
X1 | 970.366287727172 | 203.056196 | 4.7788 | 4e-06 | 2e-06 |
X2 | 1864.29189394134 | 851.816442 | 2.1886 | 0.030112 | 0.015056 |
X3 | 62.0280743892193 | 242.956615 | 0.2553 | 0.798824 | 0.399412 |
X4 | 0.217221428501754 | 0.172871 | 1.2566 | 0.210794 | 0.105397 |
X5 | 0.35267239201094 | 0.813853 | 0.4333 | 0.665369 | 0.332684 |
X6 | 652.93193852556 | 1328.804026 | 0.4914 | 0.623857 | 0.311928 |
X7 | -320.660266734664 | 1381.71748 | -0.2321 | 0.816785 | 0.408392 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.864846827254271 |
R-squared | 0.74796003461178 |
Adjusted R-squared | 0.736650548985385 |
F-TEST (value) | 66.1356368733661 |
F-TEST (DF numerator) | 7 |
F-TEST (DF denominator) | 156 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 63794.8503788315 |
Sum Squared Residuals | 634886137837.77 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 279055 | 284629.855281398 | -5574.85528139756 |
2 | 209884 | 237986.203451751 | -28102.2034517505 |
3 | 233432 | 238196.257149516 | -4764.25714951578 |
4 | 222117 | 312942.636651974 | -90825.6366519738 |
5 | 179751 | 176907.196564755 | 2843.80343524478 |
6 | 70849 | 123936.685009749 | -53087.685009749 |
7 | 568125 | 375934.145971551 | 192190.854028449 |
8 | 33186 | 51354.8235216131 | -18168.8235216131 |
9 | 227332 | 258182.546857605 | -30850.5468576046 |
10 | 258676 | 231009.580612345 | 27666.4193876548 |
11 | 341549 | 279842.705299142 | 61706.294700858 |
12 | 260484 | 310411.315078425 | -49927.3150784248 |
13 | 202918 | 182253.3529729 | 20664.6470271002 |
14 | 367799 | 335745.470095928 | 32053.5299040723 |
15 | 269455 | 232449.677931155 | 37005.3220688447 |
16 | 394578 | 398701.604596617 | -4123.60459661667 |
17 | 335567 | 318645.805413869 | 16921.1945861307 |
18 | 423110 | 285248.302560288 | 137861.697439712 |
19 | 182016 | 270635.526223564 | -88619.5262235639 |
20 | 267365 | 356927.185162372 | -89562.1851623719 |
21 | 279428 | 317084.822466609 | -37656.8224666086 |
22 | 506616 | 264529.231126485 | 242086.768873515 |
23 | 201993 | 181195.474346241 | 20797.5256537589 |
24 | 200004 | 307352.162926358 | -107348.162926358 |
25 | 257139 | 332837.638887518 | -75698.6388875179 |
26 | 256931 | 278788.175649155 | -21857.175649155 |
27 | 296850 | 282279.203756358 | 14570.7962436424 |
28 | 307100 | 299770.610746607 | 7329.38925339309 |
29 | 184160 | 178573.922624475 | 5586.07737552462 |
30 | 393860 | 328922.016679604 | 64937.9833203957 |
31 | 309877 | 345614.506344963 | -35737.5063449631 |
32 | 252512 | 238814.53106595 | 13697.4689340497 |
33 | 367819 | 342706.933682363 | 25112.0663176368 |
34 | 115602 | 169265.521594253 | -53663.5215942534 |
35 | 430118 | 347649.96134681 | 82468.0386531898 |
36 | 273950 | 217959.387956074 | 55990.6120439262 |
37 | 428028 | 283445.263967017 | 144582.736032983 |
38 | 251306 | 226104.115174205 | 25201.8848257947 |
39 | 115658 | 99770.6101928058 | 15887.3898071942 |
40 | 388812 | 333664.92927931 | 55147.0707206904 |
41 | 343783 | 285213.365385704 | 58569.6346142956 |
42 | 198635 | 228226.771638264 | -29591.7716382643 |
43 | 213258 | 235662.267469373 | -22404.2674693733 |
44 | 182398 | 219732.660485662 | -37334.6604856621 |
45 | 157164 | 199006.337039412 | -41842.3370394121 |
46 | 459440 | 245982.480551827 | 213457.519448173 |
47 | 78800 | 97322.9980885315 | -18522.9980885315 |
48 | 217575 | 308125.949086697 | -90550.949086697 |
49 | 368086 | 357691.833618536 | 10394.1663814641 |
50 | 206448 | 297348.701725233 | -90900.7017252325 |
51 | 244640 | 276223.546180737 | -31583.5461807374 |
52 | 24188 | 28621.5744418456 | -4433.57444184556 |
53 | 399093 | 296670.468602755 | 102422.531397245 |
54 | 65029 | 81434.512509129 | -16405.512509129 |
55 | 101097 | 86536.4356199964 | 14560.5643800036 |
56 | 297973 | 267386.784922287 | 30586.2150777128 |
57 | 369627 | 404460.698478695 | -34833.6984786948 |
58 | 367127 | 353213.634742222 | 13913.3652577781 |
59 | 374143 | 371230.751145663 | 2912.2488543371 |
60 | 270099 | 242532.004343654 | 27566.9956563463 |
61 | 391871 | 369160.644052671 | 22710.3559473291 |
62 | 315924 | 355662.330878448 | -39738.3308784481 |
63 | 291391 | 241467.847504629 | 49923.1524953706 |
64 | 286417 | 269154.724967679 | 17262.275032321 |
65 | 270324 | 238529.247877016 | 31794.7521229837 |
66 | 267432 | 296093.264566384 | -28661.2645663843 |
67 | 215924 | 273053.426196821 | -57129.4261968214 |
68 | 249232 | 272984.080286397 | -23752.0802863967 |
69 | 260919 | 340685.72497789 | -79766.7249778901 |
70 | 182961 | 279647.555400197 | -96686.5554001974 |
71 | 256967 | 271256.315058741 | -14289.3150587407 |
72 | 73566 | 91714.788177993 | -18148.788177993 |
73 | 272362 | 256725.627477926 | 15636.3725220742 |
74 | 216802 | 239484.950015584 | -22682.9500155837 |
75 | 228835 | 295632.387146852 | -66797.3871468523 |
76 | 371391 | 311529.402135281 | 59861.5978647185 |
77 | 392330 | 344046.493474232 | 48283.5065257675 |
78 | 220401 | 264176.620863628 | -43775.6208636279 |
79 | 225825 | 288693.66948252 | -62868.6694825197 |
80 | 217623 | 247970.485654457 | -30347.4856544574 |
81 | 199011 | 194022.554100356 | 4988.44589964388 |
82 | 483074 | 367954.208264636 | 115119.791735364 |
83 | 145943 | 116555.806933927 | 29387.1930660727 |
84 | 295224 | 307496.525608947 | -12272.525608947 |
85 | 80953 | 107547.928561881 | -26594.9285618805 |
86 | 171206 | 138684.315221554 | 32521.6847784462 |
87 | 179344 | 238849.059646769 | -59505.0596467688 |
88 | 415550 | 238599.65667877 | 176950.34332123 |
89 | 366035 | 336584.91836619 | 29450.0816338101 |
90 | 180679 | 365842.545975501 | -185163.545975501 |
91 | 298696 | 227874.813204239 | 70821.1867957613 |
92 | 292260 | 367074.172929668 | -74814.172929668 |
93 | 199481 | 176370.399685412 | 23110.600314588 |
94 | 282361 | 282351.940203657 | 9.05979634269109 |
95 | 329281 | 262324.542352157 | 66956.4576478434 |
96 | 230588 | 288034.455999799 | -57446.4559997987 |
97 | 297995 | 312001.998414151 | -14006.9984141507 |
98 | 305984 | 382740.109425278 | -76756.1094252782 |
99 | 416463 | 420562.052360287 | -4099.05236028686 |
100 | 412530 | 400277.916318874 | 12252.0836811262 |
101 | 297080 | 318048.613618094 | -20968.6136180942 |
102 | 318283 | 366825.237678597 | -48542.2376785974 |
103 | 202726 | 199419.336740236 | 3306.66325976389 |
104 | 43287 | 88802.6150707026 | -45515.6150707026 |
105 | 223456 | 211241.049606671 | 12214.9503933287 |
106 | 258249 | 312937.666681979 | -54688.6666819791 |
107 | 299566 | 303291.666583 | -3725.66658300025 |
108 | 321797 | 342197.948675459 | -20400.9486754586 |
109 | 170299 | 178723.342599672 | -8424.34259967211 |
110 | 169545 | 281223.740671763 | -111678.740671763 |
111 | 354041 | 259691.518991521 | 94349.4810084794 |
112 | 303273 | 322495.950974973 | -19222.9509749728 |
113 | 23623 | 25900.137811495 | -2277.13781149501 |
114 | 195880 | 302478.968719655 | -106598.968719655 |
115 | 61857 | 71193.4243797171 | -9336.42437971711 |
116 | 207339 | 260288.477604644 | -52949.4776046442 |
117 | 431443 | 351259.64287722 | 80183.3571227805 |
118 | 21054 | 13914.2908452801 | 7139.70915471993 |
119 | 252805 | 209920.466286097 | 42884.5337139025 |
120 | 31961 | 58769.3428013772 | -26808.3428013772 |
121 | 354622 | 283857.852449044 | 70764.1475509557 |
122 | 251240 | 261873.614302226 | -10633.6143022257 |
123 | 187003 | 203176.33173724 | -16173.3317372398 |
124 | 172481 | 204837.496164295 | -32356.4961642951 |
125 | 38214 | 48029.4725516951 | -9815.47255169508 |
126 | 256082 | 240538.138456658 | 15543.8615433424 |
127 | 358276 | 342842.755236067 | 15433.2447639334 |
128 | 211775 | 260045.483263222 | -48270.483263222 |
129 | 445926 | 360143.836398835 | 85782.1636011649 |
130 | 348017 | 361267.367347088 | -13250.3673470878 |
131 | 441946 | 428112.057615914 | 13833.9423840859 |
132 | 208962 | 231625.009062959 | -22663.0090629592 |
133 | 105332 | 165041.33107313 | -59709.3310731299 |
134 | 315219 | 268850.468403035 | 46368.5315969653 |
135 | 460249 | 340066.974041148 | 120182.025958852 |
136 | 160740 | 198488.380094994 | -37748.3800949939 |
137 | 412099 | 337225.607177019 | 74873.3928229806 |
138 | 173747 | 197523.187409668 | -23776.1874096679 |
139 | 284582 | 293583.422781276 | -9001.42278127579 |
140 | 283913 | 278235.762318965 | 5677.23768103473 |
141 | 234262 | 210614.095495831 | 23647.9045041689 |
142 | 386740 | 268314.924475869 | 118425.075524131 |
143 | 246963 | 332317.2579827 | -85354.2579826997 |
144 | 173260 | 106887.293418808 | 66372.7065811916 |
145 | 346748 | 356374.162435006 | -9626.16243500572 |
146 | 176654 | 352540.103069011 | -175886.103069011 |
147 | 264767 | 306358.199945909 | -41591.1999459088 |
148 | 314070 | 401056.347681721 | -86986.3476817207 |
149 | 1 | 8398.81141733911 | -8397.81141733911 |
150 | 14688 | 15978.2280805709 | -1290.22808057092 |
151 | 98 | 8398.81141733911 | -8300.81141733911 |
152 | 455 | 8398.81141733911 | -7943.81141733911 |
153 | 0 | 8398.81141733911 | -8398.81141733911 |
154 | 0 | 8398.81141733911 | -8398.81141733911 |
155 | 284420 | 250166.72330976 | 34253.2766902403 |
156 | 410509 | 346606.122440347 | 63902.8775596533 |
157 | 0 | 8398.81141733911 | -8398.81141733911 |
158 | 203 | 8398.81141733911 | -8195.81141733911 |
159 | 7199 | 17738.2033405896 | -10539.2033405896 |
160 | 46660 | 36569.5068737366 | 10090.4931262634 |
161 | 17547 | 13298.245170473 | 4248.75482952702 |
162 | 121550 | 163044.679141646 | -41494.6791416457 |
163 | 969 | 8398.81141733911 | -7429.81141733911 |
164 | 242258 | 193423.249953378 | 48834.750046622 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
11 | 0.383213899191484 | 0.766427798382969 | 0.616786100808515 |
12 | 0.304920553673305 | 0.609841107346609 | 0.695079446326695 |
13 | 0.488473609995823 | 0.976947219991645 | 0.511526390004177 |
14 | 0.366877841609583 | 0.733755683219166 | 0.633122158390417 |
15 | 0.282871990905559 | 0.565743981811118 | 0.717128009094441 |
16 | 0.226831719007698 | 0.453663438015396 | 0.773168280992302 |
17 | 0.178160662160186 | 0.356321324320372 | 0.821839337839814 |
18 | 0.14513520059229 | 0.290270401184581 | 0.85486479940771 |
19 | 0.507141011387078 | 0.985717977225844 | 0.492858988612922 |
20 | 0.59829922045127 | 0.80340155909746 | 0.40170077954873 |
21 | 0.517510312284058 | 0.964979375431884 | 0.482489687715942 |
22 | 0.968501944177415 | 0.0629961116451693 | 0.0314980558225847 |
23 | 0.95976197120883 | 0.0804760575823405 | 0.0402380287911702 |
24 | 0.961669823225011 | 0.0766603535499778 | 0.0383301767749889 |
25 | 0.964645801331686 | 0.0707083973366288 | 0.0353541986683144 |
26 | 0.949747429917333 | 0.100505140165333 | 0.0502525700826667 |
27 | 0.94767519297443 | 0.104649614051141 | 0.0523248070255704 |
28 | 0.933298884848729 | 0.133402230302541 | 0.0667011151512706 |
29 | 0.918738438853071 | 0.162523122293858 | 0.0812615611469288 |
30 | 0.904537891457128 | 0.190924217085744 | 0.0954621085428722 |
31 | 0.882546783509965 | 0.234906432980071 | 0.117453216490035 |
32 | 0.872914900903801 | 0.254170198192398 | 0.127085099096199 |
33 | 0.845625308532947 | 0.308749382934107 | 0.154374691467053 |
34 | 0.83758616322784 | 0.32482767354432 | 0.16241383677216 |
35 | 0.900278897138295 | 0.19944220572341 | 0.099721102861705 |
36 | 0.878857554641907 | 0.242284890716187 | 0.121142445358093 |
37 | 0.970595866420947 | 0.0588082671581055 | 0.0294041335790527 |
38 | 0.961061972389442 | 0.0778760552211156 | 0.0389380276105578 |
39 | 0.948629240077065 | 0.10274151984587 | 0.0513707599229351 |
40 | 0.941204454151202 | 0.117591091697595 | 0.0587955458487975 |
41 | 0.929417965258099 | 0.141164069483803 | 0.0705820347419014 |
42 | 0.918295129901809 | 0.163409740196382 | 0.0817048700981912 |
43 | 0.897113285901292 | 0.205773428197417 | 0.102886714098708 |
44 | 0.875841398241542 | 0.248317203516916 | 0.124158601758458 |
45 | 0.856416818147087 | 0.287166363705825 | 0.143583181852913 |
46 | 0.973264750080391 | 0.0534704998392176 | 0.0267352499196088 |
47 | 0.964818980146528 | 0.0703620397069435 | 0.0351810198534717 |
48 | 0.969612761543827 | 0.0607744769123465 | 0.0303872384561733 |
49 | 0.970900686939369 | 0.0581986261212623 | 0.0290993130606311 |
50 | 0.97720115299665 | 0.0455976940066991 | 0.0227988470033496 |
51 | 0.971026240115508 | 0.0579475197689831 | 0.0289737598844916 |
52 | 0.965009544320765 | 0.0699809113584702 | 0.0349904556792351 |
53 | 0.975748562690449 | 0.0485028746191027 | 0.0242514373095513 |
54 | 0.969177825846062 | 0.0616443483078762 | 0.0308221741539381 |
55 | 0.960216770146672 | 0.0795664597066554 | 0.0397832298533277 |
56 | 0.954635248625244 | 0.0907295027495121 | 0.0453647513747561 |
57 | 0.948896151018302 | 0.102207697963395 | 0.0511038489816975 |
58 | 0.935577453861594 | 0.128845092276812 | 0.064422546138406 |
59 | 0.920133266725587 | 0.159733466548825 | 0.0798667332744127 |
60 | 0.905102762519081 | 0.189794474961838 | 0.0948972374809188 |
61 | 0.8966578952025 | 0.206684209594999 | 0.1033421047975 |
62 | 0.89970939825678 | 0.20058120348644 | 0.10029060174322 |
63 | 0.886663243562086 | 0.226673512875828 | 0.113336756437914 |
64 | 0.864028196400965 | 0.27194360719807 | 0.135971803599035 |
65 | 0.866268361739956 | 0.267463276520088 | 0.133731638260044 |
66 | 0.872393666602736 | 0.255212666794527 | 0.127606333397264 |
67 | 0.882838499141713 | 0.234323001716575 | 0.117161500858287 |
68 | 0.864682291452157 | 0.270635417095687 | 0.135317708547843 |
69 | 0.897927070701137 | 0.204145858597725 | 0.102072929298863 |
70 | 0.946251972400481 | 0.107496055199037 | 0.0537480275995187 |
71 | 0.932990471642818 | 0.134019056714363 | 0.0670095283571817 |
72 | 0.917961990886717 | 0.164076018226565 | 0.0820380091132825 |
73 | 0.900555876888226 | 0.198888246223547 | 0.0994441231117736 |
74 | 0.881633854570293 | 0.236732290859414 | 0.118366145429707 |
75 | 0.883168904019134 | 0.233662191961732 | 0.116831095980866 |
76 | 0.878579721414213 | 0.242840557171574 | 0.121420278585787 |
77 | 0.868666206045558 | 0.262667587908884 | 0.131333793954442 |
78 | 0.87288375294758 | 0.25423249410484 | 0.12711624705242 |
79 | 0.874058881852403 | 0.251882236295193 | 0.125941118147597 |
80 | 0.855069915239649 | 0.289860169520701 | 0.144930084760351 |
81 | 0.827147967094362 | 0.345704065811276 | 0.172852032905638 |
82 | 0.893838588039348 | 0.212322823921303 | 0.106161411960652 |
83 | 0.87558937057971 | 0.248821258840581 | 0.12441062942029 |
84 | 0.851415328792043 | 0.297169342415915 | 0.148584671207957 |
85 | 0.829160794098675 | 0.34167841180265 | 0.170839205901325 |
86 | 0.805586238209906 | 0.388827523580188 | 0.194413761790094 |
87 | 0.803691132690419 | 0.392617734619161 | 0.196308867309581 |
88 | 0.951984763982181 | 0.0960304720356376 | 0.0480152360178188 |
89 | 0.945434245668562 | 0.109131508662877 | 0.0545657543314383 |
90 | 0.992509066542957 | 0.0149818669140855 | 0.00749093345704273 |
91 | 0.993349118534634 | 0.0133017629307326 | 0.00665088146536629 |
92 | 0.993964626528873 | 0.012070746942255 | 0.00603537347112749 |
93 | 0.991833487644349 | 0.0163330247113028 | 0.0081665123556514 |
94 | 0.988836393264492 | 0.0223272134710151 | 0.0111636067355075 |
95 | 0.988879455853225 | 0.0222410882935508 | 0.0111205441467754 |
96 | 0.988392685295609 | 0.0232146294087821 | 0.011607314704391 |
97 | 0.984422540348599 | 0.0311549193028014 | 0.0155774596514007 |
98 | 0.986013770404164 | 0.0279724591916717 | 0.0139862295958359 |
99 | 0.981110080382541 | 0.0377798392349181 | 0.0188899196174591 |
100 | 0.97503102048242 | 0.0499379590351609 | 0.0249689795175804 |
101 | 0.968091175172746 | 0.0638176496545086 | 0.0319088248272543 |
102 | 0.964696187286421 | 0.0706076254271573 | 0.0353038127135787 |
103 | 0.95519866387294 | 0.0896026722541206 | 0.0448013361270603 |
104 | 0.950931831693394 | 0.0981363366132118 | 0.0490681683066059 |
105 | 0.940167237930081 | 0.119665524139837 | 0.0598327620699187 |
106 | 0.945323724500371 | 0.109352550999258 | 0.0546762754996291 |
107 | 0.9300774232312 | 0.1398451535376 | 0.0699225767688 |
108 | 0.91228252580293 | 0.175434948394139 | 0.0877174741970697 |
109 | 0.891083370997482 | 0.217833258005037 | 0.108916629002518 |
110 | 0.916501103260838 | 0.166997793478324 | 0.0834988967391618 |
111 | 0.936868161499356 | 0.126263677001287 | 0.0631318385006436 |
112 | 0.92018033515298 | 0.15963932969404 | 0.07981966484702 |
113 | 0.898831002925636 | 0.202337994148727 | 0.101168997074364 |
114 | 0.946173074827328 | 0.107653850345344 | 0.0538269251726722 |
115 | 0.930191753510903 | 0.139616492978194 | 0.0698082464890971 |
116 | 0.921175655731469 | 0.157648688537062 | 0.0788243442685311 |
117 | 0.927023747392648 | 0.145952505214704 | 0.0729762526073518 |
118 | 0.906379698454275 | 0.18724060309145 | 0.093620301545725 |
119 | 0.896249927738256 | 0.207500144523488 | 0.103750072261744 |
120 | 0.873821326735191 | 0.252357346529618 | 0.126178673264809 |
121 | 0.879306539763567 | 0.241386920472867 | 0.120693460236433 |
122 | 0.850057658632704 | 0.299884682734593 | 0.149942341367296 |
123 | 0.814925736992543 | 0.370148526014914 | 0.185074263007457 |
124 | 0.783126363350707 | 0.433747273298587 | 0.216873636649293 |
125 | 0.738568379920258 | 0.522863240159485 | 0.261431620079742 |
126 | 0.692736959589361 | 0.614526080821278 | 0.307263040410639 |
127 | 0.639723787134294 | 0.720552425731412 | 0.360276212865706 |
128 | 0.66107262157688 | 0.67785475684624 | 0.33892737842312 |
129 | 0.707611339268531 | 0.584777321462938 | 0.292388660731469 |
130 | 0.658346513349101 | 0.683306973301798 | 0.341653486650899 |
131 | 0.599934230739364 | 0.800131538521272 | 0.400065769260636 |
132 | 0.557268485211843 | 0.885463029576315 | 0.442731514788157 |
133 | 0.597633111222462 | 0.804733777555076 | 0.402366888777538 |
134 | 0.55014345509908 | 0.899713089801839 | 0.44985654490092 |
135 | 0.769039430650446 | 0.461921138699108 | 0.230960569349554 |
136 | 0.718362566118562 | 0.563274867762877 | 0.281637433881438 |
137 | 0.772439153475897 | 0.455121693048207 | 0.227560846524103 |
138 | 0.730279344824702 | 0.539441310350595 | 0.269720655175298 |
139 | 0.665477412041338 | 0.669045175917325 | 0.334522587958662 |
140 | 0.594235358289483 | 0.811529283421034 | 0.405764641710517 |
141 | 0.544347335042327 | 0.911305329915345 | 0.455652664957673 |
142 | 0.984792561870844 | 0.0304148762583119 | 0.0152074381291559 |
143 | 0.982852090019152 | 0.034295819961697 | 0.0171479099808485 |
144 | 0.999999405637041 | 1.18872591787165e-06 | 5.94362958935826e-07 |
145 | 0.99999994231528 | 1.15369439961084e-07 | 5.7684719980542e-08 |
146 | 0.999999719689263 | 5.60621473969574e-07 | 2.80310736984787e-07 |
147 | 0.999999999785172 | 4.29655382798226e-10 | 2.14827691399113e-10 |
148 | 0.999999999996886 | 6.2288352897843e-12 | 3.11441764489215e-12 |
149 | 0.999999999891954 | 2.16092871139552e-10 | 1.08046435569776e-10 |
150 | 0.999999999999882 | 2.35120503674138e-13 | 1.17560251837069e-13 |
151 | 0.999999999979163 | 4.16734790699166e-11 | 2.08367395349583e-11 |
152 | 0.999999996645885 | 6.70822976583939e-09 | 3.3541148829197e-09 |
153 | 0.999999519474581 | 9.61050838102485e-07 | 4.80525419051243e-07 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 10 | 0.0699300699300699 | NOK |
5% type I error level | 25 | 0.174825174825175 | NOK |
10% type I error level | 45 | 0.314685314685315 | NOK |