Multiple Linear Regression - Estimated Regression Equation |
LongPR[t] = + 25.62824579068 + 0.000242010147756041Time[t] + 0.0550932133561758Log[t] + 0.000494098959281912CompChar[t] -0.000181314130243146CompSec[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) | 25.62824579068 | 6.123055 | 4.1855 | 4.7e-05 | 2.3e-05 |
Time | 0.000242010147756041 | 4.9e-05 | 4.9774 | 2e-06 | 1e-06 |
Log | 0.0550932133561758 | 0.069969 | 0.7874 | 0.432226 | 0.216113 |
CompChar | 0.000494098959281912 | 8.4e-05 | 5.8801 | 0 | 0 |
CompSec | -0.000181314130243146 | 0.000101 | -1.7882 | 0.075641 | 0.03782 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.797750981210077 |
R-squared | 0.63640662802164 |
Adjusted R-squared | 0.627259624953002 |
F-TEST (value) | 69.5754252235539 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 159 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 33.8277797411359 |
Sum Squared Residuals | 181946.670472154 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 130 | 133.02280566554 | -3.02280566553954 |
2 | 143 | 115.099466215576 | 27.9005337844242 |
3 | 118 | 120.645220338387 | -2.64522033838686 |
4 | 146 | 121.355726786106 | 24.6442732138938 |
5 | 73 | 78.1041142759512 | -5.10411427595119 |
6 | 89 | 73.3321832270796 | 15.6678167729204 |
7 | 146 | 226.727836399898 | -80.7278363998978 |
8 | 22 | 44.7327348376656 | -22.7327348376656 |
9 | 132 | 134.476901077766 | -2.47690107776636 |
10 | 92 | 105.911539603084 | -13.9115396030838 |
11 | 147 | 130.7463099733 | 16.2536900267002 |
12 | 203 | 120.108122139497 | 82.8918778605026 |
13 | 113 | 102.70821433382 | 10.2917856661798 |
14 | 171 | 152.174202822885 | 18.8257971771148 |
15 | 87 | 109.38271556358 | -22.3827155635802 |
16 | 208 | 159.315768086248 | 48.6842319137525 |
17 | 153 | 164.281265607465 | -11.2812656074647 |
18 | 97 | 177.166189180337 | -80.1661891803368 |
19 | 95 | 114.792746468111 | -19.7927464681114 |
20 | 197 | 138.39892592876 | 58.60107407124 |
21 | 160 | 127.387585608376 | 32.6124143916237 |
22 | 148 | 178.46341325711 | -30.4634132571095 |
23 | 84 | 101.997532384217 | -17.9975323842166 |
24 | 227 | 117.391650432418 | 109.608349567582 |
25 | 154 | 118.902077039738 | 35.0979229602621 |
26 | 151 | 129.417846107745 | 21.5821538922547 |
27 | 142 | 133.896656966936 | 8.10334303306389 |
28 | 148 | 123.760690544689 | 24.239309455311 |
29 | 110 | 81.8471626017693 | 28.1528373982307 |
30 | 149 | 139.589837962904 | 9.41016203709567 |
31 | 179 | 145.131790693693 | 33.8682093063068 |
32 | 149 | 117.468504645121 | 31.5314953548794 |
33 | 187 | 146.870948910113 | 40.1290510898868 |
34 | 153 | 88.1926977955146 | 64.8073022044854 |
35 | 163 | 160.067567874685 | 2.93243212531532 |
36 | 127 | 111.252179208647 | 15.7478207913529 |
37 | 151 | 152.342515252147 | -1.34251525214675 |
38 | 100 | 108.02604791733 | -8.02604791733028 |
39 | 46 | 61.452647925147 | -15.452647925147 |
40 | 156 | 154.528473229309 | 1.47152677069093 |
41 | 128 | 135.522274877826 | -7.52227487782576 |
42 | 111 | 107.111193282759 | 3.88880671724097 |
43 | 119 | 106.569427837248 | 12.4305721627517 |
44 | 148 | 95.5872804257903 | 52.4127195742097 |
45 | 65 | 92.4382370387161 | -27.4382370387161 |
46 | 134 | 187.585451133323 | -53.5854511333229 |
47 | 66 | 53.0045338461239 | 12.9954661538761 |
48 | 201 | 120.260213352688 | 80.7397866473123 |
49 | 177 | 161.752138145667 | 15.2478618543329 |
50 | 156 | 110.30743749953 | 45.6925625004702 |
51 | 158 | 107.45007445875 | 50.5499255412504 |
52 | 7 | 33.0155168268496 | -26.0155168268496 |
53 | 175 | 180.160506864116 | -5.16050686411574 |
54 | 61 | 53.8333070434729 | 7.16669295652709 |
55 | 41 | 60.9756037571017 | -19.9756037571017 |
56 | 133 | 130.231100351523 | 2.76889964847728 |
57 | 228 | 167.323845051107 | 60.6761549488926 |
58 | 140 | 164.775113750261 | -24.7751137502606 |
59 | 155 | 150.159651130946 | 4.84034886905431 |
60 | 141 | 131.036679849371 | 9.96332015062887 |
61 | 181 | 170.201193029982 | 10.7988069700183 |
62 | 75 | 156.943987139115 | -81.9439871391151 |
63 | 97 | 115.124063208449 | -18.1240632084495 |
64 | 142 | 131.349819952218 | 10.6501800477821 |
65 | 136 | 126.795120106765 | 9.20487989323477 |
66 | 87 | 103.48075353341 | -16.4807535334096 |
67 | 140 | 136.241950310014 | 3.75804968998592 |
68 | 169 | 116.690970418177 | 52.3090295818228 |
69 | 129 | 138.597853153913 | -9.59785315391305 |
70 | 92 | 119.484710880301 | -27.4847108803013 |
71 | 160 | 113.558180286636 | 46.4418197133642 |
72 | 67 | 52.0508495700241 | 14.9491504299759 |
73 | 179 | 120.401777283646 | 58.5982227163543 |
74 | 90 | 113.407820340812 | -23.4078203408117 |
75 | 144 | 109.29969819387 | 34.7003018061305 |
76 | 144 | 155.802867751262 | -11.8028677512623 |
77 | 144 | 160.201837781702 | -16.2018377817023 |
78 | 134 | 175.551865155514 | -41.5518651555141 |
79 | 146 | 106.20095458188 | 39.7990454181204 |
80 | 121 | 104.347337688334 | 16.6526623116657 |
81 | 112 | 90.9036167521493 | 21.0963832478507 |
82 | 145 | 197.074161228706 | -52.0741612287056 |
83 | 99 | 71.635793619943 | 27.364206380057 |
84 | 96 | 129.162625932188 | -33.162625932188 |
85 | 27 | 64.458016933814 | -37.458016933814 |
86 | 77 | 85.045598580472 | -8.04559858047203 |
87 | 137 | 115.186529141455 | 21.8134708585448 |
88 | 151 | 170.505008792689 | -19.5050087926893 |
89 | 126 | 142.364403894456 | -16.3644038944562 |
90 | 159 | 131.800511089059 | 27.199488910941 |
91 | 101 | 110.894194647 | -9.89419464699957 |
92 | 144 | 144.914711031579 | -0.914711031578596 |
93 | 102 | 93.2358930026477 | 8.76410699735232 |
94 | 135 | 112.936575993712 | 22.0634240062885 |
95 | 147 | 158.255065036255 | -11.2550650362551 |
96 | 155 | 143.8678971369 | 11.1321028631002 |
97 | 138 | 155.503526247817 | -17.5035262478174 |
98 | 113 | 165.813487361007 | -52.8134873610065 |
99 | 248 | 182.970690433124 | 65.0293095668761 |
100 | 116 | 186.561328152702 | -70.5613281527018 |
101 | 176 | 153.395094776594 | 22.6049052234063 |
102 | 140 | 148.413130488346 | -8.41313048834608 |
103 | 59 | 106.009400120239 | -47.0094001202386 |
104 | 64 | 54.9330771354929 | 9.06692286450713 |
105 | 40 | 95.7017917171352 | -55.7017917171352 |
106 | 98 | 124.783668772752 | -26.7836687727525 |
107 | 139 | 128.211105962636 | 10.7888940373639 |
108 | 135 | 134.036296150256 | 0.963703849744247 |
109 | 97 | 143.05496471142 | -46.0549647114199 |
110 | 142 | 134.0205857284 | 7.97941427159963 |
111 | 155 | 155.995709824852 | -0.995709824851961 |
112 | 115 | 136.904597296275 | -21.9045972962749 |
113 | 0 | 31.5904054910913 | -31.5904054910913 |
114 | 103 | 99.5042382197068 | 3.49576178029316 |
115 | 30 | 49.9459751024974 | -19.9459751024974 |
116 | 130 | 90.3984496277525 | 39.6015503722475 |
117 | 102 | 151.840400276655 | -49.8404002766549 |
118 | 0 | 30.8268112949504 | -30.8268112949504 |
119 | 77 | 116.722726967073 | -39.7227269670727 |
120 | 9 | 39.1646963428216 | -30.1646963428216 |
121 | 150 | 134.86778930813 | 15.1322106918701 |
122 | 163 | 141.133049112999 | 21.8669508870014 |
123 | 148 | 129.217142718985 | 18.7828572810146 |
124 | 94 | 127.862897191274 | -33.8628971912737 |
125 | 21 | 38.5490055177296 | -17.5490055177296 |
126 | 151 | 132.409914739057 | 18.590085260943 |
127 | 187 | 146.453542113922 | 40.5464578860776 |
128 | 171 | 109.723621392035 | 61.2763786079647 |
129 | 170 | 170.457065331745 | -0.457065331744609 |
130 | 145 | 139.608440881779 | 5.3915591182214 |
131 | 198 | 231.174707100914 | -33.174707100914 |
132 | 152 | 97.2630264323624 | 54.7369735676377 |
133 | 112 | 81.2446882306929 | 30.7553117693071 |
134 | 173 | 157.45808481805 | 15.5419151819505 |
135 | 177 | 186.361358689833 | -9.3613586898334 |
136 | 153 | 141.474232256121 | 11.5257677438795 |
137 | 161 | 189.401931607176 | -28.4019316071764 |
138 | 115 | 92.2815391221781 | 22.7184608778219 |
139 | 147 | 118.257899650513 | 28.7421003494873 |
140 | 124 | 112.238292975432 | 11.7617070245682 |
141 | 57 | 137.322135888187 | -80.3221358881868 |
142 | 144 | 163.871461907912 | -19.8714619079116 |
143 | 126 | 128.136938928627 | -2.13693892862663 |
144 | 78 | 87.45254814429 | -9.45254814428998 |
145 | 153 | 158.248128335135 | -5.24812833513498 |
146 | 196 | 132.509371809264 | 63.4906281907357 |
147 | 130 | 147.799712997572 | -17.7997129975722 |
148 | 159 | 154.377439113855 | 4.62256088614519 |
149 | 0 | 25.6284878008277 | -25.6284878008277 |
150 | 0 | 31.2677897284137 | -31.2677897284137 |
151 | 0 | 25.7070559985163 | -25.7070559985163 |
152 | 0 | 25.8485468346213 | -25.8485468346213 |
153 | 0 | 25.62824579068 | -25.62824579068 |
154 | 0 | 25.62824579068 | -25.62824579068 |
155 | 94 | 124.181705493474 | -30.1817054934739 |
156 | 129 | 137.8312413295 | -8.83124132950048 |
157 | 0 | 25.62824579068 | -25.62824579068 |
158 | 0 | 25.8977467040992 | -25.8977467040992 |
159 | 0 | 27.6885631173339 | -27.6885631173339 |
160 | 13 | 37.2305486074597 | -24.2305486074596 |
161 | 4 | 30.699417055312 | -26.699417055312 |
162 | 89 | 80.8201206630428 | 8.17987933695715 |
163 | 0 | 25.972940050568 | -25.972940050568 |
164 | 71 | 124.338360136548 | -53.3383601365477 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.141514610136918 | 0.283029220273837 | 0.858485389863082 |
9 | 0.0567189791401583 | 0.113437958280317 | 0.943281020859842 |
10 | 0.107008039676365 | 0.214016079352731 | 0.892991960323635 |
11 | 0.0730254878202864 | 0.146050975640573 | 0.926974512179714 |
12 | 0.136404199276508 | 0.272808398553016 | 0.863595800723492 |
13 | 0.0857477322413766 | 0.171495464482753 | 0.914252267758623 |
14 | 0.212766749335289 | 0.425533498670579 | 0.787233250664711 |
15 | 0.210068654987375 | 0.42013730997475 | 0.789931345012625 |
16 | 0.169270872671124 | 0.338541745342247 | 0.830729127328876 |
17 | 0.120718818238151 | 0.241437636476303 | 0.879281181761849 |
18 | 0.714563203477849 | 0.570873593044303 | 0.285436796522151 |
19 | 0.683365909306522 | 0.633268181386956 | 0.316634090693478 |
20 | 0.778741161402731 | 0.442517677194538 | 0.221258838597269 |
21 | 0.781434556618274 | 0.437130886763452 | 0.218565443381726 |
22 | 0.752682007042778 | 0.494635985914445 | 0.247317992957222 |
23 | 0.705455762103264 | 0.589088475793471 | 0.294544237896736 |
24 | 0.960789835622648 | 0.0784203287547049 | 0.0392101643773524 |
25 | 0.948764942124238 | 0.102470115751523 | 0.0512350578757615 |
26 | 0.93313185833937 | 0.133736283321259 | 0.0668681416606296 |
27 | 0.911739325858824 | 0.176521348282352 | 0.0882606741411762 |
28 | 0.902771205353533 | 0.194457589292934 | 0.0972287946464672 |
29 | 0.886295468251316 | 0.227409063497368 | 0.113704531748684 |
30 | 0.862198676305997 | 0.275602647388005 | 0.137801323694003 |
31 | 0.849145325872125 | 0.301709348255751 | 0.150854674127875 |
32 | 0.833574510097162 | 0.332850979805675 | 0.166425489902838 |
33 | 0.84023320264374 | 0.31953359471252 | 0.15976679735626 |
34 | 0.885738314048516 | 0.228523371902968 | 0.114261685951484 |
35 | 0.859259989422901 | 0.281480021154198 | 0.140740010577099 |
36 | 0.83431967387015 | 0.331360652259699 | 0.16568032612985 |
37 | 0.797469446032493 | 0.405061107935015 | 0.202530553967507 |
38 | 0.775038048067431 | 0.449923903865138 | 0.224961951932569 |
39 | 0.771849404332498 | 0.456301191335004 | 0.228150595667502 |
40 | 0.749591995162755 | 0.500816009674491 | 0.250408004837245 |
41 | 0.705896166335458 | 0.588207667329084 | 0.294103833664542 |
42 | 0.662759448734724 | 0.674481102530552 | 0.337240551265276 |
43 | 0.621577649345013 | 0.756844701309974 | 0.378422350654987 |
44 | 0.653756643946756 | 0.692486712106488 | 0.346243356053244 |
45 | 0.723367368327595 | 0.55326526334481 | 0.276632631672405 |
46 | 0.762036598384754 | 0.475926803230493 | 0.237963401615246 |
47 | 0.734321666675329 | 0.531356666649342 | 0.265678333324671 |
48 | 0.868505687397254 | 0.262988625205492 | 0.131494312602746 |
49 | 0.843664884849571 | 0.312670230300858 | 0.156335115150429 |
50 | 0.854404698339842 | 0.291190603320315 | 0.145595301660158 |
51 | 0.87382587835043 | 0.252348243299139 | 0.12617412164957 |
52 | 0.891897383845552 | 0.216205232308896 | 0.108102616154448 |
53 | 0.8888316391624 | 0.222336721675201 | 0.1111683608376 |
54 | 0.869063731451846 | 0.261872537096308 | 0.130936268548154 |
55 | 0.866047887753869 | 0.267904224492261 | 0.133952112246131 |
56 | 0.838449461062409 | 0.323101077875182 | 0.161550538937591 |
57 | 0.883054507780881 | 0.233890984438238 | 0.116945492219119 |
58 | 0.884599791930654 | 0.230800416138692 | 0.115400208069346 |
59 | 0.862240794317233 | 0.275518411365535 | 0.137759205682767 |
60 | 0.835617905120576 | 0.328764189758848 | 0.164382094879424 |
61 | 0.809071204872227 | 0.381857590255547 | 0.190928795127773 |
62 | 0.946246410904706 | 0.107507178190587 | 0.0537535890952937 |
63 | 0.936900102263846 | 0.126199795472309 | 0.0630998977361543 |
64 | 0.922609233379245 | 0.15478153324151 | 0.077390766620755 |
65 | 0.906954235812909 | 0.186091528374183 | 0.0930457641870913 |
66 | 0.892943041580801 | 0.214113916838398 | 0.107056958419199 |
67 | 0.873614901516152 | 0.252770196967696 | 0.126385098483848 |
68 | 0.90891941250749 | 0.182161174985021 | 0.0910805874925104 |
69 | 0.892955174898472 | 0.214089650203056 | 0.107044825101528 |
70 | 0.89353607505565 | 0.212927849888701 | 0.10646392494435 |
71 | 0.910270662745028 | 0.179458674509944 | 0.0897293372549719 |
72 | 0.895808523904495 | 0.20838295219101 | 0.104191476095505 |
73 | 0.93368534403035 | 0.1326293119393 | 0.0663146559696501 |
74 | 0.928402182606945 | 0.14319563478611 | 0.071597817393055 |
75 | 0.92960774467664 | 0.140784510646719 | 0.0703922553233597 |
76 | 0.916434741851039 | 0.167130516297921 | 0.0835652581489606 |
77 | 0.901552009447864 | 0.196895981104272 | 0.0984479905521362 |
78 | 0.908488866224741 | 0.183022267550518 | 0.091511133775259 |
79 | 0.915997061656916 | 0.168005876686167 | 0.0840029383430837 |
80 | 0.902558843365992 | 0.194882313268016 | 0.0974411566340081 |
81 | 0.892637481363723 | 0.214725037272554 | 0.107362518636277 |
82 | 0.919583397018797 | 0.160833205962406 | 0.080416602981203 |
83 | 0.920435283728853 | 0.159129432542294 | 0.0795647162711471 |
84 | 0.92012025817606 | 0.15975948364788 | 0.07987974182394 |
85 | 0.930214528031741 | 0.139570943936519 | 0.0697854719682595 |
86 | 0.916717831490733 | 0.166564337018535 | 0.0832821685092673 |
87 | 0.909702503987535 | 0.18059499202493 | 0.0902974960124651 |
88 | 0.897539180846152 | 0.204921638307697 | 0.102460819153848 |
89 | 0.880206676033951 | 0.239586647932097 | 0.119793323966049 |
90 | 0.876974118438401 | 0.246051763123199 | 0.123025881561599 |
91 | 0.855233097696339 | 0.289533804607322 | 0.144766902303661 |
92 | 0.827342019235347 | 0.345315961529306 | 0.172657980764653 |
93 | 0.803952036061593 | 0.392095927876813 | 0.196047963938407 |
94 | 0.783214164051143 | 0.433571671897715 | 0.216785835948857 |
95 | 0.751679465585395 | 0.49664106882921 | 0.248320534414605 |
96 | 0.720791869728863 | 0.558416260542274 | 0.279208130271137 |
97 | 0.687785207957142 | 0.624429584085716 | 0.312214792042858 |
98 | 0.728635192798993 | 0.542729614402015 | 0.271364807201007 |
99 | 0.85081632405745 | 0.2983673518851 | 0.14918367594255 |
100 | 0.922915509945174 | 0.154168980109652 | 0.077084490054826 |
101 | 0.916410182358424 | 0.167179635283153 | 0.0835898176415763 |
102 | 0.896689407739354 | 0.206621184521293 | 0.103310592260646 |
103 | 0.912354153968309 | 0.175291692063382 | 0.087645846031691 |
104 | 0.900211963937228 | 0.199576072125545 | 0.0997880360627723 |
105 | 0.934142641693991 | 0.131714716612019 | 0.0658573583060094 |
106 | 0.924700131941426 | 0.150599736117148 | 0.0752998680585738 |
107 | 0.908214650620495 | 0.18357069875901 | 0.0917853493795048 |
108 | 0.886281505419681 | 0.227436989160639 | 0.11371849458032 |
109 | 0.896918750068689 | 0.206162499862622 | 0.103081249931311 |
110 | 0.876019123994565 | 0.24796175201087 | 0.123980876005435 |
111 | 0.848413762042261 | 0.303172475915478 | 0.151586237957739 |
112 | 0.830527443290721 | 0.338945113418559 | 0.169472556709279 |
113 | 0.82605862441407 | 0.347882751171861 | 0.17394137558593 |
114 | 0.795614805126925 | 0.40877038974615 | 0.204385194873075 |
115 | 0.770136605442982 | 0.459726789114037 | 0.229863394557018 |
116 | 0.800750111596785 | 0.39849977680643 | 0.199249888403215 |
117 | 0.841901208455888 | 0.316197583088224 | 0.158098791544112 |
118 | 0.830544733568461 | 0.338910532863077 | 0.169455266431539 |
119 | 0.843737672208168 | 0.312524655583665 | 0.156262327791832 |
120 | 0.829462089562312 | 0.341075820875377 | 0.170537910437688 |
121 | 0.800914471118604 | 0.398171057762791 | 0.199085528881396 |
122 | 0.781927220445664 | 0.436145559108671 | 0.218072779554336 |
123 | 0.768568583167308 | 0.462862833665383 | 0.231431416832692 |
124 | 0.762615451954348 | 0.474769096091304 | 0.237384548045652 |
125 | 0.72483505301466 | 0.550329893970681 | 0.27516494698534 |
126 | 0.702613387109609 | 0.594773225780783 | 0.297386612890391 |
127 | 0.735920742444369 | 0.528158515111261 | 0.264079257555631 |
128 | 0.855844364780532 | 0.288311270438936 | 0.144155635219468 |
129 | 0.820168386772941 | 0.359663226454119 | 0.179831613227059 |
130 | 0.779943734328945 | 0.44011253134211 | 0.220056265671055 |
131 | 0.833621633044075 | 0.33275673391185 | 0.166378366955925 |
132 | 0.914781577330147 | 0.170436845339705 | 0.0852184226698526 |
133 | 0.932320407051127 | 0.135359185897746 | 0.0676795929488732 |
134 | 0.955360690659952 | 0.0892786186800955 | 0.0446393093400478 |
135 | 0.942122261799533 | 0.115755476400934 | 0.057877738200467 |
136 | 0.930855634857544 | 0.138288730284913 | 0.0691443651424564 |
137 | 0.923576673818769 | 0.152846652362461 | 0.0764233261812306 |
138 | 0.965213139407302 | 0.0695737211853955 | 0.0347868605926977 |
139 | 0.949695703530272 | 0.100608592939456 | 0.0503042964697282 |
140 | 0.951789250831874 | 0.096421498336251 | 0.0482107491681255 |
141 | 0.999742271792904 | 0.000515456414191422 | 0.000257728207095711 |
142 | 0.999455415897854 | 0.00108916820429147 | 0.000544584102145733 |
143 | 0.998945825012117 | 0.00210834997576559 | 0.0010541749878828 |
144 | 0.99780819701974 | 0.00438360596052051 | 0.00219180298026026 |
145 | 0.998692709030421 | 0.00261458193915756 | 0.00130729096957878 |
146 | 0.999978356994341 | 4.32860113189575e-05 | 2.16430056594787e-05 |
147 | 0.999983452878524 | 3.30942429521107e-05 | 1.65471214760554e-05 |
148 | 0.999999999999955 | 9.01512714058322e-14 | 4.50756357029161e-14 |
149 | 0.999999999998995 | 2.00907461289555e-12 | 1.00453730644778e-12 |
150 | 0.999999999999799 | 4.0177235678007e-13 | 2.00886178390035e-13 |
151 | 0.999999999993082 | 1.38361206604566e-11 | 6.91806033022829e-12 |
152 | 0.999999999816623 | 3.66753923645398e-10 | 1.83376961822699e-10 |
153 | 0.99999999420927 | 1.15814596211211e-08 | 5.79072981056057e-09 |
154 | 0.999999829132835 | 3.41734329812025e-07 | 1.70867164906012e-07 |
155 | 0.999996323981357 | 7.35203728514026e-06 | 3.67601864257013e-06 |
156 | 0.999945633708804 | 0.000108732582393025 | 5.43662911965126e-05 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 16 | 0.10738255033557 | NOK |
5% type I error level | 16 | 0.10738255033557 | NOK |
10% type I error level | 20 | 0.134228187919463 | NOK |