Multiple Linear Regression - Estimated Regression Equation |
A[t] = + 189.479775984943 + 0.00710042031418457B[t] + 3.91301141711645C[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) | 189.479775984943 | 78.184705 | 2.4235 | 0.01648 | 0.00824 |
B | 0.00710042031418457 | 0.000396 | 17.9139 | 0 | 0 |
C | 3.91301141711645 | 0.919516 | 4.2555 | 3.5e-05 | 1.8e-05 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.92163261465044 |
R-squared | 0.849406676387406 |
Adjusted R-squared | 0.847535951870479 |
F-TEST (value) | 454.05225018533 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 161 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 448.837123558559 |
Sum Squared Residuals | 32434216.9209757 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1818 | 2456.53740020922 | -638.53740020922 |
2 | 1433 | 1991.14171036399 | -558.141710363992 |
3 | 2059 | 2175.32495148563 | -116.324951485633 |
4 | 2733 | 2181.38304512502 | 551.616954874979 |
5 | 1399 | 1757.05633763057 | -358.05633763057 |
6 | 631 | 802.101774503867 | -171.101774503866 |
7 | 5460 | 5018.93662975831 | 441.063370241693 |
8 | 381 | 499.461541456685 | -118.461541456685 |
9 | 2150 | 2046.23923471037 | 103.760765289631 |
10 | 2042 | 2283.59744810155 | -241.59744810155 |
11 | 2536 | 3308.13122028573 | -772.131220285725 |
12 | 2429 | 2667.77951207068 | -238.779512070683 |
13 | 2100 | 2039.73094404165 | 60.2690559583475 |
14 | 3020 | 3139.13736458105 | -119.137364581047 |
15 | 2265 | 2447.06853644979 | -182.068536449794 |
16 | 5139 | 3763.7126938186 | 1375.2873061814 |
17 | 2363 | 2873.44839867288 | -510.448398672883 |
18 | 3564 | 3938.86072571721 | -374.860725717208 |
19 | 1516 | 1739.76175321722 | -223.761753217219 |
20 | 2398 | 2436.14166941026 | -38.1416694102643 |
21 | 2546 | 2459.18585698641 | 86.8141430135905 |
22 | 3253 | 4375.71521880525 | -1122.71521880525 |
23 | 1705 | 1944.31806422887 | -239.318064228868 |
24 | 1787 | 1836.54690269587 | -49.5469026958676 |
25 | 3792 | 2535.70527363054 | 1256.29472636946 |
26 | 3108 | 2653.27033189249 | 454.729668107506 |
27 | 3230 | 3021.23979495879 | 208.760205041208 |
28 | 2348 | 2892.34571406863 | -544.345714068625 |
29 | 1780 | 1779.4963851194 | 0.503614880603834 |
30 | 3218 | 3295.17922288188 | -77.1792228818768 |
31 | 2692 | 2864.26151225402 | -172.261512254023 |
32 | 2187 | 2425.96978857635 | -238.969788576347 |
33 | 2577 | 3416.9910877791 | -839.991087779105 |
34 | 1293 | 1307.43876372777 | -14.4387637277694 |
35 | 3567 | 3650.45154806149 | -83.4515480614923 |
36 | 2764 | 2353.76856041433 | 410.231439585673 |
37 | 3755 | 3729.87186421104 | 25.1281357889636 |
38 | 2075 | 2359.11192871768 | -284.111928717679 |
39 | 995 | 1180.97786081645 | -185.977860816446 |
40 | 3750 | 3828.37629708327 | -78.3762970832685 |
41 | 3413 | 2981.85663402555 | 431.143365974455 |
42 | 2053 | 2049.90954765219 | 3.09045234781059 |
43 | 1984 | 2108.47449422758 | -124.474494227584 |
44 | 1825 | 1755.19776479995 | 69.8022352000509 |
45 | 2783 | 1722.36277743454 | 1060.63722256546 |
46 | 5572 | 4066.1461839259 | 1505.8538160741 |
47 | 918 | 913.339376261578 | 4.6606237384218 |
48 | 2685 | 2333.20415681953 | 351.795843180472 |
49 | 4145 | 3284.34549205721 | 860.654507942792 |
50 | 2841 | 2098.61027311949 | 742.389726880513 |
51 | 2175 | 2244.4887861181 | -69.4887861181026 |
52 | 496 | 455.137016555234 | 40.8629834447657 |
53 | 2699 | 4337.36766078991 | -1638.36766078991 |
54 | 744 | 717.734202687031 | 26.2657973129687 |
55 | 1161 | 1157.74369918351 | 3.2563008164867 |
56 | 3333 | 2651.43275846927 | 681.567241530733 |
57 | 2970 | 3212.7515009222 | -242.751500922203 |
58 | 3969 | 3598.40312517945 | 370.596874820547 |
59 | 2919 | 3553.08333303955 | -634.083333039547 |
60 | 2399 | 2530.52113605041 | -131.521136050406 |
61 | 4121 | 3635.23315660266 | 485.766843397339 |
62 | 3323 | 2962.47633879491 | 360.523661205093 |
63 | 3132 | 2743.69176747794 | 388.308232522062 |
64 | 2868 | 2648.54636198478 | 219.453638015216 |
65 | 1778 | 2494.67919630871 | -716.67919630871 |
66 | 2109 | 2366.18319206322 | -257.183192063219 |
67 | 2148 | 2283.29077005328 | -135.290770053281 |
68 | 3009 | 2644.73570213823 | 364.264297861768 |
69 | 2562 | 2413.81016769815 | 148.189832301847 |
70 | 1737 | 1774.22961053797 | -37.2296105379667 |
71 | 2680 | 2303.61632772663 | 376.383672273374 |
72 | 893 | 837.045662165972 | 55.9543378340283 |
73 | 2389 | 2487.27451538871 | -98.2745153887104 |
74 | 2197 | 2058.48035933202 | 138.519640667976 |
75 | 2227 | 2095.42928481873 | 131.570715181268 |
76 | 2370 | 3182.59601584786 | -812.596015847861 |
77 | 3226 | 3423.89133667649 | -197.891336676491 |
78 | 1978 | 2188.89158851712 | -210.891588517117 |
79 | 2516 | 2117.6904621517 | 398.309537848298 |
80 | 2147 | 2032.82691838057 | 114.173081619431 |
81 | 2150 | 1864.66894826435 | 285.33105173565 |
82 | 4229 | 4136.02572589871 | 92.974274101289 |
83 | 1380 | 1508.58800591969 | -128.588005919693 |
84 | 2449 | 2712.21250728546 | -263.212507285461 |
85 | 870 | 862.105387107038 | 7.89461289296202 |
86 | 2700 | 1979.51726484198 | 720.482735158022 |
87 | 1574 | 1705.50426467328 | -131.50426467328 |
88 | 4046 | 4008.74797214419 | 37.2520278558078 |
89 | 3259 | 3456.7406758093 | -197.740675809299 |
90 | 3098 | 1887.15582814584 | 1210.84417185416 |
91 | 2615 | 2723.0443495649 | -108.044349564903 |
92 | 2404 | 2593.34157604631 | -189.341576046307 |
93 | 1932 | 1871.96349704271 | 60.0365029572864 |
94 | 3147 | 2499.5764468535 | 647.423553146505 |
95 | 2598 | 2875.77129358332 | -277.771293583316 |
96 | 2108 | 2042.89962004701 | 65.1003799529937 |
97 | 2193 | 2567.54129245718 | -374.541292457176 |
98 | 2478 | 2973.4737569305 | -495.473756930497 |
99 | 4198 | 3784.36298228117 | 413.637017718828 |
100 | 4165 | 3709.13319830161 | 455.866801698389 |
101 | 2842 | 2854.52026415343 | -12.5202641534305 |
102 | 2562 | 2823.16624348414 | -261.166243484137 |
103 | 2449 | 2611.38585867328 | -162.385858673282 |
104 | 602 | 551.617829964681 | 50.382170035319 |
105 | 2579 | 2220.44374145796 | 358.556258542036 |
106 | 2591 | 2685.25848069528 | -94.2584806952839 |
107 | 2957 | 2573.08264177855 | 383.917358221451 |
108 | 2786 | 2846.10981645466 | -60.1098164546573 |
109 | 1477 | 1942.08498187668 | -465.084981876679 |
110 | 3350 | 1843.89938776783 | 1506.10061223217 |
111 | 2107 | 3008.53457497425 | -901.534574974245 |
112 | 2332 | 2698.92958488624 | -366.929584886237 |
113 | 400 | 408.401672403578 | -8.40167240357771 |
114 | 2233 | 1895.56567181076 | 337.434328189243 |
115 | 530 | 726.515760787369 | -196.515760787369 |
116 | 2033 | 1945.42912891789 | 87.570871082115 |
117 | 3246 | 3819.57857446044 | -573.578574460444 |
118 | 387 | 401.580207953648 | -14.5802079536483 |
119 | 2137 | 2187.97812720243 | -50.9781272024284 |
120 | 492 | 502.502560823158 | -10.5025608231582 |
121 | 3838 | 3237.85329948793 | 600.146700512071 |
122 | 2193 | 2279.71835242108 | -86.7183524210834 |
123 | 1796 | 1899.09261669829 | -103.092616698292 |
124 | 1907 | 1700.48864863546 | 206.511351364537 |
125 | 568 | 593.857626053152 | -25.8576260531518 |
126 | 2602 | 2399.5094680783 | 202.490531921696 |
127 | 2819 | 3062.08292350752 | -243.082923507515 |
128 | 1464 | 1955.34305296818 | -491.343052968182 |
129 | 3946 | 3717.91732477118 | 228.082675228822 |
130 | 2554 | 3047.93488276104 | -493.934882761043 |
131 | 3506 | 3847.91265063404 | -341.912650634044 |
132 | 1552 | 1885.58640886624 | -333.586408866243 |
133 | 1389 | 1297.70272782902 | 91.2972721709792 |
134 | 3101 | 3875.92531869476 | -774.925318694764 |
135 | 4541 | 4274.03886140768 | 266.961138592319 |
136 | 1872 | 1584.33559201172 | 287.664407988279 |
137 | 4403 | 3695.64179534405 | 707.358204655953 |
138 | 2113 | 1792.15990912298 | 320.840090877022 |
139 | 2046 | 2477.25061045031 | -431.250610450309 |
140 | 2564 | 2596.68255035767 | -32.6825503576714 |
141 | 2145 | 2473.04776565817 | -328.047765658168 |
142 | 4112 | 3426.98009497655 | 685.019905023451 |
143 | 2340 | 2306.93093982874 | 33.0690601712635 |
144 | 2035 | 1666.2183188989 | 368.781681101102 |
145 | 3241 | 3074.14155213639 | 166.85844786361 |
146 | 1991 | 1690.98964590309 | 300.010354096915 |
147 | 2864 | 2542.19188539462 | 321.808114605383 |
148 | 2748 | 2857.76606277793 | -109.766062777933 |
149 | 2 | 189.486876405257 | -187.486876405257 |
150 | 207 | 332.900863730851 | -125.900863730851 |
151 | 5 | 194.08862859285 | -189.08862859285 |
152 | 8 | 200.53649006213 | -192.53649006213 |
153 | 0 | 189.479775984943 | -189.479775984943 |
154 | 0 | 189.479775984943 | -189.479775984943 |
155 | 2449 | 2633.45222804483 | -184.45222804483 |
156 | 3490 | 3796.52940139937 | -306.529401399374 |
157 | 0 | 189.479775984943 | -189.479775984943 |
158 | 4 | 206.573206977188 | -202.573206977188 |
159 | 151 | 260.16075891234 | -109.16075891234 |
160 | 475 | 602.958627604241 | -127.958627604241 |
161 | 141 | 333.635908323522 | -192.635908323522 |
162 | 1145 | 1232.53439036143 | -87.5343903614342 |
163 | 29 | 204.186106103621 | -175.186106103621 |
164 | 2080 | 2206.75307362452 | -126.753073624521 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0.160051332972204 | 0.320102665944408 | 0.839948667027796 |
7 | 0.482156713841253 | 0.964313427682506 | 0.517843286158747 |
8 | 0.478094123309209 | 0.956188246618417 | 0.521905876690791 |
9 | 0.406796372762592 | 0.813592745525184 | 0.593203627237408 |
10 | 0.29651947105606 | 0.593038942112119 | 0.70348052894394 |
11 | 0.587737565757032 | 0.824524868485936 | 0.412262434242968 |
12 | 0.495466191193003 | 0.990932382386006 | 0.504533808806997 |
13 | 0.422347110506125 | 0.84469422101225 | 0.577652889493875 |
14 | 0.33221269151137 | 0.664425383022739 | 0.66778730848863 |
15 | 0.254269874524227 | 0.508539749048455 | 0.745730125475773 |
16 | 0.580421931830196 | 0.839156136339608 | 0.419578068169804 |
17 | 0.536161049948172 | 0.927677900103656 | 0.463838950051828 |
18 | 0.672938498250279 | 0.654123003499441 | 0.327061501749721 |
19 | 0.60405725969338 | 0.79188548061324 | 0.39594274030662 |
20 | 0.532434687420877 | 0.935130625158247 | 0.467565312579123 |
21 | 0.489890424944249 | 0.979780849888497 | 0.510109575055751 |
22 | 0.669488908558584 | 0.661022182882831 | 0.330511091441416 |
23 | 0.612783947495183 | 0.774432105009635 | 0.387216052504817 |
24 | 0.556689344920343 | 0.886621310159314 | 0.443310655079657 |
25 | 0.765899721729071 | 0.468200556541859 | 0.234100278270929 |
26 | 0.724857047610515 | 0.550285904778969 | 0.275142952389485 |
27 | 0.673243384572457 | 0.653513230855086 | 0.326756615427543 |
28 | 0.662656203785975 | 0.67468759242805 | 0.337343796214025 |
29 | 0.61252596227916 | 0.77494807544168 | 0.38747403772084 |
30 | 0.59837961928367 | 0.80324076143266 | 0.40162038071633 |
31 | 0.542873029493494 | 0.914253941013011 | 0.457126970506506 |
32 | 0.492092158751858 | 0.984184317503715 | 0.507907841248142 |
33 | 0.58127193701887 | 0.83745612596226 | 0.41872806298113 |
34 | 0.526986000030025 | 0.946027999939949 | 0.473013999969975 |
35 | 0.489366248760066 | 0.978732497520131 | 0.510633751239934 |
36 | 0.589498830608747 | 0.821002338782506 | 0.410501169391253 |
37 | 0.537074784100536 | 0.925850431798927 | 0.462925215899464 |
38 | 0.509957982696586 | 0.980084034606827 | 0.490042017303414 |
39 | 0.458717402831819 | 0.917434805663638 | 0.541282597168181 |
40 | 0.518944289030547 | 0.962111421938907 | 0.481055710969453 |
41 | 0.565260585030676 | 0.869478829938648 | 0.434739414969324 |
42 | 0.512996104759564 | 0.974007790480871 | 0.487003895240436 |
43 | 0.464427959198711 | 0.928855918397423 | 0.535572040801289 |
44 | 0.415550593346745 | 0.831101186693491 | 0.584449406653255 |
45 | 0.616106802478685 | 0.767786395042629 | 0.383893197521315 |
46 | 0.927590034271811 | 0.144819931456378 | 0.0724099657281888 |
47 | 0.908975197338905 | 0.182049605322191 | 0.0910248026610954 |
48 | 0.901210519145101 | 0.197578961709798 | 0.0987894808548992 |
49 | 0.940770474666687 | 0.118459050666626 | 0.0592295253333128 |
50 | 0.964402440366772 | 0.0711951192664567 | 0.0355975596332284 |
51 | 0.954223660684962 | 0.0915526786300762 | 0.0457763393150381 |
52 | 0.941722270323284 | 0.116555459353433 | 0.0582777296767164 |
53 | 0.999849827154793 | 0.000300345690414818 | 0.000150172845207409 |
54 | 0.999766085155908 | 0.000467829688184198 | 0.000233914844092099 |
55 | 0.999640087293712 | 0.000719825412575031 | 0.000359912706287515 |
56 | 0.999780978519247 | 0.000438042961506845 | 0.000219021480753422 |
57 | 0.999700950262259 | 0.000598099475482693 | 0.000299049737741347 |
58 | 0.999658382484813 | 0.000683235030373274 | 0.000341617515186637 |
59 | 0.999766662143732 | 0.000466675712535339 | 0.000233337856267669 |
60 | 0.999655501826536 | 0.00068899634692812 | 0.00034449817346406 |
61 | 0.999676471164405 | 0.0006470576711897 | 0.00032352883559485 |
62 | 0.999621521394245 | 0.000756957211509782 | 0.000378478605754891 |
63 | 0.999575893125922 | 0.000848213748156667 | 0.000424106874078333 |
64 | 0.999420320954473 | 0.00115935809105397 | 0.000579679045526984 |
65 | 0.999689529207408 | 0.000620941585184646 | 0.000310470792592323 |
66 | 0.999589919171546 | 0.000820161656908125 | 0.000410080828454063 |
67 | 0.999407799146791 | 0.00118440170641715 | 0.000592200853208576 |
68 | 0.99931985398499 | 0.0013602920300199 | 0.00068014601500995 |
69 | 0.999036998411131 | 0.00192600317773803 | 0.000963001588869017 |
70 | 0.998599615721064 | 0.00280076855787287 | 0.00140038427893644 |
71 | 0.998434370859655 | 0.00313125828069019 | 0.0015656291403451 |
72 | 0.997764596738094 | 0.00447080652381168 | 0.00223540326190584 |
73 | 0.996880713387736 | 0.00623857322452754 | 0.00311928661226377 |
74 | 0.995759115338324 | 0.00848176932335256 | 0.00424088466167628 |
75 | 0.994274655677705 | 0.0114506886445896 | 0.00572534432229478 |
76 | 0.99737133005347 | 0.00525733989305938 | 0.00262866994652969 |
77 | 0.996547251576228 | 0.00690549684754406 | 0.00345274842377203 |
78 | 0.995526311376785 | 0.0089473772464292 | 0.0044736886232146 |
79 | 0.995196562176008 | 0.00960687564798424 | 0.00480343782399212 |
80 | 0.993488779551346 | 0.0130224408973079 | 0.00651122044865397 |
81 | 0.99213537372336 | 0.0157292525532791 | 0.00786462627663953 |
82 | 0.989473634249097 | 0.0210527315018057 | 0.0105263657509028 |
83 | 0.986219976569058 | 0.0275600468618844 | 0.0137800234309422 |
84 | 0.983422961500576 | 0.0331540769988475 | 0.0165770384994238 |
85 | 0.978146885492315 | 0.0437062290153694 | 0.0218531145076847 |
86 | 0.986205429074273 | 0.0275891418514546 | 0.0137945709257273 |
87 | 0.982096335464604 | 0.0358073290707927 | 0.0179036645353963 |
88 | 0.976461374447751 | 0.0470772511044975 | 0.0235386255522487 |
89 | 0.970914329321457 | 0.0581713413570869 | 0.0290856706785434 |
90 | 0.996259346664573 | 0.00748130667085403 | 0.00374065333542701 |
91 | 0.99484831638555 | 0.0103033672289001 | 0.00515168361445003 |
92 | 0.993276422812753 | 0.0134471543744939 | 0.00672357718724693 |
93 | 0.990832370007924 | 0.018335259984151 | 0.0091676299920755 |
94 | 0.993901914158136 | 0.0121961716837277 | 0.00609808584186385 |
95 | 0.992601422284087 | 0.0147971554318251 | 0.00739857771591255 |
96 | 0.989909470221259 | 0.020181059557483 | 0.0100905297787415 |
97 | 0.989153181061733 | 0.0216936378765337 | 0.0108468189382668 |
98 | 0.990419995296841 | 0.0191600094063186 | 0.0095800047031593 |
99 | 0.990187129838968 | 0.0196257403220632 | 0.0098128701610316 |
100 | 0.990487698607202 | 0.0190246027855966 | 0.00951230139279832 |
101 | 0.987013959430338 | 0.0259720811393241 | 0.012986040569662 |
102 | 0.984385568455633 | 0.0312288630887343 | 0.0156144315443671 |
103 | 0.979634842148543 | 0.0407303157029146 | 0.0203651578514573 |
104 | 0.973239823273963 | 0.0535203534520743 | 0.0267601767260371 |
105 | 0.971356034800278 | 0.0572879303994436 | 0.0286439651997218 |
106 | 0.962716446240875 | 0.0745671075182506 | 0.0372835537591253 |
107 | 0.960509622228541 | 0.0789807555429188 | 0.0394903777714594 |
108 | 0.949028332142546 | 0.101943335714908 | 0.0509716678574541 |
109 | 0.949355827624922 | 0.101288344750156 | 0.0506441723750782 |
110 | 0.99950715721473 | 0.000985685570540297 | 0.000492842785270148 |
111 | 0.999953894053565 | 9.22118928694023e-05 | 4.61059464347011e-05 |
112 | 0.999953446094472 | 9.31078110556642e-05 | 4.65539055278321e-05 |
113 | 0.999922680727503 | 0.000154638544993518 | 7.73192724967592e-05 |
114 | 0.999924408717115 | 0.000151182565769945 | 7.55912828849727e-05 |
115 | 0.99988039733523 | 0.000239205329540128 | 0.000119602664770064 |
116 | 0.999803849134784 | 0.000392301730431487 | 0.000196150865215744 |
117 | 0.999932490795167 | 0.000135018409665041 | 6.75092048325204e-05 |
118 | 0.999888918085455 | 0.000222163829089602 | 0.000111081914544801 |
119 | 0.999817517741519 | 0.000364964516961748 | 0.000182482258480874 |
120 | 0.999708085183046 | 0.000583829633907915 | 0.000291914816953958 |
121 | 0.999862296877164 | 0.000275406245672383 | 0.000137703122836192 |
122 | 0.999767950165163 | 0.000464099669674228 | 0.000232049834837114 |
123 | 0.99960901691567 | 0.000781966168660778 | 0.000390983084330389 |
124 | 0.999474792880979 | 0.00105041423804277 | 0.000525207119021386 |
125 | 0.99917989913707 | 0.00164020172585925 | 0.000820100862929626 |
126 | 0.998756483795749 | 0.00248703240850146 | 0.00124351620425073 |
127 | 0.998603277349847 | 0.00279344530030632 | 0.00139672265015316 |
128 | 0.998970818376858 | 0.00205836324628473 | 0.00102918162314236 |
129 | 0.998343235266485 | 0.00331352946702912 | 0.00165676473351456 |
130 | 0.999271644254864 | 0.00145671149027259 | 0.000728355745136296 |
131 | 0.999667922331282 | 0.000664155337436937 | 0.000332077668718469 |
132 | 0.99978223880156 | 0.000435522396879104 | 0.000217761198439552 |
133 | 0.999627921070461 | 0.000744157859078652 | 0.000372078929539326 |
134 | 0.999650137106174 | 0.000699725787652628 | 0.000349862893826314 |
135 | 0.999372444797793 | 0.00125511040441464 | 0.000627555202207321 |
136 | 0.99927197651182 | 0.00145604697636078 | 0.000728023488180391 |
137 | 0.99977030656433 | 0.000459386871339133 | 0.000229693435669567 |
138 | 0.999806354408608 | 0.000387291182784928 | 0.000193645591392464 |
139 | 0.999994721912591 | 1.05561748173046e-05 | 5.27808740865231e-06 |
140 | 0.999988102560721 | 2.37948785589553e-05 | 1.18974392794776e-05 |
141 | 0.999973837196588 | 5.23256068244722e-05 | 2.61628034122361e-05 |
142 | 0.99999506658888 | 9.86682223934033e-06 | 4.93341111967017e-06 |
143 | 0.999988024226199 | 2.39515476024979e-05 | 1.19757738012489e-05 |
144 | 0.999998791184305 | 2.41763139064324e-06 | 1.20881569532162e-06 |
145 | 0.999996256656982 | 7.48668603553102e-06 | 3.74334301776551e-06 |
146 | 0.999999557403656 | 8.85192687748559e-07 | 4.42596343874279e-07 |
147 | 0.999999999997042 | 5.9163161446877e-12 | 2.95815807234385e-12 |
148 | 0.999999999991377 | 1.72468653870476e-11 | 8.62343269352382e-12 |
149 | 0.999999999924503 | 1.50994844792143e-10 | 7.54974223960717e-11 |
150 | 0.999999999593525 | 8.12950351521981e-10 | 4.0647517576099e-10 |
151 | 0.999999996282656 | 7.43468862807398e-09 | 3.71734431403699e-09 |
152 | 0.999999967813968 | 6.43720646327287e-08 | 3.21860323163643e-08 |
153 | 0.999999749465309 | 5.01069382910619e-07 | 2.5053469145531e-07 |
154 | 0.999998199006124 | 3.60198775166266e-06 | 1.80099387583133e-06 |
155 | 0.999986408959988 | 2.71820800234233e-05 | 1.35910400117117e-05 |
156 | 0.999994886680377 | 1.02266392458425e-05 | 5.11331962292126e-06 |
157 | 0.99992359925938 | 0.000152801481240743 | 7.64007406203715e-05 |
158 | 0.999647794594594 | 0.000704410810812507 | 0.000352205405406253 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 76 | 0.496732026143791 | NOK |
5% type I error level | 99 | 0.647058823529412 | NOK |
10% type I error level | 106 | 0.69281045751634 | NOK |