Multiple Linear Regression - Estimated Regression Equation |
Yt[t] = + 4.53590960309704 -0.154715454905959X1[t] + 0.0389411628516891X2[t] -0.445906236249898X3[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) | 4.53590960309704 | 0.505946 | 8.9652 | 0 | 0 |
X1 | -0.154715454905959 | 0.095581 | -1.6187 | 0.107511 | 0.053755 |
X2 | 0.0389411628516891 | 0.108935 | 0.3575 | 0.721215 | 0.360607 |
X3 | -0.445906236249898 | 0.07767 | -5.741 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.448709882256569 |
R-squared | 0.201340558434704 |
Adjusted R-squared | 0.186176138658148 |
F-TEST (value) | 13.2771686224336 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 158 |
p-value | 8.95882394935654e-08 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.0423543518072 |
Sum Squared Residuals | 171.667409967563 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 3 | 3.58796503577839 | -0.587965035778386 |
2 | 4 | 3.62690619863006 | 0.373093801369938 |
3 | 4 | 2.619319434076 | 1.380680565924 |
4 | 4 | 3.45148970934039 | 0.548510290659605 |
5 | 4 | 2.54143710837262 | 1.45856289162738 |
6 | 3 | 3.29677425443443 | -0.296774254434435 |
7 | 5 | 2.92875034388792 | 2.07124965611208 |
8 | 4 | 2.98734334462252 | 1.01265665537748 |
9 | 3 | 3.33571541728612 | -0.335715417286124 |
10 | 3 | 3.33571541728612 | -0.335715417286124 |
11 | 4 | 3.66584736148175 | 0.334152638518248 |
12 | 4 | 3.62690619863006 | 0.373093801369938 |
13 | 4 | 2.73509372613027 | 1.26490627386973 |
14 | 4 | 2.88980918103623 | 1.11019081896377 |
15 | 4 | 3.02628450747421 | 0.973715492525795 |
16 | 4 | 2.69615256327858 | 1.30384743672142 |
17 | 4 | 3.66584736148175 | 0.334152638518248 |
18 | 5 | 3.66584736148175 | 1.33415263851825 |
19 | 4 | 3.21994112523185 | 0.780058874768146 |
20 | 4 | 3.62690619863006 | 0.373093801369938 |
21 | 4 | 2.28918748988037 | 1.71081251011963 |
22 | 4 | 1.76539892792709 | 2.23460107207291 |
23 | 4 | 2.21130516417699 | 1.78869483582301 |
24 | 4 | 2.21130516417699 | 1.78869483582301 |
25 | 5 | 2.75333385459825 | 2.24666614540175 |
26 | 5 | 3.04452463594219 | 1.95547536405781 |
27 | 4 | 2.15271216344239 | 1.84728783655761 |
28 | 3 | 2.44390294478633 | 0.556097055213671 |
29 | 4 | 2.44390294478633 | 1.55609705521367 |
30 | 4 | 2.75333385459825 | 1.24666614540175 |
31 | 4 | 3.45148970934039 | 0.548510290659605 |
32 | 3 | 3.19924009084815 | -0.199240090848145 |
33 | 3 | 2.75333385459825 | 0.246666145401752 |
34 | 4 | 2.71439269174656 | 1.28560730825344 |
35 | 4 | 3.45148970934039 | 0.548510290659605 |
36 | 2 | 2.67545152889487 | -0.67545152889487 |
37 | 2 | 2.44390294478633 | -0.443902944786329 |
38 | 2 | 2.28918748988037 | -0.289187489880369 |
39 | 2 | 2.25024632702868 | -0.25024632702868 |
40 | 1 | 2.28918748988037 | -1.28918748988037 |
41 | 1 | 2.28918748988037 | -1.28918748988037 |
42 | 3 | 1.7275069615762 | 1.2724930384238 |
43 | 1 | 2.69615256327858 | -1.69615256327858 |
44 | 2 | 2.73509372613027 | -0.735093726130267 |
45 | 2 | 3.18099996238016 | -1.18099996238017 |
46 | 1 | 2.44390294478633 | -1.44390294478633 |
47 | 1 | 2.28918748988037 | -1.28918748988037 |
48 | 2 | 2.28918748988037 | -0.289187489880369 |
49 | 3 | 2.44390294478633 | 0.556097055213671 |
50 | 1 | 2.32812865273206 | -1.32812865273206 |
51 | 1 | 2.40496178193464 | -1.40496178193464 |
52 | 3 | 2.88980918103623 | 0.110190818963774 |
53 | 3 | 2.58037827122431 | 0.419621728775692 |
54 | 2 | 3.37360738363702 | -1.37360738363702 |
55 | 3 | 2.65721140042689 | 0.342788599573111 |
56 | 2 | 2.28918748988037 | -0.289187489880369 |
57 | 2 | 2.28918748988037 | -0.289187489880369 |
58 | 1 | 2.85086801818454 | -1.85086801818454 |
59 | 1 | 2.25024632702868 | -1.25024632702868 |
60 | 3 | 2.36602061908295 | 0.633979380917049 |
61 | 3 | 2.28918748988037 | 0.710812510119631 |
62 | 2 | 2.32812865273206 | -0.328128652732059 |
63 | 1 | 2.73509372613027 | -1.73509372613027 |
64 | 2 | 2.28918748988037 | -0.289187489880369 |
65 | 2 | 1.84328125363047 | 0.156718746369528 |
66 | 1 | 2.1734131978261 | -1.1734131978261 |
67 | 2 | 2.13447203497441 | -0.13447203497441 |
68 | 1 | 2.88980918103623 | -1.88980918103623 |
69 | 2 | 2.28918748988037 | -0.289187489880369 |
70 | 2 | 2.85086801818454 | -0.850868018184538 |
71 | 2 | 2.28918748988037 | -0.289187489880369 |
72 | 4 | 2.1734131978261 | 1.8265868021739 |
73 | 3 | 2.1734131978261 | 0.826586802173901 |
74 | 1 | 2.28918748988037 | -1.28918748988037 |
75 | 2 | 2.21130516417699 | -0.211305164176991 |
76 | 3 | 2.28918748988037 | 0.710812510119631 |
77 | 2 | 2.28918748988037 | -0.289187489880369 |
78 | 2 | 2.28918748988037 | -0.289187489880369 |
79 | 2 | 2.28918748988037 | -0.289187489880369 |
80 | 2 | 1.84328125363047 | 0.156718746369528 |
81 | 1 | 1.68856579872451 | -0.688565798724512 |
82 | 1 | 2.28918748988037 | -1.28918748988037 |
83 | 1 | 2.28918748988037 | -1.28918748988037 |
84 | 4 | 2.28918748988037 | 1.71081251011963 |
85 | 2 | 2.28918748988037 | -0.289187489880369 |
86 | 2 | 2.69615256327858 | -0.696152563278578 |
87 | 3 | 2.28918748988037 | 0.710812510119631 |
88 | 2 | 2.28918748988037 | -0.289187489880369 |
89 | 3 | 2.28918748988037 | 0.710812510119631 |
90 | 4 | 2.85086801818454 | 1.14913198181546 |
91 | 1 | 2.32812865273206 | -1.32812865273206 |
92 | 3 | 2.28918748988037 | 0.710812510119631 |
93 | 1 | 2.73509372613027 | -1.73509372613027 |
94 | 2 | 3.18099996238016 | -1.18099996238017 |
95 | 1 | 2.28918748988037 | -1.28918748988037 |
96 | 1 | 2.28918748988037 | -1.28918748988037 |
97 | 3 | 2.25024632702868 | 0.74975367297132 |
98 | 2 | 2.28918748988037 | -0.289187489880369 |
99 | 2 | 2.28918748988037 | -0.289187489880369 |
100 | 2 | 2.32812865273206 | -0.328128652732059 |
101 | 2 | 2.13447203497441 | -0.13447203497441 |
102 | 2 | 1.7275069615762 | 0.272493038423799 |
103 | 2 | 2.28918748988037 | -0.289187489880369 |
104 | 1 | 2.28918748988037 | -1.28918748988037 |
105 | 2 | 2.88980918103623 | -0.889809181036227 |
106 | 3 | 1.84328125363047 | 1.15671874636953 |
107 | 2 | 2.28918748988037 | -0.289187489880369 |
108 | 2 | 1.80434009077878 | 0.195659909221217 |
109 | 1 | 2.59861839969229 | -1.59861839969229 |
110 | 4 | 2.28918748988037 | 1.71081251011963 |
111 | 2 | 2.32812865273206 | -0.328128652732059 |
112 | 2 | 2.28918748988037 | -0.289187489880369 |
113 | 1 | 2.85086801818454 | -1.85086801818454 |
114 | 2 | 2.28918748988037 | -0.289187489880369 |
115 | 2 | 2.28918748988037 | -0.289187489880369 |
116 | 3 | 2.92875034388792 | 0.0712496561120844 |
117 | 2 | 2.21130516417699 | -0.211305164176991 |
118 | 4 | 2.73509372613027 | 1.26490627386973 |
119 | 2 | 2.28918748988037 | -0.289187489880369 |
120 | 4 | 2.28918748988037 | 1.71081251011963 |
121 | 1 | 2.28918748988037 | -1.28918748988037 |
122 | 2 | 2.73509372613027 | -0.735093726130267 |
123 | 2 | 2.32812865273206 | -0.328128652732059 |
124 | 1 | 2.28918748988037 | -1.28918748988037 |
125 | 1 | 2.32812865273206 | -1.32812865273206 |
126 | 1 | 2.25024632702868 | -1.25024632702868 |
127 | 1 | 1.84328125363047 | -0.843281253630472 |
128 | 1 | 2.25024632702868 | -1.25024632702868 |
129 | 2 | 2.88980918103623 | -0.889809181036227 |
130 | 2 | 1.84328125363047 | 0.156718746369528 |
131 | 1 | 2.88980918103623 | -1.88980918103623 |
132 | 3 | 2.21130516417699 | 0.788694835823009 |
133 | 2 | 3.33571541728612 | -1.33571541728612 |
134 | 2 | 2.44390294478633 | -0.443902944786329 |
135 | 3 | 2.44390294478633 | 0.556097055213671 |
136 | 3 | 3.14205879952848 | -0.142058799528476 |
137 | 2 | 2.73509372613027 | -0.735093726130267 |
138 | 2 | 3.18099996238016 | -1.18099996238017 |
139 | 2 | 2.69615256327858 | -0.696152563278578 |
140 | 2 | 3.29677425443444 | -1.29677425443444 |
141 | 4 | 3.93633710844198 | 0.0636628915580188 |
142 | 4 | 3.62690619863006 | 0.373093801369938 |
143 | 5 | 2.58037827122431 | 2.41962172877569 |
144 | 4 | 3.18099996238016 | 0.819000037619835 |
145 | 3 | 3.10311763667679 | -0.103117636676786 |
146 | 4 | 2.73509372613027 | 1.26490627386973 |
147 | 3 | 2.69615256327858 | 0.303847436721422 |
148 | 4 | 3.62690619863006 | 0.373093801369938 |
149 | 4 | 2.88980918103623 | 1.11019081896377 |
150 | 3 | 3.41254854648871 | -0.412548546488705 |
151 | 4 | 3.58796503577837 | 0.412034964221627 |
152 | 4 | 3.93633710844198 | 0.0636628915580188 |
153 | 4 | 3.49043087219208 | 0.509569127807917 |
154 | 4 | 3.29677425443443 | 0.703225745565565 |
155 | 3 | 2.81192685533285 | 0.188073144667152 |
156 | 4 | 2.58037827122431 | 1.41962172877569 |
157 | 3 | 3.93633710844198 | -0.936337108441981 |
158 | 4 | 3.33571541728612 | 0.664284582713876 |
159 | 4 | 3.18099996238016 | 0.819000037619835 |
160 | 3 | 3.0055834730905 | -0.0055834730904968 |
161 | 4 | 2.40496178193464 | 1.59503821806536 |
162 | 3 | 3.58796503577837 | -0.587965035778373 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.192018821027746 | 0.384037642055491 | 0.807981178972255 |
8 | 0.134421101914794 | 0.268842203829589 | 0.865578898085206 |
9 | 0.158663561405622 | 0.317327122811244 | 0.841336438594378 |
10 | 0.139151466493863 | 0.278302932987725 | 0.860848533506138 |
11 | 0.0832398365752938 | 0.166479673150588 | 0.916760163424706 |
12 | 0.053001264756132 | 0.106002529512264 | 0.946998735243868 |
13 | 0.0286720203748009 | 0.0573440407496018 | 0.971327979625199 |
14 | 0.0147987387732259 | 0.0295974775464518 | 0.985201261226774 |
15 | 0.00739387554526637 | 0.0147877510905327 | 0.992606124454734 |
16 | 0.00389190485761986 | 0.00778380971523972 | 0.99610809514238 |
17 | 0.00179412611401757 | 0.00358825222803515 | 0.998205873885982 |
18 | 0.00357642565371675 | 0.0071528513074335 | 0.996423574346283 |
19 | 0.00201590159653659 | 0.00403180319307318 | 0.997984098403463 |
20 | 0.00104650730261263 | 0.00209301460522526 | 0.998953492697387 |
21 | 0.000575050636926019 | 0.00115010127385204 | 0.999424949363074 |
22 | 0.000391021067003169 | 0.000782042134006338 | 0.999608978932997 |
23 | 0.000262494597224821 | 0.000524989194449642 | 0.999737505402775 |
24 | 0.000170160366701709 | 0.000340320733403418 | 0.999829839633298 |
25 | 0.000292550663983998 | 0.000585101327967997 | 0.999707449336016 |
26 | 0.000423414451697813 | 0.000846828903395626 | 0.999576585548302 |
27 | 0.000509939492003013 | 0.00101987898400603 | 0.999490060507997 |
28 | 0.00191446379549047 | 0.00382892759098095 | 0.99808553620451 |
29 | 0.00138734194702925 | 0.0027746838940585 | 0.998612658052971 |
30 | 0.000995773855652637 | 0.00199154771130527 | 0.999004226144347 |
31 | 0.000626285104981762 | 0.00125257020996352 | 0.999373714895018 |
32 | 0.00108671779978535 | 0.00217343559957069 | 0.998913282200215 |
33 | 0.0016105971576162 | 0.0032211943152324 | 0.998389402842384 |
34 | 0.0014651090363701 | 0.00293021807274019 | 0.99853489096363 |
35 | 0.00109674998330491 | 0.00219349996660983 | 0.998903250016695 |
36 | 0.00378751063978319 | 0.00757502127956638 | 0.996212489360217 |
37 | 0.0242510714331024 | 0.0485021428662048 | 0.975748928566898 |
38 | 0.0715593116770117 | 0.143118623354023 | 0.928440688322988 |
39 | 0.112962959019905 | 0.225925918039809 | 0.887037040980096 |
40 | 0.349416955715685 | 0.69883391143137 | 0.650583044284315 |
41 | 0.570155982474061 | 0.859688035051878 | 0.429844017525939 |
42 | 0.540927031905918 | 0.918145936188164 | 0.459072968094082 |
43 | 0.742065940800079 | 0.515868118399843 | 0.257934059199921 |
44 | 0.766738684703683 | 0.466522630592635 | 0.233261315296317 |
45 | 0.813326946405468 | 0.373346107189063 | 0.186673053594532 |
46 | 0.890255551535651 | 0.219488896928698 | 0.109744448464349 |
47 | 0.928331685099136 | 0.143336629801728 | 0.0716683149008641 |
48 | 0.919389603768872 | 0.161220792462256 | 0.0806103962311278 |
49 | 0.907636140977116 | 0.184727718045767 | 0.0923638590228837 |
50 | 0.934031558604907 | 0.131936882790185 | 0.0659684413950927 |
51 | 0.954886523912924 | 0.0902269521741528 | 0.0451134760870764 |
52 | 0.944304732009856 | 0.111390535980288 | 0.0556952679901442 |
53 | 0.929730147769003 | 0.140539704461994 | 0.0702698522309971 |
54 | 0.941691327814367 | 0.116617344371265 | 0.0583086721856327 |
55 | 0.927116864303244 | 0.145766271393513 | 0.0728831356967565 |
56 | 0.915177909780187 | 0.169644180439626 | 0.0848220902198129 |
57 | 0.901344080833218 | 0.197311838333563 | 0.0986559191667815 |
58 | 0.941857758786479 | 0.116284482427042 | 0.058142241213521 |
59 | 0.951415024918214 | 0.0971699501635728 | 0.0485849750817864 |
60 | 0.944315695656811 | 0.111368608686378 | 0.0556843043431888 |
61 | 0.935789626487071 | 0.128420747025859 | 0.0642103735129293 |
62 | 0.925348322781633 | 0.149303354436733 | 0.0746516772183667 |
63 | 0.95481595694009 | 0.0903680861198197 | 0.0451840430599098 |
64 | 0.944843198966559 | 0.110313602066882 | 0.0551568010334409 |
65 | 0.931995418563088 | 0.136009162873824 | 0.0680045814369121 |
66 | 0.941615055780262 | 0.116769888439476 | 0.0583849442197379 |
67 | 0.928075477151174 | 0.143849045697652 | 0.0719245228488262 |
68 | 0.957212197477725 | 0.08557560504455 | 0.042787802522275 |
69 | 0.947004512284131 | 0.105990975431739 | 0.0529954877158695 |
70 | 0.942114248780161 | 0.115771502439678 | 0.057885751219839 |
71 | 0.929132479207245 | 0.14173504158551 | 0.0708675207927552 |
72 | 0.952109066074206 | 0.0957818678515873 | 0.0478909339257936 |
73 | 0.946141771809203 | 0.107716456381593 | 0.0538582281907966 |
74 | 0.953286783626564 | 0.0934264327468721 | 0.0467132163734361 |
75 | 0.941762601146736 | 0.116474797706528 | 0.0582373988532641 |
76 | 0.934811227296859 | 0.130377545406281 | 0.0651887727031407 |
77 | 0.92074061640606 | 0.158518767187881 | 0.0792593835939403 |
78 | 0.904403103222514 | 0.191193793554972 | 0.0955968967774858 |
79 | 0.885626889261575 | 0.228746221476851 | 0.114373110738426 |
80 | 0.863962743732501 | 0.272074512534998 | 0.136037256267499 |
81 | 0.851366912028327 | 0.297266175943345 | 0.148633087971672 |
82 | 0.864765377093826 | 0.270469245812347 | 0.135234622906174 |
83 | 0.877099612537664 | 0.245800774924672 | 0.122900387462336 |
84 | 0.915278877368867 | 0.169442245262266 | 0.0847211226311332 |
85 | 0.897503060121037 | 0.204993879757927 | 0.102496939878963 |
86 | 0.887136220071121 | 0.225727559857758 | 0.112863779928879 |
87 | 0.876772302074507 | 0.246455395850986 | 0.123227697925493 |
88 | 0.853549001776426 | 0.292901996447149 | 0.146450998223574 |
89 | 0.841565755422729 | 0.316868489154542 | 0.158434244577271 |
90 | 0.855258948279762 | 0.289482103440475 | 0.144741051720238 |
91 | 0.868258370425067 | 0.263483259149865 | 0.131741629574933 |
92 | 0.857539270063185 | 0.28492145987363 | 0.142460729936815 |
93 | 0.901176015572825 | 0.197647968854351 | 0.0988239844271754 |
94 | 0.91143481036519 | 0.177130379269619 | 0.0885651896348097 |
95 | 0.920291393913958 | 0.159417212172083 | 0.0797086060860417 |
96 | 0.928904107947195 | 0.142191784105611 | 0.0710958920528053 |
97 | 0.922001482590673 | 0.155997034818653 | 0.0779985174093266 |
98 | 0.90441140058705 | 0.191177198825899 | 0.0955885994129495 |
99 | 0.884012397883306 | 0.231975204233388 | 0.115987602116694 |
100 | 0.861195039629276 | 0.277609920741447 | 0.138804960370724 |
101 | 0.836379955960336 | 0.327240088079329 | 0.163620044039664 |
102 | 0.806166164416275 | 0.387667671167451 | 0.193833835583725 |
103 | 0.77376257602969 | 0.45247484794062 | 0.22623742397031 |
104 | 0.793102936279599 | 0.413794127440801 | 0.206897063720401 |
105 | 0.777122384548198 | 0.445755230903603 | 0.222877615451802 |
106 | 0.794470608108549 | 0.411058783782902 | 0.205529391891451 |
107 | 0.760208357529596 | 0.479583284940808 | 0.239791642470404 |
108 | 0.724703545700348 | 0.550592908599304 | 0.275296454299652 |
109 | 0.741600256951894 | 0.516799486096212 | 0.258399743048106 |
110 | 0.813696206538309 | 0.372607586923381 | 0.186303793461691 |
111 | 0.78052901081236 | 0.438941978375281 | 0.21947098918764 |
112 | 0.743302247674605 | 0.51339550465079 | 0.256697752325395 |
113 | 0.809628148954126 | 0.380743702091748 | 0.190371851045874 |
114 | 0.774827977234238 | 0.450344045531524 | 0.225172022765762 |
115 | 0.736579100074209 | 0.526841799851582 | 0.263420899925791 |
116 | 0.69557603233483 | 0.60884793533034 | 0.30442396766517 |
117 | 0.650654208706151 | 0.698691582587699 | 0.349345791293849 |
118 | 0.672473770079761 | 0.655052459840479 | 0.327526229920239 |
119 | 0.625497638286444 | 0.749004723427112 | 0.374502361713556 |
120 | 0.726708005794864 | 0.546583988410272 | 0.273291994205136 |
121 | 0.739063812394813 | 0.521872375210374 | 0.260936187605187 |
122 | 0.716376915681379 | 0.567246168637243 | 0.283623084318622 |
123 | 0.670046441936376 | 0.659907116127247 | 0.329953558063624 |
124 | 0.693362410044779 | 0.613275179910441 | 0.306637589955221 |
125 | 0.735795546257529 | 0.528408907484941 | 0.264204453742471 |
126 | 0.770689161657648 | 0.458621676684704 | 0.229310838342352 |
127 | 0.7826091507163 | 0.434781698567401 | 0.2173908492837 |
128 | 0.843517612570504 | 0.312964774858992 | 0.156482387429496 |
129 | 0.843881917145575 | 0.31223616570885 | 0.156118082854425 |
130 | 0.822365767523925 | 0.35526846495215 | 0.177634232476075 |
131 | 0.939906820028118 | 0.120186359943765 | 0.0600931799718824 |
132 | 0.922215921605204 | 0.155568156789591 | 0.0777840783947956 |
133 | 0.953004218043914 | 0.093991563912172 | 0.046995781956086 |
134 | 0.966045510405631 | 0.067908979188738 | 0.033954489594369 |
135 | 0.956781040698412 | 0.086437918603176 | 0.043218959301588 |
136 | 0.93984307749687 | 0.120313845006261 | 0.0601569225031304 |
137 | 0.979065498914605 | 0.0418690021707891 | 0.0209345010853945 |
138 | 0.997628941432085 | 0.00474211713582922 | 0.00237105856791461 |
139 | 0.999702604020497 | 0.000594791959006149 | 0.000297395979503074 |
140 | 0.999986114245214 | 2.77715095718472e-05 | 1.38857547859236e-05 |
141 | 0.999970145997817 | 5.9708004365929e-05 | 2.98540021829645e-05 |
142 | 0.99992238471635 | 0.000155230567300878 | 7.76152836504389e-05 |
143 | 0.999967570811809 | 6.48583763811697e-05 | 3.24291881905848e-05 |
144 | 0.999910928887492 | 0.000178142225015384 | 8.90711125076918e-05 |
145 | 0.99975903525084 | 0.000481929498319893 | 0.000240964749159946 |
146 | 0.999394400648412 | 0.00121119870317504 | 0.000605599351587521 |
147 | 0.999436934891142 | 0.00112613021771589 | 0.000563065108857947 |
148 | 0.998499294350078 | 0.00300141129984393 | 0.00150070564992197 |
149 | 0.996196710099097 | 0.00760657980180504 | 0.00380328990090252 |
150 | 0.990569794029266 | 0.0188604119414673 | 0.00943020597073365 |
151 | 0.989582062970457 | 0.020835874059086 | 0.010417937029543 |
152 | 0.983525474874969 | 0.0329490502500613 | 0.0164745251250307 |
153 | 0.968252359294843 | 0.0634952814103141 | 0.0317476407051571 |
154 | 0.984329459158912 | 0.0313410816821751 | 0.0156705408410876 |
155 | 0.945568310210778 | 0.108863379578445 | 0.0544316897892224 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 33 | 0.221476510067114 | NOK |
5% type I error level | 41 | 0.275167785234899 | NOK |
10% type I error level | 52 | 0.348993288590604 | NOK |