Multiple Linear Regression - Estimated Regression Equation |
USA[t] = + 157.97654925833 + 1.86052338433776Columbia[t] + 1.06631570095366M1[t] + 3.59342306958281M2[t] + 0.0326029157048313M3[t] + 2.45423849464263M4[t] + 3.61594961184629M5[t] + 6.10633695281151M6[t] + 14.9544832010665M7[t] + 16.4514378228129M8[t] + 12.7655390664373M9[t] + 9.83344107097385M10[t] + 2.47877384906074M11[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) | 157.97654925833 | 9.890784 | 15.9721 | 0 | 0 |
Columbia | 1.86052338433776 | 0.09752 | 19.0784 | 0 | 0 |
M1 | 1.06631570095366 | 8.966156 | 0.1189 | 0.905402 | 0.452701 |
M2 | 3.59342306958281 | 8.965969 | 0.4008 | 0.688825 | 0.344413 |
M3 | 0.0326029157048313 | 8.967845 | 0.0036 | 0.997101 | 0.498551 |
M4 | 2.45423849464263 | 8.96759 | 0.2737 | 0.784494 | 0.392247 |
M5 | 3.61594961184629 | 8.967413 | 0.4032 | 0.687026 | 0.343513 |
M6 | 6.10633695281151 | 8.966006 | 0.6811 | 0.496291 | 0.248146 |
M7 | 14.9544832010665 | 8.9691 | 1.6673 | 0.09635 | 0.048175 |
M8 | 16.4514378228129 | 8.968195 | 1.8344 | 0.067448 | 0.033724 |
M9 | 12.7655390664373 | 8.96793 | 1.4235 | 0.1555 | 0.07775 |
M10 | 9.83344107097385 | 8.967759 | 1.0965 | 0.273606 | 0.136803 |
M11 | 2.47877384906074 | 8.965977 | 0.2765 | 0.782356 | 0.391178 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.717574496308554 |
R-squared | 0.514913157752475 |
Adjusted R-squared | 0.498137820268411 |
F-TEST (value) | 30.6946526853255 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 347 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 34.7249593956425 |
Sum Squared Residuals | 418420.51334507 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 255 | 321.429345944284 | -66.4293459442836 |
2 | 280.2 | 323.956453312913 | -43.756453312913 |
3 | 299.9 | 320.042133716011 | -20.1421337160107 |
4 | 339.2 | 322.147480319611 | 17.0525196803889 |
5 | 374.2 | 324.555742104321 | 49.644257895679 |
6 | 393.5 | 332.869567638263 | 60.6304323617366 |
7 | 389.2 | 341.661898184988 | 47.5381018150118 |
8 | 381.7 | 342.433248686843 | 39.266751313157 |
9 | 375.2 | 337.351957392214 | 37.8480426077859 |
10 | 369 | 333.284940132305 | 35.7150598676955 |
11 | 357.4 | 324.944195516692 | 32.4558044833076 |
12 | 352.1 | 321.367712870872 | 30.7322871291276 |
13 | 346.5 | 321.038636033573 | 25.4613639664273 |
14 | 342.9 | 323.100612556117 | 19.7993874438825 |
15 | 340.3 | 318.758372580818 | 21.5416274191824 |
16 | 328.3 | 320.473009273707 | 7.82699072629296 |
17 | 322.9 | 320.964931972549 | 1.93506802745086 |
18 | 314.3 | 322.82274136284 | -8.52274136283947 |
19 | 308.9 | 331.075520128106 | -22.1755201281064 |
20 | 294 | 331.958502033021 | -37.9585020330213 |
21 | 285.6 | 326.914421206079 | -41.3144212060792 |
22 | 281.2 | 321.917142254001 | -40.7171422540008 |
23 | 280.3 | 312.92521445387 | -32.6252144538705 |
24 | 278.8 | 309.032442832713 | -30.232442832713 |
25 | 274.5 | 308.777786930787 | -34.2777869307869 |
26 | 270.4 | 308.290846416789 | -37.8908464167889 |
27 | 263.4 | 287.259711683979 | -23.8597116839793 |
28 | 259.9 | 288.378980893881 | -28.4789808938807 |
29 | 258 | 291.94076717688 | -33.94076717688 |
30 | 262.7 | 301.668590482919 | -38.9685904829192 |
31 | 284.7 | 313.958704992199 | -29.258704992199 |
32 | 311.3 | 319.158101148778 | -7.85810114877753 |
33 | 322.1 | 322.504980785199 | -0.404980785198686 |
34 | 327 | 322.363667866242 | 4.63633213375813 |
35 | 331.3 | 317.371865342438 | 13.9281346575623 |
36 | 333.3 | 316.307089265474 | 16.9929107345263 |
37 | 321.4 | 317.652483474078 | 3.74751652592196 |
38 | 327 | 318.337672692213 | 8.66232730778723 |
39 | 320 | 313.604722806202 | 6.39527719379801 |
40 | 314.7 | 321.254429095129 | -6.55442909512893 |
41 | 316.7 | 320.295143554188 | -3.59514355418753 |
42 | 314.4 | 320.552902833947 | -6.15290283394744 |
43 | 321.3 | 328.024261777792 | -6.72426177779243 |
44 | 318.2 | 327.883955821322 | -9.68395582132166 |
45 | 307.2 | 322.523586019042 | -15.3235860190421 |
46 | 301.3 | 317.526307066964 | -16.2263070669637 |
47 | 287.5 | 308.069248420749 | -20.5692484207489 |
48 | 277.7 | 310.78133481399 | -33.0813348139905 |
49 | 274.4 | 311.029020225836 | -36.6290202258356 |
50 | 258.8 | 311.71420944397 | -52.9142094439703 |
51 | 253.3 | 306.627760114935 | -53.3277601149354 |
52 | 251 | 307.70981885715 | -56.70981885715 |
53 | 248.4 | 307.42032173457 | -59.0203217345702 |
54 | 249.5 | 308.124606626571 | -58.6246066265712 |
55 | 246.1 | 315.205255659705 | -69.1052556597053 |
56 | 244.5 | 314.823081663271 | -70.3230816632705 |
57 | 243.6 | 309.313869990244 | -65.713869990244 |
58 | 244 | 313.433155621421 | -69.4331556214206 |
59 | 240.8 | 310.599560223448 | -69.7995602234483 |
60 | 249.8 | 306.650972900761 | -56.8509729007607 |
61 | 248 | 305.559081475883 | -57.5590814758826 |
62 | 259.4 | 306.281481161704 | -46.8814811617041 |
63 | 260.5 | 308.972019579201 | -48.472019579201 |
64 | 260.8 | 311.282023755079 | -50.4820237550785 |
65 | 261.3 | 310.490185318728 | -49.1901853187275 |
66 | 259.5 | 310.896786469234 | -51.3967864692344 |
67 | 256.6 | 318.070461671585 | -61.4704616715854 |
68 | 257.9 | 317.502235336717 | -59.602235336717 |
69 | 256.5 | 312.086049832907 | -55.5860498329073 |
70 | 254.2 | 320.242671208097 | -66.0426712080969 |
71 | 253.3 | 309.799535168183 | -56.499535168183 |
72 | 253.8 | 304.343923904182 | -50.5439239041819 |
73 | 255.5 | 303.084585374713 | -47.5845853747133 |
74 | 257.1 | 303.267433279077 | -46.1674332790769 |
75 | 257.3 | 296.990248984066 | -39.6902489840658 |
76 | 253.2 | 302.556169082534 | -49.3561690825344 |
77 | 252.8 | 303.06669701522 | -50.2666970152199 |
78 | 252 | 302.970956851956 | -50.9709568519556 |
79 | 250.7 | 309.288791297511 | -58.5887912975112 |
80 | 252.2 | 307.994960842751 | -55.794960842751 |
81 | 250 | 309.146422885654 | -59.1464228856536 |
82 | 251 | 307.181797050046 | -56.1817970500457 |
83 | 253.4 | 299.138736175928 | -45.7387361759277 |
84 | 251.2 | 293.943598185734 | -42.7435981857338 |
85 | 255.6 | 294.395941169856 | -38.795941169856 |
86 | 261.1 | 294.262500098882 | -33.1625000988821 |
87 | 258.9 | 288.952787963727 | -30.0527879637267 |
88 | 259.9 | 291.318607841134 | -31.4186078411343 |
89 | 261.2 | 291.847741007663 | -30.6477410076632 |
90 | 264.7 | 293.128788148809 | -28.4287881488088 |
91 | 267.1 | 299.018702215967 | -31.9187022159667 |
92 | 266.4 | 303.287836680376 | -36.8878366803765 |
93 | 267.7 | 300.606620551543 | -32.9066205515433 |
94 | 268.6 | 295.03257935032 | -26.4325793503201 |
95 | 267.5 | 286.26391435631 | -18.7639143563103 |
96 | 268.5 | 285.21774351319 | -16.7177435131897 |
97 | 268.5 | 283.604905540697 | -15.104905540697 |
98 | 270.5 | 282.894702220578 | -12.3947022205784 |
99 | 270.9 | 281.994430506303 | -11.0944305063034 |
100 | 270.1 | 278.480996489204 | -8.38099648920374 |
101 | 269.3 | 274.451847364105 | -5.15184736410504 |
102 | 269.8 | 280.067913990758 | -10.2679139907577 |
103 | 270.1 | 285.15780300265 | -15.0578030026504 |
104 | 264.9 | 283.529078338709 | -18.6290783387094 |
105 | 263.7 | 283.229332141829 | -19.5293321418286 |
106 | 264.8 | 276.818055417653 | -12.0180554176534 |
107 | 263.7 | 275.565904896368 | -11.8659048963682 |
108 | 255.9 | 273.049920579621 | -17.1499205796207 |
109 | 276.2 | 284.516561999022 | -8.31656199902247 |
110 | 360.1 | 304.941904324981 | 55.1580956750192 |
111 | 380.5 | 328.693567453181 | 51.8064325468188 |
112 | 373.7 | 333.738541004035 | 39.9614589959647 |
113 | 369.8 | 336.760775505577 | 33.0392244944233 |
114 | 366.6 | 337.316218526831 | 29.2837814731694 |
115 | 359.3 | 343.187527360145 | 16.1124726398548 |
116 | 345.8 | 341.800670736168 | 3.99932926383193 |
117 | 326.2 | 334.765829887985 | -8.56582988798458 |
118 | 324.5 | 329.638314299003 | -5.13831429900254 |
119 | 328.1 | 324.237196630644 | 3.86280336935596 |
120 | 327.5 | 318.428085923619 | 9.07191407638127 |
121 | 324.4 | 316.536169443475 | 7.86383055652461 |
122 | 316.5 | 316.421333606345 | 0.078666393655116 |
123 | 310.9 | 310.01391267443 | 0.886087325569849 |
124 | 301.5 | 309.737789346078 | -8.23778934607818 |
125 | 291.7 | 308.201741555992 | -16.5017415559921 |
126 | 290.4 | 308.292053731162 | -17.8920537311616 |
127 | 287.4 | 314.702914345934 | -27.3029143459341 |
128 | 277.7 | 314.041661841849 | -36.3416618418487 |
129 | 281.6 | 308.420818765762 | -26.8208187657618 |
130 | 288 | 308.260900612962 | -20.2609006129616 |
131 | 276 | 303.976096975206 | -27.9760969752058 |
132 | 272.9 | 299.655404975651 | -26.7554049756507 |
133 | 283 | 300.944983482725 | -17.9449834827249 |
134 | 283.3 | 307.044295749283 | -23.7442957492825 |
135 | 276.8 | 300.32058584203 | -23.5205858420304 |
136 | 284.5 | 304.267850596125 | -19.7678505961252 |
137 | 282.7 | 304.201616279666 | -21.5016162796659 |
138 | 281.2 | 303.60353480263 | -22.4035348026304 |
139 | 287.4 | 309.698106442066 | -22.2981064420655 |
140 | 283.1 | 308.515907390365 | -25.4159073903655 |
141 | 284 | 302.07643402517 | -18.0764340251701 |
142 | 285.5 | 301.693253066249 | -16.1932530662493 |
143 | 289.2 | 302.394652098519 | -13.1946520985188 |
144 | 292.5 | 297.255329809855 | -4.75532980985499 |
145 | 296.4 | 298.451882147712 | -2.05188214771234 |
146 | 305.2 | 295.341603661798 | 9.85839633820196 |
147 | 303.9 | 290.124917695859 | 13.7750823041405 |
148 | 311.5 | 304.565534337619 | 6.93446566238081 |
149 | 316.3 | 302.582960935292 | 13.717039064708 |
150 | 316.7 | 306.598977451414 | 10.1010225485858 |
151 | 322.5 | 314.46104630597 | 8.03895369402986 |
152 | 317.1 | 313.16721585121 | 3.93278414879011 |
153 | 309.8 | 306.597505849111 | 3.20249415088916 |
154 | 303.8 | 302.977014201442 | 0.822985798557611 |
155 | 290.3 | 296.571213905542 | -6.27121390554152 |
156 | 293.7 | 291.05978694001 | 2.64021305998974 |
157 | 291.7 | 288.870186718373 | 2.82981328162716 |
158 | 296.5 | 288.048351995194 | 8.45164800480599 |
159 | 289.1 | 288.171368142305 | 0.928631857695244 |
160 | 288.5 | 294.686155166786 | -6.18615516678567 |
161 | 293.8 | 292.703581764459 | 1.0964182355415 |
162 | 297.7 | 292.19852645664 | 5.50147354336006 |
163 | 305.4 | 298.274492862232 | 7.12550713776835 |
164 | 302.7 | 296.980662407471 | 5.71933759252858 |
165 | 302.5 | 304.99745573858 | -2.49745573858037 |
166 | 303 | 300.53972856796 | 2.46027143204007 |
167 | 294.5 | 290.561723374131 | 3.93827662586942 |
168 | 294.1 | 285.310769682407 | 8.78923031759347 |
169 | 294.5 | 283.995615451408 | 10.5043845485921 |
170 | 297.1 | 284.383120928049 | 12.7168790719514 |
171 | 289.4 | 283.129349770749 | 6.27065022925053 |
172 | 292.4 | 292.360500936363 | 0.0394990636365107 |
173 | 287.9 | 291.364004927735 | -3.46400492773534 |
174 | 286.6 | 291.696185142869 | -5.09618514286872 |
175 | 280.5 | 298.479150434509 | -17.9791504345088 |
176 | 272.4 | 297.79929269658 | -25.39929269658 |
177 | 269.2 | 291.322608863698 | -22.1226088636978 |
178 | 270.6 | 291.683637258512 | -21.0836372585121 |
179 | 267.3 | 283.194050772153 | -15.894050772153 |
180 | 262.5 | 278.352412224983 | -15.8524122249833 |
181 | 266.8 | 279.418727925937 | -12.618727925937 |
182 | 268.8 | 274.950267369456 | -6.15026736945613 |
183 | 263.1 | 267.92887372071 | -4.82887372070991 |
184 | 261.2 | 269.122563865985 | -7.92256386598483 |
185 | 266 | 269.074934783369 | -3.07493478336893 |
186 | 262.5 | 270.337376690671 | -7.83737669067122 |
187 | 265.2 | 272.115534078443 | -6.91553407844269 |
188 | 261.3 | 267.379735362658 | -6.07973536265759 |
189 | 253.7 | 262.651943511053 | -8.95194351105292 |
190 | 249.2 | 258.67795242036 | -9.47795242036028 |
191 | 239.1 | 250.318602570905 | -11.2186025709048 |
192 | 236.4 | 246.797935626615 | -10.3979356266149 |
193 | 235.2 | 246.9339896354 | -11.7339896353997 |
194 | 245.2 | 248.568045779547 | -3.36804577954668 |
195 | 246.2 | 244.13277963503 | 2.06722036497004 |
196 | 247.7 | 251.410381247089 | -3.71038124708933 |
197 | 251.4 | 253.186065081124 | -1.78606508112442 |
198 | 253.3 | 254.374086053053 | -1.0740860530532 |
199 | 254.8 | 262.291970609139 | -7.49197060913928 |
200 | 250 | 275.528827786057 | -25.528827786057 |
201 | 249.3 | 270.819641168296 | -21.5196411682957 |
202 | 241.5 | 266.864255311446 | -25.3642553114464 |
203 | 243.3 | 258.988641541919 | -15.6886415419187 |
204 | 248 | 255.040054219231 | -7.04005421923117 |
205 | 253 | 255.231923929546 | -2.23192392954608 |
206 | 252.9 | 270.503616480889 | -17.6036164808889 |
207 | 251.5 | 303.502080829248 | -52.002080829248 |
208 | 251.6 | 303.746904048511 | -52.1469040485106 |
209 | 253.5 | 303.345775522871 | -49.8457755228705 |
210 | 259.8 | 307.6222653128 | -47.8222653128 |
211 | 334.1 | 314.088941629103 | 20.0110583708974 |
212 | 448 | 352.052154583869 | 95.9478454161308 |
213 | 445.8 | 374.78568788509 | 71.0143121149102 |
214 | 445 | 376.709555922748 | 68.2904440772521 |
215 | 448.2 | 368.852547387064 | 79.3474526129364 |
216 | 438.2 | 358.782838129905 | 79.4171618700952 |
217 | 439.8 | 356.183922763713 | 83.616077236287 |
218 | 423.4 | 357.036559086438 | 66.3634409135617 |
219 | 410.8 | 349.605850293138 | 61.1941497068623 |
220 | 408.4 | 350.576277632292 | 57.8237223677079 |
221 | 406.7 | 357.375374604039 | 49.3246253959608 |
222 | 405.9 | 353.577192905943 | 52.3228070940573 |
223 | 402.7 | 358.778713320896 | 43.9212866791043 |
224 | 405.1 | 353.466152355966 | 51.6338476440341 |
225 | 399.6 | 347.045284224614 | 52.5547157753862 |
226 | 386.5 | 338.066485230053 | 48.4335147699474 |
227 | 381.4 | 330.93508081426 | 50.46491918574 |
228 | 375.2 | 328.288859860609 | 46.9111401393911 |
229 | 357.7 | 317.615273006391 | 40.0847269936087 |
230 | 359 | 324.979741174299 | 34.0202588257014 |
231 | 355 | 320.581685497469 | 34.4183145025314 |
232 | 352.7 | 317.533382326453 | 35.1666176735466 |
233 | 344.4 | 320.09048598191 | 24.3095140180896 |
234 | 343.8 | 320.422666197044 | 23.3773338029562 |
235 | 338 | 334.294225583011 | 3.7057744169893 |
236 | 339 | 365.16884444345 | -26.1688444434504 |
237 | 333.3 | 365.073755818847 | -31.7737558188467 |
238 | 334.4 | 366.848781985758 | -32.4487819857578 |
239 | 328.3 | 359.568535699218 | -31.2685356992182 |
240 | 330.7 | 342.652100387696 | -11.9521003876964 |
241 | 330 | 334.769298609985 | -4.76929860998543 |
242 | 331.6 | 372.627745047189 | -41.0277450471887 |
243 | 351.2 | 450.725296231895 | -99.5252962318951 |
244 | 389.4 | 434.634724136672 | -45.2347241366722 |
245 | 410.9 | 481.397863403994 | -70.4978634039944 |
246 | 442.8 | 483.99988214802 | -41.1998821480198 |
247 | 462.8 | 419.841090794861 | 42.958909205139 |
248 | 466.9 | 408.891143975388 | 58.0088560246122 |
249 | 461.7 | 396.200312038817 | 65.4996879611825 |
250 | 439.2 | 382.607415051099 | 56.5925849489014 |
251 | 430.3 | 366.005946609027 | 64.2940533909732 |
252 | 416.1 | 377.239230102535 | 38.8607698974646 |
253 | 402.5 | 377.896230658935 | 24.6037693410653 |
254 | 397.3 | 393.484212185615 | 3.81578781438499 |
255 | 403.3 | 361.90390986361 | 41.3960901363897 |
256 | 395.9 | 367.451224728236 | 28.4487752717644 |
257 | 387.8 | 347.235522159398 | 40.5644778406017 |
258 | 378.6 | 346.804887786953 | 31.7951122130468 |
259 | 377.1 | 357.494952185703 | 19.6050478142974 |
260 | 370.4 | 356.703463044714 | 13.6965369552864 |
261 | 362 | 337.351957392214 | 24.6480426077859 |
262 | 350.3 | 331.368601046437 | 18.9313989535634 |
263 | 348.2 | 334.116575801478 | 14.0834241985224 |
264 | 344.6 | 333.647167207502 | 10.9528327924984 |
265 | 343.5 | 332.443644379563 | 11.0563556204368 |
266 | 342.8 | 329.556628699769 | 13.2433713002305 |
267 | 347.6 | 328.172620905567 | 19.4273790944333 |
268 | 346.6 | 327.840681875685 | 18.7593181243154 |
269 | 349.5 | 325.969739876418 | 23.5302601235823 |
270 | 342.1 | 328.571758620443 | 13.5282413795568 |
271 | 342 | 326.312580264202 | 15.6874197357983 |
272 | 342.8 | 323.065200255887 | 19.7347997441132 |
273 | 339.3 | 311.565103285293 | 27.7348967147073 |
274 | 348.2 | 308.577189588299 | 39.6228104117009 |
275 | 333.7 | 317.669549083932 | 16.0304509160682 |
276 | 334.7 | 337.944976225322 | -3.24497622532189 |
277 | 354 | 321.801450621151 | 32.1985493788488 |
278 | 367.7 | 314.858493963501 | 52.8415060364988 |
279 | 363.3 | 313.325644298551 | 49.9743557014487 |
280 | 358.4 | 307.988897364801 | 50.4111026351993 |
281 | 353.1 | 307.011006590016 | 46.0889934099841 |
282 | 343.1 | 299.473172889401 | 43.6268271105995 |
283 | 344.6 | 307.725951654667 | 36.8740483453326 |
284 | 344.4 | 301.799417972906 | 42.6005820270938 |
285 | 333.9 | 296.550679573687 | 37.349320426313 |
286 | 331.7 | 295.739578236369 | 35.9604217636315 |
287 | 324.3 | 290.822196647938 | 33.4778033520622 |
288 | 321.2 | 285.515427254684 | 35.6845727453163 |
289 | 322.4 | 280.53504195654 | 41.8649580434603 |
290 | 321.7 | 271.266431068467 | 50.4335689315326 |
291 | 320.5 | 268.0963208253 | 52.4036791746996 |
292 | 312.8 | 276.471631234119 | 36.3283687658811 |
293 | 309.7 | 284.907988784083 | 24.7920112159167 |
294 | 315.6 | 267.565196848008 | 48.0348031519921 |
295 | 309.7 | 275.687738976371 | 34.0122610236288 |
296 | 304.6 | 278.338218096407 | 26.261781903593 |
297 | 302.5 | 276.326790385935 | 26.1732096140645 |
298 | 301.5 | 262.492025358253 | 39.0079746417473 |
299 | 298.8 | 260.700323055509 | 38.0996769444905 |
300 | 291.3 | 256.491262459015 | 34.8087375409854 |
301 | 293.6 | 261.520492968608 | 32.0795070313923 |
302 | 294.6 | 261.31263096226 | 33.2873690377397 |
303 | 285.9 | 267.370716705409 | 18.5292832945914 |
304 | 297.6 | 275.504159074263 | 22.0958409257367 |
305 | 301.1 | 265.614361288501 | 35.4856387114993 |
306 | 293.8 | 263.285993064031 | 30.5140069359689 |
307 | 297.7 | 259.277922726512 | 38.4220772734879 |
308 | 292.9 | 257.351514321077 | 35.5484856789229 |
309 | 292.1 | 263.768257541656 | 28.3317424583445 |
310 | 287.2 | 260.836159546192 | 26.3638404538079 |
311 | 288.2 | 259.732850895654 | 28.4671491043461 |
312 | 283.8 | 243.988545316265 | 39.8114546837352 |
313 | 299.9 | 252.906269699124 | 46.9937303008761 |
314 | 292.4 | 252.865854797367 | 39.5341452026331 |
315 | 293.3 | 243.314149345921 | 49.9858506540787 |
316 | 300.8 | 250.573145724137 | 50.2268542758627 |
317 | 293.7 | 254.544247151691 | 39.155752848309 |
318 | 293.1 | 250.653039284378 | 42.4469607156223 |
319 | 294.4 | 266.906068602297 | 27.493931397703 |
320 | 292.1 | 262.951689707934 | 29.1483102920663 |
321 | 291.9 | 260.140236942197 | 31.7597630578031 |
322 | 282.5 | 254.956905651685 | 27.5430943483153 |
323 | 277.9 | 249.146472838772 | 28.753527161228 |
324 | 287.5 | 249.439878832374 | 38.0601211676255 |
325 | 289.2 | 262.376333725403 | 26.8236662745969 |
326 | 285.6 | 265.424387641647 | 20.1756123583532 |
327 | 293.2 | 266.328823610179 | 26.8711763898205 |
328 | 290.8 | 264.973596718912 | 25.8264032810884 |
329 | 283.1 | 269.074934783369 | 14.0250652166311 |
330 | 275 | 281.649358867445 | -6.64935886744481 |
331 | 287.8 | 274.813292985732 | 12.9867070142676 |
332 | 287.8 | 278.13356052413 | 9.66643947587014 |
333 | 287.4 | 287.099220781251 | 0.300779218748873 |
334 | 284 | 282.027520893799 | 1.97247910620081 |
335 | 277.8 | 289.947750657299 | -12.1477506572991 |
336 | 277.6 | 305.385816999411 | -27.785816999411 |
337 | 304.9 | 307.884735706305 | -2.98473570630478 |
338 | 294 | 335.863802972675 | -41.8638029726745 |
339 | 300.9 | 358.257284030308 | -57.3572840303083 |
340 | 324 | 346.81802039593 | -22.8180203959298 |
341 | 332.9 | 342.621424166241 | -9.7214241662407 |
342 | 341.6 | 332.367226324492 | 9.23277367550779 |
343 | 333.4 | 322.963638172394 | 10.4363618276063 |
344 | 348.2 | 324.34896139108 | 23.8510386089201 |
345 | 344.7 | 311.806971325257 | 32.8930286747434 |
346 | 344.7 | 327.052186794773 | 17.6478132052269 |
347 | 329.3 | 326.69308749797 | 2.60691250203011 |
348 | 323.5 | 324.344550285813 | -0.84455028581282 |
349 | 323.2 | 353.895479000978 | -30.6954790009776 |
350 | 317.4 | 338.915061322988 | -21.5150613229884 |
351 | 330.1 | 324.098074693867 | 6.00192530613304 |
352 | 329.2 | 328.69652263248 | 0.50347736752002 |
353 | 334.9 | 323.402217606032 | 11.4977823939684 |
354 | 315.8 | 312.887546490476 | 2.91245350952416 |
355 | 315.4 | 324.04274173531 | -8.64274173530965 |
356 | 319.6 | 336.944704703047 | -17.3447047030465 |
357 | 317.3 | 326.356264190778 | -9.05626419077788 |
358 | 313.8 | 320.782222989555 | -6.98222298955477 |
359 | 315.8 | 336.088730588876 | -20.2887305888756 |
360 | 311.3 | 348.084828669963 | -36.7848286699627 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.803277840760496 | 0.393444318479009 | 0.196722159239504 |
17 | 0.855612588853157 | 0.288774822293687 | 0.144387411146843 |
18 | 0.776650347925455 | 0.446699304149091 | 0.223349652074545 |
19 | 0.675836572426447 | 0.648326855147107 | 0.324163427573553 |
20 | 0.571917821353946 | 0.856164357292107 | 0.428082178646054 |
21 | 0.469030592766732 | 0.938061185533464 | 0.530969407233268 |
22 | 0.370375296038178 | 0.740750592076356 | 0.629624703961822 |
23 | 0.291742692783365 | 0.58348538556673 | 0.708257307216635 |
24 | 0.22785951646872 | 0.455719032937441 | 0.77214048353128 |
25 | 0.314148035773056 | 0.628296071546112 | 0.685851964226944 |
26 | 0.348134173878059 | 0.696268347756119 | 0.651865826121941 |
27 | 0.584168931678672 | 0.831662136642656 | 0.415831068321328 |
28 | 0.564773924147882 | 0.870452151704236 | 0.435226075852118 |
29 | 0.494670456579017 | 0.989340913158035 | 0.505329543420983 |
30 | 0.429096238883314 | 0.858192477766628 | 0.570903761116686 |
31 | 0.36367095648578 | 0.72734191297156 | 0.63632904351422 |
32 | 0.330040596420027 | 0.660081192840053 | 0.669959403579973 |
33 | 0.284493964780471 | 0.568987929560942 | 0.715506035219529 |
34 | 0.239430845928078 | 0.478861691856156 | 0.760569154071922 |
35 | 0.199330983983297 | 0.398661967966594 | 0.800669016016703 |
36 | 0.162460526555086 | 0.324921053110173 | 0.837539473444914 |
37 | 0.144508950955084 | 0.289017901910168 | 0.855491049044916 |
38 | 0.130748662809813 | 0.261497325619626 | 0.869251337190187 |
39 | 0.100898114629439 | 0.201796229258878 | 0.899101885370561 |
40 | 0.0882762180399691 | 0.176552436079938 | 0.911723781960031 |
41 | 0.0751915449940021 | 0.150383089988004 | 0.924808455005998 |
42 | 0.0584194924282035 | 0.116838984856407 | 0.941580507571797 |
43 | 0.0432994630486983 | 0.0865989260973967 | 0.956700536951302 |
44 | 0.0315590038190044 | 0.0631180076380087 | 0.968440996180996 |
45 | 0.0227445068575176 | 0.0454890137150353 | 0.977255493142482 |
46 | 0.0161570181570868 | 0.0323140363141735 | 0.983842981842913 |
47 | 0.0114543662673574 | 0.0229087325347148 | 0.988545633732643 |
48 | 0.0104867933470424 | 0.0209735866940848 | 0.989513206652958 |
49 | 0.00761231863220819 | 0.0152246372644164 | 0.992387681367792 |
50 | 0.00706350199030104 | 0.0141270039806021 | 0.992936498009699 |
51 | 0.00929967673513337 | 0.0185993534702667 | 0.990700323264867 |
52 | 0.0122704515259245 | 0.024540903051849 | 0.987729548474076 |
53 | 0.017754918869265 | 0.03550983773853 | 0.982245081130735 |
54 | 0.0195606669251414 | 0.0391213338502827 | 0.980439333074859 |
55 | 0.0225057753597321 | 0.0450115507194642 | 0.977494224640268 |
56 | 0.0237132978731882 | 0.0474265957463764 | 0.976286702126812 |
57 | 0.0215306875091307 | 0.0430613750182614 | 0.978469312490869 |
58 | 0.0266977981964224 | 0.0533955963928448 | 0.973302201803578 |
59 | 0.0438010063246184 | 0.0876020126492368 | 0.956198993675382 |
60 | 0.046120997929636 | 0.092241995859272 | 0.953879002070364 |
61 | 0.0406343922752402 | 0.0812687845504804 | 0.95936560772476 |
62 | 0.0340141989598748 | 0.0680283979197497 | 0.965985801040125 |
63 | 0.0361786834064688 | 0.0723573668129375 | 0.963821316593531 |
64 | 0.0394804472760162 | 0.0789608945520325 | 0.960519552723984 |
65 | 0.0418188931805894 | 0.0836377863611789 | 0.958181106819411 |
66 | 0.0403916086617335 | 0.080783217323467 | 0.959608391338266 |
67 | 0.0408126876618146 | 0.0816253753236292 | 0.959187312338185 |
68 | 0.0385131731875178 | 0.0770263463750356 | 0.961486826812482 |
69 | 0.034388419041028 | 0.0687768380820559 | 0.965611580958972 |
70 | 0.0472201040603996 | 0.0944402081207992 | 0.9527798959396 |
71 | 0.0489377117131903 | 0.0978754234263806 | 0.95106228828681 |
72 | 0.044521295761017 | 0.089042591522034 | 0.955478704238983 |
73 | 0.0402811284591317 | 0.0805622569182635 | 0.959718871540868 |
74 | 0.0364333040235184 | 0.0728666080470367 | 0.963566695976482 |
75 | 0.0321772504664384 | 0.0643545009328767 | 0.967822749533562 |
76 | 0.0286722350022197 | 0.0573444700044393 | 0.97132776499778 |
77 | 0.0258832094752096 | 0.0517664189504192 | 0.97411679052479 |
78 | 0.0231223367390749 | 0.0462446734781499 | 0.976877663260925 |
79 | 0.0218849877434377 | 0.0437699754868753 | 0.978115012256562 |
80 | 0.0214476986108817 | 0.0428953972217634 | 0.978552301389118 |
81 | 0.0204364058317063 | 0.0408728116634125 | 0.979563594168294 |
82 | 0.0194657257243567 | 0.0389314514487133 | 0.980534274275643 |
83 | 0.0182682958414733 | 0.0365365916829467 | 0.981731704158527 |
84 | 0.0180829401875639 | 0.0361658803751277 | 0.981917059812436 |
85 | 0.0221361830797331 | 0.0442723661594662 | 0.977863816920267 |
86 | 0.028314078719956 | 0.056628157439912 | 0.971685921280044 |
87 | 0.0317651105580831 | 0.0635302211161663 | 0.968234889441917 |
88 | 0.035861737603699 | 0.0717234752073979 | 0.964138262396301 |
89 | 0.0383638233463704 | 0.0767276466927408 | 0.96163617665363 |
90 | 0.0441166931726666 | 0.0882333863453332 | 0.955883306827333 |
91 | 0.0560550611155647 | 0.112110122231129 | 0.943944938884435 |
92 | 0.0603385977989024 | 0.120677195597805 | 0.939661402201098 |
93 | 0.0650520426911682 | 0.130104085382336 | 0.934947957308832 |
94 | 0.083406860127008 | 0.166813720254016 | 0.916593139872992 |
95 | 0.106810198053337 | 0.213620396106674 | 0.893189801946663 |
96 | 0.124427127953074 | 0.248854255906148 | 0.875572872046926 |
97 | 0.167393319330182 | 0.334786638660363 | 0.832606680669818 |
98 | 0.213806306151952 | 0.427612612303905 | 0.786193693848048 |
99 | 0.231873399194281 | 0.463746798388563 | 0.768126600805719 |
100 | 0.272917145153867 | 0.545834290307733 | 0.727082854846133 |
101 | 0.321556219695894 | 0.643112439391788 | 0.678443780304106 |
102 | 0.345860301361249 | 0.691720602722498 | 0.654139698638751 |
103 | 0.376743792089135 | 0.75348758417827 | 0.623256207910865 |
104 | 0.40285986635145 | 0.805719732702899 | 0.59714013364855 |
105 | 0.415464864555817 | 0.830929729111634 | 0.584535135444183 |
106 | 0.443540996117629 | 0.887081992235259 | 0.556459003882371 |
107 | 0.446432795349798 | 0.892865590699596 | 0.553567204650202 |
108 | 0.438312123220719 | 0.876624246441438 | 0.561687876779281 |
109 | 0.440393744900246 | 0.880787489800493 | 0.559606255099754 |
110 | 0.591004360459585 | 0.81799127908083 | 0.408995639540415 |
111 | 0.64753794668228 | 0.704924106635439 | 0.35246205331772 |
112 | 0.663341876431703 | 0.673316247136593 | 0.336658123568297 |
113 | 0.656744612088991 | 0.686510775822018 | 0.343255387911009 |
114 | 0.646408171346551 | 0.707183657306899 | 0.353591828653449 |
115 | 0.624799974527841 | 0.750400050944319 | 0.375200025472159 |
116 | 0.596278649680619 | 0.807442700638761 | 0.403721350319381 |
117 | 0.568058010760836 | 0.863883978478327 | 0.431941989239164 |
118 | 0.539295720081196 | 0.921408559837608 | 0.460704279918804 |
119 | 0.50916333945542 | 0.98167332108916 | 0.49083666054458 |
120 | 0.48281644492928 | 0.96563288985856 | 0.51718355507072 |
121 | 0.464460309162378 | 0.928920618324756 | 0.535539690837622 |
122 | 0.435478205658179 | 0.870956411316358 | 0.564521794341821 |
123 | 0.406343746579398 | 0.812687493158795 | 0.593656253420602 |
124 | 0.378596272139393 | 0.757192544278785 | 0.621403727860607 |
125 | 0.353970390430768 | 0.707940780861535 | 0.646029609569232 |
126 | 0.331118700533912 | 0.662237401067824 | 0.668881299466088 |
127 | 0.317623160108607 | 0.635246320217214 | 0.682376839891393 |
128 | 0.31510652550679 | 0.63021305101358 | 0.68489347449321 |
129 | 0.303979327694378 | 0.607958655388756 | 0.696020672305622 |
130 | 0.288885174997882 | 0.577770349995764 | 0.711114825002118 |
131 | 0.277095817533755 | 0.554191635067511 | 0.722904182466245 |
132 | 0.264154825958303 | 0.528309651916605 | 0.735845174041697 |
133 | 0.250441128664548 | 0.500882257329097 | 0.749558871335452 |
134 | 0.236761758607058 | 0.473523517214116 | 0.763238241392942 |
135 | 0.222352852091754 | 0.444705704183507 | 0.777647147908246 |
136 | 0.206738652350565 | 0.41347730470113 | 0.793261347649435 |
137 | 0.192658769690827 | 0.385317539381653 | 0.807341230309173 |
138 | 0.180070301182444 | 0.360140602364888 | 0.819929698817556 |
139 | 0.171181105619559 | 0.342362211239117 | 0.828818894380441 |
140 | 0.166128655225769 | 0.332257310451537 | 0.833871344774231 |
141 | 0.160540714707703 | 0.321081429415405 | 0.839459285292298 |
142 | 0.153282599741806 | 0.306565199483613 | 0.846717400258194 |
143 | 0.141611938060801 | 0.283223876121602 | 0.858388061939199 |
144 | 0.131016856237388 | 0.262033712474777 | 0.868983143762612 |
145 | 0.125473322891284 | 0.250946645782569 | 0.874526677108716 |
146 | 0.12550402022767 | 0.25100804045534 | 0.87449597977233 |
147 | 0.126879891589581 | 0.253759783179161 | 0.873120108410419 |
148 | 0.117949681109461 | 0.235899362218922 | 0.882050318890539 |
149 | 0.114009476613064 | 0.228018953226128 | 0.885990523386936 |
150 | 0.107933392407705 | 0.215866784815411 | 0.892066607592295 |
151 | 0.104669830467852 | 0.209339660935704 | 0.895330169532148 |
152 | 0.102240435177312 | 0.204480870354625 | 0.897759564822688 |
153 | 0.100236831231114 | 0.200473662462228 | 0.899763168768886 |
154 | 0.0969804741166432 | 0.193960948233286 | 0.903019525883357 |
155 | 0.0901417336052883 | 0.180283467210577 | 0.909858266394712 |
156 | 0.0854099990586366 | 0.170819998117273 | 0.914590000941363 |
157 | 0.0849590962346533 | 0.169918192469307 | 0.915040903765347 |
158 | 0.0839080509916251 | 0.16781610198325 | 0.916091949008375 |
159 | 0.0768269281121564 | 0.153653856224313 | 0.923173071887844 |
160 | 0.0694485799101098 | 0.13889715982022 | 0.93055142008989 |
161 | 0.0634958116656749 | 0.12699162333135 | 0.936504188334325 |
162 | 0.0602888908200801 | 0.12057778164016 | 0.93971110917992 |
163 | 0.0607114079550345 | 0.121422815910069 | 0.939288592044966 |
164 | 0.0624376452752343 | 0.124875290550469 | 0.937562354724766 |
165 | 0.0587033317247406 | 0.117406663449481 | 0.941296668275259 |
166 | 0.0559138856604403 | 0.111827771320881 | 0.94408611433956 |
167 | 0.0532004901952912 | 0.106400980390582 | 0.946799509804709 |
168 | 0.0511609514099354 | 0.102321902819871 | 0.948839048590065 |
169 | 0.0517916893968189 | 0.103583378793638 | 0.948208310603181 |
170 | 0.0506039500811922 | 0.101207900162384 | 0.949396049918808 |
171 | 0.04629391565165 | 0.0925878313033 | 0.95370608434835 |
172 | 0.0414722759272661 | 0.0829445518545321 | 0.958527724072734 |
173 | 0.036590447635019 | 0.0731808952700379 | 0.963409552364981 |
174 | 0.0324695861752446 | 0.0649391723504892 | 0.967530413824755 |
175 | 0.0304340095491637 | 0.0608680190983273 | 0.969565990450836 |
176 | 0.0303923316670135 | 0.0607846633340271 | 0.969607668332987 |
177 | 0.0299320481724412 | 0.0598640963448823 | 0.970067951827559 |
178 | 0.028932695903249 | 0.0578653918064981 | 0.971067304096751 |
179 | 0.0269634613235784 | 0.0539269226471568 | 0.973036538676422 |
180 | 0.0246939699789441 | 0.0493879399578882 | 0.975306030021056 |
181 | 0.023263238392497 | 0.0465264767849939 | 0.976736761607503 |
182 | 0.0208845695203327 | 0.0417691390406654 | 0.979115430479667 |
183 | 0.0185560121479368 | 0.0371120242958736 | 0.981443987852063 |
184 | 0.0169036518768419 | 0.0338073037536839 | 0.983096348123158 |
185 | 0.0152183584604346 | 0.0304367169208693 | 0.984781641539565 |
186 | 0.0137726379427688 | 0.0275452758855377 | 0.986227362057231 |
187 | 0.0133532900665893 | 0.0267065801331785 | 0.986646709933411 |
188 | 0.0136102586336318 | 0.0272205172672636 | 0.986389741366368 |
189 | 0.0137815250727659 | 0.0275630501455318 | 0.986218474927234 |
190 | 0.0136974872064206 | 0.0273949744128413 | 0.986302512793579 |
191 | 0.0132665388667317 | 0.0265330777334634 | 0.986733461133268 |
192 | 0.0124717163582375 | 0.024943432716475 | 0.987528283641762 |
193 | 0.0124149115624134 | 0.0248298231248268 | 0.987585088437587 |
194 | 0.0112634032024262 | 0.0225268064048524 | 0.988736596797574 |
195 | 0.0100259510079161 | 0.0200519020158322 | 0.989974048992084 |
196 | 0.00910927332463606 | 0.0182185466492721 | 0.990890726675364 |
197 | 0.00809692951342639 | 0.0161938590268528 | 0.991903070486574 |
198 | 0.0072733292720865 | 0.014546658544173 | 0.992726670727914 |
199 | 0.007045708780058 | 0.014091417560116 | 0.992954291219942 |
200 | 0.00824846109946467 | 0.0164969221989293 | 0.991751538900535 |
201 | 0.00928310385636967 | 0.0185662077127393 | 0.99071689614363 |
202 | 0.0108547723407604 | 0.0217095446815207 | 0.98914522765924 |
203 | 0.0112190000063378 | 0.0224380000126756 | 0.988780999993662 |
204 | 0.0106738455953734 | 0.0213476911907468 | 0.989326154404627 |
205 | 0.0105777520463682 | 0.0211555040927365 | 0.989422247953632 |
206 | 0.0105764012466624 | 0.0211528024933249 | 0.989423598753338 |
207 | 0.0185668508901426 | 0.0371337017802852 | 0.981433149109857 |
208 | 0.0329215985293632 | 0.0658431970587265 | 0.967078401470637 |
209 | 0.0530602234818103 | 0.106120446963621 | 0.94693977651819 |
210 | 0.0798983629379126 | 0.159796725875825 | 0.920101637062087 |
211 | 0.0767986662781312 | 0.153597332556262 | 0.923201333721869 |
212 | 0.239989191623998 | 0.479978383247997 | 0.760010808376002 |
213 | 0.353871246123364 | 0.707742492246728 | 0.646128753876636 |
214 | 0.464016273307686 | 0.928032546615371 | 0.535983726692315 |
215 | 0.627940885206892 | 0.744118229586216 | 0.372059114793108 |
216 | 0.772438039715784 | 0.455123920568432 | 0.227561960284216 |
217 | 0.882423850088269 | 0.235152299823463 | 0.117576149911731 |
218 | 0.925616191427661 | 0.148767617144679 | 0.0743838085723393 |
219 | 0.948937324106878 | 0.102125351786243 | 0.0510626758931215 |
220 | 0.962030949342502 | 0.0759381013149966 | 0.0379690506574983 |
221 | 0.967882076417811 | 0.0642358471643785 | 0.0321179235821892 |
222 | 0.974359127627183 | 0.0512817447456348 | 0.0256408723728174 |
223 | 0.976377404053411 | 0.0472451918931785 | 0.0236225959465892 |
224 | 0.981322445913373 | 0.0373551081732537 | 0.0186775540866268 |
225 | 0.98557533047141 | 0.0288493390571798 | 0.0144246695285899 |
226 | 0.988082174270786 | 0.0238356514584275 | 0.0119178257292138 |
227 | 0.990907617474377 | 0.018184765051246 | 0.00909238252562299 |
228 | 0.992742639695623 | 0.0145147206087539 | 0.00725736030437693 |
229 | 0.992875952706443 | 0.0142480945871139 | 0.00712404729355697 |
230 | 0.992635011722129 | 0.0147299765557429 | 0.00736498827787143 |
231 | 0.992269006632238 | 0.0154619867355246 | 0.00773099336776231 |
232 | 0.991777751471302 | 0.0164444970573954 | 0.00822224852869769 |
233 | 0.990245815406813 | 0.0195083691863739 | 0.00975418459318696 |
234 | 0.988439931697778 | 0.0231201366044435 | 0.0115600683022218 |
235 | 0.986068465746282 | 0.0278630685074361 | 0.0139315342537181 |
236 | 0.987765984909046 | 0.024468030181909 | 0.0122340150909545 |
237 | 0.99054995010064 | 0.0189000997987192 | 0.00945004989935961 |
238 | 0.992713672320865 | 0.0145726553582694 | 0.00728632767913472 |
239 | 0.994021712877352 | 0.0119565742452958 | 0.00597828712264788 |
240 | 0.993114153433138 | 0.0137716931337247 | 0.00688584656686233 |
241 | 0.991866360916475 | 0.0162672781670493 | 0.00813363908352465 |
242 | 0.994627451903019 | 0.0107450961939618 | 0.0053725480969809 |
243 | 0.999813333576129 | 0.000373332847741506 | 0.000186666423870753 |
244 | 0.999900313422359 | 0.000199373155282214 | 9.96865776411072e-05 |
245 | 0.999983565758416 | 3.28684831686926e-05 | 1.64342415843463e-05 |
246 | 0.99998914626148 | 2.17074770398085e-05 | 1.08537385199042e-05 |
247 | 0.999992431001421 | 1.5137997158125e-05 | 7.56899857906252e-06 |
248 | 0.999997730188234 | 4.53962353120919e-06 | 2.26981176560459e-06 |
249 | 0.999999657090508 | 6.85818983996839e-07 | 3.4290949199842e-07 |
250 | 0.999999923359191 | 1.53281618709279e-07 | 7.66408093546396e-08 |
251 | 0.999999995171909 | 9.65618221303934e-09 | 4.82809110651967e-09 |
252 | 0.999999998901369 | 2.19726138260038e-09 | 1.09863069130019e-09 |
253 | 0.999999999090781 | 1.81843843328918e-09 | 9.09219216644589e-10 |
254 | 0.999999998785957 | 2.42808660466919e-09 | 1.21404330233459e-09 |
255 | 0.99999999958317 | 8.33660567051211e-10 | 4.16830283525605e-10 |
256 | 0.999999999695331 | 6.09337025094695e-10 | 3.04668512547347e-10 |
257 | 0.999999999854389 | 2.91221726995674e-10 | 1.45610863497837e-10 |
258 | 0.999999999896638 | 2.0672390807e-10 | 1.03361954035e-10 |
259 | 0.999999999894743 | 2.10513518989349e-10 | 1.05256759494675e-10 |
260 | 0.999999999861464 | 2.77072067297795e-10 | 1.38536033648897e-10 |
261 | 0.999999999851282 | 2.97436832075498e-10 | 1.48718416037749e-10 |
262 | 0.999999999786705 | 4.265892915712e-10 | 2.132946457856e-10 |
263 | 0.999999999719656 | 5.60688880902347e-10 | 2.80344440451174e-10 |
264 | 0.999999999629952 | 7.40095249284254e-10 | 3.70047624642127e-10 |
265 | 0.999999999366995 | 1.26601026854915e-09 | 6.33005134274577e-10 |
266 | 0.999999998989182 | 2.02163532666767e-09 | 1.01081766333383e-09 |
267 | 0.999999998568392 | 2.8632162067604e-09 | 1.4316081033802e-09 |
268 | 0.999999997787192 | 4.4256153751798e-09 | 2.2128076875899e-09 |
269 | 0.999999997025209 | 5.94958135716486e-09 | 2.97479067858243e-09 |
270 | 0.999999995123138 | 9.75372415105792e-09 | 4.87686207552896e-09 |
271 | 0.999999992420429 | 1.51591413778943e-08 | 7.57957068894713e-09 |
272 | 0.999999989044505 | 2.19109903518266e-08 | 1.09554951759133e-08 |
273 | 0.999999986411402 | 2.71771967682579e-08 | 1.3588598384129e-08 |
274 | 0.999999990704934 | 1.8590132245998e-08 | 9.29506612299901e-09 |
275 | 0.999999987254927 | 2.54901453122376e-08 | 1.27450726561188e-08 |
276 | 0.999999979392552 | 4.12148964422671e-08 | 2.06074482211335e-08 |
277 | 0.999999985392533 | 2.92149347500605e-08 | 1.46074673750303e-08 |
278 | 0.99999999852512 | 2.94976087169529e-09 | 1.47488043584764e-09 |
279 | 0.999999999792045 | 4.15909050008653e-10 | 2.07954525004327e-10 |
280 | 0.999999999955458 | 8.90843288421391e-11 | 4.45421644210695e-11 |
281 | 0.999999999986052 | 2.78949761720345e-11 | 1.39474880860172e-11 |
282 | 0.99999999999336 | 1.32798313236545e-11 | 6.63991566182724e-12 |
283 | 0.999999999996409 | 7.18170898063138e-12 | 3.59085449031569e-12 |
284 | 0.999999999998537 | 2.92676400065771e-12 | 1.46338200032885e-12 |
285 | 0.99999999999885 | 2.30081996470021e-12 | 1.15040998235011e-12 |
286 | 0.999999999999144 | 1.71291486939299e-12 | 8.56457434696493e-13 |
287 | 0.999999999999336 | 1.32778917197523e-12 | 6.63894585987616e-13 |
288 | 0.999999999999557 | 8.86145631010827e-13 | 4.43072815505413e-13 |
289 | 0.999999999999627 | 7.45997646668938e-13 | 3.72998823334469e-13 |
290 | 0.999999999999887 | 2.254983919038e-13 | 1.127491959519e-13 |
291 | 0.999999999999956 | 8.87260176841218e-14 | 4.43630088420609e-14 |
292 | 0.99999999999992 | 1.59568083922566e-13 | 7.9784041961283e-14 |
293 | 0.999999999999809 | 3.82049346188514e-13 | 1.91024673094257e-13 |
294 | 0.999999999999816 | 3.6710661730242e-13 | 1.8355330865121e-13 |
295 | 0.999999999999643 | 7.13516845933568e-13 | 3.56758422966784e-13 |
296 | 0.999999999999146 | 1.70833474555979e-12 | 8.54167372779894e-13 |
297 | 0.999999999997955 | 4.08990129874646e-12 | 2.04495064937323e-12 |
298 | 0.999999999996186 | 7.62852234733286e-12 | 3.81426117366643e-12 |
299 | 0.999999999993866 | 1.22679033526182e-11 | 6.13395167630908e-12 |
300 | 0.999999999988104 | 2.37915435945313e-11 | 1.18957717972656e-11 |
301 | 0.999999999972455 | 5.5090701093262e-11 | 2.7545350546631e-11 |
302 | 0.999999999950533 | 9.8934567023166e-11 | 4.9467283511583e-11 |
303 | 0.999999999884991 | 2.30017503099473e-10 | 1.15008751549737e-10 |
304 | 0.999999999731664 | 5.36672341212138e-10 | 2.68336170606069e-10 |
305 | 0.99999999940383 | 1.1923391120771e-09 | 5.96169556038552e-10 |
306 | 0.999999998637013 | 2.72597473009609e-09 | 1.36298736504804e-09 |
307 | 0.999999997154346 | 5.69130728246392e-09 | 2.84565364123196e-09 |
308 | 0.999999993737285 | 1.25254297199887e-08 | 6.26271485999437e-09 |
309 | 0.99999998630989 | 2.73802205828811e-08 | 1.36901102914406e-08 |
310 | 0.999999969980075 | 6.00398495404352e-08 | 3.00199247702176e-08 |
311 | 0.999999935167823 | 1.29664353561585e-07 | 6.48321767807927e-08 |
312 | 0.999999879107887 | 2.41784225935243e-07 | 1.20892112967622e-07 |
313 | 0.999999828295253 | 3.43409493659016e-07 | 1.71704746829508e-07 |
314 | 0.999999774604584 | 4.50790832481001e-07 | 2.253954162405e-07 |
315 | 0.999999696197306 | 6.07605387317114e-07 | 3.03802693658557e-07 |
316 | 0.999999539794743 | 9.20410514686254e-07 | 4.60205257343127e-07 |
317 | 0.999999026747354 | 1.94650529270266e-06 | 9.73252646351331e-07 |
318 | 0.999998209629854 | 3.58074029250624e-06 | 1.79037014625312e-06 |
319 | 0.999996096030726 | 7.8079385477238e-06 | 3.9039692738619e-06 |
320 | 0.99999158894829 | 1.6822103420315e-05 | 8.41105171015752e-06 |
321 | 0.999982232111697 | 3.55357766059296e-05 | 1.77678883029648e-05 |
322 | 0.999963315037868 | 7.33699242637042e-05 | 3.66849621318521e-05 |
323 | 0.99992596837011 | 0.000148063259779835 | 7.40316298899176e-05 |
324 | 0.999911661864747 | 0.000176676270506397 | 8.83381352531986e-05 |
325 | 0.999844869270999 | 0.000310261458001256 | 0.000155130729000628 |
326 | 0.999793435918659 | 0.000413128162682243 | 0.000206564081341121 |
327 | 0.999770035697773 | 0.000459928604453152 | 0.000229964302226576 |
328 | 0.999625577389816 | 0.000748845220368929 | 0.000374422610184465 |
329 | 0.99922749053196 | 0.00154501893608071 | 0.000772509468040356 |
330 | 0.998992379076428 | 0.00201524184714492 | 0.00100762092357246 |
331 | 0.997969040455031 | 0.00406191908993751 | 0.00203095954496875 |
332 | 0.99636702881787 | 0.00726594236426022 | 0.00363297118213011 |
333 | 0.995403034886034 | 0.00919393022793172 | 0.00459696511396586 |
334 | 0.994366044561478 | 0.0112679108770447 | 0.00563395543852236 |
335 | 0.995178167713738 | 0.00964366457252367 | 0.00482183228626183 |
336 | 0.997578778002207 | 0.00484244399558676 | 0.00242122199779338 |
337 | 0.997485752637299 | 0.00502849472540215 | 0.00251424736270108 |
338 | 0.996539862544809 | 0.00692027491038287 | 0.00346013745519143 |
339 | 0.993175384686386 | 0.0136492306272273 | 0.00682461531361363 |
340 | 0.983281141387752 | 0.0334377172244966 | 0.0167188586122483 |
341 | 0.961687323861123 | 0.0766253522777546 | 0.0383126761388773 |
342 | 0.970594930827446 | 0.0588101383451087 | 0.0294050691725543 |
343 | 0.941059708862904 | 0.117880582274193 | 0.0589402911370964 |
344 | 0.886015738243676 | 0.227968523512649 | 0.113984261756324 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 95 | 0.288753799392097 | NOK |
5% type I error level | 167 | 0.507598784194529 | NOK |
10% type I error level | 209 | 0.635258358662614 | NOK |