Multiple Linear Regression - Estimated Regression Equation |
I1[t] = + 7.0804053213037 + 0.360075596086737I2[t] + 0.251162767910132I3[t] + 0.263436058749965E1[t] -0.11565136288369E2[t] + 0.0385124093880844E3[t] -0.212607823261176`A `[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) | 7.0804053213037 | 1.982466 | 3.5715 | 0.000473 | 0.000237 |
I2 | 0.360075596086737 | 0.062912 | 5.7234 | 0 | 0 |
I3 | 0.251162767910132 | 0.050271 | 4.9962 | 2e-06 | 1e-06 |
E1 | 0.263436058749965 | 0.074819 | 3.521 | 0.000565 | 0.000282 |
E2 | -0.11565136288369 | 0.05879 | -1.9672 | 0.050947 | 0.025474 |
E3 | 0.0385124093880844 | 0.061171 | 0.6296 | 0.529895 | 0.264947 |
`A ` | -0.212607823261176 | 0.083998 | -2.5311 | 0.012367 | 0.006184 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.741676532801773 |
R-squared | 0.55008407930886 |
Adjusted R-squared | 0.532667979153074 |
F-TEST (value) | 31.5848022455307 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 155 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.5000316295822 |
Sum Squared Residuals | 968.774513081274 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 26 | 24.0447212703457 | 1.95527872965433 |
2 | 20 | 20.8852655130369 | -0.885265513036901 |
3 | 19 | 21.6512414781215 | -2.65124147812153 |
4 | 19 | 18.2724970633786 | 0.727502936621398 |
5 | 20 | 18.0837903935225 | 1.91620960647746 |
6 | 25 | 24.0056137605901 | 0.99438623940994 |
7 | 25 | 19.4205293995089 | 5.57947060049108 |
8 | 22 | 20.0623970370273 | 1.93760296297265 |
9 | 26 | 22.3122606557702 | 3.68773934422982 |
10 | 22 | 20.3705525516574 | 1.62944744834264 |
11 | 17 | 20.0540544243935 | -3.05405442439352 |
12 | 22 | 22.8831374035301 | -0.883137403530069 |
13 | 19 | 20.7681630405437 | -1.76816304054369 |
14 | 24 | 22.4691305718673 | 1.53086942813274 |
15 | 26 | 26.6817558076255 | -0.681755807625479 |
16 | 21 | 18.8568934158135 | 2.14310658418646 |
17 | 13 | 16.2275265975684 | -3.22752659756843 |
18 | 26 | 27.1699974846948 | -1.1699974846948 |
19 | 20 | 22.5716833852347 | -2.57168338523468 |
20 | 22 | 18.7166973601202 | 3.28330263987977 |
21 | 14 | 17.9826346908936 | -3.98263469089363 |
22 | 21 | 20.390557253726 | 0.609442746273996 |
23 | 7 | 13.9956913079309 | -6.9956913079309 |
24 | 23 | 21.5907338497688 | 1.40926615023117 |
25 | 17 | 19.0504062318761 | -2.0504062318761 |
26 | 25 | 22.9641257622868 | 2.03587423771324 |
27 | 25 | 22.9641257622868 | 2.03587423771324 |
28 | 19 | 16.1098135579984 | 2.89018644200164 |
29 | 20 | 16.4555901156683 | 3.54440988433168 |
30 | 23 | 21.3100965333831 | 1.68990346661695 |
31 | 22 | 24.0435213880944 | -2.04352138809441 |
32 | 22 | 21.7802887362207 | 0.219711263779269 |
33 | 21 | 17.8242693210978 | 3.1757306789022 |
34 | 15 | 17.6736131644202 | -2.67361316442022 |
35 | 20 | 15.9577095735429 | 4.04229042645708 |
36 | 22 | 21.5852571074132 | 0.414742892586834 |
37 | 18 | 16.5551132986941 | 1.44488670130591 |
38 | 20 | 20.7686517988379 | -0.768651798837936 |
39 | 28 | 27.5178036862648 | 0.482196313735207 |
40 | 22 | 24.0359346367915 | -2.03593463679149 |
41 | 18 | 21.6615223631953 | -3.66152236319534 |
42 | 23 | 20.574787003877 | 2.42521299612303 |
43 | 20 | 21.5987823026213 | -1.59878230262134 |
44 | 25 | 24.4871575493431 | 0.512842450656877 |
45 | 26 | 22.0810315369144 | 3.9189684630856 |
46 | 15 | 14.3713466817638 | 0.62865331823617 |
47 | 17 | 17.7382509854984 | -0.738250985498415 |
48 | 23 | 15.318307273749 | 7.68169272625104 |
49 | 21 | 21.9140746438578 | -0.91407464385781 |
50 | 13 | 16.2910568649259 | -3.29105686492587 |
51 | 18 | 20.0674949502068 | -2.06749495020681 |
52 | 19 | 19.1484313856421 | -0.148431385642125 |
53 | 22 | 21.8947959099342 | 0.105204090065766 |
54 | 16 | 17.2961649033054 | -1.29616490330543 |
55 | 24 | 23.1314241998144 | 0.86857580018561 |
56 | 18 | 19.9061810749254 | -1.90618107492541 |
57 | 20 | 21.405887854124 | -1.40588785412399 |
58 | 24 | 20.7539670545263 | 3.24603294547365 |
59 | 14 | 18.3613836046921 | -4.36138360469206 |
60 | 22 | 20.3039563728947 | 1.69604362710527 |
61 | 24 | 18.0999956447892 | 5.90000435521082 |
62 | 18 | 18.5501733376168 | -0.55017333761683 |
63 | 21 | 24.5253820998882 | -3.52538209988819 |
64 | 23 | 21.6629468439215 | 1.33705315607851 |
65 | 17 | 18.4575382533232 | -1.45753825332323 |
66 | 22 | 22.7091174854386 | -0.709117485438629 |
67 | 24 | 24.9456096437661 | -0.945609643766136 |
68 | 21 | 22.9434306613684 | -1.94343066136836 |
69 | 22 | 22.1019831117821 | -0.101983111782097 |
70 | 16 | 17.1338862413944 | -1.13388624139443 |
71 | 21 | 25.180910945535 | -4.180910945535 |
72 | 23 | 23.9467638197151 | -0.946763819715118 |
73 | 22 | 19.437188754339 | 2.56281124566102 |
74 | 24 | 22.5902385731576 | 1.40976142684242 |
75 | 24 | 24.7650500829658 | -0.765050082965804 |
76 | 16 | 17.5477734663876 | -1.54777346638765 |
77 | 16 | 17.5156401334051 | -1.51564013340506 |
78 | 21 | 22.9941486584608 | -1.9941486584608 |
79 | 26 | 26.0576412597751 | -0.0576412597750917 |
80 | 15 | 17.3149504668665 | -2.31495046686651 |
81 | 25 | 23.2628184566803 | 1.7371815433197 |
82 | 18 | 18.0930371490346 | -0.0930371490345515 |
83 | 23 | 20.9104301530035 | 2.08956984699652 |
84 | 20 | 21.3342836567611 | -1.33428365676114 |
85 | 17 | 20.7951942547454 | -3.79519425474542 |
86 | 25 | 24.9715222645336 | 0.0284777354664193 |
87 | 24 | 22.5823250108309 | 1.41767498916913 |
88 | 17 | 14.7271242608129 | 2.27287573918707 |
89 | 19 | 18.7467670089634 | 0.25323299103661 |
90 | 20 | 20.3110474931495 | -0.311047493149466 |
91 | 15 | 16.468565268968 | -1.46856526896805 |
92 | 27 | 24.6163575810995 | 2.38364241890045 |
93 | 22 | 19.6042770309183 | 2.39572296908172 |
94 | 23 | 22.8284982150878 | 0.171501784912157 |
95 | 16 | 20.7933450478965 | -4.79334504789653 |
96 | 19 | 21.063160183052 | -2.06316018305199 |
97 | 25 | 20.5122016058302 | 4.48779839416976 |
98 | 19 | 19.6630031555576 | -0.663003155557564 |
99 | 19 | 19.4442481084099 | -0.444248108409862 |
100 | 26 | 25.3299148984918 | 0.670085101508174 |
101 | 21 | 18.9421678961717 | 2.05783210382825 |
102 | 20 | 19.8980611411973 | 0.101938858802682 |
103 | 24 | 20.049534129577 | 3.95046587042299 |
104 | 22 | 24.0183719134011 | -2.01837191340106 |
105 | 20 | 21.1751880213703 | -1.1751880213703 |
106 | 18 | 19.1734956751954 | -1.17349567519543 |
107 | 18 | 16.9678202187775 | 1.03217978122247 |
108 | 24 | 21.2143863868408 | 2.78561361315923 |
109 | 24 | 21.4622024067085 | 2.53779759329146 |
110 | 22 | 23.5420401725469 | -1.5420401725469 |
111 | 23 | 19.9755823923309 | 3.02441760766908 |
112 | 22 | 20.0474725596667 | 1.95252744033325 |
113 | 20 | 18.3199722657588 | 1.68002773424123 |
114 | 18 | 19.7846780328683 | -1.78467803286825 |
115 | 25 | 24.7382796708624 | 0.261720329137567 |
116 | 18 | 18.6136555937986 | -0.613655593798562 |
117 | 16 | 17.8167188001528 | -1.81671880015277 |
118 | 20 | 20.0986272929363 | -0.0986272929363412 |
119 | 19 | 18.7928606098204 | 0.207139390179627 |
120 | 15 | 15.9120371464277 | -0.912037146427694 |
121 | 19 | 19.1224626439323 | -0.122462643932328 |
122 | 19 | 22.1264696761963 | -3.12646967619633 |
123 | 16 | 17.7635355453776 | -1.76353554537756 |
124 | 17 | 18.0814343397256 | -1.08143433972558 |
125 | 28 | 23.6733373488367 | 4.32666265116335 |
126 | 23 | 23.2190684114996 | -0.219068411499596 |
127 | 25 | 23.936660555088 | 1.06333944491203 |
128 | 20 | 19.0560937616661 | 0.943906238333926 |
129 | 17 | 20.3588821538312 | -3.35888215383121 |
130 | 23 | 22.8800161083221 | 0.11998389167789 |
131 | 16 | 20.2738104617943 | -4.27381046179428 |
132 | 23 | 23.5301398110718 | -0.530139811071825 |
133 | 11 | 16.3667701899296 | -5.36677018992955 |
134 | 18 | 20.3828258424972 | -2.3828258424972 |
135 | 24 | 23.3372644241708 | 0.662735575829212 |
136 | 23 | 18.9860179517883 | 4.01398204821169 |
137 | 21 | 20.8693362291418 | 0.130663770858153 |
138 | 16 | 19.6806254683521 | -3.68062546835214 |
139 | 24 | 24.989082980471 | -0.98908298047098 |
140 | 23 | 21.8506310266139 | 1.14936897338614 |
141 | 18 | 16.136501101693 | 1.86349889830698 |
142 | 20 | 21.2125081157942 | -1.21250811579419 |
143 | 9 | 18.7740959967257 | -9.77409599672566 |
144 | 24 | 20.6040214073143 | 3.39597859268565 |
145 | 25 | 24.9879313118976 | 0.0120686881023924 |
146 | 20 | 18.5952080223275 | 1.40479197767246 |
147 | 21 | 19.2819658634188 | 1.71803413658124 |
148 | 25 | 23.0381032740567 | 1.96189672594329 |
149 | 22 | 22.6613422353731 | -0.661342235373064 |
150 | 21 | 20.988141241105 | 0.0118587588949782 |
151 | 21 | 20.4722957873667 | 0.527704212633267 |
152 | 22 | 20.3043399115101 | 1.69566008848987 |
153 | 27 | 23.6783846288959 | 3.32161537110405 |
154 | 24 | 21.8931749725242 | 2.10682502747578 |
155 | 24 | 24.0035578690968 | -0.00355786909680716 |
156 | 21 | 20.1661343727128 | 0.83386562728721 |
157 | 18 | 20.7830660516928 | -2.78306605169277 |
158 | 16 | 16.3040025261666 | -0.304002526166611 |
159 | 22 | 19.6042770309183 | 2.39572296908172 |
160 | 20 | 20.3583643313393 | -0.358364331339271 |
161 | 18 | 19.1240009461349 | -1.12400094613493 |
162 | 20 | 21.0926245501383 | -1.09262455013829 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.362087392006608 | 0.724174784013217 | 0.637912607993392 |
11 | 0.611791616701473 | 0.776416766597054 | 0.388208383298527 |
12 | 0.80100099992244 | 0.397998000155121 | 0.19899900007756 |
13 | 0.835454883439398 | 0.329090233121204 | 0.164545116560602 |
14 | 0.79920642910924 | 0.401587141781521 | 0.200793570890761 |
15 | 0.729293802660624 | 0.541412394678752 | 0.270706197339376 |
16 | 0.647639791445977 | 0.704720417108046 | 0.352360208554023 |
17 | 0.572660466831088 | 0.854679066337824 | 0.427339533168912 |
18 | 0.487453593009982 | 0.974907186019965 | 0.512546406990018 |
19 | 0.586061539349455 | 0.82787692130109 | 0.413938460650545 |
20 | 0.579205231367035 | 0.84158953726593 | 0.420794768632965 |
21 | 0.588430525004042 | 0.823138949991916 | 0.411569474995958 |
22 | 0.510401376345506 | 0.979197247308989 | 0.489598623654494 |
23 | 0.649249742994044 | 0.701500514011911 | 0.350750257005956 |
24 | 0.585315527182824 | 0.829368945634353 | 0.414684472817176 |
25 | 0.54214459437632 | 0.915710811247361 | 0.45785540562368 |
26 | 0.527825389115885 | 0.94434922176823 | 0.472174610884115 |
27 | 0.484484638370553 | 0.968969276741106 | 0.515515361629447 |
28 | 0.732710688464707 | 0.534578623070587 | 0.267289311535293 |
29 | 0.875419477399363 | 0.249161045201275 | 0.124580522600637 |
30 | 0.859794181748209 | 0.280411636503582 | 0.140205818251791 |
31 | 0.851318022007471 | 0.297363955985057 | 0.148681977992529 |
32 | 0.813314195142867 | 0.373371609714266 | 0.186685804857133 |
33 | 0.8120609153108 | 0.375878169378401 | 0.187939084689201 |
34 | 0.871079210203499 | 0.257841579593003 | 0.128920789796501 |
35 | 0.919575063968548 | 0.160849872062904 | 0.080424936031452 |
36 | 0.898072611416593 | 0.203854777166814 | 0.101927388583407 |
37 | 0.879914921037388 | 0.240170157925223 | 0.120085078962612 |
38 | 0.8514335787795 | 0.297132842441001 | 0.148566421220501 |
39 | 0.817342082000461 | 0.365315835999078 | 0.182657917999539 |
40 | 0.80849603391148 | 0.383007932177041 | 0.191503966088521 |
41 | 0.853431196436933 | 0.293137607126134 | 0.146568803563067 |
42 | 0.8462007185447 | 0.307598562910599 | 0.1537992814553 |
43 | 0.834485916936331 | 0.331028166127337 | 0.165514083063669 |
44 | 0.799877819098168 | 0.400244361803664 | 0.200122180901832 |
45 | 0.830909209375008 | 0.338181581249983 | 0.169090790624992 |
46 | 0.798155797981882 | 0.403688404036235 | 0.201844202018118 |
47 | 0.763574421143518 | 0.472851157712964 | 0.236425578856482 |
48 | 0.932235924970955 | 0.135528150058089 | 0.0677640750290446 |
49 | 0.916329018200732 | 0.167341963598535 | 0.0836709817992677 |
50 | 0.940536334812506 | 0.118927330374987 | 0.0594636651874937 |
51 | 0.936577147608652 | 0.126845704782696 | 0.0634228523913479 |
52 | 0.920972477480867 | 0.158055045038265 | 0.0790275225191327 |
53 | 0.901068619859359 | 0.197862760281282 | 0.098931380140641 |
54 | 0.884566528057084 | 0.230866943885832 | 0.115433471942916 |
55 | 0.861029541866191 | 0.277940916267618 | 0.138970458133809 |
56 | 0.853895795469001 | 0.292208409061997 | 0.146104204530999 |
57 | 0.833909518073599 | 0.332180963852803 | 0.166090481926401 |
58 | 0.854484406076412 | 0.291031187847175 | 0.145515593923588 |
59 | 0.905499140445859 | 0.189001719108282 | 0.094500859554141 |
60 | 0.892717646984679 | 0.214564706030642 | 0.107282353015321 |
61 | 0.962052197222047 | 0.0758956055559064 | 0.0379478027779532 |
62 | 0.952553328754081 | 0.0948933424918375 | 0.0474466712459187 |
63 | 0.96350399729864 | 0.0729920054027211 | 0.0364960027013606 |
64 | 0.955885518743398 | 0.0882289625132038 | 0.0441144812566019 |
65 | 0.952589994752445 | 0.0948200104951092 | 0.0474100052475546 |
66 | 0.940968107978818 | 0.118063784042364 | 0.0590318920211819 |
67 | 0.928298142798053 | 0.143403714403894 | 0.0717018572019472 |
68 | 0.921877784323941 | 0.156244431352118 | 0.0781222156760591 |
69 | 0.903275001094611 | 0.193449997810778 | 0.0967249989053889 |
70 | 0.886749659249784 | 0.226500681500431 | 0.113250340750216 |
71 | 0.922959068036933 | 0.154081863926134 | 0.077040931963067 |
72 | 0.907791635029078 | 0.184416729941843 | 0.0922083649709217 |
73 | 0.907991471043936 | 0.184017057912129 | 0.0920085289560643 |
74 | 0.892565916451313 | 0.214868167097374 | 0.107434083548687 |
75 | 0.871460705460962 | 0.257078589078076 | 0.128539294539038 |
76 | 0.858223795558156 | 0.283552408883688 | 0.141776204441844 |
77 | 0.842266223958684 | 0.315467552082633 | 0.157733776041316 |
78 | 0.832670418042963 | 0.334659163914073 | 0.167329581957037 |
79 | 0.803725334933575 | 0.39254933013285 | 0.196274665066425 |
80 | 0.800861332734152 | 0.398277334531696 | 0.199138667265848 |
81 | 0.77959415527947 | 0.44081168944106 | 0.22040584472053 |
82 | 0.74489186399243 | 0.510216272015141 | 0.255108136007571 |
83 | 0.73686571361367 | 0.52626857277266 | 0.26313428638633 |
84 | 0.711192658653423 | 0.577614682693154 | 0.288807341346577 |
85 | 0.759454448687756 | 0.481091102624488 | 0.240545551312244 |
86 | 0.722115344188219 | 0.555769311623562 | 0.277884655811781 |
87 | 0.694298398930706 | 0.611403202138587 | 0.305701601069294 |
88 | 0.704748254587204 | 0.590503490825592 | 0.295251745412796 |
89 | 0.665251628800037 | 0.669496742399927 | 0.334748371199963 |
90 | 0.62692829434813 | 0.746143411303739 | 0.37307170565187 |
91 | 0.593496148897283 | 0.813007702205435 | 0.406503851102717 |
92 | 0.581880577849742 | 0.836238844300516 | 0.418119422150258 |
93 | 0.572745432170167 | 0.854509135659667 | 0.427254567829833 |
94 | 0.531054415996335 | 0.93789116800733 | 0.468945584003665 |
95 | 0.650404558263413 | 0.699190883473174 | 0.349595441736587 |
96 | 0.63615893493948 | 0.727682130121039 | 0.36384106506052 |
97 | 0.731427622158786 | 0.537144755682427 | 0.268572377841214 |
98 | 0.692938468470905 | 0.614123063058191 | 0.307061531529095 |
99 | 0.651575973423996 | 0.696848053152009 | 0.348424026576004 |
100 | 0.608557084186479 | 0.782885831627042 | 0.391442915813521 |
101 | 0.590672689434573 | 0.818654621130854 | 0.409327310565427 |
102 | 0.543331204528651 | 0.913337590942698 | 0.456668795471349 |
103 | 0.636514772300808 | 0.726970455398385 | 0.363485227699193 |
104 | 0.62382518017839 | 0.75234963964322 | 0.37617481982161 |
105 | 0.58681028138167 | 0.82637943723666 | 0.41318971861833 |
106 | 0.545225367601752 | 0.909549264796496 | 0.454774632398248 |
107 | 0.511689790105456 | 0.976620419789088 | 0.488310209894544 |
108 | 0.519081343759698 | 0.961837312480604 | 0.480918656240302 |
109 | 0.496660061616483 | 0.993320123232966 | 0.503339938383517 |
110 | 0.467820154546197 | 0.935640309092394 | 0.532179845453803 |
111 | 0.488401550412428 | 0.976803100824855 | 0.511598449587572 |
112 | 0.478404056498605 | 0.95680811299721 | 0.521595943501395 |
113 | 0.472215703357351 | 0.944431406714702 | 0.527784296642649 |
114 | 0.437063428478554 | 0.874126856957107 | 0.562936571521446 |
115 | 0.388352127192779 | 0.776704254385557 | 0.611647872807221 |
116 | 0.34254787126469 | 0.685095742529379 | 0.65745212873531 |
117 | 0.306838684290197 | 0.613677368580394 | 0.693161315709803 |
118 | 0.261849813601496 | 0.523699627202992 | 0.738150186398504 |
119 | 0.229647028892796 | 0.459294057785591 | 0.770352971107204 |
120 | 0.198764470962601 | 0.397528941925201 | 0.8012355290374 |
121 | 0.163229882708613 | 0.326459765417225 | 0.836770117291387 |
122 | 0.171259070923429 | 0.342518141846858 | 0.828740929076571 |
123 | 0.144061456555965 | 0.28812291311193 | 0.855938543444035 |
124 | 0.11665205223569 | 0.233304104471379 | 0.88334794776431 |
125 | 0.212528375192373 | 0.425056750384747 | 0.787471624807627 |
126 | 0.179885420894442 | 0.359770841788884 | 0.820114579105558 |
127 | 0.149666825127263 | 0.299333650254526 | 0.850333174872737 |
128 | 0.120022793123884 | 0.240045586247768 | 0.879977206876116 |
129 | 0.127195021865819 | 0.254390043731639 | 0.87280497813418 |
130 | 0.099856965221014 | 0.199713930442028 | 0.900143034778986 |
131 | 0.1469869747349 | 0.2939739494698 | 0.8530130252651 |
132 | 0.120190882881513 | 0.240381765763026 | 0.879809117118487 |
133 | 0.260079229022981 | 0.520158458045962 | 0.739920770977019 |
134 | 0.268384727731234 | 0.536769455462468 | 0.731615272268766 |
135 | 0.248937149684024 | 0.497874299368047 | 0.751062850315977 |
136 | 0.220749102157495 | 0.44149820431499 | 0.779250897842505 |
137 | 0.176667528594533 | 0.353335057189065 | 0.823332471405467 |
138 | 0.208134076121281 | 0.416268152242562 | 0.791865923878719 |
139 | 0.167454985664903 | 0.334909971329806 | 0.832545014335097 |
140 | 0.132349566090546 | 0.264699132181093 | 0.867650433909454 |
141 | 0.0990607557395249 | 0.19812151147905 | 0.900939244260475 |
142 | 0.0848362026974879 | 0.169672405394976 | 0.915163797302512 |
143 | 0.907093173739162 | 0.185813652521677 | 0.0929068262608385 |
144 | 0.98864768288509 | 0.0227046342298195 | 0.0113523171149097 |
145 | 0.977594849103765 | 0.0448103017924689 | 0.0224051508962345 |
146 | 0.958413736063547 | 0.0831725278729066 | 0.0415862639364533 |
147 | 0.93998795895387 | 0.120024082092259 | 0.0600120410461293 |
148 | 0.931927540808702 | 0.136144918382597 | 0.0680724591912985 |
149 | 0.881078431077143 | 0.237843137845714 | 0.118921568922857 |
150 | 0.805627124935682 | 0.388745750128636 | 0.194372875064318 |
151 | 0.682882111342602 | 0.634235777314795 | 0.317117888657398 |
152 | 0.515834770026721 | 0.968330459946558 | 0.484165229973279 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 0 | 0 | OK |
5% type I error level | 2 | 0.013986013986014 | OK |
10% type I error level | 8 | 0.0559440559440559 | OK |