Multiple Linear Regression - Estimated Regression Equation |
G[t] = + 1.40188117714777 + 0.000213047281008186Month[t] -0.00207923672899216I1[t] + 0.0429579390503465I2[t] -0.0155370398224378I3[t] -0.0117692258627864E1[t] -0.0135941498718194E2[t] + 0.00146277756554949E3[t] -0.0162112189045189`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) | 1.40188117714777 | 0.413984 | 3.3863 | 9e-04 | 0.00045 |
Month | 0.000213047281008186 | 0.000274 | 0.7784 | 0.437553 | 0.218776 |
I1 | -0.00207923672899216 | 0.015577 | -0.1335 | 0.893988 | 0.446994 |
I2 | 0.0429579390503465 | 0.013417 | 3.2017 | 0.001662 | 0.000831 |
I3 | -0.0155370398224378 | 0.010512 | -1.478 | 0.141471 | 0.070736 |
E1 | -0.0117692258627864 | 0.015066 | -0.7812 | 0.435905 | 0.217953 |
E2 | -0.0135941498718194 | 0.011533 | -1.1787 | 0.240353 | 0.120177 |
E3 | 0.00146277756554949 | 0.011902 | 0.1229 | 0.902344 | 0.451172 |
`A ` | -0.0162112189045189 | 0.016624 | -0.9752 | 0.331008 | 0.165504 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.329366620900901 |
R-squared | 0.108482370963678 |
Adjusted R-squared | 0.0618670700990334 |
F-TEST (value) | 2.32718375622363 |
F-TEST (DF numerator) | 8 |
F-TEST (DF denominator) | 153 |
p-value | 0.0219241616959551 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.484416269919223 |
Sum Squared Residuals | 35.9028457520554 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | 1.43041866386793 | -0.43041866386793 |
2 | 1 | 1.31754179020989 | -0.317541790209887 |
3 | 1 | 1.38015444986006 | -0.380154449860065 |
4 | 2 | 1.39890003018348 | 0.601099969816518 |
5 | 1 | 1.31088228348215 | -0.310882283482152 |
6 | 1 | 1.3998554325387 | -0.399855432538699 |
7 | 2 | 1.44521672493395 | 0.55478327506605 |
8 | 1 | 0.892171534253975 | 0.107828465746025 |
9 | 1 | 1.42632933664511 | -0.426329336645106 |
10 | 1 | 1.31098286455238 | -0.310982864552381 |
11 | 2 | 1.43104671197414 | 0.568953288025858 |
12 | 2 | 1.48303628057416 | 0.51696371942584 |
13 | 1 | 1.18576191704065 | -0.185761917040647 |
14 | 1 | 1.63511621632718 | -0.635116216327176 |
15 | 1 | 1.50419038291468 | -0.504190382914682 |
16 | 2 | 1.32760150604772 | 0.672398493952284 |
17 | 1 | 1.01651578232337 | -0.0165157823233669 |
18 | 2 | 1.474234489783 | 0.525765510216995 |
19 | 2 | 1.84568685327912 | 0.154313146720882 |
20 | 1 | 1.03761537498754 | -0.0376153749875439 |
21 | 2 | 1.7725201238952 | 0.227479876104798 |
22 | 1 | 1.2304686517794 | -0.230468651779397 |
23 | 1 | 1.15214305403483 | -0.152143054034827 |
24 | 2 | 1.29440963308221 | 0.70559036691779 |
25 | 1 | 1.17459345953716 | -0.174593459537165 |
26 | 1 | 1.55056849600538 | -0.550568496005378 |
27 | 1 | 1.55056849600538 | -0.550568496005378 |
28 | 1 | 1.34812099955338 | -0.348120999553376 |
29 | 2 | 1.62286017916245 | 0.37713982083755 |
30 | 1 | 1.35390507406146 | -0.353905074061463 |
31 | 2 | 1.54786498302453 | 0.452135016975472 |
32 | 1 | 1.42137433103086 | -0.421374331030858 |
33 | 1 | 1.11079356161054 | -0.110793561610539 |
34 | 2 | 1.32943572048614 | 0.670564279513863 |
35 | 2 | 1.24479401803061 | 0.755205981969394 |
36 | 2 | 1.41765587396393 | 0.582344126036067 |
37 | 1 | 1.20422226464392 | -0.204222264643923 |
38 | 2 | 1.31100415736332 | 0.688995842636679 |
39 | 2 | 1.47815079118237 | 0.521849208817628 |
40 | 1 | 1.58492014200159 | -0.584920142001594 |
41 | 1 | 1.35946767005278 | -0.359467670052776 |
42 | 1 | 1.51111745248106 | -0.511117452481058 |
43 | 1 | 1.53199336044086 | -0.531993360440864 |
44 | 2 | 1.60038266174319 | 0.39961733825681 |
45 | 2 | 1.72454299701708 | 0.275457002982917 |
46 | 1 | 1.08079775129727 | -0.0807977512972655 |
47 | 2 | 1.32374314622705 | 0.676256853772953 |
48 | 2 | 1.19252681590059 | 0.807473184099409 |
49 | 1 | 1.28860647824348 | -0.288606478243482 |
50 | 2 | 1.20929587374594 | 0.790704126254058 |
51 | 1 | 1.41256513639681 | -0.412565136396807 |
52 | 1 | 1.19143003462407 | -0.191430034624073 |
53 | 1 | 1.38517946530179 | -0.385179465301788 |
54 | 1 | 1.21411404557567 | -0.214114045575668 |
55 | 2 | 1.4646803032329 | 0.535319696767105 |
56 | 1 | 1.52275257416163 | -0.522752574161633 |
57 | 1 | 1.41904930681962 | -0.419049306819617 |
58 | 1 | 1.45615077099231 | -0.456150770992314 |
59 | 2 | 1.6421328780675 | 0.357867121932501 |
60 | 2 | 1.56753696426091 | 0.432463035739094 |
61 | 1 | 1.53466957648324 | -0.534669576483244 |
62 | 1 | 1.35348797835561 | -0.353487978355615 |
63 | 1 | 1.73988554642976 | -0.739885546429759 |
64 | 2 | 1.64576598234427 | 0.354234017655726 |
65 | 1 | 1.17927244702369 | -0.179272447023688 |
66 | 2 | 1.52229680042043 | 0.477703199579575 |
67 | 2 | 1.44069001917486 | 0.559309980825137 |
68 | 2 | 1.45576067185471 | 0.544239328145287 |
69 | 1 | 1.2895386532799 | -0.2895386532799 |
70 | 1 | 1.1625686131466 | -0.1625686131466 |
71 | 1 | 1.43642160850976 | -0.436421608509762 |
72 | 2 | 1.48699466822374 | 0.513005331776256 |
73 | 2 | 1.50736330184038 | 0.492636698159618 |
74 | 1 | 1.15064027046492 | -0.150640270464922 |
75 | 1 | 1.40001498992872 | -0.400014989928715 |
76 | 1 | 1.27638073660286 | -0.276380736602865 |
77 | 1 | 1.30273545030125 | -0.302735450301251 |
78 | 2 | 1.41654491362397 | 0.583455086376027 |
79 | 2 | 1.36180015798285 | 0.638199842017149 |
80 | 2 | 1.47412502911976 | 0.525874970880237 |
81 | 2 | 1.76176829681908 | 0.238231703180915 |
82 | 1 | 1.20351409304163 | -0.20351409304163 |
83 | 0 | 1.57566401023057 | -1.57566401023057 |
84 | 1 | 1.46109896282277 | -0.46109896282277 |
85 | 2 | 1.39346573857387 | 0.606534261426129 |
86 | 2 | 1.54713751771115 | 0.452862482288853 |
87 | 1 | 1.45565534219355 | -0.455655342193546 |
88 | 1 | 1.06844420321722 | -0.0684442032172213 |
89 | 1 | 1.04596637945285 | -0.0459663794528463 |
90 | 1 | 1.49061174002661 | -0.490611740026608 |
91 | 1 | 1.56834366106025 | -0.56834366106025 |
92 | 2 | 1.59677526399032 | 0.403224736009676 |
93 | 1 | 1.33111884299008 | -0.331118842990079 |
94 | 1 | 1.27472337202865 | -0.274723372028648 |
95 | 1 | 1.37057510891295 | -0.370575108912954 |
96 | 1 | 1.3913940301841 | -0.3913940301841 |
97 | 2 | 1.43785576170822 | 0.562144238291782 |
98 | 1 | 1.37955973872243 | -0.379559738722435 |
99 | 2 | 1.37980086172481 | 0.620199138275194 |
100 | 2 | 1.4970274787121 | 0.502972521287902 |
101 | 1 | 1.24922169028337 | -0.24922169028337 |
102 | 2 | 1.77584422728717 | 0.224155772712834 |
103 | 1 | 1.20515775927702 | -0.205157759277025 |
104 | 1 | 1.47681165970165 | -0.476811659701645 |
105 | 2 | 1.52904086512454 | 0.470959134875456 |
106 | 1 | 1.34499317934535 | -0.344993179345348 |
107 | 2 | 1.19327640139766 | 0.806723598602338 |
108 | 1 | 1.24891834591896 | -0.24891834591896 |
109 | 1 | 1.18047643996361 | -0.180476439963609 |
110 | 1 | 1.56915017799179 | -0.569150177991792 |
111 | 1 | 1.33570827532806 | -0.335708275328056 |
112 | 1 | 1.43766889074574 | -0.437668890745743 |
113 | 1 | 1.43240747416538 | -0.432407474165376 |
114 | 1 | 1.49522310182876 | -0.49522310182876 |
115 | 1 | 1.34745363860086 | -0.347453638600855 |
116 | 2 | 1.30593814694364 | 0.694061853056364 |
117 | 1 | 1.23817914104912 | -0.238179141049122 |
118 | 1 | 1.23823215666264 | -0.238232156662636 |
119 | 2 | 1.72737671740963 | 0.272623282590373 |
120 | 1 | 1.26836198943932 | -0.268361989439324 |
121 | 1 | 1.15241174197337 | -0.152411741973366 |
122 | 1 | 1.44523840841403 | -0.445238408414025 |
123 | 1 | 1.30592555567947 | -0.305925555679471 |
124 | 1 | 1.44969644634114 | -0.449696446341136 |
125 | 1 | 1.72197274299639 | -0.721972742996393 |
126 | 2 | 1.39421387818045 | 0.605786121819548 |
127 | 1 | 1.39637542576148 | -0.396375425761477 |
128 | 1 | 1.18547027677489 | -0.185470276774886 |
129 | 2 | 1.43594002972081 | 0.564059970279191 |
130 | 2 | 1.54765650417329 | 0.452343495826709 |
131 | 1 | 1.43647285002064 | -0.436472850020636 |
132 | 2 | 1.35081738110704 | 0.649182618892962 |
133 | 2 | 1.21970066019299 | 0.780299339807008 |
134 | 2 | 1.32947118755326 | 0.670528812446736 |
135 | 2 | 1.41536617068744 | 0.584633829312557 |
136 | 1 | 1.25479253245364 | -0.254792532453642 |
137 | 1 | 1.3139305652786 | -0.313930565278603 |
138 | 2 | 1.39817032846521 | 0.601829671534789 |
139 | 2 | 1.44959822991917 | 0.550401770080833 |
140 | 1 | 1.27129369532209 | -0.271293695322086 |
141 | 1 | 1.21139956809541 | -0.21139956809541 |
142 | 1 | 1.18744396047134 | -0.187443960471339 |
143 | 1 | 1.39322403055198 | -0.393224030551976 |
144 | 2 | 1.2699198365512 | 0.730080163448796 |
145 | 1 | 1.37378047724873 | -0.373780477248733 |
146 | 1 | 1.4750300570401 | -0.4750300570401 |
147 | 2 | 1.28923069188168 | 0.710769308118318 |
148 | 2 | 1.56240986729755 | 0.43759013270245 |
149 | 2 | 1.40866250156349 | 0.591337498436505 |
150 | 2 | 1.32700941322107 | 0.672990586778933 |
151 | 1 | 1.51437909161338 | -0.514379091613377 |
152 | 1 | 1.35731320459651 | -0.357313204596514 |
153 | 1 | 1.36418937744287 | -0.364189377442871 |
154 | 2 | 1.39509298021338 | 0.604907019786617 |
155 | 2 | 1.44177512532586 | 0.558224874674138 |
156 | 2 | 1.36355762409125 | 0.636442375908746 |
157 | 1 | 1.14427547798853 | -0.144275477988526 |
158 | 1 | 1.03515061685803 | -0.0351506168580286 |
159 | 1 | 1.2489556677383 | -0.248955667738305 |
160 | 1 | 1.24822897083673 | -0.248228970836732 |
161 | 2 | 1.46831730888139 | 0.531682691118607 |
162 | 1 | 1.42754311896069 | -0.427543118960693 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
12 | 0.813377257581864 | 0.373245484836272 | 0.186622742418136 |
13 | 0.705561534132792 | 0.588876931734416 | 0.294438465867208 |
14 | 0.66589191689318 | 0.66821616621364 | 0.33410808310682 |
15 | 0.564480617592215 | 0.871038764815569 | 0.435519382407785 |
16 | 0.570462752771968 | 0.859074494456063 | 0.429537247228032 |
17 | 0.531035162966775 | 0.93792967406645 | 0.468964837033225 |
18 | 0.68281376838027 | 0.634372463239462 | 0.317186231619731 |
19 | 0.605673946071934 | 0.788652107856132 | 0.394326053928066 |
20 | 0.552216452913472 | 0.895567094173057 | 0.447783547086528 |
21 | 0.493093352956788 | 0.986186705913576 | 0.506906647043212 |
22 | 0.436397051408185 | 0.87279410281637 | 0.563602948591815 |
23 | 0.358521761250818 | 0.717043522501635 | 0.641478238749182 |
24 | 0.489786048265398 | 0.979572096530796 | 0.510213951734602 |
25 | 0.455603547628262 | 0.911207095256524 | 0.544396452371738 |
26 | 0.419029685479491 | 0.838059370958982 | 0.580970314520509 |
27 | 0.369895325487749 | 0.739790650975499 | 0.63010467451225 |
28 | 0.314828971791503 | 0.629657943583005 | 0.685171028208497 |
29 | 0.319827359236418 | 0.639654718472835 | 0.680172640763583 |
30 | 0.277141756140019 | 0.554283512280037 | 0.722858243859982 |
31 | 0.267482153705677 | 0.534964307411354 | 0.732517846294323 |
32 | 0.226302608296732 | 0.452605216593465 | 0.773697391703268 |
33 | 0.186708460241365 | 0.37341692048273 | 0.813291539758635 |
34 | 0.200087939916999 | 0.400175879833999 | 0.799912060083 |
35 | 0.250104922603782 | 0.500209845207564 | 0.749895077396218 |
36 | 0.273656504044171 | 0.547313008088343 | 0.726343495955829 |
37 | 0.264858281725104 | 0.529716563450208 | 0.735141718274896 |
38 | 0.369348218363176 | 0.738696436726352 | 0.630651781636824 |
39 | 0.368675680814244 | 0.737351361628489 | 0.631324319185756 |
40 | 0.423151884344052 | 0.846303768688104 | 0.576848115655948 |
41 | 0.436627205688155 | 0.87325441137631 | 0.563372794311845 |
42 | 0.469437456874159 | 0.938874913748318 | 0.530562543125841 |
43 | 0.505158315327312 | 0.989683369345377 | 0.494841684672688 |
44 | 0.495023392825146 | 0.990046785650293 | 0.504976607174854 |
45 | 0.460017717520904 | 0.920035435041808 | 0.539982282479096 |
46 | 0.443176463373542 | 0.886352926747085 | 0.556823536626458 |
47 | 0.494182733383647 | 0.988365466767295 | 0.505817266616353 |
48 | 0.540566132905608 | 0.918867734188784 | 0.459433867094392 |
49 | 0.501232291112289 | 0.997535417775423 | 0.498767708887711 |
50 | 0.549295393370442 | 0.901409213259117 | 0.450704606629558 |
51 | 0.528080226535091 | 0.943839546929817 | 0.471919773464908 |
52 | 0.480676325245268 | 0.961352650490537 | 0.519323674754732 |
53 | 0.463478357389346 | 0.926956714778692 | 0.536521642610654 |
54 | 0.423869309189682 | 0.847738618379363 | 0.576130690810318 |
55 | 0.447163014193349 | 0.894326028386698 | 0.552836985806651 |
56 | 0.467824518848836 | 0.935649037697672 | 0.532175481151164 |
57 | 0.453129502806828 | 0.906259005613655 | 0.546870497193172 |
58 | 0.444530720812068 | 0.889061441624137 | 0.555469279187932 |
59 | 0.419939244207463 | 0.839878488414927 | 0.580060755792537 |
60 | 0.419868134976764 | 0.839736269953528 | 0.580131865023236 |
61 | 0.44088943105483 | 0.88177886210966 | 0.55911056894517 |
62 | 0.425148529685458 | 0.850297059370916 | 0.574851470314542 |
63 | 0.488532429665034 | 0.977064859330067 | 0.511467570334966 |
64 | 0.466235774489948 | 0.932471548979896 | 0.533764225510052 |
65 | 0.431868349182294 | 0.863736698364589 | 0.568131650817706 |
66 | 0.426191453233465 | 0.85238290646693 | 0.573808546766535 |
67 | 0.450714359076715 | 0.90142871815343 | 0.549285640923285 |
68 | 0.471737040870072 | 0.943474081740143 | 0.528262959129928 |
69 | 0.440233816503457 | 0.880467633006914 | 0.559766183496543 |
70 | 0.399812288806818 | 0.799624577613636 | 0.600187711193182 |
71 | 0.398008881473724 | 0.796017762947448 | 0.601991118526276 |
72 | 0.405490952346054 | 0.810981904692108 | 0.594509047653946 |
73 | 0.411459245183592 | 0.822918490367184 | 0.588540754816408 |
74 | 0.375668945083857 | 0.751337890167713 | 0.624331054916143 |
75 | 0.36162893236987 | 0.72325786473974 | 0.63837106763013 |
76 | 0.330614505920868 | 0.661229011841736 | 0.669385494079132 |
77 | 0.301322079380975 | 0.60264415876195 | 0.698677920619025 |
78 | 0.317185345189655 | 0.634370690379311 | 0.682814654810345 |
79 | 0.344327892230879 | 0.688655784461759 | 0.655672107769121 |
80 | 0.345741406528081 | 0.691482813056162 | 0.654258593471919 |
81 | 0.307735256285278 | 0.615470512570556 | 0.692264743714722 |
82 | 0.275185951406682 | 0.550371902813364 | 0.724814048593318 |
83 | 0.674661650072036 | 0.650676699855929 | 0.325338349927964 |
84 | 0.673100056312397 | 0.653799887375206 | 0.326899943687603 |
85 | 0.694555939657588 | 0.610888120684824 | 0.305444060342412 |
86 | 0.691783070979743 | 0.616433858040514 | 0.308216929020257 |
87 | 0.684628232859629 | 0.630743534280742 | 0.315371767140371 |
88 | 0.648038939471317 | 0.703922121057367 | 0.351961060528683 |
89 | 0.613358575896334 | 0.773282848207332 | 0.386641424103666 |
90 | 0.607928369897812 | 0.784143260204377 | 0.392071630102188 |
91 | 0.627572742236038 | 0.744854515527924 | 0.372427257763962 |
92 | 0.612641121366097 | 0.774717757267805 | 0.387358878633903 |
93 | 0.584759334194905 | 0.83048133161019 | 0.415240665805095 |
94 | 0.563554968232943 | 0.872890063534113 | 0.436445031767057 |
95 | 0.545877853946037 | 0.908244292107926 | 0.454122146053963 |
96 | 0.528309433460176 | 0.943381133079648 | 0.471690566539824 |
97 | 0.549756592726253 | 0.900486814547495 | 0.450243407273747 |
98 | 0.53734790971409 | 0.925304180571821 | 0.46265209028591 |
99 | 0.566832766290362 | 0.866334467419277 | 0.433167233709638 |
100 | 0.573148209184954 | 0.853703581630093 | 0.426851790815046 |
101 | 0.536085787242375 | 0.927828425515251 | 0.463914212757625 |
102 | 0.493639763016436 | 0.987279526032872 | 0.506360236983564 |
103 | 0.448925675318628 | 0.897851350637256 | 0.551074324681372 |
104 | 0.446492828060606 | 0.892985656121211 | 0.553507171939394 |
105 | 0.443647825059431 | 0.887295650118862 | 0.556352174940569 |
106 | 0.417210121141869 | 0.834420242283739 | 0.582789878858131 |
107 | 0.509302800648031 | 0.981394398703938 | 0.490697199351969 |
108 | 0.470262366458252 | 0.940524732916503 | 0.529737633541748 |
109 | 0.456255546337915 | 0.912511092675831 | 0.543744453662085 |
110 | 0.490493935923546 | 0.980987871847093 | 0.509506064076454 |
111 | 0.456206834834534 | 0.912413669669068 | 0.543793165165466 |
112 | 0.430792799642622 | 0.861585599285244 | 0.569207200357378 |
113 | 0.416972621572249 | 0.833945243144498 | 0.583027378427751 |
114 | 0.432785972731683 | 0.865571945463366 | 0.567214027268317 |
115 | 0.424220406761891 | 0.848440813523781 | 0.575779593238109 |
116 | 0.435281221439715 | 0.87056244287943 | 0.564718778560285 |
117 | 0.387441927870788 | 0.774883855741576 | 0.612558072129212 |
118 | 0.349606122453936 | 0.699212244907871 | 0.650393877546064 |
119 | 0.332715422376555 | 0.66543084475311 | 0.667284577623445 |
120 | 0.289558342857354 | 0.579116685714709 | 0.710441657142646 |
121 | 0.25895979773285 | 0.517919595465699 | 0.74104020226715 |
122 | 0.257853787518823 | 0.515707575037645 | 0.742146212481177 |
123 | 0.228807259612648 | 0.457614519225296 | 0.771192740387352 |
124 | 0.234055025230788 | 0.468110050461576 | 0.765944974769212 |
125 | 0.25719267240367 | 0.514385344807339 | 0.74280732759633 |
126 | 0.257128637507336 | 0.514257275014671 | 0.742871362492664 |
127 | 0.271524290856374 | 0.543048581712748 | 0.728475709143626 |
128 | 0.225791029695114 | 0.451582059390227 | 0.774208970304886 |
129 | 0.208920497063315 | 0.417840994126631 | 0.791079502936685 |
130 | 0.180959861141451 | 0.361919722282902 | 0.81904013885855 |
131 | 0.191618252455923 | 0.383236504911845 | 0.808381747544077 |
132 | 0.194378706676089 | 0.388757413352179 | 0.805621293323911 |
133 | 0.242120978409284 | 0.484241956818568 | 0.757879021590716 |
134 | 0.282557331947569 | 0.565114663895137 | 0.717442668052431 |
135 | 0.258130321221666 | 0.516260642443332 | 0.741869678778334 |
136 | 0.220824119848853 | 0.441648239697706 | 0.779175880151147 |
137 | 0.19746841405269 | 0.394936828105379 | 0.80253158594731 |
138 | 0.224149359089331 | 0.448298718178662 | 0.775850640910669 |
139 | 0.259727569732017 | 0.519455139464034 | 0.740272430267983 |
140 | 0.222371109215354 | 0.444742218430707 | 0.777628890784646 |
141 | 0.192736034285834 | 0.385472068571668 | 0.807263965714166 |
142 | 0.154093488640786 | 0.308186977281571 | 0.845906511359214 |
143 | 0.113075174172217 | 0.226150348344434 | 0.886924825827783 |
144 | 0.18623532346138 | 0.37247064692276 | 0.81376467653862 |
145 | 0.160330472076144 | 0.320660944152287 | 0.839669527923856 |
146 | 0.331531711317086 | 0.663063422634173 | 0.668468288682914 |
147 | 0.42461314300578 | 0.849226286011559 | 0.57538685699422 |
148 | 0.431581326141208 | 0.863162652282416 | 0.568418673858792 |
149 | 0.432066563264741 | 0.864133126529482 | 0.567933436735259 |
150 | 0.628549191149625 | 0.742901617700751 | 0.371450808850375 |
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 | 0 | 0 | OK |
10% type I error level | 0 | 0 | OK |