Multiple Linear Regression - Estimated Regression Equation |
6[t] = + 10.3271474937312 + 0.0662573788002266`1`[t] -0.218600270105326`2`[t] -0.02568650752985`3`[t] + 0.489414079564887`4`[t] + 0.186874711743136`5`[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) | 10.3271474937312 | 2.190656 | 4.7142 | 5e-06 | 3e-06 |
`1` | 0.0662573788002266 | 0.102754 | 0.6448 | 0.519992 | 0.259996 |
`2` | -0.218600270105326 | 0.087003 | -2.5126 | 0.013002 | 0.006501 |
`3` | -0.02568650752985 | 0.066965 | -0.3836 | 0.70181 | 0.350905 |
`4` | 0.489414079564887 | 0.09165 | 5.34 | 0 | 0 |
`5` | 0.186874711743136 | 0.075681 | 2.4692 | 0.014618 | 0.007309 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.467778313071224 |
R-squared | 0.21881655017976 |
Adjusted R-squared | 0.193778619095778 |
F-TEST (value) | 8.73940220722738 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 156 |
p-value | 2.50495662768024e-07 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.26799013052815 |
Sum Squared Residuals | 1666.04248094378 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 23 | 21.3532109418241 | 1.6467890581759 |
2 | 20 | 22.6922011442933 | -2.69220114429332 |
3 | 20 | 21.1011299852009 | -1.10112998520093 |
4 | 21 | 21.0813317841148 | -0.0813317841148377 |
5 | 24 | 23.4326308322317 | 0.56736916776832 |
6 | 22 | 24.9144041853069 | -2.91440418530693 |
7 | 23 | 25.4188450927633 | -2.41884509276329 |
8 | 20 | 25.9733002420762 | -5.97330024207617 |
9 | 25 | 22.2213833875057 | 2.77861661249429 |
10 | 23 | 22.5478630416019 | 0.452136958398129 |
11 | 27 | 23.461058429171 | 3.538941570829 |
12 | 27 | 23.4699300752268 | 3.53006992477317 |
13 | 22 | 24.2150491868042 | -2.21504918680417 |
14 | 24 | 23.0990431795826 | 0.900956820417402 |
15 | 25 | 23.8166397418233 | 1.18336025817668 |
16 | 22 | 22.7138143387721 | -0.713814338772141 |
17 | 28 | 25.0656942574291 | 2.93430574257088 |
18 | 28 | 23.7831942953533 | 4.21680570464668 |
19 | 27 | 22.9788046042058 | 4.02119539579424 |
20 | 25 | 25.0911790622335 | -0.0911790622334552 |
21 | 16 | 19.44865073865 | -3.44865073865005 |
22 | 28 | 24.1824357452814 | 3.81756425471857 |
23 | 21 | 21.9483563053287 | -0.948356305328654 |
24 | 24 | 24.9000026140132 | -0.900002614013245 |
25 | 27 | 25.1334520078113 | 1.86654799218872 |
26 | 14 | 22.0420217650292 | -8.04202176502921 |
27 | 14 | 22.0420217650292 | -8.04202176502921 |
28 | 27 | 20.7734820075811 | 6.2265179924189 |
29 | 20 | 16.7625099035286 | 3.23749009647141 |
30 | 21 | 23.3564207408368 | -2.35642074083684 |
31 | 22 | 22.7903522293961 | -0.790352229396114 |
32 | 21 | 22.3756268439258 | -1.37562684392575 |
33 | 12 | 20.5644639500463 | -8.56446395004628 |
34 | 20 | 20.3251683012412 | -0.325168301241242 |
35 | 24 | 22.7488115254096 | 1.25118847459044 |
36 | 19 | 22.4535268908098 | -3.45352689080984 |
37 | 28 | 24.6451631417332 | 3.35483685826683 |
38 | 23 | 23.2390272897502 | -0.239027289750245 |
39 | 27 | 24.3811565130966 | 2.61884348690339 |
40 | 22 | 22.9573899005344 | -0.957389900534429 |
41 | 27 | 23.6302125824792 | 3.36978741752079 |
42 | 26 | 22.4030895053296 | 3.5969104946704 |
43 | 22 | 21.672129737539 | 0.327870262460986 |
44 | 21 | 21.6947993733673 | -0.694799373367323 |
45 | 19 | 20.4786591170142 | -1.47865911701418 |
46 | 24 | 21.6186527693762 | 2.38134723062382 |
47 | 19 | 21.6087474156476 | -2.60874741564759 |
48 | 26 | 22.8267204791938 | 3.17327952080618 |
49 | 22 | 22.9522128099636 | -0.952212809963556 |
50 | 28 | 22.144499234494 | 5.85550076550596 |
51 | 21 | 21.1557357890171 | -0.155735789017119 |
52 | 23 | 22.5077186970121 | 0.49228130298786 |
53 | 28 | 24.0959147991957 | 3.90408520080427 |
54 | 10 | 22.9723167259603 | -12.9723167259603 |
55 | 24 | 22.3615919113799 | 1.63840808862006 |
56 | 21 | 21.5823885317636 | -0.582388531763583 |
57 | 21 | 22.6227109767366 | -1.6227109767366 |
58 | 24 | 22.7958528713736 | 1.20414712862637 |
59 | 24 | 21.5109625590441 | 2.48903744095589 |
60 | 25 | 16.8137967202035 | 8.18620327979646 |
61 | 25 | 19.8088747427379 | 5.19112525726213 |
62 | 23 | 21.3948628796332 | 1.60513712036678 |
63 | 21 | 20.3993791000696 | 0.60062089993037 |
64 | 16 | 22.2187752059888 | -6.2187752059888 |
65 | 17 | 19.9897870684707 | -2.9897870684707 |
66 | 25 | 24.5078901883564 | 0.492109811643556 |
67 | 24 | 22.2853729130849 | 1.71462708691508 |
68 | 23 | 21.8326844276125 | 1.16731557238746 |
69 | 25 | 23.3999785511902 | 1.6000214488098 |
70 | 23 | 24.2349161600276 | -1.23491616002755 |
71 | 28 | 23.675516614088 | 4.32448338591199 |
72 | 26 | 22.5523503522668 | 3.44764964773321 |
73 | 22 | 21.0597837623024 | 0.940216237697612 |
74 | 19 | 23.4879998688578 | -4.48799986885783 |
75 | 26 | 23.1999094311958 | 2.80009056880422 |
76 | 18 | 20.4507472179486 | -2.45074721794862 |
77 | 18 | 19.5875837148975 | -1.58758371489746 |
78 | 25 | 23.7081215362635 | 1.29187846373653 |
79 | 27 | 24.774979919961 | 2.22502008003896 |
80 | 12 | 21.8456629188089 | -9.84566291880887 |
81 | 15 | 23.7105575374249 | -8.71055753742487 |
82 | 21 | 22.0034202537067 | -1.00342025370673 |
83 | 23 | 20.9674133492917 | 2.03258665070833 |
84 | 22 | 23.3186472247421 | -1.31864722474213 |
85 | 21 | 21.7100750237407 | -0.710075023740679 |
86 | 24 | 22.0309737715664 | 1.96902622843362 |
87 | 27 | 23.9703447893885 | 3.02965521061147 |
88 | 22 | 21.5841298558383 | 0.415870144161682 |
89 | 28 | 22.8342246842559 | 5.16577531574406 |
90 | 26 | 20.9298294171043 | 5.07017058289573 |
91 | 10 | 17.2549020152763 | -7.25490201527629 |
92 | 19 | 21.491329316676 | -2.49132931667603 |
93 | 22 | 24.4867512669772 | -2.48675126697718 |
94 | 21 | 23.8904790047231 | -2.89047900472313 |
95 | 24 | 23.4016806254977 | 0.598319374502351 |
96 | 25 | 23.2267033384121 | 1.77329666158794 |
97 | 21 | 22.1877309308809 | -1.18773093088094 |
98 | 20 | 21.1516624759661 | -1.15166247596609 |
99 | 21 | 22.9610880554903 | -1.9610880554903 |
100 | 24 | 22.3345995133562 | 1.66540048664383 |
101 | 23 | 24.2010530937771 | -1.20105309377709 |
102 | 18 | 19.7954729367789 | -1.79547293677893 |
103 | 24 | 21.9408274750772 | 2.05917252492277 |
104 | 24 | 22.9893050428039 | 1.01069495719607 |
105 | 19 | 21.7673064126256 | -2.76730641262558 |
106 | 20 | 20.6937281050899 | -0.693728105089885 |
107 | 18 | 21.8637889782061 | -3.86378897820607 |
108 | 20 | 22.707094414934 | -2.70709441493402 |
109 | 27 | 24.6680397877163 | 2.33196021228374 |
110 | 23 | 21.4695002051423 | 1.53049979485774 |
111 | 26 | 26.4599817288832 | -0.459981728883207 |
112 | 23 | 23.5737450530668 | -0.573745053066808 |
113 | 17 | 20.0196509012367 | -3.01965090123668 |
114 | 21 | 20.365312645831 | 0.634687354169027 |
115 | 25 | 24.8492331804747 | 0.150766819525253 |
116 | 23 | 20.7347817688071 | 2.2652182311929 |
117 | 27 | 22.9047360304187 | 4.09526396958133 |
118 | 24 | 23.7362003082553 | 0.263799691744725 |
119 | 20 | 19.8459491617779 | 0.154050838222103 |
120 | 27 | 20.6141381027166 | 6.38586189728345 |
121 | 21 | 21.1440931209333 | -0.144093120933261 |
122 | 24 | 21.3479771752384 | 2.65202282476156 |
123 | 21 | 23.7856375181522 | -2.78563751815222 |
124 | 15 | 17.2324183638844 | -2.23241836388437 |
125 | 25 | 24.7664541260444 | 0.233545873955635 |
126 | 25 | 23.1309020560859 | 1.8690979439141 |
127 | 22 | 22.5059389209716 | -0.50593892097156 |
128 | 24 | 24.4295761438585 | -0.42957614385847 |
129 | 21 | 20.4723215729087 | 0.527678427091288 |
130 | 22 | 21.2649437744829 | 0.735056225517076 |
131 | 23 | 20.00058921226 | 2.99941078773998 |
132 | 22 | 21.9996747398848 | 0.000325260115166356 |
133 | 20 | 21.7718272780756 | -1.77182727807564 |
134 | 23 | 22.7979341134957 | 0.202065886504298 |
135 | 25 | 22.491054557231 | 2.50894544276897 |
136 | 23 | 21.4723841689512 | 1.52761583104877 |
137 | 22 | 24.1332439748094 | -2.13324397480944 |
138 | 25 | 22.325115378879 | 2.67488462112103 |
139 | 26 | 23.8880867402612 | 2.11191325973883 |
140 | 22 | 22.5199738535174 | -0.519973853517375 |
141 | 24 | 22.2091018978528 | 1.79089810214716 |
142 | 24 | 24.3354295769737 | -0.335429576973748 |
143 | 25 | 22.8727468085826 | 2.12725319141738 |
144 | 20 | 21.4436544565722 | -1.4436544565722 |
145 | 26 | 23.3423469687723 | 2.65765303122771 |
146 | 21 | 20.3418377257559 | 0.658162274244056 |
147 | 26 | 23.0361907471987 | 2.96380925280129 |
148 | 21 | 22.0144257854842 | -1.01442578548424 |
149 | 22 | 21.7575906428043 | 0.242409357195697 |
150 | 16 | 21.3887938961823 | -5.38879389618233 |
151 | 26 | 21.5746384997236 | 4.42536150027638 |
152 | 28 | 24.0752372342964 | 3.92476276570363 |
153 | 18 | 23.5135056993805 | -5.51350569938054 |
154 | 25 | 25.6125431138671 | -0.612543113867108 |
155 | 23 | 24.3250976965645 | -1.32509769656451 |
156 | 21 | 21.085414004066 | -0.0854140040660412 |
157 | 20 | 24.093289214127 | -4.09328921412702 |
158 | 25 | 21.8231618411695 | 3.17683815883051 |
159 | 22 | 24.4867512669772 | -2.48675126697718 |
160 | 21 | 21.848874681847 | -0.848874681846981 |
161 | 16 | 19.2690999425148 | -3.26909994251478 |
162 | 18 | 20.0590965590203 | -2.05909655902028 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.151272826524046 | 0.302545653048091 | 0.848727173475954 |
10 | 0.0655905899737949 | 0.13118117994759 | 0.934409410026205 |
11 | 0.328001134800491 | 0.656002269600982 | 0.671998865199509 |
12 | 0.281257388535677 | 0.562514777071354 | 0.718742611464323 |
13 | 0.190033817476157 | 0.380067634952314 | 0.809966182523843 |
14 | 0.15428767936351 | 0.30857535872702 | 0.84571232063649 |
15 | 0.0965675791147571 | 0.193135158229514 | 0.903432420885243 |
16 | 0.0594077160627975 | 0.118815432125595 | 0.940592283937203 |
17 | 0.177853730094063 | 0.355707460188126 | 0.822146269905937 |
18 | 0.221886341154906 | 0.443772682309813 | 0.778113658845094 |
19 | 0.173988109880038 | 0.347976219760076 | 0.826011890119962 |
20 | 0.153958728802386 | 0.307917457604771 | 0.846041271197614 |
21 | 0.29477452937168 | 0.589549058743359 | 0.705225470628321 |
22 | 0.356883268591652 | 0.713766537183305 | 0.643116731408348 |
23 | 0.28916157233217 | 0.578323144664341 | 0.71083842766783 |
24 | 0.232035423046442 | 0.464070846092884 | 0.767964576953558 |
25 | 0.191356995223424 | 0.382713990446847 | 0.808643004776576 |
26 | 0.527771553459241 | 0.944456893081518 | 0.472228446540759 |
27 | 0.729590329100831 | 0.540819341798339 | 0.270409670899169 |
28 | 0.864727914202513 | 0.270544171594973 | 0.135272085797487 |
29 | 0.886826417399475 | 0.22634716520105 | 0.113173582600525 |
30 | 0.864652528265849 | 0.270694943468302 | 0.135347471734151 |
31 | 0.829146605830888 | 0.341706788338225 | 0.170853394169112 |
32 | 0.79230565003985 | 0.415388699920301 | 0.20769434996015 |
33 | 0.912330345186557 | 0.175339309626885 | 0.0876696548134427 |
34 | 0.887881357584724 | 0.224237284830551 | 0.112118642415276 |
35 | 0.864593850074288 | 0.270812299851423 | 0.135406149925712 |
36 | 0.856325851337972 | 0.287348297324056 | 0.143674148662028 |
37 | 0.853481990484356 | 0.293036019031288 | 0.146518009515644 |
38 | 0.819360389545031 | 0.361279220909938 | 0.180639610454969 |
39 | 0.836521010150472 | 0.326957979699056 | 0.163478989849528 |
40 | 0.802333154633921 | 0.395333690732158 | 0.197666845366079 |
41 | 0.80407100019959 | 0.39185799960082 | 0.19592899980041 |
42 | 0.806550786969822 | 0.386898426060357 | 0.193449213030178 |
43 | 0.769628331781109 | 0.460743336437782 | 0.230371668218891 |
44 | 0.728263953853119 | 0.543472092293763 | 0.271736046146881 |
45 | 0.69004558282717 | 0.61990883434566 | 0.30995441717283 |
46 | 0.665401730417986 | 0.669196539164029 | 0.334598269582014 |
47 | 0.655650879850189 | 0.688698240299623 | 0.344349120149812 |
48 | 0.646414899707562 | 0.707170200584875 | 0.353585100292438 |
49 | 0.599422562932214 | 0.801154874135573 | 0.400577437067786 |
50 | 0.689631281698552 | 0.620737436602896 | 0.310368718301448 |
51 | 0.645541679079931 | 0.708916641840138 | 0.354458320920069 |
52 | 0.600600838934585 | 0.798798322130831 | 0.399399161065415 |
53 | 0.619330921706198 | 0.761338156587604 | 0.380669078293802 |
54 | 0.979827844036206 | 0.0403443119275884 | 0.0201721559637942 |
55 | 0.975632140782822 | 0.0487357184343562 | 0.0243678592171781 |
56 | 0.968433137510727 | 0.0631337249785458 | 0.0315668624892729 |
57 | 0.961068089571467 | 0.0778638208570659 | 0.038931910428533 |
58 | 0.951600541296086 | 0.0967989174078274 | 0.0483994587039137 |
59 | 0.946190022089616 | 0.107619955820769 | 0.0538099779103844 |
60 | 0.98787979046837 | 0.0242404190632599 | 0.0121202095316299 |
61 | 0.993519881504732 | 0.0129602369905364 | 0.00648011849526818 |
62 | 0.991933690998639 | 0.0161326180027224 | 0.00806630900136119 |
63 | 0.989028309070255 | 0.0219433818594902 | 0.0109716909297451 |
64 | 0.995343870384276 | 0.00931225923144896 | 0.00465612961572448 |
65 | 0.995153807048154 | 0.00969238590369292 | 0.00484619295184646 |
66 | 0.993274477749295 | 0.0134510445014094 | 0.00672552225070471 |
67 | 0.991682561760551 | 0.0166348764788977 | 0.00831743823944883 |
68 | 0.989151852190388 | 0.0216962956192248 | 0.0108481478096124 |
69 | 0.986403683452031 | 0.0271926330959371 | 0.0135963165479686 |
70 | 0.98255472501817 | 0.0348905499636593 | 0.0174452749818296 |
71 | 0.985325718184481 | 0.029348563631038 | 0.014674281815519 |
72 | 0.985535579183433 | 0.0289288416331339 | 0.0144644208165669 |
73 | 0.981437090804521 | 0.0371258183909584 | 0.0185629091954792 |
74 | 0.986537547811276 | 0.0269249043774479 | 0.0134624521887239 |
75 | 0.9851526537886 | 0.0296946924228004 | 0.0148473462114002 |
76 | 0.98304866813246 | 0.0339026637350793 | 0.0169513318675397 |
77 | 0.978769937419934 | 0.0424601251601321 | 0.0212300625800661 |
78 | 0.97302122038858 | 0.0539575592228392 | 0.0269787796114196 |
79 | 0.968218128680607 | 0.063563742638787 | 0.0317818713193935 |
80 | 0.997452503462353 | 0.00509499307529474 | 0.00254749653764737 |
81 | 0.99979907790944 | 0.000401844181119162 | 0.000200922090559581 |
82 | 0.999708167544895 | 0.00058366491021018 | 0.00029183245510509 |
83 | 0.999651012763957 | 0.000697974472087076 | 0.000348987236043538 |
84 | 0.999520699117788 | 0.000958601764423838 | 0.000479300882211919 |
85 | 0.999305281785526 | 0.00138943642894821 | 0.000694718214474105 |
86 | 0.999176014868801 | 0.00164797026239811 | 0.000823985131199056 |
87 | 0.999147770072949 | 0.0017044598541026 | 0.000852229927051298 |
88 | 0.998757583489587 | 0.00248483302082529 | 0.00124241651041264 |
89 | 0.999213088797899 | 0.00157382240420112 | 0.000786911202100561 |
90 | 0.99964480486845 | 0.000710390263100012 | 0.000355195131550006 |
91 | 0.999949590755865 | 0.000100818488269443 | 5.04092441347213e-05 |
92 | 0.999936847915167 | 0.000126304169666561 | 6.31520848332804e-05 |
93 | 0.999923392961387 | 0.00015321407722506 | 7.66070386125301e-05 |
94 | 0.999919994775064 | 0.000160010449872673 | 8.00052249363364e-05 |
95 | 0.999872681458761 | 0.000254637082478711 | 0.000127318541239356 |
96 | 0.999817963652057 | 0.000364072695886928 | 0.000182036347943464 |
97 | 0.999721493391803 | 0.00055701321639486 | 0.00027850660819743 |
98 | 0.999591987305055 | 0.000816025389888904 | 0.000408012694944452 |
99 | 0.999485246212967 | 0.00102950757406549 | 0.000514753787032746 |
100 | 0.999322874341826 | 0.00135425131634816 | 0.000677125658174079 |
101 | 0.99903751634627 | 0.00192496730746008 | 0.000962483653730038 |
102 | 0.998781780070224 | 0.00243643985955153 | 0.00121821992977576 |
103 | 0.998636384058715 | 0.00272723188257023 | 0.00136361594128512 |
104 | 0.998029983382925 | 0.00394003323415008 | 0.00197001661707504 |
105 | 0.99799319009027 | 0.00401361981945956 | 0.00200680990972978 |
106 | 0.99711731605119 | 0.00576536789761907 | 0.00288268394880954 |
107 | 0.997927526179055 | 0.00414494764188936 | 0.00207247382094468 |
108 | 0.997607175157847 | 0.00478564968430646 | 0.00239282484215323 |
109 | 0.997502348022936 | 0.00499530395412713 | 0.00249765197706356 |
110 | 0.996583432606227 | 0.00683313478754613 | 0.00341656739377306 |
111 | 0.995107689338993 | 0.00978462132201467 | 0.00489231066100733 |
112 | 0.993217249998169 | 0.0135655000036613 | 0.00678275000183064 |
113 | 0.99415414314741 | 0.0116917137051802 | 0.00584585685259011 |
114 | 0.991540734685943 | 0.0169185306281138 | 0.00845926531405691 |
115 | 0.988081117666221 | 0.0238377646675578 | 0.0119188823337789 |
116 | 0.986447665042608 | 0.0271046699147838 | 0.0135523349573919 |
117 | 0.986514170620897 | 0.0269716587582061 | 0.013485829379103 |
118 | 0.980873342092998 | 0.0382533158140031 | 0.0191266579070015 |
119 | 0.975547389015513 | 0.0489052219689738 | 0.0244526109844869 |
120 | 0.991198937640822 | 0.0176021247183553 | 0.00880106235917764 |
121 | 0.987276910660758 | 0.0254461786784851 | 0.0127230893392425 |
122 | 0.985108667452429 | 0.0297826650951411 | 0.0148913325475705 |
123 | 0.987633347042936 | 0.024733305914128 | 0.012366652957064 |
124 | 0.985109040394703 | 0.0297819192105936 | 0.0148909596052968 |
125 | 0.980735342771487 | 0.0385293144570253 | 0.0192646572285127 |
126 | 0.977750434819934 | 0.0444991303601314 | 0.0222495651800657 |
127 | 0.968119251396614 | 0.0637614972067729 | 0.0318807486033865 |
128 | 0.955073397996348 | 0.0898532040073044 | 0.0449266020036522 |
129 | 0.93791037537277 | 0.124179249254459 | 0.0620896246272296 |
130 | 0.915788900107382 | 0.168422199785237 | 0.0842110998926184 |
131 | 0.912319090860671 | 0.175361818278658 | 0.087680909139329 |
132 | 0.885046651591795 | 0.229906696816409 | 0.114953348408205 |
133 | 0.868874154575715 | 0.26225169084857 | 0.131125845424285 |
134 | 0.829004897875041 | 0.341990204249919 | 0.170995102124959 |
135 | 0.840394601310182 | 0.319210797379637 | 0.159605398689818 |
136 | 0.811683034801196 | 0.376633930397608 | 0.188316965198804 |
137 | 0.810138631620975 | 0.37972273675805 | 0.189861368379025 |
138 | 0.772458573943311 | 0.455082852113379 | 0.227541426056689 |
139 | 0.773821227675036 | 0.452357544649928 | 0.226178772324964 |
140 | 0.718999466049942 | 0.562001067900116 | 0.281000533950058 |
141 | 0.655282448700229 | 0.689435102599542 | 0.344717551299771 |
142 | 0.582292639586891 | 0.835414720826219 | 0.417707360413109 |
143 | 0.510088516783274 | 0.979822966433452 | 0.489911483216726 |
144 | 0.473689949032517 | 0.947379898065034 | 0.526310050967483 |
145 | 0.715510721135736 | 0.568978557728528 | 0.284489278864264 |
146 | 0.675063516724517 | 0.649872966550966 | 0.324936483275483 |
147 | 0.629093238495927 | 0.741813523008147 | 0.370906761504073 |
148 | 0.533323836477542 | 0.933352327044915 | 0.466676163522458 |
149 | 0.549000610732682 | 0.901998778534636 | 0.450999389267318 |
150 | 0.541380575424364 | 0.917238849151273 | 0.458619424575636 |
151 | 0.552354505887434 | 0.895290988225133 | 0.447645494112566 |
152 | 0.648444212951194 | 0.703111574097611 | 0.351555787048806 |
153 | 0.850174070234669 | 0.299651859530661 | 0.149825929765331 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 34 | 0.23448275862069 | NOK |
5% type I error level | 67 | 0.462068965517241 | NOK |
10% type I error level | 74 | 0.510344827586207 | NOK |