Multiple Linear Regression - Estimated Regression Equation |
X2[t] = + 0.843098364063296 + 0.00580484590595102Y[t] + 0.000767014506162262X1[t] + 0.254588050490673X3[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) | 0.843098364063296 | 0.2872 | 2.9356 | 0.00382 | 0.00191 |
Y | 0.00580484590595102 | 0.009457 | 0.6138 | 0.540207 | 0.270103 |
X1 | 0.000767014506162262 | 0.004946 | 0.1551 | 0.876948 | 0.438474 |
X3 | 0.254588050490673 | 0.004702 | 54.1427 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.987567424780638 |
R-squared | 0.975289418487861 |
Adjusted R-squared | 0.974826095084509 |
F-TEST (value) | 2104.98630423302 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 160 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.3826061804566 |
Sum Squared Residuals | 305.855976037886 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 26 | 26.355425787503 | -0.355425787503012 |
2 | 20 | 20.6225112498837 | -0.622511249883693 |
3 | 24 | 23.9643526680363 | 0.0356473319636946 |
4 | 25 | 25.58488082718 | -0.584880827179963 |
5 | 15 | 11.4443021856147 | 3.55569781438528 |
6 | 16 | 17.2085883156368 | -1.20858831563676 |
7 | 20 | 20.7457962493471 | -0.745796249347058 |
8 | 18 | 17.9650135921905 | 0.0349864078094928 |
9 | 19 | 19.3883396196163 | -0.388339619616313 |
10 | 20 | 20.1645849516259 | -0.164584951625863 |
11 | 30 | 29.9226220781776 | 0.0773779218223699 |
12 | 37 | 36.496570908337 | 0.503429091662981 |
13 | 23 | 20.387307510486 | 2.61269248951399 |
14 | 36 | 32.5031048625962 | 3.49689513740382 |
15 | 29 | 29.1163587062083 | -0.116358706208284 |
16 | 35 | 35.2024570479849 | -0.202457047984944 |
17 | 24 | 24.5876559137615 | -0.587655913761531 |
18 | 22 | 22.371408559245 | -0.371408559244969 |
19 | 19 | 19.386805590604 | -0.386805590603989 |
20 | 30 | 30.4144881156606 | -0.41448811566059 |
21 | 27 | 26.3511549706094 | 0.648845029390592 |
22 | 26 | 24.7725394940263 | 1.22746050597367 |
23 | 15 | 15.2597236148068 | -0.259723614806813 |
24 | 30 | 31.5923542643197 | -1.59235426431972 |
25 | 28 | 28.3810785656837 | -0.381078565683739 |
26 | 24 | 24.0572480500165 | -0.0572480500164639 |
27 | 21 | 21.0243125431027 | -0.0243125431026892 |
28 | 27 | 27.3690714282093 | -0.369071428209282 |
29 | 21 | 21.6649543241958 | -0.664954324195815 |
30 | 30 | 30.1971346583436 | -0.197134658343579 |
31 | 30 | 30.4690327723326 | -0.469032772332636 |
32 | 33 | 31.1302794708727 | 1.86972052912732 |
33 | 30 | 29.9907462000367 | 0.00925379996328201 |
34 | 20 | 20.055059893919 | -0.0550598939189551 |
35 | 27 | 27.5033498985523 | -0.503349898552318 |
36 | 25 | 24.8151895080976 | 0.184810491902412 |
37 | 30 | 30.3535520751459 | -0.353552075145852 |
38 | 20 | 20.4275056874649 | -0.427505687464853 |
39 | 8 | 7.86462471440259 | 0.135375285597405 |
40 | 24 | 24.6847176384158 | -0.684717638415849 |
41 | 25 | 25.6856374551757 | -0.685637455175742 |
42 | 25 | 24.4824016729482 | 0.51759832705175 |
43 | 21 | 20.4499580565825 | 0.550041943417505 |
44 | 21 | 21.1128432583543 | -0.112843258354326 |
45 | 21 | 15.5431269463883 | 5.4568730536117 |
46 | 26 | 26.6143606572373 | -0.614360657237286 |
47 | 26 | 21.8792397234882 | 4.12076027651182 |
48 | 30 | 29.9091470872101 | 0.0908529127899446 |
49 | 34 | 34.0985483389604 | -0.0985483389603693 |
50 | 30 | 29.0866719363918 | 0.913328063608167 |
51 | 18 | 20.9505925237766 | -2.95059252377659 |
52 | 4 | 3.95719723944092 | 0.0428027605590836 |
53 | 31 | 30.4443910570163 | 0.555608942983653 |
54 | 18 | 18.0180242198502 | -0.0180242198502292 |
55 | 14 | 14.2828946703964 | -0.282894670396355 |
56 | 20 | 20.4911321965064 | -0.491132196506435 |
57 | 36 | 36.3109784684311 | -0.310978468431063 |
58 | 24 | 24.671905187735 | -0.671905187734969 |
59 | 26 | 24.9197990561091 | 1.08020094389088 |
60 | 22 | 22.2394132849355 | -0.239413284935477 |
61 | 31 | 31.3451810910973 | -0.345181091097275 |
62 | 21 | 20.8363145854588 | 0.163685414541222 |
63 | 31 | 32.1825892595454 | -1.18258925954544 |
64 | 26 | 26.3661639905893 | -0.366163990589306 |
65 | 24 | 24.5215015652776 | -0.521501565277583 |
66 | 15 | 15.8218058692284 | -0.82180586922841 |
67 | 19 | 19.6797443664028 | -0.679744366402774 |
68 | 28 | 27.3760968804692 | 0.623903119530847 |
69 | 24 | 24.5465862480571 | -0.546586248057059 |
70 | 18 | 18.5874453491901 | -0.587445349190103 |
71 | 25 | 25.2458345542769 | -0.24583455427692 |
72 | 20 | 20.32355867974 | -0.323558679740017 |
73 | 25 | 25.2658814056566 | -0.265881405656609 |
74 | 24 | 24.5315772280772 | -0.531577228077161 |
75 | 23 | 23.4288891254065 | -0.428889125406507 |
76 | 25 | 25.3711356464699 | -0.371135646469888 |
77 | 20 | 20.554776553033 | -0.554776553032959 |
78 | 23 | 23.2050861293818 | -0.205086129381793 |
79 | 22 | 22.4012282751504 | -0.401228275150401 |
80 | 25 | 25.2527376848324 | -0.252737684832381 |
81 | 18 | 18.5894151225652 | -0.589415122565242 |
82 | 30 | 30.6132824312558 | -0.613282431255781 |
83 | 22 | 22.2293376221359 | -0.2293376221359 |
84 | 25 | 13.0745747374146 | 11.9254252625854 |
85 | 8 | 8.1184457503871 | -0.118445750387105 |
86 | 21 | 21.1596132957453 | -0.159613295745281 |
87 | 22 | 22.1582499164716 | -0.158249916471632 |
88 | 24 | 24.7183439549826 | -0.718343954982578 |
89 | 30 | 26.1127786989676 | 3.88722130103239 |
90 | 27 | 27.3109184949303 | -0.310918494930305 |
91 | 24 | 23.7553318960676 | 0.244668103932389 |
92 | 25 | 25.3103503995291 | -0.310350399529076 |
93 | 21 | 20.913131134679 | 0.0868688653209536 |
94 | 24 | 24.5771445065991 | -0.577144506599138 |
95 | 24 | 24.6061687361289 | -0.606168736128894 |
96 | 20 | 20.421474045635 | -0.421474045635022 |
97 | 20 | 18.1549350038551 | 1.8450649961449 |
98 | 24 | 24.6142746255533 | -0.614274625553331 |
99 | 40 | 39.681530693455 | 0.318469306544972 |
100 | 22 | 22.4296659667434 | -0.429665966743414 |
101 | 31 | 31.1824186098068 | -0.182418609806767 |
102 | 26 | 26.1202220481054 | -0.120222048105355 |
103 | 20 | 20.4510741887169 | -0.451074188716946 |
104 | 19 | 18.9992463028587 | 0.00075369714127343 |
105 | 15 | 15.5923025015172 | -0.592302501517216 |
106 | 21 | 21.2343271255014 | -0.234327125501425 |
107 | 22 | 22.2341486576118 | -0.23414865761181 |
108 | 24 | 24.616139924709 | -0.616139924709003 |
109 | 19 | 20.0836483790859 | -1.0836483790859 |
110 | 24 | 25.2297450971325 | -1.22974509713246 |
111 | 23 | 23.5634988658929 | -0.56349886589289 |
112 | 27 | 26.3158901508109 | 0.684109849189114 |
113 | 1 | 0.885597584560623 | 0.114402415439377 |
114 | 24 | 24.2544323342494 | -0.254432334249378 |
115 | 11 | 9.10777372282004 | 1.89222627717996 |
116 | 27 | 26.7269240899733 | 0.273075910026651 |
117 | 22 | 22.691261622009 | -0.691261622009018 |
118 | 0 | 0.890199671597596 | -0.890199671597596 |
119 | 17 | 16.418054658799 | 0.581945341200978 |
120 | 8 | 7.27461651510075 | 0.72538348489925 |
121 | 24 | 24.1161679978016 | -0.116167997801605 |
122 | 31 | 30.3681538226325 | 0.631846177367549 |
123 | 24 | 24.4223834405136 | -0.4223834405136 |
124 | 20 | 19.0629951336047 | 0.93700486639528 |
125 | 8 | 7.80690752548643 | 0.193092474513569 |
126 | 22 | 22.1382030650919 | -0.138203065091944 |
127 | 33 | 33.2714711011052 | -0.271471101105175 |
128 | 33 | 32.9163353710577 | 0.0836646289423359 |
129 | 31 | 31.5721566193661 | -0.572156619366106 |
130 | 33 | 33.5507080900125 | -0.550708090012506 |
131 | 35 | 35.1706781830889 | -0.170678183088943 |
132 | 21 | 21.1995846768002 | -0.199584676800244 |
133 | 20 | 20.3359353860581 | -0.335935386058082 |
134 | 24 | 24.721656656416 | -0.721656656416047 |
135 | 29 | 29.1334135019133 | -0.133413501913275 |
136 | 20 | 20.2845632616302 | -0.284563261630154 |
137 | 27 | 26.7742058740771 | 0.225794125922929 |
138 | 24 | 23.1989500133325 | 0.801049986667505 |
139 | 26 | 25.8362784979416 | 0.16372150205842 |
140 | 26 | 25.2762883385995 | 0.723711661400468 |
141 | 12 | 13.2404515960842 | -1.24045159608423 |
142 | 21 | 21.6728049458269 | -0.672804945826858 |
143 | 24 | 24.2958332700972 | -0.295833270097198 |
144 | 21 | 21.2825088702003 | -0.282508870200294 |
145 | 30 | 30.2383266457525 | -0.238326645752462 |
146 | 32 | 31.5338700608974 | 0.466129939102609 |
147 | 24 | 23.7654075588672 | 0.234592441132812 |
148 | 29 | 29.4498090816443 | -0.449809081644315 |
149 | 0 | 0.843098364063292 | -0.843098364063292 |
150 | 0 | 0.873987892748717 | -0.873987892748717 |
151 | 0 | 0.843865378569455 | -0.843865378569455 |
152 | 0 | 0.844632393075618 | -0.844632393075618 |
153 | 0 | 0.843098364063292 | -0.843098364063292 |
154 | 0 | 0.843098364063292 | -0.843098364063292 |
155 | 20 | 19.9476850861566 | 0.0523149138433904 |
156 | 27 | 28.4352919522124 | -1.43529195221244 |
157 | 0 | 0.843098364063292 | -0.843098364063292 |
158 | 0 | 0.846166422087942 | -0.846166422087942 |
159 | 0 | 0.858543128406006 | -0.858543128406006 |
160 | 5 | 4.75272240832399 | 0.247277591676011 |
161 | 1 | 1.89430986808655 | -0.894309868086547 |
162 | 23 | 21.8561248140838 | 1.14387518591616 |
163 | 0 | 0.844632393075618 | -0.844632393075618 |
164 | 16 | 14.7845051005355 | 1.21549489946446 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.7896241600333 | 0.4207516799334 | 0.2103758399667 |
8 | 0.667172840699808 | 0.665654318600385 | 0.332827159300192 |
9 | 0.550201309801132 | 0.899597380397735 | 0.449798690198868 |
10 | 0.419042833866632 | 0.838085667733263 | 0.580957166133368 |
11 | 0.442365434508954 | 0.884730869017908 | 0.557634565491046 |
12 | 0.469732653353724 | 0.939465306707449 | 0.530267346646276 |
13 | 0.621919258754061 | 0.756161482491877 | 0.378080741245939 |
14 | 0.902872282102361 | 0.194255435795279 | 0.0971277178976394 |
15 | 0.865071569006873 | 0.269856861986255 | 0.134928430993127 |
16 | 0.817081010682017 | 0.365837978635965 | 0.182918989317983 |
17 | 0.794949308126756 | 0.410101383746487 | 0.205050691873244 |
18 | 0.734601492340574 | 0.530797015318852 | 0.265398507659426 |
19 | 0.684392808022058 | 0.631214383955883 | 0.315607191977942 |
20 | 0.634803130234732 | 0.730393739530536 | 0.365196869765268 |
21 | 0.568164893041933 | 0.863670213916133 | 0.431835106958067 |
22 | 0.516782430691395 | 0.966435138617211 | 0.483217569308605 |
23 | 0.461870520678414 | 0.923741041356827 | 0.538129479321586 |
24 | 0.51603619886556 | 0.96792760226888 | 0.48396380113444 |
25 | 0.450241454380308 | 0.900482908760617 | 0.549758545619692 |
26 | 0.38565820296334 | 0.771316405926679 | 0.61434179703666 |
27 | 0.323917777013875 | 0.64783555402775 | 0.676082222986125 |
28 | 0.274127241925346 | 0.548254483850692 | 0.725872758074654 |
29 | 0.241138520943484 | 0.482277041886968 | 0.758861479056516 |
30 | 0.198703806355561 | 0.397407612711122 | 0.801296193644439 |
31 | 0.164159999950691 | 0.328319999901382 | 0.835840000049309 |
32 | 0.20607471371257 | 0.41214942742514 | 0.79392528628743 |
33 | 0.165676169168595 | 0.331352338337191 | 0.834323830831405 |
34 | 0.131351344662023 | 0.262702689324046 | 0.868648655337977 |
35 | 0.110540267366941 | 0.221080534733881 | 0.889459732633059 |
36 | 0.0851734242068988 | 0.170346848413798 | 0.914826575793101 |
37 | 0.0660544836850018 | 0.132108967370004 | 0.933945516314998 |
38 | 0.0514817907474119 | 0.102963581494824 | 0.948518209252588 |
39 | 0.0380053411300067 | 0.0760106822600134 | 0.961994658869993 |
40 | 0.0288534595755541 | 0.0577069191511082 | 0.971146540424446 |
41 | 0.0235047032442869 | 0.0470094064885738 | 0.976495296755713 |
42 | 0.017424945359669 | 0.034849890719338 | 0.982575054640331 |
43 | 0.0129112664221596 | 0.0258225328443193 | 0.98708873357784 |
44 | 0.00907657026681664 | 0.0181531405336333 | 0.990923429733183 |
45 | 0.348648967896441 | 0.697297935792882 | 0.651351032103559 |
46 | 0.308657483033813 | 0.617314966067626 | 0.691342516966187 |
47 | 0.641383799496931 | 0.717232401006138 | 0.358616200503069 |
48 | 0.593457978009097 | 0.813084043981806 | 0.406542021990903 |
49 | 0.544456336630275 | 0.911087326739449 | 0.455543663369724 |
50 | 0.512949774034557 | 0.974100451930886 | 0.487050225965443 |
51 | 0.708815352333077 | 0.582369295333845 | 0.291184647666923 |
52 | 0.675065197972225 | 0.64986960405555 | 0.324934802027775 |
53 | 0.64105331609346 | 0.71789336781308 | 0.35894668390654 |
54 | 0.598472789069598 | 0.803054421860803 | 0.401527210930402 |
55 | 0.559535088105286 | 0.880929823789428 | 0.440464911894714 |
56 | 0.518899798491076 | 0.962200403017847 | 0.481100201508924 |
57 | 0.472609276161493 | 0.945218552322986 | 0.527390723838507 |
58 | 0.437959219681502 | 0.875918439363004 | 0.562040780318498 |
59 | 0.419278447641525 | 0.838556895283051 | 0.580721552358475 |
60 | 0.376476427133602 | 0.752952854267204 | 0.623523572866398 |
61 | 0.334032056422558 | 0.668064112845116 | 0.665967943577442 |
62 | 0.292292033486275 | 0.584584066972549 | 0.707707966513725 |
63 | 0.282021009625302 | 0.564042019250604 | 0.717978990374698 |
64 | 0.246599212873888 | 0.493198425747776 | 0.753400787126112 |
65 | 0.217236416042144 | 0.434472832084287 | 0.782763583957856 |
66 | 0.201160590973257 | 0.402321181946513 | 0.798839409026743 |
67 | 0.180736320177121 | 0.361472640354242 | 0.819263679822879 |
68 | 0.156825130921106 | 0.313650261842212 | 0.843174869078894 |
69 | 0.135001929475886 | 0.270003858951772 | 0.864998070524114 |
70 | 0.117616649156702 | 0.235233298313405 | 0.882383350843298 |
71 | 0.0972165231162001 | 0.1944330462324 | 0.9027834768838 |
72 | 0.0807528903741062 | 0.161505780748212 | 0.919247109625894 |
73 | 0.0655037234736225 | 0.131007446947245 | 0.934496276526377 |
74 | 0.0539706308252532 | 0.107941261650506 | 0.946029369174747 |
75 | 0.0437905466807232 | 0.0875810933614463 | 0.956209453319277 |
76 | 0.0347002215437172 | 0.0694004430874344 | 0.965299778456283 |
77 | 0.0280277131455274 | 0.0560554262910548 | 0.971972286854473 |
78 | 0.0216618583727083 | 0.0433237167454167 | 0.978338141627292 |
79 | 0.0169120779794206 | 0.0338241559588411 | 0.983087922020579 |
80 | 0.0127908271094634 | 0.0255816542189267 | 0.987209172890537 |
81 | 0.0101538736883277 | 0.0203077473766554 | 0.989846126311672 |
82 | 0.00789168017323403 | 0.0157833603464681 | 0.992108319826766 |
83 | 0.00579830265190515 | 0.0115966053038103 | 0.994201697348095 |
84 | 0.999999999991309 | 1.73817820906367e-11 | 8.69089104531835e-12 |
85 | 0.999999999983351 | 3.32972309553239e-11 | 1.66486154776619e-11 |
86 | 0.999999999963343 | 7.33141460471425e-11 | 3.66570730235712e-11 |
87 | 0.999999999920368 | 1.59264371788958e-10 | 7.9632185894479e-11 |
88 | 0.999999999850003 | 2.99993319569164e-10 | 1.49996659784582e-10 |
89 | 0.999999999999999 | 2.62657745543445e-15 | 1.31328872771723e-15 |
90 | 0.999999999999997 | 6.77642575436534e-15 | 3.38821287718267e-15 |
91 | 0.999999999999992 | 1.62033101862969e-14 | 8.10165509314846e-15 |
92 | 0.99999999999998 | 4.06105516553412e-14 | 2.03052758276706e-14 |
93 | 0.999999999999949 | 1.02099301598087e-13 | 5.10496507990433e-14 |
94 | 0.999999999999894 | 2.1275364413092e-13 | 1.0637682206546e-13 |
95 | 0.999999999999785 | 4.30235459171509e-13 | 2.15117729585754e-13 |
96 | 0.999999999999524 | 9.50930699262956e-13 | 4.75465349631478e-13 |
97 | 0.999999999999977 | 4.63777403113906e-14 | 2.31888701556953e-14 |
98 | 0.99999999999995 | 9.93944480562705e-14 | 4.96972240281352e-14 |
99 | 0.999999999999883 | 2.33290391114942e-13 | 1.16645195557471e-13 |
100 | 0.999999999999703 | 5.9340468110546e-13 | 2.9670234055273e-13 |
101 | 0.999999999999252 | 1.49563189440086e-12 | 7.47815947200431e-13 |
102 | 0.999999999998071 | 3.85713819439278e-12 | 1.92856909719639e-12 |
103 | 0.999999999995469 | 9.06293562221245e-12 | 4.53146781110623e-12 |
104 | 0.999999999988631 | 2.27384118091068e-11 | 1.13692059045534e-11 |
105 | 0.999999999975932 | 4.81353188385125e-11 | 2.40676594192563e-11 |
106 | 0.999999999943059 | 1.13881723506335e-10 | 5.69408617531673e-11 |
107 | 0.999999999865826 | 2.68348287492355e-10 | 1.34174143746177e-10 |
108 | 0.999999999731256 | 5.37487228938729e-10 | 2.68743614469364e-10 |
109 | 0.999999999763911 | 4.72177513226845e-10 | 2.36088756613423e-10 |
110 | 0.999999999861716 | 2.76568098426163e-10 | 1.38284049213082e-10 |
111 | 0.999999999726483 | 5.47033818896186e-10 | 2.73516909448093e-10 |
112 | 0.999999999563196 | 8.73608581877023e-10 | 4.36804290938512e-10 |
113 | 0.999999999268084 | 1.46383190621491e-09 | 7.31915953107457e-10 |
114 | 0.999999998318997 | 3.36200526345345e-09 | 1.68100263172672e-09 |
115 | 0.999999999979324 | 4.1351555640186e-11 | 2.0675777820093e-11 |
116 | 0.999999999944718 | 1.10563657077623e-10 | 5.52818285388115e-11 |
117 | 0.999999999871749 | 2.56502011506416e-10 | 1.28251005753208e-10 |
118 | 0.999999999747528 | 5.0494494491589e-10 | 2.52472472457945e-10 |
119 | 0.999999999772249 | 4.55501744111557e-10 | 2.27750872055778e-10 |
120 | 0.999999999880273 | 2.39453981073688e-10 | 1.19726990536844e-10 |
121 | 0.999999999684644 | 6.30712018617705e-10 | 3.15356009308853e-10 |
122 | 0.999999999337092 | 1.32581644720254e-09 | 6.62908223601271e-10 |
123 | 0.99999999872758 | 2.54483949090176e-09 | 1.27241974545088e-09 |
124 | 0.99999999913713 | 1.72573997206316e-09 | 8.62869986031582e-10 |
125 | 0.999999998820756 | 2.3584875533684e-09 | 1.1792437766842e-09 |
126 | 0.999999996796983 | 6.40603410409961e-09 | 3.2030170520498e-09 |
127 | 0.999999993096455 | 1.38070903872374e-08 | 6.90354519361868e-09 |
128 | 0.99999998304635 | 3.39073010624799e-08 | 1.69536505312399e-08 |
129 | 0.999999972055835 | 5.58883301862608e-08 | 2.79441650931304e-08 |
130 | 0.999999965760867 | 6.84782665995282e-08 | 3.42391332997641e-08 |
131 | 0.999999927841924 | 1.44316152867493e-07 | 7.21580764337465e-08 |
132 | 0.999999822379394 | 3.55241212690539e-07 | 1.77620606345269e-07 |
133 | 0.999999615560922 | 7.68878155755779e-07 | 3.84439077877889e-07 |
134 | 0.999999277404714 | 1.44519057146572e-06 | 7.22595285732859e-07 |
135 | 0.999998402719465 | 3.19456107075556e-06 | 1.59728053537778e-06 |
136 | 0.999997496727357 | 5.0065452860835e-06 | 2.50327264304175e-06 |
137 | 0.999996044031797 | 7.91193640543638e-06 | 3.95596820271819e-06 |
138 | 0.999995750954619 | 8.49809076242395e-06 | 4.24904538121197e-06 |
139 | 0.999991150329459 | 1.76993410825578e-05 | 8.84967054127889e-06 |
140 | 0.999986661508666 | 2.66769826671e-05 | 1.333849133355e-05 |
141 | 0.999978927875877 | 4.21442482448973e-05 | 2.10721241224487e-05 |
142 | 0.999947598141266 | 0.000104803717468349 | 5.24018587341747e-05 |
143 | 0.999883809545648 | 0.000232380908703865 | 0.000116190454351932 |
144 | 0.999736097465557 | 0.000527805068885008 | 0.000263902534442504 |
145 | 0.999512666844177 | 0.000974666311646855 | 0.000487333155823427 |
146 | 0.998895187333017 | 0.00220962533396694 | 0.00110481266698347 |
147 | 0.997534359605694 | 0.0049312807886122 | 0.0024656403943061 |
148 | 0.996984162323572 | 0.00603167535285627 | 0.00301583767642813 |
149 | 0.994065757954462 | 0.0118684840910759 | 0.00593424204553793 |
150 | 0.98825197042045 | 0.0234960591590998 | 0.0117480295795499 |
151 | 0.976970228073179 | 0.0460595438536429 | 0.0230297719268215 |
152 | 0.95559345004134 | 0.0888130999173202 | 0.0444065499586601 |
153 | 0.922943693270796 | 0.154112613458408 | 0.0770563067292039 |
154 | 0.873195012721328 | 0.253609974557343 | 0.126804987278672 |
155 | 0.883181959882429 | 0.233636080235142 | 0.116818040117571 |
156 | 0.999776246097764 | 0.000447507804471169 | 0.000223753902235585 |
157 | 0.999546955355013 | 0.000906089289974492 | 0.000453044644987246 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 67 | 0.443708609271523 | NOK |
5% type I error level | 80 | 0.529801324503311 | NOK |
10% type I error level | 86 | 0.56953642384106 | NOK |