Multiple Linear Regression - Estimated Regression Equation |
TotalRFC[t] = + 27446.7032785528 -0.0382799281381194TotalCompen[t] + 1.56091369781817TotalCharac[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) | 27446.7032785528 | 5653.225873 | 4.8551 | 3e-06 | 1e-06 |
TotalCompen | -0.0382799281381194 | 0.113614 | -0.3369 | 0.736608 | 0.368304 |
TotalCharac | 1.56091369781817 | 0.095467 | 16.3504 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.878986552375793 |
R-squared | 0.772617359257483 |
Adjusted R-squared | 0.769792730179936 |
F-TEST (value) | 273.528784858543 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 161 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 33470.0151143258 |
Sum Squared Residuals | 180358947792.264 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 170588 | 202463.495627237 | -31875.4956272367 |
2 | 86621 | 163645.547144199 | -77024.5471441992 |
3 | 118522 | 140777.766933916 | -22255.7669339162 |
4 | 152510 | 146020.916538952 | 6489.08346104793 |
5 | 86206 | 109309.488973112 | -23103.4889731119 |
6 | 37257 | 80000.6507915868 | -42743.6507915867 |
7 | 306055 | 257626.893460854 | 48428.106539146 |
8 | 32750 | 37270.5945286546 | -4520.59452865464 |
9 | 116502 | 116432.158958828 | 69.8410411722237 |
10 | 130539 | 130263.637878493 | 275.362121507145 |
11 | 164604 | 198024.15560844 | -33420.1556084401 |
12 | 128274 | 115754.708064058 | 12519.291935942 |
13 | 104367 | 114663.332448624 | -10296.3324486236 |
14 | 193024 | 146778.012874897 | 46245.9871251028 |
15 | 141574 | 132259.435718989 | 9314.56428101139 |
16 | 254150 | 219344.309796774 | 34805.6902032263 |
17 | 181110 | 194344.760705839 | -13234.7607058386 |
18 | 198432 | 143040.553666576 | 55391.4463334243 |
19 | 113853 | 148782.726880525 | -34929.7268805248 |
20 | 159940 | 146108.394794369 | 13831.6052056306 |
21 | 166822 | 178332.464680282 | -11510.4646802816 |
22 | 286675 | 190038.950206356 | 96636.0497936445 |
23 | 95297 | 106299.77123868 | -11002.7712386803 |
24 | 108278 | 127293.962652684 | -19015.9626526839 |
25 | 146342 | 138603.293413979 | 7738.70658602147 |
26 | 146684 | 152846.624328333 | -6162.62432833293 |
27 | 163569 | 174115.766172502 | -10546.7661725019 |
28 | 162716 | 178694.407239701 | -15978.4072397005 |
29 | 106888 | 99197.6790730935 | 7690.3209269065 |
30 | 188150 | 205155.635302201 | -17005.6353022007 |
31 | 189401 | 218646.609109255 | -29245.6091092555 |
32 | 129484 | 118123.308908696 | 11360.691091304 |
33 | 204030 | 224484.237033152 | -20454.2370331522 |
34 | 68538 | 53847.7717455414 | 14690.2282544586 |
35 | 243625 | 264683.673587942 | -21058.673587942 |
36 | 167255 | 127302.150129032 | 39952.8498709676 |
37 | 264528 | 238237.964998403 | 26290.0350015969 |
38 | 122024 | 129675.216854073 | -7651.21685407266 |
39 | 80964 | 98196.5209139418 | -17232.5209139418 |
40 | 209795 | 192719.993359449 | 17075.0066405505 |
41 | 224911 | 185756.811908227 | 39154.1880917727 |
42 | 115971 | 98743.0182722022 | 17227.9817277978 |
43 | 138191 | 177647.640615691 | -39456.6406156905 |
44 | 81106 | 83302.6061170464 | -2196.60611704644 |
45 | 93125 | 111926.858826361 | -18801.8588263613 |
46 | 307743 | 145744.42061801 | 161998.57938199 |
47 | 78800 | 115104.3722296 | -36304.3722295999 |
48 | 158835 | 146085.147533885 | 12749.852466115 |
49 | 223590 | 225544.610222536 | -1954.61022253615 |
50 | 131108 | 138848.609682441 | -7740.60968244071 |
51 | 128734 | 152206.800846821 | -23472.8008468206 |
52 | 24188 | 50709.1279445966 | -26521.1279445966 |
53 | 257677 | 202050.655559484 | 55626.3444405159 |
54 | 65029 | 65393.6353762453 | -364.635376245316 |
55 | 98066 | 97760.5005654661 | 305.499434533915 |
56 | 173587 | 164648.868320175 | 8938.13167982516 |
57 | 180042 | 193707.603265008 | -13665.6032650085 |
58 | 197266 | 233100.293107129 | -35834.2931071287 |
59 | 212120 | 237691.572276954 | -25571.5722769543 |
60 | 141582 | 104509.138956696 | 37072.8610433045 |
61 | 245107 | 256642.416959766 | -11535.4169597659 |
62 | 206879 | 253906.927444282 | -47027.9274442819 |
63 | 145696 | 111886.682309857 | 33809.3176901428 |
64 | 173535 | 141002.63508625 | 32532.3649137496 |
65 | 142064 | 180767.854869553 | -38703.8548695526 |
66 | 117926 | 159355.74605319 | -41429.7460531899 |
67 | 113461 | 121479.818697204 | -8018.81869720359 |
68 | 145285 | 154705.599498737 | -9420.59949873653 |
69 | 150999 | 137209.302039157 | 13789.6979608434 |
70 | 91838 | 127373.713012 | -35535.7130120001 |
71 | 118807 | 124540.055328083 | -5733.05532808269 |
72 | 69471 | 63768.0958007449 | 5702.9041992551 |
73 | 126630 | 140454.017700696 | -13824.0177006965 |
74 | 145908 | 124128.419691646 | 21779.5803083545 |
75 | 102896 | 113856.769086539 | -10960.7690865389 |
76 | 190926 | 151733.237247826 | 39192.7627521736 |
77 | 198797 | 208417.230262086 | -9620.23026208622 |
78 | 112566 | 130075.829823782 | -17509.8298237817 |
79 | 89318 | 104543.59208151 | -15225.5920815101 |
80 | 120362 | 109606.173561728 | 10755.8264382718 |
81 | 98791 | 106274.334254565 | -7483.33425456543 |
82 | 283982 | 188369.918568554 | 95612.0814314462 |
83 | 132798 | 128969.871802407 | 3828.12819759305 |
84 | 137875 | 144931.930951693 | -7056.93095169341 |
85 | 80953 | 112365.714216188 | -31412.7142161875 |
86 | 109237 | 66120.8280559977 | 43116.1719440023 |
87 | 98724 | 110973.169879706 | -12249.1698797058 |
88 | 226191 | 156423.819771191 | 69767.1802288091 |
89 | 172071 | 181393.665964559 | -9322.66596455907 |
90 | 118174 | 116719.778690873 | 1454.22130912729 |
91 | 133561 | 125088.08058842 | 8472.9194115801 |
92 | 152193 | 153980.382233655 | -1787.3822336551 |
93 | 112004 | 104062.211774293 | 7941.78822570699 |
94 | 169613 | 134014.718504544 | 35598.2814954561 |
95 | 187483 | 155753.890460306 | 31729.1095396936 |
96 | 130533 | 143120.297564141 | -12587.2975641409 |
97 | 142339 | 201579.798326439 | -59240.7983264393 |
98 | 201941 | 240249.966487981 | -38308.9664879815 |
99 | 201744 | 196037.201568522 | 5706.79843147771 |
100 | 247024 | 264975.592526389 | -17951.5925263893 |
101 | 162502 | 153578.337619937 | 8923.66238006276 |
102 | 182581 | 221905.612940791 | -39324.6129407906 |
103 | 106351 | 97579.1016825997 | 8771.89831740026 |
104 | 43287 | 56412.6923106808 | -13125.6923106808 |
105 | 127493 | 131064.82758819 | -3571.82758818982 |
106 | 127930 | 159234.201329947 | -31304.2013299467 |
107 | 149006 | 162086.987862846 | -13080.9878628457 |
108 | 187714 | 174154.483627417 | 13559.5163725827 |
109 | 74112 | 154206.228380473 | -80094.2283804727 |
110 | 94006 | 68144.6132937842 | 25861.3867062158 |
111 | 176625 | 195507.990748247 | -18882.9907482467 |
112 | 141933 | 138769.818644043 | 3163.18135595746 |
113 | 22938 | 36519.2892314434 | -13581.2892314434 |
114 | 125927 | 132198.754775509 | -6271.75477550943 |
115 | 61857 | 64897.5898300466 | -3040.58983004661 |
116 | 91290 | 75020.7800963412 | 16269.2199036588 |
117 | 255100 | 260387.927763967 | -5287.92776396673 |
118 | 21054 | 37750.3444469466 | -16696.3444469466 |
119 | 174150 | 170406.59061508 | 3743.40938492049 |
120 | 31414 | 47440.1635077531 | -16026.1635077531 |
121 | 189461 | 199919.093155892 | -10458.0931558917 |
122 | 137544 | 113673.72899285 | 23870.2710071497 |
123 | 77166 | 50598.0250260671 | 26567.9749739329 |
124 | 74567 | 87749.6457299256 | -13182.6457299256 |
125 | 38214 | 48937.1297055886 | -10723.1297055886 |
126 | 90961 | 106665.779077318 | -15704.7790773182 |
127 | 194652 | 180394.595680882 | 14257.4043191176 |
128 | 135261 | 159310.523795193 | -24049.5237951934 |
129 | 248590 | 229164.819196507 | 19425.1808034929 |
130 | 201748 | 227490.343868432 | -25742.3438684319 |
131 | 256402 | 269496.267298085 | -13094.2672980847 |
132 | 139144 | 144702.002306182 | -5558.00230618179 |
133 | 76470 | 102794.811836541 | -26324.8118365409 |
134 | 193518 | 128404.406944592 | 65113.593055408 |
135 | 280334 | 223011.487515068 | 57322.5124849323 |
136 | 50999 | 35614.5439294819 | 15384.4560705181 |
137 | 254825 | 178755.678893843 | 76069.3211061572 |
138 | 103239 | 93068.2628189578 | 10170.7371810422 |
139 | 168059 | 194200.433687151 | -26141.4336871508 |
140 | 136709 | 126126.333303913 | 10582.666696087 |
141 | 78256 | 39028.6342083992 | 39227.3657916008 |
142 | 249232 | 177304.366183874 | 71927.6338161259 |
143 | 152366 | 155954.345602537 | -3588.34560253697 |
144 | 173260 | 43036.7555344614 | 130223.244465539 |
145 | 197197 | 167581.618275593 | 29615.3817244065 |
146 | 68388 | 76964.6283410391 | -8576.62834103907 |
147 | 139409 | 169791.75457161 | -30382.7545716099 |
148 | 185366 | 193863.732235575 | -8497.73223557455 |
149 | 0 | 27446.7032785528 | -27446.7032785528 |
150 | 14688 | 39630.0899101248 | -24942.0899101248 |
151 | 98 | 27446.7032785528 | -27348.7032785528 |
152 | 455 | 27446.7032785528 | -26991.7032785528 |
153 | 0 | 27446.7032785528 | -27446.7032785528 |
154 | 0 | 27446.7032785528 | -27446.7032785528 |
155 | 137885 | 124994.690949253 | 12890.3090507472 |
156 | 185288 | 194975.484386351 | -9687.48438635123 |
157 | 0 | 27446.7032785528 | -27446.7032785528 |
158 | 203 | 27446.7032785528 | -27243.7032785528 |
159 | 7199 | 34009.8497239319 | -26810.8497239319 |
160 | 46660 | 60783.8643289584 | -14123.8643289584 |
161 | 17547 | 39268.6243429479 | -21721.6243429479 |
162 | 73567 | 43166.8369669623 | 30400.1630330377 |
163 | 969 | 27446.7032785528 | -26477.7032785528 |
164 | 105477 | 89936.7258195959 | 15540.274180404 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 0.537326869752233 | 0.925346260495534 | 0.462673130247767 |
7 | 0.781008666951469 | 0.437982666097062 | 0.218991333048531 |
8 | 0.817410528745612 | 0.365178942508775 | 0.182589471254388 |
9 | 0.739944665524097 | 0.520110668951806 | 0.260055334475903 |
10 | 0.672880765050664 | 0.654238469898671 | 0.327119234949336 |
11 | 0.59618342287331 | 0.807633154253379 | 0.403816577126689 |
12 | 0.548992574894059 | 0.902014850211882 | 0.451007425105941 |
13 | 0.456552415542927 | 0.913104831085855 | 0.543447584457073 |
14 | 0.614733582559302 | 0.770532834881395 | 0.385266417440698 |
15 | 0.581158689034354 | 0.837682621931293 | 0.418841310965646 |
16 | 0.58219478112742 | 0.83561043774516 | 0.41780521887258 |
17 | 0.529135158857492 | 0.941729682285015 | 0.470864841142508 |
18 | 0.665418751099249 | 0.669162497801502 | 0.334581248900751 |
19 | 0.667002229172355 | 0.665995541655291 | 0.332997770827645 |
20 | 0.612537952642406 | 0.774924094715189 | 0.387462047357594 |
21 | 0.552114487143515 | 0.895771025712971 | 0.447885512856485 |
22 | 0.870557710223538 | 0.258884579552923 | 0.129442289776462 |
23 | 0.83376611838355 | 0.332467763232899 | 0.16623388161645 |
24 | 0.796091038148027 | 0.407817923703946 | 0.203908961851973 |
25 | 0.750066404918991 | 0.499867190162018 | 0.249933595081009 |
26 | 0.700144423892157 | 0.599711152215685 | 0.299855576107843 |
27 | 0.655159343032356 | 0.689681313935288 | 0.344840656967644 |
28 | 0.622077601408287 | 0.755844797183425 | 0.377922398591713 |
29 | 0.570949043111989 | 0.858101913776023 | 0.429050956888011 |
30 | 0.548511993811518 | 0.902976012376964 | 0.451488006188482 |
31 | 0.544532894941851 | 0.910934210116299 | 0.455467105058149 |
32 | 0.498910764577884 | 0.997821529155767 | 0.501089235422116 |
33 | 0.475500373043246 | 0.951000746086492 | 0.524499626956754 |
34 | 0.441356971315488 | 0.882713942630977 | 0.558643028684512 |
35 | 0.410486699671279 | 0.820973399342557 | 0.589513300328721 |
36 | 0.431582404106382 | 0.863164808212764 | 0.568417595893618 |
37 | 0.400812911829316 | 0.801625823658632 | 0.599187088170684 |
38 | 0.352125191097144 | 0.704250382194287 | 0.647874808902856 |
39 | 0.317395139714385 | 0.634790279428771 | 0.682604860285615 |
40 | 0.280718552137711 | 0.561437104275422 | 0.719281447862289 |
41 | 0.289535923545811 | 0.579071847091623 | 0.710464076454189 |
42 | 0.25780513204061 | 0.51561026408122 | 0.74219486795939 |
43 | 0.285242964726134 | 0.570485929452268 | 0.714757035273866 |
44 | 0.24231981039693 | 0.48463962079386 | 0.75768018960307 |
45 | 0.213277734071915 | 0.426555468143829 | 0.786722265928085 |
46 | 0.97014758526131 | 0.05970482947738 | 0.02985241473869 |
47 | 0.969571475728301 | 0.0608570485433979 | 0.0304285242716989 |
48 | 0.961236233252129 | 0.0775275334957421 | 0.0387637667478711 |
49 | 0.951826764582226 | 0.0963464708355481 | 0.048173235417774 |
50 | 0.93925827687975 | 0.121483446240499 | 0.0607417231202497 |
51 | 0.930904262144485 | 0.138191475711029 | 0.0690957378555147 |
52 | 0.920426533137842 | 0.159146933724315 | 0.0795734668621577 |
53 | 0.94054621614363 | 0.118907567712741 | 0.0594537838563704 |
54 | 0.925282936218496 | 0.149434127563008 | 0.0747170637815042 |
55 | 0.907402151870105 | 0.185195696259791 | 0.0925978481298954 |
56 | 0.887233677035791 | 0.225532645928417 | 0.112766322964209 |
57 | 0.873336441788855 | 0.25332711642229 | 0.126663558211145 |
58 | 0.883159537602694 | 0.233680924794611 | 0.116840462397306 |
59 | 0.873576922117627 | 0.252846155764746 | 0.126423077882373 |
60 | 0.876019153467313 | 0.247961693065374 | 0.123980846532687 |
61 | 0.855600686490337 | 0.288798627019327 | 0.144399313509663 |
62 | 0.881941620006179 | 0.236116759987643 | 0.118058379993821 |
63 | 0.881614509000124 | 0.236770981999752 | 0.118385490999876 |
64 | 0.877589675073328 | 0.244820649853343 | 0.122410324926672 |
65 | 0.884701204347051 | 0.230597591305898 | 0.115298795652949 |
66 | 0.893001435538358 | 0.213997128923284 | 0.106998564461642 |
67 | 0.873731179003277 | 0.252537641993446 | 0.126268820996723 |
68 | 0.850555478894395 | 0.298889042211211 | 0.149444521105605 |
69 | 0.826385069997436 | 0.347229860005129 | 0.173614930002564 |
70 | 0.83074188832694 | 0.338516223346121 | 0.16925811167306 |
71 | 0.801569421479673 | 0.396861157040653 | 0.198430578520327 |
72 | 0.769343040110462 | 0.461313919779076 | 0.230656959889538 |
73 | 0.739942247498435 | 0.520115505003131 | 0.260057752501565 |
74 | 0.716027736146134 | 0.567944527707732 | 0.283972263853866 |
75 | 0.681522959275503 | 0.636954081448994 | 0.318477040724497 |
76 | 0.692143118822092 | 0.615713762355815 | 0.307856881177908 |
77 | 0.654898347410603 | 0.690203305178793 | 0.345101652589397 |
78 | 0.633989756776336 | 0.732020486447328 | 0.366010243223664 |
79 | 0.600010446684287 | 0.799979106631426 | 0.399989553315713 |
80 | 0.559950552393654 | 0.880098895212692 | 0.440049447606346 |
81 | 0.517521035356462 | 0.964957929287076 | 0.482478964643538 |
82 | 0.796552022289884 | 0.406895955420232 | 0.203447977710116 |
83 | 0.763499917965527 | 0.473000164068946 | 0.236500082034473 |
84 | 0.728855154279204 | 0.542289691441593 | 0.271144845720796 |
85 | 0.723727779795349 | 0.552544440409303 | 0.276272220204651 |
86 | 0.746517043996124 | 0.506965912007752 | 0.253482956003876 |
87 | 0.714049141933067 | 0.571901716133865 | 0.285950858066933 |
88 | 0.826761674043903 | 0.346476651912195 | 0.173238325956097 |
89 | 0.798231257664345 | 0.403537484671311 | 0.201768742335655 |
90 | 0.764811169014604 | 0.470377661970791 | 0.235188830985396 |
91 | 0.730931224947999 | 0.538137550104002 | 0.269068775052001 |
92 | 0.692067789265951 | 0.615864421468098 | 0.307932210734049 |
93 | 0.653326126106504 | 0.693347747786993 | 0.346673873893496 |
94 | 0.659694110872181 | 0.680611778255639 | 0.340305889127819 |
95 | 0.657087742370033 | 0.685824515259934 | 0.342912257629967 |
96 | 0.619462744994839 | 0.761074510010321 | 0.380537255005161 |
97 | 0.704276061154916 | 0.591447877690169 | 0.295723938845084 |
98 | 0.715348307469243 | 0.569303385061514 | 0.284651692530757 |
99 | 0.676066891119463 | 0.647866217761074 | 0.323933108880537 |
100 | 0.646321601007879 | 0.707356797984241 | 0.353678398992121 |
101 | 0.604828368779874 | 0.790343262440251 | 0.395171631220126 |
102 | 0.625141209611987 | 0.749717580776026 | 0.374858790388013 |
103 | 0.583502141757166 | 0.832995716485668 | 0.416497858242834 |
104 | 0.545191343746292 | 0.909617312507417 | 0.454808656253708 |
105 | 0.498950687300781 | 0.997901374601562 | 0.501049312699219 |
106 | 0.495090124279452 | 0.990180248558905 | 0.504909875720548 |
107 | 0.456669598237026 | 0.913339196474051 | 0.543330401762974 |
108 | 0.415742457072799 | 0.831484914145598 | 0.584257542927201 |
109 | 0.776208541934341 | 0.447582916131318 | 0.223791458065659 |
110 | 0.754380247475175 | 0.491239505049649 | 0.245619752524825 |
111 | 0.741770661022086 | 0.516458677955828 | 0.258229338977914 |
112 | 0.700666009308135 | 0.598667981383731 | 0.299333990691865 |
113 | 0.663767358168237 | 0.672465283663526 | 0.336232641831763 |
114 | 0.619829490604836 | 0.760341018790328 | 0.380170509395164 |
115 | 0.572446090849855 | 0.855107818300291 | 0.427553909150145 |
116 | 0.542042581032505 | 0.915914837934989 | 0.457957418967495 |
117 | 0.49402890885421 | 0.98805781770842 | 0.50597109114579 |
118 | 0.453021813446769 | 0.906043626893538 | 0.546978186553231 |
119 | 0.406648860384492 | 0.813297720768984 | 0.593351139615508 |
120 | 0.366250181452075 | 0.73250036290415 | 0.633749818547925 |
121 | 0.321564886117441 | 0.643129772234881 | 0.678435113882559 |
122 | 0.286554909540141 | 0.573109819080283 | 0.713445090459859 |
123 | 0.254465039262019 | 0.508930078524039 | 0.745534960737981 |
124 | 0.231681739850369 | 0.463363479700738 | 0.768318260149631 |
125 | 0.196056028163401 | 0.392112056326802 | 0.803943971836599 |
126 | 0.178831448523389 | 0.357662897046779 | 0.821168551476611 |
127 | 0.150437021431995 | 0.30087404286399 | 0.849562978568005 |
128 | 0.14515758596511 | 0.29031517193022 | 0.85484241403489 |
129 | 0.126426396920451 | 0.252852793840902 | 0.873573603079549 |
130 | 0.120706396808802 | 0.241412793617605 | 0.879293603191198 |
131 | 0.193190811355637 | 0.386381622711274 | 0.806809188644363 |
132 | 0.162001646306217 | 0.324003292612435 | 0.837998353693783 |
133 | 0.150090711327705 | 0.30018142265541 | 0.849909288672295 |
134 | 0.192980483527781 | 0.385960967055561 | 0.807019516472219 |
135 | 0.217901954626722 | 0.435803909253445 | 0.782098045373278 |
136 | 0.183998295388569 | 0.367996590777138 | 0.816001704611431 |
137 | 0.249123955330591 | 0.498247910661182 | 0.750876044669409 |
138 | 0.204336111026896 | 0.408672222053792 | 0.795663888973104 |
139 | 0.181561410396738 | 0.363122820793476 | 0.818438589603262 |
140 | 0.147789231605424 | 0.295578463210847 | 0.852210768394576 |
141 | 0.138012355421341 | 0.276024710842682 | 0.861987644578659 |
142 | 0.270829905568576 | 0.541659811137152 | 0.729170094431424 |
143 | 0.221094537459283 | 0.442189074918566 | 0.778905462540717 |
144 | 0.996753637383641 | 0.0064927252327183 | 0.00324636261635915 |
145 | 0.998274387994588 | 0.00345122401082323 | 0.00172561200541161 |
146 | 0.996512895496565 | 0.00697420900686925 | 0.00348710450343462 |
147 | 0.99848798400759 | 0.00302403198482067 | 0.00151201599241033 |
148 | 0.999997004059602 | 5.99188079591746e-06 | 2.99594039795873e-06 |
149 | 0.999989364170356 | 2.12716592884022e-05 | 1.06358296442011e-05 |
150 | 0.999967630661894 | 6.47386762130141e-05 | 3.2369338106507e-05 |
151 | 0.999891411144139 | 0.000217177711721918 | 0.000108588855860959 |
152 | 0.999646055554729 | 0.000707888890542108 | 0.000353944445271054 |
153 | 0.998912524907961 | 0.00217495018407789 | 0.00108747509203894 |
154 | 0.996831373688207 | 0.00633725262358542 | 0.00316862631179271 |
155 | 0.99047388774803 | 0.0190522245039403 | 0.00952611225197017 |
156 | 0.975646758721466 | 0.0487064825570688 | 0.0243532412785344 |
157 | 0.941418388879527 | 0.117163222240946 | 0.058581611120473 |
158 | 0.871150891744002 | 0.257698216511996 | 0.128849108255998 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 11 | 0.0718954248366013 | NOK |
5% type I error level | 13 | 0.0849673202614379 | NOK |
10% type I error level | 17 | 0.111111111111111 | NOK |