Multiple Linear Regression - Estimated Regression Equation |
C[t] = + 3.97524135649533 + 0.063896826894792A[t] -0.106311579368629B[t] -0.000622803574661209t + 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) | 3.97524135649533 | 0.487994 | 8.1461 | 0 | 0 |
A | 0.063896826894792 | 0.113239 | 0.5643 | 0.573375 | 0.286687 |
B | -0.106311579368629 | 0.137229 | -0.7747 | 0.439674 | 0.219837 |
t | -0.000622803574661209 | 0.00141 | -0.4417 | 0.65933 | 0.329665 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.0729918591886978 |
R-squared | 0.00532781150782269 |
Adjusted R-squared | -0.0135583692863326 |
F-TEST (value) | 0.28210105398713 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 158 |
p-value | 0.83826563642622 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.832628671660947 |
Sum Squared Residuals | 109.536739769756 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 3 | 3.84737429549916 | -0.847374295499162 |
2 | 5 | 3.80433673945066 | 1.19566326054934 |
3 | 3 | 3.86761076277079 | -0.867610762770788 |
4 | 3 | 3.80309113230133 | -0.803091132301335 |
5 | 4 | 3.73857150183188 | 0.261428498168119 |
6 | 5 | 3.84426027762585 | 1.15573972237415 |
7 | 4 | 3.69491114220872 | 0.305088857791278 |
8 | 4 | 3.80059991800269 | 0.19940008199731 |
9 | 4 | 3.84239186690187 | 0.157608133098135 |
10 | 4 | 3.905665890222 | 0.0943341097780041 |
11 | 4 | 3.79873150727871 | 0.201268492721294 |
12 | 5 | 3.79810870370404 | 1.20189129629596 |
13 | 2 | 3.79748590012938 | -1.79748590012938 |
14 | 4 | 3.79686309655472 | 0.203136903445278 |
15 | 5 | 3.79624029298006 | 1.20375970701994 |
16 | 4 | 3.7956174894054 | 0.2043825105946 |
17 | 4 | 3.79499468583074 | 0.205005314169261 |
18 | 4 | 3.75195712978224 | 0.248042870217759 |
19 | 4 | 3.85764590557621 | 0.142354094423792 |
20 | 5 | 3.79312627510675 | 1.20687372489325 |
21 | 4 | 3.79250347153209 | 0.207496528467906 |
22 | 3 | 3.79188066795743 | -0.791880667957433 |
23 | 3 | 3.74884311190893 | -0.748843111908935 |
24 | 3 | 3.79063506080811 | -0.79063506080811 |
25 | 5 | 3.79001225723345 | 1.20998774276655 |
26 | 2 | 3.78938945365879 | -1.78938945365879 |
27 | 4 | 3.78876665008413 | 0.211233349915873 |
28 | 4 | 3.78814384650947 | 0.211856153490535 |
29 | 4 | 3.7875210429348 | 0.212478957065196 |
30 | 3 | 3.72300141246535 | -0.723001412465351 |
31 | 4 | 3.72237860889069 | 0.27762139110931 |
32 | 3 | 3.82806738468466 | -0.828067384684657 |
33 | 4 | 3.78502982863616 | 0.214970171363841 |
34 | 4 | 3.7844070250615 | 0.215592974938502 |
35 | 4 | 3.82619897396067 | 0.173801026039326 |
36 | 4 | 3.76167934349122 | 0.23832065650878 |
37 | 2 | 3.93126494617998 | -1.93126494617998 |
38 | 4 | 3.82433056323669 | 0.17566943676331 |
39 | 5 | 3.78129300718819 | 1.21870699281181 |
40 | 3 | 3.78067020361353 | -0.780670203613531 |
41 | 4 | 3.78004740003887 | 0.21995259996113 |
42 | 4 | 3.77942459646421 | 0.220575403535791 |
43 | 5 | 3.73638704041571 | 1.26361295958429 |
44 | 3 | 3.71428216242009 | -0.714282162420094 |
45 | 4 | 3.71365935884543 | 0.286340641154567 |
46 | 3 | 3.71303655527077 | -0.713036555270772 |
47 | 4 | 3.88262215795953 | 0.117377842040469 |
48 | 4 | 3.77568777501624 | 0.224312224983759 |
49 | 5 | 3.77506497144158 | 1.22493502855842 |
50 | 4 | 3.81685692034076 | 0.183143079659244 |
51 | 3 | 3.77381936429226 | -0.773819364292258 |
52 | 3 | 3.81561131319143 | -0.815611313191433 |
53 | 4 | 3.81498850961677 | 0.185011490383228 |
54 | 3 | 3.66563937419965 | -0.665639374199645 |
55 | 4 | 3.92005448183608 | 0.0799455181639218 |
56 | 4 | 3.77070534641895 | 0.229294653581048 |
57 | 4 | 3.77008254284429 | 0.22991745715571 |
58 | 3 | 3.76945973926963 | -0.769459739269629 |
59 | 3 | 3.93904534195839 | -0.939045341958389 |
60 | 3 | 3.76821413212031 | -0.768214132120307 |
61 | 3 | 3.81000608101948 | -0.810006081019482 |
62 | 4 | 3.76696852497098 | 0.233031475029016 |
63 | 4 | 3.76634572139632 | 0.233654278603677 |
64 | 4 | 3.70182609092687 | 0.29817390907313 |
65 | 4 | 3.765100114247 | 0.234899885752999 |
66 | 3 | 3.70058048377755 | -0.700580483777547 |
67 | 3 | 3.72143975462384 | -0.721439754623841 |
68 | 3 | 3.65692012415439 | -0.656920124154388 |
69 | 4 | 3.80502365242219 | 0.194976347577807 |
70 | 4 | 3.76198609637369 | 0.238013903626305 |
71 | 4 | 3.73988121837808 | 0.260118781621922 |
72 | 5 | 3.69684366232958 | 1.30315633767042 |
73 | 4 | 3.71770293317587 | 0.282297066824126 |
74 | 4 | 3.65318330270642 | 0.346816697293579 |
75 | 3 | 3.75887207850039 | -0.758872078500389 |
76 | 4 | 3.82214610182052 | 0.177853898179481 |
77 | 5 | 3.75762647135107 | 1.24237352864893 |
78 | 3 | 3.7570036677764 | -0.757003667776405 |
79 | 5 | 3.69248403730695 | 1.30751596269305 |
80 | 4 | 3.75575806062708 | 0.244241939372917 |
81 | 4 | 3.69123843015763 | 0.308761569842371 |
82 | 4 | 3.71209770100392 | 0.287902298996077 |
83 | 3 | 3.7538896499031 | -0.753889649903099 |
84 | 4 | 3.75326684632844 | 0.246733153671562 |
85 | 4 | 3.75264404275378 | 0.247355957246223 |
86 | 4 | 3.75202123917912 | 0.247978760820885 |
87 | 4 | 3.68750160870966 | 0.312498391290338 |
88 | 4 | 3.75077563202979 | 0.249224367970207 |
89 | 4 | 3.75015282845513 | 0.249847171544868 |
90 | 1 | 3.68563319798568 | -2.68563319798568 |
91 | 5 | 3.79132197377965 | 1.20867802622035 |
92 | 4 | 3.81218124462594 | 0.18781875537406 |
93 | 4 | 3.74766161415649 | 0.252338385843513 |
94 | 4 | 3.74703881058183 | 0.252961189418174 |
95 | 4 | 3.68251918011237 | 0.317480819887628 |
96 | 4 | 3.7457932034325 | 0.254206796567497 |
97 | 2 | 3.74517039985784 | -1.74517039985784 |
98 | 4 | 3.74454759628318 | 0.255452403716819 |
99 | 4 | 3.74392479270852 | 0.25607520729148 |
100 | 4 | 3.74330198913386 | 0.256698010866142 |
101 | 4 | 3.7426791855592 | 0.257320814440803 |
102 | 3 | 3.57184797572112 | -0.571847975721115 |
103 | 5 | 3.69901882593604 | 1.30098117406396 |
104 | 3 | 3.67691394794042 | -0.676913947940421 |
105 | 4 | 3.74018797126055 | 0.259812028739448 |
106 | 2 | 3.78197992015973 | -1.78197992015973 |
107 | 4 | 3.73894236411123 | 0.26105763588877 |
108 | 5 | 3.73831956053657 | 1.26168043946343 |
109 | 2 | 3.67379993006712 | -1.67379993006712 |
110 | 4 | 3.88580028522971 | 0.114199714770288 |
111 | 4 | 3.73645114981259 | 0.263548850187415 |
112 | 4 | 3.73582834623792 | 0.264171653762076 |
113 | 3 | 3.79910236955805 | -0.799102369558055 |
114 | 4 | 3.77699749156244 | 0.223002508437562 |
115 | 5 | 3.60616628172436 | 1.39383371827564 |
116 | 3 | 3.79723395883407 | -0.797233958834071 |
117 | 4 | 3.77512908083845 | 0.224870919161545 |
118 | 4 | 3.73209152478996 | 0.267908475210043 |
119 | 4 | 3.6675718943205 | 0.332428105679497 |
120 | 4 | 3.73084591764063 | 0.269154082359366 |
121 | 2 | 3.66632628717118 | -1.66632628717118 |
122 | 3 | 3.72960031049131 | -0.729600310491312 |
123 | 4 | 3.66508068002186 | 0.334919319978141 |
124 | 4 | 3.72835470334199 | 0.271645296658011 |
125 | 4 | 3.66383507287254 | 0.336164927127464 |
126 | 3 | 3.72710909619267 | -0.727109096192667 |
127 | 4 | 3.72648629261801 | 0.273513707381994 |
128 | 4 | 3.72586348904334 | 0.274136510956655 |
129 | 5 | 3.66134385857389 | 1.33865614142611 |
130 | 4 | 3.76703263436786 | 0.232967365632141 |
131 | 3 | 3.72399507831936 | -0.723995078319361 |
132 | 3 | 3.76578702721854 | -0.765787027218536 |
133 | 4 | 3.72274947117004 | 0.277250528829961 |
134 | 4 | 3.76454142006921 | 0.235458579930786 |
135 | 4 | 3.82781544338934 | 0.172184556610655 |
136 | 5 | 3.82719263981468 | 1.17280736018532 |
137 | 3 | 3.6563614299766 | -0.656361429976602 |
138 | 4 | 3.71963545329673 | 0.280364546703268 |
139 | 3 | 3.65511582282728 | -0.655115822827279 |
140 | 4 | 3.65449301925262 | 0.345506980747382 |
141 | 2 | 3.76018179504659 | -1.76018179504659 |
142 | 3 | 3.71714423899809 | -0.717144238998088 |
143 | 5 | 3.78041826231822 | 1.21958173768178 |
144 | 1 | 3.67348387937493 | -2.67348387937493 |
145 | 4 | 3.7152758282741 | 0.284724171725896 |
146 | 5 | 3.75706777717328 | 1.24293222282672 |
147 | 4 | 3.77792704801957 | 0.222072951980426 |
148 | 3 | 3.75582217002396 | -0.755822170023957 |
149 | 3 | 3.71278461397546 | -0.712784613975459 |
150 | 2 | 3.64826498350601 | -1.64826498350601 |
151 | 4 | 3.69005693240518 | 0.309943067594819 |
152 | 4 | 3.71091620325148 | 0.289083796748524 |
153 | 5 | 3.71029339967681 | 1.28970660032319 |
154 | 3 | 3.70967059610215 | -0.709670596102153 |
155 | 2 | 3.6451509656327 | -1.6451509656327 |
156 | 5 | 3.75083974142667 | 1.24916025857333 |
157 | 4 | 3.77169901227296 | 0.228300987727038 |
158 | 5 | 3.68569730738255 | 1.31430269261745 |
159 | 5 | 3.64265975133406 | 1.35734024866594 |
160 | 4 | 3.70593377465419 | 0.294066225345814 |
161 | 4 | 3.74772572355336 | 0.252274276446639 |
162 | 4 | 3.70468816750486 | 0.295311832495137 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.864079543342206 | 0.271840913315589 | 0.135920456657794 |
8 | 0.769070855014376 | 0.461858289971248 | 0.230929144985624 |
9 | 0.6740532432261 | 0.6518935135478 | 0.3259467567739 |
10 | 0.552478658327377 | 0.895042683345246 | 0.447521341672623 |
11 | 0.437013220096973 | 0.874026440193946 | 0.562986779903027 |
12 | 0.410080863743161 | 0.820161727486322 | 0.589919136256839 |
13 | 0.83965120997393 | 0.32069758005214 | 0.16034879002607 |
14 | 0.778848269251962 | 0.442303461496076 | 0.221151730748038 |
15 | 0.793736534797745 | 0.412526930404511 | 0.206263465202255 |
16 | 0.730141444220009 | 0.539717111559982 | 0.269858555779991 |
17 | 0.66001118165791 | 0.679977636684181 | 0.33998881834209 |
18 | 0.584357902835157 | 0.831284194329687 | 0.415642097164843 |
19 | 0.50788116462357 | 0.98423767075286 | 0.49211883537643 |
20 | 0.489708486358273 | 0.979416972716545 | 0.510291513641727 |
21 | 0.433500599560993 | 0.867001199121985 | 0.566499400439007 |
22 | 0.518811415446111 | 0.962377169107778 | 0.481188584553889 |
23 | 0.517671669313048 | 0.964656661373903 | 0.482328330686952 |
24 | 0.533824294451791 | 0.932351411096417 | 0.466175705548209 |
25 | 0.571776719800854 | 0.856446560398292 | 0.428223280199146 |
26 | 0.784019867301633 | 0.431960265396733 | 0.215980132698367 |
27 | 0.738653293181229 | 0.522693413637543 | 0.261346706818771 |
28 | 0.68869522901093 | 0.622609541978141 | 0.31130477098907 |
29 | 0.63504212616579 | 0.72991574766842 | 0.36495787383421 |
30 | 0.634701320094749 | 0.730597359810503 | 0.365298679905251 |
31 | 0.581753186181178 | 0.836493627637644 | 0.418246813818822 |
32 | 0.565815769780155 | 0.86836846043969 | 0.434184230219845 |
33 | 0.518874130066259 | 0.962251739867481 | 0.481125869933741 |
34 | 0.47045543367507 | 0.94091086735014 | 0.52954456632493 |
35 | 0.419351857813484 | 0.838703715626969 | 0.580648142186516 |
36 | 0.367228972854483 | 0.734457945708965 | 0.632771027145517 |
37 | 0.496242162027008 | 0.992484324054015 | 0.503757837972992 |
38 | 0.459145950852623 | 0.918291901705247 | 0.540854049147377 |
39 | 0.542492808216536 | 0.915014383566928 | 0.457507191783464 |
40 | 0.525345801256166 | 0.949308397487669 | 0.474654198743834 |
41 | 0.479600406014263 | 0.959200812028526 | 0.520399593985737 |
42 | 0.433431948440044 | 0.866863896880088 | 0.566568051559956 |
43 | 0.481999936271147 | 0.963999872542294 | 0.518000063728853 |
44 | 0.482683513001887 | 0.965367026003774 | 0.517316486998113 |
45 | 0.434888327594014 | 0.869776655188027 | 0.565111672405986 |
46 | 0.425415771877669 | 0.850831543755337 | 0.574584228122331 |
47 | 0.38973323927828 | 0.77946647855656 | 0.61026676072172 |
48 | 0.345941496911693 | 0.691882993823386 | 0.654058503088307 |
49 | 0.401385382242663 | 0.802770764485326 | 0.598614617757337 |
50 | 0.360368108614288 | 0.720736217228576 | 0.639631891385712 |
51 | 0.358069358912076 | 0.716138717824151 | 0.641930641087924 |
52 | 0.34198213192938 | 0.683964263858759 | 0.65801786807062 |
53 | 0.306455500264619 | 0.612911000529239 | 0.693544499735381 |
54 | 0.304697407136174 | 0.609394814272349 | 0.695302592863825 |
55 | 0.273377714671887 | 0.546755429343773 | 0.726622285328113 |
56 | 0.237553732671323 | 0.475107465342646 | 0.762446267328677 |
57 | 0.204412380851184 | 0.408824761702369 | 0.795587619148816 |
58 | 0.198065950991879 | 0.396131901983758 | 0.801934049008121 |
59 | 0.197729578410035 | 0.39545915682007 | 0.802270421589965 |
60 | 0.188439143659301 | 0.376878287318603 | 0.811560856340699 |
61 | 0.181662042914939 | 0.363324085829879 | 0.818337957085061 |
62 | 0.156819159575446 | 0.313638319150893 | 0.843180840424554 |
63 | 0.133937529427956 | 0.267875058855912 | 0.866062470572044 |
64 | 0.11370739254789 | 0.22741478509578 | 0.88629260745211 |
65 | 0.0951251863172105 | 0.190250372634421 | 0.90487481368279 |
66 | 0.0887994486252154 | 0.177598897250431 | 0.911200551374785 |
67 | 0.0833643177281376 | 0.166728635456275 | 0.916635682271862 |
68 | 0.0753543830463755 | 0.150708766092751 | 0.924645616953625 |
69 | 0.0644405945907532 | 0.128881189181506 | 0.935559405409247 |
70 | 0.0535913696184926 | 0.107182739236985 | 0.946408630381507 |
71 | 0.0445653016887981 | 0.0891306033775962 | 0.955434698311202 |
72 | 0.0651779996550436 | 0.130355999310087 | 0.934822000344956 |
73 | 0.0538250439988198 | 0.10765008799764 | 0.94617495600118 |
74 | 0.044554089375757 | 0.0891081787515141 | 0.955445910624243 |
75 | 0.0418238531116873 | 0.0836477062233746 | 0.958176146888313 |
76 | 0.0339531786932604 | 0.0679063573865209 | 0.96604682130674 |
77 | 0.0482612551655974 | 0.0965225103311949 | 0.951738744834403 |
78 | 0.0458316707880438 | 0.0916633415760875 | 0.954168329211956 |
79 | 0.0644801987649488 | 0.128960397529898 | 0.935519801235051 |
80 | 0.0524676594400433 | 0.104935318880087 | 0.947532340559957 |
81 | 0.0427643444820937 | 0.0855286889641873 | 0.957235655517906 |
82 | 0.0350809768995728 | 0.0701619537991456 | 0.964919023100427 |
83 | 0.0330356691194799 | 0.0660713382389597 | 0.96696433088052 |
84 | 0.0262299399136969 | 0.0524598798273939 | 0.973770060086303 |
85 | 0.0206370936406208 | 0.0412741872812416 | 0.979362906359379 |
86 | 0.0160931386365963 | 0.0321862772731926 | 0.983906861363404 |
87 | 0.0126794435452784 | 0.0253588870905568 | 0.987320556454722 |
88 | 0.0097439414064744 | 0.0194878828129488 | 0.990256058593526 |
89 | 0.00743029463427573 | 0.0148605892685515 | 0.992569705365724 |
90 | 0.0840484117869269 | 0.168096823573854 | 0.915951588213073 |
91 | 0.105382476210658 | 0.210764952421316 | 0.894617523789342 |
92 | 0.0872716168528245 | 0.174543233705649 | 0.912728383147176 |
93 | 0.0723272643592731 | 0.144654528718546 | 0.927672735640727 |
94 | 0.059497115874053 | 0.118994231748106 | 0.940502884125947 |
95 | 0.049420895428976 | 0.0988417908579521 | 0.950579104571024 |
96 | 0.0401509068236101 | 0.0803018136472202 | 0.95984909317639 |
97 | 0.0801640075253856 | 0.160328015050771 | 0.919835992474614 |
98 | 0.066156399279707 | 0.132312798559414 | 0.933843600720293 |
99 | 0.0541783730057402 | 0.10835674601148 | 0.94582162699426 |
100 | 0.0440488665130887 | 0.0880977330261773 | 0.955951133486911 |
101 | 0.0355749784287275 | 0.0711499568574551 | 0.964425021571272 |
102 | 0.0301426952853735 | 0.060285390570747 | 0.969857304714627 |
103 | 0.0518176795680812 | 0.103635359136162 | 0.948182320431919 |
104 | 0.0450246370022726 | 0.0900492740045453 | 0.954975362997727 |
105 | 0.0371474253907814 | 0.0742948507815628 | 0.962852574609219 |
106 | 0.0850286147568374 | 0.170057229513675 | 0.914971385243163 |
107 | 0.0712210927687062 | 0.142442185537412 | 0.928778907231294 |
108 | 0.105695965643259 | 0.211391931286517 | 0.894304034356741 |
109 | 0.165301378160328 | 0.330602756320656 | 0.834698621839672 |
110 | 0.147113524585408 | 0.294227049170817 | 0.852886475414592 |
111 | 0.126083968040219 | 0.252167936080437 | 0.873916031959781 |
112 | 0.107792626226469 | 0.215585252452938 | 0.892207373773531 |
113 | 0.0991226360409837 | 0.198245272081967 | 0.900877363959016 |
114 | 0.0809822335654644 | 0.161964467130929 | 0.919017766434536 |
115 | 0.13685580069022 | 0.273711601380439 | 0.86314419930978 |
116 | 0.128705605898444 | 0.257411211796888 | 0.871294394101556 |
117 | 0.105501232914057 | 0.211002465828114 | 0.894498767085943 |
118 | 0.0888817317652059 | 0.177763463530412 | 0.911118268234794 |
119 | 0.0797962177488145 | 0.159592435497629 | 0.920203782251185 |
120 | 0.0677923216160565 | 0.135584643232113 | 0.932207678383943 |
121 | 0.101245104343092 | 0.202490208686184 | 0.898754895656908 |
122 | 0.089458352911428 | 0.178916705822856 | 0.910541647088572 |
123 | 0.0779847159658043 | 0.155969431931609 | 0.922015284034196 |
124 | 0.0648697936362318 | 0.129739587272464 | 0.935130206363768 |
125 | 0.0589814028630969 | 0.117962805726194 | 0.941018597136903 |
126 | 0.0492335239928267 | 0.0984670479856535 | 0.950766476007173 |
127 | 0.0408467905984527 | 0.0816935811969053 | 0.959153209401547 |
128 | 0.0343691774990955 | 0.0687383549981909 | 0.965630822500904 |
129 | 0.107206491626549 | 0.214412983253099 | 0.892793508373451 |
130 | 0.0855949481816294 | 0.171189896363259 | 0.914405051818371 |
131 | 0.0684138931876368 | 0.136827786375274 | 0.931586106812363 |
132 | 0.0654798380439515 | 0.130959676087903 | 0.934520161956049 |
133 | 0.0613360417872735 | 0.122672083574547 | 0.938663958212727 |
134 | 0.0460121086110646 | 0.0920242172221293 | 0.953987891388935 |
135 | 0.0349828034601266 | 0.0699656069202532 | 0.965017196539873 |
136 | 0.0342337950557522 | 0.0684675901115045 | 0.965766204944248 |
137 | 0.0258619083476377 | 0.0517238166952753 | 0.974138091652362 |
138 | 0.024926621019276 | 0.0498532420385521 | 0.975073378980724 |
139 | 0.0189874644697227 | 0.0379749289394453 | 0.981012535530277 |
140 | 0.0395450042755035 | 0.079090008551007 | 0.960454995724497 |
141 | 0.112408794050865 | 0.224817588101731 | 0.887591205949135 |
142 | 0.0849177106977559 | 0.169835421395512 | 0.915082289302244 |
143 | 0.133621015272185 | 0.267242030544371 | 0.866378984727815 |
144 | 0.21348138078619 | 0.426962761572381 | 0.78651861921381 |
145 | 0.198916437981746 | 0.397832875963492 | 0.801083562018254 |
146 | 0.250181873269021 | 0.500363746538042 | 0.749818126730979 |
147 | 0.226417789987983 | 0.452835579975967 | 0.773582210012017 |
148 | 0.207501438774538 | 0.415002877549075 | 0.792498561225462 |
149 | 0.152780346837809 | 0.305560693675618 | 0.847219653162191 |
150 | 0.202887692527481 | 0.405775385054962 | 0.797112307472519 |
151 | 0.1448970485069 | 0.2897940970138 | 0.8551029514931 |
152 | 0.0945707705051519 | 0.189141541010304 | 0.905429229494848 |
153 | 0.207504711663652 | 0.415009423327305 | 0.792495288336348 |
154 | 0.130197506561097 | 0.260395013122193 | 0.869802493438903 |
155 | 0.985657282933668 | 0.0286854341326639 | 0.0143427170663319 |
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 | 8 | 0.0536912751677852 | NOK |
10% type I error level | 33 | 0.221476510067114 | NOK |