Multiple Linear Regression - Estimated Regression Equation |
CESDS[t] = + 25.3479105408615 -0.264708357488973PCL[t] -0.0240263804038775PCC[t] -0.0752023466977504PBS[t] -0.0362534889626793ATC[t] -0.0478757771978142ATS[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) | 25.3479105408615 | 3.391383 | 7.4742 | 0 | 0 |
PCL | -0.264708357488973 | 0.128751 | -2.056 | 0.041452 | 0.020726 |
PCC | -0.0240263804038775 | 0.13264 | -0.1811 | 0.856493 | 0.428247 |
PBS | -0.0752023466977504 | 0.022285 | -3.3746 | 0.000933 | 0.000466 |
ATC | -0.0362534889626793 | 0.077621 | -0.4671 | 0.641111 | 0.320556 |
ATS | -0.0478757771978142 | 0.072038 | -0.6646 | 0.507293 | 0.253646 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.353173104743026 |
R-squared | 0.124731241913829 |
Adjusted R-squared | 0.0966777560777333 |
F-TEST (value) | 4.44619405383634 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 156 |
p-value | 0.000817184987821462 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.00922295457808 |
Sum Squared Residuals | 1412.6459552961 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 12 | 14.3269883726908 | -2.32698837269083 |
2 | 11 | 11.4349738807142 | -0.434973880714205 |
3 | 14 | 12.2314442896575 | 1.76855571034254 |
4 | 12 | 13.4908108619834 | -1.49081086198344 |
5 | 21 | 12.6102498606862 | 8.38975013931378 |
6 | 12 | 13.1433853946112 | -1.14338539461116 |
7 | 22 | 13.146375646067 | 8.85362435393301 |
8 | 11 | 12.0685815132002 | -1.06858151320019 |
9 | 10 | 12.8079255109559 | -2.80792551095587 |
10 | 13 | 12.3570899219385 | 0.642910078061458 |
11 | 10 | 12.0695459541628 | -2.06954595416283 |
12 | 8 | 13.8304315071308 | -5.83043150713075 |
13 | 15 | 12.7324182449368 | 2.26758175506318 |
14 | 14 | 13.5541943118553 | 0.445805688144667 |
15 | 10 | 10.977099702699 | -0.977099702698976 |
16 | 14 | 13.9872202108773 | 0.012779789122748 |
17 | 14 | 12.6596948991703 | 1.34030510082965 |
18 | 11 | 9.95070820273473 | 1.04929179726527 |
19 | 10 | 12.2727541298999 | -2.27275412989988 |
20 | 13 | 13.8455899772838 | -0.845589977283844 |
21 | 7 | 13.1449194602102 | -6.14491946021016 |
22 | 14 | 13.1024934297691 | 0.897506570230917 |
23 | 12 | 12.7120164785807 | -0.712016478580659 |
24 | 14 | 13.4284208191874 | 0.571579180812624 |
25 | 11 | 11.218318284033 | -0.218318284032987 |
26 | 9 | 11.5009198646786 | -2.50091986467862 |
27 | 11 | 12.1761568633902 | -1.17615686339018 |
28 | 15 | 12.8841850386403 | 2.11581496135969 |
29 | 14 | 12.1822114304706 | 1.81778856952941 |
30 | 13 | 13.5506532309689 | -0.550653230968867 |
31 | 9 | 12.6084009584785 | -3.60840095847849 |
32 | 15 | 15.4074034137619 | -0.407403413761892 |
33 | 10 | 13.2368349316855 | -3.23683493168546 |
34 | 11 | 11.5032407525302 | -0.503240752530153 |
35 | 13 | 13.1198113748703 | -0.119811374870302 |
36 | 8 | 15.2473884657377 | -7.24738846573767 |
37 | 20 | 15.2834205685403 | 4.71657943145971 |
38 | 12 | 13.1292841054448 | -1.12928410544475 |
39 | 10 | 12.6214343949202 | -2.62143439492019 |
40 | 10 | 12.8345783336327 | -2.83457833363274 |
41 | 9 | 12.4339353994164 | -3.43393539941644 |
42 | 14 | 12.9009816965791 | 1.09901830342089 |
43 | 8 | 12.7227635124335 | -4.7227635124335 |
44 | 14 | 14.6424349424724 | -0.642434942472444 |
45 | 11 | 13.4946134677117 | -2.49461346771172 |
46 | 13 | 14.0170111746466 | -1.01701117464661 |
47 | 9 | 13.1967101641151 | -4.19671016411513 |
48 | 11 | 12.6486774312589 | -1.64867743125888 |
49 | 15 | 12.1589078447884 | 2.84109215521164 |
50 | 11 | 12.8038435179262 | -1.80384351792621 |
51 | 10 | 12.3822473528229 | -2.38224735282295 |
52 | 14 | 13.7667875404877 | 0.233212459512331 |
53 | 18 | 14.4053335498554 | 3.59466645014458 |
54 | 14 | 13.085790222279 | 0.91420977772103 |
55 | 11 | 15.4155190623473 | -4.41551906234729 |
56 | 12 | 12.9090529426144 | -0.9090529426144 |
57 | 13 | 12.2176241062877 | 0.782375893712297 |
58 | 9 | 13.1065754227988 | -4.10657542279875 |
59 | 10 | 12.558316614408 | -2.55831661440804 |
60 | 15 | 12.7115002097372 | 2.28849979026282 |
61 | 20 | 15.5893747827667 | 4.41062521723326 |
62 | 12 | 12.0282705551571 | -0.0282705551571312 |
63 | 12 | 12.0773559730023 | -0.0773559730022793 |
64 | 14 | 14.6676709635237 | -0.667670963523656 |
65 | 13 | 14.0465658166496 | -1.04656581664955 |
66 | 11 | 11.4790619124656 | -0.479061912465625 |
67 | 17 | 12.3026580937742 | 4.69734190622577 |
68 | 12 | 12.4488479594602 | -0.448847959460199 |
69 | 13 | 13.816428686732 | -0.816428686731963 |
70 | 14 | 12.5950224640337 | 1.40497753596627 |
71 | 13 | 14.3688981342884 | -1.36889813428835 |
72 | 15 | 14.3736389385347 | 0.626361061465288 |
73 | 13 | 11.0556267624421 | 1.94437323755792 |
74 | 10 | 11.7172894125687 | -1.71728941256873 |
75 | 11 | 11.9819985245083 | -0.981998524508295 |
76 | 19 | 11.7652839186151 | 7.23471608138488 |
77 | 13 | 12.4232867590067 | 0.576713240993257 |
78 | 17 | 12.9425569965872 | 4.05744300341283 |
79 | 13 | 13.3285578488443 | -0.328557848844285 |
80 | 9 | 14.1293084585528 | -5.12930845855277 |
81 | 11 | 11.9633817521794 | -0.963381752179399 |
82 | 10 | 14.3486978001669 | -4.34869780016693 |
83 | 9 | 12.4446177706382 | -3.44461777063823 |
84 | 12 | 12.6779175655976 | -0.677917565597599 |
85 | 12 | 12.9105379603148 | -0.910537960314809 |
86 | 13 | 12.4012180923717 | 0.598781907628274 |
87 | 13 | 12.5407922187531 | 0.459207781246861 |
88 | 12 | 12.8111567735525 | -0.811156773552531 |
89 | 15 | 14.1799574842651 | 0.820042515734867 |
90 | 22 | 13.0485385615416 | 8.95146143845843 |
91 | 13 | 13.6180153814588 | -0.618015381458783 |
92 | 15 | 13.5893955628258 | 1.41060443717423 |
93 | 13 | 11.8019005816605 | 1.19809941833953 |
94 | 15 | 12.4217427761203 | 2.57825722387969 |
95 | 10 | 13.1145730969862 | -3.11457309698617 |
96 | 11 | 11.7187112325133 | -0.718711232513327 |
97 | 16 | 12.5942406601001 | 3.40575933989988 |
98 | 11 | 12.2775351481525 | -1.27753514815249 |
99 | 11 | 11.7637146573288 | -0.763714657328809 |
100 | 10 | 12.802711757021 | -2.80271175702103 |
101 | 10 | 11.9596685866515 | -1.9596685866515 |
102 | 16 | 12.3414840341169 | 3.65851596588312 |
103 | 12 | 10.2246188567395 | 1.77538114326048 |
104 | 11 | 13.6490067036882 | -2.6490067036882 |
105 | 16 | 11.8437808009898 | 4.15621919901017 |
106 | 19 | 13.5224613243741 | 5.47753867562593 |
107 | 11 | 11.7908887671681 | -0.790888767168095 |
108 | 16 | 12.1313452824665 | 3.86865471753348 |
109 | 15 | 13.8065821103368 | 1.19341788966319 |
110 | 24 | 14.9742349723668 | 9.02576502763324 |
111 | 14 | 11.9422867333698 | 2.05771326663019 |
112 | 15 | 12.5074750343792 | 2.4925249656208 |
113 | 11 | 10.8427532577882 | 0.157246742211842 |
114 | 15 | 16.0447102402141 | -1.04471024021408 |
115 | 12 | 13.2466125815812 | -1.24661258158121 |
116 | 10 | 10.9300113828539 | -0.930011382853863 |
117 | 14 | 14.157327645406 | -0.15732764540597 |
118 | 13 | 13.0379685112987 | -0.0379685112986713 |
119 | 9 | 13.5814324492255 | -4.58143244922551 |
120 | 15 | 10.9548884936907 | 4.04511150630925 |
121 | 15 | 14.6137160952961 | 0.38628390470386 |
122 | 14 | 12.6683513845745 | 1.33164861542554 |
123 | 11 | 11.680588581262 | -0.680588581261973 |
124 | 8 | 11.9001705212186 | -3.90017052121855 |
125 | 11 | 12.8946566954401 | -1.89465669544007 |
126 | 11 | 12.1074369204866 | -1.10743692048657 |
127 | 8 | 11.4228992318161 | -3.42289923181605 |
128 | 10 | 11.5562957984001 | -1.55629579840014 |
129 | 11 | 12.1497645574845 | -1.1497645574845 |
130 | 13 | 13.6437783430915 | -0.643778343091504 |
131 | 11 | 12.7929341071253 | -1.79293410712528 |
132 | 20 | 14.9260593381925 | 5.07394066180748 |
133 | 10 | 11.9082417672538 | -1.90824176725384 |
134 | 15 | 14.6038500132706 | 0.396149986729366 |
135 | 12 | 12.6280446903998 | -0.62804469039975 |
136 | 14 | 12.3738669989225 | 1.6261330010775 |
137 | 23 | 15.5611729588845 | 7.43882704111549 |
138 | 14 | 13.4669763254714 | 0.53302367452861 |
139 | 16 | 15.3716712119616 | 0.628328788038371 |
140 | 11 | 14.2696004806873 | -3.26960048068733 |
141 | 12 | 15.0255339754035 | -3.02553397540349 |
142 | 10 | 14.071550984597 | -4.07155098459698 |
143 | 14 | 12.1286695386749 | 1.87133046132508 |
144 | 12 | 11.2568140706804 | 0.743185929319607 |
145 | 12 | 12.8327049074757 | -0.832704907475721 |
146 | 11 | 12.8813184150016 | -1.88131841500156 |
147 | 12 | 12.1026811806338 | -0.102681180633835 |
148 | 13 | 14.0775909450155 | -1.07759094501554 |
149 | 11 | 12.5398235139222 | -1.53982351392215 |
150 | 19 | 13.3997961769103 | 5.60020382308965 |
151 | 12 | 12.8956549425393 | -0.895654942539281 |
152 | 17 | 11.8299065514026 | 5.17009344859744 |
153 | 9 | 12.5050746236147 | -3.50507462361473 |
154 | 12 | 12.4178221519681 | -0.417822151968115 |
155 | 19 | 13.3641720322206 | 5.63582796777937 |
156 | 18 | 13.9623186514156 | 4.03768134858443 |
157 | 15 | 13.5893955628258 | 1.41060443717423 |
158 | 14 | 13.642066285812 | 0.357933714188049 |
159 | 11 | 12.1497645574845 | -1.1497645574845 |
160 | 9 | 11.7666460189231 | -2.7666460189231 |
161 | 18 | 12.8264382364225 | 5.17356176357746 |
162 | 16 | 13.5693823242767 | 2.43061767572335 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.995343260455738 | 0.00931347908852433 | 0.00465673954426217 |
10 | 0.989405243861223 | 0.0211895122775544 | 0.0105947561387772 |
11 | 0.984707676841766 | 0.030584646316469 | 0.0152923231582345 |
12 | 0.99697862433389 | 0.00604275133221941 | 0.0030213756661097 |
13 | 0.994289003016524 | 0.0114219939669514 | 0.00571099698347569 |
14 | 0.98934474353059 | 0.0213105129388191 | 0.0106552564694096 |
15 | 0.987194400538707 | 0.0256111989225853 | 0.0128055994612927 |
16 | 0.978387508276771 | 0.0432249834464586 | 0.0216124917232293 |
17 | 0.968122404034035 | 0.0637551919319308 | 0.0318775959659654 |
18 | 0.95612025838518 | 0.08775948322964 | 0.04387974161482 |
19 | 0.954307718565423 | 0.0913845628691533 | 0.0456922814345766 |
20 | 0.936774684893784 | 0.126450630212432 | 0.0632253151062162 |
21 | 0.971231379261413 | 0.0575372414771733 | 0.0287686207385867 |
22 | 0.959272348429209 | 0.0814553031415813 | 0.0407276515707907 |
23 | 0.946380921990087 | 0.107238156019827 | 0.0536190780099134 |
24 | 0.927587935565627 | 0.144824128868745 | 0.0724120644343726 |
25 | 0.902333110550696 | 0.195333778898608 | 0.0976668894493039 |
26 | 0.899047025743985 | 0.201905948512031 | 0.100952974256015 |
27 | 0.869655283048075 | 0.260689433903849 | 0.130344716951925 |
28 | 0.850016867085083 | 0.299966265829834 | 0.149983132914917 |
29 | 0.823422016070934 | 0.353155967858132 | 0.176577983929066 |
30 | 0.780479274796808 | 0.439041450406383 | 0.219520725203192 |
31 | 0.780313978458506 | 0.439372043082988 | 0.219686021541494 |
32 | 0.737987921683279 | 0.524024156633442 | 0.262012078316721 |
33 | 0.716215486256721 | 0.567569027486558 | 0.283784513743279 |
34 | 0.665705457993505 | 0.668589084012989 | 0.334294542006495 |
35 | 0.614721139372644 | 0.770557721254712 | 0.385278860627356 |
36 | 0.68384867603691 | 0.63230264792618 | 0.31615132396309 |
37 | 0.836051468724243 | 0.327897062551514 | 0.163948531275757 |
38 | 0.801087017370185 | 0.39782596525963 | 0.198912982629815 |
39 | 0.791029211722644 | 0.417941576554712 | 0.208970788277356 |
40 | 0.779281485742442 | 0.441437028515116 | 0.220718514257558 |
41 | 0.77524633754274 | 0.449507324914521 | 0.22475366245726 |
42 | 0.747336976243422 | 0.505326047513156 | 0.252663023756578 |
43 | 0.805681618544928 | 0.388636762910145 | 0.194318381455072 |
44 | 0.768931703951463 | 0.462136592097074 | 0.231068296048537 |
45 | 0.742403901158607 | 0.515192197682787 | 0.257596098841394 |
46 | 0.702267608322392 | 0.595464783355216 | 0.297732391677608 |
47 | 0.731361361081994 | 0.537277277836011 | 0.268638638918006 |
48 | 0.696819745615936 | 0.606360508768129 | 0.303180254384064 |
49 | 0.691131509972377 | 0.617736980055246 | 0.308868490027623 |
50 | 0.656304258503808 | 0.687391482992383 | 0.343695741496192 |
51 | 0.642110535680239 | 0.715778928639522 | 0.357889464319761 |
52 | 0.600680431614638 | 0.798639136770723 | 0.399319568385362 |
53 | 0.645366570155751 | 0.709266859688497 | 0.354633429844249 |
54 | 0.601535011191853 | 0.796929977616294 | 0.398464988808147 |
55 | 0.629210202000255 | 0.74157959599949 | 0.370789797999745 |
56 | 0.590242610702375 | 0.81951477859525 | 0.409757389297625 |
57 | 0.552320782557948 | 0.895358434884104 | 0.447679217442052 |
58 | 0.593234422265632 | 0.813531155468736 | 0.406765577734368 |
59 | 0.574938345871814 | 0.850123308256373 | 0.425061654128186 |
60 | 0.561248077801089 | 0.877503844397821 | 0.438751922198911 |
61 | 0.633225111700369 | 0.733549776599263 | 0.366774888299631 |
62 | 0.590130225121668 | 0.819739549756664 | 0.409869774878332 |
63 | 0.543795999319019 | 0.912408001361963 | 0.456204000680981 |
64 | 0.498651349496881 | 0.997302698993761 | 0.501348650503119 |
65 | 0.457769390553738 | 0.915538781107477 | 0.542230609446262 |
66 | 0.411666740859143 | 0.823333481718286 | 0.588333259140857 |
67 | 0.477768072417519 | 0.955536144835037 | 0.522231927582481 |
68 | 0.432659422560877 | 0.865318845121754 | 0.567340577439123 |
69 | 0.391152508981771 | 0.782305017963542 | 0.608847491018229 |
70 | 0.357112309238629 | 0.714224618477258 | 0.642887690761371 |
71 | 0.327966377865004 | 0.655932755730009 | 0.672033622134996 |
72 | 0.288030820539217 | 0.576061641078434 | 0.711969179460783 |
73 | 0.267044915246713 | 0.534089830493426 | 0.732955084753287 |
74 | 0.243087272772423 | 0.486174545544845 | 0.756912727227577 |
75 | 0.212463383138932 | 0.424926766277863 | 0.787536616861068 |
76 | 0.41158070950017 | 0.82316141900034 | 0.58841929049983 |
77 | 0.369410144382661 | 0.738820288765323 | 0.630589855617338 |
78 | 0.405993196563095 | 0.811986393126189 | 0.594006803436905 |
79 | 0.363652086659081 | 0.727304173318162 | 0.636347913340919 |
80 | 0.456879666813542 | 0.913759333627083 | 0.543120333186458 |
81 | 0.415407720131559 | 0.830815440263119 | 0.584592279868441 |
82 | 0.481661447221735 | 0.963322894443469 | 0.518338552778265 |
83 | 0.498799634579765 | 0.997599269159531 | 0.501200365420235 |
84 | 0.458708791682664 | 0.917417583365329 | 0.541291208317336 |
85 | 0.417791891236241 | 0.835583782472483 | 0.582208108763759 |
86 | 0.374278548048812 | 0.748557096097623 | 0.625721451951188 |
87 | 0.332781208396912 | 0.665562416793824 | 0.667218791603088 |
88 | 0.295940646434984 | 0.591881292869967 | 0.704059353565016 |
89 | 0.2599708710425 | 0.519941742084999 | 0.7400291289575 |
90 | 0.600013945438887 | 0.799972109122226 | 0.399986054561113 |
91 | 0.556359302500345 | 0.887281394999309 | 0.443640697499655 |
92 | 0.519008191381316 | 0.961983617237368 | 0.480991808618684 |
93 | 0.480835708765936 | 0.961671417531872 | 0.519164291234064 |
94 | 0.46561034541733 | 0.931220690834661 | 0.53438965458267 |
95 | 0.468854081056586 | 0.937708162113171 | 0.531145918943414 |
96 | 0.42583311044623 | 0.851666220892461 | 0.57416688955377 |
97 | 0.432670449496906 | 0.865340898993813 | 0.567329550503094 |
98 | 0.397113730563612 | 0.794227461127224 | 0.602886269436388 |
99 | 0.355806284813333 | 0.711612569626667 | 0.644193715186667 |
100 | 0.349327039286165 | 0.69865407857233 | 0.650672960713835 |
101 | 0.327584357672448 | 0.655168715344897 | 0.672415642327552 |
102 | 0.341449799854309 | 0.682899599708618 | 0.658550200145691 |
103 | 0.319191112864912 | 0.638382225729825 | 0.680808887135088 |
104 | 0.320990692694545 | 0.641981385389089 | 0.679009307305455 |
105 | 0.376068208476962 | 0.752136416953924 | 0.623931791523038 |
106 | 0.458136189477686 | 0.916272378955373 | 0.541863810522314 |
107 | 0.413014635107282 | 0.826029270214564 | 0.586985364892718 |
108 | 0.446057755816213 | 0.892115511632426 | 0.553942244183787 |
109 | 0.403069433400247 | 0.806138866800495 | 0.596930566599753 |
110 | 0.792306346377651 | 0.415387307244698 | 0.207693653622349 |
111 | 0.770026400361912 | 0.459947199276176 | 0.229973599638088 |
112 | 0.759373128224485 | 0.48125374355103 | 0.240626871775515 |
113 | 0.726162573948789 | 0.547674852102421 | 0.273837426051211 |
114 | 0.690289022310722 | 0.619421955378557 | 0.309710977689278 |
115 | 0.656138491239357 | 0.687723017521287 | 0.343861508760643 |
116 | 0.608357352979055 | 0.783285294041889 | 0.391642647020945 |
117 | 0.55988474566836 | 0.88023050866328 | 0.44011525433164 |
118 | 0.511242840605936 | 0.977514318788128 | 0.488757159394064 |
119 | 0.588480348624456 | 0.823039302751088 | 0.411519651375544 |
120 | 0.674336173240179 | 0.651327653519642 | 0.325663826759821 |
121 | 0.623820419685822 | 0.752359160628357 | 0.376179580314178 |
122 | 0.576705210148451 | 0.846589579703099 | 0.423294789851549 |
123 | 0.523353273979924 | 0.953293452040152 | 0.476646726020076 |
124 | 0.521341576663307 | 0.957316846673386 | 0.478658423336693 |
125 | 0.497499480240969 | 0.994998960481937 | 0.502500519759031 |
126 | 0.449698762867166 | 0.899397525734333 | 0.550301237132834 |
127 | 0.469642331863785 | 0.939284663727569 | 0.530357668136215 |
128 | 0.417362838924177 | 0.834725677848354 | 0.582637161075823 |
129 | 0.364746766935459 | 0.729493533870919 | 0.635253233064541 |
130 | 0.326589683644421 | 0.653179367288841 | 0.673410316355579 |
131 | 0.292509385771834 | 0.585018771543669 | 0.707490614228166 |
132 | 0.326235463480994 | 0.652470926961988 | 0.673764536519006 |
133 | 0.289363348863476 | 0.578726697726952 | 0.710636651136524 |
134 | 0.240184223538704 | 0.480368447077408 | 0.759815776461296 |
135 | 0.19378076294568 | 0.387561525891359 | 0.80621923705432 |
136 | 0.154925154624109 | 0.309850309248218 | 0.845074845375891 |
137 | 0.319026698377983 | 0.638053396755966 | 0.680973301622017 |
138 | 0.261022091860157 | 0.522044183720313 | 0.738977908139843 |
139 | 0.21640766345152 | 0.432815326903039 | 0.78359233654848 |
140 | 0.221939349477188 | 0.443878698954375 | 0.778060650522812 |
141 | 0.290244038873899 | 0.580488077747797 | 0.709755961126101 |
142 | 0.338884795921743 | 0.677769591843485 | 0.661115204078257 |
143 | 0.291441019661673 | 0.582882039323346 | 0.708558980338327 |
144 | 0.241933252330455 | 0.48386650466091 | 0.758066747669545 |
145 | 0.196175626651743 | 0.392351253303487 | 0.803824373348257 |
146 | 0.551853235214755 | 0.89629352957049 | 0.448146764785245 |
147 | 0.473098423560417 | 0.946196847120834 | 0.526901576439583 |
148 | 0.432219539216066 | 0.864439078432131 | 0.567780460783934 |
149 | 0.351130433859724 | 0.702260867719449 | 0.648869566140276 |
150 | 0.279291813114155 | 0.558583626228309 | 0.720708186885845 |
151 | 0.598937037029511 | 0.802125925940978 | 0.401062962970489 |
152 | 0.485308729798328 | 0.970617459596655 | 0.514691270201672 |
153 | 0.463482074999373 | 0.926964149998746 | 0.536517925000627 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 2 | 0.0137931034482759 | NOK |
5% type I error level | 8 | 0.0551724137931034 | NOK |
10% type I error level | 13 | 0.0896551724137931 | OK |