Multiple Linear Regression - Estimated Regression Equation |
koers-nyrstar[t] = + 10.8154045352744 + 0.0586312932494904D1[t] + 0.0139454474976312D2[t] + 0.0145162632440349D3[t] + 0.00495550004307009D4[t] -0.0233339736411405t + 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) | 10.8154045352744 | 0.137173 | 78.8452 | 0 | 0 |
D1 | 0.0586312932494904 | 0.15133 | 0.3874 | 0.698876 | 0.349438 |
D2 | 0.0139454474976312 | 0.152326 | 0.0915 | 0.927155 | 0.463577 |
D3 | 0.0145162632440349 | 0.152314 | 0.0953 | 0.924176 | 0.462088 |
D4 | 0.00495550004307009 | 0.152307 | 0.0325 | 0.974079 | 0.48704 |
t | -0.0233339736411405 | 0.000871 | -26.7783 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.891649004842128 |
R-squared | 0.795037947835958 |
Adjusted R-squared | 0.789498432912605 |
F-TEST (value) | 143.521221413157 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 185 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.663877908013157 |
Sum Squared Residuals | 81.5357671983662 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 11.73 | 10.8507018548827 | 0.879298145117296 |
2 | 11.75 | 10.7826820354897 | 0.967317964510294 |
3 | 11.39 | 10.759918877595 | 0.630081122405031 |
4 | 11.54 | 10.7270241407529 | 0.812975859247135 |
5 | 9.62 | 10.6987346670687 | -1.07873466706865 |
6 | 9.82 | 10.734031986677 | -0.914031986677004 |
7 | 9.94 | 10.666012167284 | -0.726012167284005 |
8 | 9.9 | 10.6432490093893 | -0.743249009389267 |
9 | 9.8 | 10.6103542725472 | -0.81035427254716 |
10 | 9.86 | 10.582064798863 | -0.722064798862952 |
11 | 10.5 | 10.6173621184713 | -0.117362118471301 |
12 | 10.33 | 10.5493422990783 | -0.219342299078301 |
13 | 10.16 | 10.5265791411836 | -0.366579141183564 |
14 | 9.91 | 10.4936844043415 | -0.583684404341459 |
15 | 9.96 | 10.4653949306572 | -0.505394930657248 |
16 | 10.03 | 10.5006922502656 | -0.470692250265599 |
17 | 9.55 | 10.4326724308726 | -0.882672430872598 |
18 | 9.51 | 10.4099092729779 | -0.899909272977862 |
19 | 9.8 | 10.3770145361358 | -0.577014536135756 |
20 | 10.08 | 10.3487250624515 | -0.268725062451546 |
21 | 10.2 | 10.3840223820599 | -0.184022382059897 |
22 | 10.23 | 10.3160025626669 | -0.0860025626668962 |
23 | 10.2 | 10.2932394047722 | -0.0932394047721604 |
24 | 10.07 | 10.2603446679301 | -0.190344667930054 |
25 | 10.01 | 10.2320551942458 | -0.222055194245844 |
26 | 10.05 | 10.2673525138542 | -0.217352513854193 |
27 | 9.92 | 10.1993326944612 | -0.279332694461194 |
28 | 10.03 | 10.1765695365665 | -0.146569536566458 |
29 | 10.18 | 10.1436747997244 | 0.0363252002756479 |
30 | 10.1 | 10.1153853260401 | -0.0153853260401416 |
31 | 10.16 | 10.1506826456485 | 0.00931735435150921 |
32 | 10.15 | 10.0826628262555 | 0.067337173744509 |
33 | 10.13 | 10.0598996683608 | 0.0701003316392464 |
34 | 10.09 | 10.0270049315186 | 0.0629950684813506 |
35 | 10.18 | 9.99871545783444 | 0.181284542165561 |
36 | 10.06 | 10.0340127774428 | 0.025987222557212 |
37 | 9.65 | 9.96599295804979 | -0.315992958049789 |
38 | 9.74 | 9.94322980015505 | -0.203229800155052 |
39 | 9.53 | 9.91033506331295 | -0.380335063312948 |
40 | 9.5 | 9.88204558962874 | -0.382045589628736 |
41 | 9 | 9.91734290923709 | -0.917342909237086 |
42 | 9.15 | 9.84932308984409 | -0.699323089844086 |
43 | 9.32 | 9.82655993194935 | -0.506559931949349 |
44 | 9.62 | 9.79366519510724 | -0.173665195107245 |
45 | 9.59 | 9.76537572142303 | -0.175375721423034 |
46 | 9.37 | 9.80067304103138 | -0.430673041031384 |
47 | 9.35 | 9.73265322163838 | -0.382653221638384 |
48 | 9.32 | 9.70989006374365 | -0.389890063743647 |
49 | 9.49 | 9.67699532690154 | -0.186995326901542 |
50 | 9.52 | 9.64870585321733 | -0.128705853217332 |
51 | 9.59 | 9.68400317282568 | -0.0940031728256814 |
52 | 9.35 | 9.61598335343268 | -0.265983353432682 |
53 | 9.2 | 9.59322019553795 | -0.393220195537945 |
54 | 9.57 | 9.56032545869584 | 0.00967454130416083 |
55 | 9.78 | 9.53203598501163 | 0.24796401498837 |
56 | 9.79 | 9.56733330461998 | 0.22266669538002 |
57 | 9.57 | 9.49931348522698 | 0.0706865147730212 |
58 | 9.53 | 9.47655032733224 | 0.0534496726677571 |
59 | 9.65 | 9.44365559049014 | 0.206344409509863 |
60 | 9.36 | 9.41536611680593 | -0.0553661168059269 |
61 | 9.4 | 9.45066343641428 | -0.0506634364142756 |
62 | 9.32 | 9.38264361702128 | -0.0626436170212761 |
63 | 9.31 | 9.35988045912654 | -0.0498804591265393 |
64 | 9.19 | 9.32698572228443 | -0.136985722284435 |
65 | 9.39 | 9.29869624860022 | 0.0913037513997767 |
66 | 9.28 | 9.33399356820857 | -0.0539935682085742 |
67 | 9.28 | 9.26597374881557 | 0.0140262511844255 |
68 | 9.31 | 9.24321059092084 | 0.0667894090791632 |
69 | 9.28 | 9.21031585407873 | 0.0696841459212674 |
70 | 9.31 | 9.18202638039452 | 0.127973619605479 |
71 | 9.35 | 9.21732370000287 | 0.132676299997129 |
72 | 9.19 | 9.14930388060987 | 0.0406961193901281 |
73 | 9.07 | 9.12654072271513 | -0.0565407227151345 |
74 | 8.96 | 9.09364598587303 | -0.133645985873029 |
75 | 8.69 | 9.06535651218882 | -0.375356512188819 |
76 | 8.58 | 9.10065383179717 | -0.520653831797169 |
77 | 8.56 | 9.03263401240417 | -0.472634012404169 |
78 | 8.47 | 9.00987085450943 | -0.539870854509432 |
79 | 8.46 | 8.97697611766733 | -0.516976117667326 |
80 | 8.75 | 8.94868664398312 | -0.198686643983117 |
81 | 8.95 | 8.98398396359147 | -0.0339839635914669 |
82 | 9.33 | 8.91596414419847 | 0.414035855801534 |
83 | 9.51 | 8.89320098630373 | 0.61679901369627 |
84 | 9.561 | 8.86030624946162 | 0.700693750538375 |
85 | 9.94 | 8.83201677577742 | 1.10798322422259 |
86 | 9.9 | 8.86731409538576 | 1.03268590461424 |
87 | 9.275 | 8.79929427599276 | 0.475705724007236 |
88 | 9.56 | 8.77653111809803 | 0.783468881901973 |
89 | 9.779 | 8.74363638125592 | 1.03536361874408 |
90 | 9.746 | 8.71534690757171 | 1.03065309242829 |
91 | 9.991 | 8.75064422718006 | 1.24035577281994 |
92 | 9.98 | 8.68262440778706 | 1.29737559221294 |
93 | 10.195 | 8.65986124989232 | 1.53513875010768 |
94 | 10.31 | 8.62696651305022 | 1.68303348694978 |
95 | 10.25 | 8.59867703936601 | 1.65132296063399 |
96 | 9.871 | 8.63397435897436 | 1.23702564102564 |
97 | 10.06 | 8.56595453958136 | 1.49404546041864 |
98 | 9.894 | 8.54319138168662 | 1.35080861831338 |
99 | 9.59 | 8.51029664484452 | 1.07970335515548 |
100 | 9.64 | 8.4820071711603 | 1.15799282883969 |
101 | 9.89 | 8.51730449076866 | 1.37269550923134 |
102 | 9.53 | 8.44928467137566 | 1.08071532862434 |
103 | 9.388 | 8.42652151348092 | 0.96147848651908 |
104 | 9.16 | 8.39362677663881 | 0.766373223361185 |
105 | 9.418 | 8.3653373029546 | 1.0526626970454 |
106 | 9.57 | 8.40063462256295 | 1.16936537743705 |
107 | 9.857 | 8.33261480316995 | 1.52438519683004 |
108 | 9.877 | 8.30985164527522 | 1.56714835472478 |
109 | 9.76 | 8.27695690843311 | 1.48304309156689 |
110 | 9.76 | 8.2486674347489 | 1.5113325652511 |
111 | 9.695 | 8.28396475435725 | 1.41103524564275 |
112 | 9.475 | 8.21594493496425 | 1.25905506503575 |
113 | 9.262 | 8.19318177706952 | 1.06881822293049 |
114 | 9.097 | 8.16028704022741 | 0.93671295977259 |
115 | 8.55 | 8.1319975665432 | 0.418002433456801 |
116 | 8.16 | 8.16729488615155 | -0.00729488615154896 |
117 | 7.532 | 8.09927506675855 | -0.56727506675855 |
118 | 7.325 | 8.07651190886381 | -0.751511908863812 |
119 | 6.749 | 8.04361717202171 | -1.29461717202171 |
120 | 7.13 | 8.0153276983375 | -0.885327698337497 |
121 | 6.995 | 8.05062501794585 | -1.05562501794585 |
122 | 7.346 | 7.98260519855285 | -0.636605198552847 |
123 | 7.73 | 7.95984204065811 | -0.22984204065811 |
124 | 7.837 | 7.926947303816 | -0.0899473038160052 |
125 | 7.514 | 7.8986578301318 | -0.384657830131794 |
126 | 7.58 | 7.93395514974014 | -0.353955149740144 |
127 | 6.83 | 7.86593533034714 | -1.03593533034714 |
128 | 6.617 | 7.8431721724524 | -1.22617217245241 |
129 | 6.715 | 7.8102774356103 | -1.0952774356103 |
130 | 6.63 | 7.78198796192609 | -1.15198796192609 |
131 | 6.891 | 7.81728528153444 | -0.926285281534442 |
132 | 7.002 | 7.74926546214144 | -0.747265462141443 |
133 | 7.09 | 7.7265023042467 | -0.636502304246705 |
134 | 7.36 | 7.6936075674046 | -0.3336075674046 |
135 | 7.477 | 7.66531809372039 | -0.188318093720389 |
136 | 7.826 | 7.70061541332874 | 0.12538458667126 |
137 | 7.79 | 7.63259559393574 | 0.157404406064261 |
138 | 7.578 | 7.609832436041 | -0.0318324360410024 |
139 | 7.204 | 7.5769376991989 | -0.372937699198898 |
140 | 7.198 | 7.54864822551469 | -0.350648225514687 |
141 | 7.685 | 7.58394554512304 | 0.101054454876963 |
142 | 7.795 | 7.51592572573004 | 0.279074274269963 |
143 | 7.46 | 7.4931625678353 | -0.0331625678353002 |
144 | 7.274 | 7.4602678309932 | -0.186267830993195 |
145 | 7.33 | 7.43197835730898 | -0.101978357308984 |
146 | 7.655 | 7.46727567691733 | 0.187724323082666 |
147 | 7.767 | 7.39925585752433 | 0.367744142475666 |
148 | 7.84 | 7.3764926996296 | 0.463507300370402 |
149 | 7.424 | 7.34359796278749 | 0.0804020372125076 |
150 | 7.54 | 7.31530848910328 | 0.224691510896718 |
151 | 7.351 | 7.35060580871163 | 0.000394191288368287 |
152 | 6.735 | 7.28258598931863 | -0.547585989318632 |
153 | 6.777 | 7.2598228314239 | -0.482822831423895 |
154 | 6.679 | 7.2269280945818 | -0.54792809458179 |
155 | 7.34 | 7.19863862089758 | 0.14136137910242 |
156 | 6.978 | 7.23393594050593 | -0.25593594050593 |
157 | 6.92 | 7.16591612111293 | -0.24591612111293 |
158 | 6.628 | 7.1431529632182 | -0.515152963218193 |
159 | 6.385 | 7.11025822637609 | -0.725258226376088 |
160 | 5.984 | 7.08196875269188 | -1.09796875269188 |
161 | 6.268 | 7.11726607230023 | -0.849266072300227 |
162 | 6.596 | 7.04924625290723 | -0.453246252907227 |
163 | 6.395 | 7.02648309501249 | -0.631483095012491 |
164 | 6.715 | 6.99358835817038 | -0.278588358170385 |
165 | 6.804 | 6.96529888448617 | -0.161298884486174 |
166 | 6.929 | 7.00059620409452 | -0.0715962040945244 |
167 | 6.846 | 6.93257638470152 | -0.086576384701525 |
168 | 6.992 | 6.90981322680679 | 0.0821867731932114 |
169 | 6.774 | 6.87691848996468 | -0.102918489964683 |
170 | 6.75 | 6.84862901628047 | -0.0986290162804717 |
171 | 6.485 | 6.88392633588882 | -0.398926335888821 |
172 | 6.27 | 6.81590651649582 | -0.545906516495823 |
173 | 6.47 | 6.79314335860109 | -0.323143358601086 |
174 | 6.78 | 6.76024862175898 | 0.0197513782410201 |
175 | 6.71 | 6.73195914807477 | -0.0219591480747694 |
176 | 6.141 | 6.76725646768312 | -0.62625646768312 |
177 | 6.72 | 6.69923664829012 | 0.02076335170988 |
178 | 6.68 | 6.67647349039538 | 0.0035265096046167 |
179 | 6.371 | 6.64357875355328 | -0.272578753553277 |
180 | 6.097 | 6.61528927986907 | -0.518289279869067 |
181 | 6.27 | 6.65058659947742 | -0.380586599477418 |
182 | 6.447 | 6.58256678008442 | -0.135566780084417 |
183 | 6.37 | 6.55980362218968 | -0.18980362218968 |
184 | 6.446 | 6.52690888534758 | -0.0809088853475753 |
185 | 6.54 | 6.49861941166336 | 0.0413805883366355 |
186 | 6.374 | 6.53391673127171 | -0.159916731271715 |
187 | 6.33 | 6.46589691187871 | -0.135896911878715 |
188 | 6.63 | 6.44313375398398 | 0.186866246016022 |
189 | 6.498 | 6.41023901714187 | 0.0877609828581275 |
190 | 6.485 | 6.38194954345766 | 0.103050456542338 |
191 | 6.36 | 6.41724686306601 | -0.0572468630660119 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.00980049608087997 | 0.0196009921617599 | 0.99019950391912 |
10 | 0.562612685603679 | 0.874774628792641 | 0.437387314396321 |
11 | 0.751870216365435 | 0.496259567269131 | 0.248129783634565 |
12 | 0.716272336229893 | 0.567455327540215 | 0.283727663770107 |
13 | 0.659124757653601 | 0.681750484692797 | 0.340875242346399 |
14 | 0.565855054126267 | 0.868289891747467 | 0.434144945873733 |
15 | 0.629497404441456 | 0.741005191117088 | 0.370502595558544 |
16 | 0.555498139998017 | 0.889003720003965 | 0.444501860001983 |
17 | 0.478103963293611 | 0.956207926587221 | 0.521896036706389 |
18 | 0.402298004883127 | 0.804596009766253 | 0.597701995116873 |
19 | 0.34260168064525 | 0.6852033612905 | 0.65739831935475 |
20 | 0.440588233464031 | 0.881176466928062 | 0.559411766535969 |
21 | 0.414967464546606 | 0.829934929093212 | 0.585032535453394 |
22 | 0.398677665620419 | 0.797355331240837 | 0.601322334379581 |
23 | 0.38761452738592 | 0.77522905477184 | 0.61238547261408 |
24 | 0.346235386353344 | 0.692470772706687 | 0.653764613646656 |
25 | 0.343863300450411 | 0.687726600900822 | 0.656136699549589 |
26 | 0.289886008503758 | 0.579772017007517 | 0.710113991496242 |
27 | 0.239384023901439 | 0.478768047802877 | 0.760615976098561 |
28 | 0.204600080899125 | 0.40920016179825 | 0.795399919100875 |
29 | 0.181105817588618 | 0.362211635177235 | 0.818894182411382 |
30 | 0.177669955455488 | 0.355339910910976 | 0.822330044544512 |
31 | 0.14497124338284 | 0.289942486765679 | 0.85502875661716 |
32 | 0.119213581426147 | 0.238427162852294 | 0.880786418573853 |
33 | 0.0985938875873059 | 0.197187775174612 | 0.901406112412694 |
34 | 0.0781847563340269 | 0.156369512668054 | 0.921815243665973 |
35 | 0.0738930962358062 | 0.147786192471612 | 0.926106903764194 |
36 | 0.0554584895076789 | 0.110916979015358 | 0.944541510492321 |
37 | 0.0430713887356648 | 0.0861427774713295 | 0.956928611264335 |
38 | 0.0317952363370778 | 0.0635904726741557 | 0.968204763662922 |
39 | 0.0247539907166041 | 0.0495079814332083 | 0.975246009283396 |
40 | 0.0184551273848148 | 0.0369102547696295 | 0.981544872615185 |
41 | 0.0254520676979947 | 0.0509041353959893 | 0.974547932302005 |
42 | 0.024281975020669 | 0.048563950041338 | 0.97571802497933 |
43 | 0.0196469590031128 | 0.0392939180062256 | 0.980353040996887 |
44 | 0.0145423197122213 | 0.0290846394244426 | 0.985457680287779 |
45 | 0.0113214453013872 | 0.0226428906027745 | 0.988678554698613 |
46 | 0.00881476919418663 | 0.0176295383883733 | 0.991185230805813 |
47 | 0.00667753770526898 | 0.013355075410538 | 0.99332246229473 |
48 | 0.00506595290162323 | 0.0101319058032465 | 0.994934047098377 |
49 | 0.00366318509887084 | 0.00732637019774168 | 0.99633681490113 |
50 | 0.00285058876330753 | 0.00570117752661506 | 0.997149411236692 |
51 | 0.00208387104833873 | 0.00416774209667745 | 0.997916128951661 |
52 | 0.00152011861027577 | 0.00304023722055153 | 0.998479881389724 |
53 | 0.00116374163330334 | 0.00232748326660667 | 0.998836258366697 |
54 | 0.000849897316634362 | 0.00169979463326872 | 0.999150102683366 |
55 | 0.000850798717393863 | 0.00170159743478773 | 0.999149201282606 |
56 | 0.000699464296986488 | 0.00139892859397298 | 0.999300535703013 |
57 | 0.00052266343134182 | 0.00104532686268364 | 0.999477336568658 |
58 | 0.000388385908375264 | 0.000776771816750527 | 0.999611614091625 |
59 | 0.000286575336109481 | 0.000573150672218962 | 0.99971342466389 |
60 | 0.000203061091302184 | 0.000406122182604368 | 0.999796938908698 |
61 | 0.000138355848439513 | 0.000276711696879025 | 0.99986164415156 |
62 | 9.52151324557899e-05 | 0.00019043026491158 | 0.999904784867544 |
63 | 6.59238146849357e-05 | 0.000131847629369871 | 0.999934076185315 |
64 | 4.59408602636177e-05 | 9.18817205272354e-05 | 0.999954059139736 |
65 | 3.29227910012516e-05 | 6.58455820025033e-05 | 0.999967077208999 |
66 | 2.22973808462597e-05 | 4.45947616925194e-05 | 0.999977702619154 |
67 | 1.50957341631349e-05 | 3.01914683262698e-05 | 0.999984904265837 |
68 | 1.03658276897281e-05 | 2.07316553794562e-05 | 0.99998963417231 |
69 | 6.73206556311419e-06 | 1.34641311262284e-05 | 0.999993267934437 |
70 | 4.672061320517e-06 | 9.344122641034e-06 | 0.99999532793868 |
71 | 3.05156862036547e-06 | 6.10313724073095e-06 | 0.99999694843138 |
72 | 2.02086413093841e-06 | 4.04172826187682e-06 | 0.999997979135869 |
73 | 1.39863098740406e-06 | 2.79726197480812e-06 | 0.999998601369013 |
74 | 1.03595166874245e-06 | 2.07190333748489e-06 | 0.999998964048331 |
75 | 1.09878769382288e-06 | 2.19757538764577e-06 | 0.999998901212306 |
76 | 1.79617167535311e-06 | 3.59234335070622e-06 | 0.999998203828325 |
77 | 2.51754178775245e-06 | 5.0350835755049e-06 | 0.999997482458212 |
78 | 4.26905523215714e-06 | 8.53811046431427e-06 | 0.999995730944768 |
79 | 7.46063140274517e-06 | 1.49212628054903e-05 | 0.999992539368597 |
80 | 7.5352075041219e-06 | 1.50704150082438e-05 | 0.999992464792496 |
81 | 6.67822927194775e-06 | 1.33564585438955e-05 | 0.999993321770728 |
82 | 6.8877413208542e-06 | 1.37754826417084e-05 | 0.999993112258679 |
83 | 9.63224732744167e-06 | 1.92644946548833e-05 | 0.999990367752673 |
84 | 1.24924962581717e-05 | 2.49849925163434e-05 | 0.999987507503742 |
85 | 4.49489449570013e-05 | 8.98978899140026e-05 | 0.999955051055043 |
86 | 8.74716993785133e-05 | 0.000174943398757027 | 0.999912528300621 |
87 | 7.17149936097983e-05 | 0.000143429987219597 | 0.99992828500639 |
88 | 7.86947507736898e-05 | 0.00015738950154738 | 0.999921305249226 |
89 | 0.000111698298173648 | 0.000223396596347296 | 0.999888301701826 |
90 | 0.000153167361775033 | 0.000306334723550065 | 0.999846832638225 |
91 | 0.000264801336475969 | 0.000529602672951938 | 0.999735198663524 |
92 | 0.0004914313288194 | 0.0009828626576388 | 0.99950856867118 |
93 | 0.00133715547413384 | 0.00267431094826768 | 0.998662844525866 |
94 | 0.00391813702827641 | 0.00783627405655282 | 0.996081862971724 |
95 | 0.00927903568270522 | 0.0185580713654104 | 0.990720964317295 |
96 | 0.0102751387808019 | 0.0205502775616039 | 0.989724861219198 |
97 | 0.016104274142584 | 0.032208548285168 | 0.983895725857416 |
98 | 0.0201785383108575 | 0.040357076621715 | 0.979821461689143 |
99 | 0.019344409926026 | 0.0386888198520519 | 0.980655590073974 |
100 | 0.0199261587009823 | 0.0398523174019647 | 0.980073841299018 |
101 | 0.0258007764180865 | 0.0516015528361729 | 0.974199223581914 |
102 | 0.0256364008404848 | 0.0512728016809696 | 0.974363599159515 |
103 | 0.0238005422332419 | 0.0476010844664838 | 0.976199457766758 |
104 | 0.0208149583580303 | 0.0416299167160606 | 0.97918504164197 |
105 | 0.0216289663606337 | 0.0432579327212673 | 0.978371033639366 |
106 | 0.0261274772301669 | 0.0522549544603339 | 0.973872522769833 |
107 | 0.0513287339810927 | 0.102657467962185 | 0.948671266018907 |
108 | 0.107980628167361 | 0.215961256334721 | 0.89201937183264 |
109 | 0.208771451331519 | 0.417542902663038 | 0.79122854866848 |
110 | 0.393039296592961 | 0.786078593185922 | 0.606960703407039 |
111 | 0.629405303600445 | 0.741189392799111 | 0.370594696399555 |
112 | 0.823420403088011 | 0.353159193823978 | 0.176579596911989 |
113 | 0.932834489516972 | 0.134331020966055 | 0.0671655104830277 |
114 | 0.984455776789363 | 0.0310884464212749 | 0.0155442232106375 |
115 | 0.993327610495569 | 0.0133447790088626 | 0.00667238950443128 |
116 | 0.996412543281868 | 0.0071749134362647 | 0.00358745671813235 |
117 | 0.99829873227219 | 0.00340253545562093 | 0.00170126772781047 |
118 | 0.999335099191847 | 0.00132980161630636 | 0.000664900808153179 |
119 | 0.999946245745263 | 0.000107508509473901 | 5.37542547369506e-05 |
120 | 0.999980900187314 | 3.81996253717745e-05 | 1.90998126858873e-05 |
121 | 0.999995802288532 | 8.39542293644765e-06 | 4.19771146822383e-06 |
122 | 0.999996877269563 | 6.24546087331351e-06 | 3.12273043665675e-06 |
123 | 0.999996496639325 | 7.00672135018853e-06 | 3.50336067509427e-06 |
124 | 0.999996503457095 | 6.99308581067558e-06 | 3.49654290533779e-06 |
125 | 0.999995980161747 | 8.03967650664838e-06 | 4.01983825332419e-06 |
126 | 0.99999527194697 | 9.45610605883736e-06 | 4.72805302941868e-06 |
127 | 0.999998551966228 | 2.89606754306076e-06 | 1.44803377153038e-06 |
128 | 0.999999827637097 | 3.44725806084521e-07 | 1.7236290304226e-07 |
129 | 0.999999963102823 | 7.37943532316414e-08 | 3.68971766158207e-08 |
130 | 0.999999996398596 | 7.20280832000984e-09 | 3.60140416000492e-09 |
131 | 0.999999998986467 | 2.02706588427827e-09 | 1.01353294213913e-09 |
132 | 0.999999999563233 | 8.73534346471606e-10 | 4.36767173235803e-10 |
133 | 0.999999999711475 | 5.77049804071214e-10 | 2.88524902035607e-10 |
134 | 0.99999999947032 | 1.05935874438496e-09 | 5.29679372192478e-10 |
135 | 0.999999998888824 | 2.22235215806398e-09 | 1.11117607903199e-09 |
136 | 0.99999999818043 | 3.63914084604054e-09 | 1.81957042302027e-09 |
137 | 0.999999996819625 | 6.3607497451228e-09 | 3.1803748725614e-09 |
138 | 0.999999993240819 | 1.3518361802544e-08 | 6.75918090127202e-09 |
139 | 0.99999998806389 | 2.38722179146925e-08 | 1.19361089573462e-08 |
140 | 0.999999979651217 | 4.06975668908285e-08 | 2.03487834454143e-08 |
141 | 0.999999968674549 | 6.26509027705035e-08 | 3.13254513852518e-08 |
142 | 0.999999965426952 | 6.91460952194351e-08 | 3.45730476097175e-08 |
143 | 0.999999929626216 | 1.40747568383003e-07 | 7.03737841915017e-08 |
144 | 0.999999854343174 | 2.9131365306343e-07 | 1.45656826531715e-07 |
145 | 0.999999700037187 | 5.99925627054954e-07 | 2.99962813527477e-07 |
146 | 0.999999734918625 | 5.30162750616439e-07 | 2.65081375308219e-07 |
147 | 0.999999885035923 | 2.29928153694554e-07 | 1.14964076847277e-07 |
148 | 0.999999978675667 | 4.26486654761524e-08 | 2.13243327380762e-08 |
149 | 0.99999998142617 | 3.71476587916551e-08 | 1.85738293958275e-08 |
150 | 0.999999992932909 | 1.41341829847502e-08 | 7.06709149237508e-09 |
151 | 0.999999997479904 | 5.04019198681444e-09 | 2.52009599340722e-09 |
152 | 0.99999999412199 | 1.17560200708876e-08 | 5.87801003544382e-09 |
153 | 0.999999985830656 | 2.8338688467322e-08 | 1.4169344233661e-08 |
154 | 0.999999968011776 | 6.39764469665358e-08 | 3.19882234832679e-08 |
155 | 0.99999999223372 | 1.55325614395581e-08 | 7.76628071977904e-09 |
156 | 0.999999993417992 | 1.31640153625566e-08 | 6.58200768127828e-09 |
157 | 0.999999989312235 | 2.13755301654036e-08 | 1.06877650827018e-08 |
158 | 0.9999999716724 | 5.66552001178202e-08 | 2.83276000589101e-08 |
159 | 0.999999958249362 | 8.35012755558817e-08 | 4.17506377779409e-08 |
160 | 0.99999999734638 | 5.30723880385314e-09 | 2.65361940192657e-09 |
161 | 0.99999999736853 | 5.26293963808536e-09 | 2.63146981904268e-09 |
162 | 0.999999992306334 | 1.53873313228747e-08 | 7.69366566143734e-09 |
163 | 0.999999995955383 | 8.08923435531434e-09 | 4.04461717765717e-09 |
164 | 0.999999987028006 | 2.59439881062583e-08 | 1.29719940531291e-08 |
165 | 0.999999954700002 | 9.05999952096426e-08 | 4.52999976048213e-08 |
166 | 0.999999957249151 | 8.55016975920611e-08 | 4.27508487960305e-08 |
167 | 0.999999914418817 | 1.71162366142917e-07 | 8.55811830714584e-08 |
168 | 0.999999896045131 | 2.07909737499034e-07 | 1.03954868749517e-07 |
169 | 0.999999698243718 | 6.03512563534575e-07 | 3.01756281767288e-07 |
170 | 0.99999934427199 | 1.31145601860315e-06 | 6.55728009301574e-07 |
171 | 0.999998205528958 | 3.58894208479392e-06 | 1.79447104239696e-06 |
172 | 0.999996377435026 | 7.24512994741222e-06 | 3.62256497370611e-06 |
173 | 0.999988637725044 | 2.2724549912262e-05 | 1.1362274956131e-05 |
174 | 0.999982635016513 | 3.47299669739253e-05 | 1.73649834869626e-05 |
175 | 0.999984325449655 | 3.13491006890438e-05 | 1.56745503445219e-05 |
176 | 0.999948420513188 | 0.000103158973623953 | 5.15794868119764e-05 |
177 | 0.999964694402239 | 7.0611195522148e-05 | 3.5305597761074e-05 |
178 | 0.999959723815554 | 8.05523688922496e-05 | 4.02761844461248e-05 |
179 | 0.999777863332256 | 0.000444273335488103 | 0.000222136667744052 |
180 | 0.999860871208948 | 0.000278257582104832 | 0.000139128791052416 |
181 | 0.998998676932546 | 0.00200264613490814 | 0.00100132306745407 |
182 | 0.995804368937368 | 0.00839126212526453 | 0.00419563106263227 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 113 | 0.649425287356322 | NOK |
5% type I error level | 134 | 0.770114942528736 | NOK |
10% type I error level | 140 | 0.804597701149425 | NOK |