Multiple Linear Regression - Estimated Regression Equation |
Unemployment[t] = + 565.214904761905 -19.5209956709957M1[t] -32.7295238095238M2[t] -28.4301428571429M3[t] -25.6582380952381M4[t] -32.0094761904762M5[t] -42.7965714285714M6[t] -50.376M7[t] -60.8950952380952M8[t] -60.1232380952381M9[t] -7.48166666666668M10[t] + 8.82809523809525M11[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) | 565.214904761905 | 11.313742 | 49.9583 | 0 | 0 |
M1 | -19.5209956709957 | 15.817184 | -1.2342 | 0.218344 | 0.109172 |
M2 | -32.7295238095238 | 16.000048 | -2.0456 | 0.041883 | 0.020941 |
M3 | -28.4301428571429 | 16.000048 | -1.7769 | 0.07685 | 0.038425 |
M4 | -25.6582380952381 | 16.000048 | -1.6036 | 0.110104 | 0.055052 |
M5 | -32.0094761904762 | 16.000048 | -2.0006 | 0.046559 | 0.023279 |
M6 | -42.7965714285714 | 16.000048 | -2.6748 | 0.00799 | 0.003995 |
M7 | -50.376 | 16.000048 | -3.1485 | 0.001848 | 0.000924 |
M8 | -60.8950952380952 | 16.000048 | -3.8059 | 0.000179 | 9e-05 |
M9 | -60.1232380952381 | 16.000048 | -3.7577 | 0.000215 | 0.000108 |
M10 | -7.48166666666668 | 16.000048 | -0.4676 | 0.640491 | 0.320246 |
M11 | 8.82809523809525 | 16.000048 | 0.5518 | 0.581628 | 0.290814 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.388877308312607 |
R-squared | 0.151225560920458 |
Adjusted R-squared | 0.112484818887782 |
F-TEST (value) | 3.90352773297181 |
F-TEST (DF numerator) | 11 |
F-TEST (DF denominator) | 241 |
p-value | 3.25556079295852e-05 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 51.8460810506317 |
Sum Squared Residuals | 647811.88499439 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 420.677 | 545.693909090909 | -125.016909090909 |
2 | 417.428 | 532.485380952381 | -115.057380952381 |
3 | 423.245 | 536.784761904762 | -113.539761904762 |
4 | 423.113 | 539.556666666667 | -116.443666666667 |
5 | 418.873 | 533.205428571429 | -114.332428571429 |
6 | 405.733 | 522.418333333333 | -116.685333333333 |
7 | 397.812 | 514.838904761905 | -117.026904761905 |
8 | 389.918 | 504.319809523809 | -114.401809523809 |
9 | 391.116 | 505.091666666667 | -113.975666666667 |
10 | 443.814 | 557.733238095238 | -113.919238095238 |
11 | 460.373 | 574.043 | -113.67 |
12 | 455.422 | 565.214904761905 | -109.792904761905 |
13 | 456.288 | 545.693909090909 | -89.405909090909 |
14 | 452.233 | 532.485380952381 | -80.252380952381 |
15 | 459.256 | 536.784761904762 | -77.528761904762 |
16 | 461.146 | 539.556666666667 | -78.4106666666667 |
17 | 451.391 | 533.205428571429 | -81.8144285714286 |
18 | 443.101 | 522.418333333333 | -79.3173333333333 |
19 | 438.81 | 514.838904761905 | -76.0289047619048 |
20 | 430.457 | 504.31980952381 | -73.8628095238095 |
21 | 435.721 | 505.091666666667 | -69.3706666666667 |
22 | 488.28 | 557.733238095238 | -69.4532380952381 |
23 | 505.814 | 574.043 | -68.229 |
24 | 502.338 | 565.214904761905 | -62.8769047619047 |
25 | 500.91 | 545.693909090909 | -44.7839090909091 |
26 | 501.434 | 532.485380952381 | -31.0513809523809 |
27 | 515.476 | 536.784761904762 | -21.3087619047619 |
28 | 520.862 | 539.556666666667 | -18.6946666666667 |
29 | 519.517 | 533.205428571429 | -13.6884285714285 |
30 | 511.805 | 522.418333333333 | -10.6133333333333 |
31 | 508.607 | 514.838904761905 | -6.23190476190473 |
32 | 505.327 | 504.31980952381 | 1.00719047619048 |
33 | 511.435 | 505.091666666667 | 6.34333333333333 |
34 | 570.158 | 557.733238095238 | 12.4247619047619 |
35 | 591.665 | 574.043 | 17.622 |
36 | 593.572 | 565.214904761905 | 28.3570952380952 |
37 | 586.346 | 545.693909090909 | 40.6520909090909 |
38 | 586.063 | 532.485380952381 | 53.577619047619 |
39 | 591.504 | 536.784761904762 | 54.7192380952381 |
40 | 594.033 | 539.556666666667 | 54.4763333333334 |
41 | 585.597 | 533.205428571429 | 52.3915714285714 |
42 | 572.45 | 522.418333333333 | 50.0316666666667 |
43 | 562.917 | 514.838904761905 | 48.0780952380953 |
44 | 554.675 | 504.31980952381 | 50.3551904761904 |
45 | 553.997 | 505.091666666667 | 48.9053333333333 |
46 | 601.31 | 557.733238095238 | 43.5767619047619 |
47 | 622.255 | 574.043 | 48.212 |
48 | 616.735 | 565.214904761905 | 51.5200952380953 |
49 | 606.48 | 545.693909090909 | 60.7860909090909 |
50 | 595.079 | 532.485380952381 | 62.593619047619 |
51 | 598.588 | 536.784761904762 | 61.8032380952381 |
52 | 599.917 | 539.556666666667 | 60.3603333333334 |
53 | 591.573 | 533.205428571429 | 58.3675714285714 |
54 | 575.489 | 522.418333333333 | 53.0706666666667 |
55 | 567.223 | 514.838904761905 | 52.3840952380952 |
56 | 555.338 | 504.31980952381 | 51.0181904761904 |
57 | 555.252 | 505.091666666667 | 50.1603333333333 |
58 | 608.249 | 557.733238095238 | 50.515761904762 |
59 | 630.859 | 574.043 | 56.816 |
60 | 628.632 | 565.214904761905 | 63.4170952380952 |
61 | 624.435 | 545.693909090909 | 78.7410909090909 |
62 | 609.67 | 532.485380952381 | 77.184619047619 |
63 | 615.83 | 536.784761904762 | 79.0452380952381 |
64 | 621.17 | 539.556666666667 | 81.6133333333333 |
65 | 604.212 | 533.205428571429 | 71.0065714285714 |
66 | 584.348 | 522.418333333333 | 61.9296666666666 |
67 | 573.717 | 514.838904761905 | 58.8780952380952 |
68 | 555.234 | 504.31980952381 | 50.9141904761905 |
69 | 544.897 | 505.091666666667 | 39.8053333333334 |
70 | 598.866 | 557.733238095238 | 41.1327619047619 |
71 | 620.081 | 574.043 | 46.038 |
72 | 607.699 | 565.214904761905 | 42.4840952380952 |
73 | 589.96 | 545.693909090909 | 44.266090909091 |
74 | 578.665 | 532.485380952381 | 46.179619047619 |
75 | 580.166 | 536.784761904762 | 43.3812380952382 |
76 | 579.457 | 539.556666666667 | 39.9003333333333 |
77 | 571.56 | 533.205428571429 | 38.3545714285714 |
78 | 560.46 | 522.418333333333 | 38.0416666666667 |
79 | 551.397 | 514.838904761905 | 36.5580952380953 |
80 | 536.763 | 504.31980952381 | 32.4431904761905 |
81 | 540.562 | 505.091666666667 | 35.4703333333334 |
82 | 588.184 | 557.733238095238 | 30.4507619047619 |
83 | 607.049 | 574.043 | 33.006 |
84 | 598.968 | 565.214904761905 | 33.7530952380952 |
85 | 577.644 | 545.693909090909 | 31.9500909090909 |
86 | 562.64 | 532.485380952381 | 30.1546190476191 |
87 | 565.867 | 536.784761904762 | 29.0822380952381 |
88 | 561.274 | 539.556666666667 | 21.7173333333333 |
89 | 554.144 | 533.205428571429 | 20.9385714285714 |
90 | 539.9 | 522.418333333333 | 17.4816666666666 |
91 | 526.271 | 514.838904761905 | 11.4320952380952 |
92 | 511.841 | 504.31980952381 | 7.52119047619049 |
93 | 505.282 | 505.091666666667 | 0.190333333333315 |
94 | 554.083 | 557.733238095238 | -3.65023809523812 |
95 | 584.225 | 574.043 | 10.182 |
96 | 568.858 | 565.214904761905 | 3.64309523809519 |
97 | 539.516 | 545.693909090909 | -6.17790909090912 |
98 | 521.612 | 532.485380952381 | -10.873380952381 |
99 | 525.562 | 536.784761904762 | -11.2227619047619 |
100 | 526.519 | 539.556666666667 | -13.0376666666667 |
101 | 515.713 | 533.205428571429 | -17.4924285714286 |
102 | 503.454 | 522.418333333333 | -18.9643333333333 |
103 | 489.301 | 514.838904761905 | -25.5379047619048 |
104 | 479.02 | 504.31980952381 | -25.2998095238095 |
105 | 475.102 | 505.091666666667 | -29.9896666666667 |
106 | 523.682 | 557.733238095238 | -34.0512380952381 |
107 | 551.528 | 574.043 | -22.515 |
108 | 531.626 | 565.214904761905 | -33.5889047619048 |
109 | 511.037 | 545.693909090909 | -34.6569090909091 |
110 | 492.417 | 532.485380952381 | -40.068380952381 |
111 | 492.188 | 536.784761904762 | -44.5967619047619 |
112 | 492.865 | 539.556666666667 | -46.6916666666667 |
113 | 480.961 | 533.205428571429 | -52.2444285714286 |
114 | 461.935 | 522.418333333333 | -60.4833333333333 |
115 | 456.608 | 514.838904761905 | -58.2309047619048 |
116 | 441.977 | 504.31980952381 | -62.3428095238095 |
117 | 439.148 | 505.091666666667 | -65.9436666666666 |
118 | 488.18 | 557.733238095238 | -69.5532380952381 |
119 | 520.564 | 574.043 | -53.479 |
120 | 501.492 | 565.214904761905 | -63.7229047619047 |
121 | 485.025 | 545.693909090909 | -60.6689090909091 |
122 | 464.196 | 532.485380952381 | -68.2893809523809 |
123 | 460.17 | 536.784761904762 | -76.6147619047619 |
124 | 467.037 | 539.556666666667 | -72.5196666666667 |
125 | 460.07 | 533.205428571429 | -73.1354285714286 |
126 | 447.988 | 522.418333333333 | -74.4303333333333 |
127 | 442.867 | 514.838904761905 | -71.9719047619047 |
128 | 436.087 | 504.31980952381 | -68.2328095238095 |
129 | 431.328 | 505.091666666667 | -73.7636666666667 |
130 | 484.015 | 557.733238095238 | -73.7182380952381 |
131 | 509.673 | 574.043 | -64.37 |
132 | 512.927 | 565.214904761905 | -52.2879047619047 |
133 | 502.831 | 545.693909090909 | -42.8629090909091 |
134 | 470.984 | 532.485380952381 | -61.501380952381 |
135 | 471.067 | 536.784761904762 | -65.7177619047619 |
136 | 476.049 | 539.556666666667 | -63.5076666666667 |
137 | 474.605 | 533.205428571429 | -58.6004285714286 |
138 | 470.439 | 522.418333333333 | -51.9793333333333 |
139 | 461.251 | 514.838904761905 | -53.5879047619048 |
140 | 454.724 | 504.31980952381 | -49.5958095238095 |
141 | 455.626 | 505.091666666667 | -49.4656666666667 |
142 | 516.847 | 557.733238095238 | -40.8862380952381 |
143 | 525.192 | 574.043 | -48.851 |
144 | 522.975 | 565.214904761905 | -42.2399047619047 |
145 | 518.585 | 545.693909090909 | -27.108909090909 |
146 | 509.239 | 532.485380952381 | -23.246380952381 |
147 | 512.238 | 536.784761904762 | -24.5467619047619 |
148 | 519.164 | 539.556666666667 | -20.3926666666667 |
149 | 517.009 | 533.205428571429 | -16.1964285714286 |
150 | 509.933 | 522.418333333333 | -12.4853333333333 |
151 | 509.127 | 514.838904761905 | -5.71190476190475 |
152 | 500.857 | 504.31980952381 | -3.4628095238095 |
153 | 506.971 | 505.091666666667 | 1.87933333333334 |
154 | 569.323 | 557.733238095238 | 11.5897619047619 |
155 | 579.714 | 574.043 | 5.67100000000004 |
156 | 577.992 | 565.214904761905 | 12.7770952380952 |
157 | 565.464 | 545.693909090909 | 19.770090909091 |
158 | 547.344 | 532.485380952381 | 14.8586190476191 |
159 | 554.788 | 536.784761904762 | 18.0032380952381 |
160 | 562.325 | 539.556666666667 | 22.7683333333334 |
161 | 560.854 | 533.205428571429 | 27.6485714285715 |
162 | 555.332 | 522.418333333333 | 32.9136666666667 |
163 | 543.599 | 514.838904761905 | 28.7600952380953 |
164 | 536.662 | 504.31980952381 | 32.3421904761905 |
165 | 542.722 | 505.091666666667 | 37.6303333333333 |
166 | 593.53 | 557.733238095238 | 35.7967619047619 |
167 | 610.763 | 574.043 | 36.72 |
168 | 612.613 | 565.214904761905 | 47.3980952380953 |
169 | 611.324 | 545.693909090909 | 65.6300909090909 |
170 | 594.167 | 532.485380952381 | 61.6816190476191 |
171 | 595.454 | 536.784761904762 | 58.669238095238 |
172 | 590.865 | 539.556666666667 | 51.3083333333333 |
173 | 589.379 | 533.205428571429 | 56.1735714285714 |
174 | 584.428 | 522.418333333333 | 62.0096666666667 |
175 | 573.1 | 514.838904761905 | 58.2610952380952 |
176 | 567.456 | 504.31980952381 | 63.1361904761905 |
177 | 569.028 | 505.091666666667 | 63.9363333333333 |
178 | 620.735 | 557.733238095238 | 63.0017619047619 |
179 | 628.884 | 574.043 | 54.841 |
180 | 628.232 | 565.214904761905 | 63.0170952380952 |
181 | 612.117 | 545.693909090909 | 66.4230909090909 |
182 | 595.404 | 532.485380952381 | 62.918619047619 |
183 | 597.141 | 536.784761904762 | 60.3562380952381 |
184 | 593.408 | 539.556666666667 | 53.8513333333334 |
185 | 590.072 | 533.205428571429 | 56.8665714285714 |
186 | 579.799 | 522.418333333333 | 57.3806666666666 |
187 | 574.205 | 514.838904761905 | 59.3660952380953 |
188 | 572.775 | 504.31980952381 | 68.4551904761904 |
189 | 572.942 | 505.091666666667 | 67.8503333333333 |
190 | 619.567 | 557.733238095238 | 61.8337619047619 |
191 | 625.809 | 574.043 | 51.766 |
192 | 619.916 | 565.214904761905 | 54.7010952380953 |
193 | 587.625 | 545.693909090909 | 41.9310909090909 |
194 | 565.742 | 532.485380952381 | 33.256619047619 |
195 | 557.274 | 536.784761904762 | 20.4892380952381 |
196 | 560.576 | 539.556666666667 | 21.0193333333333 |
197 | 548.854 | 533.205428571429 | 15.6485714285715 |
198 | 531.673 | 522.418333333333 | 9.25466666666667 |
199 | 525.919 | 514.838904761905 | 11.0800952380952 |
200 | 511.038 | 504.31980952381 | 6.71819047619049 |
201 | 498.662 | 505.091666666667 | -6.4296666666667 |
202 | 555.362 | 557.733238095238 | -2.37123809523812 |
203 | 564.591 | 574.043 | -9.45200000000001 |
204 | 541.657 | 565.214904761905 | -23.5579047619047 |
205 | 527.07 | 545.693909090909 | -18.623909090909 |
206 | 509.846 | 532.485380952381 | -22.639380952381 |
207 | 514.258 | 536.784761904762 | -22.5267619047619 |
208 | 516.922 | 539.556666666667 | -22.6346666666666 |
209 | 507.561 | 533.205428571429 | -25.6444285714286 |
210 | 492.622 | 522.418333333333 | -29.7963333333333 |
211 | 490.243 | 514.838904761905 | -24.5959047619048 |
212 | 469.357 | 504.31980952381 | -34.9628095238095 |
213 | 477.58 | 505.091666666667 | -27.5116666666667 |
214 | 528.379 | 557.733238095238 | -29.3542380952381 |
215 | 533.59 | 574.043 | -40.453 |
216 | 517.945 | 565.214904761905 | -47.2699047619047 |
217 | 506.174 | 545.693909090909 | -39.5199090909091 |
218 | 501.866 | 532.485380952381 | -30.619380952381 |
219 | 516.141 | 536.784761904762 | -20.6437619047619 |
220 | 528.222 | 539.556666666667 | -11.3346666666667 |
221 | 532.638 | 533.205428571429 | -0.567428571428545 |
222 | 536.322 | 522.418333333333 | 13.9036666666667 |
223 | 536.535 | 514.838904761905 | 21.6960952380952 |
224 | 523.597 | 504.31980952381 | 19.2771904761904 |
225 | 536.214 | 505.091666666667 | 31.1223333333334 |
226 | 586.57 | 557.733238095238 | 28.836761904762 |
227 | 596.594 | 574.043 | 22.551 |
228 | 580.523 | 565.214904761905 | 15.3080952380952 |
229 | 564.478 | 545.693909090909 | 18.7840909090909 |
230 | 557.56 | 532.485380952381 | 25.074619047619 |
231 | 575.093 | 536.784761904762 | 38.3082380952381 |
232 | 580.112 | 539.556666666667 | 40.5553333333333 |
233 | 574.761 | 533.205428571429 | 41.5555714285714 |
234 | 563.25 | 522.418333333333 | 40.8316666666667 |
235 | 551.531 | 514.838904761905 | 36.6920952380952 |
236 | 537.034 | 504.31980952381 | 32.7141904761905 |
237 | 544.686 | 505.091666666667 | 39.5943333333334 |
238 | 600.991 | 557.733238095238 | 43.2577619047619 |
239 | 604.378 | 574.043 | 30.335 |
240 | 586.111 | 565.214904761905 | 20.8960952380952 |
241 | 563.668 | 545.693909090909 | 17.9740909090909 |
242 | 548.604 | 532.485380952381 | 16.1186190476191 |
243 | 551.174 | 536.784761904762 | 14.3892380952381 |
244 | 555.654 | 539.556666666667 | 16.0973333333333 |
245 | 547.97 | 533.205428571429 | 14.7645714285714 |
246 | 540.324 | 522.418333333333 | 17.9056666666666 |
247 | 530.577 | 514.838904761905 | 15.7380952380952 |
248 | 520.579 | 504.31980952381 | 16.2591904761904 |
249 | 518.654 | 505.091666666667 | 13.5623333333333 |
250 | 572.273 | 557.733238095238 | 14.5397619047619 |
251 | 581.302 | 574.043 | 7.259 |
252 | 563.28 | 565.214904761905 | -1.93490476190479 |
253 | 547.612 | 545.693909090909 | 1.91809090909088 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
15 | 0.183493532902019 | 0.366987065804038 | 0.816506467097981 |
16 | 0.140903364634485 | 0.281806729268971 | 0.859096635365515 |
17 | 0.0991929465101272 | 0.198385893020254 | 0.900807053489873 |
18 | 0.0792608049309532 | 0.158521609861906 | 0.920739195069047 |
19 | 0.069641397842875 | 0.13928279568575 | 0.930358602157125 |
20 | 0.0609570825548094 | 0.121914165109619 | 0.939042917445191 |
21 | 0.0583247924105575 | 0.116649584821115 | 0.941675207589442 |
22 | 0.0556494964389775 | 0.111298992877955 | 0.944350503561022 |
23 | 0.0541359809148048 | 0.10827196182961 | 0.945864019085195 |
24 | 0.053766843046824 | 0.107533686093648 | 0.946233156953176 |
25 | 0.0869290567930718 | 0.173858113586144 | 0.913070943206928 |
26 | 0.13315488453175 | 0.2663097690635 | 0.86684511546825 |
27 | 0.206316728162945 | 0.412633456325891 | 0.793683271837055 |
28 | 0.299539409053715 | 0.599078818107431 | 0.700460590946285 |
29 | 0.413470674306875 | 0.82694134861375 | 0.586529325693125 |
30 | 0.529103400592895 | 0.94179319881421 | 0.470896599407105 |
31 | 0.63749201337268 | 0.725015973254639 | 0.36250798662732 |
32 | 0.738057292005006 | 0.523885415989988 | 0.261942707994994 |
33 | 0.819237474494607 | 0.361525051010786 | 0.180762525505393 |
34 | 0.886021632567288 | 0.227956734865424 | 0.113978367432712 |
35 | 0.933385612056673 | 0.133228775886655 | 0.0666143879433274 |
36 | 0.965204310828309 | 0.0695913783433824 | 0.0347956891716912 |
37 | 0.987789546693775 | 0.0244209066124508 | 0.0122104533062254 |
38 | 0.996111226989923 | 0.00777754602015296 | 0.00388877301007648 |
39 | 0.998681537860332 | 0.00263692427933654 | 0.00131846213966827 |
40 | 0.999554095648417 | 0.000891808703166113 | 0.000445904351583057 |
41 | 0.999834678957853 | 0.000330642084292985 | 0.000165321042146493 |
42 | 0.999932262842291 | 0.000135474315417465 | 6.77371577087327e-05 |
43 | 0.99996874765913 | 6.25046817397054e-05 | 3.12523408698527e-05 |
44 | 0.999984970202642 | 3.00595947164098e-05 | 1.50297973582049e-05 |
45 | 0.999991862885371 | 1.62742292586409e-05 | 8.13711462932047e-06 |
46 | 0.999994750098938 | 1.04998021244062e-05 | 5.24990106220308e-06 |
47 | 0.999996787698129 | 6.42460374188698e-06 | 3.21230187094349e-06 |
48 | 0.999997936855722 | 4.12628855669668e-06 | 2.06314427834834e-06 |
49 | 0.999999106723948 | 1.78655210338268e-06 | 8.9327605169134e-07 |
50 | 0.999999535894714 | 9.28210571249906e-07 | 4.64105285624953e-07 |
51 | 0.999999734988071 | 5.30023858096474e-07 | 2.65011929048237e-07 |
52 | 0.999999842581485 | 3.14837029371129e-07 | 1.57418514685565e-07 |
53 | 0.999999900179293 | 1.99641413166644e-07 | 9.98207065833219e-08 |
54 | 0.999999927192368 | 1.45615264492685e-07 | 7.28076322463425e-08 |
55 | 0.999999944599637 | 1.10800725641944e-07 | 5.54003628209721e-08 |
56 | 0.999999954106578 | 9.17868441405326e-08 | 4.58934220702663e-08 |
57 | 0.999999960001683 | 7.999663431464e-08 | 3.999831715732e-08 |
58 | 0.999999965196118 | 6.96077630328727e-08 | 3.48038815164364e-08 |
59 | 0.999999972655711 | 5.46885779348408e-08 | 2.73442889674204e-08 |
60 | 0.999999980292156 | 3.94156874914334e-08 | 1.97078437457167e-08 |
61 | 0.999999991900516 | 1.61989674909915e-08 | 8.09948374549574e-09 |
62 | 0.999999996019493 | 7.96101404781709e-09 | 3.98050702390855e-09 |
63 | 0.999999998105645 | 3.78870926125901e-09 | 1.8943546306295e-09 |
64 | 0.999999999186972 | 1.6260550217524e-09 | 8.13027510876201e-10 |
65 | 0.999999999517854 | 9.64291086054935e-10 | 4.82145543027468e-10 |
66 | 0.999999999635476 | 7.29047861537147e-10 | 3.64523930768574e-10 |
67 | 0.999999999699215 | 6.0156986648532e-10 | 3.0078493324266e-10 |
68 | 0.999999999694058 | 6.1188325383026e-10 | 3.0594162691513e-10 |
69 | 0.999999999609699 | 7.80601805164145e-10 | 3.90300902582072e-10 |
70 | 0.999999999514022 | 9.71955628295919e-10 | 4.8597781414796e-10 |
71 | 0.999999999435926 | 1.12814808700552e-09 | 5.64074043502759e-10 |
72 | 0.999999999281163 | 1.43767470912252e-09 | 7.1883735456126e-10 |
73 | 0.99999999914841 | 1.7031793650173e-09 | 8.51589682508649e-10 |
74 | 0.99999999899027 | 2.01946083418214e-09 | 1.00973041709107e-09 |
75 | 0.999999998733189 | 2.5336227577172e-09 | 1.2668113788586e-09 |
76 | 0.999999998323347 | 3.35330609210714e-09 | 1.67665304605357e-09 |
77 | 0.999999997748966 | 4.50206724521907e-09 | 2.25103362260954e-09 |
78 | 0.999999996997846 | 6.00430732093725e-09 | 3.00215366046862e-09 |
79 | 0.999999995919351 | 8.16129792860793e-09 | 4.08064896430397e-09 |
80 | 0.999999994145931 | 1.17081379909725e-08 | 5.85406899548626e-09 |
81 | 0.999999991981145 | 1.60377109138162e-08 | 8.01885545690809e-09 |
82 | 0.99999998833015 | 2.33397007665611e-08 | 1.16698503832805e-08 |
83 | 0.999999983472485 | 3.30550310129888e-08 | 1.65275155064944e-08 |
84 | 0.999999976757016 | 4.64859670924286e-08 | 2.32429835462143e-08 |
85 | 0.999999967174461 | 6.5651078160148e-08 | 3.2825539080074e-08 |
86 | 0.999999952525182 | 9.49496359188662e-08 | 4.74748179594331e-08 |
87 | 0.999999930909599 | 1.38180802668208e-07 | 6.90904013341039e-08 |
88 | 0.999999893182756 | 2.13634488581173e-07 | 1.06817244290587e-07 |
89 | 0.999999835098222 | 3.29803556303699e-07 | 1.6490177815185e-07 |
90 | 0.999999741563703 | 5.16872593307786e-07 | 2.58436296653893e-07 |
91 | 0.99999958592294 | 8.28154118978988e-07 | 4.14077059489494e-07 |
92 | 0.999999334027778 | 1.33194444345463e-06 | 6.65972221727313e-07 |
93 | 0.999998928584202 | 2.14283159503751e-06 | 1.07141579751876e-06 |
94 | 0.999998295938441 | 3.40812311783598e-06 | 1.70406155891799e-06 |
95 | 0.999997352939627 | 5.29412074640623e-06 | 2.64706037320312e-06 |
96 | 0.999995878492998 | 8.24301400481868e-06 | 4.12150700240934e-06 |
97 | 0.999993644138701 | 1.27117225983368e-05 | 6.35586129916838e-06 |
98 | 0.999990427429607 | 1.91451407859048e-05 | 9.57257039295242e-06 |
99 | 0.999985741447172 | 2.85171056559791e-05 | 1.42585528279895e-05 |
100 | 0.99997903379524 | 4.19324095203748e-05 | 2.09662047601874e-05 |
101 | 0.999969957008398 | 6.00859832033895e-05 | 3.00429916016947e-05 |
102 | 0.999957532008447 | 8.49359831060414e-05 | 4.24679915530207e-05 |
103 | 0.999942720866481 | 0.000114558267038595 | 5.72791335192975e-05 |
104 | 0.999923028023752 | 0.000153943952496352 | 7.69719762481759e-05 |
105 | 0.999900629865209 | 0.000198740269582379 | 9.93701347911896e-05 |
106 | 0.999876606127943 | 0.000246787744112961 | 0.000123393872056481 |
107 | 0.999833809303566 | 0.000332381392868 | 0.000166190696434 |
108 | 0.999794752633012 | 0.00041049473397702 | 0.00020524736698851 |
109 | 0.999749462912522 | 0.000501074174956645 | 0.000250537087478322 |
110 | 0.999709551390895 | 0.000580897218210375 | 0.000290448609105187 |
111 | 0.999679374758026 | 0.000641250483947267 | 0.000320625241973633 |
112 | 0.999655002757224 | 0.000689994485552572 | 0.000344997242776286 |
113 | 0.999654508299802 | 0.000690983400395601 | 0.0003454917001978 |
114 | 0.999694179060635 | 0.000611641878729723 | 0.000305820939364861 |
115 | 0.999721779320817 | 0.000556441358366692 | 0.000278220679183346 |
116 | 0.999764090947539 | 0.000471818104922134 | 0.000235909052461067 |
117 | 0.999814200818729 | 0.000371598362541631 | 0.000185799181270815 |
118 | 0.999865472611431 | 0.000269054777138612 | 0.000134527388569306 |
119 | 0.999869887806461 | 0.00026022438707872 | 0.00013011219353936 |
120 | 0.999893801371344 | 0.000212397257312499 | 0.00010619862865625 |
121 | 0.999911732462399 | 0.000176535075201844 | 8.8267537600922e-05 |
122 | 0.999936329749755 | 0.000127340500489394 | 6.36702502446972e-05 |
123 | 0.999962373321863 | 7.52533562730916e-05 | 3.76266781365458e-05 |
124 | 0.999976399492535 | 4.72010149289979e-05 | 2.3600507464499e-05 |
125 | 0.999986113592122 | 2.77728157563181e-05 | 1.38864078781591e-05 |
126 | 0.99999260520018 | 1.4789599639615e-05 | 7.39479981980748e-06 |
127 | 0.999996005947543 | 7.98810491436207e-06 | 3.99405245718104e-06 |
128 | 0.999997715145498 | 4.56970900316572e-06 | 2.28485450158286e-06 |
129 | 0.999998967428489 | 2.0651430211864e-06 | 1.0325715105932e-06 |
130 | 0.999999573102017 | 8.53795966405437e-07 | 4.26897983202719e-07 |
131 | 0.999999744638921 | 5.10722157080774e-07 | 2.55361078540387e-07 |
132 | 0.999999789961074 | 4.20077852873231e-07 | 2.10038926436615e-07 |
133 | 0.99999980224175 | 3.95516500501994e-07 | 1.97758250250997e-07 |
134 | 0.999999887978388 | 2.24043223999495e-07 | 1.12021611999747e-07 |
135 | 0.999999947515879 | 1.04968242323985e-07 | 5.24841211619926e-08 |
136 | 0.999999975380546 | 4.92389088793358e-08 | 2.46194544396679e-08 |
137 | 0.99999998762664 | 2.47467197366613e-08 | 1.23733598683307e-08 |
138 | 0.999999992977384 | 1.40452313858148e-08 | 7.0226156929074e-09 |
139 | 0.999999996493334 | 7.01333251133294e-09 | 3.50666625566647e-09 |
140 | 0.999999998067603 | 3.86479479446724e-09 | 1.93239739723362e-09 |
141 | 0.99999999904799 | 1.90402084548536e-09 | 9.5201042274268e-10 |
142 | 0.999999999398092 | 1.20381546355165e-09 | 6.01907731775824e-10 |
143 | 0.999999999656104 | 6.87792002708707e-10 | 3.43896001354354e-10 |
144 | 0.999999999743448 | 5.13104574440907e-10 | 2.56552287220454e-10 |
145 | 0.999999999728105 | 5.43790189238689e-10 | 2.71895094619344e-10 |
146 | 0.999999999687774 | 6.24452684896406e-10 | 3.12226342448203e-10 |
147 | 0.999999999661028 | 6.77943324690883e-10 | 3.38971662345442e-10 |
148 | 0.999999999599635 | 8.00730221244777e-10 | 4.00365110622388e-10 |
149 | 0.999999999502559 | 9.94882952831435e-10 | 4.97441476415718e-10 |
150 | 0.999999999365122 | 1.26975683984033e-09 | 6.34878419920165e-10 |
151 | 0.99999999909224 | 1.81551932927855e-09 | 9.07759664639274e-10 |
152 | 0.99999999865264 | 2.69471913508778e-09 | 1.34735956754389e-09 |
153 | 0.999999997931417 | 4.13716610916166e-09 | 2.06858305458083e-09 |
154 | 0.999999996553478 | 6.89304421766449e-09 | 3.44652210883224e-09 |
155 | 0.999999994040305 | 1.19193889888715e-08 | 5.95969449443574e-09 |
156 | 0.999999989427393 | 2.1145214721302e-08 | 1.0572607360651e-08 |
157 | 0.999999981785978 | 3.64280440189064e-08 | 1.82140220094532e-08 |
158 | 0.999999968578248 | 6.28435048947684e-08 | 3.14217524473842e-08 |
159 | 0.999999946399097 | 1.07201806505004e-07 | 5.36009032525018e-08 |
160 | 0.999999910442131 | 1.79115738096674e-07 | 8.95578690483369e-08 |
161 | 0.99999985517276 | 2.89654479995727e-07 | 1.44827239997863e-07 |
162 | 0.999999775469034 | 4.49061931284888e-07 | 2.24530965642444e-07 |
163 | 0.999999643167136 | 7.13665727210853e-07 | 3.56832863605427e-07 |
164 | 0.999999449259625 | 1.10148075019607e-06 | 5.50740375098035e-07 |
165 | 0.999999189155293 | 1.62168941502342e-06 | 8.10844707511712e-07 |
166 | 0.999998790343478 | 2.41931304349879e-06 | 1.2096565217494e-06 |
167 | 0.999998284247832 | 3.43150433593321e-06 | 1.71575216796661e-06 |
168 | 0.999998045419731 | 3.90916053857559e-06 | 1.95458026928779e-06 |
169 | 0.999998534904516 | 2.9301909672972e-06 | 1.4650954836486e-06 |
170 | 0.999998729934156 | 2.54013168726389e-06 | 1.27006584363194e-06 |
171 | 0.999998790449514 | 2.41910097289232e-06 | 1.20955048644616e-06 |
172 | 0.999998615671955 | 2.76865609074912e-06 | 1.38432804537456e-06 |
173 | 0.999998550262122 | 2.89947575615446e-06 | 1.44973787807723e-06 |
174 | 0.999998649970255 | 2.70005948955938e-06 | 1.35002974477969e-06 |
175 | 0.999998583049238 | 2.83390152461313e-06 | 1.41695076230656e-06 |
176 | 0.999998716866943 | 2.56626611385057e-06 | 1.28313305692528e-06 |
177 | 0.999998826656624 | 2.34668675140613e-06 | 1.17334337570306e-06 |
178 | 0.999998904103758 | 2.19179248423705e-06 | 1.09589624211852e-06 |
179 | 0.999998937332405 | 2.12533519053164e-06 | 1.06266759526582e-06 |
180 | 0.999999328686406 | 1.34262718879184e-06 | 6.7131359439592e-07 |
181 | 0.999999629411583 | 7.41176833113098e-07 | 3.70588416556549e-07 |
182 | 0.999999765013069 | 4.69973862475995e-07 | 2.34986931237997e-07 |
183 | 0.999999832030372 | 3.35939256530842e-07 | 1.67969628265421e-07 |
184 | 0.999999841823658 | 3.1635268317627e-07 | 1.58176341588135e-07 |
185 | 0.999999863850018 | 2.72299964541823e-07 | 1.36149982270912e-07 |
186 | 0.999999881645116 | 2.36709767519416e-07 | 1.18354883759708e-07 |
187 | 0.999999899858697 | 2.002826060353e-07 | 1.0014130301765e-07 |
188 | 0.99999994968782 | 1.00624359716799e-07 | 5.03121798583997e-08 |
189 | 0.999999973301225 | 5.33975489835928e-08 | 2.66987744917964e-08 |
190 | 0.999999981586655 | 3.68266894374866e-08 | 1.84133447187433e-08 |
191 | 0.999999986413154 | 2.71736925226098e-08 | 1.35868462613049e-08 |
192 | 0.999999994572549 | 1.08549018490494e-08 | 5.42745092452472e-09 |
193 | 0.999999995510779 | 8.97844204604422e-09 | 4.48922102302211e-09 |
194 | 0.999999994543064 | 1.09138712276409e-08 | 5.45693561382043e-09 |
195 | 0.999999989592879 | 2.08142426765576e-08 | 1.04071213382788e-08 |
196 | 0.999999979512637 | 4.09747258975779e-08 | 2.0487362948789e-08 |
197 | 0.999999956806473 | 8.6387054782144e-08 | 4.3193527391072e-08 |
198 | 0.999999907202132 | 1.85595735340162e-07 | 9.27978676700808e-08 |
199 | 0.999999803560451 | 3.92879097852288e-07 | 1.96439548926144e-07 |
200 | 0.999999588597574 | 8.22804852455179e-07 | 4.11402426227589e-07 |
201 | 0.999999271394903 | 1.4572101934874e-06 | 7.28605096743698e-07 |
202 | 0.999998647294359 | 2.70541128205637e-06 | 1.35270564102819e-06 |
203 | 0.99999745068254 | 5.09863491941607e-06 | 2.54931745970803e-06 |
204 | 0.999995621295319 | 8.75740936198139e-06 | 4.37870468099069e-06 |
205 | 0.999992295526664 | 1.54089466718602e-05 | 7.70447333593011e-06 |
206 | 0.999987858483362 | 2.42830332769412e-05 | 1.21415166384706e-05 |
207 | 0.999983214614631 | 3.35707707376809e-05 | 1.67853853688404e-05 |
208 | 0.999979020917555 | 4.19581648908722e-05 | 2.09790824454361e-05 |
209 | 0.99997797518704 | 4.40496259205242e-05 | 2.20248129602621e-05 |
210 | 0.999983545662073 | 3.29086758544553e-05 | 1.64543379272277e-05 |
211 | 0.999985935035496 | 2.81299290071401e-05 | 1.40649645035701e-05 |
212 | 0.999991985178289 | 1.60296434217768e-05 | 8.01482171088839e-06 |
213 | 0.999995416367651 | 9.16726469792724e-06 | 4.58363234896362e-06 |
214 | 0.999998021357446 | 3.95728510872895e-06 | 1.97864255436448e-06 |
215 | 0.99999943170462 | 1.13659076024738e-06 | 5.68295380123691e-07 |
216 | 0.999999873774215 | 2.52451569494693e-07 | 1.26225784747347e-07 |
217 | 0.999999968047781 | 6.39044379769583e-08 | 3.19522189884792e-08 |
218 | 0.999999992119131 | 1.5761738490931e-08 | 7.88086924546549e-09 |
219 | 0.999999998134173 | 3.73165369641464e-09 | 1.86582684820732e-09 |
220 | 0.999999999339838 | 1.32032374989909e-09 | 6.60161874949546e-10 |
221 | 0.999999999364524 | 1.27095274265474e-09 | 6.35476371327372e-10 |
222 | 0.999999998244917 | 3.51016569337907e-09 | 1.75508284668954e-09 |
223 | 0.999999992759674 | 1.44806512037173e-08 | 7.24032560185867e-09 |
224 | 0.999999971103919 | 5.77921626962356e-08 | 2.88960813481178e-08 |
225 | 0.999999887127335 | 2.25745329789306e-07 | 1.12872664894653e-07 |
226 | 0.999999555694608 | 8.88610784364691e-07 | 4.44305392182346e-07 |
227 | 0.999998330786738 | 3.33842652326406e-06 | 1.66921326163203e-06 |
228 | 0.99999405689757 | 1.1886204860613e-05 | 5.94310243030648e-06 |
229 | 0.999980563239218 | 3.88735215647657e-05 | 1.94367607823828e-05 |
230 | 0.999936806156485 | 0.000126387687030866 | 6.3193843515433e-05 |
231 | 0.99986741402662 | 0.000265171946760437 | 0.000132585973380218 |
232 | 0.999727267976249 | 0.000545464047501996 | 0.000272732023750998 |
233 | 0.999494283846142 | 0.00101143230771513 | 0.000505716153857566 |
234 | 0.998878957338739 | 0.00224208532252138 | 0.00112104266126069 |
235 | 0.997280485699349 | 0.00543902860130119 | 0.00271951430065059 |
236 | 0.992296746756418 | 0.0154065064871645 | 0.00770325324358226 |
237 | 0.984401726610466 | 0.0311965467790688 | 0.0155982733895344 |
238 | 0.972497912311491 | 0.0550041753770179 | 0.027502087688509 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 198 | 0.883928571428571 | NOK |
5% type I error level | 201 | 0.897321428571429 | NOK |
10% type I error level | 203 | 0.90625 | NOK |