Multiple Linear Regression - Estimated Regression Equation |
Yt[t] = + 1239719.44871795 + 11148.1183835658t -72174.3525266154M1[t] -158838.839331234M2[t] + 297898.515969411M3[t] + 429204.502849003M4[t] + 782780.2265707M5[t] + 773356.002923977M6[t] + 1211480.77927725M7[t] + 1183314.60826211M8[t] + 885381.174089069M9[t] + 797206.634652871M10[t] + 110446.229494677M11[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) | 1239719.44871795 | 72513.567327 | 17.0964 | 0 | 0 |
t | 11148.1183835658 | 281.517471 | 39.6001 | 0 | 0 |
M1 | -72174.3525266154 | 90752.168564 | -0.7953 | 0.42733 | 0.213665 |
M2 | -158838.839331234 | 90748.238717 | -1.7503 | 0.081502 | 0.040751 |
M3 | 297898.515969411 | 90745.182052 | 3.2828 | 0.001201 | 0.000601 |
M4 | 429204.502849003 | 90742.998657 | 4.7299 | 4e-06 | 2e-06 |
M5 | 782780.2265707 | 90741.688594 | 8.6265 | 0 | 0 |
M6 | 773356.002923977 | 90741.251903 | 8.5227 | 0 | 0 |
M7 | 1211480.77927725 | 90741.688594 | 13.3509 | 0 | 0 |
M8 | 1183314.60826211 | 90742.998657 | 13.0403 | 0 | 0 |
M9 | 885381.174089069 | 90745.182052 | 9.7568 | 0 | 0 |
M10 | 797206.634652871 | 90748.238717 | 8.7848 | 0 | 0 |
M11 | 110446.229494677 | 91959.740693 | 1.201 | 0.231074 | 0.115537 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.956090738463255 |
R-squared | 0.914109500175212 |
Adjusted R-squared | 0.909270598776632 |
F-TEST (value) | 188.908478367328 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 213 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 275877.929356579 |
Sum Squared Residuals | 16211138595993.7 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1149822 | 1178693.21457489 | -28871.214574894 |
2 | 1086979 | 1103176.84615385 | -16197.8461538473 |
3 | 1276674 | 1571062.31983806 | -294388.319838057 |
4 | 1522522 | 1713516.42510121 | -190994.425101215 |
5 | 1742117 | 2078240.26720648 | -336123.267206478 |
6 | 1737275 | 2079964.16194332 | -342689.16194332 |
7 | 1979900 | 2529237.05668016 | -549337.056680162 |
8 | 2061036 | 2512219.00404858 | -451183.004048584 |
9 | 1867943 | 2225433.68825911 | -357490.68825911 |
10 | 1707752 | 2148407.26720648 | -440655.267206478 |
11 | 1298756 | 1472794.98043185 | -174038.980431849 |
12 | 1281814 | 1373496.86932074 | -91682.8693207371 |
13 | 1281151 | 1312470.63517769 | -31319.635177688 |
14 | 1164976 | 1236954.26675663 | -71978.266756635 |
15 | 1454329 | 1704839.74044085 | -250510.740440846 |
16 | 1645288 | 1847293.845704 | -202005.845704003 |
17 | 1817743 | 2212017.68780927 | -394274.687809267 |
18 | 1895785 | 2213741.58254611 | -317956.582546109 |
19 | 2236311 | 2663014.47728295 | -426703.477282951 |
20 | 2295951 | 2645996.42465137 | -350045.424651372 |
21 | 2087315 | 2359211.1088619 | -271896.108861899 |
22 | 1980891 | 2282184.68780927 | -301293.687809267 |
23 | 1465446 | 1606572.40103464 | -141126.401034638 |
24 | 1445026 | 1507274.28992353 | -62248.2899235268 |
25 | 1488120 | 1446248.05578048 | 41871.9442195229 |
26 | 1338333 | 1370731.68735942 | -32398.6873594242 |
27 | 1715789 | 1838617.16104363 | -122828.161043635 |
28 | 1806090 | 1981071.26630679 | -174981.266306792 |
29 | 2083316 | 2345795.10841206 | -262479.108412056 |
30 | 2092278 | 2347519.0031489 | -255241.003148898 |
31 | 2430800 | 2796791.89788574 | -365991.89788574 |
32 | 2424894 | 2779773.84525416 | -354879.845254161 |
33 | 2299016 | 2492988.52946469 | -193972.529464687 |
34 | 2130688 | 2415962.10841206 | -285274.108412056 |
35 | 1652221 | 1740349.82163743 | -88128.8216374269 |
36 | 1608162 | 1641051.71052632 | -32889.7105263158 |
37 | 1647074 | 1580025.47638327 | 67048.5236167339 |
38 | 1479691 | 1504509.10796221 | -24818.1079622131 |
39 | 1884978 | 1972394.58164642 | -87416.5816464239 |
40 | 2007898 | 2114848.68690958 | -106950.686909582 |
41 | 2208954 | 2479572.52901484 | -270618.529014845 |
42 | 2217164 | 2481296.42375169 | -264132.423751687 |
43 | 2534291 | 2930569.31848853 | -396278.318488529 |
44 | 2560312 | 2913551.26585695 | -353239.26585695 |
45 | 2429069 | 2626765.95006748 | -197696.950067476 |
46 | 2315077 | 2549739.52901484 | -234662.529014845 |
47 | 1799608 | 1874127.24224022 | -74519.2422402158 |
48 | 1772590 | 1774829.1311291 | -2239.13112910472 |
49 | 1744799 | 1713802.89698606 | 30996.1030139449 |
50 | 1659093 | 1638286.528565 | 20806.4714349979 |
51 | 2099821 | 2106172.00224921 | -6351.00224921288 |
52 | 2135736 | 2248626.10751237 | -112890.107512371 |
53 | 2427894 | 2613349.94961763 | -185455.949617634 |
54 | 2468882 | 2615073.84435448 | -146191.844354476 |
55 | 2703217 | 3064346.73909132 | -361129.739091318 |
56 | 2766841 | 3047328.68645974 | -280487.686459739 |
57 | 2655236 | 2760543.37067027 | -105307.370670265 |
58 | 2550373 | 2683516.94961763 | -133143.949617634 |
59 | 2052097 | 2007904.66284301 | 44192.337156995 |
60 | 1998055 | 1908606.55173189 | 89448.4482681062 |
61 | 1920748 | 1847580.31758884 | 73167.6824111557 |
62 | 1876694 | 1772063.94916779 | 104630.050832209 |
63 | 2380930 | 2239949.422852 | 140980.577147998 |
64 | 2467402 | 2382403.52811516 | 84998.4718848403 |
65 | 2770771 | 2747127.37022042 | 23643.6297795771 |
66 | 2781340 | 2748851.26495726 | 32488.735042735 |
67 | 3143926 | 3198124.15969411 | -54198.159694107 |
68 | 3172235 | 3181106.10706253 | -8871.10706252818 |
69 | 2952540 | 2894320.79127305 | 58219.2087269456 |
70 | 2920877 | 2817294.37022042 | 103582.629779577 |
71 | 2384552 | 2141682.08344579 | 242869.916554206 |
72 | 2248987 | 2042383.97233468 | 206603.027665317 |
73 | 2208616 | 1981357.73819163 | 227258.261808367 |
74 | 2178756 | 1905841.36977058 | 272914.63022942 |
75 | 2632870 | 2373726.84345479 | 259143.156545209 |
76 | 2706905 | 2516180.94871795 | 190724.051282051 |
77 | 3029745 | 2880904.79082321 | 148840.209176788 |
78 | 3015402 | 2882628.68556005 | 132773.314439946 |
79 | 3391414 | 3331901.5802969 | 59512.4197031039 |
80 | 3507805 | 3314883.52766532 | 192921.472334683 |
81 | 3177852 | 3028098.21187584 | 149753.788124157 |
82 | 3142961 | 2951071.79082321 | 191889.209176788 |
83 | 2545815 | 2275459.50404858 | 270355.495951417 |
84 | 2414007 | 2176161.39293747 | 237845.607062528 |
85 | 2372578 | 2115135.15879442 | 257442.841205578 |
86 | 2332664 | 2039618.79037337 | 293045.209626631 |
87 | 2825328 | 2507504.26405758 | 317823.73594242 |
88 | 2901478 | 2649958.36932074 | 251519.630679262 |
89 | 3263955 | 3014682.211426 | 249272.788573999 |
90 | 3226738 | 3016406.10616284 | 210331.893837157 |
91 | 3610786 | 3465679.00089969 | 145106.999100315 |
92 | 3709274 | 3448660.94826811 | 260613.051731894 |
93 | 3467185 | 3161875.63247863 | 305309.367521368 |
94 | 3449646 | 3084849.211426 | 364796.788573999 |
95 | 2802951 | 2409236.92465137 | 393714.075348628 |
96 | 2462530 | 2309938.81354026 | 152591.186459739 |
97 | 2490645 | 2248912.57939721 | 241732.420602789 |
98 | 2561520 | 2173396.21097616 | 388123.789023842 |
99 | 3067554 | 2641281.68466037 | 426272.315339631 |
100 | 3226951 | 2783735.78992353 | 443215.210076473 |
101 | 3546493 | 3148459.63202879 | 398033.36797121 |
102 | 3492787 | 3150183.52676563 | 342603.473234368 |
103 | 3952263 | 3599456.42150247 | 352806.578497526 |
104 | 3932072 | 3582438.3688709 | 349633.631129105 |
105 | 3720284 | 3295653.05308142 | 424630.946918579 |
106 | 3651555 | 3218626.63202879 | 432928.36797121 |
107 | 2914972 | 2543014.34525416 | 371957.654745839 |
108 | 2713514 | 2443716.23414305 | 269797.76585695 |
109 | 2703997 | 2382690 | 321307 |
110 | 2591373 | 2307173.63157895 | 284199.368421053 |
111 | 3163748 | 2775059.10526316 | 388688.894736842 |
112 | 3355137 | 2917513.21052632 | 437623.789473684 |
113 | 3613702 | 3282237.05263158 | 331464.947368421 |
114 | 3686773 | 3283960.94736842 | 402812.052631579 |
115 | 4098716 | 3733233.84210526 | 365482.157894737 |
116 | 4063517 | 3716215.78947368 | 347301.210526316 |
117 | 3551489 | 3429430.47368421 | 122058.526315789 |
118 | 3226663 | 3352404.05263158 | -125741.052631579 |
119 | 2656842 | 2676791.76585695 | -19949.76585695 |
120 | 2597484 | 2577493.65474584 | 19990.3452541611 |
121 | 2572399 | 2516467.42060279 | 55931.5793972107 |
122 | 2596631 | 2440951.05218174 | 155679.947818264 |
123 | 3165225 | 2908836.52586595 | 256388.474134053 |
124 | 3303145 | 3051290.6311291 | 251854.368870895 |
125 | 3698247 | 3416014.47323437 | 282232.526765632 |
126 | 3668631 | 3417738.36797121 | 250892.63202879 |
127 | 4130433 | 3867011.26270805 | 263421.737291948 |
128 | 4131400 | 3849993.21007647 | 281406.789923527 |
129 | 3864358 | 3563207.894287 | 301150.105713 |
130 | 3721110 | 3486181.47323437 | 234928.526765632 |
131 | 2892532 | 2810569.18645974 | 81962.813540261 |
132 | 2843451 | 2711271.07534863 | 132179.924651372 |
133 | 2747502 | 2650244.84120558 | 97257.1587944217 |
134 | 2668775 | 2574728.47278453 | 94046.5272154746 |
135 | 3018602 | 3042613.94646874 | -24011.9464687359 |
136 | 3013392 | 3185068.05173189 | -171676.051731894 |
137 | 3393657 | 3549791.89383716 | -156134.893837157 |
138 | 3544233 | 3551515.788574 | -7282.78857399913 |
139 | 4075832 | 4000788.68331084 | 75043.316689159 |
140 | 4032923 | 3983770.63067926 | 49152.3693207377 |
141 | 3734509 | 3696985.31488979 | 37523.6851102116 |
142 | 3761285 | 3619958.89383716 | 141326.106162843 |
143 | 2970090 | 2944346.60706253 | 25743.3929374718 |
144 | 2847849 | 2845048.49595142 | 2800.50404858299 |
145 | 2741680 | 2784022.26180837 | -42342.2618083674 |
146 | 2830639 | 2708505.89338731 | 122133.106612686 |
147 | 3257673 | 3176391.36707153 | 81281.632928475 |
148 | 3480085 | 3318845.47233468 | 161239.527665317 |
149 | 3843271 | 3683569.31443995 | 159701.685560054 |
150 | 3796961 | 3685293.20917679 | 111667.790823212 |
151 | 4337767 | 4134566.10391363 | 203200.89608637 |
152 | 4243630 | 4117548.05128205 | 126081.948717949 |
153 | 3927202 | 3830762.73549258 | 96439.2645074226 |
154 | 3915296 | 3753736.31443995 | 161559.685560054 |
155 | 3087396 | 3078124.02766532 | 9271.97233468289 |
156 | 2963792 | 2978825.91655421 | -15033.9165542061 |
157 | 2955792 | 2917799.68241116 | 37992.3175888436 |
158 | 2829925 | 2842283.3139901 | -12358.3139901035 |
159 | 3281195 | 3310168.78767431 | -28973.787674314 |
160 | 3548011 | 3452622.89293747 | 95388.1070625281 |
161 | 4059648 | 3817346.73504274 | 242301.264957265 |
162 | 3941175 | 3819070.62977958 | 122104.370220423 |
163 | 4528594 | 4268343.52451642 | 260250.475483581 |
164 | 4433151 | 4251325.47188484 | 181825.52811516 |
165 | 4145737 | 3964540.15609537 | 181196.843904634 |
166 | 4077132 | 3887513.73504274 | 189618.264957265 |
167 | 3198519 | 3211901.44826811 | -13382.4482681061 |
168 | 3078660 | 3112603.337157 | -33943.3371569951 |
169 | 3028202 | 3051577.10301395 | -23375.1030139454 |
170 | 2858642 | 2976060.73459289 | -117418.734592892 |
171 | 3398954 | 3443946.2082771 | -44992.2082771029 |
172 | 3808883 | 3586400.31354026 | 222482.686459739 |
173 | 4175961 | 3951124.15564552 | 224836.844354476 |
174 | 4227542 | 3952848.05038237 | 274693.949617634 |
175 | 4744616 | 4402120.94511921 | 342495.054880792 |
176 | 4608012 | 4385102.89248763 | 222909.107512371 |
177 | 4295049 | 4098317.57669816 | 196731.423301844 |
178 | 4201144 | 4021291.15564552 | 179852.844354476 |
179 | 3353276 | 3345678.86887089 | 7597.13112910494 |
180 | 3286851 | 3246380.75775978 | 40470.242240216 |
181 | 3169889 | 3185354.52361673 | -15465.5236167344 |
182 | 3051720 | 3109838.15519568 | -58118.1551956814 |
183 | 3695426 | 3577723.62887989 | 117702.371120108 |
184 | 3905501 | 3720177.73414305 | 185323.26585695 |
185 | 4296458 | 4084901.57624831 | 211556.423751687 |
186 | 4246247 | 4086625.47098516 | 159621.529014845 |
187 | 4921849 | 4535898.365722 | 385950.634278003 |
188 | 4821446 | 4518880.31309042 | 302565.686909582 |
189 | 4425064 | 4232094.99730094 | 192969.002699055 |
190 | 4379099 | 4155068.57624831 | 224030.423751687 |
191 | 3472889 | 3479456.28947368 | -6567.28947368434 |
192 | 3359160 | 3380158.17836257 | -20998.1783625731 |
193 | 3200944 | 3319131.94421952 | -118187.944219523 |
194 | 3153170 | 3243615.57579847 | -90445.5757984705 |
195 | 3741498 | 3711501.04948268 | 29996.9505173188 |
196 | 3918719 | 3853955.15474584 | 64763.845254161 |
197 | 4403449 | 4218678.9968511 | 184770.003148898 |
198 | 4400407 | 4220402.89158794 | 180004.108412056 |
199 | 4847473 | 4669675.78632479 | 177797.213675214 |
200 | 4716136 | 4652657.73369321 | 63478.2663067925 |
201 | 4297440 | 4365872.41790373 | -68432.4179037336 |
202 | 4272253 | 4288845.9968511 | -16592.9968511019 |
203 | 3271834 | 3613233.71007647 | -341399.710076473 |
204 | 3168388 | 3513935.59896536 | -345547.598965362 |
205 | 2911748 | 3452909.36482231 | -541161.364822312 |
206 | 2720999 | 3377392.99640126 | -656393.99640126 |
207 | 3199918 | 3845278.47008547 | -645360.47008547 |
208 | 3672623 | 3987732.57534863 | -315109.575348628 |
209 | 3892013 | 4352456.41745389 | -460443.417453891 |
210 | 3850845 | 4354180.31219073 | -503335.312190733 |
211 | 4532467 | 4803453.20692758 | -270986.206927576 |
212 | 4484739 | 4786435.154296 | -301696.154295997 |
213 | 4014972 | 4499649.83850652 | -484677.838506523 |
214 | 3983758 | 4422623.41745389 | -438865.417453891 |
215 | 3158459 | 3747011.13067926 | -588552.130679262 |
216 | 3100569 | 3647713.01956815 | -547144.019568151 |
217 | 2935404 | 3586686.7854251 | -651282.785425102 |
218 | 2855719 | 3511170.41700405 | -655451.417004048 |
219 | 3465611 | 3979055.89068826 | -513444.890688259 |
220 | 3006985 | 4121509.99595142 | -1114524.99595142 |
221 | 4095110 | 4486233.83805668 | -391123.83805668 |
222 | 4104793 | 4487957.73279352 | -383164.732793522 |
223 | 4730788 | 4937230.62753036 | -206442.627530364 |
224 | 4642726 | 4920212.57489878 | -277486.574898785 |
225 | 4246919 | 4633427.25910931 | -386508.259109312 |
226 | 4308117 | 4556400.83805668 | -248283.83805668 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.0016475283671912 | 0.00329505673438241 | 0.998352471632809 |
17 | 0.000297837270656918 | 0.000595674541313837 | 0.999702162729343 |
18 | 4.52151541051938e-05 | 9.04303082103877e-05 | 0.999954784845895 |
19 | 9.14089346935265e-05 | 0.000182817869387053 | 0.999908591065306 |
20 | 3.62507514556529e-05 | 7.25015029113058e-05 | 0.999963749248544 |
21 | 9.44396087549951e-06 | 1.8887921750999e-05 | 0.999990556039124 |
22 | 5.46410736664207e-06 | 1.09282147332841e-05 | 0.999994535892633 |
23 | 9.88879959955413e-07 | 1.97775991991083e-06 | 0.99999901112004 |
24 | 1.69976454943561e-07 | 3.39952909887123e-07 | 0.999999830023545 |
25 | 2.83972656056536e-08 | 5.67945312113073e-08 | 0.999999971602734 |
26 | 6.26515617602572e-09 | 1.25303123520514e-08 | 0.999999993734844 |
27 | 3.97828947216981e-09 | 7.95657894433962e-09 | 0.999999996021711 |
28 | 9.07940688871092e-10 | 1.81588137774218e-09 | 0.999999999092059 |
29 | 2.15331271818464e-10 | 4.30662543636928e-10 | 0.999999999784669 |
30 | 3.97439370994929e-11 | 7.94878741989859e-11 | 0.999999999960256 |
31 | 1.30271839780632e-11 | 2.60543679561264e-11 | 0.999999999986973 |
32 | 2.91945173365546e-12 | 5.83890346731093e-12 | 0.999999999997081 |
33 | 8.22827791872575e-13 | 1.64565558374515e-12 | 0.999999999999177 |
34 | 1.66178851473407e-13 | 3.32357702946813e-13 | 0.999999999999834 |
35 | 2.78369602456106e-14 | 5.56739204912213e-14 | 0.999999999999972 |
36 | 5.23555113618642e-15 | 1.04711022723728e-14 | 0.999999999999995 |
37 | 8.86814409267801e-16 | 1.7736288185356e-15 | 0.999999999999999 |
38 | 4.86439470832254e-16 | 9.72878941664507e-16 | 1 |
39 | 1.36762336300912e-16 | 2.73524672601824e-16 | 1 |
40 | 2.38244711188197e-17 | 4.76489422376393e-17 | 1 |
41 | 5.98826713806311e-18 | 1.19765342761262e-17 | 1 |
42 | 2.02866885623051e-18 | 4.05733771246102e-18 | 1 |
43 | 7.56803134947563e-19 | 1.51360626989513e-18 | 1 |
44 | 3.76352914166143e-19 | 7.52705828332285e-19 | 1 |
45 | 8.41381956463622e-20 | 1.68276391292724e-19 | 1 |
46 | 2.58968012688237e-20 | 5.17936025376474e-20 | 1 |
47 | 5.35890291711894e-21 | 1.07178058342379e-20 | 1 |
48 | 1.00597249102242e-21 | 2.01194498204484e-21 | 1 |
49 | 7.9340757049223e-22 | 1.58681514098446e-21 | 1 |
50 | 1.83857898496316e-22 | 3.67715796992632e-22 | 1 |
51 | 2.78572466679669e-22 | 5.57144933359338e-22 | 1 |
52 | 9.1603830919189e-23 | 1.83207661838378e-22 | 1 |
53 | 3.84400739093761e-23 | 7.68801478187522e-23 | 1 |
54 | 2.17828636950017e-23 | 4.35657273900033e-23 | 1 |
55 | 1.7725584945708e-23 | 3.54511698914159e-23 | 1 |
56 | 1.04384874203034e-23 | 2.08769748406068e-23 | 1 |
57 | 6.85977325530183e-24 | 1.37195465106037e-23 | 1 |
58 | 1.42285694859965e-23 | 2.84571389719929e-23 | 1 |
59 | 7.74021533365951e-24 | 1.5480430667319e-23 | 1 |
60 | 2.09427883139218e-24 | 4.18855766278435e-24 | 1 |
61 | 1.44708326781949e-24 | 2.89416653563897e-24 | 1 |
62 | 3.16199474439437e-25 | 6.32398948878873e-25 | 1 |
63 | 2.40647963797939e-23 | 4.81295927595878e-23 | 1 |
64 | 5.43668101176831e-23 | 1.08733620235366e-22 | 1 |
65 | 2.35198095577529e-21 | 4.70396191155059e-21 | 1 |
66 | 2.0160189765051e-20 | 4.0320379530102e-20 | 1 |
67 | 2.55392364103201e-18 | 5.10784728206401e-18 | 1 |
68 | 4.97487320012001e-17 | 9.94974640024002e-17 | 1 |
69 | 8.21485962852099e-17 | 1.6429719257042e-16 | 1 |
70 | 1.35134830042949e-15 | 2.70269660085898e-15 | 0.999999999999999 |
71 | 2.2705519058879e-15 | 4.54110381177581e-15 | 0.999999999999998 |
72 | 9.28193827190727e-16 | 1.85638765438145e-15 | 0.999999999999999 |
73 | 3.37802608765382e-16 | 6.75605217530765e-16 | 1 |
74 | 1.45649894369841e-16 | 2.91299788739681e-16 | 1 |
75 | 2.16239235435934e-16 | 4.32478470871868e-16 | 1 |
76 | 1.3827363571366e-16 | 2.7654727142732e-16 | 1 |
77 | 3.85530892828329e-16 | 7.71061785656657e-16 | 1 |
78 | 5.00061510359274e-16 | 1.00012302071855e-15 | 0.999999999999999 |
79 | 3.99401793770032e-15 | 7.98803587540065e-15 | 0.999999999999996 |
80 | 7.32131076511343e-14 | 1.46426215302269e-13 | 0.999999999999927 |
81 | 6.14361488456292e-14 | 1.22872297691258e-13 | 0.999999999999939 |
82 | 1.17151792602883e-13 | 2.34303585205766e-13 | 0.999999999999883 |
83 | 5.30940793869931e-14 | 1.06188158773986e-13 | 0.999999999999947 |
84 | 2.522890082647e-14 | 5.045780165294e-14 | 0.999999999999975 |
85 | 1.7463031899167e-14 | 3.4926063798334e-14 | 0.999999999999983 |
86 | 7.69801658162615e-15 | 1.53960331632523e-14 | 0.999999999999992 |
87 | 4.10470956944571e-15 | 8.20941913889142e-15 | 0.999999999999996 |
88 | 1.8797082136495e-15 | 3.75941642729901e-15 | 0.999999999999998 |
89 | 2.46751990524187e-15 | 4.93503981048374e-15 | 0.999999999999998 |
90 | 1.88471702168943e-15 | 3.76943404337885e-15 | 0.999999999999998 |
91 | 5.86446802408738e-15 | 1.17289360481748e-14 | 0.999999999999994 |
92 | 1.7887057282613e-14 | 3.5774114565226e-14 | 0.999999999999982 |
93 | 1.7094625789693e-14 | 3.4189251579386e-14 | 0.999999999999983 |
94 | 5.06753987042857e-14 | 1.01350797408571e-13 | 0.999999999999949 |
95 | 2.54340094409615e-14 | 5.0868018881923e-14 | 0.999999999999975 |
96 | 1.22102442542062e-13 | 2.44204885084123e-13 | 0.999999999999878 |
97 | 2.86398904202127e-13 | 5.72797808404254e-13 | 0.999999999999714 |
98 | 1.4325700366614e-13 | 2.86514007332281e-13 | 0.999999999999857 |
99 | 8.43697151377891e-14 | 1.68739430275578e-13 | 0.999999999999916 |
100 | 6.88486121219339e-14 | 1.37697224243868e-13 | 0.999999999999931 |
101 | 9.06186393110607e-14 | 1.81237278622121e-13 | 0.999999999999909 |
102 | 6.01903233535864e-14 | 1.20380646707173e-13 | 0.99999999999994 |
103 | 2.35929129447622e-13 | 4.71858258895245e-13 | 0.999999999999764 |
104 | 2.47640699977117e-13 | 4.95281399954234e-13 | 0.999999999999752 |
105 | 1.91098044729208e-13 | 3.82196089458416e-13 | 0.999999999999809 |
106 | 1.76770277712828e-13 | 3.53540555425657e-13 | 0.999999999999823 |
107 | 1.06591017625597e-13 | 2.13182035251193e-13 | 0.999999999999893 |
108 | 1.42384383889692e-13 | 2.84768767779384e-13 | 0.999999999999858 |
109 | 2.66481715068084e-13 | 5.32963430136167e-13 | 0.999999999999734 |
110 | 7.55719568349196e-13 | 1.51143913669839e-12 | 0.999999999999244 |
111 | 4.53760521937597e-13 | 9.07521043875194e-13 | 0.999999999999546 |
112 | 2.60181333644683e-13 | 5.20362667289365e-13 | 0.99999999999974 |
113 | 1.20545880988085e-13 | 2.4109176197617e-13 | 0.999999999999879 |
114 | 6.34384913779507e-14 | 1.26876982755901e-13 | 0.999999999999937 |
115 | 5.50209496994761e-14 | 1.10041899398952e-13 | 0.999999999999945 |
116 | 2.71901352926085e-14 | 5.4380270585217e-14 | 0.999999999999973 |
117 | 1.72713251900773e-13 | 3.45426503801545e-13 | 0.999999999999827 |
118 | 3.19824232235634e-10 | 6.39648464471269e-10 | 0.999999999680176 |
119 | 3.23443295350528e-08 | 6.46886590701056e-08 | 0.99999996765567 |
120 | 4.79289390438152e-07 | 9.58578780876304e-07 | 0.99999952071061 |
121 | 4.9353518389632e-06 | 9.87070367792639e-06 | 0.999995064648161 |
122 | 1.24880927960896e-05 | 2.49761855921792e-05 | 0.999987511907204 |
123 | 1.24355161092002e-05 | 2.48710322184004e-05 | 0.999987564483891 |
124 | 1.14535446768821e-05 | 2.29070893537642e-05 | 0.999988546455323 |
125 | 7.71059949466938e-06 | 1.54211989893388e-05 | 0.999992289400505 |
126 | 5.60969819497783e-06 | 1.12193963899557e-05 | 0.999994390301805 |
127 | 4.35673277784192e-06 | 8.71346555568384e-06 | 0.999995643267222 |
128 | 2.92360121216244e-06 | 5.84720242432488e-06 | 0.999997076398788 |
129 | 1.89014407356613e-06 | 3.78028814713225e-06 | 0.999998109855926 |
130 | 1.42231410411675e-06 | 2.8446282082335e-06 | 0.999998577685896 |
131 | 3.70941107080509e-06 | 7.41882214161018e-06 | 0.999996290588929 |
132 | 5.73473360722205e-06 | 1.14694672144441e-05 | 0.999994265266393 |
133 | 1.50795590604577e-05 | 3.01591181209154e-05 | 0.99998492044094 |
134 | 3.59183675556264e-05 | 7.18367351112528e-05 | 0.999964081632444 |
135 | 0.000145744263375266 | 0.000291488526750533 | 0.999854255736625 |
136 | 0.00155926568687142 | 0.00311853137374283 | 0.998440734313129 |
137 | 0.00943774193902738 | 0.0188754838780548 | 0.990562258060973 |
138 | 0.0173895863540436 | 0.0347791727080873 | 0.982610413645956 |
139 | 0.0276882941880926 | 0.0553765883761853 | 0.972311705811907 |
140 | 0.0427544775302613 | 0.0855089550605225 | 0.957245522469739 |
141 | 0.0616982686534587 | 0.123396537306917 | 0.938301731346541 |
142 | 0.0685551577850412 | 0.137110315570082 | 0.931444842214959 |
143 | 0.0851774705739217 | 0.170354941147843 | 0.914822529426078 |
144 | 0.110207311790815 | 0.220414623581631 | 0.889792688209185 |
145 | 0.156552990905957 | 0.313105981811913 | 0.843447009094043 |
146 | 0.155496941247332 | 0.310993882494664 | 0.844503058752668 |
147 | 0.160011192993201 | 0.320022385986402 | 0.839988807006799 |
148 | 0.147238078219587 | 0.294476156439175 | 0.852761921780413 |
149 | 0.149191619157901 | 0.298383238315803 | 0.850808380842099 |
150 | 0.162751304724536 | 0.325502609449072 | 0.837248695275464 |
151 | 0.186783061003904 | 0.373566122007808 | 0.813216938996096 |
152 | 0.223423357337185 | 0.446846714674371 | 0.776576642662815 |
153 | 0.255151012409455 | 0.510302024818911 | 0.744848987590545 |
154 | 0.277334744519484 | 0.554669489038968 | 0.722665255480516 |
155 | 0.309348449534961 | 0.618696899069922 | 0.690651550465039 |
156 | 0.359589533868542 | 0.719179067737084 | 0.640410466131458 |
157 | 0.369284103290041 | 0.738568206580082 | 0.630715896709959 |
158 | 0.395528597306628 | 0.791057194613257 | 0.604471402693372 |
159 | 0.45183623825427 | 0.903672476508539 | 0.54816376174573 |
160 | 0.446405657219892 | 0.892811314439784 | 0.553594342780108 |
161 | 0.425672922772265 | 0.851345845544529 | 0.574327077227735 |
162 | 0.458711629442951 | 0.917423258885901 | 0.541288370557049 |
163 | 0.497804576273668 | 0.995609152547336 | 0.502195423726332 |
164 | 0.546335135556421 | 0.907329728887157 | 0.453664864443579 |
165 | 0.550958685339962 | 0.898082629320077 | 0.449041314660038 |
166 | 0.58222893745442 | 0.83554212509116 | 0.41777106254558 |
167 | 0.620528141348373 | 0.758943717303255 | 0.379471858651627 |
168 | 0.680632498109503 | 0.638735003780995 | 0.319367501890497 |
169 | 0.69796334340773 | 0.60407331318454 | 0.30203665659227 |
170 | 0.756200254576607 | 0.487599490846786 | 0.243799745423393 |
171 | 0.80935762155454 | 0.38128475689092 | 0.19064237844546 |
172 | 0.774128219984926 | 0.451743560030148 | 0.225871780015074 |
173 | 0.760721297190889 | 0.478557405618222 | 0.239278702809111 |
174 | 0.730722209793095 | 0.538555580413809 | 0.269277790206905 |
175 | 0.732758658295929 | 0.534482683408142 | 0.267241341704071 |
176 | 0.758068266863268 | 0.483863466273464 | 0.241931733136732 |
177 | 0.748127020006209 | 0.503745959987581 | 0.251872979993791 |
178 | 0.782065971399832 | 0.435868057200336 | 0.217934028600168 |
179 | 0.778255580437332 | 0.443488839125336 | 0.221744419562668 |
180 | 0.765443432932388 | 0.469113134135223 | 0.234556567067612 |
181 | 0.746787515603133 | 0.506424968793734 | 0.253212484396867 |
182 | 0.734697247149248 | 0.530605505701503 | 0.265302752850752 |
183 | 0.691453295803512 | 0.617093408392975 | 0.308546704196488 |
184 | 0.660568183007127 | 0.678863633985745 | 0.339431816992873 |
185 | 0.61060395992566 | 0.778792080148679 | 0.38939604007434 |
186 | 0.568690307586525 | 0.862619384826949 | 0.431309692413475 |
187 | 0.516057399733336 | 0.967885200533328 | 0.483942600266664 |
188 | 0.458497641358013 | 0.916995282716026 | 0.541502358641987 |
189 | 0.399609998557784 | 0.799219997115568 | 0.600390001442216 |
190 | 0.345448539894468 | 0.690897079788935 | 0.654551460105532 |
191 | 0.306593227652028 | 0.613186455304056 | 0.693406772347972 |
192 | 0.267115143277844 | 0.534230286555688 | 0.732884856722156 |
193 | 0.247378381656128 | 0.494756763312256 | 0.752621618343872 |
194 | 0.243510772316185 | 0.48702154463237 | 0.756489227683815 |
195 | 0.246835230593333 | 0.493670461186667 | 0.753164769406667 |
196 | 0.382414238028284 | 0.764828476056567 | 0.617585761971716 |
197 | 0.429580537553404 | 0.859161075106808 | 0.570419462446596 |
198 | 0.531959736497337 | 0.936080527005326 | 0.468040263502663 |
199 | 0.510301411688457 | 0.979397176623086 | 0.489698588311543 |
200 | 0.472050789385295 | 0.94410157877059 | 0.527949210614705 |
201 | 0.466894985163246 | 0.933789970326493 | 0.533105014836754 |
202 | 0.457076438079389 | 0.914152876158778 | 0.542923561920611 |
203 | 0.450290980307836 | 0.900581960615672 | 0.549709019692164 |
204 | 0.423275321475162 | 0.846550642950323 | 0.576724678524838 |
205 | 0.392373576637839 | 0.784747153275679 | 0.607626423362161 |
206 | 0.35530486903455 | 0.7106097380691 | 0.64469513096545 |
207 | 0.322867847169775 | 0.645735694339551 | 0.677132152830225 |
208 | 0.999472492180897 | 0.0010550156382062 | 0.0005275078191031 |
209 | 0.997369313733359 | 0.00526137253328154 | 0.00263068626664077 |
210 | 0.98688939992942 | 0.0262212001411593 | 0.0131106000705796 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 123 | 0.630769230769231 | NOK |
5% type I error level | 126 | 0.646153846153846 | NOK |
10% type I error level | 128 | 0.656410256410256 | NOK |