Multiple Linear Regression - Estimated Regression Equation |
Yt[t] = + 851085.154504586 + 1269792.92126766`9/11`[t] + 17930.0832890866t -12135.7876863077`9/11_t`[t] -52753.3498852873M1[t] -140451.270586123M2[t] + 315252.650818305M3[t] + 445525.203801679M4[t] + 798067.49362716M5[t] + 787609.836084219M6[t] + 1224701.17854128M7[t] + 1195501.57362992M8[t] + 904434.402299098M9[t] + 815865.154634384M10[t] + 111160.300557044M11[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) | 851085.154504586 | 53524.177424 | 15.9009 | 0 | 0 |
`9/11` | 1269792.92126766 | 101008.292106 | 12.5712 | 0 | 0 |
t | 17930.0832890866 | 503.479514 | 35.6123 | 0 | 0 |
`9/11_t` | -12135.7876863077 | 741.901567 | -16.3577 | 0 | 0 |
M1 | -52753.3498852873 | 59686.709668 | -0.8838 | 0.37779 | 0.188895 |
M2 | -140451.270586123 | 59683.39819 | -2.3533 | 0.019529 | 0.009764 |
M3 | 315252.650818305 | 59682.385521 | 5.2822 | 0 | 0 |
M4 | 445525.203801679 | 59683.671778 | 7.4648 | 0 | 0 |
M5 | 798067.49362716 | 59687.256812 | 13.3708 | 0 | 0 |
M6 | 787609.836084219 | 59693.140208 | 13.1943 | 0 | 0 |
M7 | 1224701.17854128 | 59701.321287 | 20.5138 | 0 | 0 |
M8 | 1195501.57362992 | 59711.799105 | 20.0212 | 0 | 0 |
M9 | 904434.402299098 | 59681.676259 | 15.1543 | 0 | 0 |
M10 | 815865.154634384 | 59683.806933 | 13.6698 | 0 | 0 |
M11 | 111160.300557044 | 60470.356166 | 1.8383 | 0.06743 | 0.033715 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.981432822579366 |
R-squared | 0.963210385236102 |
Adjusted R-squared | 0.960769368142762 |
F-TEST (value) | 394.593871490864 |
F-TEST (DF numerator) | 14 |
F-TEST (DF denominator) | 211 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 181407.645579339 |
Sum Squared Residuals | 6943742847548.88 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1149822 | 816261.887908382 | 333560.112091618 |
2 | 1086979 | 746494.050496636 | 340484.949503364 |
3 | 1276674 | 1220128.05519015 | 56545.9448098501 |
4 | 1522522 | 1368330.69146261 | 154191.308537388 |
5 | 1742117 | 1738803.06457718 | 3313.93542282123 |
6 | 1737275 | 1746275.49032332 | -9000.49032332419 |
7 | 1979900 | 2201296.91606947 | -221396.91606947 |
8 | 2061036 | 2190027.39444719 | -128991.394447195 |
9 | 1867943 | 1916890.30640546 | -48947.3064054634 |
10 | 1707752 | 1846251.14202984 | -138499.142029836 |
11 | 1298756 | 1159476.37124158 | 139279.628758418 |
12 | 1281814 | 1066246.15397362 | 215567.846026376 |
13 | 1281151 | 1031422.88737742 | 249728.112622576 |
14 | 1164976 | 961655.049965676 | 203320.950034324 |
15 | 1454329 | 1435289.05465919 | 19039.9453408104 |
16 | 1645288 | 1583491.69093165 | 61796.3090683488 |
17 | 1817743 | 1953964.06404622 | -136221.064046218 |
18 | 1895785 | 1961436.48979236 | -65651.4897923638 |
19 | 2236311 | 2416457.91553851 | -180146.91553851 |
20 | 2295951 | 2405188.39391623 | -109237.393916234 |
21 | 2087315 | 2132051.3058745 | -44736.3058745034 |
22 | 1980891 | 2061412.14149888 | -80521.1414988758 |
23 | 1465446 | 1374637.37071062 | 90808.629289378 |
24 | 1445026 | 1281407.15344266 | 163618.846557335 |
25 | 1488120 | 1246583.88684646 | 241536.113153536 |
26 | 1338333 | 1176816.04943471 | 161516.950565285 |
27 | 1715789 | 1650450.05412823 | 65338.9458717709 |
28 | 1806090 | 1798652.69040069 | 7437.30959930941 |
29 | 2083316 | 2169125.06351526 | -85809.0635152575 |
30 | 2092278 | 2176597.4892614 | -84319.4892614034 |
31 | 2430800 | 2631618.91500755 | -200818.915007549 |
32 | 2424894 | 2620349.39338527 | -195455.393385274 |
33 | 2299016 | 2347212.30534354 | -48196.3053435427 |
34 | 2130688 | 2276573.14096792 | -145885.140967915 |
35 | 1652221 | 1589798.37017966 | 62422.6298203385 |
36 | 1608162 | 1496568.1529117 | 111593.847088295 |
37 | 1647074 | 1461744.8863155 | 185329.113684496 |
38 | 1479691 | 1391977.04890375 | 87713.9510962455 |
39 | 1884978 | 1865611.05359727 | 19366.9464027311 |
40 | 2007898 | 2013813.68986973 | -5915.68986973037 |
41 | 2208954 | 2384286.0629843 | -175332.062984297 |
42 | 2217164 | 2391758.48873044 | -174594.488730443 |
43 | 2534291 | 2846779.91447659 | -312488.914476589 |
44 | 2560312 | 2835510.39285431 | -275198.392854313 |
45 | 2429069 | 2562373.30481258 | -133304.304812582 |
46 | 2315077 | 2491734.14043695 | -176657.140436955 |
47 | 1799608 | 1804959.3696487 | -5351.36964870144 |
48 | 1772590 | 1711729.15238074 | 60860.8476192561 |
49 | 1744799 | 1676905.88578454 | 67893.1142154568 |
50 | 1659093 | 1607138.04837279 | 51954.951627206 |
51 | 2099821 | 2080772.05306631 | 19048.9469336916 |
52 | 2135736 | 2228974.68933877 | -93238.68933877 |
53 | 2427894 | 2599447.06245334 | -171553.062453337 |
54 | 2468882 | 2606919.48819948 | -138037.488199482 |
55 | 2703217 | 3061940.91394563 | -358723.913945628 |
56 | 2766841 | 3050671.39232335 | -283830.392323353 |
57 | 2655236 | 2777534.30428162 | -122298.304281622 |
58 | 2550373 | 2706895.13990599 | -156522.139905994 |
59 | 2052097 | 2020120.36911774 | 31976.6308822593 |
60 | 1998055 | 1926890.15184978 | 71164.8481502165 |
61 | 1920748 | 1892066.88525358 | 28681.114746417 |
62 | 1876694 | 1822299.04784183 | 54394.9521581662 |
63 | 2380930 | 2295933.05253535 | 84996.9474646521 |
64 | 2467402 | 2444135.68880781 | 23266.3111921906 |
65 | 2770771 | 2814608.06192238 | -43837.0619223764 |
66 | 2781340 | 2822080.48766852 | -40740.487668522 |
67 | 3143926 | 3277101.91341467 | -133175.913414668 |
68 | 3172235 | 3265832.39179239 | -93597.3917923923 |
69 | 2952540 | 2992695.30375066 | -40155.3037506613 |
70 | 2920877 | 2922056.13937503 | -1179.13937503366 |
71 | 2384552 | 2235281.36858678 | 149270.63141322 |
72 | 2248987 | 2142051.15131882 | 106935.848681177 |
73 | 2208616 | 2107227.88472262 | 101388.115277378 |
74 | 2178756 | 2037460.04731087 | 141295.952689127 |
75 | 2632870 | 2511094.05200439 | 121775.947995613 |
76 | 2706905 | 2659296.68827685 | 47608.3117231511 |
77 | 3029745 | 3029769.06139142 | -24.0613914157198 |
78 | 3015402 | 3037241.48713756 | -21839.4871375616 |
79 | 3391414 | 3492262.91288371 | -100848.912883707 |
80 | 3507805 | 3480993.39126143 | 26811.6087385678 |
81 | 3177852 | 3207856.3032197 | -30004.3032197009 |
82 | 3142961 | 3137217.13884407 | 5743.86115592637 |
83 | 2545815 | 2450442.36805582 | 95372.6319441801 |
84 | 2414007 | 2357212.15078786 | 56794.8492121373 |
85 | 2372578 | 2322388.88419166 | 50189.115808338 |
86 | 2332664 | 2252621.04677991 | 80042.9532200872 |
87 | 2825328 | 2726255.05147343 | 99072.9485265729 |
88 | 2901478 | 2874457.68774589 | 27020.3122541115 |
89 | 3263955 | 3244930.06086046 | 19024.9391395446 |
90 | 3226738 | 3252402.4866066 | -25664.4866066011 |
91 | 3610786 | 3707423.91235275 | -96637.912352747 |
92 | 3709274 | 3696154.39073047 | 13119.6092695285 |
93 | 3467185 | 3423017.30268874 | 44167.6973112596 |
94 | 3449646 | 3352378.13831311 | 97267.861686887 |
95 | 2802951 | 2665603.36752486 | 137347.632475141 |
96 | 2462530 | 2572373.1502569 | -109843.150256902 |
97 | 2490645 | 2537549.8836607 | -46904.8836607014 |
98 | 2561520 | 2467782.04624895 | 93737.9537510479 |
99 | 3067554 | 2941416.05094247 | 126137.949057534 |
100 | 3226951 | 3089618.68721493 | 137332.312785072 |
101 | 3546493 | 3460091.06032949 | 86401.9396705052 |
102 | 3492787 | 3467563.48607564 | 25223.5139243595 |
103 | 3952263 | 3922584.91182179 | 29678.0881782139 |
104 | 3932072 | 3911315.39019951 | 20756.6098004888 |
105 | 3720284 | 3638178.30215778 | 82105.6978422202 |
106 | 3651555 | 3567539.13778215 | 84015.8622178474 |
107 | 2914972 | 2880764.3669939 | 34207.633006101 |
108 | 2713514 | 2787534.14972594 | -74020.149725942 |
109 | 2703997 | 2752710.88312974 | -48713.883129741 |
110 | 2591373 | 2682943.04571799 | -91570.0457179918 |
111 | 3163748 | 3156577.05041151 | 7170.949588494 |
112 | 3355137 | 3304779.68668397 | 50357.3133160325 |
113 | 3613702 | 3675252.05979853 | -61550.0597985342 |
114 | 3686773 | 3682724.48554468 | 4048.51445531989 |
115 | 4098716 | 4137745.91129083 | -39029.911290826 |
116 | 4063517 | 4126476.38966855 | -62959.3896685507 |
117 | 3551489 | 3703245.06359648 | -151756.063596479 |
118 | 3226663 | 3620470.11153454 | -393807.111534544 |
119 | 2656842 | 2921559.55305998 | -264717.553059982 |
120 | 2597484 | 2816193.54810572 | -218709.548105717 |
121 | 2572399 | 2769234.49382321 | -196835.493823209 |
122 | 2596631 | 2687330.86872515 | -90699.8687251518 |
123 | 3165225 | 3148829.08573236 | 16395.9142676417 |
124 | 3303145 | 3284895.93431851 | 18249.065681488 |
125 | 3698247 | 3643232.51974677 | 55014.4802532287 |
126 | 3668631 | 3638569.15780661 | 30061.8421933908 |
127 | 4130433 | 4081454.79586645 | 48978.2041335527 |
128 | 4131400 | 4058049.48655786 | 73350.5134421358 |
129 | 3864358 | 3772776.61082983 | 91581.3891701744 |
130 | 3721110 | 3690001.65876789 | 31108.3412321097 |
131 | 2892532 | 2991091.10029333 | -98559.100293329 |
132 | 2843451 | 2885725.09533906 | -42274.095339064 |
133 | 2747502 | 2838766.04105656 | -91264.0410565557 |
134 | 2668775 | 2756862.4159585 | -88087.4159584988 |
135 | 3018602 | 3218360.63296571 | -199758.632965705 |
136 | 3013392 | 3354427.48155186 | -341035.481551859 |
137 | 3393657 | 3712764.06698012 | -319107.066980118 |
138 | 3544233 | 3708100.70503996 | -163867.705039956 |
139 | 4075832 | 4150986.34309979 | -75154.3430997942 |
140 | 4032923 | 4127581.03379121 | -94658.0337912113 |
141 | 3734509 | 3842308.15806317 | -107799.158063173 |
142 | 3761285 | 3759533.20600124 | 1751.79399876255 |
143 | 2970090 | 3060622.64752668 | -90532.6475266762 |
144 | 2847849 | 2955256.64257241 | -107407.642572411 |
145 | 2741680 | 2908297.5882899 | -166617.588289903 |
146 | 2830639 | 2826393.96319185 | 4245.03680815413 |
147 | 3257673 | 3287892.18019905 | -30219.1801990524 |
148 | 3480085 | 3423959.02878521 | 56125.9712147938 |
149 | 3843271 | 3782295.61421347 | 60975.3857865347 |
150 | 3796961 | 3777632.2522733 | 19328.7477266966 |
151 | 4337767 | 4220517.89033314 | 117249.109666858 |
152 | 4243630 | 4197112.58102456 | 46517.4189754418 |
153 | 3927202 | 3911839.70529652 | 15362.2947034804 |
154 | 3915296 | 3829064.75323458 | 86231.2467654153 |
155 | 3087396 | 3130154.19476002 | -42758.194760023 |
156 | 2963792 | 3024788.18980576 | -60996.1898057585 |
157 | 2955792 | 2977829.13552325 | -22037.1355232499 |
158 | 2829925 | 2895925.51042519 | -66000.510425193 |
159 | 3281195 | 3357423.7274324 | -76228.7274323994 |
160 | 3548011 | 3493490.57601855 | 54520.4239814466 |
161 | 4059648 | 3851827.16144681 | 207820.838553188 |
162 | 3941175 | 3847163.79950665 | 94011.2004933495 |
163 | 4528594 | 4290049.43756649 | 238544.562433511 |
164 | 4433151 | 4266644.12825791 | 166506.871742095 |
165 | 4145737 | 3981371.25252987 | 164365.747470133 |
166 | 4077132 | 3898596.30046793 | 178535.699532069 |
167 | 3198519 | 3199685.74199337 | -1166.74199337011 |
168 | 3078660 | 3094319.73703911 | -15659.7370391057 |
169 | 3028202 | 3047360.6827566 | -19158.682756597 |
170 | 2858642 | 2965457.05765854 | -106815.05765854 |
171 | 3398954 | 3426955.27466575 | -28001.2746657466 |
172 | 3808883 | 3563022.1232519 | 245860.8767481 |
173 | 4175961 | 3921358.70868016 | 254602.291319841 |
174 | 4227542 | 3916695.34674 | 310846.653260002 |
175 | 4744616 | 4359580.98479984 | 385035.015200165 |
176 | 4608012 | 4336175.67549125 | 271836.324508747 |
177 | 4295049 | 4050902.79976321 | 244146.200236786 |
178 | 4201144 | 3968127.84770128 | 233016.152298722 |
179 | 3353276 | 3269217.28922672 | 84058.7107732825 |
180 | 3286851 | 3163851.28427245 | 122999.715727547 |
181 | 3169889 | 3116892.22998994 | 52996.7700100559 |
182 | 3051720 | 3034988.60489189 | 16731.3951081129 |
183 | 3695426 | 3496486.82189909 | 198939.178100906 |
184 | 3905501 | 3632553.67048525 | 272947.329514753 |
185 | 4296458 | 3990890.25591351 | 305567.744086493 |
186 | 4246247 | 3986226.89397334 | 260020.106026656 |
187 | 4921849 | 4429112.53203318 | 492736.467966818 |
188 | 4821446 | 4405707.2227246 | 415738.7772754 |
189 | 4425064 | 4120434.34699656 | 304629.653003439 |
190 | 4379099 | 4037659.39493463 | 341439.605065374 |
191 | 3472889 | 3338748.83646006 | 134140.163539935 |
192 | 3359160 | 3233382.8315058 | 125777.1684942 |
193 | 3200944 | 3186423.77722329 | 14520.2227767088 |
194 | 3153170 | 3104520.15212523 | 48649.8478747657 |
195 | 3741498 | 3566018.36913244 | 175479.630867559 |
196 | 3918719 | 3702085.21771859 | 216633.782281405 |
197 | 4403449 | 4060421.80314685 | 343027.196853146 |
198 | 4400407 | 4055758.44120669 | 344648.558793308 |
199 | 4847473 | 4498644.07926653 | 348828.92073347 |
200 | 4716136 | 4475238.76995795 | 240897.230042053 |
201 | 4297440 | 4189965.89422991 | 107474.105770092 |
202 | 4272253 | 4107190.94216797 | 165062.057832027 |
203 | 3271834 | 3408280.38369341 | -136446.383693412 |
204 | 3168388 | 3302914.37873915 | -134526.378739147 |
205 | 2911748 | 3255955.32445664 | -344207.324456638 |
206 | 2720999 | 3174051.69935858 | -453052.699358582 |
207 | 3199918 | 3635549.91636579 | -435631.916365788 |
208 | 3672623 | 3771616.76495194 | -98993.7649519418 |
209 | 3892013 | 4129953.3503802 | -237940.350380201 |
210 | 3850845 | 4125289.98844004 | -274444.988440039 |
211 | 4532467 | 4568175.62649988 | -35708.6264998768 |
212 | 4484739 | 4544770.31719129 | -60031.3171912939 |
213 | 4014972 | 4259497.44146326 | -244525.441463255 |
214 | 3983758 | 4176722.48940132 | -192964.48940132 |
215 | 3158459 | 3477811.93092676 | -319352.930926759 |
216 | 3100569 | 3372445.92597249 | -271876.925972494 |
217 | 2935404 | 3325486.87168999 | -390082.871689986 |
218 | 2855719 | 3243583.24659193 | -387864.246591929 |
219 | 3465611 | 3705081.46359914 | -239470.463599135 |
220 | 3006985 | 3841148.31218529 | -834163.312185289 |
221 | 4095110 | 4199484.89761355 | -104374.897613548 |
222 | 4104793 | 4194821.53567339 | -90028.535673386 |
223 | 4730788 | 4637707.17373322 | 93080.8262667758 |
224 | 4642726 | 4614301.86442464 | 28424.135575359 |
225 | 4246919 | 4329028.9886966 | -82109.9886966023 |
226 | 4308117 | 4246254.03663467 | 61862.9633653332 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
18 | 0.0122354432408082 | 0.0244708864816163 | 0.987764556759192 |
19 | 0.0146018275626955 | 0.029203655125391 | 0.985398172437305 |
20 | 0.00702121328060728 | 0.0140424265612146 | 0.992978786719393 |
21 | 0.00257322210476791 | 0.00514644420953582 | 0.997426777895232 |
22 | 0.00167560693402362 | 0.00335121386804725 | 0.998324393065976 |
23 | 0.000478949747036676 | 0.000957899494073353 | 0.999521050252963 |
24 | 0.000133075263899156 | 0.000266150527798313 | 0.999866924736101 |
25 | 3.78976755697906e-05 | 7.57953511395813e-05 | 0.99996210232443 |
26 | 1.30367673116643e-05 | 2.60735346233286e-05 | 0.999986963232688 |
27 | 1.00845442344893e-05 | 2.01690884689786e-05 | 0.999989915455766 |
28 | 3.29626021688016e-06 | 6.59252043376033e-06 | 0.999996703739783 |
29 | 1.04569341416317e-06 | 2.09138682832635e-06 | 0.999998954306586 |
30 | 2.64087323432898e-07 | 5.28174646865796e-07 | 0.999999735912677 |
31 | 1.01618992792262e-07 | 2.03237985584523e-07 | 0.999999898381007 |
32 | 2.76997288697145e-08 | 5.5399457739429e-08 | 0.999999972300271 |
33 | 9.70075522821888e-09 | 1.94015104564378e-08 | 0.999999990299245 |
34 | 2.3759559309703e-09 | 4.7519118619406e-09 | 0.999999997624044 |
35 | 5.58575303035868e-10 | 1.11715060607174e-09 | 0.999999999441425 |
36 | 1.53669526402518e-10 | 3.07339052805036e-10 | 0.99999999984633 |
37 | 4.40128233857035e-11 | 8.8025646771407e-11 | 0.999999999955987 |
38 | 3.2281181058295e-11 | 6.45623621165901e-11 | 0.999999999967719 |
39 | 1.17060788176715e-11 | 2.3412157635343e-11 | 0.999999999988294 |
40 | 2.6940407488255e-12 | 5.388081497651e-12 | 0.999999999997306 |
41 | 7.14080940462446e-13 | 1.42816188092489e-12 | 0.999999999999286 |
42 | 2.42305714623017e-13 | 4.84611429246035e-13 | 0.999999999999758 |
43 | 7.97222745200255e-14 | 1.59444549040051e-13 | 0.99999999999992 |
44 | 3.35724194015618e-14 | 6.71448388031237e-14 | 0.999999999999966 |
45 | 7.46287852060873e-15 | 1.49257570412175e-14 | 0.999999999999993 |
46 | 2.07155693867377e-15 | 4.14311387734753e-15 | 0.999999999999998 |
47 | 4.77671373285179e-16 | 9.55342746570358e-16 | 1 |
48 | 1.12240157060158e-16 | 2.24480314120317e-16 | 1 |
49 | 1.07140039870856e-16 | 2.14280079741711e-16 | 1 |
50 | 3.17136418486796e-17 | 6.34272836973592e-17 | 1 |
51 | 4.70535483396158e-17 | 9.41070966792316e-17 | 1 |
52 | 1.42936159091949e-17 | 2.85872318183898e-17 | 1 |
53 | 4.5701386730818e-18 | 9.1402773461636e-18 | 1 |
54 | 1.95605589310613e-18 | 3.91211178621226e-18 | 1 |
55 | 8.92617700819331e-19 | 1.78523540163866e-18 | 1 |
56 | 3.05258966150071e-19 | 6.10517932300141e-19 | 1 |
57 | 1.39944514369893e-19 | 2.79889028739786e-19 | 1 |
58 | 1.72464097794071e-19 | 3.44928195588142e-19 | 1 |
59 | 8.40808303232524e-20 | 1.68161660646505e-19 | 1 |
60 | 2.37348581048291e-20 | 4.74697162096582e-20 | 1 |
61 | 1.60824509322558e-20 | 3.21649018645116e-20 | 1 |
62 | 3.78243175135627e-21 | 7.56486350271253e-21 | 1 |
63 | 2.12533631081677e-19 | 4.25067262163353e-19 | 1 |
64 | 3.80346951377114e-19 | 7.60693902754228e-19 | 1 |
65 | 8.56304048513581e-18 | 1.71260809702716e-17 | 1 |
66 | 4.23808072281084e-17 | 8.47616144562167e-17 | 1 |
67 | 2.00442969784718e-15 | 4.00885939569435e-15 | 0.999999999999998 |
68 | 1.78616379756746e-14 | 3.57232759513492e-14 | 0.999999999999982 |
69 | 1.89658411852493e-14 | 3.79316823704986e-14 | 0.999999999999981 |
70 | 1.78188084897482e-13 | 3.56376169794963e-13 | 0.999999999999822 |
71 | 2.94484472716509e-13 | 5.88968945433017e-13 | 0.999999999999706 |
72 | 1.26748504590012e-13 | 2.53497009180024e-13 | 0.999999999999873 |
73 | 5.32304531314415e-14 | 1.06460906262883e-13 | 0.999999999999947 |
74 | 2.85210546918986e-14 | 5.70421093837972e-14 | 0.999999999999971 |
75 | 4.27336770328226e-14 | 8.54673540656453e-14 | 0.999999999999957 |
76 | 2.43189248751819e-14 | 4.86378497503638e-14 | 0.999999999999976 |
77 | 4.36949362829959e-14 | 8.73898725659918e-14 | 0.999999999999956 |
78 | 3.70946047655389e-14 | 7.41892095310779e-14 | 0.999999999999963 |
79 | 1.33393701045972e-13 | 2.66787402091943e-13 | 0.999999999999867 |
80 | 1.4222996551565e-12 | 2.844599310313e-12 | 0.999999999998578 |
81 | 8.4213231983027e-13 | 1.68426463966054e-12 | 0.999999999999158 |
82 | 1.13361587130137e-12 | 2.26723174260275e-12 | 0.999999999998866 |
83 | 5.14545762706197e-13 | 1.02909152541239e-12 | 0.999999999999485 |
84 | 2.40445884284287e-13 | 4.80891768568574e-13 | 0.99999999999976 |
85 | 1.72623526010362e-13 | 3.45247052020723e-13 | 0.999999999999827 |
86 | 8.47076333903327e-14 | 1.69415266780665e-13 | 0.999999999999915 |
87 | 4.79401727094097e-14 | 9.58803454188194e-14 | 0.999999999999952 |
88 | 2.00763780660205e-14 | 4.0152756132041e-14 | 0.99999999999998 |
89 | 2.0229613336692e-14 | 4.04592266733841e-14 | 0.99999999999998 |
90 | 1.15141820603883e-14 | 2.30283641207766e-14 | 0.999999999999988 |
91 | 2.19225749858031e-14 | 4.38451499716062e-14 | 0.999999999999978 |
92 | 5.32896083186816e-14 | 1.06579216637363e-13 | 0.999999999999947 |
93 | 4.72273317372378e-14 | 9.44546634744756e-14 | 0.999999999999953 |
94 | 1.30452181753201e-13 | 2.60904363506402e-13 | 0.99999999999987 |
95 | 6.65209468115538e-14 | 1.33041893623108e-13 | 0.999999999999933 |
96 | 2.95898334328053e-13 | 5.91796668656106e-13 | 0.999999999999704 |
97 | 6.71889600726312e-13 | 1.34377920145262e-12 | 0.999999999999328 |
98 | 3.33121389980248e-13 | 6.66242779960496e-13 | 0.999999999999667 |
99 | 1.97780674055343e-13 | 3.95561348110685e-13 | 0.999999999999802 |
100 | 1.65921781036857e-13 | 3.31843562073714e-13 | 0.999999999999834 |
101 | 2.11624563176398e-13 | 4.23249126352797e-13 | 0.999999999999788 |
102 | 1.35958359583488e-13 | 2.71916719166976e-13 | 0.999999999999864 |
103 | 5.20307622888991e-13 | 1.04061524577798e-12 | 0.99999999999948 |
104 | 6.208055893765e-13 | 1.241611178753e-12 | 0.999999999999379 |
105 | 4.94378588278493e-13 | 9.88757176556986e-13 | 0.999999999999506 |
106 | 4.83815006522205e-13 | 9.67630013044409e-13 | 0.999999999999516 |
107 | 2.64650278502102e-13 | 5.29300557004205e-13 | 0.999999999999735 |
108 | 3.89249591453696e-13 | 7.78499182907392e-13 | 0.999999999999611 |
109 | 6.59637598648364e-13 | 1.31927519729673e-12 | 0.99999999999934 |
110 | 1.80551768011695e-12 | 3.61103536023391e-12 | 0.999999999998194 |
111 | 9.54811362085323e-13 | 1.90962272417065e-12 | 0.999999999999045 |
112 | 4.74674401639707e-13 | 9.49348803279414e-13 | 0.999999999999525 |
113 | 2.231853907926e-13 | 4.46370781585201e-13 | 0.999999999999777 |
114 | 1.20540600418988e-13 | 2.41081200837976e-13 | 0.999999999999879 |
115 | 9.59336877342185e-14 | 1.91867375468437e-13 | 0.999999999999904 |
116 | 4.61884065104217e-14 | 9.23768130208434e-14 | 0.999999999999954 |
117 | 2.96682594854646e-14 | 5.93365189709292e-14 | 0.99999999999997 |
118 | 1.04223138666504e-13 | 2.08446277333008e-13 | 0.999999999999896 |
119 | 9.50967903739083e-14 | 1.90193580747817e-13 | 0.999999999999905 |
120 | 9.54753466359715e-14 | 1.90950693271943e-13 | 0.999999999999905 |
121 | 5.40388328782433e-14 | 1.08077665756487e-13 | 0.999999999999946 |
122 | 4.05033679718887e-14 | 8.10067359437773e-14 | 0.999999999999959 |
123 | 5.57073215990288e-14 | 1.11414643198058e-13 | 0.999999999999944 |
124 | 3.63849524505212e-14 | 7.27699049010424e-14 | 0.999999999999964 |
125 | 3.30533360480433e-14 | 6.61066720960866e-14 | 0.999999999999967 |
126 | 1.63736700924175e-14 | 3.2747340184835e-14 | 0.999999999999984 |
127 | 1.33610666292321e-14 | 2.67221332584643e-14 | 0.999999999999987 |
128 | 6.60935313286654e-15 | 1.32187062657331e-14 | 0.999999999999993 |
129 | 4.25992559212259e-15 | 8.51985118424519e-15 | 0.999999999999996 |
130 | 3.77975009256181e-15 | 7.55950018512362e-15 | 0.999999999999996 |
131 | 8.37442279490497e-14 | 1.67488455898099e-13 | 0.999999999999916 |
132 | 1.90219792785804e-13 | 3.80439585571607e-13 | 0.99999999999981 |
133 | 8.02275888624335e-13 | 1.60455177724867e-12 | 0.999999999999198 |
134 | 1.69993624886537e-12 | 3.39987249773075e-12 | 0.9999999999983 |
135 | 6.58622302312047e-12 | 1.31724460462409e-11 | 0.999999999993414 |
136 | 1.32072683433545e-10 | 2.6414536686709e-10 | 0.999999999867927 |
137 | 1.22641995495014e-09 | 2.45283990990029e-09 | 0.99999999877358 |
138 | 1.95107568684983e-09 | 3.90215137369966e-09 | 0.999999998048924 |
139 | 7.2571794998388e-09 | 1.45143589996776e-08 | 0.99999999274282 |
140 | 1.55032084719501e-08 | 3.10064169439002e-08 | 0.999999984496792 |
141 | 2.25789902030767e-08 | 4.51579804061533e-08 | 0.99999997742101 |
142 | 3.25816426196402e-08 | 6.51632852392803e-08 | 0.999999967418357 |
143 | 2.90280923171368e-08 | 5.80561846342736e-08 | 0.999999970971908 |
144 | 2.94775996746373e-08 | 5.89551993492745e-08 | 0.9999999705224 |
145 | 4.03697221245785e-08 | 8.07394442491571e-08 | 0.999999959630278 |
146 | 2.26256948338921e-08 | 4.52513896677842e-08 | 0.999999977374305 |
147 | 1.48306481412097e-08 | 2.96612962824194e-08 | 0.999999985169352 |
148 | 1.0850918032152e-08 | 2.17018360643039e-08 | 0.999999989149082 |
149 | 1.74001224656958e-08 | 3.48002449313917e-08 | 0.999999982599878 |
150 | 2.42394274072358e-08 | 4.84788548144716e-08 | 0.999999975760573 |
151 | 1.11506659574489e-07 | 2.23013319148979e-07 | 0.99999988849334 |
152 | 2.61161362642201e-07 | 5.22322725284402e-07 | 0.999999738838637 |
153 | 3.78163186231999e-07 | 7.56326372463999e-07 | 0.999999621836814 |
154 | 6.16201653667184e-07 | 1.23240330733437e-06 | 0.999999383798346 |
155 | 7.03562966720621e-07 | 1.40712593344124e-06 | 0.999999296437033 |
156 | 1.00002580305377e-06 | 2.00005160610753e-06 | 0.999998999974197 |
157 | 8.08677236035469e-07 | 1.61735447207094e-06 | 0.999999191322764 |
158 | 8.00208492201095e-07 | 1.60041698440219e-06 | 0.999999199791508 |
159 | 1.17507253018204e-06 | 2.35014506036408e-06 | 0.99999882492747 |
160 | 9.42065418988284e-07 | 1.88413083797657e-06 | 0.999999057934581 |
161 | 1.47419520981917e-06 | 2.94839041963835e-06 | 0.99999852580479 |
162 | 2.53386343851768e-06 | 5.06772687703536e-06 | 0.999997466136561 |
163 | 1.07326358467052e-05 | 2.14652716934103e-05 | 0.999989267364153 |
164 | 2.66190733678391e-05 | 5.32381467356781e-05 | 0.999973380926632 |
165 | 3.16882924828952e-05 | 6.33765849657903e-05 | 0.999968311707517 |
166 | 5.50800759168342e-05 | 0.000110160151833668 | 0.999944919924083 |
167 | 7.72361789337777e-05 | 0.000154472357867555 | 0.999922763821066 |
168 | 0.000141723006220815 | 0.00028344601244163 | 0.999858276993779 |
169 | 0.00016125681512595 | 0.0003225136302519 | 0.999838743184874 |
170 | 0.000333878759050092 | 0.000667757518100184 | 0.99966612124095 |
171 | 0.000634541095924345 | 0.00126908219184869 | 0.999365458904076 |
172 | 0.000477430131656498 | 0.000954860263312995 | 0.999522569868344 |
173 | 0.000560707216486163 | 0.00112141443297233 | 0.999439292783514 |
174 | 0.000592194458715707 | 0.00118438891743141 | 0.999407805541284 |
175 | 0.00123928016857486 | 0.00247856033714971 | 0.998760719831425 |
176 | 0.00215940850319101 | 0.00431881700638201 | 0.997840591496809 |
177 | 0.00216517233908976 | 0.00433034467817952 | 0.99783482766091 |
178 | 0.00362434120434474 | 0.00724868240868948 | 0.996375658795655 |
179 | 0.00349985995777219 | 0.00699971991554438 | 0.996500140042228 |
180 | 0.00304966708109779 | 0.00609933416219558 | 0.996950332918902 |
181 | 0.00254491558479602 | 0.00508983116959204 | 0.997455084415204 |
182 | 0.00231897236412095 | 0.0046379447282419 | 0.997681027635879 |
183 | 0.00152121839554175 | 0.0030424367910835 | 0.998478781604458 |
184 | 0.00122167453969255 | 0.0024433490793851 | 0.998778325460307 |
185 | 0.000889202039779995 | 0.00177840407955999 | 0.99911079796022 |
186 | 0.00066030399099053 | 0.00132060798198106 | 0.99933969600901 |
187 | 0.00071551234093951 | 0.00143102468187902 | 0.999284487659061 |
188 | 0.000565520969713279 | 0.00113104193942656 | 0.999434479030287 |
189 | 0.000344067412124073 | 0.000688134824248146 | 0.999655932587876 |
190 | 0.000223120638541125 | 0.000446241277082249 | 0.999776879361459 |
191 | 0.000150459841760543 | 0.000300919683521086 | 0.999849540158239 |
192 | 9.63589849091131e-05 | 0.000192717969818226 | 0.999903641015091 |
193 | 8.78637575049369e-05 | 0.000175727515009874 | 0.999912136242495 |
194 | 9.67131993851265e-05 | 0.000193426398770253 | 0.999903286800615 |
195 | 0.00011338764591815 | 0.000226775291836299 | 0.999886612354082 |
196 | 0.000721415661865082 | 0.00144283132373016 | 0.999278584338135 |
197 | 0.00147024615624979 | 0.00294049231249958 | 0.99852975384375 |
198 | 0.00474684860031196 | 0.00949369720062392 | 0.995253151399688 |
199 | 0.00480608946407548 | 0.00961217892815096 | 0.995193910535925 |
200 | 0.0039291447134025 | 0.007858289426805 | 0.996070855286598 |
201 | 0.0043829083176647 | 0.00876581663532939 | 0.995617091682335 |
202 | 0.00467170143642412 | 0.00934340287284823 | 0.995328298563576 |
203 | 0.00584224113637656 | 0.0116844822727531 | 0.994157758863623 |
204 | 0.00586034954756426 | 0.0117206990951285 | 0.994139650452436 |
205 | 0.00660610397076749 | 0.013212207941535 | 0.993393896029233 |
206 | 0.00700828657886756 | 0.0140165731577351 | 0.992991713421132 |
207 | 0.00682712311572784 | 0.0136542462314557 | 0.993172876884272 |
208 | 0.953043106227799 | 0.0939137875444021 | 0.0469568937722011 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 182 | 0.952879581151832 | NOK |
5% type I error level | 190 | 0.994764397905759 | NOK |
10% type I error level | 191 | 1 | NOK |