Multiple Linear Regression - Estimated Regression Equation |
Yt[t] = + 526103.942017137 + 381943.276250047`9/11`[t] + 5463.46107822313t -3715.08271553496`9/11_t`[t] + 0.65830250846507`Yt-1`[t] + 0.266841562077033`Yt-2`[t] -0.00740687286284398`Yt-3`[t] -0.21686607273144`Yt-4`[t] + 134988.954627635M1[t] -158013.501846682M2[t] + 291621.008463846M3[t] + 8276.71590354335M4[t] -309010.132693306M5[t] -192510.530115477M6[t] -664535.837845057M7[t] -295913.329782779M8[t] -171119.104806719M9[t] -208806.873901883M10[t] + 186715.925498493M11[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) | 526103.942017137 | 65838.075901 | 7.9909 | 0 | 0 |
`9/11` | 381943.276250047 | 93026.98424 | 4.1057 | 5.8e-05 | 2.9e-05 |
t | 5463.46107822313 | 982.744079 | 5.5594 | 0 | 0 |
`9/11_t` | -3715.08271553496 | 793.174656 | -4.6838 | 5e-06 | 3e-06 |
`Yt-1` | 0.65830250846507 | 0.068586 | 9.5982 | 0 | 0 |
`Yt-2` | 0.266841562077033 | 0.082345 | 3.2405 | 0.001394 | 0.000697 |
`Yt-3` | -0.00740687286284398 | 0.081794 | -0.0906 | 0.927935 | 0.463968 |
`Yt-4` | -0.21686607273144 | 0.067537 | -3.2111 | 0.001538 | 0.000769 |
M1 | 134988.954627635 | 52947.62152 | 2.5495 | 0.011527 | 0.005763 |
M2 | -158013.501846682 | 55679.697739 | -2.8379 | 0.005002 | 0.002501 |
M3 | 291621.008463846 | 60951.586171 | 4.7845 | 3e-06 | 2e-06 |
M4 | 8276.71590354335 | 59493.546409 | 0.1391 | 0.889494 | 0.444747 |
M5 | -309010.132693306 | 72943.682597 | -4.2363 | 3.4e-05 | 1.7e-05 |
M6 | -192510.530115477 | 81953.119188 | -2.349 | 0.019783 | 0.009892 |
M7 | -664535.837845057 | 72223.610054 | -9.2011 | 0 | 0 |
M8 | -295913.329782779 | 89615.08133 | -3.302 | 0.001134 | 0.000567 |
M9 | -171119.104806719 | 72876.937176 | -2.3481 | 0.019834 | 0.009917 |
M10 | -208806.873901883 | 64991.089984 | -3.2129 | 0.001529 | 0.000764 |
M11 | 186715.925498493 | 52506.397731 | 3.5561 | 0.000468 | 0.000234 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.992669608595858 |
R-squared | 0.985392951829854 |
Adjusted R-squared | 0.984097745588166 |
F-TEST (value) | 760.800033318056 |
F-TEST (DF numerator) | 18 |
F-TEST (DF denominator) | 203 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 112494.287273394 |
Sum Squared Residuals | 2568957827837.22 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1742117 | 1773951.44151449 | -31834.4415144914 |
2 | 1737275 | 1708798.31767924 | 28476.6823207621 |
3 | 1979900 | 2176346.48659993 | -196446.486599934 |
4 | 2061036 | 2001951.65189542 | 59084.3481045805 |
5 | 1867943 | 1760695.8895395 | 107247.110460504 |
6 | 1707752 | 1776448.776905 | -68696.7769050034 |
7 | 1298756 | 1099689.46044091 | 199066.539559087 |
8 | 1281814 | 1145621.28978312 | 136192.710216881 |
9 | 1281151 | 1198650.71816843 | 82500.2818315675 |
10 | 1164976 | 1199238.500274 | -34262.5002740037 |
11 | 1454329 | 1612392.39439893 | -158063.394398927 |
12 | 1645288 | 1594300.47299717 | 50987.5270028251 |
13 | 1817743 | 1938677.35958975 | -120934.359589752 |
14 | 1895785 | 1838672.93625976 | 57112.0637402371 |
15 | 2236311 | 2326999.05582406 | -90688.0558240628 |
16 | 2295951 | 2251422.31288489 | 44528.6871151084 |
17 | 2087315 | 2031748.8909941 | 55566.1090058966 |
18 | 1980891 | 2012833.88841971 | -31942.8884197113 |
19 | 1465446 | 1346249.81728148 | 119196.182718522 |
20 | 1445026 | 1341230.15129262 | 103795.848707376 |
21 | 1488120 | 1366537.49014721 | 121582.509852794 |
22 | 1338333 | 1384130.7562396 | -45797.7562396049 |
23 | 1715789 | 1809944.91036181 | -94155.9103618106 |
24 | 1806090 | 1841312.49394392 | -35222.4939439242 |
25 | 2083316 | 2133695.05984925 | -50379.0598492531 |
26 | 2092278 | 2082438.64539492 | 9839.35460507779 |
27 | 2430800 | 2534885.4943776 | -104085.494377598 |
28 | 2424894 | 2460609.37777547 | -35715.3777754694 |
29 | 2299016 | 2175042.50064565 | 123973.499354353 |
30 | 2130688 | 2208112.85171641 | -77424.8517164111 |
31 | 1652221 | 1523780.58658695 | 128440.413413051 |
32 | 1608162 | 1540186.79631617 | 67975.2036838288 |
33 | 1647074 | 1542310.90206622 | 104763.097933775 |
34 | 1479691 | 1563994.26540393 | -84303.2654039287 |
35 | 1884978 | 1969264.81460472 | -84286.8146047187 |
36 | 2007898 | 2019415.74380923 | -11517.7438092271 |
37 | 2208954 | 2341735.2120034 | -132781.212003402 |
38 | 2217164 | 2252649.83512981 | -35485.8351298136 |
39 | 2534291 | 2677999.11438661 | -143708.114386614 |
40 | 2560312 | 2582928.17784073 | -22616.1778407295 |
41 | 2429069 | 2329194.10840638 | 99874.89159362 |
42 | 2315077 | 2367573.67040326 | -52496.6704032567 |
43 | 1799608 | 1721982.69578941 | 77625.3042105938 |
44 | 1772590 | 1721645.35398623 | 50944.6460137655 |
45 | 1744799 | 1725874.9479394 | 18924.0520606042 |
46 | 1659093 | 1696685.24029604 | -37592.2402960444 |
47 | 2099821 | 2145823.08866826 | -46002.0886682644 |
48 | 2135736 | 2237898.1812362 | -102162.181236203 |
49 | 2427894 | 2526259.81797753 | -98365.8179775329 |
50 | 2468882 | 2455955.088918 | 12926.9110820004 |
51 | 2703217 | 2920150.49227537 | -216933.492275367 |
52 | 2766841 | 2797517.55889685 | -30676.5588968512 |
53 | 2655236 | 2526445.57664415 | 128790.423355846 |
54 | 2550373 | 2581291.72024712 | -30918.7202471201 |
55 | 2052097 | 1964626.87908244 | 87470.1209175641 |
56 | 1998055 | 1969743.4578253 | 28311.5421746956 |
57 | 1920748 | 1956444.45848783 | -35696.4584878313 |
58 | 1876694 | 1885340.00071866 | -8646.00071865742 |
59 | 2380930 | 2345156.12332943 | 35773.8766705682 |
60 | 2467402 | 2496380.52381477 | -28978.5238147739 |
61 | 2770771 | 2845400.36378985 | -74629.3637898472 |
62 | 2781340 | 2786463.27166346 | -5123.27166346098 |
63 | 3143926 | 3219478.13194992 | -75552.1319499198 |
64 | 3172235 | 3162108.96361699 | 10126.036383012 |
65 | 2952540 | 2899805.74958001 | 52734.2504199888 |
66 | 2920877 | 2879719.37549312 | 41157.6245068777 |
67 | 2384552 | 2254847.65652445 | 129704.343475554 |
68 | 2248987 | 2262908.51971302 | -13921.5197130218 |
69 | 2208616 | 2208688.54109046 | -72.541090462795 |
70 | 2178756 | 2124552.64769037 | 54203.3523096343 |
71 | 2632870 | 2612424.14374093 | 20445.8562590731 |
72 | 2706905 | 2751846.64762033 | -44941.6476203272 |
73 | 3029745 | 3071189.24810737 | -41444.2481073717 |
74 | 3015402 | 3019044.30586104 | -3642.30586103815 |
75 | 3391414 | 3451817.08668706 | -60403.0866870575 |
76 | 3507805 | 3399191.67496336 | 108613.325036637 |
77 | 3177852 | 3194417.59800406 | -16565.5980040581 |
78 | 3142961 | 3130555.16733853 | 12405.8326614741 |
79 | 2545815 | 2470572.97485304 | 75242.0251469623 |
80 | 2414007 | 2419448.52618166 | -5441.52618165537 |
81 | 2372578 | 2375407.34826914 | -2829.34826913678 |
82 | 2332664 | 2292728.03166097 | 39935.9683390249 |
83 | 2825328 | 2786860.819707 | 38467.1802929957 |
84 | 2901478 | 2948171.13085885 | -46693.1308588474 |
85 | 3263955 | 3279496.69637408 | -15541.6963740781 |
86 | 3226738 | 3255904.09710595 | -29166.0971059468 |
87 | 3610786 | 3675819.81270948 | -65033.8127094816 |
88 | 3709274 | 3621628.52808937 | 87645.4719106291 |
89 | 3467185 | 3398786.70439888 | 68398.2956011246 |
90 | 3449646 | 3392889.17376859 | 56756.8262314141 |
91 | 2802951 | 2766165.48290471 | 36785.5170952862 |
92 | 2462530 | 2690284.79384945 | -227754.793849446 |
93 | 2490645 | 2476508.17750676 | 14136.822493242 |
94 | 2561520 | 2380547.17480716 | 180972.82519284 |
95 | 3067554 | 2978460.53606292 | 89093.4639370822 |
96 | 3226951 | 3222861.44003824 | 4089.55996175854 |
97 | 3546493 | 3596654.051961 | -50161.0519609971 |
98 | 3492787 | 3542885.58878812 | -50098.5887881248 |
99 | 3952263 | 3936973.61252417 | 15289.3874758306 |
100 | 3932072 | 3910301.38312517 | 21770.6168748341 |
101 | 3720284 | 3638893.47813625 | 81390.5218637496 |
102 | 3651555 | 3624291.90113619 | 27263.098863809 |
103 | 2914972 | 2956476.53716699 | -41504.5371669903 |
104 | 2713514 | 2833275.74565917 | -119761.745659169 |
105 | 2703997 | 2680800.86542035 | 23196.1345796547 |
106 | 2591373 | 2608914.88996412 | -17541.8899641186 |
107 | 3163748 | 3094452.99382701 | 69295.0061729945 |
108 | 3355137 | 3303703.56009143 | 51433.4399085675 |
109 | 3613702 | 3725779.37974724 | -112077.379747244 |
110 | 3686773 | 3679709.72789722 | 7063.27210278198 |
111 | 4098716 | 4126360.09801046 | -27644.0980104625 |
112 | 4063517 | 4095739.81767976 | -32222.8176797622 |
113 | 3551489 | 3761331.74860206 | -209842.748602064 |
114 | 3226663 | 3514220.02636638 | -287557.026366381 |
115 | 2656842 | 2604403.22895633 | 52438.7710436732 |
116 | 2597484 | 2524408.43965427 | 73075.5603457259 |
117 | 2572399 | 2573271.04332434 | -872.043324335444 |
118 | 2596631 | 2579643.28336789 | 16987.7166321143 |
119 | 3165225 | 3110187.22652067 | 55037.7734793323 |
120 | 3303145 | 3319051.17836626 | -15906.1783662589 |
121 | 3698247 | 3703566.70656297 | -5319.70656296863 |
122 | 3668631 | 3699745.45224957 | -31114.4522495667 |
123 | 4130433 | 4112731.38502794 | 17701.6149720632 |
124 | 4131400 | 4094401.46710906 | 36998.5328909397 |
125 | 3864358 | 3817262.68532925 | 47095.3146707484 |
126 | 3721110 | 3762976.48050297 | -41866.4805029748 |
127 | 2892532 | 3026984.78041772 | -134452.780417721 |
128 | 2843451 | 2815444.40755001 | 28006.5924499862 |
129 | 2747502 | 2747551.18716633 | -49.1871663298348 |
130 | 2668775 | 2672554.28143042 | -3779.28143041862 |
131 | 3018602 | 3172450.09010848 | -153848.090108476 |
132 | 3013392 | 3208121.58470389 | -194729.584703892 |
133 | 3393657 | 3456168.74845422 | -62511.7484542158 |
134 | 3544233 | 3428335.92038057 | 115897.079619426 |
135 | 4075832 | 4004486.85635384 | 71345.1436461571 |
136 | 4032923 | 4111337.1301348 | -78414.1301348047 |
137 | 3734509 | 3825822.39068809 | -91313.3906880882 |
138 | 3761285 | 3699581.47030572 | 61703.5296942783 |
139 | 2970090 | 3052334.02510955 | -82244.0251095463 |
140 | 2847849 | 2920520.02888899 | -72671.028888992 |
141 | 2741680 | 2819984.91138323 | -78304.9113832276 |
142 | 2830639 | 2681588.69705093 | 149050.302949074 |
143 | 3257673 | 3281580.28182076 | -23907.2818207561 |
144 | 3480085 | 3428764.55248737 | 51320.4475126259 |
145 | 3843271 | 3848232.22868325 | -4961.22868325242 |
146 | 3796961 | 3832957.99540547 | -35996.9954054685 |
147 | 4337767 | 4256511.45056621 | 81255.5494337929 |
148 | 4243630 | 4267648.36052586 | -24018.3605258568 |
149 | 3927202 | 3956029.07566419 | -28827.0756641889 |
150 | 3915296 | 3846889.4328696 | 68406.5671303954 |
151 | 3087396 | 3167753.39949311 | -80357.3994931071 |
152 | 2963792 | 3012697.48697672 | -48905.486976716 |
153 | 2955792 | 2905663.82170614 | 50128.178293859 |
154 | 2829925 | 2840189.48397206 | -10264.4839720637 |
155 | 3281195 | 3332926.30813324 | -51731.3081332368 |
156 | 3548011 | 3438309.15613531 | 109701.843864686 |
157 | 4059648 | 3873776.93239123 | 185871.067608765 |
158 | 3941175 | 4014486.15548997 | -73311.1554899678 |
159 | 4528594 | 4424562.56254292 | 104031.437457082 |
160 | 4433151 | 4436399.56090856 | -3248.5609085565 |
161 | 4145737 | 4104699.33550728 | 41037.6644927233 |
162 | 4077132 | 4029615.63645499 | 47516.3635450116 |
163 | 3198519 | 3310797.54536086 | -112278.545360861 |
164 | 3078660 | 3107295.81208622 | -28635.8120862199 |
165 | 3028202 | 2983322.96362245 | 44879.0363775455 |
166 | 2858642 | 2903569.45383524 | -44927.4538352389 |
167 | 3398954 | 3367183.69785894 | 31770.3021410608 |
168 | 3808883 | 3519026.32701356 | 289856.672986437 |
169 | 4175961 | 4081997.18474594 | 93963.8152540639 |
170 | 4227542 | 4174547.3585394 | 52994.641460601 |
171 | 4744616 | 4637626.1823504 | 106989.817649598 |
172 | 4608012 | 4618566.74162288 | -10554.7416228774 |
173 | 4295049 | 4271089.53123652 | 23959.4687634759 |
174 | 4201144 | 4131845.48919807 | 69298.5108019264 |
175 | 3353276 | 3405115.12775047 | -51839.1277504742 |
176 | 3286851 | 3224217.47619251 | 62633.5238074855 |
177 | 3169889 | 3149352.51296778 | 20536.4870322245 |
178 | 3051720 | 3045336.65251956 | 6383.34748043945 |
179 | 3695426 | 3517972.36326074 | 177453.636739263 |
180 | 3905501 | 3740497.34163484 | 165003.658365162 |
181 | 4296458 | 4213535.44100746 | 82922.5589925374 |
182 | 4246247 | 4256565.0762967 | -10318.0762966972 |
183 | 4921849 | 4638063.523272 | 283785.476728003 |
184 | 4821446 | 4739365.80970206 | 82080.1902979441 |
185 | 4425064 | 4453597.08302929 | -28533.0830292947 |
186 | 4379099 | 4289999.06996023 | 89099.9300397751 |
187 | 3472889 | 3537920.59351906 | -65031.5935190598 |
188 | 3359160 | 3324175.7467266 | 34984.2532734013 |
189 | 3200944 | 3220338.03666287 | -19394.0366628688 |
190 | 3153170 | 3066577.46352776 | 86592.5364722372 |
191 | 3741498 | 3587548.87267961 | 153949.127320386 |
192 | 3918719 | 3802966.88233992 | 115752.11766008 |
193 | 4403449 | 4248025.14522401 | 155423.854775985 |
194 | 4400407 | 4329162.85957453 | 71244.1404254656 |
195 | 4847473 | 4778988.26614903 | 68484.7338509696 |
196 | 4716136 | 4748861.73341068 | -32725.7334106785 |
197 | 4297440 | 4361060.61668591 | -63620.6166859092 |
198 | 4272253 | 4165982.14587357 | 106270.854126427 |
199 | 3271834 | 3471418.40534 | -199584.405339999 |
200 | 3168388 | 3208073.78355932 | -39685.7835593247 |
201 | 2911748 | 3090551.77101101 | -178803.771011011 |
202 | 2720999 | 2870934.1143919 | -149935.114391899 |
203 | 3199918 | 3291875.67946239 | -91957.679462394 |
204 | 3672623 | 3395616.77786484 | 277006.222135163 |
205 | 3892013 | 4028401.85468502 | -136388.854685023 |
206 | 3850845 | 4045529.79887002 | -194684.798870019 |
207 | 4532467 | 4420991.51165573 | 111475.488344275 |
208 | 4484739 | 4472985.06570761 | 11753.934292392 |
209 | 4014972 | 4260638.89102096 | -245666.891020965 |
210 | 3983758 | 4060781.51838025 | -77023.5183802484 |
211 | 3158459 | 3297135.80342253 | -138676.803422535 |
212 | 3100569 | 3129711.1837586 | -29142.1837586005 |
213 | 2935404 | 3100028.30306006 | -164624.303060063 |
214 | 2855719 | 2952795.06284939 | -97076.0628493861 |
215 | 3465611 | 3432944.65545417 | 32666.3445458273 |
216 | 3006985 | 3641985.00504385 | -635000.005043853 |
217 | 4095110 | 3675961.12733192 | 419148.872668076 |
218 | 4104793 | 3991405.56849625 | 113387.431503752 |
219 | 4730788 | 4610651.87673727 | 120136.123262726 |
220 | 4642726 | 4835134.68411049 | -192408.68411049 |
221 | 4246919 | 4392617.14588746 | -145698.145887462 |
222 | 4308117 | 4220069.20466028 | 88047.7953397174 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
22 | 0.0790145448081985 | 0.158029089616397 | 0.920985455191802 |
23 | 0.0628446915817782 | 0.125689383163556 | 0.937155308418222 |
24 | 0.0489077618858939 | 0.0978155237717878 | 0.951092238114106 |
25 | 0.0260667408273882 | 0.0521334816547765 | 0.973933259172612 |
26 | 0.0123372127579812 | 0.0246744255159624 | 0.987662787242019 |
27 | 0.00558855235115801 | 0.011177104702316 | 0.994411447648842 |
28 | 0.00301932186127581 | 0.00603864372255161 | 0.996980678138724 |
29 | 0.00132203743928008 | 0.00264407487856016 | 0.99867796256072 |
30 | 0.000486968004923202 | 0.000973936009846404 | 0.999513031995077 |
31 | 0.00020830212470139 | 0.00041660424940278 | 0.999791697875299 |
32 | 9.63711434056266e-05 | 0.000192742286811253 | 0.999903628856594 |
33 | 3.7366896506408e-05 | 7.4733793012816e-05 | 0.999962633103494 |
34 | 2.02718349839862e-05 | 4.05436699679723e-05 | 0.999979728165016 |
35 | 7.77839482982559e-06 | 1.55567896596512e-05 | 0.99999222160517 |
36 | 2.50893894722371e-06 | 5.01787789444741e-06 | 0.999997491061053 |
37 | 1.49411687464963e-06 | 2.98823374929926e-06 | 0.999998505883125 |
38 | 7.61050292803869e-07 | 1.52210058560774e-06 | 0.999999238949707 |
39 | 3.69727317396866e-07 | 7.39454634793733e-07 | 0.999999630272683 |
40 | 1.82210291379961e-07 | 3.64420582759922e-07 | 0.999999817789709 |
41 | 6.26952568592475e-08 | 1.25390513718495e-07 | 0.999999937304743 |
42 | 2.46447709964339e-08 | 4.92895419928678e-08 | 0.999999975355229 |
43 | 1.10152186153351e-08 | 2.20304372306702e-08 | 0.999999988984781 |
44 | 3.88031097510647e-09 | 7.76062195021294e-09 | 0.999999996119689 |
45 | 3.91232437677306e-09 | 7.82464875354612e-09 | 0.999999996087676 |
46 | 1.21503682554148e-09 | 2.43007365108297e-09 | 0.999999998784963 |
47 | 1.64590487122201e-09 | 3.29180974244401e-09 | 0.999999998354095 |
48 | 1.06065473055349e-09 | 2.12130946110699e-09 | 0.999999998939345 |
49 | 5.02554549673801e-10 | 1.0051090993476e-09 | 0.999999999497445 |
50 | 2.55724391866668e-10 | 5.11448783733335e-10 | 0.999999999744276 |
51 | 2.1674730880603e-10 | 4.3349461761206e-10 | 0.999999999783253 |
52 | 7.27086321335358e-11 | 1.45417264267072e-10 | 0.999999999927291 |
53 | 4.41002396520713e-11 | 8.82004793041426e-11 | 0.9999999999559 |
54 | 4.35731924082006e-11 | 8.71463848164012e-11 | 0.999999999956427 |
55 | 2.2972225489348e-11 | 4.59444509786959e-11 | 0.999999999977028 |
56 | 7.8519023334177e-12 | 1.57038046668354e-11 | 0.999999999992148 |
57 | 1.05356050585691e-11 | 2.10712101171383e-11 | 0.999999999989464 |
58 | 4.57567497474127e-12 | 9.15134994948254e-12 | 0.999999999995424 |
59 | 5.91725637239998e-11 | 1.18345127448e-10 | 0.999999999940827 |
60 | 5.1707257524557e-11 | 1.03414515049114e-10 | 0.999999999948293 |
61 | 3.69600113275312e-10 | 7.39200226550623e-10 | 0.9999999996304 |
62 | 2.05131306455766e-10 | 4.10262612911533e-10 | 0.999999999794869 |
63 | 3.30701406440958e-10 | 6.61402812881917e-10 | 0.999999999669299 |
64 | 1.34360872875213e-10 | 2.68721745750427e-10 | 0.999999999865639 |
65 | 8.82423212761994e-11 | 1.76484642552399e-10 | 0.999999999911758 |
66 | 8.47318886573019e-11 | 1.69463777314604e-10 | 0.999999999915268 |
67 | 5.73768844296264e-11 | 1.14753768859253e-10 | 0.999999999942623 |
68 | 1.02517904141547e-10 | 2.05035808283094e-10 | 0.999999999897482 |
69 | 8.27127192557897e-11 | 1.65425438511579e-10 | 0.999999999917287 |
70 | 4.78900064584496e-11 | 9.57800129168992e-11 | 0.99999999995211 |
71 | 3.32135188510748e-11 | 6.64270377021497e-11 | 0.999999999966786 |
72 | 1.44788619165689e-11 | 2.89577238331377e-11 | 0.999999999985521 |
73 | 2.13683413829572e-11 | 4.27366827659144e-11 | 0.999999999978632 |
74 | 9.153962464025e-12 | 1.830792492805e-11 | 0.999999999990846 |
75 | 1.19463348130136e-11 | 2.38926696260272e-11 | 0.999999999988054 |
76 | 1.9935839480757e-11 | 3.9871678961514e-11 | 0.999999999980064 |
77 | 5.03094348606318e-11 | 1.00618869721264e-10 | 0.999999999949691 |
78 | 2.60033277101817e-11 | 5.20066554203635e-11 | 0.999999999973997 |
79 | 4.23400957821046e-11 | 8.46801915642092e-11 | 0.99999999995766 |
80 | 6.7560080911458e-11 | 1.35120161822916e-10 | 0.99999999993244 |
81 | 5.68116626270506e-11 | 1.13623325254101e-10 | 0.999999999943188 |
82 | 2.8239966401235e-11 | 5.64799328024699e-11 | 0.99999999997176 |
83 | 2.59376947065166e-11 | 5.18753894130332e-11 | 0.999999999974062 |
84 | 1.24792497291292e-11 | 2.49584994582584e-11 | 0.999999999987521 |
85 | 1.93035683565611e-11 | 3.86071367131222e-11 | 0.999999999980696 |
86 | 1.02116778320232e-11 | 2.04233556640464e-11 | 0.999999999989788 |
87 | 1.69351950490292e-11 | 3.38703900980584e-11 | 0.999999999983065 |
88 | 1.36082138532419e-11 | 2.72164277064838e-11 | 0.999999999986392 |
89 | 6.50643279067774e-12 | 1.30128655813555e-11 | 0.999999999993494 |
90 | 6.39811300914014e-12 | 1.27962260182803e-11 | 0.999999999993602 |
91 | 1.04366458391109e-11 | 2.08732916782219e-11 | 0.999999999989563 |
92 | 1.03169833653915e-08 | 2.0633966730783e-08 | 0.999999989683017 |
93 | 5.75701246329027e-09 | 1.15140249265805e-08 | 0.999999994242988 |
94 | 1.05483888031339e-08 | 2.10967776062679e-08 | 0.999999989451611 |
95 | 8.46610205008335e-09 | 1.69322041001667e-08 | 0.999999991533898 |
96 | 6.32448752831635e-09 | 1.26489750566327e-08 | 0.999999993675513 |
97 | 5.38688674761606e-09 | 1.07737734952321e-08 | 0.999999994613113 |
98 | 3.63530049326106e-09 | 7.27060098652213e-09 | 0.999999996364699 |
99 | 1.67617837558634e-08 | 3.35235675117267e-08 | 0.999999983238216 |
100 | 1.06793440058562e-08 | 2.13586880117124e-08 | 0.999999989320656 |
101 | 6.03344268755853e-09 | 1.20668853751171e-08 | 0.999999993966557 |
102 | 3.69947866068708e-09 | 7.39895732137416e-09 | 0.999999996300521 |
103 | 1.18542661939892e-08 | 2.37085323879784e-08 | 0.999999988145734 |
104 | 1.81475628958957e-08 | 3.62951257917915e-08 | 0.999999981852437 |
105 | 1.07861877546881e-08 | 2.15723755093761e-08 | 0.999999989213812 |
106 | 7.86195813151307e-09 | 1.57239162630261e-08 | 0.999999992138042 |
107 | 6.03235166903623e-09 | 1.20647033380725e-08 | 0.999999993967648 |
108 | 4.80703507254124e-09 | 9.61407014508247e-09 | 0.999999995192965 |
109 | 3.17393798536347e-09 | 6.34787597072695e-09 | 0.999999996826062 |
110 | 2.19177317882796e-09 | 4.38354635765591e-09 | 0.999999997808227 |
111 | 1.52145656083816e-09 | 3.04291312167633e-09 | 0.999999998478543 |
112 | 9.55168885212643e-10 | 1.91033777042529e-09 | 0.999999999044831 |
113 | 8.58193356932619e-10 | 1.71638671386524e-09 | 0.999999999141807 |
114 | 6.16901195392187e-09 | 1.23380239078437e-08 | 0.999999993830988 |
115 | 4.98846665186761e-09 | 9.97693330373522e-09 | 0.999999995011533 |
116 | 2.83611045432161e-09 | 5.67222090864321e-09 | 0.99999999716389 |
117 | 3.37958174236834e-09 | 6.75916348473669e-09 | 0.999999996620418 |
118 | 2.48271338193794e-09 | 4.96542676387588e-09 | 0.999999997517287 |
119 | 1.6575379590511e-09 | 3.31507591810221e-09 | 0.999999998342462 |
120 | 1.13432229772329e-09 | 2.26864459544657e-09 | 0.999999998865678 |
121 | 6.81613675378451e-10 | 1.3632273507569e-09 | 0.999999999318386 |
122 | 8.05108719042749e-10 | 1.6102174380855e-09 | 0.999999999194891 |
123 | 7.95855349525096e-10 | 1.59171069905019e-09 | 0.999999999204145 |
124 | 6.69454741095356e-10 | 1.33890948219071e-09 | 0.999999999330545 |
125 | 6.71675320523135e-10 | 1.34335064104627e-09 | 0.999999999328325 |
126 | 5.95722155969391e-10 | 1.19144431193878e-09 | 0.999999999404278 |
127 | 1.59415085776038e-08 | 3.18830171552076e-08 | 0.999999984058491 |
128 | 8.9865879069246e-09 | 1.79731758138492e-08 | 0.999999991013412 |
129 | 1.01539825242774e-08 | 2.03079650485547e-08 | 0.999999989846017 |
130 | 6.5370313095695e-09 | 1.3074062619139e-08 | 0.999999993462969 |
131 | 3.67359304980748e-08 | 7.34718609961495e-08 | 0.999999963264069 |
132 | 4.3244648155749e-07 | 8.64892963114981e-07 | 0.999999567553518 |
133 | 1.65808011635254e-06 | 3.31616023270508e-06 | 0.999998341919884 |
134 | 1.16698555540581e-06 | 2.33397111081161e-06 | 0.999998833014445 |
135 | 1.08922909647715e-06 | 2.1784581929543e-06 | 0.999998910770904 |
136 | 1.20121520231209e-06 | 2.40243040462417e-06 | 0.999998798784798 |
137 | 9.22501069867497e-07 | 1.84500213973499e-06 | 0.99999907749893 |
138 | 1.03179023780861e-06 | 2.06358047561723e-06 | 0.999998968209762 |
139 | 1.74542471860666e-06 | 3.49084943721331e-06 | 0.999998254575281 |
140 | 1.04028846097109e-06 | 2.08057692194217e-06 | 0.999998959711539 |
141 | 7.94000132764852e-07 | 1.5880002655297e-06 | 0.999999205999867 |
142 | 2.04062556958402e-06 | 4.08125113916803e-06 | 0.99999795937443 |
143 | 1.2683759862267e-06 | 2.5367519724534e-06 | 0.999998731624014 |
144 | 9.87718110986403e-07 | 1.97543622197281e-06 | 0.999999012281889 |
145 | 1.19340093571593e-06 | 2.38680187143186e-06 | 0.999998806599064 |
146 | 1.07489001445105e-06 | 2.14978002890211e-06 | 0.999998925109986 |
147 | 3.06107495506361e-06 | 6.12214991012721e-06 | 0.999996938925045 |
148 | 2.49289017112586e-06 | 4.98578034225171e-06 | 0.999997507109829 |
149 | 1.53574403770915e-06 | 3.0714880754183e-06 | 0.999998464255962 |
150 | 1.34610025695718e-06 | 2.69220051391436e-06 | 0.999998653899743 |
151 | 1.52372325413106e-06 | 3.04744650826213e-06 | 0.999998476276746 |
152 | 9.18700359969758e-07 | 1.83740071993952e-06 | 0.99999908129964 |
153 | 6.60352937023571e-07 | 1.32070587404714e-06 | 0.999999339647063 |
154 | 4.25635032642654e-07 | 8.51270065285309e-07 | 0.999999574364967 |
155 | 3.4888919058783e-07 | 6.97778381175659e-07 | 0.999999651110809 |
156 | 2.62052247187185e-07 | 5.24104494374371e-07 | 0.999999737947753 |
157 | 4.13290259687499e-07 | 8.26580519374997e-07 | 0.99999958670974 |
158 | 4.93927137800894e-07 | 9.87854275601788e-07 | 0.999999506072862 |
159 | 9.37798373292445e-07 | 1.87559674658489e-06 | 0.999999062201627 |
160 | 7.08342723958782e-07 | 1.41668544791756e-06 | 0.999999291657276 |
161 | 4.10983615798587e-07 | 8.21967231597174e-07 | 0.999999589016384 |
162 | 2.69320208277355e-07 | 5.38640416554711e-07 | 0.999999730679792 |
163 | 2.8326839866099e-07 | 5.6653679732198e-07 | 0.999999716731601 |
164 | 1.89006337140318e-07 | 3.78012674280636e-07 | 0.999999810993663 |
165 | 1.05721273067909e-07 | 2.11442546135818e-07 | 0.999999894278727 |
166 | 7.72417718722714e-08 | 1.54483543744543e-07 | 0.999999922758228 |
167 | 5.54773453174862e-08 | 1.10954690634972e-07 | 0.999999944522655 |
168 | 3.15472885835969e-07 | 6.30945771671938e-07 | 0.999999684527114 |
169 | 1.89854972926035e-07 | 3.79709945852071e-07 | 0.999999810145027 |
170 | 1.02585933736777e-07 | 2.05171867473554e-07 | 0.999999897414066 |
171 | 1.00320827739065e-07 | 2.0064165547813e-07 | 0.999999899679172 |
172 | 8.32606871385457e-08 | 1.66521374277091e-07 | 0.999999916739313 |
173 | 4.22536223261821e-08 | 8.45072446523643e-08 | 0.999999957746378 |
174 | 3.37287017771373e-08 | 6.74574035542747e-08 | 0.999999966271298 |
175 | 2.03227114612571e-08 | 4.06454229225141e-08 | 0.999999979677288 |
176 | 1.04052790674635e-08 | 2.08105581349271e-08 | 0.999999989594721 |
177 | 6.16600264958793e-09 | 1.23320052991759e-08 | 0.999999993833997 |
178 | 3.06286934160436e-09 | 6.12573868320871e-09 | 0.999999996937131 |
179 | 2.3776191380427e-09 | 4.7552382760854e-09 | 0.999999997622381 |
180 | 4.88661388522491e-09 | 9.77322777044982e-09 | 0.999999995113386 |
181 | 2.42521036461423e-09 | 4.85042072922845e-09 | 0.99999999757479 |
182 | 1.48957736647067e-09 | 2.97915473294134e-09 | 0.999999998510423 |
183 | 3.95326362566999e-09 | 7.90652725133998e-09 | 0.999999996046736 |
184 | 1.75310437019447e-09 | 3.50620874038894e-09 | 0.999999998246896 |
185 | 1.0094717282052e-09 | 2.01894345641041e-09 | 0.999999998990528 |
186 | 4.52003675428922e-10 | 9.04007350857844e-10 | 0.999999999547996 |
187 | 2.80183670267559e-10 | 5.60367340535119e-10 | 0.999999999719816 |
188 | 1.10004895912514e-10 | 2.20009791825027e-10 | 0.999999999889995 |
189 | 7.73248125110819e-11 | 1.54649625022164e-10 | 0.999999999922675 |
190 | 7.33820073233736e-11 | 1.46764014646747e-10 | 0.999999999926618 |
191 | 1.06474955716421e-10 | 2.12949911432842e-10 | 0.999999999893525 |
192 | 5.08112691673213e-09 | 1.01622538334643e-08 | 0.999999994918873 |
193 | 1.05191026896104e-08 | 2.10382053792208e-08 | 0.999999989480897 |
194 | 4.2729676938315e-08 | 8.54593538766301e-08 | 0.999999957270323 |
195 | 1.83673163843154e-08 | 3.67346327686308e-08 | 0.999999981632684 |
196 | 7.65243252906731e-09 | 1.53048650581346e-08 | 0.999999992347567 |
197 | 4.4830214666955e-09 | 8.966042933391e-09 | 0.999999995516978 |
198 | 2.44618365063102e-09 | 4.89236730126205e-09 | 0.999999997553816 |
199 | 4.7468259878144e-09 | 9.4936519756288e-09 | 0.999999995253174 |
200 | 2.62468233987028e-09 | 5.24936467974056e-09 | 0.999999997375318 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 173 | 0.966480446927374 | NOK |
5% type I error level | 175 | 0.977653631284916 | NOK |
10% type I error level | 177 | 0.988826815642458 | NOK |