Multiple Linear Regression - Estimated Regression Equation |
Unemployment[t] = + 536.784761904762 -2.9583528138528M1[t] -10.6658571428571M2[t] -21.7180952380952M3[t] -29.4058571428571M4[t] -39.8908571428572M5[t] -39.0244285714286M6[t] + 13.6191904761905M7[t] + 29.9682380952381M8[t] + 21.7849047619048M9[t] + 8.81780952380953M10[t] -4.29938095238096M11[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) | 536.784761904762 | 12.643547 | 42.4552 | 0 | 0 |
M1 | -2.9583528138528 | 17.676319 | -0.1674 | 0.867225 | 0.433613 |
M2 | -10.6658571428571 | 17.880676 | -0.5965 | 0.5514 | 0.2757 |
M3 | -21.7180952380952 | 17.880676 | -1.2146 | 0.225703 | 0.112851 |
M4 | -29.4058571428571 | 17.880676 | -1.6446 | 0.101364 | 0.050682 |
M5 | -39.8908571428572 | 17.880676 | -2.2309 | 0.026605 | 0.013303 |
M6 | -39.0244285714286 | 17.880676 | -2.1825 | 0.030039 | 0.01502 |
M7 | 13.6191904761905 | 17.880676 | 0.7617 | 0.447001 | 0.223501 |
M8 | 29.9682380952381 | 17.880676 | 1.676 | 0.095033 | 0.047516 |
M9 | 21.7849047619048 | 17.880676 | 1.2183 | 0.224283 | 0.112141 |
M10 | 8.81780952380953 | 17.880676 | 0.4931 | 0.622357 | 0.311179 |
M11 | -4.29938095238096 | 17.880676 | -0.2404 | 0.810187 | 0.405094 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.361035586213063 |
R-squared | 0.13034669451221 |
Adjusted R-squared | 0.0906529751745929 |
F-TEST (value) | 3.28381156231643 |
F-TEST (DF numerator) | 11 |
F-TEST (DF denominator) | 241 |
p-value | 0.000325875744467963 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 57.9400121559994 |
Sum Squared Residuals | 809047.847081604 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 413.491 | 533.826409090909 | -120.335409090909 |
2 | 399.153 | 526.118904761905 | -126.965904761905 |
3 | 385.939 | 515.066666666667 | -129.127666666667 |
4 | 373.917 | 507.378904761905 | -133.461904761905 |
5 | 364.635 | 496.893904761905 | -132.258904761905 |
6 | 364.696 | 497.760333333333 | -133.064333333333 |
7 | 418.358 | 550.403952380952 | -132.045952380952 |
8 | 428.212 | 566.753 | -138.541 |
9 | 423.73 | 558.569666666667 | -134.839666666667 |
10 | 420.677 | 545.602571428571 | -124.925571428571 |
11 | 417.428 | 532.485380952381 | -115.057380952381 |
12 | 423.245 | 536.784761904762 | -113.539761904762 |
13 | 423.113 | 533.826409090909 | -110.713409090909 |
14 | 418.873 | 526.118904761905 | -107.245904761905 |
15 | 405.733 | 515.066666666667 | -109.333666666667 |
16 | 397.812 | 507.378904761905 | -109.566904761905 |
17 | 389.918 | 496.893904761905 | -106.975904761905 |
18 | 391.116 | 497.760333333333 | -106.644333333333 |
19 | 443.814 | 550.403952380952 | -106.589952380952 |
20 | 460.373 | 566.753 | -106.38 |
21 | 455.422 | 558.569666666667 | -103.147666666667 |
22 | 456.288 | 545.602571428571 | -89.3145714285714 |
23 | 452.233 | 532.485380952381 | -80.2523809523809 |
24 | 459.256 | 536.784761904762 | -77.5287619047619 |
25 | 461.146 | 533.826409090909 | -72.680409090909 |
26 | 451.391 | 526.118904761905 | -74.7279047619047 |
27 | 443.101 | 515.066666666667 | -71.9656666666667 |
28 | 438.81 | 507.378904761905 | -68.5689047619048 |
29 | 430.457 | 496.893904761905 | -66.4369047619048 |
30 | 435.721 | 497.760333333333 | -62.0393333333333 |
31 | 488.28 | 550.403952380952 | -62.1239523809524 |
32 | 505.814 | 566.753 | -60.939 |
33 | 502.338 | 558.569666666667 | -56.2316666666667 |
34 | 500.91 | 545.602571428571 | -44.6925714285714 |
35 | 501.434 | 532.485380952381 | -31.0513809523809 |
36 | 515.476 | 536.784761904762 | -21.3087619047619 |
37 | 520.862 | 533.826409090909 | -12.9644090909091 |
38 | 519.517 | 526.118904761905 | -6.60190476190472 |
39 | 511.805 | 515.066666666667 | -3.26166666666667 |
40 | 508.607 | 507.378904761905 | 1.22809523809526 |
41 | 505.327 | 496.893904761905 | 8.43309523809523 |
42 | 511.435 | 497.760333333333 | 13.6746666666667 |
43 | 570.158 | 550.403952380952 | 19.7540476190476 |
44 | 591.665 | 566.753 | 24.912 |
45 | 593.572 | 558.569666666667 | 35.0023333333333 |
46 | 586.346 | 545.602571428571 | 40.7434285714286 |
47 | 586.063 | 532.485380952381 | 53.5776190476191 |
48 | 591.504 | 536.784761904762 | 54.7192380952381 |
49 | 594.033 | 533.826409090909 | 60.2065909090909 |
50 | 585.597 | 526.118904761905 | 59.4780952380952 |
51 | 572.45 | 515.066666666667 | 57.3833333333334 |
52 | 562.917 | 507.378904761905 | 55.5380952380953 |
53 | 554.675 | 496.893904761905 | 57.7810952380952 |
54 | 553.997 | 497.760333333333 | 56.2366666666666 |
55 | 601.31 | 550.403952380952 | 50.9060476190476 |
56 | 622.255 | 566.753 | 55.502 |
57 | 616.735 | 558.569666666667 | 58.1653333333333 |
58 | 606.48 | 545.602571428571 | 60.8774285714286 |
59 | 595.079 | 532.485380952381 | 62.593619047619 |
60 | 598.588 | 536.784761904762 | 61.8032380952381 |
61 | 599.917 | 533.826409090909 | 66.0905909090909 |
62 | 591.573 | 526.118904761905 | 65.4540952380952 |
63 | 575.489 | 515.066666666667 | 60.4223333333334 |
64 | 567.223 | 507.378904761905 | 59.8440952380952 |
65 | 555.338 | 496.893904761905 | 58.4440952380952 |
66 | 555.252 | 497.760333333333 | 57.4916666666666 |
67 | 608.249 | 550.403952380952 | 57.8450476190477 |
68 | 630.859 | 566.753 | 64.106 |
69 | 628.632 | 558.569666666667 | 70.0623333333333 |
70 | 624.435 | 545.602571428571 | 78.8324285714285 |
71 | 609.67 | 532.485380952381 | 77.184619047619 |
72 | 615.83 | 536.784761904762 | 79.0452380952382 |
73 | 621.17 | 533.826409090909 | 87.3435909090909 |
74 | 604.212 | 526.118904761905 | 78.0930952380952 |
75 | 584.348 | 515.066666666667 | 69.2813333333333 |
76 | 573.717 | 507.378904761905 | 66.3380952380952 |
77 | 555.234 | 496.893904761905 | 58.3400952380953 |
78 | 544.897 | 497.760333333333 | 47.1366666666667 |
79 | 598.866 | 550.403952380952 | 48.4620476190476 |
80 | 620.081 | 566.753 | 53.328 |
81 | 607.699 | 558.569666666667 | 49.1293333333333 |
82 | 589.96 | 545.602571428571 | 44.3574285714286 |
83 | 578.665 | 532.485380952381 | 46.179619047619 |
84 | 580.166 | 536.784761904762 | 43.3812380952382 |
85 | 579.457 | 533.826409090909 | 45.6305909090909 |
86 | 571.56 | 526.118904761905 | 45.4410952380952 |
87 | 560.46 | 515.066666666667 | 45.3933333333334 |
88 | 551.397 | 507.378904761905 | 44.0180952380953 |
89 | 536.763 | 496.893904761905 | 39.8690952380953 |
90 | 540.562 | 497.760333333333 | 42.8016666666667 |
91 | 588.184 | 550.403952380952 | 37.7800476190476 |
92 | 607.049 | 566.753 | 40.296 |
93 | 598.968 | 558.569666666667 | 40.3983333333333 |
94 | 577.644 | 545.602571428571 | 32.0414285714286 |
95 | 562.64 | 532.485380952381 | 30.154619047619 |
96 | 565.867 | 536.784761904762 | 29.0822380952381 |
97 | 561.274 | 533.826409090909 | 27.4475909090909 |
98 | 554.144 | 526.118904761905 | 28.0250952380952 |
99 | 539.9 | 515.066666666667 | 24.8333333333333 |
100 | 526.271 | 507.378904761905 | 18.8920952380952 |
101 | 511.841 | 496.893904761905 | 14.9470952380952 |
102 | 505.282 | 497.760333333333 | 7.52166666666664 |
103 | 554.083 | 550.403952380952 | 3.67904761904759 |
104 | 584.225 | 566.753 | 17.472 |
105 | 568.858 | 558.569666666667 | 10.2883333333333 |
106 | 539.516 | 545.602571428571 | -6.08657142857146 |
107 | 521.612 | 532.485380952381 | -10.873380952381 |
108 | 525.562 | 536.784761904762 | -11.2227619047619 |
109 | 526.519 | 533.826409090909 | -7.3074090909091 |
110 | 515.713 | 526.118904761905 | -10.4059047619048 |
111 | 503.454 | 515.066666666667 | -11.6126666666667 |
112 | 489.301 | 507.378904761905 | -18.0779047619048 |
113 | 479.02 | 496.893904761905 | -17.8739047619048 |
114 | 475.102 | 497.760333333333 | -22.6583333333334 |
115 | 523.682 | 550.403952380952 | -26.7219523809524 |
116 | 551.528 | 566.753 | -15.225 |
117 | 531.626 | 558.569666666667 | -26.9436666666667 |
118 | 511.037 | 545.602571428571 | -34.5655714285714 |
119 | 492.417 | 532.485380952381 | -40.068380952381 |
120 | 492.188 | 536.784761904762 | -44.5967619047619 |
121 | 492.865 | 533.826409090909 | -40.9614090909091 |
122 | 480.961 | 526.118904761905 | -45.1579047619047 |
123 | 461.935 | 515.066666666667 | -53.1316666666667 |
124 | 456.608 | 507.378904761905 | -50.7709047619048 |
125 | 441.977 | 496.893904761905 | -54.9169047619048 |
126 | 439.148 | 497.760333333333 | -58.6123333333333 |
127 | 488.18 | 550.403952380952 | -62.2239523809524 |
128 | 520.564 | 566.753 | -46.189 |
129 | 501.492 | 558.569666666667 | -57.0776666666667 |
130 | 485.025 | 545.602571428571 | -60.5775714285714 |
131 | 464.196 | 532.485380952381 | -68.2893809523809 |
132 | 460.17 | 536.784761904762 | -76.6147619047619 |
133 | 467.037 | 533.826409090909 | -66.7894090909091 |
134 | 460.07 | 526.118904761905 | -66.0489047619048 |
135 | 447.988 | 515.066666666667 | -67.0786666666667 |
136 | 442.867 | 507.378904761905 | -64.5119047619047 |
137 | 436.087 | 496.893904761905 | -60.8069047619048 |
138 | 431.328 | 497.760333333333 | -66.4323333333333 |
139 | 484.015 | 550.403952380952 | -66.3889523809524 |
140 | 509.673 | 566.753 | -57.08 |
141 | 512.927 | 558.569666666667 | -45.6426666666666 |
142 | 502.831 | 545.602571428571 | -42.7715714285714 |
143 | 470.984 | 532.485380952381 | -61.501380952381 |
144 | 471.067 | 536.784761904762 | -65.7177619047619 |
145 | 476.049 | 533.826409090909 | -57.7774090909091 |
146 | 474.605 | 526.118904761905 | -51.5139047619047 |
147 | 470.439 | 515.066666666667 | -44.6276666666666 |
148 | 461.251 | 507.378904761905 | -46.1279047619048 |
149 | 454.724 | 496.893904761905 | -42.1699047619048 |
150 | 455.626 | 497.760333333333 | -42.1343333333334 |
151 | 516.847 | 550.403952380952 | -33.5569523809524 |
152 | 525.192 | 566.753 | -41.561 |
153 | 522.975 | 558.569666666667 | -35.5946666666667 |
154 | 518.585 | 545.602571428571 | -27.0175714285714 |
155 | 509.239 | 532.485380952381 | -23.246380952381 |
156 | 512.238 | 536.784761904762 | -24.5467619047618 |
157 | 519.164 | 533.826409090909 | -14.6624090909091 |
158 | 517.009 | 526.118904761905 | -9.10990476190476 |
159 | 509.933 | 515.066666666667 | -5.13366666666668 |
160 | 509.127 | 507.378904761905 | 1.74809523809524 |
161 | 500.857 | 496.893904761905 | 3.96309523809527 |
162 | 506.971 | 497.760333333333 | 9.21066666666667 |
163 | 569.323 | 550.403952380952 | 18.9190476190476 |
164 | 579.714 | 566.753 | 12.961 |
165 | 577.992 | 558.569666666667 | 19.4223333333333 |
166 | 565.464 | 545.602571428571 | 19.8614285714286 |
167 | 547.344 | 532.485380952381 | 14.8586190476191 |
168 | 554.788 | 536.784761904762 | 18.0032380952381 |
169 | 562.325 | 533.826409090909 | 28.4985909090909 |
170 | 560.854 | 526.118904761905 | 34.7350952380953 |
171 | 555.332 | 515.066666666667 | 40.2653333333333 |
172 | 543.599 | 507.378904761905 | 36.2200952380953 |
173 | 536.662 | 496.893904761905 | 39.7680952380953 |
174 | 542.722 | 497.760333333333 | 44.9616666666666 |
175 | 593.53 | 550.403952380952 | 43.1260476190476 |
176 | 610.763 | 566.753 | 44.01 |
177 | 612.613 | 558.569666666667 | 54.0433333333334 |
178 | 611.324 | 545.602571428571 | 65.7214285714285 |
179 | 594.167 | 532.485380952381 | 61.6816190476191 |
180 | 595.454 | 536.784761904762 | 58.6692380952381 |
181 | 590.865 | 533.826409090909 | 57.0385909090909 |
182 | 589.379 | 526.118904761905 | 63.2600952380952 |
183 | 584.428 | 515.066666666667 | 69.3613333333333 |
184 | 573.1 | 507.378904761905 | 65.7210952380953 |
185 | 567.456 | 496.893904761905 | 70.5620952380953 |
186 | 569.028 | 497.760333333333 | 71.2676666666667 |
187 | 620.735 | 550.403952380952 | 70.3310476190477 |
188 | 628.884 | 566.753 | 62.131 |
189 | 628.232 | 558.569666666667 | 69.6623333333333 |
190 | 612.117 | 545.602571428571 | 66.5144285714285 |
191 | 595.404 | 532.485380952381 | 62.9186190476191 |
192 | 597.141 | 536.784761904762 | 60.3562380952381 |
193 | 593.408 | 533.826409090909 | 59.5815909090909 |
194 | 590.072 | 526.118904761905 | 63.9530952380952 |
195 | 579.799 | 515.066666666667 | 64.7323333333333 |
196 | 574.205 | 507.378904761905 | 66.8260952380953 |
197 | 572.775 | 496.893904761905 | 75.8810952380952 |
198 | 572.942 | 497.760333333333 | 75.1816666666667 |
199 | 619.567 | 550.403952380952 | 69.1630476190476 |
200 | 625.809 | 566.753 | 59.056 |
201 | 619.916 | 558.569666666667 | 61.3463333333334 |
202 | 587.625 | 545.602571428571 | 42.0224285714286 |
203 | 565.742 | 532.485380952381 | 33.256619047619 |
204 | 557.274 | 536.784761904762 | 20.4892380952381 |
205 | 560.576 | 533.826409090909 | 26.7495909090909 |
206 | 548.854 | 526.118904761905 | 22.7350952380953 |
207 | 531.673 | 515.066666666667 | 16.6063333333333 |
208 | 525.919 | 507.378904761905 | 18.5400952380952 |
209 | 511.038 | 496.893904761905 | 14.1440952380953 |
210 | 498.662 | 497.760333333333 | 0.901666666666646 |
211 | 555.362 | 550.403952380952 | 4.95804761904758 |
212 | 564.591 | 566.753 | -2.162 |
213 | 541.657 | 558.569666666667 | -16.9126666666666 |
214 | 527.07 | 545.602571428571 | -18.5325714285714 |
215 | 509.846 | 532.485380952381 | -22.6393809523809 |
216 | 514.258 | 536.784761904762 | -22.5267619047619 |
217 | 516.922 | 533.826409090909 | -16.9044090909091 |
218 | 507.561 | 526.118904761905 | -18.5579047619048 |
219 | 492.622 | 515.066666666667 | -22.4446666666667 |
220 | 490.243 | 507.378904761905 | -17.1359047619048 |
221 | 469.357 | 496.893904761905 | -27.5369047619047 |
222 | 477.58 | 497.760333333333 | -20.1803333333333 |
223 | 528.379 | 550.403952380952 | -22.0249523809524 |
224 | 533.59 | 566.753 | -33.163 |
225 | 517.945 | 558.569666666667 | -40.6246666666666 |
226 | 506.174 | 545.602571428571 | -39.4285714285715 |
227 | 501.866 | 532.485380952381 | -30.619380952381 |
228 | 516.141 | 536.784761904762 | -20.6437619047619 |
229 | 528.222 | 533.826409090909 | -5.60440909090913 |
230 | 532.638 | 526.118904761905 | 6.51909523809526 |
231 | 536.322 | 515.066666666667 | 21.2553333333333 |
232 | 536.535 | 507.378904761905 | 29.1560952380952 |
233 | 523.597 | 496.893904761905 | 26.7030952380952 |
234 | 536.214 | 497.760333333333 | 38.4536666666667 |
235 | 586.57 | 550.403952380952 | 36.1660476190477 |
236 | 596.594 | 566.753 | 29.841 |
237 | 580.523 | 558.569666666667 | 21.9533333333334 |
238 | 564.478 | 545.602571428571 | 18.8754285714285 |
239 | 557.56 | 532.485380952381 | 25.074619047619 |
240 | 575.093 | 536.784761904762 | 38.3082380952381 |
241 | 580.112 | 533.826409090909 | 46.2855909090909 |
242 | 574.761 | 526.118904761905 | 48.6420952380952 |
243 | 563.25 | 515.066666666667 | 48.1833333333333 |
244 | 551.531 | 507.378904761905 | 44.1520952380952 |
245 | 537.034 | 496.893904761905 | 40.1400952380952 |
246 | 544.686 | 497.760333333333 | 46.9256666666667 |
247 | 600.991 | 550.403952380952 | 50.5870476190476 |
248 | 604.378 | 566.753 | 37.625 |
249 | 586.111 | 558.569666666667 | 27.5413333333333 |
250 | 563.668 | 545.602571428571 | 18.0654285714286 |
251 | 548.604 | 532.485380952381 | 16.1186190476191 |
252 | 551.174 | 536.784761904762 | 14.3892380952381 |
253 | 555.654 | 533.826409090909 | 21.8275909090909 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
15 | 0.0186912781210326 | 0.0373825562420651 | 0.981308721878967 |
16 | 0.0100930669675354 | 0.0201861339350708 | 0.989906933032465 |
17 | 0.00586175026364167 | 0.0117235005272833 | 0.994138249736358 |
18 | 0.00363150102196417 | 0.00726300204392835 | 0.996368498978036 |
19 | 0.00216862680474671 | 0.00433725360949341 | 0.997831373195253 |
20 | 0.00183820992101833 | 0.00367641984203666 | 0.998161790078982 |
21 | 0.00148317118139432 | 0.00296634236278864 | 0.998516828818606 |
22 | 0.00138392991526699 | 0.00276785983053399 | 0.998616070084733 |
23 | 0.00119773084559127 | 0.00239546169118254 | 0.998802269154409 |
24 | 0.00107185092095889 | 0.00214370184191778 | 0.998928149079041 |
25 | 0.00165353485493625 | 0.00330706970987251 | 0.998346465145064 |
26 | 0.00225204059757235 | 0.00450408119514469 | 0.997747959402428 |
27 | 0.00348740787555252 | 0.00697481575110505 | 0.996512592124447 |
28 | 0.00608625582471256 | 0.0121725116494251 | 0.993913744175287 |
29 | 0.00952954767314268 | 0.0190590953462854 | 0.990470452326857 |
30 | 0.0156812161090916 | 0.0313624322181832 | 0.984318783890908 |
31 | 0.0232406107140153 | 0.0464812214280305 | 0.976759389285985 |
32 | 0.0357835151801925 | 0.0715670303603849 | 0.964216484819807 |
33 | 0.052196301550693 | 0.104392603101386 | 0.947803698449307 |
34 | 0.0698384806847488 | 0.139676961369498 | 0.930161519315251 |
35 | 0.0939152489991504 | 0.187830497998301 | 0.90608475100085 |
36 | 0.133387835273178 | 0.266775670546356 | 0.866612164726822 |
37 | 0.229397014754134 | 0.458794029508267 | 0.770602985245866 |
38 | 0.367686265874471 | 0.735372531748943 | 0.632313734125529 |
39 | 0.519202323460899 | 0.961595353078201 | 0.480797676539101 |
40 | 0.666455956283701 | 0.667088087432599 | 0.333544043716299 |
41 | 0.791244421780866 | 0.417511156438269 | 0.208755578219134 |
42 | 0.880866257247118 | 0.238267485505764 | 0.119133742752882 |
43 | 0.939728366107338 | 0.120543267785324 | 0.0602716338926622 |
44 | 0.973672718928468 | 0.0526545621430633 | 0.0263272810715316 |
45 | 0.990097955831916 | 0.0198040883361687 | 0.00990204416808433 |
46 | 0.995920178749581 | 0.00815964250083703 | 0.00407982125041851 |
47 | 0.998446157167485 | 0.00310768566502973 | 0.00155384283251487 |
48 | 0.999370605390505 | 0.00125878921898965 | 0.000629394609494826 |
49 | 0.999827145207749 | 0.000345709584501446 | 0.000172854792250723 |
50 | 0.999950734713619 | 9.8530572762183e-05 | 4.92652863810915e-05 |
51 | 0.999984724939538 | 3.0550120923235e-05 | 1.52750604616175e-05 |
52 | 0.999994816862564 | 1.03662748722116e-05 | 5.18313743610581e-06 |
53 | 0.999998184164996 | 3.63167000740144e-06 | 1.81583500370072e-06 |
54 | 0.999999287927073 | 1.42414585365307e-06 | 7.12072926826534e-07 |
55 | 0.999999660312708 | 6.79374584913484e-07 | 3.39687292456742e-07 |
56 | 0.999999852575921 | 2.94848157186209e-07 | 1.47424078593104e-07 |
57 | 0.999999932547779 | 1.34904441708839e-07 | 6.74522208544197e-08 |
58 | 0.999999965065514 | 6.9868972625107e-08 | 3.49344863125535e-08 |
59 | 0.999999979116767 | 4.17664670563985e-08 | 2.08832335281993e-08 |
60 | 0.999999986471679 | 2.70566412542848e-08 | 1.35283206271424e-08 |
61 | 0.999999993472353 | 1.3055294241271e-08 | 6.52764712063552e-09 |
62 | 0.999999996719046 | 6.56190844478522e-09 | 3.28095422239261e-09 |
63 | 0.999999998087794 | 3.82441273245316e-09 | 1.91220636622658e-09 |
64 | 0.999999998847769 | 2.30446261382766e-09 | 1.15223130691383e-09 |
65 | 0.999999999239472 | 1.52105521275663e-09 | 7.60527606378317e-10 |
66 | 0.999999999469782 | 1.06043641391151e-09 | 5.30218206955754e-10 |
67 | 0.999999999627961 | 7.44078788832214e-10 | 3.72039394416107e-10 |
68 | 0.999999999772171 | 4.55657529815399e-10 | 2.278287649077e-10 |
69 | 0.999999999872902 | 2.54196748552379e-10 | 1.27098374276189e-10 |
70 | 0.999999999939284 | 1.21432208722597e-10 | 6.07161043612984e-11 |
71 | 0.999999999966617 | 6.67664388007879e-11 | 3.3383219400394e-11 |
72 | 0.99999999998236 | 3.52792685793966e-11 | 1.76396342896983e-11 |
73 | 0.999999999993762 | 1.2475749438302e-11 | 6.23787471915102e-12 |
74 | 0.999999999996964 | 6.07174739055275e-12 | 3.03587369527638e-12 |
75 | 0.999999999998076 | 3.84864896430795e-12 | 1.92432448215397e-12 |
76 | 0.999999999998666 | 2.66726148073031e-12 | 1.33363074036515e-12 |
77 | 0.999999999998833 | 2.33340278743117e-12 | 1.16670139371558e-12 |
78 | 0.999999999998675 | 2.65008120028843e-12 | 1.32504060014421e-12 |
79 | 0.999999999998529 | 2.94185533445236e-12 | 1.47092766722618e-12 |
80 | 0.999999999998508 | 2.98365759143356e-12 | 1.49182879571678e-12 |
81 | 0.999999999998296 | 3.40815330718247e-12 | 1.70407665359123e-12 |
82 | 0.99999999999779 | 4.42086152331874e-12 | 2.21043076165937e-12 |
83 | 0.99999999999718 | 5.63981395692573e-12 | 2.81990697846286e-12 |
84 | 0.999999999996213 | 7.5740842537072e-12 | 3.7870421268536e-12 |
85 | 0.999999999995237 | 9.52578635920527e-12 | 4.76289317960263e-12 |
86 | 0.999999999993995 | 1.20101140975442e-11 | 6.00505704877208e-12 |
87 | 0.999999999992475 | 1.50493964979087e-11 | 7.52469824895434e-12 |
88 | 0.999999999990357 | 1.928554349652e-11 | 9.64277174826002e-12 |
89 | 0.999999999986756 | 2.64884179090747e-11 | 1.32442089545374e-11 |
90 | 0.999999999982712 | 3.4576444690354e-11 | 1.7288222345177e-11 |
91 | 0.999999999975606 | 4.87876276498754e-11 | 2.43938138249377e-11 |
92 | 0.999999999966748 | 6.65048692734637e-11 | 3.32524346367319e-11 |
93 | 0.999999999954539 | 9.092112410483e-11 | 4.5460562052415e-11 |
94 | 0.999999999930057 | 1.39886720592933e-10 | 6.99433602964667e-11 |
95 | 0.99999999989073 | 2.18540784797887e-10 | 1.09270392398943e-10 |
96 | 0.99999999982851 | 3.42979412878708e-10 | 1.71489706439354e-10 |
97 | 0.999999999726397 | 5.47206244554731e-10 | 2.73603122277365e-10 |
98 | 0.999999999567915 | 8.641700235233e-10 | 4.3208501176165e-10 |
99 | 0.999999999301706 | 1.39658856981401e-09 | 6.98294284907003e-10 |
100 | 0.999999998828063 | 2.3438731441193e-09 | 1.17193657205965e-09 |
101 | 0.999999998003233 | 3.99353383952212e-09 | 1.99676691976106e-09 |
102 | 0.999999996537051 | 6.92589891328083e-09 | 3.46294945664042e-09 |
103 | 0.999999994013832 | 1.19723363877599e-08 | 5.98616819387995e-09 |
104 | 0.999999990149411 | 1.97011784558309e-08 | 9.85058922791544e-09 |
105 | 0.999999983358857 | 3.32822869771929e-08 | 1.66411434885965e-08 |
106 | 0.999999971798504 | 5.6402992869461e-08 | 2.82014964347305e-08 |
107 | 0.999999953242918 | 9.35141642632291e-08 | 4.67570821316146e-08 |
108 | 0.999999923272225 | 1.53455550388566e-07 | 7.67277751942828e-08 |
109 | 0.999999873865177 | 2.52269645204331e-07 | 1.26134822602165e-07 |
110 | 0.999999796699136 | 4.06601727480145e-07 | 2.03300863740073e-07 |
111 | 0.999999677577352 | 6.44845295907632e-07 | 3.22422647953816e-07 |
112 | 0.999999509868679 | 9.80262642309954e-07 | 4.90131321154977e-07 |
113 | 0.999999259400072 | 1.48119985684902e-06 | 7.40599928424511e-07 |
114 | 0.999998925703243 | 2.1485935147871e-06 | 1.07429675739355e-06 |
115 | 0.999998501900172 | 2.99619965516251e-06 | 1.49809982758126e-06 |
116 | 0.999997735348825 | 4.52930235028109e-06 | 2.26465117514055e-06 |
117 | 0.999996826062454 | 6.34787509221007e-06 | 3.17393754610504e-06 |
118 | 0.999995833704062 | 8.33259187563313e-06 | 4.16629593781656e-06 |
119 | 0.999994797897548 | 1.04042049037094e-05 | 5.20210245185468e-06 |
120 | 0.999993829729024 | 1.23405419530757e-05 | 6.17027097653784e-06 |
121 | 0.999992581655276 | 1.48366894476566e-05 | 7.41834472382829e-06 |
122 | 0.999991643651154 | 1.67126976916183e-05 | 8.35634884580916e-06 |
123 | 0.999991724645739 | 1.65507085209606e-05 | 8.27535426048031e-06 |
124 | 0.999991631012726 | 1.67379745481563e-05 | 8.36898727407814e-06 |
125 | 0.999992121716131 | 1.57565677388545e-05 | 7.87828386942727e-06 |
126 | 0.999993171274349 | 1.36574513019842e-05 | 6.82872565099212e-06 |
127 | 0.999994577352277 | 1.08452954455219e-05 | 5.42264772276097e-06 |
128 | 0.999994145038569 | 1.17099228626385e-05 | 5.85496143131926e-06 |
129 | 0.999994692434407 | 1.06151311865307e-05 | 5.30756559326533e-06 |
130 | 0.999995458138846 | 9.08372230716946e-06 | 4.54186115358473e-06 |
131 | 0.999996597242684 | 6.80551463188309e-06 | 3.40275731594154e-06 |
132 | 0.99999791549768 | 4.16900463952853e-06 | 2.08450231976426e-06 |
133 | 0.999998562967272 | 2.87406545637053e-06 | 1.43703272818526e-06 |
134 | 0.999999058227367 | 1.88354526566734e-06 | 9.41772632833672e-07 |
135 | 0.999999442151093 | 1.11569781330831e-06 | 5.57848906654154e-07 |
136 | 0.999999666174146 | 6.67651708752869e-07 | 3.33825854376435e-07 |
137 | 0.999999788452884 | 4.2309423307477e-07 | 2.11547116537385e-07 |
138 | 0.999999894630727 | 2.10738546198207e-07 | 1.05369273099104e-07 |
139 | 0.999999951925506 | 9.61489888347252e-08 | 4.80744944173626e-08 |
140 | 0.999999967696072 | 6.46078568384443e-08 | 3.23039284192221e-08 |
141 | 0.999999971219481 | 5.75610376845784e-08 | 2.87805188422892e-08 |
142 | 0.999999972166608 | 5.56667844430844e-08 | 2.78333922215422e-08 |
143 | 0.999999983247199 | 3.35056019991289e-08 | 1.67528009995645e-08 |
144 | 0.99999999159423 | 1.68115399696509e-08 | 8.40576998482543e-09 |
145 | 0.999999995589842 | 8.82031509669123e-09 | 4.41015754834561e-09 |
146 | 0.999999997539018 | 4.92196322812485e-09 | 2.46098161406243e-09 |
147 | 0.999999998465463 | 3.06907416578395e-09 | 1.53453708289197e-09 |
148 | 0.999999999161673 | 1.67665378254378e-09 | 8.3832689127189e-10 |
149 | 0.999999999495949 | 1.00810186598369e-09 | 5.04050932991844e-10 |
150 | 0.999999999734393 | 5.31212978578384e-10 | 2.65606489289192e-10 |
151 | 0.99999999982301 | 3.53980517453013e-10 | 1.76990258726507e-10 |
152 | 0.999999999890107 | 2.19785864302047e-10 | 1.09892932151024e-10 |
153 | 0.999999999914405 | 1.71189949543483e-10 | 8.55949747717416e-11 |
154 | 0.999999999908526 | 1.82949071623446e-10 | 9.14745358117228e-11 |
155 | 0.999999999889294 | 2.214120698822e-10 | 1.107060349411e-10 |
156 | 0.999999999873079 | 2.53841697770291e-10 | 1.26920848885146e-10 |
157 | 0.999999999841681 | 3.16637387804734e-10 | 1.58318693902367e-10 |
158 | 0.999999999797412 | 4.051768156872e-10 | 2.025884078436e-10 |
159 | 0.999999999734104 | 5.31790960433767e-10 | 2.65895480216884e-10 |
160 | 0.999999999613578 | 7.72843947755733e-10 | 3.86421973877867e-10 |
161 | 0.999999999415887 | 1.16822673016836e-09 | 5.84113365084181e-10 |
162 | 0.999999999096488 | 1.80702446151999e-09 | 9.03512230759996e-10 |
163 | 0.999999998471178 | 3.05764471240583e-09 | 1.52882235620292e-09 |
164 | 0.999999997311009 | 5.37798150290039e-09 | 2.68899075145019e-09 |
165 | 0.999999995126774 | 9.74645147108146e-09 | 4.87322573554073e-09 |
166 | 0.999999991139367 | 1.77212656275349e-08 | 8.86063281376746e-09 |
167 | 0.999999983930422 | 3.21391569550975e-08 | 1.60695784775488e-08 |
168 | 0.999999971140311 | 5.7719378499949e-08 | 2.88596892499745e-08 |
169 | 0.999999950212216 | 9.9575568143676e-08 | 4.9787784071838e-08 |
170 | 0.999999916625998 | 1.66748004334402e-07 | 8.3374002167201e-08 |
171 | 0.999999865597045 | 2.68805910632722e-07 | 1.34402955316361e-07 |
172 | 0.999999779136299 | 4.41727402066491e-07 | 2.20863701033245e-07 |
173 | 0.999999645940621 | 7.08118759051714e-07 | 3.54059379525857e-07 |
174 | 0.999999453711992 | 1.0925760156786e-06 | 5.46288007839302e-07 |
175 | 0.999999149194209 | 1.7016115813049e-06 | 8.50805790652452e-07 |
176 | 0.999998735292924 | 2.52941415239203e-06 | 1.26470707619601e-06 |
177 | 0.999998436572169 | 3.12685566235565e-06 | 1.56342783117783e-06 |
178 | 0.999998610616903 | 2.77876619382815e-06 | 1.38938309691408e-06 |
179 | 0.999998654585218 | 2.69082956391657e-06 | 1.34541478195829e-06 |
180 | 0.999998580165701 | 2.83966859758987e-06 | 1.41983429879494e-06 |
181 | 0.999998280965292 | 3.43806941668379e-06 | 1.71903470834189e-06 |
182 | 0.999998050101713 | 3.8997965732198e-06 | 1.9498982866099e-06 |
183 | 0.99999801439644 | 3.97120712035524e-06 | 1.98560356017762e-06 |
184 | 0.999997724146103 | 4.5517077936528e-06 | 2.2758538968264e-06 |
185 | 0.999997719319072 | 4.56136185552817e-06 | 2.28068092776409e-06 |
186 | 0.999997651451307 | 4.69709738574059e-06 | 2.34854869287029e-06 |
187 | 0.999997541434067 | 4.9171318666491e-06 | 2.45856593332455e-06 |
188 | 0.999997368815117 | 5.2623697653514e-06 | 2.6311848826757e-06 |
189 | 0.999998019983065 | 3.96003386999124e-06 | 1.98001693499562e-06 |
190 | 0.999998638365945 | 2.72326810994215e-06 | 1.36163405497107e-06 |
191 | 0.999998975430856 | 2.04913828752873e-06 | 1.02456914376437e-06 |
192 | 0.999999141422617 | 1.71715476682989e-06 | 8.58577383414943e-07 |
193 | 0.999999105868322 | 1.78826335596105e-06 | 8.94131677980526e-07 |
194 | 0.999999144915276 | 1.71016944795964e-06 | 8.5508472397982e-07 |
195 | 0.999999182577362 | 1.63484527510407e-06 | 8.17422637552034e-07 |
196 | 0.999999215270543 | 1.56945891323212e-06 | 7.84729456616062e-07 |
197 | 0.999999527059688 | 9.45880624034991e-07 | 4.72940312017495e-07 |
198 | 0.999999687287228 | 6.25425544058753e-07 | 3.12712772029376e-07 |
199 | 0.999999742043841 | 5.15912318355691e-07 | 2.57956159177846e-07 |
200 | 0.99999977785737 | 4.44285260747152e-07 | 2.22142630373576e-07 |
201 | 0.999999883847753 | 2.32304494156805e-07 | 1.16152247078402e-07 |
202 | 0.999999887807316 | 2.24385368273228e-07 | 1.12192684136614e-07 |
203 | 0.99999984842417 | 3.0315166070596e-07 | 1.5157583035298e-07 |
204 | 0.999999704394183 | 5.91211634056338e-07 | 2.95605817028169e-07 |
205 | 0.999999414094153 | 1.1718116940029e-06 | 5.85905847001451e-07 |
206 | 0.999998792220082 | 2.41555983598797e-06 | 1.20777991799398e-06 |
207 | 0.999997447458244 | 5.10508351099395e-06 | 2.55254175549697e-06 |
208 | 0.999994697606959 | 1.06047860816024e-05 | 5.30239304080119e-06 |
209 | 0.999989128056267 | 2.17438874666006e-05 | 1.08719437333003e-05 |
210 | 0.999980417144477 | 3.91657110465769e-05 | 1.95828555232884e-05 |
211 | 0.99996358937976 | 7.28212404806251e-05 | 3.64106202403126e-05 |
212 | 0.999931474906521 | 0.000137050186957183 | 6.85250934785915e-05 |
213 | 0.999879624266844 | 0.000240751466311205 | 0.000120375733155602 |
214 | 0.999786914065006 | 0.000426171869988665 | 0.000213085934994332 |
215 | 0.999658002419726 | 0.000683995160548325 | 0.000341997580274162 |
216 | 0.999502910537257 | 0.000994178925486129 | 0.000497089462743064 |
217 | 0.999327164373817 | 0.00134567125236554 | 0.000672835626182771 |
218 | 0.999181950564222 | 0.00163609887155644 | 0.000818049435778222 |
219 | 0.999219265595644 | 0.00156146880871101 | 0.000780734404355505 |
220 | 0.999205600547308 | 0.00158879890538354 | 0.000794399452691772 |
221 | 0.99935137615049 | 0.00129724769902024 | 0.000648623849510118 |
222 | 0.999529392212681 | 0.000941215574638489 | 0.000470607787319245 |
223 | 0.999720610129886 | 0.000558779740227433 | 0.000279389870113717 |
224 | 0.999872941993301 | 0.000254116013398272 | 0.000127058006699136 |
225 | 0.999954893210611 | 9.02135787777365e-05 | 4.51067893888682e-05 |
226 | 0.999982760261044 | 3.44794779121903e-05 | 1.72397389560951e-05 |
227 | 0.999992850629448 | 1.42987411032913e-05 | 7.14937055164564e-06 |
228 | 0.999997375963064 | 5.24807387138567e-06 | 2.62403693569283e-06 |
229 | 0.999998824391641 | 2.35121671844175e-06 | 1.17560835922088e-06 |
230 | 0.999999619483018 | 7.61033964270543e-07 | 3.80516982135271e-07 |
231 | 0.999999528364097 | 9.43271806010219e-07 | 4.7163590300511e-07 |
232 | 0.999998292700608 | 3.41459878438137e-06 | 1.70729939219069e-06 |
233 | 0.99999308161598 | 1.38367680396424e-05 | 6.91838401982118e-06 |
234 | 0.999964012760951 | 7.19744780976565e-05 | 3.59872390488283e-05 |
235 | 0.999862002588355 | 0.000275994823289515 | 0.000137997411644758 |
236 | 0.999277937920912 | 0.00144412415817553 | 0.000722062079087765 |
237 | 0.996199652400249 | 0.00760069519950117 | 0.00380034759975058 |
238 | 0.98077421330882 | 0.0384515733823593 | 0.0192257866911796 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 202 | 0.901785714285714 | NOK |
5% type I error level | 211 | 0.941964285714286 | NOK |
10% type I error level | 213 | 0.950892857142857 | NOK |