Multiple Linear Regression - Estimated Regression Equation |
lfm[t] = -16.7481552009584 + 2.12778266408604hours[t] + 0.97740870425418blogs[t] + 48.9800609357086uk[t] + 1.33200224031743spr[t] -0.0174452199791463hours_blogs[t] -0.429689693224509hours_uk[t] -0.0212534366522236hours_spr[t] + 0.0454815184847064blogs_uk[t] -0.00607294105128763blogs_spr[t] -0.188076034336289uk_spr[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) | -16.7481552009584 | 8.366498 | -2.0018 | 0.046352 | 0.023176 |
hours | 2.12778266408604 | 0.283799 | 7.4975 | 0 | 0 |
blogs | 0.97740870425418 | 0.141894 | 6.8883 | 0 | 0 |
uk | 48.9800609357086 | 8.493851 | 5.7665 | 0 | 0 |
spr | 1.33200224031743 | 0.476534 | 2.7952 | 0.005577 | 0.002788 |
hours_blogs | -0.0174452199791463 | 0.002454 | -7.1082 | 0 | 0 |
hours_uk | -0.429689693224509 | 0.255939 | -1.6789 | 0.094387 | 0.047193 |
hours_spr | -0.0212534366522236 | 0.016642 | -1.2771 | 0.202704 | 0.101352 |
blogs_uk | 0.0454815184847064 | 0.22423 | 0.2028 | 0.839424 | 0.419712 |
blogs_spr | -0.00607294105128763 | 0.013208 | -0.4598 | 0.64605 | 0.323025 |
uk_spr | -0.188076034336289 | 0.626052 | -0.3004 | 0.764102 | 0.382051 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.768464601401128 |
R-squared | 0.590537843606595 |
Adjusted R-squared | 0.574667217389796 |
F-TEST (value) | 37.2094859736237 |
F-TEST (DF numerator) | 10 |
F-TEST (DF denominator) | 258 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 23.3788437917057 |
Sum Squared Residuals | 141015.14695554 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 122 | 124.8383455253 | -2.83834552530045 |
2 | 114 | 120.887647677126 | -6.887647677126 |
3 | 140 | 147.410669795888 | -7.41066979588818 |
4 | 143 | 121.4390913219 | 21.5609086780997 |
5 | 122 | 136.716397263265 | -14.7163972632652 |
6 | 127 | 135.973106587513 | -8.97310658751316 |
7 | 113 | 134.385691144526 | -21.3856911445255 |
8 | 118 | 130.925154670032 | -12.9251546700316 |
9 | 161 | 131.755206471765 | 29.2447935282351 |
10 | 134 | 130.765579595057 | 3.23442040494347 |
11 | 96 | 131.237383850366 | -35.2373838503656 |
12 | 104 | 131.17923791625 | -27.17923791625 |
13 | 135 | 129.366220645276 | 5.63377935472397 |
14 | 110 | 127.418804670096 | -17.4188046700955 |
15 | 128 | 126.422828870001 | 1.57717112999889 |
16 | 142 | 127.250726868248 | 14.7492731317525 |
17 | 117 | 125.646454489643 | -8.64645448964264 |
18 | 94 | 122.250545875567 | -28.2505458755674 |
19 | 135 | 123.15339656219 | 11.8466034378102 |
20 | 121 | 125.281508652604 | -4.28150865260396 |
21 | 103 | 122.529472807331 | -19.529472807331 |
22 | 118 | 127.787067411171 | -9.78706741117095 |
23 | 127 | 123.073964624928 | 3.92603537507181 |
24 | 116 | 126.684206320385 | -10.6842063203854 |
25 | 129 | 123.751762133233 | 5.24823786676692 |
26 | 115 | 123.249616497803 | -8.24961649780304 |
27 | 135 | 123.181409204388 | 11.818590795612 |
28 | 133 | 119.465278974879 | 13.5347210251209 |
29 | 113 | 121.305588221325 | -8.30558822132505 |
30 | 111 | 122.445711817567 | -11.4457118175666 |
31 | 92 | 121.714622443479 | -29.7146224434795 |
32 | 118 | 120.952550781532 | -2.95255078153195 |
33 | 134 | 122.165698464798 | 11.8343015352023 |
34 | 106 | 120.58069998298 | -14.5806999829804 |
35 | 137 | 119.531569618014 | 17.4684303819859 |
36 | 100 | 118.365845147874 | -18.3658451478739 |
37 | 102 | 114.449691327083 | -12.4496913270826 |
38 | 134 | 119.586533170782 | 14.4134668292178 |
39 | 130 | 115.226363651814 | 14.7736363481858 |
40 | 144 | 115.456514689594 | 28.5434853104061 |
41 | 120 | 114.39520909544 | 5.60479090455954 |
42 | 91 | 111.005501781914 | -20.0055017819143 |
43 | 100 | 111.823529359548 | -11.8235293595475 |
44 | 134 | 120.776790361271 | 13.2232096387294 |
45 | 161 | 118.078247939436 | 42.9217520605639 |
46 | 128 | 112.800931765194 | 15.1990682348061 |
47 | 124 | 118.527802919413 | 5.47219708058651 |
48 | 115 | 116.235261551963 | -1.2352615519625 |
49 | 123 | 116.752619858262 | 6.2473801417383 |
50 | 117 | 114.379164142462 | 2.62083585753837 |
51 | 111 | 115.731176187033 | -4.73117618703293 |
52 | 146 | 111.777181803559 | 34.2228181964409 |
53 | 101 | 116.993846010685 | -15.993846010685 |
54 | 131 | 117.505120980891 | 13.4948790191087 |
55 | 122 | 113.464108099177 | 8.53589190082296 |
56 | 78 | 116.97184181591 | -38.9718418159103 |
57 | 120 | 110.646248383127 | 9.35375161687267 |
58 | 115 | 115.947679151226 | -0.947679151226183 |
59 | 142 | 112.538865351301 | 29.4611346486994 |
60 | 94 | 114.053030274241 | -20.0530302742408 |
61 | 114 | 108.812112398027 | 5.18788760197259 |
62 | 108 | 106.928894996349 | 1.07110500365137 |
63 | 119 | 103.741808907635 | 15.2581910923653 |
64 | 117 | 106.845071077299 | 10.1549289227009 |
65 | 86 | 110.470923332013 | -24.4709233320128 |
66 | 138 | 110.993407698849 | 27.0065923011507 |
67 | 119 | 111.807690838161 | 7.19230916183862 |
68 | 117 | 103.755498165359 | 13.2445018346412 |
69 | 117 | 104.811614193163 | 12.1883858068374 |
70 | 76 | 105.468890352662 | -29.4688903526623 |
71 | 119 | 112.151462033615 | 6.84853796638514 |
72 | 119 | 103.75297379157 | 15.2470262084305 |
73 | 124 | 105.819303911743 | 18.1806960882571 |
74 | 116 | 97.3372410669484 | 18.6627589330516 |
75 | 118 | 102.430924211559 | 15.569075788441 |
76 | 102 | 105.818807803554 | -3.81880780355419 |
77 | 116 | 102.563432148846 | 13.4365678511536 |
78 | 103 | 113.714498835815 | -10.7144988358147 |
79 | 117 | 99.7813779359101 | 17.2186220640899 |
80 | 108 | 106.119789430212 | 1.88021056978846 |
81 | 122 | 97.207848985316 | 24.792151014684 |
82 | 90 | 103.508492346716 | -13.5084923467156 |
83 | 133 | 109.033467287966 | 23.966532712034 |
84 | 116 | 89.027554105749 | 26.9724458942509 |
85 | 110 | 98.8259627818835 | 11.1740372181165 |
86 | 90 | 92.4950325527221 | -2.49503255272208 |
87 | 74 | 95.266529541419 | -21.266529541419 |
88 | 75 | 88.0130569535342 | -13.0130569535342 |
89 | 107 | 96.420932379038 | 10.579067620962 |
90 | 90 | 105.566932354856 | -15.5669323548558 |
91 | 96 | 95.2838505788253 | 0.716149421174753 |
92 | 115 | 88.3653489763771 | 26.6346510236229 |
93 | 91 | 87.2791238330921 | 3.72087616690787 |
94 | 77 | 104.971069465181 | -27.9710694651807 |
95 | 108 | 108.064837760832 | -0.064837760832324 |
96 | 83 | 92.1023753862357 | -9.10237538623572 |
97 | 77 | 91.1195227024038 | -14.1195227024038 |
98 | 99 | 99.988804571835 | -0.98880457183501 |
99 | 115 | 91.0050363280113 | 23.9949636719887 |
100 | 99 | 92.8858848312966 | 6.1141151687034 |
101 | 106 | 87.1409168936957 | 18.8590831063043 |
102 | 77 | 83.2679218577848 | -6.26792185778482 |
103 | 115 | 81.3452289960208 | 33.6547710039792 |
104 | 67 | 78.8338248695484 | -11.8338248695484 |
105 | 8 | 74.1273159326875 | -66.1273159326875 |
106 | 69 | 83.8034081554609 | -14.8034081554609 |
107 | 88 | 83.2742140663833 | 4.72578593361671 |
108 | 107 | 71.9815733400558 | 35.0184266599442 |
109 | 120 | 78.4021913204008 | 41.5978086795992 |
110 | 3 | 53.07535790768 | -50.07535790768 |
111 | 1 | 51.4927006048578 | -50.4927006048578 |
112 | 0 | 44.4856366272215 | -44.4856366272215 |
113 | 111 | 110.966356073291 | 0.0336439267088813 |
114 | 69 | 74.0427554882401 | -5.04275548824014 |
115 | 116 | 106.133520715588 | 9.8664792844122 |
116 | 103 | 133.545640565838 | -30.5456405658383 |
117 | 139 | 108.489404692048 | 30.5105953079516 |
118 | 135 | 102.006986199151 | 32.9930138008486 |
119 | 113 | 108.061921520588 | 4.93807847941153 |
120 | 99 | 116.486826192967 | -17.4868261929673 |
121 | 76 | 105.168368167226 | -29.1683681672255 |
122 | 110 | 107.42734119669 | 2.57265880330962 |
123 | 121 | 105.08129726781 | 15.9187027321902 |
124 | 95 | 102.44642428387 | -7.44642428386954 |
125 | 66 | 103.009749480825 | -37.0097494808254 |
126 | 111 | 98.8197244670708 | 12.1802755329292 |
127 | 77 | 101.857269275986 | -24.8572692759855 |
128 | 101 | 100.164698442618 | 0.835301557381773 |
129 | 108 | 99.260473731345 | 8.73952626865497 |
130 | 135 | 97.8973369617638 | 37.1026630382362 |
131 | 70 | 98.3412120095518 | -28.3412120095518 |
132 | 124 | 95.9254888014716 | 28.0745111985284 |
133 | 92 | 96.4937418387445 | -4.49374183874445 |
134 | 104 | 97.2277317298564 | 6.77226827014359 |
135 | 113 | 95.6609795211149 | 17.3390204788851 |
136 | 95 | 96.9768117774485 | -1.97681177744849 |
137 | 89 | 93.7802133527488 | -4.78021335274883 |
138 | 83 | 92.6924338679373 | -9.69243386793731 |
139 | 96 | 90.7677559206948 | 5.23224407930519 |
140 | 95 | 101.178546088239 | -6.17854608823875 |
141 | 110 | 95.4458406872409 | 14.5541593127591 |
142 | 106 | 96.537393799435 | 9.46260620056502 |
143 | 78 | 85.179563510695 | -7.17956351069502 |
144 | 115 | 91.8600496469736 | 23.1399503530264 |
145 | 74 | 89.3692470207411 | -15.3692470207411 |
146 | 93 | 92.3619406010535 | 0.638059398946499 |
147 | 88 | 88.1913211066815 | -0.191321106681506 |
148 | 104 | 95.6069479030145 | 8.39305209698555 |
149 | 86 | 88.7043425142151 | -2.7043425142151 |
150 | 104 | 84.6974182771116 | 19.3025817228884 |
151 | 99 | 87.1409477576869 | 11.8590522423131 |
152 | 101 | 87.2625644649922 | 13.7374355350078 |
153 | 53 | 85.9768099979711 | -32.9768099979711 |
154 | 96 | 87.0678234414204 | 8.9321765585796 |
155 | 58 | 81.4072121248063 | -23.4072121248063 |
156 | 117 | 87.8202170688194 | 29.1797829311806 |
157 | 82 | 88.431590245732 | -6.43159024573202 |
158 | 57 | 90.6187541773057 | -33.6187541773057 |
159 | 71 | 83.7532638123682 | -12.7532638123682 |
160 | 105 | 87.0993704450288 | 17.9006295549712 |
161 | 60 | 88.6638737224037 | -28.6638737224037 |
162 | 77 | 84.9134852185475 | -7.91348521854753 |
163 | 73 | 72.4559534458566 | 0.544046554143391 |
164 | 78 | 76.4691923221548 | 1.53080767784523 |
165 | 81 | 90.9445935910825 | -9.94459359108251 |
166 | 101 | 76.7861065137996 | 24.2138934862004 |
167 | 118 | 83.7414745737254 | 34.2585254262747 |
168 | 59 | 80.6496089750751 | -21.6496089750751 |
169 | 101 | 79.1006945397551 | 21.8993054602449 |
170 | 22 | 86.38980340748 | -64.38980340748 |
171 | 77 | 73.143324933438 | 3.85667506656197 |
172 | 100 | 77.9648145515223 | 22.0351854484777 |
173 | 39 | 80.4050648243337 | -41.4050648243337 |
174 | 42 | 70.6007784739723 | -28.6007784739723 |
175 | 80 | 81.792641364566 | -1.79264136456598 |
176 | 48 | 71.0791094171043 | -23.0791094171043 |
177 | 131 | 86.7088037051399 | 44.2911962948601 |
178 | 46 | 80.4859128743811 | -34.4859128743811 |
179 | 89 | 73.0014798085336 | 15.9985201914663 |
180 | 51 | 64.0489016615695 | -13.0489016615695 |
181 | 108 | 83.3559155968228 | 24.6440844031772 |
182 | 86 | 77.5044348390777 | 8.49556516092232 |
183 | 105 | 81.2315252723563 | 23.7684747276437 |
184 | 85 | 82.4109556886613 | 2.58904431133871 |
185 | 103 | 75.2065902492745 | 27.7934097507255 |
186 | 83 | 78.5032005756679 | 4.49679942433205 |
187 | 77 | 71.8281584609608 | 5.17184153903918 |
188 | 26 | 72.4502832314593 | -46.4502832314593 |
189 | 73 | 74.0057205665475 | -1.00572056654746 |
190 | 42 | 63.0381984608813 | -21.0381984608813 |
191 | 71 | 70.0600072766096 | 0.939992723390415 |
192 | 105 | 91.488901897303 | 13.511098102697 |
193 | 73 | 60.3021306167136 | 12.6978693832864 |
194 | 98 | 78.0220004855119 | 19.9779995144881 |
195 | 108 | 77.7829249309523 | 30.2170750690477 |
196 | 57 | 80.2973535559315 | -23.2973535559315 |
197 | 37 | 74.1214968814965 | -37.1214968814965 |
198 | 70 | 71.3331763844828 | -1.33317638448277 |
199 | 73 | 64.3298529667343 | 8.67014703326569 |
200 | 47 | 64.8574030469924 | -17.8574030469924 |
201 | 73 | 71.8717295716169 | 1.12827042838314 |
202 | 91 | 73.7546244583537 | 17.2453755416463 |
203 | 110 | 88.9132832184475 | 21.0867167815525 |
204 | 78 | 75.0708545719795 | 2.92914542802055 |
205 | 92 | 85.1966935069169 | 6.80330649308309 |
206 | 52 | 84.4708151228731 | -32.4708151228731 |
207 | 88 | 68.6670715266433 | 19.3329284733567 |
208 | 100 | 56.2154841174214 | 43.7845158825786 |
209 | 33 | 56.5864717382755 | -23.5864717382755 |
210 | 42 | 73.6624837325556 | -31.6624837325556 |
211 | 81 | 75.838127537166 | 5.16187246283396 |
212 | 67 | 74.5894285804791 | -7.58942858047907 |
213 | 8 | 54.667764023717 | -46.667764023717 |
214 | 46 | 52.4590214655222 | -6.45902146552217 |
215 | 83 | 74.3566204663066 | 8.64337953369341 |
216 | 87 | 59.4855812863326 | 27.5144187136674 |
217 | 82 | 79.2919773026253 | 2.70802269737473 |
218 | 63 | 63.871179068837 | -0.871179068836997 |
219 | 27 | 65.3967541283378 | -38.3967541283378 |
220 | 14 | 54.8912582437751 | -40.8912582437751 |
221 | 83 | 58.9844660718444 | 24.0155339281556 |
222 | 168 | 57.0383585281675 | 110.961641471832 |
223 | 67 | 61.0948065371384 | 5.90519346286156 |
224 | 21 | 57.6386140834323 | -36.6386140834323 |
225 | 55 | 76.0086524618859 | -21.0086524618859 |
226 | 54 | 75.8505511408782 | -21.8505511408782 |
227 | 118 | 65.402807573246 | 52.597192426754 |
228 | 69 | 49.614269030181 | 19.385730969819 |
229 | 77 | 43.4070957209872 | 33.5929042790128 |
230 | 72 | 70.9054587413113 | 1.09454125868868 |
231 | 53 | 47.1918482797815 | 5.80815172021846 |
232 | 40 | 52.6016245648619 | -12.6016245648619 |
233 | 102 | 53.7476321422142 | 48.2523678577858 |
234 | 25 | 70.1149045783677 | -45.1149045783677 |
235 | 31 | 50.4985759372074 | -19.4985759372074 |
236 | 77 | 50.958554429393 | 26.041445570607 |
237 | 38 | 62.6417039855273 | -24.6417039855273 |
238 | 23 | 63.4089848417581 | -40.4089848417581 |
239 | 91 | 54.9941805543732 | 36.0058194456268 |
240 | 58 | 56.3703894214292 | 1.62961057857084 |
241 | 42 | 49.7212461122824 | -7.72124611228238 |
242 | 44 | 54.7484313744222 | -10.7484313744222 |
243 | 58 | 45.0458833815445 | 12.9541166184555 |
244 | 35 | 47.8221559941631 | -12.8221559941631 |
245 | 88 | 39.4099598442367 | 48.5900401557633 |
246 | 25 | 62.6556594764355 | -37.6556594764355 |
247 | 39 | 48.9746259918667 | -9.97462599186671 |
248 | 48 | 40.4571125265035 | 7.54288747349654 |
249 | 64 | 40.135972210661 | 23.864027789339 |
250 | 65 | 46.7639047687224 | 18.2360952312776 |
251 | 95 | 45.9697912933356 | 49.0302087066644 |
252 | 29 | 41.0206155229716 | -12.0206155229716 |
253 | 2 | 40.1531654176684 | -38.1531654176684 |
254 | 83 | 45.1150416719208 | 37.8849583280792 |
255 | 11 | 47.957142338546 | -36.957142338546 |
256 | 16 | 34.5873987220753 | -18.5873987220753 |
257 | 9 | 27.2247924757233 | -18.2247924757233 |
258 | 46 | 38.2455348818501 | 7.75446511814985 |
259 | 41 | 40.6437958686053 | 0.356204131394733 |
260 | 14 | 25.0810827940745 | -11.0810827940745 |
261 | 63 | 26.8144189814387 | 36.1855810185613 |
262 | 9 | 26.1381672207492 | -17.1381672207492 |
263 | 0 | 14.1659765117584 | -14.1659765117584 |
264 | 58 | 71.6475085749587 | -13.6475085749587 |
265 | 18 | 42.1415952182986 | -24.1415952182986 |
266 | 42 | 37.4612490830138 | 4.5387509169862 |
267 | 26 | 13.7439549272772 | 12.2560450727228 |
268 | 38 | 35.855825146012 | 2.14417485398801 |
269 | 1 | 7.64781223382116 | -6.64781223382116 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
14 | 0.724677017376513 | 0.550645965246974 | 0.275322982623487 |
15 | 0.612813575229973 | 0.774372849540054 | 0.387186424770027 |
16 | 0.517681798494592 | 0.964636403010817 | 0.482318201505408 |
17 | 0.388505178927136 | 0.777010357854272 | 0.611494821072864 |
18 | 0.284868453643245 | 0.56973690728649 | 0.715131546356755 |
19 | 0.243115455915329 | 0.486230911830658 | 0.756884544084671 |
20 | 0.175072064280869 | 0.350144128561737 | 0.824927935719131 |
21 | 0.147207292441205 | 0.294414584882411 | 0.852792707558795 |
22 | 0.230985243216543 | 0.461970486433087 | 0.769014756783457 |
23 | 0.1690364230592 | 0.338072846118399 | 0.8309635769408 |
24 | 0.11995906326934 | 0.239918126538681 | 0.88004093673066 |
25 | 0.0842134225910955 | 0.168426845182191 | 0.915786577408904 |
26 | 0.0568343527904148 | 0.11366870558083 | 0.943165647209585 |
27 | 0.0461257656244542 | 0.0922515312489084 | 0.953874234375546 |
28 | 0.0313322553746169 | 0.0626645107492338 | 0.968667744625383 |
29 | 0.0231617431787784 | 0.0463234863575569 | 0.976838256821222 |
30 | 0.0172741553776257 | 0.0345483107552514 | 0.982725844622374 |
31 | 0.027899251397294 | 0.055798502794588 | 0.972100748602706 |
32 | 0.0182329357495709 | 0.0364658714991417 | 0.981767064250429 |
33 | 0.01574530472945 | 0.0314906094589001 | 0.98425469527055 |
34 | 0.011484062229176 | 0.022968124458352 | 0.988515937770824 |
35 | 0.0104990105302533 | 0.0209980210605067 | 0.989500989469747 |
36 | 0.00990839461346212 | 0.0198167892269242 | 0.990091605386538 |
37 | 0.00855789039204392 | 0.0171157807840878 | 0.991442109607956 |
38 | 0.00800188092188153 | 0.0160037618437631 | 0.991998119078118 |
39 | 0.00944893667377254 | 0.0188978733475451 | 0.990551063326227 |
40 | 0.0117126411924256 | 0.0234252823848512 | 0.988287358807574 |
41 | 0.00779935291961345 | 0.0155987058392269 | 0.992200647080387 |
42 | 0.0127888422133856 | 0.0255776844267712 | 0.987211157786614 |
43 | 0.0100451490954293 | 0.0200902981908586 | 0.989954850904571 |
44 | 0.00806065016218893 | 0.0161213003243779 | 0.991939349837811 |
45 | 0.0258623020511744 | 0.0517246041023487 | 0.974137697948826 |
46 | 0.0203509821467512 | 0.0407019642935024 | 0.979649017853249 |
47 | 0.0145121838619789 | 0.0290243677239578 | 0.985487816138021 |
48 | 0.0103813076355554 | 0.0207626152711108 | 0.989618692364445 |
49 | 0.00724744686967352 | 0.014494893739347 | 0.992752553130327 |
50 | 0.00519542779988826 | 0.0103908555997765 | 0.994804572200112 |
51 | 0.00395871881854024 | 0.00791743763708048 | 0.99604128118146 |
52 | 0.00536316362088268 | 0.0107263272417654 | 0.994636836379117 |
53 | 0.00553625951996787 | 0.0110725190399357 | 0.994463740480032 |
54 | 0.00408528368995349 | 0.00817056737990698 | 0.995914716310046 |
55 | 0.00282449506596485 | 0.0056489901319297 | 0.997175504934035 |
56 | 0.0100244018263027 | 0.0200488036526055 | 0.989975598173697 |
57 | 0.00728978201039637 | 0.0145795640207927 | 0.992710217989604 |
58 | 0.00531979678249073 | 0.0106395935649815 | 0.994680203217509 |
59 | 0.00573347785629145 | 0.0114669557125829 | 0.994266522143709 |
60 | 0.00473859931647398 | 0.00947719863294797 | 0.995261400683526 |
61 | 0.00338572976379608 | 0.00677145952759216 | 0.996614270236204 |
62 | 0.00256411595607644 | 0.00512823191215289 | 0.997435884043924 |
63 | 0.00179235503518222 | 0.00358471007036444 | 0.998207644964818 |
64 | 0.00123371864065729 | 0.00246743728131459 | 0.998766281359343 |
65 | 0.00212189123848556 | 0.00424378247697112 | 0.997878108761514 |
66 | 0.00205206489752582 | 0.00410412979505163 | 0.997947935102474 |
67 | 0.00141434266205746 | 0.00282868532411492 | 0.998585657337943 |
68 | 0.000965023216047472 | 0.00193004643209494 | 0.999034976783952 |
69 | 0.000652599577916811 | 0.00130519915583362 | 0.999347400422083 |
70 | 0.00187247889263186 | 0.00374495778526371 | 0.998127521107368 |
71 | 0.00135072415034315 | 0.00270144830068629 | 0.998649275849657 |
72 | 0.000951900358735663 | 0.00190380071747133 | 0.999048099641264 |
73 | 0.000695105895039282 | 0.00139021179007856 | 0.999304894104961 |
74 | 0.000477466440802114 | 0.000954932881604229 | 0.999522533559198 |
75 | 0.00032200865500221 | 0.00064401731000442 | 0.999677991344998 |
76 | 0.000250347641520074 | 0.000500695283040149 | 0.99974965235848 |
77 | 0.000166045795385004 | 0.000332091590770008 | 0.999833954204615 |
78 | 0.000136124604248503 | 0.000272249208497006 | 0.999863875395752 |
79 | 9.25225993484468e-05 | 0.000185045198696894 | 0.999907477400652 |
80 | 6.29984393186404e-05 | 0.000125996878637281 | 0.999937001560681 |
81 | 4.46836174325864e-05 | 8.93672348651728e-05 | 0.999955316382567 |
82 | 5.18134400992013e-05 | 0.000103626880198403 | 0.999948186559901 |
83 | 4.80184585212901e-05 | 9.60369170425801e-05 | 0.999951981541479 |
84 | 4.01063229430512e-05 | 8.02126458861025e-05 | 0.999959893677057 |
85 | 2.59087723398477e-05 | 5.18175446796954e-05 | 0.99997409122766 |
86 | 2.4400518801261e-05 | 4.88010376025221e-05 | 0.999975599481199 |
87 | 5.7240982717935e-05 | 0.00011448196543587 | 0.999942759017282 |
88 | 8.24871894986418e-05 | 0.000164974378997284 | 0.999917512810501 |
89 | 5.44738584356775e-05 | 0.000108947716871355 | 0.999945526141564 |
90 | 5.33138979387105e-05 | 0.000106627795877421 | 0.999946686102061 |
91 | 3.79239729963593e-05 | 7.58479459927186e-05 | 0.999962076027004 |
92 | 2.96376702140813e-05 | 5.92753404281626e-05 | 0.999970362329786 |
93 | 2.18262880808386e-05 | 4.36525761616773e-05 | 0.999978173711919 |
94 | 3.75812182524299e-05 | 7.51624365048598e-05 | 0.999962418781748 |
95 | 3.22062926931396e-05 | 6.44125853862791e-05 | 0.999967793707307 |
96 | 2.87591107838081e-05 | 5.75182215676162e-05 | 0.999971240889216 |
97 | 3.2723042417842e-05 | 6.5446084835684e-05 | 0.999967276957582 |
98 | 3.13708633019331e-05 | 6.27417266038662e-05 | 0.999968629136698 |
99 | 2.59533620330195e-05 | 5.19067240660389e-05 | 0.999974046637967 |
100 | 1.71410000390958e-05 | 3.42820000781916e-05 | 0.999982858999961 |
101 | 1.24433613284887e-05 | 2.48867226569774e-05 | 0.999987556638672 |
102 | 1.58360078593424e-05 | 3.16720157186849e-05 | 0.999984163992141 |
103 | 1.62713805597653e-05 | 3.25427611195306e-05 | 0.99998372861944 |
104 | 1.89671099421696e-05 | 3.79342198843391e-05 | 0.999981032890058 |
105 | 0.00121274596158852 | 0.00242549192317704 | 0.998787254038412 |
106 | 0.00118194615102124 | 0.00236389230204248 | 0.998818053848979 |
107 | 0.000906077414651505 | 0.00181215482930301 | 0.999093922585348 |
108 | 0.001064613723139 | 0.00212922744627801 | 0.998935386276861 |
109 | 0.00139408111698478 | 0.00278816223396956 | 0.998605918883015 |
110 | 0.00447177445785721 | 0.00894354891571441 | 0.995528225542143 |
111 | 0.00903941499383789 | 0.0180788299876758 | 0.990960585006162 |
112 | 0.0108391362835793 | 0.0216782725671586 | 0.989160863716421 |
113 | 0.00853838971708921 | 0.0170767794341784 | 0.991461610282911 |
114 | 0.00754866042333858 | 0.0150973208466772 | 0.992451339576661 |
115 | 0.00589494913235956 | 0.0117898982647191 | 0.99410505086764 |
116 | 0.00547394773361104 | 0.0109478954672221 | 0.994526052266389 |
117 | 0.00517454084951319 | 0.0103490816990264 | 0.994825459150487 |
118 | 0.00431808288428113 | 0.00863616576856227 | 0.995681917115719 |
119 | 0.00333325430811478 | 0.00666650861622956 | 0.996666745691885 |
120 | 0.00288133246450161 | 0.00576266492900322 | 0.997118667535498 |
121 | 0.00382180547390413 | 0.00764361094780825 | 0.996178194526096 |
122 | 0.00393677323357583 | 0.00787354646715165 | 0.996063226766424 |
123 | 0.00309350356090511 | 0.00618700712181022 | 0.996906496439095 |
124 | 0.00289124643066274 | 0.00578249286132548 | 0.997108753569337 |
125 | 0.00332197838151436 | 0.00664395676302872 | 0.996678021618486 |
126 | 0.00267484054178383 | 0.00534968108356766 | 0.997325159458216 |
127 | 0.00234730421560337 | 0.00469460843120674 | 0.997652695784397 |
128 | 0.0020405332981698 | 0.0040810665963396 | 0.99795946670183 |
129 | 0.00155772132378625 | 0.0031154426475725 | 0.998442278676214 |
130 | 0.00288676255383052 | 0.00577352510766104 | 0.99711323744617 |
131 | 0.00348923253184468 | 0.00697846506368936 | 0.996510767468155 |
132 | 0.00501312496775031 | 0.0100262499355006 | 0.99498687503225 |
133 | 0.00398191634540324 | 0.00796383269080649 | 0.996018083654597 |
134 | 0.00306191520956741 | 0.00612383041913482 | 0.996938084790433 |
135 | 0.00274751453079163 | 0.00549502906158326 | 0.997252485469208 |
136 | 0.00213653426725323 | 0.00427306853450647 | 0.997863465732747 |
137 | 0.00162451571876487 | 0.00324903143752973 | 0.998375484281235 |
138 | 0.00125674956264542 | 0.00251349912529083 | 0.998743250437355 |
139 | 0.00113022079151303 | 0.00226044158302607 | 0.998869779208487 |
140 | 0.0010730194652332 | 0.0021460389304664 | 0.998926980534767 |
141 | 0.000860712116368893 | 0.00172142423273779 | 0.999139287883631 |
142 | 0.000636646585902905 | 0.00127329317180581 | 0.999363353414097 |
143 | 0.000470099981202885 | 0.000940199962405769 | 0.999529900018797 |
144 | 0.000457480810834199 | 0.000914961621668397 | 0.999542519189166 |
145 | 0.00036931142775202 | 0.00073862285550404 | 0.999630688572248 |
146 | 0.000266076784214766 | 0.000532153568429532 | 0.999733923215785 |
147 | 0.000193081397896953 | 0.000386162795793906 | 0.999806918602103 |
148 | 0.000137643648159196 | 0.000275287296318393 | 0.999862356351841 |
149 | 9.68980732576338e-05 | 0.000193796146515268 | 0.999903101926742 |
150 | 0.000104694322146795 | 0.000209388644293591 | 0.999895305677853 |
151 | 8.06341547088579e-05 | 0.000161268309417716 | 0.999919365845291 |
152 | 6.34457061524601e-05 | 0.00012689141230492 | 0.999936554293848 |
153 | 8.79761802473512e-05 | 0.000175952360494702 | 0.999912023819753 |
154 | 6.45605481143216e-05 | 0.000129121096228643 | 0.999935439451886 |
155 | 5.84794971108344e-05 | 0.000116958994221669 | 0.999941520502889 |
156 | 7.1504541800709e-05 | 0.000143009083601418 | 0.999928495458199 |
157 | 5.09526996085128e-05 | 0.000101905399217026 | 0.999949047300391 |
158 | 8.11081482272301e-05 | 0.00016221629645446 | 0.999918891851773 |
159 | 6.14106562821343e-05 | 0.000122821312564269 | 0.999938589343718 |
160 | 5.19400362378163e-05 | 0.000103880072475633 | 0.999948059963762 |
161 | 6.46325544018118e-05 | 0.000129265108803624 | 0.999935367445598 |
162 | 4.67473855918125e-05 | 9.34947711836249e-05 | 0.999953252614408 |
163 | 3.66570775544179e-05 | 7.33141551088358e-05 | 0.999963342922446 |
164 | 2.60796762357177e-05 | 5.21593524714355e-05 | 0.999973920323764 |
165 | 2.0633280496518e-05 | 4.12665609930359e-05 | 0.999979366719503 |
166 | 2.266283467393e-05 | 4.53256693478601e-05 | 0.999977337165326 |
167 | 3.26666485532015e-05 | 6.53332971064031e-05 | 0.999967333351447 |
168 | 3.04873460759515e-05 | 6.0974692151903e-05 | 0.999969512653924 |
169 | 2.86509561403382e-05 | 5.73019122806764e-05 | 0.99997134904386 |
170 | 0.000361375445195136 | 0.000722750890390272 | 0.999638624554805 |
171 | 0.00026809352533145 | 0.0005361870506629 | 0.999731906474669 |
172 | 0.000253859067310269 | 0.000507718134620538 | 0.99974614093269 |
173 | 0.000552300601826757 | 0.00110460120365351 | 0.999447699398173 |
174 | 0.000582470865891384 | 0.00116494173178277 | 0.999417529134109 |
175 | 0.000437303347127889 | 0.000874606694255779 | 0.999562696652872 |
176 | 0.000421740988177104 | 0.000843481976354208 | 0.999578259011823 |
177 | 0.000699971703712846 | 0.00139994340742569 | 0.999300028296287 |
178 | 0.00115443248715891 | 0.00230886497431782 | 0.998845567512841 |
179 | 0.000963781366864819 | 0.00192756273372964 | 0.999036218633135 |
180 | 0.000779003030591757 | 0.00155800606118351 | 0.999220996969408 |
181 | 0.000703345362286969 | 0.00140669072457394 | 0.999296654637713 |
182 | 0.000520640744358599 | 0.0010412814887172 | 0.999479359255641 |
183 | 0.000467797099984845 | 0.00093559419996969 | 0.999532202900015 |
184 | 0.000333847103038714 | 0.000667694206077429 | 0.999666152896961 |
185 | 0.00034910064087513 | 0.00069820128175026 | 0.999650899359125 |
186 | 0.000246920316243916 | 0.000493840632487833 | 0.999753079683756 |
187 | 0.000179340381099371 | 0.000358680762198742 | 0.999820659618901 |
188 | 0.000406852287423553 | 0.000813704574847105 | 0.999593147712576 |
189 | 0.000294673356190623 | 0.000589346712381247 | 0.999705326643809 |
190 | 0.000319891092157713 | 0.000639782184315426 | 0.999680108907842 |
191 | 0.000229777079967209 | 0.000459554159934417 | 0.999770222920033 |
192 | 0.000237853006112167 | 0.000475706012224333 | 0.999762146993888 |
193 | 0.000187808179737599 | 0.000375616359475198 | 0.999812191820262 |
194 | 0.000148863184839117 | 0.000297726369678234 | 0.999851136815161 |
195 | 0.000177382301417612 | 0.000354764602835224 | 0.999822617698582 |
196 | 0.000170836873861803 | 0.000341673747723605 | 0.999829163126138 |
197 | 0.00031253127094988 | 0.00062506254189976 | 0.99968746872905 |
198 | 0.000219856978433366 | 0.000439713956866732 | 0.999780143021567 |
199 | 0.000158788953037105 | 0.000317577906074211 | 0.999841211046963 |
200 | 0.000161355180828 | 0.000322710361656001 | 0.999838644819172 |
201 | 0.000111095123269655 | 0.00022219024653931 | 0.99988890487673 |
202 | 8.46707063989261e-05 | 0.000169341412797852 | 0.999915329293601 |
203 | 6.91856760066439e-05 | 0.000138371352013288 | 0.999930814323993 |
204 | 4.58111462498406e-05 | 9.16222924996812e-05 | 0.99995418885375 |
205 | 3.68323564115782e-05 | 7.36647128231564e-05 | 0.999963167643588 |
206 | 3.91945826166519e-05 | 7.83891652333039e-05 | 0.999960805417383 |
207 | 3.20533543662192e-05 | 6.41067087324385e-05 | 0.999967946645634 |
208 | 5.50624443351996e-05 | 0.000110124888670399 | 0.999944937555665 |
209 | 7.29362495164073e-05 | 0.000145872499032815 | 0.999927063750484 |
210 | 9.17270076246863e-05 | 0.000183454015249373 | 0.999908272992375 |
211 | 6.19965812895759e-05 | 0.000123993162579152 | 0.99993800341871 |
212 | 4.0178198447871e-05 | 8.0356396895742e-05 | 0.999959821801552 |
213 | 0.000209725288412589 | 0.000419450576825179 | 0.999790274711587 |
214 | 0.000213935058825179 | 0.000427870117650358 | 0.999786064941175 |
215 | 0.00015907669735341 | 0.000318153394706819 | 0.999840923302647 |
216 | 0.000137575979758326 | 0.000275151959516653 | 0.999862424020242 |
217 | 0.000111703074893053 | 0.000223406149786107 | 0.999888296925107 |
218 | 7.19470580748937e-05 | 0.000143894116149787 | 0.999928052941925 |
219 | 0.00014528012151597 | 0.00029056024303194 | 0.999854719878484 |
220 | 0.000719689852346779 | 0.00143937970469356 | 0.999280310147653 |
221 | 0.000565129445865618 | 0.00113025889173124 | 0.999434870554134 |
222 | 0.0833857965225411 | 0.166771593045082 | 0.916614203477459 |
223 | 0.0661362601138341 | 0.132272520227668 | 0.933863739886166 |
224 | 0.108142790152443 | 0.216285580304885 | 0.891857209847557 |
225 | 0.0898813555449899 | 0.17976271108998 | 0.91011864445501 |
226 | 0.0752004896275801 | 0.15040097925516 | 0.92479951037242 |
227 | 0.213057095892637 | 0.426114191785274 | 0.786942904107363 |
228 | 0.219397628458833 | 0.438795256917666 | 0.780602371541167 |
229 | 0.195632570662921 | 0.391265141325842 | 0.804367429337079 |
230 | 0.27274586902641 | 0.54549173805282 | 0.72725413097359 |
231 | 0.232355217121272 | 0.464710434242544 | 0.767644782878728 |
232 | 0.20613414632457 | 0.41226829264914 | 0.79386585367543 |
233 | 0.379235668045002 | 0.758471336090004 | 0.620764331954998 |
234 | 0.409850493690572 | 0.819700987381144 | 0.590149506309428 |
235 | 0.376146150572795 | 0.752292301145589 | 0.623853849427205 |
236 | 0.357926476523699 | 0.715852953047398 | 0.642073523476301 |
237 | 0.307225232646737 | 0.614450465293474 | 0.692774767353263 |
238 | 0.27740241594546 | 0.554804831890921 | 0.72259758405454 |
239 | 0.245067681141966 | 0.490135362283932 | 0.754932318858034 |
240 | 0.195490655698257 | 0.390981311396515 | 0.804509344301743 |
241 | 0.153437798005265 | 0.306875596010531 | 0.846562201994735 |
242 | 0.117392944599027 | 0.234785889198054 | 0.882607055400973 |
243 | 0.0947173279093044 | 0.189434655818609 | 0.905282672090696 |
244 | 0.072021084386304 | 0.144042168772608 | 0.927978915613696 |
245 | 0.154016761682892 | 0.308033523365784 | 0.845983238317108 |
246 | 0.132737804832534 | 0.265475609665068 | 0.867262195167466 |
247 | 0.125606429673233 | 0.251212859346467 | 0.874393570326766 |
248 | 0.0892605713290613 | 0.178521142658123 | 0.910739428670939 |
249 | 0.13946718925086 | 0.27893437850172 | 0.86053281074914 |
250 | 0.125539607064094 | 0.251079214128187 | 0.874460392935906 |
251 | 0.358340231506618 | 0.716680463013236 | 0.641659768493382 |
252 | 0.260166144808186 | 0.520332289616373 | 0.739833855191814 |
253 | 0.25566019555414 | 0.511320391108281 | 0.74433980444586 |
254 | 0.262379093845625 | 0.52475818769125 | 0.737620906154375 |
255 | 0.16528712443036 | 0.330574248860721 | 0.83471287556964 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 157 | 0.648760330578512 | NOK |
5% type I error level | 191 | 0.789256198347107 | NOK |
10% type I error level | 195 | 0.805785123966942 | NOK |