Multiple Linear Regression - Estimated Regression Equation |
G[t] = + 1.48601458299977 -0.00258388724390901I1[t] + 0.0428607603342156I2[t] -0.0150765680836861I3[t] -0.0118362110423281E1[t] -0.0135081669900305E2[t] + 0.000765601244283087E3[t] -0.016760125297127`A\r\r`[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) | 1.48601458299977 | 0.399113 | 3.7233 | 0.000275 | 0.000138 |
I1 | -0.00258388724390901 | 0.015544 | -0.1662 | 0.86819 | 0.434095 |
I2 | 0.0428607603342156 | 0.013399 | 3.1987 | 0.001676 | 0.000838 |
I3 | -0.0150765680836861 | 0.010482 | -1.4383 | 0.152382 | 0.076191 |
E1 | -0.0118362110423281 | 0.015046 | -0.7866 | 0.432699 | 0.21635 |
E2 | -0.0135081669900305 | 0.011518 | -1.1728 | 0.242693 | 0.121346 |
E3 | 0.000765601244283087 | 0.011853 | 0.0646 | 0.948582 | 0.474291 |
`A\r\r` | -0.016760125297127 | 0.016588 | -1.0104 | 0.313886 | 0.156943 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.323963077424294 |
R-squared | 0.104952075534219 |
Adjusted R-squared | 0.064268078967593 |
F-TEST (value) | 2.57968942068767 |
F-TEST (DF numerator) | 7 |
F-TEST (DF denominator) | 154 |
p-value | 0.0152819344889854 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.483795977813726 |
Sum Squared Residuals | 36.0450164149059 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | 1.4509981865452 | -0.450998186545205 |
2 | 1 | 1.32852410206451 | -0.328524102064514 |
3 | 1 | 1.39110457056038 | -0.391104570560383 |
4 | 2 | 1.40417305857656 | 0.595826941423436 |
5 | 1 | 1.32955748146885 | -0.329557481468849 |
6 | 1 | 1.37275644832098 | -0.37275644832098 |
7 | 2 | 1.45224330068321 | 0.547756699316793 |
8 | 1 | 0.906440476555758 | 0.0935595234442419 |
9 | 1 | 1.42710253943434 | -0.42710253943434 |
10 | 1 | 1.33905774344553 | -0.339057743445529 |
11 | 2 | 1.43753475800706 | 0.562465241992944 |
12 | 2 | 1.49480308066393 | 0.505196919336072 |
13 | 1 | 1.22414934672114 | -0.224149346721135 |
14 | 1 | 1.63193413375955 | -0.631934133759546 |
15 | 1 | 1.49711430080207 | -0.49711430080207 |
16 | 2 | 1.33490965886186 | 0.66509034113814 |
17 | 1 | 1.03276861360438 | -0.0327686136043802 |
18 | 2 | 1.45431763969063 | 0.545682360309374 |
19 | 2 | 1.82371529386641 | 0.176284706133594 |
20 | 1 | 1.03867633862445 | -0.0386763386244454 |
21 | 2 | 1.67949403760198 | 0.320505962398016 |
22 | 1 | 1.08406044728432 | -0.0840604472843152 |
23 | 1 | 1.11497033169582 | -0.11497033169582 |
24 | 2 | 1.30664313730798 | 0.693356862692021 |
25 | 1 | 1.19473817485057 | -0.194738174850569 |
26 | 1 | 1.54102304699774 | -0.541023046997738 |
27 | 1 | 1.54102304699774 | -0.541023046997738 |
28 | 1 | 1.35612590359534 | -0.356125903595342 |
29 | 2 | 1.63389570016939 | 0.36610429983061 |
30 | 1 | 1.36907132063953 | -0.369071320639534 |
31 | 2 | 1.56057968994326 | 0.439420310056742 |
32 | 1 | 1.38035461673846 | -0.38035461673846 |
33 | 1 | 1.1222528041717 | -0.1222528041717 |
34 | 2 | 1.31761290856751 | 0.682387091432487 |
35 | 2 | 1.26056001959343 | 0.739439980406568 |
36 | 2 | 1.40074479077117 | 0.599255209228825 |
37 | 1 | 1.19275706496131 | -0.192757064961307 |
38 | 2 | 1.30470866949454 | 0.695291330505464 |
39 | 2 | 1.49591754302099 | 0.504082456979011 |
40 | 1 | 1.60591294904836 | -0.605912949048364 |
41 | 1 | 1.3396479003288 | -0.339647900328801 |
42 | 1 | 1.52999547263598 | -0.529995472635984 |
43 | 1 | 1.55659662389062 | -0.556596623890619 |
44 | 2 | 1.61544720593307 | 0.384552794066929 |
45 | 2 | 1.72470768978264 | 0.275292310217362 |
46 | 1 | 1.0962374840402 | -0.0962374840402035 |
47 | 2 | 1.32897966145489 | 0.671020338545107 |
48 | 2 | 1.19323976992212 | 0.806760230077875 |
49 | 1 | 1.27974601175575 | -0.279746011755746 |
50 | 2 | 1.2113844912296 | 0.788615508770395 |
51 | 1 | 1.27119247120833 | -0.271192471208325 |
52 | 1 | 1.20004643845633 | -0.20004643845633 |
53 | 1 | 1.33567777153441 | -0.335677771534408 |
54 | 1 | 1.21762705537703 | -0.21762705537703 |
55 | 2 | 1.43538828984867 | 0.564611710151326 |
56 | 1 | 1.53416298837932 | -0.534162988379315 |
57 | 1 | 1.43242405142504 | -0.432424051425038 |
58 | 1 | 1.46818284874642 | -0.468182848746419 |
59 | 2 | 1.65467917830347 | 0.345320821696534 |
60 | 2 | 1.58411245509344 | 0.415887544906557 |
61 | 1 | 1.54052646480705 | -0.540526464807046 |
62 | 1 | 1.37036290349536 | -0.370362903495361 |
63 | 1 | 1.75440932172981 | -0.754409321729811 |
64 | 2 | 1.65402585883039 | 0.345974141169607 |
65 | 1 | 1.21652645983448 | -0.216526459834485 |
66 | 2 | 1.52976948901868 | 0.470230510981316 |
67 | 2 | 1.40037050846209 | 0.599629491537907 |
68 | 2 | 1.46952692372294 | 0.530473076277056 |
69 | 1 | 1.31597974161949 | -0.315979741619486 |
70 | 1 | 1.16002743533682 | -0.160027435336819 |
71 | 1 | 1.45456213629605 | -0.454562136296046 |
72 | 2 | 1.4849401935403 | 0.515059806459699 |
73 | 2 | 1.41588207612624 | 0.584117923873761 |
74 | 1 | 1.1748074837467 | -0.174807483746696 |
75 | 1 | 1.40996242739277 | -0.409962427392769 |
76 | 1 | 1.28884094675058 | -0.288840946750578 |
77 | 1 | 1.32769349177297 | -0.327693491772967 |
78 | 2 | 1.43686649865163 | 0.563133501348368 |
79 | 2 | 1.37173517823569 | 0.628264821764309 |
80 | 2 | 1.43740723816614 | 0.562592761833855 |
81 | 2 | 1.71505389467113 | 0.284946105328873 |
82 | 1 | 1.22632834512425 | -0.226328345124246 |
83 | 0 | 1.57758688214467 | -1.57758688214467 |
84 | 1 | 1.46735100414852 | -0.46735100414852 |
85 | 2 | 1.35391418916598 | 0.64608581083402 |
86 | 2 | 1.56292240014835 | 0.437077599851651 |
87 | 1 | 1.3719408527201 | -0.3719408527201 |
88 | 1 | 1.07772549855297 | -0.0777254985529682 |
89 | 1 | 1.07913640933215 | -0.0791364093321479 |
90 | 1 | 1.49201011134702 | -0.492010111347017 |
91 | 1 | 1.59964227550729 | -0.599642275507293 |
92 | 2 | 1.57874293346182 | 0.421257066538182 |
93 | 1 | 1.22863520265587 | -0.228635202655869 |
94 | 1 | 1.28275636685601 | -0.282756366856009 |
95 | 1 | 1.38684447765759 | -0.386844477657594 |
96 | 1 | 1.40687475115021 | -0.406874751150212 |
97 | 2 | 1.4447454383838 | 0.555254561616195 |
98 | 1 | 1.37752553326902 | -0.377525533269024 |
99 | 2 | 1.33490683788597 | 0.66509316211403 |
100 | 2 | 1.49598922146065 | 0.504010778539346 |
101 | 1 | 1.2646335286138 | -0.2646335286138 |
102 | 2 | 1.79744810952515 | 0.202551890474853 |
103 | 1 | 1.23331747812752 | -0.233317478127522 |
104 | 1 | 1.45974440258605 | -0.459744402586052 |
105 | 2 | 1.49976229071947 | 0.500237709280532 |
106 | 1 | 1.35502558198141 | -0.355025581981407 |
107 | 2 | 1.21794053266708 | 0.782059467332925 |
108 | 1 | 1.23853450056633 | -0.238534500566332 |
109 | 1 | 1.18580887823287 | -0.185808878232867 |
110 | 1 | 1.58268145390807 | -0.582681453908074 |
111 | 1 | 1.3341970309831 | -0.334197030983102 |
112 | 1 | 1.44765355184747 | -0.447653551847467 |
113 | 1 | 1.42896610184666 | -0.428966101846661 |
114 | 1 | 1.5244303159895 | -0.524430315989503 |
115 | 1 | 1.35931238055372 | -0.359312380553722 |
116 | 2 | 1.32308101995945 | 0.676918980040553 |
117 | 1 | 1.23959515133649 | -0.239595151336488 |
118 | 1 | 1.25661445526859 | -0.25661445526859 |
119 | 2 | 1.71234992602128 | 0.287650073978717 |
120 | 1 | 1.24121114415104 | -0.241211144151039 |
121 | 1 | 1.1628865809575 | -0.1628865809575 |
122 | 1 | 1.45104076433994 | -0.451040764339941 |
123 | 1 | 1.33307607637243 | -0.333076076372426 |
124 | 1 | 1.34304821163201 | -0.343048211632012 |
125 | 1 | 1.72053486178771 | -0.720534861787714 |
126 | 2 | 1.41194963735188 | 0.588050362648121 |
127 | 1 | 1.4018879222193 | -0.401887922219296 |
128 | 1 | 1.20611782569483 | -0.206117825694833 |
129 | 2 | 1.44309139589821 | 0.556908604101793 |
130 | 2 | 1.54830741612799 | 0.451692583872006 |
131 | 1 | 1.45329503706355 | -0.453295037063547 |
132 | 2 | 1.38379165479579 | 0.616208345204207 |
133 | 2 | 1.2209234587069 | 0.779076541293096 |
134 | 2 | 1.35263364946252 | 0.647366350537477 |
135 | 2 | 1.4201616240663 | 0.579838375933701 |
136 | 1 | 1.24724445398301 | -0.247244453983006 |
137 | 1 | 1.33714574532333 | -0.337145745323332 |
138 | 2 | 1.38116204937188 | 0.61883795062812 |
139 | 2 | 1.43086700740849 | 0.569132992591512 |
140 | 1 | 1.28211055165342 | -0.282110551653423 |
141 | 1 | 1.21413041262276 | -0.214130412622764 |
142 | 1 | 1.2028004982823 | -0.2028004982823 |
143 | 1 | 1.4104583799744 | -0.410458379974403 |
144 | 2 | 1.27911488862062 | 0.720885111379381 |
145 | 1 | 1.37161398377879 | -0.371613983778791 |
146 | 1 | 1.49320619228305 | -0.493206192283053 |
147 | 2 | 1.28080259369156 | 0.719197406308441 |
148 | 2 | 1.54168653444799 | 0.458313465552006 |
149 | 2 | 1.43592074421333 | 0.564079255786667 |
150 | 2 | 1.34843844155821 | 0.651561558441793 |
151 | 1 | 1.48424177034748 | -0.484241770347477 |
152 | 1 | 1.33402689887368 | -0.334026898873685 |
153 | 1 | 1.38429403048291 | -0.384294030482907 |
154 | 2 | 1.38327912480866 | 0.616720875191342 |
155 | 2 | 1.4611958386139 | 0.538804161386099 |
156 | 2 | 1.3739028195617 | 0.626097180438304 |
157 | 1 | 1.16205670872451 | -0.162056708724509 |
158 | 1 | 1.05058897092369 | -0.0505889709236913 |
159 | 1 | 1.22863520265587 | -0.228635202655869 |
160 | 1 | 1.2757805716418 | -0.275780571641796 |
161 | 2 | 1.48816880132079 | 0.511831198679214 |
162 | 1 | 1.44341429523635 | -0.44341429523635 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
11 | 0.659740066518673 | 0.680519866962654 | 0.340259933481327 |
12 | 0.695717190597303 | 0.608565618805395 | 0.304282809402697 |
13 | 0.581741827697029 | 0.836516344605943 | 0.418258172302971 |
14 | 0.556490644924504 | 0.887018710150992 | 0.443509355075496 |
15 | 0.452420214193917 | 0.904840428387834 | 0.547579785806083 |
16 | 0.467963461177016 | 0.935926922354031 | 0.532036538822984 |
17 | 0.473403570913554 | 0.946807141827109 | 0.526596429086446 |
18 | 0.602648058402935 | 0.79470388319413 | 0.397351941597065 |
19 | 0.525584763611372 | 0.948830472777256 | 0.474415236388628 |
20 | 0.479374102339855 | 0.958748204679709 | 0.520625897660145 |
21 | 0.43890762763588 | 0.877815255271761 | 0.56109237236412 |
22 | 0.366452831184872 | 0.732905662369745 | 0.633547168815128 |
23 | 0.295275083474758 | 0.590550166949516 | 0.704724916525242 |
24 | 0.423902094853306 | 0.847804189706611 | 0.576097905146694 |
25 | 0.393832809400241 | 0.787665618800482 | 0.606167190599759 |
26 | 0.360230083187903 | 0.720460166375807 | 0.639769916812097 |
27 | 0.314730996456846 | 0.629461992913692 | 0.685269003543154 |
28 | 0.265005216629969 | 0.530010433259938 | 0.734994783370031 |
29 | 0.27078067589661 | 0.54156135179322 | 0.72921932410339 |
30 | 0.232706936389186 | 0.465413872778371 | 0.767293063610815 |
31 | 0.226964114047713 | 0.453928228095426 | 0.773035885952287 |
32 | 0.190476907738431 | 0.380953815476863 | 0.809523092261569 |
33 | 0.154793530106553 | 0.309587060213106 | 0.845206469893447 |
34 | 0.168336263849504 | 0.336672527699008 | 0.831663736150496 |
35 | 0.215746068702181 | 0.431492137404362 | 0.784253931297819 |
36 | 0.237717137565998 | 0.475434275131996 | 0.762282862434002 |
37 | 0.231128639366258 | 0.462257278732515 | 0.768871360633742 |
38 | 0.330586402418518 | 0.661172804837035 | 0.669413597581482 |
39 | 0.33405966294144 | 0.66811932588288 | 0.66594033705856 |
40 | 0.383982922047391 | 0.767965844094783 | 0.616017077952609 |
41 | 0.397667461835131 | 0.795334923670261 | 0.60233253816487 |
42 | 0.431242813120691 | 0.862485626241383 | 0.568757186879309 |
43 | 0.471342022723388 | 0.942684045446775 | 0.528657977276612 |
44 | 0.460208374850194 | 0.920416749700388 | 0.539791625149806 |
45 | 0.426280675856558 | 0.852561351713116 | 0.573719324143442 |
46 | 0.411943365885748 | 0.823886731771497 | 0.588056634114252 |
47 | 0.462162461457959 | 0.924324922915918 | 0.537837538542041 |
48 | 0.50897369292834 | 0.982052614143321 | 0.49102630707166 |
49 | 0.469247019686344 | 0.938494039372689 | 0.530752980313656 |
50 | 0.517264086130432 | 0.965471827739136 | 0.482735913869568 |
51 | 0.481625111098769 | 0.963250222197537 | 0.518374888901231 |
52 | 0.434955131135172 | 0.869910262270345 | 0.565044868864828 |
53 | 0.415493084308934 | 0.830986168617869 | 0.584506915691066 |
54 | 0.376994768839457 | 0.753989537678914 | 0.623005231160543 |
55 | 0.403251748435 | 0.806503496870001 | 0.596748251565 |
56 | 0.424530560084413 | 0.849061120168827 | 0.575469439915587 |
57 | 0.411703902785133 | 0.823407805570266 | 0.588296097214867 |
58 | 0.405957808099259 | 0.811915616198519 | 0.594042191900741 |
59 | 0.380567699408552 | 0.761135398817104 | 0.619432300591448 |
60 | 0.377078750048062 | 0.754157500096124 | 0.622921249951938 |
61 | 0.399390723899291 | 0.798781447798581 | 0.600609276100709 |
62 | 0.385112850744987 | 0.770225701489974 | 0.614887149255013 |
63 | 0.451144157588696 | 0.902288315177393 | 0.548855842411303 |
64 | 0.427767610714279 | 0.855535221428558 | 0.572232389285721 |
65 | 0.397955131572541 | 0.795910263145082 | 0.602044868427459 |
66 | 0.390928308310161 | 0.781856616620322 | 0.609071691689839 |
67 | 0.425603637433493 | 0.851207274866986 | 0.574396362566507 |
68 | 0.443799057318329 | 0.887598114636658 | 0.556200942681671 |
69 | 0.415937602373104 | 0.831875204746209 | 0.584062397626896 |
70 | 0.376117302130737 | 0.752234604261475 | 0.623882697869263 |
71 | 0.377604049717303 | 0.755208099434605 | 0.622395950282697 |
72 | 0.385912051790565 | 0.771824103581129 | 0.614087948209435 |
73 | 0.417551326412107 | 0.835102652824215 | 0.582448673587893 |
74 | 0.384197011211206 | 0.768394022422412 | 0.615802988788794 |
75 | 0.37253375645914 | 0.745067512918281 | 0.62746624354086 |
76 | 0.343611748189673 | 0.687223496379347 | 0.656388251810327 |
77 | 0.317885168439427 | 0.635770336878855 | 0.682114831560573 |
78 | 0.329084397132558 | 0.658168794265116 | 0.670915602867442 |
79 | 0.354123856290244 | 0.708247712580487 | 0.645876143709756 |
80 | 0.364768388781674 | 0.729536777563347 | 0.635231611218326 |
81 | 0.329980091082253 | 0.659960182164506 | 0.670019908917747 |
82 | 0.29789752406836 | 0.59579504813672 | 0.70210247593164 |
83 | 0.69911040236802 | 0.601779195263961 | 0.30088959763198 |
84 | 0.699188283171822 | 0.601623433656356 | 0.300811716828178 |
85 | 0.725818773862567 | 0.548362452274866 | 0.274181226137433 |
86 | 0.721580350955979 | 0.556839298088042 | 0.278419649044021 |
87 | 0.703607284025772 | 0.592785431948456 | 0.296392715974228 |
88 | 0.668312964881297 | 0.663374070237407 | 0.331687035118704 |
89 | 0.63450934464911 | 0.730981310701781 | 0.36549065535089 |
90 | 0.629808906744516 | 0.740382186510968 | 0.370191093255484 |
91 | 0.653671336921208 | 0.692657326157584 | 0.346328663078792 |
92 | 0.641680023535215 | 0.71663995292957 | 0.358319976464785 |
93 | 0.606414330215474 | 0.787171339569053 | 0.393585669784526 |
94 | 0.586220096978995 | 0.827559806042011 | 0.413779903021005 |
95 | 0.571494910088469 | 0.857010179823061 | 0.428505089911531 |
96 | 0.556575442088448 | 0.886849115823104 | 0.443424557911552 |
97 | 0.576940350545506 | 0.846119298908988 | 0.423059649454494 |
98 | 0.56483393104376 | 0.870332137912481 | 0.43516606895624 |
99 | 0.598601876271396 | 0.802796247457207 | 0.401398123728604 |
100 | 0.605335601785618 | 0.789328796428763 | 0.394664398214382 |
101 | 0.570635405303314 | 0.858729189393371 | 0.429364594696686 |
102 | 0.52833176614131 | 0.94333646771738 | 0.47166823385869 |
103 | 0.484582866855037 | 0.969165733710074 | 0.515417133144963 |
104 | 0.483545357683567 | 0.967090715367134 | 0.516454642316433 |
105 | 0.480156490998867 | 0.960312981997735 | 0.519843509001133 |
106 | 0.453022015939257 | 0.906044031878514 | 0.546977984060743 |
107 | 0.545545509325896 | 0.908908981348208 | 0.454454490674104 |
108 | 0.507496911931672 | 0.985006176136656 | 0.492503088068328 |
109 | 0.494270439290949 | 0.988540878581898 | 0.505729560709051 |
110 | 0.530114269933874 | 0.939771460132251 | 0.469885730066126 |
111 | 0.496830093585807 | 0.993660187171613 | 0.503169906414193 |
112 | 0.47267528416445 | 0.945350568328901 | 0.52732471583555 |
113 | 0.459580122979005 | 0.91916024595801 | 0.540419877020995 |
114 | 0.472908381842419 | 0.945816763684838 | 0.527091618157581 |
115 | 0.468036221391733 | 0.936072442783466 | 0.531963778608267 |
116 | 0.479822121427549 | 0.959644242855098 | 0.520177878572451 |
117 | 0.431887891839735 | 0.863775783679471 | 0.568112108160264 |
118 | 0.393371049952959 | 0.786742099905918 | 0.606628950047041 |
119 | 0.377658442792078 | 0.755316885584155 | 0.622341557207922 |
120 | 0.33153730978494 | 0.663074619569881 | 0.66846269021506 |
121 | 0.298119468938408 | 0.596238937876816 | 0.701880531061592 |
122 | 0.29636137441328 | 0.59272274882656 | 0.70363862558672 |
123 | 0.266200546068864 | 0.532401092137728 | 0.733799453931136 |
124 | 0.257832909702407 | 0.515665819404814 | 0.742167090297593 |
125 | 0.292720412804816 | 0.585440825609632 | 0.707279587195184 |
126 | 0.28343589012258 | 0.56687178024516 | 0.71656410987742 |
127 | 0.291014358796605 | 0.582028717593211 | 0.708985641203395 |
128 | 0.250769766379538 | 0.501539532759076 | 0.749230233620462 |
129 | 0.236992158573166 | 0.473984317146332 | 0.763007841426834 |
130 | 0.209184253706443 | 0.418368507412887 | 0.790815746293557 |
131 | 0.225761679415637 | 0.451523358831275 | 0.774238320584363 |
132 | 0.220077111577008 | 0.440154223154016 | 0.779922888422992 |
133 | 0.284945042280712 | 0.569890084561424 | 0.715054957719288 |
134 | 0.315026536297235 | 0.63005307259447 | 0.684973463702765 |
135 | 0.287834464601026 | 0.575668929202051 | 0.712165535398974 |
136 | 0.249388664179255 | 0.49877732835851 | 0.750611335820745 |
137 | 0.238288883968083 | 0.476577767936167 | 0.761711116031917 |
138 | 0.274162020011832 | 0.548324040023664 | 0.725837979988168 |
139 | 0.297490472050326 | 0.594980944100653 | 0.702509527949674 |
140 | 0.261155657550316 | 0.522311315100632 | 0.738844342449684 |
141 | 0.215278849063867 | 0.430557698127734 | 0.784721150936133 |
142 | 0.168008850431015 | 0.336017700862029 | 0.831991149568985 |
143 | 0.12502280214169 | 0.250045604283379 | 0.87497719785831 |
144 | 0.221483260284283 | 0.442966520568566 | 0.778516739715717 |
145 | 0.202802002919727 | 0.405604005839453 | 0.797197997080273 |
146 | 0.215775206230102 | 0.431550412460204 | 0.784224793769898 |
147 | 0.368459420746021 | 0.736918841492043 | 0.631540579253979 |
148 | 0.287218787563638 | 0.574437575127277 | 0.712781212436362 |
149 | 0.341218492876623 | 0.682436985753246 | 0.658781507123377 |
150 | 0.260634841028632 | 0.521269682057264 | 0.739365158971368 |
151 | 0.310856552901588 | 0.621713105803175 | 0.689143447098412 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 0 | 0 | OK |
5% type I error level | 0 | 0 | OK |
10% type I error level | 0 | 0 | OK |