Multiple Linear Regression - Estimated Regression Equation |
Total[t] = -9.54860616351923 + 0.0276389178077004Brent[t] + 0.0692672424005859WTI[t] + 0.0112358608496097Cac40[t] + 0.00917107516437388t + 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) | -9.54860616351923 | 0.891673 | -10.7086 | 0 | 0 |
Brent | 0.0276389178077004 | 0.019787 | 1.3968 | 0.163696 | 0.081848 |
WTI | 0.0692672424005859 | 0.024672 | 2.8075 | 0.00538 | 0.00269 |
Cac40 | 0.0112358608496097 | 0.000328 | 34.2129 | 0 | 0 |
t | 0.00917107516437388 | 0.00115 | 7.9765 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.960667624226281 |
R-squared | 0.922882284236566 |
Adjusted R-squared | 0.921667832019819 |
F-TEST (value) | 759.916505161962 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 254 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.651267077413488 |
Sum Squared Residuals | 107.733796755167 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 38.58 | 39.7689232306809 | -1.1889232306809 |
2 | 38.48 | 39.6740242249035 | -1.19402422490347 |
3 | 38.56 | 39.8128386134993 | -1.2528386134993 |
4 | 38.25 | 39.1081196102394 | -0.858119610239446 |
5 | 37.97 | 38.8783360006117 | -0.90833600061169 |
6 | 38.42 | 38.9119332028039 | -0.491933202803883 |
7 | 38.6 | 39.3100019543366 | -0.710001954336552 |
8 | 38.3 | 39.0128074330144 | -0.712807433014432 |
9 | 38.22 | 38.797295864792 | -0.577295864792031 |
10 | 38.22 | 38.5243480396675 | -0.304348039667498 |
11 | 38.22 | 38.3422642330419 | -0.122264233041943 |
12 | 36.98 | 37.2085435185907 | -0.22854351859069 |
13 | 37.43 | 37.8188197610727 | -0.388819761072668 |
14 | 37.52 | 37.8749669781264 | -0.354966978126353 |
15 | 37.98 | 38.1868833988012 | -0.206883398801212 |
16 | 37.83 | 37.8491348185152 | -0.0191348185152236 |
17 | 38 | 38.0838785250013 | -0.0838785250012611 |
18 | 37.7 | 37.8028170905511 | -0.10281709055111 |
19 | 37.88 | 37.8673454222654 | 0.0126545777346172 |
20 | 39.02 | 38.7125295284465 | 0.307470471553539 |
21 | 38.84 | 38.3756890439685 | 0.464310956031463 |
22 | 39.44 | 38.7433210130953 | 0.696678986904709 |
23 | 39.12 | 38.5281365968726 | 0.591863403127417 |
24 | 38.82 | 38.3836069730294 | 0.436393026970576 |
25 | 38.99 | 38.4726456275584 | 0.517354372441637 |
26 | 38.39 | 37.7783797867461 | 0.611620213253877 |
27 | 38.71 | 38.0939618428107 | 0.61603815718931 |
28 | 38.43 | 38.0474399584419 | 0.38256004155805 |
29 | 38.67 | 38.1802081889665 | 0.489791811033509 |
30 | 38.45 | 37.9499179060887 | 0.5000820939113 |
31 | 39.34 | 38.8007772301049 | 0.539222769895091 |
32 | 39.6 | 39.0941352173144 | 0.505864782685603 |
33 | 39.84 | 39.4730899337889 | 0.366910066211128 |
34 | 40 | 39.3683340787782 | 0.631665921221825 |
35 | 39.55 | 39.0281537029006 | 0.521846297099411 |
36 | 38.5 | 38.2080327854917 | 0.291967214508322 |
37 | 38.13 | 38.083213007023 | 0.0467869929769685 |
38 | 38.75 | 38.412191580683 | 0.337808419316968 |
39 | 38.2 | 37.9410412427843 | 0.258958757215679 |
40 | 38.39 | 38.3410658709367 | 0.0489341290633026 |
41 | 38.29 | 38.6322798492007 | -0.342279849200658 |
42 | 38.73 | 39.2582565035172 | -0.528256503517192 |
43 | 38.33 | 38.6107339885989 | -0.280733988598858 |
44 | 38.73 | 38.589098269787 | 0.140901730212967 |
45 | 39.06 | 38.7384845802324 | 0.321515419767622 |
46 | 39.28 | 39.0717380687236 | 0.208261931276415 |
47 | 38.6 | 38.0636787567552 | 0.536321243244774 |
48 | 39.68 | 39.0620455889733 | 0.617954411026714 |
49 | 39.61 | 38.6000198563759 | 1.00998014362407 |
50 | 40.74 | 39.6867409433124 | 1.05325905668763 |
51 | 40.55 | 39.5347012896783 | 1.01529871032175 |
52 | 40.8 | 40.0380042226822 | 0.761995777317837 |
53 | 40.81 | 39.4804395746006 | 1.32956042539938 |
54 | 41.47 | 40.0549169516603 | 1.41508304833973 |
55 | 41 | 39.9281859789812 | 1.07181402101878 |
56 | 41.42 | 40.3239351923144 | 1.09606480768565 |
57 | 41.84 | 40.6903721836767 | 1.14962781632335 |
58 | 40.89 | 39.8286862988382 | 1.06131370116179 |
59 | 41.05 | 40.10886449242 | 0.941135507579984 |
60 | 41.2 | 40.0790659763196 | 1.12093402368041 |
61 | 40.45 | 39.8202438887296 | 0.629756111270386 |
62 | 40.55 | 40.0737352714613 | 0.476264728538675 |
63 | 40.5 | 39.99510209909 | 0.504897900909978 |
64 | 39.23 | 38.7904693624347 | 0.439530637565318 |
65 | 39.42 | 38.6193543949749 | 0.800645605025125 |
66 | 40.05 | 39.582944200949 | 0.46705579905099 |
67 | 39.7 | 39.294119211003 | 0.405880788997007 |
68 | 39.17 | 39.1500814193908 | 0.0199185806091803 |
69 | 39.42 | 39.5244170520893 | -0.104417052089279 |
70 | 39.24 | 39.6438390209411 | -0.403839020941104 |
71 | 39.6 | 39.9125060778597 | -0.312506077859726 |
72 | 39.38 | 39.559560105952 | -0.179560105951991 |
73 | 39.38 | 39.5136436711806 | -0.133643671180594 |
74 | 39.8 | 39.8441483517715 | -0.044148351771462 |
75 | 40.45 | 40.4529174580921 | -0.00291745809204928 |
76 | 40.45 | 39.9364628469024 | 0.513537153097642 |
77 | 40.38 | 40.1316914399873 | 0.248308560012666 |
78 | 40.25 | 40.033898509185 | 0.216101490814956 |
79 | 40.03 | 39.8398990196364 | 0.190100980363595 |
80 | 40 | 39.7817931013103 | 0.218206898689692 |
81 | 39.76 | 39.5482086333674 | 0.211791366632625 |
82 | 39.96 | 39.4735669054495 | 0.486433094550538 |
83 | 40 | 39.758218951456 | 0.241781048544014 |
84 | 39.9 | 39.621067359961 | 0.278932640039034 |
85 | 39.76 | 39.7701716166258 | -0.0101716166258026 |
86 | 38.9 | 39.3185003097135 | -0.418500309713472 |
87 | 38.92 | 38.9532840218379 | -0.0332840218379352 |
88 | 37.34 | 37.3850308578525 | -0.0450308578524933 |
89 | 37.99 | 38.5113689252805 | -0.521368925280479 |
90 | 37.6 | 38.1438701789659 | -0.543870178965909 |
91 | 37.45 | 38.3984853121434 | -0.948485312143427 |
92 | 37.35 | 37.9667549418992 | -0.616754941899248 |
93 | 36.12 | 37.1438626987019 | -1.02386269870194 |
94 | 34.83 | 35.7025371145849 | -0.872537114584893 |
95 | 34.83 | 35.5694829177191 | -0.739482917719087 |
96 | 35.39 | 35.7294974182283 | -0.339497418228288 |
97 | 36.05 | 36.7238034868144 | -0.673803486814436 |
98 | 36.66 | 37.5578301153064 | -0.897830115306391 |
99 | 36.54 | 37.3116320497128 | -0.771632049712795 |
100 | 35.87 | 36.674548765642 | -0.804548765641962 |
101 | 36.01 | 36.6669933665758 | -0.656993366575791 |
102 | 36.03 | 36.6749138257867 | -0.64491382578667 |
103 | 35.63 | 36.0148548636681 | -0.384854863668123 |
104 | 36.04 | 36.1990657721949 | -0.159065772194856 |
105 | 35.96 | 36.4339953251341 | -0.473995325134131 |
106 | 35.94 | 35.8757532377608 | 0.0642467622392011 |
107 | 36.06 | 36.1073386921403 | -0.0473386921402804 |
108 | 36.52 | 36.6962936492218 | -0.176293649221777 |
109 | 36.91 | 37.3051701457328 | -0.395170145732774 |
110 | 37.05 | 37.3922836881575 | -0.342283688157542 |
111 | 35.98 | 37.0638027546069 | -1.08380275460693 |
112 | 35.5 | 36.4827433849168 | -0.982743384916835 |
113 | 34.04 | 34.8161374673555 | -0.776137467355515 |
114 | 34.2 | 34.8719404231151 | -0.67194042311508 |
115 | 33.63 | 34.3048608490162 | -0.67486084901619 |
116 | 33.84 | 34.725170743531 | -0.885170743530978 |
117 | 34.41 | 35.5468675815005 | -1.13686758150053 |
118 | 34.84 | 35.9001527786768 | -1.06015277867676 |
119 | 35.2 | 35.8361194220965 | -0.636119422096541 |
120 | 35.3 | 35.6356126590107 | -0.335612659010687 |
121 | 34.8 | 34.9943160006428 | -0.194316000642804 |
122 | 35.43 | 35.1329897773884 | 0.297010222611607 |
123 | 34.88 | 34.5209615805895 | 0.359038419410526 |
124 | 34.81 | 34.3492804161718 | 0.460719583828167 |
125 | 34.83 | 34.5721041046415 | 0.257895895358521 |
126 | 34.7 | 34.3426866493217 | 0.357313350678259 |
127 | 34.59 | 34.5756062915158 | 0.0143937084842081 |
128 | 34.77 | 34.6927080538183 | 0.0772919461816568 |
129 | 34.8 | 34.5251885148859 | 0.274811485114105 |
130 | 34.32 | 33.9804673486321 | 0.339532651367886 |
131 | 33.96 | 33.6231341081239 | 0.336865891876087 |
132 | 34 | 33.6682550101545 | 0.331744989845513 |
133 | 34.77 | 34.0339246778919 | 0.736075322108057 |
134 | 34.53 | 34.1116710028803 | 0.418328997119685 |
135 | 35.2 | 34.9359610517478 | 0.264038948252174 |
136 | 35.06 | 33.8616871184628 | 1.19831288153717 |
137 | 35.18 | 34.1158175253967 | 1.06418247460334 |
138 | 35 | 33.9319242498692 | 1.06807575013081 |
139 | 34.49 | 33.4884809514141 | 1.00151904858595 |
140 | 35.15 | 34.4571319538882 | 0.692868046111829 |
141 | 34.59 | 33.8320710927102 | 0.757928907289817 |
142 | 34.65 | 33.4500064029069 | 1.19999359709308 |
143 | 34.59 | 33.759510053311 | 0.830489946689001 |
144 | 34.92 | 34.513084532589 | 0.406915467410981 |
145 | 34.37 | 34.3562395197683 | 0.0137604802316702 |
146 | 34.47 | 34.7717115615989 | -0.301711561598928 |
147 | 35.13 | 35.482737474481 | -0.352737474480963 |
148 | 35.15 | 35.5214586015715 | -0.371458601571488 |
149 | 34.48 | 35.2481969279837 | -0.768196927983733 |
150 | 34.91 | 35.3769928468341 | -0.466992846834115 |
151 | 35.95 | 36.2562809409727 | -0.306280940972645 |
152 | 35.52 | 36.175612793105 | -0.655612793105005 |
153 | 36.16 | 36.6846138928611 | -0.524613892861061 |
154 | 36.15 | 36.6681928079624 | -0.51819280796245 |
155 | 36.07 | 36.6755336383239 | -0.605533638323942 |
156 | 36.5 | 37.1541712797169 | -0.654171279716886 |
157 | 36.51 | 36.7584070950347 | -0.24840709503466 |
158 | 36.23 | 36.6468224727105 | -0.416822472710491 |
159 | 35.91 | 36.0175523761325 | -0.107552376132465 |
160 | 35.56 | 35.5370284348011 | 0.0229715651988746 |
161 | 36.45 | 36.6800696561892 | -0.230069656189159 |
162 | 36.34 | 36.8379268328557 | -0.497926832855706 |
163 | 37.32 | 37.626304836063 | -0.306304836062998 |
164 | 37.47 | 38.2319303724758 | -0.761930372475837 |
165 | 36.98 | 37.2151580264646 | -0.235158026464654 |
166 | 36.42 | 37.0504493964686 | -0.630449396468581 |
167 | 37.04 | 37.9094629947669 | -0.8694629947669 |
168 | 37.15 | 37.7007904879194 | -0.550790487919393 |
169 | 37.13 | 37.6312846835723 | -0.501284683572261 |
170 | 38.21 | 38.6086616277641 | -0.3986616277641 |
171 | 37.91 | 38.5360537688835 | -0.626053768883503 |
172 | 38.4 | 39.6752588656356 | -1.27525886563556 |
173 | 39.12 | 40.4065015164438 | -1.28650151644382 |
174 | 38.05 | 40.0493817555957 | -1.99938175559569 |
175 | 37.83 | 39.6260432413294 | -1.79604324132939 |
176 | 38.02 | 40.3010174192673 | -2.28101741926731 |
177 | 38.43 | 40.7811334509192 | -2.35113345091924 |
178 | 40.94 | 41.1966133751042 | -0.256613375104173 |
179 | 40.75 | 40.9452372807163 | -0.195237280716296 |
180 | 41.06 | 40.9743613047906 | 0.085638695209399 |
181 | 41.69 | 41.7030372111097 | -0.0130372111097065 |
182 | 41.73 | 41.5356311120353 | 0.194368887964668 |
183 | 42.34 | 42.2927371503803 | 0.0472628496197313 |
184 | 42.54 | 42.8394913926692 | -0.299491392669207 |
185 | 42.5 | 42.93775253839 | -0.437752538389977 |
186 | 42.78 | 42.8477283497125 | -0.0677283497125115 |
187 | 42.65 | 42.6181059039421 | 0.0318940960579113 |
188 | 42 | 41.9522713333077 | 0.0477286666922579 |
189 | 42.3 | 41.934108823591 | 0.365891176409037 |
190 | 42.02 | 41.7751754522128 | 0.244824547787174 |
191 | 41.52 | 40.7791232422156 | 0.740876757784428 |
192 | 41.77 | 40.4096730688809 | 1.36032693111909 |
193 | 42.43 | 41.8848011111105 | 0.545198888889499 |
194 | 42.43 | 42.0634613196955 | 0.366538680304508 |
195 | 42.48 | 41.9614677234442 | 0.518532276555823 |
196 | 42.01 | 41.4551988693233 | 0.554801130676717 |
197 | 41.99 | 41.6047915790674 | 0.385208420932651 |
198 | 42.01 | 41.3852524501849 | 0.624747549815137 |
199 | 42.05 | 41.6841917891375 | 0.36580821086249 |
200 | 41.84 | 41.4990211208246 | 0.340978879175403 |
201 | 41.79 | 41.5796486320835 | 0.21035136791648 |
202 | 41.82 | 41.6579758495184 | 0.162024150481613 |
203 | 41.87 | 41.6224368469529 | 0.247563153047142 |
204 | 41.66 | 41.4293132578288 | 0.230686742171239 |
205 | 41.19 | 40.9001776495847 | 0.28982235041528 |
206 | 40.99 | 40.993857495366 | -0.00385749536600836 |
207 | 41.15 | 40.7398466439612 | 0.410153356038757 |
208 | 40.95 | 41.0440301216364 | -0.0940301216363869 |
209 | 40.67 | 41.0008904103083 | -0.330890410308265 |
210 | 41.1 | 41.4330834210091 | -0.333083421009131 |
211 | 40.88 | 41.2305999202436 | -0.350599920243619 |
212 | 40.93 | 41.2699824006978 | -0.339982400697815 |
213 | 40.89 | 41.4136167023239 | -0.523616702323936 |
214 | 40.97 | 41.7940040949736 | -0.824004094973604 |
215 | 40.87 | 41.2529563282092 | -0.382956328209159 |
216 | 40.56 | 41.1154498933449 | -0.555449893344855 |
217 | 40.47 | 40.359212447934 | 0.110787552066026 |
218 | 40.01 | 39.8701730233252 | 0.139826976674762 |
219 | 40.23 | 40.5848916130254 | -0.354891613025404 |
220 | 40.45 | 41.0273376029699 | -0.577337602969928 |
221 | 40.3 | 40.6533923731907 | -0.353392373190656 |
222 | 40.38 | 40.7724920381345 | -0.392492038134522 |
223 | 39.95 | 40.9175618847197 | -0.967561884719713 |
224 | 39.74 | 40.52544494108 | -0.78544494108004 |
225 | 40.37 | 40.677385296735 | -0.307385296735008 |
226 | 40.05 | 40.0812853036733 | -0.0312853036733374 |
227 | 40.14 | 40.1159005750123 | 0.0240994249877138 |
228 | 39.42 | 39.654896564177 | -0.234896564177019 |
229 | 38.97 | 39.388419383664 | -0.418419383664045 |
230 | 39.06 | 39.3898655751324 | -0.329865575132395 |
231 | 39.86 | 39.3650967721108 | 0.494903227889226 |
232 | 40.49 | 39.3011767163743 | 1.18882328362575 |
233 | 39.99 | 38.7771157716837 | 1.21288422831627 |
234 | 39.94 | 38.6654645224321 | 1.27453547756793 |
235 | 39.97 | 38.7418697482751 | 1.22813025172486 |
236 | 40.21 | 39.5265460518068 | 0.683453948193185 |
237 | 40.39 | 39.9016793503522 | 0.488320649647805 |
238 | 39.95 | 39.5895958750693 | 0.360404124930749 |
239 | 39.46 | 39.0353401130767 | 0.424659886923292 |
240 | 39.07 | 38.8468815523647 | 0.22311844763525 |
241 | 38.64 | 38.2298997709415 | 0.410100229058537 |
242 | 38.96 | 38.488485845439 | 0.471514154560983 |
243 | 38.57 | 38.2638105690919 | 0.306189430908143 |
244 | 37.84 | 37.8758200903928 | -0.0358200903927714 |
245 | 37.36 | 37.3408842544609 | 0.0191157455390873 |
246 | 37.08 | 37.657019621127 | -0.577019621127017 |
247 | 36.45 | 36.6675715751736 | -0.217571575173601 |
248 | 37.02 | 36.545931877985 | 0.474068122014966 |
249 | 37.68 | 36.7975535071285 | 0.882446492871483 |
250 | 37.67 | 36.4445993586432 | 1.2254006413568 |
251 | 38.55 | 37.5759636553129 | 0.974036344687142 |
252 | 38.16 | 37.6235814728451 | 0.536418527154871 |
253 | 38.96 | 38.5265964310868 | 0.433403568913243 |
254 | 38.05 | 37.7483052288382 | 0.301694771161758 |
255 | 38.77 | 38.5869600102069 | 0.183039989793133 |
256 | 38.76 | 38.5706278931745 | 0.189372106825531 |
257 | 38.86 | 38.7284084311611 | 0.131591568838847 |
258 | 38.49 | 38.3220031477918 | 0.167996852208212 |
259 | 38.29 | 37.9398776101698 | 0.350122389830249 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.00968496473431689 | 0.0193699294686338 | 0.990315035265683 |
9 | 0.00437564624437096 | 0.00875129248874191 | 0.995624353755629 |
10 | 0.000826683880822209 | 0.00165336776164442 | 0.999173316119178 |
11 | 0.000171766538858718 | 0.000343533077717436 | 0.999828233461141 |
12 | 0.00019671994664459 | 0.000393439893289179 | 0.999803280053355 |
13 | 6.13833656487746e-05 | 0.000122766731297549 | 0.999938616634351 |
14 | 1.39904755356717e-05 | 2.79809510713435e-05 | 0.999986009524464 |
15 | 2.8310251682316e-06 | 5.6620503364632e-06 | 0.999997168974832 |
16 | 5.67942284191735e-07 | 1.13588456838347e-06 | 0.999999432057716 |
17 | 1.0651064453446e-07 | 2.1302128906892e-07 | 0.999999893489355 |
18 | 2.53461703098142e-08 | 5.06923406196283e-08 | 0.99999997465383 |
19 | 4.9489027405535e-09 | 9.897805481107e-09 | 0.999999995051097 |
20 | 4.66418284070114e-09 | 9.32836568140227e-09 | 0.999999995335817 |
21 | 9.12204117025081e-10 | 1.82440823405016e-09 | 0.999999999087796 |
22 | 8.45627440261475e-10 | 1.69125488052295e-09 | 0.999999999154373 |
23 | 1.64397482728504e-10 | 3.28794965457008e-10 | 0.999999999835603 |
24 | 3.82309332112984e-11 | 7.64618664225967e-11 | 0.999999999961769 |
25 | 1.10219876858871e-11 | 2.20439753717742e-11 | 0.999999999988978 |
26 | 2.36749356569905e-12 | 4.7349871313981e-12 | 0.999999999997633 |
27 | 4.78178498836949e-13 | 9.56356997673897e-13 | 0.999999999999522 |
28 | 3.3006795113064e-13 | 6.6013590226128e-13 | 0.99999999999967 |
29 | 1.86088414002388e-12 | 3.72176828004776e-12 | 0.999999999998139 |
30 | 2.63636783467993e-11 | 5.27273566935986e-11 | 0.999999999973636 |
31 | 6.75434933238049e-11 | 1.3508698664761e-10 | 0.999999999932456 |
32 | 3.82971453059472e-11 | 7.65942906118943e-11 | 0.999999999961703 |
33 | 2.92004503376198e-11 | 5.84009006752396e-11 | 0.9999999999708 |
34 | 8.26741201321174e-12 | 1.65348240264235e-11 | 0.999999999991733 |
35 | 4.52400485469285e-12 | 9.04800970938571e-12 | 0.999999999995476 |
36 | 1.24711795023875e-11 | 2.49423590047751e-11 | 0.999999999987529 |
37 | 5.84104941971563e-12 | 1.16820988394313e-11 | 0.999999999994159 |
38 | 3.22574136722902e-12 | 6.45148273445803e-12 | 0.999999999996774 |
39 | 9.93992712855076e-13 | 1.98798542571015e-12 | 0.999999999999006 |
40 | 3.17738622694051e-13 | 6.35477245388103e-13 | 0.999999999999682 |
41 | 2.71315313083135e-13 | 5.42630626166269e-13 | 0.999999999999729 |
42 | 2.04977373985681e-13 | 4.09954747971362e-13 | 0.999999999999795 |
43 | 1.10688853278645e-13 | 2.21377706557289e-13 | 0.999999999999889 |
44 | 3.45083371196925e-14 | 6.9016674239385e-14 | 0.999999999999965 |
45 | 1.67892552487513e-14 | 3.35785104975025e-14 | 0.999999999999983 |
46 | 7.14939088927257e-15 | 1.42987817785451e-14 | 0.999999999999993 |
47 | 2.50761896438244e-15 | 5.01523792876488e-15 | 0.999999999999997 |
48 | 4.17500695576183e-15 | 8.35001391152365e-15 | 0.999999999999996 |
49 | 6.85102817111432e-15 | 1.37020563422286e-14 | 0.999999999999993 |
50 | 1.66151249597993e-14 | 3.32302499195986e-14 | 0.999999999999983 |
51 | 1.72008770346535e-14 | 3.4401754069307e-14 | 0.999999999999983 |
52 | 1.49745628861167e-14 | 2.99491257722333e-14 | 0.999999999999985 |
53 | 1.70161699170938e-14 | 3.40323398341877e-14 | 0.999999999999983 |
54 | 1.1516827847658e-12 | 2.3033655695316e-12 | 0.999999999998848 |
55 | 1.92313976482815e-12 | 3.84627952965631e-12 | 0.999999999998077 |
56 | 1.55641139503275e-12 | 3.11282279006551e-12 | 0.999999999998444 |
57 | 1.59799663408246e-12 | 3.19599326816493e-12 | 0.999999999998402 |
58 | 1.35556255876958e-12 | 2.71112511753915e-12 | 0.999999999998644 |
59 | 2.26192006423308e-12 | 4.52384012846617e-12 | 0.999999999997738 |
60 | 2.26036148413248e-12 | 4.52072296826495e-12 | 0.99999999999774 |
61 | 3.70640577571662e-12 | 7.41281155143323e-12 | 0.999999999996294 |
62 | 6.52957379565497e-12 | 1.30591475913099e-11 | 0.99999999999347 |
63 | 8.86721735679859e-12 | 1.77344347135972e-11 | 0.999999999991133 |
64 | 1.28596806460455e-11 | 2.57193612920911e-11 | 0.99999999998714 |
65 | 8.69548501519817e-12 | 1.73909700303963e-11 | 0.999999999991305 |
66 | 4.64304740615254e-12 | 9.28609481230508e-12 | 0.999999999995357 |
67 | 2.88143466772282e-12 | 5.76286933544564e-12 | 0.999999999997119 |
68 | 1.26512485793485e-12 | 2.53024971586969e-12 | 0.999999999998735 |
69 | 6.95430587554209e-13 | 1.39086117510842e-12 | 0.999999999999305 |
70 | 3.04422116606028e-12 | 6.08844233212056e-12 | 0.999999999996956 |
71 | 2.71726804848503e-11 | 5.43453609697006e-11 | 0.999999999972827 |
72 | 6.47848463199081e-11 | 1.29569692639816e-10 | 0.999999999935215 |
73 | 2.24508492974733e-10 | 4.49016985949467e-10 | 0.999999999775491 |
74 | 4.42886551163408e-10 | 8.85773102326817e-10 | 0.999999999557113 |
75 | 9.12847896249464e-10 | 1.82569579249893e-09 | 0.999999999087152 |
76 | 1.06243893529058e-09 | 2.12487787058115e-09 | 0.999999998937561 |
77 | 1.5064368539811e-09 | 3.0128737079622e-09 | 0.999999998493563 |
78 | 3.85366466776972e-09 | 7.70732933553944e-09 | 0.999999996146335 |
79 | 4.36441414368529e-09 | 8.72882828737058e-09 | 0.999999995635586 |
80 | 6.55516201956571e-09 | 1.31103240391314e-08 | 0.999999993444838 |
81 | 9.11628180600799e-09 | 1.8232563612016e-08 | 0.999999990883718 |
82 | 2.2145406104161e-08 | 4.4290812208322e-08 | 0.999999977854594 |
83 | 6.58281492345454e-08 | 1.31656298469091e-07 | 0.999999934171851 |
84 | 8.26214264010691e-08 | 1.65242852802138e-07 | 0.999999917378574 |
85 | 3.34408593613617e-07 | 6.68817187227234e-07 | 0.999999665591406 |
86 | 2.16499908918572e-06 | 4.32999817837143e-06 | 0.999997835000911 |
87 | 4.5750877556312e-06 | 9.1501755112624e-06 | 0.999995424912244 |
88 | 7.10701371256759e-06 | 1.42140274251352e-05 | 0.999992892986287 |
89 | 1.75233422674932e-05 | 3.50466845349863e-05 | 0.999982476657733 |
90 | 4.16996301062127e-05 | 8.33992602124255e-05 | 0.999958300369894 |
91 | 0.000399354805238739 | 0.000798709610477478 | 0.999600645194761 |
92 | 0.000705363539781508 | 0.00141072707956302 | 0.999294636460219 |
93 | 0.00150737134926601 | 0.00301474269853202 | 0.998492628650734 |
94 | 0.00140334752076124 | 0.00280669504152248 | 0.998596652479239 |
95 | 0.00119459999691021 | 0.00238919999382042 | 0.99880540000309 |
96 | 0.000948859306699491 | 0.00189771861339898 | 0.9990511406933 |
97 | 0.00176877312745323 | 0.00353754625490646 | 0.998231226872547 |
98 | 0.00557730519724837 | 0.0111546103944967 | 0.994422694802752 |
99 | 0.00859800290669533 | 0.0171960058133907 | 0.991401997093305 |
100 | 0.0090553877461396 | 0.0181107754922792 | 0.99094461225386 |
101 | 0.00856772985844748 | 0.017135459716895 | 0.991432270141553 |
102 | 0.00795409489049232 | 0.0159081897809846 | 0.992045905109508 |
103 | 0.00641240438853104 | 0.0128248087770621 | 0.993587595611469 |
104 | 0.00529173815390344 | 0.0105834763078069 | 0.994708261846097 |
105 | 0.00503804865515729 | 0.0100760973103146 | 0.994961951344843 |
106 | 0.00520761586061464 | 0.0104152317212293 | 0.994792384139385 |
107 | 0.00485501487826184 | 0.00971002975652368 | 0.995144985121738 |
108 | 0.00629071653592086 | 0.0125814330718417 | 0.993709283464079 |
109 | 0.00860324904571047 | 0.0172064980914209 | 0.99139675095429 |
110 | 0.0101089795860733 | 0.0202179591721466 | 0.989891020413927 |
111 | 0.0208410323044057 | 0.0416820646088113 | 0.979158967695594 |
112 | 0.0274436698048033 | 0.0548873396096066 | 0.972556330195197 |
113 | 0.023095543517426 | 0.0461910870348519 | 0.976904456482574 |
114 | 0.0194864688260535 | 0.0389729376521071 | 0.980513531173946 |
115 | 0.0167205137867927 | 0.0334410275735855 | 0.983279486213207 |
116 | 0.0158764652345523 | 0.0317529304691047 | 0.984123534765448 |
117 | 0.0190386649713257 | 0.0380773299426514 | 0.980961335028674 |
118 | 0.0225062337855732 | 0.0450124675711464 | 0.977493766214427 |
119 | 0.0203123951656872 | 0.0406247903313744 | 0.979687604834313 |
120 | 0.0172848831372967 | 0.0345697662745934 | 0.982715116862703 |
121 | 0.01545016703492 | 0.03090033406984 | 0.98454983296508 |
122 | 0.0157702713666751 | 0.0315405427333502 | 0.984229728633325 |
123 | 0.0182171124071051 | 0.0364342248142102 | 0.981782887592895 |
124 | 0.0205725006969574 | 0.0411450013939147 | 0.979427499303043 |
125 | 0.0185678428444629 | 0.0371356856889258 | 0.981432157155537 |
126 | 0.0165075672426146 | 0.0330151344852291 | 0.983492432757385 |
127 | 0.013155708395287 | 0.026311416790574 | 0.986844291604713 |
128 | 0.0104036670450059 | 0.0208073340900118 | 0.989596332954994 |
129 | 0.00840601377091857 | 0.0168120275418371 | 0.991593986229081 |
130 | 0.00888328015146153 | 0.0177665603029231 | 0.991116719848538 |
131 | 0.00980292259879723 | 0.0196058451975945 | 0.990197077401203 |
132 | 0.0107490377610788 | 0.0214980755221576 | 0.989250962238921 |
133 | 0.0110354987891474 | 0.0220709975782947 | 0.988964501210853 |
134 | 0.00909264500481455 | 0.0181852900096291 | 0.990907354995185 |
135 | 0.00722782968316258 | 0.0144556593663252 | 0.992772170316837 |
136 | 0.0103899253019732 | 0.0207798506039465 | 0.989610074698027 |
137 | 0.0133002648845775 | 0.026600529769155 | 0.986699735115423 |
138 | 0.0185107935803509 | 0.0370215871607019 | 0.981489206419649 |
139 | 0.0215185310413496 | 0.0430370620826992 | 0.97848146895865 |
140 | 0.0216570841725044 | 0.0433141683450088 | 0.978342915827496 |
141 | 0.0214294583815175 | 0.042858916763035 | 0.978570541618483 |
142 | 0.0314419329241415 | 0.0628838658482831 | 0.968558067075858 |
143 | 0.0380667185903442 | 0.0761334371806883 | 0.961933281409656 |
144 | 0.0358170842758963 | 0.0716341685517926 | 0.964182915724104 |
145 | 0.0347732409161457 | 0.0695464818322915 | 0.965226759083854 |
146 | 0.0366798964147861 | 0.0733597928295722 | 0.963320103585214 |
147 | 0.0518068495234324 | 0.103613699046865 | 0.948193150476568 |
148 | 0.0670938923779752 | 0.13418778475595 | 0.932906107622025 |
149 | 0.114789677946676 | 0.229579355893351 | 0.885210322053324 |
150 | 0.137359538272575 | 0.27471907654515 | 0.862640461727425 |
151 | 0.177650612140535 | 0.355301224281069 | 0.822349387859465 |
152 | 0.190380228697036 | 0.380760457394073 | 0.809619771302964 |
153 | 0.210322831926688 | 0.420645663853375 | 0.789677168073312 |
154 | 0.225647410483239 | 0.451294820966478 | 0.774352589516761 |
155 | 0.228817986601935 | 0.45763597320387 | 0.771182013398065 |
156 | 0.252139127993248 | 0.504278255986496 | 0.747860872006752 |
157 | 0.241764632199143 | 0.483529264398286 | 0.758235367800857 |
158 | 0.236937845572231 | 0.473875691144461 | 0.763062154427769 |
159 | 0.229376382239557 | 0.458752764479113 | 0.770623617760443 |
160 | 0.225896518327542 | 0.451793036655084 | 0.774103481672458 |
161 | 0.212461493712659 | 0.424922987425317 | 0.787538506287341 |
162 | 0.190218384827926 | 0.380436769655852 | 0.809781615172074 |
163 | 0.176106893042167 | 0.352213786084334 | 0.823893106957833 |
164 | 0.164060787212433 | 0.328121574424865 | 0.835939212787567 |
165 | 0.156047714146824 | 0.312095428293648 | 0.843952285853176 |
166 | 0.138679216095131 | 0.277358432190263 | 0.861320783904869 |
167 | 0.128869022558178 | 0.257738045116356 | 0.871130977441822 |
168 | 0.115449138093711 | 0.230898276187421 | 0.884550861906289 |
169 | 0.103422063280385 | 0.20684412656077 | 0.896577936719615 |
170 | 0.0958369158406339 | 0.191673831681268 | 0.904163084159366 |
171 | 0.0877800200058885 | 0.175560040011777 | 0.912219979994112 |
172 | 0.110369828898324 | 0.220739657796649 | 0.889630171101676 |
173 | 0.119944782952518 | 0.239889565905036 | 0.880055217047482 |
174 | 0.202650696004953 | 0.405301392009906 | 0.797349303995047 |
175 | 0.337015642313603 | 0.674031284627205 | 0.662984357686397 |
176 | 0.781163506816094 | 0.437672986367811 | 0.218836493183906 |
177 | 0.996630956482129 | 0.00673808703574151 | 0.00336904351787076 |
178 | 0.997472896464538 | 0.00505420707092458 | 0.00252710353546229 |
179 | 0.998461590957408 | 0.00307681808518453 | 0.00153840904259226 |
180 | 0.998909065179298 | 0.00218186964140386 | 0.00109093482070193 |
181 | 0.999079401254503 | 0.00184119749099353 | 0.000920598745496765 |
182 | 0.999219028293035 | 0.00156194341393002 | 0.000780971706965009 |
183 | 0.999188145223599 | 0.00162370955280191 | 0.000811854776400954 |
184 | 0.999216548681343 | 0.00156690263731404 | 0.00078345131865702 |
185 | 0.999327098117419 | 0.00134580376516129 | 0.000672901882580645 |
186 | 0.999183790881678 | 0.00163241823664416 | 0.000816209118322081 |
187 | 0.999036395117036 | 0.00192720976592718 | 0.000963604882963588 |
188 | 0.999055285628081 | 0.00188942874383843 | 0.000944714371919215 |
189 | 0.998989947959712 | 0.00202010408057648 | 0.00101005204028824 |
190 | 0.998931322191454 | 0.0021373556170923 | 0.00106867780854615 |
191 | 0.99905854206837 | 0.00188291586326028 | 0.000941457931630141 |
192 | 0.999600615281055 | 0.000798769437889479 | 0.00039938471894474 |
193 | 0.999528070372705 | 0.000943859254590298 | 0.000471929627295149 |
194 | 0.999377743452879 | 0.00124451309424226 | 0.000622256547121129 |
195 | 0.999237685002115 | 0.00152462999577045 | 0.000762314997885227 |
196 | 0.999062361346809 | 0.00187527730638209 | 0.000937638653191047 |
197 | 0.998742151674809 | 0.00251569665038295 | 0.00125784832519148 |
198 | 0.998515463993559 | 0.00296907201288132 | 0.00148453600644066 |
199 | 0.998319576077442 | 0.00336084784511514 | 0.00168042392255757 |
200 | 0.998159922446328 | 0.0036801551073444 | 0.0018400775536722 |
201 | 0.997717550590545 | 0.00456489881891087 | 0.00228244940945543 |
202 | 0.997019819666734 | 0.00596036066653222 | 0.00298018033326611 |
203 | 0.99661314750617 | 0.00677370498766063 | 0.00338685249383032 |
204 | 0.996444856348544 | 0.00711028730291232 | 0.00355514365145616 |
205 | 0.996235881768029 | 0.00752823646394201 | 0.003764118231971 |
206 | 0.995105551215169 | 0.0097888975696612 | 0.0048944487848306 |
207 | 0.995971079606905 | 0.00805784078619004 | 0.00402892039309502 |
208 | 0.994753998954194 | 0.0104920020916122 | 0.0052460010458061 |
209 | 0.992577430418997 | 0.0148451391620057 | 0.00742256958100283 |
210 | 0.98982098246352 | 0.0203580350729609 | 0.0101790175364804 |
211 | 0.98605284187091 | 0.0278943162581808 | 0.0139471581290904 |
212 | 0.981293489928659 | 0.0374130201426822 | 0.0187065100713411 |
213 | 0.974627065620128 | 0.050745868759744 | 0.025372934379872 |
214 | 0.969050206695386 | 0.0618995866092271 | 0.0309497933046135 |
215 | 0.958806599460714 | 0.082386801078572 | 0.041193400539286 |
216 | 0.948017377984656 | 0.103965244030688 | 0.0519826220153442 |
217 | 0.937833920040569 | 0.124332159918863 | 0.0621660799594313 |
218 | 0.925801124669033 | 0.148397750661934 | 0.0741988753309672 |
219 | 0.905712601500055 | 0.188574796999891 | 0.0942873984999454 |
220 | 0.88672284559289 | 0.226554308814221 | 0.11327715440711 |
221 | 0.862450142575013 | 0.275099714849974 | 0.137549857424987 |
222 | 0.835754239597294 | 0.328491520805412 | 0.164245760402706 |
223 | 0.870294649938842 | 0.259410700122315 | 0.129705350061158 |
224 | 0.918445092278146 | 0.163109815443709 | 0.0815549077218545 |
225 | 0.919197195352859 | 0.161605609294282 | 0.0808028046471408 |
226 | 0.907237369325659 | 0.185525261348681 | 0.0927626306743405 |
227 | 0.896634504875154 | 0.206730990249693 | 0.103365495124847 |
228 | 0.921777119971964 | 0.156445760056071 | 0.0782228800280356 |
229 | 0.967663569223029 | 0.0646728615539423 | 0.0323364307769712 |
230 | 0.996886755803629 | 0.00622648839274255 | 0.00311324419637127 |
231 | 0.998926690950686 | 0.00214661809862715 | 0.00107330904931357 |
232 | 0.998728887090019 | 0.00254222581996223 | 0.00127111290998112 |
233 | 0.998128404171538 | 0.00374319165692349 | 0.00187159582846175 |
234 | 0.997401527405506 | 0.00519694518898736 | 0.00259847259449368 |
235 | 0.996607188651996 | 0.00678562269600725 | 0.00339281134800363 |
236 | 0.994899182756202 | 0.0102016344875962 | 0.00510081724379809 |
237 | 0.991238074091904 | 0.0175238518161921 | 0.00876192590809606 |
238 | 0.985144510073014 | 0.0297109798539729 | 0.0148554899269865 |
239 | 0.976581150018234 | 0.0468376999635323 | 0.0234188499817662 |
240 | 0.964089501435694 | 0.0718209971286126 | 0.0359104985643063 |
241 | 0.963984270691833 | 0.0720314586163339 | 0.0360157293081669 |
242 | 0.996309506804399 | 0.00738098639120179 | 0.00369049319560089 |
243 | 0.99813038169168 | 0.00373923661663956 | 0.00186961830831978 |
244 | 0.998601540354327 | 0.00279691929134657 | 0.00139845964567329 |
245 | 0.996420883684776 | 0.00715823263044882 | 0.00357911631522441 |
246 | 0.991137814136195 | 0.0177243717276098 | 0.00886218586380491 |
247 | 0.999134654408967 | 0.00173069118206679 | 0.000865345591033395 |
248 | 0.99981981382741 | 0.000360372345179375 | 0.000180186172589688 |
249 | 0.999382454320431 | 0.001235091359137 | 0.0006175456795685 |
250 | 0.997101226035163 | 0.00579754792967294 | 0.00289877396483647 |
251 | 0.995795484922759 | 0.00840903015448203 | 0.00420451507724102 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 136 | 0.557377049180328 | NOK |
5% type I error level | 189 | 0.774590163934426 | NOK |
10% type I error level | 201 | 0.823770491803279 | NOK |