Multiple Linear Regression - Estimated Regression Equation |
Total_SA[t] = -8.35563330853932 -0.056998745698594Brent[t] + 0.213609622298348WTI[t] + 0.0100191400524719Cac40[t] -0.0933746376314878M1[t] -0.102280872799912M2[t] -0.0460718368952181M3[t] -0.0809117289927951M4[t] -0.146763300701186M5[t] -0.161896243906714M6[t] -0.155790284737118M7[t] -0.246617898982854M8[t] -0.182558503438342M9[t] -0.0142231980012396M10[t] + 0.0391640386593835M11[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) | -8.35563330853932 | 1.007603 | -8.2926 | 0 | 0 |
Brent | -0.056998745698594 | 0.019001 | -2.9997 | 0.002982 | 0.001491 |
WTI | 0.213609622298348 | 0.019112 | 11.1766 | 0 | 0 |
Cac40 | 0.0100191400524719 | 0.00033 | 30.3911 | 0 | 0 |
M1 | -0.0933746376314878 | 0.225386 | -0.4143 | 0.679027 | 0.339513 |
M2 | -0.102280872799912 | 0.225567 | -0.4534 | 0.650636 | 0.325318 |
M3 | -0.0460718368952181 | 0.225588 | -0.2042 | 0.838344 | 0.419172 |
M4 | -0.0809117289927951 | 0.225431 | -0.3589 | 0.719965 | 0.359982 |
M5 | -0.146763300701186 | 0.225412 | -0.6511 | 0.515602 | 0.257801 |
M6 | -0.161896243906714 | 0.225377 | -0.7183 | 0.473237 | 0.236619 |
M7 | -0.155790284737118 | 0.225335 | -0.6914 | 0.48999 | 0.244995 |
M8 | -0.246617898982854 | 0.228018 | -1.0816 | 0.28051 | 0.140255 |
M9 | -0.182558503438342 | 0.228038 | -0.8006 | 0.424165 | 0.212083 |
M10 | -0.0142231980012396 | 0.227961 | -0.0624 | 0.950301 | 0.47515 |
M11 | 0.0391640386593835 | 0.227954 | 0.1718 | 0.863732 | 0.431866 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.951177143091833 |
R-squared | 0.904737957540341 |
Adjusted R-squared | 0.899272102645115 |
F-TEST (value) | 165.525425552461 |
F-TEST (DF numerator) | 14 |
F-TEST (DF denominator) | 244 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.738522847212025 |
Sum Squared Residuals | 133.081502988414 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 38.58 | 39.9869288625779 | -1.4069288625779 |
2 | 38.48 | 39.8479938099525 | -1.36799380995255 |
3 | 38.56 | 40.0182887742429 | -1.45828877424293 |
4 | 38.25 | 39.2138538741512 | -0.963853874151186 |
5 | 37.97 | 38.8366074105272 | -0.866607410527207 |
6 | 38.42 | 38.877752062264 | -0.457752062264034 |
7 | 38.6 | 39.2916998893172 | -0.691699889317219 |
8 | 38.3 | 38.9282166701312 | -0.62821667013118 |
9 | 38.22 | 38.8131821513029 | -0.593182151302898 |
10 | 38.22 | 38.6206297082329 | -0.400629708232886 |
11 | 38.22 | 38.5468815413148 | -0.326881541314798 |
12 | 36.98 | 37.4852464961817 | -0.50524649618174 |
13 | 37.43 | 38.0793911043902 | -0.649391104390233 |
14 | 37.52 | 38.0772065178967 | -0.557206517896667 |
15 | 37.98 | 38.3565039578353 | -0.376503957835313 |
16 | 37.83 | 37.9304925989545 | -0.100492598954512 |
17 | 38 | 38.1230212960305 | -0.123021296030486 |
18 | 37.7 | 37.8190066048747 | -0.119006604874717 |
19 | 37.88 | 37.8563301499691 | 0.0236698500309273 |
20 | 39.02 | 38.5727136006952 | 0.447286399304847 |
21 | 38.84 | 38.1603939745415 | 0.679606025458508 |
22 | 39.44 | 38.6813898557387 | 0.758610144261293 |
23 | 39.12 | 38.5100328776033 | 0.609967122396744 |
24 | 38.82 | 38.5257515195725 | 0.294248480427539 |
25 | 38.99 | 38.3921406401626 | 0.597859359837397 |
26 | 38.39 | 37.7961081841261 | 0.593891815873943 |
27 | 38.71 | 38.1078295593539 | 0.602170440646129 |
28 | 38.43 | 38.140177559878 | 0.289822440121972 |
29 | 38.67 | 38.0414933155613 | 0.628506684438666 |
30 | 38.45 | 37.7105684321723 | 0.739431567827743 |
31 | 39.34 | 38.3749816667003 | 0.96501833329975 |
32 | 39.6 | 38.6442002986545 | 0.955799701345499 |
33 | 39.84 | 39.0403803561459 | 0.799619643854127 |
34 | 40 | 39.1958895414095 | 0.804110458590515 |
35 | 39.55 | 38.938481386013 | 0.61151861398696 |
36 | 38.5 | 38.2603349653004 | 0.239665034699577 |
37 | 38.13 | 38.3131434424927 | -0.183143442492677 |
38 | 38.75 | 38.7049131732348 | 0.0450868267651732 |
39 | 38.2 | 38.3773828459596 | -0.177382845959548 |
40 | 38.39 | 38.7999704905993 | -0.409970490599298 |
41 | 38.29 | 38.9193577958102 | -0.6293577958102 |
42 | 38.73 | 39.4868870925839 | -0.756887092583949 |
43 | 38.33 | 38.7337002127578 | -0.403700212757797 |
44 | 38.73 | 38.6311207217401 | 0.0988792782599269 |
45 | 39.06 | 38.7105940171174 | 0.34940598288265 |
46 | 39.28 | 39.2022761125865 | 0.0777238874135281 |
47 | 38.6 | 38.2651660181782 | 0.334833981821775 |
48 | 39.68 | 39.2080510706676 | 0.471948929332411 |
49 | 39.61 | 38.6002027382564 | 1.00979726174361 |
50 | 40.74 | 39.543461221647 | 1.19653877835303 |
51 | 40.55 | 39.4670494222662 | 1.08295057773381 |
52 | 40.8 | 40.0811321717173 | 0.71886782828266 |
53 | 40.81 | 39.3744030299208 | 1.43559697007916 |
54 | 41.47 | 40.1037672512885 | 1.36623274871149 |
55 | 41 | 40.0296776369244 | 0.970322363075649 |
56 | 41.42 | 40.170927377087 | 1.24907262291299 |
57 | 41.84 | 40.6128140146315 | 1.22718598536855 |
58 | 40.89 | 40.0065041194537 | 0.883495880546291 |
59 | 41.05 | 40.2042121575613 | 0.845787842438748 |
60 | 41.2 | 40.2260590040802 | 0.973940995919798 |
61 | 40.45 | 40.0901620460288 | 0.359837953971224 |
62 | 40.55 | 40.2940442735484 | 0.255955726451647 |
63 | 40.5 | 40.2840055228848 | 0.215994477115179 |
64 | 39.23 | 39.2120057790724 | 0.0179942209275707 |
65 | 39.42 | 39.0693481904988 | 0.350651809501203 |
66 | 40.05 | 40.1801543297506 | -0.130154329750639 |
67 | 39.7 | 39.993761483883 | -0.293761483882973 |
68 | 39.17 | 39.8046571945316 | -0.634657194531556 |
69 | 39.42 | 40.1595131100433 | -0.73951311004334 |
70 | 39.24 | 40.383636920294 | -1.14363692029401 |
71 | 39.6 | 40.5194530393924 | -0.919453039392386 |
72 | 39.38 | 40.2154522238957 | -0.835452223895706 |
73 | 39.38 | 39.9895408950369 | -0.609540895036942 |
74 | 39.8 | 40.3048575823273 | -0.504857582327343 |
75 | 40.45 | 40.84885389802 | -0.398853898019995 |
76 | 40.45 | 40.2744151631913 | 0.175584836808651 |
77 | 40.38 | 40.4223835051513 | -0.0423835051513307 |
78 | 40.25 | 40.216253994744 | 0.0337460052559592 |
79 | 40.03 | 40.1375075145446 | -0.107507514544574 |
80 | 40 | 39.9821104405964 | 0.0178895594035808 |
81 | 39.76 | 39.8439859238109 | -0.083985923810947 |
82 | 39.96 | 39.8242748939435 | 0.135725106056538 |
83 | 40 | 40.2162792999857 | -0.216279299985681 |
84 | 39.9 | 40.230093503097 | -0.330093503097016 |
85 | 39.76 | 40.1684318013078 | -0.408431801307779 |
86 | 38.9 | 39.781832162899 | -0.88183216289898 |
87 | 38.92 | 39.4628779604446 | -0.54287796044458 |
88 | 37.34 | 37.9164229295918 | -0.576422929591797 |
89 | 37.99 | 39.0172453327061 | -1.02724533270611 |
90 | 37.6 | 38.6011528851053 | -1.00115288510529 |
91 | 37.45 | 38.8264448479826 | -1.37644484798254 |
92 | 37.35 | 38.3071244607783 | -0.957124460778273 |
93 | 36.12 | 37.6547626612372 | -1.5347626612372 |
94 | 34.83 | 36.3428686558778 | -1.51286865587775 |
95 | 34.83 | 36.1201678191516 | -1.29016781915159 |
96 | 35.39 | 36.2262109413737 | -0.83621094137372 |
97 | 36.05 | 36.9670820633508 | -0.917082063350762 |
98 | 36.66 | 37.803836925734 | -1.14383692573399 |
99 | 36.54 | 37.4921610345774 | -0.952161034577401 |
100 | 35.87 | 36.9149124208835 | -1.04491242088348 |
101 | 36.01 | 36.9059473158834 | -0.895947315883391 |
102 | 36.03 | 36.9129030749942 | -0.882903074994183 |
103 | 35.63 | 36.2820534344668 | -0.652053434466814 |
104 | 36.04 | 36.3381928495717 | -0.29819284957169 |
105 | 35.96 | 36.5786275266156 | -0.618627526615625 |
106 | 35.94 | 35.9021329777603 | 0.0378670222397089 |
107 | 36.06 | 36.3546260411568 | -0.294626041156832 |
108 | 36.52 | 36.7808123930046 | -0.26081239300462 |
109 | 36.91 | 37.3878782331135 | -0.477878233113474 |
110 | 37.05 | 37.4788884654459 | -0.428888465445945 |
111 | 35.98 | 37.24173135615 | -1.26173135614998 |
112 | 35.5 | 36.6328950508901 | -1.13289505089014 |
113 | 34.04 | 35.0723000899815 | -1.03230008998152 |
114 | 34.2 | 35.141082763779 | -0.941082763778999 |
115 | 33.63 | 34.5804539357212 | -0.950453935721178 |
116 | 33.84 | 35.1037545326789 | -1.2637545326789 |
117 | 34.41 | 35.9121373290166 | -1.50213732901662 |
118 | 34.84 | 36.4478082130441 | -1.60780821304413 |
119 | 35.2 | 36.2583767010331 | -1.05837670103305 |
120 | 35.3 | 36.0631974205381 | -0.763197420538064 |
121 | 34.8 | 35.3020222132719 | -0.502022213271923 |
122 | 35.43 | 35.3737324908606 | 0.0562675091394129 |
123 | 34.88 | 34.7266247244126 | 0.153375275587443 |
124 | 34.81 | 34.482156591116 | 0.327843408883999 |
125 | 34.83 | 34.6568152087603 | 0.173184791239719 |
126 | 34.7 | 34.4006913032269 | 0.299308696773128 |
127 | 34.59 | 34.541183225947 | 0.0488167740530286 |
128 | 34.77 | 34.5852619909444 | 0.184738009055584 |
129 | 34.8 | 34.4845844488103 | 0.315415551189671 |
130 | 34.32 | 34.413661442088 | -0.093661442087973 |
131 | 33.96 | 34.1594688879646 | -0.199468887964586 |
132 | 34 | 34.1979067706333 | -0.197906770633254 |
133 | 34.77 | 34.0343719083468 | 0.735628091653238 |
134 | 34.53 | 34.2678959835133 | 0.262104016486653 |
135 | 35.2 | 35.1012087071345 | 0.0987912928655252 |
136 | 35.06 | 33.5523712556353 | 1.5076287443647 |
137 | 35.18 | 33.8663484796869 | 1.31365152031314 |
138 | 35 | 33.5784218994827 | 1.42157810051733 |
139 | 34.49 | 33.3105967933464 | 1.17940320665356 |
140 | 35.15 | 34.1908632697792 | 0.95913673022078 |
141 | 34.59 | 33.694399470789 | 0.895600529211054 |
142 | 34.65 | 33.435121369469 | 1.21487863053105 |
143 | 34.59 | 33.8285536009249 | 0.761446399075078 |
144 | 34.92 | 34.7406457631067 | 0.179354236893309 |
145 | 34.37 | 34.3710968961763 | -0.00109689617634932 |
146 | 34.47 | 34.7373346109086 | -0.267334610908573 |
147 | 35.13 | 35.3506999027829 | -0.220699902782864 |
148 | 35.15 | 35.3573104234853 | -0.207310423485261 |
149 | 34.48 | 34.8820143363655 | -0.402014336365464 |
150 | 34.91 | 34.9989685719897 | -0.0889685719896729 |
151 | 35.95 | 35.6153516900056 | 0.334648309994369 |
152 | 35.52 | 35.736492578803 | -0.216492578802962 |
153 | 36.16 | 36.1015475343023 | 0.0584524656976786 |
154 | 36.15 | 36.2287495112991 | -0.0787495112990582 |
155 | 36.07 | 36.3608361228558 | -0.290836122855769 |
156 | 36.5 | 36.7753091294625 | -0.275309129462503 |
157 | 36.51 | 36.2977598607146 | 0.212240139285403 |
158 | 36.23 | 35.976636575755 | 0.25336342424496 |
159 | 35.91 | 35.5129390129361 | 0.397060987063875 |
160 | 35.56 | 35.3058604038653 | 0.254139596134732 |
161 | 36.45 | 36.2985762360256 | 0.151423763974357 |
162 | 36.34 | 36.5700603515414 | -0.230060351541378 |
163 | 37.32 | 37.2899624952903 | 0.0300375047097059 |
164 | 37.47 | 37.7949725000918 | -0.324972500091793 |
165 | 36.98 | 36.8764145356598 | 0.1035854643402 |
166 | 36.42 | 36.8944988463184 | -0.47449884631837 |
167 | 37.04 | 37.6777045400244 | -0.637704540024433 |
168 | 37.15 | 37.4643846211915 | -0.314384621191548 |
169 | 37.13 | 37.4724431473726 | -0.342443147372576 |
170 | 38.21 | 38.2675182838007 | -0.057518283800736 |
171 | 37.91 | 38.1963999383675 | -0.286399938367465 |
172 | 38.4 | 39.3879620661265 | -0.987962066126523 |
173 | 39.12 | 39.8136191115893 | -0.693619111589321 |
174 | 38.05 | 39.3915815685749 | -1.34158156857489 |
175 | 37.83 | 39.2149347982999 | -1.38493479829989 |
176 | 38.02 | 39.8132507397624 | -1.79325073976238 |
177 | 38.43 | 40.268597252531 | -1.83859725253103 |
178 | 40.94 | 40.8665419260831 | 0.0734580739169431 |
179 | 40.75 | 40.6864822357201 | 0.0635177642798479 |
180 | 41.06 | 40.7250922040082 | 0.334907795991808 |
181 | 41.69 | 41.4034504820286 | 0.286549517971363 |
182 | 41.73 | 41.1410539698237 | 0.588946030176325 |
183 | 42.34 | 42.0291562685865 | 0.310843731413476 |
184 | 42.54 | 42.8776485340913 | -0.337648534091254 |
185 | 42.5 | 43.1123882550755 | -0.612388255075535 |
186 | 42.78 | 42.9803479450122 | -0.200347945012227 |
187 | 42.65 | 42.6461692458401 | 0.00383075415992009 |
188 | 42 | 41.938377067522 | 0.0616229324780011 |
189 | 42.3 | 41.9660450272583 | 0.333954972741674 |
190 | 42.02 | 41.9074518729485 | 0.112548127051527 |
191 | 41.52 | 41.0822569897774 | 0.437743010222633 |
192 | 41.77 | 40.585546504951 | 1.18445349504905 |
193 | 42.43 | 41.9066181478837 | 0.523381852116323 |
194 | 42.43 | 42.0789869587081 | 0.351013041291861 |
195 | 42.48 | 41.931679125215 | 0.548320874784966 |
196 | 42.01 | 41.4689884334282 | 0.541011566571756 |
197 | 41.99 | 41.7171719669149 | 0.272828033085103 |
198 | 42.01 | 41.3440015069239 | 0.665998493076088 |
199 | 42.05 | 41.3235041220179 | 0.726495877982098 |
200 | 41.84 | 40.9896384960206 | 0.850361503979359 |
201 | 41.79 | 41.2540905366569 | 0.535909463343115 |
202 | 41.82 | 41.4416080619092 | 0.378391938090774 |
203 | 41.87 | 41.2342064499941 | 0.635793550005904 |
204 | 41.66 | 41.0150729318997 | 0.644927068100333 |
205 | 41.19 | 40.4393190131149 | 0.750680986885049 |
206 | 40.99 | 40.5377254532268 | 0.452274546773177 |
207 | 41.15 | 40.2313989157467 | 0.918601084253267 |
208 | 40.95 | 40.5611607162338 | 0.388839283766238 |
209 | 40.67 | 40.5595542906647 | 0.110445709335342 |
210 | 41.1 | 40.8561137130758 | 0.243886286924187 |
211 | 40.88 | 40.6429409724426 | 0.237059027557381 |
212 | 40.93 | 40.6585535576876 | 0.27144644231236 |
213 | 40.89 | 41.0428028865249 | -0.152802886524881 |
214 | 40.97 | 41.6714436281355 | -0.701443628135529 |
215 | 40.87 | 41.2152179500539 | -0.34521795005392 |
216 | 40.56 | 41.0626878491012 | -0.502687849101192 |
217 | 40.47 | 40.282021061023 | 0.187978938976992 |
218 | 40.01 | 39.8018977121081 | 0.208102287891904 |
219 | 40.23 | 40.6188586286451 | -0.388858628645063 |
220 | 40.45 | 40.890012249221 | -0.440012249221012 |
221 | 40.3 | 40.6554266071102 | -0.355426607110186 |
222 | 40.38 | 40.6335079832618 | -0.253507983261781 |
223 | 39.95 | 40.6546357607611 | -0.704635760761071 |
224 | 39.74 | 40.2166815696507 | -0.47668156965067 |
225 | 40.37 | 40.2902830892378 | 0.0797169107622399 |
226 | 40.05 | 40.0065101203548 | 0.0434898796452327 |
227 | 40.14 | 40.0933832901435 | 0.0466167098565104 |
228 | 39.42 | 39.7123990478956 | -0.29239904789555 |
229 | 38.97 | 39.3445966341629 | -0.374596634162861 |
230 | 39.06 | 39.2785336338679 | -0.218533633867918 |
231 | 39.86 | 39.2983666266255 | 0.561633373374514 |
232 | 40.49 | 39.1843266786217 | 1.30567332137827 |
233 | 39.99 | 38.8174909713135 | 1.17250902868654 |
234 | 39.94 | 38.6958328442666 | 1.24416715573339 |
235 | 39.97 | 38.7176287629839 | 1.25237123701613 |
236 | 40.21 | 39.486445666042 | 0.723554333958008 |
237 | 40.39 | 39.8325674052649 | 0.557432594735149 |
238 | 39.95 | 39.7470030540489 | 0.202996945951115 |
239 | 39.46 | 39.3730353345816 | 0.0869646654184475 |
240 | 39.07 | 39.2485040005259 | -0.178504000525945 |
241 | 38.64 | 38.6110354288127 | 0.0289645711872983 |
242 | 38.96 | 38.7516279799321 | 0.208372020067869 |
243 | 38.57 | 38.3223184261956 | 0.247681573804449 |
244 | 37.84 | 38.0324738867658 | -0.192473886765749 |
245 | 37.36 | 37.4541659293674 | -0.0941659293674083 |
246 | 37.08 | 37.6723078927333 | -0.592307892733285 |
247 | 36.45 | 36.7365443791937 | -0.286544379193736 |
248 | 37.02 | 36.2464444172315 | 0.773555582768463 |
249 | 37.68 | 36.5522767485021 | 1.12772325149792 |
250 | 37.67 | 36.3799991690048 | 1.2900008309952 |
251 | 38.55 | 37.4051777165696 | 1.14482228343039 |
252 | 38.16 | 37.191241639513 | 0.968758360487037 |
253 | 38.96 | 37.7803633803744 | 1.17963661962558 |
254 | 38.05 | 37.0939140306833 | 0.956085969316743 |
255 | 38.77 | 37.8436653916175 | 0.926334608382514 |
256 | 38.76 | 37.8934507224803 | 0.866549277519652 |
257 | 38.86 | 37.6943213250551 | 1.16567867494492 |
258 | 38.49 | 37.5086359283543 | 0.981364071645725 |
259 | 38.29 | 37.2099369816047 | 1.08006301839527 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
18 | 0.035872656437641 | 0.0717453128752821 | 0.964127343562359 |
19 | 0.00931880879081671 | 0.0186376175816334 | 0.990681191209183 |
20 | 0.0149248883757371 | 0.0298497767514742 | 0.985075111624263 |
21 | 0.0122040511652177 | 0.0244081023304354 | 0.987795948834782 |
22 | 0.00671907121601255 | 0.0134381424320251 | 0.993280928783987 |
23 | 0.00282130693825274 | 0.00564261387650549 | 0.997178693061747 |
24 | 0.023685478924672 | 0.0473709578493441 | 0.976314521075328 |
25 | 0.015246679908538 | 0.030493359817076 | 0.984753320091462 |
26 | 0.00741834394172741 | 0.0148366878834548 | 0.992581656058273 |
27 | 0.00347951463997024 | 0.00695902927994049 | 0.99652048536003 |
28 | 0.00372040286755652 | 0.00744080573511303 | 0.996279597132444 |
29 | 0.00587763480317389 | 0.0117552696063478 | 0.994122365196826 |
30 | 0.00796303262312314 | 0.0159260652462463 | 0.992036967376877 |
31 | 0.00751995164439304 | 0.0150399032887861 | 0.992480048355607 |
32 | 0.0049993960843329 | 0.0099987921686658 | 0.995000603915667 |
33 | 0.00333708034076634 | 0.00667416068153269 | 0.996662919659234 |
34 | 0.00420090735877154 | 0.00840181471754308 | 0.995799092641228 |
35 | 0.0027724352970787 | 0.00554487059415741 | 0.997227564702921 |
36 | 0.00152800479329714 | 0.00305600958659428 | 0.998471995206703 |
37 | 0.00219267261788263 | 0.00438534523576526 | 0.997807327382117 |
38 | 0.00868937601760058 | 0.0173787520352012 | 0.991310623982399 |
39 | 0.00868718274946013 | 0.0173743654989203 | 0.99131281725054 |
40 | 0.0101228596053353 | 0.0202457192106706 | 0.989877140394665 |
41 | 0.0077654423967889 | 0.0155308847935778 | 0.992234557603211 |
42 | 0.00582496067196973 | 0.0116499213439395 | 0.99417503932803 |
43 | 0.00438599700650346 | 0.00877199401300692 | 0.995614002993497 |
44 | 0.00287902124501573 | 0.00575804249003147 | 0.997120978754984 |
45 | 0.0029357901951276 | 0.00587158039025521 | 0.997064209804872 |
46 | 0.00343925924661515 | 0.00687851849323031 | 0.996560740753385 |
47 | 0.00295380246800576 | 0.00590760493601153 | 0.997046197531994 |
48 | 0.0083351715597463 | 0.0166703431194926 | 0.991664828440254 |
49 | 0.0296395012515374 | 0.0592790025030747 | 0.970360498748463 |
50 | 0.154875679009555 | 0.30975135801911 | 0.845124320990445 |
51 | 0.320294367423192 | 0.640588734846383 | 0.679705632576808 |
52 | 0.419109441242259 | 0.838218882484518 | 0.580890558757741 |
53 | 0.531204551862525 | 0.937590896274951 | 0.468795448137475 |
54 | 0.611122122114697 | 0.777755755770607 | 0.388877877885303 |
55 | 0.598857290824624 | 0.802285418350751 | 0.401142709175376 |
56 | 0.615290829040842 | 0.769418341918316 | 0.384709170959158 |
57 | 0.616572332287521 | 0.766855335424959 | 0.383427667712479 |
58 | 0.602849803920875 | 0.79430039215825 | 0.397150196079125 |
59 | 0.594250515669826 | 0.811498968660347 | 0.405749484330174 |
60 | 0.590354082550034 | 0.819291834899932 | 0.409645917449966 |
61 | 0.569053485728851 | 0.861893028542297 | 0.430946514271149 |
62 | 0.533959124177481 | 0.932081751645038 | 0.466040875822519 |
63 | 0.496742773142206 | 0.993485546284412 | 0.503257226857794 |
64 | 0.472029573822353 | 0.944059147644706 | 0.527970426177647 |
65 | 0.467881011002947 | 0.935762022005894 | 0.532118988997053 |
66 | 0.485696613069464 | 0.971393226138928 | 0.514303386930536 |
67 | 0.489079700723982 | 0.978159401447964 | 0.510920299276018 |
68 | 0.486717080258597 | 0.973434160517195 | 0.513282919741403 |
69 | 0.503392287015012 | 0.993215425969975 | 0.496607712984988 |
70 | 0.56535498142649 | 0.86929003714702 | 0.43464501857351 |
71 | 0.57538362445386 | 0.849232751092279 | 0.42461637554614 |
72 | 0.580778705208929 | 0.838442589582143 | 0.419221294791071 |
73 | 0.543167463135074 | 0.913665073729851 | 0.456832536864926 |
74 | 0.503144881262616 | 0.993710237474768 | 0.496855118737384 |
75 | 0.46098208649673 | 0.92196417299346 | 0.53901791350327 |
76 | 0.428815866614549 | 0.857631733229098 | 0.571184133385451 |
77 | 0.390896720658801 | 0.781793441317603 | 0.609103279341199 |
78 | 0.358346290926458 | 0.716692581852915 | 0.641653709073542 |
79 | 0.323946489525495 | 0.647892979050991 | 0.676053510474504 |
80 | 0.290759780646409 | 0.581519561292818 | 0.709240219353591 |
81 | 0.258387945157453 | 0.516775890314906 | 0.741612054842547 |
82 | 0.231389047179571 | 0.462778094359142 | 0.768610952820429 |
83 | 0.205921122301461 | 0.411842244602923 | 0.794078877698539 |
84 | 0.187632290458509 | 0.375264580917017 | 0.812367709541491 |
85 | 0.163576382549683 | 0.327152765099366 | 0.836423617450317 |
86 | 0.149744455990218 | 0.299488911980436 | 0.850255544009782 |
87 | 0.129491663822343 | 0.258983327644686 | 0.870508336177657 |
88 | 0.113575339986563 | 0.227150679973127 | 0.886424660013437 |
89 | 0.105332491415241 | 0.210664982830483 | 0.894667508584759 |
90 | 0.0967545174444931 | 0.193509034888986 | 0.903245482555507 |
91 | 0.121069135242757 | 0.242138270485515 | 0.878930864757243 |
92 | 0.11420471413118 | 0.228409428262359 | 0.88579528586882 |
93 | 0.140422405088436 | 0.280844810176872 | 0.859577594911564 |
94 | 0.144311904487975 | 0.28862380897595 | 0.855688095512025 |
95 | 0.141056954882198 | 0.282113909764397 | 0.858943045117802 |
96 | 0.128402834036539 | 0.256805668073078 | 0.871597165963461 |
97 | 0.118654972969681 | 0.237309945939362 | 0.881345027030319 |
98 | 0.118742184985118 | 0.237484369970237 | 0.881257815014882 |
99 | 0.111413539945046 | 0.222827079890091 | 0.888586460054954 |
100 | 0.107926025124479 | 0.215852050248957 | 0.892073974875521 |
101 | 0.100651555190983 | 0.201303110381966 | 0.899348444809017 |
102 | 0.0940912416859398 | 0.18818248337188 | 0.90590875831406 |
103 | 0.0850968438263347 | 0.170193687652669 | 0.914903156173665 |
104 | 0.0716121050579589 | 0.143224210115918 | 0.928387894942041 |
105 | 0.0640570996195626 | 0.128114199239125 | 0.935942900380437 |
106 | 0.0532767881350388 | 0.106553576270078 | 0.946723211864961 |
107 | 0.0445578658851473 | 0.0891157317702945 | 0.955442134114853 |
108 | 0.0389215815476566 | 0.0778431630953133 | 0.961078418452343 |
109 | 0.0340804641907888 | 0.0681609283815776 | 0.965919535809211 |
110 | 0.0289335421204605 | 0.057867084240921 | 0.971066457879539 |
111 | 0.0416248513319272 | 0.0832497026638544 | 0.958375148668073 |
112 | 0.0548077558220441 | 0.109615511644088 | 0.945192244177956 |
113 | 0.0596942686816237 | 0.119388537363247 | 0.940305731318376 |
114 | 0.0631949851191316 | 0.126389970238263 | 0.936805014880868 |
115 | 0.0682290597275661 | 0.136458119455132 | 0.931770940272434 |
116 | 0.0847244628394352 | 0.16944892567887 | 0.915275537160565 |
117 | 0.132402041027581 | 0.264804082055162 | 0.867597958972419 |
118 | 0.213154872008316 | 0.426309744016633 | 0.786845127991684 |
119 | 0.2389475372681 | 0.477895074536201 | 0.7610524627319 |
120 | 0.239054387355192 | 0.478108774710384 | 0.760945612644808 |
121 | 0.246013162906039 | 0.492026325812079 | 0.753986837093961 |
122 | 0.251525175121172 | 0.503050350242344 | 0.748474824878828 |
123 | 0.282448314014211 | 0.564896628028422 | 0.717551685985789 |
124 | 0.288938640017442 | 0.577877280034883 | 0.711061359982558 |
125 | 0.275297664515394 | 0.550595329030787 | 0.724702335484606 |
126 | 0.252684137685526 | 0.505368275371053 | 0.747315862314474 |
127 | 0.231244226718125 | 0.462488453436251 | 0.768755773281875 |
128 | 0.203747942275861 | 0.407495884551723 | 0.796252057724139 |
129 | 0.179735793194518 | 0.359471586389036 | 0.820264206805482 |
130 | 0.166428366044458 | 0.332856732088917 | 0.833571633955542 |
131 | 0.157445158024398 | 0.314890316048796 | 0.842554841975602 |
132 | 0.149977929629847 | 0.299955859259694 | 0.850022070370153 |
133 | 0.152333993722221 | 0.304667987444442 | 0.847666006277779 |
134 | 0.137271943203603 | 0.274543886407206 | 0.862728056796397 |
135 | 0.120482477599156 | 0.240964955198313 | 0.879517522400844 |
136 | 0.147416456328932 | 0.294832912657865 | 0.852583543671068 |
137 | 0.169429887145986 | 0.338859774291973 | 0.830570112854014 |
138 | 0.20809473861629 | 0.416189477232579 | 0.79190526138371 |
139 | 0.215558227730403 | 0.431116455460807 | 0.784441772269597 |
140 | 0.231479575936992 | 0.462959151873985 | 0.768520424063008 |
141 | 0.231933130067902 | 0.463866260135804 | 0.768066869932098 |
142 | 0.267697654111392 | 0.535395308222784 | 0.732302345888608 |
143 | 0.266012419808453 | 0.532024839616905 | 0.733987580191547 |
144 | 0.244143829745223 | 0.488287659490446 | 0.755856170254777 |
145 | 0.21880032745126 | 0.437600654902521 | 0.78119967254874 |
146 | 0.19934301754961 | 0.39868603509922 | 0.80065698245039 |
147 | 0.186818222571425 | 0.373636445142849 | 0.813181777428575 |
148 | 0.176680575644316 | 0.353361151288632 | 0.823319424355684 |
149 | 0.183833325429712 | 0.367666650859424 | 0.816166674570288 |
150 | 0.170365696787334 | 0.340731393574669 | 0.829634303212666 |
151 | 0.164997307682246 | 0.329994615364491 | 0.835002692317754 |
152 | 0.14734744439139 | 0.29469488878278 | 0.85265255560861 |
153 | 0.133705449973577 | 0.267410899947153 | 0.866294550026424 |
154 | 0.125640618277753 | 0.251281236555506 | 0.874359381722247 |
155 | 0.117570694516047 | 0.235141389032094 | 0.882429305483953 |
156 | 0.120766545675232 | 0.241533091350464 | 0.879233454324768 |
157 | 0.104716756315285 | 0.209433512630571 | 0.895283243684715 |
158 | 0.0906337258012967 | 0.181267451602593 | 0.909366274198703 |
159 | 0.0780291911155059 | 0.156058382231012 | 0.921970808884494 |
160 | 0.068000135303669 | 0.136000270607338 | 0.931999864696331 |
161 | 0.0576065884336595 | 0.115213176867319 | 0.94239341156634 |
162 | 0.0481723499926526 | 0.0963446999853052 | 0.951827650007347 |
163 | 0.0401692839325865 | 0.080338567865173 | 0.959830716067414 |
164 | 0.0334311735485339 | 0.0668623470970679 | 0.966568826451466 |
165 | 0.0279446602324952 | 0.0558893204649905 | 0.972055339767505 |
166 | 0.0244627248791377 | 0.0489254497582753 | 0.975537275120862 |
167 | 0.0246717209596061 | 0.0493434419192123 | 0.975328279040394 |
168 | 0.0213601059109308 | 0.0427202118218616 | 0.978639894089069 |
169 | 0.0200861001343783 | 0.0401722002687566 | 0.979913899865622 |
170 | 0.0162542063508218 | 0.0325084127016437 | 0.983745793649178 |
171 | 0.0146895725283564 | 0.0293791450567128 | 0.985310427471644 |
172 | 0.0247846853013067 | 0.0495693706026133 | 0.975215314698693 |
173 | 0.0287822345099037 | 0.0575644690198073 | 0.971217765490096 |
174 | 0.0805133576342285 | 0.161026715268457 | 0.919486642365771 |
175 | 0.210214771724637 | 0.420429543449273 | 0.789785228275363 |
176 | 0.650370184765372 | 0.699259630469256 | 0.349629815234628 |
177 | 0.985826751770061 | 0.0283464964598786 | 0.0141732482299393 |
178 | 0.986819212726428 | 0.0263615745471448 | 0.0131807872735724 |
179 | 0.990005197608901 | 0.0199896047821971 | 0.00999480239109856 |
180 | 0.990281713557034 | 0.0194365728859311 | 0.00971828644296553 |
181 | 0.990474895068535 | 0.0190502098629293 | 0.00952510493146463 |
182 | 0.990033341307213 | 0.0199333173855733 | 0.00996665869278665 |
183 | 0.989740740369342 | 0.020518519261315 | 0.0102592596306575 |
184 | 0.990226635720655 | 0.0195467285586896 | 0.00977336427934479 |
185 | 0.991383543407913 | 0.0172329131841732 | 0.0086164565920866 |
186 | 0.989701578803471 | 0.0205968423930584 | 0.0102984211965292 |
187 | 0.987671060012459 | 0.0246578799750812 | 0.0123289399875406 |
188 | 0.986737955573062 | 0.0265240888538766 | 0.0132620444269383 |
189 | 0.985884261499199 | 0.0282314770016024 | 0.0141157385008012 |
190 | 0.983484824902574 | 0.0330303501948518 | 0.0165151750974259 |
191 | 0.983170892348389 | 0.0336582153032219 | 0.0168291076516109 |
192 | 0.992637211115742 | 0.0147255777685168 | 0.00736278888425842 |
193 | 0.991671358226529 | 0.0166572835469414 | 0.00832864177347068 |
194 | 0.989937468451058 | 0.0201250630978831 | 0.0100625315489416 |
195 | 0.988307352852385 | 0.0233852942952298 | 0.0116926471476149 |
196 | 0.986616536077581 | 0.0267669278448388 | 0.0133834639224194 |
197 | 0.98330520753912 | 0.0333895849217598 | 0.0166947924608799 |
198 | 0.983569529384016 | 0.032860941231969 | 0.0164304706159845 |
199 | 0.986087346525331 | 0.0278253069493377 | 0.0139126534746689 |
200 | 0.988383797309352 | 0.0232324053812955 | 0.0116162026906477 |
201 | 0.987075348209321 | 0.0258493035813579 | 0.0129246517906789 |
202 | 0.984171725228039 | 0.0316565495439222 | 0.0158282747719611 |
203 | 0.981661043352319 | 0.0366779132953622 | 0.0183389566476811 |
204 | 0.983180418504654 | 0.0336391629906911 | 0.0168195814953456 |
205 | 0.984265587076417 | 0.0314688258471653 | 0.0157344129235827 |
206 | 0.982659605071284 | 0.0346807898574327 | 0.0173403949287163 |
207 | 0.985017123005452 | 0.0299657539890969 | 0.0149828769945484 |
208 | 0.981597350808251 | 0.0368052983834974 | 0.0184026491917487 |
209 | 0.976466710227812 | 0.0470665795443771 | 0.0235332897721885 |
210 | 0.969524717806312 | 0.0609505643873758 | 0.0304752821936879 |
211 | 0.961094965211461 | 0.0778100695770777 | 0.0389050347885388 |
212 | 0.950246891154456 | 0.0995062176910885 | 0.0497531088455442 |
213 | 0.936837547498562 | 0.126324905002875 | 0.0631624525014376 |
214 | 0.927903484819763 | 0.144193030360475 | 0.0720965151802374 |
215 | 0.910336797778996 | 0.179326404442007 | 0.0896632022210035 |
216 | 0.885280140366956 | 0.229439719266089 | 0.114719859633044 |
217 | 0.863701029412667 | 0.272597941174666 | 0.136298970587333 |
218 | 0.837719846176509 | 0.324560307646983 | 0.162280153823492 |
219 | 0.802892511014587 | 0.394214977970826 | 0.197107488985413 |
220 | 0.776341165563961 | 0.447317668872078 | 0.223658834436039 |
221 | 0.737207927993039 | 0.525584144013922 | 0.262792072006961 |
222 | 0.686662654793838 | 0.626674690412324 | 0.313337345206162 |
223 | 0.703358793390014 | 0.593282413219972 | 0.296641206609986 |
224 | 0.740050166083369 | 0.519899667833262 | 0.259949833916631 |
225 | 0.74266144603748 | 0.51467710792504 | 0.25733855396252 |
226 | 0.74453185774781 | 0.51093628450438 | 0.25546814225219 |
227 | 0.759261817277963 | 0.481476365444073 | 0.240738182722037 |
228 | 0.769487990979045 | 0.461024018041911 | 0.230512009020955 |
229 | 0.871812098962279 | 0.256375802075443 | 0.128187901037721 |
230 | 0.962430823617525 | 0.0751383527649499 | 0.0375691763824749 |
231 | 0.947584536590383 | 0.104830926819234 | 0.0524154634096171 |
232 | 0.940840026178575 | 0.11831994764285 | 0.059159973821425 |
233 | 0.94017244240576 | 0.11965511518848 | 0.0598275575942401 |
234 | 0.97426284822657 | 0.0514743035468597 | 0.0257371517734299 |
235 | 0.997135758627717 | 0.00572848274456607 | 0.00286424137228304 |
236 | 0.998204849216147 | 0.00359030156770638 | 0.00179515078385319 |
237 | 0.994780584457869 | 0.0104388310842628 | 0.0052194155421314 |
238 | 0.998065083001277 | 0.00386983399744592 | 0.00193491699872296 |
239 | 0.996725610478702 | 0.00654877904259531 | 0.00327438952129766 |
240 | 0.991483623305283 | 0.0170327533894331 | 0.00851637669471657 |
241 | 0.976584634614669 | 0.0468307307706613 | 0.0234153653853306 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 18 | 0.0803571428571429 | NOK |
5% type I error level | 77 | 0.34375 | NOK |
10% type I error level | 94 | 0.419642857142857 | NOK |