Multiple Linear Regression - Estimated Regression Equation |
Unemployment[t] = + 162.203644067797 + 21.4471242634105M1[t] + 22.8879144644919M2[t] + 95.6525656096228M3[t] + 103.332280541887M4[t] + 79.831995474151M5[t] + 39.3817104064152M6[t] + 18.4414253386793M7[t] + 91.2511402709435M8[t] + 66.6841885365409M9[t] + 34.0505701354718M10[t] + 15.9369517344026M11[t] + 1.02695173440253t + 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) | 162.203644067797 | 22.200201 | 7.3064 | 0 | 0 |
M1 | 21.4471242634105 | 27.714675 | 0.7739 | 0.439541 | 0.21977 |
M2 | 22.8879144644919 | 27.714194 | 0.8259 | 0.40945 | 0.204725 |
M3 | 95.6525656096228 | 27.943869 | 3.423 | 0.000693 | 0.000346 |
M4 | 103.332280541887 | 27.942968 | 3.698 | 0.000252 | 0.000126 |
M5 | 79.831995474151 | 27.942172 | 2.857 | 0.004532 | 0.002266 |
M6 | 39.3817104064152 | 27.941483 | 1.4094 | 0.159597 | 0.079798 |
M7 | 18.4414253386793 | 27.940899 | 0.66 | 0.509679 | 0.25484 |
M8 | 91.2511402709435 | 27.940422 | 3.2659 | 0.001199 | 6e-04 |
M9 | 66.6841885365409 | 27.940051 | 2.3867 | 0.017533 | 0.008767 |
M10 | 34.0505701354718 | 27.939785 | 1.2187 | 0.223776 | 0.111888 |
M11 | 15.9369517344026 | 27.939626 | 0.5704 | 0.568769 | 0.284384 |
t | 1.02695173440253 | 0.054442 | 18.8633 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.725973783965933 |
R-squared | 0.527037935005815 |
Adjusted R-squared | 0.51077562904613 |
F-TEST (value) | 32.4085610191047 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 349 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 108.209501515612 |
Sum Squared Residuals | 4086544.38017177 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 203.3 | 184.67772006561 | 18.6222799343903 |
2 | 220.5 | 187.145462001094 | 33.3545379989064 |
3 | 299.5 | 260.937064880627 | 38.5629351193731 |
4 | 347.4 | 269.643731547294 | 77.7562684527064 |
5 | 338.3 | 247.17039821396 | 91.1296017860397 |
6 | 327.7 | 207.747064880627 | 119.952935119373 |
7 | 351.6 | 187.833731547294 | 163.766268452706 |
8 | 396.6 | 261.67039821396 | 134.92960178604 |
9 | 438.8 | 238.13039821396 | 200.66960178604 |
10 | 395.6 | 206.523731547294 | 189.076268452706 |
11 | 363.5 | 189.437064880627 | 174.062935119373 |
12 | 378.8 | 174.527064880627 | 204.272935119373 |
13 | 357 | 197.00114087844 | 159.99885912156 |
14 | 369 | 199.468882813924 | 169.531117186076 |
15 | 464.8 | 273.260485693457 | 191.539514306543 |
16 | 479.1 | 281.967152360124 | 197.132847639876 |
17 | 431.3 | 259.493819026791 | 171.806180973209 |
18 | 366.5 | 220.070485693457 | 146.429514306543 |
19 | 326.3 | 200.157152360124 | 126.142847639876 |
20 | 355.1 | 273.993819026791 | 81.1061809732094 |
21 | 331.6 | 250.453819026791 | 81.1461809732095 |
22 | 261.3 | 218.847152360124 | 42.452847639876 |
23 | 249 | 201.760485693457 | 47.2395143065427 |
24 | 205.5 | 186.850485693457 | 18.6495143065427 |
25 | 235.6 | 209.32456169127 | 26.2754383087297 |
26 | 240.9 | 211.792303626754 | 29.1076963732459 |
27 | 264.9 | 285.583906506288 | -20.6839065062876 |
28 | 253.8 | 294.290573172954 | -40.4905731729543 |
29 | 232.3 | 271.817239839621 | -39.5172398396209 |
30 | 193.8 | 232.393906506288 | -38.5939065062876 |
31 | 177 | 212.480573172954 | -35.4805731729542 |
32 | 213.2 | 286.317239839621 | -73.1172398396209 |
33 | 207.2 | 262.777239839621 | -55.5772398396209 |
34 | 180.6 | 231.170573172954 | -50.5705731729543 |
35 | 188.6 | 214.083906506288 | -25.4839065062876 |
36 | 175.4 | 199.173906506288 | -23.7739065062875 |
37 | 199 | 221.647982504101 | -22.6479825041006 |
38 | 179.6 | 224.115724439584 | -44.5157244395845 |
39 | 225.8 | 297.907327319118 | -72.1073273191179 |
40 | 234 | 306.613993985785 | -72.6139939857846 |
41 | 200.2 | 284.140660652451 | -83.9406606524512 |
42 | 183.6 | 244.717327319118 | -61.1173273191179 |
43 | 178.2 | 224.803993985785 | -46.6039939857845 |
44 | 203.2 | 298.640660652451 | -95.4406606524512 |
45 | 208.5 | 275.100660652451 | -66.6006606524513 |
46 | 191.8 | 243.493993985785 | -51.6939939857846 |
47 | 172.8 | 226.407327319118 | -53.6073273191179 |
48 | 148 | 211.497327319118 | -63.4973273191179 |
49 | 159.4 | 233.971403316931 | -74.571403316931 |
50 | 154.5 | 236.439145252415 | -81.9391452524148 |
51 | 213.2 | 310.230748131948 | -97.0307481319482 |
52 | 196.4 | 318.937414798615 | -122.537414798615 |
53 | 182.8 | 296.464081465282 | -113.664081465282 |
54 | 176.4 | 257.040748131948 | -80.6407481319482 |
55 | 153.6 | 237.127414798615 | -83.5274147986149 |
56 | 173.2 | 310.964081465282 | -137.764081465282 |
57 | 171 | 287.424081465282 | -116.424081465282 |
58 | 151.2 | 255.817414798615 | -104.617414798615 |
59 | 161.9 | 238.730748131948 | -76.8307481319482 |
60 | 157.2 | 223.820748131948 | -66.6207481319482 |
61 | 201.7 | 246.294824129761 | -44.5948241297613 |
62 | 236.4 | 248.762566065245 | -12.3625660652451 |
63 | 356.1 | 322.554168944779 | 33.5458310552215 |
64 | 398.3 | 331.260835611445 | 67.0391643885548 |
65 | 403.7 | 308.787502278112 | 94.9124977218881 |
66 | 384.6 | 269.364168944779 | 115.235831055221 |
67 | 365.8 | 249.450835611445 | 116.349164388555 |
68 | 368.1 | 323.287502278112 | 44.8124977218881 |
69 | 367.9 | 299.747502278112 | 68.1524977218881 |
70 | 347 | 268.140835611445 | 78.8591643885548 |
71 | 343.3 | 251.054168944779 | 92.2458310552215 |
72 | 292.9 | 236.144168944779 | 56.7558310552214 |
73 | 311.5 | 258.618244942592 | 52.8817550574084 |
74 | 300.9 | 261.085986878075 | 39.8140131219245 |
75 | 366.9 | 334.877589757609 | 32.0224102423911 |
76 | 356.9 | 343.584256424276 | 13.3157435757245 |
77 | 329.7 | 321.110923090942 | 8.58907690905776 |
78 | 316.2 | 281.687589757609 | 34.5124102423912 |
79 | 269 | 261.774256424276 | 7.22574357572443 |
80 | 289.3 | 335.610923090942 | -46.3109230909422 |
81 | 266.2 | 312.070923090942 | -45.8709230909423 |
82 | 253.6 | 280.464256424276 | -26.8642564242756 |
83 | 233.8 | 263.377589757609 | -29.5775897576089 |
84 | 228.4 | 248.467589757609 | -20.0675897576089 |
85 | 253.6 | 270.941665755422 | -17.341665755422 |
86 | 260.1 | 273.409407690906 | -13.3094076909058 |
87 | 306.6 | 347.201010570439 | -40.6010105704392 |
88 | 309.2 | 355.907677237106 | -46.7076772371059 |
89 | 309.5 | 333.434343903773 | -23.9343439037726 |
90 | 271 | 294.011010570439 | -23.0110105704392 |
91 | 279.9 | 274.097677237106 | 5.80232276289409 |
92 | 317.9 | 347.934343903773 | -30.0343439037726 |
93 | 298.4 | 324.394343903773 | -25.9943439037726 |
94 | 246.7 | 292.787677237106 | -46.087677237106 |
95 | 227.3 | 275.701010570439 | -48.4010105704393 |
96 | 209.1 | 260.791010570439 | -51.6910105704392 |
97 | 259.9 | 283.265086568252 | -23.3650865682522 |
98 | 266 | 285.732828503736 | -19.7328285037361 |
99 | 320.6 | 359.52443138327 | -38.9244313832695 |
100 | 308.5 | 368.231098049936 | -59.7310980499362 |
101 | 282.2 | 345.757764716603 | -63.5577647166029 |
102 | 262.7 | 306.334431383269 | -43.6344313832695 |
103 | 263.5 | 286.421098049936 | -22.9210980499362 |
104 | 313.1 | 360.257764716603 | -47.1577647166029 |
105 | 284.3 | 336.717764716603 | -52.4177647166029 |
106 | 252.6 | 305.111098049936 | -52.5110980499363 |
107 | 250.3 | 288.02443138327 | -37.7244313832696 |
108 | 246.5 | 273.11443138327 | -26.6144313832696 |
109 | 312.7 | 295.588507381083 | 17.1114926189175 |
110 | 333.2 | 298.056249316566 | 35.1437506834336 |
111 | 446.4 | 371.8478521961 | 74.5521478039001 |
112 | 511.6 | 380.554518862766 | 131.045481137234 |
113 | 515.5 | 358.081185529433 | 157.418814470567 |
114 | 506.4 | 318.6578521961 | 187.7421478039 |
115 | 483.2 | 298.744518862767 | 184.455481137233 |
116 | 522.3 | 372.581185529433 | 149.718814470567 |
117 | 509.8 | 349.041185529433 | 160.758814470567 |
118 | 460.7 | 317.434518862767 | 143.265481137233 |
119 | 405.8 | 300.3478521961 | 105.4521478039 |
120 | 375 | 285.4378521961 | 89.5621478039002 |
121 | 378.5 | 307.911928193913 | 70.5880718060871 |
122 | 406.8 | 310.379670129397 | 96.4203298706033 |
123 | 467.8 | 384.17127300893 | 83.6287269910698 |
124 | 469.8 | 392.877939675597 | 76.9220603244032 |
125 | 429.8 | 370.404606342263 | 59.3953936577365 |
126 | 355.8 | 330.98127300893 | 24.8187269910699 |
127 | 332.7 | 311.067939675597 | 21.6320603244032 |
128 | 378 | 384.904606342264 | -6.90460634226353 |
129 | 360.5 | 361.364606342264 | -0.864606342263518 |
130 | 334.7 | 329.757939675597 | 4.94206032440314 |
131 | 319.5 | 312.67127300893 | 6.8287269910698 |
132 | 323.1 | 297.76127300893 | 25.3387269910699 |
133 | 363.6 | 320.235349006743 | 43.3646509932568 |
134 | 352.1 | 322.703090942227 | 29.3969090577729 |
135 | 411.9 | 396.494693821761 | 15.4053061782395 |
136 | 388.6 | 405.201360488427 | -16.6013604884272 |
137 | 416.4 | 382.728027155094 | 33.6719728449062 |
138 | 360.7 | 343.304693821761 | 17.3953061782395 |
139 | 338 | 323.391360488427 | 14.6086395115728 |
140 | 417.2 | 397.228027155094 | 19.9719728449061 |
141 | 388.4 | 373.688027155094 | 14.7119728449061 |
142 | 371.1 | 342.081360488427 | 29.0186395115728 |
143 | 331.5 | 324.994693821761 | 6.50530617823949 |
144 | 353.7 | 310.08469382176 | 43.6153061782395 |
145 | 396.7 | 332.558769819574 | 64.1412301804265 |
146 | 447 | 335.026511755057 | 111.973488244943 |
147 | 533.5 | 408.818114634591 | 124.681885365409 |
148 | 565.4 | 417.524781301258 | 147.875218698742 |
149 | 542.3 | 395.051447967924 | 147.248552032076 |
150 | 488.7 | 355.628114634591 | 133.071885365409 |
151 | 467.1 | 335.714781301258 | 131.385218698743 |
152 | 531.3 | 409.551447967924 | 121.748552032076 |
153 | 496.1 | 386.011447967924 | 110.088552032076 |
154 | 444 | 354.404781301258 | 89.5952186987425 |
155 | 403.4 | 337.318114634591 | 66.0818853654091 |
156 | 386.3 | 322.408114634591 | 63.8918853654092 |
157 | 394.1 | 344.882190632404 | 49.2178093675962 |
158 | 404.1 | 347.349932567888 | 56.7500674321123 |
159 | 462.1 | 421.141535447421 | 40.9584645525789 |
160 | 448.1 | 429.848202114088 | 18.2517978859122 |
161 | 432.3 | 407.374868780754 | 24.9251312192455 |
162 | 386.3 | 367.951535447421 | 18.3484645525789 |
163 | 395.2 | 348.038202114088 | 47.1617978859122 |
164 | 421.9 | 421.874868780754 | 0.0251312192454867 |
165 | 382.9 | 398.334868780755 | -15.4348687807545 |
166 | 384.2 | 366.728202114088 | 17.4717978859121 |
167 | 345.5 | 349.641535447421 | -4.14153544742117 |
168 | 323.4 | 334.731535447421 | -11.3315354474212 |
169 | 372.6 | 357.205611445234 | 15.3943885547659 |
170 | 376 | 359.673353380718 | 16.3266466192819 |
171 | 462.7 | 433.464956260251 | 29.2350437397485 |
172 | 487 | 442.171622926918 | 44.8283770730818 |
173 | 444.2 | 419.698289593585 | 24.5017104064152 |
174 | 399.3 | 380.274956260251 | 19.0250437397485 |
175 | 394.9 | 360.361622926918 | 34.5383770730818 |
176 | 455.4 | 434.198289593585 | 21.2017104064152 |
177 | 414 | 410.658289593585 | 3.34171040641519 |
178 | 375.5 | 379.051622926918 | -3.55162292691817 |
179 | 347 | 361.964956260251 | -14.9649562602515 |
180 | 339.4 | 347.054956260251 | -7.65495626025147 |
181 | 385.8 | 369.529032258064 | 16.2709677419355 |
182 | 378.8 | 371.996774193548 | 6.80322580645163 |
183 | 451.8 | 445.788377073082 | 6.01162292691819 |
184 | 446.1 | 454.495043739748 | -8.39504373974845 |
185 | 422.5 | 432.021710406415 | -9.52171040641514 |
186 | 383.1 | 392.598377073082 | -9.49837707308177 |
187 | 352.8 | 372.685043739748 | -19.8850437397485 |
188 | 445.3 | 446.521710406415 | -1.22171040641513 |
189 | 367.5 | 422.981710406415 | -55.4817104064152 |
190 | 355.1 | 391.375043739748 | -36.2750437397485 |
191 | 326.2 | 374.288377073082 | -48.0883770730819 |
192 | 319.8 | 359.378377073082 | -39.5783770730818 |
193 | 331.8 | 381.852453070895 | -50.0524530708948 |
194 | 340.9 | 384.320195006379 | -43.4201950063787 |
195 | 394.1 | 458.111797885912 | -64.0117978859121 |
196 | 417.2 | 466.818464552579 | -49.6184645525788 |
197 | 369.9 | 444.345131219245 | -74.4451312192455 |
198 | 349.2 | 404.921797885912 | -55.7217978859121 |
199 | 321.4 | 385.008464552579 | -63.6084645525788 |
200 | 405.7 | 458.845131219246 | -53.1451312192455 |
201 | 342.9 | 435.305131219245 | -92.4051312192455 |
202 | 316.5 | 403.698464552579 | -87.1984645525788 |
203 | 284.2 | 386.611797885912 | -102.411797885912 |
204 | 270.9 | 371.701797885912 | -100.801797885912 |
205 | 288.8 | 394.175873883725 | -105.375873883725 |
206 | 278.8 | 396.643615819209 | -117.843615819209 |
207 | 324.4 | 470.435218698742 | -146.035218698743 |
208 | 310.9 | 479.141885365409 | -168.241885365409 |
209 | 299 | 456.668552032076 | -157.668552032076 |
210 | 273 | 417.245218698743 | -144.245218698742 |
211 | 279.3 | 397.331885365409 | -118.031885365409 |
212 | 359.2 | 471.168552032076 | -111.968552032076 |
213 | 305 | 447.628552032076 | -142.628552032076 |
214 | 282.1 | 416.021885365409 | -133.921885365409 |
215 | 250.3 | 398.935218698743 | -148.635218698743 |
216 | 246.5 | 384.025218698742 | -137.525218698742 |
217 | 257.9 | 406.499294696556 | -148.599294696556 |
218 | 266.5 | 408.967036632039 | -142.467036632039 |
219 | 315.9 | 482.758639511573 | -166.858639511573 |
220 | 318.4 | 491.465306178239 | -173.065306178239 |
221 | 295.4 | 468.991972844906 | -173.591972844906 |
222 | 266.4 | 429.568639511573 | -163.168639511573 |
223 | 245.8 | 409.65530617824 | -163.85530617824 |
224 | 362.8 | 483.491972844906 | -120.691972844906 |
225 | 324.9 | 459.951972844906 | -135.051972844906 |
226 | 294.2 | 428.34530617824 | -134.14530617824 |
227 | 289.5 | 411.258639511573 | -121.758639511573 |
228 | 295.2 | 396.348639511573 | -101.148639511573 |
229 | 290.3 | 418.822715509386 | -128.522715509386 |
230 | 272 | 421.29045744487 | -149.29045744487 |
231 | 307.4 | 495.082060324403 | -187.682060324403 |
232 | 328.7 | 503.78872699107 | -175.08872699107 |
233 | 292.9 | 481.315393657736 | -188.415393657737 |
234 | 249.1 | 441.892060324403 | -192.792060324403 |
235 | 230.4 | 421.97872699107 | -191.57872699107 |
236 | 361.5 | 495.815393657736 | -134.315393657736 |
237 | 321.7 | 472.275393657736 | -150.575393657736 |
238 | 277.2 | 440.66872699107 | -163.46872699107 |
239 | 260.7 | 423.582060324403 | -162.882060324403 |
240 | 251 | 408.672060324403 | -157.672060324403 |
241 | 257.6 | 431.146136322216 | -173.546136322216 |
242 | 241.8 | 433.6138782577 | -191.8138782577 |
243 | 287.5 | 507.405481137233 | -219.905481137233 |
244 | 292.3 | 516.1121478039 | -223.8121478039 |
245 | 274.7 | 493.638814470567 | -218.938814470567 |
246 | 254.2 | 454.215481137233 | -200.015481137234 |
247 | 230 | 434.3021478039 | -204.3021478039 |
248 | 339 | 508.138814470567 | -169.138814470567 |
249 | 318.2 | 484.598814470567 | -166.398814470567 |
250 | 287 | 452.9921478039 | -165.9921478039 |
251 | 295.8 | 435.905481137233 | -140.105481137233 |
252 | 284 | 420.995481137233 | -136.995481137233 |
253 | 271 | 443.469557135046 | -172.469557135046 |
254 | 262.7 | 445.93729907053 | -183.23729907053 |
255 | 340.6 | 519.728901950064 | -179.128901950064 |
256 | 379.4 | 528.435568616731 | -149.03556861673 |
257 | 373.3 | 505.962235283397 | -132.662235283397 |
258 | 355.2 | 466.538901950064 | -111.338901950064 |
259 | 338.4 | 446.62556861673 | -108.22556861673 |
260 | 466.9 | 520.462235283397 | -53.5622352833971 |
261 | 451 | 496.922235283397 | -45.9222352833971 |
262 | 422 | 465.31556861673 | -43.3155686167304 |
263 | 429.2 | 448.228901950064 | -19.0289019500638 |
264 | 425.9 | 433.318901950064 | -7.41890195006374 |
265 | 460.7 | 455.792977947877 | 4.90702205212321 |
266 | 463.6 | 458.260719883361 | 5.33928011663931 |
267 | 541.4 | 532.052322762894 | 9.34767723710583 |
268 | 544.2 | 540.758989429561 | 3.44101057043926 |
269 | 517.5 | 518.285656096228 | -0.785656096227499 |
270 | 469.4 | 478.862322762894 | -9.46232276289411 |
271 | 439.4 | 458.948989429561 | -19.5489894295608 |
272 | 549 | 532.785656096228 | 16.2143439037725 |
273 | 533 | 509.245656096227 | 23.7543439037725 |
274 | 506.1 | 477.638989429561 | 28.4610105704392 |
275 | 484 | 460.552322762894 | 23.4476772371058 |
276 | 457 | 445.642322762894 | 11.3576772371059 |
277 | 481.5 | 468.116398760707 | 13.3836012392929 |
278 | 469.5 | 470.584140696191 | -1.08414069619103 |
279 | 544.7 | 544.375743575724 | 0.324256424275582 |
280 | 541.2 | 553.082410242391 | -11.8824102423911 |
281 | 521.5 | 530.609076909058 | -9.10907690905784 |
282 | 469.7 | 491.185743575724 | -21.4857435757244 |
283 | 434.4 | 471.272410242391 | -36.8724102423911 |
284 | 542.6 | 545.109076909058 | -2.50907690905779 |
285 | 517.3 | 521.569076909058 | -4.26907690905784 |
286 | 485.7 | 489.962410242391 | -4.26241024239113 |
287 | 465.8 | 472.875743575725 | -7.0757435757245 |
288 | 447 | 457.965743575724 | -10.9657435757245 |
289 | 426.6 | 480.439819573537 | -53.8398195735374 |
290 | 411.6 | 482.907561509021 | -71.3075615090213 |
291 | 467.5 | 556.699164388555 | -89.1991643885547 |
292 | 484.5 | 565.405831055221 | -80.9058310552215 |
293 | 451.2 | 542.932497721888 | -91.7324977218881 |
294 | 417.4 | 503.509164388555 | -86.1091643885548 |
295 | 379.9 | 483.595831055221 | -103.695831055222 |
296 | 484.7 | 557.432497721888 | -72.7324977218881 |
297 | 455 | 533.892497721888 | -78.8924977218881 |
298 | 420.8 | 502.285831055221 | -81.4858310552214 |
299 | 416.5 | 485.199164388555 | -68.6991643885548 |
300 | 376.3 | 470.289164388555 | -93.9891643885547 |
301 | 405.6 | 492.763240386368 | -87.1632403863677 |
302 | 405.8 | 495.230982321852 | -89.4309823218516 |
303 | 500.8 | 569.022585201385 | -68.222585201385 |
304 | 514 | 577.729251868052 | -63.7292518680517 |
305 | 475.5 | 555.255918534718 | -79.7559185347184 |
306 | 430.1 | 515.832585201385 | -85.732585201385 |
307 | 414.4 | 495.919251868052 | -81.5192518680518 |
308 | 538 | 569.755918534718 | -31.7559185347184 |
309 | 526 | 546.215918534718 | -20.2159185347184 |
310 | 488.5 | 514.609251868052 | -26.1092518680518 |
311 | 520.2 | 497.522585201385 | 22.6774147986149 |
312 | 504.4 | 482.612585201385 | 21.7874147986149 |
313 | 568.5 | 505.086661199198 | 63.4133388008018 |
314 | 610.6 | 507.554403134682 | 103.045596865318 |
315 | 818 | 581.346006014215 | 236.653993985785 |
316 | 830.9 | 590.052672680882 | 240.847327319118 |
317 | 835.9 | 567.579339347549 | 268.320660652451 |
318 | 782 | 528.156006014216 | 253.843993985784 |
319 | 762.3 | 508.242672680882 | 254.057327319118 |
320 | 856.9 | 582.079339347549 | 274.820660652451 |
321 | 820.9 | 558.539339347549 | 262.360660652451 |
322 | 769.6 | 526.932672680882 | 242.667327319118 |
323 | 752.2 | 509.846006014215 | 242.353993985785 |
324 | 724.4 | 494.936006014215 | 229.463993985785 |
325 | 723.1 | 517.410082012028 | 205.689917987972 |
326 | 719.5 | 519.877823947512 | 199.622176052488 |
327 | 817.4 | 593.669426827046 | 223.730573172954 |
328 | 803.3 | 602.376093493712 | 200.923906506287 |
329 | 752.5 | 579.902760160379 | 172.597239839621 |
330 | 689 | 540.479426827046 | 148.520573172954 |
331 | 630.4 | 520.566093493712 | 109.833906506288 |
332 | 765.5 | 594.402760160379 | 171.097239839621 |
333 | 757.7 | 570.862760160379 | 186.837239839621 |
334 | 732.2 | 539.256093493712 | 192.943906506288 |
335 | 702.6 | 522.169426827046 | 180.430573172954 |
336 | 683.3 | 507.259426827046 | 176.040573172954 |
337 | 709.5 | 529.733502824859 | 179.766497175141 |
338 | 702.2 | 532.201244760343 | 169.998755239657 |
339 | 784.8 | 605.992847639876 | 178.807152360124 |
340 | 810.9 | 614.699514306543 | 196.200485693457 |
341 | 755.6 | 592.226180973209 | 163.373819026791 |
342 | 656.8 | 552.802847639876 | 103.997152360124 |
343 | 615.1 | 532.889514306543 | 82.2104856934573 |
344 | 745.3 | 606.726180973209 | 138.573819026791 |
345 | 694.1 | 583.186180973209 | 110.913819026791 |
346 | 675.7 | 551.579514306543 | 124.120485693457 |
347 | 643.7 | 534.492847639876 | 109.207152360124 |
348 | 622.1 | 519.582847639876 | 102.517152360124 |
349 | 634.6 | 542.056923637689 | 92.5430763623109 |
350 | 588 | 544.524665573173 | 43.4753344268271 |
351 | 689.7 | 618.316268452706 | 71.3837315472936 |
352 | 673.9 | 627.022935119373 | 46.8770648806269 |
353 | 647.9 | 604.54960178604 | 43.3503982139603 |
354 | 568.8 | 565.126268452706 | 3.67373154729353 |
355 | 545.7 | 545.212935119373 | 0.487064880626992 |
356 | 632.6 | 619.04960178604 | 13.5503982139602 |
357 | 643.8 | 595.50960178604 | 48.2903982139603 |
358 | 593.1 | 563.902935119373 | 29.1970648806269 |
359 | 579.7 | 546.816268452706 | 32.8837315472936 |
360 | 546 | 531.906268452706 | 14.0937315472936 |
361 | 562.9 | 554.380344450519 | 8.51965554948048 |
362 | 572.5 | 556.848086386003 | 15.6519136139967 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.00114095226080007 | 0.00228190452160013 | 0.9988590477392 |
17 | 0.00250453041321877 | 0.00500906082643754 | 0.997495469586781 |
18 | 0.00891048618751768 | 0.0178209723750354 | 0.991089513812482 |
19 | 0.0334329495798601 | 0.0668658991597202 | 0.96656705042014 |
20 | 0.0526991475601691 | 0.105398295120338 | 0.947300852439831 |
21 | 0.116847942640448 | 0.233695885280895 | 0.883152057359552 |
22 | 0.191832326910516 | 0.383664653821032 | 0.808167673089484 |
23 | 0.211974653493117 | 0.423949306986234 | 0.788025346506883 |
24 | 0.287084426780227 | 0.574168853560453 | 0.712915573219774 |
25 | 0.229333894027985 | 0.458667788055969 | 0.770666105972015 |
26 | 0.180088024772863 | 0.360176049545726 | 0.819911975227137 |
27 | 0.168290490336808 | 0.336580980673616 | 0.831709509663192 |
28 | 0.179068441329285 | 0.35813688265857 | 0.820931558670715 |
29 | 0.169872664203539 | 0.339745328407077 | 0.830127335796461 |
30 | 0.154073424288495 | 0.30814684857699 | 0.845926575711505 |
31 | 0.139163024687715 | 0.278326049375429 | 0.860836975312285 |
32 | 0.122148868494911 | 0.244297736989823 | 0.877851131505089 |
33 | 0.110295601303209 | 0.220591202606419 | 0.889704398696791 |
34 | 0.0877696006717711 | 0.175539201343542 | 0.912230399328229 |
35 | 0.0645515186653496 | 0.129103037330699 | 0.93544848133465 |
36 | 0.0465236491978772 | 0.0930472983957543 | 0.953476350802123 |
37 | 0.0357593421154846 | 0.0715186842309692 | 0.964240657884515 |
38 | 0.0249788672836223 | 0.0499577345672446 | 0.975021132716378 |
39 | 0.0169668897163562 | 0.0339337794327125 | 0.983033110283644 |
40 | 0.0113629829464264 | 0.0227259658928529 | 0.988637017053574 |
41 | 0.00755481636009607 | 0.0151096327201921 | 0.992445183639904 |
42 | 0.00487875953582438 | 0.00975751907164876 | 0.995121240464176 |
43 | 0.0031064256721768 | 0.0062128513443536 | 0.996893574327823 |
44 | 0.00195891522011924 | 0.00391783044023847 | 0.998041084779881 |
45 | 0.00120601223581309 | 0.00241202447162618 | 0.998793987764187 |
46 | 0.000762796946457821 | 0.00152559389291564 | 0.999237203053542 |
47 | 0.000466528596396178 | 0.000933057192792356 | 0.999533471403604 |
48 | 0.000276630667032229 | 0.000553261334064459 | 0.999723369332968 |
49 | 0.000190297347527658 | 0.000380594695055316 | 0.999809702652472 |
50 | 0.000121964345390152 | 0.000243928690780303 | 0.99987803565461 |
51 | 7.63909102492917e-05 | 0.000152781820498583 | 0.999923609089751 |
52 | 4.46735693603598e-05 | 8.93471387207196e-05 | 0.99995532643064 |
53 | 2.6117522798927e-05 | 5.22350455978541e-05 | 0.999973882477201 |
54 | 1.63371141456239e-05 | 3.26742282912479e-05 | 0.999983662885854 |
55 | 9.47166618949507e-06 | 1.89433323789901e-05 | 0.999990528333811 |
56 | 5.48865682573074e-06 | 1.09773136514615e-05 | 0.999994511343174 |
57 | 3.05976418204172e-06 | 6.11952836408344e-06 | 0.999996940235818 |
58 | 1.73830432493479e-06 | 3.47660864986959e-06 | 0.999998261695675 |
59 | 1.09061818098996e-06 | 2.18123636197992e-06 | 0.999998909381819 |
60 | 7.35074155088382e-07 | 1.47014831017676e-06 | 0.999999264925845 |
61 | 1.17291735581842e-06 | 2.34583471163684e-06 | 0.999998827082644 |
62 | 2.87776805149602e-06 | 5.75553610299203e-06 | 0.999997122231948 |
63 | 1.81355658534627e-05 | 3.62711317069254e-05 | 0.999981864434146 |
64 | 0.000130140294844267 | 0.000260280589688534 | 0.999869859705156 |
65 | 0.000874425866917209 | 0.00174885173383442 | 0.999125574133083 |
66 | 0.00373682484919248 | 0.00747364969838495 | 0.996263175150808 |
67 | 0.00987045862357715 | 0.0197409172471543 | 0.990129541376423 |
68 | 0.0153696491804207 | 0.0307392983608414 | 0.984630350819579 |
69 | 0.0214512574886979 | 0.0429025149773958 | 0.978548742511302 |
70 | 0.0305931740560573 | 0.0611863481121146 | 0.969406825943943 |
71 | 0.0421369201280727 | 0.0842738402561453 | 0.957863079871927 |
72 | 0.0452279025343225 | 0.090455805068645 | 0.954772097465677 |
73 | 0.0502836910643621 | 0.100567382128724 | 0.949716308935638 |
74 | 0.0503357642215727 | 0.100671528443145 | 0.949664235778427 |
75 | 0.0485760001683437 | 0.0971520003366873 | 0.951423999831656 |
76 | 0.0430437541767372 | 0.0860875083534744 | 0.956956245823263 |
77 | 0.0371509832400159 | 0.0743019664800317 | 0.962849016759984 |
78 | 0.0330454275357835 | 0.066090855071567 | 0.966954572464216 |
79 | 0.0270894421159208 | 0.0541788842318415 | 0.972910557884079 |
80 | 0.0217806589455281 | 0.0435613178910562 | 0.978219341054472 |
81 | 0.0170600857989815 | 0.034120171597963 | 0.982939914201018 |
82 | 0.0134037443897133 | 0.0268074887794267 | 0.986596255610287 |
83 | 0.0103564281026337 | 0.0207128562052674 | 0.989643571897366 |
84 | 0.00803839291256784 | 0.0160767858251357 | 0.991961607087432 |
85 | 0.00634824560102807 | 0.0126964912020561 | 0.993651754398972 |
86 | 0.00498849888792478 | 0.00997699777584957 | 0.995011501112075 |
87 | 0.00376459227854677 | 0.00752918455709355 | 0.996235407721453 |
88 | 0.00280649032076974 | 0.00561298064153947 | 0.99719350967923 |
89 | 0.00211592567383048 | 0.00423185134766097 | 0.99788407432617 |
90 | 0.00155880591713117 | 0.00311761183426233 | 0.998441194082869 |
91 | 0.00119362326120353 | 0.00238724652240706 | 0.998806376738796 |
92 | 0.000926988305575752 | 0.0018539766111515 | 0.999073011694424 |
93 | 0.000685072679346976 | 0.00137014535869395 | 0.999314927320653 |
94 | 0.000490930749945504 | 0.000981861499891008 | 0.999509069250054 |
95 | 0.000348199282802777 | 0.000696398565605553 | 0.999651800717197 |
96 | 0.000245408378806095 | 0.00049081675761219 | 0.999754591621194 |
97 | 0.000179355555510922 | 0.000358711111021844 | 0.999820644444489 |
98 | 0.000130333244998838 | 0.000260666489997675 | 0.999869666755001 |
99 | 9.17284891619152e-05 | 0.00018345697832383 | 0.999908271510838 |
100 | 6.32344104487128e-05 | 0.000126468820897426 | 0.999936765589551 |
101 | 4.33585498706704e-05 | 8.67170997413408e-05 | 0.999956641450129 |
102 | 2.92776800117055e-05 | 5.85553600234109e-05 | 0.999970722319988 |
103 | 1.98245359332805e-05 | 3.96490718665609e-05 | 0.999980175464067 |
104 | 1.40045693758745e-05 | 2.8009138751749e-05 | 0.999985995430624 |
105 | 9.37182294980571e-06 | 1.87436458996114e-05 | 0.99999062817705 |
106 | 6.23659352600576e-06 | 1.24731870520115e-05 | 0.999993763406474 |
107 | 4.14576991566262e-06 | 8.29153983132525e-06 | 0.999995854230084 |
108 | 2.81696769264096e-06 | 5.63393538528191e-06 | 0.999997183032307 |
109 | 2.40522859156926e-06 | 4.81045718313852e-06 | 0.999997594771408 |
110 | 2.27035904186842e-06 | 4.54071808373684e-06 | 0.999997729640958 |
111 | 3.29122759478821e-06 | 6.58245518957643e-06 | 0.999996708772405 |
112 | 9.59909368010584e-06 | 1.91981873602117e-05 | 0.99999040090632 |
113 | 3.39984153655136e-05 | 6.79968307310273e-05 | 0.999966001584634 |
114 | 0.000133046043997569 | 0.000266092087995138 | 0.999866953956002 |
115 | 0.000385808800130215 | 0.00077161760026043 | 0.99961419119987 |
116 | 0.000925051098796733 | 0.00185010219759347 | 0.999074948901203 |
117 | 0.0019503422619956 | 0.0039006845239912 | 0.998049657738004 |
118 | 0.00324110466037993 | 0.00648220932075987 | 0.99675889533962 |
119 | 0.00380568290839528 | 0.00761136581679056 | 0.996194317091605 |
120 | 0.00405320489748162 | 0.00810640979496323 | 0.995946795102518 |
121 | 0.00388576419647621 | 0.00777152839295242 | 0.996114235803524 |
122 | 0.0041594439503769 | 0.00831888790075379 | 0.995840556049623 |
123 | 0.00417516742100001 | 0.00835033484200002 | 0.995824832579 |
124 | 0.00401572312034612 | 0.00803144624069224 | 0.995984276879654 |
125 | 0.00357789368455281 | 0.00715578736910562 | 0.996422106315447 |
126 | 0.00292155538615858 | 0.00584311077231716 | 0.997078444613841 |
127 | 0.00238014600514139 | 0.00476029201028277 | 0.997619853994859 |
128 | 0.0018509585390831 | 0.00370191707816619 | 0.998149041460917 |
129 | 0.00144379022335181 | 0.00288758044670362 | 0.998556209776648 |
130 | 0.0011269475021067 | 0.00225389500421339 | 0.998873052497893 |
131 | 0.000878620183814029 | 0.00175724036762806 | 0.999121379816186 |
132 | 0.00070624864938044 | 0.00141249729876088 | 0.99929375135062 |
133 | 0.00059727351386813 | 0.00119454702773626 | 0.999402726486132 |
134 | 0.000483331677133674 | 0.000966663354267348 | 0.999516668322866 |
135 | 0.00037791903463579 | 0.000755838069271581 | 0.999622080965364 |
136 | 0.000287812415978466 | 0.000575624831956932 | 0.999712187584022 |
137 | 0.000233636484527835 | 0.000467272969055669 | 0.999766363515472 |
138 | 0.000184315815243922 | 0.000368631630487845 | 0.999815684184756 |
139 | 0.000145699702898205 | 0.000291399405796409 | 0.999854300297102 |
140 | 0.000114791734215354 | 0.000229583468430708 | 0.999885208265785 |
141 | 8.85709812582394e-05 | 0.000177141962516479 | 0.999911429018742 |
142 | 7.0915903754825e-05 | 0.00014183180750965 | 0.999929084096245 |
143 | 5.3723211895138e-05 | 0.000107446423790276 | 0.999946276788105 |
144 | 4.53699360129796e-05 | 9.07398720259592e-05 | 0.999954630063987 |
145 | 4.24937160239479e-05 | 8.49874320478958e-05 | 0.999957506283976 |
146 | 5.55957180618908e-05 | 0.000111191436123782 | 0.999944404281938 |
147 | 8.16482563226567e-05 | 0.000163296512645313 | 0.999918351743677 |
148 | 0.000149449248177268 | 0.000298898496354536 | 0.999850550751823 |
149 | 0.000263113463767711 | 0.000526226927535421 | 0.999736886536232 |
150 | 0.000400266902039826 | 0.000800533804079653 | 0.99959973309796 |
151 | 0.000603349020364243 | 0.00120669804072849 | 0.999396650979636 |
152 | 0.000888216320819334 | 0.00177643264163867 | 0.999111783679181 |
153 | 0.00117328243150348 | 0.00234656486300695 | 0.998826717568497 |
154 | 0.00136667909327987 | 0.00273335818655975 | 0.99863332090672 |
155 | 0.00141815913666412 | 0.00283631827332824 | 0.998581840863336 |
156 | 0.00147486780671587 | 0.00294973561343174 | 0.998525132193284 |
157 | 0.00147182160267184 | 0.00294364320534367 | 0.998528178397328 |
158 | 0.00155397493198133 | 0.00310794986396267 | 0.998446025068019 |
159 | 0.00153273671420224 | 0.00306547342840447 | 0.998467263285798 |
160 | 0.00144353021911316 | 0.00288706043822632 | 0.998556469780887 |
161 | 0.00141954727234299 | 0.00283909454468598 | 0.998580452727657 |
162 | 0.00142362876712757 | 0.00284725753425515 | 0.998576371232872 |
163 | 0.00159053278343696 | 0.00318106556687392 | 0.998409467216563 |
164 | 0.00142340560461748 | 0.00284681120923495 | 0.998576594395382 |
165 | 0.00130115945306024 | 0.00260231890612048 | 0.99869884054694 |
166 | 0.00125902696211445 | 0.00251805392422891 | 0.998740973037886 |
167 | 0.00116609294584224 | 0.00233218589168448 | 0.998833907054158 |
168 | 0.00108141785282996 | 0.00216283570565992 | 0.99891858214717 |
169 | 0.0010876149744002 | 0.00217522994880041 | 0.9989123850256 |
170 | 0.00114441777187699 | 0.00228883554375399 | 0.998855582228123 |
171 | 0.00122729087805162 | 0.00245458175610323 | 0.998772709121948 |
172 | 0.00143466632553968 | 0.00286933265107936 | 0.99856533367446 |
173 | 0.00160848519856522 | 0.00321697039713043 | 0.998391514801435 |
174 | 0.00185095151866616 | 0.00370190303733232 | 0.998149048481334 |
175 | 0.0023685359862291 | 0.00473707197245819 | 0.997631464013771 |
176 | 0.00251891315318887 | 0.00503782630637774 | 0.997481086846811 |
177 | 0.00264344074881703 | 0.00528688149763407 | 0.997356559251183 |
178 | 0.00276017949335504 | 0.00552035898671008 | 0.997239820506645 |
179 | 0.00280120646235601 | 0.00560241292471201 | 0.997198793537644 |
180 | 0.00294106825721242 | 0.00588213651442485 | 0.997058931742788 |
181 | 0.00351306213589949 | 0.00702612427179898 | 0.9964869378641 |
182 | 0.00427968472937568 | 0.00855936945875135 | 0.995720315270624 |
183 | 0.00502462870137627 | 0.0100492574027525 | 0.994975371298624 |
184 | 0.00576005917255301 | 0.011520118345106 | 0.994239940827447 |
185 | 0.00686603290391119 | 0.0137320658078224 | 0.993133967096089 |
186 | 0.00858135768145779 | 0.0171627153629156 | 0.991418642318542 |
187 | 0.0110023308285802 | 0.0220046616571604 | 0.98899766917142 |
188 | 0.0125170357219463 | 0.0250340714438926 | 0.987482964278054 |
189 | 0.0131852263931232 | 0.0263704527862465 | 0.986814773606877 |
190 | 0.014386254925197 | 0.028772509850394 | 0.985613745074803 |
191 | 0.0152386017858658 | 0.0304772035717316 | 0.984761398214134 |
192 | 0.0166719255695707 | 0.0333438511391413 | 0.983328074430429 |
193 | 0.0187900101667087 | 0.0375800203334174 | 0.981209989833291 |
194 | 0.022491418342213 | 0.044982836684426 | 0.977508581657787 |
195 | 0.024871069125372 | 0.0497421382507439 | 0.975128930874628 |
196 | 0.0282958561012043 | 0.0565917122024086 | 0.971704143898796 |
197 | 0.032193703563918 | 0.064387407127836 | 0.967806296436082 |
198 | 0.0388394447285809 | 0.0776788894571618 | 0.961160555271419 |
199 | 0.0480443357753839 | 0.0960886715507678 | 0.951955664224616 |
200 | 0.0510632916070807 | 0.102126583214161 | 0.948936708392919 |
201 | 0.0532234157768945 | 0.106446831553789 | 0.946776584223106 |
202 | 0.0559954536655152 | 0.11199090733103 | 0.944004546334485 |
203 | 0.0576604376146828 | 0.115320875229366 | 0.942339562385317 |
204 | 0.0599265215382311 | 0.119853043076462 | 0.940073478461769 |
205 | 0.0640186295482969 | 0.128037259096594 | 0.935981370451703 |
206 | 0.0705358369034797 | 0.141071673806959 | 0.92946416309652 |
207 | 0.0762254764964788 | 0.152450952992958 | 0.923774523503521 |
208 | 0.0856005056171391 | 0.171201011234278 | 0.914399494382861 |
209 | 0.0937094218751965 | 0.187418843750393 | 0.906290578124804 |
210 | 0.102092553011605 | 0.204185106023211 | 0.897907446988395 |
211 | 0.111663316493985 | 0.223326632987969 | 0.888336683506015 |
212 | 0.108481653005867 | 0.216963306011733 | 0.891518346994133 |
213 | 0.107234372062879 | 0.214468744125757 | 0.892765627937121 |
214 | 0.10541346131428 | 0.210826922628559 | 0.89458653868572 |
215 | 0.103234682483412 | 0.206469364966825 | 0.896765317516588 |
216 | 0.100336924931987 | 0.200673849863975 | 0.899663075068013 |
217 | 0.0994878510063278 | 0.198975702012656 | 0.900512148993672 |
218 | 0.0997305944331833 | 0.199461188866367 | 0.900269405566817 |
219 | 0.0995603170846707 | 0.199120634169341 | 0.900439682915329 |
220 | 0.0999491285821448 | 0.19989825716429 | 0.900050871417855 |
221 | 0.100598532897551 | 0.201197065795102 | 0.899401467102449 |
222 | 0.100771770521654 | 0.201543541043307 | 0.899228229478346 |
223 | 0.102388544038112 | 0.204777088076224 | 0.897611455961888 |
224 | 0.0936459220850017 | 0.187291844170003 | 0.906354077914998 |
225 | 0.0856808818164726 | 0.171361763632945 | 0.914319118183527 |
226 | 0.0784445813550693 | 0.156889162710139 | 0.921555418644931 |
227 | 0.0705884726341796 | 0.141176945268359 | 0.92941152736582 |
228 | 0.0645370511366946 | 0.129074102273389 | 0.935462948863305 |
229 | 0.0588495988179715 | 0.117699197635943 | 0.941150401182028 |
230 | 0.0547242427344063 | 0.109448485468813 | 0.945275757265594 |
231 | 0.0535206726734635 | 0.107041345346927 | 0.946479327326537 |
232 | 0.0504061838611175 | 0.100812367722235 | 0.949593816138882 |
233 | 0.0490436839175386 | 0.0980873678350773 | 0.950956316082461 |
234 | 0.0483560213075823 | 0.0967120426151645 | 0.951643978692418 |
235 | 0.0476084069567077 | 0.0952168139134153 | 0.952391593043292 |
236 | 0.0411156291298905 | 0.0822312582597811 | 0.958884370870109 |
237 | 0.03596271362027 | 0.07192542724054 | 0.96403728637973 |
238 | 0.0320799342770867 | 0.0641598685541734 | 0.967920065722913 |
239 | 0.0284768508602662 | 0.0569537017205324 | 0.971523149139734 |
240 | 0.0249060626843066 | 0.0498121253686131 | 0.975093937315693 |
241 | 0.0223732949570946 | 0.0447465899141891 | 0.977626705042905 |
242 | 0.0211133812175645 | 0.0422267624351289 | 0.978886618782436 |
243 | 0.0239169171262519 | 0.0478338342525039 | 0.976083082873748 |
244 | 0.0277070592941769 | 0.0554141185883537 | 0.972292940705823 |
245 | 0.0309800741498607 | 0.0619601482997215 | 0.969019925850139 |
246 | 0.0310384286306078 | 0.0620768572612156 | 0.968961571369392 |
247 | 0.0312285060061955 | 0.0624570120123909 | 0.968771493993805 |
248 | 0.0293023046799985 | 0.058604609359997 | 0.970697695320001 |
249 | 0.0275049661591793 | 0.0550099323183585 | 0.972495033840821 |
250 | 0.0257762145877651 | 0.0515524291755302 | 0.974223785412235 |
251 | 0.0227416865158538 | 0.0454833730317076 | 0.977258313484146 |
252 | 0.0196725116588114 | 0.0393450233176228 | 0.980327488341189 |
253 | 0.0188555006674601 | 0.0377110013349203 | 0.98114449933254 |
254 | 0.0187723002274604 | 0.0375446004549207 | 0.98122769977254 |
255 | 0.0211470364092279 | 0.0422940728184557 | 0.978852963590772 |
256 | 0.0208454904686353 | 0.0416909809372706 | 0.979154509531365 |
257 | 0.0191708768451884 | 0.0383417536903767 | 0.980829123154812 |
258 | 0.0161677009841189 | 0.0323354019682377 | 0.983832299015881 |
259 | 0.0133038179491516 | 0.0266076358983031 | 0.986696182050848 |
260 | 0.0111979405931892 | 0.0223958811863783 | 0.988802059406811 |
261 | 0.00946045528709399 | 0.018920910574188 | 0.990539544712906 |
262 | 0.00794748601956774 | 0.0158949720391355 | 0.992052513980432 |
263 | 0.00694491831969913 | 0.0138898366393983 | 0.993055081680301 |
264 | 0.00623524107412461 | 0.0124704821482492 | 0.993764758925875 |
265 | 0.00589668956380809 | 0.0117933791276162 | 0.994103310436192 |
266 | 0.00561040338732362 | 0.0112208067746472 | 0.994389596612676 |
267 | 0.00518341867471671 | 0.0103668373494334 | 0.994816581325283 |
268 | 0.00466792912459378 | 0.00933585824918756 | 0.995332070875406 |
269 | 0.00412509337280295 | 0.0082501867456059 | 0.995874906627197 |
270 | 0.00356172136706981 | 0.00712344273413961 | 0.99643827863293 |
271 | 0.00300043846821556 | 0.00600087693643113 | 0.996999561531784 |
272 | 0.00277382658769169 | 0.00554765317538338 | 0.997226173412308 |
273 | 0.00263103323796723 | 0.00526206647593447 | 0.997368966762033 |
274 | 0.00255186250492867 | 0.00510372500985733 | 0.997448137495071 |
275 | 0.00239579448055559 | 0.00479158896111118 | 0.997604205519444 |
276 | 0.00215335725407951 | 0.00430671450815903 | 0.99784664274592 |
277 | 0.0019726997646648 | 0.0039453995293296 | 0.998027300235335 |
278 | 0.00171131656188884 | 0.00342263312377768 | 0.998288683438111 |
279 | 0.00142812006805233 | 0.00285624013610466 | 0.998571879931948 |
280 | 0.00115447124787818 | 0.00230894249575636 | 0.998845528752122 |
281 | 0.000925664330104334 | 0.00185132866020867 | 0.999074335669896 |
282 | 0.000717406323457701 | 0.0014348126469154 | 0.999282593676542 |
283 | 0.00053758619266524 | 0.00107517238533048 | 0.999462413807335 |
284 | 0.000428124014349486 | 0.000856248028698972 | 0.999571875985651 |
285 | 0.00033701290083288 | 0.000674025801665761 | 0.999662987099167 |
286 | 0.000262983318746089 | 0.000525966637492177 | 0.999737016681254 |
287 | 0.000202518292105452 | 0.000405036584210903 | 0.999797481707895 |
288 | 0.000152945990037129 | 0.000305891980074257 | 0.999847054009963 |
289 | 0.000111092986385327 | 0.000222185972770655 | 0.999888907013615 |
290 | 8.15104682712592e-05 | 0.000163020936542518 | 0.999918489531729 |
291 | 8.69420376309804e-05 | 0.000173884075261961 | 0.999913057962369 |
292 | 8.91517658399607e-05 | 0.000178303531679921 | 0.99991084823416 |
293 | 9.44951856866802e-05 | 0.00018899037137336 | 0.999905504814313 |
294 | 8.49007586991108e-05 | 0.000169801517398222 | 0.999915099241301 |
295 | 8.08769392531403e-05 | 0.000161753878506281 | 0.999919123060747 |
296 | 8.48639703417268e-05 | 0.000169727940683454 | 0.999915136029658 |
297 | 0.000100275396707223 | 0.000200550793414446 | 0.999899724603293 |
298 | 0.000123477003711522 | 0.000246954007423045 | 0.999876522996288 |
299 | 0.000154142369072742 | 0.000308284738145485 | 0.999845857630927 |
300 | 0.00023739513370732 | 0.000474790267414641 | 0.999762604866293 |
301 | 0.000385299158443996 | 0.000770598316887992 | 0.999614700841556 |
302 | 0.000691882123666012 | 0.00138376424733202 | 0.999308117876334 |
303 | 0.00227952334646885 | 0.00455904669293769 | 0.997720476653531 |
304 | 0.00732553513171303 | 0.0146510702634261 | 0.992674464868287 |
305 | 0.0272197614382019 | 0.0544395228764039 | 0.972780238561798 |
306 | 0.077640547047854 | 0.155281094095708 | 0.922359452952146 |
307 | 0.1857203263532 | 0.371440652706399 | 0.814279673646801 |
308 | 0.391581496727061 | 0.783162993454123 | 0.608418503272939 |
309 | 0.685395809975252 | 0.629208380049496 | 0.314604190024748 |
310 | 0.938906069319409 | 0.122187861361182 | 0.0610939306805909 |
311 | 0.994265840172556 | 0.0114683196548877 | 0.00573415982744384 |
312 | 0.999956250543127 | 8.74989137454716e-05 | 4.37494568727358e-05 |
313 | 0.999999975841303 | 4.83173933235076e-08 | 2.41586966617538e-08 |
314 | 0.999999999999551 | 8.97522892169085e-13 | 4.48761446084542e-13 |
315 | 0.999999999999936 | 1.27401395780413e-13 | 6.37006978902065e-14 |
316 | 0.999999999999982 | 3.64117621679246e-14 | 1.82058810839623e-14 |
317 | 0.999999999999967 | 6.59903253303654e-14 | 3.29951626651827e-14 |
318 | 0.99999999999995 | 9.99831588400778e-14 | 4.99915794200389e-14 |
319 | 0.999999999999975 | 5.0434385131972e-14 | 2.5217192565986e-14 |
320 | 0.999999999999964 | 7.27454832572217e-14 | 3.63727416286109e-14 |
321 | 0.999999999999907 | 1.86772397503258e-13 | 9.3386198751629e-14 |
322 | 0.999999999999758 | 4.85053552187445e-13 | 2.42526776093722e-13 |
323 | 0.999999999999278 | 1.44385516246693e-12 | 7.21927581233466e-13 |
324 | 0.999999999997808 | 4.3840194011595e-12 | 2.19200970057975e-12 |
325 | 0.999999999996166 | 7.66726274323404e-12 | 3.83363137161702e-12 |
326 | 0.999999999990476 | 1.90488724706787e-11 | 9.52443623533936e-12 |
327 | 0.999999999969166 | 6.16678677095902e-11 | 3.08339338547951e-11 |
328 | 0.999999999941022 | 1.17956874003651e-10 | 5.89784370018253e-11 |
329 | 0.999999999939762 | 1.2047689496731e-10 | 6.02384474836551e-11 |
330 | 0.999999999818775 | 3.62451055685579e-10 | 1.8122552784279e-10 |
331 | 0.999999999893388 | 2.1322400822426e-10 | 1.0661200411213e-10 |
332 | 0.999999999763742 | 4.72515697092307e-10 | 2.36257848546153e-10 |
333 | 0.999999999206988 | 1.58602468487163e-09 | 7.93012342435815e-10 |
334 | 0.999999996695543 | 6.6089133349322e-09 | 3.3044566674661e-09 |
335 | 0.999999989454421 | 2.10911571210316e-08 | 1.05455785605158e-08 |
336 | 0.999999959137681 | 8.17246387135818e-08 | 4.08623193567909e-08 |
337 | 0.99999980791718 | 3.84165640442064e-07 | 1.92082820221032e-07 |
338 | 0.999999049149642 | 1.90170071603336e-06 | 9.5085035801668e-07 |
339 | 0.99999588810088 | 8.22379824043563e-06 | 4.11189912021782e-06 |
340 | 0.999996899207397 | 6.20158520603248e-06 | 3.10079260301624e-06 |
341 | 0.999992134046463 | 1.5731907073085e-05 | 7.86595353654251e-06 |
342 | 0.999962658066908 | 7.46838661837756e-05 | 3.73419330918878e-05 |
343 | 0.999784031707216 | 0.000431936585568882 | 0.000215968292784441 |
344 | 0.999721501053569 | 0.000556997892861126 | 0.000278498946430563 |
345 | 0.998283124114115 | 0.00343375177176907 | 0.00171687588588453 |
346 | 0.992167766539097 | 0.0156644669218063 | 0.00783223346090314 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 194 | 0.586102719033233 | NOK |
5% type I error level | 245 | 0.740181268882175 | NOK |
10% type I error level | 275 | 0.830815709969788 | NOK |