Multiple Linear Regression - Estimated Regression Equation
Gold[t] = + 61.6438571653296 + 10.5637230611924M1[t] + 9.69354255151801M2[t] + 4.17336204184364M3[t] + 5.37818153216927M4[t] + 10.4080010224949M5[t] + 8.58782051282051M6[t] + 8.01764000314614M7[t] + 13.7974594934718M8[t] + 18.6772789837974M9[t] + 14.607098474123M10[t] + 23.3119179644486M11[t] + 1.24518050967437t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)61.643857165329633.0294431.86630.0626230.031312
M110.563723061192441.5951120.2540.7996340.399817
M29.6935425515180141.5947080.2330.8158270.407913
M34.1733620418436441.5943940.10030.9201220.460061
M45.3781815321692741.594170.12930.8971750.448588
M510.408001022494941.5940350.25020.8025210.401261
M68.5878205128205141.593990.20650.8365160.418258
M78.0176400031461441.5940350.19280.8472310.423616
M813.797459493471841.594170.33170.7402530.370126
M918.677278983797441.5943940.4490.6536160.326808
M1014.60709847412341.5947080.35120.7256140.362807
M1123.311917964448641.5951120.56040.5754430.287721
t1.245180509674370.0610920.382600


Multiple Linear Regression - Regression Statistics
Multiple R0.68702533535552
R-squared0.472003811420365
Adjusted R-squared0.458407343044923
F-TEST (value)34.7151773818653
F-TEST (DF numerator)12
F-TEST (DF denominator)466
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation184.832926195057
Sum Squared Residuals15920056.1423155


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
14173.4527607361962-32.4527607361962
24873.8277607361964-25.8277607361964
35269.5527607361963-17.5527607361963
45372.0027607361963-19.0027607361963
56578.2777607361964-13.2777607361964
66877.7027607361965-9.70276073619647
76478.3777607361963-14.3777607361963
85785.4027607361963-28.4027607361963
95591.5277607361962-36.5277607361962
105488.7027607361963-34.7027607361963
115998.6527607361963-39.6527607361963
126676.5860232814221-10.5860232814221
138388.3949268522892-5.39492685228917
1410088.769926852288911.2300731477111
1510184.49492685228916.5050731477111
169886.944926852288911.0550731477111
179293.2199268522888-1.21992685228883
188592.6449268522888-7.64492685228882
199293.3199268522889-1.31992685228885
2094100.344926852289-6.34492685228885
2190106.469926852289-16.4699268522889
2299103.644926852289-4.64492685228886
23108113.594926852289-5.59492685228885
2410691.528189397514614.4718106024854
2599103.337092968381-4.33709296838129
26100103.712092968381-3.7120929683814
279999.4370929683814-0.437092968381453
2893101.887092968381-8.88709296838142
2992108.162092968381-16.1620929683813
3093107.587092968381-14.5870929683813
3198108.262092968381-10.2620929683814
3295115.287092968381-20.2870929683814
3386121.412092968381-35.4120929683814
3485118.587092968381-33.5870929683814
3583128.537092968381-45.5370929683814
3685106.470355513607-21.4703555136071
3780118.279259084474-38.2792590844738
3884118.654259084474-34.6542590844739
3986114.379259084474-28.379259084474
4087116.829259084474-29.8292590844739
4185123.104259084474-38.1042590844738
4283122.529259084474-39.5292590844738
4376123.204259084474-47.2042590844738
4470130.229259084474-60.2292590844738
4578136.354259084474-58.3542590844739
4683133.529259084474-50.5292590844738
4788143.479259084474-55.4792590844738
4890121.4125216297-31.4125216296996
4990133.221425200566-43.2214252005663
5097133.596425200566-36.5964252005664
51102129.321425200566-27.3214252005665
52101131.771425200566-30.7714252005664
5398138.046425200566-40.0464252005664
5498137.471425200566-39.4714252005663
55100138.146425200566-38.1464252005663
56102145.171425200566-43.1714252005663
57108151.296425200566-43.2964252005664
58112148.471425200566-36.4714252005663
59110158.421425200566-48.4214252005663
60110136.354687745792-26.3546877457921
61117148.163591316659-31.1635913166588
62120148.538591316659-28.5385913166589
63119144.263591316659-25.2635913166589
64113146.713591316659-33.7135913166589
65123152.988591316659-29.9885913166588
66120152.413591316659-32.4135913166588
67129153.088591316659-24.0885913166589
68132160.113591316659-28.1135913166588
69136166.238591316659-30.2385913166589
70141163.413591316659-22.4135913166589
71122173.363591316659-51.3635913166588
72137151.296853861885-14.2968538618846
73145163.105757432751-18.1057574327513
74155163.480757432751-8.48075743275134
75148159.205757432751-11.2057574327513
76153161.655757432751-8.65575743275131
77172167.9307574327514.06924256724872
78169167.3557574327511.64424256724867
79180168.03075743275111.9692425672487
80190175.05575743275114.9442425672488
81233181.18075743275151.8192425672486
82231178.35575743275152.6442425672487
83245188.30575743275156.6942425672487
84299166.239019977977132.760980022023
85385178.047923548844206.952076451156
86381178.422923548844202.577076451156
87322174.147923548844147.852076451156
88317176.597923548844140.402076451156
89323182.872923548844140.127076451156
90393182.297923548844210.702076451156
91372182.972923548844189.027076451156
92387189.997923548844197.002076451156
93413196.122923548844216.877076451156
94405193.297923548844211.702076451156
95407203.247923548844203.752076451156
96392181.181186094069210.818813905931
97363192.990089664936170.009910335064
98358193.365089664936164.634910335064
99375189.090089664936185.909910335064
100370191.540089664936178.459910335064
101386197.815089664936188.184910335064
102353197.240089664936155.759910335064
103347197.915089664936149.084910335064
104363204.940089664936158.059910335064
105350211.065089664936138.934910335064
106347208.240089664936138.759910335064
107333218.190089664936114.809910335064
108327196.123352210162130.876647789838
109328207.932255781029120.067744218971
110309208.307255781029100.692744218971
111286204.03225578102981.9677442189712
112319206.482255781029112.517744218971
113285212.75725578102972.2427442189712
114301212.18225578102988.8177442189712
115315212.857255781029102.142744218971
116388219.882255781029168.117744218971
117383226.007255781029156.992744218971
118417223.182255781029193.817744218971
119423233.132255781029189.867744218971
120430211.065518326255218.934481673745
121486222.874421897121263.125578102879
122394223.249421897121170.750578102879
123411218.974421897121192.025578102879
124431221.424421897121209.575578102879
125447227.699421897121219.300578102879
126432227.124421897121204.875578102879
127457227.799421897121229.200578102879
128453234.824421897121218.175578102879
129441240.949421897121200.050578102879
130416238.124421897121177.875578102879
131451248.074421897121202.925578102879
132432226.007684442347205.992315557653
133436237.816588013214198.183411986786
134429238.191588013214190.808411986786
135421233.916588013214187.083411986786
136425236.366588013214188.633411986786
137437242.641588013214194.358411986786
138432242.066588013214189.933411986786
139413242.741588013214170.258411986786
140419249.766588013214169.233411986786
141436255.891588013214180.108411986786
142421253.066588013214167.933411986786
143424263.016588013214160.983411986786
144402240.949850558439161.050149441561
145403252.758754129306150.241245870694
146400253.133754129306146.866245870694
147426248.858754129306177.141245870694
148418251.308754129306166.691245870694
149403257.583754129306145.416245870694
150405257.008754129306147.991245870694
151394257.683754129306136.316245870694
152400264.708754129306135.291245870694
153376270.833754129306105.166245870694
154367268.00875412930698.9912458706937
155354277.95875412930676.0412458706937
156348255.89201667453292.107983325468
157364267.70092024539996.2990797546013
158329268.07592024539960.9240797546012
159348263.80092024539984.1990797546012
160330266.25092024539963.7490797546012
161351272.52592024539978.4740797546012
162336271.95092024539964.0490797546012
163332272.62592024539959.3740797546012
164349279.65092024539969.3490797546012
165384285.77592024539998.2240797546012
166370282.95092024539987.0490797546012
167346292.90092024539953.0990797546012
168338270.83418279062567.1658172093755
169335282.64308636149152.3569136385087
170338283.01808636149154.9819136385087
171347278.74308636149168.2569136385087
172372281.19308636149190.8069136385087
173376287.46808636149188.5319136385087
174373286.89308636149186.1069136385087
175392287.568086361491104.431913638509
176374294.59308636149179.4069136385087
177385300.71808636149184.2819136385087
178372297.89308636149174.1069136385087
179372307.84308636149164.1569136385087
180352285.77634890671766.223651093283
181353297.58525247758455.4147475224162
182330297.96025247758432.0397475224162
183348293.68525247758454.3147475224162
184346296.13525247758449.8647475224162
185361302.41025247758458.5897475224162
186364301.83525247758462.1647475224162
187375302.51025247758472.4897475224162
188369309.53525247758459.4647475224162
189342315.66025247758426.3397475224162
190338312.83525247758425.1647475224162
191337322.78525247758414.2147475224162
192333300.7185150228132.2814849771905
193336312.52741859367623.4725814063237
194322312.9024185936769.09758140632374
195329308.62741859367620.3725814063237
196322311.07741859367610.9225814063237
197325317.3524185936767.64758140632375
198331316.77741859367614.2225814063237
199311317.452418593676-6.45241859367627
200318324.477418593676-6.47741859367628
201312330.602418593676-18.6024185936763
202315327.777418593676-12.7774185936763
203333337.727418593676-4.72741859367626
204311315.660681138902-4.660681138902
205321327.469584709769-6.46958470976875
206316327.844584709769-11.8445847097688
207284323.569584709769-39.5695847097688
208281326.019584709769-45.0195847097687
209280332.294584709769-52.2945847097687
210266331.719584709769-65.7195847097688
211268332.394584709769-64.3945847097688
212278339.419584709769-61.4195847097688
213292345.544584709769-53.5445847097687
214263342.719584709769-79.7195847097688
215265352.669584709769-87.6695847097688
216266330.602847254994-64.6028472549945
217251342.411750825861-91.4117508258612
218256342.786750825861-86.7867508258613
219280338.511750825861-58.5117508258613
220283340.961750825861-57.9617508258612
221289347.236750825861-58.2367508258612
222308346.661750825861-38.6617508258613
223293347.336750825861-54.3367508258613
224281354.361750825861-73.3617508258613
225274360.486750825861-86.4867508258613
226277357.661750825861-80.6617508258612
227278367.611750825861-89.6117508258612
228250345.545013371087-95.545013371087
229265357.353916941954-92.3539169419537
230269357.728916941954-88.7289169419537
231262353.453916941954-91.4539169419537
232258355.903916941954-97.9039169419537
233251362.178916941954-111.178916941954
234243361.603916941954-118.603916941954
235247362.278916941954-115.278916941954
236224369.303916941954-145.303916941954
237241375.428916941954-134.428916941954
238255372.603916941954-117.603916941954
239261382.553916941954-121.553916941954
240267360.487179487179-93.4871794871794
241264372.296083058046-108.296083058046
242270372.671083058046-102.671083058046
243275368.396083058046-93.3960830580462
244281370.846083058046-89.8460830580462
245301377.121083058046-76.1210830580462
246321376.546083058046-55.5460830580463
247355377.221083058046-22.2210830580463
248319384.246083058046-65.2460830580463
249299390.371083058046-91.3710830580463
250319387.546083058046-68.5460830580462
251328397.496083058046-69.4960830580462
252348375.429345603272-27.429345603272
253335387.238249174139-52.2382491741387
254333387.613249174139-54.6132491741388
255331383.338249174139-52.3382491741387
256318385.788249174139-67.7882491741387
257325392.063249174139-67.0632491741387
258318391.488249174139-73.4882491741388
259313392.163249174139-79.1632491741388
260313399.188249174139-86.1882491741387
261315405.313249174139-90.3132491741388
262298402.488249174139-104.488249174139
263311412.438249174139-101.438249174139
264309390.371511719364-81.3715117193645
265297402.180415290231-105.180415290231
266294402.555415290231-108.555415290231
267291398.280415290231-107.280415290231
268292400.730415290231-108.730415290231
269290407.005415290231-117.005415290231
270287406.430415290231-119.430415290231
271281407.105415290231-126.105415290231
272295414.130415290231-119.130415290231
273289420.255415290231-131.255415290231
274286417.430415290231-131.430415290231
275295427.380415290231-132.380415290231
276291405.313677835457-114.313677835457
277315417.122581406324-102.122581406324
278306417.497581406324-111.497581406324
279304413.222581406324-109.222581406324
280309415.672581406324-106.672581406324
281307421.947581406324-114.947581406324
282299421.372581406324-122.372581406324
283294422.047581406324-128.047581406324
284295429.072581406324-134.072581406324
285296435.197581406324-139.197581406324
286294432.372581406324-138.372581406324
287292442.322581406324-150.322581406324
288290420.255843951549-130.255843951549
289289432.064747522416-143.064747522416
290310432.439747522416-122.439747522416
291297428.164747522416-131.164747522416
292301430.614747522416-129.614747522416
293302436.889747522416-134.889747522416
294297436.314747522416-139.314747522416
295305436.989747522416-131.989747522416
296298444.014747522416-146.014747522416
297299450.139747522416-151.139747522416
298273447.314747522416-174.314747522416
299267457.264747522416-190.264747522416
300266435.198010067642-169.198010067642
301284447.006913638509-163.006913638509
302276447.381913638509-171.381913638509
303284443.106913638509-159.106913638509
304285445.556913638509-160.556913638509
305267451.831913638509-184.831913638509
306273451.256913638509-178.256913638509
307262451.931913638509-189.931913638509
308246458.956913638509-212.956913638509
309251465.081913638509-214.081913638509
310248462.256913638509-214.256913638509
311255472.206913638509-217.206913638509
312245450.140176183734-205.140176183734
313251461.949079754601-210.949079754601
314261462.324079754601-201.324079754601
315259458.049079754601-199.049079754601
316271460.499079754601-189.499079754601
317258466.774079754601-208.774079754601
318253466.199079754601-213.199079754601
319239466.874079754601-227.874079754601
320241473.899079754601-232.899079754601
321281480.024079754601-199.024079754601
322285477.199079754601-192.199079754601
323289487.149079754601-198.149079754601
324290465.082342299827-175.082342299827
325290476.891245870694-186.891245870694
326305477.266245870694-172.266245870694
327289472.991245870694-183.991245870694
328302475.441245870694-173.441245870694
329294481.716245870694-187.716245870694
330301481.141245870694-180.141245870694
331299481.816245870694-182.816245870694
332312488.841245870694-176.841245870694
333310494.966245870694-184.966245870694
334312492.141245870694-180.141245870694
335309502.091245870694-193.091245870694
336292480.024508415919-188.024508415919
337284491.833411986786-207.833411986786
338290492.208411986786-202.208411986786
339292487.933411986786-195.933411986786
340297490.383411986786-193.383411986786
341316496.658411986786-180.658411986786
342320496.083411986786-176.083411986786
343304496.758411986786-192.758411986786
344301503.783411986786-202.783411986786
345322509.908411986786-187.908411986786
346309507.083411986786-198.083411986786
347308517.033411986786-209.033411986786
348311494.966674532012-183.966674532012
349328506.775578102879-178.775578102879
350343507.150578102879-164.150578102879
351345502.875578102879-157.875578102879
352342505.325578102879-163.325578102879
353350511.600578102879-161.600578102879
354322511.025578102879-189.025578102879
355311511.700578102879-200.700578102879
356319518.725578102879-199.725578102879
357328524.850578102879-196.850578102879
358320522.025578102879-202.025578102879
359321531.975578102879-210.975578102879
360331509.908840648104-178.908840648104
361342521.717744218971-179.717744218971
362322522.092744218971-200.092744218971
363307517.817744218971-210.817744218971
364302520.267744218971-218.267744218971
365307526.542744218971-219.542744218971
366301525.967744218971-224.967744218971
367315526.642744218971-211.642744218971
368342533.667744218971-191.667744218971
369333539.792744218971-206.792744218971
370332536.967744218971-204.967744218971
371332546.917744218971-214.917744218971
372330524.851006764197-194.851006764197
373322536.659910335064-214.659910335064
374319537.034910335064-218.034910335064
375345532.759910335064-187.759910335064
376324535.209910335064-211.209910335064
377322541.484910335064-219.484910335064
378325540.909910335064-215.909910335064
379325541.584910335064-216.584910335064
380335548.609910335064-213.609910335064
381335554.734910335064-219.734910335064
382335551.909910335064-216.909910335064
383341561.859910335064-220.859910335064
384320539.793172880289-219.793172880289
385324551.602076451156-227.602076451156
386328551.977076451156-223.977076451156
387329547.702076451156-218.702076451156
388338550.152076451156-212.152076451156
389336556.427076451156-220.427076451156
390361555.852076451156-194.852076451156
391353556.527076451156-203.527076451156
392352563.552076451156-211.552076451156
393393569.677076451156-176.677076451156
394393566.852076451156-173.852076451156
395420576.802076451156-156.802076451156
396435554.735338996382-119.735338996382
397468566.544242567249-98.5442425672487
398466566.919242567249-100.919242567249
399481562.644242567249-81.6442425672487
400511565.094242567249-54.0942425672487
401508571.369242567249-63.3692425672487
402480570.794242567249-90.7942425672487
403496571.469242567249-75.4692425672487
404487578.494242567249-91.4942425672487
405473584.619242567249-111.619242567249
406473581.794242567249-108.794242567249
407488591.744242567249-103.744242567249
408479569.677505112474-90.6775051124745
409501581.486408683341-80.4864086833412
410503581.861408683341-78.8614086833412
411497577.586408683341-80.5864086833412
412496580.036408683341-84.0364086833412
413490586.311408683341-96.3114086833412
414482585.736408683341-103.736408683341
415486586.411408683341-100.411408683341
416493593.436408683341-100.436408683341
417522599.561408683341-77.5614086833412
418546596.736408683341-50.7364086833412
419534606.686408683341-72.6864086833412
420570584.619671228567-14.6196712285669
421624596.42857479943427.5714252005663
422640596.80357479943443.1964252005663
423589592.528574799434-3.5285747994337
424559594.978574799434-35.9785747994337
425570601.253574799434-31.2535747994336
426590600.678574799434-10.6785747994337
427588601.353574799434-13.3535747994337
428566608.378574799434-42.3785747994336
429630614.50357479943415.4964252005663
430576611.678574799434-35.6785747994337
431642621.62857479943420.3714252005663
432626599.56183734465926.4381626553406
433718611.370740915526106.629259084474
434750611.745740915526138.254259084474
435690607.47074091552682.5292590844737
436667609.92074091552657.0792590844737
437689616.19574091552672.8042590844738
438666615.62074091552650.3792590844739
439662616.29574091552645.7042590844738
440666623.32074091552642.6792590844739
441681629.44574091552651.5542590844738
442705626.62074091552678.3792590844739
443783636.570740915526146.429259084474
444758614.504003460752143.495996539248
445776626.312907031619149.687092968381
446812626.687907031619185.312092968381
447824622.412907031619201.587092968381
448887624.862907031619262.137092968381
449984631.137907031619352.862092968381
4501016630.562907031619385.437092968381
451897631.237907031619265.762092968381
452980638.262907031619341.737092968381
453957644.387907031619312.612092968381
454969641.562907031619327.437092968381
4551063651.512907031619411.487092968381
4561048629.446169576845418.553830423155
457968641.255073147711326.744926852289
4581022641.630073147711380.369926852289
4591014637.355073147711376.644926852289
4601035639.805073147711395.194926852289
4611069646.080073147711422.919926852289
4621038645.505073147711392.494926852289
4631133646.180073147711486.819926852289
4641260653.205073147711606.794926852289
4651207659.330073147711547.669926852289
4661235656.505073147712578.494926852288
4671297666.455073147712630.544926852288
4681179644.388335692937534.611664307063
4691332656.197239263804675.802760736196
4701323656.572239263804666.427760736196
4711248652.297239263803595.702760736197
4721248654.747239263804593.252760736196
4731260661.022239263804598.977760736196
4741260660.447239263804599.552760736196
4751317661.122239263804655.877760736196
4761308668.147239263804639.852760736196
4771380674.272239263804705.727760736196
4781327671.447239263804655.552760736196
4791327681.397239263804645.602760736196


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
166.25610817712529e-061.25122163542506e-050.999993743891823
173.56520241220846e-067.13040482441691e-060.999996434797588
181.07929118862053e-062.15858237724106e-060.999998920708811
196.52495139377012e-081.30499027875402e-070.999999934750486
202.86981441170539e-095.73962882341079e-090.999999997130186
211.20306202777972e-102.40612405555944e-100.999999999879694
226.02642775343171e-121.20528555068634e-110.999999999993974
233.79357226251028e-137.58714452502057e-130.999999999999621
241.4633340971466e-142.92666819429319e-140.999999999999985
253.94855764518539e-157.89711529037078e-150.999999999999996
262.40651103569739e-154.81302207139478e-150.999999999999998
278.25747762820132e-161.65149552564026e-150.999999999999999
282.6950409291656e-165.39008185833121e-161
298.04225130853143e-171.60845026170629e-161
301.28285546056298e-172.56571092112596e-171
311.38617430579141e-182.77234861158283e-181
321.42051015124277e-192.84102030248555e-191
331.97042886012134e-203.94085772024268e-201
343.53270392860085e-217.06540785720169e-211
351.17225236467616e-212.34450472935232e-211
363.1253281092417e-226.25065621848341e-221
378.84893347744672e-231.76978669548934e-221
382.62736514499355e-235.25473028998709e-231
395.66532071339628e-241.13306414267926e-231
408.27060599722723e-251.65412119944545e-241
411.35276077640501e-252.70552155281001e-251
422.11930739247348e-264.23861478494696e-261
435.68804735180772e-271.13760947036154e-261
441.64660632255759e-273.29321264511519e-271
451.98804473151858e-283.97608946303716e-281
462.09905013836803e-294.19810027673606e-291
472.09433826501584e-304.18867653003167e-301
482.05395658489205e-314.1079131697841e-311
491.7496418339445e-323.499283667889e-321
501.46862246881578e-332.93724493763155e-331
511.1864221495009e-342.37284429900181e-341
529.4575607455974e-361.89151214911948e-351
537.57232893671552e-371.5144657873431e-361
545.9170921922835e-381.1834184384567e-371
554.53879707250942e-399.07759414501884e-391
563.62060084578312e-407.24120169156624e-401
573.62489811471843e-417.24979622943685e-411
583.68098677331434e-427.36197354662869e-421
592.94558135276184e-435.89116270552369e-431
602.21994442384249e-444.43988884768497e-441
612.45849136601156e-454.91698273202312e-451
622.14515019685995e-464.2903003937199e-461
631.65812093106289e-473.31624186212577e-471
641.1854935491457e-482.37098709829141e-481
651.08270140055797e-492.16540280111594e-491
668.8936529064282e-511.77873058128564e-501
671.1031809239932e-512.2063618479864e-511
681.96040193214603e-523.92080386429206e-521
694.67177370092748e-539.34354740185495e-531
701.18089864055983e-532.36179728111965e-531
718.64407060347215e-551.72881412069443e-541
729.94937891259253e-561.98987578251851e-551
732.28905133203471e-564.57810266406942e-561
746.49811478049558e-571.29962295609912e-561
758.11519177596345e-581.62303835519269e-571
761.66328989037086e-583.32657978074172e-581
772.10044769442276e-584.20089538884553e-581
781.51869220312911e-583.03738440625821e-581
792.56258273244809e-585.12516546489619e-581
801.36273819697882e-572.72547639395764e-571
813.92481841395675e-547.8496368279135e-541
823.35551485131358e-526.71102970262716e-521
834.98962269349018e-509.97924538698037e-501
841.06093997209325e-452.12187994418651e-451
851.96829415254547e-383.93658830509094e-381
861.14240670485464e-342.28481340970928e-341
871.10760815384333e-332.21521630768666e-331
885.29011814033633e-331.05802362806727e-321
891.88883586914223e-323.77767173828446e-321
901.54886993988283e-303.09773987976566e-301
911.52562025264938e-293.05124050529875e-291
921.71081233635011e-283.42162467270022e-281
932.55592277004425e-275.11184554008849e-271
941.57072284643262e-263.14144569286524e-261
957.03458489906484e-261.40691697981297e-251
961.24507304299622e-252.49014608599244e-251
977.66408825583777e-261.53281765116755e-251
983.93184561595674e-267.86369123191349e-261
992.80564272887474e-265.61128545774947e-261
1001.80756912066152e-263.61513824132305e-261
1011.35574109036616e-262.71148218073232e-261
1025.74820229279875e-271.14964045855975e-261
1032.27630788096451e-274.55261576192902e-271
1041.01427133171885e-272.0285426634377e-271
1053.70765420518366e-287.41530841036731e-281
1061.3174766304359e-282.63495326087179e-281
1074.33455364851396e-298.66910729702791e-291
1081.43876677878415e-292.87753355756829e-291
1094.84243234501426e-309.68486469002853e-301
1101.82385497549588e-303.64770995099176e-301
1118.01462368662142e-311.60292473732428e-301
1122.70071341516239e-315.40142683032479e-311
1131.20987491781964e-312.41974983563929e-311
1144.69458201788889e-329.38916403577778e-321
1151.63247087056348e-323.26494174112697e-321
1166.5207855264523e-331.30415710529046e-321
1172.35959958949007e-334.71919917898013e-331
1181.20523268282404e-332.41046536564808e-331
1196.5139786025747e-341.30279572051494e-331
1203.72022352017766e-347.44044704035532e-341
1214.80699303079924e-349.61398606159848e-341
1221.71177280352217e-343.42354560704434e-341
1236.94371318270382e-351.38874263654076e-341
1243.38943674816528e-356.77887349633056e-351
1251.97210007629509e-353.94420015259019e-351
1269.01796818355463e-361.80359363671093e-351
1275.64454428406087e-361.12890885681217e-351
1282.89192884612206e-365.78385769224411e-361
1291.2342463333436e-362.4684926666872e-361
1304.62475712938003e-379.24951425876007e-371
1312.0752052806926e-374.15041056138519e-371
1328.5051526618295e-381.7010305323659e-371
1333.42481744987944e-386.84963489975887e-381
1341.35883915259574e-382.71767830519148e-381
1355.41468926958521e-391.08293785391704e-381
1362.17699693866846e-394.35399387733692e-391
1378.85559118550494e-401.77111823710099e-391
1383.61760602185786e-407.23521204371571e-401
1391.55436230833911e-403.10872461667822e-401
1406.85091723576134e-411.37018344715227e-401
1412.89197539342028e-415.78395078684057e-411
1421.3202489940997e-412.6404979881994e-411
1435.94281532528582e-421.18856306505716e-411
1443.63352120094563e-427.26704240189126e-421
1452.69669628436364e-425.39339256872728e-421
1461.8305789224375e-423.66115784487499e-421
1479.27835724049695e-431.85567144809939e-421
1485.11855273261271e-431.02371054652254e-421
1493.39061858607612e-436.78123717215225e-431
1502.24665132606532e-434.49330265213064e-431
1511.74581536641278e-433.49163073282556e-431
1521.40728001530401e-432.81456003060802e-431
1531.86619875122989e-433.73239750245978e-431
1542.90761610866627e-435.81523221733253e-431
1556.17518600130117e-431.23503720026023e-421
1561.58641817133783e-423.17283634267565e-421
1573.52820169390277e-427.05640338780554e-421
1581.48214607482035e-412.96429214964069e-411
1593.17940815678929e-416.35881631357858e-411
1601.02352542286301e-402.04705084572602e-401
1611.88643286039177e-403.77286572078355e-401
1624.74180805609417e-409.48361611218834e-401
1631.20172979594633e-392.40345959189266e-391
1642.35191156732468e-394.70382313464936e-391
1652.48959032302501e-394.97918064605002e-391
1663.17784339321591e-396.35568678643182e-391
1676.05121956388732e-391.21024391277746e-381
1681.41497033492076e-382.82994066984151e-381
1694.25872214232353e-388.51744428464705e-381
1708.93866294745841e-381.78773258949168e-371
1711.50680454049737e-373.01360908099474e-371
1721.714925854007e-373.42985170801401e-371
1731.89007343904532e-373.78014687809064e-371
1742.15884338984046e-374.31768677968091e-371
1752.01386916765128e-374.02773833530256e-371
1762.51931251781683e-375.03862503563366e-371
1772.87987648702644e-375.75975297405288e-371
1783.75538688234592e-377.51077376469185e-371
1794.60712140378621e-379.21424280757243e-371
1808.1224720700788e-371.62449441401576e-361
1811.58565221965252e-363.17130443930505e-361
1823.6523103808687e-367.3046207617374e-361
1836.16194780007899e-361.2323895600158e-351
1841.07158205384909e-352.14316410769817e-351
1851.54296745095411e-353.08593490190822e-351
1862.13521965102121e-354.27043930204243e-351
1872.67042690432648e-355.34085380865296e-351
1883.80824279388887e-357.61648558777773e-351
1898.02905174791521e-351.60581034958304e-341
1901.67138709106379e-343.34277418212758e-341
1913.2347902639838e-346.4695805279676e-341
1926.99290090706402e-341.3985801814128e-331
1931.55385270052045e-333.10770540104091e-331
1943.38499712244887e-336.76999424489774e-331
1956.74691064342335e-331.34938212868467e-321
1961.45991503494142e-322.91983006988283e-321
1973.05567701425072e-326.11135402850145e-321
1985.81938963922579e-321.16387792784516e-311
1991.42860429171313e-312.85720858342626e-311
2003.32080453211282e-316.64160906422563e-311
2018.23033272360133e-311.64606654472027e-301
2021.81949200725735e-303.6389840145147e-301
2033.00820810434935e-306.01641620869871e-301
2046.80865027914651e-301.3617300558293e-291
2051.41366002030518e-292.82732004061036e-291
2062.57368657297979e-295.14737314595958e-291
2076.95533978730339e-291.39106795746068e-281
2081.8747765965761e-283.74955319315219e-281
2095.0449097884424e-281.00898195768848e-271
2101.5685023456182e-273.1370046912364e-271
2114.45883845229947e-278.91767690459894e-271
2121.14040994731631e-262.28081989463262e-261
2132.40271153812319e-264.80542307624637e-261
2146.62955370889545e-261.32591074177909e-251
2151.63179492732042e-253.26358985464084e-251
2163.98879619019239e-257.97759238038478e-251
2171.15609982807738e-242.31219965615476e-241
2182.55889521425437e-245.11779042850874e-241
2194.42288909816385e-248.8457781963277e-241
2207.32820598769143e-241.46564119753829e-231
2211.1566495332e-232.3132990664e-231
2221.61378617256101e-233.22757234512202e-231
2232.44708050435504e-234.89416100871009e-231
2244.15474502527489e-238.30949005054978e-231
2257.35322901958997e-231.47064580391799e-221
2261.20311915154593e-222.40623830309186e-221
2271.83800752837605e-223.6760150567521e-221
2283.66958386853557e-227.33916773707115e-221
2296.30226635606788e-221.26045327121358e-211
2309.25562699113983e-221.85112539822797e-211
2311.4523794794635e-212.904758958927e-211
2322.30262664297254e-214.60525328594508e-211
2333.80686667805323e-217.61373335610646e-211
2346.61211084724796e-211.32242216944959e-201
2351.07971460883794e-202.15942921767588e-201
2362.13125622527999e-204.26251245055998e-201
2373.55623144964223e-207.11246289928445e-201
2385.15249062939505e-201.03049812587901e-191
2396.81220184479789e-201.36244036895958e-191
2409.24313426206491e-201.84862685241298e-191
2411.23416640028838e-192.46833280057676e-191
2421.46687675010058e-192.93375350020117e-191
2431.76856512689826e-193.53713025379652e-191
2442.08349175065834e-194.16698350131668e-191
2452.3329443884746e-194.66588877694919e-191
2462.6339636154073e-195.26792723081459e-191
2473.16462957256106e-196.32925914512211e-191
2483.60418029145926e-197.20836058291852e-191
2494.15474264915759e-198.30948529831517e-191
2504.77185157976001e-199.54370315952002e-191
2515.17228957824474e-191.03445791564895e-181
2526.78422936132802e-191.3568458722656e-181
2538.20270926178001e-191.640541852356e-181
2549.47314713928776e-191.89462942785755e-181
2551.17611726020127e-182.35223452040254e-181
2561.44799271489969e-182.89598542979938e-181
2571.78788499652415e-183.5757699930483e-181
2582.28687227183673e-184.57374454367346e-181
2593.0054773593667e-186.0109547187334e-181
2603.83028284467601e-187.66056568935201e-181
2614.78349631487201e-189.56699262974403e-181
2626.16987455594003e-181.23397491118801e-171
2637.43686265619991e-181.48737253123998e-171
2641.0618514856398e-172.1237029712796e-171
2651.40546364965568e-172.81092729931135e-171
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3359.02144046007456e-071.80428809201491e-060.999999097855954
3361.38186626169949e-062.76373252339897e-060.999998618133738
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3480.0001118924024847340.0002237848049694670.999888107597515
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3510.0004736775772187110.0009473551544374220.999526322422781
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3530.001503804021942990.003007608043885970.998496195978057
3540.002349321380312930.004698642760625870.997650678619687
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3560.004871024155985090.009742048311970190.995128975844015
3570.006897706925547110.01379541385109420.993102293074453
3580.009751406140555160.01950281228111030.990248593859445
3590.01211566191243910.02423132382487820.987884338087561
3600.01857055799553320.03714111599106640.981429442004467
3610.02604542226051950.05209084452103910.97395457773948
3620.03210246188118410.06420492376236810.967897538118816
3630.04070268998623170.08140537997246330.959297310013768
3640.0504963382829210.1009926765658420.949503661717079
3650.06049354998019760.1209870999603950.939506450019802
3660.07247969731846480.144959394636930.927520302681535
3670.09082525058213310.1816505011642660.909174749417867
3680.117468425071060.2349368501421210.88253157492894
3690.1418407044091730.2836814088183460.858159295590827
3700.174176025043580.3483520500871590.82582397495642
3710.1935050695215960.3870101390431920.806494930478404
3720.2347343079423340.4694686158846670.765265692057666
3730.2544316640245570.5088633280491130.745568335975443
3740.2661932625781310.5323865251562620.733806737421869
3750.3145464771681190.6290929543362390.685453522831881
3760.348082149102610.6961642982052190.65191785089739
3770.370168618764450.74033723752890.62983138123555
3780.40029796147150.8005959229430010.5997020385285
3790.4319224486596510.8638448973193010.568077551340349
3800.458244352534150.9164887050682990.54175564746585
3810.4763651508588480.9527303017176960.523634849141152
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3830.5026635322474280.9946729355051440.497336467752572
3840.5108333404141730.9783333191716540.489166659585827
3850.4982855585749570.9965711171499130.501714441425043
3860.479692054456610.959384108913220.52030794554339
3870.4754923308886080.9509846617772170.524507669111392
3880.473301775809730.9466035516194610.52669822419027
3890.4586204822598230.9172409645196460.541379517740177
3900.4634501993761260.9269003987522520.536549800623874
3910.4612822171074980.9225644342149960.538717782892502
3920.4458893265583380.8917786531166770.554110673441662
3930.4496992159042110.8993984318084220.550300784095789
3940.4591378551953280.9182757103906560.540862144804672
3950.4617189392390220.9234378784780440.538281060760978
3960.5060877465590680.9878245068818640.493912253440932
3970.5501539250951060.8996921498097870.449846074904894
3980.5772450521830680.8455098956338640.422754947816932
3990.6599848949772820.6800302100454370.340015105022718
4000.7793683786911770.4412632426176450.220631621308823
4010.8539764107703750.292047178459250.146023589229625
4020.8981503005792540.2036993988414910.101849699420746
4030.9425129826144130.1149740347711730.0574870173855867
4040.9613058070054480.07738838598910480.0386941929945524
4050.9696706359990040.06065872800199120.0303293640009956
4060.9784203083016910.04315938339661890.0215796916983094
4070.9818384840668150.03632303186636930.0181615159331847
4080.9867892926777680.02642141464446470.0132107073222324
4090.9890527776283670.02189444474326680.0109472223716334
4100.9897013062827580.02059738743448410.010298693717242
4110.9926343394622830.01473132107543410.00736566053771707
4120.9947807313752030.01043853724959490.00521926862479746
4130.9949898184872220.01002036302555650.00501018151277827
4140.9950482139295990.009903572140802580.00495178607040129
4150.9952238287058290.009552342588340940.00477617129417047
4160.9945784921408380.01084301571832310.00542150785916155
4170.9945730328611460.01085393427770870.00542696713885437
4180.9962203055768510.007559388846298280.00377969442314914
4190.9955406799795470.008918640040905670.00445932002045284
4200.9970249907921770.005950018415646040.00297500920782302
4210.9985043799065370.002991240186925520.00149562009346276
4220.9992587202391190.001482559521762070.000741279760881033
4230.9995543826508980.0008912346982036660.000445617349101833
4240.9995534272871530.0008931454256944520.000446572712847226
4250.9994452061014390.001109587797120950.000554793898560477
4260.9994688195975020.001062360804995710.000531180402497853
4270.9994642472804430.001071505439114150.000535752719557073
4280.9991972246636180.001605550672764840.000802775336382422
4290.9991570777017760.001685844596448110.000842922298224055
4300.998758297408270.002483405183459960.00124170259172998
4310.9983215549130270.003356890173945920.00167844508697296
4320.9977454019784520.004509196043096150.00225459802154808
4330.9982598277090830.003480344581834280.00174017229091714
4340.9988799172563440.00224016548731280.0011200827436564
4350.9988972344813940.002205531037212670.00110276551860634
4360.9984630491537670.00307390169246550.00153695084623275
4370.9977906929971950.004418614005609050.00220930700280452
4380.9968196676231930.006360664753614670.00318033237680733
4390.9956426870993130.008714625801373840.00435731290068692
4400.9964622739015940.007075452196811340.00353772609840567
4410.9969383063310040.006123387337992160.00306169366899608
4420.996817544199490.006364911601021040.00318245580051052
4430.9963553607837440.007289278432511950.00364463921625598
4440.9958813021893380.008237395621323140.00411869781066157
4450.9962383033708490.007523393258302170.00376169662915109
4460.9964013211259020.007197357748195420.00359867887409771
4470.9950638554340820.00987228913183640.0049361445659182
4480.9930033251148170.01399334977036540.0069966748851827
4490.993964472807460.01207105438508050.00603552719254024
4500.9979134904074980.004173019185004820.00208650959250241
4510.9968243277130820.006351344573834940.00317567228691747
4520.9950288903819430.009942219236113590.00497110961805679
4530.993189669901110.01362066019777990.00681033009888993
4540.9895994195959950.02080116080801050.0104005804040053
4550.9837492936702070.03250141265958590.016250706329793
4560.9760564258326510.04788714833469770.0239435741673488
4570.9903966261177570.01920674776448620.00960337388224311
4580.9939192481388750.01216150372225010.00608075186112504
4590.9915190576662850.016961884667430.00848094233371498
4600.9861236074384320.02775278512313650.0138763925615683
4610.9735435458411350.05291290831773090.0264564541588654
4620.9706010738277260.05879785234454860.0293989261722743
4630.9577602924927190.08447941501456210.0422397075072811


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level3760.839285714285714NOK
5% type I error level4000.892857142857143NOK
10% type I error level4080.910714285714286NOK