Multiple Linear Regression - Estimated Regression Equation |
MDVP:PPQ[t] = -0.000130499 + 0.000220148status[t] -4.523e-06`MDVP:Fo(Hz)`[t] -2.82097e-07`MDVP:Fhi(Hz)`[t] + 5.04328e-06`MDVP:Flo(Hz)`[t] + 0.902602`MDVP:Jitter(%)`[t] -16.5757`MDVP:Jitter(Abs)`[t] -0.395755`MDVP:RAP`[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) | -0.000130499 | 0.000355816 | -0.3668 | 0.714212 | 0.357106 |
status | 0.000220148 | 0.000109203 | 2.016 | 0.0452364 | 0.0226182 |
`MDVP:Fo(Hz)` | -4.523e-06 | 1.99827e-06 | -2.263 | 0.0247566 | 0.0123783 |
`MDVP:Fhi(Hz)` | -2.82097e-07 | 5.12499e-07 | -0.5504 | 0.582678 | 0.291339 |
`MDVP:Flo(Hz)` | 5.04328e-06 | 1.23244e-06 | 4.092 | 6.35051e-05 | 3.17525e-05 |
`MDVP:Jitter(%)` | 0.902602 | 0.068061 | 13.26 | 1.00125e-28 | 5.00627e-29 |
`MDVP:Jitter(Abs)` | -16.5757 | 5.47901 | -3.025 | 0.00283326 | 0.00141663 |
`MDVP:RAP` | -0.395755 | 0.109384 | -3.618 | 0.00038192 | 0.00019096 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.979269 |
R-squared | 0.958968 |
Adjusted R-squared | 0.957432 |
F-TEST (value) | 624.338 |
F-TEST (DF numerator) | 7 |
F-TEST (DF denominator) | 187 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.000569235 |
Sum Squared Residuals | 6.05934e-05 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0.00554 | 0.00433259 | 0.00120741 |
2 | 0.00696 | 0.00563899 | 0.00132101 |
3 | 0.00781 | 0.00592011 | 0.00188989 |
4 | 0.00698 | 0.00560512 | 0.00137488 |
5 | 0.00908 | 0.00725687 | 0.00182313 |
6 | 0.0075 | 0.00566004 | 0.00183996 |
7 | 0.00202 | 0.00198101 | 3.89925e-05 |
8 | 0.00182 | 0.00164855 | 0.000171451 |
9 | 0.00332 | 0.00290138 | 0.000418621 |
10 | 0.00332 | 0.00283258 | 0.000487416 |
11 | 0.0033 | 0.00264083 | 0.000659166 |
12 | 0.00336 | 0.00284391 | 0.000516089 |
13 | 0.00153 | 0.00193342 | -0.000403415 |
14 | 0.00208 | 0.00216561 | -8.56089e-05 |
15 | 0.00149 | 0.001578 | -8.79975e-05 |
16 | 0.00203 | 0.00201667 | 1.33271e-05 |
17 | 0.00292 | 0.00316845 | -0.000248447 |
18 | 0.00387 | 0.00433577 | -0.000465766 |
19 | 0.00432 | 0.00412188 | 0.000198121 |
20 | 0.00399 | 0.00468008 | -0.000690081 |
21 | 0.0045 | 0.00473804 | -0.000238038 |
22 | 0.00267 | 0.00265597 | 1.40254e-05 |
23 | 0.00247 | 0.00229593 | 0.000174075 |
24 | 0.00258 | 0.00260778 | -2.77781e-05 |
25 | 0.0039 | 0.00404465 | -0.000144647 |
26 | 0.00375 | 0.00342089 | 0.000329109 |
27 | 0.00234 | 0.00225822 | 8.17809e-05 |
28 | 0.00275 | 0.00276906 | -1.90649e-05 |
29 | 0.00176 | 0.00156386 | 0.000196138 |
30 | 0.00253 | 0.00261559 | -8.55878e-05 |
31 | 0.00168 | 0.00167416 | 5.84166e-06 |
32 | 0.00138 | 0.00135726 | 2.2739e-05 |
33 | 0.00135 | 0.00118594 | 0.00016406 |
34 | 0.00107 | 0.000996334 | 7.36662e-05 |
35 | 0.00106 | 0.000965559 | 9.44407e-05 |
36 | 0.00115 | 0.00109174 | 5.8258e-05 |
37 | 0.00241 | 0.0025341 | -0.000124101 |
38 | 0.00218 | 0.00225316 | -7.31624e-05 |
39 | 0.00166 | 0.00172909 | -6.90858e-05 |
40 | 0.00182 | 0.00191186 | -9.18606e-05 |
41 | 0.00175 | 0.00179271 | -4.27063e-05 |
42 | 0.00147 | 0.00167648 | -0.000206482 |
43 | 0.00182 | 0.00171781 | 0.000102188 |
44 | 0.00173 | 0.00162913 | 0.000100868 |
45 | 0.00137 | 0.00118479 | 0.00018521 |
46 | 0.00139 | 0.0012672 | 0.000122804 |
47 | 0.00148 | 0.00130715 | 0.000172852 |
48 | 0.00113 | 0.000765413 | 0.000364587 |
49 | 0.00203 | 0.00326218 | -0.00123218 |
50 | 0.00155 | 0.00273012 | -0.00118012 |
51 | 0.00167 | 0.00269602 | -0.00102602 |
52 | 0.00169 | 0.00269112 | -0.00100112 |
53 | 0.00166 | 0.00276318 | -0.00110318 |
54 | 0.00183 | 0.00294994 | -0.00111994 |
55 | 0.00486 | 0.00440567 | 0.000454333 |
56 | 0.00539 | 0.00507139 | 0.000318609 |
57 | 0.00514 | 0.00459763 | 0.000542375 |
58 | 0.00469 | 0.00468907 | 9.25134e-07 |
59 | 0.00493 | 0.00469963 | 0.000230375 |
60 | 0.0052 | 0.00504493 | 0.000155074 |
61 | 0.00152 | 0.001206 | 0.000314004 |
62 | 0.00151 | 0.000897043 | 0.000612957 |
63 | 0.00144 | 0.00146905 | -2.90516e-05 |
64 | 0.00155 | 0.00170953 | -0.000159531 |
65 | 0.00113 | 0.00112611 | 3.88667e-06 |
66 | 0.0014 | 0.000781414 | 0.000618586 |
67 | 0.0044 | 0.00442579 | -2.57897e-05 |
68 | 0.00463 | 0.00492025 | -0.000290254 |
69 | 0.00467 | 0.00577764 | -0.00110764 |
70 | 0.00354 | 0.0039144 | -0.000374401 |
71 | 0.00419 | 0.00437847 | -0.000188474 |
72 | 0.00478 | 0.00524531 | -0.000465314 |
73 | 0.0022 | 0.00251388 | -0.000313876 |
74 | 0.00329 | 0.0028782 | 0.000411798 |
75 | 0.00283 | 0.00286048 | -3.04823e-05 |
76 | 0.00289 | 0.00281631 | 7.36882e-05 |
77 | 0.00289 | 0.00285811 | 3.18945e-05 |
78 | 0.0028 | 0.00270549 | 9.45088e-05 |
79 | 0.00332 | 0.00326796 | 5.20376e-05 |
80 | 0.00576 | 0.0052825 | 0.000477503 |
81 | 0.00415 | 0.00361479 | 0.000535214 |
82 | 0.00371 | 0.00355051 | 0.00015949 |
83 | 0.00348 | 0.00317037 | 0.000309625 |
84 | 0.00258 | 0.00231542 | 0.000264584 |
85 | 0.0042 | 0.00403687 | 0.000163134 |
86 | 0.00244 | 0.00246122 | -2.12249e-05 |
87 | 0.00194 | 0.00185854 | 8.14625e-05 |
88 | 0.00312 | 0.00292212 | 0.000197885 |
89 | 0.00254 | 0.00222855 | 0.00031145 |
90 | 0.00419 | 0.00413276 | 5.72396e-05 |
91 | 0.00453 | 0.00417422 | 0.000355775 |
92 | 0.00227 | 0.00249692 | -0.000226922 |
93 | 0.00256 | 0.00274641 | -0.00018641 |
94 | 0.00226 | 0.00193711 | 0.000322891 |
95 | 0.00196 | 0.00179612 | 0.000163884 |
96 | 0.00197 | 0.00228958 | -0.000319579 |
97 | 0.00184 | 0.00210358 | -0.000263581 |
98 | 0.00623 | 0.00702474 | -0.000794743 |
99 | 0.00655 | 0.00731183 | -0.00076183 |
100 | 0.0099 | 0.0103818 | -0.000481832 |
101 | 0.01522 | 0.017204 | -0.00198396 |
102 | 0.00909 | 0.00827635 | 0.000813654 |
103 | 0.01628 | 0.0158215 | 0.000458489 |
104 | 0.00136 | 0.00123782 | 0.000122181 |
105 | 0.001 | 0.00118179 | -0.000181785 |
106 | 0.00134 | 0.00157029 | -0.000230286 |
107 | 0.00092 | 0.00115052 | -0.000230521 |
108 | 0.00122 | 0.0015748 | -0.000354797 |
109 | 0.00096 | 0.00113581 | -0.000175807 |
110 | 0.00389 | 0.00403261 | -0.00014261 |
111 | 0.00337 | 0.00321058 | 0.000159417 |
112 | 0.00339 | 0.00363128 | -0.000241278 |
113 | 0.00485 | 0.004999 | -0.000149002 |
114 | 0.0028 | 0.00306009 | -0.000260094 |
115 | 0.00246 | 0.00249785 | -3.78465e-05 |
116 | 0.00385 | 0.00474498 | -0.000894984 |
117 | 0.00207 | 0.00256423 | -0.000494233 |
118 | 0.00261 | 0.00313541 | -0.000525415 |
119 | 0.00194 | 0.00262363 | -0.000683628 |
120 | 0.00128 | 0.00232812 | -0.00104812 |
121 | 0.00314 | 0.00327777 | -0.000137769 |
122 | 0.00221 | 0.00248015 | -0.000270149 |
123 | 0.00398 | 0.00374628 | 0.000233723 |
124 | 0.00449 | 0.00437873 | 0.000111275 |
125 | 0.00395 | 0.00373663 | 0.000213367 |
126 | 0.00422 | 0.00393268 | 0.000287323 |
127 | 0.00327 | 0.00290187 | 0.000368134 |
128 | 0.00351 | 0.00331888 | 0.000191118 |
129 | 0.00192 | 0.00252761 | -0.000607606 |
130 | 0.00135 | 0.00169016 | -0.000340157 |
131 | 0.00238 | 0.00272801 | -0.000348007 |
132 | 0.00205 | 0.00232861 | -0.00027861 |
133 | 0.0017 | 0.00191047 | -0.000210473 |
134 | 0.00171 | 0.00189706 | -0.000187061 |
135 | 0.00319 | 0.00321575 | -2.57532e-05 |
136 | 0.00315 | 0.00291659 | 0.000233407 |
137 | 0.00283 | 0.00262387 | 0.000206126 |
138 | 0.00312 | 0.00289972 | 0.000220284 |
139 | 0.0029 | 0.00272661 | 0.000173388 |
140 | 0.00232 | 0.0023063 | 1.3705e-05 |
141 | 0.00269 | 0.00338284 | -0.00069284 |
142 | 0.00428 | 0.00401572 | 0.000264283 |
143 | 0.00215 | 0.00222205 | -7.20482e-05 |
144 | 0.00211 | 0.00180208 | 0.000307917 |
145 | 0.00133 | 0.0016645 | -0.000334501 |
146 | 0.00188 | 0.00162375 | 0.000256248 |
147 | 0.00946 | 0.0092771 | 0.000182903 |
148 | 0.00819 | 0.00855824 | -0.000368238 |
149 | 0.01027 | 0.0100948 | 0.000175208 |
150 | 0.00963 | 0.0096298 | 1.96888e-07 |
151 | 0.01154 | 0.0109239 | 0.000616115 |
152 | 0.01958 | 0.0182736 | 0.00130636 |
153 | 0.01699 | 0.0159783 | 0.00101166 |
154 | 0.00332 | 0.00364064 | -0.00032064 |
155 | 0.003 | 0.00365888 | -0.000658882 |
156 | 0.003 | 0.00360517 | -0.00060517 |
157 | 0.00339 | 0.00389922 | -0.000509224 |
158 | 0.00718 | 0.00948362 | -0.00230362 |
159 | 0.00454 | 0.005095 | -0.000554999 |
160 | 0.00318 | 0.00339918 | -0.000219183 |
161 | 0.00316 | 0.00315833 | 1.6725e-06 |
162 | 0.00329 | 0.0034387 | -0.000148695 |
163 | 0.0034 | 0.00342824 | -2.82389e-05 |
164 | 0.00284 | 0.00274118 | 9.88215e-05 |
165 | 0.00461 | 0.00476372 | -0.000153717 |
166 | 0.00153 | 0.000972243 | 0.000557757 |
167 | 0.00159 | 0.00176801 | -0.000178013 |
168 | 0.00186 | 0.00189787 | -3.78651e-05 |
169 | 0.00448 | 0.00401807 | 0.000461929 |
170 | 0.00283 | 0.00290625 | -7.62478e-05 |
171 | 0.00237 | 0.00252589 | -0.000155888 |
172 | 0.0019 | 0.00190599 | -5.9891e-06 |
173 | 0.002 | 0.00188482 | 0.00011518 |
174 | 0.00203 | 0.00178715 | 0.000242852 |
175 | 0.00218 | 0.00179586 | 0.000384137 |
176 | 0.00199 | 0.00172694 | 0.000263061 |
177 | 0.00213 | 0.00181315 | 0.000316852 |
178 | 0.00162 | 0.00197299 | -0.000352989 |
179 | 0.00186 | 0.00192894 | -6.89431e-05 |
180 | 0.00231 | 0.00229023 | 1.9766e-05 |
181 | 0.00233 | 0.00235482 | -2.48241e-05 |
182 | 0.00235 | 0.00237548 | -2.54849e-05 |
183 | 0.00198 | 0.00210873 | -0.000128734 |
184 | 0.0027 | 0.00220694 | 0.000493058 |
185 | 0.00346 | 0.00271652 | 0.000743484 |
186 | 0.00192 | 0.00158923 | 0.000330774 |
187 | 0.00263 | 0.00241884 | 0.00021116 |
188 | 0.00148 | 0.00127793 | 0.00020207 |
189 | 0.00184 | 0.00163114 | 0.000208864 |
190 | 0.00396 | 0.00341357 | 0.000546429 |
191 | 0.00259 | 0.00209671 | 0.000493289 |
192 | 0.00292 | 0.00258525 | 0.000334747 |
193 | 0.00564 | 0.00786615 | -0.00222615 |
194 | 0.0039 | 0.0037882 | 0.000111795 |
195 | 0.00317 | 0.00267309 | 0.000496907 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
11 | 0.0942546 | 0.188509 | 0.905745 |
12 | 0.043465 | 0.0869299 | 0.956535 |
13 | 0.0149097 | 0.0298193 | 0.98509 |
14 | 0.00811205 | 0.0162241 | 0.991888 |
15 | 0.00385979 | 0.00771958 | 0.99614 |
16 | 0.016841 | 0.033682 | 0.983159 |
17 | 0.00736747 | 0.0147349 | 0.992633 |
18 | 0.109993 | 0.219986 | 0.890007 |
19 | 0.0741946 | 0.148389 | 0.925805 |
20 | 0.293723 | 0.587447 | 0.706277 |
21 | 0.225176 | 0.450353 | 0.774824 |
22 | 0.198565 | 0.39713 | 0.801435 |
23 | 0.158166 | 0.316332 | 0.841834 |
24 | 0.115803 | 0.231606 | 0.884197 |
25 | 0.0944194 | 0.188839 | 0.905581 |
26 | 0.0685079 | 0.137016 | 0.931492 |
27 | 0.0579223 | 0.115845 | 0.942078 |
28 | 0.0729427 | 0.145885 | 0.927057 |
29 | 0.106685 | 0.21337 | 0.893315 |
30 | 0.0800086 | 0.160017 | 0.919991 |
31 | 0.0574691 | 0.114938 | 0.942531 |
32 | 0.041307 | 0.082614 | 0.958693 |
33 | 0.0285501 | 0.0571002 | 0.97145 |
34 | 0.0203303 | 0.0406605 | 0.97967 |
35 | 0.0139184 | 0.0278367 | 0.986082 |
36 | 0.00935273 | 0.0187055 | 0.990647 |
37 | 0.0066336 | 0.0132672 | 0.993366 |
38 | 0.00425359 | 0.00850718 | 0.995746 |
39 | 0.00284479 | 0.00568959 | 0.997155 |
40 | 0.00182844 | 0.00365688 | 0.998172 |
41 | 0.00113131 | 0.00226262 | 0.998869 |
42 | 0.000775617 | 0.00155123 | 0.999224 |
43 | 0.000467199 | 0.000934399 | 0.999533 |
44 | 0.000288512 | 0.000577023 | 0.999711 |
45 | 0.000181658 | 0.000363317 | 0.999818 |
46 | 0.000110693 | 0.000221385 | 0.999889 |
47 | 6.6446e-05 | 0.000132892 | 0.999934 |
48 | 4.26658e-05 | 8.53316e-05 | 0.999957 |
49 | 0.000976432 | 0.00195286 | 0.999024 |
50 | 0.00109844 | 0.00219689 | 0.998902 |
51 | 0.0010461 | 0.0020922 | 0.998954 |
52 | 0.00153176 | 0.00306352 | 0.998468 |
53 | 0.00171646 | 0.00343293 | 0.998284 |
54 | 0.00340538 | 0.00681076 | 0.996595 |
55 | 0.00303922 | 0.00607845 | 0.996961 |
56 | 0.00416186 | 0.00832373 | 0.995838 |
57 | 0.00420833 | 0.00841666 | 0.995792 |
58 | 0.0034107 | 0.00682141 | 0.996589 |
59 | 0.00341409 | 0.00682818 | 0.996586 |
60 | 0.00587689 | 0.0117538 | 0.994123 |
61 | 0.00611464 | 0.0122293 | 0.993885 |
62 | 0.00541492 | 0.0108298 | 0.994585 |
63 | 0.00392842 | 0.00785683 | 0.996072 |
64 | 0.00322095 | 0.0064419 | 0.996779 |
65 | 0.00235017 | 0.00470034 | 0.99765 |
66 | 0.00203623 | 0.00407246 | 0.997964 |
67 | 0.00441135 | 0.00882269 | 0.995589 |
68 | 0.0334286 | 0.0668573 | 0.966571 |
69 | 0.486224 | 0.972448 | 0.513776 |
70 | 0.495826 | 0.991653 | 0.504174 |
71 | 0.475843 | 0.951686 | 0.524157 |
72 | 0.482915 | 0.96583 | 0.517085 |
73 | 0.450903 | 0.901806 | 0.549097 |
74 | 0.47391 | 0.94782 | 0.52609 |
75 | 0.440308 | 0.880616 | 0.559692 |
76 | 0.413519 | 0.827038 | 0.586481 |
77 | 0.383917 | 0.767835 | 0.616083 |
78 | 0.352778 | 0.705556 | 0.647222 |
79 | 0.33378 | 0.66756 | 0.66622 |
80 | 0.464455 | 0.928911 | 0.535545 |
81 | 0.50244 | 0.995121 | 0.49756 |
82 | 0.4926 | 0.9852 | 0.5074 |
83 | 0.482042 | 0.964084 | 0.517958 |
84 | 0.473169 | 0.946338 | 0.526831 |
85 | 0.461007 | 0.922014 | 0.538993 |
86 | 0.419736 | 0.839473 | 0.580264 |
87 | 0.387751 | 0.775502 | 0.612249 |
88 | 0.357608 | 0.715215 | 0.642392 |
89 | 0.332285 | 0.66457 | 0.667715 |
90 | 0.299151 | 0.598302 | 0.700849 |
91 | 0.324979 | 0.649959 | 0.675021 |
92 | 0.294877 | 0.589754 | 0.705123 |
93 | 0.260726 | 0.521453 | 0.739274 |
94 | 0.245507 | 0.491015 | 0.754493 |
95 | 0.226374 | 0.452747 | 0.773626 |
96 | 0.205844 | 0.411687 | 0.794156 |
97 | 0.181331 | 0.362663 | 0.818669 |
98 | 0.284386 | 0.568771 | 0.715614 |
99 | 0.381774 | 0.763548 | 0.618226 |
100 | 0.381616 | 0.763232 | 0.618384 |
101 | 0.723679 | 0.552641 | 0.276321 |
102 | 0.875769 | 0.248463 | 0.124231 |
103 | 0.947995 | 0.10401 | 0.0520052 |
104 | 0.939042 | 0.121915 | 0.0609577 |
105 | 0.928145 | 0.14371 | 0.071855 |
106 | 0.91721 | 0.165579 | 0.0827896 |
107 | 0.904417 | 0.191167 | 0.0955833 |
108 | 0.897072 | 0.205855 | 0.102928 |
109 | 0.881753 | 0.236493 | 0.118247 |
110 | 0.869383 | 0.261233 | 0.130617 |
111 | 0.848596 | 0.302808 | 0.151404 |
112 | 0.826379 | 0.347243 | 0.173621 |
113 | 0.820979 | 0.358041 | 0.179021 |
114 | 0.806224 | 0.387552 | 0.193776 |
115 | 0.793916 | 0.412169 | 0.206084 |
116 | 0.849732 | 0.300536 | 0.150268 |
117 | 0.850261 | 0.299479 | 0.149739 |
118 | 0.8466 | 0.306799 | 0.1534 |
119 | 0.870083 | 0.259834 | 0.129917 |
120 | 0.932485 | 0.13503 | 0.0675152 |
121 | 0.934185 | 0.13163 | 0.0658152 |
122 | 0.923638 | 0.152724 | 0.076362 |
123 | 0.91165 | 0.176699 | 0.0883496 |
124 | 0.896915 | 0.20617 | 0.103085 |
125 | 0.889677 | 0.220646 | 0.110323 |
126 | 0.875902 | 0.248197 | 0.124098 |
127 | 0.864712 | 0.270577 | 0.135288 |
128 | 0.840509 | 0.318981 | 0.159491 |
129 | 0.839594 | 0.320812 | 0.160406 |
130 | 0.838963 | 0.322074 | 0.161037 |
131 | 0.828123 | 0.343755 | 0.171877 |
132 | 0.836577 | 0.326846 | 0.163423 |
133 | 0.820911 | 0.358177 | 0.179089 |
134 | 0.800262 | 0.399476 | 0.199738 |
135 | 0.822756 | 0.354488 | 0.177244 |
136 | 0.801372 | 0.397256 | 0.198628 |
137 | 0.78383 | 0.432339 | 0.21617 |
138 | 0.755757 | 0.488487 | 0.244243 |
139 | 0.725206 | 0.549589 | 0.274794 |
140 | 0.685858 | 0.628284 | 0.314142 |
141 | 0.691087 | 0.617825 | 0.308913 |
142 | 0.653031 | 0.693938 | 0.346969 |
143 | 0.611009 | 0.777983 | 0.388991 |
144 | 0.576141 | 0.847719 | 0.423859 |
145 | 0.540904 | 0.918192 | 0.459096 |
146 | 0.568808 | 0.862385 | 0.431192 |
147 | 0.595727 | 0.808545 | 0.404273 |
148 | 0.600428 | 0.799144 | 0.399572 |
149 | 0.601741 | 0.796518 | 0.398259 |
150 | 0.58239 | 0.835219 | 0.41761 |
151 | 0.596785 | 0.80643 | 0.403215 |
152 | 0.736201 | 0.527598 | 0.263799 |
153 | 0.999992 | 1.57969e-05 | 7.89844e-06 |
154 | 0.999985 | 3.04495e-05 | 1.52248e-05 |
155 | 0.99999 | 2.07133e-05 | 1.03567e-05 |
156 | 0.999986 | 2.72598e-05 | 1.36299e-05 |
157 | 0.999979 | 4.19316e-05 | 2.09658e-05 |
158 | 1 | 1.52329e-07 | 7.61646e-08 |
159 | 1 | 2.53452e-08 | 1.26726e-08 |
160 | 1 | 7.18115e-08 | 3.59058e-08 |
161 | 1 | 2.00052e-07 | 1.00026e-07 |
162 | 1 | 4.85819e-07 | 2.4291e-07 |
163 | 1 | 8.36795e-07 | 4.18397e-07 |
164 | 0.999999 | 1.42567e-06 | 7.12834e-07 |
165 | 1 | 1.78135e-07 | 8.90674e-08 |
166 | 1 | 2.7736e-07 | 1.3868e-07 |
167 | 1 | 8.68776e-07 | 4.34388e-07 |
168 | 0.999999 | 2.64294e-06 | 1.32147e-06 |
169 | 0.999997 | 6.6867e-06 | 3.34335e-06 |
170 | 0.999993 | 1.35232e-05 | 6.76158e-06 |
171 | 0.999981 | 3.82108e-05 | 1.91054e-05 |
172 | 0.999957 | 8.6904e-05 | 4.3452e-05 |
173 | 0.99989 | 0.000220892 | 0.000110446 |
174 | 0.999736 | 0.000528279 | 0.00026414 |
175 | 0.999331 | 0.00133702 | 0.00066851 |
176 | 0.998468 | 0.00306452 | 0.00153226 |
177 | 0.996343 | 0.00731444 | 0.00365722 |
178 | 0.991649 | 0.0167022 | 0.0083511 |
179 | 0.981507 | 0.0369865 | 0.0184932 |
180 | 0.96098 | 0.0780406 | 0.0390203 |
181 | 0.92245 | 0.1551 | 0.0775501 |
182 | 0.853815 | 0.29237 | 0.146185 |
183 | 0.741019 | 0.517962 | 0.258981 |
184 | 0.636146 | 0.727709 | 0.363854 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 53 | 0.304598 | NOK |
5% type I error level | 66 | 0.37931 | NOK |
10% type I error level | 71 | 0.408046 | NOK |