| Multiple Linear Regression - Estimated Regression Equation |
| group[t] = + 0.141829395088363 -3.30450842805763e-06costs[t] -0.000396266602596711trades[t] + 0.00163242981862731orders[t] + 9.16354136508386e-07dividends[t] + 1.18426873582471e-07wealth[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) | 0.141829395088363 | 0.054666 | 2.5945 | 0.009801 | 0.0049 |
| costs | -3.30450842805763e-06 | 4e-06 | -0.7932 | 0.42811 | 0.214055 |
| trades | -0.000396266602596711 | 0.000384 | -1.032 | 0.302644 | 0.151322 |
| orders | 0.00163242981862731 | 0.000809 | 2.0176 | 0.04426 | 0.02213 |
| dividends | 9.16354136508386e-07 | 1e-06 | 1.2616 | 0.207803 | 0.103901 |
| wealth | 1.18426873582471e-07 | 0 | 1.3678 | 0.172092 | 0.086046 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.247742376698528 |
| R-squared | 0.0613762852122355 |
| Adjusted R-squared | 0.050333653273556 |
| F-TEST (value) | 5.5581210668853 |
| F-TEST (DF numerator) | 5 |
| F-TEST (DF denominator) | 425 |
| p-value | 5.66819583613931e-05 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.437304029136044 |
| Sum Squared Residuals | 81.2747959069127 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1 | 1.43293580773021 | -0.432935807730206 |
| 2 | 1 | 1.23239332153249 | -0.232393321532494 |
| 3 | 1 | 0.970935167108132 | 0.0290648328918682 |
| 4 | 0 | 0.330087587124547 | -0.330087587124547 |
| 5 | 1 | 0.648687351154247 | 0.351312648845753 |
| 6 | 1 | 0.550429629527855 | 0.449570370472145 |
| 7 | 0 | 0.529436650649830 | -0.529436650649830 |
| 8 | 1 | 0.731812138092546 | 0.268187861907454 |
| 9 | 1 | 0.382201256901982 | 0.617798743098018 |
| 10 | 1 | 0.47021650616859 | 0.52978349383141 |
| 11 | 0 | 0.532765652379081 | -0.532765652379081 |
| 12 | 0 | 0.416138821339318 | -0.416138821339318 |
| 13 | 1 | 0.793988618821752 | 0.206011381178248 |
| 14 | 0 | 0.266997703192944 | -0.266997703192944 |
| 15 | 1 | 0.514213858229405 | 0.485786141770595 |
| 16 | 0 | 0.425500734457257 | -0.425500734457257 |
| 17 | 0 | 0.581326574540565 | -0.581326574540565 |
| 18 | 1 | 0.502486773064741 | 0.497513226935259 |
| 19 | 1 | 0.453549320382927 | 0.546450679617073 |
| 20 | 0 | 0.552521996417692 | -0.552521996417692 |
| 21 | 1 | 0.34789221956738 | 0.65210778043262 |
| 22 | 1 | 0.301568364324885 | 0.698431635675115 |
| 23 | 0 | 0.460395855687362 | -0.460395855687362 |
| 24 | 0 | 0.593954241776886 | -0.593954241776886 |
| 25 | 0 | 0.370204774679179 | -0.370204774679179 |
| 26 | 0 | 0.283456472626497 | -0.283456472626497 |
| 27 | 1 | 0.470562059201013 | 0.529437940798987 |
| 28 | 0 | 0.202772252362625 | -0.202772252362625 |
| 29 | 0 | 0.276999633455811 | -0.276999633455811 |
| 30 | 0 | 0.275817673172989 | -0.275817673172989 |
| 31 | 1 | 0.323484503057307 | 0.676515496942693 |
| 32 | 1 | 0.348615094694138 | 0.651384905305862 |
| 33 | 1 | 0.327849306549435 | 0.672150693450565 |
| 34 | 1 | 0.340422398004029 | 0.65957760199597 |
| 35 | 0 | 0.498090638998052 | -0.498090638998052 |
| 36 | 0 | 0.50202496078373 | -0.50202496078373 |
| 37 | 0 | 0.349436712272704 | -0.349436712272704 |
| 38 | 1 | 0.408359863403235 | 0.591640136596765 |
| 39 | 1 | 0.479144193597736 | 0.520855806402264 |
| 40 | 0 | 0.382462629261056 | -0.382462629261056 |
| 41 | 0 | 0.259148079914606 | -0.259148079914606 |
| 42 | 0 | 0.293072478942926 | -0.293072478942926 |
| 43 | 0 | 0.327991159415495 | -0.327991159415495 |
| 44 | 0 | 0.373866694289537 | -0.373866694289537 |
| 45 | 0 | 0.274893952216932 | -0.274893952216932 |
| 46 | 1 | 0.298503715698519 | 0.701496284301481 |
| 47 | 1 | 0.356538177050985 | 0.643461822949015 |
| 48 | 1 | 0.409279093008055 | 0.590720906991945 |
| 49 | 0 | 0.354305305853467 | -0.354305305853467 |
| 50 | 0 | 0.281180125532033 | -0.281180125532033 |
| 51 | 1 | 0.397407012087461 | 0.602592987912539 |
| 52 | 1 | 0.475561463462043 | 0.524438536537957 |
| 53 | 1 | 0.461789117394628 | 0.538210882605372 |
| 54 | 1 | 0.373129057249816 | 0.626870942750184 |
| 55 | 1 | 0.421117265072004 | 0.578882734927996 |
| 56 | 0 | 0.325505170866835 | -0.325505170866835 |
| 57 | 0 | 0.259134574195428 | -0.259134574195428 |
| 58 | 0 | 0.307877444567989 | -0.307877444567989 |
| 59 | 0 | 0.310027481746177 | -0.310027481746177 |
| 60 | 1 | 0.3357625954214 | 0.6642374045786 |
| 61 | 1 | 0.319905118955980 | 0.680094881044020 |
| 62 | 0 | 0.246588535565285 | -0.246588535565285 |
| 63 | 1 | 0.294685085735348 | 0.705314914264652 |
| 64 | 1 | 0.326739781927500 | 0.6732602180725 |
| 65 | 0 | 0.285979075823633 | -0.285979075823633 |
| 66 | 0 | 0.258110084865467 | -0.258110084865467 |
| 67 | 0 | 0.239052307611293 | -0.239052307611293 |
| 68 | 1 | 0.324925575100155 | 0.675074424899845 |
| 69 | 0 | 0.383594107426578 | -0.383594107426578 |
| 70 | 1 | 0.384485392337455 | 0.615514607662545 |
| 71 | 1 | 0.237745465579536 | 0.762254534420464 |
| 72 | 0 | 0.24812996748369 | -0.24812996748369 |
| 73 | 0 | 0.315510417221656 | -0.315510417221656 |
| 74 | 0 | 0.261560903818375 | -0.261560903818375 |
| 75 | 0 | 0.332593955684667 | -0.332593955684667 |
| 76 | 1 | 0.261108902558929 | 0.738891097441071 |
| 77 | 0 | 0.315959625290598 | -0.315959625290598 |
| 78 | 0 | 0.235932823784805 | -0.235932823784805 |
| 79 | 0 | 0.276771272373754 | -0.276771272373754 |
| 80 | 1 | 0.241344051800273 | 0.758655948199727 |
| 81 | 0 | 0.271327533962322 | -0.271327533962322 |
| 82 | 1 | 0.33746950435336 | 0.66253049564664 |
| 83 | 0 | 0.338558673215161 | -0.338558673215161 |
| 84 | 0 | 0.228554529343687 | -0.228554529343687 |
| 85 | 0 | 0.297513844276984 | -0.297513844276984 |
| 86 | 1 | 0.306675181824215 | 0.693324818175785 |
| 87 | 0 | 0.395950515020722 | -0.395950515020722 |
| 88 | 0 | 0.292933106349796 | -0.292933106349796 |
| 89 | 0 | 0.317235738572204 | -0.317235738572204 |
| 90 | 0 | 0.298889321579365 | -0.298889321579365 |
| 91 | 0 | 0.307519619692436 | -0.307519619692436 |
| 92 | 1 | 0.30192880624443 | 0.69807119375557 |
| 93 | 0 | 0.318017369275497 | -0.318017369275497 |
| 94 | 1 | 0.297362756668535 | 0.702637243331465 |
| 95 | 0 | 0.264811365216114 | -0.264811365216114 |
| 96 | 1 | 0.263479556243003 | 0.736520443756997 |
| 97 | 0 | 0.306814132574290 | -0.306814132574290 |
| 98 | 1 | 0.198068416938636 | 0.801931583061364 |
| 99 | 0 | 0.322701613203758 | -0.322701613203758 |
| 100 | 1 | 0.2523355175976 | 0.7476644824024 |
| 101 | 1 | 0.281357894777607 | 0.718642105222393 |
| 102 | 0 | 0.271316805525918 | -0.271316805525918 |
| 103 | 0 | 0.323632324842018 | -0.323632324842018 |
| 104 | 0 | 0.287292684326077 | -0.287292684326077 |
| 105 | 0 | 0.272668345334769 | -0.272668345334769 |
| 106 | 0 | 0.275100892201299 | -0.275100892201299 |
| 107 | 1 | 0.255537969344250 | 0.74446203065575 |
| 108 | 1 | 0.303463600361521 | 0.696536399638479 |
| 109 | 0 | 0.306652697774373 | -0.306652697774373 |
| 110 | 1 | 0.250274422013765 | 0.749725577986235 |
| 111 | 0 | 0.273440515309118 | -0.273440515309118 |
| 112 | 1 | 0.228492323705023 | 0.771507676294977 |
| 113 | 0 | 0.282073001452721 | -0.282073001452721 |
| 114 | 1 | 0.251696996227942 | 0.748303003772058 |
| 115 | 1 | 0.240956626974491 | 0.759043373025509 |
| 116 | 0 | 0.270868354183712 | -0.270868354183712 |
| 117 | 0 | 0.260544140840087 | -0.260544140840087 |
| 118 | 0 | 0.287489252559305 | -0.287489252559305 |
| 119 | 1 | 0.242174937686351 | 0.757825062313649 |
| 120 | 0 | 0.239525782124359 | -0.239525782124359 |
| 121 | 0 | 0.366113295580635 | -0.366113295580635 |
| 122 | 0 | 0.253962838048196 | -0.253962838048196 |
| 123 | 0 | 0.404478877133649 | -0.404478877133649 |
| 124 | 1 | 0.321134996925051 | 0.67886500307495 |
| 125 | 1 | 0.245640361302268 | 0.754359638697732 |
| 126 | 1 | 0.254586553128746 | 0.745413446871254 |
| 127 | 0 | 0.234819885647591 | -0.234819885647591 |
| 128 | 0 | 0.248026280113491 | -0.248026280113491 |
| 129 | 0 | 0.257640668090202 | -0.257640668090202 |
| 130 | 0 | 0.234819885647591 | -0.234819885647591 |
| 131 | 0 | 0.24276031199920 | -0.24276031199920 |
| 132 | 0 | 0.247262687143753 | -0.247262687143753 |
| 133 | 0 | 0.234819885647591 | -0.234819885647591 |
| 134 | 0 | 0.26599052579308 | -0.26599052579308 |
| 135 | 0 | 0.23684546315583 | -0.23684546315583 |
| 136 | 0 | 0.236498028326016 | -0.236498028326016 |
| 137 | 0 | 0.246236097087226 | -0.246236097087226 |
| 138 | 0 | 0.235584875270209 | -0.235584875270209 |
| 139 | 0 | 0.236348822499187 | -0.236348822499187 |
| 140 | 0 | 0.234819885647591 | -0.234819885647591 |
| 141 | 0 | 0.240660035847478 | -0.240660035847478 |
| 142 | 0 | 0.234819885647591 | -0.234819885647591 |
| 143 | 0 | 0.237892578648021 | -0.237892578648021 |
| 144 | 0 | 0.240255054231259 | -0.240255054231259 |
| 145 | 0 | 0.255954426660697 | -0.255954426660697 |
| 146 | 0 | 0.240000482183413 | -0.240000482183413 |
| 147 | 0 | 0.234819885647591 | -0.234819885647591 |
| 148 | 0 | 0.243898393150931 | -0.243898393150931 |
| 149 | 0 | 0.237565445111035 | -0.237565445111035 |
| 150 | 0 | 0.234707454907579 | -0.234707454907579 |
| 151 | 0 | 0.235858761196741 | -0.235858761196741 |
| 152 | 0 | 0.273774321988422 | -0.273774321988422 |
| 153 | 0 | 0.242982034740728 | -0.242982034740728 |
| 154 | 0 | 0.236368645595228 | -0.236368645595228 |
| 155 | 0 | 0.23701363288232 | -0.23701363288232 |
| 156 | 0 | 0.234819885647591 | -0.234819885647591 |
| 157 | 0 | 0.234819885647591 | -0.234819885647591 |
| 158 | 0 | 0.237656909469019 | -0.237656909469019 |
| 159 | 0 | 0.241476680430794 | -0.241476680430794 |
| 160 | 0 | 0.234819885647591 | -0.234819885647591 |
| 161 | 0 | 0.234819885647591 | -0.234819885647591 |
| 162 | 0 | 0.234819885647591 | -0.234819885647591 |
| 163 | 0 | 0.234819885647591 | -0.234819885647591 |
| 164 | 0 | 0.232973311820052 | -0.232973311820052 |
| 165 | 0 | 0.253054407853571 | -0.253054407853571 |
| 166 | 0 | 0.235049227179266 | -0.235049227179266 |
| 167 | 0 | 0.234819885647591 | -0.234819885647591 |
| 168 | 0 | 0.248373243279703 | -0.248373243279703 |
| 169 | 0 | 0.156589863938101 | -0.156589863938101 |
| 170 | 0 | 0.234819885647591 | -0.234819885647591 |
| 171 | 0 | 0.234819885647591 | -0.234819885647591 |
| 172 | 0 | 0.238435058320097 | -0.238435058320097 |
| 173 | 0 | 0.234819885647591 | -0.234819885647591 |
| 174 | 0 | 0.245705677682437 | -0.245705677682437 |
| 175 | 0 | 0.234819885647591 | -0.234819885647591 |
| 176 | 0 | 0.243731745202129 | -0.243731745202129 |
| 177 | 0 | 0.357479892202675 | -0.357479892202675 |
| 178 | 1 | 0.234306175591387 | 0.765693824408613 |
| 179 | 0 | 0.234819885647591 | -0.234819885647591 |
| 180 | 0 | 0.234819885647591 | -0.234819885647591 |
| 181 | 0 | 0.264364878628412 | -0.264364878628412 |
| 182 | 1 | 0.258806211095214 | 0.741193788904786 |
| 183 | 0 | 0.24026604262002 | -0.24026604262002 |
| 184 | 1 | 0.247176117271615 | 0.752823882728385 |
| 185 | 1 | 0.242538230848956 | 0.757461769151044 |
| 186 | 1 | 0.246911432047235 | 0.753088567952765 |
| 187 | 1 | 0.261428871558039 | 0.738571128441961 |
| 188 | 0 | 0.243108725367822 | -0.243108725367822 |
| 189 | 0 | 0.242064517130527 | -0.242064517130527 |
| 190 | 0 | 0.234819885647591 | -0.234819885647591 |
| 191 | 0 | 0.243033642532945 | -0.243033642532945 |
| 192 | 0 | 0.234819885647591 | -0.234819885647591 |
| 193 | 0 | 0.244235583362039 | -0.244235583362039 |
| 194 | 0 | 0.234819885647591 | -0.234819885647591 |
| 195 | 0 | 0.239024371342564 | -0.239024371342564 |
| 196 | 1 | 0.234819885647592 | 0.765180114352408 |
| 197 | 1 | 0.387136995416805 | 0.612863004583195 |
| 198 | 1 | 0.234819885647592 | 0.765180114352408 |
| 199 | 1 | 0.234819885647592 | 0.765180114352408 |
| 200 | 1 | 0.268636414037596 | 0.731363585962404 |
| 201 | 1 | 0.234819885647592 | 0.765180114352408 |
| 202 | 1 | 0.234819885647592 | 0.765180114352408 |
| 203 | 1 | 0.234819885647592 | 0.765180114352408 |
| 204 | 1 | 0.232244983709183 | 0.767755016290817 |
| 205 | 1 | 0.271668632863647 | 0.728331367136353 |
| 206 | 1 | 0.243105944750052 | 0.756894055249948 |
| 207 | 1 | 0.241222197627888 | 0.758777802372112 |
| 208 | 1 | 0.234819885647592 | 0.765180114352408 |
| 209 | 1 | 0.252994466239258 | 0.747005533760742 |
| 210 | 1 | 0.225558640291493 | 0.774441359708507 |
| 211 | 0 | 0.234819885647591 | -0.234819885647591 |
| 212 | 0 | 0.234819885647591 | -0.234819885647591 |
| 213 | 0 | 0.238129795955977 | -0.238129795955977 |
| 214 | 0 | 0.239678494608413 | -0.239678494608413 |
| 215 | 0 | 0.238894373093653 | -0.238894373093653 |
| 216 | 0 | 0.238084745284846 | -0.238084745284846 |
| 217 | 0 | 0.241532954898377 | -0.241532954898377 |
| 218 | 0 | 0.234050743167395 | -0.234050743167395 |
| 219 | 0 | 0.238084745284846 | -0.238084745284846 |
| 220 | 0 | 0.259574149721763 | -0.259574149721763 |
| 221 | 0 | 0.234770551116181 | -0.234770551116181 |
| 222 | 0 | 0.234819885647591 | -0.234819885647591 |
| 223 | 0 | 0.235626629846025 | -0.235626629846025 |
| 224 | 0 | 0.257219157315214 | -0.257219157315214 |
| 225 | 0 | 0.235694793861290 | -0.235694793861290 |
| 226 | 0 | 0.260084303368149 | -0.260084303368149 |
| 227 | 0 | 0.243664270686572 | -0.243664270686572 |
| 228 | 0 | 0.234819885647591 | -0.234819885647591 |
| 229 | 0 | 0.23967998657964 | -0.23967998657964 |
| 230 | 0 | 0.234819885647591 | -0.234819885647591 |
| 231 | 0 | 0.242585356997707 | -0.242585356997707 |
| 232 | 0 | 0.243820448303364 | -0.243820448303364 |
| 233 | 0 | 0.234819885647591 | -0.234819885647591 |
| 234 | 0 | 0.247535193525917 | -0.247535193525917 |
| 235 | 0 | 0.234819885647591 | -0.234819885647591 |
| 236 | 0 | 0.234450757848752 | -0.234450757848752 |
| 237 | 0 | 0.234819885647591 | -0.234819885647591 |
| 238 | 0 | 0.241770668911233 | -0.241770668911233 |
| 239 | 0 | 0.234819885647591 | -0.234819885647591 |
| 240 | 0 | 0.234819885647591 | -0.234819885647591 |
| 241 | 0 | 0.234819885647591 | -0.234819885647591 |
| 242 | 0 | 0.23850897995497 | -0.23850897995497 |
| 243 | 0 | 0.234819885647591 | -0.234819885647591 |
| 244 | 0 | 0.242201337630316 | -0.242201337630316 |
| 245 | 0 | 0.240819594689479 | -0.240819594689479 |
| 246 | 1 | 0.234819885647592 | 0.765180114352408 |
| 247 | 1 | 0.234819885647592 | 0.765180114352408 |
| 248 | 0 | 0.254754636845818 | -0.254754636845818 |
| 249 | 1 | 0.234819885647592 | 0.765180114352408 |
| 250 | 1 | 0.234819885647592 | 0.765180114352408 |
| 251 | 0 | 0.236079193732085 | -0.236079193732085 |
| 252 | 1 | 0.234819885647592 | 0.765180114352408 |
| 253 | 0 | 0.237383793937404 | -0.237383793937404 |
| 254 | 0 | 0.275825426481995 | -0.275825426481995 |
| 255 | 0 | 0.295779382925154 | -0.295779382925154 |
| 256 | 0 | 0.234819885647591 | -0.234819885647591 |
| 257 | 0 | 0.235774882171319 | -0.235774882171319 |
| 258 | 0 | 0.248261467546773 | -0.248261467546773 |
| 259 | 1 | 0.234819885647592 | 0.765180114352408 |
| 260 | 0 | 0.234819885647591 | -0.234819885647591 |
| 261 | 1 | 0.234819885647592 | 0.765180114352408 |
| 262 | 1 | 0.234819885647592 | 0.765180114352408 |
| 263 | 0 | 0.26502205433155 | -0.26502205433155 |
| 264 | 0 | 0.244440542026678 | -0.244440542026678 |
| 265 | 1 | 0.234819885647592 | 0.765180114352408 |
| 266 | 0 | 0.234819885647591 | -0.234819885647591 |
| 267 | 1 | 0.234819885647592 | 0.765180114352408 |
| 268 | 0 | 0.267842519385695 | -0.267842519385695 |
| 269 | 1 | 0.234819885647592 | 0.765180114352408 |
| 270 | 0 | 0.284665079785329 | -0.284665079785329 |
| 271 | 1 | 0.234819885647592 | 0.765180114352408 |
| 272 | 1 | 0.234819885647592 | 0.765180114352408 |
| 273 | 1 | 0.234819885647592 | 0.765180114352408 |
| 274 | 0 | 0.260125932261207 | -0.260125932261207 |
| 275 | 0 | 0.234819885647591 | -0.234819885647591 |
| 276 | 0 | 0.243725326366867 | -0.243725326366867 |
| 277 | 0 | 0.261942232860202 | -0.261942232860202 |
| 278 | 0 | 0.234819885647591 | -0.234819885647591 |
| 279 | 1 | 0.234792238345298 | 0.765207761654702 |
| 280 | 0 | 0.242440157542337 | -0.242440157542337 |
| 281 | 1 | 0.234819885647592 | 0.765180114352408 |
| 282 | 0 | 0.234819885647591 | -0.234819885647591 |
| 283 | 0 | 0.24402541616094 | -0.24402541616094 |
| 284 | 0 | 0.234819885647591 | -0.234819885647591 |
| 285 | 0 | 0.254394896111968 | -0.254394896111968 |
| 286 | 0 | 0.234819885647591 | -0.234819885647591 |
| 287 | 1 | 0.239072000485706 | 0.760927999514294 |
| 288 | 0 | 0.239569026913516 | -0.239569026913516 |
| 289 | 1 | 0.234819885647592 | 0.765180114352408 |
| 290 | 0 | 0.222108677477243 | -0.222108677477243 |
| 291 | 1 | 0.234819885647592 | 0.765180114352408 |
| 292 | 0 | 0.247457097895317 | -0.247457097895317 |
| 293 | 0 | 0.280705630223451 | -0.280705630223451 |
| 294 | 0 | 0.234819885647591 | -0.234819885647591 |
| 295 | 0 | 0.242772743551864 | -0.242772743551864 |
| 296 | 1 | 0.241716480127448 | 0.758283519872552 |
| 297 | 0 | 0.234819885647591 | -0.234819885647591 |
| 298 | 1 | 0.234819885647592 | 0.765180114352408 |
| 299 | 0 | 0.234819885647591 | -0.234819885647591 |
| 300 | 0 | 0.249511754015237 | -0.249511754015237 |
| 301 | 1 | 0.239474444929661 | 0.760525555070339 |
| 302 | 0 | 0.231249354898579 | -0.231249354898579 |
| 303 | 0 | 0.236452315466219 | -0.236452315466219 |
| 304 | 1 | 0.234819885647592 | 0.765180114352408 |
| 305 | 0 | 0.239899024929803 | -0.239899024929803 |
| 306 | 0 | 0.250851438319171 | -0.250851438319171 |
| 307 | 1 | 0.234819885647592 | 0.765180114352408 |
| 308 | 1 | 0.26316429418905 | 0.73683570581095 |
| 309 | 0 | 0.246395807561512 | -0.246395807561512 |
| 310 | 1 | 0.234819885647592 | 0.765180114352408 |
| 311 | 1 | 0.234819885647592 | 0.765180114352408 |
| 312 | 0 | 0.280917682642402 | -0.280917682642402 |
| 313 | 1 | 0.234819885647592 | 0.765180114352408 |
| 314 | 1 | 0.258233197971176 | 0.741766802028824 |
| 315 | 0 | 0.246354600597645 | -0.246354600597645 |
| 316 | 0 | 0.243041501876976 | -0.243041501876976 |
| 317 | 0 | 0.233597837967963 | -0.233597837967963 |
| 318 | 0 | 0.257765513226217 | -0.257765513226217 |
| 319 | 0 | 0.240599266847595 | -0.240599266847595 |
| 320 | 0 | 0.234819885647591 | -0.234819885647591 |
| 321 | 0 | 0.234819885647591 | -0.234819885647591 |
| 322 | 0 | 0.234819885647591 | -0.234819885647591 |
| 323 | 0 | 0.234819885647591 | -0.234819885647591 |
| 324 | 1 | 0.234819885647592 | 0.765180114352408 |
| 325 | 0 | 0.234819885647591 | -0.234819885647591 |
| 326 | 0 | 0.235248083241711 | -0.235248083241711 |
| 327 | 1 | 0.234819885647592 | 0.765180114352408 |
| 328 | 1 | 0.234819885647592 | 0.765180114352408 |
| 329 | 0 | 0.234819885647591 | -0.234819885647591 |
| 330 | 0 | 0.234819885647591 | -0.234819885647591 |
| 331 | 0 | 0.234819885647591 | -0.234819885647591 |
| 332 | 0 | 0.234819885647591 | -0.234819885647591 |
| 333 | 0 | 0.234819885647591 | -0.234819885647591 |
| 334 | 0 | 0.238543039571190 | -0.238543039571190 |
| 335 | 0 | 0.235663839646542 | -0.235663839646542 |
| 336 | 0 | 0.238329590420845 | -0.238329590420845 |
| 337 | 0 | 0.231679883027697 | -0.231679883027697 |
| 338 | 0 | 0.234819885647591 | -0.234819885647591 |
| 339 | 0 | 0.235953769662144 | -0.235953769662144 |
| 340 | 0 | 0.244950642760967 | -0.244950642760967 |
| 341 | 0 | 0.247176502226114 | -0.247176502226114 |
| 342 | 0 | 0.234819885647591 | -0.234819885647591 |
| 343 | 0 | 0.234819885647591 | -0.234819885647591 |
| 344 | 0 | 0.234819885647591 | -0.234819885647591 |
| 345 | 0 | 0.234124903583879 | -0.234124903583879 |
| 346 | 0 | 0.234819885647591 | -0.234819885647591 |
| 347 | 0 | 0.234092389956732 | -0.234092389956732 |
| 348 | 0 | 0.234819885647591 | -0.234819885647591 |
| 349 | 0 | 0.234819885647591 | -0.234819885647591 |
| 350 | 0 | 0.239609365445689 | -0.239609365445689 |
| 351 | 0 | 0.231585925511453 | -0.231585925511453 |
| 352 | 0 | 0.242298538748743 | -0.242298538748743 |
| 353 | 0 | 0.24464038666036 | -0.24464038666036 |
| 354 | 0 | 0.23630761049475 | -0.23630761049475 |
| 355 | 0 | 0.234819885647591 | -0.234819885647591 |
| 356 | 0 | 0.234819885647591 | -0.234819885647591 |
| 357 | 0 | 0.254380059226622 | -0.254380059226622 |
| 358 | 0 | 0.234819885647591 | -0.234819885647591 |
| 359 | 0 | 0.234819885647591 | -0.234819885647591 |
| 360 | 0 | 0.234819885647591 | -0.234819885647591 |
| 361 | 0 | 0.239765198395283 | -0.239765198395283 |
| 362 | 0 | 0.234819885647591 | -0.234819885647591 |
| 363 | 0 | 0.234819885647591 | -0.234819885647591 |
| 364 | 1 | 0.265163866490782 | 0.734836133509218 |
| 365 | 0 | 0.243682903066336 | -0.243682903066336 |
| 366 | 0 | 0.234819885647591 | -0.234819885647591 |
| 367 | 0 | 0.234819885647591 | -0.234819885647591 |
| 368 | 0 | 0.234819885647591 | -0.234819885647591 |
| 369 | 0 | 0.234819885647591 | -0.234819885647591 |
| 370 | 0 | 0.237225400735265 | -0.237225400735265 |
| 371 | 0 | 0.234819885647591 | -0.234819885647591 |
| 372 | 0 | 0.229000518842225 | -0.229000518842225 |
| 373 | 0 | 0.259040031716693 | -0.259040031716693 |
| 374 | 0 | 0.241560771787857 | -0.241560771787857 |
| 375 | 0 | 0.234819885647591 | -0.234819885647591 |
| 376 | 0 | 0.234819885647591 | -0.234819885647591 |
| 377 | 0 | 0.236334567441970 | -0.236334567441970 |
| 378 | 0 | 0.240446131598954 | -0.240446131598954 |
| 379 | 0 | 0.238817904855791 | -0.238817904855791 |
| 380 | 0 | 0.234819885647591 | -0.234819885647591 |
| 381 | 0 | 0.234819885647591 | -0.234819885647591 |
| 382 | 0 | 0.250552160653057 | -0.250552160653057 |
| 383 | 0 | 0.202309489047723 | -0.202309489047723 |
| 384 | 0 | 0.234819885647591 | -0.234819885647591 |
| 385 | 0 | 0.249856339765956 | -0.249856339765956 |
| 386 | 0 | 0.255427149390891 | -0.255427149390891 |
| 387 | 0 | 0.237320794432308 | -0.237320794432308 |
| 388 | 0 | 0.235718863540557 | -0.235718863540557 |
| 389 | 0 | 0.237856825214816 | -0.237856825214816 |
| 390 | 0 | 0.236805601673896 | -0.236805601673896 |
| 391 | 0 | 0.248515884184388 | -0.248515884184388 |
| 392 | 0 | 0.235926274675976 | -0.235926274675976 |
| 393 | 0 | 0.237090301366437 | -0.237090301366437 |
| 394 | 0 | 0.252067807068005 | -0.252067807068005 |
| 395 | 1 | 0.250696229432381 | 0.749303770567619 |
| 396 | 0 | 0.235030953269422 | -0.235030953269422 |
| 397 | 0 | 0.228629391174365 | -0.228629391174365 |
| 398 | 1 | 0.64342229634155 | 0.35657770365845 |
| 399 | 0 | 0.241554722130148 | -0.241554722130148 |
| 400 | 1 | 0.193604918808961 | 0.806395081191039 |
| 401 | 0 | 0.241795957752544 | -0.241795957752544 |
| 402 | 0 | 0.247111516335894 | -0.247111516335894 |
| 403 | 0 | 0.235836976746975 | -0.235836976746975 |
| 404 | 1 | 0.257751065535169 | 0.742248934464831 |
| 405 | 0 | 0.2402125134058 | -0.2402125134058 |
| 406 | 0 | 0.254235884273449 | -0.254235884273449 |
| 407 | 0 | 0.251257187332973 | -0.251257187332973 |
| 408 | 0 | 0.243859707196326 | -0.243859707196326 |
| 409 | 0 | 0.239459306684565 | -0.239459306684565 |
| 410 | 0 | 0.234723847426247 | -0.234723847426247 |
| 411 | 0 | 0.307062986626482 | -0.307062986626482 |
| 412 | 1 | 0.232050653605156 | 0.767949346394844 |
| 413 | 1 | 0.240204285847522 | 0.759795714152478 |
| 414 | 1 | 0.292073767286628 | 0.707926232713372 |
| 415 | 0 | 0.239862591991973 | -0.239862591991973 |
| 416 | 0 | 0.232257040721491 | -0.232257040721491 |
| 417 | 0 | 0.222982256436538 | -0.222982256436538 |
| 418 | 1 | 0.255466124074086 | 0.744533875925914 |
| 419 | 0 | 0.262529478728334 | -0.262529478728334 |
| 420 | 0 | 0.229691889546782 | -0.229691889546782 |
| 421 | 0 | 0.233273275561566 | -0.233273275561566 |
| 422 | 0 | 0.321813363592644 | -0.321813363592644 |
| 423 | 1 | 0.163812402870242 | 0.836187597129758 |
| 424 | 0 | 0.188779025499767 | -0.188779025499767 |
| 425 | 0 | 0.240341657020475 | -0.240341657020475 |
| 426 | 1 | 0.307303243156692 | 0.692696756843308 |
| 427 | 0 | 0.203035898755305 | -0.203035898755305 |
| 428 | 0 | 0.514448546801472 | -0.514448546801472 |
| 429 | 0 | 0.247357952024666 | -0.247357952024666 |
| 430 | 0 | 0.31129886350784 | -0.31129886350784 |
| 431 | 0 | 0.147569368862861 | -0.147569368862861 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 9 | 0.705636031692752 | 0.588727936614496 | 0.294363968307248 |
| 10 | 0.557034268697928 | 0.885931462604143 | 0.442965731302072 |
| 11 | 0.777385851746612 | 0.445228296506776 | 0.222614148253388 |
| 12 | 0.856990297135618 | 0.286019405728765 | 0.143009702864382 |
| 13 | 0.814646691348942 | 0.370706617302117 | 0.185353308651058 |
| 14 | 0.785749280873228 | 0.428501438253545 | 0.214250719126772 |
| 15 | 0.775633185083229 | 0.448733629833542 | 0.224366814916771 |
| 16 | 0.793515566177078 | 0.412968867645845 | 0.206484433822922 |
| 17 | 0.779806485927866 | 0.440387028144267 | 0.220193514072134 |
| 18 | 0.762588927023304 | 0.474822145953392 | 0.237411072976696 |
| 19 | 0.761808283966636 | 0.476383432066727 | 0.238191716033363 |
| 20 | 0.775783549974732 | 0.448432900050537 | 0.224216450025268 |
| 21 | 0.770698464192835 | 0.45860307161433 | 0.229301535807165 |
| 22 | 0.765080936074611 | 0.469838127850777 | 0.234919063925388 |
| 23 | 0.75682715578133 | 0.486345688437339 | 0.243172844218669 |
| 24 | 0.726960672583402 | 0.546078654833196 | 0.273039327416598 |
| 25 | 0.70519348330205 | 0.5896130333959 | 0.29480651669795 |
| 26 | 0.728200557881103 | 0.543598884237795 | 0.271799442118897 |
| 27 | 0.747935783767352 | 0.504128432465296 | 0.252064216232648 |
| 28 | 0.75706309994984 | 0.48587380010032 | 0.24293690005016 |
| 29 | 0.773205497687617 | 0.453589004624765 | 0.226794502312383 |
| 30 | 0.766552688782038 | 0.466894622435925 | 0.233447311217962 |
| 31 | 0.792667987487349 | 0.414664025025303 | 0.207332012512651 |
| 32 | 0.817926702540186 | 0.364146594919629 | 0.182073297459814 |
| 33 | 0.822174126057653 | 0.355651747884694 | 0.177825873942347 |
| 34 | 0.830545918474882 | 0.338908163050237 | 0.169454081525118 |
| 35 | 0.812017854185826 | 0.375964291628348 | 0.187982145814174 |
| 36 | 0.802467953632398 | 0.395064092735205 | 0.197532046367602 |
| 37 | 0.808240599387478 | 0.383518801225044 | 0.191759400612522 |
| 38 | 0.818356689888202 | 0.363286620223596 | 0.181643310111798 |
| 39 | 0.845885388104704 | 0.308229223790592 | 0.154114611895296 |
| 40 | 0.840268640646547 | 0.319462718706906 | 0.159731359353453 |
| 41 | 0.815096155340957 | 0.369807689318086 | 0.184903844659043 |
| 42 | 0.809822324328247 | 0.380355351343506 | 0.190177675671753 |
| 43 | 0.803196375979293 | 0.393607248041413 | 0.196803624020707 |
| 44 | 0.793997013399328 | 0.412005973201344 | 0.206002986600672 |
| 45 | 0.789094631772816 | 0.421810736454368 | 0.210905368227184 |
| 46 | 0.813676008887185 | 0.372647982225631 | 0.186323991112815 |
| 47 | 0.856282060922971 | 0.287435878154058 | 0.143717939077029 |
| 48 | 0.877835514429582 | 0.244328971140837 | 0.122164485570419 |
| 49 | 0.87521985018513 | 0.249560299629739 | 0.124780149814869 |
| 50 | 0.868434638919329 | 0.263130722161343 | 0.131565361080671 |
| 51 | 0.878628862676255 | 0.24274227464749 | 0.121371137323745 |
| 52 | 0.887595834163413 | 0.224808331673174 | 0.112404165836587 |
| 53 | 0.89763335949905 | 0.204733281001901 | 0.102366640500951 |
| 54 | 0.905732701308858 | 0.188534597382285 | 0.0942672986911423 |
| 55 | 0.915930467335296 | 0.168139065329407 | 0.0840695326647037 |
| 56 | 0.916084712916154 | 0.167830574167693 | 0.0839152870838465 |
| 57 | 0.91663596388946 | 0.166728072221079 | 0.0833640361105395 |
| 58 | 0.914068885390138 | 0.171862229219724 | 0.085931114609862 |
| 59 | 0.909654126739278 | 0.180691746521445 | 0.0903458732607223 |
| 60 | 0.919411513187927 | 0.161176973624146 | 0.080588486812073 |
| 61 | 0.92695879547686 | 0.14608240904628 | 0.07304120452314 |
| 62 | 0.921842993766553 | 0.156314012466893 | 0.0781570062334467 |
| 63 | 0.930905318313813 | 0.138189363372375 | 0.0690946816861873 |
| 64 | 0.93799016769657 | 0.124019664606859 | 0.0620098323034297 |
| 65 | 0.935992632908337 | 0.128014734183326 | 0.0640073670916632 |
| 66 | 0.926846242723898 | 0.146307514552204 | 0.0731537572761021 |
| 67 | 0.922114039907923 | 0.155771920184154 | 0.0778859600920768 |
| 68 | 0.930261494828346 | 0.139477010343309 | 0.0697385051716544 |
| 69 | 0.929574983385089 | 0.140850033229823 | 0.0704250166149113 |
| 70 | 0.93491747518044 | 0.13016504963912 | 0.06508252481956 |
| 71 | 0.943528771657858 | 0.112942456684284 | 0.056471228342142 |
| 72 | 0.94170009680353 | 0.116599806392940 | 0.0582999031964698 |
| 73 | 0.940033221996921 | 0.119933556006157 | 0.0599667780030785 |
| 74 | 0.937223472218624 | 0.125553055562753 | 0.0627765277813763 |
| 75 | 0.935310448122869 | 0.129379103754262 | 0.0646895518771308 |
| 76 | 0.944989318125314 | 0.110021363749371 | 0.0550106818746856 |
| 77 | 0.942854960725417 | 0.114290078549166 | 0.0571450392745828 |
| 78 | 0.938662929730682 | 0.122674140538636 | 0.0613370702693182 |
| 79 | 0.934833075130092 | 0.130333849739816 | 0.0651669248699079 |
| 80 | 0.94734979158562 | 0.105300416828760 | 0.0526502084143801 |
| 81 | 0.944570786954457 | 0.110858426091086 | 0.0554292130455429 |
| 82 | 0.951133506407747 | 0.0977329871845055 | 0.0488664935922528 |
| 83 | 0.948862670566056 | 0.102274658867889 | 0.0511373294339444 |
| 84 | 0.945203574505337 | 0.109592850989326 | 0.0547964254946629 |
| 85 | 0.942103461454317 | 0.115793077091367 | 0.0578965385456834 |
| 86 | 0.950188175415727 | 0.0996236491685452 | 0.0498118245842726 |
| 87 | 0.949505726675351 | 0.100988546649298 | 0.0504942733246488 |
| 88 | 0.946390100971072 | 0.107219798057856 | 0.0536098990289278 |
| 89 | 0.94321867600016 | 0.113562647999680 | 0.0567813239998399 |
| 90 | 0.939708512592907 | 0.120582974814186 | 0.0602914874070932 |
| 91 | 0.935987365742253 | 0.128025268515493 | 0.0640126342577465 |
| 92 | 0.945829635294523 | 0.108340729410953 | 0.0541703647054766 |
| 93 | 0.942850398213615 | 0.114299203572769 | 0.0571496017863847 |
| 94 | 0.952829098083644 | 0.0943418038327113 | 0.0471709019163557 |
| 95 | 0.949501303015136 | 0.100997393969728 | 0.0504986969848641 |
| 96 | 0.958459596981811 | 0.0830808060363779 | 0.0415404030181889 |
| 97 | 0.955809488203799 | 0.0883810235924028 | 0.0441905117962014 |
| 98 | 0.966855430257962 | 0.066289139484076 | 0.033144569742038 |
| 99 | 0.964621096015974 | 0.0707578079680528 | 0.0353789039840264 |
| 100 | 0.971315458678272 | 0.0573690826434559 | 0.0286845413217279 |
| 101 | 0.976322238740108 | 0.0473555225197831 | 0.0236777612598916 |
| 102 | 0.974447004000373 | 0.0511059919992547 | 0.0255529959996274 |
| 103 | 0.972658269985734 | 0.0546834600285327 | 0.0273417300142663 |
| 104 | 0.970564195078358 | 0.0588716098432841 | 0.0294358049216421 |
| 105 | 0.968373483890058 | 0.0632530322198838 | 0.0316265161099419 |
| 106 | 0.966028670402065 | 0.067942659195871 | 0.0339713295979355 |
| 107 | 0.972512733269854 | 0.0549745334602913 | 0.0274872667301457 |
| 108 | 0.977502805022942 | 0.0449943899541153 | 0.0224971949770576 |
| 109 | 0.975783902657146 | 0.0484321946857083 | 0.0242160973428542 |
| 110 | 0.980660082053307 | 0.0386798358933851 | 0.0193399179466926 |
| 111 | 0.979296499438186 | 0.0414070011236283 | 0.0207035005618141 |
| 112 | 0.983641693550715 | 0.0327166128985694 | 0.0163583064492847 |
| 113 | 0.982263531964836 | 0.0354729360703287 | 0.0177364680351643 |
| 114 | 0.985913053534565 | 0.0281738929308699 | 0.0140869464654350 |
| 115 | 0.988738228101265 | 0.0225235437974701 | 0.0112617718987351 |
| 116 | 0.988004631884172 | 0.0239907362316563 | 0.0119953681158281 |
| 117 | 0.987015580314761 | 0.0259688393704774 | 0.0129844196852387 |
| 118 | 0.986099652661864 | 0.0278006946762719 | 0.0139003473381360 |
| 119 | 0.989276205506843 | 0.0214475889863145 | 0.0107237944931573 |
| 120 | 0.98830021733584 | 0.0233995653283213 | 0.0116997826641606 |
| 121 | 0.987589777122337 | 0.0248204457553262 | 0.0124102228776631 |
| 122 | 0.986575203353182 | 0.0268495932936349 | 0.0134247966468175 |
| 123 | 0.98615299425425 | 0.0276940114915010 | 0.0138470057457505 |
| 124 | 0.988830946828491 | 0.0223381063430170 | 0.0111690531715085 |
| 125 | 0.991358547485198 | 0.0172829050296049 | 0.00864145251480243 |
| 126 | 0.993424708308022 | 0.0131505833839560 | 0.00657529169197798 |
| 127 | 0.992867510367966 | 0.0142649792640677 | 0.00713248963203385 |
| 128 | 0.992276766068038 | 0.0154464678639248 | 0.00772323393196238 |
| 129 | 0.99165382229746 | 0.0166923554050810 | 0.00834617770254049 |
| 130 | 0.990872234329746 | 0.0182555313405074 | 0.00912776567025370 |
| 131 | 0.990024141388505 | 0.0199517172229899 | 0.00997585861149495 |
| 132 | 0.989103568437393 | 0.021792863125214 | 0.010896431562607 |
| 133 | 0.988016325714434 | 0.0239673485711323 | 0.0119836742855662 |
| 134 | 0.987006591539078 | 0.0259868169218439 | 0.0129934084609219 |
| 135 | 0.98568024022562 | 0.028639519548758 | 0.014319759774379 |
| 136 | 0.98420235377618 | 0.0315952924476399 | 0.0157976462238200 |
| 137 | 0.982636407064873 | 0.0347271858702541 | 0.0173635929351270 |
| 138 | 0.980824123213075 | 0.0383517535738492 | 0.0191758767869246 |
| 139 | 0.97881842649216 | 0.0423631470156822 | 0.0211815735078411 |
| 140 | 0.976593977088132 | 0.0468120458237367 | 0.0234060229118684 |
| 141 | 0.974217296706 | 0.0515654065880002 | 0.0257827032940001 |
| 142 | 0.971516223506844 | 0.0569675529863123 | 0.0284837764931562 |
| 143 | 0.968620119430014 | 0.0627597611399714 | 0.0313798805699857 |
| 144 | 0.965440090514928 | 0.0691198189701446 | 0.0345599094850723 |
| 145 | 0.962175462887996 | 0.0756490742240077 | 0.0378245371120038 |
| 146 | 0.958471483813182 | 0.083057032373636 | 0.041528516186818 |
| 147 | 0.95425102882451 | 0.09149794235098 | 0.04574897117549 |
| 148 | 0.949835181188418 | 0.100329637623165 | 0.0501648188115823 |
| 149 | 0.944911650696162 | 0.110176698607677 | 0.0550883493038384 |
| 150 | 0.939478124644887 | 0.121043750710227 | 0.0605218753551135 |
| 151 | 0.933652049196265 | 0.132695901607471 | 0.0663479508037354 |
| 152 | 0.928346783609863 | 0.143306432780274 | 0.0716532163901368 |
| 153 | 0.92184938446123 | 0.156301231077540 | 0.0781506155387699 |
| 154 | 0.91466960350884 | 0.170660792982320 | 0.0853303964911599 |
| 155 | 0.90692270961931 | 0.186154580761381 | 0.0930772903806906 |
| 156 | 0.898554470723658 | 0.202891058552684 | 0.101445529276342 |
| 157 | 0.889603082544976 | 0.220793834910049 | 0.110396917455024 |
| 158 | 0.88013031602822 | 0.239739367943560 | 0.119869683971780 |
| 159 | 0.870281411057072 | 0.259437177885856 | 0.129718588942928 |
| 160 | 0.859508504676683 | 0.280982990646635 | 0.140491495323317 |
| 161 | 0.848097600046538 | 0.303804799906924 | 0.151902399953462 |
| 162 | 0.836041751253411 | 0.327916497493178 | 0.163958248746589 |
| 163 | 0.82333733029653 | 0.353325339406938 | 0.176662669703469 |
| 164 | 0.809682688169966 | 0.380634623660068 | 0.190317311830034 |
| 165 | 0.796339356587571 | 0.407321286824859 | 0.203660643412429 |
| 166 | 0.781705392305968 | 0.436589215388063 | 0.218294607694032 |
| 167 | 0.766447118521307 | 0.467105762957385 | 0.233552881478693 |
| 168 | 0.753576760208859 | 0.492846479582283 | 0.246423239791142 |
| 169 | 0.733099382535858 | 0.533801234928283 | 0.266900617464142 |
| 170 | 0.716096935032759 | 0.567806129934482 | 0.283903064967241 |
| 171 | 0.69856079119677 | 0.60287841760646 | 0.30143920880323 |
| 172 | 0.680675799389729 | 0.638648401220543 | 0.319324200610271 |
| 173 | 0.662175465610259 | 0.675649068779482 | 0.337824534389741 |
| 174 | 0.643995511316463 | 0.712008977367074 | 0.356004488683537 |
| 175 | 0.624699297910428 | 0.750601404179144 | 0.375300702089572 |
| 176 | 0.605760949257573 | 0.788478101484854 | 0.394239050742427 |
| 177 | 0.600511175887262 | 0.798977648225475 | 0.399488824112738 |
| 178 | 0.655753252630815 | 0.68849349473837 | 0.344246747369185 |
| 179 | 0.636719342912401 | 0.726561314175198 | 0.363280657087599 |
| 180 | 0.617321492590162 | 0.765357014819675 | 0.382678507409838 |
| 181 | 0.598970289309594 | 0.802059421380813 | 0.401029710690406 |
| 182 | 0.651219216961894 | 0.697561566076212 | 0.348780783038106 |
| 183 | 0.633342058664585 | 0.73331588267083 | 0.366657941335415 |
| 184 | 0.689773035982729 | 0.620453928034542 | 0.310226964017271 |
| 185 | 0.73673369669379 | 0.526532606612419 | 0.263266303306210 |
| 186 | 0.777006326597786 | 0.445987346804428 | 0.222993673402214 |
| 187 | 0.811835357243462 | 0.376329285513076 | 0.188164642756538 |
| 188 | 0.798699863145027 | 0.402600273709945 | 0.201300136854973 |
| 189 | 0.784367236883501 | 0.431265526232998 | 0.215632763116499 |
| 190 | 0.769602812195044 | 0.460794375609913 | 0.230397187804956 |
| 191 | 0.755240396803984 | 0.489519206392031 | 0.244759603196016 |
| 192 | 0.739390449491559 | 0.521219101016881 | 0.260609550508441 |
| 193 | 0.723735263195228 | 0.552529473609544 | 0.276264736804772 |
| 194 | 0.706869950063367 | 0.586260099873267 | 0.293130049936633 |
| 195 | 0.689922959134862 | 0.620154081730276 | 0.310077040865138 |
| 196 | 0.737629715957677 | 0.524740568084646 | 0.262370284042323 |
| 197 | 0.770909690224771 | 0.458180619550458 | 0.229090309775229 |
| 198 | 0.810904010962494 | 0.378191978075012 | 0.189095989037506 |
| 199 | 0.846140349107463 | 0.307719301785074 | 0.153859650892537 |
| 200 | 0.879996203721534 | 0.240007592556932 | 0.120003796278466 |
| 201 | 0.905504321200722 | 0.188991357598556 | 0.094495678799278 |
| 202 | 0.926783849721394 | 0.146432300557211 | 0.0732161502786056 |
| 203 | 0.944223620953662 | 0.111552758092676 | 0.0557763790463378 |
| 204 | 0.956779669146176 | 0.0864406617076485 | 0.0432203308538243 |
| 205 | 0.97115628025083 | 0.05768743949834 | 0.02884371974917 |
| 206 | 0.978980066761597 | 0.0420398664768059 | 0.0210199332384029 |
| 207 | 0.985577526922107 | 0.0288449461557856 | 0.0144224730778928 |
| 208 | 0.990088159566175 | 0.0198236808676494 | 0.00991184043382468 |
| 209 | 0.992301482992848 | 0.0153970340143038 | 0.00769851700715189 |
| 210 | 0.995210733339999 | 0.00957853332000232 | 0.00478926666000116 |
| 211 | 0.994522708307323 | 0.0109545833853541 | 0.00547729169267706 |
| 212 | 0.993745249199906 | 0.0125095016001873 | 0.00625475080009366 |
| 213 | 0.992884583597417 | 0.0142308328051663 | 0.00711541640258313 |
| 214 | 0.991873333108418 | 0.0162533337831637 | 0.00812666689158184 |
| 215 | 0.99074775344302 | 0.0185044931139583 | 0.00925224655697916 |
| 216 | 0.9895315090083 | 0.0209369819834018 | 0.0104684909917009 |
| 217 | 0.98818453322917 | 0.0236309335416611 | 0.0118154667708305 |
| 218 | 0.986549878034927 | 0.0269002439301453 | 0.0134501219650727 |
| 219 | 0.984856085823522 | 0.0302878283529561 | 0.0151439141764780 |
| 220 | 0.98349550676993 | 0.0330089864601388 | 0.0165044932300694 |
| 221 | 0.981409718347314 | 0.0371805633053711 | 0.0185902816526855 |
| 222 | 0.979108975311604 | 0.0417820493767915 | 0.0208910246883958 |
| 223 | 0.97657198445748 | 0.0468560310850404 | 0.0234280155425202 |
| 224 | 0.974183697115 | 0.0516326057700014 | 0.0258163028850007 |
| 225 | 0.971142939892007 | 0.057714120215986 | 0.028857060107993 |
| 226 | 0.968281980697646 | 0.0634360386047077 | 0.0317180193023539 |
| 227 | 0.964812714349707 | 0.070374571300587 | 0.0351872856502935 |
| 228 | 0.960869825331269 | 0.0782603493374626 | 0.0391301746687313 |
| 229 | 0.956328647886715 | 0.0873427042265709 | 0.0436713521132854 |
| 230 | 0.95162388304442 | 0.0967522339111613 | 0.0483761169555806 |
| 231 | 0.946404338370844 | 0.107191323258311 | 0.0535956616291555 |
| 232 | 0.94121761948752 | 0.117564761024961 | 0.0587823805124806 |
| 233 | 0.935256963286053 | 0.129486073427893 | 0.0647430367139466 |
| 234 | 0.929126948959065 | 0.141746102081871 | 0.0708730510409355 |
| 235 | 0.922236764879779 | 0.155526470240441 | 0.0777632351202207 |
| 236 | 0.914800974162253 | 0.170398051675495 | 0.0851990258377473 |
| 237 | 0.906888066007341 | 0.186223867985317 | 0.0931119339926587 |
| 238 | 0.89889149382738 | 0.202217012345242 | 0.101108506172621 |
| 239 | 0.889927922660395 | 0.22014415467921 | 0.110072077339605 |
| 240 | 0.880407171526262 | 0.239185656947476 | 0.119592828473738 |
| 241 | 0.870320136012863 | 0.259359727974275 | 0.129679863987137 |
| 242 | 0.85976071845159 | 0.280478563096821 | 0.140239281548410 |
| 243 | 0.848527662697198 | 0.302944674605605 | 0.151472337302802 |
| 244 | 0.837469984805817 | 0.325060030388365 | 0.162530015194183 |
| 245 | 0.82327903770555 | 0.353441924588901 | 0.176720962294450 |
| 246 | 0.858553880323934 | 0.282892239352133 | 0.141446119676066 |
| 247 | 0.889087313855485 | 0.221825372289030 | 0.110912686144515 |
| 248 | 0.880620740144573 | 0.238758519710853 | 0.119379259855427 |
| 249 | 0.907898348468148 | 0.184203303063704 | 0.0921016515318522 |
| 250 | 0.930596449275575 | 0.13880710144885 | 0.0694035507244251 |
| 251 | 0.924931123400043 | 0.150137753199914 | 0.0750688765999569 |
| 252 | 0.944516467574858 | 0.110967064850283 | 0.0554835324251417 |
| 253 | 0.938284595126645 | 0.123430809746710 | 0.0617154048733549 |
| 254 | 0.931517403116576 | 0.136965193766848 | 0.068482596883424 |
| 255 | 0.9240258583285 | 0.151948283342999 | 0.0759741416714997 |
| 256 | 0.91645701106691 | 0.167085977866179 | 0.0835429889330897 |
| 257 | 0.90948311615802 | 0.181033767683960 | 0.0905168838419802 |
| 258 | 0.9048765826764 | 0.190246834647199 | 0.0951234173235993 |
| 259 | 0.928809478263897 | 0.142381043472206 | 0.071190521736103 |
| 260 | 0.921551154493648 | 0.156897691012704 | 0.0784488455063521 |
| 261 | 0.942452386163011 | 0.115095227673978 | 0.0575476138369888 |
| 262 | 0.959034863870104 | 0.0819302722597926 | 0.0409651361298963 |
| 263 | 0.954131508711495 | 0.0917369825770095 | 0.0458684912885047 |
| 264 | 0.949487101204671 | 0.101025797590658 | 0.0505128987953288 |
| 265 | 0.96463203800488 | 0.0707359239902407 | 0.0353679619951204 |
| 266 | 0.960307402659228 | 0.0793851946815443 | 0.0396925973407721 |
| 267 | 0.97292085600026 | 0.0541582879994801 | 0.0270791439997400 |
| 268 | 0.969154575518421 | 0.061690848963158 | 0.030845424481579 |
| 269 | 0.979543766197737 | 0.0409124676045262 | 0.0204562338022631 |
| 270 | 0.977401575399537 | 0.045196849200926 | 0.022598424600463 |
| 271 | 0.985503588212481 | 0.0289928235750374 | 0.0144964117875187 |
| 272 | 0.991114560187805 | 0.0177708796243906 | 0.0088854398121953 |
| 273 | 0.994822359992312 | 0.0103552800153765 | 0.00517764000768826 |
| 274 | 0.994137554660316 | 0.0117248906793673 | 0.00586244533968365 |
| 275 | 0.993135861834688 | 0.0137282763306245 | 0.00686413816531227 |
| 276 | 0.99202291020527 | 0.0159541795894593 | 0.00797708979472963 |
| 277 | 0.990924480749584 | 0.0181510385008329 | 0.00907551925041645 |
| 278 | 0.989450983145896 | 0.0210980337082087 | 0.0105490168541044 |
| 279 | 0.995180612355456 | 0.0096387752890886 | 0.0048193876445443 |
| 280 | 0.994217732271016 | 0.0115645354579680 | 0.00578226772898402 |
| 281 | 0.996778211634237 | 0.0064435767315262 | 0.0032217883657631 |
| 282 | 0.996184707774706 | 0.00763058445058831 | 0.00381529222529415 |
| 283 | 0.995482950171321 | 0.00903409965735709 | 0.00451704982867855 |
| 284 | 0.994677932043322 | 0.0106441359133569 | 0.00532206795667845 |
| 285 | 0.993668520942855 | 0.0126629581142897 | 0.00633147905714487 |
| 286 | 0.992581994629444 | 0.0148360107411118 | 0.00741800537055592 |
| 287 | 0.995754951155834 | 0.0084900976883324 | 0.0042450488441662 |
| 288 | 0.9949796574064 | 0.0100406851871985 | 0.00502034259359924 |
| 289 | 0.997334856723172 | 0.0053302865536554 | 0.0026651432768277 |
| 290 | 0.996766538257404 | 0.00646692348519161 | 0.00323346174259581 |
| 291 | 0.998383681582656 | 0.0032326368346874 | 0.0016163184173437 |
| 292 | 0.998050557383763 | 0.00389888523247352 | 0.00194944261623676 |
| 293 | 0.997617905761818 | 0.00476418847636498 | 0.00238209423818249 |
| 294 | 0.997132152901817 | 0.00573569419636662 | 0.00286784709818331 |
| 295 | 0.996609821400205 | 0.00678035719958943 | 0.00339017859979472 |
| 296 | 0.998254477360642 | 0.00349104527871593 | 0.00174552263935797 |
| 297 | 0.997880767189222 | 0.00423846562155613 | 0.00211923281077807 |
| 298 | 0.999026255911001 | 0.00194748817799695 | 0.000973744088998475 |
| 299 | 0.99880128571477 | 0.00239742857046148 | 0.00119871428523074 |
| 300 | 0.998572002979354 | 0.0028559940412929 | 0.00142799702064645 |
| 301 | 0.999359814565203 | 0.00128037086959502 | 0.00064018543479751 |
| 302 | 0.99920599609393 | 0.00158800781213832 | 0.00079400390606916 |
| 303 | 0.99901789781883 | 0.00196420436234033 | 0.000982102181170164 |
| 304 | 0.999603952864677 | 0.000792094270646527 | 0.000396047135323264 |
| 305 | 0.999495086168021 | 0.00100982766395763 | 0.000504913831978815 |
| 306 | 0.999384889855913 | 0.00123022028817311 | 0.000615110144086556 |
| 307 | 0.99977251001942 | 0.000454979961161073 | 0.000227489980580537 |
| 308 | 0.999908058445894 | 0.000183883108211062 | 9.19415541055308e-05 |
| 309 | 0.999887828374245 | 0.000224343251509097 | 0.000112171625754548 |
| 310 | 0.999967920712925 | 6.41585741501903e-05 | 3.20792870750952e-05 |
| 311 | 0.999992440545763 | 1.51189084738074e-05 | 7.55945423690368e-06 |
| 312 | 0.999989463978565 | 2.10720428704611e-05 | 1.05360214352305e-05 |
| 313 | 0.9999979740505 | 4.0518989994074e-06 | 2.0259494997037e-06 |
| 314 | 0.99999960932443 | 7.81351138834986e-07 | 3.90675569417493e-07 |
| 315 | 0.999999447244047 | 1.10551190563063e-06 | 5.52755952815314e-07 |
| 316 | 0.999999191179162 | 1.61764167545624e-06 | 8.0882083772812e-07 |
| 317 | 0.999998834314746 | 2.33137050836487e-06 | 1.16568525418243e-06 |
| 318 | 0.999998438062295 | 3.12387540908825e-06 | 1.56193770454412e-06 |
| 319 | 0.999997791893963 | 4.41621207358561e-06 | 2.20810603679281e-06 |
| 320 | 0.999996851276834 | 6.29744633220404e-06 | 3.14872316610202e-06 |
| 321 | 0.999995529584041 | 8.94083191725198e-06 | 4.47041595862599e-06 |
| 322 | 0.999993681125221 | 1.26377495577614e-05 | 6.31887477888072e-06 |
| 323 | 0.99999110820418 | 1.77835916419528e-05 | 8.89179582097642e-06 |
| 324 | 0.999998649789033 | 2.70042193490472e-06 | 1.35021096745236e-06 |
| 325 | 0.999998034379681 | 3.93124063739906e-06 | 1.96562031869953e-06 |
| 326 | 0.999997156024934 | 5.68795013227043e-06 | 2.84397506613522e-06 |
| 327 | 0.999999676466382 | 6.47067236758102e-07 | 3.23533618379051e-07 |
| 328 | 0.999999977018416 | 4.59631673402198e-08 | 2.29815836701099e-08 |
| 329 | 0.999999963587106 | 7.28257873943055e-08 | 3.64128936971527e-08 |
| 330 | 0.999999942590553 | 1.14818893647510e-07 | 5.74094468237551e-08 |
| 331 | 0.999999909938807 | 1.80122385016513e-07 | 9.00611925082567e-08 |
| 332 | 0.999999859430437 | 2.81139125414555e-07 | 1.40569562707278e-07 |
| 333 | 0.999999781718395 | 4.3656320975369e-07 | 2.18281604876845e-07 |
| 334 | 0.999999666517262 | 6.66965475860828e-07 | 3.33482737930414e-07 |
| 335 | 0.999999488500486 | 1.02299902808434e-06 | 5.11499514042169e-07 |
| 336 | 0.999999224406866 | 1.55118626753208e-06 | 7.75593133766038e-07 |
| 337 | 0.999998845991197 | 2.30801760680604e-06 | 1.15400880340302e-06 |
| 338 | 0.99999825297494 | 3.49405011883926e-06 | 1.74702505941963e-06 |
| 339 | 0.999997374353387 | 5.25129322709201e-06 | 2.62564661354601e-06 |
| 340 | 0.999996200947583 | 7.59810483319915e-06 | 3.79905241659957e-06 |
| 341 | 0.999994478533669 | 1.10429326624314e-05 | 5.5214663312157e-06 |
| 342 | 0.99999181959911 | 1.63608017816030e-05 | 8.18040089080151e-06 |
| 343 | 0.999987949747792 | 2.41005044165739e-05 | 1.20502522082869e-05 |
| 344 | 0.99998235220561 | 3.52955887819806e-05 | 1.76477943909903e-05 |
| 345 | 0.999974692114293 | 5.06157714140915e-05 | 2.53078857070458e-05 |
| 346 | 0.999963348080309 | 7.3303839382178e-05 | 3.6651919691089e-05 |
| 347 | 0.999947768416821 | 0.00010446316635822 | 5.223158317911e-05 |
| 348 | 0.999925255603754 | 0.000149488792492547 | 7.47443962462735e-05 |
| 349 | 0.999893694458175 | 0.000212611083650751 | 0.000106305541825376 |
| 350 | 0.999851539765672 | 0.000296920468656323 | 0.000148460234328161 |
| 351 | 0.999792859064733 | 0.000414281870533832 | 0.000207140935266916 |
| 352 | 0.99971517136918 | 0.000569657261637918 | 0.000284828630818959 |
| 353 | 0.999615617237796 | 0.000768765524407711 | 0.000384382762203856 |
| 354 | 0.999468527972362 | 0.00106294405527619 | 0.000531472027638095 |
| 355 | 0.999271747626743 | 0.00145650474651343 | 0.000728252373256715 |
| 356 | 0.999008675323445 | 0.00198264935310926 | 0.00099132467655463 |
| 357 | 0.998637708737982 | 0.00272458252403692 | 0.00136229126201846 |
| 358 | 0.998169699444858 | 0.00366060111028418 | 0.00183030055514209 |
| 359 | 0.997557556464707 | 0.00488488707058682 | 0.00244244353529341 |
| 360 | 0.996762962177697 | 0.00647407564460671 | 0.00323703782230335 |
| 361 | 0.99577706156394 | 0.00844587687211921 | 0.00422293843605960 |
| 362 | 0.99447975565487 | 0.0110404886902598 | 0.0055202443451299 |
| 363 | 0.992834597628912 | 0.0143308047421751 | 0.00716540237108756 |
| 364 | 0.997111410436118 | 0.00577717912776414 | 0.00288858956388207 |
| 365 | 0.99622868873677 | 0.00754262252645977 | 0.00377131126322988 |
| 366 | 0.994995745277371 | 0.0100085094452576 | 0.00500425472262882 |
| 367 | 0.99340994256188 | 0.0131801148762386 | 0.00659005743811932 |
| 368 | 0.991387905996754 | 0.0172241880064919 | 0.00861209400324596 |
| 369 | 0.988832252055132 | 0.0223354958897360 | 0.0111677479448680 |
| 370 | 0.98572235377619 | 0.0285552924476195 | 0.0142776462238098 |
| 371 | 0.981765742875327 | 0.0364685142493463 | 0.0182342571246732 |
| 372 | 0.976895467017345 | 0.0462090659653100 | 0.0231045329826550 |
| 373 | 0.970487197887124 | 0.0590256042257525 | 0.0295128021128762 |
| 374 | 0.963014948349815 | 0.0739701033003696 | 0.0369850516501848 |
| 375 | 0.954215654728316 | 0.0915686905433677 | 0.0457843452716839 |
| 376 | 0.943783556375243 | 0.112432887249513 | 0.0562164436247567 |
| 377 | 0.933273266454619 | 0.133453467090762 | 0.0667267335453809 |
| 378 | 0.920021362413237 | 0.159957275173527 | 0.0799786375867635 |
| 379 | 0.90458222877649 | 0.190835542447019 | 0.0954177712235096 |
| 380 | 0.886467945040048 | 0.227064109919904 | 0.113532054959952 |
| 381 | 0.86603376690803 | 0.26793246618394 | 0.13396623309197 |
| 382 | 0.840845833225156 | 0.318308333549689 | 0.159154166774844 |
| 383 | 0.824815382594844 | 0.350369234810313 | 0.175184617405156 |
| 384 | 0.797303646748734 | 0.405392706502533 | 0.202696353251266 |
| 385 | 0.770613811704042 | 0.458772376591917 | 0.229386188295958 |
| 386 | 0.740809927713113 | 0.518380144573774 | 0.259190072286887 |
| 387 | 0.708593949892303 | 0.582812100215395 | 0.291406050107697 |
| 388 | 0.675204572847428 | 0.649590854305145 | 0.324795427152572 |
| 389 | 0.63967067105856 | 0.72065865788288 | 0.36032932894144 |
| 390 | 0.605732464864276 | 0.788535070271448 | 0.394267535135724 |
| 391 | 0.570772590051803 | 0.858454819896395 | 0.429227409948197 |
| 392 | 0.534503882462607 | 0.930992235074786 | 0.465496117537393 |
| 393 | 0.496320367696342 | 0.992640735392684 | 0.503679632303658 |
| 394 | 0.457490833437609 | 0.914981666875218 | 0.542509166562391 |
| 395 | 0.679936690665983 | 0.640126618668033 | 0.320063309334017 |
| 396 | 0.645056262868502 | 0.709887474262996 | 0.354943737131498 |
| 397 | 0.615747968098884 | 0.768504063802232 | 0.384252031901116 |
| 398 | 0.566579069894832 | 0.866841860210336 | 0.433420930105168 |
| 399 | 0.523060365083694 | 0.953879269832613 | 0.476939634916306 |
| 400 | 0.560880349046758 | 0.878239301906485 | 0.439119650953242 |
| 401 | 0.508301861129681 | 0.983396277740638 | 0.491698138870319 |
| 402 | 0.46906389533817 | 0.93812779067634 | 0.53093610466183 |
| 403 | 0.434042045069344 | 0.868084090138689 | 0.565957954930656 |
| 404 | 0.586088433962907 | 0.827823132074187 | 0.413911566037093 |
| 405 | 0.537323522781562 | 0.925352954436876 | 0.462676477218438 |
| 406 | 0.484772843448997 | 0.969545686897993 | 0.515227156551003 |
| 407 | 0.433190306622236 | 0.866380613244472 | 0.566809693377764 |
| 408 | 0.409676390585942 | 0.819352781171883 | 0.590323609414058 |
| 409 | 0.386003200318078 | 0.772006400636156 | 0.613996799681922 |
| 410 | 0.329375591148684 | 0.658751182297369 | 0.670624408851316 |
| 411 | 0.311945058566318 | 0.623890117132636 | 0.688054941433682 |
| 412 | 0.457787043422658 | 0.915574086845316 | 0.542212956577342 |
| 413 | 0.569282541035714 | 0.861434917928571 | 0.430717458964286 |
| 414 | 0.7821114532433 | 0.4357770935134 | 0.2178885467567 |
| 415 | 0.706023987070737 | 0.587952025858527 | 0.293976012929263 |
| 416 | 0.615686873257249 | 0.768626253485502 | 0.384313126742751 |
| 417 | 0.578660977066246 | 0.842678045867509 | 0.421339022933754 |
| 418 | 0.852895786083767 | 0.294208427832467 | 0.147104213916233 |
| 419 | 0.772716639362794 | 0.454566721274412 | 0.227283360637206 |
| 420 | 0.657774867799801 | 0.684450264400397 | 0.342225132200199 |
| 421 | 0.523320240096599 | 0.953359519806802 | 0.476679759903401 |
| 422 | 0.73305363476895 | 0.533892730462099 | 0.266946365231049 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 81 | 0.195652173913043 | NOK |
| 5% type I error level | 156 | 0.376811594202899 | NOK |
| 10% type I error level | 195 | 0.471014492753623 | NOK |
