Multiple Linear Regression - Estimated Regression Equation |
Trades[t] = -7.05456938936745 + 1.29944764189907Group[t] + 0.000447415121106048Dividends[t] + 0.00677977480379297`Costs `[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) | -7.05456938936745 | 8.995385 | -0.7842 | 0.433332 | 0.216666 |
Group | 1.29944764189907 | 8.100498 | 0.1604 | 0.872629 | 0.436315 |
Dividends | 0.000447415121106048 | 0.000117 | 3.8086 | 0.00016 | 8e-05 |
`Costs ` | 0.00677977480379297 | 0.000321 | 21.1017 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.760202925565886 |
R-squared | 0.577908488038932 |
Adjusted R-squared | 0.574942973903375 |
F-TEST (value) | 194.876322155929 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 427 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 73.7204617262728 |
Sum Squared Residuals | 2320619.66573658 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1081 | 1191.69016703778 | -110.690167037780 |
2 | 309 | 232.798161865002 | 76.2018381349976 |
3 | 458 | 656.35726404781 | -198.357264047810 |
4 | 588 | 555.814062879836 | 32.1859371201638 |
5 | 302 | 421.623139331299 | -119.623139331299 |
6 | 156 | 353.633718087007 | -197.633718087007 |
7 | 481 | 328.444469796460 | 152.555530203540 |
8 | 353 | 405.663238804283 | -52.6632388042834 |
9 | 452 | 276.91485669536 | 175.085143304640 |
10 | 109 | 125.980209445311 | -16.9802094453112 |
11 | 115 | 277.928007119711 | -162.928007119711 |
12 | 110 | 100.391069463436 | 9.60893053656395 |
13 | 239 | 115.610661710967 | 123.389338289033 |
14 | 247 | 302.852510838509 | -55.8525108385094 |
15 | 505 | 205.118902706901 | 299.881097293099 |
16 | 159 | 105.239623355214 | 53.7603766447861 |
17 | 109 | 170.169381987180 | -61.1693819871797 |
18 | 519 | 194.217037897690 | 324.782962102310 |
19 | 248 | 266.093945998717 | -18.0939459987174 |
20 | 373 | 168.730060526178 | 204.269939473822 |
21 | 119 | 119.140754476067 | -0.140754476066695 |
22 | 84 | 181.341423700612 | -97.3414237006124 |
23 | 102 | 157.361388114842 | -55.3613881148417 |
24 | 295 | 154.775166364043 | 140.224833635957 |
25 | 105 | 101.359855210139 | 3.6401447898615 |
26 | 64 | 128.790673607020 | -64.7906736070204 |
27 | 282 | 215.354912847130 | 66.6450871528705 |
28 | 182 | 87.6660082358207 | 94.3339917641793 |
29 | 37 | 65.4269907452701 | -28.4269907452701 |
30 | 361 | 112.989439875096 | 248.010560124904 |
31 | 28 | 56.0830889372344 | -28.0830889372344 |
32 | 85 | 121.851597404487 | -36.8515974044868 |
33 | 45 | 77.643061789736 | -32.643061789736 |
34 | 49 | 70.5767394943116 | -21.5767394943116 |
35 | 22 | 142.968250259114 | -120.968250259114 |
36 | 155 | 164.567993804361 | -9.56799380436074 |
37 | 91 | 102.590854191613 | -11.5908541916130 |
38 | 81 | 80.7456671822159 | 0.254332817784141 |
39 | 79 | 96.0834227589776 | -17.0834227589776 |
40 | 145 | 56.2378506120132 | 88.7621493879868 |
41 | 855 | 108.896241363368 | 746.103758636632 |
42 | 61 | 129.102674969501 | -68.1026749695006 |
43 | 226 | 65.5963715238752 | 160.403628476125 |
44 | 105 | 92.0959287702692 | 12.9040712297308 |
45 | 62 | 55.2650107631596 | 6.73498923684041 |
46 | 25 | 64.7987475113507 | -39.7987475113507 |
47 | 217 | 121.616064038941 | 95.3839359610587 |
48 | 322 | 106.312693689181 | 215.687306310819 |
49 | 84 | 80.7219584892713 | 3.27804151072873 |
50 | 33 | 42.6142937603611 | -9.61429376036108 |
51 | 108 | 64.0318567333545 | 43.9681432666454 |
52 | 150 | 82.6741579934024 | 67.3258420065976 |
53 | 115 | 128.140173866826 | -13.1401738668260 |
54 | 162 | 67.3523922276747 | 94.6476077723253 |
55 | 158 | 95.8938565747752 | 62.1061434252248 |
56 | 97 | 36.5564365924888 | 60.4435634075112 |
57 | 9 | 40.8833779229381 | -31.8833779229381 |
58 | 66 | 68.6068555052271 | -2.60685550522712 |
59 | 107 | 46.1703242172261 | 60.8296757827739 |
60 | 101 | 96.5924203194783 | 4.40757968052175 |
61 | 47 | 74.1901787876006 | -27.1901787876006 |
62 | 38 | 30.2956911066717 | 7.70430889332833 |
63 | 34 | 57.7681247050828 | -23.7681247050828 |
64 | 87 | 82.3849469011763 | 4.61505309882373 |
65 | 79 | 37.4864264130944 | 41.5135735869056 |
66 | 947 | 123.436054120242 | 823.563945879758 |
67 | 74 | 35.0587474872491 | 38.9412525127509 |
68 | 53 | 53.0945246315512 | -0.094524631551224 |
69 | 94 | 61.2631109501743 | 32.7368890498257 |
70 | 63 | 66.4699161388224 | -3.46991613882235 |
71 | 58 | 27.1171477899095 | 30.8828522100905 |
72 | 49 | 45.1177367441078 | 3.88226325589222 |
73 | 34 | 50.4692535742802 | -16.4692535742802 |
74 | 11 | 32.1747337288269 | -21.1747337288269 |
75 | 35 | 59.5246428603318 | -24.5246428603318 |
76 | 20 | 40.940884726841 | -20.9408847268410 |
77 | 47 | 51.1555013311699 | -4.15550133116995 |
78 | 43 | 31.552478390369 | 11.447521609631 |
79 | 117 | 32.7032337471192 | 84.2967662528808 |
80 | 171 | 51.4965811815065 | 119.503418818494 |
81 | 26 | 29.5857887551559 | -3.58578875515588 |
82 | 75 | 66.2798572902805 | 8.72014270971947 |
83 | 59 | 61.0622401339838 | -2.06224013398378 |
84 | 18 | 16.1929914747472 | 1.80700852525281 |
85 | 15 | 42.3909531754009 | -27.3909531754009 |
86 | 72 | 61.5768564004526 | 10.4231435995474 |
87 | 86 | 58.0219541073207 | 27.9780458926793 |
88 | 14 | 43.1197849948655 | -29.1197849948655 |
89 | 64 | 54.8755514000309 | 9.12444859996913 |
90 | 11 | 43.0276786150877 | -32.0276786150877 |
91 | 52 | 49.2627222298263 | 2.73727777017373 |
92 | 41 | 51.3304899339718 | -10.3304899339718 |
93 | 99 | 36.672733040075 | 62.327266959925 |
94 | 75 | 95.3186000652796 | -20.3186000652796 |
95 | 45 | 22.5425724647441 | 22.4574275352559 |
96 | 43 | 41.9125090793952 | 1.08749092060479 |
97 | 8 | 45.3452009666421 | -37.3452009666421 |
98 | 198 | 35.2328626848017 | 162.767137315198 |
99 | 22 | 68.5553770682988 | -46.5553770682988 |
100 | 11 | 36.3814893886832 | -25.3814893886832 |
101 | 33 | 36.8487288079803 | -3.84872880798028 |
102 | 23 | 40.0619916185456 | -17.0619916185456 |
103 | 80 | 64.3012975226627 | 15.6987024773373 |
104 | 18 | 47.7489724897624 | -29.7489724897624 |
105 | 40 | 35.1117600893286 | 4.88823991067143 |
106 | 23 | 30.020616095732 | -7.02061609573201 |
107 | 60 | 42.6552135371347 | 17.3447864628653 |
108 | 20 | 51.9069839313592 | -31.9069839313593 |
109 | 61 | 77.007840446823 | -16.0078404468229 |
110 | 36 | 39.9841259186303 | -3.98412591863025 |
111 | 30 | 29.6882357398066 | 0.311764260193431 |
112 | 47 | 39.0327331989227 | 7.96726680107731 |
113 | 71 | 66.2598186224572 | 4.74018137754282 |
114 | 14 | 43.613665721493 | -29.6136657214930 |
115 | 9 | 29.401777372231 | -20.401777372231 |
116 | 39 | 28.3535380267547 | 10.6464619732453 |
117 | 26 | 33.6967112245603 | -7.69671122456034 |
118 | 21 | 47.7618519751098 | -26.7618519751098 |
119 | 16 | 43.931342513592 | -27.931342513592 |
120 | 69 | 26.029647270606 | 42.970352729394 |
121 | 92 | 114.022582854045 | -22.0225828540454 |
122 | 14 | 28.8545466780566 | -14.8545466780566 |
123 | 107 | 45.3452740344964 | 61.6547259655036 |
124 | 29 | 53.6241011352495 | -24.6241011352495 |
125 | 37 | 40.3423015781641 | -3.34230157816414 |
126 | 23 | 50.5058399199395 | -27.5058399199395 |
127 | 0 | 20.1124767641918 | -20.1124767641918 |
128 | 7 | 20.7824368995891 | -13.7824368995891 |
129 | 28 | 21.7274906191121 | 6.27250938088792 |
130 | 0 | 20.1124767641918 | -20.1124767641918 |
131 | 8 | 20.3027217466212 | -12.3027217466212 |
132 | 63 | 28.4011548479192 | 34.5988451520808 |
133 | 0 | 20.1124767641918 | -20.1124767641918 |
134 | 3 | 20.4787254059796 | -17.4787254059796 |
135 | 5 | 24.4854315126382 | -19.4854315126382 |
136 | 9 | 22.1586913511526 | -13.1586913511526 |
137 | 13 | 20.9928192688768 | -7.99281926887683 |
138 | 2 | 20.1463756382107 | -18.1463756382107 |
139 | 5 | 26.1939347631941 | -21.1939347631941 |
140 | 0 | 20.1124767641918 | -20.1124767641918 |
141 | 14 | 21.9757810033538 | -7.97578100335378 |
142 | 0 | 20.1124767641918 | -20.1124767641918 |
143 | 15 | 25.1295730868013 | -10.1295730868013 |
144 | 3 | 20.4343988882008 | -17.4343988882008 |
145 | 15 | 24.4060852819610 | -9.40608528196102 |
146 | 11 | 20.334994896735 | -9.334994896735 |
147 | 0 | 20.1124767641918 | -20.1124767641918 |
148 | 6 | 20.2249474763531 | -14.2249474763531 |
149 | 2 | 21.9497957360197 | -19.9497957360197 |
150 | 1 | 20.3398284872923 | -19.3398284872923 |
151 | 10 | 22.7118103614746 | -12.7118103614746 |
152 | 73 | 31.9593880035383 | 41.0406119964617 |
153 | 0 | 20.1124767641918 | -20.1124767641918 |
154 | 11 | 22.2802789456118 | -11.2802789456118 |
155 | 3 | 20.3456087566688 | -17.3456087566688 |
156 | 0 | 20.1124767641918 | -20.1124767641918 |
157 | 0 | 20.1124767641918 | -20.1124767641918 |
158 | 2 | 21.1214043382151 | -19.1214043382151 |
159 | 7 | 22.9142124498662 | -15.9142124498662 |
160 | 0 | 20.1124767641918 | -20.1124767641918 |
161 | 0 | 20.1124767641918 | -20.1124767641918 |
162 | 0 | 20.1124767641918 | -20.1124767641918 |
163 | 0 | 20.1124767641918 | -20.1124767641918 |
164 | 27 | 23.4363236577455 | 3.56367634225454 |
165 | 51 | 24.3273763478443 | 26.6726236521557 |
166 | 3 | 20.4311261799700 | -17.4311261799700 |
167 | 0 | 20.1124767641918 | -20.1124767641918 |
168 | 19 | 18.5196696053181 | 0.480330394681934 |
169 | 393 | 51.6723284758481 | 341.327671524152 |
170 | 0 | 20.1124767641918 | -20.1124767641918 |
171 | 0 | 20.1124767641918 | -20.1124767641918 |
172 | 4 | 20.7341670193418 | -16.7341670193418 |
173 | 0 | 20.1124767641918 | -20.1124767641918 |
174 | 9 | 22.0337226668689 | -13.0337226668689 |
175 | 0 | 20.1124767641918 | -20.1124767641918 |
176 | 10 | 21.0700812824452 | -11.0700812824452 |
177 | 152 | 22.8243866857090 | 129.175613314291 |
178 | 1 | 21.9044737951878 | -20.9044737951878 |
179 | 0 | 20.1124767641918 | -20.1124767641918 |
180 | 0 | 20.1124767641918 | -20.1124767641918 |
181 | 34 | 31.5890858261988 | 2.41091417380119 |
182 | 10 | 29.8982053645041 | -19.8982053645041 |
183 | 57 | 34.5926408395157 | 22.4073591604843 |
184 | 52 | 28.9647001276203 | 23.0352998723797 |
185 | 5 | 22.3888659738077 | -17.3888659738077 |
186 | 14 | 25.5808254385237 | -11.5808254385237 |
187 | 29 | 38.8635214527681 | -9.8635214527681 |
188 | 5 | 21.713698584938 | -16.7136985849380 |
189 | 5 | 23.8929668534069 | -18.8929668534069 |
190 | 0 | 20.1124767641918 | -20.1124767641918 |
191 | 4 | 21.4310683874855 | -17.4310683874855 |
192 | 0 | 20.1124767641918 | -20.1124767641918 |
193 | 6 | 21.4755727717331 | -15.4755727717331 |
194 | 0 | 20.1124767641918 | -20.1124767641918 |
195 | 2 | 20.378371029286 | -18.378371029286 |
196 | 0 | 21.4119244060909 | -21.4119244060909 |
197 | 91 | 78.7991687385003 | 12.2008312614997 |
198 | 0 | 21.4119244060909 | -21.4119244060909 |
199 | 0 | 21.4119244060909 | -21.4119244060909 |
200 | 20 | 33.2582753288555 | -13.2582753288555 |
201 | 0 | 21.4119244060909 | -21.4119244060909 |
202 | 0 | 21.4119244060909 | -21.4119244060909 |
203 | 0 | 21.4119244060909 | -21.4119244060909 |
204 | 27 | 18.3516503503733 | 8.64834964962675 |
205 | 17 | 36.7072539886705 | -19.7072539886705 |
206 | 2 | 21.8985027074840 | -19.8985027074840 |
207 | 4 | 24.0618085403847 | -20.0618085403847 |
208 | 0 | 21.4119244060909 | -21.4119244060909 |
209 | 32 | 23.6561789359481 | 8.3438210640519 |
210 | 31 | 23.208564729096 | 7.791435270904 |
211 | 0 | 20.1124767641918 | -20.1124767641918 |
212 | 0 | 20.1124767641918 | -20.1124767641918 |
213 | 32 | 20.5446380637979 | 11.4553619362021 |
214 | 20 | 23.8884908284200 | -3.88849082841995 |
215 | 7 | 24.5829652395187 | -17.5829652395187 |
216 | 0 | 20.1124767641918 | -20.1124767641918 |
217 | 8 | 20.2638364646914 | -12.2638364646914 |
218 | 28 | 22.7709386423358 | 5.22906135766425 |
219 | 0 | 20.1124767641918 | -20.1124767641918 |
220 | 29 | 30.7524055786978 | -1.75240557869778 |
221 | 4 | 21.9710947322519 | -17.9710947322519 |
222 | 0 | 20.1124767641918 | -20.1124767641918 |
223 | 2 | 20.1229729559388 | -18.1229729559388 |
224 | 21 | 23.2854113723669 | -2.28541137236689 |
225 | 2 | 20.2861025455617 | -18.2861025455617 |
226 | 26 | 22.3032861024828 | 3.69671389751724 |
227 | 14 | 20.5260430272231 | -6.52604302722315 |
228 | 0 | 20.1124767641918 | -20.1124767641918 |
229 | 4 | 23.4526168182792 | -19.4526168182792 |
230 | 0 | 20.1124767641918 | -20.1124767641918 |
231 | 9 | 23.6911566889280 | -14.6911566889280 |
232 | 10 | 25.115950569391 | -15.115950569391 |
233 | 0 | 20.1124767641918 | -20.1124767641918 |
234 | 17 | 23.0396368989760 | -6.03963689897604 |
235 | 0 | 20.1124767641918 | -20.1124767641918 |
236 | 1 | 20.1363268615848 | -19.1363268615848 |
237 | 0 | 20.1124767641918 | -20.1124767641918 |
238 | 6 | 20.3058138188625 | -14.3058138188625 |
239 | 0 | 20.1124767641918 | -20.1124767641918 |
240 | 0 | 20.1124767641918 | -20.1124767641918 |
241 | 0 | 20.1124767641918 | -20.1124767641918 |
242 | 3 | 21.0361212732562 | -18.0361212732562 |
243 | 0 | 20.1124767641918 | -20.1124767641918 |
244 | 8 | 19.8716229202452 | -11.8716229202452 |
245 | 4 | 41.2739964550653 | -37.2739964550653 |
246 | 0 | 21.4119244060909 | -21.4119244060909 |
247 | 0 | 21.4119244060909 | -21.4119244060909 |
248 | 11 | 21.4874149152520 | -10.4874149152520 |
249 | 0 | 21.4119244060909 | -21.4119244060909 |
250 | 0 | 21.4119244060909 | -21.4119244060909 |
251 | 9 | 18.1042813021561 | -9.1042813021561 |
252 | 0 | 21.4119244060909 | -21.4119244060909 |
253 | 2 | 22.821837458324 | -20.8218374583240 |
254 | 73 | 29.826886285181 | 43.173113714819 |
255 | 94 | 45.7442941532081 | 48.2557058467919 |
256 | 0 | 20.1124767641918 | -20.1124767641918 |
257 | 8 | 19.9473453530505 | -11.9473453530505 |
258 | 35 | 16.7572069915772 | 18.2427930084228 |
259 | 0 | 21.4119244060909 | -21.4119244060909 |
260 | 0 | 20.1124767641918 | -20.1124767641918 |
261 | 0 | 21.4119244060909 | -21.4119244060909 |
262 | 0 | 21.4119244060909 | -21.4119244060909 |
263 | 12 | 27.0651400620488 | -15.0651400620488 |
264 | 15 | 21.3598858432145 | -6.35988584321455 |
265 | 0 | 21.4119244060909 | -21.4119244060909 |
266 | 0 | 20.1124767641918 | -20.1124767641918 |
267 | 0 | 21.4119244060909 | -21.4119244060909 |
268 | 11 | 28.9640495032358 | -17.9640495032358 |
269 | 0 | 21.4119244060909 | -21.4119244060909 |
270 | 6 | 25.1182210438169 | -19.1182210438169 |
271 | 0 | 21.4119244060909 | -21.4119244060909 |
272 | 0 | 21.4119244060909 | -21.4119244060909 |
273 | 0 | 21.4119244060909 | -21.4119244060909 |
274 | 12 | 20.9948469941122 | -8.99484699411217 |
275 | 0 | 20.1124767641918 | -20.1124767641918 |
276 | 30 | 22.7992962486171 | 7.20070375138292 |
277 | 33 | 23.9295205668838 | 9.07047943311618 |
278 | 0 | 20.1124767641918 | -20.1124767641918 |
279 | 117 | 33.3949758601454 | 83.6050241398546 |
280 | 28 | 24.6237476677818 | 3.37625233221820 |
281 | 0 | 21.4119244060909 | -21.4119244060909 |
282 | 0 | 20.1124767641918 | -20.1124767641918 |
283 | 72 | 20.0136646966387 | 51.9863353033613 |
284 | 0 | 20.1124767641918 | -20.1124767641918 |
285 | 13 | 26.8850077609360 | -13.8850077609360 |
286 | 0 | 20.1124767641918 | -20.1124767641918 |
287 | 6 | 25.4865690631704 | -19.4865690631704 |
288 | 4 | 20.9086950437711 | -16.9086950437711 |
289 | 0 | 21.4119244060909 | -21.4119244060909 |
290 | 62 | 18.9385261606208 | 43.0614738393792 |
291 | 0 | 21.4119244060909 | -21.4119244060909 |
292 | 24 | 22.1801070786836 | 1.81989292131645 |
293 | 21 | 32.3132202964789 | -11.3132202964789 |
294 | 0 | 20.1124767641918 | -20.1124767641918 |
295 | 14 | 19.9286428717701 | -5.92864287177006 |
296 | 21 | 23.3955508920411 | -2.39555089204107 |
297 | 0 | 20.1124767641918 | -20.1124767641918 |
298 | 0 | 21.4119244060909 | -21.4119244060909 |
299 | 0 | 20.1124767641918 | -20.1124767641918 |
300 | 0 | 20.1124767641918 | -20.1124767641918 |
301 | 4 | 21.6502160296509 | -17.6502160296509 |
302 | 2 | 21.2151002735571 | -19.2151002735571 |
303 | 0 | 20.1124767641918 | -20.1124767641918 |
304 | 0 | 21.4119244060909 | -21.4119244060909 |
305 | 53 | 23.0806619941434 | 29.9193380058566 |
306 | 9 | 20.1327475406160 | -11.1327475406160 |
307 | 0 | 21.4119244060909 | -21.4119244060909 |
308 | 13 | 24.3035775792491 | -11.3035775792491 |
309 | 22 | 20.0148652027311 | 1.98513479726893 |
310 | 0 | 21.4119244060909 | -21.4119244060909 |
311 | 0 | 21.4119244060909 | -21.4119244060909 |
312 | 83 | 34.4310676534955 | 48.5689323465045 |
313 | 0 | 21.4119244060909 | -21.4119244060909 |
314 | 8 | 23.2595283866629 | -15.2595283866629 |
315 | 4 | 20.1511601085685 | -16.1511601085685 |
316 | 14 | 23.3720645013251 | -9.37206450132511 |
317 | 1 | 20.0019216892635 | -19.0019216892635 |
318 | 17 | 22.807428451122 | -5.807428451122 |
319 | 6 | 20.1188091238745 | -14.1188091238745 |
320 | 0 | 20.1124767641918 | -20.1124767641918 |
321 | 0 | 20.1124767641918 | -20.1124767641918 |
322 | 0 | 20.1124767641918 | -20.1124767641918 |
323 | 0 | 20.1124767641918 | -20.1124767641918 |
324 | 0 | 21.4119244060909 | -21.4119244060909 |
325 | 0 | 20.1124767641918 | -20.1124767641918 |
326 | 2 | 20.2625266401174 | -18.2625266401174 |
327 | 0 | 21.4119244060909 | -21.4119244060909 |
328 | 0 | 21.4119244060909 | -21.4119244060909 |
329 | 0 | 20.1124767641918 | -20.1124767641918 |
330 | 0 | 20.1124767641918 | -20.1124767641918 |
331 | 0 | 20.1124767641918 | -20.1124767641918 |
332 | 0 | 20.1124767641918 | -20.1124767641918 |
333 | 0 | 20.1124767641918 | -20.1124767641918 |
334 | 5 | 20.6107665890587 | -15.6107665890587 |
335 | 2 | 20.1223884448433 | -18.1223884448433 |
336 | 5 | 22.2413260525828 | -17.2413260525828 |
337 | 78 | 25.9263267984198 | 52.0736732015802 |
338 | 0 | 20.1124767641918 | -20.1124767641918 |
339 | 1 | 20.3674959704051 | -19.3674959704051 |
340 | 13 | 20.5187973052553 | -7.51879730525534 |
341 | 15 | 23.1797649119123 | -8.17976491191234 |
342 | 0 | 20.1124767641918 | -20.1124767641918 |
343 | 0 | 20.1124767641918 | -20.1124767641918 |
344 | 0 | 20.1124767641918 | -20.1124767641918 |
345 | 48 | 24.3227169173472 | 23.6772830826528 |
346 | 0 | 20.1124767641918 | -20.1124767641918 |
347 | 6 | 20.2025109418313 | -14.2025109418313 |
348 | 0 | 20.1124767641918 | -20.1124767641918 |
349 | 0 | 20.1124767641918 | -20.1124767641918 |
350 | 17 | 30.9262175762416 | -13.9262175762416 |
351 | 14 | 21.2783516159882 | -7.27835161598815 |
352 | 10 | 20.7000189613462 | -10.7000189613462 |
353 | 12 | 23.5888625627739 | -11.5888625627739 |
354 | 2 | 21.6295197005915 | -19.6295197005915 |
355 | 0 | 20.1124767641918 | -20.1124767641918 |
356 | 0 | 20.1124767641918 | -20.1124767641918 |
357 | 52 | 31.6775981005166 | 20.3224018994834 |
358 | 0 | 20.1124767641918 | -20.1124767641918 |
359 | 0 | 20.1124767641918 | -20.1124767641918 |
360 | 0 | 20.1124767641918 | -20.1124767641918 |
361 | 4 | 20.1201513692378 | -16.1201513692378 |
362 | 0 | 20.1124767641918 | -20.1124767641918 |
363 | 0 | 20.1124767641918 | -20.1124767641918 |
364 | 24 | 33.7583926917512 | -9.75839269175117 |
365 | 11 | 20.8473908224744 | -9.84739082247445 |
366 | 0 | 20.1124767641918 | -20.1124767641918 |
367 | 0 | 20.1124767641918 | -20.1124767641918 |
368 | 0 | 20.1124767641918 | -20.1124767641918 |
369 | 0 | 20.1124767641918 | -20.1124767641918 |
370 | 21 | 21.5904676714187 | -0.590467671418654 |
371 | 0 | 20.1124767641918 | -20.1124767641918 |
372 | 40 | 22.7296930775725 | 17.2703069224275 |
373 | 9 | 28.7761240331455 | -19.7761240331455 |
374 | 1 | 23.1265595765865 | -22.1265595765865 |
375 | 0 | 20.1124767641918 | -20.1124767641918 |
376 | 0 | 20.1124767641918 | -20.1124767641918 |
377 | 24 | 18.9006700353871 | 5.09932996461293 |
378 | 11 | 24.1007341757 | -13.1007341757 |
379 | 14 | 35.1093386301818 | -21.1093386301818 |
380 | 0 | 20.1124767641918 | -20.1124767641918 |
381 | 0 | 20.1124767641918 | -20.1124767641918 |
382 | 60 | 29.3937458448232 | 30.6062541551768 |
383 | 80 | 15.3741190017139 | 64.6258809982861 |
384 | 0 | 20.1124767641918 | -20.1124767641918 |
385 | 16 | 21.5271811386776 | -5.52718113867761 |
386 | 40 | 40.1568249687477 | -0.156824968747739 |
387 | 6 | 20.5268146502373 | -14.5268146502373 |
388 | 8 | 25.43063715377 | -17.43063715377 |
389 | 3 | 20.4565528810687 | -17.4565528810687 |
390 | 16 | 23.0330395927944 | -7.03303959279442 |
391 | 10 | 23.6944034522986 | -13.6944034522986 |
392 | 8 | 22.5392313319557 | -14.5392313319557 |
393 | 7 | 24.4324021700054 | -17.4324021700054 |
394 | 8 | 28.1016674669425 | -20.1016674669425 |
395 | 12 | 54.8784593824102 | -42.8784593824102 |
396 | 13 | 22.9097623697393 | -9.90976236973934 |
397 | 42 | 49.9100232816141 | -7.9100232816141 |
398 | 118 | 58.2359459893842 | 59.7640540106158 |
399 | 9 | 25.1083352668823 | -16.1083352668823 |
400 | 138 | 18.0548444437436 | 119.945155556256 |
401 | 5 | 31.6435074301393 | -26.6435074301393 |
402 | 9 | 26.9440090870174 | -17.9440090870174 |
403 | 8 | 23.5703740340170 | -15.5703740340170 |
404 | 25 | 35.6195006669452 | -10.6195006669452 |
405 | 7 | 25.7144271279637 | -18.7144271279637 |
406 | 13 | 32.5886890001868 | -19.5886890001868 |
407 | 16 | 27.5821360746048 | -11.5821360746048 |
408 | 11 | 26.0168009783632 | -15.0168009783632 |
409 | 11 | 22.0082218375986 | -11.0082218375986 |
410 | 3 | 29.1776572931875 | -26.1776572931875 |
411 | 61 | 33.0372397858066 | 27.9627602141934 |
412 | 29 | 72.8452710074347 | -43.8452710074347 |
413 | 17 | 27.7823708659453 | -10.7823708659453 |
414 | 33 | 50.3449724138943 | -17.3449724138943 |
415 | 15 | 41.4963071521574 | -26.4963071521574 |
416 | 3 | 32.3684505463762 | -29.3684505463762 |
417 | 66 | 30.7917603907707 | 35.2082396092293 |
418 | 17 | 29.8071734729268 | -12.8071734729268 |
419 | 26 | 32.5195554827148 | -6.51955548271478 |
420 | 3 | 26.9204665392504 | -23.9204665392504 |
421 | 2 | 31.0294954864438 | -29.0294954864438 |
422 | 67 | 44.7465833999706 | 22.2534166000294 |
423 | 70 | 65.8944692541695 | 4.10553074583049 |
424 | 26 | 62.1694271915361 | -36.1694271915361 |
425 | 24 | 32.9805226583249 | -8.98052265832493 |
426 | 97 | 58.8765626138171 | 38.1234373861829 |
427 | 30 | 42.9886698379278 | -12.9886698379278 |
428 | 223 | 304.83668363827 | -81.8366836382703 |
429 | 48 | 91.245883374467 | -43.245883374467 |
430 | 90 | 130.889906499675 | -40.8899064996746 |
431 | 180 | 127.683574803840 | 52.3164251961597 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.98221662410654 | 0.0355667517869208 | 0.0177833758934604 |
8 | 0.965332274408499 | 0.069335451183002 | 0.034667725591501 |
9 | 0.9979209240692 | 0.00415815186160183 | 0.00207907593080092 |
10 | 0.996234648028764 | 0.00753070394247277 | 0.00376535197123639 |
11 | 0.998483843441573 | 0.00303231311685358 | 0.00151615655842679 |
12 | 0.997733174897388 | 0.00453365020522428 | 0.00226682510261214 |
13 | 0.996411885146182 | 0.00717622970763693 | 0.00358811485381847 |
14 | 0.997597001662747 | 0.00480599667450611 | 0.00240299833725305 |
15 | 0.999991313326335 | 1.73733473298378e-05 | 8.68667366491892e-06 |
16 | 0.999986805666115 | 2.63886677701918e-05 | 1.31943338850959e-05 |
17 | 0.99997751222209 | 4.49755558191783e-05 | 2.24877779095892e-05 |
18 | 0.999999927276813 | 1.45446374535993e-07 | 7.27231872679966e-08 |
19 | 0.999999948680558 | 1.02638884112585e-07 | 5.13194420562926e-08 |
20 | 0.999999992173354 | 1.5653292549624e-08 | 7.826646274812e-09 |
21 | 0.999999990820075 | 1.83598505965331e-08 | 9.17992529826656e-09 |
22 | 0.999999998365603 | 3.26879412761042e-09 | 1.63439706380521e-09 |
23 | 0.999999998028325 | 3.94334956457418e-09 | 1.97167478228709e-09 |
24 | 0.99999999813435 | 3.73129828208014e-09 | 1.86564914104007e-09 |
25 | 0.999999996507141 | 6.98571717034925e-09 | 3.49285858517463e-09 |
26 | 0.999999998478885 | 3.04222917132427e-09 | 1.52111458566213e-09 |
27 | 0.999999997042407 | 5.91518616002828e-09 | 2.95759308001414e-09 |
28 | 0.999999994135392 | 1.17292152385735e-08 | 5.86460761928677e-09 |
29 | 0.99999999526236 | 9.4752807080625e-09 | 4.73764035403125e-09 |
30 | 0.999999999548133 | 9.03734153932248e-10 | 4.51867076966124e-10 |
31 | 0.999999999541537 | 9.16926050866107e-10 | 4.58463025433053e-10 |
32 | 0.999999999469947 | 1.06010647695232e-09 | 5.30053238476161e-10 |
33 | 0.999999999398165 | 1.20366949198706e-09 | 6.01834745993529e-10 |
34 | 0.999999999072528 | 1.85494304720706e-09 | 9.27471523603532e-10 |
35 | 0.99999999921271 | 1.57458184788738e-09 | 7.87290923943688e-10 |
36 | 0.999999998905918 | 2.18816500113991e-09 | 1.09408250056996e-09 |
37 | 0.999999998455676 | 3.08864870446987e-09 | 1.54432435223493e-09 |
38 | 0.999999997197938 | 5.60412343678546e-09 | 2.80206171839273e-09 |
39 | 0.999999995127376 | 9.74524841525991e-09 | 4.87262420762996e-09 |
40 | 0.999999992375993 | 1.52480139283309e-08 | 7.62400696416546e-09 |
41 | 1 | 4.82451503969022e-34 | 2.41225751984511e-34 |
42 | 1 | 9.79296908193342e-35 | 4.89648454096671e-35 |
43 | 1 | 3.53043697532791e-35 | 1.76521848766395e-35 |
44 | 1 | 8.40372609003348e-35 | 4.20186304501674e-35 |
45 | 1 | 1.40171494925203e-34 | 7.00857474626014e-35 |
46 | 1 | 2.18652794755893e-34 | 1.09326397377947e-34 |
47 | 1 | 1.57517065084120e-34 | 7.87585325420599e-35 |
48 | 1 | 1.27782610951584e-36 | 6.38913054757919e-37 |
49 | 1 | 2.89576086736997e-36 | 1.44788043368499e-36 |
50 | 1 | 4.34747960542653e-36 | 2.17373980271326e-36 |
51 | 1 | 1.12155849212076e-35 | 5.6077924606038e-36 |
52 | 1 | 2.21296388944262e-35 | 1.10648194472131e-35 |
53 | 1 | 5.65832142374395e-35 | 2.82916071187197e-35 |
54 | 1 | 5.04483349260172e-35 | 2.52241674630086e-35 |
55 | 1 | 9.56706952844355e-35 | 4.78353476422178e-35 |
56 | 1 | 1.92010136297408e-34 | 9.60050681487038e-35 |
57 | 1 | 1.59944498013178e-34 | 7.9972249006589e-35 |
58 | 1 | 3.10293170131312e-34 | 1.55146585065656e-34 |
59 | 1 | 5.82509596471795e-34 | 2.91254798235898e-34 |
60 | 1 | 1.31564636472785e-33 | 6.57823182363926e-34 |
61 | 1 | 2.07404413016271e-33 | 1.03702206508135e-33 |
62 | 1 | 3.93686426352278e-33 | 1.96843213176139e-33 |
63 | 1 | 6.93448706454585e-33 | 3.46724353227293e-33 |
64 | 1 | 1.60335298674733e-32 | 8.01676493373665e-33 |
65 | 1 | 3.50450468870849e-32 | 1.75225234435425e-32 |
66 | 1 | 5.1150632490736e-106 | 2.5575316245368e-106 |
67 | 1 | 8.05371480067619e-106 | 4.02685740033809e-106 |
68 | 1 | 3.50855457778246e-105 | 1.75427728889123e-105 |
69 | 1 | 5.49062128785195e-105 | 2.74531064392598e-105 |
70 | 1 | 2.43174158284331e-104 | 1.21587079142166e-104 |
71 | 1 | 7.89465977414615e-104 | 3.94732988707308e-104 |
72 | 1 | 2.02228092725786e-103 | 1.01114046362893e-103 |
73 | 1 | 5.53172787893048e-103 | 2.76586393946524e-103 |
74 | 1 | 1.19460595057522e-102 | 5.97302975287609e-103 |
75 | 1 | 3.27371978443211e-102 | 1.63685989221605e-102 |
76 | 1 | 1.11228041429111e-101 | 5.56140207145557e-102 |
77 | 1 | 3.73758689252589e-101 | 1.86879344626295e-101 |
78 | 1 | 1.13105875564435e-100 | 5.65529377822175e-101 |
79 | 1 | 1.41241036823127e-101 | 7.06205184115634e-102 |
80 | 1 | 6.39083098898866e-105 | 3.19541549449433e-105 |
81 | 1 | 1.95193345293844e-104 | 9.75966726469221e-105 |
82 | 1 | 7.5276252575731e-104 | 3.76381262878655e-104 |
83 | 1 | 2.09093128563837e-103 | 1.04546564281919e-103 |
84 | 1 | 6.44497431071345e-103 | 3.22248715535672e-103 |
85 | 1 | 1.80157666478222e-102 | 9.00788332391112e-103 |
86 | 1 | 7.429728296415e-102 | 3.7148641482075e-102 |
87 | 1 | 1.5010265712253e-101 | 7.5051328561265e-102 |
88 | 1 | 4.21226522306477e-101 | 2.10613261153239e-101 |
89 | 1 | 1.15733851630471e-100 | 5.78669258152354e-101 |
90 | 1 | 3.16435000371917e-100 | 1.58217500185958e-100 |
91 | 1 | 1.03200679065690e-99 | 5.16003395328449e-100 |
92 | 1 | 4.15233331725401e-99 | 2.07616665862701e-99 |
93 | 1 | 2.14435155273374e-99 | 1.07217577636687e-99 |
94 | 1 | 8.94788768526004e-99 | 4.47394384263002e-99 |
95 | 1 | 2.91125538253071e-98 | 1.45562769126536e-98 |
96 | 1 | 1.18751636732664e-97 | 5.9375818366332e-98 |
97 | 1 | 3.19268461493942e-97 | 1.59634230746971e-97 |
98 | 1 | 2.02253161162691e-103 | 1.01126580581346e-103 |
99 | 1 | 5.23709197136836e-103 | 2.61854598568418e-103 |
100 | 1 | 1.73608905058020e-102 | 8.68044525290099e-103 |
101 | 1 | 6.93711801972707e-102 | 3.46855900986354e-102 |
102 | 1 | 2.44530146475955e-101 | 1.22265073237978e-101 |
103 | 1 | 5.29722570712515e-101 | 2.64861285356258e-101 |
104 | 1 | 1.79073500299472e-100 | 8.9536750149736e-101 |
105 | 1 | 6.41975165052173e-100 | 3.20987582526086e-100 |
106 | 1 | 2.3509261602838e-99 | 1.1754630801419e-99 |
107 | 1 | 7.63373678650862e-99 | 3.81686839325431e-99 |
108 | 1 | 2.66792891776750e-98 | 1.33396445888375e-98 |
109 | 1 | 1.01041973753150e-97 | 5.05209868765748e-98 |
110 | 1 | 3.99614630748168e-97 | 1.99807315374084e-97 |
111 | 1 | 1.45714913980572e-96 | 7.2857456990286e-97 |
112 | 1 | 5.75669439404894e-96 | 2.87834719702447e-96 |
113 | 1 | 1.99843336512985e-95 | 9.99216682564927e-96 |
114 | 1 | 6.25092900629076e-95 | 3.12546450314538e-95 |
115 | 1 | 2.13653435582081e-94 | 1.06826717791040e-94 |
116 | 1 | 7.45417423596811e-94 | 3.72708711798406e-94 |
117 | 1 | 2.67861414055978e-93 | 1.33930707027989e-93 |
118 | 1 | 8.51553861069265e-93 | 4.25776930534632e-93 |
119 | 1 | 2.83763589336428e-92 | 1.41881794668214e-92 |
120 | 1 | 3.36736753714936e-92 | 1.68368376857468e-92 |
121 | 1 | 1.24580642694540e-91 | 6.22903213472699e-92 |
122 | 1 | 4.29491133868372e-91 | 2.14745566934186e-91 |
123 | 1 | 6.23679001538663e-92 | 3.11839500769332e-92 |
124 | 1 | 2.39311733096187e-91 | 1.19655866548094e-91 |
125 | 1 | 9.5337474670818e-91 | 4.7668737335409e-91 |
126 | 1 | 3.20154023187098e-90 | 1.60077011593549e-90 |
127 | 1 | 9.92728829323566e-90 | 4.96364414661783e-90 |
128 | 1 | 3.41038984227154e-89 | 1.70519492113577e-89 |
129 | 1 | 1.20541307126623e-88 | 6.02706535633115e-89 |
130 | 1 | 3.79126599341791e-88 | 1.89563299670896e-88 |
131 | 1 | 1.33382915162349e-87 | 6.66914575811745e-88 |
132 | 1 | 2.48437914528346e-87 | 1.24218957264173e-87 |
133 | 1 | 7.88674133661368e-87 | 3.94337066830684e-87 |
134 | 1 | 2.62423258840427e-86 | 1.31211629420214e-86 |
135 | 1 | 8.4534958822578e-86 | 4.2267479411289e-86 |
136 | 1 | 2.97423861509361e-85 | 1.48711930754680e-85 |
137 | 1 | 1.08568620992598e-84 | 5.42843104962988e-85 |
138 | 1 | 3.60192182588345e-84 | 1.80096091294172e-84 |
139 | 1 | 1.13227556500112e-83 | 5.66137782500561e-84 |
140 | 1 | 3.65453483256061e-83 | 1.82726741628030e-83 |
141 | 1 | 1.33443754299804e-82 | 6.67218771499021e-83 |
142 | 1 | 4.3133408264167e-82 | 2.15667041320835e-82 |
143 | 1 | 1.54722263471075e-81 | 7.73611317355374e-82 |
144 | 1 | 5.2094532135976e-81 | 2.6047266067988e-81 |
145 | 1 | 1.88924359743028e-80 | 9.44621798715138e-81 |
146 | 1 | 6.78844811324433e-80 | 3.39422405662217e-80 |
147 | 1 | 2.19287416247151e-79 | 1.09643708123575e-79 |
148 | 1 | 7.63180490621142e-79 | 3.81590245310571e-79 |
149 | 1 | 2.46531085586758e-78 | 1.23265542793379e-78 |
150 | 1 | 8.05598089292302e-78 | 4.02799044646151e-78 |
151 | 1 | 2.81333549015409e-77 | 1.40666774507705e-77 |
152 | 1 | 3.59293073994524e-77 | 1.79646536997262e-77 |
153 | 1 | 1.15725763898974e-76 | 5.78628819494871e-77 |
154 | 1 | 4.07319238105152e-76 | 2.03659619052576e-76 |
155 | 1 | 1.35961463438611e-75 | 6.79807317193054e-76 |
156 | 1 | 4.36130242639439e-75 | 2.18065121319720e-75 |
157 | 1 | 1.39707340061783e-74 | 6.98536700308915e-75 |
158 | 1 | 4.54547605821926e-74 | 2.27273802910963e-74 |
159 | 1 | 1.52879669930116e-73 | 7.64398349650581e-74 |
160 | 1 | 4.87183868932461e-73 | 2.43591934466230e-73 |
161 | 1 | 1.54967013305954e-72 | 7.74835066529768e-73 |
162 | 1 | 4.91975550760325e-72 | 2.45987775380162e-72 |
163 | 1 | 1.55869996164897e-71 | 7.79349980824485e-72 |
164 | 1 | 5.26641890509766e-71 | 2.63320945254883e-71 |
165 | 1 | 1.07245361606429e-70 | 5.36226808032147e-71 |
166 | 1 | 3.49689581707654e-70 | 1.74844790853827e-70 |
167 | 1 | 1.09943498976320e-69 | 5.49717494881601e-70 |
168 | 1 | 3.85969746524949e-69 | 1.92984873262475e-69 |
169 | 1 | 1.58270326153372e-104 | 7.91351630766862e-105 |
170 | 1 | 6.72780603760599e-104 | 3.36390301880299e-104 |
171 | 1 | 2.85371742434345e-103 | 1.42685871217173e-103 |
172 | 1 | 1.29696367473399e-102 | 6.48481837366996e-103 |
173 | 1 | 5.47581927922062e-102 | 2.73790963961031e-102 |
174 | 1 | 2.59314163965457e-101 | 1.29657081982728e-101 |
175 | 1 | 1.08946973842276e-100 | 5.44734869211378e-101 |
176 | 1 | 5.18948921480505e-100 | 2.59474460740252e-100 |
177 | 1 | 3.77437693077187e-108 | 1.88718846538594e-108 |
178 | 1 | 1.65243270306337e-107 | 8.26216351531685e-108 |
179 | 1 | 7.43580856998275e-107 | 3.71790428499137e-107 |
180 | 1 | 3.33738526641223e-106 | 1.66869263320612e-106 |
181 | 1 | 1.29013476665313e-105 | 6.45067383326567e-106 |
182 | 1 | 6.16681444948119e-105 | 3.08340722474059e-105 |
183 | 1 | 1.09783863453881e-104 | 5.48919317269407e-105 |
184 | 1 | 1.25873295967319e-104 | 6.29366479836594e-105 |
185 | 1 | 6.03958101468657e-104 | 3.01979050734328e-104 |
186 | 1 | 3.07013021585792e-103 | 1.53506510792896e-103 |
187 | 1 | 1.56208470671261e-102 | 7.81042353356306e-103 |
188 | 1 | 7.46691486537075e-102 | 3.73345743268538e-102 |
189 | 1 | 3.4963708866074e-101 | 1.7481854433037e-101 |
190 | 1 | 1.54133794764972e-100 | 7.70668973824862e-101 |
191 | 1 | 7.12163206114693e-100 | 3.56081603057347e-100 |
192 | 1 | 3.12110590145368e-99 | 1.56055295072684e-99 |
193 | 1 | 1.49321730023068e-98 | 7.46608650115338e-99 |
194 | 1 | 6.50482744033169e-98 | 3.25241372016585e-98 |
195 | 1 | 2.93783057152452e-97 | 1.46891528576226e-97 |
196 | 1 | 1.23350032690985e-96 | 6.16750163454923e-97 |
197 | 1 | 8.3047440630805e-97 | 4.15237203154025e-97 |
198 | 1 | 3.53609534315327e-96 | 1.76804767157663e-96 |
199 | 1 | 1.49850936709596e-95 | 7.49254683547979e-96 |
200 | 1 | 7.11225913407402e-95 | 3.55612956703701e-95 |
201 | 1 | 2.99997730479867e-94 | 1.49998865239933e-94 |
202 | 1 | 1.25823947456449e-93 | 6.29119737282244e-94 |
203 | 1 | 5.24527779972021e-93 | 2.62263889986011e-93 |
204 | 1 | 2.0789404265174e-92 | 1.0394702132587e-92 |
205 | 1 | 9.89717762497014e-92 | 4.94858881248507e-92 |
206 | 1 | 4.30160364170941e-91 | 2.15080182085471e-91 |
207 | 1 | 1.91153064502946e-90 | 9.5576532251473e-91 |
208 | 1 | 7.8450368725277e-90 | 3.92251843626385e-90 |
209 | 1 | 3.18947653130662e-89 | 1.59473826565331e-89 |
210 | 1 | 1.10429565303209e-88 | 5.52147826516043e-89 |
211 | 1 | 4.58324441510505e-88 | 2.29162220755252e-88 |
212 | 1 | 1.89595047501856e-87 | 9.47975237509279e-88 |
213 | 1 | 5.90870680250477e-87 | 2.95435340125239e-87 |
214 | 1 | 2.64815295659671e-86 | 1.32407647829836e-86 |
215 | 1 | 1.15993961656108e-85 | 5.79969808280542e-86 |
216 | 1 | 4.75760477647824e-85 | 2.37880238823912e-85 |
217 | 1 | 2.17739666931094e-84 | 1.08869833465547e-84 |
218 | 1 | 8.00354857800058e-84 | 4.00177428900029e-84 |
219 | 1 | 3.25814941818178e-83 | 1.62907470909089e-83 |
220 | 1 | 1.43780497781727e-82 | 7.18902488908634e-83 |
221 | 1 | 6.0655489061442e-82 | 3.0327744530721e-82 |
222 | 1 | 2.44552790234600e-81 | 1.22276395117300e-81 |
223 | 1 | 1.02216610043817e-80 | 5.11083050219087e-81 |
224 | 1 | 4.37329534906743e-80 | 2.18664767453371e-80 |
225 | 1 | 1.8122547853963e-79 | 9.0612739269815e-80 |
226 | 1 | 6.7574567275235e-79 | 3.37872836376175e-79 |
227 | 1 | 2.98511476293091e-78 | 1.49255738146545e-78 |
228 | 1 | 1.18281514271998e-77 | 5.91407571359988e-78 |
229 | 1 | 4.87739692428101e-77 | 2.43869846214050e-77 |
230 | 1 | 1.91804742179743e-76 | 9.59023710898715e-77 |
231 | 1 | 8.27396381439592e-76 | 4.13698190719796e-76 |
232 | 1 | 3.50655178733117e-75 | 1.75327589366559e-75 |
233 | 1 | 1.36348714659972e-74 | 6.81743573299862e-75 |
234 | 1 | 5.84233798321798e-74 | 2.92116899160899e-74 |
235 | 1 | 2.25608809017379e-73 | 1.12804404508690e-73 |
236 | 1 | 8.85016357216474e-73 | 4.42508178608237e-73 |
237 | 1 | 3.39003996553888e-72 | 1.69501998276944e-72 |
238 | 1 | 1.41295349329012e-71 | 7.06476746645062e-72 |
239 | 1 | 5.36905870799453e-71 | 2.68452935399726e-71 |
240 | 1 | 2.03168970103009e-70 | 1.01584485051504e-70 |
241 | 1 | 7.65580026185044e-70 | 3.82790013092522e-70 |
242 | 1 | 3.00097367206979e-69 | 1.50048683603489e-69 |
243 | 1 | 1.12133953247161e-68 | 5.60669766235806e-69 |
244 | 1 | 4.64877701768458e-68 | 2.32438850884229e-68 |
245 | 1 | 1.15793145972830e-67 | 5.78965729864148e-68 |
246 | 1 | 4.25663466789112e-67 | 2.12831733394556e-67 |
247 | 1 | 1.55309390577946e-66 | 7.76546952889728e-67 |
248 | 1 | 6.40764710645754e-66 | 3.20382355322877e-66 |
249 | 1 | 2.31079012647063e-65 | 1.15539506323532e-65 |
250 | 1 | 8.26450693074335e-65 | 4.13225346537167e-65 |
251 | 1 | 3.35393873353845e-64 | 1.67696936676922e-64 |
252 | 1 | 1.18465547933739e-63 | 5.92327739668696e-64 |
253 | 1 | 4.32268079287257e-63 | 2.16134039643629e-63 |
254 | 1 | 9.34738929460925e-64 | 4.67369464730463e-64 |
255 | 1 | 5.34934054431563e-65 | 2.67467027215782e-65 |
256 | 1 | 2.00314739493806e-64 | 1.00157369746903e-64 |
257 | 1 | 8.15069441935652e-64 | 4.07534720967826e-64 |
258 | 1 | 2.16612972361610e-63 | 1.08306486180805e-63 |
259 | 1 | 7.68146065348124e-63 | 3.84073032674062e-63 |
260 | 1 | 2.84628002292231e-62 | 1.42314001146116e-62 |
261 | 1 | 9.95762082675522e-62 | 4.97881041337761e-62 |
262 | 1 | 3.44581727205254e-61 | 1.72290863602627e-61 |
263 | 1 | 1.39425926966261e-60 | 6.97129634831305e-61 |
264 | 1 | 5.6360731306344e-60 | 2.8180365653172e-60 |
265 | 1 | 1.91414372516636e-59 | 9.57071862583182e-60 |
266 | 1 | 6.94238128489387e-59 | 3.47119064244693e-59 |
267 | 1 | 2.32147592649210e-58 | 1.16073796324605e-58 |
268 | 1 | 9.17017188134291e-58 | 4.58508594067145e-58 |
269 | 1 | 3.01585995188108e-57 | 1.50792997594054e-57 |
270 | 1 | 1.15563435733652e-56 | 5.77817178668261e-57 |
271 | 1 | 3.73467441812806e-56 | 1.86733720906403e-56 |
272 | 1 | 1.18878311945621e-55 | 5.94391559728104e-56 |
273 | 1 | 3.72235923196934e-55 | 1.86117961598467e-55 |
274 | 1 | 1.45356990909220e-54 | 7.26784954546099e-55 |
275 | 1 | 5.10417105773472e-54 | 2.55208552886736e-54 |
276 | 1 | 1.51878562747404e-53 | 7.59392813737022e-54 |
277 | 1 | 4.11040065744616e-53 | 2.05520032872308e-53 |
278 | 1 | 1.43727779237691e-52 | 7.18638896188455e-53 |
279 | 1 | 1.92981700520122e-55 | 9.64908502600612e-56 |
280 | 1 | 5.96643463366167e-55 | 2.98321731683084e-55 |
281 | 1 | 2.0336882265369e-54 | 1.01684411326845e-54 |
282 | 1 | 7.36449238227888e-54 | 3.68224619113944e-54 |
283 | 1 | 8.7496083808052e-55 | 4.3748041904026e-55 |
284 | 1 | 3.23781853443649e-54 | 1.61890926721825e-54 |
285 | 1 | 1.30916079071753e-53 | 6.54580395358766e-54 |
286 | 1 | 4.80179019533181e-53 | 2.40089509766591e-53 |
287 | 1 | 1.69803381353895e-52 | 8.49016906769475e-53 |
288 | 1 | 6.55995333192051e-52 | 3.27997666596026e-52 |
289 | 1 | 2.16166402259923e-51 | 1.08083201129961e-51 |
290 | 1 | 7.18459073906468e-52 | 3.59229536953234e-52 |
291 | 1 | 2.34267763389975e-51 | 1.17133881694987e-51 |
292 | 1 | 7.90452688727727e-51 | 3.95226344363863e-51 |
293 | 1 | 2.90984331110132e-50 | 1.45492165555066e-50 |
294 | 1 | 1.06322655609417e-49 | 5.31613278047084e-50 |
295 | 1 | 4.15766166174246e-49 | 2.07883083087123e-49 |
296 | 1 | 1.63694220881507e-48 | 8.18471104407536e-49 |
297 | 1 | 5.90167659808208e-48 | 2.95083829904104e-48 |
298 | 1 | 1.85855988897406e-47 | 9.2927994448703e-48 |
299 | 1 | 6.64312344237071e-47 | 3.32156172118535e-47 |
300 | 1 | 2.36182134684680e-46 | 1.18091067342340e-46 |
301 | 1 | 8.00138523655901e-46 | 4.00069261827951e-46 |
302 | 1 | 2.82443453144938e-45 | 1.41221726572469e-45 |
303 | 1 | 9.89443193117943e-45 | 4.94721596558972e-45 |
304 | 1 | 2.94517471071034e-44 | 1.47258735535517e-44 |
305 | 1 | 2.40963488103885e-44 | 1.20481744051942e-44 |
306 | 1 | 9.23020230172593e-44 | 4.61510115086297e-44 |
307 | 1 | 2.67164777513963e-43 | 1.33582388756981e-43 |
308 | 1 | 9.82998467089073e-43 | 4.91499233544536e-43 |
309 | 1 | 3.40233949093380e-42 | 1.70116974546690e-42 |
310 | 1 | 9.35492281092196e-42 | 4.67746140546098e-42 |
311 | 1 | 2.46591567442513e-41 | 1.23295783721257e-41 |
312 | 1 | 6.53021427647809e-43 | 3.26510713823904e-43 |
313 | 1 | 1.66078002104334e-42 | 8.30390010521669e-43 |
314 | 1 | 5.32687526146615e-42 | 2.66343763073308e-42 |
315 | 1 | 2.01646149522974e-41 | 1.00823074761487e-41 |
316 | 1 | 7.58815912336591e-41 | 3.79407956168295e-41 |
317 | 1 | 2.73029825367637e-40 | 1.36514912683818e-40 |
318 | 1 | 1.00803367146374e-39 | 5.04016835731872e-40 |
319 | 1 | 3.79087446550576e-39 | 1.89543723275288e-39 |
320 | 1 | 1.32695987083588e-38 | 6.63479935417942e-39 |
321 | 1 | 4.6171842173798e-38 | 2.3085921086899e-38 |
322 | 1 | 1.59688731992322e-37 | 7.98443659961612e-38 |
323 | 1 | 5.48940313092471e-37 | 2.74470156546235e-37 |
324 | 1 | 1.22822594821188e-36 | 6.14112974105939e-37 |
325 | 1 | 4.18934682988949e-36 | 2.09467341494474e-36 |
326 | 1 | 1.46059748443087e-35 | 7.30298742215434e-36 |
327 | 1 | 2.97903658343288e-35 | 1.48951829171644e-35 |
328 | 1 | 5.40768389875072e-35 | 2.70384194937536e-35 |
329 | 1 | 1.81951400344836e-34 | 9.09757001724178e-35 |
330 | 1 | 6.08278158105651e-34 | 3.04139079052825e-34 |
331 | 1 | 2.02033791937749e-33 | 1.01016895968875e-33 |
332 | 1 | 6.66641490402042e-33 | 3.33320745201021e-33 |
333 | 1 | 2.18513372254972e-32 | 1.09256686127486e-32 |
334 | 1 | 7.54996718717096e-32 | 3.77498359358548e-32 |
335 | 1 | 2.51930661714731e-31 | 1.25965330857366e-31 |
336 | 1 | 8.46133951304307e-31 | 4.23066975652153e-31 |
337 | 1 | 1.03024784581638e-31 | 5.15123922908191e-32 |
338 | 1 | 3.42576283404470e-31 | 1.71288141702235e-31 |
339 | 1 | 1.14692609085761e-30 | 5.73463045428807e-31 |
340 | 1 | 4.07130884822564e-30 | 2.03565442411282e-30 |
341 | 1 | 1.42596429644617e-29 | 7.12982148223083e-30 |
342 | 1 | 4.62708939610443e-29 | 2.31354469805221e-29 |
343 | 1 | 1.49054226440453e-28 | 7.45271132202266e-29 |
344 | 1 | 4.76628936459565e-28 | 2.38314468229782e-28 |
345 | 1 | 6.26264212163189e-28 | 3.13132106081594e-28 |
346 | 1 | 2.01217864192327e-27 | 1.00608932096164e-27 |
347 | 1 | 6.8246528537337e-27 | 3.41232642686685e-27 |
348 | 1 | 2.16061104054370e-26 | 1.08030552027185e-26 |
349 | 1 | 6.78739457424858e-26 | 3.39369728712429e-26 |
350 | 1 | 2.27686367299472e-25 | 1.13843183649736e-25 |
351 | 1 | 7.62734738764677e-25 | 3.81367369382338e-25 |
352 | 1 | 2.53980220967152e-24 | 1.26990110483576e-24 |
353 | 1 | 8.37144987692684e-24 | 4.18572493846342e-24 |
354 | 1 | 2.5844292135796e-23 | 1.2922146067898e-23 |
355 | 1 | 7.77645847038063e-23 | 3.88822923519031e-23 |
356 | 1 | 2.32029566161379e-22 | 1.16014783080689e-22 |
357 | 1 | 2.3338538193211e-22 | 1.16692690966055e-22 |
358 | 1 | 7.03172744042354e-22 | 3.51586372021177e-22 |
359 | 1 | 2.10024724462628e-21 | 1.05012362231314e-21 |
360 | 1 | 6.21786232645913e-21 | 3.10893116322957e-21 |
361 | 1 | 1.91506071451779e-20 | 9.57530357258897e-21 |
362 | 1 | 5.57030797001239e-20 | 2.78515398500620e-20 |
363 | 1 | 1.60529990556222e-19 | 8.02649952781108e-20 |
364 | 1 | 4.04441880797068e-19 | 2.02220940398534e-19 |
365 | 1 | 1.24670397208321e-18 | 6.23351986041605e-19 |
366 | 1 | 3.51284112468550e-18 | 1.75642056234275e-18 |
367 | 1 | 9.80179082827072e-18 | 4.90089541413536e-18 |
368 | 1 | 2.70785967792334e-17 | 1.35392983896167e-17 |
369 | 1 | 7.4052316051755e-17 | 3.70261580258775e-17 |
370 | 1 | 2.11622479119962e-16 | 1.05811239559981e-16 |
371 | 1 | 5.69929163556451e-16 | 2.84964581778225e-16 |
372 | 1 | 1.13427171350354e-15 | 5.67135856751768e-16 |
373 | 0.999999999999998 | 3.27360335612217e-15 | 1.63680167806108e-15 |
374 | 0.999999999999996 | 8.72592457552425e-15 | 4.36296228776212e-15 |
375 | 0.999999999999989 | 2.29280597476733e-14 | 1.14640298738366e-14 |
376 | 0.99999999999997 | 5.95632811926981e-14 | 2.97816405963491e-14 |
377 | 0.999999999999921 | 1.57148288579509e-13 | 7.85741442897545e-14 |
378 | 0.999999999999785 | 4.30202962624634e-13 | 2.15101481312317e-13 |
379 | 0.999999999999453 | 1.09396613140784e-12 | 5.46983065703922e-13 |
380 | 0.999999999998632 | 2.73570221705750e-12 | 1.36785110852875e-12 |
381 | 0.999999999996622 | 6.75572301878685e-12 | 3.37786150939343e-12 |
382 | 0.999999999996816 | 6.36876819451802e-12 | 3.18438409725901e-12 |
383 | 0.999999999999053 | 1.89358633012299e-12 | 9.46793165061494e-13 |
384 | 0.99999999999747 | 5.05893827659305e-12 | 2.52946913829652e-12 |
385 | 0.999999999993024 | 1.39522730705198e-11 | 6.97613653525989e-12 |
386 | 0.999999999982904 | 3.41924635624326e-11 | 1.70962317812163e-11 |
387 | 0.999999999953654 | 9.26924468831027e-11 | 4.63462234415513e-11 |
388 | 0.999999999878452 | 2.43096434065980e-10 | 1.21548217032990e-10 |
389 | 0.999999999684646 | 6.3070881572267e-10 | 3.15354407861335e-10 |
390 | 0.999999999169167 | 1.66166569830283e-09 | 8.30832849151415e-10 |
391 | 0.999999997846148 | 4.3077032775298e-09 | 2.1538516387649e-09 |
392 | 0.999999994548326 | 1.09033485264647e-08 | 5.45167426323234e-09 |
393 | 0.999999986566857 | 2.68662850866604e-08 | 1.34331425433302e-08 |
394 | 0.999999967221284 | 6.5557432475906e-08 | 3.2778716237953e-08 |
395 | 0.999999962281977 | 7.5436045411756e-08 | 3.7718022705878e-08 |
396 | 0.999999906345972 | 1.87308056376986e-07 | 9.3654028188493e-08 |
397 | 0.999999770978924 | 4.5804215221578e-07 | 2.2902107610789e-07 |
398 | 0.999999985590722 | 2.8818555807345e-08 | 1.44092779036725e-08 |
399 | 0.9999999610262 | 7.79476018269558e-08 | 3.89738009134779e-08 |
400 | 0.999999999807767 | 3.84465283344168e-10 | 1.92232641672084e-10 |
401 | 0.999999999408702 | 1.18259512432386e-09 | 5.91297562161931e-10 |
402 | 0.9999999980803 | 3.83940182912413e-09 | 1.91970091456206e-09 |
403 | 0.999999993958322 | 1.20833562023762e-08 | 6.04167810118808e-09 |
404 | 0.999999980896847 | 3.82063049383554e-08 | 1.91031524691777e-08 |
405 | 0.99999994223291 | 1.15534180324744e-07 | 5.7767090162372e-08 |
406 | 0.999999823458895 | 3.53082210016453e-07 | 1.76541105008226e-07 |
407 | 0.99999946111064 | 1.07777871844708e-06 | 5.38889359223541e-07 |
408 | 0.999998470637485 | 3.05872502989070e-06 | 1.52936251494535e-06 |
409 | 0.999995637257676 | 8.7254846486753e-06 | 4.36274232433765e-06 |
410 | 0.999989031312896 | 2.19373742072089e-05 | 1.09686871036045e-05 |
411 | 0.99998855335533 | 2.28932893393050e-05 | 1.14466446696525e-05 |
412 | 0.999982154370516 | 3.56912589678946e-05 | 1.78456294839473e-05 |
413 | 0.999949466541121 | 0.000101066917757396 | 5.05334588786978e-05 |
414 | 0.999857743081739 | 0.00028451383652281 | 0.000142256918261405 |
415 | 0.999615906364284 | 0.000768187271431436 | 0.000384093635715718 |
416 | 0.999070065892057 | 0.00185986821588499 | 0.000929934107942497 |
417 | 0.9984481041618 | 0.00310379167639934 | 0.00155189583819967 |
418 | 0.996414450511877 | 0.00717109897624688 | 0.00358554948812344 |
419 | 0.991278832512605 | 0.0174423349747894 | 0.0087211674873947 |
420 | 0.980229308020659 | 0.0395413839586827 | 0.0197706919793414 |
421 | 0.95952575970321 | 0.0809484805935814 | 0.0404742402967907 |
422 | 0.941937152083502 | 0.116125695832997 | 0.0580628479164984 |
423 | 0.996635644525051 | 0.00672871094989731 | 0.00336435547494866 |
424 | 0.992785666344469 | 0.0144286673110622 | 0.00721433365553109 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 411 | 0.983253588516746 | NOK |
5% type I error level | 415 | 0.992822966507177 | NOK |
10% type I error level | 417 | 0.997607655502392 | NOK |