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
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-7.054569389367458.995385-0.78420.4333320.216666
Group1.299447641899078.1004980.16040.8726290.436315
Dividends0.0004474151211060480.0001173.80860.000168e-05
`Costs `0.006779774803792970.00032121.101700


Multiple Linear Regression - Regression Statistics
Multiple R0.760202925565886
R-squared0.577908488038932
Adjusted R-squared0.574942973903375
F-TEST (value)194.876322155929
F-TEST (DF numerator)3
F-TEST (DF denominator)427
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation73.7204617262728
Sum Squared Residuals2320619.66573658


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
110811191.69016703778-110.690167037780
2309232.79816186500276.2018381349976
3458656.35726404781-198.357264047810
4588555.81406287983632.1859371201638
5302421.623139331299-119.623139331299
6156353.633718087007-197.633718087007
7481328.444469796460152.555530203540
8353405.663238804283-52.6632388042834
9452276.91485669536175.085143304640
10109125.980209445311-16.9802094453112
11115277.928007119711-162.928007119711
12110100.3910694634369.60893053656395
13239115.610661710967123.389338289033
14247302.852510838509-55.8525108385094
15505205.118902706901299.881097293099
16159105.23962335521453.7603766447861
17109170.169381987180-61.1693819871797
18519194.217037897690324.782962102310
19248266.093945998717-18.0939459987174
20373168.730060526178204.269939473822
21119119.140754476067-0.140754476066695
2284181.341423700612-97.3414237006124
23102157.361388114842-55.3613881148417
24295154.775166364043140.224833635957
25105101.3598552101393.6401447898615
2664128.790673607020-64.7906736070204
27282215.35491284713066.6450871528705
2818287.666008235820794.3339917641793
293765.4269907452701-28.4269907452701
30361112.989439875096248.010560124904
312856.0830889372344-28.0830889372344
3285121.851597404487-36.8515974044868
334577.643061789736-32.643061789736
344970.5767394943116-21.5767394943116
3522142.968250259114-120.968250259114
36155164.567993804361-9.56799380436074
3791102.590854191613-11.5908541916130
388180.74566718221590.254332817784141
397996.0834227589776-17.0834227589776
4014556.237850612013288.7621493879868
41855108.896241363368746.103758636632
4261129.102674969501-68.1026749695006
4322665.5963715238752160.403628476125
4410592.095928770269212.9040712297308
456255.26501076315966.73498923684041
462564.7987475113507-39.7987475113507
47217121.61606403894195.3839359610587
48322106.312693689181215.687306310819
498480.72195848927133.27804151072873
503342.6142937603611-9.61429376036108
5110864.031856733354543.9681432666454
5215082.674157993402467.3258420065976
53115128.140173866826-13.1401738668260
5416267.352392227674794.6476077723253
5515895.893856574775262.1061434252248
569736.556436592488860.4435634075112
57940.8833779229381-31.8833779229381
586668.6068555052271-2.60685550522712
5910746.170324217226160.8296757827739
6010196.59242031947834.40757968052175
614774.1901787876006-27.1901787876006
623830.29569110667177.70430889332833
633457.7681247050828-23.7681247050828
648782.38494690117634.61505309882373
657937.486426413094441.5135735869056
66947123.436054120242823.563945879758
677435.058747487249138.9412525127509
685353.0945246315512-0.094524631551224
699461.263110950174332.7368890498257
706366.4699161388224-3.46991613882235
715827.117147789909530.8828522100905
724945.11773674410783.88226325589222
733450.4692535742802-16.4692535742802
741132.1747337288269-21.1747337288269
753559.5246428603318-24.5246428603318
762040.940884726841-20.9408847268410
774751.1555013311699-4.15550133116995
784331.55247839036911.447521609631
7911732.703233747119284.2967662528808
8017151.4965811815065119.503418818494
812629.5857887551559-3.58578875515588
827566.27985729028058.72014270971947
835961.0622401339838-2.06224013398378
841816.19299147474721.80700852525281
851542.3909531754009-27.3909531754009
867261.576856400452610.4231435995474
878658.021954107320727.9780458926793
881443.1197849948655-29.1197849948655
896454.87555140003099.12444859996913
901143.0276786150877-32.0276786150877
915249.26272222982632.73727777017373
924151.3304899339718-10.3304899339718
939936.67273304007562.327266959925
947595.3186000652796-20.3186000652796
954522.542572464744122.4574275352559
964341.91250907939521.08749092060479
97845.3452009666421-37.3452009666421
9819835.2328626848017162.767137315198
992268.5553770682988-46.5553770682988
1001136.3814893886832-25.3814893886832
1013336.8487288079803-3.84872880798028
1022340.0619916185456-17.0619916185456
1038064.301297522662715.6987024773373
1041847.7489724897624-29.7489724897624
1054035.11176008932864.88823991067143
1062330.020616095732-7.02061609573201
1076042.655213537134717.3447864628653
1082051.9069839313592-31.9069839313593
1096177.007840446823-16.0078404468229
1103639.9841259186303-3.98412591863025
1113029.68823573980660.311764260193431
1124739.03273319892277.96726680107731
1137166.25981862245724.74018137754282
1141443.613665721493-29.6136657214930
115929.401777372231-20.401777372231
1163928.353538026754710.6464619732453
1172633.6967112245603-7.69671122456034
1182147.7618519751098-26.7618519751098
1191643.931342513592-27.931342513592
1206926.02964727060642.970352729394
12192114.022582854045-22.0225828540454
1221428.8545466780566-14.8545466780566
12310745.345274034496461.6547259655036
1242953.6241011352495-24.6241011352495
1253740.3423015781641-3.34230157816414
1262350.5058399199395-27.5058399199395
127020.1124767641918-20.1124767641918
128720.7824368995891-13.7824368995891
1292821.72749061911216.27250938088792
130020.1124767641918-20.1124767641918
131820.3027217466212-12.3027217466212
1326328.401154847919234.5988451520808
133020.1124767641918-20.1124767641918
134320.4787254059796-17.4787254059796
135524.4854315126382-19.4854315126382
136922.1586913511526-13.1586913511526
1371320.9928192688768-7.99281926887683
138220.1463756382107-18.1463756382107
139526.1939347631941-21.1939347631941
140020.1124767641918-20.1124767641918
1411421.9757810033538-7.97578100335378
142020.1124767641918-20.1124767641918
1431525.1295730868013-10.1295730868013
144320.4343988882008-17.4343988882008
1451524.4060852819610-9.40608528196102
1461120.334994896735-9.334994896735
147020.1124767641918-20.1124767641918
148620.2249474763531-14.2249474763531
149221.9497957360197-19.9497957360197
150120.3398284872923-19.3398284872923
1511022.7118103614746-12.7118103614746
1527331.959388003538341.0406119964617
153020.1124767641918-20.1124767641918
1541122.2802789456118-11.2802789456118
155320.3456087566688-17.3456087566688
156020.1124767641918-20.1124767641918
157020.1124767641918-20.1124767641918
158221.1214043382151-19.1214043382151
159722.9142124498662-15.9142124498662
160020.1124767641918-20.1124767641918
161020.1124767641918-20.1124767641918
162020.1124767641918-20.1124767641918
163020.1124767641918-20.1124767641918
1642723.43632365774553.56367634225454
1655124.327376347844326.6726236521557
166320.4311261799700-17.4311261799700
167020.1124767641918-20.1124767641918
1681918.51966960531810.480330394681934
16939351.6723284758481341.327671524152
170020.1124767641918-20.1124767641918
171020.1124767641918-20.1124767641918
172420.7341670193418-16.7341670193418
173020.1124767641918-20.1124767641918
174922.0337226668689-13.0337226668689
175020.1124767641918-20.1124767641918
1761021.0700812824452-11.0700812824452
17715222.8243866857090129.175613314291
178121.9044737951878-20.9044737951878
179020.1124767641918-20.1124767641918
180020.1124767641918-20.1124767641918
1813431.58908582619882.41091417380119
1821029.8982053645041-19.8982053645041
1835734.592640839515722.4073591604843
1845228.964700127620323.0352998723797
185522.3888659738077-17.3888659738077
1861425.5808254385237-11.5808254385237
1872938.8635214527681-9.8635214527681
188521.713698584938-16.7136985849380
189523.8929668534069-18.8929668534069
190020.1124767641918-20.1124767641918
191421.4310683874855-17.4310683874855
192020.1124767641918-20.1124767641918
193621.4755727717331-15.4755727717331
194020.1124767641918-20.1124767641918
195220.378371029286-18.378371029286
196021.4119244060909-21.4119244060909
1979178.799168738500312.2008312614997
198021.4119244060909-21.4119244060909
199021.4119244060909-21.4119244060909
2002033.2582753288555-13.2582753288555
201021.4119244060909-21.4119244060909
202021.4119244060909-21.4119244060909
203021.4119244060909-21.4119244060909
2042718.35165035037338.64834964962675
2051736.7072539886705-19.7072539886705
206221.8985027074840-19.8985027074840
207424.0618085403847-20.0618085403847
208021.4119244060909-21.4119244060909
2093223.65617893594818.3438210640519
2103123.2085647290967.791435270904
211020.1124767641918-20.1124767641918
212020.1124767641918-20.1124767641918
2133220.544638063797911.4553619362021
2142023.8884908284200-3.88849082841995
215724.5829652395187-17.5829652395187
216020.1124767641918-20.1124767641918
217820.2638364646914-12.2638364646914
2182822.77093864233585.22906135766425
219020.1124767641918-20.1124767641918
2202930.7524055786978-1.75240557869778
221421.9710947322519-17.9710947322519
222020.1124767641918-20.1124767641918
223220.1229729559388-18.1229729559388
2242123.2854113723669-2.28541137236689
225220.2861025455617-18.2861025455617
2262622.30328610248283.69671389751724
2271420.5260430272231-6.52604302722315
228020.1124767641918-20.1124767641918
229423.4526168182792-19.4526168182792
230020.1124767641918-20.1124767641918
231923.6911566889280-14.6911566889280
2321025.115950569391-15.115950569391
233020.1124767641918-20.1124767641918
2341723.0396368989760-6.03963689897604
235020.1124767641918-20.1124767641918
236120.1363268615848-19.1363268615848
237020.1124767641918-20.1124767641918
238620.3058138188625-14.3058138188625
239020.1124767641918-20.1124767641918
240020.1124767641918-20.1124767641918
241020.1124767641918-20.1124767641918
242321.0361212732562-18.0361212732562
243020.1124767641918-20.1124767641918
244819.8716229202452-11.8716229202452
245441.2739964550653-37.2739964550653
246021.4119244060909-21.4119244060909
247021.4119244060909-21.4119244060909
2481121.4874149152520-10.4874149152520
249021.4119244060909-21.4119244060909
250021.4119244060909-21.4119244060909
251918.1042813021561-9.1042813021561
252021.4119244060909-21.4119244060909
253222.821837458324-20.8218374583240
2547329.82688628518143.173113714819
2559445.744294153208148.2557058467919
256020.1124767641918-20.1124767641918
257819.9473453530505-11.9473453530505
2583516.757206991577218.2427930084228
259021.4119244060909-21.4119244060909
260020.1124767641918-20.1124767641918
261021.4119244060909-21.4119244060909
262021.4119244060909-21.4119244060909
2631227.0651400620488-15.0651400620488
2641521.3598858432145-6.35988584321455
265021.4119244060909-21.4119244060909
266020.1124767641918-20.1124767641918
267021.4119244060909-21.4119244060909
2681128.9640495032358-17.9640495032358
269021.4119244060909-21.4119244060909
270625.1182210438169-19.1182210438169
271021.4119244060909-21.4119244060909
272021.4119244060909-21.4119244060909
273021.4119244060909-21.4119244060909
2741220.9948469941122-8.99484699411217
275020.1124767641918-20.1124767641918
2763022.79929624861717.20070375138292
2773323.92952056688389.07047943311618
278020.1124767641918-20.1124767641918
27911733.394975860145483.6050241398546
2802824.62374766778183.37625233221820
281021.4119244060909-21.4119244060909
282020.1124767641918-20.1124767641918
2837220.013664696638751.9863353033613
284020.1124767641918-20.1124767641918
2851326.8850077609360-13.8850077609360
286020.1124767641918-20.1124767641918
287625.4865690631704-19.4865690631704
288420.9086950437711-16.9086950437711
289021.4119244060909-21.4119244060909
2906218.938526160620843.0614738393792
291021.4119244060909-21.4119244060909
2922422.18010707868361.81989292131645
2932132.3132202964789-11.3132202964789
294020.1124767641918-20.1124767641918
2951419.9286428717701-5.92864287177006
2962123.3955508920411-2.39555089204107
297020.1124767641918-20.1124767641918
298021.4119244060909-21.4119244060909
299020.1124767641918-20.1124767641918
300020.1124767641918-20.1124767641918
301421.6502160296509-17.6502160296509
302221.2151002735571-19.2151002735571
303020.1124767641918-20.1124767641918
304021.4119244060909-21.4119244060909
3055323.080661994143429.9193380058566
306920.1327475406160-11.1327475406160
307021.4119244060909-21.4119244060909
3081324.3035775792491-11.3035775792491
3092220.01486520273111.98513479726893
310021.4119244060909-21.4119244060909
311021.4119244060909-21.4119244060909
3128334.431067653495548.5689323465045
313021.4119244060909-21.4119244060909
314823.2595283866629-15.2595283866629
315420.1511601085685-16.1511601085685
3161423.3720645013251-9.37206450132511
317120.0019216892635-19.0019216892635
3181722.807428451122-5.807428451122
319620.1188091238745-14.1188091238745
320020.1124767641918-20.1124767641918
321020.1124767641918-20.1124767641918
322020.1124767641918-20.1124767641918
323020.1124767641918-20.1124767641918
324021.4119244060909-21.4119244060909
325020.1124767641918-20.1124767641918
326220.2625266401174-18.2625266401174
327021.4119244060909-21.4119244060909
328021.4119244060909-21.4119244060909
329020.1124767641918-20.1124767641918
330020.1124767641918-20.1124767641918
331020.1124767641918-20.1124767641918
332020.1124767641918-20.1124767641918
333020.1124767641918-20.1124767641918
334520.6107665890587-15.6107665890587
335220.1223884448433-18.1223884448433
336522.2413260525828-17.2413260525828
3377825.926326798419852.0736732015802
338020.1124767641918-20.1124767641918
339120.3674959704051-19.3674959704051
3401320.5187973052553-7.51879730525534
3411523.1797649119123-8.17976491191234
342020.1124767641918-20.1124767641918
343020.1124767641918-20.1124767641918
344020.1124767641918-20.1124767641918
3454824.322716917347223.6772830826528
346020.1124767641918-20.1124767641918
347620.2025109418313-14.2025109418313
348020.1124767641918-20.1124767641918
349020.1124767641918-20.1124767641918
3501730.9262175762416-13.9262175762416
3511421.2783516159882-7.27835161598815
3521020.7000189613462-10.7000189613462
3531223.5888625627739-11.5888625627739
354221.6295197005915-19.6295197005915
355020.1124767641918-20.1124767641918
356020.1124767641918-20.1124767641918
3575231.677598100516620.3224018994834
358020.1124767641918-20.1124767641918
359020.1124767641918-20.1124767641918
360020.1124767641918-20.1124767641918
361420.1201513692378-16.1201513692378
362020.1124767641918-20.1124767641918
363020.1124767641918-20.1124767641918
3642433.7583926917512-9.75839269175117
3651120.8473908224744-9.84739082247445
366020.1124767641918-20.1124767641918
367020.1124767641918-20.1124767641918
368020.1124767641918-20.1124767641918
369020.1124767641918-20.1124767641918
3702121.5904676714187-0.590467671418654
371020.1124767641918-20.1124767641918
3724022.729693077572517.2703069224275
373928.7761240331455-19.7761240331455
374123.1265595765865-22.1265595765865
375020.1124767641918-20.1124767641918
376020.1124767641918-20.1124767641918
3772418.90067003538715.09932996461293
3781124.1007341757-13.1007341757
3791435.1093386301818-21.1093386301818
380020.1124767641918-20.1124767641918
381020.1124767641918-20.1124767641918
3826029.393745844823230.6062541551768
3838015.374119001713964.6258809982861
384020.1124767641918-20.1124767641918
3851621.5271811386776-5.52718113867761
3864040.1568249687477-0.156824968747739
387620.5268146502373-14.5268146502373
388825.43063715377-17.43063715377
389320.4565528810687-17.4565528810687
3901623.0330395927944-7.03303959279442
3911023.6944034522986-13.6944034522986
392822.5392313319557-14.5392313319557
393724.4324021700054-17.4324021700054
394828.1016674669425-20.1016674669425
3951254.8784593824102-42.8784593824102
3961322.9097623697393-9.90976236973934
3974249.9100232816141-7.9100232816141
39811858.235945989384259.7640540106158
399925.1083352668823-16.1083352668823
40013818.0548444437436119.945155556256
401531.6435074301393-26.6435074301393
402926.9440090870174-17.9440090870174
403823.5703740340170-15.5703740340170
4042535.6195006669452-10.6195006669452
405725.7144271279637-18.7144271279637
4061332.5886890001868-19.5886890001868
4071627.5821360746048-11.5821360746048
4081126.0168009783632-15.0168009783632
4091122.0082218375986-11.0082218375986
410329.1776572931875-26.1776572931875
4116133.037239785806627.9627602141934
4122972.8452710074347-43.8452710074347
4131727.7823708659453-10.7823708659453
4143350.3449724138943-17.3449724138943
4151541.4963071521574-26.4963071521574
416332.3684505463762-29.3684505463762
4176630.791760390770735.2082396092293
4181729.8071734729268-12.8071734729268
4192632.5195554827148-6.51955548271478
420326.9204665392504-23.9204665392504
421231.0294954864438-29.0294954864438
4226744.746583399970622.2534166000294
4237065.89446925416954.10553074583049
4242662.1694271915361-36.1694271915361
4252432.9805226583249-8.98052265832493
4269758.876562613817138.1234373861829
4273042.9886698379278-12.9886698379278
428223304.83668363827-81.8366836382703
4294891.245883374467-43.245883374467
43090130.889906499675-40.8899064996746
431180127.68357480384052.3164251961597


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
70.982216624106540.03556675178692080.0177833758934604
80.9653322744084990.0693354511830020.034667725591501
90.99792092406920.004158151861601830.00207907593080092
100.9962346480287640.007530703942472770.00376535197123639
110.9984838434415730.003032313116853580.00151615655842679
120.9977331748973880.004533650205224280.00226682510261214
130.9964118851461820.007176229707636930.00358811485381847
140.9975970016627470.004805996674506110.00240299833725305
150.9999913133263351.73733473298378e-058.68667366491892e-06
160.9999868056661152.63886677701918e-051.31943338850959e-05
170.999977512222094.49755558191783e-052.24877779095892e-05
180.9999999272768131.45446374535993e-077.27231872679966e-08
190.9999999486805581.02638884112585e-075.13194420562926e-08
200.9999999921733541.5653292549624e-087.826646274812e-09
210.9999999908200751.83598505965331e-089.17992529826656e-09
220.9999999983656033.26879412761042e-091.63439706380521e-09
230.9999999980283253.94334956457418e-091.97167478228709e-09
240.999999998134353.73129828208014e-091.86564914104007e-09
250.9999999965071416.98571717034925e-093.49285858517463e-09
260.9999999984788853.04222917132427e-091.52111458566213e-09
270.9999999970424075.91518616002828e-092.95759308001414e-09
280.9999999941353921.17292152385735e-085.86460761928677e-09
290.999999995262369.4752807080625e-094.73764035403125e-09
300.9999999995481339.03734153932248e-104.51867076966124e-10
310.9999999995415379.16926050866107e-104.58463025433053e-10
320.9999999994699471.06010647695232e-095.30053238476161e-10
330.9999999993981651.20366949198706e-096.01834745993529e-10
340.9999999990725281.85494304720706e-099.27471523603532e-10
350.999999999212711.57458184788738e-097.87290923943688e-10
360.9999999989059182.18816500113991e-091.09408250056996e-09
370.9999999984556763.08864870446987e-091.54432435223493e-09
380.9999999971979385.60412343678546e-092.80206171839273e-09
390.9999999951273769.74524841525991e-094.87262420762996e-09
400.9999999923759931.52480139283309e-087.62400696416546e-09
4114.82451503969022e-342.41225751984511e-34
4219.79296908193342e-354.89648454096671e-35
4313.53043697532791e-351.76521848766395e-35
4418.40372609003348e-354.20186304501674e-35
4511.40171494925203e-347.00857474626014e-35
4612.18652794755893e-341.09326397377947e-34
4711.57517065084120e-347.87585325420599e-35
4811.27782610951584e-366.38913054757919e-37
4912.89576086736997e-361.44788043368499e-36
5014.34747960542653e-362.17373980271326e-36
5111.12155849212076e-355.6077924606038e-36
5212.21296388944262e-351.10648194472131e-35
5315.65832142374395e-352.82916071187197e-35
5415.04483349260172e-352.52241674630086e-35
5519.56706952844355e-354.78353476422178e-35
5611.92010136297408e-349.60050681487038e-35
5711.59944498013178e-347.9972249006589e-35
5813.10293170131312e-341.55146585065656e-34
5915.82509596471795e-342.91254798235898e-34
6011.31564636472785e-336.57823182363926e-34
6112.07404413016271e-331.03702206508135e-33
6213.93686426352278e-331.96843213176139e-33
6316.93448706454585e-333.46724353227293e-33
6411.60335298674733e-328.01676493373665e-33
6513.50450468870849e-321.75225234435425e-32
6615.1150632490736e-1062.5575316245368e-106
6718.05371480067619e-1064.02685740033809e-106
6813.50855457778246e-1051.75427728889123e-105
6915.49062128785195e-1052.74531064392598e-105
7012.43174158284331e-1041.21587079142166e-104
7117.89465977414615e-1043.94732988707308e-104
7212.02228092725786e-1031.01114046362893e-103
7315.53172787893048e-1032.76586393946524e-103
7411.19460595057522e-1025.97302975287609e-103
7513.27371978443211e-1021.63685989221605e-102
7611.11228041429111e-1015.56140207145557e-102
7713.73758689252589e-1011.86879344626295e-101
7811.13105875564435e-1005.65529377822175e-101
7911.41241036823127e-1017.06205184115634e-102
8016.39083098898866e-1053.19541549449433e-105
8111.95193345293844e-1049.75966726469221e-105
8217.5276252575731e-1043.76381262878655e-104
8312.09093128563837e-1031.04546564281919e-103
8416.44497431071345e-1033.22248715535672e-103
8511.80157666478222e-1029.00788332391112e-103
8617.429728296415e-1023.7148641482075e-102
8711.5010265712253e-1017.5051328561265e-102
8814.21226522306477e-1012.10613261153239e-101
8911.15733851630471e-1005.78669258152354e-101
9013.16435000371917e-1001.58217500185958e-100
9111.03200679065690e-995.16003395328449e-100
9214.15233331725401e-992.07616665862701e-99
9312.14435155273374e-991.07217577636687e-99
9418.94788768526004e-994.47394384263002e-99
9512.91125538253071e-981.45562769126536e-98
9611.18751636732664e-975.9375818366332e-98
9713.19268461493942e-971.59634230746971e-97
9812.02253161162691e-1031.01126580581346e-103
9915.23709197136836e-1032.61854598568418e-103
10011.73608905058020e-1028.68044525290099e-103
10116.93711801972707e-1023.46855900986354e-102
10212.44530146475955e-1011.22265073237978e-101
10315.29722570712515e-1012.64861285356258e-101
10411.79073500299472e-1008.9536750149736e-101
10516.41975165052173e-1003.20987582526086e-100
10612.3509261602838e-991.1754630801419e-99
10717.63373678650862e-993.81686839325431e-99
10812.66792891776750e-981.33396445888375e-98
10911.01041973753150e-975.05209868765748e-98
11013.99614630748168e-971.99807315374084e-97
11111.45714913980572e-967.2857456990286e-97
11215.75669439404894e-962.87834719702447e-96
11311.99843336512985e-959.99216682564927e-96
11416.25092900629076e-953.12546450314538e-95
11512.13653435582081e-941.06826717791040e-94
11617.45417423596811e-943.72708711798406e-94
11712.67861414055978e-931.33930707027989e-93
11818.51553861069265e-934.25776930534632e-93
11912.83763589336428e-921.41881794668214e-92
12013.36736753714936e-921.68368376857468e-92
12111.24580642694540e-916.22903213472699e-92
12214.29491133868372e-912.14745566934186e-91
12316.23679001538663e-923.11839500769332e-92
12412.39311733096187e-911.19655866548094e-91
12519.5337474670818e-914.7668737335409e-91
12613.20154023187098e-901.60077011593549e-90
12719.92728829323566e-904.96364414661783e-90
12813.41038984227154e-891.70519492113577e-89
12911.20541307126623e-886.02706535633115e-89
13013.79126599341791e-881.89563299670896e-88
13111.33382915162349e-876.66914575811745e-88
13212.48437914528346e-871.24218957264173e-87
13317.88674133661368e-873.94337066830684e-87
13412.62423258840427e-861.31211629420214e-86
13518.4534958822578e-864.2267479411289e-86
13612.97423861509361e-851.48711930754680e-85
13711.08568620992598e-845.42843104962988e-85
13813.60192182588345e-841.80096091294172e-84
13911.13227556500112e-835.66137782500561e-84
14013.65453483256061e-831.82726741628030e-83
14111.33443754299804e-826.67218771499021e-83
14214.3133408264167e-822.15667041320835e-82
14311.54722263471075e-817.73611317355374e-82
14415.2094532135976e-812.6047266067988e-81
14511.88924359743028e-809.44621798715138e-81
14616.78844811324433e-803.39422405662217e-80
14712.19287416247151e-791.09643708123575e-79
14817.63180490621142e-793.81590245310571e-79
14912.46531085586758e-781.23265542793379e-78
15018.05598089292302e-784.02799044646151e-78
15112.81333549015409e-771.40666774507705e-77
15213.59293073994524e-771.79646536997262e-77
15311.15725763898974e-765.78628819494871e-77
15414.07319238105152e-762.03659619052576e-76
15511.35961463438611e-756.79807317193054e-76
15614.36130242639439e-752.18065121319720e-75
15711.39707340061783e-746.98536700308915e-75
15814.54547605821926e-742.27273802910963e-74
15911.52879669930116e-737.64398349650581e-74
16014.87183868932461e-732.43591934466230e-73
16111.54967013305954e-727.74835066529768e-73
16214.91975550760325e-722.45987775380162e-72
16311.55869996164897e-717.79349980824485e-72
16415.26641890509766e-712.63320945254883e-71
16511.07245361606429e-705.36226808032147e-71
16613.49689581707654e-701.74844790853827e-70
16711.09943498976320e-695.49717494881601e-70
16813.85969746524949e-691.92984873262475e-69
16911.58270326153372e-1047.91351630766862e-105
17016.72780603760599e-1043.36390301880299e-104
17112.85371742434345e-1031.42685871217173e-103
17211.29696367473399e-1026.48481837366996e-103
17315.47581927922062e-1022.73790963961031e-102
17412.59314163965457e-1011.29657081982728e-101
17511.08946973842276e-1005.44734869211378e-101
17615.18948921480505e-1002.59474460740252e-100
17713.77437693077187e-1081.88718846538594e-108
17811.65243270306337e-1078.26216351531685e-108
17917.43580856998275e-1073.71790428499137e-107
18013.33738526641223e-1061.66869263320612e-106
18111.29013476665313e-1056.45067383326567e-106
18216.16681444948119e-1053.08340722474059e-105
18311.09783863453881e-1045.48919317269407e-105
18411.25873295967319e-1046.29366479836594e-105
18516.03958101468657e-1043.01979050734328e-104
18613.07013021585792e-1031.53506510792896e-103
18711.56208470671261e-1027.81042353356306e-103
18817.46691486537075e-1023.73345743268538e-102
18913.4963708866074e-1011.7481854433037e-101
19011.54133794764972e-1007.70668973824862e-101
19117.12163206114693e-1003.56081603057347e-100
19213.12110590145368e-991.56055295072684e-99
19311.49321730023068e-987.46608650115338e-99
19416.50482744033169e-983.25241372016585e-98
19512.93783057152452e-971.46891528576226e-97
19611.23350032690985e-966.16750163454923e-97
19718.3047440630805e-974.15237203154025e-97
19813.53609534315327e-961.76804767157663e-96
19911.49850936709596e-957.49254683547979e-96
20017.11225913407402e-953.55612956703701e-95
20112.99997730479867e-941.49998865239933e-94
20211.25823947456449e-936.29119737282244e-94
20315.24527779972021e-932.62263889986011e-93
20412.0789404265174e-921.0394702132587e-92
20519.89717762497014e-924.94858881248507e-92
20614.30160364170941e-912.15080182085471e-91
20711.91153064502946e-909.5576532251473e-91
20817.8450368725277e-903.92251843626385e-90
20913.18947653130662e-891.59473826565331e-89
21011.10429565303209e-885.52147826516043e-89
21114.58324441510505e-882.29162220755252e-88
21211.89595047501856e-879.47975237509279e-88
21315.90870680250477e-872.95435340125239e-87
21412.64815295659671e-861.32407647829836e-86
21511.15993961656108e-855.79969808280542e-86
21614.75760477647824e-852.37880238823912e-85
21712.17739666931094e-841.08869833465547e-84
21818.00354857800058e-844.00177428900029e-84
21913.25814941818178e-831.62907470909089e-83
22011.43780497781727e-827.18902488908634e-83
22116.0655489061442e-823.0327744530721e-82
22212.44552790234600e-811.22276395117300e-81
22311.02216610043817e-805.11083050219087e-81
22414.37329534906743e-802.18664767453371e-80
22511.8122547853963e-799.0612739269815e-80
22616.7574567275235e-793.37872836376175e-79
22712.98511476293091e-781.49255738146545e-78
22811.18281514271998e-775.91407571359988e-78
22914.87739692428101e-772.43869846214050e-77
23011.91804742179743e-769.59023710898715e-77
23118.27396381439592e-764.13698190719796e-76
23213.50655178733117e-751.75327589366559e-75
23311.36348714659972e-746.81743573299862e-75
23415.84233798321798e-742.92116899160899e-74
23512.25608809017379e-731.12804404508690e-73
23618.85016357216474e-734.42508178608237e-73
23713.39003996553888e-721.69501998276944e-72
23811.41295349329012e-717.06476746645062e-72
23915.36905870799453e-712.68452935399726e-71
24012.03168970103009e-701.01584485051504e-70
24117.65580026185044e-703.82790013092522e-70
24213.00097367206979e-691.50048683603489e-69
24311.12133953247161e-685.60669766235806e-69
24414.64877701768458e-682.32438850884229e-68
24511.15793145972830e-675.78965729864148e-68
24614.25663466789112e-672.12831733394556e-67
24711.55309390577946e-667.76546952889728e-67
24816.40764710645754e-663.20382355322877e-66
24912.31079012647063e-651.15539506323532e-65
25018.26450693074335e-654.13225346537167e-65
25113.35393873353845e-641.67696936676922e-64
25211.18465547933739e-635.92327739668696e-64
25314.32268079287257e-632.16134039643629e-63
25419.34738929460925e-644.67369464730463e-64
25515.34934054431563e-652.67467027215782e-65
25612.00314739493806e-641.00157369746903e-64
25718.15069441935652e-644.07534720967826e-64
25812.16612972361610e-631.08306486180805e-63
25917.68146065348124e-633.84073032674062e-63
26012.84628002292231e-621.42314001146116e-62
26119.95762082675522e-624.97881041337761e-62
26213.44581727205254e-611.72290863602627e-61
26311.39425926966261e-606.97129634831305e-61
26415.6360731306344e-602.8180365653172e-60
26511.91414372516636e-599.57071862583182e-60
26616.94238128489387e-593.47119064244693e-59
26712.32147592649210e-581.16073796324605e-58
26819.17017188134291e-584.58508594067145e-58
26913.01585995188108e-571.50792997594054e-57
27011.15563435733652e-565.77817178668261e-57
27113.73467441812806e-561.86733720906403e-56
27211.18878311945621e-555.94391559728104e-56
27313.72235923196934e-551.86117961598467e-55
27411.45356990909220e-547.26784954546099e-55
27515.10417105773472e-542.55208552886736e-54
27611.51878562747404e-537.59392813737022e-54
27714.11040065744616e-532.05520032872308e-53
27811.43727779237691e-527.18638896188455e-53
27911.92981700520122e-559.64908502600612e-56
28015.96643463366167e-552.98321731683084e-55
28112.0336882265369e-541.01684411326845e-54
28217.36449238227888e-543.68224619113944e-54
28318.7496083808052e-554.3748041904026e-55
28413.23781853443649e-541.61890926721825e-54
28511.30916079071753e-536.54580395358766e-54
28614.80179019533181e-532.40089509766591e-53
28711.69803381353895e-528.49016906769475e-53
28816.55995333192051e-523.27997666596026e-52
28912.16166402259923e-511.08083201129961e-51
29017.18459073906468e-523.59229536953234e-52
29112.34267763389975e-511.17133881694987e-51
29217.90452688727727e-513.95226344363863e-51
29312.90984331110132e-501.45492165555066e-50
29411.06322655609417e-495.31613278047084e-50
29514.15766166174246e-492.07883083087123e-49
29611.63694220881507e-488.18471104407536e-49
29715.90167659808208e-482.95083829904104e-48
29811.85855988897406e-479.2927994448703e-48
29916.64312344237071e-473.32156172118535e-47
30012.36182134684680e-461.18091067342340e-46
30118.00138523655901e-464.00069261827951e-46
30212.82443453144938e-451.41221726572469e-45
30319.89443193117943e-454.94721596558972e-45
30412.94517471071034e-441.47258735535517e-44
30512.40963488103885e-441.20481744051942e-44
30619.23020230172593e-444.61510115086297e-44
30712.67164777513963e-431.33582388756981e-43
30819.82998467089073e-434.91499233544536e-43
30913.40233949093380e-421.70116974546690e-42
31019.35492281092196e-424.67746140546098e-42
31112.46591567442513e-411.23295783721257e-41
31216.53021427647809e-433.26510713823904e-43
31311.66078002104334e-428.30390010521669e-43
31415.32687526146615e-422.66343763073308e-42
31512.01646149522974e-411.00823074761487e-41
31617.58815912336591e-413.79407956168295e-41
31712.73029825367637e-401.36514912683818e-40
31811.00803367146374e-395.04016835731872e-40
31913.79087446550576e-391.89543723275288e-39
32011.32695987083588e-386.63479935417942e-39
32114.6171842173798e-382.3085921086899e-38
32211.59688731992322e-377.98443659961612e-38
32315.48940313092471e-372.74470156546235e-37
32411.22822594821188e-366.14112974105939e-37
32514.18934682988949e-362.09467341494474e-36
32611.46059748443087e-357.30298742215434e-36
32712.97903658343288e-351.48951829171644e-35
32815.40768389875072e-352.70384194937536e-35
32911.81951400344836e-349.09757001724178e-35
33016.08278158105651e-343.04139079052825e-34
33112.02033791937749e-331.01016895968875e-33
33216.66641490402042e-333.33320745201021e-33
33312.18513372254972e-321.09256686127486e-32
33417.54996718717096e-323.77498359358548e-32
33512.51930661714731e-311.25965330857366e-31
33618.46133951304307e-314.23066975652153e-31
33711.03024784581638e-315.15123922908191e-32
33813.42576283404470e-311.71288141702235e-31
33911.14692609085761e-305.73463045428807e-31
34014.07130884822564e-302.03565442411282e-30
34111.42596429644617e-297.12982148223083e-30
34214.62708939610443e-292.31354469805221e-29
34311.49054226440453e-287.45271132202266e-29
34414.76628936459565e-282.38314468229782e-28
34516.26264212163189e-283.13132106081594e-28
34612.01217864192327e-271.00608932096164e-27
34716.8246528537337e-273.41232642686685e-27
34812.16061104054370e-261.08030552027185e-26
34916.78739457424858e-263.39369728712429e-26
35012.27686367299472e-251.13843183649736e-25
35117.62734738764677e-253.81367369382338e-25
35212.53980220967152e-241.26990110483576e-24
35318.37144987692684e-244.18572493846342e-24
35412.5844292135796e-231.2922146067898e-23
35517.77645847038063e-233.88822923519031e-23
35612.32029566161379e-221.16014783080689e-22
35712.3338538193211e-221.16692690966055e-22
35817.03172744042354e-223.51586372021177e-22
35912.10024724462628e-211.05012362231314e-21
36016.21786232645913e-213.10893116322957e-21
36111.91506071451779e-209.57530357258897e-21
36215.57030797001239e-202.78515398500620e-20
36311.60529990556222e-198.02649952781108e-20
36414.04441880797068e-192.02220940398534e-19
36511.24670397208321e-186.23351986041605e-19
36613.51284112468550e-181.75642056234275e-18
36719.80179082827072e-184.90089541413536e-18
36812.70785967792334e-171.35392983896167e-17
36917.4052316051755e-173.70261580258775e-17
37012.11622479119962e-161.05811239559981e-16
37115.69929163556451e-162.84964581778225e-16
37211.13427171350354e-155.67135856751768e-16
3730.9999999999999983.27360335612217e-151.63680167806108e-15
3740.9999999999999968.72592457552425e-154.36296228776212e-15
3750.9999999999999892.29280597476733e-141.14640298738366e-14
3760.999999999999975.95632811926981e-142.97816405963491e-14
3770.9999999999999211.57148288579509e-137.85741442897545e-14
3780.9999999999997854.30202962624634e-132.15101481312317e-13
3790.9999999999994531.09396613140784e-125.46983065703922e-13
3800.9999999999986322.73570221705750e-121.36785110852875e-12
3810.9999999999966226.75572301878685e-123.37786150939343e-12
3820.9999999999968166.36876819451802e-123.18438409725901e-12
3830.9999999999990531.89358633012299e-129.46793165061494e-13
3840.999999999997475.05893827659305e-122.52946913829652e-12
3850.9999999999930241.39522730705198e-116.97613653525989e-12
3860.9999999999829043.41924635624326e-111.70962317812163e-11
3870.9999999999536549.26924468831027e-114.63462234415513e-11
3880.9999999998784522.43096434065980e-101.21548217032990e-10
3890.9999999996846466.3070881572267e-103.15354407861335e-10
3900.9999999991691671.66166569830283e-098.30832849151415e-10
3910.9999999978461484.3077032775298e-092.1538516387649e-09
3920.9999999945483261.09033485264647e-085.45167426323234e-09
3930.9999999865668572.68662850866604e-081.34331425433302e-08
3940.9999999672212846.5557432475906e-083.2778716237953e-08
3950.9999999622819777.5436045411756e-083.7718022705878e-08
3960.9999999063459721.87308056376986e-079.3654028188493e-08
3970.9999997709789244.5804215221578e-072.2902107610789e-07
3980.9999999855907222.8818555807345e-081.44092779036725e-08
3990.99999996102627.79476018269558e-083.89738009134779e-08
4000.9999999998077673.84465283344168e-101.92232641672084e-10
4010.9999999994087021.18259512432386e-095.91297562161931e-10
4020.99999999808033.83940182912413e-091.91970091456206e-09
4030.9999999939583221.20833562023762e-086.04167810118808e-09
4040.9999999808968473.82063049383554e-081.91031524691777e-08
4050.999999942232911.15534180324744e-075.7767090162372e-08
4060.9999998234588953.53082210016453e-071.76541105008226e-07
4070.999999461110641.07777871844708e-065.38889359223541e-07
4080.9999984706374853.05872502989070e-061.52936251494535e-06
4090.9999956372576768.7254846486753e-064.36274232433765e-06
4100.9999890313128962.19373742072089e-051.09686871036045e-05
4110.999988553355332.28932893393050e-051.14466446696525e-05
4120.9999821543705163.56912589678946e-051.78456294839473e-05
4130.9999494665411210.0001010669177573965.05334588786978e-05
4140.9998577430817390.000284513836522810.000142256918261405
4150.9996159063642840.0007681872714314360.000384093635715718
4160.9990700658920570.001859868215884990.000929934107942497
4170.99844810416180.003103791676399340.00155189583819967
4180.9964144505118770.007171098976246880.00358554948812344
4190.9912788325126050.01744233497478940.0087211674873947
4200.9802293080206590.03954138395868270.0197706919793414
4210.959525759703210.08094848059358140.0404742402967907
4220.9419371520835020.1161256958329970.0580628479164984
4230.9966356445250510.006728710949897310.00336435547494866
4240.9927856663444690.01442866731106220.00721433365553109


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level4110.983253588516746NOK
5% type I error level4150.992822966507177NOK
10% type I error level4170.997607655502392NOK