Multiple Linear Regression - Estimated Regression Equation |
Wealth[t] = + 192265.220743186 + 4.98330302199025Costsex[t] -161.389387250037Ordersex[t] + 1.90916484532142Dividendsex[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) | 192265.220743186 | 18925.38948 | 10.1591 | 0 | 0 |
Costsex | 4.98330302199025 | 1.818211 | 2.7408 | 0.006626 | 0.003313 |
Ordersex | -161.389387250037 | 269.232715 | -0.5994 | 0.549487 | 0.274743 |
Dividendsex | 1.90916484532142 | 0.248213 | 7.6916 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.528356900965356 |
R-squared | 0.279161014797715 |
Adjusted R-squared | 0.269463629346563 |
F-TEST (value) | 28.7872454079421 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 223 |
p-value | 8.88178419700125e-16 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 118018.124280139 |
Sum Squared Residuals | 3106005917868.3 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 223193 | 495814.044345305 | -272621.044345305 |
2 | 1398893 | 600835.378415922 | 798057.621584078 |
3 | 1073089 | 772987.232636484 | 300101.767363516 |
4 | 984885 | 327437.110386831 | 657447.889613169 |
5 | 227132 | 440984.39746154 | -213852.397461540 |
6 | 1071292 | 503818.824385107 | 567473.175614893 |
7 | 638830 | 761463.604145592 | -122633.604145592 |
8 | 444477 | 470897.249888479 | -26420.2498884785 |
9 | 702380 | 558108.031740745 | 144271.968259255 |
10 | 358589 | 448333.232421564 | -89744.2324215636 |
11 | 297978 | 470362.130885315 | -172384.130885315 |
12 | 585715 | 383960.467472787 | 201754.532527213 |
13 | 209458 | 299221.610888647 | -89763.6108886469 |
14 | 786690 | 290888.936613397 | 495801.063386603 |
15 | 439798 | 336856.623973632 | 102941.376026368 |
16 | 644190 | 777329.239693117 | -133139.239693117 |
17 | 377934 | 446044.513546982 | -68110.5135469817 |
18 | 640273 | 400893.070898812 | 239379.929101188 |
19 | 207393 | 343759.26232594 | -136366.26232594 |
20 | 301607 | 447473.374695003 | -145866.374695003 |
21 | 345783 | 435723.496914407 | -89940.4969144066 |
22 | 501749 | 379551.674756886 | 122197.325243114 |
23 | 379983 | 436658.315745407 | -56675.315745407 |
24 | 387475 | 341069.692563790 | 46405.3074362105 |
25 | 469107 | 440093.182335046 | 29013.8176649544 |
26 | 194493 | 342896.041645253 | -148403.041645253 |
27 | 405972 | 308841.877260136 | 97130.1227398636 |
28 | 652925 | 306100.754108039 | 346824.245891961 |
29 | 446211 | 378917.180305139 | 67293.8196948611 |
30 | 341340 | 380378.807672874 | -39038.8076728743 |
31 | 146494 | 309887.525827646 | -163393.525827646 |
32 | 355178 | 309553.711091842 | 45624.2889081578 |
33 | 357760 | 391207.733229563 | -33447.7332295628 |
34 | 261216 | 348473.02361215 | -87257.0236121497 |
35 | 374943 | 437902.076836411 | -62959.0768364107 |
36 | 378525 | 286173.838593756 | 92351.1614062444 |
37 | 310768 | 397808.783306083 | -87040.7833060828 |
38 | 325738 | 344941.600893427 | -19203.6008934270 |
39 | 394510 | 423583.431021771 | -29073.4310217712 |
40 | 368078 | 411739.062139038 | -43661.0621390378 |
41 | 236761 | 335833.248957713 | -99072.2489577126 |
42 | 312378 | 322871.736454584 | -10493.7364545840 |
43 | 347385 | 310886.577280672 | 36498.4227193277 |
44 | 352850 | 456623.292130361 | -103773.292130361 |
45 | 301881 | 269551.445590197 | 32329.5544098032 |
46 | 377516 | 388524.756423381 | -11008.7564233813 |
47 | 458343 | 366600.508892673 | 91742.4911073272 |
48 | 354228 | 391334.919660425 | -37106.9196604251 |
49 | 308636 | 399000.624684654 | -90364.6246846538 |
50 | 386212 | 390133.943074896 | -3921.94307489609 |
51 | 393343 | 378849.402284494 | 14493.5977155058 |
52 | 452469 | 313927.644127253 | 138541.355872747 |
53 | 358649 | 266384.165650351 | 92264.834349649 |
54 | 429112 | 407894.256377011 | 21217.7436229891 |
55 | 403560 | 450434.724303948 | -46874.7243039479 |
56 | 235133 | 366901.872938205 | -131768.872938205 |
57 | 299243 | 407266.895672076 | -108023.895672075 |
58 | 314073 | 411032.990154462 | -96959.9901544622 |
59 | 368186 | 327300.155009461 | 40885.8449905392 |
60 | 269661 | 327924.218063386 | -58263.2180633858 |
61 | 321896 | 406838.671041886 | -84942.6710418857 |
62 | 408881 | 323085.77627856 | 85795.22372144 |
63 | 292154 | 375133.509505489 | -82979.5095054892 |
64 | 343466 | 301714.663973183 | 41751.3360268175 |
65 | 332743 | 355237.313663893 | -22494.3136638933 |
66 | 442882 | 369812.130273196 | 73069.8697268038 |
67 | 315688 | 310006.324994422 | 5681.67500557812 |
68 | 375195 | 440733.824708378 | -65538.824708378 |
69 | 334280 | 322602.982876962 | 11677.0171230379 |
70 | 355864 | 359829.482595615 | -3965.48259561525 |
71 | 314533 | 307183.615796378 | 7349.38420362221 |
72 | 318056 | 301263.684025411 | 16792.3159745885 |
73 | 314353 | 307057.591907021 | 7295.4080929789 |
74 | 369448 | 302214.676669344 | 67233.3233306563 |
75 | 312846 | 305495.034965216 | 7350.96503478388 |
76 | 312075 | 310758.383051286 | 1316.61694871382 |
77 | 315009 | 308708.405915307 | 6300.59408469273 |
78 | 318903 | 307578.458216328 | 11324.5417836716 |
79 | 314887 | 308053.237278963 | 6833.76272103748 |
80 | 314913 | 312014.175412828 | 2898.82458717228 |
81 | 325506 | 305534.244746250 | 19971.7552537495 |
82 | 298568 | 303828.312083460 | -5260.3120834604 |
83 | 315834 | 308055.74619398 | 7778.25380601997 |
84 | 329784 | 313074.655616282 | 16709.3443837184 |
85 | 312878 | 300287.191421977 | 12590.8085780229 |
86 | 314987 | 307324.388124762 | 7662.61187523778 |
87 | 325249 | 309217.406495562 | 16031.5935044381 |
88 | 315877 | 308824.589187626 | 7052.41081237438 |
89 | 291650 | 305699.330781972 | -14049.3307819719 |
90 | 305959 | 309027.926988055 | -3068.92698805504 |
91 | 297765 | 305342.636873476 | -7577.6368734755 |
92 | 315245 | 308382.795373322 | 6862.20462667758 |
93 | 315236 | 309825.352003655 | 5410.64799634493 |
94 | 336425 | 309639.646544424 | 26785.3534555763 |
95 | 306268 | 309676.927932959 | -3408.927932959 |
96 | 302187 | 311429.972301047 | -9242.97230104702 |
97 | 314882 | 308262.536005886 | 6619.4639941139 |
98 | 382712 | 280360.404778222 | 102351.595221778 |
99 | 341570 | 322510.569419715 | 19059.4305802848 |
100 | 312412 | 309496.276027595 | 2915.72397240458 |
101 | 309596 | 310074.178960918 | -478.178960917794 |
102 | 315547 | 307967.508313142 | 7579.49168685767 |
103 | 313267 | 291946.030600644 | 21320.9693993555 |
104 | 359335 | 330818.980771327 | 28516.019228673 |
105 | 314289 | 307010.519849226 | 7278.48015077426 |
106 | 313332 | 310485.892738549 | 2846.10726145146 |
107 | 291787 | 318102.543045562 | -26315.5430455624 |
108 | 318745 | 306101.211660108 | 12643.7883398925 |
109 | 315366 | 309499.970175695 | 5866.02982430452 |
110 | 315688 | 308169.632497673 | 7518.36750232714 |
111 | 330059 | 301864.741074634 | 28194.2589253664 |
112 | 288985 | 311337.722121595 | -22352.7221215946 |
113 | 304485 | 313671.260234706 | -9186.26023470591 |
114 | 315688 | 307508.040670763 | 8179.95932923708 |
115 | 317736 | 308897.077541529 | 8838.9224584713 |
116 | 322331 | 304387.954767416 | 17943.0452325844 |
117 | 296656 | 308739.808642168 | -12083.8086421682 |
118 | 315354 | 308001.269046321 | 7352.73095367853 |
119 | 312161 | 307294.108220393 | 4866.89177960669 |
120 | 315576 | 308290.265836145 | 7285.73416385531 |
121 | 314922 | 307330.370625915 | 7591.62937408508 |
122 | 314551 | 307041.187150194 | 7509.81284980634 |
123 | 312339 | 317521.880592109 | -5182.88059210905 |
124 | 298700 | 314739.473179125 | -16039.4731791252 |
125 | 321376 | 310414.883296081 | 10961.1167039189 |
126 | 303230 | 309769.756869525 | -6539.75686952504 |
127 | 315487 | 308243.587548589 | 7243.41245141102 |
128 | 315793 | 306777.188730154 | 9015.81126984637 |
129 | 312887 | 309395.837974425 | 3491.16202557470 |
130 | 315637 | 305457.5170224 | 10179.4829775998 |
131 | 324385 | 342321.605573928 | -17936.605573928 |
132 | 308989 | 308498.853389942 | 490.14661005752 |
133 | 296702 | 293235.021615486 | 3466.97838451374 |
134 | 307322 | 315590.338448283 | -8268.33844828296 |
135 | 304376 | 328614.436369743 | -24238.4363697434 |
136 | 253588 | 352616.181088259 | -99028.181088259 |
137 | 309560 | 297614.817455982 | 11945.1825440176 |
138 | 298466 | 280959.727920748 | 17506.2720792522 |
139 | 343929 | 330347.406700891 | 13581.5932991091 |
140 | 331955 | 304547.007034674 | 27407.9929653259 |
141 | 381180 | 340005.773289505 | 41174.2267104953 |
142 | 331420 | 322048.954497525 | 9371.04550247472 |
143 | 310201 | 305895.139529036 | 4305.86047096426 |
144 | 320016 | 310965.0024684 | 9050.99753159988 |
145 | 320398 | 312743.325297304 | 7654.67470269602 |
146 | 310670 | 321934.022877876 | -11264.0228778762 |
147 | 313491 | 297609.224142863 | 15881.7758571365 |
148 | 331323 | 327662.028026313 | 3660.97197368653 |
149 | 318098 | 310384.684500063 | 7713.31549993694 |
150 | 292754 | 295119.563053807 | -2365.56305380657 |
151 | 325176 | 311124.621139657 | 14051.3788603427 |
152 | 365959 | 346337.256731097 | 19621.7432689029 |
153 | 302409 | 304522.205216548 | -2113.20521654752 |
154 | 301164 | 305788.790488759 | -4624.79048875940 |
155 | 344425 | 309831.31898736 | 34593.6810126398 |
156 | 315394 | 306291.641582826 | 9102.35841717402 |
157 | 309836 | 295834.050757091 | 14001.9492429092 |
158 | 346611 | 355383.567147476 | -8772.5671474765 |
159 | 315656 | 306991.820720826 | 8664.17927917356 |
160 | 339445 | 318268.230638871 | 21176.7693611290 |
161 | 314964 | 306951.667181031 | 8012.33281896898 |
162 | 297141 | 307649.174604053 | -10508.1746040530 |
163 | 315372 | 307385.837353029 | 7986.16264697092 |
164 | 312502 | 308141.771760027 | 4360.22823997300 |
165 | 313729 | 307371.524479959 | 6357.47552004109 |
166 | 315388 | 308046.668220792 | 7341.33177920819 |
167 | 315371 | 309108.909751007 | 6262.0902489926 |
168 | 296139 | 309559.208949953 | -13420.2089499525 |
169 | 313880 | 308493.899655201 | 5386.1003447991 |
170 | 317698 | 305316.292618864 | 12381.7073811359 |
171 | 295580 | 312061.673359915 | -16481.6733599151 |
172 | 308256 | 309186.279293508 | -930.279293508072 |
173 | 303677 | 305240.072966764 | -1563.07296676443 |
174 | 319369 | 314524.184598677 | 4844.81540132331 |
175 | 318690 | 305209.084730441 | 13480.9152695586 |
176 | 314049 | 308130.285219182 | 5918.71478081839 |
177 | 325699 | 307353.204701524 | 18345.7952984761 |
178 | 314210 | 311268.893388779 | 2941.10661122142 |
179 | 322378 | 342809.80420216 | -20431.8042021599 |
180 | 315398 | 307552.954234815 | 7845.04576518492 |
181 | 316386 | 305562.756352637 | 10823.2436473632 |
182 | 315553 | 308146.344499146 | 7406.65550085378 |
183 | 323361 | 307499.798404447 | 15861.2015955528 |
184 | 336639 | 338592.735223242 | -1953.73522324242 |
185 | 307424 | 316400.212580997 | -8976.21258099662 |
186 | 295370 | 298345.979829563 | -2975.97982956312 |
187 | 322340 | 309542.646558629 | 12797.3534413708 |
188 | 319864 | 317598.882563245 | 2265.11743675531 |
189 | 317291 | 332197.064460828 | -14906.064460828 |
190 | 280398 | 272037.665636638 | 8360.33436336157 |
191 | 317330 | 310421.881533554 | 6908.1184664462 |
192 | 238125 | 329437.382906842 | -91312.3829068422 |
193 | 327071 | 306336.549114038 | 20734.4508859622 |
194 | 309038 | 307811.716341724 | 1226.2836582756 |
195 | 314210 | 307449.588726742 | 6760.4112732577 |
196 | 307930 | 305663.431612693 | 2266.56838730710 |
197 | 322327 | 312353.425620522 | 9973.574379478 |
198 | 292136 | 306800.575228275 | -14664.5752282746 |
199 | 263276 | 310437.317447204 | -47161.3174472042 |
200 | 367655 | 324693.056089523 | 42961.9439104771 |
201 | 283587 | 305376.862141653 | -21789.8621416531 |
202 | 243650 | 313396.902280081 | -69746.9022800806 |
203 | 296261 | 315710.021001748 | -19449.0210017477 |
204 | 304252 | 331502.179671075 | -27250.1796710753 |
205 | 333505 | 317466.806805245 | 16038.1931947551 |
206 | 296919 | 307345.149760697 | -10426.1497606967 |
207 | 276898 | 316787.635030262 | -39889.6350302616 |
208 | 327007 | 331346.701230581 | -4339.70123058053 |
209 | 317046 | 323417.323966175 | -6371.32396617469 |
210 | 304555 | 307764.119119725 | -3209.11911972518 |
211 | 298096 | 304337.896760713 | -6241.8967607126 |
212 | 231861 | 329002.286450994 | -97141.2864509938 |
213 | 309422 | 322939.253096278 | -13517.2530962775 |
214 | 165404 | 351683.751301084 | -186279.751301084 |
215 | 204325 | 337055.853867578 | -132730.853867578 |
216 | 407159 | 272076.960273615 | 135082.039726385 |
217 | 275311 | 326846.332572427 | -51535.3325724269 |
218 | 246541 | 321249.941257060 | -74708.9412570595 |
219 | 253468 | 330354.348575288 | -76886.3485752876 |
220 | 240897 | 333258.74833372 | -92361.7483337203 |
221 | -42143 | 328147.141833989 | -370290.141833989 |
222 | 272713 | 305655.892215735 | -32942.8922157352 |
223 | 42754 | 306652.789048288 | -263898.789048288 |
224 | 306275 | 630681.02565202 | -324406.02565202 |
225 | 253537 | 385003.976762145 | -131466.976762145 |
226 | 372631 | 402157.063904417 | -29526.0639044171 |
227 | -7170 | 323282.242179113 | -330452.242179113 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 1 | 3.23628973892804e-21 | 1.61814486946402e-21 |
8 | 1 | 7.45233128743543e-25 | 3.72616564371772e-25 |
9 | 1 | 7.93029794633198e-26 | 3.96514897316599e-26 |
10 | 1 | 7.78912754433532e-26 | 3.89456377216766e-26 |
11 | 1 | 1.22229371702441e-29 | 6.11146858512203e-30 |
12 | 1 | 1.99811271258615e-30 | 9.99056356293076e-31 |
13 | 1 | 2.35311260223077e-31 | 1.17655630111539e-31 |
14 | 1 | 1.26803495648770e-38 | 6.34017478243852e-39 |
15 | 1 | 9.3412149810602e-39 | 4.6706074905301e-39 |
16 | 1 | 2.86747587620996e-40 | 1.43373793810498e-40 |
17 | 1 | 5.02984391737373e-40 | 2.51492195868687e-40 |
18 | 1 | 3.11440634443009e-43 | 1.55720317221505e-43 |
19 | 1 | 9.80512802766635e-45 | 4.90256401383318e-45 |
20 | 1 | 4.45562728584114e-45 | 2.22781364292057e-45 |
21 | 1 | 6.80327107143507e-46 | 3.40163553571754e-46 |
22 | 1 | 5.06653076748258e-46 | 2.53326538374129e-46 |
23 | 1 | 8.19087377406804e-46 | 4.09543688703402e-46 |
24 | 1 | 1.2812553490627e-45 | 6.4062767453135e-46 |
25 | 1 | 1.36433227308585e-45 | 6.82166136542923e-46 |
26 | 1 | 6.65764517034865e-47 | 3.32882258517433e-47 |
27 | 1 | 2.01200298764217e-46 | 1.00600149382109e-46 |
28 | 1 | 2.02440914537983e-54 | 1.01220457268992e-54 |
29 | 1 | 6.92550678603769e-55 | 3.46275339301884e-55 |
30 | 1 | 1.59182408406604e-54 | 7.95912042033021e-55 |
31 | 1 | 5.9274799226417e-57 | 2.96373996132085e-57 |
32 | 1 | 2.51198989005891e-56 | 1.25599494502946e-56 |
33 | 1 | 1.10101216011481e-55 | 5.50506080057403e-56 |
34 | 1 | 7.93433471993147e-56 | 3.96716735996573e-56 |
35 | 1 | 1.93491384220232e-55 | 9.6745692110116e-56 |
36 | 1 | 9.933713034685e-56 | 4.9668565173425e-56 |
37 | 1 | 1.17856186861197e-55 | 5.89280934305984e-56 |
38 | 1 | 4.30993895768459e-55 | 2.15496947884229e-55 |
39 | 1 | 1.52834316346005e-54 | 7.64171581730025e-55 |
40 | 1 | 5.25079499899099e-54 | 2.62539749949550e-54 |
41 | 1 | 3.29453128598836e-54 | 1.64726564299418e-54 |
42 | 1 | 1.31263425173409e-53 | 6.56317125867044e-54 |
43 | 1 | 5.42697941770429e-53 | 2.71348970885214e-53 |
44 | 1 | 6.50535360270667e-53 | 3.25267680135333e-53 |
45 | 1 | 2.9525535531779e-52 | 1.47627677658895e-52 |
46 | 1 | 1.22185410267973e-51 | 6.10927051339863e-52 |
47 | 1 | 1.69095651854958e-51 | 8.45478259274791e-52 |
48 | 1 | 6.23175105144669e-51 | 3.11587552572335e-51 |
49 | 1 | 8.45982671272631e-51 | 4.22991335636316e-51 |
50 | 1 | 3.39393424802813e-50 | 1.69696712401406e-50 |
51 | 1 | 1.19123874375880e-49 | 5.95619371879398e-50 |
52 | 1 | 2.72709393413369e-50 | 1.36354696706684e-50 |
53 | 1 | 3.69888720948051e-50 | 1.84944360474026e-50 |
54 | 1 | 1.04216476264838e-49 | 5.21082381324191e-50 |
55 | 1 | 3.26113995479622e-49 | 1.63056997739811e-49 |
56 | 1 | 6.69174270258012e-50 | 3.34587135129006e-50 |
57 | 1 | 6.5457542375186e-50 | 3.2728771187593e-50 |
58 | 1 | 5.82781576265661e-50 | 2.91390788132831e-50 |
59 | 1 | 1.59881084345793e-49 | 7.99405421728964e-50 |
60 | 1 | 2.79867073795034e-49 | 1.39933536897517e-49 |
61 | 1 | 7.61548341855167e-49 | 3.80774170927584e-49 |
62 | 1 | 6.78750185563898e-49 | 3.39375092781949e-49 |
63 | 1 | 1.75489208553806e-48 | 8.77446042769028e-49 |
64 | 1 | 5.22393103673607e-48 | 2.61196551836803e-48 |
65 | 1 | 1.98674312464642e-47 | 9.93371562323212e-48 |
66 | 1 | 1.13115870639832e-47 | 5.65579353199158e-48 |
67 | 1 | 4.80173589957858e-47 | 2.40086794978929e-47 |
68 | 1 | 1.09434330277642e-46 | 5.47171651388212e-47 |
69 | 1 | 4.22216078007373e-46 | 2.11108039003686e-46 |
70 | 1 | 1.16749617051151e-45 | 5.83748085255754e-46 |
71 | 1 | 4.8249775936302e-45 | 2.4124887968151e-45 |
72 | 1 | 1.96815157780394e-44 | 9.84075788901971e-45 |
73 | 1 | 7.93722043480012e-44 | 3.96861021740006e-44 |
74 | 1 | 1.02236586339860e-43 | 5.11182931699298e-44 |
75 | 1 | 4.11894546309033e-43 | 2.05947273154516e-43 |
76 | 1 | 1.57189309199954e-42 | 7.85946545999772e-43 |
77 | 1 | 5.98912812616091e-42 | 2.99456406308046e-42 |
78 | 1 | 2.29875861187132e-41 | 1.14937930593566e-41 |
79 | 1 | 8.67130844234076e-41 | 4.33565422117038e-41 |
80 | 1 | 3.08838537971617e-40 | 1.54419268985809e-40 |
81 | 1 | 1.05300519009244e-39 | 5.26502595046222e-40 |
82 | 1 | 3.87199893208726e-39 | 1.93599946604363e-39 |
83 | 1 | 1.41325458609007e-38 | 7.06627293045036e-39 |
84 | 1 | 4.93223842972059e-38 | 2.46611921486029e-38 |
85 | 1 | 1.73514005959611e-37 | 8.67570029798055e-38 |
86 | 1 | 6.21742190571644e-37 | 3.10871095285822e-37 |
87 | 1 | 2.01559475988593e-36 | 1.00779737994296e-36 |
88 | 1 | 6.94642585312351e-36 | 3.47321292656175e-36 |
89 | 1 | 2.37621000397012e-35 | 1.18810500198506e-35 |
90 | 1 | 8.25681281314935e-35 | 4.12840640657468e-35 |
91 | 1 | 2.81946120176713e-34 | 1.40973060088356e-34 |
92 | 1 | 9.44812020770985e-34 | 4.72406010385492e-34 |
93 | 1 | 3.13517618037575e-33 | 1.56758809018787e-33 |
94 | 1 | 8.58206859444319e-33 | 4.29103429722160e-33 |
95 | 1 | 2.83390343725976e-32 | 1.41695171862988e-32 |
96 | 1 | 9.02195118579316e-32 | 4.51097559289658e-32 |
97 | 1 | 2.88008289851282e-31 | 1.44004144925641e-31 |
98 | 1 | 1.30577067141724e-31 | 6.5288533570862e-32 |
99 | 1 | 2.40166663818311e-31 | 1.20083331909156e-31 |
100 | 1 | 7.75327987150134e-31 | 3.87663993575067e-31 |
101 | 1 | 2.50186714725157e-30 | 1.25093357362578e-30 |
102 | 1 | 7.89185832428516e-30 | 3.94592916214258e-30 |
103 | 1 | 1.45491871828857e-29 | 7.27459359144285e-30 |
104 | 1 | 3.71091690521540e-29 | 1.85545845260770e-29 |
105 | 1 | 9.83932822650987e-29 | 4.91966411325494e-29 |
106 | 1 | 3.03478879115187e-28 | 1.51739439557594e-28 |
107 | 1 | 8.67560518120266e-28 | 4.33780259060133e-28 |
108 | 1 | 2.51724629880414e-27 | 1.25862314940207e-27 |
109 | 1 | 7.54238307571368e-27 | 3.77119153785684e-27 |
110 | 1 | 2.20758959875439e-26 | 1.10379479937719e-26 |
111 | 1 | 5.6902014677107e-26 | 2.84510073385535e-26 |
112 | 1 | 1.60511251015262e-25 | 8.02556255076312e-26 |
113 | 1 | 4.67186616072843e-25 | 2.33593308036422e-25 |
114 | 1 | 1.33771925670762e-24 | 6.6885962835381e-25 |
115 | 1 | 3.68774530833963e-24 | 1.84387265416981e-24 |
116 | 1 | 9.14661947103061e-24 | 4.57330973551530e-24 |
117 | 1 | 2.58201391062177e-23 | 1.29100695531089e-23 |
118 | 1 | 7.02156261363401e-23 | 3.51078130681700e-23 |
119 | 1 | 1.97051380641876e-22 | 9.85256903209382e-23 |
120 | 1 | 5.25838790189252e-22 | 2.62919395094626e-22 |
121 | 1 | 1.45432499298823e-21 | 7.27162496494113e-22 |
122 | 1 | 3.92049183330143e-21 | 1.96024591665072e-21 |
123 | 1 | 1.04904127691886e-20 | 5.24520638459432e-21 |
124 | 1 | 2.76920857504497e-20 | 1.38460428752249e-20 |
125 | 1 | 6.76226531852862e-20 | 3.38113265926431e-20 |
126 | 1 | 1.77987467921838e-19 | 8.89937339609191e-20 |
127 | 1 | 4.45690681256731e-19 | 2.22845340628366e-19 |
128 | 1 | 1.12316420120870e-18 | 5.61582100604351e-19 |
129 | 1 | 2.81939278359435e-18 | 1.40969639179717e-18 |
130 | 1 | 6.98887246599455e-18 | 3.49443623299727e-18 |
131 | 1 | 1.50750785977788e-17 | 7.53753929888939e-18 |
132 | 1 | 3.78921579743484e-17 | 1.89460789871742e-17 |
133 | 1 | 9.3336330033812e-17 | 4.6668165016906e-17 |
134 | 1 | 2.27549892726494e-16 | 1.13774946363247e-16 |
135 | 1 | 4.56356001416695e-16 | 2.28178000708348e-16 |
136 | 1 | 2.14649873352832e-16 | 1.07324936676416e-16 |
137 | 1 | 4.97664328527243e-16 | 2.48832164263621e-16 |
138 | 1 | 1.21874951376937e-15 | 6.09374756884685e-16 |
139 | 0.999999999999999 | 2.87703767724540e-15 | 1.43851883862270e-15 |
140 | 0.999999999999997 | 6.03677228627355e-15 | 3.01838614313678e-15 |
141 | 0.999999999999995 | 1.07127699584172e-14 | 5.35638497920861e-15 |
142 | 0.999999999999987 | 2.52850878091245e-14 | 1.26425439045622e-14 |
143 | 0.99999999999997 | 5.9361200160455e-14 | 2.96806000802275e-14 |
144 | 0.999999999999932 | 1.35720547592527e-13 | 6.78602737962633e-14 |
145 | 0.999999999999843 | 3.13369092328756e-13 | 1.56684546164378e-13 |
146 | 0.999999999999644 | 7.12011092378186e-13 | 3.56005546189093e-13 |
147 | 0.999999999999194 | 1.61191362212541e-12 | 8.05956811062706e-13 |
148 | 0.999999999998236 | 3.52760546757231e-12 | 1.76380273378616e-12 |
149 | 0.99999999999625 | 7.49979636475145e-12 | 3.74989818237572e-12 |
150 | 0.999999999991758 | 1.64831729160171e-11 | 8.24158645800856e-12 |
151 | 0.999999999982516 | 3.49675566260086e-11 | 1.74837783130043e-11 |
152 | 0.999999999964004 | 7.19913274665002e-11 | 3.59956637332501e-11 |
153 | 0.999999999923123 | 1.53754821574732e-10 | 7.6877410787366e-11 |
154 | 0.999999999841826 | 3.1634897345305e-10 | 1.58174486726525e-10 |
155 | 0.999999999712523 | 5.74953556875028e-10 | 2.87476778437514e-10 |
156 | 0.999999999406485 | 1.18703010713058e-09 | 5.9351505356529e-10 |
157 | 0.999999998796216 | 2.40756797282512e-09 | 1.20378398641256e-09 |
158 | 0.999999997676626 | 4.64674871892735e-09 | 2.32337435946367e-09 |
159 | 0.9999999953958 | 9.20839866725099e-09 | 4.60419933362549e-09 |
160 | 0.999999991810297 | 1.63794052045420e-08 | 8.18970260227098e-09 |
161 | 0.99999998475597 | 3.04880587732367e-08 | 1.52440293866184e-08 |
162 | 0.999999970597476 | 5.88050471317919e-08 | 2.94025235658959e-08 |
163 | 0.999999944597549 | 1.10804902487254e-07 | 5.5402451243627e-08 |
164 | 0.999999897808485 | 2.04383029001861e-07 | 1.02191514500930e-07 |
165 | 0.999999812613245 | 3.74773509596509e-07 | 1.87386754798255e-07 |
166 | 0.99999966497203 | 6.70055941042626e-07 | 3.35027970521313e-07 |
167 | 0.999999408335646 | 1.18332870735129e-06 | 5.91664353675646e-07 |
168 | 0.999998913474396 | 2.17305120733760e-06 | 1.08652560366880e-06 |
169 | 0.99999810831885 | 3.78336230017160e-06 | 1.89168115008580e-06 |
170 | 0.999996679466076 | 6.64106784755888e-06 | 3.32053392377944e-06 |
171 | 0.999994100081484 | 1.17998370320532e-05 | 5.89991851602662e-06 |
172 | 0.99998969334948 | 2.06133010387390e-05 | 1.03066505193695e-05 |
173 | 0.999982393175214 | 3.52136495723382e-05 | 1.76068247861691e-05 |
174 | 0.99997288956053 | 5.42208789395275e-05 | 2.71104394697638e-05 |
175 | 0.999957510897233 | 8.49782055334539e-05 | 4.24891027667270e-05 |
176 | 0.999929774114654 | 0.000140451770692558 | 7.02258853462789e-05 |
177 | 0.999892013704943 | 0.000215972590114477 | 0.000107986295057238 |
178 | 0.999829999997707 | 0.000340000004585674 | 0.000170000002292837 |
179 | 0.999722244573075 | 0.000555510853849388 | 0.000277755426924694 |
180 | 0.999568558050542 | 0.00086288389891603 | 0.000431441949458015 |
181 | 0.999334374799989 | 0.00133125040002266 | 0.000665625200011329 |
182 | 0.998988402429992 | 0.00202319514001562 | 0.00101159757000781 |
183 | 0.998545303218134 | 0.00290939356373178 | 0.00145469678186589 |
184 | 0.997817401129904 | 0.00436519774019267 | 0.00218259887009633 |
185 | 0.996741053125628 | 0.00651789374874352 | 0.00325894687437176 |
186 | 0.99511534182673 | 0.0097693163465393 | 0.00488465817326965 |
187 | 0.993306793460171 | 0.0133864130796572 | 0.00669320653982858 |
188 | 0.991522771296388 | 0.0169544574072237 | 0.00847722870361186 |
189 | 0.987642730885432 | 0.0247145382291361 | 0.0123572691145681 |
190 | 0.982644315659814 | 0.0347113686803724 | 0.0173556843401862 |
191 | 0.975909125219923 | 0.0481817495601534 | 0.0240908747800767 |
192 | 0.969919997727307 | 0.060160004545386 | 0.030080002272693 |
193 | 0.961890222952294 | 0.0762195540954126 | 0.0381097770477063 |
194 | 0.950933434088616 | 0.098133131822768 | 0.049066565911384 |
195 | 0.936788245396446 | 0.126423509207109 | 0.0632117546035543 |
196 | 0.918989873677504 | 0.162020252644993 | 0.0810101263224963 |
197 | 0.898067054846899 | 0.203865890306203 | 0.101932945153101 |
198 | 0.869707128364928 | 0.260585743270143 | 0.130292871635072 |
199 | 0.83358852893681 | 0.332822942126381 | 0.166411471063190 |
200 | 0.82555487130304 | 0.348890257393921 | 0.174445128696960 |
201 | 0.782771611054772 | 0.434456777890456 | 0.217228388945228 |
202 | 0.73655812471818 | 0.52688375056364 | 0.26344187528182 |
203 | 0.683889881262479 | 0.632220237475043 | 0.316110118737521 |
204 | 0.632607983376784 | 0.734784033246433 | 0.367392016623216 |
205 | 0.597663236831503 | 0.804673526336995 | 0.402336763168497 |
206 | 0.542978498876612 | 0.914043002246777 | 0.457021501123388 |
207 | 0.474580549332453 | 0.949161098664906 | 0.525419450667547 |
208 | 0.430175657703596 | 0.860351315407192 | 0.569824342296404 |
209 | 0.378617957769077 | 0.757235915538154 | 0.621382042230923 |
210 | 0.332063932945225 | 0.66412786589045 | 0.667936067054775 |
211 | 0.285041938120887 | 0.570083876241773 | 0.714958061879113 |
212 | 0.221424154297335 | 0.442848308594671 | 0.778575845702665 |
213 | 0.162266695343604 | 0.324533390687208 | 0.837733304656396 |
214 | 0.135684550069981 | 0.271369100139962 | 0.864315449930019 |
215 | 0.0965256141978497 | 0.193051228395699 | 0.90347438580215 |
216 | 0.317331719318313 | 0.634663438636627 | 0.682668280681687 |
217 | 0.231605939275646 | 0.463211878551292 | 0.768394060724354 |
218 | 0.154393854876163 | 0.308787709752325 | 0.845606145123837 |
219 | 0.093635973789642 | 0.187271947579284 | 0.906364026210358 |
220 | 0.0478906363087371 | 0.0957812726174742 | 0.952109363691263 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 180 | 0.841121495327103 | NOK |
5% type I error level | 185 | 0.864485981308411 | NOK |
10% type I error level | 189 | 0.883177570093458 | NOK |