Multiple Linear Regression - Estimated Regression Equation |
Wealth[t] = + 243934.341691069 + 21.1772030433850Costs[t] + 1198.56923273516Orders[t] + 1.17254151275796Dividends[t] -514.841012265932Wrank[t] + 2.87190204268727`Profit/Trades`[t] -0.175298344199932`Profit/Cost`[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) | 243934.341691069 | 57861.114857 | 4.2159 | 3.3e-05 | 1.6e-05 |
Costs | 21.1772030433850 | 2.449773 | 8.6446 | 0 | 0 |
Orders | 1198.56923273516 | 415.468358 | 2.8849 | 0.004193 | 0.002096 |
Dividends | 1.17254151275796 | 0.490081 | 2.3925 | 0.017333 | 0.008666 |
Wrank | -514.841012265932 | 123.966191 | -4.1531 | 4.3e-05 | 2.1e-05 |
`Profit/Trades` | 2.87190204268727 | 0.897056 | 3.2015 | 0.001511 | 0.000755 |
`Profit/Cost` | -0.175298344199932 | 1.20116 | -0.1459 | 0.884064 | 0.442032 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.830158281661101 |
R-squared | 0.689162772610513 |
Adjusted R-squared | 0.683087777938405 |
F-TEST (value) | 113.442531196733 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 307 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 282409.286178234 |
Sum Squared Residuals | 24484786510347.8 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 6282154 | 4919186.82638592 | 1362967.17361408 |
2 | 4321023 | 1540091.84590887 | 2780931.15409113 |
3 | 4111912 | 2794416.51058210 | 1317495.48941790 |
4 | 223193 | 2307394.50175907 | -2084201.50175907 |
5 | 1491348 | 1937061.33296726 | -445713.332967258 |
6 | 1629616 | 1556240.73384313 | 73375.2661568668 |
7 | 1398893 | 1580534.92611230 | -181641.926112298 |
8 | 1926517 | 1808199.72865872 | 118317.271341283 |
9 | 983660 | 1384319.60237073 | -400659.602370731 |
10 | 1443586 | 828425.662947052 | 615160.337052948 |
11 | 1073089 | 1220154.68483954 | -147065.684839544 |
12 | 984885 | 728758.208332248 | 256126.791667752 |
13 | 1405225 | 1104805.66870679 | 300419.331293212 |
14 | 227132 | 1219509.4418252 | -992377.4418252 |
15 | 929118 | 1213182.47252148 | -284064.472521477 |
16 | 1071292 | 646202.273781805 | 425089.726218195 |
17 | 638830 | 852060.769222621 | -213230.769222621 |
18 | 856956 | 1155337.94593959 | -298381.945939587 |
19 | 992426 | 1368013.36125653 | -375587.361256527 |
20 | 444477 | 1075572.59928502 | -631095.599285018 |
21 | 857217 | 710641.595538662 | 146575.404461338 |
22 | 711969 | 897898.800345651 | -185929.800345651 |
23 | 702380 | 847032.077738563 | -144652.077738563 |
24 | 358589 | 1026544.7108983 | -667955.710898301 |
25 | 297978 | 465631.653755451 | -167653.653755451 |
26 | 585715 | 722874.50085724 | -137159.500857240 |
27 | 657954 | 1192883.55345065 | -534929.553450653 |
28 | 209458 | 404735.525642851 | -195277.525642851 |
29 | 786690 | 540108.106942841 | 246581.893057159 |
30 | 439798 | 751477.020611994 | -311679.020611994 |
31 | 688779 | 486908.190103966 | 201870.809896034 |
32 | 574339 | 699231.623964318 | -124892.623964318 |
33 | 741409 | 559006.567710054 | 182402.432289946 |
34 | 597793 | 518092.807347993 | 79700.1926520069 |
35 | 644190 | 703613.937648002 | -59423.9376480016 |
36 | 377934 | 976116.57016272 | -598182.570162719 |
37 | 640273 | 655171.667240608 | -14898.6672406085 |
38 | 697458 | 590998.932908142 | 106459.067091858 |
39 | 550608 | 614611.984157383 | -64003.9841573833 |
40 | 207393 | 364603.344502841 | -157210.344502841 |
41 | 301607 | 636071.991616228 | -334464.991616228 |
42 | 345783 | 670030.190269515 | -324247.190269515 |
43 | 501749 | 541204.265813238 | -39455.2658132381 |
44 | 379983 | 602580.413966223 | -222597.413966223 |
45 | 387475 | 445506.055693307 | -58031.0556933073 |
46 | 377305 | 453637.500261690 | -76332.5002616904 |
47 | 370837 | 614723.266935245 | -243886.266935245 |
48 | 430866 | 718062.396944947 | -287196.396944947 |
49 | 469107 | 548280.541773724 | -79173.5417737238 |
50 | 194493 | 212773.095950618 | -18280.0959506181 |
51 | 530670 | 537255.84085818 | -6585.84085817992 |
52 | 518365 | 640896.914423619 | -122531.914423619 |
53 | 491303 | 723121.63103856 | -231818.63103856 |
54 | 527021 | 503146.771318015 | 23874.2286819854 |
55 | 233773 | 451857.73113639 | -218084.731136390 |
56 | 405972 | 434864.895059380 | -28892.8950593804 |
57 | 652925 | 521171.613153389 | 131753.386846611 |
58 | 446211 | 504401.480018193 | -58190.480018193 |
59 | 341340 | 398130.413514427 | -56790.4135144272 |
60 | 387699 | 618732.410018672 | -231033.410018672 |
61 | 493408 | 522315.143245543 | -28907.1432455434 |
62 | 146494 | 162022.288828179 | -15528.2888281788 |
63 | 414462 | 441320.753260853 | -26858.7532608525 |
64 | 364304 | 554136.578351978 | -189832.578351978 |
65 | 355178 | 392256.015025401 | -37078.0150254008 |
66 | 357760 | 886079.277060931 | -528319.277060931 |
67 | 261216 | 172220.848428605 | 88995.1515713954 |
68 | 397144 | 437674.508336975 | -40530.508336975 |
69 | 374943 | 481005.475861916 | -106062.475861916 |
70 | 424898 | 531809.782834411 | -106911.782834411 |
71 | 202055 | 182031.811002800 | 20023.1889972002 |
72 | 378525 | 418593.096883763 | -40068.0968837632 |
73 | 310768 | 280961.566817832 | 29806.4331821682 |
74 | 325738 | 327852.382103318 | -2114.38210331833 |
75 | 394510 | 450440.257858188 | -55930.2578581881 |
76 | 247060 | 195056.763057871 | 52003.2369421294 |
77 | 368078 | 402718.282430205 | -34640.2824302055 |
78 | 236761 | 152935.41158732 | 83825.58841268 |
79 | 312378 | 249720.787580558 | 62657.2124194425 |
80 | 339836 | 358535.628404704 | -18699.6284047038 |
81 | 347385 | 345228.952726369 | 2156.04727363146 |
82 | 426280 | 509652.410276325 | -83372.4102763255 |
83 | 352850 | 422973.481910003 | -70123.4819100032 |
84 | 301881 | 157533.051779826 | 144347.948220174 |
85 | 377516 | 389589.331095112 | -12073.3310951122 |
86 | 357312 | 480720.248971499 | -123408.248971499 |
87 | 458343 | 533746.005511777 | -75403.0055117765 |
88 | 354228 | 376040.529449175 | -21812.5294491752 |
89 | 308636 | 297660.128663246 | 10975.8713367543 |
90 | 386212 | 408991.306537014 | -22779.3065370141 |
91 | 393343 | 420236.51653972 | -26893.5165397195 |
92 | 378509 | 427990.589243839 | -49481.5892438391 |
93 | 452469 | 432880.273661489 | 19588.7263385105 |
94 | 364839 | 528397.332495552 | -163558.332495552 |
95 | 358649 | 344284.113059103 | 14364.8869408973 |
96 | 376641 | 388404.412857244 | -11763.4128572437 |
97 | 429112 | 448816.551420025 | -19704.5514200248 |
98 | 330546 | 323151.458984812 | 7394.5410151884 |
99 | 403560 | 469784.2994947 | -66224.2994947002 |
100 | 317892 | 322886.479680404 | -4994.47968040357 |
101 | 307528 | 229792.554934230 | 77735.4450657703 |
102 | 235133 | 186806.943948169 | 48326.056051831 |
103 | 299243 | 325520.746040733 | -26277.7460407326 |
104 | 314073 | 256129.756871919 | 57943.243128081 |
105 | 368186 | 364104.65256076 | 4081.34743923976 |
106 | 269661 | 183204.933789206 | 86456.0662107942 |
107 | 125390 | 215814.773611966 | -90424.7736119657 |
108 | 510834 | 447273.098079984 | 63560.9019200164 |
109 | 321896 | 474696.511962555 | -152800.511962555 |
110 | 249898 | 190856.646678380 | 59041.3533216196 |
111 | 408881 | 360912.890400696 | 47968.1095993041 |
112 | 158492 | 191239.745620522 | -32747.7456205218 |
113 | 292154 | 314900.168784549 | -22746.1687845486 |
114 | 289513 | 217211.686085787 | 72301.3139142133 |
115 | 378049 | 368235.89339525 | 9813.1066047502 |
116 | 343466 | 340808.339832787 | 2657.66016721328 |
117 | 332743 | 317089.801311483 | 15653.1986885174 |
118 | 442882 | 424601.188104981 | 18280.8118950187 |
119 | 214215 | 182294.333731673 | 31920.6662683267 |
120 | 315688 | 278505.074210606 | 37182.9257893937 |
121 | 375195 | 673915.428314704 | -298720.428314705 |
122 | 334280 | 325262.904972602 | 9017.09502739791 |
123 | 355864 | 477704.213787423 | -121840.213787423 |
124 | 480382 | 442312.33371428 | 38069.6662857203 |
125 | 353058 | 357103.382367507 | -4045.38236750696 |
126 | 217193 | 218148.75399793 | -955.753997930224 |
127 | 314533 | 217399.575140964 | 97133.4248590355 |
128 | 318056 | 283202.109905622 | 34853.8900943783 |
129 | 314353 | 205515.141680576 | 108837.858319424 |
130 | 369448 | 338648.374990392 | 30799.6250096079 |
131 | 312846 | 281483.774964322 | 31362.2250356780 |
132 | 312075 | 228545.124579108 | 83529.8754208917 |
133 | 315009 | 209064.003951837 | 105944.996048163 |
134 | 318903 | 281248.639784365 | 37654.3602156346 |
135 | 314887 | 320544.665789948 | -5657.66578994795 |
136 | 314913 | 248906.950149035 | 66006.0498509649 |
137 | 325506 | 291234.398562504 | 34271.6014374959 |
138 | 298568 | 176331.852169608 | 122236.147830392 |
139 | 315834 | 347810.922415968 | -31976.9224159683 |
140 | 329784 | 307917.867093041 | 21866.1329069593 |
141 | 312878 | 191183.523866656 | 121694.476133344 |
142 | 314987 | 222250.316272515 | 92736.6837274854 |
143 | 325249 | 436624.434543579 | -111375.434543579 |
144 | 315877 | 564263.03151606 | -248386.031516061 |
145 | 291650 | 161212.053640827 | 130437.946359173 |
146 | 305959 | 231810.629602046 | 74148.3703979539 |
147 | 297765 | 166790.365793747 | 130974.634206253 |
148 | 315245 | 274629.05244371 | 40615.94755629 |
149 | 315236 | 332350.377166773 | -17114.3771667726 |
150 | 336425 | 328611.314437491 | 7813.68556250852 |
151 | 306268 | 165979.184146985 | 140288.815853015 |
152 | 302187 | 178408.210284153 | 123778.789715847 |
153 | 314882 | 269848.742629969 | 45033.2573700314 |
154 | 382712 | 328706.260794175 | 54005.7392058251 |
155 | 341570 | 426602.569810241 | -85032.5698102409 |
156 | 312412 | 233313.019918626 | 79098.9800813738 |
157 | 309596 | 194564.729893464 | 115031.270106536 |
158 | 315547 | 272644.366111296 | 42902.6338887045 |
159 | 313267 | 296895.94153972 | 16371.0584602802 |
160 | 316176 | 568161.78698603 | -251985.78698603 |
161 | 359335 | 339932.43350466 | 19402.5664953399 |
162 | 330068 | 327896.704885678 | 2171.29511432194 |
163 | 314289 | 237583.491348326 | 76705.5086516743 |
164 | 297413 | 170748.020338704 | 126664.979661296 |
165 | 314806 | 231291.056940033 | 83514.943059967 |
166 | 333210 | 310013.625101948 | 23196.3748980519 |
167 | 352108 | 361387.264934292 | -9279.2649342917 |
168 | 313332 | 228268.496093007 | 85063.5039069927 |
169 | 291787 | 187781.045483100 | 104005.954516900 |
170 | 318745 | 337927.219828282 | -19182.2198282818 |
171 | 315366 | 230773.309895046 | 84592.690104954 |
172 | 315688 | 399450.619975637 | -83762.6199756367 |
173 | 409642 | 567470.80373162 | -157828.80373162 |
174 | 269587 | 176132.403520218 | 93454.5964797824 |
175 | 300962 | 146979.081450048 | 153982.918549952 |
176 | 325479 | 326542.97691928 | -1063.97691928035 |
177 | 316155 | 404809.774938239 | -88654.7749382388 |
178 | 318574 | 333291.384105455 | -14717.3841054554 |
179 | 343613 | 315886.88819433 | 27726.1118056702 |
180 | 306948 | 156040.980122636 | 150907.019877364 |
181 | 330059 | 279648.486382786 | 50410.5136172143 |
182 | 288985 | 152644.138961741 | 136340.861038259 |
183 | 304485 | 196782.81991716 | 107702.18008284 |
184 | 315688 | 278519.418951532 | 37168.5810484675 |
185 | 317736 | 265610.079128008 | 52125.9208719915 |
186 | 322331 | 325535.664110862 | -3204.66411086236 |
187 | 296656 | 201881.789241748 | 94774.2107582516 |
188 | 315354 | 323217.855704655 | -7863.85570465539 |
189 | 312161 | 195442.458507242 | 116718.541492758 |
190 | 315576 | 394767.718446748 | -79191.7184467476 |
191 | 314922 | 205328.289414904 | 109593.710585096 |
192 | 314551 | 192323.19747659 | 122227.80252341 |
193 | 312339 | 239137.955955868 | 73201.0440441319 |
194 | 298700 | 178534.834937464 | 120165.165062536 |
195 | 321376 | 304814.458647091 | 16561.5413529091 |
196 | 303230 | 174258.719206650 | 128971.280793350 |
197 | 315487 | 549154.51672784 | -233667.516727840 |
198 | 315793 | 294130.478662476 | 21662.5213375238 |
199 | 312887 | 264060.332712055 | 48826.6672879446 |
200 | 315637 | 277155.197671257 | 38481.8023287427 |
201 | 324385 | 402788.237301284 | -78403.2373012844 |
202 | 308989 | 191451.884075321 | 117537.115924679 |
203 | 296702 | 160613.164317516 | 136088.835682484 |
204 | 307322 | 300375.878063102 | 6946.12193689769 |
205 | 304376 | 211109.264531520 | 93266.7354684804 |
206 | 253588 | 254256.568471507 | -668.568471506616 |
207 | 309560 | 191139.101022696 | 118420.898977304 |
208 | 298466 | 158855.921633829 | 139610.078366171 |
209 | 343929 | 331524.170788111 | 12404.8292118886 |
210 | 331955 | 296899.725186287 | 35055.2748137125 |
211 | 381180 | 362396.253250537 | 18783.7467494635 |
212 | 331420 | 362382.563943891 | -30962.5639438906 |
213 | 310201 | 195933.158333897 | 114267.841666103 |
214 | 320016 | 276340.101843895 | 43675.8981561046 |
215 | 320398 | 292179.673473678 | 28218.3265263220 |
216 | 291841 | 191895.587734666 | 99945.4122653338 |
217 | 310670 | 177969.490956037 | 132700.509043963 |
218 | 313491 | 188125.611137057 | 125365.388862943 |
219 | 331323 | 312993.957899268 | 18329.0421007320 |
220 | 319210 | 316738.542484147 | 2471.45751585324 |
221 | 318098 | 328311.533499850 | -10213.5334998505 |
222 | 292754 | 138105.914408930 | 154648.085591070 |
223 | 325176 | 283412.55020611 | 41763.4497938902 |
224 | 365959 | 350808.697933221 | 15150.3020667786 |
225 | 302409 | 164201.567712486 | 138207.432287514 |
226 | 340968 | 296545.488264229 | 44422.5117357708 |
227 | 313164 | 236484.434275823 | 76679.5657241772 |
228 | 301164 | 280070.796225116 | 21093.2037748843 |
229 | 344425 | 296695.536363632 | 47729.4636363676 |
230 | 315394 | 265761.239834181 | 49632.7601658191 |
231 | 316647 | 291036.331657035 | 25610.6683429646 |
232 | 309836 | 179407.366646510 | 130428.633353489 |
233 | 346611 | 346286.524688511 | 324.475311488743 |
234 | 322031 | 309756.64187508 | 12274.3581249200 |
235 | 315656 | 315243.635420554 | 412.364579446104 |
236 | 339445 | 301223.261203757 | 38221.7387962426 |
237 | 314964 | 489517.034265082 | -174553.034265082 |
238 | 297141 | 173292.378747255 | 123848.621252745 |
239 | 315372 | 210756.901495745 | 104615.098504255 |
240 | 312502 | 310633.261291480 | 1868.73870852032 |
241 | 313729 | 223984.783667007 | 89744.2163329927 |
242 | 315388 | 371313.202935228 | -55925.2029352283 |
243 | 315371 | 241413.656666756 | 73957.3433332442 |
244 | 296139 | 167672.068986837 | 128466.931013163 |
245 | 313880 | 481205.2006876 | -167325.200687600 |
246 | 317698 | 275673.823702805 | 42024.1762971946 |
247 | 295580 | 163253.304249869 | 132326.695750131 |
248 | 308256 | 174748.357472917 | 133507.642527083 |
249 | 303677 | 186588.334502015 | 117088.665497985 |
250 | 319369 | 307425.477541189 | 11943.5224588109 |
251 | 318690 | 271445.492349071 | 47244.5076509286 |
252 | 314049 | 196023.479246494 | 118025.520753506 |
253 | 325699 | 303404.356163680 | 22294.6438363195 |
254 | 314210 | 324501.555959397 | -10291.5559593973 |
255 | 322378 | 303412.792790622 | 18965.2072093776 |
256 | 315398 | 283540.358156945 | 31857.6418430546 |
257 | 308336 | 224965.374810308 | 83370.6251896919 |
258 | 316386 | 277387.171993774 | 38998.8280062256 |
259 | 315553 | 256325.698673265 | 59227.3013267348 |
260 | 323361 | 272757.142693724 | 50603.8573062759 |
261 | 336639 | 333862.823676157 | 2776.17632384297 |
262 | 307424 | 458516.586013234 | -151092.586013234 |
263 | 295370 | 142731.823921275 | 152638.176078725 |
264 | 322340 | 298959.971340538 | 23380.0286594620 |
265 | 319864 | 325433.06324219 | -5569.06324219004 |
266 | 317291 | 288611.217057817 | 28679.7829421834 |
267 | 280398 | 123513.547914450 | 156884.452085550 |
268 | 317330 | 274996.613163185 | 42333.3868368154 |
269 | 238125 | 203585.072713432 | 34539.9272865683 |
270 | 327071 | 317587.966938444 | 9483.03306155585 |
271 | 309038 | 205028.617477988 | 104009.382522012 |
272 | 314210 | 268297.985568464 | 45912.0144315358 |
273 | 307930 | 177588.831109093 | 130341.168890907 |
274 | 322327 | 302917.070021708 | 19409.9299782916 |
275 | 292136 | 167616.698705383 | 124519.301294617 |
276 | 263276 | 159196.040299434 | 104079.959700566 |
277 | 367655 | 363038.311547468 | 4616.68845253225 |
278 | 283910 | 245621.822272824 | 38288.1777271755 |
279 | 283587 | 152133.627242857 | 131453.372757143 |
280 | 243650 | 235105.416494053 | 8544.58350594718 |
281 | 438493 | 683558.2680292 | -245065.2680292 |
282 | 296261 | 176552.714512496 | 119708.285487504 |
283 | 230621 | 150728.728223704 | 79892.271776296 |
284 | 304252 | 230686.673461581 | 73565.326538419 |
285 | 333505 | 329663.355679030 | 3841.64432096964 |
286 | 296919 | 177226.965546899 | 119692.034453101 |
287 | 278990 | 190500.893019004 | 88489.1069809965 |
288 | 276898 | 169927.851892781 | 106970.148107219 |
289 | 327007 | 329241.147464597 | -2234.14746459709 |
290 | 317046 | 290668.141356265 | 26377.8586437353 |
291 | 304555 | 195443.790638806 | 109111.209361194 |
292 | 298096 | 169520.245840985 | 128575.754159015 |
293 | 231861 | 163336.543374203 | 68524.4566257965 |
294 | 309422 | 253914.838310627 | 55507.1616893725 |
295 | 286963 | 309754.337245857 | -22791.3372458574 |
296 | 269753 | 162183.920371333 | 107569.079628667 |
297 | 448243 | 439534.564368599 | 8708.43563140073 |
298 | 165404 | 165990.040096695 | -586.040096695229 |
299 | 204325 | 140330.072254209 | 63994.9277457913 |
300 | 407159 | 361444.239196765 | 45714.7608032352 |
301 | 290476 | 182544.890015671 | 107931.109984329 |
302 | 275311 | 186718.998868585 | 88592.0011314155 |
303 | 246541 | 172456.786094940 | 74084.2139050604 |
304 | 253468 | 218195.690417929 | 35272.3095820705 |
305 | 240897 | 270289.37921763 | -29392.3792176299 |
306 | -83265 | 318998.548503369 | -402263.548503369 |
307 | -42143 | 223449.973105017 | -265592.973105017 |
308 | 272713 | 186393.614270454 | 86319.3857295464 |
309 | 215362 | 314780.719569092 | -99418.7195690916 |
310 | 42754 | 178487.401038712 | -135733.401038712 |
311 | 306275 | 1297936.43986259 | -991661.43986259 |
312 | 253537 | 368198.688444269 | -114661.688444269 |
313 | 372631 | 725817.556902627 | -353186.556902627 |
314 | -7170 | 517192.406755547 | -524362.406755547 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.999998737432999 | 2.52513400224188e-06 | 1.26256700112094e-06 |
11 | 0.999997976242726 | 4.04751454894857e-06 | 2.02375727447428e-06 |
12 | 0.999999382747508 | 1.23450498459479e-06 | 6.17252492297394e-07 |
13 | 0.999999977658983 | 4.46820347324808e-08 | 2.23410173662404e-08 |
14 | 1 | 1.62473429306470e-26 | 8.12367146532352e-27 |
15 | 1 | 4.97452619402661e-28 | 2.48726309701331e-28 |
16 | 1 | 2.21159916221357e-43 | 1.10579958110678e-43 |
17 | 1 | 2.05446026914590e-43 | 1.02723013457295e-43 |
18 | 1 | 6.34763321448684e-45 | 3.17381660724342e-45 |
19 | 1 | 4.43963541732768e-48 | 2.21981770866384e-48 |
20 | 1 | 2.5349083142803e-47 | 1.26745415714015e-47 |
21 | 1 | 1.21267910591639e-52 | 6.06339552958194e-53 |
22 | 1 | 4.13987770570228e-54 | 2.06993885285114e-54 |
23 | 1 | 1.09374346212182e-54 | 5.4687173106091e-55 |
24 | 1 | 3.22907480924915e-54 | 1.61453740462457e-54 |
25 | 1 | 9.55132048975564e-71 | 4.77566024487782e-71 |
26 | 1 | 1.06848643900316e-71 | 5.34243219501578e-72 |
27 | 1 | 6.48745965716197e-73 | 3.24372982858098e-73 |
28 | 1 | 3.89481436489371e-85 | 1.94740718244685e-85 |
29 | 1 | 2.35823286819863e-98 | 1.17911643409932e-98 |
30 | 1 | 2.83322551352276e-100 | 1.41661275676138e-100 |
31 | 1 | 1.8755335039983e-116 | 9.3776675199915e-117 |
32 | 1 | 1.39423768635891e-117 | 6.97118843179457e-118 |
33 | 1 | 1.46740119151224e-124 | 7.33700595756119e-125 |
34 | 1 | 5.3266890680476e-126 | 2.6633445340238e-126 |
35 | 1 | 8.01011390069939e-140 | 4.00505695034969e-140 |
36 | 1 | 3.72145454247461e-139 | 1.86072727123731e-139 |
37 | 1 | 7.98338007032887e-144 | 3.99169003516444e-144 |
38 | 1 | 1.8620023580616e-149 | 9.310011790308e-150 |
39 | 1 | 9.19913403887375e-149 | 4.59956701943687e-149 |
40 | 1 | 8.50844190804755e-151 | 4.25422095402378e-151 |
41 | 1 | 6.72227925875981e-150 | 3.36113962937991e-150 |
42 | 1 | 2.40585450724237e-149 | 1.20292725362119e-149 |
43 | 1 | 1.06202970741733e-149 | 5.31014853708665e-150 |
44 | 1 | 6.70722288021576e-149 | 3.35361144010788e-149 |
45 | 1 | 1.27524410385452e-148 | 6.37622051927261e-149 |
46 | 1 | 1.26150082198831e-147 | 6.30750410994156e-148 |
47 | 1 | 6.52095472288481e-148 | 3.26047736144241e-148 |
48 | 1 | 7.27117506458896e-147 | 3.63558753229448e-147 |
49 | 1 | 2.98526950694005e-146 | 1.49263475347002e-146 |
50 | 1 | 5.04063238119693e-149 | 2.52031619059846e-149 |
51 | 1 | 4.65273870784767e-149 | 2.32636935392383e-149 |
52 | 1 | 1.76439173416282e-148 | 8.8219586708141e-149 |
53 | 1 | 1.69696716816428e-147 | 8.4848358408214e-148 |
54 | 1 | 4.61553532326807e-147 | 2.30776766163403e-147 |
55 | 1 | 2.60998861234826e-147 | 1.30499430617413e-147 |
56 | 1 | 1.32812273050659e-146 | 6.64061365253293e-147 |
57 | 1 | 4.02683948280729e-162 | 2.01341974140364e-162 |
58 | 1 | 7.67734765095732e-162 | 3.83867382547866e-162 |
59 | 1 | 4.53232365411933e-161 | 2.26616182705966e-161 |
60 | 1 | 3.64445149923842e-160 | 1.82222574961921e-160 |
61 | 1 | 7.49564107724948e-161 | 3.74782053862474e-161 |
62 | 1 | 1.05774392395089e-163 | 5.28871961975443e-164 |
63 | 1 | 8.54067318759966e-163 | 4.27033659379983e-163 |
64 | 1 | 8.70111664269081e-162 | 4.35055832134541e-162 |
65 | 1 | 7.6141392538892e-161 | 3.8070696269446e-161 |
66 | 1 | 1.53147754151918e-160 | 7.65738770759589e-161 |
67 | 1 | 2.44365108610748e-160 | 1.22182554305374e-160 |
68 | 1 | 3.00794258512911e-159 | 1.50397129256455e-159 |
69 | 1 | 9.72681556602604e-159 | 4.86340778301302e-159 |
70 | 1 | 1.00447677006029e-157 | 5.02238385030143e-158 |
71 | 1 | 8.7477779879675e-158 | 4.37388899398375e-158 |
72 | 1 | 1.80877037956417e-157 | 9.04385189782086e-158 |
73 | 1 | 1.36266095774087e-156 | 6.81330478870433e-157 |
74 | 1 | 3.74679006716916e-156 | 1.87339503358458e-156 |
75 | 1 | 3.87470046727779e-155 | 1.93735023363890e-155 |
76 | 1 | 8.79549547341459e-155 | 4.39774773670729e-155 |
77 | 1 | 5.21953410429359e-154 | 2.60976705214679e-154 |
78 | 1 | 1.07273940892355e-153 | 5.36369704461774e-154 |
79 | 1 | 8.58740469100804e-153 | 4.29370234550402e-153 |
80 | 1 | 2.21880958336450e-152 | 1.10940479168225e-152 |
81 | 1 | 2.53098536532207e-151 | 1.26549268266103e-151 |
82 | 1 | 1.48533171140938e-150 | 7.4266585570469e-151 |
83 | 1 | 1.11810849334756e-150 | 5.59054246673782e-151 |
84 | 1 | 4.07056464235514e-150 | 2.03528232117757e-150 |
85 | 1 | 2.87883208129238e-150 | 1.43941604064619e-150 |
86 | 1 | 2.4385595705747e-149 | 1.21927978528735e-149 |
87 | 1 | 1.03317235652701e-148 | 5.16586178263503e-149 |
88 | 1 | 2.11479644589057e-148 | 1.05739822294529e-148 |
89 | 1 | 1.29338109469298e-147 | 6.46690547346491e-148 |
90 | 1 | 2.27974671738456e-147 | 1.13987335869228e-147 |
91 | 1 | 2.39380173825719e-146 | 1.19690086912859e-146 |
92 | 1 | 2.47252763506597e-145 | 1.23626381753299e-145 |
93 | 1 | 2.52011897591637e-145 | 1.26005948795818e-145 |
94 | 1 | 1.65904247513529e-144 | 8.29521237567644e-145 |
95 | 1 | 7.32667867221138e-144 | 3.66333933610569e-144 |
96 | 1 | 4.01170865735861e-143 | 2.00585432867930e-143 |
97 | 1 | 4.82690208084609e-144 | 2.41345104042304e-144 |
98 | 1 | 3.48546108296244e-143 | 1.74273054148122e-143 |
99 | 1 | 1.82208225854222e-142 | 9.11041129271112e-143 |
100 | 1 | 1.54053113841836e-141 | 7.70265569209179e-142 |
101 | 1 | 1.00924390175992e-140 | 5.04621950879962e-141 |
102 | 1 | 1.32264285596647e-140 | 6.61321427983233e-141 |
103 | 1 | 7.56608894427191e-140 | 3.78304447213596e-140 |
104 | 1 | 1.79093807099219e-139 | 8.95469035496097e-140 |
105 | 1 | 1.67628222933219e-138 | 8.38141114666095e-139 |
106 | 1 | 1.10580222493716e-137 | 5.52901112468578e-138 |
107 | 1 | 1.59724884892486e-138 | 7.98624424462431e-139 |
108 | 1 | 9.76435292519858e-139 | 4.88217646259929e-139 |
109 | 1 | 5.00962899638421e-138 | 2.50481449819211e-138 |
110 | 1 | 2.66794862906118e-137 | 1.33397431453059e-137 |
111 | 1 | 1.47254044562488e-136 | 7.3627022281244e-137 |
112 | 1 | 3.34885485586635e-136 | 1.67442742793318e-136 |
113 | 1 | 3.13774247254702e-135 | 1.56887123627351e-135 |
114 | 1 | 2.79524864684989e-134 | 1.39762432342494e-134 |
115 | 1 | 1.62269001477563e-133 | 8.11345007387813e-134 |
116 | 1 | 1.46038431270703e-132 | 7.30192156353513e-133 |
117 | 1 | 6.98467617605053e-132 | 3.49233808802526e-132 |
118 | 1 | 3.27782966084954e-131 | 1.63891483042477e-131 |
119 | 1 | 5.77006317031318e-131 | 2.88503158515659e-131 |
120 | 1 | 4.84277971965694e-130 | 2.42138985982847e-130 |
121 | 1 | 4.24893844965327e-129 | 2.12446922482664e-129 |
122 | 1 | 4.17130544360431e-128 | 2.08565272180215e-128 |
123 | 1 | 1.81410504987053e-127 | 9.07052524935263e-128 |
124 | 1 | 8.95050134960172e-127 | 4.47525067480086e-127 |
125 | 1 | 6.99710687465145e-126 | 3.49855343732572e-126 |
126 | 1 | 2.10725504651326e-125 | 1.05362752325663e-125 |
127 | 1 | 1.61591965405151e-124 | 8.07959827025753e-125 |
128 | 1 | 1.47416047693739e-123 | 7.37080238468696e-124 |
129 | 1 | 1.23025640962995e-122 | 6.15128204814975e-123 |
130 | 1 | 6.21931154518692e-122 | 3.10965577259346e-122 |
131 | 1 | 2.03786479559425e-121 | 1.01893239779712e-121 |
132 | 1 | 1.61375467118727e-120 | 8.06877335593634e-121 |
133 | 1 | 1.35285315001351e-119 | 6.76426575006757e-120 |
134 | 1 | 1.20731826971834e-118 | 6.0365913485917e-119 |
135 | 1 | 1.11706106466652e-117 | 5.5853053233326e-118 |
136 | 1 | 8.54977825506332e-117 | 4.27488912753166e-117 |
137 | 1 | 7.99644619134402e-116 | 3.99822309567201e-116 |
138 | 1 | 4.67072011197034e-115 | 2.33536005598517e-115 |
139 | 1 | 2.10381024862791e-114 | 1.05190512431396e-114 |
140 | 1 | 1.90911579359561e-113 | 9.54557896797806e-114 |
141 | 1 | 1.22325602971183e-112 | 6.11628014855915e-113 |
142 | 1 | 6.84941945824862e-112 | 3.42470972912431e-112 |
143 | 1 | 6.1982882592681e-112 | 3.09914412963405e-112 |
144 | 1 | 2.29345329777059e-112 | 1.14672664888529e-112 |
145 | 1 | 1.52545351256424e-111 | 7.62726756282122e-112 |
146 | 1 | 9.80770744432347e-111 | 4.90385372216173e-111 |
147 | 1 | 6.36423582047216e-110 | 3.18211791023608e-110 |
148 | 1 | 5.7714545317784e-109 | 2.8857272658892e-109 |
149 | 1 | 5.01333989157438e-108 | 2.50666994578719e-108 |
150 | 1 | 4.7141553637449e-107 | 2.35707768187245e-107 |
151 | 1 | 2.82597808878066e-106 | 1.41298904439033e-106 |
152 | 1 | 1.97821935686893e-105 | 9.89109678434467e-106 |
153 | 1 | 1.71348462010357e-104 | 8.56742310051784e-105 |
154 | 1 | 4.85500535122479e-104 | 2.42750267561239e-104 |
155 | 1 | 3.44239724254947e-103 | 1.72119862127473e-103 |
156 | 1 | 2.77816141600448e-102 | 1.38908070800224e-102 |
157 | 1 | 1.99645958715018e-101 | 9.9822979357509e-102 |
158 | 1 | 1.72127575594199e-100 | 8.60637877970993e-101 |
159 | 1 | 1.46918822266504e-99 | 7.3459411133252e-100 |
160 | 1 | 3.52550774364837e-99 | 1.76275387182418e-99 |
161 | 1 | 3.13601453230852e-98 | 1.56800726615426e-98 |
162 | 1 | 2.33547083389906e-97 | 1.16773541694953e-97 |
163 | 1 | 9.6101078540105e-97 | 4.80505392700525e-97 |
164 | 1 | 7.35585869503972e-96 | 3.67792934751986e-96 |
165 | 1 | 5.79485206748412e-95 | 2.89742603374206e-95 |
166 | 1 | 5.03311456227642e-94 | 2.51655728113821e-94 |
167 | 1 | 4.02747023788551e-93 | 2.01373511894275e-93 |
168 | 1 | 3.03354140769074e-92 | 1.51677070384537e-92 |
169 | 1 | 2.39413258084343e-91 | 1.19706629042171e-91 |
170 | 1 | 1.96039726985283e-90 | 9.80198634926413e-91 |
171 | 1 | 1.47967859827467e-89 | 7.39839299137334e-90 |
172 | 1 | 1.02028785923396e-88 | 5.1014392961698e-89 |
173 | 1 | 7.58151944777615e-88 | 3.79075972388807e-88 |
174 | 1 | 4.30452209759228e-87 | 2.15226104879614e-87 |
175 | 1 | 1.87203704104324e-86 | 9.3601852052162e-87 |
176 | 1 | 6.15298846991295e-86 | 3.07649423495647e-86 |
177 | 1 | 4.04055902744501e-85 | 2.02027951372250e-85 |
178 | 1 | 2.72187734781684e-84 | 1.36093867390842e-84 |
179 | 1 | 1.65229327228793e-83 | 8.26146636143963e-84 |
180 | 1 | 9.57877509833435e-83 | 4.78938754916718e-83 |
181 | 1 | 7.63810773329451e-82 | 3.81905386664725e-82 |
182 | 1 | 5.1013053398232e-81 | 2.5506526699116e-81 |
183 | 1 | 3.44652654794914e-80 | 1.72326327397457e-80 |
184 | 1 | 2.63240165196648e-79 | 1.31620082598324e-79 |
185 | 1 | 2.02332497172588e-78 | 1.01166248586294e-78 |
186 | 1 | 1.56945654048331e-77 | 7.84728270241654e-78 |
187 | 1 | 1.09153998396781e-76 | 5.45769991983903e-77 |
188 | 1 | 8.37223035856872e-76 | 4.18611517928436e-76 |
189 | 1 | 4.93278948649748e-75 | 2.46639474324874e-75 |
190 | 1 | 3.17596110328675e-74 | 1.58798055164337e-74 |
191 | 1 | 2.02446375267014e-73 | 1.01223187633507e-73 |
192 | 1 | 1.25640166429202e-72 | 6.2820083214601e-73 |
193 | 1 | 9.11382823135386e-72 | 4.55691411567693e-72 |
194 | 1 | 6.06808360917992e-71 | 3.03404180458996e-71 |
195 | 1 | 4.51274276961675e-70 | 2.25637138480837e-70 |
196 | 1 | 2.68603449470641e-69 | 1.34301724735320e-69 |
197 | 1 | 1.16119689081415e-68 | 5.80598445407073e-69 |
198 | 1 | 8.23981744614467e-68 | 4.11990872307233e-68 |
199 | 1 | 5.82463533619941e-67 | 2.91231766809971e-67 |
200 | 1 | 4.13083834692879e-66 | 2.06541917346439e-66 |
201 | 1 | 2.48661755441344e-65 | 1.24330877720672e-65 |
202 | 1 | 1.4941885690344e-64 | 7.470942845172e-65 |
203 | 1 | 7.0533638863238e-64 | 3.5266819431619e-64 |
204 | 1 | 5.07176053029087e-63 | 2.53588026514543e-63 |
205 | 1 | 3.47692138351108e-62 | 1.73846069175554e-62 |
206 | 1 | 1.72876538345246e-61 | 8.6438269172623e-62 |
207 | 1 | 8.23787837227575e-61 | 4.11893918613787e-61 |
208 | 1 | 2.77356637526939e-60 | 1.38678318763469e-60 |
209 | 1 | 1.71331932067998e-59 | 8.56659660339989e-60 |
210 | 1 | 1.19364450110286e-58 | 5.96822250551431e-59 |
211 | 1 | 8.15725595160846e-58 | 4.07862797580423e-58 |
212 | 1 | 4.40816066801251e-57 | 2.20408033400625e-57 |
213 | 1 | 2.46646287696333e-56 | 1.23323143848167e-56 |
214 | 1 | 1.60478844588547e-55 | 8.02394222942733e-56 |
215 | 1 | 1.01402885463345e-54 | 5.07014427316726e-55 |
216 | 1 | 6.07093104119084e-54 | 3.03546552059542e-54 |
217 | 1 | 3.6474115827509e-53 | 1.82370579137545e-53 |
218 | 1 | 1.66100008983361e-52 | 8.30500044916806e-53 |
219 | 1 | 9.2567796109793e-52 | 4.62838980548965e-52 |
220 | 1 | 5.8094450527211e-51 | 2.90472252636055e-51 |
221 | 1 | 3.30265789739041e-50 | 1.65132894869520e-50 |
222 | 1 | 1.37847998477300e-49 | 6.89239992386501e-50 |
223 | 1 | 8.45645075329105e-49 | 4.22822537664552e-49 |
224 | 1 | 4.68840118712882e-48 | 2.34420059356441e-48 |
225 | 1 | 2.31366013098158e-47 | 1.15683006549079e-47 |
226 | 1 | 1.46443864628267e-46 | 7.32219323141335e-47 |
227 | 1 | 8.42111626058586e-46 | 4.21055813029293e-46 |
228 | 1 | 5.01684786953688e-45 | 2.50842393476844e-45 |
229 | 1 | 3.09624844346887e-44 | 1.54812422173444e-44 |
230 | 1 | 1.74264963634277e-43 | 8.71324818171384e-44 |
231 | 1 | 9.79118165793605e-43 | 4.89559082896803e-43 |
232 | 1 | 3.82426282720345e-42 | 1.91213141360172e-42 |
233 | 1 | 1.30804532045024e-41 | 6.5402266022512e-42 |
234 | 1 | 6.85472590809015e-41 | 3.42736295404508e-41 |
235 | 1 | 3.83145601430349e-40 | 1.91572800715174e-40 |
236 | 1 | 2.08110384653354e-39 | 1.04055192326677e-39 |
237 | 1 | 1.03843252455983e-38 | 5.19216262279917e-39 |
238 | 1 | 4.9644941991066e-38 | 2.4822470995533e-38 |
239 | 1 | 2.33944403575305e-37 | 1.16972201787653e-37 |
240 | 1 | 1.35218731346086e-36 | 6.7609365673043e-37 |
241 | 1 | 6.99071966130337e-36 | 3.49535983065169e-36 |
242 | 1 | 3.77187211303299e-35 | 1.88593605651649e-35 |
243 | 1 | 2.00200354628557e-34 | 1.00100177314278e-34 |
244 | 1 | 8.3573745381293e-34 | 4.17868726906465e-34 |
245 | 1 | 3.72456186385585e-33 | 1.86228093192793e-33 |
246 | 1 | 1.98214022057981e-32 | 9.91070110289904e-33 |
247 | 1 | 9.10356293970864e-32 | 4.55178146985432e-32 |
248 | 1 | 3.63933934202988e-31 | 1.81966967101494e-31 |
249 | 1 | 1.63897192286352e-30 | 8.19485961431758e-31 |
250 | 1 | 8.74594727253938e-30 | 4.37297363626969e-30 |
251 | 1 | 4.54606401118575e-29 | 2.27303200559287e-29 |
252 | 1 | 2.06513714206332e-28 | 1.03256857103166e-28 |
253 | 1 | 1.04647664376379e-27 | 5.23238321881896e-28 |
254 | 1 | 5.41953282099936e-27 | 2.70976641049968e-27 |
255 | 1 | 1.87774857608589e-26 | 9.38874288042945e-27 |
256 | 1 | 9.35355773003166e-26 | 4.67677886501583e-26 |
257 | 1 | 3.51292600225459e-25 | 1.75646300112729e-25 |
258 | 1 | 1.69758871574385e-24 | 8.48794357871925e-25 |
259 | 1 | 8.22518657705302e-24 | 4.11259328852651e-24 |
260 | 1 | 3.89884972802012e-23 | 1.94942486401006e-23 |
261 | 1 | 1.20901324570273e-22 | 6.04506622851363e-23 |
262 | 1 | 1.64186008728314e-22 | 8.2093004364157e-23 |
263 | 1 | 4.00707654494819e-22 | 2.00353827247410e-22 |
264 | 1 | 1.73464307706325e-21 | 8.67321538531626e-22 |
265 | 1 | 7.96690102362471e-21 | 3.98345051181236e-21 |
266 | 1 | 3.42487771588496e-20 | 1.71243885794248e-20 |
267 | 1 | 5.87119933805924e-20 | 2.93559966902962e-20 |
268 | 1 | 2.55186208380841e-19 | 1.27593104190420e-19 |
269 | 1 | 1.21433227651036e-18 | 6.07166138255178e-19 |
270 | 1 | 4.90781252781329e-18 | 2.45390626390665e-18 |
271 | 1 | 2.13437913598571e-17 | 1.06718956799285e-17 |
272 | 1 | 7.01540503029589e-17 | 3.50770251514795e-17 |
273 | 1 | 2.71600636382427e-16 | 1.35800318191214e-16 |
274 | 1 | 7.0754947838814e-16 | 3.5377473919407e-16 |
275 | 0.999999999999998 | 3.17092402699063e-15 | 1.58546201349531e-15 |
276 | 0.999999999999993 | 1.40175224258583e-14 | 7.00876121292915e-15 |
277 | 0.999999999999987 | 2.66650213218903e-14 | 1.33325106609451e-14 |
278 | 0.999999999999941 | 1.17002415669482e-13 | 5.8501207834741e-14 |
279 | 0.999999999999764 | 4.7292207189558e-13 | 2.3646103594779e-13 |
280 | 0.999999999999374 | 1.25128728856853e-12 | 6.25643644284265e-13 |
281 | 0.99999999999973 | 5.41868299356559e-13 | 2.70934149678279e-13 |
282 | 0.999999999998757 | 2.48564449965343e-12 | 1.24282224982672e-12 |
283 | 0.999999999998175 | 3.65071856251133e-12 | 1.82535928125566e-12 |
284 | 0.999999999991665 | 1.66690550337841e-11 | 8.33452751689204e-12 |
285 | 0.99999999998887 | 2.22595570282524e-11 | 1.11297785141262e-11 |
286 | 0.999999999947874 | 1.04251070144507e-10 | 5.21255350722534e-11 |
287 | 0.999999999799909 | 4.00182321763381e-10 | 2.00091160881690e-10 |
288 | 0.999999999088965 | 1.82207105871992e-09 | 9.1103552935996e-10 |
289 | 0.999999998597505 | 2.80498913309138e-09 | 1.40249456654569e-09 |
290 | 0.999999999338143 | 1.32371385691773e-09 | 6.61856928458863e-10 |
291 | 0.999999996641389 | 6.71722288405603e-09 | 3.35861144202801e-09 |
292 | 0.999999996239382 | 7.52123511453412e-09 | 3.76061755726706e-09 |
293 | 0.999999981376731 | 3.72465372940552e-08 | 1.86232686470276e-08 |
294 | 0.999999931969784 | 1.36060432253036e-07 | 6.8030216126518e-08 |
295 | 0.999999967100128 | 6.57997448257271e-08 | 3.28998724128635e-08 |
296 | 0.99999980816328 | 3.83673441393933e-07 | 1.91836720696966e-07 |
297 | 0.999999511248165 | 9.77503670031514e-07 | 4.88751835015757e-07 |
298 | 0.99999707678806 | 5.84642388033105e-06 | 2.92321194016553e-06 |
299 | 0.99998507343425 | 2.98531315009233e-05 | 1.49265657504616e-05 |
300 | 0.99992029285619 | 0.000159414287620988 | 7.9707143810494e-05 |
301 | 0.999635687886784 | 0.00072862422643141 | 0.000364312113215705 |
302 | 0.998504722808108 | 0.00299055438378481 | 0.00149527719189240 |
303 | 0.997715561550123 | 0.00456887689975317 | 0.00228443844987658 |
304 | 0.999346721618418 | 0.00130655676316424 | 0.000653278381582121 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 295 | 1 | NOK |
5% type I error level | 295 | 1 | NOK |
10% type I error level | 295 | 1 | NOK |