Multiple Linear Regression - Estimated Regression Equation |
Wealth[t] = + 112200.404639828 -9.55889135755833Costs[t] + 367.777760278712Orders[t] + 3.34229417014197Dividends[t] + 0.326106031720589`Profit/Trades`[t] -0.0604840098092537`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) | 112200.404639828 | 27238.002977 | 4.1193 | 5.5e-05 | 2.8e-05 |
Costs | -9.55889135755833 | 2.445302 | -3.9091 | 0.000126 | 6.3e-05 |
Orders | 367.777760278712 | 375.188448 | 0.9802 | 0.328119 | 0.16406 |
Dividends | 3.34229417014197 | 0.326577 | 10.2343 | 0 | 0 |
`Profit/Trades` | 0.326106031720589 | 0.518142 | 0.6294 | 0.529804 | 0.264902 |
`Profit/Cost` | -0.0604840098092537 | 0.607411 | -0.0996 | 0.920778 | 0.460389 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.64654374737574 |
R-squared | 0.418018817270664 |
Adjusted R-squared | 0.403824154277266 |
F-TEST (value) | 29.449013158331 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 205 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 154023.847431686 |
Sum Squared Residuals | 4863285843420.16 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | -1212617 | -628097.372760566 | -584519.627239434 |
2 | 1367203 | 250621.054191379 | 1116581.94580862 |
3 | 1220017 | 727120.293869742 | 492896.706130258 |
4 | 984885 | 198692.090449285 | 786192.909550715 |
5 | -572920 | -126168.969871309 | -446751.030128691 |
6 | 1151176 | 581429.613206373 | 569746.386793627 |
7 | 790090 | 1046535.1819411 | -256445.181941102 |
8 | 454195 | 454527.857822369 | -332.85782236926 |
9 | 702380 | 577613.616810228 | 124766.383189772 |
10 | 264449 | 453167.476809822 | -188718.476809822 |
11 | 450033 | 523153.465658821 | -73120.4656588211 |
12 | 541063 | 196637.92600178 | 344425.07399822 |
13 | -37216 | 130754.241761845 | -167970.241761845 |
14 | 783310 | 155456.13488028 | 627853.86511972 |
15 | 467359 | 192397.791322095 | 274961.208677905 |
16 | 821730 | 1112861.7021898 | -291131.702189799 |
17 | 377934 | 354703.278993692 | 23230.7210063084 |
18 | 651939 | 338368.459816706 | 313570.540183294 |
19 | 225986 | 388270.616332064 | -162284.616332064 |
20 | 348695 | 536130.283810954 | -187435.283810954 |
21 | 373683 | 324952.313274485 | 48730.6867255151 |
22 | 501709 | 415653.899430561 | 86055.1005694395 |
23 | 413743 | 472353.31056065 | -58610.3105606503 |
24 | 379825 | 314398.259216374 | 65426.7407836261 |
25 | 469107 | 495217.410521403 | -26110.4105214026 |
26 | 211928 | 360925.508289351 | -148997.508289351 |
27 | 423262 | 323518.968522839 | 99743.0314771614 |
28 | 509665 | 258080.167920617 | 251584.832079383 |
29 | 455881 | 372592.608348846 | 83288.3916511544 |
30 | 367772 | 451698.810565288 | -83926.8105652876 |
31 | 232942 | 311271.948363669 | -78329.9483636686 |
32 | 361517 | 304405.802146959 | 57111.1978530409 |
33 | 360962 | 381460.584705164 | -20498.5847051645 |
34 | 235561 | 379486.972590163 | -143925.972590163 |
35 | 450296 | 564522.337436091 | -114226.337436091 |
36 | 378519 | 208909.704112466 | 169609.295887534 |
37 | 326638 | 469844.326983828 | -143206.326983828 |
38 | 328233 | 378996.283777479 | -50763.2837774785 |
39 | 386225 | 504890.835996638 | -118665.835996638 |
40 | 370225 | 497951.77368616 | -127726.77368616 |
41 | 269236 | 356402.990092557 | -87166.9900925565 |
42 | 365732 | 351716.221575241 | 14015.7784247585 |
43 | 345811 | 315316.864018928 | 30494.1359810725 |
44 | 418876 | 581640.177393836 | -162764.177393836 |
45 | 297476 | 244133.146051422 | 53342.8539485779 |
46 | 416776 | 460828.329632345 | -44052.3296323445 |
47 | 458343 | 416822.182883419 | 41520.8171165811 |
48 | 388386 | 463651.589961738 | -75265.5899617382 |
49 | 358934 | 465816.739157878 | -106882.739157878 |
50 | 407560 | 463469.950462262 | -55909.9504622624 |
51 | 392558 | 426874.376825143 | -34316.3768251429 |
52 | 428370 | 328965.841002229 | 99404.158997771 |
53 | 358649 | 236529.145091326 | 122119.854908674 |
54 | 467427 | 501414.411466967 | -33987.4114669667 |
55 | 436230 | 533141.509986334 | -96911.5099863336 |
56 | 286849 | 413685.516710042 | -126836.516710042 |
57 | 376685 | 463538.905484008 | -86853.9054840077 |
58 | 407198 | 493591.46467723 | -86393.4646772296 |
59 | 377772 | 340943.175976237 | 36828.8240237635 |
60 | 271483 | 355920.670926348 | -84437.670926348 |
61 | 324881 | 416264.685904128 | -91383.6859041276 |
62 | 420968 | 340804.3394839 | 80163.6605161003 |
63 | 191521 | 367105.5621718 | -175584.5621718 |
64 | 354624 | 300377.461707817 | 54246.538292183 |
65 | 363713 | 397390.406606438 | -33677.4066064379 |
66 | 456657 | 397122.821606432 | 59534.1783935684 |
67 | 338381 | 317322.759828655 | 21058.2401713446 |
68 | 418530 | 414370.806189181 | 4159.1938108186 |
69 | 351483 | 335701.420754341 | 15781.5792456587 |
70 | 372928 | 450290.026262225 | -77362.0262622253 |
71 | 325314 | 323925.484323301 | 1388.51567669918 |
72 | 322046 | 311665.270033959 | 10380.7299660405 |
73 | 325599 | 321991.151541363 | 3607.84845863697 |
74 | 377028 | 293366.779427926 | 83661.2205720742 |
75 | 323850 | 335936.35982185 | -12086.35982185 |
76 | 331514 | 317616.640869847 | 13897.3591301529 |
77 | 325632 | 321560.226151596 | 4071.77384840442 |
78 | 322265 | 311047.2653163 | 11217.7346837001 |
79 | 325906 | 299072.858063204 | 26833.1419367957 |
80 | 325985 | 330336.3670085 | -4351.36700849955 |
81 | 346145 | 328199.02515729 | 17945.9748427103 |
82 | 325898 | 305220.974502877 | 20677.0254971226 |
83 | 325356 | 324009.184763667 | 1346.81523633301 |
84 | 325930 | 356537.964059056 | -30607.964059056 |
85 | 318020 | 309664.752050815 | 8355.24794918465 |
86 | 326389 | 314798.889222444 | 11590.1107775563 |
87 | 302925 | 309376.637681193 | -6451.6376811932 |
88 | 325540 | 329690.211918127 | -4150.21191812665 |
89 | 326736 | 338103.157070733 | -11367.1570707325 |
90 | 340580 | 320058.03070734 | 20521.9692926601 |
91 | 331828 | 315045.522424028 | 16782.4775759715 |
92 | 323299 | 328896.27844157 | -5597.27844156951 |
93 | 387722 | 267497.329465757 | 120224.670534243 |
94 | 324598 | 328671.911268304 | -4073.91126830426 |
95 | 328726 | 325210.853072477 | 3515.14692752339 |
96 | 325043 | 322275.665509762 | 2767.33449023758 |
97 | 387732 | 351134.662716156 | 36597.3372838438 |
98 | 332202 | 296963.609568861 | 35238.3904311386 |
99 | 328451 | 328667.595737449 | -216.595737448872 |
100 | 307062 | 338572.027140949 | -31510.0271409494 |
101 | 331345 | 321691.823746796 | 9653.17625320357 |
102 | 331824 | 326520.897575965 | 5303.10242403505 |
103 | 325685 | 336768.995279782 | -11083.9952797823 |
104 | 322741 | 307566.692070577 | 15174.3079294227 |
105 | 310902 | 320286.738209617 | -9384.7382096171 |
106 | 324295 | 324005.552315521 | 289.447684478713 |
107 | 326156 | 322214.173539024 | 3941.82646097562 |
108 | 326960 | 315135.951199941 | 11824.0488000591 |
109 | 333411 | 300237.853704195 | 33173.1462958049 |
110 | 297761 | 320742.524780904 | -22981.5247809043 |
111 | 325536 | 333476.252406657 | -7940.2524066575 |
112 | 325762 | 335721.19504183 | -9959.1950418305 |
113 | 327957 | 324441.319929541 | 3515.68007045879 |
114 | 318521 | 338897.389871741 | -20376.3898717409 |
115 | 319775 | 329684.368400487 | -9909.36840048719 |
116 | 325486 | 352689.660569558 | -27203.6605695577 |
117 | 325838 | 322299.546821299 | 3538.45317870066 |
118 | 331767 | 331726.923924464 | 40.0760755357987 |
119 | 324523 | 319239.801296072 | 5283.19870392838 |
120 | 339995 | 344972.321764079 | -4977.32176407862 |
121 | 319582 | 326535.069662153 | -6953.06966215315 |
122 | 307245 | 294904.944027802 | 12340.0559721984 |
123 | 317967 | 344889.872968248 | -26922.8729682478 |
124 | 331488 | 364815.754422632 | -33327.7544226321 |
125 | 335452 | 398787.136287294 | -63335.1362872935 |
126 | 334184 | 299590.221101624 | 34593.7788983758 |
127 | 313213 | 278763.475825112 | 34449.5241748881 |
128 | 348678 | 362257.917697507 | -13579.9176975073 |
129 | 328727 | 312430.906953827 | 16296.0930461728 |
130 | 387978 | 378771.468171745 | 9206.53182825536 |
131 | 336704 | 361162.390681515 | -24458.3906815152 |
132 | 322076 | 324456.444920821 | -2380.44492082082 |
133 | 334272 | 324082.00660737 | 10189.9933926302 |
134 | 338197 | 333289.605539122 | 4907.39446087785 |
135 | 322145 | 342571.316027479 | -20426.3160274788 |
136 | 323351 | 309506.121601998 | 13844.8783980018 |
137 | 327748 | 352179.904256144 | -24431.9042561445 |
138 | 328157 | 330580.969495052 | -2423.96949505209 |
139 | 311594 | 296724.631316735 | 14869.3686832654 |
140 | 335962 | 326867.119996672 | 9094.8800033281 |
141 | 372426 | 388656.291555648 | -16230.2915556476 |
142 | 319844 | 316912.891658492 | 2931.10834150761 |
143 | 311464 | 324440.893669147 | -12976.8936691469 |
144 | 353417 | 321349.99127672 | 32067.00872328 |
145 | 325590 | 319988.44334547 | 5601.55665453 |
146 | 326126 | 299398.411513774 | 26727.5884862258 |
147 | 369376 | 412539.128736447 | -43163.1287364473 |
148 | 325871 | 325960.876125347 | -89.8761253470948 |
149 | 342165 | 336204.943311664 | 5960.05668833626 |
150 | 324967 | 352907.699878477 | -27940.6998784771 |
151 | 314832 | 322660.370564107 | -7828.37056410722 |
152 | 325557 | 318251.411039511 | 7305.58896048895 |
153 | 322649 | 334967.326617758 | -12318.3266177584 |
154 | 324598 | 322606.053939325 | 1991.94606067482 |
155 | 325567 | 328250.546497647 | -2683.54649764672 |
156 | 324005 | 322210.643193754 | 1794.35680624635 |
157 | 325748 | 356570.125203698 | -30822.1252036984 |
158 | 323385 | 317367.11395953 | 6017.88604046979 |
159 | 315409 | 326654.892758486 | -11245.8927584855 |
160 | 312275 | 315801.241381886 | -3526.2413818858 |
161 | 320576 | 308958.461538499 | 11617.5384615012 |
162 | 325246 | 322452.924026745 | 2793.07597325455 |
163 | 332961 | 313050.659046577 | 19910.340953423 |
164 | 323010 | 338719.209800727 | -15709.209800727 |
165 | 345253 | 377003.432781828 | -31750.4327818281 |
166 | 325559 | 315514.447802392 | 10044.5521976085 |
167 | 319951 | 316623.360315763 | 3327.63968423696 |
168 | 318519 | 311248.377328239 | 7270.62267176097 |
169 | 343222 | 373923.200494577 | -30701.2004945769 |
170 | 317234 | 366477.886749162 | -49243.8867491624 |
171 | 314025 | 304345.02937432 | 9679.97062568026 |
172 | 320249 | 314520.507679269 | 5728.4923207311 |
173 | 349365 | 359983.501123561 | -10618.501123561 |
174 | 289197 | 250873.674333381 | 38323.3256666187 |
175 | 329245 | 327963.627837101 | 1281.37216289872 |
176 | 240869 | 326027.105631516 | -85158.1056315161 |
177 | 327182 | 318309.935702531 | 8872.06429746909 |
178 | 322876 | 306510.44300612 | 16365.5569938797 |
179 | 323117 | 327762.716390114 | -4645.71639011354 |
180 | 306351 | 307622.910119474 | -1271.91011947364 |
181 | 335137 | 326065.002132605 | 9071.9978673952 |
182 | 308271 | 312786.114121214 | -4515.1141212143 |
183 | 301731 | 317639.205549197 | -15908.2055491966 |
184 | 382409 | 342669.378153899 | 39739.6218461009 |
185 | 298731 | 307613.807914121 | -8882.80791412086 |
186 | 243650 | 251609.734832198 | -7959.73483219766 |
187 | 319771 | 327516.673764519 | -7745.67376451944 |
188 | 347262 | 348105.465749713 | -843.465749713367 |
189 | 343945 | 327604.971422326 | 16340.0285776738 |
190 | 311874 | 310946.178686521 | 927.82131347854 |
191 | 316708 | 329350.482110074 | -12642.4821100743 |
192 | 333463 | 344568.464310812 | -11105.4643108119 |
193 | 344282 | 340529.395414136 | 3752.60458586425 |
194 | 319635 | 307660.80029282 | 11974.1997071797 |
195 | 301186 | 309232.083649938 | -8046.0836499378 |
196 | 300381 | 351160.88984963 | -50779.8898496296 |
197 | 318765 | 354840.623544312 | -36075.6235443124 |
198 | 312448 | 371660.458444228 | -59212.4584442278 |
199 | 299715 | 360169.710993394 | -60454.7109933941 |
200 | 373399 | 208204.887256343 | 165194.112743657 |
201 | 325586 | 341763.193417503 | -16177.193417503 |
202 | 291221 | 336481.346221694 | -45260.3462216941 |
203 | 261173 | 346047.865857355 | -84874.865857355 |
204 | 255027 | 355425.022903842 | -100398.022903842 |
205 | -58143 | 240539.430936442 | -298682.430936442 |
206 | 227033 | 282688.837938903 | -55655.8379389034 |
207 | 21267 | 251056.773918372 | -229789.773918372 |
208 | 238675 | 387137.930777243 | -148462.930777243 |
209 | 197687 | 301260.586507083 | -103573.586507083 |
210 | 418341 | 257807.57029265 | 160533.42970735 |
211 | -297706 | 55110.3911066286 | -352816.391106629 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 1 | 3.87188403680054e-27 | 1.93594201840027e-27 |
10 | 1 | 1.80489241755293e-27 | 9.02446208776465e-28 |
11 | 1 | 1.31035641297382e-26 | 6.5517820648691e-27 |
12 | 1 | 2.72818951018991e-27 | 1.36409475509495e-27 |
13 | 1 | 4.92127343672458e-28 | 2.46063671836229e-28 |
14 | 1 | 8.68346569531875e-40 | 4.34173284765938e-40 |
15 | 1 | 1.02588889700918e-41 | 5.12944448504592e-42 |
16 | 1 | 2.22365854584213e-54 | 1.11182927292106e-54 |
17 | 1 | 9.16030053275391e-54 | 4.58015026637696e-54 |
18 | 1 | 4.51609908966401e-58 | 2.25804954483201e-58 |
19 | 1 | 1.55068083097424e-59 | 7.7534041548712e-60 |
20 | 1 | 5.19568829365494e-60 | 2.59784414682747e-60 |
21 | 1 | 2.00952637770705e-60 | 1.00476318885353e-60 |
22 | 1 | 2.96837520183669e-60 | 1.48418760091835e-60 |
23 | 1 | 1.23049593384702e-59 | 6.15247966923511e-60 |
24 | 1 | 3.28501705561148e-59 | 1.64250852780574e-59 |
25 | 1 | 1.07071785490377e-58 | 5.35358927451887e-59 |
26 | 1 | 2.23990568142306e-59 | 1.11995284071153e-59 |
27 | 1 | 5.5672627755991e-59 | 2.78363138779955e-59 |
28 | 1 | 4.71483596378643e-64 | 2.35741798189321e-64 |
29 | 1 | 2.41231882512028e-64 | 1.20615941256014e-64 |
30 | 1 | 9.38699769453655e-64 | 4.69349884726827e-64 |
31 | 1 | 1.30101875424217e-63 | 6.50509377121085e-64 |
32 | 1 | 7.15483378703779e-63 | 3.57741689351889e-63 |
33 | 1 | 2.21370516520976e-62 | 1.10685258260488e-62 |
34 | 1 | 1.24365839607946e-62 | 6.21829198039732e-63 |
35 | 1 | 5.0847801209458e-62 | 2.5423900604729e-62 |
36 | 1 | 1.00262516129606e-62 | 5.01312580648031e-63 |
37 | 1 | 1.05718643077449e-62 | 5.28593215387247e-63 |
38 | 1 | 5.76070857197284e-62 | 2.88035428598642e-62 |
39 | 1 | 1.67058838722775e-61 | 8.35294193613875e-62 |
40 | 1 | 5.31712400849589e-61 | 2.65856200424794e-61 |
41 | 1 | 1.59722238418518e-60 | 7.9861119209259e-61 |
42 | 1 | 8.60314484255331e-60 | 4.30157242127666e-60 |
43 | 1 | 4.73771902130104e-59 | 2.36885951065052e-59 |
44 | 1 | 1.02490569506642e-58 | 5.12452847533209e-59 |
45 | 1 | 5.08132945900714e-58 | 2.54066472950357e-58 |
46 | 1 | 2.51435924106698e-57 | 1.25717962053349e-57 |
47 | 1 | 1.29877773809361e-56 | 6.49388869046806e-57 |
48 | 1 | 6.58402658316374e-56 | 3.29201329158187e-56 |
49 | 1 | 1.34784355773223e-55 | 6.73921778866116e-56 |
50 | 1 | 6.78997409924704e-55 | 3.39498704962352e-55 |
51 | 1 | 3.52857245926358e-54 | 1.76428622963179e-54 |
52 | 1 | 6.88303560684969e-54 | 3.44151780342484e-54 |
53 | 1 | 8.34504616193585e-54 | 4.17252308096793e-54 |
54 | 1 | 2.34744903544973e-53 | 1.17372451772486e-53 |
55 | 1 | 5.22557586969015e-53 | 2.61278793484507e-53 |
56 | 1 | 3.84914191225206e-53 | 1.92457095612603e-53 |
57 | 1 | 1.02749527914009e-52 | 5.13747639570043e-53 |
58 | 1 | 2.96147281088386e-52 | 1.48073640544193e-52 |
59 | 1 | 1.15931704158358e-51 | 5.79658520791792e-52 |
60 | 1 | 1.72559486023556e-51 | 8.6279743011778e-52 |
61 | 1 | 4.5305930569e-51 | 2.26529652845e-51 |
62 | 1 | 6.63571484551566e-51 | 3.31785742275783e-51 |
63 | 1 | 6.55483125401344e-52 | 3.27741562700672e-52 |
64 | 1 | 1.93124568450415e-51 | 9.65622842252077e-52 |
65 | 1 | 6.32922189508212e-51 | 3.16461094754106e-51 |
66 | 1 | 1.27886246918524e-50 | 6.39431234592621e-51 |
67 | 1 | 5.36323859258519e-50 | 2.68161929629259e-50 |
68 | 1 | 1.40868356845609e-49 | 7.04341784228043e-50 |
69 | 1 | 6.01835833925139e-49 | 3.0091791696257e-49 |
70 | 1 | 2.26340432309209e-49 | 1.13170216154605e-49 |
71 | 1 | 2.47533770098338e-49 | 1.23766885049169e-49 |
72 | 1 | 1.17460316900582e-48 | 5.87301584502909e-49 |
73 | 1 | 9.28408443734125e-49 | 4.64204221867063e-49 |
74 | 1 | 1.22106007703696e-48 | 6.10530038518478e-49 |
75 | 1 | 4.550840792091e-48 | 2.2754203960455e-48 |
76 | 1 | 1.92437968290355e-47 | 9.62189841451775e-48 |
77 | 1 | 9.07403868025372e-47 | 4.53701934012686e-47 |
78 | 1 | 4.03615990967349e-46 | 2.01807995483674e-46 |
79 | 1 | 1.49855940521158e-45 | 7.49279702605792e-46 |
80 | 1 | 6.83355685483329e-45 | 3.41677842741664e-45 |
81 | 1 | 2.93850548110219e-44 | 1.46925274055109e-44 |
82 | 1 | 1.19212176219238e-43 | 5.96060881096189e-44 |
83 | 1 | 1.75772316167222e-43 | 8.78861580836112e-44 |
84 | 1 | 4.01569577749098e-43 | 2.00784788874549e-43 |
85 | 1 | 1.69793474651162e-42 | 8.48967373255812e-43 |
86 | 1 | 7.52951756944098e-42 | 3.76475878472049e-42 |
87 | 1 | 3.2603089237348e-41 | 1.6301544618674e-41 |
88 | 1 | 1.40870923213407e-40 | 7.04354616067035e-41 |
89 | 1 | 5.51569180971058e-40 | 2.75784590485529e-40 |
90 | 1 | 2.01594307420397e-39 | 1.00797153710198e-39 |
91 | 1 | 7.64970286768989e-39 | 3.82485143384495e-39 |
92 | 1 | 3.11977990679273e-38 | 1.55988995339636e-38 |
93 | 1 | 1.15295545550466e-38 | 5.76477727752328e-39 |
94 | 1 | 4.79906382424969e-38 | 2.39953191212485e-38 |
95 | 1 | 1.95656984041119e-37 | 9.78284920205596e-38 |
96 | 1 | 7.89832459241512e-37 | 3.94916229620756e-37 |
97 | 1 | 2.47542555907562e-36 | 1.23771277953781e-36 |
98 | 1 | 7.06742007705009e-36 | 3.53371003852505e-36 |
99 | 1 | 2.76924812702804e-35 | 1.38462406351402e-35 |
100 | 1 | 9.94196082414099e-35 | 4.97098041207049e-35 |
101 | 1 | 3.65011908087206e-34 | 1.82505954043603e-34 |
102 | 1 | 1.3800472244675e-33 | 6.90023612233751e-34 |
103 | 1 | 5.26350104808726e-33 | 2.63175052404363e-33 |
104 | 1 | 1.87889957159936e-32 | 9.39449785799679e-33 |
105 | 1 | 7.08776557518854e-32 | 3.54388278759427e-32 |
106 | 1 | 2.56019833212846e-31 | 1.28009916606423e-31 |
107 | 1 | 9.14787827478964e-31 | 4.57393913739482e-31 |
108 | 1 | 3.11958169064651e-30 | 1.55979084532326e-30 |
109 | 1 | 9.02895440022268e-30 | 4.51447720011134e-30 |
110 | 1 | 3.16870877724416e-29 | 1.58435438862208e-29 |
111 | 1 | 1.0503658419903e-28 | 5.25182920995148e-29 |
112 | 1 | 3.69630720217583e-28 | 1.84815360108791e-28 |
113 | 1 | 1.3021838527439e-27 | 6.5109192637195e-28 |
114 | 1 | 4.45349019760965e-27 | 2.22674509880482e-27 |
115 | 1 | 1.53048312781663e-26 | 7.65241563908316e-27 |
116 | 1 | 4.99764006361206e-26 | 2.49882003180603e-26 |
117 | 1 | 1.65625515630154e-25 | 8.2812757815077e-26 |
118 | 1 | 5.43060471934885e-25 | 2.71530235967442e-25 |
119 | 1 | 1.76336784473346e-24 | 8.81683922366732e-25 |
120 | 1 | 5.10391376634953e-24 | 2.55195688317476e-24 |
121 | 1 | 1.660806351588e-23 | 8.30403175794e-24 |
122 | 1 | 5.03079404817044e-23 | 2.51539702408522e-23 |
123 | 1 | 1.55681366812099e-22 | 7.78406834060494e-23 |
124 | 1 | 3.82651028581695e-22 | 1.91325514290847e-22 |
125 | 1 | 4.48394558173128e-22 | 2.24197279086564e-22 |
126 | 1 | 1.06246341096041e-21 | 5.31231705480203e-22 |
127 | 1 | 3.00683074780446e-21 | 1.50341537390223e-21 |
128 | 1 | 9.18786524984198e-21 | 4.59393262492099e-21 |
129 | 1 | 2.61937502596034e-20 | 1.30968751298017e-20 |
130 | 1 | 7.8595077690398e-20 | 3.9297538845199e-20 |
131 | 1 | 2.02554400538583e-19 | 1.01277200269292e-19 |
132 | 1 | 6.05745399729538e-19 | 3.02872699864769e-19 |
133 | 1 | 1.74682358011831e-18 | 8.73411790059154e-19 |
134 | 1 | 5.13759098768024e-18 | 2.56879549384012e-18 |
135 | 1 | 1.46499625607852e-17 | 7.3249812803926e-18 |
136 | 1 | 4.2043448568765e-17 | 2.10217242843825e-17 |
137 | 1 | 1.15780518615979e-16 | 5.78902593079895e-17 |
138 | 1 | 3.22467513989872e-16 | 1.61233756994936e-16 |
139 | 1 | 8.54700981967497e-16 | 4.27350490983748e-16 |
140 | 0.999999999999999 | 2.31214527292907e-15 | 1.15607263646454e-15 |
141 | 0.999999999999997 | 6.02238149564509e-15 | 3.01119074782255e-15 |
142 | 0.999999999999992 | 1.61151690587969e-14 | 8.05758452939846e-15 |
143 | 0.999999999999979 | 4.25569384261315e-14 | 2.12784692130658e-14 |
144 | 0.99999999999995 | 9.85064925558446e-14 | 4.92532462779223e-14 |
145 | 0.999999999999873 | 2.5469537978763e-13 | 1.27347689893815e-13 |
146 | 0.999999999999702 | 5.95575139012674e-13 | 2.97787569506337e-13 |
147 | 0.99999999999949 | 1.01822067849405e-12 | 5.09110339247026e-13 |
148 | 0.9999999999987 | 2.59930526548194e-12 | 1.29965263274097e-12 |
149 | 0.9999999999968 | 6.39846964792863e-12 | 3.19923482396432e-12 |
150 | 0.999999999992138 | 1.57239956744707e-11 | 7.86199783723534e-12 |
151 | 0.99999999998072 | 3.85616800750235e-11 | 1.92808400375118e-11 |
152 | 0.999999999953373 | 9.32538391149662e-11 | 4.66269195574831e-11 |
153 | 0.999999999887997 | 2.24006221517678e-10 | 1.12003110758839e-10 |
154 | 0.999999999739195 | 5.21610352070068e-10 | 2.60805176035034e-10 |
155 | 0.99999999938853 | 1.22294087919833e-09 | 6.11470439599165e-10 |
156 | 0.999999998609745 | 2.78050909048336e-09 | 1.39025454524168e-09 |
157 | 0.999999996931493 | 6.13701400927421e-09 | 3.06850700463711e-09 |
158 | 0.999999993177924 | 1.36441524258841e-08 | 6.82207621294204e-09 |
159 | 0.99999998480869 | 3.03826194860295e-08 | 1.51913097430148e-08 |
160 | 0.99999996698597 | 6.60280614079187e-08 | 3.30140307039594e-08 |
161 | 0.999999933131281 | 1.33737437594019e-07 | 6.68687187970094e-08 |
162 | 0.999999858532882 | 2.82934235957819e-07 | 1.41467117978909e-07 |
163 | 0.999999724034064 | 5.51931871665819e-07 | 2.75965935832909e-07 |
164 | 0.999999423477087 | 1.15304582591335e-06 | 5.76522912956675e-07 |
165 | 0.999998871900002 | 2.25619999578937e-06 | 1.12809999789468e-06 |
166 | 0.99999807519606 | 3.84960788236004e-06 | 1.92480394118002e-06 |
167 | 0.9999961309366 | 7.7381268014503e-06 | 3.86906340072515e-06 |
168 | 0.999992606692157 | 1.47866156854934e-05 | 7.39330784274668e-06 |
169 | 0.999986310220452 | 2.73795590953713e-05 | 1.36897795476857e-05 |
170 | 0.99998183747401 | 3.63250519808544e-05 | 1.81625259904272e-05 |
171 | 0.99996555519797 | 6.88896040596879e-05 | 3.44448020298439e-05 |
172 | 0.999937405387253 | 0.000125189225493425 | 6.25946127467124e-05 |
173 | 0.999883447534445 | 0.000233104931109147 | 0.000116552465554573 |
174 | 0.999829868223055 | 0.000340263553889851 | 0.000170131776944926 |
175 | 0.999689529080658 | 0.000620941838684279 | 0.00031047091934214 |
176 | 0.999498808826471 | 0.00100238234705702 | 0.000501191173528511 |
177 | 0.999115437626343 | 0.00176912474731321 | 0.000884562373656603 |
178 | 0.998568780657451 | 0.00286243868509714 | 0.00143121934254857 |
179 | 0.999081189211955 | 0.00183762157609062 | 0.00091881078804531 |
180 | 0.998378532616649 | 0.00324293476670281 | 0.00162146738335141 |
181 | 0.997495287466159 | 0.00500942506768277 | 0.00250471253384139 |
182 | 0.995856996998944 | 0.00828600600211154 | 0.00414300300105577 |
183 | 0.99307139692217 | 0.0138572061556601 | 0.00692860307783007 |
184 | 0.988648335066745 | 0.0227033298665097 | 0.0113516649332548 |
185 | 0.981803075680952 | 0.0363938486380968 | 0.0181969243190484 |
186 | 0.97831247232178 | 0.0433750553564406 | 0.0216875276782203 |
187 | 0.96722423737598 | 0.0655515252480382 | 0.0327757626240191 |
188 | 0.950230863703016 | 0.0995382725939674 | 0.0497691362969837 |
189 | 0.925837815200621 | 0.148324369598758 | 0.0741621847993788 |
190 | 0.892336855976687 | 0.215326288046625 | 0.107663144023313 |
191 | 0.850498230555273 | 0.299003538889454 | 0.149501769444727 |
192 | 0.79644187701677 | 0.40711624596646 | 0.20355812298323 |
193 | 0.736029757363947 | 0.527940485272105 | 0.263970242636053 |
194 | 0.660013942928938 | 0.679972114142125 | 0.339986057071062 |
195 | 0.634379732260408 | 0.731240535479184 | 0.365620267739592 |
196 | 0.554982510612062 | 0.890034978775876 | 0.445017489387938 |
197 | 0.50026477447217 | 0.99947045105566 | 0.49973522552783 |
198 | 0.39823826388094 | 0.79647652776188 | 0.60176173611906 |
199 | 0.295031611257298 | 0.590063222514595 | 0.704968388742702 |
200 | 0.402675564281775 | 0.80535112856355 | 0.597324435718225 |
201 | 0.286356371756268 | 0.572712743512536 | 0.713643628243732 |
202 | 0.393711507279809 | 0.787423014559619 | 0.60628849272019 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 174 | 0.896907216494845 | NOK |
5% type I error level | 178 | 0.917525773195876 | NOK |
10% type I error level | 180 | 0.927835051546392 | NOK |