Multiple Linear Regression - Estimated Regression Equation |
CCScore [t] = + 61495.3852296926 + 0.0149360638041560Costs[t] + 0.196174139503746Trades[t] -0.194408421050888Dividends[t] -0.0225234792367258Wealth[t] -0.176946965216327WRank[t] -0.134058324708214`Profit/Trades`[t] -0.103407843549211`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) | 61495.3852296926 | 6383.120386 | 9.6341 | 0 | 0 |
Costs | 0.0149360638041560 | 0.007505 | 1.9901 | 0.047222 | 0.023611 |
Trades | 0.196174139503746 | 0.047859 | 4.099 | 5e-05 | 2.5e-05 |
Dividends | -0.194408421050888 | 0.03778 | -5.1457 | 0 | 0 |
Wealth | -0.0225234792367258 | 0.007422 | -3.0349 | 0.002555 | 0.001277 |
WRank | -0.176946965216327 | 0.041363 | -4.2779 | 2.3e-05 | 1.2e-05 |
`Profit/Trades` | -0.134058324708214 | 0.058823 | -2.279 | 0.023164 | 0.011582 |
`Profit/Cost` | -0.103407843549211 | 0.038057 | -2.7172 | 0.006855 | 0.003427 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.417418469336707 |
R-squared | 0.174238178543399 |
Adjusted R-squared | 0.160573089299436 |
F-TEST (value) | 12.7506067053590 |
F-TEST (DF numerator) | 7 |
F-TEST (DF denominator) | 423 |
p-value | 6.99440505513849e-15 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 71369.2501530559 |
Sum Squared Residuals | 2154580053914.20 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 56289 | -119550.717968177 | 175839.717968177 |
2 | 28328 | -53022.2768594311 | 81350.276859431 |
3 | 17936 | -60654.8368169465 | 78590.8368169465 |
4 | 4145 | 62826.623438117 | -58681.623438117 |
5 | 3040 | 3525.31870309473 | -485.318703094735 |
6 | 2964 | -6338.48619638167 | 9302.48619638167 |
7 | 2865 | 5207.5075941873 | -2342.50759418730 |
8 | 2854 | -27463.0337906134 | 30317.0337906134 |
9 | 2167 | 28003.0535114669 | -25836.0535114669 |
10 | 1974 | 18410.4824226095 | -16436.4824226095 |
11 | 1910 | -11025.2203197409 | 12935.2203197409 |
12 | 1871 | 29222.5917674437 | -27351.5917674437 |
13 | 943 | 29808.8113592281 | -28865.8113592281 |
14 | 929 | 50643.4405535775 | -49714.4405535775 |
15 | 822 | 22301.9856676967 | -21479.9856676967 |
16 | 819 | 7321.11579681114 | -6502.11579681114 |
17 | 769 | -9339.27575825786 | 10108.2757582579 |
18 | 745 | 20219.5117253176 | -19474.5117253176 |
19 | 652 | 31955.1213033159 | -31303.1213033159 |
20 | 643 | 27844.2617476104 | -27201.2617476104 |
21 | 601 | 25649.1117799555 | -25048.1117799555 |
22 | 446 | 29472.3779563809 | -29026.3779563809 |
23 | 436 | 13042.5837102399 | -12606.5837102399 |
24 | 379 | 31003.4492291341 | -30624.4492291341 |
25 | 305 | 28663.5798106787 | -28358.5798106787 |
26 | 284 | 35325.5445038543 | -35041.5445038543 |
27 | 247 | 32340.9150234261 | -32093.9150234261 |
28 | 238 | 50867.9749442461 | -50629.9749442461 |
29 | 223 | 35522.0443231148 | -35299.0443231148 |
30 | 220 | 42083.8545048896 | -41863.8545048896 |
31 | 217 | 26733.4797785245 | -26516.4797785245 |
32 | 199 | 27524.0287764068 | -27325.0287764068 |
33 | 195 | 27621.6463253864 | -27426.6463253864 |
34 | 163 | 27150.8611457882 | -26987.8611457882 |
35 | 154 | -14355.6491111852 | 14509.6491111852 |
36 | 143 | 33232.4648361201 | -33089.4648361201 |
37 | 135 | 29368.3931942605 | -29233.3931942605 |
38 | 132 | 23178.5554807044 | -23046.5554807044 |
39 | 120 | 11245.4232409506 | -11125.4232409506 |
40 | 119 | 41317.4622450143 | -41198.4622450143 |
41 | 108 | 29976.7111982517 | -29868.7111982517 |
42 | 104 | 34834.4735821856 | -34730.4735821856 |
43 | 101 | 31876.0814764652 | -31775.0814764652 |
44 | 90 | 29968.6655177853 | -29878.6655177853 |
45 | 85 | 38983.3383196418 | -38898.3383196418 |
46 | 74 | 32299.1461027819 | -32225.1461027819 |
47 | 73 | 12199.1734461563 | -12126.1734461563 |
48 | 70 | 25224.4592191169 | -25154.4592191169 |
49 | 67 | 26874.4039079539 | -26807.4039079539 |
50 | 66 | 42249.6732949123 | -42183.6732949123 |
51 | 66 | 28169.6677430708 | -28103.6677430708 |
52 | 66 | 23414.5009756967 | -23348.5009756967 |
53 | 59 | 13491.792870092 | -13432.792870092 |
54 | 58 | 20941.6732801056 | -20883.6732801056 |
55 | 58 | 25782.5200742931 | -25724.5200742931 |
56 | 54 | 40175.7901481283 | -40121.7901481283 |
57 | 53 | 30295.1032693940 | -30242.1032693940 |
58 | 49 | 33972.0665079098 | -33923.0665079098 |
59 | 49 | 34298.6826119692 | -34249.6826119692 |
60 | 44 | 35664.8911654494 | -35620.8911654494 |
61 | 39 | 31281.9224762888 | -31242.9224762888 |
62 | 38 | 46615.219165397 | -46577.219165397 |
63 | 38 | 32946.5838797469 | -32908.5838797469 |
64 | 37 | 37125.1476863365 | -37088.1476863365 |
65 | 36 | 41791.8465914696 | -41755.8465914696 |
66 | 35 | 36123.6335248187 | -36088.6335248187 |
67 | 34 | 39744.3953320372 | -39710.3953320372 |
68 | 33 | 32549.0637540844 | -32516.0637540844 |
69 | 32 | 27324.1925203390 | -27292.1925203390 |
70 | 32 | 32010.9496553136 | -31978.9496553136 |
71 | 31 | 51608.6128310405 | -51577.6128310405 |
72 | 31 | 44962.0420536184 | -44931.0420536184 |
73 | 30 | 33241.3910539025 | -33211.3910539025 |
74 | 30 | 37177.3803210651 | -37147.3803210651 |
75 | 30 | 28768.6549100076 | -28738.6549100076 |
76 | 28 | 40480.7373938768 | -40452.7373938768 |
77 | 26 | 30406.3899308217 | -30380.3899308217 |
78 | 26 | 41602.453648366 | -41576.453648366 |
79 | 26 | 40801.5548077613 | -40775.5548077613 |
80 | 25 | 30819.3775263022 | -30794.3775263022 |
81 | 25 | 41052.9822735724 | -41027.9822735724 |
82 | 24 | 34037.8013494721 | -34013.8013494721 |
83 | 24 | 26173.1761725168 | -26149.1761725168 |
84 | 23 | 46173.1870886972 | -46150.1870886972 |
85 | 23 | 31397.2836816704 | -31374.2836816704 |
86 | 22 | 40746.0988370477 | -40724.0988370477 |
87 | 22 | 33277.9964685163 | -33255.9964685163 |
88 | 22 | 31794.0565236116 | -31772.0565236116 |
89 | 20 | 33568.7992520807 | -33548.7992520807 |
90 | 20 | 30401.1736029984 | -30381.1736029984 |
91 | 19 | 33580.6712914413 | -33561.6712914413 |
92 | 18 | 36302.7097769739 | -36284.7097769739 |
93 | 17 | 38633.2274486153 | -38616.2274486153 |
94 | 16 | 28405.5733523312 | -28389.5733523312 |
95 | 14 | 45661.8919242289 | -45647.8919242289 |
96 | 14 | 40783.6802311421 | -40769.6802311421 |
97 | 14 | 25933.1455967883 | -25919.1455967883 |
98 | 13 | 40347.0260662652 | -40334.0260662652 |
99 | 13 | 25889.0591629067 | -25876.0591629067 |
100 | 13 | 38651.1751378327 | -38638.1751378327 |
101 | 13 | 39290.6457725039 | -39277.6457725039 |
102 | 13 | 38336.7626040595 | -38323.7626040595 |
103 | 12 | 33498.7093373688 | -33486.7093373688 |
104 | 12 | 31392.0196986572 | -31380.0196986572 |
105 | 11 | 39292.1150361462 | -39281.1150361462 |
106 | 10 | 41039.5239920049 | -41029.5239920049 |
107 | 10 | 47192.4188162035 | -47182.4188162035 |
108 | 10 | 28887.8310682948 | -28877.8310682948 |
109 | 10 | 34319.099660282 | -34309.099660282 |
110 | 10 | 41460.0565413786 | -41450.0565413786 |
111 | 9 | 38131.4970839236 | -38122.4970839236 |
112 | 9 | 48694.6801332743 | -48685.6801332743 |
113 | 9 | 38021.9904924650 | -38012.9904924650 |
114 | 6 | 39693.8624421314 | -39687.8624421314 |
115 | 6 | 39140.7264483423 | -39134.7264483423 |
116 | 6 | 42310.3725552762 | -42304.3725552762 |
117 | 5 | 36750.2130028569 | -36745.2130028569 |
118 | 5 | 32765.0580432183 | -32760.0580432183 |
119 | 5 | 41505.0659017768 | -41500.0659017768 |
120 | 4 | 42232.8995848133 | -42228.8995848133 |
121 | 4 | 31505.2936066442 | -31501.2936066442 |
122 | 3 | 39635.2950213684 | -39632.2950213684 |
123 | 2 | 35203.7884486667 | -35201.7884486667 |
124 | 2 | 28471.4748080536 | -28469.4748080536 |
125 | 1 | 40780.5001429228 | -40779.5001429228 |
126 | 1 | 41740.3726144495 | -41739.3726144495 |
127 | 7 | 42543.9338141542 | -42536.9338141542 |
128 | 28 | 123420.129184295 | -123392.129184295 |
129 | 0 | 124581.402798310 | -124581.402798310 |
130 | 314353 | 117956.698463822 | 196396.301536178 |
131 | 369448 | 57617.3582593536 | 311830.641740646 |
132 | 315380 | 55724.1737718594 | 259655.826228141 |
133 | 37615 | 8743.1043093967 | 28871.8956906033 |
134 | 22415 | 8794.41452366009 | 13620.5854763399 |
135 | 12779 | 8469.67444878464 | 4309.32555121536 |
136 | 9146 | 7927.54332641934 | 1218.45667358066 |
137 | 57443 | 8520.97743402426 | 48922.0225659757 |
138 | 22983 | 8699.25023248171 | 14283.7497675183 |
139 | 0 | 8454.32219686057 | -8454.32219686057 |
140 | 0 | 41446.6589350295 | -41446.6589350295 |
141 | 15 | 42444.9080302202 | -42429.9080302202 |
142 | 3 | 120674.497401647 | -120671.497401647 |
143 | 15 | 122845.764752786 | -122830.764752786 |
144 | 11 | 126836.174511962 | -126825.174511962 |
145 | 0 | 123360.046918704 | -123360.046918704 |
146 | 314987 | 117939.025196148 | 197047.974803852 |
147 | 325249 | 56510.4583184401 | 268738.54168156 |
148 | 315877 | 67380.5620715625 | 248496.437928437 |
149 | 291650 | 76508.3995562497 | 215141.600443750 |
150 | 305959 | 56692.7880018735 | 249266.211998126 |
151 | 315380 | 55494.657826809 | 259885.342173191 |
152 | 8888 | 11079.7581368765 | -2191.75813687652 |
153 | 38415 | 8419.88800389678 | 29995.1119961032 |
154 | 0 | 8534.15877925547 | -8534.15877925547 |
155 | 2 | 42538.5656677539 | -42536.5656677539 |
156 | 7 | 122648.762648851 | -122641.762648851 |
157 | 0 | 127881.884365545 | -127881.884365545 |
158 | 315380 | 117951.369886580 | 197428.630113420 |
159 | 0 | 8453.61207719269 | -8453.61207719269 |
160 | 27 | 42498.9305949527 | -42471.9305949527 |
161 | 51 | 122243.625310312 | -122192.625310312 |
162 | 3 | 121562.316161700 | -121559.316161700 |
163 | 0 | 122821.864717382 | -122821.864717382 |
164 | 382712 | 119373.085390551 | 263338.914609449 |
165 | 341570 | 56180.437392477 | 285389.562607523 |
166 | 315380 | 55282.8196936738 | 260097.180306326 |
167 | 0 | 8452.8997245424 | -8452.8997245424 |
168 | 0 | 38341.2724568907 | -38341.2724568907 |
169 | 9 | 42533.0162531378 | -42524.0162531378 |
170 | 0 | 122720.294915918 | -122720.294915918 |
171 | 315547 | 117905.402041225 | 197641.597958775 |
172 | 313267 | 57215.6014110307 | 256051.398588969 |
173 | 316176 | 55297.0752355671 | 260878.924764433 |
174 | 315380 | 77689.5663734669 | 237690.433626533 |
175 | 0 | 8455.3252023416 | -8455.3252023416 |
176 | 0 | 38834.7399100982 | -38834.7399100982 |
177 | 0 | 38353.1193967781 | -38353.1193967781 |
178 | 0 | 43289.6111545036 | -43289.6111545036 |
179 | 0 | 40496.676244663 | -40496.676244663 |
180 | 0 | 38598.3548676274 | -38598.3548676274 |
181 | 0 | 40948.8268281061 | -40948.8268281061 |
182 | 0 | 40265.7478141737 | -40265.7478141737 |
183 | 0 | 39206.4434355609 | -39206.4434355609 |
184 | 0 | 39575.8155809105 | -39575.8155809105 |
185 | 4 | 42526.4556232283 | -42522.4556232283 |
186 | 0 | 124140.327346058 | -124140.327346058 |
187 | 315366 | 117838.124763223 | 197527.875236777 |
188 | 315380 | 58833.6829657441 | 256546.317034256 |
189 | 57844 | 8380.60403027448 | 49463.3959697255 |
190 | 0 | 8506.6095850871 | -8506.6095850871 |
191 | 0 | 29968.6716338798 | -29968.6716338798 |
192 | 0 | 42541.6217578131 | -42541.6217578131 |
193 | 269587 | 115857.481571705 | 153729.518428295 |
194 | 315380 | 55876.1079717329 | 259503.892028267 |
195 | 0 | 8449.628557898 | -8449.628557898 |
196 | 27 | 42522.7533291552 | -42495.7533291552 |
197 | 17 | 121001.351780582 | -120984.351780582 |
198 | 2 | 126414.278858302 | -126412.278858302 |
199 | 4 | 121032.516381113 | -121028.516381113 |
200 | 0 | 123941.443054573 | -123941.443054573 |
201 | 343613 | 119004.521017002 | 224608.478982998 |
202 | 306948 | 56022.8867071485 | 250925.113292852 |
203 | 210 | 21346.0257121192 | -21136.0257121192 |
204 | 267 | 4294.60966562367 | -4027.60966562367 |
205 | 474 | 7849.96732933543 | -7375.96732933543 |
206 | 534 | 16651.7169613234 | -16117.7169613234 |
207 | 0 | 11910.1747385103 | -11910.1747385103 |
208 | 60831 | 12087.1857923853 | 48743.8142076147 |
209 | 60646 | 63202.0991625395 | -2556.09916253952 |
210 | 60720 | 65446.7519839222 | -4726.75198392224 |
211 | 135 | 25328.8164859814 | -25193.8164859814 |
212 | 373 | 22775.7120261159 | -22402.7120261159 |
213 | 198 | 21169.2314373570 | -20971.2314373570 |
214 | 36505 | -1676.41393277269 | 38181.4139327727 |
215 | 239 | 4383.27245908997 | -4144.27245908997 |
216 | 5924 | -1709.22407435351 | 7633.22407435351 |
217 | 413 | 3939.79484007005 | -3526.79484007005 |
218 | 1874 | 3590.92073768784 | -1716.92073768784 |
219 | 192 | 4293.4031407013 | -4101.4031407013 |
220 | 0 | 8524.09740749099 | -8524.09740749099 |
221 | 63915 | 12046.3039652498 | 51868.6960347502 |
222 | 60720 | 63788.947622856 | -3068.94762285604 |
223 | 60720 | 63959.3226108976 | -3239.32261089760 |
224 | 355 | 26611.1156902341 | -26256.1156902341 |
225 | 204 | 20888.4147674790 | -20684.4147674790 |
226 | 52257 | -7662.34740474665 | 59919.3474047467 |
227 | 53 | 4295.1458989225 | -4242.1458989225 |
228 | 0 | 8228.47253385441 | -8228.47253385441 |
229 | 60720 | 12090.1590708797 | 48629.8409291203 |
230 | 200 | 25491.1916404780 | -25291.1916404780 |
231 | 1200 | 832.630114791936 | 367.369885208064 |
232 | 24 | 4290.45385755771 | -4266.45385755771 |
233 | 2332 | 8666.4799475775 | -6334.47994757751 |
234 | 0 | 7177.80727313122 | -7177.80727313122 |
235 | 60720 | 12089.2356082310 | 48630.764391769 |
236 | 338 | 26008.9695103618 | -25670.9695103618 |
237 | 260 | 21054.1938073773 | -20794.1938073773 |
238 | 206 | 4290.85603253184 | -4084.85603253184 |
239 | 0 | 12260.4136308565 | -12260.4136308565 |
240 | 64245 | 12066.5509584007 | 52178.4490415993 |
241 | 73007 | 55615.702902013 | 17391.2970979870 |
242 | 82732 | 65507.0217794229 | 17224.9782205771 |
243 | 60720 | 65250.130593441 | -4530.13059344101 |
244 | 335 | 26882.9644222080 | -26547.9644222080 |
245 | 365 | 24485.4173621526 | -24120.4173621526 |
246 | 239 | 20837.7763941462 | -20598.7763941462 |
247 | 0 | 4290.72197420713 | -4290.72197420713 |
248 | 60720 | 12088.6499977709 | 48631.3500022291 |
249 | 102 | 20925.1303396773 | -20823.1303396773 |
250 | 116 | 19572.8387546750 | -19456.8387546750 |
251 | 288 | 20958.3454881314 | -20670.3454881314 |
252 | 0 | 4284.55529127055 | -4284.55529127055 |
253 | 77655 | 12061.8590768620 | 65593.140923138 |
254 | 60720 | 63978.0439607942 | -3258.0439607942 |
255 | 117 | 22614.1280299187 | -22497.1280299187 |
256 | 286 | 21256.8927894486 | -20970.8927894486 |
257 | 0 | 4284.01905797172 | -4284.01905797172 |
258 | 60798 | 12070.5842426221 | 48727.4157573779 |
259 | 60720 | 64388.5562094446 | -3668.55620944455 |
260 | 141 | 24785.5995018434 | -24644.5995018434 |
261 | 140 | 19890.2745692359 | -19750.2745692359 |
262 | 232 | 20867.511331699 | -20635.511331699 |
263 | 69 | 8440.75991080992 | -8371.75991080992 |
264 | 629 | 4564.65387424123 | -3935.65387424123 |
265 | 0 | 4287.90674938826 | -4287.90674938826 |
266 | 56726 | 12047.9817745376 | 44678.0182254624 |
267 | 60720 | 65923.2581553151 | -5203.2581553151 |
268 | 118 | 22489.3935657049 | -22371.3935657049 |
269 | 241 | 20970.7747823736 | -20729.7747823736 |
270 | 198 | 1687.44157665677 | -1489.44157665677 |
271 | 3912 | 743.456538395846 | 3168.54346160415 |
272 | 249 | 4288.17486603768 | -4039.17486603768 |
273 | 0 | 14916.0058593474 | -14916.0058593474 |
274 | 62841 | 12064.1386798658 | 50776.8613201342 |
275 | 81125 | 65283.7077206589 | 15841.2922793411 |
276 | 60720 | 65433.1974861503 | -4713.19748615028 |
277 | 356 | 27003.9295542268 | -26647.9295542268 |
278 | 107 | 18754.1930730127 | -18647.1930730127 |
279 | 229 | 20915.2521086538 | -20686.2521086538 |
280 | 0 | 4291.39226583067 | -4291.39226583067 |
281 | 60720 | 12089.5058899819 | 48630.4941100181 |
282 | 320 | 25714.1924302635 | -25394.1924302635 |
283 | 360 | 23634.0781268466 | -23274.0781268466 |
284 | 225 | 21566.3626347487 | -21341.3626347487 |
285 | 366 | 4291.25820750596 | -3925.25820750596 |
286 | 2 | 6124.91330351711 | -6122.91330351711 |
287 | 0 | 1368.85761358624 | -1368.85761358624 |
288 | 64016 | 12060.1884451102 | 51955.8115548898 |
289 | 54683 | 64444.8961322396 | -9761.89613223957 |
290 | 60720 | 65211.3185216031 | -4491.31852160309 |
291 | 244 | 25497.6653870817 | -25253.6653870817 |
292 | 402 | -1940.66889639452 | 2342.66889639452 |
293 | 49 | 4291.92849912951 | -4242.92849912951 |
294 | 3 | 8428.72150409525 | -8425.72150409525 |
295 | 133 | 1845.49966286287 | -1712.49966286287 |
296 | 32 | 6544.28312643482 | -6512.28312643482 |
297 | 368 | -8800.48210186858 | 9168.48210186858 |
298 | 1 | 14673.5100500343 | -14672.5100500343 |
299 | 0 | -2602.56641327125 | 2602.56641327125 |
300 | 60720 | 12088.3797160200 | 48631.62028398 |
301 | 177 | 25501.3926957322 | -25324.3926957322 |
302 | 0 | 4297.42489044254 | -4297.42489044254 |
303 | 60720 | 12089.0328969179 | 48630.9671030821 |
304 | 324 | 25803.1796441104 | -25479.1796441104 |
305 | 252 | 22593.8480949095 | -22341.8480949095 |
306 | 0 | 4288.84515766121 | -4288.84515766121 |
307 | 60720 | 12088.8527090840 | 48631.147290916 |
308 | 278 | 25507.4740940568 | -25229.4740940568 |
309 | 0 | 4285.3596412188 | -4285.3596412188 |
310 | 60379 | 12074.9480306718 | 48304.0519693282 |
311 | 60727 | 61794.1399064213 | -1067.13990642135 |
312 | 60720 | 52329.5781821151 | 8390.42181788493 |
313 | 60925 | 61648.2047426286 | -723.204742628583 |
314 | 60720 | 65749.8282711168 | -5029.82827111677 |
315 | 315 | 25619.2001452748 | -25304.2001452748 |
316 | 153 | 23179.9250580119 | -23026.9250580119 |
317 | 376 | 22799.4943520734 | -22423.4943520734 |
318 | 187 | 20899.3693332239 | -20712.3693332239 |
319 | 0 | 4297.69300709196 | -4297.69300709196 |
320 | 60720 | 12002.2380799757 | 48717.7619200243 |
321 | 60720 | 65724.1018204204 | -5004.1018204204 |
322 | 354 | 26909.842830083 | -26555.842830083 |
323 | 178 | 21171.7570870427 | -20993.7570870427 |
324 | 1595 | 4298.63141536492 | -2703.63141536492 |
325 | 312 | 10063.5130492106 | -9751.51304921057 |
326 | 60 | 9480.44331225313 | -9420.44331225313 |
327 | 587 | 10150.7042098337 | -9563.7042098337 |
328 | 135 | 7982.88807781833 | -7847.88807781833 |
329 | 0 | 2360.78443997179 | -2360.78443997179 |
330 | 60720 | 12088.4247629785 | 48631.5752370215 |
331 | 133 | 22340.3849570342 | -22207.3849570342 |
332 | 279 | 20824.4320581927 | -20545.4320581927 |
333 | 0 | 4288.5770410118 | -4288.5770410118 |
334 | 60722 | 12087.9221202381 | 48634.0778797619 |
335 | 60720 | 56752.3080222955 | 3967.69197770455 |
336 | 289 | 25505.7085268013 | -25216.7085268013 |
337 | 61 | 5377.645811427 | -5316.645811427 |
338 | 647 | 3086.48825305881 | -2439.48825305881 |
339 | 0 | 4283.7509413223 | -4283.7509413223 |
340 | 60720 | 12088.9653264802 | 48631.0346735198 |
341 | 292 | 25510.2205320099 | -25218.2205320099 |
342 | 531 | 3738.45396284919 | -3207.45396284919 |
343 | 448 | 4283.34876634818 | -3835.34876634818 |
344 | 227 | 9773.82388720076 | -9546.82388720076 |
345 | 174 | 8315.91036981259 | -8141.91036981259 |
346 | 0 | -4653.35345768485 | 4653.35345768485 |
347 | 60720 | 12088.5599038539 | 48631.4400961461 |
348 | 377 | 28179.1744085670 | -27802.1744085670 |
349 | 134 | 20259.2749989468 | -20125.2749989468 |
350 | 142 | 20432.1679944703 | -20290.1679944703 |
351 | 271 | 20881.0740366840 | -20610.0740366840 |
352 | 530 | 4286.83428279059 | -3756.83428279059 |
353 | 571 | 13838.8453100019 | -13267.8453100019 |
354 | 0 | 14916.0443724382 | -14916.0443724382 |
355 | 62700 | 12076.4263055507 | 50623.5736944493 |
356 | 67804 | 64467.8197615155 | 3336.18023848452 |
357 | 59661 | 64928.2833069267 | -5267.28330692671 |
358 | 58620 | 62140.9036760695 | -3520.90367606949 |
359 | 60398 | 63514.900228231 | -3116.90022823099 |
360 | 58580 | 58734.3528370188 | -154.352837018837 |
361 | 62710 | 64791.9244802522 | -2081.92448025222 |
362 | 59325 | 63890.249542245 | -4565.24954224505 |
363 | 60950 | 63605.7430538002 | -2655.74305380024 |
364 | 68060 | 63652.7047123915 | 4407.29528760847 |
365 | 83620 | 62463.3040204111 | 21156.6959795889 |
366 | 58456 | 64375.7832555117 | -5919.78325551174 |
367 | 52811 | 63890.9912791016 | -11079.9912791016 |
368 | 121173 | 64807.0274265564 | 56365.9725734436 |
369 | 63870 | 67586.4247117193 | -3716.42471171927 |
370 | 21001 | 63611.4883719249 | -42610.4883719249 |
371 | 70415 | 64835.2790408658 | 5579.72095913417 |
372 | 64230 | 61949.0869628987 | 2280.91303710133 |
373 | 59190 | 63529.0471988798 | -4339.04719887978 |
374 | 69351 | 63437.677298152 | 5913.32270184802 |
375 | 64270 | 65044.2213322477 | -774.221332247732 |
376 | 70694 | 63410.4536761661 | 7283.54632383385 |
377 | 68005 | 64418.1079431367 | 3586.89205686326 |
378 | 58930 | 64702.2392316345 | -5772.23923163455 |
379 | 58320 | 64203.6892618308 | -5883.68926183075 |
380 | 69980 | 64184.0344497911 | 5795.96555020886 |
381 | 69863 | 62793.5900594915 | 7069.40994050846 |
382 | 63255 | 64835.4929917072 | -1580.49299170720 |
383 | 57320 | 65117.1840741556 | -7797.18407415555 |
384 | 75230 | 64356.8290420031 | 10873.1709579969 |
385 | 79420 | 66476.8977077868 | 12943.1022922132 |
386 | 73490 | 64369.1441787917 | 9120.85582120832 |
387 | 35250 | 63907.4554949331 | -28657.4554949331 |
388 | 62285 | 66823.7318655684 | -4538.73186556841 |
389 | 69206 | 64701.4905200416 | 4504.50947995842 |
390 | 65920 | 65032.8609409336 | 887.139059066393 |
391 | 69770 | 62105.6744397681 | 7664.32556023189 |
392 | 72683 | 59775.840037836 | 12907.1599621640 |
393 | -14545 | 63504.3678893436 | -78049.3678893436 |
394 | 55830 | 60250.4893412919 | -4420.48934129189 |
395 | 55174 | 62460.6132464009 | -7286.61324640087 |
396 | 67038 | 64366.7091559233 | 2671.29084407667 |
397 | 51252 | 64229.3501979997 | -12977.3501979997 |
398 | 157278 | 58449.4008075878 | 98828.5991924122 |
399 | 79510 | 64812.3153013137 | 14697.6846986863 |
400 | 77440 | 63115.0021553399 | 14324.9978446601 |
401 | 27284 | 64289.712200347 | -37005.712200347 |
402 | 213118 | 39857.4578880892 | 173260.542111911 |
403 | 81767 | 140245.940988026 | -58478.9409880259 |
404 | 153198 | 106642.198702309 | 46555.8012976908 |
405 | -26007 | 106655.938961173 | -132662.938961173 |
406 | 126942 | 56810.5380896822 | 70131.4619103178 |
407 | 157214 | 76670.1071713536 | 80543.8928286464 |
408 | 129352 | 77990.3257677343 | 51361.6742322657 |
409 | 234817 | 75304.64298285 | 159512.35701715 |
410 | 60448 | 83712.7612196609 | -23264.7612196609 |
411 | 47818 | 73276.0482308788 | -25458.0482308788 |
412 | 245546 | 77014.6218527056 | 168531.378147294 |
413 | 48020 | 73999.2891463842 | -25979.2891463842 |
414 | -1710 | 72049.0312455299 | -73759.0312455299 |
415 | 32648 | 75472.1270249887 | -42824.1270249887 |
416 | 95350 | 61404.9261316041 | 33945.0738683959 |
417 | 151352 | 74050.988892991 | 77301.011107009 |
418 | 288170 | 75318.9865736561 | 212851.013426344 |
419 | 114337 | 67126.0778723455 | 47210.9221276545 |
420 | 37884 | 68853.81144965 | -30969.8114496499 |
421 | 122844 | 73156.0755263585 | 49687.9244736415 |
422 | 82340 | 66148.2612737653 | 16191.7387262347 |
423 | 79801 | 70118.5516393392 | 9682.44836066076 |
424 | 165548 | 69071.9585751461 | 96476.041424854 |
425 | 116384 | 68754.0556061161 | 47629.9443938839 |
426 | 134028 | 65728.0344345047 | 68299.9655654953 |
427 | 63838 | 63654.3753170146 | 183.624682985369 |
428 | 74996 | 65289.3035030233 | 9706.69649697671 |
429 | 31080 | 69350.7327998504 | -38270.7327998504 |
430 | 32168 | 63501.377291029 | -31333.3772910290 |
431 | 49857 | 68155.5226637661 | -18298.5226637661 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
11 | 0.000487215646477447 | 0.000974431292954895 | 0.999512784353523 |
12 | 4.73973527598959e-05 | 9.47947055197919e-05 | 0.99995260264724 |
13 | 2.89075526478385e-06 | 5.78151052956771e-06 | 0.999997109244735 |
14 | 6.79485070952728e-07 | 1.35897014190546e-06 | 0.99999932051493 |
15 | 4.47449142064719e-08 | 8.94898284129439e-08 | 0.999999955255086 |
16 | 3.02152396198083e-09 | 6.04304792396166e-09 | 0.999999996978476 |
17 | 3.02522842484945e-10 | 6.0504568496989e-10 | 0.999999999697477 |
18 | 1.86166164918597e-11 | 3.72332329837194e-11 | 0.999999999981383 |
19 | 1.49957952109718e-12 | 2.99915904219437e-12 | 0.9999999999985 |
20 | 1.35486419110366e-13 | 2.70972838220731e-13 | 0.999999999999865 |
21 | 1.14031200023311e-14 | 2.28062400046622e-14 | 0.999999999999989 |
22 | 1.35241483413318e-15 | 2.70482966826636e-15 | 0.999999999999999 |
23 | 1.10106964389467e-16 | 2.20213928778935e-16 | 1 |
24 | 8.08262364252348e-18 | 1.61652472850470e-17 | 1 |
25 | 4.54494460782962e-19 | 9.08988921565925e-19 | 1 |
26 | 4.81467320294039e-20 | 9.62934640588078e-20 | 1 |
27 | 2.79644426794376e-21 | 5.59288853588752e-21 | 1 |
28 | 1.54052522654139e-22 | 3.08105045308278e-22 | 1 |
29 | 1.07709409867061e-23 | 2.15418819734122e-23 | 1 |
30 | 6.5252400062218e-25 | 1.30504800124436e-24 | 1 |
31 | 3.65063908765008e-26 | 7.30127817530016e-26 | 1 |
32 | 2.92722581305765e-27 | 5.8544516261153e-27 | 1 |
33 | 1.64289369136625e-28 | 3.28578738273251e-28 | 1 |
34 | 1.06703176951123e-29 | 2.13406353902246e-29 | 1 |
35 | 5.73027186945307e-31 | 1.14605437389061e-30 | 1 |
36 | 4.5931542716493e-32 | 9.1863085432986e-32 | 1 |
37 | 2.75715264579947e-33 | 5.51430529159895e-33 | 1 |
38 | 1.46320200284978e-34 | 2.92640400569955e-34 | 1 |
39 | 7.39992584145573e-36 | 1.47998516829115e-35 | 1 |
40 | 3.45950616070002e-37 | 6.91901232140005e-37 | 1 |
41 | 2.37973587314009e-38 | 4.75947174628018e-38 | 1 |
42 | 1.70265726566880e-39 | 3.40531453133759e-39 | 1 |
43 | 8.54606624516092e-41 | 1.70921324903218e-40 | 1 |
44 | 5.61599404240575e-42 | 1.12319880848115e-41 | 1 |
45 | 3.57719396653457e-43 | 7.15438793306914e-43 | 1 |
46 | 2.55031105136224e-44 | 5.10062210272448e-44 | 1 |
47 | 1.35795232687807e-45 | 2.71590465375614e-45 | 1 |
48 | 6.80786773819759e-47 | 1.36157354763952e-46 | 1 |
49 | 3.44423224354379e-48 | 6.88846448708758e-48 | 1 |
50 | 1.50673107815463e-49 | 3.01346215630926e-49 | 1 |
51 | 6.53945682004148e-51 | 1.30789136400830e-50 | 1 |
52 | 2.86148915436394e-52 | 5.72297830872787e-52 | 1 |
53 | 1.36326433015569e-53 | 2.72652866031137e-53 | 1 |
54 | 8.17628438914068e-55 | 1.63525687782814e-54 | 1 |
55 | 3.48447673480134e-56 | 6.96895346960267e-56 | 1 |
56 | 1.65128471244638e-57 | 3.30256942489276e-57 | 1 |
57 | 1.31282211795910e-58 | 2.62564423591820e-58 | 1 |
58 | 6.88521409581706e-60 | 1.37704281916341e-59 | 1 |
59 | 3.10064831614712e-61 | 6.20129663229424e-61 | 1 |
60 | 1.64008080195210e-62 | 3.28016160390419e-62 | 1 |
61 | 7.86324302804714e-64 | 1.57264860560943e-63 | 1 |
62 | 3.27091430411627e-65 | 6.54182860823255e-65 | 1 |
63 | 1.62631237714839e-66 | 3.25262475429678e-66 | 1 |
64 | 7.99480137608985e-68 | 1.59896027521797e-67 | 1 |
65 | 3.731800350834e-69 | 7.463600701668e-69 | 1 |
66 | 1.43350761041975e-70 | 2.8670152208395e-70 | 1 |
67 | 5.86611953394767e-72 | 1.17322390678953e-71 | 1 |
68 | 2.59228132990728e-73 | 5.18456265981456e-73 | 1 |
69 | 1.04885315499781e-74 | 2.09770630999561e-74 | 1 |
70 | 4.69388769759248e-76 | 9.38777539518497e-76 | 1 |
71 | 1.80490380633734e-77 | 3.60980761267469e-77 | 1 |
72 | 8.57328959142833e-79 | 1.71465791828567e-78 | 1 |
73 | 3.17220600049939e-80 | 6.34441200099877e-80 | 1 |
74 | 1.15091325339210e-81 | 2.30182650678420e-81 | 1 |
75 | 4.83501308318154e-83 | 9.67002616636308e-83 | 1 |
76 | 1.75194384482264e-84 | 3.50388768964528e-84 | 1 |
77 | 6.33309151056987e-86 | 1.26661830211397e-85 | 1 |
78 | 2.30736366990700e-87 | 4.61472733981401e-87 | 1 |
79 | 8.43360729300478e-89 | 1.68672145860096e-88 | 1 |
80 | 2.8874855532166e-90 | 5.7749711064332e-90 | 1 |
81 | 1.1264155732652e-91 | 2.2528311465304e-91 | 1 |
82 | 4.59614271912876e-93 | 9.19228543825751e-93 | 1 |
83 | 1.56960271098495e-94 | 3.13920542196990e-94 | 1 |
84 | 5.80130493072597e-96 | 1.16026098614519e-95 | 1 |
85 | 1.98615212799383e-97 | 3.97230425598766e-97 | 1 |
86 | 8.22356858109022e-99 | 1.64471371621804e-98 | 1 |
87 | 3.03502707348560e-100 | 6.07005414697119e-100 | 1 |
88 | 9.86030034938982e-102 | 1.97206006987796e-101 | 1 |
89 | 3.22761980354423e-103 | 6.45523960708845e-103 | 1 |
90 | 1.04126549687426e-104 | 2.08253099374852e-104 | 1 |
91 | 3.81283096828332e-106 | 7.62566193656663e-106 | 1 |
92 | 1.50728644265897e-107 | 3.01457288531794e-107 | 1 |
93 | 4.99461262703792e-109 | 9.98922525407585e-109 | 1 |
94 | 1.97123123692332e-110 | 3.94246247384664e-110 | 1 |
95 | 7.01078352819963e-112 | 1.40215670563993e-111 | 1 |
96 | 2.61375367866098e-113 | 5.22750735732196e-113 | 1 |
97 | 1.58055672654252e-114 | 3.16111345308504e-114 | 1 |
98 | 5.16605239889997e-116 | 1.03321047977999e-115 | 1 |
99 | 2.04832551979518e-117 | 4.09665103959036e-117 | 1 |
100 | 7.4604840345818e-119 | 1.49209680691636e-118 | 1 |
101 | 2.34985160454275e-120 | 4.6997032090855e-120 | 1 |
102 | 7.30682958722883e-122 | 1.46136591744577e-121 | 1 |
103 | 2.25054948943731e-123 | 4.50109897887461e-123 | 1 |
104 | 7.04830627314206e-125 | 1.40966125462841e-124 | 1 |
105 | 2.36679864112316e-126 | 4.73359728224633e-126 | 1 |
106 | 7.40711247517197e-128 | 1.48142249503439e-127 | 1 |
107 | 2.41617119239246e-129 | 4.83234238478493e-129 | 1 |
108 | 8.33925142876367e-131 | 1.66785028575273e-130 | 1 |
109 | 2.78141388794857e-132 | 5.56282777589715e-132 | 1 |
110 | 8.25826751835416e-134 | 1.65165350367083e-133 | 1 |
111 | 2.46340288190075e-135 | 4.92680576380151e-135 | 1 |
112 | 7.61710719257836e-137 | 1.52342143851567e-136 | 1 |
113 | 2.23355504703006e-138 | 4.46711009406011e-138 | 1 |
114 | 6.3459822178029e-140 | 1.26919644356058e-139 | 1 |
115 | 2.50218413862267e-141 | 5.00436827724534e-141 | 1 |
116 | 7.82901363163113e-143 | 1.56580272632623e-142 | 1 |
117 | 2.16500195027335e-144 | 4.33000390054671e-144 | 1 |
118 | 7.21826860240171e-146 | 1.44365372048034e-145 | 1 |
119 | 2.03685469395233e-147 | 4.07370938790466e-147 | 1 |
120 | 5.64708639958744e-149 | 1.12941727991749e-148 | 1 |
121 | 1.7954803843567e-150 | 3.5909607687134e-150 | 1 |
122 | 5.46250612479391e-152 | 1.09250122495878e-151 | 1 |
123 | 1.61103715648738e-153 | 3.22207431297476e-153 | 1 |
124 | 5.00001020418331e-155 | 1.00000204083666e-154 | 1 |
125 | 1.55952122715819e-156 | 3.11904245431639e-156 | 1 |
126 | 4.23727470573405e-158 | 8.4745494114681e-158 | 1 |
127 | 1.13014572459619e-159 | 2.26029144919239e-159 | 1 |
128 | 5.37056769499347e-161 | 1.07411353899869e-160 | 1 |
129 | 1.34688321410721e-160 | 2.69376642821442e-160 | 1 |
130 | 2.41831065217842e-161 | 4.83662130435685e-161 | 1 |
131 | 1.07802694100884e-127 | 2.15605388201769e-127 | 1 |
132 | 2.26210593773096e-120 | 4.52421187546191e-120 | 1 |
133 | 3.04601873131969e-104 | 6.09203746263939e-104 | 1 |
134 | 1.58527871946297e-104 | 3.17055743892593e-104 | 1 |
135 | 1.46184643101986e-104 | 2.92369286203973e-104 | 1 |
136 | 7.19891253401617e-105 | 1.43978250680323e-104 | 1 |
137 | 1.03607084940632e-100 | 2.07214169881265e-100 | 1 |
138 | 1.26694238376627e-101 | 2.53388476753255e-101 | 1 |
139 | 4.57025731632454e-100 | 9.14051463264908e-100 | 1 |
140 | 4.4769938191007e-101 | 8.9539876382014e-101 | 1 |
141 | 6.21659278219045e-102 | 1.24331855643809e-101 | 1 |
142 | 2.42935742567800e-102 | 4.85871485135599e-102 | 1 |
143 | 4.43474516681106e-103 | 8.86949033362212e-103 | 1 |
144 | 1.36075906255773e-103 | 2.72151812511546e-103 | 1 |
145 | 4.67953093928645e-104 | 9.3590618785729e-104 | 1 |
146 | 7.79146409842522e-103 | 1.55829281968504e-102 | 1 |
147 | 3.07113666188247e-102 | 6.14227332376494e-102 | 1 |
148 | 5.11594995649651e-101 | 1.02318999129930e-100 | 1 |
149 | 6.04806162178147e-99 | 1.20961232435629e-98 | 1 |
150 | 2.87854183980975e-97 | 5.75708367961949e-97 | 1 |
151 | 1.24542082727244e-96 | 2.49084165454487e-96 | 1 |
152 | 7.26049731133327e-97 | 1.45209946226665e-96 | 1 |
153 | 6.16531294793365e-97 | 1.23306258958673e-96 | 1 |
154 | 2.60617858758811e-96 | 5.21235717517622e-96 | 1 |
155 | 3.20534950965968e-97 | 6.41069901931936e-97 | 1 |
156 | 9.32209390465192e-98 | 1.86441878093038e-97 | 1 |
157 | 4.49247658935480e-98 | 8.98495317870961e-98 | 1 |
158 | 6.25326775464376e-98 | 1.25065355092875e-97 | 1 |
159 | 1.26165805446636e-97 | 2.52331610893272e-97 | 1 |
160 | 1.66753164411691e-98 | 3.33506328823381e-98 | 1 |
161 | 7.45532993484081e-99 | 1.49106598696816e-98 | 1 |
162 | 4.48395899224057e-99 | 8.96791798448114e-99 | 1 |
163 | 2.86911078605070e-99 | 5.73822157210141e-99 | 1 |
164 | 2.58869636551549e-65 | 5.17739273103097e-65 | 1 |
165 | 1.04877940023318e-63 | 2.09755880046635e-63 | 1 |
166 | 3.53876388170938e-62 | 7.07752776341877e-62 | 1 |
167 | 1.84682254797462e-62 | 3.69364509594924e-62 | 1 |
168 | 5.57319128003127e-63 | 1.11463825600625e-62 | 1 |
169 | 1.27965987864729e-63 | 2.55931975729459e-63 | 1 |
170 | 1.99373126604967e-63 | 3.98746253209935e-63 | 1 |
171 | 2.04536401541122e-62 | 4.09072803082245e-62 | 1 |
172 | 1.54851065709567e-60 | 3.09702131419134e-60 | 1 |
173 | 2.02364416453697e-58 | 4.04728832907394e-58 | 1 |
174 | 1.98511920841242e-56 | 3.97023841682484e-56 | 1 |
175 | 1.08927041041973e-56 | 2.17854082083945e-56 | 1 |
176 | 2.87177378072716e-57 | 5.74354756145432e-57 | 1 |
177 | 7.60862191162395e-58 | 1.52172438232479e-57 | 1 |
178 | 1.97260282250606e-58 | 3.94520564501212e-58 | 1 |
179 | 5.088584942562e-59 | 1.0177169885124e-58 | 1 |
180 | 3.54125621804463e-59 | 7.08251243608927e-59 | 1 |
181 | 9.21733060031996e-60 | 1.84346612006399e-59 | 1 |
182 | 2.37933977656079e-60 | 4.75867955312158e-60 | 1 |
183 | 6.18823581006563e-61 | 1.23764716201313e-60 | 1 |
184 | 1.62083235588125e-61 | 3.24166471176250e-61 | 1 |
185 | 4.08797925592341e-62 | 8.17595851184683e-62 | 1 |
186 | 8.58746378452145e-62 | 1.71749275690429e-61 | 1 |
187 | 9.25368384362987e-60 | 1.85073676872597e-59 | 1 |
188 | 1.50436858398852e-56 | 3.00873716797704e-56 | 1 |
189 | 2.66056563832705e-55 | 5.32113127665411e-55 | 1 |
190 | 2.08348743237144e-55 | 4.16697486474289e-55 | 1 |
191 | 6.43181307742845e-56 | 1.28636261548569e-55 | 1 |
192 | 1.80024568579214e-56 | 3.60049137158428e-56 | 1 |
193 | 6.75467851688437e-37 | 1.35093570337687e-36 | 1 |
194 | 4.31122619893291e-33 | 8.62245239786583e-33 | 1 |
195 | 1.26996654851171e-32 | 2.53993309702343e-32 | 1 |
196 | 5.23339132967112e-33 | 1.04667826593422e-32 | 1 |
197 | 6.72096857113843e-33 | 1.34419371422769e-32 | 1 |
198 | 2.06509893996134e-32 | 4.13019787992269e-32 | 1 |
199 | 4.24603663753676e-31 | 8.49207327507352e-31 | 1 |
200 | 4.257662038834e-26 | 8.515324077668e-26 | 1 |
201 | 8.32513400971259e-23 | 1.66502680194252e-22 | 1 |
202 | 1.99846343721176e-17 | 3.99692687442351e-17 | 1 |
203 | 1 | 1.14321684934520e-23 | 5.71608424672599e-24 |
204 | 1 | 2.77503363841111e-28 | 1.38751681920556e-28 |
205 | 1 | 3.29197752659744e-28 | 1.64598876329872e-28 |
206 | 1 | 4.79644969621431e-28 | 2.39822484810716e-28 |
207 | 1 | 7.26686100540414e-28 | 3.63343050270207e-28 |
208 | 1 | 6.07108402539357e-28 | 3.03554201269679e-28 |
209 | 1 | 9.87308718845256e-28 | 4.93654359422628e-28 |
210 | 1 | 2.07338639300639e-27 | 1.03669319650319e-27 |
211 | 1 | 3.88364543696093e-32 | 1.94182271848047e-32 |
212 | 1 | 1.11406251115924e-34 | 5.57031255579621e-35 |
213 | 1 | 5.91562619541912e-36 | 2.95781309770956e-36 |
214 | 1 | 6.62973505760982e-36 | 3.31486752880491e-36 |
215 | 1 | 1.63660406013544e-35 | 8.1830203006772e-36 |
216 | 1 | 3.37393331822171e-35 | 1.68696665911085e-35 |
217 | 1 | 8.44415182551488e-35 | 4.22207591275744e-35 |
218 | 1 | 2.1042722481524e-34 | 1.0521361240762e-34 |
219 | 1 | 5.2103129318892e-34 | 2.6051564659446e-34 |
220 | 1 | 9.12071899140565e-34 | 4.56035949570282e-34 |
221 | 1 | 8.7799798729057e-34 | 4.38998993645285e-34 |
222 | 1 | 1.49990549561869e-33 | 7.49952747809344e-34 |
223 | 1 | 2.84550899791646e-33 | 1.42275449895823e-33 |
224 | 1 | 2.37935540907307e-33 | 1.18967770453653e-33 |
225 | 1 | 1.03722624583113e-33 | 5.18613122915565e-34 |
226 | 1 | 2.63132485941513e-34 | 1.31566242970756e-34 |
227 | 1 | 6.59026336381127e-34 | 3.29513168190563e-34 |
228 | 1 | 1.20806008976163e-33 | 6.04030044880816e-34 |
229 | 1 | 1.45634936755172e-33 | 7.2817468377586e-34 |
230 | 1 | 2.28716511908799e-33 | 1.14358255954400e-33 |
231 | 1 | 5.35153528544388e-33 | 2.67576764272194e-33 |
232 | 1 | 1.3236223623023e-32 | 6.6181118115115e-33 |
233 | 1 | 2.49650460109128e-32 | 1.24825230054564e-32 |
234 | 1 | 4.94694924937807e-32 | 2.47347462468903e-32 |
235 | 1 | 6.64478062766874e-32 | 3.32239031383437e-32 |
236 | 1 | 1.21917308267889e-31 | 6.09586541339446e-32 |
237 | 1 | 1.18255843173331e-31 | 5.91279215866655e-32 |
238 | 1 | 2.88709225657048e-31 | 1.44354612828524e-31 |
239 | 1 | 5.3785678581463e-31 | 2.68928392907315e-31 |
240 | 1 | 6.93684877416315e-31 | 3.46842438708157e-31 |
241 | 1 | 1.13448125660380e-30 | 5.67240628301902e-31 |
242 | 1 | 2.08791968865692e-30 | 1.04395984432846e-30 |
243 | 1 | 4.52478177889843e-30 | 2.26239088944921e-30 |
244 | 1 | 8.6615236722574e-30 | 4.3307618361287e-30 |
245 | 1 | 1.25074119069987e-29 | 6.25370595349937e-30 |
246 | 1 | 1.93843526908707e-29 | 9.69217634543534e-30 |
247 | 1 | 4.62206101463649e-29 | 2.31103050731824e-29 |
248 | 1 | 6.62156479048407e-29 | 3.31078239524203e-29 |
249 | 1 | 1.38180133443753e-28 | 6.90900667218766e-29 |
250 | 1 | 2.31582032871650e-28 | 1.15791016435825e-28 |
251 | 1 | 4.20510612405719e-28 | 2.10255306202859e-28 |
252 | 1 | 9.87736106559608e-28 | 4.93868053279804e-28 |
253 | 1 | 8.8096759413397e-28 | 4.40483797066985e-28 |
254 | 1 | 1.85133193798308e-27 | 9.2566596899154e-28 |
255 | 1 | 4.02759081102119e-27 | 2.01379540551060e-27 |
256 | 1 | 7.76930248759858e-27 | 3.88465124379929e-27 |
257 | 1 | 1.79999560677412e-26 | 8.99997803387058e-27 |
258 | 1 | 2.5786798825273e-26 | 1.28933994126365e-26 |
259 | 1 | 5.53556834510234e-26 | 2.76778417255117e-26 |
260 | 1 | 1.20420264308266e-25 | 6.02101321541328e-26 |
261 | 1 | 2.36122884456310e-25 | 1.18061442228155e-25 |
262 | 1 | 4.70185037562337e-25 | 2.35092518781169e-25 |
263 | 1 | 1.05276293544381e-24 | 5.26381467721903e-25 |
264 | 1 | 2.37429445315522e-24 | 1.18714722657761e-24 |
265 | 1 | 5.32874112957648e-24 | 2.66437056478824e-24 |
266 | 1 | 8.24419184338577e-24 | 4.12209592169288e-24 |
267 | 1 | 1.72708722552234e-23 | 8.6354361276117e-24 |
268 | 1 | 3.70440466325447e-23 | 1.85220233162723e-23 |
269 | 1 | 7.38300174113262e-23 | 3.69150087056631e-23 |
270 | 1 | 1.60638204860644e-22 | 8.03191024303219e-23 |
271 | 1 | 3.35602435285875e-22 | 1.67801217642937e-22 |
272 | 1 | 7.31434705976269e-22 | 3.65717352988134e-22 |
273 | 1 | 1.32070432377824e-21 | 6.60352161889121e-22 |
274 | 1 | 1.79896429970116e-21 | 8.99482149850582e-22 |
275 | 1 | 3.54636306892347e-21 | 1.77318153446174e-21 |
276 | 1 | 7.2414861686362e-21 | 3.6207430843181e-21 |
277 | 1 | 1.49878791370395e-20 | 7.49393956851973e-21 |
278 | 1 | 2.88151969060891e-20 | 1.44075984530446e-20 |
279 | 1 | 5.70392723690652e-20 | 2.85196361845326e-20 |
280 | 1 | 1.20400484313822e-19 | 6.02002421569109e-20 |
281 | 1 | 1.68392435935643e-19 | 8.41962179678217e-20 |
282 | 1 | 3.45535604378626e-19 | 1.72767802189313e-19 |
283 | 1 | 6.79902887144323e-19 | 3.39951443572161e-19 |
284 | 1 | 1.34698021683842e-18 | 6.73490108419209e-19 |
285 | 1 | 2.78462912244132e-18 | 1.39231456122066e-18 |
286 | 1 | 5.34431335497556e-18 | 2.67215667748778e-18 |
287 | 1 | 5.49561742848501e-18 | 2.74780871424250e-18 |
288 | 1 | 7.37313095634765e-18 | 3.68656547817382e-18 |
289 | 1 | 1.41868644199744e-17 | 7.09343220998722e-18 |
290 | 1 | 2.79323252925218e-17 | 1.39661626462609e-17 |
291 | 1 | 5.57252049386734e-17 | 2.78626024693367e-17 |
292 | 1 | 1.10809763356478e-16 | 5.54048816782389e-17 |
293 | 1 | 2.22475692567991e-16 | 1.11237846283996e-16 |
294 | 1 | 4.05066321489584e-16 | 2.02533160744792e-16 |
295 | 1 | 5.65967150938697e-16 | 2.82983575469349e-16 |
296 | 1 | 1.02105976205633e-15 | 5.10529881028165e-16 |
297 | 1 | 2.0039596012936e-15 | 1.0019798006468e-15 |
298 | 0.999999999999998 | 3.30886148154991e-15 | 1.65443074077495e-15 |
299 | 1 | 1.52107800269713e-15 | 7.60539001348566e-16 |
300 | 0.999999999999999 | 2.37683045844736e-15 | 1.18841522922368e-15 |
301 | 0.999999999999998 | 4.62865345115939e-15 | 2.31432672557970e-15 |
302 | 0.999999999999995 | 9.09527641002939e-15 | 4.54763820501469e-15 |
303 | 0.999999999999993 | 1.39148448418627e-14 | 6.95742242093135e-15 |
304 | 0.999999999999987 | 2.67814325525012e-14 | 1.33907162762506e-14 |
305 | 0.999999999999975 | 5.02112808676985e-14 | 2.51056404338493e-14 |
306 | 0.999999999999952 | 9.6776855677341e-14 | 4.83884278386705e-14 |
307 | 0.999999999999928 | 1.4425903973497e-13 | 7.2129519867485e-14 |
308 | 0.999999999999864 | 2.72859734167388e-13 | 1.36429867083694e-13 |
309 | 0.99999999999974 | 5.18555879327079e-13 | 2.59277939663539e-13 |
310 | 0.999999999999622 | 7.57020311263437e-13 | 3.78510155631718e-13 |
311 | 0.999999999999302 | 1.39671607176062e-12 | 6.98358035880311e-13 |
312 | 0.99999999999872 | 2.55857291606673e-12 | 1.27928645803336e-12 |
313 | 0.999999999997663 | 4.67358408742141e-12 | 2.33679204371070e-12 |
314 | 0.999999999995762 | 8.4757850452668e-12 | 4.2378925226334e-12 |
315 | 0.999999999992274 | 1.54523339810575e-11 | 7.72616699052874e-12 |
316 | 0.999999999986164 | 2.76727509421335e-11 | 1.38363754710667e-11 |
317 | 0.999999999975634 | 4.87326067529907e-11 | 2.43663033764954e-11 |
318 | 0.999999999956833 | 8.63349514111044e-11 | 4.31674757055522e-11 |
319 | 0.999999999922316 | 1.55367387462162e-10 | 7.7683693731081e-11 |
320 | 0.99999999989146 | 2.17081801393150e-10 | 1.08540900696575e-10 |
321 | 0.999999999810057 | 3.79885045525500e-10 | 1.89942522762750e-10 |
322 | 0.999999999665865 | 6.68270197858256e-10 | 3.34135098929128e-10 |
323 | 0.99999999942145 | 1.15709819998524e-09 | 5.78549099992619e-10 |
324 | 0.999999998986666 | 2.02666868409507e-09 | 1.01333434204754e-09 |
325 | 0.99999999836129 | 3.27741908765403e-09 | 1.63870954382702e-09 |
326 | 0.99999999740565 | 5.18870113190879e-09 | 2.59435056595440e-09 |
327 | 0.999999995971055 | 8.05789070877779e-09 | 4.02894535438889e-09 |
328 | 0.999999993841293 | 1.23174147718786e-08 | 6.15870738593929e-09 |
329 | 0.999999990104222 | 1.97915566131622e-08 | 9.89577830658108e-09 |
330 | 0.999999985549799 | 2.89004028914002e-08 | 1.44502014457001e-08 |
331 | 0.999999976073117 | 4.78537655050618e-08 | 2.39268827525309e-08 |
332 | 0.999999960382926 | 7.92341479294859e-08 | 3.96170739647429e-08 |
333 | 0.999999933891788 | 1.32216423926380e-07 | 6.61082119631901e-08 |
334 | 0.999999907293514 | 1.85412972663861e-07 | 9.27064863319303e-08 |
335 | 0.999999851745856 | 2.96508287326552e-07 | 1.48254143663276e-07 |
336 | 0.99999975786802 | 4.84263959214645e-07 | 2.42131979607322e-07 |
337 | 0.99999960578936 | 7.88421281533587e-07 | 3.94210640766793e-07 |
338 | 0.999999363473323 | 1.27305335381122e-06 | 6.36526676905612e-07 |
339 | 0.99999897713082 | 2.04573835952564e-06 | 1.02286917976282e-06 |
340 | 0.999998623752876 | 2.75249424826509e-06 | 1.37624712413254e-06 |
341 | 0.999997820536793 | 4.35892641408695e-06 | 2.17946320704347e-06 |
342 | 0.99999656034969 | 6.87930062171926e-06 | 3.43965031085963e-06 |
343 | 0.99999460860878 | 1.07827824413597e-05 | 5.39139122067983e-06 |
344 | 0.999992131278973 | 1.57374420549358e-05 | 7.86872102746791e-06 |
345 | 0.999988388398306 | 2.32232033872870e-05 | 1.16116016936435e-05 |
346 | 0.999982929904246 | 3.41401915070675e-05 | 1.70700957535338e-05 |
347 | 0.999977511945193 | 4.49761096129847e-05 | 2.24880548064924e-05 |
348 | 0.999965959665695 | 6.8080668609159e-05 | 3.40403343045795e-05 |
349 | 0.999949116402675 | 0.00010176719465002 | 5.088359732501e-05 |
350 | 0.999924613069797 | 0.000150773860406853 | 7.53869302034265e-05 |
351 | 0.99989072465861 | 0.000218550682778294 | 0.000109275341389147 |
352 | 0.999843122608733 | 0.000313754782534087 | 0.000156877391267043 |
353 | 0.999796551993875 | 0.000406896012250743 | 0.000203448006125372 |
354 | 0.999735627992416 | 0.000528744015167097 | 0.000264372007583548 |
355 | 0.999820490626262 | 0.000359018747476339 | 0.000179509373738169 |
356 | 0.999737211964628 | 0.000525576070743655 | 0.000262788035371827 |
357 | 0.999616733769807 | 0.000766532460386155 | 0.000383266230193078 |
358 | 0.99946085079958 | 0.00107829840083926 | 0.000539149200419628 |
359 | 0.999227473374119 | 0.00154505325176209 | 0.000772526625881043 |
360 | 0.998902591033425 | 0.00219481793314992 | 0.00109740896657496 |
361 | 0.998452012750247 | 0.00309597449950685 | 0.00154798724975342 |
362 | 0.997926418509549 | 0.00414716298090199 | 0.00207358149045100 |
363 | 0.997120193838368 | 0.00575961232326355 | 0.00287980616163177 |
364 | 0.996053097506822 | 0.00789380498635562 | 0.00394690249317781 |
365 | 0.994681571129114 | 0.0106368577417710 | 0.00531842887088552 |
366 | 0.992792896167987 | 0.0144142076640253 | 0.00720710383201266 |
367 | 0.99043814259862 | 0.0191237148027584 | 0.00956185740137919 |
368 | 0.99045951128409 | 0.0190809774318210 | 0.00954048871591052 |
369 | 0.988138617744242 | 0.0237227645115159 | 0.0118613822557580 |
370 | 0.9866002149582 | 0.0267995700836017 | 0.0133997850418008 |
371 | 0.982474379982487 | 0.0350512400350253 | 0.0175256200175126 |
372 | 0.977040893920792 | 0.0459182121584152 | 0.0229591060792076 |
373 | 0.972975855403666 | 0.054048289192668 | 0.027024144596334 |
374 | 0.9652402354061 | 0.069519529187801 | 0.0347597645939005 |
375 | 0.95552659735409 | 0.0889468052918194 | 0.0444734026459097 |
376 | 0.943689045317903 | 0.112621909364194 | 0.056310954682097 |
377 | 0.932097931166243 | 0.135804137667514 | 0.0679020688337569 |
378 | 0.928012400496856 | 0.143975199006287 | 0.0719875995031437 |
379 | 0.912383582626922 | 0.175232834746156 | 0.0876164173730778 |
380 | 0.910869746128661 | 0.178260507742678 | 0.089130253871339 |
381 | 0.890354659030287 | 0.219290681939425 | 0.109645340969713 |
382 | 0.87705754889738 | 0.245884902205239 | 0.122942451102619 |
383 | 0.850450118576042 | 0.299099762847917 | 0.149549881423958 |
384 | 0.820958946627324 | 0.358082106745351 | 0.179041053372676 |
385 | 0.798073414140022 | 0.403853171719957 | 0.201926585859978 |
386 | 0.768435939218227 | 0.463128121563545 | 0.231564060781773 |
387 | 0.730530006141822 | 0.538939987716357 | 0.269469993858178 |
388 | 0.72107097931935 | 0.5578580413613 | 0.27892902068065 |
389 | 0.68940658380341 | 0.62118683239318 | 0.31059341619659 |
390 | 0.65345250508305 | 0.693094989833899 | 0.346547494916949 |
391 | 0.606745842923212 | 0.786508314153577 | 0.393254157076788 |
392 | 0.576694821929338 | 0.846610356141323 | 0.423305178070662 |
393 | 0.614197974366669 | 0.771604051266663 | 0.385802025633331 |
394 | 0.56253754449881 | 0.87492491100238 | 0.43746245550119 |
395 | 0.512702503982346 | 0.974594992035307 | 0.487297496017654 |
396 | 0.462590756584702 | 0.925181513169403 | 0.537409243415298 |
397 | 0.413295715398063 | 0.826591430796126 | 0.586704284601937 |
398 | 0.430619606624394 | 0.861239213248787 | 0.569380393375606 |
399 | 0.374853316577977 | 0.749706633155954 | 0.625146683422023 |
400 | 0.320180864926981 | 0.640361729853962 | 0.679819135073019 |
401 | 0.314965408055574 | 0.629930816111148 | 0.685034591944426 |
402 | 0.322804133838554 | 0.645608267677107 | 0.677195866161446 |
403 | 0.286730763275507 | 0.573461526551013 | 0.713269236724493 |
404 | 0.252255321938022 | 0.504510643876045 | 0.747744678061978 |
405 | 0.369906314602436 | 0.739812629204873 | 0.630093685397564 |
406 | 0.309899513342578 | 0.619799026685156 | 0.690100486657422 |
407 | 0.275524562449768 | 0.551049124899537 | 0.724475437550232 |
408 | 0.233609153344995 | 0.467218306689991 | 0.766390846655005 |
409 | 0.561136568879315 | 0.877726862241371 | 0.438863431120686 |
410 | 0.484331214161566 | 0.968662428323132 | 0.515668785838434 |
411 | 0.417325526093973 | 0.834651052187946 | 0.582674473906027 |
412 | 0.84750323968702 | 0.304993520625961 | 0.152496760312981 |
413 | 0.801151651510253 | 0.397696696979494 | 0.198848348489747 |
414 | 0.925654390274572 | 0.148691219450856 | 0.0743456097254282 |
415 | 0.894512996398649 | 0.210974007202702 | 0.105487003601351 |
416 | 0.849506034774795 | 0.300987930450411 | 0.150493965225205 |
417 | 0.779546288025609 | 0.440907423948782 | 0.220453711974391 |
418 | 0.811548246463108 | 0.376903507073783 | 0.188451753536892 |
419 | 0.73389950195069 | 0.532200996098621 | 0.266100498049311 |
420 | 0.608060338902102 | 0.783879322195797 | 0.391939661097898 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 354 | 0.863414634146341 | NOK |
5% type I error level | 362 | 0.882926829268293 | NOK |
10% type I error level | 365 | 0.890243902439024 | NOK |