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
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)61495.38522969266383.1203869.634100
Costs0.01493606380415600.0075051.99010.0472220.023611
Trades0.1961741395037460.0478594.0995e-052.5e-05
Dividends-0.1944084210508880.03778-5.145700
Wealth-0.02252347923672580.007422-3.03490.0025550.001277
WRank-0.1769469652163270.041363-4.27792.3e-051.2e-05
`Profit/Trades`-0.1340583247082140.058823-2.2790.0231640.011582
`Profit/Cost`-0.1034078435492110.038057-2.71720.0068550.003427


Multiple Linear Regression - Regression Statistics
Multiple R0.417418469336707
R-squared0.174238178543399
Adjusted R-squared0.160573089299436
F-TEST (value)12.7506067053590
F-TEST (DF numerator)7
F-TEST (DF denominator)423
p-value6.99440505513849e-15
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation71369.2501530559
Sum Squared Residuals2154580053914.20


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
156289-119550.717968177175839.717968177
228328-53022.276859431181350.276859431
317936-60654.836816946578590.8368169465
4414562826.623438117-58681.623438117
530403525.31870309473-485.318703094735
62964-6338.486196381679302.48619638167
728655207.5075941873-2342.50759418730
82854-27463.033790613430317.0337906134
9216728003.0535114669-25836.0535114669
10197418410.4824226095-16436.4824226095
111910-11025.220319740912935.2203197409
12187129222.5917674437-27351.5917674437
1394329808.8113592281-28865.8113592281
1492950643.4405535775-49714.4405535775
1582222301.9856676967-21479.9856676967
168197321.11579681114-6502.11579681114
17769-9339.2757582578610108.2757582579
1874520219.5117253176-19474.5117253176
1965231955.1213033159-31303.1213033159
2064327844.2617476104-27201.2617476104
2160125649.1117799555-25048.1117799555
2244629472.3779563809-29026.3779563809
2343613042.5837102399-12606.5837102399
2437931003.4492291341-30624.4492291341
2530528663.5798106787-28358.5798106787
2628435325.5445038543-35041.5445038543
2724732340.9150234261-32093.9150234261
2823850867.9749442461-50629.9749442461
2922335522.0443231148-35299.0443231148
3022042083.8545048896-41863.8545048896
3121726733.4797785245-26516.4797785245
3219927524.0287764068-27325.0287764068
3319527621.6463253864-27426.6463253864
3416327150.8611457882-26987.8611457882
35154-14355.649111185214509.6491111852
3614333232.4648361201-33089.4648361201
3713529368.3931942605-29233.3931942605
3813223178.5554807044-23046.5554807044
3912011245.4232409506-11125.4232409506
4011941317.4622450143-41198.4622450143
4110829976.7111982517-29868.7111982517
4210434834.4735821856-34730.4735821856
4310131876.0814764652-31775.0814764652
449029968.6655177853-29878.6655177853
458538983.3383196418-38898.3383196418
467432299.1461027819-32225.1461027819
477312199.1734461563-12126.1734461563
487025224.4592191169-25154.4592191169
496726874.4039079539-26807.4039079539
506642249.6732949123-42183.6732949123
516628169.6677430708-28103.6677430708
526623414.5009756967-23348.5009756967
535913491.792870092-13432.792870092
545820941.6732801056-20883.6732801056
555825782.5200742931-25724.5200742931
565440175.7901481283-40121.7901481283
575330295.1032693940-30242.1032693940
584933972.0665079098-33923.0665079098
594934298.6826119692-34249.6826119692
604435664.8911654494-35620.8911654494
613931281.9224762888-31242.9224762888
623846615.219165397-46577.219165397
633832946.5838797469-32908.5838797469
643737125.1476863365-37088.1476863365
653641791.8465914696-41755.8465914696
663536123.6335248187-36088.6335248187
673439744.3953320372-39710.3953320372
683332549.0637540844-32516.0637540844
693227324.1925203390-27292.1925203390
703232010.9496553136-31978.9496553136
713151608.6128310405-51577.6128310405
723144962.0420536184-44931.0420536184
733033241.3910539025-33211.3910539025
743037177.3803210651-37147.3803210651
753028768.6549100076-28738.6549100076
762840480.7373938768-40452.7373938768
772630406.3899308217-30380.3899308217
782641602.453648366-41576.453648366
792640801.5548077613-40775.5548077613
802530819.3775263022-30794.3775263022
812541052.9822735724-41027.9822735724
822434037.8013494721-34013.8013494721
832426173.1761725168-26149.1761725168
842346173.1870886972-46150.1870886972
852331397.2836816704-31374.2836816704
862240746.0988370477-40724.0988370477
872233277.9964685163-33255.9964685163
882231794.0565236116-31772.0565236116
892033568.7992520807-33548.7992520807
902030401.1736029984-30381.1736029984
911933580.6712914413-33561.6712914413
921836302.7097769739-36284.7097769739
931738633.2274486153-38616.2274486153
941628405.5733523312-28389.5733523312
951445661.8919242289-45647.8919242289
961440783.6802311421-40769.6802311421
971425933.1455967883-25919.1455967883
981340347.0260662652-40334.0260662652
991325889.0591629067-25876.0591629067
1001338651.1751378327-38638.1751378327
1011339290.6457725039-39277.6457725039
1021338336.7626040595-38323.7626040595
1031233498.7093373688-33486.7093373688
1041231392.0196986572-31380.0196986572
1051139292.1150361462-39281.1150361462
1061041039.5239920049-41029.5239920049
1071047192.4188162035-47182.4188162035
1081028887.8310682948-28877.8310682948
1091034319.099660282-34309.099660282
1101041460.0565413786-41450.0565413786
111938131.4970839236-38122.4970839236
112948694.6801332743-48685.6801332743
113938021.9904924650-38012.9904924650
114639693.8624421314-39687.8624421314
115639140.7264483423-39134.7264483423
116642310.3725552762-42304.3725552762
117536750.2130028569-36745.2130028569
118532765.0580432183-32760.0580432183
119541505.0659017768-41500.0659017768
120442232.8995848133-42228.8995848133
121431505.2936066442-31501.2936066442
122339635.2950213684-39632.2950213684
123235203.7884486667-35201.7884486667
124228471.4748080536-28469.4748080536
125140780.5001429228-40779.5001429228
126141740.3726144495-41739.3726144495
127742543.9338141542-42536.9338141542
12828123420.129184295-123392.129184295
1290124581.402798310-124581.402798310
130314353117956.698463822196396.301536178
13136944857617.3582593536311830.641740646
13231538055724.1737718594259655.826228141
133376158743.104309396728871.8956906033
134224158794.4145236600913620.5854763399
135127798469.674448784644309.32555121536
13691467927.543326419341218.45667358066
137574438520.9774340242648922.0225659757
138229838699.2502324817114283.7497675183
13908454.32219686057-8454.32219686057
140041446.6589350295-41446.6589350295
1411542444.9080302202-42429.9080302202
1423120674.497401647-120671.497401647
14315122845.764752786-122830.764752786
14411126836.174511962-126825.174511962
1450123360.046918704-123360.046918704
146314987117939.025196148197047.974803852
14732524956510.4583184401268738.54168156
14831587767380.5620715625248496.437928437
14929165076508.3995562497215141.600443750
15030595956692.7880018735249266.211998126
15131538055494.657826809259885.342173191
152888811079.7581368765-2191.75813687652
153384158419.8880038967829995.1119961032
15408534.15877925547-8534.15877925547
155242538.5656677539-42536.5656677539
1567122648.762648851-122641.762648851
1570127881.884365545-127881.884365545
158315380117951.369886580197428.630113420
15908453.61207719269-8453.61207719269
1602742498.9305949527-42471.9305949527
16151122243.625310312-122192.625310312
1623121562.316161700-121559.316161700
1630122821.864717382-122821.864717382
164382712119373.085390551263338.914609449
16534157056180.437392477285389.562607523
16631538055282.8196936738260097.180306326
16708452.8997245424-8452.8997245424
168038341.2724568907-38341.2724568907
169942533.0162531378-42524.0162531378
1700122720.294915918-122720.294915918
171315547117905.402041225197641.597958775
17231326757215.6014110307256051.398588969
17331617655297.0752355671260878.924764433
17431538077689.5663734669237690.433626533
17508455.3252023416-8455.3252023416
176038834.7399100982-38834.7399100982
177038353.1193967781-38353.1193967781
178043289.6111545036-43289.6111545036
179040496.676244663-40496.676244663
180038598.3548676274-38598.3548676274
181040948.8268281061-40948.8268281061
182040265.7478141737-40265.7478141737
183039206.4434355609-39206.4434355609
184039575.8155809105-39575.8155809105
185442526.4556232283-42522.4556232283
1860124140.327346058-124140.327346058
187315366117838.124763223197527.875236777
18831538058833.6829657441256546.317034256
189578448380.6040302744849463.3959697255
19008506.6095850871-8506.6095850871
191029968.6716338798-29968.6716338798
192042541.6217578131-42541.6217578131
193269587115857.481571705153729.518428295
19431538055876.1079717329259503.892028267
19508449.628557898-8449.628557898
1962742522.7533291552-42495.7533291552
19717121001.351780582-120984.351780582
1982126414.278858302-126412.278858302
1994121032.516381113-121028.516381113
2000123941.443054573-123941.443054573
201343613119004.521017002224608.478982998
20230694856022.8867071485250925.113292852
20321021346.0257121192-21136.0257121192
2042674294.60966562367-4027.60966562367
2054747849.96732933543-7375.96732933543
20653416651.7169613234-16117.7169613234
207011910.1747385103-11910.1747385103
2086083112087.185792385348743.8142076147
2096064663202.0991625395-2556.09916253952
2106072065446.7519839222-4726.75198392224
21113525328.8164859814-25193.8164859814
21237322775.7120261159-22402.7120261159
21319821169.2314373570-20971.2314373570
21436505-1676.4139327726938181.4139327727
2152394383.27245908997-4144.27245908997
2165924-1709.224074353517633.22407435351
2174133939.79484007005-3526.79484007005
21818743590.92073768784-1716.92073768784
2191924293.4031407013-4101.4031407013
22008524.09740749099-8524.09740749099
2216391512046.303965249851868.6960347502
2226072063788.947622856-3068.94762285604
2236072063959.3226108976-3239.32261089760
22435526611.1156902341-26256.1156902341
22520420888.4147674790-20684.4147674790
22652257-7662.3474047466559919.3474047467
227534295.1458989225-4242.1458989225
22808228.47253385441-8228.47253385441
2296072012090.159070879748629.8409291203
23020025491.1916404780-25291.1916404780
2311200832.630114791936367.369885208064
232244290.45385755771-4266.45385755771
23323328666.4799475775-6334.47994757751
23407177.80727313122-7177.80727313122
2356072012089.235608231048630.764391769
23633826008.9695103618-25670.9695103618
23726021054.1938073773-20794.1938073773
2382064290.85603253184-4084.85603253184
239012260.4136308565-12260.4136308565
2406424512066.550958400752178.4490415993
2417300755615.70290201317391.2970979870
2428273265507.021779422917224.9782205771
2436072065250.130593441-4530.13059344101
24433526882.9644222080-26547.9644222080
24536524485.4173621526-24120.4173621526
24623920837.7763941462-20598.7763941462
24704290.72197420713-4290.72197420713
2486072012088.649997770948631.3500022291
24910220925.1303396773-20823.1303396773
25011619572.8387546750-19456.8387546750
25128820958.3454881314-20670.3454881314
25204284.55529127055-4284.55529127055
2537765512061.859076862065593.140923138
2546072063978.0439607942-3258.0439607942
25511722614.1280299187-22497.1280299187
25628621256.8927894486-20970.8927894486
25704284.01905797172-4284.01905797172
2586079812070.584242622148727.4157573779
2596072064388.5562094446-3668.55620944455
26014124785.5995018434-24644.5995018434
26114019890.2745692359-19750.2745692359
26223220867.511331699-20635.511331699
263698440.75991080992-8371.75991080992
2646294564.65387424123-3935.65387424123
26504287.90674938826-4287.90674938826
2665672612047.981774537644678.0182254624
2676072065923.2581553151-5203.2581553151
26811822489.3935657049-22371.3935657049
26924120970.7747823736-20729.7747823736
2701981687.44157665677-1489.44157665677
2713912743.4565383958463168.54346160415
2722494288.17486603768-4039.17486603768
273014916.0058593474-14916.0058593474
2746284112064.138679865850776.8613201342
2758112565283.707720658915841.2922793411
2766072065433.1974861503-4713.19748615028
27735627003.9295542268-26647.9295542268
27810718754.1930730127-18647.1930730127
27922920915.2521086538-20686.2521086538
28004291.39226583067-4291.39226583067
2816072012089.505889981948630.4941100181
28232025714.1924302635-25394.1924302635
28336023634.0781268466-23274.0781268466
28422521566.3626347487-21341.3626347487
2853664291.25820750596-3925.25820750596
28626124.91330351711-6122.91330351711
28701368.85761358624-1368.85761358624
2886401612060.188445110251955.8115548898
2895468364444.8961322396-9761.89613223957
2906072065211.3185216031-4491.31852160309
29124425497.6653870817-25253.6653870817
292402-1940.668896394522342.66889639452
293494291.92849912951-4242.92849912951
29438428.72150409525-8425.72150409525
2951331845.49966286287-1712.49966286287
296326544.28312643482-6512.28312643482
297368-8800.482101868589168.48210186858
298114673.5100500343-14672.5100500343
2990-2602.566413271252602.56641327125
3006072012088.379716020048631.62028398
30117725501.3926957322-25324.3926957322
30204297.42489044254-4297.42489044254
3036072012089.032896917948630.9671030821
30432425803.1796441104-25479.1796441104
30525222593.8480949095-22341.8480949095
30604288.84515766121-4288.84515766121
3076072012088.852709084048631.147290916
30827825507.4740940568-25229.4740940568
30904285.3596412188-4285.3596412188
3106037912074.948030671848304.0519693282
3116072761794.1399064213-1067.13990642135
3126072052329.57818211518390.42181788493
3136092561648.2047426286-723.204742628583
3146072065749.8282711168-5029.82827111677
31531525619.2001452748-25304.2001452748
31615323179.9250580119-23026.9250580119
31737622799.4943520734-22423.4943520734
31818720899.3693332239-20712.3693332239
31904297.69300709196-4297.69300709196
3206072012002.238079975748717.7619200243
3216072065724.1018204204-5004.1018204204
32235426909.842830083-26555.842830083
32317821171.7570870427-20993.7570870427
32415954298.63141536492-2703.63141536492
32531210063.5130492106-9751.51304921057
326609480.44331225313-9420.44331225313
32758710150.7042098337-9563.7042098337
3281357982.88807781833-7847.88807781833
32902360.78443997179-2360.78443997179
3306072012088.424762978548631.5752370215
33113322340.3849570342-22207.3849570342
33227920824.4320581927-20545.4320581927
33304288.5770410118-4288.5770410118
3346072212087.922120238148634.0778797619
3356072056752.30802229553967.69197770455
33628925505.7085268013-25216.7085268013
337615377.645811427-5316.645811427
3386473086.48825305881-2439.48825305881
33904283.7509413223-4283.7509413223
3406072012088.965326480248631.0346735198
34129225510.2205320099-25218.2205320099
3425313738.45396284919-3207.45396284919
3434484283.34876634818-3835.34876634818
3442279773.82388720076-9546.82388720076
3451748315.91036981259-8141.91036981259
3460-4653.353457684854653.35345768485
3476072012088.559903853948631.4400961461
34837728179.1744085670-27802.1744085670
34913420259.2749989468-20125.2749989468
35014220432.1679944703-20290.1679944703
35127120881.0740366840-20610.0740366840
3525304286.83428279059-3756.83428279059
35357113838.8453100019-13267.8453100019
354014916.0443724382-14916.0443724382
3556270012076.426305550750623.5736944493
3566780464467.81976151553336.18023848452
3575966164928.2833069267-5267.28330692671
3585862062140.9036760695-3520.90367606949
3596039863514.900228231-3116.90022823099
3605858058734.3528370188-154.352837018837
3616271064791.9244802522-2081.92448025222
3625932563890.249542245-4565.24954224505
3636095063605.7430538002-2655.74305380024
3646806063652.70471239154407.29528760847
3658362062463.304020411121156.6959795889
3665845664375.7832555117-5919.78325551174
3675281163890.9912791016-11079.9912791016
36812117364807.027426556456365.9725734436
3696387067586.4247117193-3716.42471171927
3702100163611.4883719249-42610.4883719249
3717041564835.27904086585579.72095913417
3726423061949.08696289872280.91303710133
3735919063529.0471988798-4339.04719887978
3746935163437.6772981525913.32270184802
3756427065044.2213322477-774.221332247732
3767069463410.45367616617283.54632383385
3776800564418.10794313673586.89205686326
3785893064702.2392316345-5772.23923163455
3795832064203.6892618308-5883.68926183075
3806998064184.03444979115795.96555020886
3816986362793.59005949157069.40994050846
3826325564835.4929917072-1580.49299170720
3835732065117.1840741556-7797.18407415555
3847523064356.829042003110873.1709579969
3857942066476.897707786812943.1022922132
3867349064369.14417879179120.85582120832
3873525063907.4554949331-28657.4554949331
3886228566823.7318655684-4538.73186556841
3896920664701.49052004164504.50947995842
3906592065032.8609409336887.139059066393
3916977062105.67443976817664.32556023189
3927268359775.84003783612907.1599621640
393-1454563504.3678893436-78049.3678893436
3945583060250.4893412919-4420.48934129189
3955517462460.6132464009-7286.61324640087
3966703864366.70915592332671.29084407667
3975125264229.3501979997-12977.3501979997
39815727858449.400807587898828.5991924122
3997951064812.315301313714697.6846986863
4007744063115.002155339914324.9978446601
4012728464289.712200347-37005.712200347
40221311839857.4578880892173260.542111911
40381767140245.940988026-58478.9409880259
404153198106642.19870230946555.8012976908
405-26007106655.938961173-132662.938961173
40612694256810.538089682270131.4619103178
40715721476670.107171353680543.8928286464
40812935277990.325767734351361.6742322657
40923481775304.64298285159512.35701715
4106044883712.7612196609-23264.7612196609
4114781873276.0482308788-25458.0482308788
41224554677014.6218527056168531.378147294
4134802073999.2891463842-25979.2891463842
414-171072049.0312455299-73759.0312455299
4153264875472.1270249887-42824.1270249887
4169535061404.926131604133945.0738683959
41715135274050.98889299177301.011107009
41828817075318.9865736561212851.013426344
41911433767126.077872345547210.9221276545
4203788468853.81144965-30969.8114496499
42112284473156.075526358549687.9244736415
4228234066148.261273765316191.7387262347
4237980170118.55163933929682.44836066076
42416554869071.958575146196476.041424854
42511638468754.055606116147629.9443938839
42613402865728.034434504768299.9655654953
4276383863654.3753170146183.624682985369
4287499665289.30350302339706.69649697671
4293108069350.7327998504-38270.7327998504
4303216863501.377291029-31333.3772910290
4314985768155.5226637661-18298.5226637661


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
110.0004872156464774470.0009744312929548950.999512784353523
124.73973527598959e-059.47947055197919e-050.99995260264724
132.89075526478385e-065.78151052956771e-060.999997109244735
146.79485070952728e-071.35897014190546e-060.99999932051493
154.47449142064719e-088.94898284129439e-080.999999955255086
163.02152396198083e-096.04304792396166e-090.999999996978476
173.02522842484945e-106.0504568496989e-100.999999999697477
181.86166164918597e-113.72332329837194e-110.999999999981383
191.49957952109718e-122.99915904219437e-120.9999999999985
201.35486419110366e-132.70972838220731e-130.999999999999865
211.14031200023311e-142.28062400046622e-140.999999999999989
221.35241483413318e-152.70482966826636e-150.999999999999999
231.10106964389467e-162.20213928778935e-161
248.08262364252348e-181.61652472850470e-171
254.54494460782962e-199.08988921565925e-191
264.81467320294039e-209.62934640588078e-201
272.79644426794376e-215.59288853588752e-211
281.54052522654139e-223.08105045308278e-221
291.07709409867061e-232.15418819734122e-231
306.5252400062218e-251.30504800124436e-241
313.65063908765008e-267.30127817530016e-261
322.92722581305765e-275.8544516261153e-271
331.64289369136625e-283.28578738273251e-281
341.06703176951123e-292.13406353902246e-291
355.73027186945307e-311.14605437389061e-301
364.5931542716493e-329.1863085432986e-321
372.75715264579947e-335.51430529159895e-331
381.46320200284978e-342.92640400569955e-341
397.39992584145573e-361.47998516829115e-351
403.45950616070002e-376.91901232140005e-371
412.37973587314009e-384.75947174628018e-381
421.70265726566880e-393.40531453133759e-391
438.54606624516092e-411.70921324903218e-401
445.61599404240575e-421.12319880848115e-411
453.57719396653457e-437.15438793306914e-431
462.55031105136224e-445.10062210272448e-441
471.35795232687807e-452.71590465375614e-451
486.80786773819759e-471.36157354763952e-461
493.44423224354379e-486.88846448708758e-481
501.50673107815463e-493.01346215630926e-491
516.53945682004148e-511.30789136400830e-501
522.86148915436394e-525.72297830872787e-521
531.36326433015569e-532.72652866031137e-531
548.17628438914068e-551.63525687782814e-541
553.48447673480134e-566.96895346960267e-561
561.65128471244638e-573.30256942489276e-571
571.31282211795910e-582.62564423591820e-581
586.88521409581706e-601.37704281916341e-591
593.10064831614712e-616.20129663229424e-611
601.64008080195210e-623.28016160390419e-621
617.86324302804714e-641.57264860560943e-631
623.27091430411627e-656.54182860823255e-651
631.62631237714839e-663.25262475429678e-661
647.99480137608985e-681.59896027521797e-671
653.731800350834e-697.463600701668e-691
661.43350761041975e-702.8670152208395e-701
675.86611953394767e-721.17322390678953e-711
682.59228132990728e-735.18456265981456e-731
691.04885315499781e-742.09770630999561e-741
704.69388769759248e-769.38777539518497e-761
711.80490380633734e-773.60980761267469e-771
728.57328959142833e-791.71465791828567e-781
733.17220600049939e-806.34441200099877e-801
741.15091325339210e-812.30182650678420e-811
754.83501308318154e-839.67002616636308e-831
761.75194384482264e-843.50388768964528e-841
776.33309151056987e-861.26661830211397e-851
782.30736366990700e-874.61472733981401e-871
798.43360729300478e-891.68672145860096e-881
802.8874855532166e-905.7749711064332e-901
811.1264155732652e-912.2528311465304e-911
824.59614271912876e-939.19228543825751e-931
831.56960271098495e-943.13920542196990e-941
845.80130493072597e-961.16026098614519e-951
851.98615212799383e-973.97230425598766e-971
868.22356858109022e-991.64471371621804e-981
873.03502707348560e-1006.07005414697119e-1001
889.86030034938982e-1021.97206006987796e-1011
893.22761980354423e-1036.45523960708845e-1031
901.04126549687426e-1042.08253099374852e-1041
913.81283096828332e-1067.62566193656663e-1061
921.50728644265897e-1073.01457288531794e-1071
934.99461262703792e-1099.98922525407585e-1091
941.97123123692332e-1103.94246247384664e-1101
957.01078352819963e-1121.40215670563993e-1111
962.61375367866098e-1135.22750735732196e-1131
971.58055672654252e-1143.16111345308504e-1141
985.16605239889997e-1161.03321047977999e-1151
992.04832551979518e-1174.09665103959036e-1171
1007.4604840345818e-1191.49209680691636e-1181
1012.34985160454275e-1204.6997032090855e-1201
1027.30682958722883e-1221.46136591744577e-1211
1032.25054948943731e-1234.50109897887461e-1231
1047.04830627314206e-1251.40966125462841e-1241
1052.36679864112316e-1264.73359728224633e-1261
1067.40711247517197e-1281.48142249503439e-1271
1072.41617119239246e-1294.83234238478493e-1291
1088.33925142876367e-1311.66785028575273e-1301
1092.78141388794857e-1325.56282777589715e-1321
1108.25826751835416e-1341.65165350367083e-1331
1112.46340288190075e-1354.92680576380151e-1351
1127.61710719257836e-1371.52342143851567e-1361
1132.23355504703006e-1384.46711009406011e-1381
1146.3459822178029e-1401.26919644356058e-1391
1152.50218413862267e-1415.00436827724534e-1411
1167.82901363163113e-1431.56580272632623e-1421
1172.16500195027335e-1444.33000390054671e-1441
1187.21826860240171e-1461.44365372048034e-1451
1192.03685469395233e-1474.07370938790466e-1471
1205.64708639958744e-1491.12941727991749e-1481
1211.7954803843567e-1503.5909607687134e-1501
1225.46250612479391e-1521.09250122495878e-1511
1231.61103715648738e-1533.22207431297476e-1531
1245.00001020418331e-1551.00000204083666e-1541
1251.55952122715819e-1563.11904245431639e-1561
1264.23727470573405e-1588.4745494114681e-1581
1271.13014572459619e-1592.26029144919239e-1591
1285.37056769499347e-1611.07411353899869e-1601
1291.34688321410721e-1602.69376642821442e-1601
1302.41831065217842e-1614.83662130435685e-1611
1311.07802694100884e-1272.15605388201769e-1271
1322.26210593773096e-1204.52421187546191e-1201
1333.04601873131969e-1046.09203746263939e-1041
1341.58527871946297e-1043.17055743892593e-1041
1351.46184643101986e-1042.92369286203973e-1041
1367.19891253401617e-1051.43978250680323e-1041
1371.03607084940632e-1002.07214169881265e-1001
1381.26694238376627e-1012.53388476753255e-1011
1394.57025731632454e-1009.14051463264908e-1001
1404.4769938191007e-1018.9539876382014e-1011
1416.21659278219045e-1021.24331855643809e-1011
1422.42935742567800e-1024.85871485135599e-1021
1434.43474516681106e-1038.86949033362212e-1031
1441.36075906255773e-1032.72151812511546e-1031
1454.67953093928645e-1049.3590618785729e-1041
1467.79146409842522e-1031.55829281968504e-1021
1473.07113666188247e-1026.14227332376494e-1021
1485.11594995649651e-1011.02318999129930e-1001
1496.04806162178147e-991.20961232435629e-981
1502.87854183980975e-975.75708367961949e-971
1511.24542082727244e-962.49084165454487e-961
1527.26049731133327e-971.45209946226665e-961
1536.16531294793365e-971.23306258958673e-961
1542.60617858758811e-965.21235717517622e-961
1553.20534950965968e-976.41069901931936e-971
1569.32209390465192e-981.86441878093038e-971
1574.49247658935480e-988.98495317870961e-981
1586.25326775464376e-981.25065355092875e-971
1591.26165805446636e-972.52331610893272e-971
1601.66753164411691e-983.33506328823381e-981
1617.45532993484081e-991.49106598696816e-981
1624.48395899224057e-998.96791798448114e-991
1632.86911078605070e-995.73822157210141e-991
1642.58869636551549e-655.17739273103097e-651
1651.04877940023318e-632.09755880046635e-631
1663.53876388170938e-627.07752776341877e-621
1671.84682254797462e-623.69364509594924e-621
1685.57319128003127e-631.11463825600625e-621
1691.27965987864729e-632.55931975729459e-631
1701.99373126604967e-633.98746253209935e-631
1712.04536401541122e-624.09072803082245e-621
1721.54851065709567e-603.09702131419134e-601
1732.02364416453697e-584.04728832907394e-581
1741.98511920841242e-563.97023841682484e-561
1751.08927041041973e-562.17854082083945e-561
1762.87177378072716e-575.74354756145432e-571
1777.60862191162395e-581.52172438232479e-571
1781.97260282250606e-583.94520564501212e-581
1795.088584942562e-591.0177169885124e-581
1803.54125621804463e-597.08251243608927e-591
1819.21733060031996e-601.84346612006399e-591
1822.37933977656079e-604.75867955312158e-601
1836.18823581006563e-611.23764716201313e-601
1841.62083235588125e-613.24166471176250e-611
1854.08797925592341e-628.17595851184683e-621
1868.58746378452145e-621.71749275690429e-611
1879.25368384362987e-601.85073676872597e-591
1881.50436858398852e-563.00873716797704e-561
1892.66056563832705e-555.32113127665411e-551
1902.08348743237144e-554.16697486474289e-551
1916.43181307742845e-561.28636261548569e-551
1921.80024568579214e-563.60049137158428e-561
1936.75467851688437e-371.35093570337687e-361
1944.31122619893291e-338.62245239786583e-331
1951.26996654851171e-322.53993309702343e-321
1965.23339132967112e-331.04667826593422e-321
1976.72096857113843e-331.34419371422769e-321
1982.06509893996134e-324.13019787992269e-321
1994.24603663753676e-318.49207327507352e-311
2004.257662038834e-268.515324077668e-261
2018.32513400971259e-231.66502680194252e-221
2021.99846343721176e-173.99692687442351e-171
20311.14321684934520e-235.71608424672599e-24
20412.77503363841111e-281.38751681920556e-28
20513.29197752659744e-281.64598876329872e-28
20614.79644969621431e-282.39822484810716e-28
20717.26686100540414e-283.63343050270207e-28
20816.07108402539357e-283.03554201269679e-28
20919.87308718845256e-284.93654359422628e-28
21012.07338639300639e-271.03669319650319e-27
21113.88364543696093e-321.94182271848047e-32
21211.11406251115924e-345.57031255579621e-35
21315.91562619541912e-362.95781309770956e-36
21416.62973505760982e-363.31486752880491e-36
21511.63660406013544e-358.1830203006772e-36
21613.37393331822171e-351.68696665911085e-35
21718.44415182551488e-354.22207591275744e-35
21812.1042722481524e-341.0521361240762e-34
21915.2103129318892e-342.6051564659446e-34
22019.12071899140565e-344.56035949570282e-34
22118.7799798729057e-344.38998993645285e-34
22211.49990549561869e-337.49952747809344e-34
22312.84550899791646e-331.42275449895823e-33
22412.37935540907307e-331.18967770453653e-33
22511.03722624583113e-335.18613122915565e-34
22612.63132485941513e-341.31566242970756e-34
22716.59026336381127e-343.29513168190563e-34
22811.20806008976163e-336.04030044880816e-34
22911.45634936755172e-337.2817468377586e-34
23012.28716511908799e-331.14358255954400e-33
23115.35153528544388e-332.67576764272194e-33
23211.3236223623023e-326.6181118115115e-33
23312.49650460109128e-321.24825230054564e-32
23414.94694924937807e-322.47347462468903e-32
23516.64478062766874e-323.32239031383437e-32
23611.21917308267889e-316.09586541339446e-32
23711.18255843173331e-315.91279215866655e-32
23812.88709225657048e-311.44354612828524e-31
23915.3785678581463e-312.68928392907315e-31
24016.93684877416315e-313.46842438708157e-31
24111.13448125660380e-305.67240628301902e-31
24212.08791968865692e-301.04395984432846e-30
24314.52478177889843e-302.26239088944921e-30
24418.6615236722574e-304.3307618361287e-30
24511.25074119069987e-296.25370595349937e-30
24611.93843526908707e-299.69217634543534e-30
24714.62206101463649e-292.31103050731824e-29
24816.62156479048407e-293.31078239524203e-29
24911.38180133443753e-286.90900667218766e-29
25012.31582032871650e-281.15791016435825e-28
25114.20510612405719e-282.10255306202859e-28
25219.87736106559608e-284.93868053279804e-28
25318.8096759413397e-284.40483797066985e-28
25411.85133193798308e-279.2566596899154e-28
25514.02759081102119e-272.01379540551060e-27
25617.76930248759858e-273.88465124379929e-27
25711.79999560677412e-268.99997803387058e-27
25812.5786798825273e-261.28933994126365e-26
25915.53556834510234e-262.76778417255117e-26
26011.20420264308266e-256.02101321541328e-26
26112.36122884456310e-251.18061442228155e-25
26214.70185037562337e-252.35092518781169e-25
26311.05276293544381e-245.26381467721903e-25
26412.37429445315522e-241.18714722657761e-24
26515.32874112957648e-242.66437056478824e-24
26618.24419184338577e-244.12209592169288e-24
26711.72708722552234e-238.6354361276117e-24
26813.70440466325447e-231.85220233162723e-23
26917.38300174113262e-233.69150087056631e-23
27011.60638204860644e-228.03191024303219e-23
27113.35602435285875e-221.67801217642937e-22
27217.31434705976269e-223.65717352988134e-22
27311.32070432377824e-216.60352161889121e-22
27411.79896429970116e-218.99482149850582e-22
27513.54636306892347e-211.77318153446174e-21
27617.2414861686362e-213.6207430843181e-21
27711.49878791370395e-207.49393956851973e-21
27812.88151969060891e-201.44075984530446e-20
27915.70392723690652e-202.85196361845326e-20
28011.20400484313822e-196.02002421569109e-20
28111.68392435935643e-198.41962179678217e-20
28213.45535604378626e-191.72767802189313e-19
28316.79902887144323e-193.39951443572161e-19
28411.34698021683842e-186.73490108419209e-19
28512.78462912244132e-181.39231456122066e-18
28615.34431335497556e-182.67215667748778e-18
28715.49561742848501e-182.74780871424250e-18
28817.37313095634765e-183.68656547817382e-18
28911.41868644199744e-177.09343220998722e-18
29012.79323252925218e-171.39661626462609e-17
29115.57252049386734e-172.78626024693367e-17
29211.10809763356478e-165.54048816782389e-17
29312.22475692567991e-161.11237846283996e-16
29414.05066321489584e-162.02533160744792e-16
29515.65967150938697e-162.82983575469349e-16
29611.02105976205633e-155.10529881028165e-16
29712.0039596012936e-151.0019798006468e-15
2980.9999999999999983.30886148154991e-151.65443074077495e-15
29911.52107800269713e-157.60539001348566e-16
3000.9999999999999992.37683045844736e-151.18841522922368e-15
3010.9999999999999984.62865345115939e-152.31432672557970e-15
3020.9999999999999959.09527641002939e-154.54763820501469e-15
3030.9999999999999931.39148448418627e-146.95742242093135e-15
3040.9999999999999872.67814325525012e-141.33907162762506e-14
3050.9999999999999755.02112808676985e-142.51056404338493e-14
3060.9999999999999529.6776855677341e-144.83884278386705e-14
3070.9999999999999281.4425903973497e-137.2129519867485e-14
3080.9999999999998642.72859734167388e-131.36429867083694e-13
3090.999999999999745.18555879327079e-132.59277939663539e-13
3100.9999999999996227.57020311263437e-133.78510155631718e-13
3110.9999999999993021.39671607176062e-126.98358035880311e-13
3120.999999999998722.55857291606673e-121.27928645803336e-12
3130.9999999999976634.67358408742141e-122.33679204371070e-12
3140.9999999999957628.4757850452668e-124.2378925226334e-12
3150.9999999999922741.54523339810575e-117.72616699052874e-12
3160.9999999999861642.76727509421335e-111.38363754710667e-11
3170.9999999999756344.87326067529907e-112.43663033764954e-11
3180.9999999999568338.63349514111044e-114.31674757055522e-11
3190.9999999999223161.55367387462162e-107.7683693731081e-11
3200.999999999891462.17081801393150e-101.08540900696575e-10
3210.9999999998100573.79885045525500e-101.89942522762750e-10
3220.9999999996658656.68270197858256e-103.34135098929128e-10
3230.999999999421451.15709819998524e-095.78549099992619e-10
3240.9999999989866662.02666868409507e-091.01333434204754e-09
3250.999999998361293.27741908765403e-091.63870954382702e-09
3260.999999997405655.18870113190879e-092.59435056595440e-09
3270.9999999959710558.05789070877779e-094.02894535438889e-09
3280.9999999938412931.23174147718786e-086.15870738593929e-09
3290.9999999901042221.97915566131622e-089.89577830658108e-09
3300.9999999855497992.89004028914002e-081.44502014457001e-08
3310.9999999760731174.78537655050618e-082.39268827525309e-08
3320.9999999603829267.92341479294859e-083.96170739647429e-08
3330.9999999338917881.32216423926380e-076.61082119631901e-08
3340.9999999072935141.85412972663861e-079.27064863319303e-08
3350.9999998517458562.96508287326552e-071.48254143663276e-07
3360.999999757868024.84263959214645e-072.42131979607322e-07
3370.999999605789367.88421281533587e-073.94210640766793e-07
3380.9999993634733231.27305335381122e-066.36526676905612e-07
3390.999998977130822.04573835952564e-061.02286917976282e-06
3400.9999986237528762.75249424826509e-061.37624712413254e-06
3410.9999978205367934.35892641408695e-062.17946320704347e-06
3420.999996560349696.87930062171926e-063.43965031085963e-06
3430.999994608608781.07827824413597e-055.39139122067983e-06
3440.9999921312789731.57374420549358e-057.86872102746791e-06
3450.9999883883983062.32232033872870e-051.16116016936435e-05
3460.9999829299042463.41401915070675e-051.70700957535338e-05
3470.9999775119451934.49761096129847e-052.24880548064924e-05
3480.9999659596656956.8080668609159e-053.40403343045795e-05
3490.9999491164026750.000101767194650025.088359732501e-05
3500.9999246130697970.0001507738604068537.53869302034265e-05
3510.999890724658610.0002185506827782940.000109275341389147
3520.9998431226087330.0003137547825340870.000156877391267043
3530.9997965519938750.0004068960122507430.000203448006125372
3540.9997356279924160.0005287440151670970.000264372007583548
3550.9998204906262620.0003590187474763390.000179509373738169
3560.9997372119646280.0005255760707436550.000262788035371827
3570.9996167337698070.0007665324603861550.000383266230193078
3580.999460850799580.001078298400839260.000539149200419628
3590.9992274733741190.001545053251762090.000772526625881043
3600.9989025910334250.002194817933149920.00109740896657496
3610.9984520127502470.003095974499506850.00154798724975342
3620.9979264185095490.004147162980901990.00207358149045100
3630.9971201938383680.005759612323263550.00287980616163177
3640.9960530975068220.007893804986355620.00394690249317781
3650.9946815711291140.01063685774177100.00531842887088552
3660.9927928961679870.01441420766402530.00720710383201266
3670.990438142598620.01912371480275840.00956185740137919
3680.990459511284090.01908097743182100.00954048871591052
3690.9881386177442420.02372276451151590.0118613822557580
3700.98660021495820.02679957008360170.0133997850418008
3710.9824743799824870.03505124003502530.0175256200175126
3720.9770408939207920.04591821215841520.0229591060792076
3730.9729758554036660.0540482891926680.027024144596334
3740.96524023540610.0695195291878010.0347597645939005
3750.955526597354090.08894680529181940.0444734026459097
3760.9436890453179030.1126219093641940.056310954682097
3770.9320979311662430.1358041376675140.0679020688337569
3780.9280124004968560.1439751990062870.0719875995031437
3790.9123835826269220.1752328347461560.0876164173730778
3800.9108697461286610.1782605077426780.089130253871339
3810.8903546590302870.2192906819394250.109645340969713
3820.877057548897380.2458849022052390.122942451102619
3830.8504501185760420.2990997628479170.149549881423958
3840.8209589466273240.3580821067453510.179041053372676
3850.7980734141400220.4038531717199570.201926585859978
3860.7684359392182270.4631281215635450.231564060781773
3870.7305300061418220.5389399877163570.269469993858178
3880.721070979319350.55785804136130.27892902068065
3890.689406583803410.621186832393180.31059341619659
3900.653452505083050.6930949898338990.346547494916949
3910.6067458429232120.7865083141535770.393254157076788
3920.5766948219293380.8466103561413230.423305178070662
3930.6141979743666690.7716040512666630.385802025633331
3940.562537544498810.874924911002380.43746245550119
3950.5127025039823460.9745949920353070.487297496017654
3960.4625907565847020.9251815131694030.537409243415298
3970.4132957153980630.8265914307961260.586704284601937
3980.4306196066243940.8612392132487870.569380393375606
3990.3748533165779770.7497066331559540.625146683422023
4000.3201808649269810.6403617298539620.679819135073019
4010.3149654080555740.6299308161111480.685034591944426
4020.3228041338385540.6456082676771070.677195866161446
4030.2867307632755070.5734615265510130.713269236724493
4040.2522553219380220.5045106438760450.747744678061978
4050.3699063146024360.7398126292048730.630093685397564
4060.3098995133425780.6197990266851560.690100486657422
4070.2755245624497680.5510491248995370.724475437550232
4080.2336091533449950.4672183066899910.766390846655005
4090.5611365688793150.8777268622413710.438863431120686
4100.4843312141615660.9686624283231320.515668785838434
4110.4173255260939730.8346510521879460.582674473906027
4120.847503239687020.3049935206259610.152496760312981
4130.8011516515102530.3976966969794940.198848348489747
4140.9256543902745720.1486912194508560.0743456097254282
4150.8945129963986490.2109740072027020.105487003601351
4160.8495060347747950.3009879304504110.150493965225205
4170.7795462880256090.4409074239487820.220453711974391
4180.8115482464631080.3769035070737830.188451753536892
4190.733899501950690.5322009960986210.266100498049311
4200.6080603389021020.7838793221957970.391939661097898


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level3540.863414634146341NOK
5% type I error level3620.882926829268293NOK
10% type I error level3650.890243902439024NOK