Multiple Linear Regression - Estimated Regression Equation |
Group[t] = + 0.0761928261752459 + 7.32009843802612e-07Costs[t] + 0.0001518049473316Trades[t] + 8.28576137963525e-07Dividends[t] + 1.68976894851889e-07`Wealth `[t] -0.0244610052209563M1[t] + 0.0377799205961304M2[t] + 0.102111416123679M3[t] + 0.200028069046625M4[t] + 0.0592382954538094M5[t] + 0.0911585426152266M6[t] + 0.0702732756616937M7[t] + 0.0572242088453046M8[t] -0.00739757344270558M9[t] + 0.183110754289409M10[t] + 0.0121927684361800M11[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) | 0.0761928261752459 | 0.087143 | 0.8743 | 0.382438 | 0.191219 |
Costs | 7.32009843802612e-07 | 3e-06 | 0.215 | 0.82986 | 0.41493 |
Trades | 0.0001518049473316 | 0.000308 | 0.4935 | 0.621912 | 0.310956 |
Dividends | 8.28576137963525e-07 | 1e-06 | 1.0859 | 0.278141 | 0.139071 |
`Wealth ` | 1.68976894851889e-07 | 0 | 2.365 | 0.018487 | 0.009243 |
M1 | -0.0244610052209563 | 0.104844 | -0.2333 | 0.815637 | 0.407819 |
M2 | 0.0377799205961304 | 0.104297 | 0.3622 | 0.717361 | 0.35868 |
M3 | 0.102111416123679 | 0.104471 | 0.9774 | 0.328936 | 0.164468 |
M4 | 0.200028069046625 | 0.104664 | 1.9112 | 0.056674 | 0.028337 |
M5 | 0.0592382954538094 | 0.104664 | 0.566 | 0.571709 | 0.285855 |
M6 | 0.0911585426152266 | 0.104493 | 0.8724 | 0.3835 | 0.19175 |
M7 | 0.0702732756616937 | 0.104267 | 0.674 | 0.500705 | 0.250352 |
M8 | 0.0572242088453046 | 0.10464 | 0.5469 | 0.584765 | 0.292382 |
M9 | -0.00739757344270558 | 0.104262 | -0.071 | 0.94347 | 0.471735 |
M10 | 0.183110754289409 | 0.104485 | 1.7525 | 0.080426 | 0.040213 |
M11 | 0.0121927684361800 | 0.105103 | 0.116 | 0.907703 | 0.453851 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.275541529327050 |
R-squared | 0.0759231343838893 |
Adjusted R-squared | 0.0425227657471624 |
F-TEST (value) | 2.27312264752685 |
F-TEST (DF numerator) | 15 |
F-TEST (DF denominator) | 415 |
p-value | 0.0042973313924235 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.439098732002138 |
Sum Squared Residuals | 80.0151940250423 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | 1.57307988355429 | -0.573079883554292 |
2 | 1 | 0.981101269070211 | 0.0188987309297888 |
3 | 1 | 1.13305762295241 | -0.133057622952406 |
4 | 0 | 0.201058219472366 | -0.201058219472366 |
5 | 1 | 0.576999853302284 | 0.423000146697716 |
6 | 1 | 0.653263136910083 | 0.346736863089917 |
7 | 0 | 0.587663050767355 | -0.587663050767355 |
8 | 1 | 0.833652236883733 | 0.166347763116267 |
9 | 1 | 0.369319066765776 | 0.630680933234224 |
10 | 1 | 0.571317313428482 | 0.428682686571518 |
11 | 0 | 0.534359218518887 | -0.534359218518887 |
12 | 0 | 0.308383558422506 | -0.308383558422506 |
13 | 1 | 0.3460539144764 | 0.6539460855236 |
14 | 0 | 0.113593100672637 | -0.113593100672637 |
15 | 1 | 0.507711713277228 | 0.492288286722772 |
16 | 0 | 0.616567094637816 | -0.616567094637816 |
17 | 0 | 0.529469707536083 | -0.529469707536083 |
18 | 1 | 0.484401781248439 | 0.515598218751561 |
19 | 1 | 0.410409337878037 | 0.589590662121963 |
20 | 0 | 0.381619495650889 | -0.381619495650889 |
21 | 1 | 0.312718673381654 | 0.687281326618346 |
22 | 1 | 0.474828491089052 | 0.525171508910948 |
23 | 0 | 0.369479576311417 | -0.369479576311417 |
24 | 0 | 0.273944569106822 | -0.273944569106822 |
25 | 0 | 0.259999864307775 | -0.259999864307775 |
26 | 0 | 0.279593376323493 | -0.279593376323493 |
27 | 1 | 0.399577142294359 | 0.600422857705641 |
28 | 0 | 0.323557979167653 | -0.323557979167653 |
29 | 0 | 0.306334693734467 | -0.306334693734467 |
30 | 0 | 0.35298880179697 | -0.35298880179697 |
31 | 1 | 0.341790042946221 | 0.658209957053779 |
32 | 1 | 0.345703533004254 | 0.654296466995746 |
33 | 1 | 0.264745677793147 | 0.735254322206853 |
34 | 1 | 0.455684832666318 | 0.544315167333682 |
35 | 0 | 0.482160312652062 | -0.482160312652062 |
36 | 0 | 0.261946383914723 | -0.261946383914723 |
37 | 0 | 0.256660953243654 | -0.256660953243654 |
38 | 1 | 0.341224997431098 | 0.658775002568902 |
39 | 1 | 0.46927672089871 | 0.53072327910129 |
40 | 0 | 0.405521263313425 | -0.405521263313425 |
41 | 0 | 0.430170499941631 | -0.430170499941631 |
42 | 0 | 0.329711485968228 | -0.329711485968228 |
43 | 0 | 0.346593149494830 | -0.346593149494830 |
44 | 0 | 0.321672005247627 | -0.321672005247627 |
45 | 0 | 0.203080047236755 | -0.203080047236755 |
46 | 1 | 0.406783524058502 | 0.593216475941498 |
47 | 1 | 0.375328708363523 | 0.624671291636477 |
48 | 1 | 0.325384577619179 | 0.674615422380821 |
49 | 0 | 0.248359263728417 | -0.248359263728417 |
50 | 0 | 0.219770858557562 | -0.219770858557562 |
51 | 1 | 0.381866732203533 | 0.618133267796467 |
52 | 1 | 0.500193432522799 | 0.499806567477201 |
53 | 1 | 0.402756709038027 | 0.597243290961973 |
54 | 1 | 0.405824056136107 | 0.594175943863893 |
55 | 1 | 0.359267404564262 | 0.640732595435738 |
56 | 0 | 0.272240213759927 | -0.272240213759927 |
57 | 0 | 0.200745487814247 | -0.200745487814247 |
58 | 0 | 0.422970386483737 | -0.422970386483737 |
59 | 0 | 0.250148538588515 | -0.250148538588515 |
60 | 1 | 0.239447781550738 | 0.760552218449262 |
61 | 1 | 0.224495141492264 | 0.775504858507736 |
62 | 0 | 0.210206345750683 | -0.210206345750683 |
63 | 1 | 0.334486974433732 | 0.665513025566268 |
64 | 1 | 0.419641888626344 | 0.580358111373656 |
65 | 0 | 0.259369936830786 | -0.259369936830786 |
66 | 0 | 0.457064960328032 | -0.457064960328032 |
67 | 0 | 0.265089697692440 | -0.265089697692440 |
68 | 1 | 0.295157925333762 | 0.704842074666238 |
69 | 0 | 0.268836508548736 | -0.268836508548736 |
70 | 1 | 0.425669539240672 | 0.574330460759328 |
71 | 1 | 0.163869966052411 | 0.836130033947589 |
72 | 0 | 0.183686176097319 | -0.183686176097319 |
73 | 0 | 0.201697330736906 | -0.201697330736906 |
74 | 0 | 0.237205586871848 | -0.237205586871848 |
75 | 0 | 0.348828195968452 | -0.348828195968452 |
76 | 1 | 0.391991833490256 | 0.608008166509744 |
77 | 0 | 0.300960245213906 | -0.300960245213906 |
78 | 0 | 0.281293635612924 | -0.281293635612924 |
79 | 0 | 0.28452155240641 | -0.28452155240641 |
80 | 1 | 0.328561654364370 | 0.67143834563563 |
81 | 0 | 0.182714653978526 | -0.182714653978526 |
82 | 1 | 0.421404582859992 | 0.578595417140008 |
83 | 0 | 0.283911747404069 | -0.283911747404069 |
84 | 0 | 0.162620071479834 | -0.162620071479834 |
85 | 0 | 0.209926146325070 | -0.209926146325070 |
86 | 1 | 0.242664384060915 | 0.757335615939085 |
87 | 0 | 0.346263763902533 | -0.346263763902533 |
88 | 0 | 0.430508485386799 | -0.430508485386799 |
89 | 0 | 0.295670010341615 | -0.295670010341615 |
90 | 0 | 0.323933697036232 | -0.323933697036232 |
91 | 0 | 0.301329221243451 | -0.301329221243451 |
92 | 1 | 0.273549473146253 | 0.726450526853747 |
93 | 0 | 0.210549435485673 | -0.210549435485673 |
94 | 1 | 0.443049045012327 | 0.556950954987673 |
95 | 0 | 0.188296954927382 | -0.188296954927382 |
96 | 1 | 0.198519582221119 | 0.80148041777888 |
97 | 0 | 0.225754690949577 | -0.225754690949577 |
98 | 1 | 0.264875110207032 | 0.735124889792968 |
99 | 0 | 0.365064513815541 | -0.365064513815541 |
100 | 1 | 0.395185630334187 | 0.604814369665813 |
101 | 1 | 0.258057345703657 | 0.741942654296343 |
102 | 0 | 0.295041757562565 | -0.295041757562565 |
103 | 0 | 0.314608615265135 | -0.314608615265135 |
104 | 0 | 0.299637865403317 | -0.299637865403317 |
105 | 0 | 0.194756402009360 | -0.194756402009360 |
106 | 0 | 0.36850926495064 | -0.36850926495064 |
107 | 1 | 0.17537016442307 | 0.82462983557693 |
108 | 1 | 0.248570029663808 | 0.751429970336192 |
109 | 0 | 0.203679648394412 | -0.203679648394412 |
110 | 1 | 0.225996327873593 | 0.774003672126407 |
111 | 0 | 0.310970051641784 | -0.310970051641784 |
112 | 1 | 0.347510579335027 | 0.652489420664973 |
113 | 0 | 0.253677359093255 | -0.253677359093255 |
114 | 1 | 0.27796200065131 | 0.72203799934869 |
115 | 1 | 0.256196183999901 | 0.7438038160001 |
116 | 0 | 0.247062766561850 | -0.247062766561850 |
117 | 0 | 0.204916228643154 | -0.204916228643154 |
118 | 0 | 0.414698496333458 | -0.414698496333458 |
119 | 1 | 0.192195367280298 | 0.807804632719702 |
120 | 0 | 0.195218861801186 | -0.195218861801186 |
121 | 0 | 0.235563113251363 | -0.235563113251363 |
122 | 0 | 0.231645631824127 | -0.231645631824127 |
123 | 0 | 0.335117130917774 | -0.335117130917774 |
124 | 1 | 0.453018081791653 | 0.546981918208347 |
125 | 1 | 0.242309384809031 | 0.757690615190969 |
126 | 1 | 0.273102787284889 | 0.726897212715111 |
127 | 0 | 0.251789362822064 | -0.251789362822064 |
128 | 0 | 0.239890657304252 | -0.239890657304252 |
129 | 0 | 0.175776591044296 | -0.175776591044296 |
130 | 0 | 0.364626841449779 | -0.364626841449779 |
131 | 0 | 0.194880201756375 | -0.194880201756375 |
132 | 0 | 0.196705520493874 | -0.196705520493874 |
133 | 0 | 0.157055081939414 | -0.157055081939414 |
134 | 0 | 0.219632320746623 | -0.219632320746623 |
135 | 0 | 0.283627503284049 | -0.283627503284049 |
136 | 0 | 0.383969660405907 | -0.383969660405907 |
137 | 0 | 0.243010624028999 | -0.243010624028999 |
138 | 0 | 0.272674629775598 | -0.272674629775598 |
139 | 0 | 0.251789362822064 | -0.251789362822064 |
140 | 0 | 0.238740296005676 | -0.238740296005676 |
141 | 0 | 0.174538319222333 | -0.174538319222333 |
142 | 0 | 0.364626841449779 | -0.364626841449779 |
143 | 0 | 0.193488422407919 | -0.193488422407919 |
144 | 0 | 0.18221384178506 | -0.18221384178506 |
145 | 0 | 0.165323110996355 | -0.165323110996355 |
146 | 0 | 0.217781576271967 | -0.217781576271967 |
147 | 0 | 0.283627503284049 | -0.283627503284049 |
148 | 0 | 0.382522388948895 | -0.382522388948895 |
149 | 0 | 0.24075438261418 | -0.24075438261418 |
150 | 0 | 0.273144462848675 | -0.273144462848675 |
151 | 0 | 0.250698819021390 | -0.250698819021390 |
152 | 0 | 0.251021209919965 | -0.251021209919965 |
153 | 0 | 0.174118513717665 | -0.174118513717665 |
154 | 0 | 0.361071297354882 | -0.361071297354882 |
155 | 0 | 0.194356160695601 | -0.194356160695601 |
156 | 0 | 0.181516087160371 | -0.181516087160371 |
157 | 0 | 0.157055081939414 | -0.157055081939414 |
158 | 0 | 0.220508075070435 | -0.220508075070435 |
159 | 0 | 0.287628206880031 | -0.287628206880031 |
160 | 0 | 0.381544156206995 | -0.381544156206995 |
161 | 0 | 0.24075438261418 | -0.24075438261418 |
162 | 0 | 0.272674629775598 | -0.272674629775598 |
163 | 0 | 0.251789362822064 | -0.251789362822064 |
164 | 0 | 0.244342880890293 | -0.244342880890293 |
165 | 0 | 0.183916253707968 | -0.183916253707968 |
166 | 0 | 0.364626841449779 | -0.364626841449779 |
167 | 0 | 0.193708855596551 | -0.193708855596551 |
168 | 0 | 0.183004126419483 | -0.183004126419483 |
169 | 0 | 0.157055081939414 | -0.157055081939414 |
170 | 0 | 0.219296007756501 | -0.219296007756501 |
171 | 0 | 0.283627503284049 | -0.283627503284049 |
172 | 0 | 0.382714490838292 | -0.382714490838292 |
173 | 0 | 0.24075438261418 | -0.24075438261418 |
174 | 0 | 0.275733658885015 | -0.275733658885015 |
175 | 0 | 0.251789362822064 | -0.251789362822064 |
176 | 0 | 0.240124656503502 | -0.240124656503502 |
177 | 0 | 0.174118513717665 | -0.174118513717665 |
178 | 1 | 0.364892901815604 | 0.635107098184396 |
179 | 0 | 0.193708855596551 | -0.193708855596551 |
180 | 0 | 0.181516087160371 | -0.181516087160371 |
181 | 0 | 0.182483303802434 | -0.182483303802434 |
182 | 1 | 0.234335637031251 | 0.765664362968749 |
183 | 0 | 0.286877346556029 | -0.286877346556029 |
184 | 1 | 0.389110996962185 | 0.610889003037815 |
185 | 1 | 0.243722701901234 | 0.756277298098766 |
186 | 1 | 0.275229540128102 | 0.724770459871898 |
187 | 1 | 0.26335604957968 | 0.73664395042032 |
188 | 0 | 0.241191451490327 | -0.241191451490327 |
189 | 0 | 0.176080833171319 | -0.176080833171319 |
190 | 0 | 0.364626841449779 | -0.364626841449779 |
191 | 0 | 0.194484046541326 | -0.194484046541326 |
192 | 0 | 0.181516087160371 | -0.181516087160371 |
193 | 0 | 0.159881600566279 | -0.159881600566279 |
194 | 0 | 0.219296007756501 | -0.219296007756501 |
195 | 0 | 0.284113589509649 | -0.284113589509649 |
196 | 1 | 0.381544156206995 | 0.618455843793005 |
197 | 1 | 0.311862420862229 | 0.688137579137771 |
198 | 1 | 0.272674629775598 | 0.727325370224402 |
199 | 1 | 0.251789362822064 | 0.748210637177936 |
200 | 1 | 0.256909730884631 | 0.743090269115369 |
201 | 1 | 0.174118513717665 | 0.825881486282335 |
202 | 1 | 0.364626841449779 | 0.63537315855022 |
203 | 1 | 0.193708855596551 | 0.806291144403449 |
204 | 1 | 0.175223318517671 | 0.824776681482329 |
205 | 1 | 0.184152403475043 | 0.815847596524957 |
206 | 1 | 0.220529663890152 | 0.779470336109848 |
207 | 1 | 0.288734483829062 | 0.711265516170938 |
208 | 1 | 0.381544156206995 | 0.618455843793005 |
209 | 1 | 0.241624019420387 | 0.758375980579613 |
210 | 1 | 0.272674629775598 | 0.727325370224402 |
211 | 0 | 0.251789362822064 | -0.251789362822064 |
212 | 0 | 0.238740296005676 | -0.238740296005676 |
213 | 0 | 0.176143358289056 | -0.176143358289056 |
214 | 0 | 0.366574569943055 | -0.366574569943055 |
215 | 0 | 0.196522922374606 | -0.196522922374606 |
216 | 0 | 0.181516087160371 | -0.181516087160371 |
217 | 0 | 0.158473183846369 | -0.158473183846369 |
218 | 0 | 0.224012407208359 | -0.224012407208359 |
219 | 0 | 0.283627503284049 | -0.283627503284049 |
220 | 0 | 0.382959105459238 | -0.382959105459238 |
221 | 0 | 0.236701031549561 | -0.236701031549561 |
222 | 0 | 0.272674629775598 | -0.272674629775598 |
223 | 0 | 0.252072884625747 | -0.252072884625747 |
224 | 0 | 0.238740296005676 | -0.238740296005676 |
225 | 0 | 0.174541326113691 | -0.174541326113691 |
226 | 0 | 0.369749052512305 | -0.369749052512305 |
227 | 0 | 0.193708855596551 | -0.193708855596551 |
228 | 0 | 0.181516087160371 | -0.181516087160371 |
229 | 0 | 0.160388412140450 | -0.160388412140450 |
230 | 0 | 0.219296007756501 | -0.219296007756501 |
231 | 0 | 0.286895564354594 | -0.286895564354594 |
232 | 0 | 0.381544156206995 | -0.381544156206995 |
233 | 0 | 0.24075438261418 | -0.24075438261418 |
234 | 0 | 0.277434938297414 | -0.277434938297414 |
235 | 0 | 0.251789362822064 | -0.251789362822064 |
236 | 0 | 0.238900117933649 | -0.238900117933649 |
237 | 0 | 0.174118513717665 | -0.174118513717665 |
238 | 0 | 0.365316041485075 | -0.365316041485075 |
239 | 0 | 0.193708855596551 | -0.193708855596551 |
240 | 0 | 0.181516087160371 | -0.181516087160371 |
241 | 0 | 0.157055081939414 | -0.157055081939414 |
242 | 0 | 0.221399359838456 | -0.221399359838456 |
243 | 0 | 0.283627503284049 | -0.283627503284049 |
244 | 0 | 0.381853559305495 | -0.381853559305495 |
245 | 0 | 0.255417601446485 | -0.255417601446485 |
246 | 1 | 0.272674629775598 | 0.727325370224402 |
247 | 1 | 0.251789362822064 | 0.748210637177936 |
248 | 0 | 0.240397390676541 | -0.240397390676541 |
249 | 1 | 0.174118513717665 | 0.825881486282335 |
250 | 1 | 0.364626841449779 | 0.63537315855022 |
251 | 0 | 0.185825617911244 | -0.185825617911244 |
252 | 1 | 0.181516087160371 | 0.81848391283963 |
253 | 0 | 0.159118626801703 | -0.159118626801703 |
254 | 0 | 0.242015489074393 | -0.242015489074393 |
255 | 0 | 0.317088889911729 | -0.317088889911729 |
256 | 0 | 0.381544156206995 | -0.381544156206995 |
257 | 0 | 0.238804663313038 | -0.238804663313038 |
258 | 0 | 0.265383978359016 | -0.265383978359016 |
259 | 1 | 0.251789362822064 | 0.748210637177936 |
260 | 0 | 0.238740296005676 | -0.238740296005676 |
261 | 1 | 0.174118513717665 | 0.825881486282335 |
262 | 1 | 0.364626841449779 | 0.63537315855022 |
263 | 0 | 0.209640556955844 | -0.209640556955844 |
264 | 0 | 0.183008572297224 | -0.183008572297224 |
265 | 1 | 0.157055081939414 | 0.842944918060586 |
266 | 0 | 0.219296007756501 | -0.219296007756501 |
267 | 1 | 0.283627503284049 | 0.716372496715951 |
268 | 0 | 0.407930765197555 | -0.407930765197555 |
269 | 1 | 0.240754382614179 | 0.75924561738582 |
270 | 0 | 0.283107112461316 | -0.283107112461316 |
271 | 1 | 0.251789362822064 | 0.748210637177936 |
272 | 1 | 0.238740296005676 | 0.761259703994324 |
273 | 1 | 0.174118513717665 | 0.825881486282335 |
274 | 0 | 0.366015915485331 | -0.366015915485331 |
275 | 0 | 0.193708855596551 | -0.193708855596551 |
276 | 0 | 0.189183882935173 | -0.189183882935173 |
277 | 0 | 0.167307960075938 | -0.167307960075938 |
278 | 0 | 0.219296007756501 | -0.219296007756501 |
279 | 1 | 0.301472185420319 | 0.698527814579681 |
280 | 0 | 0.391491193008008 | -0.391491193008008 |
281 | 1 | 0.240754382614179 | 0.75924561738582 |
282 | 0 | 0.272674629775598 | -0.272674629775598 |
283 | 0 | 0.259218986425292 | -0.259218986425292 |
284 | 0 | 0.238740296005676 | -0.238740296005676 |
285 | 0 | 0.185066620565088 | -0.185066620565088 |
286 | 0 | 0.364626841449779 | -0.364626841449779 |
287 | 1 | 0.193708855596551 | 0.806291144403449 |
288 | 0 | 0.183681963623743 | -0.183681963623743 |
289 | 1 | 0.157055081939414 | 0.842944918060586 |
290 | 0 | 0.221229852074113 | -0.221229852074113 |
291 | 1 | 0.283627503284049 | 0.716372496715951 |
292 | 0 | 0.388823364216051 | -0.388823364216051 |
293 | 0 | 0.269100254216660 | -0.269100254216660 |
294 | 0 | 0.272674629775598 | -0.272674629775598 |
295 | 0 | 0.251981665243967 | -0.251981665243967 |
296 | 1 | 0.246198685785039 | 0.753801314214961 |
297 | 0 | 0.174118513717665 | -0.174118513717665 |
298 | 1 | 0.364626841449779 | 0.63537315855022 |
299 | 0 | 0.193708855596551 | -0.193708855596551 |
300 | 0 | 0.181516087160371 | -0.181516087160371 |
301 | 1 | 0.157493228920905 | 0.842506771079095 |
302 | 0 | 0.215830850249765 | -0.215830850249765 |
303 | 0 | 0.283627503284049 | -0.283627503284049 |
304 | 1 | 0.381544156206995 | 0.618455843793005 |
305 | 0 | 0.25467664062358 | -0.25467664062358 |
306 | 0 | 0.274059836270185 | -0.274059836270185 |
307 | 1 | 0.251789362822064 | 0.748210637177936 |
308 | 1 | 0.244107371643942 | 0.755892628356058 |
309 | 0 | 0.172832841116581 | -0.172832841116581 |
310 | 1 | 0.364626841449779 | 0.63537315855022 |
311 | 1 | 0.193708855596551 | 0.806291144403449 |
312 | 0 | 0.223721040530882 | -0.223721040530882 |
313 | 1 | 0.157055081939414 | 0.842944918060586 |
314 | 1 | 0.224443111099262 | 0.775556888900738 |
315 | 0 | 0.284323442538862 | -0.284323442538862 |
316 | 0 | 0.390939240364947 | -0.390939240364947 |
317 | 0 | 0.240222890844877 | -0.240222890844877 |
318 | 0 | 0.274082282908453 | -0.274082282908453 |
319 | 0 | 0.252699589009075 | -0.252699589009075 |
320 | 0 | 0.238740296005676 | -0.238740296005676 |
321 | 0 | 0.174118513717665 | -0.174118513717665 |
322 | 0 | 0.364626841449779 | -0.364626841449779 |
323 | 0 | 0.193708855596551 | -0.193708855596551 |
324 | 1 | 0.181516087160371 | 0.81848391283963 |
325 | 0 | 0.157055081939414 | -0.157055081939414 |
326 | 0 | 0.21912548727909 | -0.21912548727909 |
327 | 1 | 0.283627503284049 | 0.716372496715951 |
328 | 1 | 0.381544156206995 | 0.618455843793005 |
329 | 0 | 0.24075438261418 | -0.24075438261418 |
330 | 0 | 0.272674629775598 | -0.272674629775598 |
331 | 0 | 0.251789362822064 | -0.251789362822064 |
332 | 0 | 0.238740296005676 | -0.238740296005676 |
333 | 0 | 0.174118513717665 | -0.174118513717665 |
334 | 0 | 0.365011038895549 | -0.365011038895549 |
335 | 0 | 0.194020180372288 | -0.194020180372288 |
336 | 0 | 0.181516087160371 | -0.181516087160371 |
337 | 0 | 0.158084108404871 | -0.158084108404871 |
338 | 0 | 0.219296007756501 | -0.219296007756501 |
339 | 0 | 0.283975937543833 | -0.283975937543833 |
340 | 0 | 0.382424620934447 | -0.382424620934447 |
341 | 0 | 0.243402171091308 | -0.243402171091308 |
342 | 0 | 0.272674629775598 | -0.272674629775598 |
343 | 0 | 0.251789362822064 | -0.251789362822064 |
344 | 0 | 0.238740296005676 | -0.238740296005676 |
345 | 0 | 0.174118513717665 | -0.174118513717665 |
346 | 0 | 0.364626841449779 | -0.364626841449779 |
347 | 0 | 0.191134557430828 | -0.191134557430828 |
348 | 0 | 0.181516087160371 | -0.181516087160371 |
349 | 0 | 0.157055081939414 | -0.157055081939414 |
350 | 0 | 0.219296007756501 | -0.219296007756501 |
351 | 0 | 0.283380740209257 | -0.283380740209257 |
352 | 0 | 0.383387812285693 | -0.383387812285693 |
353 | 0 | 0.243324181604061 | -0.243324181604061 |
354 | 0 | 0.273760604822863 | -0.273760604822863 |
355 | 0 | 0.251789362822064 | -0.251789362822064 |
356 | 0 | 0.238740296005676 | -0.238740296005676 |
357 | 0 | 0.200680371080562 | -0.200680371080562 |
358 | 0 | 0.364626841449779 | -0.364626841449779 |
359 | 0 | 0.193708855596551 | -0.193708855596551 |
360 | 0 | 0.181516087160371 | -0.181516087160371 |
361 | 0 | 0.157664521913965 | -0.157664521913965 |
362 | 0 | 0.219296007756501 | -0.219296007756501 |
363 | 0 | 0.283627503284049 | -0.283627503284049 |
364 | 1 | 0.381769817542446 | 0.618230182457554 |
365 | 0 | 0.240709202293797 | -0.240709202293797 |
366 | 0 | 0.272674629775598 | -0.272674629775598 |
367 | 0 | 0.251789362822064 | -0.251789362822064 |
368 | 0 | 0.238740296005676 | -0.238740296005676 |
369 | 0 | 0.174118513717665 | -0.174118513717665 |
370 | 0 | 0.364626841449779 | -0.364626841449779 |
371 | 0 | 0.193708855596551 | -0.193708855596551 |
372 | 0 | 0.185948426153458 | -0.185948426153458 |
373 | 0 | 0.174766209037747 | -0.174766209037747 |
374 | 0 | 0.221565442955768 | -0.221565442955768 |
375 | 0 | 0.283627503284049 | -0.283627503284049 |
376 | 0 | 0.381544156206995 | -0.381544156206995 |
377 | 0 | 0.238773733240492 | -0.238773733240492 |
378 | 0 | 0.273656062259694 | -0.273656062259694 |
379 | 0 | 0.251789362822064 | -0.251789362822064 |
380 | 0 | 0.238740296005676 | -0.238740296005676 |
381 | 0 | 0.174118513717665 | -0.174118513717665 |
382 | 0 | 0.38867928693077 | -0.38867928693077 |
383 | 0 | 0.184182431553559 | -0.184182431553559 |
384 | 0 | 0.181516087160371 | -0.181516087160371 |
385 | 0 | 0.161804318475233 | -0.161804318475233 |
386 | 0 | 0.218748989310422 | -0.218748989310422 |
387 | 0 | 0.284030844650923 | -0.284030844650923 |
388 | 0 | 0.381240696995972 | -0.381240696995972 |
389 | 0 | 0.240582890094381 | -0.240582890094381 |
390 | 0 | 0.270503188455107 | -0.270503188455107 |
391 | 0 | 0.256865178439914 | -0.256865178439914 |
392 | 0 | 0.236206834766486 | -0.236206834766486 |
393 | 0 | 0.171800480556137 | -0.171800480556137 |
394 | 0 | 0.382037212208118 | -0.382037212208118 |
395 | 1 | 0.209183342700431 | 0.79081665729957 |
396 | 0 | 0.177491563519568 | -0.177491563519568 |
397 | 0 | 0.146636075996847 | -0.146636075996847 |
398 | 1 | 0.323353295420216 | 0.676646704579784 |
399 | 0 | 0.287012788607693 | -0.287012788607693 |
400 | 1 | 0.345105512983762 | 0.654894487016238 |
401 | 0 | 0.253990252024744 | -0.253990252024744 |
402 | 0 | 0.280623856396477 | -0.280623856396477 |
403 | 0 | 0.249870721141253 | -0.249870721141253 |
404 | 1 | 0.246858465839475 | 0.753141534160525 |
405 | 0 | 0.177060159993059 | -0.177060159993059 |
406 | 0 | 0.377065184200528 | -0.377065184200528 |
407 | 0 | 0.205792075457339 | -0.205792075457339 |
408 | 0 | 0.181425559927587 | -0.181425559927587 |
409 | 0 | 0.152938331105415 | -0.152938331105415 |
410 | 0 | 0.223700807547163 | -0.223700807547163 |
411 | 0 | 0.300268887526634 | -0.300268887526634 |
412 | 1 | 0.385269534538551 | 0.614730465461449 |
413 | 1 | 0.238207395743880 | 0.76179260425612 |
414 | 1 | 0.289112702924798 | 0.710887297075202 |
415 | 0 | 0.267130671634640 | -0.267130671634640 |
416 | 0 | 0.246115809781287 | -0.246115809781287 |
417 | 0 | 0.173500915731860 | -0.173500915731860 |
418 | 1 | 0.364922415750883 | 0.635077584249117 |
419 | 0 | 0.205621127234826 | -0.205621127234826 |
420 | 0 | 0.180961458834210 | -0.180961458834210 |
421 | 0 | 0.154718916525590 | -0.154718916525590 |
422 | 0 | 0.229542584237363 | -0.229542584237363 |
423 | 1 | 0.172073994030795 | 0.827926005969205 |
424 | 0 | 0.321379502278277 | -0.321379502278277 |
425 | 0 | 0.224810901856290 | -0.224810901856290 |
426 | 1 | 0.280158746915534 | 0.719841253084466 |
427 | 0 | 0.200007373467974 | -0.200007373467974 |
428 | 0 | 0.363994015156524 | -0.363994015156524 |
429 | 0 | 0.182139069421383 | -0.182139069421383 |
430 | 0 | 0.418973826997804 | -0.418973826997804 |
431 | 0 | 0.101241534927578 | -0.101241534927578 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
19 | 0.325471198502168 | 0.650942397004336 | 0.674528801497832 |
20 | 0.643452576105658 | 0.713094847788684 | 0.356547423894342 |
21 | 0.505592612008336 | 0.988814775983327 | 0.494407387991664 |
22 | 0.412039865577988 | 0.824079731155976 | 0.587960134422012 |
23 | 0.315713102533663 | 0.631426205067326 | 0.684286897466337 |
24 | 0.292225020294308 | 0.584450040588617 | 0.707774979705692 |
25 | 0.226556832327924 | 0.453113664655847 | 0.773443167672076 |
26 | 0.168111403700611 | 0.336222807401221 | 0.83188859629939 |
27 | 0.125402101963927 | 0.250804203927854 | 0.874597898036073 |
28 | 0.0880566213348331 | 0.176113242669666 | 0.911943378665167 |
29 | 0.253428712079749 | 0.506857424159499 | 0.746571287920251 |
30 | 0.452018894770191 | 0.904037789540383 | 0.547981105229808 |
31 | 0.458554255905601 | 0.917108511811202 | 0.541445744094399 |
32 | 0.43859996288155 | 0.8771999257631 | 0.56140003711845 |
33 | 0.374007576779715 | 0.748015153559429 | 0.625992423220285 |
34 | 0.318238881720467 | 0.636477763440934 | 0.681761118279533 |
35 | 0.27568833638074 | 0.55137667276148 | 0.72431166361926 |
36 | 0.22354454783629 | 0.44708909567258 | 0.77645545216371 |
37 | 0.210326814629482 | 0.420653629258964 | 0.789673185370518 |
38 | 0.333052926535739 | 0.666105853071479 | 0.666947073464261 |
39 | 0.289099260486926 | 0.578198520973853 | 0.710900739513074 |
40 | 0.240837515801862 | 0.481675031603725 | 0.759162484198138 |
41 | 0.199731362119947 | 0.399462724239893 | 0.800268637880053 |
42 | 0.240377217785279 | 0.480754435570558 | 0.75962278221472 |
43 | 0.254870387297084 | 0.509740774594168 | 0.745129612702916 |
44 | 0.279189020365328 | 0.558378040730656 | 0.720810979634672 |
45 | 0.411877299151397 | 0.823754598302793 | 0.588122700848603 |
46 | 0.368220200859212 | 0.736440401718425 | 0.631779799140788 |
47 | 0.53122832474308 | 0.93754335051384 | 0.46877167525692 |
48 | 0.691809965244911 | 0.616380069510178 | 0.308190034755089 |
49 | 0.655204870411753 | 0.689590259176494 | 0.344795129588247 |
50 | 0.626768190846712 | 0.746463618306575 | 0.373231809153288 |
51 | 0.591868511715776 | 0.816262976568449 | 0.408131488284224 |
52 | 0.69820411338044 | 0.603591773239122 | 0.301795886619561 |
53 | 0.753562966061946 | 0.492874067876107 | 0.246437033938054 |
54 | 0.760233825249886 | 0.479532349500227 | 0.239766174750114 |
55 | 0.771629722410568 | 0.456740555178863 | 0.228370277589431 |
56 | 0.755651608318014 | 0.488696783363972 | 0.244348391681986 |
57 | 0.784551669496684 | 0.430896661006632 | 0.215448330503316 |
58 | 0.850356476675157 | 0.299287046649685 | 0.149643523324843 |
59 | 0.824320716588777 | 0.351358566822446 | 0.175679283411223 |
60 | 0.858114232162966 | 0.283771535674069 | 0.141885767837034 |
61 | 0.891306435236223 | 0.217387129527555 | 0.108693564763777 |
62 | 0.876784698900233 | 0.246430602199534 | 0.123215301099767 |
63 | 0.864046493974027 | 0.271907012051947 | 0.135953506025973 |
64 | 0.885760475949148 | 0.228479048101704 | 0.114239524050852 |
65 | 0.87255249773612 | 0.254895004527759 | 0.127447502263880 |
66 | 0.867013427884433 | 0.265973144231133 | 0.132986572115567 |
67 | 0.868749099926716 | 0.262501800146568 | 0.131250900073284 |
68 | 0.88706509103839 | 0.225869817923221 | 0.112934908961611 |
69 | 0.893178477414193 | 0.213643045171615 | 0.106821522585807 |
70 | 0.883972003221287 | 0.232055993557426 | 0.116027996778713 |
71 | 0.922214156519093 | 0.155571686961814 | 0.0777858434809068 |
72 | 0.917326949461202 | 0.165346101077597 | 0.0826730505387984 |
73 | 0.908030610433902 | 0.183938779132196 | 0.091969389566098 |
74 | 0.895581475877875 | 0.208837048244250 | 0.104418524122125 |
75 | 0.923518896795021 | 0.152962206409958 | 0.076481103204979 |
76 | 0.92981691778731 | 0.140366164425379 | 0.0701830822126893 |
77 | 0.922532255433056 | 0.154935489133888 | 0.0774677445669438 |
78 | 0.921642672581442 | 0.156714654837116 | 0.078357327418558 |
79 | 0.919504665745594 | 0.160990668508812 | 0.0804953342544062 |
80 | 0.92460217584763 | 0.150795648304739 | 0.0753978241523696 |
81 | 0.921026131096388 | 0.157947737807223 | 0.0789738689036116 |
82 | 0.915011490016699 | 0.169977019966602 | 0.0849885099833009 |
83 | 0.905225083979568 | 0.189549832040864 | 0.094774916020432 |
84 | 0.895224973259435 | 0.209550053481130 | 0.104775026740565 |
85 | 0.882685277504692 | 0.234629444990616 | 0.117314722495308 |
86 | 0.911198253289448 | 0.177603493421103 | 0.0888017467105517 |
87 | 0.924230665417131 | 0.151538669165738 | 0.075769334582869 |
88 | 0.924188000798586 | 0.151623998402828 | 0.0758119992014141 |
89 | 0.915567107608645 | 0.168865784782710 | 0.0844328923913551 |
90 | 0.9109324868429 | 0.178135026314201 | 0.0890675131571006 |
91 | 0.9054161242341 | 0.189167751531800 | 0.0945838757659002 |
92 | 0.91233218227412 | 0.175335635451761 | 0.0876678177258804 |
93 | 0.905993135516037 | 0.188013728967926 | 0.0940068644839629 |
94 | 0.898966775588562 | 0.202066448822877 | 0.101033224411438 |
95 | 0.885881082112616 | 0.228237835774768 | 0.114118917887384 |
96 | 0.910192586995197 | 0.179614826009606 | 0.089807413004803 |
97 | 0.898888121885887 | 0.202223756228227 | 0.101111878114114 |
98 | 0.916218701530858 | 0.167562596938284 | 0.0837812984691419 |
99 | 0.922878811833214 | 0.154242376333571 | 0.0771211881667856 |
100 | 0.930042316825804 | 0.139915366348392 | 0.069957683174196 |
101 | 0.947125227010138 | 0.105749545979724 | 0.052874772989862 |
102 | 0.942728178134694 | 0.114543643730612 | 0.0572718218653061 |
103 | 0.938022242717206 | 0.123955514565588 | 0.061977757282794 |
104 | 0.939865414610959 | 0.120269170778082 | 0.0601345853890412 |
105 | 0.933599229146542 | 0.132801541706916 | 0.0664007708534579 |
106 | 0.946099303574753 | 0.107801392850495 | 0.0539006964252474 |
107 | 0.960488866593815 | 0.0790222668123706 | 0.0395111334061853 |
108 | 0.968239597865884 | 0.0635208042682313 | 0.0317604021341157 |
109 | 0.963204151168983 | 0.0735916976620337 | 0.0367958488310168 |
110 | 0.970123475604128 | 0.0597530487917434 | 0.0298765243958717 |
111 | 0.970684100620215 | 0.0586317987595701 | 0.0293158993797851 |
112 | 0.97325647197999 | 0.0534870560400192 | 0.0267435280200096 |
113 | 0.970294941678449 | 0.0594101166431019 | 0.0297050583215509 |
114 | 0.976305872911327 | 0.0473882541773469 | 0.0236941270886734 |
115 | 0.981866372747925 | 0.0362672545041501 | 0.0181336272520750 |
116 | 0.981382052841038 | 0.0372358943179235 | 0.0186179471589618 |
117 | 0.978860780997705 | 0.0422784380045903 | 0.0211392190022952 |
118 | 0.982076987952201 | 0.0358460240955976 | 0.0179230120477988 |
119 | 0.986311832703301 | 0.0273763345933973 | 0.0136881672966987 |
120 | 0.985145996455121 | 0.0297080070897576 | 0.0148540035448788 |
121 | 0.982539129486428 | 0.0349217410271439 | 0.0174608705135719 |
122 | 0.981208794217342 | 0.0375824115653156 | 0.0187912057826578 |
123 | 0.981100908703979 | 0.0377981825920428 | 0.0188990912960214 |
124 | 0.981676775249516 | 0.0366464495009672 | 0.0183232247504836 |
125 | 0.986027949543602 | 0.0279441009127953 | 0.0139720504563976 |
126 | 0.988562914936754 | 0.0228741701264924 | 0.0114370850632462 |
127 | 0.987436710000598 | 0.0251265799988046 | 0.0125632899994023 |
128 | 0.986716458554976 | 0.0265670828900486 | 0.0132835414450243 |
129 | 0.984642114007217 | 0.0307157719855656 | 0.0153578859927828 |
130 | 0.98585298089186 | 0.0282940382162787 | 0.0141470191081393 |
131 | 0.984357481426787 | 0.0312850371464264 | 0.0156425185732132 |
132 | 0.98274921793294 | 0.0345015641341193 | 0.0172507820670596 |
133 | 0.97968653754987 | 0.0406269249002611 | 0.0203134624501305 |
134 | 0.977711638755078 | 0.0445767224898437 | 0.0222883612449219 |
135 | 0.976459332230432 | 0.0470813355391353 | 0.0235406677695677 |
136 | 0.97698777889121 | 0.0460244422175816 | 0.0230122211087908 |
137 | 0.974505587812754 | 0.050988824374493 | 0.0254944121872465 |
138 | 0.972715416370248 | 0.0545691672595041 | 0.0272845836297521 |
139 | 0.969728045502214 | 0.0605439089955725 | 0.0302719544977862 |
140 | 0.96710576561654 | 0.0657884687669212 | 0.0328942343834606 |
141 | 0.962429416934494 | 0.0751411661310112 | 0.0375705830655056 |
142 | 0.96320394409481 | 0.0735921118103786 | 0.0367960559051893 |
143 | 0.958905862539652 | 0.0821882749206952 | 0.0410941374603476 |
144 | 0.954388929109237 | 0.0912221417815267 | 0.0456110708907634 |
145 | 0.947671354481404 | 0.104657291037192 | 0.0523286455185958 |
146 | 0.94264090427529 | 0.114718191449418 | 0.0573590957247092 |
147 | 0.938502326293662 | 0.122995347412676 | 0.0614976737063382 |
148 | 0.937785457844524 | 0.124429084310953 | 0.0622145421554763 |
149 | 0.931320083717475 | 0.13735983256505 | 0.068679916282525 |
150 | 0.925974533933653 | 0.148050932132694 | 0.074025466066347 |
151 | 0.918728365141931 | 0.162543269716138 | 0.081271634858069 |
152 | 0.912344029433867 | 0.175311941132266 | 0.0876559705661332 |
153 | 0.902090450074883 | 0.195819099850233 | 0.0979095499251165 |
154 | 0.901256891538722 | 0.197486216922556 | 0.0987431084612778 |
155 | 0.891162122349246 | 0.217675755301508 | 0.108837877650754 |
156 | 0.880790570767665 | 0.23841885846467 | 0.119209429232335 |
157 | 0.867094197630945 | 0.265811604738111 | 0.132905802369055 |
158 | 0.856292019034173 | 0.287415961931655 | 0.143707980965828 |
159 | 0.846905395781848 | 0.306189208436304 | 0.153094604218152 |
160 | 0.843323137500473 | 0.313353724999055 | 0.156676862499527 |
161 | 0.830136014186855 | 0.339727971626290 | 0.169863985813145 |
162 | 0.81867129232743 | 0.36265741534514 | 0.18132870767257 |
163 | 0.80473170186653 | 0.390536596266939 | 0.195268298133469 |
164 | 0.791412080211702 | 0.417175839576596 | 0.208587919788298 |
165 | 0.773915157997221 | 0.452169684005558 | 0.226084842002779 |
166 | 0.770021679781182 | 0.459956640437637 | 0.229978320218819 |
167 | 0.751820593051638 | 0.496358813896724 | 0.248179406948362 |
168 | 0.733588407413845 | 0.53282318517231 | 0.266411592586155 |
169 | 0.711869509497141 | 0.576260981005717 | 0.288130490502859 |
170 | 0.694032281806034 | 0.611935436387931 | 0.305967718193966 |
171 | 0.678237818741291 | 0.643524362517418 | 0.321762181258709 |
172 | 0.67120832839662 | 0.657583343206759 | 0.328791671603379 |
173 | 0.65130623867349 | 0.69738752265302 | 0.34869376132651 |
174 | 0.634083961577723 | 0.731832076844553 | 0.365916038422277 |
175 | 0.614278487728197 | 0.771443024543607 | 0.385721512271803 |
176 | 0.594783599957934 | 0.810432800084133 | 0.405216400042066 |
177 | 0.570516450680812 | 0.858967098638377 | 0.429483549319188 |
178 | 0.59533619948905 | 0.8093276010219 | 0.40466380051095 |
179 | 0.572107674151735 | 0.85578465169653 | 0.427892325848265 |
180 | 0.549224842540656 | 0.901550314918688 | 0.450775157459344 |
181 | 0.525212798141647 | 0.949574403716707 | 0.474787201858353 |
182 | 0.57840221831102 | 0.84319556337796 | 0.42159778168898 |
183 | 0.56162926643897 | 0.87674146712206 | 0.43837073356103 |
184 | 0.587220831275077 | 0.825558337449846 | 0.412779168724923 |
185 | 0.641997330481422 | 0.716005339037156 | 0.358002669518578 |
186 | 0.684695088111465 | 0.63060982377707 | 0.315304911888535 |
187 | 0.728307807693869 | 0.543384384612263 | 0.271692192306131 |
188 | 0.71151742229217 | 0.57696515541566 | 0.28848257770783 |
189 | 0.690305597429165 | 0.619388805141669 | 0.309694402570835 |
190 | 0.6848009634358 | 0.630398073128401 | 0.315199036564201 |
191 | 0.663568305412598 | 0.672863389174804 | 0.336431694587402 |
192 | 0.641967418450833 | 0.716065163098334 | 0.358032581549167 |
193 | 0.619252170327431 | 0.761495659345138 | 0.380747829672569 |
194 | 0.600101239233503 | 0.799797521532994 | 0.399898760766497 |
195 | 0.58281061205999 | 0.83437877588002 | 0.41718938794001 |
196 | 0.608117026955028 | 0.783765946089945 | 0.391882973044972 |
197 | 0.651618338520417 | 0.696763322959166 | 0.348381661479583 |
198 | 0.69351773406852 | 0.612964531862959 | 0.306482265931479 |
199 | 0.737211211200694 | 0.525577577598612 | 0.262788788799306 |
200 | 0.779979657716129 | 0.440040684567742 | 0.220020342283871 |
201 | 0.828081787222141 | 0.343836425555717 | 0.171918212777859 |
202 | 0.84635715515839 | 0.30728568968322 | 0.15364284484161 |
203 | 0.882240046889714 | 0.235519906220571 | 0.117759953110286 |
204 | 0.911017568236823 | 0.177964863526354 | 0.0889824317631768 |
205 | 0.938633237297286 | 0.122733525405427 | 0.0613667627027136 |
206 | 0.954852619622227 | 0.0902947607555459 | 0.0451473803777729 |
207 | 0.9651421999741 | 0.0697156000518003 | 0.0348578000259001 |
208 | 0.970523940886639 | 0.0589521182267227 | 0.0294760591133613 |
209 | 0.977583365971038 | 0.0448332680579245 | 0.0224166340289623 |
210 | 0.98354667618946 | 0.0329066476210815 | 0.0164533238105407 |
211 | 0.981556035142003 | 0.036887929715994 | 0.018443964857997 |
212 | 0.97931229397565 | 0.0413754120487009 | 0.0206877060243504 |
213 | 0.976276315460618 | 0.047447369078763 | 0.0237236845393815 |
214 | 0.975194968901521 | 0.0496100621969581 | 0.0248050310984791 |
215 | 0.971692618271972 | 0.0566147634560553 | 0.0283073817280276 |
216 | 0.967771215398643 | 0.064457569202715 | 0.0322287846013575 |
217 | 0.963373807618689 | 0.0732523847626225 | 0.0366261923813113 |
218 | 0.959235343016173 | 0.0815293139676549 | 0.0407646569838274 |
219 | 0.955434779798431 | 0.089130440403138 | 0.044565220201569 |
220 | 0.954081402361088 | 0.0918371952778236 | 0.0459185976389118 |
221 | 0.949122006294838 | 0.101755987410324 | 0.0508779937051618 |
222 | 0.944633051636595 | 0.110733896726810 | 0.0553669483634051 |
223 | 0.93912135946161 | 0.121757281076779 | 0.0608786405383894 |
224 | 0.933071724986332 | 0.133856550027337 | 0.0669282750136684 |
225 | 0.924957200166826 | 0.150085599666349 | 0.0750427998331744 |
226 | 0.921971734740807 | 0.156056530518385 | 0.0780282652591927 |
227 | 0.913106763371361 | 0.173786473257278 | 0.0868932366286388 |
228 | 0.903408062870686 | 0.193183874258627 | 0.0965919371293136 |
229 | 0.893001156533704 | 0.213997686932591 | 0.106998843466296 |
230 | 0.882953800162595 | 0.234092399674809 | 0.117046199837405 |
231 | 0.874375251134544 | 0.251249497730913 | 0.125624748865456 |
232 | 0.869997515756152 | 0.260004968487696 | 0.130002484243848 |
233 | 0.858918425034248 | 0.282163149931504 | 0.141081574965752 |
234 | 0.848919696050392 | 0.302160607899216 | 0.151080303949608 |
235 | 0.83733228570301 | 0.325335428593978 | 0.162667714296989 |
236 | 0.825086794938675 | 0.349826410122649 | 0.174913205061325 |
237 | 0.80915067156228 | 0.381698656875441 | 0.190849328437721 |
238 | 0.802391625658912 | 0.395216748682176 | 0.197608374341088 |
239 | 0.785618230458579 | 0.428763539082842 | 0.214381769541421 |
240 | 0.767647846915378 | 0.464704306169244 | 0.232352153084622 |
241 | 0.750179962907684 | 0.499640074184633 | 0.249820037092316 |
242 | 0.732654392448275 | 0.53469121510345 | 0.267345607551725 |
243 | 0.718922512777746 | 0.562154974444508 | 0.281077487222254 |
244 | 0.711590877376503 | 0.576818245246993 | 0.288409122623497 |
245 | 0.693260769913615 | 0.61347846017277 | 0.306739230086385 |
246 | 0.741569669392718 | 0.516860661214564 | 0.258430330607282 |
247 | 0.78432420850086 | 0.431351582998278 | 0.215675791499139 |
248 | 0.770112144795262 | 0.459775710409476 | 0.229887855204738 |
249 | 0.822146543088446 | 0.355706913823107 | 0.177853456911554 |
250 | 0.845265422527691 | 0.309469154944618 | 0.154734577472309 |
251 | 0.831227743054989 | 0.337544513890022 | 0.168772256945011 |
252 | 0.876768192557901 | 0.246463614884197 | 0.123231807442099 |
253 | 0.865225814349585 | 0.269548371300829 | 0.134774185650415 |
254 | 0.853236711441376 | 0.293526577117248 | 0.146763288558624 |
255 | 0.84579716397329 | 0.308405672053419 | 0.154202836026710 |
256 | 0.840268375960487 | 0.319463248079026 | 0.159731624039513 |
257 | 0.827433061874243 | 0.345133876251515 | 0.172566938125757 |
258 | 0.8155055655776 | 0.368988868844801 | 0.184494434422401 |
259 | 0.855356926989235 | 0.289286146021530 | 0.144643073010765 |
260 | 0.844534527364228 | 0.310930945271544 | 0.155465472635772 |
261 | 0.88999541025518 | 0.220009179489641 | 0.110004589744820 |
262 | 0.910572347117759 | 0.178855305764483 | 0.0894276528822414 |
263 | 0.900555869307477 | 0.198888261385047 | 0.0994441306925234 |
264 | 0.88906609831801 | 0.221867803363978 | 0.110933901681989 |
265 | 0.919134772345946 | 0.161730455308108 | 0.0808652276540538 |
266 | 0.909809770254955 | 0.18038045949009 | 0.090190229745045 |
267 | 0.928343657639146 | 0.143312684721709 | 0.0716563423608543 |
268 | 0.9255373772512 | 0.148925245497602 | 0.0744626227488008 |
269 | 0.947509494037168 | 0.104981011925664 | 0.0524905059628318 |
270 | 0.941581600925071 | 0.116836798149858 | 0.0584183990749289 |
271 | 0.961696257014906 | 0.0766074859701885 | 0.0383037429850942 |
272 | 0.972705660774667 | 0.0545886784506668 | 0.0272943392253334 |
273 | 0.985884083019677 | 0.0282318339606454 | 0.0141159169803227 |
274 | 0.9845581679785 | 0.0308836640429995 | 0.0154418320214997 |
275 | 0.98207792439074 | 0.0358441512185202 | 0.0179220756092601 |
276 | 0.9790421147143 | 0.0419157705713986 | 0.0209578852856993 |
277 | 0.976487261774813 | 0.047025476450374 | 0.023512738225187 |
278 | 0.972780698253959 | 0.0544386034920829 | 0.0272193017460415 |
279 | 0.978526913454174 | 0.0429461730916516 | 0.0214730865458258 |
280 | 0.97795814788002 | 0.0440837042399617 | 0.0220418521199808 |
281 | 0.98745534827017 | 0.0250893034596608 | 0.0125446517298304 |
282 | 0.985509738195634 | 0.0289805236087324 | 0.0144902618043662 |
283 | 0.983572758358898 | 0.0328544832822039 | 0.0164272416411019 |
284 | 0.981336123728875 | 0.03732775254225 | 0.018663876271125 |
285 | 0.97800301437951 | 0.0439939712409811 | 0.0219969856204905 |
286 | 0.9758155174465 | 0.0483689651069986 | 0.0241844825534993 |
287 | 0.985561921743518 | 0.0288761565129636 | 0.0144380782564818 |
288 | 0.982801387111847 | 0.0343972257763068 | 0.0171986128881534 |
289 | 0.989873217832318 | 0.0202535643353636 | 0.0101267821676818 |
290 | 0.988622297162188 | 0.0227554056756237 | 0.0113777028378118 |
291 | 0.993242812441032 | 0.0135143751179354 | 0.00675718755896768 |
292 | 0.993357899457735 | 0.0132842010845307 | 0.00664210054226537 |
293 | 0.992046925663565 | 0.0159061486728709 | 0.00795307433643546 |
294 | 0.99064903621271 | 0.0187019275745802 | 0.0093509637872901 |
295 | 0.988957484379576 | 0.0220850312408474 | 0.0110425156204237 |
296 | 0.99281521168127 | 0.0143695766374593 | 0.00718478831872967 |
297 | 0.991231015330358 | 0.0175379693392835 | 0.00876898466964177 |
298 | 0.994737686011818 | 0.0105246279763648 | 0.00526231398818242 |
299 | 0.99359556314235 | 0.0128088737152996 | 0.00640443685764982 |
300 | 0.992142233360847 | 0.0157155332783069 | 0.00785776663915345 |
301 | 0.996242791656823 | 0.00751441668635477 | 0.00375720834317738 |
302 | 0.99544701871493 | 0.00910596257014044 | 0.00455298128507022 |
303 | 0.99456520785824 | 0.0108695842835185 | 0.00543479214175924 |
304 | 0.995881087075522 | 0.00823782584895644 | 0.00411891292447822 |
305 | 0.995125945496598 | 0.00974810900680463 | 0.00487405450340231 |
306 | 0.99422028470648 | 0.0115594305870381 | 0.00577971529351905 |
307 | 0.997730852754502 | 0.00453829449099529 | 0.00226914724549764 |
308 | 0.999003422860378 | 0.0019931542792433 | 0.00099657713962165 |
309 | 0.998708723544097 | 0.00258255291180628 | 0.00129127645590314 |
310 | 0.999499366401772 | 0.00100126719645518 | 0.000500633598227592 |
311 | 0.99985656096406 | 0.00028687807187832 | 0.00014343903593916 |
312 | 0.999828469588893 | 0.000343060822214653 | 0.000171530411107326 |
313 | 0.9999668799528 | 6.62400944014554e-05 | 3.31200472007277e-05 |
314 | 0.99999279313705 | 1.44137258977679e-05 | 7.20686294888397e-06 |
315 | 0.999990477761557 | 1.90444768865395e-05 | 9.52223844326977e-06 |
316 | 0.99999094265268 | 1.81146946404538e-05 | 9.0573473202269e-06 |
317 | 0.999987199759678 | 2.56004806432903e-05 | 1.28002403216452e-05 |
318 | 0.999983616928395 | 3.27661432093383e-05 | 1.63830716046692e-05 |
319 | 0.999976945429764 | 4.61091404721216e-05 | 2.30545702360608e-05 |
320 | 0.99996778200037 | 6.443599926108e-05 | 3.221799963054e-05 |
321 | 0.999954289279166 | 9.14214416682457e-05 | 4.57107208341229e-05 |
322 | 0.999938997602275 | 0.000122004795450940 | 6.10023977254698e-05 |
323 | 0.99991400775095 | 0.000171984498101424 | 8.59922490507121e-05 |
324 | 0.999987287376253 | 2.54252474946749e-05 | 1.27126237473375e-05 |
325 | 0.999981340734183 | 3.73185316348476e-05 | 1.86592658174238e-05 |
326 | 0.99997309394516 | 5.38121096813081e-05 | 2.69060548406541e-05 |
327 | 0.999994907294893 | 1.01854102136432e-05 | 5.09270510682161e-06 |
328 | 0.99999796684746 | 4.06630507823403e-06 | 2.03315253911702e-06 |
329 | 0.999996966094845 | 6.06781030976958e-06 | 3.03390515488479e-06 |
330 | 0.999995845111532 | 8.30977693525848e-06 | 4.15488846762924e-06 |
331 | 0.999993802828905 | 1.23943421890394e-05 | 6.19717109451972e-06 |
332 | 0.99999091189589 | 1.81762082211596e-05 | 9.08810411057978e-06 |
333 | 0.999986437165617 | 2.71256687658756e-05 | 1.35628343829378e-05 |
334 | 0.999981022265487 | 3.79554690250906e-05 | 1.89777345125453e-05 |
335 | 0.999971812443868 | 5.63751122646444e-05 | 2.81875561323222e-05 |
336 | 0.999958481114134 | 8.30377717329506e-05 | 4.15188858664753e-05 |
337 | 0.999938895043363 | 0.00012220991327352 | 6.110495663676e-05 |
338 | 0.999911751292087 | 0.000176497415826116 | 8.82487079130581e-05 |
339 | 0.999875919707029 | 0.000248160585942305 | 0.000124080292971152 |
340 | 0.999874325507186 | 0.000251348985627810 | 0.000125674492813905 |
341 | 0.999828048007125 | 0.000343903985749685 | 0.000171951992874843 |
342 | 0.999779067716092 | 0.000441864567815217 | 0.000220932283907608 |
343 | 0.999688479026112 | 0.000623041947775502 | 0.000311520973887751 |
344 | 0.99957083632029 | 0.000858327359421796 | 0.000429163679710898 |
345 | 0.999398588717581 | 0.00120282256483741 | 0.000601411282418707 |
346 | 0.999195288891731 | 0.00160942221653706 | 0.000804711108268529 |
347 | 0.998885131403087 | 0.00222973719382593 | 0.00111486859691296 |
348 | 0.998462267518217 | 0.00307546496356523 | 0.00153773248178261 |
349 | 0.997887932911057 | 0.00422413417788619 | 0.00211206708894309 |
350 | 0.997151247690503 | 0.00569750461899443 | 0.00284875230949721 |
351 | 0.996321309711191 | 0.0073573805776171 | 0.00367869028880855 |
352 | 0.996477405088405 | 0.00704518982319065 | 0.00352259491159533 |
353 | 0.995466961627081 | 0.00906607674583808 | 0.00453303837291904 |
354 | 0.99458732020783 | 0.0108253595843403 | 0.00541267979217014 |
355 | 0.9928337525488 | 0.0143324949024016 | 0.00716624745120078 |
356 | 0.990790456626282 | 0.0184190867474355 | 0.00920954337371774 |
357 | 0.98810196187762 | 0.0237960762447600 | 0.0118980381223800 |
358 | 0.985000139119641 | 0.0299997217607179 | 0.0149998608803590 |
359 | 0.980615880034713 | 0.0387682399305735 | 0.0193841199652867 |
360 | 0.975102524633711 | 0.0497949507325777 | 0.0248974753662889 |
361 | 0.968191961822472 | 0.0636160763550557 | 0.0318080381775279 |
362 | 0.960158575924542 | 0.0796828481509164 | 0.0398414240754582 |
363 | 0.951264711427862 | 0.0974705771442762 | 0.0487352885721381 |
364 | 0.964086068015667 | 0.0718278639686667 | 0.0359139319843333 |
365 | 0.95656695530035 | 0.086866089399299 | 0.0434330446996495 |
366 | 0.951259304784013 | 0.097481390431975 | 0.0487406952159875 |
367 | 0.93921167525272 | 0.121576649494561 | 0.0607883247472806 |
368 | 0.926868139650989 | 0.146263720698022 | 0.0731318603490108 |
369 | 0.90996842097964 | 0.180063158040721 | 0.0900315790203607 |
370 | 0.893090326395217 | 0.213819347209566 | 0.106909673604783 |
371 | 0.870897948127052 | 0.258204103745897 | 0.129102051872948 |
372 | 0.846456345688668 | 0.307087308622665 | 0.153543654311332 |
373 | 0.817202043291337 | 0.365595913417326 | 0.182797956708663 |
374 | 0.78657755550278 | 0.42684488899444 | 0.21342244449722 |
375 | 0.75542622001874 | 0.48914755996252 | 0.24457377998126 |
376 | 0.74511428841429 | 0.509771423171419 | 0.254885711585710 |
377 | 0.721053959169212 | 0.557892081661575 | 0.278946040830788 |
378 | 0.715126270383485 | 0.569747459233031 | 0.284873729616515 |
379 | 0.672471439538701 | 0.655057120922598 | 0.327528560461299 |
380 | 0.638935880631725 | 0.72212823873655 | 0.361064119368275 |
381 | 0.590971842920141 | 0.818056314159718 | 0.409028157079859 |
382 | 0.572539102303524 | 0.854921795392952 | 0.427460897696476 |
383 | 0.572830695692863 | 0.854338608614274 | 0.427169304307137 |
384 | 0.520888131792408 | 0.958223736415184 | 0.479111868207592 |
385 | 0.468239421560492 | 0.936478843120983 | 0.531760578439508 |
386 | 0.426259723657524 | 0.852519447315048 | 0.573740276342476 |
387 | 0.386524959194671 | 0.773049918389342 | 0.613475040805329 |
388 | 0.40118909854872 | 0.80237819709744 | 0.59881090145128 |
389 | 0.368517443742596 | 0.737034887485191 | 0.631482556257404 |
390 | 0.394556790290862 | 0.789113580581725 | 0.605443209709138 |
391 | 0.341762682642705 | 0.68352536528541 | 0.658237317357295 |
392 | 0.32937891414597 | 0.65875782829194 | 0.67062108585403 |
393 | 0.277110497121317 | 0.554220994242634 | 0.722889502878683 |
394 | 0.249393855234862 | 0.498787710469723 | 0.750606144765138 |
395 | 0.4991484028373 | 0.9982968056746 | 0.5008515971627 |
396 | 0.434071465841796 | 0.868142931683593 | 0.565928534158204 |
397 | 0.371227292900288 | 0.742454585800577 | 0.628772707099712 |
398 | 0.524676186326052 | 0.950647627347897 | 0.475323813673948 |
399 | 0.464422299488735 | 0.92884459897747 | 0.535577700511265 |
400 | 0.398665797639001 | 0.797331595278002 | 0.601334202360999 |
401 | 0.363666354321201 | 0.727332708642402 | 0.636333645678799 |
402 | 0.598790971365715 | 0.80241805726857 | 0.401209028634285 |
403 | 0.523265650242865 | 0.95346869951427 | 0.476734349757135 |
404 | 0.619615623456345 | 0.76076875308731 | 0.380384376543655 |
405 | 0.530995247618962 | 0.938009504762077 | 0.469004752381038 |
406 | 0.482393160851131 | 0.964786321702261 | 0.517606839148869 |
407 | 0.384106300688491 | 0.768212601376983 | 0.615893699311509 |
408 | 0.288890681838355 | 0.57778136367671 | 0.711109318161645 |
409 | 0.202777112729789 | 0.405554225459578 | 0.797222887270211 |
410 | 0.133680862381548 | 0.267361724763096 | 0.866319137618452 |
411 | 0.151561773368587 | 0.303123546737174 | 0.848438226631413 |
412 | 0.313563847284632 | 0.627127694569264 | 0.686436152715368 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 51 | 0.129441624365482 | NOK |
5% type I error level | 116 | 0.294416243654822 | NOK |
10% type I error level | 149 | 0.378172588832487 | NOK |