Multiple Linear Regression - Estimated Regression Equation |
X1[t] = + 31.7133444903618 -0.888380446729087X2[t] -0.911256916123055X3[t] -0.934267347790764X4[t] -0.857698947974369X5[t] -0.73976811275555X6[t] -0.825774142894657X7[t] -0.206548035295779X8[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) | 31.7133444903618 | 1.394929 | 22.7347 | 0 | 0 |
X2 | -0.888380446729087 | 0.096796 | -9.1779 | 0 | 0 |
X3 | -0.911256916123055 | 0.097993 | -9.2992 | 0 | 0 |
X4 | -0.934267347790764 | 0.092033 | -10.1514 | 0 | 0 |
X5 | -0.857698947974369 | 0.045692 | -18.7712 | 0 | 0 |
X6 | -0.73976811275555 | 0.112197 | -6.5935 | 0 | 0 |
X7 | -0.825774142894657 | 0.091381 | -9.0367 | 0 | 0 |
X8 | -0.206548035295779 | 0.482639 | -0.428 | 0.669289 | 0.334645 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.883180283143714 |
R-squared | 0.780007412533811 |
Adjusted R-squared | 0.769876174953131 |
F-TEST (value) | 76.9903386750383 |
F-TEST (DF numerator) | 7 |
F-TEST (DF denominator) | 152 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.78385098401767 |
Sum Squared Residuals | 2176.26429692623 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | 2.37564895991937 | -1.37564895991937 |
2 | 4 | 6.14311915507773 | -2.14311915507773 |
3 | 5 | 2.83097424781336 | 2.16902575218664 |
4 | 2 | 0.0504625866944826 | 1.94953741330552 |
5 | 1 | 4.26253565923562 | -3.26253565923562 |
6 | 1 | 2.47666933890264 | -1.47666933890264 |
7 | 1 | 2.66649797142566 | -1.66649797142566 |
8 | 1 | 4.26973280413983 | -3.26973280413983 |
9 | 1 | 7.95501355998322 | -6.95501355998322 |
10 | 1 | -0.669639636667459 | 1.66963963666746 |
11 | 5 | 1.06285478211181 | 3.93714521788819 |
12 | 3 | 3.99892979487694 | -0.998929794876938 |
13 | 3 | 5.67283129314951 | -2.67283129314951 |
14 | 4 | 2.33833317340188 | 1.66166682659812 |
15 | 4 | 0.480236852316786 | 3.51976314768321 |
16 | 4 | 1.21146711608535 | 2.78853288391465 |
17 | 3 | 1.22352868655787 | 1.77647131344213 |
18 | 5 | 4.79225587578117 | 0.207744124218827 |
19 | 4 | 2.97085138758632 | 1.02914861241368 |
20 | 3 | 3.14070758999186 | -0.140707589991859 |
21 | 3 | -6.4007074793866 | 9.4007074793866 |
22 | 3 | 3.76170026082644 | -0.761700260826441 |
23 | 3 | 3.77374906108701 | -0.773749061087005 |
24 | 4 | 6.27809530476642 | -2.27809530476642 |
25 | 5 | 4.90238168163924 | 0.097618318360758 |
26 | 4 | 0.677305783426405 | 3.32269421657359 |
27 | 5 | 5.76008062961361 | -0.760080629613611 |
28 | 3 | 3.17191234565729 | -0.171912345657287 |
29 | 4 | 3.13342581754182 | 0.86657418245818 |
30 | 2 | 3.9987958326032 | -1.9987958326032 |
31 | 5 | 3.79662553048097 | 1.20337446951903 |
32 | 2 | 5.59626289333312 | -3.59626289333312 |
33 | 3 | 3.99112476551619 | -0.991124765516188 |
34 | 3 | 6.4846433400622 | -3.4846433400622 |
35 | 3 | 4.96374467914868 | -1.96374467914868 |
36 | 3 | 4.07536423241959 | -1.07536423241959 |
37 | 4 | 4.85649478057757 | -0.856494780577566 |
38 | 3 | 4.67733491012305 | -1.67733491012305 |
39 | 5 | 2.14560050160237 | 2.85439949839763 |
40 | 2 | 8.27660963582733 | -6.27660963582733 |
41 | 3 | 2.88536861435792 | 0.114631385642081 |
42 | 3 | 1.56736030498090 | 1.43263969501910 |
43 | 4 | 4.68500597721006 | -0.68500597721006 |
44 | 5 | 2.22216890141876 | 2.77783109858124 |
45 | 3 | 2.01976821172446 | 0.980231788275538 |
46 | 3 | 3.70624176716831 | -0.706241767168311 |
47 | 3 | 3.95867670352577 | -0.958676703525767 |
48 | 3 | 6.67914257509741 | -3.67914257509741 |
49 | 3 | 4.90238168163924 | -1.90238168163924 |
50 | 3 | 4.56394071514268 | -1.56394071514268 |
51 | 3 | 3.14123084690257 | -0.141230846902569 |
52 | 4 | 1.34145952177669 | 2.65854047822331 |
53 | 3 | 2.96960808126132 | 0.0303919187386763 |
54 | 2 | 3.87319393029737 | -1.87319393029737 |
55 | 3 | 1.37227498280515 | 1.62772501719485 |
56 | 3 | 1.36446995344440 | 1.63553004655560 |
57 | 3 | 2.2082068054368 | 0.791793194563202 |
58 | 4 | 2.96193701417431 | 1.03806298582569 |
59 | 2 | 4.73856394535875 | -2.73856394535875 |
60 | 5 | 2.88536861435792 | 2.11463138564208 |
61 | 4 | 4.60982761620436 | -0.609827616204356 |
62 | 2 | 5.64214979439479 | -3.64214979439479 |
63 | 2 | 4.77048875043846 | -2.77048875043846 |
64 | 3 | 3.28275820092964 | -0.282758200929639 |
65 | 4 | 2.17628200035709 | 1.82371799964291 |
66 | 5 | 1.28790155362800 | 3.712098446372 |
67 | 3 | 4.93306318039396 | -1.93306318039396 |
68 | 3 | 5.73543759698394 | -2.73543759698394 |
69 | 4 | 3.02140889116018 | 0.978591108839819 |
70 | 3 | 4.05248776302562 | -1.05248776302562 |
71 | 4 | 4.70788244660403 | -0.707882446604029 |
72 | 3 | 2.93906054478035 | 0.0609394552196528 |
73 | 3 | 2.05835116513827 | 0.941648834861732 |
74 | 4 | 4.87950521224528 | -0.879505212245275 |
75 | 2 | 3.95743339720077 | -1.95743339720077 |
76 | 2 | 3.95743339720077 | -1.95743339720077 |
77 | 4 | 3.04250602710649 | 0.957493972893511 |
78 | 2 | 3.94523786445451 | -1.94523786445451 |
79 | 4 | 6.5612117398786 | -2.5612117398786 |
80 | 3 | 4.00017310120193 | -1.00017310120193 |
81 | 5 | 3.81963596214868 | 1.18036403785132 |
82 | 3 | 5.79076212836833 | -2.79076212836833 |
83 | 3 | 5.56133762367858 | -2.56133762367858 |
84 | 4 | 4.93306318039396 | -0.933063180393961 |
85 | 3 | 3.08753891648014 | -0.0875389164801413 |
86 | 3 | 4.76157437702646 | -1.76157437702646 |
87 | 4 | 3.99112476551619 | 0.00887523448381165 |
88 | 3 | 4.93306318039396 | -1.93306318039396 |
89 | 3 | 2.55775531699476 | 0.442244683005242 |
90 | 3 | 5.79076212836833 | -2.79076212836833 |
91 | 2 | 7.5675230218265 | -5.5675230218265 |
92 | 4 | 2.02766966638355 | 1.97233033361645 |
93 | 3 | 2.73237854721083 | 0.267621452789174 |
94 | 5 | 1.28790155362800 | 3.712098446372 |
95 | 3 | 2.28477520525319 | 0.715224794746806 |
96 | 5 | 2.16861093327008 | 2.83138906672992 |
97 | 4 | 1.4047858750254 | 2.5952141249746 |
98 | 3 | 3.91469032797353 | -0.914690327973533 |
99 | 3 | 6.53053024112388 | -3.53053024112388 |
100 | 5 | 4.90238168163924 | 0.097618318360758 |
101 | 4 | 1.23257702224361 | 2.76742297775639 |
102 | 3 | 1.89769003090417 | 1.10230996909583 |
103 | 5 | 0.157524545037891 | 4.84247545496211 |
104 | 4 | -0.373804411898308 | 4.37380441189831 |
105 | 2 | 4.68500597721006 | -2.68500597721006 |
106 | 5 | 3.96811433384848 | 1.03188566615152 |
107 | 4 | 2.37025797848159 | 1.62974202151841 |
108 | 2 | 6.53053024112388 | -4.53053024112388 |
109 | 2 | 6.53833527048463 | -4.53833527048463 |
110 | 5 | 5.4744466209335 | -0.474446620933496 |
111 | 4 | 1.85216146356150 | 2.14783853643850 |
112 | 4 | 5.29858008439244 | -1.29858008439244 |
113 | 2 | 6.54649863356439 | -4.54649863356439 |
114 | 5 | 4.43635667075881 | 0.56364332924119 |
115 | 4 | 3.77753469099322 | 0.222465309006783 |
116 | 4 | 19.7286004117406 | -15.7286004117406 |
117 | 1 | -0.956094422810319 | 1.95609442281032 |
118 | 3 | 5.56128901813658 | -2.56128901813658 |
119 | 1 | 5.21108328739417 | -4.21108328739417 |
120 | 1 | 2.82793626805588 | -1.82793626805588 |
121 | 1 | 20.6557608275857 | -19.6557608275857 |
122 | 1 | -1.27997627784836 | 2.27997627784836 |
123 | 1 | 0.900465231076488 | 0.0995347689235117 |
124 | 1 | 4.56257664818728 | -3.56257664818728 |
125 | 1 | 1.67268140582246 | -0.672681405822456 |
126 | 2 | 19.843094768985 | -17.843094768985 |
127 | 21 | 18.7343381532519 | 2.26566184674808 |
128 | 23 | 20.4942456816636 | 2.5057543183364 |
129 | 21 | 18.7022793858985 | 2.29772061410153 |
130 | 21 | 14.5509214966682 | 6.44907850333182 |
131 | 20 | 16.1089266475051 | 3.89107335249488 |
132 | 21 | 17.2260115495097 | 3.77398845049033 |
133 | 24 | 22.2663359726096 | 1.73366402739041 |
134 | 23 | 16.2375290143858 | 6.76247098561423 |
135 | 22 | 18.8107725907946 | 3.18922740920543 |
136 | 21 | 19.7129684010199 | 1.28703159898007 |
137 | 22 | 21.5572493586088 | 0.442750641391246 |
138 | 21 | 21.4501334223114 | -0.450133422311382 |
139 | 21 | 16.3339734190213 | 4.66602658097869 |
140 | 21 | 17.3662955972117 | 3.63370440278825 |
141 | 22 | 18.2775525133348 | 3.7224474866652 |
142 | 20 | 18.9287034260134 | 1.07129657398661 |
143 | 21 | 17.1904290606707 | 3.80957093932931 |
144 | 21 | 19.0173206260904 | 1.98267937390965 |
145 | 22 | 17.9210021052548 | 4.0789978947452 |
146 | 21 | 19.6810435959402 | 1.31895640405978 |
147 | 23 | 20.5249271804183 | 2.47507281958168 |
148 | 23 | 19.7532342625831 | 3.24676573741694 |
149 | 24 | 19.5829887655406 | 4.41701123445945 |
150 | 32 | 20.7867997470985 | 11.2132002529015 |
151 | 22 | 18.9956874630214 | 3.00431253697862 |
152 | 22 | 20.7409128460368 | 1.25908715396319 |
153 | 20 | 19.0714018511497 | 0.928598148850251 |
154 | 21 | 20.7867997470985 | 0.213200252901513 |
155 | 23 | 19.6684715387689 | 3.33152846123106 |
156 | 21 | 20.5249271804183 | 0.475072819581682 |
157 | 21 | 23.2726472545575 | -2.27264725455749 |
158 | 23 | 18.9948334513334 | 4.00516654866664 |
159 | 24 | 20.7634000207938 | 3.23659997920619 |
160 | 22 | 19.0173206260904 | 2.98267937390965 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
11 | 0.155463951381050 | 0.310927902762099 | 0.84453604861895 |
12 | 0.110912895532763 | 0.221825791065526 | 0.889087104467237 |
13 | 0.0495861563442277 | 0.0991723126884555 | 0.950413843655772 |
14 | 0.0208404862951032 | 0.0416809725902064 | 0.979159513704897 |
15 | 0.0107952234971223 | 0.0215904469942445 | 0.989204776502878 |
16 | 0.00419709120179888 | 0.00839418240359775 | 0.995802908798201 |
17 | 0.00154023636164184 | 0.00308047272328367 | 0.998459763638358 |
18 | 0.000725266382143797 | 0.00145053276428759 | 0.999274733617856 |
19 | 0.000392765643960546 | 0.000785531287921091 | 0.99960723435604 |
20 | 0.000266550299969111 | 0.000533100599938223 | 0.99973344970003 |
21 | 0.000143201583343966 | 0.000286403166687933 | 0.999856798416656 |
22 | 5.15532690979813e-05 | 0.000103106538195963 | 0.999948446730902 |
23 | 1.89879780348999e-05 | 3.79759560697997e-05 | 0.999981012021965 |
24 | 1.27962791659137e-05 | 2.55925583318273e-05 | 0.999987203720834 |
25 | 6.17040342322235e-06 | 1.23408068464447e-05 | 0.999993829596577 |
26 | 6.91560578102104e-06 | 1.38312115620421e-05 | 0.999993084394219 |
27 | 3.02233855638431e-06 | 6.04467711276863e-06 | 0.999996977661444 |
28 | 1.10529244638445e-06 | 2.21058489276891e-06 | 0.999998894707554 |
29 | 3.68633496957395e-07 | 7.3726699391479e-07 | 0.999999631366503 |
30 | 3.0121984190711e-07 | 6.0243968381422e-07 | 0.999999698780158 |
31 | 1.81429955987243e-07 | 3.62859911974486e-07 | 0.999999818570044 |
32 | 1.43003224228268e-07 | 2.86006448456536e-07 | 0.999999856996776 |
33 | 7.04116255306589e-08 | 1.40823251061318e-07 | 0.999999929588374 |
34 | 2.39830634811741e-08 | 4.79661269623483e-08 | 0.999999976016936 |
35 | 9.1127957400767e-09 | 1.82255914801534e-08 | 0.999999990887204 |
36 | 3.54808022550136e-09 | 7.09616045100272e-09 | 0.99999999645192 |
37 | 1.47668488418799e-09 | 2.95336976837597e-09 | 0.999999998523315 |
38 | 7.3700595096255e-10 | 1.4740119019251e-09 | 0.999999999262994 |
39 | 5.17398374010846e-10 | 1.03479674802169e-09 | 0.999999999482602 |
40 | 3.68018105661827e-10 | 7.36036211323654e-10 | 0.999999999631982 |
41 | 1.48381760372402e-10 | 2.96763520744803e-10 | 0.999999999851618 |
42 | 6.51923087821082e-11 | 1.30384617564216e-10 | 0.999999999934808 |
43 | 2.46061006394588e-11 | 4.92122012789176e-11 | 0.999999999975394 |
44 | 1.22872381096429e-11 | 2.45744762192859e-11 | 0.999999999987713 |
45 | 3.86012132249383e-12 | 7.72024264498766e-12 | 0.99999999999614 |
46 | 1.21831008163146e-12 | 2.43662016326291e-12 | 0.999999999998782 |
47 | 5.24936227917484e-13 | 1.04987245583497e-12 | 0.999999999999475 |
48 | 1.98319984199235e-13 | 3.96639968398469e-13 | 0.999999999999802 |
49 | 7.90931989288633e-14 | 1.58186397857727e-13 | 0.99999999999992 |
50 | 2.34353607295710e-14 | 4.68707214591419e-14 | 0.999999999999977 |
51 | 7.63046900492085e-15 | 1.52609380098417e-14 | 0.999999999999992 |
52 | 2.42759349231032e-15 | 4.85518698462063e-15 | 0.999999999999998 |
53 | 7.40934870769284e-16 | 1.48186974153857e-15 | 1 |
54 | 1.00412145078997e-15 | 2.00824290157994e-15 | 1 |
55 | 3.06840316468986e-16 | 6.13680632937972e-16 | 1 |
56 | 1.11866139961425e-16 | 2.23732279922850e-16 | 1 |
57 | 3.27413330754563e-17 | 6.54826661509127e-17 | 1 |
58 | 1.04731399008913e-17 | 2.09462798017825e-17 | 1 |
59 | 5.517589434278e-18 | 1.1035178868556e-17 | 1 |
60 | 4.66157955337024e-18 | 9.32315910674048e-18 | 1 |
61 | 1.48318597733071e-18 | 2.96637195466143e-18 | 1 |
62 | 1.48449770582779e-18 | 2.96899541165558e-18 | 1 |
63 | 7.11670164579306e-19 | 1.42334032915861e-18 | 1 |
64 | 2.23543556722614e-19 | 4.47087113445227e-19 | 1 |
65 | 7.64658781243808e-20 | 1.52931756248762e-19 | 1 |
66 | 5.34775044247164e-20 | 1.06955008849433e-19 | 1 |
67 | 1.71461233651706e-20 | 3.42922467303412e-20 | 1 |
68 | 4.53300427593439e-21 | 9.06600855186879e-21 | 1 |
69 | 1.45665275687773e-21 | 2.91330551375546e-21 | 1 |
70 | 4.45971830417149e-22 | 8.91943660834298e-22 | 1 |
71 | 1.47471749569893e-22 | 2.94943499139785e-22 | 1 |
72 | 5.41033635344792e-23 | 1.08206727068958e-22 | 1 |
73 | 1.64897805869278e-23 | 3.29795611738555e-23 | 1 |
74 | 5.3593302638376e-24 | 1.07186605276752e-23 | 1 |
75 | 3.03453001264190e-24 | 6.06906002528381e-24 | 1 |
76 | 1.59785301529071e-24 | 3.19570603058141e-24 | 1 |
77 | 7.14020622664366e-25 | 1.42804124532873e-24 | 1 |
78 | 4.3276392162937e-25 | 8.6552784325874e-25 | 1 |
79 | 1.75651896493056e-25 | 3.51303792986113e-25 | 1 |
80 | 5.4266878613196e-26 | 1.08533757226392e-25 | 1 |
81 | 3.35040923086611e-26 | 6.70081846173221e-26 | 1 |
82 | 1.11104193468001e-26 | 2.22208386936003e-26 | 1 |
83 | 3.95423287638295e-27 | 7.9084657527659e-27 | 1 |
84 | 1.50541602382247e-27 | 3.01083204764494e-27 | 1 |
85 | 4.16409304432627e-28 | 8.32818608865254e-28 | 1 |
86 | 1.09752245291131e-28 | 2.19504490582262e-28 | 1 |
87 | 2.81426876966845e-29 | 5.62853753933689e-29 | 1 |
88 | 9.3538254970244e-30 | 1.87076509940488e-29 | 1 |
89 | 2.65851745962428e-30 | 5.31703491924856e-30 | 1 |
90 | 9.89962008969118e-31 | 1.97992401793824e-30 | 1 |
91 | 1.26997242195615e-30 | 2.53994484391231e-30 | 1 |
92 | 3.81353175232462e-31 | 7.62706350464924e-31 | 1 |
93 | 1.00921317444842e-31 | 2.01842634889683e-31 | 1 |
94 | 6.12268790970224e-32 | 1.22453758194045e-31 | 1 |
95 | 1.79345096663399e-32 | 3.58690193326799e-32 | 1 |
96 | 6.05303839435888e-33 | 1.21060767887178e-32 | 1 |
97 | 4.63161064696674e-33 | 9.26322129393349e-33 | 1 |
98 | 1.87582738675623e-33 | 3.75165477351246e-33 | 1 |
99 | 4.22793814228283e-34 | 8.45587628456566e-34 | 1 |
100 | 3.11270941433688e-34 | 6.22541882867376e-34 | 1 |
101 | 1.32953161950206e-34 | 2.65906323900412e-34 | 1 |
102 | 5.05185468252413e-35 | 1.01037093650483e-34 | 1 |
103 | 3.66185528842847e-35 | 7.32371057685693e-35 | 1 |
104 | 8.2497565979814e-36 | 1.64995131959628e-35 | 1 |
105 | 3.79435166114653e-36 | 7.58870332229307e-36 | 1 |
106 | 3.21236919651021e-36 | 6.42473839302043e-36 | 1 |
107 | 8.9274092961232e-37 | 1.78548185922464e-36 | 1 |
108 | 4.10109031187917e-37 | 8.20218062375834e-37 | 1 |
109 | 9.70524758501e-38 | 1.941049517002e-37 | 1 |
110 | 1.21508271972970e-37 | 2.43016543945940e-37 | 1 |
111 | 1.04190643431426e-37 | 2.08381286862852e-37 | 1 |
112 | 2.96229609787904e-38 | 5.92459219575807e-38 | 1 |
113 | 1.08278835334840e-38 | 2.16557670669681e-38 | 1 |
114 | 1.23635198924795e-38 | 2.47270397849591e-38 | 1 |
115 | 1.36257660419212e-38 | 2.72515320838424e-38 | 1 |
116 | 2.10202111180223e-38 | 4.20404222360445e-38 | 1 |
117 | 5.91740691012132e-38 | 1.18348138202426e-37 | 1 |
118 | 2.33536847214855e-38 | 4.67073694429709e-38 | 1 |
119 | 1.69987175204676e-38 | 3.39974350409352e-38 | 1 |
120 | 3.4662425336193e-39 | 6.9324850672386e-39 | 1 |
121 | 5.46170252921793e-31 | 1.09234050584359e-30 | 1 |
122 | 4.07105411588352e-28 | 8.14210823176704e-28 | 1 |
123 | 1.68196470622117e-28 | 3.36392941244234e-28 | 1 |
124 | 5.59561503083533e-29 | 1.11912300616707e-28 | 1 |
125 | 1.9276568801026e-29 | 3.8553137602052e-29 | 1 |
126 | 6.1598099702658e-09 | 1.23196199405316e-08 | 0.99999999384019 |
127 | 0.140912842385290 | 0.281825684770580 | 0.85908715761471 |
128 | 0.630912761262145 | 0.73817447747571 | 0.369087238737855 |
129 | 0.796861597487209 | 0.406276805025583 | 0.203138402512791 |
130 | 0.88029037801928 | 0.239419243961441 | 0.119709621980721 |
131 | 0.9017249307098 | 0.196550138580398 | 0.0982750692901991 |
132 | 0.916480832795925 | 0.167038334408151 | 0.0835191672040753 |
133 | 0.918418046024984 | 0.163163907950032 | 0.0815819539750162 |
134 | 0.939543392298916 | 0.120913215402168 | 0.0604566077010838 |
135 | 0.926754511354593 | 0.146490977290814 | 0.073245488645407 |
136 | 0.90851137584874 | 0.182977248302519 | 0.0914886241512593 |
137 | 0.877214378004845 | 0.245571243990309 | 0.122785621995155 |
138 | 0.841697489368913 | 0.316605021262173 | 0.158302510631087 |
139 | 0.804223307700478 | 0.391553384599045 | 0.195776692299522 |
140 | 0.757147203360091 | 0.485705593279818 | 0.242852796639909 |
141 | 0.696061432677943 | 0.607877134644114 | 0.303938567322057 |
142 | 0.751896868781145 | 0.49620626243771 | 0.248103131218855 |
143 | 0.679792370333806 | 0.640415259332388 | 0.320207629666194 |
144 | 0.587204807667148 | 0.825590384665703 | 0.412795192332852 |
145 | 0.506854862779615 | 0.98629027444077 | 0.493145137220385 |
146 | 0.402226173873165 | 0.80445234774633 | 0.597773826126835 |
147 | 0.30559654114493 | 0.61119308228986 | 0.69440345885507 |
148 | 0.202535681877286 | 0.405071363754572 | 0.797464318122714 |
149 | 0.166239403534038 | 0.332478807068076 | 0.833760596465962 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 111 | 0.798561151079137 | NOK |
5% type I error level | 113 | 0.81294964028777 | NOK |
10% type I error level | 114 | 0.820143884892086 | NOK |