Multiple Linear Regression - Estimated Regression Equation |
group[t] = + 0.86713338111372 -5.87972829036324e-07costs[t] -0.000113733657859673trades[t] -1.00451547245820e-06dividends[t] -1.66492238848353e-07wealth[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) | 0.86713338111372 | 0.054681 | 15.858 | 0 | 0 |
costs | -5.87972829036324e-07 | 4e-06 | -0.1587 | 0.874008 | 0.437004 |
trades | -0.000113733657859673 | 0.00029 | -0.3921 | 0.695183 | 0.347592 |
dividends | -1.00451547245820e-06 | 1e-06 | -1.3805 | 0.168167 | 0.084084 |
wealth | -1.66492238848353e-07 | 0 | -1.993 | 0.046899 | 0.023449 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.228879705698296 |
R-squared | 0.0523859196805385 |
Adjusted R-squared | 0.0434881348888065 |
F-TEST (value) | 5.88752379459845 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 426 |
p-value | 0.000128050097237153 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.438877317199100 |
Sum Squared Residuals | 82.0532656091005 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | -0.611401426938899 | 0.611401426938899 |
2 | 0 | 0.0129209602363714 | -0.0129209602363714 |
3 | 0 | -0.0749248515452013 | 0.0749248515452013 |
4 | 1 | 0.739398880332292 | 0.260601119667708 |
5 | 0 | 0.424834151078171 | -0.424834151078171 |
6 | 0 | 0.395080985104335 | -0.395080985104335 |
7 | 1 | 0.425509679434307 | 0.574490320565693 |
8 | 0 | 0.243789233457962 | -0.243789233457962 |
9 | 0 | 0.569064133270438 | -0.569064133270438 |
10 | 0 | 0.556787368642304 | -0.556787368642304 |
11 | 1 | 0.413550925992088 | 0.586449074007912 |
12 | 1 | 0.634955229604201 | 0.365044770395799 |
13 | 0 | 0.597117959465224 | -0.597117959465224 |
14 | 1 | 0.742820286741955 | 0.257179713258045 |
15 | 0 | 0.544638203760171 | -0.544638203760171 |
16 | 1 | 0.514786578835295 | 0.485213421164705 |
17 | 1 | 0.454716821304018 | 0.545283178695982 |
18 | 0 | 0.53766980047822 | -0.53766980047822 |
19 | 0 | 0.61353512872132 | -0.61353512872132 |
20 | 1 | 0.616831793400551 | 0.383168206599449 |
21 | 0 | 0.620530703213818 | -0.620530703213818 |
22 | 0 | 0.645751668562866 | -0.645751668562866 |
23 | 1 | 0.564460875935479 | 0.435539124064521 |
24 | 1 | 0.64745144573288 | 0.352548554267120 |
25 | 1 | 0.666745469111979 | 0.333254530888021 |
26 | 1 | 0.68890708455618 | 0.311092915443820 |
27 | 0 | 0.633915932363127 | -0.633915932363127 |
28 | 1 | 0.773331747012447 | 0.226668252987553 |
29 | 1 | 0.694596451476082 | 0.305403548523918 |
30 | 1 | 0.694294232751614 | 0.305705767248386 |
31 | 0 | 0.659737027355967 | -0.659737027355967 |
32 | 0 | 0.648301633032386 | -0.648301633032386 |
33 | 0 | 0.653536308343769 | -0.653536308343769 |
34 | 0 | 0.656785327039624 | -0.656785327039624 |
35 | 1 | 0.453041123040162 | 0.546958876959838 |
36 | 1 | 0.672892643162369 | 0.327107356837631 |
37 | 1 | 0.65513417059495 | 0.34486582940505 |
38 | 0 | 0.625677301092973 | -0.625677301092973 |
39 | 0 | 0.572441939477233 | -0.572441939477233 |
40 | 1 | 0.733555861627188 | 0.266444138372812 |
41 | 1 | 0.585724837586255 | 0.414275162413745 |
42 | 1 | 0.697676122602211 | 0.302323877397789 |
43 | 1 | 0.660997082049346 | 0.339002917950654 |
44 | 1 | 0.669837682958203 | 0.330162317041797 |
45 | 1 | 0.723377890266138 | 0.276622109733862 |
46 | 0 | 0.69705101474977 | -0.69705101474977 |
47 | 0 | 0.56631710586897 | -0.56631710586897 |
48 | 0 | 0.616757368117735 | -0.616757368117735 |
49 | 1 | 0.654124897926862 | 0.345875102073138 |
50 | 1 | 0.752907669810275 | 0.247092330189725 |
51 | 0 | 0.656057620055568 | -0.656057620055568 |
52 | 0 | 0.625961995250647 | -0.625961995250647 |
53 | 0 | 0.578246641147818 | -0.578246641147818 |
54 | 0 | 0.61342062682128 | -0.61342062682128 |
55 | 0 | 0.650188136471211 | -0.650188136471211 |
56 | 1 | 0.7254832866828 | 0.2745167133172 |
57 | 1 | 0.704621756941423 | 0.295378243058577 |
58 | 1 | 0.694062191997432 | 0.305937808002568 |
59 | 1 | 0.697439633989533 | 0.302560366010467 |
60 | 0 | 0.69779964649738 | -0.69779964649738 |
61 | 0 | 0.681586170411247 | -0.681586170411247 |
62 | 1 | 0.776924565202921 | 0.223075434797079 |
63 | 0 | 0.697328599499056 | -0.697328599499056 |
64 | 0 | 0.709341913920807 | -0.709341913920807 |
65 | 1 | 0.738157724777388 | 0.261842275222612 |
66 | 1 | 0.600831803999099 | 0.399168196000901 |
67 | 1 | 0.73355342814417 | 0.266446571855830 |
68 | 0 | 0.692900538033286 | -0.692900538033286 |
69 | 1 | 0.661471993769016 | 0.338528006230984 |
70 | 0 | 0.686131121120471 | -0.686131121120471 |
71 | 0 | 0.797652454510656 | -0.797652454510656 |
72 | 1 | 0.75631384472739 | 0.243686155272610 |
73 | 1 | 0.70331695127202 | 0.296683048727980 |
74 | 1 | 0.731680715798144 | 0.268319284201856 |
75 | 1 | 0.676890799721918 | 0.323109200278082 |
76 | 0 | 0.74471385886478 | -0.74471385886478 |
77 | 1 | 0.684624508657424 | 0.315375491342576 |
78 | 1 | 0.747998494178266 | 0.252001505821734 |
79 | 1 | 0.731286758041692 | 0.268713241958308 |
80 | 0 | 0.672312045011134 | -0.672312045011134 |
81 | 1 | 0.744270634571517 | 0.255729365428483 |
82 | 0 | 0.694343112228435 | -0.694343112228435 |
83 | 1 | 0.661562724901134 | 0.338437275098866 |
84 | 1 | 0.774542796237474 | 0.225457203762526 |
85 | 1 | 0.699082822262357 | 0.300917177737643 |
86 | 0 | 0.731579072122324 | -0.731579072122324 |
87 | 1 | 0.688230761688945 | 0.311769238311055 |
88 | 1 | 0.701817963276476 | 0.298182036723524 |
89 | 1 | 0.700142374379112 | 0.299857625620888 |
90 | 1 | 0.697435978231907 | 0.302564021768093 |
91 | 1 | 0.698571682659934 | 0.301428317340066 |
92 | 0 | 0.714440212221192 | -0.714440212221192 |
93 | 1 | 0.715336316942284 | 0.284663683057716 |
94 | 0 | 0.666536209743286 | -0.666536209743286 |
95 | 1 | 0.763495958730323 | 0.236504041269677 |
96 | 0 | 0.737219729831776 | -0.737219729831776 |
97 | 1 | 0.681114539834236 | 0.318885460165764 |
98 | 0 | 0.718248465775873 | -0.718248465775873 |
99 | 1 | 0.665206426811807 | 0.334793573188193 |
100 | 0 | 0.738590966253864 | -0.738590966253864 |
101 | 0 | 0.734980020767696 | -0.734980020767696 |
102 | 1 | 0.733853610093977 | 0.266146389906023 |
103 | 1 | 0.697265100975919 | 0.302734899024081 |
104 | 1 | 0.698182101328585 | 0.301817898671415 |
105 | 1 | 0.73128640626097 | 0.268713593739030 |
106 | 1 | 0.74729828390782 | 0.252701716092181 |
107 | 0 | 0.777454925310014 | -0.777454925310014 |
108 | 0 | 0.680274387582354 | -0.680274387582354 |
109 | 1 | 0.701310586536255 | 0.298689413463745 |
110 | 0 | 0.747013506643632 | -0.747013506643632 |
111 | 1 | 0.72684973901406 | 0.273150260985939 |
112 | 0 | 0.785140506642977 | -0.785140506642977 |
113 | 1 | 0.720900197422548 | 0.279099802577452 |
114 | 0 | 0.741575836215425 | -0.741575836215425 |
115 | 0 | 0.74456108439855 | -0.74456108439855 |
116 | 1 | 0.748011111897229 | 0.251988888102771 |
117 | 1 | 0.723167043896756 | 0.276832956103244 |
118 | 1 | 0.700702061703746 | 0.299297938296254 |
119 | 0 | 0.750786381869225 | -0.750786381869225 |
120 | 1 | 0.744695396692206 | 0.255304603307794 |
121 | 1 | 0.677175567226155 | 0.322824432773844 |
122 | 1 | 0.742069071421351 | 0.257930928578649 |
123 | 1 | 0.701263962732796 | 0.298736037267204 |
124 | 0 | 0.674817022449333 | -0.674817022449333 |
125 | 0 | 0.739383341304061 | -0.739383341304061 |
126 | 0 | 0.750245358344461 | -0.750245358344461 |
127 | 1 | 0.753630879338064 | 0.246369120661936 |
128 | 1 | 0.752847163583932 | 0.247152836416068 |
129 | 1 | 0.752550254743778 | 0.247449745256222 |
130 | 1 | 0.753630879338064 | 0.246369120661936 |
131 | 1 | 0.752962412920818 | 0.247037587079182 |
132 | 1 | 0.741653647001719 | 0.258346352998281 |
133 | 1 | 0.753630879338064 | 0.246369120661936 |
134 | 1 | 0.753518532782178 | 0.246481467217822 |
135 | 1 | 0.753233225423431 | 0.246766774576569 |
136 | 1 | 0.752699216450543 | 0.247300783549457 |
137 | 1 | 0.751272156771784 | 0.248727843228216 |
138 | 1 | 0.753482552831952 | 0.246517447168048 |
139 | 1 | 0.752612551296663 | 0.247387448703337 |
140 | 1 | 0.753630879338064 | 0.246369120661936 |
141 | 1 | 0.751861798054308 | 0.248138201945692 |
142 | 1 | 0.753630879338064 | 0.246369120661936 |
143 | 1 | 0.758122719640652 | 0.241877280359348 |
144 | 1 | 0.753018138173995 | 0.246981861826005 |
145 | 1 | 0.746618395129766 | 0.253381604870234 |
146 | 1 | 0.756818586331272 | 0.243181413668728 |
147 | 1 | 0.753630879338064 | 0.246369120661936 |
148 | 1 | 0.75289309780598 | 0.24710690219402 |
149 | 1 | 0.751600959480482 | 0.248399040519518 |
150 | 1 | 0.753128830838043 | 0.246871169161957 |
151 | 1 | 0.758218004744229 | 0.241781995255771 |
152 | 1 | 0.746141759043654 | 0.253858240956346 |
153 | 1 | 0.753630879338064 | 0.246369120661936 |
154 | 1 | 0.757147738248023 | 0.242852261751977 |
155 | 1 | 0.753081410987153 | 0.246918589012847 |
156 | 1 | 0.753630879338064 | 0.246369120661936 |
157 | 1 | 0.753630879338064 | 0.246369120661936 |
158 | 1 | 0.752596288653701 | 0.247403711346299 |
159 | 1 | 0.748967221136666 | 0.251032778863334 |
160 | 1 | 0.753630879338064 | 0.246369120661936 |
161 | 1 | 0.753630879338064 | 0.246369120661936 |
162 | 1 | 0.753630879338064 | 0.246369120661936 |
163 | 1 | 0.753630879338064 | 0.246369120661936 |
164 | 1 | 0.751682660277844 | 0.248317339722156 |
165 | 1 | 0.747207581414449 | 0.252792418585551 |
166 | 1 | 0.753344956776467 | 0.246655043223533 |
167 | 1 | 0.753630879338064 | 0.246369120661936 |
168 | 1 | 0.754913461047532 | 0.245086538952468 |
169 | 1 | 0.70183610654461 | 0.298163893455389 |
170 | 1 | 0.753630879338064 | 0.246369120661936 |
171 | 1 | 0.753630879338064 | 0.246369120661936 |
172 | 1 | 0.752801115590928 | 0.247198884409072 |
173 | 1 | 0.753630879338064 | 0.246369120661936 |
174 | 1 | 0.752227409197078 | 0.247772590802922 |
175 | 1 | 0.753630879338064 | 0.246369120661936 |
176 | 1 | 0.752159610904984 | 0.247840389095016 |
177 | 1 | 0.736459972312466 | 0.263540027687534 |
178 | 0 | 0.753317758900408 | -0.753317758900408 |
179 | 1 | 0.753630879338064 | 0.246369120661936 |
180 | 1 | 0.753630879338064 | 0.246369120661936 |
181 | 1 | 0.730902941032245 | 0.269097058967756 |
182 | 0 | 0.738765577708329 | -0.738765577708329 |
183 | 1 | 0.750832954988662 | 0.249167045011338 |
184 | 0 | 0.739282480391048 | -0.739282480391048 |
185 | 0 | 0.751300968326836 | -0.751300968326836 |
186 | 0 | 0.749046505259798 | -0.749046505259798 |
187 | 0 | 0.738693586047809 | -0.738693586047809 |
188 | 1 | 0.751988614263284 | 0.248011385736716 |
189 | 1 | 0.75180969033145 | 0.248190309668549 |
190 | 1 | 0.753630879338064 | 0.246369120661936 |
191 | 1 | 0.753679514671315 | 0.246320485328685 |
192 | 1 | 0.753630879338064 | 0.246369120661936 |
193 | 1 | 0.751953795033419 | 0.248046204966581 |
194 | 1 | 0.753630879338064 | 0.246369120661936 |
195 | 1 | 0.753164901543249 | 0.246835098456751 |
196 | 0 | 0.753630879338064 | -0.753630879338064 |
197 | 0 | 0.671619698904645 | -0.671619698904645 |
198 | 0 | 0.753630879338064 | -0.753630879338064 |
199 | 0 | 0.753630879338064 | -0.753630879338064 |
200 | 0 | 0.739290600593894 | -0.739290600593894 |
201 | 0 | 0.753630879338064 | -0.753630879338064 |
202 | 0 | 0.753630879338064 | -0.753630879338064 |
203 | 0 | 0.753630879338064 | -0.753630879338064 |
204 | 0 | 0.76280197261617 | -0.76280197261617 |
205 | 0 | 0.722933939860658 | -0.722933939860658 |
206 | 0 | 0.752328274326726 | -0.752328274326726 |
207 | 0 | 0.747616693340343 | -0.747616693340343 |
208 | 0 | 0.753630879338064 | -0.753630879338064 |
209 | 0 | 0.756875969506409 | -0.756875969506409 |
210 | 0 | 0.75135318570269 | -0.75135318570269 |
211 | 1 | 0.753630879338064 | 0.246369120661936 |
212 | 1 | 0.753630879338064 | 0.246369120661936 |
213 | 1 | 0.750484381622318 | 0.249515618377682 |
214 | 1 | 0.75420939375543 | 0.24579060624457 |
215 | 1 | 0.752426119786924 | 0.247573880213076 |
216 | 1 | 0.753630879338064 | 0.246369120661936 |
217 | 1 | 0.752549409655743 | 0.247450590344257 |
218 | 1 | 0.749894990135101 | 0.250105009864899 |
219 | 1 | 0.753630879338064 | 0.246369120661936 |
220 | 1 | 0.752593455457617 | 0.247406544542383 |
221 | 1 | 0.756334957461276 | 0.243665042538724 |
222 | 1 | 0.753630879338064 | 0.246369120661936 |
223 | 1 | 0.753428076242462 | 0.246571923757538 |
224 | 1 | 0.751503239755875 | 0.248496760244125 |
225 | 1 | 0.753273636271791 | 0.246726363728209 |
226 | 1 | 0.749899512649472 | 0.250100487350528 |
227 | 1 | 0.752140763851463 | 0.247859236148537 |
228 | 1 | 0.753630879338064 | 0.246369120661936 |
229 | 1 | 0.748992784329269 | 0.251007215670731 |
230 | 1 | 0.753630879338064 | 0.246369120661936 |
231 | 1 | 0.75198855264001 | 0.248011447359991 |
232 | 1 | 0.751061331347504 | 0.248938668652496 |
233 | 1 | 0.753630879338064 | 0.246369120661936 |
234 | 1 | 0.752533551908977 | 0.247466448091023 |
235 | 1 | 0.753630879338064 | 0.246369120661936 |
236 | 1 | 0.753475051209123 | 0.246524948790877 |
237 | 1 | 0.753630879338064 | 0.246369120661936 |
238 | 1 | 0.753221228776605 | 0.246778771223395 |
239 | 1 | 0.753630879338064 | 0.246369120661936 |
240 | 1 | 0.753630879338064 | 0.246369120661936 |
241 | 1 | 0.753630879338064 | 0.246369120661936 |
242 | 1 | 0.753006584167632 | 0.246993415832368 |
243 | 1 | 0.753630879338064 | 0.246369120661936 |
244 | 1 | 0.753570183178063 | 0.246429816821937 |
245 | 1 | 0.738291524407884 | 0.261708475592116 |
246 | 0 | 0.753630879338064 | -0.753630879338064 |
247 | 0 | 0.753630879338064 | -0.753630879338064 |
248 | 1 | 0.75227392372545 | 0.247726076274550 |
249 | 0 | 0.753630879338064 | -0.753630879338064 |
250 | 0 | 0.753630879338064 | -0.753630879338064 |
251 | 1 | 0.763240258797162 | 0.236759741202838 |
252 | 0 | 0.753630879338064 | -0.753630879338064 |
253 | 1 | 0.751105897980121 | 0.248894102019879 |
254 | 1 | 0.734452202200841 | 0.265547797799159 |
255 | 1 | 0.729747608596426 | 0.270252391403574 |
256 | 1 | 0.753630879338064 | 0.246369120661936 |
257 | 1 | 0.75940202611019 | 0.240597973889810 |
258 | 1 | 0.765325997805131 | 0.234674002194869 |
259 | 0 | 0.753630879338064 | -0.753630879338064 |
260 | 1 | 0.753630879338064 | 0.246369120661936 |
261 | 0 | 0.753630879338064 | -0.753630879338064 |
262 | 0 | 0.753630879338064 | -0.753630879338064 |
263 | 1 | 0.735210301708674 | 0.264789698291327 |
264 | 1 | 0.750857174793406 | 0.249142825206594 |
265 | 0 | 0.753630879338064 | -0.753630879338064 |
266 | 1 | 0.753630879338064 | 0.246369120661936 |
267 | 0 | 0.753630879338064 | -0.753630879338064 |
268 | 1 | 0.724302611367448 | 0.275697388632552 |
269 | 0 | 0.753630879338064 | -0.753630879338064 |
270 | 1 | 0.74105872437642 | 0.258941275623580 |
271 | 0 | 0.753630879338064 | -0.753630879338064 |
272 | 0 | 0.753630879338064 | -0.753630879338064 |
273 | 0 | 0.753630879338064 | -0.753630879338064 |
274 | 1 | 0.752976489938263 | 0.247023510061737 |
275 | 1 | 0.753630879338064 | 0.246369120661936 |
276 | 1 | 0.747541382446888 | 0.252458617553113 |
277 | 1 | 0.745374638719084 | 0.254625361280916 |
278 | 1 | 0.753630879338064 | 0.246369120661936 |
279 | 0 | 0.736714282178171 | -0.736714282178171 |
280 | 1 | 0.743677545401309 | 0.256322454598691 |
281 | 0 | 0.753630879338064 | -0.753630879338064 |
282 | 1 | 0.753630879338064 | 0.246369120661936 |
283 | 1 | 0.74962218937392 | 0.250377810626079 |
284 | 1 | 0.753630879338064 | 0.246369120661936 |
285 | 1 | 0.739165595437285 | 0.260834404562715 |
286 | 1 | 0.753630879338064 | 0.246369120661936 |
287 | 0 | 0.751957440445866 | -0.751957440445866 |
288 | 1 | 0.751374796615558 | 0.248625203384442 |
289 | 0 | 0.753630879338064 | -0.753630879338064 |
290 | 1 | 0.756625926189833 | 0.243374073810167 |
291 | 0 | 0.753630879338064 | -0.753630879338064 |
292 | 1 | 0.747042720743799 | 0.252957279256201 |
293 | 1 | 0.722057971667238 | 0.277942028332762 |
294 | 1 | 0.753630879338064 | 0.246369120661936 |
295 | 1 | 0.755386498181756 | 0.244613501818244 |
296 | 0 | 0.748118781959848 | -0.748118781959848 |
297 | 1 | 0.753630879338064 | 0.246369120661936 |
298 | 0 | 0.753630879338064 | -0.753630879338064 |
299 | 1 | 0.753630879338064 | 0.246369120661936 |
300 | 1 | 0.753630879338064 | 0.246369120661936 |
301 | 0 | 0.753448900116191 | -0.753448900116191 |
302 | 1 | 0.757538468431237 | 0.242461531568763 |
303 | 1 | 0.753630879338064 | 0.246369120661936 |
304 | 0 | 0.753630879338064 | -0.753630879338064 |
305 | 1 | 0.74145911750469 | 0.258540882495310 |
306 | 1 | 0.752588701848239 | 0.247411298151761 |
307 | 0 | 0.753630879338064 | -0.753630879338064 |
308 | 0 | 0.748507626800777 | -0.748507626800777 |
309 | 1 | 0.757890250178207 | 0.242109749821793 |
310 | 0 | 0.753630879338064 | -0.753630879338064 |
311 | 0 | 0.753630879338064 | -0.753630879338064 |
312 | 1 | 0.712185122954727 | 0.287814877045273 |
313 | 0 | 0.753630879338064 | -0.753630879338064 |
314 | 0 | 0.748182565620768 | -0.748182565620768 |
315 | 1 | 0.753087043795846 | 0.246912956204154 |
316 | 1 | 0.742659975474027 | 0.257340024525973 |
317 | 1 | 0.754302896646876 | 0.245697103353124 |
318 | 1 | 0.754068666681531 | 0.245931333318469 |
319 | 1 | 0.75295022587146 | 0.247049774128539 |
320 | 1 | 0.753630879338064 | 0.246369120661936 |
321 | 1 | 0.753630879338064 | 0.246369120661936 |
322 | 1 | 0.753630879338064 | 0.246369120661936 |
323 | 1 | 0.753630879338064 | 0.246369120661936 |
324 | 0 | 0.753630879338064 | -0.753630879338064 |
325 | 1 | 0.753630879338064 | 0.246369120661936 |
326 | 1 | 0.753867632252567 | 0.246132367747433 |
327 | 0 | 0.753630879338064 | -0.753630879338064 |
328 | 0 | 0.753630879338064 | -0.753630879338064 |
329 | 1 | 0.753630879338064 | 0.246369120661936 |
330 | 1 | 0.753630879338064 | 0.246369120661936 |
331 | 1 | 0.753630879338064 | 0.246369120661936 |
332 | 1 | 0.753630879338064 | 0.246369120661936 |
333 | 1 | 0.753630879338064 | 0.246369120661936 |
334 | 1 | 0.753623184119625 | 0.246376815880375 |
335 | 1 | 0.753394460503298 | 0.246605539496702 |
336 | 1 | 0.752879086010598 | 0.247120913989402 |
337 | 1 | 0.74726095645313 | 0.252739043546869 |
338 | 1 | 0.753630879338064 | 0.246369120661936 |
339 | 1 | 0.75357480202177 | 0.246425197978230 |
340 | 1 | 0.752683368428452 | 0.247316631571548 |
341 | 1 | 0.752783521761781 | 0.247216478238219 |
342 | 1 | 0.753630879338064 | 0.246369120661936 |
343 | 1 | 0.753630879338064 | 0.246369120661936 |
344 | 1 | 0.753630879338064 | 0.246369120661936 |
345 | 1 | 0.748992623343524 | 0.251007376656476 |
346 | 1 | 0.753630879338064 | 0.246369120661936 |
347 | 1 | 0.756436201082371 | 0.243563798917629 |
348 | 1 | 0.753630879338064 | 0.246369120661936 |
349 | 1 | 0.753630879338064 | 0.246369120661936 |
350 | 1 | 0.750095452951371 | 0.249904547048629 |
351 | 1 | 0.753435653127338 | 0.246564346872662 |
352 | 1 | 0.75227404130876 | 0.247725958691240 |
353 | 1 | 0.751332981886943 | 0.248667018113057 |
354 | 1 | 0.752167758299422 | 0.247832241700579 |
355 | 1 | 0.753630879338064 | 0.246369120661936 |
356 | 1 | 0.753630879338064 | 0.246369120661936 |
357 | 1 | 0.728107848975181 | 0.271892151024819 |
358 | 1 | 0.753630879338064 | 0.246369120661936 |
359 | 1 | 0.753630879338064 | 0.246369120661936 |
360 | 1 | 0.753630879338064 | 0.246369120661936 |
361 | 1 | 0.753170350842552 | 0.246829649157448 |
362 | 1 | 0.753630879338064 | 0.246369120661936 |
363 | 1 | 0.753630879338064 | 0.246369120661936 |
364 | 0 | 0.750153473166526 | -0.750153473166526 |
365 | 1 | 0.753196382087717 | 0.246803617912283 |
366 | 1 | 0.753630879338064 | 0.246369120661936 |
367 | 1 | 0.753630879338064 | 0.246369120661936 |
368 | 1 | 0.753630879338064 | 0.246369120661936 |
369 | 1 | 0.753630879338064 | 0.246369120661936 |
370 | 1 | 0.75108549128896 | 0.248914508711039 |
371 | 1 | 0.753630879338064 | 0.246369120661936 |
372 | 1 | 0.748432586666659 | 0.251567413333341 |
373 | 1 | 0.732938443696035 | 0.267061556303965 |
374 | 1 | 0.750620937223151 | 0.249379062776849 |
375 | 1 | 0.753630879338064 | 0.246369120661936 |
376 | 1 | 0.753630879338064 | 0.246369120661936 |
377 | 1 | 0.75872414581238 | 0.241275854187620 |
378 | 1 | 0.751149406006177 | 0.248850593993823 |
379 | 1 | 0.749991461031205 | 0.250008538968795 |
380 | 1 | 0.753630879338064 | 0.246369120661936 |
381 | 1 | 0.753630879338064 | 0.246369120661936 |
382 | 1 | 0.733406662397295 | 0.266593337602705 |
383 | 1 | 0.769350576959817 | 0.230649423040183 |
384 | 1 | 0.753630879338064 | 0.246369120661936 |
385 | 1 | 0.749451678430423 | 0.250548321569577 |
386 | 1 | 0.753364438957542 | 0.246635561042458 |
387 | 1 | 0.75198877407126 | 0.248011225928740 |
388 | 1 | 0.755343687424925 | 0.244656312575075 |
389 | 1 | 0.753765594222379 | 0.246234405777621 |
390 | 1 | 0.754864850644582 | 0.245135149355418 |
391 | 1 | 0.749104510172869 | 0.250895489827131 |
392 | 1 | 0.757727666985991 | 0.242272333014009 |
393 | 1 | 0.760912897687675 | 0.239087102312325 |
394 | 1 | 0.736236431578195 | 0.263763568421805 |
395 | 0 | 0.732488374941564 | -0.732488374941564 |
396 | 1 | 0.759389411835321 | 0.240610588164679 |
397 | 1 | 0.765850204471851 | 0.234149795528149 |
398 | 0 | 0.6581391180333 | -0.6581391180333 |
399 | 1 | 0.752315180167065 | 0.247684819832935 |
400 | 0 | 0.790695670042013 | -0.790695670042013 |
401 | 1 | 0.744552320005581 | 0.255447679994419 |
402 | 1 | 0.74560748836454 | 0.254392511635460 |
403 | 1 | 0.756972280570886 | 0.243027719429114 |
404 | 0 | 0.747278970883368 | -0.747278970883368 |
405 | 1 | 0.755327588226393 | 0.244672411773607 |
406 | 1 | 0.73950251531858 | 0.26049748468142 |
407 | 1 | 0.743850738398699 | 0.256149261601301 |
408 | 1 | 0.755398665154925 | 0.244601334845075 |
409 | 1 | 0.757410765992645 | 0.242589234007355 |
410 | 1 | 0.757466262112018 | 0.242533737887982 |
411 | 1 | 0.737734673406763 | 0.262265326593237 |
412 | 0 | 0.748155196070186 | -0.748155196070186 |
413 | 0 | 0.762024900769743 | -0.762024900769743 |
414 | 0 | 0.711235300729108 | -0.711235300729108 |
415 | 1 | 0.756981367316972 | 0.243018632683028 |
416 | 1 | 0.758384417586478 | 0.241615582413522 |
417 | 1 | 0.754514536282231 | 0.245485463717769 |
418 | 0 | 0.753604313995376 | -0.753604313995376 |
419 | 1 | 0.748073937959971 | 0.251926062040029 |
420 | 1 | 0.759138707097792 | 0.240861292902209 |
421 | 1 | 0.754024798012364 | 0.245975201987636 |
422 | 1 | 0.744722352364812 | 0.255277647635188 |
423 | 0 | 0.880867528105025 | -0.880867528105025 |
424 | 1 | 0.811273578921522 | 0.188726421078478 |
425 | 1 | 0.76224486822969 | 0.23775513177031 |
426 | 0 | 0.749900453332273 | -0.749900453332273 |
427 | 1 | 0.802768431860463 | 0.197231568139537 |
428 | 1 | 0.611844236418863 | 0.388155763581137 |
429 | 1 | 0.734153272946165 | 0.265846727053835 |
430 | 1 | 0.708109150241688 | 0.291890849758312 |
431 | 1 | 0.809821438961798 | 0.190178561038202 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.198525597776221 | 0.397051195552441 | 0.80147440222378 |
9 | 0.561156905596381 | 0.877686188807237 | 0.438843094403619 |
10 | 0.42918525367509 | 0.85837050735018 | 0.57081474632491 |
11 | 0.701149330902137 | 0.597701338195725 | 0.298850669097863 |
12 | 0.79020026052933 | 0.419599478941341 | 0.209799739470670 |
13 | 0.751558476591166 | 0.496883046817669 | 0.248441523408834 |
14 | 0.729484049762922 | 0.541031900474156 | 0.270515950237078 |
15 | 0.719662449182123 | 0.560675101635754 | 0.280337550817877 |
16 | 0.772837099102852 | 0.454325801794297 | 0.227162900897148 |
17 | 0.735812863151717 | 0.528374273696565 | 0.264187136848283 |
18 | 0.717088175045153 | 0.565823649909695 | 0.282911824954847 |
19 | 0.716695214797911 | 0.566609570404178 | 0.283304785202089 |
20 | 0.720888786871962 | 0.558222426256076 | 0.279111213128038 |
21 | 0.717538034777013 | 0.564923930445974 | 0.282461965222987 |
22 | 0.719638327463124 | 0.560723345073752 | 0.280361672536876 |
23 | 0.714487614556984 | 0.571024770886031 | 0.285512385443016 |
24 | 0.701651881513868 | 0.596696236972264 | 0.298348118486132 |
25 | 0.678444525138332 | 0.643110949723335 | 0.321555474861668 |
26 | 0.68935346918738 | 0.621293061625239 | 0.310646530812620 |
27 | 0.706830994748334 | 0.586338010503333 | 0.293169005251666 |
28 | 0.710444256494634 | 0.579111487010733 | 0.289555743505366 |
29 | 0.730391409089451 | 0.539217181821097 | 0.269608590910549 |
30 | 0.731764698858518 | 0.536470602282964 | 0.268235301141482 |
31 | 0.755577471273497 | 0.488845057453005 | 0.244422528726503 |
32 | 0.782605225028718 | 0.434789549942563 | 0.217394774971282 |
33 | 0.786239329177119 | 0.427521341645763 | 0.213760670822881 |
34 | 0.795796415286988 | 0.408407169426025 | 0.204203584713012 |
35 | 0.77826731978046 | 0.443465360439081 | 0.221732680219541 |
36 | 0.76920833169879 | 0.461583336602421 | 0.230791668301210 |
37 | 0.775326247146429 | 0.449347505707142 | 0.224673752853571 |
38 | 0.787410145675332 | 0.425179708649337 | 0.212589854324669 |
39 | 0.817630191449045 | 0.364739617101909 | 0.182369808550955 |
40 | 0.811263429476716 | 0.377473141046568 | 0.188736570523284 |
41 | 0.783566839280794 | 0.432866321438412 | 0.216433160719206 |
42 | 0.779036614930574 | 0.441926770138852 | 0.220963385069426 |
43 | 0.772809381894797 | 0.454381236210406 | 0.227190618105203 |
44 | 0.762781594563475 | 0.474436810873051 | 0.237218405436525 |
45 | 0.759022937414313 | 0.481954125171373 | 0.240977062585686 |
46 | 0.784710863797648 | 0.430578272404704 | 0.215289136202352 |
47 | 0.830325269566584 | 0.339349460866832 | 0.169674730433416 |
48 | 0.855103172868251 | 0.289793654263497 | 0.144896827131749 |
49 | 0.852702195135759 | 0.294595609728483 | 0.147297804864241 |
50 | 0.845104337800165 | 0.309791324399669 | 0.154895662199835 |
51 | 0.857660400629604 | 0.284679198740792 | 0.142339599370396 |
52 | 0.870045963953171 | 0.259908072093658 | 0.129954036046829 |
53 | 0.882238882867868 | 0.235522234264264 | 0.117761117132132 |
54 | 0.890372546381949 | 0.219254907236103 | 0.109627453618051 |
55 | 0.903813869477997 | 0.192372261044006 | 0.0961861305220032 |
56 | 0.904008457116047 | 0.191983085767906 | 0.0959915428839528 |
57 | 0.907702348119775 | 0.18459530376045 | 0.092297651880225 |
58 | 0.906254373423615 | 0.187491253152770 | 0.0937456265763848 |
59 | 0.902526206555625 | 0.194947586888750 | 0.0974737934443749 |
60 | 0.912959202050012 | 0.174081595899976 | 0.0870407979499881 |
61 | 0.919690262526541 | 0.160619474946917 | 0.0803097374734587 |
62 | 0.914751151839192 | 0.170497696321616 | 0.0852488481608081 |
63 | 0.922931897219363 | 0.154136205561273 | 0.0770681027806366 |
64 | 0.930953426318728 | 0.138093147362545 | 0.0690465736812723 |
65 | 0.929244071081017 | 0.141511857837967 | 0.0707559289189834 |
66 | 0.921966564836766 | 0.156066870326468 | 0.0780334351632342 |
67 | 0.918922560097395 | 0.162154879805209 | 0.0810774399026047 |
68 | 0.92689955805051 | 0.146200883898979 | 0.0731004419494896 |
69 | 0.925463795497206 | 0.149072409005588 | 0.0745362045027938 |
70 | 0.932657342041663 | 0.134685315916674 | 0.0673426579583372 |
71 | 0.941230007242116 | 0.117539985515768 | 0.0587699927578841 |
72 | 0.940521441885687 | 0.118957116228626 | 0.059478558114313 |
73 | 0.939154260658156 | 0.121691478683688 | 0.0608457393418439 |
74 | 0.937580824894842 | 0.124838350210315 | 0.0624191751051577 |
75 | 0.936178978465677 | 0.127642043068645 | 0.0638210215343227 |
76 | 0.944804087890946 | 0.110391824218109 | 0.0551959121090543 |
77 | 0.943296260705127 | 0.113407478589747 | 0.0567037392948735 |
78 | 0.940383651097202 | 0.119232697805596 | 0.0596163489027981 |
79 | 0.937317620944188 | 0.125364758111623 | 0.0626823790558117 |
80 | 0.945706220676945 | 0.108587558646110 | 0.0542937793230548 |
81 | 0.943341988387975 | 0.113316023224051 | 0.0566580116120253 |
82 | 0.950257974273369 | 0.099484051453263 | 0.0497420257266315 |
83 | 0.948318867589441 | 0.103362264821118 | 0.0516811324105588 |
84 | 0.945455354013703 | 0.109089291972593 | 0.0545446459862966 |
85 | 0.943109387209391 | 0.113781225581218 | 0.0568906127906091 |
86 | 0.951440991604003 | 0.097118016791994 | 0.048559008395997 |
87 | 0.949466505635364 | 0.101066988729273 | 0.0505334943646365 |
88 | 0.947040172870375 | 0.105919654259250 | 0.0529598271296249 |
89 | 0.94402485715396 | 0.111950285692079 | 0.0559751428460393 |
90 | 0.941281780266618 | 0.117436439466764 | 0.058718219733382 |
91 | 0.93813473972391 | 0.123730520552181 | 0.0618652602760906 |
92 | 0.947357311675844 | 0.105285376648312 | 0.0526426883241558 |
93 | 0.944395682111046 | 0.111208635777909 | 0.0556043178889544 |
94 | 0.952116080809489 | 0.0957678383810228 | 0.0478839191905114 |
95 | 0.948771607387975 | 0.102456785224050 | 0.0512283926120252 |
96 | 0.957182261824238 | 0.085635476351524 | 0.042817738175762 |
97 | 0.955145129624676 | 0.0897097407506489 | 0.0448548703753244 |
98 | 0.963175634086165 | 0.0736487318276707 | 0.0368243659138353 |
99 | 0.961367944940056 | 0.0772641101198875 | 0.0386320550599437 |
100 | 0.967883051978496 | 0.0642338960430081 | 0.0321169480215041 |
101 | 0.973408272745818 | 0.0531834545083636 | 0.0265917272541818 |
102 | 0.971558856206851 | 0.056882287586298 | 0.028441143793149 |
103 | 0.969682626467539 | 0.0606347470649219 | 0.0303173735324610 |
104 | 0.967969659134583 | 0.0640606817308344 | 0.0320303408654172 |
105 | 0.965828625949146 | 0.0683427481017085 | 0.0341713740508542 |
106 | 0.963314197789773 | 0.0733716044204543 | 0.0366858022102272 |
107 | 0.97063195193478 | 0.058736096130439 | 0.0293680480652195 |
108 | 0.975130752156734 | 0.0497384956865324 | 0.0248692478432662 |
109 | 0.973470376315692 | 0.0530592473686164 | 0.0265296236843082 |
110 | 0.978374533320261 | 0.0432509333594773 | 0.0216254666797387 |
111 | 0.977030722118157 | 0.0459385557636866 | 0.0229692778818433 |
112 | 0.981909084631717 | 0.0361818307365664 | 0.0180909153682832 |
113 | 0.980558705739536 | 0.0388825885209285 | 0.0194412942604643 |
114 | 0.984205411425687 | 0.031589177148627 | 0.0157945885743135 |
115 | 0.987158123613518 | 0.0256837527729634 | 0.0128418763864817 |
116 | 0.986298938367201 | 0.0274021232655973 | 0.0137010616327987 |
117 | 0.985400163965729 | 0.0291996720685426 | 0.0145998360342713 |
118 | 0.984588923823932 | 0.0308221523521353 | 0.0154110761760676 |
119 | 0.987759505922888 | 0.0244809881542241 | 0.0122404940771121 |
120 | 0.986808527707778 | 0.0263829445844445 | 0.0131914722922223 |
121 | 0.985964510164319 | 0.028070979671363 | 0.0140354898356815 |
122 | 0.984942609693855 | 0.0301147806122905 | 0.0150573903061452 |
123 | 0.983840942385482 | 0.0323181152290352 | 0.0161590576145176 |
124 | 0.9864247625732 | 0.0271504748536002 | 0.0135752374268001 |
125 | 0.989214696583503 | 0.0215706068329937 | 0.0107853034164968 |
126 | 0.991599557030242 | 0.0168008859395150 | 0.00840044296975749 |
127 | 0.99097002410888 | 0.0180599517822392 | 0.00902997589111959 |
128 | 0.99026028022047 | 0.0194794395590616 | 0.00973971977953082 |
129 | 0.989458967839809 | 0.0210820643203825 | 0.0105410321601913 |
130 | 0.98858563309893 | 0.0228287338021402 | 0.0114143669010701 |
131 | 0.987608761588179 | 0.0247824768236422 | 0.0123912384118211 |
132 | 0.98657335564981 | 0.0268532887003789 | 0.0134266443501894 |
133 | 0.985387431631666 | 0.0292251367366678 | 0.0146125683683339 |
134 | 0.984070422812929 | 0.0318591543741428 | 0.0159295771870714 |
135 | 0.982617189881759 | 0.0347656202364821 | 0.0173828101182411 |
136 | 0.981016577821317 | 0.037966844357366 | 0.018983422178683 |
137 | 0.979260733013754 | 0.0414785339724918 | 0.0207392669862459 |
138 | 0.977327093512154 | 0.0453458129756923 | 0.0226729064878461 |
139 | 0.975211185318372 | 0.049577629363256 | 0.024788814681628 |
140 | 0.972886284126923 | 0.0542274317461549 | 0.0271137158730774 |
141 | 0.970358723587006 | 0.0592825528259884 | 0.0296412764129942 |
142 | 0.967576555836891 | 0.0648468883262172 | 0.0324234441631086 |
143 | 0.964473711057956 | 0.0710525778840885 | 0.0355262889420442 |
144 | 0.961160015323255 | 0.0776799693534898 | 0.0388399846767449 |
145 | 0.957626052803923 | 0.084747894392154 | 0.042373947196077 |
146 | 0.95367424403601 | 0.0926515119279799 | 0.0463257559639899 |
147 | 0.949424666531103 | 0.101150666937795 | 0.0505753334688973 |
148 | 0.944820233595477 | 0.110359532809046 | 0.0551797664045231 |
149 | 0.939900310570042 | 0.120199378859915 | 0.0600996894299577 |
150 | 0.93454102651579 | 0.13091794696842 | 0.06545897348421 |
151 | 0.928628392451354 | 0.142743215097292 | 0.0713716075486459 |
152 | 0.922417493013727 | 0.155165013972546 | 0.0775825069862728 |
153 | 0.9157459030992 | 0.168508193801601 | 0.0842540969008004 |
154 | 0.908481891375472 | 0.183036217249055 | 0.0915181086245276 |
155 | 0.900842660654922 | 0.198314678690156 | 0.099157339345078 |
156 | 0.89269052404018 | 0.214618951919641 | 0.107309475959821 |
157 | 0.884013609211232 | 0.231972781577536 | 0.115986390788768 |
158 | 0.87481721971117 | 0.25036556057766 | 0.12518278028883 |
159 | 0.865263723778703 | 0.269472552442594 | 0.134736276221297 |
160 | 0.854946844902555 | 0.290106310194890 | 0.145053155097445 |
161 | 0.844060053099065 | 0.311879893801871 | 0.155939946900935 |
162 | 0.832597573960756 | 0.334804852078487 | 0.167402426039244 |
163 | 0.820556288214645 | 0.358887423570711 | 0.179443711785355 |
164 | 0.80788855854812 | 0.38422288290376 | 0.19211144145188 |
165 | 0.794682256223524 | 0.410635487552953 | 0.205317743776476 |
166 | 0.780905843405205 | 0.438188313189591 | 0.219094156594795 |
167 | 0.766564835374427 | 0.466870329251146 | 0.233435164625573 |
168 | 0.752334133391166 | 0.495331733217669 | 0.247665866608834 |
169 | 0.740530894508772 | 0.518938210982457 | 0.259469105491228 |
170 | 0.724632168399397 | 0.550735663201206 | 0.275367831600603 |
171 | 0.708227426593552 | 0.583545146812896 | 0.291772573406448 |
172 | 0.691367984851043 | 0.617264030297914 | 0.308632015148957 |
173 | 0.674030431186975 | 0.65193913762605 | 0.325969568813025 |
174 | 0.656341216100373 | 0.687317567799253 | 0.343658783899627 |
175 | 0.638198056400273 | 0.723603887199454 | 0.361801943599727 |
176 | 0.619874621787056 | 0.760250756425889 | 0.380125378212944 |
177 | 0.604610957107028 | 0.790778085785944 | 0.395389042892972 |
178 | 0.655466450885494 | 0.689067098229013 | 0.344533549114506 |
179 | 0.637296925442296 | 0.725406149115409 | 0.362703074557704 |
180 | 0.618784159546606 | 0.762431680906787 | 0.381215840453394 |
181 | 0.602060078575236 | 0.795879842849528 | 0.397939921424764 |
182 | 0.650898135727657 | 0.698203728544685 | 0.349101864272343 |
183 | 0.634495376047482 | 0.731009247905037 | 0.365504623952518 |
184 | 0.680510803074028 | 0.638978393851945 | 0.319489196925972 |
185 | 0.725984119822482 | 0.548031760355037 | 0.274015880177518 |
186 | 0.765961731688736 | 0.468076536622528 | 0.234038268311264 |
187 | 0.800643065825564 | 0.398713868348871 | 0.199356934174436 |
188 | 0.787238372828368 | 0.425523254343265 | 0.212761627171632 |
189 | 0.77300595857275 | 0.453988082854501 | 0.226994041427250 |
190 | 0.758445199744646 | 0.483109600510709 | 0.241554800255354 |
191 | 0.743494392816831 | 0.513011214366338 | 0.256505607183169 |
192 | 0.727915204411544 | 0.544169591176912 | 0.272084795588456 |
193 | 0.711974760417403 | 0.576050479165194 | 0.288025239582597 |
194 | 0.69545851256014 | 0.609082974879721 | 0.304541487439861 |
195 | 0.678557843383098 | 0.642884313233805 | 0.321442156616902 |
196 | 0.72422679510138 | 0.55154640979724 | 0.27577320489862 |
197 | 0.760411846117792 | 0.479176307764415 | 0.239588153882208 |
198 | 0.799044489667639 | 0.401911020664722 | 0.200955510332361 |
199 | 0.83362969043096 | 0.332740619138081 | 0.166370309569040 |
200 | 0.867295842044245 | 0.265408315911510 | 0.132704157955755 |
201 | 0.893287485810238 | 0.213425028379524 | 0.106712514189762 |
202 | 0.915450445135905 | 0.169099109728190 | 0.0845495548640949 |
203 | 0.93404541407797 | 0.131909171844058 | 0.065954585922029 |
204 | 0.94844343253431 | 0.103113134931379 | 0.0515565674656893 |
205 | 0.962459466643075 | 0.0750810667138494 | 0.0375405333569247 |
206 | 0.972205714956209 | 0.055588570087583 | 0.0277942850437915 |
207 | 0.979979510429016 | 0.0400409791419682 | 0.0200204895709841 |
208 | 0.985745141220483 | 0.0285097175590343 | 0.0142548587795172 |
209 | 0.989371065486317 | 0.0212578690273664 | 0.0106289345136832 |
210 | 0.99263142613726 | 0.0147371477254809 | 0.00736857386274047 |
211 | 0.991660262332313 | 0.0166794753353735 | 0.00833973766768676 |
212 | 0.990574098631177 | 0.0188518027376452 | 0.00942590136882262 |
213 | 0.989434938816083 | 0.0211301223678347 | 0.0105650611839173 |
214 | 0.988068196029869 | 0.0238636079402623 | 0.0119318039701312 |
215 | 0.986554923079943 | 0.0268901538401135 | 0.0134450769200567 |
216 | 0.984889540002668 | 0.0302209199946638 | 0.0151104599973319 |
217 | 0.983054684258356 | 0.0338906314832886 | 0.0169453157416443 |
218 | 0.981074941358746 | 0.0378501172825087 | 0.0189250586412544 |
219 | 0.97882734800606 | 0.0423453039878802 | 0.0211726519939401 |
220 | 0.9765556713243 | 0.0468886573513983 | 0.0234443286756991 |
221 | 0.973810824119115 | 0.0523783517617705 | 0.0261891758808853 |
222 | 0.970840216887306 | 0.0583195662253874 | 0.0291597831126937 |
223 | 0.967592519490287 | 0.0648149610194262 | 0.0324074805097131 |
224 | 0.964102291040411 | 0.0717954179191779 | 0.0358977089595889 |
225 | 0.96023659043658 | 0.07952681912684 | 0.03976340956342 |
226 | 0.956108472612164 | 0.0877830547756715 | 0.0438915273878357 |
227 | 0.951590485890376 | 0.0968190282192473 | 0.0484095141096236 |
228 | 0.946640963467164 | 0.106718073065672 | 0.053359036532836 |
229 | 0.941175730449855 | 0.117648539100289 | 0.0588242695501447 |
230 | 0.935392763243068 | 0.129214473513863 | 0.0646072367569317 |
231 | 0.929003342900299 | 0.141993314199403 | 0.0709966570997015 |
232 | 0.922470909095857 | 0.155058181808286 | 0.0775290909041432 |
233 | 0.915306030649125 | 0.16938793870175 | 0.084693969350875 |
234 | 0.907614773240063 | 0.184770453519873 | 0.0923852267599366 |
235 | 0.89944036334998 | 0.201119273300042 | 0.100559636650021 |
236 | 0.890749725264943 | 0.218500549470113 | 0.109250274735057 |
237 | 0.881519049815287 | 0.236961900369427 | 0.118480950184713 |
238 | 0.871814092671044 | 0.256371814657912 | 0.128185907328956 |
239 | 0.861490907674943 | 0.277018184650114 | 0.138509092325057 |
240 | 0.850611723462047 | 0.298776553075905 | 0.149388276537953 |
241 | 0.839174139899744 | 0.321651720200511 | 0.160825860100256 |
242 | 0.827122763505323 | 0.345754472989354 | 0.172877236494677 |
243 | 0.81456700783646 | 0.37086598432708 | 0.18543299216354 |
244 | 0.801586479218657 | 0.396827041562686 | 0.198413520781343 |
245 | 0.787657883774918 | 0.424684232450164 | 0.212342116225082 |
246 | 0.825486821428699 | 0.349026357142603 | 0.174513178571301 |
247 | 0.859179676257404 | 0.281640647485192 | 0.140820323742596 |
248 | 0.847963930590963 | 0.304072138818074 | 0.152036069409037 |
249 | 0.87898890795519 | 0.242022184089619 | 0.121011092044809 |
250 | 0.905689463788142 | 0.188621072423715 | 0.0943105362118577 |
251 | 0.897424702315477 | 0.205150595369046 | 0.102575297684523 |
252 | 0.921352894101783 | 0.157294211796434 | 0.078647105898217 |
253 | 0.91361700289575 | 0.172765994208500 | 0.0863829971042502 |
254 | 0.905631327003911 | 0.188737345992178 | 0.094368672996089 |
255 | 0.896771381941576 | 0.206457236116848 | 0.103228618058424 |
256 | 0.8874761957141 | 0.225047608571798 | 0.112523804285899 |
257 | 0.877996681866048 | 0.244006636267904 | 0.122003318133952 |
258 | 0.868910489355306 | 0.262179021289387 | 0.131089510644694 |
259 | 0.898149938717625 | 0.203700122564751 | 0.101850061282375 |
260 | 0.888853429111838 | 0.222293141776324 | 0.111146570888162 |
261 | 0.915155964920498 | 0.169688070159004 | 0.0848440350795022 |
262 | 0.936949567374713 | 0.126100865250574 | 0.063050432625287 |
263 | 0.930295150510951 | 0.139409698978098 | 0.0697048494890489 |
264 | 0.923583265153064 | 0.152833469693873 | 0.0764167348469364 |
265 | 0.944005602466486 | 0.111988795067029 | 0.0559943975335144 |
266 | 0.937870882655322 | 0.124258234689357 | 0.0621291173446784 |
267 | 0.955505682136244 | 0.0889886357275112 | 0.0444943178637556 |
268 | 0.950410653664834 | 0.0991786926703318 | 0.0495893463351659 |
269 | 0.965376291564881 | 0.0692474168702373 | 0.0346237084351186 |
270 | 0.961053587551257 | 0.077892824897485 | 0.0389464124487425 |
271 | 0.973551452535894 | 0.0528970949282117 | 0.0264485474641059 |
272 | 0.982751433048788 | 0.0344971339024231 | 0.0172485669512115 |
273 | 0.989245989554913 | 0.0215080208901732 | 0.0107540104450866 |
274 | 0.98762886278796 | 0.0247422744240817 | 0.0123711372120409 |
275 | 0.985738154844585 | 0.0285236903108299 | 0.0142618451554150 |
276 | 0.98381653770922 | 0.0323669245815587 | 0.0161834622907793 |
277 | 0.98168994920331 | 0.0366201015933805 | 0.0183100507966902 |
278 | 0.979038836558939 | 0.0419223268821223 | 0.0209611634410611 |
279 | 0.984681569036243 | 0.030636861927514 | 0.015318430963757 |
280 | 0.982443794000095 | 0.0351124119998103 | 0.0175562059999051 |
281 | 0.989132941043249 | 0.0217341179135025 | 0.0108670589567512 |
282 | 0.987418469061586 | 0.0251630618768282 | 0.0125815309384141 |
283 | 0.985893708609318 | 0.0282125827813635 | 0.0141062913906818 |
284 | 0.983738964959986 | 0.0325220700800272 | 0.0162610350400136 |
285 | 0.98130634322559 | 0.0373873135488193 | 0.0186936567744096 |
286 | 0.97856510563872 | 0.0428697887225606 | 0.0214348943612803 |
287 | 0.98654204547354 | 0.0269159090529213 | 0.0134579545264606 |
288 | 0.984446841994843 | 0.031106316010315 | 0.0155531580051575 |
289 | 0.990753619754304 | 0.0184927604913926 | 0.00924638024569628 |
290 | 0.98956872795971 | 0.0208625440805789 | 0.0104312720402894 |
291 | 0.994125730874535 | 0.0117485382509292 | 0.0058742691254646 |
292 | 0.993144076330074 | 0.013711847339852 | 0.006855923669926 |
293 | 0.991950344994077 | 0.0160993100118463 | 0.00804965500592317 |
294 | 0.990537188825867 | 0.0189256223482657 | 0.00946281117413286 |
295 | 0.988979501944938 | 0.0220409961101235 | 0.0110204980550618 |
296 | 0.993421543690865 | 0.0131569126182706 | 0.00657845630913529 |
297 | 0.992216131256865 | 0.0155677374862702 | 0.00778386874313511 |
298 | 0.995885860543872 | 0.00822827891225664 | 0.00411413945612832 |
299 | 0.995072140334885 | 0.0098557193302294 | 0.0049278596651147 |
300 | 0.994116396632975 | 0.0117672067340499 | 0.00588360336702495 |
301 | 0.99700332819832 | 0.00599334360336182 | 0.00299667180168091 |
302 | 0.996378615047577 | 0.00724276990484536 | 0.00362138495242268 |
303 | 0.995635012337727 | 0.00872997532454543 | 0.00436498766227271 |
304 | 0.997920697461855 | 0.00415860507629036 | 0.00207930253814518 |
305 | 0.997572640030593 | 0.00485471993881385 | 0.00242735996940693 |
306 | 0.997056471193635 | 0.00588705761273086 | 0.00294352880636543 |
307 | 0.99869567661027 | 0.00260864677945870 | 0.00130432338972935 |
308 | 0.999456641276591 | 0.00108671744681797 | 0.000543358723408984 |
309 | 0.999328895287832 | 0.00134220942433547 | 0.000671104712167733 |
310 | 0.999762082556382 | 0.000475834887236401 | 0.000237917443618200 |
311 | 0.99992809291982 | 0.000143814160361329 | 7.19070801806646e-05 |
312 | 0.999915493156313 | 0.000169013687374373 | 8.45068436871865e-05 |
313 | 0.999978803762368 | 4.2392475264494e-05 | 2.1196237632247e-05 |
314 | 0.999995418899955 | 9.16220008900358e-06 | 4.58110004450179e-06 |
315 | 0.999993619077338 | 1.27618453234980e-05 | 6.38092266174899e-06 |
316 | 0.99999124413754 | 1.75117249186786e-05 | 8.7558624593393e-06 |
317 | 0.999987861459592 | 2.42770808156933e-05 | 1.21385404078467e-05 |
318 | 0.999983556501724 | 3.28869965520307e-05 | 1.64434982760153e-05 |
319 | 0.99997751157696 | 4.49768460799158e-05 | 2.24884230399579e-05 |
320 | 0.999969164992928 | 6.16700141434464e-05 | 3.08350070717232e-05 |
321 | 0.999957900781097 | 8.41984378067961e-05 | 4.20992189033981e-05 |
322 | 0.999942769209759 | 0.0001144615804821 | 5.723079024105e-05 |
323 | 0.99992253739742 | 0.0001549252051609 | 7.746260258045e-05 |
324 | 0.99998390246276 | 3.21950744805833e-05 | 1.60975372402917e-05 |
325 | 0.999977552514471 | 4.48949710577747e-05 | 2.24474855288874e-05 |
326 | 0.999968900057112 | 6.21998857762674e-05 | 3.10999428881337e-05 |
327 | 0.999994861738357 | 1.02765232854040e-05 | 5.13826164270198e-06 |
328 | 0.999999418136161 | 1.16372767707248e-06 | 5.81863838536239e-07 |
329 | 0.999999126898914 | 1.74620217121981e-06 | 8.73101085609906e-07 |
330 | 0.999998696195096 | 2.60760980851703e-06 | 1.30380490425851e-06 |
331 | 0.999998062505967 | 3.87498806532972e-06 | 1.93749403266486e-06 |
332 | 0.999997135014057 | 5.72997188616429e-06 | 2.86498594308214e-06 |
333 | 0.999995784650691 | 8.43069861743753e-06 | 4.21534930871877e-06 |
334 | 0.999993861790794 | 1.22764184124539e-05 | 6.13820920622697e-06 |
335 | 0.999991077786427 | 1.78444271453948e-05 | 8.9222135726974e-06 |
336 | 0.999987127133935 | 2.57457321298495e-05 | 1.28728660649248e-05 |
337 | 0.999985758113961 | 2.84837720771617e-05 | 1.42418860385809e-05 |
338 | 0.99997946044826 | 4.10791034796754e-05 | 2.05395517398377e-05 |
339 | 0.99997056366318 | 5.8872673639434e-05 | 2.9436336819717e-05 |
340 | 0.999958784423076 | 8.24311538480505e-05 | 4.12155769240252e-05 |
341 | 0.99994267679745 | 0.000114646405101319 | 5.73232025506593e-05 |
342 | 0.999919061240736 | 0.000161877518528111 | 8.09387592640556e-05 |
343 | 0.9998863540133 | 0.000227291973399666 | 0.000113645986699833 |
344 | 0.999841329327556 | 0.00031734134488812 | 0.00015867067244406 |
345 | 0.999803522170762 | 0.000392955658475731 | 0.000196477829237865 |
346 | 0.999728108158627 | 0.000543783682745129 | 0.000271891841372565 |
347 | 0.99962868667037 | 0.00074262665925806 | 0.00037131332962903 |
348 | 0.999492105829932 | 0.00101578834013654 | 0.000507894170068272 |
349 | 0.9993094108287 | 0.00138117834259982 | 0.000690589171299912 |
350 | 0.999080300787672 | 0.00183939842465594 | 0.00091969921232797 |
351 | 0.998787217305882 | 0.0024255653882358 | 0.0012127826941179 |
352 | 0.998399812574656 | 0.00320037485068830 | 0.00160018742534415 |
353 | 0.997902802116408 | 0.00419439576718487 | 0.00209719788359244 |
354 | 0.997234964769387 | 0.00553007046122552 | 0.00276503523061276 |
355 | 0.996373048482796 | 0.00725390303440807 | 0.00362695151720403 |
356 | 0.995272625387591 | 0.0094547492248177 | 0.00472737461240885 |
357 | 0.99440728337173 | 0.0111854332565411 | 0.00559271662827057 |
358 | 0.99278189908708 | 0.0144362018258406 | 0.00721810091292032 |
359 | 0.990744839598092 | 0.0185103208038162 | 0.0092551604019081 |
360 | 0.98821086159326 | 0.0235782768134783 | 0.0117891384067391 |
361 | 0.98514531499309 | 0.0297093700138203 | 0.0148546850069102 |
362 | 0.981327346669746 | 0.0373453066605074 | 0.0186726533302537 |
363 | 0.976685837769355 | 0.0466283244612893 | 0.0233141622306447 |
364 | 0.99031915319126 | 0.0193616936174802 | 0.00968084680874009 |
365 | 0.987698701365317 | 0.0246025972693659 | 0.0123012986346830 |
366 | 0.984283599566408 | 0.0314328008671841 | 0.0157164004335920 |
367 | 0.980065984099153 | 0.039868031801693 | 0.0199340159008465 |
368 | 0.974901374521064 | 0.0501972509578721 | 0.0250986254789361 |
369 | 0.96863152172233 | 0.0627369565553392 | 0.0313684782776696 |
370 | 0.962031331134041 | 0.0759373377319174 | 0.0379686688659587 |
371 | 0.953212440216568 | 0.0935751195668642 | 0.0467875597834321 |
372 | 0.9460038120946 | 0.107992375810799 | 0.0539961879053993 |
373 | 0.9345460345029 | 0.130907930994199 | 0.0654539654970997 |
374 | 0.920886231779717 | 0.158227536440567 | 0.0791137682202833 |
375 | 0.905183419446608 | 0.189633161106783 | 0.0948165805533917 |
376 | 0.8872334582029 | 0.225533083594199 | 0.112766541797100 |
377 | 0.870512278387816 | 0.258975443224367 | 0.129487721612184 |
378 | 0.84934299433274 | 0.30131401133452 | 0.15065700566726 |
379 | 0.825311089115059 | 0.349377821769882 | 0.174688910884941 |
380 | 0.79821348398052 | 0.403573032038959 | 0.201786516019480 |
381 | 0.768694900032737 | 0.462610199934526 | 0.231305099967263 |
382 | 0.753409084559674 | 0.493181830880651 | 0.246590915440326 |
383 | 0.761688085436813 | 0.476623829126375 | 0.238311914563187 |
384 | 0.728943170284059 | 0.542113659431883 | 0.271056829715941 |
385 | 0.699179762983021 | 0.601640474033958 | 0.300820237016979 |
386 | 0.670955612633418 | 0.658088774733165 | 0.329044387366582 |
387 | 0.635388272532909 | 0.729223454934182 | 0.364611727467091 |
388 | 0.59783066915021 | 0.804338661699579 | 0.402169330849790 |
389 | 0.55914330309401 | 0.881713393811981 | 0.440856696905990 |
390 | 0.525064993184801 | 0.949870013630399 | 0.474935006815199 |
391 | 0.488411661278533 | 0.976823322557067 | 0.511588338721466 |
392 | 0.45093945692129 | 0.90187891384258 | 0.54906054307871 |
393 | 0.411933334744289 | 0.823866669488577 | 0.588066665255711 |
394 | 0.377049891886567 | 0.754099783773134 | 0.622950108113433 |
395 | 0.533942558749411 | 0.932114882501178 | 0.466057441250589 |
396 | 0.496129570487597 | 0.992259140975194 | 0.503870429512403 |
397 | 0.462894063685086 | 0.925788127370173 | 0.537105936314914 |
398 | 0.524088333071339 | 0.951823333857322 | 0.475911666928661 |
399 | 0.482162388348926 | 0.964324776697852 | 0.517837611651074 |
400 | 0.481412155836134 | 0.962824311672268 | 0.518587844163866 |
401 | 0.436086716185823 | 0.872173432371646 | 0.563913283814177 |
402 | 0.399922875977527 | 0.799845751955054 | 0.600077124022473 |
403 | 0.366833962370708 | 0.733667924741416 | 0.633166037629292 |
404 | 0.502901139392099 | 0.994197721215802 | 0.497098860607901 |
405 | 0.455656362100233 | 0.911312724200466 | 0.544343637899767 |
406 | 0.410025294097436 | 0.820050588194872 | 0.589974705902564 |
407 | 0.366123768087230 | 0.732247536174459 | 0.63387623191277 |
408 | 0.338117268002458 | 0.676234536004916 | 0.661882731997542 |
409 | 0.312918702115174 | 0.625837404230348 | 0.687081297884826 |
410 | 0.268171516022283 | 0.536343032044565 | 0.731828483977717 |
411 | 0.226649165534874 | 0.453298331069749 | 0.773350834465126 |
412 | 0.278073523319282 | 0.556147046638564 | 0.721926476680718 |
413 | 0.371513392273344 | 0.743026784546687 | 0.628486607726656 |
414 | 0.544211108019242 | 0.911577783961516 | 0.455788891980758 |
415 | 0.460540587743782 | 0.921081175487564 | 0.539459412256218 |
416 | 0.377617748746618 | 0.755235497493235 | 0.622382251253382 |
417 | 0.37338585726638 | 0.74677171453276 | 0.62661414273362 |
418 | 0.62170013902715 | 0.7565997219457 | 0.37829986097285 |
419 | 0.518139762705574 | 0.963720474588852 | 0.481860237294426 |
420 | 0.404320523054230 | 0.808641046108461 | 0.59567947694577 |
421 | 0.290781510702013 | 0.581563021404025 | 0.709218489297987 |
422 | 0.208577221967904 | 0.417154443935807 | 0.791422778032096 |
423 | 0.87814846454887 | 0.243703070902261 | 0.121851535451130 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 58 | 0.139423076923077 | NOK |
5% type I error level | 141 | 0.338942307692308 | NOK |
10% type I error level | 182 | 0.4375 | NOK |