Multiple Linear Regression - Estimated Regression Equation |
Trades[t] = -6.39506766242525 + 1.94624800291199Group[t] + 0.00679068305600392Costs[t] + 0.000398000520557041`Dividends `[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) | -6.39506766242525 | 8.572689 | -0.746 | 0.456089 | 0.228045 |
Group | 1.94624800291199 | 7.720091 | 0.2521 | 0.801084 | 0.400542 |
Costs | 0.00679068305600392 | 0.000306 | 22.1655 | 0 | 0 |
`Dividends ` | 0.000398000520557041 | 0.000112 | 3.559 | 0.000414 | 0.000207 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.772359513708112 |
R-squared | 0.596539218415431 |
Adjusted R-squared | 0.593704599341067 |
F-TEST (value) | 210.447754271582 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 427 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 70.2894212212757 |
Sum Squared Residuals | 2109637.36811056 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1081 | 1184.23853013234 | -103.238530132338 |
2 | 309 | 230.388937143229 | 78.6110628567706 |
3 | 458 | 651.048365641933 | -193.048365641933 |
4 | 588 | 558.68303359911 | 29.3169664008899 |
5 | 299 | 417.252898262214 | -118.252898262214 |
6 | 156 | 347.636415589013 | -191.636415589013 |
7 | 481 | 323.158776132974 | 157.841223867026 |
8 | 323 | 376.335850041768 | -53.3358500417677 |
9 | 452 | 275.645429750691 | 176.354570249309 |
10 | 109 | 125.101135968947 | -16.1011359689472 |
11 | 115 | 266.735711494856 | -151.735711494856 |
12 | 110 | 98.8159878017978 | 11.1840121982022 |
13 | 239 | 117.197964021189 | 121.802035978811 |
14 | 247 | 302.373844520029 | -55.3738445200287 |
15 | 497 | 200.035241241041 | 296.964758758959 |
16 | 103 | 98.1998488467417 | 4.80015115325833 |
17 | 109 | 156.666777754413 | -47.6667777544131 |
18 | 502 | 182.391852304027 | 319.608147695973 |
19 | 248 | 265.938342917850 | -17.9383429178496 |
20 | 373 | 163.51367102593 | 209.48632897407 |
21 | 119 | 116.519934734532 | 2.48006526546764 |
22 | 84 | 178.947972522027 | -94.9479725220268 |
23 | 102 | 149.985764919060 | -47.9857649190602 |
24 | 295 | 149.860192915733 | 145.139807084267 |
25 | 105 | 95.474367224998 | 9.52563277500207 |
26 | 64 | 126.468258247101 | -62.4682582471015 |
27 | 267 | 202.554966945213 | 64.4450330547869 |
28 | 129 | 82.8860648087882 | 46.1139351912118 |
29 | 37 | 64.5903855066954 | -27.5903855066954 |
30 | 361 | 111.34253122634 | 249.65746877366 |
31 | 28 | 53.1191149284359 | -25.1191149284359 |
32 | 85 | 118.043292617266 | -33.0432926172663 |
33 | 44 | 72.5724041125133 | -28.5724041125133 |
34 | 49 | 66.8856722345382 | -17.8856722345382 |
35 | 22 | 128.745065758346 | -106.745065758346 |
36 | 155 | 160.374218482872 | -5.37421848287241 |
37 | 91 | 98.9860083663084 | -7.98600836630844 |
38 | 81 | 76.5521696780177 | 4.44783032198229 |
39 | 79 | 87.9388895993238 | -8.93888959932384 |
40 | 145 | 52.9982552349889 | 92.0017447650111 |
41 | 816 | 97.02217748371 | 718.97782251629 |
42 | 61 | 125.145876706522 | -64.1458767065223 |
43 | 226 | 61.6695999999692 | 164.330400000031 |
44 | 105 | 87.0231554251292 | 17.9768445748708 |
45 | 62 | 52.5575315219654 | 9.44246847803462 |
46 | 24 | 60.8708145326111 | -36.8708145326111 |
47 | 26 | 87.9475680189863 | -61.9475680189863 |
48 | 322 | 100.931085061132 | 221.068914938868 |
49 | 84 | 75.4102934613644 | 8.58970653863555 |
50 | 33 | 39.5232862096073 | -6.52328620960734 |
51 | 108 | 60.0312070665516 | 47.9687929334484 |
52 | 150 | 77.366667172649 | 72.633332827351 |
53 | 115 | 120.192858722645 | -5.19285872264503 |
54 | 162 | 61.4458590397631 | 100.554140960237 |
55 | 158 | 89.5122475387498 | 68.4877524612502 |
56 | 97 | 34.2104566782215 | 62.7895433217785 |
57 | 9 | 39.0957386415246 | -30.0957386415246 |
58 | 66 | 64.9902966946355 | 1.00970330536447 |
59 | 107 | 41.9276338542392 | 65.0723661457608 |
60 | 101 | 93.6806887104111 | 7.31931128958887 |
61 | 47 | 70.894670664308 | -23.8946706643079 |
62 | 38 | 27.9908754502728 | 10.0091245497272 |
63 | 34 | 54.4304021224658 | -20.4304021224658 |
64 | 84 | 78.0438011681814 | 5.95619883181864 |
65 | 79 | 35.2588062341002 | 43.7411937658998 |
66 | 947 | 119.751844160470 | 827.24815583953 |
67 | 74 | 31.7355934831821 | 42.2644065168179 |
68 | 53 | 49.4608589303622 | 3.53914106963778 |
69 | 94 | 55.4591012626813 | 38.5408987373187 |
70 | 63 | 62.8654913502522 | 0.134508649747755 |
71 | 58 | 27.1061644728424 | 30.8938355271576 |
72 | 49 | 43.9039812232853 | 5.09601877671473 |
73 | 34 | 45.8626854304557 | -11.8626854304557 |
74 | 11 | 28.9224420229659 | -17.9224420229659 |
75 | 35 | 54.3312312575241 | -19.3312312575241 |
76 | 17 | 35.1779931577067 | -18.1779931577067 |
77 | 47 | 46.1548273335412 | 0.845172666458822 |
78 | 43 | 28.5633941419673 | 14.4366058580327 |
79 | 117 | 29.9441128097546 | 87.0558871902454 |
80 | 171 | 46.9856986133228 | 124.014301386677 |
81 | 26 | 27.2469426994697 | -1.24694269946966 |
82 | 73 | 62.7148327808792 | 10.2851672191208 |
83 | 59 | 54.8641010369667 | 4.13589896303333 |
84 | 18 | 14.9033189722347 | 3.09668102776527 |
85 | 15 | 37.9799469025828 | -22.9799469025828 |
86 | 72 | 59.7709037353246 | 12.2290962646754 |
87 | 86 | 54.2609230140607 | 31.7390769859393 |
88 | 14 | 38.6480353049268 | -24.6480353049268 |
89 | 64 | 50.2898095692337 | 13.7101904307663 |
90 | 11 | 38.5866134272963 | -27.5866134272963 |
91 | 52 | 45.2224368723844 | 6.77756312761557 |
92 | 41 | 48.5723418283824 | -7.5723418283824 |
93 | 99 | 34.2143883665355 | 64.7856116334645 |
94 | 75 | 90.4249588092542 | -15.4249588092542 |
95 | 45 | 21.3682981653103 | 23.6317018346897 |
96 | 43 | 40.2750544385785 | 2.72494556142147 |
97 | 8 | 40.4240669491506 | -32.4240669491506 |
98 | 198 | 33.0864747164513 | 164.913525283549 |
99 | 22 | 62.8120314384621 | -40.8120314384621 |
100 | 11 | 34.084691122647 | -23.0846911226470 |
101 | 33 | 34.407643295786 | -1.407643295786 |
102 | 23 | 36.2584274452897 | -13.2584274452897 |
103 | 80 | 59.6370699735912 | 20.3629300264088 |
104 | 18 | 42.7933029969225 | -24.7933029969225 |
105 | 28 | 29.8146081689024 | -1.81460816890238 |
106 | 23 | 27.1520971489361 | -4.15209714893608 |
107 | 60 | 41.0398098006993 | 18.9601901993007 |
108 | 20 | 48.3983981473432 | -28.3983981473432 |
109 | 59 | 71.1869942619574 | -12.1869942619574 |
110 | 36 | 37.7065099814044 | -1.70650998140440 |
111 | 30 | 27.0007690441192 | 2.99923095588077 |
112 | 47 | 38.0035390021622 | 8.99646099783778 |
113 | 71 | 62.7201499236183 | 8.2798500763817 |
114 | 14 | 41.2884461573600 | -27.2884461573600 |
115 | 9 | 27.8804090529225 | -18.8804090529225 |
116 | 39 | 26.2442303114257 | 12.7557696885743 |
117 | 26 | 30.1608511682312 | -4.16085116823123 |
118 | 21 | 44.0681378161158 | -23.0681378161158 |
119 | 16 | 41.4472064746028 | -25.4472064746028 |
120 | 69 | 23.6710419458155 | 45.3289580541845 |
121 | 92 | 109.346607809167 | -17.3466078091670 |
122 | 14 | 26.2128148888999 | -12.2128148888999 |
123 | 103 | 40.1313856640402 | 62.8686143359598 |
124 | 29 | 49.6326255303617 | -20.6326255303617 |
125 | 37 | 38.5683111431779 | -1.56831114317788 |
126 | 23 | 48.1008658018449 | -25.1008658018449 |
127 | 0 | 17.7715239457983 | -17.7715239457983 |
128 | 7 | 18.4389021910633 | -11.4389021910633 |
129 | 28 | 19.5287607456806 | 8.47123925431942 |
130 | 0 | 17.7715239457983 | -17.7715239457983 |
131 | 8 | 17.9665871228523 | -9.96658712285228 |
132 | 63 | 26.328371501061 | 36.671628498939 |
133 | 0 | 17.7715239457983 | -17.7715239457983 |
134 | 3 | 18.1299894041395 | -15.1299894041395 |
135 | 0 | 17.7715239457983 | -17.7715239457983 |
136 | 9 | 19.8318096795758 | -10.8318096795758 |
137 | 13 | 18.6420026143641 | -5.64200261436407 |
138 | 0 | 17.7715239457983 | -17.7715239457983 |
139 | 0 | 17.7715239457983 | -17.7715239457983 |
140 | 0 | 17.7715239457983 | -17.7715239457983 |
141 | 14 | 19.7245587540201 | -5.72455875402013 |
142 | 0 | 17.7715239457983 | -17.7715239457983 |
143 | 15 | 22.9957263013028 | -7.99572630130278 |
144 | 3 | 18.0852406263913 | -15.0852406263913 |
145 | 15 | 21.9403875185429 | -6.94038751854288 |
146 | 11 | 18.2042128315723 | -7.20421283157228 |
147 | 0 | 17.7715239457983 | -17.7715239457983 |
148 | 6 | 17.8784101531664 | -11.8784101531664 |
149 | 0 | 17.7715239457983 | -17.7715239457983 |
150 | 1 | 17.9844016626672 | -16.9844016626672 |
151 | 10 | 20.4788180573672 | -10.4788180573672 |
152 | 73 | 29.6516340759042 | 43.3483659240958 |
153 | 0 | 17.7715239457983 | -17.7715239457983 |
154 | 11 | 20.0478456948811 | -9.04784569488108 |
155 | 3 | 17.9941017203998 | -14.9941017203998 |
156 | 0 | 17.7715239457983 | -17.7715239457983 |
157 | 0 | 17.7715239457983 | -17.7715239457983 |
158 | 2 | 18.7434712861156 | -16.7434712861156 |
159 | 7 | 20.5715006485495 | -13.5715006485495 |
160 | 0 | 17.7715239457983 | -17.7715239457983 |
161 | 0 | 17.7715239457983 | -17.7715239457983 |
162 | 0 | 17.7715239457983 | -17.7715239457983 |
163 | 0 | 17.7715239457983 | -17.7715239457983 |
164 | 27 | 21.0952039191095 | 5.90479608089054 |
165 | 51 | 21.8658133759595 | 29.1341866240405 |
166 | 0 | 17.7715239457983 | -17.7715239457983 |
167 | 0 | 17.7715239457983 | -17.7715239457983 |
168 | 19 | 16.9297251947004 | 2.0702748052996 |
169 | 0 | 17.7715239457983 | -17.7715239457983 |
170 | 0 | 17.7715239457983 | -17.7715239457983 |
171 | 0 | 17.7715239457983 | -17.7715239457983 |
172 | 4 | 18.3519009751646 | -14.3519009751646 |
173 | 0 | 17.7715239457983 | -17.7715239457983 |
174 | 9 | 19.6347972402056 | -10.6347972402056 |
175 | 0 | 17.7715239457983 | -17.7715239457983 |
176 | 8 | 18.4746235410873 | -10.4746235410873 |
177 | 0 | 17.7715239457983 | -17.7715239457983 |
178 | 1 | 20.2098604587002 | -19.2098604587002 |
179 | 0 | 17.7715239457983 | -17.7715239457983 |
180 | 0 | 17.7715239457983 | -17.7715239457983 |
181 | 34 | 28.7190295617581 | 5.2809704382419 |
182 | 10 | 27.6701883364515 | -17.6701883364515 |
183 | 38 | 19.9117499463196 | 18.0882500536804 |
184 | 10 | 26.0784350593317 | -16.0784350593317 |
185 | 5 | 20.6042886142202 | -15.6042886142202 |
186 | 14 | 23.9109275562455 | -9.91092755624552 |
187 | 16 | 26.1173555667301 | -10.1173555667301 |
188 | 5 | 19.3090944087987 | -14.3090944087987 |
189 | 5 | 21.3061709322543 | -16.3061709322543 |
190 | 0 | 17.7715239457983 | -17.7715239457983 |
191 | 4 | 19.1534011511198 | -15.1534011511198 |
192 | 0 | 17.7715239457983 | -17.7715239457983 |
193 | 6 | 19.0911907304017 | -13.0911907304017 |
194 | 0 | 17.7715239457983 | -17.7715239457983 |
195 | 2 | 18.0293231598611 | -16.0293231598611 |
196 | 0 | 19.71777194871 | -19.71777194871 |
197 | 80 | 58.1574901563483 | 21.8425098436517 |
198 | 0 | 19.71777194871 | -19.71777194871 |
199 | 0 | 19.71777194871 | -19.71777194871 |
200 | 20 | 30.6143344109086 | -10.6143344109086 |
201 | 0 | 19.71777194871 | -19.71777194871 |
202 | 0 | 19.71777194871 | -19.71777194871 |
203 | 0 | 19.71777194871 | -19.71777194871 |
204 | 27 | 17.1497074472352 | 9.85029255276484 |
205 | 17 | 33.7006246277442 | -16.7006246277442 |
206 | 2 | 20.1582072665114 | -18.1582072665114 |
207 | 4 | 22.1228515673656 | -18.1228515673656 |
208 | 0 | 19.71777194871 | -19.71777194871 |
209 | 32 | 22.5771775505757 | 9.42282244942433 |
210 | 0 | 19.71777194871 | -19.71777194871 |
211 | 0 | 17.7715239457983 | -17.7715239457983 |
212 | 0 | 17.7715239457983 | -17.7715239457983 |
213 | 32 | 18.3587947184356 | 13.6412052815644 |
214 | 20 | 21.4905943686843 | -1.49059436868435 |
215 | 7 | 22.1539496867628 | -15.1539496867628 |
216 | 0 | 17.7715239457983 | -17.7715239457983 |
217 | 8 | 17.9175622494202 | -9.91756224942017 |
218 | 28 | 20.4379730805106 | 7.56202691948938 |
219 | 0 | 17.7715239457983 | -17.7715239457983 |
220 | 20 | 23.1874263283146 | -3.18742632831457 |
221 | 4 | 19.6436605566104 | -15.6436605566104 |
222 | 0 | 17.7715239457983 | -17.7715239457983 |
223 | 2 | 17.7831399835140 | -15.7831399835140 |
224 | 0 | 17.7715239457983 | -17.7715239457983 |
225 | 2 | 17.9411676511657 | -15.9411676511657 |
226 | 26 | 19.9315661914284 | 6.06843380857161 |
227 | 0 | 17.7715239457983 | -17.7715239457983 |
228 | 0 | 17.7715239457983 | -17.7715239457983 |
229 | 4 | 20.8886254642089 | -16.8886254642089 |
230 | 0 | 17.7715239457983 | -17.7715239457983 |
231 | 9 | 21.1957821377313 | -12.1957821377313 |
232 | 0 | 17.7715239457983 | -17.7715239457983 |
233 | 0 | 17.7715239457983 | -17.7715239457983 |
234 | 17 | 20.6549638132658 | -3.65496381326583 |
235 | 0 | 17.7715239457983 | -17.7715239457983 |
236 | 1 | 17.7942593238831 | -16.7942593238831 |
237 | 0 | 17.7715239457983 | -17.7715239457983 |
238 | 6 | 17.9837719546398 | -11.9837719546398 |
239 | 0 | 17.7715239457983 | -17.7715239457983 |
240 | 0 | 17.7715239457983 | -17.7715239457983 |
241 | 0 | 17.7715239457983 | -17.7715239457983 |
242 | 3 | 18.6645684862192 | -15.6645684862192 |
243 | 0 | 17.7715239457983 | -17.7715239457983 |
244 | 8 | 17.5755038695999 | -9.57550386959992 |
245 | 4 | 38.3674830582617 | -34.3674830582617 |
246 | 0 | 19.71777194871 | -19.71777194871 |
247 | 0 | 19.71777194871 | -19.71777194871 |
248 | 11 | 19.0941279925009 | -8.09412799250085 |
249 | 0 | 19.71777194871 | -19.71777194871 |
250 | 0 | 19.71777194871 | -19.71777194871 |
251 | 9 | 16.1416206938960 | -7.14162069389602 |
252 | 0 | 19.71777194871 | -19.71777194871 |
253 | 2 | 20.3085198511145 | -18.3085198511145 |
254 | 73 | 26.8855612027171 | 46.1144387972829 |
255 | 85 | 32.5420659088633 | 52.4579340911367 |
256 | 0 | 17.7715239457983 | -17.7715239457983 |
257 | 8 | 17.9019201899532 | -9.90192018995318 |
258 | 35 | 15.0633558031338 | 19.9366441968662 |
259 | 0 | 19.71777194871 | -19.71777194871 |
260 | 0 | 17.7715239457983 | -17.7715239457983 |
261 | 0 | 19.71777194871 | -19.71777194871 |
262 | 0 | 19.71777194871 | -19.71777194871 |
263 | 12 | 24.1279946230037 | -12.1279946230037 |
264 | 15 | 19.1143906736732 | -4.11439067367317 |
265 | 0 | 19.71777194871 | -19.71777194871 |
266 | 0 | 17.7715239457983 | -17.7715239457983 |
267 | 0 | 19.71777194871 | -19.71777194871 |
268 | 11 | 25.7883111759605 | -14.7883111759605 |
269 | 0 | 19.71777194871 | -19.71777194871 |
270 | 6 | 22.3292489430342 | -16.3292489430342 |
271 | 0 | 19.71777194871 | -19.71777194871 |
272 | 0 | 19.71777194871 | -19.71777194871 |
273 | 0 | 19.71777194871 | -19.71777194871 |
274 | 12 | 18.6514033684022 | -6.65140336840222 |
275 | 0 | 17.7715239457983 | -17.7715239457983 |
276 | 30 | 20.3758334691962 | 9.62416653080382 |
277 | 33 | 21.4214945680842 | 11.5785054319158 |
278 | 0 | 17.7715239457983 | -17.7715239457983 |
279 | 82 | 27.9131607713845 | 54.0868392286155 |
280 | 28 | 21.918256024106 | 6.08174397589402 |
281 | 0 | 19.71777194871 | -19.71777194871 |
282 | 0 | 17.7715239457983 | -17.7715239457983 |
283 | 72 | 17.8727899476384 | 54.1272100523616 |
284 | 0 | 17.7715239457983 | -17.7715239457983 |
285 | 13 | 24.0490446563887 | -11.0490446563887 |
286 | 0 | 17.7715239457983 | -17.7715239457983 |
287 | 0 | 19.71777194871 | -19.71777194871 |
288 | 4 | 18.5025951272165 | -14.5025951272165 |
289 | 0 | 19.71777194871 | -19.71777194871 |
290 | 62 | 16.9163946967399 | 45.0836053032601 |
291 | 0 | 19.71777194871 | -19.71777194871 |
292 | 24 | 19.7361457541404 | 4.26385424585958 |
293 | 21 | 28.9689039921345 | -7.96890399213447 |
294 | 0 | 17.7715239457983 | -17.7715239457983 |
295 | 14 | 17.6482575158102 | -3.64825751581025 |
296 | 21 | 21.7725221707487 | -0.772522170748674 |
297 | 0 | 17.7715239457983 | -17.7715239457983 |
298 | 0 | 19.71777194871 | -19.71777194871 |
299 | 0 | 17.7715239457983 | -17.7715239457983 |
300 | 0 | 17.7715239457983 | -17.7715239457983 |
301 | 4 | 19.9525364809936 | -15.9525364809936 |
302 | 2 | 18.9726810273643 | -16.9726810273643 |
303 | 0 | 17.7715239457983 | -17.7715239457983 |
304 | 0 | 19.71777194871 | -19.71777194871 |
305 | 53 | 20.6899385106618 | 32.3100614893382 |
306 | 9 | 17.7910753197186 | -8.79107531971865 |
307 | 0 | 19.71777194871 | -19.71777194871 |
308 | 13 | 22.4488344231708 | -9.44883442317079 |
309 | 22 | 17.9764170967009 | 4.02358290329906 |
310 | 0 | 19.71777194871 | -19.71777194871 |
311 | 0 | 19.71777194871 | -19.71777194871 |
312 | 83 | 30.7859930414257 | 52.2140069585743 |
313 | 0 | 19.71777194871 | -19.71777194871 |
314 | 8 | 21.3985431815808 | -13.3985431815808 |
315 | 4 | 17.8082140163091 | -13.8082140163091 |
316 | 14 | 20.7721475355824 | -6.7721475355824 |
317 | 1 | 17.6974894225426 | -16.6974894225426 |
318 | 17 | 20.4484015430967 | -3.44840154309673 |
319 | 6 | 17.7779166283337 | -11.7779166283337 |
320 | 0 | 17.7715239457983 | -17.7715239457983 |
321 | 0 | 17.7715239457983 | -17.7715239457983 |
322 | 0 | 17.7715239457983 | -17.7715239457983 |
323 | 0 | 17.7715239457983 | -17.7715239457983 |
324 | 0 | 19.71777194871 | -19.71777194871 |
325 | 0 | 17.7715239457983 | -17.7715239457983 |
326 | 2 | 17.9217149740715 | -15.9217149740715 |
327 | 0 | 19.71777194871 | -19.71777194871 |
328 | 0 | 19.71777194871 | -19.71777194871 |
329 | 0 | 17.7715239457983 | -17.7715239457983 |
330 | 0 | 17.7715239457983 | -17.7715239457983 |
331 | 0 | 17.7715239457983 | -17.7715239457983 |
332 | 0 | 17.7715239457983 | -17.7715239457983 |
333 | 0 | 17.7715239457983 | -17.7715239457983 |
334 | 5 | 18.2877113416647 | -13.2877113416647 |
335 | 2 | 17.7811006324982 | -15.7811006324982 |
336 | 0 | 17.7715239457983 | -17.7715239457983 |
337 | 7 | 18.4031593800488 | -11.4031593800488 |
338 | 0 | 17.7715239457983 | -17.7715239457983 |
339 | 1 | 18.0181297968724 | -17.0181297968724 |
340 | 13 | 18.2279308145295 | -5.22793081452953 |
341 | 15 | 20.7309947655563 | -5.73099476555626 |
342 | 0 | 17.7715239457983 | -17.7715239457983 |
343 | 0 | 17.7715239457983 | -17.7715239457983 |
344 | 0 | 17.7715239457983 | -17.7715239457983 |
345 | 0 | 17.7715239457983 | -17.7715239457983 |
346 | 0 | 17.7715239457983 | -17.7715239457983 |
347 | 6 | 17.9420183955304 | -11.9420183955304 |
348 | 0 | 17.7715239457983 | -17.7715239457983 |
349 | 0 | 17.7715239457983 | -17.7715239457983 |
350 | 0 | 17.7715239457983 | -17.7715239457983 |
351 | 14 | 19.0456599546495 | -5.04565995464947 |
352 | 10 | 18.3397571394636 | -8.33975713946356 |
353 | 12 | 21.3099043140459 | -9.30990431404593 |
354 | 2 | 19.2235768585080 | -17.2235768585080 |
355 | 0 | 17.7715239457983 | -17.7715239457983 |
356 | 0 | 17.7715239457983 | -17.7715239457983 |
357 | 52 | 28.4498244378444 | 23.5501755621556 |
358 | 0 | 17.7715239457983 | -17.7715239457983 |
359 | 0 | 17.7715239457983 | -17.7715239457983 |
360 | 0 | 17.7715239457983 | -17.7715239457983 |
361 | 4 | 17.7791106298954 | -13.7791106298954 |
362 | 0 | 17.7715239457983 | -17.7715239457983 |
363 | 0 | 17.7715239457983 | -17.7715239457983 |
364 | 3 | 20.4618720240484 | -17.4618720240484 |
365 | 11 | 18.5620163310746 | -7.56201633107461 |
366 | 0 | 17.7715239457983 | -17.7715239457983 |
367 | 0 | 17.7715239457983 | -17.7715239457983 |
368 | 0 | 17.7715239457983 | -17.7715239457983 |
369 | 0 | 17.7715239457983 | -17.7715239457983 |
370 | 0 | 17.7715239457983 | -17.7715239457983 |
371 | 0 | 17.7715239457983 | -17.7715239457983 |
372 | 40 | 20.440027466085 | 19.559972533915 |
373 | 9 | 25.6507692888615 | -16.6507692888615 |
374 | 1 | 20.5849049318268 | -19.5849049318268 |
375 | 0 | 17.7715239457983 | -17.7715239457983 |
376 | 0 | 17.7715239457983 | -17.7715239457983 |
377 | 24 | 16.7854782312047 | 7.21452176879532 |
378 | 11 | 21.7804364129545 | -10.7804364129545 |
379 | 0 | 17.7715239457983 | -17.7715239457983 |
380 | 0 | 17.7715239457983 | -17.7715239457983 |
381 | 0 | 17.7715239457983 | -17.7715239457983 |
382 | 60 | 26.4303665833220 | 33.569633416678 |
383 | 80 | 13.9902799536974 | 66.0097200463026 |
384 | 0 | 17.7715239457983 | -17.7715239457983 |
385 | 16 | 19.0892382548695 | -3.08923825486953 |
386 | 40 | 37.4929697598182 | 2.50703024018184 |
387 | 6 | 18.2396208748649 | -12.2396208748649 |
388 | 8 | 23.2035233133201 | -15.2035233133201 |
389 | 3 | 18.1322969582112 | -15.1322969582112 |
390 | 16 | 20.8040735398405 | -4.80407353984047 |
391 | 10 | 21.2594461549404 | -11.2594461549404 |
392 | 8 | 20.2721205948230 | -12.2721205948230 |
393 | 7 | 22.0868689263609 | -15.0868689263609 |
394 | 8 | 25.4055818075537 | -17.4055818075537 |
395 | 12 | 52.0900733362797 | -40.0900733362797 |
396 | 13 | 20.6868146447314 | -7.68681464473135 |
397 | 42 | 48.013526415084 | -6.01352641508403 |
398 | 118 | 53.5702623847024 | 64.4297376152976 |
399 | 9 | 22.6174969221790 | -13.6174969221790 |
400 | 138 | 18.3465814497692 | 119.653418550231 |
401 | 5 | 28.8350537150190 | -23.8350537150190 |
402 | 9 | 24.4380758244125 | -15.4380758244125 |
403 | 8 | 21.3116904965644 | -13.3116904965644 |
404 | 25 | 33.5154967850998 | -8.51549678509978 |
405 | 7 | 23.2045101629301 | -16.2045101629301 |
406 | 13 | 29.7677685100309 | -16.7677685100309 |
407 | 16 | 24.8879719158348 | -8.88797191583476 |
408 | 11 | 23.7750885563891 | -12.7750885563891 |
409 | 11 | 19.7906418749911 | -8.7906418749911 |
410 | 3 | 26.3870446648153 | -23.3870446648153 |
411 | 61 | 30.2587027272244 | 30.7412972727756 |
412 | 24 | 63.786424526443 | -39.7864245264431 |
413 | 17 | 26.2689252560046 | -9.26892525600463 |
414 | 33 | 47.9699204173657 | -14.9699204173657 |
415 | 7 | 34.4902067347163 | -27.4902067347163 |
416 | 3 | 29.4069997423555 | -26.4069997423555 |
417 | 66 | 29.7449147175593 | 36.2550852824407 |
418 | 17 | 28.0480680319462 | -11.0480680319462 |
419 | 26 | 29.7731238443703 | -3.77312384437032 |
420 | 3 | 24.3297681527135 | -21.3297681527135 |
421 | 2 | 28.2523905925715 | -26.2523905925715 |
422 | 67 | 41.8455067844974 | 25.1544932155026 |
423 | 70 | 68.0452570385978 | 1.95474296140222 |
424 | 26 | 60.1412990237561 | -34.1412990237561 |
425 | 24 | 30.9383194975819 | -6.93831949758186 |
426 | 94 | 52.5255763504229 | 41.4744236495771 |
427 | 30 | 41.159196558124 | -11.1591965581240 |
428 | 223 | 298.112951396829 | -75.1129513968294 |
429 | 48 | 88.0773533612135 | -40.0773533612135 |
430 | 90 | 127.888939690788 | -37.8889396907880 |
431 | 180 | 127.191993411612 | 52.8080065883877 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.989198155379404 | 0.0216036892411912 | 0.0108018446205956 |
8 | 0.977497053655887 | 0.0450058926882263 | 0.0225029463441132 |
9 | 0.999087612729865 | 0.00182477454027028 | 0.00091238727013514 |
10 | 0.998306572233006 | 0.00338685553398897 | 0.00169342776699448 |
11 | 0.999347754897546 | 0.00130449020490747 | 0.000652245102453733 |
12 | 0.9990296259236 | 0.00194074815280156 | 0.00097037407640078 |
13 | 0.99844261137131 | 0.00311477725737914 | 0.00155738862868957 |
14 | 0.99906578756902 | 0.00186842486195991 | 0.000934212430979954 |
15 | 0.999998093519226 | 3.8129615471636e-06 | 1.9064807735818e-06 |
16 | 0.999995913919783 | 8.17216043469153e-06 | 4.08608021734577e-06 |
17 | 0.999993708321896 | 1.25833562086886e-05 | 6.2916781043443e-06 |
18 | 0.999999988063573 | 2.38728547938149e-08 | 1.19364273969074e-08 |
19 | 0.99999999207315 | 1.58537010648383e-08 | 7.92685053241916e-09 |
20 | 0.999999999345425 | 1.30914958472870e-09 | 6.54574792364349e-10 |
21 | 0.999999999204544 | 1.5909121611595e-09 | 7.9545608057975e-10 |
22 | 0.999999999881243 | 2.37513969426365e-10 | 1.18756984713182e-10 |
23 | 0.99999999984353 | 3.12941739222959e-10 | 1.56470869611480e-10 |
24 | 0.999999999879182 | 2.41636250954578e-10 | 1.20818125477289e-10 |
25 | 0.999999999756588 | 4.86823973310774e-10 | 2.43411986655387e-10 |
26 | 0.999999999900925 | 1.98150974725971e-10 | 9.90754873629854e-11 |
27 | 0.999999999794127 | 4.11745993419116e-10 | 2.05872996709558e-10 |
28 | 0.999999999590904 | 8.18191082218456e-10 | 4.09095541109228e-10 |
29 | 0.999999999645568 | 7.08864075001077e-10 | 3.54432037500539e-10 |
30 | 0.999999999982675 | 3.46496779508082e-11 | 1.73248389754041e-11 |
31 | 0.99999999998193 | 3.61376897378354e-11 | 1.80688448689177e-11 |
32 | 0.999999999978492 | 4.30157773814543e-11 | 2.15078886907271e-11 |
33 | 0.999999999974537 | 5.09250509159837e-11 | 2.54625254579919e-11 |
34 | 0.999999999959023 | 8.19543109227114e-11 | 4.09771554613557e-11 |
35 | 0.9999999999622 | 7.55997511845712e-11 | 3.77998755922856e-11 |
36 | 0.99999999994388 | 1.12240096291779e-10 | 5.61200481458895e-11 |
37 | 0.99999999991524 | 1.69518018823784e-10 | 8.4759009411892e-11 |
38 | 0.99999999983861 | 3.22779963438828e-10 | 1.61389981719414e-10 |
39 | 0.999999999703884 | 5.9223169460568e-10 | 2.9611584730284e-10 |
40 | 0.999999999554476 | 8.91048029402752e-10 | 4.45524014701376e-10 |
41 | 1 | 5.47857247280166e-37 | 2.73928623640083e-37 |
42 | 1 | 1.05162687458587e-37 | 5.25813437292937e-38 |
43 | 1 | 2.09918480113947e-38 | 1.04959240056974e-38 |
44 | 1 | 5.45546506926487e-38 | 2.72773253463244e-38 |
45 | 1 | 9.71631513108687e-38 | 4.85815756554343e-38 |
46 | 1 | 1.52050929430785e-37 | 7.60254647153925e-38 |
47 | 1 | 2.07613038921895e-37 | 1.03806519460947e-37 |
48 | 1 | 4.02562737835402e-40 | 2.01281368917701e-40 |
49 | 1 | 9.99711485094308e-40 | 4.99855742547154e-40 |
50 | 1 | 1.55945396760864e-39 | 7.79726983804318e-40 |
51 | 1 | 4.06615500544673e-39 | 2.03307750272336e-39 |
52 | 1 | 7.22186816972113e-39 | 3.61093408486057e-39 |
53 | 1 | 1.90454402438523e-38 | 9.52272012192614e-39 |
54 | 1 | 1.31730950580054e-38 | 6.58654752900269e-39 |
55 | 1 | 2.29867551993438e-38 | 1.14933775996719e-38 |
56 | 1 | 4.37679676345945e-38 | 2.18839838172972e-38 |
57 | 1 | 3.51833628359207e-38 | 1.75916814179604e-38 |
58 | 1 | 7.24435234138452e-38 | 3.62217617069226e-38 |
59 | 1 | 1.29579431732063e-37 | 6.47897158660316e-38 |
60 | 1 | 3.16370090787591e-37 | 1.58185045393795e-37 |
61 | 1 | 5.2976260211133e-37 | 2.64881301055665e-37 |
62 | 1 | 1.02906739049415e-36 | 5.14533695247075e-37 |
63 | 1 | 1.93737880585877e-36 | 9.68689402929386e-37 |
64 | 1 | 4.74474952946187e-36 | 2.37237476473094e-36 |
65 | 1 | 1.02790421568163e-35 | 5.13952107840816e-36 |
66 | 1 | 1.25070133687803e-141 | 6.25350668439016e-142 |
67 | 1 | 8.67209641444665e-142 | 4.33604820722333e-142 |
68 | 1 | 4.89713069707047e-141 | 2.44856534853523e-141 |
69 | 1 | 3.92132655563702e-141 | 1.96066327781851e-141 |
70 | 1 | 2.26819106324074e-140 | 1.13409553162037e-140 |
71 | 1 | 5.18276263913221e-140 | 2.59138131956610e-140 |
72 | 1 | 1.43366159291475e-139 | 7.16830796457377e-140 |
73 | 1 | 5.1463114231068e-139 | 2.5731557115534e-139 |
74 | 1 | 1.35958050845527e-138 | 6.79790254227635e-139 |
75 | 1 | 4.79638191506848e-138 | 2.39819095753424e-138 |
76 | 1 | 2.07679521561265e-137 | 1.03839760780632e-137 |
77 | 1 | 8.88638717742256e-137 | 4.44319358871128e-137 |
78 | 1 | 2.68501098905315e-136 | 1.34250549452657e-136 |
79 | 1 | 7.39643465082463e-139 | 3.69821732541231e-139 |
80 | 1 | 6.40428061224564e-146 | 3.20214030612282e-146 |
81 | 1 | 2.43710308433503e-145 | 1.21855154216752e-145 |
82 | 1 | 1.01119139748230e-144 | 5.05595698741151e-145 |
83 | 1 | 2.94096805464651e-144 | 1.47048402732325e-144 |
84 | 1 | 1.09980516753733e-143 | 5.49902583768665e-144 |
85 | 1 | 4.04251364912633e-143 | 2.02125682456317e-143 |
86 | 1 | 1.771038973773e-142 | 8.855194868865e-143 |
87 | 1 | 1.53418833939422e-142 | 7.6709416969711e-143 |
88 | 1 | 5.63846934110887e-142 | 2.81923467055444e-142 |
89 | 1 | 1.26696674491754e-141 | 6.33483372458768e-142 |
90 | 1 | 4.42805519875083e-141 | 2.21402759937541e-141 |
91 | 1 | 1.48702310017045e-140 | 7.43511550085227e-141 |
92 | 1 | 8.20269734411939e-140 | 4.10134867205970e-140 |
93 | 1 | 2.39584748145593e-141 | 1.19792374072797e-141 |
94 | 1 | 1.39969051959520e-140 | 6.99845259797602e-141 |
95 | 1 | 3.60342803477391e-140 | 1.80171401738696e-140 |
96 | 1 | 1.88540140618659e-139 | 9.42700703093297e-140 |
97 | 1 | 6.29460376827802e-139 | 3.14730188413901e-139 |
98 | 1 | 4.32968094246649e-154 | 2.16484047123324e-154 |
99 | 1 | 1.27095123940024e-153 | 6.3547561970012e-154 |
100 | 1 | 5.75577909090105e-153 | 2.87788954545053e-153 |
101 | 1 | 3.05704621956482e-152 | 1.52852310978241e-152 |
102 | 1 | 1.57404893591752e-151 | 7.87024467958758e-152 |
103 | 1 | 1.45339590833967e-151 | 7.26697954169837e-152 |
104 | 1 | 7.22222351175378e-151 | 3.61111175587689e-151 |
105 | 1 | 3.56532659079235e-150 | 1.78266329539617e-150 |
106 | 1 | 1.80482986842020e-149 | 9.02414934210098e-150 |
107 | 1 | 4.09421388766382e-149 | 2.04710694383191e-149 |
108 | 1 | 2.00048753968965e-148 | 1.00024376984483e-148 |
109 | 1 | 1.08792316939510e-147 | 5.43961584697549e-148 |
110 | 1 | 5.7215628409632e-147 | 2.8607814204816e-147 |
111 | 1 | 2.56961236718856e-146 | 1.28480618359428e-146 |
112 | 1 | 1.13092732459732e-145 | 5.6546366229866e-146 |
113 | 1 | 3.53998879655240e-145 | 1.76999439827620e-145 |
114 | 1 | 1.46599811645882e-144 | 7.32999058229412e-145 |
115 | 1 | 7.13464184294122e-144 | 3.56732092147061e-144 |
116 | 1 | 2.41542904855657e-143 | 1.20771452427828e-143 |
117 | 1 | 1.17657768686404e-142 | 5.88288843432022e-143 |
118 | 1 | 5.37214387128896e-142 | 2.68607193564448e-142 |
119 | 1 | 2.47543666452093e-141 | 1.23771833226047e-141 |
120 | 1 | 3.33131157993651e-142 | 1.66565578996825e-142 |
121 | 1 | 1.86019236801361e-141 | 9.30096184006806e-142 |
122 | 1 | 9.54367813835706e-141 | 4.77183906917853e-141 |
123 | 1 | 8.77501619185288e-144 | 4.38750809592644e-144 |
124 | 1 | 5.2579248717242e-143 | 2.6289624358621e-143 |
125 | 1 | 2.92902549669949e-142 | 1.46451274834974e-142 |
126 | 1 | 1.42174252691256e-141 | 7.1087126345628e-142 |
127 | 1 | 6.3534446715286e-141 | 3.1767223357643e-141 |
128 | 1 | 3.30136192524862e-140 | 1.65068096262431e-140 |
129 | 1 | 1.30597112075892e-139 | 6.52985560379461e-140 |
130 | 1 | 5.95702916553888e-139 | 2.97851458276944e-139 |
131 | 1 | 3.18549911205095e-138 | 1.59274955602547e-138 |
132 | 1 | 1.28667768075175e-138 | 6.43338840375877e-139 |
133 | 1 | 5.98834178177904e-138 | 2.99417089088952e-138 |
134 | 1 | 3.00749829299624e-137 | 1.50374914649812e-137 |
135 | 1 | 1.41315361776883e-136 | 7.06576808884417e-137 |
136 | 1 | 7.65600982468983e-136 | 3.82800491234492e-136 |
137 | 1 | 4.20047275388725e-135 | 2.10023637694363e-135 |
138 | 1 | 1.99277344214412e-134 | 9.96386721072061e-135 |
139 | 1 | 9.48254166547761e-134 | 4.74127083273881e-134 |
140 | 1 | 4.52408200096904e-133 | 2.26204100048452e-133 |
141 | 1 | 2.50642590379006e-132 | 1.25321295189503e-132 |
142 | 1 | 1.19999353678311e-131 | 5.99996768391554e-132 |
143 | 1 | 6.66120168919015e-131 | 3.33060084459507e-131 |
144 | 1 | 3.42038357866602e-130 | 1.71019178933301e-130 |
145 | 1 | 1.88994038284909e-129 | 9.44970191424545e-130 |
146 | 1 | 1.04827600925881e-128 | 5.24138004629407e-129 |
147 | 1 | 5.03801819493344e-128 | 2.51900909746672e-128 |
148 | 1 | 2.72137377053191e-127 | 1.36068688526595e-127 |
149 | 1 | 1.30829436718936e-126 | 6.5414718359468e-127 |
150 | 1 | 6.43561177587433e-126 | 3.21780588793716e-126 |
151 | 1 | 3.50433326975971e-125 | 1.75216663487985e-125 |
152 | 1 | 5.07182585650349e-126 | 2.53591292825175e-126 |
153 | 1 | 2.46328322641609e-125 | 1.23164161320804e-125 |
154 | 1 | 1.36316373447947e-124 | 6.81581867239733e-125 |
155 | 1 | 7.05996455488912e-124 | 3.52998227744456e-124 |
156 | 1 | 3.42040109986703e-123 | 1.71020054993351e-123 |
157 | 1 | 1.65546377238439e-122 | 8.27731886192193e-123 |
158 | 1 | 8.25686440291608e-122 | 4.12843220145804e-122 |
159 | 1 | 4.36047378738292e-121 | 2.18023689369146e-121 |
160 | 1 | 2.10191988048301e-120 | 1.05095994024151e-120 |
161 | 1 | 1.01165621074727e-119 | 5.05828105373635e-120 |
162 | 1 | 4.8610561603557e-119 | 2.43052808017785e-119 |
163 | 1 | 2.33162262430887e-118 | 1.16581131215443e-118 |
164 | 1 | 9.76036576163147e-118 | 4.88018288081573e-118 |
165 | 1 | 7.40598844777612e-118 | 3.70299422388806e-118 |
166 | 1 | 3.56635881667558e-117 | 1.78317940833779e-117 |
167 | 1 | 1.71388524736643e-116 | 8.56942623683215e-117 |
168 | 1 | 8.90087580808928e-116 | 4.45043790404464e-116 |
169 | 1 | 4.26120478263941e-115 | 2.13060239131971e-115 |
170 | 1 | 2.03534370416067e-114 | 1.01767185208034e-114 |
171 | 1 | 9.69864907065295e-114 | 4.84932453532648e-114 |
172 | 1 | 4.97116795694044e-113 | 2.48558397847022e-113 |
173 | 1 | 2.35692577466523e-112 | 1.17846288733262e-112 |
174 | 1 | 1.25147538963904e-111 | 6.2573769481952e-112 |
175 | 1 | 5.90265190038549e-111 | 2.95132595019274e-111 |
176 | 1 | 3.11475458741546e-110 | 1.55737729370773e-110 |
177 | 1 | 1.46110986166770e-109 | 7.30554930833849e-110 |
178 | 1 | 6.66264983668358e-109 | 3.33132491834179e-109 |
179 | 1 | 3.10743400848354e-108 | 1.55371700424177e-108 |
180 | 1 | 1.44504812491844e-107 | 7.22524062459218e-108 |
181 | 1 | 5.2629083905405e-107 | 2.63145419527025e-107 |
182 | 1 | 2.60205714741698e-106 | 1.30102857370849e-106 |
183 | 1 | 6.02167394683706e-106 | 3.01083697341853e-106 |
184 | 1 | 3.03022999383267e-105 | 1.51511499691634e-105 |
185 | 1 | 1.48624992703929e-104 | 7.43124963519645e-105 |
186 | 1 | 7.6528782540299e-104 | 3.82643912701495e-104 |
187 | 1 | 3.92760048864014e-103 | 1.96380024432007e-103 |
188 | 1 | 1.92676032069166e-102 | 9.63380160345831e-103 |
189 | 1 | 9.26411861812698e-102 | 4.63205930906349e-102 |
190 | 1 | 4.20073914977869e-101 | 2.10036957488935e-101 |
191 | 1 | 1.99397072391052e-100 | 9.96985361955262e-101 |
192 | 1 | 8.98354134415043e-100 | 4.49177067207522e-100 |
193 | 1 | 4.39800891791927e-99 | 2.19900445895964e-99 |
194 | 1 | 1.96854500001412e-98 | 9.84272500007058e-99 |
195 | 1 | 9.12443925678105e-98 | 4.56221962839052e-98 |
196 | 1 | 3.91920754678342e-97 | 1.95960377339171e-97 |
197 | 1 | 1.09092326974149e-97 | 5.45461634870747e-98 |
198 | 1 | 4.77938008572911e-97 | 2.38969004286455e-97 |
199 | 1 | 2.08453203358549e-96 | 1.04226601679275e-96 |
200 | 1 | 9.81968071523668e-96 | 4.90984035761834e-96 |
201 | 1 | 4.26533754033716e-95 | 2.13266877016858e-95 |
202 | 1 | 1.84297452258298e-94 | 9.21487261291492e-95 |
203 | 1 | 7.9184546154642e-94 | 3.9592273077321e-94 |
204 | 1 | 2.92888411184430e-93 | 1.46444205592215e-93 |
205 | 1 | 1.40322704573136e-92 | 7.01613522865678e-93 |
206 | 1 | 6.28518903754327e-92 | 3.14259451877164e-92 |
207 | 1 | 2.87488719902922e-91 | 1.43744359951461e-91 |
208 | 1 | 1.21931269467493e-90 | 6.09656347337467e-91 |
209 | 1 | 4.65003138336578e-90 | 2.32501569168289e-90 |
210 | 1 | 1.96747815369951e-89 | 9.83739076849754e-90 |
211 | 1 | 8.4005867231166e-89 | 4.2002933615583e-89 |
212 | 1 | 3.57422625542495e-88 | 1.78711312771247e-88 |
213 | 1 | 1.01703135742562e-87 | 5.08515678712809e-88 |
214 | 1 | 4.51545676754089e-87 | 2.25772838377044e-87 |
215 | 1 | 2.03087317873603e-86 | 1.01543658936802e-86 |
216 | 1 | 8.56663976768768e-86 | 4.28331988384384e-86 |
217 | 1 | 3.99442762125153e-85 | 1.99721381062577e-85 |
218 | 1 | 1.38836749275766e-84 | 6.9418374637883e-85 |
219 | 1 | 5.81178108575549e-84 | 2.90589054287775e-84 |
220 | 1 | 2.65577984853961e-83 | 1.32788992426980e-83 |
221 | 1 | 1.15019151773360e-82 | 5.75095758866798e-83 |
222 | 1 | 4.76475326562225e-82 | 2.38237663281112e-82 |
223 | 1 | 2.04403722823091e-81 | 1.02201861411546e-81 |
224 | 1 | 8.40316512661767e-81 | 4.20158256330883e-81 |
225 | 1 | 3.56953299627734e-80 | 1.78476649813867e-80 |
226 | 1 | 1.27420012991678e-79 | 6.3710006495839e-80 |
227 | 1 | 5.1929562576233e-79 | 2.59647812881165e-79 |
228 | 1 | 2.10803108687711e-78 | 1.05401554343856e-78 |
229 | 1 | 8.90583453053584e-78 | 4.45291726526792e-78 |
230 | 1 | 3.58686977662873e-77 | 1.79343488831437e-77 |
231 | 1 | 1.57823429463334e-76 | 7.89117147316671e-77 |
232 | 1 | 6.3071124745761e-76 | 3.15355623728805e-76 |
233 | 1 | 2.51021959066283e-75 | 1.25510979533141e-75 |
234 | 1 | 1.07786803170547e-74 | 5.38934015852733e-75 |
235 | 1 | 4.25971538719625e-74 | 2.12985769359812e-74 |
236 | 1 | 1.71001950675260e-73 | 8.55009753376302e-74 |
237 | 1 | 6.7017734528943e-73 | 3.35088672644715e-73 |
238 | 1 | 2.85025978612215e-72 | 1.42512989306107e-72 |
239 | 1 | 1.10788588277910e-71 | 5.53942941389551e-72 |
240 | 1 | 4.28791446266185e-71 | 2.14395723133093e-71 |
241 | 1 | 1.65243617986291e-70 | 8.26218089931453e-71 |
242 | 1 | 6.62296451011994e-70 | 3.31148225505997e-70 |
243 | 1 | 2.53037807239112e-69 | 1.26518903619556e-69 |
244 | 1 | 1.06669658414336e-68 | 5.33348292071679e-69 |
245 | 1 | 2.67421574130856e-68 | 1.33710787065428e-68 |
246 | 1 | 1.00085057957859e-67 | 5.00425289789295e-68 |
247 | 1 | 3.718516941598e-67 | 1.859258470799e-67 |
248 | 1 | 1.55405266651113e-66 | 7.77026333255565e-67 |
249 | 1 | 5.7075707234322e-66 | 2.8537853617161e-66 |
250 | 1 | 2.07940071727167e-65 | 1.03970035863584e-65 |
251 | 1 | 8.56947019188421e-65 | 4.28473509594211e-65 |
252 | 1 | 3.08386798342622e-64 | 1.54193399171311e-64 |
253 | 1 | 1.15011101146931e-63 | 5.75055505734654e-64 |
254 | 1 | 1.55530577120603e-64 | 7.77652885603015e-65 |
255 | 1 | 4.02132635830837e-66 | 2.01066317915418e-66 |
256 | 1 | 1.55133207130311e-65 | 7.75666035651553e-66 |
257 | 1 | 6.47863321016161e-65 | 3.23931660508081e-65 |
258 | 1 | 1.56250875393251e-64 | 7.81254376966253e-65 |
259 | 1 | 5.69076296152512e-64 | 2.84538148076256e-64 |
260 | 1 | 2.17343801633144e-63 | 1.08671900816572e-63 |
261 | 1 | 7.81106766144226e-63 | 3.90553383072113e-63 |
262 | 1 | 2.77777127212710e-62 | 1.38888563606355e-62 |
263 | 1 | 1.14460847850617e-61 | 5.72304239253086e-62 |
264 | 1 | 4.67538581505956e-61 | 2.33769290752978e-61 |
265 | 1 | 1.63226971068949e-60 | 8.16134855344743e-61 |
266 | 1 | 6.09987151812513e-60 | 3.04993575906256e-60 |
267 | 1 | 2.09754719135079e-59 | 1.04877359567540e-59 |
268 | 1 | 8.45372742901863e-59 | 4.22686371450931e-59 |
269 | 1 | 2.86032485904120e-58 | 1.43016242952060e-58 |
270 | 1 | 1.12709743571409e-57 | 5.63548717857044e-58 |
271 | 1 | 3.749234866854e-57 | 1.874617433427e-57 |
272 | 1 | 1.22925557367605e-56 | 6.14627786838025e-57 |
273 | 1 | 3.96780476133823e-56 | 1.98390238066912e-56 |
274 | 1 | 1.57262592820746e-55 | 7.86312964103729e-56 |
275 | 1 | 5.68627049015087e-55 | 2.84313524507544e-55 |
276 | 1 | 1.58821901559076e-54 | 7.9410950779538e-55 |
277 | 1 | 3.95495719612977e-54 | 1.97747859806489e-54 |
278 | 1 | 1.42571193071057e-53 | 7.12855965355287e-54 |
279 | 1 | 1.06198293061511e-54 | 5.30991465307557e-55 |
280 | 1 | 3.04828343955655e-54 | 1.52414171977828e-54 |
281 | 1 | 1.02728394307459e-53 | 5.13641971537295e-54 |
282 | 1 | 3.74846444071991e-53 | 1.87423222035995e-53 |
283 | 1 | 2.88694871677897e-54 | 1.44347435838948e-54 |
284 | 1 | 1.07978597838374e-53 | 5.39892989191869e-54 |
285 | 1 | 4.31398348025187e-53 | 2.15699174012594e-53 |
286 | 1 | 1.59927520753700e-52 | 7.99637603768498e-53 |
287 | 1 | 5.31580138802506e-52 | 2.65790069401253e-52 |
288 | 1 | 2.06370882998875e-51 | 1.03185441499437e-51 |
289 | 1 | 6.7198485338922e-51 | 3.3599242669461e-51 |
290 | 1 | 1.5690628995754e-51 | 7.845314497877e-52 |
291 | 1 | 5.06042239567383e-51 | 2.53021119783691e-51 |
292 | 1 | 1.60737767855747e-50 | 8.03688839278733e-51 |
293 | 1 | 5.70547036890176e-50 | 2.85273518445088e-50 |
294 | 1 | 2.11342977448092e-49 | 1.05671488724046e-49 |
295 | 1 | 8.0978319300458e-49 | 4.0489159650229e-49 |
296 | 1 | 3.15987985826446e-48 | 1.57993992913223e-48 |
297 | 1 | 1.15485740875437e-47 | 5.77428704377186e-48 |
298 | 1 | 3.60009860175116e-47 | 1.80004930087558e-47 |
299 | 1 | 1.30446205985491e-46 | 6.52231029927453e-47 |
300 | 1 | 4.7015243844004e-46 | 2.3507621922002e-46 |
301 | 1 | 1.58368671411857e-45 | 7.91843357059287e-46 |
302 | 1 | 5.66369377894413e-45 | 2.83184688947206e-45 |
303 | 1 | 2.01131895253550e-44 | 1.00565947626775e-44 |
304 | 1 | 5.92273555144253e-44 | 2.96136777572126e-44 |
305 | 1 | 3.73894453633769e-44 | 1.86947226816884e-44 |
306 | 1 | 1.42652064123208e-43 | 7.1326032061604e-44 |
307 | 1 | 4.08616551720661e-43 | 2.04308275860330e-43 |
308 | 1 | 1.50314974188583e-42 | 7.51574870942917e-43 |
309 | 1 | 4.98472165194739e-42 | 2.49236082597370e-42 |
310 | 1 | 1.35626911067290e-41 | 6.78134555336448e-42 |
311 | 1 | 3.53527140912689e-41 | 1.76763570456344e-41 |
312 | 1 | 4.56006152319258e-43 | 2.28003076159629e-43 |
313 | 1 | 1.14467169404423e-42 | 5.72335847022115e-43 |
314 | 1 | 3.68628563062675e-42 | 1.84314281531338e-42 |
315 | 1 | 1.41675147036653e-41 | 7.08375735183263e-42 |
316 | 1 | 5.24458998742559e-41 | 2.62229499371279e-41 |
317 | 1 | 1.92835594907131e-40 | 9.64177974535656e-41 |
318 | 1 | 6.97222896916802e-40 | 3.48611448458401e-40 |
319 | 1 | 2.64846165038950e-39 | 1.32423082519475e-39 |
320 | 1 | 9.48742657300306e-39 | 4.74371328650153e-39 |
321 | 1 | 3.37846517985855e-38 | 1.68923258992928e-38 |
322 | 1 | 1.19587381798925e-37 | 5.97936908994623e-38 |
323 | 1 | 4.20750212933575e-37 | 2.10375106466787e-37 |
324 | 1 | 9.29346693726195e-37 | 4.64673346863098e-37 |
325 | 1 | 3.24565675122542e-36 | 1.62282837561271e-36 |
326 | 1 | 1.15473893632936e-35 | 5.77369468164682e-36 |
327 | 1 | 2.32232531712923e-35 | 1.16116265856461e-35 |
328 | 1 | 4.14777283549495e-35 | 2.07388641774748e-35 |
329 | 1 | 1.43052398460533e-34 | 7.15261992302663e-35 |
330 | 1 | 4.90236421766131e-34 | 2.45118210883066e-34 |
331 | 1 | 1.66924865660028e-33 | 8.34624328300138e-34 |
332 | 1 | 5.64697331013418e-33 | 2.82348665506709e-33 |
333 | 1 | 1.89785608737517e-32 | 9.48928043687587e-33 |
334 | 1 | 6.6608699926879e-32 | 3.33043499634395e-32 |
335 | 1 | 2.27040968221137e-31 | 1.13520484110568e-31 |
336 | 1 | 7.48177087680583e-31 | 3.74088543840291e-31 |
337 | 1 | 2.60475094721068e-30 | 1.30237547360534e-30 |
338 | 1 | 8.47171016122724e-30 | 4.23585508061362e-30 |
339 | 1 | 2.77006984183555e-29 | 1.38503492091778e-29 |
340 | 1 | 9.39941501218409e-29 | 4.69970750609204e-29 |
341 | 1 | 3.14056738773189e-28 | 1.57028369386594e-28 |
342 | 1 | 9.96847039769785e-28 | 4.98423519884892e-28 |
343 | 1 | 3.14140051443853e-27 | 1.57070025721926e-27 |
344 | 1 | 9.82784735568702e-27 | 4.91392367784351e-27 |
345 | 1 | 3.05209983052554e-26 | 1.52604991526277e-26 |
346 | 1 | 9.40823595473753e-26 | 4.70411797736877e-26 |
347 | 1 | 3.04202310695740e-25 | 1.52101155347870e-25 |
348 | 1 | 9.24019004111786e-25 | 4.62009502055893e-25 |
349 | 1 | 2.78520726652585e-24 | 1.39260363326293e-24 |
350 | 1 | 8.33012838537873e-24 | 4.16506419268936e-24 |
351 | 1 | 2.64641427683645e-23 | 1.32320713841822e-23 |
352 | 1 | 8.3708062008579e-23 | 4.18540310042895e-23 |
353 | 1 | 2.62347018758571e-22 | 1.31173509379285e-22 |
354 | 1 | 7.75408082056392e-22 | 3.87704041028196e-22 |
355 | 1 | 2.23680410833972e-21 | 1.11840205416986e-21 |
356 | 1 | 6.39885019824628e-21 | 3.19942509912314e-21 |
357 | 1 | 6.02819421115517e-21 | 3.01409710557759e-21 |
358 | 1 | 1.74133843449126e-20 | 8.70669217245632e-21 |
359 | 1 | 4.98693497656044e-20 | 2.49346748828022e-20 |
360 | 1 | 1.41574452202221e-19 | 7.07872261011103e-20 |
361 | 1 | 4.16311328589245e-19 | 2.08155664294622e-19 |
362 | 1 | 1.16134221487304e-18 | 5.80671107436522e-19 |
363 | 1 | 3.21020702176114e-18 | 1.60510351088057e-18 |
364 | 1 | 5.75085712659416e-18 | 2.87542856329708e-18 |
365 | 1 | 1.69190570842755e-17 | 8.45952854213777e-18 |
366 | 1 | 4.58917206281507e-17 | 2.29458603140753e-17 |
367 | 1 | 1.23280716805635e-16 | 6.16403584028173e-17 |
368 | 1 | 3.27933755334410e-16 | 1.63966877667205e-16 |
369 | 1 | 8.63637017570787e-16 | 4.31818508785394e-16 |
370 | 0.999999999999999 | 2.25138964086226e-15 | 1.12569482043113e-15 |
371 | 0.999999999999997 | 5.80845031955671e-15 | 2.90422515977836e-15 |
372 | 0.999999999999994 | 1.10148086566121e-14 | 5.50740432830606e-15 |
373 | 0.999999999999985 | 3.03708309671618e-14 | 1.51854154835809e-14 |
374 | 0.999999999999961 | 7.7563982428384e-14 | 3.8781991214192e-14 |
375 | 0.999999999999902 | 1.95244751920696e-13 | 9.7622375960348e-14 |
376 | 0.999999999999757 | 4.85960161931643e-13 | 2.42980080965822e-13 |
377 | 0.99999999999939 | 1.22053885800459e-12 | 6.10269429002296e-13 |
378 | 0.999999999998404 | 3.19112171257231e-12 | 1.59556085628615e-12 |
379 | 0.999999999996132 | 7.73562935367258e-12 | 3.86781467683629e-12 |
380 | 0.999999999990737 | 1.85253521291318e-11 | 9.2626760645659e-12 |
381 | 0.999999999978092 | 4.38150594932057e-11 | 2.19075297466029e-11 |
382 | 0.999999999980224 | 3.95509587563115e-11 | 1.97754793781557e-11 |
383 | 0.999999999994264 | 1.14727308207414e-11 | 5.73636541037068e-12 |
384 | 0.999999999985326 | 2.93478193184902e-11 | 1.46739096592451e-11 |
385 | 0.99999999996143 | 7.71392808816143e-11 | 3.85696404408072e-11 |
386 | 0.999999999909913 | 1.80175144669434e-10 | 9.00875723347168e-11 |
387 | 0.999999999766638 | 4.66723830036795e-10 | 2.33361915018398e-10 |
388 | 0.999999999414716 | 1.17056740236002e-09 | 5.85283701180012e-10 |
389 | 0.999999998547491 | 2.90501700546785e-09 | 1.45250850273393e-09 |
390 | 0.99999999635026 | 7.29947983602111e-09 | 3.64973991801056e-09 |
391 | 0.999999990964672 | 1.80706556737168e-08 | 9.0353278368584e-09 |
392 | 0.999999978145271 | 4.37094588829378e-08 | 2.18547294414689e-08 |
393 | 0.999999948498384 | 1.03003231533285e-07 | 5.15016157666427e-08 |
394 | 0.99999987980942 | 2.40381160531661e-07 | 1.20190580265830e-07 |
395 | 0.999999866672259 | 2.66655482699204e-07 | 1.33327741349602e-07 |
396 | 0.99999968396372 | 6.32072559514826e-07 | 3.16036279757413e-07 |
397 | 0.99999926258563 | 1.47482874034712e-06 | 7.3741437017356e-07 |
398 | 0.999999953182287 | 9.3635425737764e-08 | 4.6817712868882e-08 |
399 | 0.999999878941817 | 2.42116367073988e-07 | 1.21058183536994e-07 |
400 | 0.99999999933978 | 1.32044062884282e-09 | 6.6022031442141e-10 |
401 | 0.99999999805479 | 3.89041996614763e-09 | 1.94520998307382e-09 |
402 | 0.999999993970958 | 1.20580838773750e-08 | 6.02904193868752e-09 |
403 | 0.99999998187666 | 3.62466794022009e-08 | 1.81233397011004e-08 |
404 | 0.999999945279882 | 1.09440236126035e-07 | 5.47201180630173e-08 |
405 | 0.999999841953456 | 3.16093087544844e-07 | 1.58046543772422e-07 |
406 | 0.999999539485727 | 9.21028545489577e-07 | 4.60514272744789e-07 |
407 | 0.999998663950005 | 2.6720999907987e-06 | 1.33604999539935e-06 |
408 | 0.99999637863714 | 7.24272572121309e-06 | 3.62136286060655e-06 |
409 | 0.999990151370876 | 1.96972582482763e-05 | 9.84862912413815e-06 |
410 | 0.999976231900316 | 4.75361993683547e-05 | 2.37680996841774e-05 |
411 | 0.99997642168724 | 4.71566255215014e-05 | 2.35783127607507e-05 |
412 | 0.999962226788581 | 7.55464228381153e-05 | 3.77732114190576e-05 |
413 | 0.999898943031847 | 0.000202113936305134 | 0.000101056968152567 |
414 | 0.999731114065592 | 0.000537771868815046 | 0.000268885934407523 |
415 | 0.999335966089931 | 0.00132806782013735 | 0.000664033910068676 |
416 | 0.998474364276295 | 0.00305127144741027 | 0.00152563572370513 |
417 | 0.997554869983574 | 0.00489026003285143 | 0.00244513001642571 |
418 | 0.994680295816633 | 0.0106394083667348 | 0.0053197041833674 |
419 | 0.987658597707813 | 0.0246828045843731 | 0.0123414022921865 |
420 | 0.973404110151635 | 0.0531917796967296 | 0.0265958898483648 |
421 | 0.948203787944167 | 0.103592424111665 | 0.0517962120558327 |
422 | 0.927458266363827 | 0.145083467272346 | 0.0725417336361731 |
423 | 0.99595196424359 | 0.00809607151281902 | 0.00404803575640951 |
424 | 0.991699697838955 | 0.0166006043220900 | 0.00830030216104499 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 410 | 0.980861244019139 | NOK |
5% type I error level | 415 | 0.992822966507177 | NOK |
10% type I error level | 416 | 0.995215311004785 | NOK |