Multiple Linear Regression - Estimated Regression Equation
Group[t] = + 0.858170604911637 + 3.30450842805771e-06Costs[t] + 0.000396266602596715Trades[t] -0.00163242981862732Orders[t] -9.16354136508386e-07Dividends[t] -1.1842687358247e-07Wealth[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)0.8581706049116370.05466615.698500
Costs3.30450842805771e-064e-060.79320.428110.214055
Trades0.0003962666025967150.0003841.0320.3026440.151322
Orders-0.001632429818627320.000809-2.01760.044260.02213
Dividends-9.16354136508386e-071e-06-1.26160.2078030.103901
Wealth-1.1842687358247e-070-1.36780.1720920.086046


Multiple Linear Regression - Regression Statistics
Multiple R0.247742376698528
R-squared0.0613762852122353
Adjusted R-squared0.0503336532735559
F-TEST (value)5.55812106688529
F-TEST (DF numerator)5
F-TEST (DF denominator)425
p-value5.66819583612821e-05
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.437304029136044
Sum Squared Residuals81.2747959069127


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
10-0.4329358077302150.432935807730215
20-0.2323933215324960.232393321532496
300.029064832891876-0.029064832891876
410.6699124128754480.330087587124552
500.351312648845756-0.351312648845756
600.449570370472147-0.449570370472147
710.4705633493501720.529436650649828
800.268187861907457-0.268187861907457
900.61779874309802-0.61779874309802
1000.529783493831412-0.529783493831412
1110.4672343476209210.532765652379079
1210.5838611786606830.416138821339317
1300.206011381178250-0.206011381178250
1410.7330022968070570.266997703192943
1500.485786141770596-0.485786141770596
1610.5744992655427440.425500734457256
1710.4186734254594360.581326574540564
1800.49751322693526-0.49751322693526
1900.546450679617075-0.546450679617075
2010.4474780035823090.552521996417691
2100.65210778043262-0.65210778043262
2200.698431635675116-0.698431635675116
2310.5396041443126390.460395855687361
2410.4060457582231150.593954241776885
2510.6297952253208220.370204774679178
2610.7165435273735030.283456472626497
2700.529437940798988-0.529437940798988
2810.7972277476373750.202772252362625
2910.723000366544190.27699963345581
3010.7241823268270120.275817673172988
3100.676515496942694-0.676515496942694
3200.651384905305863-0.651384905305863
3300.672150693450565-0.672150693450565
3400.659577601995971-0.659577601995971
3510.5019093610019490.498090638998051
3610.4979750392162710.502024960783729
3710.6505632877272960.349436712272704
3800.591640136596765-0.591640136596765
3900.520855806402265-0.520855806402265
4010.6175373707389440.382462629261056
4110.7408519200853940.259148079914606
4210.7069275210570740.293072478942926
4310.6720088405845050.327991159415495
4410.6261333057104630.373866694289537
4510.7251060477830680.274893952216932
4600.701496284301481-0.701496284301481
4700.643461822949015-0.643461822949015
4800.590720906991945-0.590720906991945
4910.6456946941465330.354305305853467
5010.7188198744679670.281180125532033
5100.602592987912539-0.602592987912539
5200.524438536537958-0.524438536537958
5300.538210882605373-0.538210882605373
5400.626870942750184-0.626870942750184
5500.578882734927996-0.578882734927996
5610.6744948291331650.325505170866835
5710.7408654258045720.259134574195428
5810.6921225554320110.307877444567989
5910.6899725182538230.310027481746177
6000.6642374045786-0.6642374045786
6100.680094881044021-0.680094881044021
6210.7534114644347150.246588535565285
6300.705314914264652-0.705314914264652
6400.6732602180725-0.6732602180725
6510.7140209241763670.285979075823633
6610.7418899151345330.258110084865467
6710.7609476923887070.239052307611293
6800.675074424899845-0.675074424899845
6910.6164058925734220.383594107426578
7000.615514607662545-0.615514607662545
7100.762254534420463-0.762254534420463
7210.751870032516310.24812996748369
7310.6844895827783440.315510417221656
7410.7384390961816250.261560903818375
7510.6674060443153330.332593955684667
7600.738891097441071-0.738891097441071
7710.6840403747094020.315959625290598
7810.7640671762151950.235932823784805
7910.7232287276262460.276771272373754
8000.758655948199727-0.758655948199727
8110.7286724660376780.271327533962322
8200.662530495646641-0.662530495646641
8310.6614413267848390.338558673215161
8410.7714454706563130.228554529343687
8510.7024861557230160.297513844276984
8600.693324818175786-0.693324818175786
8710.6040494849792790.395950515020721
8810.7070668936502040.292933106349796
8910.6827642614277960.317235738572204
9010.7011106784206350.298889321579365
9110.6924803803075640.307519619692436
9200.69807119375557-0.69807119375557
9310.6819826307245040.318017369275496
9400.702637243331465-0.702637243331465
9510.7351886347838860.264811365216114
9600.736520443756997-0.736520443756997
9710.693185867425710.306814132574289
9800.801931583061363-0.801931583061363
9910.6772983867962430.322701613203757
10000.7476644824024-0.7476644824024
10100.718642105222393-0.718642105222393
10210.7286831944740810.271316805525919
10310.6763676751579810.323632324842019
10410.7127073156739230.287292684326077
10510.727331654665230.272668345334769
10610.7248991077987010.275100892201299
10700.74446203065575-0.74446203065575
10800.696536399638479-0.696536399638479
10910.6933473022256270.306652697774373
11000.749725577986235-0.749725577986235
11110.7265594846908820.273440515309118
11200.771507676294977-0.771507676294977
11310.7179269985472790.282073001452721
11400.748303003772058-0.748303003772058
11500.759043373025509-0.759043373025509
11610.7291316458162880.270868354183712
11710.7394558591599130.260544140840087
11810.7125107474406950.287489252559305
11900.757825062313649-0.757825062313649
12010.7604742178756410.239525782124359
12110.6338867044193660.366113295580634
12210.7460371619518040.253962838048196
12310.5955211228663510.404478877133649
12400.67886500307495-0.67886500307495
12500.754359638697732-0.754359638697732
12600.745413446871254-0.745413446871254
12710.7651801143524080.234819885647592
12810.7519737198865090.248026280113491
12910.7423593319097980.257640668090202
13010.7651801143524080.234819885647592
13110.75723968800080.2427603119992
13210.7527373128562470.247262687143753
13310.7651801143524080.234819885647592
13410.734009474206920.26599052579308
13510.763154536844170.23684546315583
13610.7635019716739840.236498028326016
13710.7537639029127740.246236097087226
13810.7644151247297910.235584875270209
13910.7636511775008130.236348822499187
14010.7651801143524080.234819885647592
14110.7593399641525220.240660035847478
14210.7651801143524080.234819885647592
14310.7621074213519790.237892578648021
14410.759744945768740.240255054231260
14510.7440455733393030.255954426660697
14610.7599995178165870.240000482183413
14710.7651801143524080.234819885647592
14810.756101606849070.243898393150931
14910.7624345548889650.237565445111035
15010.7652925450924210.234707454907579
15110.7641412388032590.235858761196741
15210.7262256780115780.273774321988422
15310.7570179652592720.242982034740728
15410.7636313544047720.236368645595228
15510.762986367117680.23701363288232
15610.7651801143524080.234819885647592
15710.7651801143524080.234819885647592
15810.7623430905309810.237656909469019
15910.7585233195692050.241476680430795
16010.7651801143524080.234819885647592
16110.7651801143524080.234819885647592
16210.7651801143524080.234819885647592
16310.7651801143524080.234819885647592
16410.7670266881799480.232973311820052
16510.7469455921464290.253054407853571
16610.7649507728207340.235049227179266
16710.7651801143524080.234819885647592
16810.7516267567202970.248373243279703
16910.8434101360618980.156589863938102
17010.7651801143524080.234819885647592
17110.7651801143524080.234819885647592
17210.7615649416799030.238435058320097
17310.7651801143524080.234819885647592
17410.7542943223175620.245705677682438
17510.7651801143524080.234819885647592
17610.756268254797870.243731745202129
17710.6425201077973250.357479892202675
17800.765693824408613-0.765693824408613
17910.7651801143524080.234819885647592
18010.7651801143524080.234819885647592
18110.7356351213715880.264364878628412
18200.741193788904786-0.741193788904786
18310.759733957379980.24026604262002
18400.752823882728384-0.752823882728384
18500.757461769151044-0.757461769151044
18600.753088567952765-0.753088567952765
18700.738571128441961-0.738571128441961
18810.7568912746321780.243108725367822
18910.7579354828694730.242064517130527
19010.7651801143524080.234819885647592
19110.7569663574670550.243033642532945
19210.7651801143524080.234819885647592
19310.7557644166379610.244235583362039
19410.7651801143524080.234819885647592
19510.7609756286574360.239024371342564
19600.765180114352408-0.765180114352408
19700.612863004583195-0.612863004583195
19800.765180114352408-0.765180114352408
19900.765180114352408-0.765180114352408
20000.731363585962404-0.731363585962404
20100.765180114352408-0.765180114352408
20200.765180114352408-0.765180114352408
20300.765180114352408-0.765180114352408
20400.767755016290817-0.767755016290817
20500.728331367136353-0.728331367136353
20600.756894055249947-0.756894055249947
20700.758777802372112-0.758777802372112
20800.765180114352408-0.765180114352408
20900.747005533760742-0.747005533760742
21000.774441359708507-0.774441359708507
21110.7651801143524080.234819885647592
21210.7651801143524080.234819885647592
21310.7618702040440230.238129795955977
21410.7603215053915870.239678494608413
21510.7611056269063470.238894373093653
21610.7619152547151540.238084745284846
21710.7584670451016230.241532954898377
21810.7659492568326050.234050743167395
21910.7619152547151540.238084745284846
22010.7404258502782370.259574149721763
22110.7652294488838190.234770551116181
22210.7651801143524080.234819885647592
22310.7643733701539750.235626629846025
22410.7427808426847860.257219157315214
22510.764305206138710.235694793861290
22610.7399156966318510.260084303368149
22710.7563357293134280.243664270686572
22810.7651801143524080.234819885647592
22910.760320013420360.239679986579640
23010.7651801143524080.234819885647592
23110.7574146430022930.242585356997707
23210.7561795516966360.243820448303364
23310.7651801143524080.234819885647592
23410.7524648064740830.247535193525917
23510.7651801143524080.234819885647592
23610.7655492421512480.234450757848752
23710.7651801143524080.234819885647592
23810.7582293310887670.241770668911233
23910.7651801143524080.234819885647592
24010.7651801143524080.234819885647592
24110.7651801143524080.234819885647592
24210.761491020045030.238508979954970
24310.7651801143524080.234819885647592
24410.7577986623696840.242201337630316
24510.759180405310520.240819594689479
24600.765180114352408-0.765180114352408
24700.765180114352408-0.765180114352408
24810.7452453631541820.254754636845818
24900.765180114352408-0.765180114352408
25000.765180114352408-0.765180114352408
25110.7639208062679150.236079193732085
25200.765180114352408-0.765180114352408
25310.7626162060625960.237383793937404
25410.7241745735180050.275825426481995
25510.7042206170748460.295779382925154
25610.7651801143524080.234819885647592
25710.7642251178286810.235774882171319
25810.7517385324532270.248261467546773
25900.765180114352408-0.765180114352408
26010.7651801143524080.234819885647592
26100.765180114352408-0.765180114352408
26200.765180114352408-0.765180114352408
26310.734977945668450.26502205433155
26410.7555594579733220.244440542026678
26500.765180114352408-0.765180114352408
26610.7651801143524080.234819885647592
26700.765180114352408-0.765180114352408
26810.7321574806143050.267842519385695
26900.765180114352408-0.765180114352408
27010.7153349202146710.284665079785329
27100.765180114352408-0.765180114352408
27200.765180114352408-0.765180114352408
27300.765180114352408-0.765180114352408
27410.7398740677387930.260125932261207
27510.7651801143524080.234819885647592
27610.7562746736331330.243725326366867
27710.7380577671397980.261942232860202
27810.7651801143524080.234819885647592
27900.765207761654702-0.765207761654702
28010.7575598424576630.242440157542337
28100.765180114352408-0.765180114352408
28210.7651801143524080.234819885647592
28310.755974583839060.244025416160940
28410.7651801143524080.234819885647592
28510.7456051038880320.254394896111968
28610.7651801143524080.234819885647592
28700.760927999514294-0.760927999514294
28810.7604309730864840.239569026913516
28900.765180114352408-0.765180114352408
29010.7778913225227570.222108677477243
29100.765180114352408-0.765180114352408
29210.7525429021046830.247457097895317
29310.7192943697765490.280705630223451
29410.7651801143524080.234819885647592
29510.7572272564481360.242772743551864
29600.758283519872552-0.758283519872552
29710.7651801143524080.234819885647592
29800.765180114352408-0.765180114352408
29910.7651801143524080.234819885647592
30010.7504882459847620.249511754015237
30100.760525555070339-0.760525555070339
30210.7687506451014210.231249354898579
30310.7635476845337810.236452315466219
30400.765180114352408-0.765180114352408
30510.7601009750701970.239899024929803
30610.749148561680830.250851438319171
30700.765180114352408-0.765180114352408
30800.73683570581095-0.73683570581095
30910.7536041924384880.246395807561512
31000.765180114352408-0.765180114352408
31100.765180114352408-0.765180114352408
31210.7190823173575980.280917682642402
31300.765180114352408-0.765180114352408
31400.741766802028824-0.741766802028824
31510.7536453994023550.246354600597645
31610.7569584981230230.243041501876977
31710.7664021620320370.233597837967963
31810.7422344867737830.257765513226217
31910.7594007331524050.240599266847595
32010.7651801143524080.234819885647592
32110.7651801143524080.234819885647592
32210.7651801143524080.234819885647592
32310.7651801143524080.234819885647592
32400.765180114352408-0.765180114352408
32510.7651801143524080.234819885647592
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32700.765180114352408-0.765180114352408
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32910.7651801143524080.234819885647592
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33110.7651801143524080.234819885647592
33210.7651801143524080.234819885647592
33310.7651801143524080.234819885647592
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33510.7643361603534580.235663839646542
33610.7616704095791550.238329590420845
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33810.7651801143524080.234819885647592
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34210.7651801143524080.234819885647592
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34510.7658750964161210.234124903583879
34610.7651801143524080.234819885647592
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34810.7651801143524080.234819885647592
34910.7651801143524080.234819885647592
35010.7603906345543110.239609365445689
35110.7684140744885470.231585925511453
35210.7577014612512570.242298538748743
35310.755359613339640.24464038666036
35410.763692389505250.23630761049475
35510.7651801143524080.234819885647592
35610.7651801143524080.234819885647592
35710.7456199407733780.254380059226622
35810.7651801143524080.234819885647592
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36010.7651801143524080.234819885647592
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36210.7651801143524080.234819885647592
36310.7651801143524080.234819885647592
36400.734836133509218-0.734836133509218
36510.7563170969336640.243682903066336
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37010.7627745992647350.237225400735265
37110.7651801143524080.234819885647592
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37310.7409599682833070.259040031716693
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37510.7651801143524080.234819885647592
37610.7651801143524080.234819885647592
37710.763665432558030.236334567441970
37810.7595538684010460.240446131598954
37910.7611820951442090.238817904855791
38010.7651801143524080.234819885647592
38110.7651801143524080.234819885647592
38210.7494478393469430.250552160653057
38310.7976905109522770.202309489047723
38410.7651801143524080.234819885647592
38510.7501436602340440.249856339765956
38610.7445728506091090.255427149390891
38710.7626792055676920.237320794432308
38810.7642811364594430.235718863540557
38910.7621431747851840.237856825214816
39010.7631943983261040.236805601673896
39110.7514841158156120.248515884184388
39210.7640737253240240.235926274675976
39310.7629096986335630.237090301366437
39410.7479321929319950.252067807068005
39500.749303770567619-0.749303770567619
39610.7649690467305780.235030953269422
39710.7713706088256350.228629391174365
39800.356577703658450-0.356577703658450
39910.7584452778698520.241554722130148
40000.806395081191039-0.806395081191039
40110.7582040422474560.241795957752544
40210.7528884836641060.247111516335894
40310.7641630232530250.235836976746975
40400.742248934464831-0.742248934464831
40510.75978748659420.2402125134058
40610.7457641157265510.254235884273449
40710.7487428126670270.251257187332973
40810.7561402928036740.243859707196326
40910.7605406933154350.239459306684565
41010.7652761525737530.234723847426247
41110.6929370133735180.307062986626482
41200.767949346394844-0.767949346394844
41300.759795714152478-0.759795714152478
41400.707926232713373-0.707926232713373
41510.7601374080080270.239862591991973
41610.7677429592785090.232257040721491
41710.7770177435634620.222982256436538
41800.744533875925914-0.744533875925914
41910.7374705212716660.262529478728334
42010.7703081104532170.229691889546783
42110.7667267244384340.233273275561566
42210.6781866364073560.321813363592644
42300.836187597129757-0.836187597129757
42410.8112209745002330.188779025499767
42510.7596583429795250.240341657020475
42600.692696756843308-0.692696756843308
42710.7969641012446950.203035898755305
42810.4855514531985290.514448546801471
42910.7526420479753350.247357952024665
43010.688701136492160.311298863507840
43110.8524306311371390.147569368862861


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
90.7056360316927520.5887279366144970.294363968307248
100.557034268697930.885931462604140.44296573130207
110.7773858517466130.4452282965067750.222614148253387
120.8569902971356180.2860194057287650.143009702864382
130.8146466913489420.3707066173021160.185353308651058
140.7857492808732280.4285014382535440.214250719126772
150.7756331850832290.4487336298335430.224366814916771
160.7935155661770780.4129688676458450.206484433822922
170.7798064859278660.4403870281442670.220193514072134
180.7625889270233040.4748221459533920.237411072976696
190.7618082839666360.4763834320667280.238191716033364
200.7757835499747310.4484329000505370.224216450025269
210.7706984641928360.4586030716143270.229301535807164
220.7650809360746120.4698381278507760.234919063925388
230.756827155781330.4863456884373390.243172844218669
240.7269606725834020.5460786548331960.273039327416598
250.705193483302050.58961303339590.29480651669795
260.7282005578811050.543598884237790.271799442118895
270.7479357837673520.5041284324652960.252064216232648
280.757063099949840.4858738001003210.242936900050160
290.7732054976876180.4535890046247640.226794502312382
300.7665526887820380.4668946224359250.233447311217962
310.7926679874873480.4146640250253040.207332012512652
320.8179267025401860.3641465949196270.182073297459814
330.8221741260576530.3556517478846940.177825873942347
340.8305459184748820.3389081630502350.169454081525118
350.8120178541858260.3759642916283470.187982145814174
360.8024679536323980.3950640927352050.197532046367602
370.8082405993874790.3835188012250430.191759400612521
380.8183566898882020.3632866202235950.181643310111798
390.8458853881047040.3082292237905920.154114611895296
400.8402686406465470.3194627187069060.159731359353453
410.8150961553409560.3698076893180870.184903844659044
420.8098223243282460.3803553513435070.190177675671754
430.8031963759792930.3936072480414130.196803624020706
440.7939970133993290.4120059732013430.206002986600671
450.7890946317728150.4218107364543700.210905368227185
460.8136760088871860.3726479822256280.186323991112814
470.8562820609229720.2874358781540560.143717939077028
480.8778355144295820.2443289711408370.122164485570419
490.8752198501851310.2495602996297380.124780149814869
500.8684346389193290.2631307221613420.131565361080671
510.8786288626762560.2427422746474890.121371137323744
520.8875958341634120.2248083316731760.112404165836588
530.897633359499050.2047332810019010.102366640500951
540.9057327013088580.1885345973822850.0942672986911425
550.9159304673352970.1681390653294060.084069532664703
560.9160847129161530.1678305741676930.0839152870838465
570.916635963889460.1667280722210790.0833640361105394
580.9140688853901380.1718622292197230.0859311146098616
590.9096541267392780.1806917465214440.0903458732607222
600.9194115131879280.1611769736241450.0805884868120724
610.926958795476860.146082409046280.07304120452314
620.9218429937665540.1563140124668920.0781570062334459
630.9309053183138120.1381893633723760.069094681686188
640.937990167696570.1240196646068590.0620098323034296
650.9359926329083370.1280147341833270.0640073670916634
660.9268462427238980.1463075145522040.0731537572761021
670.9221140399079230.1557719201841530.0778859600920766
680.9302614948283460.1394770103433090.0697385051716544
690.9295749833850890.1408500332298230.0704250166149113
700.934917475180440.1301650496391200.0650825248195602
710.9435287716578570.1129424566842850.0564712283421427
720.941700096803530.1165998063929390.0582999031964693
730.9400332219969210.1199335560061580.059966778003079
740.9372234722186230.1255530555627540.0627765277813772
750.935310448122870.1293791037542610.0646895518771306
760.9449893181253150.1100213637493710.0550106818746855
770.9428549607254170.1142900785491650.0571450392745826
780.9386629297306820.1226741405386360.0613370702693181
790.9348330751300910.1303338497398180.0651669248699089
800.947349791585620.1053004168287600.0526502084143801
810.9445707869544580.1108584260910840.0554292130455422
820.9511335064077480.0977329871845050.0488664935922525
830.9488626705660560.1022746588678870.0511373294339437
840.9452035745053380.1095928509893250.0547964254946623
850.9421034614543160.1157930770913670.0578965385456835
860.9501881754157270.0996236491685450.0498118245842725
870.9495057266753510.1009885466492970.0504942733246487
880.9463901009710720.1072197980578560.053609899028928
890.943218676000160.1135626479996790.0567813239998393
900.9397085125929070.1205829748141850.0602914874070927
910.9359873657422530.1280252685154930.0640126342577467
920.9458296352945240.1083407294109530.0541703647054764
930.9428503982136150.1142992035727700.0571496017863849
940.9528290980836440.09434180383271160.0471709019163558
950.9495013030151360.1009973939697290.0504986969848643
960.9584595969818110.08308080603637740.0415404030181887
970.9558094882037990.08838102359240260.0441905117962013
980.9668554302579620.06628913948407630.0331445697420382
990.9646210960159740.07075780796805280.0353789039840264
1000.9713154586782720.05736908264345590.0286845413217279
1010.9763222387401080.04735552251978320.0236777612598916
1020.9744470040003730.05110599199925470.0255529959996273
1030.9726582699857340.05468346002853220.0273417300142661
1040.9705641950783580.0588716098432840.029435804921642
1050.9683734838900580.06325303221988380.0316265161099419
1060.9660286704020650.06794265919587060.0339713295979353
1070.9725127332698540.05497453346029140.0274872667301457
1080.9775028050229420.04499438995411540.0224971949770577
1090.9757839026571460.04843219468570880.0242160973428544
1100.9806600820533070.03867983589338560.0193399179466928
1110.9792964994381860.04140700112362840.0207035005618142
1120.9836416935507150.03271661289856960.0163583064492848
1130.9822635319648360.03547293607032850.0177364680351642
1140.9859130535345650.028173892930870.014086946465435
1150.9887382281012650.02252354379746990.0112617718987350
1160.9880046318841720.0239907362316560.011995368115828
1170.9870155803147610.02596883937047730.0129844196852386
1180.9860996526618640.02780069467627190.0139003473381359
1190.9892762055068430.02144758898631430.0107237944931572
1200.988300217335840.02339956532832140.0116997826641607
1210.9875897771223370.02482044575532610.0124102228776630
1220.9865752033531830.02684959329363490.0134247966468174
1230.986152994254250.0276940114915010.0138470057457505
1240.9888309468284920.02233810634301690.0111690531715085
1250.9913585474851970.01728290502960510.00864145251480253
1260.9934247083080220.01315058338395610.00657529169197805
1270.9928675103679660.01426497926406770.00713248963203384
1280.9922767660680370.01544646786392490.00772323393196247
1290.991653822297460.01669235540508110.00834617770254054
1300.9908722343297460.01825553134050750.00912776567025374
1310.9900241413885050.01995171722298980.00997585861149492
1320.9891035684373930.02179286312521420.0108964315626071
1330.9880163257144340.02396734857113210.0119836742855660
1340.9870065915390780.02598681692184370.0129934084609219
1350.985680240225620.02863951954875820.0143197597743791
1360.984202353776180.03159529244763980.0157976462238199
1370.9826364070648730.03472718587025430.0173635929351271
1380.9808241232130750.03835175357384920.0191758767869246
1390.9788184264921590.04236314701568230.0211815735078411
1400.9765939770881320.04681204582373670.0234060229118684
1410.9742172967060.05156540658800040.0257827032940002
1420.9715162235068440.05696755298631250.0284837764931562
1430.9686201194300140.06275976113997180.0313798805699859
1440.9654400905149280.06911981897014470.0345599094850723
1450.9621754628879960.07564907422400760.0378245371120038
1460.9584714838131820.08305703237363680.0415285161868184
1470.954251028824510.09149794235097980.0457489711754899
1480.9498351811884180.1003296376231640.0501648188115822
1490.9449116506961610.1101766986076770.0550883493038386
1500.9394781246448870.1210437507102260.060521875355113
1510.9336520491962640.1326959016074720.0663479508037358
1520.9283467836098640.1433064327802730.0716532163901363
1530.921849384461230.1563012310775400.0781506155387702
1540.914669603508840.1706607929823190.0853303964911594
1550.906922709619310.1861545807613810.0930772903806905
1560.8985544707236580.2028910585526840.101445529276342
1570.8896030825449760.2207938349100490.110396917455024
1580.8801303160282210.2397393679435580.119869683971779
1590.8702814110570720.2594371778858570.129718588942928
1600.8595085046766830.2809829906466340.140491495323317
1610.8480976000465380.3038047999069240.151902399953462
1620.8360417512534110.3279164974931780.163958248746589
1630.8233373302965310.3533253394069380.176662669703469
1640.8096826881699680.3806346236600650.190317311830032
1650.7963393565875710.4073212868248580.203660643412429
1660.7817053923059680.4365892153880640.218294607694032
1670.7664471185213070.4671057629573850.233552881478693
1680.7535767602088580.4928464795822830.246423239791142
1690.7330993825358590.5338012349282830.266900617464141
1700.716096935032760.5678061299344790.283903064967240
1710.698560791196770.6028784176064610.301439208803231
1720.680675799389730.6386484012205410.319324200610271
1730.662175465610260.675649068779480.33782453438974
1740.6439955113164630.7120089773670750.356004488683537
1750.6246992979104260.7506014041791470.375300702089574
1760.6057609492575720.7884781014848560.394239050742428
1770.6005111758872620.7989776482254750.399488824112738
1780.6557532526308150.688493494738370.344246747369185
1790.6367193429124010.7265613141751990.363280657087599
1800.6173214925901620.7653570148196750.382678507409838
1810.5989702893095960.8020594213808080.401029710690404
1820.6512192169618950.697561566076210.348780783038105
1830.6333420586645880.7333158826708240.366657941335412
1840.689773035982730.620453928034540.31022696401727
1850.7367336966937910.5265326066124180.263266303306209
1860.7770063265977860.4459873468044270.222993673402214
1870.8118353572434630.3763292855130730.188164642756537
1880.7986998631450280.4026002737099440.201300136854972
1890.7843672368835020.4312655262329970.215632763116498
1900.7696028121950430.4607943756099130.230397187804957
1910.7552403968039840.4895192063920310.244759603196016
1920.739390449491560.5212191010168790.260609550508439
1930.7237352631952290.5525294736095420.276264736804771
1940.7068699500633680.5862600998732630.293130049936632
1950.6899229591348620.6201540817302770.310077040865138
1960.7376297159576770.5247405680846450.262370284042323
1970.7709096902247690.4581806195504620.229090309775231
1980.8109040109624940.3781919780750130.189095989037506
1990.8461403491074610.3077193017850770.153859650892539
2000.8799962037215330.2400075925569340.120003796278467
2010.9055043212007220.1889913575985560.094495678799278
2020.9267838497213940.1464323005572120.073216150278606
2030.9442236209536620.1115527580926760.0557763790463378
2040.9567796691461760.08644066170764830.0432203308538242
2050.971156280250830.057687439498340.02884371974917
2060.9789800667615970.04203986647680650.0210199332384032
2070.9855775269221070.02884494615578550.0144224730778928
2080.9900881595661750.01982368086764940.00991184043382469
2090.9923014829928480.01539703401430340.0076985170071517
2100.9952107333399990.009578533320002160.00478926666000108
2110.9945227083073230.01095458338535420.00547729169267708
2120.9937452491999060.01250950160018720.00625475080009361
2130.9928845835974170.0142308328051660.007115416402583
2140.9918733331084180.01625333378316370.00812666689158184
2150.990747753443020.01850449311395830.00925224655697917
2160.9895315090082990.02093698198340190.0104684909917010
2170.988184533229170.02363093354166090.0118154667708305
2180.9865498780349270.02690024393014550.0134501219650728
2190.9848560858235220.03028782835295590.0151439141764780
2200.983495506769930.03300898646013910.0165044932300696
2210.9814097183473150.03718056330537090.0185902816526854
2220.9791089753116040.04178204937679140.0208910246883957
2230.976571984457480.04685603108504060.0234280155425203
2240.9741836971150.05163260577000150.0258163028850007
2250.9711429398920070.0577141202159860.028857060107993
2260.9682819806976460.06343603860470720.0317180193023536
2270.9648127143497070.07037457130058640.0351872856502932
2280.9608698253312690.07826034933746240.0391301746687312
2290.9563286478867150.08734270422657080.0436713521132854
2300.951623883044420.09675223391116130.0483761169555806
2310.9464043383708450.1071913232583100.0535956616291552
2320.9412176194875190.1175647610249620.058782380512481
2330.9352569632860540.1294860734278930.0647430367139465
2340.9291269489590640.1417461020818720.0708730510409358
2350.922236764879780.155526470240440.07776323512022
2360.9148009741622530.1703980516754950.0851990258377475
2370.9068880660073410.1862238679853180.093111933992659
2380.898891493827380.2022170123452410.101108506172621
2390.8899279226603950.220144154679210.110072077339605
2400.8804071715262630.2391856569474750.119592828473737
2410.8703201360128630.2593597279742750.129679863987137
2420.859760718451590.2804785630968200.140239281548410
2430.8485276626971980.3029446746056040.151472337302802
2440.8374699848058180.3250600303883630.162530015194182
2450.8232790377055510.3534419245888970.176720962294449
2460.8585538803239350.2828922393521310.141446119676065
2470.8890873138554850.2218253722890300.110912686144515
2480.8806207401445740.2387585197108520.119379259855426
2490.9078983484681470.1842033030637070.0921016515318534
2500.9305964492755750.1388071014488490.0694035507244247
2510.9249311234000430.1501377531999130.0750688765999567
2520.9445164675748580.1109670648502830.0554835324251416
2530.9382845951266460.1234308097467080.0617154048733541
2540.9315174031165760.1369651937668480.068482596883424
2550.92402585832850.1519482833429990.0759741416714995
2560.916457011066910.1670859778661800.0835429889330898
2570.909483116158020.1810337676839600.0905168838419802
2580.9048765826764010.1902468346471970.0951234173235987
2590.9288094782638970.1423810434722070.0711905217361033
2600.9215511544936480.1568976910127050.0784488455063523
2610.9424523861630110.1150952276739780.0575476138369888
2620.9590348638701030.0819302722597940.040965136129897
2630.9541315087114950.09173698257700980.0458684912885049
2640.9494871012046720.1010257975906570.0505128987953285
2650.964632038004880.07073592399024030.0353679619951201
2660.9603074026592280.07938519468154420.0396925973407721
2670.972920856000260.05415828799947970.0270791439997398
2680.9691545755184210.06169084896315720.0308454244815786
2690.9795437661977370.04091246760452630.0204562338022632
2700.9774015753995370.0451968492009260.022598424600463
2710.9855035882124810.02899282357503760.0144964117875188
2720.9911145601878050.01777087962439040.00888543981219521
2730.9948223599923120.01035528001537640.0051776400076882
2740.9941375546603160.01172489067936720.00586244533968359
2750.9931358618346880.01372827633062450.00686413816531227
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2940.9971321529018170.005735694196366680.00286784709818334
2950.9966098214002050.00678035719958950.00339017859979475
2960.9982544773606420.003491045278715970.00174552263935799
2970.9978807671892220.004238465621556070.00211923281077804
2980.9990262559110020.001947488177996950.000973744088998473
2990.998801285714770.002397428570461450.00119871428523073
3000.9985720029793540.002855994041292940.00142799702064647
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3070.999772510019420.0004549799611610740.000227489980580537
3080.9999080584458940.0001838831082110599.19415541055297e-05
3090.9998878283742460.00022434325150910.00011217162575455
3100.9999679207129256.41585741501898e-053.20792870750949e-05
3110.9999924405457631.51189084738074e-057.55945423690369e-06
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3150.9999994472440471.10551190563063e-065.52755952815315e-07
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3190.9999977918939634.41621207358561e-062.20810603679281e-06
3200.9999968512768346.2974463322041e-063.14872316610205e-06
3210.9999955295840418.94083191725183e-064.47041595862592e-06
3220.9999936811252211.26377495577611e-056.31887477888056e-06
3230.999991108204181.77835916419520e-058.89179582097598e-06
3240.9999986497890332.70042193490481e-061.35021096745240e-06
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3270.9999996764663826.47067236758094e-073.23533618379047e-07
3280.9999999770184164.59631673402198e-082.29815836701099e-08
3290.9999999635871067.28257873943046e-083.64128936971523e-08
3300.9999999425905531.14818893647507e-075.74094468237535e-08
3310.9999999099388071.80122385016516e-079.00611925082578e-08
3320.9999998594304372.81139125414554e-071.40569562707277e-07
3330.9999997817183954.36563209753687e-072.18281604876843e-07
3340.9999996665172626.6696547586082e-073.3348273793041e-07
3350.9999994885004861.02299902808433e-065.11499514042166e-07
3360.9999992244068661.55118626753207e-067.75593133766034e-07
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3450.9999746921142935.06157714140915e-052.53078857070458e-05
3460.9999633480803097.33038393821787e-053.66519196910894e-05
3470.999947768416820.0001044631663582225.22315831791112e-05
3480.9999252556037540.0001494887924925467.47443962462732e-05
3490.9998936944581750.0002126110836507500.000106305541825375
3500.9998515397656720.0002969204686563230.000148460234328161
3510.9997928590647330.000414281870533830.000207140935266915
3520.9997151713691810.0005696572616379160.000284828630818958
3530.9996156172377960.0007687655244077130.000384382762203857
3540.9994685279723620.001062944055276180.00053147202763809
3550.9992717476267430.001456504746513400.000728252373256702
3560.9990086753234450.001982649353109230.000991324676554614
3570.9986377087379820.002724582524036940.00136229126201847
3580.9981696994448580.003660601110284230.00183030055514211
3590.9975575564647070.004884887070586860.00244244353529343
3600.9967629621776970.006474075644606710.00323703782230335
3610.995777061563940.008445876872119240.00422293843605962
3620.994479755654870.01104048869025980.00552024434512988
3630.9928345976289120.01433080474217500.00716540237108749
3640.9971114104361180.005777179127764110.00288858956388205
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3670.993409942561880.01318011487623860.0065900574381193
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3690.9888322520551320.02233549588973580.0111677479448679
3700.985722353776190.02855529244761960.0142776462238098
3710.9817657428753270.03646851424934610.0182342571246731
3720.9768954670173450.04620906596530990.0231045329826549
3730.9704871978871240.05902560422575250.0295128021128762
3740.9630149483498150.07397010330036950.0369850516501847
3750.9542156547283160.09156869054336750.0457843452716838
3760.9437835563752430.1124328872495140.0562164436247568
3770.9332732664546190.1334534670907630.0667267335453814
3780.9200213624132370.1599572751735270.0799786375867633
3790.904582228776490.1908355424470190.0954177712235097
3800.8864679450400480.2270641099199040.113532054959952
3810.866033766908030.267932466183940.13396623309197
3820.8408458332251560.3183083335496880.159154166774844
3830.8248153825948440.3503692348103130.175184617405156
3840.7973036467487330.4053927065025340.202696353251267
3850.7706138117040430.4587723765919150.229386188295957
3860.7408099277131140.5183801445737720.259190072286886
3870.7085939498923020.5828121002153960.291406050107698
3880.6752045728474280.6495908543051440.324795427152572
3890.6396706710585610.7206586578828780.360329328941439
3900.6057324648642760.7885350702714480.394267535135724
3910.5707725900518030.8584548198963940.429227409948197
3920.5345038824626070.9309922350747850.465496117537393
3930.4963203676963420.9926407353926840.503679632303658
3940.4574908334376070.9149816668752140.542509166562393
3950.6799366906659840.6401266186680320.320063309334016
3960.6450562628685020.7098874742629950.354943737131497
3970.6157479680988840.7685040638022320.384252031901116
3980.5665790698948310.8668418602103370.433420930105169
3990.5230603650836940.9538792698326130.476939634916306
4000.5608803490467570.8782393019064860.439119650953243
4010.5083018611296810.9833962777406390.491698138870319
4020.469063895338170.938127790676340.53093610466183
4030.4340420450693450.868084090138690.565957954930655
4040.5860884339629070.8278231320741870.413911566037093
4050.5373235227815630.9253529544368740.462676477218437
4060.4847728434489980.9695456868979950.515227156551002
4070.4331903066222360.8663806132444710.566809693377764
4080.4096763905859420.8193527811718830.590323609414058
4090.3860032003180780.7720064006361550.613996799681922
4100.3293755911486840.6587511822973690.670624408851316
4110.3119450585663180.6238901171326360.688054941433682
4120.4577870434226610.9155740868453210.542212956577339
4130.5692825410357160.8614349179285680.430717458964284
4140.78211145324330.43577709351340.2178885467567
4150.7060239870707370.5879520258585260.293976012929263
4160.615686873257250.7686262534855010.384313126742750
4170.5786609770662460.8426780458675080.421339022933754
4180.8528957860837670.2942084278324660.147104213916233
4190.7727166393627950.4545667212744090.227283360637205
4200.65777486779980.6844502644003990.342225132200199
4210.5233202400965980.9533595198068030.476679759903402
4220.733053634768950.5338927304620990.266946365231049


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level810.195652173913043NOK
5% type I error level1560.376811594202899NOK
10% type I error level1950.471014492753623NOK