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 | |||||
Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
(Intercept) | 0.858170604911637 | 0.054666 | 15.6985 | 0 | 0 |
Costs | 3.30450842805771e-06 | 4e-06 | 0.7932 | 0.42811 | 0.214055 |
Trades | 0.000396266602596715 | 0.000384 | 1.032 | 0.302644 | 0.151322 |
Orders | -0.00163242981862732 | 0.000809 | -2.0176 | 0.04426 | 0.02213 |
Dividends | -9.16354136508386e-07 | 1e-06 | -1.2616 | 0.207803 | 0.103901 |
Wealth | -1.1842687358247e-07 | 0 | -1.3678 | 0.172092 | 0.086046 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.247742376698528 |
R-squared | 0.0613762852122353 |
Adjusted R-squared | 0.0503336532735559 |
F-TEST (value) | 5.55812106688529 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 425 |
p-value | 5.66819583612821e-05 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.437304029136044 |
Sum Squared Residuals | 81.2747959069127 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | -0.432935807730215 | 0.432935807730215 |
2 | 0 | -0.232393321532496 | 0.232393321532496 |
3 | 0 | 0.029064832891876 | -0.029064832891876 |
4 | 1 | 0.669912412875448 | 0.330087587124552 |
5 | 0 | 0.351312648845756 | -0.351312648845756 |
6 | 0 | 0.449570370472147 | -0.449570370472147 |
7 | 1 | 0.470563349350172 | 0.529436650649828 |
8 | 0 | 0.268187861907457 | -0.268187861907457 |
9 | 0 | 0.61779874309802 | -0.61779874309802 |
10 | 0 | 0.529783493831412 | -0.529783493831412 |
11 | 1 | 0.467234347620921 | 0.532765652379079 |
12 | 1 | 0.583861178660683 | 0.416138821339317 |
13 | 0 | 0.206011381178250 | -0.206011381178250 |
14 | 1 | 0.733002296807057 | 0.266997703192943 |
15 | 0 | 0.485786141770596 | -0.485786141770596 |
16 | 1 | 0.574499265542744 | 0.425500734457256 |
17 | 1 | 0.418673425459436 | 0.581326574540564 |
18 | 0 | 0.49751322693526 | -0.49751322693526 |
19 | 0 | 0.546450679617075 | -0.546450679617075 |
20 | 1 | 0.447478003582309 | 0.552521996417691 |
21 | 0 | 0.65210778043262 | -0.65210778043262 |
22 | 0 | 0.698431635675116 | -0.698431635675116 |
23 | 1 | 0.539604144312639 | 0.460395855687361 |
24 | 1 | 0.406045758223115 | 0.593954241776885 |
25 | 1 | 0.629795225320822 | 0.370204774679178 |
26 | 1 | 0.716543527373503 | 0.283456472626497 |
27 | 0 | 0.529437940798988 | -0.529437940798988 |
28 | 1 | 0.797227747637375 | 0.202772252362625 |
29 | 1 | 0.72300036654419 | 0.27699963345581 |
30 | 1 | 0.724182326827012 | 0.275817673172988 |
31 | 0 | 0.676515496942694 | -0.676515496942694 |
32 | 0 | 0.651384905305863 | -0.651384905305863 |
33 | 0 | 0.672150693450565 | -0.672150693450565 |
34 | 0 | 0.659577601995971 | -0.659577601995971 |
35 | 1 | 0.501909361001949 | 0.498090638998051 |
36 | 1 | 0.497975039216271 | 0.502024960783729 |
37 | 1 | 0.650563287727296 | 0.349436712272704 |
38 | 0 | 0.591640136596765 | -0.591640136596765 |
39 | 0 | 0.520855806402265 | -0.520855806402265 |
40 | 1 | 0.617537370738944 | 0.382462629261056 |
41 | 1 | 0.740851920085394 | 0.259148079914606 |
42 | 1 | 0.706927521057074 | 0.293072478942926 |
43 | 1 | 0.672008840584505 | 0.327991159415495 |
44 | 1 | 0.626133305710463 | 0.373866694289537 |
45 | 1 | 0.725106047783068 | 0.274893952216932 |
46 | 0 | 0.701496284301481 | -0.701496284301481 |
47 | 0 | 0.643461822949015 | -0.643461822949015 |
48 | 0 | 0.590720906991945 | -0.590720906991945 |
49 | 1 | 0.645694694146533 | 0.354305305853467 |
50 | 1 | 0.718819874467967 | 0.281180125532033 |
51 | 0 | 0.602592987912539 | -0.602592987912539 |
52 | 0 | 0.524438536537958 | -0.524438536537958 |
53 | 0 | 0.538210882605373 | -0.538210882605373 |
54 | 0 | 0.626870942750184 | -0.626870942750184 |
55 | 0 | 0.578882734927996 | -0.578882734927996 |
56 | 1 | 0.674494829133165 | 0.325505170866835 |
57 | 1 | 0.740865425804572 | 0.259134574195428 |
58 | 1 | 0.692122555432011 | 0.307877444567989 |
59 | 1 | 0.689972518253823 | 0.310027481746177 |
60 | 0 | 0.6642374045786 | -0.6642374045786 |
61 | 0 | 0.680094881044021 | -0.680094881044021 |
62 | 1 | 0.753411464434715 | 0.246588535565285 |
63 | 0 | 0.705314914264652 | -0.705314914264652 |
64 | 0 | 0.6732602180725 | -0.6732602180725 |
65 | 1 | 0.714020924176367 | 0.285979075823633 |
66 | 1 | 0.741889915134533 | 0.258110084865467 |
67 | 1 | 0.760947692388707 | 0.239052307611293 |
68 | 0 | 0.675074424899845 | -0.675074424899845 |
69 | 1 | 0.616405892573422 | 0.383594107426578 |
70 | 0 | 0.615514607662545 | -0.615514607662545 |
71 | 0 | 0.762254534420463 | -0.762254534420463 |
72 | 1 | 0.75187003251631 | 0.24812996748369 |
73 | 1 | 0.684489582778344 | 0.315510417221656 |
74 | 1 | 0.738439096181625 | 0.261560903818375 |
75 | 1 | 0.667406044315333 | 0.332593955684667 |
76 | 0 | 0.738891097441071 | -0.738891097441071 |
77 | 1 | 0.684040374709402 | 0.315959625290598 |
78 | 1 | 0.764067176215195 | 0.235932823784805 |
79 | 1 | 0.723228727626246 | 0.276771272373754 |
80 | 0 | 0.758655948199727 | -0.758655948199727 |
81 | 1 | 0.728672466037678 | 0.271327533962322 |
82 | 0 | 0.662530495646641 | -0.662530495646641 |
83 | 1 | 0.661441326784839 | 0.338558673215161 |
84 | 1 | 0.771445470656313 | 0.228554529343687 |
85 | 1 | 0.702486155723016 | 0.297513844276984 |
86 | 0 | 0.693324818175786 | -0.693324818175786 |
87 | 1 | 0.604049484979279 | 0.395950515020721 |
88 | 1 | 0.707066893650204 | 0.292933106349796 |
89 | 1 | 0.682764261427796 | 0.317235738572204 |
90 | 1 | 0.701110678420635 | 0.298889321579365 |
91 | 1 | 0.692480380307564 | 0.307519619692436 |
92 | 0 | 0.69807119375557 | -0.69807119375557 |
93 | 1 | 0.681982630724504 | 0.318017369275496 |
94 | 0 | 0.702637243331465 | -0.702637243331465 |
95 | 1 | 0.735188634783886 | 0.264811365216114 |
96 | 0 | 0.736520443756997 | -0.736520443756997 |
97 | 1 | 0.69318586742571 | 0.306814132574289 |
98 | 0 | 0.801931583061363 | -0.801931583061363 |
99 | 1 | 0.677298386796243 | 0.322701613203757 |
100 | 0 | 0.7476644824024 | -0.7476644824024 |
101 | 0 | 0.718642105222393 | -0.718642105222393 |
102 | 1 | 0.728683194474081 | 0.271316805525919 |
103 | 1 | 0.676367675157981 | 0.323632324842019 |
104 | 1 | 0.712707315673923 | 0.287292684326077 |
105 | 1 | 0.72733165466523 | 0.272668345334769 |
106 | 1 | 0.724899107798701 | 0.275100892201299 |
107 | 0 | 0.74446203065575 | -0.74446203065575 |
108 | 0 | 0.696536399638479 | -0.696536399638479 |
109 | 1 | 0.693347302225627 | 0.306652697774373 |
110 | 0 | 0.749725577986235 | -0.749725577986235 |
111 | 1 | 0.726559484690882 | 0.273440515309118 |
112 | 0 | 0.771507676294977 | -0.771507676294977 |
113 | 1 | 0.717926998547279 | 0.282073001452721 |
114 | 0 | 0.748303003772058 | -0.748303003772058 |
115 | 0 | 0.759043373025509 | -0.759043373025509 |
116 | 1 | 0.729131645816288 | 0.270868354183712 |
117 | 1 | 0.739455859159913 | 0.260544140840087 |
118 | 1 | 0.712510747440695 | 0.287489252559305 |
119 | 0 | 0.757825062313649 | -0.757825062313649 |
120 | 1 | 0.760474217875641 | 0.239525782124359 |
121 | 1 | 0.633886704419366 | 0.366113295580634 |
122 | 1 | 0.746037161951804 | 0.253962838048196 |
123 | 1 | 0.595521122866351 | 0.404478877133649 |
124 | 0 | 0.67886500307495 | -0.67886500307495 |
125 | 0 | 0.754359638697732 | -0.754359638697732 |
126 | 0 | 0.745413446871254 | -0.745413446871254 |
127 | 1 | 0.765180114352408 | 0.234819885647592 |
128 | 1 | 0.751973719886509 | 0.248026280113491 |
129 | 1 | 0.742359331909798 | 0.257640668090202 |
130 | 1 | 0.765180114352408 | 0.234819885647592 |
131 | 1 | 0.7572396880008 | 0.2427603119992 |
132 | 1 | 0.752737312856247 | 0.247262687143753 |
133 | 1 | 0.765180114352408 | 0.234819885647592 |
134 | 1 | 0.73400947420692 | 0.26599052579308 |
135 | 1 | 0.76315453684417 | 0.23684546315583 |
136 | 1 | 0.763501971673984 | 0.236498028326016 |
137 | 1 | 0.753763902912774 | 0.246236097087226 |
138 | 1 | 0.764415124729791 | 0.235584875270209 |
139 | 1 | 0.763651177500813 | 0.236348822499187 |
140 | 1 | 0.765180114352408 | 0.234819885647592 |
141 | 1 | 0.759339964152522 | 0.240660035847478 |
142 | 1 | 0.765180114352408 | 0.234819885647592 |
143 | 1 | 0.762107421351979 | 0.237892578648021 |
144 | 1 | 0.75974494576874 | 0.240255054231260 |
145 | 1 | 0.744045573339303 | 0.255954426660697 |
146 | 1 | 0.759999517816587 | 0.240000482183413 |
147 | 1 | 0.765180114352408 | 0.234819885647592 |
148 | 1 | 0.75610160684907 | 0.243898393150931 |
149 | 1 | 0.762434554888965 | 0.237565445111035 |
150 | 1 | 0.765292545092421 | 0.234707454907579 |
151 | 1 | 0.764141238803259 | 0.235858761196741 |
152 | 1 | 0.726225678011578 | 0.273774321988422 |
153 | 1 | 0.757017965259272 | 0.242982034740728 |
154 | 1 | 0.763631354404772 | 0.236368645595228 |
155 | 1 | 0.76298636711768 | 0.23701363288232 |
156 | 1 | 0.765180114352408 | 0.234819885647592 |
157 | 1 | 0.765180114352408 | 0.234819885647592 |
158 | 1 | 0.762343090530981 | 0.237656909469019 |
159 | 1 | 0.758523319569205 | 0.241476680430795 |
160 | 1 | 0.765180114352408 | 0.234819885647592 |
161 | 1 | 0.765180114352408 | 0.234819885647592 |
162 | 1 | 0.765180114352408 | 0.234819885647592 |
163 | 1 | 0.765180114352408 | 0.234819885647592 |
164 | 1 | 0.767026688179948 | 0.232973311820052 |
165 | 1 | 0.746945592146429 | 0.253054407853571 |
166 | 1 | 0.764950772820734 | 0.235049227179266 |
167 | 1 | 0.765180114352408 | 0.234819885647592 |
168 | 1 | 0.751626756720297 | 0.248373243279703 |
169 | 1 | 0.843410136061898 | 0.156589863938102 |
170 | 1 | 0.765180114352408 | 0.234819885647592 |
171 | 1 | 0.765180114352408 | 0.234819885647592 |
172 | 1 | 0.761564941679903 | 0.238435058320097 |
173 | 1 | 0.765180114352408 | 0.234819885647592 |
174 | 1 | 0.754294322317562 | 0.245705677682438 |
175 | 1 | 0.765180114352408 | 0.234819885647592 |
176 | 1 | 0.75626825479787 | 0.243731745202129 |
177 | 1 | 0.642520107797325 | 0.357479892202675 |
178 | 0 | 0.765693824408613 | -0.765693824408613 |
179 | 1 | 0.765180114352408 | 0.234819885647592 |
180 | 1 | 0.765180114352408 | 0.234819885647592 |
181 | 1 | 0.735635121371588 | 0.264364878628412 |
182 | 0 | 0.741193788904786 | -0.741193788904786 |
183 | 1 | 0.75973395737998 | 0.24026604262002 |
184 | 0 | 0.752823882728384 | -0.752823882728384 |
185 | 0 | 0.757461769151044 | -0.757461769151044 |
186 | 0 | 0.753088567952765 | -0.753088567952765 |
187 | 0 | 0.738571128441961 | -0.738571128441961 |
188 | 1 | 0.756891274632178 | 0.243108725367822 |
189 | 1 | 0.757935482869473 | 0.242064517130527 |
190 | 1 | 0.765180114352408 | 0.234819885647592 |
191 | 1 | 0.756966357467055 | 0.243033642532945 |
192 | 1 | 0.765180114352408 | 0.234819885647592 |
193 | 1 | 0.755764416637961 | 0.244235583362039 |
194 | 1 | 0.765180114352408 | 0.234819885647592 |
195 | 1 | 0.760975628657436 | 0.239024371342564 |
196 | 0 | 0.765180114352408 | -0.765180114352408 |
197 | 0 | 0.612863004583195 | -0.612863004583195 |
198 | 0 | 0.765180114352408 | -0.765180114352408 |
199 | 0 | 0.765180114352408 | -0.765180114352408 |
200 | 0 | 0.731363585962404 | -0.731363585962404 |
201 | 0 | 0.765180114352408 | -0.765180114352408 |
202 | 0 | 0.765180114352408 | -0.765180114352408 |
203 | 0 | 0.765180114352408 | -0.765180114352408 |
204 | 0 | 0.767755016290817 | -0.767755016290817 |
205 | 0 | 0.728331367136353 | -0.728331367136353 |
206 | 0 | 0.756894055249947 | -0.756894055249947 |
207 | 0 | 0.758777802372112 | -0.758777802372112 |
208 | 0 | 0.765180114352408 | -0.765180114352408 |
209 | 0 | 0.747005533760742 | -0.747005533760742 |
210 | 0 | 0.774441359708507 | -0.774441359708507 |
211 | 1 | 0.765180114352408 | 0.234819885647592 |
212 | 1 | 0.765180114352408 | 0.234819885647592 |
213 | 1 | 0.761870204044023 | 0.238129795955977 |
214 | 1 | 0.760321505391587 | 0.239678494608413 |
215 | 1 | 0.761105626906347 | 0.238894373093653 |
216 | 1 | 0.761915254715154 | 0.238084745284846 |
217 | 1 | 0.758467045101623 | 0.241532954898377 |
218 | 1 | 0.765949256832605 | 0.234050743167395 |
219 | 1 | 0.761915254715154 | 0.238084745284846 |
220 | 1 | 0.740425850278237 | 0.259574149721763 |
221 | 1 | 0.765229448883819 | 0.234770551116181 |
222 | 1 | 0.765180114352408 | 0.234819885647592 |
223 | 1 | 0.764373370153975 | 0.235626629846025 |
224 | 1 | 0.742780842684786 | 0.257219157315214 |
225 | 1 | 0.76430520613871 | 0.235694793861290 |
226 | 1 | 0.739915696631851 | 0.260084303368149 |
227 | 1 | 0.756335729313428 | 0.243664270686572 |
228 | 1 | 0.765180114352408 | 0.234819885647592 |
229 | 1 | 0.76032001342036 | 0.239679986579640 |
230 | 1 | 0.765180114352408 | 0.234819885647592 |
231 | 1 | 0.757414643002293 | 0.242585356997707 |
232 | 1 | 0.756179551696636 | 0.243820448303364 |
233 | 1 | 0.765180114352408 | 0.234819885647592 |
234 | 1 | 0.752464806474083 | 0.247535193525917 |
235 | 1 | 0.765180114352408 | 0.234819885647592 |
236 | 1 | 0.765549242151248 | 0.234450757848752 |
237 | 1 | 0.765180114352408 | 0.234819885647592 |
238 | 1 | 0.758229331088767 | 0.241770668911233 |
239 | 1 | 0.765180114352408 | 0.234819885647592 |
240 | 1 | 0.765180114352408 | 0.234819885647592 |
241 | 1 | 0.765180114352408 | 0.234819885647592 |
242 | 1 | 0.76149102004503 | 0.238508979954970 |
243 | 1 | 0.765180114352408 | 0.234819885647592 |
244 | 1 | 0.757798662369684 | 0.242201337630316 |
245 | 1 | 0.75918040531052 | 0.240819594689479 |
246 | 0 | 0.765180114352408 | -0.765180114352408 |
247 | 0 | 0.765180114352408 | -0.765180114352408 |
248 | 1 | 0.745245363154182 | 0.254754636845818 |
249 | 0 | 0.765180114352408 | -0.765180114352408 |
250 | 0 | 0.765180114352408 | -0.765180114352408 |
251 | 1 | 0.763920806267915 | 0.236079193732085 |
252 | 0 | 0.765180114352408 | -0.765180114352408 |
253 | 1 | 0.762616206062596 | 0.237383793937404 |
254 | 1 | 0.724174573518005 | 0.275825426481995 |
255 | 1 | 0.704220617074846 | 0.295779382925154 |
256 | 1 | 0.765180114352408 | 0.234819885647592 |
257 | 1 | 0.764225117828681 | 0.235774882171319 |
258 | 1 | 0.751738532453227 | 0.248261467546773 |
259 | 0 | 0.765180114352408 | -0.765180114352408 |
260 | 1 | 0.765180114352408 | 0.234819885647592 |
261 | 0 | 0.765180114352408 | -0.765180114352408 |
262 | 0 | 0.765180114352408 | -0.765180114352408 |
263 | 1 | 0.73497794566845 | 0.26502205433155 |
264 | 1 | 0.755559457973322 | 0.244440542026678 |
265 | 0 | 0.765180114352408 | -0.765180114352408 |
266 | 1 | 0.765180114352408 | 0.234819885647592 |
267 | 0 | 0.765180114352408 | -0.765180114352408 |
268 | 1 | 0.732157480614305 | 0.267842519385695 |
269 | 0 | 0.765180114352408 | -0.765180114352408 |
270 | 1 | 0.715334920214671 | 0.284665079785329 |
271 | 0 | 0.765180114352408 | -0.765180114352408 |
272 | 0 | 0.765180114352408 | -0.765180114352408 |
273 | 0 | 0.765180114352408 | -0.765180114352408 |
274 | 1 | 0.739874067738793 | 0.260125932261207 |
275 | 1 | 0.765180114352408 | 0.234819885647592 |
276 | 1 | 0.756274673633133 | 0.243725326366867 |
277 | 1 | 0.738057767139798 | 0.261942232860202 |
278 | 1 | 0.765180114352408 | 0.234819885647592 |
279 | 0 | 0.765207761654702 | -0.765207761654702 |
280 | 1 | 0.757559842457663 | 0.242440157542337 |
281 | 0 | 0.765180114352408 | -0.765180114352408 |
282 | 1 | 0.765180114352408 | 0.234819885647592 |
283 | 1 | 0.75597458383906 | 0.244025416160940 |
284 | 1 | 0.765180114352408 | 0.234819885647592 |
285 | 1 | 0.745605103888032 | 0.254394896111968 |
286 | 1 | 0.765180114352408 | 0.234819885647592 |
287 | 0 | 0.760927999514294 | -0.760927999514294 |
288 | 1 | 0.760430973086484 | 0.239569026913516 |
289 | 0 | 0.765180114352408 | -0.765180114352408 |
290 | 1 | 0.777891322522757 | 0.222108677477243 |
291 | 0 | 0.765180114352408 | -0.765180114352408 |
292 | 1 | 0.752542902104683 | 0.247457097895317 |
293 | 1 | 0.719294369776549 | 0.280705630223451 |
294 | 1 | 0.765180114352408 | 0.234819885647592 |
295 | 1 | 0.757227256448136 | 0.242772743551864 |
296 | 0 | 0.758283519872552 | -0.758283519872552 |
297 | 1 | 0.765180114352408 | 0.234819885647592 |
298 | 0 | 0.765180114352408 | -0.765180114352408 |
299 | 1 | 0.765180114352408 | 0.234819885647592 |
300 | 1 | 0.750488245984762 | 0.249511754015237 |
301 | 0 | 0.760525555070339 | -0.760525555070339 |
302 | 1 | 0.768750645101421 | 0.231249354898579 |
303 | 1 | 0.763547684533781 | 0.236452315466219 |
304 | 0 | 0.765180114352408 | -0.765180114352408 |
305 | 1 | 0.760100975070197 | 0.239899024929803 |
306 | 1 | 0.74914856168083 | 0.250851438319171 |
307 | 0 | 0.765180114352408 | -0.765180114352408 |
308 | 0 | 0.73683570581095 | -0.73683570581095 |
309 | 1 | 0.753604192438488 | 0.246395807561512 |
310 | 0 | 0.765180114352408 | -0.765180114352408 |
311 | 0 | 0.765180114352408 | -0.765180114352408 |
312 | 1 | 0.719082317357598 | 0.280917682642402 |
313 | 0 | 0.765180114352408 | -0.765180114352408 |
314 | 0 | 0.741766802028824 | -0.741766802028824 |
315 | 1 | 0.753645399402355 | 0.246354600597645 |
316 | 1 | 0.756958498123023 | 0.243041501876977 |
317 | 1 | 0.766402162032037 | 0.233597837967963 |
318 | 1 | 0.742234486773783 | 0.257765513226217 |
319 | 1 | 0.759400733152405 | 0.240599266847595 |
320 | 1 | 0.765180114352408 | 0.234819885647592 |
321 | 1 | 0.765180114352408 | 0.234819885647592 |
322 | 1 | 0.765180114352408 | 0.234819885647592 |
323 | 1 | 0.765180114352408 | 0.234819885647592 |
324 | 0 | 0.765180114352408 | -0.765180114352408 |
325 | 1 | 0.765180114352408 | 0.234819885647592 |
326 | 1 | 0.764751916758289 | 0.235248083241711 |
327 | 0 | 0.765180114352408 | -0.765180114352408 |
328 | 0 | 0.765180114352408 | -0.765180114352408 |
329 | 1 | 0.765180114352408 | 0.234819885647592 |
330 | 1 | 0.765180114352408 | 0.234819885647592 |
331 | 1 | 0.765180114352408 | 0.234819885647592 |
332 | 1 | 0.765180114352408 | 0.234819885647592 |
333 | 1 | 0.765180114352408 | 0.234819885647592 |
334 | 1 | 0.76145696042881 | 0.238543039571190 |
335 | 1 | 0.764336160353458 | 0.235663839646542 |
336 | 1 | 0.761670409579155 | 0.238329590420845 |
337 | 1 | 0.768320116972303 | 0.231679883027697 |
338 | 1 | 0.765180114352408 | 0.234819885647592 |
339 | 1 | 0.764046230337856 | 0.235953769662144 |
340 | 1 | 0.755049357239033 | 0.244950642760967 |
341 | 1 | 0.752823497773886 | 0.247176502226114 |
342 | 1 | 0.765180114352408 | 0.234819885647592 |
343 | 1 | 0.765180114352408 | 0.234819885647592 |
344 | 1 | 0.765180114352408 | 0.234819885647592 |
345 | 1 | 0.765875096416121 | 0.234124903583879 |
346 | 1 | 0.765180114352408 | 0.234819885647592 |
347 | 1 | 0.765907610043268 | 0.234092389956732 |
348 | 1 | 0.765180114352408 | 0.234819885647592 |
349 | 1 | 0.765180114352408 | 0.234819885647592 |
350 | 1 | 0.760390634554311 | 0.239609365445689 |
351 | 1 | 0.768414074488547 | 0.231585925511453 |
352 | 1 | 0.757701461251257 | 0.242298538748743 |
353 | 1 | 0.75535961333964 | 0.24464038666036 |
354 | 1 | 0.76369238950525 | 0.23630761049475 |
355 | 1 | 0.765180114352408 | 0.234819885647592 |
356 | 1 | 0.765180114352408 | 0.234819885647592 |
357 | 1 | 0.745619940773378 | 0.254380059226622 |
358 | 1 | 0.765180114352408 | 0.234819885647592 |
359 | 1 | 0.765180114352408 | 0.234819885647592 |
360 | 1 | 0.765180114352408 | 0.234819885647592 |
361 | 1 | 0.760234801604716 | 0.239765198395283 |
362 | 1 | 0.765180114352408 | 0.234819885647592 |
363 | 1 | 0.765180114352408 | 0.234819885647592 |
364 | 0 | 0.734836133509218 | -0.734836133509218 |
365 | 1 | 0.756317096933664 | 0.243682903066336 |
366 | 1 | 0.765180114352408 | 0.234819885647592 |
367 | 1 | 0.765180114352408 | 0.234819885647592 |
368 | 1 | 0.765180114352408 | 0.234819885647592 |
369 | 1 | 0.765180114352408 | 0.234819885647592 |
370 | 1 | 0.762774599264735 | 0.237225400735265 |
371 | 1 | 0.765180114352408 | 0.234819885647592 |
372 | 1 | 0.770999481157775 | 0.229000518842225 |
373 | 1 | 0.740959968283307 | 0.259040031716693 |
374 | 1 | 0.758439228212143 | 0.241560771787857 |
375 | 1 | 0.765180114352408 | 0.234819885647592 |
376 | 1 | 0.765180114352408 | 0.234819885647592 |
377 | 1 | 0.76366543255803 | 0.236334567441970 |
378 | 1 | 0.759553868401046 | 0.240446131598954 |
379 | 1 | 0.761182095144209 | 0.238817904855791 |
380 | 1 | 0.765180114352408 | 0.234819885647592 |
381 | 1 | 0.765180114352408 | 0.234819885647592 |
382 | 1 | 0.749447839346943 | 0.250552160653057 |
383 | 1 | 0.797690510952277 | 0.202309489047723 |
384 | 1 | 0.765180114352408 | 0.234819885647592 |
385 | 1 | 0.750143660234044 | 0.249856339765956 |
386 | 1 | 0.744572850609109 | 0.255427149390891 |
387 | 1 | 0.762679205567692 | 0.237320794432308 |
388 | 1 | 0.764281136459443 | 0.235718863540557 |
389 | 1 | 0.762143174785184 | 0.237856825214816 |
390 | 1 | 0.763194398326104 | 0.236805601673896 |
391 | 1 | 0.751484115815612 | 0.248515884184388 |
392 | 1 | 0.764073725324024 | 0.235926274675976 |
393 | 1 | 0.762909698633563 | 0.237090301366437 |
394 | 1 | 0.747932192931995 | 0.252067807068005 |
395 | 0 | 0.749303770567619 | -0.749303770567619 |
396 | 1 | 0.764969046730578 | 0.235030953269422 |
397 | 1 | 0.771370608825635 | 0.228629391174365 |
398 | 0 | 0.356577703658450 | -0.356577703658450 |
399 | 1 | 0.758445277869852 | 0.241554722130148 |
400 | 0 | 0.806395081191039 | -0.806395081191039 |
401 | 1 | 0.758204042247456 | 0.241795957752544 |
402 | 1 | 0.752888483664106 | 0.247111516335894 |
403 | 1 | 0.764163023253025 | 0.235836976746975 |
404 | 0 | 0.742248934464831 | -0.742248934464831 |
405 | 1 | 0.7597874865942 | 0.2402125134058 |
406 | 1 | 0.745764115726551 | 0.254235884273449 |
407 | 1 | 0.748742812667027 | 0.251257187332973 |
408 | 1 | 0.756140292803674 | 0.243859707196326 |
409 | 1 | 0.760540693315435 | 0.239459306684565 |
410 | 1 | 0.765276152573753 | 0.234723847426247 |
411 | 1 | 0.692937013373518 | 0.307062986626482 |
412 | 0 | 0.767949346394844 | -0.767949346394844 |
413 | 0 | 0.759795714152478 | -0.759795714152478 |
414 | 0 | 0.707926232713373 | -0.707926232713373 |
415 | 1 | 0.760137408008027 | 0.239862591991973 |
416 | 1 | 0.767742959278509 | 0.232257040721491 |
417 | 1 | 0.777017743563462 | 0.222982256436538 |
418 | 0 | 0.744533875925914 | -0.744533875925914 |
419 | 1 | 0.737470521271666 | 0.262529478728334 |
420 | 1 | 0.770308110453217 | 0.229691889546783 |
421 | 1 | 0.766726724438434 | 0.233273275561566 |
422 | 1 | 0.678186636407356 | 0.321813363592644 |
423 | 0 | 0.836187597129757 | -0.836187597129757 |
424 | 1 | 0.811220974500233 | 0.188779025499767 |
425 | 1 | 0.759658342979525 | 0.240341657020475 |
426 | 0 | 0.692696756843308 | -0.692696756843308 |
427 | 1 | 0.796964101244695 | 0.203035898755305 |
428 | 1 | 0.485551453198529 | 0.514448546801471 |
429 | 1 | 0.752642047975335 | 0.247357952024665 |
430 | 1 | 0.68870113649216 | 0.311298863507840 |
431 | 1 | 0.852430631137139 | 0.147569368862861 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.705636031692752 | 0.588727936614497 | 0.294363968307248 |
10 | 0.55703426869793 | 0.88593146260414 | 0.44296573130207 |
11 | 0.777385851746613 | 0.445228296506775 | 0.222614148253387 |
12 | 0.856990297135618 | 0.286019405728765 | 0.143009702864382 |
13 | 0.814646691348942 | 0.370706617302116 | 0.185353308651058 |
14 | 0.785749280873228 | 0.428501438253544 | 0.214250719126772 |
15 | 0.775633185083229 | 0.448733629833543 | 0.224366814916771 |
16 | 0.793515566177078 | 0.412968867645845 | 0.206484433822922 |
17 | 0.779806485927866 | 0.440387028144267 | 0.220193514072134 |
18 | 0.762588927023304 | 0.474822145953392 | 0.237411072976696 |
19 | 0.761808283966636 | 0.476383432066728 | 0.238191716033364 |
20 | 0.775783549974731 | 0.448432900050537 | 0.224216450025269 |
21 | 0.770698464192836 | 0.458603071614327 | 0.229301535807164 |
22 | 0.765080936074612 | 0.469838127850776 | 0.234919063925388 |
23 | 0.75682715578133 | 0.486345688437339 | 0.243172844218669 |
24 | 0.726960672583402 | 0.546078654833196 | 0.273039327416598 |
25 | 0.70519348330205 | 0.5896130333959 | 0.29480651669795 |
26 | 0.728200557881105 | 0.54359888423779 | 0.271799442118895 |
27 | 0.747935783767352 | 0.504128432465296 | 0.252064216232648 |
28 | 0.75706309994984 | 0.485873800100321 | 0.242936900050160 |
29 | 0.773205497687618 | 0.453589004624764 | 0.226794502312382 |
30 | 0.766552688782038 | 0.466894622435925 | 0.233447311217962 |
31 | 0.792667987487348 | 0.414664025025304 | 0.207332012512652 |
32 | 0.817926702540186 | 0.364146594919627 | 0.182073297459814 |
33 | 0.822174126057653 | 0.355651747884694 | 0.177825873942347 |
34 | 0.830545918474882 | 0.338908163050235 | 0.169454081525118 |
35 | 0.812017854185826 | 0.375964291628347 | 0.187982145814174 |
36 | 0.802467953632398 | 0.395064092735205 | 0.197532046367602 |
37 | 0.808240599387479 | 0.383518801225043 | 0.191759400612521 |
38 | 0.818356689888202 | 0.363286620223595 | 0.181643310111798 |
39 | 0.845885388104704 | 0.308229223790592 | 0.154114611895296 |
40 | 0.840268640646547 | 0.319462718706906 | 0.159731359353453 |
41 | 0.815096155340956 | 0.369807689318087 | 0.184903844659044 |
42 | 0.809822324328246 | 0.380355351343507 | 0.190177675671754 |
43 | 0.803196375979293 | 0.393607248041413 | 0.196803624020706 |
44 | 0.793997013399329 | 0.412005973201343 | 0.206002986600671 |
45 | 0.789094631772815 | 0.421810736454370 | 0.210905368227185 |
46 | 0.813676008887186 | 0.372647982225628 | 0.186323991112814 |
47 | 0.856282060922972 | 0.287435878154056 | 0.143717939077028 |
48 | 0.877835514429582 | 0.244328971140837 | 0.122164485570419 |
49 | 0.875219850185131 | 0.249560299629738 | 0.124780149814869 |
50 | 0.868434638919329 | 0.263130722161342 | 0.131565361080671 |
51 | 0.878628862676256 | 0.242742274647489 | 0.121371137323744 |
52 | 0.887595834163412 | 0.224808331673176 | 0.112404165836588 |
53 | 0.89763335949905 | 0.204733281001901 | 0.102366640500951 |
54 | 0.905732701308858 | 0.188534597382285 | 0.0942672986911425 |
55 | 0.915930467335297 | 0.168139065329406 | 0.084069532664703 |
56 | 0.916084712916153 | 0.167830574167693 | 0.0839152870838465 |
57 | 0.91663596388946 | 0.166728072221079 | 0.0833640361105394 |
58 | 0.914068885390138 | 0.171862229219723 | 0.0859311146098616 |
59 | 0.909654126739278 | 0.180691746521444 | 0.0903458732607222 |
60 | 0.919411513187928 | 0.161176973624145 | 0.0805884868120724 |
61 | 0.92695879547686 | 0.14608240904628 | 0.07304120452314 |
62 | 0.921842993766554 | 0.156314012466892 | 0.0781570062334459 |
63 | 0.930905318313812 | 0.138189363372376 | 0.069094681686188 |
64 | 0.93799016769657 | 0.124019664606859 | 0.0620098323034296 |
65 | 0.935992632908337 | 0.128014734183327 | 0.0640073670916634 |
66 | 0.926846242723898 | 0.146307514552204 | 0.0731537572761021 |
67 | 0.922114039907923 | 0.155771920184153 | 0.0778859600920766 |
68 | 0.930261494828346 | 0.139477010343309 | 0.0697385051716544 |
69 | 0.929574983385089 | 0.140850033229823 | 0.0704250166149113 |
70 | 0.93491747518044 | 0.130165049639120 | 0.0650825248195602 |
71 | 0.943528771657857 | 0.112942456684285 | 0.0564712283421427 |
72 | 0.94170009680353 | 0.116599806392939 | 0.0582999031964693 |
73 | 0.940033221996921 | 0.119933556006158 | 0.059966778003079 |
74 | 0.937223472218623 | 0.125553055562754 | 0.0627765277813772 |
75 | 0.93531044812287 | 0.129379103754261 | 0.0646895518771306 |
76 | 0.944989318125315 | 0.110021363749371 | 0.0550106818746855 |
77 | 0.942854960725417 | 0.114290078549165 | 0.0571450392745826 |
78 | 0.938662929730682 | 0.122674140538636 | 0.0613370702693181 |
79 | 0.934833075130091 | 0.130333849739818 | 0.0651669248699089 |
80 | 0.94734979158562 | 0.105300416828760 | 0.0526502084143801 |
81 | 0.944570786954458 | 0.110858426091084 | 0.0554292130455422 |
82 | 0.951133506407748 | 0.097732987184505 | 0.0488664935922525 |
83 | 0.948862670566056 | 0.102274658867887 | 0.0511373294339437 |
84 | 0.945203574505338 | 0.109592850989325 | 0.0547964254946623 |
85 | 0.942103461454316 | 0.115793077091367 | 0.0578965385456835 |
86 | 0.950188175415727 | 0.099623649168545 | 0.0498118245842725 |
87 | 0.949505726675351 | 0.100988546649297 | 0.0504942733246487 |
88 | 0.946390100971072 | 0.107219798057856 | 0.053609899028928 |
89 | 0.94321867600016 | 0.113562647999679 | 0.0567813239998393 |
90 | 0.939708512592907 | 0.120582974814185 | 0.0602914874070927 |
91 | 0.935987365742253 | 0.128025268515493 | 0.0640126342577467 |
92 | 0.945829635294524 | 0.108340729410953 | 0.0541703647054764 |
93 | 0.942850398213615 | 0.114299203572770 | 0.0571496017863849 |
94 | 0.952829098083644 | 0.0943418038327116 | 0.0471709019163558 |
95 | 0.949501303015136 | 0.100997393969729 | 0.0504986969848643 |
96 | 0.958459596981811 | 0.0830808060363774 | 0.0415404030181887 |
97 | 0.955809488203799 | 0.0883810235924026 | 0.0441905117962013 |
98 | 0.966855430257962 | 0.0662891394840763 | 0.0331445697420382 |
99 | 0.964621096015974 | 0.0707578079680528 | 0.0353789039840264 |
100 | 0.971315458678272 | 0.0573690826434559 | 0.0286845413217279 |
101 | 0.976322238740108 | 0.0473555225197832 | 0.0236777612598916 |
102 | 0.974447004000373 | 0.0511059919992547 | 0.0255529959996273 |
103 | 0.972658269985734 | 0.0546834600285322 | 0.0273417300142661 |
104 | 0.970564195078358 | 0.058871609843284 | 0.029435804921642 |
105 | 0.968373483890058 | 0.0632530322198838 | 0.0316265161099419 |
106 | 0.966028670402065 | 0.0679426591958706 | 0.0339713295979353 |
107 | 0.972512733269854 | 0.0549745334602914 | 0.0274872667301457 |
108 | 0.977502805022942 | 0.0449943899541154 | 0.0224971949770577 |
109 | 0.975783902657146 | 0.0484321946857088 | 0.0242160973428544 |
110 | 0.980660082053307 | 0.0386798358933856 | 0.0193399179466928 |
111 | 0.979296499438186 | 0.0414070011236284 | 0.0207035005618142 |
112 | 0.983641693550715 | 0.0327166128985696 | 0.0163583064492848 |
113 | 0.982263531964836 | 0.0354729360703285 | 0.0177364680351642 |
114 | 0.985913053534565 | 0.02817389293087 | 0.014086946465435 |
115 | 0.988738228101265 | 0.0225235437974699 | 0.0112617718987350 |
116 | 0.988004631884172 | 0.023990736231656 | 0.011995368115828 |
117 | 0.987015580314761 | 0.0259688393704773 | 0.0129844196852386 |
118 | 0.986099652661864 | 0.0278006946762719 | 0.0139003473381359 |
119 | 0.989276205506843 | 0.0214475889863143 | 0.0107237944931572 |
120 | 0.98830021733584 | 0.0233995653283214 | 0.0116997826641607 |
121 | 0.987589777122337 | 0.0248204457553261 | 0.0124102228776630 |
122 | 0.986575203353183 | 0.0268495932936349 | 0.0134247966468174 |
123 | 0.98615299425425 | 0.027694011491501 | 0.0138470057457505 |
124 | 0.988830946828492 | 0.0223381063430169 | 0.0111690531715085 |
125 | 0.991358547485197 | 0.0172829050296051 | 0.00864145251480253 |
126 | 0.993424708308022 | 0.0131505833839561 | 0.00657529169197805 |
127 | 0.992867510367966 | 0.0142649792640677 | 0.00713248963203384 |
128 | 0.992276766068037 | 0.0154464678639249 | 0.00772323393196247 |
129 | 0.99165382229746 | 0.0166923554050811 | 0.00834617770254054 |
130 | 0.990872234329746 | 0.0182555313405075 | 0.00912776567025374 |
131 | 0.990024141388505 | 0.0199517172229898 | 0.00997585861149492 |
132 | 0.989103568437393 | 0.0217928631252142 | 0.0108964315626071 |
133 | 0.988016325714434 | 0.0239673485711321 | 0.0119836742855660 |
134 | 0.987006591539078 | 0.0259868169218437 | 0.0129934084609219 |
135 | 0.98568024022562 | 0.0286395195487582 | 0.0143197597743791 |
136 | 0.98420235377618 | 0.0315952924476398 | 0.0157976462238199 |
137 | 0.982636407064873 | 0.0347271858702543 | 0.0173635929351271 |
138 | 0.980824123213075 | 0.0383517535738492 | 0.0191758767869246 |
139 | 0.978818426492159 | 0.0423631470156823 | 0.0211815735078411 |
140 | 0.976593977088132 | 0.0468120458237367 | 0.0234060229118684 |
141 | 0.974217296706 | 0.0515654065880004 | 0.0257827032940002 |
142 | 0.971516223506844 | 0.0569675529863125 | 0.0284837764931562 |
143 | 0.968620119430014 | 0.0627597611399718 | 0.0313798805699859 |
144 | 0.965440090514928 | 0.0691198189701447 | 0.0345599094850723 |
145 | 0.962175462887996 | 0.0756490742240076 | 0.0378245371120038 |
146 | 0.958471483813182 | 0.0830570323736368 | 0.0415285161868184 |
147 | 0.95425102882451 | 0.0914979423509798 | 0.0457489711754899 |
148 | 0.949835181188418 | 0.100329637623164 | 0.0501648188115822 |
149 | 0.944911650696161 | 0.110176698607677 | 0.0550883493038386 |
150 | 0.939478124644887 | 0.121043750710226 | 0.060521875355113 |
151 | 0.933652049196264 | 0.132695901607472 | 0.0663479508037358 |
152 | 0.928346783609864 | 0.143306432780273 | 0.0716532163901363 |
153 | 0.92184938446123 | 0.156301231077540 | 0.0781506155387702 |
154 | 0.91466960350884 | 0.170660792982319 | 0.0853303964911594 |
155 | 0.90692270961931 | 0.186154580761381 | 0.0930772903806905 |
156 | 0.898554470723658 | 0.202891058552684 | 0.101445529276342 |
157 | 0.889603082544976 | 0.220793834910049 | 0.110396917455024 |
158 | 0.880130316028221 | 0.239739367943558 | 0.119869683971779 |
159 | 0.870281411057072 | 0.259437177885857 | 0.129718588942928 |
160 | 0.859508504676683 | 0.280982990646634 | 0.140491495323317 |
161 | 0.848097600046538 | 0.303804799906924 | 0.151902399953462 |
162 | 0.836041751253411 | 0.327916497493178 | 0.163958248746589 |
163 | 0.823337330296531 | 0.353325339406938 | 0.176662669703469 |
164 | 0.809682688169968 | 0.380634623660065 | 0.190317311830032 |
165 | 0.796339356587571 | 0.407321286824858 | 0.203660643412429 |
166 | 0.781705392305968 | 0.436589215388064 | 0.218294607694032 |
167 | 0.766447118521307 | 0.467105762957385 | 0.233552881478693 |
168 | 0.753576760208858 | 0.492846479582283 | 0.246423239791142 |
169 | 0.733099382535859 | 0.533801234928283 | 0.266900617464141 |
170 | 0.71609693503276 | 0.567806129934479 | 0.283903064967240 |
171 | 0.69856079119677 | 0.602878417606461 | 0.301439208803231 |
172 | 0.68067579938973 | 0.638648401220541 | 0.319324200610271 |
173 | 0.66217546561026 | 0.67564906877948 | 0.33782453438974 |
174 | 0.643995511316463 | 0.712008977367075 | 0.356004488683537 |
175 | 0.624699297910426 | 0.750601404179147 | 0.375300702089574 |
176 | 0.605760949257572 | 0.788478101484856 | 0.394239050742428 |
177 | 0.600511175887262 | 0.798977648225475 | 0.399488824112738 |
178 | 0.655753252630815 | 0.68849349473837 | 0.344246747369185 |
179 | 0.636719342912401 | 0.726561314175199 | 0.363280657087599 |
180 | 0.617321492590162 | 0.765357014819675 | 0.382678507409838 |
181 | 0.598970289309596 | 0.802059421380808 | 0.401029710690404 |
182 | 0.651219216961895 | 0.69756156607621 | 0.348780783038105 |
183 | 0.633342058664588 | 0.733315882670824 | 0.366657941335412 |
184 | 0.68977303598273 | 0.62045392803454 | 0.31022696401727 |
185 | 0.736733696693791 | 0.526532606612418 | 0.263266303306209 |
186 | 0.777006326597786 | 0.445987346804427 | 0.222993673402214 |
187 | 0.811835357243463 | 0.376329285513073 | 0.188164642756537 |
188 | 0.798699863145028 | 0.402600273709944 | 0.201300136854972 |
189 | 0.784367236883502 | 0.431265526232997 | 0.215632763116498 |
190 | 0.769602812195043 | 0.460794375609913 | 0.230397187804957 |
191 | 0.755240396803984 | 0.489519206392031 | 0.244759603196016 |
192 | 0.73939044949156 | 0.521219101016879 | 0.260609550508439 |
193 | 0.723735263195229 | 0.552529473609542 | 0.276264736804771 |
194 | 0.706869950063368 | 0.586260099873263 | 0.293130049936632 |
195 | 0.689922959134862 | 0.620154081730277 | 0.310077040865138 |
196 | 0.737629715957677 | 0.524740568084645 | 0.262370284042323 |
197 | 0.770909690224769 | 0.458180619550462 | 0.229090309775231 |
198 | 0.810904010962494 | 0.378191978075013 | 0.189095989037506 |
199 | 0.846140349107461 | 0.307719301785077 | 0.153859650892539 |
200 | 0.879996203721533 | 0.240007592556934 | 0.120003796278467 |
201 | 0.905504321200722 | 0.188991357598556 | 0.094495678799278 |
202 | 0.926783849721394 | 0.146432300557212 | 0.073216150278606 |
203 | 0.944223620953662 | 0.111552758092676 | 0.0557763790463378 |
204 | 0.956779669146176 | 0.0864406617076483 | 0.0432203308538242 |
205 | 0.97115628025083 | 0.05768743949834 | 0.02884371974917 |
206 | 0.978980066761597 | 0.0420398664768065 | 0.0210199332384032 |
207 | 0.985577526922107 | 0.0288449461557855 | 0.0144224730778928 |
208 | 0.990088159566175 | 0.0198236808676494 | 0.00991184043382469 |
209 | 0.992301482992848 | 0.0153970340143034 | 0.0076985170071517 |
210 | 0.995210733339999 | 0.00957853332000216 | 0.00478926666000108 |
211 | 0.994522708307323 | 0.0109545833853542 | 0.00547729169267708 |
212 | 0.993745249199906 | 0.0125095016001872 | 0.00625475080009361 |
213 | 0.992884583597417 | 0.014230832805166 | 0.007115416402583 |
214 | 0.991873333108418 | 0.0162533337831637 | 0.00812666689158184 |
215 | 0.99074775344302 | 0.0185044931139583 | 0.00925224655697917 |
216 | 0.989531509008299 | 0.0209369819834019 | 0.0104684909917010 |
217 | 0.98818453322917 | 0.0236309335416609 | 0.0118154667708305 |
218 | 0.986549878034927 | 0.0269002439301455 | 0.0134501219650728 |
219 | 0.984856085823522 | 0.0302878283529559 | 0.0151439141764780 |
220 | 0.98349550676993 | 0.0330089864601391 | 0.0165044932300696 |
221 | 0.981409718347315 | 0.0371805633053709 | 0.0185902816526854 |
222 | 0.979108975311604 | 0.0417820493767914 | 0.0208910246883957 |
223 | 0.97657198445748 | 0.0468560310850406 | 0.0234280155425203 |
224 | 0.974183697115 | 0.0516326057700015 | 0.0258163028850007 |
225 | 0.971142939892007 | 0.057714120215986 | 0.028857060107993 |
226 | 0.968281980697646 | 0.0634360386047072 | 0.0317180193023536 |
227 | 0.964812714349707 | 0.0703745713005864 | 0.0351872856502932 |
228 | 0.960869825331269 | 0.0782603493374624 | 0.0391301746687312 |
229 | 0.956328647886715 | 0.0873427042265708 | 0.0436713521132854 |
230 | 0.95162388304442 | 0.0967522339111613 | 0.0483761169555806 |
231 | 0.946404338370845 | 0.107191323258310 | 0.0535956616291552 |
232 | 0.941217619487519 | 0.117564761024962 | 0.058782380512481 |
233 | 0.935256963286054 | 0.129486073427893 | 0.0647430367139465 |
234 | 0.929126948959064 | 0.141746102081872 | 0.0708730510409358 |
235 | 0.92223676487978 | 0.15552647024044 | 0.07776323512022 |
236 | 0.914800974162253 | 0.170398051675495 | 0.0851990258377475 |
237 | 0.906888066007341 | 0.186223867985318 | 0.093111933992659 |
238 | 0.89889149382738 | 0.202217012345241 | 0.101108506172621 |
239 | 0.889927922660395 | 0.22014415467921 | 0.110072077339605 |
240 | 0.880407171526263 | 0.239185656947475 | 0.119592828473737 |
241 | 0.870320136012863 | 0.259359727974275 | 0.129679863987137 |
242 | 0.85976071845159 | 0.280478563096820 | 0.140239281548410 |
243 | 0.848527662697198 | 0.302944674605604 | 0.151472337302802 |
244 | 0.837469984805818 | 0.325060030388363 | 0.162530015194182 |
245 | 0.823279037705551 | 0.353441924588897 | 0.176720962294449 |
246 | 0.858553880323935 | 0.282892239352131 | 0.141446119676065 |
247 | 0.889087313855485 | 0.221825372289030 | 0.110912686144515 |
248 | 0.880620740144574 | 0.238758519710852 | 0.119379259855426 |
249 | 0.907898348468147 | 0.184203303063707 | 0.0921016515318534 |
250 | 0.930596449275575 | 0.138807101448849 | 0.0694035507244247 |
251 | 0.924931123400043 | 0.150137753199913 | 0.0750688765999567 |
252 | 0.944516467574858 | 0.110967064850283 | 0.0554835324251416 |
253 | 0.938284595126646 | 0.123430809746708 | 0.0617154048733541 |
254 | 0.931517403116576 | 0.136965193766848 | 0.068482596883424 |
255 | 0.9240258583285 | 0.151948283342999 | 0.0759741416714995 |
256 | 0.91645701106691 | 0.167085977866180 | 0.0835429889330898 |
257 | 0.90948311615802 | 0.181033767683960 | 0.0905168838419802 |
258 | 0.904876582676401 | 0.190246834647197 | 0.0951234173235987 |
259 | 0.928809478263897 | 0.142381043472207 | 0.0711905217361033 |
260 | 0.921551154493648 | 0.156897691012705 | 0.0784488455063523 |
261 | 0.942452386163011 | 0.115095227673978 | 0.0575476138369888 |
262 | 0.959034863870103 | 0.081930272259794 | 0.040965136129897 |
263 | 0.954131508711495 | 0.0917369825770098 | 0.0458684912885049 |
264 | 0.949487101204672 | 0.101025797590657 | 0.0505128987953285 |
265 | 0.96463203800488 | 0.0707359239902403 | 0.0353679619951201 |
266 | 0.960307402659228 | 0.0793851946815442 | 0.0396925973407721 |
267 | 0.97292085600026 | 0.0541582879994797 | 0.0270791439997398 |
268 | 0.969154575518421 | 0.0616908489631572 | 0.0308454244815786 |
269 | 0.979543766197737 | 0.0409124676045263 | 0.0204562338022632 |
270 | 0.977401575399537 | 0.045196849200926 | 0.022598424600463 |
271 | 0.985503588212481 | 0.0289928235750376 | 0.0144964117875188 |
272 | 0.991114560187805 | 0.0177708796243904 | 0.00888543981219521 |
273 | 0.994822359992312 | 0.0103552800153764 | 0.0051776400076882 |
274 | 0.994137554660316 | 0.0117248906793672 | 0.00586244533968359 |
275 | 0.993135861834688 | 0.0137282763306245 | 0.00686413816531227 |
276 | 0.99202291020527 | 0.0159541795894592 | 0.0079770897947296 |
277 | 0.990924480749584 | 0.0181510385008329 | 0.00907551925041643 |
278 | 0.989450983145896 | 0.0210980337082084 | 0.0105490168541042 |
279 | 0.995180612355456 | 0.00963877528908865 | 0.00481938764454433 |
280 | 0.994217732271016 | 0.0115645354579680 | 0.00578226772898401 |
281 | 0.996778211634237 | 0.00644357673152612 | 0.00322178836576306 |
282 | 0.996184707774706 | 0.0076305844505883 | 0.00381529222529415 |
283 | 0.995482950171321 | 0.0090340996573571 | 0.00451704982867855 |
284 | 0.994677932043322 | 0.0106441359133569 | 0.00532206795667845 |
285 | 0.993668520942855 | 0.0126629581142898 | 0.00633147905714491 |
286 | 0.992581994629444 | 0.0148360107411114 | 0.00741800537055572 |
287 | 0.995754951155834 | 0.0084900976883323 | 0.00424504884416615 |
288 | 0.9949796574064 | 0.0100406851871985 | 0.00502034259359924 |
289 | 0.997334856723172 | 0.00533028655365534 | 0.00266514327682767 |
290 | 0.996766538257404 | 0.00646692348519162 | 0.00323346174259581 |
291 | 0.998383681582656 | 0.0032326368346874 | 0.0016163184173437 |
292 | 0.998050557383763 | 0.0038988852324735 | 0.00194944261623675 |
293 | 0.997617905761818 | 0.00476418847636497 | 0.00238209423818249 |
294 | 0.997132152901817 | 0.00573569419636668 | 0.00286784709818334 |
295 | 0.996609821400205 | 0.0067803571995895 | 0.00339017859979475 |
296 | 0.998254477360642 | 0.00349104527871597 | 0.00174552263935799 |
297 | 0.997880767189222 | 0.00423846562155607 | 0.00211923281077804 |
298 | 0.999026255911002 | 0.00194748817799695 | 0.000973744088998473 |
299 | 0.99880128571477 | 0.00239742857046145 | 0.00119871428523073 |
300 | 0.998572002979354 | 0.00285599404129294 | 0.00142799702064647 |
301 | 0.999359814565203 | 0.00128037086959502 | 0.000640185434797512 |
302 | 0.99920599609393 | 0.00158800781213831 | 0.000794003906069153 |
303 | 0.99901789781883 | 0.00196420436234034 | 0.000982102181170169 |
304 | 0.999603952864677 | 0.000792094270646537 | 0.000396047135323269 |
305 | 0.999495086168021 | 0.00100982766395762 | 0.000504913831978809 |
306 | 0.999384889855913 | 0.00123022028817311 | 0.000615110144086555 |
307 | 0.99977251001942 | 0.000454979961161074 | 0.000227489980580537 |
308 | 0.999908058445894 | 0.000183883108211059 | 9.19415541055297e-05 |
309 | 0.999887828374246 | 0.0002243432515091 | 0.00011217162575455 |
310 | 0.999967920712925 | 6.41585741501898e-05 | 3.20792870750949e-05 |
311 | 0.999992440545763 | 1.51189084738074e-05 | 7.55945423690369e-06 |
312 | 0.999989463978565 | 2.10720428704610e-05 | 1.05360214352305e-05 |
313 | 0.9999979740505 | 4.0518989994074e-06 | 2.0259494997037e-06 |
314 | 0.99999960932443 | 7.8135113883498e-07 | 3.9067556941749e-07 |
315 | 0.999999447244047 | 1.10551190563063e-06 | 5.52755952815315e-07 |
316 | 0.999999191179162 | 1.61764167545625e-06 | 8.08820837728126e-07 |
317 | 0.999998834314746 | 2.3313705083649e-06 | 1.16568525418245e-06 |
318 | 0.999998438062295 | 3.12387540908819e-06 | 1.56193770454410e-06 |
319 | 0.999997791893963 | 4.41621207358561e-06 | 2.20810603679281e-06 |
320 | 0.999996851276834 | 6.2974463322041e-06 | 3.14872316610205e-06 |
321 | 0.999995529584041 | 8.94083191725183e-06 | 4.47041595862592e-06 |
322 | 0.999993681125221 | 1.26377495577611e-05 | 6.31887477888056e-06 |
323 | 0.99999110820418 | 1.77835916419520e-05 | 8.89179582097598e-06 |
324 | 0.999998649789033 | 2.70042193490481e-06 | 1.35021096745240e-06 |
325 | 0.999998034379681 | 3.93124063739902e-06 | 1.96562031869951e-06 |
326 | 0.999997156024934 | 5.68795013227017e-06 | 2.84397506613509e-06 |
327 | 0.999999676466382 | 6.47067236758094e-07 | 3.23533618379047e-07 |
328 | 0.999999977018416 | 4.59631673402198e-08 | 2.29815836701099e-08 |
329 | 0.999999963587106 | 7.28257873943046e-08 | 3.64128936971523e-08 |
330 | 0.999999942590553 | 1.14818893647507e-07 | 5.74094468237535e-08 |
331 | 0.999999909938807 | 1.80122385016516e-07 | 9.00611925082578e-08 |
332 | 0.999999859430437 | 2.81139125414554e-07 | 1.40569562707277e-07 |
333 | 0.999999781718395 | 4.36563209753687e-07 | 2.18281604876843e-07 |
334 | 0.999999666517262 | 6.6696547586082e-07 | 3.3348273793041e-07 |
335 | 0.999999488500486 | 1.02299902808433e-06 | 5.11499514042166e-07 |
336 | 0.999999224406866 | 1.55118626753207e-06 | 7.75593133766034e-07 |
337 | 0.999998845991197 | 2.30801760680601e-06 | 1.15400880340301e-06 |
338 | 0.99999825297494 | 3.49405011883929e-06 | 1.74702505941965e-06 |
339 | 0.999997374353386 | 5.25129322709201e-06 | 2.62564661354601e-06 |
340 | 0.999996200947583 | 7.59810483319918e-06 | 3.79905241659959e-06 |
341 | 0.999994478533669 | 1.10429326624314e-05 | 5.52146633121568e-06 |
342 | 0.99999181959911 | 1.63608017816031e-05 | 8.18040089080156e-06 |
343 | 0.999987949747792 | 2.41005044165739e-05 | 1.20502522082869e-05 |
344 | 0.99998235220561 | 3.52955887819806e-05 | 1.76477943909903e-05 |
345 | 0.999974692114293 | 5.06157714140915e-05 | 2.53078857070458e-05 |
346 | 0.999963348080309 | 7.33038393821787e-05 | 3.66519196910894e-05 |
347 | 0.99994776841682 | 0.000104463166358222 | 5.22315831791112e-05 |
348 | 0.999925255603754 | 0.000149488792492546 | 7.47443962462732e-05 |
349 | 0.999893694458175 | 0.000212611083650750 | 0.000106305541825375 |
350 | 0.999851539765672 | 0.000296920468656323 | 0.000148460234328161 |
351 | 0.999792859064733 | 0.00041428187053383 | 0.000207140935266915 |
352 | 0.999715171369181 | 0.000569657261637916 | 0.000284828630818958 |
353 | 0.999615617237796 | 0.000768765524407713 | 0.000384382762203857 |
354 | 0.999468527972362 | 0.00106294405527618 | 0.00053147202763809 |
355 | 0.999271747626743 | 0.00145650474651340 | 0.000728252373256702 |
356 | 0.999008675323445 | 0.00198264935310923 | 0.000991324676554614 |
357 | 0.998637708737982 | 0.00272458252403694 | 0.00136229126201847 |
358 | 0.998169699444858 | 0.00366060111028423 | 0.00183030055514211 |
359 | 0.997557556464707 | 0.00488488707058686 | 0.00244244353529343 |
360 | 0.996762962177697 | 0.00647407564460671 | 0.00323703782230335 |
361 | 0.99577706156394 | 0.00844587687211924 | 0.00422293843605962 |
362 | 0.99447975565487 | 0.0110404886902598 | 0.00552024434512988 |
363 | 0.992834597628912 | 0.0143308047421750 | 0.00716540237108749 |
364 | 0.997111410436118 | 0.00577717912776411 | 0.00288858956388205 |
365 | 0.99622868873677 | 0.0075426225264597 | 0.00377131126322985 |
366 | 0.994995745277371 | 0.0100085094452577 | 0.00500425472262885 |
367 | 0.99340994256188 | 0.0131801148762386 | 0.0065900574381193 |
368 | 0.991387905996754 | 0.0172241880064920 | 0.00861209400324598 |
369 | 0.988832252055132 | 0.0223354958897358 | 0.0111677479448679 |
370 | 0.98572235377619 | 0.0285552924476196 | 0.0142776462238098 |
371 | 0.981765742875327 | 0.0364685142493461 | 0.0182342571246731 |
372 | 0.976895467017345 | 0.0462090659653099 | 0.0231045329826549 |
373 | 0.970487197887124 | 0.0590256042257525 | 0.0295128021128762 |
374 | 0.963014948349815 | 0.0739701033003695 | 0.0369850516501847 |
375 | 0.954215654728316 | 0.0915686905433675 | 0.0457843452716838 |
376 | 0.943783556375243 | 0.112432887249514 | 0.0562164436247568 |
377 | 0.933273266454619 | 0.133453467090763 | 0.0667267335453814 |
378 | 0.920021362413237 | 0.159957275173527 | 0.0799786375867633 |
379 | 0.90458222877649 | 0.190835542447019 | 0.0954177712235097 |
380 | 0.886467945040048 | 0.227064109919904 | 0.113532054959952 |
381 | 0.86603376690803 | 0.26793246618394 | 0.13396623309197 |
382 | 0.840845833225156 | 0.318308333549688 | 0.159154166774844 |
383 | 0.824815382594844 | 0.350369234810313 | 0.175184617405156 |
384 | 0.797303646748733 | 0.405392706502534 | 0.202696353251267 |
385 | 0.770613811704043 | 0.458772376591915 | 0.229386188295957 |
386 | 0.740809927713114 | 0.518380144573772 | 0.259190072286886 |
387 | 0.708593949892302 | 0.582812100215396 | 0.291406050107698 |
388 | 0.675204572847428 | 0.649590854305144 | 0.324795427152572 |
389 | 0.639670671058561 | 0.720658657882878 | 0.360329328941439 |
390 | 0.605732464864276 | 0.788535070271448 | 0.394267535135724 |
391 | 0.570772590051803 | 0.858454819896394 | 0.429227409948197 |
392 | 0.534503882462607 | 0.930992235074785 | 0.465496117537393 |
393 | 0.496320367696342 | 0.992640735392684 | 0.503679632303658 |
394 | 0.457490833437607 | 0.914981666875214 | 0.542509166562393 |
395 | 0.679936690665984 | 0.640126618668032 | 0.320063309334016 |
396 | 0.645056262868502 | 0.709887474262995 | 0.354943737131497 |
397 | 0.615747968098884 | 0.768504063802232 | 0.384252031901116 |
398 | 0.566579069894831 | 0.866841860210337 | 0.433420930105169 |
399 | 0.523060365083694 | 0.953879269832613 | 0.476939634916306 |
400 | 0.560880349046757 | 0.878239301906486 | 0.439119650953243 |
401 | 0.508301861129681 | 0.983396277740639 | 0.491698138870319 |
402 | 0.46906389533817 | 0.93812779067634 | 0.53093610466183 |
403 | 0.434042045069345 | 0.86808409013869 | 0.565957954930655 |
404 | 0.586088433962907 | 0.827823132074187 | 0.413911566037093 |
405 | 0.537323522781563 | 0.925352954436874 | 0.462676477218437 |
406 | 0.484772843448998 | 0.969545686897995 | 0.515227156551002 |
407 | 0.433190306622236 | 0.866380613244471 | 0.566809693377764 |
408 | 0.409676390585942 | 0.819352781171883 | 0.590323609414058 |
409 | 0.386003200318078 | 0.772006400636155 | 0.613996799681922 |
410 | 0.329375591148684 | 0.658751182297369 | 0.670624408851316 |
411 | 0.311945058566318 | 0.623890117132636 | 0.688054941433682 |
412 | 0.457787043422661 | 0.915574086845321 | 0.542212956577339 |
413 | 0.569282541035716 | 0.861434917928568 | 0.430717458964284 |
414 | 0.7821114532433 | 0.4357770935134 | 0.2178885467567 |
415 | 0.706023987070737 | 0.587952025858526 | 0.293976012929263 |
416 | 0.61568687325725 | 0.768626253485501 | 0.384313126742750 |
417 | 0.578660977066246 | 0.842678045867508 | 0.421339022933754 |
418 | 0.852895786083767 | 0.294208427832466 | 0.147104213916233 |
419 | 0.772716639362795 | 0.454566721274409 | 0.227283360637205 |
420 | 0.6577748677998 | 0.684450264400399 | 0.342225132200199 |
421 | 0.523320240096598 | 0.953359519806803 | 0.476679759903402 |
422 | 0.73305363476895 | 0.533892730462099 | 0.266946365231049 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 81 | 0.195652173913043 | NOK |
5% type I error level | 156 | 0.376811594202899 | NOK |
10% type I error level | 195 | 0.471014492753623 | NOK |