Multiple Linear Regression - Estimated Regression Equation |
Gold[t] = + 314.125322655855 + 4.45579919198396Oil[t] + 117.538980489271ETF[t] + 335.677304242437Crisis[t] -0.0148989271676622Dow[t] + 18.2333614796751Bonds[t] -2932.84128226089Inflation[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) | 314.125322655855 | 45.008337 | 6.9793 | 0 | 0 |
Oil | 4.45579919198396 | 0.540885 | 8.238 | 0 | 0 |
ETF | 117.538980489271 | 18.904316 | 6.2176 | 0 | 0 |
Crisis | 335.677304242437 | 25.173687 | 13.3345 | 0 | 0 |
Dow | -0.0148989271676622 | 0.002441 | -6.1042 | 0 | 0 |
Bonds | 18.2333614796751 | 6.085641 | 2.9961 | 0.002969 | 0.001484 |
Inflation | -2932.84128226089 | 510.038096 | -5.7502 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.945251705974231 |
R-squared | 0.893500787647195 |
Adjusted R-squared | 0.891312447667343 |
F-TEST (value) | 408.300719208885 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 292 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 73.5219597847205 |
Sum Squared Residuals | 1578399.74261113 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 321.61 | 467.705461860838 | -146.095461860838 |
2 | 345.85 | 443.802983256713 | -97.9529832567128 |
3 | 338.6 | 428.973332018486 | -90.3733320184864 |
4 | 345.64 | 419.633073739576 | -73.9930737395758 |
5 | 340.71 | 426.988099839084 | -86.2780998390838 |
6 | 342.49 | 443.12085778867 | -100.630857788670 |
7 | 342.65 | 429.60488273986 | -86.9548827398601 |
8 | 348.68 | 418.55118505228 | -69.8711850522796 |
9 | 377.36 | 430.206414587293 | -52.8464145872931 |
10 | 418.05 | 434.690064193239 | -16.6400641932395 |
11 | 423.13 | 440.879248860502 | -17.7492488605019 |
12 | 397.69 | 444.603369899266 | -46.9133698992659 |
13 | 390.8 | 452.114925888377 | -61.3149258883773 |
14 | 408.29 | 448.898605631507 | -40.6086056315073 |
15 | 401.02 | 428.462708276029 | -27.4427082760288 |
16 | 409.24 | 402.069802652272 | 7.17019734772817 |
17 | 439.28 | 395.99633807918 | 43.2836619208204 |
18 | 459.95 | 405.893152846998 | 54.0568471530017 |
19 | 449.66 | 407.483516592621 | 42.1764834073793 |
20 | 451.14 | 402.129328381874 | 49.0106716181256 |
21 | 460.66 | 392.645456953426 | 68.0145430465743 |
22 | 460.23 | 401.086423622516 | 59.1435763774837 |
23 | 465.69 | 408.068525435576 | 57.6214745644237 |
24 | 468.01 | 395.151876333938 | 72.8581236660616 |
25 | 486.74 | 393.826743015921 | 92.9132569840789 |
26 | 475.89 | 397.867804172852 | 78.0221958271484 |
27 | 441.52 | 388.170527811031 | 53.3494721889685 |
28 | 443.63 | 388.214968907924 | 55.4150310920761 |
29 | 451.62 | 401.501080487585 | 50.1189195124147 |
30 | 451.14 | 408.402836082371 | 42.7371639176291 |
31 | 450.88 | 397.596913064326 | 53.2830869356738 |
32 | 437.56 | 390.950069930716 | 46.6099300692839 |
33 | 431.18 | 399.688439834233 | 31.4915601657673 |
34 | 412.02 | 382.872768568524 | 29.1472314314757 |
35 | 407.14 | 372.421008111910 | 34.7189918880896 |
36 | 420.48 | 377.292250207201 | 43.1877497927988 |
37 | 418.92 | 383.719172747076 | 35.200827252924 |
38 | 403.57 | 381.38500079447 | 22.1849992055297 |
39 | 387.55 | 379.701765196719 | 7.84823480328137 |
40 | 390.02 | 385.255719902143 | 4.76428009785688 |
41 | 384.37 | 381.595229707488 | 2.77477029251212 |
42 | 370.62 | 362.655990387136 | 7.96400961286414 |
43 | 367.9 | 356.443424002948 | 11.4565759970519 |
44 | 374.91 | 353.426788274078 | 21.4832117259224 |
45 | 365.15 | 358.368401343919 | 6.78159865608111 |
46 | 361.91 | 374.856752116421 | -12.9467521164213 |
47 | 367.03 | 371.039211343538 | -4.0092113435382 |
48 | 395.19 | 362.675334323561 | 32.5146656764391 |
49 | 409.25 | 366.066196805991 | 43.1838031940095 |
50 | 410.49 | 364.394805944235 | 46.0951940557653 |
51 | 416.58 | 362.747662707023 | 53.8323372929769 |
52 | 392.21 | 357.679019196006 | 34.5309808039944 |
53 | 374.29 | 369.348738267686 | 4.94126173231367 |
54 | 369.05 | 375.291471392075 | -6.24147139207527 |
55 | 352.19 | 355.278065417452 | -3.08806541745165 |
56 | 362.85 | 358.722863861725 | 4.12713613827471 |
57 | 395.47 | 388.206112680071 | 7.26388731992851 |
58 | 388.82 | 408.821680146520 | -20.0016801465195 |
59 | 380.39 | 407.547037827492 | -27.1570378274922 |
60 | 381.73 | 385.473317270762 | -3.74331727076152 |
61 | 377.69 | 361.693053156512 | 15.9969468434877 |
62 | 383.04 | 356.751345205559 | 26.2886547944414 |
63 | 363.89 | 341.074735263836 | 22.8152647361638 |
64 | 363.23 | 356.159235006602 | 7.07076499339775 |
65 | 358.37 | 356.74064253132 | 1.62935746868015 |
66 | 356.97 | 354.293531901871 | 2.67646809812868 |
67 | 366.87 | 363.291064012020 | 3.57893598798029 |
68 | 367.57 | 374.148251444604 | -6.57825144460421 |
69 | 355.88 | 387.389205334133 | -31.5092053341331 |
70 | 348.88 | 398.101663610384 | -49.2216636103835 |
71 | 358.77 | 416.074256286289 | -57.3042562862888 |
72 | 360.42 | 409.554958705830 | -49.1349587058305 |
73 | 361.08 | 384.872521501677 | -23.7925215016766 |
74 | 354.57 | 396.083879985201 | -41.5138799852008 |
75 | 353.73 | 395.241627559569 | -41.5116275595692 |
76 | 344.2 | 387.291240777068 | -43.0912407770685 |
77 | 338.34 | 390.285369233852 | -51.9453692338519 |
78 | 337.21 | 396.559956479724 | -59.3499564797236 |
79 | 340.96 | 399.522370852982 | -58.5623708529815 |
80 | 353.29 | 385.603278695013 | -32.3132786950132 |
81 | 342.67 | 380.852172809036 | -38.1821728090355 |
82 | 345.71 | 384.759917935641 | -39.0499179356408 |
83 | 344.17 | 381.591052479218 | -37.4210524792181 |
84 | 334.92 | 384.969862179491 | -50.0498621794911 |
85 | 334.81 | 383.201883837816 | -48.3918838378162 |
86 | 329.05 | 366.401106405537 | -37.3511064055375 |
87 | 329.31 | 364.050590339286 | -34.7405903392861 |
88 | 330.25 | 363.879927100267 | -33.6299271002673 |
89 | 341.89 | 359.469164882279 | -17.5791648822786 |
90 | 367.74 | 358.189240257498 | 9.55075974250191 |
91 | 371.93 | 359.948591900388 | 11.9814080996118 |
92 | 392.79 | 358.858620559693 | 33.931379440307 |
93 | 377.97 | 355.321923901352 | 22.6480760986484 |
94 | 354.93 | 350.41754185339 | 4.51245814660983 |
95 | 364.4 | 349.060918076682 | 15.3390819233183 |
96 | 374.05 | 352.285640822013 | 21.7643591779869 |
97 | 383.63 | 342.32332129525 | 41.3066787047499 |
98 | 386.56 | 348.793100646254 | 37.7668993537458 |
99 | 381.9 | 353.371403545704 | 28.5285964542959 |
100 | 384.08 | 365.579310800868 | 18.5006891991321 |
101 | 377.29 | 384.616812237647 | -7.3268122376467 |
102 | 381.54 | 395.136034149823 | -13.596034149823 |
103 | 385.6 | 393.229077194968 | -7.62907719496818 |
104 | 385.47 | 390.281980187572 | -4.81198018757194 |
105 | 380.4 | 378.418725248130 | 1.98127475187021 |
106 | 391.74 | 377.844229948915 | 13.8957700510853 |
107 | 389.57 | 393.965031456577 | -4.39503145657704 |
108 | 384.29 | 401.74168823313 | -17.4516882331302 |
109 | 379.26 | 392.820452020123 | -13.560452020123 |
110 | 378.44 | 391.676923215273 | -13.2369232152735 |
111 | 376.63 | 384.310232079519 | -7.68023207951888 |
112 | 382.48 | 377.085909477241 | 5.39409052275864 |
113 | 390.89 | 372.569356017225 | 18.3206439827749 |
114 | 385.04 | 357.155187092260 | 27.8848129077396 |
115 | 387.58 | 346.77820258507 | 40.8017974149301 |
116 | 386.19 | 349.011426213322 | 37.1785737866779 |
117 | 383.78 | 360.47953096 | 23.3004690399999 |
118 | 383.1 | 355.947093134270 | 27.1529068657304 |
119 | 383.25 | 343.103012757553 | 40.1469872424472 |
120 | 385.19 | 345.185009620279 | 40.0049903797209 |
121 | 387.35 | 347.443603909246 | 39.9063960907544 |
122 | 400.49 | 336.023472544203 | 64.4665274557973 |
123 | 404.53 | 339.410779988592 | 65.1192200114078 |
124 | 396.15 | 348.617550364391 | 47.5324496356089 |
125 | 392.79 | 357.490164194385 | 35.2998358056152 |
126 | 391.96 | 353.350372125982 | 38.6096278740182 |
127 | 385.04 | 357.796330188079 | 27.2436698119213 |
128 | 383.58 | 357.626989242187 | 25.953010757813 |
129 | 387.46 | 357.083700228407 | 30.3762997715926 |
130 | 382.9 | 361.611209902859 | 21.2887900971409 |
131 | 381.04 | 359.983329793926 | 21.0566702060741 |
132 | 377.69 | 333.677662111256 | 44.012337888744 |
133 | 368.95 | 340.235531280083 | 28.7144687199168 |
134 | 353.87 | 347.093133033946 | 6.77686696605424 |
135 | 347.03 | 331.246550223514 | 15.7834497764859 |
136 | 351.49 | 343.555213530522 | 7.93478646947847 |
137 | 344.23 | 342.261914508113 | 1.96808549188703 |
138 | 344.09 | 348.452103759925 | -4.36210375992481 |
139 | 340.51 | 331.05805408634 | 9.4519459136598 |
140 | 323.9 | 321.856576917277 | 2.04342308272335 |
141 | 324.02 | 333.898516832822 | -9.8785168328216 |
142 | 323.11 | 329.244916964035 | -6.13491696403537 |
143 | 324.36 | 341.706303844359 | -17.3463038443585 |
144 | 305.55 | 336.527502724735 | -30.9775027247351 |
145 | 288.59 | 329.126149148968 | -40.5361491489682 |
146 | 289.15 | 318.405085346438 | -29.2550853464382 |
147 | 297.49 | 309.281292035353 | -11.7912920353534 |
148 | 295.94 | 304.704449396806 | -8.76444939680565 |
149 | 308.29 | 299.483489758165 | 8.80651024183498 |
150 | 299.1 | 297.332336487424 | 1.76766351257625 |
151 | 292.32 | 287.243993998724 | 5.07600600127625 |
152 | 292.87 | 288.669644276774 | 4.20035572322621 |
153 | 284.11 | 307.399388319688 | -23.2893883196877 |
154 | 288.98 | 302.807204017791 | -13.8272040177912 |
155 | 295.93 | 284.225730302629 | 11.7042696973708 |
156 | 294.17 | 273.900304472977 | 20.2696955270228 |
157 | 291.68 | 261.227546620417 | 30.4524533795834 |
158 | 287.07 | 262.188145993904 | 24.8818540060957 |
159 | 287.33 | 267.43556460548 | 19.8944353945198 |
160 | 285.96 | 270.354605645982 | 15.6053943540179 |
161 | 282.62 | 251.141021074959 | 31.4789789250413 |
162 | 276.44 | 268.38458986784 | 8.05541013216008 |
163 | 261.31 | 273.033793028695 | -11.7237930286947 |
164 | 256.08 | 281.594851512262 | -25.5148515122615 |
165 | 256.69 | 284.727428510656 | -28.0374285106558 |
166 | 264.74 | 290.646934080773 | -25.9069340807731 |
167 | 310.72 | 289.432026458152 | 21.2879735418481 |
168 | 293.18 | 293.025300442871 | 0.154699557129412 |
169 | 283.07 | 290.040708947556 | -6.9707089475565 |
170 | 284.32 | 304.560607204211 | -20.2406072042113 |
171 | 299.86 | 308.587770260304 | -8.72777026030408 |
172 | 286.39 | 277.826899662263 | 8.56310033773686 |
173 | 279.69 | 277.910887058705 | 1.77911294129464 |
174 | 275.19 | 302.582927617833 | -27.3929276178326 |
175 | 285.73 | 292.260685378503 | -6.53068537850281 |
176 | 281.59 | 285.824939122058 | -4.23493912205791 |
177 | 274.47 | 284.323848119625 | -9.85384811962496 |
178 | 273.68 | 302.821655703070 | -29.1416557030704 |
179 | 270 | 294.10567942433 | -24.10567942433 |
180 | 266.01 | 306.239982918088 | -40.2299829180882 |
181 | 271.45 | 262.268928305870 | 9.18107169413049 |
182 | 265.49 | 252.168119887574 | 13.3218801124261 |
183 | 261.87 | 268.48829330692 | -6.6182933069198 |
184 | 263.03 | 281.930918849107 | -18.9009188491067 |
185 | 260.48 | 266.363706381535 | -5.88370638153529 |
186 | 272.36 | 266.556280405538 | 5.8037195944624 |
187 | 269.82 | 278.828548408282 | -9.00854840828226 |
188 | 267.53 | 283.623175934465 | -16.0931759344647 |
189 | 272.39 | 291.738504721557 | -19.3485047215567 |
190 | 283.42 | 302.411270330994 | -18.9912703309938 |
191 | 283.06 | 292.246863934736 | -9.18686393473557 |
192 | 276.16 | 279.819807990686 | -3.65980799068642 |
193 | 275.85 | 294.636185824647 | -18.7861858246466 |
194 | 281.51 | 310.053599421445 | -28.5435994214455 |
195 | 295.5 | 308.740714280962 | -13.2407142809625 |
196 | 294.06 | 317.448013889271 | -23.3880138892709 |
197 | 302.68 | 326.166034903466 | -23.4860349034661 |
198 | 314.58 | 340.143053988448 | -25.5630539884477 |
199 | 321.18 | 344.118511583722 | -22.9385115837220 |
200 | 313.29 | 340.521205523647 | -27.2312055236474 |
201 | 310.25 | 329.17562676696 | -18.9256267669603 |
202 | 319.14 | 353.174805062237 | -34.0348050622374 |
203 | 316.56 | 324.109748709095 | -7.5497487090951 |
204 | 319.07 | 301.41191888163 | 17.6580811183702 |
205 | 331.92 | 317.885966615733 | 14.0340333842671 |
206 | 356.86 | 328.904629708251 | 27.9553702917486 |
207 | 358.97 | 326.748417881910 | 32.2215821180905 |
208 | 340.55 | 428.762571501272 | -88.2125715012719 |
209 | 328.18 | 425.855572716632 | -97.675572716632 |
210 | 355.68 | 420.664143509429 | -64.9841435094295 |
211 | 356.35 | 420.918929786121 | -64.568929786121 |
212 | 350.99 | 432.170648837873 | -81.1806488378726 |
213 | 359.77 | 441.46575194891 | -81.6957519489102 |
214 | 378.95 | 423.050546414589 | -44.1005464145888 |
215 | 378.92 | 433.268560522489 | -54.3485605224892 |
216 | 389.91 | 442.307822285828 | -52.3978222858283 |
217 | 406.11 | 432.096997866598 | -25.9869978665976 |
218 | 413.79 | 434.488535234540 | -20.6985352345395 |
219 | 404.95 | 438.267059696816 | -33.3170596968156 |
220 | 406.67 | 446.256899726451 | -39.5868997264506 |
221 | 403.26 | 441.816037524717 | -38.5560375247168 |
222 | 383.78 | 444.096068170143 | -60.316068170143 |
223 | 392.48 | 424.997287786298 | -32.5172877862983 |
224 | 398.09 | 443.936675294541 | -45.8466752945407 |
225 | 400.51 | 467.773288190865 | -67.2632881908655 |
226 | 405.28 | 467.937267780729 | -62.6572677807288 |
227 | 420.46 | 472.3316739603 | -51.8716739603 |
228 | 439.38 | 437.540178765471 | 1.83982123452876 |
229 | 442.08 | 426.831751195346 | 15.2482488046541 |
230 | 424.03 | 456.329943479817 | -32.2999434798165 |
231 | 423.35 | 457.63735430588 | -34.2873543058802 |
232 | 434.32 | 491.818885335384 | -57.4988853353838 |
233 | 429.23 | 481.620972848264 | -52.390972848264 |
234 | 421.87 | 482.029214272847 | -60.1592142728472 |
235 | 430.66 | 517.425054874881 | -86.7650548748804 |
236 | 424.48 | 507.605532513912 | -83.1255325139124 |
237 | 437.93 | 522.063507286338 | -84.1335072863376 |
238 | 456.05 | 488.02867761298 | -31.9786776129797 |
239 | 469.9 | 489.208134500589 | -19.3081345005893 |
240 | 476.67 | 497.083403216378 | -20.4134032163778 |
241 | 510.1 | 504.930097733003 | 5.16990226699715 |
242 | 549.86 | 511.36211704862 | 38.4978829513802 |
243 | 555 | 511.747554817018 | 43.2524451829816 |
244 | 557.09 | 525.080943577217 | 32.0090564227828 |
245 | 610.65 | 552.29517767387 | 58.3548223261303 |
246 | 675.39 | 541.950627884447 | 133.439372115553 |
247 | 596.15 | 536.333442145156 | 59.8165578548436 |
248 | 633.71 | 559.332411173093 | 74.3775888269075 |
249 | 632.33 | 559.050712162373 | 73.2792878376269 |
250 | 598.06 | 559.359113335061 | 38.7008866649389 |
251 | 585.78 | 557.852305301199 | 27.9276946988013 |
252 | 627.83 | 534.57423967541 | 93.25576032459 |
253 | 629.42 | 526.409919615414 | 103.010080384586 |
254 | 631.17 | 507.471086942905 | 123.698913057095 |
255 | 664.75 | 520.667279337468 | 144.082720662532 |
256 | 654.9 | 519.265508121399 | 135.634491878601 |
257 | 679.37 | 537.145266124411 | 142.224733875589 |
258 | 666.92 | 526.38825568026 | 140.53174431974 |
259 | 655.49 | 549.915895539646 | 105.574104460354 |
260 | 665.3 | 585.083097148802 | 80.216902851198 |
261 | 665.41 | 908.180701345091 | -242.770701345091 |
262 | 712.65 | 904.619227644829 | -191.969227644829 |
263 | 754.6 | 904.729300653858 | -150.129300653858 |
264 | 806.25 | 924.1725560975 | -117.9225560975 |
265 | 803.2 | 923.250872868294 | -120.050872868294 |
266 | 889.6 | 926.198864248211 | -36.5988642482108 |
267 | 922.3 | 952.415715278387 | -30.115715278387 |
268 | 968.43 | 985.644315264598 | -17.2143152645984 |
269 | 909.7 | 1013.87606792733 | -104.176067927328 |
270 | 890.51 | 1074.36731978616 | -183.857319786161 |
271 | 889.49 | 1111.74070332915 | -222.250703329146 |
272 | 939.77 | 1097.31123387844 | -157.541233878438 |
273 | 838.31 | 1019.23448542106 | -180.924485421061 |
274 | 829.93 | 970.584378694648 | -140.654378694648 |
275 | 806.62 | 914.568898513517 | -107.948898513517 |
276 | 760.86 | 909.58386747019 | -148.723867470191 |
277 | 822 | 863.076270274485 | -41.0762702744854 |
278 | 859.19 | 888.865603715584 | -29.6756037155845 |
279 | 943.16 | 893.588078322484 | 49.5719216775158 |
280 | 924.27 | 925.845093078078 | -1.57509307807838 |
281 | 889.5 | 944.71882232822 | -55.2188223282203 |
282 | 930.2 | 997.14693032976 | -66.9469303297592 |
283 | 945.67 | 1059.19365186386 | -113.523651863861 |
284 | 934.23 | 1045.18018998834 | -110.950189988343 |
285 | 949.67 | 1054.01605029028 | -104.346050290279 |
286 | 996.59 | 1027.04223738682 | -30.4522373868188 |
287 | 1043.16 | 1019.89028394064 | 23.2697160593615 |
288 | 1127.04 | 966.885382735814 | 160.154617264186 |
289 | 1126.22 | 931.27145133045 | 194.94854866955 |
290 | 1116.51 | 951.84957542565 | 164.660424574350 |
291 | 1095.41 | 950.776026958892 | 144.633973041108 |
292 | 1113.34 | 959.078834703306 | 154.261165296694 |
293 | 1148.69 | 983.067242013761 | 165.622757986239 |
294 | 1205.43 | 956.082256184328 | 249.347743815673 |
295 | 1232.92 | 982.156208398157 | 250.763791601843 |
296 | 1192.97 | 961.978773932661 | 230.991226067339 |
297 | 1215.81 | 972.01998138386 | 243.790018616139 |
298 | 1270.98 | 960.651288810045 | 310.328711189955 |
299 | 1342.02 | 977.75125818327 | 364.268741816731 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.143611895997342 | 0.287223791994685 | 0.856388104002658 |
11 | 0.133176729563762 | 0.266353459127523 | 0.866823270436238 |
12 | 0.0621923511777099 | 0.124384702355420 | 0.93780764882229 |
13 | 0.0285824744223352 | 0.0571649488446705 | 0.971417525577665 |
14 | 0.0125232883639656 | 0.0250465767279311 | 0.987476711636034 |
15 | 0.00488296976551014 | 0.00976593953102028 | 0.99511703023449 |
16 | 0.00180388700724732 | 0.00360777401449464 | 0.998196112992753 |
17 | 0.00201304929572875 | 0.0040260985914575 | 0.997986950704271 |
18 | 0.00232079106211787 | 0.00464158212423573 | 0.997679208937882 |
19 | 0.000958607723780767 | 0.00191721544756153 | 0.99904139227622 |
20 | 0.000412661716927425 | 0.00082532343385485 | 0.999587338283073 |
21 | 0.00016471782899187 | 0.00032943565798374 | 0.999835282171008 |
22 | 6.3047217025086e-05 | 0.000126094434050172 | 0.999936952782975 |
23 | 0.000276835052629925 | 0.000553670105259849 | 0.99972316494737 |
24 | 0.000557536335168471 | 0.00111507267033694 | 0.999442463664832 |
25 | 0.000733481894922136 | 0.00146696378984427 | 0.999266518105078 |
26 | 0.000592702964848254 | 0.00118540592969651 | 0.999407297035152 |
27 | 0.000299911024404400 | 0.000599822048808799 | 0.999700088975596 |
28 | 0.000143659592698295 | 0.00028731918539659 | 0.999856340407302 |
29 | 7.40534891814681e-05 | 0.000148106978362936 | 0.999925946510819 |
30 | 4.10206731989955e-05 | 8.2041346397991e-05 | 0.999958979326801 |
31 | 1.88909236193854e-05 | 3.77818472387707e-05 | 0.99998110907638 |
32 | 9.0910406743807e-06 | 1.81820813487614e-05 | 0.999990908959326 |
33 | 3.99220123218164e-06 | 7.98440246436329e-06 | 0.999996007798768 |
34 | 3.33401468082417e-06 | 6.66802936164834e-06 | 0.99999666598532 |
35 | 3.77826248012112e-06 | 7.55652496024223e-06 | 0.99999622173752 |
36 | 2.14882849837090e-06 | 4.29765699674179e-06 | 0.999997851171502 |
37 | 1.26049474103317e-06 | 2.52098948206634e-06 | 0.999998739505259 |
38 | 1.75115148752772e-06 | 3.50230297505544e-06 | 0.999998248848512 |
39 | 3.25843302042906e-06 | 6.51686604085812e-06 | 0.99999674156698 |
40 | 4.45004896472821e-06 | 8.90009792945642e-06 | 0.999995549951035 |
41 | 9.1779902794629e-06 | 1.83559805589258e-05 | 0.99999082200972 |
42 | 3.16796836223459e-05 | 6.33593672446918e-05 | 0.999968320316378 |
43 | 4.93168014668017e-05 | 9.86336029336033e-05 | 0.999950683198533 |
44 | 5.01045932332363e-05 | 0.000100209186466473 | 0.999949895406767 |
45 | 5.6251868949957e-05 | 0.000112503737899914 | 0.99994374813105 |
46 | 5.72605667407334e-05 | 0.000114521133481467 | 0.99994273943326 |
47 | 4.16616283700752e-05 | 8.33232567401504e-05 | 0.99995833837163 |
48 | 2.38147791987208e-05 | 4.76295583974416e-05 | 0.999976185220801 |
49 | 1.37983104169209e-05 | 2.75966208338418e-05 | 0.999986201689583 |
50 | 8.05558650284883e-06 | 1.61111730056977e-05 | 0.999991944413497 |
51 | 4.68253378630163e-06 | 9.36506757260326e-06 | 0.999995317466214 |
52 | 3.0125146090866e-06 | 6.0250292181732e-06 | 0.99999698748539 |
53 | 2.77184501237089e-06 | 5.54369002474179e-06 | 0.999997228154988 |
54 | 2.79115433792872e-06 | 5.58230867585743e-06 | 0.999997208845662 |
55 | 2.96550355314682e-06 | 5.93100710629364e-06 | 0.999997034496447 |
56 | 2.28253573677403e-06 | 4.56507147354807e-06 | 0.999997717464263 |
57 | 1.28049616051069e-06 | 2.56099232102139e-06 | 0.99999871950384 |
58 | 7.04089558155263e-07 | 1.40817911631053e-06 | 0.999999295910442 |
59 | 3.81940713250638e-07 | 7.63881426501277e-07 | 0.999999618059287 |
60 | 2.03680657484413e-07 | 4.07361314968826e-07 | 0.999999796319343 |
61 | 1.11216110645366e-07 | 2.22432221290731e-07 | 0.99999988878389 |
62 | 6.13151799382136e-08 | 1.22630359876427e-07 | 0.99999993868482 |
63 | 3.74291709985503e-08 | 7.48583419971007e-08 | 0.999999962570829 |
64 | 2.35588739907161e-08 | 4.71177479814321e-08 | 0.999999976441126 |
65 | 1.49337980027856e-08 | 2.98675960055712e-08 | 0.999999985066202 |
66 | 9.39563740631194e-09 | 1.87912748126239e-08 | 0.999999990604363 |
67 | 5.58174071331401e-09 | 1.11634814266280e-08 | 0.99999999441826 |
68 | 3.09075074283958e-09 | 6.18150148567915e-09 | 0.99999999690925 |
69 | 1.67281083532485e-09 | 3.3456216706497e-09 | 0.99999999832719 |
70 | 8.97493397050904e-10 | 1.79498679410181e-09 | 0.999999999102507 |
71 | 4.50860113307438e-10 | 9.01720226614876e-10 | 0.99999999954914 |
72 | 2.22135636970755e-10 | 4.44271273941511e-10 | 0.999999999777864 |
73 | 1.06932872784869e-10 | 2.13865745569737e-10 | 0.999999999893067 |
74 | 5.17550036923999e-11 | 1.03510007384800e-10 | 0.999999999948245 |
75 | 2.47048737497793e-11 | 4.94097474995586e-11 | 0.999999999975295 |
76 | 1.26008254799141e-11 | 2.52016509598282e-11 | 0.9999999999874 |
77 | 6.40351739220961e-12 | 1.28070347844192e-11 | 0.999999999993596 |
78 | 3.19412402579726e-12 | 6.38824805159452e-12 | 0.999999999996806 |
79 | 1.54374607168934e-12 | 3.08749214337869e-12 | 0.999999999998456 |
80 | 7.51988361615244e-13 | 1.50397672323049e-12 | 0.999999999999248 |
81 | 3.46643577183070e-13 | 6.93287154366141e-13 | 0.999999999999653 |
82 | 1.65344624857335e-13 | 3.30689249714670e-13 | 0.999999999999835 |
83 | 7.52343754750764e-14 | 1.50468750950153e-13 | 0.999999999999925 |
84 | 3.56269370748826e-14 | 7.12538741497651e-14 | 0.999999999999964 |
85 | 1.67251727510375e-14 | 3.34503455020751e-14 | 0.999999999999983 |
86 | 7.76972730778968e-15 | 1.55394546155794e-14 | 0.999999999999992 |
87 | 3.43828250647803e-15 | 6.87656501295606e-15 | 0.999999999999997 |
88 | 1.53538269547261e-15 | 3.07076539094522e-15 | 0.999999999999998 |
89 | 7.07364201245585e-16 | 1.41472840249117e-15 | 1 |
90 | 4.9551125214716e-16 | 9.9102250429432e-16 | 1 |
91 | 3.61306418950500e-16 | 7.22612837900999e-16 | 1 |
92 | 4.87608541623902e-16 | 9.75217083247803e-16 | 1 |
93 | 3.88615188325351e-16 | 7.77230376650703e-16 | 1 |
94 | 1.83106729932058e-16 | 3.66213459864115e-16 | 1 |
95 | 1.01343179203227e-16 | 2.02686358406454e-16 | 1 |
96 | 5.91637262176308e-17 | 1.18327452435262e-16 | 1 |
97 | 3.87915303286576e-17 | 7.75830606573152e-17 | 1 |
98 | 3.18268816049629e-17 | 6.36537632099258e-17 | 1 |
99 | 1.87430356373416e-17 | 3.74860712746831e-17 | 1 |
100 | 9.69836338383116e-18 | 1.93967267676623e-17 | 1 |
101 | 4.61678659420313e-18 | 9.23357318840626e-18 | 1 |
102 | 2.38558158280099e-18 | 4.77116316560198e-18 | 1 |
103 | 1.23048454523731e-18 | 2.46096909047462e-18 | 1 |
104 | 6.07819313317554e-19 | 1.21563862663511e-18 | 1 |
105 | 2.68524082940989e-19 | 5.37048165881977e-19 | 1 |
106 | 1.24984311730898e-19 | 2.49968623461795e-19 | 1 |
107 | 5.42370339280912e-20 | 1.08474067856182e-19 | 1 |
108 | 2.20654242122594e-20 | 4.41308484245188e-20 | 1 |
109 | 8.76530510521236e-21 | 1.75306102104247e-20 | 1 |
110 | 3.45993848101222e-21 | 6.91987696202445e-21 | 1 |
111 | 1.36783729179699e-21 | 2.73567458359399e-21 | 1 |
112 | 5.76140089443053e-22 | 1.15228017888611e-21 | 1 |
113 | 2.96194825451074e-22 | 5.92389650902147e-22 | 1 |
114 | 1.49269412894726e-22 | 2.98538825789452e-22 | 1 |
115 | 8.73311335125671e-23 | 1.74662267025134e-22 | 1 |
116 | 4.37823406843782e-23 | 8.75646813687563e-23 | 1 |
117 | 1.92627834254721e-23 | 3.85255668509442e-23 | 1 |
118 | 8.9337529837862e-24 | 1.78675059675724e-23 | 1 |
119 | 4.25414739091329e-24 | 8.50829478182657e-24 | 1 |
120 | 2.15037226367744e-24 | 4.30074452735488e-24 | 1 |
121 | 1.23650963622354e-24 | 2.47301927244709e-24 | 1 |
122 | 1.04846240257949e-24 | 2.09692480515899e-24 | 1 |
123 | 8.40158017777429e-25 | 1.68031603555486e-24 | 1 |
124 | 4.40923009663524e-25 | 8.81846019327048e-25 | 1 |
125 | 2.01273334586683e-25 | 4.02546669173366e-25 | 1 |
126 | 8.67178428317669e-26 | 1.73435685663534e-25 | 1 |
127 | 3.54403292268980e-26 | 7.08806584537959e-26 | 1 |
128 | 1.47074292552740e-26 | 2.94148585105480e-26 | 1 |
129 | 6.35804125608754e-27 | 1.27160825121751e-26 | 1 |
130 | 2.66311089397135e-27 | 5.3262217879427e-27 | 1 |
131 | 1.12476868768531e-27 | 2.24953737537062e-27 | 1 |
132 | 5.56436264814121e-28 | 1.11287252962824e-27 | 1 |
133 | 2.65081525253872e-28 | 5.30163050507745e-28 | 1 |
134 | 1.47541034049275e-28 | 2.95082068098551e-28 | 1 |
135 | 1.07063367431601e-28 | 2.14126734863202e-28 | 1 |
136 | 7.57611014627688e-29 | 1.51522202925538e-28 | 1 |
137 | 7.54804592743853e-29 | 1.50960918548771e-28 | 1 |
138 | 5.17959131454908e-29 | 1.03591826290982e-28 | 1 |
139 | 3.94630923589798e-29 | 7.89261847179596e-29 | 1 |
140 | 3.35864094448532e-29 | 6.71728188897063e-29 | 1 |
141 | 2.60576838728441e-29 | 5.21153677456882e-29 | 1 |
142 | 1.82078268083404e-29 | 3.64156536166808e-29 | 1 |
143 | 1.01647444912353e-29 | 2.03294889824706e-29 | 1 |
144 | 7.50465877464342e-30 | 1.50093175492868e-29 | 1 |
145 | 9.75748069895179e-30 | 1.95149613979036e-29 | 1 |
146 | 1.06804856795846e-29 | 2.13609713591691e-29 | 1 |
147 | 7.3169090668637e-30 | 1.46338181337274e-29 | 1 |
148 | 4.81046151408493e-30 | 9.62092302816987e-30 | 1 |
149 | 2.22136788986983e-30 | 4.44273577973966e-30 | 1 |
150 | 1.21650349720209e-30 | 2.43300699440418e-30 | 1 |
151 | 7.28183728754996e-31 | 1.45636745750999e-30 | 1 |
152 | 3.99196237167898e-31 | 7.98392474335795e-31 | 1 |
153 | 3.32998909723464e-31 | 6.65997819446929e-31 | 1 |
154 | 1.67285576039828e-31 | 3.34571152079656e-31 | 1 |
155 | 6.34652929322629e-32 | 1.26930585864526e-31 | 1 |
156 | 2.44971957073473e-32 | 4.89943914146947e-32 | 1 |
157 | 9.4445366979129e-33 | 1.88890733958258e-32 | 1 |
158 | 3.69705695906656e-33 | 7.39411391813312e-33 | 1 |
159 | 1.50687961361623e-33 | 3.01375922723246e-33 | 1 |
160 | 5.89625452834523e-34 | 1.17925090566905e-33 | 1 |
161 | 2.12245608202108e-34 | 4.24491216404215e-34 | 1 |
162 | 8.59390568084358e-35 | 1.71878113616872e-34 | 1 |
163 | 4.47375461201209e-35 | 8.94750922402418e-35 | 1 |
164 | 2.58180240851842e-35 | 5.16360481703684e-35 | 1 |
165 | 1.32913812872189e-35 | 2.65827625744379e-35 | 1 |
166 | 6.00175242086647e-36 | 1.20035048417329e-35 | 1 |
167 | 2.83627145457747e-36 | 5.67254290915495e-36 | 1 |
168 | 9.97406176458917e-37 | 1.99481235291783e-36 | 1 |
169 | 3.38041554753225e-37 | 6.7608310950645e-37 | 1 |
170 | 1.32286443840225e-37 | 2.6457288768045e-37 | 1 |
171 | 7.09962639488131e-38 | 1.41992527897626e-37 | 1 |
172 | 3.79981460703214e-38 | 7.59962921406428e-38 | 1 |
173 | 1.67219217774688e-38 | 3.34438435549376e-38 | 1 |
174 | 9.33766194977446e-39 | 1.86753238995489e-38 | 1 |
175 | 5.50078790781552e-39 | 1.10015758156310e-38 | 1 |
176 | 3.58793052244411e-39 | 7.17586104488822e-39 | 1 |
177 | 1.42162238156263e-39 | 2.84324476312526e-39 | 1 |
178 | 5.66848511877895e-40 | 1.13369702375579e-39 | 1 |
179 | 2.14983010984427e-40 | 4.29966021968854e-40 | 1 |
180 | 9.00312827222174e-41 | 1.80062565444435e-40 | 1 |
181 | 3.40069615935011e-41 | 6.80139231870022e-41 | 1 |
182 | 1.35234330888466e-41 | 2.70468661776933e-41 | 1 |
183 | 5.13555603137947e-42 | 1.02711120627589e-41 | 1 |
184 | 1.87408076401026e-42 | 3.74816152802052e-42 | 1 |
185 | 6.78916819871612e-43 | 1.35783363974322e-42 | 1 |
186 | 3.08051086505178e-43 | 6.16102173010356e-43 | 1 |
187 | 1.22986944292482e-43 | 2.45973888584965e-43 | 1 |
188 | 4.37290928774538e-44 | 8.74581857549075e-44 | 1 |
189 | 1.40917175852647e-44 | 2.81834351705294e-44 | 1 |
190 | 4.68670954535486e-45 | 9.37341909070972e-45 | 1 |
191 | 1.41846966562712e-45 | 2.83693933125423e-45 | 1 |
192 | 4.1876585992269e-46 | 8.3753171984538e-46 | 1 |
193 | 1.32015592420548e-46 | 2.64031184841096e-46 | 1 |
194 | 3.76288224182488e-47 | 7.52576448364977e-47 | 1 |
195 | 1.17032126005016e-47 | 2.34064252010033e-47 | 1 |
196 | 3.8690769832596e-48 | 7.7381539665192e-48 | 1 |
197 | 1.47357714095912e-48 | 2.94715428191825e-48 | 1 |
198 | 6.88187006541107e-49 | 1.37637401308221e-48 | 1 |
199 | 3.13033398093488e-49 | 6.26066796186977e-49 | 1 |
200 | 1.05493844429994e-49 | 2.10987688859988e-49 | 1 |
201 | 3.48638220866432e-50 | 6.97276441732864e-50 | 1 |
202 | 1.49495198708946e-50 | 2.98990397417892e-50 | 1 |
203 | 6.15727801587835e-51 | 1.23145560317567e-50 | 1 |
204 | 2.51364641047944e-51 | 5.02729282095889e-51 | 1 |
205 | 1.21287574269539e-51 | 2.42575148539079e-51 | 1 |
206 | 1.23327969989593e-51 | 2.46655939979186e-51 | 1 |
207 | 1.07622060540481e-51 | 2.15244121080961e-51 | 1 |
208 | 3.15040536688627e-52 | 6.30081073377254e-52 | 1 |
209 | 1.08220299663384e-52 | 2.16440599326768e-52 | 1 |
210 | 7.55608262244642e-53 | 1.51121652448928e-52 | 1 |
211 | 1.16144079400283e-52 | 2.32288158800566e-52 | 1 |
212 | 5.79862394754304e-53 | 1.15972478950861e-52 | 1 |
213 | 1.81551428407791e-53 | 3.63102856815582e-53 | 1 |
214 | 7.23435782089443e-54 | 1.44687156417889e-53 | 1 |
215 | 3.37252491345577e-54 | 6.74504982691153e-54 | 1 |
216 | 1.95274193268911e-54 | 3.90548386537823e-54 | 1 |
217 | 2.43498317487683e-54 | 4.86996634975367e-54 | 1 |
218 | 3.84079554769954e-54 | 7.68159109539908e-54 | 1 |
219 | 5.20196839935085e-54 | 1.04039367987017e-53 | 1 |
220 | 1.44485867312092e-53 | 2.88971734624184e-53 | 1 |
221 | 6.93203380616358e-54 | 1.38640676123272e-53 | 1 |
222 | 1.79175080527695e-54 | 3.58350161055391e-54 | 1 |
223 | 5.55597202717282e-55 | 1.11119440543456e-54 | 1 |
224 | 1.69407256809591e-55 | 3.38814513619183e-55 | 1 |
225 | 1.01429859131492e-55 | 2.02859718262984e-55 | 1 |
226 | 9.51627326395858e-56 | 1.90325465279172e-55 | 1 |
227 | 9.25967337823242e-56 | 1.85193467564648e-55 | 1 |
228 | 1.05720005518481e-55 | 2.11440011036961e-55 | 1 |
229 | 1.50541054248878e-55 | 3.01082108497756e-55 | 1 |
230 | 1.22586092927103e-55 | 2.45172185854206e-55 | 1 |
231 | 1.59946800022100e-55 | 3.19893600044201e-55 | 1 |
232 | 1.04624763182972e-55 | 2.09249526365944e-55 | 1 |
233 | 6.79939844752284e-56 | 1.35987968950457e-55 | 1 |
234 | 2.15252498557331e-55 | 4.30504997114663e-55 | 1 |
235 | 7.15651550405807e-54 | 1.43130310081161e-53 | 1 |
236 | 1.37260646815433e-52 | 2.74521293630865e-52 | 1 |
237 | 2.19111564062397e-51 | 4.38223128124793e-51 | 1 |
238 | 1.86642405062765e-50 | 3.73284810125530e-50 | 1 |
239 | 4.73934101315355e-50 | 9.4786820263071e-50 | 1 |
240 | 2.14075751170948e-49 | 4.28151502341896e-49 | 1 |
241 | 3.14930627187324e-48 | 6.29861254374648e-48 | 1 |
242 | 1.77784498828234e-46 | 3.55568997656469e-46 | 1 |
243 | 5.01537415662778e-45 | 1.00307483132556e-44 | 1 |
244 | 4.7019745251833e-44 | 9.4039490503666e-44 | 1 |
245 | 1.02283334051611e-42 | 2.04566668103223e-42 | 1 |
246 | 3.72454653745521e-39 | 7.44909307491042e-39 | 1 |
247 | 8.5367844757338e-39 | 1.70735689514676e-38 | 1 |
248 | 4.58665709995981e-38 | 9.17331419991962e-38 | 1 |
249 | 9.91715416120544e-38 | 1.98343083224109e-37 | 1 |
250 | 1.27216592642184e-37 | 2.54433185284368e-37 | 1 |
251 | 1.9638741476652e-37 | 3.9277482953304e-37 | 1 |
252 | 1.57982245818818e-36 | 3.15964491637637e-36 | 1 |
253 | 9.83383783156193e-36 | 1.96676756631239e-35 | 1 |
254 | 1.19705440252119e-34 | 2.39410880504238e-34 | 1 |
255 | 1.84179039920427e-33 | 3.68358079840854e-33 | 1 |
256 | 9.42290493019998e-33 | 1.88458098604000e-32 | 1 |
257 | 3.21174862085749e-32 | 6.42349724171498e-32 | 1 |
258 | 7.17848438176313e-32 | 1.43569687635263e-31 | 1 |
259 | 4.43195405586483e-32 | 8.86390811172965e-32 | 1 |
260 | 1.50831868705628e-32 | 3.01663737411255e-32 | 1 |
261 | 7.90664267824913e-33 | 1.58132853564983e-32 | 1 |
262 | 7.16162586914371e-33 | 1.43232517382874e-32 | 1 |
263 | 5.63556374853597e-33 | 1.12711274970719e-32 | 1 |
264 | 1.19398093498933e-32 | 2.38796186997866e-32 | 1 |
265 | 2.38464337726176e-31 | 4.76928675452353e-31 | 1 |
266 | 1.06797631085619e-29 | 2.13595262171239e-29 | 1 |
267 | 1.64865969977211e-28 | 3.29731939954422e-28 | 1 |
268 | 1.60639975006496e-27 | 3.21279950012993e-27 | 1 |
269 | 1.08366305230924e-23 | 2.16732610461848e-23 | 1 |
270 | 3.88030499574147e-19 | 7.76060999148294e-19 | 1 |
271 | 1.64395792329307e-18 | 3.28791584658613e-18 | 1 |
272 | 9.10299250862775e-19 | 1.82059850172555e-18 | 1 |
273 | 8.55388530003498e-15 | 1.71077706000700e-14 | 0.999999999999991 |
274 | 6.90624227489376e-05 | 0.000138124845497875 | 0.999930937577251 |
275 | 0.282686521491053 | 0.565373042982105 | 0.717313478508947 |
276 | 0.472739044239288 | 0.945478088478575 | 0.527260955760712 |
277 | 0.55498133632556 | 0.89003732734888 | 0.44501866367444 |
278 | 0.826897797311207 | 0.346204405377585 | 0.173102202688793 |
279 | 0.863210779252365 | 0.273578441495270 | 0.136789220747635 |
280 | 0.824417561790804 | 0.351164876418393 | 0.175582438209196 |
281 | 0.847948314790988 | 0.304103370418024 | 0.152051685209012 |
282 | 0.800707510250844 | 0.398584979498313 | 0.199292489749156 |
283 | 0.722091973972866 | 0.555816052054268 | 0.277908026027134 |
284 | 0.659583532523936 | 0.680832934952129 | 0.340416467476064 |
285 | 0.568478982640306 | 0.863042034719389 | 0.431521017359694 |
286 | 0.462540837758182 | 0.925081675516364 | 0.537459162241818 |
287 | 0.535210039948954 | 0.929579920102093 | 0.464789960051046 |
288 | 0.570343821159663 | 0.859312357680673 | 0.429656178840337 |
289 | 0.4635688196576 | 0.9271376393152 | 0.5364311803424 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 260 | 0.928571428571429 | NOK |
5% type I error level | 261 | 0.932142857142857 | NOK |
10% type I error level | 262 | 0.935714285714286 | NOK |