Multiple Linear Regression - Estimated Regression Equation |
group[t] = + 0.858170604911638 + 3.30450842805776e-06costs[t] + 0.000396266602596716trades[t] -0.00163242981862733orders[t] -9.1635413650838e-07dividends[t] -1.18426873582469e-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) | 0.858170604911638 | 0.054666 | 15.6985 | 0 | 0 |
costs | 3.30450842805776e-06 | 4e-06 | 0.7932 | 0.42811 | 0.214055 |
trades | 0.000396266602596716 | 0.000384 | 1.032 | 0.302644 | 0.151322 |
orders | -0.00163242981862733 | 0.000809 | -2.0176 | 0.04426 | 0.02213 |
dividends | -9.1635413650838e-07 | 1e-06 | -1.2616 | 0.207803 | 0.103901 |
wealth | -1.18426873582469e-07 | 0 | -1.3678 | 0.172092 | 0.086046 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.247742376698528 |
R-squared | 0.0613762852122354 |
Adjusted R-squared | 0.050333653273556 |
F-TEST (value) | 5.5581210668853 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 425 |
p-value | 5.66819583613931e-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 | -0.432935807730233 | 0.432935807730233 |
2 | 0 | -0.23239332153248 | 0.23239332153248 |
3 | 0 | 0.0290648328918851 | -0.0290648328918851 |
4 | 1 | 0.669912412875462 | 0.330087587124538 |
5 | 0 | 0.351312648845757 | -0.351312648845757 |
6 | 0 | 0.44957037047215 | -0.44957037047215 |
7 | 1 | 0.470563349350175 | 0.529436650649825 |
8 | 0 | 0.268187861907462 | -0.268187861907462 |
9 | 0 | 0.617798743098023 | -0.617798743098023 |
10 | 0 | 0.529783493831413 | -0.529783493831413 |
11 | 1 | 0.467234347620924 | 0.532765652379076 |
12 | 1 | 0.583861178660682 | 0.416138821339318 |
13 | 0 | 0.206011381178243 | -0.206011381178243 |
14 | 1 | 0.73300229680706 | 0.266997703192940 |
15 | 0 | 0.485786141770596 | -0.485786141770596 |
16 | 1 | 0.574499265542746 | 0.425500734457254 |
17 | 1 | 0.418673425459436 | 0.581326574540564 |
18 | 0 | 0.49751322693526 | -0.49751322693526 |
19 | 0 | 0.546450679617076 | -0.546450679617076 |
20 | 1 | 0.447478003582306 | 0.552521996417694 |
21 | 0 | 0.652107780432622 | -0.652107780432622 |
22 | 0 | 0.698431635675119 | -0.698431635675119 |
23 | 1 | 0.53960414431264 | 0.46039585568736 |
24 | 1 | 0.406045758223111 | 0.59395424177689 |
25 | 1 | 0.629795225320821 | 0.370204774679179 |
26 | 1 | 0.716543527373505 | 0.283456472626495 |
27 | 0 | 0.529437940798988 | -0.529437940798988 |
28 | 1 | 0.797227747637376 | 0.202772252362624 |
29 | 1 | 0.723000366544191 | 0.276999633455809 |
30 | 1 | 0.724182326827012 | 0.275817673172987 |
31 | 0 | 0.676515496942694 | -0.676515496942694 |
32 | 0 | 0.651384905305864 | -0.651384905305864 |
33 | 0 | 0.672150693450566 | -0.672150693450566 |
34 | 0 | 0.659577601995971 | -0.659577601995971 |
35 | 1 | 0.50190936100195 | 0.49809063899805 |
36 | 1 | 0.497975039216268 | 0.502024960783732 |
37 | 1 | 0.650563287727297 | 0.349436712272703 |
38 | 0 | 0.591640136596765 | -0.591640136596765 |
39 | 0 | 0.520855806402263 | -0.520855806402263 |
40 | 1 | 0.617537370738942 | 0.382462629261058 |
41 | 1 | 0.740851920085395 | 0.259148079914605 |
42 | 1 | 0.706927521057075 | 0.293072478942925 |
43 | 1 | 0.672008840584505 | 0.327991159415495 |
44 | 1 | 0.626133305710462 | 0.373866694289538 |
45 | 1 | 0.725106047783068 | 0.274893952216932 |
46 | 0 | 0.701496284301481 | -0.701496284301481 |
47 | 0 | 0.643461822949017 | -0.643461822949017 |
48 | 0 | 0.590720906991944 | -0.590720906991944 |
49 | 1 | 0.645694694146533 | 0.354305305853467 |
50 | 1 | 0.718819874467966 | 0.281180125532034 |
51 | 0 | 0.602592987912538 | -0.602592987912538 |
52 | 0 | 0.524438536537955 | -0.524438536537955 |
53 | 0 | 0.538210882605372 | -0.538210882605372 |
54 | 0 | 0.626870942750184 | -0.626870942750184 |
55 | 0 | 0.578882734927995 | -0.578882734927995 |
56 | 1 | 0.674494829133164 | 0.325505170866836 |
57 | 1 | 0.740865425804573 | 0.259134574195427 |
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 | 0.753411464434714 | 0.246588535565286 |
63 | 0 | 0.705314914264652 | -0.705314914264652 |
64 | 0 | 0.6732602180725 | -0.6732602180725 |
65 | 1 | 0.714020924176366 | 0.285979075823634 |
66 | 1 | 0.741889915134534 | 0.258110084865466 |
67 | 1 | 0.760947692388708 | 0.239052307611292 |
68 | 0 | 0.675074424899845 | -0.675074424899845 |
69 | 1 | 0.616405892573421 | 0.383594107426579 |
70 | 0 | 0.615514607662544 | -0.615514607662544 |
71 | 0 | 0.762254534420463 | -0.762254534420463 |
72 | 1 | 0.75187003251631 | 0.24812996748369 |
73 | 1 | 0.684489582778343 | 0.315510417221657 |
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 | 0.723228727626245 | 0.276771272373754 |
80 | 0 | 0.758655948199728 | -0.758655948199728 |
81 | 1 | 0.728672466037678 | 0.271327533962322 |
82 | 0 | 0.66253049564664 | -0.66253049564664 |
83 | 1 | 0.661441326784839 | 0.338558673215161 |
84 | 1 | 0.771445470656312 | 0.228554529343688 |
85 | 1 | 0.702486155723016 | 0.297513844276984 |
86 | 0 | 0.693324818175785 | -0.693324818175785 |
87 | 1 | 0.604049484979277 | 0.395950515020723 |
88 | 1 | 0.707066893650204 | 0.292933106349796 |
89 | 1 | 0.682764261427795 | 0.317235738572205 |
90 | 1 | 0.701110678420635 | 0.298889321579365 |
91 | 1 | 0.692480380307564 | 0.307519619692436 |
92 | 0 | 0.69807119375557 | -0.69807119375557 |
93 | 1 | 0.681982630724503 | 0.318017369275497 |
94 | 0 | 0.702637243331466 | -0.702637243331466 |
95 | 1 | 0.735188634783885 | 0.264811365216115 |
96 | 0 | 0.736520443756997 | -0.736520443756997 |
97 | 1 | 0.693185867425711 | 0.306814132574289 |
98 | 0 | 0.801931583061364 | -0.801931583061364 |
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 | 0.272668345334770 |
106 | 1 | 0.7248991077987 | 0.275100892201299 |
107 | 0 | 0.744462030655749 | -0.744462030655749 |
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 | 0.712510747440696 | 0.287489252559304 |
119 | 0 | 0.757825062313649 | -0.757825062313649 |
120 | 1 | 0.760474217875641 | 0.239525782124359 |
121 | 1 | 0.633886704419365 | 0.366113295580635 |
122 | 1 | 0.746037161951804 | 0.253962838048196 |
123 | 1 | 0.595521122866348 | 0.404478877133652 |
124 | 0 | 0.67886500307495 | -0.67886500307495 |
125 | 0 | 0.754359638697733 | -0.754359638697733 |
126 | 0 | 0.745413446871254 | -0.745413446871254 |
127 | 1 | 0.765180114352408 | 0.234819885647592 |
128 | 1 | 0.751973719886509 | 0.248026280113491 |
129 | 1 | 0.742359331909797 | 0.257640668090203 |
130 | 1 | 0.765180114352408 | 0.234819885647592 |
131 | 1 | 0.7572396880008 | 0.242760311999200 |
132 | 1 | 0.752737312856248 | 0.247262687143752 |
133 | 1 | 0.765180114352408 | 0.234819885647592 |
134 | 1 | 0.73400947420692 | 0.265990525793081 |
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 | 0.763651177500814 | 0.236348822499186 |
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 | 0.237565445111034 |
150 | 1 | 0.765292545092421 | 0.234707454907579 |
151 | 1 | 0.764141238803259 | 0.235858761196741 |
152 | 1 | 0.726225678011577 | 0.273774321988423 |
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 | 0.758523319569206 | 0.241476680430794 |
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 | 0.751626756720296 | 0.248373243279704 |
169 | 1 | 0.8434101360619 | 0.156589863938100 |
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 | 0.642520107797322 | 0.357479892202678 |
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 | 0.752823882728385 | -0.752823882728385 |
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 | 0.612863004583194 | -0.612863004583194 |
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 | 0.774441359708508 | -0.774441359708508 |
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 | 0.765949256832606 | 0.234050743167394 |
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 | 0.73991569663185 | 0.260084303368149 |
227 | 1 | 0.756335729313428 | 0.243664270686572 |
228 | 1 | 0.765180114352408 | 0.234819885647592 |
229 | 1 | 0.76032001342036 | 0.23967998657964 |
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 | 0.752464806474082 | 0.247535193525918 |
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 | 0.759180405310521 | 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 | 0.704220617074845 | 0.295779382925155 |
256 | 1 | 0.765180114352408 | 0.234819885647592 |
257 | 1 | 0.764225117828681 | 0.235774882171319 |
258 | 1 | 0.751738532453226 | 0.248261467546774 |
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 | 0.265022054331550 |
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 | 0.71533492021467 | 0.28466507978533 |
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 | 0.738057767139797 | 0.261942232860203 |
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 | 0.244025416160941 |
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 | 0.757227256448135 | 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 | 0.249511754015238 |
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 | 0.749148561680829 | 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 | 0.741766802028823 | -0.741766802028823 |
315 | 1 | 0.753645399402355 | 0.246354600597645 |
316 | 1 | 0.756958498123024 | 0.243041501876976 |
317 | 1 | 0.766402162032037 | 0.233597837967962 |
318 | 1 | 0.742234486773782 | 0.257765513226218 |
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 | 0.23854303957119 |
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 | 0.76587509641612 | 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 | 0.760234801604717 | 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 | 0.770999481157776 | 0.229000518842224 |
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 | 0.23633456744197 |
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 | 0.744572850609108 | 0.255427149390892 |
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 | 0.74930377056762 | -0.74930377056762 |
396 | 1 | 0.764969046730578 | 0.235030953269422 |
397 | 1 | 0.771370608825636 | 0.228629391174364 |
398 | 0 | 0.356577703658444 | -0.356577703658444 |
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 | 0.74224893446483 | -0.74224893446483 |
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 | 0.692937013373517 | 0.307062986626483 |
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 | 0.777017743563463 | 0.222982256436537 |
418 | 0 | 0.744533875925914 | -0.744533875925914 |
419 | 1 | 0.737470521271666 | 0.262529478728334 |
420 | 1 | 0.770308110453218 | 0.229691889546782 |
421 | 1 | 0.766726724438434 | 0.233273275561566 |
422 | 1 | 0.678186636407355 | 0.321813363592645 |
423 | 0 | 0.836187597129757 | -0.836187597129757 |
424 | 1 | 0.811220974500233 | 0.188779025499767 |
425 | 1 | 0.759658342979525 | 0.240341657020476 |
426 | 0 | 0.692696756843306 | -0.692696756843306 |
427 | 1 | 0.796964101244695 | 0.203035898755305 |
428 | 1 | 0.485551453198529 | 0.514448546801471 |
429 | 1 | 0.752642047975335 | 0.247357952024665 |
430 | 1 | 0.688701136492161 | 0.311298863507839 |
431 | 1 | 0.85243063113714 | 0.147569368862859 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.705636031692751 | 0.588727936614497 | 0.294363968307249 |
10 | 0.557034268697928 | 0.885931462604143 | 0.442965731302072 |
11 | 0.777385851746611 | 0.445228296506778 | 0.222614148253389 |
12 | 0.856990297135618 | 0.286019405728765 | 0.143009702864382 |
13 | 0.814646691348942 | 0.370706617302117 | 0.185353308651058 |
14 | 0.785749280873228 | 0.428501438253545 | 0.214250719126772 |
15 | 0.77563318508323 | 0.448733629833542 | 0.224366814916771 |
16 | 0.793515566177076 | 0.412968867645847 | 0.206484433822924 |
17 | 0.779806485927867 | 0.440387028144266 | 0.220193514072133 |
18 | 0.762588927023304 | 0.474822145953392 | 0.237411072976696 |
19 | 0.761808283966637 | 0.476383432066725 | 0.238191716033363 |
20 | 0.775783549974732 | 0.448432900050536 | 0.224216450025268 |
21 | 0.770698464192836 | 0.458603071614329 | 0.229301535807164 |
22 | 0.765080936074609 | 0.469838127850781 | 0.234919063925391 |
23 | 0.756827155781332 | 0.486345688437337 | 0.243172844218669 |
24 | 0.726960672583401 | 0.546078654833197 | 0.273039327416599 |
25 | 0.70519348330205 | 0.589613033395899 | 0.294806516697949 |
26 | 0.728200557881105 | 0.543598884237791 | 0.271799442118895 |
27 | 0.747935783767352 | 0.504128432465296 | 0.252064216232648 |
28 | 0.757063099949839 | 0.485873800100322 | 0.242936900050161 |
29 | 0.773205497687617 | 0.453589004624767 | 0.226794502312383 |
30 | 0.766552688782036 | 0.466894622435928 | 0.233447311217964 |
31 | 0.79266798748735 | 0.414664025025301 | 0.207332012512650 |
32 | 0.817926702540185 | 0.364146594919629 | 0.182073297459815 |
33 | 0.822174126057654 | 0.355651747884692 | 0.177825873942346 |
34 | 0.83054591847488 | 0.338908163050238 | 0.169454081525119 |
35 | 0.812017854185824 | 0.375964291628351 | 0.187982145814176 |
36 | 0.802467953632396 | 0.395064092735208 | 0.197532046367604 |
37 | 0.808240599387477 | 0.383518801225047 | 0.191759400612523 |
38 | 0.818356689888203 | 0.363286620223594 | 0.181643310111797 |
39 | 0.845885388104705 | 0.308229223790591 | 0.154114611895295 |
40 | 0.840268640646547 | 0.319462718706906 | 0.159731359353453 |
41 | 0.815096155340957 | 0.369807689318086 | 0.184903844659043 |
42 | 0.809822324328247 | 0.380355351343506 | 0.190177675671753 |
43 | 0.803196375979292 | 0.393607248041415 | 0.196803624020708 |
44 | 0.79399701339933 | 0.412005973201341 | 0.206002986600671 |
45 | 0.789094631772815 | 0.42181073645437 | 0.210905368227185 |
46 | 0.813676008887185 | 0.372647982225631 | 0.186323991112815 |
47 | 0.85628206092297 | 0.287435878154060 | 0.143717939077030 |
48 | 0.877835514429583 | 0.244328971140835 | 0.122164485570417 |
49 | 0.87521985018513 | 0.249560299629739 | 0.124780149814869 |
50 | 0.86843463891933 | 0.263130722161341 | 0.131565361080670 |
51 | 0.878628862676257 | 0.242742274647486 | 0.121371137323743 |
52 | 0.887595834163413 | 0.224808331673175 | 0.112404165836587 |
53 | 0.897633359499049 | 0.204733281001903 | 0.102366640500951 |
54 | 0.905732701308858 | 0.188534597382284 | 0.094267298691142 |
55 | 0.915930467335296 | 0.168139065329407 | 0.0840695326647037 |
56 | 0.916084712916152 | 0.167830574167696 | 0.0839152870838479 |
57 | 0.91663596388946 | 0.166728072221079 | 0.0833640361105397 |
58 | 0.914068885390138 | 0.171862229219723 | 0.0859311146098615 |
59 | 0.909654126739277 | 0.180691746521445 | 0.0903458732607227 |
60 | 0.919411513187926 | 0.161176973624147 | 0.0805884868120737 |
61 | 0.92695879547686 | 0.14608240904628 | 0.07304120452314 |
62 | 0.921842993766553 | 0.156314012466894 | 0.078157006233447 |
63 | 0.930905318313814 | 0.138189363372373 | 0.0690946816861865 |
64 | 0.93799016769657 | 0.124019664606859 | 0.0620098323034293 |
65 | 0.935992632908337 | 0.128014734183325 | 0.0640073670916626 |
66 | 0.926846242723898 | 0.146307514552204 | 0.073153757276102 |
67 | 0.922114039907924 | 0.155771920184153 | 0.0778859600920764 |
68 | 0.930261494828345 | 0.139477010343310 | 0.0697385051716548 |
69 | 0.929574983385088 | 0.140850033229823 | 0.0704250166149117 |
70 | 0.93491747518044 | 0.130165049639122 | 0.0650825248195608 |
71 | 0.943528771657858 | 0.112942456684284 | 0.0564712283421418 |
72 | 0.94170009680353 | 0.116599806392939 | 0.0582999031964693 |
73 | 0.940033221996921 | 0.119933556006157 | 0.0599667780030785 |
74 | 0.937223472218623 | 0.125553055562753 | 0.0627765277813766 |
75 | 0.935310448122868 | 0.129379103754265 | 0.0646895518771325 |
76 | 0.944989318125315 | 0.110021363749369 | 0.0550106818746847 |
77 | 0.942854960725418 | 0.114290078549165 | 0.0571450392745824 |
78 | 0.938662929730682 | 0.122674140538637 | 0.0613370702693183 |
79 | 0.93483307513009 | 0.130333849739818 | 0.0651669248699092 |
80 | 0.94734979158562 | 0.10530041682876 | 0.05265020841438 |
81 | 0.944570786954457 | 0.110858426091086 | 0.0554292130455428 |
82 | 0.951133506407748 | 0.0977329871845036 | 0.0488664935922518 |
83 | 0.948862670566057 | 0.102274658867887 | 0.0511373294339435 |
84 | 0.945203574505338 | 0.109592850989325 | 0.0547964254946624 |
85 | 0.942103461454318 | 0.115793077091364 | 0.0578965385456821 |
86 | 0.950188175415728 | 0.0996236491685444 | 0.0498118245842722 |
87 | 0.949505726675352 | 0.100988546649297 | 0.0504942733246483 |
88 | 0.946390100971073 | 0.107219798057855 | 0.0536098990289274 |
89 | 0.94321867600016 | 0.113562647999680 | 0.0567813239998399 |
90 | 0.939708512592907 | 0.120582974814186 | 0.0602914874070932 |
91 | 0.935987365742253 | 0.128025268515494 | 0.064012634257747 |
92 | 0.945829635294523 | 0.108340729410953 | 0.0541703647054766 |
93 | 0.942850398213615 | 0.114299203572769 | 0.0571496017863847 |
94 | 0.952829098083644 | 0.094341803832712 | 0.047170901916356 |
95 | 0.949501303015134 | 0.100997393969731 | 0.0504986969848655 |
96 | 0.958459596981811 | 0.0830808060363779 | 0.0415404030181889 |
97 | 0.9558094882038 | 0.088381023592401 | 0.0441905117962005 |
98 | 0.966855430257962 | 0.066289139484076 | 0.033144569742038 |
99 | 0.964621096015972 | 0.0707578079680551 | 0.0353789039840276 |
100 | 0.971315458678271 | 0.0573690826434573 | 0.0286845413217286 |
101 | 0.976322238740108 | 0.0473555225197831 | 0.0236777612598916 |
102 | 0.974447004000373 | 0.0511059919992543 | 0.0255529959996272 |
103 | 0.972658269985734 | 0.0546834600285329 | 0.0273417300142665 |
104 | 0.970564195078358 | 0.0588716098432847 | 0.0294358049216423 |
105 | 0.968373483890058 | 0.0632530322198836 | 0.0316265161099418 |
106 | 0.966028670402065 | 0.0679426591958695 | 0.0339713295979348 |
107 | 0.972512733269854 | 0.0549745334602918 | 0.0274872667301459 |
108 | 0.977502805022942 | 0.0449943899541152 | 0.0224971949770576 |
109 | 0.975783902657146 | 0.0484321946857078 | 0.0242160973428539 |
110 | 0.980660082053307 | 0.0386798358933853 | 0.0193399179466927 |
111 | 0.979296499438186 | 0.0414070011236277 | 0.0207035005618139 |
112 | 0.983641693550715 | 0.0327166128985693 | 0.0163583064492846 |
113 | 0.982263531964837 | 0.0354729360703271 | 0.0177364680351635 |
114 | 0.985913053534565 | 0.0281738929308707 | 0.0140869464654353 |
115 | 0.988738228101265 | 0.0225235437974699 | 0.0112617718987349 |
116 | 0.988004631884172 | 0.0239907362316559 | 0.0119953681158279 |
117 | 0.987015580314762 | 0.0259688393704769 | 0.0129844196852384 |
118 | 0.986099652661864 | 0.0278006946762712 | 0.0139003473381356 |
119 | 0.989276205506843 | 0.0214475889863144 | 0.0107237944931572 |
120 | 0.98830021733584 | 0.0233995653283212 | 0.0116997826641606 |
121 | 0.987589777122337 | 0.0248204457553263 | 0.0124102228776632 |
122 | 0.986575203353182 | 0.0268495932936354 | 0.0134247966468177 |
123 | 0.98615299425425 | 0.0276940114915002 | 0.0138470057457501 |
124 | 0.988830946828491 | 0.0223381063430177 | 0.0111690531715088 |
125 | 0.991358547485197 | 0.0172829050296056 | 0.0086414525148028 |
126 | 0.993424708308022 | 0.0131505833839560 | 0.00657529169197802 |
127 | 0.992867510367966 | 0.0142649792640674 | 0.00713248963203369 |
128 | 0.992276766068038 | 0.0154464678639248 | 0.00772323393196238 |
129 | 0.99165382229746 | 0.0166923554050808 | 0.0083461777025404 |
130 | 0.990872234329746 | 0.0182555313405076 | 0.0091277656702538 |
131 | 0.990024141388505 | 0.0199517172229896 | 0.0099758586114948 |
132 | 0.989103568437393 | 0.0217928631252139 | 0.0108964315626070 |
133 | 0.988016325714434 | 0.0239673485711325 | 0.0119836742855662 |
134 | 0.987006591539078 | 0.0259868169218433 | 0.0129934084609217 |
135 | 0.98568024022562 | 0.028639519548758 | 0.014319759774379 |
136 | 0.98420235377618 | 0.0315952924476403 | 0.0157976462238201 |
137 | 0.982636407064873 | 0.0347271858702541 | 0.0173635929351270 |
138 | 0.980824123213076 | 0.038351753573849 | 0.0191758767869245 |
139 | 0.97881842649216 | 0.0423631470156822 | 0.0211815735078411 |
140 | 0.976593977088132 | 0.0468120458237367 | 0.0234060229118684 |
141 | 0.974217296706 | 0.0515654065879997 | 0.0257827032939998 |
142 | 0.971516223506844 | 0.0569675529863118 | 0.0284837764931559 |
143 | 0.968620119430014 | 0.0627597611399714 | 0.0313798805699857 |
144 | 0.965440090514928 | 0.0691198189701446 | 0.0345599094850723 |
145 | 0.962175462887996 | 0.0756490742240077 | 0.0378245371120038 |
146 | 0.958471483813181 | 0.0830570323736374 | 0.0415285161868187 |
147 | 0.95425102882451 | 0.0914979423509811 | 0.0457489711754906 |
148 | 0.949835181188418 | 0.100329637623163 | 0.0501648188115817 |
149 | 0.944911650696162 | 0.110176698607677 | 0.0550883493038384 |
150 | 0.939478124644886 | 0.121043750710227 | 0.0605218753551136 |
151 | 0.933652049196264 | 0.132695901607472 | 0.0663479508037359 |
152 | 0.928346783609864 | 0.143306432780272 | 0.071653216390136 |
153 | 0.92184938446123 | 0.156301231077540 | 0.0781506155387702 |
154 | 0.914669603508841 | 0.170660792982318 | 0.085330396491159 |
155 | 0.90692270961931 | 0.186154580761378 | 0.093077290380689 |
156 | 0.898554470723657 | 0.202891058552685 | 0.101445529276343 |
157 | 0.889603082544976 | 0.220793834910049 | 0.110396917455024 |
158 | 0.88013031602822 | 0.239739367943559 | 0.119869683971779 |
159 | 0.870281411057072 | 0.259437177885855 | 0.129718588942928 |
160 | 0.859508504676684 | 0.280982990646633 | 0.140491495323316 |
161 | 0.84809760004654 | 0.303804799906921 | 0.151902399953460 |
162 | 0.83604175125341 | 0.32791649749318 | 0.16395824874659 |
163 | 0.82333733029653 | 0.353325339406940 | 0.176662669703470 |
164 | 0.809682688169968 | 0.380634623660065 | 0.190317311830032 |
165 | 0.79633935658757 | 0.40732128682486 | 0.20366064341243 |
166 | 0.78170539230597 | 0.436589215388061 | 0.218294607694030 |
167 | 0.766447118521305 | 0.46710576295739 | 0.233552881478695 |
168 | 0.753576760208857 | 0.492846479582286 | 0.246423239791143 |
169 | 0.733099382535857 | 0.533801234928286 | 0.266900617464143 |
170 | 0.716096935032761 | 0.567806129934478 | 0.283903064967239 |
171 | 0.698560791196768 | 0.602878417606464 | 0.301439208803232 |
172 | 0.680675799389728 | 0.638648401220544 | 0.319324200610272 |
173 | 0.662175465610259 | 0.675649068779483 | 0.337824534389742 |
174 | 0.643995511316462 | 0.712008977367076 | 0.356004488683538 |
175 | 0.624699297910426 | 0.750601404179149 | 0.375300702089574 |
176 | 0.605760949257573 | 0.788478101484854 | 0.394239050742427 |
177 | 0.600511175887265 | 0.79897764822547 | 0.399488824112735 |
178 | 0.655753252630817 | 0.688493494738366 | 0.344246747369183 |
179 | 0.636719342912401 | 0.726561314175198 | 0.363280657087599 |
180 | 0.617321492590164 | 0.765357014819673 | 0.382678507409836 |
181 | 0.598970289309599 | 0.802059421380802 | 0.401029710690401 |
182 | 0.651219216961894 | 0.697561566076212 | 0.348780783038106 |
183 | 0.633342058664586 | 0.733315882670828 | 0.366657941335414 |
184 | 0.689773035982725 | 0.62045392803455 | 0.310226964017275 |
185 | 0.736733696693791 | 0.526532606612418 | 0.263266303306209 |
186 | 0.777006326597786 | 0.445987346804429 | 0.222993673402214 |
187 | 0.811835357243464 | 0.376329285513072 | 0.188164642756536 |
188 | 0.798699863145028 | 0.402600273709944 | 0.201300136854972 |
189 | 0.784367236883504 | 0.431265526232992 | 0.215632763116496 |
190 | 0.769602812195044 | 0.460794375609913 | 0.230397187804956 |
191 | 0.755240396803984 | 0.489519206392031 | 0.244759603196016 |
192 | 0.739390449491558 | 0.521219101016885 | 0.260609550508442 |
193 | 0.72373526319523 | 0.55252947360954 | 0.27626473680477 |
194 | 0.706869950063368 | 0.586260099873264 | 0.293130049936632 |
195 | 0.689922959134862 | 0.620154081730276 | 0.310077040865138 |
196 | 0.737629715957678 | 0.524740568084645 | 0.262370284042322 |
197 | 0.77090969022477 | 0.458180619550461 | 0.229090309775231 |
198 | 0.810904010962495 | 0.37819197807501 | 0.189095989037505 |
199 | 0.846140349107462 | 0.307719301785075 | 0.153859650892538 |
200 | 0.879996203721534 | 0.240007592556932 | 0.120003796278466 |
201 | 0.905504321200721 | 0.188991357598558 | 0.0944956787992789 |
202 | 0.926783849721394 | 0.146432300557211 | 0.0732161502786056 |
203 | 0.944223620953662 | 0.111552758092676 | 0.0557763790463382 |
204 | 0.956779669146176 | 0.0864406617076478 | 0.0432203308538239 |
205 | 0.97115628025083 | 0.0576874394983408 | 0.0288437197491704 |
206 | 0.978980066761597 | 0.0420398664768068 | 0.0210199332384034 |
207 | 0.985577526922107 | 0.028844946155786 | 0.014422473077893 |
208 | 0.990088159566175 | 0.0198236808676493 | 0.00991184043382467 |
209 | 0.992301482992848 | 0.0153970340143035 | 0.00769851700715177 |
210 | 0.995210733339999 | 0.00957853332000243 | 0.00478926666000122 |
211 | 0.994522708307323 | 0.0109545833853543 | 0.00547729169267713 |
212 | 0.993745249199906 | 0.0125095016001872 | 0.00625475080009359 |
213 | 0.992884583597417 | 0.0142308328051660 | 0.00711541640258298 |
214 | 0.991873333108418 | 0.0162533337831634 | 0.0081266668915817 |
215 | 0.99074775344302 | 0.0185044931139588 | 0.0092522465569794 |
216 | 0.9895315090083 | 0.0209369819834016 | 0.0104684909917008 |
217 | 0.98818453322917 | 0.0236309335416612 | 0.0118154667708306 |
218 | 0.986549878034927 | 0.0269002439301453 | 0.0134501219650727 |
219 | 0.984856085823522 | 0.0302878283529564 | 0.0151439141764782 |
220 | 0.98349550676993 | 0.0330089864601391 | 0.0165044932300695 |
221 | 0.981409718347314 | 0.0371805633053709 | 0.0185902816526854 |
222 | 0.979108975311604 | 0.0417820493767911 | 0.0208910246883955 |
223 | 0.97657198445748 | 0.0468560310850398 | 0.0234280155425199 |
224 | 0.974183697115 | 0.0516326057700012 | 0.0258163028850006 |
225 | 0.971142939892007 | 0.0577141202159866 | 0.0288570601079933 |
226 | 0.968281980697647 | 0.0634360386047069 | 0.0317180193023534 |
227 | 0.964812714349707 | 0.0703745713005868 | 0.0351872856502934 |
228 | 0.960869825331269 | 0.0782603493374626 | 0.0391301746687313 |
229 | 0.956328647886715 | 0.0873427042265705 | 0.0436713521132853 |
230 | 0.95162388304442 | 0.0967522339111613 | 0.0483761169555806 |
231 | 0.946404338370845 | 0.107191323258310 | 0.0535956616291551 |
232 | 0.941217619487519 | 0.117564761024962 | 0.0587823805124811 |
233 | 0.935256963286054 | 0.129486073427892 | 0.0647430367139458 |
234 | 0.929126948959064 | 0.141746102081872 | 0.070873051040936 |
235 | 0.92223676487978 | 0.155526470240440 | 0.0777632351202201 |
236 | 0.914800974162252 | 0.170398051675496 | 0.0851990258377479 |
237 | 0.90688806600734 | 0.186223867985319 | 0.0931119339926597 |
238 | 0.89889149382738 | 0.202217012345242 | 0.101108506172621 |
239 | 0.889927922660397 | 0.220144154679206 | 0.110072077339603 |
240 | 0.880407171526263 | 0.239185656947475 | 0.119592828473737 |
241 | 0.870320136012862 | 0.259359727974276 | 0.129679863987138 |
242 | 0.85976071845159 | 0.280478563096821 | 0.140239281548410 |
243 | 0.848527662697197 | 0.302944674605606 | 0.151472337302803 |
244 | 0.837469984805818 | 0.325060030388363 | 0.162530015194182 |
245 | 0.823279037705549 | 0.353441924588903 | 0.176720962294451 |
246 | 0.858553880323935 | 0.282892239352130 | 0.141446119676065 |
247 | 0.889087313855485 | 0.221825372289030 | 0.110912686144515 |
248 | 0.880620740144574 | 0.238758519710852 | 0.119379259855426 |
249 | 0.907898348468147 | 0.184203303063706 | 0.0921016515318529 |
250 | 0.930596449275575 | 0.138807101448849 | 0.0694035507244245 |
251 | 0.924931123400042 | 0.150137753199916 | 0.075068876599958 |
252 | 0.944516467574858 | 0.110967064850285 | 0.0554835324251424 |
253 | 0.938284595126644 | 0.123430809746711 | 0.0617154048733557 |
254 | 0.931517403116576 | 0.136965193766847 | 0.0684825968834234 |
255 | 0.924025858328501 | 0.151948283342998 | 0.0759741416714988 |
256 | 0.91645701106691 | 0.167085977866179 | 0.0835429889330897 |
257 | 0.90948311615802 | 0.181033767683960 | 0.0905168838419802 |
258 | 0.904876582676402 | 0.190246834647196 | 0.095123417323598 |
259 | 0.928809478263898 | 0.142381043472205 | 0.0711905217361025 |
260 | 0.921551154493648 | 0.156897691012704 | 0.0784488455063518 |
261 | 0.94245238616301 | 0.115095227673979 | 0.0575476138369893 |
262 | 0.959034863870103 | 0.0819302722597934 | 0.0409651361298967 |
263 | 0.954131508711495 | 0.0917369825770104 | 0.0458684912885052 |
264 | 0.949487101204671 | 0.101025797590658 | 0.0505128987953288 |
265 | 0.96463203800488 | 0.070735923990242 | 0.035367961995121 |
266 | 0.960307402659228 | 0.0793851946815432 | 0.0396925973407716 |
267 | 0.97292085600026 | 0.0541582879994798 | 0.0270791439997399 |
268 | 0.969154575518422 | 0.0616908489631568 | 0.0308454244815784 |
269 | 0.979543766197737 | 0.0409124676045255 | 0.0204562338022627 |
270 | 0.977401575399537 | 0.0451968492009266 | 0.0225984246004633 |
271 | 0.98550358821248 | 0.0289928235750385 | 0.0144964117875193 |
272 | 0.991114560187805 | 0.0177708796243905 | 0.00888543981219527 |
273 | 0.994822359992312 | 0.0103552800153763 | 0.00517764000768814 |
274 | 0.994137554660316 | 0.0117248906793672 | 0.00586244533968358 |
275 | 0.993135861834688 | 0.0137282763306242 | 0.00686413816531212 |
276 | 0.99202291020527 | 0.0159541795894594 | 0.00797708979472968 |
277 | 0.990924480749584 | 0.0181510385008329 | 0.00907551925041645 |
278 | 0.989450983145895 | 0.0210980337082092 | 0.0105490168541046 |
279 | 0.995180612355456 | 0.0096387752890887 | 0.00481938764454435 |
280 | 0.994217732271016 | 0.0115645354579677 | 0.00578226772898383 |
281 | 0.996778211634237 | 0.0064435767315261 | 0.00322178836576305 |
282 | 0.996184707774706 | 0.00763058445058838 | 0.00381529222529419 |
283 | 0.995482950171321 | 0.00903409965735712 | 0.00451704982867856 |
284 | 0.994677932043322 | 0.0106441359133567 | 0.00532206795667834 |
285 | 0.993668520942855 | 0.0126629581142900 | 0.00633147905714498 |
286 | 0.992581994629444 | 0.0148360107411116 | 0.0074180053705558 |
287 | 0.995754951155834 | 0.0084900976883324 | 0.0042450488441662 |
288 | 0.9949796574064 | 0.0100406851871985 | 0.00502034259359926 |
289 | 0.997334856723172 | 0.0053302865536554 | 0.0026651432768277 |
290 | 0.996766538257404 | 0.00646692348519153 | 0.00323346174259577 |
291 | 0.998383681582656 | 0.00323263683468739 | 0.00161631841734369 |
292 | 0.998050557383763 | 0.00389888523247352 | 0.00194944261623676 |
293 | 0.997617905761818 | 0.00476418847636507 | 0.00238209423818254 |
294 | 0.997132152901817 | 0.00573569419636658 | 0.00286784709818329 |
295 | 0.996609821400205 | 0.00678035719958972 | 0.00339017859979486 |
296 | 0.998254477360642 | 0.00349104527871594 | 0.00174552263935797 |
297 | 0.997880767189222 | 0.00423846562155602 | 0.00211923281077801 |
298 | 0.999026255911001 | 0.00194748817799694 | 0.000973744088998471 |
299 | 0.99880128571477 | 0.00239742857046151 | 0.00119871428523076 |
300 | 0.998572002979354 | 0.00285599404129287 | 0.00142799702064643 |
301 | 0.999359814565203 | 0.00128037086959501 | 0.000640185434797507 |
302 | 0.99920599609393 | 0.00158800781213834 | 0.000794003906069168 |
303 | 0.99901789781883 | 0.00196420436234036 | 0.000982102181170181 |
304 | 0.999603952864677 | 0.00079209427064654 | 0.00039604713532327 |
305 | 0.999495086168021 | 0.00100982766395763 | 0.000504913831978814 |
306 | 0.999384889855913 | 0.00123022028817305 | 0.000615110144086524 |
307 | 0.99977251001942 | 0.000454979961161057 | 0.000227489980580529 |
308 | 0.999908058445894 | 0.000183883108211055 | 9.19415541055274e-05 |
309 | 0.999887828374245 | 0.000224343251509091 | 0.000112171625754545 |
310 | 0.999967920712925 | 6.41585741501871e-05 | 3.20792870750936e-05 |
311 | 0.999992440545763 | 1.51189084738074e-05 | 7.55945423690371e-06 |
312 | 0.999989463978565 | 2.10720428704601e-05 | 1.05360214352300e-05 |
313 | 0.9999979740505 | 4.05189899940732e-06 | 2.02594949970366e-06 |
314 | 0.99999960932443 | 7.8135113883499e-07 | 3.90675569417495e-07 |
315 | 0.999999447244047 | 1.10551190563064e-06 | 5.5275595281532e-07 |
316 | 0.999999191179162 | 1.61764167545628e-06 | 8.08820837728139e-07 |
317 | 0.999998834314746 | 2.33137050836495e-06 | 1.16568525418247e-06 |
318 | 0.999998438062295 | 3.12387540908817e-06 | 1.56193770454408e-06 |
319 | 0.999997791893963 | 4.41621207358561e-06 | 2.20810603679281e-06 |
320 | 0.999996851276834 | 6.29744633220404e-06 | 3.14872316610202e-06 |
321 | 0.999995529584041 | 8.94083191725201e-06 | 4.47041595862601e-06 |
322 | 0.999993681125221 | 1.26377495577611e-05 | 6.31887477888056e-06 |
323 | 0.99999110820418 | 1.77835916419522e-05 | 8.89179582097608e-06 |
324 | 0.999998649789033 | 2.7004219349048e-06 | 1.3502109674524e-06 |
325 | 0.999998034379681 | 3.93124063739896e-06 | 1.96562031869948e-06 |
326 | 0.999997156024934 | 5.68795013227075e-06 | 2.84397506613537e-06 |
327 | 0.999999676466382 | 6.47067236758158e-07 | 3.23533618379079e-07 |
328 | 0.999999977018416 | 4.59631673402187e-08 | 2.29815836701094e-08 |
329 | 0.999999963587106 | 7.28257873943068e-08 | 3.64128936971534e-08 |
330 | 0.999999942590553 | 1.14818893647508e-07 | 5.74094468237539e-08 |
331 | 0.999999909938807 | 1.80122385016516e-07 | 9.00611925082578e-08 |
332 | 0.999999859430437 | 2.81139125414559e-07 | 1.40569562707279e-07 |
333 | 0.999999781718395 | 4.36563209753677e-07 | 2.18281604876839e-07 |
334 | 0.999999666517262 | 6.66965475860824e-07 | 3.33482737930412e-07 |
335 | 0.999999488500486 | 1.02299902808433e-06 | 5.11499514042165e-07 |
336 | 0.999999224406866 | 1.55118626753209e-06 | 7.75593133766043e-07 |
337 | 0.999998845991197 | 2.30801760680596e-06 | 1.15400880340298e-06 |
338 | 0.99999825297494 | 3.49405011883931e-06 | 1.74702505941966e-06 |
339 | 0.999997374353387 | 5.25129322709195e-06 | 2.62564661354598e-06 |
340 | 0.999996200947583 | 7.59810483319918e-06 | 3.79905241659959e-06 |
341 | 0.999994478533669 | 1.10429326624314e-05 | 5.52146633121568e-06 |
342 | 0.99999181959911 | 1.63608017816028e-05 | 8.18040089080142e-06 |
343 | 0.999987949747792 | 2.41005044165741e-05 | 1.20502522082871e-05 |
344 | 0.99998235220561 | 3.52955887819806e-05 | 1.76477943909903e-05 |
345 | 0.999974692114293 | 5.06157714140922e-05 | 2.53078857070461e-05 |
346 | 0.999963348080309 | 7.33038393821768e-05 | 3.66519196910884e-05 |
347 | 0.999947768416821 | 0.000104463166358223 | 5.22315831791114e-05 |
348 | 0.999925255603754 | 0.000149488792492547 | 7.47443962462735e-05 |
349 | 0.999893694458175 | 0.000212611083650752 | 0.000106305541825376 |
350 | 0.999851539765672 | 0.000296920468656323 | 0.000148460234328161 |
351 | 0.999792859064733 | 0.000414281870533835 | 0.000207140935266918 |
352 | 0.99971517136918 | 0.000569657261637927 | 0.000284828630818964 |
353 | 0.999615617237796 | 0.000768765524407693 | 0.000384382762203846 |
354 | 0.999468527972362 | 0.00106294405527619 | 0.000531472027638095 |
355 | 0.999271747626743 | 0.00145650474651344 | 0.00072825237325672 |
356 | 0.999008675323445 | 0.00198264935310928 | 0.000991324676554638 |
357 | 0.998637708737982 | 0.00272458252403689 | 0.00136229126201844 |
358 | 0.998169699444858 | 0.00366060111028423 | 0.00183030055514212 |
359 | 0.997557556464707 | 0.00488488707058694 | 0.00244244353529347 |
360 | 0.996762962177697 | 0.00647407564460674 | 0.00323703782230337 |
361 | 0.99577706156394 | 0.0084458768721193 | 0.00422293843605965 |
362 | 0.99447975565487 | 0.0110404886902598 | 0.00552024434512991 |
363 | 0.992834597628912 | 0.0143308047421752 | 0.00716540237108762 |
364 | 0.997111410436118 | 0.00577717912776402 | 0.00288858956388201 |
365 | 0.99622868873677 | 0.00754262252645977 | 0.00377131126322988 |
366 | 0.994995745277371 | 0.0100085094452576 | 0.00500425472262882 |
367 | 0.99340994256188 | 0.0131801148762386 | 0.00659005743811932 |
368 | 0.991387905996754 | 0.0172241880064919 | 0.00861209400324596 |
369 | 0.988832252055132 | 0.0223354958897360 | 0.0111677479448680 |
370 | 0.98572235377619 | 0.0285552924476195 | 0.0142776462238098 |
371 | 0.981765742875327 | 0.0364685142493463 | 0.0182342571246732 |
372 | 0.976895467017345 | 0.0462090659653104 | 0.0231045329826552 |
373 | 0.970487197887124 | 0.0590256042257527 | 0.0295128021128764 |
374 | 0.963014948349815 | 0.0739701033003691 | 0.0369850516501846 |
375 | 0.954215654728316 | 0.091568690543367 | 0.0457843452716835 |
376 | 0.943783556375243 | 0.112432887249514 | 0.0562164436247568 |
377 | 0.933273266454619 | 0.133453467090762 | 0.0667267335453809 |
378 | 0.920021362413236 | 0.159957275173528 | 0.0799786375867638 |
379 | 0.90458222877649 | 0.190835542447019 | 0.0954177712235095 |
380 | 0.886467945040048 | 0.227064109919904 | 0.113532054959952 |
381 | 0.86603376690803 | 0.267932466183938 | 0.133966233091969 |
382 | 0.840845833225156 | 0.318308333549688 | 0.159154166774844 |
383 | 0.824815382594843 | 0.350369234810314 | 0.175184617405157 |
384 | 0.797303646748732 | 0.405392706502536 | 0.202696353251268 |
385 | 0.770613811704042 | 0.458772376591917 | 0.229386188295958 |
386 | 0.740809927713112 | 0.518380144573776 | 0.259190072286888 |
387 | 0.708593949892302 | 0.582812100215397 | 0.291406050107698 |
388 | 0.675204572847428 | 0.649590854305145 | 0.324795427152572 |
389 | 0.639670671058561 | 0.720658657882878 | 0.360329328941439 |
390 | 0.605732464864277 | 0.788535070271447 | 0.394267535135723 |
391 | 0.570772590051802 | 0.858454819896396 | 0.429227409948198 |
392 | 0.534503882462607 | 0.930992235074786 | 0.465496117537393 |
393 | 0.496320367696343 | 0.992640735392685 | 0.503679632303657 |
394 | 0.457490833437607 | 0.914981666875213 | 0.542509166562393 |
395 | 0.679936690665984 | 0.640126618668032 | 0.320063309334016 |
396 | 0.645056262868504 | 0.709887474262992 | 0.354943737131496 |
397 | 0.615747968098885 | 0.768504063802229 | 0.384252031901115 |
398 | 0.566579069894833 | 0.866841860210335 | 0.433420930105168 |
399 | 0.523060365083693 | 0.953879269832614 | 0.476939634916307 |
400 | 0.560880349046758 | 0.878239301906485 | 0.439119650953242 |
401 | 0.508301861129679 | 0.983396277740642 | 0.491698138870321 |
402 | 0.469063895338172 | 0.938127790676344 | 0.530936104661828 |
403 | 0.434042045069346 | 0.868084090138692 | 0.565957954930654 |
404 | 0.586088433962906 | 0.827823132074188 | 0.413911566037094 |
405 | 0.537323522781564 | 0.925352954436873 | 0.462676477218436 |
406 | 0.484772843448997 | 0.969545686897993 | 0.515227156551003 |
407 | 0.433190306622238 | 0.866380613244475 | 0.566809693377762 |
408 | 0.409676390585941 | 0.819352781171881 | 0.59032360941406 |
409 | 0.386003200318078 | 0.772006400636157 | 0.613996799681922 |
410 | 0.329375591148684 | 0.658751182297368 | 0.670624408851316 |
411 | 0.311945058566319 | 0.623890117132637 | 0.688054941433681 |
412 | 0.457787043422658 | 0.915574086845316 | 0.542212956577342 |
413 | 0.569282541035714 | 0.861434917928572 | 0.430717458964286 |
414 | 0.7821114532433 | 0.435777093513398 | 0.217888546756699 |
415 | 0.706023987070738 | 0.587952025858524 | 0.293976012929262 |
416 | 0.615686873257249 | 0.768626253485502 | 0.384313126742751 |
417 | 0.578660977066246 | 0.842678045867509 | 0.421339022933754 |
418 | 0.852895786083767 | 0.294208427832467 | 0.147104213916233 |
419 | 0.772716639362795 | 0.45456672127441 | 0.227283360637205 |
420 | 0.657774867799801 | 0.684450264400397 | 0.342225132200199 |
421 | 0.523320240096599 | 0.953359519806802 | 0.476679759903401 |
422 | 0.733053634768951 | 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 |