Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 10.1280554387145 -0.470936587537932month[t] -0.0930357075258933X1t[t] + 0.693450393160914X2t[t] + 0.194198919311925X3t[t] -0.380079809268144X4t[t] -0.446582546175459X5t[t] -0.109724075319391X6t[t] -0.575762104826707X7t[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) | 10.1280554387145 | 1.019136 | 9.9379 | 0 | 0 |
month | -0.470936587537932 | 0.073403 | -6.4158 | 0 | 0 |
X1t | -0.0930357075258933 | 0.157682 | -0.59 | 0.556081 | 0.278041 |
X2t | 0.693450393160914 | 0.140499 | 4.9356 | 2e-06 | 1e-06 |
X3t | 0.194198919311925 | 0.1186 | 1.6374 | 0.10368 | 0.05184 |
X4t | -0.380079809268144 | 0.047458 | -8.0088 | 0 | 0 |
X5t | -0.446582546175459 | 0.052889 | -8.4438 | 0 | 0 |
X6t | -0.109724075319391 | 0.129533 | -0.8471 | 0.39833 | 0.199165 |
X7t | -0.575762104826707 | 0.057452 | -10.0216 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.77836401948727 |
R-squared | 0.60585054683238 |
Adjusted R-squared | 0.58440023645591 |
F-TEST (value) | 28.2443720486671 |
F-TEST (DF numerator) | 8 |
F-TEST (DF denominator) | 147 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.51291998127982 |
Sum Squared Residuals | 336.472249854092 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 2 | 2.63735519946088 | -0.637355199460879 |
2 | 3 | 3.91453191046331 | -0.91453191046331 |
3 | 3 | 2.01414882749508 | 0.98585117250492 |
4 | 3 | 3.54282243963296 | -0.54282243963296 |
5 | 3 | 4.17563969210553 | -1.17563969210553 |
6 | 3 | 4.10932748029378 | -1.10932748029378 |
7 | 2 | 3.10396127229466 | -1.10396127229466 |
8 | 3 | 4.7332300528921 | -1.7332300528921 |
9 | 3 | 3.06044985867303 | -0.0604498586730324 |
10 | 4 | 4.45455628958764 | -0.45455628958764 |
11 | 3 | 2.51743270497551 | 0.482567295024489 |
12 | 3 | 4.37780282443227 | -1.37780282443227 |
13 | 2 | 2.41110752965229 | -0.411107529652291 |
14 | 3 | 3.18814604107764 | -0.188146041077645 |
15 | 9 | 7.50295912431884 | 1.49704087568116 |
16 | 9 | 8.75645000316021 | 0.243549996839792 |
17 | 9 | 6.56264088417247 | 2.43735911582753 |
18 | 9 | 7.19938994602842 | 1.80061005397158 |
19 | 9 | 7.98648897902158 | 1.01351102097842 |
20 | 9 | 7.25982514151899 | 1.74017485848101 |
21 | 9 | 9.06952204760714 | -0.0695220476071383 |
22 | 9 | 6.15269125366378 | 2.84730874633622 |
23 | 9 | 7.79570953103474 | 1.20429046896526 |
24 | 9 | 8.95213229871877 | 0.0478677012812281 |
25 | 9 | 7.45177357289195 | 1.54822642710805 |
26 | 9 | 6.047865736375 | 2.952134263625 |
27 | 9 | 7.37888890170738 | 1.62111109829262 |
28 | 9 | 6.84987551101029 | 2.15012448898971 |
29 | 9 | 7.33260190831111 | 1.66739809168889 |
30 | 9 | 6.72156210675822 | 2.27843789324178 |
31 | 9 | 7.10864107215108 | 1.89135892784892 |
32 | 9 | 7.25119271930277 | 1.74880728069723 |
33 | 9 | 6.42304698761253 | 2.57695301238747 |
34 | 9 | 8.20014338166536 | 0.799856618334642 |
35 | 9 | 9.79825013749423 | -0.798250137494232 |
36 | 9 | 6.51390376588232 | 2.48609623411768 |
37 | 9 | 6.80950873115793 | 2.19049126884207 |
38 | 9 | 7.39786410314944 | 1.60213589685056 |
39 | 9 | 7.8318533821601 | 1.16814661783990 |
40 | 9 | 6.04296717834439 | 2.95703282165561 |
41 | 9 | 2.97485629292954 | 6.02514370707046 |
42 | 1 | 2.47190737963854 | -1.47190737963854 |
43 | 2 | 2.73880044503947 | -0.738800445039467 |
44 | 2 | 3.7383527620878 | -1.73835276208780 |
45 | 3 | 2.9305577036938 | 0.0694422963061973 |
46 | 4 | 3.56582338930311 | 0.434176610696893 |
47 | 3 | 3.92703590152165 | -0.927035901521648 |
48 | 2 | 3.22222239534975 | -1.22222239534975 |
49 | 2 | 2.74467681373758 | -0.744676813737584 |
50 | 3 | 3.32840313157911 | -0.328403131579106 |
51 | 3 | 1.75526763896017 | 1.24473236103983 |
52 | 4 | 3.44150725474321 | 0.558492745256792 |
53 | 3 | 3.04735080206362 | -0.0473508020636241 |
54 | 2 | 2.71600811108564 | -0.716008111085636 |
55 | 2 | 2.0938511084702 | -0.0938511084702017 |
56 | 2 | 2.32954636754024 | -0.329546367540238 |
57 | 2 | 3.68724554182292 | -1.68724554182292 |
58 | 3 | 2.48356903209537 | 0.516430967904633 |
59 | 1 | 4.19815189564958 | -3.19815189564958 |
60 | 5 | 2.39053332456947 | 2.60946667543053 |
61 | 2 | 3.54905240080649 | -1.54905240080649 |
62 | 3 | 2.94683994606432 | 0.0531600539356767 |
63 | 4 | 3.30716573255477 | 0.69283426744523 |
64 | 4 | 3.51081224112815 | 0.489187758871851 |
65 | 2 | 2.14390831176167 | -0.143908311761672 |
66 | 3 | 2.65782340353403 | 0.342176596465974 |
67 | 3 | 2.88585298903509 | 0.114147010964912 |
68 | 3 | 3.46651365189241 | -0.466513651892411 |
69 | 3 | 1.69708293140856 | 1.30291706859144 |
70 | 1 | 3.96930846483143 | -2.96930846483143 |
71 | 3 | 2.37077930179178 | 0.629220698208224 |
72 | 3 | 1.97382059963457 | 1.02617940036543 |
73 | 3 | 3.80641720640376 | -0.806417206403759 |
74 | 4 | 3.28195284693751 | 0.718047153062494 |
75 | 3 | 2.43927044285963 | 0.560729557140371 |
76 | 4 | 2.91020703039756 | 1.08979296960244 |
77 | 3 | 2.81717132287167 | 0.182828677128333 |
78 | 3 | 3.02012163081252 | -0.0201216308125202 |
79 | 2 | 2.66727099279548 | -0.66727099279548 |
80 | 1 | 2.63615385700680 | -1.63615385700680 |
81 | 2 | 6.61905578312423 | -4.61905578312423 |
82 | 3 | 3.8166428702124 | -0.816642870212404 |
83 | 4 | 3.29568542509259 | 0.704314574907406 |
84 | 3 | 3.81016203344423 | -0.810162033444226 |
85 | 4 | 3.84277882726735 | 0.157221172732646 |
86 | 5 | 4.12204924109036 | 0.877950758909642 |
87 | 2 | 3.21771156082402 | -1.21771156082402 |
88 | 2 | 3.35367049568929 | -1.35367049568929 |
89 | 4 | 3.8714475299193 | 0.128552470080698 |
90 | 4 | 3.43656306094426 | 0.563436939055741 |
91 | 3 | 3.1859613497732 | -0.185961349773203 |
92 | 4 | 4.12363151982792 | -0.12363151982792 |
93 | 4 | 4.14031988762142 | -0.140319887621417 |
94 | 4 | 3.64745034804968 | 0.352549651950318 |
95 | 4 | 4.12204924109036 | -0.122049241090358 |
96 | 4 | 4.49978682985707 | -0.499786829857073 |
97 | 2 | 5.89070373802253 | -3.89070373802253 |
98 | 4 | 4.29124176325308 | -0.291241763253080 |
99 | 4 | 3.75211257409313 | 0.247887425906866 |
100 | 4 | 4.40036918805393 | -0.400369188053926 |
101 | 4 | 4.03059581230203 | -0.0305958123020261 |
102 | 4 | 4.03697774657928 | -0.0369777465792789 |
103 | 5 | 5.43260268767979 | -0.43260268767979 |
104 | 4 | 4.63966298407505 | -0.63966298407505 |
105 | 4 | 2.92883026649424 | 1.07116973350576 |
106 | 4 | 4.5402453422719 | -0.540245342271903 |
107 | 3 | 3.44452727395908 | -0.444527273959075 |
108 | 4 | 4.64140855405793 | -0.641408554057934 |
109 | 4 | 4.33425661319710 | -0.334256613197095 |
110 | 4 | 4.22253029047496 | -0.222530290474955 |
111 | 3 | 3.83340055313204 | -0.833400553132043 |
112 | 3 | 4.01977050762967 | -1.01977050762967 |
113 | 3 | 3.23328440694286 | -0.233284406942864 |
114 | 3 | 2.81501674707846 | 0.184983252921540 |
115 | 4 | 3.02269565928328 | 0.97730434071672 |
116 | 3 | 2.56814890009301 | 0.431851099906994 |
117 | 3 | 2.56814890009301 | 0.431851099906994 |
118 | 4 | 3.31582315585695 | 0.684176844143055 |
119 | 3 | 3.59539210912579 | -0.595392109125789 |
120 | 3 | 3.88262673596361 | -0.882626735963607 |
121 | 3 | 3.67986695311832 | -0.679866953118323 |
122 | 3 | 3.6058890677376 | -0.6058890677376 |
123 | 3 | 2.98946164361269 | 0.0105383563873116 |
124 | 3 | 3.26159929325392 | -0.261599293253920 |
125 | 4 | 3.20893036558039 | 0.79106963441961 |
126 | 3 | 1.78932847297517 | 1.21067152702483 |
127 | 4 | 3.45579821256584 | 0.544201787434155 |
128 | 3 | 4.34866476547092 | -1.34866476547092 |
129 | 4 | 6.33516935992365 | -2.33516935992365 |
130 | 1 | 2.31685837746780 | -1.31685837746780 |
131 | 4 | 3.26159929325392 | 0.73840070674608 |
132 | 3 | 3.41169014842568 | -0.411690148425675 |
133 | 4 | 2.9592312335521 | 1.04076876644790 |
134 | 4 | 3.01077060131988 | 0.989229398680119 |
135 | 4 | 4.10514054158659 | -0.105140541586589 |
136 | 3 | 3.23328440694286 | -0.233284406942864 |
137 | 3 | 4.31602782869201 | -1.31602782869201 |
138 | 3 | 2.80844417774782 | 0.191555822252182 |
139 | 4 | 3.47614888586209 | 0.523851114137913 |
140 | 3 | 4.77027604843645 | -1.77027604843645 |
141 | 3 | 2.6611846076189 | 0.3388153923811 |
142 | 3 | 3.59539210912579 | -0.595392109125789 |
143 | 4 | 3.51285336021171 | 0.487146639788293 |
144 | 2 | 3.75314863786652 | -1.75314863786652 |
145 | 3 | 3.32632011446876 | -0.326320114468757 |
146 | 3 | 4.908974755032 | -1.90897475503200 |
147 | 3 | 2.83309675855613 | 0.166903241443869 |
148 | 3 | 2.69762699819009 | 0.302373001809906 |
149 | 3 | 2.70529267175907 | 0.294707328240931 |
150 | 4 | 2.31576527322947 | 1.68423472677053 |
151 | 3 | 2.68553864898137 | 0.314461351018628 |
152 | 4 | 4.5878669388874 | -0.587866938887403 |
153 | 3 | 3.67956841367248 | -0.679568413672482 |
154 | 4 | 3.22838584891225 | 0.771614151087753 |
155 | 4 | 6.73131985650659 | -2.73131985650659 |
156 | 4 | 11.4066936912507 | -7.40669369125069 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
12 | 0.0371083521600687 | 0.0742167043201375 | 0.962891647839931 |
13 | 0.0109387864560099 | 0.0218775729120198 | 0.98906121354399 |
14 | 0.0148915450360187 | 0.0297830900720373 | 0.985108454963981 |
15 | 0.00475303848227053 | 0.00950607696454107 | 0.99524696151773 |
16 | 0.00275757446730251 | 0.00551514893460503 | 0.997242425532697 |
17 | 0.00286251035876125 | 0.00572502071752251 | 0.997137489641239 |
18 | 0.00116786971943370 | 0.00233573943886739 | 0.998832130280566 |
19 | 0.000471799849218926 | 0.000943599698437853 | 0.999528200150781 |
20 | 0.000159163755544881 | 0.000318327511089762 | 0.999840836244455 |
21 | 0.00069980109850204 | 0.00139960219700408 | 0.999300198901498 |
22 | 0.00369656890617874 | 0.00739313781235748 | 0.996303431093821 |
23 | 0.00291436897108812 | 0.00582873794217624 | 0.997085631028912 |
24 | 0.00193021832953655 | 0.00386043665907311 | 0.998069781670463 |
25 | 0.00100862521357267 | 0.00201725042714533 | 0.998991374786427 |
26 | 0.000899338793923123 | 0.00179867758784625 | 0.999100661206077 |
27 | 0.000676791007148967 | 0.00135358201429793 | 0.99932320899285 |
28 | 0.000564202916576533 | 0.00112840583315307 | 0.999435797083423 |
29 | 0.000307281006981923 | 0.000614562013963847 | 0.999692718993018 |
30 | 0.000222997260909954 | 0.000445994521819908 | 0.99977700273909 |
31 | 0.000144103270458126 | 0.000288206540916251 | 0.999855896729542 |
32 | 0.000135710312623425 | 0.000271420625246849 | 0.999864289687377 |
33 | 0.000172773474269882 | 0.000345546948539764 | 0.99982722652573 |
34 | 0.000187559636334677 | 0.000375119272669354 | 0.999812440363665 |
35 | 0.000289114077002658 | 0.000578228154005316 | 0.999710885922997 |
36 | 0.000361136415264608 | 0.000722272830529217 | 0.999638863584735 |
37 | 0.000481553968794002 | 0.000963107937588003 | 0.999518446031206 |
38 | 0.000940380524368385 | 0.00188076104873677 | 0.999059619475632 |
39 | 0.00286725267349243 | 0.00573450534698486 | 0.997132747326508 |
40 | 0.0302459000495314 | 0.0604918000990627 | 0.969754099950469 |
41 | 0.390192674592843 | 0.780385349185686 | 0.609807325407157 |
42 | 0.999727209653477 | 0.000545580693046889 | 0.000272790346523444 |
43 | 0.999980907209158 | 3.81855816838302e-05 | 1.90927908419151e-05 |
44 | 0.99999554888028 | 8.90223943861814e-06 | 4.45111971930907e-06 |
45 | 0.999994059535147 | 1.18809297068773e-05 | 5.94046485343867e-06 |
46 | 0.999992408579107 | 1.51828417852545e-05 | 7.59142089262726e-06 |
47 | 0.999995291240107 | 9.41751978632208e-06 | 4.70875989316104e-06 |
48 | 0.99999181868119 | 1.63626376204768e-05 | 8.18131881023839e-06 |
49 | 0.999992235350524 | 1.55292989523701e-05 | 7.76464947618506e-06 |
50 | 0.999987394613281 | 2.52107734378343e-05 | 1.26053867189171e-05 |
51 | 0.999982889914211 | 3.42201715777468e-05 | 1.71100857888734e-05 |
52 | 0.999993041806544 | 1.39163869118612e-05 | 6.9581934559306e-06 |
53 | 0.99999073795274 | 1.85240945198547e-05 | 9.26204725992735e-06 |
54 | 0.999988542253839 | 2.29154923223367e-05 | 1.14577461611683e-05 |
55 | 0.999988571061697 | 2.28578766059488e-05 | 1.14289383029744e-05 |
56 | 0.999984885493036 | 3.02290139278071e-05 | 1.51145069639036e-05 |
57 | 0.9999821359664 | 3.57280672007225e-05 | 1.78640336003612e-05 |
58 | 0.999971067077636 | 5.78658447274362e-05 | 2.89329223637181e-05 |
59 | 0.999990218026788 | 1.95639464243207e-05 | 9.78197321216033e-06 |
60 | 0.999998621491981 | 2.75701603784113e-06 | 1.37850801892056e-06 |
61 | 0.999998606456674 | 2.7870866519079e-06 | 1.39354332595395e-06 |
62 | 0.999997866180884 | 4.26763823190473e-06 | 2.13381911595236e-06 |
63 | 0.999998609617224 | 2.78076555119283e-06 | 1.39038277559641e-06 |
64 | 0.999998477403535 | 3.04519293040867e-06 | 1.52259646520433e-06 |
65 | 0.999997994341782 | 4.01131643624052e-06 | 2.00565821812026e-06 |
66 | 0.999996419862766 | 7.16027446710829e-06 | 3.58013723355414e-06 |
67 | 0.999996728726843 | 6.54254631321411e-06 | 3.27127315660705e-06 |
68 | 0.99999517599862 | 9.64800276110497e-06 | 4.82400138055249e-06 |
69 | 0.999992205525492 | 1.55889490157074e-05 | 7.79447450785368e-06 |
70 | 0.99999742866022 | 5.14267956012637e-06 | 2.57133978006319e-06 |
71 | 0.999995768762748 | 8.4624745032881e-06 | 4.23123725164405e-06 |
72 | 0.99999290543809 | 1.41891238187715e-05 | 7.09456190938574e-06 |
73 | 0.999989602157378 | 2.07956852449075e-05 | 1.03978426224537e-05 |
74 | 0.999994910769054 | 1.01784618922854e-05 | 5.08923094614271e-06 |
75 | 0.999992987782886 | 1.40244342282366e-05 | 7.01221711411828e-06 |
76 | 0.999997090963094 | 5.81807381210726e-06 | 2.90903690605363e-06 |
77 | 0.999995402309564 | 9.19538087215001e-06 | 4.59769043607501e-06 |
78 | 0.999995888892954 | 8.22221409286725e-06 | 4.11110704643362e-06 |
79 | 0.999997068397521 | 5.86320495768564e-06 | 2.93160247884282e-06 |
80 | 0.999998979862036 | 2.04027592772741e-06 | 1.02013796386371e-06 |
81 | 0.999999909326724 | 1.81346551372957e-07 | 9.06732756864786e-08 |
82 | 0.999999999348272 | 1.30345562395921e-09 | 6.51727811979607e-10 |
83 | 0.999999999562695 | 8.74609305685168e-10 | 4.37304652842584e-10 |
84 | 0.999999999788423 | 4.2315346536554e-10 | 2.1157673268277e-10 |
85 | 0.999999999595667 | 8.08665858549837e-10 | 4.04332929274919e-10 |
86 | 0.999999999752837 | 4.94325519560956e-10 | 2.47162759780478e-10 |
87 | 0.999999999964218 | 7.1564641048951e-11 | 3.57823205244755e-11 |
88 | 0.999999999997758 | 4.48386513322387e-12 | 2.24193256661194e-12 |
89 | 0.99999999999591 | 8.17826987507567e-12 | 4.08913493753783e-12 |
90 | 0.99999999999089 | 1.82210220584228e-11 | 9.1105110292114e-12 |
91 | 0.999999999994761 | 1.04775313495304e-11 | 5.23876567476519e-12 |
92 | 0.99999999998695 | 2.61000400960766e-11 | 1.30500200480383e-11 |
93 | 0.999999999968804 | 6.23916158768394e-11 | 3.11958079384197e-11 |
94 | 0.99999999992183 | 1.56338319405852e-10 | 7.81691597029262e-11 |
95 | 0.999999999812904 | 3.74191336449721e-10 | 1.87095668224860e-10 |
96 | 0.99999999974253 | 5.14940213398722e-10 | 2.57470106699361e-10 |
97 | 0.99999999999941 | 1.17920133039631e-12 | 5.89600665198157e-13 |
98 | 0.999999999998422 | 3.15675839025762e-12 | 1.57837919512881e-12 |
99 | 0.999999999996372 | 7.25690701058384e-12 | 3.62845350529192e-12 |
100 | 0.99999999999032 | 1.93602740244101e-11 | 9.68013701220507e-12 |
101 | 0.999999999974124 | 5.17526028879048e-11 | 2.58763014439524e-11 |
102 | 0.999999999930438 | 1.39124251165612e-10 | 6.95621255828058e-11 |
103 | 0.999999999894025 | 2.119497276052e-10 | 1.059748638026e-10 |
104 | 0.99999999981566 | 3.68680287764508e-10 | 1.84340143882254e-10 |
105 | 0.99999999993093 | 1.38140279899204e-10 | 6.90701399496018e-11 |
106 | 0.99999999983207 | 3.35859493401371e-10 | 1.67929746700686e-10 |
107 | 0.99999999957781 | 8.44380718125326e-10 | 4.22190359062663e-10 |
108 | 0.999999999135905 | 1.72819022934115e-09 | 8.64095114670575e-10 |
109 | 0.999999999320955 | 1.35809057123596e-09 | 6.79045285617981e-10 |
110 | 0.999999999940597 | 1.18806821073849e-10 | 5.94034105369244e-11 |
111 | 0.99999999987295 | 2.54099582304186e-10 | 1.27049791152093e-10 |
112 | 0.999999999693586 | 6.12827910313761e-10 | 3.06413955156880e-10 |
113 | 0.999999999313539 | 1.37292227464985e-09 | 6.86461137324923e-10 |
114 | 0.999999998459375 | 3.08125005049882e-09 | 1.54062502524941e-09 |
115 | 0.999999997131894 | 5.73621154742483e-09 | 2.86810577371241e-09 |
116 | 0.999999994111326 | 1.17773470514040e-08 | 5.88867352570201e-09 |
117 | 0.999999988463052 | 2.30738958861672e-08 | 1.15369479430836e-08 |
118 | 0.999999981681026 | 3.66379488040377e-08 | 1.83189744020189e-08 |
119 | 0.999999967522718 | 6.49545640216566e-08 | 3.24772820108283e-08 |
120 | 0.999999916918456 | 1.66163087120146e-07 | 8.30815435600731e-08 |
121 | 0.999999870691035 | 2.58617930843937e-07 | 1.29308965421968e-07 |
122 | 0.99999966071478 | 6.78570441005672e-07 | 3.39285220502836e-07 |
123 | 0.999999208261567 | 1.58347686526893e-06 | 7.91738432634464e-07 |
124 | 0.999998842355047 | 2.31528990646820e-06 | 1.15764495323410e-06 |
125 | 0.999997367120327 | 5.26575934505582e-06 | 2.63287967252791e-06 |
126 | 0.9999947718589 | 1.04562821998286e-05 | 5.22814109991432e-06 |
127 | 0.99998963704246 | 2.07259150803818e-05 | 1.03629575401909e-05 |
128 | 0.999980418916875 | 3.91621662498303e-05 | 1.95810831249151e-05 |
129 | 0.999962040133758 | 7.59197324839148e-05 | 3.79598662419574e-05 |
130 | 0.999974906588492 | 5.01868230167533e-05 | 2.50934115083767e-05 |
131 | 0.999951930187783 | 9.61396244336881e-05 | 4.80698122168441e-05 |
132 | 0.999875878276926 | 0.000248243446147416 | 0.000124121723073708 |
133 | 0.999796869025172 | 0.000406261949656845 | 0.000203130974828422 |
134 | 0.999866984648811 | 0.000266030702377936 | 0.000133015351188968 |
135 | 0.99985175984958 | 0.000296480300839017 | 0.000148240150419509 |
136 | 0.999616251822612 | 0.000767496354776566 | 0.000383748177388283 |
137 | 0.999231688341617 | 0.00153662331676608 | 0.00076831165838304 |
138 | 0.998686583001593 | 0.002626833996814 | 0.001313416998407 |
139 | 0.99641677890384 | 0.00716644219232013 | 0.00358322109616006 |
140 | 0.992566572260358 | 0.0148668554792835 | 0.00743342773964173 |
141 | 0.980903496949325 | 0.0381930061013499 | 0.0190965030506749 |
142 | 0.953731259806953 | 0.0925374803860948 | 0.0462687401930474 |
143 | 0.92290897992582 | 0.154182040148359 | 0.0770910200741797 |
144 | 0.876898114393133 | 0.246203771213734 | 0.123101885606867 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 123 | 0.924812030075188 | NOK |
5% type I error level | 127 | 0.954887218045113 | NOK |
10% type I error level | 130 | 0.977443609022556 | NOK |