| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = + 9.44285459461262 -0.474922911650721month[t] -0.151181636688754X1t[t] + 1.09640691366409X2t[t] + 0.193188674870400X3t[t] -0.418873384753806X4t[t] -0.499506180003605X5t[t] -0.0597106309863434X6t[t] -0.595998253799732X7t[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) | 9.44285459461262 | 0.897609 | 10.52 | 0 | 0 |
| month | -0.474922911650721 | 0.067022 | -7.0861 | 0 | 0 |
| X1t | -0.151181636688754 | 0.140581 | -1.0754 | 0.283954 | 0.141977 |
| X2t | 1.09640691366409 | 0.153405 | 7.1471 | 0 | 0 |
| X3t | 0.193188674870400 | 0.127827 | 1.5113 | 0.132853 | 0.066426 |
| X4t | -0.418873384753806 | 0.042436 | -9.8707 | 0 | 0 |
| X5t | -0.499506180003605 | 0.047291 | -10.5624 | 0 | 0 |
| X6t | -0.0597106309863434 | 0.111945 | -0.5334 | 0.594568 | 0.297284 |
| X7t | -0.595998253799732 | 0.051433 | -11.588 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.832845398414658 |
| R-squared | 0.693631457660471 |
| Adjusted R-squared | 0.67695833971002 |
| F-TEST (value) | 41.6017843646172 |
| F-TEST (DF numerator) | 8 |
| F-TEST (DF denominator) | 147 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1.33591350560788 |
| Sum Squared Residuals | 262.345739486433 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 2 | 2.01308138089387 | -0.0130813808938687 |
| 2 | 3 | 4.14618457723569 | -1.14618457723569 |
| 3 | 3 | 1.63584615056628 | 1.36415384943372 |
| 4 | 3 | 3.66833622179248 | -0.668336221792475 |
| 5 | 3 | 3.92033304778847 | -0.92033304778847 |
| 6 | 3 | 3.91637881603277 | -0.916378816032772 |
| 7 | 2 | 3.55932844284918 | -1.55932844284918 |
| 8 | 3 | 4.62386611311509 | -1.62386611311509 |
| 9 | 3 | 2.75032554079048 | 0.249674459209521 |
| 10 | 4 | 4.29719939436063 | -0.297199394360632 |
| 11 | 3 | 2.26454496665717 | 0.735455033342833 |
| 12 | 3 | 4.55421975153688 | -1.55421975153688 |
| 13 | 2 | 2.03992709311178 | -0.0399270931117794 |
| 14 | 3 | 2.86288142041108 | 0.137118579588917 |
| 15 | 9 | 8.40437001389177 | 0.595629986108233 |
| 16 | 9 | 9.41166402431451 | -0.411664024314514 |
| 17 | 9 | 6.7110623665672 | 2.2889376334328 |
| 18 | 9 | 7.678276644144 | 1.32172335585599 |
| 19 | 9 | 8.62247709564438 | 0.377522904355618 |
| 20 | 9 | 7.159139566 | 1.84086043400000 |
| 21 | 9 | 9.7153872616963 | -0.715387261696308 |
| 22 | 9 | 6.60735547869355 | 2.39264452130645 |
| 23 | 9 | 8.45815709692364 | 0.541842903076357 |
| 24 | 9 | 9.58878889336044 | -0.58878889336044 |
| 25 | 9 | 7.98459414927721 | 1.01540585072279 |
| 26 | 9 | 6.48628013654454 | 2.51371986345546 |
| 27 | 9 | 7.98138987101455 | 1.01861012898545 |
| 28 | 9 | 7.05543267812635 | 1.94456732187365 |
| 29 | 9 | 7.50024929523733 | 1.49975070476267 |
| 30 | 9 | 7.17209531587036 | 1.82790468412964 |
| 31 | 9 | 7.28432166627242 | 1.71567833372759 |
| 32 | 9 | 7.86883399139395 | 1.13116600860605 |
| 33 | 9 | 6.96651823246102 | 2.03348176753898 |
| 34 | 9 | 8.85244721332457 | 0.147552786675434 |
| 35 | 9 | 10.5439499009276 | -1.54394990092764 |
| 36 | 9 | 7.02256775935793 | 1.97743224064207 |
| 37 | 9 | 7.30796310022768 | 1.69203689977232 |
| 38 | 9 | 7.6471455241293 | 1.35285447587069 |
| 39 | 9 | 8.40346753403102 | 0.596532465968982 |
| 40 | 9 | 6.54764484770721 | 2.45235515229279 |
| 41 | 9 | 3.31310019267548 | 5.68689980732452 |
| 42 | 1 | 2.20097890491235 | -1.20097890491235 |
| 43 | 2 | 2.32069329455131 | -0.320693294551308 |
| 44 | 2 | 3.76513162386398 | -1.76513162386398 |
| 45 | 3 | 2.85041316319599 | 0.149586836804005 |
| 46 | 4 | 3.83369124659728 | 0.166308753402724 |
| 47 | 3 | 4.24890352726165 | -1.24890352726165 |
| 48 | 2 | 2.8767058272786 | -0.8767058272786 |
| 49 | 2 | 2.62472845331259 | -0.624728453312588 |
| 50 | 3 | 3.66142473599033 | -0.661424735990331 |
| 51 | 3 | 1.71612026266977 | 1.28387973733023 |
| 52 | 4 | 3.54599971663640 | 0.454000283363596 |
| 53 | 3 | 3.40000596760518 | -0.400005967605177 |
| 54 | 2 | 2.66962719006064 | -0.669627190060639 |
| 55 | 2 | 1.93039381145836 | 0.06960618854164 |
| 56 | 2 | 2.32818232229398 | -0.328182322293975 |
| 57 | 2 | 3.68577019223034 | -1.68577019223034 |
| 58 | 3 | 2.85057998275980 | 0.149420017240196 |
| 59 | 1 | 4.17077705769191 | -3.17077705769191 |
| 60 | 5 | 2.69939834607105 | 2.30060165392895 |
| 61 | 2 | 3.51057823783091 | -1.51057823783091 |
| 62 | 3 | 3.258615157061 | -0.258615157060998 |
| 63 | 4 | 3.26689680747654 | 0.733103192523465 |
| 64 | 4 | 3.88471970540047 | 0.115280294599528 |
| 65 | 2 | 2.15269724022827 | -0.152697240228272 |
| 66 | 3 | 2.55649835979783 | 0.443501640202166 |
| 67 | 3 | 2.88739913328392 | 0.112600866716077 |
| 68 | 3 | 3.42203267592099 | -0.422032675920988 |
| 69 | 3 | 1.60299143240696 | 1.39700856759304 |
| 70 | 1 | 3.60024263698929 | -2.60024263698929 |
| 71 | 3 | 2.28880661173278 | 0.71119338826722 |
| 72 | 3 | 1.88472566918728 | 1.11527433081272 |
| 73 | 3 | 4.17011504627022 | -1.17011504627022 |
| 74 | 4 | 3.73015678759822 | 0.269843212401775 |
| 75 | 3 | 2.38789295328032 | 0.612107046719681 |
| 76 | 4 | 2.86281586493104 | 1.13718413506896 |
| 77 | 3 | 2.71163422824229 | 0.288365771757715 |
| 78 | 3 | 2.99920505941148 | 0.000794940588517722 |
| 79 | 2 | 2.98113258285137 | -0.98113258285137 |
| 80 | 1 | 2.29475006219414 | -1.29475006219414 |
| 81 | 2 | 7.11633540462837 | -5.11633540462837 |
| 82 | 3 | 3.63339249129577 | -0.633392491295771 |
| 83 | 4 | 3.32565871809911 | 0.674341281900886 |
| 84 | 3 | 3.17663065659329 | -0.176630656593286 |
| 85 | 4 | 3.9665557086469 | 0.0334442913531027 |
| 86 | 5 | 3.87022799132804 | 1.12977200867196 |
| 87 | 2 | 2.67210340849596 | -0.672103408495965 |
| 88 | 2 | 3.59916760852306 | -1.59916760852306 |
| 89 | 4 | 3.92165697189885 | 0.0783430281011534 |
| 90 | 4 | 3.21451910654197 | 0.785480893458035 |
| 91 | 3 | 3.26594808711277 | -0.265948087112771 |
| 92 | 4 | 4.38835453719319 | -0.388354537193193 |
| 93 | 4 | 4.29688353149078 | -0.296883531490783 |
| 94 | 4 | 3.31623677570995 | 0.683763224290046 |
| 95 | 4 | 3.87022799132804 | 0.129772008671959 |
| 96 | 4 | 4.74384189367512 | -0.743841893675125 |
| 97 | 2 | 6.54252996107965 | -4.54252996107965 |
| 98 | 4 | 4.18738370691386 | -0.187383706913857 |
| 99 | 4 | 3.98718474524408 | 0.0128152547559157 |
| 100 | 4 | 4.67008877397351 | -0.670088773973514 |
| 101 | 4 | 4.23717290050444 | -0.237172900504440 |
| 102 | 4 | 4.1597443835173 | -0.159744383517297 |
| 103 | 5 | 5.82038917626505 | -0.820389176265048 |
| 104 | 4 | 4.74258998208894 | -0.742589982088943 |
| 105 | 4 | 2.8936695301464 | 1.10633046985360 |
| 106 | 4 | 4.66883686238733 | -0.668836862387332 |
| 107 | 3 | 3.65521713541998 | -0.655217135419975 |
| 108 | 4 | 4.71084390056898 | -0.710843900568978 |
| 109 | 4 | 4.50575448205668 | -0.505754482056675 |
| 110 | 4 | 4.49024960083001 | -0.490249600830005 |
| 111 | 3 | 3.60318376824892 | -0.603183768248916 |
| 112 | 3 | 4.27935733315491 | -1.27935733315491 |
| 113 | 3 | 3.03176878280207 | -0.0317687828020683 |
| 114 | 3 | 2.96055792994143 | 0.0394420700585694 |
| 115 | 4 | 3.30386140516256 | 0.696138594837436 |
| 116 | 3 | 2.36365719628095 | 0.636342803719051 |
| 117 | 3 | 2.36365719628095 | 0.636342803719051 |
| 118 | 4 | 3.12031434471199 | 0.87968565528801 |
| 119 | 3 | 3.39779691892162 | -0.397796918921617 |
| 120 | 3 | 3.74216723048077 | -0.74216723048077 |
| 121 | 3 | 3.53127496280567 | -0.531274962805673 |
| 122 | 3 | 3.46043299370045 | -0.460432993700451 |
| 123 | 3 | 2.74315487047356 | 0.256845129526440 |
| 124 | 3 | 3.46006410994504 | -0.460064109945035 |
| 125 | 4 | 3.05635205115495 | 0.943647948845047 |
| 126 | 3 | 1.18295638327763 | 1.81704361672237 |
| 127 | 4 | 3.65325278481544 | 0.346747215184564 |
| 128 | 3 | 4.27845485329416 | -1.27845485329416 |
| 129 | 4 | 6.35633489063803 | -2.35633489063803 |
| 130 | 1 | 1.48994020298125 | -0.489940202981251 |
| 131 | 4 | 3.46006410994504 | 0.539935890054964 |
| 132 | 3 | 3.26724431883005 | -0.267244318830050 |
| 133 | 4 | 2.46370298006517 | 1.53629701993483 |
| 134 | 4 | 2.41028478078870 | 1.58971521921130 |
| 135 | 4 | 4.36365123249414 | -0.363651232494137 |
| 136 | 3 | 3.03176878280207 | -0.0317687828020683 |
| 137 | 3 | 4.46536890166213 | -1.46536890166213 |
| 138 | 3 | 2.32627070442541 | 0.673729295574589 |
| 139 | 4 | 3.64085008308039 | 0.359149916919610 |
| 140 | 3 | 5.03176281901526 | -2.03176281901526 |
| 141 | 3 | 2.51483883296970 | 0.485161167030297 |
| 142 | 3 | 3.39779691892162 | -0.397796918921617 |
| 143 | 4 | 3.30925135701170 | 0.690748642988304 |
| 144 | 2 | 3.27186486515616 | -1.27186486515616 |
| 145 | 3 | 3.18295041949082 | -0.182950419490822 |
| 146 | 3 | 4.82549109766627 | -1.82549109766627 |
| 147 | 3 | 2.67549772760101 | 0.324502272398989 |
| 148 | 3 | 2.83395956160556 | 0.166040438394438 |
| 149 | 3 | 2.90084729895509 | 0.0991527010449129 |
| 150 | 4 | 2.05733969114774 | 1.94266030885226 |
| 151 | 3 | 2.49025556461682 | 0.509744435383182 |
| 152 | 4 | 4.80846784960512 | -0.808467849605116 |
| 153 | 3 | 3.15746467127719 | -0.157464671277189 |
| 154 | 4 | 2.55684587115135 | 1.44315412884865 |
| 155 | 3 | 5.36768466059506 | -2.36768466059506 |
| 156 | 3 | 2.77997402099768 | 0.220025979002319 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 12 | 0.0533434299160143 | 0.106686859832029 | 0.946656570083986 |
| 13 | 0.0174393669981379 | 0.0348787339962757 | 0.982560633001862 |
| 14 | 0.0248581711976915 | 0.0497163423953829 | 0.975141828802308 |
| 15 | 0.00872714204048026 | 0.0174542840809605 | 0.99127285795952 |
| 16 | 0.00556378137494784 | 0.0111275627498957 | 0.994436218625052 |
| 17 | 0.00626221242530834 | 0.0125244248506167 | 0.993737787574692 |
| 18 | 0.00277556308030608 | 0.00555112616061216 | 0.997224436919694 |
| 19 | 0.00122879675797283 | 0.00245759351594566 | 0.998771203242027 |
| 20 | 0.000464089824637281 | 0.000928179649274563 | 0.999535910175363 |
| 21 | 0.00204152125563125 | 0.0040830425112625 | 0.997958478744369 |
| 22 | 0.0103638980219250 | 0.0207277960438499 | 0.989636101978075 |
| 23 | 0.00863567239098022 | 0.0172713447819604 | 0.99136432760902 |
| 24 | 0.00610923502906098 | 0.0122184700581220 | 0.993890764970939 |
| 25 | 0.0033820739906698 | 0.0067641479813396 | 0.99661792600933 |
| 26 | 0.00305738991361626 | 0.00611477982723251 | 0.996942610086384 |
| 27 | 0.00238412181344104 | 0.00476824362688208 | 0.997615878186559 |
| 28 | 0.00205504502186214 | 0.00411009004372428 | 0.997944954978138 |
| 29 | 0.00117677098300274 | 0.00235354196600548 | 0.998823229016997 |
| 30 | 0.000822364393924212 | 0.00164472878784842 | 0.999177635606076 |
| 31 | 0.000549279215354025 | 0.00109855843070805 | 0.999450720784646 |
| 32 | 0.000508798498370451 | 0.00101759699674090 | 0.99949120150163 |
| 33 | 0.000613739609654513 | 0.00122747921930903 | 0.999386260390346 |
| 34 | 0.000582967874704328 | 0.00116593574940866 | 0.999417032125296 |
| 35 | 0.000764225292638797 | 0.00152845058527759 | 0.999235774707361 |
| 36 | 0.000790462486340808 | 0.00158092497268162 | 0.99920953751366 |
| 37 | 0.000862193955874583 | 0.00172438791174917 | 0.999137806044125 |
| 38 | 0.00136913588264356 | 0.00273827176528712 | 0.998630864117356 |
| 39 | 0.00307587698433512 | 0.00615175396867024 | 0.996924123015665 |
| 40 | 0.0326589731464425 | 0.065317946292885 | 0.967341026853557 |
| 41 | 0.400868166301473 | 0.801736332602946 | 0.599131833698527 |
| 42 | 0.999753808634828 | 0.000492382730344592 | 0.000246191365172296 |
| 43 | 0.99998315170967 | 3.36965806609238e-05 | 1.68482903304619e-05 |
| 44 | 0.9999960991938 | 7.80161240151947e-06 | 3.90080620075973e-06 |
| 45 | 0.999994805592554 | 1.03888148924719e-05 | 5.19440744623593e-06 |
| 46 | 0.999993507266213 | 1.29854675744658e-05 | 6.4927337872329e-06 |
| 47 | 0.999995986904238 | 8.02619152315625e-06 | 4.01309576157812e-06 |
| 48 | 0.999992900482803 | 1.41990343938368e-05 | 7.09951719691839e-06 |
| 49 | 0.999993020461136 | 1.39590777280158e-05 | 6.97953886400791e-06 |
| 50 | 0.999988645151132 | 2.2709697736734e-05 | 1.1354848868367e-05 |
| 51 | 0.999984473258057 | 3.10534838870089e-05 | 1.55267419435045e-05 |
| 52 | 0.999993619551984 | 1.27608960323095e-05 | 6.38044801615475e-06 |
| 53 | 0.999991488109207 | 1.70237815854708e-05 | 8.5118907927354e-06 |
| 54 | 0.999989629610223 | 2.07407795542818e-05 | 1.03703897771409e-05 |
| 55 | 0.999989439851155 | 2.11202976903845e-05 | 1.05601488451922e-05 |
| 56 | 0.999985864393079 | 2.82712138424194e-05 | 1.41356069212097e-05 |
| 57 | 0.999982432179225 | 3.51356415501308e-05 | 1.75678207750654e-05 |
| 58 | 0.999971621503453 | 5.67569930943644e-05 | 2.83784965471822e-05 |
| 59 | 0.99998952984947 | 2.09403010613926e-05 | 1.04701505306963e-05 |
| 60 | 0.999998449187676 | 3.10162464780139e-06 | 1.55081232390069e-06 |
| 61 | 0.999998446489243 | 3.10702151421813e-06 | 1.55351075710907e-06 |
| 62 | 0.999997619103905 | 4.76179219081849e-06 | 2.38089609540924e-06 |
| 63 | 0.999998512325386 | 2.97534922826259e-06 | 1.48767461413130e-06 |
| 64 | 0.99999835608567 | 3.28782865935373e-06 | 1.64391432967686e-06 |
| 65 | 0.999997859832694 | 4.28033461108889e-06 | 2.14016730554445e-06 |
| 66 | 0.99999618633585 | 7.62732829980064e-06 | 3.81366414990032e-06 |
| 67 | 0.999996570574322 | 6.8588513560866e-06 | 3.4294256780433e-06 |
| 68 | 0.999995015523695 | 9.9689526109255e-06 | 4.98447630546275e-06 |
| 69 | 0.99999195355494 | 1.60928901209039e-05 | 8.04644506045194e-06 |
| 70 | 0.999996432633568 | 7.13473286499744e-06 | 3.56736643249872e-06 |
| 71 | 0.999994149590905 | 1.1700818188996e-05 | 5.850409094498e-06 |
| 72 | 0.999990138724358 | 1.97225512838829e-05 | 9.86127564194144e-06 |
| 73 | 0.999985657698884 | 2.86846022310108e-05 | 1.43423011155054e-05 |
| 74 | 0.999991726721876 | 1.65465562483211e-05 | 8.27327812416055e-06 |
| 75 | 0.999988814385036 | 2.23712299277285e-05 | 1.11856149638642e-05 |
| 76 | 0.999995607429226 | 8.78514154753947e-06 | 4.39257077376973e-06 |
| 77 | 0.999993359064332 | 1.32818713351153e-05 | 6.64093566755764e-06 |
| 78 | 0.999995008106854 | 9.9837862921105e-06 | 4.99189314605525e-06 |
| 79 | 0.999996449281408 | 7.1014371835832e-06 | 3.5507185917916e-06 |
| 80 | 0.999998195707556 | 3.60858488824148e-06 | 1.80429244412074e-06 |
| 81 | 0.999999860651436 | 2.78697127330956e-07 | 1.39348563665478e-07 |
| 82 | 0.999999998941967 | 2.11606596973921e-09 | 1.05803298486961e-09 |
| 83 | 0.999999999301808 | 1.39638399402073e-09 | 6.98191997010366e-10 |
| 84 | 0.999999999493753 | 1.01249390819751e-09 | 5.06246954098756e-10 |
| 85 | 0.999999999056151 | 1.88769707608614e-09 | 9.43848538043069e-10 |
| 86 | 0.999999999543497 | 9.1300640282551e-10 | 4.56503201412755e-10 |
| 87 | 0.999999999874085 | 2.51829922612369e-10 | 1.25914961306184e-10 |
| 88 | 0.999999999994942 | 1.01153259957115e-11 | 5.05766299785576e-12 |
| 89 | 0.999999999990631 | 1.8737570422458e-11 | 9.368785211229e-12 |
| 90 | 0.999999999979936 | 4.0128189918622e-11 | 2.0064094959311e-11 |
| 91 | 0.999999999986554 | 2.6891733364626e-11 | 1.3445866682313e-11 |
| 92 | 0.999999999966082 | 6.783644897242e-11 | 3.391822448621e-11 |
| 93 | 0.99999999992545 | 1.49101845592559e-10 | 7.45509227962793e-11 |
| 94 | 0.999999999818579 | 3.62842767286198e-10 | 1.81421383643099e-10 |
| 95 | 0.999999999588215 | 8.23570539624442e-10 | 4.11785269812221e-10 |
| 96 | 0.999999999331623 | 1.33675322488615e-09 | 6.68376612443075e-10 |
| 97 | 0.999999999999168 | 1.66334659404346e-12 | 8.31673297021728e-13 |
| 98 | 0.999999999997787 | 4.4265896809772e-12 | 2.2132948404886e-12 |
| 99 | 0.999999999994571 | 1.08570659679548e-11 | 5.42853298397742e-12 |
| 100 | 0.999999999985275 | 2.94505112022479e-11 | 1.47252556011239e-11 |
| 101 | 0.999999999964649 | 7.070242064539e-11 | 3.5351210322695e-11 |
| 102 | 0.999999999908915 | 1.82170985746861e-10 | 9.10854928734304e-11 |
| 103 | 0.99999999984293 | 3.14139099820627e-10 | 1.57069549910313e-10 |
| 104 | 0.999999999762926 | 4.74147656508791e-10 | 2.37073828254395e-10 |
| 105 | 0.999999999808116 | 3.83767621414964e-10 | 1.91883810707482e-10 |
| 106 | 0.999999999552617 | 8.94765236496539e-10 | 4.47382618248269e-10 |
| 107 | 0.999999999476518 | 1.04696378805167e-09 | 5.23481894025837e-10 |
| 108 | 0.999999999078911 | 1.84217760803723e-09 | 9.21088804018616e-10 |
| 109 | 0.999999997848846 | 4.30230815310365e-09 | 2.15115407655182e-09 |
| 110 | 0.9999999997312 | 5.37600013387153e-10 | 2.68800006693576e-10 |
| 111 | 0.999999999427645 | 1.14471035885304e-09 | 5.72355179426518e-10 |
| 112 | 0.999999998686935 | 2.62613036374892e-09 | 1.31306518187446e-09 |
| 113 | 0.999999997237937 | 5.52412592831873e-09 | 2.76206296415936e-09 |
| 114 | 0.999999994094088 | 1.18118235505390e-08 | 5.90591177526948e-09 |
| 115 | 0.999999987578242 | 2.48435154251054e-08 | 1.24217577125527e-08 |
| 116 | 0.99999997517482 | 4.96503611386481e-08 | 2.48251805693241e-08 |
| 117 | 0.999999952767767 | 9.44644669506648e-08 | 4.72322334753324e-08 |
| 118 | 0.99999994179043 | 1.16419141759578e-07 | 5.82095708797889e-08 |
| 119 | 0.99999987442466 | 2.5115068053868e-07 | 1.2557534026934e-07 |
| 120 | 0.999999694114435 | 6.11771130662753e-07 | 3.05885565331376e-07 |
| 121 | 0.999999531916808 | 9.36166383230297e-07 | 4.68083191615148e-07 |
| 122 | 0.999998895460615 | 2.20907877075577e-06 | 1.10453938537788e-06 |
| 123 | 0.999997565108253 | 4.86978349488229e-06 | 2.43489174744114e-06 |
| 124 | 0.999995929383145 | 8.141233710448e-06 | 4.070616855224e-06 |
| 125 | 0.999990535683338 | 1.89286333234370e-05 | 9.46431666171852e-06 |
| 126 | 0.999984619382894 | 3.07612342119976e-05 | 1.53806171059988e-05 |
| 127 | 0.999968524950732 | 6.29500985360561e-05 | 3.14750492680280e-05 |
| 128 | 0.99993888665044 | 0.000122226699118716 | 6.1113349559358e-05 |
| 129 | 0.999895645324198 | 0.000208709351605083 | 0.000104354675802541 |
| 130 | 0.999953066955706 | 9.3866088587614e-05 | 4.6933044293807e-05 |
| 131 | 0.999920931048432 | 0.000158137903136749 | 7.90689515683743e-05 |
| 132 | 0.999817316287287 | 0.00036536742542599 | 0.000182683712712995 |
| 133 | 0.999721044929532 | 0.000557910140935694 | 0.000278955070467847 |
| 134 | 0.999719368840776 | 0.000561262318448683 | 0.000280631159224341 |
| 135 | 0.999732828894965 | 0.000534342210070815 | 0.000267171105035408 |
| 136 | 0.999408266283413 | 0.00118346743317365 | 0.000591733716586824 |
| 137 | 0.998973195512265 | 0.00205360897546997 | 0.00102680448773499 |
| 138 | 0.998692865103773 | 0.00261426979245457 | 0.00130713489622729 |
| 139 | 0.997592313380887 | 0.00481537323822632 | 0.00240768661911316 |
| 140 | 0.994214146504698 | 0.0115717069906050 | 0.00578585349530252 |
| 141 | 0.98750111520878 | 0.0249977695824388 | 0.0124988847912194 |
| 142 | 0.968316519242613 | 0.0633669615147736 | 0.0316834807573868 |
| 143 | 0.924468236426122 | 0.151063527147755 | 0.0755317635738777 |
| 144 | 0.880028360813349 | 0.239943278373303 | 0.119971639186651 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 117 | 0.8796992481203 | NOK |
| 5% type I error level | 127 | 0.954887218045113 | NOK |
| 10% type I error level | 129 | 0.969924812030075 | NOK |
