| Multiple Linear Regression - Estimated Regression Equation |
| Yt[t] = + 9.35251838680335 -0.640087609275249month[t] -0.0290741578293503X1t[t] + 0.995491703191262X2t[t] + 0.114642721332865X3t[t] + 0.00880269656895907X4t[t] -0.243179688101038X5t[t] -0.104457642439144X6t[t] -0.542200790326548X7t[t] -0.0331456040618912t + 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) | 9.35251838680335 | 0.819016 | 11.4192 | 0 | 0 |
| month | -0.640087609275249 | 0.068035 | -9.4083 | 0 | 0 |
| X1t | -0.0290741578293503 | 0.13013 | -0.2234 | 0.823518 | 0.411759 |
| X2t | 0.995491703191262 | 0.141128 | 7.0538 | 0 | 0 |
| X3t | 0.114642721332865 | 0.117472 | 0.9759 | 0.330722 | 0.165361 |
| X4t | 0.00880269656895907 | 0.086423 | 0.1019 | 0.919011 | 0.459505 |
| X5t | -0.243179688101038 | 0.063292 | -3.8422 | 0.000181 | 9.1e-05 |
| X6t | -0.104457642439144 | 0.102443 | -1.0197 | 0.309572 | 0.154786 |
| X7t | -0.542200790326548 | 0.047916 | -11.3157 | 0 | 0 |
| t | -0.0331456040618912 | 0.005988 | -5.535 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.86415787561406 |
| R-squared | 0.746768833985806 |
| Adjusted R-squared | 0.731158693615068 |
| F-TEST (value) | 47.8387007579806 |
| F-TEST (DF numerator) | 9 |
| F-TEST (DF denominator) | 146 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1.21870073244992 |
| Sum Squared Residuals | 216.843795390000 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 2 | 2.31139229923516 | -0.311392299235163 |
| 2 | 3 | 4.1647724591164 | -1.1647724591164 |
| 3 | 3 | 2.72896712333966 | 0.271032876660345 |
| 4 | 3 | 3.94457929293671 | -0.944579292936707 |
| 5 | 3 | 3.92042282788315 | -0.92042282788315 |
| 6 | 3 | 3.81688857271178 | -0.816888572711783 |
| 7 | 2 | 4.16999512337462 | -2.16999512337462 |
| 8 | 3 | 3.85144255585159 | -0.851442555851587 |
| 9 | 3 | 3.15497950893917 | -0.154979508939173 |
| 10 | 4 | 3.66032354750122 | 0.339676452498781 |
| 11 | 3 | 2.28451545881821 | 0.715484541181793 |
| 12 | 3 | 4.15187959120835 | -1.15187959120835 |
| 13 | 2 | 2.64568560432208 | -0.645685604322078 |
| 14 | 3 | 2.85191182529259 | 0.148088174707414 |
| 15 | 9 | 9.28294974352176 | -0.282949743521756 |
| 16 | 9 | 9.50548852544546 | -0.505488525445463 |
| 17 | 9 | 7.46885481711649 | 1.53114518288351 |
| 18 | 9 | 8.8536674363732 | 0.146332563626806 |
| 19 | 9 | 8.74920820160038 | 0.250791798399624 |
| 20 | 9 | 7.27746506037623 | 1.72253493962377 |
| 21 | 9 | 10.3167460710351 | -1.31674607103507 |
| 22 | 9 | 7.53879662052383 | 1.46120337947617 |
| 23 | 9 | 8.53772674186679 | 0.462273258133211 |
| 24 | 9 | 9.79132717984584 | -0.79132717984584 |
| 25 | 9 | 8.75018517470813 | 0.249814825291873 |
| 26 | 9 | 7.50410102322497 | 1.49589897677503 |
| 27 | 9 | 7.79320635496386 | 1.20679364503614 |
| 28 | 9 | 7.2479700515979 | 1.7520299484021 |
| 29 | 9 | 7.72795108003321 | 1.27204891996679 |
| 30 | 9 | 8.14513801652115 | 0.854861983478854 |
| 31 | 9 | 7.91577543313089 | 1.08422456686911 |
| 32 | 9 | 7.76481799799154 | 1.23518200200846 |
| 33 | 9 | 7.06093463683492 | 1.93906536316508 |
| 34 | 9 | 8.56123032179124 | 0.438769678208761 |
| 35 | 9 | 9.85566598648348 | -0.855665986483481 |
| 36 | 9 | 7.61038813049346 | 1.38961186950654 |
| 37 | 9 | 7.55825475096889 | 1.44174524903111 |
| 38 | 9 | 7.02606320228448 | 1.97393679771552 |
| 39 | 9 | 8.2773440212727 | 0.722655978727309 |
| 40 | 9 | 6.83771810497064 | 2.16228189502936 |
| 41 | 9 | 4.18127028933100 | 4.8187297106690 |
| 42 | 1 | 2.70804787348276 | -1.70804787348276 |
| 43 | 2 | 3.49863886881370 | -1.49863886881370 |
| 44 | 2 | 4.06026918370021 | -2.06026918370021 |
| 45 | 3 | 3.24831392470118 | -0.248313924701179 |
| 46 | 4 | 4.19676577839524 | -0.196765778395242 |
| 47 | 3 | 4.69925014116946 | -1.69925014116946 |
| 48 | 2 | 2.78986056742394 | -0.789860567423937 |
| 49 | 2 | 3.23917692635544 | -1.23917692635544 |
| 50 | 3 | 4.09706538304567 | -1.09706538304566 |
| 51 | 3 | 2.30712692169396 | 0.692873078306045 |
| 52 | 4 | 3.15853230080606 | 0.84146769919394 |
| 53 | 3 | 3.73907536269955 | -0.739075362699553 |
| 54 | 2 | 2.94343266465372 | -0.943432664653717 |
| 55 | 2 | 2.22723104805192 | -0.227231048051920 |
| 56 | 2 | 2.24723892614841 | -0.247238926148405 |
| 57 | 2 | 3.19801039883331 | -1.19801039883331 |
| 58 | 3 | 3.08577930884602 | -0.0857793088460195 |
| 59 | 1 | 4.24669741149542 | -3.24669741149542 |
| 60 | 5 | 2.99041394289289 | 2.00958605710711 |
| 61 | 2 | 3.58449565470304 | -1.58449565470304 |
| 62 | 3 | 3.27176006530929 | -0.271760065309288 |
| 63 | 4 | 3.00793947103092 | 0.992060528969082 |
| 64 | 4 | 3.8746306242901 | 0.125369375709896 |
| 65 | 2 | 1.85317484719415 | 0.146825152805854 |
| 66 | 3 | 2.53179117047571 | 0.468208829524285 |
| 67 | 3 | 2.23027461200778 | 0.769725387992216 |
| 68 | 3 | 2.94167425966029 | 0.0583257403397136 |
| 69 | 3 | 1.69661180314461 | 1.30338819685539 |
| 70 | 1 | 2.48719365208853 | -1.48719365208853 |
| 71 | 3 | 2.40394000456457 | 0.596059995435434 |
| 72 | 3 | 2.12261987890132 | 0.877380121098683 |
| 73 | 3 | 3.5573324122704 | -0.557332412270402 |
| 74 | 4 | 3.59494568350480 | 0.405054316495195 |
| 75 | 3 | 1.72193009141162 | 1.27806990858838 |
| 76 | 4 | 2.32887209662497 | 1.67112790337503 |
| 77 | 3 | 2.26665233473374 | 0.733347665266264 |
| 78 | 3 | 2.54863226450086 | 0.451367735499143 |
| 79 | 2 | 2.88609235365934 | -0.88609235365934 |
| 80 | 1 | 1.75032218945756 | -0.750322189457562 |
| 81 | 2 | 5.47052579962838 | -3.47052579962838 |
| 82 | 3 | 3.60333003981734 | -0.603330039817336 |
| 83 | 4 | 4.01857740741917 | -0.0185774074191695 |
| 84 | 3 | 3.62456632683062 | -0.624566326830624 |
| 85 | 4 | 4.36447074822967 | -0.364470748229669 |
| 86 | 5 | 4.12620875290442 | 0.873791247095579 |
| 87 | 2 | 2.90754523970861 | -0.907545239708607 |
| 88 | 2 | 3.11320207659631 | -1.11320207659631 |
| 89 | 4 | 4.36190457337437 | -0.36190457337437 |
| 90 | 4 | 3.34696790389116 | 0.653032096108835 |
| 91 | 3 | 3.64895493248490 | -0.648954932484896 |
| 92 | 4 | 3.63746317200816 | 0.362536827991844 |
| 93 | 4 | 3.67970105255606 | 0.320298947443939 |
| 94 | 4 | 3.40441169358626 | 0.595588306413739 |
| 95 | 4 | 3.8278983163474 | 0.1721016836526 |
| 96 | 4 | 4.69810502848281 | -0.698105028482812 |
| 97 | 2 | 6.36174231716034 | -4.36174231716034 |
| 98 | 4 | 3.52963260165011 | 0.470367398349894 |
| 99 | 4 | 3.4331357190795 | 0.566864280920497 |
| 100 | 4 | 3.89774322745541 | 0.102256772544589 |
| 101 | 4 | 3.31007857762179 | 0.689921422378213 |
| 102 | 4 | 3.91563820051038 | 0.0843617994896166 |
| 103 | 5 | 5.60002621701524 | -0.600026217015241 |
| 104 | 4 | 5.10377484538173 | -1.10377484538173 |
| 105 | 4 | 2.02318558662111 | 1.97681441337889 |
| 106 | 4 | 4.36970425247812 | -0.369704252478115 |
| 107 | 3 | 3.13232590526458 | -0.132325905264584 |
| 108 | 4 | 4.38898160785785 | -0.38898160785785 |
| 109 | 4 | 4.28258569573763 | -0.282585695737626 |
| 110 | 4 | 5.03475522847652 | -1.03475522847652 |
| 111 | 3 | 4.78262067462629 | -1.78262067462629 |
| 112 | 3 | 4.83493222008425 | -1.83493222008425 |
| 113 | 3 | 3.77722075500175 | -0.77722075500175 |
| 114 | 3 | 3.74165683542197 | -0.741656835421966 |
| 115 | 4 | 3.54821217479646 | 0.451787825203541 |
| 116 | 3 | 2.92305361220796 | 0.0769463877920404 |
| 117 | 3 | 2.88990800814607 | 0.110091991853932 |
| 118 | 4 | 4.02229490130181 | -0.0222949013018123 |
| 119 | 3 | 3.81134173983772 | -0.811341739837718 |
| 120 | 3 | 3.92191301493804 | -0.92191301493804 |
| 121 | 3 | 3.75523561060766 | -0.755235610607657 |
| 122 | 3 | 3.33017691887187 | -0.330176918871873 |
| 123 | 3 | 3.33611682655029 | -0.336116826550291 |
| 124 | 3 | 3.65338048290409 | -0.653380482904092 |
| 125 | 4 | 2.98256558508484 | 1.01743441491516 |
| 126 | 3 | 1.88855614713285 | 1.11144385286715 |
| 127 | 4 | 3.66858639205128 | 0.331413607948717 |
| 128 | 3 | 4.09449133033031 | -1.09449133033031 |
| 129 | 4 | 5.61821243768829 | -1.61821243768829 |
| 130 | 1 | 2.12787971973257 | -1.12787971973257 |
| 131 | 4 | 3.42136125447085 | 0.578638745529147 |
| 132 | 3 | 2.88407815692010 | 0.115921843079905 |
| 133 | 4 | 2.66834118284408 | 1.33165881715592 |
| 134 | 4 | 2.72575897578602 | 1.27424102421398 |
| 135 | 4 | 3.78013304792568 | 0.219866952074317 |
| 136 | 3 | 3.01487186157825 | -0.0148718615782511 |
| 137 | 3 | 3.90386804574456 | -0.903868045744562 |
| 138 | 3 | 2.42203943253142 | 0.577960567468577 |
| 139 | 4 | 3.16276724546616 | 0.837232754533836 |
| 140 | 3 | 4.36913535822434 | -1.36913535822434 |
| 141 | 3 | 2.12348766849003 | 0.876512331509973 |
| 142 | 3 | 3.04899284641422 | -0.0489928464142197 |
| 143 | 4 | 2.60504507574281 | 1.39495492425719 |
| 144 | 2 | 2.80008858136599 | -0.800088581365988 |
| 145 | 3 | 2.74563558285058 | 0.254364417149421 |
| 146 | 3 | 4.35048760677309 | -1.35048760677309 |
| 147 | 3 | 2.54794575100977 | 0.452054248990233 |
| 148 | 3 | 2.18872421831410 | 0.811275781685896 |
| 149 | 3 | 2.47710305081663 | 0.522896949183371 |
| 150 | 4 | 1.66756610733549 | 2.33243389266451 |
| 151 | 3 | 2.18893954904533 | 0.811060450954672 |
| 152 | 4 | 3.72978441137073 | 0.270215588629268 |
| 153 | 3 | 2.66726744676598 | 0.332732553234015 |
| 154 | 4 | 1.77816337918896 | 2.22183662081104 |
| 155 | 3 | 3.97798492972524 | -0.97798492972524 |
| 156 | 3 | 1.68511763222667 | 1.31488236777333 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 13 | 0.0616555127202927 | 0.123311025440585 | 0.938344487279707 |
| 14 | 0.100259497640535 | 0.200518995281069 | 0.899740502359465 |
| 15 | 0.0425289853213626 | 0.0850579706427252 | 0.957471014678637 |
| 16 | 0.027196454946748 | 0.054392909893496 | 0.972803545053252 |
| 17 | 0.0210415891978975 | 0.0420831783957951 | 0.978958410802103 |
| 18 | 0.00881965371272902 | 0.0176393074254580 | 0.991180346287271 |
| 19 | 0.00453782900696995 | 0.0090756580139399 | 0.99546217099303 |
| 20 | 0.00212099003430079 | 0.00424198006860159 | 0.9978790099657 |
| 21 | 0.0148316771889884 | 0.0296633543779768 | 0.985168322811012 |
| 22 | 0.0410983105937388 | 0.0821966211874776 | 0.95890168940626 |
| 23 | 0.0281514497126312 | 0.0563028994252624 | 0.971848550287369 |
| 24 | 0.0246002460293221 | 0.0492004920586442 | 0.975399753970678 |
| 25 | 0.014162825211748 | 0.028325650423496 | 0.985837174788252 |
| 26 | 0.00969772900772784 | 0.0193954580154557 | 0.990302270992272 |
| 27 | 0.00534656731199019 | 0.0106931346239804 | 0.99465343268801 |
| 28 | 0.00314737426818994 | 0.00629474853637987 | 0.99685262573181 |
| 29 | 0.00181740465691262 | 0.00363480931382524 | 0.998182595343087 |
| 30 | 0.00125186623051176 | 0.00250373246102352 | 0.998748133769488 |
| 31 | 0.000816426955053716 | 0.00163285391010743 | 0.999183573044946 |
| 32 | 0.000424930523855343 | 0.000849861047710686 | 0.999575069476145 |
| 33 | 0.000247195403900381 | 0.000494390807800762 | 0.9997528045961 |
| 34 | 0.000664593544391008 | 0.00132918708878202 | 0.99933540645561 |
| 35 | 0.00168204014413316 | 0.00336408028826633 | 0.998317959855867 |
| 36 | 0.00130110254228499 | 0.00260220508456998 | 0.998698897457715 |
| 37 | 0.00132514813011119 | 0.00265029626022238 | 0.998674851869889 |
| 38 | 0.00144487542113027 | 0.00288975084226054 | 0.99855512457887 |
| 39 | 0.00266235190830484 | 0.00532470381660968 | 0.997337648091695 |
| 40 | 0.0138973978583106 | 0.0277947957166212 | 0.98610260214169 |
| 41 | 0.21148662850391 | 0.42297325700782 | 0.78851337149609 |
| 42 | 0.999582179922426 | 0.00083564015514822 | 0.00041782007757411 |
| 43 | 0.999972839900826 | 5.43201983487909e-05 | 2.71600991743954e-05 |
| 44 | 0.999995177124221 | 9.64575155755931e-06 | 4.82287577877966e-06 |
| 45 | 0.999994327716233 | 1.13445675339387e-05 | 5.67228376696933e-06 |
| 46 | 0.999993396544863 | 1.3206910274554e-05 | 6.603455137277e-06 |
| 47 | 0.999995929236925 | 8.14152615019874e-06 | 4.07076307509937e-06 |
| 48 | 0.999992703459289 | 1.45930814225348e-05 | 7.29654071126742e-06 |
| 49 | 0.999992990781327 | 1.40184373455203e-05 | 7.00921867276013e-06 |
| 50 | 0.999988878665201 | 2.22426695974953e-05 | 1.11213347987477e-05 |
| 51 | 0.99998414266945 | 3.17146611003858e-05 | 1.58573305501929e-05 |
| 52 | 0.999993443606143 | 1.31127877147450e-05 | 6.55639385737252e-06 |
| 53 | 0.99999138388134 | 1.72322373218970e-05 | 8.61611866094849e-06 |
| 54 | 0.999989586592094 | 2.08268158118004e-05 | 1.04134079059002e-05 |
| 55 | 0.999988864637637 | 2.22707247254288e-05 | 1.11353623627144e-05 |
| 56 | 0.99998458877996 | 3.08224400774916e-05 | 1.54112200387458e-05 |
| 57 | 0.999981036455539 | 3.79270889223755e-05 | 1.89635444611877e-05 |
| 58 | 0.999969602574097 | 6.07948518050991e-05 | 3.03974259025495e-05 |
| 59 | 0.999988562292774 | 2.28754144524789e-05 | 1.14377072262394e-05 |
| 60 | 0.999998031906375 | 3.93618725056456e-06 | 1.96809362528228e-06 |
| 61 | 0.999998192913181 | 3.61417363735858e-06 | 1.80708681867929e-06 |
| 62 | 0.999997111342118 | 5.77731576456481e-06 | 2.88865788228241e-06 |
| 63 | 0.999998007004064 | 3.98599187270014e-06 | 1.99299593635007e-06 |
| 64 | 0.999997775960671 | 4.44807865786595e-06 | 2.22403932893297e-06 |
| 65 | 0.999997448458329 | 5.10308334164535e-06 | 2.55154167082268e-06 |
| 66 | 0.999995453784928 | 9.092430144955e-06 | 4.5462150724775e-06 |
| 67 | 0.999995211048303 | 9.577903395005e-06 | 4.7889516975025e-06 |
| 68 | 0.99999255583628 | 1.48883274412753e-05 | 7.44416372063764e-06 |
| 69 | 0.999987350258622 | 2.52994827566609e-05 | 1.26497413783304e-05 |
| 70 | 0.99999453476142 | 1.0930477160019e-05 | 5.4652385800095e-06 |
| 71 | 0.999991718630658 | 1.65627386838610e-05 | 8.28136934193048e-06 |
| 72 | 0.999986703602112 | 2.6592795775113e-05 | 1.32963978875565e-05 |
| 73 | 0.999982219130466 | 3.55617390673042e-05 | 1.77808695336521e-05 |
| 74 | 0.999990509025321 | 1.89819493579333e-05 | 9.49097467896665e-06 |
| 75 | 0.999985942737474 | 2.81145250521246e-05 | 1.40572625260623e-05 |
| 76 | 0.999993837355664 | 1.23252886719649e-05 | 6.16264433598246e-06 |
| 77 | 0.99999025004606 | 1.94999078792658e-05 | 9.7499539396329e-06 |
| 78 | 0.999993767939319 | 1.24641213626744e-05 | 6.23206068133722e-06 |
| 79 | 0.999996408270804 | 7.18345839182226e-06 | 3.59172919591113e-06 |
| 80 | 0.999998028809793 | 3.9423804145269e-06 | 1.97119020726345e-06 |
| 81 | 0.99999982263288 | 3.54734238467279e-07 | 1.77367119233640e-07 |
| 82 | 0.9999999940648 | 1.18704013228564e-08 | 5.93520066142819e-09 |
| 83 | 0.999999992306312 | 1.53873769384124e-08 | 7.69368846920621e-09 |
| 84 | 0.999999992315353 | 1.53692945259577e-08 | 7.68464726297886e-09 |
| 85 | 0.999999985038558 | 2.99228834373761e-08 | 1.49614417186881e-08 |
| 86 | 0.99999999319119 | 1.36176219658614e-08 | 6.8088109829307e-09 |
| 87 | 0.999999997786597 | 4.42680639566448e-09 | 2.21340319783224e-09 |
| 88 | 0.99999999988895 | 2.22099905898238e-10 | 1.11049952949119e-10 |
| 89 | 0.999999999750472 | 4.99056242188086e-10 | 2.49528121094043e-10 |
| 90 | 0.999999999511614 | 9.76771264705623e-10 | 4.88385632352812e-10 |
| 91 | 0.99999999962752 | 7.44959806899633e-10 | 3.72479903449816e-10 |
| 92 | 0.999999999155695 | 1.68860999890972e-09 | 8.44304999454859e-10 |
| 93 | 0.999999998329857 | 3.34028695548965e-09 | 1.67014347774483e-09 |
| 94 | 0.999999996308552 | 7.38289650533276e-09 | 3.69144825266638e-09 |
| 95 | 0.999999991848392 | 1.63032166361822e-08 | 8.1516083180911e-09 |
| 96 | 0.999999987025785 | 2.59484306393927e-08 | 1.29742153196963e-08 |
| 97 | 0.999999999949124 | 1.01752065724778e-10 | 5.08760328623891e-11 |
| 98 | 0.999999999885182 | 2.29636645250879e-10 | 1.14818322625440e-10 |
| 99 | 0.999999999762697 | 4.74606131269499e-10 | 2.37303065634749e-10 |
| 100 | 0.999999999421532 | 1.15693608705566e-09 | 5.78468043527831e-10 |
| 101 | 0.999999998829646 | 2.34070839120423e-09 | 1.17035419560212e-09 |
| 102 | 0.999999997231708 | 5.53658471037505e-09 | 2.76829235518752e-09 |
| 103 | 0.999999994603728 | 1.07925446692244e-08 | 5.3962723346122e-09 |
| 104 | 0.999999990178933 | 1.96421336230804e-08 | 9.8210668115402e-09 |
| 105 | 0.999999992723346 | 1.45533085816621e-08 | 7.27665429083103e-09 |
| 106 | 0.9999999826251 | 3.47498018212213e-08 | 1.73749009106106e-08 |
| 107 | 0.999999980319189 | 3.93616223626171e-08 | 1.96808111813086e-08 |
| 108 | 0.999999963318075 | 7.336385089326e-08 | 3.668192544663e-08 |
| 109 | 0.999999919276788 | 1.61446423345902e-07 | 8.07232116729508e-08 |
| 110 | 0.999999986319302 | 2.7361396781573e-08 | 1.36806983907865e-08 |
| 111 | 0.999999967495858 | 6.50082845200863e-08 | 3.25041422600431e-08 |
| 112 | 0.999999919561134 | 1.60877731793766e-07 | 8.04388658968829e-08 |
| 113 | 0.999999844309113 | 3.11381773326921e-07 | 1.55690886663460e-07 |
| 114 | 0.999999702117931 | 5.95764137089438e-07 | 2.97882068544719e-07 |
| 115 | 0.999999566710002 | 8.6657999594454e-07 | 4.3328999797227e-07 |
| 116 | 0.99999926347283 | 1.47305434067613e-06 | 7.36527170338064e-07 |
| 117 | 0.999998817504675 | 2.36499065025434e-06 | 1.18249532512717e-06 |
| 118 | 0.999998657896366 | 2.68420726845118e-06 | 1.34210363422559e-06 |
| 119 | 0.999997199750597 | 5.60049880676308e-06 | 2.80024940338154e-06 |
| 120 | 0.99999341269478 | 1.31746104385961e-05 | 6.58730521929804e-06 |
| 121 | 0.99999052589359 | 1.89482128188405e-05 | 9.47410640942026e-06 |
| 122 | 0.999979699620572 | 4.06007588565986e-05 | 2.03003794282993e-05 |
| 123 | 0.999958443822713 | 8.31123545734825e-05 | 4.15561772867413e-05 |
| 124 | 0.999939971066504 | 0.000120057866991098 | 6.00289334955488e-05 |
| 125 | 0.999888915824107 | 0.000222168351786753 | 0.000111084175893377 |
| 126 | 0.999850272645582 | 0.000299454708835679 | 0.000149727354417839 |
| 127 | 0.999704738831897 | 0.00059052233620596 | 0.00029526116810298 |
| 128 | 0.999472705086915 | 0.00105458982617077 | 0.000527294913085385 |
| 129 | 0.998957945112243 | 0.00208410977551364 | 0.00104205488775682 |
| 130 | 0.999717900311586 | 0.000564199376828268 | 0.000282099688414134 |
| 131 | 0.999443457633082 | 0.00111308473383577 | 0.000556542366917884 |
| 132 | 0.998987305622193 | 0.00202538875561463 | 0.00101269437780732 |
| 133 | 0.998297612198668 | 0.00340477560266352 | 0.00170238780133176 |
| 134 | 0.997964419183825 | 0.00407116163235011 | 0.00203558081617506 |
| 135 | 0.998143338386383 | 0.00371332322723474 | 0.00185666161361737 |
| 136 | 0.99624092797065 | 0.00751814405869951 | 0.00375907202934976 |
| 137 | 0.994227634622225 | 0.0115447307555509 | 0.00577236537777543 |
| 138 | 0.99228134363106 | 0.0154373127378778 | 0.00771865636893891 |
| 139 | 0.989773401625974 | 0.0204531967480514 | 0.0102265983740257 |
| 140 | 0.97512159628305 | 0.0497568074339015 | 0.0248784037169508 |
| 141 | 0.962474556673016 | 0.0750508866539679 | 0.0375254433269840 |
| 142 | 0.91153269354424 | 0.176934612911519 | 0.0884673064557597 |
| 143 | 0.84966361174138 | 0.300672776517241 | 0.150336388258621 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 109 | 0.83206106870229 | NOK |
| 5% type I error level | 121 | 0.923664122137405 | NOK |
| 10% type I error level | 126 | 0.961832061068702 | NOK |
