Multiple Linear Regression - Estimated Regression Equation |
Gold[t] = + 439.609426424004 + 4.50864596093637Oil[t] + 99.1974287464055ETF[t] + 323.674383647385Crisis[t] -0.019530933057516Dow[t] -2206.26726149215Inflation[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) | 439.609426424004 | 16.704387 | 26.317 | 0 | 0 |
Oil | 4.50864596093637 | 0.547907 | 8.2289 | 0 | 0 |
ETF | 99.1974287464055 | 18.127504 | 5.4722 | 0 | 0 |
Crisis | 323.674383647385 | 25.188906 | 12.8499 | 0 | 0 |
Dow | -0.019530933057516 | 0.001914 | -10.2028 | 0 | 0 |
Inflation | -2206.26726149215 | 454.765484 | -4.8514 | 2e-06 | 1e-06 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.943518280111114 |
R-squared | 0.890226744903834 |
Adjusted R-squared | 0.888353481164992 |
F-TEST (value) | 475.227660924001 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 293 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 74.5160394346784 |
Sum Squared Residuals | 1626923.55897795 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 321.61 | 446.198518494013 | -124.588518494013 |
2 | 345.85 | 423.862620933648 | -78.0126209336483 |
3 | 338.6 | 411.39619373742 | -72.7961937374203 |
4 | 345.64 | 411.901316136546 | -66.2613161365464 |
5 | 340.71 | 423.288359993412 | -82.5783599934117 |
6 | 342.49 | 430.879707231886 | -88.3897072318855 |
7 | 342.65 | 417.563086046474 | -74.9130860464739 |
8 | 348.68 | 414.688748347316 | -66.0087483473158 |
9 | 377.36 | 428.310446105548 | -50.9504461055475 |
10 | 418.05 | 429.636685075849 | -11.5866850758492 |
11 | 423.13 | 433.626322419416 | -10.4963224194158 |
12 | 397.69 | 439.125734094790 | -41.4357340947896 |
13 | 390.8 | 447.970834575872 | -57.1708345758721 |
14 | 408.29 | 446.858283100317 | -38.5682831003168 |
15 | 401.02 | 427.65594214415 | -26.6359421441504 |
16 | 409.24 | 407.661962663700 | 1.57803733629952 |
17 | 439.28 | 393.042729299740 | 46.2372707002597 |
18 | 459.95 | 392.768184133593 | 67.1818158664069 |
19 | 449.66 | 396.135297072551 | 53.5247029274487 |
20 | 451.14 | 391.196419406125 | 59.9435805938746 |
21 | 460.66 | 378.197644738931 | 82.462355261069 |
22 | 460.23 | 375.401861750307 | 84.8281382496927 |
23 | 465.69 | 384.657893776728 | 81.0321062232717 |
24 | 468.01 | 384.446338474679 | 83.5636615253208 |
25 | 486.74 | 379.517740114725 | 107.222259885275 |
26 | 475.89 | 386.473192818831 | 89.416807181169 |
27 | 441.52 | 383.84992165276 | 57.6700783472397 |
28 | 443.63 | 381.181237657695 | 62.448762342305 |
29 | 451.62 | 387.811200807951 | 63.8087991920486 |
30 | 451.14 | 387.868779361381 | 63.2712206386192 |
31 | 450.88 | 380.144868645985 | 70.7351313540147 |
32 | 437.56 | 372.15260149367 | 65.4073985063298 |
33 | 431.18 | 376.906566653275 | 54.2734333467246 |
34 | 412.02 | 365.859428342936 | 46.1605716570639 |
35 | 407.14 | 359.023276442661 | 48.1167235573391 |
36 | 420.48 | 361.124288174201 | 59.3557118257994 |
37 | 418.92 | 365.938573584959 | 52.9814264150414 |
38 | 403.57 | 365.058247043095 | 38.511752956905 |
39 | 387.55 | 363.474230784444 | 24.0757692155556 |
40 | 390.02 | 366.580559333516 | 23.439440666484 |
41 | 384.37 | 366.746124092036 | 17.6238759079641 |
42 | 370.62 | 355.024075759572 | 15.5959242404281 |
43 | 367.9 | 358.153885238842 | 9.74611476115757 |
44 | 374.91 | 357.464382831837 | 17.4456171681633 |
45 | 365.15 | 358.384310905425 | 6.76568909457512 |
46 | 361.91 | 371.00904487403 | -9.09904487403007 |
47 | 367.03 | 371.836356739864 | -4.80635673986356 |
48 | 395.19 | 366.920815267321 | 28.2691847326787 |
49 | 409.25 | 370.637670659394 | 38.6123293406061 |
50 | 410.49 | 367.070337001590 | 43.4196629984096 |
51 | 416.58 | 360.906871862348 | 55.6731281376518 |
52 | 392.21 | 352.977983468979 | 39.2320165310209 |
53 | 374.29 | 357.351233813465 | 16.9387661865346 |
54 | 369.05 | 360.275747191853 | 8.77425280814731 |
55 | 352.19 | 347.5468293803 | 4.64317061970018 |
56 | 362.85 | 352.246011061690 | 10.6039889383103 |
57 | 395.47 | 384.260100637709 | 11.2098993622912 |
58 | 388.82 | 407.385012927202 | -18.5650129272016 |
59 | 380.39 | 410.26515152427 | -29.8751515242703 |
60 | 381.73 | 393.381104416487 | -11.6511044164869 |
61 | 377.69 | 373.425555809098 | 4.26444419090183 |
62 | 383.04 | 364.320391909808 | 18.7196080901923 |
63 | 363.89 | 349.655218483003 | 14.2347815169968 |
64 | 363.23 | 356.80267136571 | 6.42732863429034 |
65 | 358.37 | 358.74037749681 | -0.370377496810081 |
66 | 356.97 | 355.591919225158 | 1.37808077484183 |
67 | 366.87 | 359.397702921438 | 7.47229707856166 |
68 | 367.57 | 368.153949455399 | -0.583949455399073 |
69 | 355.88 | 383.357222592418 | -27.4772225924177 |
70 | 348.88 | 395.820046629632 | -46.940046629632 |
71 | 358.77 | 412.406136438553 | -53.6361364385532 |
72 | 360.42 | 409.138924710807 | -48.7189247108073 |
73 | 361.08 | 389.60019573009 | -28.5201957300901 |
74 | 354.57 | 398.275717060093 | -43.7057170600926 |
75 | 353.73 | 393.171904818344 | -39.4419048183441 |
76 | 344.2 | 384.368856362931 | -40.168856362931 |
77 | 338.34 | 387.918790800877 | -49.5787908008765 |
78 | 337.21 | 394.565458087921 | -57.3554580879206 |
79 | 340.96 | 400.802411858257 | -59.842411858257 |
80 | 353.29 | 394.656343520525 | -41.3663435205248 |
81 | 342.67 | 394.999083567495 | -52.3290835674946 |
82 | 345.71 | 400.810726662517 | -55.1007266625168 |
83 | 344.17 | 396.299331570933 | -52.1293315709332 |
84 | 334.92 | 393.025351827633 | -58.1053518276328 |
85 | 334.81 | 391.978690933324 | -57.1686909333239 |
86 | 329.05 | 380.799485035786 | -51.7494850357858 |
87 | 329.31 | 384.334087695472 | -55.0240876954716 |
88 | 330.25 | 387.823404460452 | -57.5734044604521 |
89 | 341.89 | 384.636034330498 | -42.7460343304982 |
90 | 367.74 | 381.569438621289 | -13.8294386212893 |
91 | 371.93 | 383.159330617408 | -11.2293306174078 |
92 | 392.79 | 383.045437840277 | 9.74456215972268 |
93 | 377.97 | 381.307084014422 | -3.33708401442224 |
94 | 354.93 | 382.078271721384 | -27.1482717213842 |
95 | 364.4 | 381.165229668885 | -16.7652296688853 |
96 | 374.05 | 376.652190261837 | -2.60219026183653 |
97 | 383.63 | 365.887201874704 | 17.7427981252964 |
98 | 386.56 | 370.098835144734 | 16.4611648552661 |
99 | 381.9 | 371.257512103789 | 10.6424878962111 |
100 | 384.08 | 375.008173333139 | 9.0718266668609 |
101 | 377.29 | 383.916590801903 | -6.62659080190299 |
102 | 381.54 | 389.791775716895 | -8.2517757168945 |
103 | 385.6 | 391.490291447834 | -5.89029144783387 |
104 | 385.47 | 386.305587963013 | -0.835587963013263 |
105 | 380.4 | 375.738697917248 | 4.66130208275177 |
106 | 391.74 | 371.890264171603 | 19.8497358283969 |
107 | 389.57 | 380.041220621849 | 9.52877937815061 |
108 | 384.29 | 385.112238467131 | -0.822238467130696 |
109 | 379.26 | 378.428447152523 | 0.831552847477284 |
110 | 378.44 | 378.768834130191 | -0.328834130190821 |
111 | 376.63 | 376.735426555195 | -0.105426555194696 |
112 | 382.48 | 373.679640319521 | 8.80035968047901 |
113 | 390.89 | 372.483338100564 | 18.4066618994362 |
114 | 385.04 | 365.195116340769 | 19.8448836592314 |
115 | 387.58 | 361.662195991567 | 25.9178040084326 |
116 | 386.19 | 359.102911592145 | 27.0870884078552 |
117 | 383.78 | 366.161815609218 | 17.6181843907815 |
118 | 383.1 | 365.568005815096 | 17.5319941849045 |
119 | 383.25 | 357.697679400568 | 25.552320599432 |
120 | 385.19 | 358.857847608856 | 26.3321523911439 |
121 | 387.35 | 364.503627479930 | 22.8463725200697 |
122 | 400.49 | 354.258425626932 | 46.2315743730683 |
123 | 404.53 | 353.744559215694 | 50.7854407843063 |
124 | 396.15 | 355.563412049286 | 40.5865879507141 |
125 | 392.79 | 360.623218633259 | 32.1667813667409 |
126 | 391.96 | 351.817381432448 | 40.1426185675522 |
127 | 385.04 | 352.087084124536 | 32.9529158754639 |
128 | 383.58 | 354.711431286108 | 28.8685687138916 |
129 | 387.46 | 357.459609153728 | 30.0003908462721 |
130 | 382.9 | 358.301394011973 | 24.5986059880268 |
131 | 381.04 | 361.45861283781 | 19.5813871621897 |
132 | 377.69 | 340.733696346874 | 36.9563036531262 |
133 | 368.95 | 346.363928805083 | 22.5860711949172 |
134 | 353.87 | 344.391206018889 | 9.47879398111061 |
135 | 347.03 | 330.945968995772 | 16.0840310042278 |
136 | 351.49 | 337.655536168594 | 13.8344638314057 |
137 | 344.23 | 328.732180911419 | 15.4978190885812 |
138 | 344.09 | 334.900833816444 | 9.1891661835564 |
139 | 340.51 | 320.311890029509 | 20.1981099704913 |
140 | 323.9 | 313.014578184104 | 10.8854218158960 |
141 | 324.02 | 326.364658014857 | -2.34465801485704 |
142 | 323.11 | 321.341984981003 | 1.76801501899717 |
143 | 324.36 | 338.98096484563 | -14.6209648456298 |
144 | 305.55 | 332.860653138246 | -27.3106531382458 |
145 | 288.59 | 325.323682888134 | -36.7336828881339 |
146 | 289.15 | 318.466516665569 | -29.3165166655688 |
147 | 297.49 | 304.841818705773 | -7.35181870577285 |
148 | 295.94 | 297.099419381755 | -1.15941938175473 |
149 | 308.29 | 291.288939331531 | 17.0010606684695 |
150 | 299.1 | 291.564587044572 | 7.53541295542802 |
151 | 292.32 | 283.876060490963 | 8.44393950903666 |
152 | 292.87 | 286.346828163122 | 6.52317183687753 |
153 | 284.11 | 313.004402948436 | -28.8944029484357 |
154 | 288.98 | 315.808342789625 | -26.8283427896247 |
155 | 295.93 | 298.801442095671 | -2.87144209567061 |
156 | 294.17 | 280.964590775862 | 13.2054092241378 |
157 | 291.68 | 271.659909496421 | 20.0200905035794 |
158 | 287.07 | 270.998498379450 | 16.0715016205495 |
159 | 287.33 | 270.880928886680 | 16.4490711133196 |
160 | 285.96 | 268.371181205696 | 17.5888187943039 |
161 | 282.62 | 249.576105427086 | 33.0438945729141 |
162 | 276.44 | 259.969527822591 | 16.4704721774093 |
163 | 261.31 | 255.24663287393 | 6.06336712606983 |
164 | 256.08 | 268.726104443139 | -12.6461044431387 |
165 | 256.69 | 269.264697993533 | -12.5746979935329 |
166 | 264.74 | 280.588224709531 | -15.8482247095309 |
167 | 310.72 | 273.589793663179 | 37.1302063368206 |
168 | 293.18 | 278.506920388511 | 14.6730796114895 |
169 | 283.07 | 268.591925240106 | 14.4780747598941 |
170 | 284.32 | 279.166373339786 | 5.15362666021418 |
171 | 299.86 | 293.120290078971 | 6.73970992102907 |
172 | 286.39 | 267.334312202101 | 19.0556877978994 |
173 | 279.69 | 267.992574675742 | 11.6974253242579 |
174 | 275.19 | 286.513471708816 | -11.3234717088158 |
175 | 285.73 | 286.796080991275 | -1.06608099127519 |
176 | 281.59 | 280.335067080998 | 1.25493291900231 |
177 | 274.47 | 277.893729498590 | -3.4237294985895 |
178 | 273.68 | 300.011282358229 | -26.3312823582295 |
179 | 270 | 290.825790024066 | -20.8257900240660 |
180 | 266.01 | 305.937056266694 | -39.9270562666945 |
181 | 271.45 | 268.189086762123 | 3.26091323787724 |
182 | 265.49 | 261.626378353145 | 3.86362164685476 |
183 | 261.87 | 279.481866657267 | -17.6118666572675 |
184 | 263.03 | 295.037911166894 | -32.0079111668943 |
185 | 260.48 | 273.512413601079 | -13.0324136010788 |
186 | 272.36 | 270.941474252036 | 1.41852574796446 |
187 | 269.82 | 284.419952501482 | -14.5999525014823 |
188 | 267.53 | 285.895480632271 | -18.3654806322711 |
189 | 272.39 | 301.641609550757 | -29.2516095507569 |
190 | 283.42 | 321.23355843438 | -37.81355843438 |
191 | 283.06 | 308.91383362759 | -25.8538336275901 |
192 | 276.16 | 289.646259929549 | -13.4862599295488 |
193 | 275.85 | 293.145850197405 | -17.2958501974053 |
194 | 281.51 | 307.002960675282 | -25.4929606752823 |
195 | 295.5 | 307.209516898292 | -11.7095168982923 |
196 | 294.06 | 310.439481555548 | -16.379481555548 |
197 | 302.68 | 323.837996997648 | -21.1579969976477 |
198 | 314.58 | 335.513481335034 | -20.9334813350339 |
199 | 321.18 | 345.946976964953 | -24.7669769649526 |
200 | 313.29 | 352.755902630814 | -39.4659026308142 |
201 | 310.25 | 351.370140523909 | -41.1201405239091 |
202 | 319.14 | 385.426952451161 | -66.286952451161 |
203 | 316.56 | 355.033850466059 | -38.4738504660586 |
204 | 319.07 | 329.127242055335 | -10.0572420553351 |
205 | 331.92 | 349.994978615545 | -18.0749786155447 |
206 | 356.86 | 363.736452824066 | -6.87645282406548 |
207 | 358.97 | 367.966929590268 | -8.9969295902684 |
208 | 340.55 | 452.964112963147 | -112.414112963147 |
209 | 328.18 | 439.02534283655 | -110.845342836550 |
210 | 355.68 | 438.047765603814 | -82.3677656038138 |
211 | 356.35 | 442.546153443318 | -86.1961534433178 |
212 | 350.99 | 440.814280576866 | -89.8242805768656 |
213 | 359.77 | 441.105850884595 | -81.335850884595 |
214 | 378.95 | 427.65445710027 | -48.7044571002704 |
215 | 378.92 | 433.15215361596 | -54.23215361596 |
216 | 389.91 | 440.097436989712 | -50.1874369897116 |
217 | 406.11 | 428.199196812081 | -22.0891968120805 |
218 | 413.79 | 433.037219013146 | -19.2472190131458 |
219 | 404.95 | 435.949502656508 | -30.9995026565077 |
220 | 406.67 | 449.990144478661 | -43.3201444786613 |
221 | 403.26 | 440.662974176273 | -37.4029741762729 |
222 | 383.78 | 442.146403484378 | -58.3664034843782 |
223 | 392.48 | 423.168370024184 | -30.6883700241838 |
224 | 398.09 | 445.796757979393 | -47.7067579793926 |
225 | 400.51 | 471.261368565040 | -70.7513685650405 |
226 | 405.28 | 473.724230309574 | -68.444230309574 |
227 | 420.46 | 483.918970549739 | -63.4589705497388 |
228 | 439.38 | 447.811217935945 | -8.43121793594526 |
229 | 442.08 | 432.620342349747 | 9.4596576502525 |
230 | 424.03 | 461.782639385816 | -37.7526393858165 |
231 | 423.35 | 463.084113888537 | -39.7341138885365 |
232 | 434.32 | 493.824048355126 | -59.5040483551265 |
233 | 429.23 | 490.602237652221 | -61.3722376522207 |
234 | 421.87 | 488.090514864049 | -66.2205148640486 |
235 | 430.66 | 525.272854249749 | -94.6128542497487 |
236 | 424.48 | 515.23998653053 | -90.7599865305295 |
237 | 437.93 | 532.70674931243 | -94.77674931243 |
238 | 456.05 | 506.947178712814 | -50.8971787128139 |
239 | 469.9 | 501.336567356359 | -31.4365673563593 |
240 | 476.67 | 499.405921283609 | -22.7359212836086 |
241 | 510.1 | 508.72784668977 | 1.37215331022957 |
242 | 549.86 | 519.838794782871 | 30.0212052171293 |
243 | 555 | 513.936085981912 | 41.0639140180877 |
244 | 557.09 | 522.355325400803 | 34.734674599197 |
245 | 610.65 | 545.156311827942 | 65.4936881720578 |
246 | 675.39 | 538.089001590073 | 137.300998409927 |
247 | 596.15 | 533.643816956854 | 62.5061830431456 |
248 | 633.71 | 555.805609724475 | 77.9043902755249 |
249 | 632.33 | 556.0375149431 | 76.2924850568996 |
250 | 598.06 | 544.602455024578 | 53.4575449754219 |
251 | 585.78 | 535.338759393751 | 50.4412406062494 |
252 | 627.83 | 518.643651275923 | 109.186348724077 |
253 | 629.42 | 514.362678139016 | 115.057321860984 |
254 | 631.17 | 487.261883742161 | 143.908116257839 |
255 | 664.75 | 505.511131464134 | 159.238868535866 |
256 | 654.9 | 509.431062921686 | 145.468937078314 |
257 | 679.37 | 520.405990662656 | 158.964009337344 |
258 | 666.92 | 506.790736915947 | 160.129263084053 |
259 | 655.49 | 525.086162316695 | 130.403837683305 |
260 | 665.3 | 560.888116305512 | 104.411883694488 |
261 | 665.41 | 874.317782999901 | -208.907782999901 |
262 | 712.65 | 877.061711030029 | -164.411711030029 |
263 | 754.6 | 882.782388807303 | -128.182388807303 |
264 | 806.25 | 917.816906674233 | -111.566906674233 |
265 | 803.2 | 916.570749921055 | -113.370749921055 |
266 | 889.6 | 930.448273082908 | -40.8482730829082 |
267 | 922.3 | 956.755198156952 | -34.4551981569519 |
268 | 968.43 | 994.293528781561 | -25.8635287815613 |
269 | 909.7 | 1016.90144422157 | -107.201444221568 |
270 | 890.51 | 1077.04683205888 | -186.536832058881 |
271 | 889.49 | 1122.98774075040 | -233.497740750395 |
272 | 939.77 | 1114.32574108201 | -174.555741082009 |
273 | 838.31 | 1035.06203324609 | -196.752033246088 |
274 | 829.93 | 989.299973756693 | -159.369973756693 |
275 | 806.62 | 927.44508670553 | -120.825086705530 |
276 | 760.86 | 910.090842715744 | -149.230842715744 |
277 | 822 | 876.297691721825 | -54.297691721825 |
278 | 859.19 | 903.534154256028 | -44.3441542560280 |
279 | 943.16 | 907.605477854931 | 35.5545221450689 |
280 | 924.27 | 934.016100738846 | -9.74610073884606 |
281 | 889.5 | 945.902936257853 | -56.402936257853 |
282 | 930.2 | 986.685301640163 | -56.4853016401626 |
283 | 945.67 | 1040.66516384746 | -94.9951638474577 |
284 | 934.23 | 1021.1049362607 | -86.8749362606995 |
285 | 949.67 | 1032.71196498657 | -83.0419649865662 |
286 | 996.59 | 1009.46956862808 | -12.8795686280835 |
287 | 1043.16 | 1010.81610872224 | 32.3438912777595 |
288 | 1127.04 | 969.569630949295 | 157.470369050705 |
289 | 1126.22 | 936.379950915294 | 189.840049084706 |
290 | 1116.51 | 955.498448163457 | 161.011551836543 |
291 | 1095.41 | 950.328204022732 | 145.081795977268 |
292 | 1113.34 | 956.9237253289 | 156.416274671100 |
293 | 1148.69 | 977.714756266715 | 170.975243733285 |
294 | 1205.43 | 960.588024312581 | 244.841975687419 |
295 | 1232.92 | 985.27800809045 | 247.641991909551 |
296 | 1192.97 | 966.668889710014 | 226.301110289986 |
297 | 1215.81 | 983.895746292735 | 231.914253707265 |
298 | 1270.98 | 969.835781242668 | 301.144218757332 |
299 | 1342.02 | 987.913195799617 | 354.106804200383 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.0218554383042918 | 0.0437108766085836 | 0.978144561695708 |
10 | 0.0803140910005757 | 0.160628182001151 | 0.919685908999424 |
11 | 0.0747622155563035 | 0.149524431112607 | 0.925237784443697 |
12 | 0.0341736827782364 | 0.0683473655564727 | 0.965826317221764 |
13 | 0.0151573362270223 | 0.0303146724540445 | 0.984842663772978 |
14 | 0.0061613437955119 | 0.0123226875910238 | 0.993838656204488 |
15 | 0.00247904160743722 | 0.00495808321487444 | 0.997520958392563 |
16 | 0.00113495080350527 | 0.00226990160701054 | 0.998865049196495 |
17 | 0.000966462108962115 | 0.00193292421792423 | 0.999033537891038 |
18 | 0.000763743078237172 | 0.00152748615647434 | 0.999236256921763 |
19 | 0.000297871800442292 | 0.000595743600884584 | 0.999702128199558 |
20 | 0.000124976602000911 | 0.000249953204001821 | 0.999875023398 |
21 | 4.92552748947162e-05 | 9.85105497894323e-05 | 0.999950744725105 |
22 | 1.80038893222487e-05 | 3.60077786444974e-05 | 0.999981996110678 |
23 | 9.05741692735766e-05 | 0.000181148338547153 | 0.999909425830726 |
24 | 0.000250221464750402 | 0.000500442929500804 | 0.99974977853525 |
25 | 0.000388446002479379 | 0.000776892004958758 | 0.99961155399752 |
26 | 0.000358896027865427 | 0.000717792055730855 | 0.999641103972135 |
27 | 0.000174319535256545 | 0.000348639070513090 | 0.999825680464743 |
28 | 8.40504597173102e-05 | 0.000168100919434620 | 0.999915949540283 |
29 | 4.27856454038561e-05 | 8.55712908077121e-05 | 0.999957214354596 |
30 | 2.12393642138798e-05 | 4.24787284277596e-05 | 0.999978760635786 |
31 | 9.75449670237062e-06 | 1.95089934047412e-05 | 0.999990245503298 |
32 | 5.09590031238455e-06 | 1.01918006247691e-05 | 0.999994904099688 |
33 | 2.41809876058144e-06 | 4.83619752116288e-06 | 0.99999758190124 |
34 | 2.19049594600951e-06 | 4.38099189201901e-06 | 0.999997809504054 |
35 | 2.31365477888509e-06 | 4.62730955777018e-06 | 0.99999768634522 |
36 | 1.36413487203516e-06 | 2.72826974407032e-06 | 0.999998635865128 |
37 | 8.52272186808892e-07 | 1.70454437361778e-06 | 0.999999147727813 |
38 | 1.20342589807013e-06 | 2.40685179614026e-06 | 0.999998796574102 |
39 | 2.11660039391438e-06 | 4.23320078782876e-06 | 0.999997883399606 |
40 | 3.01771332727204e-06 | 6.03542665454408e-06 | 0.999996982286673 |
41 | 5.56346664623209e-06 | 1.11269332924642e-05 | 0.999994436533354 |
42 | 1.52264226750926e-05 | 3.04528453501851e-05 | 0.999984773577325 |
43 | 2.70593428025939e-05 | 5.41186856051877e-05 | 0.999972940657197 |
44 | 3.87452555335198e-05 | 7.74905110670396e-05 | 0.999961254744467 |
45 | 5.49807299795493e-05 | 0.000109961459959099 | 0.99994501927002 |
46 | 5.94214092450657e-05 | 0.000118842818490131 | 0.999940578590755 |
47 | 5.22676088541558e-05 | 0.000104535217708312 | 0.999947732391146 |
48 | 3.29303741050097e-05 | 6.58607482100195e-05 | 0.999967069625895 |
49 | 1.92784339253445e-05 | 3.85568678506889e-05 | 0.999980721566075 |
50 | 1.14154441670932e-05 | 2.28308883341863e-05 | 0.999988584555833 |
51 | 6.83051460077071e-06 | 1.36610292015414e-05 | 0.9999931694854 |
52 | 4.60564417115294e-06 | 9.21128834230587e-06 | 0.999995394355829 |
53 | 3.52856855300555e-06 | 7.05713710601109e-06 | 0.999996471431447 |
54 | 2.55950222087307e-06 | 5.11900444174615e-06 | 0.99999744049778 |
55 | 2.46509538484234e-06 | 4.93019076968468e-06 | 0.999997534904615 |
56 | 1.82987521040959e-06 | 3.65975042081919e-06 | 0.99999817012479 |
57 | 1.05716385801715e-06 | 2.1143277160343e-06 | 0.999998942836142 |
58 | 6.06475920343053e-07 | 1.21295184068611e-06 | 0.99999939352408 |
59 | 3.46687919327949e-07 | 6.93375838655898e-07 | 0.99999965331208 |
60 | 1.95909331042678e-07 | 3.91818662085355e-07 | 0.99999980409067 |
61 | 1.20206811581453e-07 | 2.40413623162906e-07 | 0.999999879793188 |
62 | 7.14324537282191e-08 | 1.42864907456438e-07 | 0.999999928567546 |
63 | 5.2369993925993e-08 | 1.04739987851986e-07 | 0.999999947630006 |
64 | 3.42848676085754e-08 | 6.85697352171508e-08 | 0.999999965715132 |
65 | 2.31140188686199e-08 | 4.62280377372397e-08 | 0.99999997688598 |
66 | 1.47649751556181e-08 | 2.95299503112363e-08 | 0.999999985235025 |
67 | 8.65711754385469e-09 | 1.73142350877094e-08 | 0.999999991342883 |
68 | 4.6070054798995e-09 | 9.214010959799e-09 | 0.999999995392995 |
69 | 2.35221846743567e-09 | 4.70443693487134e-09 | 0.999999997647782 |
70 | 1.19796241268073e-09 | 2.39592482536145e-09 | 0.999999998802038 |
71 | 6.20087782935683e-10 | 1.24017556587137e-09 | 0.999999999379912 |
72 | 3.06999334959937e-10 | 6.13998669919874e-10 | 0.999999999693 |
73 | 1.49124332116240e-10 | 2.98248664232480e-10 | 0.999999999850876 |
74 | 7.32305176028508e-11 | 1.46461035205702e-10 | 0.99999999992677 |
75 | 3.51353642336445e-11 | 7.02707284672889e-11 | 0.999999999964865 |
76 | 1.71457752053954e-11 | 3.42915504107908e-11 | 0.999999999982854 |
77 | 8.29089638622648e-12 | 1.65817927724530e-11 | 0.99999999999171 |
78 | 3.98234372419708e-12 | 7.96468744839415e-12 | 0.999999999996018 |
79 | 1.90174907519235e-12 | 3.80349815038471e-12 | 0.999999999998098 |
80 | 9.02654189334057e-13 | 1.80530837866811e-12 | 0.999999999999097 |
81 | 4.22364629183381e-13 | 8.44729258366762e-13 | 0.999999999999578 |
82 | 1.96896448333881e-13 | 3.93792896667762e-13 | 0.999999999999803 |
83 | 9.07613021297513e-14 | 1.81522604259503e-13 | 0.99999999999991 |
84 | 4.35660259013808e-14 | 8.71320518027616e-14 | 0.999999999999956 |
85 | 2.08414282469984e-14 | 4.16828564939968e-14 | 0.999999999999979 |
86 | 1.07390044353849e-14 | 2.14780088707699e-14 | 0.99999999999999 |
87 | 5.21882830564918e-15 | 1.04376566112984e-14 | 0.999999999999995 |
88 | 2.43241073596858e-15 | 4.86482147193716e-15 | 0.999999999999998 |
89 | 1.06097842153254e-15 | 2.12195684306507e-15 | 0.999999999999999 |
90 | 5.87199278891138e-16 | 1.17439855778228e-15 | 1 |
91 | 3.46828030027775e-16 | 6.93656060055551e-16 | 1 |
92 | 3.53574547843554e-16 | 7.07149095687107e-16 | 1 |
93 | 2.41335639187713e-16 | 4.82671278375426e-16 | 1 |
94 | 1.07074586185842e-16 | 2.14149172371684e-16 | 1 |
95 | 5.41638064043866e-17 | 1.08327612808773e-16 | 1 |
96 | 3.01568620820569e-17 | 6.03137241641137e-17 | 1 |
97 | 1.87922904006793e-17 | 3.75845808013587e-17 | 1 |
98 | 1.54603831453604e-17 | 3.09207662907209e-17 | 1 |
99 | 9.1489761488739e-18 | 1.82979522977478e-17 | 1 |
100 | 4.88945490528917e-18 | 9.77890981057835e-18 | 1 |
101 | 2.54344584225425e-18 | 5.0868916845085e-18 | 1 |
102 | 1.58751120528911e-18 | 3.17502241057823e-18 | 1 |
103 | 9.65324060798381e-19 | 1.93064812159676e-18 | 1 |
104 | 5.95948513711684e-19 | 1.19189702742337e-18 | 1 |
105 | 3.16313174466089e-19 | 6.32626348932177e-19 | 1 |
106 | 1.90985758657287e-19 | 3.81971517314573e-19 | 1 |
107 | 1.19108045267998e-19 | 2.38216090535996e-19 | 1 |
108 | 6.16420977461461e-20 | 1.23284195492292e-19 | 1 |
109 | 2.84961040261543e-20 | 5.69922080523087e-20 | 1 |
110 | 1.29980817893801e-20 | 2.59961635787602e-20 | 1 |
111 | 6.02343248654662e-21 | 1.20468649730932e-20 | 1 |
112 | 3.1596978483449e-21 | 6.3193956966898e-21 | 1 |
113 | 2.18676286563992e-21 | 4.37352573127983e-21 | 1 |
114 | 1.26739534967799e-21 | 2.53479069935597e-21 | 1 |
115 | 7.5231453705118e-22 | 1.50462907410236e-21 | 1 |
116 | 4.26237219769875e-22 | 8.5247443953975e-22 | 1 |
117 | 2.21586861955127e-22 | 4.43173723910255e-22 | 1 |
118 | 1.17721788468244e-22 | 2.35443576936488e-22 | 1 |
119 | 5.80947792824823e-23 | 1.16189558564965e-22 | 1 |
120 | 3.25867627904004e-23 | 6.51735255808007e-23 | 1 |
121 | 1.97456804518935e-23 | 3.9491360903787e-23 | 1 |
122 | 1.75975048942807e-23 | 3.51950097885615e-23 | 1 |
123 | 1.69103282336119e-23 | 3.38206564672237e-23 | 1 |
124 | 1.26057626280263e-23 | 2.52115252560526e-23 | 1 |
125 | 8.44749211845149e-24 | 1.68949842369030e-23 | 1 |
126 | 5.16492652550344e-24 | 1.03298530510069e-23 | 1 |
127 | 2.66156616873989e-24 | 5.32313233747978e-24 | 1 |
128 | 1.35815038739970e-24 | 2.71630077479939e-24 | 1 |
129 | 7.55879410313063e-25 | 1.51175882062613e-24 | 1 |
130 | 4.08155606221187e-25 | 8.16311212442375e-25 | 1 |
131 | 2.17130429323116e-25 | 4.34260858646233e-25 | 1 |
132 | 1.21823047361909e-25 | 2.43646094723818e-25 | 1 |
133 | 6.19702669032072e-26 | 1.23940533806414e-25 | 1 |
134 | 2.79748144101735e-26 | 5.59496288203471e-26 | 1 |
135 | 1.50965011407358e-26 | 3.01930022814715e-26 | 1 |
136 | 7.69621651001635e-27 | 1.53924330200327e-26 | 1 |
137 | 4.03601339629737e-27 | 8.07202679259474e-27 | 1 |
138 | 1.75903990554159e-27 | 3.51807981108317e-27 | 1 |
139 | 8.5196208788363e-28 | 1.70392417576726e-27 | 1 |
140 | 4.49405441366012e-28 | 8.98810882732025e-28 | 1 |
141 | 2.31247542226026e-28 | 4.62495084452052e-28 | 1 |
142 | 1.11480714931539e-28 | 2.22961429863079e-28 | 1 |
143 | 4.87349182848077e-29 | 9.74698365696153e-29 | 1 |
144 | 2.76471584252472e-29 | 5.52943168504943e-29 | 1 |
145 | 2.67718785536601e-29 | 5.35437571073202e-29 | 1 |
146 | 2.51647577322647e-29 | 5.03295154645295e-29 | 1 |
147 | 1.44925733503195e-29 | 2.89851467006390e-29 | 1 |
148 | 7.86054538735775e-30 | 1.57210907747155e-29 | 1 |
149 | 3.18805982869211e-30 | 6.37611965738422e-30 | 1 |
150 | 1.51157473118781e-30 | 3.02314946237563e-30 | 1 |
151 | 8.20088145739119e-31 | 1.64017629147824e-30 | 1 |
152 | 4.14792926023276e-31 | 8.29585852046552e-31 | 1 |
153 | 3.51190841556074e-31 | 7.02381683112148e-31 | 1 |
154 | 2.01851460494703e-31 | 4.03702920989407e-31 | 1 |
155 | 8.45916125307954e-32 | 1.69183225061591e-31 | 1 |
156 | 3.43552432312705e-32 | 6.87104864625411e-32 | 1 |
157 | 1.46930901131988e-32 | 2.93861802263976e-32 | 1 |
158 | 6.23701473808226e-33 | 1.24740294761645e-32 | 1 |
159 | 2.59117851952773e-33 | 5.18235703905546e-33 | 1 |
160 | 9.81714137739487e-34 | 1.96342827547897e-33 | 1 |
161 | 3.59277889677273e-34 | 7.18555779354546e-34 | 1 |
162 | 1.32819078716261e-34 | 2.65638157432521e-34 | 1 |
163 | 5.46043681799657e-35 | 1.09208736359931e-34 | 1 |
164 | 2.59984646836737e-35 | 5.19969293673474e-35 | 1 |
165 | 1.12659471566995e-35 | 2.25318943133989e-35 | 1 |
166 | 4.53777895793406e-36 | 9.07555791586811e-36 | 1 |
167 | 2.15389699082425e-36 | 4.30779398164851e-36 | 1 |
168 | 7.49350207298507e-37 | 1.49870041459701e-36 | 1 |
169 | 2.49900817994111e-37 | 4.99801635988221e-37 | 1 |
170 | 8.08975586231855e-38 | 1.61795117246371e-37 | 1 |
171 | 2.82667412316197e-38 | 5.65334824632395e-38 | 1 |
172 | 1.04348922940213e-38 | 2.08697845880425e-38 | 1 |
173 | 3.59076204446167e-39 | 7.18152408892335e-39 | 1 |
174 | 1.21829108692803e-39 | 2.43658217385607e-39 | 1 |
175 | 4.21889783224492e-40 | 8.43779566448984e-40 | 1 |
176 | 1.49314270544067e-40 | 2.98628541088134e-40 | 1 |
177 | 4.72115470096143e-41 | 9.44230940192286e-41 | 1 |
178 | 1.49867463833471e-41 | 2.99734927666942e-41 | 1 |
179 | 4.71301767725692e-42 | 9.42603535451384e-42 | 1 |
180 | 1.62535627756771e-42 | 3.25071255513543e-42 | 1 |
181 | 5.69092897891612e-43 | 1.13818579578322e-42 | 1 |
182 | 2.27918450127529e-43 | 4.55836900255059e-43 | 1 |
183 | 9.03228352563514e-44 | 1.80645670512703e-43 | 1 |
184 | 3.67079631231901e-44 | 7.34159262463802e-44 | 1 |
185 | 1.33820794951829e-44 | 2.67641589903659e-44 | 1 |
186 | 4.62021725330246e-45 | 9.24043450660491e-45 | 1 |
187 | 1.51270405002417e-45 | 3.02540810004834e-45 | 1 |
188 | 4.70573089119946e-46 | 9.41146178239892e-46 | 1 |
189 | 1.46298283790150e-46 | 2.92596567580301e-46 | 1 |
190 | 4.74840258959569e-47 | 9.49680517919138e-47 | 1 |
191 | 1.49212133855794e-47 | 2.98424267711588e-47 | 1 |
192 | 4.50338311066273e-48 | 9.00676622132546e-48 | 1 |
193 | 1.28777210617929e-48 | 2.57554421235857e-48 | 1 |
194 | 3.7222959092397e-49 | 7.4445918184794e-49 | 1 |
195 | 1.18432925907318e-49 | 2.36865851814636e-49 | 1 |
196 | 4.01914832261917e-50 | 8.03829664523833e-50 | 1 |
197 | 1.42066853766551e-50 | 2.84133707533101e-50 | 1 |
198 | 7.71098742227379e-51 | 1.54219748445476e-50 | 1 |
199 | 3.69780159565012e-51 | 7.39560319130023e-51 | 1 |
200 | 1.23482899794737e-51 | 2.46965799589474e-51 | 1 |
201 | 3.75425187901158e-52 | 7.50850375802316e-52 | 1 |
202 | 1.33057409490428e-52 | 2.66114818980856e-52 | 1 |
203 | 4.16164537331263e-53 | 8.32329074662526e-53 | 1 |
204 | 1.28792495509707e-53 | 2.57584991019414e-53 | 1 |
205 | 4.4836998701283e-54 | 8.9673997402566e-54 | 1 |
206 | 2.82979480498957e-54 | 5.65958960997914e-54 | 1 |
207 | 1.57046449001991e-54 | 3.14092898003983e-54 | 1 |
208 | 4.2966255366951e-55 | 8.5932510733902e-55 | 1 |
209 | 1.46203312200242e-55 | 2.92406624400484e-55 | 1 |
210 | 5.95624303658437e-56 | 1.19124860731687e-55 | 1 |
211 | 2.33646386131786e-56 | 4.67292772263571e-56 | 1 |
212 | 9.27454371797359e-57 | 1.85490874359472e-56 | 1 |
213 | 4.02571449674251e-57 | 8.05142899348502e-57 | 1 |
214 | 1.74514396603262e-57 | 3.49028793206524e-57 | 1 |
215 | 9.81223497883508e-58 | 1.96244699576702e-57 | 1 |
216 | 7.47274983007185e-58 | 1.49454996601437e-57 | 1 |
217 | 1.17002569294102e-57 | 2.34005138588204e-57 | 1 |
218 | 1.94348957867577e-57 | 3.88697915735155e-57 | 1 |
219 | 2.09281246750747e-57 | 4.18562493501494e-57 | 1 |
220 | 2.02789742436046e-57 | 4.05579484872091e-57 | 1 |
221 | 1.0927506157587e-57 | 2.1855012315174e-57 | 1 |
222 | 3.62837201989557e-58 | 7.25674403979114e-58 | 1 |
223 | 1.14204416001981e-58 | 2.28408832003962e-58 | 1 |
224 | 4.22043885103619e-59 | 8.44087770207237e-59 | 1 |
225 | 2.48102876705069e-59 | 4.96205753410137e-59 | 1 |
226 | 1.61634776973487e-59 | 3.23269553946975e-59 | 1 |
227 | 9.8318500077095e-60 | 1.9663700015419e-59 | 1 |
228 | 8.99170548036137e-60 | 1.79834109607227e-59 | 1 |
229 | 1.09490584054857e-59 | 2.18981168109713e-59 | 1 |
230 | 6.48290891760534e-60 | 1.29658178352107e-59 | 1 |
231 | 4.22875677016892e-60 | 8.45751354033784e-60 | 1 |
232 | 3.35434496965958e-60 | 6.70868993931917e-60 | 1 |
233 | 1.81700277271623e-60 | 3.63400554543246e-60 | 1 |
234 | 1.74869435012986e-60 | 3.49738870025971e-60 | 1 |
235 | 4.00653416116097e-60 | 8.01306832232194e-60 | 1 |
236 | 7.17570754329177e-60 | 1.43514150865835e-59 | 1 |
237 | 1.29058631287810e-59 | 2.58117262575619e-59 | 1 |
238 | 9.6915669093091e-60 | 1.93831338186182e-59 | 1 |
239 | 1.08702585154779e-59 | 2.17405170309559e-59 | 1 |
240 | 3.14629889283507e-59 | 6.29259778567015e-59 | 1 |
241 | 2.66814948117052e-58 | 5.33629896234103e-58 | 1 |
242 | 6.75532753379636e-57 | 1.35106550675927e-56 | 1 |
243 | 1.94125308732340e-55 | 3.88250617464681e-55 | 1 |
244 | 3.2071065854261e-54 | 6.4142131708522e-54 | 1 |
245 | 2.47697628618811e-52 | 4.95395257237623e-52 | 1 |
246 | 7.02288810612914e-49 | 1.40457762122583e-48 | 1 |
247 | 1.67182345173597e-48 | 3.34364690347193e-48 | 1 |
248 | 6.55762242746417e-48 | 1.31152448549283e-47 | 1 |
249 | 1.83578722698648e-47 | 3.67157445397296e-47 | 1 |
250 | 7.31054960096854e-47 | 1.46210992019371e-46 | 1 |
251 | 4.28639153019898e-46 | 8.57278306039796e-46 | 1 |
252 | 9.98916626642792e-45 | 1.99783325328558e-44 | 1 |
253 | 9.8541110989024e-44 | 1.97082221978048e-43 | 1 |
254 | 5.10794028437564e-42 | 1.02158805687513e-41 | 1 |
255 | 2.08471314419358e-40 | 4.16942628838716e-40 | 1 |
256 | 1.60961810939288e-39 | 3.21923621878577e-39 | 1 |
257 | 1.28112085774586e-38 | 2.56224171549173e-38 | 1 |
258 | 6.7586306595002e-38 | 1.35172613190004e-37 | 1 |
259 | 7.96155647835334e-38 | 1.59231129567067e-37 | 1 |
260 | 3.86303003590841e-38 | 7.72606007181682e-38 | 1 |
261 | 7.50389832836616e-37 | 1.50077966567323e-36 | 1 |
262 | 1.47187802465988e-35 | 2.94375604931976e-35 | 1 |
263 | 5.56728737103479e-34 | 1.11345747420696e-33 | 1 |
264 | 1.02608764330658e-32 | 2.05217528661317e-32 | 1 |
265 | 8.01583365313874e-30 | 1.60316673062775e-29 | 1 |
266 | 5.22983272359205e-28 | 1.04596654471841e-27 | 1 |
267 | 1.21191705454837e-26 | 2.42383410909673e-26 | 1 |
268 | 4.60414363156783e-26 | 9.20828726313567e-26 | 1 |
269 | 1.61958306075124e-22 | 3.23916612150248e-22 | 1 |
270 | 1.39419872922704e-18 | 2.78839745845408e-18 | 1 |
271 | 6.02732075881483e-18 | 1.20546415176297e-17 | 1 |
272 | 5.72020174827446e-18 | 1.14404034965489e-17 | 1 |
273 | 7.35413741669644e-16 | 1.47082748333929e-15 | 1 |
274 | 3.24320227389123e-11 | 6.48640454778246e-11 | 0.999999999967568 |
275 | 5.75430406122641e-07 | 1.15086081224528e-06 | 0.999999424569594 |
276 | 0.000126520716810799 | 0.000253041433621598 | 0.99987347928319 |
277 | 0.000352599804735136 | 0.000705199609470272 | 0.999647400195265 |
278 | 0.000564793698126007 | 0.00112958739625201 | 0.999435206301874 |
279 | 0.00121202505370696 | 0.00242405010741393 | 0.998787974946293 |
280 | 0.00153875680178298 | 0.00307751360356595 | 0.998461243198217 |
281 | 0.000967389846238126 | 0.00193477969247625 | 0.999032610153762 |
282 | 0.000642345936383812 | 0.00128469187276762 | 0.999357654063616 |
283 | 0.000344484328283345 | 0.00068896865656669 | 0.999655515671717 |
284 | 0.000192354893327843 | 0.000384709786655685 | 0.999807645106672 |
285 | 0.000454963802981704 | 0.000909927605963407 | 0.999545036197018 |
286 | 0.00382499286497853 | 0.00764998572995707 | 0.996175007135021 |
287 | 0.353280098324441 | 0.706560196648882 | 0.646719901675559 |
288 | 0.384904942463716 | 0.769809884927432 | 0.615095057536284 |
289 | 0.398107326106194 | 0.796214652212388 | 0.601892673893806 |
290 | 0.3489906982534 | 0.6979813965068 | 0.6510093017466 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 272 | 0.964539007092199 | NOK |
5% type I error level | 275 | 0.975177304964539 | NOK |
10% type I error level | 276 | 0.978723404255319 | NOK |