Multiple Linear Regression - Estimated Regression Equation |
Group[t] = + 0.148333867864412 + 1.19864028653261e-06Costs[t] + 0.000147266911271850Trades[t] + 8.066983191959e-07Dividends[t] + 1.52159973027087e-07`Wealth `[t] + e[t] |
Multiple Linear Regression - Ordinary Least Squares | |||||
Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
(Intercept) | 0.148333867864412 | 0.053208 | 2.7878 | 0.005544 | 0.002772 |
Costs | 1.19864028653261e-06 | 3e-06 | 0.3551 | 0.722711 | 0.361355 |
Trades | 0.000147266911271850 | 0.000304 | 0.4847 | 0.62811 | 0.314055 |
Dividends | 8.066983191959e-07 | 1e-06 | 1.0763 | 0.282394 | 0.141197 |
`Wealth ` | 1.52159973027087e-07 | 0 | 2.1546 | 0.031753 | 0.015877 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.230458663993570 |
R-squared | 0.053111195809701 |
Adjusted R-squared | 0.0442202211224683 |
F-TEST (value) | 5.97360780769817 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 426 |
p-value | 0.000110163020384024 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.438709333112807 |
Sum Squared Residuals | 81.9904644370811 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | 1.63030780892835 | -0.630307808928346 |
2 | 1 | 0.953455013936768 | 0.0465449860632317 |
3 | 1 | 1.06942219612496 | -0.0694221961249564 |
4 | 0 | 0.131005619092946 | -0.131005619092946 |
5 | 1 | 0.586295871008285 | 0.413704128991715 |
6 | 1 | 0.620060489704475 | 0.379939510295525 |
7 | 0 | 0.580633985866576 | -0.580633985866576 |
8 | 1 | 0.819346963440792 | 0.180653036559208 |
9 | 1 | 0.447729317943721 | 0.552270682056279 |
10 | 1 | 0.442124538905950 | 0.557875461094050 |
11 | 0 | 0.579949740559675 | -0.579949740559675 |
12 | 0 | 0.368328516619831 | -0.368328516619831 |
13 | 1 | 0.425505260343158 | 0.574494739656842 |
14 | 0 | 0.176078366247202 | -0.176078366247202 |
15 | 1 | 0.469218187867056 | 0.530781812132944 |
16 | 0 | 0.46859019119341 | -0.46859019119341 |
17 | 0 | 0.525610203685669 | -0.525610203685669 |
18 | 1 | 0.457292065957945 | 0.542707934042055 |
19 | 1 | 0.411208317278294 | 0.588791682721706 |
20 | 0 | 0.392833741587448 | -0.392833741587448 |
21 | 1 | 0.381234607425193 | 0.618765392574807 |
22 | 1 | 0.360178442415794 | 0.639821557584206 |
23 | 0 | 0.419749588473482 | -0.419749588473482 |
24 | 0 | 0.345307724176620 | -0.345307724176620 |
25 | 0 | 0.348959548502005 | -0.348959548502005 |
26 | 0 | 0.310552372866684 | -0.310552372866684 |
27 | 1 | 0.369024938472096 | 0.630975061527904 |
28 | 0 | 0.200316497508181 | -0.200316497508181 |
29 | 0 | 0.309190993560222 | -0.309190993560222 |
30 | 0 | 0.33010971213832 | -0.33010971213832 |
31 | 1 | 0.331612786766409 | 0.668387213233591 |
32 | 1 | 0.353196482243049 | 0.646803517756951 |
33 | 1 | 0.333700587132298 | 0.666299412867702 |
34 | 1 | 0.334314061368512 | 0.665685938631488 |
35 | 0 | 0.52262581793587 | -0.52262581793587 |
36 | 0 | 0.333451552488076 | -0.333451552488076 |
37 | 0 | 0.344767452703893 | -0.344767452703893 |
38 | 1 | 0.363518629562092 | 0.636481370437908 |
39 | 1 | 0.424077704380323 | 0.575922295619677 |
40 | 0 | 0.273328613654340 | -0.273328613654340 |
41 | 0 | 0.434297160029007 | -0.434297160029007 |
42 | 0 | 0.308424131593135 | -0.308424131593135 |
43 | 0 | 0.339057241037943 | -0.339057241037943 |
44 | 0 | 0.329788663868196 | -0.329788663868196 |
45 | 0 | 0.276596334421621 | -0.276596334421621 |
46 | 1 | 0.289527654539316 | 0.710472345460684 |
47 | 1 | 0.420434084420978 | 0.579565915579022 |
48 | 1 | 0.388468969316149 | 0.61153103068385 |
49 | 0 | 0.336310791998725 | -0.336310791998725 |
50 | 0 | 0.249812500796031 | -0.249812500796031 |
51 | 1 | 0.341032458491676 | 0.658967541508324 |
52 | 1 | 0.362004744972333 | 0.637995255027667 |
53 | 1 | 0.405642969296232 | 0.594357030703768 |
54 | 1 | 0.374255681305546 | 0.625744318694454 |
55 | 1 | 0.353627604430376 | 0.646372395569624 |
56 | 0 | 0.279369179690295 | -0.279369179690295 |
57 | 0 | 0.272319646884146 | -0.272319646884146 |
58 | 0 | 0.304621798210745 | -0.304621798210745 |
59 | 0 | 0.301849466817292 | -0.301849466817292 |
60 | 1 | 0.306736835500998 | 0.693263164499002 |
61 | 1 | 0.31311881376782 | 0.68688118623218 |
62 | 0 | 0.239870864091251 | -0.239870864091251 |
63 | 1 | 0.296752080799699 | 0.703247919200301 |
64 | 1 | 0.287310188046058 | 0.712689811953942 |
65 | 0 | 0.265791648294180 | -0.265791648294180 |
66 | 0 | 0.431876782374319 | -0.431876782374319 |
67 | 0 | 0.261303342063066 | -0.261303342063066 |
68 | 1 | 0.301729740487070 | 0.69827025951293 |
69 | 0 | 0.338171905325882 | -0.338171905325882 |
70 | 1 | 0.307060673782208 | 0.692939326217792 |
71 | 1 | 0.220217411581060 | 0.77978258841894 |
72 | 0 | 0.250773922656821 | -0.250773922656821 |
73 | 0 | 0.290981376214557 | -0.290981376214557 |
74 | 0 | 0.264520851271187 | -0.264520851271187 |
75 | 0 | 0.310524612791542 | -0.310524612791542 |
76 | 1 | 0.258159202664266 | 0.741840797335734 |
77 | 0 | 0.305385015375587 | -0.305385015375587 |
78 | 0 | 0.256311962274397 | -0.256311962274397 |
79 | 0 | 0.278785426048065 | -0.278785426048065 |
80 | 1 | 0.333364994249076 | 0.666635005750924 |
81 | 0 | 0.255629600486568 | -0.255629600486568 |
82 | 1 | 0.303020258827897 | 0.696979741172103 |
83 | 0 | 0.33391645749912 | -0.33391645749912 |
84 | 0 | 0.229189726494885 | -0.229189726494885 |
85 | 0 | 0.297443682398502 | -0.297443682398502 |
86 | 1 | 0.271941454797491 | 0.728058545202509 |
87 | 0 | 0.307919932361756 | -0.307919932361756 |
88 | 0 | 0.294004030924648 | -0.294004030924648 |
89 | 0 | 0.30089319841354 | -0.30089319841354 |
90 | 0 | 0.296015989335085 | -0.296015989335085 |
91 | 0 | 0.295202672252954 | -0.295202672252954 |
92 | 1 | 0.281566914442168 | 0.718433085557832 |
93 | 0 | 0.28209496250412 | -0.28209496250412 |
94 | 1 | 0.325798471966562 | 0.674201528033438 |
95 | 0 | 0.242070100363560 | -0.242070100363560 |
96 | 1 | 0.264239029161948 | 0.735760970838052 |
97 | 0 | 0.312114589602195 | -0.312114589602195 |
98 | 1 | 0.291325800253828 | 0.708674199746172 |
99 | 0 | 0.326007517900822 | -0.326007517900822 |
100 | 1 | 0.260757367037248 | 0.739242632962752 |
101 | 1 | 0.264396447044718 | 0.735603552955282 |
102 | 0 | 0.269570242835961 | -0.269570242835961 |
103 | 0 | 0.308976050378388 | -0.308976050378388 |
104 | 0 | 0.305405133259075 | -0.305405133259075 |
105 | 0 | 0.266921490660105 | -0.266921490660105 |
106 | 0 | 0.251652176854707 | -0.251652176854707 |
107 | 1 | 0.232642563086459 | 0.767357436913541 |
108 | 1 | 0.310800925136859 | 0.68919907486314 |
109 | 0 | 0.294886004806121 | -0.294886004806121 |
110 | 1 | 0.255051257667737 | 0.744948742332263 |
111 | 0 | 0.272734559143878 | -0.272734559143878 |
112 | 1 | 0.217788994875774 | 0.782211005124226 |
113 | 0 | 0.26354747103331 | -0.26354747103331 |
114 | 1 | 0.253861831409022 | 0.746138168590978 |
115 | 1 | 0.251473242840925 | 0.748526757159075 |
116 | 0 | 0.255307156092587 | -0.255307156092587 |
117 | 0 | 0.276548511370726 | -0.276548511370726 |
118 | 0 | 0.295060549502861 | -0.295060549502861 |
119 | 1 | 0.247863668095499 | 0.752136331904501 |
120 | 0 | 0.260406542925454 | -0.260406542925454 |
121 | 0 | 0.327232437695857 | -0.327232437695857 |
122 | 0 | 0.258974846058538 | -0.258974846058538 |
123 | 0 | 0.297021984164989 | -0.297021984164989 |
124 | 1 | 0.315254786594415 | 0.684745213405585 |
125 | 1 | 0.250206414011056 | 0.749793585988944 |
126 | 1 | 0.250175038560079 | 0.749824961439921 |
127 | 0 | 0.246853790624684 | -0.246853790624684 |
128 | 0 | 0.248018788814458 | -0.248018788814458 |
129 | 0 | 0.248701745377035 | -0.248701745377035 |
130 | 0 | 0.246853790624684 | -0.246853790624684 |
131 | 0 | 0.248006011074822 | -0.248006011074822 |
132 | 0 | 0.261730009536514 | -0.261730009536514 |
133 | 0 | 0.246853790624684 | -0.246853790624684 |
134 | 0 | 0.24722165795625 | -0.24722165795625 |
135 | 0 | 0.246853790624684 | -0.246853790624684 |
136 | 0 | 0.249290483497451 | -0.249290483497451 |
137 | 0 | 0.249098566744047 | -0.249098566744047 |
138 | 0 | 0.246853790624684 | -0.246853790624684 |
139 | 0 | 0.246853790624684 | -0.246853790624684 |
140 | 0 | 0.246853790624684 | -0.246853790624684 |
141 | 0 | 0.247484843250618 | -0.247484843250618 |
142 | 0 | 0.246853790624684 | -0.246853790624684 |
143 | 0 | 0.247113886884327 | -0.247113886884327 |
144 | 0 | 0.247543775904892 | -0.247543775904892 |
145 | 0 | 0.254864771656538 | -0.254864771656538 |
146 | 0 | 0.245519504102262 | -0.245519504102262 |
147 | 0 | 0.246853790624684 | -0.246853790624684 |
148 | 0 | 0.247809909527104 | -0.247809909527104 |
149 | 0 | 0.246853790624684 | -0.246853790624684 |
150 | 0 | 0.247312920392470 | -0.247312920392470 |
151 | 0 | 0.24613260096904 | -0.24613260096904 |
152 | 0 | 0.259619725585172 | -0.259619725585172 |
153 | 0 | 0.246853790624684 | -0.246853790624684 |
154 | 0 | 0.243888529931723 | -0.243888529931723 |
155 | 0 | 0.247492381198355 | -0.247492381198355 |
156 | 0 | 0.246853790624684 | -0.246853790624684 |
157 | 0 | 0.246853790624684 | -0.246853790624684 |
158 | 0 | 0.248065889029369 | -0.248065889029369 |
159 | 0 | 0.250756388404399 | -0.250756388404399 |
160 | 0 | 0.246853790624684 | -0.246853790624684 |
161 | 0 | 0.246853790624684 | -0.246853790624684 |
162 | 0 | 0.246853790624684 | -0.246853790624684 |
163 | 0 | 0.246853790624684 | -0.246853790624684 |
164 | 0 | 0.252451416013465 | -0.252451416013465 |
165 | 0 | 0.256614372519697 | -0.256614372519697 |
166 | 0 | 0.246853790624684 | -0.246853790624684 |
167 | 0 | 0.246853790624684 | -0.246853790624684 |
168 | 0 | 0.247892318443231 | -0.247892318443231 |
169 | 0 | 0.246853790624684 | -0.246853790624684 |
170 | 0 | 0.246853790624684 | -0.246853790624684 |
171 | 0 | 0.246853790624684 | -0.246853790624684 |
172 | 0 | 0.248020484807436 | -0.248020484807436 |
173 | 0 | 0.246853790624684 | -0.246853790624684 |
174 | 0 | 0.249886813831681 | -0.249886813831681 |
175 | 0 | 0.246853790624684 | -0.246853790624684 |
176 | 0 | 0.248247484146326 | -0.248247484146326 |
177 | 0 | 0.246853790624684 | -0.246853790624684 |
178 | 1 | 0.247143759807644 | 0.752856240192356 |
179 | 0 | 0.246853790624684 | -0.246853790624684 |
180 | 0 | 0.246853790624684 | -0.246853790624684 |
181 | 0 | 0.271296792851735 | -0.271296792851735 |
182 | 1 | 0.261450444461582 | 0.738549555538418 |
183 | 0 | 0.250209149209929 | -0.250209149209929 |
184 | 1 | 0.254601626955125 | 0.745398373044875 |
185 | 1 | 0.249703125536087 | 0.750296874463913 |
186 | 1 | 0.249625394633255 | 0.750374605366745 |
187 | 1 | 0.258067157657277 | 0.741932842342723 |
188 | 0 | 0.249274265545416 | -0.249274265545416 |
189 | 0 | 0.249100021758704 | -0.249100021758704 |
190 | 0 | 0.246853790624684 | -0.246853790624684 |
191 | 0 | 0.247668557843111 | -0.247668557843111 |
192 | 0 | 0.246853790624684 | -0.246853790624684 |
193 | 0 | 0.249593625914226 | -0.249593625914226 |
194 | 0 | 0.246853790624684 | -0.246853790624684 |
195 | 0 | 0.247338045086143 | -0.247338045086143 |
196 | 1 | 0.246853790624684 | 0.753146209375316 |
197 | 1 | 0.316313797524836 | 0.683686202475164 |
198 | 1 | 0.246853790624684 | 0.753146209375316 |
199 | 1 | 0.246853790624684 | 0.753146209375316 |
200 | 1 | 0.264851780919271 | 0.735148219080729 |
201 | 1 | 0.246853790624684 | 0.753146209375316 |
202 | 1 | 0.246853790624684 | 0.753146209375316 |
203 | 1 | 0.246853790624684 | 0.753146209375316 |
204 | 1 | 0.240981444565002 | 0.759018555434998 |
205 | 1 | 0.273317371783282 | 0.726682628216718 |
206 | 1 | 0.248047911813367 | 0.751952088186633 |
207 | 1 | 0.251829761163750 | 0.74817023883625 |
208 | 1 | 0.246853790624684 | 0.753146209375316 |
209 | 1 | 0.247848966609350 | 0.75215103339065 |
210 | 1 | 0.246853790624684 | 0.753146209375316 |
211 | 0 | 0.246853790624684 | -0.246853790624684 |
212 | 0 | 0.246853790624684 | -0.246853790624684 |
213 | 0 | 0.248972798954801 | -0.248972798954801 |
214 | 0 | 0.249150943248536 | -0.249150943248536 |
215 | 0 | 0.249864977357189 | -0.249864977357189 |
216 | 0 | 0.246853790624684 | -0.246853790624684 |
217 | 0 | 0.248230136376512 | -0.248230136376512 |
218 | 0 | 0.251606452620667 | -0.251606452620667 |
219 | 0 | 0.246853790624684 | -0.246853790624684 |
220 | 0 | 0.248639385197583 | -0.248639385197583 |
221 | 0 | 0.243388764935082 | -0.243388764935082 |
222 | 0 | 0.246853790624684 | -0.246853790624684 |
223 | 0 | 0.247130521165713 | -0.247130521165713 |
224 | 0 | 0.246853790624684 | -0.246853790624684 |
225 | 0 | 0.247271602924642 | -0.247271602924642 |
226 | 0 | 0.251932461423084 | -0.251932461423084 |
227 | 0 | 0.246853790624684 | -0.246853790624684 |
228 | 0 | 0.246853790624684 | -0.246853790624684 |
229 | 0 | 0.250277260696905 | -0.250277260696905 |
230 | 0 | 0.246853790624684 | -0.246853790624684 |
231 | 0 | 0.250256317482831 | -0.250256317482831 |
232 | 0 | 0.246853790624684 | -0.246853790624684 |
233 | 0 | 0.246853790624684 | -0.246853790624684 |
234 | 0 | 0.251577085020935 | -0.251577085020935 |
235 | 0 | 0.246853790624684 | -0.246853790624684 |
236 | 0 | 0.247010749039867 | -0.247010749039867 |
237 | 0 | 0.246853790624684 | -0.246853790624684 |
238 | 0 | 0.247543935423581 | -0.247543935423581 |
239 | 0 | 0.246853790624684 | -0.246853790624684 |
240 | 0 | 0.246853790624684 | -0.246853790624684 |
241 | 0 | 0.246853790624684 | -0.246853790624684 |
242 | 0 | 0.248869007422298 | -0.248869007422298 |
243 | 0 | 0.246853790624684 | -0.246853790624684 |
244 | 0 | 0.247175261505792 | -0.247175261505792 |
245 | 0 | 0.262082628526195 | -0.262082628526195 |
246 | 1 | 0.246853790624684 | 0.753146209375316 |
247 | 1 | 0.246853790624684 | 0.753146209375316 |
248 | 0 | 0.248598823978740 | -0.248598823978740 |
249 | 1 | 0.246853790624684 | 0.753146209375316 |
250 | 1 | 0.246853790624684 | 0.753146209375316 |
251 | 0 | 0.239500328610085 | -0.239500328610085 |
252 | 1 | 0.246853790624684 | 0.753146209375316 |
253 | 0 | 0.24903675827505 | -0.24903675827505 |
254 | 0 | 0.269163735973817 | -0.269163735973817 |
255 | 0 | 0.279694484591697 | -0.279694484591697 |
256 | 0 | 0.246853790624684 | -0.246853790624684 |
257 | 0 | 0.245022137143573 | -0.245022137143573 |
258 | 0 | 0.240066539772197 | -0.240066539772197 |
259 | 1 | 0.246853790624684 | 0.753146209375316 |
260 | 0 | 0.246853790624684 | -0.246853790624684 |
261 | 1 | 0.246853790624684 | 0.753146209375316 |
262 | 1 | 0.246853790624684 | 0.753146209375316 |
263 | 0 | 0.262182670658201 | -0.262182670658201 |
264 | 0 | 0.248408981829323 | -0.248408981829323 |
265 | 1 | 0.246853790624684 | 0.753146209375316 |
266 | 0 | 0.246853790624684 | -0.246853790624684 |
267 | 1 | 0.246853790624684 | 0.753146209375316 |
268 | 0 | 0.27185802825453 | -0.27185802825453 |
269 | 1 | 0.246853790624684 | 0.753146209375316 |
270 | 0 | 0.256937009800996 | -0.256937009800996 |
271 | 1 | 0.246853790624684 | 0.753146209375316 |
272 | 1 | 0.246853790624684 | 0.753146209375316 |
273 | 1 | 0.246853790624684 | 0.753146209375316 |
274 | 0 | 0.248303620718634 | -0.248303620718634 |
275 | 0 | 0.246853790624684 | -0.246853790624684 |
276 | 0 | 0.254332633697501 | -0.254332633697501 |
277 | 0 | 0.256825131464609 | -0.256825131464609 |
278 | 0 | 0.246853790624684 | -0.246853790624684 |
279 | 1 | 0.264634986969273 | 0.735365013030727 |
280 | 0 | 0.256651073257995 | -0.256651073257995 |
281 | 1 | 0.246853790624684 | 0.753146209375316 |
282 | 0 | 0.246853790624684 | -0.246853790624684 |
283 | 0 | 0.254197395200319 | -0.254197395200319 |
284 | 0 | 0.246853790624684 | -0.246853790624684 |
285 | 0 | 0.257640726446623 | -0.257640726446623 |
286 | 0 | 0.246853790624684 | -0.246853790624684 |
287 | 1 | 0.246853790624684 | 0.753146209375316 |
288 | 0 | 0.248942852201254 | -0.248942852201254 |
289 | 1 | 0.246853790624684 | 0.753146209375316 |
290 | 0 | 0.248997285223693 | -0.248997285223693 |
291 | 1 | 0.246853790624684 | 0.753146209375316 |
292 | 0 | 0.253879747316929 | -0.253879747316929 |
293 | 0 | 0.274081188310272 | -0.274081188310272 |
294 | 0 | 0.246853790624684 | -0.246853790624684 |
295 | 0 | 0.24712997715235 | -0.24712997715235 |
296 | 1 | 0.253915865232084 | 0.746084134767916 |
297 | 0 | 0.246853790624684 | -0.246853790624684 |
298 | 1 | 0.246853790624684 | 0.753146209375316 |
299 | 0 | 0.246853790624684 | -0.246853790624684 |
300 | 0 | 0.246853790624684 | -0.246853790624684 |
301 | 1 | 0.247311521908075 | 0.752688478091925 |
302 | 0 | 0.243794155394485 | -0.243794155394485 |
303 | 0 | 0.246853790624684 | -0.246853790624684 |
304 | 1 | 0.246853790624684 | 0.753146209375316 |
305 | 0 | 0.260214047406864 | -0.260214047406864 |
306 | 0 | 0.248198255380683 | -0.248198255380683 |
307 | 1 | 0.246853790624684 | 0.753146209375316 |
308 | 1 | 0.252136568429823 | 0.747863431570177 |
309 | 0 | 0.245770025334441 | -0.245770025334441 |
310 | 1 | 0.246853790624684 | 0.753146209375316 |
311 | 1 | 0.246853790624684 | 0.753146209375316 |
312 | 0 | 0.287536407248741 | -0.287536407248741 |
313 | 1 | 0.246853790624684 | 0.753146209375316 |
314 | 1 | 0.251804834801959 | 0.74819516519804 |
315 | 0 | 0.247526850573330 | -0.247526850573330 |
316 | 0 | 0.255852863034876 | -0.255852863034876 |
317 | 0 | 0.246358679991469 | -0.246358679991469 |
318 | 0 | 0.248526649699796 | -0.248526649699796 |
319 | 0 | 0.247737327554364 | -0.247737327554364 |
320 | 0 | 0.246853790624684 | -0.246853790624684 |
321 | 0 | 0.246853790624684 | -0.246853790624684 |
322 | 0 | 0.246853790624684 | -0.246853790624684 |
323 | 0 | 0.246853790624684 | -0.246853790624684 |
324 | 1 | 0.246853790624684 | 0.753146209375316 |
325 | 0 | 0.246853790624684 | -0.246853790624684 |
326 | 0 | 0.246733370248688 | -0.246733370248688 |
327 | 1 | 0.246853790624684 | 0.753146209375316 |
328 | 1 | 0.246853790624684 | 0.753146209375316 |
329 | 0 | 0.246853790624684 | -0.246853790624684 |
330 | 0 | 0.246853790624684 | -0.246853790624684 |
331 | 0 | 0.246853790624684 | -0.246853790624684 |
332 | 0 | 0.246853790624684 | -0.246853790624684 |
333 | 0 | 0.246853790624684 | -0.246853790624684 |
334 | 0 | 0.247283732627653 | -0.247283732627653 |
335 | 0 | 0.24715623509556 | -0.24715623509556 |
336 | 0 | 0.246853790624684 | -0.246853790624684 |
337 | 0 | 0.247910513264174 | -0.247910513264174 |
338 | 0 | 0.246853790624684 | -0.246853790624684 |
339 | 0 | 0.247202807162514 | -0.247202807162514 |
340 | 0 | 0.247791738022974 | -0.247791738022974 |
341 | 0 | 0.249696869574542 | -0.249696869574542 |
342 | 0 | 0.246853790624684 | -0.246853790624684 |
343 | 0 | 0.246853790624684 | -0.246853790624684 |
344 | 0 | 0.246853790624684 | -0.246853790624684 |
345 | 0 | 0.246853790624684 | -0.246853790624684 |
346 | 0 | 0.246853790624684 | -0.246853790624684 |
347 | 0 | 0.244566254337396 | -0.244566254337396 |
348 | 0 | 0.246853790624684 | -0.246853790624684 |
349 | 0 | 0.246853790624684 | -0.246853790624684 |
350 | 0 | 0.246853790624684 | -0.246853790624684 |
351 | 0 | 0.246819324012988 | -0.246819324012988 |
352 | 0 | 0.248676506044019 | -0.248676506044019 |
353 | 0 | 0.249543195759419 | -0.249543195759419 |
354 | 0 | 0.248007142194009 | -0.248007142194009 |
355 | 0 | 0.246853790624684 | -0.246853790624684 |
356 | 0 | 0.246853790624684 | -0.246853790624684 |
357 | 0 | 0.272693229111599 | -0.272693229111599 |
358 | 0 | 0.246853790624684 | -0.246853790624684 |
359 | 0 | 0.246853790624684 | -0.246853790624684 |
360 | 0 | 0.246853790624684 | -0.246853790624684 |
361 | 0 | 0.247445518146724 | -0.247445518146724 |
362 | 0 | 0.246853790624684 | -0.246853790624684 |
363 | 0 | 0.246853790624684 | -0.246853790624684 |
364 | 1 | 0.247173307015852 | 0.752826692984148 |
365 | 0 | 0.246960748935214 | -0.246960748935214 |
366 | 0 | 0.246853790624684 | -0.246853790624684 |
367 | 0 | 0.246853790624684 | -0.246853790624684 |
368 | 0 | 0.246853790624684 | -0.246853790624684 |
369 | 0 | 0.246853790624684 | -0.246853790624684 |
370 | 0 | 0.246853790624684 | -0.246853790624684 |
371 | 0 | 0.246853790624684 | -0.246853790624684 |
372 | 0 | 0.251452609832116 | -0.251452609832116 |
373 | 0 | 0.263984597649654 | -0.263984597649654 |
374 | 0 | 0.249250200119093 | -0.249250200119093 |
375 | 0 | 0.246853790624684 | -0.246853790624684 |
376 | 0 | 0.246853790624684 | -0.246853790624684 |
377 | 0 | 0.245114042915224 | -0.245114042915224 |
378 | 0 | 0.248164077363202 | -0.248164077363202 |
379 | 0 | 0.246853790624684 | -0.246853790624684 |
380 | 0 | 0.246853790624684 | -0.246853790624684 |
381 | 0 | 0.246853790624684 | -0.246853790624684 |
382 | 0 | 0.270202808542705 | -0.270202808542705 |
383 | 0 | 0.238263278274572 | -0.238263278274572 |
384 | 0 | 0.246853790624684 | -0.246853790624684 |
385 | 0 | 0.251461527319996 | -0.251461527319996 |
386 | 0 | 0.248555953366285 | -0.248555953366285 |
387 | 0 | 0.247286923926073 | -0.247286923926073 |
388 | 0 | 0.247035807061413 | -0.247035807061413 |
389 | 0 | 0.246750409786244 | -0.246750409786244 |
390 | 0 | 0.245246508123974 | -0.245246508123974 |
391 | 0 | 0.251864885648036 | -0.251864885648036 |
392 | 0 | 0.244815276114855 | -0.244815276114855 |
393 | 0 | 0.245189933877963 | -0.245189933877963 |
394 | 0 | 0.263435090243228 | -0.263435090243228 |
395 | 1 | 0.264150156500562 | 0.735849843499438 |
396 | 0 | 0.243533231401246 | -0.243533231401246 |
397 | 0 | 0.240089114789814 | -0.240089114789814 |
398 | 1 | 0.346242736871609 | 0.653757263128391 |
399 | 0 | 0.25047351915932 | -0.25047351915932 |
400 | 1 | 0.214240852524862 | 0.785759147475138 |
401 | 0 | 0.259984998464293 | -0.259984998464293 |
402 | 0 | 0.254738309892961 | -0.254738309892961 |
403 | 0 | 0.245447585310712 | -0.245447585310712 |
404 | 1 | 0.2557744184665 | 0.7442255815335 |
405 | 0 | 0.250111113005124 | -0.250111113005124 |
406 | 0 | 0.259433582592393 | -0.259433582592393 |
407 | 0 | 0.258679953093326 | -0.258679953093326 |
408 | 0 | 0.247313644060509 | -0.247313644060509 |
409 | 0 | 0.243353907945544 | -0.243353907945544 |
410 | 0 | 0.251804594681428 | -0.251804594681428 |
411 | 0 | 0.263740616221308 | -0.263740616221308 |
412 | 1 | 0.254036521614384 | 0.745963478385616 |
413 | 1 | 0.245161945069389 | 0.754838054930611 |
414 | 1 | 0.264669474338212 | 0.735330525661788 |
415 | 0 | 0.262612138637623 | -0.262612138637623 |
416 | 0 | 0.254821242268250 | -0.254821242268250 |
417 | 0 | 0.2472087543013 | -0.2472087543013 |
418 | 1 | 0.248006762175432 | 0.751993237824568 |
419 | 0 | 0.259054601577644 | -0.259054601577644 |
420 | 0 | 0.247057702533939 | -0.247057702533939 |
421 | 0 | 0.245866042662913 | -0.245866042662913 |
422 | 0 | 0.259047839269818 | -0.259047839269818 |
423 | 1 | 0.148801511937886 | 0.851198488062114 |
424 | 0 | 0.196176063916384 | -0.196176063916384 |
425 | 0 | 0.233636103563218 | -0.233636103563218 |
426 | 1 | 0.257376039103164 | 0.742623960896836 |
427 | 0 | 0.202126126110206 | -0.202126126110206 |
428 | 0 | 0.387067430454205 | -0.387067430454205 |
429 | 0 | 0.260713131483531 | -0.260713131483531 |
430 | 0 | 0.305975846399144 | -0.305975846399144 |
431 | 0 | 0.173215957802787 | -0.173215957802787 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 0.173153043804185 | 0.34630608760837 | 0.826846956195815 |
9 | 0.505311898945286 | 0.989376202109428 | 0.494688101054714 |
10 | 0.365289177866438 | 0.730578355732877 | 0.634710822133562 |
11 | 0.560303882299344 | 0.879392235401312 | 0.439696117700656 |
12 | 0.720227119755014 | 0.559545760489973 | 0.279772880244986 |
13 | 0.655907875075549 | 0.688184249848902 | 0.344092124924451 |
14 | 0.609536767547128 | 0.780926464905744 | 0.390463232452872 |
15 | 0.622153669388335 | 0.75569266122333 | 0.377846330611665 |
16 | 0.66450170860832 | 0.67099658278336 | 0.33549829139168 |
17 | 0.600886789443026 | 0.798226421113949 | 0.399113210556974 |
18 | 0.587492491900482 | 0.825015016199036 | 0.412507508099518 |
19 | 0.571612141918757 | 0.856775716162485 | 0.428387858081243 |
20 | 0.58187051612151 | 0.83625896775698 | 0.41812948387849 |
21 | 0.57679042529572 | 0.84641914940856 | 0.42320957470428 |
22 | 0.578459100495006 | 0.843081799009987 | 0.421540899504994 |
23 | 0.563187035645837 | 0.873625928708327 | 0.436812964354163 |
24 | 0.544420138196861 | 0.911159723606278 | 0.455579861803139 |
25 | 0.523690437556640 | 0.952619124886719 | 0.476309562443360 |
26 | 0.546294094872416 | 0.907411810255168 | 0.453705905127584 |
27 | 0.56639935446472 | 0.86720129107056 | 0.43360064553528 |
28 | 0.568916352782704 | 0.862167294434592 | 0.431083647217296 |
29 | 0.607468721742905 | 0.78506255651419 | 0.392531278257095 |
30 | 0.624933779573222 | 0.750132440853557 | 0.375066220426778 |
31 | 0.658032323811799 | 0.683935352376401 | 0.341967676188201 |
32 | 0.693961632505532 | 0.612076734988936 | 0.306038367494468 |
33 | 0.703566122286689 | 0.592867755426622 | 0.296433877713311 |
34 | 0.720594640769933 | 0.558810718460134 | 0.279405359230067 |
35 | 0.693766345836913 | 0.612467308326173 | 0.306233654163087 |
36 | 0.684864258895128 | 0.630271482209743 | 0.315135741104872 |
37 | 0.694049300454956 | 0.611901399090087 | 0.305950699545044 |
38 | 0.714118535102964 | 0.571762929794072 | 0.285881464897036 |
39 | 0.756812449412067 | 0.486375101175865 | 0.243187550587932 |
40 | 0.752684927152852 | 0.494630145694296 | 0.247315072847148 |
41 | 0.722966376352994 | 0.554067247294012 | 0.277033623647006 |
42 | 0.720143773852132 | 0.559712452295735 | 0.279856226147868 |
43 | 0.713142159525335 | 0.573715680949329 | 0.286857840474665 |
44 | 0.701876352660179 | 0.596247294679643 | 0.298123647339821 |
45 | 0.699638345292955 | 0.600723309414089 | 0.300361654707045 |
46 | 0.733448986496742 | 0.533102027006517 | 0.266551013503259 |
47 | 0.773532961904612 | 0.452934076190776 | 0.226467038095388 |
48 | 0.809166044728748 | 0.381667910542503 | 0.190833955271252 |
49 | 0.805190788144591 | 0.389618423710818 | 0.194809211855409 |
50 | 0.799040691802651 | 0.401918616394697 | 0.200959308197349 |
51 | 0.815645920196572 | 0.368708159606857 | 0.184354079803428 |
52 | 0.834868896689494 | 0.330262206621012 | 0.165131103310506 |
53 | 0.854331732469254 | 0.291336535061492 | 0.145668267530746 |
54 | 0.867056695102855 | 0.265886609794291 | 0.132943304897145 |
55 | 0.882481810168553 | 0.235036379662894 | 0.117518189831447 |
56 | 0.884263907589335 | 0.231472184821331 | 0.115736092410665 |
57 | 0.88698146246721 | 0.226037075065579 | 0.113018537532790 |
58 | 0.885838096914795 | 0.228323806170409 | 0.114161903085205 |
59 | 0.881986040958209 | 0.236027918083583 | 0.118013959041791 |
60 | 0.893395819445533 | 0.213208361108934 | 0.106604180554467 |
61 | 0.90203216259348 | 0.195935674813040 | 0.0979678374065201 |
62 | 0.898862697723377 | 0.202274604553247 | 0.101137302276623 |
63 | 0.908513420780157 | 0.182973158439687 | 0.0914865792198435 |
64 | 0.917803965174532 | 0.164392069650936 | 0.0821960348254679 |
65 | 0.91671763474646 | 0.166564730507082 | 0.083282365253541 |
66 | 0.911261558973419 | 0.177476882053162 | 0.088738441026581 |
67 | 0.908599806482614 | 0.182800387034772 | 0.0914001935173858 |
68 | 0.91745049600403 | 0.16509900799194 | 0.0825495039959699 |
69 | 0.916281685332873 | 0.167436629334254 | 0.0837183146671271 |
70 | 0.924489888679276 | 0.151020222641448 | 0.0755101113207239 |
71 | 0.93172482569713 | 0.136550348605741 | 0.0682751743028703 |
72 | 0.931972017251187 | 0.136055965497626 | 0.0680279827488132 |
73 | 0.93062558558142 | 0.138748828837159 | 0.0693744144185795 |
74 | 0.929256159238455 | 0.141487681523090 | 0.0707438407615451 |
75 | 0.927373542756792 | 0.145252914486416 | 0.072626457243208 |
76 | 0.936109200373245 | 0.127781599253511 | 0.0638907996267555 |
77 | 0.934378082165821 | 0.131243835668357 | 0.0656219178341785 |
78 | 0.932081879725037 | 0.135836240549926 | 0.0679181202749631 |
79 | 0.930036920785593 | 0.139926158428813 | 0.0699630792144066 |
80 | 0.937320526028528 | 0.125358947942945 | 0.0626794739714724 |
81 | 0.935113690957716 | 0.129772618084568 | 0.064886309042284 |
82 | 0.943111739522695 | 0.113776520954610 | 0.0568882604773052 |
83 | 0.941220356147489 | 0.117559287705023 | 0.0587796438525115 |
84 | 0.938688747008073 | 0.122622505983853 | 0.0613112529919265 |
85 | 0.936292586504872 | 0.127414826990256 | 0.0637074134951278 |
86 | 0.945481403532835 | 0.109037192934331 | 0.0545185964671654 |
87 | 0.943307277311835 | 0.113385445376329 | 0.0566927226881646 |
88 | 0.940865361555456 | 0.118269276889088 | 0.059134638444544 |
89 | 0.938172826008355 | 0.123654347983291 | 0.0618271739916453 |
90 | 0.935304976501603 | 0.129390046996794 | 0.0646950234983969 |
91 | 0.93208328330267 | 0.135833433394661 | 0.0679167166973305 |
92 | 0.942127359256023 | 0.115745281487954 | 0.0578726407439771 |
93 | 0.939129263773846 | 0.121741472452308 | 0.0608707362261542 |
94 | 0.947447109110547 | 0.105105781778906 | 0.0525528908894529 |
95 | 0.94423081788763 | 0.111538364224741 | 0.0557691821123706 |
96 | 0.953487115339755 | 0.0930257693204905 | 0.0465128846602453 |
97 | 0.951301091685349 | 0.0973978166293014 | 0.0486989083146507 |
98 | 0.958555034256106 | 0.082889931487787 | 0.0414449657438935 |
99 | 0.95664324782349 | 0.0867135043530217 | 0.0433567521765108 |
100 | 0.963626909566003 | 0.0727461808679938 | 0.0363730904339969 |
101 | 0.96942540315806 | 0.0611491936838793 | 0.0305745968419397 |
102 | 0.967812678969877 | 0.0643746420602468 | 0.0321873210301234 |
103 | 0.966065110193753 | 0.0678697796124945 | 0.0339348898062473 |
104 | 0.964542774341375 | 0.0709144513172499 | 0.0354572256586250 |
105 | 0.962370575736329 | 0.0752588485273423 | 0.0376294242636711 |
106 | 0.960026805423068 | 0.079946389153864 | 0.039973194576932 |
107 | 0.966822621377902 | 0.0663547572441961 | 0.0331773786220981 |
108 | 0.97248334048529 | 0.055033319029418 | 0.027516659514709 |
109 | 0.97083045382936 | 0.0583390923412788 | 0.0291695461706394 |
110 | 0.975682879523926 | 0.0486342409521472 | 0.0243171204760736 |
111 | 0.974221001422102 | 0.0515579971557952 | 0.0257789985778976 |
112 | 0.978988135901731 | 0.0420237281965377 | 0.0210118640982688 |
113 | 0.977622987166935 | 0.0447540256661308 | 0.0223770128330654 |
114 | 0.981491553461762 | 0.0370168930764759 | 0.0185084465382380 |
115 | 0.985124141248045 | 0.0297517175039099 | 0.0148758587519550 |
116 | 0.984223875802611 | 0.0315522483947775 | 0.0157761241973888 |
117 | 0.98334257082833 | 0.0333148583433392 | 0.0166574291716696 |
118 | 0.982371152741059 | 0.0352576945178823 | 0.0176288472589412 |
119 | 0.985482652277613 | 0.0290346954447737 | 0.0145173477223869 |
120 | 0.984517934018702 | 0.0309641319625961 | 0.0154820659812981 |
121 | 0.98348862048354 | 0.0330227590329197 | 0.0165113795164599 |
122 | 0.982390653822994 | 0.0352186923540124 | 0.0176093461770062 |
123 | 0.98137396565288 | 0.0372520686942382 | 0.0186260343471191 |
124 | 0.984502177025346 | 0.0309956459493076 | 0.0154978229746538 |
125 | 0.987641925020831 | 0.0247161499583383 | 0.0123580749791692 |
126 | 0.990175658168229 | 0.0196486836635422 | 0.0098243418317711 |
127 | 0.989510537587128 | 0.0209789248257438 | 0.0104894624128719 |
128 | 0.988764553842827 | 0.0224708923143455 | 0.0112354461571727 |
129 | 0.987931266095634 | 0.0241374678087313 | 0.0120687339043656 |
130 | 0.987006725708794 | 0.0259865485824114 | 0.0129932742912057 |
131 | 0.985982360694841 | 0.0280352786103171 | 0.0140176393051586 |
132 | 0.984912005261142 | 0.0301759894777157 | 0.0150879947388579 |
133 | 0.983659200392588 | 0.0326815992148245 | 0.0163407996074123 |
134 | 0.982275733102715 | 0.03544853379457 | 0.017724266897285 |
135 | 0.980749574746556 | 0.0385008505068883 | 0.0192504252534441 |
136 | 0.979082322728192 | 0.0418353545436151 | 0.0209176772718076 |
137 | 0.97725296767426 | 0.0454940646514785 | 0.0227470323257392 |
138 | 0.975226634941213 | 0.049546730117574 | 0.024773365058787 |
139 | 0.973004317255081 | 0.0539913654898373 | 0.0269956827449186 |
140 | 0.970570516630375 | 0.0588589667392501 | 0.0294294833696251 |
141 | 0.967919225075007 | 0.0641615498499862 | 0.0320807749249931 |
142 | 0.965013832728943 | 0.069972334542114 | 0.034986167271057 |
143 | 0.961841988023247 | 0.076316023953506 | 0.038158011976753 |
144 | 0.958402500862541 | 0.0831949982749171 | 0.0415974991374586 |
145 | 0.954757748677057 | 0.0904845026458866 | 0.0452422513229433 |
146 | 0.95069403924799 | 0.0986119215040203 | 0.0493059607520102 |
147 | 0.946292104662003 | 0.107415790675995 | 0.0537078953379973 |
148 | 0.941557982755903 | 0.116884034488194 | 0.0584420172440968 |
149 | 0.936417820480518 | 0.127164359038964 | 0.063582179519482 |
150 | 0.930886671801837 | 0.138226656396325 | 0.0691133281981625 |
151 | 0.924917128176996 | 0.150165743646008 | 0.0750828718230042 |
152 | 0.9189786084324 | 0.162042783135199 | 0.0810213915675996 |
153 | 0.912141637618595 | 0.175716724762809 | 0.0878583623814047 |
154 | 0.904791697093423 | 0.190416605813155 | 0.0952083029065773 |
155 | 0.897006280345696 | 0.205987439308609 | 0.102993719654304 |
156 | 0.888677774355327 | 0.222644451289345 | 0.111322225644673 |
157 | 0.879819134727647 | 0.240361730544705 | 0.120180865272353 |
158 | 0.870455773766353 | 0.259088452467294 | 0.129544226233647 |
159 | 0.860620860235501 | 0.278758279528998 | 0.139379139764499 |
160 | 0.850102797966498 | 0.299794404067004 | 0.149897202033502 |
161 | 0.83901066718524 | 0.321978665629521 | 0.160989332814760 |
162 | 0.827339209663184 | 0.345321580673632 | 0.172660790336816 |
163 | 0.81508588680761 | 0.36982822638478 | 0.18491411319239 |
164 | 0.80263534283663 | 0.394729314326741 | 0.197364657163370 |
165 | 0.790124000676749 | 0.419751998646502 | 0.209875999323251 |
166 | 0.776170974819175 | 0.44765805036165 | 0.223829025180825 |
167 | 0.761652935729651 | 0.476694128540697 | 0.238347064270349 |
168 | 0.746763856200293 | 0.506472287599414 | 0.253236143799707 |
169 | 0.731154937352291 | 0.537690125295418 | 0.268845062647709 |
170 | 0.715030141966572 | 0.569939716066855 | 0.284969858033428 |
171 | 0.698412997451388 | 0.603174005097224 | 0.301587002548612 |
172 | 0.681431178598723 | 0.637137642802554 | 0.318568821401277 |
173 | 0.663914477440571 | 0.672171045118858 | 0.336085522559429 |
174 | 0.646242605373017 | 0.707514789253965 | 0.353757394626983 |
175 | 0.627959394275587 | 0.744081211448826 | 0.372040605724413 |
176 | 0.609518512917818 | 0.780962974164364 | 0.390481487082182 |
177 | 0.590621652501032 | 0.818756694997935 | 0.409378347498968 |
178 | 0.641787070008238 | 0.716425859983524 | 0.358212929991762 |
179 | 0.623498482479349 | 0.753003035041302 | 0.376501517520651 |
180 | 0.604897947551155 | 0.79020410489769 | 0.395102052448845 |
181 | 0.587758115843509 | 0.824483768312981 | 0.412241884156491 |
182 | 0.636688613393751 | 0.726622773212498 | 0.363311386606249 |
183 | 0.619235447376208 | 0.761529105247585 | 0.380764552623792 |
184 | 0.668287873850074 | 0.663424252299853 | 0.331712126149926 |
185 | 0.714167486292504 | 0.571665027414991 | 0.285832513707496 |
186 | 0.755952922634772 | 0.488094154730455 | 0.244047077365228 |
187 | 0.79309034227869 | 0.41381931544262 | 0.20690965772131 |
188 | 0.77950951983147 | 0.44098096033706 | 0.22049048016853 |
189 | 0.765255783377925 | 0.469488433244151 | 0.234744216622075 |
190 | 0.750485840267799 | 0.499028319464402 | 0.249514159732201 |
191 | 0.735316678993107 | 0.529366642013786 | 0.264683321006893 |
192 | 0.719548990207693 | 0.560902019584613 | 0.280451009792307 |
193 | 0.70350467305241 | 0.592990653895181 | 0.296495326947591 |
194 | 0.686828343842483 | 0.626343312315034 | 0.313171656157517 |
195 | 0.669782615294098 | 0.660434769411805 | 0.330217384705902 |
196 | 0.715930380678073 | 0.568139238643854 | 0.284069619321927 |
197 | 0.754899845376318 | 0.490200309247363 | 0.245100154623682 |
198 | 0.793937606410901 | 0.412124787178198 | 0.206062393589099 |
199 | 0.82897352323492 | 0.342052953530159 | 0.171026476765080 |
200 | 0.86194022322632 | 0.276119553547361 | 0.138059776773681 |
201 | 0.888615935134319 | 0.222768129731362 | 0.111384064865681 |
202 | 0.91144183642831 | 0.177116327143379 | 0.0885581635716895 |
203 | 0.930662604205494 | 0.138674791589013 | 0.0693373957945065 |
204 | 0.94550729352586 | 0.108985412948279 | 0.0544927064741394 |
205 | 0.960304012132192 | 0.0793919757356155 | 0.0396959878678078 |
206 | 0.970495360460146 | 0.0590092790797076 | 0.0295046395398538 |
207 | 0.978700739924763 | 0.0425985201504738 | 0.0212992600752369 |
208 | 0.984762948965036 | 0.0304741020699283 | 0.0152370510349642 |
209 | 0.988566539913596 | 0.0228669201728076 | 0.0114334600864038 |
210 | 0.992123072407535 | 0.0157538551849302 | 0.00787692759246508 |
211 | 0.991096395037908 | 0.0178072099241833 | 0.00890360496209167 |
212 | 0.989949526820754 | 0.0201009463584921 | 0.0100504731792461 |
213 | 0.988734509653283 | 0.0225309806934338 | 0.0112654903467169 |
214 | 0.987324995529577 | 0.0253500089408456 | 0.0126750044704228 |
215 | 0.985754146930898 | 0.0284917061382041 | 0.0142458530691021 |
216 | 0.98400786945599 | 0.031984261088022 | 0.015992130544011 |
217 | 0.982091002616887 | 0.0358179947662267 | 0.0179089973831134 |
218 | 0.980036031783276 | 0.0399279364334478 | 0.0199639682167239 |
219 | 0.977688735326799 | 0.0446225293464028 | 0.0223112646732014 |
220 | 0.975288170928478 | 0.0494236581430442 | 0.0247118290715221 |
221 | 0.972414198551689 | 0.0551716028966228 | 0.0275858014483114 |
222 | 0.969316749397054 | 0.0613665012058924 | 0.0306832506029462 |
223 | 0.965935857963685 | 0.0681282840726297 | 0.0340641420363149 |
224 | 0.962237286282203 | 0.0755254274355949 | 0.0377627137177974 |
225 | 0.958216339614112 | 0.0835673207717754 | 0.0417836603858877 |
226 | 0.95396661797966 | 0.0920667640406816 | 0.0460333820203408 |
227 | 0.949224104161602 | 0.101551791676796 | 0.050775895838398 |
228 | 0.944090898607381 | 0.111818202785237 | 0.0559091013926185 |
229 | 0.938407521157784 | 0.123184957684432 | 0.0615924788422159 |
230 | 0.932421059734315 | 0.135157880531371 | 0.0675789402656854 |
231 | 0.925914431278378 | 0.148171137443243 | 0.0740855687216217 |
232 | 0.919002666944676 | 0.161994666110648 | 0.0809973330553242 |
233 | 0.911605538318806 | 0.176788923362387 | 0.0883944616811935 |
234 | 0.903874127758255 | 0.192251744483489 | 0.0961258722417445 |
235 | 0.895466067523563 | 0.209067864952875 | 0.104533932476437 |
236 | 0.886535157595188 | 0.226929684809624 | 0.113464842404812 |
237 | 0.877058483971147 | 0.245883032057705 | 0.122941516028853 |
238 | 0.867113355075301 | 0.265773289849398 | 0.132886644924699 |
239 | 0.856534773198433 | 0.286930453603134 | 0.143465226801567 |
240 | 0.845396384859227 | 0.309207230281546 | 0.154603615140773 |
241 | 0.833696592966365 | 0.332606814067269 | 0.166303407033635 |
242 | 0.821509220347976 | 0.356981559304048 | 0.178490779652024 |
243 | 0.808694889031256 | 0.382610221937488 | 0.191305110968744 |
244 | 0.795460628582035 | 0.409078742835929 | 0.204539371417965 |
245 | 0.781281417451196 | 0.437437165097608 | 0.218718582548804 |
246 | 0.819872470339556 | 0.360255059320888 | 0.180127529660444 |
247 | 0.85433254688547 | 0.291334906229060 | 0.145667453114530 |
248 | 0.842905755619671 | 0.314188488760658 | 0.157094244380329 |
249 | 0.874682353991253 | 0.250635292017494 | 0.125317646008747 |
250 | 0.902099960774751 | 0.195800078450498 | 0.097900039225249 |
251 | 0.893698717923873 | 0.212602564152255 | 0.106301282076127 |
252 | 0.918295573163997 | 0.163408853672005 | 0.0817044268360026 |
253 | 0.910352802585573 | 0.179294394828855 | 0.0896471974144274 |
254 | 0.902415016397518 | 0.195169967204963 | 0.0975849836024817 |
255 | 0.893962101250608 | 0.212075797498785 | 0.106037898749392 |
256 | 0.884495898594686 | 0.231008202810627 | 0.115504101405314 |
257 | 0.875055980596334 | 0.249888038807331 | 0.124944019403666 |
258 | 0.866170453144472 | 0.267659093711057 | 0.133829546855528 |
259 | 0.895863268210383 | 0.208273463579233 | 0.104136731789617 |
260 | 0.886427991025141 | 0.227144017949717 | 0.113572008974859 |
261 | 0.913161159479822 | 0.173677681040356 | 0.0868388405201782 |
262 | 0.935344836969521 | 0.129310326060957 | 0.0646551630304785 |
263 | 0.928500397914116 | 0.142999204171767 | 0.0714996020858837 |
264 | 0.921607844528084 | 0.156784310943832 | 0.0783921554719158 |
265 | 0.942439845014248 | 0.115120309971505 | 0.0575601549857523 |
266 | 0.936183331560896 | 0.127633336878208 | 0.0638166684391038 |
267 | 0.954191512252575 | 0.091616975494851 | 0.0458084877474255 |
268 | 0.948910500803715 | 0.102178998392570 | 0.0510894991962852 |
269 | 0.964234713312784 | 0.0715305733744324 | 0.0357652866872162 |
270 | 0.959770509572508 | 0.0804589808549843 | 0.0402294904274922 |
271 | 0.972596500304926 | 0.054806999390149 | 0.0274034996950745 |
272 | 0.98206327105922 | 0.0358734578815588 | 0.0179367289407794 |
273 | 0.988767695910843 | 0.0224646081783138 | 0.0112323040891569 |
274 | 0.9871063536038 | 0.0257872927923985 | 0.0128936463961993 |
275 | 0.985154824474209 | 0.0296903510515827 | 0.0148451755257913 |
276 | 0.983211049073852 | 0.0335779018522954 | 0.0167889509261477 |
277 | 0.981078248582876 | 0.0378435028342486 | 0.0189217514171243 |
278 | 0.978362418497426 | 0.0432751630051488 | 0.0216375815025744 |
279 | 0.984440678650938 | 0.0311186426981241 | 0.0155593213490621 |
280 | 0.982215123622612 | 0.0355697527547756 | 0.0177848763773878 |
281 | 0.989019695651523 | 0.0219606086969547 | 0.0109803043484774 |
282 | 0.987285358316513 | 0.0254292833669748 | 0.0127146416834874 |
283 | 0.985927422187636 | 0.0281451556247271 | 0.0140725778123635 |
284 | 0.983771003392796 | 0.0324579932144080 | 0.0162289966072040 |
285 | 0.98131750916699 | 0.0373649816660184 | 0.0186824908330092 |
286 | 0.978568606853136 | 0.0428627862937286 | 0.0214313931468643 |
287 | 0.986770978090179 | 0.0264580438196429 | 0.0132290219098214 |
288 | 0.98470449308322 | 0.0305910138335591 | 0.0152955069167795 |
289 | 0.990961091296886 | 0.0180778174062285 | 0.00903890870311423 |
290 | 0.989963489877525 | 0.0200730202449501 | 0.0100365101224750 |
291 | 0.994391901977684 | 0.0112161960446317 | 0.00560809802231583 |
292 | 0.993474956645476 | 0.0130500867090481 | 0.00652504335452403 |
293 | 0.992330651933923 | 0.0153386961321538 | 0.00766934806607691 |
294 | 0.990973112679105 | 0.0180537746417901 | 0.00902688732089506 |
295 | 0.989509457889437 | 0.0209810842211257 | 0.0104905421105628 |
296 | 0.99367400304239 | 0.0126519939152202 | 0.0063259969576101 |
297 | 0.992508010924697 | 0.0149839781506069 | 0.00749198907530347 |
298 | 0.996067817965853 | 0.00786436406829452 | 0.00393218203414726 |
299 | 0.995285807144362 | 0.00942838571127704 | 0.00471419285563852 |
300 | 0.994366228301744 | 0.0112675433965116 | 0.00563377169825582 |
301 | 0.997140891970034 | 0.00571821605993124 | 0.00285910802996562 |
302 | 0.996542467832112 | 0.00691506433577668 | 0.00345753216788834 |
303 | 0.995828773569526 | 0.00834245286094828 | 0.00417122643047414 |
304 | 0.998027368330546 | 0.00394526333890771 | 0.00197263166945386 |
305 | 0.997729586123614 | 0.00454082775277183 | 0.00227041387638591 |
306 | 0.997248204525552 | 0.00550359094889599 | 0.00275179547444799 |
307 | 0.998791660918501 | 0.00241667816299773 | 0.00120833908149887 |
308 | 0.999494537280495 | 0.00101092543901090 | 0.000505462719505451 |
309 | 0.999379555655215 | 0.00124088868957049 | 0.000620444344785246 |
310 | 0.999781816198894 | 0.000436367602213 | 0.0002181838011065 |
311 | 0.999934525270168 | 0.000130949459664174 | 6.54747298320869e-05 |
312 | 0.999926041582316 | 0.000147916835368099 | 7.39584176840494e-05 |
313 | 0.999981644215164 | 3.67115696727526e-05 | 1.83557848363763e-05 |
314 | 0.999996006098217 | 7.98780356572103e-06 | 3.99390178286052e-06 |
315 | 0.999994439168595 | 1.11216628093869e-05 | 5.56083140469343e-06 |
316 | 0.999992393373643 | 1.52132527146242e-05 | 7.60662635731212e-06 |
317 | 0.99998944908374 | 2.11018325207934e-05 | 1.05509162603967e-05 |
318 | 0.99998576277914 | 2.84744417190083e-05 | 1.42372208595042e-05 |
319 | 0.99998054337612 | 3.89132477599734e-05 | 1.94566238799867e-05 |
320 | 0.999973293953975 | 5.34120920499437e-05 | 2.67060460249718e-05 |
321 | 0.999963497983497 | 7.3004033005479e-05 | 3.65020165027395e-05 |
322 | 0.99995032128376 | 9.93574324813336e-05 | 4.96787162406668e-05 |
323 | 0.999932678878299 | 0.000134642243402664 | 6.73211217013322e-05 |
324 | 0.999986110977342 | 2.77780453167248e-05 | 1.38890226583624e-05 |
325 | 0.999980613878734 | 3.87722425323983e-05 | 1.93861212661992e-05 |
326 | 0.99997312443401 | 5.37511319820952e-05 | 2.68755659910476e-05 |
327 | 0.999995574298987 | 8.85140202668668e-06 | 4.42570101334334e-06 |
328 | 0.999999496700454 | 1.00659909127470e-06 | 5.03299545637349e-07 |
329 | 0.999999244596677 | 1.51080664602860e-06 | 7.55403323014302e-07 |
330 | 0.999998871623835 | 2.256752330542e-06 | 1.128376165271e-06 |
331 | 0.999998322638209 | 3.35472358239776e-06 | 1.67736179119888e-06 |
332 | 0.999997518738606 | 4.96252278797306e-06 | 2.48126139398653e-06 |
333 | 0.999996347701593 | 7.30459681444465e-06 | 3.65229840722232e-06 |
334 | 0.999994687326406 | 1.06253471887427e-05 | 5.31267359437133e-06 |
335 | 0.999992278296541 | 1.54434069175113e-05 | 7.72170345875564e-06 |
336 | 0.999988804608708 | 2.23907825847774e-05 | 1.11953912923887e-05 |
337 | 0.999984008732284 | 3.19825354329119e-05 | 1.59912677164560e-05 |
338 | 0.99997705283128 | 4.58943374403861e-05 | 2.29471687201930e-05 |
339 | 0.999967280260434 | 6.54394791314261e-05 | 3.27197395657130e-05 |
340 | 0.999954528315493 | 9.09433690136497e-05 | 4.54716845068249e-05 |
341 | 0.999937110377952 | 0.000125779244095675 | 6.28896220478374e-05 |
342 | 0.999911620705137 | 0.000176758589726132 | 8.8379294863066e-05 |
343 | 0.999876484514992 | 0.000247030970015228 | 0.000123515485007614 |
344 | 0.999828341177307 | 0.000343317645386803 | 0.000171658822693402 |
345 | 0.99976277567916 | 0.000474448641681633 | 0.000237224320840816 |
346 | 0.999674031837602 | 0.000651936324796149 | 0.000325968162398075 |
347 | 0.999557968488495 | 0.000884063023010941 | 0.000442031511505470 |
348 | 0.999399538413773 | 0.00120092317245469 | 0.000600461586227344 |
349 | 0.999189104543395 | 0.00162179091320996 | 0.00081089545660498 |
350 | 0.998911403404827 | 0.00217719319034576 | 0.00108859659517288 |
351 | 0.99857568553886 | 0.00284862892228004 | 0.00142431446114002 |
352 | 0.998134223080117 | 0.00373155383976553 | 0.00186577691988277 |
353 | 0.997574363841638 | 0.00485127231672453 | 0.00242563615836227 |
354 | 0.99682200474031 | 0.00635599051937835 | 0.00317799525968917 |
355 | 0.9958581344385 | 0.00828373112300124 | 0.00414186556150062 |
356 | 0.994635619423806 | 0.0107287611523886 | 0.0053643805761943 |
357 | 0.993664909663161 | 0.0126701806736771 | 0.00633509033683856 |
358 | 0.99187530465696 | 0.0162493906860788 | 0.00812469534303939 |
359 | 0.98964686572232 | 0.0207062685553603 | 0.0103531342776802 |
360 | 0.98689233304159 | 0.0262153339168223 | 0.0131076669584112 |
361 | 0.983585385410003 | 0.0328292291799931 | 0.0164146145899965 |
362 | 0.979486350947405 | 0.0410272981051897 | 0.0205136490525949 |
363 | 0.97453259511367 | 0.0509348097726582 | 0.0254674048863291 |
364 | 0.990566075646245 | 0.0188678487075096 | 0.0094339243537548 |
365 | 0.98803323982473 | 0.0239335203505410 | 0.0119667601752705 |
366 | 0.984718653152757 | 0.0305626936944863 | 0.0152813468472432 |
367 | 0.980625944728861 | 0.0387481105422777 | 0.0193740552711389 |
368 | 0.975614686416243 | 0.0487706271675139 | 0.0243853135837570 |
369 | 0.96953078443029 | 0.0609384311394199 | 0.0304692155697099 |
370 | 0.962208261476676 | 0.0755834770466483 | 0.0377917385233242 |
371 | 0.953472015687566 | 0.0930559686248685 | 0.0465279843124343 |
372 | 0.946474636803625 | 0.107050726392750 | 0.0535253631963748 |
373 | 0.93506463857691 | 0.129870722846179 | 0.0649353614230894 |
374 | 0.921498453811484 | 0.157003092377033 | 0.0785015461885163 |
375 | 0.905957572150488 | 0.188084855699025 | 0.0940424278495123 |
376 | 0.888191400942564 | 0.223617198114873 | 0.111808599057436 |
377 | 0.871890264356997 | 0.256219471286005 | 0.128109735643003 |
378 | 0.850973073897433 | 0.298053852205133 | 0.149026926102567 |
379 | 0.826538383080707 | 0.346923233838587 | 0.173461616919293 |
380 | 0.799624126846296 | 0.400751746307408 | 0.200375873153704 |
381 | 0.770278925179162 | 0.459442149641675 | 0.229721074820838 |
382 | 0.756042595343907 | 0.487914809312186 | 0.243957404656093 |
383 | 0.767549273179143 | 0.464901453641714 | 0.232450726820857 |
384 | 0.735312384477091 | 0.529375231045817 | 0.264687615522909 |
385 | 0.70619074998406 | 0.587618500031881 | 0.293809250015941 |
386 | 0.67764186989402 | 0.644716260211959 | 0.322358130105979 |
387 | 0.642407453126706 | 0.715185093746588 | 0.357592546873294 |
388 | 0.605423973949222 | 0.789152052101557 | 0.394576026050779 |
389 | 0.56686329925239 | 0.86627340149522 | 0.43313670074761 |
390 | 0.532653268371474 | 0.934693463257052 | 0.467346731628526 |
391 | 0.496001566825041 | 0.992003133650082 | 0.503998433174959 |
392 | 0.458512008900249 | 0.917024017800498 | 0.541487991099751 |
393 | 0.420127544597869 | 0.840255089195738 | 0.579872455402131 |
394 | 0.38476715570277 | 0.76953431140554 | 0.61523284429723 |
395 | 0.555193648248767 | 0.889612703502467 | 0.444806351751233 |
396 | 0.517705296448749 | 0.964589407102501 | 0.482294703551251 |
397 | 0.486235101718101 | 0.972470203436203 | 0.513764898281899 |
398 | 0.52682412375374 | 0.94635175249252 | 0.47317587624626 |
399 | 0.484690645060874 | 0.969381290121747 | 0.515309354939126 |
400 | 0.472339727645047 | 0.944679455290094 | 0.527660272354953 |
401 | 0.427290625914739 | 0.854581251829478 | 0.572709374085261 |
402 | 0.388587282301524 | 0.777174564603047 | 0.611412717698476 |
403 | 0.353591398752720 | 0.707182797505439 | 0.646408601247281 |
404 | 0.483435247496171 | 0.966870494992341 | 0.516564752503829 |
405 | 0.437061661764073 | 0.874123323528146 | 0.562938338235927 |
406 | 0.388518645843315 | 0.77703729168663 | 0.611481354156685 |
407 | 0.344861711525597 | 0.689723423051195 | 0.655138288474403 |
408 | 0.313274015370462 | 0.626548030740924 | 0.686725984629538 |
409 | 0.282651402505338 | 0.565302805010676 | 0.717348597494662 |
410 | 0.243818821188836 | 0.487637642377672 | 0.756181178811164 |
411 | 0.209492780228160 | 0.418985560456320 | 0.79050721977184 |
412 | 0.27569326367672 | 0.55138652735344 | 0.72430673632328 |
413 | 0.364951484536237 | 0.729902969072474 | 0.635048515463763 |
414 | 0.574388667918049 | 0.851222664163902 | 0.425611332081951 |
415 | 0.489517800592716 | 0.979035601185432 | 0.510482199407284 |
416 | 0.404536699913602 | 0.809073399827204 | 0.595463300086398 |
417 | 0.484693946415235 | 0.96938789283047 | 0.515306053584765 |
418 | 0.726431518984884 | 0.547136962030232 | 0.273568481015116 |
419 | 0.641881332381258 | 0.716237335237484 | 0.358118667618742 |
420 | 0.530856968045297 | 0.938286063909407 | 0.469143031954703 |
421 | 0.404292530154516 | 0.808585060309031 | 0.595707469845484 |
422 | 0.330964389744145 | 0.66192877948829 | 0.669035610255855 |
423 | 0.886884664101075 | 0.226230671797851 | 0.113115335898925 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 57 | 0.137019230769231 | NOK |
5% type I error level | 138 | 0.331730769230769 | NOK |
10% type I error level | 177 | 0.425480769230769 | NOK |