| Multiple Linear Regression - Estimated Regression Equation |
| Group[t] = + 0.313646727285059 + 1.11202781485527e-06Costs[t] -2.50004628949094e-05Trades[t] + 1.93349244293284e-07Dividends[t] + 1.51386858038574e-07`Wealth `[t] -0.000520076474390447t + 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) | 0.313646727285059 | 0.081499 | 3.8485 | 0.000137 | 6.9e-05 |
| Costs | 1.11202781485527e-06 | 3e-06 | 0.3317 | 0.740243 | 0.370121 |
| Trades | -2.50004628949094e-05 | 0.000309 | -0.081 | 0.935451 | 0.467726 |
| Dividends | 1.93349244293284e-07 | 1e-06 | 0.2482 | 0.804097 | 0.402048 |
| `Wealth ` | 1.51386858038574e-07 | 0 | 2.1589 | 0.031416 | 0.015708 |
| t | -0.000520076474390447 | 0.000195 | -2.6639 | 0.008017 | 0.004009 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.262035028549278 |
| R-squared | 0.0686623561868209 |
| Adjusted R-squared | 0.0577054427301953 |
| F-TEST (value) | 6.26657830771683 |
| F-TEST (DF numerator) | 5 |
| F-TEST (DF denominator) | 425 |
| p-value | 1.26549942522924e-05 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.435603435204097 |
| Sum Squared Residuals | 80.6438999236841 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1 | 1.45922702872759 | -0.459227028727592 |
| 2 | 1 | 1.00842221690554 | -0.00842221690553681 |
| 3 | 1 | 1.04955342862169 | -0.0495534286216868 |
| 4 | 0 | 0.202494450749997 | -0.202494450749997 |
| 5 | 1 | 0.613758077100173 | 0.386241922899827 |
| 6 | 1 | 0.653883433516237 | 0.346116566483763 |
| 7 | 0 | 0.575504074221118 | -0.575504074221118 |
| 8 | 1 | 0.775219777174629 | 0.224780222825371 |
| 9 | 1 | 0.489449664779465 | 0.510550335220535 |
| 10 | 1 | 0.551604687784465 | 0.448395312215535 |
| 11 | 0 | 0.565945185214445 | -0.565945185214445 |
| 12 | 0 | 0.477138435728766 | -0.477138435728766 |
| 13 | 1 | 0.541247055912027 | 0.458752944087973 |
| 14 | 0 | 0.268205933232613 | -0.268205933232613 |
| 15 | 1 | 0.479787761510698 | 0.520212238489302 |
| 16 | 0 | 0.513550934214959 | -0.513550934214959 |
| 17 | 0 | 0.485328045285782 | -0.485328045285782 |
| 18 | 1 | 0.45423539321843 | 0.54576460678157 |
| 19 | 1 | 0.496659100288040 | 0.503340899711960 |
| 20 | 0 | 0.406248421378777 | -0.406248421378777 |
| 21 | 1 | 0.462820239737433 | 0.537179760262567 |
| 22 | 1 | 0.448148800045727 | 0.551851199954273 |
| 23 | 0 | 0.452293485862956 | -0.452293485862956 |
| 24 | 0 | 0.374329235309653 | -0.374329235309653 |
| 25 | 0 | 0.4000096119841 | -0.4000096119841 |
| 26 | 0 | 0.410374294096021 | -0.410374294096021 |
| 27 | 1 | 0.425586811214565 | 0.574413188785435 |
| 28 | 0 | 0.308829634523604 | -0.308829634523604 |
| 29 | 0 | 0.431969844978924 | -0.431969844978924 |
| 30 | 0 | 0.385442082786015 | -0.385442082786015 |
| 31 | 1 | 0.421695367500941 | 0.578304632499059 |
| 32 | 1 | 0.420645806642934 | 0.579354193357066 |
| 33 | 1 | 0.423741891831293 | 0.576258108168707 |
| 34 | 1 | 0.410008927167144 | 0.589991072832856 |
| 35 | 0 | 0.480089531628675 | -0.480089531628675 |
| 36 | 0 | 0.388686744794963 | -0.388686744794963 |
| 37 | 0 | 0.41943405970776 | -0.41943405970776 |
| 38 | 1 | 0.425125882368043 | 0.574874117631957 |
| 39 | 1 | 0.437125296360102 | 0.562874703639898 |
| 40 | 0 | 0.34338479596061 | -0.34338479596061 |
| 41 | 0 | 0.35809033697646 | -0.35809033697646 |
| 42 | 0 | 0.380752127874281 | -0.380752127874281 |
| 43 | 0 | 0.384755695250311 | -0.384755695250311 |
| 44 | 0 | 0.381134488862953 | -0.381134488862953 |
| 45 | 0 | 0.364712075705733 | -0.364712075705733 |
| 46 | 1 | 0.363772187120438 | 0.636227812879562 |
| 47 | 1 | 0.427070852470511 | 0.572929147529489 |
| 48 | 1 | 0.38830100591957 | 0.61169899408043 |
| 49 | 0 | 0.386102764155497 | -0.386102764155497 |
| 50 | 0 | 0.336213336181271 | -0.336213336181271 |
| 51 | 1 | 0.394207512125478 | 0.605792487874522 |
| 52 | 1 | 0.391023984143295 | 0.608976015856705 |
| 53 | 1 | 0.406702170585901 | 0.593297829414099 |
| 54 | 1 | 0.393376966390057 | 0.606623033609943 |
| 55 | 1 | 0.3664046099676 | 0.6335953900324 |
| 56 | 0 | 0.360686367875028 | -0.360686367875028 |
| 57 | 0 | 0.374836961781222 | -0.374836961781222 |
| 58 | 0 | 0.373779950551825 | -0.373779950551825 |
| 59 | 0 | 0.356628092028412 | -0.356628092028412 |
| 60 | 1 | 0.36870575759381 | 0.63129424240619 |
| 61 | 1 | 0.379874430177238 | 0.620125569822762 |
| 62 | 0 | 0.3290794907804 | -0.3290794907804 |
| 63 | 1 | 0.364785253173018 | 0.635214746826982 |
| 64 | 1 | 0.353417780531022 | 0.646582219468978 |
| 65 | 0 | 0.346981209393706 | -0.346981209393706 |
| 66 | 0 | 0.342590567805319 | -0.342590567805319 |
| 67 | 0 | 0.32921187218587 | -0.32921187218587 |
| 68 | 1 | 0.360459437390313 | 0.639540562609687 |
| 69 | 0 | 0.370515010790445 | -0.370515010790445 |
| 70 | 1 | 0.362942089311842 | 0.637057910688158 |
| 71 | 1 | 0.321395495911234 | 0.678604504088766 |
| 72 | 0 | 0.345519632097207 | -0.345519632097207 |
| 73 | 0 | 0.346537275231477 | -0.346537275231477 |
| 74 | 0 | 0.340521983906118 | -0.340521983906118 |
| 75 | 0 | 0.357417171195569 | -0.357417171195569 |
| 76 | 1 | 0.333077022446789 | 0.666922977553211 |
| 77 | 0 | 0.351788694735948 | -0.351788694735948 |
| 78 | 0 | 0.327976021335395 | -0.327976021335395 |
| 79 | 0 | 0.339857050871519 | -0.339857050871519 |
| 80 | 1 | 0.35493648432192 | 0.64506351567808 |
| 81 | 0 | 0.336547183589334 | -0.336547183589334 |
| 82 | 1 | 0.357096615284742 | 0.642903384715258 |
| 83 | 0 | 0.360261748342112 | -0.360261748342112 |
| 84 | 0 | 0.323110906532448 | -0.323110906532448 |
| 85 | 0 | 0.352593012581194 | -0.352593012581194 |
| 86 | 1 | 0.339954356327644 | 0.660045643672356 |
| 87 | 0 | 0.357139235668203 | -0.357139235668203 |
| 88 | 0 | 0.347027609761090 | -0.347027609761090 |
| 89 | 0 | 0.343045084608983 | -0.343045084608983 |
| 90 | 0 | 0.348876264782787 | -0.348876264782787 |
| 91 | 0 | 0.345147747561891 | -0.345147747561891 |
| 92 | 1 | 0.34057736861036 | 0.65942263138964 |
| 93 | 0 | 0.342455214877345 | -0.342455214877345 |
| 94 | 1 | 0.350612515992699 | 0.649387484007301 |
| 95 | 0 | 0.326765624269226 | -0.326765624269226 |
| 96 | 1 | 0.33470882033292 | 0.66529117966708 |
| 97 | 0 | 0.355911579882981 | -0.355911579882981 |
| 98 | 1 | 0.328110365528691 | 0.671889634471309 |
| 99 | 0 | 0.355662345188499 | -0.355662345188499 |
| 100 | 1 | 0.326883374182451 | 0.673116625817549 |
| 101 | 1 | 0.324457729752174 | 0.675542270247826 |
| 102 | 0 | 0.322037992694488 | -0.322037992694488 |
| 103 | 0 | 0.339821390308003 | -0.339821390308003 |
| 104 | 0 | 0.343389322837339 | -0.343389322837339 |
| 105 | 0 | 0.330263028660123 | -0.330263028660123 |
| 106 | 0 | 0.313708406754727 | -0.313708406754727 |
| 107 | 1 | 0.294878644164979 | 0.70512135583502 |
| 108 | 1 | 0.355885479108291 | 0.644114520891709 |
| 109 | 0 | 0.330377929094218 | -0.330377929094218 |
| 110 | 1 | 0.311835977537863 | 0.688164022462137 |
| 111 | 0 | 0.333074059938399 | -0.333074059938399 |
| 112 | 1 | 0.286904820924480 | 0.71309517907552 |
| 113 | 0 | 0.304452126745165 | -0.304452126745165 |
| 114 | 1 | 0.311658805768612 | 0.688341194231388 |
| 115 | 1 | 0.319747576358334 | 0.680252423641666 |
| 116 | 0 | 0.318597565959009 | -0.318597565959009 |
| 117 | 0 | 0.324088923497949 | -0.324088923497949 |
| 118 | 0 | 0.340503201846915 | -0.340503201846915 |
| 119 | 1 | 0.300823407318907 | 0.699176592681093 |
| 120 | 0 | 0.313514683513335 | -0.313514683513335 |
| 121 | 0 | 0.344869677034468 | -0.344869677034468 |
| 122 | 0 | 0.316984721658514 | -0.316984721658514 |
| 123 | 0 | 0.323110571547649 | -0.323110571547649 |
| 124 | 1 | 0.344581089113206 | 0.655418910886794 |
| 125 | 1 | 0.305098728006711 | 0.694901271993289 |
| 126 | 1 | 0.299029965502590 | 0.70097003449741 |
| 127 | 0 | 0.308622686653997 | -0.308622686653997 |
| 128 | 0 | 0.308009010881694 | -0.308009010881694 |
| 129 | 0 | 0.306281345417523 | -0.306281345417523 |
| 130 | 0 | 0.307062457230825 | -0.307062457230825 |
| 131 | 0 | 0.306368688654458 | -0.306368688654458 |
| 132 | 0 | 0.312988599055996 | -0.312988599055996 |
| 133 | 0 | 0.305502227807654 | -0.305502227807654 |
| 134 | 0 | 0.304728384937169 | -0.304728384937169 |
| 135 | 0 | 0.304462074858873 | -0.304462074858873 |
| 136 | 0 | 0.304928182273161 | -0.304928182273161 |
| 137 | 0 | 0.303279202524912 | -0.303279202524912 |
| 138 | 0 | 0.302901845435702 | -0.302901845435702 |
| 139 | 0 | 0.302381768961311 | -0.302381768961311 |
| 140 | 0 | 0.301861692486921 | -0.301861692486921 |
| 141 | 0 | 0.300590874462116 | -0.300590874462116 |
| 142 | 0 | 0.30082153953814 | -0.30082153953814 |
| 143 | 0 | 0.300325491343848 | -0.300325491343848 |
| 144 | 0 | 0.299844400385183 | -0.299844400385183 |
| 145 | 0 | 0.303021869554617 | -0.303021869554617 |
| 146 | 0 | 0.298051847314174 | -0.298051847314174 |
| 147 | 0 | 0.298221157166188 | -0.298221157166188 |
| 148 | 0 | 0.297552438408815 | -0.297552438408815 |
| 149 | 0 | 0.297181004217407 | -0.297181004217407 |
| 150 | 0 | 0.296764740183315 | -0.296764740183315 |
| 151 | 0 | 0.294927411258104 | -0.294927411258104 |
| 152 | 0 | 0.295830557342365 | -0.295830557342365 |
| 153 | 0 | 0.295100698319845 | -0.295100698319845 |
| 154 | 0 | 0.290983217294317 | -0.290983217294317 |
| 155 | 0 | 0.294046906936772 | -0.294046906936772 |
| 156 | 0 | 0.293540468896674 | -0.293540468896674 |
| 157 | 0 | 0.293020392422283 | -0.293020392422283 |
| 158 | 0 | 0.292886203611118 | -0.292886203611118 |
| 159 | 0 | 0.294553606761531 | -0.294553606761531 |
| 160 | 0 | 0.291460162999112 | -0.291460162999112 |
| 161 | 0 | 0.290940086524722 | -0.290940086524722 |
| 162 | 0 | 0.290420010050331 | -0.290420010050331 |
| 163 | 0 | 0.289899933575941 | -0.289899933575941 |
| 164 | 0 | 0.290212115281021 | -0.290212115281021 |
| 165 | 0 | 0.288238632391188 | -0.288238632391188 |
| 166 | 0 | 0.288339704152769 | -0.288339704152769 |
| 167 | 0 | 0.287819627678379 | -0.287819627678379 |
| 168 | 0 | 0.294170624843252 | -0.294170624843252 |
| 169 | 0 | 0.286779474729598 | -0.286779474729598 |
| 170 | 0 | 0.286259398255207 | -0.286259398255207 |
| 171 | 0 | 0.285739321780817 | -0.285739321780817 |
| 172 | 0 | 0.285176829060932 | -0.285176829060932 |
| 173 | 0 | 0.284699168832036 | -0.284699168832036 |
| 174 | 0 | 0.284894620010107 | -0.284894620010107 |
| 175 | 0 | 0.283659015883255 | -0.283659015883255 |
| 176 | 0 | 0.283005414878868 | -0.283005414878868 |
| 177 | 0 | 0.282618862934474 | -0.282618862934474 |
| 178 | 1 | 0.282194814870228 | 0.717805185129772 |
| 179 | 0 | 0.281578709985694 | -0.281578709985694 |
| 180 | 0 | 0.281058633511303 | -0.281058633511303 |
| 181 | 0 | 0.292293216518670 | -0.292293216518670 |
| 182 | 1 | 0.286129398772122 | 0.713870601227878 |
| 183 | 0 | 0.279272737733513 | -0.279272737733513 |
| 184 | 1 | 0.278153850167979 | 0.72184614983202 |
| 185 | 1 | 0.279315686862315 | 0.720684313137685 |
| 186 | 1 | 0.278456293047574 | 0.721543706952426 |
| 187 | 1 | 0.283243683377299 | 0.716756316622701 |
| 188 | 0 | 0.277631785304419 | -0.277631785304419 |
| 189 | 0 | 0.274675487066048 | -0.274675487066048 |
| 190 | 0 | 0.275857868767399 | -0.275857868767399 |
| 191 | 0 | 0.276183484986229 | -0.276183484986229 |
| 192 | 0 | 0.274817715818618 | -0.274817715818618 |
| 193 | 0 | 0.275428667579813 | -0.275428667579813 |
| 194 | 0 | 0.273777562869837 | -0.273777562869837 |
| 195 | 0 | 0.273290414977257 | -0.273290414977257 |
| 196 | 1 | 0.272737409921056 | 0.727262590078944 |
| 197 | 1 | 0.295227244072325 | 0.704772755927675 |
| 198 | 1 | 0.271697256972275 | 0.728302743027725 |
| 199 | 1 | 0.271177180497884 | 0.728822819502116 |
| 200 | 1 | 0.273321496866828 | 0.726678503133172 |
| 201 | 1 | 0.270137027549104 | 0.729862972450896 |
| 202 | 1 | 0.269616951074713 | 0.730383048925287 |
| 203 | 1 | 0.269096874600322 | 0.730903125399678 |
| 204 | 1 | 0.264128252709169 | 0.735871747290831 |
| 205 | 1 | 0.27518137366498 | 0.72481862633502 |
| 206 | 1 | 0.267810597375520 | 0.73218940262448 |
| 207 | 1 | 0.268249351817811 | 0.731750648182189 |
| 208 | 1 | 0.26649649222837 | 0.73350350777163 |
| 209 | 1 | 0.268818085245156 | 0.731181914754844 |
| 210 | 1 | 0.265456339279589 | 0.73454366072041 |
| 211 | 0 | 0.264936262805199 | -0.264936262805199 |
| 212 | 0 | 0.264416186330809 | -0.264416186330809 |
| 213 | 0 | 0.262370731245113 | -0.262370731245113 |
| 214 | 0 | 0.261427136743318 | -0.261427136743318 |
| 215 | 0 | 0.263450635709244 | -0.263450635709244 |
| 216 | 0 | 0.262335880433247 | -0.262335880433247 |
| 217 | 0 | 0.261744169006428 | -0.261744169006428 |
| 218 | 0 | 0.261234823323082 | -0.261234823323082 |
| 219 | 0 | 0.260775651010076 | -0.260775651010076 |
| 220 | 0 | 0.261254860158711 | -0.261254860158711 |
| 221 | 0 | 0.255706753612477 | -0.255706753612477 |
| 222 | 0 | 0.259215421586904 | -0.259215421586904 |
| 223 | 0 | 0.258640793302201 | -0.258640793302201 |
| 224 | 0 | 0.258175268638123 | -0.258175268638123 |
| 225 | 0 | 0.257674446625329 | -0.257674446625329 |
| 226 | 0 | 0.257289372568420 | -0.257289372568420 |
| 227 | 0 | 0.256615039214952 | -0.256615039214952 |
| 228 | 0 | 0.256094962740562 | -0.256094962740562 |
| 229 | 0 | 0.255503680818310 | -0.255503680818310 |
| 230 | 0 | 0.255054809791781 | -0.255054809791781 |
| 231 | 0 | 0.254404219830409 | -0.254404219830409 |
| 232 | 0 | 0.254014656843 | -0.254014656843 |
| 233 | 0 | 0.253494580368609 | -0.253494580368609 |
| 234 | 0 | 0.254139806514457 | -0.254139806514457 |
| 235 | 0 | 0.252454427419828 | -0.252454427419828 |
| 236 | 0 | 0.251904818943297 | -0.251904818943297 |
| 237 | 0 | 0.251414274471048 | -0.251414274471048 |
| 238 | 0 | 0.250773485670377 | -0.250773485670377 |
| 239 | 0 | 0.250374121522267 | -0.250374121522267 |
| 240 | 0 | 0.249854045047876 | -0.249854045047876 |
| 241 | 0 | 0.249333968573486 | -0.249333968573486 |
| 242 | 0 | 0.2499068230692 | -0.2499068230692 |
| 243 | 0 | 0.248293815624705 | -0.248293815624705 |
| 244 | 0 | 0.247269034924573 | -0.247269034924573 |
| 245 | 0 | 0.254244635946121 | -0.254244635946121 |
| 246 | 1 | 0.246733586201533 | 0.753266413798467 |
| 247 | 1 | 0.246213509727143 | 0.753786490272857 |
| 248 | 0 | 0.244869477145091 | -0.244869477145091 |
| 249 | 1 | 0.245173356778362 | 0.754826643221638 |
| 250 | 1 | 0.244653280303972 | 0.755346719696028 |
| 251 | 0 | 0.239893239339339 | -0.239893239339339 |
| 252 | 1 | 0.243613127355191 | 0.75638687264481 |
| 253 | 0 | 0.242760834273138 | -0.242760834273138 |
| 254 | 0 | 0.244712725375006 | -0.244712725375006 |
| 255 | 0 | 0.246665525567201 | -0.246665525567201 |
| 256 | 0 | 0.241532821457629 | -0.241532821457629 |
| 257 | 0 | 0.241383431154896 | -0.241383431154896 |
| 258 | 0 | 0.235636816481454 | -0.235636816481454 |
| 259 | 1 | 0.239972592034458 | 0.760027407965542 |
| 260 | 0 | 0.239452515560067 | -0.239452515560067 |
| 261 | 1 | 0.238932439085677 | 0.761067560914323 |
| 262 | 1 | 0.238412362611286 | 0.761587637388714 |
| 263 | 0 | 0.243685786347063 | -0.243685786347063 |
| 264 | 0 | 0.237457634446288 | -0.237457634446288 |
| 265 | 1 | 0.236852133188115 | 0.763147866811885 |
| 266 | 0 | 0.236332056713725 | -0.236332056713725 |
| 267 | 1 | 0.235811980239334 | 0.764188019760666 |
| 268 | 0 | 0.247949594259451 | -0.247949594259451 |
| 269 | 1 | 0.234771827290553 | 0.765228172709447 |
| 270 | 0 | 0.237701161098561 | -0.237701161098561 |
| 271 | 1 | 0.233731674341772 | 0.766268325658228 |
| 272 | 1 | 0.233211597867382 | 0.766788402132618 |
| 273 | 1 | 0.232691521392991 | 0.767308478607009 |
| 274 | 0 | 0.231498092268367 | -0.231498092268367 |
| 275 | 0 | 0.231651368444211 | -0.231651368444211 |
| 276 | 0 | 0.23234863312511 | -0.23234863312511 |
| 277 | 0 | 0.232739826901941 | -0.232739826901941 |
| 278 | 0 | 0.230091139021039 | -0.230091139021039 |
| 279 | 1 | 0.229037719336331 | 0.770962280663669 |
| 280 | 0 | 0.229463581882093 | -0.229463581882093 |
| 281 | 1 | 0.228530909597868 | 0.771469090402132 |
| 282 | 0 | 0.228010833123477 | -0.228010833123477 |
| 283 | 0 | 0.224860967795438 | -0.224860967795438 |
| 284 | 0 | 0.226970680174697 | -0.226970680174697 |
| 285 | 0 | 0.228778224614571 | -0.228778224614571 |
| 286 | 0 | 0.225930527225916 | -0.225930527225916 |
| 287 | 1 | 0.225410450751525 | 0.774589549248475 |
| 288 | 0 | 0.225473072679016 | -0.225473072679016 |
| 289 | 1 | 0.224370297802744 | 0.775629702197256 |
| 290 | 0 | 0.219225963579658 | -0.219225963579658 |
| 291 | 1 | 0.223330144853963 | 0.776669855146037 |
| 292 | 0 | 0.224378361704010 | -0.224378361704010 |
| 293 | 0 | 0.233308918603159 | -0.233308918603159 |
| 294 | 0 | 0.221769915430792 | -0.221769915430792 |
| 295 | 0 | 0.219858716686940 | -0.219858716686940 |
| 296 | 1 | 0.224948828258439 | 0.775051171741561 |
| 297 | 0 | 0.220209686007621 | -0.220209686007621 |
| 298 | 1 | 0.21968960953323 | 0.78031039046677 |
| 299 | 0 | 0.21916953305884 | -0.21916953305884 |
| 300 | 0 | 0.218649456584449 | -0.218649456584449 |
| 301 | 1 | 0.217848772017767 | 0.782151227982233 |
| 302 | 0 | 0.215374677583789 | -0.215374677583789 |
| 303 | 0 | 0.217089227161278 | -0.217089227161278 |
| 304 | 1 | 0.216569150686887 | 0.783430849313113 |
| 305 | 0 | 0.219558599541476 | -0.219558599541476 |
| 306 | 0 | 0.215313659472088 | -0.215313659472088 |
| 307 | 1 | 0.215008921263716 | 0.784991078736284 |
| 308 | 1 | 0.215490114458032 | 0.784509885541968 |
| 309 | 0 | 0.212764212386003 | -0.212764212386003 |
| 310 | 1 | 0.213448691840545 | 0.786551308159455 |
| 311 | 1 | 0.212928615366154 | 0.787071384633846 |
| 312 | 0 | 0.222490898390659 | -0.222490898390659 |
| 313 | 1 | 0.211888462417373 | 0.788111537582627 |
| 314 | 1 | 0.212854644888096 | 0.787145355111904 |
| 315 | 0 | 0.210806652332324 | -0.210806652332324 |
| 316 | 0 | 0.213658855508205 | -0.213658855508205 |
| 317 | 0 | 0.209587436893353 | -0.209587436893353 |
| 318 | 0 | 0.207734647311236 | -0.207734647311236 |
| 319 | 0 | 0.208618465311658 | -0.208618465311658 |
| 320 | 0 | 0.208247927096640 | -0.208247927096640 |
| 321 | 0 | 0.20772785062225 | -0.20772785062225 |
| 322 | 0 | 0.207207774147860 | -0.207207774147860 |
| 323 | 0 | 0.206687697673469 | -0.206687697673469 |
| 324 | 1 | 0.206167621199078 | 0.793832378800922 |
| 325 | 0 | 0.205647544724688 | -0.205647544724688 |
| 326 | 0 | 0.204661631491173 | -0.204661631491173 |
| 327 | 1 | 0.204607391775907 | 0.795392608224093 |
| 328 | 1 | 0.204087315301517 | 0.795912684698483 |
| 329 | 0 | 0.203567238827126 | -0.203567238827126 |
| 330 | 0 | 0.203047162352736 | -0.203047162352736 |
| 331 | 0 | 0.202527085878346 | -0.202527085878346 |
| 332 | 0 | 0.202007009403955 | -0.202007009403955 |
| 333 | 0 | 0.201486932929565 | -0.201486932929565 |
| 334 | 0 | 0.200737042561189 | -0.200737042561189 |
| 335 | 0 | 0.200400304235525 | -0.200400304235525 |
| 336 | 0 | 0.199926703506393 | -0.199926703506393 |
| 337 | 0 | 0.199125928075572 | -0.199125928075572 |
| 338 | 0 | 0.198886550557612 | -0.198886550557612 |
| 339 | 0 | 0.19843287653982 | -0.19843287653982 |
| 340 | 0 | 0.197140486296948 | -0.197140486296948 |
| 341 | 0 | 0.196187485101199 | -0.196187485101199 |
| 342 | 0 | 0.196806244660051 | -0.196806244660051 |
| 343 | 0 | 0.19628616818566 | -0.19628616818566 |
| 344 | 0 | 0.195766091711270 | -0.195766091711270 |
| 345 | 0 | 0.195246015236879 | -0.195246015236879 |
| 346 | 0 | 0.194725938762489 | -0.194725938762489 |
| 347 | 0 | 0.191867270922296 | -0.191867270922296 |
| 348 | 0 | 0.193685785813708 | -0.193685785813708 |
| 349 | 0 | 0.193165709339318 | -0.193165709339318 |
| 350 | 0 | 0.192645632864927 | -0.192645632864927 |
| 351 | 0 | 0.190957703391388 | -0.190957703391388 |
| 352 | 0 | 0.191452774577359 | -0.191452774577359 |
| 353 | 0 | 0.192341054450850 | -0.192341054450850 |
| 354 | 0 | 0.190539468042157 | -0.190539468042157 |
| 355 | 0 | 0.190045250492975 | -0.190045250492975 |
| 356 | 0 | 0.189525174018584 | -0.189525174018584 |
| 357 | 0 | 0.194749804517785 | -0.194749804517785 |
| 358 | 0 | 0.188485021069804 | -0.188485021069804 |
| 359 | 0 | 0.187964944595413 | -0.187964944595413 |
| 360 | 0 | 0.187444868121023 | -0.187444868121023 |
| 361 | 0 | 0.186826137134498 | -0.186826137134498 |
| 362 | 0 | 0.186404715172242 | -0.186404715172242 |
| 363 | 0 | 0.185884638697851 | -0.185884638697851 |
| 364 | 1 | 0.184627087262279 | 0.815372912737721 |
| 365 | 0 | 0.183710732847104 | -0.183710732847104 |
| 366 | 0 | 0.18432440927468 | -0.18432440927468 |
| 367 | 0 | 0.183804332800289 | -0.183804332800289 |
| 368 | 0 | 0.183284256325899 | -0.183284256325899 |
| 369 | 0 | 0.182764179851509 | -0.182764179851509 |
| 370 | 0 | 0.182244103377118 | -0.182244103377118 |
| 371 | 0 | 0.181724026902728 | -0.181724026902728 |
| 372 | 0 | 0.179454650565755 | -0.179454650565755 |
| 373 | 0 | 0.186463988154668 | -0.186463988154668 |
| 374 | 0 | 0.179864574778020 | -0.179864574778020 |
| 375 | 0 | 0.179643721005166 | -0.179643721005166 |
| 376 | 0 | 0.179123644530775 | -0.179123644530775 |
| 377 | 0 | 0.175513672637450 | -0.175513672637450 |
| 378 | 0 | 0.177624560585346 | -0.177624560585346 |
| 379 | 0 | 0.177563415107604 | -0.177563415107604 |
| 380 | 0 | 0.177043338633214 | -0.177043338633214 |
| 381 | 0 | 0.176523262158823 | -0.176523262158823 |
| 382 | 0 | 0.181154345750920 | -0.181154345750920 |
| 383 | 0 | 0.164892540233940 | -0.164892540233940 |
| 384 | 0 | 0.174963032735652 | -0.174963032735652 |
| 385 | 0 | 0.175070379100074 | -0.175070379100074 |
| 386 | 0 | 0.164239280154678 | -0.164239280154678 |
| 387 | 0 | 0.173439268812889 | -0.173439268812889 |
| 388 | 0 | 0.172896769068051 | -0.172896769068051 |
| 389 | 0 | 0.171935618426834 | -0.171935618426834 |
| 390 | 0 | 0.168756888854237 | -0.168756888854237 |
| 391 | 0 | 0.173348564764046 | -0.173348564764046 |
| 392 | 0 | 0.168215780169636 | -0.168215780169636 |
| 393 | 0 | 0.167236095412700 | -0.167236095412700 |
| 394 | 0 | 0.180359386537845 | -0.180359386537845 |
| 395 | 1 | 0.170164825789887 | 0.829835174210113 |
| 396 | 0 | 0.164522767953884 | -0.164522767953884 |
| 397 | 0 | 0.158690563177578 | -0.158690563177578 |
| 398 | 1 | 0.209379542257535 | 0.790620457742465 |
| 399 | 0 | 0.167257815766138 | -0.167257815766138 |
| 400 | 1 | 0.134552558708775 | 0.865447441291225 |
| 401 | 0 | 0.172336510384678 | -0.172336510384678 |
| 402 | 0 | 0.169701488847406 | -0.169701488847406 |
| 403 | 0 | 0.163193320131066 | -0.163193320131066 |
| 404 | 1 | 0.163767511700092 | 0.836232488299908 |
| 405 | 0 | 0.163871057349466 | -0.163871057349466 |
| 406 | 0 | 0.167635636860247 | -0.167635636860247 |
| 407 | 0 | 0.167534649692253 | -0.167534649692253 |
| 408 | 0 | 0.162062925486165 | -0.162062925486165 |
| 409 | 0 | 0.158019242502817 | -0.158019242502817 |
| 410 | 0 | 0.160152019510003 | -0.160152019510003 |
| 411 | 0 | 0.161584030373478 | -0.161584030373478 |
| 412 | 1 | 0.16137562742879 | 0.83862437257121 |
| 413 | 1 | 0.15725946361996 | 0.84274053638004 |
| 414 | 1 | 0.162319020479994 | 0.837680979520006 |
| 415 | 0 | 0.161815335170059 | -0.161815335170059 |
| 416 | 0 | 0.157875167511427 | -0.157875167511427 |
| 417 | 0 | 0.162088831744429 | -0.162088831744429 |
| 418 | 1 | 0.154466851463523 | 0.845533148536477 |
| 419 | 0 | 0.159167317166967 | -0.159167317166967 |
| 420 | 0 | 0.152707271406669 | -0.152707271406669 |
| 421 | 0 | 0.148799151466189 | -0.148799151466189 |
| 422 | 0 | 0.148322970551750 | -0.148322970551750 |
| 423 | 1 | 0.0900465931078868 | 0.909953406892113 |
| 424 | 0 | 0.101733985849943 | -0.101733985849943 |
| 425 | 0 | 0.139569509278181 | -0.139569509278181 |
| 426 | 1 | 0.143257355954760 | 0.85674264404524 |
| 427 | 0 | 0.108400137843521 | -0.108400137843521 |
| 428 | 0 | 0.191635612683102 | -0.191635612683102 |
| 429 | 0 | 0.144922791114472 | -0.144922791114472 |
| 430 | 0 | 0.183010952480545 | -0.183010952480545 |
| 431 | 0 | 0.0652979270216367 | -0.0652979270216367 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 9 | 0.323348139104763 | 0.646696278209525 | 0.676651860895237 |
| 10 | 0.370313446997753 | 0.740626893995506 | 0.629686553002247 |
| 11 | 0.648032113624294 | 0.703935772751411 | 0.351967886375706 |
| 12 | 0.784380215502819 | 0.431239568994362 | 0.215619784497181 |
| 13 | 0.746789717145276 | 0.506420565709449 | 0.253210282854724 |
| 14 | 0.684904108627653 | 0.630191782744694 | 0.315095891372347 |
| 15 | 0.709832618763648 | 0.580334762472705 | 0.290167381236352 |
| 16 | 0.727023667499562 | 0.545952665000876 | 0.272976332500438 |
| 17 | 0.659418087798787 | 0.681163824402426 | 0.340581912201213 |
| 18 | 0.661510326660427 | 0.676979346679146 | 0.338489673339573 |
| 19 | 0.64050964744891 | 0.71898070510218 | 0.35949035255109 |
| 20 | 0.656572601786696 | 0.686854796426608 | 0.343427398213304 |
| 21 | 0.636020858554842 | 0.727958282890317 | 0.363979141445158 |
| 22 | 0.599481074592241 | 0.801037850815518 | 0.400518925407759 |
| 23 | 0.615220391403167 | 0.769559217193665 | 0.384779608596833 |
| 24 | 0.610389481715736 | 0.779221036568528 | 0.389610518284264 |
| 25 | 0.592680743345262 | 0.814638513309476 | 0.407319256654738 |
| 26 | 0.600055115608245 | 0.79988976878351 | 0.399944884391755 |
| 27 | 0.631605982625107 | 0.736788034749786 | 0.368394017374893 |
| 28 | 0.628685386665955 | 0.74262922666809 | 0.371314613334045 |
| 29 | 0.643045258786844 | 0.713909482426311 | 0.356954741213156 |
| 30 | 0.629747850376006 | 0.740504299247988 | 0.370252149623994 |
| 31 | 0.697190255761832 | 0.605619488476336 | 0.302809744238168 |
| 32 | 0.745531887946796 | 0.508936224106408 | 0.254468112053204 |
| 33 | 0.75337834858268 | 0.493243302834639 | 0.246621651417320 |
| 34 | 0.760130196497517 | 0.479739607004966 | 0.239869803502483 |
| 35 | 0.73548242134743 | 0.529035157305141 | 0.264517578652571 |
| 36 | 0.732994327308391 | 0.534011345383217 | 0.267005672691609 |
| 37 | 0.738876929324413 | 0.522246141351174 | 0.261123070675587 |
| 38 | 0.758938316068147 | 0.482123367863705 | 0.241061683931853 |
| 39 | 0.791254935646464 | 0.417490128707072 | 0.208745064353536 |
| 40 | 0.793648480888268 | 0.412703038223463 | 0.206351519111732 |
| 41 | 0.76670591463658 | 0.466588170726840 | 0.233294085363420 |
| 42 | 0.762953588723474 | 0.474092822553052 | 0.237046411276526 |
| 43 | 0.750922287391476 | 0.498155425217049 | 0.249077712608524 |
| 44 | 0.732777709311049 | 0.534444581377901 | 0.267222290688951 |
| 45 | 0.717880429424485 | 0.56423914115103 | 0.282119570575515 |
| 46 | 0.76712092283651 | 0.465758154326979 | 0.232879077163489 |
| 47 | 0.81170211996714 | 0.376595760065719 | 0.188297880032860 |
| 48 | 0.84314988056342 | 0.31370023887316 | 0.15685011943658 |
| 49 | 0.840749830693211 | 0.318500338613578 | 0.159250169306789 |
| 50 | 0.8345857089439 | 0.330828582112202 | 0.165414291056101 |
| 51 | 0.850408183094936 | 0.299183633810128 | 0.149591816905064 |
| 52 | 0.864448262601505 | 0.271103474796991 | 0.135551737398495 |
| 53 | 0.87576992655384 | 0.248460146892319 | 0.124230073446160 |
| 54 | 0.880502367547993 | 0.238995264904013 | 0.119497632452007 |
| 55 | 0.885269674300705 | 0.229460651398589 | 0.114730325699295 |
| 56 | 0.898517355900833 | 0.202965288198334 | 0.101482644099167 |
| 57 | 0.908378326228183 | 0.183243347543633 | 0.0916216737718165 |
| 58 | 0.910892867626579 | 0.178214264746842 | 0.0891071323734209 |
| 59 | 0.908928561266543 | 0.182142877466915 | 0.0910714387334574 |
| 60 | 0.91564307208475 | 0.168713855830502 | 0.0843569279152508 |
| 61 | 0.918843822492131 | 0.162312355015738 | 0.081156177507869 |
| 62 | 0.919731880396687 | 0.160536239206626 | 0.0802681196033132 |
| 63 | 0.923889969735212 | 0.152220060529576 | 0.076110030264788 |
| 64 | 0.926322788934833 | 0.147354422130334 | 0.073677211065167 |
| 65 | 0.93015071616679 | 0.139698567666420 | 0.0698492838332102 |
| 66 | 0.926058350958091 | 0.147883298083817 | 0.0739416490419087 |
| 67 | 0.92618915611385 | 0.147621687772301 | 0.0738108438861505 |
| 68 | 0.930841044602563 | 0.138317910794874 | 0.0691589553974372 |
| 69 | 0.931868026334495 | 0.136263947331010 | 0.0681319736655051 |
| 70 | 0.936043578651468 | 0.127912842697063 | 0.0639564213485315 |
| 71 | 0.938173008427423 | 0.123653983145154 | 0.0618269915725768 |
| 72 | 0.941970834629325 | 0.116058330741351 | 0.0580291653706755 |
| 73 | 0.942695438279246 | 0.114609123441507 | 0.0573045617207537 |
| 74 | 0.942669184648062 | 0.114661630703877 | 0.0573308153519384 |
| 75 | 0.941353757620872 | 0.117292484758256 | 0.0586462423791282 |
| 76 | 0.947560482288585 | 0.104879035422829 | 0.0524395177114147 |
| 77 | 0.946457121742658 | 0.107085756514684 | 0.0535428782573421 |
| 78 | 0.944578825509591 | 0.110842348980818 | 0.055421174490409 |
| 79 | 0.942344668568403 | 0.115310662863194 | 0.0576553314315972 |
| 80 | 0.949543514481636 | 0.100912971036728 | 0.0504564855183642 |
| 81 | 0.94750698000881 | 0.104986039982382 | 0.0524930199911909 |
| 82 | 0.954181619533973 | 0.0916367609320545 | 0.0458183804660273 |
| 83 | 0.952290430415692 | 0.0954191391686152 | 0.0477095695843076 |
| 84 | 0.949873324985986 | 0.100253350028028 | 0.0501266750140138 |
| 85 | 0.94683958794753 | 0.106320824104939 | 0.0531604120524694 |
| 86 | 0.955192343238031 | 0.0896153135239374 | 0.0448076567619687 |
| 87 | 0.952605893738183 | 0.0947882125236334 | 0.0473941062618167 |
| 88 | 0.949470722771655 | 0.101058554456691 | 0.0505292772283454 |
| 89 | 0.945804857120839 | 0.108390285758323 | 0.0541951428791613 |
| 90 | 0.941526091696027 | 0.116947816607946 | 0.0584739083039731 |
| 91 | 0.936573962995636 | 0.126852074008728 | 0.0634260370043638 |
| 92 | 0.948680091154329 | 0.102639817691342 | 0.0513199088456711 |
| 93 | 0.944381377286536 | 0.111237245426927 | 0.0556186227134635 |
| 94 | 0.954620362697977 | 0.0907592746040453 | 0.0453796373020227 |
| 95 | 0.950823422528957 | 0.0983531549420861 | 0.0491765774710431 |
| 96 | 0.96001328235581 | 0.0799734352883797 | 0.0399867176441899 |
| 97 | 0.957043503079924 | 0.0859129938401529 | 0.0429564969200764 |
| 98 | 0.96462666309214 | 0.0707466738157192 | 0.0353733369078596 |
| 99 | 0.962191382647874 | 0.0756172347042516 | 0.0378086173521258 |
| 100 | 0.968806473131757 | 0.062387053736486 | 0.031193526868243 |
| 101 | 0.973910241706434 | 0.0521795165871321 | 0.0260897582935661 |
| 102 | 0.97239079503308 | 0.0552184099338407 | 0.0276092049669204 |
| 103 | 0.97051616575741 | 0.0589676684851801 | 0.0294838342425900 |
| 104 | 0.968662779650297 | 0.062674440699406 | 0.031337220349703 |
| 105 | 0.966022826064865 | 0.0679543478702697 | 0.0339771739351349 |
| 106 | 0.963243827734813 | 0.0735123445303746 | 0.0367561722651873 |
| 107 | 0.970333344349197 | 0.0593333113016057 | 0.0296666556508028 |
| 108 | 0.97592234851314 | 0.0481553029737195 | 0.0240776514868598 |
| 109 | 0.974175960860153 | 0.0516480782796942 | 0.0258240391398471 |
| 110 | 0.978695206073775 | 0.0426095878524507 | 0.0213047939262254 |
| 111 | 0.977079801622265 | 0.0458403967554692 | 0.0229201983777346 |
| 112 | 0.981339214359392 | 0.0373215712812163 | 0.0186607856406081 |
| 113 | 0.980079555306175 | 0.0398408893876505 | 0.0199204446938252 |
| 114 | 0.983534797422117 | 0.0329304051557657 | 0.0164652025778829 |
| 115 | 0.98667140118781 | 0.0266571976243798 | 0.0133285988121899 |
| 116 | 0.985821006645277 | 0.0283579867094457 | 0.0141789933547229 |
| 117 | 0.984936666658904 | 0.0301266666821926 | 0.0150633333410963 |
| 118 | 0.983836402009048 | 0.0323271959819045 | 0.0161635979909522 |
| 119 | 0.986748179805106 | 0.0265036403897878 | 0.0132518201948939 |
| 120 | 0.985730689631513 | 0.0285386207369749 | 0.0142693103684875 |
| 121 | 0.984551372399625 | 0.0308972552007494 | 0.0154486276003747 |
| 122 | 0.983235882625341 | 0.033528234749318 | 0.016764117374659 |
| 123 | 0.981963062937324 | 0.0360738741253515 | 0.0180369370626757 |
| 124 | 0.985384012262456 | 0.029231975475087 | 0.0146159877375435 |
| 125 | 0.988462680263774 | 0.0230746394724522 | 0.0115373197362261 |
| 126 | 0.99085891184186 | 0.0182821763162784 | 0.00914108815813919 |
| 127 | 0.99015569509214 | 0.0196886098157183 | 0.00984430490785917 |
| 128 | 0.98932908820701 | 0.0213418235859813 | 0.0106709117929906 |
| 129 | 0.9883678980587 | 0.0232642038826015 | 0.0116321019413007 |
| 130 | 0.98726017562712 | 0.0254796487457618 | 0.0127398243728809 |
| 131 | 0.9859917367562 | 0.0280165264875986 | 0.0140082632437993 |
| 132 | 0.984584623006489 | 0.0308307539870228 | 0.0154153769935114 |
| 133 | 0.982934571399784 | 0.0341308572004313 | 0.0170654286002156 |
| 134 | 0.981064986271046 | 0.0378700274579076 | 0.0189350137289538 |
| 135 | 0.978950340395578 | 0.0420993192088431 | 0.0210496596044215 |
| 136 | 0.97657604368683 | 0.0468479126263393 | 0.0234239563131697 |
| 137 | 0.973921072325366 | 0.0521578553492685 | 0.0260789276746343 |
| 138 | 0.970925082813158 | 0.0581498343736842 | 0.0290749171868421 |
| 139 | 0.967578462565433 | 0.0648430748691341 | 0.0324215374345670 |
| 140 | 0.963851351045722 | 0.072297297908557 | 0.0361486489542785 |
| 141 | 0.959731748633801 | 0.0805365027323978 | 0.0402682513661989 |
| 142 | 0.955153454339416 | 0.0896930913211677 | 0.0448465456605838 |
| 143 | 0.950090321394897 | 0.0998193572102064 | 0.0499096786051032 |
| 144 | 0.944546058361528 | 0.110907883276945 | 0.0554539416384723 |
| 145 | 0.938527361504784 | 0.122945276990433 | 0.0614726384952165 |
| 146 | 0.9318923440375 | 0.136215311924998 | 0.0681076559624991 |
| 147 | 0.924653367330215 | 0.150693265339571 | 0.0753466326697854 |
| 148 | 0.916844211130137 | 0.166311577739726 | 0.0831557888698631 |
| 149 | 0.908357353151992 | 0.183285293696016 | 0.0916426468480082 |
| 150 | 0.89922650606458 | 0.20154698787084 | 0.10077349393542 |
| 151 | 0.88945593948989 | 0.221088121020218 | 0.110544060510109 |
| 152 | 0.879799054115826 | 0.240401891768347 | 0.120200945884174 |
| 153 | 0.868681605079056 | 0.262636789841887 | 0.131318394920944 |
| 154 | 0.857037909962605 | 0.285924180074790 | 0.142962090037395 |
| 155 | 0.844624938992777 | 0.310750122014445 | 0.155375061007223 |
| 156 | 0.831491170587966 | 0.337017658824067 | 0.168508829412034 |
| 157 | 0.817704068456063 | 0.364591863087874 | 0.182295931543937 |
| 158 | 0.803328446740031 | 0.393343106519938 | 0.196671553259969 |
| 159 | 0.788353046630575 | 0.423293906738851 | 0.211646953369425 |
| 160 | 0.772760737715185 | 0.454478524569631 | 0.227239262284815 |
| 161 | 0.756636481038112 | 0.486727037923776 | 0.243363518961888 |
| 162 | 0.740024061459013 | 0.519951877081974 | 0.259975938540987 |
| 163 | 0.722971850116598 | 0.554056299766805 | 0.277028149883402 |
| 164 | 0.706197080041793 | 0.587605839916414 | 0.293802919958207 |
| 165 | 0.690306830084938 | 0.619386339830124 | 0.309693169915062 |
| 166 | 0.672306882652792 | 0.655386234694416 | 0.327693117347208 |
| 167 | 0.654084739351194 | 0.691830521297612 | 0.345915260648806 |
| 168 | 0.635588356330792 | 0.728823287338415 | 0.364411643669208 |
| 169 | 0.617074274840378 | 0.765851450319243 | 0.382925725159622 |
| 170 | 0.598523656552766 | 0.802952686894468 | 0.401476343447234 |
| 171 | 0.579999155371260 | 0.840001689257479 | 0.420000844628739 |
| 172 | 0.561754948634739 | 0.876490102730523 | 0.438245051365261 |
| 173 | 0.543466429305405 | 0.91306714138919 | 0.456533570694595 |
| 174 | 0.525776964241224 | 0.948446071517552 | 0.474223035758776 |
| 175 | 0.507950777644251 | 0.984098444711497 | 0.492049222355749 |
| 176 | 0.490815622354159 | 0.981631244708318 | 0.509184377645841 |
| 177 | 0.473655349752219 | 0.947310699504439 | 0.526344650247781 |
| 178 | 0.55249864442408 | 0.89500271115184 | 0.44750135557592 |
| 179 | 0.535432703510918 | 0.929134592978164 | 0.464567296489082 |
| 180 | 0.518641309401114 | 0.962717381197772 | 0.481358690598886 |
| 181 | 0.503323207658398 | 0.993353584683204 | 0.496676792341602 |
| 182 | 0.578198119507376 | 0.843603760985247 | 0.421801880492624 |
| 183 | 0.564201561565968 | 0.871596876868063 | 0.435798438434032 |
| 184 | 0.634154030800142 | 0.731691938399715 | 0.365845969199858 |
| 185 | 0.695697693474846 | 0.608604613050308 | 0.304302306525154 |
| 186 | 0.748840870225391 | 0.502318259549217 | 0.251159129774609 |
| 187 | 0.794218162518576 | 0.411563674962847 | 0.205781837481424 |
| 188 | 0.781998811274056 | 0.436002377451887 | 0.218001188725944 |
| 189 | 0.769535951893486 | 0.460928096213028 | 0.230464048106514 |
| 190 | 0.756732321197716 | 0.486535357604569 | 0.243267678802284 |
| 191 | 0.74396936466212 | 0.51206127067576 | 0.25603063533788 |
| 192 | 0.73090736672962 | 0.53818526654076 | 0.26909263327038 |
| 193 | 0.718008911606839 | 0.563982176786322 | 0.281991088393161 |
| 194 | 0.704865171425147 | 0.590269657149707 | 0.295134828574853 |
| 195 | 0.691839895105991 | 0.616320209788018 | 0.308160104894009 |
| 196 | 0.743371066119795 | 0.51325786776041 | 0.256628933880205 |
| 197 | 0.7872504857534 | 0.425499028493201 | 0.212749514246600 |
| 198 | 0.825395529235665 | 0.34920894152867 | 0.174604470764335 |
| 199 | 0.857828609262239 | 0.284342781475522 | 0.142171390737761 |
| 200 | 0.886319776507767 | 0.227360446984465 | 0.113680223492232 |
| 201 | 0.908962998058787 | 0.182074003882426 | 0.0910370019412128 |
| 202 | 0.927730975710709 | 0.144538048578583 | 0.0722690242892914 |
| 203 | 0.943171448200276 | 0.113657103599449 | 0.0568285517997245 |
| 204 | 0.954888416013748 | 0.0902231679725038 | 0.0451115839862519 |
| 205 | 0.96634496455609 | 0.0673100708878196 | 0.0336550354439098 |
| 206 | 0.97446333247441 | 0.0510733350511821 | 0.0255366675255910 |
| 207 | 0.981069914030517 | 0.037860171938967 | 0.0189300859694835 |
| 208 | 0.986076320816014 | 0.0278473583679712 | 0.0139236791839856 |
| 209 | 0.98928556873055 | 0.0214288625388997 | 0.0107144312694499 |
| 210 | 0.992380493128379 | 0.0152390137432428 | 0.0076195068716214 |
| 211 | 0.991453350082111 | 0.0170932998357774 | 0.0085466499178887 |
| 212 | 0.99042032956121 | 0.0191593408775801 | 0.00957967043879003 |
| 213 | 0.989353161181451 | 0.0212936776370983 | 0.0106468388185491 |
| 214 | 0.988109363835296 | 0.0237812723294071 | 0.0118906361647036 |
| 215 | 0.986719170679807 | 0.0265616586403853 | 0.0132808293201927 |
| 216 | 0.985175658940775 | 0.0296486821184509 | 0.0148243410592255 |
| 217 | 0.98349754473689 | 0.0330049105262185 | 0.0165024552631093 |
| 218 | 0.981741179219836 | 0.0365176415603276 | 0.0182588207801638 |
| 219 | 0.979707945981282 | 0.0405841080374363 | 0.0202920540187182 |
| 220 | 0.977722616679205 | 0.0445547666415902 | 0.0222773833207951 |
| 221 | 0.97530392037881 | 0.0493921592423786 | 0.0246960796211893 |
| 222 | 0.972702814649512 | 0.0545943707009755 | 0.0272971853504878 |
| 223 | 0.969898172557114 | 0.0602036548857719 | 0.0301018274428860 |
| 224 | 0.966860233952746 | 0.0662795320945087 | 0.0331397660472543 |
| 225 | 0.963604193799388 | 0.0727916124012234 | 0.0363958062006117 |
| 226 | 0.96029580317986 | 0.079408393640282 | 0.039704196820141 |
| 227 | 0.95656597135799 | 0.0868680572840193 | 0.0434340286420097 |
| 228 | 0.952593895626527 | 0.094812208746945 | 0.0474061043734725 |
| 229 | 0.948216316657056 | 0.103567366685888 | 0.0517836833429438 |
| 230 | 0.943744261822249 | 0.112511476355503 | 0.0562557381777514 |
| 231 | 0.93898671999222 | 0.122026560015559 | 0.0610132800077794 |
| 232 | 0.934037625461907 | 0.131924749076187 | 0.0659623745380934 |
| 233 | 0.928864681850642 | 0.142270636298715 | 0.0711353181493577 |
| 234 | 0.923716132851584 | 0.152567734296833 | 0.0762838671484164 |
| 235 | 0.918142411806948 | 0.163715176386104 | 0.081857588193052 |
| 236 | 0.912399493525458 | 0.175201012949084 | 0.087600506474542 |
| 237 | 0.906485756321838 | 0.187028487356324 | 0.0935142436781618 |
| 238 | 0.900565532319373 | 0.198868935361254 | 0.0994344676806272 |
| 239 | 0.89441095264299 | 0.211178094714019 | 0.105589047357009 |
| 240 | 0.88817727576433 | 0.223645448471341 | 0.111822724235671 |
| 241 | 0.88189779528725 | 0.236204409425499 | 0.118102204712750 |
| 242 | 0.87563712142423 | 0.24872575715154 | 0.12436287857577 |
| 243 | 0.869373953177717 | 0.261252093644567 | 0.130626046822283 |
| 244 | 0.863399882625712 | 0.273200234748576 | 0.136600117374288 |
| 245 | 0.8572088148019 | 0.285582370396201 | 0.142791185198101 |
| 246 | 0.881738545182998 | 0.236522909634003 | 0.118261454817002 |
| 247 | 0.903131371960266 | 0.193737256079468 | 0.096868628039734 |
| 248 | 0.897889356505204 | 0.204221286989592 | 0.102110643494796 |
| 249 | 0.917016120725321 | 0.165967758549358 | 0.082983879274679 |
| 250 | 0.93348182648158 | 0.133036347036840 | 0.0665181735184199 |
| 251 | 0.929726253040079 | 0.140547493919841 | 0.0702737469599206 |
| 252 | 0.944245990188536 | 0.111508019622928 | 0.0557540098114638 |
| 253 | 0.9400877520333 | 0.119824495933400 | 0.0599122479666998 |
| 254 | 0.936410412270813 | 0.127179175458373 | 0.0635895877291865 |
| 255 | 0.933053551821726 | 0.133892896356547 | 0.0669464481782735 |
| 256 | 0.928793711463942 | 0.142412577072116 | 0.0712062885360582 |
| 257 | 0.925184183572272 | 0.149631632855456 | 0.074815816427728 |
| 258 | 0.923349379757135 | 0.153301240485731 | 0.0766506202428655 |
| 259 | 0.93852893912852 | 0.122942121742961 | 0.0614710608714806 |
| 260 | 0.934738392754696 | 0.130523214490609 | 0.0652616072453043 |
| 261 | 0.948226265956976 | 0.103547468086047 | 0.0517737340430237 |
| 262 | 0.959685055507556 | 0.0806298889848876 | 0.0403149444924438 |
| 263 | 0.956402713507041 | 0.0871945729859177 | 0.0435972864929589 |
| 264 | 0.953745643945478 | 0.0925087121090444 | 0.0462543560545222 |
| 265 | 0.964298189633283 | 0.0714036207334337 | 0.0357018103667168 |
| 266 | 0.961453599733048 | 0.0770928005339039 | 0.0385464002669519 |
| 267 | 0.970723713309492 | 0.0585525733810163 | 0.0292762866905082 |
| 268 | 0.96796231191525 | 0.064075376169498 | 0.032037688084749 |
| 269 | 0.976135581480407 | 0.0477288370391866 | 0.0238644185195933 |
| 270 | 0.973765455000151 | 0.0524690899996979 | 0.0262345449998490 |
| 271 | 0.980878285311558 | 0.0382434293768836 | 0.0191217146884418 |
| 272 | 0.9865345504794 | 0.0269308990411978 | 0.0134654495205989 |
| 273 | 0.990894470912083 | 0.0182110581758343 | 0.00910552908791715 |
| 274 | 0.989790108451873 | 0.020419783096255 | 0.0102098915481275 |
| 275 | 0.988484246549082 | 0.0230315069018359 | 0.0115157534509180 |
| 276 | 0.987371186395025 | 0.0252576272099509 | 0.0126288136049754 |
| 277 | 0.986237834649119 | 0.0275243307017623 | 0.0137621653508811 |
| 278 | 0.984633412698912 | 0.0307331746021767 | 0.0153665873010884 |
| 279 | 0.987985733244302 | 0.0240285335113960 | 0.0120142667556980 |
| 280 | 0.986668097618334 | 0.0266638047633322 | 0.0133319023816661 |
| 281 | 0.991066154504026 | 0.0178676909919476 | 0.00893384549597378 |
| 282 | 0.989875317254074 | 0.0202493654918520 | 0.0101246827459260 |
| 283 | 0.989386614192183 | 0.0212267716156337 | 0.0106133858078169 |
| 284 | 0.988055887001499 | 0.0238882259970027 | 0.0119441129985014 |
| 285 | 0.986626429141765 | 0.0267471417164691 | 0.0133735708582345 |
| 286 | 0.985063294633013 | 0.0298734107339747 | 0.0149367053669874 |
| 287 | 0.989926438101553 | 0.0201471237968941 | 0.0100735618984471 |
| 288 | 0.98865382032848 | 0.0226923593430402 | 0.0113461796715201 |
| 289 | 0.992648857718035 | 0.0147022845639307 | 0.00735114228196535 |
| 290 | 0.992321765875953 | 0.0153564682480948 | 0.00767823412404741 |
| 291 | 0.99526863010545 | 0.00946273978910248 | 0.00473136989455124 |
| 292 | 0.99467869182963 | 0.0106426163407382 | 0.0053213081703691 |
| 293 | 0.99390849327726 | 0.0121830134454804 | 0.0060915067227402 |
| 294 | 0.993002388630465 | 0.0139952227390697 | 0.00699761136953484 |
| 295 | 0.992152173937514 | 0.0156956521249722 | 0.00784782606248608 |
| 296 | 0.994776567114826 | 0.0104468657703478 | 0.00522343288517391 |
| 297 | 0.993957400690016 | 0.0120851986199683 | 0.00604259930998416 |
| 298 | 0.99648293154295 | 0.00703413691409834 | 0.00351706845704917 |
| 299 | 0.995868471008953 | 0.00826305798209375 | 0.00413152899104688 |
| 300 | 0.995167191878578 | 0.00966561624284383 | 0.00483280812142192 |
| 301 | 0.997279812872106 | 0.00544037425578819 | 0.00272018712789409 |
| 302 | 0.99677458583233 | 0.00645082833534156 | 0.00322541416767078 |
| 303 | 0.996182198282296 | 0.00763560343540847 | 0.00381780171770423 |
| 304 | 0.998006438429203 | 0.00398712314159346 | 0.00199356157079673 |
| 305 | 0.997793896067835 | 0.00441220786432912 | 0.00220610393216456 |
| 306 | 0.997384804858506 | 0.00523039028298784 | 0.00261519514149392 |
| 307 | 0.998731174491522 | 0.00253765101695582 | 0.00126882550847791 |
| 308 | 0.999424882165813 | 0.00115023566837358 | 0.000575117834186791 |
| 309 | 0.99930354609425 | 0.00139290781149793 | 0.000696453905748964 |
| 310 | 0.99974169690546 | 0.000516606189079496 | 0.000258303094539748 |
| 311 | 0.99992246861048 | 0.000155062779041403 | 7.75313895207014e-05 |
| 312 | 0.999910797077021 | 0.000178405845957122 | 8.9202922978561e-05 |
| 313 | 0.999978748475944 | 4.25030481127834e-05 | 2.12515240563917e-05 |
| 314 | 0.99999607334059 | 7.85331881864925e-06 | 3.92665940932462e-06 |
| 315 | 0.999994440783995 | 1.11184320103583e-05 | 5.55921600517917e-06 |
| 316 | 0.99999221305215 | 1.55738957020070e-05 | 7.78694785100352e-06 |
| 317 | 0.999989042182572 | 2.19156348553101e-05 | 1.09578174276550e-05 |
| 318 | 0.999984814487078 | 3.03710258447655e-05 | 1.51855129223828e-05 |
| 319 | 0.999978877231826 | 4.22455363471918e-05 | 2.11227681735959e-05 |
| 320 | 0.999970623402896 | 5.87531942081755e-05 | 2.93765971040878e-05 |
| 321 | 0.999959319931101 | 8.13601377970878e-05 | 4.06800688985439e-05 |
| 322 | 0.999943915903903 | 0.000112168192194205 | 5.60840960971024e-05 |
| 323 | 0.999923029418356 | 0.000153941163288605 | 7.69705816443023e-05 |
| 324 | 0.9999870770483 | 2.58459034013285e-05 | 1.29229517006642e-05 |
| 325 | 0.99998162124303 | 3.67575139392196e-05 | 1.83787569696098e-05 |
| 326 | 0.99997398808429 | 5.20238314187709e-05 | 2.60119157093854e-05 |
| 327 | 0.999997116409473 | 5.7671810541199e-06 | 2.88359052705995e-06 |
| 328 | 0.9999998434805 | 3.13038998762111e-07 | 1.56519499381056e-07 |
| 329 | 0.999999760224395 | 4.79551209468982e-07 | 2.39775604734491e-07 |
| 330 | 0.999999634109637 | 7.31780725892672e-07 | 3.65890362946336e-07 |
| 331 | 0.99999944389183 | 1.11221634088892e-06 | 5.56108170444461e-07 |
| 332 | 0.999999158249379 | 1.68350124213519e-06 | 8.41750621067595e-07 |
| 333 | 0.999998731245474 | 2.53750905227692e-06 | 1.26875452613846e-06 |
| 334 | 0.999998085928024 | 3.82814395163406e-06 | 1.91407197581703e-06 |
| 335 | 0.999997133015383 | 5.73396923472964e-06 | 2.86698461736482e-06 |
| 336 | 0.999995734626235 | 8.53074752987692e-06 | 4.26537376493846e-06 |
| 337 | 0.999993645176541 | 1.27096469176393e-05 | 6.35482345881965e-06 |
| 338 | 0.999990631665884 | 1.87366682311720e-05 | 9.36833411558598e-06 |
| 339 | 0.999986244794235 | 2.75104115308602e-05 | 1.37552057654301e-05 |
| 340 | 0.99997974563414 | 4.05087317211565e-05 | 2.02543658605783e-05 |
| 341 | 0.999970352034225 | 5.92959315490901e-05 | 2.96479657745451e-05 |
| 342 | 0.999957121830079 | 8.57563398420821e-05 | 4.28781699210411e-05 |
| 343 | 0.999938312923791 | 0.000123374152417224 | 6.16870762086118e-05 |
| 344 | 0.999911727509101 | 0.000176544981798035 | 8.82724908990174e-05 |
| 345 | 0.99987437198217 | 0.000251256035658094 | 0.000125628017829047 |
| 346 | 0.999822198980918 | 0.000355602038164044 | 0.000177801019082022 |
| 347 | 0.999748883564862 | 0.000502232870275048 | 0.000251116435137524 |
| 348 | 0.999648594249773 | 0.000702811500454299 | 0.000351405750227149 |
| 349 | 0.999511127164978 | 0.000977745670043515 | 0.000488872835021758 |
| 350 | 0.999323928696406 | 0.00135214260718733 | 0.000676071303593665 |
| 351 | 0.9990668442387 | 0.00186631152260143 | 0.000933155761300717 |
| 352 | 0.998720847924419 | 0.00255830415116224 | 0.00127915207558112 |
| 353 | 0.998258226828522 | 0.00348354634295494 | 0.00174177317147747 |
| 354 | 0.997648922032724 | 0.00470215593455188 | 0.00235107796727594 |
| 355 | 0.996847270257154 | 0.00630545948569241 | 0.00315272974284620 |
| 356 | 0.99580026241531 | 0.00839947516938017 | 0.00419973758469008 |
| 357 | 0.994552403252182 | 0.0108951934956356 | 0.00544759674781778 |
| 358 | 0.992832720506118 | 0.0143345589877641 | 0.00716727949388204 |
| 359 | 0.990636338003267 | 0.0187273239934653 | 0.00936366199673267 |
| 360 | 0.98785403943706 | 0.0242919211258806 | 0.0121459605629403 |
| 361 | 0.984357125805587 | 0.0312857483888262 | 0.0156428741944131 |
| 362 | 0.980003421899572 | 0.0399931562008562 | 0.0199965781004281 |
| 363 | 0.9746285339971 | 0.0507429320057996 | 0.0253714660028998 |
| 364 | 0.994110552110706 | 0.0117788957785882 | 0.00588944788929409 |
| 365 | 0.992155520178316 | 0.0156889596433674 | 0.00784447982168369 |
| 366 | 0.989685110307552 | 0.0206297793848951 | 0.0103148896924475 |
| 367 | 0.986536611992355 | 0.0269267760152893 | 0.0134633880076446 |
| 368 | 0.982558411574311 | 0.0348831768513773 | 0.0174415884256887 |
| 369 | 0.97757605634695 | 0.0448478873060986 | 0.0224239436530493 |
| 370 | 0.971392190993712 | 0.057215618012576 | 0.028607809006288 |
| 371 | 0.963787680059996 | 0.0724246398800081 | 0.0362123199400041 |
| 372 | 0.954930103635054 | 0.0901397927298916 | 0.0450698963649458 |
| 373 | 0.943789696627142 | 0.112420606745717 | 0.0562103033728585 |
| 374 | 0.930539464145461 | 0.138921071709077 | 0.0694605358545387 |
| 375 | 0.914771276031088 | 0.170457447937824 | 0.0852287239689122 |
| 376 | 0.896305735598228 | 0.207388528803543 | 0.103694264401772 |
| 377 | 0.875564153875378 | 0.248871692249244 | 0.124435846124622 |
| 378 | 0.851138757970052 | 0.297722484059897 | 0.148861242029948 |
| 379 | 0.823451879147576 | 0.353096241704848 | 0.176548120852424 |
| 380 | 0.792480549065138 | 0.415038901869723 | 0.207519450934862 |
| 381 | 0.758264508924214 | 0.483470982151572 | 0.241735491075786 |
| 382 | 0.731338853476285 | 0.537322293047429 | 0.268661146523715 |
| 383 | 0.727273531477841 | 0.545452937044318 | 0.272726468522159 |
| 384 | 0.687995781200118 | 0.624008437599763 | 0.312004218799882 |
| 385 | 0.65028939226242 | 0.699421215475161 | 0.349710607737580 |
| 386 | 0.612313713611632 | 0.775372572776736 | 0.387686286388368 |
| 387 | 0.570908206849404 | 0.858183586301191 | 0.429091793150596 |
| 388 | 0.528990710339503 | 0.942018579320994 | 0.471009289660497 |
| 389 | 0.487197284985424 | 0.974394569970847 | 0.512802715014576 |
| 390 | 0.451939773294935 | 0.90387954658987 | 0.548060226705065 |
| 391 | 0.416777268789317 | 0.833554537578634 | 0.583222731210683 |
| 392 | 0.383837611134327 | 0.767675222268654 | 0.616162388865673 |
| 393 | 0.353189963285928 | 0.706379926571855 | 0.646810036714072 |
| 394 | 0.327894265697244 | 0.655788531394489 | 0.672105734302756 |
| 395 | 0.47389603303224 | 0.94779206606448 | 0.52610396696776 |
| 396 | 0.43612988662164 | 0.87225977324328 | 0.56387011337836 |
| 397 | 0.412521624482013 | 0.825043248964026 | 0.587478375517987 |
| 398 | 0.451830869660412 | 0.903661739320825 | 0.548169130339587 |
| 399 | 0.415636549228909 | 0.831273098457818 | 0.584363450771091 |
| 400 | 0.397536474304935 | 0.79507294860987 | 0.602463525695065 |
| 401 | 0.356684472543027 | 0.713368945086054 | 0.643315527456973 |
| 402 | 0.327082985133095 | 0.65416597026619 | 0.672917014866905 |
| 403 | 0.308127009470002 | 0.616254018940003 | 0.691872990529998 |
| 404 | 0.405542098510514 | 0.811084197021028 | 0.594457901489486 |
| 405 | 0.364012040189301 | 0.728024080378603 | 0.635987959810699 |
| 406 | 0.324905247316311 | 0.649810494632622 | 0.675094752683689 |
| 407 | 0.296565478027029 | 0.593130956054058 | 0.703434521972971 |
| 408 | 0.29293980557363 | 0.58587961114726 | 0.70706019442637 |
| 409 | 0.304822435077529 | 0.609644870155059 | 0.69517756492247 |
| 410 | 0.316743998109868 | 0.633487996219736 | 0.683256001890132 |
| 411 | 0.380087180259994 | 0.760174360519987 | 0.619912819740006 |
| 412 | 0.350332485266262 | 0.700664970532525 | 0.649667514733738 |
| 413 | 0.359583257522622 | 0.719166515045245 | 0.640416742477378 |
| 414 | 0.486276463334062 | 0.972552926668125 | 0.513723536665938 |
| 415 | 0.403524362777284 | 0.807048725554569 | 0.596475637222716 |
| 416 | 0.328645336496515 | 0.65729067299303 | 0.671354663503485 |
| 417 | 0.508607954593247 | 0.982784090813505 | 0.491392045406753 |
| 418 | 0.646628940579598 | 0.706742118840804 | 0.353371059420402 |
| 419 | 0.581563364548843 | 0.836873270902314 | 0.418436635451157 |
| 420 | 0.488026588137604 | 0.976053176275207 | 0.511973411862396 |
| 421 | 0.374594346252102 | 0.749188692504204 | 0.625405653747898 |
| 422 | 0.61254413858627 | 0.77491172282746 | 0.38745586141373 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 60 | 0.144927536231884 | NOK |
| 5% type I error level | 142 | 0.342995169082126 | NOK |
| 10% type I error level | 190 | 0.458937198067633 | NOK |
