Multiple Linear Regression - Estimated Regression Equation |
Group[t] = + 0.285696586832516 + 3.71817996574166e-06Costs[t] + 0.000142641269918854Trades[t] + 1.62428100359132e-06Dividends[t] + 4.69662187880906e-09Wealth[t] -0.599255811461153Group_Exp[t] -5.23659455112741e-06Costs_Exp[t] + 0.000563437151808745Trades_Exp[t] + 1.76736718706664e-06Dividends_Exp[t] -2.37261121481110e-08`Wealth_Exp `[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) | 0.285696586832516 | 0.074084 | 3.8564 | 0.000141 | 7e-05 |
Costs | 3.71817996574166e-06 | 3e-06 | 1.0804 | 0.280844 | 0.140422 |
Trades | 0.000142641269918854 | 0.00029 | 0.4914 | 0.623492 | 0.311746 |
Dividends | 1.62428100359132e-06 | 1e-06 | 2.2608 | 0.024483 | 0.012241 |
Wealth | 4.69662187880906e-09 | 0 | 0.06 | 0.952185 | 0.476092 |
Group_Exp | -0.599255811461153 | 0.051961 | -11.5328 | 0 | 0 |
Costs_Exp | -5.23659455112741e-06 | 4e-06 | -1.4052 | 0.160979 | 0.08049 |
Trades_Exp | 0.000563437151808745 | 0.000282 | 1.9977 | 0.046645 | 0.023323 |
Dividends_Exp | 1.76736718706664e-06 | 1e-06 | 2.4217 | 0.016037 | 0.008019 |
`Wealth_Exp ` | -2.37261121481110e-08 | 0 | -0.2917 | 0.770691 | 0.385345 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.597725199347698 |
R-squared | 0.357275413935245 |
Adjusted R-squared | 0.338057735282146 |
F-TEST (value) | 18.5909765890290 |
F-TEST (DF numerator) | 9 |
F-TEST (DF denominator) | 301 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.396694629477712 |
Sum Squared Residuals | 47.3673553459942 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | 1.29034558754446 | -0.290345587544455 |
2 | 1 | 0.846412347402835 | 0.153587652597165 |
3 | 1 | 1.27924226415676 | -0.279242264156763 |
4 | 1 | 0.801832336047376 | 0.198167663952624 |
5 | 1 | 0.712566660184163 | 0.287433339815837 |
6 | 1 | 1.14634350625009 | -0.146343506250085 |
7 | 1 | 1.10750259292146 | -0.107502592921456 |
8 | 1 | 0.769382590167317 | 0.230617409832683 |
9 | 1 | 0.654441684801665 | 0.345558315198335 |
10 | 1 | 0.887870621856919 | 0.112129378143081 |
11 | 1 | 0.871981272819034 | 0.128018727180966 |
12 | 1 | 0.580234627008144 | 0.419765372991856 |
13 | 1 | 0.558009494659933 | 0.441990505340067 |
14 | 1 | 0.527916308960423 | 0.472083691039577 |
15 | 1 | 0.750299013090554 | 0.249700986909446 |
16 | 1 | 0.961461560393133 | 0.0385384396068675 |
17 | 1 | 0.678969932925782 | 0.321030067074218 |
18 | 1 | 0.589000532179751 | 0.410999467820249 |
19 | 1 | 0.674254152222798 | 0.325745847777202 |
20 | 1 | 1.14092069004522 | -0.140920690045220 |
21 | 1 | 0.744676516654167 | 0.255323483345833 |
22 | 1 | 0.727156671867077 | 0.272843328132923 |
23 | 1 | 0.860196216275747 | 0.139803783724253 |
24 | 1 | 0.708168406494394 | 0.291831593505606 |
25 | 1 | 0.717086358983264 | 0.282913641016736 |
26 | 1 | 0.680451063602192 | 0.319548936397808 |
27 | 1 | 0.778968557887416 | 0.221031442112584 |
28 | 1 | 0.615409792759643 | 0.384590207240357 |
29 | 1 | 0.734753474144293 | 0.265246525855707 |
30 | 1 | 0.699350806927831 | 0.300649193072169 |
31 | 1 | 0.58316926313548 | 0.41683073686452 |
32 | 1 | 0.58410999552991 | 0.41589000447009 |
33 | 1 | 1.07648888367427 | -0.0764888836742745 |
34 | 1 | 0.640207112359128 | 0.359792887640873 |
35 | 1 | 0.74107405800726 | 0.25892594199274 |
36 | 1 | 0.411662962350682 | 0.588337037649318 |
37 | 1 | 0.613135373682854 | 0.386864626317146 |
38 | 1 | 0.641626059199848 | 0.358373940800152 |
39 | 1 | 0.671989674526381 | 0.328010325473619 |
40 | 1 | 0.638386036968436 | 0.361613963031564 |
41 | 1 | 0.583330145683553 | 0.416669854316447 |
42 | 1 | 0.701870144253854 | 0.298129855746146 |
43 | 1 | 0.50981189991891 | 0.49018810008109 |
44 | 1 | 0.699239351109926 | 0.300760648890074 |
45 | 1 | 0.481738362475798 | 0.518261637524202 |
46 | 1 | 0.597637709239188 | 0.402362290760812 |
47 | 1 | 0.582062855137741 | 0.417937144862259 |
48 | 1 | 0.637145667575457 | 0.362854332424543 |
49 | 1 | 0.622728346021352 | 0.377271653978648 |
50 | 1 | 0.559996023257318 | 0.440003976742682 |
51 | 1 | 0.596477310521154 | 0.403522689478846 |
52 | 1 | 0.533459401960964 | 0.466540598039036 |
53 | 1 | 0.495951613539354 | 0.504048386460646 |
54 | 1 | 0.664713883516569 | 0.335286116483431 |
55 | 1 | 0.622951825866834 | 0.377048174133166 |
56 | 1 | 0.586480724075482 | 0.413519275924518 |
57 | 1 | 0.596533905447901 | 0.403466094552099 |
58 | 1 | 0.605626836769364 | 0.394373163230636 |
59 | 1 | 0.527736981824222 | 0.472263018175778 |
60 | 1 | 0.518735802310885 | 0.481264197689115 |
61 | 1 | 0.565867651355016 | 0.434132348644984 |
62 | 1 | 0.519709871952229 | 0.480290128047771 |
63 | 1 | 0.54663273984681 | 0.45336726015319 |
64 | 1 | 0.598243914291958 | 0.401756085708042 |
65 | 1 | 0.539975258327989 | 0.460024741672011 |
66 | 1 | 0.53169577048447 | 0.46830422951553 |
67 | 1 | 0.556553083498719 | 0.443446916501281 |
68 | 1 | 0.56731666312026 | 0.43268333687974 |
69 | 1 | 0.499232337939843 | 0.500767662060157 |
70 | 1 | 0.592272925024472 | 0.407727074975528 |
71 | 1 | 0.473877365865737 | 0.526122634134263 |
72 | 1 | 0.536674721646236 | 0.463325278353764 |
73 | 1 | 0.496016759525884 | 0.503983240474116 |
74 | 1 | 0.494325837017823 | 0.505674162982177 |
75 | 1 | 0.489611688751716 | 0.510388311248284 |
76 | 1 | 0.491697838113856 | 0.508302161886144 |
77 | 1 | 0.485442224117194 | 0.514557775882806 |
78 | 1 | 0.487243083978935 | 0.512756916021065 |
79 | 1 | 0.485442224117194 | 0.514557775882806 |
80 | 1 | 0.488337145388367 | 0.511662854611633 |
81 | 1 | 0.492560648054344 | 0.507439351945656 |
82 | 1 | 0.485442224117194 | 0.514557775882806 |
83 | 1 | 0.485442224117194 | 0.514557775882806 |
84 | 1 | 0.485442224117194 | 0.514557775882806 |
85 | 1 | 0.488313941268031 | 0.511686058731969 |
86 | 1 | 0.485442224117194 | 0.514557775882806 |
87 | 1 | 0.481622056686638 | 0.518377943313362 |
88 | 1 | 0.487241456461666 | 0.512758543538334 |
89 | 1 | 0.495637652115475 | 0.504362347884525 |
90 | 1 | 0.482617473967012 | 0.517382526032988 |
91 | 1 | 0.485442224117194 | 0.514557775882806 |
92 | 1 | 0.514597133943262 | 0.485402866056738 |
93 | 1 | 0.485442224117194 | 0.514557775882806 |
94 | 1 | 0.486446710971164 | 0.513553289028836 |
95 | 1 | 0.484874011277064 | 0.515125988722936 |
96 | 1 | 0.516807243728218 | 0.483192756271782 |
97 | 1 | 0.487799263943833 | 0.512200736056167 |
98 | 1 | 0.486076078774242 | 0.513923921225758 |
99 | 1 | 0.488215262658646 | 0.511784737341354 |
100 | 1 | 0.485442224117194 | 0.514557775882806 |
101 | 1 | 0.485442224117194 | 0.514557775882806 |
102 | 1 | 0.495388114302165 | 0.504611885697835 |
103 | 1 | 0.487130018080567 | 0.512869981919433 |
104 | 1 | 0.485442224117194 | 0.514557775882806 |
105 | 1 | 0.485442224117194 | 0.514557775882806 |
106 | 1 | 0.492297292155014 | 0.507702707844986 |
107 | 1 | 0.485442224117194 | 0.514557775882806 |
108 | 1 | 0.498171447167469 | 0.501828552832531 |
109 | 1 | 0.516344629695132 | 0.483655370304868 |
110 | 1 | 0.48748733746687 | 0.51251266253313 |
111 | 1 | 0.536867126229481 | 0.463132873770519 |
112 | 1 | 0.58550198774212 | 0.41449801225788 |
113 | 1 | 0.447793158348517 | 0.552206841651483 |
114 | 1 | 0.508591706410636 | 0.491408293589364 |
115 | 1 | 0.516375033447387 | 0.483624966552613 |
116 | 1 | 0.490164343427809 | 0.509835656572191 |
117 | 1 | 0.525941020889585 | 0.474058979110415 |
118 | 1 | 0.500592054188995 | 0.499407945811005 |
119 | 1 | 0.414141651962666 | 0.585858348037334 |
120 | 1 | 0.52973137781409 | 0.47026862218591 |
121 | 0 | 0.485442224117194 | -0.485442224117194 |
122 | 0 | 0.517337201947665 | -0.517337201947665 |
123 | 0 | 0.48943814428506 | -0.48943814428506 |
124 | 0 | 0.495070873070578 | -0.495070873070578 |
125 | 0 | 0.485080835820636 | -0.485080835820636 |
126 | 0 | 0.488329850464594 | -0.488329850464594 |
127 | 0 | 0.486108330544418 | -0.486108330544418 |
128 | 0 | 0.496697435203903 | -0.496697435203903 |
129 | 0 | 0.496566074717 | -0.496566074717 |
130 | 0 | 0.490053209408321 | -0.490053209408321 |
131 | 0 | 0.490798675597686 | -0.490798675597686 |
132 | 0 | 0.486009792985282 | -0.486009792985282 |
133 | 0 | 0.486515075985734 | -0.486515075985734 |
134 | 0 | 0.486609800066036 | -0.486609800066036 |
135 | 0 | 0.49130681717466 | -0.49130681717466 |
136 | 0 | 0.494909679578299 | -0.494909679578299 |
137 | 0 | 0.49463715173222 | -0.49463715173222 |
138 | 0 | 0.485442224117194 | -0.485442224117194 |
139 | 0 | 0.490835318795177 | -0.490835318795177 |
140 | 0 | 0.485629312660108 | -0.485629312660108 |
141 | 0 | 0.485893832683441 | -0.485893832683441 |
142 | 0 | 0.485442224117194 | -0.485442224117194 |
143 | 0 | 0.48728834861803 | -0.48728834861803 |
144 | 0 | 0.49603985397606 | -0.49603985397606 |
145 | 0 | 0.480214576327291 | -0.480214576327291 |
146 | 0 | 0.551487114304955 | -0.551487114304955 |
147 | 0 | 0.536657453764655 | -0.536657453764655 |
148 | 0 | 0.47350257797365 | -0.47350257797365 |
149 | 0 | 0.511883152781017 | -0.511883152781017 |
150 | 0 | 0.485710538826255 | -0.485710538826255 |
151 | 0 | 0.533981956829874 | -0.533981956829874 |
152 | 0 | 0.487729022739592 | -0.487729022739592 |
153 | 0 | 0.516269754220288 | -0.516269754220288 |
154 | 0 | 0.513484643459113 | -0.513484643459113 |
155 | 0 | 0.517699333440784 | -0.517699333440784 |
156 | 0 | 0.508805710656492 | -0.508805710656492 |
157 | 0 | 0.48981901969751 | -0.48981901969751 |
158 | 0 | 0.500915931390177 | -0.500915931390177 |
159 | 0 | 0.523485592069224 | -0.523485592069224 |
160 | 0 | 0.485637542405223 | -0.485637542405223 |
161 | 0 | 0.485442224117194 | -0.485442224117194 |
162 | 0 | 0.483604712928162 | -0.483604712928162 |
163 | 0 | 0.501347376719558 | -0.501347376719558 |
164 | 0 | 0.570805074466667 | -0.570805074466667 |
165 | 0 | 0.502203705940962 | -0.502203705940962 |
166 | 0 | 0.493208000004291 | -0.493208000004291 |
167 | 0 | 0.486300151545804 | -0.486300151545804 |
168 | 0 | 0.485442224117194 | -0.485442224117194 |
169 | 0 | 0.485442224117194 | -0.485442224117194 |
170 | 0 | 0.485798883311996 | -0.485798883311996 |
171 | 0 | 0.485442224117194 | -0.485442224117194 |
172 | 0 | 0.485442224117194 | -0.485442224117194 |
173 | 0 | 0.487087820967618 | -0.487087820967618 |
174 | 0 | 0.489361324398953 | -0.489361324398953 |
175 | 0 | 0.486176105926513 | -0.486176105926513 |
176 | 0 | 0.497224862001446 | -0.497224862001446 |
177 | 0 | 0.485442224117194 | -0.485442224117194 |
178 | 0 | 0.485442224117194 | -0.485442224117194 |
179 | 0 | 0.485683571442669 | -0.485683571442669 |
180 | 0 | 0.485442224117194 | -0.485442224117194 |
181 | 0 | 0.488064424514555 | -0.488064424514555 |
182 | 0 | 0.489269942179243 | -0.489269942179243 |
183 | 0 | 0.488402142516446 | -0.488402142516446 |
184 | 0 | 0.54350075948386 | -0.54350075948386 |
185 | 0 | 0.485442224117194 | -0.485442224117194 |
186 | 0 | 0.487694294590364 | -0.487694294590364 |
187 | 0 | 0.485442224117194 | -0.485442224117194 |
188 | 0 | 0.48589186223912 | -0.48589186223912 |
189 | 0 | 0.485442224117194 | -0.485442224117194 |
190 | 0 | 0.485442224117194 | -0.485442224117194 |
191 | 0 | 0.504141213597618 | -0.504141213597618 |
192 | 0 | 0.52061404361213 | -0.52061404361213 |
193 | 0 | 0.485442224117194 | -0.485442224117194 |
194 | 0 | 0.484527127397271 | -0.484527127397271 |
195 | 0 | 0.485442224117194 | -0.485442224117194 |
196 | 0 | 0.538376797063114 | -0.538376797063114 |
197 | 0 | 0.467549783857654 | -0.467549783857654 |
198 | 0 | 0.515280905463667 | -0.515280905463667 |
199 | 0 | 0.481098987886048 | -0.481098987886048 |
200 | 0 | 0.488296616007703 | -0.488296616007703 |
201 | 0 | 0.491717806201095 | -0.491717806201095 |
202 | 0 | 0.501512059772942 | -0.501512059772942 |
203 | 0 | 0.471464123637984 | -0.471464123637984 |
204 | 0 | 0.507663088898667 | -0.507663088898667 |
205 | 0 | 0.494327458634105 | -0.494327458634105 |
206 | 0 | 0.5129417396858 | -0.5129417396858 |
207 | 0 | 0.499950098069058 | -0.499950098069058 |
208 | 0 | 0.499478854782325 | -0.499478854782325 |
209 | 0 | 0.543958752834228 | -0.543958752834228 |
210 | 0 | 0.48406550024456 | -0.48406550024456 |
211 | 0 | 0.515890719195152 | -0.515890719195152 |
212 | 0 | 0.549565266446719 | -0.549565266446719 |
213 | 0 | 0.497873583390991 | -0.497873583390991 |
214 | 0 | 0.599595546861146 | -0.599595546861146 |
215 | 0 | 0.554882911082663 | -0.554882911082663 |
216 | 0 | -0.192342479780625 | 0.192342479780625 |
217 | 0 | 0.0974705133874433 | -0.0974705133874433 |
218 | 0 | 0.0967063682130958 | -0.0967063682130958 |
219 | 0 | 0.274798265025654 | -0.274798265025654 |
220 | 0 | -0.0678377239691964 | 0.0678377239691964 |
221 | 0 | 0.249620345694342 | -0.249620345694342 |
222 | 0 | 0.119077194998606 | -0.119077194998606 |
223 | 0 | 0.226703434520899 | -0.226703434520899 |
224 | 0 | 0.0103022501509314 | -0.0103022501509314 |
225 | 0 | 0.320813442202492 | -0.320813442202492 |
226 | 0 | 0.336551769946658 | -0.336551769946658 |
227 | 0 | -0.065894418511207 | 0.065894418511207 |
228 | 0 | -0.0155990153186111 | 0.0155990153186111 |
229 | 0 | -0.148197553424952 | 0.148197553424952 |
230 | 0 | -0.0880958923473613 | 0.0880958923473613 |
231 | 0 | 0.0105499394994605 | -0.0105499394994605 |
232 | 0 | 0.350795512081521 | -0.350795512081521 |
233 | 0 | 0.0615272264174349 | -0.0615272264174349 |
234 | 0 | 0.0550150142170076 | -0.0550150142170076 |
235 | 0 | 0.0528746589374966 | -0.0528746589374966 |
236 | 0 | 0.395978538369586 | -0.395978538369586 |
237 | 0 | 0.0708804975774776 | -0.0708804975774776 |
238 | 0 | 0.255302319296215 | -0.255302319296215 |
239 | 0 | 0.292701385638836 | -0.292701385638836 |
240 | 0 | 0.0485754298597158 | -0.0485754298597158 |
241 | 0 | 0.205687018233259 | -0.205687018233259 |
242 | 0 | 0.172828487348280 | -0.172828487348280 |
243 | 0 | 0.141627704717561 | -0.141627704717561 |
244 | 0 | 0.119438286996861 | -0.119438286996861 |
245 | 0 | 0.0133745364921155 | -0.0133745364921155 |
246 | 0 | 0.0221998061474539 | -0.0221998061474539 |
247 | 0 | -0.0431223046010851 | 0.0431223046010851 |
248 | 0 | -0.0481044354628116 | 0.0481044354628116 |
249 | 0 | 0.206935859725369 | -0.206935859725369 |
250 | 0 | 0.0142391686168210 | -0.0142391686168210 |
251 | 0 | -0.0206060480293766 | 0.0206060480293766 |
252 | 0 | -0.0890460547163192 | 0.0890460547163192 |
253 | 0 | 0.162960594083133 | -0.162960594083133 |
254 | 0 | -0.0135574857322401 | 0.0135574857322401 |
255 | 0 | 0.00950508785143447 | -0.00950508785143447 |
256 | 0 | 0.0303862106873048 | -0.0303862106873048 |
257 | 0 | 0.0406505411892249 | -0.0406505411892249 |
258 | 0 | -0.0717901953768207 | 0.0717901953768207 |
259 | 0 | 0.0154961920002754 | -0.0154961920002754 |
260 | 0 | 0.0463642941146943 | -0.0463642941146943 |
261 | 0 | -0.103224187445435 | 0.103224187445435 |
262 | 0 | -0.0215081683514624 | 0.0215081683514624 |
263 | 0 | 0.0224020618396952 | -0.0224020618396952 |
264 | 0 | -0.00604277316882009 | 0.00604277316882009 |
265 | 0 | -0.0314856802872903 | 0.0314856802872903 |
266 | 0 | -0.0203245306461078 | 0.0203245306461078 |
267 | 0 | -0.0505620555714026 | 0.0505620555714026 |
268 | 0 | -0.0570225110634451 | 0.0570225110634451 |
269 | 0 | -0.0512175956799856 | 0.0512175956799856 |
270 | 0 | -0.0141130812799130 | 0.0141130812799130 |
271 | 0 | 0.0370802923539668 | -0.0370802923539668 |
272 | 0 | -0.0584331232629394 | 0.0584331232629394 |
273 | 0 | 0.00950897971519339 | -0.00950897971519339 |
274 | 0 | 0.00177372212494508 | -0.00177372212494508 |
275 | 0 | -0.0859176993201698 | 0.0859176993201698 |
276 | 0 | -0.0865111009942207 | 0.0865111009942207 |
277 | 0 | -0.00686269675092482 | 0.00686269675092482 |
278 | 0 | -0.0938803529333202 | 0.0938803529333202 |
279 | 0 | 0.0790886732867574 | -0.0790886732867574 |
280 | 0 | -0.109601018761972 | 0.109601018761972 |
281 | 0 | -0.0690097158081373 | 0.0690097158081373 |
282 | 0 | -0.0134853304171004 | 0.0134853304171004 |
283 | 0 | -0.0999186473951777 | 0.0999186473951777 |
284 | 0 | 0.0196271509693193 | -0.0196271509693193 |
285 | 0 | -0.0982409668635534 | 0.0982409668635534 |
286 | 0 | -0.0441687446912914 | 0.0441687446912914 |
287 | 0 | -0.0599854282096717 | 0.0599854282096717 |
288 | 0 | -0.109640073791948 | 0.109640073791948 |
289 | 0 | -0.102133920348959 | 0.102133920348959 |
290 | 0 | -0.113813587343959 | 0.113813587343959 |
291 | 0 | -0.122911558736997 | 0.122911558736997 |
292 | 0 | -0.107048757558842 | 0.107048757558842 |
293 | 0 | -0.113813587343959 | 0.113813587343959 |
294 | 0 | -0.112962558091489 | 0.112962558091489 |
295 | 0 | -0.113813587343959 | 0.113813587343959 |
296 | 0 | -0.111676127774621 | 0.111676127774621 |
297 | 0 | -0.111165858756371 | 0.111165858756371 |
298 | 0 | -0.113813587343959 | 0.113813587343959 |
299 | 0 | -0.113813587343959 | 0.113813587343959 |
300 | 0 | -0.113813587343959 | 0.113813587343959 |
301 | 0 | -0.113195719063725 | 0.113195719063725 |
302 | 0 | -0.113813587343959 | 0.113813587343959 |
303 | 0 | -0.114395122522591 | 0.114395122522591 |
304 | 0 | -0.112967188096512 | 0.112967188096512 |
305 | 0 | -0.105601563634129 | 0.105601563634129 |
306 | 0 | -0.117891644307272 | 0.117891644307272 |
307 | 0 | -0.0598847631239167 | 0.0598847631239167 |
308 | 0 | -0.112738441900204 | 0.112738441900204 |
309 | 0 | -0.113813587343959 | 0.113813587343959 |
310 | 0 | -0.113136366627362 | 0.113136366627362 |
311 | 0 | -0.113851395268985 | 0.113851395268985 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
13 | 0 | 0 | 1 |
14 | 0 | 0 | 1 |
15 | 9.23405710699004e-79 | 1.84681142139801e-78 | 1 |
16 | 0 | 0 | 1 |
17 | 1.40425008692131e-108 | 2.80850017384262e-108 | 1 |
18 | 1.88759684575234e-121 | 3.77519369150469e-121 | 1 |
19 | 2.62925009312335e-139 | 5.2585001862467e-139 | 1 |
20 | 5.39516724674935e-150 | 1.07903344934987e-149 | 1 |
21 | 7.85603237490922e-165 | 1.57120647498184e-164 | 1 |
22 | 1.06179464073224e-179 | 2.12358928146448e-179 | 1 |
23 | 1.32275451205901e-194 | 2.64550902411801e-194 | 1 |
24 | 3.03353450621033e-216 | 6.06706901242067e-216 | 1 |
25 | 1.72904019472152e-224 | 3.45808038944304e-224 | 1 |
26 | 2.96972129963104e-242 | 5.93944259926207e-242 | 1 |
27 | 2.19740746580552e-257 | 4.39481493161103e-257 | 1 |
28 | 2.65233781318045e-269 | 5.30467562636091e-269 | 1 |
29 | 6.03957734453838e-283 | 1.20791546890768e-282 | 1 |
30 | 3.58607986161123e-299 | 7.17215972322245e-299 | 1 |
31 | 4.12469358200493e-314 | 8.24938716400986e-314 | 1 |
32 | 0 | 0 | 1 |
33 | 0 | 0 | 1 |
34 | 0 | 0 | 1 |
35 | 0 | 0 | 1 |
36 | 0 | 0 | 1 |
37 | 0 | 0 | 1 |
38 | 0 | 0 | 1 |
39 | 0 | 0 | 1 |
40 | 0 | 0 | 1 |
41 | 0 | 0 | 1 |
42 | 0 | 0 | 1 |
43 | 0 | 0 | 1 |
44 | 0 | 0 | 1 |
45 | 0 | 0 | 1 |
46 | 0 | 0 | 1 |
47 | 0 | 0 | 1 |
48 | 0 | 0 | 1 |
49 | 0 | 0 | 1 |
50 | 0 | 0 | 1 |
51 | 0 | 0 | 1 |
52 | 0 | 0 | 1 |
53 | 0 | 0 | 1 |
54 | 0 | 0 | 1 |
55 | 0 | 0 | 1 |
56 | 0 | 0 | 1 |
57 | 0 | 0 | 1 |
58 | 0 | 0 | 1 |
59 | 0 | 0 | 1 |
60 | 0 | 0 | 1 |
61 | 0 | 0 | 1 |
62 | 0 | 0 | 1 |
63 | 0 | 0 | 1 |
64 | 0 | 0 | 1 |
65 | 0 | 0 | 1 |
66 | 0 | 0 | 1 |
67 | 0 | 0 | 1 |
68 | 0 | 0 | 1 |
69 | 0 | 0 | 1 |
70 | 0 | 0 | 1 |
71 | 0 | 0 | 1 |
72 | 0 | 0 | 1 |
73 | 0 | 0 | 1 |
74 | 0 | 0 | 1 |
75 | 0 | 0 | 1 |
76 | 0 | 0 | 1 |
77 | 0 | 0 | 1 |
78 | 0 | 0 | 1 |
79 | 0 | 0 | 1 |
80 | 0 | 0 | 1 |
81 | 0 | 0 | 1 |
82 | 0 | 0 | 1 |
83 | 0 | 0 | 1 |
84 | 0 | 0 | 1 |
85 | 0 | 0 | 1 |
86 | 0 | 0 | 1 |
87 | 0 | 0 | 1 |
88 | 0 | 0 | 1 |
89 | 0 | 0 | 1 |
90 | 0 | 0 | 1 |
91 | 0 | 0 | 1 |
92 | 0 | 0 | 1 |
93 | 0 | 0 | 1 |
94 | 0 | 0 | 1 |
95 | 0 | 0 | 1 |
96 | 0 | 0 | 1 |
97 | 0 | 0 | 1 |
98 | 0 | 0 | 1 |
99 | 0 | 0 | 1 |
100 | 0 | 0 | 1 |
101 | 0 | 0 | 1 |
102 | 0 | 0 | 1 |
103 | 0 | 0 | 1 |
104 | 0 | 0 | 1 |
105 | 0 | 0 | 1 |
106 | 0 | 0 | 1 |
107 | 0 | 0 | 1 |
108 | 0 | 0 | 1 |
109 | 0 | 0 | 1 |
110 | 0 | 0 | 1 |
111 | 0 | 0 | 1 |
112 | 0 | 0 | 1 |
113 | 0 | 0 | 1 |
114 | 0 | 0 | 1 |
115 | 0 | 0 | 1 |
116 | 0 | 0 | 1 |
117 | 0 | 0 | 1 |
118 | 0 | 0 | 1 |
119 | 0 | 0 | 1 |
120 | 1 | 0 | 0 |
121 | 1 | 0 | 0 |
122 | 1 | 0 | 0 |
123 | 1 | 0 | 0 |
124 | 1 | 0 | 0 |
125 | 1 | 0 | 0 |
126 | 1 | 0 | 0 |
127 | 1 | 0 | 0 |
128 | 1 | 0 | 0 |
129 | 1 | 0 | 0 |
130 | 1 | 0 | 0 |
131 | 1 | 0 | 0 |
132 | 1 | 0 | 0 |
133 | 1 | 0 | 0 |
134 | 1 | 0 | 0 |
135 | 1 | 0 | 0 |
136 | 1 | 0 | 0 |
137 | 1 | 0 | 0 |
138 | 1 | 0 | 0 |
139 | 1 | 0 | 0 |
140 | 1 | 0 | 0 |
141 | 1 | 0 | 0 |
142 | 1 | 0 | 0 |
143 | 1 | 0 | 0 |
144 | 1 | 0 | 0 |
145 | 1 | 0 | 0 |
146 | 1 | 0 | 0 |
147 | 1 | 0 | 0 |
148 | 1 | 0 | 0 |
149 | 1 | 0 | 0 |
150 | 1 | 0 | 0 |
151 | 1 | 0 | 0 |
152 | 1 | 0 | 0 |
153 | 1 | 0 | 0 |
154 | 1 | 0 | 0 |
155 | 1 | 0 | 0 |
156 | 1 | 0 | 0 |
157 | 1 | 0 | 0 |
158 | 1 | 0 | 0 |
159 | 1 | 0 | 0 |
160 | 1 | 0 | 0 |
161 | 1 | 0 | 0 |
162 | 1 | 0 | 0 |
163 | 1 | 0 | 0 |
164 | 1 | 0 | 0 |
165 | 1 | 0 | 0 |
166 | 1 | 0 | 0 |
167 | 1 | 0 | 0 |
168 | 1 | 0 | 0 |
169 | 1 | 0 | 0 |
170 | 1 | 0 | 0 |
171 | 1 | 0 | 0 |
172 | 1 | 0 | 0 |
173 | 1 | 0 | 0 |
174 | 1 | 0 | 0 |
175 | 1 | 0 | 0 |
176 | 1 | 0 | 0 |
177 | 1 | 0 | 0 |
178 | 1 | 0 | 0 |
179 | 1 | 0 | 0 |
180 | 1 | 0 | 0 |
181 | 1 | 0 | 0 |
182 | 1 | 0 | 0 |
183 | 1 | 0 | 0 |
184 | 1 | 0 | 0 |
185 | 1 | 0 | 0 |
186 | 1 | 0 | 0 |
187 | 1 | 0 | 0 |
188 | 1 | 0 | 0 |
189 | 1 | 0 | 0 |
190 | 1 | 0 | 0 |
191 | 1 | 0 | 0 |
192 | 1 | 0 | 0 |
193 | 1 | 0 | 0 |
194 | 1 | 0 | 0 |
195 | 1 | 0 | 0 |
196 | 1 | 0 | 0 |
197 | 1 | 0 | 0 |
198 | 1 | 0 | 0 |
199 | 1 | 0 | 0 |
200 | 1 | 0 | 0 |
201 | 1 | 0 | 0 |
202 | 1 | 0 | 0 |
203 | 1 | 0 | 0 |
204 | 1 | 0 | 0 |
205 | 1 | 0 | 0 |
206 | 1 | 0 | 0 |
207 | 1 | 0 | 0 |
208 | 1 | 0 | 0 |
209 | 1 | 0 | 0 |
210 | 1 | 0 | 0 |
211 | 1 | 0 | 0 |
212 | 1 | 0 | 0 |
213 | 1 | 0 | 0 |
214 | 1 | 0 | 0 |
215 | 1 | 0 | 0 |
216 | 1 | 0 | 0 |
217 | 1 | 0 | 0 |
218 | 1 | 0 | 0 |
219 | 1 | 0 | 0 |
220 | 1 | 0 | 0 |
221 | 1 | 0 | 0 |
222 | 1 | 0 | 0 |
223 | 1 | 0 | 0 |
224 | 1 | 0 | 0 |
225 | 1 | 0 | 0 |
226 | 1 | 0 | 0 |
227 | 1 | 0 | 0 |
228 | 1 | 0 | 0 |
229 | 1 | 0 | 0 |
230 | 1 | 0 | 0 |
231 | 1 | 0 | 0 |
232 | 1 | 0 | 0 |
233 | 1 | 0 | 0 |
234 | 1 | 0 | 0 |
235 | 1 | 0 | 0 |
236 | 1 | 0 | 0 |
237 | 1 | 0 | 0 |
238 | 1 | 0 | 0 |
239 | 1 | 0 | 0 |
240 | 1 | 0 | 0 |
241 | 1 | 0 | 0 |
242 | 1 | 0 | 0 |
243 | 1 | 0 | 0 |
244 | 1 | 0 | 0 |
245 | 1 | 0 | 0 |
246 | 1 | 0 | 0 |
247 | 1 | 0 | 0 |
248 | 1 | 0 | 0 |
249 | 1 | 0 | 0 |
250 | 1 | 0 | 0 |
251 | 1 | 0 | 0 |
252 | 1 | 0 | 0 |
253 | 1 | 0 | 0 |
254 | 1 | 0 | 0 |
255 | 1 | 0 | 0 |
256 | 1 | 0 | 0 |
257 | 1 | 0 | 0 |
258 | 1 | 0 | 0 |
259 | 1 | 0 | 0 |
260 | 1 | 0 | 0 |
261 | 1 | 0 | 0 |
262 | 1 | 0 | 0 |
263 | 1 | 0 | 0 |
264 | 1 | 0 | 0 |
265 | 1 | 0 | 0 |
266 | 1 | 0 | 0 |
267 | 1 | 0 | 0 |
268 | 1 | 0 | 0 |
269 | 1 | 0 | 0 |
270 | 1 | 0 | 0 |
271 | 1 | 0 | 0 |
272 | 1 | 0 | 0 |
273 | 1 | 0 | 0 |
274 | 1 | 0 | 0 |
275 | 1 | 0 | 0 |
276 | 1 | 0 | 0 |
277 | 1 | 0 | 0 |
278 | 1 | 0 | 0 |
279 | 1 | 0 | 0 |
280 | 1 | 0 | 0 |
281 | 1 | 0 | 0 |
282 | 1 | 0 | 0 |
283 | 1 | 0 | 0 |
284 | 1 | 0 | 0 |
285 | 1 | 0 | 0 |
286 | 1 | 0 | 0 |
287 | 1 | 0 | 0 |
288 | 1 | 0 | 0 |
289 | 1 | 0 | 0 |
290 | 1 | 0 | 0 |
291 | 1 | 0 | 0 |
292 | 1 | 0 | 0 |
293 | 1 | 0 | 0 |
294 | 1 | 0 | 0 |
295 | 1 | 0 | 0 |
296 | 1 | 0 | 0 |
297 | 1 | 0 | 0 |
298 | 1 | 0 | 0 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 286 | 1 | NOK |
5% type I error level | 286 | 1 | NOK |
10% type I error level | 286 | 1 | NOK |