Multiple Linear Regression - Estimated Regression Equation |
CCScore [t] = + 115876.867770394 -0.196791064768874Rank[t] + 0.0088361498216446group[t] -0.270862558545223Costs[t] -0.139237133115806Trades[t] -0.0754360553532818Orders[t] -0.341807012010589Dividends[t] -0.122373231272038Wealth[t] -0.212536089750411WRank[t] -0.0703682133142447`Profit/Trades`[t] -0.00479391593631427`Profit/Cost`[t] -15.8919679785876t + 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) | 115876.867770394 | 15618.255359 | 7.4193 | 0 | 0 |
Rank | -0.196791064768874 | 0.071301 | -2.76 | 0.006034 | 0.003017 |
group | 0.0088361498216446 | 0.060319 | 0.1465 | 0.883604 | 0.441802 |
Costs | -0.270862558545223 | 0.06387 | -4.2408 | 2.7e-05 | 1.4e-05 |
Trades | -0.139237133115806 | 0.040859 | -3.4078 | 0.000718 | 0.000359 |
Orders | -0.0754360553532818 | 0.029027 | -2.5988 | 0.009685 | 0.004843 |
Dividends | -0.341807012010589 | 0.076533 | -4.4661 | 1e-05 | 5e-06 |
Wealth | -0.122373231272038 | 0.041417 | -2.9546 | 0.003307 | 0.001653 |
WRank | -0.212536089750411 | 0.054432 | -3.9046 | 0.00011 | 5.5e-05 |
`Profit/Trades` | -0.0703682133142447 | 0.026708 | -2.6348 | 0.008732 | 0.004366 |
`Profit/Cost` | -0.00479391593631427 | 0.019732 | -0.2429 | 0.808163 | 0.404082 |
t | -15.8919679785876 | 53.40236 | -0.2976 | 0.766164 | 0.383082 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.363825191842531 |
R-squared | 0.132368770219255 |
Adjusted R-squared | 0.109590862038853 |
F-TEST (value) | 5.81127859375373 |
F-TEST (DF numerator) | 11 |
F-TEST (DF denominator) | 419 |
p-value | 8.79713768497936e-09 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 128914.789735116 |
Sum Squared Residuals | 6963370642216.22 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | 54995.3445273777 | -54995.3445273777 |
2 | 39 | 21237.1704271369 | -21198.1704271369 |
3 | 0 | 54361.8008520723 | -54361.8008520723 |
4 | 0 | 41340.2881268703 | -41340.2881268703 |
5 | 305 | 31416.0697385782 | -31111.0697385782 |
6 | -9 | 58095.5190680774 | -58104.5190680774 |
7 | -1 | 58645.531610534 | -58646.531610534 |
8 | 0 | 55433.4298764532 | -55433.4298764532 |
9 | 0 | 50809.4838842251 | -50809.4838842251 |
10 | 0 | 56952.1125662733 | -56952.1125662733 |
11 | 33 | 31921.8324807562 | -31888.8324807562 |
12 | 32 | 28032.4675878407 | -28000.4675878407 |
13 | 1 | 56248.8062904308 | -56247.8062904308 |
14 | 1 | 80418.2117551791 | -80417.2117551791 |
15 | 1 | 82187.8743297468 | -82186.8743297468 |
16 | 1 | 83456.4056768652 | -83455.4056768652 |
17 | 1 | 82174.397141702 | -82173.397141702 |
18 | 1 | 82302.6722459649 | -82301.6722459649 |
19 | 1 | 81616.2292392083 | -81615.2292392083 |
20 | 1 | 81432.2314023345 | -81431.2314023345 |
21 | 35 | 83179.4596558027 | -83144.4596558027 |
22 | 0 | 34671.7689111159 | -34671.7689111159 |
23 | 121173 | 30145.8039874244 | 91027.1960125756 |
24 | 57530 | 28299.0455844737 | 29230.9544155263 |
25 | 62041 | 35610.3511542636 | 26430.6488457364 |
26 | 60720 | 46959.3882266894 | 13760.6117733106 |
27 | 136996 | 48544.5558246846 | 88451.4441753154 |
28 | 60720 | 30312.7264926739 | 30407.2735073261 |
29 | 115 | 45620.1796550427 | -45505.1796550427 |
30 | 387 | 105968.793336408 | -105581.793336408 |
31 | 219 | 108988.901920017 | -108769.901920017 |
32 | 430 | 37517.9399011762 | -37087.9399011762 |
33 | 288 | -14754.7177880373 | 15042.7177880373 |
34 | 22 | 26710.5698491453 | -26688.5698491453 |
35 | 18 | 41915.4319069036 | -41897.4319069036 |
36 | 12458 | 40796.2576020225 | -28338.2576020225 |
37 | 32 | 50213.0440337195 | -50181.0440337195 |
38 | 29 | -203705.991807107 | 203734.991807107 |
39 | 42 | 12993.7730133385 | -12951.7730133385 |
40 | 844 | 10029.9914935254 | -9185.99149352544 |
41 | 242 | 28128.8021560709 | -27886.8021560709 |
42 | 123 | 19231.0798477007 | -19108.0798477007 |
43 | 184 | 40714.4922446457 | -40530.4922446457 |
44 | 401 | 7623.59330980641 | -7222.59330980641 |
45 | 371 | 1380.38656393885 | -1009.38656393885 |
46 | 203 | 2718.33062326244 | -2515.33062326244 |
47 | 3689 | 50987.4885821997 | -47298.4885821997 |
48 | 567 | 32545.2292487221 | -31978.2292487221 |
49 | 27664 | 27491.3536764948 | 172.646323505171 |
50 | 1686 | 2484.74723157612 | -798.747231576123 |
51 | 1164 | 43699.3696596906 | -42535.3696596906 |
52 | 15824 | 60521.6633475101 | -44697.6633475101 |
53 | 6575 | 14051.1303930229 | -7476.13039302294 |
54 | 37597 | -77236.8602888879 | 114833.860288888 |
55 | 314 | -34745.6057489478 | 35059.6057489478 |
56 | 1932 | 46666.1558153907 | -44734.1558153907 |
57 | 5692 | 59893.0256725882 | -54201.0256725882 |
58 | 0 | 47008.0188275387 | -47008.0188275387 |
59 | 0 | 54520.8562799439 | -54520.8562799439 |
60 | 364839 | 104280.066431302 | 260558.933568698 |
61 | 230621 | 114477.920964874 | 116143.079035126 |
62 | 315877 | 114502.7897554 | 201374.2102446 |
63 | 125390 | 112988.249489783 | 12401.7505102167 |
64 | 314882 | 114459.195882190 | 200422.804117810 |
65 | 370837 | 112802.415722361 | 258034.584277639 |
66 | 330068 | 114374.711048617 | 215693.288951383 |
67 | 324385 | 114183.450755006 | 210201.549244994 |
68 | 315380 | 114714.525236685 | 200665.474763315 |
69 | 11409 | 1696.6854347736 | 9712.3145652264 |
70 | 1115 | 79190.7075564648 | -78075.7075564648 |
71 | 13337 | -209102.632699500 | 222439.632699500 |
72 | 0 | 79793.1109792119 | -79793.1109792119 |
73 | 0 | 48398.5437031699 | -48398.5437031699 |
74 | 0 | 54175.1783557951 | -54175.1783557951 |
75 | 0 | 52006.0262942358 | -52006.0262942358 |
76 | 0 | 54572.9907826869 | -54572.9907826869 |
77 | 238 | 75040.0244625713 | -74802.0244625713 |
78 | 3040 | -126427.873289370 | 129467.873289370 |
79 | 0 | 51078.5558226043 | -51078.5558226043 |
80 | 1 | 55177.4680416861 | -55176.4680416861 |
81 | 37 | 82236.2986768097 | -82199.2986768097 |
82 | 0 | 19104.9264677979 | -19104.9264677979 |
83 | 60720 | 29574.3573111096 | 31145.6426888904 |
84 | 308 | 46641.5511858394 | -46333.5511858394 |
85 | 296 | 105501.266105793 | -105205.266105793 |
86 | 357 | 97392.6094658601 | -97035.6094658601 |
87 | 110 | 106962.574797885 | -106852.574797885 |
88 | 245 | 105666.244889735 | -105421.244889735 |
89 | 469 | 44795.1787782459 | -44326.1787782459 |
90 | 34 | -147349.797788609 | 147383.797788609 |
91 | -35 | 75287.769488629 | -75322.769488629 |
92 | 463 | 37502.8568873603 | -37039.8568873603 |
93 | 954 | 35276.7983487529 | -34322.7983487529 |
94 | 226 | 39909.2806181362 | -39683.2806181362 |
95 | 276 | 1079.23314361230 | -803.233143612305 |
96 | 383 | -648.626170581744 | 1031.62617058174 |
97 | 93 | 15074.4671323019 | -14981.4671323019 |
98 | 302 | -45706.5913551422 | 46008.5913551422 |
99 | 385 | -3888.64798197531 | 4273.64798197531 |
100 | 225 | -597.00003142142 | 822.00003142142 |
101 | 275 | -10901.4789200265 | 11176.4789200265 |
102 | 18073 | 1811.03002502740 | 16261.9699749726 |
103 | 1866 | 108238.004884997 | -106372.004884997 |
104 | 42634 | 52648.5271767049 | -10014.5271767049 |
105 | 249 | -159094.675873069 | 159343.675873069 |
106 | 422 | 58109.3529249701 | -57687.3529249701 |
107 | 2675 | 52702.2753352425 | -50027.2753352425 |
108 | 965 | 47983.6523611754 | -47018.6523611754 |
109 | 0 | 65244.2755239313 | -65244.2755239313 |
110 | 11 | 53658.6782150813 | -53647.6782150813 |
111 | 0 | 102427.463736015 | -102427.463736015 |
112 | 309560 | 104540.161380234 | 205019.838619766 |
113 | 414462 | 113205.275532767 | 301256.724467233 |
114 | 857217 | 112070.187211443 | 745146.812788557 |
115 | 697458 | 112779.549048522 | 584678.450951478 |
116 | 530670 | 113101.736122238 | 417568.263877762 |
117 | 238125 | 113330.803588147 | 124794.196411853 |
118 | 315380 | 113609.737606242 | 201770.262393758 |
119 | 12031 | 44080.1889997557 | -32049.1889997557 |
120 | 3718 | 65771.1130172597 | -62053.1130172597 |
121 | 1918 | 69947.2317816937 | -68029.2317816937 |
122 | 0 | 78765.269230359 | -78765.269230359 |
123 | 0 | 49594.3094825517 | -49594.3094825517 |
124 | 1 | 54420.9528922136 | -54419.9528922136 |
125 | 0 | 61639.4809139404 | -61639.4809139404 |
126 | 1 | 78041.7245743982 | -78040.7245743982 |
127 | 0 | 77891.9741403795 | -77891.9741403795 |
128 | 0 | 81447.2430629768 | -81447.2430629768 |
129 | 60720 | 28798.4002198358 | 31921.5997801642 |
130 | 312 | 45912.6583638626 | -45600.6583638626 |
131 | 346 | 100448.751787978 | -100102.751787978 |
132 | 0 | 77952.2719017498 | -77952.2719017498 |
133 | 0 | 52179.8820692381 | -52179.8820692381 |
134 | 1 | 54289.5189413885 | -54288.5189413885 |
135 | 226 | 81363.1022572601 | -81137.1022572601 |
136 | 58 | -21548.8513264301 | 21606.8513264301 |
137 | 0 | 59108.511725481 | -59108.511725481 |
138 | 60720 | 28695.7975546590 | 32024.2024453410 |
139 | 114 | 45512.2065918589 | -45398.2065918589 |
140 | 283 | 105960.228778117 | -105677.228778117 |
141 | 201 | 37584.0510530613 | -37383.0510530613 |
142 | 109 | 28042.8368811451 | -27933.8368811451 |
143 | 69 | 43093.5240500681 | -43024.5240500681 |
144 | 267 | 39111.6382232016 | -38844.6382232016 |
145 | 611 | 1130.08724944828 | -519.087249448276 |
146 | 0 | 51971.70167699 | -51971.70167699 |
147 | 6 | 53051.7210422687 | -53045.7210422687 |
148 | 1 | 102623.549036291 | -102622.549036291 |
149 | 13 | 100261.277435596 | -100248.277435596 |
150 | 14 | 100421.82669718 | -100407.82669718 |
151 | 0 | 103878.255590640 | -103878.255590640 |
152 | 314210 | 103908.257602728 | 210301.742397272 |
153 | 480382 | 112923.353288844 | 367458.646711156 |
154 | 315009 | 113119.485475907 | 201889.514524093 |
155 | 315380 | 113067.860322747 | 202312.139677253 |
156 | 10262 | 79257.1594576716 | -68995.1594576716 |
157 | 15254 | 76930.3511937737 | -61676.3511937737 |
158 | 0 | 77709.6647862342 | -77709.6647862342 |
159 | 163 | 3469.23119135861 | -3306.23119135861 |
160 | 1 | 53852.6801073651 | -53851.680107365 |
161 | 1 | 80512.69101292 | -80511.69101292 |
162 | 1 | 77815.6351366532 | -77814.6351366532 |
163 | 1 | 79534.9471173698 | -79533.9471173698 |
164 | 0 | 63027.0567330077 | -63027.0567330077 |
165 | 0 | 58735.0639308562 | -58735.0639308562 |
166 | 1 | 85634.0316660443 | -85633.0316660443 |
167 | 0 | 82346.1988730218 | -82346.1988730218 |
168 | 1 | 79687.2280206702 | -79686.2280206702 |
169 | 1 | 73120.2750342923 | -73119.2750342923 |
170 | 14 | 80809.3433919438 | -80795.3433919438 |
171 | 17 | 27141.9345711305 | -27124.9345711305 |
172 | 0 | 30896.2830095608 | -30896.2830095608 |
173 | 121920 | 27142.3130915314 | 94777.6869084686 |
174 | 103960 | 19769.3873534747 | 84190.6126465253 |
175 | 60720 | 40249.8184428702 | 20470.1815571298 |
176 | 213 | 45211.1344474707 | -44998.1344474707 |
177 | 306 | 38586.1241374556 | -38280.1241374556 |
178 | 172 | -6525.31893711015 | 6697.31893711015 |
179 | 402 | -4631.9833266047 | 5033.9833266047 |
180 | 4 | -8998.8561280966 | 9002.8561280966 |
181 | 156 | 39124.110241253 | -38968.110241253 |
182 | 3 | 556.034305980066 | -553.034305980066 |
183 | 529 | 37994.9243373012 | -37465.9243373012 |
184 | 0 | 50667.8821993167 | -50667.8821993167 |
185 | 5 | 52509.3544151479 | -52504.3544151479 |
186 | 19 | 101059.907924882 | -101040.907924882 |
187 | 0 | 101259.068136552 | -101259.068136552 |
188 | 308636 | 102872.159075214 | 205763.840924786 |
189 | 158492 | 112133.128589592 | 46358.8714104075 |
190 | 315380 | 112461.703325369 | 202918.296674631 |
191 | 0 | 77601.5747230808 | -77601.5747230808 |
192 | 446 | -8079.57425511485 | 8525.57425511485 |
193 | 0 | 53347.7364282786 | -53347.7364282786 |
194 | 27 | 80435.5430244547 | -80408.5430244547 |
195 | 0 | 29860.7987230577 | -29860.7987230577 |
196 | 88590 | 27317.2090549796 | 61272.7909450204 |
197 | 82903 | 21781.8418607361 | 61121.1581392639 |
198 | 60720 | 36951.7929904196 | 23768.2070095804 |
199 | 99 | 42669.9662313218 | -42570.9662313218 |
200 | 310 | 106042.803319187 | -105732.803319187 |
201 | 17 | 92509.553201055 | -92492.553201055 |
202 | 416 | 104687.498802380 | -104271.498802380 |
203 | 295 | 106577.3758093 | -106282.3758093 |
204 | 342 | 103006.334256614 | -102664.334256614 |
205 | 21 | 91684.3636346288 | -91663.3636346288 |
206 | 423 | 104406.963572481 | -103983.963572481 |
207 | 160 | 106714.548506078 | -106554.548506078 |
208 | 207 | 95437.8527379846 | -95230.8527379846 |
209 | 92 | 33483.8448118799 | -33391.8448118799 |
210 | 98 | 13821.7358953218 | -13723.7358953218 |
211 | 2613 | 38360.5657839942 | -35747.5657839942 |
212 | 337 | 38035.5856544909 | -37698.5856544909 |
213 | 341 | 6340.93014920164 | -5999.93014920164 |
214 | 154 | 5268.90474002298 | -5114.90474002298 |
215 | 36 | 4310.3444518111 | -4274.3444518111 |
216 | 192 | -24616.1121470850 | 24808.1121470850 |
217 | 7123 | 25.4353370854897 | 7097.56466291451 |
218 | 622 | -56178.584385422 | 56800.584385422 |
219 | 174 | 49664.9736408726 | -49490.9736408726 |
220 | 2220 | 15195.9962770200 | -12975.9962770200 |
221 | 121 | -66032.5410650532 | 66153.5410650532 |
222 | 11819 | 54515.7739212058 | -42696.7739212058 |
223 | 0 | 2033.32797639425 | -2033.32797639425 |
224 | 19 | 51897.3615181402 | -51878.3615181402 |
225 | 11 | 101509.369713471 | -101498.369713471 |
226 | 35 | 99742.1637302754 | -99707.1637302754 |
227 | 0 | 103623.364143014 | -103623.364143014 |
228 | 315380 | 102697.760793240 | 212682.239206760 |
229 | 29525 | 76535.1539349653 | -47010.1539349653 |
230 | 7523 | 63543.4824678477 | -56020.4824678477 |
231 | 11431 | 72351.0507593306 | -60920.0507593306 |
232 | 0 | 76978.7688114974 | -76978.7688114974 |
233 | 0 | 52597.4042636716 | -52597.4042636716 |
234 | -3 | 62713.5362674058 | -62716.5362674058 |
235 | -8 | 49059.9822526915 | -49067.9822526915 |
236 | 1 | 52673.2680937968 | -52672.2680937968 |
237 | 1 | 78438.160374161 | -78437.160374161 |
238 | 2 | 79712.9625644162 | -79710.9625644162 |
239 | 0 | 21864.3364112835 | -21864.3364112835 |
240 | 78780 | 26903.0905473527 | 51876.9094526473 |
241 | 60720 | 47829.5051847232 | 12890.4948152768 |
242 | 270 | 44134.1785582156 | -43864.1785582156 |
243 | 333 | 37537.3334552319 | -37204.3334552319 |
244 | 0 | -439.302457869988 | 439.302457869988 |
245 | 0 | 51558.9237658454 | -51558.9237658454 |
246 | 640273 | 101016.383935706 | 539256.616064294 |
247 | 345783 | 109797.048477211 | 235985.951522789 |
248 | 652925 | 111212.633618857 | 541712.366381143 |
249 | 439798 | 110227.118901664 | 329570.881098336 |
250 | 278990 | 111308.588459233 | 167681.411540767 |
251 | 339836 | 111135.584838296 | 228700.415161704 |
252 | 240897 | 111049.615659821 | 129847.384340179 |
253 | 315380 | 111465.959549914 | 203914.040450086 |
254 | 5714 | 77761.7005439832 | -72047.7005439832 |
255 | 0 | 76626.0216724187 | -76626.0216724187 |
256 | 0 | 46173.1709267453 | -46173.1709267453 |
257 | 0 | 44392.252861646 | -44392.252861646 |
258 | 1 | 52329.1655542394 | -52328.1655542394 |
259 | 61 | 79355.7082769467 | -79294.7082769467 |
260 | 3 | 28296.8991267528 | -28293.8991267528 |
261 | 97 | 21977.0170091848 | -21880.0170091848 |
262 | 27 | 2028.92416555279 | -2001.92416555279 |
263 | 1 | 30083.7814098911 | -30082.7814098911 |
264 | 14 | 17166.2650294767 | -17152.2650294767 |
265 | 13 | 28929.3736575919 | -28916.3736575919 |
266 | 7 | 34675.0974703849 | -34668.0974703849 |
267 | 5 | 40055.333091481 | -40050.333091481 |
268 | 24 | 25742.1338189501 | -25718.1338189501 |
269 | 0 | 28177.2236766189 | -28177.2236766189 |
270 | 63915 | 26521.7125537444 | 37393.2874462556 |
271 | 60719 | 49668.1909711433 | 11050.8090288567 |
272 | 59500 | 32436.286997008 | 27063.713002992 |
273 | 60720 | 40602.8031089261 | 20117.1968910739 |
274 | 56 | 42375.9799320116 | -42319.9799320116 |
275 | 18 | 101156.452848418 | -101138.452848418 |
276 | 431 | 105710.967943996 | -105279.967943996 |
277 | 250 | 106464.967718338 | -106214.967718338 |
278 | 164 | 35551.6214528943 | -35387.6214528943 |
279 | 405 | 36965.1802013986 | -36560.1802013986 |
280 | 176 | 9543.51901428056 | -9367.51901428056 |
281 | 236 | -3587.35088324531 | 3823.35088324531 |
282 | 142 | -29266.4336053468 | 29408.4336053468 |
283 | 18014 | -1028.16558521426 | 19042.1655852143 |
284 | 0 | -85829.0672577536 | 85829.0672577536 |
285 | 0 | 50928.8252495405 | -50928.8252495405 |
286 | 983660 | 97085.3794973247 | 886574.620502675 |
287 | 318574 | 110681.806380394 | 207892.193619606 |
288 | 310768 | 110317.533253556 | 200450.466746444 |
289 | 312887 | 110897.798807418 | 201989.201192582 |
290 | 312339 | 110857.456674661 | 201481.543325339 |
291 | 314964 | 110961.431273642 | 204002.568726358 |
292 | 379983 | 109780.967927722 | 270202.032072278 |
293 | 315380 | 110884.955186572 | 204495.044813428 |
294 | 0 | 76033.1142210735 | -76033.1142210735 |
295 | 0 | 48872.5957024012 | -48872.5957024012 |
296 | 1 | 51730.5863519941 | -51729.5863519941 |
297 | 0 | 79822.3298095513 | -79822.3298095513 |
298 | 1 | 77023.6468718039 | -77022.6468718039 |
299 | 1 | 70808.2186513786 | -70807.2186513786 |
300 | 1 | 77417.5102360337 | -77416.5102360337 |
301 | 0 | 87318.5611822435 | -87318.5611822435 |
302 | 1 | -240095.011724735 | 240096.011724735 |
303 | 0 | 79498.9525893153 | -79498.9525893153 |
304 | 2 | 78626.845926178 | -78624.845926178 |
305 | 8 | 40855.7819434219 | -40847.7819434219 |
306 | 12 | 22223.1014461641 | -22211.1014461641 |
307 | 66 | 22383.9627402394 | -22317.9627402394 |
308 | 0 | -9499.58598849898 | 9499.58598849898 |
309 | 114768 | 25798.2240822052 | 88969.7759177948 |
310 | 60720 | 37444.8871404561 | 23275.1128595439 |
311 | 96 | 37076.4365116033 | -36980.4365116033 |
312 | 1 | 9424.15187187718 | -9423.15187187718 |
313 | 414 | 76202.6674833389 | -75788.6674833389 |
314 | 388 | 102139.220669138 | -101751.220669138 |
315 | 409 | 102857.056235081 | -102448.056235081 |
316 | 184 | 104868.91111722 | -104684.91111722 |
317 | 39 | 36364.5575314054 | -36325.5575314054 |
318 | 101 | -92815.6273445056 | 92916.6273445056 |
319 | 256 | -792.209369932476 | 1048.20936993248 |
320 | 1585 | -1626.11641596541 | 3211.11641596541 |
321 | 16189 | 35469.8983635212 | -19280.8983635212 |
322 | 0 | 28958.8206018263 | -28958.8206018263 |
323 | 0 | 50332.7170988491 | -50332.7170988491 |
324 | 375195 | 99634.7877930642 | 275560.212206936 |
325 | 288985 | 110332.12750727 | 178652.87249273 |
326 | 315380 | 110290.834597996 | 205089.165402004 |
327 | 3004 | 58868.1784397724 | -55864.1784397724 |
328 | 0 | 75505.4997144782 | -75505.4997144782 |
329 | 0 | 49796.9150205058 | -49796.9150205058 |
330 | 0 | 46856.8357100846 | -46856.8357100846 |
331 | -58 | 86971.5183593274 | -87029.5183593274 |
332 | 1 | 51158.7377753197 | -51157.7377753197 |
333 | 1 | 78320.1558767539 | -78319.155876754 |
334 | 0 | 78195.6888285015 | -78195.6888285015 |
335 | 60798 | 25529.0793407618 | 35268.9206592382 |
336 | 60720 | 40593.0220898931 | 20126.9779101069 |
337 | 396 | 41852.7272620703 | -41456.7272620703 |
338 | 228 | 104093.791150671 | -103865.791150671 |
339 | 249 | 36013.6330746266 | -35764.6330746266 |
340 | 0 | -1954.68427651811 | 1954.68427651811 |
341 | 136 | 49784.579917358 | -49648.579917358 |
342 | 114 | 87834.2260976941 | -87720.226097694 |
343 | 15 | 81443.188913896 | -81428.188913896 |
344 | 11 | 104289.015784370 | -104278.015784370 |
345 | 12 | 100783.452922872 | -100771.452922872 |
346 | 8 | 94930.2843869229 | -94922.2843869229 |
347 | 122 | 99428.5119795813 | -99306.5119795813 |
348 | 113 | 107907.222729216 | -107794.222729216 |
349 | 6 | 100904.910771332 | -100898.910771332 |
350 | 0 | 98291.1901524818 | -98291.1901524818 |
351 | 215362 | 100055.977367733 | 115306.022632267 |
352 | 314073 | 109577.309638911 | 204495.690361089 |
353 | 298096 | 109838.753502649 | 188257.246497351 |
354 | 325176 | 109848.148858527 | 215327.851141473 |
355 | 207393 | 109126.235411498 | 98266.764588502 |
356 | 314806 | 109801.946435026 | 205004.053564974 |
357 | 341340 | 108333.519426538 | 233006.480573462 |
358 | 426280 | 109110.548128882 | 317169.451871118 |
359 | 929118 | 106550.266209220 | 822567.73379078 |
360 | 307322 | 109694.914866495 | 197627.085133505 |
361 | 315380 | 110055.009772176 | 205324.990227824 |
362 | 3024 | 67734.7510302215 | -64710.7510302215 |
363 | 18357 | 75522.5179679701 | -57165.5179679701 |
364 | 2353 | 75964.484038727 | -73611.484038727 |
365 | 8652 | 73319.9490557237 | -64667.9490557237 |
366 | 38611 | 74793.9148049147 | -36182.9148049147 |
367 | 9505 | 75263.9256278603 | -65758.9256278603 |
368 | 4108 | 70424.3150937017 | -66316.3150937017 |
369 | 0 | 74830.363700141 | -74830.363700141 |
370 | 0 | 50570.3366908334 | -50570.3366908334 |
371 | 0 | 77604.33791391 | -77604.33791391 |
372 | 60720 | 24970.0890986546 | 35749.9109013454 |
373 | 90 | 35072.0754055809 | -34982.0754055809 |
374 | 168 | 104123.891051111 | -103955.891051111 |
375 | 208 | 101307.826525832 | -101099.826525832 |
376 | 222 | 35424.7455122624 | -35202.7455122624 |
377 | 0 | -2543.95203268944 | 2543.95203268944 |
378 | 3 | 49431.7032815306 | -49428.7032815306 |
379 | 15 | 97900.9362439205 | -97885.9362439205 |
380 | 55 | 91006.8182115203 | -90951.8182115203 |
381 | 85 | 90177.2002734609 | -90092.2002734609 |
382 | 17 | 95671.1564724764 | -95654.1564724764 |
383 | 277 | 99701.4125456717 | -99424.4125456717 |
384 | 10 | 89126.6732676803 | -89116.6732676803 |
385 | 4 | 98422.4377629795 | -98418.4377629795 |
386 | 7 | 97223.2873515545 | -97216.2873515545 |
387 | 26 | 99472.4728602315 | -99446.4728602315 |
388 | 47 | 95707.4858527481 | -95660.4858527481 |
389 | 203 | 91631.0538866954 | -91428.0538866954 |
390 | 5 | 86881.1698030895 | -86876.1698030895 |
391 | 0 | 97801.574770726 | -97801.574770726 |
392 | 315380 | 100095.84884436 | 215284.15115564 |
393 | 10620 | 78228.4058187004 | -67608.4058187004 |
394 | 5669 | 72061.9053213598 | -66392.9053213598 |
395 | 10581 | 74522.396192864 | -63941.396192864 |
396 | 2533 | 34126.6090952229 | -31593.6090952229 |
397 | 827 | 73894.3868899417 | -73067.3868899417 |
398 | 57694 | 74345.8218336052 | -16651.8218336052 |
399 | 0 | 51162.917562566 | -51162.917562566 |
400 | 0 | 48723.9114554973 | -48723.9114554973 |
401 | 14 | 51981.0805543261 | -51967.0805543261 |
402 | 2854 | -219183.447027556 | 222037.447027556 |
403 | 0 | 50583.3759894606 | -50583.3759894606 |
404 | -10 | 51391.1810206905 | -51401.1810206905 |
405 | -28 | 94222.6278519589 | -94250.627851959 |
406 | 1 | 49956.9667505418 | -49955.9667505418 |
407 | 1 | 71635.2925638576 | -71634.2925638576 |
408 | 1 | 69398.4978283298 | -69397.4978283298 |
409 | 72 | 76987.763750467 | -76915.763750467 |
410 | 17 | 24543.6575449279 | -24526.6575449279 |
411 | 47 | 22759.8263174007 | -22712.8263174007 |
412 | 6 | -24054.10905635 | 24060.10905635 |
413 | 11 | 21742.5719640953 | -21731.5719640953 |
414 | 105 | 5113.62384684911 | -5008.62384684911 |
415 | 17 | 29480.7032377041 | -29463.7032377041 |
416 | 8 | 30566.4375805127 | -30558.4375805127 |
417 | 8 | 29624.5057485055 | -29616.5057485055 |
418 | 14 | 22291.1134823493 | -22277.1134823493 |
419 | 6 | 16657.0105616377 | -16651.0105616377 |
420 | 53 | 25794.1221003904 | -25741.1221003904 |
421 | 63 | 2133.54925252655 | -2070.54925252655 |
422 | 0 | -5380.29404650284 | 5380.29404650284 |
423 | 60720 | 23163.0358513490 | 37556.9641486510 |
424 | 61808 | 41706.4108159777 | 20101.5891840223 |
425 | 60438 | 45086.8905139189 | 15351.1094860811 |
426 | 58598 | 48311.1926105645 | 10286.8073894355 |
427 | 59781 | 43802.1907714537 | 15978.8092285463 |
428 | 60945 | 44495.7317003166 | 16449.2682996834 |
429 | 61124 | 43547.6081074318 | 17576.3918925682 |
430 | 60720 | 43772.4400204965 | 16947.5599795035 |
431 | 365 | 42007.0921715804 | -41642.0921715804 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
15 | 8.1603696494877e-12 | 1.63207392989754e-11 | 0.99999999999184 |
16 | 2.07001173694949e-15 | 4.14002347389899e-15 | 0.999999999999998 |
17 | 6.35233528526388e-19 | 1.27046705705278e-18 | 1 |
18 | 1.17117506071356e-22 | 2.34235012142712e-22 | 1 |
19 | 2.13899258811303e-26 | 4.27798517622607e-26 | 1 |
20 | 3.54024371705851e-30 | 7.08048743411702e-30 | 1 |
21 | 7.92681309948923e-34 | 1.58536261989785e-33 | 1 |
22 | 2.79073996956707e-37 | 5.58147993913414e-37 | 1 |
23 | 3.50442602852982e-20 | 7.00885205705964e-20 | 1 |
24 | 7.49815802853514e-21 | 1.49963160570703e-20 | 1 |
25 | 6.97471569632071e-14 | 1.39494313926414e-13 | 0.99999999999993 |
26 | 2.65254329378230e-13 | 5.30508658756459e-13 | 0.999999999999735 |
27 | 6.14648531082504e-14 | 1.22929706216501e-13 | 0.999999999999938 |
28 | 7.02409525082434e-15 | 1.40481905016487e-14 | 0.999999999999993 |
29 | 6.06805277210957e-16 | 1.21361055442191e-15 | 1 |
30 | 1.41561501133161e-16 | 2.83123002266322e-16 | 1 |
31 | 1.36076640137661e-17 | 2.72153280275323e-17 | 1 |
32 | 1.04172628035482e-13 | 2.08345256070965e-13 | 0.999999999999896 |
33 | 2.82745026672544e-14 | 5.65490053345089e-14 | 0.999999999999972 |
34 | 4.62297651344623e-15 | 9.24595302689247e-15 | 0.999999999999995 |
35 | 8.84032780656132e-16 | 1.76806556131226e-15 | 1 |
36 | 1.29919502517295e-16 | 2.5983900503459e-16 | 1 |
37 | 3.05014220559964e-17 | 6.10028441119928e-17 | 1 |
38 | 1.1654633051363e-17 | 2.3309266102726e-17 | 1 |
39 | 1.67705386047929e-18 | 3.35410772095858e-18 | 1 |
40 | 2.38507747691438e-19 | 4.77015495382876e-19 | 1 |
41 | 3.30068245199539e-20 | 6.60136490399077e-20 | 1 |
42 | 4.53056180384470e-21 | 9.06112360768941e-21 | 1 |
43 | 6.04963467486935e-22 | 1.20992693497387e-21 | 1 |
44 | 8.04849134157286e-23 | 1.60969826831457e-22 | 1 |
45 | 1.04848784792667e-23 | 2.09697569585334e-23 | 1 |
46 | 1.33628593583399e-24 | 2.67257187166798e-24 | 1 |
47 | 2.58859555597789e-25 | 5.17719111195577e-25 | 1 |
48 | 6.17126168082205e-26 | 1.23425233616441e-25 | 1 |
49 | 3.41169843305601e-26 | 6.82339686611201e-26 | 1 |
50 | 1.14897943607257e-25 | 2.29795887214515e-25 | 1 |
51 | 1.65146975582231e-26 | 3.30293951164462e-26 | 1 |
52 | 2.67600430119675e-27 | 5.35200860239351e-27 | 1 |
53 | 4.19385503277168e-28 | 8.38771006554337e-28 | 1 |
54 | 1.02875272959979e-28 | 2.05750545919958e-28 | 1 |
55 | 5.01561045571493e-29 | 1.00312209114299e-28 | 1 |
56 | 6.99792013619728e-30 | 1.39958402723946e-29 | 1 |
57 | 9.64448421812301e-31 | 1.92889684362460e-30 | 1 |
58 | 1.34336747087279e-31 | 2.68673494174559e-31 | 1 |
59 | 1.82898243474555e-32 | 3.6579648694911e-32 | 1 |
60 | 2.92835638943465e-33 | 5.8567127788693e-33 | 1 |
61 | 4.88702087551652e-21 | 9.77404175103304e-21 | 1 |
62 | 2.02932474192425e-15 | 4.05864948384849e-15 | 0.999999999999998 |
63 | 1.90871500130495e-15 | 3.8174300026099e-15 | 0.999999999999998 |
64 | 1.39158441426123e-13 | 2.78316882852245e-13 | 0.99999999999986 |
65 | 7.0979675005069e-14 | 1.41959350010138e-13 | 0.999999999999929 |
66 | 4.03368079393939e-13 | 8.06736158787878e-13 | 0.999999999999597 |
67 | 7.17822980648643e-13 | 1.43564596129729e-12 | 0.999999999999282 |
68 | 8.78934027360984e-13 | 1.75786805472197e-12 | 0.99999999999912 |
69 | 9.535780265729e-11 | 1.9071560531458e-10 | 0.999999999904642 |
70 | 9.52514379049844e-10 | 1.90502875809969e-09 | 0.999999999047486 |
71 | 9.43983826506659e-09 | 1.88796765301332e-08 | 0.999999990560162 |
72 | 7.36502909901252e-08 | 1.47300581980250e-07 | 0.999999926349709 |
73 | 6.91933537214261e-07 | 1.38386707442852e-06 | 0.999999308066463 |
74 | 9.06886668527784e-07 | 1.81377333705557e-06 | 0.999999093113331 |
75 | 7.81393087058527e-07 | 1.56278617411705e-06 | 0.999999218606913 |
76 | 5.93220286296272e-07 | 1.18644057259254e-06 | 0.999999406779714 |
77 | 5.15981596181444e-07 | 1.03196319236289e-06 | 0.999999484018404 |
78 | 6.12666398185789e-07 | 1.22533279637158e-06 | 0.999999387333602 |
79 | 5.29581129015916e-07 | 1.05916225803183e-06 | 0.99999947041887 |
80 | 4.35708520911468e-07 | 8.71417041822936e-07 | 0.999999564291479 |
81 | 3.25970866729260e-07 | 6.51941733458521e-07 | 0.999999674029133 |
82 | 2.74915371431553e-07 | 5.49830742863106e-07 | 0.999999725084629 |
83 | 1.60962096171059e-07 | 3.21924192342119e-07 | 0.999999839037904 |
84 | 2.02951468923418e-07 | 4.05902937846835e-07 | 0.999999797048531 |
85 | 2.38362488822154e-07 | 4.76724977644308e-07 | 0.99999976163751 |
86 | 2.99298295292305e-07 | 5.98596590584611e-07 | 0.999999700701705 |
87 | 2.39616903465972e-07 | 4.79233806931943e-07 | 0.999999760383097 |
88 | 1.83308553489261e-07 | 3.66617106978522e-07 | 0.999999816691447 |
89 | 1.38355538690573e-07 | 2.76711077381146e-07 | 0.999999861644461 |
90 | 1.16369271549282e-07 | 2.32738543098564e-07 | 0.999999883630728 |
91 | 1.01897407300851e-07 | 2.03794814601701e-07 | 0.999999898102593 |
92 | 6.86314462835691e-08 | 1.37262892567138e-07 | 0.999999931368554 |
93 | 4.61964192628995e-08 | 9.2392838525799e-08 | 0.99999995380358 |
94 | 3.15333103221241e-08 | 6.30666206442482e-08 | 0.99999996846669 |
95 | 1.81972364466e-08 | 3.63944728932e-08 | 0.999999981802764 |
96 | 1.04243723774565e-08 | 2.08487447549131e-08 | 0.999999989575628 |
97 | 5.99391500558993e-09 | 1.19878300111799e-08 | 0.999999994006085 |
98 | 3.63680760482167e-09 | 7.27361520964334e-09 | 0.999999996363192 |
99 | 2.04037016660334e-09 | 4.08074033320669e-09 | 0.99999999795963 |
100 | 1.13701445485586e-09 | 2.27402890971172e-09 | 0.999999998862986 |
101 | 6.2927274491334e-10 | 1.25854548982668e-09 | 0.999999999370727 |
102 | 3.48455382340586e-10 | 6.96910764681172e-10 | 0.999999999651545 |
103 | 3.27225475840646e-10 | 6.54450951681292e-10 | 0.999999999672775 |
104 | 1.80635983319086e-10 | 3.61271966638172e-10 | 0.999999999819364 |
105 | 1.71923636711575e-10 | 3.43847273423150e-10 | 0.999999999828076 |
106 | 1.15694151572510e-10 | 2.31388303145021e-10 | 0.999999999884306 |
107 | 7.33752565788599e-11 | 1.46750513157720e-10 | 0.999999999926625 |
108 | 4.55632069192643e-11 | 9.11264138385286e-11 | 0.999999999954437 |
109 | 2.93033172934503e-11 | 5.86066345869007e-11 | 0.999999999970697 |
110 | 1.80473168516412e-11 | 3.60946337032824e-11 | 0.999999999981953 |
111 | 1.16719476326522e-09 | 2.33438952653044e-09 | 0.999999998832805 |
112 | 1.11994591263987e-09 | 2.23989182527975e-09 | 0.999999998880054 |
113 | 9.66173173820518e-08 | 1.93234634764104e-07 | 0.999999903382683 |
114 | 0.0448569497534416 | 0.0897138995068833 | 0.955143050246558 |
115 | 0.437888246837748 | 0.875776493675496 | 0.562111753162252 |
116 | 0.668763559844521 | 0.662472880310957 | 0.331236440155479 |
117 | 0.648255020850456 | 0.703489958299088 | 0.351744979149544 |
118 | 0.655733366485935 | 0.68853326702813 | 0.344266633514065 |
119 | 0.665521834005632 | 0.668956331988736 | 0.334478165994368 |
120 | 0.66897064499437 | 0.662058710011259 | 0.331029355005630 |
121 | 0.669614627897991 | 0.660770744204019 | 0.330385372102009 |
122 | 0.670880316777696 | 0.658239366444608 | 0.329119683222304 |
123 | 0.657756561717156 | 0.684486876565689 | 0.342243438282844 |
124 | 0.644654567998183 | 0.710690864003635 | 0.355345432001817 |
125 | 0.621738429106133 | 0.756523141787735 | 0.378261570893868 |
126 | 0.600822383890833 | 0.798355232218335 | 0.399177616109167 |
127 | 0.578223336314427 | 0.843553327371146 | 0.421776663685573 |
128 | 0.556396039010607 | 0.887207921978786 | 0.443603960989393 |
129 | 0.526893329542604 | 0.946213340914793 | 0.473106670457396 |
130 | 0.515004914498098 | 0.969990171003803 | 0.484995085501902 |
131 | 0.521402707432048 | 0.957194585135905 | 0.478597292567952 |
132 | 0.514358872204766 | 0.971282255590468 | 0.485641127795234 |
133 | 0.494859429267274 | 0.98971885853455 | 0.505140570732726 |
134 | 0.475401502061571 | 0.950803004123143 | 0.524598497938429 |
135 | 0.452381293515591 | 0.904762587031182 | 0.547618706484409 |
136 | 0.423646207659305 | 0.84729241531861 | 0.576353792340695 |
137 | 0.405756049027534 | 0.811512098055068 | 0.594243950972466 |
138 | 0.37732353268256 | 0.75464706536512 | 0.62267646731744 |
139 | 0.357034932319942 | 0.714069864639884 | 0.642965067680058 |
140 | 0.357656041839629 | 0.715312083679258 | 0.642343958160371 |
141 | 0.337415597348236 | 0.674831194696471 | 0.662584402651764 |
142 | 0.315743515986887 | 0.631487031973774 | 0.684256484013113 |
143 | 0.296212397556339 | 0.592424795112678 | 0.703787602443661 |
144 | 0.27614235110464 | 0.55228470220928 | 0.72385764889536 |
145 | 0.251591670309896 | 0.503183340619793 | 0.748408329690104 |
146 | 0.235096559619052 | 0.470193119238105 | 0.764903440380948 |
147 | 0.219084197462214 | 0.438168394924428 | 0.780915802537786 |
148 | 0.250332291825816 | 0.500664583651632 | 0.749667708174184 |
149 | 0.258561187055312 | 0.517122374110623 | 0.741438812944688 |
150 | 0.261160476629555 | 0.522320953259109 | 0.738839523370445 |
151 | 0.259602443166531 | 0.519204886333061 | 0.740397556833469 |
152 | 0.291551695839374 | 0.583103391678747 | 0.708448304160626 |
153 | 0.470983682918109 | 0.941967365836218 | 0.529016317081891 |
154 | 0.499510095421888 | 0.999020190843776 | 0.500489904578112 |
155 | 0.526105611240011 | 0.947788777519978 | 0.473894388759989 |
156 | 0.510627212629334 | 0.978745574741332 | 0.489372787370666 |
157 | 0.492653378030396 | 0.98530675606079 | 0.507346621969604 |
158 | 0.477147125596511 | 0.954294251193023 | 0.522852874403489 |
159 | 0.448189930613628 | 0.896379861227256 | 0.551810069386372 |
160 | 0.426252901667613 | 0.852505803335226 | 0.573747098332387 |
161 | 0.404171811846415 | 0.808343623692831 | 0.595828188153585 |
162 | 0.382424725685333 | 0.764849451370666 | 0.617575274314667 |
163 | 0.361476641655953 | 0.722953283311905 | 0.638523358344047 |
164 | 0.339506377507135 | 0.679012755014271 | 0.660493622492865 |
165 | 0.320516219289767 | 0.641032438579534 | 0.679483780710233 |
166 | 0.304825705307271 | 0.609651410614541 | 0.69517429469273 |
167 | 0.288467891916219 | 0.576935783832438 | 0.711532108083781 |
168 | 0.271646094860329 | 0.543292189720659 | 0.72835390513967 |
169 | 0.254659760975228 | 0.509319521950457 | 0.745340239024772 |
170 | 0.239900311656133 | 0.479800623312266 | 0.760099688343867 |
171 | 0.219888643078247 | 0.439777286156494 | 0.780111356921753 |
172 | 0.201128952174965 | 0.40225790434993 | 0.798871047825035 |
173 | 0.190387431039875 | 0.380774862079751 | 0.809612568960125 |
174 | 0.180112490791867 | 0.360224981583733 | 0.819887509208133 |
175 | 0.161983746025025 | 0.32396749205005 | 0.838016253974975 |
176 | 0.149302167942451 | 0.298604335884903 | 0.850697832057549 |
177 | 0.135921629079520 | 0.271843258159041 | 0.86407837092048 |
178 | 0.120976752567873 | 0.241953505135745 | 0.879023247432127 |
179 | 0.107124284343471 | 0.214248568686942 | 0.892875715656529 |
180 | 0.0944744273589332 | 0.188948854717866 | 0.905525572641067 |
181 | 0.0859802023575144 | 0.171960404715029 | 0.914019797642486 |
182 | 0.0752982967766618 | 0.150596593553324 | 0.924701703223338 |
183 | 0.0672636528054787 | 0.134527305610957 | 0.932736347194521 |
184 | 0.0608304197394112 | 0.121660839478822 | 0.939169580260589 |
185 | 0.054975535805755 | 0.10995107161151 | 0.945024464194245 |
186 | 0.0553846861200955 | 0.110769372240191 | 0.944615313879904 |
187 | 0.054476308831519 | 0.108952617663038 | 0.945523691168481 |
188 | 0.0642353366109234 | 0.128470673221847 | 0.935764663389077 |
189 | 0.0561105499334497 | 0.112221099866899 | 0.94388945006655 |
190 | 0.0645307053185671 | 0.129061410637134 | 0.935469294681433 |
191 | 0.0594725608425228 | 0.118945121685046 | 0.940527439157477 |
192 | 0.0518042352102114 | 0.103608470420423 | 0.948195764789789 |
193 | 0.0467681427393988 | 0.0935362854787976 | 0.953231857260601 |
194 | 0.0427354420718189 | 0.0854708841436378 | 0.957264557928181 |
195 | 0.0372475875795196 | 0.0744951751590392 | 0.96275241242048 |
196 | 0.0326941631627397 | 0.0653883263254793 | 0.96730583683726 |
197 | 0.0289795792377834 | 0.0579591584755668 | 0.971020420762217 |
198 | 0.0246953287871089 | 0.0493906575742178 | 0.97530467121289 |
199 | 0.0217531526355966 | 0.0435063052711931 | 0.978246847364403 |
200 | 0.0223081020310807 | 0.0446162040621614 | 0.97769189796892 |
201 | 0.0212654299928359 | 0.0425308599856718 | 0.978734570007164 |
202 | 0.0209692020621462 | 0.0419384041242925 | 0.979030797937854 |
203 | 0.0207304030042616 | 0.0414608060085231 | 0.979269596995738 |
204 | 0.0202369214609689 | 0.0404738429219378 | 0.979763078539031 |
205 | 0.0182288425292129 | 0.0364576850584257 | 0.981771157470787 |
206 | 0.0179071311888332 | 0.0358142623776663 | 0.982092868811167 |
207 | 0.0176669292572875 | 0.0353338585145751 | 0.982333070742712 |
208 | 0.0168491892177753 | 0.0336983784355505 | 0.983150810782225 |
209 | 0.0142993389435670 | 0.0285986778871341 | 0.985700661056433 |
210 | 0.0119615116705414 | 0.0239230233410828 | 0.988038488329459 |
211 | 0.0100747656956393 | 0.0201495313912785 | 0.98992523430436 |
212 | 0.0084872955613634 | 0.0169745911227268 | 0.991512704438637 |
213 | 0.00703009472857893 | 0.0140601894571579 | 0.992969905271421 |
214 | 0.0057988606643392 | 0.0115977213286784 | 0.99420113933566 |
215 | 0.00476275701869623 | 0.00952551403739245 | 0.995237242981304 |
216 | 0.00393015631000644 | 0.00786031262001289 | 0.996069843689994 |
217 | 0.00319603607586795 | 0.00639207215173589 | 0.996803963924132 |
218 | 0.00274689884109773 | 0.00549379768219546 | 0.997253101158902 |
219 | 0.00234311937402869 | 0.00468623874805738 | 0.997656880625971 |
220 | 0.00189173565236888 | 0.00378347130473777 | 0.998108264347631 |
221 | 0.00166473570166243 | 0.00332947140332487 | 0.998335264298338 |
222 | 0.00139169261998508 | 0.00278338523997015 | 0.998608307380015 |
223 | 0.00110337855975595 | 0.0022067571195119 | 0.998896621440244 |
224 | 0.000931308847448938 | 0.00186261769489788 | 0.999068691152551 |
225 | 0.000942506878706794 | 0.00188501375741359 | 0.999057493121293 |
226 | 0.000933378134779084 | 0.00186675626955817 | 0.99906662186522 |
227 | 0.000933852188015793 | 0.00186770437603159 | 0.999066147811984 |
228 | 0.00131630796482166 | 0.00263261592964333 | 0.998683692035178 |
229 | 0.00106411118591429 | 0.00212822237182858 | 0.998935888814086 |
230 | 0.000866430637072826 | 0.00173286127414565 | 0.999133569362927 |
231 | 0.00070305697203484 | 0.00140611394406968 | 0.999296943027965 |
232 | 0.000583936632018003 | 0.00116787326403601 | 0.999416063367982 |
233 | 0.000505785895203514 | 0.00101157179040703 | 0.999494214104796 |
234 | 0.000453197655519055 | 0.000906395311038109 | 0.99954680234448 |
235 | 0.000398410321873919 | 0.000796820643747838 | 0.999601589678126 |
236 | 0.000354521098904465 | 0.00070904219780893 | 0.999645478901096 |
237 | 0.000335928832004155 | 0.00067185766400831 | 0.999664071167996 |
238 | 0.000323127373042437 | 0.000646254746084874 | 0.999676872626958 |
239 | 0.000256340900074102 | 0.000512681800148204 | 0.999743659099926 |
240 | 0.000202112508651589 | 0.000404225017303177 | 0.999797887491348 |
241 | 0.000156844733687851 | 0.000313689467375701 | 0.999843155266312 |
242 | 0.000126652412475445 | 0.000253304824950890 | 0.999873347587525 |
243 | 9.88852540229855e-05 | 0.000197770508045971 | 0.999901114745977 |
244 | 7.59977286194214e-05 | 0.000151995457238843 | 0.99992400227138 |
245 | 6.35337377946051e-05 | 0.000127067475589210 | 0.999936466262205 |
246 | 0.00317201339276479 | 0.00634402678552958 | 0.996827986607235 |
247 | 0.00466512094713415 | 0.00933024189426831 | 0.995334879052866 |
248 | 0.063889536035981 | 0.127779072071962 | 0.936110463964019 |
249 | 0.112485379644646 | 0.224970759289293 | 0.887514620355354 |
250 | 0.113712293428174 | 0.227424586856348 | 0.886287706571826 |
251 | 0.133069512082592 | 0.266139024165184 | 0.866930487917408 |
252 | 0.12629679659105 | 0.2525935931821 | 0.87370320340895 |
253 | 0.137436099510809 | 0.274872199021619 | 0.86256390048919 |
254 | 0.127377128668289 | 0.254754257336578 | 0.87262287133171 |
255 | 0.118021725566796 | 0.236043451133592 | 0.881978274433204 |
256 | 0.109365527845355 | 0.218731055690710 | 0.890634472154645 |
257 | 0.0994133426636613 | 0.198826685327323 | 0.900586657336339 |
258 | 0.093332384342475 | 0.18666476868495 | 0.906667615657525 |
259 | 0.0892608900261247 | 0.178521780052249 | 0.910739109973875 |
260 | 0.079592099513735 | 0.15918419902747 | 0.920407900486265 |
261 | 0.070225131223661 | 0.140450262447322 | 0.929774868776339 |
262 | 0.0611570520195497 | 0.122314104039099 | 0.93884294798045 |
263 | 0.0540762247338926 | 0.108152449467785 | 0.945923775266107 |
264 | 0.0470742721799761 | 0.0941485443599522 | 0.952925727820024 |
265 | 0.0413440918657170 | 0.0826881837314341 | 0.958655908134283 |
266 | 0.0365118273217368 | 0.0730236546434736 | 0.963488172678263 |
267 | 0.0324702686825072 | 0.0649405373650143 | 0.967529731317493 |
268 | 0.028285164830836 | 0.056570329661672 | 0.971714835169164 |
269 | 0.0247242392722123 | 0.0494484785444246 | 0.975275760727788 |
270 | 0.0209393476427866 | 0.0418786952855733 | 0.979060652357213 |
271 | 0.0176688365906145 | 0.035337673181229 | 0.982331163409386 |
272 | 0.0147703251499280 | 0.0295406502998561 | 0.985229674850072 |
273 | 0.0123142860217818 | 0.0246285720435637 | 0.987685713978218 |
274 | 0.0106161623025233 | 0.0212323246050466 | 0.989383837697477 |
275 | 0.0106333678324818 | 0.0212667356649635 | 0.989366632167518 |
276 | 0.0119333261553378 | 0.0238666523106755 | 0.988066673844662 |
277 | 0.0126577896725153 | 0.0253155793450306 | 0.987342210327485 |
278 | 0.0107315323424008 | 0.0214630646848017 | 0.9892684676576 |
279 | 0.00917539682745634 | 0.0183507936549127 | 0.990824603172544 |
280 | 0.00766696601888834 | 0.0153339320377767 | 0.992333033981112 |
281 | 0.0063196367530098 | 0.0126392735060196 | 0.99368036324699 |
282 | 0.005180316402421 | 0.010360632804842 | 0.99481968359758 |
283 | 0.00421521553436802 | 0.00843043106873604 | 0.995784784465632 |
284 | 0.00733600392142385 | 0.0146720078428477 | 0.992663996078576 |
285 | 0.00611067836521545 | 0.0122213567304309 | 0.993889321634785 |
286 | 0.79395720590773 | 0.412085588184541 | 0.206042794092271 |
287 | 0.80681619829076 | 0.386367603418481 | 0.193183801709240 |
288 | 0.81777499343414 | 0.364450013131721 | 0.182225006565860 |
289 | 0.828946701189305 | 0.342106597621390 | 0.171053298810695 |
290 | 0.841605645927062 | 0.316788708145876 | 0.158394354072938 |
291 | 0.855823326231414 | 0.288353347537172 | 0.144176673768586 |
292 | 0.901919411883228 | 0.196161176233545 | 0.0980805881167725 |
293 | 0.915217220979768 | 0.169565558040464 | 0.0847827790202322 |
294 | 0.906446999578718 | 0.187106000842563 | 0.0935530004212815 |
295 | 0.897779237284558 | 0.204441525430884 | 0.102220762715442 |
296 | 0.890747403109345 | 0.21850519378131 | 0.109252596890655 |
297 | 0.883293664579813 | 0.233412670840375 | 0.116706335420187 |
298 | 0.876708283644652 | 0.246583432710696 | 0.123291716355348 |
299 | 0.869930710867691 | 0.260138578264619 | 0.130069289132309 |
300 | 0.864254173715934 | 0.271491652568132 | 0.135745826284066 |
301 | 0.860980725246808 | 0.278038549506384 | 0.139019274753192 |
302 | 0.965772709086528 | 0.0684545818269438 | 0.0342272909134719 |
303 | 0.960683296213135 | 0.0786334075737291 | 0.0393167037868646 |
304 | 0.954795773176049 | 0.0904084536479021 | 0.0452042268239511 |
305 | 0.948851738576982 | 0.102296522846036 | 0.0511482614230182 |
306 | 0.941100605195917 | 0.117798789608166 | 0.0588993948040832 |
307 | 0.932727326781734 | 0.134545346436532 | 0.0672726732182659 |
308 | 0.921666288734201 | 0.156667422531597 | 0.0783337112657987 |
309 | 0.912535530632258 | 0.174928938735485 | 0.0874644693677424 |
310 | 0.8991120280397 | 0.201775943920600 | 0.100887971960300 |
311 | 0.884935927711173 | 0.230128144577655 | 0.115064072288827 |
312 | 0.87510628603275 | 0.249787427934499 | 0.124893713967250 |
313 | 0.872613319452483 | 0.254773361095035 | 0.127386680547517 |
314 | 0.877789979274352 | 0.244420041451295 | 0.122210020725648 |
315 | 0.88836593777648 | 0.223268124447039 | 0.111634062223520 |
316 | 0.906952040189695 | 0.18609591962061 | 0.093047959810305 |
317 | 0.894904343078052 | 0.210191313843896 | 0.105095656921948 |
318 | 0.906512608882246 | 0.186974782235508 | 0.093487391117754 |
319 | 0.892615306424318 | 0.214769387151364 | 0.107384693575682 |
320 | 0.87786948781382 | 0.244261024372359 | 0.122130512186180 |
321 | 0.861294951424629 | 0.277410097150743 | 0.138705048575371 |
322 | 0.843695187952745 | 0.312609624094509 | 0.156304812047255 |
323 | 0.823819489622488 | 0.352361020755024 | 0.176180510377512 |
324 | 0.889204655100562 | 0.221590689798876 | 0.110795344899438 |
325 | 0.885467597823202 | 0.229064804353595 | 0.114532402176798 |
326 | 0.889398773687896 | 0.221202452624209 | 0.110601226312104 |
327 | 0.875632181260588 | 0.248735637478824 | 0.124367818739412 |
328 | 0.860485961981937 | 0.279028076036126 | 0.139514038018063 |
329 | 0.857891216110878 | 0.284217567778244 | 0.142108783889122 |
330 | 0.85440982759448 | 0.291180344811039 | 0.145590172405519 |
331 | 0.871869403408443 | 0.256261193183114 | 0.128130596591557 |
332 | 0.883791195964573 | 0.232417608070854 | 0.116208804035427 |
333 | 0.870713081172509 | 0.258573837654982 | 0.129286918827491 |
334 | 0.858022970702501 | 0.283954058594998 | 0.141977029297499 |
335 | 0.839768772084519 | 0.320462455830963 | 0.160231227915481 |
336 | 0.821749988200766 | 0.356500023598468 | 0.178250011799234 |
337 | 0.80945164951404 | 0.381096700971922 | 0.190548350485961 |
338 | 0.851926622335826 | 0.296146755328349 | 0.148073377664174 |
339 | 0.839194093260092 | 0.321611813479816 | 0.160805906739908 |
340 | 0.816321763957188 | 0.367356472085625 | 0.183678236042812 |
341 | 0.793110809632285 | 0.413778380735431 | 0.206889190367715 |
342 | 0.790034804922402 | 0.419930390155197 | 0.209965195077599 |
343 | 0.796273813966341 | 0.407452372067317 | 0.203726186033659 |
344 | 0.8091862939777 | 0.3816274120446 | 0.1908137060223 |
345 | 0.822671990502287 | 0.354656018995426 | 0.177328009497713 |
346 | 0.832679639947593 | 0.334640720104814 | 0.167320360052407 |
347 | 0.84477335307951 | 0.310453293840981 | 0.155226646920490 |
348 | 0.855405980604664 | 0.289188038790673 | 0.144594019395336 |
349 | 0.868556017228363 | 0.262887965543274 | 0.131443982771637 |
350 | 0.88051683416039 | 0.238966331679220 | 0.119483165839610 |
351 | 0.865435375222728 | 0.269129249554544 | 0.134564624777272 |
352 | 0.854343268909136 | 0.291313462181728 | 0.145656731090864 |
353 | 0.839392900344997 | 0.321214199310006 | 0.160607099655003 |
354 | 0.828907408152761 | 0.342185183694478 | 0.171092591847239 |
355 | 0.810952650711169 | 0.378094698577663 | 0.189047349288831 |
356 | 0.795926511318656 | 0.408146977362687 | 0.204073488681344 |
357 | 0.794532011147782 | 0.410935977704436 | 0.205467988852218 |
358 | 0.843894846331505 | 0.31221030733699 | 0.156105153668495 |
359 | 0.99999999995805 | 8.38980945802218e-11 | 4.19490472901109e-11 |
360 | 0.99999999999963 | 7.38987899494074e-13 | 3.69493949747037e-13 |
361 | 1 | 2.86016758376354e-18 | 1.43008379188177e-18 |
362 | 1 | 8.65572621073116e-18 | 4.32786310536558e-18 |
363 | 1 | 2.5661807984166e-17 | 1.2830903992083e-17 |
364 | 1 | 7.57490819758993e-17 | 3.78745409879497e-17 |
365 | 1 | 2.25284705529945e-16 | 1.12642352764973e-16 |
366 | 1 | 5.41215075570288e-16 | 2.70607537785144e-16 |
367 | 1 | 1.58118938083416e-15 | 7.9059469041708e-16 |
368 | 0.999999999999998 | 4.60068422281152e-15 | 2.30034211140576e-15 |
369 | 0.999999999999993 | 1.31693557326646e-14 | 6.5846778663323e-15 |
370 | 0.999999999999981 | 3.7763035474985e-14 | 1.88815177374925e-14 |
371 | 0.999999999999947 | 1.05922912246442e-13 | 5.29614561232212e-14 |
372 | 0.999999999999954 | 9.21182826864337e-14 | 4.60591413432168e-14 |
373 | 0.999999999999866 | 2.6787590875552e-13 | 1.3393795437776e-13 |
374 | 0.99999999999963 | 7.38885844014718e-13 | 3.69442922007359e-13 |
375 | 0.99999999999899 | 2.01869748102756e-12 | 1.00934874051378e-12 |
376 | 0.999999999997163 | 5.67396273350473e-12 | 2.83698136675236e-12 |
377 | 0.999999999995957 | 8.08625106454608e-12 | 4.04312553227304e-12 |
378 | 0.999999999995893 | 8.21339257226618e-12 | 4.10669628613309e-12 |
379 | 0.99999999999061 | 1.87812941254137e-11 | 9.39064706270686e-12 |
380 | 0.999999999974804 | 5.0391512732085e-11 | 2.51957563660425e-11 |
381 | 0.999999999934598 | 1.30804822064456e-10 | 6.54024110322280e-11 |
382 | 0.999999999859102 | 2.81795733151135e-10 | 1.40897866575567e-10 |
383 | 0.999999999663377 | 6.73246340343422e-10 | 3.36623170171711e-10 |
384 | 0.99999999954116 | 9.17681711021308e-10 | 4.58840855510654e-10 |
385 | 0.999999998806913 | 2.38617451971952e-09 | 1.19308725985976e-09 |
386 | 0.999999998092743 | 3.81451443663942e-09 | 1.90725721831971e-09 |
387 | 0.999999996264605 | 7.47079040418604e-09 | 3.73539520209302e-09 |
388 | 0.999999996589012 | 6.8219756403164e-09 | 3.4109878201582e-09 |
389 | 0.999999998951855 | 2.09629065447822e-09 | 1.04814532723911e-09 |
390 | 0.999999999999763 | 4.74496670865694e-13 | 2.37248335432847e-13 |
391 | 1 | 1.66571705278838e-17 | 8.3285852639419e-18 |
392 | 1 | 2.85002698169299e-22 | 1.42501349084649e-22 |
393 | 1 | 1.83680712635691e-21 | 9.18403563178455e-22 |
394 | 1 | 1.40156688691996e-20 | 7.0078344345998e-21 |
395 | 1 | 1.21437802948208e-19 | 6.07189014741041e-20 |
396 | 1 | 1.17648999732829e-18 | 5.88244998664145e-19 |
397 | 1 | 1.34133498738152e-18 | 6.70667493690761e-19 |
398 | 1 | 7.2158576353554e-21 | 3.6079288176777e-21 |
399 | 1 | 4.51387167497089e-27 | 2.25693583748545e-27 |
400 | 1 | 1.36992337246196e-25 | 6.84961686230978e-26 |
401 | 1 | 3.4753119683561e-24 | 1.73765598417805e-24 |
402 | 1 | 9.90703235163227e-23 | 4.95351617581613e-23 |
403 | 1 | 2.61817756189142e-21 | 1.30908878094571e-21 |
404 | 1 | 4.11377574378064e-20 | 2.05688787189032e-20 |
405 | 1 | 1.23754764785196e-18 | 6.18773823925978e-19 |
406 | 1 | 3.22008384513139e-17 | 1.61004192256570e-17 |
407 | 1 | 7.60181562143376e-16 | 3.80090781071688e-16 |
408 | 0.999999999999995 | 1.02989521558041e-14 | 5.14947607790203e-15 |
409 | 0.9999999999999 | 1.98905958449261e-13 | 9.94529792246305e-14 |
410 | 0.999999999997168 | 5.66458883415186e-12 | 2.83229441707593e-12 |
411 | 0.999999999924097 | 1.51806226300605e-10 | 7.59031131503023e-11 |
412 | 0.999999998260158 | 3.47968307102797e-09 | 1.73984153551398e-09 |
413 | 0.999999981203351 | 3.75932972839931e-08 | 1.87966486419966e-08 |
414 | 0.999999724519195 | 5.50961609470386e-07 | 2.75480804735193e-07 |
415 | 0.999992657635496 | 1.46847290082893e-05 | 7.34236450414467e-06 |
416 | 0.99993406123389 | 0.000131877532218445 | 6.59387661092227e-05 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 191 | 0.475124378109453 | NOK |
5% type I error level | 224 | 0.557213930348259 | NOK |
10% type I error level | 238 | 0.592039800995025 | NOK |