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
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)115876.86777039415618.2553597.419300
Rank-0.1967910647688740.071301-2.760.0060340.003017
group0.00883614982164460.0603190.14650.8836040.441802
Costs-0.2708625585452230.06387-4.24082.7e-051.4e-05
Trades-0.1392371331158060.040859-3.40780.0007180.000359
Orders-0.07543605535328180.029027-2.59880.0096850.004843
Dividends-0.3418070120105890.076533-4.46611e-055e-06
Wealth-0.1223732312720380.041417-2.95460.0033070.001653
WRank-0.2125360897504110.054432-3.90460.000115.5e-05
`Profit/Trades`-0.07036821331424470.026708-2.63480.0087320.004366
`Profit/Cost`-0.004793915936314270.019732-0.24290.8081630.404082
t-15.891967978587653.40236-0.29760.7661640.383082


Multiple Linear Regression - Regression Statistics
Multiple R0.363825191842531
R-squared0.132368770219255
Adjusted R-squared0.109590862038853
F-TEST (value)5.81127859375373
F-TEST (DF numerator)11
F-TEST (DF denominator)419
p-value8.79713768497936e-09
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation128914.789735116
Sum Squared Residuals6963370642216.22


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1054995.3445273777-54995.3445273777
23921237.1704271369-21198.1704271369
3054361.8008520723-54361.8008520723
4041340.2881268703-41340.2881268703
530531416.0697385782-31111.0697385782
6-958095.5190680774-58104.5190680774
7-158645.531610534-58646.531610534
8055433.4298764532-55433.4298764532
9050809.4838842251-50809.4838842251
10056952.1125662733-56952.1125662733
113331921.8324807562-31888.8324807562
123228032.4675878407-28000.4675878407
13156248.8062904308-56247.8062904308
14180418.2117551791-80417.2117551791
15182187.8743297468-82186.8743297468
16183456.4056768652-83455.4056768652
17182174.397141702-82173.397141702
18182302.6722459649-82301.6722459649
19181616.2292392083-81615.2292392083
20181432.2314023345-81431.2314023345
213583179.4596558027-83144.4596558027
22034671.7689111159-34671.7689111159
2312117330145.803987424491027.1960125756
245753028299.045584473729230.9544155263
256204135610.351154263626430.6488457364
266072046959.388226689413760.6117733106
2713699648544.555824684688451.4441753154
286072030312.726492673930407.2735073261
2911545620.1796550427-45505.1796550427
30387105968.793336408-105581.793336408
31219108988.901920017-108769.901920017
3243037517.9399011762-37087.9399011762
33288-14754.717788037315042.7177880373
342226710.5698491453-26688.5698491453
351841915.4319069036-41897.4319069036
361245840796.2576020225-28338.2576020225
373250213.0440337195-50181.0440337195
3829-203705.991807107203734.991807107
394212993.7730133385-12951.7730133385
4084410029.9914935254-9185.99149352544
4124228128.8021560709-27886.8021560709
4212319231.0798477007-19108.0798477007
4318440714.4922446457-40530.4922446457
444017623.59330980641-7222.59330980641
453711380.38656393885-1009.38656393885
462032718.33062326244-2515.33062326244
47368950987.4885821997-47298.4885821997
4856732545.2292487221-31978.2292487221
492766427491.3536764948172.646323505171
5016862484.74723157612-798.747231576123
51116443699.3696596906-42535.3696596906
521582460521.6633475101-44697.6633475101
53657514051.1303930229-7476.13039302294
5437597-77236.8602888879114833.860288888
55314-34745.605748947835059.6057489478
56193246666.1558153907-44734.1558153907
57569259893.0256725882-54201.0256725882
58047008.0188275387-47008.0188275387
59054520.8562799439-54520.8562799439
60364839104280.066431302260558.933568698
61230621114477.920964874116143.079035126
62315877114502.7897554201374.2102446
63125390112988.24948978312401.7505102167
64314882114459.195882190200422.804117810
65370837112802.415722361258034.584277639
66330068114374.711048617215693.288951383
67324385114183.450755006210201.549244994
68315380114714.525236685200665.474763315
69114091696.68543477369712.3145652264
70111579190.7075564648-78075.7075564648
7113337-209102.632699500222439.632699500
72079793.1109792119-79793.1109792119
73048398.5437031699-48398.5437031699
74054175.1783557951-54175.1783557951
75052006.0262942358-52006.0262942358
76054572.9907826869-54572.9907826869
7723875040.0244625713-74802.0244625713
783040-126427.873289370129467.873289370
79051078.5558226043-51078.5558226043
80155177.4680416861-55176.4680416861
813782236.2986768097-82199.2986768097
82019104.9264677979-19104.9264677979
836072029574.357311109631145.6426888904
8430846641.5511858394-46333.5511858394
85296105501.266105793-105205.266105793
8635797392.6094658601-97035.6094658601
87110106962.574797885-106852.574797885
88245105666.244889735-105421.244889735
8946944795.1787782459-44326.1787782459
9034-147349.797788609147383.797788609
91-3575287.769488629-75322.769488629
9246337502.8568873603-37039.8568873603
9395435276.7983487529-34322.7983487529
9422639909.2806181362-39683.2806181362
952761079.23314361230-803.233143612305
96383-648.6261705817441031.62617058174
979315074.4671323019-14981.4671323019
98302-45706.591355142246008.5913551422
99385-3888.647981975314273.64798197531
100225-597.00003142142822.00003142142
101275-10901.478920026511176.4789200265
102180731811.0300250274016261.9699749726
1031866108238.004884997-106372.004884997
1044263452648.5271767049-10014.5271767049
105249-159094.675873069159343.675873069
10642258109.3529249701-57687.3529249701
107267552702.2753352425-50027.2753352425
10896547983.6523611754-47018.6523611754
109065244.2755239313-65244.2755239313
1101153658.6782150813-53647.6782150813
1110102427.463736015-102427.463736015
112309560104540.161380234205019.838619766
113414462113205.275532767301256.724467233
114857217112070.187211443745146.812788557
115697458112779.549048522584678.450951478
116530670113101.736122238417568.263877762
117238125113330.803588147124794.196411853
118315380113609.737606242201770.262393758
1191203144080.1889997557-32049.1889997557
120371865771.1130172597-62053.1130172597
121191869947.2317816937-68029.2317816937
122078765.269230359-78765.269230359
123049594.3094825517-49594.3094825517
124154420.9528922136-54419.9528922136
125061639.4809139404-61639.4809139404
126178041.7245743982-78040.7245743982
127077891.9741403795-77891.9741403795
128081447.2430629768-81447.2430629768
1296072028798.400219835831921.5997801642
13031245912.6583638626-45600.6583638626
131346100448.751787978-100102.751787978
132077952.2719017498-77952.2719017498
133052179.8820692381-52179.8820692381
134154289.5189413885-54288.5189413885
13522681363.1022572601-81137.1022572601
13658-21548.851326430121606.8513264301
137059108.511725481-59108.511725481
1386072028695.797554659032024.2024453410
13911445512.2065918589-45398.2065918589
140283105960.228778117-105677.228778117
14120137584.0510530613-37383.0510530613
14210928042.8368811451-27933.8368811451
1436943093.5240500681-43024.5240500681
14426739111.6382232016-38844.6382232016
1456111130.08724944828-519.087249448276
146051971.70167699-51971.70167699
147653051.7210422687-53045.7210422687
1481102623.549036291-102622.549036291
14913100261.277435596-100248.277435596
15014100421.82669718-100407.82669718
1510103878.255590640-103878.255590640
152314210103908.257602728210301.742397272
153480382112923.353288844367458.646711156
154315009113119.485475907201889.514524093
155315380113067.860322747202312.139677253
1561026279257.1594576716-68995.1594576716
1571525476930.3511937737-61676.3511937737
158077709.6647862342-77709.6647862342
1591633469.23119135861-3306.23119135861
160153852.6801073651-53851.680107365
161180512.69101292-80511.69101292
162177815.6351366532-77814.6351366532
163179534.9471173698-79533.9471173698
164063027.0567330077-63027.0567330077
165058735.0639308562-58735.0639308562
166185634.0316660443-85633.0316660443
167082346.1988730218-82346.1988730218
168179687.2280206702-79686.2280206702
169173120.2750342923-73119.2750342923
1701480809.3433919438-80795.3433919438
1711727141.9345711305-27124.9345711305
172030896.2830095608-30896.2830095608
17312192027142.313091531494777.6869084686
17410396019769.387353474784190.6126465253
1756072040249.818442870220470.1815571298
17621345211.1344474707-44998.1344474707
17730638586.1241374556-38280.1241374556
178172-6525.318937110156697.31893711015
179402-4631.98332660475033.9833266047
1804-8998.85612809669002.8561280966
18115639124.110241253-38968.110241253
1823556.034305980066-553.034305980066
18352937994.9243373012-37465.9243373012
184050667.8821993167-50667.8821993167
185552509.3544151479-52504.3544151479
18619101059.907924882-101040.907924882
1870101259.068136552-101259.068136552
188308636102872.159075214205763.840924786
189158492112133.12858959246358.8714104075
190315380112461.703325369202918.296674631
191077601.5747230808-77601.5747230808
192446-8079.574255114858525.57425511485
193053347.7364282786-53347.7364282786
1942780435.5430244547-80408.5430244547
195029860.7987230577-29860.7987230577
1968859027317.209054979661272.7909450204
1978290321781.841860736161121.1581392639
1986072036951.792990419623768.2070095804
1999942669.9662313218-42570.9662313218
200310106042.803319187-105732.803319187
2011792509.553201055-92492.553201055
202416104687.498802380-104271.498802380
203295106577.3758093-106282.3758093
204342103006.334256614-102664.334256614
2052191684.3636346288-91663.3636346288
206423104406.963572481-103983.963572481
207160106714.548506078-106554.548506078
20820795437.8527379846-95230.8527379846
2099233483.8448118799-33391.8448118799
2109813821.7358953218-13723.7358953218
211261338360.5657839942-35747.5657839942
21233738035.5856544909-37698.5856544909
2133416340.93014920164-5999.93014920164
2141545268.90474002298-5114.90474002298
215364310.3444518111-4274.3444518111
216192-24616.112147085024808.1121470850
217712325.43533708548977097.56466291451
218622-56178.58438542256800.584385422
21917449664.9736408726-49490.9736408726
220222015195.9962770200-12975.9962770200
221121-66032.541065053266153.5410650532
2221181954515.7739212058-42696.7739212058
22302033.32797639425-2033.32797639425
2241951897.3615181402-51878.3615181402
22511101509.369713471-101498.369713471
2263599742.1637302754-99707.1637302754
2270103623.364143014-103623.364143014
228315380102697.760793240212682.239206760
2292952576535.1539349653-47010.1539349653
230752363543.4824678477-56020.4824678477
2311143172351.0507593306-60920.0507593306
232076978.7688114974-76978.7688114974
233052597.4042636716-52597.4042636716
234-362713.5362674058-62716.5362674058
235-849059.9822526915-49067.9822526915
236152673.2680937968-52672.2680937968
237178438.160374161-78437.160374161
238279712.9625644162-79710.9625644162
239021864.3364112835-21864.3364112835
2407878026903.090547352751876.9094526473
2416072047829.505184723212890.4948152768
24227044134.1785582156-43864.1785582156
24333337537.3334552319-37204.3334552319
2440-439.302457869988439.302457869988
245051558.9237658454-51558.9237658454
246640273101016.383935706539256.616064294
247345783109797.048477211235985.951522789
248652925111212.633618857541712.366381143
249439798110227.118901664329570.881098336
250278990111308.588459233167681.411540767
251339836111135.584838296228700.415161704
252240897111049.615659821129847.384340179
253315380111465.959549914203914.040450086
254571477761.7005439832-72047.7005439832
255076626.0216724187-76626.0216724187
256046173.1709267453-46173.1709267453
257044392.252861646-44392.252861646
258152329.1655542394-52328.1655542394
2596179355.7082769467-79294.7082769467
260328296.8991267528-28293.8991267528
2619721977.0170091848-21880.0170091848
262272028.92416555279-2001.92416555279
263130083.7814098911-30082.7814098911
2641417166.2650294767-17152.2650294767
2651328929.3736575919-28916.3736575919
266734675.0974703849-34668.0974703849
267540055.333091481-40050.333091481
2682425742.1338189501-25718.1338189501
269028177.2236766189-28177.2236766189
2706391526521.712553744437393.2874462556
2716071949668.190971143311050.8090288567
2725950032436.28699700827063.713002992
2736072040602.803108926120117.1968910739
2745642375.9799320116-42319.9799320116
27518101156.452848418-101138.452848418
276431105710.967943996-105279.967943996
277250106464.967718338-106214.967718338
27816435551.6214528943-35387.6214528943
27940536965.1802013986-36560.1802013986
2801769543.51901428056-9367.51901428056
281236-3587.350883245313823.35088324531
282142-29266.433605346829408.4336053468
28318014-1028.1655852142619042.1655852143
2840-85829.067257753685829.0672577536
285050928.8252495405-50928.8252495405
28698366097085.3794973247886574.620502675
287318574110681.806380394207892.193619606
288310768110317.533253556200450.466746444
289312887110897.798807418201989.201192582
290312339110857.456674661201481.543325339
291314964110961.431273642204002.568726358
292379983109780.967927722270202.032072278
293315380110884.955186572204495.044813428
294076033.1142210735-76033.1142210735
295048872.5957024012-48872.5957024012
296151730.5863519941-51729.5863519941
297079822.3298095513-79822.3298095513
298177023.6468718039-77022.6468718039
299170808.2186513786-70807.2186513786
300177417.5102360337-77416.5102360337
301087318.5611822435-87318.5611822435
3021-240095.011724735240096.011724735
303079498.9525893153-79498.9525893153
304278626.845926178-78624.845926178
305840855.7819434219-40847.7819434219
3061222223.1014461641-22211.1014461641
3076622383.9627402394-22317.9627402394
3080-9499.585988498989499.58598849898
30911476825798.224082205288969.7759177948
3106072037444.887140456123275.1128595439
3119637076.4365116033-36980.4365116033
31219424.15187187718-9423.15187187718
31341476202.6674833389-75788.6674833389
314388102139.220669138-101751.220669138
315409102857.056235081-102448.056235081
316184104868.91111722-104684.91111722
3173936364.5575314054-36325.5575314054
318101-92815.627344505692916.6273445056
319256-792.2093699324761048.20936993248
3201585-1626.116415965413211.11641596541
3211618935469.8983635212-19280.8983635212
322028958.8206018263-28958.8206018263
323050332.7170988491-50332.7170988491
32437519599634.7877930642275560.212206936
325288985110332.12750727178652.87249273
326315380110290.834597996205089.165402004
327300458868.1784397724-55864.1784397724
328075505.4997144782-75505.4997144782
329049796.9150205058-49796.9150205058
330046856.8357100846-46856.8357100846
331-5886971.5183593274-87029.5183593274
332151158.7377753197-51157.7377753197
333178320.1558767539-78319.155876754
334078195.6888285015-78195.6888285015
3356079825529.079340761835268.9206592382
3366072040593.022089893120126.9779101069
33739641852.7272620703-41456.7272620703
338228104093.791150671-103865.791150671
33924936013.6330746266-35764.6330746266
3400-1954.684276518111954.68427651811
34113649784.579917358-49648.579917358
34211487834.2260976941-87720.226097694
3431581443.188913896-81428.188913896
34411104289.015784370-104278.015784370
34512100783.452922872-100771.452922872
346894930.2843869229-94922.2843869229
34712299428.5119795813-99306.5119795813
348113107907.222729216-107794.222729216
3496100904.910771332-100898.910771332
350098291.1901524818-98291.1901524818
351215362100055.977367733115306.022632267
352314073109577.309638911204495.690361089
353298096109838.753502649188257.246497351
354325176109848.148858527215327.851141473
355207393109126.23541149898266.764588502
356314806109801.946435026205004.053564974
357341340108333.519426538233006.480573462
358426280109110.548128882317169.451871118
359929118106550.266209220822567.73379078
360307322109694.914866495197627.085133505
361315380110055.009772176205324.990227824
362302467734.7510302215-64710.7510302215
3631835775522.5179679701-57165.5179679701
364235375964.484038727-73611.484038727
365865273319.9490557237-64667.9490557237
3663861174793.9148049147-36182.9148049147
367950575263.9256278603-65758.9256278603
368410870424.3150937017-66316.3150937017
369074830.363700141-74830.363700141
370050570.3366908334-50570.3366908334
371077604.33791391-77604.33791391
3726072024970.089098654635749.9109013454
3739035072.0754055809-34982.0754055809
374168104123.891051111-103955.891051111
375208101307.826525832-101099.826525832
37622235424.7455122624-35202.7455122624
3770-2543.952032689442543.95203268944
378349431.7032815306-49428.7032815306
3791597900.9362439205-97885.9362439205
3805591006.8182115203-90951.8182115203
3818590177.2002734609-90092.2002734609
3821795671.1564724764-95654.1564724764
38327799701.4125456717-99424.4125456717
3841089126.6732676803-89116.6732676803
385498422.4377629795-98418.4377629795
386797223.2873515545-97216.2873515545
3872699472.4728602315-99446.4728602315
3884795707.4858527481-95660.4858527481
38920391631.0538866954-91428.0538866954
390586881.1698030895-86876.1698030895
391097801.574770726-97801.574770726
392315380100095.84884436215284.15115564
3931062078228.4058187004-67608.4058187004
394566972061.9053213598-66392.9053213598
3951058174522.396192864-63941.396192864
396253334126.6090952229-31593.6090952229
39782773894.3868899417-73067.3868899417
3985769474345.8218336052-16651.8218336052
399051162.917562566-51162.917562566
400048723.9114554973-48723.9114554973
4011451981.0805543261-51967.0805543261
4022854-219183.447027556222037.447027556
403050583.3759894606-50583.3759894606
404-1051391.1810206905-51401.1810206905
405-2894222.6278519589-94250.627851959
406149956.9667505418-49955.9667505418
407171635.2925638576-71634.2925638576
408169398.4978283298-69397.4978283298
4097276987.763750467-76915.763750467
4101724543.6575449279-24526.6575449279
4114722759.8263174007-22712.8263174007
4126-24054.1090563524060.10905635
4131121742.5719640953-21731.5719640953
4141055113.62384684911-5008.62384684911
4151729480.7032377041-29463.7032377041
416830566.4375805127-30558.4375805127
417829624.5057485055-29616.5057485055
4181422291.1134823493-22277.1134823493
419616657.0105616377-16651.0105616377
4205325794.1221003904-25741.1221003904
421632133.54925252655-2070.54925252655
4220-5380.294046502845380.29404650284
4236072023163.035851349037556.9641486510
4246180841706.410815977720101.5891840223
4256043845086.890513918915351.1094860811
4265859848311.192610564510286.8073894355
4275978143802.190771453715978.8092285463
4286094544495.731700316616449.2682996834
4296112443547.608107431817576.3918925682
4306072043772.440020496516947.5599795035
43136542007.0921715804-41642.0921715804


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
158.1603696494877e-121.63207392989754e-110.99999999999184
162.07001173694949e-154.14002347389899e-150.999999999999998
176.35233528526388e-191.27046705705278e-181
181.17117506071356e-222.34235012142712e-221
192.13899258811303e-264.27798517622607e-261
203.54024371705851e-307.08048743411702e-301
217.92681309948923e-341.58536261989785e-331
222.79073996956707e-375.58147993913414e-371
233.50442602852982e-207.00885205705964e-201
247.49815802853514e-211.49963160570703e-201
256.97471569632071e-141.39494313926414e-130.99999999999993
262.65254329378230e-135.30508658756459e-130.999999999999735
276.14648531082504e-141.22929706216501e-130.999999999999938
287.02409525082434e-151.40481905016487e-140.999999999999993
296.06805277210957e-161.21361055442191e-151
301.41561501133161e-162.83123002266322e-161
311.36076640137661e-172.72153280275323e-171
321.04172628035482e-132.08345256070965e-130.999999999999896
332.82745026672544e-145.65490053345089e-140.999999999999972
344.62297651344623e-159.24595302689247e-150.999999999999995
358.84032780656132e-161.76806556131226e-151
361.29919502517295e-162.5983900503459e-161
373.05014220559964e-176.10028441119928e-171
381.1654633051363e-172.3309266102726e-171
391.67705386047929e-183.35410772095858e-181
402.38507747691438e-194.77015495382876e-191
413.30068245199539e-206.60136490399077e-201
424.53056180384470e-219.06112360768941e-211
436.04963467486935e-221.20992693497387e-211
448.04849134157286e-231.60969826831457e-221
451.04848784792667e-232.09697569585334e-231
461.33628593583399e-242.67257187166798e-241
472.58859555597789e-255.17719111195577e-251
486.17126168082205e-261.23425233616441e-251
493.41169843305601e-266.82339686611201e-261
501.14897943607257e-252.29795887214515e-251
511.65146975582231e-263.30293951164462e-261
522.67600430119675e-275.35200860239351e-271
534.19385503277168e-288.38771006554337e-281
541.02875272959979e-282.05750545919958e-281
555.01561045571493e-291.00312209114299e-281
566.99792013619728e-301.39958402723946e-291
579.64448421812301e-311.92889684362460e-301
581.34336747087279e-312.68673494174559e-311
591.82898243474555e-323.6579648694911e-321
602.92835638943465e-335.8567127788693e-331
614.88702087551652e-219.77404175103304e-211
622.02932474192425e-154.05864948384849e-150.999999999999998
631.90871500130495e-153.8174300026099e-150.999999999999998
641.39158441426123e-132.78316882852245e-130.99999999999986
657.0979675005069e-141.41959350010138e-130.999999999999929
664.03368079393939e-138.06736158787878e-130.999999999999597
677.17822980648643e-131.43564596129729e-120.999999999999282
688.78934027360984e-131.75786805472197e-120.99999999999912
699.535780265729e-111.9071560531458e-100.999999999904642
709.52514379049844e-101.90502875809969e-090.999999999047486
719.43983826506659e-091.88796765301332e-080.999999990560162
727.36502909901252e-081.47300581980250e-070.999999926349709
736.91933537214261e-071.38386707442852e-060.999999308066463
749.06886668527784e-071.81377333705557e-060.999999093113331
757.81393087058527e-071.56278617411705e-060.999999218606913
765.93220286296272e-071.18644057259254e-060.999999406779714
775.15981596181444e-071.03196319236289e-060.999999484018404
786.12666398185789e-071.22533279637158e-060.999999387333602
795.29581129015916e-071.05916225803183e-060.99999947041887
804.35708520911468e-078.71417041822936e-070.999999564291479
813.25970866729260e-076.51941733458521e-070.999999674029133
822.74915371431553e-075.49830742863106e-070.999999725084629
831.60962096171059e-073.21924192342119e-070.999999839037904
842.02951468923418e-074.05902937846835e-070.999999797048531
852.38362488822154e-074.76724977644308e-070.99999976163751
862.99298295292305e-075.98596590584611e-070.999999700701705
872.39616903465972e-074.79233806931943e-070.999999760383097
881.83308553489261e-073.66617106978522e-070.999999816691447
891.38355538690573e-072.76711077381146e-070.999999861644461
901.16369271549282e-072.32738543098564e-070.999999883630728
911.01897407300851e-072.03794814601701e-070.999999898102593
926.86314462835691e-081.37262892567138e-070.999999931368554
934.61964192628995e-089.2392838525799e-080.99999995380358
943.15333103221241e-086.30666206442482e-080.99999996846669
951.81972364466e-083.63944728932e-080.999999981802764
961.04243723774565e-082.08487447549131e-080.999999989575628
975.99391500558993e-091.19878300111799e-080.999999994006085
983.63680760482167e-097.27361520964334e-090.999999996363192
992.04037016660334e-094.08074033320669e-090.99999999795963
1001.13701445485586e-092.27402890971172e-090.999999998862986
1016.2927274491334e-101.25854548982668e-090.999999999370727
1023.48455382340586e-106.96910764681172e-100.999999999651545
1033.27225475840646e-106.54450951681292e-100.999999999672775
1041.80635983319086e-103.61271966638172e-100.999999999819364
1051.71923636711575e-103.43847273423150e-100.999999999828076
1061.15694151572510e-102.31388303145021e-100.999999999884306
1077.33752565788599e-111.46750513157720e-100.999999999926625
1084.55632069192643e-119.11264138385286e-110.999999999954437
1092.93033172934503e-115.86066345869007e-110.999999999970697
1101.80473168516412e-113.60946337032824e-110.999999999981953
1111.16719476326522e-092.33438952653044e-090.999999998832805
1121.11994591263987e-092.23989182527975e-090.999999998880054
1139.66173173820518e-081.93234634764104e-070.999999903382683
1140.04485694975344160.08971389950688330.955143050246558
1150.4378882468377480.8757764936754960.562111753162252
1160.6687635598445210.6624728803109570.331236440155479
1170.6482550208504560.7034899582990880.351744979149544
1180.6557333664859350.688533267028130.344266633514065
1190.6655218340056320.6689563319887360.334478165994368
1200.668970644994370.6620587100112590.331029355005630
1210.6696146278979910.6607707442040190.330385372102009
1220.6708803167776960.6582393664446080.329119683222304
1230.6577565617171560.6844868765656890.342243438282844
1240.6446545679981830.7106908640036350.355345432001817
1250.6217384291061330.7565231417877350.378261570893868
1260.6008223838908330.7983552322183350.399177616109167
1270.5782233363144270.8435533273711460.421776663685573
1280.5563960390106070.8872079219787860.443603960989393
1290.5268933295426040.9462133409147930.473106670457396
1300.5150049144980980.9699901710038030.484995085501902
1310.5214027074320480.9571945851359050.478597292567952
1320.5143588722047660.9712822555904680.485641127795234
1330.4948594292672740.989718858534550.505140570732726
1340.4754015020615710.9508030041231430.524598497938429
1350.4523812935155910.9047625870311820.547618706484409
1360.4236462076593050.847292415318610.576353792340695
1370.4057560490275340.8115120980550680.594243950972466
1380.377323532682560.754647065365120.62267646731744
1390.3570349323199420.7140698646398840.642965067680058
1400.3576560418396290.7153120836792580.642343958160371
1410.3374155973482360.6748311946964710.662584402651764
1420.3157435159868870.6314870319737740.684256484013113
1430.2962123975563390.5924247951126780.703787602443661
1440.276142351104640.552284702209280.72385764889536
1450.2515916703098960.5031833406197930.748408329690104
1460.2350965596190520.4701931192381050.764903440380948
1470.2190841974622140.4381683949244280.780915802537786
1480.2503322918258160.5006645836516320.749667708174184
1490.2585611870553120.5171223741106230.741438812944688
1500.2611604766295550.5223209532591090.738839523370445
1510.2596024431665310.5192048863330610.740397556833469
1520.2915516958393740.5831033916787470.708448304160626
1530.4709836829181090.9419673658362180.529016317081891
1540.4995100954218880.9990201908437760.500489904578112
1550.5261056112400110.9477887775199780.473894388759989
1560.5106272126293340.9787455747413320.489372787370666
1570.4926533780303960.985306756060790.507346621969604
1580.4771471255965110.9542942511930230.522852874403489
1590.4481899306136280.8963798612272560.551810069386372
1600.4262529016676130.8525058033352260.573747098332387
1610.4041718118464150.8083436236928310.595828188153585
1620.3824247256853330.7648494513706660.617575274314667
1630.3614766416559530.7229532833119050.638523358344047
1640.3395063775071350.6790127550142710.660493622492865
1650.3205162192897670.6410324385795340.679483780710233
1660.3048257053072710.6096514106145410.69517429469273
1670.2884678919162190.5769357838324380.711532108083781
1680.2716460948603290.5432921897206590.72835390513967
1690.2546597609752280.5093195219504570.745340239024772
1700.2399003116561330.4798006233122660.760099688343867
1710.2198886430782470.4397772861564940.780111356921753
1720.2011289521749650.402257904349930.798871047825035
1730.1903874310398750.3807748620797510.809612568960125
1740.1801124907918670.3602249815837330.819887509208133
1750.1619837460250250.323967492050050.838016253974975
1760.1493021679424510.2986043358849030.850697832057549
1770.1359216290795200.2718432581590410.86407837092048
1780.1209767525678730.2419535051357450.879023247432127
1790.1071242843434710.2142485686869420.892875715656529
1800.09447442735893320.1889488547178660.905525572641067
1810.08598020235751440.1719604047150290.914019797642486
1820.07529829677666180.1505965935533240.924701703223338
1830.06726365280547870.1345273056109570.932736347194521
1840.06083041973941120.1216608394788220.939169580260589
1850.0549755358057550.109951071611510.945024464194245
1860.05538468612009550.1107693722401910.944615313879904
1870.0544763088315190.1089526176630380.945523691168481
1880.06423533661092340.1284706732218470.935764663389077
1890.05611054993344970.1122210998668990.94388945006655
1900.06453070531856710.1290614106371340.935469294681433
1910.05947256084252280.1189451216850460.940527439157477
1920.05180423521021140.1036084704204230.948195764789789
1930.04676814273939880.09353628547879760.953231857260601
1940.04273544207181890.08547088414363780.957264557928181
1950.03724758757951960.07449517515903920.96275241242048
1960.03269416316273970.06538832632547930.96730583683726
1970.02897957923778340.05795915847556680.971020420762217
1980.02469532878710890.04939065757421780.97530467121289
1990.02175315263559660.04350630527119310.978246847364403
2000.02230810203108070.04461620406216140.97769189796892
2010.02126542999283590.04253085998567180.978734570007164
2020.02096920206214620.04193840412429250.979030797937854
2030.02073040300426160.04146080600852310.979269596995738
2040.02023692146096890.04047384292193780.979763078539031
2050.01822884252921290.03645768505842570.981771157470787
2060.01790713118883320.03581426237766630.982092868811167
2070.01766692925728750.03533385851457510.982333070742712
2080.01684918921777530.03369837843555050.983150810782225
2090.01429933894356700.02859867788713410.985700661056433
2100.01196151167054140.02392302334108280.988038488329459
2110.01007476569563930.02014953139127850.98992523430436
2120.00848729556136340.01697459112272680.991512704438637
2130.007030094728578930.01406018945715790.992969905271421
2140.00579886066433920.01159772132867840.99420113933566
2150.004762757018696230.009525514037392450.995237242981304
2160.003930156310006440.007860312620012890.996069843689994
2170.003196036075867950.006392072151735890.996803963924132
2180.002746898841097730.005493797682195460.997253101158902
2190.002343119374028690.004686238748057380.997656880625971
2200.001891735652368880.003783471304737770.998108264347631
2210.001664735701662430.003329471403324870.998335264298338
2220.001391692619985080.002783385239970150.998608307380015
2230.001103378559755950.00220675711951190.998896621440244
2240.0009313088474489380.001862617694897880.999068691152551
2250.0009425068787067940.001885013757413590.999057493121293
2260.0009333781347790840.001866756269558170.99906662186522
2270.0009338521880157930.001867704376031590.999066147811984
2280.001316307964821660.002632615929643330.998683692035178
2290.001064111185914290.002128222371828580.998935888814086
2300.0008664306370728260.001732861274145650.999133569362927
2310.000703056972034840.001406113944069680.999296943027965
2320.0005839366320180030.001167873264036010.999416063367982
2330.0005057858952035140.001011571790407030.999494214104796
2340.0004531976555190550.0009063953110381090.99954680234448
2350.0003984103218739190.0007968206437478380.999601589678126
2360.0003545210989044650.000709042197808930.999645478901096
2370.0003359288320041550.000671857664008310.999664071167996
2380.0003231273730424370.0006462547460848740.999676872626958
2390.0002563409000741020.0005126818001482040.999743659099926
2400.0002021125086515890.0004042250173031770.999797887491348
2410.0001568447336878510.0003136894673757010.999843155266312
2420.0001266524124754450.0002533048249508900.999873347587525
2439.88852540229855e-050.0001977705080459710.999901114745977
2447.59977286194214e-050.0001519954572388430.99992400227138
2456.35337377946051e-050.0001270674755892100.999936466262205
2460.003172013392764790.006344026785529580.996827986607235
2470.004665120947134150.009330241894268310.995334879052866
2480.0638895360359810.1277790720719620.936110463964019
2490.1124853796446460.2249707592892930.887514620355354
2500.1137122934281740.2274245868563480.886287706571826
2510.1330695120825920.2661390241651840.866930487917408
2520.126296796591050.25259359318210.87370320340895
2530.1374360995108090.2748721990216190.86256390048919
2540.1273771286682890.2547542573365780.87262287133171
2550.1180217255667960.2360434511335920.881978274433204
2560.1093655278453550.2187310556907100.890634472154645
2570.09941334266366130.1988266853273230.900586657336339
2580.0933323843424750.186664768684950.906667615657525
2590.08926089002612470.1785217800522490.910739109973875
2600.0795920995137350.159184199027470.920407900486265
2610.0702251312236610.1404502624473220.929774868776339
2620.06115705201954970.1223141040390990.93884294798045
2630.05407622473389260.1081524494677850.945923775266107
2640.04707427217997610.09414854435995220.952925727820024
2650.04134409186571700.08268818373143410.958655908134283
2660.03651182732173680.07302365464347360.963488172678263
2670.03247026868250720.06494053736501430.967529731317493
2680.0282851648308360.0565703296616720.971714835169164
2690.02472423927221230.04944847854442460.975275760727788
2700.02093934764278660.04187869528557330.979060652357213
2710.01766883659061450.0353376731812290.982331163409386
2720.01477032514992800.02954065029985610.985229674850072
2730.01231428602178180.02462857204356370.987685713978218
2740.01061616230252330.02123232460504660.989383837697477
2750.01063336783248180.02126673566496350.989366632167518
2760.01193332615533780.02386665231067550.988066673844662
2770.01265778967251530.02531557934503060.987342210327485
2780.01073153234240080.02146306468480170.9892684676576
2790.009175396827456340.01835079365491270.990824603172544
2800.007666966018888340.01533393203777670.992333033981112
2810.00631963675300980.01263927350601960.99368036324699
2820.0051803164024210.0103606328048420.99481968359758
2830.004215215534368020.008430431068736040.995784784465632
2840.007336003921423850.01467200784284770.992663996078576
2850.006110678365215450.01222135673043090.993889321634785
2860.793957205907730.4120855881845410.206042794092271
2870.806816198290760.3863676034184810.193183801709240
2880.817774993434140.3644500131317210.182225006565860
2890.8289467011893050.3421065976213900.171053298810695
2900.8416056459270620.3167887081458760.158394354072938
2910.8558233262314140.2883533475371720.144176673768586
2920.9019194118832280.1961611762335450.0980805881167725
2930.9152172209797680.1695655580404640.0847827790202322
2940.9064469995787180.1871060008425630.0935530004212815
2950.8977792372845580.2044415254308840.102220762715442
2960.8907474031093450.218505193781310.109252596890655
2970.8832936645798130.2334126708403750.116706335420187
2980.8767082836446520.2465834327106960.123291716355348
2990.8699307108676910.2601385782646190.130069289132309
3000.8642541737159340.2714916525681320.135745826284066
3010.8609807252468080.2780385495063840.139019274753192
3020.9657727090865280.06845458182694380.0342272909134719
3030.9606832962131350.07863340757372910.0393167037868646
3040.9547957731760490.09040845364790210.0452042268239511
3050.9488517385769820.1022965228460360.0511482614230182
3060.9411006051959170.1177987896081660.0588993948040832
3070.9327273267817340.1345453464365320.0672726732182659
3080.9216662887342010.1566674225315970.0783337112657987
3090.9125355306322580.1749289387354850.0874644693677424
3100.89911202803970.2017759439206000.100887971960300
3110.8849359277111730.2301281445776550.115064072288827
3120.875106286032750.2497874279344990.124893713967250
3130.8726133194524830.2547733610950350.127386680547517
3140.8777899792743520.2444200414512950.122210020725648
3150.888365937776480.2232681244470390.111634062223520
3160.9069520401896950.186095919620610.093047959810305
3170.8949043430780520.2101913138438960.105095656921948
3180.9065126088822460.1869747822355080.093487391117754
3190.8926153064243180.2147693871513640.107384693575682
3200.877869487813820.2442610243723590.122130512186180
3210.8612949514246290.2774100971507430.138705048575371
3220.8436951879527450.3126096240945090.156304812047255
3230.8238194896224880.3523610207550240.176180510377512
3240.8892046551005620.2215906897988760.110795344899438
3250.8854675978232020.2290648043535950.114532402176798
3260.8893987736878960.2212024526242090.110601226312104
3270.8756321812605880.2487356374788240.124367818739412
3280.8604859619819370.2790280760361260.139514038018063
3290.8578912161108780.2842175677782440.142108783889122
3300.854409827594480.2911803448110390.145590172405519
3310.8718694034084430.2562611931831140.128130596591557
3320.8837911959645730.2324176080708540.116208804035427
3330.8707130811725090.2585738376549820.129286918827491
3340.8580229707025010.2839540585949980.141977029297499
3350.8397687720845190.3204624558309630.160231227915481
3360.8217499882007660.3565000235984680.178250011799234
3370.809451649514040.3810967009719220.190548350485961
3380.8519266223358260.2961467553283490.148073377664174
3390.8391940932600920.3216118134798160.160805906739908
3400.8163217639571880.3673564720856250.183678236042812
3410.7931108096322850.4137783807354310.206889190367715
3420.7900348049224020.4199303901551970.209965195077599
3430.7962738139663410.4074523720673170.203726186033659
3440.80918629397770.38162741204460.1908137060223
3450.8226719905022870.3546560189954260.177328009497713
3460.8326796399475930.3346407201048140.167320360052407
3470.844773353079510.3104532938409810.155226646920490
3480.8554059806046640.2891880387906730.144594019395336
3490.8685560172283630.2628879655432740.131443982771637
3500.880516834160390.2389663316792200.119483165839610
3510.8654353752227280.2691292495545440.134564624777272
3520.8543432689091360.2913134621817280.145656731090864
3530.8393929003449970.3212141993100060.160607099655003
3540.8289074081527610.3421851836944780.171092591847239
3550.8109526507111690.3780946985776630.189047349288831
3560.7959265113186560.4081469773626870.204073488681344
3570.7945320111477820.4109359777044360.205467988852218
3580.8438948463315050.312210307336990.156105153668495
3590.999999999958058.38980945802218e-114.19490472901109e-11
3600.999999999999637.38987899494074e-133.69493949747037e-13
36112.86016758376354e-181.43008379188177e-18
36218.65572621073116e-184.32786310536558e-18
36312.5661807984166e-171.2830903992083e-17
36417.57490819758993e-173.78745409879497e-17
36512.25284705529945e-161.12642352764973e-16
36615.41215075570288e-162.70607537785144e-16
36711.58118938083416e-157.9059469041708e-16
3680.9999999999999984.60068422281152e-152.30034211140576e-15
3690.9999999999999931.31693557326646e-146.5846778663323e-15
3700.9999999999999813.7763035474985e-141.88815177374925e-14
3710.9999999999999471.05922912246442e-135.29614561232212e-14
3720.9999999999999549.21182826864337e-144.60591413432168e-14
3730.9999999999998662.6787590875552e-131.3393795437776e-13
3740.999999999999637.38885844014718e-133.69442922007359e-13
3750.999999999998992.01869748102756e-121.00934874051378e-12
3760.9999999999971635.67396273350473e-122.83698136675236e-12
3770.9999999999959578.08625106454608e-124.04312553227304e-12
3780.9999999999958938.21339257226618e-124.10669628613309e-12
3790.999999999990611.87812941254137e-119.39064706270686e-12
3800.9999999999748045.0391512732085e-112.51957563660425e-11
3810.9999999999345981.30804822064456e-106.54024110322280e-11
3820.9999999998591022.81795733151135e-101.40897866575567e-10
3830.9999999996633776.73246340343422e-103.36623170171711e-10
3840.999999999541169.17681711021308e-104.58840855510654e-10
3850.9999999988069132.38617451971952e-091.19308725985976e-09
3860.9999999980927433.81451443663942e-091.90725721831971e-09
3870.9999999962646057.47079040418604e-093.73539520209302e-09
3880.9999999965890126.8219756403164e-093.4109878201582e-09
3890.9999999989518552.09629065447822e-091.04814532723911e-09
3900.9999999999997634.74496670865694e-132.37248335432847e-13
39111.66571705278838e-178.3285852639419e-18
39212.85002698169299e-221.42501349084649e-22
39311.83680712635691e-219.18403563178455e-22
39411.40156688691996e-207.0078344345998e-21
39511.21437802948208e-196.07189014741041e-20
39611.17648999732829e-185.88244998664145e-19
39711.34133498738152e-186.70667493690761e-19
39817.2158576353554e-213.6079288176777e-21
39914.51387167497089e-272.25693583748545e-27
40011.36992337246196e-256.84961686230978e-26
40113.4753119683561e-241.73765598417805e-24
40219.90703235163227e-234.95351617581613e-23
40312.61817756189142e-211.30908878094571e-21
40414.11377574378064e-202.05688787189032e-20
40511.23754764785196e-186.18773823925978e-19
40613.22008384513139e-171.61004192256570e-17
40717.60181562143376e-163.80090781071688e-16
4080.9999999999999951.02989521558041e-145.14947607790203e-15
4090.99999999999991.98905958449261e-139.94529792246305e-14
4100.9999999999971685.66458883415186e-122.83229441707593e-12
4110.9999999999240971.51806226300605e-107.59031131503023e-11
4120.9999999982601583.47968307102797e-091.73984153551398e-09
4130.9999999812033513.75932972839931e-081.87966486419966e-08
4140.9999997245191955.50961609470386e-072.75480804735193e-07
4150.9999926576354961.46847290082893e-057.34236450414467e-06
4160.999934061233890.0001318775322184456.59387661092227e-05


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level1910.475124378109453NOK
5% type I error level2240.557213930348259NOK
10% type I error level2380.592039800995025NOK