Multiple Linear Regression - Estimated Regression Equation |
CCScore [t] = + 60019.6603271018 + 0.00809446600599193Rank[t] -0.0439900757638617group[t] -0.0129786525268384Costs[t] -0.108011699109833Trades[t] -0.101256190436436Dividends[t] -0.0340716239793206Wealth[t] -0.128781548334873WRank[t] -0.221094507310106`Profit/Trades`[t] -0.0189223049288562`Profit/Cost`[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) | 60019.6603271018 | 9177.508547 | 6.5399 | 0 | 0 |
Rank | 0.00809446600599193 | 0.040947 | 0.1977 | 0.843391 | 0.421696 |
group | -0.0439900757638617 | 0.047663 | -0.9229 | 0.356568 | 0.178284 |
Costs | -0.0129786525268384 | 0.015728 | -0.8252 | 0.409734 | 0.204867 |
Trades | -0.108011699109833 | 0.042637 | -2.5333 | 0.011663 | 0.005831 |
Dividends | -0.101256190436436 | 0.036089 | -2.8057 | 0.005253 | 0.002627 |
Wealth | -0.0340716239793206 | 0.020266 | -1.6812 | 0.093456 | 0.046728 |
WRank | -0.128781548334873 | 0.042713 | -3.015 | 0.002725 | 0.001363 |
`Profit/Trades` | -0.221094507310106 | 0.084799 | -2.6073 | 0.009451 | 0.004725 |
`Profit/Cost` | -0.0189223049288562 | 0.021713 | -0.8715 | 0.38399 | 0.191995 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.247537176524676 |
R-squared | 0.0612746537618086 |
Adjusted R-squared | 0.0412068910156238 |
F-TEST (value) | 3.05338739234688 |
F-TEST (DF numerator) | 9 |
F-TEST (DF denominator) | 421 |
p-value | 0.00148630772671066 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 103319.79996662 |
Sum Squared Residuals | 4494167028424.93 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | 41397.8553238988 | -41397.8553238988 |
2 | 39 | 32191.4220552047 | -32152.4220552047 |
3 | 0 | 38574.2593941697 | -38574.2593941697 |
4 | 0 | 35499.1693461769 | -35499.1693461769 |
5 | 305 | 35938.1640415601 | -35633.1640415601 |
6 | -9 | 42575.1151091794 | -42584.1151091794 |
7 | -1 | 41456.3519384379 | -41457.3519384379 |
8 | 0 | 39906.3724209728 | -39906.3724209728 |
9 | 0 | 39535.552708787 | -39535.552708787 |
10 | 0 | 39804.7985611683 | -39804.7985611683 |
11 | 33 | 35456.0345098915 | -35423.0345098915 |
12 | 32 | 34534.0260544088 | -34502.0260544088 |
13 | 1 | 43097.6810457855 | -43096.6810457855 |
14 | 1 | 22326.9782575084 | -22325.9782575084 |
15 | 1 | 25361.5391152730 | -25360.5391152730 |
16 | 1 | 26100.0436703887 | -26099.0436703887 |
17 | 1 | 24478.9497139146 | -24477.9497139146 |
18 | 1 | 24162.4291952230 | -24161.4291952230 |
19 | 1 | 24317.2721227499 | -24316.2721227499 |
20 | 1 | 24631.9103425533 | -24630.9103425533 |
21 | 35 | 25108.3063131626 | -25073.3063131626 |
22 | 0 | 46895.8571640183 | -46895.8571640183 |
23 | 438493 | 44090.2265516671 | 394402.773448333 |
24 | 378049 | 58648.2234845876 | 319400.776515412 |
25 | 313332 | 57934.3471488782 | 255397.652851122 |
26 | 319864 | 57539.9459243566 | 262324.054075643 |
27 | 430866 | 56010.6880353399 | 374855.31196466 |
28 | 315380 | 58794.5048163096 | 256585.495183690 |
29 | 5106 | -24536.2034299124 | 29642.2034299124 |
30 | 2999 | -12334.7862814392 | 15333.7862814392 |
31 | 0 | -17534.7135642072 | 17534.7135642072 |
32 | 0 | 40778.3247403238 | -40778.3247403238 |
33 | 58 | 26769.9272522635 | -26711.9272522635 |
34 | 37 | 38725.0403362886 | -38688.0403362886 |
35 | 9 | 40936.7061894102 | -40927.7061894102 |
36 | 0 | 38616.3657004504 | -38616.3657004504 |
37 | -31 | 44391.3348926156 | -44422.3348926156 |
38 | 2865 | -1876.88688744488 | 4741.88688744488 |
39 | 0 | 33977.6405312230 | -33977.6405312230 |
40 | 14 | 27599.55738659 | -27585.55738659 |
41 | 0 | 40204.0621415683 | -40204.0621415683 |
42 | 32 | 33516.6160784916 | -33484.6160784916 |
43 | 0 | 43098.7807004715 | -43098.7807004715 |
44 | 1 | 26821.5412211669 | -26820.5412211669 |
45 | 1 | 25486.468125884 | -25485.4681258840 |
46 | 9 | 25111.0322733683 | -25102.0322733683 |
47 | 25 | 45451.7626032560 | -45426.7626032560 |
48 | 11 | 43449.0353062586 | -43438.0353062586 |
49 | 282 | 41476.483656143 | -41194.483656143 |
50 | 40 | 31451.7608939836 | -31411.7608939836 |
51 | 17 | 43838.2345137379 | -43821.2345137379 |
52 | 64 | 47860.0147322001 | -47796.0147322001 |
53 | 159 | 33980.5695078829 | -33821.5695078829 |
54 | 248 | 12771.2703433266 | -12523.2703433266 |
55 | 5 | 16250.3886474313 | -16245.3886474313 |
56 | 36 | 44053.9995648282 | -44017.9995648282 |
57 | 72 | 49340.463084928 | -49268.463084928 |
58 | 0 | 44542.6045388114 | -44542.6045388114 |
59 | 315380 | 45452.6297746549 | 269927.370225345 |
60 | 2198 | -37653.3626572818 | 39851.3626572818 |
61 | 222 | 6092.60226267177 | -5870.60226267177 |
62 | 115877 | -17683.0519779036 | 133560.051977904 |
63 | -1243 | 24321.8562408812 | -25564.8562408812 |
64 | 38294 | -17432.1570389326 | 55726.1570389326 |
65 | 787 | -49572.6932372932 | 50359.6932372932 |
66 | 13007 | -22244.2689299223 | 35251.2689299223 |
67 | 31096 | -21299.9735416016 | 52395.9735416016 |
68 | 0 | -17537.9444420529 | 17537.9444420529 |
69 | 1974 | 3244.74573866969 | -1270.74573866969 |
70 | -129 | 42910.2534673984 | -43039.2534673984 |
71 | 28328 | -98855.6252283493 | 127183.625228349 |
72 | 0 | 43097.923975757 | -43097.923975757 |
73 | 1 | 20962.1968597959 | -20961.1968597959 |
74 | 0 | 23403.0542437688 | -23403.0542437688 |
75 | 1 | 22131.6152142277 | -22130.6152142277 |
76 | 1 | 24717.8934543073 | -24716.8934543073 |
77 | 0 | 36983.8072213701 | -36983.8072213701 |
78 | 1 | -103105.875855746 | 103106.875855746 |
79 | 1 | 20033.4412860309 | -20032.4412860309 |
80 | 0 | 25116.3687773052 | -25116.3687773052 |
81 | 353058 | 45082.669751585 | 307975.330248415 |
82 | 315380 | 58666.7138203533 | 256713.286179647 |
83 | 0 | -17534.6343976773 | 17534.6343976773 |
84 | 0 | 39466.2117840848 | -39466.2117840848 |
85 | 0 | 29649.5493102441 | -29649.5493102441 |
86 | 0 | 42814.675396363 | -42814.675396363 |
87 | 0 | 37405.9674986751 | -37405.9674986751 |
88 | 1 | 43092.1973023101 | -43091.1973023101 |
89 | 1 | 26819.9748974076 | -26818.9748974076 |
90 | 1 | -59556.86746977 | 59557.8674697699 |
91 | 1 | 43422.4650554665 | -43421.4650554665 |
92 | 1 | 21891.4726625530 | -21890.4726625530 |
93 | 1 | 22432.9344549544 | -22431.9344549544 |
94 | 26 | 25110.9156990297 | -25084.9156990297 |
95 | 30 | 46098.9993164105 | -46068.9993164105 |
96 | 80 | 45910.280089746 | -45830.280089746 |
97 | 99 | 47837.9449431476 | -47738.9449431476 |
98 | 2 | 40297.7576967631 | -40295.7576967631 |
99 | 16 | 41692.6716422907 | -41676.6716422907 |
100 | 2 | 45591.1906087391 | -45589.1906087391 |
101 | 0 | 39750.1810304589 | -39750.1810304589 |
102 | -7170 | 43706.6626795084 | -50876.6626795084 |
103 | 322331 | 58780.5053392248 | 263550.494660775 |
104 | 1629616 | 51333.9242902964 | 1578282.07570970 |
105 | 292754 | 58192.898592295 | 234561.101407705 |
106 | 318056 | 58782.1735286714 | 259273.826471329 |
107 | 355178 | 58346.467813013 | 296831.532186987 |
108 | 204325 | 58371.6811068935 | 145953.318893107 |
109 | 315380 | 58781.1745591771 | 256598.825440823 |
110 | 7315 | -18905.2123147569 | 26220.2123147569 |
111 | 0 | -17534.8112668846 | 17534.8112668846 |
112 | 0 | 40841.3112464778 | -40841.3112464778 |
113 | 38 | 34865.7375664048 | -34827.7375664048 |
114 | 601 | 21070.0696602595 | -20469.0696602595 |
115 | 132 | 23427.1112923978 | -23295.1112923978 |
116 | 66 | 30258.1919787412 | -30192.1919787412 |
117 | 0 | 44743.7064986118 | -44743.7064986118 |
118 | 0 | 43092.6805858214 | -43092.6805858214 |
119 | 1 | -21519.0432302891 | 21520.0432302891 |
120 | 1 | 16150.0155003801 | -16149.0155003801 |
121 | 0 | 18840.8223021761 | -18840.8223021761 |
122 | 60 | 25083.2221833152 | -25023.2221833152 |
123 | 0 | 46373.1124532977 | -46373.1124532977 |
124 | 306275 | 38977.3244932981 | 267297.675506702 |
125 | 317892 | 58432.8350944798 | 259459.16490552 |
126 | 334280 | 58150.9726769684 | 276129.027323032 |
127 | 315380 | 58427.3372407228 | 256952.662759277 |
128 | 0 | -17535.2016325896 | 17535.2016325896 |
129 | 1 | 43092.4103939195 | -43091.4103939195 |
130 | 0 | 23760.3067420655 | -23760.3067420655 |
131 | 0 | 25830.8821215800 | -25830.8821215800 |
132 | 64175 | 53151.0275993693 | 11023.9724006307 |
133 | 60720 | 62510.6767675386 | -1790.67676753858 |
134 | 269 | 43131.2468652401 | -42862.2468652401 |
135 | 67 | -8339.629048768 | 8406.629048768 |
136 | 1 | 32636.4886950395 | -32635.4886950395 |
137 | 212 | 17286.7593515095 | -17074.7593515095 |
138 | 638 | 21478.8783788761 | -20840.8783788761 |
139 | 0 | 51998.6622512657 | -51998.6622512657 |
140 | 60436 | 53077.3878152539 | 7358.61218474613 |
141 | 55637 | 62106.5933208831 | -6469.59332088313 |
142 | 67440 | 62655.4905270768 | 4784.50947292316 |
143 | 60720 | 62334.6164002538 | -1614.61640025385 |
144 | 282 | 43138.7616588631 | -42856.7616588631 |
145 | 159 | 19369.4563904336 | -19210.4563904336 |
146 | 388 | 17272.5859916074 | -16884.5859916074 |
147 | 420 | 20562.4415775558 | -20142.4415775558 |
148 | 114 | 25879.6528973893 | -25765.6528973893 |
149 | 305 | 21759.1841585414 | -21454.1841585414 |
150 | 346 | 18010.2475064896 | -17664.2475064896 |
151 | 135 | 21442.5673699426 | -21307.5673699426 |
152 | 1659 | 47339.3092755792 | -45680.3092755792 |
153 | 316 | 48033.4948680673 | -47717.4948680673 |
154 | 0 | 51902.3096543719 | -51902.3096543719 |
155 | 56535 | 53160.4676013189 | 3374.53239868107 |
156 | 64107 | 62343.781156096 | 1763.21884390396 |
157 | 60720 | 62143.9570127515 | -1423.95701275151 |
158 | 29 | 28507.9602711086 | -28478.9602711086 |
159 | 267 | 40645.2317941285 | -40378.2317941285 |
160 | 138 | 17106.6775120302 | -16968.6775120302 |
161 | 35 | 9297.29180993694 | -9262.29180993694 |
162 | 88 | 17180.7710241792 | -17092.7710241792 |
163 | 79 | 3143.03770022943 | -3064.03770022943 |
164 | 152 | -9631.20902041068 | 9783.20902041068 |
165 | 6 | 29445.0989592968 | -29439.0989592968 |
166 | 36 | 26422.5662941433 | -26386.5662941433 |
167 | 126 | 13872.6965955535 | -13746.6965955535 |
168 | 366 | 9894.76051968355 | -9528.76051968355 |
169 | 227 | 17279.9818740514 | -17052.9818740514 |
170 | 234 | 20129.6152741536 | -19895.6152741536 |
171 | 247 | 21780.3505947079 | -21533.3505947079 |
172 | 4901 | 21508.2213757592 | -16607.2213757592 |
173 | 540 | 48209.8626183815 | -47669.8626183815 |
174 | 0 | 49638.2352586425 | -49638.2352586425 |
175 | 60720 | 53222.4682915461 | 7497.53170845389 |
176 | 286 | 43141.2769471428 | -42855.2769471428 |
177 | 63057 | 17037.6990801706 | 46019.3009198294 |
178 | 3146 | 17073.6718221395 | -13927.6718221395 |
179 | 172 | 14473.8471175148 | -14301.8471175148 |
180 | 0 | 22857.6734280355 | -22857.6734280355 |
181 | 315 | 17314.4052282621 | -16999.4052282621 |
182 | 399 | 9381.27827175587 | -8982.27827175587 |
183 | 381 | 21668.9407448082 | -21287.9407448082 |
184 | 405 | 21482.8528540778 | -21077.8528540778 |
185 | 972 | 50939.9072927442 | -49967.9072927442 |
186 | 0 | 51653.7599574626 | -51653.7599574626 |
187 | 106611 | 52761.8672241706 | 53849.1327758294 |
188 | 48022 | 61708.7176043006 | -13686.7176043006 |
189 | 60720 | 61288.8692395607 | -568.869239560656 |
190 | 182 | 43131.9711346445 | -42949.9711346445 |
191 | 23 | -36928.8874059769 | 36951.8874059769 |
192 | 269 | 17269.4732421306 | -17000.4732421306 |
193 | 483 | 21483.2043669063 | -21000.2043669063 |
194 | 0 | 52846.2176668332 | -52846.2176668332 |
195 | 88590 | 52725.6630253055 | 35864.3369746945 |
196 | 82903 | 62784.2853416596 | 20118.7146583404 |
197 | 60720 | 63005.1386083429 | -2285.13860834288 |
198 | 99 | 36669.4059965208 | -36570.4059965208 |
199 | 310 | 41622.8358859849 | -41312.8358859849 |
200 | 17 | 17722.3467825144 | -17705.3467825144 |
201 | 416 | 39014.2848908196 | -38598.2848908196 |
202 | 295 | 40405.4516545378 | -40110.4516545378 |
203 | 342 | 41297.035959913 | -40955.035959913 |
204 | 21 | 9703.80271265945 | -9682.80271265945 |
205 | 423 | 39392.0845408488 | -38969.0845408488 |
206 | 160 | 40380.5069935161 | -40220.5069935161 |
207 | 207 | 40567.5879737378 | -40360.5879737378 |
208 | 92 | 14844.2834528476 | -14752.2834528476 |
209 | 98 | 4824.8708711059 | -4726.8708711059 |
210 | 2613 | 16862.5599752834 | -14249.5599752834 |
211 | 337 | 17285.7674565463 | -16948.7674565463 |
212 | 341 | 23218.2394328812 | -22877.2394328812 |
213 | 154 | 22372.5766763974 | -22218.5766763974 |
214 | 36 | 22312.400906789 | -22276.400906789 |
215 | 192 | 9726.74368757606 | -9534.74368757606 |
216 | 7123 | 21517.1443621540 | -14394.1443621540 |
217 | 622 | 38484.7657685143 | -37862.7657685143 |
218 | 174 | 52587.0286490409 | -52413.0286490409 |
219 | 2220 | 42234.9679165261 | -40014.9679165261 |
220 | 121 | 36231.4450545171 | -36110.4450545171 |
221 | 11819 | 53238.0395458831 | -41419.0395458831 |
222 | 0 | 47364.7811939239 | -47364.7811939239 |
223 | 60798 | 53192.6644559235 | 7605.33554407647 |
224 | 70694 | 62025.8682165165 | 8668.1317834835 |
225 | 56364 | 62186.1760925795 | -5822.17609257955 |
226 | 60720 | 62725.6104080105 | -2005.61040801047 |
227 | 248 | 43128.1231732163 | -42880.1231732163 |
228 | 3912 | 16332.5818242572 | -12420.5818242572 |
229 | 75 | -800.128243136628 | 875.128243136628 |
230 | 227 | 15061.0408368842 | -14834.0408368842 |
231 | 224 | 17273.2158055539 | -17049.2158055539 |
232 | 397 | 21080.2651520610 | -20683.2651520610 |
233 | 417 | 29277.9772823972 | -28860.9772823972 |
234 | 323 | 14420.612475465 | -14097.612475465 |
235 | 125 | 21445.526406549 | -21320.526406549 |
236 | 0 | 52250.4469582461 | -52250.4469582461 |
237 | 60722 | 53218.1751567432 | 7503.82484325677 |
238 | 60720 | 61239.297184001 | -519.297184001023 |
239 | 133 | 38980.1366239651 | -38847.1366239651 |
240 | 226 | 40601.8542934285 | -40375.8542934285 |
241 | 272 | 17260.1616823240 | -16988.1616823240 |
242 | 0 | 21443.6588112362 | -21443.6588112362 |
243 | 60720 | 53213.3400557906 | 7506.65994420938 |
244 | 268 | 43128.7512118634 | -42860.7512118634 |
245 | 43 | -26677.4576115647 | 26720.4576115647 |
246 | 11 | 10647.0675252268 | -10636.0675252268 |
247 | 121 | -27145.7484875155 | 27266.7484875155 |
248 | 17 | 65.3532156186172 | -48.3532156186172 |
249 | 52 | 21398.4040609425 | -21346.4040609425 |
250 | 210 | 12106.9069840351 | -11896.9069840351 |
251 | 14 | 26086.2718957028 | -26072.2718957028 |
252 | 318 | 17271.8765149067 | -16953.8765149067 |
253 | 175 | 22502.3089366819 | -22327.3089366819 |
254 | 333 | 21457.0051719715 | -21124.0051719715 |
255 | 26 | 51480.6286126807 | -51454.6286126807 |
256 | 0 | 41500.823784443 | -41500.823784443 |
257 | 60720 | 53223.957977364 | 7496.042022636 |
258 | 336 | 41165.9548665287 | -40829.9548665287 |
259 | 297 | 40574.4215755775 | -40277.4215755775 |
260 | 58 | 38735.5092647041 | -38677.5092647041 |
261 | 361 | 43072.5527712082 | -42711.5527712082 |
262 | 159 | 40593.079998737 | -40434.079998737 |
263 | 356 | 41973.3368367056 | -41617.3368367056 |
264 | 389 | 41639.7660105382 | -41250.7660105382 |
265 | 398 | 41543.0493102946 | -41145.0493102946 |
266 | 329 | 40721.0254395861 | -40392.0254395861 |
267 | 340 | 40637.1187578854 | -40297.1187578854 |
268 | 209 | 40641.5049893679 | -40432.5049893679 |
269 | 311 | 19041.8200680429 | -18730.8200680429 |
270 | 84213 | 16893.3718754541 | 67319.628124546 |
271 | 431 | 16311.3934090074 | -15880.3934090074 |
272 | 111 | 17267.1835634542 | -17156.1835634542 |
273 | 29 | 10290.0768155405 | -10261.0768155405 |
274 | 423 | -25551.2991692511 | 25974.2991692511 |
275 | 202 | 70026.2555647437 | -69824.2555647437 |
276 | 738 | 21467.1818633138 | -20729.1818633138 |
277 | 0 | 51869.1573636393 | -51869.1573636393 |
278 | 64270 | 53080.076011634 | 11189.9239883660 |
279 | 60951 | 62053.3781530607 | -1102.37815306070 |
280 | 60743 | 62308.2445879842 | -1565.24458798423 |
281 | 60720 | 55417.592874 | 5302.40712600006 |
282 | 8 | 35704.841686748 | -35696.841686748 |
283 | 256 | 40622.3682149789 | -40366.3682149789 |
284 | 9 | 17266.2253280544 | -17257.2253280544 |
285 | 207 | -48044.9951399197 | 48251.9951399197 |
286 | 73 | 16423.5711835317 | -16350.5711835317 |
287 | 242 | 16495.8572334600 | -16253.8572334600 |
288 | 229 | 16583.9796216614 | -16354.9796216614 |
289 | 317 | 17576.8088892817 | -17259.8088892817 |
290 | 44 | 6034.68619824206 | -5990.68619824206 |
291 | 349 | 8316.47203372438 | -7967.47203372438 |
292 | 0 | 21490.0519526268 | -21490.0519526268 |
293 | 60722 | 53222.3438718414 | 7499.65612815863 |
294 | 60720 | 43580.2957507559 | 17139.7042492441 |
295 | 400 | 39352.4987806487 | -38952.4987806487 |
296 | 157 | 39835.9225993456 | -39678.9225993456 |
297 | 166 | 40609.3812537194 | -40443.3812537194 |
298 | 331 | 39322.3709410399 | -38991.3709410399 |
299 | 424 | 39222.5538514946 | -38798.5538514946 |
300 | 3 | -54718.5015173697 | 54721.5015173697 |
301 | 383 | 41332.7313271811 | -40949.7313271811 |
302 | 231 | 40660.6932858506 | -40429.6932858506 |
303 | 53 | 24277.5815726861 | -24224.5815726861 |
304 | 7687 | 16970.2626146738 | -9283.2626146738 |
305 | 214 | 15738.9119158237 | -15524.9119158237 |
306 | 46 | -1102.75359016440 | 1148.75359016440 |
307 | 77 | 17264.8030968729 | -17187.8030968729 |
308 | 228 | 9807.5673631727 | -9579.5673631727 |
309 | 876 | 21501.3255462083 | -20625.3255462083 |
310 | 162556 | 49045.3113107466 | 113510.688689253 |
311 | 43556 | -38703.6952166866 | 82259.6952166866 |
312 | 3425 | 55374.7448761469 | -51949.7448761469 |
313 | 810 | 51888.815267619 | -51078.815267619 |
314 | 0 | 53513.5849307824 | -53513.5849307824 |
315 | 60720 | 53224.9050651121 | 7495.09493488786 |
316 | 32 | 9646.95895310525 | -9614.95895310525 |
317 | 343 | 37341.8663876144 | -36998.8663876144 |
318 | 238 | 40621.7969549318 | -40383.7969549318 |
319 | 98 | 10783.5420832186 | -10685.5420832186 |
320 | 10 | 8065.23967022975 | -8055.23967022975 |
321 | 273 | 17272.7633769030 | -16999.7633769030 |
322 | 10579 | 21491.2122792656 | -10912.2122792656 |
323 | 474 | 50048.9500493379 | -49574.9500493379 |
324 | 0 | 52967.2668070717 | -52967.2668070717 |
325 | 90262 | 52426.2028836825 | 37835.7971163175 |
326 | 60720 | 63673.0492798623 | -2953.04927986234 |
327 | 397 | 39725.0698877251 | -39328.0698877251 |
328 | 298 | 40460.4537851759 | -40162.4537851759 |
329 | 428 | 48107.30493407 | -47679.30493407 |
330 | 216 | 40561.8545166845 | -40345.8545166845 |
331 | 174 | 18047.9582138763 | -17873.9582138763 |
332 | 173 | 17260.3862092167 | -17087.3862092167 |
333 | 30 | 21454.0317281431 | -21424.0317281431 |
334 | 0 | 50170.4082662992 | -50170.4082662992 |
335 | 71561 | 53054.8319992081 | 18506.1680007919 |
336 | 60720 | 62127.5451685281 | -1407.54516852812 |
337 | 255 | 43139.3277111258 | -42884.3277111258 |
338 | 240 | 17267.2685044594 | -17027.2685044594 |
339 | 4150 | 21508.9139023434 | -17358.9139023434 |
340 | 4658 | 47123.2073193525 | -42465.2073193525 |
341 | 814 | 50005.3226051696 | -49191.3226051696 |
342 | 1002 | 53708.0560802816 | -52706.0560802816 |
343 | 496 | 52895.0005378774 | -52399.0005378774 |
344 | 389 | 51150.2155584375 | -50761.2155584375 |
345 | 12679 | 52265.0474585511 | -39586.0474585511 |
346 | 400 | 44119.5846477142 | -43719.5846477142 |
347 | 53 | 53111.856465906 | -53058.856465906 |
348 | 0 | 51146.5785059219 | -51146.5785059219 |
349 | 67038 | 52079.4264272128 | 14958.5735727872 |
350 | 113761 | 61613.9578650562 | 52147.0421349438 |
351 | 58320 | 62332.1859282042 | -4012.18592820423 |
352 | 62841 | 62230.043510237 | 610.956489763032 |
353 | 79804 | 61592.5212330457 | 18211.4787669543 |
354 | 62555 | 61655.5096266938 | 899.490373306231 |
355 | 99489 | 61430.8626614754 | 38058.1373385246 |
356 | 90131 | 61705.7027086095 | 28425.2972913905 |
357 | 95350 | 57925.4678481754 | 37424.5321518246 |
358 | 64245 | 67388.8989107133 | -3143.89891071325 |
359 | 60720 | 61714.5189718364 | -994.518971836367 |
360 | 64 | 39771.0420241122 | -39707.0420241122 |
361 | 382 | 39955.2306802706 | -39573.2306802706 |
362 | 404 | 38242.5059357356 | -37838.5059357356 |
363 | 122 | 39758.0617797568 | -39636.0617797568 |
364 | 162 | 40620.3843986078 | -40458.3843986078 |
365 | 350 | 41319.5023045116 | -40969.5023045116 |
366 | 75 | 39524.8079981494 | -39449.8079981494 |
367 | 288 | 40628.9811553284 | -40340.9811553284 |
368 | 246 | 17281.7391888249 | -17035.7391888249 |
369 | 0 | 21466.5533935130 | -21466.5533935130 |
370 | 60720 | 53225.5918745222 | 7494.40812547785 |
371 | 90 | 35130.9049368382 | -35040.9049368382 |
372 | 168 | 40793.7150879365 | -40625.7150879365 |
373 | 208 | 40517.5431331868 | -40309.5431331868 |
374 | 222 | 17269.2469137403 | -17047.2469137403 |
375 | 0 | 21439.9983017691 | -21439.9983017691 |
376 | 59661 | 53181.7686974477 | 6479.23130255235 |
377 | 102725 | 62165.2251396075 | 40559.7748603925 |
378 | 108479 | 62129.5931111962 | 46349.4068888038 |
379 | 87419 | 60339.3903694433 | 27079.6096305567 |
380 | 54683 | 63028.4019907561 | -8345.40199075611 |
381 | 122844 | 58469.2813947533 | 64374.7186052467 |
382 | 62710 | 63438.9053099431 | -728.90530994314 |
383 | 60720 | 62227.5272957519 | -1507.52729575189 |
384 | 60720 | 62181.9387855622 | -1461.9387855622 |
385 | 87161 | 61691.1858687192 | 25469.8141312808 |
386 | 101481 | 64064.0793784514 | 37416.9206215486 |
387 | 128294 | 60662.8773168012 | 67631.1226831988 |
388 | 62620 | 62305.7881262227 | 314.211873777259 |
389 | 60720 | 62242.5330709926 | -1522.53307099264 |
390 | 227 | 43134.3371061802 | -42907.3371061802 |
391 | 44 | 27387.09451536 | -27343.09451536 |
392 | 107 | 12920.8831240846 | -12813.8831240846 |
393 | 647 | 16971.5473204199 | -16324.5473204199 |
394 | 40 | -10543.7045984133 | 10583.7045984133 |
395 | 70 | 23418.2873762101 | -23348.2873762101 |
396 | 117743 | 16189.2578858568 | 101553.742114143 |
397 | 334 | 17259.0607863014 | -16925.0607863014 |
398 | 95 | 18524.0467247597 | -18429.0467247597 |
399 | 8 | 19091.2817595321 | -19083.2817595321 |
400 | 221 | -163099.868760634 | 163320.868760634 |
401 | 419 | 20234.2503122333 | -19815.2503122333 |
402 | 424 | 24212.1372399092 | -23788.1372399092 |
403 | 327 | 59162.600297068 | -58835.600297068 |
404 | 226 | 21460.2597903393 | -21234.2597903393 |
405 | 694 | 51017.7216550903 | -50323.7216550903 |
406 | 0 | 50051.8974279063 | -50051.8974279063 |
407 | 56726 | 53163.1586839109 | 3562.84131608913 |
408 | 60720 | 62108.6367680074 | -1388.63676800739 |
409 | 94355 | 61265.8956340835 | 33089.1043659165 |
410 | 60720 | 63778.3937592974 | -3058.39375929743 |
411 | 77655 | 62266.8801756343 | 15388.1198243657 |
412 | 134028 | 61201.358117075 | 72826.641882925 |
413 | 62285 | 62105.4784923477 | 179.521507652290 |
414 | 59325 | 62164.0854617252 | -2839.08546172518 |
415 | 60630 | 62183.8519801818 | -1553.85198018181 |
416 | 65990 | 61963.74523536 | 4026.25476464008 |
417 | 59118 | 62481.2203203481 | -3363.22032034807 |
418 | 100423 | 61686.5069001961 | 38736.4930998039 |
419 | 100269 | 62273.7838148483 | 37995.2161851517 |
420 | 60720 | 63395.8913170621 | -2675.89131706215 |
421 | 105 | 42447.8430608132 | -42342.8430608132 |
422 | 338 | 40476.2931097631 | -40138.2931097631 |
423 | 349 | 40825.122671135 | -40476.122671135 |
424 | 147 | 40992.2740446597 | -40845.2740446597 |
425 | 132 | 40674.8418476939 | -40542.8418476939 |
426 | 145 | 40503.0505768334 | -40358.0505768334 |
427 | 314 | 40549.9095120011 | -40235.9095120011 |
428 | 180 | 40598.5085039148 | -40418.5085039148 |
429 | 271 | 19769.2093175782 | -19498.2093175782 |
430 | 398 | 17280.1447357479 | -16882.1447357479 |
431 | 115 | 2168.10198202098 | -2053.10198202098 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
13 | 3.31598092171345e-12 | 6.6319618434269e-12 | 0.999999999996684 |
14 | 1.83821670930240e-15 | 3.67643341860481e-15 | 0.999999999999998 |
15 | 1.88623849795415e-18 | 3.7724769959083e-18 | 1 |
16 | 3.93192386793126e-22 | 7.86384773586253e-22 | 1 |
17 | 3.99694256999967e-25 | 7.99388513999933e-25 | 1 |
18 | 9.28818258727166e-29 | 1.85763651745433e-28 | 1 |
19 | 2.56813774660627e-32 | 5.13627549321255e-32 | 1 |
20 | 6.26358157937151e-36 | 1.25271631587430e-35 | 1 |
21 | 1.40257090364495e-39 | 2.8051418072899e-39 | 1 |
22 | 1.07441155037750e-42 | 2.14882310075501e-42 | 1 |
23 | 3.32946859412867e-19 | 6.65893718825734e-19 | 1 |
24 | 2.81992825242069e-09 | 5.63985650484138e-09 | 0.999999997180072 |
25 | 8.8082391864263e-09 | 1.76164783728526e-08 | 0.99999999119176 |
26 | 2.60085468532312e-09 | 5.20170937064625e-09 | 0.999999997399145 |
27 | 4.58250497970409e-08 | 9.16500995940818e-08 | 0.99999995417495 |
28 | 3.55960444433925e-08 | 7.11920888867851e-08 | 0.999999964403956 |
29 | 4.67702383793149e-07 | 9.35404767586299e-07 | 0.999999532297616 |
30 | 2.34053800517881e-07 | 4.68107601035761e-07 | 0.9999997659462 |
31 | 7.41404167550149e-08 | 1.48280833510030e-07 | 0.999999925859583 |
32 | 2.4177300219882e-08 | 4.8354600439764e-08 | 0.9999999758227 |
33 | 1.12035168305511e-07 | 2.24070336611021e-07 | 0.999999887964832 |
34 | 3.91622375453908e-08 | 7.83244750907817e-08 | 0.999999960837762 |
35 | 1.79775614448728e-08 | 3.59551228897455e-08 | 0.999999982022439 |
36 | 1.34689203435637e-08 | 2.69378406871275e-08 | 0.99999998653108 |
37 | 6.26669923464584e-09 | 1.25333984692917e-08 | 0.9999999937333 |
38 | 8.4177513076154e-09 | 1.68355026152308e-08 | 0.999999991582249 |
39 | 2.98687386212791e-09 | 5.97374772425583e-09 | 0.999999997013126 |
40 | 1.53650807699648e-09 | 3.07301615399296e-09 | 0.999999998463492 |
41 | 5.26506503504327e-10 | 1.05301300700865e-09 | 0.999999999473493 |
42 | 2.07027824053739e-10 | 4.14055648107478e-10 | 0.999999999792972 |
43 | 6.97615059133823e-11 | 1.39523011826765e-10 | 0.999999999930238 |
44 | 8.13776595131927e-11 | 1.62755319026385e-10 | 0.999999999918622 |
45 | 3.50864063154520e-11 | 7.01728126309041e-11 | 0.999999999964914 |
46 | 1.16276055437107e-11 | 2.32552110874214e-11 | 0.999999999988372 |
47 | 3.8238486424881e-12 | 7.6476972849762e-12 | 0.999999999996176 |
48 | 1.41359543228055e-12 | 2.8271908645611e-12 | 0.999999999998586 |
49 | 1.77492040196164e-12 | 3.54984080392329e-12 | 0.999999999998225 |
50 | 5.80365036049867e-13 | 1.16073007209973e-12 | 0.99999999999942 |
51 | 1.88358471133343e-13 | 3.76716942266686e-13 | 0.999999999999812 |
52 | 2.19156094491563e-13 | 4.38312188983125e-13 | 0.99999999999978 |
53 | 8.02274790222267e-14 | 1.60454958044453e-13 | 0.99999999999992 |
54 | 2.97326579776298e-14 | 5.94653159552595e-14 | 0.99999999999997 |
55 | 9.56289897198673e-15 | 1.91257979439735e-14 | 0.99999999999999 |
56 | 3.22752567035235e-15 | 6.4550513407047e-15 | 0.999999999999997 |
57 | 1.03548072329959e-15 | 2.07096144659918e-15 | 0.999999999999999 |
58 | 3.37304994573161e-16 | 6.74609989146321e-16 | 1 |
59 | 1.21461364290275e-14 | 2.42922728580551e-14 | 0.999999999999988 |
60 | 4.52292299552199e-15 | 9.04584599104398e-15 | 0.999999999999996 |
61 | 1.58480163235656e-15 | 3.16960326471312e-15 | 0.999999999999998 |
62 | 2.67373318138855e-14 | 5.34746636277709e-14 | 0.999999999999973 |
63 | 1.27382568135883e-14 | 2.54765136271766e-14 | 0.999999999999987 |
64 | 4.86513320523506e-15 | 9.73026641047012e-15 | 0.999999999999995 |
65 | 2.0616102494514e-15 | 4.1232204989028e-15 | 0.999999999999998 |
66 | 7.61146098208114e-16 | 1.52229219641623e-15 | 1 |
67 | 2.90633513147049e-16 | 5.81267026294099e-16 | 1 |
68 | 1.2776093348412e-16 | 2.5552186696824e-16 | 1 |
69 | 5.62489802270545e-17 | 1.12497960454109e-16 | 1 |
70 | 2.26113518351725e-17 | 4.5222703670345e-17 | 1 |
71 | 2.45913413820340e-17 | 4.91826827640681e-17 | 1 |
72 | 9.02284736806526e-18 | 1.80456947361305e-17 | 1 |
73 | 3.20030872499825e-18 | 6.4006174499965e-18 | 1 |
74 | 1.09960866424865e-18 | 2.19921732849731e-18 | 1 |
75 | 3.77480592687731e-19 | 7.54961185375462e-19 | 1 |
76 | 1.25936308631381e-19 | 2.51872617262762e-19 | 1 |
77 | 4.19401002239854e-20 | 8.38802004479709e-20 | 1 |
78 | 9.42098282304899e-20 | 1.88419656460980e-19 | 1 |
79 | 3.14464946287855e-20 | 6.2892989257571e-20 | 1 |
80 | 1.04949450440070e-20 | 2.09898900880140e-20 | 1 |
81 | 1.64470973726590e-18 | 3.28941947453179e-18 | 1 |
82 | 1.74850621327049e-18 | 3.49701242654098e-18 | 1 |
83 | 7.8816036860188e-19 | 1.57632073720376e-18 | 1 |
84 | 3.1398310225516e-19 | 6.2796620451032e-19 | 1 |
85 | 6.99118271167245e-17 | 1.39823654233449e-16 | 1 |
86 | 2.83899500855054e-17 | 5.67799001710109e-17 | 1 |
87 | 1.11676356697449e-17 | 2.23352713394898e-17 | 1 |
88 | 4.50814200506957e-18 | 9.01628401013913e-18 | 1 |
89 | 1.78835410134935e-18 | 3.57670820269870e-18 | 1 |
90 | 2.43450474832411e-18 | 4.86900949664821e-18 | 1 |
91 | 9.79803971075946e-19 | 1.95960794215189e-18 | 1 |
92 | 3.91861643496629e-19 | 7.83723286993259e-19 | 1 |
93 | 1.52913684314540e-19 | 3.05827368629079e-19 | 1 |
94 | 6.00062130619144e-20 | 1.20012426123829e-19 | 1 |
95 | 2.38634376267816e-20 | 4.77268752535632e-20 | 1 |
96 | 9.34727054910993e-21 | 1.86945410982199e-20 | 1 |
97 | 3.51831340630265e-21 | 7.03662681260531e-21 | 1 |
98 | 1.40419805861883e-21 | 2.80839611723767e-21 | 1 |
99 | 5.33393843667114e-22 | 1.06678768733423e-21 | 1 |
100 | 2.05635879635022e-22 | 4.11271759270044e-22 | 1 |
101 | 7.8449920648641e-23 | 1.56899841297282e-22 | 1 |
102 | 4.77238489058781e-22 | 9.54476978117562e-22 | 1 |
103 | 1.87021030361549e-21 | 3.74042060723098e-21 | 1 |
104 | 0.99999999999988 | 2.42313177689581e-13 | 1.21156588844791e-13 |
105 | 0.999999999999996 | 8.0007543301294e-15 | 4.0003771650647e-15 |
106 | 1 | 4.67878776265781e-17 | 2.33939388132891e-17 |
107 | 1 | 7.75925121856933e-21 | 3.87962560928467e-21 |
108 | 1 | 9.80279924235932e-24 | 4.90139962117966e-24 |
109 | 1 | 3.94393722248700e-28 | 1.97196861124350e-28 |
110 | 1 | 4.47086027995811e-28 | 2.23543013997906e-28 |
111 | 1 | 3.73446569594803e-28 | 1.86723284797402e-28 |
112 | 1 | 8.3618437767634e-28 | 4.1809218883817e-28 |
113 | 1 | 1.86308295974662e-27 | 9.3154147987331e-28 |
114 | 1 | 3.97059408481765e-27 | 1.98529704240882e-27 |
115 | 1 | 8.23125955288729e-27 | 4.11562977644364e-27 |
116 | 1 | 1.70361260007857e-26 | 8.51806300039284e-27 |
117 | 1 | 3.72801357284768e-26 | 1.86400678642384e-26 |
118 | 1 | 8.12138299183846e-26 | 4.06069149591923e-26 |
119 | 1 | 1.47966760327823e-25 | 7.39833801639117e-26 |
120 | 1 | 3.13413871303629e-25 | 1.56706935651815e-25 |
121 | 1 | 6.57232683783046e-25 | 3.28616341891523e-25 |
122 | 1 | 1.38275771899628e-24 | 6.9137885949814e-25 |
123 | 1 | 9.26383174010796e-25 | 4.63191587005398e-25 |
124 | 1 | 1.42473566012606e-38 | 7.12367830063031e-39 |
125 | 1 | 1.48167440970683e-46 | 7.40837204853416e-47 |
126 | 1 | 1.57851923502927e-59 | 7.89259617514636e-60 |
127 | 1 | 9.06181247984976e-78 | 4.53090623992488e-78 |
128 | 1 | 5.86871381230191e-80 | 2.93435690615096e-80 |
129 | 1 | 2.26926301755806e-79 | 1.13463150877903e-79 |
130 | 1 | 7.9085275224251e-79 | 3.95426376121255e-79 |
131 | 1 | 2.40635298876550e-78 | 1.20317649438275e-78 |
132 | 1 | 1.69521235989933e-78 | 8.47606179949664e-79 |
133 | 1 | 6.64356050853263e-79 | 3.32178025426631e-79 |
134 | 1 | 6.49459445700001e-105 | 3.24729722850001e-105 |
135 | 1 | 4.03823774382881e-107 | 2.01911887191441e-107 |
136 | 1 | 1.09765042421898e-106 | 5.48825212109491e-107 |
137 | 1 | 4.19075513534433e-106 | 2.09537756767217e-106 |
138 | 1 | 2.09170121532293e-106 | 1.04585060766146e-106 |
139 | 1 | 6.67469417375671e-106 | 3.33734708687835e-106 |
140 | 1 | 1.1951481622652e-105 | 5.975740811326e-106 |
141 | 1 | 8.20656534228528e-109 | 4.10328267114264e-109 |
142 | 1 | 2.91110364261690e-110 | 1.45555182130845e-110 |
143 | 1 | 3.56840781298813e-110 | 1.78420390649407e-110 |
144 | 1 | 5.52817967443732e-117 | 2.76408983721866e-117 |
145 | 1 | 1.98178670565429e-116 | 9.90893352827147e-117 |
146 | 1 | 9.5095123149004e-116 | 4.7547561574502e-116 |
147 | 1 | 1.40789865321338e-115 | 7.0394932660669e-116 |
148 | 1 | 5.38537778903772e-115 | 2.69268889451886e-115 |
149 | 1 | 1.88517276246818e-114 | 9.42586381234088e-115 |
150 | 1 | 5.90707582081081e-114 | 2.95353791040541e-114 |
151 | 1 | 2.41949760059859e-113 | 1.20974880029929e-113 |
152 | 1 | 9.2356630024167e-113 | 4.61783150120835e-113 |
153 | 1 | 3.29131284103762e-112 | 1.64565642051881e-112 |
154 | 1 | 1.09149244814741e-111 | 5.45746224073703e-112 |
155 | 1 | 2.89645584442903e-111 | 1.44822792221451e-111 |
156 | 1 | 2.74816068788574e-111 | 1.37408034394287e-111 |
157 | 1 | 4.14643285199169e-111 | 2.07321642599585e-111 |
158 | 1 | 1.11247360086287e-118 | 5.56236800431435e-119 |
159 | 1 | 3.7696953330679e-120 | 1.88484766653395e-120 |
160 | 1 | 1.90026023347435e-119 | 9.50130116737175e-120 |
161 | 1 | 1.04900076451479e-118 | 5.24500382257395e-119 |
162 | 1 | 5.55506304471725e-118 | 2.77753152235862e-118 |
163 | 1 | 3.2551748409474e-117 | 1.6275874204737e-117 |
164 | 1 | 1.91468964976898e-116 | 9.57344824884489e-117 |
165 | 1 | 8.71640097648188e-116 | 4.35820048824094e-116 |
166 | 1 | 4.18418163014043e-115 | 2.09209081507022e-115 |
167 | 1 | 2.27182961060741e-114 | 1.13591480530370e-114 |
168 | 1 | 1.27876463496692e-113 | 6.3938231748346e-114 |
169 | 1 | 6.79127300824574e-113 | 3.39563650412287e-113 |
170 | 1 | 2.96374393334103e-112 | 1.48187196667051e-112 |
171 | 1 | 1.38089794078469e-111 | 6.90448970392347e-112 |
172 | 1 | 6.64775441161e-111 | 3.323877205805e-111 |
173 | 1 | 2.48865597036875e-110 | 1.24432798518437e-110 |
174 | 1 | 9.0089176056159e-110 | 4.50445880280795e-110 |
175 | 1 | 2.16204408157825e-109 | 1.08102204078912e-109 |
176 | 1 | 2.27920658140388e-109 | 1.13960329070194e-109 |
177 | 1 | 1.47646233836391e-109 | 7.38231169181955e-110 |
178 | 1 | 7.63770129744466e-109 | 3.81885064872233e-109 |
179 | 1 | 4.03456742590281e-108 | 2.01728371295140e-108 |
180 | 1 | 2.10174384170639e-107 | 1.05087192085320e-107 |
181 | 1 | 1.10155683489228e-106 | 5.50778417446139e-107 |
182 | 1 | 4.80501582951476e-106 | 2.40250791475738e-106 |
183 | 1 | 2.36331594163998e-105 | 1.18165797081999e-105 |
184 | 1 | 1.13683274294458e-104 | 5.68416371472291e-105 |
185 | 1 | 3.98754057810158e-104 | 1.99377028905079e-104 |
186 | 1 | 1.32596324680967e-103 | 6.62981623404836e-104 |
187 | 1 | 5.19188534429182e-105 | 2.59594267214591e-105 |
188 | 1 | 1.96999329594667e-104 | 9.84996647973337e-105 |
189 | 1 | 8.83330512958602e-104 | 4.41665256479301e-104 |
190 | 1 | 1.04374224379369e-103 | 5.21871121896846e-104 |
191 | 1 | 3.73999630019042e-103 | 1.86999815009521e-103 |
192 | 1 | 1.92378495636844e-102 | 9.61892478184219e-103 |
193 | 1 | 9.30833154197516e-102 | 4.65416577098758e-102 |
194 | 1 | 3.03498482522711e-101 | 1.51749241261355e-101 |
195 | 1 | 7.42139017685384e-102 | 3.71069508842692e-102 |
196 | 1 | 1.31212550685370e-101 | 6.56062753426851e-102 |
197 | 1 | 4.83098289070164e-101 | 2.41549144535082e-101 |
198 | 1 | 9.00188502012122e-101 | 4.50094251006061e-101 |
199 | 1 | 6.53008124703922e-101 | 3.26504062351961e-101 |
200 | 1 | 7.46142477947334e-102 | 3.73071238973667e-102 |
201 | 1 | 2.23017192959441e-101 | 1.11508596479721e-101 |
202 | 1 | 6.11708175654312e-101 | 3.05854087827156e-101 |
203 | 1 | 1.90452709711467e-100 | 9.52263548557336e-101 |
204 | 1 | 9.89422694141583e-101 | 4.94711347070792e-101 |
205 | 1 | 3.58289049230793e-100 | 1.79144524615397e-100 |
206 | 1 | 1.29287611752066e-99 | 6.4643805876033e-100 |
207 | 1 | 5.31149781474225e-99 | 2.65574890737112e-99 |
208 | 1 | 2.80726020736682e-98 | 1.40363010368341e-98 |
209 | 1 | 1.55645505003964e-97 | 7.7822752501982e-98 |
210 | 1 | 8.1501160908834e-97 | 4.0750580454417e-97 |
211 | 1 | 4.16835679501934e-96 | 2.08417839750967e-96 |
212 | 1 | 2.05448785138225e-95 | 1.02724392569113e-95 |
213 | 1 | 1.01331041615294e-94 | 5.06655208076468e-95 |
214 | 1 | 4.91192937566547e-94 | 2.45596468783273e-94 |
215 | 1 | 2.33508263544015e-93 | 1.16754131772007e-93 |
216 | 1 | 1.20344846751689e-92 | 6.01724233758447e-93 |
217 | 1 | 4.32446265428855e-92 | 2.16223132714428e-92 |
218 | 1 | 1.37188186471419e-91 | 6.85940932357093e-92 |
219 | 1 | 5.08545294706628e-91 | 2.54272647353314e-91 |
220 | 1 | 1.05637299389769e-90 | 5.28186496948844e-91 |
221 | 1 | 4.46069157231264e-90 | 2.23034578615632e-90 |
222 | 1 | 1.07621705616342e-89 | 5.38108528081711e-90 |
223 | 1 | 2.87280443696760e-89 | 1.43640221848380e-89 |
224 | 1 | 1.39319404343841e-88 | 6.96597021719207e-89 |
225 | 1 | 7.09604409134361e-88 | 3.54802204567180e-88 |
226 | 1 | 3.62528181011369e-87 | 1.81264090505684e-87 |
227 | 1 | 7.81402193755517e-87 | 3.90701096877759e-87 |
228 | 1 | 3.95666494930697e-86 | 1.97833247465348e-86 |
229 | 1 | 2.04988386173404e-85 | 1.02494193086702e-85 |
230 | 1 | 1.01341970667862e-84 | 5.06709853339312e-85 |
231 | 1 | 4.88453591068514e-84 | 2.44226795534257e-84 |
232 | 1 | 2.32247379369723e-83 | 1.16123689684861e-83 |
233 | 1 | 1.0642038121785e-82 | 5.3210190608925e-83 |
234 | 1 | 4.52649449293098e-82 | 2.26324724646549e-82 |
235 | 1 | 2.10930350750899e-81 | 1.05465175375450e-81 |
236 | 1 | 5.69643205175038e-81 | 2.84821602587519e-81 |
237 | 1 | 1.49913549256273e-80 | 7.49567746281367e-81 |
238 | 1 | 7.41244069474127e-80 | 3.70622034737064e-80 |
239 | 1 | 2.21197678739249e-79 | 1.10598839369624e-79 |
240 | 1 | 8.3044169922714e-79 | 4.1522084961357e-79 |
241 | 1 | 3.87792736752232e-78 | 1.93896368376116e-78 |
242 | 1 | 1.77028114025128e-77 | 8.8514057012564e-78 |
243 | 1 | 4.47690716399349e-77 | 2.23845358199674e-77 |
244 | 1 | 8.93169139354907e-77 | 4.46584569677454e-77 |
245 | 1 | 3.9517332727095e-76 | 1.97586663635475e-76 |
246 | 1 | 1.91108561213326e-75 | 9.5554280606663e-76 |
247 | 1 | 8.57296547107396e-75 | 4.28648273553698e-75 |
248 | 1 | 4.16798112161532e-74 | 2.08399056080766e-74 |
249 | 1 | 1.84408101463823e-73 | 9.22040507319115e-74 |
250 | 1 | 8.61858231118023e-73 | 4.30929115559012e-73 |
251 | 1 | 3.60975748307392e-72 | 1.80487874153696e-72 |
252 | 1 | 1.62178080105379e-71 | 8.10890400526896e-72 |
253 | 1 | 7.14682564648433e-71 | 3.57341282324217e-71 |
254 | 1 | 3.12028952342585e-70 | 1.56014476171292e-70 |
255 | 1 | 8.23916868982272e-70 | 4.11958434491136e-70 |
256 | 1 | 2.36516786933657e-69 | 1.18258393466829e-69 |
257 | 1 | 6.06074198435396e-69 | 3.03037099217698e-69 |
258 | 1 | 1.42606191636509e-68 | 7.13030958182544e-69 |
259 | 1 | 5.33910516129132e-68 | 2.66955258064566e-68 |
260 | 1 | 2.07179203379321e-67 | 1.03589601689661e-67 |
261 | 1 | 7.85818117496878e-67 | 3.92909058748439e-67 |
262 | 1 | 3.05743685081577e-66 | 1.52871842540788e-66 |
263 | 1 | 1.15920502759506e-65 | 5.79602513797531e-66 |
264 | 1 | 4.56838147580918e-65 | 2.28419073790459e-65 |
265 | 1 | 1.80824731890219e-64 | 9.04123659451097e-65 |
266 | 1 | 7.21805752597489e-64 | 3.60902876298744e-64 |
267 | 1 | 2.91837495556133e-63 | 1.45918747778067e-63 |
268 | 1 | 1.16939160129193e-62 | 5.84695800645965e-63 |
269 | 1 | 4.91643186178916e-62 | 2.45821593089458e-62 |
270 | 1 | 5.79216847704791e-63 | 2.89608423852396e-63 |
271 | 1 | 2.57664093544327e-62 | 1.28832046772163e-62 |
272 | 1 | 1.13253907990086e-61 | 5.66269539950431e-62 |
273 | 1 | 4.67145966776488e-61 | 2.33572983388244e-61 |
274 | 1 | 1.25019803241307e-60 | 6.25099016206533e-61 |
275 | 1 | 2.46584182673827e-60 | 1.23292091336914e-60 |
276 | 1 | 1.02514355859354e-59 | 5.12571779296769e-60 |
277 | 1 | 2.61485946603463e-59 | 1.30742973301732e-59 |
278 | 1 | 5.73892005036e-59 | 2.86946002518e-59 |
279 | 1 | 2.56757091069024e-58 | 1.28378545534512e-58 |
280 | 1 | 1.13392820095223e-57 | 5.66964100476113e-58 |
281 | 1 | 4.84390708521277e-57 | 2.42195354260638e-57 |
282 | 1 | 7.11049790989407e-58 | 3.55524895494704e-58 |
283 | 1 | 2.92368629571601e-57 | 1.46184314785800e-57 |
284 | 1 | 1.25716402790586e-56 | 6.28582013952929e-57 |
285 | 1 | 3.32084552369961e-56 | 1.66042276184980e-56 |
286 | 1 | 1.40037420262577e-55 | 7.00187101312886e-56 |
287 | 1 | 6.12419499497476e-55 | 3.06209749748738e-55 |
288 | 1 | 2.52541976989175e-54 | 1.26270988494588e-54 |
289 | 1 | 1.0302062443027e-53 | 5.1510312215135e-54 |
290 | 1 | 4.39682920133090e-53 | 2.19841460066545e-53 |
291 | 1 | 1.88888752475092e-52 | 9.4444376237546e-53 |
292 | 1 | 7.16695544314317e-52 | 3.58347772157158e-52 |
293 | 1 | 1.78886313778771e-51 | 8.94431568893853e-52 |
294 | 1 | 2.72802591492741e-51 | 1.36401295746371e-51 |
295 | 1 | 8.6704887641922e-51 | 4.3352443820961e-51 |
296 | 1 | 3.46044513371168e-50 | 1.73022256685584e-50 |
297 | 1 | 1.38156618888772e-49 | 6.90783094443862e-50 |
298 | 1 | 5.58172614099424e-49 | 2.79086307049712e-49 |
299 | 1 | 2.03933471334259e-48 | 1.01966735667129e-48 |
300 | 1 | 7.06610682442604e-49 | 3.53305341221302e-49 |
301 | 1 | 2.82921775566646e-48 | 1.41460887783323e-48 |
302 | 1 | 1.10891291475990e-47 | 5.54456457379952e-48 |
303 | 1 | 4.36295966310466e-47 | 2.18147983155233e-47 |
304 | 1 | 1.83082418787341e-46 | 9.15412093936704e-47 |
305 | 1 | 7.37353516279068e-46 | 3.68676758139534e-46 |
306 | 1 | 3.04547561373586e-45 | 1.52273780686793e-45 |
307 | 1 | 1.17818674391902e-44 | 5.89093371959509e-45 |
308 | 1 | 4.18890768137704e-44 | 2.09445384068852e-44 |
309 | 1 | 1.56333195053185e-43 | 7.81665975265924e-44 |
310 | 1 | 4.7074420580722e-49 | 2.3537210290361e-49 |
311 | 1 | 3.32648900533158e-49 | 1.66324450266579e-49 |
312 | 1 | 7.72303570647194e-49 | 3.86151785323597e-49 |
313 | 1 | 2.57776035945159e-48 | 1.28888017972580e-48 |
314 | 1 | 7.21391884082164e-48 | 3.60695942041082e-48 |
315 | 1 | 1.36248663780674e-47 | 6.8124331890337e-48 |
316 | 1 | 3.97260095938722e-47 | 1.98630047969361e-47 |
317 | 1 | 1.75843645201417e-46 | 8.79218226007083e-47 |
318 | 1 | 7.8173043710353e-46 | 3.90865218551765e-46 |
319 | 1 | 3.54291478161648e-45 | 1.77145739080824e-45 |
320 | 1 | 1.57571333092727e-44 | 7.87856665463636e-45 |
321 | 1 | 6.63946261369331e-44 | 3.31973130684666e-44 |
322 | 1 | 2.85482718136392e-43 | 1.42741359068196e-43 |
323 | 1 | 1.11551667270659e-42 | 5.57758336353297e-43 |
324 | 1 | 2.84569713020984e-42 | 1.42284856510492e-42 |
325 | 1 | 6.20404722620225e-43 | 3.10202361310112e-43 |
326 | 1 | 2.009379023756e-42 | 1.004689511878e-42 |
327 | 1 | 6.89615004421874e-42 | 3.44807502210937e-42 |
328 | 1 | 3.03719104525250e-41 | 1.51859552262625e-41 |
329 | 1 | 2.21331605253168e-41 | 1.10665802626584e-41 |
330 | 1 | 9.80351376893743e-41 | 4.90175688446871e-41 |
331 | 1 | 4.02847521737418e-40 | 2.01423760868709e-40 |
332 | 1 | 1.60698781531426e-39 | 8.03493907657128e-40 |
333 | 1 | 5.44524372544539e-39 | 2.72262186272270e-39 |
334 | 1 | 1.39094318008293e-38 | 6.95471590041467e-39 |
335 | 1 | 1.27668573001436e-38 | 6.3834286500718e-39 |
336 | 1 | 5.57625212114208e-38 | 2.78812606057104e-38 |
337 | 1 | 2.03089022682490e-37 | 1.01544511341245e-37 |
338 | 1 | 7.84770036345994e-37 | 3.92385018172997e-37 |
339 | 1 | 2.89757401594768e-36 | 1.44878700797384e-36 |
340 | 1 | 1.21063402244901e-35 | 6.05317011224504e-36 |
341 | 1 | 5.2210514017555e-35 | 2.61052570087775e-35 |
342 | 1 | 1.25251028988692e-34 | 6.26255144943458e-35 |
343 | 1 | 3.22251483349122e-34 | 1.61125741674561e-34 |
344 | 1 | 9.4764249975558e-34 | 4.7382124987779e-34 |
345 | 1 | 3.25209908466314e-33 | 1.62604954233157e-33 |
346 | 1 | 1.07662273816818e-32 | 5.3831136908409e-33 |
347 | 1 | 2.15374028443010e-32 | 1.07687014221505e-32 |
348 | 1 | 3.32406561219975e-32 | 1.66203280609988e-32 |
349 | 1 | 8.54318912832837e-32 | 4.27159456416419e-32 |
350 | 1 | 8.3748413107112e-32 | 4.1874206553556e-32 |
351 | 1 | 3.25693330211877e-31 | 1.62846665105938e-31 |
352 | 1 | 1.38067300670991e-30 | 6.90336503354956e-31 |
353 | 1 | 5.93868052914845e-30 | 2.96934026457423e-30 |
354 | 1 | 2.56982159319611e-29 | 1.28491079659806e-29 |
355 | 1 | 4.93236900090044e-29 | 2.46618450045022e-29 |
356 | 1 | 1.84878575873954e-28 | 9.24392879369771e-29 |
357 | 1 | 7.36803406691792e-28 | 3.68401703345896e-28 |
358 | 1 | 3.37186927022014e-28 | 1.68593463511007e-28 |
359 | 1 | 1.48136184430155e-27 | 7.40680922150777e-28 |
360 | 1 | 5.57406720892832e-27 | 2.78703360446416e-27 |
361 | 1 | 2.39502749592316e-26 | 1.19751374796158e-26 |
362 | 1 | 9.03048037804276e-26 | 4.51524018902138e-26 |
363 | 1 | 3.71508858640296e-25 | 1.85754429320148e-25 |
364 | 1 | 1.54270151102032e-24 | 7.7135075551016e-25 |
365 | 1 | 6.39881116203452e-24 | 3.19940558101726e-24 |
366 | 1 | 2.05304323333569e-23 | 1.02652161666785e-23 |
367 | 1 | 8.18328492927701e-23 | 4.09164246463850e-23 |
368 | 1 | 2.79857327284092e-22 | 1.39928663642046e-22 |
369 | 1 | 1.01392899458309e-21 | 5.06964497291547e-22 |
370 | 1 | 2.45407970225295e-21 | 1.22703985112648e-21 |
371 | 1 | 2.96288230509647e-21 | 1.48144115254823e-21 |
372 | 1 | 1.17902837957055e-20 | 5.89514189785277e-21 |
373 | 1 | 4.73810796152395e-20 | 2.36905398076197e-20 |
374 | 1 | 1.45741005872848e-19 | 7.28705029364238e-20 |
375 | 1 | 5.21942259440484e-19 | 2.60971129720242e-19 |
376 | 1 | 9.7806825368891e-19 | 4.89034126844455e-19 |
377 | 1 | 1.84454973048017e-18 | 9.22274865240084e-19 |
378 | 1 | 4.26133797296677e-18 | 2.13066898648338e-18 |
379 | 1 | 1.68592889818664e-17 | 8.42964449093318e-18 |
380 | 1 | 5.1880399520501e-17 | 2.59401997602505e-17 |
381 | 1 | 1.04821753722453e-16 | 5.24108768612265e-17 |
382 | 1 | 3.1146140612193e-16 | 1.55730703060965e-16 |
383 | 1 | 1.16336262190448e-15 | 5.8168131095224e-16 |
384 | 0.999999999999998 | 4.37977675866447e-15 | 2.18988837933224e-15 |
385 | 0.999999999999993 | 1.44855556941377e-14 | 7.24277784706887e-15 |
386 | 0.999999999999976 | 4.86954492807979e-14 | 2.43477246403990e-14 |
387 | 0.99999999999999 | 2.11391242776266e-14 | 1.05695621388133e-14 |
388 | 0.99999999999996 | 8.24072478032211e-14 | 4.12036239016106e-14 |
389 | 0.999999999999845 | 3.09938764277079e-13 | 1.54969382138540e-13 |
390 | 0.999999999999718 | 5.64051751227154e-13 | 2.82025875613577e-13 |
391 | 0.999999999999047 | 1.9057133101993e-12 | 9.5285665509965e-13 |
392 | 0.999999999997003 | 5.99358983138997e-12 | 2.99679491569499e-12 |
393 | 0.999999999991662 | 1.66770198591281e-11 | 8.33850992956407e-12 |
394 | 0.999999999970487 | 5.9025978292955e-11 | 2.95129891464775e-11 |
395 | 0.999999999915747 | 1.68505844331205e-10 | 8.42529221656026e-11 |
396 | 1 | 1.69836487605503e-16 | 8.49182438027514e-17 |
397 | 1 | 1.14067453893462e-15 | 5.70337269467312e-16 |
398 | 0.999999999999997 | 5.28048759863586e-15 | 2.64024379931793e-15 |
399 | 0.99999999999999 | 1.86110537567686e-14 | 9.3055268783843e-15 |
400 | 0.999999999999996 | 7.07318435394407e-15 | 3.53659217697203e-15 |
401 | 0.999999999999975 | 4.91889680990304e-14 | 2.45944840495152e-14 |
402 | 0.999999999999827 | 3.45609912131984e-13 | 1.72804956065992e-13 |
403 | 0.999999999999612 | 7.76434217104047e-13 | 3.88217108552023e-13 |
404 | 0.999999999999868 | 2.63342024549121e-13 | 1.31671012274560e-13 |
405 | 0.99999999999892 | 2.16000262560666e-12 | 1.08000131280333e-12 |
406 | 0.99999999999954 | 9.19952840710994e-13 | 4.59976420355497e-13 |
407 | 0.999999999996255 | 7.49075547391329e-12 | 3.74537773695665e-12 |
408 | 0.999999999964027 | 7.19467453367086e-11 | 3.59733726683543e-11 |
409 | 0.999999999666587 | 6.66826138911177e-10 | 3.33413069455589e-10 |
410 | 0.99999999923187 | 1.53626194980552e-09 | 7.68130974902761e-10 |
411 | 0.999999995243233 | 9.51353341081928e-09 | 4.75676670540964e-09 |
412 | 0.999999968296099 | 6.34078026461624e-08 | 3.17039013230812e-08 |
413 | 0.999999730816484 | 5.38367031987586e-07 | 2.69183515993793e-07 |
414 | 0.99999752567562 | 4.94864876139207e-06 | 2.47432438069604e-06 |
415 | 0.999987488564955 | 2.50228700894899e-05 | 1.25114350447449e-05 |
416 | 0.999921870655595 | 0.000156258688808962 | 7.81293444044809e-05 |
417 | 0.999691230880386 | 0.000617538239227303 | 0.000308769119613652 |
418 | 0.999746357402583 | 0.000507285194834747 | 0.000253642597417373 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 406 | 1 | NOK |
5% type I error level | 406 | 1 | NOK |
10% type I error level | 406 | 1 | NOK |