Multiple Linear Regression - Estimated Regression Equation
CCScore [t] = + 112525.671973323 -0.198059963761599Rank[t] + 0.00550742537579432Group[t] -0.273496863022098Costs[t] -0.137453070224780Trades[t] -0.0756323147982971Orders[t] -0.340817921286784Dividends[t] -0.121532963538801Wealth[t] -0.210333786633402WRank[t] -0.0703752629021608`Profit/Trades`[t] -0.00501056997828916`Profit/Cost`[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)112525.67197332310810.28895710.409100
Rank-0.1980599637615990.071096-2.78580.0055810.002791
Group0.005507425375794320.0592080.0930.9259330.462967
Costs-0.2734968630220980.063185-4.32851.9e-059e-06
Trades-0.1374530702247800.040373-3.40460.0007260.000363
Orders-0.07563231479829710.028988-2.60910.0094030.004702
Dividends-0.3408179212867840.076378-4.46231e-055e-06
Wealth-0.1215329635388010.041276-2.94440.0034160.001708
WRank-0.2103337866334020.053868-3.90460.000115.5e-05
`Profit/Trades`-0.07037526290216080.026679-2.63790.0086520.004326
`Profit/Cost`-0.005010569978289160.019697-0.25440.7993270.399664


Multiple Linear Regression - Regression Statistics
Multiple R0.363573085746835
R-squared0.132185388679476
Adjusted R-squared0.111523136028987
F-TEST (value)6.39743356716478
F-TEST (DF numerator)10
F-TEST (DF denominator)420
p-value3.46148265606416e-09
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation128774.834980933
Sum Squared Residuals6964842412233.94


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1051984.0821382774-51984.0821382774
23918411.0453418127-18372.0453418127
3051384.7569158269-51384.7569158269
4038448.7630979363-38448.7630979363
530528509.3908124451-28204.3908124451
6-955142.6551073762-55151.6551073762
7-155708.7680428235-55709.7680428235
8052533.0889747367-52533.0889747367
9047951.0220221668-47951.0220221668
10054073.2013716149-54073.2013716149
113329173.1596004819-29140.1596004819
123225317.6328841357-25285.6328841357
13153429.4878996622-53428.4878996622
14177323.8543594538-77322.8543594538
15179134.9065203138-79133.9065203138
16180406.274680172-80405.274680172
17179142.9386618445-79141.9386618445
18179283.3001273575-79282.3001273575
19178622.9433139361-78621.9433139361
20178460.201292914-78459.201292914
213580209.0945426697-80174.0945426697
22030726.2388301576-30726.2388301576
2312117326131.039610136295041.9603898638
245753024770.832996273832759.1670037262
256204132125.138556264429915.8614437356
266072043569.631864998917150.3681350011
2713699645210.142774198791785.8572258013
286072026858.129548332933861.8704516671
2911542256.6665796992-42141.6665796992
30387103032.292028438-102645.292028438
31219106058.048427910-105839.048427910
3243035453.5739217395-35023.5739217395
33288-16296.521833215816584.5218332158
342224784.1197506741-24762.1197506741
351839844.6969428017-39826.6969428017
361245838757.3479990894-26299.3479990894
373248098.7862822129-48066.7862822129
3829-203191.121554988203220.121554988
394211264.0719439271-11222.0719439271
408448348.41712489533-7504.41712489533
4124226309.1170442768-26067.1170442768
4212317485.2155959522-17362.2155959522
4318438791.7671509101-38607.7671509101
444015254.77324521123-4853.77324521123
45371-925.8835066314631296.88350663146
46203398.428877639642-195.428877639642
47368948784.7819532842-45095.7819532842
4856730368.9202622046-29801.9202622046
492766425352.63892616572311.36107383430
501686905.434311472616780.565688527384
51116441638.6696386413-40474.6696386413
521582458331.0538866652-42507.0538866652
53657512425.3256008071-5850.32560080706
5437597-78210.422861995115807.422861995
55314-35548.475756091935862.4757560919
56193244630.649477785-42698.649477785
57569257702.545545894-52010.5455458939
58045048.6944462182-45048.6944462182
59052510.2117101809-52510.2117101809
60364839100733.202203026264105.797796974
61230621112086.135091829118534.864908171
62315877112122.356861639203754.643138361
63125390110220.96864438015169.0313556197
64314882112115.619519034202766.380480966
65370837110308.891698613260528.108301387
66330068112054.614321119218013.385678881
67324385111839.097210381212545.902789619
68315380112326.948392930203053.051607070
6911409-466.18878943245511875.1887894325
70111577115.6433306855-76000.6433306855
7113337-211180.636253466224517.636253466
72077622.5047337501-77622.5047337501
73046561.4052306707-46561.4052306707
74052333.5475925108-52333.5475925108
75050190.7120526257-50190.7120526257
76052755.5158291808-52755.5158291808
7723873089.044725435-72851.044725435
783040-127304.349417872130344.349417872
79049302.1727311366-49302.1727311366
80153422.9134049436-53421.9134049436
813780218.6776460639-80181.6776460639
82015917.2363201625-15917.2363201625
836072026509.817682617234210.1823173828
8430844155.9955119562-43847.9955119562
85296103407.745332790-103111.745332790
8635795148.3444731203-94791.3444731203
87110104918.126631041-104808.126631041
88245103624.092263071-103379.092263071
8946943553.628428173-43084.628428173
9034-146656.646355435146690.646355435
91-3573756.4766363198-73791.4766363198
9246336367.4094531073-35904.4094531073
9395434186.7309963541-33232.7309963541
9422638796.939891209-38570.939891209
95276-453.761249207826729.761249207826
96383-2161.995672625342544.99567262534
979313534.4433239475-13441.4433239475
98302-47067.314959643547369.3149596435
99385-5269.471667337435654.47166733743
100225-2041.449749913622266.44974991362
101275-12220.090604479412495.0906044794
10218073381.07163285502617691.9283671450
1031866106436.517919465-104570.517919465
1044263451381.1119585872-8747.11195858719
105249-158269.167337542158518.167337542
10642256823.4898014421-56401.4898014421
107267551470.5966667093-48795.5966667093
10896546828.7494450594-45863.7494450594
109063797.5544483461-63797.5544483461
1101152458.5940672866-52447.5940672866
111099711.4355116967-99711.4355116967
112309560101829.770943752207730.229056248
113414462111585.244878915302876.755121085
114857217110502.827218467746714.172781533
115697458111218.748030431586239.251969569
116530670111552.992953134419117.007046866
117238125111815.989299189126309.010700811
118315380112116.846502234203263.153497766
1191203142790.620312275-30759.620312275
120371864533.3022583158-60815.3022583158
121191868682.7204458598-66764.7204458598
122077484.1719883014-77484.1719883014
123048535.566011401-48535.566011401
124153365.5011430724-53364.5011430724
125060449.406719651-60449.406719651
126176768.6582663855-76767.6582663855
127076620.2602023118-76620.2602023118
128080177.5438022374-80177.5438022374
1296072026465.0980005634254.90199944
13031244158.7675617654-43846.7675617654
13134699059.5406524592-98713.5406524592
132076824.0443492215-76824.0443492215
133051274.0348928144-51274.0348928144
134153392.9593488838-53391.9593488838
13522680203.1345301217-79977.1345301217
13658-24373.431224330224431.4312243302
137057312.2708773604-57312.2708773604
1386072026505.326448191734214.6735518083
13911443897.5052499632-43783.5052499632
140283104752.850242464-104469.850242464
14120137231.711776345-37030.711776345
14210927810.4535385162-27701.4535385162
1436942715.5360209429-42646.5360209429
14426738793.2130202708-38526.2130202708
145611383.483266107118227.516733892882
146051326.5332313509-51326.5332313509
147652439.6198238678-52433.6198238678
1481100545.034958793-100544.034958793
1491398400.3333027612-98387.3333027612
1501498407.429377959-98393.429377959
1510101706.634047475-101706.634047475
152314210101831.906180554212378.093819446
153480382111789.042266213368592.957733787
154315009112170.129216435202838.870783565
155315380112122.863746969203257.136253031
1561026278506.6674491575-68244.6674491575
1571525476211.7972878362-60957.7972878362
158076997.0518144014-76997.0518144014
1591633236.29850283738-3073.29850283738
160153369.3318438351-53368.3318438351
161179767.9541182146-79766.9541182146
162177030.7274608946-77029.7274608946
163178835.9155325496-78834.9155325496
164062439.7262720458-62439.7262720458
165058091.1290936419-58091.1290936419
166185014.82421183-85013.82421183
167081764.6925839668-81764.6925839668
168179027.4823750554-79026.4823750554
169172534.520299611-72533.520299611
1701480206.9085551201-80192.9085551201
1711725478.7416941863-25461.7416941863
172029274.6169247697-29274.6169247697
17312192025518.745982330496401.2540176696
17410396018580.926978465685379.0730215344
1756072039201.737266836821518.2627331632
17621344187.4263340876-43974.4263340876
17730638792.4859858919-38486.4859858919
178172-6719.781586689086891.78158668908
179402-4779.579615277755181.57961527775
1804-9142.06695786059146.0669578605
18115638591.9033504311-38435.9033504311
1823397.377871908767-394.377871908767
18352938015.4398733956-37486.4398733956
184050611.7183509841-50611.7183509841
185552500.955101569-52495.955101569
1861999502.0970176999-99483.0970176999
187099600.9712354923-99600.9712354923
188308636101359.971606979207276.028393021
189158492111771.89957010446720.100429896
190315380112119.234412486203260.765587514
191077415.9931659797-77415.9931659797
192446-7761.056320747358207.05632074735
193053388.8923421925-53388.8923421925
1942780214.296126013-80187.296126013
195028600.0927220894-28600.0927220894
1968859026053.454319481362536.5456805187
1978290320975.534746661361927.4652533387
1986072036255.615304632924464.3846953671
1999942005.6927156985-41906.6927156985
200310105800.800194537-105490.800194537
2011792186.239057746-92169.239057746
202416104498.774202499-104082.774202499
203295106383.025360203-106088.025360203
204342102804.140478887-102462.140478887
2052191442.0282794671-91421.0282794671
206423104281.778612289-103858.778612289
207160106584.493971940-106424.493971940
20820795211.2818290265-95004.2818290265
2099234243.0418956813-34151.0418956813
2109814778.6529681931-14680.6529681931
211261339094.1757714071-36481.1757714071
21233738798.4673385583-38461.4673385583
2133416655.72399240627-6314.72399240627
2141545611.90276113412-5457.90276113412
215364677.27213300917-4641.27213300917
216192-24240.174980524524432.1749805245
2177123422.9679528680786700.03204713192
218622-55679.503383035556301.5033830355
21917450146.0865977219-49972.0865977219
220222015825.4337049197-13605.4337049197
221121-65496.625984250965617.6259842509
2221181955076.0152071693-43257.0152071693
22302975.63608608227-2975.63608608227
2241952508.8521686539-52489.8521686539
22511100639.813904035-100628.813904035
2263598821.4912799071-98786.4912799071
2270102671.369161323-102671.369161323
228315380101829.124961735213550.875038265
2292952576956.5149674224-47431.5149674224
230752364003.3044830156-56480.3044830156
2311143172842.8271326502-61411.8271326502
232077444.9129567166-77444.9129567166
233053270.5394570309-53270.5394570309
234-363325.521812558-63328.521812558
235-849811.4799645646-49819.4799645646
236153397.5585467333-53396.5585467333
237178907.1370475124-78906.1370475124
238280191.3931912918-80189.3931912918
239021281.1782898015-21281.1782898015
2407878026334.989708420252445.0102915798
2416072047893.301504594312826.6984954057
24227044159.7870195575-43889.7870195575
24333338792.5618685802-38459.5618685802
2440387.392416543891-387.392416543891
245052504.2159069174-52504.2159069174
246640273100436.726100408539836.273899592
247345783110345.915350738235437.084649262
248652925111786.970277527541138.029722473
249439798110667.349887452329130.650112548
250278990111914.693882102167075.306117898
251339836111737.49759948228098.50240052
252240897111686.535109242129210.464890758
253315380112119.608513024203260.391486976
254571478578.432898424-72864.432898424
255077457.939633482-77457.939633482
256047237.6399949077-47237.6399949077
257045447.7205900174-45447.7205900174
258153403.3328155355-53402.3328155355
2596180167.7779151284-80106.7779151284
260328030.5394958896-28027.5394958896
2619721738.5346711873-21641.5346711873
262271567.88437143016-1540.88437143016
263129950.9993310212-29949.9993310212
2641416955.1908217616-16941.1908217616
2651328796.6809836748-28783.6809836748
266734609.8242297449-34602.8242297449
267540050.040529712-40045.040529712
2682425622.5392268472-25598.5392268472
269028083.8066115605-28083.8066115605
2706391526429.719756055637485.2802439444
2716071950215.471903473910503.5280965261
2725950033106.936053349226393.0639466508
2736072041108.058673599919611.9413264001
2745642890.3117495837-42834.3117495837
27518102003.912587153-101985.912587153
276431106755.529550307-106324.529550307
277250107452.735339250-107202.735339250
27816437375.0991297701-37211.0991297701
27940538792.5368282165-38387.5368282165
28017610925.8817093222-10749.8817093222
281236-2147.609230234092383.60923023409
282142-27581.86759958827723.867599588
28318014418.27161298458717595.7283870154
2840-82149.923664487782149.9236644877
285052509.7684785012-52509.7684785012
28698366097171.3471561967886488.652843803
287318574111875.415899859206698.584100141
288310768111417.488238324199350.511761676
289312887112114.713888905200772.286111095
290312339111972.090400210200366.909599790
291314964112126.323522932202837.676477068
292379983110658.203556764269324.796443236
293315380112171.183623255203208.816376745
294077485.0264801884-77485.0264801884
295050497.0133200781-50497.0133200781
296153408.7054386362-53407.7054386362
297081286.3200131945-81286.3200131945
298178468.8442600208-78467.8442600208
299172313.1891541467-72312.1891541467
300178899.0976793004-78898.0976793004
301088856.0021979606-88856.0021979606
3021-239287.102247166239288.102247166
303081018.1093743663-81018.1093743663
304280154.1765615469-80152.1765615469
305841447.6638134447-41439.6638134447
3061222706.4401375872-22694.4401375872
3076622852.5674737648-22786.5674737648
3080-9423.341103577029423.34110357702
30911476826327.466212744388440.5337872557
3106072038543.971789736322176.0282102637
3119638190.4522250322-38094.4522250322
31219828.23349878463-9827.23349878463
31341477664.4056894305-77250.4056894305
314388103717.535149784-103329.535149784
315409104452.065103509-104043.065103509
316184106469.856381181-106285.856381181
3173938795.6620439489-38756.6620439489
318101-90604.373101151290705.3731011512
3192561218.59837092383-962.598370923826
3201585408.3377301516691176.66226984833
3211618937610.6577567213-21421.6577567213
322031058.0087949020-31058.0087949020
323052517.511643903-52517.511643903
324375195100290.200374455274904.799625545
325288985112126.323013129176858.676986871
326315380112091.403280007203288.596719993
327300460908.2012741324-57904.2012741324
328077497.718991571-77497.718991571
329051979.2262176166-51979.2262176166
330049075.2270407685-49075.2270407685
331-5888957.1393050346-89015.1393050346
332153408.8385432363-53407.8385432363
333180310.3675919587-80309.3675919587
334080199.486420775-80199.486420775
3356079826469.465800721834328.5341992782
3366072042115.72028683518604.279713165
33739643398.0529985053-43002.0529985053
338228106041.515803240-105813.515803240
33924938794.454703858-38545.454703858
3400397.628159158027-397.628159158027
34113652255.1918534147-52119.1918534147
34211488025.316437781-87911.316437781
3431582565.4707305681-82550.4707305681
34411105358.763163616-105347.763163616
34512101860.035492401-101848.035492401
346895896.2867517512-95888.2867517512
347122100448.952383483-100326.952383483
348113106761.737125082-106648.737125082
3496101980.818485746-101974.818485746
350099408.2688707023-99408.2688707023
351215362101145.167644927114216.832355073
352314073111794.825669010202278.174330990
353298096112063.108580695186032.891419305
354325176112078.481079256213097.518920744
355207393111383.60196555996009.3980344414
356314806112094.236771516202711.763228484
357341340110545.583789005230794.416210995
358426280111428.494066366314851.505933634
359929118108895.391708080820222.60829192
360307322112047.569053790195274.430946210
361315380112246.841374192203133.158625808
362302470284.8430793366-67260.8430793366
3631835778081.8909518386-59724.8909518386
364235378566.0595704073-76213.0595704073
365865275905.9068973812-67253.9068973812
3663861177390.2886142145-38779.2886142145
367950577867.315325648-68362.315325648
368410873050.4716691737-68942.4716691737
369077473.9239480622-77473.9239480622
370053424.4362422015-53424.4362422015
371080196.249596069-80196.249596069
3726072026498.367007187234221.6329928128
3739037184.109978968-37094.109978968
374168106647.622493980-106479.622493980
375208103813.419486878-103605.419486878
37622238793.8488328375-38571.8488328375
3770396.308985596700-396.308985596700
378352490.6426106173-52487.6426106173
3791599445.7005195783-99430.7005195783
3805592328.4986873729-92273.4986873729
3818591748.3272569415-91663.3272569415
3821796992.6662173234-96975.6662173234
383277101343.881650793-101066.881650793
3841090244.5814936573-90234.5814936573
3854100058.655549078-100054.655549078
386798921.5718627423-98914.5718627423
38726101153.294023462-101127.294023462
3884796150.3281979054-96103.3281979054
38920393264.5587373232-93061.5587373232
390588560.6314300246-88555.6314300246
391099597.080321643-99597.080321643
392315380101833.503324737213546.496675263
3931062081273.6435062477-70653.6435062477
394566975103.504066895-69434.504066895
3951058177576.4018597897-66995.4018597897
396253337478.9211866526-34945.9211866526
39782777027.7919647552-76200.7919647552
3985769477450.0271981998-19756.0271981998
399054133.655596195-54133.655596195
400052052.4458082697-52052.4458082697
4011455336.1652217946-55322.1652217946
4022854-214413.529305946217267.529305946
403053945.3062782271-53945.3062782271
404-1054757.1196607063-54767.1196607063
405-2897310.8189251289-97338.8189251289
406153383.0542496368-53382.0542496368
407174825.704039787-74824.704039787
408172597.729860615-72596.729860615
4097280183.6225203528-80111.6225203528
4101726694.6111752033-26677.6111752033
4114724894.6611654333-24847.6611654333
4126-22472.307716474222478.3077164742
4131123908.8390588624-23897.8390588624
4141057075.40236258142-6970.40236258142
4151731494.8782040044-31477.8782040044
416832854.221208905-32846.221208905
417831932.1019103272-31924.1019103272
4181424554.5459513553-24540.5459513553
419618850.6989151894-18844.6989151894
4205328118.5914832437-28065.5914832437
421634091.11681638274-4028.11681638274
4220-3478.465869829653478.46586982965
4236072025511.982610867635208.0173891324
4246180844659.278578210517148.7214217895
4256043848075.997356372712362.0026436273
4265859851337.90142963057260.0985703695
4275978146811.690268612712969.3097313873
4286094547528.300133926413416.6998660736
4296112446587.164488441114536.8355115589
4306072046828.957949848813891.0420501512
43136545040.4566629128-44675.4566629128


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
143.68839408296106e-127.37678816592211e-120.999999999996312
151.73319227036455e-153.46638454072911e-150.999999999999998
165.27652292070874e-191.05530458414175e-181
171.11609320394281e-222.23218640788563e-221
182.06588940286025e-264.1317788057205e-261
193.60251441067542e-307.20502882135083e-301
205.8270732820607e-341.16541465641214e-331
211.15146767145075e-372.30293534290149e-371
224.32649170723946e-418.65298341447891e-411
235.4915275859881e-211.09830551719762e-201
242.783435155833e-225.566870311666e-221
254.71750528641269e-159.43501057282538e-150.999999999999995
262.51867585941375e-145.0373517188275e-140.999999999999975
275.68878654127134e-151.13775730825427e-140.999999999999994
286.19819292816555e-161.23963858563311e-151
295.17666716850696e-171.03533343370139e-161
301.37579955770505e-172.75159911541009e-171
311.27365788985945e-182.5473157797189e-181
322.33326417380375e-144.66652834760749e-140.999999999999977
335.60729057019191e-151.12145811403838e-140.999999999999994
348.83768704636546e-161.76753740927309e-151
351.48734737542715e-162.97469475085431e-161
362.10350391408772e-174.20700782817544e-171
374.3853732378529e-188.7707464757058e-181
381.84178446908476e-183.68356893816952e-181
392.71248985878573e-195.42497971757146e-191
403.77859139182515e-207.5571827836503e-201
415.25058259073449e-211.05011651814690e-201
426.99254208260737e-221.39850841652147e-211
439.51371403009468e-231.90274280601894e-221
441.22698724613751e-232.45397449227502e-231
451.59161685155202e-243.18323370310403e-241
461.99294854739887e-253.98589709479773e-251
477.4378044167204e-261.48756088334408e-251
481.60743154548678e-263.21486309097356e-261
498.12118992850642e-271.62423798570128e-261
501.8379515187922e-263.6759030375844e-261
512.67535360256123e-275.35070720512245e-271
524.02561265450512e-288.05122530901025e-281
536.25335344341475e-291.25067068868295e-281
541.81059145374062e-293.62118290748124e-291
558.6502880469504e-301.73005760939008e-291
561.26101249314454e-302.52202498628908e-301
571.71450042955603e-313.42900085911206e-311
582.56318592682222e-325.12637185364445e-321
593.74421661868736e-337.48843323737472e-331
606.84224242273983e-341.36844848454797e-331
613.20572872810498e-216.41145745620997e-211
626.97544501780135e-151.39508900356027e-140.999999999999993
633.99055525410566e-157.98111050821132e-150.999999999999996
648.54578506070376e-131.70915701214075e-120.999999999999145
654.47806413675640e-138.95612827351281e-130.999999999999552
666.53439394027042e-121.30687878805408e-110.999999999993466
672.67690213383589e-115.35380426767177e-110.99999999997323
687.87173446694566e-111.57434689338913e-100.999999999921283
691.84996591027837e-063.69993182055673e-060.99999815003409
701.90763532413682e-063.81527064827364e-060.999998092364676
714.82042636043361e-069.64085272086723e-060.99999517957364
726.95149562039191e-061.39029912407838e-050.99999304850438
734.23626982810382e-068.47253965620764e-060.999995763730172
742.58235799515405e-065.16471599030811e-060.999997417642005
751.55477146740530e-063.10954293481059e-060.999998445228533
769.3582337576358e-071.87164675152716e-060.999999064176624
776.33998368145312e-071.26799673629062e-060.999999366001632
784.39150423824525e-068.7830084764905e-060.999995608495762
792.88214550820864e-065.76429101641727e-060.999997117854492
801.87980687305868e-063.75961374611736e-060.999998120193127
811.17479232003700e-062.34958464007401e-060.99999882520768
827.71354861620478e-071.54270972324096e-060.999999228645138
834.62791087801005e-079.2558217560201e-070.999999537208912
843.88845371608504e-077.77690743217009e-070.999999611154628
853.74727152426633e-077.49454304853266e-070.999999625272848
863.96555620936525e-077.9311124187305e-070.99999960344438
872.96778072733146e-075.93556145466291e-070.999999703221927
882.13765427920902e-074.27530855841803e-070.999999786234572
891.41877113686257e-072.83754227372514e-070.999999858122886
901.35107913571915e-072.70215827143829e-070.999999864892086
911.00743548358202e-072.01487096716405e-070.999999899256452
926.33777094737447e-081.26755418947489e-070.99999993662229
933.98446647682363e-087.96893295364727e-080.999999960155335
942.54022877202609e-085.08045754405218e-080.999999974597712
951.49406083021901e-082.98812166043802e-080.999999985059392
968.6781790171845e-091.7356358034369e-080.99999999132182
974.9437731554239e-099.8875463108478e-090.999999995056227
983.09584738359370e-096.19169476718739e-090.999999996904153
991.74107573770238e-093.48215147540476e-090.999999998258924
1009.71737031780202e-101.94347406356040e-090.999999999028263
1015.41476266471096e-101.08295253294219e-090.999999999458524
1023.04425543818591e-106.08851087637181e-100.999999999695574
1032.47829012422292e-104.95658024844585e-100.999999999752171
1041.35818936845113e-102.71637873690225e-100.999999999864181
1051.37584399935372e-102.75168799870745e-100.999999999862416
1068.59874876212003e-111.71974975242401e-100.999999999914013
1075.16431612593862e-111.03286322518772e-100.999999999948357
1083.06590123676195e-116.1318024735239e-110.99999999996934
1091.88241363400629e-113.76482726801259e-110.999999999981176
1101.12019002511983e-112.24038005023965e-110.999999999988798
1117.3605627245752e-101.47211254491504e-090.999999999263944
1127.24075040485156e-101.44815008097031e-090.999999999275925
1137.45026257188173e-081.49005251437635e-070.999999925497374
1140.05541553471334480.1108310694266900.944584465286655
1150.5364233019423380.9271533961153240.463576698057662
1160.7875478509325050.4249042981349910.212452149067495
1170.7796290737681910.4407418524636180.220370926231809
1180.80143418242890.3971316351422000.198565817571100
1190.7937186174649240.4125627650701520.206281382535076
1200.7808217414818450.438356517036310.219178258518155
1210.766699623768570.4666007524628590.233300376231430
1220.7540077370188880.4919845259622240.245992262981112
1230.7330802417862140.5338395164275720.266919758213786
1240.7122219240989110.5755561518021780.287778075901089
1250.6877259638412010.6245480723175970.312274036158799
1260.6645081152829980.6709837694340040.335491884717002
1270.6409021785602150.718195642879570.359097821439785
1280.6174116818643570.7651766362712850.382588318135643
1290.5889579221807760.8220841556384480.411042077819224
1300.566245850756870.8675082984862590.433754149243129
1310.5638005331733140.8723989336533730.436199466826686
1320.547311267313520.905377465372960.45268873268648
1330.522630294855940.954739410288120.47736970514406
1340.4984627097744430.9969254195488850.501537290225557
1350.4744810404352720.9489620808705450.525518959564728
1360.4452757204753830.8905514409507650.554724279524617
1370.4235338476286940.8470676952573870.576466152371306
1380.3952909219880650.790581843976130.604709078011935
1390.3708983062430150.741796612486030.629101693756985
1400.3677157530080220.7354315060160430.632284246991978
1410.3438152007851440.6876304015702870.656184799214856
1420.3193867810524520.6387735621049040.680613218947548
1430.2972579959630790.5945159919261580.702742004036921
1440.2752237336031970.5504474672063940.724776266396803
1450.2507305270412090.5014610540824180.749269472958791
1460.2327051969077880.4654103938155760.767294803092212
1470.2155123773624400.4310247547248790.78448762263756
1480.2438836371026540.4877672742053070.756116362897347
1490.2508665699322440.5017331398644890.749133430067756
1500.2528364344556680.5056728689113360.747163565544332
1510.2508619466335240.5017238932670470.749138053366476
1520.2834217753628640.5668435507257270.716578224637136
1530.4655944596849430.9311889193698850.534405540315057
1540.4978454177993440.9956908355986880.502154582200656
1550.5288026340945920.9423947318108160.471197365905408
1560.509924119962440.980151760075120.49007588003756
1570.4892659601531520.9785319203063030.510734039846848
1580.4714300604782850.942860120956570.528569939521715
1590.4431016700282480.8862033400564970.556898329971752
1600.4205812206800380.8411624413600770.579418779319962
1610.3990023604844950.7980047209689910.600997639515505
1620.3781101327839120.7562202655678250.621889867216088
1630.3574678788207670.7149357576415330.642532121179233
1640.3363932850210370.6727865700420750.663606714978963
1650.3186686382355720.6373372764711440.681331361764428
1660.3022864651891040.6045729303782070.697713534810896
1670.2853743041296030.5707486082592060.714625695870397
1680.2683662194280950.536732438856190.731633780571905
1690.251238567286510.502477134573020.74876143271349
1700.2359147492896290.4718294985792570.764085250710371
1710.2155391599434800.4310783198869600.78446084005652
1720.1964694298857870.3929388597715740.803530570114213
1730.1872941821246120.3745883642492240.812705817875388
1740.1794983432873620.3589966865747240.820501656712638
1750.1618013663753040.3236027327506080.838198633624696
1760.1480624927286750.2961249854573500.851937507271325
1770.1340210882415170.2680421764830350.865978911758483
1780.1193389186791000.2386778373581990.8806610813209
1790.1056876238279180.2113752476558360.894312376172082
1800.09325825945329250.1865165189065850.906741740546707
1810.08437846545921060.1687569309184210.91562153454079
1820.07386283197780210.1477256639556040.926137168022198
1830.06561575508528480.1312315101705700.934384244914715
1840.05896315295852260.1179263059170450.941036847041477
1850.05296952942539440.1059390588507890.947030470574606
1860.05292990560367950.1058598112073590.94707009439632
1870.05159874026386690.1031974805277340.948401259736133
1880.06198249630766130.1239649926153230.938017503692339
1890.05419346215935270.1083869243187050.945806537840647
1900.06350326063962260.1270065212792450.936496739360377
1910.05811809599992450.1162361919998490.941881904000075
1920.05071795486212330.1014359097242470.949282045137877
1930.0454522106604230.0909044213208460.954547789339577
1940.04125983648673650.0825196729734730.958740163513264
1950.03579667003225530.07159334006451060.964203329967745
1960.03161142714447540.06322285428895080.968388572855525
1970.02828140771820750.05656281543641490.971718592281793
1980.02417455776146360.04834911552292710.975825442238536
1990.02115347944706890.04230695889413780.978846520552931
2000.02141254159890750.04282508319781500.978587458401093
2010.02023788936660390.04047577873320780.979762110633396
2020.01973622330116510.03947244660233020.980263776698835
2030.01927808468328220.03855616936656430.980721915316718
2040.01856732291545670.03713464583091340.981432677084543
2050.01649810190946750.0329962038189350.983501898090532
2060.01594242413443890.03188484826887780.984057575865561
2070.01539827401172850.03079654802345710.984601725988271
2080.01433758290774730.02867516581549460.985662417092253
2090.01216813911355880.02433627822711760.987831860886441
2100.01020224014337450.0204044802867490.989797759856625
2110.0085819036950880.0171638073901760.991418096304912
2120.007219514239146940.01443902847829390.992780485760853
2130.005935394991385830.01187078998277170.994064605008614
2140.004857280430470490.009714560860940980.99514271956953
2150.003956889900846600.007913779801693190.996043110099153
2160.00325073289104260.00650146578208520.996749267108957
2170.002623990622066960.005247981244133920.997376009377933
2180.002268645584701620.004537291169403240.997731354415298
2190.001918567548041140.003837135096082280.998081432451959
2200.001541219343485330.003082438686970650.998458780656515
2210.001377353909815170.002754707819630350.998622646090185
2220.001140832961536540.002281665923073070.998859167038463
2230.0009062064333287860.001812412866657570.999093793566671
2240.000756447385050460.001512894770100920.99924355261495
2250.0007458736957978280.001491747391595660.999254126304202
2260.0007141789481549780.001428357896309960.999285821051845
2270.0006825969320038590.001365193864007720.999317403067996
2280.001025696627619790.002051393255239580.99897430337238
2290.000837181554999180.001674363109998360.999162818445
2300.0007027261384390880.001405452276878180.99929727386156
2310.0005779794442855490.001155958888571100.999422020555714
2320.0004838227042870230.0009676454085740460.999516177295713
2330.0004063373949087720.0008126747898175430.999593662605091
2340.0003514075076786900.0007028150153573790.999648592492321
2350.0002940221124612250.0005880442249224490.999705977887539
2360.0002483280627471730.0004966561254943470.999751671937253
2370.0002186839495287710.0004373678990575420.999781316050471
2380.0001940512032931040.0003881024065862070.999805948796707
2390.000149445458301190.000298890916602380.999850554541699
2400.0001182776107102660.0002365552214205310.99988172238929
2418.96975817678746e-050.0001793951635357490.999910302418232
2426.90016997999288e-050.0001380033995998580.9999309983002
2435.3089812473599e-050.0001061796249471980.999946910187526
2443.97209487202781e-057.94418974405563e-050.99996027905128
2453.18830221747852e-056.37660443495704e-050.999968116977825
2460.002265462902220730.004530925804441470.99773453709778
2470.003421372852351940.006842745704703890.996578627147648
2480.05496936295378840.1099387259075770.945030637046212
2490.1030390205731430.2060780411462860.896960979426857
2500.1061001928637910.2122003857275820.893899807136209
2510.1279743754722030.2559487509444050.872025624527797
2520.1230747646647210.2461495293294420.876925235335279
2530.1372938582149220.2745877164298430.862706141785078
2540.1263267451884000.2526534903767990.8736732548116
2550.1162264612204480.2324529224408970.883773538779552
2560.1063359900068990.2126719800137990.8936640099931
2570.09550873861279970.1910174772255990.9044912613872
2580.08798598581207880.1759719716241580.912014014187921
2590.08243883787115770.1648776757423150.917561162128842
2600.07281351960434640.1456270392086930.927186480395654
2610.06367136981728120.1273427396345620.936328630182719
2620.05531893591180550.1106378718236110.944681064088195
2630.04827371534646490.09654743069292970.951726284653535
2640.04156922387521320.08313844775042650.958430776124787
2650.03593465031098580.07186930062197170.964065349689014
2660.03109063444402180.06218126888804350.968909365555978
2670.02694701824877290.05389403649754580.973052981751227
2680.02293280715502380.04586561431004750.977067192844976
2690.01948837287561840.03897674575123680.980511627124382
2700.01656131819936360.03312263639872720.983438681800636
2710.01382158964476100.02764317928952200.986178410355239
2720.01156986117686990.02313972235373980.98843013882313
2730.009601201278759660.01920240255751930.99039879872124
2740.007962441922401520.01592488384480300.992037558077599
2750.007512444668085960.01502488933617190.992487555331914
2760.007838881196173070.01567776239234610.992161118803827
2770.007685302333155350.01537060466631070.992314697666845
2780.00637608003085930.01275216006171860.99362391996914
2790.00528291003571460.01056582007142920.994717089964285
2800.004299503118958040.008599006237916080.995700496881042
2810.003467568854613060.006935137709226130.996532431145387
2820.002857970530424300.005715941060848590.997142029469576
2830.002287994149826610.004575988299653230.997712005850173
2840.003841158076051190.007682316152102370.996158841923949
2850.003194688946711190.006389377893422390.996805311053289
2860.7782783740869810.4434432518260370.221721625913019
2870.79799506105810.4040098778837990.202004938941900
2880.8149919371113310.3700161257773370.185008062888669
2890.8314026519702950.3371946960594090.168597348029705
2900.8485123688862040.3029752622275920.151487631113796
2910.8661039580675770.2677920838648460.133896041932423
2920.9127234888835080.1745530222329840.0872765111164919
2930.9262353807820760.1475292384358490.0737646192179244
2940.9174683529477780.1650632941044440.0825316470522219
2950.9091627996358440.1816744007283120.0908372003641559
2960.9018735934660810.1962528130678370.0981264065339187
2970.8942036798275450.2115926403449110.105796320172455
2980.8871781420199770.2256437159600460.112821857980023
2990.8796592095895430.2406815808209140.120340790410457
3000.8726482594093760.2547034811812480.127351740590624
3010.8669464096657060.2661071806685880.133053590334294
3020.9697657580420370.06046848391592610.0302342419579630
3030.9647300516964020.07053989660719570.0352699483035979
3040.9588837825488570.08223243490228680.0411162174511434
3050.9525581401174660.09488371976506830.0474418598825341
3060.9445503363777210.1108993272445580.0554496636222788
3070.9355459834324890.1289080331350220.0644540165675111
3080.925149706935160.1497005861296780.0748502930648392
3090.9188304933932160.1623390132135680.0811695066067842
3100.9069063367777440.1861873264445120.0930936632222562
3110.8932597572475460.2134804855049080.106740242752454
3120.8808790671992370.2382418656015250.119120932800763
3130.875702308907360.2485953821852800.124297691092640
3140.877612884916580.2447742301668410.122387115083420
3150.8834751700037480.2330496599925050.116524829996252
3160.8977678085763160.2044643828473680.102232191423684
3170.8832630952173520.2334738095652970.116736904782648
3180.8968035945262040.2063928109475910.103196405473796
3190.8829157536582170.2341684926835670.117084246341783
3200.8690629591882810.2618740816234370.130937040811719
3210.8523467610438710.2953064779122570.147653238956129
3220.8352443179104250.329511364179150.164755682089575
3230.814592382937090.3708152341258210.185407617062911
3240.8914645575564280.2170708848871440.108535442443572
3250.8908391251178120.2183217497643750.109160874882188
3260.8981984154953680.2036031690092630.101801584504632
3270.8860155515630140.2279688968739720.113984448436986
3280.8705655119975780.2588689760048440.129434488002422
3290.8645660624588490.2708678750823030.135433937541151
3300.8562870035270770.2874259929458470.143712996472923
3310.8654159859123770.2691680281752460.134584014087623
3320.8669992129713460.2660015740573070.133000787028654
3330.8491583007183160.3016833985633680.150841699281684
3340.8296824506940680.3406350986118650.170317549305932
3350.8076739085976450.384652182804710.192326091402355
3360.783981181761090.4320376364778190.216018818238909
3370.7582047694704180.4835904610591640.241795230529582
3380.7922080748077140.4155838503845720.207791925192286
3390.7681772593054080.4636454813891830.231822740694592
3400.7466176328853770.5067647342292450.253382367114623
3410.7184059998449480.5631880003101040.281594000155052
3420.7159737411655220.5680525176689550.284026258834478
3430.6971270015022890.6057459969954220.302872998497711
3440.6913423227632120.6173153544735770.308657677236788
3450.6820578592073570.6358842815852860.317942140792643
3460.6658529829380460.6682940341239080.334147017061954
3470.6511513568599220.6976972862801560.348848643140078
3480.6827561715767840.6344876568464320.317243828423216
3490.665035873640530.6699282527189390.334964126359469
3500.6434724108181690.7130551783636610.356527589181831
3510.6473735521756550.7052528956486910.352626447824345
3520.6413151314604750.717369737079050.358684868539525
3530.630354122184980.7392917556300410.369645877815021
3540.6354571190042180.7290857619915630.364542880995782
3550.6019631255404560.7960737489190880.398036874459544
3560.6023991929449910.7952016141100190.397600807055009
3570.6300596832192310.7398806335615380.369940316780769
3580.7423376864354170.5153246271291660.257662313564583
3590.999999999930261.39480228000936e-106.97401140004682e-11
3600.9999999999997684.64857230576125e-132.32428615288063e-13
36119.07019384983164e-194.53509692491582e-19
36212.79765674272996e-181.39882837136498e-18
36318.5637064020393e-184.28185320101965e-18
36412.55706735593457e-171.27853367796728e-17
36517.74920046048726e-173.87460023024363e-17
36611.97753785918482e-169.8876892959241e-17
36715.90919388702878e-162.95459694351439e-16
36811.74514102060456e-158.7257051030228e-16
3690.9999999999999984.99134502863829e-152.49567251431915e-15
3700.9999999999999931.41169478634427e-147.05847393172135e-15
3710.999999999999984.03855943718903e-142.01927971859451e-14
3720.9999999999999666.81810787529593e-143.40905393764797e-14
3730.9999999999999181.63583021985131e-138.17915109925656e-14
3740.9999999999997774.45674723475489e-132.22837361737745e-13
3750.9999999999994351.13036810018707e-125.65184050093535e-13
3760.9999999999984533.09472957624586e-121.54736478812293e-12
3770.999999999996886.24184914385748e-123.12092457192874e-12
3780.9999999999962577.48561876030421e-123.74280938015211e-12
3790.9999999999901281.97438145160336e-119.8719072580168e-12
3800.9999999999742355.15291130290036e-112.57645565145018e-11
3810.9999999999486591.02682159877618e-105.1341079938809e-11
3820.9999999999056651.88669022818661e-109.43345114093307e-11
3830.999999999800023.99959432608707e-101.99979716304354e-10
3840.9999999997767234.46554039409323e-102.23277019704662e-10
3850.9999999994404971.11900690835119e-095.59503454175594e-10
3860.9999999988798282.24034384047317e-091.12017192023659e-09
3870.9999999981050993.78980206540959e-091.89490103270479e-09
3880.9999999966723136.65537348422942e-093.32768674211471e-09
3890.9999999990783281.84334308458940e-099.21671542294698e-10
3900.9999999999999271.46979887273473e-137.34899436367366e-14
39113.11591977005586e-181.55795988502793e-18
39219.63258044683544e-224.81629022341772e-22
39318.52375039383299e-214.26187519691649e-21
39416.61532393641534e-203.30766196820767e-20
39515.43551191378429e-192.71775595689215e-19
39614.60566666279692e-182.30283333139846e-18
39711.14410550680059e-185.72052753400297e-19
39812.34702658097633e-211.17351329048817e-21
39915.56366354014402e-282.78183177007201e-28
40011.72177410102724e-268.60887050513621e-27
40115.24089033306715e-252.62044516653358e-25
40211.41887773703845e-237.09438868519227e-24
40313.90628458048749e-221.95314229024374e-22
40419.81474128643894e-214.90737064321947e-21
40512.69113671351351e-191.34556835675676e-19
40617.05474174124867e-183.52737087062434e-18
40711.41434361398489e-167.07171806992447e-17
4080.9999999999999983.37365058632934e-151.68682529316467e-15
4090.999999999999967.94600345563308e-143.97300172781654e-14
4100.999999999999221.56002596110065e-127.80012980550325e-13
4110.9999999999829873.40250535672925e-111.70125267836463e-11
4120.9999999998151533.69694218840289e-101.84847109420144e-10
4130.9999999965033636.99327358780065e-093.49663679390033e-09
4140.9999999287180131.42563974015315e-077.12819870076575e-08
4150.9999992095604011.58087919789969e-067.90439598949847e-07
4160.999982843589243.43128215193211e-051.71564107596606e-05
4170.999719806825720.0005603863485600670.000280193174280034


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level1990.492574257425743NOK
5% type I error level2270.561881188118812NOK
10% type I error level2410.596534653465347NOK