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 | |||||
Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
(Intercept) | 112525.671973323 | 10810.288957 | 10.4091 | 0 | 0 |
Rank | -0.198059963761599 | 0.071096 | -2.7858 | 0.005581 | 0.002791 |
Group | 0.00550742537579432 | 0.059208 | 0.093 | 0.925933 | 0.462967 |
Costs | -0.273496863022098 | 0.063185 | -4.3285 | 1.9e-05 | 9e-06 |
Trades | -0.137453070224780 | 0.040373 | -3.4046 | 0.000726 | 0.000363 |
Orders | -0.0756323147982971 | 0.028988 | -2.6091 | 0.009403 | 0.004702 |
Dividends | -0.340817921286784 | 0.076378 | -4.4623 | 1e-05 | 5e-06 |
Wealth | -0.121532963538801 | 0.041276 | -2.9444 | 0.003416 | 0.001708 |
WRank | -0.210333786633402 | 0.053868 | -3.9046 | 0.00011 | 5.5e-05 |
`Profit/Trades` | -0.0703752629021608 | 0.026679 | -2.6379 | 0.008652 | 0.004326 |
`Profit/Cost` | -0.00501056997828916 | 0.019697 | -0.2544 | 0.799327 | 0.399664 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.363573085746835 |
R-squared | 0.132185388679476 |
Adjusted R-squared | 0.111523136028987 |
F-TEST (value) | 6.39743356716478 |
F-TEST (DF numerator) | 10 |
F-TEST (DF denominator) | 420 |
p-value | 3.46148265606416e-09 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 128774.834980933 |
Sum Squared Residuals | 6964842412233.94 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | 51984.0821382774 | -51984.0821382774 |
2 | 39 | 18411.0453418127 | -18372.0453418127 |
3 | 0 | 51384.7569158269 | -51384.7569158269 |
4 | 0 | 38448.7630979363 | -38448.7630979363 |
5 | 305 | 28509.3908124451 | -28204.3908124451 |
6 | -9 | 55142.6551073762 | -55151.6551073762 |
7 | -1 | 55708.7680428235 | -55709.7680428235 |
8 | 0 | 52533.0889747367 | -52533.0889747367 |
9 | 0 | 47951.0220221668 | -47951.0220221668 |
10 | 0 | 54073.2013716149 | -54073.2013716149 |
11 | 33 | 29173.1596004819 | -29140.1596004819 |
12 | 32 | 25317.6328841357 | -25285.6328841357 |
13 | 1 | 53429.4878996622 | -53428.4878996622 |
14 | 1 | 77323.8543594538 | -77322.8543594538 |
15 | 1 | 79134.9065203138 | -79133.9065203138 |
16 | 1 | 80406.274680172 | -80405.274680172 |
17 | 1 | 79142.9386618445 | -79141.9386618445 |
18 | 1 | 79283.3001273575 | -79282.3001273575 |
19 | 1 | 78622.9433139361 | -78621.9433139361 |
20 | 1 | 78460.201292914 | -78459.201292914 |
21 | 35 | 80209.0945426697 | -80174.0945426697 |
22 | 0 | 30726.2388301576 | -30726.2388301576 |
23 | 121173 | 26131.0396101362 | 95041.9603898638 |
24 | 57530 | 24770.8329962738 | 32759.1670037262 |
25 | 62041 | 32125.1385562644 | 29915.8614437356 |
26 | 60720 | 43569.6318649989 | 17150.3681350011 |
27 | 136996 | 45210.1427741987 | 91785.8572258013 |
28 | 60720 | 26858.1295483329 | 33861.8704516671 |
29 | 115 | 42256.6665796992 | -42141.6665796992 |
30 | 387 | 103032.292028438 | -102645.292028438 |
31 | 219 | 106058.048427910 | -105839.048427910 |
32 | 430 | 35453.5739217395 | -35023.5739217395 |
33 | 288 | -16296.5218332158 | 16584.5218332158 |
34 | 22 | 24784.1197506741 | -24762.1197506741 |
35 | 18 | 39844.6969428017 | -39826.6969428017 |
36 | 12458 | 38757.3479990894 | -26299.3479990894 |
37 | 32 | 48098.7862822129 | -48066.7862822129 |
38 | 29 | -203191.121554988 | 203220.121554988 |
39 | 42 | 11264.0719439271 | -11222.0719439271 |
40 | 844 | 8348.41712489533 | -7504.41712489533 |
41 | 242 | 26309.1170442768 | -26067.1170442768 |
42 | 123 | 17485.2155959522 | -17362.2155959522 |
43 | 184 | 38791.7671509101 | -38607.7671509101 |
44 | 401 | 5254.77324521123 | -4853.77324521123 |
45 | 371 | -925.883506631463 | 1296.88350663146 |
46 | 203 | 398.428877639642 | -195.428877639642 |
47 | 3689 | 48784.7819532842 | -45095.7819532842 |
48 | 567 | 30368.9202622046 | -29801.9202622046 |
49 | 27664 | 25352.6389261657 | 2311.36107383430 |
50 | 1686 | 905.434311472616 | 780.565688527384 |
51 | 1164 | 41638.6696386413 | -40474.6696386413 |
52 | 15824 | 58331.0538866652 | -42507.0538866652 |
53 | 6575 | 12425.3256008071 | -5850.32560080706 |
54 | 37597 | -78210.422861995 | 115807.422861995 |
55 | 314 | -35548.4757560919 | 35862.4757560919 |
56 | 1932 | 44630.649477785 | -42698.649477785 |
57 | 5692 | 57702.545545894 | -52010.5455458939 |
58 | 0 | 45048.6944462182 | -45048.6944462182 |
59 | 0 | 52510.2117101809 | -52510.2117101809 |
60 | 364839 | 100733.202203026 | 264105.797796974 |
61 | 230621 | 112086.135091829 | 118534.864908171 |
62 | 315877 | 112122.356861639 | 203754.643138361 |
63 | 125390 | 110220.968644380 | 15169.0313556197 |
64 | 314882 | 112115.619519034 | 202766.380480966 |
65 | 370837 | 110308.891698613 | 260528.108301387 |
66 | 330068 | 112054.614321119 | 218013.385678881 |
67 | 324385 | 111839.097210381 | 212545.902789619 |
68 | 315380 | 112326.948392930 | 203053.051607070 |
69 | 11409 | -466.188789432455 | 11875.1887894325 |
70 | 1115 | 77115.6433306855 | -76000.6433306855 |
71 | 13337 | -211180.636253466 | 224517.636253466 |
72 | 0 | 77622.5047337501 | -77622.5047337501 |
73 | 0 | 46561.4052306707 | -46561.4052306707 |
74 | 0 | 52333.5475925108 | -52333.5475925108 |
75 | 0 | 50190.7120526257 | -50190.7120526257 |
76 | 0 | 52755.5158291808 | -52755.5158291808 |
77 | 238 | 73089.044725435 | -72851.044725435 |
78 | 3040 | -127304.349417872 | 130344.349417872 |
79 | 0 | 49302.1727311366 | -49302.1727311366 |
80 | 1 | 53422.9134049436 | -53421.9134049436 |
81 | 37 | 80218.6776460639 | -80181.6776460639 |
82 | 0 | 15917.2363201625 | -15917.2363201625 |
83 | 60720 | 26509.8176826172 | 34210.1823173828 |
84 | 308 | 44155.9955119562 | -43847.9955119562 |
85 | 296 | 103407.745332790 | -103111.745332790 |
86 | 357 | 95148.3444731203 | -94791.3444731203 |
87 | 110 | 104918.126631041 | -104808.126631041 |
88 | 245 | 103624.092263071 | -103379.092263071 |
89 | 469 | 43553.628428173 | -43084.628428173 |
90 | 34 | -146656.646355435 | 146690.646355435 |
91 | -35 | 73756.4766363198 | -73791.4766363198 |
92 | 463 | 36367.4094531073 | -35904.4094531073 |
93 | 954 | 34186.7309963541 | -33232.7309963541 |
94 | 226 | 38796.939891209 | -38570.939891209 |
95 | 276 | -453.761249207826 | 729.761249207826 |
96 | 383 | -2161.99567262534 | 2544.99567262534 |
97 | 93 | 13534.4433239475 | -13441.4433239475 |
98 | 302 | -47067.3149596435 | 47369.3149596435 |
99 | 385 | -5269.47166733743 | 5654.47166733743 |
100 | 225 | -2041.44974991362 | 2266.44974991362 |
101 | 275 | -12220.0906044794 | 12495.0906044794 |
102 | 18073 | 381.071632855026 | 17691.9283671450 |
103 | 1866 | 106436.517919465 | -104570.517919465 |
104 | 42634 | 51381.1119585872 | -8747.11195858719 |
105 | 249 | -158269.167337542 | 158518.167337542 |
106 | 422 | 56823.4898014421 | -56401.4898014421 |
107 | 2675 | 51470.5966667093 | -48795.5966667093 |
108 | 965 | 46828.7494450594 | -45863.7494450594 |
109 | 0 | 63797.5544483461 | -63797.5544483461 |
110 | 11 | 52458.5940672866 | -52447.5940672866 |
111 | 0 | 99711.4355116967 | -99711.4355116967 |
112 | 309560 | 101829.770943752 | 207730.229056248 |
113 | 414462 | 111585.244878915 | 302876.755121085 |
114 | 857217 | 110502.827218467 | 746714.172781533 |
115 | 697458 | 111218.748030431 | 586239.251969569 |
116 | 530670 | 111552.992953134 | 419117.007046866 |
117 | 238125 | 111815.989299189 | 126309.010700811 |
118 | 315380 | 112116.846502234 | 203263.153497766 |
119 | 12031 | 42790.620312275 | -30759.620312275 |
120 | 3718 | 64533.3022583158 | -60815.3022583158 |
121 | 1918 | 68682.7204458598 | -66764.7204458598 |
122 | 0 | 77484.1719883014 | -77484.1719883014 |
123 | 0 | 48535.566011401 | -48535.566011401 |
124 | 1 | 53365.5011430724 | -53364.5011430724 |
125 | 0 | 60449.406719651 | -60449.406719651 |
126 | 1 | 76768.6582663855 | -76767.6582663855 |
127 | 0 | 76620.2602023118 | -76620.2602023118 |
128 | 0 | 80177.5438022374 | -80177.5438022374 |
129 | 60720 | 26465.09800056 | 34254.90199944 |
130 | 312 | 44158.7675617654 | -43846.7675617654 |
131 | 346 | 99059.5406524592 | -98713.5406524592 |
132 | 0 | 76824.0443492215 | -76824.0443492215 |
133 | 0 | 51274.0348928144 | -51274.0348928144 |
134 | 1 | 53392.9593488838 | -53391.9593488838 |
135 | 226 | 80203.1345301217 | -79977.1345301217 |
136 | 58 | -24373.4312243302 | 24431.4312243302 |
137 | 0 | 57312.2708773604 | -57312.2708773604 |
138 | 60720 | 26505.3264481917 | 34214.6735518083 |
139 | 114 | 43897.5052499632 | -43783.5052499632 |
140 | 283 | 104752.850242464 | -104469.850242464 |
141 | 201 | 37231.711776345 | -37030.711776345 |
142 | 109 | 27810.4535385162 | -27701.4535385162 |
143 | 69 | 42715.5360209429 | -42646.5360209429 |
144 | 267 | 38793.2130202708 | -38526.2130202708 |
145 | 611 | 383.483266107118 | 227.516733892882 |
146 | 0 | 51326.5332313509 | -51326.5332313509 |
147 | 6 | 52439.6198238678 | -52433.6198238678 |
148 | 1 | 100545.034958793 | -100544.034958793 |
149 | 13 | 98400.3333027612 | -98387.3333027612 |
150 | 14 | 98407.429377959 | -98393.429377959 |
151 | 0 | 101706.634047475 | -101706.634047475 |
152 | 314210 | 101831.906180554 | 212378.093819446 |
153 | 480382 | 111789.042266213 | 368592.957733787 |
154 | 315009 | 112170.129216435 | 202838.870783565 |
155 | 315380 | 112122.863746969 | 203257.136253031 |
156 | 10262 | 78506.6674491575 | -68244.6674491575 |
157 | 15254 | 76211.7972878362 | -60957.7972878362 |
158 | 0 | 76997.0518144014 | -76997.0518144014 |
159 | 163 | 3236.29850283738 | -3073.29850283738 |
160 | 1 | 53369.3318438351 | -53368.3318438351 |
161 | 1 | 79767.9541182146 | -79766.9541182146 |
162 | 1 | 77030.7274608946 | -77029.7274608946 |
163 | 1 | 78835.9155325496 | -78834.9155325496 |
164 | 0 | 62439.7262720458 | -62439.7262720458 |
165 | 0 | 58091.1290936419 | -58091.1290936419 |
166 | 1 | 85014.82421183 | -85013.82421183 |
167 | 0 | 81764.6925839668 | -81764.6925839668 |
168 | 1 | 79027.4823750554 | -79026.4823750554 |
169 | 1 | 72534.520299611 | -72533.520299611 |
170 | 14 | 80206.9085551201 | -80192.9085551201 |
171 | 17 | 25478.7416941863 | -25461.7416941863 |
172 | 0 | 29274.6169247697 | -29274.6169247697 |
173 | 121920 | 25518.7459823304 | 96401.2540176696 |
174 | 103960 | 18580.9269784656 | 85379.0730215344 |
175 | 60720 | 39201.7372668368 | 21518.2627331632 |
176 | 213 | 44187.4263340876 | -43974.4263340876 |
177 | 306 | 38792.4859858919 | -38486.4859858919 |
178 | 172 | -6719.78158668908 | 6891.78158668908 |
179 | 402 | -4779.57961527775 | 5181.57961527775 |
180 | 4 | -9142.0669578605 | 9146.0669578605 |
181 | 156 | 38591.9033504311 | -38435.9033504311 |
182 | 3 | 397.377871908767 | -394.377871908767 |
183 | 529 | 38015.4398733956 | -37486.4398733956 |
184 | 0 | 50611.7183509841 | -50611.7183509841 |
185 | 5 | 52500.955101569 | -52495.955101569 |
186 | 19 | 99502.0970176999 | -99483.0970176999 |
187 | 0 | 99600.9712354923 | -99600.9712354923 |
188 | 308636 | 101359.971606979 | 207276.028393021 |
189 | 158492 | 111771.899570104 | 46720.100429896 |
190 | 315380 | 112119.234412486 | 203260.765587514 |
191 | 0 | 77415.9931659797 | -77415.9931659797 |
192 | 446 | -7761.05632074735 | 8207.05632074735 |
193 | 0 | 53388.8923421925 | -53388.8923421925 |
194 | 27 | 80214.296126013 | -80187.296126013 |
195 | 0 | 28600.0927220894 | -28600.0927220894 |
196 | 88590 | 26053.4543194813 | 62536.5456805187 |
197 | 82903 | 20975.5347466613 | 61927.4652533387 |
198 | 60720 | 36255.6153046329 | 24464.3846953671 |
199 | 99 | 42005.6927156985 | -41906.6927156985 |
200 | 310 | 105800.800194537 | -105490.800194537 |
201 | 17 | 92186.239057746 | -92169.239057746 |
202 | 416 | 104498.774202499 | -104082.774202499 |
203 | 295 | 106383.025360203 | -106088.025360203 |
204 | 342 | 102804.140478887 | -102462.140478887 |
205 | 21 | 91442.0282794671 | -91421.0282794671 |
206 | 423 | 104281.778612289 | -103858.778612289 |
207 | 160 | 106584.493971940 | -106424.493971940 |
208 | 207 | 95211.2818290265 | -95004.2818290265 |
209 | 92 | 34243.0418956813 | -34151.0418956813 |
210 | 98 | 14778.6529681931 | -14680.6529681931 |
211 | 2613 | 39094.1757714071 | -36481.1757714071 |
212 | 337 | 38798.4673385583 | -38461.4673385583 |
213 | 341 | 6655.72399240627 | -6314.72399240627 |
214 | 154 | 5611.90276113412 | -5457.90276113412 |
215 | 36 | 4677.27213300917 | -4641.27213300917 |
216 | 192 | -24240.1749805245 | 24432.1749805245 |
217 | 7123 | 422.967952868078 | 6700.03204713192 |
218 | 622 | -55679.5033830355 | 56301.5033830355 |
219 | 174 | 50146.0865977219 | -49972.0865977219 |
220 | 2220 | 15825.4337049197 | -13605.4337049197 |
221 | 121 | -65496.6259842509 | 65617.6259842509 |
222 | 11819 | 55076.0152071693 | -43257.0152071693 |
223 | 0 | 2975.63608608227 | -2975.63608608227 |
224 | 19 | 52508.8521686539 | -52489.8521686539 |
225 | 11 | 100639.813904035 | -100628.813904035 |
226 | 35 | 98821.4912799071 | -98786.4912799071 |
227 | 0 | 102671.369161323 | -102671.369161323 |
228 | 315380 | 101829.124961735 | 213550.875038265 |
229 | 29525 | 76956.5149674224 | -47431.5149674224 |
230 | 7523 | 64003.3044830156 | -56480.3044830156 |
231 | 11431 | 72842.8271326502 | -61411.8271326502 |
232 | 0 | 77444.9129567166 | -77444.9129567166 |
233 | 0 | 53270.5394570309 | -53270.5394570309 |
234 | -3 | 63325.521812558 | -63328.521812558 |
235 | -8 | 49811.4799645646 | -49819.4799645646 |
236 | 1 | 53397.5585467333 | -53396.5585467333 |
237 | 1 | 78907.1370475124 | -78906.1370475124 |
238 | 2 | 80191.3931912918 | -80189.3931912918 |
239 | 0 | 21281.1782898015 | -21281.1782898015 |
240 | 78780 | 26334.9897084202 | 52445.0102915798 |
241 | 60720 | 47893.3015045943 | 12826.6984954057 |
242 | 270 | 44159.7870195575 | -43889.7870195575 |
243 | 333 | 38792.5618685802 | -38459.5618685802 |
244 | 0 | 387.392416543891 | -387.392416543891 |
245 | 0 | 52504.2159069174 | -52504.2159069174 |
246 | 640273 | 100436.726100408 | 539836.273899592 |
247 | 345783 | 110345.915350738 | 235437.084649262 |
248 | 652925 | 111786.970277527 | 541138.029722473 |
249 | 439798 | 110667.349887452 | 329130.650112548 |
250 | 278990 | 111914.693882102 | 167075.306117898 |
251 | 339836 | 111737.49759948 | 228098.50240052 |
252 | 240897 | 111686.535109242 | 129210.464890758 |
253 | 315380 | 112119.608513024 | 203260.391486976 |
254 | 5714 | 78578.432898424 | -72864.432898424 |
255 | 0 | 77457.939633482 | -77457.939633482 |
256 | 0 | 47237.6399949077 | -47237.6399949077 |
257 | 0 | 45447.7205900174 | -45447.7205900174 |
258 | 1 | 53403.3328155355 | -53402.3328155355 |
259 | 61 | 80167.7779151284 | -80106.7779151284 |
260 | 3 | 28030.5394958896 | -28027.5394958896 |
261 | 97 | 21738.5346711873 | -21641.5346711873 |
262 | 27 | 1567.88437143016 | -1540.88437143016 |
263 | 1 | 29950.9993310212 | -29949.9993310212 |
264 | 14 | 16955.1908217616 | -16941.1908217616 |
265 | 13 | 28796.6809836748 | -28783.6809836748 |
266 | 7 | 34609.8242297449 | -34602.8242297449 |
267 | 5 | 40050.040529712 | -40045.040529712 |
268 | 24 | 25622.5392268472 | -25598.5392268472 |
269 | 0 | 28083.8066115605 | -28083.8066115605 |
270 | 63915 | 26429.7197560556 | 37485.2802439444 |
271 | 60719 | 50215.4719034739 | 10503.5280965261 |
272 | 59500 | 33106.9360533492 | 26393.0639466508 |
273 | 60720 | 41108.0586735999 | 19611.9413264001 |
274 | 56 | 42890.3117495837 | -42834.3117495837 |
275 | 18 | 102003.912587153 | -101985.912587153 |
276 | 431 | 106755.529550307 | -106324.529550307 |
277 | 250 | 107452.735339250 | -107202.735339250 |
278 | 164 | 37375.0991297701 | -37211.0991297701 |
279 | 405 | 38792.5368282165 | -38387.5368282165 |
280 | 176 | 10925.8817093222 | -10749.8817093222 |
281 | 236 | -2147.60923023409 | 2383.60923023409 |
282 | 142 | -27581.867599588 | 27723.867599588 |
283 | 18014 | 418.271612984587 | 17595.7283870154 |
284 | 0 | -82149.9236644877 | 82149.9236644877 |
285 | 0 | 52509.7684785012 | -52509.7684785012 |
286 | 983660 | 97171.3471561967 | 886488.652843803 |
287 | 318574 | 111875.415899859 | 206698.584100141 |
288 | 310768 | 111417.488238324 | 199350.511761676 |
289 | 312887 | 112114.713888905 | 200772.286111095 |
290 | 312339 | 111972.090400210 | 200366.909599790 |
291 | 314964 | 112126.323522932 | 202837.676477068 |
292 | 379983 | 110658.203556764 | 269324.796443236 |
293 | 315380 | 112171.183623255 | 203208.816376745 |
294 | 0 | 77485.0264801884 | -77485.0264801884 |
295 | 0 | 50497.0133200781 | -50497.0133200781 |
296 | 1 | 53408.7054386362 | -53407.7054386362 |
297 | 0 | 81286.3200131945 | -81286.3200131945 |
298 | 1 | 78468.8442600208 | -78467.8442600208 |
299 | 1 | 72313.1891541467 | -72312.1891541467 |
300 | 1 | 78899.0976793004 | -78898.0976793004 |
301 | 0 | 88856.0021979606 | -88856.0021979606 |
302 | 1 | -239287.102247166 | 239288.102247166 |
303 | 0 | 81018.1093743663 | -81018.1093743663 |
304 | 2 | 80154.1765615469 | -80152.1765615469 |
305 | 8 | 41447.6638134447 | -41439.6638134447 |
306 | 12 | 22706.4401375872 | -22694.4401375872 |
307 | 66 | 22852.5674737648 | -22786.5674737648 |
308 | 0 | -9423.34110357702 | 9423.34110357702 |
309 | 114768 | 26327.4662127443 | 88440.5337872557 |
310 | 60720 | 38543.9717897363 | 22176.0282102637 |
311 | 96 | 38190.4522250322 | -38094.4522250322 |
312 | 1 | 9828.23349878463 | -9827.23349878463 |
313 | 414 | 77664.4056894305 | -77250.4056894305 |
314 | 388 | 103717.535149784 | -103329.535149784 |
315 | 409 | 104452.065103509 | -104043.065103509 |
316 | 184 | 106469.856381181 | -106285.856381181 |
317 | 39 | 38795.6620439489 | -38756.6620439489 |
318 | 101 | -90604.3731011512 | 90705.3731011512 |
319 | 256 | 1218.59837092383 | -962.598370923826 |
320 | 1585 | 408.337730151669 | 1176.66226984833 |
321 | 16189 | 37610.6577567213 | -21421.6577567213 |
322 | 0 | 31058.0087949020 | -31058.0087949020 |
323 | 0 | 52517.511643903 | -52517.511643903 |
324 | 375195 | 100290.200374455 | 274904.799625545 |
325 | 288985 | 112126.323013129 | 176858.676986871 |
326 | 315380 | 112091.403280007 | 203288.596719993 |
327 | 3004 | 60908.2012741324 | -57904.2012741324 |
328 | 0 | 77497.718991571 | -77497.718991571 |
329 | 0 | 51979.2262176166 | -51979.2262176166 |
330 | 0 | 49075.2270407685 | -49075.2270407685 |
331 | -58 | 88957.1393050346 | -89015.1393050346 |
332 | 1 | 53408.8385432363 | -53407.8385432363 |
333 | 1 | 80310.3675919587 | -80309.3675919587 |
334 | 0 | 80199.486420775 | -80199.486420775 |
335 | 60798 | 26469.4658007218 | 34328.5341992782 |
336 | 60720 | 42115.720286835 | 18604.279713165 |
337 | 396 | 43398.0529985053 | -43002.0529985053 |
338 | 228 | 106041.515803240 | -105813.515803240 |
339 | 249 | 38794.454703858 | -38545.454703858 |
340 | 0 | 397.628159158027 | -397.628159158027 |
341 | 136 | 52255.1918534147 | -52119.1918534147 |
342 | 114 | 88025.316437781 | -87911.316437781 |
343 | 15 | 82565.4707305681 | -82550.4707305681 |
344 | 11 | 105358.763163616 | -105347.763163616 |
345 | 12 | 101860.035492401 | -101848.035492401 |
346 | 8 | 95896.2867517512 | -95888.2867517512 |
347 | 122 | 100448.952383483 | -100326.952383483 |
348 | 113 | 106761.737125082 | -106648.737125082 |
349 | 6 | 101980.818485746 | -101974.818485746 |
350 | 0 | 99408.2688707023 | -99408.2688707023 |
351 | 215362 | 101145.167644927 | 114216.832355073 |
352 | 314073 | 111794.825669010 | 202278.174330990 |
353 | 298096 | 112063.108580695 | 186032.891419305 |
354 | 325176 | 112078.481079256 | 213097.518920744 |
355 | 207393 | 111383.601965559 | 96009.3980344414 |
356 | 314806 | 112094.236771516 | 202711.763228484 |
357 | 341340 | 110545.583789005 | 230794.416210995 |
358 | 426280 | 111428.494066366 | 314851.505933634 |
359 | 929118 | 108895.391708080 | 820222.60829192 |
360 | 307322 | 112047.569053790 | 195274.430946210 |
361 | 315380 | 112246.841374192 | 203133.158625808 |
362 | 3024 | 70284.8430793366 | -67260.8430793366 |
363 | 18357 | 78081.8909518386 | -59724.8909518386 |
364 | 2353 | 78566.0595704073 | -76213.0595704073 |
365 | 8652 | 75905.9068973812 | -67253.9068973812 |
366 | 38611 | 77390.2886142145 | -38779.2886142145 |
367 | 9505 | 77867.315325648 | -68362.315325648 |
368 | 4108 | 73050.4716691737 | -68942.4716691737 |
369 | 0 | 77473.9239480622 | -77473.9239480622 |
370 | 0 | 53424.4362422015 | -53424.4362422015 |
371 | 0 | 80196.249596069 | -80196.249596069 |
372 | 60720 | 26498.3670071872 | 34221.6329928128 |
373 | 90 | 37184.109978968 | -37094.109978968 |
374 | 168 | 106647.622493980 | -106479.622493980 |
375 | 208 | 103813.419486878 | -103605.419486878 |
376 | 222 | 38793.8488328375 | -38571.8488328375 |
377 | 0 | 396.308985596700 | -396.308985596700 |
378 | 3 | 52490.6426106173 | -52487.6426106173 |
379 | 15 | 99445.7005195783 | -99430.7005195783 |
380 | 55 | 92328.4986873729 | -92273.4986873729 |
381 | 85 | 91748.3272569415 | -91663.3272569415 |
382 | 17 | 96992.6662173234 | -96975.6662173234 |
383 | 277 | 101343.881650793 | -101066.881650793 |
384 | 10 | 90244.5814936573 | -90234.5814936573 |
385 | 4 | 100058.655549078 | -100054.655549078 |
386 | 7 | 98921.5718627423 | -98914.5718627423 |
387 | 26 | 101153.294023462 | -101127.294023462 |
388 | 47 | 96150.3281979054 | -96103.3281979054 |
389 | 203 | 93264.5587373232 | -93061.5587373232 |
390 | 5 | 88560.6314300246 | -88555.6314300246 |
391 | 0 | 99597.080321643 | -99597.080321643 |
392 | 315380 | 101833.503324737 | 213546.496675263 |
393 | 10620 | 81273.6435062477 | -70653.6435062477 |
394 | 5669 | 75103.504066895 | -69434.504066895 |
395 | 10581 | 77576.4018597897 | -66995.4018597897 |
396 | 2533 | 37478.9211866526 | -34945.9211866526 |
397 | 827 | 77027.7919647552 | -76200.7919647552 |
398 | 57694 | 77450.0271981998 | -19756.0271981998 |
399 | 0 | 54133.655596195 | -54133.655596195 |
400 | 0 | 52052.4458082697 | -52052.4458082697 |
401 | 14 | 55336.1652217946 | -55322.1652217946 |
402 | 2854 | -214413.529305946 | 217267.529305946 |
403 | 0 | 53945.3062782271 | -53945.3062782271 |
404 | -10 | 54757.1196607063 | -54767.1196607063 |
405 | -28 | 97310.8189251289 | -97338.8189251289 |
406 | 1 | 53383.0542496368 | -53382.0542496368 |
407 | 1 | 74825.704039787 | -74824.704039787 |
408 | 1 | 72597.729860615 | -72596.729860615 |
409 | 72 | 80183.6225203528 | -80111.6225203528 |
410 | 17 | 26694.6111752033 | -26677.6111752033 |
411 | 47 | 24894.6611654333 | -24847.6611654333 |
412 | 6 | -22472.3077164742 | 22478.3077164742 |
413 | 11 | 23908.8390588624 | -23897.8390588624 |
414 | 105 | 7075.40236258142 | -6970.40236258142 |
415 | 17 | 31494.8782040044 | -31477.8782040044 |
416 | 8 | 32854.221208905 | -32846.221208905 |
417 | 8 | 31932.1019103272 | -31924.1019103272 |
418 | 14 | 24554.5459513553 | -24540.5459513553 |
419 | 6 | 18850.6989151894 | -18844.6989151894 |
420 | 53 | 28118.5914832437 | -28065.5914832437 |
421 | 63 | 4091.11681638274 | -4028.11681638274 |
422 | 0 | -3478.46586982965 | 3478.46586982965 |
423 | 60720 | 25511.9826108676 | 35208.0173891324 |
424 | 61808 | 44659.2785782105 | 17148.7214217895 |
425 | 60438 | 48075.9973563727 | 12362.0026436273 |
426 | 58598 | 51337.9014296305 | 7260.0985703695 |
427 | 59781 | 46811.6902686127 | 12969.3097313873 |
428 | 60945 | 47528.3001339264 | 13416.6998660736 |
429 | 61124 | 46587.1644884411 | 14536.8355115589 |
430 | 60720 | 46828.9579498488 | 13891.0420501512 |
431 | 365 | 45040.4566629128 | -44675.4566629128 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
14 | 3.68839408296106e-12 | 7.37678816592211e-12 | 0.999999999996312 |
15 | 1.73319227036455e-15 | 3.46638454072911e-15 | 0.999999999999998 |
16 | 5.27652292070874e-19 | 1.05530458414175e-18 | 1 |
17 | 1.11609320394281e-22 | 2.23218640788563e-22 | 1 |
18 | 2.06588940286025e-26 | 4.1317788057205e-26 | 1 |
19 | 3.60251441067542e-30 | 7.20502882135083e-30 | 1 |
20 | 5.8270732820607e-34 | 1.16541465641214e-33 | 1 |
21 | 1.15146767145075e-37 | 2.30293534290149e-37 | 1 |
22 | 4.32649170723946e-41 | 8.65298341447891e-41 | 1 |
23 | 5.4915275859881e-21 | 1.09830551719762e-20 | 1 |
24 | 2.783435155833e-22 | 5.566870311666e-22 | 1 |
25 | 4.71750528641269e-15 | 9.43501057282538e-15 | 0.999999999999995 |
26 | 2.51867585941375e-14 | 5.0373517188275e-14 | 0.999999999999975 |
27 | 5.68878654127134e-15 | 1.13775730825427e-14 | 0.999999999999994 |
28 | 6.19819292816555e-16 | 1.23963858563311e-15 | 1 |
29 | 5.17666716850696e-17 | 1.03533343370139e-16 | 1 |
30 | 1.37579955770505e-17 | 2.75159911541009e-17 | 1 |
31 | 1.27365788985945e-18 | 2.5473157797189e-18 | 1 |
32 | 2.33326417380375e-14 | 4.66652834760749e-14 | 0.999999999999977 |
33 | 5.60729057019191e-15 | 1.12145811403838e-14 | 0.999999999999994 |
34 | 8.83768704636546e-16 | 1.76753740927309e-15 | 1 |
35 | 1.48734737542715e-16 | 2.97469475085431e-16 | 1 |
36 | 2.10350391408772e-17 | 4.20700782817544e-17 | 1 |
37 | 4.3853732378529e-18 | 8.7707464757058e-18 | 1 |
38 | 1.84178446908476e-18 | 3.68356893816952e-18 | 1 |
39 | 2.71248985878573e-19 | 5.42497971757146e-19 | 1 |
40 | 3.77859139182515e-20 | 7.5571827836503e-20 | 1 |
41 | 5.25058259073449e-21 | 1.05011651814690e-20 | 1 |
42 | 6.99254208260737e-22 | 1.39850841652147e-21 | 1 |
43 | 9.51371403009468e-23 | 1.90274280601894e-22 | 1 |
44 | 1.22698724613751e-23 | 2.45397449227502e-23 | 1 |
45 | 1.59161685155202e-24 | 3.18323370310403e-24 | 1 |
46 | 1.99294854739887e-25 | 3.98589709479773e-25 | 1 |
47 | 7.4378044167204e-26 | 1.48756088334408e-25 | 1 |
48 | 1.60743154548678e-26 | 3.21486309097356e-26 | 1 |
49 | 8.12118992850642e-27 | 1.62423798570128e-26 | 1 |
50 | 1.8379515187922e-26 | 3.6759030375844e-26 | 1 |
51 | 2.67535360256123e-27 | 5.35070720512245e-27 | 1 |
52 | 4.02561265450512e-28 | 8.05122530901025e-28 | 1 |
53 | 6.25335344341475e-29 | 1.25067068868295e-28 | 1 |
54 | 1.81059145374062e-29 | 3.62118290748124e-29 | 1 |
55 | 8.6502880469504e-30 | 1.73005760939008e-29 | 1 |
56 | 1.26101249314454e-30 | 2.52202498628908e-30 | 1 |
57 | 1.71450042955603e-31 | 3.42900085911206e-31 | 1 |
58 | 2.56318592682222e-32 | 5.12637185364445e-32 | 1 |
59 | 3.74421661868736e-33 | 7.48843323737472e-33 | 1 |
60 | 6.84224242273983e-34 | 1.36844848454797e-33 | 1 |
61 | 3.20572872810498e-21 | 6.41145745620997e-21 | 1 |
62 | 6.97544501780135e-15 | 1.39508900356027e-14 | 0.999999999999993 |
63 | 3.99055525410566e-15 | 7.98111050821132e-15 | 0.999999999999996 |
64 | 8.54578506070376e-13 | 1.70915701214075e-12 | 0.999999999999145 |
65 | 4.47806413675640e-13 | 8.95612827351281e-13 | 0.999999999999552 |
66 | 6.53439394027042e-12 | 1.30687878805408e-11 | 0.999999999993466 |
67 | 2.67690213383589e-11 | 5.35380426767177e-11 | 0.99999999997323 |
68 | 7.87173446694566e-11 | 1.57434689338913e-10 | 0.999999999921283 |
69 | 1.84996591027837e-06 | 3.69993182055673e-06 | 0.99999815003409 |
70 | 1.90763532413682e-06 | 3.81527064827364e-06 | 0.999998092364676 |
71 | 4.82042636043361e-06 | 9.64085272086723e-06 | 0.99999517957364 |
72 | 6.95149562039191e-06 | 1.39029912407838e-05 | 0.99999304850438 |
73 | 4.23626982810382e-06 | 8.47253965620764e-06 | 0.999995763730172 |
74 | 2.58235799515405e-06 | 5.16471599030811e-06 | 0.999997417642005 |
75 | 1.55477146740530e-06 | 3.10954293481059e-06 | 0.999998445228533 |
76 | 9.3582337576358e-07 | 1.87164675152716e-06 | 0.999999064176624 |
77 | 6.33998368145312e-07 | 1.26799673629062e-06 | 0.999999366001632 |
78 | 4.39150423824525e-06 | 8.7830084764905e-06 | 0.999995608495762 |
79 | 2.88214550820864e-06 | 5.76429101641727e-06 | 0.999997117854492 |
80 | 1.87980687305868e-06 | 3.75961374611736e-06 | 0.999998120193127 |
81 | 1.17479232003700e-06 | 2.34958464007401e-06 | 0.99999882520768 |
82 | 7.71354861620478e-07 | 1.54270972324096e-06 | 0.999999228645138 |
83 | 4.62791087801005e-07 | 9.2558217560201e-07 | 0.999999537208912 |
84 | 3.88845371608504e-07 | 7.77690743217009e-07 | 0.999999611154628 |
85 | 3.74727152426633e-07 | 7.49454304853266e-07 | 0.999999625272848 |
86 | 3.96555620936525e-07 | 7.9311124187305e-07 | 0.99999960344438 |
87 | 2.96778072733146e-07 | 5.93556145466291e-07 | 0.999999703221927 |
88 | 2.13765427920902e-07 | 4.27530855841803e-07 | 0.999999786234572 |
89 | 1.41877113686257e-07 | 2.83754227372514e-07 | 0.999999858122886 |
90 | 1.35107913571915e-07 | 2.70215827143829e-07 | 0.999999864892086 |
91 | 1.00743548358202e-07 | 2.01487096716405e-07 | 0.999999899256452 |
92 | 6.33777094737447e-08 | 1.26755418947489e-07 | 0.99999993662229 |
93 | 3.98446647682363e-08 | 7.96893295364727e-08 | 0.999999960155335 |
94 | 2.54022877202609e-08 | 5.08045754405218e-08 | 0.999999974597712 |
95 | 1.49406083021901e-08 | 2.98812166043802e-08 | 0.999999985059392 |
96 | 8.6781790171845e-09 | 1.7356358034369e-08 | 0.99999999132182 |
97 | 4.9437731554239e-09 | 9.8875463108478e-09 | 0.999999995056227 |
98 | 3.09584738359370e-09 | 6.19169476718739e-09 | 0.999999996904153 |
99 | 1.74107573770238e-09 | 3.48215147540476e-09 | 0.999999998258924 |
100 | 9.71737031780202e-10 | 1.94347406356040e-09 | 0.999999999028263 |
101 | 5.41476266471096e-10 | 1.08295253294219e-09 | 0.999999999458524 |
102 | 3.04425543818591e-10 | 6.08851087637181e-10 | 0.999999999695574 |
103 | 2.47829012422292e-10 | 4.95658024844585e-10 | 0.999999999752171 |
104 | 1.35818936845113e-10 | 2.71637873690225e-10 | 0.999999999864181 |
105 | 1.37584399935372e-10 | 2.75168799870745e-10 | 0.999999999862416 |
106 | 8.59874876212003e-11 | 1.71974975242401e-10 | 0.999999999914013 |
107 | 5.16431612593862e-11 | 1.03286322518772e-10 | 0.999999999948357 |
108 | 3.06590123676195e-11 | 6.1318024735239e-11 | 0.99999999996934 |
109 | 1.88241363400629e-11 | 3.76482726801259e-11 | 0.999999999981176 |
110 | 1.12019002511983e-11 | 2.24038005023965e-11 | 0.999999999988798 |
111 | 7.3605627245752e-10 | 1.47211254491504e-09 | 0.999999999263944 |
112 | 7.24075040485156e-10 | 1.44815008097031e-09 | 0.999999999275925 |
113 | 7.45026257188173e-08 | 1.49005251437635e-07 | 0.999999925497374 |
114 | 0.0554155347133448 | 0.110831069426690 | 0.944584465286655 |
115 | 0.536423301942338 | 0.927153396115324 | 0.463576698057662 |
116 | 0.787547850932505 | 0.424904298134991 | 0.212452149067495 |
117 | 0.779629073768191 | 0.440741852463618 | 0.220370926231809 |
118 | 0.8014341824289 | 0.397131635142200 | 0.198565817571100 |
119 | 0.793718617464924 | 0.412562765070152 | 0.206281382535076 |
120 | 0.780821741481845 | 0.43835651703631 | 0.219178258518155 |
121 | 0.76669962376857 | 0.466600752462859 | 0.233300376231430 |
122 | 0.754007737018888 | 0.491984525962224 | 0.245992262981112 |
123 | 0.733080241786214 | 0.533839516427572 | 0.266919758213786 |
124 | 0.712221924098911 | 0.575556151802178 | 0.287778075901089 |
125 | 0.687725963841201 | 0.624548072317597 | 0.312274036158799 |
126 | 0.664508115282998 | 0.670983769434004 | 0.335491884717002 |
127 | 0.640902178560215 | 0.71819564287957 | 0.359097821439785 |
128 | 0.617411681864357 | 0.765176636271285 | 0.382588318135643 |
129 | 0.588957922180776 | 0.822084155638448 | 0.411042077819224 |
130 | 0.56624585075687 | 0.867508298486259 | 0.433754149243129 |
131 | 0.563800533173314 | 0.872398933653373 | 0.436199466826686 |
132 | 0.54731126731352 | 0.90537746537296 | 0.45268873268648 |
133 | 0.52263029485594 | 0.95473941028812 | 0.47736970514406 |
134 | 0.498462709774443 | 0.996925419548885 | 0.501537290225557 |
135 | 0.474481040435272 | 0.948962080870545 | 0.525518959564728 |
136 | 0.445275720475383 | 0.890551440950765 | 0.554724279524617 |
137 | 0.423533847628694 | 0.847067695257387 | 0.576466152371306 |
138 | 0.395290921988065 | 0.79058184397613 | 0.604709078011935 |
139 | 0.370898306243015 | 0.74179661248603 | 0.629101693756985 |
140 | 0.367715753008022 | 0.735431506016043 | 0.632284246991978 |
141 | 0.343815200785144 | 0.687630401570287 | 0.656184799214856 |
142 | 0.319386781052452 | 0.638773562104904 | 0.680613218947548 |
143 | 0.297257995963079 | 0.594515991926158 | 0.702742004036921 |
144 | 0.275223733603197 | 0.550447467206394 | 0.724776266396803 |
145 | 0.250730527041209 | 0.501461054082418 | 0.749269472958791 |
146 | 0.232705196907788 | 0.465410393815576 | 0.767294803092212 |
147 | 0.215512377362440 | 0.431024754724879 | 0.78448762263756 |
148 | 0.243883637102654 | 0.487767274205307 | 0.756116362897347 |
149 | 0.250866569932244 | 0.501733139864489 | 0.749133430067756 |
150 | 0.252836434455668 | 0.505672868911336 | 0.747163565544332 |
151 | 0.250861946633524 | 0.501723893267047 | 0.749138053366476 |
152 | 0.283421775362864 | 0.566843550725727 | 0.716578224637136 |
153 | 0.465594459684943 | 0.931188919369885 | 0.534405540315057 |
154 | 0.497845417799344 | 0.995690835598688 | 0.502154582200656 |
155 | 0.528802634094592 | 0.942394731810816 | 0.471197365905408 |
156 | 0.50992411996244 | 0.98015176007512 | 0.49007588003756 |
157 | 0.489265960153152 | 0.978531920306303 | 0.510734039846848 |
158 | 0.471430060478285 | 0.94286012095657 | 0.528569939521715 |
159 | 0.443101670028248 | 0.886203340056497 | 0.556898329971752 |
160 | 0.420581220680038 | 0.841162441360077 | 0.579418779319962 |
161 | 0.399002360484495 | 0.798004720968991 | 0.600997639515505 |
162 | 0.378110132783912 | 0.756220265567825 | 0.621889867216088 |
163 | 0.357467878820767 | 0.714935757641533 | 0.642532121179233 |
164 | 0.336393285021037 | 0.672786570042075 | 0.663606714978963 |
165 | 0.318668638235572 | 0.637337276471144 | 0.681331361764428 |
166 | 0.302286465189104 | 0.604572930378207 | 0.697713534810896 |
167 | 0.285374304129603 | 0.570748608259206 | 0.714625695870397 |
168 | 0.268366219428095 | 0.53673243885619 | 0.731633780571905 |
169 | 0.25123856728651 | 0.50247713457302 | 0.74876143271349 |
170 | 0.235914749289629 | 0.471829498579257 | 0.764085250710371 |
171 | 0.215539159943480 | 0.431078319886960 | 0.78446084005652 |
172 | 0.196469429885787 | 0.392938859771574 | 0.803530570114213 |
173 | 0.187294182124612 | 0.374588364249224 | 0.812705817875388 |
174 | 0.179498343287362 | 0.358996686574724 | 0.820501656712638 |
175 | 0.161801366375304 | 0.323602732750608 | 0.838198633624696 |
176 | 0.148062492728675 | 0.296124985457350 | 0.851937507271325 |
177 | 0.134021088241517 | 0.268042176483035 | 0.865978911758483 |
178 | 0.119338918679100 | 0.238677837358199 | 0.8806610813209 |
179 | 0.105687623827918 | 0.211375247655836 | 0.894312376172082 |
180 | 0.0932582594532925 | 0.186516518906585 | 0.906741740546707 |
181 | 0.0843784654592106 | 0.168756930918421 | 0.91562153454079 |
182 | 0.0738628319778021 | 0.147725663955604 | 0.926137168022198 |
183 | 0.0656157550852848 | 0.131231510170570 | 0.934384244914715 |
184 | 0.0589631529585226 | 0.117926305917045 | 0.941036847041477 |
185 | 0.0529695294253944 | 0.105939058850789 | 0.947030470574606 |
186 | 0.0529299056036795 | 0.105859811207359 | 0.94707009439632 |
187 | 0.0515987402638669 | 0.103197480527734 | 0.948401259736133 |
188 | 0.0619824963076613 | 0.123964992615323 | 0.938017503692339 |
189 | 0.0541934621593527 | 0.108386924318705 | 0.945806537840647 |
190 | 0.0635032606396226 | 0.127006521279245 | 0.936496739360377 |
191 | 0.0581180959999245 | 0.116236191999849 | 0.941881904000075 |
192 | 0.0507179548621233 | 0.101435909724247 | 0.949282045137877 |
193 | 0.045452210660423 | 0.090904421320846 | 0.954547789339577 |
194 | 0.0412598364867365 | 0.082519672973473 | 0.958740163513264 |
195 | 0.0357966700322553 | 0.0715933400645106 | 0.964203329967745 |
196 | 0.0316114271444754 | 0.0632228542889508 | 0.968388572855525 |
197 | 0.0282814077182075 | 0.0565628154364149 | 0.971718592281793 |
198 | 0.0241745577614636 | 0.0483491155229271 | 0.975825442238536 |
199 | 0.0211534794470689 | 0.0423069588941378 | 0.978846520552931 |
200 | 0.0214125415989075 | 0.0428250831978150 | 0.978587458401093 |
201 | 0.0202378893666039 | 0.0404757787332078 | 0.979762110633396 |
202 | 0.0197362233011651 | 0.0394724466023302 | 0.980263776698835 |
203 | 0.0192780846832822 | 0.0385561693665643 | 0.980721915316718 |
204 | 0.0185673229154567 | 0.0371346458309134 | 0.981432677084543 |
205 | 0.0164981019094675 | 0.032996203818935 | 0.983501898090532 |
206 | 0.0159424241344389 | 0.0318848482688778 | 0.984057575865561 |
207 | 0.0153982740117285 | 0.0307965480234571 | 0.984601725988271 |
208 | 0.0143375829077473 | 0.0286751658154946 | 0.985662417092253 |
209 | 0.0121681391135588 | 0.0243362782271176 | 0.987831860886441 |
210 | 0.0102022401433745 | 0.020404480286749 | 0.989797759856625 |
211 | 0.008581903695088 | 0.017163807390176 | 0.991418096304912 |
212 | 0.00721951423914694 | 0.0144390284782939 | 0.992780485760853 |
213 | 0.00593539499138583 | 0.0118707899827717 | 0.994064605008614 |
214 | 0.00485728043047049 | 0.00971456086094098 | 0.99514271956953 |
215 | 0.00395688990084660 | 0.00791377980169319 | 0.996043110099153 |
216 | 0.0032507328910426 | 0.0065014657820852 | 0.996749267108957 |
217 | 0.00262399062206696 | 0.00524798124413392 | 0.997376009377933 |
218 | 0.00226864558470162 | 0.00453729116940324 | 0.997731354415298 |
219 | 0.00191856754804114 | 0.00383713509608228 | 0.998081432451959 |
220 | 0.00154121934348533 | 0.00308243868697065 | 0.998458780656515 |
221 | 0.00137735390981517 | 0.00275470781963035 | 0.998622646090185 |
222 | 0.00114083296153654 | 0.00228166592307307 | 0.998859167038463 |
223 | 0.000906206433328786 | 0.00181241286665757 | 0.999093793566671 |
224 | 0.00075644738505046 | 0.00151289477010092 | 0.99924355261495 |
225 | 0.000745873695797828 | 0.00149174739159566 | 0.999254126304202 |
226 | 0.000714178948154978 | 0.00142835789630996 | 0.999285821051845 |
227 | 0.000682596932003859 | 0.00136519386400772 | 0.999317403067996 |
228 | 0.00102569662761979 | 0.00205139325523958 | 0.99897430337238 |
229 | 0.00083718155499918 | 0.00167436310999836 | 0.999162818445 |
230 | 0.000702726138439088 | 0.00140545227687818 | 0.99929727386156 |
231 | 0.000577979444285549 | 0.00115595888857110 | 0.999422020555714 |
232 | 0.000483822704287023 | 0.000967645408574046 | 0.999516177295713 |
233 | 0.000406337394908772 | 0.000812674789817543 | 0.999593662605091 |
234 | 0.000351407507678690 | 0.000702815015357379 | 0.999648592492321 |
235 | 0.000294022112461225 | 0.000588044224922449 | 0.999705977887539 |
236 | 0.000248328062747173 | 0.000496656125494347 | 0.999751671937253 |
237 | 0.000218683949528771 | 0.000437367899057542 | 0.999781316050471 |
238 | 0.000194051203293104 | 0.000388102406586207 | 0.999805948796707 |
239 | 0.00014944545830119 | 0.00029889091660238 | 0.999850554541699 |
240 | 0.000118277610710266 | 0.000236555221420531 | 0.99988172238929 |
241 | 8.96975817678746e-05 | 0.000179395163535749 | 0.999910302418232 |
242 | 6.90016997999288e-05 | 0.000138003399599858 | 0.9999309983002 |
243 | 5.3089812473599e-05 | 0.000106179624947198 | 0.999946910187526 |
244 | 3.97209487202781e-05 | 7.94418974405563e-05 | 0.99996027905128 |
245 | 3.18830221747852e-05 | 6.37660443495704e-05 | 0.999968116977825 |
246 | 0.00226546290222073 | 0.00453092580444147 | 0.99773453709778 |
247 | 0.00342137285235194 | 0.00684274570470389 | 0.996578627147648 |
248 | 0.0549693629537884 | 0.109938725907577 | 0.945030637046212 |
249 | 0.103039020573143 | 0.206078041146286 | 0.896960979426857 |
250 | 0.106100192863791 | 0.212200385727582 | 0.893899807136209 |
251 | 0.127974375472203 | 0.255948750944405 | 0.872025624527797 |
252 | 0.123074764664721 | 0.246149529329442 | 0.876925235335279 |
253 | 0.137293858214922 | 0.274587716429843 | 0.862706141785078 |
254 | 0.126326745188400 | 0.252653490376799 | 0.8736732548116 |
255 | 0.116226461220448 | 0.232452922440897 | 0.883773538779552 |
256 | 0.106335990006899 | 0.212671980013799 | 0.8936640099931 |
257 | 0.0955087386127997 | 0.191017477225599 | 0.9044912613872 |
258 | 0.0879859858120788 | 0.175971971624158 | 0.912014014187921 |
259 | 0.0824388378711577 | 0.164877675742315 | 0.917561162128842 |
260 | 0.0728135196043464 | 0.145627039208693 | 0.927186480395654 |
261 | 0.0636713698172812 | 0.127342739634562 | 0.936328630182719 |
262 | 0.0553189359118055 | 0.110637871823611 | 0.944681064088195 |
263 | 0.0482737153464649 | 0.0965474306929297 | 0.951726284653535 |
264 | 0.0415692238752132 | 0.0831384477504265 | 0.958430776124787 |
265 | 0.0359346503109858 | 0.0718693006219717 | 0.964065349689014 |
266 | 0.0310906344440218 | 0.0621812688880435 | 0.968909365555978 |
267 | 0.0269470182487729 | 0.0538940364975458 | 0.973052981751227 |
268 | 0.0229328071550238 | 0.0458656143100475 | 0.977067192844976 |
269 | 0.0194883728756184 | 0.0389767457512368 | 0.980511627124382 |
270 | 0.0165613181993636 | 0.0331226363987272 | 0.983438681800636 |
271 | 0.0138215896447610 | 0.0276431792895220 | 0.986178410355239 |
272 | 0.0115698611768699 | 0.0231397223537398 | 0.98843013882313 |
273 | 0.00960120127875966 | 0.0192024025575193 | 0.99039879872124 |
274 | 0.00796244192240152 | 0.0159248838448030 | 0.992037558077599 |
275 | 0.00751244466808596 | 0.0150248893361719 | 0.992487555331914 |
276 | 0.00783888119617307 | 0.0156777623923461 | 0.992161118803827 |
277 | 0.00768530233315535 | 0.0153706046663107 | 0.992314697666845 |
278 | 0.0063760800308593 | 0.0127521600617186 | 0.99362391996914 |
279 | 0.0052829100357146 | 0.0105658200714292 | 0.994717089964285 |
280 | 0.00429950311895804 | 0.00859900623791608 | 0.995700496881042 |
281 | 0.00346756885461306 | 0.00693513770922613 | 0.996532431145387 |
282 | 0.00285797053042430 | 0.00571594106084859 | 0.997142029469576 |
283 | 0.00228799414982661 | 0.00457598829965323 | 0.997712005850173 |
284 | 0.00384115807605119 | 0.00768231615210237 | 0.996158841923949 |
285 | 0.00319468894671119 | 0.00638937789342239 | 0.996805311053289 |
286 | 0.778278374086981 | 0.443443251826037 | 0.221721625913019 |
287 | 0.7979950610581 | 0.404009877883799 | 0.202004938941900 |
288 | 0.814991937111331 | 0.370016125777337 | 0.185008062888669 |
289 | 0.831402651970295 | 0.337194696059409 | 0.168597348029705 |
290 | 0.848512368886204 | 0.302975262227592 | 0.151487631113796 |
291 | 0.866103958067577 | 0.267792083864846 | 0.133896041932423 |
292 | 0.912723488883508 | 0.174553022232984 | 0.0872765111164919 |
293 | 0.926235380782076 | 0.147529238435849 | 0.0737646192179244 |
294 | 0.917468352947778 | 0.165063294104444 | 0.0825316470522219 |
295 | 0.909162799635844 | 0.181674400728312 | 0.0908372003641559 |
296 | 0.901873593466081 | 0.196252813067837 | 0.0981264065339187 |
297 | 0.894203679827545 | 0.211592640344911 | 0.105796320172455 |
298 | 0.887178142019977 | 0.225643715960046 | 0.112821857980023 |
299 | 0.879659209589543 | 0.240681580820914 | 0.120340790410457 |
300 | 0.872648259409376 | 0.254703481181248 | 0.127351740590624 |
301 | 0.866946409665706 | 0.266107180668588 | 0.133053590334294 |
302 | 0.969765758042037 | 0.0604684839159261 | 0.0302342419579630 |
303 | 0.964730051696402 | 0.0705398966071957 | 0.0352699483035979 |
304 | 0.958883782548857 | 0.0822324349022868 | 0.0411162174511434 |
305 | 0.952558140117466 | 0.0948837197650683 | 0.0474418598825341 |
306 | 0.944550336377721 | 0.110899327244558 | 0.0554496636222788 |
307 | 0.935545983432489 | 0.128908033135022 | 0.0644540165675111 |
308 | 0.92514970693516 | 0.149700586129678 | 0.0748502930648392 |
309 | 0.918830493393216 | 0.162339013213568 | 0.0811695066067842 |
310 | 0.906906336777744 | 0.186187326444512 | 0.0930936632222562 |
311 | 0.893259757247546 | 0.213480485504908 | 0.106740242752454 |
312 | 0.880879067199237 | 0.238241865601525 | 0.119120932800763 |
313 | 0.87570230890736 | 0.248595382185280 | 0.124297691092640 |
314 | 0.87761288491658 | 0.244774230166841 | 0.122387115083420 |
315 | 0.883475170003748 | 0.233049659992505 | 0.116524829996252 |
316 | 0.897767808576316 | 0.204464382847368 | 0.102232191423684 |
317 | 0.883263095217352 | 0.233473809565297 | 0.116736904782648 |
318 | 0.896803594526204 | 0.206392810947591 | 0.103196405473796 |
319 | 0.882915753658217 | 0.234168492683567 | 0.117084246341783 |
320 | 0.869062959188281 | 0.261874081623437 | 0.130937040811719 |
321 | 0.852346761043871 | 0.295306477912257 | 0.147653238956129 |
322 | 0.835244317910425 | 0.32951136417915 | 0.164755682089575 |
323 | 0.81459238293709 | 0.370815234125821 | 0.185407617062911 |
324 | 0.891464557556428 | 0.217070884887144 | 0.108535442443572 |
325 | 0.890839125117812 | 0.218321749764375 | 0.109160874882188 |
326 | 0.898198415495368 | 0.203603169009263 | 0.101801584504632 |
327 | 0.886015551563014 | 0.227968896873972 | 0.113984448436986 |
328 | 0.870565511997578 | 0.258868976004844 | 0.129434488002422 |
329 | 0.864566062458849 | 0.270867875082303 | 0.135433937541151 |
330 | 0.856287003527077 | 0.287425992945847 | 0.143712996472923 |
331 | 0.865415985912377 | 0.269168028175246 | 0.134584014087623 |
332 | 0.866999212971346 | 0.266001574057307 | 0.133000787028654 |
333 | 0.849158300718316 | 0.301683398563368 | 0.150841699281684 |
334 | 0.829682450694068 | 0.340635098611865 | 0.170317549305932 |
335 | 0.807673908597645 | 0.38465218280471 | 0.192326091402355 |
336 | 0.78398118176109 | 0.432037636477819 | 0.216018818238909 |
337 | 0.758204769470418 | 0.483590461059164 | 0.241795230529582 |
338 | 0.792208074807714 | 0.415583850384572 | 0.207791925192286 |
339 | 0.768177259305408 | 0.463645481389183 | 0.231822740694592 |
340 | 0.746617632885377 | 0.506764734229245 | 0.253382367114623 |
341 | 0.718405999844948 | 0.563188000310104 | 0.281594000155052 |
342 | 0.715973741165522 | 0.568052517668955 | 0.284026258834478 |
343 | 0.697127001502289 | 0.605745996995422 | 0.302872998497711 |
344 | 0.691342322763212 | 0.617315354473577 | 0.308657677236788 |
345 | 0.682057859207357 | 0.635884281585286 | 0.317942140792643 |
346 | 0.665852982938046 | 0.668294034123908 | 0.334147017061954 |
347 | 0.651151356859922 | 0.697697286280156 | 0.348848643140078 |
348 | 0.682756171576784 | 0.634487656846432 | 0.317243828423216 |
349 | 0.66503587364053 | 0.669928252718939 | 0.334964126359469 |
350 | 0.643472410818169 | 0.713055178363661 | 0.356527589181831 |
351 | 0.647373552175655 | 0.705252895648691 | 0.352626447824345 |
352 | 0.641315131460475 | 0.71736973707905 | 0.358684868539525 |
353 | 0.63035412218498 | 0.739291755630041 | 0.369645877815021 |
354 | 0.635457119004218 | 0.729085761991563 | 0.364542880995782 |
355 | 0.601963125540456 | 0.796073748919088 | 0.398036874459544 |
356 | 0.602399192944991 | 0.795201614110019 | 0.397600807055009 |
357 | 0.630059683219231 | 0.739880633561538 | 0.369940316780769 |
358 | 0.742337686435417 | 0.515324627129166 | 0.257662313564583 |
359 | 0.99999999993026 | 1.39480228000936e-10 | 6.97401140004682e-11 |
360 | 0.999999999999768 | 4.64857230576125e-13 | 2.32428615288063e-13 |
361 | 1 | 9.07019384983164e-19 | 4.53509692491582e-19 |
362 | 1 | 2.79765674272996e-18 | 1.39882837136498e-18 |
363 | 1 | 8.5637064020393e-18 | 4.28185320101965e-18 |
364 | 1 | 2.55706735593457e-17 | 1.27853367796728e-17 |
365 | 1 | 7.74920046048726e-17 | 3.87460023024363e-17 |
366 | 1 | 1.97753785918482e-16 | 9.8876892959241e-17 |
367 | 1 | 5.90919388702878e-16 | 2.95459694351439e-16 |
368 | 1 | 1.74514102060456e-15 | 8.7257051030228e-16 |
369 | 0.999999999999998 | 4.99134502863829e-15 | 2.49567251431915e-15 |
370 | 0.999999999999993 | 1.41169478634427e-14 | 7.05847393172135e-15 |
371 | 0.99999999999998 | 4.03855943718903e-14 | 2.01927971859451e-14 |
372 | 0.999999999999966 | 6.81810787529593e-14 | 3.40905393764797e-14 |
373 | 0.999999999999918 | 1.63583021985131e-13 | 8.17915109925656e-14 |
374 | 0.999999999999777 | 4.45674723475489e-13 | 2.22837361737745e-13 |
375 | 0.999999999999435 | 1.13036810018707e-12 | 5.65184050093535e-13 |
376 | 0.999999999998453 | 3.09472957624586e-12 | 1.54736478812293e-12 |
377 | 0.99999999999688 | 6.24184914385748e-12 | 3.12092457192874e-12 |
378 | 0.999999999996257 | 7.48561876030421e-12 | 3.74280938015211e-12 |
379 | 0.999999999990128 | 1.97438145160336e-11 | 9.8719072580168e-12 |
380 | 0.999999999974235 | 5.15291130290036e-11 | 2.57645565145018e-11 |
381 | 0.999999999948659 | 1.02682159877618e-10 | 5.1341079938809e-11 |
382 | 0.999999999905665 | 1.88669022818661e-10 | 9.43345114093307e-11 |
383 | 0.99999999980002 | 3.99959432608707e-10 | 1.99979716304354e-10 |
384 | 0.999999999776723 | 4.46554039409323e-10 | 2.23277019704662e-10 |
385 | 0.999999999440497 | 1.11900690835119e-09 | 5.59503454175594e-10 |
386 | 0.999999998879828 | 2.24034384047317e-09 | 1.12017192023659e-09 |
387 | 0.999999998105099 | 3.78980206540959e-09 | 1.89490103270479e-09 |
388 | 0.999999996672313 | 6.65537348422942e-09 | 3.32768674211471e-09 |
389 | 0.999999999078328 | 1.84334308458940e-09 | 9.21671542294698e-10 |
390 | 0.999999999999927 | 1.46979887273473e-13 | 7.34899436367366e-14 |
391 | 1 | 3.11591977005586e-18 | 1.55795988502793e-18 |
392 | 1 | 9.63258044683544e-22 | 4.81629022341772e-22 |
393 | 1 | 8.52375039383299e-21 | 4.26187519691649e-21 |
394 | 1 | 6.61532393641534e-20 | 3.30766196820767e-20 |
395 | 1 | 5.43551191378429e-19 | 2.71775595689215e-19 |
396 | 1 | 4.60566666279692e-18 | 2.30283333139846e-18 |
397 | 1 | 1.14410550680059e-18 | 5.72052753400297e-19 |
398 | 1 | 2.34702658097633e-21 | 1.17351329048817e-21 |
399 | 1 | 5.56366354014402e-28 | 2.78183177007201e-28 |
400 | 1 | 1.72177410102724e-26 | 8.60887050513621e-27 |
401 | 1 | 5.24089033306715e-25 | 2.62044516653358e-25 |
402 | 1 | 1.41887773703845e-23 | 7.09438868519227e-24 |
403 | 1 | 3.90628458048749e-22 | 1.95314229024374e-22 |
404 | 1 | 9.81474128643894e-21 | 4.90737064321947e-21 |
405 | 1 | 2.69113671351351e-19 | 1.34556835675676e-19 |
406 | 1 | 7.05474174124867e-18 | 3.52737087062434e-18 |
407 | 1 | 1.41434361398489e-16 | 7.07171806992447e-17 |
408 | 0.999999999999998 | 3.37365058632934e-15 | 1.68682529316467e-15 |
409 | 0.99999999999996 | 7.94600345563308e-14 | 3.97300172781654e-14 |
410 | 0.99999999999922 | 1.56002596110065e-12 | 7.80012980550325e-13 |
411 | 0.999999999982987 | 3.40250535672925e-11 | 1.70125267836463e-11 |
412 | 0.999999999815153 | 3.69694218840289e-10 | 1.84847109420144e-10 |
413 | 0.999999996503363 | 6.99327358780065e-09 | 3.49663679390033e-09 |
414 | 0.999999928718013 | 1.42563974015315e-07 | 7.12819870076575e-08 |
415 | 0.999999209560401 | 1.58087919789969e-06 | 7.90439598949847e-07 |
416 | 0.99998284358924 | 3.43128215193211e-05 | 1.71564107596606e-05 |
417 | 0.99971980682572 | 0.000560386348560067 | 0.000280193174280034 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 199 | 0.492574257425743 | NOK |
5% type I error level | 227 | 0.561881188118812 | NOK |
10% type I error level | 241 | 0.596534653465347 | NOK |