Multiple Linear Regression - Estimated Regression Equation |
Wealth [t] = + 26815.1716663598 + 28.4423690327317Costs[t] -463.877420704819Trades[t] + 3.82285499850765Dividends[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) | 26815.1716663598 | 66411.425483 | 0.4038 | 0.686822 | 0.343411 |
Costs | 28.4423690327317 | 2.746849 | 10.3545 | 0 | 0 |
Trades | -463.877420704819 | 301.928614 | -1.5364 | 0.126066 | 0.063033 |
Dividends | 3.82285499850765 | 0.732373 | 5.2198 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.756944435132817 |
R-squared | 0.57296487787854 |
Adjusted R-squared | 0.566395106768979 |
F-TEST (value) | 87.2123044050513 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 195 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 422769.996983159 |
Sum Squared Residuals | 34853221718082.4 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 6282929 | 4963560.63194113 | 1319368.36805887 |
2 | 4324047 | 1043358.60681662 | 3280688.39318338 |
3 | 4108272 | 2890142.46186059 | 1218129.53813941 |
4 | -1212617 | 2064783.72544135 | -3277400.72544135 |
5 | 1485329 | 1928056.57342529 | -442727.57342529 |
6 | 1779876 | 1768068.58111327 | 11807.4188867283 |
7 | 1367203 | 1462870.64159563 | -95667.6415956324 |
8 | 2519076 | 1978107.62547622 | 540968.374523783 |
9 | 912684 | 1120617.59846769 | -207933.598467687 |
10 | 1443586 | 621953.369135881 | 821632.630864119 |
11 | 1220017 | 1646822.41386432 | -426805.413864324 |
12 | 984885 | 519982.949383172 | 464902.050616828 |
13 | 1457425 | 421772.221826088 | 1035652.77817391 |
14 | -572920 | 1275881.84433321 | -1848801.84433321 |
15 | 929144 | 858297.97584248 | 70846.0241575195 |
16 | 1151176 | 743418.101589696 | 407757.898410304 |
17 | 790090 | 1280479.65234963 | -490389.652349631 |
18 | 774497 | 823013.505115154 | -48516.5051151539 |
19 | 990576 | 1125946.35861864 | -135370.358618641 |
20 | 454195 | 830275.151712447 | -376080.151712447 |
21 | 876607 | 655797.128176725 | 220809.871823275 |
22 | 711969 | 928035.220563962 | -216066.220563962 |
23 | 702380 | 991388.683777595 | -289008.683777595 |
24 | 264449 | 795344.000975645 | -530895.000975645 |
25 | 450033 | 693726.821340237 | -243693.821340237 |
26 | 541063 | 691242.481709928 | -150179.481709929 |
27 | 588864 | 931663.257132157 | -342799.257132157 |
28 | -37216 | 407927.589413775 | -445143.589413775 |
29 | 783310 | 376319.524564720 | 406990.47543528 |
30 | 467359 | 459976.696428376 | 7382.30357162436 |
31 | 688779 | 442852.809682823 | 245926.190317177 |
32 | 608419 | 729200.562960948 | -120781.562960948 |
33 | 696348 | 502700.475381793 | 193647.524618207 |
34 | 597793 | 523040.601853326 | 74752.3981466744 |
35 | 821730 | 1232992.59506332 | -411262.595063321 |
36 | 377934 | 873989.188904991 | -496055.188904991 |
37 | 651939 | 616943.698586053 | 34995.3014139468 |
38 | 697458 | 570992.84341507 | 126465.156584930 |
39 | 700368 | 790574.544096889 | -90206.5440968892 |
40 | 225986 | 380364.065559250 | -154378.065559250 |
41 | 348695 | 358031.220792129 | -9336.22079212873 |
42 | 373683 | 757397.786290445 | -383714.786290445 |
43 | 501709 | 409306.444725182 | 92402.5552748176 |
44 | 413743 | 622740.594802806 | -208997.594802806 |
45 | 379825 | 394070.884307934 | -14245.8843079336 |
46 | 336260 | 508718.143654103 | -172458.143654103 |
47 | 636765 | 855704.886880199 | -218939.886880199 |
48 | 481231 | 614167.387261089 | -132936.387261089 |
49 | 469107 | 593328.000374625 | -124221.000374625 |
50 | 211928 | 368547.17810484 | -156619.178104840 |
51 | 563925 | 479821.984582357 | 84103.015417643 |
52 | 511939 | 590433.506790365 | -78494.5067903655 |
53 | 521016 | 902706.018821891 | -381690.018821891 |
54 | 543856 | 542883.242457091 | 972.75754290892 |
55 | 329304 | 684696.769755748 | -355392.769755748 |
56 | 423262 | 284150.178080472 | 139111.821919528 |
57 | 509665 | 321723.023189555 | 187941.976810445 |
58 | 455881 | 484304.066443734 | -28423.0664437344 |
59 | 367772 | 394060.752804532 | -26288.7528045317 |
60 | 406339 | 579435.689258001 | -173096.689258001 |
61 | 493408 | 524000.199944574 | -30592.1999445742 |
62 | 232942 | 283265.320201563 | -50323.3202015629 |
63 | 416002 | 461750.098191303 | -45748.0981913032 |
64 | 337430 | 511061.105791645 | -173631.105791646 |
65 | 361517 | 291865.626040162 | 69651.3739598379 |
66 | 360962 | 311696.06770914 | 49265.9322908599 |
67 | 235561 | 326369.805467438 | -90808.8054674384 |
68 | 408247 | 444524.419508336 | -36277.419508336 |
69 | 450296 | 524950.083607045 | -74654.0836070455 |
70 | 418799 | 495698.143423425 | -76899.1434234246 |
71 | 247405 | 190995.922079362 | 56409.0779206378 |
72 | 378519 | 298922.101417117 | 79596.898582883 |
73 | 326638 | 460350.225963725 | -133712.225963725 |
74 | 328233 | 340564.651039419 | -12331.6510394190 |
75 | 386225 | 521217.965858924 | -134992.965858924 |
76 | 283662 | 352247.61563963 | -68585.61563963 |
77 | 370225 | 472538.032823084 | -102313.032823084 |
78 | 269236 | 312855.374207109 | -43619.3742071088 |
79 | 365732 | 274502.368277126 | 91229.6317228739 |
80 | 420383 | 417030.846320733 | 3352.1536792671 |
81 | 345811 | 287130.171512198 | 58680.8284878025 |
82 | 431809 | 468572.300328228 | -36763.3003282283 |
83 | 418876 | 555627.901115055 | -136751.901115055 |
84 | 297476 | 193098.095802182 | 104377.904197818 |
85 | 416776 | 427179.16776031 | -10403.1677603097 |
86 | 357257 | 400886.344159054 | -43629.3441590542 |
87 | 458343 | 435567.359378251 | 22775.6406217486 |
88 | 388386 | 433103.772699022 | -44717.7726990225 |
89 | 358934 | 464385.943586854 | -105451.943586854 |
90 | 407560 | 432912.293100938 | -25352.2931009385 |
91 | 392558 | 424884.344186610 | -32326.3441866096 |
92 | 373177 | 408598.891636267 | -35421.8916362674 |
93 | 428370 | 288078.782367424 | 140291.217632576 |
94 | 369419 | 662996.88986494 | -293577.88986494 |
95 | 358649 | 203128.602366470 | 155520.397633530 |
96 | 376641 | 324075.425066138 | 52565.574933862 |
97 | 467427 | 462803.977233996 | 4623.02276600403 |
98 | 364885 | 243488.207394349 | 121396.792605651 |
99 | 436230 | 587042.452116563 | -150812.452116563 |
100 | 329118 | 340961.582256603 | -11843.5822566032 |
101 | 317365 | 338345.829489786 | -20980.8294897865 |
102 | 286849 | 389975.655231954 | -103126.655231954 |
103 | 376685 | 500141.47955726 | -123456.479557260 |
104 | 407198 | 469739.990141755 | -62541.990141755 |
105 | 377772 | 313587.184820854 | 64184.8151791463 |
106 | 271483 | 310931.324836773 | -39448.3248367725 |
107 | 153661 | 318495.805792261 | -164834.805792261 |
108 | 513294 | 449921.543728113 | 63372.4562718867 |
109 | 324881 | 543172.407140601 | -218291.407140601 |
110 | 264512 | 343958.805053351 | -79446.8050533509 |
111 | 420968 | 299241.852203463 | 121726.147796537 |
112 | 129302 | 286350.497997066 | -157048.497997066 |
113 | 191521 | 469007.537079756 | -277486.537079756 |
114 | 268673 | 371464.973337486 | -102791.973337486 |
115 | 353179 | 282075.573530626 | 71103.4264693744 |
116 | 354624 | 266944.232050953 | 87679.7679490474 |
117 | 363713 | 351092.637402358 | 12620.3625976424 |
118 | 456657 | 419422.934413637 | 37234.0655863627 |
119 | 211742 | 378057.791238996 | -166315.791238996 |
120 | 338381 | 252809.635436699 | 85571.3645633008 |
121 | 418530 | 706725.582989165 | -288195.582989165 |
122 | 351483 | 301339.245580145 | 50143.7544198551 |
123 | 372928 | 374616.879640488 | -1688.87964048755 |
124 | 485538 | 471799.888865679 | 13738.1111343209 |
125 | 279268 | 325472.694436023 | -46204.6944360234 |
126 | 219060 | 399729.894830799 | -180669.894830799 |
127 | 325560 | 258938.927175744 | 66621.0728242559 |
128 | 325314 | 258644.436334778 | 66669.5636652218 |
129 | 322046 | 247306.387956978 | 74739.6120430219 |
130 | 325560 | 258938.927175744 | 66621.0728242559 |
131 | 325599 | 255850.891407353 | 69748.1085926472 |
132 | 377028 | 254596.288666922 | 122431.711333078 |
133 | 325560 | 258938.927175744 | 66621.0728242559 |
134 | 323850 | 259408.733566788 | 64441.2664332121 |
135 | 325560 | 258938.927175744 | 66621.0728242559 |
136 | 331514 | 262929.905179065 | 68584.0948209352 |
137 | 325632 | 257039.53552001 | 68592.4644799902 |
138 | 325560 | 258938.927175744 | 66621.0728242559 |
139 | 325560 | 258938.927175744 | 66621.0728242559 |
140 | 325560 | 258938.927175744 | 66621.0728242559 |
141 | 322265 | 256895.185692191 | 65369.8143078089 |
142 | 325560 | 258938.927175744 | 66621.0728242559 |
143 | 325906 | 265303.285291894 | 60602.7147081064 |
144 | 325985 | 259236.396968548 | 66748.6030314516 |
145 | 346145 | 275103.072846310 | 71041.9271536905 |
146 | 325898 | 246626.319410351 | 79271.6805896493 |
147 | 325560 | 258938.927175744 | 66621.0728242559 |
148 | 325356 | 256851.272297638 | 68504.7277023619 |
149 | 325560 | 258938.927175744 | 66621.0728242559 |
150 | 325930 | 260004.808001056 | 65925.1919989442 |
151 | 318020 | 261176.875018806 | 56843.1249811944 |
152 | 326389 | 274227.054066517 | 52161.9459334827 |
153 | 325560 | 258938.927175744 | 66621.0728242559 |
154 | 302925 | 258853.999343109 | 44071.0006568913 |
155 | 325540 | 258949.524683959 | 66590.475316041 |
156 | 325560 | 258938.927175744 | 66621.0728242559 |
157 | 325560 | 258938.927175744 | 66621.0728242559 |
158 | 326736 | 263742.122848393 | 62993.8771516069 |
159 | 340580 | 267688.80156388 | 72891.1984361198 |
160 | 325560 | 258938.927175744 | 66621.0728242559 |
161 | 325560 | 258938.927175744 | 66621.0728242559 |
162 | 325560 | 258938.927175744 | 66621.0728242559 |
163 | 325560 | 258938.927175744 | 66621.0728242559 |
164 | 331828 | 260572.415109359 | 71255.5848906407 |
165 | 323299 | 257907.888811866 | 65391.1111881335 |
166 | 325560 | 258938.927175744 | 66621.0728242559 |
167 | 325560 | 258938.927175744 | 66621.0728242559 |
168 | 387722 | 214194.796057562 | 173527.203942438 |
169 | 325560 | 258938.927175744 | 66621.0728242559 |
170 | 325560 | 258938.927175744 | 66621.0728242559 |
171 | 325560 | 258938.927175744 | 66621.0728242559 |
172 | 324598 | 261333.832396844 | 63264.1676031564 |
173 | 325560 | 258938.927175744 | 66621.0728242559 |
174 | 328726 | 265194.068691228 | 63531.9313087724 |
175 | 325560 | 258938.927175744 | 66621.0728242559 |
176 | 325043 | 258670.800527707 | 66372.1994722933 |
177 | 325560 | 258938.927175744 | 66621.0728242559 |
178 | 325806 | 260590.029331326 | 65215.970668674 |
179 | 325560 | 258938.927175744 | 66621.0728242559 |
180 | 325560 | 258938.927175744 | 66621.0728242559 |
181 | 387732 | 312566.299865296 | 75165.700134704 |
182 | 349729 | 311152.450363779 | 38576.5496362215 |
183 | 332202 | 239651.746652085 | 92550.2533479147 |
184 | 305442 | 304985.645203315 | 456.354796685192 |
185 | 329537 | 264288.653482234 | 65248.3465177656 |
186 | 327055 | 269252.875479282 | 57802.1245207183 |
187 | 356245 | 287274.421207149 | 68970.5787928513 |
188 | 328451 | 265907.444511126 | 62543.5554888743 |
189 | 307062 | 282257.361841118 | 24804.6381588817 |
190 | 325560 | 258938.927175744 | 66621.0728242559 |
191 | 331345 | 260241.185878747 | 71103.8141212533 |
192 | 325560 | 258938.927175744 | 66621.0728242559 |
193 | 331824 | 263644.834733772 | 68179.1652662277 |
194 | 325560 | 258938.927175744 | 66621.0728242559 |
195 | 325685 | 259457.444016997 | 66227.5559830027 |
196 | 325560 | 258938.927175744 | 66621.0728242559 |
197 | 404480 | 496662.41923355 | -92182.4192335504 |
198 | 325560 | 258938.927175744 | 66621.0728242559 |
199 | 325560 | 258938.927175744 | 66621.0728242559 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 1 | 3.26732666913845e-40 | 1.63366333456922e-40 |
8 | 1 | 6.02484748718642e-51 | 3.01242374359321e-51 |
9 | 1 | 4.5259120266963e-50 | 2.26295601334815e-50 |
10 | 1 | 3.83162234677005e-56 | 1.91581117338502e-56 |
11 | 1 | 2.66146510213713e-61 | 1.33073255106857e-61 |
12 | 1 | 6.96293588740394e-63 | 3.48146794370197e-63 |
13 | 1 | 1.35743567965451e-73 | 6.78717839827254e-74 |
14 | 1 | 1.7366362059929e-94 | 8.6831810299645e-95 |
15 | 1 | 6.0956102125008e-96 | 3.0478051062504e-96 |
16 | 1 | 6.39849051160183e-102 | 3.19924525580091e-102 |
17 | 1 | 3.77206723248843e-104 | 1.88603361624422e-104 |
18 | 1 | 3.40196519469905e-104 | 1.70098259734952e-104 |
19 | 1 | 7.6318611819307e-105 | 3.81593059096535e-105 |
20 | 1 | 2.06976169975338e-104 | 1.03488084987669e-104 |
21 | 1 | 3.35613404433545e-107 | 1.67806702216772e-107 |
22 | 1 | 9.83278300316899e-107 | 4.91639150158449e-107 |
23 | 1 | 4.00451015305243e-106 | 2.00225507652622e-106 |
24 | 1 | 4.19021299395168e-107 | 2.09510649697584e-107 |
25 | 1 | 3.89122411404258e-106 | 1.94561205702129e-106 |
26 | 1 | 3.6443765033431e-105 | 1.82218825167155e-105 |
27 | 1 | 3.19779767270187e-104 | 1.59889883635094e-104 |
28 | 1 | 1.41541594583645e-107 | 7.07707972918224e-108 |
29 | 1 | 2.91590438613751e-113 | 1.45795219306875e-113 |
30 | 1 | 1.63553490689399e-112 | 8.17767453446997e-113 |
31 | 1 | 7.37414249214582e-115 | 3.68707124607291e-115 |
32 | 1 | 1.53915771251647e-114 | 7.69578856258234e-115 |
33 | 1 | 1.05160540982602e-117 | 5.2580270491301e-118 |
34 | 1 | 3.62387463498022e-118 | 1.81193731749011e-118 |
35 | 1 | 7.76301023921873e-118 | 3.88150511960937e-118 |
36 | 1 | 3.69057736515962e-117 | 1.84528868257981e-117 |
37 | 1 | 2.86942800482131e-119 | 1.43471400241065e-119 |
38 | 1 | 1.51679311214883e-122 | 7.58396556074416e-123 |
39 | 1 | 7.14698854201455e-123 | 3.57349427100727e-123 |
40 | 1 | 9.54508514362289e-123 | 4.77254257181145e-123 |
41 | 1 | 4.32410850683719e-122 | 2.16205425341860e-122 |
42 | 1 | 5.54546040156931e-121 | 2.77273020078466e-121 |
43 | 1 | 1.08372105133652e-120 | 5.41860525668262e-121 |
44 | 1 | 1.63092821122468e-119 | 8.15464105612342e-120 |
45 | 1 | 2.04819511488149e-118 | 1.02409755744075e-118 |
46 | 1 | 1.94798359736884e-117 | 9.73991798684418e-118 |
47 | 1 | 9.59564037781515e-117 | 4.79782018890757e-117 |
48 | 1 | 1.19071629364128e-115 | 5.95358146820641e-116 |
49 | 1 | 1.25717675804930e-114 | 6.28588379024648e-115 |
50 | 1 | 9.0839767843893e-115 | 4.54198839219465e-115 |
51 | 1 | 1.47635189467989e-115 | 7.38175947339945e-116 |
52 | 1 | 7.74600370061036e-115 | 3.87300185030518e-115 |
53 | 1 | 7.73119232598123e-114 | 3.86559616299062e-114 |
54 | 1 | 1.51205650832808e-113 | 7.5602825416404e-114 |
55 | 1 | 1.16094940722527e-113 | 5.80474703612635e-114 |
56 | 1 | 3.19026643520077e-113 | 1.59513321760039e-113 |
57 | 1 | 2.83707858787844e-115 | 1.41853929393922e-115 |
58 | 1 | 8.18280165853393e-115 | 4.09140082926696e-115 |
59 | 1 | 1.24878703929184e-113 | 6.24393519645922e-114 |
60 | 1 | 1.12972319615225e-112 | 5.64861598076124e-113 |
61 | 1 | 5.03484737798711e-113 | 2.51742368899356e-113 |
62 | 1 | 1.43455888313529e-112 | 7.17279441567645e-113 |
63 | 1 | 1.35176030085914e-111 | 6.75880150429569e-112 |
64 | 1 | 2.10685476860146e-110 | 1.05342738430073e-110 |
65 | 1 | 2.06963039961165e-109 | 1.03481519980583e-109 |
66 | 1 | 2.49968190637659e-108 | 1.24984095318829e-108 |
67 | 1 | 1.07465145508639e-108 | 5.37325727543195e-109 |
68 | 1 | 1.43635331229445e-107 | 7.18176656147224e-108 |
69 | 1 | 2.12548091472526e-106 | 1.06274045736263e-106 |
70 | 1 | 1.98340034261623e-105 | 9.91700171308115e-106 |
71 | 1 | 2.33634525715295e-104 | 1.16817262857648e-104 |
72 | 1 | 2.67769481834634e-104 | 1.33884740917317e-104 |
73 | 1 | 1.51306630569584e-103 | 7.56533152847921e-104 |
74 | 1 | 1.97039944944755e-102 | 9.85199724723775e-103 |
75 | 1 | 2.58809772404869e-101 | 1.29404886202434e-101 |
76 | 1 | 1.55642851983976e-100 | 7.78214259919878e-101 |
77 | 1 | 1.42731884044808e-99 | 7.13659420224041e-100 |
78 | 1 | 4.36596860567251e-99 | 2.18298430283626e-99 |
79 | 1 | 5.98905311536985e-98 | 2.99452655768493e-98 |
80 | 1 | 6.00577342174392e-97 | 3.00288671087196e-97 |
81 | 1 | 7.25306158962649e-96 | 3.62653079481325e-96 |
82 | 1 | 2.34780267761888e-95 | 1.17390133880944e-95 |
83 | 1 | 1.68332939019122e-94 | 8.41664695095611e-95 |
84 | 1 | 2.13209530617305e-93 | 1.06604765308652e-93 |
85 | 1 | 2.84943844590023e-92 | 1.42471922295012e-92 |
86 | 1 | 1.21056991505752e-91 | 6.05284957528759e-92 |
87 | 1 | 1.69167318731686e-91 | 8.45836593658431e-92 |
88 | 1 | 2.20942351723998e-90 | 1.10471175861999e-90 |
89 | 1 | 1.81931750887460e-89 | 9.09658754437298e-90 |
90 | 1 | 2.52503667615078e-88 | 1.26251833807539e-88 |
91 | 1 | 3.39832698550430e-87 | 1.69916349275215e-87 |
92 | 1 | 3.61554187065225e-86 | 1.80777093532612e-86 |
93 | 1 | 3.51047395741301e-86 | 1.75523697870651e-86 |
94 | 1 | 4.06540728018182e-85 | 2.03270364009091e-85 |
95 | 1 | 3.93451945271315e-85 | 1.96725972635658e-85 |
96 | 1 | 5.77377180555211e-85 | 2.88688590277605e-85 |
97 | 1 | 7.13517303227323e-84 | 3.56758651613661e-84 |
98 | 1 | 8.86789132633806e-83 | 4.43394566316903e-83 |
99 | 1 | 1.11689906402845e-81 | 5.58449532014226e-82 |
100 | 1 | 1.49363093922222e-80 | 7.46815469611109e-81 |
101 | 1 | 1.62800018741873e-79 | 8.14000093709366e-80 |
102 | 1 | 1.58978179440408e-79 | 7.9489089720204e-80 |
103 | 1 | 1.78303768871759e-78 | 8.91518844358795e-79 |
104 | 1 | 8.72353678357359e-78 | 4.36176839178679e-78 |
105 | 1 | 6.2455006033475e-77 | 3.12275030167375e-77 |
106 | 1 | 1.72107382087751e-76 | 8.60536910438756e-77 |
107 | 1 | 3.51622536226882e-77 | 1.75811268113441e-77 |
108 | 1 | 5.26901238649352e-78 | 2.63450619324676e-78 |
109 | 1 | 6.21338769151378e-77 | 3.10669384575689e-77 |
110 | 1 | 1.80353559990103e-76 | 9.01767799950515e-77 |
111 | 1 | 2.38564826338259e-76 | 1.19282413169129e-76 |
112 | 1 | 2.37752063024191e-78 | 1.18876031512095e-78 |
113 | 1 | 3.42901391663106e-82 | 1.71450695831553e-82 |
114 | 1 | 4.45397849228801e-82 | 2.22698924614400e-82 |
115 | 1 | 3.79264036662742e-81 | 1.89632018331371e-81 |
116 | 1 | 3.87302556637661e-80 | 1.93651278318831e-80 |
117 | 1 | 6.84809078091772e-79 | 3.42404539045886e-79 |
118 | 1 | 6.93952195294989e-80 | 3.46976097647495e-80 |
119 | 1 | 2.88620495078059e-84 | 1.44310247539030e-84 |
120 | 1 | 6.37989822826372e-83 | 3.18994911413186e-83 |
121 | 1 | 7.11761223041293e-84 | 3.55880611520647e-84 |
122 | 1 | 9.6508026036568e-83 | 4.8254013018284e-83 |
123 | 1 | 6.47292237943322e-83 | 3.23646118971661e-83 |
124 | 1 | 3.000956752394e-89 | 1.500478376197e-89 |
125 | 1 | 7.7004738603229e-88 | 3.85023693016145e-88 |
126 | 1 | 1.04449676654375e-96 | 5.22248383271873e-97 |
127 | 1 | 4.5426455462887e-95 | 2.27132277314435e-95 |
128 | 1 | 1.96504884188472e-93 | 9.82524420942358e-94 |
129 | 1 | 6.74552298592464e-92 | 3.37276149296232e-92 |
130 | 1 | 2.85519381863902e-90 | 1.42759690931951e-90 |
131 | 1 | 1.18462786782808e-88 | 5.9231393391404e-89 |
132 | 1 | 7.87658872792619e-88 | 3.93829436396309e-88 |
133 | 1 | 3.33344681056282e-86 | 1.66672340528141e-86 |
134 | 1 | 1.38980327821671e-84 | 6.94901639108356e-85 |
135 | 1 | 5.75466544646979e-83 | 2.87733272323489e-83 |
136 | 1 | 2.35949806380869e-81 | 1.17974903190435e-81 |
137 | 1 | 9.51543786234588e-80 | 4.75771893117294e-80 |
138 | 1 | 3.80779294172494e-78 | 1.90389647086247e-78 |
139 | 1 | 1.50605873761501e-76 | 7.53029368807506e-77 |
140 | 1 | 5.88665426391536e-75 | 2.94332713195768e-75 |
141 | 1 | 1.77901866430572e-73 | 8.8950933215286e-74 |
142 | 1 | 6.82227831347345e-72 | 3.41113915673672e-72 |
143 | 1 | 3.02886578295771e-71 | 1.51443289147886e-71 |
144 | 1 | 1.17673074311602e-69 | 5.88365371558012e-70 |
145 | 1 | 3.36728879185685e-68 | 1.68364439592842e-68 |
146 | 1 | 1.19742216000019e-66 | 5.98711080000096e-67 |
147 | 1 | 4.52293030940106e-65 | 2.26146515470053e-65 |
148 | 1 | 1.63100272779556e-63 | 8.1550136389778e-64 |
149 | 1 | 6.00059622421266e-62 | 3.00029811210633e-62 |
150 | 1 | 2.17412255794560e-60 | 1.08706127897280e-60 |
151 | 1 | 1.68938014042818e-59 | 8.44690070214089e-60 |
152 | 1 | 4.52425378085212e-61 | 2.26212689042606e-61 |
153 | 1 | 1.88780329706210e-59 | 9.43901648531048e-60 |
154 | 1 | 1.27759529921951e-61 | 6.38797649609753e-62 |
155 | 1 | 6.31326846739794e-60 | 3.15663423369897e-60 |
156 | 1 | 3.11439253901827e-58 | 1.55719626950913e-58 |
157 | 1 | 1.51229637998627e-56 | 7.56148189993136e-57 |
158 | 1 | 7.39013061931734e-55 | 3.69506530965867e-55 |
159 | 1 | 3.13543622936136e-53 | 1.56771811468068e-53 |
160 | 1 | 1.4620451711299e-51 | 7.3102258556495e-52 |
161 | 1 | 6.70167538283866e-50 | 3.35083769141933e-50 |
162 | 1 | 3.01842638863028e-48 | 1.50921319431514e-48 |
163 | 1 | 1.33522474713755e-46 | 6.67612373568776e-47 |
164 | 1 | 4.44117553583621e-45 | 2.22058776791810e-45 |
165 | 1 | 1.95875244893679e-43 | 9.79376224468396e-44 |
166 | 1 | 8.29632535639955e-42 | 4.14816267819977e-42 |
167 | 1 | 3.44477845072833e-40 | 1.72238922536416e-40 |
168 | 1 | 2.72861548813127e-39 | 1.36430774406564e-39 |
169 | 1 | 1.16503527525322e-37 | 5.82517637626609e-38 |
170 | 1 | 4.86787379274755e-36 | 2.43393689637377e-36 |
171 | 1 | 1.98892308467334e-34 | 9.94461542336668e-35 |
172 | 1 | 8.12126160025714e-33 | 4.06063080012857e-33 |
173 | 1 | 3.16738102610307e-31 | 1.58369051305154e-31 |
174 | 1 | 1.23414398088541e-29 | 6.17071990442707e-30 |
175 | 1 | 4.58642814515117e-28 | 2.29321407257559e-28 |
176 | 1 | 1.70478267035044e-26 | 8.5239133517522e-27 |
177 | 1 | 6.0064547088705e-25 | 3.00322735443525e-25 |
178 | 1 | 2.11191359586289e-23 | 1.05595679793144e-23 |
179 | 1 | 7.01497210939179e-22 | 3.50748605469589e-22 |
180 | 1 | 2.25471565701325e-20 | 1.12735782850662e-20 |
181 | 1 | 2.23210872259032e-20 | 1.11605436129516e-20 |
182 | 1 | 6.03650440533605e-19 | 3.01825220266803e-19 |
183 | 1 | 3.57310604178349e-18 | 1.78655302089175e-18 |
184 | 1 | 1.81121518939284e-17 | 9.05607594696422e-18 |
185 | 1 | 8.79769858220062e-16 | 4.39884929110031e-16 |
186 | 1 | 8.11031064848526e-16 | 4.05515532424263e-16 |
187 | 0.99999999999998 | 3.83808748837981e-14 | 1.91904374418991e-14 |
188 | 0.999999999998903 | 2.19469364159312e-12 | 1.09734682079656e-12 |
189 | 1 | 1.25905087416576e-16 | 6.29525437082879e-17 |
190 | 0.999999999999958 | 8.30892841779156e-14 | 4.15446420889578e-14 |
191 | 1 | 2.06341014768688e-62 | 1.03170507384344e-62 |
192 | 1 | 1.00348576710517e-49 | 5.01742883552583e-50 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 186 | 1 | NOK |
5% type I error level | 186 | 1 | NOK |
10% type I error level | 186 | 1 | NOK |