Multiple Linear Regression - Estimated Regression Equation |
BEL_20[t] = + 1380.31988562092 + 67.0200500229333M1[t] + 63.9701464854949M2[t] + 31.1902429480564M3[t] + 94.0825616328403M4[t] + 95.1071025398464M5[t] + 59.8749767801858M6[t] + 49.5072954649696M7[t] + 42.2312808164202M8[t] + 15.6691550567596M9[t] -29.0601929251231M10[t] -11.7700964625615M11[t] + 10.0304590929939t + 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) | 1380.31988562092 | 186.381839 | 7.4059 | 0 | 0 |
M1 | 67.0200500229333 | 233.182358 | 0.2874 | 0.774088 | 0.387044 |
M2 | 63.9701464854949 | 233.156071 | 0.2744 | 0.784082 | 0.392041 |
M3 | 31.1902429480564 | 233.132284 | 0.1338 | 0.893703 | 0.446851 |
M4 | 94.0825616328403 | 233.110999 | 0.4036 | 0.686935 | 0.343467 |
M5 | 95.1071025398464 | 233.092217 | 0.408 | 0.683686 | 0.341843 |
M6 | 59.8749767801858 | 233.075938 | 0.2569 | 0.797524 | 0.398762 |
M7 | 49.5072954649696 | 233.062162 | 0.2124 | 0.831992 | 0.415996 |
M8 | 42.2312808164202 | 233.050891 | 0.1812 | 0.856383 | 0.428192 |
M9 | 15.6691550567596 | 233.042124 | 0.0672 | 0.946459 | 0.473229 |
M10 | -29.0601929251231 | 233.035861 | -0.1247 | 0.900882 | 0.450441 |
M11 | -11.7700964625615 | 233.032104 | -0.0505 | 0.959767 | 0.479883 |
t | 10.0304590929939 | 0.76404 | 13.1282 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.677925317755737 |
R-squared | 0.459582736454217 |
Adjusted R-squared | 0.427636888362841 |
F-TEST (value) | 14.386305698933 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 203 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 699.09255324477 |
Sum Squared Residuals | 99212270.7944652 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1145.11 | 1457.37039473684 | -312.260394736839 |
2 | 1176.86 | 1464.3509502924 | -287.490950292397 |
3 | 1206.41 | 1441.60150584795 | -235.191505847953 |
4 | 1192.72 | 1514.52428362573 | -321.804283625732 |
5 | 1214.82 | 1525.57928362573 | -310.759283625731 |
6 | 1199.07 | 1500.37761695906 | -301.307616959064 |
7 | 1157.47 | 1500.04039473684 | -342.570394736842 |
8 | 1100.1 | 1502.79483918129 | -402.694839181287 |
9 | 1095.63 | 1486.26317251462 | -390.63317251462 |
10 | 1105.63 | 1451.56428362573 | -345.934283625731 |
11 | 1137.79 | 1478.88483918129 | -341.094839181287 |
12 | 1124.72 | 1500.68539473684 | -375.965394736842 |
13 | 1152.6 | 1577.73590385277 | -425.13590385277 |
14 | 1211.85 | 1584.71645940833 | -372.866459408325 |
15 | 1239.62 | 1561.96701496388 | -322.347014963881 |
16 | 1244.13 | 1634.88979274166 | -390.759792741658 |
17 | 1198.42 | 1645.94479274166 | -447.524792741658 |
18 | 1227.99 | 1620.74312607499 | -392.753126074992 |
19 | 1304.92 | 1620.40590385277 | -315.485903852769 |
20 | 1340.26 | 1623.16034829721 | -282.900348297214 |
21 | 1307.32 | 1606.62868163055 | -299.308681630548 |
22 | 1356.51 | 1571.92979274166 | -215.419792741659 |
23 | 1383.29 | 1599.25034829721 | -215.960348297214 |
24 | 1437.87 | 1621.05090385277 | -183.18090385277 |
25 | 1494.56 | 1698.1014129687 | -203.541412968697 |
26 | 1521.42 | 1705.08196852425 | -183.661968524252 |
27 | 1498.76 | 1682.33252407981 | -183.572524079808 |
28 | 1488.75 | 1755.25530185759 | -266.505301857585 |
29 | 1524.62 | 1766.31030185759 | -241.690301857585 |
30 | 1439.27 | 1741.10863519092 | -301.838635190919 |
31 | 1423.11 | 1740.7714129687 | -317.661412968697 |
32 | 1466.85 | 1743.52585741314 | -276.675857413141 |
33 | 1425.83 | 1726.99419074647 | -301.164190746474 |
34 | 1363.45 | 1692.29530185759 | -328.845301857585 |
35 | 1389.18 | 1719.61585741314 | -330.435857413141 |
36 | 1395.89 | 1741.4164129687 | -345.526412968696 |
37 | 1368.43 | 1818.46692208462 | -450.036922084624 |
38 | 1349.03 | 1825.44747764018 | -476.41747764018 |
39 | 1299.88 | 1802.69803319573 | -502.818033195734 |
40 | 1365.41 | 1875.62081097351 | -510.210810973512 |
41 | 1451.04 | 1886.67581097351 | -435.635810973512 |
42 | 1433.75 | 1861.47414430685 | -427.724144306845 |
43 | 1464.65 | 1861.13692208462 | -396.486922084623 |
44 | 1475.57 | 1863.89136652907 | -388.321366529068 |
45 | 1471.16 | 1847.3596998624 | -376.199699862401 |
46 | 1429.12 | 1812.66081097351 | -383.540810973513 |
47 | 1452.46 | 1839.98136652907 | -387.521366529068 |
48 | 1538.09 | 1861.78192208462 | -323.691922084623 |
49 | 1631.59 | 1938.83243120055 | -307.242431200551 |
50 | 1665.5 | 1945.81298675611 | -280.312986756106 |
51 | 1690.6 | 1923.06354231166 | -232.463542311662 |
52 | 1711.74 | 1995.98632008944 | -284.246320089439 |
53 | 1734.1 | 2007.04132008944 | -272.94132008944 |
54 | 1748.09 | 1981.83965342277 | -233.749653422773 |
55 | 1703.45 | 1981.50243120055 | -278.05243120055 |
56 | 1745.74 | 1984.25687564499 | -238.516875644995 |
57 | 1751.01 | 1967.72520897833 | -216.715208978328 |
58 | 1795.65 | 1933.02632008944 | -137.376320089439 |
59 | 1852.13 | 1960.34687564499 | -108.216875644995 |
60 | 1877.1 | 1982.14743120055 | -105.04743120055 |
61 | 1989.31 | 2059.19794031648 | -69.8879403164776 |
62 | 2097.76 | 2066.17849587203 | 31.5815041279672 |
63 | 2154.87 | 2043.42905142759 | 111.440948572412 |
64 | 2152.18 | 2116.35182920537 | 35.8281707946334 |
65 | 2250.27 | 2127.40682920537 | 122.863170794633 |
66 | 2346.9 | 2102.2051625387 | 244.694837461301 |
67 | 2525.56 | 2101.86794031648 | 423.692059683523 |
68 | 2409.36 | 2104.62238476092 | 304.737615239078 |
69 | 2394.36 | 2088.09071809426 | 306.269281905745 |
70 | 2401.33 | 2053.39182920537 | 347.938170794633 |
71 | 2354.32 | 2080.71238476092 | 273.607615239078 |
72 | 2450.41 | 2102.51294031648 | 347.897059683522 |
73 | 2504.67 | 2179.5634494324 | 325.106550567595 |
74 | 2661.39 | 2186.54400498796 | 474.84599501204 |
75 | 2880.4 | 2163.79456054352 | 716.605439456485 |
76 | 3064.42 | 2236.71733832129 | 827.702661678707 |
77 | 3141.12 | 2247.77233832129 | 893.347661678707 |
78 | 3327.7 | 2222.57067165463 | 1105.12932834537 |
79 | 3564.95 | 2222.2334494324 | 1342.7165505676 |
80 | 3403.13 | 2224.98789387685 | 1178.14210612315 |
81 | 3149.9 | 2208.45622721018 | 941.443772789818 |
82 | 3006.84 | 2173.75733832129 | 833.082661678706 |
83 | 3230.66 | 2201.07789387685 | 1029.58210612315 |
84 | 3361.13 | 2222.8784494324 | 1138.2515505676 |
85 | 3484.74 | 2299.92895854833 | 1184.81104145167 |
86 | 3411.13 | 2306.90951410389 | 1104.22048589611 |
87 | 3288.18 | 2284.16006965944 | 1004.01993034056 |
88 | 3280.37 | 2357.08284743722 | 923.28715256278 |
89 | 3173.95 | 2368.13784743722 | 805.81215256278 |
90 | 3165.26 | 2342.93618077055 | 822.323819229447 |
91 | 3092.71 | 2342.59895854833 | 750.111041451669 |
92 | 3053.05 | 2345.35340299278 | 707.696597007224 |
93 | 3181.96 | 2328.82173632611 | 853.13826367389 |
94 | 2999.93 | 2294.12284743722 | 705.80715256278 |
95 | 3249.57 | 2321.44340299278 | 928.126597007224 |
96 | 3210.52 | 2343.24395854833 | 867.276041451669 |
97 | 3030.29 | 2420.29446766426 | 609.995532335741 |
98 | 2803.47 | 2427.27502321981 | 376.194976780186 |
99 | 2767.63 | 2404.52557877537 | 363.10442122463 |
100 | 2882.6 | 2477.44835655315 | 405.151643446852 |
101 | 2863.36 | 2488.50335655315 | 374.856643446852 |
102 | 2897.06 | 2463.30168988648 | 433.758310113519 |
103 | 3012.61 | 2462.96446766426 | 549.645532335742 |
104 | 3142.95 | 2465.7189121087 | 677.231087891297 |
105 | 3032.93 | 2449.18724544204 | 583.742754557963 |
106 | 3045.78 | 2414.48835655315 | 631.291643446852 |
107 | 3110.52 | 2441.8089121087 | 668.711087891297 |
108 | 3013.24 | 2463.60946766426 | 549.630532335741 |
109 | 2987.1 | 2540.65997678019 | 446.440023219814 |
110 | 2995.55 | 2547.64053233574 | 447.909467664259 |
111 | 2833.18 | 2524.8910878913 | 308.288912108703 |
112 | 2848.96 | 2597.81386566907 | 251.146134330925 |
113 | 2794.83 | 2608.86886566907 | 185.961134330925 |
114 | 2845.26 | 2583.66719900241 | 261.592800997592 |
115 | 2915.02 | 2583.32997678019 | 331.690023219814 |
116 | 2892.63 | 2586.08442122463 | 306.54557877537 |
117 | 2604.42 | 2569.55275455796 | 34.8672454420366 |
118 | 2641.65 | 2534.85386566907 | 106.796134330925 |
119 | 2659.81 | 2562.17442122463 | 97.6355787753697 |
120 | 2638.53 | 2583.97497678019 | 54.5550232198145 |
121 | 2720.25 | 2661.02548589611 | 59.224514103887 |
122 | 2745.88 | 2668.00604145167 | 77.8739585483318 |
123 | 2735.7 | 2645.25659700722 | 90.4434029927761 |
124 | 2811.7 | 2718.179374785 | 93.520625214998 |
125 | 2799.43 | 2729.234374785 | 70.1956252149981 |
126 | 2555.28 | 2704.03270811833 | -148.752708118335 |
127 | 2304.98 | 2703.69548589611 | -398.715485896113 |
128 | 2214.95 | 2706.44993034056 | -491.499930340557 |
129 | 2065.81 | 2689.91826367389 | -624.108263673891 |
130 | 1940.49 | 2655.219374785 | -714.729374785002 |
131 | 2042 | 2682.53993034056 | -640.539930340557 |
132 | 1995.37 | 2704.34048589611 | -708.970485896113 |
133 | 1946.81 | 2781.39099501204 | -834.58099501204 |
134 | 1765.9 | 2788.3715505676 | -1022.4715505676 |
135 | 1635.25 | 2765.62210612315 | -1130.37210612315 |
136 | 1833.42 | 2838.54488390093 | -1005.12488390093 |
137 | 1910.43 | 2849.59988390093 | -939.169883900929 |
138 | 1959.67 | 2824.39821723426 | -864.728217234262 |
139 | 1969.6 | 2824.06099501204 | -854.46099501204 |
140 | 2061.41 | 2826.81543945648 | -765.405439456484 |
141 | 2093.48 | 2810.28377278982 | -716.803772789818 |
142 | 2120.88 | 2775.58488390093 | -654.704883900929 |
143 | 2174.56 | 2802.90543945648 | -628.345439456484 |
144 | 2196.72 | 2824.70599501204 | -627.98599501204 |
145 | 2350.44 | 2901.75650412797 | -551.316504127967 |
146 | 2440.25 | 2908.73705968352 | -468.487059683522 |
147 | 2408.64 | 2885.98761523908 | -477.347615239078 |
148 | 2472.81 | 2958.91039301686 | -486.100393016856 |
149 | 2407.6 | 2969.96539301686 | -562.365393016856 |
150 | 2454.62 | 2944.76372635019 | -490.143726350189 |
151 | 2448.05 | 2944.42650412797 | -496.376504127967 |
152 | 2497.84 | 2947.18094857241 | -449.340948572411 |
153 | 2645.64 | 2930.64928190574 | -285.009281905745 |
154 | 2756.76 | 2895.95039301686 | -139.190393016856 |
155 | 2849.27 | 2923.27094857241 | -74.0009485724116 |
156 | 2921.44 | 2945.07150412797 | -23.6315041279671 |
157 | 2981.85 | 3022.12201324389 | -40.2720132438941 |
158 | 3080.58 | 3029.10256879945 | 51.4774312005506 |
159 | 3106.22 | 3006.353124355 | 99.866875644995 |
160 | 3119.31 | 3079.27590213278 | 40.034097867217 |
161 | 3061.26 | 3090.33090213278 | -29.0709021327829 |
162 | 3097.31 | 3065.12923546612 | 32.1807645338838 |
163 | 3161.69 | 3064.79201324389 | 96.897986756106 |
164 | 3257.16 | 3067.54645768834 | 189.613542311661 |
165 | 3277.01 | 3051.01479102167 | 225.995208978329 |
166 | 3295.32 | 3016.31590213278 | 279.004097867217 |
167 | 3363.99 | 3043.63645768834 | 320.353542311661 |
168 | 3494.17 | 3065.43701324389 | 428.732986756106 |
169 | 3667.03 | 3142.48752235982 | 524.542477640179 |
170 | 3813.06 | 3149.46807791538 | 663.591922084624 |
171 | 3917.96 | 3126.71863347093 | 791.241366529068 |
172 | 3895.51 | 3199.64141124871 | 695.86858875129 |
173 | 3801.06 | 3210.69641124871 | 590.36358875129 |
174 | 3570.12 | 3185.49474458204 | 384.625255417957 |
175 | 3701.61 | 3185.15752235982 | 516.45247764018 |
176 | 3862.27 | 3187.91196680427 | 674.358033195735 |
177 | 3970.1 | 3171.3803001376 | 798.719699862401 |
178 | 4138.52 | 3136.68141124871 | 1001.83858875129 |
179 | 4199.75 | 3164.00196680427 | 1035.74803319573 |
180 | 4290.89 | 3185.80252235982 | 1105.08747764018 |
181 | 4443.91 | 3262.85303147575 | 1181.05696852425 |
182 | 4502.64 | 3269.8335870313 | 1232.8064129687 |
183 | 4356.98 | 3247.08414258686 | 1109.89585741314 |
184 | 4591.27 | 3320.00692036464 | 1271.26307963536 |
185 | 4696.96 | 3331.06192036464 | 1365.89807963536 |
186 | 4621.4 | 3305.86025369797 | 1315.53974630203 |
187 | 4562.84 | 3305.52303147575 | 1257.31696852425 |
188 | 4202.52 | 3308.27747592019 | 894.242524079808 |
189 | 4296.49 | 3291.74580925353 | 1004.74419074647 |
190 | 4435.23 | 3257.04692036464 | 1178.18307963536 |
191 | 4105.18 | 3284.36747592019 | 820.812524079808 |
192 | 4116.68 | 3306.16803147575 | 810.511968524252 |
193 | 3844.49 | 3383.21854059168 | 461.271459408324 |
194 | 3720.98 | 3390.19909614723 | 330.780903852769 |
195 | 3674.4 | 3367.44965170279 | 306.950348297214 |
196 | 3857.62 | 3440.37242948056 | 417.247570519436 |
197 | 3801.06 | 3451.42742948056 | 349.632570519436 |
198 | 3504.37 | 3426.2257628139 | 78.1442371861026 |
199 | 3032.6 | 3425.88854059168 | -393.288540591675 |
200 | 3047.03 | 3428.64298503612 | -381.61298503612 |
201 | 2962.34 | 3412.11131836945 | -449.771318369453 |
202 | 2197.82 | 3377.41242948056 | -1179.59242948056 |
203 | 2014.45 | 3404.73298503612 | -1390.28298503612 |
204 | 1862.83 | 3426.53354059167 | -1563.70354059168 |
205 | 1905.41 | 3503.5840497076 | -1598.1740497076 |
206 | 1810.99 | 3510.56460526316 | -1699.57460526316 |
207 | 1670.07 | 3487.81516081871 | -1817.74516081871 |
208 | 1864.44 | 3560.73793859649 | -1696.29793859649 |
209 | 2052.02 | 3571.79293859649 | -1519.77293859649 |
210 | 2029.6 | 3546.59127192982 | -1516.99127192982 |
211 | 2070.83 | 3546.2540497076 | -1475.4240497076 |
212 | 2293.41 | 3549.00849415205 | -1255.59849415205 |
213 | 2443.27 | 3532.47682748538 | -1089.20682748538 |
214 | 2513.17 | 3497.77793859649 | -984.607938596491 |
215 | 2466.92 | 3525.09849415205 | -1058.17849415205 |
216 | 2502.66 | 3546.8990497076 | -1044.2390497076 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 7.8897589072021e-06 | 1.57795178144042e-05 | 0.999992110241093 |
17 | 9.5282203484825e-07 | 1.9056440696965e-06 | 0.999999047177965 |
18 | 2.20413373131035e-08 | 4.4082674626207e-08 | 0.999999977958663 |
19 | 7.90609264450247e-08 | 1.58121852890049e-07 | 0.999999920939074 |
20 | 1.97936666363139e-07 | 3.95873332726277e-07 | 0.999999802063334 |
21 | 5.2784835220132e-08 | 1.05569670440264e-07 | 0.999999947215165 |
22 | 1.79075805000502e-08 | 3.58151610001005e-08 | 0.99999998209242 |
23 | 4.19432919651095e-09 | 8.3886583930219e-09 | 0.99999999580567 |
24 | 1.86648008438981e-09 | 3.73296016877962e-09 | 0.99999999813352 |
25 | 4.90014669199766e-10 | 9.80029338399532e-10 | 0.999999999509985 |
26 | 8.25897758591401e-11 | 1.6517955171828e-10 | 0.99999999991741 |
27 | 9.61180904289796e-12 | 1.92236180857959e-11 | 0.999999999990388 |
28 | 1.06677939044341e-12 | 2.13355878088683e-12 | 0.999999999998933 |
29 | 1.40697897524373e-13 | 2.81395795048747e-13 | 0.99999999999986 |
30 | 1.53401313966798e-14 | 3.06802627933597e-14 | 0.999999999999985 |
31 | 1.91374236336143e-15 | 3.82748472672286e-15 | 0.999999999999998 |
32 | 1.90805849718382e-16 | 3.81611699436764e-16 | 1 |
33 | 1.9262425522012e-17 | 3.8524851044024e-17 | 1 |
34 | 4.07864182810433e-18 | 8.15728365620866e-18 | 1 |
35 | 8.16254513487769e-19 | 1.63250902697554e-18 | 1 |
36 | 1.79119405931505e-19 | 3.5823881186301e-19 | 1 |
37 | 1.60443804506231e-19 | 3.20887609012461e-19 | 1 |
38 | 2.53952538364652e-19 | 5.07905076729304e-19 | 1 |
39 | 6.29375115144428e-19 | 1.25875023028886e-18 | 1 |
40 | 2.61891706003792e-19 | 5.23783412007583e-19 | 1 |
41 | 4.55379888193432e-20 | 9.10759776386864e-20 | 1 |
42 | 7.43219448592133e-21 | 1.48643889718427e-20 | 1 |
43 | 1.07695050370876e-21 | 2.15390100741751e-21 | 1 |
44 | 1.52573250975259e-22 | 3.05146501950519e-22 | 1 |
45 | 2.0742991491921e-23 | 4.1485982983842e-23 | 1 |
46 | 3.06884691618795e-24 | 6.13769383237591e-24 | 1 |
47 | 4.59407451713436e-25 | 9.18814903426871e-25 | 1 |
48 | 6.22842860567455e-26 | 1.24568572113491e-25 | 1 |
49 | 1.28450194117086e-26 | 2.56900388234172e-26 | 1 |
50 | 2.69858515570246e-27 | 5.39717031140493e-27 | 1 |
51 | 7.06876449001835e-28 | 1.41375289800367e-27 | 1 |
52 | 1.95264089541563e-28 | 3.90528179083126e-28 | 1 |
53 | 4.87436242405658e-29 | 9.74872484811317e-29 | 1 |
54 | 1.72340586362105e-29 | 3.4468117272421e-29 | 1 |
55 | 3.23215275053805e-30 | 6.4643055010761e-30 | 1 |
56 | 7.82074199212835e-31 | 1.56414839842567e-30 | 1 |
57 | 2.38432719832951e-31 | 4.76865439665903e-31 | 1 |
58 | 1.40854448870686e-31 | 2.81708897741371e-31 | 1 |
59 | 1.12892103017684e-31 | 2.25784206035367e-31 | 1 |
60 | 6.59215536803932e-32 | 1.31843107360786e-31 | 1 |
61 | 9.37008668927293e-32 | 1.87401733785459e-31 | 1 |
62 | 4.16363299883948e-31 | 8.32726599767897e-31 | 1 |
63 | 2.80200821408244e-30 | 5.60401642816487e-30 | 1 |
64 | 7.39552771031042e-30 | 1.47910554206208e-29 | 1 |
65 | 4.17897202331771e-29 | 8.35794404663542e-29 | 1 |
66 | 8.50200813581328e-28 | 1.70040162716266e-27 | 1 |
67 | 1.48067019897547e-25 | 2.96134039795094e-25 | 1 |
68 | 7.48043694823847e-25 | 1.49608738964769e-24 | 1 |
69 | 2.3602642176286e-24 | 4.7205284352572e-24 | 1 |
70 | 5.56202519559201e-24 | 1.1124050391184e-23 | 1 |
71 | 5.11579821977459e-24 | 1.02315964395492e-23 | 1 |
72 | 6.79743789977203e-24 | 1.35948757995441e-23 | 1 |
73 | 6.01119427432593e-24 | 1.20223885486519e-23 | 1 |
74 | 1.12470274516696e-23 | 2.24940549033392e-23 | 1 |
75 | 1.22421468852854e-22 | 2.44842937705708e-22 | 1 |
76 | 4.52811834865982e-21 | 9.05623669731965e-21 | 1 |
77 | 9.46095670530916e-20 | 1.89219134106183e-19 | 1 |
78 | 5.30248627679598e-18 | 1.0604972553592e-17 | 1 |
79 | 7.17543985347983e-16 | 1.43508797069597e-15 | 1 |
80 | 7.82311130331648e-15 | 1.5646222606633e-14 | 0.999999999999992 |
81 | 1.36247030611922e-14 | 2.72494061223845e-14 | 0.999999999999986 |
82 | 1.17800014563576e-14 | 2.35600029127152e-14 | 0.999999999999988 |
83 | 2.19167018192062e-14 | 4.38334036384125e-14 | 0.999999999999978 |
84 | 5.47475432019687e-14 | 1.09495086403937e-13 | 0.999999999999945 |
85 | 1.21952439615942e-13 | 2.43904879231884e-13 | 0.999999999999878 |
86 | 1.42538896889746e-13 | 2.85077793779491e-13 | 0.999999999999857 |
87 | 9.94065461658947e-14 | 1.98813092331789e-13 | 0.9999999999999 |
88 | 5.95622865692862e-14 | 1.19124573138572e-13 | 0.99999999999994 |
89 | 2.78852250113518e-14 | 5.57704500227035e-14 | 0.999999999999972 |
90 | 1.28553283858513e-14 | 2.57106567717027e-14 | 0.999999999999987 |
91 | 5.67053510757134e-15 | 1.13410702151427e-14 | 0.999999999999994 |
92 | 2.43898269071802e-15 | 4.87796538143603e-15 | 0.999999999999998 |
93 | 1.16144406580216e-15 | 2.32288813160432e-15 | 0.999999999999999 |
94 | 4.92529613718616e-16 | 9.85059227437232e-16 | 1 |
95 | 2.57768777230325e-16 | 5.15537554460651e-16 | 1 |
96 | 1.22728819020606e-16 | 2.45457638041212e-16 | 1 |
97 | 6.01451651990684e-17 | 1.20290330398137e-16 | 1 |
98 | 5.1865272210509e-17 | 1.03730544421018e-16 | 1 |
99 | 5.07616352246307e-17 | 1.01523270449261e-16 | 1 |
100 | 3.59751165983222e-17 | 7.19502331966445e-17 | 1 |
101 | 2.74698213171101e-17 | 5.49396426342202e-17 | 1 |
102 | 2.00637177459511e-17 | 4.01274354919022e-17 | 1 |
103 | 1.26097157460697e-17 | 2.52194314921393e-17 | 1 |
104 | 6.33507910373742e-18 | 1.26701582074748e-17 | 1 |
105 | 3.3639571123453e-18 | 6.7279142246906e-18 | 1 |
106 | 1.68742089274722e-18 | 3.37484178549444e-18 | 1 |
107 | 9.0219882862187e-19 | 1.80439765724374e-18 | 1 |
108 | 5.77371742720653e-19 | 1.15474348544131e-18 | 1 |
109 | 4.28598871127723e-19 | 8.57197742255447e-19 | 1 |
110 | 3.10157602473938e-19 | 6.20315204947877e-19 | 1 |
111 | 3.61467394509379e-19 | 7.22934789018759e-19 | 1 |
112 | 4.1198955595341e-19 | 8.2397911190682e-19 | 1 |
113 | 5.59808906631061e-19 | 1.11961781326212e-18 | 1 |
114 | 6.602447142982e-19 | 1.3204894285964e-18 | 1 |
115 | 7.25869763414401e-19 | 1.4517395268288e-18 | 1 |
116 | 7.63852870013491e-19 | 1.52770574002698e-18 | 1 |
117 | 1.73466267045338e-18 | 3.46932534090675e-18 | 1 |
118 | 2.62748801576882e-18 | 5.25497603153764e-18 | 1 |
119 | 4.46379259882628e-18 | 8.92758519765256e-18 | 1 |
120 | 8.08217062069336e-18 | 1.61643412413867e-17 | 1 |
121 | 1.14936275623388e-17 | 2.29872551246777e-17 | 1 |
122 | 1.42432176934255e-17 | 2.8486435386851e-17 | 1 |
123 | 1.6835275085534e-17 | 3.36705501710681e-17 | 1 |
124 | 1.64422700646695e-17 | 3.28845401293391e-17 | 1 |
125 | 1.61172906230096e-17 | 3.22345812460193e-17 | 1 |
126 | 3.42670652511265e-17 | 6.8534130502253e-17 | 1 |
127 | 2.10749519737755e-16 | 4.21499039475511e-16 | 1 |
128 | 1.3501383711593e-15 | 2.70027674231859e-15 | 0.999999999999999 |
129 | 9.84073188209544e-15 | 1.96814637641909e-14 | 0.99999999999999 |
130 | 8.01542166638596e-14 | 1.60308433327719e-13 | 0.99999999999992 |
131 | 3.9157417184196e-13 | 7.83148343683919e-13 | 0.999999999999608 |
132 | 1.96116161556837e-12 | 3.92232323113674e-12 | 0.999999999998039 |
133 | 1.17856434947285e-11 | 2.35712869894569e-11 | 0.999999999988214 |
134 | 1.15967397371869e-10 | 2.31934794743737e-10 | 0.999999999884033 |
135 | 1.29775895809919e-09 | 2.59551791619839e-09 | 0.99999999870224 |
136 | 6.76475357827492e-09 | 1.35295071565498e-08 | 0.999999993235246 |
137 | 2.46285453702705e-08 | 4.92570907405411e-08 | 0.999999975371455 |
138 | 6.6148419702457e-08 | 1.32296839404914e-07 | 0.99999993385158 |
139 | 1.61970930525732e-07 | 3.23941861051464e-07 | 0.99999983802907 |
140 | 3.07128592484563e-07 | 6.14257184969126e-07 | 0.999999692871408 |
141 | 5.2988428103169e-07 | 1.05976856206338e-06 | 0.999999470115719 |
142 | 8.15135691967569e-07 | 1.63027138393514e-06 | 0.999999184864308 |
143 | 1.18212424219587e-06 | 2.36424848439174e-06 | 0.999998817875758 |
144 | 1.76576568608264e-06 | 3.53153137216528e-06 | 0.999998234234314 |
145 | 2.37284764601735e-06 | 4.7456952920347e-06 | 0.999997627152354 |
146 | 2.90679888841221e-06 | 5.81359777682442e-06 | 0.999997093201112 |
147 | 3.72063630683553e-06 | 7.44127261367107e-06 | 0.999996279363693 |
148 | 5.28296117399114e-06 | 1.05659223479823e-05 | 0.999994717038826 |
149 | 9.23254456214815e-06 | 1.84650891242963e-05 | 0.999990767455438 |
150 | 1.40649076256875e-05 | 2.8129815251375e-05 | 0.999985935092374 |
151 | 2.21226765752216e-05 | 4.42453531504431e-05 | 0.999977877323425 |
152 | 3.57205882615445e-05 | 7.14411765230891e-05 | 0.999964279411738 |
153 | 5.29298202594561e-05 | 0.000105859640518912 | 0.99994707017974 |
154 | 6.79121991231163e-05 | 0.000135824398246233 | 0.999932087800877 |
155 | 7.82341674662032e-05 | 0.000156468334932406 | 0.999921765832534 |
156 | 9.26104391983383e-05 | 0.000185220878396677 | 0.999907389560802 |
157 | 0.000116376074948723 | 0.000232752149897447 | 0.999883623925051 |
158 | 0.00014068066006475 | 0.000281361320129501 | 0.999859319339935 |
159 | 0.000167375492017253 | 0.000334750984034506 | 0.999832624507983 |
160 | 0.000253302235811086 | 0.000506604471622172 | 0.999746697764189 |
161 | 0.000490413284191561 | 0.000980826568383122 | 0.999509586715808 |
162 | 0.0008280381032193 | 0.0016560762064386 | 0.99917196189678 |
163 | 0.00128906215280066 | 0.00257812430560132 | 0.9987109378472 |
164 | 0.00203329027405572 | 0.00406658054811144 | 0.997966709725944 |
165 | 0.00392933649871475 | 0.00785867299742949 | 0.996070663501285 |
166 | 0.00752409562142344 | 0.0150481912428469 | 0.992475904378577 |
167 | 0.0128215240092442 | 0.0256430480184884 | 0.987178475990756 |
168 | 0.0214211314485046 | 0.0428422628970092 | 0.978578868551495 |
169 | 0.0278672425674227 | 0.0557344851348455 | 0.972132757432577 |
170 | 0.0327780018480829 | 0.0655560036961658 | 0.967221998151917 |
171 | 0.0348376786591218 | 0.0696753573182436 | 0.965162321340878 |
172 | 0.0454459357537594 | 0.0908918715075188 | 0.95455406424624 |
173 | 0.0746330344695712 | 0.149266068939142 | 0.925366965530429 |
174 | 0.146221716716151 | 0.292443433432303 | 0.853778283283849 |
175 | 0.225967027298895 | 0.45193405459779 | 0.774032972701105 |
176 | 0.314303743707486 | 0.628607487414971 | 0.685696256292514 |
177 | 0.444698339258582 | 0.889396678517164 | 0.555301660741418 |
178 | 0.526908229901317 | 0.946183540197366 | 0.473091770098683 |
179 | 0.572619185386961 | 0.854761629226078 | 0.427380814613039 |
180 | 0.612518750346833 | 0.774962499306334 | 0.387481249653167 |
181 | 0.572503510385082 | 0.854992979229835 | 0.427496489614918 |
182 | 0.528377067199732 | 0.943245865600536 | 0.471622932800268 |
183 | 0.476186468506985 | 0.95237293701397 | 0.523813531493015 |
184 | 0.429279644356709 | 0.858559288713418 | 0.570720355643291 |
185 | 0.385547602572349 | 0.771095205144697 | 0.614452397427651 |
186 | 0.340093352711644 | 0.680186705423288 | 0.659906647288356 |
187 | 0.301187085859376 | 0.602374171718752 | 0.698812914140624 |
188 | 0.245466848453754 | 0.490933696907507 | 0.754533151546246 |
189 | 0.195359037059284 | 0.390718074118569 | 0.804640962940716 |
190 | 0.165415541098892 | 0.330831082197785 | 0.834584458901108 |
191 | 0.125865303903985 | 0.25173060780797 | 0.874134696096015 |
192 | 0.096996306855626 | 0.193992613711252 | 0.903003693144374 |
193 | 0.0999969608061646 | 0.199993921612329 | 0.900003039193835 |
194 | 0.109777757679608 | 0.219555515359217 | 0.890222242320392 |
195 | 0.151892192076705 | 0.30378438415341 | 0.848107807923295 |
196 | 0.253124329013026 | 0.506248658026052 | 0.746875670986974 |
197 | 0.395672763756925 | 0.79134552751385 | 0.604327236243075 |
198 | 0.576012401112986 | 0.847975197774028 | 0.423987598887014 |
199 | 0.64740212265087 | 0.70519575469826 | 0.35259787734913 |
200 | 0.739953705390407 | 0.520092589219187 | 0.260046294609593 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 150 | 0.810810810810811 | NOK |
5% type I error level | 153 | 0.827027027027027 | NOK |
10% type I error level | 157 | 0.848648648648649 | NOK |