Multiple Linear Regression - Estimated Regression Equation |
Gold[t] = + 447.903356829754 -1.27264915568237Month[t] + 4.5263643909955Oil[t] + 98.5968510730522ETF[t] + 323.473690246622Crisis[t] -0.0195493684017458Dow[t] -2215.71630549444`Inflation `[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) | 447.903356829754 | 18.586562 | 24.0982 | 0 | 0 |
Month | -1.27264915568237 | 1.25089 | -1.0174 | 0.309808 | 0.154904 |
Oil | 4.5263643909955 | 0.548151 | 8.2575 | 0 | 0 |
ETF | 98.5968510730522 | 18.136028 | 5.4365 | 0 | 0 |
Crisis | 323.473690246622 | 25.18817 | 12.8423 | 0 | 0 |
Dow | -0.0195493684017458 | 0.001914 | -10.2126 | 0 | 0 |
`Inflation ` | -2215.71630549444 | 454.833086 | -4.8715 | 2e-06 | 1e-06 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.943723740546716 |
R-squared | 0.890614498471486 |
Adjusted R-squared | 0.888366851179805 |
F-TEST (value) | 396.242996740423 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 292 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 74.5115775383732 |
Sum Squared Residuals | 1621176.75467904 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 321.61 | 439.307172991634 | -117.697172991634 |
2 | 345.85 | 430.883374972796 | -85.0333749727964 |
3 | 338.6 | 417.109379153239 | -78.509379153239 |
4 | 345.64 | 416.356904273572 | -70.7169042735723 |
5 | 340.71 | 426.519209662021 | -85.8092096620207 |
6 | 342.49 | 432.873921175088 | -90.3839211750877 |
7 | 342.65 | 418.231112777967 | -75.5811127779672 |
8 | 348.68 | 414.067453061747 | -65.3874530617466 |
9 | 377.36 | 426.477230828581 | -49.1172308285808 |
10 | 418.05 | 426.527002864811 | -8.47700286481144 |
11 | 423.13 | 429.268298105407 | -6.13829810540651 |
12 | 397.69 | 433.520256645193 | -35.8302566451926 |
13 | 390.8 | 441.127854312907 | -50.3278543129068 |
14 | 408.29 | 454.022537315158 | -45.7325373151576 |
15 | 401.02 | 433.470912640158 | -32.4509126401577 |
16 | 409.24 | 412.12318402888 | -2.88318402887994 |
17 | 439.28 | 396.16700133783 | 43.1129986621695 |
18 | 459.95 | 394.618398080861 | 65.331601919139 |
19 | 449.66 | 396.735084544484 | 52.9249154555163 |
20 | 451.14 | 390.510969999454 | 60.629030000546 |
21 | 460.66 | 376.190978801942 | 84.4690211980584 |
22 | 460.23 | 372.107116252829 | 88.1228837471714 |
23 | 465.69 | 380.09034113656 | 85.59965886344 |
24 | 468.01 | 378.596007369158 | 89.4139926308423 |
25 | 486.74 | 372.382267503042 | 114.357732496958 |
26 | 475.89 | 393.368343976766 | 82.5216560232339 |
27 | 441.52 | 389.469538483748 | 52.0504615162519 |
28 | 443.63 | 385.512981654847 | 58.1170183451527 |
29 | 451.62 | 390.899095117821 | 60.720904882179 |
30 | 451.14 | 389.684287684603 | 61.4557123153967 |
31 | 450.88 | 380.663243925918 | 70.2167560740821 |
32 | 437.56 | 371.364874840292 | 66.1951251597076 |
33 | 431.18 | 374.860061297445 | 56.3199387025545 |
34 | 412.02 | 362.500408306492 | 49.5195916935076 |
35 | 407.14 | 354.366235301176 | 52.7737646988242 |
36 | 420.48 | 355.200892403331 | 65.279107596669 |
37 | 418.92 | 358.763251475069 | 60.1567485249314 |
38 | 403.57 | 371.886809394818 | 31.6831906051818 |
39 | 387.55 | 369.017775282451 | 18.532224717549 |
40 | 390.02 | 370.864541710757 | 19.1554582892431 |
41 | 384.37 | 369.764276891045 | 14.6057231089552 |
42 | 370.62 | 356.725238555679 | 13.8947614443207 |
43 | 367.9 | 358.593857274165 | 9.30614272583485 |
44 | 374.91 | 356.643345356501 | 18.2666546434994 |
45 | 365.15 | 356.300833088764 | 8.84916691123605 |
46 | 361.91 | 367.702783823127 | -5.79278382312662 |
47 | 367.03 | 367.256730808414 | -0.226730808414308 |
48 | 395.19 | 361.051525872071 | 34.1384741279293 |
49 | 409.25 | 363.513135759903 | 45.7368642400969 |
50 | 410.49 | 373.917115798158 | 36.5728842018425 |
51 | 416.58 | 366.458446502595 | 50.1215534974049 |
52 | 392.21 | 357.230647723815 | 34.9793522761845 |
53 | 374.29 | 360.349553117057 | 13.9404468829428 |
54 | 369.05 | 362.028457687136 | 7.0215423128645 |
55 | 352.19 | 347.974674715788 | 4.21532528421177 |
56 | 362.85 | 351.419939718936 | 11.4300602810636 |
57 | 395.47 | 382.264041197534 | 13.2059588024658 |
58 | 388.82 | 404.193521311195 | -15.3735213111947 |
59 | 380.39 | 405.810726681183 | -25.4207266811828 |
60 | 381.73 | 387.594636936237 | -5.86463693623662 |
61 | 377.69 | 366.293644552291 | 11.3963554477086 |
62 | 383.04 | 371.161371720492 | 11.8786282795081 |
63 | 363.89 | 355.177058827684 | 8.71294117231552 |
64 | 363.23 | 361.08504893505 | 2.14495106495003 |
65 | 358.37 | 361.756264332825 | -3.38626433282529 |
66 | 356.97 | 357.330412199204 | -0.360412199204281 |
67 | 366.87 | 359.873467669756 | 6.99653233024388 |
68 | 367.57 | 367.40029286934 | 0.169707130659732 |
69 | 355.88 | 381.396808845683 | -25.5168088456833 |
70 | 348.88 | 392.637575773701 | -43.7575757737006 |
71 | 358.77 | 408.022955053865 | -49.252955053865 |
72 | 360.42 | 403.459504153229 | -43.0395041532285 |
73 | 361.08 | 382.58674684673 | -21.5067468467302 |
74 | 354.57 | 405.302297593722 | -50.7322975937218 |
75 | 353.73 | 398.906658215923 | -45.1766582159232 |
76 | 344.2 | 388.791636294758 | -44.5916362947578 |
77 | 338.34 | 391.090120110852 | -52.7501201108519 |
78 | 337.21 | 396.493682707806 | -59.2836827078065 |
79 | 340.96 | 401.477424898489 | -60.5174248984894 |
80 | 353.29 | 394.038406668709 | -40.7484066687091 |
81 | 342.67 | 393.101959685225 | -50.4319596852249 |
82 | 345.71 | 397.66586999415 | -51.9558699941501 |
83 | 344.17 | 391.859783624132 | -47.6897836241315 |
84 | 334.92 | 387.306090858868 | -52.386090858868 |
85 | 334.81 | 384.983577587635 | -50.1735775876348 |
86 | 329.05 | 387.757313563151 | -58.7073135631514 |
87 | 329.31 | 390.036793350839 | -60.7267933508393 |
88 | 330.25 | 392.272168564979 | -62.0221685649791 |
89 | 341.89 | 387.798100822622 | -45.9081008226224 |
90 | 367.74 | 383.452665315458 | -15.7126653154576 |
91 | 371.93 | 383.777250247229 | -11.8472502472286 |
92 | 392.79 | 382.393337129416 | 10.3966628705839 |
93 | 377.97 | 379.38208302538 | -1.41208302538044 |
94 | 354.93 | 378.878658103949 | -23.9486581039494 |
95 | 364.4 | 376.69622024248 | -12.29622024248 |
96 | 374.05 | 370.893570496106 | 3.15642950389385 |
97 | 383.63 | 358.817155355431 | 24.8128446445693 |
98 | 386.56 | 377.059303181186 | 9.5006968188144 |
99 | 381.9 | 376.94141858808 | 4.95858141191983 |
100 | 384.08 | 379.422804056362 | 4.65719594363763 |
101 | 377.29 | 387.097384384238 | -9.80738438423792 |
102 | 381.54 | 391.728046117773 | -10.1880461177729 |
103 | 385.6 | 392.151214152322 | -6.55121415232219 |
104 | 385.47 | 385.679467120347 | -0.209467120346964 |
105 | 380.4 | 373.806069989151 | 6.59393001084879 |
106 | 391.74 | 368.665277687821 | 23.0747223121788 |
107 | 389.57 | 375.582171328389 | 13.9878286716109 |
108 | 384.29 | 379.390098871524 | 4.89990112847592 |
109 | 379.26 | 371.412944451946 | 7.84705554805367 |
110 | 378.44 | 385.753350791739 | -7.3133507917393 |
111 | 376.63 | 382.448597036907 | -5.81859703690681 |
112 | 382.48 | 378.116780185236 | 4.36321981476422 |
113 | 390.89 | 375.651113035843 | 15.2388869641574 |
114 | 385.04 | 367.068951087427 | 17.9710489125726 |
115 | 387.58 | 362.255985653138 | 25.3240143468618 |
116 | 386.19 | 358.424995626281 | 27.765004373719 |
117 | 383.78 | 364.234413327131 | 19.5455866728694 |
118 | 383.1 | 362.376607303608 | 20.7233926963924 |
119 | 383.25 | 353.198672279227 | 30.0513277207731 |
120 | 385.19 | 353.11094501576 | 32.0790549842396 |
121 | 387.35 | 357.509269251187 | 29.8407307488132 |
122 | 400.49 | 361.237693248044 | 39.252306751956 |
123 | 404.53 | 359.455025970753 | 45.0749740292474 |
124 | 396.15 | 360.012823224381 | 36.1371767756194 |
125 | 392.79 | 363.818372661849 | 28.9716273381511 |
126 | 391.96 | 353.709646247958 | 38.2503537520422 |
127 | 385.04 | 352.709492671034 | 32.3305073289657 |
128 | 383.58 | 354.062640528907 | 29.5173594710926 |
129 | 387.46 | 355.554629697396 | 31.9053703026038 |
130 | 382.9 | 355.141611418464 | 27.7583885815357 |
131 | 381.04 | 357.047250002683 | 23.9927499973165 |
132 | 377.69 | 334.994906228462 | 42.6950937715384 |
133 | 368.95 | 339.369809253576 | 29.580190746424 |
134 | 353.87 | 351.41191913054 | 2.45808086945985 |
135 | 347.03 | 336.645041430386 | 10.3849585696142 |
136 | 351.49 | 342.093288235158 | 9.39671176484153 |
137 | 344.23 | 331.889106561958 | 12.3408934380416 |
138 | 344.09 | 336.830160081974 | 7.25983991802637 |
139 | 340.51 | 320.930678933423 | 19.5793210665774 |
140 | 323.9 | 312.364635535262 | 11.5353644647378 |
141 | 324.02 | 324.459561494698 | -0.439561494698336 |
142 | 323.11 | 318.163876659805 | 4.94612334019534 |
143 | 324.36 | 334.570726613843 | -10.2107266138426 |
144 | 305.55 | 327.177930271691 | -21.6279302716906 |
145 | 288.59 | 318.344637508169 | -29.7546375081687 |
146 | 289.15 | 325.460582963421 | -36.3105829634209 |
147 | 297.49 | 310.547984859742 | -13.0579848597423 |
148 | 295.94 | 301.517842637256 | -5.57784263725639 |
149 | 308.29 | 294.426776806824 | 13.8632231931759 |
150 | 299.1 | 293.419376004258 | 5.6806239957422 |
151 | 292.32 | 284.431038335729 | 7.88896166427131 |
152 | 292.87 | 285.634874766553 | 7.23512523344744 |
153 | 284.11 | 311.046676541424 | -26.9366765414238 |
154 | 288.98 | 312.607686546934 | -23.627686546934 |
155 | 295.93 | 294.305086505272 | 1.62491349472848 |
156 | 294.17 | 275.155537663969 | 19.0144623360308 |
157 | 291.68 | 264.544927112407 | 27.1350728875928 |
158 | 287.07 | 277.889944562313 | 9.18005543768669 |
159 | 287.33 | 276.496722085021 | 10.8332779149794 |
160 | 285.96 | 272.731493264414 | 13.2285067355858 |
161 | 282.62 | 252.644105350094 | 29.9758946499063 |
162 | 276.44 | 261.793818000971 | 14.6461819990286 |
163 | 261.31 | 255.804661727771 | 5.5053382722286 |
164 | 256.08 | 268.044635951332 | -11.9646359513319 |
165 | 256.69 | 267.321919152725 | -10.6319191527246 |
166 | 264.74 | 277.385750274824 | -12.6457502748243 |
167 | 310.72 | 269.110605979936 | 41.609394020064 |
168 | 293.18 | 272.782560536585 | 20.3974394634154 |
169 | 283.07 | 261.591581497664 | 21.478418502336 |
170 | 284.32 | 286.173844093213 | -1.85384409321343 |
171 | 299.86 | 298.85882010379 | 1.00117989620987 |
172 | 286.39 | 271.740968335203 | 14.6490316647969 |
173 | 279.69 | 271.123569137968 | 8.56643086203225 |
174 | 275.19 | 288.43132603118 | -13.2413260311799 |
175 | 285.73 | 287.43383895955 | -1.70383895955037 |
176 | 281.59 | 279.679659381336 | 1.91034061866416 |
177 | 274.47 | 275.998480369612 | -1.52848036961152 |
178 | 273.68 | 296.89701663091 | -23.2170166309104 |
179 | 270 | 286.421499634379 | -16.4214996343792 |
180 | 266.01 | 300.28705532557 | -34.2770553255699 |
181 | 271.45 | 261.140269880759 | 10.3097301192412 |
182 | 265.49 | 268.554083597995 | -3.06408359799468 |
183 | 261.87 | 285.185773452365 | -23.3157734523649 |
184 | 263.03 | 299.49912192103 | -36.4691219210297 |
185 | 260.48 | 276.663600919046 | -16.1836009190456 |
186 | 272.36 | 272.817534602972 | -0.457534602971545 |
187 | 269.82 | 285.055305560622 | -15.2353055606219 |
188 | 267.53 | 285.269288025632 | -17.7392880256322 |
189 | 272.39 | 299.77122796116 | -27.3812279611597 |
190 | 283.42 | 318.103801530261 | -34.6838015302606 |
191 | 283.06 | 304.480347914498 | -21.4203479144982 |
192 | 276.16 | 283.911483736088 | -7.7514837360882 |
193 | 275.85 | 286.164765626034 | -10.3147656260338 |
194 | 281.51 | 314.072744081276 | -32.5627440812759 |
195 | 295.5 | 313.018351650618 | -17.5183516506181 |
196 | 294.06 | 315.003097872306 | -20.9430978723057 |
197 | 302.68 | 327.153650289258 | -24.473650289258 |
198 | 314.58 | 337.604708228256 | -23.0247082282561 |
199 | 321.18 | 346.767675013171 | -25.5876750131713 |
200 | 313.29 | 352.298066880221 | -39.0080668802209 |
201 | 310.25 | 349.627315271176 | -39.3773152711763 |
202 | 319.14 | 382.485070941597 | -63.3450709415974 |
203 | 316.56 | 350.742847373513 | -34.1828473735133 |
204 | 319.07 | 323.48954136495 | -4.41954136495015 |
205 | 331.92 | 343.132911020078 | -11.2129110200782 |
206 | 356.86 | 370.909025938427 | -14.0490259384266 |
207 | 358.97 | 373.87100233619 | -14.9010023361896 |
208 | 340.55 | 456.944741519501 | -116.394741519501 |
209 | 328.18 | 441.713195468257 | -113.533195468257 |
210 | 355.68 | 439.482014828038 | -83.802014828038 |
211 | 356.35 | 442.732890788655 | -86.3828907886548 |
212 | 350.99 | 439.736065473924 | -88.7460654739237 |
213 | 359.77 | 438.766370776081 | -78.9963707760814 |
214 | 378.95 | 423.979994290635 | -45.0299942906349 |
215 | 378.92 | 428.259503336513 | -49.3395033365129 |
216 | 389.91 | 433.96049104877 | -44.0504910487703 |
217 | 406.11 | 420.781110260787 | -14.6711102607868 |
218 | 413.79 | 439.638913178345 | -25.8489131783454 |
219 | 404.95 | 441.297398334489 | -36.3473983344891 |
220 | 406.67 | 454.107032726766 | -47.437032726766 |
221 | 403.26 | 443.458586555842 | -40.1985865558421 |
222 | 383.78 | 443.667061453709 | -59.8870614537091 |
223 | 392.48 | 423.354534485583 | -30.8745344855828 |
224 | 398.09 | 444.784095621896 | -46.6940956218957 |
225 | 400.51 | 469.080744447504 | -68.5707444475042 |
226 | 405.28 | 470.276082166724 | -64.9960821667237 |
227 | 420.46 | 479.230085769659 | -58.7700857696593 |
228 | 439.38 | 441.728545298698 | -2.34854529869807 |
229 | 442.08 | 425.228107067246 | 16.8518929327538 |
230 | 424.03 | 468.489283064138 | -44.459283064138 |
231 | 423.35 | 468.539042398528 | -45.1890423985283 |
232 | 434.32 | 498.110728579757 | -63.7907285797573 |
233 | 429.23 | 493.582634490923 | -64.3526344909233 |
234 | 421.87 | 489.809940005891 | -67.9399400058907 |
235 | 430.66 | 525.856646474648 | -95.196646474648 |
236 | 424.48 | 514.528077971867 | -90.048077971867 |
237 | 437.93 | 530.777857572837 | -92.8478575728368 |
238 | 456.05 | 503.641344289399 | -47.591344289399 |
239 | 469.9 | 496.731172157709 | -26.8311721577095 |
240 | 476.67 | 493.5485709395 | -16.8785709394997 |
241 | 510.1 | 501.62963750165 | 8.47036249835028 |
242 | 549.86 | 526.787549473342 | 23.0724505266582 |
243 | 555 | 519.599511206184 | 35.4004887938156 |
244 | 557.09 | 526.787776917677 | 30.3022230823235 |
245 | 610.65 | 548.419329289634 | 62.230670710366 |
246 | 675.39 | 540.035165074657 | 135.354834925342 |
247 | 596.15 | 534.297622887587 | 61.8523771124128 |
248 | 633.71 | 555.277278648413 | 78.4327213515873 |
249 | 632.33 | 554.251388831289 | 78.078611168711 |
250 | 598.06 | 541.529791707362 | 56.5302082926383 |
251 | 585.78 | 530.986362252836 | 54.793637747164 |
252 | 627.83 | 512.956024366976 | 114.873975633024 |
253 | 629.42 | 507.395230915428 | 122.024769084572 |
254 | 631.17 | 494.19994192681 | 136.97005807319 |
255 | 664.75 | 511.22502335995 | 153.52497664005 |
256 | 654.9 | 513.889878318899 | 141.010121681101 |
257 | 679.37 | 523.67820709684 | 155.69179290316 |
258 | 666.92 | 508.768819107285 | 158.151180892715 |
259 | 655.49 | 525.850751523043 | 129.639248476957 |
260 | 665.3 | 560.511846751317 | 104.788153248683 |
261 | 665.41 | 872.439432435202 | -207.029432435202 |
262 | 712.65 | 873.946751082722 | -161.296751082722 |
263 | 754.6 | 878.413183987987 | -123.813183987987 |
264 | 806.25 | 912.274179410887 | -106.024179410887 |
265 | 803.2 | 909.745993228977 | -106.545993228977 |
266 | 889.6 | 937.63980990517 | -48.0398099051696 |
267 | 922.3 | 962.757051667362 | -40.4570516673618 |
268 | 968.43 | 999.170401278017 | -30.7404012780172 |
269 | 909.7 | 1020.62735880547 | -110.927358805474 |
270 | 890.51 | 1079.72400065846 | -189.214000658462 |
271 | 889.49 | 1124.49107963624 | -235.001079636243 |
272 | 939.77 | 1114.51952059968 | -174.749520599679 |
273 | 838.31 | 1033.6830973515 | -195.373097351495 |
274 | 829.93 | 986.431528102188 | -156.501528102188 |
275 | 806.62 | 922.981915935671 | -116.361915935671 |
276 | 760.86 | 904.278031929 | -143.418031929 |
277 | 822 | 869.083975388663 | -47.0839753886629 |
278 | 859.19 | 910.381866272529 | -51.1918662725287 |
279 | 943.16 | 913.140234326715 | 30.019765673285 |
280 | 924.27 | 938.418666368085 | -14.1486663680846 |
281 | 889.5 | 949.114929531473 | -59.6149295314728 |
282 | 930.2 | 988.808529520049 | -58.6085295200485 |
283 | 945.67 | 1041.7258989221 | -96.0558989221005 |
284 | 934.23 | 1020.8636315692 | -86.633631569204 |
285 | 949.67 | 1031.2577871873 | -81.5877871873 |
286 | 996.59 | 1006.66245618492 | -10.0724561849206 |
287 | 1043.16 | 1006.73307312731 | 36.4269268726938 |
288 | 1127.04 | 964.072978541513 | 162.967021458487 |
289 | 1126.22 | 929.478194895737 | 196.741805104263 |
290 | 1116.51 | 962.650673870274 | 153.859326129726 |
291 | 1095.41 | 956.206260685955 | 139.203739314045 |
292 | 1113.34 | 961.584712107737 | 151.755287892263 |
293 | 1148.69 | 981.19426766739 | 167.495732332611 |
294 | 1205.43 | 962.678404998405 | 242.751595001595 |
295 | 1232.92 | 986.179156562623 | 246.740843437377 |
296 | 1192.97 | 966.263193008871 | 226.706806991129 |
297 | 1215.81 | 982.259463488544 | 233.550536511456 |
298 | 1270.98 | 966.91672930629 | 304.06327069371 |
299 | 1342.02 | 983.81158045378 | 358.20841954622 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.178976402553298 | 0.357952805106596 | 0.821023597446702 |
11 | 0.145464260350927 | 0.290928520701853 | 0.854535739649073 |
12 | 0.0699753401732455 | 0.139950680346491 | 0.930024659826755 |
13 | 0.0316748109114857 | 0.0633496218229713 | 0.968325189088514 |
14 | 0.0143123955288574 | 0.0286247910577148 | 0.985687604471143 |
15 | 0.00572127442481449 | 0.011442548849629 | 0.994278725575185 |
16 | 0.00220238118411198 | 0.00440476236822396 | 0.997797618815888 |
17 | 0.00113144084474503 | 0.00226288168949006 | 0.998868559155255 |
18 | 0.000578809621921501 | 0.001157619243843 | 0.999421190378079 |
19 | 0.000220013027960838 | 0.000440026055921676 | 0.99977998697204 |
20 | 0.000119556941501979 | 0.000239113883003958 | 0.999880443058498 |
21 | 5.70971424876145e-05 | 0.000114194284975229 | 0.999942902857512 |
22 | 2.14818447635415e-05 | 4.29636895270829e-05 | 0.999978518155236 |
23 | 5.20595329585297e-05 | 0.000104119065917059 | 0.999947940467041 |
24 | 7.75189237544735e-05 | 0.000155037847508947 | 0.999922481076245 |
25 | 6.78056000621514e-05 | 0.000135611200124303 | 0.999932194399938 |
26 | 0.000216431503647236 | 0.000432863007294472 | 0.999783568496353 |
27 | 0.000108298346920411 | 0.000216596693840822 | 0.99989170165308 |
28 | 5.32420517334413e-05 | 0.000106484103466883 | 0.999946757948267 |
29 | 2.82934383107433e-05 | 5.65868766214867e-05 | 0.99997170656169 |
30 | 1.3935648897149e-05 | 2.7871297794298e-05 | 0.999986064351103 |
31 | 6.12356123534534e-06 | 1.22471224706907e-05 | 0.999993876438765 |
32 | 3.38024792075673e-06 | 6.76049584151345e-06 | 0.99999661975208 |
33 | 1.70068522279008e-06 | 3.40137044558016e-06 | 0.999998299314777 |
34 | 2.15920320626267e-06 | 4.31840641252534e-06 | 0.999997840796794 |
35 | 3.15057040674634e-06 | 6.30114081349268e-06 | 0.999996849429593 |
36 | 2.17397836950211e-06 | 4.34795673900422e-06 | 0.99999782602163 |
37 | 1.60125194995069e-06 | 3.20250389990138e-06 | 0.99999839874805 |
38 | 1.63592409372991e-06 | 3.27184818745983e-06 | 0.999998364075906 |
39 | 2.03571708441606e-06 | 4.07143416883212e-06 | 0.999997964282916 |
40 | 2.29185259564663e-06 | 4.58370519129326e-06 | 0.999997708147404 |
41 | 3.8002124517767e-06 | 7.60042490355339e-06 | 0.999996199787548 |
42 | 1.06787649908009e-05 | 2.13575299816019e-05 | 0.99998932123501 |
43 | 2.07994071340336e-05 | 4.15988142680673e-05 | 0.999979200592866 |
44 | 3.52029489080858e-05 | 7.04058978161715e-05 | 0.999964797051092 |
45 | 6.02595447558363e-05 | 0.000120519089511673 | 0.999939740455244 |
46 | 7.59472430372083e-05 | 0.000151894486074417 | 0.999924052756963 |
47 | 7.51891340746622e-05 | 0.000150378268149324 | 0.999924810865925 |
48 | 5.04813498973922e-05 | 0.000100962699794784 | 0.999949518650103 |
49 | 3.07405954072477e-05 | 6.14811908144953e-05 | 0.999969259404593 |
50 | 1.78938089112533e-05 | 3.57876178225065e-05 | 0.999982106191089 |
51 | 1.0600029870978e-05 | 2.12000597419559e-05 | 0.99998939997013 |
52 | 6.82402756475534e-06 | 1.36480551295107e-05 | 0.999993175972435 |
53 | 4.96760850514004e-06 | 9.93521701028007e-06 | 0.999995032391495 |
54 | 3.50302394694201e-06 | 7.00604789388401e-06 | 0.999996496976053 |
55 | 3.33292383446409e-06 | 6.66584766892817e-06 | 0.999996667076166 |
56 | 2.52149711006094e-06 | 5.04299422012189e-06 | 0.99999747850289 |
57 | 1.4936013444991e-06 | 2.9872026889982e-06 | 0.999998506398656 |
58 | 8.87043914301051e-07 | 1.7740878286021e-06 | 0.999999112956086 |
59 | 5.24698496149432e-07 | 1.04939699229886e-06 | 0.999999475301504 |
60 | 3.09071224286453e-07 | 6.18142448572906e-07 | 0.999999690928776 |
61 | 2.0399083575015e-07 | 4.07981671500299e-07 | 0.999999796009164 |
62 | 1.15462834960567e-07 | 2.30925669921134e-07 | 0.999999884537165 |
63 | 7.8162235823891e-08 | 1.56324471647782e-07 | 0.999999921837764 |
64 | 4.86023859098602e-08 | 9.72047718197204e-08 | 0.999999951397614 |
65 | 3.15301080792223e-08 | 6.30602161584445e-08 | 0.999999968469892 |
66 | 1.98559600694309e-08 | 3.97119201388617e-08 | 0.99999998014404 |
67 | 1.1677106987826e-08 | 2.3354213975652e-08 | 0.999999988322893 |
68 | 6.2675046780805e-09 | 1.2535009356161e-08 | 0.999999993732495 |
69 | 3.24966026372112e-09 | 6.49932052744224e-09 | 0.99999999675034 |
70 | 1.68270701784153e-09 | 3.36541403568306e-09 | 0.999999998317293 |
71 | 8.5228319546479e-10 | 1.70456639092958e-09 | 0.999999999147717 |
72 | 4.19406798010496e-10 | 8.38813596020991e-10 | 0.999999999580593 |
73 | 2.01869670364871e-10 | 4.03739340729743e-10 | 0.99999999979813 |
74 | 1.0464603379368e-10 | 2.09292067587361e-10 | 0.999999999895354 |
75 | 5.1616849894328e-11 | 1.03233699788656e-10 | 0.999999999948383 |
76 | 2.48784595632101e-11 | 4.97569191264202e-11 | 0.999999999975122 |
77 | 1.19817929864174e-11 | 2.39635859728349e-11 | 0.999999999988018 |
78 | 5.77210607147937e-12 | 1.15442121429587e-11 | 0.999999999994228 |
79 | 2.76339751811946e-12 | 5.52679503623892e-12 | 0.999999999997237 |
80 | 1.30362871420589e-12 | 2.60725742841179e-12 | 0.999999999998696 |
81 | 6.13341061379227e-13 | 1.22668212275845e-12 | 0.999999999999387 |
82 | 2.84099936112734e-13 | 5.68199872225468e-13 | 0.999999999999716 |
83 | 1.31994568352812e-13 | 2.63989136705624e-13 | 0.999999999999868 |
84 | 6.50233393270087e-14 | 1.30046678654017e-13 | 0.999999999999935 |
85 | 3.19629931553861e-14 | 6.39259863107721e-14 | 0.999999999999968 |
86 | 1.56908943951592e-14 | 3.13817887903185e-14 | 0.999999999999984 |
87 | 7.44025602782986e-15 | 1.48805120556597e-14 | 0.999999999999993 |
88 | 3.46164062754731e-15 | 6.92328125509463e-15 | 0.999999999999997 |
89 | 1.52581227458463e-15 | 3.05162454916926e-15 | 0.999999999999998 |
90 | 8.61766926931009e-16 | 1.72353385386202e-15 | 1 |
91 | 5.06787948812025e-16 | 1.01357589762405e-15 | 1 |
92 | 4.91813877545509e-16 | 9.83627755091019e-16 | 1 |
93 | 3.14260780133618e-16 | 6.28521560267235e-16 | 1 |
94 | 1.35317999220235e-16 | 2.7063599844047e-16 | 1 |
95 | 6.33670595923322e-17 | 1.26734119184664e-16 | 1 |
96 | 3.13163285011477e-17 | 6.26326570022955e-17 | 1 |
97 | 1.65897593199355e-17 | 3.31795186398709e-17 | 1 |
98 | 1.76129146467432e-17 | 3.52258292934863e-17 | 1 |
99 | 1.16780845321723e-17 | 2.33561690643447e-17 | 1 |
100 | 6.63322311482855e-18 | 1.32664462296571e-17 | 1 |
101 | 3.60680692609358e-18 | 7.21361385218716e-18 | 1 |
102 | 2.32880555750435e-18 | 4.6576111150087e-18 | 1 |
103 | 1.42830633047503e-18 | 2.85661266095006e-18 | 1 |
104 | 8.67667047992285e-19 | 1.73533409598457e-18 | 1 |
105 | 4.44128656241064e-19 | 8.88257312482128e-19 | 1 |
106 | 2.51392621673451e-19 | 5.02785243346903e-19 | 1 |
107 | 1.42483773984589e-19 | 2.84967547969178e-19 | 1 |
108 | 6.71684745916392e-20 | 1.34336949183278e-19 | 1 |
109 | 2.86105629074658e-20 | 5.72211258149315e-20 | 1 |
110 | 1.47494020460147e-20 | 2.94988040920293e-20 | 1 |
111 | 7.49324276184457e-21 | 1.49864855236891e-20 | 1 |
112 | 4.23928617967268e-21 | 8.47857235934535e-21 | 1 |
113 | 3.12710898766238e-21 | 6.25421797532476e-21 | 1 |
114 | 1.84555737910939e-21 | 3.69111475821879e-21 | 1 |
115 | 1.08829902668526e-21 | 2.17659805337051e-21 | 1 |
116 | 6.00903747216177e-22 | 1.20180749443235e-21 | 1 |
117 | 3.01799506690622e-22 | 6.03599013381245e-22 | 1 |
118 | 1.52434407105895e-22 | 3.04868814211791e-22 | 1 |
119 | 7.21082810571015e-23 | 1.44216562114203e-22 | 1 |
120 | 3.75936072376103e-23 | 7.51872144752205e-23 | 1 |
121 | 2.06287662901258e-23 | 4.12575325802516e-23 | 1 |
122 | 2.27312403492371e-23 | 4.54624806984741e-23 | 1 |
123 | 2.47180227611076e-23 | 4.94360455222153e-23 | 1 |
124 | 1.95464818481796e-23 | 3.90929636963592e-23 | 1 |
125 | 1.35181713980929e-23 | 2.70363427961858e-23 | 1 |
126 | 8.26110595944965e-24 | 1.65222119188993e-23 | 1 |
127 | 4.22624336400413e-24 | 8.45248672800827e-24 | 1 |
128 | 2.14352736241894e-24 | 4.28705472483789e-24 | 1 |
129 | 1.18424878857789e-24 | 2.36849757715579e-24 | 1 |
130 | 6.38785428036154e-25 | 1.27757085607231e-24 | 1 |
131 | 3.41700871668217e-25 | 6.83401743336434e-25 | 1 |
132 | 2.03235996512424e-25 | 4.06471993024847e-25 | 1 |
133 | 1.15473271778413e-25 | 2.30946543556826e-25 | 1 |
134 | 4.83553371094562e-26 | 9.67106742189124e-26 | 1 |
135 | 2.33411152886457e-26 | 4.66822305772914e-26 | 1 |
136 | 1.10231525707903e-26 | 2.20463051415805e-26 | 1 |
137 | 5.46256870731722e-27 | 1.09251374146344e-26 | 1 |
138 | 2.32311001433065e-27 | 4.6462200286613e-27 | 1 |
139 | 1.1231619572475e-27 | 2.24632391449499e-27 | 1 |
140 | 6.1320026685458e-28 | 1.22640053370916e-27 | 1 |
141 | 3.32948320953579e-28 | 6.65896641907158e-28 | 1 |
142 | 1.72668638104102e-28 | 3.45337276208203e-28 | 1 |
143 | 8.1238903855305e-29 | 1.6247780771061e-28 | 1 |
144 | 5.11895479350776e-29 | 1.02379095870155e-28 | 1 |
145 | 5.68103212751335e-29 | 1.13620642550267e-28 | 1 |
146 | 4.76618289232226e-29 | 9.53236578464452e-29 | 1 |
147 | 2.56372639570025e-29 | 5.1274527914005e-29 | 1 |
148 | 1.33292746289133e-29 | 2.66585492578266e-29 | 1 |
149 | 5.30074041196016e-30 | 1.06014808239203e-29 | 1 |
150 | 2.49598285716964e-30 | 4.99196571433927e-30 | 1 |
151 | 1.38660353934109e-30 | 2.77320707868219e-30 | 1 |
152 | 7.30228865436145e-31 | 1.46045773087229e-30 | 1 |
153 | 6.67526783493944e-31 | 1.33505356698789e-30 | 1 |
154 | 4.08649874554843e-31 | 8.17299749109687e-31 | 1 |
155 | 1.81692768312437e-31 | 3.63385536624873e-31 | 1 |
156 | 7.96897137129645e-32 | 1.59379427425929e-31 | 1 |
157 | 3.80213001450451e-32 | 7.60426002900901e-32 | 1 |
158 | 1.5235215756454e-32 | 3.04704315129081e-32 | 1 |
159 | 6.03451876981752e-33 | 1.2069037539635e-32 | 1 |
160 | 2.22381864963868e-33 | 4.44763729927736e-33 | 1 |
161 | 7.9435751620637e-34 | 1.58871503241274e-33 | 1 |
162 | 2.91096761514021e-34 | 5.82193523028041e-34 | 1 |
163 | 1.20323997857033e-34 | 2.40647995714066e-34 | 1 |
164 | 5.78014804039215e-35 | 1.15602960807843e-34 | 1 |
165 | 2.53072429229618e-35 | 5.06144858459237e-35 | 1 |
166 | 1.03778253823989e-35 | 2.07556507647979e-35 | 1 |
167 | 4.98370352689614e-36 | 9.96740705379228e-36 | 1 |
168 | 1.75924844456772e-36 | 3.51849688913545e-36 | 1 |
169 | 5.93067771438022e-37 | 1.18613554287604e-36 | 1 |
170 | 1.95278217373812e-37 | 3.90556434747623e-37 | 1 |
171 | 6.6728416289764e-38 | 1.33456832579528e-37 | 1 |
172 | 2.33945228535917e-38 | 4.67890457071834e-38 | 1 |
173 | 7.80547541517329e-39 | 1.56109508303466e-38 | 1 |
174 | 2.60564005923962e-39 | 5.21128011847923e-39 | 1 |
175 | 8.92238388589509e-40 | 1.78447677717902e-39 | 1 |
176 | 3.16653269921085e-40 | 6.3330653984217e-40 | 1 |
177 | 1.01032004522273e-40 | 2.02064009044545e-40 | 1 |
178 | 3.24495388123606e-41 | 6.48990776247213e-41 | 1 |
179 | 1.04186604620054e-41 | 2.08373209240108e-41 | 1 |
180 | 3.68278753877234e-42 | 7.36557507754467e-42 | 1 |
181 | 1.45246846193811e-42 | 2.90493692387621e-42 | 1 |
182 | 5.17518524133844e-43 | 1.03503704826769e-42 | 1 |
183 | 1.88246980969193e-43 | 3.76493961938386e-43 | 1 |
184 | 7.23858740990779e-44 | 1.44771748198156e-43 | 1 |
185 | 2.5122046394865e-44 | 5.024409278973e-44 | 1 |
186 | 8.32904262737604e-45 | 1.66580852547521e-44 | 1 |
187 | 2.67755002980053e-45 | 5.35510005960106e-45 | 1 |
188 | 8.32634898596577e-46 | 1.66526979719315e-45 | 1 |
189 | 2.61450402241322e-46 | 5.22900804482644e-46 | 1 |
190 | 8.75977293475528e-47 | 1.75195458695106e-46 | 1 |
191 | 2.89372252904472e-47 | 5.78744505808945e-47 | 1 |
192 | 9.2817511641783e-48 | 1.85635023283566e-47 | 1 |
193 | 2.74355130637828e-48 | 5.48710261275657e-48 | 1 |
194 | 8.53562603274515e-49 | 1.70712520654903e-48 | 1 |
195 | 2.974031873975e-49 | 5.94806374795e-49 | 1 |
196 | 1.10791612608273e-49 | 2.21583225216547e-49 | 1 |
197 | 4.2123121519082e-50 | 8.4246243038164e-50 | 1 |
198 | 2.5034027113847e-50 | 5.00680542276939e-50 | 1 |
199 | 1.26841723225678e-50 | 2.53683446451356e-50 | 1 |
200 | 4.32815300650298e-51 | 8.65630601300596e-51 | 1 |
201 | 1.31243644776884e-51 | 2.62487289553768e-51 | 1 |
202 | 4.40111120925303e-52 | 8.80222241850606e-52 | 1 |
203 | 1.29747218369729e-52 | 2.59494436739457e-52 | 1 |
204 | 3.83728529098639e-53 | 7.67457058197279e-53 | 1 |
205 | 1.25345428161688e-53 | 2.50690856323375e-53 | 1 |
206 | 8.77359826485267e-54 | 1.75471965297053e-53 | 1 |
207 | 5.11437879751812e-54 | 1.02287575950362e-53 | 1 |
208 | 1.48470378022927e-54 | 2.96940756045853e-54 | 1 |
209 | 5.53146527980297e-55 | 1.10629305596059e-54 | 1 |
210 | 2.35153617252424e-55 | 4.70307234504849e-55 | 1 |
211 | 9.37850446619038e-56 | 1.87570089323808e-55 | 1 |
212 | 3.654780845891e-56 | 7.309561691782e-56 | 1 |
213 | 1.48872211979125e-56 | 2.97744423958249e-56 | 1 |
214 | 6.0661752169688e-57 | 1.21323504339376e-56 | 1 |
215 | 2.97839683191338e-57 | 5.95679366382676e-57 | 1 |
216 | 1.85751803533896e-57 | 3.71503607067792e-57 | 1 |
217 | 2.32660850501883e-57 | 4.65321701003766e-57 | 1 |
218 | 5.18236358909217e-57 | 1.03647271781843e-56 | 1 |
219 | 7.21640348238801e-57 | 1.4432806964776e-56 | 1 |
220 | 8.78911590837645e-57 | 1.75782318167529e-56 | 1 |
221 | 5.38372616649355e-57 | 1.07674523329871e-56 | 1 |
222 | 1.93892482169103e-57 | 3.87784964338207e-57 | 1 |
223 | 6.24647554356711e-58 | 1.24929510871342e-57 | 1 |
224 | 2.28597146250353e-58 | 4.57194292500706e-58 | 1 |
225 | 1.22295953408314e-58 | 2.44591906816629e-58 | 1 |
226 | 6.71671560147414e-59 | 1.34334312029483e-58 | 1 |
227 | 3.37329944656482e-59 | 6.74659889312965e-59 | 1 |
228 | 2.84413899078834e-59 | 5.68827798157668e-59 | 1 |
229 | 3.11806532554336e-59 | 6.23613065108673e-59 | 1 |
230 | 2.60553032427451e-59 | 5.21106064854901e-59 | 1 |
231 | 2.39855449919239e-59 | 4.79710899838478e-59 | 1 |
232 | 2.63613445675078e-59 | 5.27226891350155e-59 | 1 |
233 | 1.7816143656566e-59 | 3.5632287313132e-59 | 1 |
234 | 2.11980580737436e-59 | 4.23961161474873e-59 | 1 |
235 | 5.30214913288245e-59 | 1.06042982657649e-58 | 1 |
236 | 8.82006909920878e-59 | 1.76401381984176e-58 | 1 |
237 | 1.21764650557138e-58 | 2.43529301114275e-58 | 1 |
238 | 6.98270470862163e-59 | 1.39654094172433e-58 | 1 |
239 | 5.44820408762427e-59 | 1.08964081752485e-58 | 1 |
240 | 9.41426563384323e-59 | 1.88285312676865e-58 | 1 |
241 | 4.74453497567539e-58 | 9.48906995135078e-58 | 1 |
242 | 1.58187344072141e-56 | 3.16374688144281e-56 | 1 |
243 | 5.17642146826523e-55 | 1.03528429365305e-54 | 1 |
244 | 9.34095605825127e-54 | 1.86819121165025e-53 | 1 |
245 | 6.77069396667723e-52 | 1.35413879333545e-51 | 1 |
246 | 1.63667758271093e-48 | 3.27335516542187e-48 | 1 |
247 | 3.73197896263667e-48 | 7.46395792527334e-48 | 1 |
248 | 1.42340144492734e-47 | 2.84680288985469e-47 | 1 |
249 | 3.87510982086139e-47 | 7.75021964172278e-47 | 1 |
250 | 1.31997900670436e-46 | 2.63995801340871e-46 | 1 |
251 | 6.11897954904389e-46 | 1.22379590980878e-45 | 1 |
252 | 1.31576956130468e-44 | 2.63153912260935e-44 | 1 |
253 | 1.18675596291771e-43 | 2.37351192583543e-43 | 1 |
254 | 5.94136842562618e-42 | 1.18827368512524e-41 | 1 |
255 | 2.08854229373127e-40 | 4.17708458746255e-40 | 1 |
256 | 1.42436980346319e-39 | 2.84873960692638e-39 | 1 |
257 | 9.95217096821276e-39 | 1.99043419364255e-38 | 1 |
258 | 4.76390261912005e-38 | 9.5278052382401e-38 | 1 |
259 | 5.40116953507256e-38 | 1.08023390701451e-37 | 1 |
260 | 2.58969294345628e-38 | 5.17938588691256e-38 | 1 |
261 | 5.84273190311048e-37 | 1.1685463806221e-36 | 1 |
262 | 1.19103495874748e-35 | 2.38206991749496e-35 | 1 |
263 | 3.71261684589086e-34 | 7.42523369178173e-34 | 1 |
264 | 4.71834802101337e-33 | 9.43669604202673e-33 | 1 |
265 | 4.37636174113134e-30 | 8.75272348226267e-30 | 1 |
266 | 1.87171611862484e-28 | 3.74343223724969e-28 | 1 |
267 | 5.19101134800637e-27 | 1.03820226960127e-26 | 1 |
268 | 3.34007369222241e-26 | 6.68014738444481e-26 | 1 |
269 | 1.56602053593267e-21 | 3.13204107186534e-21 | 1 |
270 | 4.19936365770369e-16 | 8.39872731540738e-16 | 1 |
271 | 1.67300424635852e-15 | 3.34600849271705e-15 | 0.999999999999998 |
272 | 1.68847194343441e-15 | 3.37694388686883e-15 | 0.999999999999998 |
273 | 1.38420479772599e-13 | 2.76840959545197e-13 | 0.999999999999862 |
274 | 4.62951232221341e-10 | 9.25902464442682e-10 | 0.99999999953705 |
275 | 3.50071910272892e-07 | 7.00143820545785e-07 | 0.99999964992809 |
276 | 9.43162898393684e-05 | 0.000188632579678737 | 0.99990568371016 |
277 | 0.000641775481587114 | 0.00128355096317423 | 0.999358224518413 |
278 | 0.000750171128708114 | 0.00150034225741623 | 0.999249828871292 |
279 | 0.00134960232788818 | 0.00269920465577636 | 0.998650397672112 |
280 | 0.00160317002636943 | 0.00320634005273886 | 0.99839682997363 |
281 | 0.000992577309933341 | 0.00198515461986668 | 0.999007422690067 |
282 | 0.00071522036583791 | 0.00143044073167582 | 0.999284779634162 |
283 | 0.000372842908917182 | 0.000745685817834364 | 0.999627157091083 |
284 | 0.000181977127927908 | 0.000363954255855816 | 0.999818022872072 |
285 | 0.000334699155410992 | 0.000669398310821983 | 0.99966530084459 |
286 | 0.00189482212605794 | 0.00378964425211587 | 0.998105177873942 |
287 | 0.285439179347352 | 0.570878358694703 | 0.714560820652648 |
288 | 0.482017494732885 | 0.96403498946577 | 0.517982505267115 |
289 | 0.602804238740813 | 0.794391522518374 | 0.397195761259187 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 271 | 0.967857142857143 | NOK |
5% type I error level | 273 | 0.975 | NOK |
10% type I error level | 274 | 0.978571428571429 | NOK |