Multiple Linear Regression - Estimated Regression Equation |
AM[t] = + 12.4988741565566 -0.441931117230605G[t] -0.185414422148506IM1[t] -0.138080158199122IM2[t] + 0.195649644221861IM3[t] -0.182548514840863EM1[t] + 0.083052060156604EM2[t] + 0.000807027024654495EM3[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) | 12.4988741565566 | 1.755983 | 7.1179 | 0 | 0 |
G | -0.441931117230605 | 0.400716 | -1.1029 | 0.271811 | 0.135905 |
IM1 | -0.185414422148506 | 0.073716 | -2.5153 | 0.01292 | 0.00646 |
IM2 | -0.138080158199122 | 0.066287 | -2.0831 | 0.038898 | 0.019449 |
IM3 | 0.195649644221861 | 0.048662 | 4.0206 | 9.1e-05 | 4.5e-05 |
EM1 | -0.182548514840863 | 0.071556 | -2.5511 | 0.011713 | 0.005856 |
EM2 | 0.083052060156604 | 0.055628 | 1.493 | 0.137487 | 0.068744 |
EM3 | 0.000807027024654495 | 0.05736 | 0.0141 | 0.988793 | 0.494396 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.489720104489983 |
R-squared | 0.23982578074168 |
Adjusted R-squared | 0.205272407139029 |
F-TEST (value) | 6.94073416678714 |
F-TEST (DF numerator) | 7 |
F-TEST (DF denominator) | 154 |
p-value | 3.49570361768414e-07 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.34105723547157 |
Sum Squared Residuals | 844.004542882085 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 4 | 5.67695807283194 | -1.67695807283193 |
2 | 4 | 6.12097793547255 | -2.12097793547255 |
3 | 6 | 6.9272499055276 | -0.927249905527603 |
4 | 8 | 5.86891167411928 | 2.13108832588072 |
5 | 8 | 5.00381471448795 | 2.99618528551205 |
6 | 4 | 5.37748446547298 | -1.37748446547298 |
7 | 4 | 1.90007960488354 | 2.09992039511646 |
8 | 8 | 7.14833270134176 | 0.851667298658239 |
9 | 5 | 4.71088364717268 | 0.289116352827322 |
10 | 4 | 5.8225211030251 | -1.82252110302510 |
11 | 4 | 5.5128670594062 | -1.5128670594062 |
12 | 4 | 3.82260169735471 | 0.177398302645285 |
13 | 4 | 5.72979551705347 | -1.72979551705347 |
14 | 4 | 2.23217379232455 | 1.76782620767545 |
15 | 4 | 5.34171700833279 | -1.34171700833279 |
16 | 8 | 5.00627241036685 | 2.99372758963315 |
17 | 4 | 7.77133880775415 | -3.77133880775415 |
18 | 4 | 4.77620811717237 | -0.776208117172371 |
19 | 4 | 2.13196067930852 | 1.86803932069148 |
20 | 8 | 6.48418854699493 | 1.51581145300507 |
21 | 4 | 5.33031090042269 | -1.33031090042269 |
22 | 7 | 7.44406288570407 | -0.444062885704072 |
23 | 4 | 8.771245271515 | -4.771245271515 |
24 | 4 | 4.00453831208787 | -0.00453831208786888 |
25 | 5 | 6.30964746185934 | -1.30964746185934 |
26 | 4 | 5.23963462136993 | -1.23963462136993 |
27 | 4 | 5.23963462136993 | -1.23963462136993 |
28 | 4 | 5.30483172992289 | -1.30483172992289 |
29 | 4 | 6.87929947202764 | -2.87929947202764 |
30 | 4 | 5.64961358239394 | -1.64961358239394 |
31 | 4 | 4.94027785905784 | -0.940277859057837 |
32 | 4 | 6.24277168751383 | -2.24277168751383 |
33 | 15 | 8.30785071197927 | 6.69214928802073 |
34 | 10 | 6.72134009356825 | 3.27865990643175 |
35 | 4 | 5.81485276550862 | -1.81485276550862 |
36 | 8 | 5.14486804077295 | 2.85513195922705 |
37 | 4 | 6.33235147108208 | -2.33235147108208 |
38 | 4 | 5.3582978382957 | -1.3582978382957 |
39 | 4 | 4.48864413219296 | -0.488644132192964 |
40 | 4 | 4.64225705269065 | -0.642257052690649 |
41 | 7 | 6.05032670528947 | 0.949673294710535 |
42 | 4 | 4.55376473273644 | -0.553764732736442 |
43 | 6 | 5.93486665079818 | 0.065133349201817 |
44 | 5 | 4.37418938598146 | 0.625810614018543 |
45 | 4 | 3.61593668701758 | 0.384063312982421 |
46 | 16 | 7.24294704129907 | 8.75705295870093 |
47 | 5 | 5.56274255402683 | -0.562742554026828 |
48 | 12 | 5.29078890320673 | 6.70921109679327 |
49 | 6 | 6.20349782699895 | -0.20349782699895 |
50 | 9 | 7.59287456522733 | 1.40712543477267 |
51 | 9 | 7.08290600460645 | 1.91709399539355 |
52 | 4 | 6.65390485968321 | -2.65390485968321 |
53 | 5 | 5.96485434536672 | -0.96485434536672 |
54 | 4 | 6.66621437839058 | -2.66621437839058 |
55 | 4 | 5.65864780137634 | -1.65864780137634 |
56 | 5 | 5.65935022319656 | -0.65935022319656 |
57 | 4 | 5.76105102414779 | -1.76105102414779 |
58 | 4 | 3.83451528035804 | 0.165484719641961 |
59 | 4 | 5.16427660757093 | -1.16427660757093 |
60 | 5 | 7.98328923790498 | -2.98328923790498 |
61 | 4 | 5.46029298462823 | -1.46029298462824 |
62 | 6 | 6.91465313012529 | -0.914653130125286 |
63 | 4 | 5.04484313969089 | -1.04484313969089 |
64 | 4 | 4.02427249926857 | -0.0242724992685656 |
65 | 18 | 7.66075469843238 | 10.3392453015676 |
66 | 4 | 3.38623982440560 | 0.613760175594404 |
67 | 6 | 6.17818719124655 | -0.178187191246545 |
68 | 4 | 5.33503213281464 | -1.33503213281464 |
69 | 4 | 6.50825710546325 | -2.50825710546325 |
70 | 5 | 6.63071581127478 | -1.63071581127478 |
71 | 4 | 5.33204741816375 | -1.33204741816375 |
72 | 4 | 4.95272136304416 | -0.952721363044156 |
73 | 5 | 5.10442451953804 | -0.104424519538036 |
74 | 10 | 6.70715358693103 | 3.29284641306897 |
75 | 5 | 6.21398867955508 | -1.21398867955508 |
76 | 8 | 8.1759233156236 | -0.175923315623595 |
77 | 8 | 8.19236771015125 | -0.192367710151250 |
78 | 5 | 5.08110361765834 | -0.0811036176583432 |
79 | 4 | 5.05003984475139 | -1.05003984475139 |
80 | 4 | 5.91431934416135 | -1.91431934416135 |
81 | 4 | 2.36758054780674 | 1.63241945219326 |
82 | 5 | 6.62895445417955 | -1.62895445417955 |
83 | 4 | 5.0866077514322 | -1.0866077514322 |
84 | 4 | 5.21603421000194 | -1.21603421000194 |
85 | 8 | 6.9384851579807 | 1.0615148420193 |
86 | 4 | 5.50634011730237 | -1.50634011730237 |
87 | 5 | 5.07846171857777 | -0.0784617185777747 |
88 | 14 | 7.61045606655054 | 6.38954393344946 |
89 | 8 | 6.12571901862589 | 1.87428098137411 |
90 | 8 | 5.92397380333015 | 2.07602619666985 |
91 | 4 | 7.84711143795842 | -3.84711143795842 |
92 | 4 | 4.14134820762883 | -0.141348207628825 |
93 | 6 | 5.67622770287988 | 0.323772297120118 |
94 | 4 | 5.95603910732897 | -1.95603910732897 |
95 | 7 | 6.32105971718034 | 0.678940282819657 |
96 | 7 | 5.59951935744627 | 1.40048064255373 |
97 | 4 | 4.64454724179112 | -0.644547241791122 |
98 | 6 | 6.60336015987926 | -0.603360159879262 |
99 | 4 | 5.7930760902168 | -1.79307609021680 |
100 | 7 | 4.8742981671101 | 2.1257018328899 |
101 | 4 | 5.7917785366493 | -1.79177853664930 |
102 | 4 | 3.27399679698867 | 0.72600320301133 |
103 | 8 | 6.71127091459261 | 1.28872908540739 |
104 | 4 | 5.96823057502311 | -1.96823057502311 |
105 | 4 | 5.65559874662117 | -1.65559874662117 |
106 | 10 | 7.13996860516206 | 2.86003139483794 |
107 | 8 | 6.79987529221217 | 1.20012470778783 |
108 | 6 | 6.45554336087752 | -0.455543360877523 |
109 | 4 | 4.70878364854452 | -0.708783648544517 |
110 | 4 | 5.63703701072413 | -1.63703701072413 |
111 | 4 | 4.02419554742627 | -0.0241955474262719 |
112 | 5 | 4.88641779959654 | 0.113582200403463 |
113 | 4 | 6.70995107093478 | -2.70995107093478 |
114 | 6 | 6.3326944811654 | -0.332694481165405 |
115 | 4 | 5.19887859350065 | -1.19887859350065 |
116 | 5 | 5.98394956717018 | -0.98394956717018 |
117 | 7 | 7.6595020266622 | -0.659502026662194 |
118 | 8 | 5.94013596693574 | 2.05986403306426 |
119 | 5 | 4.52008430802969 | 0.479915691970305 |
120 | 8 | 7.80611479627662 | 0.193885203723384 |
121 | 10 | 7.55185005791891 | 2.44814994208109 |
122 | 8 | 6.87646974176936 | 1.12353025823064 |
123 | 5 | 5.85158595629847 | -0.851585956298474 |
124 | 12 | 8.5158352943592 | 3.48416470564079 |
125 | 4 | 1.99421653204634 | 2.00578346795366 |
126 | 5 | 4.68377237304181 | 0.316227626958187 |
127 | 4 | 6.5285233371888 | -2.52852333718880 |
128 | 6 | 5.39075091159936 | 0.609249088400642 |
129 | 4 | 6.85623497499053 | -2.85623497499053 |
130 | 4 | 5.32951311736035 | -1.32951311736035 |
131 | 7 | 7.26406235006322 | -0.264062350063223 |
132 | 7 | 6.291316943942 | 0.708683056057996 |
133 | 10 | 6.92519229441233 | 3.07480770558767 |
134 | 4 | 5.7440495153258 | -1.7440495153258 |
135 | 5 | 5.88312843473695 | -0.883128434736946 |
136 | 8 | 5.6525312492186 | 2.3474687507814 |
137 | 11 | 5.29541848568447 | 5.70458151431553 |
138 | 7 | 6.07638714836269 | 0.923612851637312 |
139 | 4 | 4.90458522192834 | -0.904585221928338 |
140 | 8 | 6.67313718716965 | 1.32686281283035 |
141 | 6 | 6.33550975171926 | -0.335509751719256 |
142 | 7 | 6.42758844491706 | 0.57241155508294 |
143 | 5 | 7.64453058875027 | -2.64453058875027 |
144 | 4 | 6.12701170487861 | -2.12701170487861 |
145 | 8 | 5.30324502498435 | 2.69675497501565 |
146 | 4 | 6.00125121754969 | -2.00125121754969 |
147 | 8 | 5.5669039272224 | 2.4330960727776 |
148 | 6 | 3.65870021033187 | 2.34129978966813 |
149 | 4 | 5.69311296301741 | -1.69311296301741 |
150 | 9 | 6.13928579801545 | 2.86071420198455 |
151 | 5 | 5.47041741820395 | -0.470417418203952 |
152 | 6 | 5.2092599044077 | 0.790740095592295 |
153 | 4 | 5.37004610455364 | -1.37004610455364 |
154 | 4 | 3.7363771211985 | 0.263622878801498 |
155 | 4 | 3.90899308701198 | 0.0910069129880203 |
156 | 5 | 6.47633105093158 | -1.47633105093158 |
157 | 6 | 7.3945195585339 | -1.39451955853390 |
158 | 16 | 8.80558357918206 | 7.19441642081794 |
159 | 6 | 5.67622770287988 | 0.323772297120118 |
160 | 6 | 6.96123334077925 | -0.961233340779253 |
161 | 4 | 6.52950713668606 | -2.52950713668606 |
162 | 4 | 6.88164485267556 | -2.88164485267556 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
11 | 0.498687554551351 | 0.997375109102703 | 0.501312445448649 |
12 | 0.455390300737347 | 0.910780601474695 | 0.544609699262653 |
13 | 0.327031869241258 | 0.654063738482516 | 0.672968130758742 |
14 | 0.274588869680124 | 0.549177739360248 | 0.725411130319876 |
15 | 0.194035241733146 | 0.388070483466292 | 0.805964758266854 |
16 | 0.176128523241123 | 0.352257046482246 | 0.823871476758877 |
17 | 0.143067555844848 | 0.286135111689696 | 0.856932444155152 |
18 | 0.0985622039596027 | 0.197124407919205 | 0.901437796040397 |
19 | 0.0653853701775192 | 0.130770740355038 | 0.93461462982248 |
20 | 0.0751991224189996 | 0.150398244837999 | 0.924800877581 |
21 | 0.0750915276830287 | 0.150183055366057 | 0.924908472316971 |
22 | 0.0528296762396117 | 0.105659352479223 | 0.947170323760388 |
23 | 0.0436091486483387 | 0.0872182972966774 | 0.956390851351661 |
24 | 0.0305106965168846 | 0.0610213930337691 | 0.969489303483115 |
25 | 0.0191522784227065 | 0.0383045568454131 | 0.980847721577293 |
26 | 0.0168523853111591 | 0.0337047706223183 | 0.98314761468884 |
27 | 0.0117576239566517 | 0.0235152479133034 | 0.988242376043348 |
28 | 0.0115402895358822 | 0.0230805790717643 | 0.988459710464118 |
29 | 0.0163863674260406 | 0.0327727348520811 | 0.98361363257396 |
30 | 0.0124690376675227 | 0.0249380753350455 | 0.987530962332477 |
31 | 0.00800900924386825 | 0.0160180184877365 | 0.991990990756132 |
32 | 0.00564498922330598 | 0.0112899784466120 | 0.994355010776694 |
33 | 0.336376942684789 | 0.672753885369578 | 0.663623057315211 |
34 | 0.441751831825725 | 0.88350366365145 | 0.558248168174275 |
35 | 0.450103847079262 | 0.900207694158525 | 0.549896152920738 |
36 | 0.432130258713836 | 0.864260517427671 | 0.567869741286164 |
37 | 0.392880883934186 | 0.785761767868372 | 0.607119116065814 |
38 | 0.380837704675897 | 0.761675409351793 | 0.619162295324103 |
39 | 0.330228313669584 | 0.660456627339169 | 0.669771686330416 |
40 | 0.280064719369198 | 0.560129438738396 | 0.719935280630802 |
41 | 0.298855073133486 | 0.597710146266972 | 0.701144926866514 |
42 | 0.254041451844722 | 0.508082903689443 | 0.745958548155278 |
43 | 0.220070446978522 | 0.440140893957043 | 0.779929553021478 |
44 | 0.18290322187961 | 0.36580644375922 | 0.81709677812039 |
45 | 0.153682569596395 | 0.307365139192789 | 0.846317430403605 |
46 | 0.854369627685249 | 0.291260744629502 | 0.145630372314751 |
47 | 0.828803627529145 | 0.34239274494171 | 0.171196372470855 |
48 | 0.95495864355592 | 0.0900827128881617 | 0.0450413564440808 |
49 | 0.942131343660999 | 0.115737312678003 | 0.0578686563390014 |
50 | 0.93328177700657 | 0.133436445986861 | 0.0667182229934304 |
51 | 0.931190052681234 | 0.137619894637532 | 0.068809947318766 |
52 | 0.932667176835077 | 0.134665646329845 | 0.0673328231649226 |
53 | 0.916755809704247 | 0.166488380591507 | 0.0832441902957535 |
54 | 0.92249570389863 | 0.155008592202742 | 0.0775042961013708 |
55 | 0.91578127174165 | 0.168437456516699 | 0.0842187282583493 |
56 | 0.896221715094715 | 0.207556569810570 | 0.103778284905285 |
57 | 0.884287856627407 | 0.231424286745187 | 0.115712143372593 |
58 | 0.858734083345894 | 0.282531833308212 | 0.141265916654106 |
59 | 0.836111174967901 | 0.327777650064198 | 0.163888825032099 |
60 | 0.848355101410388 | 0.303289797179225 | 0.151644898589613 |
61 | 0.827090165454867 | 0.345819669090265 | 0.172909834545133 |
62 | 0.797638454009023 | 0.404723091981955 | 0.202361545990977 |
63 | 0.768827298431429 | 0.462345403137142 | 0.231172701568571 |
64 | 0.734848312614132 | 0.530303374771737 | 0.265151687385868 |
65 | 0.997333754795949 | 0.00533249040810236 | 0.00266624520405118 |
66 | 0.99626105501942 | 0.00747788996116173 | 0.00373894498058087 |
67 | 0.994729808536967 | 0.0105403829260651 | 0.00527019146303254 |
68 | 0.993433432706767 | 0.013133134586466 | 0.006566567293233 |
69 | 0.993677738635938 | 0.0126445227281234 | 0.00632226136406172 |
70 | 0.992617150375486 | 0.0147656992490272 | 0.00738284962451362 |
71 | 0.991046537177873 | 0.0179069256442537 | 0.00895346282212685 |
72 | 0.988470820868234 | 0.0230583582635314 | 0.0115291791317657 |
73 | 0.984497374266556 | 0.0310052514668886 | 0.0155026257334443 |
74 | 0.988888115834422 | 0.0222237683311555 | 0.0111118841655777 |
75 | 0.986302460120414 | 0.0273950797591727 | 0.0136975398795864 |
76 | 0.981623467899118 | 0.0367530642017631 | 0.0183765321008816 |
77 | 0.975648829426102 | 0.048702341147796 | 0.024351170573898 |
78 | 0.968196154020754 | 0.0636076919584911 | 0.0318038459792455 |
79 | 0.961674385094862 | 0.0766512298102765 | 0.0383256149051382 |
80 | 0.95856036361396 | 0.0828792727720814 | 0.0414396363860407 |
81 | 0.958455639960752 | 0.0830887200784966 | 0.0415443600392483 |
82 | 0.953133706522191 | 0.093732586955618 | 0.046866293477809 |
83 | 0.943520223544581 | 0.112959552910837 | 0.0564797764554187 |
84 | 0.9324892595311 | 0.1350214809378 | 0.0675107404689 |
85 | 0.919436934003095 | 0.161126131993809 | 0.0805630659969045 |
86 | 0.909507718314517 | 0.180984563370965 | 0.0904922816854827 |
87 | 0.891070777260945 | 0.21785844547811 | 0.108929222739055 |
88 | 0.97783263407612 | 0.0443347318477616 | 0.0221673659238808 |
89 | 0.973733242668547 | 0.0525335146629058 | 0.0262667573314529 |
90 | 0.970756331786636 | 0.058487336426729 | 0.0292436682133645 |
91 | 0.97839787382405 | 0.0432042523519005 | 0.0216021261759502 |
92 | 0.971566220117373 | 0.0568675597652534 | 0.0284337798826267 |
93 | 0.963051862359168 | 0.0738962752816638 | 0.0369481376408319 |
94 | 0.960141191821383 | 0.0797176163572344 | 0.0398588081786172 |
95 | 0.949733270066544 | 0.100533459866912 | 0.0502667299334558 |
96 | 0.939966184420147 | 0.120067631159706 | 0.0600338155798528 |
97 | 0.924893161128027 | 0.150213677743947 | 0.0751068388719734 |
98 | 0.907466755605333 | 0.185066488789333 | 0.0925332443946666 |
99 | 0.897392300767586 | 0.205215398464827 | 0.102607699232414 |
100 | 0.892374053403603 | 0.215251893192795 | 0.107625946596397 |
101 | 0.884920340730855 | 0.23015931853829 | 0.115079659269145 |
102 | 0.865178219281012 | 0.269643561437976 | 0.134821780718988 |
103 | 0.843505879429406 | 0.312988241141187 | 0.156494120570594 |
104 | 0.840714451436981 | 0.318571097126037 | 0.159285548563019 |
105 | 0.823128908841688 | 0.353742182316623 | 0.176871091158312 |
106 | 0.835616867448312 | 0.328766265103377 | 0.164383132551688 |
107 | 0.81493230041765 | 0.370135399164701 | 0.185067699582351 |
108 | 0.780210484295874 | 0.439579031408251 | 0.219789515704126 |
109 | 0.75069348356653 | 0.498613032866941 | 0.249306516433471 |
110 | 0.73734020314393 | 0.52531959371214 | 0.26265979685607 |
111 | 0.69558618982998 | 0.60882762034004 | 0.30441381017002 |
112 | 0.64897884455718 | 0.702042310885639 | 0.351021155442819 |
113 | 0.657597545485912 | 0.684804909028177 | 0.342402454514088 |
114 | 0.611684134999651 | 0.776631730000698 | 0.388315865000349 |
115 | 0.592188000896986 | 0.815623998206028 | 0.407811999103014 |
116 | 0.547187449318071 | 0.905625101363858 | 0.452812550681929 |
117 | 0.508465682993669 | 0.983068634012663 | 0.491534317006331 |
118 | 0.478597973264511 | 0.957195946529021 | 0.521402026735489 |
119 | 0.432770166333389 | 0.865540332666778 | 0.567229833666611 |
120 | 0.381967167849036 | 0.763934335698072 | 0.618032832150964 |
121 | 0.370052913403992 | 0.740105826807985 | 0.629947086596008 |
122 | 0.322979423110878 | 0.645958846221755 | 0.677020576889122 |
123 | 0.287464820476694 | 0.574929640953387 | 0.712535179523306 |
124 | 0.410067792692096 | 0.820135585384193 | 0.589932207307904 |
125 | 0.375093120357439 | 0.750186240714878 | 0.624906879642561 |
126 | 0.320705554065589 | 0.641411108131178 | 0.679294445934411 |
127 | 0.339468655196605 | 0.678937310393211 | 0.660531344803395 |
128 | 0.287868997721044 | 0.575737995442088 | 0.712131002278956 |
129 | 0.288005095748025 | 0.57601019149605 | 0.711994904251975 |
130 | 0.247951731944991 | 0.495903463889982 | 0.752048268055009 |
131 | 0.201297872286941 | 0.402595744573881 | 0.79870212771306 |
132 | 0.161074223154737 | 0.322148446309474 | 0.838925776845263 |
133 | 0.246527232950304 | 0.493054465900607 | 0.753472767049696 |
134 | 0.206728097436080 | 0.413456194872161 | 0.79327190256392 |
135 | 0.213047584792386 | 0.426095169584772 | 0.786952415207614 |
136 | 0.28662813064593 | 0.57325626129186 | 0.71337186935407 |
137 | 0.530895046656135 | 0.93820990668773 | 0.469104953343865 |
138 | 0.46785669961841 | 0.93571339923682 | 0.53214330038159 |
139 | 0.506323151589663 | 0.987353696820674 | 0.493676848410337 |
140 | 0.43026615222492 | 0.86053230444984 | 0.56973384777508 |
141 | 0.434367577077824 | 0.868735154155648 | 0.565632422922176 |
142 | 0.361154555966991 | 0.722309111933982 | 0.638845444033009 |
143 | 0.490782335607136 | 0.981564671214273 | 0.509217664392864 |
144 | 0.425384438217963 | 0.850768876435927 | 0.574615561782037 |
145 | 0.357084493875762 | 0.714168987751524 | 0.642915506124238 |
146 | 0.282901708557562 | 0.565803417115123 | 0.717098291442438 |
147 | 0.239112062987440 | 0.478224125974879 | 0.76088793701256 |
148 | 0.570410751932644 | 0.859178496134712 | 0.429589248067356 |
149 | 0.453088800840644 | 0.906177601681289 | 0.546911199159356 |
150 | 0.687968762797718 | 0.624062474404565 | 0.312031237202282 |
151 | 0.570847465359901 | 0.858305069280199 | 0.429152534640099 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 2 | 0.0141843971631206 | NOK |
5% type I error level | 23 | 0.163120567375887 | NOK |
10% type I error level | 36 | 0.25531914893617 | NOK |