Multiple Linear Regression - Estimated Regression Equation |
Passagiers[t] = + 194011.243574092 + 380088.931765371`9/11`[t] + 5404.82792194756t -3721.53389639468`T_9/11`[t] + 0.658733587626391`Passagiers-1`[t] + 0.264676600256945`Passagiers-2`[t] -0.00276110284221941`Passagiers-3`[t] -0.209733720217022`Passagiers-4`[t] + 134292.960372113M1[t] + 100284.659944656M2[t] + 501151.929790886M3[t] + 315108.782038711M4[t] + 453693.579681728M5[t] + 155835.777651903M6[t] + 614751.568544971M7[t] + 314371.933454732M8[t] -7045.16201447281M9[t] + 117213.089006908M10[t] -373974.447140203M11[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) | 194011.243574092 | 97451.222344 | 1.9909 | 0.047893 | 0.023947 |
`9/11` | 380088.931765371 | 94581.145505 | 4.0187 | 8.4e-05 | 4.2e-05 |
t | 5404.82792194756 | 1009.835603 | 5.3522 | 0 | 0 |
`T_9/11` | -3721.53389639468 | 818.258646 | -4.5481 | 9e-06 | 5e-06 |
`Passagiers-1` | 0.658733587626391 | 0.069914 | 9.4221 | 0 | 0 |
`Passagiers-2` | 0.264676600256945 | 0.084545 | 3.1306 | 0.002013 | 0.001006 |
`Passagiers-3` | -0.00276110284221941 | 0.083693 | -0.033 | 0.973716 | 0.486858 |
`Passagiers-4` | -0.209733720217022 | 0.069196 | -3.031 | 0.002768 | 0.001384 |
M1 | 134292.960372113 | 64097.760319 | 2.0951 | 0.037451 | 0.018725 |
M2 | 100284.659944656 | 66288.212275 | 1.5129 | 0.131935 | 0.065967 |
M3 | 501151.929790886 | 67795.217698 | 7.3921 | 0 | 0 |
M4 | 315108.782038711 | 92335.632123 | 3.4126 | 0.000782 | 0.000391 |
M5 | 453693.579681728 | 87895.115895 | 5.1618 | 1e-06 | 0 |
M6 | 155835.777651903 | 99351.635558 | 1.5685 | 0.118379 | 0.05919 |
M7 | 614751.568544971 | 77840.15808 | 7.8976 | 0 | 0 |
M8 | 314371.933454732 | 96035.381588 | 3.2735 | 0.001257 | 0.000628 |
M9 | -7045.16201447281 | 78844.90347 | -0.0894 | 0.928892 | 0.464446 |
M10 | 117213.089006908 | 68424.487051 | 1.713 | 0.088297 | 0.044148 |
M11 | -373974.447140203 | 60169.123361 | -6.2154 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.992347755876047 |
R-squared | 0.984754068592227 |
Adjusted R-squared | 0.983346751846894 |
F-TEST (value) | 699.738755939612 |
F-TEST (DF numerator) | 18 |
F-TEST (DF denominator) | 195 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 111893.973577065 |
Sum Squared Residuals | 2441450957958.64 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1281151 | 1190205.31102022 | 90945.6889797843 |
2 | 1164976 | 1191407.6815779 | -26431.6815778986 |
3 | 1454329 | 1606802.95545584 | -152473.955455843 |
4 | 1645288 | 1589577.51067033 | 55710.489329674 |
5 | 1817743 | 1936403.03628818 | -118660.036288184 |
6 | 1895785 | 1831661.22349839 | 64123.7765016104 |
7 | 2236311 | 2331821.19347265 | -95510.1934726522 |
8 | 2295951 | 2241291.4837321 | 54659.5162678999 |
9 | 2087315 | 2018310.24062194 | 69004.7593780614 |
10 | 1980891 | 2009014.82491694 | -28123.8249169449 |
11 | 1465446 | 1326321.52920689 | 139124.47079311 |
12 | 1445026 | 1326059.47406806 | 118966.525931942 |
13 | 1488120 | 1359931.54434342 | 128188.455656575 |
14 | 1338333 | 1378054.73898072 | -39721.7389807244 |
15 | 1715789 | 1805225.66140788 | -89436.661407882 |
16 | 1806090 | 1837748.94830702 | -31658.9483070241 |
17 | 2083316 | 2132501.95876722 | -49185.9587672188 |
18 | 2092278 | 2076940.81381819 | 15337.1861818079 |
19 | 2430800 | 2541125.65678236 | -110325.656782356 |
20 | 2424894 | 2451814.07869017 | -26920.0786901735 |
21 | 2299016 | 2163341.79732202 | 135674.20267798 |
22 | 2130688 | 2205707.30206406 | -75019.3020640577 |
23 | 1652221 | 1504741.15405185 | 147479.845948145 |
24 | 1608162 | 1525971.91233029 | 82190.0876697073 |
25 | 1647074 | 1536873.17074469 | 110200.829255314 |
26 | 1479691 | 1558866.10752047 | -79175.1075204727 |
27 | 1884978 | 1965648.81240138 | -80670.8124013841 |
28 | 2007898 | 2016817.50666393 | -8919.50666393091 |
29 | 2208954 | 2341349.65326422 | -132395.653264221 |
30 | 2217164 | 2247859.88725721 | -30695.8872572107 |
31 | 2534291 | 2685461.78234094 | -151170.782340938 |
32 | 2560312 | 2575226.57132183 | -14914.5713218282 |
33 | 2429069 | 2318100.41516159 | 110968.584838406 |
34 | 2315077 | 2365598.93757533 | -50521.9375753312 |
35 | 1799608 | 1703404.84703362 | 96203.1529663834 |
36 | 1772590 | 1707961.25768564 | 64628.7423143558 |
37 | 1744799 | 1721269.625729 | 23529.374270999 |
38 | 1659093 | 1692539.48485998 | -33446.4848599785 |
39 | 2099821 | 2143184.36487245 | -43363.3648724477 |
40 | 2135736 | 2235927.32840991 | -100191.328409914 |
41 | 2427894 | 2526291.11235127 | -98397.1123512692 |
42 | 2468882 | 2452556.82872685 | 16325.1712731544 |
43 | 2703217 | 2928670.31795697 | -225453.317956974 |
44 | 2766841 | 2790569.14569067 | -23728.145690673 |
45 | 2655236 | 2517102.57872931 | 138133.421270693 |
46 | 2550373 | 2580843.89088155 | -30470.8908815533 |
47 | 2052097 | 1947121.54675116 | 104975.453248842 |
48 | 1998055 | 1957478.95704006 | 40576.0429599449 |
49 | 1920748 | 1953392.33649415 | -32644.3364941457 |
50 | 1876694 | 1882929.59208184 | -6235.59208184376 |
51 | 2380930 | 2344374.98113932 | 36555.0188606788 |
52 | 2467402 | 2495781.66993715 | -28379.6699371469 |
53 | 2770771 | 2846528.29883193 | -75757.2988319293 |
54 | 2781340 | 2784649.15130379 | -3309.1513037925 |
55 | 3143926 | 3230232.55071746 | -86306.5507174581 |
56 | 3172235 | 3157928.95987764 | 14306.0401223633 |
57 | 2952540 | 2892876.9201788 | 59663.0798211972 |
58 | 2920877 | 2882094.4405411 | 38782.5594588975 |
59 | 2384552 | 2241181.4502985 | 143370.549701495 |
60 | 2248987 | 2253554.22738629 | -4567.22738629405 |
61 | 2208616 | 2208162.99370335 | 453.00629665095 |
62 | 2178756 | 2125206.55148303 | 53549.4485169739 |
63 | 2632870 | 2613983.35169791 | 18886.648302093 |
64 | 2706905 | 2753125.95325944 | -46220.9532594421 |
65 | 3029745 | 3074627.87618316 | -44882.8761831579 |
66 | 3015402 | 3019444.5790342 | -4042.5790341963 |
67 | 3391414 | 3464317.73875728 | -72903.7387572823 |
68 | 3507805 | 3396819.37844423 | 110985.62155577 |
69 | 3177852 | 3189328.51797341 | -11476.5179734135 |
70 | 3142961 | 3134416.45060632 | 8544.54939367833 |
71 | 2545815 | 2459135.26736355 | 86679.732636446 |
72 | 2414007 | 2412419.50098571 | 1587.49901428959 |
73 | 2372578 | 2376538.96725091 | -3960.96725091332 |
74 | 2332664 | 2294724.92836687 | 37939.0716331259 |
75 | 2825328 | 2789344.63438263 | 35983.3656173712 |
76 | 2901478 | 2950435.30886813 | -48957.3088681296 |
77 | 3263955 | 3283783.39467355 | -19828.3946735457 |
78 | 3226738 | 3257272.33405537 | -30534.3340553692 |
79 | 3610786 | 3689477.5334526 | -78691.5334525964 |
80 | 3709274 | 3620665.51504382 | 88608.4849561835 |
81 | 3467185 | 3395258.23031156 | 71926.7696884399 |
82 | 3449646 | 3398261.88660708 | 51384.1133929226 |
83 | 2802951 | 2756030.6052303 | 46920.3947697007 |
84 | 2462530 | 2684780.17793973 | -222250.177939731 |
85 | 2490645 | 2479888.83917363 | 10756.1608263686 |
86 | 2561520 | 2385168.2996696 | 176351.700330397 |
87 | 3067554 | 2982143.20866342 | 85410.7913365757 |
88 | 3226951 | 3224925.56952093 | 2025.43047906915 |
89 | 3546493 | 3601758.35477936 | -55265.3547793574 |
90 | 3492787 | 3545724.99544391 | -52937.9954439074 |
91 | 3952263 | 3952670.45351512 | -407.453515123203 |
92 | 3932072 | 3911839.98463581 | 20232.0153641857 |
93 | 3720284 | 3637269.32816411 | 83014.6718358906 |
94 | 3651555 | 3632071.75150388 | 19483.2484961244 |
95 | 2914972 | 2948647.75331657 | -33675.7533165705 |
96 | 2713514 | 2829443.6101387 | -115929.610138702 |
97 | 2703997 | 2686086.81606423 | 17910.1839357704 |
98 | 2591373 | 2614341.52774234 | -22968.5277423417 |
99 | 3163748 | 3098948.02582804 | 64799.9741719574 |
100 | 3355137 | 3307822.21901136 | 47314.7809886372 |
101 | 3613702 | 3731687.47851243 | -117985.47851243 |
102 | 3686773 | 3682256.80860215 | 4516.19139784634 |
103 | 4098716 | 4142573.07172297 | -43857.0717229672 |
104 | 4063517 | 4097444.48716461 | -33927.4871646148 |
105 | 3551489 | 3757515.03877964 | -206026.038779638 |
106 | 3226663 | 3520387.32111085 | -293724.321110851 |
107 | 2656842 | 2595086.30253018 | 61755.6974698178 |
108 | 2597484 | 2518206.14989003 | 79277.8501099665 |
109 | 2572399 | 2572549.42624547 | -150.426245467784 |
110 | 2596631 | 2577689.71394577 | 18941.286054226 |
111 | 3165225 | 3109237.86932577 | 55987.130674233 |
112 | 3303145 | 3318362.26092885 | -15217.2609288504 |
113 | 3698247 | 3705170.67917692 | -6923.67917691988 |
114 | 3668631 | 3699115.11180068 | -30484.1118006803 |
115 | 4130433 | 4125145.2506858 | 5287.74931419839 |
116 | 4131400 | 4092797.34371345 | 38602.6562865505 |
117 | 3864358 | 3813144.28149748 | 51213.7185025205 |
118 | 3721110 | 3768368.62515314 | -47258.6251531398 |
119 | 2892532 | 3016964.22393535 | -124432.223935351 |
120 | 2843451 | 2809429.93081694 | 34021.069183057 |
121 | 2747502 | 2750172.90848676 | -2670.90848675579 |
122 | 2668775 | 2673984.20589292 | -5209.2058929239 |
123 | 3018602 | 3173195.45961217 | -154593.45961217 |
124 | 3013392 | 3209000.07171428 | -195608.071714276 |
125 | 3393657 | 3458768.29649396 | -65111.2964939606 |
126 | 3544233 | 3427253.94936864 | 116979.05063136 |
127 | 4075832 | 4014333.61757785 | 61498.3824221526 |
128 | 4032923 | 4105716.09863209 | -72793.0986320865 |
129 | 3734509 | 3818248.36475707 | -83739.3647570697 |
130 | 3761285 | 3703208.91258042 | 58076.0874195829 |
131 | 2970090 | 3040983.95824027 | -70893.9582402748 |
132 | 2847849 | 2912365.3751368 | -64516.3751367991 |
133 | 2741680 | 2820920.12140427 | -79240.1214042733 |
134 | 2830639 | 2682872.43711637 | 147766.562883628 |
135 | 3257673 | 3282200.62297677 | -24527.6229767745 |
136 | 3480085 | 3428618.97701156 | 51466.0229884372 |
137 | 3843271 | 3850444.8250794 | -7173.82507939705 |
138 | 3796961 | 3832543.59903924 | -35582.5990392406 |
139 | 4337767 | 4268586.0353713 | 69180.9646286967 |
140 | 4243630 | 4266229.50746083 | -22599.5074608329 |
141 | 3927202 | 3951578.71151924 | -24376.7115192365 |
142 | 3915296 | 3852382.1913819 | 62913.8086181004 |
143 | 3087396 | 3158118.64754253 | -70722.647542528 |
144 | 2963792 | 3005877.00537996 | -42085.0053799636 |
145 | 2955792 | 2907703.8913712 | 48088.108628796 |
146 | 2829925 | 2842176.93648611 | -12251.9364861062 |
147 | 3281195 | 3333677.09740545 | -52482.0974054454 |
148 | 3548011 | 3439215.91569889 | 108795.084301114 |
149 | 4059648 | 3876710.67917471 | 182937.320825292 |
150 | 3941175 | 4013341.15079994 | -72166.1507999442 |
151 | 4528594 | 4435933.19077908 | 92660.8092209187 |
152 | 4433151 | 4435459.44949375 | -2308.44949375145 |
153 | 4145737 | 4101349.78681896 | 44387.213181042 |
154 | 4077132 | 4035926.40651831 | 41205.5934816858 |
155 | 3198519 | 3302219.9419738 | -103700.941973805 |
156 | 3078660 | 3101758.84642471 | -23098.8464247138 |
157 | 3028202 | 2986701.48288446 | 41500.517115541 |
158 | 2858642 | 2906228.9472149 | -47586.9472149044 |
159 | 3398954 | 3368335.3082196 | 30618.6917804039 |
160 | 3808883 | 3520296.3460497 | 288586.653950298 |
161 | 4175961 | 4084657.29845104 | 91303.7015489627 |
162 | 4227542 | 4172858.60499333 | 54683.3950066722 |
163 | 4744616 | 4650139.28219952 | 94476.717800483 |
164 | 4608012 | 4618719.76163705 | -10707.7616370524 |
165 | 4295049 | 4268726.65059502 | 26322.3494049837 |
166 | 4201144 | 4140107.10404258 | 61036.8959574198 |
167 | 3353276 | 3397839.82557391 | -44563.8255739131 |
168 | 3286851 | 3219638.56926426 | 67212.4307357361 |
169 | 3169889 | 3153345.80103987 | 16543.1989601298 |
170 | 3051720 | 3048428.94933155 | 3291.05066845367 |
171 | 3695426 | 3520190.43551711 | 175235.564482886 |
172 | 3905501 | 3742839.28184741 | 162661.718152589 |
173 | 4296458 | 4216721.89972738 | 79736.1002726237 |
174 | 4246247 | 4256692.5212579 | -10445.5212579044 |
175 | 4921849 | 4652106.21082927 | 269742.789170726 |
176 | 4821446 | 4740022.63849817 | 81423.3615018261 |
177 | 4425064 | 4451107.82082279 | -26043.820822787 |
178 | 4379099 | 4298030.43746701 | 81068.5625329939 |
179 | 3472889 | 3531915.16798976 | -59026.1679897591 |
180 | 3359160 | 3320608.43095955 | 38551.5690404525 |
181 | 3200944 | 3225076.57683041 | -24132.5768304121 |
182 | 3153170 | 3070570.52151441 | 82599.4784855887 |
183 | 3741498 | 3590151.48604769 | 151346.513952311 |
184 | 3918719 | 3804988.0434753 | 113730.956524703 |
185 | 4403449 | 4251029.35435761 | 152419.645642388 |
186 | 4400407 | 4329464.41469431 | 70942.585305693 |
187 | 4847473 | 4792474.77492728 | 54998.2250727237 |
188 | 4716136 | 4748963.0687191 | -32827.0687190981 |
189 | 4297440 | 4359385.25612188 | -61945.2561218796 |
190 | 4272253 | 4174159.46708969 | 98093.5329103117 |
191 | 3271834 | 3463842.48787685 | -192008.487876847 |
192 | 3168388 | 3202526.08284009 | -34138.0828400946 |
193 | 2911748 | 3093455.69639698 | -181707.696396982 |
194 | 2720999 | 2872738.38943188 | -151739.389431877 |
195 | 3199918 | 3291816.80119798 | -91898.8011979806 |
196 | 3672623 | 3394854.90555639 | 277768.094443612 |
197 | 3892013 | 4027621.05004489 | -135608.050044892 |
198 | 3850845 | 4039764.20894002 | -188919.208940017 |
199 | 4532467 | 4429561.29818196 | 102905.701818041 |
200 | 4484739 | 4469228.11973523 | 15510.8802647713 |
201 | 4014972 | 4252563.86344508 | -237591.86344508 |
202 | 3983758 | 4063173.91180884 | -79415.9118088383 |
203 | 3158459 | 3285944.29108489 | -127485.291084892 |
204 | 3100569 | 3120995.49171315 | -20426.4917131541 |
205 | 2935404 | 3099012.49081698 | -163608.490816979 |
206 | 2855719 | 2951390.98678332 | -95671.986783322 |
207 | 3465611 | 3430987.92384858 | 34623.0761514177 |
208 | 3006985 | 3639891.18306942 | -632906.183069419 |
209 | 4095110 | 3674331.75384278 | 420778.246157218 |
210 | 4104793 | 3988582.81736588 | 116210.182634118 |
211 | 4730788 | 4616913.04072959 | 113874.959270407 |
212 | 4642726 | 4826328.40750944 | -183602.407509439 |
213 | 4246919 | 4386028.19718011 | -139109.19718011 |
214 | 4308117 | 4224171.138151 | 83945.8618489987 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
22 | 0.0550396763200251 | 0.11007935264005 | 0.944960323679975 |
23 | 0.0226807084545266 | 0.0453614169090532 | 0.977319291545473 |
24 | 0.00691021471808027 | 0.0138204294361605 | 0.99308978528192 |
25 | 0.00224467461569808 | 0.00448934923139615 | 0.997755325384302 |
26 | 0.000824068592813433 | 0.00164813718562687 | 0.999175931407187 |
27 | 0.000259213206498273 | 0.000518426412996547 | 0.999740786793502 |
28 | 8.32018651248867e-05 | 0.000166403730249773 | 0.999916798134875 |
29 | 3.27640293291676e-05 | 6.55280586583351e-05 | 0.99996723597067 |
30 | 2.10057963748113e-05 | 4.20115927496226e-05 | 0.999978994203625 |
31 | 1.99746104649324e-05 | 3.99492209298648e-05 | 0.999980025389535 |
32 | 7.47563901927888e-06 | 1.49512780385578e-05 | 0.99999252436098 |
33 | 2.29746487205881e-06 | 4.59492974411761e-06 | 0.999997702535128 |
34 | 7.53813199803475e-07 | 1.50762639960695e-06 | 0.9999992461868 |
35 | 2.22778622243286e-07 | 4.45557244486571e-07 | 0.999999777221378 |
36 | 5.94268819458335e-08 | 1.18853763891667e-07 | 0.999999940573118 |
37 | 4.05641700464774e-08 | 8.11283400929548e-08 | 0.99999995943583 |
38 | 1.06183418458592e-08 | 2.12366836917184e-08 | 0.999999989381658 |
39 | 7.00068084457541e-08 | 1.40013616891508e-07 | 0.999999929993192 |
40 | 3.92774722906654e-08 | 7.85549445813309e-08 | 0.999999960722528 |
41 | 1.7211599413829e-08 | 3.44231988276579e-08 | 0.9999999827884 |
42 | 1.61846837099459e-08 | 3.23693674198918e-08 | 0.999999983815316 |
43 | 1.63508086259031e-08 | 3.27016172518062e-08 | 0.999999983649191 |
44 | 5.74618948849512e-09 | 1.14923789769902e-08 | 0.99999999425381 |
45 | 3.44441887508848e-09 | 6.88883775017695e-09 | 0.999999996555581 |
46 | 2.78344919556229e-09 | 5.56689839112457e-09 | 0.99999999721655 |
47 | 1.85448672780743e-09 | 3.70897345561486e-09 | 0.999999998145513 |
48 | 6.4212959591108e-10 | 1.28425919182216e-09 | 0.99999999935787 |
49 | 7.13157651105415e-10 | 1.42631530221083e-09 | 0.999999999286842 |
50 | 3.19476056514971e-10 | 6.38952113029942e-10 | 0.999999999680524 |
51 | 9.30591385548094e-09 | 1.86118277109619e-08 | 0.999999990694086 |
52 | 7.97959850454016e-09 | 1.59591970090803e-08 | 0.999999992020401 |
53 | 3.21915941266127e-08 | 6.43831882532255e-08 | 0.999999967808406 |
54 | 1.53545806504427e-08 | 3.07091613008854e-08 | 0.99999998464542 |
55 | 1.26412640309136e-08 | 2.52825280618272e-08 | 0.999999987358736 |
56 | 5.13580665351919e-09 | 1.02716133070384e-08 | 0.999999994864193 |
57 | 4.3936490820731e-09 | 8.7872981641462e-09 | 0.99999999560635 |
58 | 3.20831056335028e-09 | 6.41662112670056e-09 | 0.99999999679169 |
59 | 1.80911549130557e-09 | 3.61823098261115e-09 | 0.999999998190884 |
60 | 2.70284103363745e-09 | 5.4056820672749e-09 | 0.99999999729716 |
61 | 2.45250706422233e-09 | 4.90501412844466e-09 | 0.999999997547493 |
62 | 1.52888276061527e-09 | 3.05776552123054e-09 | 0.999999998471117 |
63 | 1.08922948323598e-09 | 2.17845896647196e-09 | 0.99999999891077 |
64 | 4.70015318423262e-10 | 9.40030636846524e-10 | 0.999999999529985 |
65 | 5.59926235286428e-10 | 1.11985247057286e-09 | 0.999999999440074 |
66 | 2.42422703044591e-10 | 4.84845406089181e-10 | 0.999999999757577 |
67 | 2.20612681035524e-10 | 4.41225362071048e-10 | 0.999999999779387 |
68 | 3.78519727948566e-10 | 7.57039455897132e-10 | 0.99999999962148 |
69 | 1.06250073937878e-09 | 2.12500147875756e-09 | 0.9999999989375 |
70 | 4.80379314902116e-10 | 9.60758629804232e-10 | 0.99999999951962 |
71 | 5.20069285214807e-10 | 1.04013857042961e-09 | 0.99999999947993 |
72 | 6.0211068534391e-10 | 1.20422137068782e-09 | 0.99999999939789 |
73 | 5.52430242832583e-10 | 1.10486048566517e-09 | 0.99999999944757 |
74 | 2.81217044367302e-10 | 5.62434088734604e-10 | 0.999999999718783 |
75 | 2.66720841392045e-10 | 5.33441682784089e-10 | 0.99999999973328 |
76 | 1.26486397471151e-10 | 2.52972794942302e-10 | 0.999999999873514 |
77 | 1.60656672034584e-10 | 3.21313344069168e-10 | 0.999999999839343 |
78 | 8.50087361348445e-11 | 1.70017472269689e-10 | 0.999999999914991 |
79 | 1.01701328833908e-10 | 2.03402657667816e-10 | 0.999999999898299 |
80 | 8.01962850582954e-11 | 1.60392570116591e-10 | 0.999999999919804 |
81 | 3.76280714956106e-11 | 7.52561429912211e-11 | 0.999999999962372 |
82 | 2.84916566855511e-11 | 5.69833133711021e-11 | 0.999999999971508 |
83 | 3.56036884727601e-11 | 7.12073769455203e-11 | 0.999999999964396 |
84 | 2.9268799189067e-08 | 5.8537598378134e-08 | 0.9999999707312 |
85 | 1.71595975948251e-08 | 3.43191951896503e-08 | 0.999999982840402 |
86 | 3.54791298792696e-08 | 7.09582597585391e-08 | 0.99999996452087 |
87 | 2.92644494353722e-08 | 5.85288988707444e-08 | 0.99999997073555 |
88 | 1.97292644403903e-08 | 3.94585288807806e-08 | 0.999999980270736 |
89 | 1.48041786279406e-08 | 2.96083572558812e-08 | 0.999999985195821 |
90 | 9.97340430295983e-09 | 1.99468086059197e-08 | 0.999999990026596 |
91 | 3.35071511740995e-08 | 6.70143023481989e-08 | 0.999999966492849 |
92 | 2.0817333391746e-08 | 4.1634666783492e-08 | 0.999999979182667 |
93 | 1.15443784903793e-08 | 2.30887569807585e-08 | 0.999999988455622 |
94 | 6.46186204155748e-09 | 1.2923724083115e-08 | 0.999999993538138 |
95 | 1.64443880827942e-08 | 3.28887761655883e-08 | 0.999999983555612 |
96 | 2.26489626418565e-08 | 4.5297925283713e-08 | 0.999999977351037 |
97 | 1.38103932026981e-08 | 2.76207864053962e-08 | 0.999999986189607 |
98 | 1.00792339765725e-08 | 2.0158467953145e-08 | 0.999999989920766 |
99 | 7.30467552637872e-09 | 1.46093510527574e-08 | 0.999999992695324 |
100 | 5.41354899324022e-09 | 1.08270979864804e-08 | 0.999999994586451 |
101 | 3.72547798090216e-09 | 7.45095596180433e-09 | 0.999999996274522 |
102 | 2.43220935277242e-09 | 4.86441870554483e-09 | 0.99999999756779 |
103 | 1.44606547953681e-09 | 2.89213095907361e-09 | 0.999999998553935 |
104 | 9.02029837549831e-10 | 1.80405967509966e-09 | 0.99999999909797 |
105 | 7.72160556109595e-10 | 1.54432111221919e-09 | 0.99999999922784 |
106 | 4.88168967716747e-09 | 9.76337935433494e-09 | 0.99999999511831 |
107 | 4.50498687676416e-09 | 9.00997375352832e-09 | 0.999999995495013 |
108 | 2.49815227323244e-09 | 4.99630454646488e-09 | 0.999999997501848 |
109 | 3.8987423269345e-09 | 7.797484653869e-09 | 0.999999996101258 |
110 | 2.8612891643825e-09 | 5.72257832876501e-09 | 0.99999999713871 |
111 | 1.87215709409498e-09 | 3.74431418818996e-09 | 0.999999998127843 |
112 | 1.29202835754375e-09 | 2.58405671508749e-09 | 0.999999998707972 |
113 | 7.58722297967837e-10 | 1.51744459593567e-09 | 0.999999999241278 |
114 | 8.64042024030625e-10 | 1.72808404806125e-09 | 0.999999999135958 |
115 | 8.0800935756701e-10 | 1.61601871513402e-09 | 0.99999999919199 |
116 | 6.34227278507941e-10 | 1.26845455701588e-09 | 0.999999999365773 |
117 | 5.90777895971988e-10 | 1.18155579194398e-09 | 0.999999999409222 |
118 | 5.575576617017e-10 | 1.1151153234034e-09 | 0.999999999442442 |
119 | 1.2184747892236e-08 | 2.43694957844721e-08 | 0.999999987815252 |
120 | 6.83057475768785e-09 | 1.36611495153757e-08 | 0.999999993169425 |
121 | 8.46829937461551e-09 | 1.6936598749231e-08 | 0.9999999915317 |
122 | 5.35542758539279e-09 | 1.07108551707856e-08 | 0.999999994644572 |
123 | 3.80600398860079e-08 | 7.61200797720157e-08 | 0.99999996193996 |
124 | 4.70397725494546e-07 | 9.40795450989091e-07 | 0.999999529602274 |
125 | 1.68851895559911e-06 | 3.37703791119822e-06 | 0.999998311481044 |
126 | 1.21499758201314e-06 | 2.42999516402627e-06 | 0.999998785002418 |
127 | 1.07369808800249e-06 | 2.14739617600498e-06 | 0.999998926301912 |
128 | 1.17721666623158e-06 | 2.35443333246317e-06 | 0.999998822783334 |
129 | 9.13812900910789e-07 | 1.82762580182158e-06 | 0.9999990861871 |
130 | 9.6177382737232e-07 | 1.92354765474464e-06 | 0.999999038226173 |
131 | 1.45240750761071e-06 | 2.90481501522142e-06 | 0.999998547592492 |
132 | 8.50627450091538e-07 | 1.70125490018308e-06 | 0.99999914937255 |
133 | 6.79591373229423e-07 | 1.35918274645885e-06 | 0.999999320408627 |
134 | 1.80617075251209e-06 | 3.61234150502419e-06 | 0.999998193829247 |
135 | 1.11509961632585e-06 | 2.2301992326517e-06 | 0.999998884900384 |
136 | 8.6520968366088e-07 | 1.73041936732176e-06 | 0.999999134790316 |
137 | 1.03122149584454e-06 | 2.06244299168908e-06 | 0.999998968778504 |
138 | 9.10305784859993e-07 | 1.82061156971999e-06 | 0.999999089694215 |
139 | 2.38773827713784e-06 | 4.77547655427569e-06 | 0.999997612261723 |
140 | 1.89515807403044e-06 | 3.79031614806087e-06 | 0.999998104841926 |
141 | 1.14747410839933e-06 | 2.29494821679866e-06 | 0.999998852525892 |
142 | 9.68831316498804e-07 | 1.93766263299761e-06 | 0.999999031168683 |
143 | 1.00273862436575e-06 | 2.00547724873149e-06 | 0.999998997261376 |
144 | 5.90234484921993e-07 | 1.18046896984399e-06 | 0.999999409765515 |
145 | 4.16647771813462e-07 | 8.33295543626924e-07 | 0.999999583352228 |
146 | 2.65305949534642e-07 | 5.30611899069284e-07 | 0.99999973469405 |
147 | 2.16787571390755e-07 | 4.3357514278151e-07 | 0.999999783212429 |
148 | 1.6250234465594e-07 | 3.25004689311881e-07 | 0.999999837497655 |
149 | 2.83091437079002e-07 | 5.66182874158003e-07 | 0.999999716908563 |
150 | 3.35326984313748e-07 | 6.70653968627497e-07 | 0.999999664673016 |
151 | 5.90346818515319e-07 | 1.18069363703064e-06 | 0.999999409653181 |
152 | 4.38578003283262e-07 | 8.77156006566523e-07 | 0.999999561421997 |
153 | 2.5340457992973e-07 | 5.0680915985946e-07 | 0.99999974659542 |
154 | 1.60264662878379e-07 | 3.20529325756758e-07 | 0.999999839735337 |
155 | 1.57695109730441e-07 | 3.15390219460881e-07 | 0.99999984230489 |
156 | 1.02832293259225e-07 | 2.0566458651845e-07 | 0.999999897167707 |
157 | 5.67114115628838e-08 | 1.13422823125768e-07 | 0.999999943288588 |
158 | 4.14202480536801e-08 | 8.28404961073603e-08 | 0.999999958579752 |
159 | 2.92640659272388e-08 | 5.85281318544775e-08 | 0.999999970735934 |
160 | 1.8281258826749e-07 | 3.65625176534979e-07 | 0.999999817187412 |
161 | 1.09668485120789e-07 | 2.19336970241578e-07 | 0.999999890331515 |
162 | 5.84676578163908e-08 | 1.16935315632782e-07 | 0.999999941532342 |
163 | 5.29491385102076e-08 | 1.05898277020415e-07 | 0.999999947050861 |
164 | 4.31592602161678e-08 | 8.63185204323355e-08 | 0.99999995684074 |
165 | 2.15332361079359e-08 | 4.30664722158719e-08 | 0.999999978466764 |
166 | 1.67368885575841e-08 | 3.34737771151682e-08 | 0.999999983263111 |
167 | 9.52529087329953e-09 | 1.90505817465991e-08 | 0.99999999047471 |
168 | 4.92137423521489e-09 | 9.84274847042978e-09 | 0.999999995078626 |
169 | 2.92860770956713e-09 | 5.85721541913425e-09 | 0.999999997071392 |
170 | 1.43305653512922e-09 | 2.86611307025844e-09 | 0.999999998566943 |
171 | 1.10920479850449e-09 | 2.21840959700899e-09 | 0.999999998890795 |
172 | 2.29069822665422e-09 | 4.58139645330843e-09 | 0.999999997709302 |
173 | 1.12421339244004e-09 | 2.24842678488009e-09 | 0.999999998875787 |
174 | 6.8538059191422e-10 | 1.37076118382844e-09 | 0.99999999931462 |
175 | 1.80968758468463e-09 | 3.61937516936925e-09 | 0.999999998190312 |
176 | 7.88770248145633e-10 | 1.57754049629127e-09 | 0.99999999921123 |
177 | 4.45949540769663e-10 | 8.91899081539325e-10 | 0.99999999955405 |
178 | 1.92703261092342e-10 | 3.85406522184685e-10 | 0.999999999807297 |
179 | 1.13775522830252e-10 | 2.27551045660505e-10 | 0.999999999886224 |
180 | 4.39906752715988e-11 | 8.79813505431975e-11 | 0.99999999995601 |
181 | 3.2412005959943e-11 | 6.4824011919886e-11 | 0.999999999967588 |
182 | 3.05844171358109e-11 | 6.11688342716218e-11 | 0.999999999969416 |
183 | 4.44271754455179e-11 | 8.88543508910358e-11 | 0.999999999955573 |
184 | 2.28414294426148e-09 | 4.56828588852297e-09 | 0.999999997715857 |
185 | 4.84784987259554e-09 | 9.69569974519109e-09 | 0.99999999515215 |
186 | 2.04062261466493e-08 | 4.08124522932986e-08 | 0.999999979593774 |
187 | 8.60938403286551e-09 | 1.7218768065731e-08 | 0.999999991390616 |
188 | 3.58426518581177e-09 | 7.16853037162354e-09 | 0.999999996415735 |
189 | 2.12769500739548e-09 | 4.25539001479096e-09 | 0.999999997872305 |
190 | 1.14932126267328e-09 | 2.29864252534657e-09 | 0.999999998850679 |
191 | 2.34782556928822e-09 | 4.69565113857645e-09 | 0.999999997652174 |
192 | 1.28948051838197e-09 | 2.57896103676395e-09 | 0.99999999871052 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 168 | 0.982456140350877 | NOK |
5% type I error level | 170 | 0.994152046783626 | NOK |
10% type I error level | 170 | 0.994152046783626 | NOK |