Multiple Linear Regression - Estimated Regression Equation
CCScore [t] = -1244.96536407372 -0.0664508926911222Costs[t] + 0.0454692964889564Trades[t] + 0.00287777874906581Dividends[t] + 0.00507952195665718Wealth[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-1244.96536407372985.044893-1.26390.2069690.103485
Costs-0.06645089269112220.126319-0.52610.5991230.299561
Trades0.04546929648895640.0158662.86590.0043640.002182
Dividends0.002877778749065810.0015421.86640.0626790.031339
Wealth0.005079521956657180.0025461.99520.0466630.023331


Multiple Linear Regression - Regression Statistics
Multiple R0.222740924544764
R-squared0.0496135194670562
Adjusted R-squared0.0406897027484371
F-TEST (value)5.55967486014584
F-TEST (DF numerator)4
F-TEST (DF denominator)426
p-value0.000226986196598222
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation10593.7375800105
Sum Squared Residuals47808819539.4184


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
10446.799013543048-446.799013543048
2391165.18205849359-1126.18205849359
30511.543394625761-511.543394625761
40902.728118558956-902.728118558956
5305184.239556667321120.760443332679
6-9335.107520029680-344.10752002968
7-1380.130939205515-381.130939205515
80524.381751143607-524.381751143607
90660.956187577554-660.956187577554
100460.062308794023-460.062308794023
1133927.317669217414-894.317669217414
1232936.534116433514-904.534116433514
130531.752996260096-531.752996260096
140373.326204347929-373.326204347929
150494.215890032924-494.215890032924
160369.054268450362-369.054268450362
170522.363459062329-522.363459062329
180541.639198684740-541.639198684740
190543.244900526817-543.244900526817
200522.62241455383-522.62241455383
210531.752996260096-531.752996260096
220385.786971903649-385.786971903649
230531.752996260096-531.752996260096
24-31240.62173135241-1243.62173135241
256749.010377272757-743.010377272757
260515.477844491846-515.477844491846
270408.176768231828-408.176768231828
2870854.862498915975-784.862498915975
290531.752996260096-531.752996260096
305664.261369080244-659.261369080244
31-5-96.977173330613891.9771733306138
320531.752996260096-531.752996260096
330590.86350849459-590.86350849459
34581784.83738833859-1726.83738833859
3537344.246345373023-307.246345373023
369149.114489164868-140.114489164868
370529.762446431986-529.762446431986
38-31149.711314056115-180.711314056115
3928653533.76190799188-668.761907991885
400835.720751046642-835.720751046642
41141242.18218310197-1228.18218310197
420781.072067134641-781.072067134641
4332946.536718061507-914.536718061507
440531.752996260096-531.752996260096
450449.831057633348-449.831057633348
46-4432.85109023577-436.85109023577
470531.752996260096-531.752996260096
480492.797868231255-492.797868231255
4974720.497911482395-646.497911482395
5020977.03352077848-957.03352077848
51247487.473166664298-240.473166664298
5211712.71796278821-701.71796278821
53-6213.629339144719-219.629339144719
54284865.289587583569-581.289587583569
558194202.5584398437-3383.5584398437
566521418.02823643447-766.028236434467
570511.069046739918-511.069046739918
5810107.596254704692-97.5962547046922
5922379.90972251394-357.90972251394
600531.752996260096-531.752996260096
610531.752996260096-531.752996260096
6216542.747763400634-526.747763400634
63-3-148.084534344209145.084534344209
640534.244497981092-534.244497981092
6510-645.246817273854655.246817273854
660526.236610258665-526.236610258665
6773929.532956586266-856.532956586266
680602.958505423928-602.958505423928
690457.130720748878-457.130720748878
700531.752996260096-531.752996260096
7119745148.83891824132-3174.83891824132
72-129-340.927550357312211.927550357312
732832818973.55109396859354.44890603154
740531.752996260096-531.752996260096
750578.746650237668-578.746650237668
760581.164369653861-581.164369653861
770633.399028100315-633.399028100315
780518.399530265865-518.399530265865
79238-875.3967194724581113.39671947246
8030403077.20646994987-37.2064699498656
810529.007476064986-529.007476064986
820531.752996260096-531.752996260096
830531.752996260096-531.752996260096
841555.257188807659-554.257188807659
850531.752996260096-531.752996260096
860531.752996260096-531.752996260096
870521.732620173946-521.732620173946
880531.449203471648-531.449203471648
890444.20152772646-444.20152772646
900670.889173364311-670.889173364311
910531.752996260096-531.752996260096
920401.698128647291-401.698128647291
9319103201.24324447623-1291.24324447623
9438-427.050124504501465.050124504501
950563.96554512403-563.96554512403
960630.510274312688-630.510274312688
970531.752996260096-531.752996260096
980514.103829408888-514.103829408888
990542.910900000312-542.910900000312
1000264.378146696525-264.378146696525
101171091.15503924165-1074.15503924165
1020434.808578851112-434.808578851112
1030542.900405112643-542.900405112643
1040531.755114496427-531.755114496427
1050531.752996260096-531.752996260096
106-366-2395.650731352112029.65073135211
1070431.446381740313-431.446381740313
10829644659.15784836072-1695.15784836072
1090384.687405913222-384.687405913222
1100510.562046785999-510.562046785999
11136554.842890355353-518.842890355353
112-8-59.592783568367351.5927835683673
1130531.752996260096-531.752996260096
114-5520.641602409467-525.641602409467
1150531.752996260096-531.752996260096
1160461.320462392514-461.320462392514
11738926.829048399327-888.829048399327
1186012488.59016325405-1887.59016325405
1191322270.57283074694-2138.57283074694
120661556.58103188393-1490.58103188393
1210-3.856787891721883.85678789172188
1220531.752996260096-531.752996260096
1231952290.85364788896-2095.85364788896
12419897.399845318161-878.399845318161
125-158-137.676395872889-20.3236041271107
1260531.752996260096-531.752996260096
1270545.554348619183-545.554348619183
1280531.752996260096-531.752996260096
129-70-1593.730438814511523.73043881451
13013489.086445226845-476.086445226845
1313588.320450831163-585.320450831163
1320531.752996260096-531.752996260096
1330531.752996260096-531.752996260096
1340531.752996260096-531.752996260096
1350520.235254429314-520.235254429314
1360472.722528749572-472.722528749572
1373352423.52418061608-2088.52418061608
13802592.86841428943-2592.86841428943
13902423.52418061608-2423.52418061608
14045252423.524180616082101.47581938392
14130454449.97254838621-1404.97254838621
1420575.483407516511-575.483407516511
14302423.52418061608-2423.52418061608
1446382423.52418061608-1785.52418061608
14502457.99040944311-2457.99040944311
1466072423.52418061608-1816.52418061608
14715582429.90928068711-871.909280687109
14813242343.81308172766-1019.81308172766
14902653.56306460274-2653.56306460274
15002423.52418061608-2423.52418061608
1516112423.52418061608-1812.52418061608
15202300.27755827211-2300.27755827211
1539232423.52418061608-1500.52418061608
1546612309.25617802116-1648.25617802116
15523972461.60080411016-64.6008041101566
1563662952.92648565118-2586.92648565118
15702553.05796165005-2553.05796165005
1581352423.52418061608-2288.52418061608
15916592481.18048147193-822.180481471934
1603165027.00133850833-4711.00133850833
16102412.08256792083-2412.08256792083
1623092423.52418061608-2114.52418061608
163492225.30401256003-2176.30401256003
16402596.13718714268-2596.13718714268
16545192423.524180616082095.47581938392
16605116.65627712426-5116.65627712426
1678372423.52418061608-1586.52418061608
16851192444.490101659942674.50989834006
16912801616.32307398756-336.323073987563
17025642804.87139973332-240.871399733317
17120455832.36938711829-3787.36938711829
17222344674.81307609624-2440.81307609624
1739752880.68988293156-1905.68988293156
17411363546.75033811508-2410.75033811508
1754531948.01160090004-1495.01160090004
17603495.48487807572-3495.48487807572
177612423.52418061608-2362.52418061608
1783682420.20818953543-2052.20818953543
17902431.35284404751-2431.35284404751
18049012423.524180616082477.47581938392
1815405643.39587248289-5103.39587248289
18204500.59394662763-4500.59394662763
18302423.52418061608-2423.52418061608
18402423.52418061608-2423.52418061608
18522423.52418061608-2421.52418061608
186362423.64845093168-2387.64845093168
1877762453.09321595476-1677.09321595476
188847382634.6627749970882103.337225003
1890-1803.203791913811803.20379191381
19032423.52418061608-2420.52418061608
1915292425.9168851361-1896.9168851361
19202511.11891605281-2511.11891605281
1934052423.52418061608-2018.52418061608
1949722489.30554020245-1517.30554020245
19503044.37327143215-3044.37327143215
19620992423.52418061608-324.524180616077
19734374486.59665921398-1049.59665921398
19801391.588625157-1391.588625157
19902423.52418061608-2423.52418061608
200223302423.5241806160819906.4758193839
20104429.10281504173-4429.10281504173
20202423.52418061608-2423.52418061608
2034832423.52418061608-1940.52418061608
20402400.50930916571-2400.50930916571
20522392423.52418061608-184.524180616077
20629494056.30594868995-1107.30594868995
20703611.20782407526-3611.20782407526
2083652423.52418061608-2058.52418061608
20924613711.54788129044-1250.54788129044
210219502192.5241300198819757.4758699801
21132946389.28358481953-3095.28358481953
2121412826.57243611272-2685.57243611272
2135722464.46224616239-1892.46224616239
214133262303.7121406441611022.2878593558
21522848299.11664936747-6015.11664936747
216102786.87548680440-2776.87548680440
21702468.18081887488-2468.18081887488
21814142423.52418061608-1009.52418061608
21919752884.39875212849-909.398752128487
220435293.60917053836-5250.60917053836
22102423.62590910153-2423.62590910153
2228442423.52418061608-1579.52418061608
2233042372.29087585563-2068.29087585563
2244582467.80784579787-2009.80784579787
225185622276.8429719873116285.1570280127
22604485.17168462298-4485.17168462298
22771232423.524180616084699.47581938392
22862213692.9962084959-13070.9962084959
2291742945.68743405471-2771.68743405471
23022202586.98623760054-366.98623760054
23112114324.9139268526-14203.9139268526
232118192157.823461769859661.17653823015
23305228.10116220923-5228.10116220923
2341252423.52418061608-2298.52418061608
23511822411.36935888851-1229.36935888851
23615032909.60561809755-1406.60561809755
23702303.72411137323-2303.72411137323
23802423.52418061608-2423.52418061608
239302423.52418061608-2393.52418061608
24033102491.32699753314818.67300246686
2415543463.41063401742-2909.41063401742
24203296.89112805547-3296.89112805547
2434682423.52418061608-1955.52418061608
24449172412.865142076322504.13485792368
24532561854.678268955531401.32173104447
24601525.11445975960-1525.11445975960
2471252423.52418061608-2298.52418061608
24802384.49828381332-2384.49828381332
249222423.52418061608-2401.52418061608
25002415.19997018386-2415.19997018386
2515142423.52418061608-1909.52418061608
25203261.38292447265-3261.38292447265
25302423.52418061608-2423.52418061608
25402423.52418061608-2423.52418061608
25502423.52418061608-2423.52418061608
25602423.52418061608-2423.52418061608
25702423.52418061608-2423.52418061608
258103272423.524180616087903.47581938392
259137184619.771248258429098.22875174158
26037484132.01907871069-384.019078710694
261144162923.0585605084911492.9414394915
26215262264.76741182678-738.76741182678
2636662709.56571952865-2043.56571952865
26428445081.19184814934-2237.19184814934
26502748.59937730714-2748.59937730714
2663682423.52418061608-2055.52418061608
26702390.23148436668-2390.23148436668
2683332423.52418061608-2090.52418061608
269262927.37141647751-2901.37141647751
27002427.14365778184-2427.14365778184
27102423.52418061608-2423.52418061608
27213032423.52418061608-1120.52418061608
273202818.02525056373-2798.02525056373
27423842432.84863444147-48.848634441472
2752032706.61118884113-2503.61118884113
276711929.36464852489-1858.36464852489
277532426.88517401987-2373.88517401987
2785622330.06647402668-1768.06647402668
2796222228.20937342518-1606.20937342518
2806452283.56301957446-1638.56301957446
28117632413.68086738696-650.680867386959
28202441.67126659335-2441.67126659335
2833172423.52418061608-2106.52418061608
28412520.19917532966-2519.19917532966
2852752423.05698373345-2148.05698373345
28602377.46956081939-2377.46956081939
2879362423.52418061608-1487.52418061608
28885683018.894411703135549.10558829687
289115282480.284779852369047.71522014764
2900-2150.713079583862150.71307958386
2917382423.52418061608-1685.52418061608
29202440.11483306856-2440.11483306856
2935922423.52418061608-1831.52418061608
2941262473.71202699366-2347.71202699366
29522433.84366822921-2431.84366822921
29602424.81144586878-2424.81144586878
297180142423.5241806160815590.4758193839
29802710.11700743809-2710.11700743809
29902423.52418061608-2423.52418061608
300377042423.5241806160835280.4758193839
301634315.29003498046-4252.29003498046
30214312658.34146732696-1227.34146732696
303944507.23499274526-4413.23499274526
3041922445.25087526952-2253.25087526952
305322621.66516667309-2589.66516667309
30668692388.977048733864480.02295126614
30705185.57317495823-5185.57317495823
30802423.52418061608-2423.52418061608
30912423.52418061608-2422.52418061608
31002423.40111565577-2423.40111565577
31123282423.52418061608-95.5241806160768
3122093240.32424655575-3031.32424655575
313282576.17326591376-2548.17326591376
3141762432.00741508853-2256.00741508853
31519202745.30952047473-825.309520474726
316875502841.1750387675384708.8249612325
31752017614.6846880321-17094.6846880321
31802260.44853824169-2260.44853824169
31910132423.52418061608-1410.52418061608
320152656.64826083620-2641.64826083620
3215872428.92602123953-1841.92602123953
32253712401.269610265322969.73038973468
32304023.56099499519-4023.56099499519
32410122423.52418061608-1411.52418061608
32505029.71077738385-5029.71077738385
3268762423.52418061608-1547.52418061608
3271625566085.57377575908156470.426224241
3284355626738.097241037616817.9027589624
3293425881.457375933562543.54262406644
3308103373.39472370192-2563.39472370192
33102799.06506914910-2799.06506914910
33202423.52418061608-2423.52418061608
33323652423.52418061608-58.5241806160768
33412619054.93330156318-7793.93330156318
33503098.75536635604-3098.75536635604
33615852423.52418061608-838.524180616077
337161894005.1784400351412183.8215599649
33805061.19516782342-5061.19516782342
33902423.52418061608-2423.52418061608
340105792423.524180616088155.47581938392
3414744844.34229604255-4370.34229604255
34202403.39109836728-2403.39109836728
34336422423.524180616081218.47581938392
34404172.59099350713-4172.59099350713
3454722423.52418061608-1951.52418061608
346983169.10719515537-3071.10719515537
34739992457.988236987331541.01176301267
34801206.17543316161-1206.17543316161
3496212423.52418061608-1802.52418061608
35002399.83324195856-2399.83324195856
35102423.52418061608-2423.52418061608
352302423.52418061608-2393.52418061608
35302420.42782446352-2420.42782446352
3547462423.52418061608-1677.52418061608
35502783.41008191198-2783.41008191198
35602423.52418061608-2423.52418061608
35702423.52418061608-2423.52418061608
35802423.52418061608-2423.52418061608
35941502423.524180616081726.47581938392
36046586364.53895728652-1706.53895728651
3618146538.43256320241-5724.43256320241
36210021424.42294878446-422.422948784464
3634962193.63309383526-1697.63309383526
3643893664.12334038761-3275.12334038761
365126792373.0723728055510305.9276271945
3664003774.94556398451-3374.94556398451
367532407.34289843025-2354.34289843025
36802407.44488888589-2407.44488888589
36951092423.524180616082685.47581938392
3705762416.36631913755-1840.36631913755
3714384830.36471705683-4392.36471705683
3721652263.90198371434-2098.90198371434
37340692546.560457670411522.43954232959
374232971.46662470858-2948.46662470858
37512852504.97624020789-1219.97624020789
37646774254.1691235801422.830876419897
377248114075.105414499320735.8945855007
3781675734.94575816214-5567.94575816214
37902560.48140779429-2560.48140779429
38046282423.524180616082204.47581938392
3812263011.02483661975-2785.02483661975
38217652583.77970698292-818.779706982918
3834602994.29506379370-2534.29506379370
384362583.38131490725-2547.38131490725
3859892432.54299707916-1443.54299707916
38630552310.22582751282744.774172487178
38702575.52653224499-2575.52653224499
38802423.52418061608-2423.52418061608
38902423.52418061608-2423.52418061608
39002423.52418061608-2423.52418061608
39102423.52418061608-2423.52418061608
392132532423.5241806160810829.4758193839
393243851.76827987746-3827.76827987746
39402382.71885718002-2382.71885718002
39502423.52418061608-2423.52418061608
39602423.52418061608-2423.52418061608
39702423.52418061608-2423.52418061608
3981312423.52418061608-2292.52418061608
3995142408.61760163345-1894.61760163345
40033664511.39570560128-1145.39570560128
40193274543.398478806664783.60152119334
4023843839.1389677327-3455.1389677327
403178212131.6097126882215689.3902873118
4043975598.2513085085-5201.2513085085
4058972533.33042114999-1636.33042114999
4062182421.84800347681-2203.84800347681
40733692422.62656759315946.373432406849
40857024699.579187472241002.42081252776
40986364291.647071896754344.35292810325
4105345400.16384997034-4866.16384997034
41102478.09728822518-2478.09728822518
41202423.52418061608-2423.52418061608
4137262423.52418061608-1697.52418061608
41413802603.99591247273-1223.99591247273
4151802525.93970999898-2345.93970999898
41672852376.354079527524908.64592047248
4178808749.47624357318-7869.47624357318
41813175.52175996891-3174.52175996891
41902423.73258613611-2423.73258613611
420962423.52418061608-2327.52418061608
42118892402.93568333518-513.93568333518
422451871490.5542189773343696.4457810227
42328814967.1279024319-14679.1279024319
42412702359.82629548512-1089.82629548512
42565262692.288395495513833.71160450449
42601170.43727925807-1170.43727925807
4272262423.52418061608-2197.52418061608
4286943055.74500237457-2361.74500237457
42902907.16293476699-2907.16293476699
4302492423.52418061608-2174.52418061608
43115952231.69922210844-636.699222108439


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
86.35500903842742e-091.27100180768548e-080.999999993644991
99.13522085249507e-121.82704417049901e-110.999999999990865
101.44907203374393e-142.89814406748787e-140.999999999999986
111.08092301776106e-162.16184603552211e-161
121.97403215309690e-193.94806430619380e-191
133.06681250295087e-226.13362500590174e-221
149.77678488268413e-241.95535697653683e-231
151.85512934188279e-263.71025868376557e-261
164.13311216037453e-298.26622432074905e-291
171.03999163890566e-312.07998327781133e-311
182.58706130673981e-345.17412261347962e-341
195.25649143406214e-371.05129828681243e-361
209.42202914642255e-401.88440582928451e-391
211.69578197999035e-423.39156395998069e-421
227.2039736575718e-451.44079473151436e-441
231.24582428285304e-472.49164856570608e-471
241.03924271709737e-492.07848543419473e-491
259.8609318036535e-521.9721863607307e-511
261.78033646065243e-543.56067292130485e-541
271.70399327897214e-563.40798655794428e-561
286.96839586617382e-581.39367917323476e-571
291.47169673067431e-602.94339346134861e-601
304.12621665689049e-638.25243331378098e-631
311.46346772664779e-612.92693545329558e-611
324.2460664145492e-648.4921328290984e-641
331.37797503108572e-662.75595006217144e-661
344.18115819614139e-698.36231639228278e-691
351.42960671489771e-712.85921342979542e-711
367.94287611703941e-731.58857522340788e-721
372.35492233012431e-754.70984466024861e-751
381.81897696292939e-773.63795392585879e-771
391.02696445869948e-632.05392891739895e-631
402.20827445957569e-654.41654891915138e-651
411.95086795640402e-673.90173591280803e-671
423.23917214225005e-696.4783442845001e-691
435.6398389518673e-711.12796779037346e-701
445.49175680602922e-731.09835136120584e-721
457.64723854249548e-751.52944770849910e-741
467.0586722742643e-771.41173445485286e-761
476.59883627925054e-791.31976725585011e-781
486.26262720136225e-811.25252544027245e-801
495.40120293709955e-831.08024058741991e-821
504.61798871141252e-859.23597742282505e-851
512.73852313238451e-775.47704626476902e-771
524.01898048759636e-798.03796097519271e-791
537.05837243974737e-811.41167448794947e-801
541.37404130737605e-812.74808261475209e-811
551.25538111581292e-812.51076223162585e-811
561.03658318727069e-792.07316637454138e-791
571.83809475699405e-813.6761895139881e-811
584.10390517027132e-838.20781034054264e-831
597.08003852001502e-851.41600770400300e-841
601.22531218315056e-862.45062436630112e-861
612.09774347253789e-884.19548694507577e-881
623.52162383323127e-907.04324766646253e-901
636.5505129586075e-921.3101025917215e-911
641.08681189595188e-932.17362379190377e-931
655.9694029487869e-951.19388058975738e-941
669.88346329353033e-971.97669265870607e-961
671.58511810201512e-983.17023620403024e-981
682.53017596522047e-1005.06035193044094e-1001
694.00317205856166e-1028.00634411712333e-1021
706.39327380200399e-1041.27865476040080e-1031
711.69958080546129e-1053.39916161092257e-1051
722.65537456397822e-1075.31074912795644e-1071
731.6210164924928e-613.2420329849856e-611
741.23938411791787e-622.47876823583574e-621
759.40497189507295e-641.88099437901459e-631
767.2115890670009e-651.44231781340018e-641
775.54125882069988e-661.10825176413998e-651
784.09892871694833e-678.19785743389666e-671
792.24264551292747e-674.48529102585495e-671
801.89896749754429e-683.79793499508857e-681
811.41117979498882e-692.82235958997765e-691
821.04043882631500e-702.08087765262999e-701
837.6107841371558e-721.52215682743116e-711
845.53971504970619e-731.10794300994124e-721
853.98991666501519e-747.97983333003038e-741
862.85178797891352e-755.70357595782703e-751
872.02231904893933e-764.04463809787867e-761
881.42404206611329e-772.84808413222659e-771
899.9522821052728e-791.99045642105456e-781
906.90878693518714e-801.38175738703743e-791
914.75798756022345e-819.5159751204469e-811
923.25246486748167e-826.50492973496333e-821
932.45889146510005e-834.91778293020011e-831
945.77414205674743e-841.15482841134949e-831
953.94851427579167e-857.89702855158334e-851
962.67853390611291e-865.35706781222582e-861
971.79691434767453e-873.59382869534906e-871
981.19705013411514e-882.39410026823027e-881
997.94640426715974e-901.58928085343195e-891
1005.21250398874138e-911.04250079774828e-901
1016.26580311426187e-921.25316062285237e-911
1024.09715159170406e-938.19430318340813e-931
1032.6572813746418e-945.3145627492836e-941
1041.71086833142419e-953.42173666284837e-951
1051.09423671731029e-962.18847343462059e-961
1066.4663604411919e-951.29327208823838e-941
1074.36569276796071e-968.73138553592142e-961
1081.43175709878003e-962.86351419756005e-961
1099.74340774449414e-981.94868154889883e-971
1106.62187798521253e-991.32437559704251e-981
1114.60302788751421e-1009.20605577502842e-1001
1125.7359587987668e-1011.14719175975336e-1001
1133.81737933537456e-1027.63475867074912e-1021
1142.52101733730706e-1035.04203467461412e-1031
1151.65727196552525e-1043.3145439310505e-1041
1161.08312865739911e-1052.16625731479823e-1051
1177.09887183417794e-1071.41977436683559e-1061
1187.72639722881052e-1071.54527944576210e-1061
1193.58361992144263e-1077.16723984288526e-1071
1204.06013530381102e-1088.12027060762203e-1081
1213.90745682467291e-1097.81491364934582e-1091
1222.58705230641427e-1105.17410461282855e-1101
1232.42266439303586e-1104.84532878607171e-1101
1241.62629707220391e-1113.25259414440781e-1111
1251.83091090796074e-1123.66182181592148e-1121
1261.21607261082421e-1132.43214522164843e-1131
1278.02945480619391e-1151.60589096123878e-1141
1285.27231954281032e-1161.05446390856206e-1151
1291.43519320852971e-1132.87038641705941e-1131
1301.02598014750098e-1142.05196029500197e-1141
1317.10198305767077e-1161.42039661153415e-1151
1324.87958411907899e-1179.75916823815797e-1171
1333.33518429785248e-1186.67036859570496e-1181
1342.26918842663875e-1194.5383768532775e-1191
1351.53960159926975e-1203.07920319853949e-1201
1363.16480116146974e-1216.32960232293947e-1211
1375.54952053623582e-1221.10990410724716e-1211
1384.19106616229001e-1238.38213232458003e-1231
1392.8586827652932e-1245.7173655305864e-1241
1402.75775283138885e-1215.5155056627777e-1211
1412.27287392562467e-1224.54574785124934e-1221
1422.25622421571164e-1234.51244843142327e-1231
1434.02631623263999e-1248.05263246527998e-1241
1443.31627845821876e-1256.63255691643753e-1251
1453.7227894436957e-1267.4455788873914e-1261
1462.88255748934360e-1275.76511497868721e-1271
1472.60344704843777e-1285.20689409687554e-1281
1483.84559331892273e-1297.69118663784546e-1291
1491.55215348988155e-1293.1043069797631e-1291
1501.80733249433384e-1303.61466498866768e-1301
1511.33557303460602e-1312.67114606921204e-1311
1521.44328142162908e-1322.88656284325816e-1321
1531.02270305866341e-1332.04540611732682e-1331
1547.17710751304688e-1351.43542150260938e-1341
1556.72409982797285e-1361.34481996559457e-1351
1562.13375230728303e-1364.26750461456607e-1361
1571.91765238831779e-1373.83530477663558e-1371
1581.64886088978666e-1383.29772177957331e-1381
1591.71831709627895e-1393.43663419255791e-1391
1605.82778920953655e-1391.16555784190731e-1381
1614.92769511670594e-1409.85539023341189e-1401
1623.60147768766487e-1417.20295537532973e-1411
1632.61436669291812e-1425.22873338583625e-1421
1642.46215903087312e-1434.92431806174624e-1431
1659.30464414319314e-1411.86092882863863e-1401
1662.82651564056332e-1415.65303128112665e-1411
1672.15985489243538e-1424.31970978487077e-1421
1682.86787663846494e-1395.73575327692989e-1391
1693.45915891543945e-1396.9183178308789e-1391
1705.38006188799617e-1401.07601237759923e-1391
1716.23601052570616e-1401.24720210514123e-1391
1724.92611862042585e-1419.8522372408517e-1411
1735.09870194186275e-1421.01974038837255e-1411
1746.89476216846517e-1431.37895243369303e-1421
1755.92156473430267e-1441.18431294686053e-1431
1761.25124643397294e-1442.50249286794589e-1441
1771.10482598600570e-1452.20965197201139e-1451
1788.7760017520786e-1471.75520035041572e-1461
1798.11603240123672e-1481.62320648024734e-1471
1801.81226568846297e-1453.62453137692593e-1451
1812.60358981643640e-1455.20717963287281e-1451
1821.66837718095084e-1453.33675436190168e-1451
1831.52363395838145e-1463.0472679167629e-1461
1841.38221629796816e-1472.76443259593632e-1471
1851.24478760671780e-1482.48957521343561e-1481
1861.09904402121389e-1492.19808804242777e-1491
1879.14101159712157e-1511.82820231942431e-1501
1881.32013101061958e-222.64026202123916e-221
1896.53956287702357e-231.30791257540471e-221
1903.26842582784206e-236.53685165568413e-231
1911.59543184990255e-233.19086369980509e-231
1927.90588552252102e-241.58117710450420e-231
1933.83845811800059e-247.67691623600118e-241
1941.82937790715175e-243.65875581430349e-241
1959.14538520026395e-251.82907704005279e-241
1964.26951937315274e-258.5390387463055e-251
1971.98930719491798e-253.97861438983595e-251
1989.35810300602482e-261.87162060120496e-251
1994.49008840676824e-268.98017681353648e-261
2001.44629574835868e-242.89259149671736e-241
2018.39158149482942e-251.67831629896588e-241
2024.11322479596186e-258.22644959192373e-251
2031.97173623583177e-253.94347247166353e-251
2049.56266300943826e-261.91253260188765e-251
2054.43429360512119e-268.86858721024239e-261
2062.04630190100476e-264.09260380200952e-261
2071.03461358409699e-262.06922716819398e-261
2084.86716095453169e-279.73432190906338e-271
2092.22240028615798e-274.44480057231596e-271
2106.58507377264224e-261.31701475452845e-251
2113.33528850718396e-266.67057701436791e-261
2121.64554255101182e-263.29108510202364e-261
2137.77452131001539e-271.55490426200308e-261
2141.30997640222173e-262.61995280444346e-261
2157.86309905958616e-271.57261981191723e-261
2163.86143071633563e-277.72286143267127e-271
2171.84948629857919e-273.69897259715838e-271
2188.47162706403411e-281.69432541280682e-271
2193.84044446825864e-287.68088893651727e-281
2202.10966698397484e-284.21933396794968e-281
2219.91156662883129e-291.98231332576626e-281
2224.50971968750037e-299.01943937500073e-291
2232.06592264299311e-294.13184528598622e-291
2249.42932290797334e-301.88586458159467e-291
2257.72024180935485e-291.54404836187097e-281
2263.97007307257489e-297.94014614514979e-291
2272.31357384692146e-294.62714769384292e-291
2282.55587084682964e-295.11174169365927e-291
2291.18871326412910e-292.37742652825821e-291
2305.30208512175701e-301.06041702435140e-291
2317.12014566533484e-301.42402913306697e-291
2329.24459609874332e-301.84891921974866e-291
2335.25092552550806e-301.05018510510161e-291
2342.41100104035381e-304.82200208070762e-301
2351.07039914760017e-302.14079829520034e-301
2364.7496616109523e-319.4993232219046e-311
2372.16415879851996e-314.32831759703992e-311
2389.81116491839545e-321.96223298367909e-311
2394.42317684669543e-328.84635369339087e-321
2401.94986847789745e-323.8997369557949e-321
2419.0074380159468e-331.80148760318936e-321
2424.14804325599948e-338.29608651199896e-331
2431.80945563712064e-333.61891127424128e-331
2448.52669700909096e-341.70533940181819e-331
2453.79314730187625e-347.58629460375251e-341
2461.69777867615201e-343.39555735230401e-341
2477.37115320266502e-351.47423064053300e-341
2483.19533734138084e-356.39067468276167e-351
2491.38107375272282e-352.76214750544565e-351
2505.94396944527583e-361.18879388905517e-351
2512.50081452028543e-365.00162904057086e-361
2521.09625187660474e-362.19250375320948e-361
2534.66205493051933e-379.32410986103866e-371
2541.97412900355916e-373.94825800711833e-371
2558.32352136249792e-381.66470427249958e-371
2563.49441482844504e-386.98882965689009e-381
2571.46076390189077e-382.92152780378154e-381
2581.36697542891472e-382.73395085782943e-381
2591.36501826367748e-382.73003652735496e-381
2605.69715613597989e-391.13943122719598e-381
2616.8828265965275e-391.3765653193055e-381
2622.92315549923559e-395.84631099847119e-391
2631.18789098038892e-392.37578196077785e-391
2645.02579251950837e-401.00515850390167e-391
2652.06636728880381e-404.13273457760762e-401
2668.33731590724388e-411.66746318144878e-401
2673.37908175470797e-416.75816350941594e-411
2681.3531803884328e-412.7063607768656e-411
2695.58254093379491e-421.11650818675898e-411
2702.24954548862917e-424.49909097725833e-421
2719.02898435725912e-431.80579687145182e-421
2723.44872679963064e-436.89745359926129e-431
2731.37453863970824e-432.74907727941647e-431
2745.17410373683921e-441.03482074736784e-431
2752.09519651241782e-444.19039302483564e-441
2768.02341820247838e-451.60468364049568e-441
2773.12551179762693e-456.25102359525385e-451
2781.17808688214214e-452.35617376428428e-451
2794.39736410349947e-468.79472820699894e-461
2801.64148085895327e-463.28296171790653e-461
2815.97251230939976e-471.19450246187995e-461
2822.26985078156467e-474.53970156312933e-471
2838.49705016707287e-481.69941003341457e-471
2843.21584100744751e-486.43168201489502e-481
2851.19428280254191e-482.38856560508383e-481
2864.47448834295606e-498.94897668591212e-491
2871.60708593342016e-493.21417186684031e-491
2888.52348168974784e-501.70469633794957e-491
2895.99488854039153e-501.19897770807831e-491
2902.38071675654466e-504.76143351308931e-501
2918.46467274353381e-511.69293454870676e-501
2923.09994202673768e-516.19988405347535e-511
2931.09784924183097e-512.19569848366194e-511
2943.94992138458021e-527.89984276916041e-521
2951.42437866866605e-522.84875733733210e-521
2965.12135067678689e-531.02427013535738e-521
2975.81259693556705e-521.16251938711341e-511
2983.61145442795468e-517.22290885590936e-511
2991.30353655122473e-512.60707310244947e-511
3003.88216840818881e-457.76433681637763e-451
3012.44475021628494e-454.88950043256988e-451
3029.02928204891953e-461.80585640978391e-451
3034.44536374262435e-468.8907274852487e-461
3041.67407154119215e-463.34814308238431e-461
3056.40398115787188e-471.28079623157438e-461
3063.04711247262642e-476.09422494525283e-471
3071.54926315374129e-473.09852630748258e-471
3085.77335748949222e-481.15467149789844e-471
3092.14065578947151e-484.28131157894302e-481
3107.890015576077e-491.5780031152154e-481
3112.75907397789491e-495.51814795578983e-491
3121.08294333646652e-492.16588667293305e-491
3133.96392213320387e-507.92784426640774e-501
3141.42172867079332e-502.84345734158665e-501
3154.90772636927248e-519.81545273854496e-511
3169.2964353393075e-241.8592870678615e-231
3175.7906179873683e-241.15812359747366e-231
3182.84920761332854e-245.69841522665708e-241
3191.36630763994427e-242.73261527988854e-241
3206.97259383376729e-251.39451876675346e-241
3213.3305152897114e-256.6610305794228e-251
3221.67083026808138e-253.34166053616276e-251
3238.4299822686445e-261.6859964537289e-251
3243.92773170978519e-267.85546341957038e-261
3252.45602493206890e-264.91204986413779e-261
3261.13552509406083e-262.27105018812166e-261
3270.9999999999991571.68651867369646e-128.43259336848231e-13
3280.9999999999996277.47012443063417e-133.73506221531708e-13
3290.999999999999529.61823682200873e-134.80911841100437e-13
3300.9999999999990721.85642976269455e-129.28214881347277e-13
3310.9999999999982263.54747131577044e-121.77373565788522e-12
3320.9999999999968356.3296397516324e-123.1648198758162e-12
3330.9999999999938981.22035828463484e-116.10179142317421e-12
3340.9999999999892532.14930213203011e-111.07465106601505e-11
3350.9999999999806843.86312776063512e-111.93156388031756e-11
3360.999999999963967.20794001710278e-113.60397000855139e-11
3370.999999999988112.37816710313186e-111.18908355156593e-11
3380.999999999977784.44387218334157e-112.22193609167078e-11
3390.9999999999607947.84118033731377e-113.92059016865688e-11
3400.99999999995858.30018269646638e-114.15009134823319e-11
3410.9999999999247121.50577000341567e-107.52885001707833e-11
3420.999999999865162.69678516953101e-101.34839258476551e-10
3430.9999999997471065.05788087616752e-102.52894043808376e-10
3440.9999999995959578.08085760424197e-104.04042880212098e-10
3450.9999999992864681.42706490370365e-097.13532451851823e-10
3460.999999998718712.56258116048671e-091.28129058024336e-09
3470.9999999976670134.66597369948810e-092.33298684974405e-09
3480.999999995750658.4986981747642e-094.2493490873821e-09
3490.9999999926406441.47187117444836e-087.35935587224182e-09
3500.999999987635382.47292380607238e-081.23646190303619e-08
3510.9999999794796764.10406478719542e-082.05203239359771e-08
3520.9999999661413576.77172857382949e-083.38586428691474e-08
3530.999999944529961.10940079829661e-075.54700399148305e-08
3540.9999999069213671.86157267010233e-079.30786335051167e-08
3550.9999998436948523.12610295449354e-071.56305147724677e-07
3560.9999997499241135.00151773633909e-072.50075886816954e-07
3570.9999996029429757.94114050682174e-073.97057025341087e-07
3580.9999993744183981.25116320354652e-066.2558160177326e-07
3590.999998943400442.11319911834213e-061.05659955917106e-06
3600.9999982367782783.52644344388899e-061.76322172194450e-06
3610.9999972192019045.56159619147998e-062.78079809573999e-06
3620.9999956078690518.78426189762893e-064.39213094881446e-06
3630.999993135057741.37298845200836e-056.86494226004182e-06
3640.999989194427062.16111458814844e-051.08055729407422e-05
3650.9999897608396852.04783206290735e-051.02391603145368e-05
3660.999983590990063.28180198802008e-051.64090099401004e-05
3670.9999751495726444.9700854712212e-052.4850427356106e-05
3680.9999628569822037.42860355943024e-053.71430177971512e-05
3690.999941987911650.0001160241767014405.80120883507199e-05
3700.9999094057757280.0001811884485443979.05942242721983e-05
3710.999860738559340.0002785228813189920.000139261440659496
3720.9997953568970160.0004092862059679820.000204643102983991
3730.9996863715446330.0006272569107338830.000313628455366942
3740.999524747601230.0009505047975386270.000475252398769314
3750.9993004153795590.001399169240882640.000699584620441321
3760.9989851259863820.002029748027235230.00101487401361761
3770.9998717593881250.0002564812237498140.000128240611874907
3780.9998282547148440.0003434905703119470.000171745285155974
3790.9997414491202160.0005171017595680120.000258550879784006
3800.9995979252712870.0008041494574255230.000402074728712761
3810.9994111155793250.001177768841350070.000588884420675037
3820.9990972385433330.001805522913333700.000902761456666848
3830.9986318799986030.002736240002794180.00136812000139709
3840.9980593759215660.00388124815686720.0019406240784336
3850.9971914736114780.005617052777044560.00280852638852228
3860.9958603358718350.00827932825633110.00413966412816555
3870.9944931677172480.01101366456550450.00550683228275223
3880.9924993664031040.01500126719379230.00750063359689614
3890.9898955083977310.02020898320453760.0101044916022688
3900.9865382753429080.02692344931418400.0134617246570920
3910.9822660155107760.03546796897844880.0177339844892244
3920.982281953544940.03543609291011950.0177180464550597
3930.978755626062270.0424887478754610.0212443739377305
3940.9721992499842550.05560150003148920.0278007500157446
3950.9638944464520930.07221110709581430.0361055535479071
3960.953678273087760.09264345382447770.0463217269122388
3970.941299569395810.1174008612083790.0587004306041894
3980.926266144314880.1474677113702410.0737338556851207
3990.9085606013867260.1828787972265490.0914393986132745
4000.881787290225240.2364254195495210.118212709774761
4010.8809948480216370.2380103039567260.119005151978363
4020.8511728488509170.2976543022981650.148827151149083
4030.8754872829281120.2490254341437770.124512717071888
4040.8413464256398430.3173071487203140.158653574360157
4050.8029967339444090.3940065321111820.197003266055591
4060.7619042725629580.4761914548740840.238095727437042
4070.7064265755190050.5871468489619890.293573424480995
4080.65424593767070.69150812465860.3457540623293
4090.6338069688941440.7323860622117110.366193031105856
4100.8200568566700680.3598862866598640.179943143329932
4110.7666385015067750.466722996986450.233361498493225
4120.7027284958028240.5945430083943520.297271504197176
4130.6285611527687820.7428776944624370.371438847231218
4140.5651762430034440.869647513993110.434823756996556
4150.5252115243327130.9495769513345740.474788475667287
4160.4402294510796210.8804589021592420.559770548920379
4170.7995580199002890.4008839601994220.200441980099711
4180.7717689780992740.4564620438014530.228231021900726
4190.696708109961130.606583780077740.30329189003887
4200.6112945985982340.7774108028035330.388705401401766
4210.5061653324235180.9876693351529640.493834667576482
4220.9951746894520640.00965062109587260.0048253105479363
4230.9811266065058380.03774678698832470.0188733934941624


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level3800.913461538461538NOK
5% type I error level3880.932692307692308NOK
10% type I error level3910.939903846153846NOK