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 | |||||
Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
(Intercept) | -1244.96536407372 | 985.044893 | -1.2639 | 0.206969 | 0.103485 |
Costs | -0.0664508926911222 | 0.126319 | -0.5261 | 0.599123 | 0.299561 |
Trades | 0.0454692964889564 | 0.015866 | 2.8659 | 0.004364 | 0.002182 |
Dividends | 0.00287777874906581 | 0.001542 | 1.8664 | 0.062679 | 0.031339 |
Wealth | 0.00507952195665718 | 0.002546 | 1.9952 | 0.046663 | 0.023331 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.222740924544764 |
R-squared | 0.0496135194670562 |
Adjusted R-squared | 0.0406897027484371 |
F-TEST (value) | 5.55967486014584 |
F-TEST (DF numerator) | 4 |
F-TEST (DF denominator) | 426 |
p-value | 0.000226986196598222 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 10593.7375800105 |
Sum Squared Residuals | 47808819539.4184 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0 | 446.799013543048 | -446.799013543048 |
2 | 39 | 1165.18205849359 | -1126.18205849359 |
3 | 0 | 511.543394625761 | -511.543394625761 |
4 | 0 | 902.728118558956 | -902.728118558956 |
5 | 305 | 184.239556667321 | 120.760443332679 |
6 | -9 | 335.107520029680 | -344.10752002968 |
7 | -1 | 380.130939205515 | -381.130939205515 |
8 | 0 | 524.381751143607 | -524.381751143607 |
9 | 0 | 660.956187577554 | -660.956187577554 |
10 | 0 | 460.062308794023 | -460.062308794023 |
11 | 33 | 927.317669217414 | -894.317669217414 |
12 | 32 | 936.534116433514 | -904.534116433514 |
13 | 0 | 531.752996260096 | -531.752996260096 |
14 | 0 | 373.326204347929 | -373.326204347929 |
15 | 0 | 494.215890032924 | -494.215890032924 |
16 | 0 | 369.054268450362 | -369.054268450362 |
17 | 0 | 522.363459062329 | -522.363459062329 |
18 | 0 | 541.639198684740 | -541.639198684740 |
19 | 0 | 543.244900526817 | -543.244900526817 |
20 | 0 | 522.62241455383 | -522.62241455383 |
21 | 0 | 531.752996260096 | -531.752996260096 |
22 | 0 | 385.786971903649 | -385.786971903649 |
23 | 0 | 531.752996260096 | -531.752996260096 |
24 | -3 | 1240.62173135241 | -1243.62173135241 |
25 | 6 | 749.010377272757 | -743.010377272757 |
26 | 0 | 515.477844491846 | -515.477844491846 |
27 | 0 | 408.176768231828 | -408.176768231828 |
28 | 70 | 854.862498915975 | -784.862498915975 |
29 | 0 | 531.752996260096 | -531.752996260096 |
30 | 5 | 664.261369080244 | -659.261369080244 |
31 | -5 | -96.9771733306138 | 91.9771733306138 |
32 | 0 | 531.752996260096 | -531.752996260096 |
33 | 0 | 590.86350849459 | -590.86350849459 |
34 | 58 | 1784.83738833859 | -1726.83738833859 |
35 | 37 | 344.246345373023 | -307.246345373023 |
36 | 9 | 149.114489164868 | -140.114489164868 |
37 | 0 | 529.762446431986 | -529.762446431986 |
38 | -31 | 149.711314056115 | -180.711314056115 |
39 | 2865 | 3533.76190799188 | -668.761907991885 |
40 | 0 | 835.720751046642 | -835.720751046642 |
41 | 14 | 1242.18218310197 | -1228.18218310197 |
42 | 0 | 781.072067134641 | -781.072067134641 |
43 | 32 | 946.536718061507 | -914.536718061507 |
44 | 0 | 531.752996260096 | -531.752996260096 |
45 | 0 | 449.831057633348 | -449.831057633348 |
46 | -4 | 432.85109023577 | -436.85109023577 |
47 | 0 | 531.752996260096 | -531.752996260096 |
48 | 0 | 492.797868231255 | -492.797868231255 |
49 | 74 | 720.497911482395 | -646.497911482395 |
50 | 20 | 977.03352077848 | -957.03352077848 |
51 | 247 | 487.473166664298 | -240.473166664298 |
52 | 11 | 712.71796278821 | -701.71796278821 |
53 | -6 | 213.629339144719 | -219.629339144719 |
54 | 284 | 865.289587583569 | -581.289587583569 |
55 | 819 | 4202.5584398437 | -3383.5584398437 |
56 | 652 | 1418.02823643447 | -766.028236434467 |
57 | 0 | 511.069046739918 | -511.069046739918 |
58 | 10 | 107.596254704692 | -97.5962547046922 |
59 | 22 | 379.90972251394 | -357.90972251394 |
60 | 0 | 531.752996260096 | -531.752996260096 |
61 | 0 | 531.752996260096 | -531.752996260096 |
62 | 16 | 542.747763400634 | -526.747763400634 |
63 | -3 | -148.084534344209 | 145.084534344209 |
64 | 0 | 534.244497981092 | -534.244497981092 |
65 | 10 | -645.246817273854 | 655.246817273854 |
66 | 0 | 526.236610258665 | -526.236610258665 |
67 | 73 | 929.532956586266 | -856.532956586266 |
68 | 0 | 602.958505423928 | -602.958505423928 |
69 | 0 | 457.130720748878 | -457.130720748878 |
70 | 0 | 531.752996260096 | -531.752996260096 |
71 | 1974 | 5148.83891824132 | -3174.83891824132 |
72 | -129 | -340.927550357312 | 211.927550357312 |
73 | 28328 | 18973.5510939685 | 9354.44890603154 |
74 | 0 | 531.752996260096 | -531.752996260096 |
75 | 0 | 578.746650237668 | -578.746650237668 |
76 | 0 | 581.164369653861 | -581.164369653861 |
77 | 0 | 633.399028100315 | -633.399028100315 |
78 | 0 | 518.399530265865 | -518.399530265865 |
79 | 238 | -875.396719472458 | 1113.39671947246 |
80 | 3040 | 3077.20646994987 | -37.2064699498656 |
81 | 0 | 529.007476064986 | -529.007476064986 |
82 | 0 | 531.752996260096 | -531.752996260096 |
83 | 0 | 531.752996260096 | -531.752996260096 |
84 | 1 | 555.257188807659 | -554.257188807659 |
85 | 0 | 531.752996260096 | -531.752996260096 |
86 | 0 | 531.752996260096 | -531.752996260096 |
87 | 0 | 521.732620173946 | -521.732620173946 |
88 | 0 | 531.449203471648 | -531.449203471648 |
89 | 0 | 444.20152772646 | -444.20152772646 |
90 | 0 | 670.889173364311 | -670.889173364311 |
91 | 0 | 531.752996260096 | -531.752996260096 |
92 | 0 | 401.698128647291 | -401.698128647291 |
93 | 1910 | 3201.24324447623 | -1291.24324447623 |
94 | 38 | -427.050124504501 | 465.050124504501 |
95 | 0 | 563.96554512403 | -563.96554512403 |
96 | 0 | 630.510274312688 | -630.510274312688 |
97 | 0 | 531.752996260096 | -531.752996260096 |
98 | 0 | 514.103829408888 | -514.103829408888 |
99 | 0 | 542.910900000312 | -542.910900000312 |
100 | 0 | 264.378146696525 | -264.378146696525 |
101 | 17 | 1091.15503924165 | -1074.15503924165 |
102 | 0 | 434.808578851112 | -434.808578851112 |
103 | 0 | 542.900405112643 | -542.900405112643 |
104 | 0 | 531.755114496427 | -531.755114496427 |
105 | 0 | 531.752996260096 | -531.752996260096 |
106 | -366 | -2395.65073135211 | 2029.65073135211 |
107 | 0 | 431.446381740313 | -431.446381740313 |
108 | 2964 | 4659.15784836072 | -1695.15784836072 |
109 | 0 | 384.687405913222 | -384.687405913222 |
110 | 0 | 510.562046785999 | -510.562046785999 |
111 | 36 | 554.842890355353 | -518.842890355353 |
112 | -8 | -59.5927835683673 | 51.5927835683673 |
113 | 0 | 531.752996260096 | -531.752996260096 |
114 | -5 | 520.641602409467 | -525.641602409467 |
115 | 0 | 531.752996260096 | -531.752996260096 |
116 | 0 | 461.320462392514 | -461.320462392514 |
117 | 38 | 926.829048399327 | -888.829048399327 |
118 | 601 | 2488.59016325405 | -1887.59016325405 |
119 | 132 | 2270.57283074694 | -2138.57283074694 |
120 | 66 | 1556.58103188393 | -1490.58103188393 |
121 | 0 | -3.85678789172188 | 3.85678789172188 |
122 | 0 | 531.752996260096 | -531.752996260096 |
123 | 195 | 2290.85364788896 | -2095.85364788896 |
124 | 19 | 897.399845318161 | -878.399845318161 |
125 | -158 | -137.676395872889 | -20.3236041271107 |
126 | 0 | 531.752996260096 | -531.752996260096 |
127 | 0 | 545.554348619183 | -545.554348619183 |
128 | 0 | 531.752996260096 | -531.752996260096 |
129 | -70 | -1593.73043881451 | 1523.73043881451 |
130 | 13 | 489.086445226845 | -476.086445226845 |
131 | 3 | 588.320450831163 | -585.320450831163 |
132 | 0 | 531.752996260096 | -531.752996260096 |
133 | 0 | 531.752996260096 | -531.752996260096 |
134 | 0 | 531.752996260096 | -531.752996260096 |
135 | 0 | 520.235254429314 | -520.235254429314 |
136 | 0 | 472.722528749572 | -472.722528749572 |
137 | 335 | 2423.52418061608 | -2088.52418061608 |
138 | 0 | 2592.86841428943 | -2592.86841428943 |
139 | 0 | 2423.52418061608 | -2423.52418061608 |
140 | 4525 | 2423.52418061608 | 2101.47581938392 |
141 | 3045 | 4449.97254838621 | -1404.97254838621 |
142 | 0 | 575.483407516511 | -575.483407516511 |
143 | 0 | 2423.52418061608 | -2423.52418061608 |
144 | 638 | 2423.52418061608 | -1785.52418061608 |
145 | 0 | 2457.99040944311 | -2457.99040944311 |
146 | 607 | 2423.52418061608 | -1816.52418061608 |
147 | 1558 | 2429.90928068711 | -871.909280687109 |
148 | 1324 | 2343.81308172766 | -1019.81308172766 |
149 | 0 | 2653.56306460274 | -2653.56306460274 |
150 | 0 | 2423.52418061608 | -2423.52418061608 |
151 | 611 | 2423.52418061608 | -1812.52418061608 |
152 | 0 | 2300.27755827211 | -2300.27755827211 |
153 | 923 | 2423.52418061608 | -1500.52418061608 |
154 | 661 | 2309.25617802116 | -1648.25617802116 |
155 | 2397 | 2461.60080411016 | -64.6008041101566 |
156 | 366 | 2952.92648565118 | -2586.92648565118 |
157 | 0 | 2553.05796165005 | -2553.05796165005 |
158 | 135 | 2423.52418061608 | -2288.52418061608 |
159 | 1659 | 2481.18048147193 | -822.180481471934 |
160 | 316 | 5027.00133850833 | -4711.00133850833 |
161 | 0 | 2412.08256792083 | -2412.08256792083 |
162 | 309 | 2423.52418061608 | -2114.52418061608 |
163 | 49 | 2225.30401256003 | -2176.30401256003 |
164 | 0 | 2596.13718714268 | -2596.13718714268 |
165 | 4519 | 2423.52418061608 | 2095.47581938392 |
166 | 0 | 5116.65627712426 | -5116.65627712426 |
167 | 837 | 2423.52418061608 | -1586.52418061608 |
168 | 5119 | 2444.49010165994 | 2674.50989834006 |
169 | 1280 | 1616.32307398756 | -336.323073987563 |
170 | 2564 | 2804.87139973332 | -240.871399733317 |
171 | 2045 | 5832.36938711829 | -3787.36938711829 |
172 | 2234 | 4674.81307609624 | -2440.81307609624 |
173 | 975 | 2880.68988293156 | -1905.68988293156 |
174 | 1136 | 3546.75033811508 | -2410.75033811508 |
175 | 453 | 1948.01160090004 | -1495.01160090004 |
176 | 0 | 3495.48487807572 | -3495.48487807572 |
177 | 61 | 2423.52418061608 | -2362.52418061608 |
178 | 368 | 2420.20818953543 | -2052.20818953543 |
179 | 0 | 2431.35284404751 | -2431.35284404751 |
180 | 4901 | 2423.52418061608 | 2477.47581938392 |
181 | 540 | 5643.39587248289 | -5103.39587248289 |
182 | 0 | 4500.59394662763 | -4500.59394662763 |
183 | 0 | 2423.52418061608 | -2423.52418061608 |
184 | 0 | 2423.52418061608 | -2423.52418061608 |
185 | 2 | 2423.52418061608 | -2421.52418061608 |
186 | 36 | 2423.64845093168 | -2387.64845093168 |
187 | 776 | 2453.09321595476 | -1677.09321595476 |
188 | 84738 | 2634.66277499708 | 82103.337225003 |
189 | 0 | -1803.20379191381 | 1803.20379191381 |
190 | 3 | 2423.52418061608 | -2420.52418061608 |
191 | 529 | 2425.9168851361 | -1896.9168851361 |
192 | 0 | 2511.11891605281 | -2511.11891605281 |
193 | 405 | 2423.52418061608 | -2018.52418061608 |
194 | 972 | 2489.30554020245 | -1517.30554020245 |
195 | 0 | 3044.37327143215 | -3044.37327143215 |
196 | 2099 | 2423.52418061608 | -324.524180616077 |
197 | 3437 | 4486.59665921398 | -1049.59665921398 |
198 | 0 | 1391.588625157 | -1391.588625157 |
199 | 0 | 2423.52418061608 | -2423.52418061608 |
200 | 22330 | 2423.52418061608 | 19906.4758193839 |
201 | 0 | 4429.10281504173 | -4429.10281504173 |
202 | 0 | 2423.52418061608 | -2423.52418061608 |
203 | 483 | 2423.52418061608 | -1940.52418061608 |
204 | 0 | 2400.50930916571 | -2400.50930916571 |
205 | 2239 | 2423.52418061608 | -184.524180616077 |
206 | 2949 | 4056.30594868995 | -1107.30594868995 |
207 | 0 | 3611.20782407526 | -3611.20782407526 |
208 | 365 | 2423.52418061608 | -2058.52418061608 |
209 | 2461 | 3711.54788129044 | -1250.54788129044 |
210 | 21950 | 2192.52413001988 | 19757.4758699801 |
211 | 3294 | 6389.28358481953 | -3095.28358481953 |
212 | 141 | 2826.57243611272 | -2685.57243611272 |
213 | 572 | 2464.46224616239 | -1892.46224616239 |
214 | 13326 | 2303.71214064416 | 11022.2878593558 |
215 | 2284 | 8299.11664936747 | -6015.11664936747 |
216 | 10 | 2786.87548680440 | -2776.87548680440 |
217 | 0 | 2468.18081887488 | -2468.18081887488 |
218 | 1414 | 2423.52418061608 | -1009.52418061608 |
219 | 1975 | 2884.39875212849 | -909.398752128487 |
220 | 43 | 5293.60917053836 | -5250.60917053836 |
221 | 0 | 2423.62590910153 | -2423.62590910153 |
222 | 844 | 2423.52418061608 | -1579.52418061608 |
223 | 304 | 2372.29087585563 | -2068.29087585563 |
224 | 458 | 2467.80784579787 | -2009.80784579787 |
225 | 18562 | 2276.84297198731 | 16285.1570280127 |
226 | 0 | 4485.17168462298 | -4485.17168462298 |
227 | 7123 | 2423.52418061608 | 4699.47581938392 |
228 | 622 | 13692.9962084959 | -13070.9962084959 |
229 | 174 | 2945.68743405471 | -2771.68743405471 |
230 | 2220 | 2586.98623760054 | -366.98623760054 |
231 | 121 | 14324.9139268526 | -14203.9139268526 |
232 | 11819 | 2157.82346176985 | 9661.17653823015 |
233 | 0 | 5228.10116220923 | -5228.10116220923 |
234 | 125 | 2423.52418061608 | -2298.52418061608 |
235 | 1182 | 2411.36935888851 | -1229.36935888851 |
236 | 1503 | 2909.60561809755 | -1406.60561809755 |
237 | 0 | 2303.72411137323 | -2303.72411137323 |
238 | 0 | 2423.52418061608 | -2423.52418061608 |
239 | 30 | 2423.52418061608 | -2393.52418061608 |
240 | 3310 | 2491.32699753314 | 818.67300246686 |
241 | 554 | 3463.41063401742 | -2909.41063401742 |
242 | 0 | 3296.89112805547 | -3296.89112805547 |
243 | 468 | 2423.52418061608 | -1955.52418061608 |
244 | 4917 | 2412.86514207632 | 2504.13485792368 |
245 | 3256 | 1854.67826895553 | 1401.32173104447 |
246 | 0 | 1525.11445975960 | -1525.11445975960 |
247 | 125 | 2423.52418061608 | -2298.52418061608 |
248 | 0 | 2384.49828381332 | -2384.49828381332 |
249 | 22 | 2423.52418061608 | -2401.52418061608 |
250 | 0 | 2415.19997018386 | -2415.19997018386 |
251 | 514 | 2423.52418061608 | -1909.52418061608 |
252 | 0 | 3261.38292447265 | -3261.38292447265 |
253 | 0 | 2423.52418061608 | -2423.52418061608 |
254 | 0 | 2423.52418061608 | -2423.52418061608 |
255 | 0 | 2423.52418061608 | -2423.52418061608 |
256 | 0 | 2423.52418061608 | -2423.52418061608 |
257 | 0 | 2423.52418061608 | -2423.52418061608 |
258 | 10327 | 2423.52418061608 | 7903.47581938392 |
259 | 13718 | 4619.77124825842 | 9098.22875174158 |
260 | 3748 | 4132.01907871069 | -384.019078710694 |
261 | 14416 | 2923.05856050849 | 11492.9414394915 |
262 | 1526 | 2264.76741182678 | -738.76741182678 |
263 | 666 | 2709.56571952865 | -2043.56571952865 |
264 | 2844 | 5081.19184814934 | -2237.19184814934 |
265 | 0 | 2748.59937730714 | -2748.59937730714 |
266 | 368 | 2423.52418061608 | -2055.52418061608 |
267 | 0 | 2390.23148436668 | -2390.23148436668 |
268 | 333 | 2423.52418061608 | -2090.52418061608 |
269 | 26 | 2927.37141647751 | -2901.37141647751 |
270 | 0 | 2427.14365778184 | -2427.14365778184 |
271 | 0 | 2423.52418061608 | -2423.52418061608 |
272 | 1303 | 2423.52418061608 | -1120.52418061608 |
273 | 20 | 2818.02525056373 | -2798.02525056373 |
274 | 2384 | 2432.84863444147 | -48.848634441472 |
275 | 203 | 2706.61118884113 | -2503.61118884113 |
276 | 71 | 1929.36464852489 | -1858.36464852489 |
277 | 53 | 2426.88517401987 | -2373.88517401987 |
278 | 562 | 2330.06647402668 | -1768.06647402668 |
279 | 622 | 2228.20937342518 | -1606.20937342518 |
280 | 645 | 2283.56301957446 | -1638.56301957446 |
281 | 1763 | 2413.68086738696 | -650.680867386959 |
282 | 0 | 2441.67126659335 | -2441.67126659335 |
283 | 317 | 2423.52418061608 | -2106.52418061608 |
284 | 1 | 2520.19917532966 | -2519.19917532966 |
285 | 275 | 2423.05698373345 | -2148.05698373345 |
286 | 0 | 2377.46956081939 | -2377.46956081939 |
287 | 936 | 2423.52418061608 | -1487.52418061608 |
288 | 8568 | 3018.89441170313 | 5549.10558829687 |
289 | 11528 | 2480.28477985236 | 9047.71522014764 |
290 | 0 | -2150.71307958386 | 2150.71307958386 |
291 | 738 | 2423.52418061608 | -1685.52418061608 |
292 | 0 | 2440.11483306856 | -2440.11483306856 |
293 | 592 | 2423.52418061608 | -1831.52418061608 |
294 | 126 | 2473.71202699366 | -2347.71202699366 |
295 | 2 | 2433.84366822921 | -2431.84366822921 |
296 | 0 | 2424.81144586878 | -2424.81144586878 |
297 | 18014 | 2423.52418061608 | 15590.4758193839 |
298 | 0 | 2710.11700743809 | -2710.11700743809 |
299 | 0 | 2423.52418061608 | -2423.52418061608 |
300 | 37704 | 2423.52418061608 | 35280.4758193839 |
301 | 63 | 4315.29003498046 | -4252.29003498046 |
302 | 1431 | 2658.34146732696 | -1227.34146732696 |
303 | 94 | 4507.23499274526 | -4413.23499274526 |
304 | 192 | 2445.25087526952 | -2253.25087526952 |
305 | 32 | 2621.66516667309 | -2589.66516667309 |
306 | 6869 | 2388.97704873386 | 4480.02295126614 |
307 | 0 | 5185.57317495823 | -5185.57317495823 |
308 | 0 | 2423.52418061608 | -2423.52418061608 |
309 | 1 | 2423.52418061608 | -2422.52418061608 |
310 | 0 | 2423.40111565577 | -2423.40111565577 |
311 | 2328 | 2423.52418061608 | -95.5241806160768 |
312 | 209 | 3240.32424655575 | -3031.32424655575 |
313 | 28 | 2576.17326591376 | -2548.17326591376 |
314 | 176 | 2432.00741508853 | -2256.00741508853 |
315 | 1920 | 2745.30952047473 | -825.309520474726 |
316 | 87550 | 2841.17503876753 | 84708.8249612325 |
317 | 520 | 17614.6846880321 | -17094.6846880321 |
318 | 0 | 2260.44853824169 | -2260.44853824169 |
319 | 1013 | 2423.52418061608 | -1410.52418061608 |
320 | 15 | 2656.64826083620 | -2641.64826083620 |
321 | 587 | 2428.92602123953 | -1841.92602123953 |
322 | 5371 | 2401.26961026532 | 2969.73038973468 |
323 | 0 | 4023.56099499519 | -4023.56099499519 |
324 | 1012 | 2423.52418061608 | -1411.52418061608 |
325 | 0 | 5029.71077738385 | -5029.71077738385 |
326 | 876 | 2423.52418061608 | -1547.52418061608 |
327 | 162556 | 6085.57377575908 | 156470.426224241 |
328 | 43556 | 26738.0972410376 | 16817.9027589624 |
329 | 3425 | 881.45737593356 | 2543.54262406644 |
330 | 810 | 3373.39472370192 | -2563.39472370192 |
331 | 0 | 2799.06506914910 | -2799.06506914910 |
332 | 0 | 2423.52418061608 | -2423.52418061608 |
333 | 2365 | 2423.52418061608 | -58.5241806160768 |
334 | 1261 | 9054.93330156318 | -7793.93330156318 |
335 | 0 | 3098.75536635604 | -3098.75536635604 |
336 | 1585 | 2423.52418061608 | -838.524180616077 |
337 | 16189 | 4005.17844003514 | 12183.8215599649 |
338 | 0 | 5061.19516782342 | -5061.19516782342 |
339 | 0 | 2423.52418061608 | -2423.52418061608 |
340 | 10579 | 2423.52418061608 | 8155.47581938392 |
341 | 474 | 4844.34229604255 | -4370.34229604255 |
342 | 0 | 2403.39109836728 | -2403.39109836728 |
343 | 3642 | 2423.52418061608 | 1218.47581938392 |
344 | 0 | 4172.59099350713 | -4172.59099350713 |
345 | 472 | 2423.52418061608 | -1951.52418061608 |
346 | 98 | 3169.10719515537 | -3071.10719515537 |
347 | 3999 | 2457.98823698733 | 1541.01176301267 |
348 | 0 | 1206.17543316161 | -1206.17543316161 |
349 | 621 | 2423.52418061608 | -1802.52418061608 |
350 | 0 | 2399.83324195856 | -2399.83324195856 |
351 | 0 | 2423.52418061608 | -2423.52418061608 |
352 | 30 | 2423.52418061608 | -2393.52418061608 |
353 | 0 | 2420.42782446352 | -2420.42782446352 |
354 | 746 | 2423.52418061608 | -1677.52418061608 |
355 | 0 | 2783.41008191198 | -2783.41008191198 |
356 | 0 | 2423.52418061608 | -2423.52418061608 |
357 | 0 | 2423.52418061608 | -2423.52418061608 |
358 | 0 | 2423.52418061608 | -2423.52418061608 |
359 | 4150 | 2423.52418061608 | 1726.47581938392 |
360 | 4658 | 6364.53895728652 | -1706.53895728651 |
361 | 814 | 6538.43256320241 | -5724.43256320241 |
362 | 1002 | 1424.42294878446 | -422.422948784464 |
363 | 496 | 2193.63309383526 | -1697.63309383526 |
364 | 389 | 3664.12334038761 | -3275.12334038761 |
365 | 12679 | 2373.07237280555 | 10305.9276271945 |
366 | 400 | 3774.94556398451 | -3374.94556398451 |
367 | 53 | 2407.34289843025 | -2354.34289843025 |
368 | 0 | 2407.44488888589 | -2407.44488888589 |
369 | 5109 | 2423.52418061608 | 2685.47581938392 |
370 | 576 | 2416.36631913755 | -1840.36631913755 |
371 | 438 | 4830.36471705683 | -4392.36471705683 |
372 | 165 | 2263.90198371434 | -2098.90198371434 |
373 | 4069 | 2546.56045767041 | 1522.43954232959 |
374 | 23 | 2971.46662470858 | -2948.46662470858 |
375 | 1285 | 2504.97624020789 | -1219.97624020789 |
376 | 4677 | 4254.1691235801 | 422.830876419897 |
377 | 24811 | 4075.1054144993 | 20735.8945855007 |
378 | 167 | 5734.94575816214 | -5567.94575816214 |
379 | 0 | 2560.48140779429 | -2560.48140779429 |
380 | 4628 | 2423.52418061608 | 2204.47581938392 |
381 | 226 | 3011.02483661975 | -2785.02483661975 |
382 | 1765 | 2583.77970698292 | -818.779706982918 |
383 | 460 | 2994.29506379370 | -2534.29506379370 |
384 | 36 | 2583.38131490725 | -2547.38131490725 |
385 | 989 | 2432.54299707916 | -1443.54299707916 |
386 | 3055 | 2310.22582751282 | 744.774172487178 |
387 | 0 | 2575.52653224499 | -2575.52653224499 |
388 | 0 | 2423.52418061608 | -2423.52418061608 |
389 | 0 | 2423.52418061608 | -2423.52418061608 |
390 | 0 | 2423.52418061608 | -2423.52418061608 |
391 | 0 | 2423.52418061608 | -2423.52418061608 |
392 | 13253 | 2423.52418061608 | 10829.4758193839 |
393 | 24 | 3851.76827987746 | -3827.76827987746 |
394 | 0 | 2382.71885718002 | -2382.71885718002 |
395 | 0 | 2423.52418061608 | -2423.52418061608 |
396 | 0 | 2423.52418061608 | -2423.52418061608 |
397 | 0 | 2423.52418061608 | -2423.52418061608 |
398 | 131 | 2423.52418061608 | -2292.52418061608 |
399 | 514 | 2408.61760163345 | -1894.61760163345 |
400 | 3366 | 4511.39570560128 | -1145.39570560128 |
401 | 9327 | 4543.39847880666 | 4783.60152119334 |
402 | 384 | 3839.1389677327 | -3455.1389677327 |
403 | 17821 | 2131.60971268822 | 15689.3902873118 |
404 | 397 | 5598.2513085085 | -5201.2513085085 |
405 | 897 | 2533.33042114999 | -1636.33042114999 |
406 | 218 | 2421.84800347681 | -2203.84800347681 |
407 | 3369 | 2422.62656759315 | 946.373432406849 |
408 | 5702 | 4699.57918747224 | 1002.42081252776 |
409 | 8636 | 4291.64707189675 | 4344.35292810325 |
410 | 534 | 5400.16384997034 | -4866.16384997034 |
411 | 0 | 2478.09728822518 | -2478.09728822518 |
412 | 0 | 2423.52418061608 | -2423.52418061608 |
413 | 726 | 2423.52418061608 | -1697.52418061608 |
414 | 1380 | 2603.99591247273 | -1223.99591247273 |
415 | 180 | 2525.93970999898 | -2345.93970999898 |
416 | 7285 | 2376.35407952752 | 4908.64592047248 |
417 | 880 | 8749.47624357318 | -7869.47624357318 |
418 | 1 | 3175.52175996891 | -3174.52175996891 |
419 | 0 | 2423.73258613611 | -2423.73258613611 |
420 | 96 | 2423.52418061608 | -2327.52418061608 |
421 | 1889 | 2402.93568333518 | -513.93568333518 |
422 | 45187 | 1490.55421897733 | 43696.4457810227 |
423 | 288 | 14967.1279024319 | -14679.1279024319 |
424 | 1270 | 2359.82629548512 | -1089.82629548512 |
425 | 6526 | 2692.28839549551 | 3833.71160450449 |
426 | 0 | 1170.43727925807 | -1170.43727925807 |
427 | 226 | 2423.52418061608 | -2197.52418061608 |
428 | 694 | 3055.74500237457 | -2361.74500237457 |
429 | 0 | 2907.16293476699 | -2907.16293476699 |
430 | 249 | 2423.52418061608 | -2174.52418061608 |
431 | 1595 | 2231.69922210844 | -636.699222108439 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
8 | 6.35500903842742e-09 | 1.27100180768548e-08 | 0.999999993644991 |
9 | 9.13522085249507e-12 | 1.82704417049901e-11 | 0.999999999990865 |
10 | 1.44907203374393e-14 | 2.89814406748787e-14 | 0.999999999999986 |
11 | 1.08092301776106e-16 | 2.16184603552211e-16 | 1 |
12 | 1.97403215309690e-19 | 3.94806430619380e-19 | 1 |
13 | 3.06681250295087e-22 | 6.13362500590174e-22 | 1 |
14 | 9.77678488268413e-24 | 1.95535697653683e-23 | 1 |
15 | 1.85512934188279e-26 | 3.71025868376557e-26 | 1 |
16 | 4.13311216037453e-29 | 8.26622432074905e-29 | 1 |
17 | 1.03999163890566e-31 | 2.07998327781133e-31 | 1 |
18 | 2.58706130673981e-34 | 5.17412261347962e-34 | 1 |
19 | 5.25649143406214e-37 | 1.05129828681243e-36 | 1 |
20 | 9.42202914642255e-40 | 1.88440582928451e-39 | 1 |
21 | 1.69578197999035e-42 | 3.39156395998069e-42 | 1 |
22 | 7.2039736575718e-45 | 1.44079473151436e-44 | 1 |
23 | 1.24582428285304e-47 | 2.49164856570608e-47 | 1 |
24 | 1.03924271709737e-49 | 2.07848543419473e-49 | 1 |
25 | 9.8609318036535e-52 | 1.9721863607307e-51 | 1 |
26 | 1.78033646065243e-54 | 3.56067292130485e-54 | 1 |
27 | 1.70399327897214e-56 | 3.40798655794428e-56 | 1 |
28 | 6.96839586617382e-58 | 1.39367917323476e-57 | 1 |
29 | 1.47169673067431e-60 | 2.94339346134861e-60 | 1 |
30 | 4.12621665689049e-63 | 8.25243331378098e-63 | 1 |
31 | 1.46346772664779e-61 | 2.92693545329558e-61 | 1 |
32 | 4.2460664145492e-64 | 8.4921328290984e-64 | 1 |
33 | 1.37797503108572e-66 | 2.75595006217144e-66 | 1 |
34 | 4.18115819614139e-69 | 8.36231639228278e-69 | 1 |
35 | 1.42960671489771e-71 | 2.85921342979542e-71 | 1 |
36 | 7.94287611703941e-73 | 1.58857522340788e-72 | 1 |
37 | 2.35492233012431e-75 | 4.70984466024861e-75 | 1 |
38 | 1.81897696292939e-77 | 3.63795392585879e-77 | 1 |
39 | 1.02696445869948e-63 | 2.05392891739895e-63 | 1 |
40 | 2.20827445957569e-65 | 4.41654891915138e-65 | 1 |
41 | 1.95086795640402e-67 | 3.90173591280803e-67 | 1 |
42 | 3.23917214225005e-69 | 6.4783442845001e-69 | 1 |
43 | 5.6398389518673e-71 | 1.12796779037346e-70 | 1 |
44 | 5.49175680602922e-73 | 1.09835136120584e-72 | 1 |
45 | 7.64723854249548e-75 | 1.52944770849910e-74 | 1 |
46 | 7.0586722742643e-77 | 1.41173445485286e-76 | 1 |
47 | 6.59883627925054e-79 | 1.31976725585011e-78 | 1 |
48 | 6.26262720136225e-81 | 1.25252544027245e-80 | 1 |
49 | 5.40120293709955e-83 | 1.08024058741991e-82 | 1 |
50 | 4.61798871141252e-85 | 9.23597742282505e-85 | 1 |
51 | 2.73852313238451e-77 | 5.47704626476902e-77 | 1 |
52 | 4.01898048759636e-79 | 8.03796097519271e-79 | 1 |
53 | 7.05837243974737e-81 | 1.41167448794947e-80 | 1 |
54 | 1.37404130737605e-81 | 2.74808261475209e-81 | 1 |
55 | 1.25538111581292e-81 | 2.51076223162585e-81 | 1 |
56 | 1.03658318727069e-79 | 2.07316637454138e-79 | 1 |
57 | 1.83809475699405e-81 | 3.6761895139881e-81 | 1 |
58 | 4.10390517027132e-83 | 8.20781034054264e-83 | 1 |
59 | 7.08003852001502e-85 | 1.41600770400300e-84 | 1 |
60 | 1.22531218315056e-86 | 2.45062436630112e-86 | 1 |
61 | 2.09774347253789e-88 | 4.19548694507577e-88 | 1 |
62 | 3.52162383323127e-90 | 7.04324766646253e-90 | 1 |
63 | 6.5505129586075e-92 | 1.3101025917215e-91 | 1 |
64 | 1.08681189595188e-93 | 2.17362379190377e-93 | 1 |
65 | 5.9694029487869e-95 | 1.19388058975738e-94 | 1 |
66 | 9.88346329353033e-97 | 1.97669265870607e-96 | 1 |
67 | 1.58511810201512e-98 | 3.17023620403024e-98 | 1 |
68 | 2.53017596522047e-100 | 5.06035193044094e-100 | 1 |
69 | 4.00317205856166e-102 | 8.00634411712333e-102 | 1 |
70 | 6.39327380200399e-104 | 1.27865476040080e-103 | 1 |
71 | 1.69958080546129e-105 | 3.39916161092257e-105 | 1 |
72 | 2.65537456397822e-107 | 5.31074912795644e-107 | 1 |
73 | 1.6210164924928e-61 | 3.2420329849856e-61 | 1 |
74 | 1.23938411791787e-62 | 2.47876823583574e-62 | 1 |
75 | 9.40497189507295e-64 | 1.88099437901459e-63 | 1 |
76 | 7.2115890670009e-65 | 1.44231781340018e-64 | 1 |
77 | 5.54125882069988e-66 | 1.10825176413998e-65 | 1 |
78 | 4.09892871694833e-67 | 8.19785743389666e-67 | 1 |
79 | 2.24264551292747e-67 | 4.48529102585495e-67 | 1 |
80 | 1.89896749754429e-68 | 3.79793499508857e-68 | 1 |
81 | 1.41117979498882e-69 | 2.82235958997765e-69 | 1 |
82 | 1.04043882631500e-70 | 2.08087765262999e-70 | 1 |
83 | 7.6107841371558e-72 | 1.52215682743116e-71 | 1 |
84 | 5.53971504970619e-73 | 1.10794300994124e-72 | 1 |
85 | 3.98991666501519e-74 | 7.97983333003038e-74 | 1 |
86 | 2.85178797891352e-75 | 5.70357595782703e-75 | 1 |
87 | 2.02231904893933e-76 | 4.04463809787867e-76 | 1 |
88 | 1.42404206611329e-77 | 2.84808413222659e-77 | 1 |
89 | 9.9522821052728e-79 | 1.99045642105456e-78 | 1 |
90 | 6.90878693518714e-80 | 1.38175738703743e-79 | 1 |
91 | 4.75798756022345e-81 | 9.5159751204469e-81 | 1 |
92 | 3.25246486748167e-82 | 6.50492973496333e-82 | 1 |
93 | 2.45889146510005e-83 | 4.91778293020011e-83 | 1 |
94 | 5.77414205674743e-84 | 1.15482841134949e-83 | 1 |
95 | 3.94851427579167e-85 | 7.89702855158334e-85 | 1 |
96 | 2.67853390611291e-86 | 5.35706781222582e-86 | 1 |
97 | 1.79691434767453e-87 | 3.59382869534906e-87 | 1 |
98 | 1.19705013411514e-88 | 2.39410026823027e-88 | 1 |
99 | 7.94640426715974e-90 | 1.58928085343195e-89 | 1 |
100 | 5.21250398874138e-91 | 1.04250079774828e-90 | 1 |
101 | 6.26580311426187e-92 | 1.25316062285237e-91 | 1 |
102 | 4.09715159170406e-93 | 8.19430318340813e-93 | 1 |
103 | 2.6572813746418e-94 | 5.3145627492836e-94 | 1 |
104 | 1.71086833142419e-95 | 3.42173666284837e-95 | 1 |
105 | 1.09423671731029e-96 | 2.18847343462059e-96 | 1 |
106 | 6.4663604411919e-95 | 1.29327208823838e-94 | 1 |
107 | 4.36569276796071e-96 | 8.73138553592142e-96 | 1 |
108 | 1.43175709878003e-96 | 2.86351419756005e-96 | 1 |
109 | 9.74340774449414e-98 | 1.94868154889883e-97 | 1 |
110 | 6.62187798521253e-99 | 1.32437559704251e-98 | 1 |
111 | 4.60302788751421e-100 | 9.20605577502842e-100 | 1 |
112 | 5.7359587987668e-101 | 1.14719175975336e-100 | 1 |
113 | 3.81737933537456e-102 | 7.63475867074912e-102 | 1 |
114 | 2.52101733730706e-103 | 5.04203467461412e-103 | 1 |
115 | 1.65727196552525e-104 | 3.3145439310505e-104 | 1 |
116 | 1.08312865739911e-105 | 2.16625731479823e-105 | 1 |
117 | 7.09887183417794e-107 | 1.41977436683559e-106 | 1 |
118 | 7.72639722881052e-107 | 1.54527944576210e-106 | 1 |
119 | 3.58361992144263e-107 | 7.16723984288526e-107 | 1 |
120 | 4.06013530381102e-108 | 8.12027060762203e-108 | 1 |
121 | 3.90745682467291e-109 | 7.81491364934582e-109 | 1 |
122 | 2.58705230641427e-110 | 5.17410461282855e-110 | 1 |
123 | 2.42266439303586e-110 | 4.84532878607171e-110 | 1 |
124 | 1.62629707220391e-111 | 3.25259414440781e-111 | 1 |
125 | 1.83091090796074e-112 | 3.66182181592148e-112 | 1 |
126 | 1.21607261082421e-113 | 2.43214522164843e-113 | 1 |
127 | 8.02945480619391e-115 | 1.60589096123878e-114 | 1 |
128 | 5.27231954281032e-116 | 1.05446390856206e-115 | 1 |
129 | 1.43519320852971e-113 | 2.87038641705941e-113 | 1 |
130 | 1.02598014750098e-114 | 2.05196029500197e-114 | 1 |
131 | 7.10198305767077e-116 | 1.42039661153415e-115 | 1 |
132 | 4.87958411907899e-117 | 9.75916823815797e-117 | 1 |
133 | 3.33518429785248e-118 | 6.67036859570496e-118 | 1 |
134 | 2.26918842663875e-119 | 4.5383768532775e-119 | 1 |
135 | 1.53960159926975e-120 | 3.07920319853949e-120 | 1 |
136 | 3.16480116146974e-121 | 6.32960232293947e-121 | 1 |
137 | 5.54952053623582e-122 | 1.10990410724716e-121 | 1 |
138 | 4.19106616229001e-123 | 8.38213232458003e-123 | 1 |
139 | 2.8586827652932e-124 | 5.7173655305864e-124 | 1 |
140 | 2.75775283138885e-121 | 5.5155056627777e-121 | 1 |
141 | 2.27287392562467e-122 | 4.54574785124934e-122 | 1 |
142 | 2.25622421571164e-123 | 4.51244843142327e-123 | 1 |
143 | 4.02631623263999e-124 | 8.05263246527998e-124 | 1 |
144 | 3.31627845821876e-125 | 6.63255691643753e-125 | 1 |
145 | 3.7227894436957e-126 | 7.4455788873914e-126 | 1 |
146 | 2.88255748934360e-127 | 5.76511497868721e-127 | 1 |
147 | 2.60344704843777e-128 | 5.20689409687554e-128 | 1 |
148 | 3.84559331892273e-129 | 7.69118663784546e-129 | 1 |
149 | 1.55215348988155e-129 | 3.1043069797631e-129 | 1 |
150 | 1.80733249433384e-130 | 3.61466498866768e-130 | 1 |
151 | 1.33557303460602e-131 | 2.67114606921204e-131 | 1 |
152 | 1.44328142162908e-132 | 2.88656284325816e-132 | 1 |
153 | 1.02270305866341e-133 | 2.04540611732682e-133 | 1 |
154 | 7.17710751304688e-135 | 1.43542150260938e-134 | 1 |
155 | 6.72409982797285e-136 | 1.34481996559457e-135 | 1 |
156 | 2.13375230728303e-136 | 4.26750461456607e-136 | 1 |
157 | 1.91765238831779e-137 | 3.83530477663558e-137 | 1 |
158 | 1.64886088978666e-138 | 3.29772177957331e-138 | 1 |
159 | 1.71831709627895e-139 | 3.43663419255791e-139 | 1 |
160 | 5.82778920953655e-139 | 1.16555784190731e-138 | 1 |
161 | 4.92769511670594e-140 | 9.85539023341189e-140 | 1 |
162 | 3.60147768766487e-141 | 7.20295537532973e-141 | 1 |
163 | 2.61436669291812e-142 | 5.22873338583625e-142 | 1 |
164 | 2.46215903087312e-143 | 4.92431806174624e-143 | 1 |
165 | 9.30464414319314e-141 | 1.86092882863863e-140 | 1 |
166 | 2.82651564056332e-141 | 5.65303128112665e-141 | 1 |
167 | 2.15985489243538e-142 | 4.31970978487077e-142 | 1 |
168 | 2.86787663846494e-139 | 5.73575327692989e-139 | 1 |
169 | 3.45915891543945e-139 | 6.9183178308789e-139 | 1 |
170 | 5.38006188799617e-140 | 1.07601237759923e-139 | 1 |
171 | 6.23601052570616e-140 | 1.24720210514123e-139 | 1 |
172 | 4.92611862042585e-141 | 9.8522372408517e-141 | 1 |
173 | 5.09870194186275e-142 | 1.01974038837255e-141 | 1 |
174 | 6.89476216846517e-143 | 1.37895243369303e-142 | 1 |
175 | 5.92156473430267e-144 | 1.18431294686053e-143 | 1 |
176 | 1.25124643397294e-144 | 2.50249286794589e-144 | 1 |
177 | 1.10482598600570e-145 | 2.20965197201139e-145 | 1 |
178 | 8.7760017520786e-147 | 1.75520035041572e-146 | 1 |
179 | 8.11603240123672e-148 | 1.62320648024734e-147 | 1 |
180 | 1.81226568846297e-145 | 3.62453137692593e-145 | 1 |
181 | 2.60358981643640e-145 | 5.20717963287281e-145 | 1 |
182 | 1.66837718095084e-145 | 3.33675436190168e-145 | 1 |
183 | 1.52363395838145e-146 | 3.0472679167629e-146 | 1 |
184 | 1.38221629796816e-147 | 2.76443259593632e-147 | 1 |
185 | 1.24478760671780e-148 | 2.48957521343561e-148 | 1 |
186 | 1.09904402121389e-149 | 2.19808804242777e-149 | 1 |
187 | 9.14101159712157e-151 | 1.82820231942431e-150 | 1 |
188 | 1.32013101061958e-22 | 2.64026202123916e-22 | 1 |
189 | 6.53956287702357e-23 | 1.30791257540471e-22 | 1 |
190 | 3.26842582784206e-23 | 6.53685165568413e-23 | 1 |
191 | 1.59543184990255e-23 | 3.19086369980509e-23 | 1 |
192 | 7.90588552252102e-24 | 1.58117710450420e-23 | 1 |
193 | 3.83845811800059e-24 | 7.67691623600118e-24 | 1 |
194 | 1.82937790715175e-24 | 3.65875581430349e-24 | 1 |
195 | 9.14538520026395e-25 | 1.82907704005279e-24 | 1 |
196 | 4.26951937315274e-25 | 8.5390387463055e-25 | 1 |
197 | 1.98930719491798e-25 | 3.97861438983595e-25 | 1 |
198 | 9.35810300602482e-26 | 1.87162060120496e-25 | 1 |
199 | 4.49008840676824e-26 | 8.98017681353648e-26 | 1 |
200 | 1.44629574835868e-24 | 2.89259149671736e-24 | 1 |
201 | 8.39158149482942e-25 | 1.67831629896588e-24 | 1 |
202 | 4.11322479596186e-25 | 8.22644959192373e-25 | 1 |
203 | 1.97173623583177e-25 | 3.94347247166353e-25 | 1 |
204 | 9.56266300943826e-26 | 1.91253260188765e-25 | 1 |
205 | 4.43429360512119e-26 | 8.86858721024239e-26 | 1 |
206 | 2.04630190100476e-26 | 4.09260380200952e-26 | 1 |
207 | 1.03461358409699e-26 | 2.06922716819398e-26 | 1 |
208 | 4.86716095453169e-27 | 9.73432190906338e-27 | 1 |
209 | 2.22240028615798e-27 | 4.44480057231596e-27 | 1 |
210 | 6.58507377264224e-26 | 1.31701475452845e-25 | 1 |
211 | 3.33528850718396e-26 | 6.67057701436791e-26 | 1 |
212 | 1.64554255101182e-26 | 3.29108510202364e-26 | 1 |
213 | 7.77452131001539e-27 | 1.55490426200308e-26 | 1 |
214 | 1.30997640222173e-26 | 2.61995280444346e-26 | 1 |
215 | 7.86309905958616e-27 | 1.57261981191723e-26 | 1 |
216 | 3.86143071633563e-27 | 7.72286143267127e-27 | 1 |
217 | 1.84948629857919e-27 | 3.69897259715838e-27 | 1 |
218 | 8.47162706403411e-28 | 1.69432541280682e-27 | 1 |
219 | 3.84044446825864e-28 | 7.68088893651727e-28 | 1 |
220 | 2.10966698397484e-28 | 4.21933396794968e-28 | 1 |
221 | 9.91156662883129e-29 | 1.98231332576626e-28 | 1 |
222 | 4.50971968750037e-29 | 9.01943937500073e-29 | 1 |
223 | 2.06592264299311e-29 | 4.13184528598622e-29 | 1 |
224 | 9.42932290797334e-30 | 1.88586458159467e-29 | 1 |
225 | 7.72024180935485e-29 | 1.54404836187097e-28 | 1 |
226 | 3.97007307257489e-29 | 7.94014614514979e-29 | 1 |
227 | 2.31357384692146e-29 | 4.62714769384292e-29 | 1 |
228 | 2.55587084682964e-29 | 5.11174169365927e-29 | 1 |
229 | 1.18871326412910e-29 | 2.37742652825821e-29 | 1 |
230 | 5.30208512175701e-30 | 1.06041702435140e-29 | 1 |
231 | 7.12014566533484e-30 | 1.42402913306697e-29 | 1 |
232 | 9.24459609874332e-30 | 1.84891921974866e-29 | 1 |
233 | 5.25092552550806e-30 | 1.05018510510161e-29 | 1 |
234 | 2.41100104035381e-30 | 4.82200208070762e-30 | 1 |
235 | 1.07039914760017e-30 | 2.14079829520034e-30 | 1 |
236 | 4.7496616109523e-31 | 9.4993232219046e-31 | 1 |
237 | 2.16415879851996e-31 | 4.32831759703992e-31 | 1 |
238 | 9.81116491839545e-32 | 1.96223298367909e-31 | 1 |
239 | 4.42317684669543e-32 | 8.84635369339087e-32 | 1 |
240 | 1.94986847789745e-32 | 3.8997369557949e-32 | 1 |
241 | 9.0074380159468e-33 | 1.80148760318936e-32 | 1 |
242 | 4.14804325599948e-33 | 8.29608651199896e-33 | 1 |
243 | 1.80945563712064e-33 | 3.61891127424128e-33 | 1 |
244 | 8.52669700909096e-34 | 1.70533940181819e-33 | 1 |
245 | 3.79314730187625e-34 | 7.58629460375251e-34 | 1 |
246 | 1.69777867615201e-34 | 3.39555735230401e-34 | 1 |
247 | 7.37115320266502e-35 | 1.47423064053300e-34 | 1 |
248 | 3.19533734138084e-35 | 6.39067468276167e-35 | 1 |
249 | 1.38107375272282e-35 | 2.76214750544565e-35 | 1 |
250 | 5.94396944527583e-36 | 1.18879388905517e-35 | 1 |
251 | 2.50081452028543e-36 | 5.00162904057086e-36 | 1 |
252 | 1.09625187660474e-36 | 2.19250375320948e-36 | 1 |
253 | 4.66205493051933e-37 | 9.32410986103866e-37 | 1 |
254 | 1.97412900355916e-37 | 3.94825800711833e-37 | 1 |
255 | 8.32352136249792e-38 | 1.66470427249958e-37 | 1 |
256 | 3.49441482844504e-38 | 6.98882965689009e-38 | 1 |
257 | 1.46076390189077e-38 | 2.92152780378154e-38 | 1 |
258 | 1.36697542891472e-38 | 2.73395085782943e-38 | 1 |
259 | 1.36501826367748e-38 | 2.73003652735496e-38 | 1 |
260 | 5.69715613597989e-39 | 1.13943122719598e-38 | 1 |
261 | 6.8828265965275e-39 | 1.3765653193055e-38 | 1 |
262 | 2.92315549923559e-39 | 5.84631099847119e-39 | 1 |
263 | 1.18789098038892e-39 | 2.37578196077785e-39 | 1 |
264 | 5.02579251950837e-40 | 1.00515850390167e-39 | 1 |
265 | 2.06636728880381e-40 | 4.13273457760762e-40 | 1 |
266 | 8.33731590724388e-41 | 1.66746318144878e-40 | 1 |
267 | 3.37908175470797e-41 | 6.75816350941594e-41 | 1 |
268 | 1.3531803884328e-41 | 2.7063607768656e-41 | 1 |
269 | 5.58254093379491e-42 | 1.11650818675898e-41 | 1 |
270 | 2.24954548862917e-42 | 4.49909097725833e-42 | 1 |
271 | 9.02898435725912e-43 | 1.80579687145182e-42 | 1 |
272 | 3.44872679963064e-43 | 6.89745359926129e-43 | 1 |
273 | 1.37453863970824e-43 | 2.74907727941647e-43 | 1 |
274 | 5.17410373683921e-44 | 1.03482074736784e-43 | 1 |
275 | 2.09519651241782e-44 | 4.19039302483564e-44 | 1 |
276 | 8.02341820247838e-45 | 1.60468364049568e-44 | 1 |
277 | 3.12551179762693e-45 | 6.25102359525385e-45 | 1 |
278 | 1.17808688214214e-45 | 2.35617376428428e-45 | 1 |
279 | 4.39736410349947e-46 | 8.79472820699894e-46 | 1 |
280 | 1.64148085895327e-46 | 3.28296171790653e-46 | 1 |
281 | 5.97251230939976e-47 | 1.19450246187995e-46 | 1 |
282 | 2.26985078156467e-47 | 4.53970156312933e-47 | 1 |
283 | 8.49705016707287e-48 | 1.69941003341457e-47 | 1 |
284 | 3.21584100744751e-48 | 6.43168201489502e-48 | 1 |
285 | 1.19428280254191e-48 | 2.38856560508383e-48 | 1 |
286 | 4.47448834295606e-49 | 8.94897668591212e-49 | 1 |
287 | 1.60708593342016e-49 | 3.21417186684031e-49 | 1 |
288 | 8.52348168974784e-50 | 1.70469633794957e-49 | 1 |
289 | 5.99488854039153e-50 | 1.19897770807831e-49 | 1 |
290 | 2.38071675654466e-50 | 4.76143351308931e-50 | 1 |
291 | 8.46467274353381e-51 | 1.69293454870676e-50 | 1 |
292 | 3.09994202673768e-51 | 6.19988405347535e-51 | 1 |
293 | 1.09784924183097e-51 | 2.19569848366194e-51 | 1 |
294 | 3.94992138458021e-52 | 7.89984276916041e-52 | 1 |
295 | 1.42437866866605e-52 | 2.84875733733210e-52 | 1 |
296 | 5.12135067678689e-53 | 1.02427013535738e-52 | 1 |
297 | 5.81259693556705e-52 | 1.16251938711341e-51 | 1 |
298 | 3.61145442795468e-51 | 7.22290885590936e-51 | 1 |
299 | 1.30353655122473e-51 | 2.60707310244947e-51 | 1 |
300 | 3.88216840818881e-45 | 7.76433681637763e-45 | 1 |
301 | 2.44475021628494e-45 | 4.88950043256988e-45 | 1 |
302 | 9.02928204891953e-46 | 1.80585640978391e-45 | 1 |
303 | 4.44536374262435e-46 | 8.8907274852487e-46 | 1 |
304 | 1.67407154119215e-46 | 3.34814308238431e-46 | 1 |
305 | 6.40398115787188e-47 | 1.28079623157438e-46 | 1 |
306 | 3.04711247262642e-47 | 6.09422494525283e-47 | 1 |
307 | 1.54926315374129e-47 | 3.09852630748258e-47 | 1 |
308 | 5.77335748949222e-48 | 1.15467149789844e-47 | 1 |
309 | 2.14065578947151e-48 | 4.28131157894302e-48 | 1 |
310 | 7.890015576077e-49 | 1.5780031152154e-48 | 1 |
311 | 2.75907397789491e-49 | 5.51814795578983e-49 | 1 |
312 | 1.08294333646652e-49 | 2.16588667293305e-49 | 1 |
313 | 3.96392213320387e-50 | 7.92784426640774e-50 | 1 |
314 | 1.42172867079332e-50 | 2.84345734158665e-50 | 1 |
315 | 4.90772636927248e-51 | 9.81545273854496e-51 | 1 |
316 | 9.2964353393075e-24 | 1.8592870678615e-23 | 1 |
317 | 5.7906179873683e-24 | 1.15812359747366e-23 | 1 |
318 | 2.84920761332854e-24 | 5.69841522665708e-24 | 1 |
319 | 1.36630763994427e-24 | 2.73261527988854e-24 | 1 |
320 | 6.97259383376729e-25 | 1.39451876675346e-24 | 1 |
321 | 3.3305152897114e-25 | 6.6610305794228e-25 | 1 |
322 | 1.67083026808138e-25 | 3.34166053616276e-25 | 1 |
323 | 8.4299822686445e-26 | 1.6859964537289e-25 | 1 |
324 | 3.92773170978519e-26 | 7.85546341957038e-26 | 1 |
325 | 2.45602493206890e-26 | 4.91204986413779e-26 | 1 |
326 | 1.13552509406083e-26 | 2.27105018812166e-26 | 1 |
327 | 0.999999999999157 | 1.68651867369646e-12 | 8.43259336848231e-13 |
328 | 0.999999999999627 | 7.47012443063417e-13 | 3.73506221531708e-13 |
329 | 0.99999999999952 | 9.61823682200873e-13 | 4.80911841100437e-13 |
330 | 0.999999999999072 | 1.85642976269455e-12 | 9.28214881347277e-13 |
331 | 0.999999999998226 | 3.54747131577044e-12 | 1.77373565788522e-12 |
332 | 0.999999999996835 | 6.3296397516324e-12 | 3.1648198758162e-12 |
333 | 0.999999999993898 | 1.22035828463484e-11 | 6.10179142317421e-12 |
334 | 0.999999999989253 | 2.14930213203011e-11 | 1.07465106601505e-11 |
335 | 0.999999999980684 | 3.86312776063512e-11 | 1.93156388031756e-11 |
336 | 0.99999999996396 | 7.20794001710278e-11 | 3.60397000855139e-11 |
337 | 0.99999999998811 | 2.37816710313186e-11 | 1.18908355156593e-11 |
338 | 0.99999999997778 | 4.44387218334157e-11 | 2.22193609167078e-11 |
339 | 0.999999999960794 | 7.84118033731377e-11 | 3.92059016865688e-11 |
340 | 0.9999999999585 | 8.30018269646638e-11 | 4.15009134823319e-11 |
341 | 0.999999999924712 | 1.50577000341567e-10 | 7.52885001707833e-11 |
342 | 0.99999999986516 | 2.69678516953101e-10 | 1.34839258476551e-10 |
343 | 0.999999999747106 | 5.05788087616752e-10 | 2.52894043808376e-10 |
344 | 0.999999999595957 | 8.08085760424197e-10 | 4.04042880212098e-10 |
345 | 0.999999999286468 | 1.42706490370365e-09 | 7.13532451851823e-10 |
346 | 0.99999999871871 | 2.56258116048671e-09 | 1.28129058024336e-09 |
347 | 0.999999997667013 | 4.66597369948810e-09 | 2.33298684974405e-09 |
348 | 0.99999999575065 | 8.4986981747642e-09 | 4.2493490873821e-09 |
349 | 0.999999992640644 | 1.47187117444836e-08 | 7.35935587224182e-09 |
350 | 0.99999998763538 | 2.47292380607238e-08 | 1.23646190303619e-08 |
351 | 0.999999979479676 | 4.10406478719542e-08 | 2.05203239359771e-08 |
352 | 0.999999966141357 | 6.77172857382949e-08 | 3.38586428691474e-08 |
353 | 0.99999994452996 | 1.10940079829661e-07 | 5.54700399148305e-08 |
354 | 0.999999906921367 | 1.86157267010233e-07 | 9.30786335051167e-08 |
355 | 0.999999843694852 | 3.12610295449354e-07 | 1.56305147724677e-07 |
356 | 0.999999749924113 | 5.00151773633909e-07 | 2.50075886816954e-07 |
357 | 0.999999602942975 | 7.94114050682174e-07 | 3.97057025341087e-07 |
358 | 0.999999374418398 | 1.25116320354652e-06 | 6.2558160177326e-07 |
359 | 0.99999894340044 | 2.11319911834213e-06 | 1.05659955917106e-06 |
360 | 0.999998236778278 | 3.52644344388899e-06 | 1.76322172194450e-06 |
361 | 0.999997219201904 | 5.56159619147998e-06 | 2.78079809573999e-06 |
362 | 0.999995607869051 | 8.78426189762893e-06 | 4.39213094881446e-06 |
363 | 0.99999313505774 | 1.37298845200836e-05 | 6.86494226004182e-06 |
364 | 0.99998919442706 | 2.16111458814844e-05 | 1.08055729407422e-05 |
365 | 0.999989760839685 | 2.04783206290735e-05 | 1.02391603145368e-05 |
366 | 0.99998359099006 | 3.28180198802008e-05 | 1.64090099401004e-05 |
367 | 0.999975149572644 | 4.9700854712212e-05 | 2.4850427356106e-05 |
368 | 0.999962856982203 | 7.42860355943024e-05 | 3.71430177971512e-05 |
369 | 0.99994198791165 | 0.000116024176701440 | 5.80120883507199e-05 |
370 | 0.999909405775728 | 0.000181188448544397 | 9.05942242721983e-05 |
371 | 0.99986073855934 | 0.000278522881318992 | 0.000139261440659496 |
372 | 0.999795356897016 | 0.000409286205967982 | 0.000204643102983991 |
373 | 0.999686371544633 | 0.000627256910733883 | 0.000313628455366942 |
374 | 0.99952474760123 | 0.000950504797538627 | 0.000475252398769314 |
375 | 0.999300415379559 | 0.00139916924088264 | 0.000699584620441321 |
376 | 0.998985125986382 | 0.00202974802723523 | 0.00101487401361761 |
377 | 0.999871759388125 | 0.000256481223749814 | 0.000128240611874907 |
378 | 0.999828254714844 | 0.000343490570311947 | 0.000171745285155974 |
379 | 0.999741449120216 | 0.000517101759568012 | 0.000258550879784006 |
380 | 0.999597925271287 | 0.000804149457425523 | 0.000402074728712761 |
381 | 0.999411115579325 | 0.00117776884135007 | 0.000588884420675037 |
382 | 0.999097238543333 | 0.00180552291333370 | 0.000902761456666848 |
383 | 0.998631879998603 | 0.00273624000279418 | 0.00136812000139709 |
384 | 0.998059375921566 | 0.0038812481568672 | 0.0019406240784336 |
385 | 0.997191473611478 | 0.00561705277704456 | 0.00280852638852228 |
386 | 0.995860335871835 | 0.0082793282563311 | 0.00413966412816555 |
387 | 0.994493167717248 | 0.0110136645655045 | 0.00550683228275223 |
388 | 0.992499366403104 | 0.0150012671937923 | 0.00750063359689614 |
389 | 0.989895508397731 | 0.0202089832045376 | 0.0101044916022688 |
390 | 0.986538275342908 | 0.0269234493141840 | 0.0134617246570920 |
391 | 0.982266015510776 | 0.0354679689784488 | 0.0177339844892244 |
392 | 0.98228195354494 | 0.0354360929101195 | 0.0177180464550597 |
393 | 0.97875562606227 | 0.042488747875461 | 0.0212443739377305 |
394 | 0.972199249984255 | 0.0556015000314892 | 0.0278007500157446 |
395 | 0.963894446452093 | 0.0722111070958143 | 0.0361055535479071 |
396 | 0.95367827308776 | 0.0926434538244777 | 0.0463217269122388 |
397 | 0.94129956939581 | 0.117400861208379 | 0.0587004306041894 |
398 | 0.92626614431488 | 0.147467711370241 | 0.0737338556851207 |
399 | 0.908560601386726 | 0.182878797226549 | 0.0914393986132745 |
400 | 0.88178729022524 | 0.236425419549521 | 0.118212709774761 |
401 | 0.880994848021637 | 0.238010303956726 | 0.119005151978363 |
402 | 0.851172848850917 | 0.297654302298165 | 0.148827151149083 |
403 | 0.875487282928112 | 0.249025434143777 | 0.124512717071888 |
404 | 0.841346425639843 | 0.317307148720314 | 0.158653574360157 |
405 | 0.802996733944409 | 0.394006532111182 | 0.197003266055591 |
406 | 0.761904272562958 | 0.476191454874084 | 0.238095727437042 |
407 | 0.706426575519005 | 0.587146848961989 | 0.293573424480995 |
408 | 0.6542459376707 | 0.6915081246586 | 0.3457540623293 |
409 | 0.633806968894144 | 0.732386062211711 | 0.366193031105856 |
410 | 0.820056856670068 | 0.359886286659864 | 0.179943143329932 |
411 | 0.766638501506775 | 0.46672299698645 | 0.233361498493225 |
412 | 0.702728495802824 | 0.594543008394352 | 0.297271504197176 |
413 | 0.628561152768782 | 0.742877694462437 | 0.371438847231218 |
414 | 0.565176243003444 | 0.86964751399311 | 0.434823756996556 |
415 | 0.525211524332713 | 0.949576951334574 | 0.474788475667287 |
416 | 0.440229451079621 | 0.880458902159242 | 0.559770548920379 |
417 | 0.799558019900289 | 0.400883960199422 | 0.200441980099711 |
418 | 0.771768978099274 | 0.456462043801453 | 0.228231021900726 |
419 | 0.69670810996113 | 0.60658378007774 | 0.30329189003887 |
420 | 0.611294598598234 | 0.777410802803533 | 0.388705401401766 |
421 | 0.506165332423518 | 0.987669335152964 | 0.493834667576482 |
422 | 0.995174689452064 | 0.0096506210958726 | 0.0048253105479363 |
423 | 0.981126606505838 | 0.0377467869883247 | 0.0188733934941624 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 380 | 0.913461538461538 | NOK |
5% type I error level | 388 | 0.932692307692308 | NOK |
10% type I error level | 391 | 0.939903846153846 | NOK |