Multiple Linear Regression - Estimated Regression Equation |
CPI[t] = -24.554660466675 + 0.53082900133673t + 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) | -24.554660466675 | 4.92058 | -4.9902 | 1e-06 | 1e-06 |
t | 0.53082900133673 | 0.038784 | 13.6869 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.680670751128544 |
R-squared | 0.463312671441896 |
Adjusted R-squared | 0.460839457946237 |
F-TEST (value) | 187.332259125635 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 217 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 36.2843525858861 |
Sum Squared Residuals | 285692.270639187 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 9.1 | -24.0238314653383 | 33.1238314653383 |
2 | 9.27 | -23.4930024640017 | 32.7630024640017 |
3 | 9.59 | -22.9621734626648 | 32.5521734626648 |
4 | 10.64 | -22.4313444613281 | 33.0713444613281 |
5 | 12.17 | -21.9005154599914 | 34.0705154599914 |
6 | 12.81 | -21.3696864586547 | 34.1796864586547 |
7 | 12.33 | -20.8388574573179 | 33.1688574573179 |
8 | 11.92 | -20.3080284559812 | 32.2280284559812 |
9 | 11.92 | -19.7771994546445 | 31.6971994546445 |
10 | 12.17 | -19.2463704533077 | 31.4163704533077 |
11 | 12.33 | -18.715541451971 | 31.045541451971 |
12 | 10.39 | -18.1847124506343 | 28.5747124506343 |
13 | 10.96 | -17.6538834492975 | 28.6138834492975 |
14 | 11.44 | -17.1230544479608 | 28.5630544479608 |
15 | 11.36 | -16.5922254466241 | 27.9522254466241 |
16 | 11.84 | -16.0613964452874 | 27.9013964452874 |
17 | 11.2 | -15.5305674439506 | 26.7305674439506 |
18 | 12.17 | -14.9997384426139 | 27.1697384426139 |
19 | 11.92 | -14.4689094412772 | 26.3889094412772 |
20 | 11.92 | -13.9380804399404 | 25.8580804399404 |
21 | 12.73 | -13.4072514386037 | 26.1372514386037 |
22 | 12.89 | -12.876422437267 | 25.766422437267 |
23 | 15.47 | -12.3455934359302 | 27.8155934359302 |
24 | 17 | -11.8147644345935 | 28.8147644345935 |
25 | 14.91 | -11.2839354332568 | 26.1939354332568 |
26 | 13.62 | -10.7531064319201 | 24.3731064319201 |
27 | 12.89 | -10.2222774305833 | 23.1122774305833 |
28 | 12.33 | -9.6914484292466 | 22.0214484292466 |
29 | 12.33 | -9.16061942790986 | 21.4906194279099 |
30 | 11.36 | -8.62979042657313 | 19.9897904265731 |
31 | 10.96 | -8.0989614252364 | 19.0589614252364 |
32 | 11.36 | -7.56813242389967 | 18.9281324238997 |
33 | 10.15 | -7.03730342256294 | 17.1873034225629 |
34 | 9.35 | -6.50647442122621 | 15.8564744212262 |
35 | 9.59 | -5.97564541988948 | 15.5656454198895 |
36 | 9.59 | -5.44481641855275 | 15.0348164185527 |
37 | 9.67 | -4.91398741721602 | 14.583987417216 |
38 | 9.19 | -4.38315841587929 | 13.5731584158793 |
39 | 9.02 | -3.85232941454256 | 12.8723294145426 |
40 | 8.94 | -3.32150041320583 | 12.2615004132058 |
41 | 8.38 | -2.7906714118691 | 11.1706714118691 |
42 | 8.3 | -2.25984241053237 | 10.5598424105324 |
43 | 8.14 | -1.72901340919564 | 9.86901340919564 |
44 | 8.3 | -1.19818440785891 | 9.4981844078589 |
45 | 8.54 | -0.66735540652218 | 9.20735540652218 |
46 | 9.02 | -0.13652640518545 | 9.15652640518545 |
47 | 9.27 | 0.394302596151283 | 8.87569740384872 |
48 | 9.02 | 0.925131597488013 | 8.09486840251199 |
49 | 9.02 | 1.45596059882474 | 7.56403940117526 |
50 | 8.38 | 1.98678960016147 | 6.39321039983853 |
51 | 8.46 | 2.5176186014982 | 5.9423813985018 |
52 | 7.9 | 3.04844760283493 | 4.85155239716507 |
53 | 7.17 | 3.57927660417166 | 3.59072339582834 |
54 | 7.25 | 4.1101056055084 | 3.1398943944916 |
55 | 7.33 | 4.64093460684512 | 2.68906539315488 |
56 | 7.41 | 5.17176360818186 | 2.23823639181814 |
57 | 7.98 | 5.70259260951859 | 2.27740739048141 |
58 | 7.65 | 6.23342161085532 | 1.41657838914468 |
59 | 7.41 | 6.76425061219205 | 0.645749387807951 |
60 | 7.57 | 7.29507961352878 | 0.274920386471221 |
61 | 7.41 | 7.8259086148655 | -0.415908614865506 |
62 | 7.49 | 8.35673761620224 | -0.866737616202236 |
63 | 7.49 | 8.88756661753897 | -1.39756661753897 |
64 | 8.14 | 9.4183956188757 | -1.2783956188757 |
65 | 8.38 | 9.94922462021243 | -1.56922462021243 |
66 | 8.22 | 10.4800536215492 | -2.26005362154916 |
67 | 8.46 | 11.0108826228859 | -2.55088262288589 |
68 | 7.98 | 11.5417116242226 | -3.56171162422262 |
69 | 8.06 | 12.0725406255593 | -4.01254062555935 |
70 | 8.06 | 12.6033696268961 | -4.54336962689608 |
71 | 8.54 | 13.1341986282328 | -4.59419862823281 |
72 | 9.75 | 13.6650276295695 | -3.91502762956954 |
73 | 12.17 | 14.1958566309063 | -2.02585663090627 |
74 | 15.23 | 14.726685632243 | 0.503314367756996 |
75 | 15.79 | 15.2575146335797 | 0.532485366420265 |
76 | 15.39 | 15.7883436349165 | -0.398343634916465 |
77 | 14.34 | 16.3191726362532 | -1.9791726362532 |
78 | 13.78 | 16.8500016375899 | -3.07000163758993 |
79 | 13.21 | 17.3808306389267 | -4.17083063892666 |
80 | 12.65 | 17.9116596402634 | -5.26165964026339 |
81 | 11.84 | 18.4424886416001 | -6.60248864160012 |
82 | 11.84 | 18.9733176429368 | -7.13331764293685 |
83 | 11.6 | 19.5041466442736 | -7.90414664427358 |
84 | 11.04 | 20.0349756456103 | -8.99497564561031 |
85 | 10.64 | 20.565804646947 | -9.92580464694704 |
86 | 10.39 | 21.0966336482838 | -10.7066336482838 |
87 | 10.15 | 21.6274626496205 | -11.4774626496205 |
88 | 9.67 | 22.1582916509572 | -12.4882916509572 |
89 | 9.67 | 22.689120652294 | -13.019120652294 |
90 | 9.91 | 23.2199496536307 | -13.3099496536307 |
91 | 9.91 | 23.7507786549674 | -13.8407786549674 |
92 | 9.91 | 24.2816076563041 | -14.3716076563041 |
93 | 9.71 | 24.8124366576409 | -15.1024366576409 |
94 | 9.51 | 25.3432656589776 | -15.8332656589776 |
95 | 9.32 | 25.8740946603143 | -16.5540946603143 |
96 | 9.12 | 26.4049236616511 | -17.2849236616511 |
97 | 9.22 | 26.9357526629878 | -17.7157526629878 |
98 | 9.22 | 27.4665816643245 | -18.2465816643245 |
99 | 8.92 | 27.9974106656613 | -19.0774106656613 |
100 | 8.82 | 28.528239666998 | -19.708239666998 |
101 | 8.82 | 29.0590686683347 | -20.2390686683347 |
102 | 8.82 | 29.5898976696715 | -20.7698976696715 |
103 | 8.72 | 30.1207266710082 | -21.4007266710082 |
104 | 8.34 | 30.6515556723449 | -22.3115556723449 |
105 | 8.14 | 31.1823846736816 | -23.0423846736816 |
106 | 8.14 | 31.7132136750184 | -23.5732136750184 |
107 | 8.04 | 32.2440426763551 | -24.2040426763551 |
108 | 8.04 | 32.7748716776918 | -24.7348716776918 |
109 | 8.04 | 33.3057006790286 | -25.2657006790286 |
110 | 8.14 | 33.8365296803653 | -25.6965296803653 |
111 | 8.24 | 34.367358681702 | -26.127358681702 |
112 | 8.34 | 34.8981876830388 | -26.5581876830388 |
113 | 8.53 | 35.4290166843755 | -26.8990166843755 |
114 | 8.63 | 35.9598456857122 | -27.3298456857122 |
115 | 8.53 | 36.4906746870489 | -27.9606746870489 |
116 | 8.72 | 37.0215036883857 | -28.3015036883857 |
117 | 9.11 | 37.5523326897224 | -28.4423326897224 |
118 | 8.92 | 38.0831616910591 | -29.1631616910591 |
119 | 8.82 | 38.6139906923959 | -29.7939906923959 |
120 | 9.21 | 39.1448196937326 | -29.9348196937326 |
121 | 9.21 | 39.6756486950693 | -30.4656486950693 |
122 | 9.4 | 40.2064776964061 | -30.8064776964061 |
123 | 9.6 | 40.7373066977428 | -31.1373066977428 |
124 | 9.69 | 41.2681356990795 | -31.5781356990795 |
125 | 9.74 | 41.7989647004163 | -32.0589647004163 |
126 | 10.64 | 42.329793701753 | -31.689793701753 |
127 | 12.82 | 42.8606227030897 | -30.0406227030897 |
128 | 15.06 | 43.3914517044264 | -28.3314517044264 |
129 | 17.3 | 43.9222807057632 | -26.6222807057632 |
130 | 20.04 | 44.4531097070999 | -24.4131097070999 |
131 | 17.9 | 44.9839387084366 | -27.0839387084366 |
132 | 16.77 | 45.5147677097734 | -28.7447677097734 |
133 | 17.07 | 46.0455967111101 | -28.9755967111101 |
134 | 17.1 | 46.5764257124468 | -29.4764257124468 |
135 | 17.53 | 47.1072547137836 | -29.5772547137836 |
136 | 17.7 | 47.6380837151203 | -29.9380837151203 |
137 | 17.37 | 48.168912716457 | -30.798912716457 |
138 | 17.13 | 48.6997417177937 | -31.5697417177938 |
139 | 17.13 | 49.2305707191305 | -32.1005707191305 |
140 | 16.7 | 49.7613997204672 | -33.0613997204672 |
141 | 15.23 | 50.2922287218039 | -35.0622287218039 |
142 | 13.66 | 50.8230577231407 | -37.1630577231407 |
143 | 12.96 | 51.3538867244774 | -38.3938867244774 |
144 | 13.39 | 51.8847157258141 | -38.4947157258141 |
145 | 13.73 | 52.4155447271509 | -38.6855447271509 |
146 | 13.86 | 52.9463737284876 | -39.0863737284876 |
147 | 14.36 | 53.4772027298243 | -39.1172027298243 |
148 | 14.09 | 54.0080317311611 | -39.9180317311611 |
149 | 13.89 | 54.5388607324978 | -40.6488607324978 |
150 | 14.03 | 55.0696897338345 | -41.0396897338345 |
151 | 14.73 | 55.6005187351712 | -40.8705187351712 |
152 | 16.3 | 56.131347736508 | -39.831347736508 |
153 | 17.3 | 56.6621767378447 | -39.3621767378447 |
154 | 17.6 | 57.1930057391814 | -39.5930057391814 |
155 | 18 | 57.7238347405182 | -39.7238347405182 |
156 | 19.54 | 58.2546637418549 | -38.7146637418549 |
157 | 22.34 | 58.7854927431916 | -36.4454927431916 |
158 | 24.08 | 59.3163217445284 | -35.2363217445284 |
159 | 23.85 | 59.8471507458651 | -35.9971507458651 |
160 | 24.08 | 60.3779797472018 | -36.2979797472018 |
161 | 25.98 | 60.9088087485385 | -34.9288087485385 |
162 | 26.55 | 61.4396377498753 | -34.8896377498753 |
163 | 26.75 | 61.970466751212 | -35.220466751212 |
164 | 26.88 | 62.5012957525487 | -35.6212957525487 |
165 | 26.78 | 63.0321247538855 | -36.2521247538855 |
166 | 27.18 | 63.5629537552222 | -36.3829537552222 |
167 | 28.15 | 64.093782756559 | -35.9437827565589 |
168 | 28.92 | 64.6246117578957 | -35.7046117578957 |
169 | 29.16 | 65.1554407592324 | -35.9954407592324 |
170 | 29.62 | 65.6862697605691 | -36.0662697605691 |
171 | 29.92 | 66.2170987619058 | -36.2970987619059 |
172 | 30.26 | 66.7479277632426 | -36.4879277632426 |
173 | 30.62 | 67.2787567645793 | -36.6587567645793 |
174 | 31.03 | 67.809585765916 | -36.779585765916 |
175 | 31.56 | 68.3404147672528 | -36.7804147672528 |
176 | 32.46 | 68.8712437685895 | -36.4112437685895 |
177 | 33.4 | 69.4020727699262 | -36.0020727699262 |
178 | 34.8 | 69.932901771263 | -35.132901771263 |
179 | 36.67 | 70.4637307725997 | -33.7937307725997 |
180 | 38.84 | 70.9945597739364 | -32.1545597739364 |
181 | 40.51 | 71.5253887752732 | -31.0153887752732 |
182 | 41.85 | 72.0562177766099 | -30.2062177766099 |
183 | 44.45 | 72.5870467779466 | -28.1370467779466 |
184 | 49.33 | 73.1178757792833 | -23.7878757792833 |
185 | 53.84 | 73.6487047806201 | -19.8087047806201 |
186 | 56.94 | 74.1795337819568 | -17.2395337819568 |
187 | 60.61 | 74.7103627832935 | -14.1003627832935 |
188 | 65.22 | 75.2411917846303 | -10.0211917846303 |
189 | 72.57 | 75.772020785967 | -3.20202078596701 |
190 | 82.38 | 76.3028497873037 | 6.07715021269627 |
191 | 90.93 | 76.8336787886405 | 14.0963212113595 |
192 | 96.5 | 77.3645077899772 | 19.1354922100228 |
193 | 99.6 | 77.8953367913139 | 21.7046632086861 |
194 | 103.9 | 78.4261657926507 | 25.4738342073494 |
195 | 107.6 | 78.9569947939874 | 28.6430052060126 |
196 | 109.6 | 79.4878237953241 | 30.1121762046759 |
197 | 113.6 | 80.0186527966608 | 33.5813472033391 |
198 | 118.3 | 80.5494817979976 | 37.7505182020024 |
199 | 124 | 81.0803107993343 | 42.9196892006657 |
200 | 130.7 | 81.611139800671 | 49.088860199329 |
201 | 136.2 | 82.1419688020078 | 54.0580311979922 |
202 | 140.3 | 82.6727978033445 | 57.6272021966555 |
203 | 144.5 | 83.2036268046812 | 61.2963731953188 |
204 | 148.2 | 83.734455806018 | 64.465544193982 |
205 | 152.4 | 84.2652848073547 | 68.1347151926453 |
206 | 156.9 | 84.7961138086914 | 72.1038861913086 |
207 | 160.5 | 85.3269428100281 | 75.1730571899719 |
208 | 163 | 85.8577718113649 | 77.1422281886351 |
209 | 166.6 | 86.3886008127016 | 80.2113991872984 |
210 | 172.2 | 86.9194298140383 | 85.2805701859617 |
211 | 177.1 | 87.450258815375 | 89.649741184625 |
212 | 179.9 | 87.9810878167118 | 91.9189121832882 |
213 | 184 | 88.5119168180485 | 95.4880831819515 |
214 | 188.9 | 89.0427458193853 | 99.8572541806147 |
215 | 195.3 | 89.573574820722 | 105.726425179278 |
216 | 201.6 | 90.1044038220587 | 111.495596177941 |
217 | 207.34 | 90.6352328233955 | 116.704767176605 |
218 | 215.3 | 91.1660618247322 | 124.133938175268 |
219 | 214.54 | 91.696890826069 | 122.843109173931 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 4.52628455008668e-06 | 9.05256910017336e-06 | 0.99999547371545 |
6 | 6.52250070844266e-08 | 1.30450014168853e-07 | 0.999999934774993 |
7 | 2.74454518785229e-09 | 5.48909037570458e-09 | 0.999999997255455 |
8 | 3.22700789838124e-10 | 6.45401579676248e-10 | 0.9999999996773 |
9 | 2.17944815267814e-11 | 4.35889630535628e-11 | 0.999999999978206 |
10 | 8.94602245291003e-13 | 1.78920449058201e-12 | 0.999999999999105 |
11 | 3.17279360102503e-14 | 6.34558720205005e-14 | 0.999999999999968 |
12 | 2.09606140631428e-14 | 4.19212281262856e-14 | 0.999999999999979 |
13 | 1.49971696394281e-15 | 2.99943392788562e-15 | 0.999999999999998 |
14 | 6.0010165657138e-17 | 1.20020331314276e-16 | 1 |
15 | 2.37797753560865e-18 | 4.7559550712173e-18 | 1 |
16 | 7.38932348842038e-20 | 1.47786469768408e-19 | 1 |
17 | 3.10826568662836e-21 | 6.21653137325671e-21 | 1 |
18 | 9.03570755110429e-23 | 1.80714151022086e-22 | 1 |
19 | 2.63532303965625e-24 | 5.2706460793125e-24 | 1 |
20 | 7.60172292306722e-26 | 1.52034458461344e-25 | 1 |
21 | 2.28391943199755e-27 | 4.56783886399511e-27 | 1 |
22 | 6.75448592211151e-29 | 1.3508971844223e-28 | 1 |
23 | 5.97676325267237e-29 | 1.19535265053447e-28 | 1 |
24 | 1.64656148590804e-28 | 3.29312297181608e-28 | 1 |
25 | 7.79522711566532e-30 | 1.55904542313306e-29 | 1 |
26 | 3.24329007710896e-31 | 6.48658015421791e-31 | 1 |
27 | 2.15019211256678e-32 | 4.30038422513356e-32 | 1 |
28 | 2.29795599511658e-33 | 4.59591199023317e-33 | 1 |
29 | 2.15119220297338e-34 | 4.30238440594675e-34 | 1 |
30 | 5.16805180386084e-35 | 1.03361036077217e-34 | 1 |
31 | 1.38140533334599e-35 | 2.76281066669197e-35 | 1 |
32 | 1.69618329247345e-36 | 3.3923665849469e-36 | 1 |
33 | 6.1071965274835e-37 | 1.2214393054967e-36 | 1 |
34 | 3.42383735504876e-37 | 6.84767471009752e-37 | 1 |
35 | 8.28735965037528e-38 | 1.65747193007506e-37 | 1 |
36 | 1.44619192419245e-38 | 2.89238384838489e-38 | 1 |
37 | 1.8790680438657e-39 | 3.75813608773141e-39 | 1 |
38 | 2.89188909951191e-40 | 5.78377819902382e-40 | 1 |
39 | 4.08811804904971e-41 | 8.17623609809942e-41 | 1 |
40 | 5.07160412734582e-42 | 1.01432082546916e-41 | 1 |
41 | 7.77855135611991e-43 | 1.55571027122398e-42 | 1 |
42 | 1.03121942076647e-43 | 2.06243884153294e-43 | 1 |
43 | 1.27635460876444e-44 | 2.55270921752888e-44 | 1 |
44 | 1.24920247865487e-45 | 2.49840495730974e-45 | 1 |
45 | 9.95867472553276e-47 | 1.99173494510655e-46 | 1 |
46 | 6.48910562745338e-48 | 1.29782112549068e-47 | 1 |
47 | 3.95595031061159e-49 | 7.91190062122318e-49 | 1 |
48 | 2.45452146693087e-50 | 4.90904293386174e-50 | 1 |
49 | 1.49327812935611e-51 | 2.98655625871222e-51 | 1 |
50 | 1.01753041074589e-52 | 2.03506082149178e-52 | 1 |
51 | 6.53121650533147e-54 | 1.30624330106629e-53 | 1 |
52 | 4.77146173289152e-55 | 9.54292346578304e-55 | 1 |
53 | 4.52811564391857e-56 | 9.05623128783714e-56 | 1 |
54 | 3.74146666236463e-57 | 7.48293332472925e-57 | 1 |
55 | 2.77525784200585e-58 | 5.5505156840117e-58 | 1 |
56 | 1.8943701771971e-59 | 3.7887403543942e-59 | 1 |
57 | 1.12416342352756e-60 | 2.24832684705512e-60 | 1 |
58 | 6.8353464679969e-62 | 1.36706929359938e-61 | 1 |
59 | 4.2403346957808e-63 | 8.4806693915616e-63 | 1 |
60 | 2.51399063301607e-64 | 5.02798126603213e-64 | 1 |
61 | 1.49641323587867e-65 | 2.99282647175734e-65 | 1 |
62 | 8.73101337290869e-67 | 1.74620267458174e-66 | 1 |
63 | 5.06087487475436e-68 | 1.01217497495087e-67 | 1 |
64 | 3.17123266070836e-69 | 6.34246532141672e-69 | 1 |
65 | 2.16764180344428e-70 | 4.33528360688857e-70 | 1 |
66 | 1.42468529029868e-71 | 2.84937058059736e-71 | 1 |
67 | 1.03812887855038e-72 | 2.07625775710075e-72 | 1 |
68 | 6.5349315308197e-74 | 1.30698630616394e-73 | 1 |
69 | 4.26547682569495e-75 | 8.5309536513899e-75 | 1 |
70 | 2.82651440620545e-76 | 5.6530288124109e-76 | 1 |
71 | 2.33363006244349e-77 | 4.66726012488698e-77 | 1 |
72 | 4.85863490456462e-78 | 9.71726980912924e-78 | 1 |
73 | 2.41586288211107e-77 | 4.83172576422214e-77 | 1 |
74 | 1.74152060045605e-74 | 3.4830412009121e-74 | 1 |
75 | 3.5757050003736e-72 | 7.1514100007472e-72 | 1 |
76 | 7.5239142846882e-71 | 1.50478285693764e-70 | 1 |
77 | 1.8632682687428e-70 | 3.7265365374856e-70 | 1 |
78 | 1.84052691123819e-70 | 3.68105382247638e-70 | 1 |
79 | 9.33128006064174e-71 | 1.86625601212835e-70 | 1 |
80 | 2.91499128371683e-71 | 5.82998256743366e-71 | 1 |
81 | 5.66911754700003e-72 | 1.13382350940001e-71 | 1 |
82 | 1.08110734768839e-72 | 2.16221469537677e-72 | 1 |
83 | 1.84741391174941e-73 | 3.69482782349881e-73 | 1 |
84 | 2.63193968996148e-74 | 5.26387937992297e-74 | 1 |
85 | 3.44440392292407e-75 | 6.88880784584814e-75 | 1 |
86 | 4.36891293412343e-76 | 8.73782586824686e-76 | 1 |
87 | 5.4469420009025e-77 | 1.0893884001805e-76 | 1 |
88 | 6.67874240499201e-78 | 1.3357484809984e-77 | 1 |
89 | 8.30131097249663e-79 | 1.66026219449933e-78 | 1 |
90 | 1.0597254145896e-79 | 2.1194508291792e-79 | 1 |
91 | 1.3744621841195e-80 | 2.748924368239e-80 | 1 |
92 | 1.81237764466841e-81 | 3.62475528933681e-81 | 1 |
93 | 2.40112145448157e-82 | 4.80224290896315e-82 | 1 |
94 | 3.21781807198827e-83 | 6.43563614397653e-83 | 1 |
95 | 4.38798289747815e-84 | 8.7759657949563e-84 | 1 |
96 | 6.12265874237536e-85 | 1.22453174847507e-84 | 1 |
97 | 8.6341465705272e-86 | 1.72682931410544e-85 | 1 |
98 | 1.23767740655232e-86 | 2.47535481310463e-86 | 1 |
99 | 1.83009258791646e-87 | 3.66018517583293e-87 | 1 |
100 | 2.76716769957265e-88 | 5.5343353991453e-88 | 1 |
101 | 4.24306530231122e-89 | 8.48613060462243e-89 | 1 |
102 | 6.60389434645242e-90 | 1.32077886929048e-89 | 1 |
103 | 1.05192199080495e-90 | 2.1038439816099e-90 | 1 |
104 | 1.77762997376425e-91 | 3.55525994752849e-91 | 1 |
105 | 3.13552069888504e-92 | 6.27104139777007e-92 | 1 |
106 | 5.56860679236363e-93 | 1.11372135847273e-92 | 1 |
107 | 1.01432809148111e-93 | 2.02865618296222e-93 | 1 |
108 | 1.86059130556321e-94 | 3.72118261112642e-94 | 1 |
109 | 3.44055710978527e-95 | 6.88111421957055e-95 | 1 |
110 | 6.33298539582839e-96 | 1.26659707916568e-95 | 1 |
111 | 1.16741799765824e-96 | 2.33483599531647e-96 | 1 |
112 | 2.16738069185145e-97 | 4.33476138370289e-97 | 1 |
113 | 4.06771898664823e-98 | 8.13543797329646e-98 | 1 |
114 | 7.79219732278627e-99 | 1.55843946455725e-98 | 1 |
115 | 1.5206937101896e-99 | 3.04138742037919e-99 | 1 |
116 | 3.04824672829494e-100 | 6.09649345658989e-100 | 1 |
117 | 6.52515945457095e-101 | 1.30503189091419e-100 | 1 |
118 | 1.39343408681494e-101 | 2.78686817362988e-101 | 1 |
119 | 3.01058233321626e-102 | 6.02116466643251e-102 | 1 |
120 | 7.05514165712766e-103 | 1.41102833142553e-102 | 1 |
121 | 1.69278911202151e-103 | 3.38557822404302e-103 | 1 |
122 | 4.34171080612836e-104 | 8.68342161225672e-104 | 1 |
123 | 1.20484796224706e-104 | 2.40969592449413e-104 | 1 |
124 | 3.51655474064226e-105 | 7.03310948128452e-105 | 1 |
125 | 1.0656644793427e-105 | 2.1313289586854e-105 | 1 |
126 | 4.9483472180302e-106 | 9.8966944360604e-106 | 1 |
127 | 1.37951213898964e-105 | 2.75902427797927e-105 | 1 |
128 | 5.94999538741301e-104 | 1.1899990774826e-103 | 1 |
129 | 5.84694495517705e-101 | 1.16938899103541e-100 | 1 |
130 | 2.80563305691224e-96 | 5.61126611382448e-96 | 1 |
131 | 7.67224137036087e-94 | 1.53444827407217e-93 | 1 |
132 | 2.94223487305914e-92 | 5.88446974611829e-92 | 1 |
133 | 1.20468904064704e-90 | 2.40937808129407e-90 | 1 |
134 | 4.00237072487002e-89 | 8.00474144974004e-89 | 1 |
135 | 1.70223858798312e-87 | 3.40447717596624e-87 | 1 |
136 | 7.11950549330147e-86 | 1.42390109866029e-85 | 1 |
137 | 1.88451002813953e-84 | 3.76902005627906e-84 | 1 |
138 | 3.74835263397928e-83 | 7.49670526795856e-83 | 1 |
139 | 7.20622318472414e-82 | 1.44124463694483e-81 | 1 |
140 | 9.91005105008333e-81 | 1.98201021001667e-80 | 1 |
141 | 5.52033478164925e-80 | 1.10406695632985e-79 | 1 |
142 | 1.60336716067626e-79 | 3.20673432135253e-79 | 1 |
143 | 3.95412075593274e-79 | 7.90824151186548e-79 | 1 |
144 | 1.17675384531467e-78 | 2.35350769062933e-78 | 1 |
145 | 4.16495709144785e-78 | 8.3299141828957e-78 | 1 |
146 | 1.62680941829483e-77 | 3.25361883658966e-77 | 1 |
147 | 8.16051557016461e-77 | 1.63210311403292e-76 | 1 |
148 | 3.78634834816575e-76 | 7.57269669633149e-76 | 1 |
149 | 1.65979456200311e-75 | 3.31958912400623e-75 | 1 |
150 | 7.72485083253197e-75 | 1.54497016650639e-74 | 1 |
151 | 4.83391224682147e-74 | 9.66782449364293e-74 | 1 |
152 | 7.19737473543427e-73 | 1.43947494708685e-72 | 1 |
153 | 2.08776737824994e-71 | 4.17553475649988e-71 | 1 |
154 | 7.15463534249409e-70 | 1.43092706849882e-69 | 1 |
155 | 3.0812941954319e-68 | 6.1625883908638e-68 | 1 |
156 | 4.4907548200055e-66 | 8.981509640011e-66 | 1 |
157 | 1.0446677198475e-62 | 2.08933543969501e-62 | 1 |
158 | 1.37996198154147e-58 | 2.75992396308294e-58 | 1 |
159 | 8.62159625462425e-55 | 1.72431925092485e-54 | 1 |
160 | 4.76892394136601e-51 | 9.53784788273202e-51 | 1 |
161 | 1.60727025638042e-46 | 3.21454051276084e-46 | 1 |
162 | 6.43557338191022e-42 | 1.28711467638204e-41 | 1 |
163 | 1.99678727764012e-37 | 3.99357455528024e-37 | 1 |
164 | 4.4927800569885e-33 | 8.98556011397699e-33 | 1 |
165 | 5.68200467039929e-29 | 1.13640093407986e-28 | 1 |
166 | 6.30132759105293e-25 | 1.26026551821059e-24 | 1 |
167 | 9.42480506271278e-21 | 1.88496101254256e-20 | 1 |
168 | 1.31015532817346e-16 | 2.62031065634693e-16 | 1 |
169 | 8.4097538796208e-13 | 1.68195077592416e-12 | 0.99999999999916 |
170 | 2.39110941642208e-09 | 4.78221883284416e-09 | 0.99999999760889 |
171 | 2.04234596519949e-06 | 4.08469193039897e-06 | 0.999997957654035 |
172 | 0.000427579953370815 | 0.00085515990674163 | 0.99957242004663 |
173 | 0.0191440591359201 | 0.0382881182718402 | 0.98085594086408 |
174 | 0.192528403714066 | 0.385056807428131 | 0.807471596285934 |
175 | 0.586776609444583 | 0.826446781110833 | 0.413223390555417 |
176 | 0.878767564196457 | 0.242464871607085 | 0.121232435803543 |
177 | 0.971701557457314 | 0.0565968850853717 | 0.0282984425426859 |
178 | 0.99268579925543 | 0.0146284014891389 | 0.00731420074456945 |
179 | 0.997522912592321 | 0.00495417481535825 | 0.00247708740767913 |
180 | 0.998847638668137 | 0.0023047226637264 | 0.0011523613318632 |
181 | 0.999198932721185 | 0.00160213455763098 | 0.000801067278815488 |
182 | 0.999389584945628 | 0.00122083010874397 | 0.000610415054371984 |
183 | 0.999671894870425 | 0.00065621025914968 | 0.00032810512957484 |
184 | 0.99986761792008 | 0.000264764159840934 | 0.000132382079920467 |
185 | 0.999961513495973 | 7.69730080545719e-05 | 3.8486504027286e-05 |
186 | 0.999994923644112 | 1.01527117762575e-05 | 5.07635588812877e-06 |
187 | 0.99999982304821 | 3.53903580537135e-07 | 1.76951790268567e-07 |
188 | 0.999999999174489 | 1.65102273909894e-09 | 8.2551136954947e-10 |
189 | 0.999999999995677 | 8.64642767427558e-12 | 4.32321383713779e-12 |
190 | 0.999999999999274 | 1.45230005191207e-12 | 7.26150025956036e-13 |
191 | 0.999999999999778 | 4.44285538144746e-13 | 2.22142769072373e-13 |
192 | 0.999999999999946 | 1.07995764597739e-13 | 5.39978822988697e-14 |
193 | 0.999999999999968 | 6.31051578131035e-14 | 3.15525789065517e-14 |
194 | 0.999999999999976 | 4.78112776961672e-14 | 2.39056388480836e-14 |
195 | 0.999999999999972 | 5.58358296699219e-14 | 2.79179148349609e-14 |
196 | 0.999999999999958 | 8.44670906946494e-14 | 4.22335453473247e-14 |
197 | 0.99999999999994 | 1.19643217179409e-13 | 5.98216085897044e-14 |
198 | 0.999999999999907 | 1.85231377730667e-13 | 9.26156888653334e-14 |
199 | 0.999999999999782 | 4.36777375040752e-13 | 2.18388687520376e-13 |
200 | 0.99999999999939 | 1.21880993888677e-12 | 6.09404969443383e-13 |
201 | 0.999999999998696 | 2.60788834978727e-12 | 1.30394417489363e-12 |
202 | 0.999999999996972 | 6.0554541736182e-12 | 3.0277270868091e-12 |
203 | 0.999999999993015 | 1.3970720111929e-11 | 6.9853600559645e-12 |
204 | 0.999999999979887 | 4.02254870623415e-11 | 2.01127435311707e-11 |
205 | 0.999999999944211 | 1.11577364060151e-10 | 5.57886820300753e-11 |
206 | 0.999999999894739 | 2.1052196633354e-10 | 1.0526098316677e-10 |
207 | 0.999999999783454 | 4.33091012216569e-10 | 2.16545506108284e-10 |
208 | 0.999999998660917 | 2.67816644147441e-09 | 1.3390832207372e-09 |
209 | 0.999999987480646 | 2.50387084795256e-08 | 1.25193542397628e-08 |
210 | 0.999999913881867 | 1.72236265250785e-07 | 8.61181326253926e-08 |
211 | 0.99999956695547 | 8.66089059637518e-07 | 4.33044529818759e-07 |
212 | 0.999994844711502 | 1.03105769966116e-05 | 5.15528849830582e-06 |
213 | 0.99993243287839 | 0.000135134243219154 | 6.7567121609577e-05 |
214 | 0.99927665190122 | 0.0014466961975615 | 0.000723348098780751 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 204 | 0.971428571428571 | NOK |
5% type I error level | 206 | 0.980952380952381 | NOK |
10% type I error level | 207 | 0.985714285714286 | NOK |