Multiple Linear Regression - Estimated Regression Equation |
Banknotes[t] = + 952695.721801893 -17024358.4005245Loan_Interest[t] -2261.87936460689Exchange_Rate_USD[t] -583456.00996409Inflation[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) | 952695.721801893 | 78403.808544 | 12.1511 | 0 | 0 |
Loan_Interest | -17024358.4005245 | 1499128.74551 | -11.3562 | 0 | 0 |
Exchange_Rate_USD | -2261.87936460689 | 681.415855 | -3.3194 | 0.001063 | 0.000531 |
Inflation | -583456.00996409 | 944730.073981 | -0.6176 | 0.537511 | 0.268756 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.680344765580795 |
R-squared | 0.462869000053186 |
Adjusted R-squared | 0.455232066404654 |
F-TEST (value) | 60.6092734800841 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 211 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 113207.900804473 |
Sum Squared Residuals | 2704182077761.17 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 347553 | 109495.114101206 | 238057.885898794 |
2 | 353245 | 245137.66106329 | 108107.33893671 |
3 | 347966 | 255165.713604608 | 92800.2863953919 |
4 | 364343 | 267450.565420429 | 96892.4345795712 |
5 | 341713 | 272477.188713946 | 69235.8112860541 |
6 | 361162 | 279008.76897357 | 82153.2310264298 |
7 | 354400 | 272171.30052767 | 82228.69947233 |
8 | 345183 | 281888.353504051 | 63294.6464959486 |
9 | 341807 | 407825.103800382 | -66018.1038003816 |
10 | 348712 | 405298.870430633 | -56586.8704306334 |
11 | 349011 | 405057.034251642 | -56046.0342516418 |
12 | 416259 | 400171.339800845 | 16087.6601991552 |
13 | 360289 | 394893.505906689 | -34604.5059066892 |
14 | 367557 | 407477.175125279 | -39920.1751252791 |
15 | 364611 | 409332.600627763 | -44721.6006277632 |
16 | 378688 | 415938.766391408 | -37250.7663914079 |
17 | 351763 | 414902.969531768 | -63139.9695317684 |
18 | 377765 | 419517.755970572 | -41752.7559705719 |
19 | 373212 | 433135.409838762 | -59923.4098387624 |
20 | 365819 | 428920.795236715 | -63101.7952367145 |
21 | 364686 | 430115.573052137 | -65429.5730521369 |
22 | 363333 | 427520.308184948 | -64187.3081849476 |
23 | 362536 | 427372.85625638 | -64836.85625638 |
24 | 428803 | 424797.235163019 | 4005.76483698057 |
25 | 375361 | 426241.372243554 | -50880.372243554 |
26 | 377205 | 431400.176641883 | -54195.1766418832 |
27 | 381266 | 451149.787365706 | -69883.7873657061 |
28 | 390516 | 594355.934259717 | -203839.934259717 |
29 | 366117 | 590543.241862455 | -224426.241862455 |
30 | 393928 | 590096.731470638 | -196168.731470638 |
31 | 387784 | 584589.3139737 | -196805.3139737 |
32 | 385656 | 569750.187508854 | -184094.187508854 |
33 | 385320 | 639700.051000059 | -254380.051000059 |
34 | 389053 | 643939.867852308 | -254886.867852308 |
35 | 390595 | 641078.950179457 | -250483.950179457 |
36 | 462440 | 639514.336137555 | -177074.336137555 |
37 | 402532 | 631067.642378648 | -228535.642378648 |
38 | 409070 | 630745.245675 | -221675.245675 |
39 | 421329 | 628734.537785544 | -207405.537785544 |
40 | 428841 | 623354.796554844 | -194513.796554844 |
41 | 404864 | 625505.915775261 | -220641.915775261 |
42 | 432633 | 621345.742168163 | -188712.742168163 |
43 | 416886 | 617980.788916747 | -201094.788916747 |
44 | 414893 | 622695.350803049 | -207802.350803049 |
45 | 417914 | 619332.669533663 | -201418.669533663 |
46 | 417518 | 610535.222582617 | -193017.222582617 |
47 | 423137 | 610752.658678929 | -187615.658678929 |
48 | 506710 | 606666.206933874 | -99956.2069338737 |
49 | 436264 | 597140.194072819 | -160876.194072819 |
50 | 443712 | 585846.414571311 | -142134.414571311 |
51 | 452849 | 587271.433594259 | -134422.433594259 |
52 | 453009 | 572131.85483815 | -119122.85483815 |
53 | 437876 | 586902.063079775 | -149026.063079775 |
54 | 460041 | 595967.426614031 | -135926.426614031 |
55 | 450426 | 595519.551477443 | -145093.551477443 |
56 | 447873 | 588151.589262432 | -140278.589262432 |
57 | 444955 | 580046.915102242 | -135091.915102242 |
58 | 452043 | 578775.831968221 | -126732.831968221 |
59 | 480877 | 571519.462985927 | -90642.4629859266 |
60 | 546696 | 563763.51966836 | -17067.5196683603 |
61 | 483668 | 563797.671591463 | -80129.6715914631 |
62 | 489627 | 571000.779165104 | -81373.7791651038 |
63 | 490007 | 563192.794620877 | -73185.7946208774 |
64 | 496590 | 567486.71417479 | -70896.7141747897 |
65 | 480846 | 559393.371209063 | -78547.3712090632 |
66 | 497677 | 549056.178642824 | -51379.1786428236 |
67 | 492795 | 549827.349515837 | -57032.3495158368 |
68 | 488495 | 542048.616390636 | -53553.6163906359 |
69 | 486769 | 564274.239672069 | -77505.2396720687 |
70 | 494455 | 592084.810053273 | -97629.8100532728 |
71 | 498054 | 590313.565025729 | -92259.565025729 |
72 | 558648 | 598313.998025335 | -39665.9980253348 |
73 | 506424 | 610440.184829691 | -104016.184829691 |
74 | 512528 | 604270.785821925 | -91742.7858219247 |
75 | 512866 | 598907.495001277 | -86041.495001277 |
76 | 529324 | 597142.365087353 | -67818.3650873532 |
77 | 508431 | 593626.230417554 | -85195.2304175536 |
78 | 523026 | 595807.070871232 | -72781.0708712321 |
79 | 521355 | 597033.355311193 | -75678.3553111926 |
80 | 514103 | 609370.784479713 | -95267.7844797131 |
81 | 513885 | 625391.970471777 | -111506.970471777 |
82 | 522150 | 631805.731742876 | -109655.731742876 |
83 | 527384 | 636898.987133096 | -109514.987133096 |
84 | 654047 | 641519.292555233 | 12527.7074447673 |
85 | 543115 | 633676.362124865 | -90561.3621248651 |
86 | 543200 | 624236.876237067 | -81036.8762370673 |
87 | 571201 | 629614.415532229 | -58413.4155322286 |
88 | 568892 | 633509.177761697 | -64617.1777616966 |
89 | 537223 | 626995.649615135 | -89772.6496151353 |
90 | 553186 | 630693.11615512 | -77507.1161551204 |
91 | 550954 | 626929.197104456 | -75975.197104456 |
92 | 543433 | 625967.639618618 | -82534.6396186184 |
93 | 557195 | 631771.996364036 | -74576.996364036 |
94 | 565522 | 629247.6888461 | -63725.6888461001 |
95 | 571691 | 626386.043154461 | -54695.0431544608 |
96 | 633972 | 616614.544713335 | 17357.4552866648 |
97 | 575265 | 604986.835378722 | -29721.8353787224 |
98 | 572364 | 632357.930056377 | -59993.9300563771 |
99 | 586744 | 640172.087371638 | -53428.0873716384 |
100 | 600389 | 634600.17823908 | -34211.1782390794 |
101 | 578540 | 638893.081383753 | -60353.0813837527 |
102 | 610778 | 638974.256285424 | -28196.2562854236 |
103 | 596577 | 632699.752107542 | -36122.7521075421 |
104 | 590558 | 639626.218076586 | -49068.2180765864 |
105 | 597294 | 671120.250246439 | -73826.2502464388 |
106 | 602384 | 665917.927707843 | -63533.9277078429 |
107 | 614190 | 664746.935598086 | -50556.9355980865 |
108 | 690042 | 654462.767482262 | 35579.2325177384 |
109 | 639497 | 643618.380629375 | -4121.38062937472 |
110 | 649304 | 642844.74404382 | 6459.25595617935 |
111 | 678762 | 645810.991170749 | 32951.0088292509 |
112 | 691885 | 645517.495286114 | 46367.5047138858 |
113 | 667973 | 654747.19594998 | 13225.8040500193 |
114 | 682032 | 660127.170036678 | 21904.8299633216 |
115 | 672651 | 673223.486580998 | -572.486580998309 |
116 | 671865 | 671653.353555764 | 211.646444236427 |
117 | 671463 | 667142.49680302 | 4320.50319698048 |
118 | 675917 | 660693.7408456 | 15223.2591544005 |
119 | 680952 | 663188.459018774 | 17763.5409812257 |
120 | 754718 | 660847.738576536 | 93870.2614234636 |
121 | 694413 | 669619.197886377 | 24793.8021136226 |
122 | 699390 | 667062.756692612 | 32327.2433073878 |
123 | 710573 | 668062.032781863 | 42510.9672181371 |
124 | 714217 | 665300.789589013 | 48916.2104109874 |
125 | 702996 | 671599.798919313 | 31396.2010806874 |
126 | 712370 | 670496.663190494 | 41873.3368095057 |
127 | 708445 | 668371.145988024 | 40073.8540119756 |
128 | 707083 | 668630.353958814 | 38452.646041186 |
129 | 700632 | 676284.223028089 | 24347.7769719113 |
130 | 706309 | 687814.622627745 | 18494.3773722553 |
131 | 709523 | 691576.830435867 | 17946.1695641333 |
132 | 769096 | 693936.734879941 | 75159.2651200587 |
133 | 715100 | 696573.315951859 | 18526.6840481415 |
134 | 713872 | 694668.117102504 | 19203.8828974964 |
135 | 714032 | 690568.315915711 | 23463.6840842885 |
136 | 732269 | 695406.956466936 | 36862.0435330642 |
137 | 711137 | 684446.075877255 | 26690.9241227447 |
138 | 715284 | 688063.429357852 | 27220.5706421485 |
139 | 716888 | 688894.525185902 | 27993.4748140976 |
140 | 716426 | 687235.219888846 | 29190.7801111541 |
141 | 714726 | 686842.014500964 | 27883.9854990363 |
142 | 718016 | 686404.769358814 | 31611.2306411861 |
143 | 725932 | 693732.569974392 | 32199.4300256078 |
144 | 779564 | 699632.06507268 | 79931.93492732 |
145 | 732144 | 701054.715248342 | 31089.2847516575 |
146 | 730816 | 699029.495107371 | 31786.5048926288 |
147 | 746719 | 697472.847514616 | 49246.1524853839 |
148 | 760065 | 692253.122263218 | 67811.8777367821 |
149 | 734516 | 693271.551433301 | 41244.4485666991 |
150 | 740167 | 692869.018953742 | 47297.9810462576 |
151 | 740976 | 684247.823782781 | 56728.1762172191 |
152 | 735764 | 686982.947445925 | 48781.0525540747 |
153 | 734711 | 686208.65735787 | 48502.3426421307 |
154 | 737916 | 680583.92981213 | 57332.0701878699 |
155 | 739132 | 673630.69491312 | 65501.3050868804 |
156 | 792705 | 669648.818152143 | 123056.181847857 |
157 | 747488 | 675120.263311456 | 72367.7366885436 |
158 | 746616 | 669603.028029845 | 77012.9719701546 |
159 | 749781 | 671496.040247242 | 78284.9597527584 |
160 | 760911 | 671364.960110199 | 89546.039889801 |
161 | 739543 | 682867.489812119 | 56675.5101878808 |
162 | 745626 | 673698.12244307 | 71927.8775569297 |
163 | 746246 | 621212.833329763 | 125033.166670237 |
164 | 744769 | 617235.352235381 | 127533.647764619 |
165 | 741388 | 616442.049159477 | 124945.950840523 |
166 | 744469 | 613874.526403764 | 130594.473596236 |
167 | 745566 | 617412.875997223 | 128153.124002777 |
168 | 798367 | 617527.720333484 | 180839.279666516 |
169 | 752440 | 611860.874415495 | 140579.125584505 |
170 | 756627 | 553740.077087046 | 202886.922912954 |
171 | 758941 | 560323.861382836 | 198617.138617164 |
172 | 771287 | 556233.908901721 | 215053.091098279 |
173 | 749858 | 551936.338108968 | 197921.661891032 |
174 | 758370 | 548823.63048171 | 209546.36951829 |
175 | 755407 | 549991.121855406 | 205415.878144594 |
176 | 752063 | 562164.05108481 | 189898.948915189 |
177 | 756298 | 566031.864798288 | 190266.135201712 |
178 | 755892 | 561483.250316644 | 194408.749683356 |
179 | 758486 | 569972.194336301 | 188513.805663699 |
180 | 812777 | 566837.482292411 | 245939.517707589 |
181 | 762561 | 577414.909334632 | 185146.090665368 |
182 | 763579 | 576766.308186545 | 186812.691813455 |
183 | 764615 | 590022.737575421 | 174592.262424579 |
184 | 773312 | 588530.037287765 | 184781.962712235 |
185 | 755697 | 581906.328350782 | 173790.671649218 |
186 | 762909 | 571572.347762598 | 191336.652237402 |
187 | 760337 | 570015.630123351 | 190321.369876649 |
188 | 759270 | 565655.212625717 | 193614.787374283 |
189 | 754929 | 571377.767418172 | 183551.232581828 |
190 | 766116 | 630809.506292385 | 135306.493707615 |
191 | 765945 | 642807.670332733 | 123137.329667267 |
192 | 814783 | 692845.478575504 | 121937.521424496 |
193 | 768494 | 697126.13324621 | 71367.8667537903 |
194 | 769222 | 692979.344104096 | 76242.6558959044 |
195 | 768977 | 681985.377535836 | 86991.6224641644 |
196 | 783341 | 678274.794410111 | 105066.205589889 |
197 | 764061 | 690114.323992447 | 73946.6760075533 |
198 | 767394 | 693582.461031959 | 73811.5389680409 |
199 | 763910 | 700980.052084771 | 62929.947915229 |
200 | 761677 | 700172.505004147 | 61504.494995853 |
201 | 759173 | 707749.80087558 | 51423.19912442 |
202 | 762486 | 712182.917518463 | 50303.0824815375 |
203 | 762690 | 710785.751249179 | 51904.2487508207 |
204 | 809542 | 708862.908258989 | 100679.091741011 |
205 | 769041 | 702962.140811391 | 66078.859188609 |
206 | 770889 | 703812.521608775 | 67076.4783912248 |
207 | 773527 | 703250.99996895 | 70276.0000310493 |
208 | 789890 | 697354.39533195 | 92535.6046680503 |
209 | 768325 | 699337.431156421 | 68987.5688435787 |
210 | 772712 | 700040.43007173 | 72671.5699282702 |
211 | 772944 | 708456.44172259 | 64487.5582774106 |
212 | 769637 | 713529.916980686 | 56107.0830193141 |
213 | 768546 | 714251.998930335 | 54294.0010696653 |
214 | 775013 | 715275.671000024 | 59737.3289999756 |
215 | 776635 | 714478.213685558 | 62156.7863144416 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.00115671466226769 | 0.00231342932453538 | 0.998843285337732 |
8 | 0.000118376259802133 | 0.000236752519604266 | 0.999881623740198 |
9 | 1.40840800499684e-05 | 2.81681600999367e-05 | 0.99998591591995 |
10 | 1.05860664760653e-06 | 2.11721329521307e-06 | 0.999998941393352 |
11 | 7.42132766925973e-08 | 1.48426553385195e-07 | 0.999999925786723 |
12 | 2.08019070750409e-05 | 4.16038141500819e-05 | 0.999979198092925 |
13 | 3.79408043532642e-06 | 7.58816087065283e-06 | 0.999996205919565 |
14 | 6.58454840120356e-07 | 1.31690968024071e-06 | 0.99999934154516 |
15 | 1.07491513666429e-07 | 2.14983027332858e-07 | 0.999999892508486 |
16 | 1.9284979427035e-08 | 3.85699588540699e-08 | 0.99999998071502 |
17 | 4.46747239400329e-09 | 8.93494478800659e-09 | 0.999999995532528 |
18 | 7.32217447130169e-10 | 1.46443489426034e-09 | 0.999999999267783 |
19 | 1.09457521427899e-10 | 2.18915042855799e-10 | 0.999999999890542 |
20 | 1.69734279672647e-11 | 3.39468559345294e-11 | 0.999999999983027 |
21 | 2.41909194886914e-12 | 4.83818389773827e-12 | 0.99999999999758 |
22 | 3.23314235345985e-13 | 6.4662847069197e-13 | 0.999999999999677 |
23 | 4.215718946365e-14 | 8.43143789273001e-14 | 0.999999999999958 |
24 | 1.98756080400704e-12 | 3.97512160801407e-12 | 0.999999999998012 |
25 | 3.36322289219786e-13 | 6.72644578439573e-13 | 0.999999999999664 |
26 | 5.5164662215849e-14 | 1.10329324431698e-13 | 0.999999999999945 |
27 | 8.79375690290096e-15 | 1.75875138058019e-14 | 0.999999999999991 |
28 | 1.58792070398823e-15 | 3.17584140797645e-15 | 0.999999999999998 |
29 | 5.79571016567398e-16 | 1.1591420331348e-15 | 1 |
30 | 1.34911449331401e-16 | 2.69822898662801e-16 | 1 |
31 | 2.70051377423489e-17 | 5.40102754846979e-17 | 1 |
32 | 5.38967187657891e-18 | 1.07793437531578e-17 | 1 |
33 | 1.44630465949546e-18 | 2.89260931899092e-18 | 1 |
34 | 4.08721467269162e-19 | 8.17442934538324e-19 | 1 |
35 | 1.11187902662134e-19 | 2.22375805324268e-19 | 1 |
36 | 8.89024846356204e-18 | 1.77804969271241e-17 | 1 |
37 | 2.83333553605794e-18 | 5.66667107211587e-18 | 1 |
38 | 9.03862785215871e-19 | 1.80772557043174e-18 | 1 |
39 | 4.01372774398711e-19 | 8.02745548797422e-19 | 1 |
40 | 2.44169177149616e-19 | 4.88338354299232e-19 | 1 |
41 | 8.98990880923735e-20 | 1.79798176184747e-19 | 1 |
42 | 5.27879359181157e-20 | 1.05575871836231e-19 | 1 |
43 | 2.02542464633922e-20 | 4.05084929267844e-20 | 1 |
44 | 8.33989916694203e-21 | 1.66797983338841e-20 | 1 |
45 | 3.41869036153435e-21 | 6.8373807230687e-21 | 1 |
46 | 1.37602463763035e-21 | 2.75204927526069e-21 | 1 |
47 | 6.30335467380133e-22 | 1.26067093476027e-21 | 1 |
48 | 1.11538885585596e-18 | 2.23077771171193e-18 | 1 |
49 | 4.75489606468618e-19 | 9.50979212937237e-19 | 1 |
50 | 1.80610319720834e-19 | 3.61220639441668e-19 | 1 |
51 | 8.11355597181473e-20 | 1.62271119436295e-19 | 1 |
52 | 3.24524261161195e-20 | 6.4904852232239e-20 | 1 |
53 | 1.43890097328965e-20 | 2.87780194657929e-20 | 1 |
54 | 1.43234919001758e-20 | 2.86469838003516e-20 | 1 |
55 | 9.2446629706912e-21 | 1.84893259413824e-20 | 1 |
56 | 5.46771399257409e-21 | 1.09354279851482e-20 | 1 |
57 | 3.43241416904894e-21 | 6.86482833809787e-21 | 1 |
58 | 2.46694301515511e-21 | 4.93388603031021e-21 | 1 |
59 | 2.91928850172571e-21 | 5.83857700345142e-21 | 1 |
60 | 6.7490120704802e-19 | 1.34980241409604e-18 | 1 |
61 | 4.4923074132624e-19 | 8.9846148265248e-19 | 1 |
62 | 4.92716461882829e-19 | 9.85432923765658e-19 | 1 |
63 | 4.88890794787677e-19 | 9.77781589575353e-19 | 1 |
64 | 4.13447426791113e-19 | 8.26894853582225e-19 | 1 |
65 | 1.91529843929122e-19 | 3.83059687858243e-19 | 1 |
66 | 7.50784500270693e-20 | 1.50156900054139e-19 | 1 |
67 | 2.67285422645732e-20 | 5.34570845291463e-20 | 1 |
68 | 8.85741533170073e-21 | 1.77148306634015e-20 | 1 |
69 | 4.04409949728505e-21 | 8.0881989945701e-21 | 1 |
70 | 1.004868521998e-20 | 2.009737043996e-20 | 1 |
71 | 3.83231115686618e-20 | 7.66462231373236e-20 | 1 |
72 | 4.22156290800205e-17 | 8.4431258160041e-17 | 1 |
73 | 4.03691479794101e-16 | 8.07382959588202e-16 | 1 |
74 | 2.32595407021374e-15 | 4.65190814042749e-15 | 0.999999999999998 |
75 | 6.8137228661236e-15 | 1.36274457322472e-14 | 0.999999999999993 |
76 | 3.95716586206869e-14 | 7.91433172413738e-14 | 0.99999999999996 |
77 | 6.69866979815012e-14 | 1.33973395963002e-13 | 0.999999999999933 |
78 | 1.95900454496285e-13 | 3.9180090899257e-13 | 0.999999999999804 |
79 | 6.65747560660795e-13 | 1.33149512132159e-12 | 0.999999999999334 |
80 | 5.86768063494188e-12 | 1.17353612698838e-11 | 0.999999999994132 |
81 | 7.72486816261642e-11 | 1.54497363252328e-10 | 0.999999999922751 |
82 | 9.3724004207021e-10 | 1.87448008414042e-09 | 0.99999999906276 |
83 | 8.09016631986917e-09 | 1.61803326397383e-08 | 0.999999991909834 |
84 | 1.62515592938862e-05 | 3.25031185877724e-05 | 0.999983748440706 |
85 | 7.58417939629174e-05 | 0.000151683587925835 | 0.999924158206037 |
86 | 0.00024168785028083 | 0.000483375700561661 | 0.99975831214972 |
87 | 0.00113117933546961 | 0.00226235867093921 | 0.99886882066453 |
88 | 0.00406818176187558 | 0.00813636352375116 | 0.995931818238124 |
89 | 0.0114354104297314 | 0.0228708208594629 | 0.988564589570269 |
90 | 0.0346369062744842 | 0.0692738125489684 | 0.965363093725516 |
91 | 0.0888636339433879 | 0.177727267886776 | 0.911136366056612 |
92 | 0.217171784981553 | 0.434343569963106 | 0.782828215018447 |
93 | 0.406069100761203 | 0.812138201522405 | 0.593930899238797 |
94 | 0.61258621913692 | 0.77482756172616 | 0.38741378086308 |
95 | 0.82093302116767 | 0.358133957664659 | 0.179066978832329 |
96 | 0.936022977651194 | 0.127954044697611 | 0.0639770223488056 |
97 | 0.982722846989278 | 0.0345543060214431 | 0.0172771530107215 |
98 | 0.997190615514565 | 0.00561876897086933 | 0.00280938448543467 |
99 | 0.99918376966267 | 0.00163246067465895 | 0.000816230337329474 |
100 | 0.999690177538173 | 0.000619644923653041 | 0.00030982246182652 |
101 | 0.999959761184756 | 8.04776304875783e-05 | 4.02388152437892e-05 |
102 | 0.999990452052586 | 1.90958948283424e-05 | 9.54794741417122e-06 |
103 | 0.999998755603978 | 2.4887920435007e-06 | 1.24439602175035e-06 |
104 | 0.999999964065727 | 7.18685452734227e-08 | 3.59342726367114e-08 |
105 | 0.999999999307257 | 1.38548561503816e-09 | 6.92742807519082e-10 |
106 | 0.99999999999112 | 1.77585510956225e-11 | 8.87927554781123e-12 |
107 | 0.999999999999863 | 2.73077171124669e-13 | 1.36538585562335e-13 |
108 | 0.999999999999916 | 1.69011801196534e-13 | 8.4505900598267e-14 |
109 | 0.999999999999963 | 7.43536821461076e-14 | 3.71768410730538e-14 |
110 | 0.999999999999975 | 5.08123937863228e-14 | 2.54061968931614e-14 |
111 | 0.999999999999974 | 5.10492196588177e-14 | 2.55246098294088e-14 |
112 | 0.999999999999976 | 4.8385992617301e-14 | 2.41929963086505e-14 |
113 | 0.99999999999999 | 1.99992360699611e-14 | 9.99961803498055e-15 |
114 | 0.999999999999997 | 6.68321817654467e-15 | 3.34160908827234e-15 |
115 | 1 | 7.45499100908792e-16 | 3.72749550454396e-16 |
116 | 1 | 8.80685948614233e-17 | 4.40342974307116e-17 |
117 | 1 | 9.1836893364025e-18 | 4.59184466820125e-18 |
118 | 1 | 2.06336807151548e-18 | 1.03168403575774e-18 |
119 | 1 | 2.54533674522349e-19 | 1.27266837261174e-19 |
120 | 1 | 5.31665543859097e-21 | 2.65832771929548e-21 |
121 | 1 | 1.0468610125209e-21 | 5.2343050626045e-22 |
122 | 1 | 2.42734964875655e-22 | 1.21367482437828e-22 |
123 | 1 | 6.64311476340493e-23 | 3.32155738170247e-23 |
124 | 1 | 2.5671189379896e-23 | 1.2835594689948e-23 |
125 | 1 | 7.4516867903e-24 | 3.72584339515e-24 |
126 | 1 | 4.07913511083245e-24 | 2.03956755541623e-24 |
127 | 1 | 2.00355353241414e-24 | 1.00177676620707e-24 |
128 | 1 | 1.08291385645351e-24 | 5.41456928226756e-25 |
129 | 1 | 2.5711976925677e-25 | 1.28559884628385e-25 |
130 | 1 | 3.61121486339497e-26 | 1.80560743169749e-26 |
131 | 1 | 8.25882973140404e-27 | 4.12941486570202e-27 |
132 | 1 | 9.0227881030398e-28 | 4.5113940515199e-28 |
133 | 1 | 2.57086605265084e-28 | 1.28543302632542e-28 |
134 | 1 | 6.27846784161761e-29 | 3.13923392080881e-29 |
135 | 1 | 2.13489888879702e-29 | 1.06744944439851e-29 |
136 | 1 | 1.92240252223203e-29 | 9.61201261116016e-30 |
137 | 1 | 8.88152265267611e-30 | 4.44076132633806e-30 |
138 | 1 | 3.55395546054912e-30 | 1.77697773027456e-30 |
139 | 1 | 1.57322512987554e-30 | 7.86612564937772e-31 |
140 | 1 | 7.0361968570965e-31 | 3.51809842854825e-31 |
141 | 1 | 2.196836180772e-31 | 1.098418090386e-31 |
142 | 1 | 6.73356054126683e-32 | 3.36678027063341e-32 |
143 | 1 | 2.43190930595008e-32 | 1.21595465297504e-32 |
144 | 1 | 7.42790954609629e-33 | 3.71395477304815e-33 |
145 | 1 | 5.79628528001305e-33 | 2.89814264000652e-33 |
146 | 1 | 4.69383791322202e-33 | 2.34691895661101e-33 |
147 | 1 | 1.0047472469728e-32 | 5.02373623486402e-33 |
148 | 1 | 2.16755699971721e-32 | 1.0837784998586e-32 |
149 | 1 | 2.90969184330239e-32 | 1.4548459216512e-32 |
150 | 1 | 6.76252094954243e-32 | 3.38126047477121e-32 |
151 | 1 | 1.81947113058368e-31 | 9.09735565291838e-32 |
152 | 1 | 3.30495756121582e-31 | 1.65247878060791e-31 |
153 | 1 | 5.19397054102973e-31 | 2.59698527051487e-31 |
154 | 1 | 1.27352159220445e-30 | 6.36760796102224e-31 |
155 | 1 | 3.77661323723665e-30 | 1.88830661861833e-30 |
156 | 1 | 2.30059737283607e-31 | 1.15029868641803e-31 |
157 | 1 | 9.2777994710535e-31 | 4.63889973552675e-31 |
158 | 1 | 3.88492690362132e-30 | 1.94246345181066e-30 |
159 | 1 | 1.68885525935239e-29 | 8.44427629676196e-30 |
160 | 1 | 5.320782324996e-29 | 2.660391162498e-29 |
161 | 1 | 1.38772801963412e-28 | 6.93864009817061e-29 |
162 | 1 | 4.6435076564871e-28 | 2.32175382824355e-28 |
163 | 1 | 1.1544497942422e-27 | 5.77224897121099e-28 |
164 | 1 | 2.18993432592597e-27 | 1.09496716296298e-27 |
165 | 1 | 2.93538997807206e-27 | 1.46769498903603e-27 |
166 | 1 | 4.09825651909349e-27 | 2.04912825954674e-27 |
167 | 1 | 3.55000444925382e-27 | 1.77500222462691e-27 |
168 | 1 | 1.37977060585974e-27 | 6.89885302929872e-28 |
169 | 1 | 3.76269094099137e-27 | 1.88134547049568e-27 |
170 | 1 | 1.4571453593777e-26 | 7.28572679688852e-27 |
171 | 1 | 5.73245234319575e-26 | 2.86622617159788e-26 |
172 | 1 | 1.47100939082504e-25 | 7.35504695412518e-26 |
173 | 1 | 5.41101603287011e-25 | 2.70550801643505e-25 |
174 | 1 | 2.52626829726673e-24 | 1.26313414863337e-24 |
175 | 1 | 1.13073808351959e-23 | 5.65369041759793e-24 |
176 | 1 | 4.61754388008215e-23 | 2.30877194004108e-23 |
177 | 1 | 2.0981887551325e-22 | 1.04909437756625e-22 |
178 | 1 | 8.30757897245316e-22 | 4.15378948622658e-22 |
179 | 1 | 3.37388196991793e-21 | 1.68694098495897e-21 |
180 | 1 | 9.89400356304722e-24 | 4.94700178152361e-24 |
181 | 1 | 5.4280859658195e-23 | 2.71404298290975e-23 |
182 | 1 | 2.93489101950486e-22 | 1.46744550975243e-22 |
183 | 1 | 1.596933187193e-21 | 7.98466593596502e-22 |
184 | 1 | 2.89981087397788e-21 | 1.44990543698894e-21 |
185 | 1 | 1.97314595924037e-20 | 9.86572979620184e-21 |
186 | 1 | 1.18197534046638e-19 | 5.9098767023319e-20 |
187 | 1 | 8.0665913970733e-19 | 4.03329569853665e-19 |
188 | 1 | 5.40223044059402e-18 | 2.70111522029701e-18 |
189 | 1 | 3.64196616420125e-17 | 1.82098308210062e-17 |
190 | 1 | 2.79713112165446e-16 | 1.39856556082723e-16 |
191 | 0.999999999999999 | 2.19856343693077e-15 | 1.09928171846538e-15 |
192 | 1 | 3.31490062394433e-16 | 1.65745031197216e-16 |
193 | 0.999999999999999 | 2.72010906947575e-15 | 1.36005453473788e-15 |
194 | 0.999999999999989 | 2.24973109566673e-14 | 1.12486554783337e-14 |
195 | 0.999999999999913 | 1.74344134368563e-13 | 8.71720671842813e-14 |
196 | 0.999999999999276 | 1.44715959540582e-12 | 7.23579797702911e-13 |
197 | 0.999999999994797 | 1.04060420895857e-11 | 5.20302104479283e-12 |
198 | 0.999999999955366 | 8.92684653033057e-11 | 4.46342326516529e-11 |
199 | 0.999999999633386 | 7.33227937383966e-10 | 3.66613968691983e-10 |
200 | 0.999999997511362 | 4.97727635000438e-09 | 2.48863817500219e-09 |
201 | 0.999999985496096 | 2.90078082947871e-08 | 1.45039041473936e-08 |
202 | 0.999999919030497 | 1.6193900551732e-07 | 8.09695027586602e-08 |
203 | 0.99999980661731 | 3.86765379182889e-07 | 1.93382689591444e-07 |
204 | 0.999999984135557 | 3.17288858334399e-08 | 1.586444291672e-08 |
205 | 0.99999975643684 | 4.87126318980227e-07 | 2.43563159490114e-07 |
206 | 0.999996214424819 | 7.5711503623028e-06 | 3.7855751811514e-06 |
207 | 0.99994066792209 | 0.000118664155821322 | 5.9332077910661e-05 |
208 | 0.999977560668442 | 4.48786631150407e-05 | 2.24393315575204e-05 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 193 | 0.955445544554455 | NOK |
5% type I error level | 195 | 0.965346534653465 | NOK |
10% type I error level | 196 | 0.97029702970297 | NOK |