Multiple Linear Regression - Estimated Regression Equation |
Banknotes[t] = + 402943.640784314 -59077.5699709514M1[t] -58286.3821205519M2[t] -53674.6942701525M3[t] -45337.4508641975M4[t] -69183.151902687M5[t] -56813.797385621M6[t] -63913.7762018882M7[t] -70055.9216848221M8[t] -72600.8449455338M9[t] -70229.7126506899M10[t] -67890.8581336239M11[t] + 2385.14548293391t + 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) | 402943.640784314 | 9789.52697 | 41.1607 | 0 | 0 |
M1 | -59077.5699709514 | 12260.44047 | -4.8186 | 3e-06 | 1e-06 |
M2 | -58286.3821205519 | 12259.85678 | -4.7542 | 4e-06 | 2e-06 |
M3 | -53674.6942701525 | 12259.40278 | -4.3782 | 1.9e-05 | 1e-05 |
M4 | -45337.4508641975 | 12259.078484 | -3.6983 | 0.00028 | 0.00014 |
M5 | -69183.151902687 | 12258.883902 | -5.6435 | 0 | 0 |
M6 | -56813.797385621 | 12258.819041 | -4.6345 | 6e-06 | 3e-06 |
M7 | -63913.7762018882 | 12258.883902 | -5.2137 | 0 | 0 |
M8 | -70055.9216848221 | 12259.078484 | -5.7146 | 0 | 0 |
M9 | -72600.8449455338 | 12259.40278 | -5.9221 | 0 | 0 |
M10 | -70229.7126506899 | 12259.85678 | -5.7284 | 0 | 0 |
M11 | -67890.8581336239 | 12260.44047 | -5.5374 | 0 | 0 |
t | 2385.14548293391 | 39.877941 | 59.8111 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.973284918016012 |
R-squared | 0.947283531637436 |
Adjusted R-squared | 0.94415186024956 |
F-TEST (value) | 302.484971860405 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 202 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 36247.2718766881 |
Sum Squared Residuals | 265400673137.513 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 347553 | 346251.216296296 | 1301.78370370392 |
2 | 353245 | 349427.54962963 | 3817.45037037029 |
3 | 347966 | 356424.382962963 | -8458.38296296292 |
4 | 364343 | 367146.771851852 | -2803.77185185165 |
5 | 341713 | 345686.216296296 | -3973.21629629632 |
6 | 361162 | 360440.716296296 | 721.283703703775 |
7 | 354400 | 355725.882962963 | -1325.88296296284 |
8 | 345183 | 351968.882962963 | -6785.88296296282 |
9 | 341807 | 351809.105185185 | -10002.105185185 |
10 | 348712 | 356565.382962963 | -7853.38296296293 |
11 | 349011 | 361289.382962963 | -12278.3829629630 |
12 | 416259 | 431565.386579521 | -15306.3865795207 |
13 | 360289 | 374872.962091504 | -14583.9620915036 |
14 | 367557 | 378049.295424837 | -10492.2954248366 |
15 | 364611 | 385046.12875817 | -20435.1287581699 |
16 | 378688 | 395768.517647059 | -17080.5176470588 |
17 | 351763 | 374307.962091503 | -22544.9620915032 |
18 | 377765 | 389062.462091503 | -11297.4620915032 |
19 | 373212 | 384347.62875817 | -11135.6287581699 |
20 | 365819 | 380590.62875817 | -14771.6287581699 |
21 | 364686 | 380430.850980392 | -15744.8509803922 |
22 | 363333 | 385187.12875817 | -21854.1287581699 |
23 | 362536 | 389911.12875817 | -27375.1287581699 |
24 | 428803 | 460187.132374728 | -31384.1323747276 |
25 | 375361 | 403494.70788671 | -28133.7078867102 |
26 | 377205 | 406671.041220044 | -29466.0412200435 |
27 | 381266 | 413667.874553377 | -32401.8745533769 |
28 | 390516 | 424390.263442266 | -33874.2634422658 |
29 | 366117 | 402929.70788671 | -36812.7078867102 |
30 | 393928 | 417684.20788671 | -23756.2078867103 |
31 | 387784 | 412969.374553377 | -25185.3745533769 |
32 | 385656 | 409212.374553377 | -23556.3745533769 |
33 | 385320 | 409052.596775599 | -23732.5967755992 |
34 | 389053 | 413808.874553377 | -24755.8745533769 |
35 | 390595 | 418532.874553377 | -27937.8745533769 |
36 | 462440 | 488808.878169935 | -26368.8781699346 |
37 | 402532 | 432116.453681917 | -29584.4536819172 |
38 | 409070 | 435292.787015251 | -26222.7870152505 |
39 | 421329 | 442289.620348584 | -20960.6203485839 |
40 | 428841 | 453012.009237473 | -24171.0092374728 |
41 | 404864 | 431551.453681917 | -26687.4536819172 |
42 | 432633 | 446305.953681917 | -13672.9536819172 |
43 | 416886 | 441591.120348584 | -24705.1203485839 |
44 | 414893 | 437834.120348584 | -22941.1203485839 |
45 | 417914 | 437674.342570806 | -19760.3425708061 |
46 | 417518 | 442430.620348584 | -24912.6203485839 |
47 | 423137 | 447154.620348584 | -24017.6203485839 |
48 | 506710 | 517430.623965142 | -10720.6239651416 |
49 | 436264 | 460738.199477124 | -24474.1994771242 |
50 | 443712 | 463914.532810457 | -20202.5328104575 |
51 | 452849 | 470911.366143791 | -18062.3661437909 |
52 | 453009 | 481633.75503268 | -28624.7550326798 |
53 | 437876 | 460173.199477124 | -22297.1994771242 |
54 | 460041 | 474927.699477124 | -14886.6994771242 |
55 | 450426 | 470212.866143791 | -19786.8661437909 |
56 | 447873 | 466455.866143791 | -18582.8661437908 |
57 | 444955 | 466296.088366013 | -21341.0883660130 |
58 | 452043 | 471052.366143791 | -19009.3661437908 |
59 | 480877 | 475776.366143791 | 5100.63385620915 |
60 | 546696 | 546052.369760349 | 643.630239651392 |
61 | 483668 | 489359.945272331 | -5691.94527233116 |
62 | 489627 | 492536.278605664 | -2909.27860566448 |
63 | 490007 | 499533.111938998 | -9526.11193899786 |
64 | 496590 | 510255.500827887 | -13665.5008278867 |
65 | 480846 | 488794.945272331 | -7948.94527233115 |
66 | 497677 | 503549.445272331 | -5872.44527233116 |
67 | 492795 | 498834.611938998 | -6039.61193899784 |
68 | 488495 | 495077.611938998 | -6582.61193899785 |
69 | 486769 | 494917.83416122 | -8148.83416122002 |
70 | 494455 | 499674.111938998 | -5219.1119389978 |
71 | 498054 | 504398.111938998 | -6344.11193899782 |
72 | 558648 | 574674.115555556 | -16026.1155555556 |
73 | 506424 | 517981.691067538 | -11557.6910675381 |
74 | 512528 | 521158.024400871 | -8630.0244008715 |
75 | 512866 | 528154.857734205 | -15288.8577342048 |
76 | 529324 | 538877.246623094 | -9553.24662309369 |
77 | 508431 | 517416.691067538 | -8985.69106753812 |
78 | 523026 | 532171.191067538 | -9145.19106753815 |
79 | 521355 | 527456.357734205 | -6101.35773420485 |
80 | 514103 | 523699.357734205 | -9596.35773420482 |
81 | 513885 | 523539.579956427 | -9654.57995642702 |
82 | 522150 | 528295.857734205 | -6145.85773420479 |
83 | 527384 | 533019.857734205 | -5635.8577342048 |
84 | 654047 | 603295.861350763 | 50751.1386492375 |
85 | 543115 | 546603.436862745 | -3488.43686274509 |
86 | 543200 | 549779.770196078 | -6579.77019607847 |
87 | 571201 | 556776.603529412 | 14424.3964705882 |
88 | 568892 | 567498.992418301 | 1393.00758169935 |
89 | 537223 | 546038.436862745 | -8815.43686274512 |
90 | 553186 | 560792.936862745 | -7606.93686274511 |
91 | 550954 | 556078.103529412 | -5124.10352941181 |
92 | 543433 | 552321.103529412 | -8888.1035294118 |
93 | 557195 | 552161.325751634 | 5033.67424836602 |
94 | 565522 | 556917.603529412 | 8604.39647058825 |
95 | 571691 | 561641.603529412 | 10049.3964705882 |
96 | 633972 | 631917.60714597 | 2054.39285403049 |
97 | 575265 | 575225.182657952 | 39.8173420479491 |
98 | 572364 | 578401.515991285 | -6037.51599128543 |
99 | 586744 | 585398.349324619 | 1345.65067538124 |
100 | 600389 | 596120.738213508 | 4268.26178649237 |
101 | 578540 | 574660.182657952 | 3879.81734204791 |
102 | 610778 | 589414.682657952 | 21363.3173420479 |
103 | 596577 | 584699.849324619 | 11877.1506753812 |
104 | 590558 | 580942.849324619 | 9615.15067538123 |
105 | 597294 | 580783.071546841 | 16510.9284531591 |
106 | 602384 | 585539.349324619 | 16844.6506753813 |
107 | 614190 | 590263.349324619 | 23926.6506753813 |
108 | 690042 | 660539.352941177 | 29502.6470588234 |
109 | 639497 | 603846.928453159 | 35650.071546841 |
110 | 649304 | 607023.261786492 | 42280.7382135076 |
111 | 678762 | 614020.095119826 | 64741.9048801743 |
112 | 691885 | 624742.484008715 | 67142.5159912854 |
113 | 667973 | 603281.928453159 | 64691.071546841 |
114 | 682032 | 618036.428453159 | 63995.571546841 |
115 | 672651 | 613321.595119826 | 59329.4048801743 |
116 | 671865 | 609564.595119826 | 62300.4048801743 |
117 | 671463 | 609404.817342048 | 62058.1826579521 |
118 | 675917 | 614161.095119826 | 61755.9048801742 |
119 | 680952 | 618885.095119826 | 62066.9048801743 |
120 | 754718 | 689161.098736383 | 65556.9012636165 |
121 | 694413 | 632468.674248366 | 61944.325751634 |
122 | 699390 | 635645.0075817 | 63744.9924183006 |
123 | 710573 | 642641.840915033 | 67931.1590849673 |
124 | 714217 | 653364.229803922 | 60852.7701960784 |
125 | 702996 | 631903.674248366 | 71092.325751634 |
126 | 712370 | 646658.174248366 | 65711.825751634 |
127 | 708445 | 641943.340915033 | 66501.6590849673 |
128 | 707083 | 638186.340915033 | 68896.6590849673 |
129 | 700632 | 638026.563137255 | 62605.436862745 |
130 | 706309 | 642782.840915033 | 63526.1590849672 |
131 | 709523 | 647506.840915033 | 62016.1590849672 |
132 | 769096 | 717782.84453159 | 51313.1554684095 |
133 | 715100 | 661090.420043573 | 54009.579956427 |
134 | 713872 | 664266.753376906 | 49605.2466230937 |
135 | 714032 | 671263.58671024 | 42768.4132897603 |
136 | 732269 | 681985.975599129 | 50283.0244008715 |
137 | 711137 | 660525.420043573 | 50611.579956427 |
138 | 715284 | 675279.920043573 | 40004.079956427 |
139 | 716888 | 670565.08671024 | 46322.9132897603 |
140 | 716426 | 666808.08671024 | 49617.9132897603 |
141 | 714726 | 666648.308932462 | 48077.691067538 |
142 | 718016 | 671404.58671024 | 46611.4132897603 |
143 | 725932 | 676128.58671024 | 49803.4132897603 |
144 | 779564 | 746404.590326797 | 33159.4096732026 |
145 | 732144 | 689712.16583878 | 42431.8341612201 |
146 | 730816 | 692888.499172113 | 37927.5008278867 |
147 | 746719 | 699885.332505447 | 46833.6674945534 |
148 | 760065 | 710607.721394336 | 49457.2786056645 |
149 | 734516 | 689147.16583878 | 45368.83416122 |
150 | 740167 | 703901.66583878 | 36265.33416122 |
151 | 740976 | 699186.832505447 | 41789.1674945533 |
152 | 735764 | 695429.832505447 | 40334.1674945533 |
153 | 734711 | 695270.054727669 | 39440.9452723311 |
154 | 737916 | 700026.332505447 | 37889.6674945533 |
155 | 739132 | 704750.332505447 | 34381.6674945534 |
156 | 792705 | 775026.336122004 | 17678.6638779957 |
157 | 747488 | 718333.911633987 | 29154.0883660131 |
158 | 746616 | 721510.24496732 | 25105.7550326797 |
159 | 749781 | 728507.078300654 | 21273.9216993464 |
160 | 760911 | 739229.467189542 | 21681.5328104575 |
161 | 739543 | 717768.911633987 | 21774.0883660131 |
162 | 745626 | 732523.411633987 | 13102.5883660131 |
163 | 746246 | 727808.578300654 | 18437.4216993464 |
164 | 744769 | 724051.578300654 | 20717.4216993464 |
165 | 741388 | 723891.800522876 | 17496.1994771241 |
166 | 744469 | 728648.078300654 | 15820.9216993464 |
167 | 745566 | 733372.078300653 | 12193.9216993465 |
168 | 798367 | 803648.081917211 | -5281.08191721128 |
169 | 752440 | 746955.657429194 | 5484.34257080612 |
170 | 756627 | 750131.990762527 | 6495.00923747278 |
171 | 758941 | 757128.82409586 | 1812.17590413944 |
172 | 771287 | 767851.21298475 | 3435.78701525056 |
173 | 749858 | 746390.657429194 | 3467.34257080612 |
174 | 758370 | 761145.157429194 | -2775.15742919387 |
175 | 755407 | 756430.32409586 | -1023.32409586052 |
176 | 752063 | 752673.32409586 | -610.324095860527 |
177 | 756298 | 752513.546318083 | 3784.45368191721 |
178 | 755892 | 757269.82409586 | -1377.82409586053 |
179 | 758486 | 761993.82409586 | -3507.82409586049 |
180 | 812777 | 832269.827712418 | -19492.8277124182 |
181 | 762561 | 775577.403224401 | -13016.4032244009 |
182 | 763579 | 778753.736557734 | -15174.7365577342 |
183 | 764615 | 785750.569891067 | -21135.5698910675 |
184 | 773312 | 796472.958779956 | -23160.9587799565 |
185 | 755697 | 775012.403224401 | -19315.4032244009 |
186 | 762909 | 789766.903224401 | -26857.9032244009 |
187 | 760337 | 785052.069891067 | -24715.0698910675 |
188 | 759270 | 781295.069891067 | -22025.0698910675 |
189 | 754929 | 781135.29211329 | -26206.2921132898 |
190 | 766116 | 785891.569891067 | -19775.5698910675 |
191 | 765945 | 790615.569891067 | -24670.5698910675 |
192 | 814783 | 860891.573507625 | -46108.5735076252 |
193 | 768494 | 804199.149019608 | -35705.1490196079 |
194 | 769222 | 807375.482352941 | -38153.4823529412 |
195 | 768977 | 814372.315686275 | -45395.3156862745 |
196 | 783341 | 825094.704575163 | -41753.7045751634 |
197 | 764061 | 803634.149019608 | -39573.1490196078 |
198 | 767394 | 818388.649019608 | -50994.6490196078 |
199 | 763910 | 813673.815686274 | -49763.8156862744 |
200 | 761677 | 809916.815686274 | -48239.8156862745 |
201 | 759173 | 809757.037908497 | -50584.0379084968 |
202 | 762486 | 814513.315686274 | -52027.3156862745 |
203 | 762690 | 819237.315686275 | -56547.3156862745 |
204 | 809542 | 889513.319302832 | -79971.3193028323 |
205 | 769041 | 832820.894814815 | -63779.8948148148 |
206 | 770889 | 835997.228148148 | -65108.2281481482 |
207 | 773527 | 842994.061481481 | -69467.0614814814 |
208 | 789890 | 853716.45037037 | -63826.4503703704 |
209 | 768325 | 832255.894814815 | -63930.8948148148 |
210 | 772712 | 847010.394814815 | -74298.3948148148 |
211 | 772944 | 842295.561481481 | -69351.5614814814 |
212 | 769637 | 838538.561481481 | -68901.5614814815 |
213 | 768546 | 838378.783703704 | -69832.7837037037 |
214 | 775013 | 843135.061481481 | -68122.0614814815 |
215 | 776635 | 847859.061481482 | -71224.0614814815 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 3.83790855038461e-05 | 7.67581710076923e-05 | 0.999961620914496 |
17 | 8.76619450722308e-06 | 1.75323890144462e-05 | 0.999991233805493 |
18 | 6.71577170790007e-07 | 1.34315434158001e-06 | 0.99999932842283 |
19 | 1.13658129067719e-07 | 2.27316258135439e-07 | 0.99999988634187 |
20 | 2.81812295181948e-08 | 5.63624590363895e-08 | 0.99999997181877 |
21 | 1.05595302593293e-08 | 2.11190605186587e-08 | 0.99999998944047 |
22 | 7.9614575254638e-10 | 1.59229150509276e-09 | 0.999999999203854 |
23 | 6.71098407005523e-11 | 1.34219681401105e-10 | 0.99999999993289 |
24 | 6.60316918203436e-12 | 1.32063383640687e-11 | 0.999999999993397 |
25 | 5.13226890727989e-13 | 1.02645378145598e-12 | 0.999999999999487 |
26 | 1.67529927115709e-13 | 3.35059854231419e-13 | 0.999999999999832 |
27 | 1.68596852592284e-14 | 3.37193705184568e-14 | 0.999999999999983 |
28 | 1.94518844167676e-15 | 3.89037688335352e-15 | 0.999999999999998 |
29 | 1.88457847622883e-16 | 3.76915695245766e-16 | 1 |
30 | 1.81769165660247e-17 | 3.63538331320495e-17 | 1 |
31 | 1.50564369221822e-18 | 3.01128738443644e-18 | 1 |
32 | 1.44445275115071e-18 | 2.88890550230142e-18 | 1 |
33 | 1.87334150971721e-18 | 3.74668301943443e-18 | 1 |
34 | 1.85298545377578e-18 | 3.70597090755157e-18 | 1 |
35 | 2.26488915941791e-18 | 4.52977831883582e-18 | 1 |
36 | 1.2575905586267e-17 | 2.5151811172534e-17 | 1 |
37 | 3.49500550493867e-18 | 6.99001100987733e-18 | 1 |
38 | 1.16505973053886e-18 | 2.33011946107771e-18 | 1 |
39 | 3.37214229251294e-17 | 6.74428458502588e-17 | 1 |
40 | 3.0176405272693e-17 | 6.0352810545386e-17 | 1 |
41 | 2.31128777662654e-17 | 4.62257555325307e-17 | 1 |
42 | 2.67389541438526e-17 | 5.34779082877051e-17 | 1 |
43 | 5.76157305849672e-18 | 1.15231461169934e-17 | 1 |
44 | 1.84272363439577e-18 | 3.68544726879154e-18 | 1 |
45 | 1.1459183641795e-18 | 2.291836728359e-18 | 1 |
46 | 3.79097696884853e-19 | 7.58195393769706e-19 | 1 |
47 | 2.75389934921445e-19 | 5.50779869842891e-19 | 1 |
48 | 7.22608240720008e-18 | 1.44521648144002e-17 | 1 |
49 | 2.7268408936989e-18 | 5.4536817873978e-18 | 1 |
50 | 1.18361905241646e-18 | 2.36723810483292e-18 | 1 |
51 | 1.37048224058783e-18 | 2.74096448117566e-18 | 1 |
52 | 4.10664267814014e-19 | 8.21328535628029e-19 | 1 |
53 | 2.80130923164540e-19 | 5.60261846329081e-19 | 1 |
54 | 1.10200550953722e-19 | 2.20401101907443e-19 | 1 |
55 | 3.95166895622161e-20 | 7.90333791244322e-20 | 1 |
56 | 1.77555199278612e-20 | 3.55110398557224e-20 | 1 |
57 | 6.4677569699005e-21 | 1.2935513939801e-20 | 1 |
58 | 3.75873086405444e-21 | 7.51746172810889e-21 | 1 |
59 | 9.39041459157537e-19 | 1.87808291831507e-18 | 1 |
60 | 7.96252877369845e-18 | 1.59250575473969e-17 | 1 |
61 | 1.35210518818755e-17 | 2.70421037637509e-17 | 1 |
62 | 1.81663501061937e-17 | 3.63327002123874e-17 | 1 |
63 | 1.58079555949079e-17 | 3.16159111898158e-17 | 1 |
64 | 1.05116386859423e-17 | 2.10232773718846e-17 | 1 |
65 | 1.24164712423928e-17 | 2.48329424847855e-17 | 1 |
66 | 6.30384158742949e-18 | 1.26076831748590e-17 | 1 |
67 | 4.22117489923534e-18 | 8.44234979847069e-18 | 1 |
68 | 2.87544680990545e-18 | 5.75089361981089e-18 | 1 |
69 | 1.86862003465749e-18 | 3.73724006931499e-18 | 1 |
70 | 1.70096161009550e-18 | 3.40192322019101e-18 | 1 |
71 | 1.13206736271165e-18 | 2.26413472542329e-18 | 1 |
72 | 5.8505118662716e-19 | 1.17010237325432e-18 | 1 |
73 | 3.27782002340312e-19 | 6.55564004680625e-19 | 1 |
74 | 1.76435584569845e-19 | 3.52871169139691e-19 | 1 |
75 | 1.10933606122213e-19 | 2.21867212244427e-19 | 1 |
76 | 9.06479379692025e-20 | 1.81295875938405e-19 | 1 |
77 | 7.86749976763869e-20 | 1.57349995352774e-19 | 1 |
78 | 4.64213960190722e-20 | 9.28427920381443e-20 | 1 |
79 | 3.35463248682862e-20 | 6.70926497365724e-20 | 1 |
80 | 2.56669080991704e-20 | 5.13338161983407e-20 | 1 |
81 | 2.22784226666886e-20 | 4.45568453333773e-20 | 1 |
82 | 2.38089938834447e-20 | 4.76179877668894e-20 | 1 |
83 | 2.44620398104890e-20 | 4.89240796209779e-20 | 1 |
84 | 9.43381991833917e-16 | 1.88676398366783e-15 | 1 |
85 | 9.92529348911813e-16 | 1.98505869782363e-15 | 1 |
86 | 1.056462184477e-15 | 2.112924368954e-15 | 0.999999999999999 |
87 | 3.4770281763808e-15 | 6.9540563527616e-15 | 0.999999999999997 |
88 | 5.52516568180426e-15 | 1.10503313636085e-14 | 0.999999999999994 |
89 | 1.01722165231766e-14 | 2.03444330463532e-14 | 0.99999999999999 |
90 | 1.73098525336803e-14 | 3.46197050673605e-14 | 0.999999999999983 |
91 | 3.25013690522308e-14 | 6.50027381044616e-14 | 0.999999999999967 |
92 | 9.31047690917752e-14 | 1.86209538183550e-13 | 0.999999999999907 |
93 | 2.47493645865701e-13 | 4.94987291731401e-13 | 0.999999999999753 |
94 | 8.0508156316227e-13 | 1.61016312632454e-12 | 0.999999999999195 |
95 | 2.57099194936154e-12 | 5.14198389872308e-12 | 0.99999999999743 |
96 | 5.1253489283139e-12 | 1.02506978566278e-11 | 0.999999999994875 |
97 | 2.17438661857043e-11 | 4.34877323714087e-11 | 0.999999999978256 |
98 | 1.65163906175564e-10 | 3.30327812351128e-10 | 0.999999999834836 |
99 | 1.17109437451478e-09 | 2.34218874902956e-09 | 0.999999998828906 |
100 | 1.24999182994707e-08 | 2.49998365989413e-08 | 0.999999987500082 |
101 | 2.25064433149005e-07 | 4.5012886629801e-07 | 0.999999774935567 |
102 | 1.56732818635419e-06 | 3.13465637270837e-06 | 0.999998432671814 |
103 | 1.91757355558608e-05 | 3.83514711117216e-05 | 0.999980824264444 |
104 | 0.000411475753290207 | 0.000822951506580414 | 0.99958852424671 |
105 | 0.00628212597650837 | 0.0125642519530167 | 0.993717874023492 |
106 | 0.081995716365861 | 0.163991432731722 | 0.918004283634139 |
107 | 0.429452007189613 | 0.858904014379225 | 0.570547992810387 |
108 | 0.73667426139739 | 0.526651477205219 | 0.263325738602609 |
109 | 0.970330382760018 | 0.0593392344799648 | 0.0296696172399824 |
110 | 0.998986998057906 | 0.00202600388418849 | 0.00101300194209425 |
111 | 0.99996824959898 | 6.3500802039752e-05 | 3.1750401019876e-05 |
112 | 0.999999314536336 | 1.37092732757962e-06 | 6.8546366378981e-07 |
113 | 0.999999990280784 | 1.94384324375031e-08 | 9.71921621875153e-09 |
114 | 0.99999999914741 | 1.70517829106575e-09 | 8.52589145532877e-10 |
115 | 0.999999999980133 | 3.97338234928499e-11 | 1.98669117464249e-11 |
116 | 0.99999999999972 | 5.60325719632949e-13 | 2.80162859816474e-13 |
117 | 0.999999999999996 | 8.15843193453494e-15 | 4.07921596726747e-15 |
118 | 1 | 6.08199790384112e-17 | 3.04099895192056e-17 |
119 | 1 | 5.76248689442578e-19 | 2.88124344721289e-19 |
120 | 1 | 4.56330049781327e-19 | 2.28165024890664e-19 |
121 | 1 | 3.42503594784741e-20 | 1.71251797392371e-20 |
122 | 1 | 7.01255155444594e-21 | 3.50627577722297e-21 |
123 | 1 | 5.31455297884162e-21 | 2.65727648942081e-21 |
124 | 1 | 5.74310289460444e-22 | 2.87155144730222e-22 |
125 | 1 | 3.41527370333571e-22 | 1.70763685166785e-22 |
126 | 1 | 5.79369280637639e-22 | 2.89684640318819e-22 |
127 | 1 | 6.22421647128229e-22 | 3.11210823564115e-22 |
128 | 1 | 6.84307522586805e-22 | 3.42153761293403e-22 |
129 | 1 | 3.84814902549256e-22 | 1.92407451274628e-22 |
130 | 1 | 2.62470917749244e-22 | 1.31235458874622e-22 |
131 | 1 | 2.3174888617783e-22 | 1.15874443088915e-22 |
132 | 1 | 7.26882194510593e-22 | 3.63441097255297e-22 |
133 | 1 | 6.3018903624916e-22 | 3.1509451812458e-22 |
134 | 1 | 2.67358340028863e-22 | 1.33679170014432e-22 |
135 | 1 | 1.56423641990453e-23 | 7.82118209952266e-24 |
136 | 1 | 5.26518706924734e-24 | 2.63259353462367e-24 |
137 | 1 | 1.22026697761239e-24 | 6.10133488806194e-25 |
138 | 1 | 6.30218931403893e-26 | 3.15109465701946e-26 |
139 | 1 | 7.27986567757056e-27 | 3.63993283878528e-27 |
140 | 1 | 1.55569412075287e-27 | 7.77847060376433e-28 |
141 | 1 | 1.43621901476462e-28 | 7.18109507382312e-29 |
142 | 1 | 1.70153627007025e-30 | 8.50768135035126e-31 |
143 | 1 | 9.5117923492287e-31 | 4.75589617461435e-31 |
144 | 1 | 1.28928701549768e-30 | 6.44643507748841e-31 |
145 | 1 | 7.49682941657668e-31 | 3.74841470828834e-31 |
146 | 1 | 3.28487969316513e-32 | 1.64243984658257e-32 |
147 | 1 | 1.45552072642734e-31 | 7.27760363213668e-32 |
148 | 1 | 5.11199963023309e-31 | 2.55599981511655e-31 |
149 | 1 | 2.82922452419087e-30 | 1.41461226209544e-30 |
150 | 1 | 1.25425694235322e-29 | 6.27128471176609e-30 |
151 | 1 | 7.09026047624687e-29 | 3.54513023812343e-29 |
152 | 1 | 3.14677225559222e-28 | 1.57338612779611e-28 |
153 | 1 | 1.43443272498357e-27 | 7.17216362491786e-28 |
154 | 1 | 4.27748300673417e-27 | 2.13874150336708e-27 |
155 | 1 | 1.15333173606597e-26 | 5.76665868032983e-27 |
156 | 1 | 3.74097522038761e-26 | 1.87048761019381e-26 |
157 | 1 | 1.76027874088891e-25 | 8.80139370444457e-26 |
158 | 1 | 5.46255326041392e-25 | 2.73127663020696e-25 |
159 | 1 | 1.98362931715242e-24 | 9.91814658576212e-25 |
160 | 1 | 5.5168999834727e-24 | 2.75844999173635e-24 |
161 | 1 | 9.92320511653318e-24 | 4.96160255826659e-24 |
162 | 1 | 1.35687457118656e-23 | 6.78437285593278e-24 |
163 | 1 | 4.65142716654806e-23 | 2.32571358327403e-23 |
164 | 1 | 1.97171025115611e-22 | 9.85855125578055e-23 |
165 | 1 | 4.64915954372569e-22 | 2.32457977186284e-22 |
166 | 1 | 4.05881115057661e-22 | 2.02940557528831e-22 |
167 | 1 | 2.29207908247659e-22 | 1.14603954123829e-22 |
168 | 1 | 4.15212605974744e-22 | 2.07606302987372e-22 |
169 | 1 | 9.22319341063707e-22 | 4.61159670531854e-22 |
170 | 1 | 4.11062711571477e-21 | 2.05531355785738e-21 |
171 | 1 | 1.81860103125834e-20 | 9.0930051562917e-21 |
172 | 1 | 8.36545874256525e-20 | 4.18272937128262e-20 |
173 | 1 | 2.90101224161924e-19 | 1.45050612080962e-19 |
174 | 1 | 1.30644412908181e-18 | 6.53222064540906e-19 |
175 | 1 | 6.24741825956472e-18 | 3.12370912978236e-18 |
176 | 1 | 2.76586983844322e-17 | 1.38293491922161e-17 |
177 | 1 | 6.54892069383706e-17 | 3.27446034691853e-17 |
178 | 1 | 2.98285246990422e-16 | 1.49142623495211e-16 |
179 | 1 | 1.58459508018239e-15 | 7.92297540091196e-16 |
180 | 1 | 1.02804135936981e-15 | 5.14020679684907e-16 |
181 | 0.999999999999997 | 5.3532818693297e-15 | 2.67664093466485e-15 |
182 | 0.999999999999986 | 2.83923471649741e-14 | 1.41961735824870e-14 |
183 | 0.999999999999928 | 1.44826655181607e-13 | 7.24133275908035e-14 |
184 | 0.999999999999837 | 3.25024078427371e-13 | 1.62512039213685e-13 |
185 | 0.999999999999255 | 1.48989566563091e-12 | 7.44947832815457e-13 |
186 | 0.999999999995659 | 8.68276496691962e-12 | 4.34138248345981e-12 |
187 | 0.99999999997417 | 5.1659139060297e-11 | 2.58295695301485e-11 |
188 | 0.999999999840203 | 3.19594646509123e-10 | 1.59797323254561e-10 |
189 | 0.999999999095135 | 1.80973014816685e-09 | 9.04865074083427e-10 |
190 | 0.9999999964718 | 7.05640056881865e-09 | 3.52820028440932e-09 |
191 | 0.999999985731269 | 2.85374624951799e-08 | 1.42687312475899e-08 |
192 | 0.999999994788465 | 1.04230693995975e-08 | 5.21153469979876e-09 |
193 | 0.999999987869039 | 2.42619219350541e-08 | 1.21309609675270e-08 |
194 | 0.999999970161523 | 5.96769535948132e-08 | 2.98384767974066e-08 |
195 | 0.999999822672046 | 3.54655908089769e-07 | 1.77327954044884e-07 |
196 | 0.999998302234203 | 3.39553159461962e-06 | 1.69776579730981e-06 |
197 | 0.999993052557622 | 1.38948847565939e-05 | 6.94744237829696e-06 |
198 | 0.999974260682206 | 5.14786355878945e-05 | 2.57393177939473e-05 |
199 | 0.999634723191361 | 0.000730553617277773 | 0.000365276808638887 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 179 | 0.972826086956522 | NOK |
5% type I error level | 180 | 0.978260869565217 | NOK |
10% type I error level | 181 | 0.983695652173913 | NOK |