| Multiple Linear Regression - Estimated Regression Equation |
| Y[t] = -2.95769873410341 + 0.703580397848187X[t] + 0.082777822372465M1[t] + 0.198701599531784M2[t] + 0.249104963304368M3[t] + 0.319329307184542M4[t] + 0.364162318698908M5[t] + 0.400460781933539M6[t] + 0.437312951135892M7[t] + 0.400468198456596M8[t] + 0.236425268196903M9[t] + 0.0411791375618283M10[t] -0.0655823836649945M11[t] + 0.0195966362274159t + 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) | -2.95769873410341 | 0.371037 | -7.9714 | 0 | 0 |
| X | 0.703580397848187 | 0.027681 | 25.4177 | 0 | 0 |
| M1 | 0.082777822372465 | 0.173319 | 0.4776 | 0.633395 | 0.316697 |
| M2 | 0.198701599531784 | 0.173739 | 1.1437 | 0.253966 | 0.126983 |
| M3 | 0.249104963304368 | 0.173691 | 1.4342 | 0.152901 | 0.076451 |
| M4 | 0.319329307184542 | 0.173547 | 1.84 | 0.067078 | 0.033539 |
| M5 | 0.364162318698908 | 0.173753 | 2.0959 | 0.037208 | 0.018604 |
| M6 | 0.400460781933539 | 0.174405 | 2.2962 | 0.022583 | 0.011292 |
| M7 | 0.437312951135892 | 0.175362 | 2.4938 | 0.013356 | 0.006678 |
| M8 | 0.400468198456596 | 0.176292 | 2.2716 | 0.02405 | 0.012025 |
| M9 | 0.236425268196903 | 0.176284 | 1.3412 | 0.181213 | 0.090607 |
| M10 | 0.0411791375618283 | 0.173553 | 0.2373 | 0.812662 | 0.406331 |
| M11 | -0.0655823836649945 | 0.173114 | -0.3788 | 0.705162 | 0.352581 |
| t | 0.0195966362274159 | 0.000668 | 29.3476 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.899679101225787 |
| R-squared | 0.80942248518244 |
| Adjusted R-squared | 0.79846006176373 |
| F-TEST (value) | 73.836090275534 |
| F-TEST (DF numerator) | 13 |
| F-TEST (DF denominator) | 226 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.547423089651235 |
| Sum Squared Residuals | 67.7258808328268 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 4.6 | 5.37656637932031 | -0.776566379320307 |
| 2 | 4.5 | 5.30101267335254 | -0.801012673352539 |
| 3 | 4.4 | 5.23029659378291 | -0.830296593782907 |
| 4 | 4.4 | 5.24975953410568 | -0.849759534105683 |
| 5 | 4.3 | 5.103115062493 | -0.803115062493005 |
| 6 | 4.1 | 4.87757800281578 | -0.77757800281578 |
| 7 | 3.9 | 4.72295268889109 | -0.82295268889109 |
| 8 | 3.7 | 4.49463045308475 | -0.794630453084749 |
| 9 | 3.6 | 4.27982611926766 | -0.679826119267655 |
| 10 | 3.9 | 4.52632486356891 | -0.626324863568911 |
| 11 | 4.2 | 4.86130821727842 | -0.661308217278416 |
| 12 | 4.2 | 4.8761291973860 | -0.676129197386005 |
| 13 | 4.1 | 4.83778757641625 | -0.737787576416251 |
| 14 | 4.1 | 4.83259191023336 | -0.732591910233366 |
| 15 | 4.1 | 4.83223387044853 | -0.732233870448529 |
| 16 | 4.1 | 4.8516968107713 | -0.751696810771299 |
| 17 | 4.1 | 4.77541037894344 | -0.675410378943445 |
| 18 | 4 | 4.62023135905103 | -0.620231359051035 |
| 19 | 3.9 | 4.46560604512635 | -0.56560604512635 |
| 20 | 3.8 | 4.30764184910483 | -0.507641849104831 |
| 21 | 3.8 | 4.09283751528774 | -0.292837515287736 |
| 22 | 4 | 4.26897821980417 | -0.268978219804169 |
| 23 | 4.4 | 4.60396157351367 | -0.203961573513675 |
| 24 | 4.6 | 4.68914059340608 | -0.0891405934060844 |
| 25 | 4.6 | 4.65079897243633 | -0.0507989724363276 |
| 26 | 4.6 | 4.71596134603824 | -0.115961346038244 |
| 27 | 4.7 | 4.78596134603824 | -0.085961346038244 |
| 28 | 4.8 | 4.87578232614583 | -0.0757823261458346 |
| 29 | 4.8 | 4.79949589431798 | 0.000504105682020389 |
| 30 | 4.7 | 4.71467491421039 | -0.0146749142103887 |
| 31 | 4.7 | 4.70076567985534 | -0.000765679855340498 |
| 32 | 4.7 | 4.61315952361864 | 0.0868404763813602 |
| 33 | 4.6 | 4.46871322958636 | 0.131286770413637 |
| 34 | 5 | 4.71521197388762 | 0.284788026112382 |
| 35 | 5.4 | 5.05019532759712 | 0.349804672402879 |
| 36 | 5.5 | 5.20573238727435 | 0.29426761272565 |
| 37 | 5.6 | 5.30810684587423 | 0.29189315412577 |
| 38 | 5.6 | 5.37326921947615 | 0.226730780523854 |
| 39 | 5.8 | 5.51362725926096 | 0.286372740739036 |
| 40 | 6 | 5.7441643189382 | 0.255835681061807 |
| 41 | 6.1 | 5.80859396667997 | 0.291406033320025 |
| 42 | 6.1 | 5.7941310263572 | 0.305868973642797 |
| 43 | 6 | 5.78022179200215 | 0.219778207997847 |
| 44 | 6 | 5.76297367555027 | 0.237026324449728 |
| 45 | 6.1 | 5.75924346108763 | 0.340756538912367 |
| 46 | 6.5 | 6.00574220538889 | 0.494257794611113 |
| 47 | 7.1 | 6.48144163866803 | 0.618558361331971 |
| 48 | 7.4 | 6.70733673813008 | 0.692663261869925 |
| 49 | 7.4 | 6.80971119672996 | 0.590288803270045 |
| 50 | 7.5 | 6.87487357033187 | 0.625126429668129 |
| 51 | 7.6 | 7.01523161011669 | 0.58476838988331 |
| 52 | 7.8 | 7.1754106300091 | 0.624589369990901 |
| 53 | 7.8 | 7.23984027775088 | 0.560159722249119 |
| 54 | 7.7 | 7.22537733742811 | 0.47462266257189 |
| 55 | 7.6 | 7.21146810307306 | 0.388531896926939 |
| 56 | 7.5 | 7.12386194683636 | 0.376138053163639 |
| 57 | 7.3 | 6.90905761301926 | 0.390942386980735 |
| 58 | 7.6 | 7.0851983175357 | 0.514801682464299 |
| 59 | 8 | 7.4201816712452 | 0.579818328754795 |
| 60 | 8 | 7.64607677070725 | 0.353923229292748 |
| 61 | 7.9 | 7.6077351497375 | 0.292264850262506 |
| 62 | 7.8 | 7.53218144376977 | 0.267818556230226 |
| 63 | 7.7 | 7.53182340398496 | 0.168176596015044 |
| 64 | 7.8 | 7.55128634430773 | 0.248713655692273 |
| 65 | 7.7 | 7.54535795226469 | 0.154642047735310 |
| 66 | 7.5 | 7.4605369721571 | 0.0394630278428989 |
| 67 | 7.3 | 7.30591165823241 | -0.00591165823241391 |
| 68 | 7.1 | 7.21830550199571 | -0.118305501995715 |
| 69 | 7 | 7.00350116817862 | -0.00350116817861892 |
| 70 | 7.3 | 7.24999991247987 | 0.0500000875201269 |
| 71 | 7.8 | 7.6553413059742 | 0.144658694025804 |
| 72 | 7.9 | 7.88123640543624 | 0.0187635945637573 |
| 73 | 7.9 | 7.9132528242513 | -0.0132528242513042 |
| 74 | 7.8 | 7.83769911828358 | -0.0376991182835833 |
| 75 | 7.8 | 7.83734107849877 | -0.0373410784987652 |
| 76 | 7.9 | 7.99752009839117 | -0.0975200983911736 |
| 77 | 7.8 | 7.99159170634814 | -0.191591706348138 |
| 78 | 7.6 | 7.83641268645573 | -0.236412686455729 |
| 79 | 7.4 | 7.75214541231586 | -0.352145412315861 |
| 80 | 7.2 | 7.52382317650952 | -0.323823176509524 |
| 81 | 6.9 | 7.23866080290761 | -0.338660802907610 |
| 82 | 7.1 | 7.34444346763923 | -0.244443467639227 |
| 83 | 7.5 | 7.74978486113355 | -0.249784861133551 |
| 84 | 7.6 | 7.83496388102596 | -0.234963881025961 |
| 85 | 7.4 | 7.65590618048656 | -0.255906180486564 |
| 86 | 7.3 | 7.50999443473402 | -0.209994434734025 |
| 87 | 7.2 | 7.5096363949492 | -0.309636394949207 |
| 88 | 7.3 | 7.52909933527198 | -0.229099335271979 |
| 89 | 7.2 | 7.45281290344412 | -0.252812903444124 |
| 90 | 7.1 | 7.36799192333653 | -0.267991923336534 |
| 91 | 7 | 7.28372464919667 | -0.283724649196666 |
| 92 | 6.9 | 7.12576045317515 | -0.225760453175147 |
| 93 | 6.8 | 6.98131415914287 | -0.181314159142870 |
| 94 | 7.2 | 7.22781290344412 | -0.0278129034441247 |
| 95 | 7.6 | 7.63315429693845 | -0.0331542969384493 |
| 96 | 7.7 | 7.78869135661568 | -0.0886913566156759 |
| 97 | 7.6 | 7.75034973564592 | -0.150349735645919 |
| 98 | 7.5 | 7.6747960296782 | -0.174796029678197 |
| 99 | 7.5 | 7.67443798989338 | -0.174437989893380 |
| 100 | 7.6 | 7.76425897000097 | -0.16425897000097 |
| 101 | 7.6 | 7.75833057795793 | -0.158330577957934 |
| 102 | 7.6 | 7.74386763763516 | -0.143867637635163 |
| 103 | 7.5 | 7.58924232371048 | -0.0892423237104756 |
| 104 | 7.3 | 7.43127812768896 | -0.131278127688958 |
| 105 | 7.2 | 7.21647379387186 | -0.016473793871861 |
| 106 | 7.4 | 7.32225645860348 | 0.0777435413965224 |
| 107 | 8 | 7.65723981231298 | 0.342760187687017 |
| 108 | 8.2 | 7.74241883220539 | 0.457581167794606 |
| 109 | 8 | 7.49300309188118 | 0.50699690811882 |
| 110 | 7.7 | 7.27673330634382 | 0.42326669365618 |
| 111 | 7.7 | 7.20601722677418 | 0.493982773225815 |
| 112 | 7.8 | 7.22548016709696 | 0.574519832903043 |
| 113 | 7.8 | 7.21955177505392 | 0.580448224946079 |
| 114 | 7.7 | 7.06437275516151 | 0.635627244838488 |
| 115 | 7.5 | 6.90974744123682 | 0.590252558763176 |
| 116 | 7.3 | 6.75178324521531 | 0.548216754784693 |
| 117 | 7.1 | 6.53697891139821 | 0.563021088601788 |
| 118 | 7.1 | 6.64276157612983 | 0.457238423870171 |
| 119 | 7.2 | 6.8370288502697 | 0.362971149730305 |
| 120 | 6.8 | 6.71113375080765 | 0.08886624919235 |
| 121 | 6.6 | 6.60243409005307 | -0.00243409005307348 |
| 122 | 6.4 | 6.45652234430053 | -0.0565223443005328 |
| 123 | 6.4 | 6.31544822494608 | 0.0845517750539211 |
| 124 | 6.5 | 6.05347900612958 | 0.446520993870424 |
| 125 | 6.3 | 5.76611845494727 | 0.533881545052734 |
| 126 | 5.9 | 5.61093943505486 | 0.289060564945143 |
| 127 | 5.5 | 5.80810432005426 | -0.308104320054263 |
| 128 | 5.2 | 5.65014012403275 | -0.450140124032745 |
| 129 | 4.9 | 5.43533579021565 | -0.535335790215649 |
| 130 | 5.4 | 5.75219257430172 | -0.352192574301721 |
| 131 | 5.8 | 6.01681788822641 | -0.216817888226408 |
| 132 | 5.7 | 5.96128082854918 | -0.261280828549180 |
| 133 | 5.6 | 5.99329724736424 | -0.393297247364242 |
| 134 | 5.5 | 5.8473855016117 | -0.347385501611702 |
| 135 | 5.4 | 5.63595334247243 | -0.235953342472428 |
| 136 | 5.4 | 5.30362608387111 | 0.0963739161288935 |
| 137 | 5.4 | 5.08662357247361 | 0.313376427526386 |
| 138 | 5.5 | 5.00180259236603 | 0.498197407633974 |
| 139 | 5.8 | 5.19896747736543 | 0.601032522634569 |
| 140 | 5.7 | 5.11136132112873 | 0.588638678871268 |
| 141 | 5.4 | 4.755840907742 | 0.644159092258001 |
| 142 | 5.6 | 4.7912655326888 | 0.808734467311203 |
| 143 | 5.8 | 4.91517476704385 | 0.884825232956153 |
| 144 | 6.2 | 5.28178594607553 | 0.91821405392447 |
| 145 | 6.8 | 5.87666668316914 | 0.92333331683086 |
| 146 | 6.7 | 6.01218709655588 | 0.687812903444125 |
| 147 | 6.7 | 6.36361925569515 | 0.33638074430485 |
| 148 | 6.4 | 6.6645143551572 | -0.264514355157194 |
| 149 | 6.3 | 6.65858596311416 | -0.358585963114159 |
| 150 | 6.3 | 6.43304890343693 | -0.133048903436932 |
| 151 | 6.4 | 5.99699143037297 | 0.403008569627029 |
| 152 | 6.3 | 5.83902723435145 | 0.460972765648547 |
| 153 | 6 | 5.76493898010399 | 0.235061019896006 |
| 154 | 6.3 | 6.5743020426838 | -0.274302042683796 |
| 155 | 6.3 | 6.62785323725403 | -0.327853237254028 |
| 156 | 6.6 | 6.5723161775768 | 0.0276838224232006 |
| 157 | 7.5 | 6.32290043725258 | 1.17709956274741 |
| 158 | 7.8 | 6.24734673128487 | 1.55265326871513 |
| 159 | 7.9 | 6.4580628108545 | 1.44193718914550 |
| 160 | 7.8 | 6.82931595010137 | 0.970684049898633 |
| 161 | 7.6 | 6.96410363762797 | 0.635896362372031 |
| 162 | 7.5 | 6.73856657795074 | 0.761433422049259 |
| 163 | 7.6 | 6.44322518445642 | 1.15677481554358 |
| 164 | 7.5 | 6.21490294865008 | 1.28509705134992 |
| 165 | 7.3 | 6.0704566546178 | 1.22954334538220 |
| 166 | 7.6 | 6.73910363762797 | 0.86089636237203 |
| 167 | 7.5 | 6.86301287198302 | 0.636987128016981 |
| 168 | 7.6 | 6.94819189187543 | 0.651808108124571 |
| 169 | 7.9 | 6.83949223112085 | 1.06050776887915 |
| 170 | 7.9 | 6.90465460472277 | 0.995345395277233 |
| 171 | 8.1 | 7.18572872407722 | 0.914271275922775 |
| 172 | 8.2 | 7.69769794289373 | 0.502302057106273 |
| 173 | 8 | 7.69176955085069 | 0.308230449149311 |
| 174 | 7.5 | 7.39587445138864 | 0.104125548611356 |
| 175 | 6.8 | 6.74874285897023 | 0.0512571410297723 |
| 176 | 6.5 | 6.52042062316389 | -0.0204206231638906 |
| 177 | 6.6 | 6.7277645280557 | -0.127764528055706 |
| 178 | 7.6 | 7.8889177895596 | -0.288917789559602 |
| 179 | 8 | 8.29425918305392 | -0.294259183053924 |
| 180 | 8.1 | 8.2387221233767 | -0.138722123376698 |
| 181 | 7.7 | 7.70787422391321 | -0.0078742239132098 |
| 182 | 7.5 | 7.2805303190214 | 0.219469680978605 |
| 183 | 7.6 | 7.3505303190214 | 0.249469680978604 |
| 184 | 7.8 | 7.65142541848344 | 0.148574581516558 |
| 185 | 7.8 | 7.78621310601004 | 0.0137868939899565 |
| 186 | 7.8 | 7.77175016568727 | 0.028249834312728 |
| 187 | 7.5 | 7.54676681197777 | -0.0467668119777664 |
| 188 | 7.5 | 7.38880261595625 | 0.111197384043751 |
| 189 | 7.1 | 7.31471436170879 | -0.214714361708790 |
| 190 | 7.5 | 7.91300330493414 | -0.413003304934137 |
| 191 | 7.5 | 7.96655449950437 | -0.466554499504368 |
| 192 | 7.6 | 7.98137547961196 | -0.381375479611958 |
| 193 | 7.7 | 7.66160169950293 | 0.0383983004970735 |
| 194 | 7.7 | 7.51568995375039 | 0.184310046249614 |
| 195 | 7.9 | 7.6560479935352 | 0.243952006464794 |
| 196 | 8.1 | 7.81622701342762 | 0.283772986572385 |
| 197 | 8.2 | 7.8806566611694 | 0.319343338830602 |
| 198 | 8.2 | 7.7958356810618 | 0.404164318938192 |
| 199 | 8.2 | 7.71156840692194 | 0.48843159307806 |
| 200 | 7.9 | 7.69432029047006 | 0.205679709529942 |
| 201 | 7.3 | 7.54987399643778 | -0.249873996437781 |
| 202 | 6.9 | 7.93708882030867 | -1.03708882030867 |
| 203 | 6.6 | 7.9906400148789 | -1.39064001487890 |
| 204 | 6.7 | 7.93510295520168 | -1.23510295520168 |
| 205 | 6.9 | 7.68568721487746 | -0.785687214877462 |
| 206 | 7 | 7.61013350890974 | -0.61013350890974 |
| 207 | 7.1 | 7.68013350890974 | -0.580133508909742 |
| 208 | 7.2 | 7.84031252880215 | -0.64031252880215 |
| 209 | 7.1 | 7.90474217654393 | -0.804742176543933 |
| 210 | 6.9 | 7.96063727600598 | -1.06063727600598 |
| 211 | 7 | 8.08744412122057 | -1.08744412122057 |
| 212 | 6.8 | 7.78876384562941 | -0.988763845629413 |
| 213 | 6.4 | 7.29252735267304 | -0.892527352673042 |
| 214 | 6.7 | 7.1872358980502 | -0.487235898050203 |
| 215 | 6.6 | 6.88899689369634 | -0.288996893696341 |
| 216 | 6.4 | 6.69274375444948 | -0.292743754449476 |
| 217 | 6.3 | 6.93583429261899 | -0.635834292618993 |
| 218 | 6.2 | 7.07135470600573 | -0.871354706005728 |
| 219 | 6.5 | 7.21171274579055 | -0.711712745790547 |
| 220 | 6.8 | 7.23117568611332 | -0.431175686113319 |
| 221 | 6.8 | 7.08453121450064 | -0.284531214500645 |
| 222 | 6.4 | 6.7886361150386 | -0.388636115038598 |
| 223 | 6.1 | 6.63401080111391 | -0.534010801113913 |
| 224 | 5.8 | 6.40568856530758 | -0.605688565307576 |
| 225 | 6.1 | 6.54267443041457 | -0.442674430414573 |
| 226 | 7.2 | 7.28167945320956 | -0.0816794532095561 |
| 227 | 7.3 | 7.54630476713424 | -0.246304767134243 |
| 228 | 6.9 | 7.35005162788738 | -0.450051627887379 |
| 229 | 6.1 | 7.17099392734798 | -1.07099392734798 |
| 230 | 5.8 | 7.02508218159544 | -1.22508218159544 |
| 231 | 6.2 | 7.3061563009499 | -1.1061563009499 |
| 232 | 7.1 | 7.74776747998158 | -0.647767479981584 |
| 233 | 7.7 | 7.88255516750819 | -0.182555167508185 |
| 234 | 7.9 | 7.7977341874006 | 0.102265812599407 |
| 235 | 7.7 | 7.50239279390627 | 0.197607206093730 |
| 236 | 7.4 | 7.1333544785303 | 0.266645521469703 |
| 237 | 7.5 | 7.05926622428284 | 0.440733775717161 |
| 238 | 8 | 7.44648104815373 | 0.553518951846271 |
| 239 | 8.1 | 7.6407483222936 | 0.459251677706402 |
| 240 | 8 | 7.65556930240119 | 0.344430697598811 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 17 | 1.03773260635829e-43 | 2.07546521271659e-43 | 1 |
| 18 | 1.06608087572513e-57 | 2.13216175145026e-57 | 1 |
| 19 | 9.98245869118303e-07 | 1.99649173823661e-06 | 0.999999001754131 |
| 20 | 8.86333261737106e-08 | 1.77266652347421e-07 | 0.999999911366674 |
| 21 | 1.06432175752291e-07 | 2.12864351504583e-07 | 0.999999893567824 |
| 22 | 5.5723934259994e-08 | 1.11447868519988e-07 | 0.999999944276066 |
| 23 | 1.41579556121894e-07 | 2.83159112243788e-07 | 0.999999858420444 |
| 24 | 2.10602055181004e-07 | 4.21204110362008e-07 | 0.999999789397945 |
| 25 | 1.28863287534074e-06 | 2.57726575068149e-06 | 0.999998711367125 |
| 26 | 3.11367967914013e-07 | 6.22735935828027e-07 | 0.999999688632032 |
| 27 | 6.47412658490772e-08 | 1.29482531698154e-07 | 0.999999935258734 |
| 28 | 1.50521155643172e-08 | 3.01042311286345e-08 | 0.999999984947884 |
| 29 | 3.47434445750246e-09 | 6.94868891500491e-09 | 0.999999996525656 |
| 30 | 2.45345406218902e-09 | 4.90690812437804e-09 | 0.999999997546546 |
| 31 | 2.27423290529954e-09 | 4.54846581059907e-09 | 0.999999997725767 |
| 32 | 1.06188348417658e-09 | 2.12376696835316e-09 | 0.999999998938117 |
| 33 | 1.17632157595591e-09 | 2.35264315191182e-09 | 0.999999998823678 |
| 34 | 3.28930749294265e-10 | 6.5786149858853e-10 | 0.99999999967107 |
| 35 | 7.44037609469128e-11 | 1.48807521893826e-10 | 0.999999999925596 |
| 36 | 3.07537943369577e-11 | 6.15075886739153e-11 | 0.999999999969246 |
| 37 | 1.62092592233547e-11 | 3.24185184467094e-11 | 0.99999999998379 |
| 38 | 1.02702866545794e-11 | 2.05405733091588e-11 | 0.99999999998973 |
| 39 | 3.82703170707332e-12 | 7.65406341414664e-12 | 0.999999999996173 |
| 40 | 1.79358433337015e-12 | 3.58716866674031e-12 | 0.999999999998206 |
| 41 | 9.61055808307454e-13 | 1.92211161661491e-12 | 0.99999999999904 |
| 42 | 4.37873480695382e-13 | 8.75746961390764e-13 | 0.999999999999562 |
| 43 | 3.45820988426545e-13 | 6.9164197685309e-13 | 0.999999999999654 |
| 44 | 2.59175532107848e-13 | 5.18351064215696e-13 | 0.99999999999974 |
| 45 | 1.51005505963372e-13 | 3.02011011926745e-13 | 0.999999999999849 |
| 46 | 4.34888566376806e-14 | 8.69777132753612e-14 | 0.999999999999956 |
| 47 | 1.06480677866951e-14 | 2.12961355733901e-14 | 0.99999999999999 |
| 48 | 2.92738591166311e-15 | 5.85477182332622e-15 | 0.999999999999997 |
| 49 | 7.94622224392409e-16 | 1.58924444878482e-15 | 1 |
| 50 | 1.90055839238936e-16 | 3.80111678477871e-16 | 1 |
| 51 | 4.71528570240678e-17 | 9.43057140481357e-17 | 1 |
| 52 | 1.11048391816970e-17 | 2.22096783633941e-17 | 1 |
| 53 | 3.51833904505932e-18 | 7.03667809011865e-18 | 1 |
| 54 | 2.27763613184822e-18 | 4.55527226369643e-18 | 1 |
| 55 | 2.32041466315023e-18 | 4.64082932630046e-18 | 1 |
| 56 | 3.25742713804803e-18 | 6.51485427609607e-18 | 1 |
| 57 | 1.23024732019308e-17 | 2.46049464038617e-17 | 1 |
| 58 | 1.93243968459358e-17 | 3.86487936918716e-17 | 1 |
| 59 | 2.15918902566843e-17 | 4.31837805133685e-17 | 1 |
| 60 | 3.66670899501483e-16 | 7.33341799002965e-16 | 1 |
| 61 | 7.0455333048741e-15 | 1.40910666097482e-14 | 0.999999999999993 |
| 62 | 5.70125872923076e-14 | 1.14025174584615e-13 | 0.999999999999943 |
| 63 | 7.52373870231111e-13 | 1.50474774046222e-12 | 0.999999999999248 |
| 64 | 2.37092564225393e-12 | 4.74185128450785e-12 | 0.999999999997629 |
| 65 | 1.44334084581408e-11 | 2.88668169162815e-11 | 0.999999999985567 |
| 66 | 1.30868788362604e-10 | 2.61737576725208e-10 | 0.999999999869131 |
| 67 | 8.00294917094777e-10 | 1.60058983418955e-09 | 0.999999999199705 |
| 68 | 8.21449188966102e-09 | 1.64289837793220e-08 | 0.999999991785508 |
| 69 | 4.26657754293422e-08 | 8.53315508586844e-08 | 0.999999957334225 |
| 70 | 1.84672244222063e-07 | 3.69344488444125e-07 | 0.999999815327756 |
| 71 | 4.65281325769671e-07 | 9.30562651539343e-07 | 0.999999534718674 |
| 72 | 1.35789510182238e-06 | 2.71579020364477e-06 | 0.999998642104898 |
| 73 | 3.17313836410521e-06 | 6.34627672821042e-06 | 0.999996826861636 |
| 74 | 6.3213246676921e-06 | 1.26426493353842e-05 | 0.999993678675332 |
| 75 | 1.04380276281203e-05 | 2.08760552562406e-05 | 0.999989561972372 |
| 76 | 1.79189170700191e-05 | 3.58378341400381e-05 | 0.99998208108293 |
| 77 | 3.6429143867671e-05 | 7.2858287735342e-05 | 0.999963570856132 |
| 78 | 7.01350376489857e-05 | 0.000140270075297971 | 0.999929864962351 |
| 79 | 0.000149278362288089 | 0.000298556724576178 | 0.999850721637712 |
| 80 | 0.000271863959413557 | 0.000543727918827114 | 0.999728136040587 |
| 81 | 0.000594265282229738 | 0.00118853056445948 | 0.99940573471777 |
| 82 | 0.00111911868557018 | 0.00223823737114037 | 0.99888088131443 |
| 83 | 0.00204656372854723 | 0.00409312745709446 | 0.997953436271453 |
| 84 | 0.00302999447334135 | 0.00605998894668269 | 0.996970005526659 |
| 85 | 0.00395298282716465 | 0.00790596565432931 | 0.996047017172835 |
| 86 | 0.00438356376977221 | 0.00876712753954442 | 0.995616436230228 |
| 87 | 0.00526744759465625 | 0.0105348951893125 | 0.994732552405344 |
| 88 | 0.00541219573109378 | 0.0108243914621876 | 0.994587804268906 |
| 89 | 0.00553712506846192 | 0.0110742501369238 | 0.994462874931538 |
| 90 | 0.00549794390994087 | 0.0109958878198817 | 0.99450205609006 |
| 91 | 0.00528301992797894 | 0.0105660398559579 | 0.994716980072021 |
| 92 | 0.00474200771270428 | 0.00948401542540856 | 0.995257992287296 |
| 93 | 0.00421352174493425 | 0.0084270434898685 | 0.995786478255066 |
| 94 | 0.00343751474854874 | 0.00687502949709748 | 0.996562485251451 |
| 95 | 0.00284406581354757 | 0.00568813162709514 | 0.997155934186452 |
| 96 | 0.00237740192027442 | 0.00475480384054883 | 0.997622598079726 |
| 97 | 0.00195066967542688 | 0.00390133935085377 | 0.998049330324573 |
| 98 | 0.00160723577203426 | 0.00321447154406852 | 0.998392764227966 |
| 99 | 0.00131519351684912 | 0.00263038703369824 | 0.99868480648315 |
| 100 | 0.00107208324099393 | 0.00214416648198787 | 0.998927916759006 |
| 101 | 0.000870160475899682 | 0.00174032095179936 | 0.9991298395241 |
| 102 | 0.000696249319328955 | 0.00139249863865791 | 0.99930375068067 |
| 103 | 0.000539378705856922 | 0.00107875741171384 | 0.999460621294143 |
| 104 | 0.000431510529293324 | 0.000863021058586648 | 0.999568489470707 |
| 105 | 0.000321937568987286 | 0.000643875137974572 | 0.999678062431013 |
| 106 | 0.000230309693852530 | 0.000460619387705060 | 0.999769690306147 |
| 107 | 0.000161751815445221 | 0.000323503630890443 | 0.999838248184555 |
| 108 | 0.000123623162939110 | 0.000247246325878219 | 0.999876376837061 |
| 109 | 0.000109441278702151 | 0.000218882557404301 | 0.999890558721298 |
| 110 | 8.82335013294953e-05 | 0.000176467002658991 | 0.99991176649867 |
| 111 | 7.61453513340843e-05 | 0.000152290702668169 | 0.999923854648666 |
| 112 | 6.9265773522222e-05 | 0.000138531547044444 | 0.999930734226478 |
| 113 | 6.10653987313552e-05 | 0.000122130797462710 | 0.999938934601269 |
| 114 | 5.70255158741307e-05 | 0.000114051031748261 | 0.999942974484126 |
| 115 | 4.96818260932264e-05 | 9.93636521864528e-05 | 0.999950318173907 |
| 116 | 3.96364817407577e-05 | 7.92729634815153e-05 | 0.99996036351826 |
| 117 | 2.98432769352736e-05 | 5.96865538705471e-05 | 0.999970156723065 |
| 118 | 1.99586657201535e-05 | 3.9917331440307e-05 | 0.99998004133428 |
| 119 | 1.32023908137916e-05 | 2.64047816275833e-05 | 0.999986797609186 |
| 120 | 9.86937752095993e-06 | 1.97387550419199e-05 | 0.999990130622479 |
| 121 | 7.69492814438118e-06 | 1.53898562887624e-05 | 0.999992305071856 |
| 122 | 6.32140272456242e-06 | 1.26428054491248e-05 | 0.999993678597275 |
| 123 | 4.47868144942395e-06 | 8.9573628988479e-06 | 0.99999552131855 |
| 124 | 2.99461351380928e-06 | 5.98922702761855e-06 | 0.999997005386486 |
| 125 | 2.08369074206846e-06 | 4.16738148413691e-06 | 0.999997916309258 |
| 126 | 1.35466003829479e-06 | 2.70932007658957e-06 | 0.999998645339962 |
| 127 | 2.03299471721094e-06 | 4.06598943442187e-06 | 0.999997967005283 |
| 128 | 4.42482754784855e-06 | 8.8496550956971e-06 | 0.999995575172452 |
| 129 | 1.23665265652356e-05 | 2.47330531304713e-05 | 0.999987633473435 |
| 130 | 2.03914863182099e-05 | 4.07829726364199e-05 | 0.999979608513682 |
| 131 | 2.36837735803393e-05 | 4.73675471606787e-05 | 0.99997631622642 |
| 132 | 2.99677175963166e-05 | 5.99354351926332e-05 | 0.999970032282404 |
| 133 | 5.12000986372453e-05 | 0.000102400197274491 | 0.999948799901363 |
| 134 | 8.33118106996719e-05 | 0.000166623621399344 | 0.9999166881893 |
| 135 | 0.000119760159436701 | 0.000239520318873402 | 0.999880239840563 |
| 136 | 0.000119018354703327 | 0.000238036709406654 | 0.999880981645297 |
| 137 | 0.000113591972240995 | 0.000227183944481990 | 0.99988640802776 |
| 138 | 0.000115428808984672 | 0.000230857617969343 | 0.999884571191015 |
| 139 | 0.000129674159818009 | 0.000259348319636017 | 0.999870325840182 |
| 140 | 0.000139101738858366 | 0.000278203477716732 | 0.999860898261142 |
| 141 | 0.000140312540285155 | 0.000280625080570311 | 0.999859687459715 |
| 142 | 0.000141294385152556 | 0.000282588770305112 | 0.999858705614847 |
| 143 | 0.0001359383273827 | 0.0002718766547654 | 0.999864061672617 |
| 144 | 0.000134168447974151 | 0.000268336895948301 | 0.999865831552026 |
| 145 | 0.000139453127560243 | 0.000278906255120486 | 0.99986054687244 |
| 146 | 0.000112947029596210 | 0.000225894059192420 | 0.999887052970404 |
| 147 | 8.6745092416176e-05 | 0.000173490184832352 | 0.999913254907584 |
| 148 | 0.000161706846373892 | 0.000323413692747784 | 0.999838293153626 |
| 149 | 0.000400283514578591 | 0.000800567029157182 | 0.999599716485421 |
| 150 | 0.000624906576942052 | 0.00124981315388410 | 0.999375093423058 |
| 151 | 0.0005733673048415 | 0.001146734609683 | 0.999426632695159 |
| 152 | 0.000520136481508251 | 0.00104027296301650 | 0.999479863518492 |
| 153 | 0.00054643567606601 | 0.00109287135213202 | 0.999453564323934 |
| 154 | 0.00129769471848296 | 0.00259538943696592 | 0.998702305281517 |
| 155 | 0.00349025965918267 | 0.00698051931836533 | 0.996509740340817 |
| 156 | 0.00474759224294252 | 0.00949518448588503 | 0.995252407757057 |
| 157 | 0.00572215615843909 | 0.0114443123168782 | 0.99427784384156 |
| 158 | 0.0129825063988543 | 0.0259650127977087 | 0.987017493601146 |
| 159 | 0.0216003291881258 | 0.0432006583762516 | 0.978399670811874 |
| 160 | 0.0199637847481998 | 0.0399275694963996 | 0.9800362152518 |
| 161 | 0.0160167353273679 | 0.0320334706547357 | 0.983983264672632 |
| 162 | 0.0130253255312155 | 0.0260506510624311 | 0.986974674468784 |
| 163 | 0.0139000968633316 | 0.0278001937266632 | 0.986099903136668 |
| 164 | 0.0174903687479771 | 0.0349807374959542 | 0.982509631252023 |
| 165 | 0.0209225922313691 | 0.0418451844627382 | 0.97907740776863 |
| 166 | 0.0184140240425920 | 0.0368280480851839 | 0.981585975957408 |
| 167 | 0.0148490962764158 | 0.0296981925528316 | 0.985150903723584 |
| 168 | 0.0123224736506722 | 0.0246449473013444 | 0.987677526349328 |
| 169 | 0.0199404615739551 | 0.0398809231479101 | 0.980059538426045 |
| 170 | 0.0323944951317765 | 0.064788990263553 | 0.967605504868223 |
| 171 | 0.0472491891272243 | 0.0944983782544486 | 0.952750810872776 |
| 172 | 0.0447404169649043 | 0.0894808339298085 | 0.955259583035096 |
| 173 | 0.0380939504984376 | 0.0761879009968752 | 0.961906049501562 |
| 174 | 0.0321337782218645 | 0.064267556443729 | 0.967866221778136 |
| 175 | 0.0272136487429098 | 0.0544272974858196 | 0.97278635125709 |
| 176 | 0.0235492045484269 | 0.0470984090968537 | 0.976450795451573 |
| 177 | 0.0214764775080565 | 0.042952955016113 | 0.978523522491944 |
| 178 | 0.0215192426595531 | 0.0430384853191062 | 0.978480757340447 |
| 179 | 0.0213110786689926 | 0.0426221573379851 | 0.978688921331007 |
| 180 | 0.0193777990399438 | 0.0387555980798875 | 0.980622200960056 |
| 181 | 0.0192445100494627 | 0.0384890200989253 | 0.980755489950537 |
| 182 | 0.0210711228831554 | 0.0421422457663107 | 0.978928877116845 |
| 183 | 0.0223317337686121 | 0.0446634675372242 | 0.977668266231388 |
| 184 | 0.0201363166536349 | 0.0402726333072699 | 0.979863683346365 |
| 185 | 0.0167124008058610 | 0.0334248016117221 | 0.98328759919414 |
| 186 | 0.0138006140960246 | 0.0276012281920491 | 0.986199385903975 |
| 187 | 0.0113139573485820 | 0.0226279146971640 | 0.988686042651418 |
| 188 | 0.00972272726417345 | 0.0194454545283469 | 0.990277272735827 |
| 189 | 0.0082553708844326 | 0.0165107417688652 | 0.991744629115567 |
| 190 | 0.00759824316202893 | 0.0151964863240579 | 0.992401756837971 |
| 191 | 0.00717287951309788 | 0.0143457590261958 | 0.992827120486902 |
| 192 | 0.00637243415535561 | 0.0127448683107112 | 0.993627565844644 |
| 193 | 0.00878889349059836 | 0.0175777869811967 | 0.991211106509402 |
| 194 | 0.0175616145432402 | 0.0351232290864803 | 0.98243838545676 |
| 195 | 0.0358809551480890 | 0.0717619102961781 | 0.964119044851911 |
| 196 | 0.0604806170499663 | 0.120961234099933 | 0.939519382950034 |
| 197 | 0.0951990538756418 | 0.190398107751284 | 0.904800946124358 |
| 198 | 0.189714789180754 | 0.379429578361508 | 0.810285210819246 |
| 199 | 0.449434267455484 | 0.898868534910968 | 0.550565732544516 |
| 200 | 0.69606822025042 | 0.607863559499159 | 0.303931779749580 |
| 201 | 0.760663023654192 | 0.478673952691615 | 0.239336976345808 |
| 202 | 0.773807731798042 | 0.452384536403916 | 0.226192268201958 |
| 203 | 0.862266042494276 | 0.275467915011447 | 0.137733957505724 |
| 204 | 0.894009031143756 | 0.211981937712489 | 0.105990968856244 |
| 205 | 0.901102245636052 | 0.197795508727895 | 0.0988977543639477 |
| 206 | 0.95404185836157 | 0.0919162832768595 | 0.0459581416384298 |
| 207 | 0.982904990188463 | 0.0341900196230749 | 0.0170950098115374 |
| 208 | 0.985937914778085 | 0.0281241704438295 | 0.0140620852219147 |
| 209 | 0.980059832451963 | 0.0398803350960735 | 0.0199401675480367 |
| 210 | 0.974171196052898 | 0.051657607894203 | 0.0258288039471015 |
| 211 | 0.966450861167085 | 0.0670982776658306 | 0.0335491388329153 |
| 212 | 0.95546127503878 | 0.0890774499224391 | 0.0445387249612196 |
| 213 | 0.960747922952269 | 0.078504154095462 | 0.039252077047731 |
| 214 | 0.958965926041967 | 0.0820681479160659 | 0.0410340739580329 |
| 215 | 0.932967713957897 | 0.134064572084205 | 0.0670322860421027 |
| 216 | 0.906568540040895 | 0.186862919918211 | 0.0934314599591053 |
| 217 | 0.915744758001124 | 0.168510483997752 | 0.0842552419988762 |
| 218 | 0.91552492041125 | 0.168950159177498 | 0.0844750795887492 |
| 219 | 0.966081276326103 | 0.0678374473477943 | 0.0339187236738971 |
| 220 | 0.994442715931062 | 0.0111145681378756 | 0.00555728406893779 |
| 221 | 0.999217745057972 | 0.00156450988405509 | 0.000782254942027545 |
| 222 | 0.999549395474684 | 0.000901209050631486 | 0.000450604525315743 |
| 223 | 0.9993204666654 | 0.00135906666920054 | 0.000679533334600269 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 138 | 0.666666666666667 | NOK |
| 5% type I error level | 179 | 0.864734299516908 | NOK |
| 10% type I error level | 193 | 0.932367149758454 | NOK |
