Multiple Linear Regression - Estimated Regression Equation |
Yt[t] = + 2510604.94444444 -127914.944444444M1[t] -203431.312865497M2[t] + 264454.160818713M3[t] + 406908.266081871M4[t] + 771632.108187134M5[t] + 773356.002923977M6[t] + 1222628.89766082M7[t] + 1205610.84502924M8[t] + 918825.529239766M9[t] + 841799.108187134M10[t] + 99298.111111111M11[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) | 2510604.94444444 | 187597.132067 | 13.383 | 0 | 0 |
M1 | -127914.944444444 | 261788.314092 | -0.4886 | 0.625611 | 0.312806 |
M2 | -203431.312865497 | 261788.314092 | -0.7771 | 0.437968 | 0.218984 |
M3 | 264454.160818713 | 261788.314092 | 1.0102 | 0.313548 | 0.156774 |
M4 | 406908.266081871 | 261788.314092 | 1.5543 | 0.121581 | 0.06079 |
M5 | 771632.108187134 | 261788.314092 | 2.9475 | 0.003558 | 0.001779 |
M6 | 773356.002923977 | 261788.314092 | 2.9541 | 0.003486 | 0.001743 |
M7 | 1222628.89766082 | 261788.314092 | 4.6703 | 5e-06 | 3e-06 |
M8 | 1205610.84502924 | 261788.314092 | 4.6053 | 7e-06 | 4e-06 |
M9 | 918825.529239766 | 261788.314092 | 3.5098 | 0.000547 | 0.000273 |
M10 | 841799.108187134 | 261788.314092 | 3.2156 | 0.001503 | 0.000752 |
M11 | 99298.111111111 | 265302.408431 | 0.3743 | 0.708565 | 0.354282 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.530809624094231 |
R-squared | 0.281758857031059 |
Adjusted R-squared | 0.244839919775646 |
F-TEST (value) | 7.63182469424277 |
F-TEST (DF numerator) | 11 |
F-TEST (DF denominator) | 214 |
p-value | 4.52526904837214e-11 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 795907.225293862 |
Sum Squared Residuals | 135562218612845 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1149822 | 2382689.99999999 | -1232867.99999999 |
2 | 1086979 | 2307173.63157895 | -1220194.63157895 |
3 | 1276674 | 2775059.10526316 | -1498385.10526316 |
4 | 1522522 | 2917513.21052632 | -1394991.21052632 |
5 | 1742117 | 3282237.05263158 | -1540120.05263158 |
6 | 1737275 | 3283960.94736842 | -1546685.94736842 |
7 | 1979900 | 3733233.84210526 | -1753333.84210526 |
8 | 2061036 | 3716215.78947369 | -1655179.78947369 |
9 | 1867943 | 3429430.47368421 | -1561487.47368421 |
10 | 1707752 | 3352404.05263158 | -1644652.05263158 |
11 | 1298756 | 2609903.05555556 | -1311147.05555556 |
12 | 1281814 | 2510604.94444444 | -1228790.94444444 |
13 | 1281151 | 2382690 | -1101539 |
14 | 1164976 | 2307173.63157895 | -1142197.63157895 |
15 | 1454329 | 2775059.10526316 | -1320730.10526316 |
16 | 1645288 | 2917513.21052632 | -1272225.21052632 |
17 | 1817743 | 3282237.05263158 | -1464494.05263158 |
18 | 1895785 | 3283960.94736842 | -1388175.94736842 |
19 | 2236311 | 3733233.84210526 | -1496922.84210526 |
20 | 2295951 | 3716215.78947368 | -1420264.78947368 |
21 | 2087315 | 3429430.47368421 | -1342115.47368421 |
22 | 1980891 | 3352404.05263158 | -1371513.05263158 |
23 | 1465446 | 2609903.05555556 | -1144457.05555556 |
24 | 1445026 | 2510604.94444444 | -1065578.94444444 |
25 | 1488120 | 2382690 | -894570 |
26 | 1338333 | 2307173.63157895 | -968840.631578948 |
27 | 1715789 | 2775059.10526316 | -1059270.10526316 |
28 | 1806090 | 2917513.21052632 | -1111423.21052632 |
29 | 2083316 | 3282237.05263158 | -1198921.05263158 |
30 | 2092278 | 3283960.94736842 | -1191682.94736842 |
31 | 2430800 | 3733233.84210526 | -1302433.84210526 |
32 | 2424894 | 3716215.78947368 | -1291321.78947368 |
33 | 2299016 | 3429430.47368421 | -1130414.47368421 |
34 | 2130688 | 3352404.05263158 | -1221716.05263158 |
35 | 1652221 | 2609903.05555556 | -957682.055555556 |
36 | 1608162 | 2510604.94444444 | -902442.944444444 |
37 | 1647074 | 2382690 | -735616 |
38 | 1479691 | 2307173.63157895 | -827482.631578948 |
39 | 1884978 | 2775059.10526316 | -890081.105263158 |
40 | 2007898 | 2917513.21052632 | -909615.210526316 |
41 | 2208954 | 3282237.05263158 | -1073283.05263158 |
42 | 2217164 | 3283960.94736842 | -1066796.94736842 |
43 | 2534291 | 3733233.84210526 | -1198942.84210526 |
44 | 2560312 | 3716215.78947368 | -1155903.78947368 |
45 | 2429069 | 3429430.47368421 | -1000361.47368421 |
46 | 2315077 | 3352404.05263158 | -1037327.05263158 |
47 | 1799608 | 2609903.05555556 | -810295.055555555 |
48 | 1772590 | 2510604.94444444 | -738014.944444444 |
49 | 1744799 | 2382690 | -637891 |
50 | 1659093 | 2307173.63157895 | -648080.631578947 |
51 | 2099821 | 2775059.10526316 | -675238.105263158 |
52 | 2135736 | 2917513.21052632 | -781777.210526316 |
53 | 2427894 | 3282237.05263158 | -854343.052631579 |
54 | 2468882 | 3283960.94736842 | -815078.947368421 |
55 | 2703217 | 3733233.84210526 | -1030016.84210526 |
56 | 2766841 | 3716215.78947368 | -949374.789473684 |
57 | 2655236 | 3429430.47368421 | -774194.47368421 |
58 | 2550373 | 3352404.05263158 | -802031.052631579 |
59 | 2052097 | 2609903.05555556 | -557806.055555556 |
60 | 1998055 | 2510604.94444444 | -512549.944444445 |
61 | 1920748 | 2382690 | -461942.000000001 |
62 | 1876694 | 2307173.63157895 | -430479.631578947 |
63 | 2380930 | 2775059.10526316 | -394129.105263158 |
64 | 2467402 | 2917513.21052632 | -450111.210526316 |
65 | 2770771 | 3282237.05263158 | -511466.052631579 |
66 | 2781340 | 3283960.94736842 | -502620.947368421 |
67 | 3143926 | 3733233.84210526 | -589307.842105263 |
68 | 3172235 | 3716215.78947368 | -543980.789473684 |
69 | 2952540 | 3429430.47368421 | -476890.473684211 |
70 | 2920877 | 3352404.05263158 | -431527.052631579 |
71 | 2384552 | 2609903.05555556 | -225351.055555556 |
72 | 2248987 | 2510604.94444444 | -261617.944444445 |
73 | 2208616 | 2382690 | -174074.000000000 |
74 | 2178756 | 2307173.63157895 | -128417.631578947 |
75 | 2632870 | 2775059.10526316 | -142189.105263158 |
76 | 2706905 | 2917513.21052632 | -210608.210526316 |
77 | 3029745 | 3282237.05263158 | -252492.052631579 |
78 | 3015402 | 3283960.94736842 | -268558.947368421 |
79 | 3391414 | 3733233.84210526 | -341819.842105263 |
80 | 3507805 | 3716215.78947368 | -208410.789473684 |
81 | 3177852 | 3429430.47368421 | -251578.473684211 |
82 | 3142961 | 3352404.05263158 | -209443.052631579 |
83 | 2545815 | 2609903.05555556 | -64088.0555555555 |
84 | 2414007 | 2510604.94444444 | -96597.9444444446 |
85 | 2372578 | 2382690 | -10112.0000000005 |
86 | 2332664 | 2307173.63157895 | 25490.3684210527 |
87 | 2825328 | 2775059.10526316 | 50268.8947368421 |
88 | 2901478 | 2917513.21052632 | -16035.2105263158 |
89 | 3263955 | 3282237.05263158 | -18282.0526315790 |
90 | 3226738 | 3283960.94736842 | -57222.9473684211 |
91 | 3610786 | 3733233.84210526 | -122447.842105263 |
92 | 3709274 | 3716215.78947368 | -6941.78947368435 |
93 | 3467185 | 3429430.47368421 | 37754.5263157893 |
94 | 3449646 | 3352404.05263158 | 97241.947368421 |
95 | 2802951 | 2609903.05555556 | 193047.944444444 |
96 | 2462530 | 2510604.94444444 | -48074.9444444445 |
97 | 2490645 | 2382690 | 107955.000000000 |
98 | 2561520 | 2307173.63157895 | 254346.368421053 |
99 | 3067554 | 2775059.10526316 | 292494.894736842 |
100 | 3226951 | 2917513.21052632 | 309437.789473684 |
101 | 3546493 | 3282237.05263158 | 264255.947368421 |
102 | 3492787 | 3283960.94736842 | 208826.052631579 |
103 | 3952263 | 3733233.84210526 | 219029.157894737 |
104 | 3932072 | 3716215.78947368 | 215856.210526316 |
105 | 3720284 | 3429430.47368421 | 290853.526315789 |
106 | 3651555 | 3352404.05263158 | 299150.947368421 |
107 | 2914972 | 2609903.05555556 | 305068.944444444 |
108 | 2713514 | 2510604.94444444 | 202909.055555556 |
109 | 2703997 | 2382690 | 321307.000000000 |
110 | 2591373 | 2307173.63157895 | 284199.368421053 |
111 | 3163748 | 2775059.10526316 | 388688.894736842 |
112 | 3355137 | 2917513.21052632 | 437623.789473684 |
113 | 3613702 | 3282237.05263158 | 331464.947368421 |
114 | 3686773 | 3283960.94736842 | 402812.052631579 |
115 | 4098716 | 3733233.84210526 | 365482.157894737 |
116 | 4063517 | 3716215.78947368 | 347301.210526316 |
117 | 3551489 | 3429430.47368421 | 122058.526315789 |
118 | 3226663 | 3352404.05263158 | -125741.052631579 |
119 | 2656842 | 2609903.05555556 | 46938.9444444445 |
120 | 2597484 | 2510604.94444444 | 86879.0555555555 |
121 | 2572399 | 2382690 | 189709.000000000 |
122 | 2596631 | 2307173.63157895 | 289457.368421053 |
123 | 3165225 | 2775059.10526316 | 390165.894736842 |
124 | 3303145 | 2917513.21052632 | 385631.789473684 |
125 | 3698247 | 3282237.05263158 | 416009.947368421 |
126 | 3668631 | 3283960.94736842 | 384670.052631579 |
127 | 4130433 | 3733233.84210526 | 397199.157894737 |
128 | 4131400 | 3716215.78947368 | 415184.210526316 |
129 | 3864358 | 3429430.47368421 | 434927.526315789 |
130 | 3721110 | 3352404.05263158 | 368705.947368421 |
131 | 2892532 | 2609903.05555556 | 282628.944444445 |
132 | 2843451 | 2510604.94444444 | 332846.055555556 |
133 | 2747502 | 2382690 | 364812 |
134 | 2668775 | 2307173.63157895 | 361601.368421053 |
135 | 3018602 | 2775059.10526316 | 243542.894736842 |
136 | 3013392 | 2917513.21052632 | 95878.7894736842 |
137 | 3393657 | 3282237.05263158 | 111419.947368421 |
138 | 3544233 | 3283960.94736842 | 260272.052631579 |
139 | 4075832 | 3733233.84210526 | 342598.157894737 |
140 | 4032923 | 3716215.78947368 | 316707.210526316 |
141 | 3734509 | 3429430.47368421 | 305078.526315789 |
142 | 3761285 | 3352404.05263158 | 408880.947368421 |
143 | 2970090 | 2609903.05555556 | 360186.944444444 |
144 | 2847849 | 2510604.94444444 | 337244.055555556 |
145 | 2741680 | 2382690 | 358990 |
146 | 2830639 | 2307173.63157895 | 523465.368421053 |
147 | 3257673 | 2775059.10526316 | 482613.894736842 |
148 | 3480085 | 2917513.21052632 | 562571.789473684 |
149 | 3843271 | 3282237.05263158 | 561033.947368421 |
150 | 3796961 | 3283960.94736842 | 513000.052631579 |
151 | 4337767 | 3733233.84210526 | 604533.157894737 |
152 | 4243630 | 3716215.78947368 | 527414.210526316 |
153 | 3927202 | 3429430.47368421 | 497771.526315789 |
154 | 3915296 | 3352404.05263158 | 562891.947368421 |
155 | 3087396 | 2609903.05555556 | 477492.944444444 |
156 | 2963792 | 2510604.94444444 | 453187.055555555 |
157 | 2955792 | 2382690 | 573102 |
158 | 2829925 | 2307173.63157895 | 522751.368421053 |
159 | 3281195 | 2775059.10526316 | 506135.894736842 |
160 | 3548011 | 2917513.21052632 | 630497.789473684 |
161 | 4059648 | 3282237.05263158 | 777410.947368421 |
162 | 3941175 | 3283960.94736842 | 657214.052631579 |
163 | 4528594 | 3733233.84210526 | 795360.157894737 |
164 | 4433151 | 3716215.78947368 | 716935.210526316 |
165 | 4145737 | 3429430.47368421 | 716306.52631579 |
166 | 4077132 | 3352404.05263158 | 724727.947368421 |
167 | 3198519 | 2609903.05555556 | 588615.944444444 |
168 | 3078660 | 2510604.94444444 | 568055.055555555 |
169 | 3028202 | 2382690 | 645512 |
170 | 2858642 | 2307173.63157895 | 551468.368421053 |
171 | 3398954 | 2775059.10526316 | 623894.894736842 |
172 | 3808883 | 2917513.21052632 | 891369.789473684 |
173 | 4175961 | 3282237.05263158 | 893723.947368421 |
174 | 4227542 | 3283960.94736842 | 943581.052631579 |
175 | 4744616 | 3733233.84210526 | 1011382.15789474 |
176 | 4608012 | 3716215.78947368 | 891796.210526316 |
177 | 4295049 | 3429430.47368421 | 865618.52631579 |
178 | 4201144 | 3352404.05263158 | 848739.947368421 |
179 | 3353276 | 2609903.05555556 | 743372.944444444 |
180 | 3286851 | 2510604.94444444 | 776246.055555555 |
181 | 3169889 | 2382690 | 787199 |
182 | 3051720 | 2307173.63157895 | 744546.368421053 |
183 | 3695426 | 2775059.10526316 | 920366.894736842 |
184 | 3905501 | 2917513.21052632 | 987987.789473684 |
185 | 4296458 | 3282237.05263158 | 1014220.94736842 |
186 | 4246247 | 3283960.94736842 | 962286.052631579 |
187 | 4921849 | 3733233.84210526 | 1188615.15789474 |
188 | 4821446 | 3716215.78947368 | 1105230.21052632 |
189 | 4425064 | 3429430.47368421 | 995633.52631579 |
190 | 4379099 | 3352404.05263158 | 1026694.94736842 |
191 | 3472889 | 2609903.05555556 | 862985.944444444 |
192 | 3359160 | 2510604.94444444 | 848555.055555555 |
193 | 3200944 | 2382690 | 818254 |
194 | 3153170 | 2307173.63157895 | 845996.368421053 |
195 | 3741498 | 2775059.10526316 | 966438.894736842 |
196 | 3918719 | 2917513.21052632 | 1001205.78947368 |
197 | 4403449 | 3282237.05263158 | 1121211.94736842 |
198 | 4400407 | 3283960.94736842 | 1116446.05263158 |
199 | 4847473 | 3733233.84210526 | 1114239.15789474 |
200 | 4716136 | 3716215.78947368 | 999920.210526316 |
201 | 4297440 | 3429430.47368421 | 868009.52631579 |
202 | 4272253 | 3352404.05263158 | 919848.947368421 |
203 | 3271834 | 2609903.05555556 | 661930.944444444 |
204 | 3168388 | 2510604.94444444 | 657783.055555555 |
205 | 2911748 | 2382690 | 529058 |
206 | 2720999 | 2307173.63157895 | 413825.368421053 |
207 | 3199918 | 2775059.10526316 | 424858.894736842 |
208 | 3672623 | 2917513.21052632 | 755109.789473684 |
209 | 3892013 | 3282237.05263158 | 609775.947368421 |
210 | 3850845 | 3283960.94736842 | 566884.052631579 |
211 | 4532467 | 3733233.84210526 | 799233.157894737 |
212 | 4484739 | 3716215.78947368 | 768523.210526316 |
213 | 4014972 | 3429430.47368421 | 585541.52631579 |
214 | 3983758 | 3352404.05263158 | 631353.947368421 |
215 | 3158459 | 2609903.05555556 | 548555.944444444 |
216 | 3100569 | 2510604.94444444 | 589964.055555555 |
217 | 2935404 | 2382690 | 552714 |
218 | 2855719 | 2307173.63157895 | 548545.368421053 |
219 | 3465611 | 2775059.10526316 | 690551.894736842 |
220 | 3006985 | 2917513.21052632 | 89471.7894736842 |
221 | 4095110 | 3282237.05263158 | 812872.947368421 |
222 | 4104793 | 3283960.94736842 | 820832.052631579 |
223 | 4730788 | 3733233.84210526 | 997554.157894737 |
224 | 4642726 | 3716215.78947368 | 926510.210526316 |
225 | 4246919 | 3429430.47368421 | 817488.52631579 |
226 | 4308117 | 3352404.05263158 | 955712.947368421 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
15 | 0.00321408279692248 | 0.00642816559384495 | 0.996785917203078 |
16 | 0.000580904124110585 | 0.00116180824822117 | 0.99941909587589 |
17 | 8.33192906727799e-05 | 0.000166638581345560 | 0.999916680709327 |
18 | 2.24320391987137e-05 | 4.48640783974273e-05 | 0.999977567960801 |
19 | 1.62365511298042e-05 | 3.24731022596083e-05 | 0.99998376344887 |
20 | 7.84017749368526e-06 | 1.56803549873705e-05 | 0.999992159822506 |
21 | 3.23194055709347e-06 | 6.46388111418694e-06 | 0.999996768059443 |
22 | 1.98855754924143e-06 | 3.97711509848286e-06 | 0.99999801144245 |
23 | 6.00182685004751e-07 | 1.20036537000950e-06 | 0.999999399817315 |
24 | 1.79063813953498e-07 | 3.58127627906995e-07 | 0.999999820936186 |
25 | 1.42604294813191e-07 | 2.85208589626382e-07 | 0.999999857395705 |
26 | 6.72516286206954e-08 | 1.34503257241391e-07 | 0.999999932748371 |
27 | 9.87840118560296e-08 | 1.97568023712059e-07 | 0.999999901215988 |
28 | 5.07610432865563e-08 | 1.01522086573113e-07 | 0.999999949238957 |
29 | 4.59364808244543e-08 | 9.18729616489086e-08 | 0.99999995406352 |
30 | 3.39618745958179e-08 | 6.79237491916359e-08 | 0.999999966038125 |
31 | 3.55713182729494e-08 | 7.11426365458988e-08 | 0.999999964428682 |
32 | 2.39768214479009e-08 | 4.79536428958018e-08 | 0.999999976023179 |
33 | 2.33734809290996e-08 | 4.67469618581992e-08 | 0.99999997662652 |
34 | 1.96004109947739e-08 | 3.92008219895478e-08 | 0.99999998039959 |
35 | 1.37506847574093e-08 | 2.75013695148186e-08 | 0.999999986249315 |
36 | 8.52948808735973e-09 | 1.70589761747195e-08 | 0.999999991470512 |
37 | 9.32575675986759e-09 | 1.86515135197352e-08 | 0.999999990674243 |
38 | 7.53229572615363e-09 | 1.50645914523073e-08 | 0.999999992467704 |
39 | 1.27487697688300e-08 | 2.54975395376599e-08 | 0.99999998725123 |
40 | 1.52080051623470e-08 | 3.04160103246941e-08 | 0.999999984791995 |
41 | 1.81097108322167e-08 | 3.62194216644334e-08 | 0.99999998189029 |
42 | 2.00673743416012e-08 | 4.01347486832025e-08 | 0.999999979932626 |
43 | 2.69403927705609e-08 | 5.38807855411217e-08 | 0.999999973059607 |
44 | 3.34348183324673e-08 | 6.68696366649346e-08 | 0.999999966565182 |
45 | 4.54614575592148e-08 | 9.09229151184297e-08 | 0.999999954538542 |
46 | 7.546451363033e-08 | 1.5092902726066e-07 | 0.999999924535486 |
47 | 8.53440109787699e-08 | 1.70688021957540e-07 | 0.99999991465599 |
48 | 9.24851551011318e-08 | 1.84970310202264e-07 | 0.999999907514845 |
49 | 1.13561907454176e-07 | 2.27123814908351e-07 | 0.999999886438093 |
50 | 1.67109035671549e-07 | 3.34218071343098e-07 | 0.999999832890964 |
51 | 4.65948748126864e-07 | 9.31897496253728e-07 | 0.999999534051252 |
52 | 7.51150436123765e-07 | 1.50230087224753e-06 | 0.999999248849564 |
53 | 1.81880909647838e-06 | 3.63761819295675e-06 | 0.999998181190904 |
54 | 4.46504359604458e-06 | 8.93008719208917e-06 | 0.999995534956404 |
55 | 1.09236134596431e-05 | 2.18472269192862e-05 | 0.99998907638654 |
56 | 2.64829264572825e-05 | 5.2965852914565e-05 | 0.999973517073543 |
57 | 6.10661400723277e-05 | 0.000122132280144655 | 0.999938933859928 |
58 | 0.000160508676572053 | 0.000321017353144105 | 0.999839491323428 |
59 | 0.000292807428915548 | 0.000585614857831096 | 0.999707192571084 |
60 | 0.000461361138729394 | 0.000922722277458789 | 0.99953863886127 |
61 | 0.000710567602179667 | 0.00142113520435933 | 0.99928943239782 |
62 | 0.00127492310847008 | 0.00254984621694016 | 0.99872507689153 |
63 | 0.00343174097789383 | 0.00686348195578766 | 0.996568259022106 |
64 | 0.00749780807613537 | 0.0149956161522707 | 0.992502191923865 |
65 | 0.0190895588344309 | 0.0381791176688618 | 0.98091044116557 |
66 | 0.0411079412543425 | 0.0822158825086851 | 0.958892058745657 |
67 | 0.0980596537271647 | 0.196119307454329 | 0.901940346272835 |
68 | 0.187176782201774 | 0.374353564403547 | 0.812823217798226 |
69 | 0.281211711174692 | 0.562423422349383 | 0.718788288825308 |
70 | 0.418030740748856 | 0.836061481497712 | 0.581969259251144 |
71 | 0.50994397596383 | 0.98011204807234 | 0.49005602403617 |
72 | 0.575270250392859 | 0.849459499214282 | 0.424729749607141 |
73 | 0.644405875661348 | 0.711188248677303 | 0.355594124338652 |
74 | 0.720010788421061 | 0.559978423157877 | 0.279989211578939 |
75 | 0.80598172011691 | 0.388036559766179 | 0.194018279883090 |
76 | 0.869902627737465 | 0.260194744525071 | 0.130097372262536 |
77 | 0.929865090156728 | 0.140269819686545 | 0.0701349098432724 |
78 | 0.96403670978326 | 0.0719265804334813 | 0.0359632902167407 |
79 | 0.98757645637181 | 0.0248470872563818 | 0.0124235436281909 |
80 | 0.995889538460829 | 0.0082209230783427 | 0.00411046153917135 |
81 | 0.998349374345014 | 0.0033012513099713 | 0.00165062565498565 |
82 | 0.999445597137657 | 0.00110880572468622 | 0.000554402862343108 |
83 | 0.999692530656994 | 0.000614938686012257 | 0.000307469343006128 |
84 | 0.999810562798759 | 0.000378874402482730 | 0.000189437201241365 |
85 | 0.999887329394138 | 0.000225341211724595 | 0.000112670605862298 |
86 | 0.999936781605185 | 0.000126436789630417 | 6.32183948152086e-05 |
87 | 0.99997243181802 | 5.5136363959663e-05 | 2.75681819798315e-05 |
88 | 0.999988755343707 | 2.24893125855719e-05 | 1.12446562927860e-05 |
89 | 0.999996909914043 | 6.18017191362804e-06 | 3.09008595681402e-06 |
90 | 0.999999161963821 | 1.67607235733604e-06 | 8.38036178668018e-07 |
91 | 0.999999889357469 | 2.2128506214475e-07 | 1.10642531072375e-07 |
92 | 0.999999979481367 | 4.10372654921301e-08 | 2.05186327460650e-08 |
93 | 0.99999999426209 | 1.14758199665729e-08 | 5.73790998328647e-09 |
94 | 0.999999998514074 | 2.97185207871158e-09 | 1.48592603935579e-09 |
95 | 0.999999999157734 | 1.68453114063649e-09 | 8.42265570318245e-10 |
96 | 0.999999999545648 | 9.0870356013451e-10 | 4.54351780067255e-10 |
97 | 0.999999999722102 | 5.5579572952378e-10 | 2.7789786476189e-10 |
98 | 0.999999999828387 | 3.43225717390886e-10 | 1.71612858695443e-10 |
99 | 0.99999999991607 | 1.67859663150071e-10 | 8.39298315750354e-11 |
100 | 0.999999999961542 | 7.69157415877485e-11 | 3.84578707938743e-11 |
101 | 0.999999999987456 | 2.50887101722607e-11 | 1.25443550861303e-11 |
102 | 0.999999999995807 | 8.38597348926953e-12 | 4.19298674463476e-12 |
103 | 0.999999999999219 | 1.56259234175529e-12 | 7.81296170877646e-13 |
104 | 0.999999999999786 | 4.28172553011047e-13 | 2.14086276505523e-13 |
105 | 0.999999999999902 | 1.96362715752326e-13 | 9.81813578761628e-14 |
106 | 0.999999999999956 | 8.82731436529324e-14 | 4.41365718264662e-14 |
107 | 0.99999999999996 | 7.84968712351294e-14 | 3.92484356175647e-14 |
108 | 0.999999999999966 | 6.73594412514236e-14 | 3.36797206257118e-14 |
109 | 0.999999999999969 | 6.26598566550139e-14 | 3.13299283275069e-14 |
110 | 0.99999999999997 | 5.94897996395912e-14 | 2.97448998197956e-14 |
111 | 0.999999999999976 | 4.87810247705029e-14 | 2.43905123852515e-14 |
112 | 0.99999999999998 | 3.81094098942734e-14 | 1.90547049471367e-14 |
113 | 0.99999999999999 | 2.07295489820152e-14 | 1.03647744910076e-14 |
114 | 0.999999999999994 | 1.26735023821233e-14 | 6.33675119106165e-15 |
115 | 0.999999999999998 | 4.57684253707696e-15 | 2.28842126853848e-15 |
116 | 0.999999999999999 | 2.28283452730963e-15 | 1.14141726365481e-15 |
117 | 1 | 9.44421835371906e-16 | 4.72210917685953e-16 |
118 | 1 | 7.5818754585775e-17 | 3.79093772928875e-17 |
119 | 1 | 4.21903331103693e-17 | 2.10951665551847e-17 |
120 | 1 | 2.60107036234920e-17 | 1.30053518117460e-17 |
121 | 1 | 2.24114128024205e-17 | 1.12057064012102e-17 |
122 | 1 | 2.57834784992093e-17 | 1.28917392496046e-17 |
123 | 1 | 2.92862486931293e-17 | 1.46431243465647e-17 |
124 | 1 | 3.15373070358713e-17 | 1.57686535179356e-17 |
125 | 1 | 2.34237913642465e-17 | 1.17118956821232e-17 |
126 | 1 | 1.72135211829359e-17 | 8.60676059146797e-18 |
127 | 1 | 6.75753674617683e-18 | 3.37876837308842e-18 |
128 | 1 | 4.27283169397646e-18 | 2.13641584698823e-18 |
129 | 1 | 4.03117147726333e-18 | 2.01558573863166e-18 |
130 | 1 | 2.57543154143832e-18 | 1.28771577071916e-18 |
131 | 1 | 2.89112799686352e-18 | 1.44556399843176e-18 |
132 | 1 | 3.70712059591882e-18 | 1.85356029795941e-18 |
133 | 1 | 5.18190395164651e-18 | 2.59095197582325e-18 |
134 | 1 | 7.64286114881737e-18 | 3.82143057440868e-18 |
135 | 1 | 6.144454274264e-18 | 3.072227137132e-18 |
136 | 1 | 1.63324146065666e-18 | 8.16620730328328e-19 |
137 | 1 | 1.34088724536137e-19 | 6.70443622680684e-20 |
138 | 1 | 3.73910958902753e-20 | 1.86955479451377e-20 |
139 | 1 | 5.11016310620414e-21 | 2.55508155310207e-21 |
140 | 1 | 1.06691697592779e-21 | 5.33458487963894e-22 |
141 | 1 | 3.95641087602883e-22 | 1.97820543801442e-22 |
142 | 1 | 1.92976726944899e-22 | 9.64883634724495e-23 |
143 | 1 | 2.36001247816449e-22 | 1.18000623908224e-22 |
144 | 1 | 2.54966017883844e-22 | 1.27483008941922e-22 |
145 | 1 | 3.08736577087350e-22 | 1.54368288543675e-22 |
146 | 1 | 7.17873863939009e-22 | 3.58936931969504e-22 |
147 | 1 | 1.19472137887644e-21 | 5.9736068943822e-22 |
148 | 1 | 2.15004398450156e-21 | 1.07502199225078e-21 |
149 | 1 | 1.89313141783834e-21 | 9.4656570891917e-22 |
150 | 1 | 1.54419111368887e-21 | 7.72095556844434e-22 |
151 | 1 | 7.63015120313474e-22 | 3.81507560156737e-22 |
152 | 1 | 4.26500346329042e-22 | 2.13250173164521e-22 |
153 | 1 | 3.98672550070163e-22 | 1.99336275035082e-22 |
154 | 1 | 4.03178846448772e-22 | 2.01589423224386e-22 |
155 | 1 | 7.78843257001203e-22 | 3.89421628500601e-22 |
156 | 1 | 1.31569153644654e-21 | 6.5784576822327e-22 |
157 | 1 | 3.54226728049919e-21 | 1.77113364024960e-21 |
158 | 1 | 9.85599898197102e-21 | 4.92799949098551e-21 |
159 | 1 | 1.79390441386845e-20 | 8.96952206934227e-21 |
160 | 1 | 4.43171983218070e-20 | 2.21585991609035e-20 |
161 | 1 | 9.6427091673225e-20 | 4.82135458366125e-20 |
162 | 1 | 1.55651315334590e-19 | 7.78256576672951e-20 |
163 | 1 | 2.21049683603561e-19 | 1.10524841801780e-19 |
164 | 1 | 3.54572894126223e-19 | 1.77286447063112e-19 |
165 | 1 | 8.80296453935652e-19 | 4.40148226967826e-19 |
166 | 1 | 1.93616282990814e-18 | 9.68081414954072e-19 |
167 | 1 | 5.45171275810191e-18 | 2.72585637905095e-18 |
168 | 1 | 1.41441020557406e-17 | 7.07205102787032e-18 |
169 | 1 | 4.45145574715206e-17 | 2.22572787357603e-17 |
170 | 1 | 1.36386312431791e-16 | 6.81931562158954e-17 |
171 | 1 | 3.69873483593704e-16 | 1.84936741796852e-16 |
172 | 1 | 7.61199039834046e-16 | 3.80599519917023e-16 |
173 | 1 | 2.09581140126466e-15 | 1.04790570063233e-15 |
174 | 0.999999999999997 | 5.38459849970345e-15 | 2.69229924985172e-15 |
175 | 0.999999999999993 | 1.38428280092745e-14 | 6.92141400463725e-15 |
176 | 0.999999999999981 | 3.74937340031501e-14 | 1.87468670015751e-14 |
177 | 0.999999999999947 | 1.05655575083673e-13 | 5.28277875418366e-14 |
178 | 0.99999999999985 | 3.00844544881431e-13 | 1.50422272440716e-13 |
179 | 0.999999999999545 | 9.10592424274355e-13 | 4.55296212137178e-13 |
180 | 0.999999999998675 | 2.64976267581226e-12 | 1.32488133790613e-12 |
181 | 0.999999999996586 | 6.82905494067854e-12 | 3.41452747033927e-12 |
182 | 0.999999999990852 | 1.82960237806815e-11 | 9.14801189034077e-12 |
183 | 0.999999999981173 | 3.76533815510015e-11 | 1.88266907755008e-11 |
184 | 0.999999999978785 | 4.24309506734159e-11 | 2.12154753367080e-11 |
185 | 0.999999999949373 | 1.01254525263783e-10 | 5.06272626318914e-11 |
186 | 0.999999999866428 | 2.6714326299691e-10 | 1.33571631498455e-10 |
187 | 0.999999999733771 | 5.32457471815593e-10 | 2.66228735907797e-10 |
188 | 0.999999999425394 | 1.14921183862153e-09 | 5.74605919310764e-10 |
189 | 0.999999998808976 | 2.38204789478233e-09 | 1.19102394739116e-09 |
190 | 0.999999997191489 | 5.61702261838872e-09 | 2.80851130919436e-09 |
191 | 0.999999993884489 | 1.22310225349903e-08 | 6.11551126749515e-09 |
192 | 0.999999985347662 | 2.93046750211755e-08 | 1.46523375105877e-08 |
193 | 0.999999969237235 | 6.15255294710315e-08 | 3.07627647355157e-08 |
194 | 0.999999952547397 | 9.49052052057412e-08 | 4.74526026028706e-08 |
195 | 0.99999994166688 | 1.16666239722422e-07 | 5.83331198612109e-08 |
196 | 0.999999978507784 | 4.29844317722311e-08 | 2.14922158861156e-08 |
197 | 0.999999979071799 | 4.18564024557402e-08 | 2.09282012278701e-08 |
198 | 0.99999998351607 | 3.29678605574747e-08 | 1.64839302787374e-08 |
199 | 0.99999995639859 | 8.72028211377498e-08 | 4.36014105688749e-08 |
200 | 0.999999851204566 | 2.97590868011705e-07 | 1.48795434005853e-07 |
201 | 0.999999504216266 | 9.915674670502e-07 | 4.957837335251e-07 |
202 | 0.999998180778443 | 3.63844311385725e-06 | 1.81922155692862e-06 |
203 | 0.999992881481713 | 1.42370365746042e-05 | 7.11851828730211e-06 |
204 | 0.9999715956892 | 5.68086216012786e-05 | 2.84043108006393e-05 |
205 | 0.999888015829637 | 0.000223968340726902 | 0.000111984170363451 |
206 | 0.999608998465993 | 0.000782003068013335 | 0.000391001534006667 |
207 | 0.998936581043957 | 0.00212683791208633 | 0.00106341895604316 |
208 | 0.999669535124918 | 0.000660929750163611 | 0.000330464875081805 |
209 | 0.998798545934867 | 0.00240290813026604 | 0.00120145406513302 |
210 | 0.996353602108376 | 0.00729279578324845 | 0.00364639789162423 |
211 | 0.986025957502948 | 0.0279480849941042 | 0.0139740424970521 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 180 | 0.913705583756345 | NOK |
5% type I error level | 184 | 0.934010152284264 | NOK |
10% type I error level | 186 | 0.944162436548223 | NOK |