Multiple Linear Regression - Estimated Regression Equation |
Yt[t] = + 851085.154504585 + 1269792.92126766`9/11`[t] + 17930.0832890866t -12135.7876863077`9/11_t`[t] -52753.3498852885M1[t] -140451.270586123M2[t] + 315252.650818305M3[t] + 445525.203801679M4[t] + 798067.493627159M5[t] + 787609.836084218M6[t] + 1224701.17854128M7[t] + 1195501.57362992M8[t] + 904434.402299098M9[t] + 815865.154634384M10[t] + 111160.300557044M11[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) | 851085.154504585 | 53524.177424 | 15.9009 | 0 | 0 |
`9/11` | 1269792.92126766 | 101008.292106 | 12.5712 | 0 | 0 |
t | 17930.0832890866 | 503.479514 | 35.6123 | 0 | 0 |
`9/11_t` | -12135.7876863077 | 741.901567 | -16.3577 | 0 | 0 |
M1 | -52753.3498852885 | 59686.709668 | -0.8838 | 0.37779 | 0.188895 |
M2 | -140451.270586123 | 59683.39819 | -2.3533 | 0.019529 | 0.009764 |
M3 | 315252.650818305 | 59682.385521 | 5.2822 | 0 | 0 |
M4 | 445525.203801679 | 59683.671778 | 7.4648 | 0 | 0 |
M5 | 798067.493627159 | 59687.256812 | 13.3708 | 0 | 0 |
M6 | 787609.836084218 | 59693.140208 | 13.1943 | 0 | 0 |
M7 | 1224701.17854128 | 59701.321287 | 20.5138 | 0 | 0 |
M8 | 1195501.57362992 | 59711.799105 | 20.0212 | 0 | 0 |
M9 | 904434.402299098 | 59681.676259 | 15.1543 | 0 | 0 |
M10 | 815865.154634384 | 59683.806933 | 13.6698 | 0 | 0 |
M11 | 111160.300557044 | 60470.356166 | 1.8383 | 0.06743 | 0.033715 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.981432822579366 |
R-squared | 0.963210385236102 |
Adjusted R-squared | 0.960769368142762 |
F-TEST (value) | 394.593871490865 |
F-TEST (DF numerator) | 14 |
F-TEST (DF denominator) | 211 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 181407.645579339 |
Sum Squared Residuals | 6943742847548.87 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1149822 | 816261.8879084 | 333560.112091599 |
2 | 1086979 | 746494.050496626 | 340484.949503374 |
3 | 1276674 | 1220128.05519015 | 56545.9448098508 |
4 | 1522522 | 1368330.69146261 | 154191.308537389 |
5 | 1742117 | 1738803.06457718 | 3313.93542282109 |
6 | 1737275 | 1746275.49032332 | -9000.49032332417 |
7 | 1979900 | 2201296.91606947 | -221396.916069471 |
8 | 2061036 | 2190027.39444719 | -128991.394447193 |
9 | 1867943 | 1916890.30640546 | -48947.3064054626 |
10 | 1707752 | 1846251.14202983 | -138499.142029834 |
11 | 1298756 | 1159476.37124158 | 139279.628758419 |
12 | 1281814 | 1066246.15397362 | 215567.846026375 |
13 | 1281151 | 1031422.88737742 | 249728.112622576 |
14 | 1164976 | 961655.049965678 | 203320.950034322 |
15 | 1454329 | 1435289.05465919 | 19039.9453408111 |
16 | 1645288 | 1583491.69093165 | 61796.3090683493 |
17 | 1817743 | 1953964.06404622 | -136221.064046218 |
18 | 1895785 | 1961436.48979236 | -65651.4897923634 |
19 | 2236311 | 2416457.91553851 | -180146.915538509 |
20 | 2295951 | 2405188.39391623 | -109237.393916234 |
21 | 2087315 | 2132051.30587450 | -44736.3058745028 |
22 | 1980891 | 2061412.14149888 | -80521.1414988753 |
23 | 1465446 | 1374637.37071062 | 90808.6292893783 |
24 | 1445026 | 1281407.15344266 | 163618.846557336 |
25 | 1488120 | 1246583.88684646 | 241536.113153537 |
26 | 1338333 | 1176816.04943472 | 161516.950565285 |
27 | 1715789 | 1650450.05412823 | 65338.9458717712 |
28 | 1806090 | 1798652.69040069 | 7437.30959930965 |
29 | 2083316 | 2169125.06351526 | -85809.063515257 |
30 | 2092278 | 2176597.48926140 | -84319.4892614029 |
31 | 2430800 | 2631618.91500755 | -200818.915007549 |
32 | 2424894 | 2620349.39338527 | -195455.393385274 |
33 | 2299016 | 2347212.30534354 | -48196.3053435425 |
34 | 2130688 | 2276573.14096791 | -145885.140967915 |
35 | 1652221 | 1589798.37017966 | 62422.6298203386 |
36 | 1608162 | 1496568.15291170 | 111593.847088296 |
37 | 1647074 | 1461744.88631550 | 185329.113684498 |
38 | 1479691 | 1391977.04890375 | 87713.951096245 |
39 | 1884978 | 1865611.05359727 | 19366.9464027316 |
40 | 2007898 | 2013813.68986973 | -5915.68986973007 |
41 | 2208954 | 2384286.0629843 | -175332.062984297 |
42 | 2217164 | 2391758.48873044 | -174594.488730443 |
43 | 2534291 | 2846779.91447659 | -312488.914476588 |
44 | 2560312 | 2835510.39285431 | -275198.392854313 |
45 | 2429069 | 2562373.30481258 | -133304.304812582 |
46 | 2315077 | 2491734.14043695 | -176657.140436955 |
47 | 1799608 | 1804959.3696487 | -5351.3696487012 |
48 | 1772590 | 1711729.15238074 | 60860.8476192564 |
49 | 1744799 | 1676905.88578454 | 67893.1142154581 |
50 | 1659093 | 1607138.04837279 | 51954.9516272056 |
51 | 2099821 | 2080772.05306631 | 19048.9469336920 |
52 | 2135736 | 2228974.68933877 | -93238.6893387697 |
53 | 2427894 | 2599447.06245334 | -171553.062453337 |
54 | 2468882 | 2606919.48819948 | -138037.488199482 |
55 | 2703217 | 3061940.91394563 | -358723.913945628 |
56 | 2766841 | 3050671.39232335 | -283830.392323352 |
57 | 2655236 | 2777534.30428162 | -122298.304281622 |
58 | 2550373 | 2706895.13990599 | -156522.139905994 |
59 | 2052097 | 2020120.36911774 | 31976.6308822592 |
60 | 1998055 | 1926890.15184978 | 71164.8481502167 |
61 | 1920748 | 1892066.88525358 | 28681.1147464185 |
62 | 1876694 | 1822299.04784183 | 54394.9521581658 |
63 | 2380930 | 2295933.05253535 | 84996.9474646523 |
64 | 2467402 | 2444135.68880781 | 23266.3111921906 |
65 | 2770771 | 2814608.06192238 | -43837.061922376 |
66 | 2781340 | 2822080.48766852 | -40740.4876685219 |
67 | 3143926 | 3277101.91341467 | -133175.913414667 |
68 | 3172235 | 3265832.39179239 | -93597.3917923924 |
69 | 2952540 | 2992695.30375066 | -40155.3037506614 |
70 | 2920877 | 2922056.13937503 | -1179.13937503405 |
71 | 2384552 | 2235281.36858678 | 149270.631413220 |
72 | 2248987 | 2142051.15131882 | 106935.848681177 |
73 | 2208616 | 2107227.88472262 | 101388.115277379 |
74 | 2178756 | 2037460.04731087 | 141295.952689126 |
75 | 2632870 | 2511094.05200439 | 121775.947995613 |
76 | 2706905 | 2659296.68827685 | 47608.311723151 |
77 | 3029745 | 3029769.06139142 | -24.0613914158566 |
78 | 3015402 | 3037241.48713756 | -21839.4871375617 |
79 | 3391414 | 3492262.91288371 | -100848.912883707 |
80 | 3507805 | 3480993.39126143 | 26811.6087385679 |
81 | 3177852 | 3207856.3032197 | -30004.3032197012 |
82 | 3142961 | 3137217.13884407 | 5743.86115592631 |
83 | 2545815 | 2450442.36805582 | 95372.63194418 |
84 | 2414007 | 2357212.15078786 | 56794.8492121372 |
85 | 2372578 | 2322388.88419166 | 50189.1158083391 |
86 | 2332664 | 2252621.04677991 | 80042.9532200866 |
87 | 2825328 | 2726255.05147343 | 99072.948526573 |
88 | 2901478 | 2874457.68774589 | 27020.3122541113 |
89 | 3263955 | 3244930.06086046 | 19024.9391395444 |
90 | 3226738 | 3252402.4866066 | -25664.4866066013 |
91 | 3610786 | 3707423.91235275 | -96637.9123527469 |
92 | 3709274 | 3696154.39073047 | 13119.6092695282 |
93 | 3467185 | 3423017.30268874 | 44167.6973112593 |
94 | 3449646 | 3352378.13831311 | 97267.8616868867 |
95 | 2802951 | 2665603.36752486 | 137347.632475141 |
96 | 2462530 | 2572373.1502569 | -109843.150256902 |
97 | 2490645 | 2537549.8836607 | -46904.8836607006 |
98 | 2561520 | 2467782.04624895 | 93737.953751047 |
99 | 3067554 | 2941416.05094247 | 126137.949057533 |
100 | 3226951 | 3089618.68721493 | 137332.312785072 |
101 | 3546493 | 3460091.06032949 | 86401.939670505 |
102 | 3492787 | 3467563.48607564 | 25223.5139243592 |
103 | 3952263 | 3922584.91182179 | 29678.0881782135 |
104 | 3932072 | 3911315.39019951 | 20756.6098004885 |
105 | 3720284 | 3638178.30215778 | 82105.6978422197 |
106 | 3651555 | 3567539.13778215 | 84015.8622178469 |
107 | 2914972 | 2880764.3669939 | 34207.6330061006 |
108 | 2713514 | 2787534.14972594 | -74020.149725942 |
109 | 2703997 | 2752710.88312974 | -48713.8831297401 |
110 | 2591373 | 2682943.04571799 | -91570.0457179927 |
111 | 3163748 | 3156577.05041151 | 7170.9495884936 |
112 | 3355137 | 3304779.68668397 | 50357.313316032 |
113 | 3613702 | 3675252.05979853 | -61550.0597985347 |
114 | 3686773 | 3682724.48554468 | 4048.51445531931 |
115 | 4098716 | 4137745.91129083 | -39029.9112908264 |
116 | 4063517 | 4126476.38966855 | -62959.3896685509 |
117 | 3551489 | 3703245.06359648 | -151756.063596479 |
118 | 3226663 | 3620470.11153454 | -393807.111534544 |
119 | 2656842 | 2921559.55305998 | -264717.553059982 |
120 | 2597484 | 2816193.54810572 | -218709.548105718 |
121 | 2572399 | 2769234.49382321 | -196835.493823208 |
122 | 2596631 | 2687330.86872515 | -90699.8687251525 |
123 | 3165225 | 3148829.08573236 | 16395.9142676415 |
124 | 3303145 | 3284895.93431851 | 18249.0656814877 |
125 | 3698247 | 3643232.51974677 | 55014.4802532287 |
126 | 3668631 | 3638569.15780661 | 30061.8421933905 |
127 | 4130433 | 4081454.79586645 | 48978.2041335522 |
128 | 4131400 | 4058049.48655786 | 73350.5134421357 |
129 | 3864358 | 3772776.61082983 | 91581.3891701742 |
130 | 3721110 | 3690001.65876789 | 31108.3412321093 |
131 | 2892532 | 2991091.10029333 | -98559.1002933295 |
132 | 2843451 | 2885725.09533906 | -42274.0953390645 |
133 | 2747502 | 2838766.04105655 | -91264.0410565549 |
134 | 2668775 | 2756862.4159585 | -88087.4159584995 |
135 | 3018602 | 3218360.63296571 | -199758.632965706 |
136 | 3013392 | 3354427.48155186 | -341035.481551859 |
137 | 3393657 | 3712764.06698012 | -319107.066980118 |
138 | 3544233 | 3708100.70503996 | -163867.705039957 |
139 | 4075832 | 4150986.34309979 | -75154.3430997945 |
140 | 4032923 | 4127581.03379121 | -94658.0337912118 |
141 | 3734509 | 3842308.15806317 | -107799.158063173 |
142 | 3761285 | 3759533.20600124 | 1751.79399876225 |
143 | 2970090 | 3060622.64752668 | -90532.6475266765 |
144 | 2847849 | 2955256.64257241 | -107407.642572411 |
145 | 2741680 | 2908297.5882899 | -166617.588289902 |
146 | 2830639 | 2826393.96319185 | 4245.03680815336 |
147 | 3257673 | 3287892.18019905 | -30219.1801990526 |
148 | 3480085 | 3423959.02878521 | 56125.9712147934 |
149 | 3843271 | 3782295.61421347 | 60975.3857865343 |
150 | 3796961 | 3777632.2522733 | 19328.7477266964 |
151 | 4337767 | 4220517.89033314 | 117249.109666859 |
152 | 4243630 | 4197112.58102456 | 46517.4189754411 |
153 | 3927202 | 3911839.70529652 | 15362.2947034800 |
154 | 3915296 | 3829064.75323458 | 86231.2467654155 |
155 | 3087396 | 3130154.19476002 | -42758.1947600235 |
156 | 2963792 | 3024788.18980576 | -60996.1898057584 |
157 | 2955792 | 2977829.13552325 | -22037.1355232488 |
158 | 2829925 | 2895925.51042519 | -66000.5104251937 |
159 | 3281195 | 3357423.7274324 | -76228.7274323997 |
160 | 3548011 | 3493490.57601855 | 54520.4239814465 |
161 | 4059648 | 3851827.16144681 | 207820.838553187 |
162 | 3941175 | 3847163.79950665 | 94011.2004933491 |
163 | 4528594 | 4290049.43756649 | 238544.562433511 |
164 | 4433151 | 4266644.12825791 | 166506.871742094 |
165 | 4145737 | 3981371.25252987 | 164365.747470133 |
166 | 4077132 | 3898596.30046793 | 178535.699532068 |
167 | 3198519 | 3199685.74199337 | -1166.74199337055 |
168 | 3078660 | 3094319.73703911 | -15659.7370391055 |
169 | 3028202 | 3047360.68275660 | -19158.6827565959 |
170 | 2858642 | 2965457.05765854 | -106815.057658541 |
171 | 3398954 | 3426955.27466575 | -28001.2746657467 |
172 | 3808883 | 3563022.1232519 | 245860.876748099 |
173 | 4175961 | 3921358.70868016 | 254602.291319841 |
174 | 4227542 | 3916695.34674 | 310846.653260002 |
175 | 4744616 | 4359580.98479984 | 385035.015200164 |
176 | 4608012 | 4336175.67549125 | 271836.324508747 |
177 | 4295049 | 4050902.79976321 | 244146.200236786 |
178 | 4201144 | 3968127.84770128 | 233016.152298721 |
179 | 3353276 | 3269217.28922672 | 84058.7107732822 |
180 | 3286851 | 3163851.28427245 | 122999.715727548 |
181 | 3169889 | 3116892.22998994 | 52996.770010057 |
182 | 3051720 | 3034988.60489189 | 16731.3951081122 |
183 | 3695426 | 3496486.82189909 | 198939.178100906 |
184 | 3905501 | 3632553.67048525 | 272947.329514752 |
185 | 4296458 | 3990890.25591351 | 305567.744086493 |
186 | 4246247 | 3986226.89397334 | 260020.106026655 |
187 | 4921849 | 4429112.53203318 | 492736.467966817 |
188 | 4821446 | 4405707.2227246 | 415738.7772754 |
189 | 4425064 | 4120434.34699656 | 304629.653003439 |
190 | 4379099 | 4037659.39493463 | 341439.605065374 |
191 | 3472889 | 3338748.83646006 | 134140.163539935 |
192 | 3359160 | 3233382.8315058 | 125777.168494201 |
193 | 3200944 | 3186423.77722329 | 14520.2227767100 |
194 | 3153170 | 3104520.15212523 | 48649.8478747652 |
195 | 3741498 | 3566018.36913244 | 175479.630867559 |
196 | 3918719 | 3702085.21771859 | 216633.782281405 |
197 | 4403449 | 4060421.80314685 | 343027.196853146 |
198 | 4400407 | 4055758.44120669 | 344648.558793308 |
199 | 4847473 | 4498644.07926653 | 348828.92073347 |
200 | 4716136 | 4475238.76995795 | 240897.230042053 |
201 | 4297440 | 4189965.89422991 | 107474.105770092 |
202 | 4272253 | 4107190.94216797 | 165062.057832027 |
203 | 3271834 | 3408280.38369341 | -136446.383693411 |
204 | 3168388 | 3302914.37873915 | -134526.378739147 |
205 | 2911748 | 3255955.32445664 | -344207.324456637 |
206 | 2720999 | 3174051.69935858 | -453052.699358582 |
207 | 3199918 | 3635549.91636579 | -435631.916365788 |
208 | 3672623 | 3771616.76495194 | -98993.7649519414 |
209 | 3892013 | 4129953.3503802 | -237940.350380200 |
210 | 3850845 | 4125289.98844004 | -274444.988440038 |
211 | 4532467 | 4568175.62649988 | -35708.6264998764 |
212 | 4484739 | 4544770.31719129 | -60031.3171912936 |
213 | 4014972 | 4259497.44146325 | -244525.441463255 |
214 | 3983758 | 4176722.48940132 | -192964.489401320 |
215 | 3158459 | 3477811.93092676 | -319352.930926759 |
216 | 3100569 | 3372445.92597249 | -271876.925972493 |
217 | 2935404 | 3325486.87168998 | -390082.871689984 |
218 | 2855719 | 3243583.24659193 | -387864.246591928 |
219 | 3465611 | 3705081.46359913 | -239470.463599135 |
220 | 3006985 | 3841148.31218529 | -834163.312185289 |
221 | 4095110 | 4199484.89761355 | -104374.897613548 |
222 | 4104793 | 4194821.53567339 | -90028.5356733855 |
223 | 4730788 | 4637707.17373322 | 93080.8262667766 |
224 | 4642726 | 4614301.86442464 | 28424.1355753594 |
225 | 4246919 | 4329028.9886966 | -82109.9886966021 |
226 | 4308117 | 4246254.03663467 | 61862.9633653331 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
18 | 0.0122354432408082 | 0.0244708864816165 | 0.987764556759192 |
19 | 0.0146018275626955 | 0.0292036551253910 | 0.985398172437304 |
20 | 0.00702121328060735 | 0.0140424265612147 | 0.992978786719393 |
21 | 0.0025732221047679 | 0.0051464442095358 | 0.997426777895232 |
22 | 0.00167560693402365 | 0.00335121386804731 | 0.998324393065976 |
23 | 0.000478949747036666 | 0.000957899494073333 | 0.999521050252963 |
24 | 0.000133075263899154 | 0.000266150527798308 | 0.9998669247361 |
25 | 3.78976755697904e-05 | 7.57953511395807e-05 | 0.99996210232443 |
26 | 1.30367673116642e-05 | 2.60735346233283e-05 | 0.999986963232688 |
27 | 1.00845442344891e-05 | 2.01690884689783e-05 | 0.999989915455765 |
28 | 3.29626021688009e-06 | 6.59252043376018e-06 | 0.999996703739783 |
29 | 1.04569341416315e-06 | 2.09138682832631e-06 | 0.999998954306586 |
30 | 2.64087323432895e-07 | 5.28174646865791e-07 | 0.999999735912677 |
31 | 1.01618992792257e-07 | 2.03237985584515e-07 | 0.999999898381007 |
32 | 2.76997288697144e-08 | 5.53994577394287e-08 | 0.99999997230027 |
33 | 9.70075522821916e-09 | 1.94015104564383e-08 | 0.999999990299245 |
34 | 2.37595593097028e-09 | 4.75191186194057e-09 | 0.999999997624044 |
35 | 5.58575303035896e-10 | 1.11715060607179e-09 | 0.999999999441425 |
36 | 1.53669526402525e-10 | 3.07339052805049e-10 | 0.99999999984633 |
37 | 4.40128233857026e-11 | 8.80256467714051e-11 | 0.999999999955987 |
38 | 3.22811810582960e-11 | 6.45623621165921e-11 | 0.999999999967719 |
39 | 1.17060788176721e-11 | 2.34121576353442e-11 | 0.999999999988294 |
40 | 2.69404074882562e-12 | 5.38808149765123e-12 | 0.999999999997306 |
41 | 7.14080940462448e-13 | 1.42816188092490e-12 | 0.999999999999286 |
42 | 2.42305714623048e-13 | 4.84611429246095e-13 | 0.999999999999758 |
43 | 7.9722274520021e-14 | 1.59444549040042e-13 | 0.99999999999992 |
44 | 3.35724194015635e-14 | 6.7144838803127e-14 | 0.999999999999966 |
45 | 7.46287852060801e-15 | 1.49257570412160e-14 | 0.999999999999993 |
46 | 2.07155693867398e-15 | 4.14311387734796e-15 | 0.999999999999998 |
47 | 4.776713732852e-16 | 9.553427465704e-16 | 1 |
48 | 1.12240157060166e-16 | 2.24480314120331e-16 | 1 |
49 | 1.07140039870849e-16 | 2.14280079741698e-16 | 1 |
50 | 3.17136418486792e-17 | 6.34272836973584e-17 | 1 |
51 | 4.70535483396168e-17 | 9.41070966792336e-17 | 1 |
52 | 1.42936159091933e-17 | 2.85872318183867e-17 | 1 |
53 | 4.57013867308219e-18 | 9.14027734616439e-18 | 1 |
54 | 1.95605589310648e-18 | 3.91211178621295e-18 | 1 |
55 | 8.92617700819325e-19 | 1.78523540163865e-18 | 1 |
56 | 3.05258966150060e-19 | 6.10517932300119e-19 | 1 |
57 | 1.39944514369905e-19 | 2.79889028739810e-19 | 1 |
58 | 1.72464097794075e-19 | 3.44928195588149e-19 | 1 |
59 | 8.40808303232644e-20 | 1.68161660646529e-19 | 1 |
60 | 2.37348581048276e-20 | 4.74697162096552e-20 | 1 |
61 | 1.60824509322563e-20 | 3.21649018645125e-20 | 1 |
62 | 3.78243175135656e-21 | 7.56486350271313e-21 | 1 |
63 | 2.12533631081681e-19 | 4.25067262163362e-19 | 1 |
64 | 3.80346951377141e-19 | 7.60693902754282e-19 | 1 |
65 | 8.56304048513556e-18 | 1.71260809702711e-17 | 1 |
66 | 4.23808072281062e-17 | 8.47616144562125e-17 | 1 |
67 | 2.00442969784723e-15 | 4.00885939569446e-15 | 0.999999999999998 |
68 | 1.78616379756754e-14 | 3.57232759513508e-14 | 0.999999999999982 |
69 | 1.8965841185248e-14 | 3.7931682370496e-14 | 0.99999999999998 |
70 | 1.78188084897448e-13 | 3.56376169794897e-13 | 0.999999999999822 |
71 | 2.94484472716513e-13 | 5.88968945433026e-13 | 0.999999999999706 |
72 | 1.26748504590027e-13 | 2.53497009180054e-13 | 0.999999999999873 |
73 | 5.3230453131443e-14 | 1.06460906262886e-13 | 0.999999999999947 |
74 | 2.85210546919010e-14 | 5.70421093838021e-14 | 0.999999999999971 |
75 | 4.27336770328254e-14 | 8.54673540656509e-14 | 0.999999999999957 |
76 | 2.43189248751815e-14 | 4.8637849750363e-14 | 0.999999999999976 |
77 | 4.36949362829882e-14 | 8.73898725659765e-14 | 0.999999999999956 |
78 | 3.70946047655363e-14 | 7.41892095310726e-14 | 0.999999999999963 |
79 | 1.33393701045964e-13 | 2.66787402091928e-13 | 0.999999999999867 |
80 | 1.42229965515658e-12 | 2.84459931031316e-12 | 0.999999999998578 |
81 | 8.42132319830315e-13 | 1.68426463966063e-12 | 0.999999999999158 |
82 | 1.13361587130153e-12 | 2.26723174260306e-12 | 0.999999999998866 |
83 | 5.14545762706219e-13 | 1.02909152541244e-12 | 0.999999999999486 |
84 | 2.40445884284262e-13 | 4.80891768568524e-13 | 0.99999999999976 |
85 | 1.7262352601033e-13 | 3.4524705202066e-13 | 0.999999999999827 |
86 | 8.47076333903476e-14 | 1.69415266780695e-13 | 0.999999999999915 |
87 | 4.79401727094107e-14 | 9.58803454188215e-14 | 0.999999999999952 |
88 | 2.00763780660202e-14 | 4.01527561320404e-14 | 0.99999999999998 |
89 | 2.02296133366938e-14 | 4.04592266733876e-14 | 0.99999999999998 |
90 | 1.15141820603907e-14 | 2.30283641207814e-14 | 0.999999999999988 |
91 | 2.19225749858056e-14 | 4.38451499716112e-14 | 0.999999999999978 |
92 | 5.32896083186703e-14 | 1.06579216637341e-13 | 0.999999999999947 |
93 | 4.72273317372378e-14 | 9.44546634744756e-14 | 0.999999999999953 |
94 | 1.30452181753200e-13 | 2.60904363506399e-13 | 0.99999999999987 |
95 | 6.65209468115588e-14 | 1.33041893623118e-13 | 0.999999999999933 |
96 | 2.95898334328051e-13 | 5.91796668656101e-13 | 0.999999999999704 |
97 | 6.71889600726389e-13 | 1.34377920145278e-12 | 0.999999999999328 |
98 | 3.33121389980283e-13 | 6.66242779960566e-13 | 0.999999999999667 |
99 | 1.97780674055326e-13 | 3.95561348110652e-13 | 0.999999999999802 |
100 | 1.65921781036832e-13 | 3.31843562073664e-13 | 0.999999999999834 |
101 | 2.11624563176383e-13 | 4.23249126352766e-13 | 0.999999999999788 |
102 | 1.35958359583488e-13 | 2.71916719166976e-13 | 0.999999999999864 |
103 | 5.20307622889115e-13 | 1.04061524577823e-12 | 0.99999999999948 |
104 | 6.20805589376538e-13 | 1.24161117875308e-12 | 0.99999999999938 |
105 | 4.9437858827853e-13 | 9.8875717655706e-13 | 0.999999999999506 |
106 | 4.83815006522327e-13 | 9.67630013044653e-13 | 0.999999999999516 |
107 | 2.64650278502124e-13 | 5.29300557004248e-13 | 0.999999999999735 |
108 | 3.89249591453678e-13 | 7.78499182907356e-13 | 0.99999999999961 |
109 | 6.5963759864836e-13 | 1.31927519729672e-12 | 0.99999999999934 |
110 | 1.80551768011680e-12 | 3.61103536023359e-12 | 0.999999999998195 |
111 | 9.54811362085322e-13 | 1.90962272417064e-12 | 0.999999999999045 |
112 | 4.74674401639808e-13 | 9.49348803279616e-13 | 0.999999999999525 |
113 | 2.23185390792622e-13 | 4.46370781585244e-13 | 0.999999999999777 |
114 | 1.20540600418994e-13 | 2.41081200837987e-13 | 0.99999999999988 |
115 | 9.59336877342326e-14 | 1.91867375468465e-13 | 0.999999999999904 |
116 | 4.61884065104327e-14 | 9.23768130208653e-14 | 0.999999999999954 |
117 | 2.96682594854668e-14 | 5.93365189709337e-14 | 0.99999999999997 |
118 | 1.04223138666480e-13 | 2.08446277332961e-13 | 0.999999999999896 |
119 | 9.50967903739246e-14 | 1.90193580747849e-13 | 0.999999999999905 |
120 | 9.5475346635977e-14 | 1.90950693271954e-13 | 0.999999999999905 |
121 | 5.40388328782468e-14 | 1.08077665756494e-13 | 0.999999999999946 |
122 | 4.05033679718842e-14 | 8.10067359437683e-14 | 0.99999999999996 |
123 | 5.5707321599029e-14 | 1.11414643198058e-13 | 0.999999999999944 |
124 | 3.63849524505239e-14 | 7.27699049010479e-14 | 0.999999999999964 |
125 | 3.3053336048041e-14 | 6.6106672096082e-14 | 0.999999999999967 |
126 | 1.63736700924160e-14 | 3.27473401848319e-14 | 0.999999999999984 |
127 | 1.33610666292346e-14 | 2.67221332584693e-14 | 0.999999999999987 |
128 | 6.60935313286634e-15 | 1.32187062657327e-14 | 0.999999999999993 |
129 | 4.25992559212226e-15 | 8.51985118424451e-15 | 0.999999999999996 |
130 | 3.77975009256245e-15 | 7.5595001851249e-15 | 0.999999999999996 |
131 | 8.37442279490573e-14 | 1.67488455898115e-13 | 0.999999999999916 |
132 | 1.90219792785771e-13 | 3.80439585571543e-13 | 0.99999999999981 |
133 | 8.0227588862421e-13 | 1.60455177724842e-12 | 0.999999999999198 |
134 | 1.69993624886529e-12 | 3.39987249773058e-12 | 0.9999999999983 |
135 | 6.58622302312026e-12 | 1.31724460462405e-11 | 0.999999999993414 |
136 | 1.32072683433539e-10 | 2.64145366867078e-10 | 0.999999999867927 |
137 | 1.22641995495029e-09 | 2.45283990990058e-09 | 0.99999999877358 |
138 | 1.95107568685006e-09 | 3.90215137370012e-09 | 0.999999998048924 |
139 | 7.25717949984008e-09 | 1.45143589996802e-08 | 0.99999999274282 |
140 | 1.55032084719504e-08 | 3.10064169439009e-08 | 0.999999984496792 |
141 | 2.25789902030801e-08 | 4.51579804061602e-08 | 0.99999997742101 |
142 | 3.25816426196389e-08 | 6.51632852392778e-08 | 0.999999967418357 |
143 | 2.90280923171368e-08 | 5.80561846342736e-08 | 0.999999970971908 |
144 | 2.94775996746386e-08 | 5.89551993492773e-08 | 0.9999999705224 |
145 | 4.03697221245785e-08 | 8.0739444249157e-08 | 0.999999959630278 |
146 | 2.26256948338941e-08 | 4.52513896677882e-08 | 0.999999977374305 |
147 | 1.48306481412101e-08 | 2.96612962824201e-08 | 0.999999985169352 |
148 | 1.08509180321529e-08 | 2.17018360643059e-08 | 0.999999989149082 |
149 | 1.74001224656958e-08 | 3.48002449313917e-08 | 0.999999982599878 |
150 | 2.42394274072340e-08 | 4.84788548144679e-08 | 0.999999975760573 |
151 | 1.11506659574462e-07 | 2.23013319148924e-07 | 0.99999988849334 |
152 | 2.61161362642186e-07 | 5.22322725284373e-07 | 0.999999738838637 |
153 | 3.78163186232042e-07 | 7.56326372464085e-07 | 0.999999621836814 |
154 | 6.16201653667139e-07 | 1.23240330733428e-06 | 0.999999383798346 |
155 | 7.03562966720508e-07 | 1.40712593344102e-06 | 0.999999296437033 |
156 | 1.00002580305371e-06 | 2.00005160610742e-06 | 0.999998999974197 |
157 | 8.08677236035394e-07 | 1.61735447207079e-06 | 0.999999191322764 |
158 | 8.00208492201118e-07 | 1.60041698440224e-06 | 0.999999199791508 |
159 | 1.17507253018197e-06 | 2.35014506036394e-06 | 0.99999882492747 |
160 | 9.42065418988267e-07 | 1.88413083797653e-06 | 0.999999057934581 |
161 | 1.47419520981919e-06 | 2.94839041963838e-06 | 0.99999852580479 |
162 | 2.53386343851803e-06 | 5.06772687703607e-06 | 0.999997466136561 |
163 | 1.07326358467037e-05 | 2.14652716934074e-05 | 0.999989267364153 |
164 | 2.66190733678372e-05 | 5.32381467356745e-05 | 0.999973380926632 |
165 | 3.16882924828982e-05 | 6.33765849657964e-05 | 0.999968311707517 |
166 | 5.50800759168271e-05 | 0.000110160151833654 | 0.999944919924083 |
167 | 7.72361789337881e-05 | 0.000154472357867576 | 0.999922763821066 |
168 | 0.000141723006220823 | 0.000283446012441646 | 0.99985827699378 |
169 | 0.000161256815125966 | 0.000322513630251933 | 0.999838743184874 |
170 | 0.000333878759050045 | 0.00066775751810009 | 0.99966612124095 |
171 | 0.00063454109592438 | 0.00126908219184876 | 0.999365458904076 |
172 | 0.000477430131656485 | 0.00095486026331297 | 0.999522569868344 |
173 | 0.000560707216486152 | 0.00112141443297230 | 0.999439292783514 |
174 | 0.00059219445871566 | 0.00118438891743132 | 0.999407805541284 |
175 | 0.00123928016857481 | 0.00247856033714962 | 0.998760719831425 |
176 | 0.00215940850319108 | 0.00431881700638215 | 0.99784059149681 |
177 | 0.00216517233908968 | 0.00433034467817935 | 0.99783482766091 |
178 | 0.00362434120434522 | 0.00724868240869045 | 0.996375658795655 |
179 | 0.00349985995777208 | 0.00699971991554417 | 0.996500140042228 |
180 | 0.00304966708109752 | 0.00609933416219503 | 0.996950332918902 |
181 | 0.0025449155847961 | 0.0050898311695922 | 0.997455084415204 |
182 | 0.00231897236412072 | 0.00463794472824144 | 0.99768102763588 |
183 | 0.00152121839554183 | 0.00304243679108367 | 0.998478781604458 |
184 | 0.00122167453969259 | 0.00244334907938518 | 0.998778325460307 |
185 | 0.000889202039780004 | 0.00177840407956001 | 0.99911079796022 |
186 | 0.000660303990990489 | 0.00132060798198098 | 0.99933969600901 |
187 | 0.000715512340939494 | 0.00143102468187899 | 0.99928448765906 |
188 | 0.000565520969713227 | 0.00113104193942645 | 0.999434479030287 |
189 | 0.000344067412124037 | 0.000688134824248074 | 0.999655932587876 |
190 | 0.000223120638541145 | 0.00044624127708229 | 0.99977687936146 |
191 | 0.000150459841760544 | 0.000300919683521088 | 0.99984954015824 |
192 | 9.63589849091027e-05 | 0.000192717969818205 | 0.99990364101509 |
193 | 8.78637575049426e-05 | 0.000175727515009885 | 0.999912136242495 |
194 | 9.67131993851262e-05 | 0.000193426398770252 | 0.999903286800615 |
195 | 0.000113387645918150 | 0.000226775291836301 | 0.999886612354082 |
196 | 0.000721415661865119 | 0.00144283132373024 | 0.999278584338135 |
197 | 0.0014702461562499 | 0.0029404923124998 | 0.99852975384375 |
198 | 0.00474684860031214 | 0.00949369720062428 | 0.995253151399688 |
199 | 0.00480608946407544 | 0.00961217892815087 | 0.995193910535925 |
200 | 0.00392914471340299 | 0.00785828942680599 | 0.996070855286597 |
201 | 0.00438290831766447 | 0.00876581663532894 | 0.995617091682335 |
202 | 0.00467170143642404 | 0.00934340287284808 | 0.995328298563576 |
203 | 0.00584224113637679 | 0.0116844822727536 | 0.994157758863623 |
204 | 0.00586034954756417 | 0.0117206990951283 | 0.994139650452436 |
205 | 0.00660610397076742 | 0.0132122079415348 | 0.993393896029233 |
206 | 0.00700828657886787 | 0.0140165731577357 | 0.992991713421132 |
207 | 0.00682712311572777 | 0.0136542462314555 | 0.993172876884272 |
208 | 0.953043106227799 | 0.0939137875444028 | 0.0469568937722014 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 182 | 0.952879581151832 | NOK |
5% type I error level | 190 | 0.99476439790576 | NOK |
10% type I error level | 191 | 1 | NOK |