Multiple Linear Regression - Estimated Regression Equation |
Y[t] = + 889.997447848977 + 0.00363302783898321Y1[t] + 0.154552274381692Y2[t] + 0.302792043627646Y3[t] + 0.0518549548020745Y4[t] + 0.182796985174905y5[t] -0.0381063989054914y6[t] -0.152923377637580y7[t] + 0.160269134378145y78[t] + 0.193714319467455y9[t] -0.164098964775323y10[t] -14.8101184907868M1[t] -314.686516195711M2[t] + 236.78423753306M3[t] -33.952771086421M4[t] + 149.673772638016M5[t] -96.1942196206593M6[t] + 65.6158374443206M7[t] -44.1360722576162M8[t] + 80.2006583237446M9[t] -77.4865199295397M10[t] -51.6012669844275M11[t] -0.543640832397451t + 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) | 889.997447848977 | 378.272463 | 2.3528 | 0.019958 | 0.009979 |
Y1 | 0.00363302783898321 | 0.081567 | 0.0445 | 0.964534 | 0.482267 |
Y2 | 0.154552274381692 | 0.079909 | 1.9341 | 0.055022 | 0.027511 |
Y3 | 0.302792043627646 | 0.079868 | 3.7911 | 0.000218 | 0.000109 |
Y4 | 0.0518549548020745 | 0.082934 | 0.6253 | 0.532773 | 0.266387 |
y5 | 0.182796985174905 | 0.083137 | 2.1987 | 0.02946 | 0.01473 |
y6 | -0.0381063989054914 | 0.083372 | -0.4571 | 0.648301 | 0.32415 |
y7 | -0.152923377637580 | 0.082624 | -1.8508 | 0.066201 | 0.033101 |
y78 | 0.160269134378145 | 0.080505 | 1.9908 | 0.048358 | 0.024179 |
y9 | 0.193714319467455 | 0.080847 | 2.3961 | 0.01783 | 0.008915 |
y10 | -0.164098964775323 | 0.082395 | -1.9916 | 0.048267 | 0.024133 |
M1 | -14.8101184907868 | 88.864898 | -0.1667 | 0.867868 | 0.433934 |
M2 | -314.686516195711 | 79.253994 | -3.9706 | 0.000112 | 5.6e-05 |
M3 | 236.78423753306 | 89.382619 | 2.6491 | 0.008953 | 0.004476 |
M4 | -33.952771086421 | 80.306429 | -0.4228 | 0.673066 | 0.336533 |
M5 | 149.673772638016 | 89.109607 | 1.6797 | 0.095148 | 0.047574 |
M6 | -96.1942196206593 | 87.474296 | -1.0997 | 0.273267 | 0.136633 |
M7 | 65.6158374443206 | 89.997481 | 0.7291 | 0.46711 | 0.233555 |
M8 | -44.1360722576162 | 79.609169 | -0.5544 | 0.580141 | 0.290071 |
M9 | 80.2006583237446 | 90.606596 | 0.8852 | 0.37752 | 0.18876 |
M10 | -77.4865199295397 | 83.644814 | -0.9264 | 0.355769 | 0.177885 |
M11 | -51.6012669844275 | 91.335983 | -0.565 | 0.572961 | 0.286481 |
t | -0.543640832397451 | 0.376717 | -1.4431 | 0.151119 | 0.07556 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.744531630927387 |
R-squared | 0.554327349451395 |
Adjusted R-squared | 0.487628041206026 |
F-TEST (value) | 8.3108410571841 |
F-TEST (DF numerator) | 22 |
F-TEST (DF denominator) | 147 |
p-value | 1.11022302462516e-16 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 190.347904690707 |
Sum Squared Residuals | 5326151.74856094 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 2967 | 2953.28747066252 | 13.7125293374813 |
2 | 2397 | 2496.93964441944 | -99.9396444194371 |
3 | 3458 | 3017.41237944116 | 440.587620558836 |
4 | 3024 | 2907.47357986314 | 116.526420136862 |
5 | 3100 | 2980.5721285019 | 119.427871498102 |
6 | 2904 | 2980.36062744950 | -76.360627449503 |
7 | 3056 | 2938.51348134698 | 117.486518653019 |
8 | 2771 | 3026.20620541818 | -255.206205418182 |
9 | 2897 | 3118.78291362946 | -221.782913629461 |
10 | 2772 | 2728.75218634334 | 43.2478136566554 |
11 | 2857 | 2769.66489484854 | 87.33510515146 |
12 | 3020 | 3078.22774723606 | -58.2277472360588 |
13 | 2648 | 2771.37094017041 | -123.370940170408 |
14 | 2364 | 2579.22376943238 | -215.223769432381 |
15 | 3194 | 3115.24194432667 | 78.7580556733348 |
16 | 3013 | 2715.86154783796 | 297.138452162041 |
17 | 2560 | 2906.99685097014 | -346.996850970136 |
18 | 3074 | 2831.48834246282 | 242.511657537180 |
19 | 2746 | 2818.91105027411 | -72.9110502741147 |
20 | 2846 | 2922.84636117908 | -76.8463611790819 |
21 | 3184 | 3065.1770015335 | 118.822998466502 |
22 | 2354 | 2503.80455796877 | -149.804557968767 |
23 | 3080 | 2869.59251504184 | 210.407484958164 |
24 | 2963 | 3070.64700562128 | -107.647005621283 |
25 | 2430 | 2641.59234254655 | -211.592342546549 |
26 | 2296 | 2630.40196519598 | -334.401965195979 |
27 | 2416 | 3042.12983508283 | -626.129835082834 |
28 | 2647 | 2563.91252468412 | 83.0874753158806 |
29 | 2789 | 2903.40887555836 | -114.408875558361 |
30 | 2685 | 2434.64863447188 | 250.351365528122 |
31 | 2666 | 2607.46620151891 | 58.5337984810859 |
32 | 2882 | 2902.64045560415 | -20.6404556041497 |
33 | 2953 | 2831.07601307975 | 121.923986920247 |
34 | 2127 | 2588.61803713579 | -461.61803713579 |
35 | 2563 | 2707.34184722187 | -144.341847221871 |
36 | 3061 | 2726.05415300788 | 334.945846992118 |
37 | 2809 | 2637.39645769037 | 171.603542309627 |
38 | 2861 | 2482.79879761975 | 378.201202380251 |
39 | 2781 | 2935.14608341746 | -154.146083417460 |
40 | 2555 | 2769.45334701593 | -214.453347015935 |
41 | 3206 | 3199.10124182384 | 6.89875817615746 |
42 | 2570 | 2612.80860573056 | -42.8086057305583 |
43 | 2410 | 2640.96925053548 | -230.969250535485 |
44 | 3195 | 2938.94618637662 | 256.053813623379 |
45 | 2736 | 2820.3638131223 | -84.3638131222987 |
46 | 2743 | 2718.00594714987 | 24.9940528501258 |
47 | 2934 | 2833.92754606845 | 100.072453931549 |
48 | 2668 | 2623.66945509161 | 44.3305449083928 |
49 | 2907 | 2935.72252764863 | -28.7225276486313 |
50 | 2866 | 2625.16976242975 | 240.830237570252 |
51 | 2983 | 2785.29929732200 | 197.700702678005 |
52 | 2878 | 2870.70418000816 | 7.29581999184235 |
53 | 3225 | 3119.25235006422 | 105.747649935778 |
54 | 2515 | 2699.17974517409 | -184.179745174092 |
55 | 3193 | 3017.13455843777 | 175.865441562234 |
56 | 2663 | 2878.81422973731 | -215.814229737314 |
57 | 2908 | 2846.53071333687 | 61.4692866631252 |
58 | 2896 | 2908.66997135014 | -12.6699713501441 |
59 | 2853 | 2691.14889438579 | 161.851105614208 |
60 | 3028 | 2897.38845864686 | 130.611541353141 |
61 | 3053 | 2887.02655552854 | 165.973444471459 |
62 | 2455 | 2532.05945086799 | -77.059450867992 |
63 | 3401 | 3119.13938865797 | 281.86061134203 |
64 | 2969 | 2893.55445291471 | 75.4455470852934 |
65 | 3243 | 2902.30244970353 | 340.697550296474 |
66 | 2849 | 2982.53793405479 | -133.537934054794 |
67 | 3296 | 2916.52164571939 | 379.47835428061 |
68 | 3121 | 3021.09720243856 | 99.9027975614437 |
69 | 3194 | 3129.64179000951 | 64.3582099904944 |
70 | 3023 | 2861.71414506163 | 161.285854938366 |
71 | 2984 | 2883.17808024666 | 100.821919753343 |
72 | 3525 | 3187.6666106579 | 337.333389342102 |
73 | 3116 | 2936.47906714 | 179.520932859999 |
74 | 2383 | 2709.98830097866 | -326.988300978662 |
75 | 3294 | 3299.90396096221 | -5.90396096220619 |
76 | 2882 | 2934.27966708480 | -52.2796670848045 |
77 | 2820 | 3044.48425973699 | -224.484259736986 |
78 | 2583 | 2898.04263691111 | -315.042636911106 |
79 | 2803 | 2718.86423680321 | 84.1357631967872 |
80 | 2767 | 2896.81908684338 | -129.819086843385 |
81 | 2945 | 3027.22094542749 | -82.220945427488 |
82 | 2716 | 2497.96680286496 | 218.033197135041 |
83 | 2644 | 2643.66753760267 | 0.332462397327495 |
84 | 2956 | 3000.55652585371 | -44.5565258537125 |
85 | 2598 | 2697.13690983709 | -99.1369098370938 |
86 | 2171 | 2427.84199662393 | -256.841996623933 |
87 | 2994 | 2969.01049792069 | 24.9895020793124 |
88 | 2645 | 2586.58874079311 | 58.411259206887 |
89 | 2724 | 2827.99215408001 | -103.992154080014 |
90 | 2550 | 2692.35161849738 | -142.351618497378 |
91 | 2707 | 2604.96383389047 | 102.036166109535 |
92 | 2679 | 2769.26488738882 | -90.2648873888155 |
93 | 2878 | 2853.64989643064 | 24.3501035693553 |
94 | 2307 | 2443.2308064086 | -136.230806408601 |
95 | 2496 | 2623.40300334129 | -127.403003341289 |
96 | 2637 | 2842.51350926184 | -205.513509261836 |
97 | 2436 | 2519.81642942384 | -83.8164294238357 |
98 | 2426 | 2326.19828952512 | 99.8017104748828 |
99 | 2607 | 2769.33207655104 | -162.332076551040 |
100 | 2533 | 2523.96829434006 | 9.0317056599407 |
101 | 2888 | 2827.90308195763 | 60.0969180423751 |
102 | 2520 | 2506.24364601221 | 13.7563539877914 |
103 | 2229 | 2579.31181706889 | -350.311817068895 |
104 | 2804 | 2731.85310771766 | 72.1468922823424 |
105 | 2661 | 2664.93143089263 | -3.93143089263338 |
106 | 2547 | 2464.20998684628 | 82.790013153723 |
107 | 2509 | 2616.62682162423 | -107.626821624234 |
108 | 2465 | 2567.82956878867 | -102.829568788672 |
109 | 2629 | 2689.84122027083 | -60.8412202708343 |
110 | 2706 | 2384.18155571605 | 321.818444283946 |
111 | 2666 | 2665.94074298117 | 0.0592570188337 |
112 | 2432 | 2569.22976606724 | -137.229766067238 |
113 | 2836 | 2924.15793650528 | -88.1579365052837 |
114 | 2888 | 2532.06770595249 | 355.932294047512 |
115 | 2566 | 2692.88166157318 | -126.881661573181 |
116 | 2802 | 2668.61571042113 | 133.384289578871 |
117 | 2611 | 2751.16608038797 | -140.166080387971 |
118 | 2683 | 2674.12714999067 | 8.87285000932748 |
119 | 2675 | 2736.46001798993 | -61.4600179899329 |
120 | 2434 | 2572.51045562927 | -138.510455629271 |
121 | 2693 | 2640.38332061192 | 52.6166793880769 |
122 | 2619 | 2435.29608965478 | 183.703910345222 |
123 | 2903 | 2829.11596497763 | 73.8840350223671 |
124 | 2550 | 2605.27300952263 | -55.2730095226288 |
125 | 2900 | 2835.17545753713 | 64.8245424628676 |
126 | 2456 | 2611.19814035546 | -155.198140355456 |
127 | 2912 | 2790.25218401426 | 121.747815985738 |
128 | 2883 | 2663.80186166943 | 219.198138330573 |
129 | 2464 | 2673.77912095893 | -209.779120958928 |
130 | 2655 | 2736.45382689845 | -81.453826898452 |
131 | 2447 | 2660.75962840451 | -213.759628404507 |
132 | 2592 | 2669.54207907098 | -77.5420790709752 |
133 | 2698 | 2645.00357544812 | 52.9964245518805 |
134 | 2274 | 2223.64980823236 | 50.350191767639 |
135 | 2901 | 2807.49258715946 | 93.5074128405392 |
136 | 2397 | 2687.89527215887 | -290.895272158872 |
137 | 3004 | 2700.78792195566 | 303.212078044338 |
138 | 2614 | 2546.41439091664 | 67.585609083359 |
139 | 2882 | 2648.68485506717 | 233.315144932827 |
140 | 2671 | 2702.91193082109 | -31.9119308210861 |
141 | 2761 | 2808.77233049696 | -47.7723304969646 |
142 | 2806 | 2642.24848160722 | 163.751518392778 |
143 | 2414 | 2615.28265085877 | -201.282650858772 |
144 | 2673 | 2769.4686639266 | -96.4686639265981 |
145 | 2748 | 2620.38269029341 | 127.617309706593 |
146 | 2112 | 2365.19738115688 | -253.197381156883 |
147 | 2903 | 2888.35989885876 | 14.6401011412419 |
148 | 2633 | 2552.76050088574 | 80.239499114257 |
149 | 2684 | 2653.39927082432 | 30.6007291756768 |
150 | 2861 | 2695.03002529754 | 165.969974702461 |
151 | 2504 | 2596.4837904928 | -92.4837904928024 |
152 | 2708 | 2629.23662882619 | 78.7633711738078 |
153 | 2961 | 2899.11539737543 | 61.884602624566 |
154 | 2535 | 2443.15872058761 | 91.8412794123947 |
155 | 2688 | 2612.27585404277 | 75.7241459572325 |
156 | 2699 | 2819.75471582551 | -120.754715825512 |
157 | 2469 | 2562.11302077138 | -93.1130207713848 |
158 | 2585 | 2462.4157980349 | 122.584201965102 |
159 | 2582 | 2839.47534234096 | -257.475342340961 |
160 | 2480 | 2457.04511682353 | 22.9548831764743 |
161 | 2709 | 2862.46602078099 | -153.466020780988 |
162 | 2441 | 2487.62794671354 | -46.6279467135402 |
163 | 2182 | 2581.04143325736 | -399.041433257359 |
164 | 2585 | 2623.94614555840 | -38.946145558403 |
165 | 2881 | 2543.79255331855 | 337.207446681455 |
166 | 2422 | 2375.03937978666 | 46.960620213344 |
167 | 2690 | 2570.67070832268 | 119.329291677322 |
168 | 2659 | 2554.17105138183 | 104.828948618167 |
169 | 2535 | 2598.44747195638 | -63.4474719563795 |
170 | 2613 | 2446.63739011203 | 166.362609887972 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
26 | 0.451336127612297 | 0.902672255224594 | 0.548663872387703 |
27 | 0.491233086317822 | 0.982466172635644 | 0.508766913682178 |
28 | 0.707880413778569 | 0.584239172442863 | 0.292119586221431 |
29 | 0.788083718521298 | 0.423832562957404 | 0.211916281478702 |
30 | 0.708055761535536 | 0.583888476928928 | 0.291944238464464 |
31 | 0.817043354798674 | 0.365913290402651 | 0.182956645201326 |
32 | 0.748422903096786 | 0.503154193806428 | 0.251577096903214 |
33 | 0.674192853535626 | 0.651614292928748 | 0.325807146464374 |
34 | 0.907008428195364 | 0.185983143609272 | 0.0929915718046362 |
35 | 0.902722419220271 | 0.194555161559457 | 0.0972775807797286 |
36 | 0.935164866058979 | 0.129670267882043 | 0.0648351339410213 |
37 | 0.964694965794779 | 0.070610068410443 | 0.0353050342052215 |
38 | 0.997797128109758 | 0.00440574378048469 | 0.00220287189024235 |
39 | 0.99670522357773 | 0.00658955284453851 | 0.00329477642226926 |
40 | 0.9958706644012 | 0.00825867119760142 | 0.00412933559880071 |
41 | 0.999221581587804 | 0.00155683682439258 | 0.000778418412196288 |
42 | 0.998731272628277 | 0.00253745474344628 | 0.00126872737172314 |
43 | 0.998474514817027 | 0.00305097036594613 | 0.00152548518297307 |
44 | 0.999464306608457 | 0.0010713867830852 | 0.0005356933915426 |
45 | 0.999138849666556 | 0.00172230066688768 | 0.000861150333443839 |
46 | 0.999109860286875 | 0.00178027942624999 | 0.000890139713124996 |
47 | 0.999031053054232 | 0.00193789389153654 | 0.000968946945768268 |
48 | 0.998679071226994 | 0.00264185754601314 | 0.00132092877300657 |
49 | 0.997898069044272 | 0.00420386191145642 | 0.00210193095572821 |
50 | 0.999018498300432 | 0.00196300339913624 | 0.000981501699568119 |
51 | 0.999069682096855 | 0.00186063580629046 | 0.000930317903145232 |
52 | 0.99858880475918 | 0.00282239048164118 | 0.00141119524082059 |
53 | 0.99840467020836 | 0.00319065958328205 | 0.00159532979164102 |
54 | 0.998348743337903 | 0.00330251332419491 | 0.00165125666209745 |
55 | 0.998179337078589 | 0.00364132584282257 | 0.00182066292141129 |
56 | 0.998114277879852 | 0.00377144424029691 | 0.00188572212014845 |
57 | 0.997279867974045 | 0.00544026405191036 | 0.00272013202595518 |
58 | 0.995937259194154 | 0.00812548161169181 | 0.00406274080584590 |
59 | 0.995074147048096 | 0.00985170590380705 | 0.00492585295190352 |
60 | 0.994002828282854 | 0.0119943434342923 | 0.00599717171714614 |
61 | 0.993286674429566 | 0.0134266511408678 | 0.00671332557043389 |
62 | 0.990999527783574 | 0.0180009444328528 | 0.00900047221642642 |
63 | 0.99210218270732 | 0.0157956345853605 | 0.00789781729268026 |
64 | 0.988952930014293 | 0.0220941399714145 | 0.0110470699857073 |
65 | 0.993832802555034 | 0.0123343948899318 | 0.00616719744496588 |
66 | 0.993076049514292 | 0.0138479009714161 | 0.00692395048570805 |
67 | 0.996758395814824 | 0.00648320837035189 | 0.00324160418517594 |
68 | 0.995701951534375 | 0.00859609693124926 | 0.00429804846562463 |
69 | 0.994245687148942 | 0.0115086257021170 | 0.00575431285105851 |
70 | 0.993321680791544 | 0.0133566384169117 | 0.00667831920845584 |
71 | 0.99257904758814 | 0.0148419048237213 | 0.00742095241186064 |
72 | 0.998107378969687 | 0.00378524206062553 | 0.00189262103031277 |
73 | 0.998960074477051 | 0.00207985104589716 | 0.00103992552294858 |
74 | 0.999390527614669 | 0.00121894477066220 | 0.000609472385331099 |
75 | 0.99921533523588 | 0.00156932952824042 | 0.000784664764120208 |
76 | 0.999018617604177 | 0.00196276479164549 | 0.000981382395822747 |
77 | 0.9990266452606 | 0.00194670947880077 | 0.000973354739400384 |
78 | 0.999406857105978 | 0.00118628578804460 | 0.000593142894022299 |
79 | 0.99936379640939 | 0.00127240718121911 | 0.000636203590609556 |
80 | 0.999051763519739 | 0.00189647296052219 | 0.000948236480261096 |
81 | 0.998647126437496 | 0.00270574712500868 | 0.00135287356250434 |
82 | 0.998690363028238 | 0.00261927394352417 | 0.00130963697176208 |
83 | 0.998753858055132 | 0.00249228388973687 | 0.00124614194486843 |
84 | 0.998832776880613 | 0.00233444623877363 | 0.00116722311938681 |
85 | 0.998313282931716 | 0.00337343413656901 | 0.00168671706828451 |
86 | 0.998942339573507 | 0.00211532085298588 | 0.00105766042649294 |
87 | 0.998428737423338 | 0.0031425251533235 | 0.00157126257666175 |
88 | 0.998361432251927 | 0.00327713549614614 | 0.00163856774807307 |
89 | 0.997660343600666 | 0.00467931279866732 | 0.00233965639933366 |
90 | 0.997032645342234 | 0.00593470931553251 | 0.00296735465776625 |
91 | 0.997685536769767 | 0.00462892646046582 | 0.00231446323023291 |
92 | 0.996550421032628 | 0.00689915793474466 | 0.00344957896737233 |
93 | 0.994929090175086 | 0.0101418196498273 | 0.00507090982491367 |
94 | 0.995017087110134 | 0.00996582577973253 | 0.00498291288986627 |
95 | 0.993456341267382 | 0.0130873174652357 | 0.00654365873261786 |
96 | 0.992308059679273 | 0.015383880641454 | 0.007691940320727 |
97 | 0.990651534242904 | 0.0186969315141922 | 0.00934846575709608 |
98 | 0.988290298709751 | 0.0234194025804973 | 0.0117097012902486 |
99 | 0.986054918040615 | 0.0278901639187707 | 0.0139450819593854 |
100 | 0.981638125300896 | 0.036723749398208 | 0.018361874699104 |
101 | 0.975607297336914 | 0.0487854053261716 | 0.0243927026630858 |
102 | 0.97134462835108 | 0.0573107432978401 | 0.0286553716489201 |
103 | 0.99009027739937 | 0.0198194452012616 | 0.00990972260063082 |
104 | 0.986915006686913 | 0.0261699866261733 | 0.0130849933130867 |
105 | 0.982359054065465 | 0.0352818918690703 | 0.0176409459345352 |
106 | 0.977218974288169 | 0.0455620514236628 | 0.0227810257118314 |
107 | 0.973582323523643 | 0.0528353529527148 | 0.0264176764763574 |
108 | 0.96638057781542 | 0.0672388443691593 | 0.0336194221845796 |
109 | 0.959759340373125 | 0.0804813192537493 | 0.0402406596268746 |
110 | 0.960191383599439 | 0.0796172328011226 | 0.0398086164005613 |
111 | 0.954125533343508 | 0.0917489333129845 | 0.0458744666564923 |
112 | 0.951852539101109 | 0.0962949217977828 | 0.0481474608988914 |
113 | 0.955430452967513 | 0.0891390940649735 | 0.0445695470324867 |
114 | 0.963358663448882 | 0.0732826731022362 | 0.0366413365511181 |
115 | 0.958364031161942 | 0.0832719376761165 | 0.0416359688380583 |
116 | 0.946812313610783 | 0.106375372778433 | 0.0531876863892166 |
117 | 0.947845606491591 | 0.104308787016817 | 0.0521543935084085 |
118 | 0.928803464859785 | 0.142393070280429 | 0.0711965351402145 |
119 | 0.9110341041648 | 0.177931791670401 | 0.0889658958352003 |
120 | 0.918193500380186 | 0.163612999239628 | 0.0818064996198142 |
121 | 0.89915166177001 | 0.201696676459980 | 0.100848338229990 |
122 | 0.90672041774164 | 0.186559164516721 | 0.0932795822583606 |
123 | 0.89150618881353 | 0.21698762237294 | 0.10849381118647 |
124 | 0.86454178842066 | 0.270916423158681 | 0.135458211579341 |
125 | 0.83303711367413 | 0.333925772651742 | 0.166962886325871 |
126 | 0.833358422980975 | 0.333283154038049 | 0.166641577019025 |
127 | 0.821930486730492 | 0.356139026539016 | 0.178069513269508 |
128 | 0.825458878653756 | 0.349082242692487 | 0.174541121346244 |
129 | 0.873257146585794 | 0.253485706828412 | 0.126742853414206 |
130 | 0.87868811562345 | 0.2426237687531 | 0.12131188437655 |
131 | 0.843482147499582 | 0.313035705000837 | 0.156517852500418 |
132 | 0.795726965790719 | 0.408546068418563 | 0.204273034209281 |
133 | 0.735292593013975 | 0.52941481397205 | 0.264707406986025 |
134 | 0.744207271016385 | 0.51158545796723 | 0.255792728983615 |
135 | 0.670018266727264 | 0.659963466545472 | 0.329981733272736 |
136 | 0.664368987560096 | 0.671262024879808 | 0.335631012439904 |
137 | 0.592442693016121 | 0.815114613967757 | 0.407557306983879 |
138 | 0.625573821729167 | 0.748852356541666 | 0.374426178270833 |
139 | 0.837578509847002 | 0.324842980305996 | 0.162421490152998 |
140 | 0.82275636628003 | 0.354487267439942 | 0.177243633719971 |
141 | 0.78501970243232 | 0.429960595135361 | 0.214980297567680 |
142 | 0.675988391442355 | 0.64802321711529 | 0.324011608557645 |
143 | 0.64270596017668 | 0.71458807964664 | 0.35729403982332 |
144 | 0.474372846126741 | 0.948745692253482 | 0.525627153873259 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 46 | 0.386554621848740 | NOK |
5% type I error level | 68 | 0.571428571428571 | NOK |
10% type I error level | 79 | 0.663865546218487 | NOK |