Multiple Linear Regression - Estimated Regression Equation |
Price[t] = + 284.524967502321 + 0.131999256681507t + 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) | 284.524967502321 | 4.977123 | 57.1665 | 0 | 0 |
t | 0.131999256681507 | 0.023896 | 5.5238 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.280243921558765 |
R-squared | 0.0785366555706355 |
Adjusted R-squared | 0.0759627356141289 |
F-TEST (value) | 30.5124700448058 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 358 |
p-value | 6.39108242994624e-08 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 47.1188036522543 |
Sum Squared Residuals | 794825.033427852 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 255 | 284.656966759002 | -29.6569667590024 |
2 | 280.2 | 284.788966015684 | -4.58896601568433 |
3 | 299.9 | 284.920965272366 | 14.9790347276342 |
4 | 339.2 | 285.052964529047 | 54.1470354709527 |
5 | 374.2 | 285.184963785729 | 89.0150362142712 |
6 | 393.5 | 285.31696304241 | 108.18303695759 |
7 | 389.2 | 285.448962299092 | 103.751037700908 |
8 | 381.7 | 285.580961555773 | 96.1190384442267 |
9 | 375.2 | 285.712960812455 | 89.4870391875452 |
10 | 369 | 285.844960069136 | 83.1550399308637 |
11 | 357.4 | 285.976959325818 | 71.4230406741821 |
12 | 352.1 | 286.108958582499 | 65.9910414175007 |
13 | 346.5 | 286.240957839181 | 60.2590421608191 |
14 | 342.9 | 286.372957095862 | 56.5270429041376 |
15 | 340.3 | 286.504956352544 | 53.7950436474561 |
16 | 328.3 | 286.636955609225 | 41.6630443907746 |
17 | 322.9 | 286.768954865907 | 36.1310451340931 |
18 | 314.3 | 286.900954122588 | 27.3990458774116 |
19 | 308.9 | 287.03295337927 | 21.8670466207301 |
20 | 294 | 287.164952635951 | 6.83504736404859 |
21 | 285.6 | 287.296951892633 | -1.69695189263289 |
22 | 281.2 | 287.428951149314 | -6.22895114931444 |
23 | 280.3 | 287.560950405996 | -7.26095040599592 |
24 | 278.8 | 287.692949662677 | -8.89294966267743 |
25 | 274.5 | 287.824948919359 | -13.3249489193589 |
26 | 270.4 | 287.95694817604 | -17.5569481760405 |
27 | 263.4 | 288.088947432722 | -24.688947432722 |
28 | 259.9 | 288.220946689403 | -28.3209466894035 |
29 | 258 | 288.352945946085 | -30.352945946085 |
30 | 262.7 | 288.484945202766 | -25.7849452027665 |
31 | 284.7 | 288.616944459448 | -3.916944459448 |
32 | 311.3 | 288.748943716129 | 22.5510562838705 |
33 | 322.1 | 288.880942972811 | 33.219057027189 |
34 | 327 | 289.012942229493 | 37.9870577705075 |
35 | 331.3 | 289.144941486174 | 42.155058513826 |
36 | 333.3 | 289.276940742856 | 44.0230592571445 |
37 | 321.4 | 289.408939999537 | 31.9910600004629 |
38 | 327 | 289.540939256219 | 37.4590607437815 |
39 | 320 | 289.6729385129 | 30.3270614871 |
40 | 314.7 | 289.804937769582 | 24.8950622304184 |
41 | 316.7 | 289.936937026263 | 26.7630629737369 |
42 | 314.4 | 290.068936282945 | 24.3310637170554 |
43 | 321.3 | 290.200935539626 | 31.0990644603739 |
44 | 318.2 | 290.332934796308 | 27.8670652036924 |
45 | 307.2 | 290.464934052989 | 16.7350659470109 |
46 | 301.3 | 290.596933309671 | 10.7030666903294 |
47 | 287.5 | 290.728932566352 | -3.2289325663521 |
48 | 277.7 | 290.860931823034 | -13.1609318230336 |
49 | 274.4 | 290.992931079715 | -16.5929310797151 |
50 | 258.8 | 291.124930336397 | -32.3249303363966 |
51 | 253.3 | 291.256929593078 | -37.9569295930781 |
52 | 251 | 291.38892884976 | -40.3889288497596 |
53 | 248.4 | 291.520928106441 | -43.1209281064411 |
54 | 249.5 | 291.652927363123 | -42.1529273631227 |
55 | 246.1 | 291.784926619804 | -45.6849266198042 |
56 | 244.5 | 291.916925876486 | -47.4169258764857 |
57 | 243.6 | 292.048925133167 | -48.4489251331672 |
58 | 244 | 292.180924389849 | -48.1809243898487 |
59 | 240.8 | 292.31292364653 | -51.5129236465302 |
60 | 249.8 | 292.444922903212 | -42.6449229032117 |
61 | 248 | 292.576922159893 | -44.5769221598932 |
62 | 259.4 | 292.708921416575 | -33.3089214165747 |
63 | 260.5 | 292.840920673256 | -32.3409206732562 |
64 | 260.8 | 292.972919929938 | -32.1729199299377 |
65 | 261.3 | 293.104919186619 | -31.8049191866192 |
66 | 259.5 | 293.236918443301 | -33.7369184433008 |
67 | 256.6 | 293.368917699982 | -36.7689176999822 |
68 | 257.9 | 293.500916956664 | -35.6009169566638 |
69 | 256.5 | 293.632916213345 | -37.1329162133453 |
70 | 254.2 | 293.764915470027 | -39.5649154700268 |
71 | 253.3 | 293.896914726708 | -40.5969147267083 |
72 | 253.8 | 294.02891398339 | -40.2289139833898 |
73 | 255.5 | 294.160913240071 | -38.6609132400713 |
74 | 257.1 | 294.292912496753 | -37.1929124967528 |
75 | 257.3 | 294.424911753434 | -37.1249117534343 |
76 | 253.2 | 294.556911010116 | -41.3569110101158 |
77 | 252.8 | 294.688910266797 | -41.8889102667973 |
78 | 252 | 294.820909523479 | -42.8209095234788 |
79 | 250.7 | 294.95290878016 | -44.2529087801603 |
80 | 252.2 | 295.084908036842 | -42.8849080368419 |
81 | 250 | 295.216907293523 | -45.2169072935233 |
82 | 251 | 295.348906550205 | -44.3489065502049 |
83 | 253.4 | 295.480905806886 | -42.0809058068864 |
84 | 251.2 | 295.612905063568 | -44.4129050635679 |
85 | 255.6 | 295.744904320249 | -40.1449043202494 |
86 | 261.1 | 295.876903576931 | -34.7769035769309 |
87 | 258.9 | 296.008902833612 | -37.1089028336124 |
88 | 259.9 | 296.140902090294 | -36.2409020902939 |
89 | 261.2 | 296.272901346975 | -35.0729013469754 |
90 | 264.7 | 296.404900603657 | -31.7049006036569 |
91 | 267.1 | 296.536899860338 | -29.4368998603384 |
92 | 266.4 | 296.66889911702 | -30.26889911702 |
93 | 267.7 | 296.800898373701 | -29.1008983737015 |
94 | 268.6 | 296.932897630383 | -28.3328976303829 |
95 | 267.5 | 297.064896887064 | -29.5648968870645 |
96 | 268.5 | 297.196896143746 | -28.696896143746 |
97 | 268.5 | 297.328895400427 | -28.8288954004275 |
98 | 270.5 | 297.460894657109 | -26.960894657109 |
99 | 270.9 | 297.59289391379 | -26.6928939137905 |
100 | 270.1 | 297.724893170472 | -27.624893170472 |
101 | 269.3 | 297.856892427154 | -28.5568924271535 |
102 | 269.8 | 297.988891683835 | -28.188891683835 |
103 | 270.1 | 298.120890940517 | -28.0208909405165 |
104 | 264.9 | 298.252890197198 | -33.352890197198 |
105 | 263.7 | 298.38488945388 | -34.6848894538795 |
106 | 264.8 | 298.516888710561 | -33.716888710561 |
107 | 263.7 | 298.648887967243 | -34.9488879672426 |
108 | 255.9 | 298.780887223924 | -42.880887223924 |
109 | 276.2 | 298.912886480606 | -22.7128864806056 |
110 | 360.1 | 299.044885737287 | 61.055114262713 |
111 | 380.5 | 299.176884993969 | 81.3231150060314 |
112 | 373.7 | 299.30888425065 | 74.3911157493499 |
113 | 369.8 | 299.440883507332 | 70.3591164926684 |
114 | 366.6 | 299.572882764013 | 67.0271172359869 |
115 | 359.3 | 299.704882020695 | 59.5951179793054 |
116 | 345.8 | 299.836881277376 | 45.9631187226239 |
117 | 326.2 | 299.968880534058 | 26.2311194659424 |
118 | 324.5 | 300.100879790739 | 24.3991202092609 |
119 | 328.1 | 300.232879047421 | 27.8671209525794 |
120 | 327.5 | 300.364878304102 | 27.1351216958979 |
121 | 324.4 | 300.496877560784 | 23.9031224392163 |
122 | 316.5 | 300.628876817465 | 15.8711231825348 |
123 | 310.9 | 300.760876074147 | 10.1391239258533 |
124 | 301.5 | 300.892875330828 | 0.60712466917183 |
125 | 291.7 | 301.02487458751 | -9.32487458750969 |
126 | 290.4 | 301.156873844191 | -10.7568738441912 |
127 | 287.4 | 301.288873100873 | -13.8888731008727 |
128 | 277.7 | 301.420872357554 | -23.7208723575542 |
129 | 281.6 | 301.552871614236 | -19.9528716142357 |
130 | 288 | 301.684870870917 | -13.6848708709172 |
131 | 276 | 301.816870127599 | -25.8168701275987 |
132 | 272.9 | 301.94886938428 | -29.0488693842803 |
133 | 283 | 302.080868640962 | -19.0808686409617 |
134 | 283.3 | 302.212867897643 | -18.9128678976432 |
135 | 276.8 | 302.344867154325 | -25.5448671543247 |
136 | 284.5 | 302.476866411006 | -17.9768664110063 |
137 | 282.7 | 302.608865667688 | -19.9088656676878 |
138 | 281.2 | 302.740864924369 | -21.5408649243693 |
139 | 287.4 | 302.872864181051 | -15.4728641810508 |
140 | 283.1 | 303.004863437732 | -19.9048634377323 |
141 | 284 | 303.136862694414 | -19.1368626944138 |
142 | 285.5 | 303.268861951095 | -17.7688619510953 |
143 | 289.2 | 303.400861207777 | -14.2008612077768 |
144 | 292.5 | 303.532860464458 | -11.0328604644583 |
145 | 296.4 | 303.66485972114 | -7.26485972113985 |
146 | 305.2 | 303.796858977821 | 1.40314102217866 |
147 | 303.9 | 303.928858234503 | -0.0288582345028613 |
148 | 311.5 | 304.060857491184 | 7.43914250881565 |
149 | 316.3 | 304.192856747866 | 12.1071432521342 |
150 | 316.7 | 304.324856004547 | 12.3751439954526 |
151 | 322.5 | 304.456855261229 | 18.0431447387711 |
152 | 317.1 | 304.58885451791 | 12.5111454820896 |
153 | 309.8 | 304.720853774592 | 5.07914622540813 |
154 | 303.8 | 304.852853031273 | -1.05285303127338 |
155 | 290.3 | 304.984852287955 | -14.6848522879549 |
156 | 293.7 | 305.116851544636 | -11.4168515446364 |
157 | 291.7 | 305.248850801318 | -13.5488508013179 |
158 | 296.5 | 305.380850057999 | -8.88085005799942 |
159 | 289.1 | 305.512849314681 | -16.4128493146809 |
160 | 288.5 | 305.644848571362 | -17.1448485713624 |
161 | 293.8 | 305.776847828044 | -11.9768478280439 |
162 | 297.7 | 305.908847084725 | -8.20884708472546 |
163 | 305.4 | 306.040846341407 | -0.640846341406978 |
164 | 302.7 | 306.172845598088 | -3.47284559808847 |
165 | 302.5 | 306.30484485477 | -3.80484485476997 |
166 | 303 | 306.436844111451 | -3.43684411145148 |
167 | 294.5 | 306.568843368133 | -12.068843368133 |
168 | 294.1 | 306.700842624814 | -12.6008426248145 |
169 | 294.5 | 306.832841881496 | -12.332841881496 |
170 | 297.1 | 306.964841138178 | -9.86484113817748 |
171 | 289.4 | 307.096840394859 | -17.696840394859 |
172 | 292.4 | 307.228839651541 | -14.8288396515405 |
173 | 287.9 | 307.360838908222 | -19.4608389082221 |
174 | 286.6 | 307.492838164904 | -20.8928381649035 |
175 | 280.5 | 307.624837421585 | -27.124837421585 |
176 | 272.4 | 307.756836678267 | -35.3568366782666 |
177 | 269.2 | 307.888835934948 | -38.6888359349481 |
178 | 270.6 | 308.02083519163 | -37.4208351916295 |
179 | 267.3 | 308.152834448311 | -40.8528344483111 |
180 | 262.5 | 308.284833704993 | -45.7848337049926 |
181 | 266.8 | 308.416832961674 | -41.6168329616741 |
182 | 268.8 | 308.548832218356 | -39.7488322183556 |
183 | 263.1 | 308.680831475037 | -45.5808314750371 |
184 | 261.2 | 308.812830731719 | -47.6128307317186 |
185 | 266 | 308.9448299884 | -42.9448299884001 |
186 | 262.5 | 309.076829245082 | -46.5768292450816 |
187 | 265.2 | 309.208828501763 | -44.0088285017631 |
188 | 261.3 | 309.340827758445 | -48.0408277584446 |
189 | 253.7 | 309.472827015126 | -55.7728270151262 |
190 | 249.2 | 309.604826271808 | -60.4048262718077 |
191 | 239.1 | 309.736825528489 | -70.6368255284892 |
192 | 236.4 | 309.868824785171 | -73.4688247851707 |
193 | 235.2 | 310.000824041852 | -74.8008240418522 |
194 | 245.2 | 310.132823298534 | -64.9328232985337 |
195 | 246.2 | 310.264822555215 | -64.0648225552152 |
196 | 247.7 | 310.396821811897 | -62.6968218118967 |
197 | 251.4 | 310.528821068578 | -59.1288210685782 |
198 | 253.3 | 310.66082032526 | -57.3608203252597 |
199 | 254.8 | 310.792819581941 | -55.9928195819412 |
200 | 250 | 310.924818838623 | -60.9248188386227 |
201 | 249.3 | 311.056818095304 | -61.7568180953042 |
202 | 241.5 | 311.188817351986 | -69.6888173519857 |
203 | 243.3 | 311.320816608667 | -68.0208166086672 |
204 | 248 | 311.452815865349 | -63.4528158653488 |
205 | 253 | 311.58481512203 | -58.5848151220303 |
206 | 252.9 | 311.716814378712 | -58.8168143787118 |
207 | 251.5 | 311.848813635393 | -60.3488136353933 |
208 | 251.6 | 311.980812892075 | -60.3808128920748 |
209 | 253.5 | 312.112812148756 | -58.6128121487563 |
210 | 259.8 | 312.244811405438 | -52.4448114054378 |
211 | 334.1 | 312.376810662119 | 21.7231893378807 |
212 | 448 | 312.508809918801 | 135.491190081199 |
213 | 445.8 | 312.640809175482 | 133.159190824518 |
214 | 445 | 312.772808432164 | 132.227191567836 |
215 | 448.2 | 312.904807688845 | 135.295192311155 |
216 | 438.2 | 313.036806945527 | 125.163193054473 |
217 | 439.8 | 313.168806202208 | 126.631193797792 |
218 | 423.4 | 313.30080545889 | 110.09919454111 |
219 | 410.8 | 313.432804715571 | 97.3671952844286 |
220 | 408.4 | 313.564803972253 | 94.8351960277471 |
221 | 406.7 | 313.696803228934 | 93.0031967710656 |
222 | 405.9 | 313.828802485616 | 92.0711975143841 |
223 | 402.7 | 313.960801742297 | 88.7391982577026 |
224 | 405.1 | 314.092800998979 | 91.0071990010211 |
225 | 399.6 | 314.22480025566 | 85.3751997443396 |
226 | 386.5 | 314.356799512342 | 72.1432004876581 |
227 | 381.4 | 314.488798769023 | 66.9112012309766 |
228 | 375.2 | 314.620798025705 | 60.579201974295 |
229 | 357.7 | 314.752797282386 | 42.9472027176135 |
230 | 359 | 314.884796539068 | 44.1152034609321 |
231 | 355 | 315.016795795749 | 39.9832042042505 |
232 | 352.7 | 315.148795052431 | 37.551204947569 |
233 | 344.4 | 315.280794309112 | 29.1192056908875 |
234 | 343.8 | 315.412793565794 | 28.387206434206 |
235 | 338 | 315.544792822475 | 22.4552071775245 |
236 | 339 | 315.676792079157 | 23.323207920843 |
237 | 333.3 | 315.808791335839 | 17.4912086641615 |
238 | 334.4 | 315.94079059252 | 18.45920940748 |
239 | 328.3 | 316.072789849202 | 12.2272101507985 |
240 | 330.7 | 316.204789105883 | 14.495210894117 |
241 | 330 | 316.336788362565 | 13.6632116374355 |
242 | 331.6 | 316.468787619246 | 15.131212380754 |
243 | 351.2 | 316.600786875928 | 34.5992131240724 |
244 | 389.4 | 316.732786132609 | 72.6672138673909 |
245 | 410.9 | 316.864785389291 | 94.0352146107094 |
246 | 442.8 | 316.996784645972 | 125.803215354028 |
247 | 462.8 | 317.128783902654 | 145.671216097346 |
248 | 466.9 | 317.260783159335 | 149.639216840665 |
249 | 461.7 | 317.392782416017 | 144.307217583983 |
250 | 439.2 | 317.524781672698 | 121.675218327302 |
251 | 430.3 | 317.65678092938 | 112.64321907062 |
252 | 416.1 | 317.788780186061 | 98.3112198139389 |
253 | 402.5 | 317.920779442743 | 84.5792205572574 |
254 | 397.3 | 318.052778699424 | 79.2472213005759 |
255 | 403.3 | 318.184777956106 | 85.1152220438944 |
256 | 395.9 | 318.316777212787 | 77.5832227872128 |
257 | 387.8 | 318.448776469469 | 69.3512235305314 |
258 | 378.6 | 318.58077572615 | 60.0192242738499 |
259 | 377.1 | 318.712774982832 | 58.3872250171684 |
260 | 370.4 | 318.844774239513 | 51.5552257604868 |
261 | 362 | 318.976773496195 | 43.0232265038053 |
262 | 350.3 | 319.108772752876 | 31.1912272471238 |
263 | 348.2 | 319.240772009558 | 28.9592279904423 |
264 | 344.6 | 319.372771266239 | 25.2272287337608 |
265 | 343.5 | 319.504770522921 | 23.9952294770793 |
266 | 342.8 | 319.636769779602 | 23.1632302203978 |
267 | 347.6 | 319.768769036284 | 27.8312309637163 |
268 | 346.6 | 319.900768292965 | 26.6992317070348 |
269 | 349.5 | 320.032767549647 | 29.4672324503533 |
270 | 342.1 | 320.164766806328 | 21.9352331936718 |
271 | 342 | 320.29676606301 | 21.7032339369903 |
272 | 342.8 | 320.428765319691 | 22.3712346803088 |
273 | 339.3 | 320.560764576373 | 18.7392354236272 |
274 | 348.2 | 320.692763833054 | 27.5072361669457 |
275 | 333.7 | 320.824763089736 | 12.8752369102642 |
276 | 334.7 | 320.956762346417 | 13.7432376535827 |
277 | 354 | 321.088761603099 | 32.9112383969012 |
278 | 367.7 | 321.22076085978 | 46.4792391402197 |
279 | 363.3 | 321.352760116462 | 41.9472398835382 |
280 | 358.4 | 321.484759373143 | 36.9152406268567 |
281 | 353.1 | 321.616758629825 | 31.4832413701752 |
282 | 343.1 | 321.748757886506 | 21.3512421134937 |
283 | 344.6 | 321.880757143188 | 22.7192428568122 |
284 | 344.4 | 322.012756399869 | 22.3872436001306 |
285 | 333.9 | 322.144755656551 | 11.7552443434491 |
286 | 331.7 | 322.276754913232 | 9.42324508676763 |
287 | 324.3 | 322.408754169914 | 1.89124583008615 |
288 | 321.2 | 322.540753426595 | -1.34075342659538 |
289 | 322.4 | 322.672752683277 | -0.272752683276899 |
290 | 321.7 | 322.804751939958 | -1.10475193995839 |
291 | 320.5 | 322.93675119664 | -2.43675119663989 |
292 | 312.8 | 323.068750453321 | -10.2687504533214 |
293 | 309.7 | 323.200749710003 | -13.5007497100029 |
294 | 315.6 | 323.332748966684 | -7.73274896668439 |
295 | 309.7 | 323.464748223366 | -13.7647482233659 |
296 | 304.6 | 323.596747480047 | -18.9967474800474 |
297 | 302.5 | 323.728746736729 | -21.2287467367289 |
298 | 301.5 | 323.86074599341 | -22.3607459934104 |
299 | 298.8 | 323.992745250092 | -25.1927452500919 |
300 | 291.3 | 324.124744506773 | -32.8247445067734 |
301 | 293.6 | 324.256743763455 | -30.6567437634549 |
302 | 294.6 | 324.388743020136 | -29.7887430201365 |
303 | 285.9 | 324.520742276818 | -38.620742276818 |
304 | 297.6 | 324.652741533499 | -27.0527415334995 |
305 | 301.1 | 324.784740790181 | -23.684740790181 |
306 | 293.8 | 324.916740046863 | -31.1167400468625 |
307 | 297.7 | 325.048739303544 | -27.348739303544 |
308 | 292.9 | 325.180738560226 | -32.2807385602255 |
309 | 292.1 | 325.312737816907 | -33.212737816907 |
310 | 287.2 | 325.444737073589 | -38.2447370735885 |
311 | 288.2 | 325.57673633027 | -37.37673633027 |
312 | 283.8 | 325.708735586952 | -41.9087355869515 |
313 | 299.9 | 325.840734843633 | -25.9407348436331 |
314 | 292.4 | 325.972734100315 | -33.5727341003146 |
315 | 293.3 | 326.104733356996 | -32.8047333569961 |
316 | 300.8 | 326.236732613678 | -25.4367326136776 |
317 | 293.7 | 326.368731870359 | -32.6687318703591 |
318 | 293.1 | 326.500731127041 | -33.4007311270406 |
319 | 294.4 | 326.632730383722 | -32.2327303837221 |
320 | 292.1 | 326.764729640404 | -34.6647296404036 |
321 | 291.9 | 326.896728897085 | -34.9967288970851 |
322 | 282.5 | 327.028728153767 | -44.5287281537666 |
323 | 277.9 | 327.160727410448 | -49.2607274104481 |
324 | 287.5 | 327.29272666713 | -39.7927266671296 |
325 | 289.2 | 327.424725923811 | -38.2247259238111 |
326 | 285.6 | 327.556725180493 | -41.9567251804926 |
327 | 293.2 | 327.688724437174 | -34.4887244371742 |
328 | 290.8 | 327.820723693856 | -37.0207236938557 |
329 | 283.1 | 327.952722950537 | -44.8527229505371 |
330 | 275 | 328.084722207219 | -53.0847222072187 |
331 | 287.8 | 328.2167214639 | -40.4167214639002 |
332 | 287.8 | 328.348720720582 | -40.5487207205817 |
333 | 287.4 | 328.480719977263 | -41.0807199772632 |
334 | 284 | 328.612719233945 | -44.6127192339447 |
335 | 277.8 | 328.744718490626 | -50.9447184906262 |
336 | 277.6 | 328.876717747308 | -51.2767177473077 |
337 | 304.9 | 329.008717003989 | -24.1087170039893 |
338 | 294 | 329.140716260671 | -35.1407162606707 |
339 | 300.9 | 329.272715517352 | -28.3727155173523 |
340 | 324 | 329.404714774034 | -5.40471477403375 |
341 | 332.9 | 329.536714030715 | 3.36328596928472 |
342 | 341.6 | 329.668713287397 | 11.9312867126033 |
343 | 333.4 | 329.800712544078 | 3.5992874559217 |
344 | 348.2 | 329.93271180076 | 18.2672881992402 |
345 | 344.7 | 330.064711057441 | 14.6352889425587 |
346 | 344.7 | 330.196710314123 | 14.5032896858772 |
347 | 329.3 | 330.328709570804 | -1.02870957080429 |
348 | 323.5 | 330.460708827486 | -6.96070882748581 |
349 | 323.2 | 330.592708084167 | -7.39270808416733 |
350 | 317.4 | 330.724707340849 | -13.3247073408488 |
351 | 330.1 | 330.85670659753 | -0.756706597530309 |
352 | 329.2 | 330.988705854212 | -1.78870585421185 |
353 | 334.9 | 331.120705110893 | 3.77929488910663 |
354 | 315.8 | 331.252704367575 | -15.4527043675748 |
355 | 315.4 | 331.384703624256 | -15.9847036242564 |
356 | 319.6 | 331.516702880938 | -11.9167028809378 |
357 | 317.3 | 331.648702137619 | -14.3487021376194 |
358 | 313.8 | 331.780701394301 | -17.9807013943009 |
359 | 315.8 | 331.912700650982 | -16.1127006509824 |
360 | 311.3 | 332.044699907664 | -20.7446999076639 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.00433480348273537 | 0.00866960696547074 | 0.995665196517265 |
6 | 0.000640749929402709 | 0.00128149985880542 | 0.999359250070597 |
7 | 0.00447731522954389 | 0.00895463045908778 | 0.995522684770456 |
8 | 0.0199103686276347 | 0.0398207372552694 | 0.980089631372365 |
9 | 0.0470153210997071 | 0.0940306421994141 | 0.952984678900293 |
10 | 0.0803397888538609 | 0.160679577707722 | 0.919660211146139 |
11 | 0.130463458191306 | 0.260926916382612 | 0.869536541808694 |
12 | 0.169052815620396 | 0.338105631240791 | 0.830947184379604 |
13 | 0.196274537268141 | 0.392549074536281 | 0.803725462731859 |
14 | 0.207670073085897 | 0.415340146171794 | 0.792329926914103 |
15 | 0.205326925985429 | 0.410653851970858 | 0.794673074014571 |
16 | 0.215409567714941 | 0.430819135429882 | 0.784590432285059 |
17 | 0.216888435440947 | 0.433776870881894 | 0.783111564559053 |
18 | 0.218864709479556 | 0.437729418959112 | 0.781135290520444 |
19 | 0.21340789617292 | 0.42681579234584 | 0.78659210382708 |
20 | 0.222678260433702 | 0.445356520867405 | 0.777321739566298 |
21 | 0.227945036841389 | 0.455890073682778 | 0.772054963158611 |
22 | 0.221342224250211 | 0.442684448500421 | 0.778657775749789 |
23 | 0.201138681365478 | 0.402277362730957 | 0.798861318634522 |
24 | 0.174631797631895 | 0.349263595263789 | 0.825368202368105 |
25 | 0.148549848174288 | 0.297099696348577 | 0.851450151825712 |
26 | 0.123815397174679 | 0.247630794349357 | 0.876184602825321 |
27 | 0.103196187426506 | 0.206392374853011 | 0.896803812573494 |
28 | 0.083975759006447 | 0.167951518012894 | 0.916024240993553 |
29 | 0.0662153868298822 | 0.132430773659764 | 0.933784613170118 |
30 | 0.0494557446599855 | 0.0989114893199709 | 0.950544255340015 |
31 | 0.037871421235436 | 0.075742842470872 | 0.962128578764564 |
32 | 0.0389257555057675 | 0.077851511011535 | 0.961074244494233 |
33 | 0.0456335163020223 | 0.0912670326040447 | 0.954366483697978 |
34 | 0.054046905895351 | 0.108093811790702 | 0.945953094104649 |
35 | 0.063773376124797 | 0.127546752249594 | 0.936226623875203 |
36 | 0.0724549190916944 | 0.144909838183389 | 0.927545080908306 |
37 | 0.0678890646598274 | 0.135778129319655 | 0.932110935340173 |
38 | 0.0661654008436685 | 0.132330801687337 | 0.933834599156331 |
39 | 0.058821246268296 | 0.117642492536592 | 0.941178753731704 |
40 | 0.0494835707879934 | 0.0989671415759867 | 0.950516429212007 |
41 | 0.0418414915083485 | 0.083682983016697 | 0.958158508491652 |
42 | 0.0344328197105339 | 0.0688656394210677 | 0.965567180289466 |
43 | 0.0296860792758543 | 0.0593721585517087 | 0.970313920724146 |
44 | 0.0246377551512852 | 0.0492755103025704 | 0.975362244848715 |
45 | 0.0189364085770576 | 0.0378728171541153 | 0.981063591422942 |
46 | 0.0141501829748658 | 0.0283003659497317 | 0.985849817025134 |
47 | 0.0104715720787385 | 0.0209431441574771 | 0.989528427921261 |
48 | 0.00794207745540827 | 0.0158841549108165 | 0.992057922544592 |
49 | 0.00601814949246954 | 0.0120362989849391 | 0.99398185050753 |
50 | 0.00513499539300367 | 0.0102699907860073 | 0.994865004606996 |
51 | 0.00450101539888633 | 0.00900203079777265 | 0.995498984601114 |
52 | 0.00388647965805698 | 0.00777295931611396 | 0.996113520341943 |
53 | 0.00332392584865731 | 0.00664785169731463 | 0.996676074151343 |
54 | 0.00269795423335813 | 0.00539590846671626 | 0.997302045766642 |
55 | 0.00219896843654533 | 0.00439793687309065 | 0.997801031563455 |
56 | 0.00176400600708768 | 0.00352801201417536 | 0.998235993992912 |
57 | 0.00138461760650716 | 0.00276923521301432 | 0.998615382393493 |
58 | 0.00105253685625625 | 0.00210507371251251 | 0.998947463143744 |
59 | 0.000804564877175802 | 0.0016091297543516 | 0.999195435122824 |
60 | 0.000563829333811095 | 0.00112765866762219 | 0.999436170666189 |
61 | 0.000393118737494234 | 0.000786237474988468 | 0.999606881262506 |
62 | 0.000267055694621128 | 0.000534111389242257 | 0.999732944305379 |
63 | 0.000181183528778591 | 0.000362367057557181 | 0.999818816471221 |
64 | 0.000122687712829925 | 0.00024537542565985 | 0.99987731228717 |
65 | 8.30739957472881e-05 | 0.000166147991494576 | 0.999916926004253 |
66 | 5.5710226692132e-05 | 0.000111420453384264 | 0.999944289773308 |
67 | 3.69076743278298e-05 | 7.38153486556595e-05 | 0.999963092325672 |
68 | 2.45309358081204e-05 | 4.90618716162408e-05 | 0.999975469064192 |
69 | 1.6195762737427e-05 | 3.23915254748541e-05 | 0.999983804237263 |
70 | 1.05967012548688e-05 | 2.11934025097376e-05 | 0.999989403298745 |
71 | 6.90957365942242e-06 | 1.38191473188448e-05 | 0.999993090426341 |
72 | 4.5141210222478e-06 | 9.0282420444956e-06 | 0.999995485878978 |
73 | 2.97776191694958e-06 | 5.95552383389917e-06 | 0.999997022238083 |
74 | 1.98953600086303e-06 | 3.97907200172606e-06 | 0.999998010463999 |
75 | 1.33466604520386e-06 | 2.66933209040772e-06 | 0.999998665333955 |
76 | 8.72682811885105e-07 | 1.74536562377021e-06 | 0.999999127317188 |
77 | 5.70915207869449e-07 | 1.1418304157389e-06 | 0.999999429084792 |
78 | 3.72973439836024e-07 | 7.45946879672048e-07 | 0.99999962702656 |
79 | 2.42783338024886e-07 | 4.85566676049771e-07 | 0.999999757216662 |
80 | 1.60200821384464e-07 | 3.20401642768929e-07 | 0.999999839799179 |
81 | 1.04710548813397e-07 | 2.09421097626794e-07 | 0.999999895289451 |
82 | 6.92474264593121e-08 | 1.38494852918624e-07 | 0.999999930752574 |
83 | 4.69942208131804e-08 | 9.39884416263609e-08 | 0.999999953005779 |
84 | 3.14618605349029e-08 | 6.29237210698058e-08 | 0.999999968538139 |
85 | 2.21708249886405e-08 | 4.43416499772811e-08 | 0.999999977829175 |
86 | 1.70141138489329e-08 | 3.40282276978659e-08 | 0.999999982985886 |
87 | 1.26326442734045e-08 | 2.5265288546809e-08 | 0.999999987367356 |
88 | 9.56011683345027e-09 | 1.91202336669005e-08 | 0.999999990439883 |
89 | 7.41177535591623e-09 | 1.48235507118325e-08 | 0.999999992588225 |
90 | 6.13700678330486e-09 | 1.22740135666097e-08 | 0.999999993862993 |
91 | 5.32484810051746e-09 | 1.06496962010349e-08 | 0.999999994675152 |
92 | 4.52684501099531e-09 | 9.05369002199063e-09 | 0.999999995473155 |
93 | 3.93620220738917e-09 | 7.87240441477834e-09 | 0.999999996063798 |
94 | 3.46739529023887e-09 | 6.93479058047774e-09 | 0.999999996532605 |
95 | 2.96414251412751e-09 | 5.92828502825501e-09 | 0.999999997035858 |
96 | 2.57295315189053e-09 | 5.14590630378107e-09 | 0.999999997427047 |
97 | 2.21953137916816e-09 | 4.43906275833633e-09 | 0.999999997780469 |
98 | 1.98425548475644e-09 | 3.96851096951288e-09 | 0.999999998015744 |
99 | 1.77379186601058e-09 | 3.54758373202115e-09 | 0.999999998226208 |
100 | 1.5462851307018e-09 | 3.0925702614036e-09 | 0.999999998453715 |
101 | 1.31800887198652e-09 | 2.63601774397305e-09 | 0.999999998681991 |
102 | 1.12826578749204e-09 | 2.25653157498409e-09 | 0.999999998871734 |
103 | 9.65984633848145e-10 | 1.93196926769629e-09 | 0.999999999034015 |
104 | 7.54341470016699e-10 | 1.5086829400334e-09 | 0.999999999245659 |
105 | 5.79821642560745e-10 | 1.15964328512149e-09 | 0.999999999420178 |
106 | 4.53416211821201e-10 | 9.06832423642402e-10 | 0.999999999546584 |
107 | 3.4978944468034e-10 | 6.99578889360681e-10 | 0.999999999650211 |
108 | 2.50797533313804e-10 | 5.01595066627608e-10 | 0.999999999749203 |
109 | 2.45811542114671e-10 | 4.91623084229343e-10 | 0.999999999754188 |
110 | 1.78592394698391e-08 | 3.57184789396782e-08 | 0.999999982140761 |
111 | 1.57262081016683e-06 | 3.14524162033366e-06 | 0.99999842737919 |
112 | 2.73466362369874e-05 | 5.46932724739747e-05 | 0.999972653363763 |
113 | 0.000200940744097829 | 0.000401881488195658 | 0.999799059255902 |
114 | 0.000853178471225997 | 0.00170635694245199 | 0.999146821528774 |
115 | 0.00223413861977918 | 0.00446827723955835 | 0.997765861380221 |
116 | 0.0037400140207572 | 0.0074800280415144 | 0.996259985979243 |
117 | 0.00429705583930026 | 0.00859411167860052 | 0.9957029441607 |
118 | 0.00471290396839434 | 0.00942580793678869 | 0.995287096031606 |
119 | 0.00528460846159948 | 0.010569216923199 | 0.9947153915384 |
120 | 0.005753525710411 | 0.011507051420822 | 0.994246474289589 |
121 | 0.00594010142079078 | 0.0118802028415816 | 0.994059898579209 |
122 | 0.00561155126065643 | 0.0112231025213129 | 0.994388448739344 |
123 | 0.00502909519250902 | 0.010058190385018 | 0.994970904807491 |
124 | 0.00423303414200431 | 0.00846606828400863 | 0.995766965857996 |
125 | 0.00342043165778268 | 0.00684086331556535 | 0.996579568342217 |
126 | 0.00274217137447646 | 0.00548434274895292 | 0.997257828625524 |
127 | 0.00217697077636497 | 0.00435394155272993 | 0.997823029223635 |
128 | 0.00172079390156809 | 0.00344158780313619 | 0.998279206098432 |
129 | 0.00135113065611057 | 0.00270226131222115 | 0.998648869343889 |
130 | 0.00106045404079314 | 0.00212090808158628 | 0.998939545959207 |
131 | 0.000831439312416863 | 0.00166287862483373 | 0.999168560687583 |
132 | 0.000654861759921066 | 0.00130972351984213 | 0.999345138240079 |
133 | 0.000506982666953882 | 0.00101396533390776 | 0.999493017333046 |
134 | 0.0003910741772363 | 0.000782148354472599 | 0.999608925822764 |
135 | 0.000302533445527483 | 0.000605066891054966 | 0.999697466554473 |
136 | 0.000231940965435831 | 0.000463881930871662 | 0.999768059034564 |
137 | 0.00017719543886487 | 0.00035439087772974 | 0.999822804561135 |
138 | 0.000135064590210324 | 0.000270129180420648 | 0.99986493540979 |
139 | 0.000102747142903743 | 0.000205494285807486 | 0.999897252857096 |
140 | 7.77555531415406e-05 | 0.000155511106283081 | 0.999922244446859 |
141 | 5.86622667369083e-05 | 0.000117324533473817 | 0.999941337733263 |
142 | 4.41357142453724e-05 | 8.82714284907448e-05 | 0.999955864285755 |
143 | 3.32165192286765e-05 | 6.6433038457353e-05 | 0.999966783480771 |
144 | 2.50771160373749e-05 | 5.01542320747499e-05 | 0.999974922883963 |
145 | 1.90926159047322e-05 | 3.81852318094644e-05 | 0.999980907384095 |
146 | 1.51713090389275e-05 | 3.0342618077855e-05 | 0.999984828690961 |
147 | 1.18675593785243e-05 | 2.37351187570485e-05 | 0.999988132440621 |
148 | 9.77534858639051e-06 | 1.9550697172781e-05 | 0.999990224651414 |
149 | 8.3630954990058e-06 | 1.67261909980116e-05 | 0.999991636904501 |
150 | 7.10931770840278e-06 | 1.42186354168056e-05 | 0.999992890682292 |
151 | 6.38998278289819e-06 | 1.27799655657964e-05 | 0.999993610017217 |
152 | 5.33673420181318e-06 | 1.06734684036264e-05 | 0.999994663265798 |
153 | 4.14102352524942e-06 | 8.28204705049884e-06 | 0.999995858976475 |
154 | 3.074463827684e-06 | 6.14892765536801e-06 | 0.999996925536172 |
155 | 2.19992630630556e-06 | 4.39985261261113e-06 | 0.999997800073694 |
156 | 1.57048776213051e-06 | 3.14097552426101e-06 | 0.999998429512238 |
157 | 1.11591024453111e-06 | 2.23182048906221e-06 | 0.999998884089755 |
158 | 7.93768930721228e-07 | 1.58753786144246e-06 | 0.999999206231069 |
159 | 5.61142285067451e-07 | 1.1222845701349e-06 | 0.999999438857715 |
160 | 3.96066628499636e-07 | 7.92133256999271e-07 | 0.999999603933372 |
161 | 2.7806941185058e-07 | 5.5613882370116e-07 | 0.999999721930588 |
162 | 1.95530524958777e-07 | 3.91061049917555e-07 | 0.999999804469475 |
163 | 1.4079235851804e-07 | 2.8158471703608e-07 | 0.999999859207641 |
164 | 9.9537853523975e-08 | 1.9907570704795e-07 | 0.999999900462146 |
165 | 6.9951408948007e-08 | 1.39902817896014e-07 | 0.999999930048591 |
166 | 4.90008266924171e-08 | 9.80016533848343e-08 | 0.999999950999173 |
167 | 3.36225692480969e-08 | 6.72451384961939e-08 | 0.999999966377431 |
168 | 2.30084737535366e-08 | 4.60169475070732e-08 | 0.999999976991526 |
169 | 1.57020060937435e-08 | 3.1404012187487e-08 | 0.999999984297994 |
170 | 1.06923929181186e-08 | 2.13847858362372e-08 | 0.999999989307607 |
171 | 7.32714722740886e-09 | 1.46542944548177e-08 | 0.999999992672853 |
172 | 4.98065412016655e-09 | 9.96130824033311e-09 | 0.999999995019346 |
173 | 3.42697050346405e-09 | 6.8539410069281e-09 | 0.99999999657303 |
174 | 2.3728084419688e-09 | 4.74561688393759e-09 | 0.999999997627192 |
175 | 1.71193257893035e-09 | 3.4238651578607e-09 | 0.999999998288067 |
176 | 1.34726516341263e-09 | 2.69453032682525e-09 | 0.999999998652735 |
177 | 1.11416991909284e-09 | 2.22833983818568e-09 | 0.99999999888583 |
178 | 9.11884192219711e-10 | 1.82376838443942e-09 | 0.999999999088116 |
179 | 7.90425275002528e-10 | 1.58085055000506e-09 | 0.999999999209575 |
180 | 7.51252958272483e-10 | 1.50250591654497e-09 | 0.999999999248747 |
181 | 6.73308689239104e-10 | 1.34661737847821e-09 | 0.999999999326691 |
182 | 5.9329887833372e-10 | 1.18659775666744e-09 | 0.999999999406701 |
183 | 5.83696373881736e-10 | 1.16739274776347e-09 | 0.999999999416304 |
184 | 6.06359415367727e-10 | 1.21271883073545e-09 | 0.999999999393641 |
185 | 5.88933408007956e-10 | 1.17786681601591e-09 | 0.999999999411067 |
186 | 6.22236541196716e-10 | 1.24447308239343e-09 | 0.999999999377763 |
187 | 6.40080958970015e-10 | 1.28016191794003e-09 | 0.999999999359919 |
188 | 7.27134704499023e-10 | 1.45426940899805e-09 | 0.999999999272865 |
189 | 1.00831456659677e-09 | 2.01662913319354e-09 | 0.999999998991685 |
190 | 1.62524032623971e-09 | 3.25048065247941e-09 | 0.99999999837476 |
191 | 3.67255628371511e-09 | 7.34511256743021e-09 | 0.999999996327444 |
192 | 9.45588181355309e-09 | 1.89117636271062e-08 | 0.999999990544118 |
193 | 2.65120599977552e-08 | 5.30241199955103e-08 | 0.99999997348794 |
194 | 5.72082131329315e-08 | 1.14416426265863e-07 | 0.999999942791787 |
195 | 1.26485650186435e-07 | 2.5297130037287e-07 | 0.99999987351435 |
196 | 2.83482225931351e-07 | 5.66964451862702e-07 | 0.999999716517774 |
197 | 6.09489167323376e-07 | 1.21897833464675e-06 | 0.999999390510833 |
198 | 1.32345670535321e-06 | 2.64691341070641e-06 | 0.999998676543295 |
199 | 2.93837356390774e-06 | 5.87674712781549e-06 | 0.999997061626436 |
200 | 7.8532322892541e-06 | 1.57064645785082e-05 | 0.999992146767711 |
201 | 2.27658867757492e-05 | 4.55317735514985e-05 | 0.999977234113224 |
202 | 8.75489270147466e-05 | 0.000175097854029493 | 0.999912451072985 |
203 | 0.000335072462734647 | 0.000670144925469294 | 0.999664927537265 |
204 | 0.00117151888150964 | 0.00234303776301927 | 0.99882848111849 |
205 | 0.00371968005444834 | 0.00743936010889667 | 0.996280319945552 |
206 | 0.011960353719507 | 0.0239207074390139 | 0.988039646280493 |
207 | 0.0387089957266347 | 0.0774179914532695 | 0.961291004273365 |
208 | 0.115733256854529 | 0.231466513709058 | 0.884266743145471 |
209 | 0.290420809481732 | 0.580841618963463 | 0.709579190518268 |
210 | 0.552487148247523 | 0.895025703504955 | 0.447512851752477 |
211 | 0.645432302521507 | 0.709135394956987 | 0.354567697478493 |
212 | 0.891289901610491 | 0.217420196779018 | 0.108710098389509 |
213 | 0.974235792972144 | 0.0515284140557129 | 0.0257642070278565 |
214 | 0.994833836467469 | 0.0103323270650616 | 0.0051661635325308 |
215 | 0.999181638011814 | 0.00163672397637174 | 0.000818361988185868 |
216 | 0.999830048771685 | 0.00033990245662959 | 0.000169951228314795 |
217 | 0.999967651993348 | 6.46960133043891e-05 | 3.23480066521945e-05 |
218 | 0.999989179965472 | 2.16400690561979e-05 | 1.0820034528099e-05 |
219 | 0.999994664151218 | 1.06716975636737e-05 | 5.33584878183686e-06 |
220 | 0.999997101454835 | 5.79709032974008e-06 | 2.89854516487004e-06 |
221 | 0.999998301725158 | 3.3965496841234e-06 | 1.6982748420617e-06 |
222 | 0.999998953310626 | 2.09337874707533e-06 | 1.04668937353766e-06 |
223 | 0.99999928538108 | 1.42923783912386e-06 | 7.14618919561929e-07 |
224 | 0.999999526589046 | 9.46821908502595e-07 | 4.73410954251298e-07 |
225 | 0.999999636861977 | 7.26276046145259e-07 | 3.63138023072629e-07 |
226 | 0.999999641712648 | 7.16574704359614e-07 | 3.58287352179807e-07 |
227 | 0.999999616150747 | 7.6769850582944e-07 | 3.8384925291472e-07 |
228 | 0.999999557144134 | 8.85711731456319e-07 | 4.42855865728159e-07 |
229 | 0.999999456438793 | 1.08712241321342e-06 | 5.43561206606708e-07 |
230 | 0.999999326738075 | 1.34652384991042e-06 | 6.7326192495521e-07 |
231 | 0.999999169030168 | 1.66193966326686e-06 | 8.30969831633428e-07 |
232 | 0.99999897979587 | 2.04040825930392e-06 | 1.02020412965196e-06 |
233 | 0.999998817597812 | 2.36480437656041e-06 | 1.1824021882802e-06 |
234 | 0.999998639846202 | 2.72030759675563e-06 | 1.36015379837782e-06 |
235 | 0.999998543626168 | 2.91274766326285e-06 | 1.45637383163143e-06 |
236 | 0.999998431060469 | 3.1378790628033e-06 | 1.56893953140165e-06 |
237 | 0.999998462584365 | 3.07483127052597e-06 | 1.53741563526298e-06 |
238 | 0.999998487181112 | 3.02563777594547e-06 | 1.51281888797274e-06 |
239 | 0.999998695879908 | 2.60824018412437e-06 | 1.30412009206218e-06 |
240 | 0.9999988482812 | 2.30343760016631e-06 | 1.15171880008316e-06 |
241 | 0.999999022297755 | 1.95540448959841e-06 | 9.77702244799205e-07 |
242 | 0.99999916355356 | 1.67289287940006e-06 | 8.36446439700029e-07 |
243 | 0.999999030730953 | 1.93853809316269e-06 | 9.69269046581343e-07 |
244 | 0.999998889086508 | 2.22182698486443e-06 | 1.11091349243221e-06 |
245 | 0.99999913188271 | 1.73623457980473e-06 | 8.68117289902364e-07 |
246 | 0.999999787908679 | 4.2418264112885e-07 | 2.12091320564425e-07 |
247 | 0.999999986933832 | 2.61323358255229e-08 | 1.30661679127614e-08 |
248 | 0.999999999674049 | 6.51901698124661e-10 | 3.2595084906233e-10 |
249 | 0.999999999994456 | 1.10877809323813e-11 | 5.54389046619066e-12 |
250 | 0.999999999999663 | 6.73235772666174e-13 | 3.36617886333087e-13 |
251 | 0.999999999999973 | 5.32405914508575e-14 | 2.66202957254287e-14 |
252 | 0.999999999999995 | 9.09537579937261e-15 | 4.5476878996863e-15 |
253 | 0.999999999999998 | 3.24337952117881e-15 | 1.62168976058941e-15 |
254 | 0.999999999999999 | 1.36282491709672e-15 | 6.81412458548359e-16 |
255 | 1 | 2.97447428614923e-16 | 1.48723714307462e-16 |
256 | 1 | 8.86837560693848e-17 | 4.43418780346924e-17 |
257 | 1 | 3.87138036626431e-17 | 1.93569018313216e-17 |
258 | 1 | 2.65112217850289e-17 | 1.32556108925144e-17 |
259 | 1 | 1.74572363972453e-17 | 8.72861819862267e-18 |
260 | 1 | 1.52250943207654e-17 | 7.61254716038271e-18 |
261 | 1 | 1.87413848380233e-17 | 9.37069241901165e-18 |
262 | 1 | 3.39460048272813e-17 | 1.69730024136407e-17 |
263 | 1 | 6.31599488423179e-17 | 3.15799744211589e-17 |
264 | 1 | 1.24800877927012e-16 | 6.24004389635058e-17 |
265 | 1 | 2.46649991068702e-16 | 1.23324995534351e-16 |
266 | 1 | 4.83380549356146e-16 | 2.41690274678073e-16 |
267 | 1 | 8.13290200323214e-16 | 4.06645100161607e-16 |
268 | 0.999999999999999 | 1.35941934709958e-15 | 6.7970967354979e-16 |
269 | 0.999999999999999 | 1.97542384939232e-15 | 9.87711924696161e-16 |
270 | 0.999999999999998 | 3.48594975888424e-15 | 1.74297487944212e-15 |
271 | 0.999999999999997 | 5.97261946360048e-15 | 2.98630973180024e-15 |
272 | 0.999999999999995 | 9.6434271593085e-15 | 4.82171357965425e-15 |
273 | 0.999999999999992 | 1.6626095989852e-14 | 8.31304799492599e-15 |
274 | 0.99999999999999 | 2.00720117823337e-14 | 1.00360058911669e-14 |
275 | 0.999999999999981 | 3.7087738584992e-14 | 1.8543869292496e-14 |
276 | 0.999999999999967 | 6.52327825161413e-14 | 3.26163912580706e-14 |
277 | 0.999999999999976 | 4.88062454957204e-14 | 2.44031227478602e-14 |
278 | 0.999999999999995 | 1.0755596824139e-14 | 5.3777984120695e-15 |
279 | 0.999999999999999 | 2.36612777683428e-15 | 1.18306388841714e-15 |
280 | 1 | 5.53599017665706e-16 | 2.76799508832853e-16 |
281 | 1 | 1.47215667751489e-16 | 7.36078338757445e-17 |
282 | 1 | 7.14176147069679e-17 | 3.57088073534839e-17 |
283 | 1 | 2.32507022276944e-17 | 1.16253511138472e-17 |
284 | 1 | 5.43427760760458e-18 | 2.71713880380229e-18 |
285 | 1 | 2.66931300883176e-18 | 1.33465650441588e-18 |
286 | 1 | 1.28056225874722e-18 | 6.40281129373609e-19 |
287 | 1 | 9.84280003669838e-19 | 4.92140001834919e-19 |
288 | 1 | 8.50255240440564e-19 | 4.25127620220282e-19 |
289 | 1 | 5.74702183025565e-19 | 2.87351091512782e-19 |
290 | 1 | 3.47346667358367e-19 | 1.73673333679184e-19 |
291 | 1 | 1.9430323911129e-19 | 9.71516195556452e-20 |
292 | 1 | 1.9000677089596e-19 | 9.50033854479798e-20 |
293 | 1 | 2.1724666257249e-19 | 1.08623331286245e-19 |
294 | 1 | 1.2802501806365e-19 | 6.4012509031825e-20 |
295 | 1 | 1.15626157527846e-19 | 5.7813078763923e-20 |
296 | 1 | 1.47081092021898e-19 | 7.35405460109488e-20 |
297 | 1 | 2.07234931896685e-19 | 1.03617465948343e-19 |
298 | 1 | 2.99764969499865e-19 | 1.49882484749932e-19 |
299 | 1 | 5.03015913762328e-19 | 2.51507956881164e-19 |
300 | 1 | 1.21208325701404e-18 | 6.06041628507018e-19 |
301 | 1 | 2.67803937253921e-18 | 1.33901968626961e-18 |
302 | 1 | 5.64092481286556e-18 | 2.82046240643278e-18 |
303 | 1 | 1.55263445378599e-17 | 7.76317226892996e-18 |
304 | 1 | 2.84882533193838e-17 | 1.42441266596919e-17 |
305 | 1 | 4.02377937427861e-17 | 2.0118896871393e-17 |
306 | 1 | 8.64696647327953e-17 | 4.32348323663977e-17 |
307 | 1 | 1.48177189653429e-16 | 7.40885948267146e-17 |
308 | 1 | 3.26400404504441e-16 | 1.63200202252221e-16 |
309 | 1 | 7.46017353002435e-16 | 3.73008676501218e-16 |
310 | 0.999999999999999 | 2.01041565258907e-15 | 1.00520782629453e-15 |
311 | 0.999999999999997 | 5.34240094563748e-15 | 2.67120047281874e-15 |
312 | 0.999999999999992 | 1.52184079746901e-14 | 7.60920398734505e-15 |
313 | 0.999999999999987 | 2.51867969007396e-14 | 1.25933984503698e-14 |
314 | 0.99999999999997 | 6.01371820247685e-14 | 3.00685910123842e-14 |
315 | 0.99999999999993 | 1.39330174806292e-13 | 6.96650874031462e-14 |
316 | 0.999999999999893 | 2.13773917938088e-13 | 1.06886958969044e-13 |
317 | 0.999999999999761 | 4.77742683323629e-13 | 2.38871341661815e-13 |
318 | 0.999999999999451 | 1.09820267704925e-12 | 5.49101338524625e-13 |
319 | 0.999999999998802 | 2.39641689645182e-12 | 1.19820844822591e-12 |
320 | 0.999999999997121 | 5.7581524863111e-12 | 2.87907624315555e-12 |
321 | 0.999999999992977 | 1.40470859273069e-11 | 7.02354296365347e-12 |
322 | 0.99999999998003 | 3.99398618129342e-11 | 1.99699309064671e-11 |
323 | 0.999999999947663 | 1.04674547478711e-10 | 5.23372737393556e-11 |
324 | 0.99999999985299 | 2.94019761764038e-10 | 1.47009880882019e-10 |
325 | 0.999999999591898 | 8.16203944630595e-10 | 4.08101972315298e-10 |
326 | 0.999999998889316 | 2.22136802938127e-09 | 1.11068401469064e-09 |
327 | 0.999999997004443 | 5.99111438206609e-09 | 2.99555719103305e-09 |
328 | 0.999999991902809 | 1.61943814679779e-08 | 8.09719073398893e-09 |
329 | 0.999999981033625 | 3.79327492716366e-08 | 1.89663746358183e-08 |
330 | 0.999999972168874 | 5.56622520996148e-08 | 2.78311260498074e-08 |
331 | 0.999999937545262 | 1.24909475137274e-07 | 6.24547375686368e-08 |
332 | 0.999999872927532 | 2.54144936381312e-07 | 1.27072468190656e-07 |
333 | 0.999999777886353 | 4.44227294718786e-07 | 2.22113647359393e-07 |
334 | 0.999999745930718 | 5.08138564853663e-07 | 2.54069282426831e-07 |
335 | 0.9999999043372 | 1.91325600153125e-07 | 9.56628000765623e-08 |
336 | 0.999999992238367 | 1.55232668572831e-08 | 7.76163342864154e-09 |
337 | 0.999999991298733 | 1.74025346836289e-08 | 8.70126734181445e-09 |
338 | 0.999999999521827 | 9.56346521853844e-10 | 4.78173260926922e-10 |
339 | 0.999999999998061 | 3.87875839560355e-12 | 1.93937919780177e-12 |
340 | 0.999999999999199 | 1.6013725082178e-12 | 8.00686254108899e-13 |
341 | 0.999999999998003 | 3.99456095298932e-12 | 1.99728047649466e-12 |
342 | 0.99999999998559 | 2.88207096462783e-11 | 1.44103548231391e-11 |
343 | 0.999999999949122 | 1.01755322118956e-10 | 5.08776610594779e-11 |
344 | 0.999999999821067 | 3.57866689292195e-10 | 1.78933344646097e-10 |
345 | 0.999999999416608 | 1.16678344769811e-09 | 5.83391723849056e-10 |
346 | 0.999999999490839 | 1.01832183021305e-09 | 5.09160915106525e-10 |
347 | 0.999999995654073 | 8.69185374653755e-09 | 4.34592687326877e-09 |
348 | 0.999999971952114 | 5.60957722177155e-08 | 2.80478861088578e-08 |
349 | 0.999999832284816 | 3.35430368354108e-07 | 1.67715184177054e-07 |
350 | 0.999999864903579 | 2.70192842196967e-07 | 1.35096421098483e-07 |
351 | 0.999998644680549 | 2.71063890215818e-06 | 1.35531945107909e-06 |
352 | 0.999987712695788 | 2.45746084236388e-05 | 1.22873042118194e-05 |
353 | 0.99999904203645 | 1.91592710097278e-06 | 9.57963550486392e-07 |
354 | 0.99998720359786 | 2.55928042804135e-05 | 1.27964021402067e-05 |
355 | 0.999944612702194 | 0.000110774595611853 | 5.53872978059265e-05 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 294 | 0.837606837606838 | NOK |
5% type I error level | 309 | 0.88034188034188 | NOK |
10% type I error level | 320 | 0.911680911680912 | NOK |