Multiple Linear Regression - Estimated Regression Equation
Total_SA[t] = -8.35563330853932 -0.056998745698594Brent[t] + 0.213609622298348WTI[t] + 0.0100191400524719Cac40[t] -0.0933746376314878M1[t] -0.102280872799912M2[t] -0.0460718368952181M3[t] -0.0809117289927951M4[t] -0.146763300701186M5[t] -0.161896243906714M6[t] -0.155790284737118M7[t] -0.246617898982854M8[t] -0.182558503438342M9[t] -0.0142231980012396M10[t] + 0.0391640386593835M11[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-8.355633308539321.007603-8.292600
Brent-0.0569987456985940.019001-2.99970.0029820.001491
WTI0.2136096222983480.01911211.176600
Cac400.01001914005247190.0003330.391100
M1-0.09337463763148780.225386-0.41430.6790270.339513
M2-0.1022808727999120.225567-0.45340.6506360.325318
M3-0.04607183689521810.225588-0.20420.8383440.419172
M4-0.08091172899279510.225431-0.35890.7199650.359982
M5-0.1467633007011860.225412-0.65110.5156020.257801
M6-0.1618962439067140.225377-0.71830.4732370.236619
M7-0.1557902847371180.225335-0.69140.489990.244995
M8-0.2466178989828540.228018-1.08160.280510.140255
M9-0.1825585034383420.228038-0.80060.4241650.212083
M10-0.01422319800123960.227961-0.06240.9503010.47515
M110.03916403865938350.2279540.17180.8637320.431866


Multiple Linear Regression - Regression Statistics
Multiple R0.951177143091833
R-squared0.904737957540341
Adjusted R-squared0.899272102645115
F-TEST (value)165.525425552461
F-TEST (DF numerator)14
F-TEST (DF denominator)244
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.738522847212025
Sum Squared Residuals133.081502988414


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
138.5839.9869288625779-1.4069288625779
238.4839.8479938099525-1.36799380995255
338.5640.0182887742429-1.45828877424293
438.2539.2138538741512-0.963853874151186
537.9738.8366074105272-0.866607410527207
638.4238.877752062264-0.457752062264034
738.639.2916998893172-0.691699889317219
838.338.9282166701312-0.62821667013118
938.2238.8131821513029-0.593182151302898
1038.2238.6206297082329-0.400629708232886
1138.2238.5468815413148-0.326881541314798
1236.9837.4852464961817-0.50524649618174
1337.4338.0793911043902-0.649391104390233
1437.5238.0772065178967-0.557206517896667
1537.9838.3565039578353-0.376503957835313
1637.8337.9304925989545-0.100492598954512
173838.1230212960305-0.123021296030486
1837.737.8190066048747-0.119006604874717
1937.8837.85633014996910.0236698500309273
2039.0238.57271360069520.447286399304847
2138.8438.16039397454150.679606025458508
2239.4438.68138985573870.758610144261293
2339.1238.51003287760330.609967122396744
2438.8238.52575151957250.294248480427539
2538.9938.39214064016260.597859359837397
2638.3937.79610818412610.593891815873943
2738.7138.10782955935390.602170440646129
2838.4338.1401775598780.289822440121972
2938.6738.04149331556130.628506684438666
3038.4537.71056843217230.739431567827743
3139.3438.37498166670030.96501833329975
3239.638.64420029865450.955799701345499
3339.8439.04038035614590.799619643854127
344039.19588954140950.804110458590515
3539.5538.9384813860130.61151861398696
3638.538.26033496530040.239665034699577
3738.1338.3131434424927-0.183143442492677
3838.7538.70491317323480.0450868267651732
3938.238.3773828459596-0.177382845959548
4038.3938.7999704905993-0.409970490599298
4138.2938.9193577958102-0.6293577958102
4238.7339.4868870925839-0.756887092583949
4338.3338.7337002127578-0.403700212757797
4438.7338.63112072174010.0988792782599269
4539.0638.71059401711740.34940598288265
4639.2839.20227611258650.0777238874135281
4738.638.26516601817820.334833981821775
4839.6839.20805107066760.471948929332411
4939.6138.60020273825641.00979726174361
5040.7439.5434612216471.19653877835303
5140.5539.46704942226621.08295057773381
5240.840.08113217171730.71886782828266
5340.8139.37440302992081.43559697007916
5441.4740.10376725128851.36623274871149
554140.02967763692440.970322363075649
5641.4240.1709273770871.24907262291299
5741.8440.61281401463151.22718598536855
5840.8940.00650411945370.883495880546291
5941.0540.20421215756130.845787842438748
6041.240.22605900408020.973940995919798
6140.4540.09016204602880.359837953971224
6240.5540.29404427354840.255955726451647
6340.540.28400552288480.215994477115179
6439.2339.21200577907240.0179942209275707
6539.4239.06934819049880.350651809501203
6640.0540.1801543297506-0.130154329750639
6739.739.993761483883-0.293761483882973
6839.1739.8046571945316-0.634657194531556
6939.4240.1595131100433-0.73951311004334
7039.2440.383636920294-1.14363692029401
7139.640.5194530393924-0.919453039392386
7239.3840.2154522238957-0.835452223895706
7339.3839.9895408950369-0.609540895036942
7439.840.3048575823273-0.504857582327343
7540.4540.84885389802-0.398853898019995
7640.4540.27441516319130.175584836808651
7740.3840.4223835051513-0.0423835051513307
7840.2540.2162539947440.0337460052559592
7940.0340.1375075145446-0.107507514544574
804039.98211044059640.0178895594035808
8139.7639.8439859238109-0.083985923810947
8239.9639.82427489394350.135725106056538
834040.2162792999857-0.216279299985681
8439.940.230093503097-0.330093503097016
8539.7640.1684318013078-0.408431801307779
8638.939.781832162899-0.88183216289898
8738.9239.4628779604446-0.54287796044458
8837.3437.9164229295918-0.576422929591797
8937.9939.0172453327061-1.02724533270611
9037.638.6011528851053-1.00115288510529
9137.4538.8264448479826-1.37644484798254
9237.3538.3071244607783-0.957124460778273
9336.1237.6547626612372-1.5347626612372
9434.8336.3428686558778-1.51286865587775
9534.8336.1201678191516-1.29016781915159
9635.3936.2262109413737-0.83621094137372
9736.0536.9670820633508-0.917082063350762
9836.6637.803836925734-1.14383692573399
9936.5437.4921610345774-0.952161034577401
10035.8736.9149124208835-1.04491242088348
10136.0136.9059473158834-0.895947315883391
10236.0336.9129030749942-0.882903074994183
10335.6336.2820534344668-0.652053434466814
10436.0436.3381928495717-0.29819284957169
10535.9636.5786275266156-0.618627526615625
10635.9435.90213297776030.0378670222397089
10736.0636.3546260411568-0.294626041156832
10836.5236.7808123930046-0.26081239300462
10936.9137.3878782331135-0.477878233113474
11037.0537.4788884654459-0.428888465445945
11135.9837.24173135615-1.26173135614998
11235.536.6328950508901-1.13289505089014
11334.0435.0723000899815-1.03230008998152
11434.235.141082763779-0.941082763778999
11533.6334.5804539357212-0.950453935721178
11633.8435.1037545326789-1.2637545326789
11734.4135.9121373290166-1.50213732901662
11834.8436.4478082130441-1.60780821304413
11935.236.2583767010331-1.05837670103305
12035.336.0631974205381-0.763197420538064
12134.835.3020222132719-0.502022213271923
12235.4335.37373249086060.0562675091394129
12334.8834.72662472441260.153375275587443
12434.8134.4821565911160.327843408883999
12534.8334.65681520876030.173184791239719
12634.734.40069130322690.299308696773128
12734.5934.5411832259470.0488167740530286
12834.7734.58526199094440.184738009055584
12934.834.48458444881030.315415551189671
13034.3234.413661442088-0.093661442087973
13133.9634.1594688879646-0.199468887964586
1323434.1979067706333-0.197906770633254
13334.7734.03437190834680.735628091653238
13434.5334.26789598351330.262104016486653
13535.235.10120870713450.0987912928655252
13635.0633.55237125563531.5076287443647
13735.1833.86634847968691.31365152031314
1383533.57842189948271.42157810051733
13934.4933.31059679334641.17940320665356
14035.1534.19086326977920.95913673022078
14134.5933.6943994707890.895600529211054
14234.6533.4351213694691.21487863053105
14334.5933.82855360092490.761446399075078
14434.9234.74064576310670.179354236893309
14534.3734.3710968961763-0.00109689617634932
14634.4734.7373346109086-0.267334610908573
14735.1335.3506999027829-0.220699902782864
14835.1535.3573104234853-0.207310423485261
14934.4834.8820143363655-0.402014336365464
15034.9134.9989685719897-0.0889685719896729
15135.9535.61535169000560.334648309994369
15235.5235.736492578803-0.216492578802962
15336.1636.10154753430230.0584524656976786
15436.1536.2287495112991-0.0787495112990582
15536.0736.3608361228558-0.290836122855769
15636.536.7753091294625-0.275309129462503
15736.5136.29775986071460.212240139285403
15836.2335.9766365757550.25336342424496
15935.9135.51293901293610.397060987063875
16035.5635.30586040386530.254139596134732
16136.4536.29857623602560.151423763974357
16236.3436.5700603515414-0.230060351541378
16337.3237.28996249529030.0300375047097059
16437.4737.7949725000918-0.324972500091793
16536.9836.87641453565980.1035854643402
16636.4236.8944988463184-0.47449884631837
16737.0437.6777045400244-0.637704540024433
16837.1537.4643846211915-0.314384621191548
16937.1337.4724431473726-0.342443147372576
17038.2138.2675182838007-0.057518283800736
17137.9138.1963999383675-0.286399938367465
17238.439.3879620661265-0.987962066126523
17339.1239.8136191115893-0.693619111589321
17438.0539.3915815685749-1.34158156857489
17537.8339.2149347982999-1.38493479829989
17638.0239.8132507397624-1.79325073976238
17738.4340.268597252531-1.83859725253103
17840.9440.86654192608310.0734580739169431
17940.7540.68648223572010.0635177642798479
18041.0640.72509220400820.334907795991808
18141.6941.40345048202860.286549517971363
18241.7341.14105396982370.588946030176325
18342.3442.02915626858650.310843731413476
18442.5442.8776485340913-0.337648534091254
18542.543.1123882550755-0.612388255075535
18642.7842.9803479450122-0.200347945012227
18742.6542.64616924584010.00383075415992009
1884241.9383770675220.0616229324780011
18942.341.96604502725830.333954972741674
19042.0241.90745187294850.112548127051527
19141.5241.08225698977740.437743010222633
19241.7740.5855465049511.18445349504905
19342.4341.90661814788370.523381852116323
19442.4342.07898695870810.351013041291861
19542.4841.9316791252150.548320874784966
19642.0141.46898843342820.541011566571756
19741.9941.71717196691490.272828033085103
19842.0141.34400150692390.665998493076088
19942.0541.32350412201790.726495877982098
20041.8440.98963849602060.850361503979359
20141.7941.25409053665690.535909463343115
20241.8241.44160806190920.378391938090774
20341.8741.23420644999410.635793550005904
20441.6641.01507293189970.644927068100333
20541.1940.43931901311490.750680986885049
20640.9940.53772545322680.452274546773177
20741.1540.23139891574670.918601084253267
20840.9540.56116071623380.388839283766238
20940.6740.55955429066470.110445709335342
21041.140.85611371307580.243886286924187
21140.8840.64294097244260.237059027557381
21240.9340.65855355768760.27144644231236
21340.8941.0428028865249-0.152802886524881
21440.9741.6714436281355-0.701443628135529
21540.8741.2152179500539-0.34521795005392
21640.5641.0626878491012-0.502687849101192
21740.4740.2820210610230.187978938976992
21840.0139.80189771210810.208102287891904
21940.2340.6188586286451-0.388858628645063
22040.4540.890012249221-0.440012249221012
22140.340.6554266071102-0.355426607110186
22240.3840.6335079832618-0.253507983261781
22339.9540.6546357607611-0.704635760761071
22439.7440.2166815696507-0.47668156965067
22540.3740.29028308923780.0797169107622399
22640.0540.00651012035480.0434898796452327
22740.1440.09338329014350.0466167098565104
22839.4239.7123990478956-0.29239904789555
22938.9739.3445966341629-0.374596634162861
23039.0639.2785336338679-0.218533633867918
23139.8639.29836662662550.561633373374514
23240.4939.18432667862171.30567332137827
23339.9938.81749097131351.17250902868654
23439.9438.69583284426661.24416715573339
23539.9738.71762876298391.25237123701613
23640.2139.4864456660420.723554333958008
23740.3939.83256740526490.557432594735149
23839.9539.74700305404890.202996945951115
23939.4639.37303533458160.0869646654184475
24039.0739.2485040005259-0.178504000525945
24138.6438.61103542881270.0289645711872983
24238.9638.75162797993210.208372020067869
24338.5738.32231842619560.247681573804449
24437.8438.0324738867658-0.192473886765749
24537.3637.4541659293674-0.0941659293674083
24637.0837.6723078927333-0.592307892733285
24736.4536.7365443791937-0.286544379193736
24837.0236.24644441723150.773555582768463
24937.6836.55227674850211.12772325149792
25037.6736.37999916900481.2900008309952
25138.5537.40517771656961.14482228343039
25238.1637.1912416395130.968758360487037
25338.9637.78036338037441.17963661962558
25438.0537.09391403068330.956085969316743
25538.7737.84366539161750.926334608382514
25638.7637.89345072248030.866549277519652
25738.8637.69432132505511.16567867494492
25838.4937.50863592835430.981364071645725
25938.2937.20993698160471.08006301839527


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
180.0358726564376410.07174531287528210.964127343562359
190.009318808790816710.01863761758163340.990681191209183
200.01492488837573710.02984977675147420.985075111624263
210.01220405116521770.02440810233043540.987795948834782
220.006719071216012550.01343814243202510.993280928783987
230.002821306938252740.005642613876505490.997178693061747
240.0236854789246720.04737095784934410.976314521075328
250.0152466799085380.0304933598170760.984753320091462
260.007418343941727410.01483668788345480.992581656058273
270.003479514639970240.006959029279940490.99652048536003
280.003720402867556520.007440805735113030.996279597132444
290.005877634803173890.01175526960634780.994122365196826
300.007963032623123140.01592606524624630.992036967376877
310.007519951644393040.01503990328878610.992480048355607
320.00499939608433290.00999879216866580.995000603915667
330.003337080340766340.006674160681532690.996662919659234
340.004200907358771540.008401814717543080.995799092641228
350.00277243529707870.005544870594157410.997227564702921
360.001528004793297140.003056009586594280.998471995206703
370.002192672617882630.004385345235765260.997807327382117
380.008689376017600580.01737875203520120.991310623982399
390.008687182749460130.01737436549892030.99131281725054
400.01012285960533530.02024571921067060.989877140394665
410.00776544239678890.01553088479357780.992234557603211
420.005824960671969730.01164992134393950.99417503932803
430.004385997006503460.008771994013006920.995614002993497
440.002879021245015730.005758042490031470.997120978754984
450.00293579019512760.005871580390255210.997064209804872
460.003439259246615150.006878518493230310.996560740753385
470.002953802468005760.005907604936011530.997046197531994
480.00833517155974630.01667034311949260.991664828440254
490.02963950125153740.05927900250307470.970360498748463
500.1548756790095550.309751358019110.845124320990445
510.3202943674231920.6405887348463830.679705632576808
520.4191094412422590.8382188824845180.580890558757741
530.5312045518625250.9375908962749510.468795448137475
540.6111221221146970.7777557557706070.388877877885303
550.5988572908246240.8022854183507510.401142709175376
560.6152908290408420.7694183419183160.384709170959158
570.6165723322875210.7668553354249590.383427667712479
580.6028498039208750.794300392158250.397150196079125
590.5942505156698260.8114989686603470.405749484330174
600.5903540825500340.8192918348999320.409645917449966
610.5690534857288510.8618930285422970.430946514271149
620.5339591241774810.9320817516450380.466040875822519
630.4967427731422060.9934855462844120.503257226857794
640.4720295738223530.9440591476447060.527970426177647
650.4678810110029470.9357620220058940.532118988997053
660.4856966130694640.9713932261389280.514303386930536
670.4890797007239820.9781594014479640.510920299276018
680.4867170802585970.9734341605171950.513282919741403
690.5033922870150120.9932154259699750.496607712984988
700.565354981426490.869290037147020.43464501857351
710.575383624453860.8492327510922790.42461637554614
720.5807787052089290.8384425895821430.419221294791071
730.5431674631350740.9136650737298510.456832536864926
740.5031448812626160.9937102374747680.496855118737384
750.460982086496730.921964172993460.53901791350327
760.4288158666145490.8576317332290980.571184133385451
770.3908967206588010.7817934413176030.609103279341199
780.3583462909264580.7166925818529150.641653709073542
790.3239464895254950.6478929790509910.676053510474504
800.2907597806464090.5815195612928180.709240219353591
810.2583879451574530.5167758903149060.741612054842547
820.2313890471795710.4627780943591420.768610952820429
830.2059211223014610.4118422446029230.794078877698539
840.1876322904585090.3752645809170170.812367709541491
850.1635763825496830.3271527650993660.836423617450317
860.1497444559902180.2994889119804360.850255544009782
870.1294916638223430.2589833276446860.870508336177657
880.1135753399865630.2271506799731270.886424660013437
890.1053324914152410.2106649828304830.894667508584759
900.09675451744449310.1935090348889860.903245482555507
910.1210691352427570.2421382704855150.878930864757243
920.114204714131180.2284094282623590.88579528586882
930.1404224050884360.2808448101768720.859577594911564
940.1443119044879750.288623808975950.855688095512025
950.1410569548821980.2821139097643970.858943045117802
960.1284028340365390.2568056680730780.871597165963461
970.1186549729696810.2373099459393620.881345027030319
980.1187421849851180.2374843699702370.881257815014882
990.1114135399450460.2228270798900910.888586460054954
1000.1079260251244790.2158520502489570.892073974875521
1010.1006515551909830.2013031103819660.899348444809017
1020.09409124168593980.188182483371880.90590875831406
1030.08509684382633470.1701936876526690.914903156173665
1040.07161210505795890.1432242101159180.928387894942041
1050.06405709961956260.1281141992391250.935942900380437
1060.05327678813503880.1065535762700780.946723211864961
1070.04455786588514730.08911573177029450.955442134114853
1080.03892158154765660.07784316309531330.961078418452343
1090.03408046419078880.06816092838157760.965919535809211
1100.02893354212046050.0578670842409210.971066457879539
1110.04162485133192720.08324970266385440.958375148668073
1120.05480775582204410.1096155116440880.945192244177956
1130.05969426868162370.1193885373632470.940305731318376
1140.06319498511913160.1263899702382630.936805014880868
1150.06822905972756610.1364581194551320.931770940272434
1160.08472446283943520.169448925678870.915275537160565
1170.1324020410275810.2648040820551620.867597958972419
1180.2131548720083160.4263097440166330.786845127991684
1190.23894753726810.4778950745362010.7610524627319
1200.2390543873551920.4781087747103840.760945612644808
1210.2460131629060390.4920263258120790.753986837093961
1220.2515251751211720.5030503502423440.748474824878828
1230.2824483140142110.5648966280284220.717551685985789
1240.2889386400174420.5778772800348830.711061359982558
1250.2752976645153940.5505953290307870.724702335484606
1260.2526841376855260.5053682753710530.747315862314474
1270.2312442267181250.4624884534362510.768755773281875
1280.2037479422758610.4074958845517230.796252057724139
1290.1797357931945180.3594715863890360.820264206805482
1300.1664283660444580.3328567320889170.833571633955542
1310.1574451580243980.3148903160487960.842554841975602
1320.1499779296298470.2999558592596940.850022070370153
1330.1523339937222210.3046679874444420.847666006277779
1340.1372719432036030.2745438864072060.862728056796397
1350.1204824775991560.2409649551983130.879517522400844
1360.1474164563289320.2948329126578650.852583543671068
1370.1694298871459860.3388597742919730.830570112854014
1380.208094738616290.4161894772325790.79190526138371
1390.2155582277304030.4311164554608070.784441772269597
1400.2314795759369920.4629591518739850.768520424063008
1410.2319331300679020.4638662601358040.768066869932098
1420.2676976541113920.5353953082227840.732302345888608
1430.2660124198084530.5320248396169050.733987580191547
1440.2441438297452230.4882876594904460.755856170254777
1450.218800327451260.4376006549025210.78119967254874
1460.199343017549610.398686035099220.80065698245039
1470.1868182225714250.3736364451428490.813181777428575
1480.1766805756443160.3533611512886320.823319424355684
1490.1838333254297120.3676666508594240.816166674570288
1500.1703656967873340.3407313935746690.829634303212666
1510.1649973076822460.3299946153644910.835002692317754
1520.147347444391390.294694888782780.85265255560861
1530.1337054499735770.2674108999471530.866294550026424
1540.1256406182777530.2512812365555060.874359381722247
1550.1175706945160470.2351413890320940.882429305483953
1560.1207665456752320.2415330913504640.879233454324768
1570.1047167563152850.2094335126305710.895283243684715
1580.09063372580129670.1812674516025930.909366274198703
1590.07802919111550590.1560583822310120.921970808884494
1600.0680001353036690.1360002706073380.931999864696331
1610.05760658843365950.1152131768673190.94239341156634
1620.04817234999265260.09634469998530520.951827650007347
1630.04016928393258650.0803385678651730.959830716067414
1640.03343117354853390.06686234709706790.966568826451466
1650.02794466023249520.05588932046499050.972055339767505
1660.02446272487913770.04892544975827530.975537275120862
1670.02467172095960610.04934344191921230.975328279040394
1680.02136010591093080.04272021182186160.978639894089069
1690.02008610013437830.04017220026875660.979913899865622
1700.01625420635082180.03250841270164370.983745793649178
1710.01468957252835640.02937914505671280.985310427471644
1720.02478468530130670.04956937060261330.975215314698693
1730.02878223450990370.05756446901980730.971217765490096
1740.08051335763422850.1610267152684570.919486642365771
1750.2102147717246370.4204295434492730.789785228275363
1760.6503701847653720.6992596304692560.349629815234628
1770.9858267517700610.02834649645987860.0141732482299393
1780.9868192127264280.02636157454714480.0131807872735724
1790.9900051976089010.01998960478219710.00999480239109856
1800.9902817135570340.01943657288593110.00971828644296553
1810.9904748950685350.01905020986292930.00952510493146463
1820.9900333413072130.01993331738557330.00996665869278665
1830.9897407403693420.0205185192613150.0102592596306575
1840.9902266357206550.01954672855868960.00977336427934479
1850.9913835434079130.01723291318417320.0086164565920866
1860.9897015788034710.02059684239305840.0102984211965292
1870.9876710600124590.02465787997508120.0123289399875406
1880.9867379555730620.02652408885387660.0132620444269383
1890.9858842614991990.02823147700160240.0141157385008012
1900.9834848249025740.03303035019485180.0165151750974259
1910.9831708923483890.03365821530322190.0168291076516109
1920.9926372111157420.01472557776851680.00736278888425842
1930.9916713582265290.01665728354694140.00832864177347068
1940.9899374684510580.02012506309788310.0100625315489416
1950.9883073528523850.02338529429522980.0116926471476149
1960.9866165360775810.02676692784483880.0133834639224194
1970.983305207539120.03338958492175980.0166947924608799
1980.9835695293840160.0328609412319690.0164304706159845
1990.9860873465253310.02782530694933770.0139126534746689
2000.9883837973093520.02323240538129550.0116162026906477
2010.9870753482093210.02584930358135790.0129246517906789
2020.9841717252280390.03165654954392220.0158282747719611
2030.9816610433523190.03667791329536220.0183389566476811
2040.9831804185046540.03363916299069110.0168195814953456
2050.9842655870764170.03146882584716530.0157344129235827
2060.9826596050712840.03468078985743270.0173403949287163
2070.9850171230054520.02996575398909690.0149828769945484
2080.9815973508082510.03680529838349740.0184026491917487
2090.9764667102278120.04706657954437710.0235332897721885
2100.9695247178063120.06095056438737580.0304752821936879
2110.9610949652114610.07781006957707770.0389050347885388
2120.9502468911544560.09950621769108850.0497531088455442
2130.9368375474985620.1263249050028750.0631624525014376
2140.9279034848197630.1441930303604750.0720965151802374
2150.9103367977789960.1793264044420070.0896632022210035
2160.8852801403669560.2294397192660890.114719859633044
2170.8637010294126670.2725979411746660.136298970587333
2180.8377198461765090.3245603076469830.162280153823492
2190.8028925110145870.3942149779708260.197107488985413
2200.7763411655639610.4473176688720780.223658834436039
2210.7372079279930390.5255841440139220.262792072006961
2220.6866626547938380.6266746904123240.313337345206162
2230.7033587933900140.5932824132199720.296641206609986
2240.7400501660833690.5198996678332620.259949833916631
2250.742661446037480.514677107925040.25733855396252
2260.744531857747810.510936284504380.25546814225219
2270.7592618172779630.4814763654440730.240738182722037
2280.7694879909790450.4610240180419110.230512009020955
2290.8718120989622790.2563758020754430.128187901037721
2300.9624308236175250.07513835276494990.0375691763824749
2310.9475845365903830.1048309268192340.0524154634096171
2320.9408400261785750.118319947642850.059159973821425
2330.940172442405760.119655115188480.0598275575942401
2340.974262848226570.05147430354685970.0257371517734299
2350.9971357586277170.005728482744566070.00286424137228304
2360.9982048492161470.003590301567706380.00179515078385319
2370.9947805844578690.01043883108426280.0052194155421314
2380.9980650830012770.003869833997445920.00193491699872296
2390.9967256104787020.006548779042595310.00327438952129766
2400.9914836233052830.01703275338943310.00851637669471657
2410.9765846346146690.04683073077066130.0234153653853306


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level180.0803571428571429NOK
5% type I error level770.34375NOK
10% type I error level940.419642857142857NOK