Multiple Linear Regression - Estimated Regression Equation |
Y_t[t] = + 13.2907280296004 -0.368425731377247X_1t[t] + 0.0437427998472926X_2t[t] + 0.0174641693390636X_3t[t] + 0.0481096813814307X_4t[t] + 0.81384209306755X_5t[t] + 0.0293493833358802X_6t[t] -0.00324891555912615t + 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) | 13.2907280296004 | 2.390117 | 5.5607 | 0 | 0 |
X_1t | -0.368425731377247 | 0.050782 | -7.255 | 0 | 0 |
X_2t | 0.0437427998472926 | 0.04738 | 0.9232 | 0.357327 | 0.178663 |
X_3t | 0.0174641693390636 | 0.049358 | 0.3538 | 0.723954 | 0.361977 |
X_4t | 0.0481096813814307 | 0.133285 | 0.361 | 0.718629 | 0.359314 |
X_5t | 0.81384209306755 | 0.325885 | 2.4973 | 0.013565 | 0.006782 |
X_6t | 0.0293493833358802 | 0.015242 | 1.9255 | 0.056007 | 0.028004 |
t | -0.00324891555912615 | 0.003354 | -0.9687 | 0.334206 | 0.167103 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.601314228778046 |
R-squared | 0.361578801730936 |
Adjusted R-squared | 0.33255965635507 |
F-TEST (value) | 12.4600086269818 |
F-TEST (DF numerator) | 7 |
F-TEST (DF denominator) | 154 |
p-value | 1.35669253609194e-12 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.90976435464058 |
Sum Squared Residuals | 561.668783099383 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 14 | 14.7645969472198 | -0.764596947219812 |
2 | 18 | 15.7046989125972 | 2.2953010874028 |
3 | 11 | 13.983236011679 | -2.98323601167903 |
4 | 12 | 13.8623244187872 | -1.86232441878721 |
5 | 16 | 11.992923215474 | 4.00707678452601 |
6 | 18 | 14.9355070567797 | 3.0644929432203 |
7 | 14 | 10.6234988397205 | 3.37650116027948 |
8 | 14 | 15.6448691533024 | -1.64486915330244 |
9 | 15 | 15.7770255265547 | -0.777025526554685 |
10 | 15 | 14.8277810710351 | 0.17221892896491 |
11 | 17 | 15.0114993397187 | 1.98850066028133 |
12 | 19 | 15.8733997760669 | 3.1266002239331 |
13 | 10 | 12.9375417696914 | -2.93754176969136 |
14 | 16 | 13.931820945473 | 2.06817905452704 |
15 | 18 | 16.2703864710066 | 1.72961352899337 |
16 | 14 | 12.8879153700208 | 1.11208462997923 |
17 | 14 | 13.457829530062 | 0.542170469937996 |
18 | 17 | 16.0045173414491 | 0.995482658550939 |
19 | 14 | 14.9651503962404 | -0.965150396240434 |
20 | 16 | 14.0322050304273 | 1.96779496957268 |
21 | 18 | 15.6373362971715 | 2.36266370282852 |
22 | 11 | 13.8226983526773 | -2.82269835267729 |
23 | 14 | 14.6875418495768 | -0.687541849576753 |
24 | 12 | 14.0149546991041 | -2.01495469910406 |
25 | 17 | 14.8161317616697 | 2.18386823833025 |
26 | 9 | 16.1742987592141 | -7.17429875921408 |
27 | 16 | 14.8355243956245 | 1.16447560437547 |
28 | 14 | 13.8096233304245 | 0.190376669575521 |
29 | 15 | 14.2158637154949 | 0.78413628450508 |
30 | 11 | 13.4618193908899 | -2.46181939088987 |
31 | 16 | 15.8565509700201 | 0.143449029979929 |
32 | 13 | 12.1709361284299 | 0.829063871570053 |
33 | 17 | 15.5016060544593 | 1.49839394554066 |
34 | 15 | 15.6734280005745 | -0.673428000574544 |
35 | 14 | 13.5197920969035 | 0.480207903096474 |
36 | 16 | 15.3669237490867 | 0.633076250913257 |
37 | 9 | 10.5678928826018 | -1.56789288260184 |
38 | 15 | 13.9565796698158 | 1.04342033018424 |
39 | 17 | 15.44103644169 | 1.55896355830996 |
40 | 13 | 14.6107703654412 | -1.61077036544118 |
41 | 15 | 15.1138796367695 | -0.113879636769532 |
42 | 16 | 14.1992631953206 | 1.80073680467943 |
43 | 16 | 14.90628403965 | 1.09371596035001 |
44 | 12 | 12.6732419423672 | -0.673241942367152 |
45 | 12 | 14.9698400208794 | -2.96984002087944 |
46 | 11 | 14.4891256888219 | -3.48912568882192 |
47 | 15 | 15.9677475547295 | -0.967747554729514 |
48 | 15 | 15.2151061638429 | -0.215106163842915 |
49 | 17 | 13.8880589654639 | 3.11194103453615 |
50 | 13 | 14.3946014866578 | -1.39460148665785 |
51 | 16 | 15.5951343472038 | 0.404865652796181 |
52 | 14 | 12.8557607789918 | 1.14423922100815 |
53 | 11 | 11.3926398041221 | -0.39263980412209 |
54 | 12 | 13.9974482244811 | -1.99744822448107 |
55 | 12 | 13.9213792927973 | -1.92137929279727 |
56 | 15 | 14.8324095689902 | 0.167590431009791 |
57 | 16 | 14.5725597751362 | 1.42744022486378 |
58 | 15 | 15.5667070455814 | -0.566707045581421 |
59 | 12 | 14.8807049227627 | -2.88070492276273 |
60 | 12 | 13.6387073550046 | -1.63870735500457 |
61 | 8 | 10.0826608456212 | -2.0826608456212 |
62 | 13 | 14.2295924977003 | -1.22959249770029 |
63 | 11 | 14.9659621163183 | -3.96596211631832 |
64 | 14 | 13.5359540093534 | 0.46404599064663 |
65 | 15 | 13.7891412190898 | 1.21085878091016 |
66 | 10 | 14.6556872456105 | -4.6556872456105 |
67 | 11 | 12.822922919179 | -1.82292291917903 |
68 | 12 | 13.598678835977 | -1.59867883597703 |
69 | 15 | 14.4250766894343 | 0.574923310565651 |
70 | 15 | 13.2145711725476 | 1.78542882745243 |
71 | 14 | 13.5296989298638 | 0.470301070136167 |
72 | 16 | 13.1871350755725 | 2.81286492442754 |
73 | 15 | 14.7611965993196 | 0.238803400680355 |
74 | 15 | 14.9507518246078 | 0.0492481753921514 |
75 | 13 | 14.3370620524913 | -1.33706205249133 |
76 | 12 | 12.3014010918755 | -0.301401091875453 |
77 | 17 | 14.4864839914739 | 2.51351600852607 |
78 | 13 | 12.7134431413504 | 0.286556858649583 |
79 | 15 | 13.4038457461225 | 1.59615425387747 |
80 | 13 | 14.2776896267724 | -1.27768962677241 |
81 | 15 | 14.5470426717437 | 0.452957328256261 |
82 | 16 | 13.5833322997731 | 2.41666770022686 |
83 | 15 | 15.8870047869045 | -0.887004786904478 |
84 | 16 | 13.8351828087253 | 2.16481719127465 |
85 | 15 | 14.7652872815756 | 0.234712718424411 |
86 | 14 | 14.4265953211158 | -0.426595321115803 |
87 | 15 | 13.8437397471467 | 1.15626025285327 |
88 | 14 | 14.5406275100853 | -0.540627510085342 |
89 | 13 | 12.8826280546869 | 0.117371945313136 |
90 | 7 | 10.7873692673018 | -3.78736926730178 |
91 | 17 | 14.3324098263907 | 2.66759017360931 |
92 | 13 | 12.9470208120015 | 0.0529791879984996 |
93 | 15 | 14.7318802052087 | 0.268119794791319 |
94 | 14 | 13.5174778375425 | 0.482522162457533 |
95 | 13 | 15.3808615852566 | -2.38086158525664 |
96 | 16 | 15.4462854307947 | 0.553714569205341 |
97 | 12 | 13.1512838217478 | -1.15128382174777 |
98 | 14 | 15.0925181564119 | -1.09251815641193 |
99 | 17 | 14.4815223546315 | 2.51847764536853 |
100 | 15 | 14.7963363695323 | 0.203663630467684 |
101 | 17 | 15.6154952003123 | 1.38450479968774 |
102 | 12 | 12.4867043656095 | -0.486704365609537 |
103 | 16 | 15.193214499013 | 0.806785500986969 |
104 | 11 | 13.7233690624 | -2.72336906239999 |
105 | 15 | 13.475791171285 | 1.52420882871496 |
106 | 9 | 11.0947390196558 | -2.09473901965578 |
107 | 16 | 15.183833175733 | 0.816166824267037 |
108 | 15 | 12.7014496637099 | 2.29855033629012 |
109 | 10 | 12.2572852353521 | -2.25728523535211 |
110 | 10 | 10.0900295922271 | -0.0900295922270626 |
111 | 15 | 14.1063101462016 | 0.893689853798371 |
112 | 11 | 13.47356180207 | -2.47356180206998 |
113 | 13 | 15.6742040654581 | -2.67420406545814 |
114 | 14 | 11.6141082471316 | 2.38589175286844 |
115 | 18 | 14.7282091506964 | 3.27179084930365 |
116 | 16 | 14.9983068826327 | 1.00169311736732 |
117 | 14 | 13.6279929079246 | 0.372007092075396 |
118 | 14 | 14.384004663693 | -0.38400466369301 |
119 | 14 | 15.6851504844943 | -1.68515048449433 |
120 | 14 | 14.1706381958864 | -0.170638195886382 |
121 | 12 | 13.0672334333875 | -1.06723343338754 |
122 | 14 | 13.7500693895883 | 0.249930610411732 |
123 | 15 | 15.7845830723054 | -0.784583072305419 |
124 | 15 | 16.3957527169438 | -1.3957527169438 |
125 | 15 | 14.7750124995766 | 0.224987500423436 |
126 | 13 | 15.0004171450492 | -2.00041714504918 |
127 | 17 | 15.7555267834956 | 1.24447321650443 |
128 | 17 | 15.7531988105018 | 1.24680118949822 |
129 | 19 | 15.3117452660264 | 3.68825473397357 |
130 | 15 | 14.1149810140633 | 0.885018985936728 |
131 | 13 | 13.952999576838 | -0.952999576838019 |
132 | 9 | 10.3735726850007 | -1.37357268500072 |
133 | 15 | 15.667660105663 | -0.667660105662953 |
134 | 15 | 12.0267946770177 | 2.97320532298225 |
135 | 15 | 13.9656611791637 | 1.03433882083631 |
136 | 16 | 13.8894112780466 | 2.11058872195343 |
137 | 11 | 8.46243031456987 | 2.53756968543013 |
138 | 14 | 12.8088182082409 | 1.19118179175907 |
139 | 11 | 12.5485587956157 | -1.54855879561568 |
140 | 15 | 14.6764007357682 | 0.323599264231814 |
141 | 13 | 13.5634073535533 | -0.563407353553271 |
142 | 15 | 14.788661657414 | 0.211338342585951 |
143 | 16 | 13.1990918405324 | 2.80090815946763 |
144 | 14 | 14.8489780473143 | -0.848978047314341 |
145 | 15 | 13.2602931598363 | 1.7397068401637 |
146 | 16 | 15.3467342729639 | 0.653265727036127 |
147 | 16 | 14.1826137257965 | 1.81738627420348 |
148 | 11 | 13.0391584097818 | -2.03915840978183 |
149 | 12 | 13.9244310304227 | -1.92443103042268 |
150 | 9 | 11.1074321678012 | -2.10743216780117 |
151 | 16 | 15.1596804905477 | 0.840319509452312 |
152 | 13 | 13.1686873771301 | -0.168687377130148 |
153 | 16 | 15.1125656421135 | 0.88743435788652 |
154 | 12 | 14.7159992524867 | -2.71599925248668 |
155 | 9 | 11.9232274308056 | -2.92322743080558 |
156 | 13 | 12.1939532329009 | 0.806046767099104 |
157 | 13 | 12.7358413006583 | 0.264158699341699 |
158 | 14 | 13.7382258697763 | 0.261774130223738 |
159 | 19 | 15.2142777992526 | 3.78572220074736 |
160 | 13 | 15.8784214664055 | -2.87842146640554 |
161 | 12 | 12.6075313479335 | -0.607531347933514 |
162 | 13 | 12.9795642836161 | 0.0204357163839008 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
11 | 0.195384272585734 | 0.390768545171469 | 0.804615727414266 |
12 | 0.720076771103729 | 0.559846457792543 | 0.279923228896271 |
13 | 0.827938429694894 | 0.344123140610211 | 0.172061570305106 |
14 | 0.751217171920466 | 0.497565656159069 | 0.248782828079534 |
15 | 0.660449120605457 | 0.679101758789086 | 0.339550879394543 |
16 | 0.565664038616123 | 0.868671922767753 | 0.434335961383877 |
17 | 0.584283839259548 | 0.831432321480904 | 0.415716160740452 |
18 | 0.499466074950402 | 0.998932149900804 | 0.500533925049598 |
19 | 0.433806426664054 | 0.867612853328108 | 0.566193573335946 |
20 | 0.463447341050406 | 0.926894682100812 | 0.536552658949594 |
21 | 0.591749542371684 | 0.816500915256632 | 0.408250457628316 |
22 | 0.891276081041597 | 0.217447837916806 | 0.108723918958403 |
23 | 0.882798080391478 | 0.234403839217044 | 0.117201919608522 |
24 | 0.877199398180371 | 0.245601203639258 | 0.122800601819629 |
25 | 0.857888897888545 | 0.284222204222911 | 0.142111102111455 |
26 | 0.997718164081985 | 0.0045636718360309 | 0.00228183591801545 |
27 | 0.997098532163508 | 0.00580293567298326 | 0.00290146783649163 |
28 | 0.996118621888615 | 0.00776275622276992 | 0.00388137811138496 |
29 | 0.995052680598071 | 0.00989463880385748 | 0.00494731940192874 |
30 | 0.993945374197748 | 0.0121092516045047 | 0.00605462580225234 |
31 | 0.990834308670403 | 0.0183313826591945 | 0.00916569132959725 |
32 | 0.989149630788338 | 0.021700738423324 | 0.010850369211662 |
33 | 0.987112773008601 | 0.0257744539827988 | 0.0128872269913994 |
34 | 0.98266980045455 | 0.0346603990909002 | 0.0173301995454501 |
35 | 0.976557274444871 | 0.0468854511102573 | 0.0234427255551287 |
36 | 0.973425406805453 | 0.0531491863890943 | 0.0265745931945471 |
37 | 0.968824564010377 | 0.0623508719792465 | 0.0311754359896233 |
38 | 0.967225961393383 | 0.0655480772132338 | 0.0327740386066169 |
39 | 0.964047032526498 | 0.0719059349470032 | 0.0359529674735016 |
40 | 0.954731706482547 | 0.0905365870349069 | 0.0452682935174535 |
41 | 0.941302910170291 | 0.117394179659418 | 0.0586970898297088 |
42 | 0.936525354958401 | 0.126949290083198 | 0.0634746450415991 |
43 | 0.930770843290716 | 0.138458313418568 | 0.0692291567092838 |
44 | 0.912941442016352 | 0.174117115967296 | 0.0870585579836478 |
45 | 0.957169844013606 | 0.0856603119727873 | 0.0428301559863936 |
46 | 0.969155640986442 | 0.061688718027115 | 0.0308443590135575 |
47 | 0.963184341876587 | 0.0736313162468263 | 0.0368156581234131 |
48 | 0.953146340715031 | 0.0937073185699381 | 0.046853659284969 |
49 | 0.98204476485392 | 0.035910470292159 | 0.0179552351460795 |
50 | 0.97726323217608 | 0.0454735356478394 | 0.0227367678239197 |
51 | 0.971943200228461 | 0.0561135995430774 | 0.0280567997715387 |
52 | 0.967663047203263 | 0.0646739055934743 | 0.0323369527967372 |
53 | 0.957746666819821 | 0.084506666360358 | 0.042253333180179 |
54 | 0.953315312975261 | 0.0933693740494778 | 0.0466846870247389 |
55 | 0.94800674646708 | 0.103986507065839 | 0.0519932535329197 |
56 | 0.93526294388151 | 0.129474112236979 | 0.0647370561184895 |
57 | 0.93361069297192 | 0.132778614056161 | 0.0663893070280804 |
58 | 0.917087052220431 | 0.165825895559139 | 0.0829129477795694 |
59 | 0.924700791793579 | 0.150598416412841 | 0.0752992082064206 |
60 | 0.913923171652744 | 0.172153656694512 | 0.086076828347256 |
61 | 0.910532260146541 | 0.178935479706918 | 0.0894677398534592 |
62 | 0.892805848454656 | 0.214388303090688 | 0.107194151545344 |
63 | 0.933616206851402 | 0.132767586297195 | 0.0663837931485976 |
64 | 0.921742966011495 | 0.156514067977011 | 0.0782570339885054 |
65 | 0.915779001864803 | 0.168441996270393 | 0.0842209981351966 |
66 | 0.963835630843646 | 0.0723287383127085 | 0.0361643691563543 |
67 | 0.958865048242996 | 0.0822699035140082 | 0.0411349517570041 |
68 | 0.955263626944953 | 0.0894727461100941 | 0.044736373055047 |
69 | 0.954114733766163 | 0.0917705324676744 | 0.0458852662338372 |
70 | 0.962666814601878 | 0.0746663707962432 | 0.0373331853981216 |
71 | 0.957474186748968 | 0.0850516265020632 | 0.0425258132510316 |
72 | 0.9726545346087 | 0.0546909307826001 | 0.0273454653913001 |
73 | 0.965874977446368 | 0.0682500451072648 | 0.0341250225536324 |
74 | 0.95847384020985 | 0.0830523195803004 | 0.0415261597901502 |
75 | 0.953827401018739 | 0.092345197962523 | 0.0461725989812615 |
76 | 0.94152186639474 | 0.11695626721052 | 0.0584781336052599 |
77 | 0.955097131641799 | 0.0898057367164029 | 0.0449028683582014 |
78 | 0.94398368566722 | 0.112032628665559 | 0.0560163143327797 |
79 | 0.941884639656393 | 0.116230720687213 | 0.0581153603436067 |
80 | 0.937322256059857 | 0.125355487880285 | 0.0626777439401426 |
81 | 0.923980037154764 | 0.152039925690473 | 0.0760199628452363 |
82 | 0.932834398789671 | 0.134331202420658 | 0.0671656012103289 |
83 | 0.91952538416686 | 0.16094923166628 | 0.0804746158331399 |
84 | 0.92471766405569 | 0.150564671888619 | 0.0752823359443097 |
85 | 0.907591643969575 | 0.18481671206085 | 0.092408356030425 |
86 | 0.886690322260539 | 0.226619355478921 | 0.113309677739461 |
87 | 0.871759145127111 | 0.256481709745777 | 0.128240854872889 |
88 | 0.846558512257436 | 0.306882975485128 | 0.153441487742564 |
89 | 0.818206049929473 | 0.363587900141054 | 0.181793950070527 |
90 | 0.886976404185518 | 0.226047191628965 | 0.113023595814482 |
91 | 0.911879162942421 | 0.176241674115157 | 0.0881208370575787 |
92 | 0.891411081832743 | 0.217177836334514 | 0.108588918167257 |
93 | 0.868909474445954 | 0.262181051108092 | 0.131090525554046 |
94 | 0.84521760042497 | 0.30956479915006 | 0.15478239957503 |
95 | 0.85824333973043 | 0.283513320539139 | 0.14175666026957 |
96 | 0.832640923163221 | 0.334718153673557 | 0.167359076836779 |
97 | 0.812184023212157 | 0.375631953575686 | 0.187815976787843 |
98 | 0.795341236622635 | 0.409317526754731 | 0.204658763377365 |
99 | 0.813802973330759 | 0.372394053338482 | 0.186197026669241 |
100 | 0.779580301302585 | 0.440839397394829 | 0.220419698697415 |
101 | 0.760278774982511 | 0.479442450034978 | 0.239721225017489 |
102 | 0.723863671871368 | 0.552272656257263 | 0.276136328128632 |
103 | 0.688472536239098 | 0.623054927521805 | 0.311527463760902 |
104 | 0.757917104479906 | 0.484165791040189 | 0.242082895520094 |
105 | 0.752695272991124 | 0.494609454017753 | 0.247304727008876 |
106 | 0.788997718782627 | 0.422004562434746 | 0.211002281217373 |
107 | 0.754972228358201 | 0.490055543283599 | 0.245027771641799 |
108 | 0.766248084447175 | 0.46750383110565 | 0.233751915552825 |
109 | 0.799690415657752 | 0.400619168684496 | 0.200309584342248 |
110 | 0.765186176561868 | 0.469627646876264 | 0.234813823438132 |
111 | 0.73532908627874 | 0.529341827442521 | 0.26467091372126 |
112 | 0.77082675852666 | 0.458346482946681 | 0.22917324147334 |
113 | 0.801629304416926 | 0.396741391166148 | 0.198370695583074 |
114 | 0.815637136389206 | 0.368725727221587 | 0.184362863610794 |
115 | 0.86705224791732 | 0.26589550416536 | 0.13294775208268 |
116 | 0.839274588041766 | 0.321450823916467 | 0.160725411958234 |
117 | 0.818610094627649 | 0.362779810744703 | 0.181389905372351 |
118 | 0.780974841472328 | 0.438050317055343 | 0.219025158527672 |
119 | 0.773241953905015 | 0.453516092189971 | 0.226758046094985 |
120 | 0.73009365020721 | 0.53981269958558 | 0.26990634979279 |
121 | 0.687202941718384 | 0.625594116563232 | 0.312797058281616 |
122 | 0.648021369548616 | 0.703957260902769 | 0.351978630451384 |
123 | 0.610232936983086 | 0.779534126033828 | 0.389767063016914 |
124 | 0.597296624806455 | 0.80540675038709 | 0.402703375193545 |
125 | 0.551502782113182 | 0.896994435773636 | 0.448497217886818 |
126 | 0.670690747983856 | 0.658618504032287 | 0.329309252016144 |
127 | 0.624229738473315 | 0.751540523053371 | 0.375770261526685 |
128 | 0.584115439232691 | 0.831769121534619 | 0.415884560767309 |
129 | 0.653913751001881 | 0.692172497996238 | 0.346086248998119 |
130 | 0.59753803988013 | 0.80492392023974 | 0.40246196011987 |
131 | 0.583887546556384 | 0.832224906887231 | 0.416112453443616 |
132 | 0.611210023915015 | 0.77757995216997 | 0.388789976084985 |
133 | 0.562693559521416 | 0.874612880957167 | 0.437306440478584 |
134 | 0.55891167988122 | 0.88217664023756 | 0.44108832011878 |
135 | 0.504474777956663 | 0.991050444086673 | 0.495525222043337 |
136 | 0.451394362097479 | 0.902788724194957 | 0.548605637902521 |
137 | 0.465187176663014 | 0.930374353326028 | 0.534812823336986 |
138 | 0.448101949738845 | 0.89620389947769 | 0.551898050261155 |
139 | 0.393093483309656 | 0.786186966619312 | 0.606906516690344 |
140 | 0.320970516772366 | 0.641941033544733 | 0.679029483227634 |
141 | 0.258993084533768 | 0.517986169067536 | 0.741006915466232 |
142 | 0.199848213064431 | 0.399696426128863 | 0.800151786935569 |
143 | 0.257751768244866 | 0.515503536489733 | 0.742248231755134 |
144 | 0.220106600114998 | 0.440213200229997 | 0.779893399885002 |
145 | 0.199462761588325 | 0.39892552317665 | 0.800537238411675 |
146 | 0.140116864656866 | 0.280233729313732 | 0.859883135343134 |
147 | 0.153292906924379 | 0.306585813848757 | 0.846707093075622 |
148 | 0.120586805733152 | 0.241173611466303 | 0.879413194266848 |
149 | 0.0851012848633619 | 0.170202569726724 | 0.914898715136638 |
150 | 0.0700401833508057 | 0.140080366701611 | 0.929959816649194 |
151 | 0.036309157614879 | 0.0726183152297579 | 0.963690842385121 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 4 | 0.0283687943262411 | NOK |
5% type I error level | 12 | 0.0851063829787234 | NOK |
10% type I error level | 37 | 0.26241134751773 | NOK |