Multiple Linear Regression - Estimated Regression Equation |
I1[t] = + 5.09223733152745 + 0.366890283715879I2[t] + 0.250958877450976I3[t] + 0.268713785619825E1[t] -0.120117396410981E2[t] + 0.0271668030106582E3[t] -0.212280176771546A[t] + 0.0471967180591655Happiness[t] + 0.110270616085803Depression[t] + e[t] |
Multiple Linear Regression - Ordinary Least Squares | |||||
Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
(Intercept) | 5.09223733152745 | 2.863218 | 1.7785 | 0.077307 | 0.038654 |
I2 | 0.366890283715879 | 0.063472 | 5.7803 | 0 | 0 |
I3 | 0.250958877450976 | 0.050229 | 4.9963 | 2e-06 | 1e-06 |
E1 | 0.268713785619825 | 0.074991 | 3.5833 | 0.000455 | 0.000228 |
E2 | -0.120117396410981 | 0.05898 | -2.0366 | 0.043416 | 0.021708 |
E3 | 0.0271668030106582 | 0.061598 | 0.441 | 0.659813 | 0.329906 |
A | -0.212280176771546 | 0.083969 | -2.5281 | 0.012483 | 0.006241 |
Happiness | 0.0471967180591655 | 0.101567 | 0.4647 | 0.642816 | 0.321408 |
Depression | 0.110270616085803 | 0.075216 | 1.4661 | 0.144684 | 0.072342 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.746185770527199 |
R-squared | 0.556793204137269 |
Adjusted R-squared | 0.533618992588891 |
F-TEST (value) | 24.0264141446589 |
F-TEST (DF numerator) | 8 |
F-TEST (DF denominator) | 153 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.49748657128081 |
Sum Squared Residuals | 954.328193580378 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 26 | 23.9652082543176 | 2.03479174568238 |
2 | 20 | 20.8907332037711 | -0.890733203771068 |
3 | 19 | 21.6626101879212 | -2.66261018792116 |
4 | 19 | 18.070489936931 | 0.929510063069016 |
5 | 20 | 19.0415281020774 | 0.958471897922561 |
6 | 25 | 24.1122549180319 | 0.887745081968066 |
7 | 25 | 20.4373864989227 | 4.56261350107731 |
8 | 22 | 19.8456132516442 | 2.15438674835584 |
9 | 26 | 22.0341733967991 | 3.96582660320089 |
10 | 22 | 20.4113946313154 | 1.58860536868463 |
11 | 17 | 19.8083707833056 | -2.80837078330562 |
12 | 22 | 22.5690704314685 | -0.569070431468473 |
13 | 19 | 20.8234393471561 | -1.82343934715608 |
14 | 24 | 22.7422273416047 | 1.25777265839535 |
15 | 26 | 26.5647281359707 | -0.564728135970706 |
16 | 21 | 18.9719598777862 | 2.02804012221385 |
17 | 13 | 16.2086300873893 | -3.20863008738929 |
18 | 26 | 27.0957815207233 | -1.09578152072327 |
19 | 20 | 22.2668291703878 | -2.26682917038779 |
20 | 22 | 18.7509328637978 | 3.24906713620225 |
21 | 14 | 17.588496675924 | -3.58849667592397 |
22 | 21 | 20.2677853705961 | 0.732214629403893 |
23 | 7 | 13.8304577794511 | -6.83045777945105 |
24 | 23 | 21.6199693432935 | 1.38003065670654 |
25 | 17 | 18.9005310455531 | -1.90053104555306 |
26 | 25 | 22.4099251551353 | 2.59007484486468 |
27 | 25 | 22.9608434137211 | 2.03915658627891 |
28 | 19 | 16.2615770816508 | 2.73842291834916 |
29 | 20 | 16.5810062891801 | 3.41899371081986 |
30 | 23 | 21.1880306852209 | 1.81196931477907 |
31 | 22 | 23.7418370641793 | -1.74183706417929 |
32 | 22 | 21.976404115615 | 0.0235958843850454 |
33 | 21 | 17.7163199671447 | 3.28368003285535 |
34 | 15 | 17.5210747232382 | -2.52107472323815 |
35 | 20 | 15.8804804967431 | 4.11951950325689 |
36 | 22 | 21.1941811196849 | 0.805818880315064 |
37 | 18 | 16.9708475987171 | 1.02915240128293 |
38 | 20 | 20.7118960955753 | -0.711896095575301 |
39 | 28 | 27.3383105743086 | 0.661689425691444 |
40 | 22 | 23.7175483496274 | -1.71754834962743 |
41 | 18 | 21.2395577449253 | -3.2395577449253 |
42 | 23 | 20.753735810319 | 2.24626418968102 |
43 | 20 | 21.1609804252111 | -1.16098042521113 |
44 | 25 | 24.5744438573694 | 0.425556142630585 |
45 | 26 | 21.842911070992 | 4.15708892900799 |
46 | 15 | 14.1739155618529 | 0.826084438147061 |
47 | 17 | 17.3789998488856 | -0.378999848885643 |
48 | 23 | 15.0545057138453 | 7.94549428615471 |
49 | 21 | 22.302872904222 | -1.30287290422197 |
50 | 13 | 15.90643128166 | -2.90643128165997 |
51 | 18 | 19.8565600472041 | -1.85656004720413 |
52 | 19 | 19.2406040928175 | -0.240604092817517 |
53 | 22 | 22.2434819675067 | -0.243481967506741 |
54 | 16 | 17.4288545185238 | -1.42885451852378 |
55 | 24 | 22.8118617590612 | 1.1881382409388 |
56 | 18 | 19.8691698826436 | -1.86916988264355 |
57 | 20 | 21.5334075872987 | -1.53340758729872 |
58 | 24 | 20.3784309007784 | 3.62156909922164 |
59 | 14 | 17.9127727298442 | -3.91277272984424 |
60 | 22 | 20.3587520951303 | 1.64124790486965 |
61 | 24 | 18.5337141971591 | 5.46628580284089 |
62 | 18 | 18.3605318118787 | -0.360531811878674 |
63 | 21 | 24.3554796199263 | -3.35547961992625 |
64 | 23 | 21.8724976580695 | 1.12750234193046 |
65 | 17 | 18.5748363425418 | -1.57483634254184 |
66 | 22 | 22.3207678272668 | -0.320767827266801 |
67 | 24 | 25.2590171242802 | -1.25901712428022 |
68 | 21 | 22.7688028102993 | -1.76880281029932 |
69 | 22 | 22.1182440054422 | -0.118244005442171 |
70 | 16 | 17.2486182575932 | -1.24861825759321 |
71 | 21 | 25.1796195495478 | -4.1796195495478 |
72 | 23 | 24.263002981095 | -1.26300298109499 |
73 | 22 | 19.4929545146245 | 2.50704548537549 |
74 | 24 | 22.3612661314931 | 1.6387338685069 |
75 | 24 | 24.4849618845725 | -0.484961884572511 |
76 | 16 | 18.1224349377702 | -2.12243493777017 |
77 | 16 | 17.6683158387533 | -1.66831583875332 |
78 | 21 | 23.3888335243808 | -2.38883352438084 |
79 | 26 | 26.0964437669551 | -0.0964437669551022 |
80 | 15 | 16.9225919951072 | -1.92259199510716 |
81 | 25 | 23.2395099537317 | 1.7604900462683 |
82 | 18 | 17.856669741278 | 0.143330258722003 |
83 | 23 | 20.525183466588 | 2.47481653341201 |
84 | 20 | 21.3437552958354 | -1.34375529583537 |
85 | 17 | 20.7488067016638 | -3.74880670166379 |
86 | 25 | 24.9826960151886 | 0.0173039848114381 |
87 | 24 | 22.6029323275675 | 1.39706767243252 |
88 | 17 | 14.5684310239266 | 2.43156897607343 |
89 | 19 | 18.8679697937801 | 0.13203020621986 |
90 | 20 | 20.9443489142159 | -0.944348914215891 |
91 | 15 | 16.7042331594518 | -1.70423315945181 |
92 | 27 | 24.8875056579278 | 2.11249434207225 |
93 | 22 | 19.6455491864954 | 2.35445081350461 |
94 | 23 | 23.0848870581306 | -0.0848870581306487 |
95 | 16 | 20.409841069822 | -4.40984106982195 |
96 | 19 | 20.9291034359179 | -1.92910343591788 |
97 | 25 | 20.7669287182179 | 4.23307128178214 |
98 | 19 | 19.4670586309858 | -0.467058630985763 |
99 | 19 | 19.3686432851059 | -0.368643285105885 |
100 | 26 | 25.0843235017053 | 0.915676498294669 |
101 | 21 | 18.7233361066724 | 2.27666389332759 |
102 | 20 | 20.2304187335718 | -0.230418733571775 |
103 | 24 | 19.9993128622604 | 4.0006871377396 |
104 | 22 | 23.6689828959576 | -1.66898289595756 |
105 | 20 | 21.5986899184348 | -1.59868991843481 |
106 | 18 | 19.6197927323201 | -1.61979273232014 |
107 | 18 | 16.8509035266373 | 1.14909647336267 |
108 | 24 | 21.6175955951465 | 2.38240440485349 |
109 | 24 | 21.4724079307972 | 2.52759206920277 |
110 | 22 | 24.5959171343994 | -2.59591713439942 |
111 | 23 | 20.0937053195593 | 2.90629468044066 |
112 | 22 | 20.1224864502813 | 1.87751354971866 |
113 | 20 | 18.0879724619604 | 1.91202753803959 |
114 | 18 | 20.0251124161435 | -2.02511241614353 |
115 | 25 | 24.8270072920628 | 0.172992707937245 |
116 | 18 | 18.3695320346283 | -0.369532034628311 |
117 | 16 | 17.8258933172296 | -1.82589331722957 |
118 | 20 | 20.0862096749033 | -0.0862096749032655 |
119 | 19 | 18.3877982140847 | 0.612201785915303 |
120 | 15 | 16.0293200776177 | -1.02932007761771 |
121 | 19 | 19.2553106030243 | -0.255310603024328 |
122 | 19 | 22.2351639569958 | -3.23516395699583 |
123 | 16 | 17.5888813904541 | -1.58888139045409 |
124 | 17 | 17.6459508068338 | -0.645950806833832 |
125 | 28 | 23.5354709864901 | 4.46452901350994 |
126 | 23 | 22.9650925163511 | 0.034907483648874 |
127 | 25 | 23.5422320183251 | 1.45776798167485 |
128 | 20 | 18.8502939384137 | 1.14970606158625 |
129 | 17 | 20.3837873569714 | -3.38378735697139 |
130 | 23 | 22.956153075405 | 0.0438469245949504 |
131 | 16 | 20.0051078044499 | -4.00510780444994 |
132 | 23 | 24.0912999293888 | -1.09129992938878 |
133 | 11 | 16.0946841948914 | -5.09468419489143 |
134 | 18 | 20.6496907716558 | -2.64969077165583 |
135 | 24 | 23.2562235239085 | 0.743776476091495 |
136 | 23 | 19.1911783964836 | 3.80882160351644 |
137 | 21 | 21.8587297673922 | -0.858729767392159 |
138 | 16 | 19.7634722283455 | -3.76347222834555 |
139 | 24 | 25.1831734275095 | -1.1831734275095 |
140 | 23 | 21.6872933065614 | 1.31270669343861 |
141 | 18 | 15.925166679571 | 2.07483332042904 |
142 | 20 | 20.9163477430383 | -0.916347743038341 |
143 | 9 | 18.9289624035991 | -9.92896240359914 |
144 | 24 | 20.5121793358088 | 3.48782066419123 |
145 | 25 | 24.9440270724517 | 0.0559729275483377 |
146 | 20 | 18.4719161426143 | 1.52808385738571 |
147 | 21 | 19.2161622558555 | 1.7838377441445 |
148 | 25 | 22.9736767433222 | 2.02632325667784 |
149 | 22 | 22.3733756902121 | -0.373375690212053 |
150 | 21 | 21.5007175807685 | -0.500717580768493 |
151 | 21 | 20.427462879764 | 0.572537120235958 |
152 | 22 | 20.638060722765 | 1.361939277235 |
153 | 27 | 23.4054930297529 | 3.59450697024707 |
154 | 24 | 21.6822580002572 | 2.31774199974279 |
155 | 24 | 24.4763142155386 | -0.476314215538606 |
156 | 21 | 20.6709452690745 | 0.329054730925513 |
157 | 18 | 20.9721577637822 | -2.97215776378223 |
158 | 16 | 16.3274460588286 | -0.327446058828595 |
159 | 22 | 19.6137948265604 | 2.38620517343955 |
160 | 20 | 19.8811876180225 | 0.118812381977475 |
161 | 18 | 19.64358720748 | -1.64358720748002 |
162 | 20 | 21.4327296641483 | -1.43272966414833 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
12 | 0.875952012447042 | 0.248095975105916 | 0.124047987552958 |
13 | 0.906858979120203 | 0.186282041759593 | 0.0931410208797966 |
14 | 0.849431742295981 | 0.301136515408039 | 0.150568257704019 |
15 | 0.789150885138535 | 0.42169822972293 | 0.210849114861465 |
16 | 0.711510995018875 | 0.576978009962251 | 0.288489004981125 |
17 | 0.640566790331514 | 0.718866419336972 | 0.359433209668486 |
18 | 0.56695792417934 | 0.866084151641321 | 0.43304207582066 |
19 | 0.497699157287363 | 0.995398314574727 | 0.502300842712637 |
20 | 0.479873155697953 | 0.959746311395905 | 0.520126844302047 |
21 | 0.451372480801588 | 0.902744961603177 | 0.548627519198412 |
22 | 0.369581591238201 | 0.739163182476402 | 0.630418408761799 |
23 | 0.504146231919763 | 0.991707536160473 | 0.495853768080237 |
24 | 0.450291224925157 | 0.900582449850315 | 0.549708775074843 |
25 | 0.38599953155418 | 0.77199906310836 | 0.61400046844582 |
26 | 0.42935473165612 | 0.85870946331224 | 0.57064526834388 |
27 | 0.371784348682971 | 0.743568697365943 | 0.628215651317029 |
28 | 0.576135995416537 | 0.847728009166926 | 0.423864004583463 |
29 | 0.625562554903416 | 0.748874890193168 | 0.374437445096584 |
30 | 0.583612036632871 | 0.832775926734257 | 0.416387963367129 |
31 | 0.546437795644854 | 0.907124408710291 | 0.453562204355146 |
32 | 0.503610705201101 | 0.992778589597798 | 0.496389294798899 |
33 | 0.471088793592111 | 0.942177587184223 | 0.528911206407889 |
34 | 0.531022125531462 | 0.937955748937075 | 0.468977874468538 |
35 | 0.691065504837913 | 0.617868990324173 | 0.308934495162087 |
36 | 0.644488831864688 | 0.711022336270625 | 0.355511168135312 |
37 | 0.592432332399629 | 0.815135335200741 | 0.407567667600371 |
38 | 0.535756089143614 | 0.928487821712772 | 0.464243910856386 |
39 | 0.478057047854593 | 0.956114095709187 | 0.521942952145407 |
40 | 0.449621342500835 | 0.89924268500167 | 0.550378657499165 |
41 | 0.453248142286782 | 0.906496284573564 | 0.546751857713218 |
42 | 0.424904740954394 | 0.849809481908788 | 0.575095259045606 |
43 | 0.37732983022842 | 0.754659660456841 | 0.62267016977158 |
44 | 0.347495765339646 | 0.694991530679291 | 0.652504234660354 |
45 | 0.408503194311652 | 0.817006388623305 | 0.591496805688348 |
46 | 0.357768178167353 | 0.715536356334705 | 0.642231821832647 |
47 | 0.317393327902826 | 0.634786655805652 | 0.682606672097174 |
48 | 0.741077885197427 | 0.517844229605146 | 0.258922114802573 |
49 | 0.728377979575461 | 0.543244040849078 | 0.271622020424539 |
50 | 0.760088968834533 | 0.479822062330934 | 0.239911031165467 |
51 | 0.742893794011833 | 0.514212411976334 | 0.257106205988167 |
52 | 0.701666391472809 | 0.596667217054382 | 0.298333608527191 |
53 | 0.684228765897967 | 0.631542468204066 | 0.315771234102033 |
54 | 0.656966118162681 | 0.686067763674638 | 0.343033881837319 |
55 | 0.616433864867031 | 0.767132270265938 | 0.383566135132969 |
56 | 0.608388760535577 | 0.783222478928845 | 0.391611239464423 |
57 | 0.583837531945505 | 0.83232493610899 | 0.416162468054495 |
58 | 0.686513078039399 | 0.626973843921202 | 0.313486921960601 |
59 | 0.740287721454098 | 0.519424557091804 | 0.259712278545902 |
60 | 0.716817553190875 | 0.56636489361825 | 0.283182446809125 |
61 | 0.819437141076736 | 0.361125717846529 | 0.180562858923264 |
62 | 0.787901610552759 | 0.424196778894482 | 0.212098389447241 |
63 | 0.83767502869675 | 0.324649942606501 | 0.16232497130325 |
64 | 0.810822663596372 | 0.378354672807256 | 0.189177336403628 |
65 | 0.835459334092026 | 0.329081331815948 | 0.164540665907974 |
66 | 0.805860411912472 | 0.388279176175056 | 0.194139588087528 |
67 | 0.801857268780164 | 0.396285462439673 | 0.198142731219836 |
68 | 0.786581504536747 | 0.426836990926506 | 0.213418495463253 |
69 | 0.750526838063765 | 0.498946323872471 | 0.249473161936235 |
70 | 0.721576263802362 | 0.556847472395275 | 0.278423736197638 |
71 | 0.798502283981305 | 0.402995432037391 | 0.201497716018695 |
72 | 0.778052901921356 | 0.443894196157288 | 0.221947098078644 |
73 | 0.776582979596253 | 0.446834040807494 | 0.223417020403747 |
74 | 0.752607380605093 | 0.494785238789814 | 0.247392619394907 |
75 | 0.715625051644364 | 0.568749896711273 | 0.284374948355636 |
76 | 0.739589257302612 | 0.520821485394776 | 0.260410742697388 |
77 | 0.722619052612968 | 0.554761894774064 | 0.277380947387032 |
78 | 0.728660026943834 | 0.542679946112332 | 0.271339973056166 |
79 | 0.690310577230798 | 0.619378845538404 | 0.309689422769202 |
80 | 0.675372660592485 | 0.64925467881503 | 0.324627339407515 |
81 | 0.644701201200882 | 0.710597597598235 | 0.355298798799118 |
82 | 0.605228766941577 | 0.789542466116846 | 0.394771233058423 |
83 | 0.608049890332617 | 0.783900219334765 | 0.391950109667382 |
84 | 0.578789164467565 | 0.84242167106487 | 0.421210835532435 |
85 | 0.639670864909576 | 0.720658270180849 | 0.360329135090424 |
86 | 0.595389646225202 | 0.809220707549595 | 0.404610353774798 |
87 | 0.562420694298242 | 0.875158611403515 | 0.437579305701758 |
88 | 0.576399873635173 | 0.847200252729653 | 0.423600126364827 |
89 | 0.531021230509593 | 0.937957538980815 | 0.468978769490407 |
90 | 0.513203731042668 | 0.973592537914664 | 0.486796268957332 |
91 | 0.486772245920686 | 0.973544491841372 | 0.513227754079314 |
92 | 0.463058383079933 | 0.926116766159866 | 0.536941616920067 |
93 | 0.452072079022226 | 0.904144158044453 | 0.547927920977774 |
94 | 0.408831662510932 | 0.817663325021865 | 0.591168337489068 |
95 | 0.516680448512462 | 0.966639102975076 | 0.483319551487538 |
96 | 0.501478471980992 | 0.997043056038015 | 0.498521528019008 |
97 | 0.602848576318706 | 0.794302847362589 | 0.397151423681294 |
98 | 0.557576775261363 | 0.884846449477274 | 0.442423224738637 |
99 | 0.512493693575695 | 0.975012612848611 | 0.487506306424305 |
100 | 0.467145544479856 | 0.934291088959712 | 0.532854455520144 |
101 | 0.454905484160995 | 0.90981096832199 | 0.545094515839005 |
102 | 0.409900823175661 | 0.819801646351322 | 0.590099176824339 |
103 | 0.503387568810573 | 0.993224862378854 | 0.496612431189427 |
104 | 0.492054719398973 | 0.984109438797947 | 0.507945280601027 |
105 | 0.460292409008803 | 0.920584818017606 | 0.539707590991197 |
106 | 0.430358719472078 | 0.860717438944156 | 0.569641280527922 |
107 | 0.396407638189783 | 0.792815276379566 | 0.603592361810217 |
108 | 0.404393391491736 | 0.808786782983472 | 0.595606608508264 |
109 | 0.384614909930137 | 0.769229819860274 | 0.615385090069863 |
110 | 0.371533228132637 | 0.743066456265274 | 0.628466771867363 |
111 | 0.389005838701139 | 0.778011677402278 | 0.610994161298861 |
112 | 0.377745812890598 | 0.755491625781195 | 0.622254187109402 |
113 | 0.372174550476161 | 0.744349100952322 | 0.627825449523839 |
114 | 0.341274987211075 | 0.68254997442215 | 0.658725012788925 |
115 | 0.297201484222129 | 0.594402968444258 | 0.702798515777871 |
116 | 0.255898373011838 | 0.511796746023676 | 0.744101626988162 |
117 | 0.225368690126435 | 0.450737380252871 | 0.774631309873565 |
118 | 0.186915570558881 | 0.373831141117762 | 0.813084429441119 |
119 | 0.159202251108172 | 0.318404502216344 | 0.840797748891828 |
120 | 0.137775012319881 | 0.275550024639762 | 0.862224987680119 |
121 | 0.11012596211536 | 0.22025192423072 | 0.88987403788464 |
122 | 0.118340806105865 | 0.23668161221173 | 0.881659193894135 |
123 | 0.0964325968510838 | 0.192865193702168 | 0.903567403148916 |
124 | 0.0757252677345911 | 0.151450535469182 | 0.924274732265409 |
125 | 0.138034581192913 | 0.276069162385825 | 0.861965418807087 |
126 | 0.11260969840951 | 0.22521939681902 | 0.88739030159049 |
127 | 0.0912736267826299 | 0.18254725356526 | 0.90872637321737 |
128 | 0.0705384051900189 | 0.141076810380038 | 0.929461594809981 |
129 | 0.083139282738606 | 0.166278565477212 | 0.916860717261394 |
130 | 0.0621669878457415 | 0.124333975691483 | 0.937833012154259 |
131 | 0.0898601281320924 | 0.179720256264185 | 0.910139871867908 |
132 | 0.0694558866041806 | 0.138911773208361 | 0.930544113395819 |
133 | 0.199559332935957 | 0.399118665871913 | 0.800440667064043 |
134 | 0.20233817787957 | 0.40467635575914 | 0.79766182212043 |
135 | 0.18265606796403 | 0.36531213592806 | 0.81734393203597 |
136 | 0.154749386895252 | 0.309498773790504 | 0.845250613104748 |
137 | 0.129752441452669 | 0.259504882905338 | 0.870247558547331 |
138 | 0.154963101859834 | 0.309926203719669 | 0.845036898140166 |
139 | 0.115213135011454 | 0.230426270022909 | 0.884786864988546 |
140 | 0.0847846310261921 | 0.169569262052384 | 0.915215368973808 |
141 | 0.0607906238484401 | 0.12158124769688 | 0.93920937615156 |
142 | 0.0542073564136085 | 0.108414712827217 | 0.945792643586392 |
143 | 0.898986034995018 | 0.202027930009965 | 0.101013965004982 |
144 | 0.99526285964507 | 0.00947428070986003 | 0.00473714035493001 |
145 | 0.991399059395407 | 0.0172018812091865 | 0.00860094060459324 |
146 | 0.979974893438327 | 0.0400502131233464 | 0.0200251065616732 |
147 | 0.958282548935591 | 0.0834349021288173 | 0.0417174510644087 |
148 | 0.92056004422676 | 0.15887991154648 | 0.0794399557732401 |
149 | 0.851244264905488 | 0.297511470189025 | 0.148755735094512 |
150 | 0.765921792458989 | 0.468156415082022 | 0.234078207541011 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 1 | 0.00719424460431655 | OK |
5% type I error level | 3 | 0.0215827338129496 | OK |
10% type I error level | 4 | 0.0287769784172662 | OK |