Multiple Linear Regression - Estimated Regression Equation |
I3[t] = -6.62221608046434 + 0.552259263325244I1[t] + 0.231523416516772I2[t] + 0.110141947903037E1[t] + 0.017370967860943E2[t] -0.0328056264858706E3[t] + 0.512125216238063A[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) | -6.62221608046434 | 3.011635 | -2.1989 | 0.029368 | 0.014684 |
I1 | 0.552259263325244 | 0.110536 | 4.9962 | 2e-06 | 1e-06 |
I2 | 0.231523416516772 | 0.100976 | 2.2928 | 0.023202 | 0.011601 |
E1 | 0.110141947903037 | 0.114955 | 0.9581 | 0.33949 | 0.169745 |
E2 | 0.017370967860943 | 0.088247 | 0.1968 | 0.844207 | 0.422104 |
E3 | -0.0328056264858706 | 0.090785 | -0.3614 | 0.718326 | 0.359163 |
A | 0.512125216238063 | 0.120263 | 4.2584 | 3.6e-05 | 1.8e-05 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.612288106545399 |
R-squared | 0.37489672541695 |
Adjusted R-squared | 0.350699179304057 |
F-TEST (value) | 15.4931712359547 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 155 |
p-value | 7.02771174587724e-14 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.70714333054374 |
Sum Squared Residuals | 2130.15130934522 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 21 | 16.7210592240273 | 4.27894077597268 |
2 | 15 | 12.4584453888527 | 2.54155461114733 |
3 | 18 | 13.4220938796087 | 4.57790612039126 |
4 | 11 | 14.013844276859 | -3.01384427685897 |
5 | 8 | 14.4278366514443 | -6.42783665144427 |
6 | 19 | 17.296300858304 | 1.70369914169596 |
7 | 4 | 15.8281579698721 | -11.8281579698721 |
8 | 20 | 15.1026517974021 | 4.89734820259785 |
9 | 16 | 16.7972973343022 | -0.797297334302216 |
10 | 14 | 13.3717760560035 | 0.628223943996549 |
11 | 10 | 11.4055662059137 | -1.4055662059137 |
12 | 13 | 14.5898440398783 | -1.58984403987826 |
13 | 14 | 11.4243175631317 | 2.57568243686835 |
14 | 8 | 15.7986955867237 | -7.79869558672374 |
15 | 23 | 18.6588659403778 | 4.34113405962218 |
16 | 11 | 15.167088636355 | -4.16708863635499 |
17 | 9 | 6.56485304085954 | 2.43514695914046 |
18 | 24 | 18.120689336485 | 5.87931066351502 |
19 | 5 | 14.9439498837722 | -9.94394988377218 |
20 | 15 | 14.9672341535444 | 0.0327658464555623 |
21 | 5 | 9.41997282487982 | -4.41997282487982 |
22 | 19 | 14.174708647515 | 4.82529135248503 |
23 | 6 | 2.20683106225916 | 3.79316893774084 |
24 | 13 | 14.4245684644971 | -1.42456846449707 |
25 | 11 | 10.9456162996521 | 0.0543837003479033 |
26 | 17 | 17.2802176236519 | -0.280217623651852 |
27 | 17 | 17.2802176236519 | -0.280217623651852 |
28 | 5 | 9.45897632214829 | -4.45897632214829 |
29 | 9 | 11.8080251549682 | -2.80802515496821 |
30 | 15 | 14.8812136090585 | 0.118786390941495 |
31 | 17 | 15.8301731019729 | 1.16982689802705 |
32 | 17 | 14.1840704621083 | 2.81592953789166 |
33 | 20 | 18.8303189633255 | 1.16968103667451 |
34 | 12 | 12.063067225804 | -0.0630672258040218 |
35 | 7 | 11.0474162645347 | -4.04741626453466 |
36 | 16 | 16.8713713609689 | -0.871371360968914 |
37 | 7 | 10.1942139792326 | -3.19421397923264 |
38 | 14 | 12.2212760729204 | 1.77872392707962 |
39 | 24 | 20.0568095463373 | 3.94319045366269 |
40 | 15 | 15.9055731141541 | -0.905573114154097 |
41 | 15 | 13.6450011423154 | 1.35499885768456 |
42 | 10 | 14.803825009521 | -4.803825009521 |
43 | 14 | 15.2053267154336 | -1.20532671543364 |
44 | 18 | 18.1011502997035 | -0.101150299703516 |
45 | 12 | 17.6275753716756 | -5.62757537167561 |
46 | 9 | 14.3621386713214 | -5.36213867132143 |
47 | 9 | 10.113366040423 | -1.11336604042299 |
48 | 8 | 17.4822676845763 | -9.48226768457631 |
49 | 18 | 14.3110091961021 | 3.68899080389789 |
50 | 10 | 10.1087937652602 | -0.108793765260222 |
51 | 17 | 13.6267214853787 | 3.37327851462133 |
52 | 14 | 10.4705263441391 | 3.52947365586085 |
53 | 16 | 15.0052184445729 | 0.994781555427131 |
54 | 10 | 9.29233460206256 | 0.707665397937439 |
55 | 19 | 15.9368552624344 | 3.06314473756564 |
56 | 10 | 12.6085400936592 | -2.60854009365916 |
57 | 14 | 13.1723229154999 | 0.827677084500056 |
58 | 10 | 14.8258123970471 | -4.82581239704714 |
59 | 4 | 9.97982628472002 | -5.97982628472002 |
60 | 19 | 14.3489892829804 | 4.65101071701963 |
61 | 9 | 14.2476204110194 | -5.2476204110194 |
62 | 12 | 12.15757087943 | -0.157570879430034 |
63 | 16 | 15.4666275630563 | 0.533372436943674 |
64 | 11 | 16.3763531962683 | -5.37635319626828 |
65 | 18 | 18.3412109314665 | -0.341210931466544 |
66 | 11 | 15.3154989130913 | -4.3154989130913 |
67 | 24 | 17.5342944758471 | 6.46570552415293 |
68 | 17 | 13.8383814387874 | 3.16161856121261 |
69 | 18 | 14.2151028076507 | 3.78489719234928 |
70 | 9 | 9.55761249333112 | -0.557612493331116 |
71 | 19 | 14.6127098667256 | 4.38729013327438 |
72 | 18 | 15.4697847704997 | 2.53021522950032 |
73 | 12 | 13.6443100993385 | -1.64431009933848 |
74 | 23 | 18.9135007872037 | 4.08649921279632 |
75 | 22 | 17.1014418902622 | 4.89855810973782 |
76 | 14 | 11.7895236053622 | 2.21047639463782 |
77 | 14 | 11.6446397217373 | 2.35536027826274 |
78 | 16 | 15.0898229059199 | 0.910177094080068 |
79 | 23 | 17.9914554178979 | 5.00854458210215 |
80 | 7 | 9.69865211184807 | -2.69865211184808 |
81 | 10 | 18.3999210061894 | -8.39992100618939 |
82 | 12 | 10.3858616021207 | 1.61413839787933 |
83 | 12 | 14.8961104418284 | -2.89611044182837 |
84 | 12 | 13.5159245891558 | -1.51592458915577 |
85 | 17 | 13.62739841477 | 3.37260158523001 |
86 | 21 | 17.7162154797872 | 3.28378452021277 |
87 | 16 | 16.1832006741685 | -0.183200674168492 |
88 | 11 | 14.4326180062864 | -3.43261800628638 |
89 | 14 | 11.7591159478912 | 2.2408840521088 |
90 | 13 | 15.2067876052082 | -2.20678760520822 |
91 | 9 | 9.32880364676812 | -0.328803646768118 |
92 | 19 | 18.2266241586104 | 0.773375841389634 |
93 | 13 | 14.7359708500762 | -1.73597085007624 |
94 | 19 | 14.817861184765 | 4.18213881523502 |
95 | 13 | 12.8123938673191 | 0.187606132680872 |
96 | 13 | 14.4016240950871 | -1.4016240950871 |
97 | 13 | 15.730706304181 | -2.73070630418103 |
98 | 14 | 12.8489050986722 | 1.15109490132785 |
99 | 12 | 11.8327224225823 | 0.16727757741771 |
100 | 22 | 19.7067560318113 | 2.29324396818875 |
101 | 11 | 12.7849901633692 | -1.78499016336919 |
102 | 5 | 13.548029361494 | -8.54802936149405 |
103 | 18 | 16.5553422454138 | 1.44465775458615 |
104 | 19 | 15.2841440481067 | 3.71585595189328 |
105 | 14 | 13.532810009282 | 0.467189990718017 |
106 | 15 | 14.7501644890125 | 0.2498355109875 |
107 | 12 | 12.6339082269243 | -0.633908226924255 |
108 | 19 | 15.8652272468263 | 3.13477275317366 |
109 | 15 | 13.848091375132 | 1.15190862486805 |
110 | 17 | 15.2934472595814 | 1.7065527404186 |
111 | 8 | 14.9957137231683 | -6.9957137231683 |
112 | 10 | 15.0417336612382 | -5.04173366123824 |
113 | 12 | 11.913381548753 | 0.0866184512470001 |
114 | 12 | 12.8830104462302 | -0.883010446230205 |
115 | 20 | 17.0070186387889 | 2.99298136121108 |
116 | 12 | 10.3895189141798 | 1.61048108582017 |
117 | 12 | 11.3994284337651 | 0.600571566234892 |
118 | 14 | 14.786872983725 | -0.786872983725022 |
119 | 6 | 13.3262259727947 | -7.32622597279471 |
120 | 10 | 9.94643616615324 | 0.0535638338467604 |
121 | 18 | 14.1179171840054 | 3.88208281599461 |
122 | 18 | 15.3454412793741 | 2.65455872062587 |
123 | 7 | 10.5840593480918 | -3.58405934809183 |
124 | 18 | 14.2508304430174 | 3.7491695569826 |
125 | 9 | 20.1224207993091 | -11.1224207993091 |
126 | 17 | 15.6270687923712 | 1.37293120762878 |
127 | 22 | 16.82099113097 | 5.17900886903 |
128 | 11 | 12.8771869616411 | -1.87718696164107 |
129 | 15 | 10.8260829495343 | 4.17391705046565 |
130 | 17 | 15.5368467849727 | 1.4631532150273 |
131 | 15 | 11.9587405306074 | 3.04125946939262 |
132 | 22 | 17.2181063173118 | 4.78189368268818 |
133 | 9 | 9.37974381875881 | -0.379743818758806 |
134 | 13 | 11.2728809506055 | 1.72711904939449 |
135 | 20 | 16.6824402044252 | 3.31755979557479 |
136 | 14 | 15.046227211801 | -1.04622721180099 |
137 | 14 | 18.2957330185278 | -4.29573301852781 |
138 | 12 | 12.0441446084108 | -0.0441446084108094 |
139 | 20 | 16.5259642497306 | 3.4740357502694 |
140 | 20 | 17.0182903161386 | 2.98170968386138 |
141 | 8 | 10.4926465102032 | -2.4926465102032 |
142 | 17 | 14.4022606832509 | 2.59773931674906 |
143 | 9 | 7.24093417196269 | 1.75906582803731 |
144 | 18 | 14.0881622140668 | 3.91183778593318 |
145 | 22 | 19.0746114744253 | 2.92538852557474 |
146 | 10 | 12.1238244072293 | -2.12382440722933 |
147 | 13 | 15.0706080661334 | -2.07060806613339 |
148 | 15 | 17.6930979906119 | -2.69309799061187 |
149 | 18 | 14.3480463164174 | 3.65195368358265 |
150 | 18 | 16.4604759131556 | 1.53952408684445 |
151 | 12 | 13.8350243989669 | -1.83502439896688 |
152 | 12 | 15.0021839241946 | -3.00218392419456 |
153 | 20 | 18.0107507071314 | 1.98924929286861 |
154 | 12 | 16.0090835102911 | -4.00908351029107 |
155 | 16 | 16.4682577248526 | -0.468257724852587 |
156 | 16 | 13.5819871547953 | 2.41801284520473 |
157 | 18 | 12.592545049747 | 5.407454950253 |
158 | 16 | 15.8538827370733 | 0.146117262926657 |
159 | 13 | 14.7359708500762 | -1.73597085007624 |
160 | 17 | 13.2469772668978 | 3.75302273310221 |
161 | 13 | 11.0384501293833 | 1.96154987061673 |
162 | 17 | 12.5291647153849 | 4.47083528461514 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.979622778943176 | 0.0407544421136483 | 0.0203772210568241 |
11 | 0.988862327008578 | 0.0222753459828449 | 0.0111376729914224 |
12 | 0.989022568602031 | 0.0219548627959372 | 0.0109774313979686 |
13 | 0.981787126961956 | 0.036425746076088 | 0.018212873038044 |
14 | 0.98261156100373 | 0.0347768779925398 | 0.0173884389962699 |
15 | 0.98596967942278 | 0.0280606411544398 | 0.0140303205772199 |
16 | 0.980432506766097 | 0.0391349864678062 | 0.0195674932339031 |
17 | 0.973640813329513 | 0.0527183733409735 | 0.0263591866704867 |
18 | 0.992542197441411 | 0.0149156051171786 | 0.0074578025585893 |
19 | 0.997751391831363 | 0.00449721633727479 | 0.00224860816863739 |
20 | 0.996081145842875 | 0.00783770831425092 | 0.00391885415712546 |
21 | 0.996081081636312 | 0.00783783672737605 | 0.00391891836368802 |
22 | 0.995769015934313 | 0.00846196813137436 | 0.00423098406568718 |
23 | 0.995626135537428 | 0.00874772892514386 | 0.00437386446257193 |
24 | 0.993077328214229 | 0.0138453435715412 | 0.00692267178577058 |
25 | 0.989184059297687 | 0.0216318814046255 | 0.0108159407023128 |
26 | 0.985122685999891 | 0.0297546280002171 | 0.0148773140001086 |
27 | 0.978643956532839 | 0.0427120869343212 | 0.0213560434671606 |
28 | 0.982765771991286 | 0.0344684560174276 | 0.0172342280087138 |
29 | 0.984261997192285 | 0.0314760056154299 | 0.0157380028077149 |
30 | 0.977674221614592 | 0.0446515567708166 | 0.0223257783854083 |
31 | 0.969892245284675 | 0.0602155094306491 | 0.0301077547153245 |
32 | 0.963671038686494 | 0.0726579226270117 | 0.0363289613135058 |
33 | 0.955977705228404 | 0.0880445895431922 | 0.0440222947715961 |
34 | 0.948045971756518 | 0.103908056486965 | 0.0519540282434824 |
35 | 0.957592393838088 | 0.0848152123238237 | 0.0424076061619119 |
36 | 0.943318499285763 | 0.113363001428473 | 0.0566815007142367 |
37 | 0.943917785154871 | 0.112164429690259 | 0.0560822148451294 |
38 | 0.933656355210885 | 0.13268728957823 | 0.0663436447891149 |
39 | 0.933744492150017 | 0.132511015699967 | 0.0662555078499834 |
40 | 0.915168298617589 | 0.169663402764823 | 0.0848317013824114 |
41 | 0.897405646436728 | 0.205188707126545 | 0.102594353563272 |
42 | 0.901969043169699 | 0.196061913660602 | 0.0980309568303008 |
43 | 0.879159035578325 | 0.241681928843349 | 0.120840964421675 |
44 | 0.851691440620129 | 0.296617118759743 | 0.148308559379871 |
45 | 0.868843763550202 | 0.262312472899595 | 0.131156236449798 |
46 | 0.875185724535354 | 0.249628550929291 | 0.124814275464646 |
47 | 0.849374685300497 | 0.301250629399006 | 0.150625314699503 |
48 | 0.934844676757427 | 0.130310646485145 | 0.0651553232425725 |
49 | 0.938753029127923 | 0.122493941744153 | 0.0612469708720765 |
50 | 0.924640531301491 | 0.150718937397018 | 0.075359468698509 |
51 | 0.933062396568837 | 0.133875206862327 | 0.0669376034311633 |
52 | 0.934726534768693 | 0.130546930462613 | 0.0652734652313067 |
53 | 0.919775611659115 | 0.160448776681771 | 0.0802243883408854 |
54 | 0.908395368060889 | 0.183209263878222 | 0.0916046319391108 |
55 | 0.904936189051656 | 0.190127621896687 | 0.0950638109483436 |
56 | 0.892168101081885 | 0.215663797836229 | 0.107831898918115 |
57 | 0.869071805252244 | 0.261856389495512 | 0.130928194747756 |
58 | 0.878316444369547 | 0.243367111260906 | 0.121683555630453 |
59 | 0.910567169026524 | 0.178865661946951 | 0.0894328309734755 |
60 | 0.938893027329751 | 0.122213945340498 | 0.0611069726702491 |
61 | 0.952729488438475 | 0.0945410231230499 | 0.0472705115615249 |
62 | 0.940343356563477 | 0.119313286873045 | 0.0596566434365227 |
63 | 0.926970184033491 | 0.146059631933017 | 0.0730298159665086 |
64 | 0.944419568264039 | 0.111160863471923 | 0.0555804317359615 |
65 | 0.933308236726259 | 0.133383526547482 | 0.0666917632737408 |
66 | 0.937464167569163 | 0.125071664861674 | 0.0625358324308368 |
67 | 0.962608289698604 | 0.0747834206027928 | 0.0373917103013964 |
68 | 0.960896254591717 | 0.0782074908165662 | 0.0391037454082831 |
69 | 0.960815700155367 | 0.0783685996892666 | 0.0391842998446333 |
70 | 0.950025856172768 | 0.0999482876544648 | 0.0499741438272324 |
71 | 0.954598256152048 | 0.0908034876959036 | 0.0454017438479518 |
72 | 0.948263849423761 | 0.103472301152479 | 0.0517361505762393 |
73 | 0.938648623238985 | 0.12270275352203 | 0.0613513767610152 |
74 | 0.94303514668881 | 0.113929706622381 | 0.0569648533111905 |
75 | 0.950635750737821 | 0.0987284985243576 | 0.0493642492621788 |
76 | 0.942879308637543 | 0.114241382724913 | 0.0571206913624566 |
77 | 0.934973744065944 | 0.130052511868113 | 0.0650262559340564 |
78 | 0.919818973937462 | 0.160362052125075 | 0.0801810260625375 |
79 | 0.933173147735494 | 0.133653704529012 | 0.0668268522645058 |
80 | 0.924865627010409 | 0.150268745979182 | 0.0751343729895911 |
81 | 0.972678359066148 | 0.0546432818677049 | 0.0273216409338525 |
82 | 0.96642629132182 | 0.0671474173563598 | 0.0335737086781799 |
83 | 0.963506274706411 | 0.0729874505871782 | 0.0364937252935891 |
84 | 0.955116168930184 | 0.0897676621396314 | 0.0448838310698157 |
85 | 0.952822400063781 | 0.0943551998724373 | 0.0471775999362186 |
86 | 0.950663336214929 | 0.0986733275701422 | 0.0493366637850711 |
87 | 0.937461626722191 | 0.125076746555618 | 0.0625383732778091 |
88 | 0.937634477264551 | 0.124731045470898 | 0.0623655227354489 |
89 | 0.927977832101161 | 0.144044335797678 | 0.0720221678988389 |
90 | 0.918007420886699 | 0.163985158226602 | 0.0819925791133008 |
91 | 0.904002974155607 | 0.191994051688786 | 0.0959970258443928 |
92 | 0.883630725808561 | 0.232738548382879 | 0.116369274191439 |
93 | 0.864428911694794 | 0.271142176610412 | 0.135571088305206 |
94 | 0.872303795594776 | 0.255392408810447 | 0.127696204405224 |
95 | 0.845951376075359 | 0.308097247849282 | 0.154048623924641 |
96 | 0.819638516776463 | 0.360722966447075 | 0.180361483223537 |
97 | 0.808694199998656 | 0.382611600002689 | 0.191305800001344 |
98 | 0.777202119871825 | 0.44559576025635 | 0.222797880128175 |
99 | 0.73945616061411 | 0.521087678771779 | 0.26054383938589 |
100 | 0.714013583873855 | 0.57197283225229 | 0.285986416126145 |
101 | 0.681555184317004 | 0.636889631365991 | 0.318444815682996 |
102 | 0.883304676985647 | 0.233390646028706 | 0.116695323014353 |
103 | 0.861600233363738 | 0.276799533272525 | 0.138399766636262 |
104 | 0.863370309747698 | 0.273259380504603 | 0.136629690252302 |
105 | 0.834779814472552 | 0.330440371054896 | 0.165220185527448 |
106 | 0.804632288862393 | 0.390735422275214 | 0.195367711137607 |
107 | 0.774000332672626 | 0.451999334654748 | 0.225999667327374 |
108 | 0.758614276058167 | 0.482771447883665 | 0.241385723941833 |
109 | 0.725822135801215 | 0.548355728397569 | 0.274177864198785 |
110 | 0.68796805667316 | 0.624063886653681 | 0.31203194332684 |
111 | 0.76519224088294 | 0.46961551823412 | 0.23480775911706 |
112 | 0.802887919402128 | 0.394224161195744 | 0.197112080597872 |
113 | 0.778901808712125 | 0.44219638257575 | 0.221098191287875 |
114 | 0.751981142068466 | 0.496037715863069 | 0.248018857931534 |
115 | 0.750637331074769 | 0.498725337850462 | 0.249362668925231 |
116 | 0.71181459067363 | 0.57637081865274 | 0.28818540932637 |
117 | 0.665773588925837 | 0.668452822148325 | 0.334226411074162 |
118 | 0.616298481245552 | 0.767403037508896 | 0.383701518754448 |
119 | 0.87024683070568 | 0.259506338588639 | 0.12975316929432 |
120 | 0.840101872680112 | 0.319796254639777 | 0.159898127319888 |
121 | 0.836877604060278 | 0.326244791879443 | 0.163122395939722 |
122 | 0.808711967898839 | 0.382576064202321 | 0.19128803210116 |
123 | 0.832934439820467 | 0.334131120359067 | 0.167065560179533 |
124 | 0.807224067594982 | 0.385551864810036 | 0.192775932405018 |
125 | 0.994698531078422 | 0.0106029378431553 | 0.00530146892157766 |
126 | 0.992443248500602 | 0.0151135029987963 | 0.00755675149939816 |
127 | 0.991799856510042 | 0.0164002869799161 | 0.00820014348995806 |
128 | 0.987556106264899 | 0.0248877874702029 | 0.0124438937351014 |
129 | 0.98389757657808 | 0.0322048468438398 | 0.0161024234219199 |
130 | 0.977377573424674 | 0.0452448531506517 | 0.0226224265753259 |
131 | 0.969486221404337 | 0.0610275571913268 | 0.0305137785956634 |
132 | 0.969183011253246 | 0.0616339774935083 | 0.0308169887467541 |
133 | 0.955260031205422 | 0.0894799375891561 | 0.044739968794578 |
134 | 0.938000622575552 | 0.123998754848896 | 0.0619993774244479 |
135 | 0.929176246903215 | 0.141647506193569 | 0.0708237530967845 |
136 | 0.900771621303391 | 0.198456757393217 | 0.0992283786966087 |
137 | 0.945212518451669 | 0.109574963096662 | 0.0547874815483311 |
138 | 0.921067360869957 | 0.157865278260087 | 0.0789326391300433 |
139 | 0.932320840973803 | 0.135358318052395 | 0.0676791590261975 |
140 | 0.918713108128886 | 0.162573783742229 | 0.0812868918711145 |
141 | 0.921710393514524 | 0.156579212970953 | 0.0782896064854765 |
142 | 0.893457905320859 | 0.213084189358282 | 0.106542094679141 |
143 | 0.847666638178799 | 0.304666723642403 | 0.152333361821201 |
144 | 0.856339674017713 | 0.287320651964573 | 0.143660325982287 |
145 | 0.924577013670494 | 0.150845972659012 | 0.0754229863295062 |
146 | 0.940000042720988 | 0.119999914558023 | 0.0599999572790117 |
147 | 0.897386341536155 | 0.205227316927689 | 0.102613658463845 |
148 | 0.84643365615219 | 0.30713268769562 | 0.15356634384781 |
149 | 0.847532026155804 | 0.304935947688393 | 0.152467973844196 |
150 | 0.812092164392716 | 0.375815671214568 | 0.187907835607284 |
151 | 0.687720129972168 | 0.624559740055664 | 0.312279870027832 |
152 | 0.530586444538182 | 0.938827110923636 | 0.469413555461818 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 5 | 0.034965034965035 | NOK |
5% type I error level | 26 | 0.181818181818182 | NOK |
10% type I error level | 47 | 0.328671328671329 | NOK |