Multiple Linear Regression - Estimated Regression Equation |
A[t] = + 12.1489186629367 -0.398705114482305G[t] -0.183317058571799I1[t] -0.141157929844826I2[t] + 0.192188551981683I3[t] -0.17715063507255E1[t] + 0.083791206594272E2[t] + 0.000321034602484291E3[t] + 0.00272013233855552t + 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) | 12.1489186629367 | 1.803111 | 6.7378 | 0 | 0 |
G | -0.398705114482305 | 0.389667 | -1.0232 | 0.307831 | 0.153916 |
I1 | -0.183317058571799 | 0.074029 | -2.4763 | 0.014365 | 0.007183 |
I2 | -0.141157929844826 | 0.066149 | -2.134 | 0.034441 | 0.01722 |
I3 | 0.192188551981683 | 0.049213 | 3.9053 | 0.000141 | 7e-05 |
E1 | -0.17715063507255 | 0.071866 | -2.465 | 0.014807 | 0.007403 |
E2 | 0.083791206594272 | 0.055707 | 1.5041 | 0.134606 | 0.067303 |
E3 | 0.000321034602484291 | 0.057493 | 0.0056 | 0.995552 | 0.497776 |
t | 0.00272013233855552 | 0.00401 | 0.6784 | 0.498532 | 0.249266 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.491070774969508 |
R-squared | 0.241150506029153 |
Adjusted R-squared | 0.201472101115645 |
F-TEST (value) | 6.07762601734664 |
F-TEST (DF numerator) | 8 |
F-TEST (DF denominator) | 153 |
p-value | 8.68943208054418e-07 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.34664790800455 |
Sum Squared Residuals | 842.533729833743 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 4 | 5.41570292409134 | -1.41570292409134 |
2 | 4 | 5.89287000631469 | -1.89287000631469 |
3 | 6 | 6.67009154037498 | -0.670091540374983 |
4 | 8 | 5.67594054873468 | 2.32405945126532 |
5 | 8 | 4.80836829765133 | 3.19163170234867 |
6 | 4 | 5.15870737834717 | -1.15870737834717 |
7 | 4 | 1.79589123572862 | 2.20410876427138 |
8 | 8 | 6.95563529024385 | 1.04436470975615 |
9 | 5 | 4.49853731011913 | 0.501462689880868 |
10 | 4 | 5.61771334137212 | -1.61771334137212 |
11 | 4 | 5.35675760412345 | -1.35675760412345 |
12 | 4 | 3.67651861173141 | 0.323481388268591 |
13 | 4 | 5.5552103023679 | -1.5552103023679 |
14 | 4 | 2.07222613539318 | 1.92777386460682 |
15 | 4 | 5.12116589658298 | -1.12116589658298 |
16 | 8 | 4.86818387228914 | 3.13181612771086 |
17 | 4 | 7.61454783805536 | -3.61454783805536 |
18 | 4 | 4.60998202655122 | -0.609982026551218 |
19 | 4 | 2.01290248669956 | 1.98709751330044 |
20 | 8 | 6.32587383830507 | 1.67412616169493 |
21 | 4 | 5.18485948529724 | -1.18485948529724 |
22 | 7 | 7.26297445526533 | -0.262974455265334 |
23 | 4 | 8.61370476242556 | -4.61370476242556 |
24 | 4 | 3.91236112172158 | 0.0876388782784211 |
25 | 5 | 6.16963908921771 | -1.16963908921771 |
26 | 4 | 5.05844442840332 | -1.05844442840332 |
27 | 4 | 5.06116456074188 | -1.06116456074188 |
28 | 4 | 5.16985941794503 | -1.16985941794503 |
29 | 4 | 6.71291765246331 | -2.71291765246331 |
30 | 4 | 5.49867702071248 | -1.49867702071248 |
31 | 4 | 4.81419143475342 | -0.814191434753416 |
32 | 4 | 6.08137966980876 | -2.08137966980876 |
33 | 15 | 8.1193779302322 | 6.8806220697678 |
34 | 10 | 6.60340682052659 | 3.39659317947341 |
35 | 4 | 5.73989527420205 | -1.73989527420205 |
36 | 8 | 5.04125796873183 | 2.95874203126817 |
37 | 4 | 6.23188062348017 | -2.23188062348017 |
38 | 4 | 5.28108029602416 | -1.28108029602416 |
39 | 4 | 4.37942310394595 | -0.379423103945953 |
40 | 4 | 4.50826758805826 | -0.508267588058262 |
41 | 7 | 5.92522629357685 | 1.07477370642315 |
42 | 4 | 4.44039131391833 | -0.440391313918333 |
43 | 6 | 5.79200764015368 | 0.207992359846315 |
44 | 5 | 4.27608858226335 | 0.723911417736654 |
45 | 4 | 3.53053690340324 | 0.46946309659676 |
46 | 16 | 7.13431941485374 | 8.86568058514626 |
47 | 5 | 5.51304663284324 | -0.513046632843243 |
48 | 12 | 5.24603627032287 | 6.75396372967713 |
49 | 6 | 6.09629832788764 | -0.0962983278876383 |
50 | 9 | 7.52703301713686 | 1.47296698286314 |
51 | 9 | 6.96420760356991 | 2.03579239643009 |
52 | 4 | 6.56874369155963 | -2.56874369155963 |
53 | 5 | 5.87205797213557 | -0.872057972135569 |
54 | 4 | 6.60258109397592 | -2.60258109397592 |
55 | 4 | 5.59184351998879 | -1.59184351998879 |
56 | 5 | 5.57060392157724 | -0.570603921577236 |
57 | 4 | 5.67850959780438 | -1.67850959780438 |
58 | 4 | 3.78258837678793 | 0.21741162321207 |
59 | 4 | 5.13231676191996 | -1.13231676191996 |
60 | 5 | 7.86368959597514 | -2.86368959597514 |
61 | 4 | 5.3776756467256 | -1.3776756467256 |
62 | 6 | 6.83351015505075 | -0.833510155050753 |
63 | 4 | 4.94377763354122 | -0.943777633541216 |
64 | 4 | 4.00367370058832 | -0.00367370058831742 |
65 | 18 | 7.55871202884667 | 10.4412879711533 |
66 | 4 | 3.39787612305423 | 0.60212387694577 |
67 | 6 | 6.12596137319767 | -0.125961373197669 |
68 | 4 | 5.31108505599676 | -1.31108505599676 |
69 | 4 | 6.4497202414372 | -2.4497202414372 |
70 | 5 | 6.61610230054796 | -1.61610230054796 |
71 | 4 | 5.28059685767921 | -1.28059685767921 |
72 | 4 | 4.94039024901713 | -0.940390249017133 |
73 | 5 | 5.10860607601525 | -0.10860607601525 |
74 | 10 | 6.65360356676824 | 3.34639643323176 |
75 | 5 | 6.15312428974602 | -1.15312428974602 |
76 | 8 | 8.116457255875 | -0.116457255874999 |
77 | 8 | 8.12874561009756 | -0.128745610097561 |
78 | 5 | 5.09666121293075 | -0.0966612129307532 |
79 | 4 | 5.05972326884085 | -1.05972326884085 |
80 | 4 | 5.94946054602011 | -1.94946054602011 |
81 | 4 | 2.41606264004187 | 1.58393735995813 |
82 | 5 | 6.62579618219231 | -1.62579618219231 |
83 | 4 | 5.46338798814333 | -1.46338798814333 |
84 | 4 | 5.21717094985566 | -1.21717094985566 |
85 | 8 | 6.94700198054516 | 1.05299801945484 |
86 | 4 | 5.50660284502853 | -1.50660284502853 |
87 | 5 | 5.08527185845074 | -0.0852718584507365 |
88 | 14 | 7.61039893894897 | 6.38960106105103 |
89 | 8 | 6.15362783432808 | 1.84637216567192 |
90 | 8 | 5.91061783812972 | 2.08938216187028 |
91 | 4 | 7.81292016528139 | -3.81292016528139 |
92 | 4 | 4.17871833345969 | -0.178718333459691 |
93 | 6 | 5.71562950171433 | 0.284370498285674 |
94 | 4 | 5.97700273822368 | -1.97700273822368 |
95 | 7 | 6.34077367424217 | 0.659226325757832 |
96 | 7 | 5.62628125227927 | 1.37371874772073 |
97 | 4 | 4.71792840876299 | -0.717928408762986 |
98 | 6 | 6.61921639937323 | -0.619216399373228 |
99 | 4 | 5.87740562735114 | -1.87740562735114 |
100 | 7 | 4.92145681790656 | 2.07854318209344 |
101 | 4 | 5.85496011455106 | -1.85496011455106 |
102 | 4 | 3.36057244962628 | 0.639427550373717 |
103 | 8 | 6.73764373432649 | 1.26235626567351 |
104 | 4 | 5.99501003621399 | -1.99501003621399 |
105 | 4 | 5.73308779660603 | -1.73308779660603 |
106 | 10 | 7.16269146380087 | 2.83730853619913 |
107 | 8 | 6.89528840573123 | 1.10471159426877 |
108 | 6 | 6.50405633285165 | -0.504056332851645 |
109 | 4 | 4.80618511399379 | -0.806185113993795 |
110 | 4 | 5.6721936187912 | -1.6721936187912 |
111 | 4 | 4.14301326520784 | -0.143013265207835 |
112 | 5 | 4.9711687236861 | 0.0288312763138959 |
113 | 4 | 6.76397095317142 | -2.76397095317142 |
114 | 6 | 6.38325876472765 | -0.383258764727648 |
115 | 4 | 5.27719592743405 | -1.27719592743405 |
116 | 5 | 6.10483672187076 | -1.10483672187077 |
117 | 7 | 7.73399901696848 | -0.733999016968479 |
118 | 8 | 6.03435720547509 | 1.96564279452491 |
119 | 5 | 4.64001088885091 | 0.359989111149091 |
120 | 8 | 7.88306213384109 | 0.116937866158914 |
121 | 10 | 7.62295485544088 | 2.37704514455912 |
122 | 8 | 6.93318694725935 | 1.06681305274065 |
123 | 5 | 5.97820083513231 | -0.97820083513231 |
124 | 12 | 8.55146197629179 | 3.44853802370821 |
125 | 4 | 2.12858925061382 | 1.87141074938618 |
126 | 5 | 4.83235062014352 | 0.167649379856477 |
127 | 4 | 6.60542917435909 | -2.60542917435909 |
128 | 6 | 5.53730913084527 | 0.462690869154732 |
129 | 4 | 6.98376300293591 | -2.98376300293591 |
130 | 4 | 5.4625616228231 | -1.4625616228231 |
131 | 7 | 7.34691837343299 | -0.34691837343299 |
132 | 7 | 6.41937642552462 | 0.580623574475382 |
133 | 10 | 7.09857501977511 | 2.90142498022489 |
134 | 4 | 5.92023368410367 | -1.92023368410367 |
135 | 5 | 6.02838817700112 | -1.02838817700112 |
136 | 8 | 5.79121893590545 | 2.20878106409455 |
137 | 11 | 5.43809634080556 | 5.56190365919444 |
138 | 7 | 6.25241024299049 | 0.747589757009512 |
139 | 4 | 5.07961358088481 | -1.07961358088481 |
140 | 8 | 6.79514807769221 | 1.20485192230779 |
141 | 6 | 6.50438386415372 | -0.504383864153723 |
142 | 7 | 6.5828466090672 | 0.417153390932803 |
143 | 5 | 7.79032580619448 | -2.79032580619448 |
144 | 4 | 6.31253973403332 | -2.31253973403332 |
145 | 8 | 5.4443259150072 | 2.5556740849928 |
146 | 4 | 6.15233378987295 | -2.15233378987295 |
147 | 8 | 5.77776486420176 | 2.22223513579824 |
148 | 6 | 3.8671505342692 | 2.1328494657308 |
149 | 4 | 5.88469928248825 | -1.88469928248825 |
150 | 9 | 6.32975210745052 | 2.67024789254948 |
151 | 5 | 5.63862311165668 | -0.638623111656681 |
152 | 6 | 5.40353910563267 | 0.596460894367329 |
153 | 4 | 5.54313150215582 | -1.54313150215582 |
154 | 4 | 3.99649168315767 | 0.00350831684233203 |
155 | 4 | 4.14984326815125 | -0.149843268151246 |
156 | 5 | 6.68370930695993 | -1.68370930695993 |
157 | 6 | 7.58328689637252 | -1.58328689637252 |
158 | 16 | 8.96793785171612 | 7.03206214828388 |
159 | 6 | 5.89515823605899 | 0.10484176394101 |
160 | 6 | 7.14544153111168 | -1.14544153111168 |
161 | 4 | 6.74559348242921 | -2.74559348242921 |
162 | 4 | 7.05432168924824 | -3.05432168924824 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
12 | 0.600391893539417 | 0.799216212921167 | 0.399608106460583 |
13 | 0.435142110094887 | 0.870284220189774 | 0.564857889905113 |
14 | 0.392240858623919 | 0.784481717247839 | 0.607759141376081 |
15 | 0.283089842850874 | 0.566179685701749 | 0.716910157149126 |
16 | 0.208445268853143 | 0.416890537706285 | 0.791554731146857 |
17 | 0.178978388641436 | 0.357956777282871 | 0.821021611358564 |
18 | 0.122032392865538 | 0.244064785731076 | 0.877967607134462 |
19 | 0.0782323782857709 | 0.156464756571542 | 0.921767621714229 |
20 | 0.0579032591229647 | 0.115806518245929 | 0.942096740877035 |
21 | 0.107052852870432 | 0.214105705740863 | 0.892947147129568 |
22 | 0.0735169585655907 | 0.147033917131181 | 0.926483041434409 |
23 | 0.0618147659462691 | 0.123629531892538 | 0.938185234053731 |
24 | 0.0450332516368352 | 0.0900665032736704 | 0.954966748363165 |
25 | 0.0287125455996462 | 0.0574250911992924 | 0.971287454400354 |
26 | 0.0232769625504729 | 0.0465539251009458 | 0.976723037449527 |
27 | 0.0150730283539437 | 0.0301460567078874 | 0.984926971646056 |
28 | 0.011067597939608 | 0.0221351958792159 | 0.988932402060392 |
29 | 0.0127368841789707 | 0.0254737683579415 | 0.987263115821029 |
30 | 0.00808012820753254 | 0.0161602564150651 | 0.991919871792467 |
31 | 0.00487849323388792 | 0.00975698646777583 | 0.995121506766112 |
32 | 0.00302668356838728 | 0.00605336713677457 | 0.996973316431613 |
33 | 0.364957303331686 | 0.729914606663371 | 0.635042696668314 |
34 | 0.479873677454539 | 0.959747354909078 | 0.520126322545461 |
35 | 0.484259624567064 | 0.968519249134127 | 0.515740375432936 |
36 | 0.467388647578759 | 0.934777295157517 | 0.532611352421241 |
37 | 0.425855426891592 | 0.851710853783184 | 0.574144573108408 |
38 | 0.407562725482353 | 0.815125450964705 | 0.592437274517647 |
39 | 0.352701929955406 | 0.705403859910811 | 0.647298070044594 |
40 | 0.30231459394866 | 0.60462918789732 | 0.69768540605134 |
41 | 0.325672288483522 | 0.651344576967044 | 0.674327711516478 |
42 | 0.277959121083015 | 0.55591824216603 | 0.722040878916985 |
43 | 0.240594167224399 | 0.481188334448797 | 0.759405832775601 |
44 | 0.201060145439936 | 0.402120290879873 | 0.798939854560064 |
45 | 0.170170098698215 | 0.340340197396429 | 0.829829901301785 |
46 | 0.8399571049363 | 0.320085790127399 | 0.1600428950637 |
47 | 0.822831680889873 | 0.354336638220253 | 0.177168319110127 |
48 | 0.947509425237362 | 0.104981149525276 | 0.0524905747626378 |
49 | 0.932835786787298 | 0.134328426425404 | 0.0671642132127021 |
50 | 0.921497734506292 | 0.157004530987417 | 0.0785022654937084 |
51 | 0.912030810456808 | 0.175938379086383 | 0.0879691895431917 |
52 | 0.922607499307012 | 0.154785001385976 | 0.0773925006929878 |
53 | 0.906650190141375 | 0.18669961971725 | 0.0933498098586248 |
54 | 0.919208986350988 | 0.161582027298024 | 0.0807910136490118 |
55 | 0.915727023944614 | 0.168545952110771 | 0.0842729760553856 |
56 | 0.896295774844112 | 0.207408450311775 | 0.103704225155887 |
57 | 0.884865041904223 | 0.230269916191554 | 0.115134958095777 |
58 | 0.859347164242469 | 0.281305671515062 | 0.140652835757531 |
59 | 0.837778535540547 | 0.324442928918907 | 0.162221464459453 |
60 | 0.850223724931878 | 0.299552550136244 | 0.149776275068122 |
61 | 0.829022545089262 | 0.341954909821476 | 0.170977454910738 |
62 | 0.79896773717281 | 0.40206452565438 | 0.20103226282719 |
63 | 0.768727048407536 | 0.462545903184928 | 0.231272951592464 |
64 | 0.734967262016241 | 0.530065475967519 | 0.265032737983759 |
65 | 0.997241903438376 | 0.00551619312324716 | 0.00275809656162358 |
66 | 0.996153450947774 | 0.00769309810445233 | 0.00384654905222616 |
67 | 0.994652314875756 | 0.010695370248488 | 0.00534768512424399 |
68 | 0.993416206600345 | 0.0131675867993108 | 0.00658379339965539 |
69 | 0.993506768464231 | 0.012986463071538 | 0.00649323153576901 |
70 | 0.992318279154742 | 0.0153634416905161 | 0.00768172084525804 |
71 | 0.990488712377666 | 0.0190225752446676 | 0.0095112876223338 |
72 | 0.987746518855271 | 0.0245069622894579 | 0.0122534811447289 |
73 | 0.983563603163485 | 0.0328727936730306 | 0.0164363968365153 |
74 | 0.9882462525416 | 0.0235074949168007 | 0.0117537474584003 |
75 | 0.985254848616393 | 0.029490302767214 | 0.014745151383607 |
76 | 0.980289524574094 | 0.0394209508518119 | 0.0197104754259059 |
77 | 0.97395975450863 | 0.0520804909827393 | 0.0260402454913696 |
78 | 0.965990303286187 | 0.0680193934276271 | 0.0340096967138135 |
79 | 0.959037915249884 | 0.0819241695002322 | 0.0409620847501161 |
80 | 0.955979596713231 | 0.0880408065735387 | 0.0440204032867693 |
81 | 0.955985301508082 | 0.0880293969838353 | 0.0440146984919177 |
82 | 0.949767910250223 | 0.100464179499553 | 0.0502320897497765 |
83 | 0.941775876118858 | 0.116448247762283 | 0.0582241238811416 |
84 | 0.93018087882283 | 0.139638242354339 | 0.0698191211771696 |
85 | 0.916726973452598 | 0.166546053094805 | 0.0832730265474024 |
86 | 0.906232426421206 | 0.187535147157587 | 0.0937675735787935 |
87 | 0.8877131537811 | 0.224573692437799 | 0.1122868462189 |
88 | 0.976741967030087 | 0.0465160659398256 | 0.0232580329699128 |
89 | 0.972221159556255 | 0.0555576808874906 | 0.0277788404437453 |
90 | 0.969124777873748 | 0.0617504442525043 | 0.0308752221262522 |
91 | 0.97688154526948 | 0.0462369094610404 | 0.0231184547305202 |
92 | 0.969918569471309 | 0.0601628610573825 | 0.0300814305286913 |
93 | 0.961140836341332 | 0.0777183273173365 | 0.0388591636586682 |
94 | 0.957374582630268 | 0.0852508347394632 | 0.0426254173697316 |
95 | 0.946117338019613 | 0.107765323960775 | 0.0538826619803874 |
96 | 0.935745840251864 | 0.128508319496272 | 0.0642541597481358 |
97 | 0.92021601905099 | 0.15956796189802 | 0.0797839809490098 |
98 | 0.901508787400125 | 0.19698242519975 | 0.0984912125998751 |
99 | 0.890494926058795 | 0.219010147882409 | 0.109505073941205 |
100 | 0.886188878190165 | 0.227622243619671 | 0.113811121809835 |
101 | 0.876858904618126 | 0.246282190763749 | 0.123141095381874 |
102 | 0.856668744633128 | 0.286662510733743 | 0.143331255366871 |
103 | 0.834875786247751 | 0.330248427504497 | 0.165124213752248 |
104 | 0.829248713322066 | 0.341502573355868 | 0.170751286677934 |
105 | 0.810501943808931 | 0.378996112382138 | 0.189498056191069 |
106 | 0.823825538122158 | 0.352348923755684 | 0.176174461877842 |
107 | 0.805727579984457 | 0.388544840031085 | 0.194272420015543 |
108 | 0.769005737814222 | 0.461988524371556 | 0.230994262185778 |
109 | 0.735993731214599 | 0.528012537570801 | 0.264006268785401 |
110 | 0.719436857589324 | 0.561126284821353 | 0.280563142410676 |
111 | 0.67531248947099 | 0.649375021058019 | 0.32468751052901 |
112 | 0.62687309329408 | 0.746253813411841 | 0.37312690670592 |
113 | 0.636696134309102 | 0.726607731381796 | 0.363303865690898 |
114 | 0.590752803175731 | 0.818494393648539 | 0.409247196824269 |
115 | 0.579902130980146 | 0.840195738039708 | 0.420097869019854 |
116 | 0.538749663754731 | 0.922500672490538 | 0.461250336245269 |
117 | 0.509797690213773 | 0.980404619572453 | 0.490202309786227 |
118 | 0.471556507944301 | 0.943113015888601 | 0.528443492055699 |
119 | 0.420987061420843 | 0.841974122841685 | 0.579012938579157 |
120 | 0.373506100025802 | 0.747012200051604 | 0.626493899974198 |
121 | 0.349951138805834 | 0.699902277611667 | 0.650048861194166 |
122 | 0.302276748433485 | 0.60455349686697 | 0.697723251566515 |
123 | 0.2776003261292 | 0.555200652258399 | 0.7223996738708 |
124 | 0.375880099994354 | 0.751760199988708 | 0.624119900005646 |
125 | 0.339740627058783 | 0.679481254117566 | 0.660259372941217 |
126 | 0.28681828004053 | 0.57363656008106 | 0.71318171995947 |
127 | 0.312103039146092 | 0.624206078292184 | 0.687896960853908 |
128 | 0.2646686109974 | 0.5293372219948 | 0.7353313890026 |
129 | 0.279257958180385 | 0.558515916360769 | 0.720742041819615 |
130 | 0.252645140487258 | 0.505290280974517 | 0.747354859512742 |
131 | 0.208577167798814 | 0.417154335597628 | 0.791422832201186 |
132 | 0.166790485883294 | 0.333580971766588 | 0.833209514116706 |
133 | 0.224720697792087 | 0.449441395584173 | 0.775279302207913 |
134 | 0.193771218360471 | 0.387542436720942 | 0.806228781639529 |
135 | 0.237184745097975 | 0.47436949019595 | 0.762815254902025 |
136 | 0.270649219294819 | 0.541298438589638 | 0.729350780705181 |
137 | 0.469793162396182 | 0.939586324792365 | 0.530206837603817 |
138 | 0.407878205684092 | 0.815756411368183 | 0.592121794315908 |
139 | 0.438838159902808 | 0.877676319805616 | 0.561161840097192 |
140 | 0.362480461540683 | 0.724960923081366 | 0.637519538459317 |
141 | 0.367027338640245 | 0.734054677280489 | 0.632972661359755 |
142 | 0.302660837775806 | 0.605321675551613 | 0.697339162224194 |
143 | 0.467089143065511 | 0.934178286131021 | 0.532910856934489 |
144 | 0.384050137025377 | 0.768100274050754 | 0.615949862974623 |
145 | 0.304018465916327 | 0.608036931832654 | 0.695981534083673 |
146 | 0.296198153810889 | 0.592396307621778 | 0.703801846189111 |
147 | 0.213434399146343 | 0.426868798292687 | 0.786565600853657 |
148 | 0.456287844656198 | 0.912575689312396 | 0.543712155343802 |
149 | 0.34781639993592 | 0.695632799871839 | 0.65218360006408 |
150 | 0.810730906711767 | 0.378538186576465 | 0.189269093288233 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 4 | 0.0287769784172662 | NOK |
5% type I error level | 21 | 0.151079136690647 | NOK |
10% type I error level | 33 | 0.237410071942446 | NOK |