Multiple Linear Regression - Estimated Regression Equation |
A[t] = + 13.1021813277664 -0.461748586195468G[t] -0.203535607656668I1[t] -0.0880619044143501I2[t] + 0.195213302699786I3[t] -0.169902289059841E1[t] + 0.00369238600191959E3[t] + 0.00278072385342037t + 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) | 13.1021813277664 | 1.71364 | 7.6458 | 0 | 0 |
G | -0.461748586195468 | 0.389202 | -1.1864 | 0.237292 | 0.118646 |
I1 | -0.203535607656668 | 0.073062 | -2.7858 | 0.006011 | 0.003005 |
I2 | -0.0880619044143501 | 0.055151 | -1.5967 | 0.112374 | 0.056187 |
I3 | 0.195213302699786 | 0.04942 | 3.9501 | 0.000119 | 5.9e-05 |
E1 | -0.169902289059841 | 0.070721 | -2.4024 | 0.017477 | 0.008738 |
E3 | 0.00369238600191959 | 0.053155 | 0.0695 | 0.94471 | 0.472355 |
t | 0.00278072385342037 | 0.004027 | 0.6905 | 0.490909 | 0.245455 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.479061876801988 |
R-squared | 0.229500281805043 |
Adjusted R-squared | 0.194477567341636 |
F-TEST (value) | 6.55289817826177 |
F-TEST (DF numerator) | 7 |
F-TEST (DF denominator) | 154 |
p-value | 8.90374379447501e-07 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.35690297958321 |
Sum Squared Residuals | 855.468714895901 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 4 | 5.77863926001301 | -1.77863926001301 |
2 | 4 | 6.09068388861383 | -2.09068388861383 |
3 | 6 | 6.95825899309991 | -0.958258993099905 |
4 | 8 | 5.5643568803953 | 2.4356431196047 |
5 | 8 | 4.74730248528326 | 3.25269751471674 |
6 | 4 | 4.74622653046718 | -0.746226530467183 |
7 | 4 | 1.72122065105652 | 2.27877934894348 |
8 | 8 | 6.51890428039782 | 1.48109571960218 |
9 | 5 | 4.8384248291141 | 0.161575170885901 |
10 | 4 | 5.69162460849367 | -1.69162460849367 |
11 | 4 | 5.0501631153406 | -1.0501631153406 |
12 | 4 | 4.02313693741617 | -0.0231369374161707 |
13 | 4 | 5.8914577740257 | -1.8914577740257 |
14 | 4 | 2.92632979544061 | 1.07367020455939 |
15 | 4 | 5.0074001886388 | -1.0074001886388 |
16 | 8 | 4.77270177455976 | 3.22729822544024 |
17 | 4 | 7.11989850714325 | -3.11989850714325 |
18 | 4 | 4.766505754478 | -0.766505754478 |
19 | 4 | 2.35959537161906 | 1.64040462838094 |
20 | 8 | 5.84641105685487 | 2.15358894314513 |
21 | 4 | 5.52140586262396 | -1.52140586262396 |
22 | 7 | 6.84121696125442 | 0.158783038745581 |
23 | 4 | 8.69010475557339 | -4.69010475557339 |
24 | 4 | 4.02423818659235 | -0.0242381865923487 |
25 | 5 | 5.84656008213581 | -0.846560082135809 |
26 | 4 | 4.97342256594567 | -0.973422565945673 |
27 | 4 | 4.97620328979909 | -0.976203289799093 |
28 | 4 | 5.73627447861481 | -1.73627447861481 |
29 | 4 | 6.47727907479687 | -2.47727907479687 |
30 | 4 | 5.29744400629846 | -1.29744400629846 |
31 | 4 | 4.73785702746864 | -0.737857027468635 |
32 | 4 | 6.06686995612139 | -2.06686995612139 |
33 | 15 | 7.76316807142711 | 7.23683192857289 |
34 | 10 | 6.9176276565655 | 3.0823723434345 |
35 | 4 | 5.20561908588738 | -1.20561908588738 |
36 | 8 | 5.06762009274743 | 2.93237990725257 |
37 | 4 | 5.58506301193118 | -1.58506301193118 |
38 | 4 | 5.46306483180197 | -1.46306483180197 |
39 | 4 | 4.14995164084152 | -0.149951640841522 |
40 | 4 | 4.66430323388547 | -0.664303233885474 |
41 | 7 | 6.02805974486126 | 0.971940255138738 |
42 | 4 | 4.45504849369567 | -0.455048493695666 |
43 | 6 | 5.652174378713 | 0.347825621287004 |
44 | 5 | 4.43676091593646 | 0.563239084063545 |
45 | 4 | 3.65511021552452 | 0.344889784475477 |
46 | 16 | 7.10606027815338 | 8.89393972184662 |
47 | 5 | 5.88175469236872 | -0.881754692368723 |
48 | 12 | 4.56957403447242 | 7.43042596552758 |
49 | 6 | 6.35290278869692 | -0.352902788696924 |
50 | 9 | 7.0963648405637 | 1.9036351594363 |
51 | 9 | 7.36793414226593 | 1.63206585773407 |
52 | 4 | 6.85933135537908 | -2.85933135537908 |
53 | 5 | 5.52803207382283 | -0.528032073822833 |
54 | 4 | 6.64664539723182 | -2.64664539723182 |
55 | 4 | 5.39932485340353 | -1.39932485340353 |
56 | 5 | 5.66309702497713 | -0.663097024977132 |
57 | 4 | 5.78791707061103 | -1.78791707061103 |
58 | 4 | 4.21300083081325 | -0.213000830813255 |
59 | 4 | 4.94547076742113 | -0.945470767421126 |
60 | 5 | 7.60485534922978 | -2.60485534922978 |
61 | 4 | 5.30097849374002 | -1.30097849374002 |
62 | 6 | 6.6815830368638 | -0.681583036863796 |
63 | 4 | 5.4568994652195 | -1.4568994652195 |
64 | 4 | 3.77245575288429 | 0.227544247115714 |
65 | 18 | 7.86646250743923 | 10.1335374925608 |
66 | 4 | 3.42945855020892 | 0.570541449791082 |
67 | 6 | 6.06273395525497 | -0.062733955254967 |
68 | 4 | 5.65818361483537 | -1.65818361483537 |
69 | 4 | 6.20983729634556 | -2.20983729634556 |
70 | 5 | 6.37402240515187 | -1.37402240515187 |
71 | 4 | 5.6814299429322 | -1.6814299429322 |
72 | 4 | 5.12249965775272 | -1.12249965775272 |
73 | 5 | 5.35074721178187 | -0.350747211781873 |
74 | 10 | 6.51261770431255 | 3.48738229568745 |
75 | 5 | 5.99378420982222 | -0.993784209822224 |
76 | 8 | 7.92741554404902 | 0.0725844559509776 |
77 | 8 | 8.10009855696228 | -0.100098556962283 |
78 | 5 | 4.98223393572524 | 0.0177660642747573 |
79 | 4 | 4.82528612524929 | -0.825286125249286 |
80 | 4 | 5.78197115883436 | -1.78197115883436 |
81 | 4 | 2.35801818930933 | 1.64198181069067 |
82 | 5 | 6.91837959029478 | -1.91837959029478 |
83 | 4 | 5.66189887898051 | -1.66189887898051 |
84 | 4 | 5.21829820178154 | -1.21829820178154 |
85 | 8 | 6.85201815708603 | 1.14798184291398 |
86 | 4 | 5.23210876853072 | -1.23210876853072 |
87 | 5 | 5.04191079446403 | -0.0419107944640306 |
88 | 14 | 7.36872358713928 | 6.63127641286072 |
89 | 8 | 6.83121348305021 | 1.16878651694979 |
90 | 8 | 6.03651264343454 | 1.96348735656546 |
91 | 4 | 7.84044404446321 | -3.84044404446321 |
92 | 4 | 4.52711678511194 | -0.527116785111945 |
93 | 6 | 5.38371442150617 | 0.616285578493828 |
94 | 4 | 6.00452087001118 | -2.00452087001118 |
95 | 7 | 6.26562666949946 | 0.734373330500544 |
96 | 7 | 5.66149295638479 | 1.33850704361521 |
97 | 4 | 4.56431067568893 | -0.564310675688935 |
98 | 6 | 6.78760064626424 | -0.787600646264235 |
99 | 4 | 5.6901558908192 | -1.6901558908192 |
100 | 7 | 5.01097392381639 | 1.98902607618361 |
101 | 4 | 5.48072579406674 | -1.48072579406674 |
102 | 4 | 3.92882532945212 | 0.0711746705478845 |
103 | 8 | 6.57944898205482 | 1.42055101794518 |
104 | 4 | 5.9765336411959 | -1.9765336411959 |
105 | 4 | 5.61593922666688 | -1.61593922666688 |
106 | 10 | 7.20237382767919 | 2.79762617232081 |
107 | 8 | 6.5906908073057 | 1.4093091926943 |
108 | 6 | 6.43399178189435 | -0.433991781894352 |
109 | 4 | 5.27256407373461 | -1.27256407373461 |
110 | 4 | 5.85084166662026 | -1.85084166662026 |
111 | 4 | 3.5831041977116 | 0.416895802288403 |
112 | 5 | 4.67225532402616 | 0.32774467597384 |
113 | 4 | 6.82204090459741 | -2.82204090459741 |
114 | 6 | 6.55461019199477 | -0.554610191994766 |
115 | 4 | 5.17377550655006 | -1.17377550655006 |
116 | 5 | 6.64040077176494 | -1.64040077176494 |
117 | 7 | 7.17452322347744 | -0.17452322347744 |
118 | 8 | 5.97483990344429 | 2.02516009655571 |
119 | 5 | 4.72203589544024 | 0.277964104559764 |
120 | 8 | 7.85792888213172 | 0.142071117868282 |
121 | 10 | 7.90028860493702 | 2.09971139506298 |
122 | 8 | 6.95168705800721 | 1.04831294199279 |
123 | 5 | 5.77134177432234 | -0.771341774322342 |
124 | 12 | 9.04877569691509 | 2.95122430308491 |
125 | 4 | 1.91525816593051 | 2.08474183406949 |
126 | 5 | 5.07997457690457 | -0.0799745769045719 |
127 | 4 | 6.34794318106977 | -2.34794318106977 |
128 | 6 | 5.5993525624767 | 0.400647437523304 |
129 | 4 | 7.09987178818533 | -3.09987178818533 |
130 | 4 | 5.49544375730881 | -1.49544375730881 |
131 | 7 | 7.69004029733379 | -0.690040297333795 |
132 | 7 | 6.30716942945474 | 0.692830570545263 |
133 | 10 | 7.3458029757048 | 2.6541970242952 |
134 | 4 | 6.02371261898937 | -2.02371261898937 |
135 | 5 | 5.73262654596452 | -0.732626545964518 |
136 | 8 | 6.27254820867086 | 1.72745179132914 |
137 | 11 | 5.20654146586718 | 5.79345853413282 |
138 | 7 | 6.24785667925158 | 0.752143320748421 |
139 | 4 | 5.06783267114076 | -1.06783267114076 |
140 | 8 | 6.66492291432105 | 1.33507708567895 |
141 | 6 | 6.57063043832739 | -0.570630438327391 |
142 | 7 | 6.4573148949659 | 0.542685105034102 |
143 | 5 | 7.56261823021146 | -2.56261823021146 |
144 | 4 | 6.39306433867061 | -2.39306433867061 |
145 | 8 | 5.73315659819965 | 2.26684340180035 |
146 | 4 | 6.2801835368942 | -2.2801835368942 |
147 | 8 | 5.54217274876508 | 2.45782725123492 |
148 | 6 | 4.32266161719038 | 1.67733838280963 |
149 | 4 | 6.04130984506346 | -2.04130984506346 |
150 | 9 | 6.39537414962187 | 2.60462585037813 |
151 | 5 | 5.81360940790558 | -0.813609407905584 |
152 | 6 | 5.19859433334101 | 0.801405666658995 |
153 | 4 | 5.35623196283278 | -1.35623196283278 |
154 | 4 | 3.63842814552506 | 0.361571854474938 |
155 | 4 | 4.23855349934509 | -0.238553499345088 |
156 | 5 | 6.5560222043008 | -1.5560222043008 |
157 | 6 | 7.34450492024684 | -1.34450492024684 |
158 | 16 | 8.40180591838266 | 7.59819408161734 |
159 | 6 | 5.56724219583192 | 0.432757804168083 |
160 | 6 | 7.26396182697542 | -1.26396182697542 |
161 | 4 | 7.00429729096298 | -3.00429729096298 |
162 | 4 | 7.42212688596748 | -3.42212688596748 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
11 | 0.675003217083319 | 0.649993565833363 | 0.324996782916681 |
12 | 0.51774612111973 | 0.96450775776054 | 0.48225387888027 |
13 | 0.430071942258513 | 0.860143884517027 | 0.569928057741487 |
14 | 0.326198774138368 | 0.652397548276736 | 0.673801225861632 |
15 | 0.262287097563661 | 0.524574195127321 | 0.737712902436339 |
16 | 0.204044415665795 | 0.408088831331591 | 0.795955584334205 |
17 | 0.148841990819229 | 0.297683981638458 | 0.851158009180771 |
18 | 0.0968349438140948 | 0.19366988762819 | 0.903165056185905 |
19 | 0.0609607402254839 | 0.121921480450968 | 0.939039259774516 |
20 | 0.0560759491513397 | 0.112151898302679 | 0.94392405084866 |
21 | 0.114083984162361 | 0.228167968324721 | 0.885916015837639 |
22 | 0.0830547309501635 | 0.166109461900327 | 0.916945269049837 |
23 | 0.0831483283954833 | 0.166296656790967 | 0.916851671604517 |
24 | 0.0683992966045502 | 0.1367985932091 | 0.93160070339545 |
25 | 0.0479442683616065 | 0.095888536723213 | 0.952055731638394 |
26 | 0.0326971354565904 | 0.0653942709131808 | 0.96730286454341 |
27 | 0.0210830382554056 | 0.0421660765108113 | 0.978916961744594 |
28 | 0.0238739867667332 | 0.0477479735334665 | 0.976126013233267 |
29 | 0.0199580928479695 | 0.039916185695939 | 0.98004190715203 |
30 | 0.0128804185073344 | 0.0257608370146689 | 0.987119581492666 |
31 | 0.00806503293457582 | 0.0161300658691516 | 0.991934967065424 |
32 | 0.00523375507090615 | 0.0104675101418123 | 0.994766244929094 |
33 | 0.407968217972898 | 0.815936435945796 | 0.592031782027102 |
34 | 0.459348363268304 | 0.918696726536608 | 0.540651636731696 |
35 | 0.441838464736683 | 0.883676929473366 | 0.558161535263317 |
36 | 0.421336887305774 | 0.842673774611548 | 0.578663112694226 |
37 | 0.374120832075024 | 0.748241664150049 | 0.625879167924976 |
38 | 0.370876753460687 | 0.741753506921374 | 0.629123246539313 |
39 | 0.317811821233885 | 0.63562364246777 | 0.682188178766115 |
40 | 0.269771952770042 | 0.539543905540084 | 0.730228047229958 |
41 | 0.283413329769801 | 0.566826659539602 | 0.716586670230199 |
42 | 0.2392640468659 | 0.478528093731801 | 0.7607359531341 |
43 | 0.206914578778787 | 0.413829157557574 | 0.793085421221213 |
44 | 0.171507019779207 | 0.343014039558413 | 0.828492980220793 |
45 | 0.144201114566751 | 0.288402229133503 | 0.855798885433249 |
46 | 0.800637033889548 | 0.398725932220904 | 0.199362966110452 |
47 | 0.787231334075459 | 0.425537331849082 | 0.212768665924541 |
48 | 0.950061654894092 | 0.099876690211816 | 0.049938345105908 |
49 | 0.93779014214736 | 0.12441971570528 | 0.0622098578526398 |
50 | 0.930511861989455 | 0.138976276021089 | 0.0694881380105446 |
51 | 0.917373913518419 | 0.165252172963162 | 0.082626086481581 |
52 | 0.93524574455862 | 0.12950851088276 | 0.06475425544138 |
53 | 0.919523173769975 | 0.16095365246005 | 0.0804768262300249 |
54 | 0.927914095950191 | 0.144171808099618 | 0.072085904049809 |
55 | 0.92386357834865 | 0.1522728433027 | 0.0761364216513499 |
56 | 0.906192802836213 | 0.187614394327574 | 0.093807197163787 |
57 | 0.89678398207363 | 0.20643203585274 | 0.10321601792637 |
58 | 0.874299962146875 | 0.251400075706249 | 0.125700037853125 |
59 | 0.851567264189985 | 0.296865471620029 | 0.148432735810015 |
60 | 0.864967865238295 | 0.27006426952341 | 0.135032134761705 |
61 | 0.845326739333865 | 0.30934652133227 | 0.154673260666135 |
62 | 0.816260789198891 | 0.367478421602218 | 0.183739210801109 |
63 | 0.792890375912861 | 0.414219248174278 | 0.207109624087139 |
64 | 0.758497518400514 | 0.483004963198972 | 0.241502481599486 |
65 | 0.996369383326315 | 0.00726123334736992 | 0.00363061667368496 |
66 | 0.994966190287538 | 0.0100676194249243 | 0.00503380971246214 |
67 | 0.993126753268564 | 0.0137464934628724 | 0.00687324673143622 |
68 | 0.992090659067756 | 0.0158186818644878 | 0.00790934093224391 |
69 | 0.991635682466445 | 0.0167286350671097 | 0.00836431753355484 |
70 | 0.989794442662287 | 0.0204111146754257 | 0.0102055573377129 |
71 | 0.988449568831641 | 0.0231008623367176 | 0.0115504311683588 |
72 | 0.985486872791334 | 0.0290262544173323 | 0.0145131272086662 |
73 | 0.980872800090067 | 0.0382543998198665 | 0.0191271999099332 |
74 | 0.986097375227458 | 0.0278052495450847 | 0.0139026247725424 |
75 | 0.98233357753316 | 0.0353328449336802 | 0.0176664224668401 |
76 | 0.976592644763903 | 0.0468147104721941 | 0.023407355236097 |
77 | 0.969381918848032 | 0.0612361623039361 | 0.0306180811519681 |
78 | 0.960305960626942 | 0.0793880787461155 | 0.0396940393730578 |
79 | 0.951287945071173 | 0.0974241098576548 | 0.0487120549288274 |
80 | 0.947077216971054 | 0.105845566057891 | 0.0529227830289457 |
81 | 0.944012969158331 | 0.111974061683337 | 0.0559870308416686 |
82 | 0.940824573404611 | 0.118350853190778 | 0.0591754265953889 |
83 | 0.932964607055108 | 0.134070785889785 | 0.0670353929448923 |
84 | 0.921474288701746 | 0.157051422596507 | 0.0785257112982537 |
85 | 0.906980209317992 | 0.186039581364017 | 0.0930197906820083 |
86 | 0.891423945568696 | 0.217152108862608 | 0.108576054431304 |
87 | 0.870849008208006 | 0.258301983583987 | 0.129150991791993 |
88 | 0.973558609507714 | 0.0528827809845727 | 0.0264413904922863 |
89 | 0.973915304798674 | 0.0521693904026522 | 0.0260846952013261 |
90 | 0.970497011833565 | 0.059005976332871 | 0.0295029881664355 |
91 | 0.977471023734869 | 0.0450579525302614 | 0.0225289762651307 |
92 | 0.97083667509972 | 0.0583266498005598 | 0.0291633249002799 |
93 | 0.963022581780171 | 0.0739548364396577 | 0.0369774182198289 |
94 | 0.959347075853709 | 0.0813058482925817 | 0.0406529241462909 |
95 | 0.948880165048666 | 0.102239669902668 | 0.0511198349513342 |
96 | 0.938727051466025 | 0.12254589706795 | 0.0612729485339751 |
97 | 0.923661641557781 | 0.152676716884438 | 0.0763383584422188 |
98 | 0.906190700320568 | 0.187618599358865 | 0.0938092996794325 |
99 | 0.893016503236271 | 0.213966993527458 | 0.106983496763729 |
100 | 0.887564957880271 | 0.224870084239458 | 0.112435042119729 |
101 | 0.872336593982326 | 0.255326812035348 | 0.127663406017674 |
102 | 0.84643967778169 | 0.307120644436619 | 0.15356032221831 |
103 | 0.828247499963125 | 0.343505000073749 | 0.171752500036875 |
104 | 0.823483013920652 | 0.353033972158696 | 0.176516986079348 |
105 | 0.801192224056392 | 0.397615551887215 | 0.198807775943608 |
106 | 0.815272298333193 | 0.369455403333614 | 0.184727701666807 |
107 | 0.811092393545969 | 0.377815212908061 | 0.188907606454031 |
108 | 0.775374460555053 | 0.449251078889894 | 0.224625539444947 |
109 | 0.749870556710837 | 0.500258886578326 | 0.250129443289163 |
110 | 0.738714560488734 | 0.522570879022532 | 0.261285439511266 |
111 | 0.696843553721883 | 0.606312892556234 | 0.303156446278117 |
112 | 0.650631237295274 | 0.698737525409452 | 0.349368762704726 |
113 | 0.654586457777137 | 0.690827084445726 | 0.345413542222863 |
114 | 0.611002818193587 | 0.777994363612826 | 0.388997181806413 |
115 | 0.598579029194928 | 0.802841941610144 | 0.401420970805072 |
116 | 0.567064461515037 | 0.865871076969925 | 0.432935538484963 |
117 | 0.526029387732062 | 0.947941224535877 | 0.473970612267938 |
118 | 0.490679650380082 | 0.981359300760163 | 0.509320349619918 |
119 | 0.441635931683826 | 0.883271863367651 | 0.558364068316174 |
120 | 0.392241718599928 | 0.784483437199855 | 0.607758281400072 |
121 | 0.364336647691621 | 0.728673295383241 | 0.635663352308379 |
122 | 0.316403328307191 | 0.632806656614381 | 0.683596671692809 |
123 | 0.280241870035748 | 0.560483740071496 | 0.719758129964252 |
124 | 0.356210285179837 | 0.712420570359674 | 0.643789714820163 |
125 | 0.331171921764911 | 0.662343843529823 | 0.668828078235089 |
126 | 0.280819744764243 | 0.561639489528485 | 0.719180255235757 |
127 | 0.275438145004513 | 0.550876290009026 | 0.724561854995487 |
128 | 0.230277794382325 | 0.46055558876465 | 0.769722205617675 |
129 | 0.239743732808975 | 0.479487465617951 | 0.760256267191025 |
130 | 0.208167041927435 | 0.416334083854869 | 0.791832958072565 |
131 | 0.180350011474021 | 0.360700022948042 | 0.819649988525979 |
132 | 0.142288021033329 | 0.284576042066658 | 0.857711978966671 |
133 | 0.170308839199046 | 0.340617678398092 | 0.829691160800954 |
134 | 0.149783877544261 | 0.299567755088521 | 0.850216122455739 |
135 | 0.137143062863884 | 0.274286125727769 | 0.862856937136116 |
136 | 0.113199185656857 | 0.226398371313713 | 0.886800814343143 |
137 | 0.366333730049802 | 0.732667460099604 | 0.633666269950198 |
138 | 0.30729725140415 | 0.6145945028083 | 0.69270274859585 |
139 | 0.326885755532406 | 0.653771511064812 | 0.673114244467594 |
140 | 0.269360224055419 | 0.538720448110837 | 0.730639775944581 |
141 | 0.223384262239693 | 0.446768524479386 | 0.776615737760307 |
142 | 0.17174414523999 | 0.343488290479981 | 0.82825585476001 |
143 | 0.245831641951686 | 0.491663283903372 | 0.754168358048314 |
144 | 0.190967509098807 | 0.381935018197614 | 0.809032490901193 |
145 | 0.144299140329898 | 0.288598280659796 | 0.855700859670102 |
146 | 0.119513051808866 | 0.239026103617732 | 0.880486948191134 |
147 | 0.0799050896736749 | 0.15981017934735 | 0.920094910326325 |
148 | 0.0676669604598788 | 0.135333920919758 | 0.932333039540121 |
149 | 0.107113671093468 | 0.214227342186936 | 0.892886328906532 |
150 | 0.171951866143663 | 0.343903732287326 | 0.828048133856337 |
151 | 0.139998192957838 | 0.279996385915677 | 0.860001807042162 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 1 | 0.00709219858156028 | OK |
5% type I error level | 19 | 0.134751773049645 | NOK |
10% type I error level | 31 | 0.219858156028369 | NOK |