Multiple Linear Regression - Estimated Regression Equation |
y[t] = + 3777.51794951325 -0.0197658455936465x1[t] -0.67130450196621x2[t] + 0.476067826413725x3[t] -125.852158021505x4[t] -789.478438123596x5[t] -58.5363234608224x6[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) | 3777.51794951325 | 3436.676675 | 1.0992 | 0.273488 | 0.136744 |
x1 | -0.0197658455936465 | 0.023972 | -0.8245 | 0.41097 | 0.205485 |
x2 | -0.67130450196621 | 0.17362 | -3.8665 | 0.000165 | 8.3e-05 |
x3 | 0.476067826413725 | 0.043387 | 10.9727 | 0 | 0 |
x4 | -125.852158021505 | 56.980189 | -2.2087 | 0.028744 | 0.014372 |
x5 | -789.478438123596 | 184.014621 | -4.2903 | 3.2e-05 | 1.6e-05 |
x6 | -58.5363234608224 | 22.618854 | -2.5879 | 0.010624 | 0.005312 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.957601729802531 |
R-squared | 0.9170010729208 |
Adjusted R-squared | 0.913613361611445 |
F-TEST (value) | 270.684538670258 |
F-TEST (DF numerator) | 6 |
F-TEST (DF denominator) | 147 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1676.97020092584 |
Sum Squared Residuals | 413397671.054609 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 11110 | 8601.34248760623 | 2508.65751239377 |
2 | 9990 | 8165.67453056337 | 1824.32546943663 |
3 | 10370 | 8268.04691481869 | 2101.9530851813 |
4 | 9530 | 7727.76298817047 | 1802.23701182953 |
5 | 9300 | 7856.87484558489 | 1443.12515441511 |
6 | 8485 | 7482.87354098835 | 1002.12645901165 |
7 | 8645 | 7277.26570038714 | 1367.73429961286 |
8 | 7450 | 6803.45533980341 | 646.544660196588 |
9 | 8300 | 6832.23676938929 | 1467.76323061071 |
10 | 7440 | 6118.01026027252 | 1321.98973972748 |
11 | 6720 | 6159.3776185991 | 560.622381400898 |
12 | 6555 | 6364.4594619501 | 190.540538049904 |
13 | 6375 | 6228.81773181701 | 146.182268182989 |
14 | 6390 | 6047.44064128394 | 342.559358716062 |
15 | 6030 | 5202.04091925157 | 827.959080748426 |
16 | 6185 | 4926.96963160321 | 1258.03036839679 |
17 | 5715 | 4637.71085317284 | 1077.28914682716 |
18 | 5610 | 4845.58207541246 | 764.417924587539 |
19 | 5195 | 4880.14352614894 | 314.856473851065 |
20 | 5050 | 4768.20111727303 | 281.798882726968 |
21 | 4830 | 4975.85317513121 | -145.853175131212 |
22 | 4390 | 4888.43839831228 | -498.43839831228 |
23 | 4260 | 5015.00969591095 | -755.009695910952 |
24 | 4620 | 5157.64326430391 | -537.643264303911 |
25 | 4510 | 5035.00501888807 | -525.005018888073 |
26 | 4475 | 5312.06695559824 | -837.066955598238 |
27 | 5720 | 6040.18655124582 | -320.186551245824 |
28 | 5070 | 5676.62410205017 | -606.624102050173 |
29 | 5190 | 6159.20181192011 | -969.201811920115 |
30 | 4650 | 6421.03794884291 | -1771.03794884291 |
31 | 4680 | 6669.17262516912 | -1989.17262516912 |
32 | 5150 | 7411.61826785425 | -2261.61826785425 |
33 | 5450 | 7775.5912499414 | -2325.5912499414 |
34 | 6595 | 8033.3743311404 | -1438.3743311404 |
35 | 6660 | 7826.59875651839 | -1166.59875651839 |
36 | 6020 | 7899.22987602683 | -1879.22987602683 |
37 | 6530 | 8360.80294533543 | -1830.80294533543 |
38 | 5685 | 7683.15156122485 | -1998.15156122485 |
39 | 5865 | 7254.72830218347 | -1389.72830218347 |
40 | 6825 | 7985.91456081866 | -1160.91456081866 |
41 | 5835 | 7368.63301894458 | -1533.63301894458 |
42 | 5890 | 7032.09653924745 | -1142.09653924745 |
43 | 6345 | 7062.56082222555 | -717.560822225554 |
44 | 6145 | 7209.1345193357 | -1064.1345193357 |
45 | 6290 | 7364.838945035 | -1074.838945035 |
46 | 5865 | 7301.3742453916 | -1436.3742453916 |
47 | 5775 | 7249.97280998543 | -1474.97280998543 |
48 | 6495 | 7525.32009060277 | -1030.32009060277 |
49 | 7550 | 8000.3696755235 | -450.369675523503 |
50 | 7505 | 8213.29222792067 | -708.292227920672 |
51 | 7375 | 8394.03316914415 | -1019.03316914415 |
52 | 6715 | 7570.46598306825 | -855.465983068248 |
53 | 8555 | 7658.00219990128 | 896.997800098717 |
54 | 7310 | 7116.64615894869 | 193.353841051315 |
55 | 6645 | 6572.83278471226 | 72.1672152877377 |
56 | 6930 | 7124.23603616617 | -194.23603616617 |
57 | 8235 | 7123.74759190284 | 1111.25240809716 |
58 | 7440 | 7094.10579655976 | 345.894203440241 |
59 | 9445 | 7679.99673973492 | 1765.00326026508 |
60 | 10375 | 8034.23647953775 | 2340.76352046225 |
61 | 10535 | 7605.99653570134 | 2929.00346429866 |
62 | 11915 | 8350.95232303154 | 3564.04767696846 |
63 | 12640 | 8222.26038935987 | 4417.73961064013 |
64 | 12515 | 8024.371804809 | 4490.628195191 |
65 | 11835 | 7576.21386748327 | 4258.78613251673 |
66 | 10465 | 7505.01971451013 | 2959.98028548987 |
67 | 10315 | 7693.68027197133 | 2621.31972802867 |
68 | 9775 | 7624.70830858535 | 2150.29169141465 |
69 | 9345 | 8436.05847472557 | 908.941525274432 |
70 | 9665 | 8870.76372969167 | 794.236270308327 |
71 | 9300 | 9091.39584692326 | 208.604153076742 |
72 | 10710 | 10109.7589443248 | 600.241055675183 |
73 | 11820 | 10543.1504129218 | 1276.84958707817 |
74 | 11180 | 10503.5429922756 | 676.457007724377 |
75 | 10700 | 10333.9051403011 | 366.094859698862 |
76 | 10720 | 10945.6299932621 | -225.629993262144 |
77 | 9895 | 10984.6397948049 | -1089.63979480486 |
78 | 9950 | 11378.3704721307 | -1428.37047213067 |
79 | 9935 | 11396.559952681 | -1461.559952681 |
80 | 10400 | 11652.5737963423 | -1252.57379634226 |
81 | 10765 | 11267.9185603251 | -502.918560325053 |
82 | 10825 | 12014.2106459219 | -1189.2106459219 |
83 | 11970 | 12813.11032652 | -843.11032651999 |
84 | 12620 | 12464.8781061937 | 155.121893806268 |
85 | 11765 | 12425.3253677348 | -660.325367734763 |
86 | 11770 | 13219.2629000514 | -1449.26290005145 |
87 | 10925 | 12269.6502043365 | -1344.65020433654 |
88 | 10315 | 12071.4201345056 | -1756.4201345056 |
89 | 11190 | 12418.7090894558 | -1228.7090894558 |
90 | 11100 | 12168.4627282237 | -1068.46272822371 |
91 | 11430 | 12129.2341082484 | -699.234108248442 |
92 | 11265 | 11961.4919938152 | -696.4919938152 |
93 | 12865 | 13401.7156374005 | -536.715637400478 |
94 | 12135 | 12589.4495277112 | -454.4495277112 |
95 | 12595 | 12700.559377166 | -105.559377166045 |
96 | 13620 | 13454.7139367178 | 165.286063282231 |
97 | 13815 | 15192.1332428478 | -1377.13324284785 |
98 | 16460 | 17737.6686511223 | -1277.6686511223 |
99 | 12740 | 14994.7125202259 | -2254.71252022588 |
100 | 13455 | 15279.9079372526 | -1824.90793725261 |
101 | 13390 | 14447.9983907299 | -1057.99839072993 |
102 | 15090 | 16240.531571843 | -1150.531571843 |
103 | 13935 | 14821.649096755 | -886.649096755037 |
104 | 14190 | 13824.5067708984 | 365.493229101612 |
105 | 13045 | 11720.5382017549 | 1324.46179824506 |
106 | 11300 | 9699.43382501163 | 1600.56617498837 |
107 | 11410 | 10671.3836182468 | 738.616381753199 |
108 | 11205 | 11336.0005587972 | -131.000558797181 |
109 | 11890 | 11652.0753454859 | 237.924654514125 |
110 | 10945 | 10571.9784094909 | 373.021590509133 |
111 | 11575 | 11056.1738130338 | 518.826186966183 |
112 | 11500 | 11287.7427524858 | 212.25724751418 |
113 | 13740 | 12508.7965575423 | 1231.20344245772 |
114 | 11730 | 11181.9100884745 | 548.089911525459 |
115 | 12785 | 12151.7310999443 | 633.268900055666 |
116 | 12090 | 12535.0549399168 | -445.054939916796 |
117 | 12780 | 13306.0187824401 | -526.018782440136 |
118 | 13550 | 14198.2364397577 | -648.236439757741 |
119 | 14175 | 16100.016965904 | -1925.01696590401 |
120 | 13595 | 15909.0902230423 | -2314.09022304225 |
121 | 13170 | 15347.2469694457 | -2177.24696944575 |
122 | 12905 | 15135.7455564966 | -2230.74555649656 |
123 | 13615 | 14159.8294620277 | -544.829462027681 |
124 | 13520 | 14826.6448537134 | -1306.6448537134 |
125 | 13425 | 14241.2726383136 | -816.272638313551 |
126 | 16420 | 15297.3221353309 | 1122.67786466907 |
127 | 17630 | 16850.6438113255 | 779.35618867452 |
128 | 17680 | 17282.3677619399 | 397.632238060118 |
129 | 18305 | 18898.46294333 | -593.462943330011 |
130 | 20345 | 21123.7426048898 | -778.742604889795 |
131 | 20095 | 21076.3759215753 | -981.375921575348 |
132 | 24050 | 24279.513685397 | -229.513685397023 |
133 | 24480 | 24420.2478150543 | 59.7521849457358 |
134 | 27170 | 24893.9802521045 | 2276.01974789554 |
135 | 26415 | 23789.6067294668 | 2625.39327053317 |
136 | 29935 | 24664.2827091851 | 5270.71729081494 |
137 | 26460 | 23199.4791526265 | 3260.52084737355 |
138 | 26535 | 23043.2628003542 | 3491.73719964579 |
139 | 23955 | 23529.0024171237 | 425.99758287632 |
140 | 28910 | 26139.5205611912 | 2770.47943880878 |
141 | 22835 | 21561.8726280766 | 1273.12737192343 |
142 | 22695 | 22352.5876497104 | 342.412350289641 |
143 | 23380 | 20497.7989753658 | 2882.20102463424 |
144 | 22425 | 19492.9709550566 | 2932.02904494341 |
145 | 21505 | 20501.9027735066 | 1003.0972264934 |
146 | 20315 | 20578.4831836751 | -263.483183675148 |
147 | 18245 | 18988.7166073349 | -743.716607334881 |
148 | 17795 | 18593.9801625278 | -798.980162527789 |
149 | 16065 | 17266.7338827002 | -1201.73388270019 |
150 | 17010 | 18969.3165984901 | -1959.3165984901 |
151 | 16845 | 20195.2161014423 | -3350.21610144227 |
152 | 16455 | 20219.1957827181 | -3764.19578271808 |
153 | 17350 | 19892.1506734097 | -2542.15067340973 |
154 | 15465 | 19479.1358455246 | -4014.1358455246 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
10 | 0.00359410928618906 | 0.00718821857237813 | 0.996405890713811 |
11 | 0.000615554864698027 | 0.00123110972939605 | 0.999384445135302 |
12 | 0.000214812059572035 | 0.000429624119144069 | 0.999785187940428 |
13 | 4.5033574778467e-05 | 9.0067149556934e-05 | 0.999954966425222 |
14 | 8.17388983428405e-06 | 1.63477796685681e-05 | 0.999991826110166 |
15 | 2.24459528715678e-06 | 4.48919057431356e-06 | 0.999997755404713 |
16 | 2.96265952855946e-05 | 5.92531905711892e-05 | 0.999970373404714 |
17 | 6.47976522454114e-06 | 1.29595304490823e-05 | 0.999993520234776 |
18 | 3.24834608100026e-06 | 6.49669216200051e-06 | 0.999996751653919 |
19 | 2.83711579646695e-06 | 5.6742315929339e-06 | 0.999997162884203 |
20 | 7.27282536728558e-07 | 1.45456507345712e-06 | 0.999999272717463 |
21 | 6.97210985452142e-07 | 1.39442197090428e-06 | 0.999999302789014 |
22 | 1.14235459122736e-06 | 2.28470918245473e-06 | 0.999998857645409 |
23 | 2.30891959567808e-06 | 4.61783919135616e-06 | 0.999997691080404 |
24 | 1.61648979837418e-06 | 3.23297959674836e-06 | 0.999998383510202 |
25 | 1.27310863295299e-06 | 2.54621726590598e-06 | 0.999998726891367 |
26 | 8.9208475006113e-07 | 1.78416950012226e-06 | 0.99999910791525 |
27 | 2.90386343876069e-07 | 5.80772687752137e-07 | 0.999999709613656 |
28 | 2.18071688900203e-07 | 4.36143377800407e-07 | 0.999999781928311 |
29 | 1.52811574965893e-07 | 3.05623149931786e-07 | 0.999999847188425 |
30 | 4.13655849530768e-07 | 8.27311699061535e-07 | 0.99999958634415 |
31 | 1.44567909268092e-06 | 2.89135818536184e-06 | 0.999998554320907 |
32 | 6.28339205936213e-06 | 1.25667841187243e-05 | 0.999993716607941 |
33 | 8.4201264960085e-06 | 1.6840252992017e-05 | 0.999991579873504 |
34 | 3.6539626212848e-06 | 7.3079252425696e-06 | 0.999996346037379 |
35 | 1.53674734225317e-06 | 3.07349468450633e-06 | 0.999998463252658 |
36 | 6.99076417579989e-07 | 1.39815283515998e-06 | 0.999999300923582 |
37 | 3.36391448712074e-07 | 6.72782897424147e-07 | 0.999999663608551 |
38 | 1.78813092412992e-07 | 3.57626184825983e-07 | 0.999999821186908 |
39 | 8.15710920588439e-08 | 1.63142184117688e-07 | 0.999999918428908 |
40 | 5.73566906633993e-08 | 1.14713381326799e-07 | 0.999999942643309 |
41 | 2.58526463302835e-08 | 5.17052926605671e-08 | 0.999999974147354 |
42 | 1.16805192340054e-08 | 2.33610384680109e-08 | 0.999999988319481 |
43 | 7.41694620805053e-09 | 1.48338924161011e-08 | 0.999999992583054 |
44 | 4.54159272048303e-09 | 9.08318544096606e-09 | 0.999999995458407 |
45 | 2.88444308729556e-09 | 5.76888617459112e-09 | 0.999999997115557 |
46 | 1.38428700642103e-09 | 2.76857401284207e-09 | 0.999999998615713 |
47 | 7.89440904122547e-10 | 1.57888180824509e-09 | 0.999999999210559 |
48 | 1.04244672399091e-09 | 2.08489344798182e-09 | 0.999999998957553 |
49 | 3.86769464594264e-09 | 7.73538929188528e-09 | 0.999999996132305 |
50 | 4.30455496291536e-08 | 8.60910992583072e-08 | 0.99999995695445 |
51 | 1.2100952831006e-07 | 2.4201905662012e-07 | 0.999999878990472 |
52 | 1.37000038683132e-07 | 2.74000077366263e-07 | 0.999999862999961 |
53 | 1.58466998098187e-06 | 3.16933996196374e-06 | 0.999998415330019 |
54 | 1.45673718263852e-06 | 2.91347436527704e-06 | 0.999998543262817 |
55 | 8.66089370395068e-07 | 1.73217874079014e-06 | 0.99999913391063 |
56 | 5.04038056592972e-07 | 1.00807611318594e-06 | 0.999999495961943 |
57 | 4.28238812353978e-07 | 8.56477624707956e-07 | 0.999999571761188 |
58 | 2.1588751884806e-07 | 4.31775037696121e-07 | 0.999999784112481 |
59 | 5.57590762851744e-07 | 1.11518152570349e-06 | 0.999999442409237 |
60 | 4.64034913881134e-06 | 9.28069827762268e-06 | 0.999995359650861 |
61 | 1.5916689306643e-05 | 3.1833378613286e-05 | 0.999984083310693 |
62 | 0.000107592880558858 | 0.000215185761117716 | 0.999892407119441 |
63 | 0.000526055168518647 | 0.00105211033703729 | 0.999473944831481 |
64 | 0.00315145730332023 | 0.00630291460664045 | 0.99684854269668 |
65 | 0.00715235889893553 | 0.0143047177978711 | 0.992847641101064 |
66 | 0.00938348605054218 | 0.0187669721010844 | 0.990616513949458 |
67 | 0.0137037897423469 | 0.0274075794846938 | 0.986296210257653 |
68 | 0.0262350865373058 | 0.0524701730746116 | 0.973764913462694 |
69 | 0.0317507135355636 | 0.0635014270711272 | 0.968249286464436 |
70 | 0.0269212380405108 | 0.0538424760810215 | 0.973078761959489 |
71 | 0.0221181295624794 | 0.0442362591249588 | 0.977881870437521 |
72 | 0.0176045081316168 | 0.0352090162632336 | 0.982395491868383 |
73 | 0.0168254100627344 | 0.0336508201254689 | 0.983174589937266 |
74 | 0.0145722137995498 | 0.0291444275990995 | 0.98542778620045 |
75 | 0.015944224109741 | 0.031888448219482 | 0.984055775890259 |
76 | 0.0206113527260678 | 0.0412227054521357 | 0.979388647273932 |
77 | 0.0299087929844767 | 0.0598175859689533 | 0.970091207015523 |
78 | 0.0342076576865123 | 0.0684153153730246 | 0.965792342313488 |
79 | 0.0363252593351855 | 0.0726505186703709 | 0.963674740664815 |
80 | 0.0298144305942591 | 0.0596288611885181 | 0.970185569405741 |
81 | 0.0238503675043422 | 0.0477007350086845 | 0.976149632495658 |
82 | 0.0190630027897098 | 0.0381260055794195 | 0.98093699721029 |
83 | 0.0157445867941256 | 0.0314891735882513 | 0.984255413205874 |
84 | 0.0161957962053402 | 0.0323915924106804 | 0.98380420379466 |
85 | 0.0128942760939855 | 0.0257885521879711 | 0.987105723906014 |
86 | 0.0103455092933829 | 0.0206910185867658 | 0.989654490706617 |
87 | 0.00789040206267324 | 0.0157808041253465 | 0.992109597937327 |
88 | 0.00690173734142745 | 0.0138034746828549 | 0.993098262658573 |
89 | 0.00502401635253977 | 0.0100480327050795 | 0.99497598364746 |
90 | 0.00362955701084408 | 0.00725911402168816 | 0.996370442989156 |
91 | 0.00267309380241574 | 0.00534618760483148 | 0.997326906197584 |
92 | 0.00185836639806052 | 0.00371673279612104 | 0.99814163360194 |
93 | 0.00128350534293284 | 0.00256701068586569 | 0.998716494657067 |
94 | 0.00108717132909518 | 0.00217434265819037 | 0.998912828670905 |
95 | 0.000744830549170327 | 0.00148966109834065 | 0.99925516945083 |
96 | 0.000522273059269856 | 0.00104454611853971 | 0.99947772694073 |
97 | 0.000377774539940095 | 0.00075554907988019 | 0.99962222546006 |
98 | 0.000434211554353979 | 0.000868423108707958 | 0.999565788445646 |
99 | 0.000645391636317875 | 0.00129078327263575 | 0.999354608363682 |
100 | 0.000722267543433485 | 0.00144453508686697 | 0.999277732456566 |
101 | 0.000773447224383626 | 0.00154689444876725 | 0.999226552775616 |
102 | 0.000766376175660245 | 0.00153275235132049 | 0.99923362382434 |
103 | 0.000896166717770405 | 0.00179233343554081 | 0.99910383328223 |
104 | 0.000699698262927021 | 0.00139939652585404 | 0.999300301737073 |
105 | 0.000455122199627092 | 0.000910244399254185 | 0.999544877800373 |
106 | 0.000536473507684016 | 0.00107294701536803 | 0.999463526492316 |
107 | 0.000884063124500932 | 0.00176812624900186 | 0.999115936875499 |
108 | 0.000737513709334743 | 0.00147502741866949 | 0.999262486290665 |
109 | 0.00110343477496952 | 0.00220686954993904 | 0.99889656522503 |
110 | 0.00216182620618169 | 0.00432365241236337 | 0.997838173793818 |
111 | 0.00614760159205696 | 0.0122952031841139 | 0.993852398407943 |
112 | 0.0247954046192179 | 0.0495908092384359 | 0.975204595380782 |
113 | 0.0542149595388845 | 0.108429919077769 | 0.945785040461116 |
114 | 0.0761598583419079 | 0.152319716683816 | 0.923840141658092 |
115 | 0.101729897402553 | 0.203459794805106 | 0.898270102597447 |
116 | 0.102386769518519 | 0.204773539037037 | 0.897613230481481 |
117 | 0.092997186333051 | 0.185994372666102 | 0.907002813666949 |
118 | 0.0909981319271606 | 0.181996263854321 | 0.909001868072839 |
119 | 0.0724464393016023 | 0.144892878603205 | 0.927553560698398 |
120 | 0.0582857696481264 | 0.116571539296253 | 0.941714230351874 |
121 | 0.0563697449243329 | 0.112739489848666 | 0.943630255075667 |
122 | 0.0427109616846587 | 0.0854219233693173 | 0.957289038315341 |
123 | 0.0351623919643779 | 0.0703247839287558 | 0.964837608035622 |
124 | 0.0269751818468849 | 0.0539503636937698 | 0.973024818153115 |
125 | 0.0209595792687326 | 0.0419191585374652 | 0.979040420731267 |
126 | 0.0759151611723674 | 0.151830322344735 | 0.924084838827633 |
127 | 0.109694904967843 | 0.219389809935686 | 0.890305095032157 |
128 | 0.254049322799876 | 0.508098645599751 | 0.745950677200124 |
129 | 0.233880162737524 | 0.467760325475048 | 0.766119837262476 |
130 | 0.210388520679983 | 0.420777041359965 | 0.789611479320017 |
131 | 0.180853391044262 | 0.361706782088524 | 0.819146608955738 |
132 | 0.166628906377695 | 0.333257812755391 | 0.833371093622305 |
133 | 0.195481479338614 | 0.390962958677229 | 0.804518520661386 |
134 | 0.233306359400503 | 0.466612718801006 | 0.766693640599497 |
135 | 0.227883761870386 | 0.455767523740772 | 0.772116238129614 |
136 | 0.266147875917325 | 0.53229575183465 | 0.733852124082675 |
137 | 0.30094372581597 | 0.60188745163194 | 0.69905627418403 |
138 | 0.379870303927177 | 0.759740607854354 | 0.620129696072823 |
139 | 0.288789156900282 | 0.577578313800565 | 0.711210843099718 |
140 | 0.225869493566802 | 0.451738987133603 | 0.774130506433198 |
141 | 0.156796813674837 | 0.313593627349673 | 0.843203186325163 |
142 | 0.287586292516241 | 0.575172585032482 | 0.712413707483759 |
143 | 0.462669071649375 | 0.92533814329875 | 0.537330928350625 |
144 | 0.712088425961473 | 0.575823148077054 | 0.287911574038527 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 76 | 0.562962962962963 | NOK |
5% type I error level | 97 | 0.718518518518519 | NOK |
10% type I error level | 107 | 0.792592592592593 | NOK |