The TD_GOLDFELD_QUANDT function returns a primary result set consisting of one row per series instance acted on by the function. There are no other additional auxiliary layers returned by this function.
RETURNS TABLE Schema
| Name | Data Type | Description |
|---|---|---|
| derived-series-identifier | Varies | The resultant series identifier inherited from the SERIES_ID. |
| ROW_I | INTEGER | Index for returned result series. |
| TOTAL_NUM_SAMPLES | INTEGER | The total number of sample points found in the residual series. |
| VARIABLES_COUNT | INTEGER | The number of dependent and independent variables in the original regression. |
| NUM_SAMPLES1 | INTEGER | Number of sample points in the first group after omission of middle points. |
| NUM_SAMPLES2 | INTEGER | Number of sample points in the second group after omission of middle points. |
| OMITTED | INTEGER | Number of middle observation points that were omitted. |
| DEGREES_FREEDOM_1 | INTEGER | Degrees of freedom in the numerator. |
| DEGREES_FREEDOM_2 | INTEGER | Degrees of freedom in the denominator. |
| SIGNIFICANCE_LEVEL | FLOAT | The significance level of the test. |
| GQ_STATISTIC | FLOAT | The calculated Goldfeld-Quandt test statistic value. |
| GQ_PVALUE | FLOAT | The p-value corresponding to the calculated test statistic. |
| F_CRITICAL_VALUE_HI | FLOAT | The high F-statistic critical value extracted from the F-statistic tables. If doing a LESS test, then it is set to NULL. |
| F_CRITICAL_VALUE_LO | FLOAT | The low F-statistic critical value extracted from the F-statistic tables. If doing a GREATER test, then it is set to NULL. |
| NULL_HYPOTHESIS | VARCHAR(64) | The result of the test. Results are:
|