Multiple Linear Regression - Estimated Regression Equation |
Y(Werkloosheid)[t] = + 22.0043815495545 -0.859314470624652`X(inflatie)`[t] -0.454235802426604M1[t] -0.664311972357226M2[t] -1.23097863902389M3[t] -1.65476403379473M4[t] -2.41986752791278M5[t] -2.63661864621485M6[t] + 0.546461332212272M7[t] + 2.40539658777127M8[t] + 2.41251531587544M9[t] + 1.39576419757337M10[t] + 0.353768738408089M11[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) | 22.0043815495545 | 0.716941 | 30.692 | 0 | 0 |
`X(inflatie)` | -0.859314470624652 | 0.168921 | -5.0871 | 1e-06 | 0 |
M1 | -0.454235802426604 | 0.879783 | -0.5163 | 0.60621 | 0.303105 |
M2 | -0.664311972357226 | 0.87954 | -0.7553 | 0.450956 | 0.225478 |
M3 | -1.23097863902389 | 0.87954 | -1.3996 | 0.163183 | 0.081592 |
M4 | -1.65476403379473 | 0.879537 | -1.8814 | 0.061363 | 0.030681 |
M5 | -2.41986752791278 | 0.87954 | -2.7513 | 0.006479 | 0.003239 |
M6 | -2.63661864621485 | 0.879579 | -2.9976 | 0.003064 | 0.001532 |
M7 | 0.546461332212272 | 0.879993 | 0.621 | 0.535314 | 0.267657 |
M8 | 2.40539658777127 | 0.879624 | 2.7346 | 0.006804 | 0.003402 |
M9 | 2.41251531587544 | 0.879652 | 2.7426 | 0.006646 | 0.003323 |
M10 | 1.39576419757337 | 0.879783 | 1.5865 | 0.114201 | 0.0571 |
M11 | 0.353768738408089 | 0.892014 | 0.3966 | 0.692087 | 0.346043 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.597731011028019 |
R-squared | 0.357282361544577 |
Adjusted R-squared | 0.318911159248731 |
F-TEST (value) | 9.31121101679044 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 201 |
p-value | 3.19744231092045e-14 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.60064391239185 |
Sum Squared Residuals | 1359.43310057122 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 15 | 19.7455853588155 | -4.74558535881555 |
2 | 14.4 | 19.5355091888855 | -5.13550918888546 |
3 | 13.5 | 18.5391852869064 | -5.03918528690645 |
4 | 12.8 | 18.1153998921356 | -5.31539989213562 |
5 | 12.3 | 17.2643649509551 | -4.9643649509551 |
6 | 12.2 | 17.2194767267780 | -5.01947672677796 |
7 | 14.5 | 20.4884881522676 | -5.98848815226756 |
8 | 17.2 | 22.7770806431389 | -5.57708064313887 |
9 | 18 | 22.5264050300556 | -4.52640503005565 |
10 | 18.1 | 21.7674482529410 | -3.66744825294097 |
11 | 18 | 20.6395213467132 | -2.63952134671324 |
12 | 18.3 | 20.1138897141802 | -1.81388971418021 |
13 | 18.7 | 19.4018595705662 | -0.701859570566215 |
14 | 18.6 | 19.1917834006356 | -0.591783400635587 |
15 | 18.3 | 18.453253839844 | -0.153253839843991 |
16 | 17.9 | 18.1153998921356 | -0.215399892135621 |
17 | 17.4 | 17.6080907392050 | -0.208090739204965 |
18 | 17.4 | 17.6491339620903 | -0.249133962090290 |
19 | 20.1 | 20.57441959933 | -0.474419599330017 |
20 | 23.2 | 21.9177661725142 | 1.28223382748578 |
21 | 24.2 | 22.2686106888683 | 1.93138931113175 |
22 | 24.2 | 21.2518595705662 | 2.94814042943382 |
23 | 23.9 | 20.3817270055258 | 3.51827299447416 |
24 | 23.8 | 19.8560953729928 | 3.94390462700719 |
25 | 23.8 | 19.5737224646911 | 4.22627753530886 |
26 | 23.3 | 19.2777148476981 | 4.02228515230195 |
27 | 22.4 | 18.8829110751563 | 3.51708892484368 |
28 | 21.5 | 18.2872627862605 | 3.21273721373945 |
29 | 20.5 | 17.3502963980176 | 3.14970360198243 |
30 | 19.9 | 16.9616823855906 | 2.93831761440943 |
31 | 22 | 20.1447623640177 | 1.85523763598231 |
32 | 24.9 | 22.2614919607641 | 2.63850803923592 |
33 | 25.7 | 22.2686106888683 | 3.43138931113175 |
34 | 25.3 | 21.5096539117536 | 3.79034608824642 |
35 | 24.4 | 20.5535898996508 | 3.84641010034923 |
36 | 23.8 | 20.3716840553676 | 3.42831594463240 |
37 | 23.5 | 19.917448252941 | 3.582551747059 |
38 | 23 | 19.8792349771353 | 3.12076502286469 |
39 | 22.2 | 19.3125683104686 | 2.88743168953136 |
40 | 21.4 | 18.9747143627603 | 2.42528563723973 |
41 | 20.3 | 18.3814737627672 | 1.91852623723285 |
42 | 19.5 | 18.4225169856525 | 1.07748301434753 |
43 | 21.7 | 21.863391305267 | -0.163391305266996 |
44 | 24.7 | 23.6363951137635 | 1.06360488623647 |
45 | 25.3 | 23.5575823948052 | 1.74241760519477 |
46 | 24.9 | 22.5408312765032 | 2.35916872349684 |
47 | 24.1 | 21.4129043702754 | 2.68709562972459 |
48 | 23.4 | 20.8872727377424 | 2.5127272622576 |
49 | 23.1 | 20.3471054882533 | 2.75289451174667 |
50 | 22.4 | 20.1370293183227 | 2.26297068167729 |
51 | 21.3 | 19.3984997575311 | 1.90150024246889 |
52 | 20.3 | 18.6309885745104 | 1.66901142548959 |
53 | 19.3 | 17.7799536333299 | 1.52004636667011 |
54 | 18.7 | 17.7350654091528 | 0.964934590847246 |
55 | 21 | 21.2618711758297 | -0.261871175829739 |
56 | 24 | 23.3786007725761 | 0.621399227423869 |
57 | 24.8 | 23.1279251594929 | 1.67207484050710 |
58 | 24.2 | 21.5096539117536 | 2.69034608824642 |
59 | 23.3 | 20.5535898996508 | 2.74641010034924 |
60 | 22.7 | 20.1998211612427 | 2.50017883875732 |
61 | 22.3 | 19.7455853588161 | 2.55441464118393 |
62 | 21.8 | 19.7073720830104 | 2.09262791698962 |
63 | 21.2 | 19.6562940987185 | 1.54370590128150 |
64 | 20.5 | 19.4043715980726 | 1.09562840192740 |
65 | 19.7 | 18.3814737627672 | 1.31852623723285 |
66 | 19.2 | 17.9928597503401 | 1.20714024965985 |
67 | 21.2 | 20.9181453875799 | 0.281854612420120 |
68 | 23.9 | 22.9489435372638 | 0.951056462736195 |
69 | 24.8 | 23.0419937124304 | 1.75800628756956 |
70 | 24.2 | 22.3689683823782 | 1.83103161762177 |
71 | 23 | 21.2410414761505 | 1.75895852384951 |
72 | 22.2 | 21.2309985259923 | 0.969001474007742 |
73 | 21.8 | 21.1204885118155 | 0.679511488184485 |
74 | 21.2 | 20.6526180006975 | 0.547381999302503 |
75 | 20.5 | 19.9140884399059 | 0.585911560094101 |
76 | 19.7 | 19.2325087039477 | 0.467491296052333 |
77 | 19 | 18.4674052098296 | 0.532594790170386 |
78 | 18.4 | 18.33658553859 | 0.0634144614099895 |
79 | 20.7 | 21.5196655170171 | -0.819665517017136 |
80 | 24.5 | 23.5504636667011 | 0.94953633329894 |
81 | 26 | 23.7294452889302 | 2.27055471106984 |
82 | 25.2 | 22.7986256176906 | 2.40137438230944 |
83 | 24.1 | 21.8425616055877 | 2.25743839441226 |
84 | 23.7 | 21.4028614201172 | 2.29713857988281 |
85 | 23.5 | 20.6908312765032 | 2.80916872349681 |
86 | 23.1 | 20.4807551065726 | 2.61924489342744 |
87 | 22.7 | 19.6562940987185 | 3.04370590128150 |
88 | 22.5 | 19.4043715980726 | 3.0956284019274 |
89 | 21.7 | 18.8970624451419 | 2.80293755485806 |
90 | 20.5 | 18.7662427739023 | 1.73375722609766 |
91 | 21.9 | 21.9493227523295 | -0.0493227523294619 |
92 | 22.9 | 23.6363951137635 | -0.736395113763527 |
93 | 21.5 | 23.2997880536178 | -1.79978805361783 |
94 | 19 | 22.1971054882533 | -3.1971054882533 |
95 | 17 | 20.9832471349631 | -3.98324713496309 |
96 | 16.1 | 20.1998211612427 | -4.09982116124267 |
97 | 15.9 | 21.2923514059404 | -5.39235140594045 |
98 | 15.7 | 19.5355091888854 | -3.83550918888545 |
99 | 15.1 | 18.6251167339689 | -3.52511673396892 |
100 | 14.8 | 18.373194233323 | -3.57319423332301 |
101 | 14.3 | 17.5221592921425 | -3.2221592921425 |
102 | 14.5 | 16.7898194914656 | -2.28981949146564 |
103 | 18.9 | 21.0900082817048 | -2.19000828170481 |
104 | 21.6 | 21.4021774901394 | 0.19782250986057 |
105 | 20.4 | 20.9796389829313 | -0.579638982931277 |
106 | 17.9 | 20.2206822058166 | -2.3206822058166 |
107 | 15.7 | 19.1786867466513 | -3.47868674665132 |
108 | 14.5 | 19.4264381376805 | -4.92643813768049 |
109 | 14 | 19.2299966764413 | -5.22999667644128 |
110 | 13.9 | 19.1917834006356 | -5.29178340063559 |
111 | 14.4 | 18.8829110751563 | -4.48291107515632 |
112 | 15.8 | 17.8576055509482 | -2.05760555094822 |
113 | 15.6 | 16.9206391627052 | -1.32063916270524 |
114 | 14.7 | 16.7898194914656 | -2.08981949146564 |
115 | 16.7 | 20.1447623640177 | -3.44476236401769 |
116 | 17.9 | 22.2614919607641 | -4.36149196076408 |
117 | 18.7 | 22.7841993712430 | -4.08419937124304 |
118 | 20.1 | 21.767448252941 | -1.66744825294097 |
119 | 19.5 | 20.8113842408382 | -1.31138424083816 |
120 | 19.4 | 20.2857526083051 | -0.885752608305142 |
121 | 18.6 | 19.3159281235037 | -0.715928123503746 |
122 | 17.8 | 19.1917834006356 | -1.39178340063559 |
123 | 17.1 | 18.6251167339689 | -1.52511673396892 |
124 | 16.5 | 18.9747143627603 | -2.47471436276027 |
125 | 15.5 | 18.3814737627671 | -2.88147376276715 |
126 | 14.9 | 18.6803113268399 | -3.78031132683987 |
127 | 18.6 | 21.6055969640796 | -3.0055969640796 |
128 | 19.1 | 23.2926693255137 | -4.19266932551366 |
129 | 18.8 | 23.3857195006803 | -4.5857195006803 |
130 | 18.2 | 22.2830369353158 | -4.08303693531577 |
131 | 18 | 21.4129043702754 | -3.41290437027542 |
132 | 19 | 20.8872727377424 | -1.88727273774240 |
133 | 20.7 | 20.5189683823783 | 0.18103161762174 |
134 | 21.2 | 19.9651664241978 | 1.23483357580222 |
135 | 20.7 | 19.3125683104686 | 1.38743168953136 |
136 | 19.6 | 19.0606458098227 | 0.539354190177265 |
137 | 18.6 | 18.8111309980795 | -0.211130998079474 |
138 | 18.7 | 18.0787911974026 | 0.621208802597385 |
139 | 23.8 | 21.3478026228922 | 2.45219737710780 |
140 | 24.9 | 23.0348749843263 | 1.86512501567373 |
141 | 24.8 | 22.9560622653680 | 1.84393773463203 |
142 | 23.8 | 22.1971054882533 | 1.6028945117467 |
143 | 22.3 | 20.8113842408382 | 1.48861575916184 |
144 | 21.7 | 20.5435469494925 | 1.15645305050746 |
145 | 20.7 | 20.3471054882533 | 0.352894511746670 |
146 | 19.7 | 20.3088922124476 | -0.608892212447636 |
147 | 18.4 | 19.9140884399059 | -1.5140884399059 |
148 | 17.4 | 18.8887829156978 | -1.48878291569781 |
149 | 17 | 17.5221592921425 | -0.522159292142498 |
150 | 18 | 17.6491339620903 | 0.350866037909712 |
151 | 23.8 | 20.7462824934549 | 3.05371750654505 |
152 | 25.5 | 22.6911491960764 | 2.80885080392359 |
153 | 25.6 | 22.8701308183055 | 2.72986918169449 |
154 | 23.7 | 21.0799966764413 | 2.62000332355875 |
155 | 22 | 20.3817270055258 | 1.61827299447416 |
156 | 21.3 | 20.3716840553676 | 0.928315944632394 |
157 | 20.7 | 19.8315168058785 | 0.868483194121461 |
158 | 20.4 | 19.3636462947605 | 1.03635370523948 |
159 | 20.3 | 18.3673223927815 | 1.93267760721847 |
160 | 20.4 | 18.2872627862605 | 2.11273721373945 |
161 | 19.8 | 17.6080907392050 | 2.19190926079504 |
162 | 19.5 | 17.0476138326530 | 2.45238616734697 |
163 | 23.1 | 20.2306938110802 | 2.86930618891984 |
164 | 23.5 | 21.9177661725142 | 1.58223382748578 |
165 | 23.5 | 21.8389534535559 | 1.66104654644407 |
166 | 22.9 | 21.5096539117536 | 1.39034608824642 |
167 | 21.9 | 20.3817270055258 | 1.51827299447416 |
168 | 21.5 | 19.5983010318054 | 1.90169896819458 |
169 | 20.5 | 19.1440652293788 | 1.35593477062118 |
170 | 20.2 | 18.9339890594482 | 1.26601094055181 |
171 | 19.4 | 18.8829110751563 | 0.517088924843682 |
172 | 19.2 | 18.1153998921356 | 1.08460010786438 |
173 | 18.8 | 17.1784335038926 | 1.62156649610736 |
174 | 18.8 | 17.2194767267780 | 1.58052327322204 |
175 | 22.6 | 20.4884881522676 | 2.11151184773245 |
176 | 23.3 | 22.4333548548890 | 0.866645145110988 |
177 | 23 | 22.7841993712430 | 0.215800628756956 |
178 | 21.4 | 21.9393111470659 | -0.539311147065905 |
179 | 19.9 | 20.6395213467132 | -0.739521346713232 |
180 | 18.8 | 20.1998211612427 | -1.39982116124267 |
181 | 18.6 | 20.0893111470659 | -1.48931114706593 |
182 | 18.4 | 19.7933035300728 | -1.39330353007285 |
183 | 18.6 | 19.2266368634062 | -0.626636863406177 |
184 | 19.9 | 18.8028514686353 | 1.09714853136466 |
185 | 19.2 | 18.4674052098296 | 0.732594790170385 |
186 | 18.4 | 18.2506540915275 | 0.149345908472455 |
187 | 21.1 | 21.4337340699547 | -0.333734069954668 |
188 | 20.5 | 23.3786007725761 | -2.87860077257613 |
189 | 19.1 | 23.2138566065554 | -4.11385660655537 |
190 | 18.1 | 21.5096539117536 | -3.40965391175358 |
191 | 17 | 19.8661383231510 | -2.86613832315104 |
192 | 17.1 | 19.3405066906180 | -2.24050669061802 |
193 | 17.4 | 18.5425450999416 | -1.14254509994156 |
194 | 16.8 | 18.2465374829485 | -1.44653748294847 |
195 | 15.3 | 16.9924192397821 | -1.69241923978208 |
196 | 14.3 | 16.8264281861986 | -2.52642818619864 |
197 | 13.4 | 15.2020102214559 | -1.80201022145594 |
198 | 15.3 | 14.3837389737166 | 0.916261026283388 |
199 | 22.1 | 17.4808875050813 | 4.61911249491873 |
200 | 23.7 | 19.7694799959526 | 3.9305200040474 |
201 | 22.2 | 19.6906672769943 | 2.5093327230057 |
202 | 19.5 | 19.2754362881295 | 0.224563711870515 |
203 | 16.6 | 19.6083439819636 | -3.00834398196365 |
204 | 17.3 | 19.6842324788679 | -2.38423247886788 |
205 | 19.8 | 19.7455853588161 | 0.0544146411839275 |
206 | 21.2 | 19.7073720830104 | 1.49262791698962 |
207 | 21.5 | 20.2578142281558 | 1.24218577184424 |
208 | 20.6 | 19.7480973863225 | 0.851902613677544 |
209 | 19.1 | 19.7563769157666 | -0.65637691576659 |
210 | 19.6 | 20.2270773739642 | -0.627077373964241 |
211 | 23.5 | 24.0116774818286 | -0.511677481828623 |
212 | 24 | 25.0112982667630 | -1.01129826676297 |
213 | 23.2 | 25.2762113360545 | -2.07621133605453 |
214 | 21.2 | 24.17352877069 | -2.97352877069 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.670780947236252 | 0.658438105527496 | 0.329219052763748 |
17 | 0.925119635734492 | 0.149760728531016 | 0.074880364265508 |
18 | 0.948514333546752 | 0.102971332906496 | 0.051485666453248 |
19 | 0.961966080955408 | 0.076067838089183 | 0.0380339190445915 |
20 | 0.97007453451443 | 0.0598509309711417 | 0.0299254654855708 |
21 | 0.976455333869618 | 0.0470893322607644 | 0.0235446661303822 |
22 | 0.973407599860457 | 0.0531848002790858 | 0.0265924001395429 |
23 | 0.975343578297574 | 0.0493128434048529 | 0.0246564217024264 |
24 | 0.975085864102994 | 0.0498282717940109 | 0.0249141358970055 |
25 | 0.992694724862413 | 0.0146105502751748 | 0.00730527513758739 |
26 | 0.997026825537488 | 0.00594634892502461 | 0.00297317446251231 |
27 | 0.999647299083781 | 0.00070540183243718 | 0.00035270091621859 |
28 | 0.999882244995411 | 0.000235510009177725 | 0.000117755004588863 |
29 | 0.999923716113012 | 0.000152567773976914 | 7.62838869884571e-05 |
30 | 0.999903838313903 | 0.000192323372194532 | 9.6161686097266e-05 |
31 | 0.999864416872355 | 0.000271166255291145 | 0.000135583127645573 |
32 | 0.99987233927817 | 0.000255321443660258 | 0.000127660721830129 |
33 | 0.999879128491621 | 0.000241743016757411 | 0.000120871508378705 |
34 | 0.999900490915118 | 0.000199018169764679 | 9.95090848823397e-05 |
35 | 0.99991187426705 | 0.000176251465899266 | 8.81257329496329e-05 |
36 | 0.999939618855308 | 0.000120762289383923 | 6.03811446919614e-05 |
37 | 0.99997357172323 | 5.28565535380958e-05 | 2.64282767690479e-05 |
38 | 0.999987857843286 | 2.4284313427405e-05 | 1.21421567137025e-05 |
39 | 0.999992490698985 | 1.50186020310527e-05 | 7.50930101552635e-06 |
40 | 0.99999326351742 | 1.34729651613177e-05 | 6.73648258065883e-06 |
41 | 0.999991455316487 | 1.70893670266910e-05 | 8.54468351334549e-06 |
42 | 0.999986283994768 | 2.74320104647483e-05 | 1.37160052323741e-05 |
43 | 0.999976512518819 | 4.69749623622928e-05 | 2.34874811811464e-05 |
44 | 0.999961369343521 | 7.72613129582194e-05 | 3.86306564791097e-05 |
45 | 0.999940177480236 | 0.000119645039528207 | 5.98225197641037e-05 |
46 | 0.999915019330576 | 0.000169961338847936 | 8.49806694239678e-05 |
47 | 0.999887154580994 | 0.000225690838011042 | 0.000112845419005521 |
48 | 0.999848996594662 | 0.000302006810676449 | 0.000151003405338224 |
49 | 0.999814287073712 | 0.000371425852576814 | 0.000185712926288407 |
50 | 0.999753045084295 | 0.000493909831410321 | 0.000246954915705161 |
51 | 0.999656393677233 | 0.000687212645533518 | 0.000343606322766759 |
52 | 0.999526396021156 | 0.000947207957688438 | 0.000473603978844219 |
53 | 0.99934823927432 | 0.00130352145135878 | 0.00065176072567939 |
54 | 0.999066010368358 | 0.00186797926328446 | 0.000933989631642232 |
55 | 0.998631290387197 | 0.00273741922560593 | 0.00136870961280296 |
56 | 0.998016218015332 | 0.00396756396933610 | 0.00198378198466805 |
57 | 0.997342423655131 | 0.00531515268973773 | 0.00265757634486886 |
58 | 0.997002328822266 | 0.00599534235546787 | 0.00299767117773393 |
59 | 0.996637609856918 | 0.00672478028616472 | 0.00336239014308236 |
60 | 0.9960877470752 | 0.00782450584960228 | 0.00391225292480114 |
61 | 0.995615527701244 | 0.0087689445975115 | 0.00438447229875575 |
62 | 0.994718092579832 | 0.0105638148403353 | 0.00528190742016766 |
63 | 0.993160712274282 | 0.013678575451435 | 0.0068392877257175 |
64 | 0.990970921160006 | 0.0180581576799874 | 0.00902907883999369 |
65 | 0.988306386881555 | 0.0233872262368909 | 0.0116936131184454 |
66 | 0.985022414332848 | 0.0299551713343045 | 0.0149775856671522 |
67 | 0.980847545922717 | 0.0383049081545667 | 0.0191524540772834 |
68 | 0.975677725741778 | 0.0486445485164444 | 0.0243222742582222 |
69 | 0.970874540408861 | 0.058250919182277 | 0.0291254595911385 |
70 | 0.966258142967193 | 0.0674837140656143 | 0.0337418570328071 |
71 | 0.961957886334037 | 0.0760842273319261 | 0.0380421136659631 |
72 | 0.957887880833981 | 0.0842242383320381 | 0.0421121191660191 |
73 | 0.951392125799835 | 0.097215748400331 | 0.0486078742001655 |
74 | 0.94199451532337 | 0.116010969353261 | 0.0580054846766303 |
75 | 0.930227485039135 | 0.139545029921731 | 0.0697725149608653 |
76 | 0.91551387266665 | 0.168972254666699 | 0.0844861273333494 |
77 | 0.89864627801241 | 0.202707443975180 | 0.101353721987590 |
78 | 0.878789474644062 | 0.242421050711876 | 0.121210525355938 |
79 | 0.85820858177914 | 0.283582836441721 | 0.141791418220861 |
80 | 0.835358666554344 | 0.329282666891311 | 0.164641333445656 |
81 | 0.825099498687042 | 0.349801002625917 | 0.174900501312958 |
82 | 0.820127862137614 | 0.359744275724771 | 0.179872137862386 |
83 | 0.819161945720413 | 0.361676108559173 | 0.180838054279587 |
84 | 0.819076370934197 | 0.361847258131605 | 0.180923629065803 |
85 | 0.824546359753374 | 0.350907280493253 | 0.175453640246626 |
86 | 0.826446431328153 | 0.347107137343694 | 0.173553568671847 |
87 | 0.837719529714892 | 0.324560940570216 | 0.162280470285108 |
88 | 0.849420639643854 | 0.301158720712293 | 0.150579360356147 |
89 | 0.854747742329642 | 0.290504515340716 | 0.145252257670358 |
90 | 0.84228195290038 | 0.315436094199239 | 0.157718047099619 |
91 | 0.815795274266113 | 0.368409451467774 | 0.184204725733887 |
92 | 0.793166922330757 | 0.413666155338486 | 0.206833077669243 |
93 | 0.790708282554362 | 0.418583434891276 | 0.209291717445638 |
94 | 0.829155713792549 | 0.341688572414903 | 0.170844286207451 |
95 | 0.88078662602296 | 0.238426747954082 | 0.119213373977041 |
96 | 0.91707553339219 | 0.16584893321562 | 0.08292446660781 |
97 | 0.965709548240314 | 0.0685809035193729 | 0.0342904517596865 |
98 | 0.97440490338204 | 0.051190193235918 | 0.025595096617959 |
99 | 0.979131146336142 | 0.0417377073277156 | 0.0208688536638578 |
100 | 0.98330950170015 | 0.0333809965997007 | 0.0166904982998503 |
101 | 0.985321403499388 | 0.0293571930012238 | 0.0146785965006119 |
102 | 0.984152452832554 | 0.0316950943348911 | 0.0158475471674456 |
103 | 0.983554201465571 | 0.0328915970688571 | 0.0164457985344285 |
104 | 0.979340387190532 | 0.0413192256189355 | 0.0206596128094677 |
105 | 0.973784339172747 | 0.0524313216545059 | 0.0262156608272530 |
106 | 0.971350580056835 | 0.0572988398863295 | 0.0286494199431647 |
107 | 0.974048728821476 | 0.0519025423570488 | 0.0259512711785244 |
108 | 0.985240745507532 | 0.0295185089849363 | 0.0147592544924682 |
109 | 0.993262416038679 | 0.0134751679226422 | 0.00673758396132109 |
110 | 0.997435215102009 | 0.00512956979598238 | 0.00256478489799119 |
111 | 0.998716948629157 | 0.00256610274168601 | 0.00128305137084300 |
112 | 0.998535632431823 | 0.00292873513635358 | 0.00146436756817679 |
113 | 0.998119522872233 | 0.00376095425553447 | 0.00188047712776724 |
114 | 0.997997791009294 | 0.00400441798141232 | 0.00200220899070616 |
115 | 0.998999399567671 | 0.00200120086465781 | 0.00100060043232891 |
116 | 0.999590109506774 | 0.000819780986451642 | 0.000409890493225821 |
117 | 0.999794237930224 | 0.000411524139551406 | 0.000205762069775703 |
118 | 0.999735649959789 | 0.000528700080422759 | 0.000264350040211379 |
119 | 0.999639891850693 | 0.000720216298614591 | 0.000360108149307296 |
120 | 0.999485539502288 | 0.00102892099542401 | 0.000514460497712005 |
121 | 0.99928222210863 | 0.00143555578274176 | 0.000717777891370882 |
122 | 0.999097131587959 | 0.00180573682408286 | 0.00090286841204143 |
123 | 0.998898957312574 | 0.00220208537485113 | 0.00110104268742556 |
124 | 0.998937179339501 | 0.00212564132099745 | 0.00106282066049873 |
125 | 0.999107755431797 | 0.00178448913640566 | 0.000892244568202828 |
126 | 0.999560803275857 | 0.0008783934482869 | 0.00043919672414345 |
127 | 0.999801133049286 | 0.000397733901427627 | 0.000198866950713813 |
128 | 0.999944013732896 | 0.000111972534208244 | 5.59862671041218e-05 |
129 | 0.999987072029643 | 2.58559407141902e-05 | 1.29279703570951e-05 |
130 | 0.999994930979472 | 1.01380410549322e-05 | 5.06902052746612e-06 |
131 | 0.999996479340989 | 7.0413180221202e-06 | 3.5206590110601e-06 |
132 | 0.999995272593777 | 9.4548124452998e-06 | 4.7274062226499e-06 |
133 | 0.999992198602644 | 1.56027947123428e-05 | 7.80139735617141e-06 |
134 | 0.999988955624169 | 2.20887516627836e-05 | 1.10443758313918e-05 |
135 | 0.999985031935416 | 2.99361291681931e-05 | 1.49680645840966e-05 |
136 | 0.999975952130845 | 4.80957383097843e-05 | 2.40478691548921e-05 |
137 | 0.99996126584595 | 7.74683081017599e-05 | 3.87341540508800e-05 |
138 | 0.999937981789803 | 0.000124036420394537 | 6.20182101972684e-05 |
139 | 0.999919376999748 | 0.000161246000504187 | 8.06230002520935e-05 |
140 | 0.999891348724493 | 0.000217302551014073 | 0.000108651275507036 |
141 | 0.9998685599771 | 0.000262880045798238 | 0.000131440022899119 |
142 | 0.99985584063387 | 0.000288318732260937 | 0.000144159366130468 |
143 | 0.999848896964843 | 0.000302206070313117 | 0.000151103035156559 |
144 | 0.999822579697356 | 0.000354840605287746 | 0.000177420302643873 |
145 | 0.99973245711047 | 0.000535085779060187 | 0.000267542889530093 |
146 | 0.99959192109982 | 0.000816157800360451 | 0.000408078900180226 |
147 | 0.999462806913507 | 0.00107438617298532 | 0.000537193086492661 |
148 | 0.999335259872234 | 0.00132948025553292 | 0.000664740127766462 |
149 | 0.999042462074085 | 0.00191507585182953 | 0.000957537925914763 |
150 | 0.998582463048032 | 0.00283507390393596 | 0.00141753695196798 |
151 | 0.998421999644966 | 0.00315600071006836 | 0.00157800035503418 |
152 | 0.998473612263954 | 0.00305277547209167 | 0.00152638773604583 |
153 | 0.998833603363887 | 0.00233279327222648 | 0.00116639663611324 |
154 | 0.999209820783226 | 0.00158035843354855 | 0.000790179216774277 |
155 | 0.999322882597916 | 0.00135423480416724 | 0.000677117402083619 |
156 | 0.999240045117758 | 0.00151990976448318 | 0.000759954882241588 |
157 | 0.99895951125192 | 0.00208097749616125 | 0.00104048874808063 |
158 | 0.99854310923144 | 0.00291378153712013 | 0.00145689076856006 |
159 | 0.998304332083545 | 0.00339133583291022 | 0.00169566791645511 |
160 | 0.998062252234336 | 0.00387549553132831 | 0.00193774776566416 |
161 | 0.997918628772 | 0.00416274245599918 | 0.00208137122799959 |
162 | 0.997585806096443 | 0.00482838780711477 | 0.00241419390355738 |
163 | 0.997020949633918 | 0.00595810073216333 | 0.00297905036608166 |
164 | 0.99592314825729 | 0.00815370348541904 | 0.00407685174270952 |
165 | 0.995433683988874 | 0.00913263202225132 | 0.00456631601112566 |
166 | 0.995957900580964 | 0.00808419883807207 | 0.00404209941903604 |
167 | 0.99753875068038 | 0.00492249863923957 | 0.00246124931961979 |
168 | 0.998641083545402 | 0.00271783290919534 | 0.00135891645459767 |
169 | 0.998426654186136 | 0.00314669162772819 | 0.00157334581386410 |
170 | 0.997907678047696 | 0.00418464390460838 | 0.00209232195230419 |
171 | 0.99680790833543 | 0.00638418332914126 | 0.00319209166457063 |
172 | 0.99539296540195 | 0.00921406919610076 | 0.00460703459805038 |
173 | 0.994480520641205 | 0.0110389587175909 | 0.00551947935879544 |
174 | 0.992369933514406 | 0.0152601329711888 | 0.00763006648559439 |
175 | 0.988948391824314 | 0.0221032163513721 | 0.0110516081756860 |
176 | 0.98370278460781 | 0.0325944307843787 | 0.0162972153921894 |
177 | 0.978236881974556 | 0.0435262360508877 | 0.0217631180254439 |
178 | 0.972095039646192 | 0.0558099207076169 | 0.0279049603538084 |
179 | 0.970176003023279 | 0.0596479939534428 | 0.0298239969767214 |
180 | 0.959300618348032 | 0.081398763303936 | 0.040699381651968 |
181 | 0.94213978196269 | 0.115720436074618 | 0.057860218037309 |
182 | 0.921863540562192 | 0.156272918875617 | 0.0781364594378084 |
183 | 0.890797412617674 | 0.218405174764653 | 0.109202587382326 |
184 | 0.87309783995 | 0.253804320099999 | 0.126902160049999 |
185 | 0.857980811536534 | 0.284038376926933 | 0.142019188463466 |
186 | 0.808586749148021 | 0.382826501703958 | 0.191413250851979 |
187 | 0.777506820061393 | 0.444986359877214 | 0.222493179938607 |
188 | 0.825381123203564 | 0.349237753592872 | 0.174618876796436 |
189 | 0.88186300854708 | 0.236273982905841 | 0.118136991452921 |
190 | 0.86370643123604 | 0.272587137527920 | 0.136293568763960 |
191 | 0.805260309280232 | 0.389479381439536 | 0.194739690719768 |
192 | 0.728259390953646 | 0.543481218092708 | 0.271740609046354 |
193 | 0.65475544355566 | 0.690489112888678 | 0.345244556444339 |
194 | 0.653967648255355 | 0.69206470348929 | 0.346032351744645 |
195 | 0.726037804247524 | 0.547924391504952 | 0.273962195752476 |
196 | 0.869831926596633 | 0.260336146806733 | 0.130168073403367 |
197 | 0.956272360282436 | 0.0874552794351283 | 0.0437276397175642 |
198 | 0.993983257639536 | 0.0120334847209288 | 0.00601674236046441 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 99 | 0.540983606557377 | NOK |
5% type I error level | 124 | 0.6775956284153 | NOK |
10% type I error level | 141 | 0.770491803278688 | NOK |