Multiple Linear Regression - Estimated Regression Equation |
Y(Werkloosheid)[t] = + 22.3119272633899 -0.845157726243135`X(inflatie)`[t] -0.468052257632672M1[t] -0.676589278536247M2[t] -1.24014382457792M3[t] -1.66097439588356M4[t] -2.42280847221682M5[t] -2.63589692983462M6[t] + 0.551946789395343M7[t] + 2.41265713972108M8[t] + 2.42304528561004M9[t] + 1.40995682799224M10[t] + 0.350739892750045M11[t] -0.00311212062499351t + 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) | 22.3119272633899 | 0.771389 | 28.9243 | 0 | 0 |
`X(inflatie)` | -0.845157726243135 | 0.169364 | -4.9902 | 1e-06 | 1e-06 |
M1 | -0.468052257632672 | 0.879524 | -0.5322 | 0.595202 | 0.297601 |
M2 | -0.676589278536247 | 0.879261 | -0.7695 | 0.442506 | 0.221253 |
M3 | -1.24014382457792 | 0.879228 | -1.4105 | 0.159948 | 0.079974 |
M4 | -1.66097439588356 | 0.879203 | -1.8892 | 0.060315 | 0.030157 |
M5 | -2.42280847221682 | 0.879191 | -2.7557 | 0.006397 | 0.003199 |
M6 | -2.63589692983462 | 0.879227 | -2.998 | 0.003062 | 0.001531 |
M7 | 0.551946789395343 | 0.879655 | 0.6275 | 0.531075 | 0.265537 |
M8 | 2.41265713972108 | 0.879297 | 2.7438 | 0.006625 | 0.003312 |
M9 | 2.42304528561004 | 0.879354 | 2.7555 | 0.006402 | 0.003201 |
M10 | 1.40995682799224 | 0.879529 | 1.6031 | 0.110495 | 0.055247 |
M11 | 0.350739892750045 | 0.891661 | 0.3934 | 0.694476 | 0.347238 |
t | -0.00311212062499351 | 0.002888 | -1.0776 | 0.2825 | 0.14125 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.600826655444131 |
R-squared | 0.360992669892181 |
Adjusted R-squared | 0.319457193435173 |
F-TEST (value) | 8.69118885071248 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 200 |
p-value | 5.9841021027296e-14 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.59960122520741 |
Sum Squared Residuals | 1351.58530601997 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 15 | 20.0659316600211 | -5.06593166002109 |
2 | 14.4 | 19.8542825184930 | -5.45428251849305 |
3 | 13.5 | 18.8650369887048 | -5.3650369887048 |
4 | 12.8 | 18.4410942967742 | -5.64109429677418 |
5 | 12.3 | 17.5916323271916 | -5.2916323271916 |
6 | 12.2 | 17.5444632941974 | -5.34446329419744 |
7 | 14.5 | 20.8137106654267 | -6.31371066542673 |
8 | 17.2 | 23.0938877582490 | -5.89388775824903 |
9 | 18 | 22.8476164656401 | -4.84761646564005 |
10 | 18.1 | 22.0849632052702 | -3.98496320527021 |
11 | 18 | 20.9381183767787 | -2.93811837677872 |
12 | 18.3 | 20.4152348181550 | -2.11523481815504 |
13 | 18.7 | 19.6905231220244 | -0.990523122024437 |
14 | 18.6 | 19.4788739804959 | -0.878873980495865 |
15 | 18.3 | 18.7431757685806 | -0.443175768580572 |
16 | 17.9 | 18.4037488492743 | -0.503748849274256 |
17 | 17.4 | 17.8923499701889 | -0.49234997018894 |
18 | 17.4 | 17.9296967098191 | -0.52969670981909 |
19 | 20.1 | 20.8608809905511 | -0.760880990551116 |
20 | 23.2 | 22.2113845845060 | 0.988615415494023 |
21 | 24.2 | 22.5567237002672 | 1.64327629973281 |
22 | 24.2 | 21.5405231220244 | 2.65947687797559 |
23 | 23.9 | 20.6472256114058 | 3.25277438859415 |
24 | 23.8 | 20.1243420527822 | 3.67565794721782 |
25 | 23.8 | 19.8222092197731 | 3.97779078022686 |
26 | 23.3 | 19.5260443056203 | 3.77395569437974 |
27 | 22.4 | 19.1284091842022 | 3.27159081579778 |
28 | 21.5 | 18.5354349470230 | 2.96456505297704 |
29 | 20.5 | 17.6014572048161 | 2.89854279518392 |
30 | 19.9 | 17.2162250813247 | 2.68377491867534 |
31 | 22 | 20.4009566799296 | 1.59904332007037 |
32 | 24.9 | 22.5121022275033 | 2.38789777249669 |
33 | 25.7 | 22.5193782527673 | 3.18062174723273 |
34 | 25.3 | 21.7567249923974 | 3.54327500760257 |
35 | 24.4 | 20.7789117091545 | 3.62108829084545 |
36 | 23.8 | 20.5940912410281 | 3.20590875897186 |
37 | 23.5 | 20.1229268627705 | 3.37707313722953 |
38 | 23 | 20.0803092664905 | 2.91969073350947 |
39 | 22.2 | 19.5136425998239 | 2.68635740017614 |
40 | 21.4 | 19.1742156805175 | 2.22578431948245 |
41 | 20.3 | 18.5783010288079 | 1.72169897119209 |
42 | 19.5 | 18.6156477684381 | 0.884352231561935 |
43 | 21.7 | 22.0539266849160 | -0.353926684915975 |
44 | 24.7 | 23.8270091419924 | 0.872990858007598 |
45 | 25.3 | 23.7497693946321 | 1.55023060536795 |
46 | 24.9 | 22.7335688163893 | 2.16643118361073 |
47 | 24.1 | 21.5867239878978 | 2.51327601210224 |
48 | 23.4 | 21.0638404292741 | 2.33615957072590 |
49 | 23.1 | 20.5081602783921 | 2.59183972160788 |
50 | 22.4 | 20.2965111368635 | 2.10348886313645 |
51 | 21.3 | 19.5608129249483 | 1.73918707505175 |
52 | 20.3 | 18.7988071425204 | 1.50119285747963 |
53 | 19.3 | 17.9493451729378 | 1.35065482706220 |
54 | 18.7 | 17.9021761399436 | 0.797823860056363 |
55 | 21 | 21.4249708290459 | -0.424970829045858 |
56 | 24 | 23.5361163766195 | 0.463883623380462 |
57 | 24.8 | 23.2898450840106 | 1.51015491598944 |
58 | 24.2 | 21.6820340973976 | 2.51796590260242 |
59 | 23.3 | 20.7042208141547 | 2.59577918584530 |
60 | 22.7 | 20.3503688007797 | 2.34963119922033 |
61 | 22.3 | 19.879204422522 | 2.420795577478 |
62 | 21.8 | 19.8365868262421 | 1.96341317375794 |
63 | 21.2 | 19.7770147953213 | 1.42298520467873 |
64 | 20.5 | 19.5221036486393 | 0.977896351360733 |
65 | 19.7 | 18.5036101338081 | 1.19638986619193 |
66 | 19.2 | 18.1183780103167 | 1.08162198968335 |
67 | 21.2 | 21.0495622910487 | 0.150437708951317 |
68 | 23.9 | 23.0761920659981 | 0.82380793400195 |
69 | 24.8 | 23.1679838638863 | 1.63201613611367 |
70 | 24.2 | 22.4898463761408 | 1.71015362385921 |
71 | 23 | 21.3430015476493 | 1.65699845235071 |
72 | 22.2 | 21.3272126247715 | 0.872787375228494 |
73 | 21.8 | 21.1941113370111 | 0.605888662988908 |
74 | 21.2 | 20.7289148776096 | 0.471085122390416 |
75 | 20.5 | 19.9932166656943 | 0.506783334305709 |
76 | 19.7 | 19.3157266558907 | 0.384273344109281 |
77 | 19 | 18.5507804589325 | 0.449219541067539 |
78 | 18.4 | 18.419095653314 | -0.0190956533139872 |
79 | 20.7 | 21.6038272519190 | -0.903827251918955 |
80 | 24.5 | 23.6304570268683 | 0.869542973131679 |
81 | 26 | 23.8067645973809 | 2.19323540261909 |
82 | 25.2 | 22.8750797917624 | 2.32492020823756 |
83 | 24.1 | 21.8972665085196 | 2.20273349148044 |
84 | 23.7 | 21.4588987225202 | 2.24110127747979 |
85 | 23.5 | 20.7341870263896 | 2.76581297361040 |
86 | 23.1 | 20.5225378848610 | 2.57746211513897 |
87 | 22.7 | 19.7023239003214 | 2.99767609967857 |
88 | 22.5 | 19.4474127536394 | 3.05258724636058 |
89 | 21.7 | 18.9360138745541 | 2.76398612544589 |
90 | 20.5 | 18.8043290689356 | 1.69567093106437 |
91 | 21.9 | 21.9890606675406 | -0.0890606675406008 |
92 | 22.9 | 23.6776273519927 | -0.777627351992713 |
93 | 21.5 | 23.3468402867594 | -1.84684028675942 |
94 | 19 | 22.2461239358923 | -3.24612393589232 |
95 | 17 | 21.0147633347765 | -4.01476333477651 |
96 | 16.1 | 20.2383324582799 | -4.1383324582799 |
97 | 15.9 | 21.2884519872599 | -5.38845198725988 |
98 | 15.7 | 19.5555189384937 | -3.85551893849367 |
99 | 15.1 | 18.6507891813297 | -3.55078918132974 |
100 | 14.8 | 18.3958780346477 | -3.59587803464774 |
101 | 14.3 | 17.5464160650652 | -3.24641606506517 |
102 | 14.5 | 16.8231208510765 | -2.3231208510765 |
103 | 18.9 | 21.1065574937975 | -2.20655749379754 |
104 | 21.6 | 21.4428718162606 | 0.157128183739361 |
105 | 20.4 | 21.0275689784030 | -0.62756897840304 |
106 | 17.9 | 20.2649157180332 | -2.36491571803319 |
107 | 15.7 | 19.202586662166 | -3.502586662166 |
108 | 14.5 | 19.4403450571612 | -4.94034505716116 |
109 | 14 | 19.2227279967764 | -5.22272799677643 |
110 | 13.9 | 19.1801104004965 | -5.28011040049649 |
111 | 14.4 | 18.8669910517028 | -4.46699105170276 |
112 | 15.8 | 17.8514379514019 | -2.05143795140194 |
113 | 15.6 | 16.9174602091951 | -1.31746020919505 |
114 | 14.7 | 16.7857754035766 | -2.08577540357658 |
115 | 16.7 | 20.1395385474302 | -3.43953854743017 |
116 | 17.9 | 22.2506840950039 | -4.35068409500385 |
117 | 18.7 | 22.7650547560137 | -4.0650547560137 |
118 | 20.1 | 21.7488541777709 | -1.64885417777091 |
119 | 19.5 | 20.7710408945280 | -1.27104089452804 |
120 | 19.4 | 20.2481573359044 | -0.84815733590437 |
121 | 18.6 | 19.2698983219008 | -0.669898321900821 |
122 | 17.8 | 19.1427649529966 | -1.34276495299657 |
123 | 17.1 | 18.5760982863299 | -1.4760982863299 |
124 | 16.5 | 18.9127975480181 | -2.41279754801809 |
125 | 15.5 | 18.3168828963085 | -2.81688289630846 |
126 | 14.9 | 18.6077769538116 | -3.70777695381155 |
127 | 18.6 | 21.5389612345436 | -2.93896123454358 |
128 | 19.1 | 23.2275279189957 | -4.12752791899569 |
129 | 18.8 | 23.3193197168840 | -4.51931971688397 |
130 | 18.2 | 22.2186033660169 | -4.01860336601687 |
131 | 18 | 21.3253058553983 | -3.32530585539831 |
132 | 19 | 20.8024222967746 | -1.80242229677464 |
133 | 20.7 | 20.4157736911413 | 0.284226308858711 |
134 | 21.2 | 19.8660614591155 | 1.33393854088453 |
135 | 20.7 | 19.2148790198245 | 1.48512098017551 |
136 | 19.6 | 18.9599678731425 | 0.64003212685752 |
137 | 18.6 | 18.7021163119301 | -0.102116311930104 |
138 | 18.7 | 17.9788210979414 | 0.721178902058564 |
139 | 23.8 | 21.2480684691707 | 2.55193153082928 |
140 | 24.9 | 22.9366351536228 | 1.96336484637717 |
141 | 24.8 | 22.8593954062625 | 1.94060459373752 |
142 | 23.8 | 22.0967421458926 | 1.70325785410737 |
143 | 22.3 | 20.6963499995282 | 1.60365000047181 |
144 | 21.7 | 20.4270137587775 | 1.27298624122253 |
145 | 20.7 | 20.2093966983927 | 0.490603301607260 |
146 | 19.7 | 20.1667791021128 | -0.466779102112798 |
147 | 18.4 | 19.7691439806948 | -1.36914398069476 |
148 | 17.4 | 18.7535908803939 | -1.35359088039393 |
149 | 17 | 17.3970342750655 | -0.397034275065482 |
150 | 18 | 17.5188967873199 | 0.481103212680054 |
151 | 23.8 | 20.6191126133006 | 3.1808873866994 |
152 | 25.5 | 22.5612266156257 | 2.93877338437435 |
153 | 25.6 | 22.7375341861382 | 2.86246581386175 |
154 | 23.7 | 20.9606916542766 | 2.73930834572336 |
155 | 22 | 20.2364256889067 | 1.76357431109330 |
156 | 21.3 | 20.2206367660289 | 1.07936323397108 |
157 | 20.7 | 19.6649566151469 | 1.03504338485306 |
158 | 20.4 | 19.1997601557454 | 1.20023984425457 |
159 | 20.3 | 18.2105146259572 | 2.08948537404281 |
160 | 20.4 | 18.1246350245238 | 2.27536497547618 |
161 | 19.8 | 17.4442046001899 | 2.35579539981013 |
162 | 19.5 | 16.8899409314498 | 2.61005906855017 |
163 | 23.1 | 20.0746725300548 | 3.0253274699452 |
164 | 23.5 | 21.7632392145069 | 1.73676078549309 |
165 | 23.5 | 21.6859994671466 | 1.81400053285344 |
166 | 22.9 | 21.3459250698983 | 1.55407493010172 |
167 | 21.9 | 20.1990802414068 | 1.70091975859322 |
168 | 21.5 | 19.4226493649102 | 2.07735063508983 |
169 | 20.5 | 18.9514849866525 | 1.54851501334749 |
170 | 20.2 | 18.7398358451239 | 1.46016415487606 |
171 | 19.4 | 18.6802638142032 | 0.719736185796846 |
172 | 19.2 | 17.9182580317753 | 1.28174196822473 |
173 | 18.8 | 16.9842802895684 | 1.81571971043162 |
174 | 18.8 | 17.0216270291985 | 1.77837297080147 |
175 | 22.6 | 20.2908744004278 | 2.30912559957219 |
176 | 23.3 | 22.2329884027529 | 1.06701159724713 |
177 | 23 | 22.5783275185141 | 0.421672481485911 |
178 | 21.4 | 21.7311584855199 | -0.331158485519928 |
179 | 19.9 | 20.4152821117798 | -0.5152821117798 |
180 | 18.8 | 19.9769143257804 | -1.17691432578044 |
181 | 18.6 | 19.8438130380200 | -1.24381303802003 |
182 | 18.4 | 19.5476481238672 | -1.14764812386715 |
183 | 18.6 | 18.9809814572005 | -0.380981457200483 |
184 | 19.9 | 18.5570387652699 | 1.34296123473015 |
185 | 19.2 | 18.2146714314332 | 0.985328568566837 |
186 | 18.4 | 17.9984708531904 | 0.401529146809626 |
187 | 21.1 | 21.1832024517953 | -0.0832024517953405 |
188 | 20.5 | 23.1253164541204 | -2.62531645412039 |
189 | 19.1 | 22.9635609341357 | -3.86356093413573 |
190 | 18.1 | 21.2712341748984 | -3.17123417489844 |
191 | 17 | 19.6172947106611 | -2.61729471066106 |
192 | 17.1 | 19.0944111520374 | -1.99441115203739 |
193 | 17.4 | 18.2851836832825 | -0.885183683282472 |
194 | 16.8 | 17.9890187691296 | -1.18901876912959 |
195 | 15.3 | 16.7462259214684 | -1.44622592146841 |
196 | 14.3 | 16.5758305474107 | -2.27583054741072 |
197 | 13.4 | 14.9657266242093 | -1.56572662420933 |
198 | 15.3 | 14.1579156375963 | 1.14208436240365 |
199 | 22.1 | 17.258131463577 | 4.841868536423 |
200 | 23.7 | 19.5383085563993 | 4.16169144360069 |
201 | 22.2 | 19.4610688090390 | 2.73893119096104 |
202 | 19.5 | 19.0364786391664 | 0.463521360833633 |
203 | 16.6 | 19.3264019452882 | -2.72640194528819 |
204 | 17.3 | 19.3951287950347 | -2.09512879503472 |
205 | 19.8 | 19.4310590525229 | 0.368940947477065 |
206 | 21.2 | 19.388441456243 | 1.81155854375701 |
207 | 21.5 | 19.9204798336924 | 1.5795201663076 |
208 | 20.6 | 19.4120213691375 | 1.18797863086255 |
209 | 19.1 | 19.407717125798 | -0.307717125798018 |
210 | 19.6 | 19.8676427285497 | -0.267642728549737 |
211 | 23.5 | 23.6439847355249 | -0.143984735524900 |
212 | 24 | 24.6564252389825 | -0.656425238982506 |
213 | 23.2 | 24.9172485821194 | -1.71724858211941 |
214 | 21.2 | 23.8165322312523 | -2.61653223125231 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 0.00219386553496994 | 0.00438773106993987 | 0.99780613446503 |
18 | 0.000262292061780181 | 0.000524584123560361 | 0.99973770793822 |
19 | 0.000148920626777027 | 0.000297841253554054 | 0.999851079373223 |
20 | 0.000889480066704738 | 0.00177896013340948 | 0.999110519933295 |
21 | 0.000532553359143747 | 0.00106510671828749 | 0.999467446640856 |
22 | 0.000209935689878497 | 0.000419871379756994 | 0.999790064310122 |
23 | 6.76130474790721e-05 | 0.000135226094958144 | 0.999932386952521 |
24 | 1.68725427920608e-05 | 3.37450855841216e-05 | 0.999983127457208 |
25 | 7.18281920765376e-06 | 1.43656384153075e-05 | 0.999992817180792 |
26 | 3.17846768625148e-06 | 6.35693537250296e-06 | 0.999996821532314 |
27 | 1.06482587399752e-06 | 2.12965174799503e-06 | 0.999998935174126 |
28 | 5.96962800974273e-07 | 1.19392560194855e-06 | 0.9999994030372 |
29 | 1.0922851680909e-06 | 2.1845703361818e-06 | 0.999998907714832 |
30 | 5.80531455384039e-06 | 1.16106291076808e-05 | 0.999994194685446 |
31 | 1.58903467917798e-05 | 3.17806935835597e-05 | 0.999984109653208 |
32 | 2.18058446282902e-05 | 4.36116892565804e-05 | 0.999978194155372 |
33 | 2.64561926591471e-05 | 5.29123853182942e-05 | 0.99997354380734 |
34 | 4.11126025800664e-05 | 8.22252051601329e-05 | 0.99995888739742 |
35 | 0.000100595252152664 | 0.000201190504305328 | 0.999899404747847 |
36 | 0.000222472407315671 | 0.000444944814631342 | 0.999777527592684 |
37 | 0.000418969783080435 | 0.00083793956616087 | 0.99958103021692 |
38 | 0.000392111800603987 | 0.000784223601207975 | 0.999607888199396 |
39 | 0.000265564264374385 | 0.000531128528748769 | 0.999734435735626 |
40 | 0.000153227733830093 | 0.000306455467660187 | 0.99984677226617 |
41 | 8.19901506453517e-05 | 0.000163980301290703 | 0.999918009849355 |
42 | 4.19692865074351e-05 | 8.39385730148703e-05 | 0.999958030713493 |
43 | 2.12390306667535e-05 | 4.24780613335069e-05 | 0.999978760969333 |
44 | 1.01406202045212e-05 | 2.02812404090424e-05 | 0.999989859379795 |
45 | 5.2398481765334e-06 | 1.04796963530668e-05 | 0.999994760151824 |
46 | 3.81632221579245e-06 | 7.6326444315849e-06 | 0.999996183677784 |
47 | 4.7554673199533e-06 | 9.5109346399066e-06 | 0.99999524453268 |
48 | 1.19311500342561e-05 | 2.38623000685122e-05 | 0.999988068849966 |
49 | 4.03406459633968e-05 | 8.06812919267936e-05 | 0.999959659354037 |
50 | 0.000117467077176759 | 0.000234934154353519 | 0.999882532922823 |
51 | 0.000374152089337856 | 0.000748304178675712 | 0.999625847910662 |
52 | 0.00230274442753217 | 0.00460548885506434 | 0.997697255572468 |
53 | 0.00981774001140582 | 0.0196354800228116 | 0.990182259988594 |
54 | 0.0242114241166965 | 0.048422848233393 | 0.975788575883303 |
55 | 0.0330917814701884 | 0.0661835629403768 | 0.966908218529812 |
56 | 0.0343238678138944 | 0.0686477356277887 | 0.965676132186106 |
57 | 0.0414421301539309 | 0.0828842603078617 | 0.95855786984607 |
58 | 0.0904064073293604 | 0.180812814658721 | 0.90959359267064 |
59 | 0.154060637736731 | 0.308121275473462 | 0.845939362263269 |
60 | 0.222857283141036 | 0.445714566282071 | 0.777142716858964 |
61 | 0.275492676234387 | 0.550985352468773 | 0.724507323765613 |
62 | 0.306618628909731 | 0.613237257819462 | 0.693381371090269 |
63 | 0.301252229787959 | 0.602504459575919 | 0.698747770212041 |
64 | 0.282659796020917 | 0.565319592041834 | 0.717340203979083 |
65 | 0.269458865120474 | 0.538917730240949 | 0.730541134879526 |
66 | 0.262411590939579 | 0.524823181879158 | 0.737588409060421 |
67 | 0.265231513554858 | 0.530463027109717 | 0.734768486445142 |
68 | 0.269005930254623 | 0.538011860509246 | 0.730994069745377 |
69 | 0.271987377054885 | 0.543974754109771 | 0.728012622945115 |
70 | 0.277996087496112 | 0.555992174992225 | 0.722003912503888 |
71 | 0.301824106440183 | 0.603648212880367 | 0.698175893559817 |
72 | 0.315988426615308 | 0.631976853230617 | 0.684011573384692 |
73 | 0.30513711316392 | 0.61027422632784 | 0.69486288683608 |
74 | 0.298472348400744 | 0.596944696801489 | 0.701527651599256 |
75 | 0.291538940847304 | 0.583077881694607 | 0.708461059152696 |
76 | 0.287876924800365 | 0.575753849600731 | 0.712123075199635 |
77 | 0.278997682419674 | 0.557995364839349 | 0.721002317580326 |
78 | 0.268535181079892 | 0.537070362159783 | 0.731464818920108 |
79 | 0.255761514945842 | 0.511523029891683 | 0.744238485054158 |
80 | 0.234208610384854 | 0.468417220769709 | 0.765791389615146 |
81 | 0.228746874638317 | 0.457493749276635 | 0.771253125361683 |
82 | 0.235752509268745 | 0.47150501853749 | 0.764247490731255 |
83 | 0.250718717628978 | 0.501437435257955 | 0.749281282371022 |
84 | 0.271468939306588 | 0.542937878613176 | 0.728531060693412 |
85 | 0.300928286018024 | 0.601856572036049 | 0.699071713981976 |
86 | 0.327686543262931 | 0.655373086525861 | 0.67231345673707 |
87 | 0.369973260419879 | 0.739946520839758 | 0.630026739580121 |
88 | 0.41845655412865 | 0.8369131082573 | 0.58154344587135 |
89 | 0.471732197656206 | 0.943464395312413 | 0.528267802343794 |
90 | 0.488347036679414 | 0.976694073358827 | 0.511652963320586 |
91 | 0.459962844222814 | 0.919925688445629 | 0.540037155777186 |
92 | 0.483145915061967 | 0.966291830123934 | 0.516854084938033 |
93 | 0.608840179980754 | 0.782319640038492 | 0.391159820019246 |
94 | 0.794804371044196 | 0.410391257911609 | 0.205195628955804 |
95 | 0.922932627011357 | 0.154134745977286 | 0.0770673729886428 |
96 | 0.972122223670917 | 0.0557555526581658 | 0.0278777763290829 |
97 | 0.989926547718292 | 0.0201469045634156 | 0.0100734522817078 |
98 | 0.994470813058114 | 0.0110583738837712 | 0.00552918694188558 |
99 | 0.996008367811531 | 0.00798326437693697 | 0.00399163218846849 |
100 | 0.996713829191385 | 0.00657234161722937 | 0.00328617080861468 |
101 | 0.996789666889474 | 0.0064206662210527 | 0.00321033311052635 |
102 | 0.995995533218378 | 0.00800893356324488 | 0.00400446678162244 |
103 | 0.995134568710738 | 0.00973086257852304 | 0.00486543128926152 |
104 | 0.993925754801861 | 0.0121484903962775 | 0.00607424519813875 |
105 | 0.99197800590591 | 0.0160439881881791 | 0.00802199409408954 |
106 | 0.9901201462846 | 0.0197597074308006 | 0.00987985371540031 |
107 | 0.989612351066014 | 0.0207752978679715 | 0.0103876489339857 |
108 | 0.992828383582282 | 0.0143432328354352 | 0.00717161641771761 |
109 | 0.995763819691072 | 0.00847236061785646 | 0.00423618030892823 |
110 | 0.997804367268336 | 0.00439126546332749 | 0.00219563273166374 |
111 | 0.99852432491977 | 0.00295135016046247 | 0.00147567508023123 |
112 | 0.99812848487551 | 0.00374303024897927 | 0.00187151512448964 |
113 | 0.997510247556279 | 0.00497950488744263 | 0.00248975244372131 |
114 | 0.997090417181772 | 0.00581916563645693 | 0.00290958281822847 |
115 | 0.998247924953603 | 0.00350415009279378 | 0.00175207504639689 |
116 | 0.999095308796953 | 0.00180938240609491 | 0.000904691203047453 |
117 | 0.999443784374333 | 0.00111243125133453 | 0.000556215625667266 |
118 | 0.999250401016231 | 0.00149919796753755 | 0.000749598983768773 |
119 | 0.998944892442454 | 0.00211021511509246 | 0.00105510755754623 |
120 | 0.998499598760884 | 0.00300080247823227 | 0.00150040123911613 |
121 | 0.99805730177734 | 0.00388539644532143 | 0.00194269822266071 |
122 | 0.997645748328523 | 0.00470850334295375 | 0.00235425167147687 |
123 | 0.99723287357963 | 0.00553425284074185 | 0.00276712642037092 |
124 | 0.99724666942535 | 0.00550666114929832 | 0.00275333057464916 |
125 | 0.997609633411185 | 0.00478073317762978 | 0.00239036658881489 |
126 | 0.998802793115442 | 0.00239441376911694 | 0.00119720688455847 |
127 | 0.9995631803826 | 0.000873639234798842 | 0.000436819617399421 |
128 | 0.999917337633673 | 0.000165324732654103 | 8.26623663270513e-05 |
129 | 0.999990700864012 | 1.85982719756708e-05 | 9.29913598783538e-06 |
130 | 0.99999854737987 | 2.90524026192165e-06 | 1.45262013096083e-06 |
131 | 0.999999498276827 | 1.00344634582624e-06 | 5.01723172913118e-07 |
132 | 0.99999954160491 | 9.16790177528964e-07 | 4.58395088764482e-07 |
133 | 0.999999267183315 | 1.46563336912039e-06 | 7.32816684560197e-07 |
134 | 0.999998893422106 | 2.21315578741017e-06 | 1.10657789370508e-06 |
135 | 0.999998353933178 | 3.29213364403409e-06 | 1.64606682201705e-06 |
136 | 0.99999746899791 | 5.0620041790483e-06 | 2.53100208952415e-06 |
137 | 0.999996406724257 | 7.18655148540499e-06 | 3.59327574270250e-06 |
138 | 0.999995414159882 | 9.17168023620021e-06 | 4.58584011810011e-06 |
139 | 0.9999951791603 | 9.64167940222912e-06 | 4.82083970111456e-06 |
140 | 0.99999351285026 | 1.2974299479486e-05 | 6.487149739743e-06 |
141 | 0.999990708317525 | 1.85833649498292e-05 | 9.2916824749146e-06 |
142 | 0.999986132853557 | 2.77342928857259e-05 | 1.38671464428630e-05 |
143 | 0.999980990040237 | 3.80199195266957e-05 | 1.90099597633479e-05 |
144 | 0.999971522191179 | 5.69556176424205e-05 | 2.84778088212103e-05 |
145 | 0.999954427784431 | 9.1144431138557e-05 | 4.55722155692785e-05 |
146 | 0.999940041572164 | 0.000119916855671819 | 5.99584278359095e-05 |
147 | 0.99994882124935 | 0.000102357501300850 | 5.11787506504249e-05 |
148 | 0.999969313126324 | 6.13737473514143e-05 | 3.06868736757071e-05 |
149 | 0.999974537847932 | 5.0924304135998e-05 | 2.5462152067999e-05 |
150 | 0.999975651943583 | 4.86961128347798e-05 | 2.43480564173899e-05 |
151 | 0.999973613953467 | 5.27720930660061e-05 | 2.63860465330030e-05 |
152 | 0.999965661042064 | 6.86779158716536e-05 | 3.43389579358268e-05 |
153 | 0.999958117642822 | 8.37647143558455e-05 | 4.18823571779227e-05 |
154 | 0.999955649918508 | 8.87001629839255e-05 | 4.43500814919628e-05 |
155 | 0.99994377156762 | 0.000112456864761517 | 5.62284323807587e-05 |
156 | 0.999911666433119 | 0.000176667133761904 | 8.83335668809518e-05 |
157 | 0.999855536500098 | 0.000288926999804997 | 0.000144463499902498 |
158 | 0.999770875031995 | 0.000458249936010301 | 0.000229124968005151 |
159 | 0.999673443465515 | 0.000653113068969613 | 0.000326556534484806 |
160 | 0.999534326402862 | 0.000931347194275593 | 0.000465673597137796 |
161 | 0.999357242375214 | 0.00128551524957244 | 0.000642757624786218 |
162 | 0.999114361404 | 0.00177127719200020 | 0.000885638596000102 |
163 | 0.998811466913793 | 0.00237706617241481 | 0.00118853308620741 |
164 | 0.998217102350895 | 0.00356579529821074 | 0.00178289764910537 |
165 | 0.997512622116249 | 0.00497475576750278 | 0.00248737788375139 |
166 | 0.997029323670137 | 0.00594135265972604 | 0.00297067632986302 |
167 | 0.99762094381455 | 0.00475811237090032 | 0.00237905618545016 |
168 | 0.99834185545209 | 0.00331628909581796 | 0.00165814454790898 |
169 | 0.997897303815984 | 0.00420539236803124 | 0.00210269618401562 |
170 | 0.997071772829872 | 0.00585645434025575 | 0.00292822717012787 |
171 | 0.995480594460797 | 0.0090388110784059 | 0.00451940553920295 |
172 | 0.99342447134352 | 0.0131510573129605 | 0.00657552865648026 |
173 | 0.992100769965803 | 0.0157984600683947 | 0.00789923003419737 |
174 | 0.989355999558421 | 0.0212880008831581 | 0.0106440004415790 |
175 | 0.984984941874531 | 0.0300301162509376 | 0.0150150581254688 |
176 | 0.978695467692007 | 0.0426090646159852 | 0.0213045323079926 |
177 | 0.974000185143546 | 0.0519996297129071 | 0.0259998148564535 |
178 | 0.971583498925738 | 0.0568330021485243 | 0.0284165010742621 |
179 | 0.976669511583996 | 0.0466609768320077 | 0.0233304884160038 |
180 | 0.973243364965172 | 0.0535132700696567 | 0.0267566350348283 |
181 | 0.960615396195616 | 0.0787692076087689 | 0.0393846038043844 |
182 | 0.941860472338219 | 0.116279055323563 | 0.0581395276617813 |
183 | 0.920137056253163 | 0.159725887493675 | 0.0798629437468374 |
184 | 0.939420153405118 | 0.121159693189764 | 0.0605798465948822 |
185 | 0.97513611428762 | 0.0497277714247613 | 0.0248638857123807 |
186 | 0.983517232879284 | 0.0329655342414321 | 0.0164827671207161 |
187 | 0.975066558116042 | 0.0498668837679157 | 0.0249334418839578 |
188 | 0.958793247028146 | 0.0824135059437086 | 0.0412067529718543 |
189 | 0.937175682060427 | 0.125648635879147 | 0.0628243179395735 |
190 | 0.906932919975442 | 0.186134160049115 | 0.0930670800245575 |
191 | 0.912713057834673 | 0.174573884330655 | 0.0872869421653273 |
192 | 0.94852481725868 | 0.102950365482639 | 0.0514751827413194 |
193 | 0.95864402114871 | 0.0827119577025808 | 0.0413559788512904 |
194 | 0.960755398992611 | 0.0784892020147779 | 0.0392446010073890 |
195 | 0.917473141817943 | 0.165053716364115 | 0.0825268581820573 |
196 | 0.83816563477557 | 0.323668730448858 | 0.161834365224429 |
197 | 0.884788576510282 | 0.230422846979435 | 0.115211423489718 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 104 | 0.574585635359116 | NOK |
5% type I error level | 122 | 0.674033149171271 | NOK |
10% type I error level | 133 | 0.734806629834254 | NOK |