Multiple Linear Regression - Estimated Regression Equation |
Y(Werkloosheid)[t] = + 21.7394589780862 -0.665893667644164`X(inflatie)`[t] -0.8924244420924M1[t] -1.08632201896818M2[t] + 2.19043684524626M3[t] + 4.01406355676102M4[t] + 3.97898950929701M5[t] + 2.93018542458384M6[t] + 1.74491606408177M7[t] + 1.35467705377275M8[t] + 1.17289215789432M9[t] + 0.970051691463598M10[t] + 0.39234166861792M11[t] -0.0139228251137533t + 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) | 21.7394589780862 | 0.685921 | 31.6938 | 0 | 0 |
`X(inflatie)` | -0.665893667644164 | 0.15049 | -4.4248 | 1.6e-05 | 8e-06 |
M1 | -0.8924244420924 | 0.792946 | -1.1255 | 0.261863 | 0.130931 |
M2 | -1.08632201896818 | 0.792884 | -1.3701 | 0.172328 | 0.086164 |
M3 | 2.19043684524626 | 0.793048 | 2.762 | 0.006327 | 0.003163 |
M4 | 4.01406355676102 | 0.792824 | 5.063 | 1e-06 | 0 |
M5 | 3.97898950929701 | 0.792816 | 5.0188 | 1e-06 | 1e-06 |
M6 | 2.93018542458384 | 0.792838 | 3.6958 | 0.000289 | 0.000145 |
M7 | 1.74491606408177 | 0.804945 | 2.1677 | 0.031462 | 0.015731 |
M8 | 1.35467705377275 | 0.80488 | 1.6831 | 0.094056 | 0.047028 |
M9 | 1.17289215789432 | 0.804889 | 1.4572 | 0.146763 | 0.073382 |
M10 | 0.970051691463598 | 0.804758 | 1.2054 | 0.229599 | 0.114799 |
M11 | 0.39234166861792 | 0.804734 | 0.4875 | 0.626455 | 0.313227 |
t | -0.0139228251137533 | 0.00286 | -4.8688 | 2e-06 | 1e-06 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.672535669137558 |
R-squared | 0.452304226262303 |
Adjusted R-squared | 0.413608329204748 |
F-TEST (value) | 11.6886869320942 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 184 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.27610716462898 |
Sum Squared Residuals | 953.24214377707 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 17.4 | 19.3015562752985 | -1.90155627529848 |
2 | 17.4 | 19.2935039736022 | -1.89350397360216 |
3 | 20.1 | 22.3565719124096 | -2.25657191240960 |
4 | 23.2 | 23.7667395982241 | -0.566739598224115 |
5 | 24.2 | 23.984100192704 | 0.215899807295993 |
6 | 24.2 | 22.9213732828771 | 1.27862671712291 |
7 | 23.9 | 21.8553598307901 | 2.04464016920990 |
8 | 23.8 | 21.3180192618385 | 2.48198073816151 |
9 | 23.8 | 21.2554902743751 | 2.54450972562486 |
10 | 23.3 | 20.9721376160663 | 2.32786238393375 |
11 | 22.4 | 20.5136835016357 | 1.88631649836435 |
12 | 21.5 | 19.9742402743751 | 1.52575972562485 |
13 | 20.5 | 18.9347142736402 | 1.56528572635984 |
14 | 19.9 | 18.5937151381218 | 1.30628486187820 |
15 | 22 | 21.8565511772225 | 0.143448822777519 |
16 | 24.9 | 23.8660231639167 | 1.03397683608326 |
17 | 25.7 | 23.8170262913390 | 1.88297370866103 |
18 | 25.3 | 22.9540674818053 | 2.3459325181947 |
19 | 24.4 | 21.8214646629539 | 2.57853533704610 |
20 | 23.8 | 21.5504815610600 | 2.24951843894005 |
21 | 23.5 | 21.3547738400678 | 2.14522615993223 |
22 | 23 | 21.2711892820521 | 1.72881071794787 |
23 | 22.2 | 20.6795564340927 | 1.52044356590731 |
24 | 21.4 | 20.3398813071254 | 1.06011869287456 |
25 | 20.3 | 19.5667127734481 | 0.733287226551884 |
26 | 19.5 | 19.5586604717518 | -0.0586604717518334 |
27 | 21.7 | 23.0212646111458 | -1.32126461114577 |
28 | 24.7 | 24.7643791307824 | -0.0643791307823632 |
29 | 25.3 | 24.6487928914402 | 0.651207108559825 |
30 | 24.9 | 23.5860659816133 | 1.31393401838674 |
31 | 24.1 | 22.320284429233 | 1.77971557076698 |
32 | 23.4 | 21.7829438602814 | 1.61705613971859 |
33 | 23.1 | 21.5206467725248 | 1.57935322747519 |
34 | 22.4 | 21.3038834809803 | 1.09611651901966 |
35 | 21.3 | 20.5790718994921 | 0.72092810050793 |
36 | 20.3 | 19.9064499387027 | 0.393550061297269 |
37 | 19.3 | 18.9335133047322 | 0.366486695267838 |
38 | 18.7 | 18.8588716362715 | -0.158871636271463 |
39 | 21 | 22.3880651424298 | -1.38806514242982 |
40 | 24 | 24.3975371291241 | -0.397537129124073 |
41 | 24.8 | 24.1487721562531 | 0.651227843746946 |
42 | 24.2 | 22.6199196790752 | 1.58008032092478 |
43 | 23.3 | 21.4873168602238 | 1.81268313977619 |
44 | 22.7 | 21.0831550248010 | 1.61684497519896 |
45 | 22.3 | 20.8874473038089 | 1.41255269619114 |
46 | 21.8 | 20.8038627457932 | 0.996137254206787 |
47 | 21.2 | 20.6117660984203 | 0.588233901579719 |
48 | 20.5 | 20.3386803382174 | 0.161319661782559 |
49 | 19.7 | 19.2325649707180 | 0.467435029281961 |
50 | 19.2 | 18.8915658351997 | 0.308434164800327 |
51 | 21.2 | 21.9546337740071 | -0.75463377400711 |
52 | 23.9 | 23.8975163939370 | 0.00248360606304729 |
53 | 24.8 | 23.9151088881236 | 0.884891111876402 |
54 | 24.2 | 23.1187394453543 | 1.08126055464566 |
55 | 23 | 21.8529578929741 | 1.14704210702589 |
56 | 22.2 | 21.715153524609 | 0.484846475391004 |
57 | 21.8 | 21.7858032706745 | 0.014196729325516 |
58 | 21.2 | 21.3692718788368 | -0.169271878836756 |
59 | 20.5 | 20.6444602973485 | -0.144460297348490 |
60 | 19.7 | 20.0384277033236 | -0.338427703323569 |
61 | 19 | 19.1320804361174 | -0.132080436117415 |
62 | 18.4 | 18.9908494008923 | -0.5908494008923 |
63 | 20.7 | 22.253685439993 | -1.55368543999299 |
64 | 24.5 | 24.1965680599228 | 0.303431940077174 |
65 | 26 | 24.2807499208739 | 1.71925007912611 |
66 | 25.2 | 23.2846123778114 | 1.91538762218862 |
67 | 24.1 | 22.15200955896 | 1.94799044104002 |
68 | 23.7 | 21.6812583567728 | 2.01874164322721 |
69 | 23.5 | 21.2857825354874 | 2.21421746451264 |
70 | 23.1 | 21.0690192439429 | 2.03098075605712 |
71 | 22.7 | 20.2776182956902 | 2.4223817043098 |
72 | 22.5 | 20.0045325354874 | 2.49546746451264 |
73 | 21.7 | 19.2979533685745 | 2.40204663142554 |
74 | 20.5 | 19.1567223333493 | 1.34327766665066 |
75 | 21.9 | 22.4195583724500 | -0.519558372450030 |
76 | 22.9 | 24.0960835253222 | -1.19608352532221 |
77 | 21.5 | 23.7807291856868 | -2.28072918568677 |
78 | 19 | 22.6514129090954 | -3.65141290909543 |
79 | 17 | 21.3190419899508 | -4.31904198995078 |
80 | 16.1 | 20.5819333207059 | -4.48193332070592 |
81 | 15.9 | 21.5848342014732 | -5.68483420147324 |
82 | 15.7 | 20.1694623081693 | -4.46946230816926 |
83 | 15.1 | 19.3114719931522 | -4.21147199315216 |
84 | 14.8 | 19.0383862329493 | -4.23838623294932 |
85 | 14.3 | 18.0654495989788 | -3.76544959897875 |
86 | 14.5 | 17.4580929964027 | -2.95809299640272 |
87 | 18.9 | 21.5865908034408 | -2.68659080344083 |
88 | 21.6 | 22.1976860880823 | -0.597686088082335 |
89 | 20.4 | 21.8157423816825 | -1.41574238168249 |
90 | 17.9 | 20.9527835721488 | -3.05278357214881 |
91 | 15.7 | 19.753591386533 | -4.05359138653299 |
92 | 14.5 | 19.8155551184611 | -5.31555511846113 |
93 | 14 | 19.8196154977622 | -5.8196154977622 |
94 | 13.9 | 19.7360309397466 | -5.83603093974656 |
95 | 14.4 | 19.3441661920804 | -4.94416619208037 |
96 | 15.8 | 18.4717761309978 | -2.67177613099778 |
97 | 15.6 | 17.4322501302628 | -1.8322501302628 |
98 | 14.7 | 17.2910190950377 | -2.59101909503768 |
99 | 16.7 | 20.6870338676672 | -3.98703386766720 |
100 | 17.9 | 22.6965058543615 | -4.79650585436146 |
101 | 18.7 | 23.0470451823702 | -4.34704518237019 |
102 | 20.1 | 21.9843182725433 | -1.88431827254327 |
103 | 19.5 | 20.8517154536919 | -1.35171545369187 |
104 | 19.4 | 20.3143748847403 | -0.914374884740258 |
105 | 18.6 | 19.7191309631616 | -1.11913096316158 |
106 | 17.8 | 19.5689570383815 | -1.76895703838152 |
107 | 17.1 | 18.9773241904221 | -1.87732419042208 |
108 | 16.5 | 19.1703639975702 | -2.67036399757016 |
109 | 15.5 | 18.3971954638928 | -2.89719546389284 |
110 | 14.9 | 18.5889112624898 | -3.68891126248981 |
111 | 18.6 | 21.6519792012972 | -3.05197920129724 |
112 | 19.1 | 23.3285043541694 | -4.22850435416942 |
113 | 18.8 | 23.3460968483561 | -4.54609684835607 |
114 | 18.2 | 22.2167805717647 | -4.01678057176473 |
115 | 18 | 21.1507671196777 | -3.15076711967774 |
116 | 19 | 20.6134265507261 | -1.61342655072613 |
117 | 20.7 | 20.4843081964984 | 0.215691803501628 |
118 | 21.2 | 20.0011874378962 | 1.19881256210377 |
119 | 20.7 | 19.3429652231724 | 1.35703477682762 |
120 | 19.6 | 19.0698794629695 | 0.530120537030464 |
121 | 18.6 | 18.5630683963499 | 0.0369316036501181 |
122 | 18.7 | 17.9557117937739 | 0.744288206226148 |
123 | 23.8 | 21.2851371996390 | 2.51486280036105 |
124 | 24.9 | 22.9616623525111 | 1.93833764748887 |
125 | 24.8 | 22.8460761131689 | 1.95392388683106 |
126 | 23.8 | 21.9831173036353 | 1.81688269636473 |
127 | 22.3 | 20.5175676509618 | 1.78243234903821 |
128 | 21.7 | 20.1799951823034 | 1.52000481769657 |
129 | 20.7 | 20.1840555616045 | 0.5159444383955 |
130 | 19.7 | 20.1004710035889 | -0.400471003588854 |
131 | 18.4 | 19.6420168891583 | -1.24201688915825 |
132 | 17.4 | 18.7696268280757 | -1.36962682807567 |
133 | 17 | 17.3971539935186 | -0.397153993518597 |
134 | 18 | 17.4556910585867 | 0.54430894141327 |
135 | 23.8 | 20.651937730923 | 3.148062269077 |
136 | 25.5 | 22.5282309840884 | 2.97176901591158 |
137 | 25.6 | 22.6124128450395 | 2.98758715496051 |
138 | 23.7 | 20.9503816343328 | 2.74961836566718 |
139 | 22 | 20.0175469157747 | 1.98245308422534 |
140 | 21.3 | 19.8797425474096 | 1.42025745259045 |
141 | 20.7 | 19.6174454596530 | 1.08255454034704 |
142 | 20.4 | 19.2009140678152 | 1.19908593218477 |
143 | 20.3 | 18.2763343860337 | 2.02366561396628 |
144 | 20.4 | 18.1364273593597 | 2.26357264064029 |
145 | 19.8 | 17.2966694589180 | 2.50333054108203 |
146 | 19.5 | 16.8224915898708 | 2.67750841012923 |
147 | 23.1 | 20.0853276289715 | 3.01467237102854 |
148 | 23.5 | 21.7618527818436 | 1.73814721815636 |
149 | 23.5 | 21.6462665425015 | 1.85373345749855 |
150 | 22.9 | 21.1162545667899 | 1.78374543321014 |
151 | 21.9 | 19.8504730144096 | 2.04952698559037 |
152 | 21.5 | 19.1133643451648 | 2.38663565483523 |
153 | 20.5 | 18.9176566241726 | 1.58234337582741 |
154 | 20.2 | 18.7008933326281 | 1.49910666737189 |
155 | 19.4 | 18.5087966852552 | 0.891203314744822 |
156 | 19.2 | 17.8361747244658 | 1.36382527553416 |
157 | 18.8 | 16.7966487237309 | 2.00335127626915 |
158 | 18.8 | 16.7885964220346 | 2.01140357796543 |
159 | 22.6 | 20.1180218278997 | 2.48197817210033 |
160 | 23.3 | 21.9943150810651 | 1.30568491893490 |
161 | 23 | 22.211675675545 | 0.788324324455007 |
162 | 21.4 | 21.2821274992469 | 0.117872500753095 |
163 | 19.9 | 19.8831672133378 | 0.0168327866621634 |
164 | 18.8 | 19.4124160111506 | -0.612416011150642 |
165 | 18.6 | 19.4830657572161 | -0.88306575721613 |
166 | 18.4 | 19.1997130989072 | -0.799713098907236 |
167 | 18.6 | 18.6080802509478 | -0.00808025094780086 |
168 | 19.9 | 18.2018157572161 | 1.69818424278387 |
169 | 19.2 | 17.6284153238321 | 1.57158467616794 |
170 | 18.4 | 17.4205949218425 | 0.979405078157473 |
171 | 21.1 | 20.6834309609432 | 0.416569039056788 |
172 | 20.5 | 22.5597242141086 | -2.05972421410864 |
173 | 19.1 | 22.3775486080020 | -3.27754860800204 |
174 | 18.1 | 20.7821067640598 | -2.68210676405978 |
175 | 17 | 19.1167890110930 | -2.11678901109305 |
176 | 17.1 | 18.5794484421414 | -1.47944844214144 |
177 | 17.4 | 18.1173832540916 | -0.717383254091597 |
178 | 16.8 | 17.8340305957827 | -1.03403059578270 |
179 | 15.3 | 16.7096828137079 | -1.40968281370793 |
180 | 14.3 | 16.5031864202695 | -2.20318642026951 |
181 | 13.4 | 14.9309454854192 | -1.53094548541919 |
182 | 15.3 | 14.2569995160787 | 1.04300048392125 |
183 | 22.1 | 17.453246188415 | 4.64675381158499 |
184 | 23.7 | 19.5958969086381 | 4.10410309136189 |
185 | 22.2 | 19.4803106692959 | 2.71968933070408 |
186 | 19.5 | 18.8837093268199 | 0.616290673180086 |
187 | 16.6 | 18.7499470094348 | -2.14994700943476 |
188 | 17.3 | 18.6787320078341 | -1.37873200783406 |
189 | 19.8 | 18.8825604874284 | 0.917439512571615 |
190 | 21.2 | 18.7989759294127 | 2.40102407058726 |
191 | 21.5 | 19.0730048493907 | 2.42699515060928 |
192 | 20.6 | 18.6001509888946 | 1.99984901110537 |
193 | 19.1 | 18.2931080225682 | 0.806891977431774 |
194 | 19.6 | 18.6180025546940 | 0.981997445305977 |
195 | 23.5 | 22.3469641611456 | 1.15303583885437 |
196 | 24 | 23.4907743799025 | 0.509225620097528 |
197 | 23.2 | 23.6415456076180 | -0.441545607617953 |
198 | 21.2 | 22.5122293310266 | -1.31222933102661 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 0.0101816170999821 | 0.0203632341999643 | 0.989818382900018 |
18 | 0.00240017885224929 | 0.00480035770449858 | 0.99759982114775 |
19 | 0.00131264369308852 | 0.00262528738617705 | 0.998687356306911 |
20 | 0.000420733276236991 | 0.000841466552473983 | 0.999579266723763 |
21 | 0.000245145844631938 | 0.000490291689263876 | 0.999754854155368 |
22 | 5.92230742353726e-05 | 0.000118446148470745 | 0.999940776925765 |
23 | 1.64705602185239e-05 | 3.29411204370477e-05 | 0.999983529439781 |
24 | 3.4719411030537e-06 | 6.9438822061074e-06 | 0.999996528058897 |
25 | 4.02305217604563e-06 | 8.04610435209127e-06 | 0.999995976947824 |
26 | 1.53257330229939e-06 | 3.06514660459877e-06 | 0.999998467426698 |
27 | 7.00591585502355e-07 | 1.40118317100471e-06 | 0.999999299408414 |
28 | 2.29943122331731e-07 | 4.59886244663463e-07 | 0.999999770056878 |
29 | 5.24477497173866e-08 | 1.04895499434773e-07 | 0.99999994755225 |
30 | 1.47777220672286e-08 | 2.95554441344571e-08 | 0.999999985222278 |
31 | 7.93178047473655e-09 | 1.58635609494731e-08 | 0.99999999206822 |
32 | 1.20050379674735e-08 | 2.4010075934947e-08 | 0.999999987994962 |
33 | 2.65432192329508e-08 | 5.30864384659015e-08 | 0.99999997345678 |
34 | 5.47983023405972e-08 | 1.09596604681194e-07 | 0.999999945201698 |
35 | 1.72475092304522e-07 | 3.44950184609044e-07 | 0.999999827524908 |
36 | 4.60782136813423e-07 | 9.21564273626846e-07 | 0.999999539217863 |
37 | 2.57196115330123e-07 | 5.14392230660245e-07 | 0.999999742803885 |
38 | 1.27500544711730e-07 | 2.55001089423461e-07 | 0.999999872499455 |
39 | 5.49498257536205e-08 | 1.09899651507241e-07 | 0.999999945050174 |
40 | 2.13070113418203e-08 | 4.26140226836405e-08 | 0.99999997869299 |
41 | 8.6639912829988e-09 | 1.73279825659976e-08 | 0.99999999133601 |
42 | 5.01732287961816e-09 | 1.00346457592363e-08 | 0.999999994982677 |
43 | 3.20777343517767e-09 | 6.41554687035534e-09 | 0.999999996792227 |
44 | 2.02498412762315e-09 | 4.04996825524631e-09 | 0.999999997975016 |
45 | 1.36594077379780e-09 | 2.73188154759560e-09 | 0.99999999863406 |
46 | 7.70150688366227e-10 | 1.54030137673245e-09 | 0.99999999922985 |
47 | 3.41102490599822e-10 | 6.82204981199645e-10 | 0.999999999658898 |
48 | 1.33160700305653e-10 | 2.66321400611306e-10 | 0.99999999986684 |
49 | 5.34529383145232e-11 | 1.06905876629046e-10 | 0.999999999946547 |
50 | 2.14001594518408e-11 | 4.28003189036816e-11 | 0.9999999999786 |
51 | 7.11342532418653e-12 | 1.42268506483731e-11 | 0.999999999992887 |
52 | 2.32887133180138e-12 | 4.65774266360277e-12 | 0.999999999997671 |
53 | 8.30493582900198e-13 | 1.66098716580040e-12 | 0.99999999999917 |
54 | 3.36536869513388e-13 | 6.73073739026776e-13 | 0.999999999999663 |
55 | 1.89335607659653e-13 | 3.78671215319306e-13 | 0.99999999999981 |
56 | 1.42294230791493e-13 | 2.84588461582985e-13 | 0.999999999999858 |
57 | 1.17774063461632e-13 | 2.35548126923263e-13 | 0.999999999999882 |
58 | 8.59259690454972e-14 | 1.71851938090994e-13 | 0.999999999999914 |
59 | 4.77491417858041e-14 | 9.54982835716081e-14 | 0.999999999999952 |
60 | 2.34371428712990e-14 | 4.68742857425979e-14 | 0.999999999999977 |
61 | 7.77682569133616e-15 | 1.55536513826723e-14 | 0.999999999999992 |
62 | 2.43980467646675e-15 | 4.8796093529335e-15 | 0.999999999999998 |
63 | 7.4785826070737e-16 | 1.49571652141474e-15 | 1 |
64 | 4.01912463670489e-16 | 8.03824927340979e-16 | 1 |
65 | 7.61952070363576e-16 | 1.52390414072715e-15 | 1 |
66 | 8.10432865278647e-16 | 1.62086573055729e-15 | 1 |
67 | 6.82786343422754e-16 | 1.36557268684551e-15 | 1 |
68 | 7.14386295070345e-16 | 1.42877259014069e-15 | 1 |
69 | 9.58853795205685e-16 | 1.91770759041137e-15 | 1 |
70 | 1.44083508575785e-15 | 2.8816701715157e-15 | 0.999999999999999 |
71 | 4.76346261092621e-15 | 9.52692522185241e-15 | 0.999999999999995 |
72 | 4.55806963103415e-14 | 9.1161392620683e-14 | 0.999999999999954 |
73 | 9.88698660804491e-13 | 1.97739732160898e-12 | 0.999999999999011 |
74 | 2.61023717513583e-12 | 5.22047435027167e-12 | 0.99999999999739 |
75 | 1.41816438450808e-12 | 2.83632876901615e-12 | 0.999999999998582 |
76 | 1.50349086239897e-12 | 3.00698172479795e-12 | 0.999999999998497 |
77 | 8.84450663052013e-11 | 1.76890132610403e-10 | 0.999999999911555 |
78 | 7.83426192979752e-08 | 1.56685238595950e-07 | 0.99999992165738 |
79 | 1.50258738858559e-05 | 3.00517477717118e-05 | 0.999984974126114 |
80 | 0.000208733890784696 | 0.000417467781569392 | 0.999791266109215 |
81 | 0.00578957677142124 | 0.0115791535428425 | 0.994210423228579 |
82 | 0.011261198137991 | 0.022522396275982 | 0.98873880186201 |
83 | 0.0132207272213390 | 0.0264414544426781 | 0.98677927277866 |
84 | 0.0142025791957568 | 0.0284051583915136 | 0.985797420804243 |
85 | 0.0119360596840920 | 0.0238721193681839 | 0.988063940315908 |
86 | 0.0096606601559263 | 0.0193213203118526 | 0.990339339844074 |
87 | 0.00796062933096726 | 0.0159212586619345 | 0.992039370669033 |
88 | 0.0112244429825112 | 0.0224488859650224 | 0.988775557017489 |
89 | 0.00988565997758169 | 0.0197713199551634 | 0.990114340022418 |
90 | 0.00753668118319626 | 0.0150733623663925 | 0.992463318816804 |
91 | 0.00688224259288905 | 0.0137644851857781 | 0.99311775740711 |
92 | 0.0107228958443551 | 0.0214457916887102 | 0.989277104155645 |
93 | 0.0194070266421658 | 0.0388140532843316 | 0.980592973357834 |
94 | 0.0364579879538288 | 0.0729159759076576 | 0.963542012046171 |
95 | 0.0485787157244135 | 0.097157431448827 | 0.951421284275586 |
96 | 0.0420896737338102 | 0.0841793474676203 | 0.95791032626619 |
97 | 0.0400551127959115 | 0.080110225591823 | 0.959944887204089 |
98 | 0.0383802199023204 | 0.0767604398046407 | 0.96161978009768 |
99 | 0.0547325979093413 | 0.109465195818683 | 0.945267402090659 |
100 | 0.0792329513376435 | 0.158465902675287 | 0.920767048662356 |
101 | 0.100526438709000 | 0.201052877418001 | 0.899473561291 |
102 | 0.0852519763022414 | 0.170503952604483 | 0.914748023697759 |
103 | 0.0713993124806544 | 0.142798624961309 | 0.928600687519346 |
104 | 0.0638094267630271 | 0.127618853526054 | 0.936190573236973 |
105 | 0.0648127435294442 | 0.129625487058888 | 0.935187256470556 |
106 | 0.0622422504048295 | 0.124484500809659 | 0.93775774959517 |
107 | 0.0599968421118935 | 0.119993684223787 | 0.940003157888107 |
108 | 0.0585335919498296 | 0.117067183899659 | 0.94146640805017 |
109 | 0.0609340867809154 | 0.121868173561831 | 0.939065913219085 |
110 | 0.086488086475438 | 0.172976172950876 | 0.913511913524562 |
111 | 0.147206433326283 | 0.294412866652566 | 0.852793566673717 |
112 | 0.275414936580448 | 0.550829873160896 | 0.724585063419552 |
113 | 0.48298744881992 | 0.96597489763984 | 0.51701255118008 |
114 | 0.651653889701962 | 0.696692220596076 | 0.348346110298038 |
115 | 0.73087753710981 | 0.538244925780379 | 0.269122462890190 |
116 | 0.745247881332074 | 0.509504237335851 | 0.254752118667926 |
117 | 0.75555278929581 | 0.48889442140838 | 0.24444721070419 |
118 | 0.794070065016717 | 0.411859869966566 | 0.205929934983283 |
119 | 0.82871775347164 | 0.34256449305672 | 0.17128224652836 |
120 | 0.8373903561045 | 0.325219287790999 | 0.162609643895500 |
121 | 0.839180473532472 | 0.321639052935056 | 0.160819526467528 |
122 | 0.867087556233177 | 0.265824887533645 | 0.132912443766823 |
123 | 0.927891947721136 | 0.144216104557728 | 0.0721080522788639 |
124 | 0.945298968368269 | 0.109402063263462 | 0.054701031631731 |
125 | 0.954147288569405 | 0.09170542286119 | 0.045852711430595 |
126 | 0.956436438064144 | 0.0871271238717125 | 0.0435635619358562 |
127 | 0.960169545091274 | 0.0796609098174518 | 0.0398304549087259 |
128 | 0.959971917150984 | 0.0800561656980317 | 0.0400280828490159 |
129 | 0.953897848311762 | 0.0922043033764759 | 0.0461021516882379 |
130 | 0.94924464082360 | 0.101510718352798 | 0.0507553591763992 |
131 | 0.954516175664842 | 0.0909676486703155 | 0.0454838243351578 |
132 | 0.967545247174114 | 0.0649095056517727 | 0.0324547528258864 |
133 | 0.974496849712164 | 0.0510063005756718 | 0.0255031502878359 |
134 | 0.97953185914753 | 0.0409362817049387 | 0.0204681408524693 |
135 | 0.986930031041858 | 0.0261399379162845 | 0.0130699689581422 |
136 | 0.989045572561325 | 0.0219088548773494 | 0.0109544274386747 |
137 | 0.990600805595086 | 0.0187983888098276 | 0.0093991944049138 |
138 | 0.99245572161863 | 0.0150885567627399 | 0.00754427838136996 |
139 | 0.992479986196602 | 0.0150400276067959 | 0.00752001380339797 |
140 | 0.990806896360321 | 0.0183862072793572 | 0.00919310363967858 |
141 | 0.988193947565912 | 0.0236121048681761 | 0.0118060524340880 |
142 | 0.985220158199867 | 0.0295596836002655 | 0.0147798418001327 |
143 | 0.983497605353819 | 0.0330047892923625 | 0.0165023946461813 |
144 | 0.981491594306835 | 0.0370168113863295 | 0.0185084056931648 |
145 | 0.979877278959148 | 0.0402454420817034 | 0.0201227210408517 |
146 | 0.978180866097897 | 0.0436382678042065 | 0.0218191339021033 |
147 | 0.976940781284035 | 0.0461184374319305 | 0.0230592187159652 |
148 | 0.971202167005955 | 0.0575956659880906 | 0.0287978329940453 |
149 | 0.965593974726128 | 0.0688120505477439 | 0.0344060252738720 |
150 | 0.963072150354516 | 0.0738556992909672 | 0.0369278496454836 |
151 | 0.970989091892816 | 0.0580218162143683 | 0.0290109081071841 |
152 | 0.979915207567003 | 0.0401695848659948 | 0.0200847924329974 |
153 | 0.977111042024583 | 0.0457779159508331 | 0.0228889579754166 |
154 | 0.971822835388568 | 0.0563543292228639 | 0.0281771646114320 |
155 | 0.962005678607164 | 0.0759886427856717 | 0.0379943213928358 |
156 | 0.951446625666649 | 0.097106748666703 | 0.0485533743333515 |
157 | 0.947200231104936 | 0.105599537790128 | 0.0527997688950639 |
158 | 0.937165816954422 | 0.125668366091155 | 0.0628341830455775 |
159 | 0.923077729113372 | 0.153844541773256 | 0.0769222708866279 |
160 | 0.902836746795006 | 0.194326506409988 | 0.0971632532049941 |
161 | 0.889896439855388 | 0.220207120289224 | 0.110103560144612 |
162 | 0.88458021441011 | 0.230839571179781 | 0.115419785589890 |
163 | 0.903637255356646 | 0.192725489286708 | 0.096362744643354 |
164 | 0.894907990144281 | 0.210184019711439 | 0.105092009855719 |
165 | 0.860616645311544 | 0.278766709376912 | 0.139383354688456 |
166 | 0.815599784221724 | 0.368800431556552 | 0.184400215778276 |
167 | 0.770829290352151 | 0.458341419295699 | 0.229170709647849 |
168 | 0.822428527466059 | 0.355142945067882 | 0.177571472533941 |
169 | 0.918457302931985 | 0.163085394136029 | 0.0815426970680146 |
170 | 0.945536669677832 | 0.108926660644335 | 0.0544633303221676 |
171 | 0.925743923481397 | 0.148512153037206 | 0.0742560765186029 |
172 | 0.88942239028083 | 0.22115521943834 | 0.11057760971917 |
173 | 0.84720622779106 | 0.305587544417880 | 0.152793772208940 |
174 | 0.795497669129934 | 0.409004661740132 | 0.204502330870066 |
175 | 0.814285734596483 | 0.371428530807035 | 0.185714265403517 |
176 | 0.888746513703469 | 0.222506972593062 | 0.111253486296531 |
177 | 0.914310034177293 | 0.171379931645413 | 0.0856899658227066 |
178 | 0.923984807458017 | 0.152030385083965 | 0.0760151925419827 |
179 | 0.859111307894824 | 0.281777384210352 | 0.140888692105176 |
180 | 0.755888251576 | 0.488223496847999 | 0.244111748423999 |
181 | 0.835546804818405 | 0.328906390363189 | 0.164453195181595 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 63 | 0.381818181818182 | NOK |
5% type I error level | 93 | 0.563636363636364 | NOK |
10% type I error level | 113 | 0.684848484848485 | NOK |