Multiple Linear Regression - Estimated Regression Equation |
Y[t-16](Werkloosheid)[t] = + 20.4506916267683 + 0.33438053645726`X(inflatie)`[t] -0.535679606488596M1[t] -1.33319411526275M2[t] -1.53065318387153M3[t] + 1.82490284421080M4[t] + 3.55101014747699M5[t] + 3.53597794026519M6[t] + 2.53280283921139M7[t] + 1.31178241128239M8[t] + 0.928128913108583M9[t] + 0.85906529328763M10[t] + 0.558692768290959M11[t] -0.0163465018261904t + 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) | 20.4506916267683 | 0.74398 | 27.4882 | 0 | 0 |
`X(inflatie)` | 0.33438053645726 | 0.200794 | 1.6653 | 0.097546 | 0.048773 |
M1 | -0.535679606488596 | 0.828463 | -0.6466 | 0.518696 | 0.259348 |
M2 | -1.33319411526275 | 0.828331 | -1.6095 | 0.109213 | 0.054607 |
M3 | -1.53065318387153 | 0.828601 | -1.8473 | 0.066304 | 0.033152 |
M4 | 1.82490284421080 | 0.828592 | 2.2024 | 0.028872 | 0.014436 |
M5 | 3.55101014747699 | 0.828843 | 4.2843 | 2.9e-05 | 1.5e-05 |
M6 | 3.53597794026519 | 0.82886 | 4.2661 | 3.2e-05 | 1.6e-05 |
M7 | 2.53280283921139 | 0.828352 | 3.0576 | 0.002562 | 0.001281 |
M8 | 1.31178241128239 | 0.840838 | 1.5601 | 0.120448 | 0.060224 |
M9 | 0.928128913108583 | 0.840813 | 1.1038 | 0.271093 | 0.135547 |
M10 | 0.85906529328763 | 0.840822 | 1.0217 | 0.308258 | 0.154129 |
M11 | 0.558692768290959 | 0.840677 | 0.6646 | 0.50715 | 0.253575 |
t | -0.0163465018261904 | 0.003002 | -5.445 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.633523045633445 |
R-squared | 0.401351449348675 |
Adjusted R-squared | 0.359284253897501 |
F-TEST (value) | 9.54072276613993 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 185 |
p-value | 4.88498130835069e-15 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.37769769598312 |
Sum Squared Residuals | 1045.88757169443 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 17.9 | 20.6008646450139 | -2.70086464501393 |
2 | 17.4 | 19.7870036344134 | -2.38700363441345 |
3 | 17.4 | 19.7403883322071 | -2.34038833220711 |
4 | 20.1 | 23.0795978584632 | -2.97959785846324 |
5 | 23.2 | 24.8227967135490 | -1.62279671354896 |
6 | 24.2 | 24.7245418972195 | -0.524541897219538 |
7 | 24.2 | 23.6715822406938 | 0.528417759306188 |
8 | 23.9 | 22.26702504271 | 1.63297495729001 |
9 | 23.8 | 21.9673392036472 | 1.83266079635283 |
10 | 23.8 | 21.7816149210629 | 2.01838507893714 |
11 | 23.3 | 21.4983339478857 | 1.80166605211428 |
12 | 22.4 | 20.9901707850600 | 1.40982921493998 |
13 | 21.5 | 20.5384588376824 | 0.961541162317594 |
14 | 20.5 | 19.7245978270821 | 0.775402172917934 |
15 | 19.9 | 19.5776683639386 | 0.322331636061447 |
16 | 22 | 22.8834398365490 | -0.883439836548961 |
17 | 24.9 | 24.4928864770518 | 0.40711352294822 |
18 | 25.7 | 24.3611936070766 | 1.33880639292338 |
19 | 25.3 | 23.4419861651338 | 1.85801383486620 |
20 | 24.4 | 22.4052475572530 | 1.99475244274703 |
21 | 23.8 | 21.8714953426701 | 1.92850465732994 |
22 | 23.5 | 21.7860852210229 | 1.71391477897708 |
23 | 23 | 21.4024900869086 | 1.59750991309139 |
24 | 22.2 | 20.8943269240829 | 1.30567307591709 |
25 | 21.4 | 20.2754247084767 | 1.12457529152332 |
26 | 20.3 | 19.4950017515221 | 0.804998248477943 |
27 | 19.5 | 19.2143200737956 | 0.285679926204362 |
28 | 21.7 | 22.6204057073432 | -0.920405707343226 |
29 | 24.7 | 24.3970426160747 | 0.302957383925329 |
30 | 25.3 | 24.4325400143281 | 0.867459985671862 |
31 | 24.9 | 23.4130184114481 | 1.48698158855185 |
32 | 24.1 | 22.0753373207558 | 2.02466267924422 |
33 | 23.4 | 21.6753373207558 | 1.72466267924422 |
34 | 23.1 | 21.4896130381715 | 1.61038696182854 |
35 | 22.4 | 21.1394559577029 | 1.26054404229713 |
36 | 21.3 | 20.4975405802943 | 0.802459419705729 |
37 | 20.3 | 19.9455144719795 | 0.354485528020516 |
38 | 19.3 | 19.0647773540877 | 0.23522264591231 |
39 | 18.7 | 18.8509717836527 | -0.150971783652723 |
40 | 21 | 22.1567432562631 | -1.15674325626313 |
41 | 24 | 23.7996279504117 | 0.200372049588326 |
42 | 24.8 | 23.6679350804365 | 1.13206491956349 |
43 | 24.2 | 22.5480993166193 | 1.65190068338065 |
44 | 23.3 | 21.3441704405099 | 1.95582955949012 |
45 | 22.7 | 20.9776084941556 | 1.72239150584439 |
46 | 22.3 | 20.8921983725085 | 1.40780162749154 |
47 | 21.8 | 20.6089173993313 | 1.19108260066867 |
48 | 21.2 | 20.1007542365056 | 1.09924576349437 |
49 | 20.5 | 19.5821661818366 | 0.91783381816343 |
50 | 19.7 | 18.7683051712362 | 0.931694828763772 |
51 | 19.2 | 18.6213757080927 | 0.578624291907287 |
52 | 21.2 | 22.0943374489317 | -0.894337448931752 |
53 | 23.9 | 23.8375363040175 | 0.0624636959825269 |
54 | 24.8 | 23.7392814876880 | 1.06071851231197 |
55 | 24.2 | 22.5860076702251 | 1.61399232977486 |
56 | 23 | 21.2483265795328 | 1.75167342046723 |
57 | 22.2 | 20.9486407404700 | 1.25135925953005 |
58 | 21.8 | 21.0972969943429 | 0.70270300565711 |
59 | 21.2 | 20.7471399138743 | 0.452860086125697 |
60 | 20.5 | 20.1721006437572 | 0.327899356242846 |
61 | 19.7 | 19.6200745354424 | 0.0799254645576322 |
62 | 19 | 18.7393374175506 | 0.260662582449427 |
63 | 18.4 | 18.3249035252413 | 0.0750964747587495 |
64 | 20.7 | 21.5972369442059 | -0.897236944205933 |
65 | 24.5 | 23.4073119065831 | 1.09268809341690 |
66 | 26 | 23.4428093048366 | 2.55719069516343 |
67 | 25.2 | 22.5236018628938 | 2.67639813710624 |
68 | 24.1 | 21.2193588258471 | 2.88064117415288 |
69 | 23.7 | 20.7859207722014 | 2.91407922779861 |
70 | 23.5 | 20.5667584359713 | 2.93324156402865 |
71 | 23.1 | 20.2834774627942 | 2.81652253720579 |
72 | 22.7 | 19.5746859780942 | 3.12531402190584 |
73 | 22.5 | 18.8889076551965 | 3.61109234480353 |
74 | 21.7 | 18.1753608055333 | 3.5246391944667 |
75 | 20.5 | 18.0284313423898 | 2.47156865761021 |
76 | 21.9 | 21.4679550295831 | 0.432044970416899 |
77 | 22.9 | 23.1777158310231 | -0.277715831023096 |
78 | 21.5 | 23.1128990683394 | -1.61289906833938 |
79 | 19 | 22.0933774654594 | -3.09337746545939 |
80 | 17 | 20.7891344284128 | -3.78913442841275 |
81 | 16.1 | 20.3222583211213 | -4.2222583211213 |
82 | 15.9 | 20.2034101458284 | -4.30341014582843 |
83 | 15.7 | 19.8532530653598 | -4.15325306535985 |
84 | 15.1 | 19.3116518488884 | -4.21165184888842 |
85 | 14.8 | 18.8599399015108 | -4.05993990151081 |
86 | 14.3 | 18.0460788909105 | -3.74607889091047 |
87 | 14.5 | 17.9325874814127 | -3.43258748141268 |
88 | 18.9 | 21.2049209003774 | -2.30492090037736 |
89 | 21.6 | 22.8143675408802 | -1.21436754088018 |
90 | 20.4 | 22.7495507781965 | -2.34955077819647 |
91 | 17.9 | 21.7300291753165 | -3.83002917531648 |
92 | 15.7 | 20.5595383528527 | -4.85953835285274 |
93 | 14.5 | 20.2932905674356 | -5.79329056743565 |
94 | 14 | 20.2413184994342 | -6.24131849943423 |
95 | 13.9 | 19.9914755799028 | -6.09147557990282 |
96 | 14.4 | 19.5836265780143 | -5.1836265780143 |
97 | 15.8 | 18.4297155040764 | -2.62971550407645 |
98 | 15.6 | 18.2177394590992 | -2.61773945909917 |
99 | 14.7 | 18.1376861032471 | -3.43768610324711 |
100 | 16.7 | 21.4100195222118 | -4.71001952221179 |
101 | 17.9 | 23.1532183772975 | -5.25321837729751 |
102 | 18.7 | 23.3224679901339 | -4.62246799013388 |
103 | 20.1 | 21.8682516898595 | -1.76825168985945 |
104 | 19.5 | 21.2327697257273 | -1.73276972572733 |
105 | 19.4 | 20.9999599939560 | -1.59995999395596 |
106 | 18.6 | 20.8142357113716 | -2.21423571137164 |
107 | 17.8 | 20.4975166845488 | -2.69751668454878 |
108 | 17.1 | 19.6884110389115 | -2.58841103891155 |
109 | 16.5 | 19.0360707696596 | -2.53607076965958 |
110 | 15.5 | 18.1553336517678 | -2.65533365176779 |
111 | 14.9 | 17.8412139203956 | -2.94121392039564 |
112 | 18.6 | 21.4144898221719 | -2.81448982217186 |
113 | 19.1 | 23.1911267309033 | -4.09112673090331 |
114 | 18.8 | 23.1263099682196 | -4.3263099682196 |
115 | 18.2 | 22.0399122580482 | -3.83991225804815 |
116 | 18 | 20.7022311673558 | -2.70223116735579 |
117 | 19 | 20.1016028454814 | -1.10160284548143 |
118 | 20.7 | 20.0161927238343 | 0.68380727616571 |
119 | 21.2 | 19.6660356433657 | 1.5339643566343 |
120 | 20.7 | 19.15787248054 | 1.54212751946000 |
121 | 19.6 | 18.8064746940996 | 0.793525305900429 |
122 | 18.6 | 17.9591756298535 | 0.640824370146496 |
123 | 18.7 | 17.7453700594185 | 0.954629940581462 |
124 | 23.8 | 20.7836371028631 | 3.01636289713686 |
125 | 24.9 | 22.4265217970117 | 2.47347820298832 |
126 | 24.8 | 22.1945147660993 | 2.60548523390066 |
127 | 23.8 | 21.2753073241565 | 2.52469267584347 |
128 | 22.3 | 20.1048165016928 | 2.19518349830721 |
129 | 21.7 | 19.6713784480471 | 2.02862155195294 |
130 | 20.7 | 19.6194063800456 | 1.08059361995435 |
131 | 19.7 | 19.2358112459313 | 0.464188754068666 |
132 | 18.4 | 18.7276480831056 | -0.327648083105637 |
133 | 17.4 | 18.1421839211451 | -0.742183921145127 |
134 | 17 | 17.4620751251277 | -0.462075125127686 |
135 | 18 | 17.2817076083384 | 0.718292391661556 |
136 | 23.8 | 20.5540410273031 | 3.24595897269687 |
137 | 25.5 | 22.0631735068688 | 3.43682649313124 |
138 | 25.6 | 22.2324231197051 | 3.36757688029486 |
139 | 23.7 | 21.1794634631794 | 2.52053653682058 |
140 | 22 | 20.0089726407157 | 1.99102735928432 |
141 | 21.3 | 19.6424106943614 | 1.65758930563859 |
142 | 20.7 | 19.4566864117771 | 1.24331358822291 |
143 | 20.4 | 19.2737195995371 | 1.12628040046287 |
144 | 20.3 | 18.6652422757743 | 1.63475772422574 |
145 | 20.4 | 18.0129020065223 | 2.38709799347771 |
146 | 19.8 | 17.1321648886305 | 2.6678351113695 |
147 | 19.5 | 16.8514832109041 | 2.64851678909592 |
148 | 23.1 | 20.4247591126803 | 2.67524088731971 |
149 | 23.5 | 22.3685862896404 | 1.13141371035963 |
150 | 23.5 | 22.2034553660195 | 1.29654463398052 |
151 | 22.9 | 21.2173718167852 | 1.68262818321478 |
152 | 21.9 | 19.9465668333843 | 1.95343316661570 |
153 | 21.5 | 19.4796907260929 | 2.02030927390715 |
154 | 20.5 | 19.6952230872572 | 0.804776912742759 |
155 | 20.2 | 19.2447518458515 | 0.955248154148524 |
156 | 19.4 | 18.5359603611514 | 0.864039638848575 |
157 | 19.2 | 18.0173723064824 | 1.18262769351764 |
158 | 18.8 | 17.3038254568192 | 1.49617454318080 |
159 | 18.8 | 17.2572101546129 | 1.54278984538714 |
160 | 22.6 | 20.4626674662861 | 2.13733253371391 |
161 | 23.3 | 22.1389902140804 | 1.16100978591964 |
162 | 23 | 22.2413637196253 | 0.75863628037472 |
163 | 21.4 | 21.2218421167453 | 0.17815788325471 |
164 | 19.9 | 20.0513512942816 | -0.151351294281552 |
165 | 18.8 | 19.6847893479273 | -0.884789347927276 |
166 | 18.6 | 19.3318747971143 | -0.731874797114326 |
167 | 18.4 | 19.0485938239372 | -0.64859382393719 |
168 | 18.6 | 18.6407448220487 | -0.0407448220486702 |
169 | 19.9 | 18.0887187137339 | 1.81128128626611 |
170 | 19.2 | 17.2748577031335 | 1.92514229686646 |
171 | 18.4 | 16.8604238108242 | 1.53957618917578 |
172 | 21.1 | 20.3333855516633 | 0.766614448336743 |
173 | 20.5 | 22.1100224603947 | -1.61002246039471 |
174 | 19.1 | 21.9783295904195 | -2.87832959041954 |
175 | 18.1 | 20.9253699338938 | -2.82536993389383 |
176 | 17 | 19.6545649504929 | -2.65456495049291 |
177 | 17.1 | 19.12081273591 | -2.02081273591001 |
178 | 17.4 | 18.9685265069714 | -1.56852650697141 |
179 | 16.8 | 18.7521216410857 | -1.95212164108573 |
180 | 15.3 | 18.2105204246143 | -2.91052042461430 |
181 | 14.3 | 17.5247421017166 | -3.22474210171661 |
182 | 13.4 | 16.744319144762 | -3.344319144762 |
183 | 15.3 | 16.5305135743270 | -1.23051357432703 |
184 | 22.1 | 19.8697231005832 | 2.23027689941684 |
185 | 23.7 | 21.4122936337945 | 2.28770636620547 |
186 | 22.2 | 21.3809149247565 | 0.819085075243454 |
187 | 19.5 | 20.3613933218766 | -0.861393321876556 |
188 | 16.6 | 19.0905883384756 | -2.49058833847564 |
189 | 17.3 | 18.7574644457671 | -1.45746444576709 |
190 | 19.8 | 18.9395587532858 | 0.860441246714244 |
191 | 21.2 | 18.8569061019830 | 2.34309389801702 |
192 | 21.5 | 18.3487429391573 | 3.15125706084272 |
193 | 20.6 | 17.9304690454254 | 2.66953095457460 |
194 | 19.1 | 17.1500460884708 | 1.94995391152922 |
195 | 19.6 | 17.2037449472016 | 2.39625505279838 |
196 | 23.5 | 20.4426403125206 | 3.05735968747942 |
197 | 24 | 22.4867816504178 | 1.51321834958217 |
198 | 23.2 | 22.6894693168999 | 0.51053068310007 |
199 | 21.2 | 21.7033857676657 | -0.503385767665666 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 0.00172638233780804 | 0.00345276467561608 | 0.998273617662192 |
18 | 0.000177202268954115 | 0.00035440453790823 | 0.999822797731046 |
19 | 0.000263001046230812 | 0.000526002092461623 | 0.99973699895377 |
20 | 0.00409415933582547 | 0.00818831867165095 | 0.995905840664175 |
21 | 0.0040449604723444 | 0.0080899209446888 | 0.995955039527656 |
22 | 0.0033486878752602 | 0.0066973757505204 | 0.99665131212474 |
23 | 0.00246106645423363 | 0.00492213290846726 | 0.997538933545766 |
24 | 0.00149237562436379 | 0.00298475124872758 | 0.998507624375636 |
25 | 0.000575082209734317 | 0.00115016441946863 | 0.999424917790266 |
26 | 0.000226439292177729 | 0.000452878584355459 | 0.999773560707822 |
27 | 0.000123586746554041 | 0.000247173493108083 | 0.999876413253446 |
28 | 6.06650174217469e-05 | 0.000121330034843494 | 0.999939334982578 |
29 | 2.66004156485742e-05 | 5.32008312971484e-05 | 0.999973399584351 |
30 | 1.25933904200152e-05 | 2.51867808400303e-05 | 0.99998740660958 |
31 | 6.41587155939983e-06 | 1.28317431187997e-05 | 0.99999358412844 |
32 | 4.10430271390915e-06 | 8.2086054278183e-06 | 0.999995895697286 |
33 | 3.22228936885381e-06 | 6.44457873770762e-06 | 0.999996777710631 |
34 | 2.7266149533532e-06 | 5.4532299067064e-06 | 0.999997273385047 |
35 | 2.43232542437360e-06 | 4.86465084874721e-06 | 0.999997567674576 |
36 | 2.26302359816411e-06 | 4.52604719632822e-06 | 0.999997736976402 |
37 | 9.8561596291392e-07 | 1.97123192582784e-06 | 0.999999014384037 |
38 | 4.06159834690681e-07 | 8.12319669381362e-07 | 0.999999593840165 |
39 | 1.58965508484463e-07 | 3.17931016968925e-07 | 0.999999841034491 |
40 | 5.91135426583134e-08 | 1.18227085316627e-07 | 0.999999940886457 |
41 | 2.06622876590254e-08 | 4.13245753180508e-08 | 0.999999979337712 |
42 | 7.25805906608255e-09 | 1.45161181321651e-08 | 0.99999999274194 |
43 | 2.61033368362292e-09 | 5.22066736724584e-09 | 0.999999997389666 |
44 | 1.02631550016121e-09 | 2.05263100032242e-09 | 0.999999998973685 |
45 | 4.22178604182528e-10 | 8.44357208365056e-10 | 0.999999999577821 |
46 | 2.01781127571169e-10 | 4.03562255142338e-10 | 0.999999999798219 |
47 | 9.5228173700619e-11 | 1.90456347401238e-10 | 0.999999999904772 |
48 | 3.75874817076069e-11 | 7.51749634152137e-11 | 0.999999999962413 |
49 | 1.27736244093229e-11 | 2.55472488186457e-11 | 0.999999999987226 |
50 | 4.35545532359595e-12 | 8.7109106471919e-12 | 0.999999999995645 |
51 | 1.40203811711126e-12 | 2.80407623422252e-12 | 0.999999999998598 |
52 | 4.77327792734723e-13 | 9.54655585469445e-13 | 0.999999999999523 |
53 | 2.17506231682002e-13 | 4.35012463364003e-13 | 0.999999999999783 |
54 | 9.0611085999132e-14 | 1.81222171998264e-13 | 0.99999999999991 |
55 | 3.877295331659e-14 | 7.754590663318e-14 | 0.999999999999961 |
56 | 2.08108809965456e-14 | 4.16217619930912e-14 | 0.999999999999979 |
57 | 1.91651623876248e-14 | 3.83303247752496e-14 | 0.99999999999998 |
58 | 5.37054316416054e-14 | 1.07410863283211e-13 | 0.999999999999946 |
59 | 8.81914480481615e-14 | 1.76382896096323e-13 | 0.999999999999912 |
60 | 8.0550176084731e-14 | 1.61100352169462e-13 | 0.99999999999992 |
61 | 3.35445149371346e-14 | 6.70890298742693e-14 | 0.999999999999966 |
62 | 1.21421257058347e-14 | 2.42842514116695e-14 | 0.999999999999988 |
63 | 3.98604807286284e-15 | 7.97209614572567e-15 | 0.999999999999996 |
64 | 1.24604021045749e-15 | 2.49208042091498e-15 | 0.999999999999999 |
65 | 6.09206056098118e-16 | 1.21841211219624e-15 | 1 |
66 | 7.53297295897828e-16 | 1.50659459179566e-15 | 1 |
67 | 6.25042510764723e-16 | 1.25008502152945e-15 | 1 |
68 | 5.53268393730046e-16 | 1.10653678746009e-15 | 1 |
69 | 5.93680913561476e-16 | 1.18736182712295e-15 | 1 |
70 | 7.77716897979083e-16 | 1.55543379595817e-15 | 1 |
71 | 1.11511878377538e-15 | 2.23023756755075e-15 | 0.999999999999999 |
72 | 3.63519419685879e-15 | 7.27038839371758e-15 | 0.999999999999996 |
73 | 1.10032414675832e-13 | 2.20064829351664e-13 | 0.99999999999989 |
74 | 1.63767257529564e-12 | 3.27534515059129e-12 | 0.999999999998362 |
75 | 3.97810271738389e-12 | 7.95620543476778e-12 | 0.999999999996022 |
76 | 2.1864303092142e-12 | 4.3728606184284e-12 | 0.999999999997814 |
77 | 2.66854059318134e-12 | 5.33708118636269e-12 | 0.999999999997331 |
78 | 1.44254653322483e-10 | 2.88509306644967e-10 | 0.999999999855745 |
79 | 1.21976379896193e-07 | 2.43952759792386e-07 | 0.99999987802362 |
80 | 3.3189887669225e-05 | 6.637977533845e-05 | 0.99996681011233 |
81 | 0.00111585805967739 | 0.00223171611935478 | 0.998884141940323 |
82 | 0.0086660095385789 | 0.0173320190771578 | 0.991333990461421 |
83 | 0.0273215171408299 | 0.0546430342816598 | 0.97267848285917 |
84 | 0.0591522645350944 | 0.118304529070189 | 0.940847735464906 |
85 | 0.0869778602185663 | 0.173955720437133 | 0.913022139781434 |
86 | 0.108586270890064 | 0.217172541780128 | 0.891413729109936 |
87 | 0.116487588667749 | 0.232975177335498 | 0.88351241133225 |
88 | 0.100562924776423 | 0.201125849552845 | 0.899437075223577 |
89 | 0.0828643830185658 | 0.165728766037132 | 0.917135616981434 |
90 | 0.0765311538320482 | 0.153062307664096 | 0.923468846167952 |
91 | 0.095126576812916 | 0.190253153625832 | 0.904873423187084 |
92 | 0.153743180304477 | 0.307486360608954 | 0.846256819695523 |
93 | 0.273025416648837 | 0.546050833297673 | 0.726974583351163 |
94 | 0.441296491042727 | 0.882592982085454 | 0.558703508957273 |
95 | 0.589914728690808 | 0.820170542618383 | 0.410085271309192 |
96 | 0.646359645857488 | 0.707280708285023 | 0.353640354142512 |
97 | 0.634948788370787 | 0.730102423258426 | 0.365051211629213 |
98 | 0.603239887830389 | 0.793520224339221 | 0.396760112169611 |
99 | 0.589329979631986 | 0.821340040736027 | 0.410670020368014 |
100 | 0.661191066192286 | 0.677617867615428 | 0.338808933807714 |
101 | 0.734439727441384 | 0.531120545117233 | 0.265560272558616 |
102 | 0.75435850873755 | 0.491282982524899 | 0.245641491262449 |
103 | 0.726623589006693 | 0.546752821986614 | 0.273376410993307 |
104 | 0.702319699928012 | 0.595360600143977 | 0.297680300071988 |
105 | 0.680661438246249 | 0.638677123507503 | 0.319338561753751 |
106 | 0.650100254895265 | 0.699799490209471 | 0.349899745104735 |
107 | 0.625038276859308 | 0.749923446281383 | 0.374961723140692 |
108 | 0.606404133016564 | 0.787191733966872 | 0.393595866983436 |
109 | 0.597695373427376 | 0.804609253145247 | 0.402304626572624 |
110 | 0.597657039010653 | 0.804685921978694 | 0.402342960989347 |
111 | 0.636132891060444 | 0.727734217879113 | 0.363867108939556 |
112 | 0.733097483644975 | 0.53380503271005 | 0.266902516355025 |
113 | 0.844294489749824 | 0.311411020500353 | 0.155705510250176 |
114 | 0.932626148972285 | 0.134747702055431 | 0.0673738510277154 |
115 | 0.972148107618428 | 0.0557037847631447 | 0.0278518923815724 |
116 | 0.98383325821652 | 0.0323334835669599 | 0.0161667417834800 |
117 | 0.98599189858035 | 0.0280162028392985 | 0.0140081014196493 |
118 | 0.986519240690658 | 0.0269615186186835 | 0.0134807593093417 |
119 | 0.988080370223132 | 0.0238392595537357 | 0.0119196297768678 |
120 | 0.98927663274832 | 0.0214467345033581 | 0.0107233672516791 |
121 | 0.991001176393234 | 0.0179976472135319 | 0.00899882360676593 |
122 | 0.992266857103095 | 0.01546628579381 | 0.007733142896905 |
123 | 0.994371073650483 | 0.0112578526990330 | 0.00562892634951649 |
124 | 0.996945658164867 | 0.00610868367026573 | 0.00305434183513286 |
125 | 0.997470410307963 | 0.00505917938407436 | 0.00252958969203718 |
126 | 0.997737355599616 | 0.00452528880076838 | 0.00226264440038419 |
127 | 0.997933533420465 | 0.00413293315907089 | 0.00206646657953545 |
128 | 0.997866461600047 | 0.00426707679990628 | 0.00213353839995314 |
129 | 0.997629740586448 | 0.00474051882710354 | 0.00237025941355177 |
130 | 0.996899595331485 | 0.00620080933703102 | 0.00310040466851551 |
131 | 0.99592271840358 | 0.0081545631928407 | 0.00407728159642035 |
132 | 0.995377915295446 | 0.00924416940910725 | 0.00462208470455362 |
133 | 0.995965189367618 | 0.00806962126476405 | 0.00403481063238203 |
134 | 0.996576124196883 | 0.00684775160623326 | 0.00342387580311663 |
135 | 0.996779700370019 | 0.00644059925996267 | 0.00322029962998133 |
136 | 0.997117882264806 | 0.00576423547038705 | 0.00288211773519353 |
137 | 0.997462580314598 | 0.00507483937080476 | 0.00253741968540238 |
138 | 0.997984283044928 | 0.00403143391014364 | 0.00201571695507182 |
139 | 0.998098536291716 | 0.00380292741656723 | 0.00190146370828361 |
140 | 0.9978813515751 | 0.0042372968497991 | 0.00211864842489955 |
141 | 0.997278515924784 | 0.00544296815043125 | 0.00272148407521562 |
142 | 0.996203404456606 | 0.00759319108678806 | 0.00379659554339403 |
143 | 0.994684184534785 | 0.0106316309304307 | 0.00531581546521535 |
144 | 0.99294027076934 | 0.0141194584613210 | 0.00705972923066052 |
145 | 0.991729441678239 | 0.016541116643523 | 0.0082705583217615 |
146 | 0.991385117564153 | 0.0172297648716937 | 0.00861488243584683 |
147 | 0.99050024342448 | 0.0189995131510416 | 0.00949975657552082 |
148 | 0.988337487145132 | 0.0233250257097350 | 0.0116625128548675 |
149 | 0.98424384105546 | 0.0315123178890811 | 0.0157561589445406 |
150 | 0.979889331444497 | 0.0402213371110062 | 0.0201106685555031 |
151 | 0.980187439278905 | 0.0396251214421896 | 0.0198125607210948 |
152 | 0.984676636047848 | 0.030646727904303 | 0.0153233639521515 |
153 | 0.988756442951253 | 0.0224871140974938 | 0.0112435570487469 |
154 | 0.984167987582458 | 0.0316640248350837 | 0.0158320124175419 |
155 | 0.97851474820175 | 0.0429705035965001 | 0.0214852517982500 |
156 | 0.971635271838964 | 0.0567294563220714 | 0.0283647281610357 |
157 | 0.963197429147171 | 0.073605141705657 | 0.0368025708528285 |
158 | 0.956294365035882 | 0.0874112699282359 | 0.0437056349641179 |
159 | 0.9433123260408 | 0.113375347918398 | 0.0566876739591991 |
160 | 0.92758388642174 | 0.144832227156518 | 0.072416113578259 |
161 | 0.908993251207684 | 0.182013497584632 | 0.091006748792316 |
162 | 0.898295819376203 | 0.203408361247594 | 0.101704180623797 |
163 | 0.89834987847424 | 0.203300243051519 | 0.101650121525760 |
164 | 0.897910139579681 | 0.204179720840638 | 0.102089860420319 |
165 | 0.872691648604786 | 0.254616702790427 | 0.127308351395214 |
166 | 0.834170721348926 | 0.331658557302149 | 0.165829278651074 |
167 | 0.78549717663832 | 0.429005646723361 | 0.214502823361680 |
168 | 0.736231178149105 | 0.527537643701789 | 0.263768821850895 |
169 | 0.78446742290139 | 0.43106515419722 | 0.21553257709861 |
170 | 0.90232830054724 | 0.195343398905519 | 0.0976716994527595 |
171 | 0.94732696521491 | 0.105346069570181 | 0.0526730347850907 |
172 | 0.933626825003527 | 0.132746349992947 | 0.0663731749964733 |
173 | 0.898900342503026 | 0.202199314993947 | 0.101099657496974 |
174 | 0.853340649854472 | 0.293318700291057 | 0.146659350145528 |
175 | 0.822051673136524 | 0.355896653726952 | 0.177948326863476 |
176 | 0.87289932669809 | 0.254201346603820 | 0.127100673301910 |
177 | 0.963810490150223 | 0.0723790196995548 | 0.0361895098497774 |
178 | 0.982779264262112 | 0.0344414714757751 | 0.0172207357378876 |
179 | 0.974043129166254 | 0.0519137416674927 | 0.0259568708337464 |
180 | 0.93993780165228 | 0.120124396695438 | 0.060062198347719 |
181 | 0.911602562420342 | 0.176794875159316 | 0.0883974375796578 |
182 | 0.889787414791118 | 0.220425170417763 | 0.110212585208882 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 84 | 0.506024096385542 | NOK |
5% type I error level | 107 | 0.644578313253012 | NOK |
10% type I error level | 114 | 0.686746987951807 | NOK |