Multiple Linear Regression - Estimated Regression Equation |
CPI-index[t] = + 122.575756668042 + 0.615100580555125Olieprijzen[t] + 6.13628265235774Gasprijzen[t] -1.31770040351924M1[t] + 0.837884430752857M2[t] + 0.847407444505444M3[t] + 1.17183068583073M4[t] + 0.505580626343562M5[t] + 0.134570531881393M6[t] + 0.0776411964183193M7[t] + 1.08783663402145M8[t] + 0.83309335570659M9[t] + 0.812192710285746M10[t] + 0.34441348435139M11[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) | 122.575756668042 | 4.296081 | 28.532 | 0 | 0 |
Olieprijzen | 0.615100580555125 | 0.084698 | 7.2623 | 0 | 0 |
Gasprijzen | 6.13628265235774 | 0.974229 | 6.2986 | 0 | 0 |
M1 | -1.31770040351924 | 5.392149 | -0.2444 | 0.807119 | 0.403559 |
M2 | 0.837884430752857 | 5.398755 | 0.1552 | 0.876775 | 0.438388 |
M3 | 0.847407444505444 | 5.405468 | 0.1568 | 0.875539 | 0.43777 |
M4 | 1.17183068583073 | 5.416617 | 0.2163 | 0.828879 | 0.41444 |
M5 | 0.505580626343562 | 5.414513 | 0.0934 | 0.925672 | 0.462836 |
M6 | 0.134570531881393 | 5.41882 | 0.0248 | 0.980205 | 0.490102 |
M7 | 0.0776411964183193 | 5.422481 | 0.0143 | 0.988586 | 0.494293 |
M8 | 1.08783663402145 | 5.446544 | 0.1997 | 0.841836 | 0.420918 |
M9 | 0.83309335570659 | 5.487215 | 0.1518 | 0.879434 | 0.439717 |
M10 | 0.812192710285746 | 5.471736 | 0.1484 | 0.882106 | 0.441053 |
M11 | 0.34441348435139 | 5.452823 | 0.0632 | 0.949682 | 0.474841 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.819157486410802 |
R-squared | 0.671018987542863 |
Adjusted R-squared | 0.655853196188456 |
F-TEST (value) | 44.2455637072886 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 282 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 18.864843422126 |
Sum Squared Residuals | 100358.813490255 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 109.6 | 149.353037024028 | -39.7530370240277 |
2 | 109.3 | 146.7849438627 | -37.4849438627004 |
3 | 108.8 | 144.433952962441 | -35.6339529624406 |
4 | 108.6 | 144.531672378152 | -35.9316723781521 |
5 | 108.9 | 144.568698221945 | -35.6686982219449 |
6 | 109.5 | 142.323250903641 | -32.8232509036408 |
7 | 109.5 | 140.821571361533 | -31.3215713615329 |
8 | 109.7 | 143.812832363119 | -34.1128323631194 |
9 | 110.2 | 143.4779787778 | -33.2779787778004 |
10 | 110.3 | 143.168717017178 | -32.8687170171783 |
11 | 110.4 | 143.143221283116 | -32.7432212831159 |
12 | 110.5 | 143.284884488935 | -32.784884488935 |
13 | 111.2 | 143.406813906979 | -32.2068139069786 |
14 | 111.6 | 144.947445392228 | -33.3474453922275 |
15 | 112.1 | 145.295273725285 | -33.1952737252854 |
16 | 112.7 | 145.607983881127 | -32.9079838811273 |
17 | 113.1 | 145.163758956768 | -32.0637589567678 |
18 | 113.5 | 145.180262228055 | -31.6802622280553 |
19 | 113.8 | 145.965873456421 | -32.1658734564209 |
20 | 114.4 | 146.158426816481 | -31.7584268164815 |
21 | 115 | 144.994365299669 | -29.9943652996686 |
22 | 115.3 | 145.237810672354 | -29.9378106723545 |
23 | 115.4 | 144.578319645725 | -29.1783196457245 |
24 | 115.4 | 143.630224203237 | -28.2302242032375 |
25 | 115.7 | 143.821843208054 | -28.1218432080535 |
26 | 116 | 145.03809093246 | -29.0380909324595 |
27 | 116.5 | 143.819474026549 | -27.3194740265489 |
28 | 117.1 | 144.489973139836 | -27.3899731398364 |
29 | 117.5 | 143.12353903924 | -25.6235390392399 |
30 | 118 | 142.266452254607 | -24.2664522546073 |
31 | 118.5 | 141.760057800743 | -23.2600578007431 |
32 | 119 | 143.150732209099 | -24.1507322090989 |
33 | 119.8 | 141.740924923128 | -21.9409249231278 |
34 | 120.2 | 142.166839228533 | -21.9668392285331 |
35 | 120.3 | 142.417549829593 | -22.1175498295928 |
36 | 120.5 | 144.248678390491 | -23.7486783904914 |
37 | 121.1 | 144.553371204318 | -23.4533712043183 |
38 | 121.6 | 145.555217114722 | -23.9552171147216 |
39 | 122.3 | 145.775641104246 | -23.4756411042462 |
40 | 123.1 | 146.280357523848 | -23.1803575238476 |
41 | 123.8 | 145.336576045451 | -21.536576045451 |
42 | 124.1 | 145.167960216444 | -21.0679602164442 |
43 | 124.4 | 144.944953724231 | -20.5449537242313 |
44 | 124.6 | 144.971577159074 | -20.371577159074 |
45 | 125 | 144.969908507978 | -19.9699085079783 |
46 | 125.6 | 145.446797638211 | -19.8467976382113 |
47 | 125.9 | 145.322296885132 | -19.4222968851323 |
48 | 126.1 | 147.336041610282 | -21.2360416102823 |
49 | 127.4 | 149.003165850771 | -21.603165850771 |
50 | 128 | 148.365637841731 | -20.3656378417308 |
51 | 128.7 | 145.476303061221 | -16.7763030612213 |
52 | 128.9 | 144.226952205517 | -15.326952205517 |
53 | 129.2 | 143.296503359455 | -14.096503359455 |
54 | 129.9 | 142.064205220684 | -12.1642052206837 |
55 | 130.4 | 143.145064727716 | -12.7450647277157 |
56 | 131.6 | 149.727776962084 | -18.1277769620844 |
57 | 132.7 | 153.593471415829 | -20.8934714158292 |
58 | 133.5 | 156.356031769684 | -22.8560317696844 |
59 | 133.8 | 154.710760267315 | -20.9107602673149 |
60 | 133.8 | 151.873717116396 | -18.0737171163959 |
61 | 134.6 | 148.80415791055 | -14.2041579105501 |
62 | 134.8 | 145.951678885384 | -11.1516788853837 |
63 | 135 | 144.806726817608 | -9.80672681760777 |
64 | 135.2 | 145.764556425373 | -10.5645564253729 |
65 | 135.6 | 145.221620945061 | -9.62162094506064 |
66 | 136 | 143.904092114203 | -7.90409211420325 |
67 | 136.2 | 144.0391690425 | -7.8391690424997 |
68 | 136.6 | 145.780009087176 | -9.180009087176 |
69 | 137.2 | 146.630091149349 | -9.4300911493494 |
70 | 137.4 | 148.844770291915 | -11.4447702919147 |
71 | 137.8 | 148.332903404618 | -10.5329034046179 |
72 | 137.9 | 146.842783293583 | -8.94278329358273 |
73 | 138.1 | 143.492927988256 | -5.39292798825635 |
74 | 138.6 | 142.838419277119 | -4.23841927711886 |
75 | 139.3 | 143.344848677334 | -4.04484867733366 |
76 | 139.5 | 144.904593464851 | -5.40459346485121 |
77 | 139.7 | 145.251934279493 | -5.55193427949259 |
78 | 140.2 | 146.417056089567 | -6.21705608956696 |
79 | 140.5 | 145.561526620106 | -5.06152662010575 |
80 | 140.9 | 148.080599771448 | -7.18059977144837 |
81 | 141.3 | 148.648913418822 | -7.3489134188219 |
82 | 141.8 | 151.33383368318 | -9.53383368318014 |
83 | 142 | 148.501598010407 | -6.50159801040694 |
84 | 141.9 | 147.216964026998 | -5.31696402699781 |
85 | 142.6 | 145.420074096773 | -2.82007409677333 |
86 | 143.1 | 146.570869230297 | -3.47086923029726 |
87 | 143.6 | 148.194573214143 | -4.59457321414339 |
88 | 144 | 148.844116373971 | -4.84411637397127 |
89 | 144.2 | 148.7296900586 | -4.52969005860051 |
90 | 144.4 | 146.602436934389 | -2.20243693438936 |
91 | 144.4 | 145.868749728784 | -1.46874972878372 |
92 | 144.8 | 147.259571368671 | -2.45957136867134 |
93 | 145.1 | 146.997940926891 | -1.89794092689128 |
94 | 145.7 | 146.947315873166 | -1.24731587316623 |
95 | 145.8 | 145.593644579701 | 0.206355420299463 |
96 | 145.8 | 144.693873794466 | 1.10612620553369 |
97 | 146.2 | 142.346043509317 | 3.85395649068294 |
98 | 146.7 | 144.041039065832 | 2.65896093416752 |
99 | 147.2 | 144.295866154147 | 2.90413384585256 |
100 | 147.4 | 145.567838752591 | 1.83216124740852 |
101 | 147.5 | 146.358051985233 | 1.14194801476745 |
102 | 148 | 145.479453039548 | 2.52054696045168 |
103 | 148.4 | 145.846795873136 | 2.55320412686365 |
104 | 149 | 146.198539226482 | 2.80146077351837 |
105 | 149.4 | 145.064938275633 | 4.33506172436739 |
106 | 149.5 | 144.719212174773 | 4.78078782522696 |
107 | 149.7 | 144.773532284651 | 4.92646771534913 |
108 | 149.7 | 144.667094016801 | 5.03290598319918 |
109 | 150.3 | 142.295248634557 | 8.00475136544294 |
110 | 150.9 | 143.917757205193 | 6.98224279480671 |
111 | 151.4 | 143.847464375006 | 7.55253562499435 |
112 | 151.9 | 145.315238538504 | 6.58476146149621 |
113 | 152.2 | 144.734660865699 | 7.46533913430145 |
114 | 152.5 | 143.754259501891 | 8.745740498109 |
115 | 152.5 | 142.087975118353 | 10.4120248816475 |
116 | 152.9 | 143.522589956539 | 9.37741004346133 |
117 | 153.2 | 143.949283238853 | 9.2507167611474 |
118 | 153.7 | 143.559027782035 | 10.1409722179652 |
119 | 153.6 | 143.865244666876 | 9.73475533312363 |
120 | 153.5 | 145.571880796345 | 7.92811920365542 |
121 | 154.4 | 145.432081645321 | 8.96791835467945 |
122 | 154.9 | 146.753485394549 | 8.14651460545137 |
123 | 155.7 | 148.509010667886 | 7.19098933211382 |
124 | 156.3 | 150.965918913823 | 5.33408108617742 |
125 | 156.6 | 148.436944715977 | 8.16305528402306 |
126 | 156.7 | 148.034148971763 | 8.66585102823653 |
127 | 157 | 149.56167619809 | 7.43832380191029 |
128 | 157.3 | 150.020489586172 | 7.27951041382775 |
129 | 157.8 | 149.504933846517 | 8.29506615348294 |
130 | 158.3 | 150.596040168114 | 7.70395983188642 |
131 | 158.6 | 152.84491154825 | 5.75508845174992 |
132 | 158.6 | 158.099025762134 | 0.500974237865636 |
133 | 159.1 | 157.57889487189 | 1.5211051281103 |
134 | 159.6 | 152.335915779879 | 7.26408422012137 |
135 | 160 | 147.305769234509 | 12.6942307654909 |
136 | 160.2 | 146.971740391577 | 13.2282596084235 |
137 | 160.1 | 148.160296686259 | 11.9397033137409 |
138 | 160.3 | 147.32063229832 | 12.9793677016805 |
139 | 160.5 | 147.01884058289 | 13.4811594171101 |
140 | 160.8 | 148.698317801043 | 12.1016821989574 |
141 | 161.2 | 149.885380098734 | 11.3146199012661 |
142 | 161.6 | 152.953282269888 | 8.64671773011237 |
143 | 161.5 | 153.256996218686 | 8.24300378131371 |
144 | 161.3 | 147.841274756993 | 13.4587252430066 |
145 | 161.6 | 143.569651970026 | 18.0303480299741 |
146 | 161.9 | 145.319270421132 | 16.5807295788684 |
147 | 162.2 | 145.364227154398 | 16.8357728456018 |
148 | 162.5 | 146.443751794487 | 16.0562482055131 |
149 | 162.8 | 144.770503561273 | 18.0294964387274 |
150 | 163 | 142.869807031143 | 20.1301929688567 |
151 | 163.2 | 144.194203834354 | 19.0057961656456 |
152 | 163.4 | 143.117032549432 | 20.2829674505676 |
153 | 163.6 | 143.085492258501 | 20.5145077414994 |
154 | 164 | 143.695789506541 | 20.3042104934594 |
155 | 164 | 142.820866045184 | 21.1791339548157 |
156 | 163.9 | 141.522899429441 | 22.3771005705594 |
157 | 164.3 | 140.30508743413 | 23.9949125658705 |
158 | 164.5 | 141.662219365935 | 22.8377806340646 |
159 | 165 | 142.884521144105 | 22.1154788558948 |
160 | 166.2 | 146.053915442762 | 20.146084557238 |
161 | 166.2 | 147.296652937439 | 18.903347062561 |
162 | 166.2 | 146.864574479517 | 19.3354255204829 |
163 | 166.7 | 148.516741368806 | 18.1832586311943 |
164 | 167.1 | 152.155003113695 | 14.9449968863052 |
165 | 167.9 | 154.125304390138 | 13.7746956098618 |
166 | 168.2 | 152.808013835065 | 15.3919861649346 |
167 | 168.3 | 154.742922174591 | 13.5570778254094 |
168 | 168.3 | 152.375154961812 | 15.9248450381876 |
169 | 168.8 | 153.980032986586 | 14.8199670134141 |
170 | 169.8 | 158.231196790636 | 11.5688032093642 |
171 | 171.2 | 158.100277291584 | 13.0997227084157 |
172 | 171.3 | 157.117742671494 | 14.182257328506 |
173 | 171.5 | 159.444382271735 | 12.0556177282645 |
174 | 172.4 | 165.416613272576 | 6.98338672742353 |
175 | 172.8 | 164.485210492002 | 8.31478950799843 |
176 | 172.8 | 165.779971743511 | 7.02002825648866 |
177 | 173.7 | 170.389021792001 | 3.31097820799946 |
178 | 174 | 171.858104148307 | 2.14189585169329 |
179 | 174.1 | 171.091575805475 | 3.00842419452481 |
180 | 174 | 175.475568083134 | -1.47556808313424 |
181 | 175.1 | 181.308330132229 | -6.20833013222904 |
182 | 175.8 | 172.79908516301 | 3.00091483699025 |
183 | 176.2 | 166.994059117673 | 9.20594088232729 |
184 | 176.9 | 168.39269990199 | 8.50730009800958 |
185 | 177.7 | 167.445859279959 | 10.2541407200411 |
186 | 178 | 162.943614475681 | 15.056385524319 |
187 | 177.5 | 159.460902088125 | 18.0390979118745 |
188 | 177.5 | 160.932717424209 | 16.5672825757912 |
189 | 178.3 | 157.503793405701 | 20.7962065942986 |
190 | 177.7 | 154.08359502279 | 23.6164049772103 |
191 | 177.4 | 155.925469399036 | 21.4745306009637 |
192 | 176.7 | 155.48864359607 | 21.2113564039303 |
193 | 177.1 | 148.722395338159 | 28.377604661841 |
194 | 177.8 | 149.596984136561 | 28.2030158634392 |
195 | 178.8 | 153.238659719224 | 25.5613402807764 |
196 | 179.8 | 157.891591550738 | 21.908408449262 |
197 | 179.8 | 157.754327990528 | 22.0456720094718 |
198 | 179.9 | 156.571090666669 | 23.3289093333306 |
199 | 180.1 | 157.160605866917 | 22.939394133083 |
200 | 180.7 | 158.062438904531 | 22.6375610954689 |
201 | 181 | 159.877492720516 | 21.1225072794836 |
202 | 181.3 | 161.009005915177 | 20.2909940848231 |
203 | 181.3 | 161.157325171986 | 20.1426748280145 |
204 | 180.9 | 164.996299074533 | 15.9037009254671 |
205 | 181.7 | 168.709352543759 | 12.9906474562407 |
206 | 183.1 | 176.440922294492 | 6.6590777055081 |
207 | 184.2 | 186.74371182736 | -2.5437118273599 |
208 | 183.8 | 168.50415416415 | 15.29584583585 |
209 | 183.5 | 169.641882865537 | 13.8581171344631 |
210 | 183.7 | 174.766600148999 | 8.93339985100076 |
211 | 183.9 | 172.740056590508 | 11.1599434094919 |
212 | 184.6 | 170.450139259705 | 14.1498607402954 |
213 | 185.2 | 168.987884833587 | 16.2121151664135 |
214 | 185 | 168.558842050556 | 16.441157949444 |
215 | 184.5 | 168.196513312508 | 16.3034866874924 |
216 | 184.3 | 171.547643746501 | 12.7523562534987 |
217 | 185.2 | 174.332189802153 | 10.8678101978467 |
218 | 186.2 | 175.549468147283 | 10.6505318527172 |
219 | 187.4 | 177.439726622215 | 9.96027337778531 |
220 | 188 | 177.218035430633 | 10.7819645693667 |
221 | 189.1 | 180.993515001878 | 8.10648499812187 |
222 | 189.7 | 181.815767315157 | 7.8842326848428 |
223 | 189.4 | 182.223108045749 | 7.17689195425086 |
224 | 189.5 | 185.153889610004 | 4.34611038999638 |
225 | 189.9 | 182.716160915382 | 7.18383908461848 |
226 | 190.9 | 189.480523112608 | 1.41947688739234 |
227 | 191 | 190.840410563042 | 0.1595894369578 |
228 | 190.3 | 185.996405459666 | 4.30359454033402 |
229 | 190.7 | 185.6598068414 | 5.04019315859994 |
230 | 191.8 | 188.191633650534 | 3.6083663494657 |
231 | 193.3 | 193.266346354359 | 0.0336536456414549 |
232 | 194.6 | 196.650993137674 | -2.05099313767395 |
233 | 194.4 | 192.083565800684 | 2.31643419931636 |
234 | 194.5 | 194.741206267064 | -0.241206267063657 |
235 | 195.4 | 200.118788714533 | -4.71878871453346 |
236 | 196.4 | 203.40209161962 | -7.0020916196195 |
237 | 198.8 | 218.673026840961 | -19.8730268409613 |
238 | 199.2 | 225.071911322546 | -25.8719113225456 |
239 | 197.6 | 219.480671442187 | -21.8806714421867 |
240 | 196.8 | 214.836328642231 | -18.0363286422306 |
241 | 198.3 | 210.692617330464 | -12.3926173304637 |
242 | 198.7 | 203.355826047058 | -4.65582604705808 |
243 | 199.8 | 201.440116962209 | -1.64011696220882 |
244 | 201.5 | 205.54829216314 | -4.04829216313976 |
245 | 202.5 | 204.8841033451 | -2.38410334509968 |
246 | 202.9 | 201.758064294414 | 1.141935705586 |
247 | 203.5 | 204.688462539002 | -1.18846253900175 |
248 | 203.9 | 208.783191078753 | -4.88319107875331 |
249 | 202.9 | 199.838139936454 | 3.0618600635462 |
250 | 201.8 | 190.84490126772 | 10.9550987322797 |
251 | 201.5 | 200.434769048911 | 1.06523095108905 |
252 | 201.8 | 202.168659369176 | -0.368659369176193 |
253 | 202.416 | 189.764000029022 | 12.6519999709779 |
254 | 203.499 | 201.603525550136 | 1.89547444986436 |
255 | 205.352 | 201.406122839479 | 3.94587716052149 |
256 | 206.686 | 201.514851901549 | 5.17114809845059 |
257 | 207.949 | 203.529377034023 | 4.41962296597668 |
258 | 208.352 | 204.845656540197 | 3.50634345980265 |
259 | 208.299 | 206.350968166348 | 1.94803183365192 |
260 | 207.917 | 203.517259388613 | 4.3997406113868 |
261 | 208.49 | 205.083835473405 | 3.40616452659503 |
262 | 208.936 | 211.631292920586 | -2.69529292058554 |
263 | 210.177 | 220.853638105834 | -10.6766381058339 |
264 | 210.036 | 221.130590720839 | -11.0945907208394 |
265 | 211.08 | 222.379741029615 | -11.2997410296145 |
266 | 211.693 | 229.398824727627 | -17.7058247276267 |
267 | 213.528 | 240.075745917985 | -26.547745917985 |
268 | 214.823 | 248.467605890083 | -33.644605890083 |
269 | 216.632 | 262.49821901743 | -45.8662190174296 |
270 | 218.815 | 271.270482743584 | -52.4554827435839 |
271 | 219.964 | 274.152081917787 | -54.1880819177873 |
272 | 219.086 | 246.603975356094 | -27.5179753560938 |
273 | 218.783 | 228.682790889187 | -9.899790889187 |
274 | 216.573 | 204.260359442624 | 12.3126405573762 |
275 | 212.425 | 187.318927022707 | 25.1060729772928 |
276 | 210.228 | 181.740972781484 | 28.4870272185162 |
277 | 211.143 | 178.51575713912 | 32.6272428608803 |
278 | 212.193 | 173.168947106074 | 39.024052893926 |
279 | 212.709 | 175.738057411131 | 36.9709425888687 |
280 | 213.24 | 175.334780676022 | 37.905219323978 |
281 | 213.856 | 180.560899715189 | 33.2951002848109 |
282 | 215.693 | 186.716106780417 | 28.9768932195832 |
283 | 215.351 | 183.159549604659 | 32.191450395341 |
284 | 215.834 | 186.634417078909 | 29.1995829210913 |
285 | 215.969 | 184.020926664965 | 31.9480733350353 |
286 | 216.177 | 192.05398288645 | 24.12301711355 |
287 | 216.33 | 193.22793328447 | 23.1020667155299 |
288 | 215.949 | 195.627391878451 | 20.3216081215492 |
289 | 216.687 | 200.979377572525 | 15.7076224274752 |
290 | 216.741 | 200.407596617431 | 16.3334033825695 |
291 | 217.631 | 200.123523617904 | 17.5074763820963 |
292 | 218.009 | 199.648643286107 | 18.3603567138931 |
293 | 218.178 | 193.229436020046 | 24.9485639799539 |
294 | 217.965 | 195.131206211467 | 22.8337937885328 |
295 | 218.011 | 196.352066536708 | 21.6589334632925 |
296 | 218.312 | 196.675410565536 | 21.636589434464 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 0.000121334667214397 | 0.000242669334428795 | 0.999878665332786 |
18 | 6.11535231032903e-06 | 1.22307046206581e-05 | 0.99999388464769 |
19 | 2.26243161092777e-07 | 4.52486322185555e-07 | 0.99999977375684 |
20 | 6.15699899108445e-08 | 1.23139979821689e-07 | 0.99999993843001 |
21 | 9.01090779002999e-09 | 1.802181558006e-08 | 0.999999990989092 |
22 | 1.53788341968794e-09 | 3.07576683937588e-09 | 0.999999998462117 |
23 | 4.67109717835074e-10 | 9.34219435670147e-10 | 0.99999999953289 |
24 | 4.73574626257483e-10 | 9.47149252514965e-10 | 0.999999999526425 |
25 | 6.04391335524807e-09 | 1.20878267104961e-08 | 0.999999993956087 |
26 | 3.2148923286294e-09 | 6.42978465725881e-09 | 0.999999996785108 |
27 | 1.18546342969989e-09 | 2.37092685939979e-09 | 0.999999998814537 |
28 | 3.14668144618381e-10 | 6.29336289236761e-10 | 0.999999999685332 |
29 | 1.04455825513663e-10 | 2.08911651027327e-10 | 0.999999999895544 |
30 | 4.23686322239077e-11 | 8.47372644478154e-11 | 0.999999999957631 |
31 | 2.53173470575339e-11 | 5.06346941150678e-11 | 0.999999999974683 |
32 | 2.66300947224537e-11 | 5.32601894449074e-11 | 0.99999999997337 |
33 | 1.63973996199576e-11 | 3.27947992399151e-11 | 0.999999999983603 |
34 | 2.87302983020984e-11 | 5.74605966041967e-11 | 0.99999999997127 |
35 | 4.31632274205615e-11 | 8.6326454841123e-11 | 0.999999999956837 |
36 | 1.3434207962602e-10 | 2.6868415925204e-10 | 0.999999999865658 |
37 | 2.30257785350737e-10 | 4.60515570701474e-10 | 0.999999999769742 |
38 | 2.45047163647878e-10 | 4.90094327295756e-10 | 0.999999999754953 |
39 | 2.60475928594582e-10 | 5.20951857189165e-10 | 0.999999999739524 |
40 | 2.11519124538129e-10 | 4.23038249076257e-10 | 0.99999999978848 |
41 | 3.04187880025793e-10 | 6.08375760051586e-10 | 0.999999999695812 |
42 | 5.01944745235818e-10 | 1.00388949047164e-09 | 0.999999999498055 |
43 | 6.90316596618782e-10 | 1.38063319323756e-09 | 0.999999999309683 |
44 | 8.04661445854114e-10 | 1.60932289170823e-09 | 0.999999999195339 |
45 | 7.23439395951921e-10 | 1.44687879190384e-09 | 0.99999999927656 |
46 | 6.15085937623151e-10 | 1.2301718752463e-09 | 0.999999999384914 |
47 | 5.46361921676766e-10 | 1.09272384335353e-09 | 0.999999999453638 |
48 | 7.51732515666643e-10 | 1.50346503133329e-09 | 0.999999999248267 |
49 | 2.31418025280116e-09 | 4.62836050560233e-09 | 0.99999999768582 |
50 | 2.29883250234979e-09 | 4.59766500469959e-09 | 0.999999997701168 |
51 | 2.05307991982116e-09 | 4.10615983964232e-09 | 0.99999999794692 |
52 | 2.98058496686282e-09 | 5.96116993372565e-09 | 0.999999997019415 |
53 | 4.61822163497041e-09 | 9.23644326994083e-09 | 0.999999995381778 |
54 | 8.45679176642896e-09 | 1.69135835328579e-08 | 0.999999991543208 |
55 | 1.02317351722103e-08 | 2.04634703444206e-08 | 0.999999989768265 |
56 | 6.37563110545804e-09 | 1.27512622109161e-08 | 0.999999993624369 |
57 | 4.20264304385492e-09 | 8.40528608770983e-09 | 0.999999995797357 |
58 | 2.90245525969589e-09 | 5.80491051939178e-09 | 0.999999997097545 |
59 | 2.34197369454002e-09 | 4.68394738908003e-09 | 0.999999997658026 |
60 | 3.19060268161403e-09 | 6.38120536322805e-09 | 0.999999996809397 |
61 | 5.72591662417378e-09 | 1.14518332483476e-08 | 0.999999994274083 |
62 | 9.04575651556779e-09 | 1.80915130311356e-08 | 0.999999990954244 |
63 | 1.22746777467633e-08 | 2.45493554935265e-08 | 0.999999987725322 |
64 | 1.81146468668515e-08 | 3.62292937337029e-08 | 0.999999981885353 |
65 | 2.67270849500552e-08 | 5.34541699001105e-08 | 0.999999973272915 |
66 | 3.34827120657333e-08 | 6.69654241314666e-08 | 0.999999966517288 |
67 | 2.7709480401074e-08 | 5.5418960802148e-08 | 0.99999997229052 |
68 | 3.63207073658471e-08 | 7.26414147316941e-08 | 0.999999963679293 |
69 | 1.12777928608542e-07 | 2.25555857217084e-07 | 0.999999887222071 |
70 | 5.15793887859578e-07 | 1.03158777571916e-06 | 0.999999484206112 |
71 | 1.7876713301686e-06 | 3.5753426603372e-06 | 0.99999821232867 |
72 | 8.95769963293323e-06 | 1.79153992658665e-05 | 0.999991042300367 |
73 | 1.97336075581674e-05 | 3.94672151163348e-05 | 0.999980266392442 |
74 | 1.7391516375481e-05 | 3.4783032750962e-05 | 0.999982608483625 |
75 | 1.92568155262157e-05 | 3.85136310524313e-05 | 0.999980743184474 |
76 | 2.5058531103342e-05 | 5.01170622066841e-05 | 0.999974941468897 |
77 | 4.05836770571265e-05 | 8.1167354114253e-05 | 0.999959416322943 |
78 | 6.62226823486876e-05 | 0.000132445364697375 | 0.999933777317651 |
79 | 9.96359943441446e-05 | 0.000199271988688289 | 0.999900364005656 |
80 | 0.000428943777800625 | 0.00085788755560125 | 0.9995710562222 |
81 | 0.00173094066660176 | 0.00346188133320353 | 0.998269059333398 |
82 | 0.0101762399694259 | 0.0203524799388519 | 0.989823760030574 |
83 | 0.0232607346721939 | 0.0465214693443878 | 0.976739265327806 |
84 | 0.0407586017134442 | 0.0815172034268884 | 0.959241398286556 |
85 | 0.0765567835427811 | 0.153113567085562 | 0.923443216457219 |
86 | 0.107640303599022 | 0.215280607198045 | 0.892359696400978 |
87 | 0.154569017567264 | 0.309138035134528 | 0.845430982432736 |
88 | 0.217141836289154 | 0.434283672578308 | 0.782858163710846 |
89 | 0.28907496278732 | 0.578149925574641 | 0.71092503721268 |
90 | 0.353475093156914 | 0.706950186313828 | 0.646524906843086 |
91 | 0.425857446090668 | 0.851714892181335 | 0.574142553909332 |
92 | 0.510040689546347 | 0.979918620907305 | 0.489959310453653 |
93 | 0.595967220850307 | 0.808065558299387 | 0.404032779149693 |
94 | 0.682064975826922 | 0.635870048346157 | 0.317935024173078 |
95 | 0.759390897926695 | 0.48121820414661 | 0.240609102073305 |
96 | 0.826731235439308 | 0.346537529121384 | 0.173268764560692 |
97 | 0.898307432927282 | 0.203385134145436 | 0.101692567072718 |
98 | 0.934820857485304 | 0.130358285029391 | 0.0651791425146956 |
99 | 0.956030849459321 | 0.0879383010813577 | 0.0439691505406788 |
100 | 0.969207087204136 | 0.0615858255917277 | 0.0307929127958639 |
101 | 0.976822279109532 | 0.046355441780937 | 0.0231777208904685 |
102 | 0.982532796493056 | 0.034934407013888 | 0.017467203506944 |
103 | 0.986432181911981 | 0.0271356361760375 | 0.0135678180880188 |
104 | 0.990518266471848 | 0.0189634670563046 | 0.00948173352815232 |
105 | 0.993950132400774 | 0.0120997351984526 | 0.0060498675992263 |
106 | 0.99672700308992 | 0.00654599382016166 | 0.00327299691008083 |
107 | 0.99812666317577 | 0.00374667364846132 | 0.00187333682423066 |
108 | 0.99891065797446 | 0.00217868405108037 | 0.00108934202554019 |
109 | 0.999543592066993 | 0.000912815866013197 | 0.000456407933006599 |
110 | 0.99978244155783 | 0.00043511688434052 | 0.00021755844217026 |
111 | 0.999888217653425 | 0.000223564693149884 | 0.000111782346574942 |
112 | 0.999940549791519 | 0.000118900416962845 | 5.94502084814227e-05 |
113 | 0.999968397984177 | 6.32040316451499e-05 | 3.1602015822575e-05 |
114 | 0.999982194511808 | 3.56109763832069e-05 | 1.78054881916034e-05 |
115 | 0.999990389061042 | 1.92218779162527e-05 | 9.61093895812635e-06 |
116 | 0.999994928515312 | 1.0142969376922e-05 | 5.07148468846102e-06 |
117 | 0.999997238689437 | 5.52262112570037e-06 | 2.76131056285019e-06 |
118 | 0.999998587293851 | 2.82541229766188e-06 | 1.41270614883094e-06 |
119 | 0.99999924421329 | 1.51157341779044e-06 | 7.55786708895219e-07 |
120 | 0.999999600381189 | 7.99237622596148e-07 | 3.99618811298074e-07 |
121 | 0.999999816747168 | 3.66505664495199e-07 | 1.83252832247599e-07 |
122 | 0.999999913629445 | 1.72741110389982e-07 | 8.63705551949909e-08 |
123 | 0.999999955772615 | 8.84547690769474e-08 | 4.42273845384737e-08 |
124 | 0.999999977151542 | 4.56969160029602e-08 | 2.28484580014801e-08 |
125 | 0.99999998770244 | 2.45951218037239e-08 | 1.22975609018619e-08 |
126 | 0.99999999237013 | 1.52597399994403e-08 | 7.62986999972013e-09 |
127 | 0.999999994590928 | 1.08181431521249e-08 | 5.40907157606247e-09 |
128 | 0.999999996379352 | 7.24129658222753e-09 | 3.62064829111376e-09 |
129 | 0.999999997839227 | 4.32154501955886e-09 | 2.16077250977943e-09 |
130 | 0.999999998813154 | 2.3736925796395e-09 | 1.18684628981975e-09 |
131 | 0.999999999192377 | 1.61524617881616e-09 | 8.07623089408079e-10 |
132 | 0.99999999945235 | 1.09529866393479e-09 | 5.47649331967393e-10 |
133 | 0.999999999615123 | 7.6975323211571e-10 | 3.84876616057855e-10 |
134 | 0.9999999997489 | 5.02200102727043e-10 | 2.51100051363522e-10 |
135 | 0.999999999878478 | 2.43043429901889e-10 | 1.21521714950944e-10 |
136 | 0.999999999942822 | 1.14356028628235e-10 | 5.71780143141177e-11 |
137 | 0.999999999968075 | 6.38497443157957e-11 | 3.19248721578978e-11 |
138 | 0.99999999997815 | 4.37005557679727e-11 | 2.18502778839864e-11 |
139 | 0.999999999985096 | 2.98076922442766e-11 | 1.49038461221383e-11 |
140 | 0.99999999998944 | 2.11217923366272e-11 | 1.05608961683136e-11 |
141 | 0.999999999991044 | 1.79125091206058e-11 | 8.95625456030292e-12 |
142 | 0.99999999999201 | 1.59807978991959e-11 | 7.99039894959795e-12 |
143 | 0.99999999999251 | 1.49782941127441e-11 | 7.48914705637205e-12 |
144 | 0.999999999996149 | 7.70255264337431e-12 | 3.85127632168716e-12 |
145 | 0.999999999998875 | 2.2500086845557e-12 | 1.12500434227785e-12 |
146 | 0.999999999999502 | 9.9519338539346e-13 | 4.9759669269673e-13 |
147 | 0.999999999999692 | 6.1563370616374e-13 | 3.0781685308187e-13 |
148 | 0.999999999999781 | 4.37786034649646e-13 | 2.18893017324823e-13 |
149 | 0.999999999999858 | 2.84020570952358e-13 | 1.42010285476179e-13 |
150 | 0.999999999999906 | 1.88215027933018e-13 | 9.41075139665088e-14 |
151 | 0.999999999999916 | 1.67272527105013e-13 | 8.36362635525063e-14 |
152 | 0.999999999999945 | 1.09235902635481e-13 | 5.46179513177406e-14 |
153 | 0.99999999999997 | 6.09469473764663e-14 | 3.04734736882331e-14 |
154 | 0.999999999999982 | 3.5537920760049e-14 | 1.77689603800245e-14 |
155 | 0.99999999999999 | 2.11659620337437e-14 | 1.05829810168718e-14 |
156 | 0.999999999999994 | 1.13587301536359e-14 | 5.67936507681797e-15 |
157 | 0.999999999999998 | 4.91458222906327e-15 | 2.45729111453163e-15 |
158 | 0.999999999999999 | 2.81266648341997e-15 | 1.40633324170998e-15 |
159 | 1 | 1.56005965400303e-15 | 7.80029827001517e-16 |
160 | 1 | 1.02109032026605e-15 | 5.10545160133023e-16 |
161 | 1 | 8.62914999107261e-16 | 4.31457499553631e-16 |
162 | 1 | 7.93090381494369e-16 | 3.96545190747184e-16 |
163 | 1 | 7.06741616276618e-16 | 3.53370808138309e-16 |
164 | 1 | 7.97446587476268e-16 | 3.98723293738134e-16 |
165 | 1 | 8.15813464024339e-16 | 4.07906732012169e-16 |
166 | 1 | 7.12532135770574e-16 | 3.56266067885287e-16 |
167 | 1 | 4.58613643304081e-16 | 2.29306821652041e-16 |
168 | 1 | 1.07803518247797e-16 | 5.39017591238987e-17 |
169 | 1 | 3.19199312604588e-17 | 1.59599656302294e-17 |
170 | 1 | 9.52183825368888e-18 | 4.76091912684444e-18 |
171 | 1 | 3.50068061134096e-18 | 1.75034030567048e-18 |
172 | 1 | 2.54752442977868e-18 | 1.27376221488934e-18 |
173 | 1 | 1.3290552884696e-18 | 6.64527644234798e-19 |
174 | 1 | 6.7012518673623e-19 | 3.35062593368115e-19 |
175 | 1 | 5.21502963888725e-19 | 2.60751481944362e-19 |
176 | 1 | 4.2539190652334e-19 | 2.1269595326167e-19 |
177 | 1 | 2.67715080454137e-19 | 1.33857540227068e-19 |
178 | 1 | 1.69413893805288e-19 | 8.4706946902644e-20 |
179 | 1 | 7.78432273880118e-20 | 3.89216136940059e-20 |
180 | 1 | 4.54350412352636e-20 | 2.27175206176318e-20 |
181 | 1 | 3.24567238760648e-20 | 1.62283619380324e-20 |
182 | 1 | 3.98421498425467e-20 | 1.99210749212733e-20 |
183 | 1 | 5.81409641114688e-20 | 2.90704820557344e-20 |
184 | 1 | 1.02763338497592e-19 | 5.13816692487962e-20 |
185 | 1 | 1.7021867937307e-19 | 8.51093396865349e-20 |
186 | 1 | 2.81363708407101e-19 | 1.4068185420355e-19 |
187 | 1 | 3.99999597686777e-19 | 1.99999798843389e-19 |
188 | 1 | 5.81334532608309e-19 | 2.90667266304155e-19 |
189 | 1 | 7.12209759236065e-19 | 3.56104879618032e-19 |
190 | 1 | 7.84997177168333e-19 | 3.92498588584167e-19 |
191 | 1 | 1.21300037365917e-18 | 6.06500186829587e-19 |
192 | 1 | 1.44561681548317e-18 | 7.22808407741587e-19 |
193 | 1 | 7.66358742600519e-19 | 3.8317937130026e-19 |
194 | 1 | 3.09952457547813e-19 | 1.54976228773907e-19 |
195 | 1 | 1.36604601310263e-19 | 6.83023006551317e-20 |
196 | 1 | 1.16830239070662e-19 | 5.8415119535331e-20 |
197 | 1 | 7.87923770242868e-20 | 3.93961885121434e-20 |
198 | 1 | 7.40596750606293e-20 | 3.70298375303146e-20 |
199 | 1 | 6.05058885648205e-20 | 3.02529442824103e-20 |
200 | 1 | 4.85537606452872e-20 | 2.42768803226436e-20 |
201 | 1 | 3.65859191863075e-20 | 1.82929595931538e-20 |
202 | 1 | 2.96684964380307e-20 | 1.48342482190154e-20 |
203 | 1 | 2.93836462885567e-20 | 1.46918231442783e-20 |
204 | 1 | 1.52576641719686e-20 | 7.6288320859843e-21 |
205 | 1 | 9.53583631845573e-21 | 4.76791815922786e-21 |
206 | 1 | 7.77275299198073e-21 | 3.88637649599037e-21 |
207 | 1 | 1.14586991790872e-20 | 5.72934958954358e-21 |
208 | 1 | 2.35813262400894e-20 | 1.17906631200447e-20 |
209 | 1 | 4.76838826547734e-20 | 2.38419413273867e-20 |
210 | 1 | 1.11360104009742e-19 | 5.56800520048708e-20 |
211 | 1 | 2.44790003950911e-19 | 1.22395001975456e-19 |
212 | 1 | 5.13292122197986e-19 | 2.56646061098993e-19 |
213 | 1 | 1.32990889423767e-18 | 6.64954447118834e-19 |
214 | 1 | 2.21557939027433e-18 | 1.10778969513717e-18 |
215 | 1 | 2.09260953693532e-18 | 1.04630476846766e-18 |
216 | 1 | 1.49284695219015e-18 | 7.46423476095077e-19 |
217 | 1 | 1.59975781735507e-18 | 7.99878908677534e-19 |
218 | 1 | 1.57813317739171e-18 | 7.89066588695855e-19 |
219 | 1 | 2.26290679977162e-18 | 1.13145339988581e-18 |
220 | 1 | 3.56344106435095e-18 | 1.78172053217547e-18 |
221 | 1 | 5.15724859430157e-18 | 2.57862429715078e-18 |
222 | 1 | 1.27654619392839e-17 | 6.38273096964195e-18 |
223 | 1 | 2.29327168217114e-17 | 1.14663584108557e-17 |
224 | 1 | 3.4615782037683e-17 | 1.73078910188415e-17 |
225 | 1 | 3.41923970509411e-17 | 1.70961985254706e-17 |
226 | 1 | 1.51187260410148e-17 | 7.5593630205074e-18 |
227 | 1 | 1.59298043858652e-17 | 7.96490219293258e-18 |
228 | 1 | 1.36253794984969e-17 | 6.81268974924843e-18 |
229 | 1 | 7.22878316120394e-18 | 3.61439158060197e-18 |
230 | 1 | 3.39986022110747e-18 | 1.69993011055374e-18 |
231 | 1 | 2.01654219043453e-18 | 1.00827109521726e-18 |
232 | 1 | 3.53447677387071e-18 | 1.76723838693536e-18 |
233 | 1 | 4.76818632286266e-18 | 2.38409316143133e-18 |
234 | 1 | 3.15031280353524e-18 | 1.57515640176762e-18 |
235 | 1 | 2.87850750344548e-18 | 1.43925375172274e-18 |
236 | 1 | 1.98924704041966e-18 | 9.9462352020983e-19 |
237 | 1 | 4.45648134753312e-18 | 2.22824067376656e-18 |
238 | 1 | 2.8751288185087e-18 | 1.43756440925435e-18 |
239 | 1 | 3.62922713567772e-18 | 1.81461356783886e-18 |
240 | 1 | 1.18343723837645e-17 | 5.91718619188225e-18 |
241 | 1 | 2.9886023423884e-17 | 1.4943011711942e-17 |
242 | 1 | 3.83454651464591e-17 | 1.91727325732295e-17 |
243 | 1 | 5.41841244684113e-17 | 2.70920622342057e-17 |
244 | 1 | 7.39885935236507e-17 | 3.69942967618254e-17 |
245 | 1 | 6.12849505796688e-17 | 3.06424752898344e-17 |
246 | 1 | 3.29841562896213e-17 | 1.64920781448106e-17 |
247 | 1 | 1.22707472515071e-17 | 6.13537362575353e-18 |
248 | 1 | 2.62514828826502e-17 | 1.31257414413251e-17 |
249 | 1 | 9.50665760000993e-17 | 4.75332880000497e-17 |
250 | 1 | 1.28967341057909e-16 | 6.44836705289546e-17 |
251 | 1 | 4.94773832927659e-16 | 2.4738691646383e-16 |
252 | 1 | 8.26264877337383e-16 | 4.13132438668692e-16 |
253 | 1 | 8.21090584251995e-16 | 4.10545292125998e-16 |
254 | 1 | 1.70380250492523e-15 | 8.51901252462613e-16 |
255 | 0.999999999999997 | 6.04725530179761e-15 | 3.02362765089881e-15 |
256 | 0.99999999999999 | 1.99966890460718e-14 | 9.99834452303592e-15 |
257 | 0.999999999999958 | 8.37901163804354e-14 | 4.18950581902177e-14 |
258 | 0.999999999999875 | 2.49058895701944e-13 | 1.24529447850972e-13 |
259 | 0.999999999999894 | 2.12419904380108e-13 | 1.06209952190054e-13 |
260 | 0.999999999999932 | 1.3644650397339e-13 | 6.8223251986695e-14 |
261 | 0.999999999999971 | 5.7581205190342e-14 | 2.8790602595171e-14 |
262 | 0.999999999999991 | 1.72971838411105e-14 | 8.64859192055526e-15 |
263 | 0.99999999999999 | 2.06597789617793e-14 | 1.03298894808897e-14 |
264 | 0.999999999999992 | 1.67281708497547e-14 | 8.36408542487736e-15 |
265 | 0.999999999999995 | 9.25145916146308e-15 | 4.62572958073154e-15 |
266 | 0.999999999999998 | 3.07869484005717e-15 | 1.53934742002859e-15 |
267 | 0.999999999999997 | 5.00813112105858e-15 | 2.50406556052929e-15 |
268 | 0.999999999999991 | 1.70241174327867e-14 | 8.51205871639337e-15 |
269 | 0.999999999999978 | 4.35155500560174e-14 | 2.17577750280087e-14 |
270 | 0.99999999999986 | 2.79140901810669e-13 | 1.39570450905334e-13 |
271 | 0.999999999998392 | 3.2154159419062e-12 | 1.6077079709531e-12 |
272 | 0.999999999994556 | 1.08883369155283e-11 | 5.44416845776416e-12 |
273 | 0.999999999979892 | 4.02153451532914e-11 | 2.01076725766457e-11 |
274 | 0.999999999589119 | 8.21762964204123e-10 | 4.10881482102062e-10 |
275 | 0.999999995221806 | 9.55638701740469e-09 | 4.77819350870234e-09 |
276 | 0.999999985063295 | 2.98734102769454e-08 | 1.49367051384727e-08 |
277 | 0.999999856697655 | 2.86604689802579e-07 | 1.4330234490129e-07 |
278 | 0.999997646433972 | 4.70713205686546e-06 | 2.35356602843273e-06 |
279 | 0.999929537824033 | 0.000140924351934505 | 7.04621759672526e-05 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 239 | 0.908745247148289 | NOK |
5% type I error level | 246 | 0.935361216730038 | NOK |
10% type I error level | 249 | 0.946768060836502 | NOK |