Multiple Linear Regression - Estimated Regression Equation |
Tijd[t] = + 0.0496851142277171 -2.6411583586197e-08QBEFRU[t] -0.00554889904037299PBEFRU[t] -0.0181255447103948PSOCOLA[t] + 0.0162608122186263PSOORA[t] -0.00513429676003876PSTIM[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) | 0.0496851142277171 | 0.025887 | 1.9193 | 0.057069 | 0.028534 |
QBEFRU | -2.6411583586197e-08 | 0 | -4.8512 | 3e-06 | 2e-06 |
PBEFRU | -0.00554889904037299 | 0.003346 | -1.6584 | 0.099583 | 0.049792 |
PSOCOLA | -0.0181255447103948 | 0.01277 | -1.4194 | 0.158107 | 0.079053 |
PSOORA | 0.0162608122186263 | 0.011898 | 1.3667 | 0.174023 | 0.087011 |
PSTIM | -0.00513429676003876 | 0.003246 | -1.5815 | 0.11611 | 0.058055 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.408675886319258 |
R-squared | 0.167015980058831 |
Adjusted R-squared | 0.135934486777445 |
F-TEST (value) | 5.37348635558797 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 134 |
p-value | 0.000155287617872535 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.00237224861758171 |
Sum Squared Residuals | 0.000754093509484857 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 0.000749250749250749 | 0.000949952803324658 | -0.000200702054073908 |
2 | 0.00133200133200133 | 0.00220251579053839 | -0.00087051445853706 |
3 | 0.00191475191475191 | 0.00177916831560982 | 0.000135583599142091 |
4 | 0.0024975024975025 | 0.00152334957365281 | 0.000974152923849689 |
5 | 0.0004995004995005 | 0.00159508074644131 | -0.00109558024694081 |
6 | 0.000999000999000999 | 0.000878604113614429 | 0.00012039688538657 |
7 | 0.0014985014985015 | 0.000365910139809613 | 0.00113259135869189 |
8 | 0.001998001998002 | 0.0010352427387337 | 0.000962759259268303 |
9 | 0.00024975024975025 | -0.000124337719025983 | 0.000374087968776233 |
10 | 0.000686813186813187 | -0.0013306006767638 | 0.00201741386357699 |
11 | 0.00112387612387612 | 0.000405475709362875 | 0.000718400414513249 |
12 | 0.00156093906093906 | 0.000664416383970084 | 0.000896522676968977 |
13 | 5.55000555000555e-05 | 0.00156693978019104 | -0.00151143972469099 |
14 | 0.000444000444000444 | 0.00161675536638965 | -0.00117275492238921 |
15 | 0.000832500832500833 | 0.00197972726599805 | -0.00114722643349722 |
16 | 0.00122100122100122 | 0.00107997313659292 | 0.000141028084408306 |
17 | 0.00160950160950161 | 0.00215401594304118 | -0.000544514333539572 |
18 | 0.0002997002997003 | 0.00176081988905802 | -0.00146111958935772 |
19 | 0.000649350649350649 | 0.00174456195806312 | -0.00109521130871247 |
20 | 0.000999000999000999 | 0.00232831848839322 | -0.00132931748939222 |
21 | 0.00134865134865135 | 0.00246440663414304 | -0.00111575528549169 |
22 | 0.000136227408954682 | 0.0028347861426819 | -0.00269855873372722 |
23 | 0.000454091363182272 | 0.00245750562816387 | -0.00200341426498159 |
24 | 0.000771955317409863 | 0.00241880311791551 | -0.00164684780050565 |
25 | 0.00108981927163745 | 0.00173415217628449 | -0.000644332904647034 |
26 | 4.16250416250416e-05 | 0.00189097805946238 | -0.00184935301783734 |
27 | 0.000333000333000333 | 0.00198252355782782 | -0.00164952322482749 |
28 | 0.000624375624375624 | 0.00214308136190739 | -0.00151870573753176 |
29 | 0.000915750915750916 | 0.0012314421126903 | -0.000315691196939383 |
30 | 0.00120712620712621 | 0.00185558452031069 | -0.000648458313184487 |
31 | 0.00249625561657514 | 0.00251124272172703 | -1.49871051518905e-05 |
32 | 0.00599101347978033 | 0.00366827373456398 | 0.00232273974521635 |
33 | 0.00948577134298552 | 0.00361835643740576 | 0.00586741490557977 |
34 | 0.0129805292061907 | 0.00313235443214678 | 0.00984817477404394 |
35 | 0.000499251123315027 | 0.00251600894602156 | -0.00201675782270653 |
36 | 0.00224663005491762 | 0.00313453481134189 | -0.000887904756424271 |
37 | 0.00399400898652022 | 0.00326273376712945 | 0.000731275219390769 |
38 | 0.00574138791812282 | 0.00370358913724778 | 0.00203779878087504 |
39 | 0.000332834082210018 | 0.00238194205713213 | -0.00204910797492211 |
40 | 0.00149775336994508 | 0.0018649998758744 | -0.000367246505929313 |
41 | 0.00266267265768015 | 0.00170902340369884 | 0.000953649253981311 |
42 | 0.00382759194541521 | 0.0018539281935246 | 0.00197366375189061 |
43 | 0.00499251123315027 | 0.00222839371171639 | 0.00276411752143389 |
44 | 0.000748876684972541 | 0.00102460491365157 | -0.000275728228679028 |
45 | 0.00162256615077384 | 0.000900096608079374 | 0.000722469542694465 |
46 | 0.00249625561657514 | 0.00156869324504528 | 0.000927562371529855 |
47 | 0.00336994508237644 | 0.0020607001743245 | 0.00130924490805193 |
48 | 0.000399400898652022 | 0.000775522805451037 | -0.000376121906799015 |
49 | 0.00109835247129306 | 0.00122115530665077 | -0.000122802835357707 |
50 | 0.0017973040439341 | 0.00164757944865371 | 0.000149724595280385 |
51 | 0.00249625561657514 | 0.00144690123993123 | 0.0010493543766439 |
52 | 8.32085205525046e-05 | 0.00169351870396315 | -0.00161031018341065 |
53 | 0.000665668164420037 | 0.00179293090477656 | -0.00112726274035652 |
54 | 0.00124812780828757 | 0.000797605195482414 | 0.000450522612805155 |
55 | 0.0018305874521551 | 0.00122647130290658 | 0.000604116149248523 |
56 | 0.00241304709602263 | 0.00117640528091167 | 0.00123664181511097 |
57 | 0.000427929534270024 | 0.00131078931881611 | -0.00088285978454609 |
58 | 0.000927180657585051 | 0.00177127197983462 | -0.000844091322249573 |
59 | 0.00142643178090008 | 0.00138617732183116 | 4.02544590689214e-05 |
60 | 0.00192568290421511 | 0.000548025182211503 | 0.0013776577220036 |
61 | 0.000187219171243135 | -0.000801604536293314 | 0.000988823707536449 |
62 | 0.000624063904143784 | -0.00128884226848479 | 0.00191290617262857 |
63 | 0.00106090863704443 | 0.000643647997423709 | 0.000417260639620724 |
64 | 0.00149775336994508 | 0.00159666236734887 | -9.89089974037876e-05 |
65 | 0.00193459810284573 | 0.00244705892911699 | -0.000512460826271263 |
66 | 0.000388306429245021 | 0.00210613891712456 | -0.00171783248787954 |
67 | 0.000776612858490043 | 0.00223745861547302 | -0.00146084575698297 |
68 | 0.00116491928773506 | 0.00284711571688697 | -0.00168219642915191 |
69 | 0.00155322571698009 | 0.00273665365427855 | -0.00118342793729846 |
70 | 0.000249625561657514 | 0.00250600035329955 | -0.00225637479164204 |
71 | 0.000599101347978033 | 0.00252547088978698 | -0.00192636954180895 |
72 | 0.000948577134298552 | 0.00286193125564644 | -0.00191335412134789 |
73 | 0.00129805292061907 | 0.00243209161742158 | -0.00113403869680251 |
74 | 9.07729315118232e-05 | 0.00200771140250154 | -0.00191693847098972 |
75 | 0.000408478191803204 | 0.0027116758086782 | -0.002303197616875 |
76 | 0.000726183452094585 | 0.00309315831966801 | -0.00236697486757342 |
77 | 0.00104388871238597 | 0.0026611911977855 | -0.00161730248539953 |
78 | 0.00136159397267735 | 0.00254342934870891 | -0.00118183537603156 |
79 | 0.000291229821933766 | 0.00210302618719254 | -0.00181179636525877 |
80 | 0.000582459643867532 | 0.00215251988790291 | -0.00157006024403538 |
81 | 0.000873689465801298 | 0.0016056788321882 | -0.000731989366386906 |
82 | 0.00116491928773506 | 0.000921360304839595 | 0.000243558982895469 |
83 | 0.00199600798403194 | 0.00187505310402406 | 0.000120954880007877 |
84 | 0.00548902195608782 | 0.00330167737154579 | 0.00218734458454203 |
85 | 0.00898203592814371 | 0.00360830935561981 | 0.0053737265725239 |
86 | 0.0124750499001996 | 0.00311612443306646 | 0.00935892546713314 |
87 | 0.000249500998003992 | 0.00317515116057492 | -0.00292565016257093 |
88 | 0.00199600798403194 | 0.00319260052451925 | -0.00119659254048731 |
89 | 0.00374251497005988 | 0.00357822520165351 | 0.000164289768406369 |
90 | 0.00548902195608782 | 0.00354017481659794 | 0.00194884713948988 |
91 | 0.00723552894211577 | 0.00319009472566595 | 0.00404543421644981 |
92 | 0.0011643379906853 | 0.00350375752390835 | -0.00233941953322306 |
93 | 0.00232867598137059 | 0.00292226325845763 | -0.000593587277087042 |
94 | 0.00349301397205589 | 0.00289853866955375 | 0.000594475302502139 |
95 | 0.00465735196274118 | 0.00246535737863897 | 0.00219199458410222 |
96 | 0.000499001996007984 | 0.00262765016875236 | -0.00212864817274438 |
97 | 0.00137225548902196 | 0.00192721856450067 | -0.000554963075478709 |
98 | 0.00224550898203593 | 0.00225583994147306 | -1.0330959437132e-05 |
99 | 0.0031187624750499 | 0.00252475572814701 | 0.000594006746902889 |
100 | 0.000199600798403194 | 0.00173053023407447 | -0.00153092943567127 |
101 | 0.000898203592814371 | 0.0022840412201226 | -0.00138583762730823 |
102 | 0.00159680638722555 | 0.00249899073379425 | -0.000902184346568704 |
103 | 0.00229540918163673 | 0.00239844269510593 | -0.000103033513469207 |
104 | 0.0029940119760479 | 0.000958667675834427 | 0.00203534430021348 |
105 | 0.000499001996007984 | 0.00199176874966617 | -0.00149276675365818 |
106 | 0.00108117099135063 | 0.00235337951965258 | -0.00127220852830195 |
107 | 0.00166333998669328 | 0.00105972656681285 | 0.000603613419880435 |
108 | 0.00224550898203593 | -0.00130047909418541 | 0.00354598807622134 |
109 | 0.000285143997718848 | 0.000555941210880231 | -0.000270797213161383 |
110 | 0.000784145993726832 | 0.000629652282035125 | 0.000154493711691707 |
111 | 0.00128314798973482 | -0.00113544240205586 | 0.00241859039179068 |
112 | 0.0017821499857428 | 0.000473701892648963 | 0.00130844809309384 |
113 | 6.2375249500998e-05 | 0.000503629803075705 | -0.000441254553574707 |
114 | 0.000499001996007984 | 0.00106725090717379 | -0.000568248911165809 |
115 | 0.00093562874251497 | 0.00145183603518115 | -0.000516207292666181 |
116 | 0.00137225548902196 | 0.00176158462408598 | -0.000389329135064024 |
117 | 0.00180888223552894 | 0.00248562218015874 | -0.000676739944629794 |
118 | 0.000277223331115547 | 0.0010932176934184 | -0.000815994362302849 |
119 | 0.000665335994677312 | 0.000724091206172576 | -5.8755211495264e-05 |
120 | 0.00105344865823908 | 0.00240164677349113 | -0.00134819811525205 |
121 | 0.00144156132180084 | 0.00268525685165641 | -0.00124369552985557 |
122 | 0.000149700598802395 | 0.0024827540619774 | -0.00233305346317501 |
123 | 0.000499001996007984 | 0.00276065089721363 | -0.00226164890120565 |
124 | 0.000848303393213573 | 0.00273449297586028 | -0.00188618958264671 |
125 | 0.00119760479041916 | 0.00209530453270719 | -0.000897699742288032 |
126 | 0.00154690618762475 | 0.00146989262236379 | 7.70135652609615e-05 |
127 | 0.000317546724732353 | 0.00232471829425281 | -0.00200717156952046 |
128 | 0.000635093449464707 | 0.00234297479866782 | -0.00170788134920311 |
129 | 0.00095264017419706 | 0.00264033775866111 | -0.00168769758446405 |
130 | 0.00127018689892941 | 0.00239812764382495 | -0.00112794074489554 |
131 | 0.00020791749833666 | 0.00265341342830092 | -0.00244549592996426 |
132 | 0.000499001996007984 | 0.00266286937104447 | -0.00216386737503648 |
133 | 0.000790086493679308 | 0.00211246687240915 | -0.00132238037872984 |
134 | 0.00108117099135063 | 0.000715414731831107 | 0.000365756259519525 |
135 | 0.000997506234413965 | 0.00199888170019839 | -0.00100137546578442 |
136 | 0.00448877805486284 | 0.00330422160793002 | 0.00118455644693283 |
137 | 0.00798004987531172 | 0.00342684195599888 | 0.00455320791931284 |
138 | 0.0114713216957606 | 0.00322118235674743 | 0.00825013933901317 |
139 | 0.0149625935162095 | 0.00324110372966853 | 0.0117214897865409 |
140 | 0.00149625935162095 | 0.00360888809670138 | -0.00211262874508043 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.0224905479002463 | 0.0449810958004927 | 0.977509452099754 |
10 | 0.00778173362220537 | 0.0155634672444107 | 0.992218266377795 |
11 | 0.00452856335592628 | 0.00905712671185256 | 0.995471436644074 |
12 | 0.00143538192359913 | 0.00287076384719826 | 0.998564618076401 |
13 | 0.00171407731172745 | 0.0034281546234549 | 0.998285922688273 |
14 | 0.000629128051760307 | 0.00125825610352061 | 0.99937087194824 |
15 | 0.000174939741842138 | 0.000349879483684277 | 0.999825060258158 |
16 | 5.41741667789873e-05 | 0.000108348333557975 | 0.999945825833221 |
17 | 1.41230258417177e-05 | 2.82460516834355e-05 | 0.999985876974158 |
18 | 6.25590208247369e-06 | 1.25118041649474e-05 | 0.999993744097918 |
19 | 1.58055714625251e-06 | 3.16111429250501e-06 | 0.999998419442854 |
20 | 4.15649861787179e-07 | 8.31299723574357e-07 | 0.999999584350138 |
21 | 9.73132629081324e-08 | 1.94626525816265e-07 | 0.999999902686737 |
22 | 1.18194533409645e-07 | 2.3638906681929e-07 | 0.999999881805467 |
23 | 3.10238671649076e-08 | 6.20477343298151e-08 | 0.999999968976133 |
24 | 9.64097537970394e-09 | 1.92819507594079e-08 | 0.999999990359025 |
25 | 2.28911009620492e-09 | 4.57822019240983e-09 | 0.99999999771089 |
26 | 2.08250221895147e-09 | 4.16500443790295e-09 | 0.999999997917498 |
27 | 6.13634319044889e-10 | 1.22726863808978e-09 | 0.999999999386366 |
28 | 1.83739599603992e-10 | 3.67479199207985e-10 | 0.99999999981626 |
29 | 4.38558570655495e-11 | 8.77117141310991e-11 | 0.999999999956144 |
30 | 1.02122316252004e-11 | 2.04244632504008e-11 | 0.999999999989788 |
31 | 2.03190975817914e-11 | 4.06381951635828e-11 | 0.999999999979681 |
32 | 7.42457345281369e-08 | 1.48491469056274e-07 | 0.999999925754265 |
33 | 9.09026490921955e-05 | 0.000181805298184391 | 0.999909097350908 |
34 | 0.450845075180727 | 0.901690150361453 | 0.549154924819274 |
35 | 0.406536870003857 | 0.813073740007713 | 0.593463129996143 |
36 | 0.361662539420916 | 0.723325078841831 | 0.638337460579084 |
37 | 0.316409131046404 | 0.632818262092809 | 0.683590868953596 |
38 | 0.297588667880172 | 0.595177335760344 | 0.702411332119828 |
39 | 0.297227558035797 | 0.594455116071593 | 0.702772441964203 |
40 | 0.252622201858131 | 0.505244403716261 | 0.747377798141869 |
41 | 0.229524863435143 | 0.459049726870286 | 0.770475136564857 |
42 | 0.230337919709674 | 0.460675839419348 | 0.769662080290326 |
43 | 0.234619969345537 | 0.469239938691074 | 0.765380030654463 |
44 | 0.194488823106491 | 0.388977646212982 | 0.805511176893509 |
45 | 0.158718048299506 | 0.317436096599013 | 0.841281951700494 |
46 | 0.130113643077739 | 0.260227286155479 | 0.869886356922261 |
47 | 0.112607488154615 | 0.225214976309231 | 0.887392511845385 |
48 | 0.105601119221404 | 0.211202238442808 | 0.894398880778596 |
49 | 0.0941686417425059 | 0.188337283485012 | 0.905831358257494 |
50 | 0.0824181281573568 | 0.164836256314714 | 0.917581871842643 |
51 | 0.0665777774927904 | 0.133155554985581 | 0.93342222250721 |
52 | 0.0757326292257827 | 0.151465258451565 | 0.924267370774217 |
53 | 0.0689712021135152 | 0.13794240422703 | 0.931028797886485 |
54 | 0.0540512598396022 | 0.108102519679204 | 0.945948740160398 |
55 | 0.0415135019503909 | 0.0830270039007817 | 0.958486498049609 |
56 | 0.0331764253260385 | 0.066352850652077 | 0.966823574673962 |
57 | 0.0291994359237489 | 0.0583988718474978 | 0.970800564076251 |
58 | 0.0237671110830764 | 0.0475342221661529 | 0.976232888916924 |
59 | 0.0173737106436159 | 0.0347474212872317 | 0.982626289356384 |
60 | 0.0137851287810205 | 0.0275702575620411 | 0.986214871218979 |
61 | 0.0104181192803082 | 0.0208362385606164 | 0.989581880719692 |
62 | 0.0094122585442895 | 0.018824517088579 | 0.99058774145571 |
63 | 0.0068322958981584 | 0.0136645917963168 | 0.993167704101842 |
64 | 0.00491592528400163 | 0.00983185056800326 | 0.995084074715998 |
65 | 0.00372265123193809 | 0.00744530246387619 | 0.996277348768062 |
66 | 0.00326171667866372 | 0.00652343335732745 | 0.996738283321336 |
67 | 0.00248000202310945 | 0.00496000404621891 | 0.997519997976891 |
68 | 0.0018346201208853 | 0.0036692402417706 | 0.998165379879115 |
69 | 0.00124314444029379 | 0.00248628888058759 | 0.998756855559706 |
70 | 0.000987837167148659 | 0.00197567433429732 | 0.999012162832851 |
71 | 0.000717143351194362 | 0.00143428670238872 | 0.999282856648806 |
72 | 0.000507857949474891 | 0.00101571589894978 | 0.999492142050525 |
73 | 0.000331461004038415 | 0.000662922008076831 | 0.999668538995962 |
74 | 0.000234898634591333 | 0.000469797269182666 | 0.999765101365409 |
75 | 0.000180887192015645 | 0.000361774384031289 | 0.999819112807984 |
76 | 0.000140499684000398 | 0.000280999368000796 | 0.999859500316 |
77 | 9.71228596266055e-05 | 0.000194245719253211 | 0.999902877140373 |
78 | 6.62957494330812e-05 | 0.000132591498866162 | 0.999933704250567 |
79 | 4.95741816885285e-05 | 9.91483633770569e-05 | 0.999950425818312 |
80 | 3.56216661515395e-05 | 7.12433323030789e-05 | 0.999964378333848 |
81 | 2.3364420107663e-05 | 4.6728840215326e-05 | 0.999976635579892 |
82 | 1.56536970008431e-05 | 3.13073940016862e-05 | 0.999984346302999 |
83 | 1.02462716801984e-05 | 2.04925433603967e-05 | 0.99998975372832 |
84 | 1.10054492769833e-05 | 2.20108985539666e-05 | 0.999988994550723 |
85 | 0.000177077515043259 | 0.000354155030086517 | 0.999822922484957 |
86 | 0.0657099719811784 | 0.131419943962357 | 0.934290028018822 |
87 | 0.0670577340052912 | 0.134115468010582 | 0.932942265994709 |
88 | 0.0533011432829652 | 0.10660228656593 | 0.946698856717035 |
89 | 0.0416110830354721 | 0.0832221660709442 | 0.958388916964528 |
90 | 0.041516908042075 | 0.0830338160841501 | 0.958483091957925 |
91 | 0.0842063610276722 | 0.168412722055344 | 0.915793638972328 |
92 | 0.0773336870095426 | 0.154667374019085 | 0.922666312990457 |
93 | 0.060126589126274 | 0.120253178252548 | 0.939873410873726 |
94 | 0.0498239016194151 | 0.0996478032388301 | 0.950176098380585 |
95 | 0.0577028258485108 | 0.115405651697022 | 0.942297174151489 |
96 | 0.0482572084511372 | 0.0965144169022744 | 0.951742791548863 |
97 | 0.0379628704510453 | 0.0759257409020905 | 0.962037129548955 |
98 | 0.0306017230019374 | 0.0612034460038747 | 0.969398276998063 |
99 | 0.0266776015402529 | 0.0533552030805059 | 0.973322398459747 |
100 | 0.0225145401127698 | 0.0450290802255396 | 0.97748545988723 |
101 | 0.0172838047949066 | 0.0345676095898131 | 0.982716195205093 |
102 | 0.0123068596724201 | 0.0246137193448403 | 0.98769314032758 |
103 | 0.00861534333601644 | 0.0172306866720329 | 0.991384656663984 |
104 | 0.00744822912400531 | 0.0148964582480106 | 0.992551770875995 |
105 | 0.00600870881156591 | 0.0120174176231318 | 0.993991291188434 |
106 | 0.00430498963455838 | 0.00860997926911675 | 0.995695010365442 |
107 | 0.00285852031686338 | 0.00571704063372675 | 0.997141479683137 |
108 | 0.00276688830207947 | 0.00553377660415893 | 0.997233111697921 |
109 | 0.00196747974333802 | 0.00393495948667605 | 0.998032520256662 |
110 | 0.00128690108453414 | 0.00257380216906828 | 0.998713098915466 |
111 | 0.00133224345304657 | 0.00266448690609314 | 0.998667756546953 |
112 | 0.00157654882783407 | 0.00315309765566814 | 0.998423451172166 |
113 | 0.00104949251947193 | 0.00209898503894386 | 0.998950507480528 |
114 | 0.00073297160856375 | 0.0014659432171275 | 0.999267028391436 |
115 | 0.000499299173446214 | 0.000998598346892429 | 0.999500700826554 |
116 | 0.000366176247607431 | 0.000732352495214863 | 0.999633823752393 |
117 | 0.000559061396162706 | 0.00111812279232541 | 0.999440938603837 |
118 | 0.00407921235672496 | 0.00815842471344993 | 0.995920787643275 |
119 | 0.0047629069924898 | 0.0095258139849796 | 0.99523709300751 |
120 | 0.00352393966568683 | 0.00704787933137365 | 0.996476060334313 |
121 | 0.00299315380048784 | 0.00598630760097568 | 0.997006846199512 |
122 | 0.00186875236080705 | 0.00373750472161411 | 0.998131247639193 |
123 | 0.0010702266055292 | 0.00214045321105839 | 0.998929773394471 |
124 | 0.0492673559952737 | 0.0985347119905473 | 0.950732644004726 |
125 | 0.0517678216313595 | 0.103535643262719 | 0.94823217836864 |
126 | 0.040864759179336 | 0.081729518358672 | 0.959135240820664 |
127 | 0.0283241861490713 | 0.0566483722981426 | 0.971675813850929 |
128 | 0.0421874384767416 | 0.0843748769534833 | 0.957812561523258 |
129 | 0.0496354533171618 | 0.0992709066343236 | 0.950364546682838 |
130 | 0.0691216187907349 | 0.13824323758147 | 0.930878381209265 |
131 | 0.0401632234974528 | 0.0803264469949055 | 0.959836776502547 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 63 | 0.51219512195122 | NOK |
5% type I error level | 77 | 0.626016260162602 | NOK |
10% type I error level | 93 | 0.75609756097561 | NOK |