| Multiple Linear Regression - Estimated Regression Equation |
| koers-nyrstar[t] = + 0.54042756691463 + 0.00169284007905437`Zink-prijs`[t] + 0.00142257765147403`Lood-prijs`[t] + 0.12761506022474`NYSE-eindkoers-vorige-dag`[t] -2.50753204802146`Rente-op-LT-leningen-in-%`[t] -0.0443777798111209`Conjunctuurenquete `[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) | 0.54042756691463 | 0.796916 | 0.6781 | 0.498525 | 0.249262 |
| `Zink-prijs` | 0.00169284007905437 | 0.000541 | 3.1307 | 0.002027 | 0.001014 |
| `Lood-prijs` | 0.00142257765147403 | 0.000411 | 3.4639 | 0.000662 | 0.000331 |
| `NYSE-eindkoers-vorige-dag` | 0.12761506022474 | 0.013045 | 9.7828 | 0 | 0 |
| `Rente-op-LT-leningen-in-%` | -2.50753204802146 | 0.323161 | -7.7594 | 0 | 0 |
| `Conjunctuurenquete ` | -0.0443777798111209 | 0.016936 | -2.6203 | 0.009515 | 0.004758 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.952916010593209 |
| R-squared | 0.908048923244876 |
| Adjusted R-squared | 0.905563759008251 |
| F-TEST (value) | 365.387892623979 |
| F-TEST (DF numerator) | 5 |
| F-TEST (DF denominator) | 185 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.444661876114785 |
| Sum Squared Residuals | 36.5789740529353 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 11.73 | 10.7167519598417 | 1.0132480401583 |
| 2 | 11.75 | 10.5680415848785 | 1.1819584151215 |
| 3 | 11.39 | 10.3397485210437 | 1.05025147895629 |
| 4 | 11.54 | 10.2036212818581 | 1.33637871814189 |
| 5 | 9.62 | 10.3257991503356 | -0.705799150335569 |
| 6 | 9.82 | 10.4172216729587 | -0.597221672958654 |
| 7 | 9.94 | 10.3406108229636 | -0.400610822963587 |
| 8 | 9.9 | 10.2605861808864 | -0.36058618088641 |
| 9 | 9.8 | 10.3860067096787 | -0.586006709678698 |
| 10 | 9.86 | 10.3700207501741 | -0.510020750174053 |
| 11 | 10.5 | 10.1444297060338 | 0.355570293966223 |
| 12 | 10.33 | 10.0156802984867 | 0.314319701513316 |
| 13 | 10.16 | 9.80310007979074 | 0.356899920209259 |
| 14 | 9.91 | 9.54338501675067 | 0.366614983249333 |
| 15 | 9.96 | 9.48569835213949 | 0.474301647860512 |
| 16 | 10.03 | 9.72130669506129 | 0.308693304938712 |
| 17 | 9.55 | 9.84867070390401 | -0.298670703904009 |
| 18 | 9.51 | 9.94490263089538 | -0.434902630895377 |
| 19 | 9.8 | 10.0836087688541 | -0.283608768854077 |
| 20 | 10.08 | 10.0474071960642 | 0.0325928039357634 |
| 21 | 10.2 | 9.81040235766279 | 0.389597642337207 |
| 22 | 10.23 | 9.94364530499739 | 0.286354695002609 |
| 23 | 10.2 | 10.1822394658328 | 0.0177605341671566 |
| 24 | 10.07 | 10.1265594251146 | -0.0565594251145745 |
| 25 | 10.01 | 10.0418910167639 | -0.0318910167639074 |
| 26 | 10.05 | 9.87050813657531 | 0.179491863424691 |
| 27 | 9.92 | 10.0717113344361 | -0.151711334436058 |
| 28 | 10.03 | 10.0079995033439 | 0.0220004966560648 |
| 29 | 10.18 | 10.0659676429231 | 0.114032357076877 |
| 30 | 10.1 | 9.98884492822825 | 0.111155071771749 |
| 31 | 10.16 | 10.8003332784924 | -0.640333278492379 |
| 32 | 10.15 | 10.8664683396592 | -0.716468339659212 |
| 33 | 10.13 | 10.810378507171 | -0.680378507171037 |
| 34 | 10.09 | 11.0045048550523 | -0.914504855052331 |
| 35 | 10.18 | 11.0726455358992 | -0.892645535899168 |
| 36 | 10.06 | 11.0726305431018 | -1.01263054310181 |
| 37 | 9.65 | 10.0277611549131 | -0.37776115491313 |
| 38 | 9.74 | 9.93390543281892 | -0.193905432818926 |
| 39 | 9.53 | 9.77451073267233 | -0.244510732672331 |
| 40 | 9.5 | 9.90921393871196 | -0.409213938711962 |
| 41 | 9 | 9.76196116217494 | -0.761961162174943 |
| 42 | 9.15 | 9.64257442953066 | -0.492574429530658 |
| 43 | 9.32 | 9.79911278841451 | -0.479112788414513 |
| 44 | 9.62 | 9.85843920784319 | -0.238439207843192 |
| 45 | 9.59 | 9.61508771039779 | -0.0250877103977885 |
| 46 | 9.37 | 9.44092190523163 | -0.0709219052316282 |
| 47 | 9.35 | 9.50460948269741 | -0.154609482697407 |
| 48 | 9.32 | 9.51737098871988 | -0.197370988719881 |
| 49 | 9.49 | 9.7141968617586 | -0.224196861758599 |
| 50 | 9.52 | 9.74758102337279 | -0.227581023372788 |
| 51 | 9.59 | 9.62700142333301 | -0.0370014233330065 |
| 52 | 9.35 | 9.32474797468958 | 0.0252520253104227 |
| 53 | 9.2 | 9.27921972540389 | -0.079219725403886 |
| 54 | 9.57 | 9.27681036074766 | 0.293189639252336 |
| 55 | 9.78 | 9.38085022299125 | 0.399149777008753 |
| 56 | 9.79 | 9.29927596713926 | 0.490724032860734 |
| 57 | 9.57 | 9.49891016029931 | 0.0710898397006886 |
| 58 | 9.53 | 9.47190923798441 | 0.058090762015594 |
| 59 | 9.65 | 9.33789411122803 | 0.312105888771969 |
| 60 | 9.36 | 9.32766632063691 | 0.032333679363094 |
| 61 | 9.4 | 8.95238452779767 | 0.447615472202327 |
| 62 | 9.32 | 8.89977846419058 | 0.420221535809423 |
| 63 | 9.31 | 8.92274886609523 | 0.387251133904774 |
| 64 | 9.19 | 8.91059585311118 | 0.279404146888816 |
| 65 | 9.39 | 9.08044649462425 | 0.309553505375756 |
| 66 | 9.28 | 9.14909504267364 | 0.130904957326362 |
| 67 | 9.28 | 9.20103954127107 | 0.0789604587289306 |
| 68 | 9.31 | 9.26213827714798 | 0.0478617228520153 |
| 69 | 9.28 | 9.25192907233001 | 0.0280709276699931 |
| 70 | 9.31 | 9.25245009049412 | 0.0575499095058815 |
| 71 | 9.35 | 9.45632405636872 | -0.106324056368723 |
| 72 | 9.19 | 9.16667337335988 | 0.0233266266401209 |
| 73 | 9.07 | 9.21361061723372 | -0.143610617233719 |
| 74 | 8.96 | 9.36839912817425 | -0.408399128174245 |
| 75 | 8.69 | 9.41784516515663 | -0.727845165156626 |
| 76 | 8.58 | 9.42863177073058 | -0.848631770730576 |
| 77 | 8.56 | 9.39174539680795 | -0.831745396807951 |
| 78 | 8.47 | 9.32608832123509 | -0.856088321235091 |
| 79 | 8.46 | 9.17392286161586 | -0.713922861615858 |
| 80 | 8.75 | 9.34120827071416 | -0.591208270714157 |
| 81 | 8.95 | 9.32882874232961 | -0.378828742329605 |
| 82 | 9.33 | 9.05493731765506 | 0.275062682344942 |
| 83 | 9.51 | 8.99054797536786 | 0.519452024632136 |
| 84 | 9.561 | 8.80254483693002 | 0.75845516306998 |
| 85 | 9.94 | 8.97848903191874 | 0.961510968081256 |
| 86 | 9.9 | 9.11874730747484 | 0.781252692525163 |
| 87 | 9.275 | 9.11263416401312 | 0.162365835986879 |
| 88 | 9.56 | 9.03796683768242 | 0.522033162317579 |
| 89 | 9.779 | 9.0118585229617 | 0.767141477038304 |
| 90 | 9.746 | 9.10796556460134 | 0.638034435398665 |
| 91 | 9.991 | 9.3128259481918 | 0.678174051808203 |
| 92 | 9.98 | 9.5213609434361 | 0.458639056563902 |
| 93 | 10.195 | 9.64764935184062 | 0.54735064815938 |
| 94 | 10.31 | 9.74967352842247 | 0.560326471577533 |
| 95 | 10.25 | 9.78385707160832 | 0.466142928391682 |
| 96 | 9.871 | 9.70332671310019 | 0.16767328689981 |
| 97 | 10.06 | 9.90818504250437 | 0.15181495749563 |
| 98 | 9.894 | 9.81004723322112 | 0.0839527667788793 |
| 99 | 9.59 | 9.4353098361898 | 0.154690163810203 |
| 100 | 9.64 | 8.87561675630444 | 0.764383243695566 |
| 101 | 9.89 | 9.13133320225897 | 0.758666797741031 |
| 102 | 9.53 | 8.92716119359725 | 0.602838806402748 |
| 103 | 9.388 | 9.05215084526812 | 0.335849154731878 |
| 104 | 9.16 | 9.13124065822323 | 0.0287593417767655 |
| 105 | 9.418 | 9.32811379621885 | 0.08988620378115 |
| 106 | 9.57 | 9.2740919936164 | 0.295908006383604 |
| 107 | 9.857 | 9.3506258158059 | 0.506374184194099 |
| 108 | 9.877 | 9.29696934937886 | 0.580030650621143 |
| 109 | 9.76 | 9.30940236854609 | 0.450597631453908 |
| 110 | 9.76 | 9.44847342386876 | 0.311526576131244 |
| 111 | 9.695 | 9.29949361670008 | 0.395506383299921 |
| 112 | 9.475 | 9.28741649299894 | 0.18758350700106 |
| 113 | 9.262 | 9.0653999500734 | 0.196600049926596 |
| 114 | 9.097 | 9.01897923041714 | 0.0780207695828604 |
| 115 | 8.55 | 8.68093167010184 | -0.130931670101837 |
| 116 | 8.16 | 8.50925213637803 | -0.34925213637803 |
| 117 | 7.532 | 8.12633507231863 | -0.594335072318632 |
| 118 | 7.325 | 7.71528558467068 | -0.390285584670683 |
| 119 | 6.749 | 6.8551055528015 | -0.106105552801502 |
| 120 | 7.13 | 7.34784537717016 | -0.217845377170164 |
| 121 | 6.995 | 7.16358743391295 | -0.168587433912948 |
| 122 | 7.346 | 7.50467780671586 | -0.158677806715857 |
| 123 | 7.73 | 7.62790275410232 | 0.102097245897678 |
| 124 | 7.837 | 7.65695930966928 | 0.180040690330721 |
| 125 | 7.514 | 7.34192960113713 | 0.172070398862868 |
| 126 | 7.58 | 7.50621263415427 | 0.0737873658457273 |
| 127 | 6.83 | 7.06964218864766 | -0.239642188647655 |
| 128 | 6.617 | 7.12800604811729 | -0.511006048117291 |
| 129 | 6.715 | 6.97212950646454 | -0.257129506464536 |
| 130 | 6.63 | 7.21463837741766 | -0.584638377417661 |
| 131 | 6.891 | 7.41535280924577 | -0.524352809245773 |
| 132 | 7.002 | 7.4197281682178 | -0.417728168217804 |
| 133 | 7.09 | 7.64550744212374 | -0.555507442123742 |
| 134 | 7.36 | 7.74504718909904 | -0.385047189099039 |
| 135 | 7.477 | 7.82135439930271 | -0.344354399302711 |
| 136 | 7.826 | 7.9075975767926 | -0.0815975767926013 |
| 137 | 7.79 | 7.96155366414497 | -0.171553664144972 |
| 138 | 7.578 | 7.65974547343822 | -0.0817454734382217 |
| 139 | 7.204 | 7.45814035914674 | -0.254140359146739 |
| 140 | 7.198 | 7.67517990200825 | -0.477179902008247 |
| 141 | 7.685 | 7.74811219920216 | -0.0631121992021561 |
| 142 | 7.795 | 7.6594972607041 | 0.135502739295896 |
| 143 | 7.46 | 7.56391299576937 | -0.103912995769372 |
| 144 | 7.274 | 7.59831576441802 | -0.32431576441802 |
| 145 | 7.33 | 7.82672442619492 | -0.496724426194916 |
| 146 | 7.655 | 7.68657159341468 | -0.0315715934146794 |
| 147 | 7.767 | 7.78164996203813 | -0.0146499620381294 |
| 148 | 7.84 | 7.57137888768366 | 0.268621112316337 |
| 149 | 7.424 | 7.35040890238085 | 0.0735910976191476 |
| 150 | 7.54 | 7.26111009695824 | 0.278889903041761 |
| 151 | 7.351 | 6.91169237364369 | 0.439307626356313 |
| 152 | 6.735 | 6.75172550849255 | -0.0167255084925514 |
| 153 | 6.777 | 6.55194784420763 | 0.225052155792368 |
| 154 | 6.679 | 6.26133069932815 | 0.417669300671846 |
| 155 | 7.34 | 6.43387011887836 | 0.906129881121641 |
| 156 | 6.978 | 6.41569914605607 | 0.562300853943927 |
| 157 | 6.92 | 6.28032779363649 | 0.639672206363511 |
| 158 | 6.628 | 5.93458421974028 | 0.693415780259718 |
| 159 | 6.385 | 6.12963956149465 | 0.255360438505345 |
| 160 | 5.984 | 6.187393582307 | -0.203393582307004 |
| 161 | 6.268 | 6.07983568473554 | 0.188164315264456 |
| 162 | 6.596 | 6.20830560149622 | 0.387694398503781 |
| 163 | 6.395 | 6.47896494723444 | -0.0839649472344411 |
| 164 | 6.715 | 6.70284456552251 | 0.0121554344774852 |
| 165 | 6.804 | 6.76931365234231 | 0.0346863476576876 |
| 166 | 6.929 | 6.86266303273315 | 0.0663369672668507 |
| 167 | 6.846 | 6.78911802425261 | 0.0568819757473924 |
| 168 | 6.992 | 6.76803341254733 | 0.223966587452667 |
| 169 | 6.774 | 6.71278413318533 | 0.0612158668146695 |
| 170 | 6.75 | 6.49580401213504 | 0.254195987864962 |
| 171 | 6.485 | 6.48561667124068 | -0.000616671240680839 |
| 172 | 6.27 | 6.16875168229815 | 0.101248317701848 |
| 173 | 6.47 | 6.41411947738739 | 0.0558805226126121 |
| 174 | 6.78 | 6.57571254087334 | 0.204287459126663 |
| 175 | 6.71 | 6.52532349049392 | 0.18467650950608 |
| 176 | 6.141 | 6.62466524476812 | -0.483665244768117 |
| 177 | 6.72 | 6.84543550540967 | -0.125435505409669 |
| 178 | 6.68 | 6.76155828695488 | -0.0815582869548782 |
| 179 | 6.371 | 6.63363324235304 | -0.262633242353039 |
| 180 | 6.097 | 6.60898057977185 | -0.511980579771852 |
| 181 | 6.27 | 6.8619793894734 | -0.591979389473398 |
| 182 | 6.447 | 6.82853178097044 | -0.381531780970437 |
| 183 | 6.37 | 6.84254941550734 | -0.472549415507338 |
| 184 | 6.446 | 6.9069253944825 | -0.460925394482498 |
| 185 | 6.54 | 6.90474870778562 | -0.364748707785624 |
| 186 | 6.374 | 6.80151285828384 | -0.427512858283844 |
| 187 | 6.33 | 6.71753191723434 | -0.387531917234337 |
| 188 | 6.63 | 6.75185173819268 | -0.121851738192675 |
| 189 | 6.498 | 6.89523446666748 | -0.397234466667484 |
| 190 | 6.485 | 6.85535620145688 | -0.370356201456883 |
| 191 | 6.36 | 6.77863293293833 | -0.418632932938329 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 9 | 0.993975300006388 | 0.0120493999872239 | 0.00602469999361193 |
| 10 | 0.998736463461305 | 0.0025270730773902 | 0.0012635365386951 |
| 11 | 0.997538930012846 | 0.00492213997430877 | 0.00246106998715439 |
| 12 | 0.995215838592432 | 0.00956832281513554 | 0.00478416140756777 |
| 13 | 0.992403679429599 | 0.0151926411408027 | 0.00759632057040135 |
| 14 | 0.987344726326573 | 0.0253105473468537 | 0.0126552736734269 |
| 15 | 0.984223204466833 | 0.0315535910663345 | 0.0157767955331673 |
| 16 | 0.977317217134932 | 0.0453655657301356 | 0.0226827828650678 |
| 17 | 0.991690238729313 | 0.0166195225413737 | 0.00830976127068683 |
| 18 | 0.996560918650231 | 0.0068781626995373 | 0.00343908134976865 |
| 19 | 0.996212476876184 | 0.00757504624763229 | 0.00378752312381614 |
| 20 | 0.994213921461168 | 0.0115721570776635 | 0.00578607853883174 |
| 21 | 0.991294708743486 | 0.0174105825130284 | 0.0087052912565142 |
| 22 | 0.987423331604003 | 0.0251533367919939 | 0.012576668395997 |
| 23 | 0.98189845844642 | 0.0362030831071599 | 0.0181015415535799 |
| 24 | 0.97573443329226 | 0.0485311334154795 | 0.0242655667077398 |
| 25 | 0.966470675464776 | 0.0670586490704485 | 0.0335293245352242 |
| 26 | 0.956276495735956 | 0.087447008528089 | 0.0437235042640445 |
| 27 | 0.942510019881808 | 0.114979960236383 | 0.0574899801181915 |
| 28 | 0.92544742322312 | 0.149105153553761 | 0.0745525767768803 |
| 29 | 0.906315806357082 | 0.187368387285836 | 0.0936841936429178 |
| 30 | 0.895492167302607 | 0.209015665394786 | 0.104507832697393 |
| 31 | 0.879421795114493 | 0.241156409771013 | 0.120578204885507 |
| 32 | 0.85434059822504 | 0.291318803549921 | 0.14565940177496 |
| 33 | 0.82581925399286 | 0.34836149201428 | 0.17418074600714 |
| 34 | 0.805484073998603 | 0.389031852002794 | 0.194515926001397 |
| 35 | 0.787306009490874 | 0.425387981018253 | 0.212693990509126 |
| 36 | 0.783602310705315 | 0.432795378589369 | 0.216397689294685 |
| 37 | 0.748260511162546 | 0.503478977674908 | 0.251739488837454 |
| 38 | 0.708016386098649 | 0.583967227802701 | 0.29198361390135 |
| 39 | 0.661444462751407 | 0.677111074497185 | 0.338555537248593 |
| 40 | 0.621904403146458 | 0.756191193707085 | 0.378095596853542 |
| 41 | 0.654475215817348 | 0.691049568365303 | 0.345524784182652 |
| 42 | 0.627326796987583 | 0.745346406024835 | 0.372673203012417 |
| 43 | 0.603277820399304 | 0.793444359201393 | 0.396722179600696 |
| 44 | 0.573814752219285 | 0.85237049556143 | 0.426185247780715 |
| 45 | 0.542518311010121 | 0.914963377979759 | 0.457481688989879 |
| 46 | 0.498569325672055 | 0.99713865134411 | 0.501430674327945 |
| 47 | 0.458016718904745 | 0.91603343780949 | 0.541983281095255 |
| 48 | 0.420677728923589 | 0.841355457847178 | 0.579322271076411 |
| 49 | 0.777144246768077 | 0.445711506463846 | 0.222855753231923 |
| 50 | 0.788991691088123 | 0.422016617823755 | 0.211008308911878 |
| 51 | 0.762038395070912 | 0.475923209858177 | 0.237961604929089 |
| 52 | 0.733245960873139 | 0.533508078253723 | 0.266754039126861 |
| 53 | 0.718450026373541 | 0.563099947252918 | 0.281549973626459 |
| 54 | 0.678272932199627 | 0.643454135600747 | 0.321727067800373 |
| 55 | 0.647870909314591 | 0.704258181370818 | 0.352129090685409 |
| 56 | 0.631613728909747 | 0.736772542180507 | 0.368386271090253 |
| 57 | 0.587381849626482 | 0.825236300747036 | 0.412618150373518 |
| 58 | 0.543763244213945 | 0.91247351157211 | 0.456236755786055 |
| 59 | 0.501976901107905 | 0.99604619778419 | 0.498023098892095 |
| 60 | 0.461800834825986 | 0.923601669651972 | 0.538199165174014 |
| 61 | 0.441575296828113 | 0.883150593656226 | 0.558424703171887 |
| 62 | 0.416267104585147 | 0.832534209170293 | 0.583732895414853 |
| 63 | 0.379864097571064 | 0.759728195142129 | 0.620135902428936 |
| 64 | 0.346428174888323 | 0.692856349776646 | 0.653571825111677 |
| 65 | 0.308886942748483 | 0.617773885496966 | 0.691113057251517 |
| 66 | 0.285389414972146 | 0.570778829944291 | 0.714610585027854 |
| 67 | 0.264218582677798 | 0.528437165355597 | 0.735781417322201 |
| 68 | 0.241776483527144 | 0.483552967054289 | 0.758223516472856 |
| 69 | 0.22022744651329 | 0.44045489302658 | 0.77977255348671 |
| 70 | 0.194940008968493 | 0.389880017936985 | 0.805059991031507 |
| 71 | 0.196290983922817 | 0.392581967845634 | 0.803709016077183 |
| 72 | 0.192318812546322 | 0.384637625092644 | 0.807681187453678 |
| 73 | 0.198401340608935 | 0.39680268121787 | 0.801598659391065 |
| 74 | 0.227830540339661 | 0.455661080679323 | 0.772169459660339 |
| 75 | 0.32301350243752 | 0.64602700487504 | 0.67698649756248 |
| 76 | 0.464592216900765 | 0.92918443380153 | 0.535407783099235 |
| 77 | 0.602725927312365 | 0.79454814537527 | 0.397274072687635 |
| 78 | 0.762270900650488 | 0.475458198699025 | 0.237729099349512 |
| 79 | 0.867619161409671 | 0.264761677180657 | 0.132380838590329 |
| 80 | 0.92289264864471 | 0.154214702710581 | 0.0771073513552903 |
| 81 | 0.948993245751492 | 0.102013508497015 | 0.0510067542485076 |
| 82 | 0.949646577806026 | 0.100706844387947 | 0.0503534221939736 |
| 83 | 0.951380821279473 | 0.0972383574410537 | 0.0486191787205269 |
| 84 | 0.955325807309266 | 0.0893483853814681 | 0.044674192690734 |
| 85 | 0.976218274559948 | 0.0475634508801043 | 0.0237817254400522 |
| 86 | 0.982974877338252 | 0.0340502453234969 | 0.0170251226617484 |
| 87 | 0.981163892096836 | 0.0376722158063273 | 0.0188361079031636 |
| 88 | 0.980446343305981 | 0.0391073133880373 | 0.0195536566940186 |
| 89 | 0.984211072057864 | 0.0315778558842719 | 0.015788927942136 |
| 90 | 0.985086359772966 | 0.0298272804540689 | 0.0149136402270344 |
| 91 | 0.988779634256362 | 0.0224407314872765 | 0.0112203657436383 |
| 92 | 0.989161202522149 | 0.021677594955703 | 0.0108387974778515 |
| 93 | 0.991493513024288 | 0.0170129739514241 | 0.00850648697571207 |
| 94 | 0.99376561377151 | 0.0124687724569804 | 0.00623438622849019 |
| 95 | 0.994696288278192 | 0.0106074234436163 | 0.00530371172180817 |
| 96 | 0.993265875918188 | 0.0134682481636241 | 0.00673412408181207 |
| 97 | 0.99192197671905 | 0.0161560465618991 | 0.00807802328094955 |
| 98 | 0.989786389702517 | 0.0204272205949663 | 0.0102136102974831 |
| 99 | 0.98659847678923 | 0.0268030464215408 | 0.0134015232107704 |
| 100 | 0.989832594262202 | 0.0203348114755959 | 0.010167405737798 |
| 101 | 0.993066318769203 | 0.0138673624615947 | 0.00693368123079735 |
| 102 | 0.99315609957923 | 0.0136878008415402 | 0.00684390042077008 |
| 103 | 0.991360480710644 | 0.0172790385787112 | 0.00863951928935562 |
| 104 | 0.98882689825459 | 0.0223462034908208 | 0.0111731017454104 |
| 105 | 0.985312514469904 | 0.029374971060192 | 0.014687485530096 |
| 106 | 0.98212817490309 | 0.03574365019382 | 0.01787182509691 |
| 107 | 0.983806965620578 | 0.0323860687588433 | 0.0161930343794216 |
| 108 | 0.987868920925021 | 0.0242621581499572 | 0.0121310790749786 |
| 109 | 0.990134969607422 | 0.0197300607851567 | 0.00986503039257833 |
| 110 | 0.99156481312093 | 0.0168703737581409 | 0.00843518687907044 |
| 111 | 0.994877071753903 | 0.010245856492193 | 0.00512292824609649 |
| 112 | 0.996586810640824 | 0.00682637871835168 | 0.00341318935917584 |
| 113 | 0.998439736575645 | 0.00312052684871016 | 0.00156026342435508 |
| 114 | 0.999538958489483 | 0.000922083021034778 | 0.000461041510517389 |
| 115 | 0.999858781409 | 0.000282437181999701 | 0.000141218590999851 |
| 116 | 0.999948434758115 | 0.000103130483770422 | 5.15652418852111e-05 |
| 117 | 0.999978757213075 | 4.24855738491865e-05 | 2.12427869245932e-05 |
| 118 | 0.999985696815379 | 2.86063692412873e-05 | 1.43031846206437e-05 |
| 119 | 0.999990588483242 | 1.88230335153392e-05 | 9.41151675766961e-06 |
| 120 | 0.999988519625852 | 2.29607482965414e-05 | 1.14803741482707e-05 |
| 121 | 0.999985745079243 | 2.8509841514977e-05 | 1.42549207574885e-05 |
| 122 | 0.999980406096474 | 3.91878070514993e-05 | 1.95939035257497e-05 |
| 123 | 0.999980417887806 | 3.91642243874337e-05 | 1.95821121937169e-05 |
| 124 | 0.999988926258879 | 2.21474822424017e-05 | 1.10737411212009e-05 |
| 125 | 0.999986342249237 | 2.73155015254315e-05 | 1.36577507627157e-05 |
| 126 | 0.999986359732431 | 2.7280535137431e-05 | 1.36402675687155e-05 |
| 127 | 0.999982022070963 | 3.5955858074905e-05 | 1.79779290374525e-05 |
| 128 | 0.999987257378903 | 2.54852421942854e-05 | 1.27426210971427e-05 |
| 129 | 0.999986111232363 | 2.77775352747091e-05 | 1.38887676373545e-05 |
| 130 | 0.999992993344375 | 1.40133112501497e-05 | 7.00665562507485e-06 |
| 131 | 0.999994242044677 | 1.1515910646643e-05 | 5.7579553233215e-06 |
| 132 | 0.999995912900356 | 8.1741992872467e-06 | 4.08709964362335e-06 |
| 133 | 0.999998724627012 | 2.55074597550203e-06 | 1.27537298775101e-06 |
| 134 | 0.999999266099727 | 1.46780054500726e-06 | 7.33900272503631e-07 |
| 135 | 0.999999912908037 | 1.74183925907249e-07 | 8.70919629536244e-08 |
| 136 | 0.999999999497156 | 1.00568783646856e-09 | 5.02843918234282e-10 |
| 137 | 0.999999999016917 | 1.96616591357262e-09 | 9.83082956786311e-10 |
| 138 | 0.999999997867447 | 4.26510574520356e-09 | 2.13255287260178e-09 |
| 139 | 0.99999999732834 | 5.34331932334644e-09 | 2.67165966167322e-09 |
| 140 | 0.999999998981461 | 2.03707879675603e-09 | 1.01853939837802e-09 |
| 141 | 0.999999997608057 | 4.78388573773706e-09 | 2.39194286886853e-09 |
| 142 | 0.999999996148268 | 7.70346384248096e-09 | 3.85173192124048e-09 |
| 143 | 0.999999991538923 | 1.6922153210568e-08 | 8.46107660528398e-09 |
| 144 | 0.999999993593759 | 1.28124821554985e-08 | 6.40624107774925e-09 |
| 145 | 0.999999998458428 | 3.08314335765712e-09 | 1.54157167882856e-09 |
| 146 | 0.99999999651142 | 6.97716075910934e-09 | 3.48858037955467e-09 |
| 147 | 0.999999991763318 | 1.6473363602159e-08 | 8.23668180107948e-09 |
| 148 | 0.999999984824409 | 3.03511819674654e-08 | 1.51755909837327e-08 |
| 149 | 0.999999968549049 | 6.29019012785129e-08 | 3.14509506392564e-08 |
| 150 | 0.999999926289896 | 1.47420208962963e-07 | 7.37101044814813e-08 |
| 151 | 0.999999855682845 | 2.88634310956999e-07 | 1.44317155478499e-07 |
| 152 | 0.999999959559511 | 8.0880977970274e-08 | 4.0440488985137e-08 |
| 153 | 0.99999997681832 | 4.63633603458418e-08 | 2.31816801729209e-08 |
| 154 | 0.999999975304885 | 4.93902297851023e-08 | 2.46951148925511e-08 |
| 155 | 0.999999986254494 | 2.7491012730475e-08 | 1.37455063652375e-08 |
| 156 | 0.999999964255266 | 7.14894680164446e-08 | 3.57447340082223e-08 |
| 157 | 0.9999999104742 | 1.79051600431495e-07 | 8.95258002157474e-08 |
| 158 | 0.999999810956111 | 3.7808777819987e-07 | 1.89043889099935e-07 |
| 159 | 0.999999634826997 | 7.3034600615272e-07 | 3.6517300307636e-07 |
| 160 | 0.999999724417741 | 5.51164517421127e-07 | 2.75582258710563e-07 |
| 161 | 0.999999259017588 | 1.48196482479697e-06 | 7.40982412398486e-07 |
| 162 | 0.999999449407637 | 1.10118472548822e-06 | 5.50592362744109e-07 |
| 163 | 0.999998672715045 | 2.65456990922808e-06 | 1.32728495461404e-06 |
| 164 | 0.99999670303041 | 6.59393918005965e-06 | 3.29696959002983e-06 |
| 165 | 0.99999165096945 | 1.66980610999499e-05 | 8.34903054997494e-06 |
| 166 | 0.999984293947526 | 3.14121049488306e-05 | 1.57060524744153e-05 |
| 167 | 0.999963005742572 | 7.398851485519e-05 | 3.6994257427595e-05 |
| 168 | 0.999960852923233 | 7.82941535344209e-05 | 3.91470767672105e-05 |
| 169 | 0.99991486173568 | 0.000170276528639868 | 8.51382643199338e-05 |
| 170 | 0.999930700459532 | 0.000138599080936747 | 6.92995404683734e-05 |
| 171 | 0.999826424847118 | 0.000347150305763881 | 0.00017357515288194 |
| 172 | 0.999574602844708 | 0.000850794310584823 | 0.000425397155292412 |
| 173 | 0.999104895482913 | 0.00179020903417369 | 0.000895104517086843 |
| 174 | 0.999055195351774 | 0.00188960929645105 | 0.000944804648225527 |
| 175 | 0.999645279280746 | 0.000709441438508231 | 0.000354720719254115 |
| 176 | 0.999861609041163 | 0.000276781917673123 | 0.000138390958836562 |
| 177 | 0.999536000326106 | 0.000927999347787434 | 0.000463999673893717 |
| 178 | 0.998561813910389 | 0.00287637217922271 | 0.00143818608961136 |
| 179 | 0.99515668156304 | 0.00968663687392003 | 0.00484331843696001 |
| 180 | 0.990917852428073 | 0.0181642951438532 | 0.00908214757192662 |
| 181 | 0.986525197482344 | 0.0269496050353123 | 0.0134748025176562 |
| 182 | 0.951698430620492 | 0.0966031387590153 | 0.0483015693795077 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 73 | 0.419540229885057 | NOK |
| 5% type I error level | 113 | 0.649425287356322 | NOK |
| 10% type I error level | 118 | 0.67816091954023 | NOK |
