Multiple Linear Regression - Estimated Regression Equation |
maand[t] = + 6.32667226009835 -1.09726232031846consumentenvertrouwen[t] + 0.26987139304024economischsituatie[t] -0.272322591293564werkloosheid[t] + 0.305375063500317financielesituatie[t] + 0.275933743449456spaarvermogen[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) | 6.32667226009835 | 0.427785 | 14.7894 | 0 | 0 |
consumentenvertrouwen | -1.09726232031846 | 0.543121 | -2.0203 | 0.044194 | 0.022097 |
economischsituatie | 0.26987139304024 | 0.138009 | 1.9555 | 0.051407 | 0.025704 |
werkloosheid | -0.272322591293564 | 0.137235 | -1.9843 | 0.048079 | 0.02404 |
financielesituatie | 0.305375063500317 | 0.157896 | 1.934 | 0.053999 | 0.027 |
spaarvermogen | 0.275933743449456 | 0.137847 | 2.0017 | 0.046164 | 0.023082 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.12107763457839 |
R-squared | 0.0146597935950982 |
Adjusted R-squared | -0.000881850039048393 |
F-TEST (value) | 0.943258894631258 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 317 |
p-value | 0.453107713453214 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 3.4506432973015 |
Sum Squared Residuals | 3774.49971537213 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1 | 6.23548197531014 | -5.23548197531014 |
2 | 2 | 6.25129929287777 | -4.25129929287777 |
3 | 3 | 5.95634738277494 | -2.95634738277494 |
4 | 4 | 5.47344634161301 | -1.47344634161301 |
5 | 5 | 5.7561920863041 | -0.756192086304104 |
6 | 6 | 5.48025834285465 | 0.519741657145352 |
7 | 7 | 5.68402479148138 | 1.31597520851862 |
8 | 8 | 6.19997830485006 | 1.80002169514994 |
9 | 9 | 5.98013665548674 | 3.01986334451326 |
10 | 10 | 6.05455003358512 | 3.94544996641488 |
11 | 11 | 6.08370183172863 | 4.91629816827137 |
12 | 12 | 6.4531907703142 | 5.5468092296858 |
13 | 1 | 6.0062037026825 | -5.0062037026825 |
14 | 2 | 5.60192910573092 | -3.60192910573092 |
15 | 3 | 6.1530574510828 | -3.1530574510828 |
16 | 4 | 5.94254995652232 | -1.94254995652232 |
17 | 5 | 5.99848963070729 | -0.99848963070729 |
18 | 6 | 6.23584544733173 | -0.235845447331732 |
19 | 7 | 6.54292205825296 | 0.457077941747042 |
20 | 8 | 6.92417816277813 | 1.07582183722187 |
21 | 9 | 6.06141485548802 | 2.93858514451198 |
22 | 10 | 6.938683106542 | 3.061316893458 |
23 | 11 | 6.63206662454584 | 4.36793337545416 |
24 | 12 | 6.37958280604592 | 5.62041719395408 |
25 | 1 | 5.79699326403077 | -4.79699326403077 |
26 | 2 | 5.83501908805206 | -3.83501908805206 |
27 | 3 | 7.19962013856416 | -4.19962013856416 |
28 | 4 | 6.38634498143263 | -2.38634498143263 |
29 | 5 | 6.71194799134377 | -1.71194799134377 |
30 | 6 | 5.90963758112811 | 0.0903624188718929 |
31 | 7 | 6.951967761263 | 0.0480322387370022 |
32 | 8 | 6.94992686607983 | 1.05007313392017 |
33 | 9 | 6.43642455096447 | 2.56357544903553 |
34 | 10 | 6.15571970145655 | 3.84428029854345 |
35 | 11 | 7.27445138668167 | 3.72554861331833 |
36 | 12 | 6.42131175610176 | 5.57868824389824 |
37 | 1 | 5.63909800184872 | -4.63909800184872 |
38 | 2 | 6.1808002185191 | -4.1808002185191 |
39 | 3 | 6.49550943682227 | -3.49550943682227 |
40 | 4 | 7.00103979679342 | -3.00103979679343 |
41 | 5 | 6.14549879381511 | -1.14549879381511 |
42 | 6 | 6.19225673309839 | -0.192256733098393 |
43 | 7 | 6.44522180997636 | 0.554778190023642 |
44 | 8 | 6.1305125916732 | 1.8694874083268 |
45 | 9 | 6.69690615178895 | 2.30309384821105 |
46 | 10 | 6.98587717607579 | 3.01412282392421 |
47 | 11 | 6.39911856754304 | 4.60088143245696 |
48 | 12 | 6.74074695233584 | 5.25925304766416 |
49 | 1 | 5.29448152301164 | -4.29448152301164 |
50 | 2 | 5.93113277321513 | -3.93113277321513 |
51 | 3 | 6.40115946272621 | -3.40115946272621 |
52 | 4 | 6.70122182664972 | -2.70122182664972 |
53 | 5 | 6.16350942646704 | -1.16350942646704 |
54 | 6 | 6.44388543749807 | -0.44388543749807 |
55 | 7 | 6.48254013118897 | 0.517459868811032 |
56 | 8 | 7.0715313713756 | 0.928468628624404 |
57 | 9 | 6.15548764546792 | 2.84451235453208 |
58 | 10 | 6.44914831121995 | 3.55085168878005 |
59 | 11 | 7.30468931419827 | 3.69531068580173 |
60 | 12 | 6.2066773430474 | 5.7933226569526 |
61 | 1 | 5.92269017986048 | -4.92269017986048 |
62 | 2 | 6.7638680388085 | -4.7638680388085 |
63 | 3 | 7.31013330422326 | -4.31013330422326 |
64 | 4 | 6.47618825887241 | -2.47618825887241 |
65 | 5 | 6.19705366633721 | -1.19705366633721 |
66 | 6 | 7.37664855170692 | -1.37664855170692 |
67 | 7 | 7.13812808345252 | -0.138128083452525 |
68 | 8 | 6.23732844285575 | 1.76267155714425 |
69 | 9 | 6.56132955705582 | 2.43867044294418 |
70 | 10 | 7.02317153638124 | 2.97682846361876 |
71 | 11 | 6.77293667037856 | 4.22706332962144 |
72 | 12 | 5.90348795456763 | 6.09651204543237 |
73 | 1 | 6.1859230478984 | -5.1859230478984 |
74 | 2 | 5.94373109234781 | -3.94373109234781 |
75 | 3 | 6.73738317406356 | -3.73738317406356 |
76 | 4 | 6.2185681593714 | -2.2185681593714 |
77 | 5 | 6.7485559782935 | -1.7485559782935 |
78 | 6 | 6.20070994662063 | -0.200709946620633 |
79 | 7 | 7.39638003272693 | -0.396380032726931 |
80 | 8 | 6.55487333530203 | 1.44512666469797 |
81 | 9 | 6.29945706017074 | 2.70054293982926 |
82 | 10 | 6.49121958914185 | 3.50878041085815 |
83 | 11 | 7.70856709746888 | 3.29143290253112 |
84 | 12 | 6.13758547089018 | 5.86241452910982 |
85 | 1 | 6.23564038482402 | -5.23564038482402 |
86 | 2 | 6.24000118781232 | -4.24000118781232 |
87 | 3 | 7.05239540366325 | -4.05239540366325 |
88 | 4 | 6.17817558179386 | -2.17817558179385 |
89 | 5 | 6.48974428615158 | -1.48974428615158 |
90 | 6 | 6.76928918175693 | -0.769289181756926 |
91 | 7 | 7.3664153062743 | -0.366415306274297 |
92 | 8 | 6.51353355886337 | 1.48646644113663 |
93 | 9 | 6.25612621440383 | 2.74387378559617 |
94 | 10 | 6.27491049656274 | 3.72508950343726 |
95 | 11 | 6.82916884657467 | 4.17083115342533 |
96 | 12 | 6.2547535054598 | 5.7452464945402 |
97 | 1 | 5.93919204227799 | -4.93919204227799 |
98 | 2 | 5.88753170648805 | -3.88753170648805 |
99 | 3 | 7.05616184494189 | -4.05616184494189 |
100 | 4 | 6.7156617753133 | -2.7156617753133 |
101 | 5 | 6.77176437868481 | -1.77176437868481 |
102 | 6 | 6.46597901211435 | -0.465979012114345 |
103 | 7 | 6.78921228836543 | 0.210787711634569 |
104 | 8 | 7.02145765116915 | 0.978542348830851 |
105 | 9 | 6.14759830651499 | 2.85240169348501 |
106 | 10 | 6.16093278709091 | 3.83906721290909 |
107 | 11 | 6.98015421119623 | 4.01984578880377 |
108 | 12 | 6.070791196082 | 5.929208803918 |
109 | 1 | 6.1659981127841 | -5.1659981127841 |
110 | 2 | 5.8594132695263 | -3.8594132695263 |
111 | 3 | 6.41342424565462 | -3.41342424565462 |
112 | 4 | 6.16747341577437 | -2.16747341577437 |
113 | 5 | 6.40623358008119 | -1.40623358008119 |
114 | 6 | 6.20491832970778 | -0.204918329707781 |
115 | 7 | 6.94917721524741 | 0.0508227847525896 |
116 | 8 | 6.37769433076391 | 1.62230566923609 |
117 | 9 | 5.92588633121882 | 3.07411366878118 |
118 | 10 | 7.24062056724055 | 2.75937943275945 |
119 | 11 | 6.52190232768855 | 4.47809767231145 |
120 | 12 | 5.68202622237666 | 6.31797377762334 |
121 | 1 | 6.72912750857001 | -5.72912750857001 |
122 | 2 | 5.60882556637218 | -3.60882556637218 |
123 | 3 | 7.05139837894722 | -4.05139837894722 |
124 | 4 | 5.9405120561455 | -1.9405120561455 |
125 | 5 | 6.51049563896418 | -1.51049563896418 |
126 | 6 | 7.07572924517736 | -1.07572924517736 |
127 | 7 | 7.0409752255497 | -0.0409752255496989 |
128 | 8 | 5.97898269119689 | 2.02101730880311 |
129 | 9 | 5.68573232851501 | 3.314267671485 |
130 | 10 | 6.96521026796026 | 3.03478973203974 |
131 | 11 | 6.02957514314256 | 4.97042485685744 |
132 | 12 | 5.54729716009223 | 6.45270283990777 |
133 | 1 | 6.61191731127409 | -5.61191731127409 |
134 | 2 | 6.63679558258057 | -4.63679558258057 |
135 | 3 | 6.08513034143773 | -3.08513034143773 |
136 | 4 | 6.1469559474562 | -2.1469559474562 |
137 | 5 | 6.17311495382805 | -1.17311495382805 |
138 | 6 | 6.68096522160435 | -0.680965221604345 |
139 | 7 | 6.90736098904031 | 0.0926390109596908 |
140 | 8 | 6.10941138181295 | 1.89058861818705 |
141 | 9 | 6.11903505852314 | 2.88096494147686 |
142 | 10 | 6.03255444552504 | 3.96744555447496 |
143 | 11 | 6.65222842425837 | 4.34777157574163 |
144 | 12 | 5.87798662514954 | 6.12201337485046 |
145 | 1 | 7.00357543974382 | -6.00357543974382 |
146 | 2 | 6.6647376009666 | -4.6647376009666 |
147 | 3 | 7.07837035139559 | -4.07837035139559 |
148 | 4 | 6.51682936193157 | -2.51682936193157 |
149 | 5 | 6.16281839315133 | -1.16281839315133 |
150 | 6 | 7.01694155905809 | -1.01694155905809 |
151 | 7 | 7.00132648724657 | -0.00132648724657181 |
152 | 8 | 6.16230262681335 | 1.83769737318665 |
153 | 9 | 6.11903505852314 | 2.88096494147686 |
154 | 10 | 6.22503030356539 | 3.77496969643461 |
155 | 11 | 6.76993336932151 | 4.23006663067849 |
156 | 12 | 7.00946137157731 | 4.99053862842269 |
157 | 1 | 6.50341524526817 | -5.50341524526817 |
158 | 2 | 6.55597765179168 | -4.55597765179168 |
159 | 3 | 6.47011539917781 | -3.47011539917781 |
160 | 4 | 6.75484170391177 | -2.75484170391177 |
161 | 5 | 6.76662705696794 | -1.76662705696794 |
162 | 6 | 6.43671306992341 | -0.436713069923412 |
163 | 7 | 5.95619227170692 | 1.04380772829308 |
164 | 8 | 6.42580865814785 | 1.57419134185215 |
165 | 9 | 6.22121109409542 | 2.77878890590458 |
166 | 10 | 7.09158587931449 | 2.90841412068551 |
167 | 11 | 5.91454478624435 | 5.08545521375565 |
168 | 12 | 6.49224244103823 | 5.50775755896177 |
169 | 1 | 6.21443073159214 | -5.21443073159214 |
170 | 2 | 6.75497299435996 | -4.75497299435996 |
171 | 3 | 6.20269520439089 | -3.20269520439089 |
172 | 4 | 6.79080550329692 | -2.79080550329692 |
173 | 5 | 5.93240299899512 | -0.932402998995121 |
174 | 6 | 6.1980688781698 | -0.198068878169804 |
175 | 7 | 6.20232421789028 | 0.797675782109721 |
176 | 8 | 7.09295858825852 | 0.907041411741478 |
177 | 9 | 6.80389260998923 | 2.19610739001077 |
178 | 10 | 6.78046381449266 | 3.21953618550734 |
179 | 11 | 6.52840080834827 | 4.47159919165173 |
180 | 12 | 6.19474437869966 | 5.80525562130034 |
181 | 1 | 6.52765115751586 | -5.52765115751586 |
182 | 2 | 6.52976300800692 | -4.52976300800692 |
183 | 3 | 6.57011924911873 | -3.57011924911873 |
184 | 4 | 6.42898550855902 | -2.42898550855902 |
185 | 5 | 6.23859568853194 | -1.23859568853194 |
186 | 6 | 6.55604562699577 | -0.556045626995774 |
187 | 7 | 5.97868731996416 | 1.02131268003584 |
188 | 8 | 6.09133163706149 | 1.90866836293851 |
189 | 9 | 6.85130524612248 | 2.14869475387752 |
190 | 10 | 6.62635314293843 | 3.37364685706157 |
191 | 11 | 6.61783959427589 | 4.38216040572411 |
192 | 12 | 6.60380528872248 | 5.39619471127752 |
193 | 1 | 6.59679104172476 | -5.59679104172476 |
194 | 2 | 6.95283239640279 | -4.95283239640279 |
195 | 3 | 6.89715060538681 | -3.89715060538681 |
196 | 4 | 7.16366872944015 | -3.16366872944015 |
197 | 5 | 6.821498751129 | -1.821498751129 |
198 | 6 | 6.29832293344853 | -0.298322933448531 |
199 | 7 | 6.89536759337263 | 0.10463240662737 |
200 | 8 | 7.14572905209611 | 0.854270947903892 |
201 | 9 | 6.60985530134051 | 2.39014469865949 |
202 | 10 | 6.32584231097323 | 3.67415768902677 |
203 | 11 | 6.39684495416599 | 4.60315504583401 |
204 | 12 | 6.27184388026159 | 5.72815611973841 |
205 | 1 | 6.06947127003185 | -5.06947127003185 |
206 | 2 | 7.18541240924138 | -5.18541240924138 |
207 | 3 | 6.59238920454333 | -3.59238920454333 |
208 | 4 | 6.32414840361611 | -2.32414840361611 |
209 | 5 | 6.83486017271588 | -1.83486017271588 |
210 | 6 | 6.28374233664938 | -0.283742336649382 |
211 | 7 | 6.08997822906464 | 0.910021770935364 |
212 | 8 | 6.0304062732708 | 1.9695937267292 |
213 | 9 | 6.02434392286158 | 2.97565607713842 |
214 | 10 | 6.84002045239152 | 3.15997954760848 |
215 | 11 | 6.80526643276386 | 4.19473356723614 |
216 | 12 | 6.57837889766447 | 5.42162110233553 |
217 | 1 | 6.62762735177062 | -5.62762735177062 |
218 | 2 | 6.82558933315713 | -4.82558933315713 |
219 | 3 | 6.25509285322207 | -3.25509285322207 |
220 | 4 | 6.84169617263207 | -2.84169617263207 |
221 | 5 | 6.01745626858468 | -1.01745626858468 |
222 | 6 | 6.01185404710053 | -0.0118540471005308 |
223 | 7 | 6.82703880896704 | 0.172961191032957 |
224 | 8 | 7.0490737734147 | 0.9509262265853 |
225 | 9 | 6.27826670788604 | 2.72173329211396 |
226 | 10 | 6.87848638971552 | 3.12151361028448 |
227 | 11 | 6.03484384312499 | 4.96515615687501 |
228 | 12 | 6.32938545015763 | 5.67061454984237 |
229 | 1 | 6.30288709602352 | -5.30288709602352 |
230 | 2 | 6.56996794304817 | -4.56996794304817 |
231 | 3 | 6.85230338466911 | -3.85230338466911 |
232 | 4 | 6.59891749543561 | -2.59891749543561 |
233 | 5 | 6.86032516566823 | -1.86032516566823 |
234 | 6 | 6.29212459486373 | -0.292124594863734 |
235 | 7 | 6.57812101449548 | 0.42187898550452 |
236 | 8 | 6.58542478340054 | 1.41457521659946 |
237 | 9 | 6.29333437462122 | 2.70666562537878 |
238 | 10 | 6.40126322307301 | 3.59873677692699 |
239 | 11 | 6.57272685032541 | 4.42727314967459 |
240 | 12 | 6.87606101864255 | 5.12393898135745 |
241 | 1 | 7.17782492998698 | -6.17782492998698 |
242 | 2 | 6.07777206365293 | -4.07777206365293 |
243 | 3 | 6.28843197811457 | -3.28843197811457 |
244 | 4 | 7.08036906078763 | -3.08036906078763 |
245 | 5 | 6.0123141760256 | -1.0123141760256 |
246 | 6 | 6.87200792467816 | -0.872007924678157 |
247 | 7 | 6.32865398644179 | 0.671346013558214 |
248 | 8 | 7.08873018954901 | 0.911269810450989 |
249 | 9 | 7.06096928746609 | 1.93903071253391 |
250 | 10 | 6.57967014201523 | 3.42032985798477 |
251 | 11 | 6.30448604939819 | 4.69551395060181 |
252 | 12 | 6.872991460005 | 5.127008539995 |
253 | 1 | 6.60170222989321 | -5.60170222989321 |
254 | 2 | 6.3253581833736 | -4.3253581833736 |
255 | 3 | 6.31996401920352 | -3.31996401920352 |
256 | 4 | 7.13257099009591 | -3.13257099009591 |
257 | 5 | 7.07157649950313 | -2.07157649950313 |
258 | 6 | 6.56578825636297 | -0.565788256362974 |
259 | 7 | 6.82714610074067 | 0.172853899259328 |
260 | 8 | 7.10089122683318 | 0.899108773166815 |
261 | 9 | 7.03349503806892 | 1.96650496193108 |
262 | 10 | 7.08966859674833 | 2.91033140325167 |
263 | 11 | 6.2650682154857 | 4.7349317845143 |
264 | 12 | 6.8518614428606 | 5.1481385571394 |
265 | 1 | 6.29558802484586 | -5.29558802484586 |
266 | 2 | 6.53090764401451 | -4.53090764401451 |
267 | 3 | 7.06218670728737 | -4.06218670728737 |
268 | 4 | 6.21191908731631 | -2.21191908731631 |
269 | 5 | 6.51803329236366 | -1.51803329236366 |
270 | 6 | 7.02792445532313 | -1.02792445532313 |
271 | 7 | 6.73501344040351 | 0.264986559596492 |
272 | 8 | 6.18979972328708 | 1.81020027671292 |
273 | 9 | 6.76749737808096 | 2.23250262191904 |
274 | 10 | 6.72402175247668 | 3.27597824752332 |
275 | 11 | 6.95596697320547 | 4.04403302679453 |
276 | 12 | 6.40861270919602 | 5.59138729080398 |
277 | 1 | 6.08019802381633 | -5.08019802381633 |
278 | 2 | 5.86970103854123 | -3.86970103854123 |
279 | 3 | 6.03796381670789 | -3.03796381670789 |
280 | 4 | 6.07127417208363 | -2.07127417208363 |
281 | 5 | 6.66462621525857 | -1.66462621525857 |
282 | 6 | 6.28107133238123 | -0.281071332381232 |
283 | 7 | 6.374084933999 | 0.625915066000999 |
284 | 8 | 6.1238002421414 | 1.8761997578586 |
285 | 9 | 7.0113047187318 | 1.9886952812682 |
286 | 10 | 6.35085949808912 | 3.64914050191088 |
287 | 11 | 6.95758347213632 | 4.04241652786368 |
288 | 12 | 6.95580046012214 | 5.04419953987786 |
289 | 1 | 6.23440008015878 | -5.23440008015878 |
290 | 2 | 6.50943175287466 | -4.50943175287466 |
291 | 3 | 6.43726445805194 | -3.43726445805194 |
292 | 4 | 7.02371535756079 | -3.02371535756079 |
293 | 5 | 5.97648278091925 | -0.976482780919251 |
294 | 6 | 7.07095455522212 | -1.07095455522212 |
295 | 7 | 6.14079505916775 | 0.859204940832249 |
296 | 8 | 6.44831361189748 | 1.55168638810252 |
297 | 9 | 6.4543759623067 | 2.5456240376933 |
298 | 10 | 7.35277423050507 | 2.64722576949493 |
299 | 11 | 6.76419329338859 | 4.23580670661141 |
300 | 12 | 6.49374866809166 | 5.50625133190834 |
301 | 1 | 6.78180711235955 | -5.78180711235955 |
302 | 2 | 6.46675854629412 | -4.46675854629412 |
303 | 3 | 7.05782232040228 | -4.05782232040228 |
304 | 4 | 6.44055441179474 | -2.44055441179474 |
305 | 5 | 6.69511844204738 | -1.69511844204738 |
306 | 6 | 6.19062144325798 | -0.190621443257984 |
307 | 7 | 6.64499374438801 | 0.355006255611988 |
308 | 8 | 6.3852876215763 | 1.6147123784237 |
309 | 9 | 6.39870356674549 | 2.60129643325451 |
310 | 10 | 5.91505287475115 | 4.08494712524885 |
311 | 11 | 6.12251194012705 | 4.87748805987295 |
312 | 12 | 6.62925207985569 | 5.37074792014431 |
313 | 1 | 6.37960863322628 | -5.37960863322628 |
314 | 2 | 6.70204243279003 | -4.70204243279003 |
315 | 3 | 5.75134433896453 | -2.75134433896453 |
316 | 4 | 6.0719951265141 | -2.0719951265141 |
317 | 5 | 6.0743964989125 | -1.0743964989125 |
318 | 6 | 6.873014292379 | -0.873014292379002 |
319 | 7 | 6.03122858233214 | 0.968771417667863 |
320 | 8 | 6.65511094415261 | 1.34488905584739 |
321 | 9 | 6.96122514919996 | 2.03877485080004 |
322 | 10 | 6.99783894770769 | 3.00216105229231 |
323 | 11 | 6.70435470053137 | 4.29564529946863 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.118548153093076 | 0.237096306186152 | 0.881451846906924 |
10 | 0.31306892138023 | 0.626137842760459 | 0.68693107861977 |
11 | 0.217592193758521 | 0.435184387517041 | 0.782407806241479 |
12 | 0.133657190193727 | 0.267314380387454 | 0.866342809806273 |
13 | 0.60804731719945 | 0.7839053656011 | 0.39195268280055 |
14 | 0.71807802927086 | 0.563843941458281 | 0.28192197072914 |
15 | 0.641437965796362 | 0.717124068407276 | 0.358562034203638 |
16 | 0.552248656550288 | 0.895502686899424 | 0.447751343449712 |
17 | 0.491226160931679 | 0.982452321863357 | 0.508773839068322 |
18 | 0.418507943650435 | 0.83701588730087 | 0.581492056349565 |
19 | 0.347603817736513 | 0.695207635473026 | 0.652396182263487 |
20 | 0.283900602137722 | 0.567801204275444 | 0.716099397862278 |
21 | 0.246238731156844 | 0.492477462313687 | 0.753761268843156 |
22 | 0.21679368957401 | 0.43358737914802 | 0.78320631042599 |
23 | 0.24983045890749 | 0.499660917814979 | 0.75016954109251 |
24 | 0.292263010956948 | 0.584526021913896 | 0.707736989043052 |
25 | 0.419331399810313 | 0.838662799620625 | 0.580668600189687 |
26 | 0.420660056035653 | 0.841320112071306 | 0.579339943964347 |
27 | 0.643329335889142 | 0.713341328221715 | 0.356670664110858 |
28 | 0.628377474899935 | 0.74324505020013 | 0.371622525100065 |
29 | 0.573480304622114 | 0.853039390755773 | 0.426519695377886 |
30 | 0.53784387502228 | 0.924312249955439 | 0.46215612497772 |
31 | 0.477723108668028 | 0.955446217336057 | 0.522276891331972 |
32 | 0.419547206637572 | 0.839094413275144 | 0.580452793362428 |
33 | 0.403473004481406 | 0.806946008962812 | 0.596526995518594 |
34 | 0.451934362564735 | 0.903868725129469 | 0.548065637435265 |
35 | 0.43501010744042 | 0.870020214880839 | 0.56498989255958 |
36 | 0.469597062084115 | 0.939194124168229 | 0.530402937915885 |
37 | 0.495014337474746 | 0.990028674949491 | 0.504985662525254 |
38 | 0.50056382549223 | 0.99887234901554 | 0.49943617450777 |
39 | 0.4893306277092 | 0.978661255418401 | 0.5106693722908 |
40 | 0.488815449036848 | 0.977630898073697 | 0.511184550963152 |
41 | 0.439912773813094 | 0.879825547626188 | 0.560087226186906 |
42 | 0.393637468463926 | 0.787274936927852 | 0.606362531536074 |
43 | 0.351078491490408 | 0.702156982980816 | 0.648921508509592 |
44 | 0.328201324769479 | 0.656402649538958 | 0.671798675230521 |
45 | 0.290596011883029 | 0.581192023766059 | 0.709403988116971 |
46 | 0.253320648361264 | 0.506641296722527 | 0.746679351638736 |
47 | 0.237321558692222 | 0.474643117384443 | 0.762678441307778 |
48 | 0.226169695875327 | 0.452339391750654 | 0.773830304124673 |
49 | 0.233473492254154 | 0.466946984508307 | 0.766526507745846 |
50 | 0.245133398928495 | 0.490266797856991 | 0.754866601071505 |
51 | 0.281448029051977 | 0.562896058103955 | 0.718551970948023 |
52 | 0.300853413772524 | 0.601706827545049 | 0.699146586227475 |
53 | 0.263019852330045 | 0.526039704660091 | 0.736980147669955 |
54 | 0.228103925084607 | 0.456207850169215 | 0.771896074915393 |
55 | 0.195564714960518 | 0.391129429921035 | 0.804435285039482 |
56 | 0.166336121724603 | 0.332672243449206 | 0.833663878275397 |
57 | 0.15615736668901 | 0.312314733378021 | 0.84384263331099 |
58 | 0.142109236152612 | 0.284218472305225 | 0.857890763847388 |
59 | 0.123735979169951 | 0.247471958339901 | 0.876264020830049 |
60 | 0.146424333870406 | 0.292848667740811 | 0.853575666129594 |
61 | 0.181778453839706 | 0.363556907679412 | 0.818221546160294 |
62 | 0.260467905267586 | 0.520935810535172 | 0.739532094732414 |
63 | 0.313878941456472 | 0.627757882912943 | 0.686121058543528 |
64 | 0.288559078316371 | 0.577118156632741 | 0.711440921683629 |
65 | 0.255125169938525 | 0.510250339877049 | 0.744874830061475 |
66 | 0.231621590968833 | 0.463243181937666 | 0.768378409031167 |
67 | 0.201287972461993 | 0.402575944923987 | 0.798712027538007 |
68 | 0.189051812198273 | 0.378103624396546 | 0.810948187801727 |
69 | 0.252134581158692 | 0.504269162317385 | 0.747865418841308 |
70 | 0.24372233222028 | 0.48744466444056 | 0.75627766777972 |
71 | 0.253087649912985 | 0.50617529982597 | 0.746912350087015 |
72 | 0.317268644790856 | 0.634537289581711 | 0.682731355209144 |
73 | 0.352067742828495 | 0.704135485656991 | 0.647932257171505 |
74 | 0.359956623473346 | 0.719913246946691 | 0.640043376526654 |
75 | 0.395433140151008 | 0.790866280302015 | 0.604566859848992 |
76 | 0.372052950262476 | 0.744105900524952 | 0.627947049737524 |
77 | 0.354064728161204 | 0.708129456322407 | 0.645935271838797 |
78 | 0.319643111811058 | 0.639286223622116 | 0.680356888188942 |
79 | 0.292136989609955 | 0.58427397921991 | 0.707863010390045 |
80 | 0.264634333232411 | 0.529268666464823 | 0.735365666767589 |
81 | 0.262756832417565 | 0.52551366483513 | 0.737243167582435 |
82 | 0.255228464173897 | 0.510456928347794 | 0.744771535826103 |
83 | 0.241993130603874 | 0.483986261207748 | 0.758006869396126 |
84 | 0.323930361661262 | 0.647860723322524 | 0.676069638338738 |
85 | 0.380183031933408 | 0.760366063866816 | 0.619816968066592 |
86 | 0.400098384923189 | 0.800196769846379 | 0.599901615076811 |
87 | 0.426591153420051 | 0.853182306840103 | 0.573408846579949 |
88 | 0.39890504928234 | 0.797810098564681 | 0.60109495071766 |
89 | 0.366175241876588 | 0.732350483753176 | 0.633824758123412 |
90 | 0.332760283016289 | 0.665520566032578 | 0.667239716983711 |
91 | 0.300442638096057 | 0.600885276192115 | 0.699557361903943 |
92 | 0.282616633635714 | 0.565233267271427 | 0.717383366364286 |
93 | 0.287653711345958 | 0.575307422691916 | 0.712346288654042 |
94 | 0.308145068327559 | 0.616290136655118 | 0.691854931672441 |
95 | 0.324216531815303 | 0.648433063630606 | 0.675783468184697 |
96 | 0.382994737777489 | 0.765989475554979 | 0.617005262222511 |
97 | 0.411344438543618 | 0.822688877087237 | 0.588655561456382 |
98 | 0.411321051832598 | 0.822642103665196 | 0.588678948167402 |
99 | 0.428810105624362 | 0.857620211248724 | 0.571189894375638 |
100 | 0.408345707632173 | 0.816691415264346 | 0.591654292367827 |
101 | 0.380157808155816 | 0.760315616311632 | 0.619842191844184 |
102 | 0.349134342473663 | 0.698268684947326 | 0.650865657526337 |
103 | 0.319488950976984 | 0.638977901953969 | 0.680511049023016 |
104 | 0.292923549797586 | 0.585847099595171 | 0.707076450202414 |
105 | 0.2895128903173 | 0.579025780634601 | 0.7104871096827 |
106 | 0.307220454325402 | 0.614440908650805 | 0.692779545674598 |
107 | 0.324719606709713 | 0.649439213419427 | 0.675280393290287 |
108 | 0.396203558408826 | 0.792407116817651 | 0.603796441591174 |
109 | 0.433169526765299 | 0.866339053530598 | 0.566830473234701 |
110 | 0.438661129808126 | 0.877322259616252 | 0.561338870191874 |
111 | 0.440416276244582 | 0.880832552489164 | 0.559583723755418 |
112 | 0.419036377056456 | 0.838072754112911 | 0.580963622943544 |
113 | 0.39370530278001 | 0.787410605560021 | 0.60629469721999 |
114 | 0.36199139858553 | 0.723982797171061 | 0.63800860141447 |
115 | 0.331994708821758 | 0.663989417643515 | 0.668005291178242 |
116 | 0.306958526804482 | 0.613917053608964 | 0.693041473195518 |
117 | 0.29857290683316 | 0.59714581366632 | 0.70142709316684 |
118 | 0.281663055332151 | 0.563326110664302 | 0.718336944667849 |
119 | 0.298022838858664 | 0.596045677717329 | 0.701977161141336 |
120 | 0.377316318118454 | 0.754632636236907 | 0.622683681881546 |
121 | 0.443826814898922 | 0.887653629797844 | 0.556173185101078 |
122 | 0.449231340938542 | 0.898462681877084 | 0.550768659061458 |
123 | 0.46937557821325 | 0.9387511564265 | 0.53062442178675 |
124 | 0.447399947351163 | 0.894799894702327 | 0.552600052648837 |
125 | 0.421678777127406 | 0.843357554254811 | 0.578321222872594 |
126 | 0.39398091738053 | 0.787961834761061 | 0.60601908261947 |
127 | 0.363127037185333 | 0.726254074370665 | 0.636872962814667 |
128 | 0.342766901408856 | 0.685533802817713 | 0.657233098591144 |
129 | 0.341731662237534 | 0.683463324475068 | 0.658268337762466 |
130 | 0.333728761951505 | 0.667457523903011 | 0.666271238048495 |
131 | 0.359584143994712 | 0.719168287989425 | 0.640415856005287 |
132 | 0.425403585960113 | 0.850807171920225 | 0.574596414039887 |
133 | 0.492319182006983 | 0.984638364013966 | 0.507680817993017 |
134 | 0.524491484278342 | 0.951017031443316 | 0.475508515721658 |
135 | 0.518825452618511 | 0.962349094762978 | 0.481174547381489 |
136 | 0.499219841752232 | 0.998439683504464 | 0.500780158247768 |
137 | 0.471034910503211 | 0.942069821006422 | 0.528965089496789 |
138 | 0.440264222065209 | 0.880528444130417 | 0.559735777934791 |
139 | 0.408721266446163 | 0.817442532892325 | 0.591278733553837 |
140 | 0.386519478325108 | 0.773038956650215 | 0.613480521674892 |
141 | 0.372516946611797 | 0.745033893223595 | 0.627483053388203 |
142 | 0.379926538160455 | 0.759853076320911 | 0.620073461839545 |
143 | 0.395902370929377 | 0.791804741858754 | 0.604097629070623 |
144 | 0.454757237438509 | 0.909514474877018 | 0.545242762561491 |
145 | 0.525267992836711 | 0.949464014326577 | 0.474732007163289 |
146 | 0.556735118792074 | 0.886529762415851 | 0.443264881207926 |
147 | 0.57154864301479 | 0.85690271397042 | 0.42845135698521 |
148 | 0.560645723597048 | 0.878708552805904 | 0.439354276402952 |
149 | 0.535856540500472 | 0.928286918999055 | 0.464143459499528 |
150 | 0.508540743533494 | 0.982918512933012 | 0.491459256466506 |
151 | 0.477251877191801 | 0.954503754383601 | 0.522748122808199 |
152 | 0.450286147202509 | 0.900572294405018 | 0.549713852797491 |
153 | 0.432819644418434 | 0.865639288836867 | 0.567180355581566 |
154 | 0.431618855578845 | 0.863237711157691 | 0.568381144421155 |
155 | 0.440888759187698 | 0.881777518375396 | 0.559111240812302 |
156 | 0.468973947787856 | 0.937947895575713 | 0.531026052212144 |
157 | 0.528865088265825 | 0.94226982346835 | 0.471134911734175 |
158 | 0.557679171720306 | 0.884641656559389 | 0.442320828279694 |
159 | 0.560407712945698 | 0.879184574108604 | 0.439592287054302 |
160 | 0.551889705667936 | 0.896220588664129 | 0.448110294332064 |
161 | 0.529777722785891 | 0.940444554428219 | 0.470222277214109 |
162 | 0.498628922927867 | 0.997257845855733 | 0.501371077072133 |
163 | 0.468933673939078 | 0.937867347878156 | 0.531066326060922 |
164 | 0.44317952983787 | 0.886359059675739 | 0.55682047016213 |
165 | 0.430885866014775 | 0.861771732029551 | 0.569114133985225 |
166 | 0.421867131858283 | 0.843734263716566 | 0.578132868141717 |
167 | 0.458522018537478 | 0.917044037074955 | 0.541477981462522 |
168 | 0.515362500271236 | 0.969274999457529 | 0.484637499728764 |
169 | 0.553518523924105 | 0.89296295215179 | 0.446481476075895 |
170 | 0.577287701710669 | 0.845424596578662 | 0.422712298289331 |
171 | 0.571264516391967 | 0.857470967216066 | 0.428735483608033 |
172 | 0.557276982683878 | 0.885446034632244 | 0.442723017316122 |
173 | 0.527092498651226 | 0.945815002697548 | 0.472907501348774 |
174 | 0.495404129227186 | 0.990808258454373 | 0.504595870772814 |
175 | 0.465934893107977 | 0.931869786215954 | 0.534065106892023 |
176 | 0.437343059158335 | 0.87468611831667 | 0.562656940841665 |
177 | 0.421655048162878 | 0.843310096325756 | 0.578344951837122 |
178 | 0.424494476349796 | 0.848988952699592 | 0.575505523650204 |
179 | 0.455873932470757 | 0.911747864941513 | 0.544126067529243 |
180 | 0.548166134852053 | 0.903667730295894 | 0.451833865147947 |
181 | 0.578649643560956 | 0.842700712878089 | 0.421350356439044 |
182 | 0.582243841202826 | 0.835512317594348 | 0.417756158797174 |
183 | 0.572295927218045 | 0.855408145563911 | 0.427704072781955 |
184 | 0.548610846686043 | 0.902778306627915 | 0.451389153313957 |
185 | 0.51873761707022 | 0.96252476585956 | 0.48126238292978 |
186 | 0.486756284506328 | 0.973512569012656 | 0.513243715493672 |
187 | 0.457874152197863 | 0.915748304395727 | 0.542125847802137 |
188 | 0.440436238113788 | 0.880872476227577 | 0.559563761886212 |
189 | 0.423742127007965 | 0.84748425401593 | 0.576257872992035 |
190 | 0.431707422381577 | 0.863414844763153 | 0.568292577618423 |
191 | 0.465966270523402 | 0.931932541046804 | 0.534033729476598 |
192 | 0.539300350745542 | 0.921399298508916 | 0.460699649254458 |
193 | 0.577594188208896 | 0.844811623582207 | 0.422405811791104 |
194 | 0.603100733787813 | 0.793798532424374 | 0.396899266212187 |
195 | 0.604939741659326 | 0.790120516681349 | 0.395060258340674 |
196 | 0.602224699947587 | 0.795550600104827 | 0.397775300052413 |
197 | 0.57720425515265 | 0.845591489694701 | 0.42279574484735 |
198 | 0.544683661158782 | 0.910632677682435 | 0.455316338841218 |
199 | 0.511912840091125 | 0.97617431981775 | 0.488087159908875 |
200 | 0.48199072316507 | 0.96398144633014 | 0.51800927683493 |
201 | 0.466743956657819 | 0.933487913315638 | 0.533256043342181 |
202 | 0.466574765334488 | 0.933149530668977 | 0.533425234665512 |
203 | 0.483535206896332 | 0.967070413792664 | 0.516464793103668 |
204 | 0.540009273726385 | 0.91998145254723 | 0.459990726273615 |
205 | 0.577507390750675 | 0.84498521849865 | 0.422492609249325 |
206 | 0.61891531339417 | 0.76216937321166 | 0.38108468660583 |
207 | 0.616993617689251 | 0.766012764621497 | 0.383006382310749 |
208 | 0.600919507881141 | 0.798160984237718 | 0.399080492118859 |
209 | 0.576223695245997 | 0.847552609508006 | 0.423776304754003 |
210 | 0.543143122980503 | 0.913713754038995 | 0.456856877019497 |
211 | 0.517206157481149 | 0.965587685037702 | 0.482793842518851 |
212 | 0.499683338684664 | 0.999366677369328 | 0.500316661315336 |
213 | 0.498306583664704 | 0.996613167329407 | 0.501693416335297 |
214 | 0.492451237991673 | 0.984902475983345 | 0.507548762008327 |
215 | 0.507223396202491 | 0.985553207595018 | 0.492776603797509 |
216 | 0.556745180911236 | 0.886509638177528 | 0.443254819088764 |
217 | 0.596657525811889 | 0.806684948376222 | 0.403342474188111 |
218 | 0.62330442589432 | 0.75339114821136 | 0.37669557410568 |
219 | 0.618877480017964 | 0.762245039964072 | 0.381122519982036 |
220 | 0.614003711542534 | 0.771992576914932 | 0.385996288457466 |
221 | 0.583598896569179 | 0.832802206861642 | 0.416401103430821 |
222 | 0.549627040751936 | 0.900745918496129 | 0.450372959248064 |
223 | 0.514912142097015 | 0.970175715805971 | 0.485087857902985 |
224 | 0.481541679789426 | 0.963083359578851 | 0.518458320210574 |
225 | 0.476416377951729 | 0.952832755903459 | 0.523583622048271 |
226 | 0.462035701207853 | 0.924071402415707 | 0.537964298792147 |
227 | 0.515458768092616 | 0.969082463814769 | 0.484541231907384 |
228 | 0.581999832332468 | 0.836000335335065 | 0.418000167667532 |
229 | 0.619363723366491 | 0.761272553267018 | 0.380636276633509 |
230 | 0.636061043558579 | 0.727877912882843 | 0.363938956441421 |
231 | 0.645833301573218 | 0.708333396853565 | 0.354166698426782 |
232 | 0.628524411921435 | 0.74295117615713 | 0.371475588078565 |
233 | 0.605078841102675 | 0.789842317794651 | 0.394921158897325 |
234 | 0.570766954931211 | 0.858466090137578 | 0.429233045068789 |
235 | 0.535996972264126 | 0.928006055471748 | 0.464003027735874 |
236 | 0.507551202956223 | 0.984897594087553 | 0.492448797043777 |
237 | 0.511003231752726 | 0.977993536494548 | 0.488996768247274 |
238 | 0.53192815084012 | 0.93614369831976 | 0.46807184915988 |
239 | 0.572236046740297 | 0.855527906519407 | 0.427763953259703 |
240 | 0.635464116650555 | 0.72907176669889 | 0.364535883349445 |
241 | 0.71227273514893 | 0.57545452970214 | 0.28772726485107 |
242 | 0.697078174197297 | 0.605843651605407 | 0.302921825802703 |
243 | 0.67713606746934 | 0.645727865061319 | 0.32286393253066 |
244 | 0.669884600383599 | 0.660230799232802 | 0.330115399616401 |
245 | 0.63696397700213 | 0.72607204599574 | 0.36303602299787 |
246 | 0.601831653935583 | 0.796336692128834 | 0.398168346064417 |
247 | 0.574453433682231 | 0.851093132635538 | 0.425546566317769 |
248 | 0.537630239981543 | 0.924739520036914 | 0.462369760018457 |
249 | 0.505823811606369 | 0.988352376787262 | 0.494176188393631 |
250 | 0.51709907817785 | 0.9658018436443 | 0.48290092182215 |
251 | 0.59028758740903 | 0.81942482518194 | 0.40971241259097 |
252 | 0.668956971000263 | 0.662086057999475 | 0.331043028999737 |
253 | 0.686812626907776 | 0.626374746184448 | 0.313187373092224 |
254 | 0.676407124690292 | 0.647185750619415 | 0.323592875309708 |
255 | 0.652744252174401 | 0.694511495651197 | 0.347255747825599 |
256 | 0.651054382073136 | 0.697891235853727 | 0.348945617926864 |
257 | 0.636800822335191 | 0.726398355329619 | 0.363199177664809 |
258 | 0.597650227882847 | 0.804699544234307 | 0.402349772117153 |
259 | 0.557144828805564 | 0.885710342388871 | 0.442855171194436 |
260 | 0.516718669647012 | 0.966562660705976 | 0.483281330352988 |
261 | 0.480354192440594 | 0.960708384881189 | 0.519645807559406 |
262 | 0.456797311435466 | 0.913594622870931 | 0.543202688564534 |
263 | 0.537694665598188 | 0.924610668803624 | 0.462305334401812 |
264 | 0.622070572431068 | 0.755858855137863 | 0.377929427568932 |
265 | 0.621584351240617 | 0.756831297518766 | 0.378415648759383 |
266 | 0.629131464738574 | 0.741737070522852 | 0.370868535261426 |
267 | 0.670360013531037 | 0.659279972937926 | 0.329639986468963 |
268 | 0.638217045601038 | 0.723565908797925 | 0.361782954398962 |
269 | 0.608018537032028 | 0.783962925935943 | 0.391981462967972 |
270 | 0.594377106701842 | 0.811245786596315 | 0.405622893298158 |
271 | 0.554191452004418 | 0.891617095991164 | 0.445808547995582 |
272 | 0.520511308835359 | 0.958977382329283 | 0.479488691164641 |
273 | 0.481811788590126 | 0.963623577180252 | 0.518188211409874 |
274 | 0.458009099768735 | 0.916018199537469 | 0.541990900231265 |
275 | 0.451903873751023 | 0.903807747502046 | 0.548096126248977 |
276 | 0.548772506914031 | 0.902454986171939 | 0.451227493085969 |
277 | 0.577607025488149 | 0.844785949023701 | 0.422392974511851 |
278 | 0.553027450262514 | 0.893945099474971 | 0.446972549737486 |
279 | 0.5462097879606 | 0.9075804240788 | 0.4537902120394 |
280 | 0.517897592265442 | 0.964204815469117 | 0.482102407734558 |
281 | 0.491003502075777 | 0.982007004151554 | 0.508996497924223 |
282 | 0.44989869488182 | 0.89979738976364 | 0.55010130511818 |
283 | 0.400137711005571 | 0.800275422011143 | 0.599862288994429 |
284 | 0.364319923402127 | 0.728639846804255 | 0.635680076597873 |
285 | 0.327399470584054 | 0.654798941168108 | 0.672600529415946 |
286 | 0.326902254650945 | 0.653804509301889 | 0.673097745349055 |
287 | 0.338572531963876 | 0.677145063927751 | 0.661427468036125 |
288 | 0.471185254564265 | 0.94237050912853 | 0.528814745435735 |
289 | 0.474942831104234 | 0.949885662208468 | 0.525057168895766 |
290 | 0.459615315117242 | 0.919230630234483 | 0.540384684882758 |
291 | 0.421612131623848 | 0.843224263247696 | 0.578387868376152 |
292 | 0.396586292540581 | 0.793172585081161 | 0.603413707459419 |
293 | 0.354644797370784 | 0.709289594741567 | 0.645355202629216 |
294 | 0.31374824752244 | 0.62749649504488 | 0.68625175247756 |
295 | 0.265946223004326 | 0.531892446008652 | 0.734053776995674 |
296 | 0.226915211969557 | 0.453830423939115 | 0.773084788030443 |
297 | 0.213983863066951 | 0.427967726133903 | 0.786016136933049 |
298 | 0.183112315618617 | 0.366224631237235 | 0.816887684381383 |
299 | 0.203528549536947 | 0.407057099073895 | 0.796471450463053 |
300 | 0.361913905030992 | 0.723827810061984 | 0.638086094969008 |
301 | 0.38388593216939 | 0.767771864338781 | 0.61611406783061 |
302 | 0.38371407576329 | 0.76742815152658 | 0.61628592423671 |
303 | 0.445211381162406 | 0.890422762324813 | 0.554788618837594 |
304 | 0.44776146111155 | 0.895522922223099 | 0.55223853888845 |
305 | 0.535286961816442 | 0.929426076367116 | 0.464713038183558 |
306 | 0.630773803861736 | 0.738452392276528 | 0.369226196138264 |
307 | 0.677346951132079 | 0.645306097735842 | 0.322653048867921 |
308 | 0.779080524512508 | 0.441838950974984 | 0.220919475487492 |
309 | 0.822383503589284 | 0.355232992821432 | 0.177616496410716 |
310 | 0.739204903812033 | 0.521590192375934 | 0.260795096187967 |
311 | 0.658893269859072 | 0.682213460281856 | 0.341106730140928 |
312 | 0.813293647568692 | 0.373412704862617 | 0.186706352431308 |
313 | 0.915462415729523 | 0.169075168540954 | 0.0845375842704768 |
314 | 0.926581943186206 | 0.146836113627587 | 0.0734180568137936 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 0 | 0 | OK |
5% type I error level | 0 | 0 | OK |
10% type I error level | 0 | 0 | OK |