Multiple Linear Regression - Estimated Regression Equation |
werkloosheid[t] = + 493431.790769231 -6167.24718898392M1[t] -15906.8261158594M2[t] -27820.405042735M3[t] -37839.5224311491M4[t] -47365.1013580247M5[t] -49205.4495156695M6[t] + 4346.9715574549M7[t] + 21789.9695536562M8[t] + 17317.7752421653M9[t] + 8601.8501614435M10[t] -2279.19030389363M11[t] + 209.617388414055t + 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) | 493431.790769231 | 14481.002196 | 34.0744 | 0 | 0 |
M1 | -6167.24718898392 | 18178.032402 | -0.3393 | 0.734645 | 0.367323 |
M2 | -15906.8261158594 | 18177.051148 | -0.8751 | 0.382219 | 0.19111 |
M3 | -27820.405042735 | 18176.163302 | -1.5306 | 0.126926 | 0.063463 |
M4 | -37839.5224311491 | 18175.368876 | -2.0819 | 0.038201 | 0.0191 |
M5 | -47365.1013580247 | 18174.667883 | -2.6061 | 0.009616 | 0.004808 |
M6 | -49205.4495156695 | 18174.060333 | -2.7075 | 0.00717 | 0.003585 |
M7 | 4346.9715574549 | 18173.546238 | 0.2392 | 0.81112 | 0.40556 |
M8 | 21789.9695536562 | 18173.125603 | 1.199 | 0.231469 | 0.115734 |
M9 | 17317.7752421653 | 18172.798436 | 0.953 | 0.341385 | 0.170692 |
M10 | 8601.8501614435 | 18172.564741 | 0.4733 | 0.636314 | 0.318157 |
M11 | -2279.19030389363 | 18172.424523 | -0.1254 | 0.900275 | 0.450138 |
t | 209.617388414055 | 41.21579 | 5.0859 | 1e-06 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.427006387330459 |
R-squared | 0.18233445482101 |
Adjusted R-squared | 0.149518446318843 |
F-TEST (value) | 5.55626546747666 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 299 |
p-value | 1.37730393756641e-08 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 65521.4398964626 |
Sum Squared Residuals | 1283624666745.62 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 348542 | 487474.160968663 | -138932.160968663 |
2 | 335658 | 477944.199430199 | -142286.199430199 |
3 | 330664 | 466240.237891738 | -135576.237891738 |
4 | 326814 | 456430.737891738 | -129616.737891738 |
5 | 322900 | 447114.776353276 | -124214.776353276 |
6 | 322310 | 445484.045584046 | -123174.045584046 |
7 | 385164 | 499246.084045584 | -114082.084045584 |
8 | 404861 | 516898.699430199 | -112037.699430199 |
9 | 412136 | 512636.122507122 | -100500.122507122 |
10 | 411057 | 504129.814814815 | -93072.8148148148 |
11 | 410040 | 493458.391737892 | -83418.3917378917 |
12 | 414980 | 495947.199430199 | -80967.1994301994 |
13 | 413626 | 489989.56962963 | -76363.5696296295 |
14 | 411062 | 480459.608091168 | -69397.6080911681 |
15 | 408352 | 468755.646552707 | -60403.6465527065 |
16 | 409780 | 458946.146552706 | -49166.1465527065 |
17 | 411318 | 449630.185014245 | -38312.185014245 |
18 | 415555 | 447999.454245014 | -32444.4542450142 |
19 | 479481 | 501761.492706553 | -22280.4927065527 |
20 | 497826 | 519414.108091168 | -21588.1080911681 |
21 | 501638 | 515151.531168091 | -13513.5311680912 |
22 | 497990 | 506645.223475783 | -8655.22347578346 |
23 | 499287 | 495973.80039886 | 3313.19960113961 |
24 | 506247 | 498462.608091168 | 7784.39190883193 |
25 | 510401 | 492504.978290598 | 17896.0217094018 |
26 | 508642 | 482975.016752137 | 25666.9832478633 |
27 | 501805 | 471271.055213675 | 30533.9447863248 |
28 | 495476 | 461461.555213675 | 34014.4447863248 |
29 | 490336 | 452145.593675214 | 38190.4063247863 |
30 | 490042 | 450514.862905983 | 39527.1370940171 |
31 | 553155 | 504276.901367521 | 48878.0986324786 |
32 | 569999 | 521929.516752137 | 48069.4832478633 |
33 | 573170 | 517666.93982906 | 55503.0601709402 |
34 | 571687 | 509160.632136752 | 62526.3678632479 |
35 | 575453 | 498489.209059829 | 76963.790940171 |
36 | 580177 | 500978.016752137 | 79198.9832478633 |
37 | 579849 | 495020.386951567 | 84828.6130484331 |
38 | 574346 | 485490.425413105 | 88855.5745868946 |
39 | 563325 | 473786.463874644 | 89538.5361253561 |
40 | 555604 | 463976.963874644 | 91627.0361253561 |
41 | 545544 | 454661.002336182 | 90882.9976638177 |
42 | 545109 | 453030.271566952 | 92078.7284330485 |
43 | 605181 | 506792.31002849 | 98388.68997151 |
44 | 627856 | 524444.925413105 | 103411.074586895 |
45 | 631421 | 520182.348490029 | 111238.651509971 |
46 | 625671 | 511676.040797721 | 113994.959202279 |
47 | 613577 | 501004.617720798 | 112572.382279202 |
48 | 606463 | 503493.425413105 | 102969.574586895 |
49 | 601676 | 497535.795612536 | 104140.204387464 |
50 | 589121 | 488005.834074074 | 101115.165925926 |
51 | 573559 | 476301.872535612 | 97257.1274643875 |
52 | 558487 | 466492.372535613 | 91994.6274643875 |
53 | 552148 | 457176.410997151 | 94971.589002849 |
54 | 545720 | 455545.68022792 | 90174.3197720798 |
55 | 606569 | 509307.718689459 | 97261.2813105414 |
56 | 636067 | 526960.334074074 | 109106.665925926 |
57 | 630704 | 522697.757150997 | 108006.242849003 |
58 | 623275 | 514191.449458689 | 109083.550541311 |
59 | 617771 | 503520.026381766 | 114250.973618234 |
60 | 605401 | 506008.834074074 | 99392.165925926 |
61 | 619393 | 500051.204273504 | 119341.795726496 |
62 | 596019 | 490521.242735043 | 105497.757264957 |
63 | 569977 | 478817.281196581 | 91159.7188034188 |
64 | 546213 | 469007.781196581 | 77205.2188034188 |
65 | 528492 | 459691.81965812 | 68800.1803418804 |
66 | 505944 | 458061.088888889 | 47882.9111111111 |
67 | 554910 | 511823.127350427 | 43086.8726495727 |
68 | 567831 | 529475.742735043 | 38355.2572649573 |
69 | 564021 | 525213.165811966 | 38807.8341880342 |
70 | 552800 | 516706.858119658 | 36093.1418803419 |
71 | 541102 | 506035.435042735 | 35066.564957265 |
72 | 542378 | 508524.242735043 | 33853.7572649573 |
73 | 540380 | 502566.612934473 | 37813.3870655271 |
74 | 521219 | 493036.651396011 | 28182.3486039886 |
75 | 504652 | 481332.68985755 | 23319.3101424502 |
76 | 490626 | 471523.18985755 | 19102.8101424502 |
77 | 481686 | 462207.228319088 | 19478.7716809117 |
78 | 477930 | 460576.497549858 | 17353.5024501425 |
79 | 522605 | 514338.536011396 | 8266.463988604 |
80 | 531432 | 531991.151396011 | -559.151396011392 |
81 | 532355 | 527728.574472934 | 4626.42552706552 |
82 | 539954 | 519222.266780627 | 20731.7332193732 |
83 | 524987 | 508550.843703704 | 16436.1562962963 |
84 | 533307 | 511039.651396011 | 22267.3486039886 |
85 | 530541 | 505082.021595442 | 25458.9784045585 |
86 | 508392 | 495552.06005698 | 12839.93994302 |
87 | 495208 | 483848.098518518 | 11359.9014814815 |
88 | 482223 | 474038.598518518 | 8184.40148148149 |
89 | 470495 | 464722.636980057 | 5772.36301994303 |
90 | 466106 | 463091.906210826 | 3014.09378917381 |
91 | 515037 | 516853.944672365 | -1816.94467236467 |
92 | 517752 | 534506.56005698 | -16754.56005698 |
93 | 515565 | 530243.983133903 | -14678.9831339031 |
94 | 510727 | 521737.675441595 | -11010.6754415954 |
95 | 499725 | 511066.252364672 | -11341.2523646724 |
96 | 498369 | 513555.06005698 | -15186.06005698 |
97 | 493756 | 507597.43025641 | -13841.4302564102 |
98 | 476141 | 498067.468717949 | -21926.4687179487 |
99 | 458458 | 486363.507179487 | -27905.5071794872 |
100 | 443182 | 476554.007179487 | -33372.0071794872 |
101 | 429597 | 467238.045641026 | -37641.0456410256 |
102 | 424476 | 465607.314871795 | -41131.3148717948 |
103 | 476257 | 519369.353333333 | -43112.3533333333 |
104 | 480555 | 537021.968717949 | -56466.9687179487 |
105 | 469762 | 532759.391794872 | -62997.3917948718 |
106 | 459820 | 524253.084102564 | -64433.0841025641 |
107 | 451028 | 513581.661025641 | -62553.661025641 |
108 | 450065 | 516070.468717949 | -66005.4687179487 |
109 | 444385 | 510112.838917379 | -65727.8389173788 |
110 | 428846 | 500582.877378917 | -71736.8773789174 |
111 | 421020 | 488878.915840456 | -67858.9158404558 |
112 | 399778 | 479069.415840456 | -79291.4158404558 |
113 | 389005 | 469753.454301994 | -80748.4543019943 |
114 | 384018 | 468122.723532763 | -84104.7235327635 |
115 | 431933 | 521884.761994302 | -89951.761994302 |
116 | 445844 | 539537.377378917 | -93693.3773789174 |
117 | 431464 | 535274.80045584 | -103810.80045584 |
118 | 423263 | 526768.492763533 | -103505.492763533 |
119 | 415881 | 516097.06968661 | -100216.06968661 |
120 | 416208 | 518585.877378917 | -102377.877378917 |
121 | 413491 | 512628.247578348 | -99137.2475783475 |
122 | 399153 | 503098.286039886 | -103945.286039886 |
123 | 385939 | 491394.324501424 | -105455.324501424 |
124 | 373917 | 481584.824501425 | -107667.824501424 |
125 | 364635 | 472268.862962963 | -107633.862962963 |
126 | 364696 | 470638.132193732 | -105942.132193732 |
127 | 418358 | 524400.17065527 | -106042.170655271 |
128 | 428212 | 542052.786039886 | -113840.786039886 |
129 | 423730 | 537790.209116809 | -114060.209116809 |
130 | 420677 | 529283.901424501 | -108606.901424501 |
131 | 417428 | 518612.478347578 | -101184.478347578 |
132 | 423245 | 521101.286039886 | -97856.286039886 |
133 | 423113 | 515143.656239316 | -92030.6562393162 |
134 | 418873 | 505613.694700855 | -86740.6947008547 |
135 | 405733 | 493909.733162393 | -88176.7331623931 |
136 | 397812 | 484100.233162393 | -86288.2331623931 |
137 | 389918 | 474784.271623932 | -84866.2716239316 |
138 | 391116 | 473153.540854701 | -82037.5408547008 |
139 | 443814 | 526915.579316239 | -83101.5793162393 |
140 | 460373 | 544568.194700855 | -84195.1947008547 |
141 | 455422 | 540305.617777778 | -84883.6177777778 |
142 | 456288 | 531799.31008547 | -75511.3100854701 |
143 | 452233 | 521127.887008547 | -68894.887008547 |
144 | 459256 | 523616.694700855 | -64360.6947008547 |
145 | 461146 | 517659.064900285 | -56513.0649002848 |
146 | 451391 | 508129.103361823 | -56738.1033618234 |
147 | 443101 | 496425.141823362 | -53324.1418233618 |
148 | 438810 | 486615.641823362 | -47805.6418233618 |
149 | 430457 | 477299.6802849 | -46842.6802849003 |
150 | 435721 | 475668.949515669 | -39947.9495156695 |
151 | 488280 | 529430.987977208 | -41150.987977208 |
152 | 505814 | 547083.603361823 | -41269.6033618234 |
153 | 502338 | 542821.026438746 | -40483.0264387464 |
154 | 500910 | 534314.718746439 | -33404.7187464387 |
155 | 501434 | 523643.295669516 | -22209.2956695157 |
156 | 515476 | 526132.103361823 | -10656.1033618234 |
157 | 520862 | 520174.473561254 | 687.526438746494 |
158 | 519517 | 510644.512022792 | 8872.48797720799 |
159 | 511805 | 498940.550484331 | 12864.4495156695 |
160 | 508607 | 489131.050484331 | 19475.9495156695 |
161 | 505327 | 479815.088945869 | 25511.911054131 |
162 | 511435 | 478184.358176638 | 33250.6418233618 |
163 | 570158 | 531946.396638177 | 38211.6033618234 |
164 | 591665 | 549599.012022792 | 42065.987977208 |
165 | 593572 | 545336.435099715 | 48235.5649002849 |
166 | 586346 | 536830.127407407 | 49515.8725925926 |
167 | 586063 | 526158.704330484 | 59904.2956695157 |
168 | 591504 | 528647.512022792 | 62856.487977208 |
169 | 594033 | 522689.882222222 | 71343.1177777779 |
170 | 585597 | 513159.920683761 | 72437.0793162393 |
171 | 572450 | 501455.959145299 | 70994.0408547009 |
172 | 562917 | 491646.459145299 | 71270.5408547009 |
173 | 554675 | 482330.497606838 | 72344.5023931624 |
174 | 553997 | 480699.766837607 | 73297.2331623932 |
175 | 601310 | 534461.805299145 | 66848.1947008547 |
176 | 622255 | 552114.420683761 | 70140.5793162393 |
177 | 616735 | 547851.843760684 | 68883.1562393162 |
178 | 606480 | 539345.536068376 | 67134.463931624 |
179 | 595079 | 528674.112991453 | 66404.887008547 |
180 | 598588 | 531162.920683761 | 67425.0793162394 |
181 | 599917 | 525205.290883191 | 74711.7091168092 |
182 | 591573 | 515675.329344729 | 75897.6706552707 |
183 | 575489 | 503971.367806268 | 71517.6321937322 |
184 | 567223 | 494161.867806268 | 73061.1321937322 |
185 | 555338 | 484845.906267806 | 70492.0937321937 |
186 | 555252 | 483215.175498575 | 72036.8245014245 |
187 | 608249 | 536977.213960114 | 71271.786039886 |
188 | 630859 | 554629.82934473 | 76229.1706552706 |
189 | 628632 | 550367.252421652 | 78264.7475783476 |
190 | 624435 | 541860.944729345 | 82574.0552706553 |
191 | 609670 | 531189.521652422 | 78480.4783475784 |
192 | 615830 | 533678.329344729 | 82151.6706552707 |
193 | 621170 | 527720.69954416 | 93449.3004558405 |
194 | 604212 | 518190.738005698 | 86021.261994302 |
195 | 584348 | 506486.776467236 | 77861.2235327636 |
196 | 573717 | 496677.276467236 | 77039.7235327635 |
197 | 555234 | 487361.314928775 | 67872.6850712251 |
198 | 544897 | 485730.584159544 | 59166.4158404558 |
199 | 598866 | 539492.622621083 | 59373.3773789174 |
200 | 620081 | 557145.238005698 | 62935.761994302 |
201 | 607699 | 552882.661082621 | 54816.3389173789 |
202 | 589960 | 544376.353390313 | 45583.6466096866 |
203 | 578665 | 533704.93031339 | 44960.0696866097 |
204 | 580166 | 536193.738005698 | 43972.261994302 |
205 | 579457 | 530236.108205128 | 49220.8917948719 |
206 | 571560 | 520706.146666667 | 50853.8533333333 |
207 | 560460 | 509002.185128205 | 51457.8148717949 |
208 | 551397 | 499192.685128205 | 52204.3148717949 |
209 | 536763 | 489876.723589744 | 46886.2764102564 |
210 | 540562 | 488245.992820513 | 52316.0071794872 |
211 | 588184 | 542008.031282051 | 46175.9687179487 |
212 | 607049 | 559660.646666667 | 47388.3533333333 |
213 | 598968 | 555398.06974359 | 43569.9302564103 |
214 | 577644 | 546891.762051282 | 30752.2379487179 |
215 | 562640 | 536220.338974359 | 26419.661025641 |
216 | 565867 | 538709.146666667 | 27157.8533333333 |
217 | 561274 | 532751.516866097 | 28522.4831339032 |
218 | 554144 | 523221.555327635 | 30922.4446723647 |
219 | 539900 | 511517.593789174 | 28382.4062108262 |
220 | 526271 | 501708.093789174 | 24562.9062108262 |
221 | 511841 | 492392.132250712 | 19448.8677492877 |
222 | 505282 | 490761.401481482 | 14520.5985185185 |
223 | 554083 | 544523.43994302 | 9559.56005698003 |
224 | 584225 | 562176.055327635 | 22048.9446723647 |
225 | 568858 | 557913.478404558 | 10944.5215954416 |
226 | 539516 | 549407.170712251 | -9891.17071225072 |
227 | 521612 | 538735.747635328 | -17123.7476353277 |
228 | 525562 | 541224.555327635 | -15662.5553276353 |
229 | 526519 | 535266.925527066 | -8747.92552706548 |
230 | 515713 | 525736.963988604 | -10023.963988604 |
231 | 503454 | 514033.002450142 | -10579.0024501425 |
232 | 489301 | 504223.502450142 | -14922.5024501425 |
233 | 479020 | 494907.540911681 | -15887.5409116809 |
234 | 475102 | 493276.81014245 | -18174.8101424501 |
235 | 523682 | 547038.848603989 | -23356.8486039886 |
236 | 551528 | 564691.463988604 | -13163.463988604 |
237 | 531626 | 560428.887065527 | -28802.8870655271 |
238 | 511037 | 551922.579373219 | -40885.5793732194 |
239 | 492417 | 541251.156296296 | -48834.1562962963 |
240 | 492188 | 543739.963988604 | -51551.963988604 |
241 | 492865 | 537782.334188034 | -44917.3341880341 |
242 | 480961 | 528252.372649573 | -47291.3726495727 |
243 | 461935 | 516548.411111111 | -54613.4111111111 |
244 | 456608 | 506738.911111111 | -50130.9111111111 |
245 | 441977 | 497422.94957265 | -55445.9495726496 |
246 | 439148 | 495792.218803419 | -56644.2188034188 |
247 | 488180 | 549554.257264957 | -61374.2572649573 |
248 | 520564 | 567206.872649573 | -46642.8726495727 |
249 | 501492 | 562944.295726496 | -61452.2957264957 |
250 | 485025 | 554437.988034188 | -69412.988034188 |
251 | 464196 | 543766.564957265 | -79570.564957265 |
252 | 460170 | 546255.372649573 | -86085.3726495726 |
253 | 467037 | 540297.742849003 | -73260.7428490028 |
254 | 460070 | 530767.781310541 | -70697.7813105414 |
255 | 447988 | 519063.81977208 | -71075.8197720798 |
256 | 442867 | 509254.31977208 | -66387.3197720798 |
257 | 436087 | 499938.358233618 | -63851.3582336183 |
258 | 431328 | 498307.627464387 | -66979.6274643874 |
259 | 484015 | 552069.665925926 | -68054.665925926 |
260 | 509673 | 569722.281310541 | -60049.2813105413 |
261 | 512927 | 565459.704387464 | -52532.7043874644 |
262 | 502831 | 556953.396695157 | -54122.3966951567 |
263 | 470984 | 546281.973618234 | -75297.9736182336 |
264 | 471067 | 548770.781310541 | -77703.7813105413 |
265 | 476049 | 542813.151509971 | -66764.1515099714 |
266 | 474605 | 533283.18997151 | -58678.18997151 |
267 | 470439 | 521579.228433048 | -51140.2284330485 |
268 | 461251 | 511769.728433048 | -50518.7284330485 |
269 | 454724 | 502453.766894587 | -47729.7668945869 |
270 | 455626 | 500823.036125356 | -45197.0361253561 |
271 | 516847 | 554585.074586895 | -37738.0745868946 |
272 | 525192 | 572237.68997151 | -47045.68997151 |
273 | 522975 | 567975.113048433 | -45000.1130484331 |
274 | 518585 | 559468.805356125 | -40883.8053561254 |
275 | 509239 | 548797.382279202 | -39558.3822792023 |
276 | 512238 | 551286.18997151 | -39048.18997151 |
277 | 519164 | 545328.56017094 | -26164.5601709401 |
278 | 517009 | 535798.598632479 | -18789.5986324786 |
279 | 509933 | 524094.637094017 | -14161.6370940171 |
280 | 509127 | 514285.137094017 | -5158.13709401712 |
281 | 500857 | 504969.175555556 | -4112.17555555558 |
282 | 506971 | 503338.444786325 | 3632.5552136752 |
283 | 569323 | 557100.483247863 | 12222.5167521368 |
284 | 579714 | 574753.098632479 | 4960.90136752136 |
285 | 577992 | 570490.521709402 | 7501.47829059827 |
286 | 565464 | 561984.214017094 | 3479.78598290596 |
287 | 547344 | 551312.790940171 | -3968.79094017096 |
288 | 554788 | 553801.598632479 | 986.401367521348 |
289 | 562325 | 547843.968831909 | 14481.0311680912 |
290 | 560854 | 538314.007293447 | 22539.9927065527 |
291 | 555332 | 526610.045754986 | 28721.9542450142 |
292 | 543599 | 516800.545754986 | 26798.4542450142 |
293 | 536662 | 507484.584216524 | 29177.4157834757 |
294 | 542722 | 505853.853447293 | 36868.1465527065 |
295 | 593530 | 559615.891908832 | 33914.1080911681 |
296 | 610763 | 577268.507293447 | 33494.4927065527 |
297 | 612613 | 573005.93037037 | 39607.0696296296 |
298 | 611324 | 564499.622678063 | 46824.3773219373 |
299 | 594167 | 553828.19960114 | 40338.8003988604 |
300 | 595454 | 556317.007293447 | 39136.9927065527 |
301 | 590865 | 550359.377492877 | 40505.6225071226 |
302 | 589379 | 540829.415954416 | 48549.584045584 |
303 | 584428 | 529125.454415954 | 55302.5455840456 |
304 | 573100 | 519315.954415954 | 53784.0455840456 |
305 | 567456 | 509999.992877493 | 57456.0071225071 |
306 | 569028 | 508369.262108262 | 60658.7378917379 |
307 | 620735 | 562131.300569801 | 58603.6994301994 |
308 | 628884 | 579783.915954416 | 49100.084045584 |
309 | 628232 | 575521.339031339 | 52710.660968661 |
310 | 612117 | 567015.031339031 | 45101.9686609687 |
311 | 595404 | 556343.608262108 | 39060.3917378917 |
312 | 597141 | 558832.415954416 | 38308.584045584 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.00089244562338863 | 0.00178489124677726 | 0.999107554376611 |
17 | 0.000207136231542769 | 0.000414272463085538 | 0.999792863768457 |
18 | 6.08799466144726e-05 | 0.000121759893228945 | 0.999939120053385 |
19 | 1.43222153828468e-05 | 2.86444307656936e-05 | 0.999985677784617 |
20 | 2.49379556396242e-06 | 4.98759112792484e-06 | 0.999997506204436 |
21 | 3.16217439537071e-07 | 6.32434879074141e-07 | 0.99999968378256 |
22 | 3.4341008810937e-08 | 6.8682017621874e-08 | 0.999999965658991 |
23 | 3.86312987134778e-09 | 7.72625974269556e-09 | 0.99999999613687 |
24 | 4.69070841701748e-10 | 9.38141683403497e-10 | 0.99999999953093 |
25 | 4.45361510469845e-11 | 8.9072302093969e-11 | 0.999999999955464 |
26 | 5.82749061089313e-12 | 1.16549812217863e-11 | 0.999999999994173 |
27 | 5.55441591354079e-13 | 1.11088318270816e-12 | 0.999999999999445 |
28 | 5.23361382684898e-14 | 1.0467227653698e-13 | 0.999999999999948 |
29 | 6.73062679728383e-15 | 1.34612535945677e-14 | 0.999999999999993 |
30 | 1.05832328572738e-15 | 2.11664657145477e-15 | 0.999999999999999 |
31 | 1.55598203432782e-16 | 3.11196406865563e-16 | 1 |
32 | 2.91004268580587e-17 | 5.82008537161173e-17 | 1 |
33 | 7.30714017158195e-18 | 1.46142803431639e-17 | 1 |
34 | 1.35631554033292e-18 | 2.71263108066584e-18 | 1 |
35 | 1.53073946994151e-19 | 3.06147893988302e-19 | 1 |
36 | 1.88473228113069e-20 | 3.76946456226137e-20 | 1 |
37 | 5.37370977819631e-21 | 1.07474195563926e-20 | 1 |
38 | 1.17316576994611e-21 | 2.34633153989222e-21 | 1 |
39 | 7.82715430441178e-22 | 1.56543086088236e-21 | 1 |
40 | 1.10593856693978e-21 | 2.21187713387956e-21 | 1 |
41 | 5.78501250827691e-21 | 1.15700250165538e-20 | 1 |
42 | 1.56403727299304e-20 | 3.12807454598608e-20 | 1 |
43 | 4.15464908227534e-20 | 8.30929816455068e-20 | 1 |
44 | 2.99744473864676e-20 | 5.99488947729352e-20 | 1 |
45 | 2.12572400379794e-20 | 4.25144800759587e-20 | 1 |
46 | 2.12207757959458e-20 | 4.24415515918916e-20 | 1 |
47 | 1.53098074245542e-19 | 3.06196148491084e-19 | 1 |
48 | 4.64170365607535e-18 | 9.28340731215069e-18 | 1 |
49 | 9.0308466038797e-17 | 1.80616932077594e-16 | 1 |
50 | 1.34634654712758e-15 | 2.69269309425517e-15 | 0.999999999999999 |
51 | 2.18163218247209e-14 | 4.36326436494419e-14 | 0.999999999999978 |
52 | 4.25815628375632e-13 | 8.51631256751264e-13 | 0.999999999999574 |
53 | 3.67431085211302e-12 | 7.34862170422603e-12 | 0.999999999996326 |
54 | 2.87627644337351e-11 | 5.75255288674701e-11 | 0.999999999971237 |
55 | 1.43871271426083e-10 | 2.87742542852166e-10 | 0.999999999856129 |
56 | 2.81647007607146e-10 | 5.63294015214292e-10 | 0.999999999718353 |
57 | 7.84164767018773e-10 | 1.56832953403755e-09 | 0.999999999215835 |
58 | 2.23294099466728e-09 | 4.46588198933456e-09 | 0.99999999776706 |
59 | 6.38244196947042e-09 | 1.27648839389408e-08 | 0.999999993617558 |
60 | 2.8545916575185e-08 | 5.709183315037e-08 | 0.999999971454083 |
61 | 4.60680409799279e-08 | 9.21360819598558e-08 | 0.99999995393196 |
62 | 1.14289666571113e-07 | 2.28579333142226e-07 | 0.999999885710333 |
63 | 4.5714658458834e-07 | 9.1429316917668e-07 | 0.999999542853415 |
64 | 2.64213900353832e-06 | 5.28427800707665e-06 | 0.999997357860996 |
65 | 1.61569550681642e-05 | 3.23139101363284e-05 | 0.999983843044932 |
66 | 0.000129433468488717 | 0.000258866936977433 | 0.999870566531511 |
67 | 0.00085597988130805 | 0.0017119597626161 | 0.999144020118692 |
68 | 0.00399892501575116 | 0.00799785003150232 | 0.99600107498425 |
69 | 0.0136246465954096 | 0.0272492931908193 | 0.98637535340459 |
70 | 0.0368047128960827 | 0.0736094257921654 | 0.963195287103917 |
71 | 0.084254984043829 | 0.168509968087658 | 0.915745015956171 |
72 | 0.14827487452146 | 0.29654974904292 | 0.85172512547854 |
73 | 0.211381918914823 | 0.422763837829647 | 0.788618081085177 |
74 | 0.288144451180105 | 0.576288902360209 | 0.711855548819895 |
75 | 0.369640841175866 | 0.739281682351733 | 0.630359158824134 |
76 | 0.450921602725443 | 0.901843205450886 | 0.549078397274557 |
77 | 0.52496704743336 | 0.95006590513328 | 0.47503295256664 |
78 | 0.585238981346447 | 0.829522037307106 | 0.414761018653553 |
79 | 0.656989449544657 | 0.686021100910686 | 0.343010550455343 |
80 | 0.728604193040503 | 0.542791613918994 | 0.271395806959497 |
81 | 0.784753349719621 | 0.430493300560758 | 0.215246650280379 |
82 | 0.818166649534932 | 0.363666700930135 | 0.181833350465068 |
83 | 0.85282217638291 | 0.294355647234179 | 0.147177823617089 |
84 | 0.87447630398286 | 0.251047392034281 | 0.125523696017141 |
85 | 0.885481329863755 | 0.22903734027249 | 0.114518670136245 |
86 | 0.897375883564366 | 0.205248232871267 | 0.102624116435634 |
87 | 0.906761675538903 | 0.186476648922195 | 0.0932383244610973 |
88 | 0.914783712607633 | 0.170432574784733 | 0.0852162873923665 |
89 | 0.922409895906581 | 0.155180208186838 | 0.0775901040934188 |
90 | 0.927861720096832 | 0.144276559806336 | 0.0721382799031678 |
91 | 0.934573328407059 | 0.130853343185882 | 0.0654266715929411 |
92 | 0.943824456746791 | 0.112351086506417 | 0.0561755432532084 |
93 | 0.951917474167397 | 0.0961650516652068 | 0.0480825258326034 |
94 | 0.95860980998945 | 0.0827803800211008 | 0.0413901900105504 |
95 | 0.964855633956033 | 0.0702887320879349 | 0.0351443660439674 |
96 | 0.969795164987612 | 0.0604096700247759 | 0.030204835012388 |
97 | 0.971717810406843 | 0.0565643791863136 | 0.0282821895931568 |
98 | 0.973492400794484 | 0.053015198411032 | 0.026507599205516 |
99 | 0.97531251738504 | 0.0493749652299192 | 0.0246874826149596 |
100 | 0.977115907240978 | 0.0457681855180445 | 0.0228840927590222 |
101 | 0.979020777820198 | 0.0419584443596031 | 0.0209792221798015 |
102 | 0.980442162577982 | 0.0391156748440353 | 0.0195578374220176 |
103 | 0.98190263775977 | 0.036194724480462 | 0.018097362240231 |
104 | 0.984182779635086 | 0.0316344407298287 | 0.0158172203649144 |
105 | 0.98692159809206 | 0.0261568038158815 | 0.0130784019079408 |
106 | 0.989371229645535 | 0.0212575407089292 | 0.0106287703544646 |
107 | 0.9912441371159 | 0.0175117257681987 | 0.00875586288409935 |
108 | 0.992710497531337 | 0.014579004937326 | 0.00728950246866302 |
109 | 0.993391500526501 | 0.0132169989469975 | 0.00660849947349876 |
110 | 0.994044609835677 | 0.0119107803286454 | 0.0059553901643227 |
111 | 0.994335855686104 | 0.0113282886277928 | 0.00566414431389642 |
112 | 0.994961065266632 | 0.0100778694667363 | 0.00503893473336814 |
113 | 0.995509702875406 | 0.00898059424918784 | 0.00449029712459392 |
114 | 0.996001665983446 | 0.00799666803310764 | 0.00399833401655382 |
115 | 0.996605037054937 | 0.00678992589012661 | 0.00339496294506331 |
116 | 0.997150210854082 | 0.00569957829183522 | 0.00284978914591761 |
117 | 0.997854670818684 | 0.0042906583626316 | 0.0021453291813158 |
118 | 0.998390251230796 | 0.00321949753840829 | 0.00160974876920414 |
119 | 0.998752813587637 | 0.00249437282472567 | 0.00124718641236284 |
120 | 0.999038303116233 | 0.00192339376753412 | 0.000961696883767058 |
121 | 0.99919526357013 | 0.0016094728597411 | 0.00080473642987055 |
122 | 0.999354481229388 | 0.00129103754122388 | 0.000645518770611939 |
123 | 0.999490848061212 | 0.00101830387757621 | 0.000509151938788107 |
124 | 0.999609607087939 | 0.000780785824122902 | 0.000390392912061451 |
125 | 0.999702812554571 | 0.000594374890856969 | 0.000297187445428484 |
126 | 0.999770889678355 | 0.000458220643290172 | 0.000229110321645086 |
127 | 0.999825773795545 | 0.000348452408910895 | 0.000174226204455447 |
128 | 0.999883513579585 | 0.000232972840828924 | 0.000116486420414462 |
129 | 0.999924326263202 | 0.000151347473596531 | 7.56737367982656e-05 |
130 | 0.999947789007136 | 0.000104421985728161 | 5.22109928640805e-05 |
131 | 0.999960494799931 | 7.90104001376366e-05 | 3.95052000688183e-05 |
132 | 0.999969309311197 | 6.13813776059391e-05 | 3.06906888029695e-05 |
133 | 0.999974908833887 | 5.01823322251811e-05 | 2.50911661125906e-05 |
134 | 0.999978849858042 | 4.23002839150827e-05 | 2.11501419575414e-05 |
135 | 0.999982995402758 | 3.40091944845697e-05 | 1.70045972422849e-05 |
136 | 0.999986530145793 | 2.69397084134936e-05 | 1.34698542067468e-05 |
137 | 0.999989414004613 | 2.11719907731902e-05 | 1.05859953865951e-05 |
138 | 0.999991761053953 | 1.64778920940956e-05 | 8.2389460470478e-06 |
139 | 0.999993856171723 | 1.22876565535923e-05 | 6.14382827679613e-06 |
140 | 0.999995799716942 | 8.40056611610564e-06 | 4.20028305805282e-06 |
141 | 0.99999725539547 | 5.48920905857923e-06 | 2.74460452928962e-06 |
142 | 0.999997936069363 | 4.12786127304336e-06 | 2.06393063652168e-06 |
143 | 0.99999828606305 | 3.42787390166572e-06 | 1.71393695083286e-06 |
144 | 0.999998547628627 | 2.90474274589083e-06 | 1.45237137294542e-06 |
145 | 0.999998743457507 | 2.5130849868582e-06 | 1.2565424934291e-06 |
146 | 0.99999899012952 | 2.01974096002009e-06 | 1.00987048001004e-06 |
147 | 0.999999186413775 | 1.62717244988566e-06 | 8.13586224942828e-07 |
148 | 0.999999333914261 | 1.33217147754796e-06 | 6.66085738773978e-07 |
149 | 0.99999946151074 | 1.07697851945171e-06 | 5.38489259725853e-07 |
150 | 0.999999551742297 | 8.96515405311334e-07 | 4.48257702655667e-07 |
151 | 0.999999638708088 | 7.22583824082706e-07 | 3.61291912041353e-07 |
152 | 0.9999997333606 | 5.33278798643319e-07 | 2.6663939932166e-07 |
153 | 0.999999803375521 | 3.9324895781322e-07 | 1.9662447890661e-07 |
154 | 0.99999983410672 | 3.31786558725883e-07 | 1.65893279362941e-07 |
155 | 0.999999833318755 | 3.33362489995273e-07 | 1.66681244997637e-07 |
156 | 0.99999981904878 | 3.61902442078667e-07 | 1.80951221039334e-07 |
157 | 0.999999804505783 | 3.90988433542526e-07 | 1.95494216771263e-07 |
158 | 0.999999790401387 | 4.19197226718107e-07 | 2.09598613359054e-07 |
159 | 0.999999773092667 | 4.53814665961253e-07 | 2.26907332980627e-07 |
160 | 0.999999753937408 | 4.92125184470065e-07 | 2.46062592235032e-07 |
161 | 0.9999997279073 | 5.44185398754652e-07 | 2.72092699377326e-07 |
162 | 0.9999997029626 | 5.94074801284124e-07 | 2.97037400642062e-07 |
163 | 0.99999967205206 | 6.55895881721678e-07 | 3.27947940860839e-07 |
164 | 0.99999964712431 | 7.05751380364164e-07 | 3.52875690182082e-07 |
165 | 0.99999961793354 | 7.64132920171624e-07 | 3.82066460085812e-07 |
166 | 0.99999956745811 | 8.65083781801605e-07 | 4.32541890900803e-07 |
167 | 0.99999953019928 | 9.39601440241427e-07 | 4.69800720120714e-07 |
168 | 0.99999949694404 | 1.00611191913008e-06 | 5.03055959565039e-07 |
169 | 0.999999518192394 | 9.63615213065183e-07 | 4.81807606532591e-07 |
170 | 0.999999536178026 | 9.27643948864773e-07 | 4.63821974432387e-07 |
171 | 0.999999536339008 | 9.27321984176663e-07 | 4.63660992088331e-07 |
172 | 0.999999529583577 | 9.40832846076038e-07 | 4.70416423038019e-07 |
173 | 0.99999951990471 | 9.60190579614715e-07 | 4.80095289807357e-07 |
174 | 0.99999950787045 | 9.84259101801261e-07 | 4.92129550900631e-07 |
175 | 0.99999945084011 | 1.09831978011624e-06 | 5.49159890058118e-07 |
176 | 0.999999401276513 | 1.1974469731359e-06 | 5.9872348656795e-07 |
177 | 0.999999330959438 | 1.33808112316551e-06 | 6.69040561582753e-07 |
178 | 0.999999235815044 | 1.52836991225374e-06 | 7.64184956126868e-07 |
179 | 0.999999129362067 | 1.7412758650372e-06 | 8.70637932518598e-07 |
180 | 0.999999019275595 | 1.96144880958253e-06 | 9.80724404791263e-07 |
181 | 0.99999899343024 | 2.01313951860564e-06 | 1.00656975930282e-06 |
182 | 0.999998966838355 | 2.0663232906807e-06 | 1.03316164534035e-06 |
183 | 0.999998872995715 | 2.25400857046947e-06 | 1.12700428523473e-06 |
184 | 0.999998787130595 | 2.42573881060364e-06 | 1.21286940530182e-06 |
185 | 0.999998660386968 | 2.67922606318755e-06 | 1.33961303159378e-06 |
186 | 0.999998543696014 | 2.91260797201957e-06 | 1.45630398600979e-06 |
187 | 0.999998413245425 | 3.17350914957132e-06 | 1.58675457478566e-06 |
188 | 0.99999835941846 | 3.28116308187098e-06 | 1.64058154093549e-06 |
189 | 0.999998392204602 | 3.21559079519994e-06 | 1.60779539759997e-06 |
190 | 0.999998619439476 | 2.76112104797354e-06 | 1.38056052398677e-06 |
191 | 0.999998845146686 | 2.30970662777182e-06 | 1.15485331388591e-06 |
192 | 0.999999131261134 | 1.73747773278788e-06 | 8.6873886639394e-07 |
193 | 0.999999494354997 | 1.01129000614497e-06 | 5.05645003072483e-07 |
194 | 0.999999653049467 | 6.93901066063775e-07 | 3.46950533031888e-07 |
195 | 0.99999972426545 | 5.51469098885299e-07 | 2.75734549442649e-07 |
196 | 0.999999782052837 | 4.35894326521951e-07 | 2.17947163260975e-07 |
197 | 0.999999803484347 | 3.93031306693103e-07 | 1.96515653346552e-07 |
198 | 0.999999796119224 | 4.07761551840874e-07 | 2.03880775920437e-07 |
199 | 0.999999796811468 | 4.06377063049744e-07 | 2.03188531524872e-07 |
200 | 0.999999808810427 | 3.82379144923557e-07 | 1.91189572461779e-07 |
201 | 0.99999980637934 | 3.87241321108863e-07 | 1.93620660554431e-07 |
202 | 0.999999796363914 | 4.07272171559903e-07 | 2.03636085779952e-07 |
203 | 0.999999812468176 | 3.75063647032294e-07 | 1.87531823516147e-07 |
204 | 0.999999833507683 | 3.32984634021051e-07 | 1.66492317010526e-07 |
205 | 0.999999865892957 | 2.68214085998175e-07 | 1.34107042999087e-07 |
206 | 0.999999892985338 | 2.14029323959034e-07 | 1.07014661979517e-07 |
207 | 0.999999917352818 | 1.65294364645374e-07 | 8.26471823226872e-08 |
208 | 0.999999939789204 | 1.20421591677964e-07 | 6.0210795838982e-08 |
209 | 0.999999953569671 | 9.28606575682406e-08 | 4.64303287841203e-08 |
210 | 0.999999969811131 | 6.03777369368722e-08 | 3.01888684684361e-08 |
211 | 0.999999979274203 | 4.14515934997488e-08 | 2.07257967498744e-08 |
212 | 0.999999986605322 | 2.6789355163883e-08 | 1.33946775819415e-08 |
213 | 0.999999991814959 | 1.63700827800446e-08 | 8.1850413900223e-09 |
214 | 0.999999994452857 | 1.10942863368254e-08 | 5.54714316841268e-09 |
215 | 0.999999996951927 | 6.09614592378876e-09 | 3.04807296189438e-09 |
216 | 0.999999998620626 | 2.7587475829071e-09 | 1.37937379145355e-09 |
217 | 0.999999999393421 | 1.21315803446963e-09 | 6.06579017234817e-10 |
218 | 0.999999999758326 | 4.83347914552319e-10 | 2.4167395727616e-10 |
219 | 0.999999999903593 | 1.92813807119726e-10 | 9.64069035598628e-11 |
220 | 0.999999999960668 | 7.86646745879028e-11 | 3.93323372939514e-11 |
221 | 0.999999999983085 | 3.38299917298966e-11 | 1.69149958649483e-11 |
222 | 0.999999999991932 | 1.61366623805193e-11 | 8.06833119025965e-12 |
223 | 0.999999999996024 | 7.95234401599592e-12 | 3.97617200799796e-12 |
224 | 0.999999999999074 | 1.85185482139514e-12 | 9.2592741069757e-13 |
225 | 0.999999999999738 | 5.23933181337062e-13 | 2.61966590668531e-13 |
226 | 0.999999999999865 | 2.69726487916817e-13 | 1.34863243958408e-13 |
227 | 0.999999999999946 | 1.0702817240696e-13 | 5.351408620348e-14 |
228 | 0.999999999999986 | 2.8460716913323e-14 | 1.42303584566615e-14 |
229 | 0.999999999999997 | 6.01575987931308e-15 | 3.00787993965654e-15 |
230 | 1 | 1.39070513595561e-15 | 6.95352567977804e-16 |
231 | 1 | 2.88191986777283e-16 | 1.44095993388642e-16 |
232 | 1 | 6.81338024579003e-17 | 3.40669012289501e-17 |
233 | 1 | 1.30570388385813e-17 | 6.52851941929066e-18 |
234 | 1 | 2.49805299434161e-18 | 1.2490264971708e-18 |
235 | 1 | 5.22404112150812e-19 | 2.61202056075406e-19 |
236 | 1 | 1.90451167100417e-20 | 9.52255835502084e-21 |
237 | 1 | 2.07426336649513e-21 | 1.03713168324757e-21 |
238 | 1 | 3.93487973837893e-22 | 1.96743986918946e-22 |
239 | 1 | 3.85040401419165e-23 | 1.92520200709583e-23 |
240 | 1 | 2.11640250259427e-24 | 1.05820125129713e-24 |
241 | 1 | 1.07031659209854e-25 | 5.35158296049272e-26 |
242 | 1 | 1.05081009275048e-26 | 5.25405046375239e-27 |
243 | 1 | 3.73842766452656e-27 | 1.86921383226328e-27 |
244 | 1 | 5.99410146347582e-28 | 2.99705073173791e-28 |
245 | 1 | 2.01530618717806e-28 | 1.00765309358903e-28 |
246 | 1 | 9.72788272368434e-29 | 4.86394136184217e-29 |
247 | 1 | 9.21288618884018e-29 | 4.60644309442009e-29 |
248 | 1 | 1.00961580531047e-30 | 5.04807902655233e-31 |
249 | 1 | 3.54541324443796e-31 | 1.77270662221898e-31 |
250 | 1 | 3.39749397224544e-31 | 1.69874698612272e-31 |
251 | 1 | 3.4636033305453e-31 | 1.73180166527265e-31 |
252 | 1 | 7.91606104157957e-31 | 3.95803052078978e-31 |
253 | 1 | 2.02659221136635e-30 | 1.01329610568317e-30 |
254 | 1 | 8.7273076664058e-30 | 4.3636538332029e-30 |
255 | 1 | 5.46056182828728e-29 | 2.73028091414364e-29 |
256 | 1 | 2.96386949363074e-28 | 1.48193474681537e-28 |
257 | 1 | 1.57855445235852e-27 | 7.89277226179258e-28 |
258 | 1 | 1.04819172958237e-26 | 5.24095864791186e-27 |
259 | 1 | 6.34947647461198e-26 | 3.17473823730599e-26 |
260 | 1 | 2.84604249449834e-25 | 1.42302124724917e-25 |
261 | 1 | 8.19520536265154e-25 | 4.09760268132577e-25 |
262 | 1 | 2.49074276744832e-24 | 1.24537138372416e-24 |
263 | 1 | 1.61767000204581e-23 | 8.08835001022907e-24 |
264 | 1 | 9.42189299975154e-23 | 4.71094649987577e-23 |
265 | 1 | 4.0366154876006e-22 | 2.0183077438003e-22 |
266 | 1 | 1.71122828952221e-21 | 8.55614144761104e-22 |
267 | 1 | 7.96576789730461e-21 | 3.98288394865231e-21 |
268 | 1 | 3.19462571295297e-20 | 1.59731285647649e-20 |
269 | 1 | 1.2462671788418e-19 | 6.23133589420899e-20 |
270 | 1 | 2.94377867111078e-19 | 1.47188933555539e-19 |
271 | 1 | 1.21143348059794e-18 | 6.0571674029897e-19 |
272 | 1 | 2.97639652619114e-18 | 1.48819826309557e-18 |
273 | 1 | 4.12168004565236e-18 | 2.06084002282618e-18 |
274 | 1 | 9.76203439654685e-18 | 4.88101719827342e-18 |
275 | 1 | 4.93284877363258e-17 | 2.46642438681629e-17 |
276 | 1 | 2.13557846102591e-16 | 1.06778923051295e-16 |
277 | 1 | 7.32648323104762e-16 | 3.66324161552381e-16 |
278 | 1 | 2.00380220106189e-15 | 1.00190110053094e-15 |
279 | 0.999999999999998 | 3.17646425927085e-15 | 1.58823212963543e-15 |
280 | 0.999999999999991 | 1.76186394699207e-14 | 8.80931973496034e-15 |
281 | 0.999999999999964 | 7.22051694861164e-14 | 3.61025847430582e-14 |
282 | 0.99999999999983 | 3.393637472864e-13 | 1.696818736432e-13 |
283 | 0.999999999998573 | 2.85372232584555e-12 | 1.42686116292278e-12 |
284 | 0.999999999988749 | 2.25027486567873e-11 | 1.12513743283936e-11 |
285 | 0.999999999922292 | 1.55414937369996e-10 | 7.77074686849981e-11 |
286 | 0.999999999624825 | 7.50349871438447e-10 | 3.75174935719224e-10 |
287 | 0.999999998725946 | 2.54810768098833e-09 | 1.27405384049417e-09 |
288 | 0.99999999371444 | 1.25711188935795e-08 | 6.28555944678975e-09 |
289 | 0.99999996145362 | 7.70927580699106e-08 | 3.85463790349553e-08 |
290 | 0.999999777241353 | 4.45517293939243e-07 | 2.22758646969622e-07 |
291 | 0.99999884966941 | 2.30066117831621e-06 | 1.1503305891581e-06 |
292 | 0.999994799132548 | 1.04017349041095e-05 | 5.20086745205476e-06 |
293 | 0.999982896692084 | 3.42066158321131e-05 | 1.71033079160565e-05 |
294 | 0.999930181261757 | 0.000139637476485608 | 6.9818738242804e-05 |
295 | 0.999857264737578 | 0.000285470524844846 | 0.000142735262422423 |
296 | 0.999371152183402 | 0.00125769563319603 | 0.000628847816598016 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 237 | 0.843416370106762 | NOK |
5% type I error level | 252 | 0.896797153024911 | NOK |
10% type I error level | 259 | 0.921708185053381 | NOK |