| Multiple Linear Regression - Estimated Regression Equation |
| Werkloosheid[t] = + 536784.761904762 -2958.35281385281M1[t] -10665.8571428571M2[t] -21718.0952380952M3[t] -29405.8571428571M4[t] -39890.8571428572M5[t] -39024.4285714286M6[t] + 13619.1904761905M7[t] + 29968.2380952381M8[t] + 21784.9047619048M9[t] + 8817.80952380952M10[t] -4299.38095238095M11[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) | 536784.761904762 | 12643.547213 | 42.4552 | 0 | 0 |
| M1 | -2958.35281385281 | 17676.318651 | -0.1674 | 0.867225 | 0.433613 |
| M2 | -10665.8571428571 | 17880.675945 | -0.5965 | 0.5514 | 0.2757 |
| M3 | -21718.0952380952 | 17880.675945 | -1.2146 | 0.225703 | 0.112851 |
| M4 | -29405.8571428571 | 17880.675945 | -1.6446 | 0.101364 | 0.050682 |
| M5 | -39890.8571428572 | 17880.675945 | -2.2309 | 0.026605 | 0.013303 |
| M6 | -39024.4285714286 | 17880.675945 | -2.1825 | 0.030039 | 0.01502 |
| M7 | 13619.1904761905 | 17880.675945 | 0.7617 | 0.447001 | 0.223501 |
| M8 | 29968.2380952381 | 17880.675945 | 1.676 | 0.095033 | 0.047516 |
| M9 | 21784.9047619048 | 17880.675945 | 1.2183 | 0.224283 | 0.112141 |
| M10 | 8817.80952380952 | 17880.675945 | 0.4931 | 0.622357 | 0.311179 |
| M11 | -4299.38095238095 | 17880.675945 | -0.2404 | 0.810187 | 0.405094 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.361035586213063 |
| R-squared | 0.13034669451221 |
| Adjusted R-squared | 0.0906529751745929 |
| F-TEST (value) | 3.28381156231643 |
| F-TEST (DF numerator) | 11 |
| F-TEST (DF denominator) | 241 |
| p-value | 0.000325875744467963 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 57940.0121559994 |
| Sum Squared Residuals | 809047847081.604 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 413491 | 533826.409090909 | -120335.409090909 |
| 2 | 399153 | 526118.904761905 | -126965.904761905 |
| 3 | 385939 | 515066.666666667 | -129127.666666667 |
| 4 | 373917 | 507378.904761905 | -133461.904761905 |
| 5 | 364635 | 496893.904761905 | -132258.904761905 |
| 6 | 364696 | 497760.333333333 | -133064.333333333 |
| 7 | 418358 | 550403.952380952 | -132045.952380952 |
| 8 | 428212 | 566753 | -138541 |
| 9 | 423730 | 558569.666666667 | -134839.666666667 |
| 10 | 420677 | 545602.571428571 | -124925.571428571 |
| 11 | 417428 | 532485.380952381 | -115057.380952381 |
| 12 | 423245 | 536784.761904762 | -113539.761904762 |
| 13 | 423113 | 533826.409090909 | -110713.409090909 |
| 14 | 418873 | 526118.904761905 | -107245.904761905 |
| 15 | 405733 | 515066.666666667 | -109333.666666667 |
| 16 | 397812 | 507378.904761905 | -109566.904761905 |
| 17 | 389918 | 496893.904761905 | -106975.904761905 |
| 18 | 391116 | 497760.333333333 | -106644.333333333 |
| 19 | 443814 | 550403.952380952 | -106589.952380952 |
| 20 | 460373 | 566753 | -106380 |
| 21 | 455422 | 558569.666666667 | -103147.666666667 |
| 22 | 456288 | 545602.571428571 | -89314.5714285714 |
| 23 | 452233 | 532485.380952381 | -80252.380952381 |
| 24 | 459256 | 536784.761904762 | -77528.7619047619 |
| 25 | 461146 | 533826.409090909 | -72680.4090909091 |
| 26 | 451391 | 526118.904761905 | -74727.9047619048 |
| 27 | 443101 | 515066.666666667 | -71965.6666666667 |
| 28 | 438810 | 507378.904761905 | -68568.9047619048 |
| 29 | 430457 | 496893.904761905 | -66436.9047619048 |
| 30 | 435721 | 497760.333333333 | -62039.3333333333 |
| 31 | 488280 | 550403.952380952 | -62123.9523809524 |
| 32 | 505814 | 566753 | -60939 |
| 33 | 502338 | 558569.666666667 | -56231.6666666667 |
| 34 | 500910 | 545602.571428571 | -44692.5714285714 |
| 35 | 501434 | 532485.380952381 | -31051.380952381 |
| 36 | 515476 | 536784.761904762 | -21308.7619047619 |
| 37 | 520862 | 533826.409090909 | -12964.4090909091 |
| 38 | 519517 | 526118.904761905 | -6601.90476190477 |
| 39 | 511805 | 515066.666666667 | -3261.66666666667 |
| 40 | 508607 | 507378.904761905 | 1228.09523809524 |
| 41 | 505327 | 496893.904761905 | 8433.09523809524 |
| 42 | 511435 | 497760.333333333 | 13674.6666666667 |
| 43 | 570158 | 550403.952380952 | 19754.0476190476 |
| 44 | 591665 | 566753 | 24912 |
| 45 | 593572 | 558569.666666667 | 35002.3333333333 |
| 46 | 586346 | 545602.571428571 | 40743.4285714286 |
| 47 | 586063 | 532485.380952381 | 53577.6190476191 |
| 48 | 591504 | 536784.761904762 | 54719.2380952381 |
| 49 | 594033 | 533826.409090909 | 60206.5909090909 |
| 50 | 585597 | 526118.904761905 | 59478.0952380953 |
| 51 | 572450 | 515066.666666667 | 57383.3333333333 |
| 52 | 562917 | 507378.904761905 | 55538.0952380952 |
| 53 | 554675 | 496893.904761905 | 57781.0952380952 |
| 54 | 553997 | 497760.333333333 | 56236.6666666667 |
| 55 | 601310 | 550403.952380952 | 50906.0476190476 |
| 56 | 622255 | 566753 | 55502 |
| 57 | 616735 | 558569.666666667 | 58165.3333333333 |
| 58 | 606480 | 545602.571428571 | 60877.4285714286 |
| 59 | 595079 | 532485.380952381 | 62593.619047619 |
| 60 | 598588 | 536784.761904762 | 61803.2380952381 |
| 61 | 599917 | 533826.409090909 | 66090.5909090909 |
| 62 | 591573 | 526118.904761905 | 65454.0952380952 |
| 63 | 575489 | 515066.666666667 | 60422.3333333333 |
| 64 | 567223 | 507378.904761905 | 59844.0952380952 |
| 65 | 555338 | 496893.904761905 | 58444.0952380952 |
| 66 | 555252 | 497760.333333333 | 57491.6666666667 |
| 67 | 608249 | 550403.952380952 | 57845.0476190476 |
| 68 | 630859 | 566753 | 64106 |
| 69 | 628632 | 558569.666666667 | 70062.3333333333 |
| 70 | 624435 | 545602.571428571 | 78832.4285714286 |
| 71 | 609670 | 532485.380952381 | 77184.619047619 |
| 72 | 615830 | 536784.761904762 | 79045.2380952381 |
| 73 | 621170 | 533826.409090909 | 87343.590909091 |
| 74 | 604212 | 526118.904761905 | 78093.0952380952 |
| 75 | 584348 | 515066.666666667 | 69281.3333333333 |
| 76 | 573717 | 507378.904761905 | 66338.0952380952 |
| 77 | 555234 | 496893.904761905 | 58340.0952380952 |
| 78 | 544897 | 497760.333333333 | 47136.6666666667 |
| 79 | 598866 | 550403.952380952 | 48462.0476190476 |
| 80 | 620081 | 566753 | 53328 |
| 81 | 607699 | 558569.666666667 | 49129.3333333333 |
| 82 | 589960 | 545602.571428571 | 44357.4285714286 |
| 83 | 578665 | 532485.380952381 | 46179.6190476191 |
| 84 | 580166 | 536784.761904762 | 43381.2380952381 |
| 85 | 579457 | 533826.409090909 | 45630.5909090909 |
| 86 | 571560 | 526118.904761905 | 45441.0952380952 |
| 87 | 560460 | 515066.666666667 | 45393.3333333333 |
| 88 | 551397 | 507378.904761905 | 44018.0952380952 |
| 89 | 536763 | 496893.904761905 | 39869.0952380952 |
| 90 | 540562 | 497760.333333333 | 42801.6666666667 |
| 91 | 588184 | 550403.952380952 | 37780.0476190476 |
| 92 | 607049 | 566753 | 40296 |
| 93 | 598968 | 558569.666666667 | 40398.3333333333 |
| 94 | 577644 | 545602.571428571 | 32041.4285714286 |
| 95 | 562640 | 532485.380952381 | 30154.6190476191 |
| 96 | 565867 | 536784.761904762 | 29082.2380952381 |
| 97 | 561274 | 533826.409090909 | 27447.5909090909 |
| 98 | 554144 | 526118.904761905 | 28025.0952380952 |
| 99 | 539900 | 515066.666666667 | 24833.3333333333 |
| 100 | 526271 | 507378.904761905 | 18892.0952380952 |
| 101 | 511841 | 496893.904761905 | 14947.0952380952 |
| 102 | 505282 | 497760.333333333 | 7521.66666666666 |
| 103 | 554083 | 550403.952380952 | 3679.04761904762 |
| 104 | 584225 | 566753 | 17472 |
| 105 | 568858 | 558569.666666667 | 10288.3333333333 |
| 106 | 539516 | 545602.571428571 | -6086.57142857142 |
| 107 | 521612 | 532485.380952381 | -10873.380952381 |
| 108 | 525562 | 536784.761904762 | -11222.7619047619 |
| 109 | 526519 | 533826.409090909 | -7307.40909090908 |
| 110 | 515713 | 526118.904761905 | -10405.9047619048 |
| 111 | 503454 | 515066.666666667 | -11612.6666666667 |
| 112 | 489301 | 507378.904761905 | -18077.9047619048 |
| 113 | 479020 | 496893.904761905 | -17873.9047619047 |
| 114 | 475102 | 497760.333333333 | -22658.3333333333 |
| 115 | 523682 | 550403.952380952 | -26721.9523809524 |
| 116 | 551528 | 566753 | -15225 |
| 117 | 531626 | 558569.666666667 | -26943.6666666667 |
| 118 | 511037 | 545602.571428571 | -34565.5714285714 |
| 119 | 492417 | 532485.380952381 | -40068.380952381 |
| 120 | 492188 | 536784.761904762 | -44596.7619047619 |
| 121 | 492865 | 533826.409090909 | -40961.4090909091 |
| 122 | 480961 | 526118.904761905 | -45157.9047619048 |
| 123 | 461935 | 515066.666666667 | -53131.6666666667 |
| 124 | 456608 | 507378.904761905 | -50770.9047619048 |
| 125 | 441977 | 496893.904761905 | -54916.9047619048 |
| 126 | 439148 | 497760.333333333 | -58612.3333333333 |
| 127 | 488180 | 550403.952380952 | -62223.9523809524 |
| 128 | 520564 | 566753 | -46189 |
| 129 | 501492 | 558569.666666667 | -57077.6666666667 |
| 130 | 485025 | 545602.571428571 | -60577.5714285714 |
| 131 | 464196 | 532485.380952381 | -68289.380952381 |
| 132 | 460170 | 536784.761904762 | -76614.7619047619 |
| 133 | 467037 | 533826.409090909 | -66789.4090909091 |
| 134 | 460070 | 526118.904761905 | -66048.9047619047 |
| 135 | 447988 | 515066.666666667 | -67078.6666666667 |
| 136 | 442867 | 507378.904761905 | -64511.9047619048 |
| 137 | 436087 | 496893.904761905 | -60806.9047619048 |
| 138 | 431328 | 497760.333333333 | -66432.3333333333 |
| 139 | 484015 | 550403.952380952 | -66388.9523809524 |
| 140 | 509673 | 566753 | -57080 |
| 141 | 512927 | 558569.666666667 | -45642.6666666667 |
| 142 | 502831 | 545602.571428571 | -42771.5714285714 |
| 143 | 470984 | 532485.380952381 | -61501.3809523809 |
| 144 | 471067 | 536784.761904762 | -65717.7619047619 |
| 145 | 476049 | 533826.409090909 | -57777.4090909091 |
| 146 | 474605 | 526118.904761905 | -51513.9047619047 |
| 147 | 470439 | 515066.666666667 | -44627.6666666667 |
| 148 | 461251 | 507378.904761905 | -46127.9047619048 |
| 149 | 454724 | 496893.904761905 | -42169.9047619048 |
| 150 | 455626 | 497760.333333333 | -42134.3333333333 |
| 151 | 516847 | 550403.952380952 | -33556.9523809524 |
| 152 | 525192 | 566753 | -41561 |
| 153 | 522975 | 558569.666666667 | -35594.6666666667 |
| 154 | 518585 | 545602.571428571 | -27017.5714285714 |
| 155 | 509239 | 532485.380952381 | -23246.380952381 |
| 156 | 512238 | 536784.761904762 | -24546.7619047619 |
| 157 | 519164 | 533826.409090909 | -14662.4090909091 |
| 158 | 517009 | 526118.904761905 | -9109.90476190477 |
| 159 | 509933 | 515066.666666667 | -5133.66666666667 |
| 160 | 509127 | 507378.904761905 | 1748.09523809524 |
| 161 | 500857 | 496893.904761905 | 3963.09523809524 |
| 162 | 506971 | 497760.333333333 | 9210.66666666666 |
| 163 | 569323 | 550403.952380952 | 18919.0476190476 |
| 164 | 579714 | 566753 | 12961 |
| 165 | 577992 | 558569.666666667 | 19422.3333333333 |
| 166 | 565464 | 545602.571428571 | 19861.4285714286 |
| 167 | 547344 | 532485.380952381 | 14858.619047619 |
| 168 | 554788 | 536784.761904762 | 18003.2380952381 |
| 169 | 562325 | 533826.409090909 | 28498.5909090909 |
| 170 | 560854 | 526118.904761905 | 34735.0952380952 |
| 171 | 555332 | 515066.666666667 | 40265.3333333333 |
| 172 | 543599 | 507378.904761905 | 36220.0952380952 |
| 173 | 536662 | 496893.904761905 | 39768.0952380952 |
| 174 | 542722 | 497760.333333333 | 44961.6666666667 |
| 175 | 593530 | 550403.952380952 | 43126.0476190476 |
| 176 | 610763 | 566753 | 44010 |
| 177 | 612613 | 558569.666666667 | 54043.3333333333 |
| 178 | 611324 | 545602.571428571 | 65721.4285714286 |
| 179 | 594167 | 532485.380952381 | 61681.619047619 |
| 180 | 595454 | 536784.761904762 | 58669.2380952381 |
| 181 | 590865 | 533826.409090909 | 57038.5909090909 |
| 182 | 589379 | 526118.904761905 | 63260.0952380952 |
| 183 | 584428 | 515066.666666667 | 69361.3333333333 |
| 184 | 573100 | 507378.904761905 | 65721.0952380952 |
| 185 | 567456 | 496893.904761905 | 70562.0952380953 |
| 186 | 569028 | 497760.333333333 | 71267.6666666667 |
| 187 | 620735 | 550403.952380952 | 70331.0476190476 |
| 188 | 628884 | 566753 | 62131 |
| 189 | 628232 | 558569.666666667 | 69662.3333333333 |
| 190 | 612117 | 545602.571428571 | 66514.4285714286 |
| 191 | 595404 | 532485.380952381 | 62918.619047619 |
| 192 | 597141 | 536784.761904762 | 60356.2380952381 |
| 193 | 593408 | 533826.409090909 | 59581.5909090909 |
| 194 | 590072 | 526118.904761905 | 63953.0952380952 |
| 195 | 579799 | 515066.666666667 | 64732.3333333333 |
| 196 | 574205 | 507378.904761905 | 66826.0952380952 |
| 197 | 572775 | 496893.904761905 | 75881.0952380953 |
| 198 | 572942 | 497760.333333333 | 75181.6666666667 |
| 199 | 619567 | 550403.952380952 | 69163.0476190476 |
| 200 | 625809 | 566753 | 59056 |
| 201 | 619916 | 558569.666666667 | 61346.3333333333 |
| 202 | 587625 | 545602.571428571 | 42022.4285714286 |
| 203 | 565742 | 532485.380952381 | 33256.6190476191 |
| 204 | 557274 | 536784.761904762 | 20489.2380952381 |
| 205 | 560576 | 533826.409090909 | 26749.5909090909 |
| 206 | 548854 | 526118.904761905 | 22735.0952380952 |
| 207 | 531673 | 515066.666666667 | 16606.3333333333 |
| 208 | 525919 | 507378.904761905 | 18540.0952380952 |
| 209 | 511038 | 496893.904761905 | 14144.0952380952 |
| 210 | 498662 | 497760.333333333 | 901.66666666666 |
| 211 | 555362 | 550403.952380952 | 4958.04761904762 |
| 212 | 564591 | 566753 | -2161.99999999998 |
| 213 | 541657 | 558569.666666667 | -16912.6666666667 |
| 214 | 527070 | 545602.571428571 | -18532.5714285714 |
| 215 | 509846 | 532485.380952381 | -22639.380952381 |
| 216 | 514258 | 536784.761904762 | -22526.7619047619 |
| 217 | 516922 | 533826.409090909 | -16904.4090909091 |
| 218 | 507561 | 526118.904761905 | -18557.9047619048 |
| 219 | 492622 | 515066.666666667 | -22444.6666666667 |
| 220 | 490243 | 507378.904761905 | -17135.9047619048 |
| 221 | 469357 | 496893.904761905 | -27536.9047619048 |
| 222 | 477580 | 497760.333333333 | -20180.3333333333 |
| 223 | 528379 | 550403.952380952 | -22024.9523809524 |
| 224 | 533590 | 566753 | -33163 |
| 225 | 517945 | 558569.666666667 | -40624.6666666667 |
| 226 | 506174 | 545602.571428571 | -39428.5714285714 |
| 227 | 501866 | 532485.380952381 | -30619.380952381 |
| 228 | 516141 | 536784.761904762 | -20643.7619047619 |
| 229 | 528222 | 533826.409090909 | -5604.40909090908 |
| 230 | 532638 | 526118.904761905 | 6519.09523809523 |
| 231 | 536322 | 515066.666666667 | 21255.3333333333 |
| 232 | 536535 | 507378.904761905 | 29156.0952380952 |
| 233 | 523597 | 496893.904761905 | 26703.0952380952 |
| 234 | 536214 | 497760.333333333 | 38453.6666666667 |
| 235 | 586570 | 550403.952380952 | 36166.0476190476 |
| 236 | 596594 | 566753 | 29841 |
| 237 | 580523 | 558569.666666667 | 21953.3333333333 |
| 238 | 564478 | 545602.571428571 | 18875.4285714286 |
| 239 | 557560 | 532485.380952381 | 25074.6190476191 |
| 240 | 575093 | 536784.761904762 | 38308.2380952381 |
| 241 | 580112 | 533826.409090909 | 46285.5909090909 |
| 242 | 574761 | 526118.904761905 | 48642.0952380952 |
| 243 | 563250 | 515066.666666667 | 48183.3333333333 |
| 244 | 551531 | 507378.904761905 | 44152.0952380952 |
| 245 | 537034 | 496893.904761905 | 40140.0952380952 |
| 246 | 544686 | 497760.333333333 | 46925.6666666667 |
| 247 | 600991 | 550403.952380952 | 50587.0476190476 |
| 248 | 604378 | 566753 | 37625 |
| 249 | 586111 | 558569.666666667 | 27541.3333333333 |
| 250 | 563668 | 545602.571428571 | 18065.4285714286 |
| 251 | 548604 | 532485.380952381 | 16118.6190476191 |
| 252 | 551174 | 536784.761904762 | 14389.2380952381 |
| 253 | 555654 | 533826.409090909 | 21827.5909090909 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 15 | 0.0186912781210326 | 0.0373825562420652 | 0.981308721878967 |
| 16 | 0.0100930669675354 | 0.0201861339350708 | 0.989906933032465 |
| 17 | 0.00586175026364167 | 0.0117235005272833 | 0.994138249736358 |
| 18 | 0.00363150102196416 | 0.00726300204392832 | 0.996368498978036 |
| 19 | 0.00216862680474671 | 0.00433725360949341 | 0.997831373195253 |
| 20 | 0.00183820992101833 | 0.00367641984203666 | 0.998161790078982 |
| 21 | 0.00148317118139432 | 0.00296634236278863 | 0.998516828818606 |
| 22 | 0.00138392991526699 | 0.00276785983053398 | 0.998616070084733 |
| 23 | 0.00119773084559127 | 0.00239546169118254 | 0.998802269154409 |
| 24 | 0.00107185092095889 | 0.00214370184191778 | 0.998928149079041 |
| 25 | 0.00165353485493624 | 0.00330706970987249 | 0.998346465145064 |
| 26 | 0.00225204059757236 | 0.00450408119514473 | 0.997747959402428 |
| 27 | 0.00348740787555252 | 0.00697481575110505 | 0.996512592124447 |
| 28 | 0.0060862558247126 | 0.0121725116494252 | 0.993913744175287 |
| 29 | 0.00952954767314266 | 0.0190590953462853 | 0.990470452326857 |
| 30 | 0.0156812161090916 | 0.0313624322181832 | 0.984318783890908 |
| 31 | 0.0232406107140154 | 0.0464812214280307 | 0.976759389285985 |
| 32 | 0.0357835151801923 | 0.0715670303603846 | 0.964216484819808 |
| 33 | 0.052196301550693 | 0.104392603101386 | 0.947803698449307 |
| 34 | 0.0698384806847488 | 0.139676961369498 | 0.930161519315251 |
| 35 | 0.0939152489991503 | 0.187830497998301 | 0.90608475100085 |
| 36 | 0.133387835273178 | 0.266775670546356 | 0.866612164726822 |
| 37 | 0.229397014754134 | 0.458794029508268 | 0.770602985245866 |
| 38 | 0.36768626587447 | 0.735372531748941 | 0.63231373412553 |
| 39 | 0.519202323460899 | 0.961595353078201 | 0.480797676539101 |
| 40 | 0.666455956283701 | 0.667088087432598 | 0.333544043716299 |
| 41 | 0.791244421780865 | 0.41751115643827 | 0.208755578219135 |
| 42 | 0.880866257247118 | 0.238267485505764 | 0.119133742752882 |
| 43 | 0.939728366107338 | 0.120543267785325 | 0.0602716338926623 |
| 44 | 0.973672718928468 | 0.0526545621430632 | 0.0263272810715316 |
| 45 | 0.990097955831916 | 0.0198040883361686 | 0.0099020441680843 |
| 46 | 0.995920178749581 | 0.00815964250083707 | 0.00407982125041854 |
| 47 | 0.998446157167485 | 0.00310768566502971 | 0.00155384283251485 |
| 48 | 0.999370605390505 | 0.00125878921898964 | 0.00062939460949482 |
| 49 | 0.99982714520775 | 0.000345709584501444 | 0.000172854792250722 |
| 50 | 0.999950734713619 | 9.8530572762181e-05 | 4.92652863810905e-05 |
| 51 | 0.999984724939538 | 3.05501209232352e-05 | 1.52750604616176e-05 |
| 52 | 0.999994816862564 | 1.03662748722116e-05 | 5.18313743610581e-06 |
| 53 | 0.999998184164996 | 3.63167000740144e-06 | 1.81583500370072e-06 |
| 54 | 0.999999287927073 | 1.42414585365311e-06 | 7.12072926826554e-07 |
| 55 | 0.999999660312708 | 6.79374584913484e-07 | 3.39687292456742e-07 |
| 56 | 0.999999852575921 | 2.94848157186209e-07 | 1.47424078593104e-07 |
| 57 | 0.99999993254778 | 1.34904441708837e-07 | 6.74522208544186e-08 |
| 58 | 0.999999965065514 | 6.98689726251079e-08 | 3.4934486312554e-08 |
| 59 | 0.999999979116767 | 4.17664670563985e-08 | 2.08832335281993e-08 |
| 60 | 0.99999998647168 | 2.70566412542839e-08 | 1.3528320627142e-08 |
| 61 | 0.999999993472353 | 1.3055294241271e-08 | 6.52764712063548e-09 |
| 62 | 0.999999996719046 | 6.56190844478534e-09 | 3.28095422239267e-09 |
| 63 | 0.999999998087794 | 3.82441273245316e-09 | 1.91220636622658e-09 |
| 64 | 0.999999998847769 | 2.30446261382766e-09 | 1.15223130691383e-09 |
| 65 | 0.999999999239472 | 1.52105521275662e-09 | 7.60527606378311e-10 |
| 66 | 0.999999999469782 | 1.06043641391151e-09 | 5.30218206955754e-10 |
| 67 | 0.99999999962796 | 7.44078788832221e-10 | 3.7203939441611e-10 |
| 68 | 0.999999999772171 | 4.55657529815399e-10 | 2.278287649077e-10 |
| 69 | 0.999999999872902 | 2.54196748552386e-10 | 1.27098374276193e-10 |
| 70 | 0.999999999939284 | 1.21432208722596e-10 | 6.07161043612979e-11 |
| 71 | 0.999999999966617 | 6.67664388007879e-11 | 3.3383219400394e-11 |
| 72 | 0.99999999998236 | 3.52792685793966e-11 | 1.76396342896983e-11 |
| 73 | 0.999999999993762 | 1.2475749438302e-11 | 6.23787471915102e-12 |
| 74 | 0.999999999996964 | 6.0717473905527e-12 | 3.03587369527635e-12 |
| 75 | 0.999999999998076 | 3.84864896430788e-12 | 1.92432448215394e-12 |
| 76 | 0.999999999998666 | 2.66726148073025e-12 | 1.33363074036512e-12 |
| 77 | 0.999999999998833 | 2.3334027874312e-12 | 1.1667013937156e-12 |
| 78 | 0.999999999998675 | 2.65008120028841e-12 | 1.3250406001442e-12 |
| 79 | 0.99999999999853 | 2.94185533445235e-12 | 1.47092766722618e-12 |
| 80 | 0.999999999998508 | 2.98365759143353e-12 | 1.49182879571677e-12 |
| 81 | 0.999999999998296 | 3.40815330718247e-12 | 1.70407665359123e-12 |
| 82 | 0.99999999999779 | 4.42086152331872e-12 | 2.21043076165936e-12 |
| 83 | 0.99999999999718 | 5.63981395692563e-12 | 2.81990697846282e-12 |
| 84 | 0.999999999996213 | 7.57408425370699e-12 | 3.78704212685349e-12 |
| 85 | 0.999999999995237 | 9.5257863592052e-12 | 4.7628931796026e-12 |
| 86 | 0.999999999993995 | 1.2010114097544e-11 | 6.005057048772e-12 |
| 87 | 0.999999999992475 | 1.50493964979087e-11 | 7.52469824895433e-12 |
| 88 | 0.999999999990357 | 1.92855434965199e-11 | 9.64277174825994e-12 |
| 89 | 0.999999999986756 | 2.64884179090747e-11 | 1.32442089545374e-11 |
| 90 | 0.999999999982712 | 3.45764446903555e-11 | 1.72882223451777e-11 |
| 91 | 0.999999999975606 | 4.87876276498747e-11 | 2.43938138249374e-11 |
| 92 | 0.999999999966748 | 6.65048692734637e-11 | 3.32524346367319e-11 |
| 93 | 0.99999999995454 | 9.092112410483e-11 | 4.5460562052415e-11 |
| 94 | 0.999999999930057 | 1.39886720592933e-10 | 6.99433602964667e-11 |
| 95 | 0.99999999989073 | 2.18540784797887e-10 | 1.09270392398943e-10 |
| 96 | 0.99999999982851 | 3.42979412878697e-10 | 1.71489706439348e-10 |
| 97 | 0.999999999726397 | 5.47206244554711e-10 | 2.73603122277356e-10 |
| 98 | 0.999999999567915 | 8.64170023523266e-10 | 4.32085011761633e-10 |
| 99 | 0.999999999301706 | 1.39658856981401e-09 | 6.98294284907003e-10 |
| 100 | 0.999999998828063 | 2.3438731441193e-09 | 1.17193657205965e-09 |
| 101 | 0.999999998003233 | 3.99353383952212e-09 | 1.99676691976106e-09 |
| 102 | 0.99999999653705 | 6.92589891328068e-09 | 3.46294945664034e-09 |
| 103 | 0.999999994013832 | 1.19723363877599e-08 | 5.98616819387995e-09 |
| 104 | 0.99999999014941 | 1.97011784558306e-08 | 9.85058922791531e-09 |
| 105 | 0.999999983358857 | 3.32822869771929e-08 | 1.66411434885965e-08 |
| 106 | 0.999999971798504 | 5.6402992869461e-08 | 2.82014964347305e-08 |
| 107 | 0.999999953242918 | 9.35141642632276e-08 | 4.67570821316138e-08 |
| 108 | 0.999999923272225 | 1.53455550388566e-07 | 7.67277751942828e-08 |
| 109 | 0.999999873865177 | 2.52269645204331e-07 | 1.26134822602165e-07 |
| 110 | 0.999999796699136 | 4.0660172748014e-07 | 2.0330086374007e-07 |
| 111 | 0.999999677577352 | 6.44845295907632e-07 | 3.22422647953816e-07 |
| 112 | 0.999999509868679 | 9.80262642309954e-07 | 4.90131321154977e-07 |
| 113 | 0.999999259400072 | 1.48119985684899e-06 | 7.40599928424497e-07 |
| 114 | 0.999998925703243 | 2.1485935147871e-06 | 1.07429675739355e-06 |
| 115 | 0.999998501900172 | 2.99619965516248e-06 | 1.49809982758124e-06 |
| 116 | 0.999997735348825 | 4.52930235028114e-06 | 2.26465117514057e-06 |
| 117 | 0.999996826062454 | 6.34787509221e-06 | 3.173937546105e-06 |
| 118 | 0.999995833704062 | 8.33259187563313e-06 | 4.16629593781656e-06 |
| 119 | 0.999994797897548 | 1.04042049037094e-05 | 5.20210245185468e-06 |
| 120 | 0.999993829729024 | 1.23405419530757e-05 | 6.17027097653784e-06 |
| 121 | 0.999992581655276 | 1.48366894476564e-05 | 7.41834472382821e-06 |
| 122 | 0.999991643651154 | 1.67126976916183e-05 | 8.35634884580916e-06 |
| 123 | 0.99999172464574 | 1.65507085209606e-05 | 8.27535426048031e-06 |
| 124 | 0.999991631012726 | 1.67379745481565e-05 | 8.36898727407825e-06 |
| 125 | 0.99999212171613 | 1.57565677388542e-05 | 7.87828386942708e-06 |
| 126 | 0.99999317127435 | 1.36574513019844e-05 | 6.8287256509922e-06 |
| 127 | 0.999994577352277 | 1.0845295445522e-05 | 5.42264772276101e-06 |
| 128 | 0.999994145038569 | 1.17099228626386e-05 | 5.85496143131929e-06 |
| 129 | 0.999994692434407 | 1.06151311865308e-05 | 5.30756559326541e-06 |
| 130 | 0.999995458138846 | 9.08372230716943e-06 | 4.54186115358471e-06 |
| 131 | 0.999996597242684 | 6.80551463188309e-06 | 3.40275731594154e-06 |
| 132 | 0.99999791549768 | 4.1690046395285e-06 | 2.08450231976425e-06 |
| 133 | 0.999998562967272 | 2.87406545637048e-06 | 1.43703272818524e-06 |
| 134 | 0.999999058227367 | 1.88354526566732e-06 | 9.4177263283366e-07 |
| 135 | 0.999999442151093 | 1.11569781330828e-06 | 5.57848906654142e-07 |
| 136 | 0.999999666174146 | 6.6765170875287e-07 | 3.33825854376435e-07 |
| 137 | 0.999999788452884 | 4.23094233074766e-07 | 2.11547116537383e-07 |
| 138 | 0.999999894630727 | 2.10738546198207e-07 | 1.05369273099104e-07 |
| 139 | 0.999999951925506 | 9.61489888347238e-08 | 4.80744944173619e-08 |
| 140 | 0.999999967696072 | 6.46078568384449e-08 | 3.23039284192224e-08 |
| 141 | 0.999999971219481 | 5.75610376845771e-08 | 2.87805188422885e-08 |
| 142 | 0.999999972166608 | 5.56667844430837e-08 | 2.78333922215418e-08 |
| 143 | 0.999999983247199 | 3.35056019991283e-08 | 1.67528009995641e-08 |
| 144 | 0.99999999159423 | 1.68115399696506e-08 | 8.40576998482531e-09 |
| 145 | 0.999999995589842 | 8.82031509669107e-09 | 4.41015754834553e-09 |
| 146 | 0.999999997539018 | 4.92196322812485e-09 | 2.46098161406243e-09 |
| 147 | 0.999999998465463 | 3.06907416578397e-09 | 1.53453708289199e-09 |
| 148 | 0.999999999161673 | 1.6766537825438e-09 | 8.383268912719e-10 |
| 149 | 0.99999999949595 | 1.00810186598368e-09 | 5.04050932991839e-10 |
| 150 | 0.999999999734393 | 5.312129785784e-10 | 2.656064892892e-10 |
| 151 | 0.99999999982301 | 3.53980517453007e-10 | 1.76990258726504e-10 |
| 152 | 0.999999999890107 | 2.19785864302049e-10 | 1.09892932151025e-10 |
| 153 | 0.999999999914405 | 1.71189949543484e-10 | 8.5594974771742e-11 |
| 154 | 0.999999999908526 | 1.82949071623447e-10 | 9.14745358117235e-11 |
| 155 | 0.999999999889294 | 2.21412069882198e-10 | 1.10706034941099e-10 |
| 156 | 0.99999999987308 | 2.53841697770291e-10 | 1.26920848885145e-10 |
| 157 | 0.999999999841681 | 3.16637387804734e-10 | 1.58318693902367e-10 |
| 158 | 0.999999999797412 | 4.05176815687207e-10 | 2.02588407843604e-10 |
| 159 | 0.999999999734104 | 5.31790960433773e-10 | 2.65895480216887e-10 |
| 160 | 0.999999999613578 | 7.72843947755744e-10 | 3.86421973877872e-10 |
| 161 | 0.999999999415887 | 1.16822673016835e-09 | 5.84113365084177e-10 |
| 162 | 0.999999999096488 | 1.80702446151997e-09 | 9.03512230759983e-10 |
| 163 | 0.999999998471178 | 3.05764471240588e-09 | 1.52882235620294e-09 |
| 164 | 0.99999999731101 | 5.37798150290045e-09 | 2.68899075145022e-09 |
| 165 | 0.999999995126774 | 9.74645147108146e-09 | 4.87322573554073e-09 |
| 166 | 0.999999991139367 | 1.77212656275349e-08 | 8.86063281376746e-09 |
| 167 | 0.999999983930422 | 3.21391569550978e-08 | 1.60695784775489e-08 |
| 168 | 0.99999997114031 | 5.7719378499949e-08 | 2.88596892499745e-08 |
| 169 | 0.999999950212216 | 9.95755681436777e-08 | 4.97877840718388e-08 |
| 170 | 0.999999916625998 | 1.66748004334403e-07 | 8.33740021672015e-08 |
| 171 | 0.999999865597045 | 2.68805910632726e-07 | 1.34402955316363e-07 |
| 172 | 0.999999779136299 | 4.41727402066493e-07 | 2.20863701033247e-07 |
| 173 | 0.99999964594062 | 7.08118759051725e-07 | 3.54059379525863e-07 |
| 174 | 0.999999453711992 | 1.09257601567861e-06 | 5.46288007839307e-07 |
| 175 | 0.99999914919421 | 1.7016115813049e-06 | 8.50805790652452e-07 |
| 176 | 0.999998735292924 | 2.52941415239203e-06 | 1.26470707619601e-06 |
| 177 | 0.999998436572169 | 3.12685566235564e-06 | 1.56342783117782e-06 |
| 178 | 0.999998610616903 | 2.77876619382816e-06 | 1.38938309691408e-06 |
| 179 | 0.999998654585218 | 2.69082956391657e-06 | 1.34541478195829e-06 |
| 180 | 0.9999985801657 | 2.83966859758987e-06 | 1.41983429879494e-06 |
| 181 | 0.999998280965292 | 3.43806941668375e-06 | 1.71903470834188e-06 |
| 182 | 0.999998050101713 | 3.8997965732198e-06 | 1.9498982866099e-06 |
| 183 | 0.99999801439644 | 3.97120712035524e-06 | 1.98560356017762e-06 |
| 184 | 0.999997724146103 | 4.55170779365284e-06 | 2.27585389682642e-06 |
| 185 | 0.999997719319072 | 4.5613618555282e-06 | 2.2806809277641e-06 |
| 186 | 0.999997651451307 | 4.69709738574067e-06 | 2.34854869287034e-06 |
| 187 | 0.999997541434067 | 4.91713186664902e-06 | 2.45856593332451e-06 |
| 188 | 0.999997368815117 | 5.26236976535146e-06 | 2.63118488267573e-06 |
| 189 | 0.999998019983065 | 3.96003386999126e-06 | 1.98001693499563e-06 |
| 190 | 0.999998638365945 | 2.72326810994218e-06 | 1.36163405497109e-06 |
| 191 | 0.999998975430856 | 2.04913828752875e-06 | 1.02456914376438e-06 |
| 192 | 0.999999141422617 | 1.71715476682988e-06 | 8.5857738341494e-07 |
| 193 | 0.999999105868322 | 1.78826335596109e-06 | 8.94131677980544e-07 |
| 194 | 0.999999144915276 | 1.71016944795962e-06 | 8.55084723979812e-07 |
| 195 | 0.999999182577362 | 1.63484527510407e-06 | 8.17422637552034e-07 |
| 196 | 0.999999215270543 | 1.56945891323211e-06 | 7.84729456616054e-07 |
| 197 | 0.999999527059688 | 9.4588062403499e-07 | 4.72940312017495e-07 |
| 198 | 0.999999687287228 | 6.25425544058764e-07 | 3.12712772029382e-07 |
| 199 | 0.99999974204384 | 5.15912318355699e-07 | 2.57956159177849e-07 |
| 200 | 0.99999977785737 | 4.44285260747155e-07 | 2.22142630373578e-07 |
| 201 | 0.999999883847753 | 2.32304494156804e-07 | 1.16152247078402e-07 |
| 202 | 0.999999887807316 | 2.24385368273231e-07 | 1.12192684136616e-07 |
| 203 | 0.99999984842417 | 3.0315166070596e-07 | 1.5157583035298e-07 |
| 204 | 0.999999704394183 | 5.9121163405634e-07 | 2.9560581702817e-07 |
| 205 | 0.999999414094153 | 1.17181169400291e-06 | 5.85905847001456e-07 |
| 206 | 0.999998792220082 | 2.41555983598799e-06 | 1.20777991799399e-06 |
| 207 | 0.999997447458244 | 5.105083510994e-06 | 2.552541755497e-06 |
| 208 | 0.99999469760696 | 1.06047860816024e-05 | 5.3023930408012e-06 |
| 209 | 0.999989128056267 | 2.17438874666007e-05 | 1.08719437333003e-05 |
| 210 | 0.999980417144477 | 3.91657110465774e-05 | 1.95828555232887e-05 |
| 211 | 0.99996358937976 | 7.28212404806254e-05 | 3.64106202403127e-05 |
| 212 | 0.999931474906521 | 0.000137050186957184 | 6.8525093478592e-05 |
| 213 | 0.999879624266844 | 0.000240751466311206 | 0.000120375733155603 |
| 214 | 0.999786914065006 | 0.000426171869988666 | 0.000213085934994333 |
| 215 | 0.999658002419726 | 0.000683995160548333 | 0.000341997580274167 |
| 216 | 0.999502910537257 | 0.000994178925486133 | 0.000497089462743066 |
| 217 | 0.999327164373817 | 0.00134567125236554 | 0.00067283562618277 |
| 218 | 0.999181950564222 | 0.00163609887155644 | 0.00081804943577822 |
| 219 | 0.999219265595644 | 0.00156146880871102 | 0.00078073440435551 |
| 220 | 0.999205600547308 | 0.00158879890538355 | 0.000794399452691775 |
| 221 | 0.99935137615049 | 0.00129724769902024 | 0.000648623849510118 |
| 222 | 0.99952939221268 | 0.000941215574638494 | 0.000470607787319247 |
| 223 | 0.999720610129886 | 0.000558779740227438 | 0.000279389870113719 |
| 224 | 0.9998729419933 | 0.000254116013398272 | 0.000127058006699136 |
| 225 | 0.999954893210611 | 9.02135787777353e-05 | 4.51067893888677e-05 |
| 226 | 0.999982760261044 | 3.44794779121908e-05 | 1.72397389560954e-05 |
| 227 | 0.999992850629448 | 1.42987411032915e-05 | 7.14937055164575e-06 |
| 228 | 0.999997375963064 | 5.24807387138582e-06 | 2.62403693569291e-06 |
| 229 | 0.99999882439164 | 2.35121671844177e-06 | 1.17560835922088e-06 |
| 230 | 0.999999619483018 | 7.61033964270554e-07 | 3.80516982135277e-07 |
| 231 | 0.999999528364097 | 9.4327180601024e-07 | 4.7163590300512e-07 |
| 232 | 0.999998292700608 | 3.41459878438146e-06 | 1.70729939219073e-06 |
| 233 | 0.99999308161598 | 1.38367680396427e-05 | 6.91838401982135e-06 |
| 234 | 0.999964012760951 | 7.19744780976588e-05 | 3.59872390488294e-05 |
| 235 | 0.999862002588355 | 0.000275994823289516 | 0.000137997411644758 |
| 236 | 0.999277937920912 | 0.00144412415817555 | 0.000722062079087773 |
| 237 | 0.99619965240025 | 0.00760069519950122 | 0.00380034759975061 |
| 238 | 0.98077421330882 | 0.0384515733823593 | 0.0192257866911796 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 202 | 0.901785714285714 | NOK |
| 5% type I error level | 211 | 0.941964285714286 | NOK |
| 10% type I error level | 213 | 0.950892857142857 | NOK |
