| Multiple Linear Regression - Estimated Regression Equation |
| BEL[t] = + 11057.7785292189 -0.085113796884315EUR[t] -0.492518455375056NIK[t] -0.0152886478362995DOW[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) | 11057.7785292189 | 385.142713 | 28.7109 | 0 | 0 |
| EUR | -0.085113796884315 | 0.022508 | -3.7815 | 0.000196 | 9.8e-05 |
| NIK | -0.492518455375056 | 0.016163 | -30.4722 | 0 | 0 |
| DOW | -0.0152886478362995 | 0.034604 | -0.4418 | 0.659012 | 0.329506 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.903819062859847 |
| R-squared | 0.816888898388852 |
| Adjusted R-squared | 0.814664876911794 |
| F-TEST (value) | 367.302612324267 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 247 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1506.74965111212 |
| Sum Squared Residuals | 560762744.248247 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1072.06 | -26.5886468346514 | 1098.64864683465 |
| 2 | 1145.11 | 155.385222617303 | 989.724777382697 |
| 3 | 1176.86 | 372.509081685535 | 804.350918314465 |
| 4 | 1206.41 | 908.982737915375 | 297.427262084625 |
| 5 | 1192.72 | 2240.87847450742 | -1048.15847450742 |
| 6 | 1214.82 | 1907.0879912022 | -692.267991202197 |
| 7 | 1199.07 | 2568.13875209159 | -1369.06875209159 |
| 8 | 1157.47 | 2919.52445594726 | -1762.05445594726 |
| 9 | 1100.1 | 3147.48479179532 | -2047.38479179532 |
| 10 | 1095.63 | 1950.529151414 | -854.899151414001 |
| 11 | 1105.63 | 2466.20765545868 | -1360.57765545868 |
| 12 | 1137.79 | 2629.96743673552 | -1492.17743673552 |
| 13 | 1124.72 | 2349.02743212337 | -1224.30743212337 |
| 14 | 1152.6 | 2714.39619555812 | -1561.79619555812 |
| 15 | 1211.85 | 2522.53697038215 | -1310.68697038215 |
| 16 | 1239.62 | 2024.71385559684 | -785.093855596843 |
| 17 | 1244.13 | 1064.87331504551 | 179.256684954494 |
| 18 | 1198.42 | 732.827519958343 | 465.592480041657 |
| 19 | 1227.99 | 999.689729112385 | 228.300270887615 |
| 20 | 1304.92 | 1058.65805007649 | 246.261949923514 |
| 21 | 1340.26 | 735.727835878956 | 604.532164121044 |
| 22 | 1307.32 | 752.63374822103 | 554.68625177897 |
| 23 | 1356.51 | 968.609838488804 | 387.900161511196 |
| 24 | 1383.29 | 2060.39188380742 | -677.101883807416 |
| 25 | 1437.87 | 2358.97891450684 | -921.108914506838 |
| 26 | 1494.56 | 1709.17830825384 | -214.618308253835 |
| 27 | 1521.42 | 1172.18111428462 | 349.238885715384 |
| 28 | 1498.76 | 1017.37851075308 | 481.381489246921 |
| 29 | 1488.75 | 1101.87893440971 | 386.871065590285 |
| 30 | 1524.62 | 950.675013240191 | 573.944986759809 |
| 31 | 1439.27 | 545.27971724508 | 893.99028275492 |
| 32 | 1423.11 | 770.11439557674 | 652.99560442326 |
| 33 | 1466.85 | 738.32740573456 | 728.52259426544 |
| 34 | 1425.83 | 1075.0522322467 | 350.777767753302 |
| 35 | 1363.45 | 1113.42310862792 | 250.026891372083 |
| 36 | 1389.18 | 1391.60355235436 | -2.42355235436042 |
| 37 | 1395.89 | 1376.76990616801 | 19.1200938319906 |
| 38 | 1368.43 | 1514.92375494859 | -146.493754948588 |
| 39 | 1349.03 | 1991.95126887062 | -642.921268870623 |
| 40 | 1299.88 | 2792.81981026683 | -1492.93981026683 |
| 41 | 1365.41 | 2842.14195001766 | -1476.73195001766 |
| 42 | 1451.04 | 2811.60640355737 | -1360.56640355737 |
| 43 | 1433.75 | 3467.25530324323 | -2033.50530324323 |
| 44 | 1464.65 | 2894.31510724962 | -1429.66510724962 |
| 45 | 1475.57 | 2291.37227056488 | -815.802270564885 |
| 46 | 1471.16 | 1934.44184660664 | -463.281846606638 |
| 47 | 1429.12 | 2016.27720671298 | -587.157206712984 |
| 48 | 1452.46 | 1935.28621115646 | -482.826211156465 |
| 49 | 1538.09 | 1284.62168977382 | 253.468310226181 |
| 50 | 1631.59 | 792.318429486088 | 839.271570513912 |
| 51 | 1665.5 | 655.082965772593 | 1010.41703422741 |
| 52 | 1690.6 | 791.803317086842 | 898.796682913158 |
| 53 | 1711.74 | 78.074097784898 | 1633.6659022151 |
| 54 | 1734.11 | 115.85001827736 | 1618.25998172264 |
| 55 | 1748.09 | -103.298116667992 | 1851.38811666799 |
| 56 | 1703.45 | 202.452926151621 | 1500.99707384838 |
| 57 | 1745.74 | 554.895680636132 | 1190.84431936387 |
| 58 | 1751.01 | 569.313034060242 | 1181.69696593976 |
| 59 | 1795.65 | 424.939859899205 | 1370.7101401008 |
| 60 | 1852.13 | 453.010998348057 | 1399.11900165194 |
| 61 | 1877.1 | 906.838735957535 | 970.261264042465 |
| 62 | 1989.31 | 1812.47569896033 | 176.834301039673 |
| 63 | 2097.76 | 1638.29021321033 | 459.469786789671 |
| 64 | 2154.87 | 1780.72320620264 | 374.146793797359 |
| 65 | 2152.18 | 1806.48703662113 | 345.692963378865 |
| 66 | 2250.27 | 894.003005003549 | 1356.26699499645 |
| 67 | 2346.9 | 647.118307310752 | 1699.78169268925 |
| 68 | 2525.56 | 783.352361123378 | 1742.20763887662 |
| 69 | 2409.36 | 1330.08805202364 | 1079.27194797636 |
| 70 | 2394.36 | 1732.89412858193 | 661.465871418067 |
| 71 | 2401.33 | 2222.36817391317 | 178.961826086829 |
| 72 | 2354.32 | 2778.88238920994 | -424.562389209944 |
| 73 | 2450.41 | 2873.23909740533 | -422.829097405326 |
| 74 | 2504.67 | 2854.42839518726 | -349.758395187256 |
| 75 | 2661.39 | 2401.84379425227 | 259.546205747731 |
| 76 | 2880.4 | 2355.60190717045 | 524.798092829549 |
| 77 | 3064.42 | 2798.16098444154 | 266.259015558457 |
| 78 | 3141.12 | 2995.11263002547 | 146.007369974532 |
| 79 | 3327.7 | 3129.52280024885 | 198.177199751146 |
| 80 | 3564.95 | 2559.29716276857 | 1005.65283723143 |
| 81 | 3403.13 | 3163.49000295925 | 239.639997040751 |
| 82 | 3149.9 | 3739.86168939159 | -589.961689391591 |
| 83 | 3006.84 | 4042.31201369687 | -1035.47201369687 |
| 84 | 3230.66 | 3493.20773883705 | -262.547738837052 |
| 85 | 3361.13 | 3596.35561347933 | -235.22561347933 |
| 86 | 3484.74 | 3809.91562065897 | -325.175620658967 |
| 87 | 3411.13 | 3650.22170396155 | -239.091703961554 |
| 88 | 3288.18 | 3011.43348449527 | 276.746515504731 |
| 89 | 3280.37 | 2368.98097143854 | 911.389028561456 |
| 90 | 3173.95 | 2455.64769757763 | 718.302302422365 |
| 91 | 3165.26 | 2135.39824626913 | 1029.86175373087 |
| 92 | 3092.71 | 1698.65170188387 | 1394.05829811613 |
| 93 | 3053.05 | 1872.39573337118 | 1180.65426662882 |
| 94 | 3181.96 | 1944.19347417193 | 1237.76652582807 |
| 95 | 2999.93 | 1859.24466399383 | 1140.68533600617 |
| 96 | 3249.57 | 1430.68168416533 | 1818.88831583467 |
| 97 | 3210.52 | 1414.87245934647 | 1795.64754065353 |
| 98 | 3030.29 | 1171.29540629147 | 1858.99459370853 |
| 99 | 2803.47 | 785.816789654198 | 2017.6532103458 |
| 100 | 2767.63 | 697.935953226203 | 2069.6940467738 |
| 101 | 2882.6 | 804.071657479314 | 2078.52834252069 |
| 102 | 2863.36 | 2082.90459055779 | 780.455409442209 |
| 103 | 2897.06 | 2126.96952504344 | 770.090474956557 |
| 104 | 3012.61 | 2120.15391264015 | 892.45608735985 |
| 105 | 3142.95 | 2419.50237476368 | 723.447625236321 |
| 106 | 3032.93 | 2527.40367352854 | 505.526326471462 |
| 107 | 3045.78 | 2935.34981842561 | 110.430181574394 |
| 108 | 3110.52 | 3231.28907689317 | -120.76907689317 |
| 109 | 3013.24 | 3388.48956001777 | -375.249560017766 |
| 110 | 2987.1 | 3748.51131194742 | -761.411311947419 |
| 111 | 2995.55 | 4009.6782876801 | -1014.1282876801 |
| 112 | 2833.18 | 4304.06045939548 | -1470.88045939548 |
| 113 | 2848.96 | 3931.9881794796 | -1083.0281794796 |
| 114 | 2794.83 | 3651.92413413436 | -857.094134134359 |
| 115 | 2845.26 | 4157.42867198499 | -1312.16867198499 |
| 116 | 2915.03 | 4578.83223525337 | -1663.80223525337 |
| 117 | 2892.63 | 4889.01230451974 | -1996.38230451974 |
| 118 | 2604.42 | 5711.63432224141 | -3107.21432224141 |
| 119 | 2641.65 | 5480.47253545385 | -2838.82253545385 |
| 120 | 2659.81 | 5428.21225550757 | -2768.40225550757 |
| 121 | 2638.53 | 5208.20796757143 | -2569.67796757143 |
| 122 | 3584.17 | 5251.39881645467 | -1667.22881645467 |
| 123 | 3552.11 | 5294.10887375778 | -1741.99887375778 |
| 124 | 11448.79 | 8725.52295552922 | 2723.26704447078 |
| 125 | 11384.49 | 8761.26976853404 | 2623.22023146596 |
| 126 | 11717.47 | 8894.47086830315 | 2822.99913169685 |
| 127 | 10965.88 | 9072.75100649699 | 1893.12899350301 |
| 128 | 10352.27 | 9192.06876989016 | 1160.20123010984 |
| 129 | 9751.2 | 9265.68899926644 | 485.511000733563 |
| 130 | 9354.01 | 9368.30712211163 | -14.2971221116311 |
| 131 | 8792.5 | 9326.33033401291 | -533.830334012906 |
| 132 | 8721.14 | 9206.63248782041 | -485.492487820415 |
| 133 | 8526.63 | 9658.91501730559 | -1132.28501730559 |
| 134 | 8474.21 | 9710.41525040275 | -1236.20525040275 |
| 135 | 7916.13 | 9759.9497014011 | -1843.8197014011 |
| 136 | 7977.64 | 9638.93584859988 | -1661.29584859988 |
| 137 | 8334.59 | 9630.21444668296 | -1295.62444668296 |
| 138 | 8623.36 | 9575.16701313751 | -951.807013137512 |
| 139 | 9098.03 | 9523.67556404096 | -425.645564040956 |
| 140 | 9154.34 | 9509.9680952731 | -355.628095273099 |
| 141 | 9284.73 | 9541.36027217396 | -256.630272173961 |
| 142 | 9492.49 | 9463.47891650805 | 29.0110834919479 |
| 143 | 9682.35 | 9452.30933095542 | 230.04066904458 |
| 144 | 9762.12 | 9403.1144138515 | 359.005586148502 |
| 145 | 10124.63 | 9363.22042400618 | 761.409575993823 |
| 146 | 10540.05 | 9333.84493106993 | 1206.20506893007 |
| 147 | 10601.61 | 9366.11713793507 | 1235.49286206493 |
| 148 | 10323.73 | 9331.00711885172 | 992.72288114828 |
| 149 | 10418.4 | 5262.358688834 | 5156.041311166 |
| 150 | 2454.62 | 4992.93957236781 | -2538.31957236781 |
| 151 | 2448.05 | 5070.21889239228 | -2622.16889239228 |
| 152 | 2497.84 | 5268.93711956477 | -2771.09711956477 |
| 153 | 2645.64 | 5217.82170797171 | -2572.18170797171 |
| 154 | 2756.76 | 5243.78457293939 | -2487.02457293939 |
| 155 | 2849.27 | 5261.17845096256 | -2411.90845096256 |
| 156 | 2921.44 | 4813.3096838318 | -1891.8696838318 |
| 157 | 2819.19 | 4849.91934356816 | -2030.72934356816 |
| 158 | 2892.56 | 4745.92984832974 | -1853.36984832974 |
| 159 | 2866.08 | 4743.83563506332 | -1877.75563506332 |
| 160 | 2817.41 | 4976.38895968858 | -2158.97895968858 |
| 161 | 2934.75 | 4956.20874232536 | -2021.45874232536 |
| 162 | 3036.54 | 4874.04548194448 | -1837.50548194448 |
| 163 | 3139.5 | 4816.91939478952 | -1677.41939478952 |
| 164 | 3114.31 | 4770.69253066448 | -1656.38253066448 |
| 165 | 3261.3 | 4714.58667336124 | -1453.28667336124 |
| 166 | 3201.79 | 4781.52324899657 | -1579.73324899657 |
| 167 | 3264.53 | 4513.83009543502 | -1249.30009543502 |
| 168 | 3349.1 | 4336.71677695825 | -987.616776958255 |
| 169 | 3446.17 | 4274.02811174281 | -827.858111742814 |
| 170 | 3469.48 | 4216.57316311955 | -747.093163119547 |
| 171 | 3507.13 | 4120.44602410477 | -613.316024104773 |
| 172 | 3536.2 | 3999.61471294776 | -463.414712947756 |
| 173 | 3359.05 | 4025.36957883583 | -666.319578835833 |
| 174 | 3378.85 | 4308.60052026748 | -929.750520267484 |
| 175 | 3449.15 | 4273.59213440082 | -824.442134400817 |
| 176 | 3522.89 | 4108.95564845028 | -586.065648450283 |
| 177 | 3551.04 | 3957.78932284986 | -406.749322849859 |
| 178 | 3669.15 | 3695.48038579936 | -26.3303857993609 |
| 179 | 3602 | 3620.34216499113 | -18.3421649911283 |
| 180 | 3697.22 | 3465.84011875518 | 231.379881244817 |
| 181 | 3760.9 | 3354.80566749004 | 406.094332509964 |
| 182 | 3665.08 | 3259.9057309703 | 405.174269029699 |
| 183 | 3708.8 | 3487.24616860563 | 221.553831394369 |
| 184 | 3858.21 | 3217.86196334749 | 640.34803665251 |
| 185 | 3933.16 | 2884.60825919211 | 1048.55174080789 |
| 186 | 3946.98 | 2816.60171817476 | 1130.37828182524 |
| 187 | 3794.29 | 2729.284012581 | 1065.005987419 |
| 188 | 3765.56 | 3070.2355330402 | 695.324466959802 |
| 189 | 3820.33 | 2930.70163562445 | 889.628364375545 |
| 190 | 3885.12 | 2709.66977485569 | 1175.45022514431 |
| 191 | 3752.67 | 3170.32235533079 | 582.347644669206 |
| 192 | 3683.79 | 3073.81850614842 | 609.971493851581 |
| 193 | 3240.75 | 3656.91035039035 | -416.160350390354 |
| 194 | 3188.82 | 3731.62638680565 | -542.806386805646 |
| 195 | 3017.98 | 3920.40656875663 | -902.426568756635 |
| 196 | 3237.2 | 3629.11703897907 | -391.917038979074 |
| 197 | 3182.53 | 3502.62291632808 | -320.092916328077 |
| 198 | 2906.42 | 3874.48790682697 | -968.067906826966 |
| 199 | 2881.35 | 4313.85652090504 | -1432.50652090504 |
| 200 | 2915.64 | 4227.80827931234 | -1312.16827931234 |
| 201 | 2635.13 | 4518.40764877565 | -1883.27764877565 |
| 202 | 2331.43 | 5728.82379570608 | -3397.39379570608 |
| 203 | 2159.04 | 6060.32941519016 | -3901.28941519016 |
| 204 | 8460.94 | 9357.40346400546 | -896.463464005459 |
| 205 | 8331.49 | 9424.13289530331 | -1092.64289530331 |
| 206 | 7694.78 | 9552.90654592765 | -1858.12654592765 |
| 207 | 7764.58 | 9492.67946583216 | -1728.09946583216 |
| 208 | 8767.96 | 9334.39565825609 | -566.435658256091 |
| 209 | 9304.43 | 9311.26604986844 | -6.83604986844259 |
| 210 | 9810.31 | 9271.44142488207 | 538.868575117932 |
| 211 | 9691.12 | 9152.74854198637 | 538.371458013631 |
| 212 | 10430.35 | 9018.9959490301 | 1411.3540509699 |
| 213 | 10302.87 | 8963.08858753653 | 1339.78141246347 |
| 214 | 10066.24 | 8966.59039527606 | 1099.64960472394 |
| 215 | 9633.83 | 8914.18024193986 | 719.649758060135 |
| 216 | 10169.02 | 8880.90321971384 | 1288.11678028616 |
| 217 | 10661.62 | 8906.03950530563 | 1755.58049469437 |
| 218 | 10175.13 | 8854.75915687764 | 1320.37084312236 |
| 219 | 10671.49 | 8801.83581967429 | 1869.65418032571 |
| 220 | 11139.77 | 8875.41323413579 | 2264.35676586421 |
| 221 | 10103.98 | 8912.76129313551 | 1191.21870686449 |
| 222 | 9786.05 | 8942.48869313466 | 843.561306865335 |
| 223 | 9456.84 | 8916.72238411259 | 540.11761588741 |
| 224 | 9268.24 | 8868.47033145135 | 399.769668548654 |
| 225 | 9346.72 | 8812.06159698314 | 534.658403016862 |
| 226 | 9455.09 | 8781.15329870461 | 673.936701295391 |
| 227 | 9797.18 | 8777.69067910559 | 1019.48932089441 |
| 228 | 10254.46 | 8744.0449246886 | 1510.4150753114 |
| 229 | 10449.53 | 8676.06806628473 | 1773.46193371527 |
| 230 | 10622.27 | 8677.33668084455 | 1944.93331915545 |
| 231 | 9852.45 | 8650.22741291115 | 1202.22258708885 |
| 232 | 9644.62 | 8628.59838141341 | 1016.02161858659 |
| 233 | 9650.78 | 8680.64779633284 | 970.132203667156 |
| 234 | 9541.53 | 8763.90400766048 | 777.625992339519 |
| 235 | 9996.68 | 8872.62808447528 | 1124.05191552472 |
| 236 | 9072.94 | 9014.60372838899 | 58.33627161101 |
| 237 | 8695.42 | 9012.68304969704 | -317.263049697039 |
| 238 | 8733.56 | 9039.34813764236 | -305.78813764236 |
| 239 | 8506.11 | 9008.0050239086 | -501.895023908602 |
| 240 | 8505.99 | 8929.31501308828 | -423.32501308828 |
| 241 | 8616.71 | 8834.733556987 | -218.023556987002 |
| 242 | 9242.33 | 8783.68749771091 | 458.642502289092 |
| 243 | 9962.35 | 8800.93698450327 | 1161.41301549673 |
| 244 | 9627.42 | 8862.92652363933 | 764.493476360675 |
| 245 | 8842.54 | 8897.45297767519 | -54.9129776751898 |
| 246 | 8638.08 | 8850.40244422019 | -212.322444220186 |
| 247 | 8760.68 | 8773.61734616038 | -12.937346160385 |
| 248 | 8949.88 | 8708.24089212772 | 241.639107872283 |
| 249 | 8948.59 | 8701.94541749399 | 246.644582506009 |
| 250 | 8827.39 | 9375.60261983314 | -548.212619833142 |
| 251 | 22241.04 | 10226.7078471731 | 12014.3321528269 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 3.95334646861764e-06 | 7.90669293723528e-06 | 0.999996046653531 |
| 8 | 1.31837419099925e-07 | 2.6367483819985e-07 | 0.999999868162581 |
| 9 | 6.16297122615598e-09 | 1.2325942452312e-08 | 0.999999993837029 |
| 10 | 3.49717197414796e-10 | 6.99434394829592e-10 | 0.999999999650283 |
| 11 | 6.52644932529446e-12 | 1.30528986505889e-11 | 0.999999999993474 |
| 12 | 1.18301365808654e-13 | 2.36602731617308e-13 | 0.999999999999882 |
| 13 | 1.01957963798288e-14 | 2.03915927596577e-14 | 0.99999999999999 |
| 14 | 1.96600190255076e-16 | 3.93200380510153e-16 | 1 |
| 15 | 3.69798298899037e-18 | 7.39596597798074e-18 | 1 |
| 16 | 7.03766499529014e-20 | 1.40753299905803e-19 | 1 |
| 17 | 1.17163863955556e-21 | 2.34327727911111e-21 | 1 |
| 18 | 1.63156678078697e-22 | 3.26313356157394e-22 | 1 |
| 19 | 6.97368542459121e-24 | 1.39473708491824e-23 | 1 |
| 20 | 1.35600488316257e-25 | 2.71200976632513e-25 | 1 |
| 21 | 2.44671741734915e-27 | 4.8934348346983e-27 | 1 |
| 22 | 5.29074790219826e-29 | 1.05814958043965e-28 | 1 |
| 23 | 9.73187095328529e-31 | 1.94637419065706e-30 | 1 |
| 24 | 1.98811721448124e-32 | 3.97623442896248e-32 | 1 |
| 25 | 3.43989942782586e-34 | 6.87979885565173e-34 | 1 |
| 26 | 7.76336905600176e-36 | 1.55267381120035e-35 | 1 |
| 27 | 3.95662949009826e-36 | 7.91325898019653e-36 | 1 |
| 28 | 1.34953480083398e-36 | 2.69906960166797e-36 | 1 |
| 29 | 8.30955447988425e-37 | 1.66191089597685e-36 | 1 |
| 30 | 2.51218958523553e-36 | 5.02437917047105e-36 | 1 |
| 31 | 8.41319006866835e-38 | 1.68263801373367e-37 | 1 |
| 32 | 2.2253965195978e-39 | 4.4507930391956e-39 | 1 |
| 33 | 5.78988126376458e-41 | 1.15797625275292e-40 | 1 |
| 34 | 2.35188243333364e-42 | 4.70376486666728e-42 | 1 |
| 35 | 7.87169930930313e-43 | 1.57433986186063e-42 | 1 |
| 36 | 2.89732529201713e-44 | 5.79465058403426e-44 | 1 |
| 37 | 8.73504908772456e-46 | 1.74700981754491e-45 | 1 |
| 38 | 5.60212675917512e-47 | 1.12042535183502e-46 | 1 |
| 39 | 7.5042794668385e-48 | 1.5008558933677e-47 | 1 |
| 40 | 5.64524992764885e-48 | 1.12904998552977e-47 | 1 |
| 41 | 4.93449546685704e-49 | 9.86899093371408e-49 | 1 |
| 42 | 1.68521276484413e-50 | 3.37042552968825e-50 | 1 |
| 43 | 6.63101009155118e-52 | 1.32620201831024e-51 | 1 |
| 44 | 3.03794065549604e-53 | 6.07588131099209e-53 | 1 |
| 45 | 1.35673781487184e-54 | 2.71347562974369e-54 | 1 |
| 46 | 9.10225887621101e-56 | 1.8204517752422e-55 | 1 |
| 47 | 1.39130602206537e-56 | 2.78261204413074e-56 | 1 |
| 48 | 2.48069234553507e-57 | 4.96138469107014e-57 | 1 |
| 49 | 1.05050602153709e-58 | 2.10101204307417e-58 | 1 |
| 50 | 3.29158193537909e-60 | 6.58316387075818e-60 | 1 |
| 51 | 1.38903537441848e-61 | 2.77807074883695e-61 | 1 |
| 52 | 7.40441638831746e-63 | 1.48088327766349e-62 | 1 |
| 53 | 2.59375577689096e-64 | 5.18751155378192e-64 | 1 |
| 54 | 1.17838508096665e-65 | 2.3567701619333e-65 | 1 |
| 55 | 6.05204562192236e-67 | 1.21040912438447e-66 | 1 |
| 56 | 2.74913385472861e-68 | 5.49826770945722e-68 | 1 |
| 57 | 1.51975845411747e-69 | 3.03951690823494e-69 | 1 |
| 58 | 4.69184875600881e-71 | 9.38369751201762e-71 | 1 |
| 59 | 1.53990806509472e-72 | 3.07981613018944e-72 | 1 |
| 60 | 5.52727074284319e-74 | 1.10545414856864e-73 | 1 |
| 61 | 1.75819210986066e-75 | 3.51638421972131e-75 | 1 |
| 62 | 5.319632999249e-77 | 1.0639265998498e-76 | 1 |
| 63 | 2.42503972526604e-78 | 4.85007945053208e-78 | 1 |
| 64 | 1.10249787667428e-79 | 2.20499575334857e-79 | 1 |
| 65 | 3.12773987244472e-81 | 6.25547974488944e-81 | 1 |
| 66 | 9.8725117173176e-83 | 1.97450234346352e-82 | 1 |
| 67 | 5.50572332790359e-84 | 1.10114466558072e-83 | 1 |
| 68 | 3.49574844028841e-85 | 6.99149688057681e-85 | 1 |
| 69 | 1.19054980807724e-86 | 2.38109961615448e-86 | 1 |
| 70 | 9.42136521331821e-87 | 1.88427304266364e-86 | 1 |
| 71 | 4.99224473962109e-88 | 9.98448947924217e-88 | 1 |
| 72 | 1.92178332427622e-89 | 3.84356664855245e-89 | 1 |
| 73 | 6.33170618908047e-91 | 1.26634123781609e-90 | 1 |
| 74 | 5.26653269245631e-92 | 1.05330653849126e-91 | 1 |
| 75 | 4.17247013854528e-93 | 8.34494027709057e-93 | 1 |
| 76 | 1.28251325830312e-94 | 2.56502651660624e-94 | 1 |
| 77 | 3.68310260226279e-93 | 7.36620520452559e-93 | 1 |
| 78 | 2.98745637188172e-93 | 5.97491274376344e-93 | 1 |
| 79 | 2.7769798873177e-91 | 5.55395977463539e-91 | 1 |
| 80 | 7.09660564711132e-87 | 1.41932112942226e-86 | 1 |
| 81 | 6.25594372234174e-79 | 1.25118874446835e-78 | 1 |
| 82 | 1.32436541036647e-74 | 2.64873082073293e-74 | 1 |
| 83 | 2.42545276477952e-75 | 4.85090552955904e-75 | 1 |
| 84 | 2.63462034465304e-76 | 5.26924068930609e-76 | 1 |
| 85 | 3.29174974298891e-77 | 6.58349948597781e-77 | 1 |
| 86 | 3.8916860917738e-78 | 7.78337218354761e-78 | 1 |
| 87 | 2.58957834052805e-79 | 5.1791566810561e-79 | 1 |
| 88 | 5.9351280149485e-80 | 1.1870256029897e-79 | 1 |
| 89 | 3.07151423839625e-79 | 6.1430284767925e-79 | 1 |
| 90 | 3.70849574413736e-79 | 7.41699148827473e-79 | 1 |
| 91 | 3.75768683207792e-78 | 7.51537366415584e-78 | 1 |
| 92 | 6.71983722924036e-78 | 1.34396744584807e-77 | 1 |
| 93 | 5.1759529687433e-77 | 1.03519059374866e-76 | 1 |
| 94 | 1.43270676923113e-77 | 2.86541353846226e-77 | 1 |
| 95 | 7.71294780376262e-75 | 1.54258956075252e-74 | 1 |
| 96 | 5.0068327028006e-73 | 1.00136654056012e-72 | 1 |
| 97 | 1.20062949845781e-69 | 2.40125899691562e-69 | 1 |
| 98 | 1.2827395576841e-67 | 2.56547911536819e-67 | 1 |
| 99 | 1.71051766185115e-65 | 3.42103532370231e-65 | 1 |
| 100 | 2.00561834961817e-64 | 4.01123669923633e-64 | 1 |
| 101 | 8.33833412903876e-64 | 1.66766682580775e-63 | 1 |
| 102 | 1.15645914062838e-63 | 2.31291828125675e-63 | 1 |
| 103 | 9.56700919861464e-64 | 1.91340183972293e-63 | 1 |
| 104 | 4.73808388969027e-64 | 9.47616777938054e-64 | 1 |
| 105 | 1.94726039991429e-64 | 3.89452079982857e-64 | 1 |
| 106 | 1.34953278839367e-64 | 2.69906557678734e-64 | 1 |
| 107 | 3.5990317193197e-65 | 7.19806343863939e-65 | 1 |
| 108 | 1.06027096685474e-65 | 2.12054193370947e-65 | 1 |
| 109 | 5.03644622392413e-66 | 1.00728924478483e-65 | 1 |
| 110 | 2.85029954211367e-66 | 5.70059908422733e-66 | 1 |
| 111 | 3.07767444502677e-66 | 6.15534889005355e-66 | 1 |
| 112 | 1.94359851985524e-66 | 3.88719703971048e-66 | 1 |
| 113 | 8.84281164242909e-67 | 1.76856232848582e-66 | 1 |
| 114 | 1.20637010041367e-66 | 2.41274020082733e-66 | 1 |
| 115 | 2.43497143795336e-66 | 4.86994287590672e-66 | 1 |
| 116 | 1.22648729858063e-66 | 2.45297459716127e-66 | 1 |
| 117 | 6.7896322514831e-67 | 1.35792645029662e-66 | 1 |
| 118 | 3.84091395897228e-67 | 7.68182791794456e-67 | 1 |
| 119 | 1.54203637173139e-67 | 3.08407274346277e-67 | 1 |
| 120 | 1.14777994311854e-67 | 2.29555988623708e-67 | 1 |
| 121 | 1.80179673099575e-65 | 3.60359346199149e-65 | 1 |
| 122 | 2.36221815435113e-63 | 4.72443630870227e-63 | 1 |
| 123 | 4.96833771436689e-63 | 9.93667542873377e-63 | 1 |
| 124 | 1.65131234350417e-20 | 3.30262468700834e-20 | 1 |
| 125 | 1.05950523604717e-13 | 2.11901047209434e-13 | 0.999999999999894 |
| 126 | 1.96573333415669e-10 | 3.93146666831338e-10 | 0.999999999803427 |
| 127 | 2.94753099219119e-09 | 5.89506198438238e-09 | 0.999999997052469 |
| 128 | 9.8600557849188e-09 | 1.97201115698376e-08 | 0.999999990139944 |
| 129 | 1.07273416710304e-08 | 2.14546833420608e-08 | 0.999999989272658 |
| 130 | 9.08612785358805e-09 | 1.81722557071761e-08 | 0.999999990913872 |
| 131 | 6.15810391339257e-09 | 1.23162078267851e-08 | 0.999999993841896 |
| 132 | 4.53994646609307e-09 | 9.07989293218614e-09 | 0.999999995460054 |
| 133 | 2.03589203688694e-08 | 4.07178407377387e-08 | 0.99999997964108 |
| 134 | 4.06158203864597e-08 | 8.12316407729195e-08 | 0.99999995938418 |
| 135 | 4.737532323075e-08 | 9.47506464615001e-08 | 0.999999952624677 |
| 136 | 4.90433211322846e-08 | 9.80866422645691e-08 | 0.999999950956679 |
| 137 | 5.14486266183625e-08 | 1.02897253236725e-07 | 0.999999948551373 |
| 138 | 5.54642542350499e-08 | 1.109285084701e-07 | 0.999999944535746 |
| 139 | 6.84449489577634e-08 | 1.36889897915527e-07 | 0.999999931555051 |
| 140 | 7.61860363863936e-08 | 1.52372072772787e-07 | 0.999999923813964 |
| 141 | 8.16135311630135e-08 | 1.63227062326027e-07 | 0.999999918386469 |
| 142 | 9.02514461605229e-08 | 1.80502892321046e-07 | 0.999999909748554 |
| 143 | 1.01125560725143e-07 | 2.02251121450286e-07 | 0.999999898874439 |
| 144 | 1.10375679476252e-07 | 2.20751358952505e-07 | 0.999999889624321 |
| 145 | 1.36584283888446e-07 | 2.73168567776892e-07 | 0.999999863415716 |
| 146 | 2.13106947223599e-07 | 4.26213894447198e-07 | 0.999999786893053 |
| 147 | 2.92849616224412e-07 | 5.85699232448824e-07 | 0.999999707150384 |
| 148 | 3.01231368826574e-07 | 6.02462737653147e-07 | 0.999999698768631 |
| 149 | 0.000456882501040266 | 0.000913765002080533 | 0.99954311749896 |
| 150 | 0.000623003520921485 | 0.00124600704184297 | 0.999376996479079 |
| 151 | 0.000835664356176715 | 0.00167132871235343 | 0.999164335643823 |
| 152 | 0.00115527669204335 | 0.00231055338408669 | 0.998844723307957 |
| 153 | 0.00143412805276373 | 0.00286825610552746 | 0.998565871947236 |
| 154 | 0.00175634051828456 | 0.00351268103656911 | 0.998243659481715 |
| 155 | 0.00869435555817127 | 0.0173887111163425 | 0.991305644441829 |
| 156 | 0.0115278898294276 | 0.0230557796588552 | 0.988472110170572 |
| 157 | 0.0151407419154071 | 0.0302814838308143 | 0.984859258084593 |
| 158 | 0.0171727925569363 | 0.0343455851138727 | 0.982827207443064 |
| 159 | 0.0187985851700971 | 0.0375971703401943 | 0.981201414829903 |
| 160 | 0.0221298324302384 | 0.0442596648604768 | 0.977870167569762 |
| 161 | 0.024581635094108 | 0.049163270188216 | 0.975418364905892 |
| 162 | 0.0256149064015695 | 0.051229812803139 | 0.974385093598431 |
| 163 | 0.0257530817785855 | 0.0515061635571709 | 0.974246918221415 |
| 164 | 0.025429515945821 | 0.0508590318916421 | 0.974570484054179 |
| 165 | 0.0232212312766774 | 0.0464424625533547 | 0.976778768723323 |
| 166 | 0.0220328398986414 | 0.0440656797972828 | 0.977967160101359 |
| 167 | 0.0190410027775806 | 0.0380820055551612 | 0.980958997222419 |
| 168 | 0.0156019700731909 | 0.0312039401463818 | 0.984398029926809 |
| 169 | 0.0125886179580055 | 0.025177235916011 | 0.987411382041995 |
| 170 | 0.0101212814123487 | 0.0202425628246974 | 0.989878718587651 |
| 171 | 0.00792903178479104 | 0.0158580635695821 | 0.992070968215209 |
| 172 | 0.00607628320072801 | 0.012152566401456 | 0.993923716799272 |
| 173 | 0.00461211677539481 | 0.00922423355078961 | 0.995387883224605 |
| 174 | 0.00368262266359882 | 0.00736524532719765 | 0.996317377336401 |
| 175 | 0.00296498669835278 | 0.00592997339670555 | 0.997035013301647 |
| 176 | 0.00228927975853644 | 0.00457855951707289 | 0.997710720241464 |
| 177 | 0.00176028209886713 | 0.00352056419773426 | 0.998239717901133 |
| 178 | 0.00130661447645448 | 0.00261322895290895 | 0.998693385523545 |
| 179 | 0.000970695961204523 | 0.00194139192240905 | 0.999029304038796 |
| 180 | 0.000716430287360544 | 0.00143286057472109 | 0.999283569712639 |
| 181 | 0.000527312487885104 | 0.00105462497577021 | 0.999472687512115 |
| 182 | 0.000388372440210907 | 0.000776744880421813 | 0.999611627559789 |
| 183 | 0.000280123111068466 | 0.000560246222136932 | 0.999719876888931 |
| 184 | 0.000203129694866568 | 0.000406259389733137 | 0.999796870305133 |
| 185 | 0.000161707472717689 | 0.000323414945435378 | 0.999838292527282 |
| 186 | 0.000139048075866507 | 0.000278096151733015 | 0.999860951924133 |
| 187 | 0.000146679146273752 | 0.000293358292547503 | 0.999853320853726 |
| 188 | 0.000115107560482294 | 0.000230215120964588 | 0.999884892439518 |
| 189 | 9.48091194143736e-05 | 0.000189618238828747 | 0.999905190880586 |
| 190 | 0.000132748571607004 | 0.000265497143214007 | 0.999867251428393 |
| 191 | 0.00012039169716943 | 0.000240783394338861 | 0.999879608302831 |
| 192 | 0.000146666047984571 | 0.000293332095969142 | 0.999853333952015 |
| 193 | 0.00010650123792155 | 0.000213002475843099 | 0.999893498762078 |
| 194 | 7.64076878525716e-05 | 0.000152815375705143 | 0.999923592312147 |
| 195 | 5.18331580603404e-05 | 0.000103666316120681 | 0.99994816684194 |
| 196 | 3.80126719176895e-05 | 7.6025343835379e-05 | 0.999961987328082 |
| 197 | 3.95073891102429e-05 | 7.90147782204858e-05 | 0.99996049261089 |
| 198 | 4.27720492291307e-05 | 8.55440984582614e-05 | 0.999957227950771 |
| 199 | 3.90039825714368e-05 | 7.80079651428737e-05 | 0.999960996017429 |
| 200 | 5.46834864263653e-05 | 0.000109366972852731 | 0.999945316513574 |
| 201 | 0.000120653479452966 | 0.000241306958905932 | 0.999879346520547 |
| 202 | 0.000120644528963709 | 0.000241289057927418 | 0.999879355471036 |
| 203 | 0.00361242138157361 | 0.00722484276314721 | 0.996387578618426 |
| 204 | 0.00484663856108195 | 0.00969327712216391 | 0.995153361438918 |
| 205 | 0.0147683729398055 | 0.029536745879611 | 0.985231627060195 |
| 206 | 0.0530494817768261 | 0.106098963553652 | 0.946950518223174 |
| 207 | 0.202862903673817 | 0.405725807347635 | 0.797137096326183 |
| 208 | 0.399647097496407 | 0.799294194992815 | 0.600352902503593 |
| 209 | 0.593473315184817 | 0.813053369630366 | 0.406526684815183 |
| 210 | 0.662863454500855 | 0.674273090998291 | 0.337136545499145 |
| 211 | 0.766135207618177 | 0.467729584763647 | 0.233864792381823 |
| 212 | 0.779720966747428 | 0.440558066505143 | 0.220279033252572 |
| 213 | 0.79698307440488 | 0.40603385119024 | 0.20301692559512 |
| 214 | 0.810282346320977 | 0.379435307358046 | 0.189717653679023 |
| 215 | 0.808626044946915 | 0.382747910106171 | 0.191373955053085 |
| 216 | 0.795150944706093 | 0.409698110587813 | 0.204849055293907 |
| 217 | 0.774179618138127 | 0.451640763723747 | 0.225820381861873 |
| 218 | 0.755729418270869 | 0.488541163458263 | 0.244270581729131 |
| 219 | 0.729227009575865 | 0.54154598084827 | 0.270772990424135 |
| 220 | 0.720717073206739 | 0.558565853586522 | 0.279282926793261 |
| 221 | 0.706331462861302 | 0.587337074277396 | 0.293668537138698 |
| 222 | 0.721056772982474 | 0.557886454035052 | 0.278943227017526 |
| 223 | 0.783875520296188 | 0.432248959407624 | 0.216124479703812 |
| 224 | 0.872172984532309 | 0.255654030935383 | 0.127827015467692 |
| 225 | 0.934137194044676 | 0.131725611910648 | 0.0658628059553238 |
| 226 | 0.973557320214038 | 0.0528853595719231 | 0.0264426797859616 |
| 227 | 0.978734401935182 | 0.042531196129636 | 0.021265598064818 |
| 228 | 0.97084514287072 | 0.0583097142585608 | 0.0291548571292804 |
| 229 | 0.958190146121903 | 0.083619707756195 | 0.0418098538780975 |
| 230 | 0.943359346470263 | 0.113281307059475 | 0.0566406535297375 |
| 231 | 0.924532588021765 | 0.150934823956471 | 0.0754674119782353 |
| 232 | 0.901692606011113 | 0.196614787977773 | 0.0983073939888866 |
| 233 | 0.864084343267021 | 0.271831313465959 | 0.135915656732979 |
| 234 | 0.844795322529096 | 0.310409354941809 | 0.155204677470904 |
| 235 | 0.788149747638603 | 0.423700504722795 | 0.211850252361397 |
| 236 | 0.946258708088071 | 0.107482583823857 | 0.0537412919119286 |
| 237 | 0.994687421722628 | 0.010625156554743 | 0.00531257827737148 |
| 238 | 0.993352306965797 | 0.0132953860684069 | 0.00664769303420343 |
| 239 | 0.985758391288658 | 0.0284832174226836 | 0.0142416087113418 |
| 240 | 0.982151689484927 | 0.035696621030146 | 0.017848310515073 |
| 241 | 0.975453114587047 | 0.0490937708259067 | 0.0245468854129534 |
| 242 | 0.942470194714204 | 0.115059610571593 | 0.0575298052857965 |
| 243 | 0.965083420651207 | 0.0698331586975855 | 0.0349165793487927 |
| 244 | 0.956500783736221 | 0.0869984325275581 | 0.043499216263779 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 180 | 0.756302521008403 | NOK |
| 5% type I error level | 202 | 0.848739495798319 | NOK |
| 10% type I error level | 210 | 0.882352941176471 | NOK |
