Multiple Linear Regression - Estimated Regression Equation |
HICP_Eurogebied[t] = + 0.921123714656244 + 0.0374209394068694HICP_Belgie[t] + 0.577959286947339Consumptieprijsindex_Belgie[t] -0.0923002058402775Gezondheidsindex_Belgie[t] + e[t] |
Multiple Linear Regression - Ordinary Least Squares | |||||
Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
(Intercept) | 0.921123714656244 | 0.06539 | 14.0866 | 0 | 0 |
HICP_Belgie | 0.0374209394068694 | 0.096781 | 0.3867 | 0.69956 | 0.34978 |
Consumptieprijsindex_Belgie | 0.577959286947339 | 0.110099 | 5.2494 | 1e-06 | 0 |
Gezondheidsindex_Belgie | -0.0923002058402775 | 0.070701 | -1.3055 | 0.193723 | 0.096861 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.878815424298261 |
R-squared | 0.772316549984532 |
Adjusted R-squared | 0.767762880984223 |
F-TEST (value) | 169.60313758687 |
F-TEST (DF numerator) | 3 |
F-TEST (DF denominator) | 150 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.363654451628317 |
Sum Squared Residuals | 19.8366840283638 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 1.8 | 1.86191646597518 | -0.0619164659751833 |
2 | 1.9 | 1.98707008560228 | -0.0870700856022813 |
3 | 1.9 | 2.15696620628118 | -0.256966206281176 |
4 | 1.7 | 2.08245606912104 | -0.38245606912104 |
5 | 1.7 | 2.15322411234049 | -0.453224112340489 |
6 | 2.1 | 2.42773623712217 | -0.327736237122169 |
7 | 2 | 2.41842490341992 | -0.418424903419917 |
8 | 2 | 2.51588846129493 | -0.515888461294933 |
9 | 2.5 | 2.79588851271995 | -0.295888512719954 |
10 | 2.4 | 2.58116857787104 | -0.181168577871041 |
11 | 2.5 | 2.62050446539772 | -0.120504465397719 |
12 | 2.5 | 2.26599427681256 | 0.234005723187437 |
13 | 2 | 2.09984025007436 | -0.0998402500743555 |
14 | 1.9 | 2.14092197030369 | -0.240921970303688 |
15 | 2.2 | 2.01410383109216 | 0.185896168907841 |
16 | 2.7 | 2.39871988661997 | 0.301280113380034 |
17 | 3.1 | 2.54267177824943 | 0.557328221750569 |
18 | 2.8 | 2.41410780633525 | 0.385892193664752 |
19 | 2.5 | 2.2424658529537 | 0.257534147046299 |
20 | 2.4 | 2.28903549982637 | 0.110964500173626 |
21 | 2.2 | 2.0630892831554 | 0.136910716844601 |
22 | 2.2 | 2.04462924198734 | 0.155370758012656 |
23 | 2 | 1.94375533182524 | 0.0562446681747552 |
24 | 2.1 | 2.01826546898538 | 0.0817345310146197 |
25 | 2.6 | 2.3991394305725 | 0.200860569427499 |
26 | 2.5 | 2.23123957113164 | 0.26876042886836 |
27 | 2.5 | 2.2982655204104 | 0.201734479589599 |
28 | 2.3 | 1.83672352253189 | 0.463276477468109 |
29 | 2 | 1.56794975292893 | 0.432050247071069 |
30 | 1.9 | 1.36046357742601 | 0.539536422573988 |
31 | 2 | 1.58441353285895 | 0.415586467141047 |
32 | 2.1 | 1.60112774132435 | 0.498872258675645 |
33 | 2.1 | 1.59738564738367 | 0.502614352616332 |
34 | 2.3 | 1.61958778249241 | 0.680412217507589 |
35 | 2.3 | 1.51497177838962 | 0.785028221610376 |
36 | 2.3 | 1.66815369060312 | 0.631846309396883 |
37 | 2.1 | 1.57650980102505 | 0.523490198974955 |
38 | 2.4 | 1.84353773792535 | 0.556462262074649 |
39 | 2.4 | 1.89584573997674 | 0.504154260023255 |
40 | 2.1 | 1.70574374542714 | 0.394256254572859 |
41 | 1.8 | 1.43123162064546 | 0.368768379354539 |
42 | 1.9 | 1.75430965353785 | 0.145690346462153 |
43 | 1.9 | 1.70200165148645 | 0.197998348513546 |
44 | 2.1 | 1.873643604868 | 0.226356395131998 |
45 | 2.2 | 1.86815567822466 | 0.331844321775339 |
46 | 2 | 1.75056755959716 | 0.24943244040284 |
47 | 2.2 | 1.92969370086008 | 0.270306299139918 |
48 | 2 | 1.81958977011395 | 0.180410229886045 |
49 | 1.9 | 1.75056755959716 | 0.14943244040284 |
50 | 1.6 | 1.59738564738367 | 0.00261435261633222 |
51 | 1.7 | 1.49276964328088 | 0.207230356719118 |
52 | 2 | 1.93518162750342 | 0.0648183724965771 |
53 | 2.5 | 2.33825772419929 | 0.161742275800714 |
54 | 2.4 | 2.17759162410442 | 0.22240837589558 |
55 | 2.3 | 2.22989962615581 | 0.0701003738441872 |
56 | 2.3 | 2.11979569540969 | 0.180204304590314 |
57 | 2.1 | 2.0151796913069 | 0.0848203086931008 |
58 | 2.4 | 2.50441175093749 | -0.104411750937493 |
59 | 2.2 | 2.3345156302586 | -0.134515630258599 |
60 | 2.4 | 2.1646195095797 | 0.235380490420295 |
61 | 1.9 | 2.15913158293636 | -0.259131582936364 |
62 | 2.1 | 2.32528560967457 | -0.225285609674571 |
63 | 2.1 | 2.58682561993154 | -0.486825619931537 |
64 | 2.1 | 2.4353895404207 | -0.335389540420698 |
65 | 2 | 2.25825966039581 | -0.258259660395809 |
66 | 2.1 | 2.48595170976944 | -0.385951709769437 |
67 | 2.2 | 2.59231354657488 | -0.392313546574877 |
68 | 2.2 | 2.59979773445625 | -0.399797734456251 |
69 | 2.6 | 2.6705657776757 | -0.0705657776757001 |
70 | 2.5 | 2.29143764879123 | 0.208562351208767 |
71 | 2.3 | 2.32528560967457 | -0.0252856096745713 |
72 | 2.2 | 2.48969380371012 | -0.289693803710124 |
73 | 2.4 | 2.34399607937801 | 0.0560039206219941 |
74 | 2.3 | 2.22840422198854 | 0.0715957780114619 |
75 | 2.2 | 1.86599030156947 | 0.334009698430527 |
76 | 2.5 | 2.01742638108031 | 0.482573618919688 |
77 | 2.5 | 2.1220423851831 | 0.377957614816902 |
78 | 2.5 | 1.95588835844489 | 0.544111641555109 |
79 | 2.4 | 1.78798849900403 | 0.61201150099597 |
80 | 2.3 | 1.77501638447931 | 0.524983615520685 |
81 | 1.7 | 1.5196342733536 | 0.180365726646396 |
82 | 1.6 | 1.5029200648882 | 0.097079935111798 |
83 | 1.9 | 1.68753413279446 | 0.212465867205535 |
84 | 1.9 | 1.74907215542989 | 0.150927844570114 |
85 | 1.8 | 1.78266968777784 | 0.017330312222156 |
86 | 1.8 | 1.83497768982924 | -0.0349776898292372 |
87 | 1.9 | 1.85343773099729 | 0.0465622690027072 |
88 | 1.9 | 1.85343773099729 | 0.0465622690027072 |
89 | 1.9 | 1.60112774132435 | 0.298872258675645 |
90 | 1.9 | 1.60112774132435 | 0.298872258675645 |
91 | 1.8 | 1.64969364943506 | 0.150306350564939 |
92 | 1.7 | 1.49102381057823 | 0.208976189421772 |
93 | 2.1 | 1.72046169265451 | 0.37953830734549 |
94 | 2.6 | 2.108819842123 | 0.491180157876996 |
95 | 3.1 | 2.50266591823484 | 0.597334081765161 |
96 | 3.1 | 2.58882188116957 | 0.51117811883043 |
97 | 3.2 | 2.8165139305432 | 0.383486069456802 |
98 | 3.3 | 2.85036189142654 | 0.449638108573464 |
99 | 3.6 | 3.26882590783768 | 0.331174092162319 |
100 | 3.3 | 3.16046780979421 | 0.139532190205792 |
101 | 3.7 | 3.69277785089217 | 0.0072221491078338 |
102 | 4 | 4.01959797772524 | -0.0195979777252396 |
103 | 4 | 4.07190597977663 | -0.071905979776633 |
104 | 3.8 | 3.79190592835161 | 0.00809407164838796 |
105 | 3.6 | 3.83498390981898 | -0.234983909818977 |
106 | 3.2 | 3.37411188442838 | -0.17411188442838 |
107 | 2.1 | 2.4725737075179 | -0.372573707517896 |
108 | 1.6 | 2.2018036766769 | -0.601803676676902 |
109 | 1.1 | 2.02442336811663 | -0.924423368116635 |
110 | 1.2 | 1.83190556837646 | -0.631905568376464 |
111 | 0.6 | 1.14267152112433 | -0.542671521124325 |
112 | 0.6 | 1.15564363564904 | -0.55564363564904 |
113 | 0 | 0.617845667907741 | -0.617845667907741 |
114 | -0.1 | 0.257177580191329 | -0.357177580191329 |
115 | -0.6 | -0.0604125260577163 | -0.539587473942284 |
116 | -0.2 | 0.451021668681619 | -0.651021668681619 |
117 | -0.3 | 0.245531754416734 | -0.545531754416734 |
118 | -0.1 | 0.364865705746889 | -0.464865705746889 |
119 | 0.5 | 0.891017847713594 | -0.391017847713594 |
120 | 0.9 | 1.13342784431459 | -0.23342784431459 |
121 | 0.9 | 1.30706605893417 | -0.407066058934171 |
122 | 0.8 | 1.34640194646085 | -0.54640194646085 |
123 | 1.6 | 1.89168410208352 | -0.291684102083523 |
124 | 1.6 | 1.93850417749158 | -0.338504177491575 |
125 | 1.7 | 2.19630209380785 | -0.496302093807854 |
126 | 1.5 | 2.28245805674258 | -0.782458056742585 |
127 | 1.7 | 2.3105676624472 | -0.610567662447203 |
128 | 1.6 | 2.14640989694703 | -0.546409896947028 |
129 | 1.9 | 2.46574583589873 | -0.565745835898728 |
130 | 1.9 | 2.54025597305886 | -0.640255973058864 |
131 | 1.9 | 2.47871795042344 | -0.578717950423443 |
132 | 2.2 | 2.60004816299163 | -0.40004816299163 |
133 | 2.3 | 2.6598403529244 | -0.359840352924398 |
134 | 2.4 | 2.75871800184846 | -0.358718001848464 |
135 | 2.7 | 2.80728390995917 | -0.10728390995917 |
136 | 2.8 | 2.74200379338306 | 0.0579962066169376 |
137 | 2.7 | 2.67672367680695 | 0.0232763231930459 |
138 | 2.7 | 2.88221359107184 | -0.18221359107184 |
139 | 2.6 | 2.9624620834107 | -0.362462083410695 |
140 | 2.5 | 2.84287770354516 | -0.342877703545162 |
141 | 3 | 2.85210772412919 | 0.147892275870811 |
142 | 3 | 2.84287770354516 | 0.157122296454838 |
143 | 3 | 2.94200578100461 | 0.0579942189953931 |
144 | 2.7 | 2.76836756638503 | -0.0683675663850258 |
145 | 2.7 | 2.81144554785239 | -0.111445547852391 |
146 | 2.7 | 2.86924147654713 | -0.169241476547125 |
147 | 2.7 | 2.71605956433363 | -0.0160595643336326 |
148 | 2.6 | 2.60221353964682 | -0.00221353964681885 |
149 | 2.4 | 2.38749360479791 | 0.0125063952020945 |
150 | 2.4 | 2.12969568848163 | 0.270304311518373 |
151 | 2.4 | 2.12221150060025 | 0.277788499399747 |
152 | 2.6 | 2.45451955407667 | 0.145480445923333 |
153 | 2.6 | 2.41518366654999 | 0.184816333450011 |
154 | 2.5 | 2.40595364596596 | 0.0940463540340391 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
7 | 0.0689560546615787 | 0.137912109323157 | 0.931043945338421 |
8 | 0.0269823661637373 | 0.0539647323274747 | 0.973017633836263 |
9 | 0.0360999289379536 | 0.0721998578759072 | 0.963900071062046 |
10 | 0.0297164418989409 | 0.0594328837978818 | 0.970283558101059 |
11 | 0.0218765305904076 | 0.0437530611808152 | 0.978123469409592 |
12 | 0.0153874386177487 | 0.0307748772354975 | 0.984612561382251 |
13 | 0.0133530283205198 | 0.0267060566410396 | 0.98664697167948 |
14 | 0.0127001611857773 | 0.0254003223715546 | 0.987299838814223 |
15 | 0.00699722515891609 | 0.0139944503178322 | 0.993002774841084 |
16 | 0.00749437736401663 | 0.0149887547280333 | 0.992505622635983 |
17 | 0.0116544082328299 | 0.0233088164656598 | 0.98834559176717 |
18 | 0.00656157296085097 | 0.0131231459217019 | 0.993438427039149 |
19 | 0.00544441480997577 | 0.0108888296199515 | 0.994555585190024 |
20 | 0.00559866235089345 | 0.0111973247017869 | 0.994401337649107 |
21 | 0.00441683244341998 | 0.00883366488683995 | 0.99558316755658 |
22 | 0.00376053921871198 | 0.00752107843742396 | 0.996239460781288 |
23 | 0.00332628755941529 | 0.00665257511883058 | 0.996673712440585 |
24 | 0.00202547613318515 | 0.00405095226637029 | 0.997974523866815 |
25 | 0.0011131013319685 | 0.002226202663937 | 0.998886898668031 |
26 | 0.000617902116736214 | 0.00123580423347243 | 0.999382097883264 |
27 | 0.00032878911286611 | 0.000657578225732219 | 0.999671210887134 |
28 | 0.000841955362753919 | 0.00168391072550784 | 0.999158044637246 |
29 | 0.000862992759583117 | 0.00172598551916623 | 0.999137007240417 |
30 | 0.00117313933155843 | 0.00234627866311686 | 0.998826860668442 |
31 | 0.00106839116648656 | 0.00213678233297312 | 0.998931608833513 |
32 | 0.00132007161782727 | 0.00264014323565454 | 0.998679928382173 |
33 | 0.00146916562682072 | 0.00293833125364145 | 0.998530834373179 |
34 | 0.00430897139162529 | 0.00861794278325057 | 0.995691028608375 |
35 | 0.0116827518980354 | 0.0233655037960707 | 0.988317248101965 |
36 | 0.0169695889794487 | 0.0339391779588974 | 0.983030411020551 |
37 | 0.0160672449768167 | 0.0321344899536333 | 0.983932755023183 |
38 | 0.023734063440704 | 0.047468126881408 | 0.976265936559296 |
39 | 0.0298663153998369 | 0.0597326307996738 | 0.970133684600163 |
40 | 0.0246870921167349 | 0.0493741842334698 | 0.975312907883265 |
41 | 0.0233757292317318 | 0.0467514584634636 | 0.976624270768268 |
42 | 0.0199382381468173 | 0.0398764762936346 | 0.980061761853183 |
43 | 0.0167168617147865 | 0.0334337234295729 | 0.983283138285214 |
44 | 0.0128598030695518 | 0.0257196061391035 | 0.987140196930448 |
45 | 0.0107716280676724 | 0.0215432561353447 | 0.989228371932328 |
46 | 0.00884657601151346 | 0.0176931520230269 | 0.991153423988486 |
47 | 0.00707819872236164 | 0.0141563974447233 | 0.992921801277638 |
48 | 0.00541270662628383 | 0.0108254132525677 | 0.994587293373716 |
49 | 0.00463731058564838 | 0.00927462117129677 | 0.995362689414352 |
50 | 0.0060239142971811 | 0.0120478285943622 | 0.993976085702819 |
51 | 0.00577151409711098 | 0.011543028194222 | 0.994228485902889 |
52 | 0.0041952015444443 | 0.00839040308888859 | 0.995804798455556 |
53 | 0.0044191210550558 | 0.0088382421101116 | 0.995580878944944 |
54 | 0.00461355231457642 | 0.00922710462915285 | 0.995386447685424 |
55 | 0.00351666698406711 | 0.00703333396813422 | 0.996483333015933 |
56 | 0.00291603268001465 | 0.00583206536002929 | 0.997083967319985 |
57 | 0.00206683450812413 | 0.00413366901624826 | 0.997933165491876 |
58 | 0.00141014009833103 | 0.00282028019666205 | 0.998589859901669 |
59 | 0.000931226767786814 | 0.00186245353557363 | 0.999068773232213 |
60 | 0.000971056500207923 | 0.00194211300041585 | 0.999028943499792 |
61 | 0.000911400487172462 | 0.00182280097434492 | 0.999088599512828 |
62 | 0.00065918862002108 | 0.00131837724004216 | 0.999340811379979 |
63 | 0.000713804196502698 | 0.0014276083930054 | 0.999286195803497 |
64 | 0.000537705959360133 | 0.00107541191872027 | 0.99946229404064 |
65 | 0.000447740418915062 | 0.000895480837830124 | 0.999552259581085 |
66 | 0.000386453185576765 | 0.000772906371153531 | 0.999613546814423 |
67 | 0.000288406577933979 | 0.000576813155867958 | 0.999711593422066 |
68 | 0.000234102179181518 | 0.000468204358363036 | 0.999765897820818 |
69 | 0.000212016943287994 | 0.000424033886575988 | 0.999787983056712 |
70 | 0.000254792702342851 | 0.000509585404685703 | 0.999745207297657 |
71 | 0.000167397755029143 | 0.000334795510058286 | 0.999832602244971 |
72 | 0.000122679925742519 | 0.000245359851485039 | 0.999877320074257 |
73 | 8.33272644834981e-05 | 0.000166654528966996 | 0.999916672735517 |
74 | 5.15799204118747e-05 | 0.000103159840823749 | 0.999948420079588 |
75 | 3.77226201472258e-05 | 7.54452402944515e-05 | 0.999962277379853 |
76 | 4.66993692975376e-05 | 9.33987385950752e-05 | 0.999953300630702 |
77 | 4.36791708994873e-05 | 8.73583417989747e-05 | 0.9999563208291 |
78 | 6.56323203418009e-05 | 0.000131264640683602 | 0.999934367679658 |
79 | 0.000118628469271499 | 0.000237256938542998 | 0.999881371530729 |
80 | 0.000224860488007533 | 0.000449720976015066 | 0.999775139511992 |
81 | 0.000709260580861661 | 0.00141852116172332 | 0.999290739419138 |
82 | 0.00214571682499427 | 0.00429143364998853 | 0.997854283175006 |
83 | 0.00448400072834176 | 0.00896800145668353 | 0.995515999271658 |
84 | 0.0100945441978331 | 0.0201890883956662 | 0.989905455802167 |
85 | 0.0109777363805062 | 0.0219554727610123 | 0.989022263619494 |
86 | 0.0117153921692556 | 0.0234307843385113 | 0.988284607830744 |
87 | 0.011034516042241 | 0.022069032084482 | 0.988965483957759 |
88 | 0.0104246102627501 | 0.0208492205255003 | 0.98957538973725 |
89 | 0.0130338692499732 | 0.0260677384999464 | 0.986966130750027 |
90 | 0.0170384408867958 | 0.0340768817735916 | 0.982961559113204 |
91 | 0.0166610502761191 | 0.0333221005522381 | 0.983338949723881 |
92 | 0.0262085278121486 | 0.0524170556242972 | 0.973791472187851 |
93 | 0.036048361767438 | 0.072096723534876 | 0.963951638232562 |
94 | 0.0887609610116452 | 0.17752192202329 | 0.911239038988355 |
95 | 0.295611371274633 | 0.591222742549265 | 0.704388628725367 |
96 | 0.558829852522165 | 0.882340294955669 | 0.441170147477835 |
97 | 0.717922406009174 | 0.564155187981653 | 0.282077593990826 |
98 | 0.886571486864449 | 0.226857026271102 | 0.113428513135551 |
99 | 0.948397118980182 | 0.103205762039636 | 0.051602881019818 |
100 | 0.950238893505466 | 0.0995222129890678 | 0.0497611064945339 |
101 | 0.941100066804642 | 0.117799866390717 | 0.0588999331953585 |
102 | 0.931333069564666 | 0.137333860870669 | 0.0686669304353344 |
103 | 0.915665058874483 | 0.168669882251033 | 0.0843349411255166 |
104 | 0.906936778726777 | 0.186126442546447 | 0.0930632212732233 |
105 | 0.88491776879054 | 0.23016446241892 | 0.11508223120946 |
106 | 0.881686346584184 | 0.236627306831632 | 0.118313653415816 |
107 | 0.906760496593731 | 0.186479006812538 | 0.0932395034062689 |
108 | 0.934808861912881 | 0.130382276174239 | 0.0651911380871193 |
109 | 0.992462750139278 | 0.0150744997214446 | 0.0075372498607223 |
110 | 0.995168828469798 | 0.00966234306040327 | 0.00483117153020163 |
111 | 0.996242816460246 | 0.0075143670795075 | 0.00375718353975375 |
112 | 0.996710504027326 | 0.00657899194534806 | 0.00328949597267403 |
113 | 0.99729022068985 | 0.00541955862029949 | 0.00270977931014974 |
114 | 0.997267381256156 | 0.00546523748768899 | 0.00273261874384449 |
115 | 0.997195688850512 | 0.0056086222989761 | 0.00280431114948805 |
116 | 0.997623410124581 | 0.00475317975083821 | 0.00237658987541911 |
117 | 0.997187389811248 | 0.00562522037750319 | 0.00281261018875159 |
118 | 0.99640687743966 | 0.00718624512067991 | 0.00359312256033996 |
119 | 0.995148014213298 | 0.00970397157340454 | 0.00485198578670227 |
120 | 0.993062027482896 | 0.0138759450342088 | 0.00693797251710441 |
121 | 0.990939315052894 | 0.0181213698942119 | 0.00906068494710593 |
122 | 0.990206462639151 | 0.0195870747216978 | 0.00979353736084888 |
123 | 0.987036988548737 | 0.0259260229025257 | 0.0129630114512629 |
124 | 0.985569449801561 | 0.0288611003968775 | 0.0144305501984387 |
125 | 0.981001628033577 | 0.0379967439328455 | 0.0189983719664227 |
126 | 0.987117368525124 | 0.0257652629497515 | 0.0128826314748757 |
127 | 0.997282632962572 | 0.00543473407485585 | 0.00271736703742793 |
128 | 0.998221219712549 | 0.00355756057490173 | 0.00177878028745087 |
129 | 0.999351821542795 | 0.00129635691440979 | 0.000648178457204894 |
130 | 0.999907256502693 | 0.000185486994614244 | 9.27434973071218e-05 |
131 | 0.99999547844876 | 9.04310248069987e-06 | 4.52155124034994e-06 |
132 | 0.999994657130524 | 1.06857389520985e-05 | 5.34286947604924e-06 |
133 | 0.999986193449688 | 2.76131006233408e-05 | 1.38065503116704e-05 |
134 | 0.999994133550025 | 1.17328999496472e-05 | 5.86644997482358e-06 |
135 | 0.999985071295205 | 2.98574095901096e-05 | 1.49287047950548e-05 |
136 | 0.999958030089293 | 8.39398214131343e-05 | 4.19699107065671e-05 |
137 | 0.999877016091414 | 0.000245967817171128 | 0.000122983908585564 |
138 | 0.999723207992943 | 0.000553584014113955 | 0.000276792007056977 |
139 | 0.999775178219682 | 0.000449643560636243 | 0.000224821780318122 |
140 | 0.999999639290024 | 7.21419951615766e-07 | 3.60709975807883e-07 |
141 | 0.999997756875312 | 4.48624937582006e-06 | 2.24312468791003e-06 |
142 | 0.99999513791891 | 9.72416217979956e-06 | 4.86208108989978e-06 |
143 | 0.999998398835343 | 3.20232931361038e-06 | 1.60116465680519e-06 |
144 | 0.999985700626018 | 2.85987479644417e-05 | 1.42993739822208e-05 |
145 | 0.999929998753376 | 0.000140002493248958 | 7.00012466244788e-05 |
146 | 0.999472976396474 | 0.00105404720705253 | 0.000527023603526264 |
147 | 0.996889474349576 | 0.00622105130084814 | 0.00311052565042407 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 78 | 0.553191489361702 | NOK |
5% type I error level | 119 | 0.843971631205674 | NOK |
10% type I error level | 126 | 0.893617021276596 | NOK |