Multiple Linear Regression - Estimated Regression Equation |
BEL_20[t] = -1721.83682309609 + 0.177196980378819Nikkei[t] + 0.101752847975346DJ_Indust[t] + 0.0867712556300353Goudprijs[t] + 0.0560764634016684Conjunct_Seizoenzuiver[t] + 0.0579872921663899Cons_vertrouw[t] + 0.100295528669206Rend_oblig_EUR[t] + 1.01027190454475Alg_consumptie_index_BE[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) | -1721.83682309609 | 331.951655 | -5.187 | 1e-06 | 0 |
Nikkei | 0.177196980378819 | 0.012587 | 14.0773 | 0 | 0 |
DJ_Indust | 0.101752847975346 | 0.021946 | 4.6364 | 7e-06 | 3e-06 |
Goudprijs | 0.0867712556300353 | 0.010035 | 8.6472 | 0 | 0 |
Conjunct_Seizoenzuiver | 0.0560764634016684 | 0.022106 | 2.5367 | 0.01208 | 0.00604 |
Cons_vertrouw | 0.0579872921663899 | 0.020966 | 2.7658 | 0.006299 | 0.00315 |
Rend_oblig_EUR | 0.100295528669206 | 0.020757 | 4.832 | 3e-06 | 1e-06 |
Alg_consumptie_index_BE | 1.01027190454475 | 0.021667 | 46.6266 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.979163444725556 |
R-squared | 0.958761051486818 |
Adjusted R-squared | 0.957082722186863 |
F-TEST (value) | 571.259198962014 |
F-TEST (DF numerator) | 7 |
F-TEST (DF denominator) | 172 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 658.324428868461 |
Sum Squared Residuals | 74543261.2269374 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 2502.66 | 3308.27681075174 | -805.616810751737 |
2 | 2466.92 | 3136.48031943005 | -669.56031943005 |
3 | 2513.17 | 3030.65950394978 | -517.489503949776 |
4 | 2443.27 | 2995.12655963047 | -551.856559630465 |
5 | 2293.41 | 2940.86785289644 | -647.457852896442 |
6 | 2070.83 | 2730.38565465812 | -659.555654658125 |
7 | 2029.6 | 2777.39496646785 | -747.794966467847 |
8 | 2052.02 | 2681.47274324348 | -629.452743243482 |
9 | 1864.44 | 2535.93327827107 | -671.493278271071 |
10 | 1670.07 | 2378.34265051992 | -708.27265051992 |
11 | 1810.99 | 2470.71118474596 | -659.721184745964 |
12 | 1905.41 | 2416.27691221111 | -510.866912211106 |
13 | 1862.83 | 2357.09238719484 | -494.262387194838 |
14 | 2014.45 | 2333.16712316204 | -318.717123162039 |
15 | 2197.82 | 2536.00573009389 | -338.185730093889 |
16 | 2962.34 | 3166.20502680379 | -203.865026803794 |
17 | 3047.03 | 3327.02603679705 | -279.996036797052 |
18 | 3032.6 | 3433.39912216993 | -400.799122169931 |
19 | 3504.37 | 3602.20984305739 | -97.839843057386 |
20 | 3801.06 | 3667.19645274011 | 133.863547259889 |
21 | 3857.62 | 3549.71451926705 | 307.905480732948 |
22 | 3674.4 | 3501.74743066435 | 172.652569335646 |
23 | 3720.98 | 3694.79003055034 | 26.1899694496553 |
24 | 3844.49 | 3673.69091038848 | 170.799089611522 |
25 | 4116.68 | 3937.75880289858 | 178.921197101421 |
26 | 4105.18 | 3914.22908350123 | 190.950916498769 |
27 | 4435.23 | 4168.52633270433 | 266.703667295668 |
28 | 4296.49 | 3963.02707586156 | 333.462924138443 |
29 | 4202.52 | 3904.74368119899 | 297.776318801011 |
30 | 4562.84 | 4209.88283894925 | 352.957161050747 |
31 | 4621.4 | 4205.36347952972 | 416.036520470283 |
32 | 4696.96 | 4148.21623224025 | 548.743767759745 |
33 | 4591.27 | 4075.82956782747 | 515.440432172531 |
34 | 4356.98 | 3946.09325885582 | 410.886741144179 |
35 | 4502.64 | 4128.25200907971 | 374.387990920295 |
36 | 4443.91 | 3968.70325663175 | 475.206743368254 |
37 | 4290.89 | 3840.09050146871 | 450.799498531295 |
38 | 4199.75 | 3731.18167779553 | 468.568322204468 |
39 | 4138.52 | 3722.33035153144 | 416.189648468561 |
40 | 3970.1 | 3590.46586706228 | 379.634132937718 |
41 | 3862.27 | 3597.63540052248 | 264.63459947752 |
42 | 3701.61 | 3480.32040109246 | 221.289598907545 |
43 | 3570.12 | 3372.18403637968 | 197.935963620321 |
44 | 3801.06 | 3820.30968058539 | -19.2496805853900 |
45 | 3895.51 | 3866.20500877133 | 29.3049912286678 |
46 | 3917.96 | 3596.27701131841 | 321.682988681591 |
47 | 3813.06 | 3561.27261317868 | 251.787386821323 |
48 | 3667.03 | 3502.73963938577 | 164.290360614234 |
49 | 3494.17 | 3354.66410579204 | 139.505894207956 |
50 | 3363.99 | 3045.52016443580 | 318.469835564197 |
51 | 3295.32 | 2795.18117299094 | 500.138827009063 |
52 | 3277.01 | 2691.69165370713 | 585.31834629287 |
53 | 3257.16 | 2510.81010340180 | 746.349896598203 |
54 | 3161.69 | 2414.20827861337 | 747.481721386631 |
55 | 3097.31 | 2353.01178991373 | 744.298210086275 |
56 | 3061.26 | 2228.20314535687 | 833.05685464313 |
57 | 3119.31 | 2270.01867060783 | 849.291329392168 |
58 | 3106.22 | 2376.75740373977 | 729.462596260232 |
59 | 3080.58 | 2325.67076809267 | 754.909231907328 |
60 | 2981.85 | 2274.95176623748 | 706.898233762519 |
61 | 2921.44 | 2249.50986023296 | 671.930139767035 |
62 | 2849.27 | 2227.84788252761 | 621.422117472392 |
63 | 2756.76 | 2190.6925604339 | 566.067439566099 |
64 | 2645.64 | 2206.47219856875 | 439.167801431252 |
65 | 2497.84 | 2166.32341024037 | 331.516589759626 |
66 | 2448.05 | 2236.21822423588 | 211.831775764125 |
67 | 2454.62 | 2279.14678422572 | 175.473215774282 |
68 | 2407.6 | 2157.03614394307 | 250.563856056934 |
69 | 2472.81 | 2401.30416544302 | 71.5058345569777 |
70 | 2408.64 | 2279.88878733909 | 128.751212660911 |
71 | 2440.25 | 2135.73407129982 | 304.515928700178 |
72 | 2350.44 | 2199.50839661043 | 150.931603389568 |
73 | 2196.72 | 2059.43952334129 | 137.280476658711 |
74 | 2174.56 | 2010.72757309357 | 163.832426906429 |
75 | 2120.88 | 2066.63455006570 | 54.2454499343046 |
76 | 2093.48 | 2071.46989083894 | 22.0101091610560 |
77 | 2061.41 | 1875.18726942639 | 186.222730573611 |
78 | 1969.6 | 1785.60339538811 | 183.996604611885 |
79 | 1959.67 | 1633.37987011663 | 326.290129883370 |
80 | 1910.43 | 1457.83034152113 | 452.599658478869 |
81 | 1833.42 | 1370.97703234852 | 462.442967651481 |
82 | 1635.25 | 1420.41648125661 | 214.833518743390 |
83 | 1765.9 | 1529.08259040764 | 236.817409592363 |
84 | 1946.81 | 1597.73613390794 | 349.073866092058 |
85 | 1995.37 | 1599.00479179369 | 396.365208206309 |
86 | 2042 | 1592.48444467135 | 449.515555328647 |
87 | 1940.49 | 1555.75582172496 | 384.73417827504 |
88 | 2065.81 | 1674.50155151698 | 391.308448483022 |
89 | 2214.95 | 1774.78826454403 | 440.161735455968 |
90 | 2304.98 | 1872.77760457112 | 432.202395428884 |
91 | 2555.28 | 2127.74568545629 | 427.534314543714 |
92 | 2799.43 | 2336.00161764704 | 463.428382352961 |
93 | 2811.7 | 2282.48432616534 | 529.215673834655 |
94 | 2735.7 | 2311.62131350036 | 424.078686499638 |
95 | 2745.88 | 2001.24937988741 | 744.630620112585 |
96 | 2720.25 | 2004.13954667777 | 716.110453322229 |
97 | 2638.53 | 2019.12033285591 | 619.409667144086 |
98 | 2659.81 | 1999.87088825824 | 659.939111741762 |
99 | 2641.65 | 1940.42401825270 | 701.225981747304 |
100 | 2604.42 | 1839.4603563012 | 764.959643698798 |
101 | 2892.63 | 2225.85502369686 | 666.77497630314 |
102 | 2915.02 | 2364.87925346168 | 550.140746538316 |
103 | 2845.26 | 2559.24918261941 | 286.010817380593 |
104 | 2794.83 | 2694.46515473095 | 100.364845269051 |
105 | 2848.96 | 2512.32102099397 | 336.638979006026 |
106 | 2833.18 | 2363.64057696292 | 469.53942303708 |
107 | 2995.55 | 2523.32443813590 | 472.225561864096 |
108 | 2987.1 | 2590.05389492909 | 397.046105070906 |
109 | 3013.24 | 2773.22217866465 | 240.017821335352 |
110 | 3110.52 | 2850.12138464279 | 260.398615357206 |
111 | 3045.78 | 2937.28612989675 | 108.493870103255 |
112 | 3032.93 | 3135.23737560196 | -102.307375601958 |
113 | 3142.95 | 3143.56890625009 | -0.618906250085992 |
114 | 3012.61 | 3211.4886578165 | -198.878657816500 |
115 | 2897.06 | 3207.70258059712 | -310.642580597116 |
116 | 2863.36 | 3222.92601304489 | -359.566013044888 |
117 | 2882.6 | 3692.25703039228 | -809.657030392284 |
118 | 2767.63 | 3691.01130461346 | -923.38130461346 |
119 | 2803.47 | 3691.59317666886 | -888.12317666886 |
120 | 3030.29 | 3568.89103301624 | -538.601033016236 |
121 | 3210.52 | 3471.49732771806 | -260.977327718062 |
122 | 3249.57 | 3445.49452475694 | -195.924524756938 |
123 | 2999.93 | 3279.03313940428 | -279.103139404279 |
124 | 3181.96 | 3180.78194901478 | 1.17805098522014 |
125 | 3053.05 | 3199.00050558914 | -145.950505589143 |
126 | 3092.71 | 3292.12669790834 | -199.416697908342 |
127 | 3165.26 | 3107.12146626704 | 58.1385337329572 |
128 | 3173.95 | 3036.37269475295 | 137.577305247046 |
129 | 3280.37 | 3032.45963359848 | 247.910366401525 |
130 | 3288.18 | 2736.65391564390 | 551.526084356104 |
131 | 3411.13 | 2451.48576577379 | 959.644234226211 |
132 | 3484.74 | 2373.74193126364 | 1110.99806873636 |
133 | 3361.13 | 4992.53544646112 | -1631.40544646112 |
134 | 14525.87 | 13800.5642910627 | 725.30570893727 |
135 | 8164.47 | 7854.69800871457 | 309.771991285429 |
136 | -3.7 | 203.676193718251 | -207.376193718251 |
137 | 2 | 37.0622970173114 | -35.0622970173114 |
138 | 4.69 | 441.582150173878 | -436.892150173878 |
139 | 1.6 | 1204.28770132970 | -1202.68770132970 |
140 | 3064.42 | 4933.31769407148 | -1868.89769407148 |
141 | 16840.31 | 17059.3579682700 | -219.047968270041 |
142 | 8323.61 | 7910.7376582313 | 412.872341768698 |
143 | 4.1 | 137.500560354516 | -133.400560354516 |
144 | -9 | -170.570761580749 | 161.570761580749 |
145 | 5.5 | 469.044618110266 | -463.544618110266 |
146 | 1.3 | 1241.16769730366 | -1239.86769730366 |
147 | 2409.36 | 5019.7862754446 | -2610.4262754446 |
148 | 20152.53 | 20621.8869219128 | -469.356921912819 |
149 | 7603.88 | 7732.81016086258 | -128.930160862581 |
150 | -2 | 115.703833649995 | -117.703833649995 |
151 | -21 | -131.390742902412 | 110.390742902412 |
152 | 5.11 | 493.190072963279 | -488.080072963279 |
153 | 2 | 1068.63651896766 | -1066.63651896766 |
154 | 1877.1 | 4363.88841956572 | -2486.78841956572 |
155 | 21021.37 | 20902.9215809088 | 118.448419091161 |
156 | 5996.21 | 6331.32279622364 | -335.112796223638 |
157 | -6.6 | 147.778716482023 | -154.378716482023 |
158 | -11 | -56.1267093603222 | 45.1267093603222 |
159 | 5.96 | 705.378980115892 | -699.418980115892 |
160 | 1.8 | 1286.79379199926 | -1284.99379199926 |
161 | 1711.74 | 4422.3158898304 | -2710.5758898304 |
162 | 20394.71 | 20325.0981746683 | 69.611825331747 |
163 | 5518.24 | 5643.41799848654 | -125.177998486536 |
164 | -14 | -8.9731285585259 | -5.02687144147409 |
165 | -16 | -314.055764718157 | 298.055764718157 |
166 | 6.72 | 254.29875746318 | -247.57875746318 |
167 | 1.2 | 795.847532504622 | -794.647532504622 |
168 | 1475.57 | 3313.92597894979 | -1838.35597894979 |
169 | 16188.69 | 14445.0359020408 | 1743.65409795921 |
170 | 4510.76 | 4440.71346384823 | 70.0465361517735 |
171 | -5.1 | -277.035892321974 | 271.935892321974 |
172 | -4 | -457.242041467639 | 453.242041467639 |
173 | 8.29 | 212.756489720136 | -204.466489720136 |
174 | 1.8 | 796.206968175441 | -794.406968175441 |
175 | 2502.66 | 3308.27681075172 | -805.616810751721 |
176 | 2466.92 | 3136.48031943004 | -669.560319430045 |
177 | 2513.17 | 3030.65950394978 | -517.489503949779 |
178 | 2443.27 | 2995.12655963046 | -551.856559630464 |
179 | 2293.41 | 2940.86785289645 | -647.457852896448 |
180 | 2070.83 | 2730.38565465812 | -659.55565465812 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
11 | 0.000522826309233959 | 0.00104565261846792 | 0.999477173690766 |
12 | 3.15944634842757e-05 | 6.31889269685515e-05 | 0.999968405536516 |
13 | 1.72507314555143e-06 | 3.45014629110286e-06 | 0.999998274926854 |
14 | 6.2716763139989e-06 | 1.25433526279978e-05 | 0.999993728323686 |
15 | 6.06584306000083e-07 | 1.21316861200017e-06 | 0.999999393415694 |
16 | 8.89862811798075e-08 | 1.77972562359615e-07 | 0.999999911013719 |
17 | 1.10766711074340e-08 | 2.21533422148681e-08 | 0.999999988923329 |
18 | 1.00937683804983e-09 | 2.01875367609965e-09 | 0.999999998990623 |
19 | 2.07113232648347e-09 | 4.14226465296694e-09 | 0.999999997928868 |
20 | 2.37894443622177e-09 | 4.75788887244353e-09 | 0.999999997621056 |
21 | 8.03241466803467e-10 | 1.60648293360693e-09 | 0.999999999196759 |
22 | 2.81402506458893e-09 | 5.62805012917786e-09 | 0.999999997185975 |
23 | 4.95345198622942e-10 | 9.90690397245885e-10 | 0.999999999504655 |
24 | 2.53107632052047e-10 | 5.06215264104095e-10 | 0.999999999746892 |
25 | 1.42362248258200e-10 | 2.84724496516399e-10 | 0.999999999857638 |
26 | 8.5434453201894e-11 | 1.70868906403788e-10 | 0.999999999914566 |
27 | 1.70396356853019e-11 | 3.40792713706038e-11 | 0.99999999998296 |
28 | 4.499382633877e-12 | 8.998765267754e-12 | 0.9999999999955 |
29 | 1.57748330049104e-12 | 3.15496660098207e-12 | 0.999999999998423 |
30 | 7.29592329272364e-13 | 1.45918465854473e-12 | 0.99999999999927 |
31 | 5.44108075968498e-13 | 1.08821615193700e-12 | 0.999999999999456 |
32 | 6.53778181642413e-13 | 1.30755636328483e-12 | 0.999999999999346 |
33 | 5.1768291790363e-13 | 1.03536583580726e-12 | 0.999999999999482 |
34 | 1.29900204834893e-13 | 2.59800409669787e-13 | 0.99999999999987 |
35 | 2.67159383321734e-14 | 5.34318766643467e-14 | 0.999999999999973 |
36 | 6.55885558894393e-15 | 1.31177111778879e-14 | 0.999999999999993 |
37 | 1.77916987927629e-15 | 3.55833975855257e-15 | 0.999999999999998 |
38 | 3.63223584052739e-16 | 7.26447168105478e-16 | 1 |
39 | 9.80005779387519e-17 | 1.96001155877504e-16 | 1 |
40 | 1.94530431189746e-17 | 3.89060862379493e-17 | 1 |
41 | 3.79929964377818e-18 | 7.59859928755636e-18 | 1 |
42 | 7.00291621353972e-19 | 1.40058324270794e-18 | 1 |
43 | 2.31689629654436e-19 | 4.63379259308873e-19 | 1 |
44 | 6.53101362008446e-20 | 1.30620272401689e-19 | 1 |
45 | 2.57245038213323e-20 | 5.14490076426646e-20 | 1 |
46 | 4.77268397504204e-21 | 9.54536795008408e-21 | 1 |
47 | 1.43792434510808e-21 | 2.87584869021616e-21 | 1 |
48 | 1.03068346829208e-21 | 2.06136693658415e-21 | 1 |
49 | 4.97395380631163e-22 | 9.94790761262325e-22 | 1 |
50 | 9.3649890022176e-23 | 1.87299780044352e-22 | 1 |
51 | 2.60619119923298e-23 | 5.21238239846595e-23 | 1 |
52 | 8.67518011995407e-24 | 1.73503602399081e-23 | 1 |
53 | 2.49649844307897e-24 | 4.99299688615794e-24 | 1 |
54 | 5.87110562215808e-25 | 1.17422112443162e-24 | 1 |
55 | 1.30534398929716e-25 | 2.61068797859432e-25 | 1 |
56 | 3.10355952433097e-26 | 6.20711904866194e-26 | 1 |
57 | 7.26801056432223e-27 | 1.45360211286445e-26 | 1 |
58 | 3.93579212215559e-27 | 7.87158424431119e-27 | 1 |
59 | 1.49771155516139e-27 | 2.99542311032278e-27 | 1 |
60 | 4.8889423335518e-28 | 9.7778846671036e-28 | 1 |
61 | 1.83044332344893e-28 | 3.66088664689786e-28 | 1 |
62 | 4.89825860135035e-29 | 9.7965172027007e-29 | 1 |
63 | 1.19412901196022e-29 | 2.38825802392045e-29 | 1 |
64 | 1.19197459878375e-29 | 2.38394919756750e-29 | 1 |
65 | 2.35783891370854e-29 | 4.71567782741708e-29 | 1 |
66 | 8.49261815304705e-29 | 1.69852363060941e-28 | 1 |
67 | 7.02720619020554e-28 | 1.40544123804111e-27 | 1 |
68 | 5.00242885778955e-28 | 1.00048577155791e-27 | 1 |
69 | 3.99056884778608e-27 | 7.98113769557217e-27 | 1 |
70 | 9.41450360046218e-27 | 1.88290072009244e-26 | 1 |
71 | 4.99757025484104e-27 | 9.99514050968207e-27 | 1 |
72 | 8.64244156019448e-27 | 1.72848831203890e-26 | 1 |
73 | 4.24315675199104e-27 | 8.48631350398208e-27 | 1 |
74 | 1.20433909429672e-27 | 2.40867818859344e-27 | 1 |
75 | 8.37852721153428e-28 | 1.67570544230686e-27 | 1 |
76 | 5.89112487634561e-28 | 1.17822497526912e-27 | 1 |
77 | 1.5223611669999e-28 | 3.0447223339998e-28 | 1 |
78 | 5.09029566746982e-29 | 1.01805913349396e-28 | 1 |
79 | 1.28077477334631e-29 | 2.56154954669262e-29 | 1 |
80 | 1.00920104199262e-29 | 2.01840208398525e-29 | 1 |
81 | 1.24430186252918e-29 | 2.48860372505836e-29 | 1 |
82 | 3.33937217243742e-30 | 6.67874434487484e-30 | 1 |
83 | 1.10003793231168e-30 | 2.20007586462337e-30 | 1 |
84 | 6.87850319792859e-31 | 1.37570063958572e-30 | 1 |
85 | 6.5895980721558e-31 | 1.31791961443116e-30 | 1 |
86 | 7.89396829358707e-31 | 1.57879365871741e-30 | 1 |
87 | 6.25829216647165e-31 | 1.25165843329433e-30 | 1 |
88 | 3.65975601179134e-31 | 7.31951202358268e-31 | 1 |
89 | 1.93415300748548e-31 | 3.86830601497096e-31 | 1 |
90 | 9.15688384166924e-32 | 1.83137676833385e-31 | 1 |
91 | 3.72999750060885e-32 | 7.4599950012177e-32 | 1 |
92 | 1.39168169517072e-32 | 2.78336339034143e-32 | 1 |
93 | 6.23881515665973e-33 | 1.24776303133195e-32 | 1 |
94 | 2.25261660468516e-33 | 4.50523320937032e-33 | 1 |
95 | 3.50949916076102e-33 | 7.01899832152203e-33 | 1 |
96 | 2.82162855473594e-33 | 5.64325710947188e-33 | 1 |
97 | 1.77594137169217e-33 | 3.55188274338435e-33 | 1 |
98 | 2.96425222806391e-33 | 5.92850445612781e-33 | 1 |
99 | 6.26982358393165e-33 | 1.25396471678633e-32 | 1 |
100 | 1.93860624360509e-32 | 3.87721248721017e-32 | 1 |
101 | 1.58849083828129e-32 | 3.17698167656258e-32 | 1 |
102 | 1.40601411635527e-32 | 2.81202823271054e-32 | 1 |
103 | 5.17981190589277e-32 | 1.03596238117855e-31 | 1 |
104 | 6.51362298157517e-31 | 1.30272459631503e-30 | 1 |
105 | 8.05718251032566e-31 | 1.61143650206513e-30 | 1 |
106 | 6.8538437004469e-31 | 1.37076874008938e-30 | 1 |
107 | 7.58386857986049e-31 | 1.51677371597210e-30 | 1 |
108 | 9.6063581322565e-31 | 1.9212716264513e-30 | 1 |
109 | 1.25413330876228e-30 | 2.50826661752457e-30 | 1 |
110 | 1.19522598599097e-30 | 2.39045197198195e-30 | 1 |
111 | 1.35106995712570e-30 | 2.70213991425141e-30 | 1 |
112 | 9.72214523189985e-30 | 1.94442904637997e-29 | 1 |
113 | 2.07798351692806e-29 | 4.15596703385612e-29 | 1 |
114 | 8.36409342021507e-29 | 1.67281868404301e-28 | 1 |
115 | 3.36734547593583e-28 | 6.73469095187167e-28 | 1 |
116 | 1.14941240469585e-27 | 2.2988248093917e-27 | 1 |
117 | 2.62766000636865e-25 | 5.25532001273729e-25 | 1 |
118 | 4.52917133392812e-24 | 9.05834266785623e-24 | 1 |
119 | 1.85939036957645e-23 | 3.71878073915289e-23 | 1 |
120 | 4.18599619270075e-23 | 8.3719923854015e-23 | 1 |
121 | 3.29634726685878e-23 | 6.59269453371756e-23 | 1 |
122 | 1.65489358358826e-23 | 3.30978716717652e-23 | 1 |
123 | 7.73543985531887e-24 | 1.54708797106377e-23 | 1 |
124 | 6.56377011840348e-24 | 1.31275402368070e-23 | 1 |
125 | 8.3529534405788e-24 | 1.67059068811576e-23 | 1 |
126 | 1.22922548415184e-23 | 2.45845096830367e-23 | 1 |
127 | 2.39841623940851e-23 | 4.79683247881701e-23 | 1 |
128 | 9.47084513619317e-23 | 1.89416902723863e-22 | 1 |
129 | 1.13013460018570e-21 | 2.26026920037140e-21 | 1 |
130 | 4.68033769236859e-19 | 9.36067538473718e-19 | 1 |
131 | 1.47446985103194e-13 | 2.94893970206387e-13 | 0.999999999999853 |
132 | 7.15868502984278e-06 | 1.43173700596856e-05 | 0.99999284131497 |
133 | 5.51463015308344e-06 | 1.10292603061669e-05 | 0.999994485369847 |
134 | 0.000392151944837390 | 0.000784303889674781 | 0.999607848055163 |
135 | 0.000340614241077799 | 0.000681228482155599 | 0.999659385758922 |
136 | 0.00525957532501563 | 0.0105191506500313 | 0.994740424674984 |
137 | 0.0529461540524975 | 0.105892308104995 | 0.947053845947503 |
138 | 0.0482440361183715 | 0.096488072236743 | 0.951755963881628 |
139 | 0.390692398611126 | 0.781384797222252 | 0.609307601388874 |
140 | 0.600085329683758 | 0.799829340632483 | 0.399914670316242 |
141 | 0.546161782783124 | 0.907676434433753 | 0.453838217216876 |
142 | 0.518683777671044 | 0.962632444657912 | 0.481316222328956 |
143 | 0.462267263138823 | 0.924534526277646 | 0.537732736861177 |
144 | 0.408497186055958 | 0.816994372111916 | 0.591502813944042 |
145 | 0.399967258483082 | 0.799934516966164 | 0.600032741516918 |
146 | 0.494269224401633 | 0.988538448803266 | 0.505730775598367 |
147 | 0.742788374103728 | 0.514423251792543 | 0.257211625896272 |
148 | 0.785686546517634 | 0.428626906964732 | 0.214313453482366 |
149 | 0.745231979856362 | 0.509536040287276 | 0.254768020143638 |
150 | 0.693137014005269 | 0.613725971989462 | 0.306862985994731 |
151 | 0.632834497767347 | 0.734331004465305 | 0.367165502232653 |
152 | 0.632732137715462 | 0.734535724569076 | 0.367267862284538 |
153 | 0.612944873918304 | 0.774110252163391 | 0.387055126081696 |
154 | 0.724065357438562 | 0.551869285122877 | 0.275934642561438 |
155 | 0.737451462447823 | 0.525097075104353 | 0.262548537552177 |
156 | 0.695096573760762 | 0.609806852478477 | 0.304903426239238 |
157 | 0.64992348659065 | 0.700153026818701 | 0.350076513409350 |
158 | 0.591967908794554 | 0.816064182410893 | 0.408032091205446 |
159 | 0.716305352578702 | 0.567389294842596 | 0.283694647421298 |
160 | 0.71088872775742 | 0.578222544485161 | 0.289111272242581 |
161 | 0.804607109249164 | 0.390785781501671 | 0.195392890750836 |
162 | 0.999824550049677 | 0.000350899900646993 | 0.000175449950323497 |
163 | 0.999738475113677 | 0.000523049772646096 | 0.000261524886323048 |
164 | 0.99986120535209 | 0.000277589295819394 | 0.000138794647909697 |
165 | 0.999814461900135 | 0.000371076199729718 | 0.000185538099864859 |
166 | 0.999298740089725 | 0.00140251982054951 | 0.000701259910274757 |
167 | 0.996964811962847 | 0.0060703760743068 | 0.0030351880371534 |
168 | 0.998846883483168 | 0.00230623303366493 | 0.00115311651683247 |
169 | 0.99381505344204 | 0.0123698931159195 | 0.00618494655795975 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 132 | 0.830188679245283 | NOK |
5% type I error level | 134 | 0.842767295597484 | NOK |
10% type I error level | 135 | 0.849056603773585 | NOK |