| Multiple Linear Regression - Estimated Regression Equation |
| BEL_20[t] = -546.230265905034 + 0.00497848663458504Nikkei[t] + 0.064130924727598DJ_Indust[t] -2.4442084265653Conjunct_Seizoenzuiver[t] -0.956816977273839Cons_vertrouw[t] + 37.9019963078767Rend_oblig_EUR[t] + 11.9162996323731Alg_consumptie_index_BE[t] + 1.0619313863985Y1[t] -0.292689132011974Y2[t] + 0.13605984089728Y3[t] -0.0183487610508147Y4[t] -51.4908803453574M1[t] -56.7853158988978M2[t] -58.0309927479335M3[t] -37.7722465200661M4[t] -68.7764884632851M5[t] -120.354286713861M6[t] -2.68155983648654M7[t] -59.9732492342926M8[t] -85.7452911011672M9[t] -67.6665101098873M10[t] -76.3701833397756M11[t] + 0.22183130685296t + 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) | -546.230265905034 | 194.981219 | -2.8015 | 0.005745 | 0.002872 |
| Nikkei | 0.00497848663458504 | 0.00472 | 1.0549 | 0.293151 | 0.146575 |
| DJ_Indust | 0.064130924727598 | 0.014233 | 4.5056 | 1.3e-05 | 7e-06 |
| Conjunct_Seizoenzuiver | -2.4442084265653 | 2.172125 | -1.1253 | 0.26224 | 0.13112 |
| Cons_vertrouw | -0.956816977273839 | 2.022311 | -0.4731 | 0.636794 | 0.318397 |
| Rend_oblig_EUR | 37.9019963078767 | 15.505785 | 2.4444 | 0.015646 | 0.007823 |
| Alg_consumptie_index_BE | 11.9162996323731 | 10.622703 | 1.1218 | 0.263715 | 0.131857 |
| Y1 | 1.0619313863985 | 0.081115 | 13.0916 | 0 | 0 |
| Y2 | -0.292689132011974 | 0.117551 | -2.4899 | 0.013848 | 0.006924 |
| Y3 | 0.13605984089728 | 0.117008 | 1.1628 | 0.24671 | 0.123355 |
| Y4 | -0.0183487610508147 | 0.077425 | -0.237 | 0.812984 | 0.406492 |
| M1 | -51.4908803453574 | 44.407475 | -1.1595 | 0.248055 | 0.124027 |
| M2 | -56.7853158988978 | 44.374047 | -1.2797 | 0.202589 | 0.101294 |
| M3 | -58.0309927479335 | 44.473916 | -1.3048 | 0.193909 | 0.096955 |
| M4 | -37.7722465200661 | 44.263057 | -0.8534 | 0.394795 | 0.197397 |
| M5 | -68.7764884632851 | 44.332146 | -1.5514 | 0.122874 | 0.061437 |
| M6 | -120.354286713861 | 44.281582 | -2.7179 | 0.007327 | 0.003664 |
| M7 | -2.68155983648654 | 44.350327 | -0.0605 | 0.951866 | 0.475933 |
| M8 | -59.9732492342926 | 44.730392 | -1.3408 | 0.181982 | 0.090991 |
| M9 | -85.7452911011672 | 45.283421 | -1.8935 | 0.060176 | 0.030088 |
| M10 | -67.6665101098873 | 45.069847 | -1.5014 | 0.135321 | 0.06766 |
| M11 | -76.3701833397756 | 44.836184 | -1.7033 | 0.090539 | 0.04527 |
| t | 0.22183130685296 | 0.460599 | 0.4816 | 0.630768 | 0.315384 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.991017486025751 |
| R-squared | 0.9821156576088 |
| Adjusted R-squared | 0.979544052820524 |
| F-TEST (value) | 381.907695181581 |
| F-TEST (DF numerator) | 22 |
| F-TEST (DF denominator) | 153 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 118.049470789014 |
| Sum Squared Residuals | 2132158.66569565 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 2293.41 | 2374.9204471504 | -81.5104471504024 |
| 2 | 2070.83 | 2202.57371470657 | -131.743714706575 |
| 3 | 2029.6 | 2013.25585210259 | 16.3441478974135 |
| 4 | 2052.02 | 2038.17203813227 | 13.8479618677283 |
| 5 | 1864.44 | 2011.87887631872 | -147.438876318724 |
| 6 | 1670.07 | 1708.63486552215 | -38.5648655221507 |
| 7 | 1810.99 | 1724.07403084451 | 86.9159691554925 |
| 8 | 1905.41 | 1891.09753153172 | 14.3124684682847 |
| 9 | 1862.83 | 1939.93138912236 | -77.1013891223556 |
| 10 | 2014.45 | 1919.78905437597 | 94.6609456240305 |
| 11 | 2197.82 | 2147.25138070115 | 50.5686192988492 |
| 12 | 2962.34 | 2482.78165706429 | 479.558342935708 |
| 13 | 3047.03 | 3224.10037520864 | -177.070375208638 |
| 14 | 3032.6 | 3117.25386171145 | -84.6538617114457 |
| 15 | 3504.37 | 3220.051107333 | 284.318892667005 |
| 16 | 3801.06 | 3758.84984999166 | 42.2101500083401 |
| 17 | 3857.62 | 3873.95620071193 | -16.3362007119252 |
| 18 | 3674.4 | 3804.49764065487 | -130.097640654871 |
| 19 | 3720.98 | 3752.22292525193 | -31.2429252519323 |
| 20 | 3844.49 | 3816.64542731655 | 27.8445726834464 |
| 21 | 4116.68 | 3954.91391412283 | 161.766085877175 |
| 22 | 4105.18 | 4209.35864198702 | -104.178641987023 |
| 23 | 4435.23 | 4163.75328139702 | 271.476718602975 |
| 24 | 4296.49 | 4589.22157073622 | -292.73157073622 |
| 25 | 4202.52 | 4263.82694919623 | -61.3069491962283 |
| 26 | 4562.84 | 4283.33681543981 | 279.503184560186 |
| 27 | 4621.4 | 4648.60804914092 | -27.2080491409183 |
| 28 | 4696.96 | 4602.32788113832 | 94.6321188616842 |
| 29 | 4591.27 | 4646.24544698546 | -54.9754469854603 |
| 30 | 4356.98 | 4428.72085025161 | -71.7408502516143 |
| 31 | 4502.64 | 4363.09234730264 | 139.547652697363 |
| 32 | 4443.91 | 4500.42739811638 | -56.517398116376 |
| 33 | 4290.89 | 4324.30978991275 | -33.4197899127477 |
| 34 | 4199.75 | 4195.81978062859 | 3.93021937141131 |
| 35 | 4138.52 | 4106.5725112486 | 31.9474887513999 |
| 36 | 3970.1 | 4099.96964712113 | -129.869647121127 |
| 37 | 3862.27 | 3864.70524671014 | -2.43524671013965 |
| 38 | 3701.61 | 3771.67611451071 | -70.0661145107054 |
| 39 | 3570.12 | 3611.25520684942 | -41.135206849423 |
| 40 | 3801.06 | 3562.79875125954 | 238.261248740461 |
| 41 | 3895.51 | 3787.19839548962 | 108.311604510381 |
| 42 | 3917.96 | 3736.48258497383 | 181.477415026173 |
| 43 | 3813.06 | 3872.42338578189 | -59.3633857818872 |
| 44 | 3667.03 | 3698.1397454553 | -31.1097454553004 |
| 45 | 3494.17 | 3551.6690102607 | -57.4990102607003 |
| 46 | 3363.99 | 3403.16267708351 | -39.1726770835065 |
| 47 | 3295.32 | 3250.12797553285 | 45.1920244671476 |
| 48 | 3277.01 | 3293.02375837092 | -16.0137583709221 |
| 49 | 3257.16 | 3234.81216030253 | 22.347839697471 |
| 50 | 3161.69 | 3205.35087759409 | -43.66087759409 |
| 51 | 3097.31 | 3096.96091714295 | 0.349082857051021 |
| 52 | 3061.26 | 3069.31577633949 | -8.05577633949236 |
| 53 | 3119.31 | 3003.58924867598 | 115.720751324023 |
| 54 | 3106.22 | 3046.7472420563 | 59.4727579436985 |
| 55 | 3080.58 | 3120.75263737136 | -40.1726373713582 |
| 56 | 2981.85 | 3031.17338196733 | -49.3233819673311 |
| 57 | 2921.44 | 2917.71234493518 | 3.72765506482012 |
| 58 | 2849.27 | 2886.9687823469 | -37.6987823469014 |
| 59 | 2756.76 | 2783.8214812394 | -27.0614812393987 |
| 60 | 2645.64 | 2778.30985333788 | -132.66985333788 |
| 61 | 2497.84 | 2616.86660354774 | -119.026603547745 |
| 62 | 2448.05 | 2491.23828209012 | -43.1882820901185 |
| 63 | 2454.62 | 2489.38285036294 | -34.7628503629438 |
| 64 | 2407.6 | 2498.38874798934 | -90.7887479893355 |
| 65 | 2472.81 | 2423.96515884054 | 48.8448411594604 |
| 66 | 2408.64 | 2435.52616212029 | -26.8861621202918 |
| 67 | 2440.25 | 2480.68220209258 | -40.4322020925778 |
| 68 | 2350.44 | 2488.08293811056 | -137.642938110562 |
| 69 | 2196.72 | 2330.03621112739 | -133.316211127386 |
| 70 | 2174.56 | 2200.91163908127 | -26.3516390812745 |
| 71 | 2120.88 | 2205.61008319479 | -84.7300831947874 |
| 72 | 2093.48 | 2193.56220403328 | -100.08220403328 |
| 73 | 2061.41 | 2126.71982718502 | -65.3098271850213 |
| 74 | 1969.6 | 2073.85992270252 | -104.259922702524 |
| 75 | 1959.67 | 1965.72653343761 | -6.05653343760915 |
| 76 | 1910.43 | 1959.15861293408 | -48.7286129340816 |
| 77 | 1833.42 | 1873.67116790276 | -40.2511679027626 |
| 78 | 1635.25 | 1732.83946066238 | -97.589460662383 |
| 79 | 1765.9 | 1631.87417005499 | 134.025829945005 |
| 80 | 1946.81 | 1801.11047532871 | 145.699524671287 |
| 81 | 1995.37 | 1916.38672592259 | 78.983274077409 |
| 82 | 2042 | 1959.67007713636 | 82.32992286364 |
| 83 | 1940.49 | 1977.68739397482 | -37.1973939748218 |
| 84 | 2065.81 | 1942.20142822077 | 123.608571779232 |
| 85 | 2214.95 | 2105.41933306558 | 109.530666934419 |
| 86 | 2304.98 | 2208.84258523757 | 96.1374147624267 |
| 87 | 2555.28 | 2333.83332997212 | 221.446670027884 |
| 88 | 2799.43 | 2663.73254935437 | 135.697450645627 |
| 89 | 2811.7 | 2843.8723466043 | -32.1723466042971 |
| 90 | 2735.7 | 2798.96105380288 | -63.2610538028835 |
| 91 | 2745.88 | 2814.46362948746 | -68.5836294874634 |
| 92 | 2720.25 | 2792.0368219694 | -71.7868219694018 |
| 93 | 2638.53 | 2730.50374825098 | -91.9737482509784 |
| 94 | 2659.81 | 2659.57241339245 | 0.237586607545997 |
| 95 | 2641.65 | 2663.91840467373 | -22.2684046737264 |
| 96 | 2604.42 | 2679.41992016769 | -74.9999201676892 |
| 97 | 2892.63 | 2683.72544724087 | 208.90455275913 |
| 98 | 2915.02 | 3006.14246334576 | -91.1224633457558 |
| 99 | 2845.26 | 2965.75871842271 | -120.49871842271 |
| 100 | 2794.83 | 2940.76805300687 | -145.938053006872 |
| 101 | 2848.96 | 2844.09349007077 | 4.86650992922868 |
| 102 | 2833.18 | 2814.6130085051 | 18.5669914948993 |
| 103 | 2995.55 | 2945.79641455374 | 49.7535854462584 |
| 104 | 2987.1 | 3061.27195663224 | -74.1719566322435 |
| 105 | 3013.24 | 2983.76210616412 | 29.4778938358788 |
| 106 | 3110.52 | 3076.36029947537 | 34.159700524627 |
| 107 | 3045.78 | 3141.6725783741 | -95.8925783741013 |
| 108 | 3032.93 | 3170.03247039503 | -137.102470395026 |
| 109 | 3142.95 | 3130.08103371404 | 12.868966285963 |
| 110 | 3012.61 | 3215.55169409775 | -202.941694097748 |
| 111 | 2897.06 | 3024.84982791778 | -127.789827917784 |
| 112 | 2863.36 | 2979.2181566094 | -115.858156609396 |
| 113 | 2882.6 | 2948.08469363016 | -65.4846936301613 |
| 114 | 2767.63 | 2886.90873411199 | -119.278734111993 |
| 115 | 2803.47 | 2884.03721998166 | -80.567219981657 |
| 116 | 3030.29 | 2943.98233797001 | 86.3076620299932 |
| 117 | 3210.52 | 3111.36552741052 | 99.1544725894839 |
| 118 | 3249.57 | 3232.50865300419 | 17.0613469958054 |
| 119 | 2999.93 | 3222.0270719571 | -222.097071957098 |
| 120 | 3181.96 | 3060.31747045725 | 121.642529542751 |
| 121 | 3053.05 | 3294.27060727036 | -241.220607270362 |
| 122 | 3092.71 | 3057.07497923688 | 35.6350207631186 |
| 123 | 3165.26 | 3132.76177537831 | 32.49822462169 |
| 124 | 3173.95 | 3181.80721821289 | -7.85721821289137 |
| 125 | 3280.37 | 3128.45373017278 | 151.916269827222 |
| 126 | 3288.18 | 3163.97081792921 | 124.209182070795 |
| 127 | 3411.13 | 3216.68322204783 | 194.446777952173 |
| 128 | 3484.74 | 3298.03463367133 | 186.70536632867 |
| 129 | 3361.13 | 3306.23262478699 | 54.8973752130068 |
| 130 | 3230.66 | 3194.33333659355 | 36.3266634064473 |
| 131 | 3006.84 | 3040.56073411741 | -33.720734117409 |
| 132 | 3149.9 | 2874.44644042819 | 275.453559571811 |
| 133 | 3403.13 | 3067.21656677318 | 335.913433226817 |
| 134 | 3564.95 | 3315.31490667 | 249.635093330002 |
| 135 | 3327.7 | 3423.80820567826 | -96.1082056782637 |
| 136 | 3141.12 | 3198.17848633517 | -57.0584863351692 |
| 137 | 3064.42 | 3050.45291859861 | 13.9670814013898 |
| 138 | 2880.4 | 2913.52888842161 | -33.1288884216134 |
| 139 | 2661.39 | 2813.08074213255 | -151.690742132549 |
| 140 | 2504.67 | 2532.58673780743 | -27.9167378074278 |
| 141 | 2450.41 | 2412.20583945692 | 38.2041605430753 |
| 142 | 2354.32 | 2384.26533795801 | -29.945337958006 |
| 143 | 2401.33 | 2285.24628083222 | 116.083719167783 |
| 144 | 2394.36 | 2450.68101267712 | -56.3210126771239 |
| 145 | 2409.36 | 2383.1393825455 | 26.2206174545002 |
| 146 | 2525.56 | 2412.53394000328 | 113.026059996723 |
| 147 | 2346.9 | 2514.33703692578 | -167.437036925776 |
| 148 | 2250.27 | 2292.69287878474 | -42.4228787847382 |
| 149 | 2152.18 | 2185.0165022864 | -32.8365022864033 |
| 150 | 2154.87 | 2038.94769763982 | 115.922302360184 |
| 151 | 2097.76 | 2171.73630691704 | -73.9763069170388 |
| 152 | 1989.31 | 2033.50591120422 | -44.1959112042209 |
| 153 | 1877.1 | 1907.52772959679 | -30.4277295967861 |
| 154 | 1852.13 | 1834.3775120989 | 17.752487901105 |
| 155 | 1795.65 | 1805.45132722119 | -9.80132722119151 |
| 156 | 1751.01 | 1812.21086532155 | -61.2008653215477 |
| 157 | 1745.74 | 1731.40507175475 | 14.3349282452514 |
| 158 | 1703.45 | 1729.40753203478 | -25.9575320347792 |
| 159 | 1748.09 | 1699.66645097634 | 48.4235490236638 |
| 160 | 1734.1 | 1778.90514115895 | -44.8051411589505 |
| 161 | 1711.74 | 1725.4022030362 | -13.6622030361979 |
| 162 | 1690.6 | 1661.44777810645 | 29.1522218935463 |
| 163 | 1665.5 | 1756.2660243397 | -90.7660243396975 |
| 164 | 1631.59 | 1641.95805136251 | -10.3680513625139 |
| 165 | 1538.09 | 1580.56303892989 | -42.4730389298938 |
| 166 | 1452.46 | 1501.5717948379 | -49.111794837901 |
| 167 | 1429.12 | 1411.61949553562 | 17.500504464379 |
| 168 | 1471.16 | 1470.43170166869 | 0.728298331314978 |
| 169 | 1475.57 | 1457.81094833502 | 17.7590516649845 |
| 170 | 1464.65 | 1440.99231061871 | 23.6576893812863 |
| 171 | 1433.75 | 1416.13413835928 | 17.6158616407206 |
| 172 | 1451.04 | 1414.17585875291 | 36.8641412470865 |
| 173 | 1365.41 | 1405.87962067577 | -40.469620675774 |
| 174 | 1299.88 | 1248.13321524149 | 51.7467847585055 |
| 175 | 1349.03 | 1316.92474184013 | 32.105258159869 |
| 176 | 1368.43 | 1326.2666515563 | 42.1633484436966 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 26 | 0.233365674554259 | 0.466731349108518 | 0.766634325445741 |
| 27 | 0.369642860291797 | 0.739285720583595 | 0.630357139708203 |
| 28 | 0.531750554984165 | 0.93649889003167 | 0.468249445015835 |
| 29 | 0.406565109216489 | 0.813130218432977 | 0.593434890783511 |
| 30 | 0.29960648985227 | 0.599212979704539 | 0.70039351014773 |
| 31 | 0.22199487616825 | 0.443989752336501 | 0.77800512383175 |
| 32 | 0.169627456283352 | 0.339254912566704 | 0.830372543716648 |
| 33 | 0.13492894075912 | 0.26985788151824 | 0.86507105924088 |
| 34 | 0.113837336697472 | 0.227674673394944 | 0.886162663302528 |
| 35 | 0.08575633829477 | 0.17151267658954 | 0.91424366170523 |
| 36 | 0.0595029648985613 | 0.119005929797123 | 0.940497035101439 |
| 37 | 0.0377467516247298 | 0.0754935032494596 | 0.96225324837527 |
| 38 | 0.0341716355942876 | 0.0683432711885753 | 0.965828364405712 |
| 39 | 0.079597736077448 | 0.159195472154896 | 0.920402263922552 |
| 40 | 0.145535827692397 | 0.291071655384794 | 0.854464172307603 |
| 41 | 0.11568235350844 | 0.23136470701688 | 0.88431764649156 |
| 42 | 0.147799648584667 | 0.295599297169333 | 0.852200351415333 |
| 43 | 0.111511686332834 | 0.223023372665668 | 0.888488313667166 |
| 44 | 0.112682341415242 | 0.225364682830483 | 0.887317658584758 |
| 45 | 0.105303586556776 | 0.210607173113552 | 0.894696413443224 |
| 46 | 0.0794412362057952 | 0.15888247241159 | 0.920558763794205 |
| 47 | 0.103498426853254 | 0.206996853706508 | 0.896501573146746 |
| 48 | 0.109659859341316 | 0.219319718682632 | 0.890340140658684 |
| 49 | 0.12515942655806 | 0.250318853116119 | 0.87484057344194 |
| 50 | 0.0970558911095236 | 0.194111782219047 | 0.902944108890476 |
| 51 | 0.0758158330662261 | 0.151631666132452 | 0.924184166933774 |
| 52 | 0.0699034424163061 | 0.139806884832612 | 0.930096557583694 |
| 53 | 0.0646981612114731 | 0.129396322422946 | 0.935301838788527 |
| 54 | 0.0982399319756259 | 0.196479863951252 | 0.901760068024374 |
| 55 | 0.085014312328148 | 0.170028624656296 | 0.914985687671852 |
| 56 | 0.0655470001405659 | 0.131094000281132 | 0.934452999859434 |
| 57 | 0.0543410922252439 | 0.108682184450488 | 0.945658907774756 |
| 58 | 0.0461536843894002 | 0.0923073687788004 | 0.9538463156106 |
| 59 | 0.0479414593353357 | 0.0958829186706713 | 0.952058540664664 |
| 60 | 0.0649858148337862 | 0.129971629667572 | 0.935014185166214 |
| 61 | 0.089555576504575 | 0.17911115300915 | 0.910444423495425 |
| 62 | 0.1239412947629 | 0.247882589525799 | 0.8760587052371 |
| 63 | 0.1984840213172 | 0.396968042634401 | 0.8015159786828 |
| 64 | 0.24069636320611 | 0.48139272641222 | 0.75930363679389 |
| 65 | 0.272349110769039 | 0.544698221538077 | 0.727650889230961 |
| 66 | 0.248094804053126 | 0.496189608106253 | 0.751905195946874 |
| 67 | 0.209779354870407 | 0.419558709740814 | 0.790220645129593 |
| 68 | 0.217965669954708 | 0.435931339909415 | 0.782034330045292 |
| 69 | 0.195707342256194 | 0.391414684512388 | 0.804292657743806 |
| 70 | 0.162033192395441 | 0.324066384790881 | 0.83796680760456 |
| 71 | 0.155658167630351 | 0.311316335260702 | 0.84434183236965 |
| 72 | 0.153645607732668 | 0.307291215465336 | 0.846354392267332 |
| 73 | 0.142535968330449 | 0.285071936660898 | 0.857464031669551 |
| 74 | 0.135240827342809 | 0.270481654685617 | 0.864759172657191 |
| 75 | 0.114898120900597 | 0.229796241801194 | 0.885101879099403 |
| 76 | 0.140477456212342 | 0.280954912424684 | 0.859522543787658 |
| 77 | 0.154238974443909 | 0.308477948887819 | 0.84576102555609 |
| 78 | 0.168847381788903 | 0.337694763577807 | 0.831152618211097 |
| 79 | 0.26576740534609 | 0.531534810692181 | 0.73423259465391 |
| 80 | 0.518385790898749 | 0.963228418202502 | 0.481614209101251 |
| 81 | 0.697614911982535 | 0.60477017603493 | 0.302385088017465 |
| 82 | 0.762829302661534 | 0.474341394676932 | 0.237170697338466 |
| 83 | 0.77342412171892 | 0.453151756562161 | 0.22657587828108 |
| 84 | 0.787780435972033 | 0.424439128055935 | 0.212219564027967 |
| 85 | 0.805781060825589 | 0.388437878348822 | 0.194218939174411 |
| 86 | 0.801053254011453 | 0.397893491977094 | 0.198946745988547 |
| 87 | 0.804601444227876 | 0.390797111544249 | 0.195398555772124 |
| 88 | 0.794231989744888 | 0.411536020510224 | 0.205768010255112 |
| 89 | 0.778153605401246 | 0.443692789197508 | 0.221846394598754 |
| 90 | 0.815776068165752 | 0.368447863668496 | 0.184223931834248 |
| 91 | 0.800597456875147 | 0.398805086249705 | 0.199402543124853 |
| 92 | 0.78005936058798 | 0.439881278824039 | 0.219940639412019 |
| 93 | 0.760264535073468 | 0.479470929853063 | 0.239735464926532 |
| 94 | 0.724106236673245 | 0.551787526653509 | 0.275893763326755 |
| 95 | 0.691967385670344 | 0.616065228659312 | 0.308032614329656 |
| 96 | 0.680221632098798 | 0.639556735802404 | 0.319778367901202 |
| 97 | 0.720792724551602 | 0.558414550896797 | 0.279207275448398 |
| 98 | 0.727828095205706 | 0.544343809588588 | 0.272171904794294 |
| 99 | 0.789686040176788 | 0.420627919646423 | 0.210313959823212 |
| 100 | 0.876980981499409 | 0.246038037001183 | 0.123019018500591 |
| 101 | 0.861557911252837 | 0.276884177494327 | 0.138442088747163 |
| 102 | 0.837049666525285 | 0.325900666949429 | 0.162950333474715 |
| 103 | 0.814811465809775 | 0.370377068380449 | 0.185188534190225 |
| 104 | 0.823304921569125 | 0.353390156861749 | 0.176695078430875 |
| 105 | 0.789767688071299 | 0.420464623857402 | 0.210232311928701 |
| 106 | 0.787396661914596 | 0.425206676170807 | 0.212603338085404 |
| 107 | 0.788408411572224 | 0.423183176855552 | 0.211591588427776 |
| 108 | 0.802063400729695 | 0.395873198540609 | 0.197936599270305 |
| 109 | 0.797779841292404 | 0.404440317415191 | 0.202220158707596 |
| 110 | 0.83801477417013 | 0.323970451659741 | 0.161985225829871 |
| 111 | 0.836407404169914 | 0.327185191660173 | 0.163592595830086 |
| 112 | 0.831607813498042 | 0.336784373003915 | 0.168392186501958 |
| 113 | 0.81531113373491 | 0.369377732530181 | 0.184688866265091 |
| 114 | 0.855207700070054 | 0.289584599859892 | 0.144792299929946 |
| 115 | 0.846041717513704 | 0.307916564972592 | 0.153958282486296 |
| 116 | 0.827927542126658 | 0.344144915746684 | 0.172072457873342 |
| 117 | 0.830335141515073 | 0.339329716969855 | 0.169664858484927 |
| 118 | 0.800478029881252 | 0.399043940237495 | 0.199521970118748 |
| 119 | 0.878394800687403 | 0.243210398625195 | 0.121605199312597 |
| 120 | 0.899384197143004 | 0.201231605713992 | 0.100615802856996 |
| 121 | 0.967469804070556 | 0.0650603918588887 | 0.0325301959294444 |
| 122 | 0.959242052144934 | 0.0815158957101314 | 0.0407579478550657 |
| 123 | 0.944907844640333 | 0.110184310719333 | 0.0550921553596666 |
| 124 | 0.942140450532175 | 0.11571909893565 | 0.0578595494678251 |
| 125 | 0.936427866220696 | 0.127144267558608 | 0.0635721337793038 |
| 126 | 0.937681768336265 | 0.12463646332747 | 0.0623182316637352 |
| 127 | 0.945033936815995 | 0.109932126368009 | 0.0549660631840046 |
| 128 | 0.944525217902105 | 0.110949564195791 | 0.0554747820978953 |
| 129 | 0.924937438439358 | 0.150125123121284 | 0.0750625615606418 |
| 130 | 0.902422277277797 | 0.195155445444406 | 0.097577722722203 |
| 131 | 0.93069380830492 | 0.138612383390159 | 0.0693061916950793 |
| 132 | 0.974430388109605 | 0.0511392237807908 | 0.0255696118903954 |
| 133 | 0.99692842939862 | 0.00614314120276062 | 0.00307157060138031 |
| 134 | 0.99997546256503 | 4.90748699407833e-05 | 2.45374349703917e-05 |
| 135 | 0.999999839619039 | 3.2076192275549e-07 | 1.60380961377745e-07 |
| 136 | 0.999999997298429 | 5.40314262823092e-09 | 2.70157131411546e-09 |
| 137 | 0.999999992544035 | 1.4911930388853e-08 | 7.45596519442648e-09 |
| 138 | 0.9999999760058 | 4.7988400345572e-08 | 2.3994200172786e-08 |
| 139 | 0.999999941540636 | 1.16918728134318e-07 | 5.84593640671591e-08 |
| 140 | 0.999999905695635 | 1.8860873044122e-07 | 9.43043652206102e-08 |
| 141 | 0.99999973229181 | 5.3541638007725e-07 | 2.67708190038625e-07 |
| 142 | 0.999998777746246 | 2.44450750808191e-06 | 1.22225375404095e-06 |
| 143 | 0.999997387339385 | 5.22532123064641e-06 | 2.61266061532321e-06 |
| 144 | 0.999991035166893 | 1.79296662132601e-05 | 8.96483310663005e-06 |
| 145 | 0.999978075955544 | 4.38480889128657e-05 | 2.19240444564329e-05 |
| 146 | 0.999981299021832 | 3.74019563356824e-05 | 1.87009781678412e-05 |
| 147 | 0.99991752758197 | 0.000164944836060923 | 8.24724180304616e-05 |
| 148 | 0.999886595531148 | 0.000226808937703659 | 0.00011340446885183 |
| 149 | 0.999939092214705 | 0.000121815570589053 | 6.09077852945267e-05 |
| 150 | 0.999273281351517 | 0.00145343729696659 | 0.000726718648483293 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 18 | 0.144 | NOK |
| 5% type I error level | 18 | 0.144 | NOK |
| 10% type I error level | 25 | 0.2 | NOK |
