Multiple Linear Regression - Estimated Regression Equation |
Prijs[t] = + 24.5968767025090 + 32.2007703563146Crisis[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) | 24.5968767025090 | 0.884247 | 27.8167 | 0 | 0 |
Crisis | 32.2007703563146 | 3.689734 | 8.7271 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.453601924705607 |
R-squared | 0.205754706096631 |
Adjusted R-squared | 0.203053191491518 |
F-TEST (value) | 76.1627220919604 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 294 |
p-value | 2.22044604925031e-16 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 14.7698382665463 |
Sum Squared Residuals | 64135.547991461 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 25.2609 | 24.5968767025087 | 0.664023297491256 |
2 | 16.8622 | 24.5968767025089 | -7.73467670250892 |
3 | 13.3181 | 24.5968767025090 | -11.2787767025090 |
4 | 12.5621 | 24.5968767025090 | -12.0347767025090 |
5 | 14.2754 | 24.5968767025090 | -10.3214767025090 |
6 | 12.2961 | 24.5968767025090 | -12.3007767025090 |
7 | 10.0871 | 24.5968767025090 | -14.5097767025090 |
8 | 13.5117 | 24.5968767025090 | -11.0851767025090 |
9 | 13.9921 | 24.5968767025090 | -10.6047767025090 |
10 | 13.6932 | 24.5968767025090 | -10.9036767025090 |
11 | 14.4211 | 24.5968767025090 | -10.1757767025090 |
12 | 15.3397 | 24.5968767025090 | -9.25717670250896 |
13 | 16.5182 | 24.5968767025090 | -8.07867670250896 |
14 | 15.2809 | 24.5968767025090 | -9.31597670250896 |
15 | 15.6204 | 24.5968767025090 | -8.97647670250896 |
16 | 15.5698 | 24.5968767025090 | -9.02707670250896 |
17 | 15.9458 | 24.5968767025090 | -8.65107670250896 |
18 | 16.4063 | 24.5968767025090 | -8.19057670250896 |
19 | 17.55 | 24.5968767025090 | -7.04687670250896 |
20 | 17.0353 | 24.5968767025090 | -7.56157670250896 |
21 | 16.0591 | 24.5968767025090 | -8.53777670250896 |
22 | 16.3643 | 24.5968767025090 | -8.23257670250896 |
23 | 14.6527 | 24.5968767025090 | -9.94417670250896 |
24 | 13.4664 | 24.5968767025090 | -11.1304767025090 |
25 | 13.3266 | 24.5968767025090 | -11.2702767025090 |
26 | 13.1823 | 24.5968767025090 | -11.4145767025090 |
27 | 12.113 | 24.5968767025090 | -12.4838767025090 |
28 | 13.354 | 24.5968767025090 | -11.2428767025090 |
29 | 13.4537 | 24.5968767025090 | -11.1431767025090 |
30 | 13.2715 | 24.5968767025090 | -11.3253767025090 |
31 | 13.1959 | 24.5968767025090 | -11.4009767025090 |
32 | 13.5542 | 24.5968767025090 | -11.0426767025090 |
33 | 12.124 | 24.5968767025090 | -12.4728767025090 |
34 | 10.967 | 24.5968767025090 | -13.6298767025090 |
35 | 10.9201 | 24.5968767025090 | -13.6767767025090 |
36 | 12.5971 | 24.5968767025090 | -11.9997767025090 |
37 | 14.3177 | 24.5968767025090 | -10.2791767025090 |
38 | 14.2471 | 24.5968767025090 | -10.3497767025090 |
39 | 16.0926 | 24.5968767025090 | -8.50427670250896 |
40 | 17.1334 | 24.5968767025090 | -7.46347670250896 |
41 | 16.5866 | 24.5968767025090 | -8.01027670250896 |
42 | 16.361 | 24.5968767025090 | -8.23587670250896 |
43 | 15.8494 | 24.5968767025090 | -8.74747670250896 |
44 | 15.5932 | 24.5968767025090 | -9.00367670250896 |
45 | 16.6387 | 24.5968767025090 | -7.95817670250896 |
46 | 16.8312 | 24.5968767025090 | -7.76567670250896 |
47 | 16.5044 | 24.5968767025090 | -8.09247670250896 |
48 | 16.5556 | 24.5968767025090 | -8.04127670250896 |
49 | 16.7469 | 24.5968767025090 | -7.84997670250896 |
50 | 15.9543 | 24.5968767025090 | -8.64257670250896 |
51 | 15.5888 | 24.5968767025090 | -9.00807670250896 |
52 | 14.3945 | 24.5968767025090 | -10.2023767025090 |
53 | 13.8889 | 24.5968767025090 | -10.7079767025090 |
54 | 12.9999 | 24.5968767025090 | -11.5969767025090 |
55 | 14.1022 | 24.5968767025090 | -10.4946767025090 |
56 | 19.6245 | 24.5968767025090 | -4.97237670250896 |
57 | 24.7658 | 24.5968767025090 | 0.168923297491040 |
58 | 25.9843 | 24.5968767025090 | 1.38742329749104 |
59 | 22.9635 | 24.5968767025090 | -1.63337670250896 |
60 | 19.6288 | 24.5968767025090 | -4.96807670250896 |
61 | 17.3363 | 24.5968767025090 | -7.26057670250896 |
62 | 13.311 | 24.5968767025090 | -11.2858767025090 |
63 | 14.6359 | 24.5968767025090 | -9.96097670250896 |
64 | 15.834 | 24.5968767025090 | -8.76287670250896 |
65 | 16.2415 | 24.5968767025090 | -8.35537670250896 |
66 | 15.9808 | 24.5968767025090 | -8.61607670250896 |
67 | 16.9726 | 24.5968767025090 | -7.62427670250896 |
68 | 16.8708 | 24.5968767025090 | -7.72607670250896 |
69 | 16.923 | 24.5968767025090 | -7.67387670250896 |
70 | 18.1138 | 24.5968767025090 | -6.48307670250896 |
71 | 16.7716 | 24.5968767025090 | -7.82527670250896 |
72 | 14.0299 | 24.5968767025090 | -10.5669767025090 |
73 | 13.822 | 24.5968767025090 | -10.7748767025090 |
74 | 14.2537 | 24.5968767025090 | -10.3431767025090 |
75 | 14.3985 | 24.5968767025090 | -10.1983767025090 |
76 | 15.2454 | 24.5968767025090 | -9.35147670250896 |
77 | 15.6683 | 24.5968767025090 | -8.92857670250896 |
78 | 16.1721 | 24.5968767025090 | -8.42477670250896 |
79 | 14.8679 | 24.5968767025090 | -9.72897670250896 |
80 | 14.1948 | 24.5968767025090 | -10.4020767025090 |
81 | 14.7056 | 24.5968767025090 | -9.89127670250896 |
82 | 15.3819 | 24.5968767025090 | -9.21497670250896 |
83 | 15.5001 | 24.5968767025090 | -9.09677670250896 |
84 | 14.7886 | 24.5968767025090 | -9.80827670250896 |
85 | 14.563 | 24.5968767025090 | -10.0338767025090 |
86 | 15.5528 | 24.5968767025090 | -9.04407670250896 |
87 | 15.9781 | 24.5968767025090 | -8.61877670250896 |
88 | 15.5139 | 24.5968767025090 | -9.08297670250896 |
89 | 15.3603 | 24.5968767025090 | -9.23657670250896 |
90 | 15.0512 | 24.5968767025090 | -9.54567670250896 |
91 | 14.7874 | 24.5968767025090 | -9.80947670250896 |
92 | 14.9624 | 24.5968767025090 | -9.63447670250896 |
93 | 13.9188 | 24.5968767025090 | -10.6780767025090 |
94 | 14.5146 | 24.5968767025090 | -10.0822767025090 |
95 | 13.7115 | 24.5968767025090 | -10.8853767025090 |
96 | 12.0738 | 24.5968767025090 | -12.5230767025090 |
97 | 12.5688 | 24.5968767025090 | -12.0280767025090 |
98 | 12.2547 | 24.5968767025090 | -12.3421767025090 |
99 | 11.8741 | 24.5968767025090 | -12.7227767025090 |
100 | 13.0261 | 24.5968767025090 | -11.5707767025090 |
101 | 13.8681 | 24.5968767025090 | -10.7287767025090 |
102 | 14.2137 | 24.5968767025090 | -10.3831767025090 |
103 | 14.4743 | 24.5968767025090 | -10.1225767025090 |
104 | 13.9764 | 24.5968767025090 | -10.6204767025090 |
105 | 13.1558 | 24.5968767025090 | -11.4410767025090 |
106 | 13.0991 | 24.5968767025090 | -11.4977767025090 |
107 | 13.7831 | 24.5968767025090 | -10.8137767025090 |
108 | 13.2546 | 24.5968767025090 | -11.3422767025090 |
109 | 13.3426 | 24.5968767025090 | -11.2542767025090 |
110 | 13.5011 | 24.5968767025090 | -11.0957767025090 |
111 | 12.8245 | 24.5968767025090 | -11.7723767025090 |
112 | 13.6596 | 24.5968767025090 | -10.9372767025090 |
113 | 13.8754 | 24.5968767025090 | -10.7214767025090 |
114 | 12.9011 | 24.5968767025090 | -11.6957767025090 |
115 | 11.871 | 24.5968767025090 | -12.7258767025090 |
116 | 12.3954 | 24.5968767025090 | -12.2014767025090 |
117 | 12.8179 | 24.5968767025090 | -11.7789767025090 |
118 | 12.1219 | 24.5968767025090 | -12.4749767025090 |
119 | 12.6176 | 24.5968767025090 | -11.9792767025090 |
120 | 13.6362 | 24.5968767025090 | -10.9606767025090 |
121 | 13.5422 | 24.5968767025090 | -11.0546767025090 |
122 | 13.362 | 24.5968767025090 | -11.2348767025090 |
123 | 14.5735 | 24.5968767025090 | -10.0233767025090 |
124 | 15.8357 | 24.5968767025090 | -8.76117670250896 |
125 | 14.9927 | 24.5968767025090 | -9.60417670250896 |
126 | 14.5078 | 24.5968767025090 | -10.0890767025090 |
127 | 15.2648 | 24.5968767025090 | -9.33207670250896 |
128 | 15.7163 | 24.5968767025090 | -8.88057670250896 |
129 | 17.7969 | 24.5968767025090 | -6.79997670250896 |
130 | 19.0408 | 24.5968767025090 | -5.55607670250896 |
131 | 17.8571 | 24.5968767025090 | -6.73977670250896 |
132 | 18.815 | 24.5968767025090 | -5.78187670250896 |
133 | 19.0961 | 24.5968767025090 | -5.50077670250896 |
134 | 17.6215 | 24.5968767025090 | -6.97537670250896 |
135 | 17.0163 | 24.5968767025090 | -7.58057670250896 |
136 | 15.8286 | 24.5968767025090 | -8.76827670250896 |
137 | 16.7818 | 24.5968767025090 | -7.81507670250896 |
138 | 15.8726 | 24.5968767025090 | -8.72427670250896 |
139 | 16.6621 | 24.5968767025090 | -7.93477670250896 |
140 | 17.5709 | 24.5968767025090 | -7.02597670250896 |
141 | 16.9914 | 24.5968767025090 | -7.60547670250896 |
142 | 18.0412 | 24.5968767025090 | -6.55567670250896 |
143 | 16.9764 | 24.5968767025090 | -7.62047670250896 |
144 | 15.7649 | 24.5968767025090 | -8.83197670250896 |
145 | 14.3928 | 24.5968767025090 | -10.2040767025090 |
146 | 13.5061 | 24.5968767025090 | -11.0907767025090 |
147 | 12.7433 | 24.5968767025090 | -11.8535767025090 |
148 | 13.017 | 24.5968767025090 | -11.5798767025090 |
149 | 13.0171 | 24.5968767025090 | -11.5797767025090 |
150 | 12.2412 | 24.5968767025090 | -12.3556767025090 |
151 | 11.8878 | 24.5968767025090 | -12.7090767025090 |
152 | 11.2511 | 24.5968767025090 | -13.3457767025090 |
153 | 11.8583 | 24.5968767025090 | -12.7385767025090 |
154 | 11.1202 | 24.5968767025090 | -13.4766767025090 |
155 | 10.185 | 24.5968767025090 | -14.4118767025090 |
156 | 8.7563 | 24.5968767025090 | -15.8405767025090 |
157 | 9.5267 | 24.5968767025090 | -15.0701767025090 |
158 | 9.4106 | 24.5968767025090 | -15.1862767025090 |
159 | 11.878 | 24.5968767025090 | -12.7188767025090 |
160 | 14.4228 | 24.5968767025090 | -10.1740767025090 |
161 | 14.896 | 24.5968767025090 | -9.70087670250896 |
162 | 15.6664 | 24.5968767025090 | -8.93047670250896 |
163 | 18.147 | 24.5968767025090 | -6.44987670250896 |
164 | 19.3069 | 24.5968767025090 | -5.28997670250896 |
165 | 21.6807 | 24.5968767025090 | -2.91617670250896 |
166 | 20.7934 | 24.5968767025090 | -3.80347670250896 |
167 | 23.4241 | 24.5968767025090 | -1.17277670250896 |
168 | 24.8273 | 24.5968767025090 | 0.230423297491042 |
169 | 24.9276 | 24.5968767025090 | 0.330723297491043 |
170 | 27.4256 | 24.5968767025090 | 2.82872329749104 |
171 | 28.1746 | 24.5968767025090 | 3.57772329749104 |
172 | 24.5615 | 24.5968767025090 | -0.0353767025089604 |
173 | 30.2532 | 24.5968767025090 | 5.65632329749104 |
174 | 31.2514 | 24.5968767025090 | 6.65452329749104 |
175 | 30.4733 | 24.5968767025090 | 5.87642329749104 |
176 | 33.3047 | 24.5968767025090 | 8.70782329749104 |
177 | 37.2103 | 24.5968767025090 | 12.6134232974910 |
178 | 36.7711 | 24.5968767025090 | 12.1742232974910 |
179 | 37.7163 | 24.5968767025090 | 13.1194232974910 |
180 | 28.8488 | 24.5968767025090 | 4.25192329749104 |
181 | 27.4682 | 24.5968767025090 | 2.87132329749104 |
182 | 29.8793 | 24.5968767025090 | 5.28242329749104 |
183 | 28.0598 | 24.5968767025090 | 3.46292329749104 |
184 | 29.7733 | 24.5968767025090 | 5.17642329749104 |
185 | 32.6926 | 24.5968767025090 | 8.09572329749104 |
186 | 32.4803 | 24.5968767025090 | 7.88342329749104 |
187 | 29.4168 | 24.5968767025090 | 4.81992329749104 |
188 | 28.7054 | 24.5968767025090 | 4.10852329749104 |
189 | 28.7614 | 24.5968767025090 | 4.16452329749104 |
190 | 23.8075 | 24.5968767025090 | -0.789376702508958 |
191 | 21.6987 | 24.5968767025090 | -2.89817670250896 |
192 | 21.4691 | 24.5968767025090 | -3.12777670250896 |
193 | 22.5709 | 24.5968767025090 | -2.02597670250896 |
194 | 23.4546 | 24.5968767025090 | -1.14227670250896 |
195 | 27.8976 | 24.5968767025090 | 3.30072329749104 |
196 | 29.2965 | 24.5968767025090 | 4.69962329749104 |
197 | 28.1191 | 24.5968767025090 | 3.52222329749104 |
198 | 25.812 | 24.5968767025090 | 1.21512329749104 |
199 | 25.931 | 24.5968767025090 | 1.33412329749104 |
200 | 26.9925 | 24.5968767025090 | 2.39562329749104 |
201 | 28.9213 | 24.5968767025090 | 4.32442329749104 |
202 | 27.8898 | 24.5968767025090 | 3.29292329749104 |
203 | 24.2473 | 24.5968767025090 | -0.34957670250896 |
204 | 27.1056 | 24.5968767025090 | 2.50872329749104 |
205 | 28.2833 | 24.5968767025090 | 3.68642329749104 |
206 | 29.8076 | 24.5968767025090 | 5.21072329749104 |
207 | 27.1826 | 24.5968767025090 | 2.58572329749104 |
208 | 22.8764 | 24.5968767025090 | -1.72047670250896 |
209 | 21.938 | 24.5968767025090 | -2.65887670250896 |
210 | 23.3076 | 24.5968767025090 | -1.28927670250896 |
211 | 24.9572 | 24.5968767025090 | 0.360323297491041 |
212 | 26.4694 | 24.5968767025090 | 1.87252329749104 |
213 | 23.9297 | 24.5968767025090 | -0.667176702508959 |
214 | 24.7033 | 24.5968767025090 | 0.106423297491040 |
215 | 24.646 | 24.5968767025090 | 0.0491232974910416 |
216 | 24.0496 | 24.5968767025090 | -0.547276702508958 |
217 | 24.2096 | 24.5968767025090 | -0.387276702508961 |
218 | 24.0717 | 24.5968767025090 | -0.525176702508959 |
219 | 26.6673 | 24.5968767025090 | 2.07042329749104 |
220 | 27.6457 | 24.5968767025090 | 3.04882329749104 |
221 | 30.8791 | 24.5968767025090 | 6.28222329749104 |
222 | 29.3278 | 24.5968767025090 | 4.73092329749104 |
223 | 30.7268 | 24.5968767025090 | 6.12992329749104 |
224 | 34.1204 | 24.5968767025090 | 9.52352329749104 |
225 | 35.0205 | 24.5968767025090 | 10.4236232974910 |
226 | 39.3565 | 24.5968767025090 | 14.7596232974910 |
227 | 34.4724 | 24.5968767025090 | 9.87552329749104 |
228 | 29.9762 | 24.5968767025090 | 5.37932329749104 |
229 | 33.6008 | 24.5968767025090 | 9.00392329749104 |
230 | 35.2464 | 24.5968767025090 | 10.6495232974910 |
231 | 40.4137 | 24.5968767025090 | 15.8168232974910 |
232 | 41.3922 | 24.5968767025090 | 16.7953232974910 |
233 | 39.4243 | 24.5968767025090 | 14.8274232974910 |
234 | 45.7259 | 24.5968767025090 | 21.1290232974910 |
235 | 48.2549 | 24.5968767025090 | 23.6580232974910 |
236 | 52.0461 | 24.5968767025090 | 27.4492232974910 |
237 | 52.1871 | 24.5968767025090 | 27.5902232974910 |
238 | 49.3474 | 24.5968767025090 | 24.7505232974910 |
239 | 47.8653 | 24.5968767025090 | 23.2684232974910 |
240 | 48.5179 | 24.5968767025090 | 23.9210232974910 |
241 | 52.4815 | 24.5968767025090 | 27.8846232974910 |
242 | 51.8171 | 24.5968767025090 | 27.2202232974910 |
243 | 52.5811 | 24.5968767025090 | 27.9842232974910 |
244 | 57.5617 | 24.5968767025090 | 32.9648232974910 |
245 | 55.7091 | 24.5968767025090 | 31.1122232974910 |
246 | 55.4378 | 24.5968767025090 | 30.8409232974910 |
247 | 58.7493 | 24.5968767025090 | 34.1524232974910 |
248 | 57.794 | 24.5968767025090 | 33.1971232974910 |
249 | 50.282 | 24.5968767025090 | 25.6851232974910 |
250 | 47.6976 | 24.5968767025090 | 23.1007232974910 |
251 | 46.7381 | 24.5968767025090 | 22.1412232974910 |
252 | 47.4282 | 24.5968767025090 | 22.8313232974910 |
253 | 42.2269 | 24.5968767025090 | 17.6300232974910 |
254 | 44.9066 | 24.5968767025090 | 20.3097232974910 |
255 | 47.2648 | 24.5968767025090 | 22.6679232974910 |
256 | 50.2325 | 24.5968767025090 | 25.6356232974910 |
257 | 50.2504 | 24.5968767025090 | 25.6535232974910 |
258 | 52.5685 | 24.5968767025090 | 27.9716232974910 |
259 | 55.2325 | 24.5968767025090 | 30.6356232974910 |
260 | 52.3674 | 24.5968767025090 | 27.7705232974910 |
261 | 55.1692 | 24.5968767025090 | 30.5723232974910 |
262 | 57.7252 | 24.5968767025090 | 33.1283232974910 |
263 | 62.8232 | 24.5968767025090 | 38.2263232974910 |
264 | 62.7599 | 24.5968767025090 | 38.1630232974910 |
265 | 62.4387 | 24.5968767025090 | 37.841823297491 |
266 | 64.0862 | 56.7976470588235 | 7.28855294117648 |
267 | 66.1209 | 56.7976470588235 | 9.32325294117648 |
268 | 69.8474 | 56.7976470588235 | 13.0497529411765 |
269 | 80.1039 | 56.7976470588235 | 23.3062529411765 |
270 | 85.9319 | 56.7976470588235 | 29.1342529411765 |
271 | 85.2843 | 56.7976470588235 | 28.4866529411765 |
272 | 77.0383 | 56.7976470588235 | 20.2406529411765 |
273 | 69.9981 | 56.7976470588235 | 13.2004529411765 |
274 | 55.2039 | 56.7976470588235 | -1.59374705882354 |
275 | 43.1188 | 56.7976470588235 | -13.6788470588235 |
276 | 32.077 | 56.7976470588235 | -24.7206470588235 |
277 | 34.2974 | 56.7976470588235 | -22.5002470588235 |
278 | 34.5613 | 56.7976470588235 | -22.2363470588235 |
279 | 36.5235 | 56.7976470588235 | -20.2741470588235 |
280 | 39.0474 | 56.7976470588235 | -17.7502470588235 |
281 | 42.8033 | 56.7976470588235 | -13.9943470588235 |
282 | 49.5164 | 56.7976470588235 | -7.28124705882354 |
283 | 46.459 | 24.5968767025090 | 21.8621232974910 |
284 | 51.1313 | 24.5968767025090 | 26.5344232974910 |
285 | 46.9331 | 24.5968767025090 | 22.3362232974910 |
286 | 49.7654 | 24.5968767025090 | 25.1685232974910 |
287 | 52.0729 | 24.5968767025090 | 27.4760232974910 |
288 | 51.6425 | 24.5968767025090 | 27.0456232974910 |
289 | 53.9784 | 24.5968767025090 | 29.3815232974910 |
290 | 54.4891 | 24.5968767025090 | 29.8922232974910 |
291 | 59.0665 | 24.5968767025090 | 34.4696232974910 |
292 | 63.9929 | 24.5968767025090 | 39.396023297491 |
293 | 61.6167 | 24.5968767025090 | 37.019823297491 |
294 | 62.1816 | 24.5968767025090 | 37.5847232974910 |
295 | 58.9178 | 24.5968767025090 | 34.3209232974910 |
296 | 59.9151 | 24.5968767025090 | 35.3182232974910 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.0784834480451246 | 0.156966896090249 | 0.921516551954875 |
6 | 0.0319465105026572 | 0.0638930210053144 | 0.968053489497343 |
7 | 0.0159668572802198 | 0.0319337145604396 | 0.98403314271978 |
8 | 0.00526905262734993 | 0.0105381052546999 | 0.99473094737265 |
9 | 0.00159822240732453 | 0.00319644481464907 | 0.998401777592675 |
10 | 0.000462104955938485 | 0.00092420991187697 | 0.999537895044062 |
11 | 0.000124226417866220 | 0.000248452835732439 | 0.999875773582134 |
12 | 3.22765571937770e-05 | 6.45531143875539e-05 | 0.999967723442806 |
13 | 8.80171746123412e-06 | 1.76034349224682e-05 | 0.999991198282539 |
14 | 2.10689161475748e-06 | 4.21378322951496e-06 | 0.999997893108385 |
15 | 4.93047755678662e-07 | 9.86095511357325e-07 | 0.999999506952244 |
16 | 1.11102197953825e-07 | 2.22204395907650e-07 | 0.999999888897802 |
17 | 2.48717543676587e-08 | 4.97435087353174e-08 | 0.999999975128246 |
18 | 5.67107007488990e-09 | 1.13421401497798e-08 | 0.99999999432893 |
19 | 1.54059903305665e-09 | 3.08119806611331e-09 | 0.9999999984594 |
20 | 3.65169589404678e-10 | 7.30339178809355e-10 | 0.99999999963483 |
21 | 7.44667697106871e-11 | 1.48933539421374e-10 | 0.999999999925533 |
22 | 1.52416190121224e-11 | 3.04832380242448e-11 | 0.999999999984758 |
23 | 2.97848275183614e-12 | 5.95696550367228e-12 | 0.999999999997021 |
24 | 6.82453941804651e-13 | 1.36490788360930e-12 | 0.999999999999318 |
25 | 1.57794631384756e-13 | 3.15589262769512e-13 | 0.999999999999842 |
26 | 3.69436964210856e-14 | 7.38873928421711e-14 | 0.999999999999963 |
27 | 1.17561975317306e-14 | 2.35123950634613e-14 | 0.999999999999988 |
28 | 2.53711209209797e-15 | 5.07422418419594e-15 | 0.999999999999997 |
29 | 5.26857454937093e-16 | 1.05371490987419e-15 | 1 |
30 | 1.11641218458276e-16 | 2.23282436916552e-16 | 1 |
31 | 2.36482141869315e-17 | 4.7296428373863e-17 | 1 |
32 | 4.58593028187616e-18 | 9.17186056375231e-18 | 1 |
33 | 1.29648124907625e-18 | 2.59296249815249e-18 | 1 |
34 | 5.90919220373066e-19 | 1.18183844074613e-18 | 1 |
35 | 2.59151162889166e-19 | 5.18302325778332e-19 | 1 |
36 | 5.8739522869032e-20 | 1.17479045738064e-19 | 1 |
37 | 1.03882975521539e-20 | 2.07765951043077e-20 | 1 |
38 | 1.81633111627666e-21 | 3.63266223255331e-21 | 1 |
39 | 3.82294833037305e-22 | 7.6458966607461e-22 | 1 |
40 | 1.09758866207869e-22 | 2.19517732415739e-22 | 1 |
41 | 2.55424116217621e-23 | 5.10848232435241e-23 | 1 |
42 | 5.49121778596009e-24 | 1.09824355719202e-23 | 1 |
43 | 1.03962708230105e-24 | 2.07925416460210e-24 | 1 |
44 | 1.86600922611980e-25 | 3.73201845223960e-25 | 1 |
45 | 4.18208809209456e-26 | 8.36417618418912e-26 | 1 |
46 | 9.80995048208549e-27 | 1.96199009641710e-26 | 1 |
47 | 2.05422942795783e-27 | 4.10845885591566e-27 | 1 |
48 | 4.30698392150672e-28 | 8.61396784301344e-28 | 1 |
49 | 9.42599413291342e-29 | 1.88519882658268e-28 | 1 |
50 | 1.68570135079993e-29 | 3.37140270159985e-29 | 1 |
51 | 2.83402447541036e-30 | 5.66804895082071e-30 | 1 |
52 | 4.67416569846353e-31 | 9.34833139692707e-31 | 1 |
53 | 8.20132125393814e-32 | 1.64026425078763e-31 | 1 |
54 | 1.80053514479087e-32 | 3.60107028958174e-32 | 1 |
55 | 3.00927498559260e-33 | 6.01854997118521e-33 | 1 |
56 | 3.44961126479500e-33 | 6.89922252959001e-33 | 1 |
57 | 7.31427304400433e-31 | 1.46285460880087e-30 | 1 |
58 | 1.20850253573512e-28 | 2.41700507147024e-28 | 1 |
59 | 4.23582034469594e-28 | 8.47164068939187e-28 | 1 |
60 | 2.00457636305125e-28 | 4.00915272610249e-28 | 1 |
61 | 4.98376856763788e-29 | 9.96753713527576e-29 | 1 |
62 | 1.37095979487045e-29 | 2.7419195897409e-29 | 1 |
63 | 3.05741876517417e-30 | 6.11483753034835e-30 | 1 |
64 | 6.51687623272449e-31 | 1.30337524654490e-30 | 1 |
65 | 1.40535574739593e-31 | 2.81071149479186e-31 | 1 |
66 | 2.96861926057334e-32 | 5.93723852114669e-32 | 1 |
67 | 6.80736775650814e-33 | 1.36147355130163e-32 | 1 |
68 | 1.52866661983297e-33 | 3.05733323966594e-33 | 1 |
69 | 3.43213659453313e-34 | 6.86427318906626e-34 | 1 |
70 | 9.65285577005239e-35 | 1.93057115401048e-34 | 1 |
71 | 2.09927271807836e-35 | 4.19854543615672e-35 | 1 |
72 | 4.9836785175709e-36 | 9.9673570351418e-36 | 1 |
73 | 1.22562723727194e-36 | 2.45125447454387e-36 | 1 |
74 | 2.77611888140559e-37 | 5.55223776281118e-37 | 1 |
75 | 6.1276080768168e-38 | 1.22552161536336e-37 | 1 |
76 | 1.24462383385000e-38 | 2.48924766770000e-38 | 1 |
77 | 2.49324349681369e-39 | 4.98648699362737e-39 | 1 |
78 | 5.04934097150918e-40 | 1.00986819430184e-39 | 1 |
79 | 1.03958824693162e-40 | 2.07917649386323e-40 | 1 |
80 | 2.33206844446578e-41 | 4.66413688893155e-41 | 1 |
81 | 4.8478933129074e-42 | 9.6957866258148e-42 | 1 |
82 | 9.57019279813127e-43 | 1.91403855962625e-42 | 1 |
83 | 1.87687858209946e-43 | 3.75375716419892e-43 | 1 |
84 | 3.82951906809495e-44 | 7.65903813618989e-44 | 1 |
85 | 8.00398093921121e-45 | 1.60079618784224e-44 | 1 |
86 | 1.55476216065525e-45 | 3.10952432131051e-45 | 1 |
87 | 3.0344674000255e-46 | 6.068934800051e-46 | 1 |
88 | 5.85923749365677e-47 | 1.17184749873135e-46 | 1 |
89 | 1.13242873957484e-47 | 2.26485747914968e-47 | 1 |
90 | 2.22145025480952e-48 | 4.44290050961905e-48 | 1 |
91 | 4.45939958553963e-49 | 8.91879917107926e-49 | 1 |
92 | 8.77815806045196e-50 | 1.75563161209039e-49 | 1 |
93 | 2.04391982672489e-50 | 4.08783965344977e-50 | 1 |
94 | 4.23830725852882e-51 | 8.47661451705763e-51 | 1 |
95 | 1.03796021002199e-51 | 2.07592042004397e-51 | 1 |
96 | 4.71306760123376e-52 | 9.42613520246753e-52 | 1 |
97 | 1.6965674313964e-52 | 3.3931348627928e-52 | 1 |
98 | 6.96987186769945e-53 | 1.39397437353989e-52 | 1 |
99 | 3.40975142244834e-53 | 6.81950284489668e-53 | 1 |
100 | 1.02317096998606e-53 | 2.04634193997212e-53 | 1 |
101 | 2.42801936031085e-54 | 4.8560387206217e-54 | 1 |
102 | 5.38990052270853e-55 | 1.07798010454171e-54 | 1 |
103 | 1.15074216141665e-55 | 2.30148432283331e-55 | 1 |
104 | 2.68062812533494e-56 | 5.36125625066988e-56 | 1 |
105 | 7.78981931433192e-57 | 1.55796386286638e-56 | 1 |
106 | 2.31109151576618e-57 | 4.62218303153237e-57 | 1 |
107 | 5.66540902086468e-58 | 1.13308180417294e-57 | 1 |
108 | 1.60846578116503e-58 | 3.21693156233006e-58 | 1 |
109 | 4.46150271265883e-59 | 8.92300542531766e-59 | 1 |
110 | 1.18745536582822e-59 | 2.37491073165643e-59 | 1 |
111 | 3.94922811075345e-60 | 7.8984562215069e-60 | 1 |
112 | 1.01802995675413e-60 | 2.03605991350827e-60 | 1 |
113 | 2.50846967527482e-61 | 5.01693935054963e-61 | 1 |
114 | 8.24103279970309e-62 | 1.64820655994062e-61 | 1 |
115 | 4.2712835130287e-62 | 8.5425670260574e-62 | 1 |
116 | 1.7310746687927e-62 | 3.4621493375854e-62 | 1 |
117 | 5.96100231098148e-63 | 1.19220046219630e-62 | 1 |
118 | 2.76320352613163e-63 | 5.52640705226325e-63 | 1 |
119 | 1.04104733616487e-63 | 2.08209467232974e-63 | 1 |
120 | 2.86873409661745e-64 | 5.73746819323491e-64 | 1 |
121 | 8.16299407231213e-65 | 1.63259881446243e-64 | 1 |
122 | 2.4611678674837e-65 | 4.9223357349674e-65 | 1 |
123 | 5.95822484324531e-66 | 1.19164496864906e-65 | 1 |
124 | 1.45445141055972e-66 | 2.90890282111943e-66 | 1 |
125 | 3.48289457790313e-67 | 6.96578915580626e-67 | 1 |
126 | 8.7226485160217e-68 | 1.74452970320434e-67 | 1 |
127 | 2.11947061434543e-68 | 4.23894122869085e-68 | 1 |
128 | 5.29533099977206e-69 | 1.05906619995441e-68 | 1 |
129 | 2.20747120316025e-69 | 4.41494240632049e-69 | 1 |
130 | 1.70220869097194e-69 | 3.40441738194388e-69 | 1 |
131 | 7.1915873427628e-70 | 1.43831746855256e-69 | 1 |
132 | 4.7375784716979e-70 | 9.4751569433958e-70 | 1 |
133 | 3.58183576926196e-70 | 7.16367153852391e-70 | 1 |
134 | 1.37429160302648e-70 | 2.74858320605296e-70 | 1 |
135 | 4.44926160890696e-71 | 8.89852321781391e-71 | 1 |
136 | 1.21944207208754e-71 | 2.43888414417509e-71 | 1 |
137 | 3.82234892952568e-72 | 7.64469785905137e-72 | 1 |
138 | 1.07625345391662e-72 | 2.15250690783324e-72 | 1 |
139 | 3.37304070696818e-73 | 6.74608141393637e-73 | 1 |
140 | 1.34133917656752e-73 | 2.68267835313504e-73 | 1 |
141 | 4.59160127126240e-74 | 9.18320254252481e-74 | 1 |
142 | 2.19025453941467e-74 | 4.38050907882934e-74 | 1 |
143 | 7.63376605310166e-75 | 1.52675321062033e-74 | 1 |
144 | 2.33730291115106e-75 | 4.67460582230212e-75 | 1 |
145 | 8.24386610614828e-76 | 1.64877322122966e-75 | 1 |
146 | 3.79337292191027e-76 | 7.58674584382053e-76 | 1 |
147 | 2.4474483220628e-76 | 4.8948966441256e-76 | 1 |
148 | 1.44340796085077e-76 | 2.88681592170153e-76 | 1 |
149 | 8.8022464869996e-77 | 1.76044929739992e-76 | 1 |
150 | 8.10481804939819e-77 | 1.62096360987964e-76 | 1 |
151 | 9.48603510244222e-77 | 1.89720702048844e-76 | 1 |
152 | 1.74233469890117e-76 | 3.48466939780234e-76 | 1 |
153 | 2.24610324247223e-76 | 4.49220648494445e-76 | 1 |
154 | 4.89865940764687e-76 | 9.79731881529374e-76 | 1 |
155 | 2.29161272312558e-75 | 4.58322544625116e-75 | 1 |
156 | 4.14683091317001e-74 | 8.29366182634003e-74 | 1 |
157 | 3.55656933274144e-73 | 7.11313866548287e-73 | 1 |
158 | 3.48162086768859e-72 | 6.96324173537719e-72 | 1 |
159 | 6.17708212975814e-72 | 1.23541642595163e-71 | 1 |
160 | 4.70306466694881e-72 | 9.40612933389762e-72 | 1 |
161 | 3.55029733476703e-72 | 7.10059466953407e-72 | 1 |
162 | 2.70984185325406e-72 | 5.41968370650812e-72 | 1 |
163 | 3.26641941204130e-72 | 6.53283882408259e-72 | 1 |
164 | 6.55086942667176e-72 | 1.31017388533435e-71 | 1 |
165 | 5.92461307202933e-71 | 1.18492261440587e-70 | 1 |
166 | 2.63029059273953e-70 | 5.26058118547905e-70 | 1 |
167 | 8.43778383961608e-69 | 1.68755676792322e-68 | 1 |
168 | 7.85211810468314e-67 | 1.57042362093663e-66 | 1 |
169 | 5.41057957563641e-65 | 1.08211591512728e-64 | 1 |
170 | 2.96844853737322e-62 | 5.93689707474644e-62 | 1 |
171 | 1.66822285051768e-59 | 3.33644570103536e-59 | 1 |
172 | 2.61703928082023e-58 | 5.23407856164047e-58 | 1 |
173 | 3.5997097129788e-55 | 7.1994194259576e-55 | 1 |
174 | 4.77057113014388e-52 | 9.54114226028776e-52 | 1 |
175 | 1.28496573215282e-49 | 2.56993146430563e-49 | 1 |
176 | 1.65840014123659e-46 | 3.31680028247317e-46 | 1 |
177 | 1.89909041645949e-42 | 3.79818083291898e-42 | 1 |
178 | 3.09696295086916e-39 | 6.19392590173832e-39 | 1 |
179 | 3.03505036279298e-36 | 6.07010072558597e-36 | 1 |
180 | 1.79722126127829e-35 | 3.59444252255658e-35 | 1 |
181 | 6.48172760348137e-35 | 1.29634552069627e-34 | 1 |
182 | 4.38339297264134e-34 | 8.76678594528268e-34 | 1 |
183 | 1.58357310397454e-33 | 3.16714620794908e-33 | 1 |
184 | 8.43411254086654e-33 | 1.68682250817331e-32 | 1 |
185 | 1.00728286978168e-31 | 2.01456573956336e-31 | 1 |
186 | 9.14676798581332e-31 | 1.82935359716266e-30 | 1 |
187 | 3.14056585246672e-30 | 6.28113170493345e-30 | 1 |
188 | 8.78587880160118e-30 | 1.75717576032024e-29 | 1 |
189 | 2.38036473969656e-29 | 4.76072947939311e-29 | 1 |
190 | 3.573819184178e-29 | 7.147638368356e-29 | 1 |
191 | 5.33325917648349e-29 | 1.06665183529670e-28 | 1 |
192 | 8.36450020196368e-29 | 1.67290004039274e-28 | 1 |
193 | 1.35806447627760e-28 | 2.71612895255521e-28 | 1 |
194 | 2.31716141420645e-28 | 4.6343228284129e-28 | 1 |
195 | 5.6585468976345e-28 | 1.1317093795269e-27 | 1 |
196 | 1.65587999260069e-27 | 3.31175998520138e-27 | 1 |
197 | 4.00304767699321e-27 | 8.00609535398643e-27 | 1 |
198 | 7.88932775557683e-27 | 1.57786555111537e-26 | 1 |
199 | 1.59637275177662e-26 | 3.19274550355323e-26 | 1 |
200 | 3.51428872227214e-26 | 7.02857744454427e-26 | 1 |
201 | 9.27761756951398e-26 | 1.85552351390280e-25 | 1 |
202 | 2.19694079609804e-25 | 4.39388159219607e-25 | 1 |
203 | 4.67002725942384e-25 | 9.34005451884768e-25 | 1 |
204 | 1.09171877006258e-24 | 2.18343754012517e-24 | 1 |
205 | 2.77791252675986e-24 | 5.55582505351973e-24 | 1 |
206 | 8.01981210253737e-24 | 1.60396242050747e-23 | 1 |
207 | 1.95363064459475e-23 | 3.90726128918951e-23 | 1 |
208 | 5.42281280132025e-23 | 1.08456256026405e-22 | 1 |
209 | 1.78452732602557e-22 | 3.56905465205114e-22 | 1 |
210 | 5.751232309161e-22 | 1.1502464618322e-21 | 1 |
211 | 1.82341625327910e-21 | 3.64683250655819e-21 | 1 |
212 | 5.87417592505976e-21 | 1.17483518501195e-20 | 1 |
213 | 2.31860455599315e-20 | 4.6372091119863e-20 | 1 |
214 | 9.4957166582897e-20 | 1.89914333165794e-19 | 1 |
215 | 4.30823639998809e-19 | 8.61647279997618e-19 | 1 |
216 | 2.31082735689117e-18 | 4.62165471378234e-18 | 1 |
217 | 1.37967103929047e-17 | 2.75934207858094e-17 | 1 |
218 | 9.57016006551218e-17 | 1.91403201310244e-16 | 1 |
219 | 5.72965661615785e-16 | 1.14593132323157e-15 | 1 |
220 | 3.48052667341304e-15 | 6.96105334682608e-15 | 0.999999999999996 |
221 | 1.93279466607946e-14 | 3.86558933215891e-14 | 0.99999999999998 |
222 | 1.17886032009986e-13 | 2.35772064019972e-13 | 0.999999999999882 |
223 | 7.01018837557668e-13 | 1.40203767511534e-12 | 0.9999999999993 |
224 | 3.94360280741012e-12 | 7.88720561482024e-12 | 0.999999999996056 |
225 | 2.14059356408767e-11 | 4.28118712817534e-11 | 0.999999999978594 |
226 | 1.27841983654063e-10 | 2.55683967308125e-10 | 0.999999999872158 |
227 | 6.05879590526815e-10 | 1.21175918105363e-09 | 0.99999999939412 |
228 | 3.76456011177746e-09 | 7.52912022355492e-09 | 0.99999999623544 |
229 | 1.84975406053560e-08 | 3.69950812107121e-08 | 0.99999998150246 |
230 | 8.34290932953653e-08 | 1.66858186590731e-07 | 0.999999916570907 |
231 | 3.4204848625699e-07 | 6.8409697251398e-07 | 0.999999657951514 |
232 | 1.27417810998691e-06 | 2.54835621997383e-06 | 0.99999872582189 |
233 | 4.20830955398703e-06 | 8.41661910797406e-06 | 0.999995791690446 |
234 | 1.45253762742628e-05 | 2.90507525485256e-05 | 0.999985474623726 |
235 | 4.87037219638673e-05 | 9.74074439277345e-05 | 0.999951296278036 |
236 | 0.000176578527895926 | 0.000353157055791852 | 0.999823421472104 |
237 | 0.000510709751538335 | 0.00102141950307667 | 0.999489290248462 |
238 | 0.00105312766318201 | 0.00210625532636403 | 0.998946872336818 |
239 | 0.00186054317001018 | 0.00372108634002035 | 0.99813945682999 |
240 | 0.00309962417740757 | 0.00619924835481515 | 0.996900375822592 |
241 | 0.00549278832322188 | 0.0109855766464438 | 0.994507211676778 |
242 | 0.00864493389456208 | 0.0172898677891242 | 0.991355066105438 |
243 | 0.0129840546362694 | 0.0259681092725387 | 0.98701594536373 |
244 | 0.0223630622376198 | 0.0447261244752397 | 0.97763693776238 |
245 | 0.0322778417928641 | 0.0645556835857282 | 0.967722158207136 |
246 | 0.0433374689566181 | 0.0866749379132361 | 0.956662531043382 |
247 | 0.0621723479714309 | 0.124344695942862 | 0.93782765202857 |
248 | 0.0809579949817251 | 0.16191598996345 | 0.919042005018275 |
249 | 0.0867143227990495 | 0.173428645598099 | 0.91328567720095 |
250 | 0.0906298628173503 | 0.181259725634701 | 0.90937013718265 |
251 | 0.0942142854891304 | 0.188428570978261 | 0.90578571451087 |
252 | 0.0972435792030693 | 0.194487158406139 | 0.90275642079693 |
253 | 0.105862147416118 | 0.211724294832235 | 0.894137852583882 |
254 | 0.11124801639162 | 0.22249603278324 | 0.88875198360838 |
255 | 0.114394706234539 | 0.228789412469078 | 0.885605293765461 |
256 | 0.116013928547759 | 0.232027857095518 | 0.883986071452241 |
257 | 0.116840685616525 | 0.23368137123305 | 0.883159314383475 |
258 | 0.117291241294972 | 0.234582482589944 | 0.882708758705028 |
259 | 0.11884291441049 | 0.23768582882098 | 0.88115708558951 |
260 | 0.116770304110655 | 0.233540608221309 | 0.883229695889345 |
261 | 0.115504372368732 | 0.231008744737465 | 0.884495627631267 |
262 | 0.116325547261118 | 0.232651094522236 | 0.883674452738882 |
263 | 0.128328165343501 | 0.256656330687003 | 0.871671834656499 |
264 | 0.139002406298575 | 0.278004812597149 | 0.860997593701425 |
265 | 0.147394671700547 | 0.294789343401095 | 0.852605328299453 |
266 | 0.125323761351545 | 0.250647522703091 | 0.874676238648455 |
267 | 0.11062823562601 | 0.22125647125202 | 0.88937176437399 |
268 | 0.109857835723485 | 0.219715671446969 | 0.890142164276515 |
269 | 0.183812096342167 | 0.367624192684334 | 0.816187903657833 |
270 | 0.444906093723857 | 0.889812187447713 | 0.555093906276143 |
271 | 0.840524654622233 | 0.318950690755533 | 0.159475345377767 |
272 | 0.983191567548954 | 0.0336168649020913 | 0.0168084324510457 |
273 | 0.999649818394273 | 0.000700363211453383 | 0.000350181605726692 |
274 | 0.99993482983571 | 0.000130340328581619 | 6.51701642908095e-05 |
275 | 0.999896313137983 | 0.000207373724034187 | 0.000103686862017093 |
276 | 0.999888192485095 | 0.000223615029810063 | 0.000111807514905032 |
277 | 0.999844779183923 | 0.000310441632154353 | 0.000155220816077176 |
278 | 0.999806752092724 | 0.000386495814551684 | 0.000193247907275842 |
279 | 0.999736345274576 | 0.000527309450847539 | 0.000263654725423770 |
280 | 0.999600357601197 | 0.00079928479760591 | 0.000399642398802955 |
281 | 0.99928324747568 | 0.00143350504863955 | 0.000716752524319776 |
282 | 0.998293163617798 | 0.00341367276440355 | 0.00170683638220178 |
283 | 0.998552259999208 | 0.00289548000158405 | 0.00144774000079203 |
284 | 0.997515237998488 | 0.00496952400302432 | 0.00248476200151216 |
285 | 0.998417600842444 | 0.00316479831511253 | 0.00158239915755627 |
286 | 0.9984979768645 | 0.00300404627099946 | 0.00150202313549973 |
287 | 0.997918125916826 | 0.00416374816634773 | 0.00208187408317387 |
288 | 0.998225351272 | 0.00354929745600037 | 0.00177464872800018 |
289 | 0.99779393911589 | 0.0044121217682185 | 0.00220606088410925 |
290 | 0.998718248608638 | 0.00256350278272443 | 0.00128175139136221 |
291 | 0.994181387124485 | 0.0116372257510305 | 0.00581861287551526 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 250 | 0.871080139372822 | NOK |
5% type I error level | 258 | 0.898954703832753 | NOK |
10% type I error level | 261 | 0.909407665505226 | NOK |