Multiple Linear Regression - Estimated Regression Equation |
Prijs[t] = + 2.575020912836 + 13.3475120734629Crisis[t] + 1.09210844514810M1[t] + 0.303981243871125M2[t] + 0.984154525532668M3[t] + 1.76253580719422M4[t] + 2.46091708885574M5[t] + 2.91228637051727M6[t] + 3.40947213511734M7[t] + 3.88022141677887M8[t] + 3.11154248834874M9[t] + 2.40648943667694M10[t] + 1.32055721833848M11[t] + 0.142294718338465t + 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) | 2.575020912836 | 2.188812 | 1.1764 | 0.240409 | 0.120204 |
Crisis | 13.3475120734629 | 2.561489 | 5.2108 | 0 | 0 |
M1 | 1.09210844514810 | 2.719594 | 0.4016 | 0.688304 | 0.344152 |
M2 | 0.303981243871125 | 2.721668 | 0.1117 | 0.911149 | 0.455575 |
M3 | 0.984154525532668 | 2.721515 | 0.3616 | 0.717907 | 0.358953 |
M4 | 1.76253580719422 | 2.721379 | 0.6477 | 0.51773 | 0.258865 |
M5 | 2.46091708885574 | 2.721261 | 0.9043 | 0.366593 | 0.183296 |
M6 | 2.91228637051727 | 2.721161 | 1.0702 | 0.285428 | 0.142714 |
M7 | 3.40947213511734 | 2.719405 | 1.2538 | 0.210969 | 0.105484 |
M8 | 3.88022141677887 | 2.719435 | 1.4268 | 0.15473 | 0.077365 |
M9 | 3.11154248834874 | 2.747076 | 1.1327 | 0.258313 | 0.129157 |
M10 | 2.40648943667694 | 2.747032 | 0.876 | 0.381758 | 0.190879 |
M11 | 1.32055721833848 | 2.747006 | 0.4807 | 0.631084 | 0.315542 |
t | 0.142294718338465 | 0.006953 | 20.4665 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.826904050244723 |
R-squared | 0.683770308311128 |
Adjusted R-squared | 0.669192343800648 |
F-TEST (value) | 46.9043746004165 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 282 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 9.51587761681298 |
Sum Squared Residuals | 25535.6433627218 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 25.2609 | 3.80942407632281 | 21.4514759236772 |
2 | 16.8622 | 3.16359159338414 | 13.6986084066159 |
3 | 13.3181 | 3.98605959338405 | 9.33204040661595 |
4 | 12.5621 | 4.90673559338403 | 7.65536440661597 |
5 | 14.2754 | 5.74741159338404 | 8.52798840661596 |
6 | 12.2961 | 6.3410755933841 | 5.9550244066159 |
7 | 10.0871 | 6.9805560763226 | 3.10654392367741 |
8 | 13.5117 | 7.59360007632259 | 5.91809992367741 |
9 | 13.9921 | 6.96721586623098 | 7.02488413376902 |
10 | 13.6932 | 6.40445753289766 | 7.28874246710234 |
11 | 14.4211 | 5.4608200328976 | 8.9602799671024 |
12 | 15.3397 | 4.2825575328976 | 11.0571424671024 |
13 | 16.5182 | 5.51696069638417 | 11.0012393036158 |
14 | 15.2809 | 4.87112821344568 | 10.4097717865543 |
15 | 15.6204 | 5.69359621344565 | 9.92680378655435 |
16 | 15.5698 | 6.61427221344566 | 8.95552778655435 |
17 | 15.9458 | 7.45494821344565 | 8.49085178655435 |
18 | 16.4063 | 8.04861221344565 | 8.35768778655435 |
19 | 17.55 | 8.68809269638417 | 8.86190730361583 |
20 | 17.0353 | 9.30113669638417 | 7.73416330361583 |
21 | 16.0591 | 8.67475248629252 | 7.38434751370749 |
22 | 16.3643 | 8.11199415295918 | 8.25230584704082 |
23 | 14.6527 | 7.16835665295918 | 7.48434334704081 |
24 | 13.4664 | 5.99009415295917 | 7.47630584704083 |
25 | 13.3266 | 7.22449731644574 | 6.10210268355426 |
26 | 13.1823 | 6.57866483350723 | 6.60363516649277 |
27 | 12.113 | 7.40113283350723 | 4.71186716649277 |
28 | 13.354 | 8.32180883350723 | 5.03219116649277 |
29 | 13.4537 | 9.16248483350723 | 4.29121516649277 |
30 | 13.2715 | 9.75614883350722 | 3.51535116649278 |
31 | 13.1959 | 10.3956293164457 | 2.80027068355425 |
32 | 13.5542 | 11.0086733164457 | 2.54552668355425 |
33 | 12.124 | 10.3822891063541 | 1.74171089364591 |
34 | 10.967 | 9.81953077302076 | 1.14746922697924 |
35 | 10.9201 | 8.87589327302076 | 2.04420672697924 |
36 | 12.5971 | 7.69763077302074 | 4.89946922697926 |
37 | 14.3177 | 8.93203393650731 | 5.38566606349269 |
38 | 14.2471 | 8.2862014535688 | 5.96089854643120 |
39 | 16.0926 | 9.10866945356881 | 6.9839305464312 |
40 | 17.1334 | 10.0293454535688 | 7.1040545464312 |
41 | 16.5866 | 10.8700214535688 | 5.7165785464312 |
42 | 16.361 | 11.4636854535688 | 4.8973145464312 |
43 | 15.8494 | 12.1031659365073 | 3.74623406349268 |
44 | 15.5932 | 12.7162099365073 | 2.87699006349268 |
45 | 16.6387 | 12.0898257264157 | 4.54887427358434 |
46 | 16.8312 | 11.5270673930823 | 5.30413260691767 |
47 | 16.5044 | 10.5834298930823 | 5.92097010691767 |
48 | 16.5556 | 9.40516739308231 | 7.15043260691768 |
49 | 16.7469 | 10.6395705565689 | 6.10732944343111 |
50 | 15.9543 | 9.99373807363038 | 5.96056192636962 |
51 | 15.5888 | 10.8162060736304 | 4.77259392636962 |
52 | 14.3945 | 11.7368820736304 | 2.65761792636962 |
53 | 13.8889 | 12.5775580736304 | 1.31134192636963 |
54 | 12.9999 | 13.1712220736304 | -0.171322073630371 |
55 | 14.1022 | 13.8107025565689 | 0.291497443431104 |
56 | 19.6245 | 14.4237465565689 | 5.20075344343111 |
57 | 24.7658 | 13.7973623464772 | 10.9684376535228 |
58 | 25.9843 | 13.2346040131439 | 12.7496959868561 |
59 | 22.9635 | 12.2909665131439 | 10.6725334868561 |
60 | 19.6288 | 11.1127040131439 | 8.51609598685611 |
61 | 17.3363 | 12.3471071766305 | 4.98919282336954 |
62 | 13.311 | 11.7012746936919 | 1.60972530630805 |
63 | 14.6359 | 12.5237426936920 | 2.11215730630804 |
64 | 15.834 | 13.4444186936919 | 2.38958130630805 |
65 | 16.2415 | 14.2850946936919 | 1.95640530630805 |
66 | 15.9808 | 14.8787586936919 | 1.10204130630805 |
67 | 16.9726 | 15.5182391766305 | 1.45436082336953 |
68 | 16.8708 | 16.1312831766305 | 0.73951682336953 |
69 | 16.923 | 15.5048989665388 | 1.41810103346119 |
70 | 18.1138 | 14.9421406332055 | 3.17165936679452 |
71 | 16.7716 | 13.9985031332055 | 2.77309686679452 |
72 | 14.0299 | 12.8202406332055 | 1.20965936679454 |
73 | 13.822 | 14.0546437966920 | -0.232643796692039 |
74 | 14.2537 | 13.4088113137535 | 0.844888686246473 |
75 | 14.3985 | 14.2312793137535 | 0.167220686246470 |
76 | 15.2454 | 15.1519553137535 | 0.0934446862464733 |
77 | 15.6683 | 15.9926313137535 | -0.324331313753524 |
78 | 16.1721 | 16.5862953137535 | -0.41419531375352 |
79 | 14.8679 | 17.2257757966920 | -2.35787579669205 |
80 | 14.1948 | 17.8388197966920 | -3.64401979669204 |
81 | 14.7056 | 17.2124355866004 | -2.50683558660039 |
82 | 15.3819 | 16.6496772532671 | -1.26777725326705 |
83 | 15.5001 | 15.7060397532671 | -0.205939753267056 |
84 | 14.7886 | 14.5277772532670 | 0.260822746732963 |
85 | 14.563 | 15.7621804167536 | -1.19918041675361 |
86 | 15.5528 | 15.1163479338151 | 0.436452066184901 |
87 | 15.9781 | 15.9388159338151 | 0.0392840661848957 |
88 | 15.5139 | 16.8594919338151 | -1.34559193381510 |
89 | 15.3603 | 17.7001679338151 | -2.33986793381509 |
90 | 15.0512 | 18.2938319338151 | -3.24263193381509 |
91 | 14.7874 | 18.9333124167536 | -4.14591241675362 |
92 | 14.9624 | 19.5463564167536 | -4.58395641675362 |
93 | 13.9188 | 18.9199722066620 | -5.00117220666196 |
94 | 14.5146 | 18.3572138733286 | -3.84261387332863 |
95 | 13.7115 | 17.4135763733286 | -3.70207637332863 |
96 | 12.0738 | 16.2353138733286 | -4.16151387332861 |
97 | 12.5688 | 17.4697170368152 | -4.90091703681518 |
98 | 12.2547 | 16.8238845538767 | -4.56918455387667 |
99 | 11.8741 | 17.6463525538767 | -5.77225255387668 |
100 | 13.0261 | 18.5670285538767 | -5.54092855387668 |
101 | 13.8681 | 19.4077045538767 | -5.53960455387667 |
102 | 14.2137 | 20.0013685538767 | -5.78766855387667 |
103 | 14.4743 | 20.6408490368152 | -6.1665490368152 |
104 | 13.9764 | 21.2538930368152 | -7.2774930368152 |
105 | 13.1558 | 20.6275088267235 | -7.47170882672354 |
106 | 13.0991 | 20.0647504933902 | -6.9656504933902 |
107 | 13.7831 | 19.1211129933902 | -5.33801299339021 |
108 | 13.2546 | 17.9428504933902 | -4.68825049339019 |
109 | 13.3426 | 19.1772536568768 | -5.83465365687676 |
110 | 13.5011 | 18.5314211739382 | -5.03032117393825 |
111 | 12.8245 | 19.3538891739382 | -6.52938917393825 |
112 | 13.6596 | 20.2745651739383 | -6.61496517393825 |
113 | 13.8754 | 21.1152411739382 | -7.23984117393825 |
114 | 12.9011 | 21.7089051739382 | -8.80780517393825 |
115 | 11.871 | 22.3483856568768 | -10.4773856568768 |
116 | 12.3954 | 22.9614296568768 | -10.5660296568768 |
117 | 12.8179 | 22.3350454467851 | -9.5171454467851 |
118 | 12.1219 | 21.7722871134518 | -9.65038711345178 |
119 | 12.6176 | 20.8286496134518 | -8.21104961345178 |
120 | 13.6362 | 19.6503871134518 | -6.01418711345176 |
121 | 13.5422 | 20.8847902769383 | -7.34259027693833 |
122 | 13.362 | 20.2389577939998 | -6.87695779399982 |
123 | 14.5735 | 21.0614257939998 | -6.48792579399982 |
124 | 15.8357 | 21.9821017939998 | -6.14640179399983 |
125 | 14.9927 | 22.8227777939998 | -7.83007779399982 |
126 | 14.5078 | 23.4164417939998 | -8.90864179399982 |
127 | 15.2648 | 24.0559222769383 | -8.79112227693835 |
128 | 15.7163 | 24.6689662769383 | -8.95266627693834 |
129 | 17.7969 | 24.0425820668467 | -6.24568206684668 |
130 | 19.0408 | 23.4798237335133 | -4.43902373351335 |
131 | 17.8571 | 22.5361862335133 | -4.67908623351335 |
132 | 18.815 | 21.3579237335133 | -2.54292373351333 |
133 | 19.0961 | 22.5923268969999 | -3.4962268969999 |
134 | 17.6215 | 21.9464944140614 | -4.32499441406140 |
135 | 17.0163 | 22.7689624140614 | -5.7526624140614 |
136 | 15.8286 | 23.6896384140614 | -7.8610384140614 |
137 | 16.7818 | 24.5303144140614 | -7.7485144140614 |
138 | 15.8726 | 25.1239784140614 | -9.2513784140614 |
139 | 16.6621 | 25.7634588969999 | -9.10135889699992 |
140 | 17.5709 | 26.3765028969999 | -8.80560289699991 |
141 | 16.9914 | 25.7501186869083 | -8.75871868690826 |
142 | 18.0412 | 25.1873603535749 | -7.14616035357492 |
143 | 16.9764 | 24.2437228535749 | -7.26732285357492 |
144 | 15.7649 | 23.0654603535749 | -7.30056035357491 |
145 | 14.3928 | 24.2998635170615 | -9.90706351706149 |
146 | 13.5061 | 23.6540310341230 | -10.1479310341230 |
147 | 12.7433 | 24.4764990341230 | -11.7331990341230 |
148 | 13.017 | 25.3971750341230 | -12.3801750341230 |
149 | 13.0171 | 26.2378510341230 | -13.2207510341230 |
150 | 12.2412 | 26.8315150341230 | -14.5903150341230 |
151 | 11.8878 | 27.4709955170615 | -15.5831955170615 |
152 | 11.2511 | 28.0840395170615 | -16.8329395170615 |
153 | 11.8583 | 27.4576553069698 | -15.5993553069698 |
154 | 11.1202 | 26.8948969736365 | -15.7746969736365 |
155 | 10.185 | 25.9512594736365 | -15.7662594736365 |
156 | 8.7563 | 24.7729969736365 | -16.0166969736365 |
157 | 9.5267 | 26.0074001371230 | -16.4807001371230 |
158 | 9.4106 | 25.3615676541845 | -15.9509676541845 |
159 | 11.878 | 26.1840356541845 | -14.3060356541845 |
160 | 14.4228 | 27.1047116541845 | -12.6819116541845 |
161 | 14.896 | 27.9453876541845 | -13.0493876541845 |
162 | 15.6664 | 28.5390516541845 | -12.8726516541845 |
163 | 18.147 | 29.1785321371231 | -11.0315321371231 |
164 | 19.3069 | 29.7915761371231 | -10.4846761371231 |
165 | 21.6807 | 29.1651919270314 | -7.4844919270314 |
166 | 20.7934 | 28.6024335936981 | -7.80903359369807 |
167 | 23.4241 | 27.6587960936981 | -4.23469609369807 |
168 | 24.8273 | 26.4805335936981 | -1.65323359369805 |
169 | 24.9276 | 27.7149367571846 | -2.78733675718462 |
170 | 27.4256 | 27.0691042742461 | 0.356495725753884 |
171 | 28.1746 | 27.8915722742461 | 0.283027725753883 |
172 | 24.5615 | 28.8122482742461 | -4.25074827424612 |
173 | 30.2532 | 29.6529242742461 | 0.600275725753885 |
174 | 31.2514 | 30.2465882742461 | 1.00481172575389 |
175 | 30.4733 | 30.8860687571846 | -0.412768757184637 |
176 | 33.3047 | 31.4991127571846 | 1.80558724281536 |
177 | 37.2103 | 30.872728547093 | 6.33757145290702 |
178 | 36.7711 | 30.3099702137596 | 6.46112978624035 |
179 | 37.7163 | 29.3663327137596 | 8.34996728624035 |
180 | 28.8488 | 28.1880702137596 | 0.660729786240373 |
181 | 27.4682 | 29.4224733772462 | -1.9542733772462 |
182 | 29.8793 | 28.7766408943077 | 1.10265910569231 |
183 | 28.0598 | 29.5991088943077 | -1.53930889430769 |
184 | 29.7733 | 30.5197848943077 | -0.746484894307695 |
185 | 32.6926 | 31.3604608943077 | 1.33213910569231 |
186 | 32.4803 | 31.9541248943077 | 0.526175105692311 |
187 | 29.4168 | 32.5936053772462 | -3.17680537724621 |
188 | 28.7054 | 33.2066493772462 | -4.5012493772462 |
189 | 28.7614 | 32.5802651671546 | -3.81886516715455 |
190 | 23.8075 | 32.0175068338212 | -8.21000683382121 |
191 | 21.6987 | 31.0738693338212 | -9.37516933382122 |
192 | 21.4691 | 29.8956068338212 | -8.4265068338212 |
193 | 22.5709 | 31.1300099973078 | -8.55910999730778 |
194 | 23.4546 | 30.4841775143693 | -7.02957751436927 |
195 | 27.8976 | 31.3066455143693 | -3.40904551436927 |
196 | 29.2965 | 32.2273215143693 | -2.93082151436927 |
197 | 28.1191 | 33.0679975143693 | -4.94889751436926 |
198 | 25.812 | 33.6616615143693 | -7.84966151436926 |
199 | 25.931 | 34.3011419973078 | -8.37014199730779 |
200 | 26.9925 | 34.9141859973078 | -7.92168599730778 |
201 | 28.9213 | 34.2878017872161 | -5.36650178721612 |
202 | 27.8898 | 33.7250434538828 | -5.83524345388279 |
203 | 24.2473 | 32.7814059538828 | -8.5341059538828 |
204 | 27.1056 | 31.6031434538828 | -4.49754345388277 |
205 | 28.2833 | 32.8375466173693 | -4.55424661736935 |
206 | 29.8076 | 32.1917141344308 | -2.38411413443084 |
207 | 27.1826 | 33.0141821344308 | -5.83158213443084 |
208 | 22.8764 | 33.9348581344308 | -11.0584581344308 |
209 | 21.938 | 34.7755341344308 | -12.8375341344308 |
210 | 23.3076 | 35.3691981344308 | -12.0615981344308 |
211 | 24.9572 | 36.0086786173694 | -11.0514786173694 |
212 | 26.4694 | 36.6217226173694 | -10.1523226173694 |
213 | 23.9297 | 35.9953384072777 | -12.0656384072777 |
214 | 24.7033 | 35.4325800739444 | -10.7292800739444 |
215 | 24.646 | 34.4889425739444 | -9.84294257394437 |
216 | 24.0496 | 33.3106800739444 | -9.26108007394435 |
217 | 24.2096 | 34.5450832374309 | -10.3354832374309 |
218 | 24.0717 | 33.8992507544924 | -9.82755075449242 |
219 | 26.6673 | 34.7217187544924 | -8.05441875449242 |
220 | 27.6457 | 35.6423947544924 | -7.99669475449241 |
221 | 30.8791 | 36.4830707544924 | -5.60397075449241 |
222 | 29.3278 | 37.0767347544924 | -7.74893475449241 |
223 | 30.7268 | 37.7162152374309 | -6.98941523743093 |
224 | 34.1204 | 38.3292592374309 | -4.20885923743093 |
225 | 35.0205 | 37.7028750273393 | -2.68237502733927 |
226 | 39.3565 | 37.1401166940059 | 2.21638330599406 |
227 | 34.4724 | 36.1964791940059 | -1.72407919400594 |
228 | 29.9762 | 35.0182166940059 | -5.04201669400593 |
229 | 33.6008 | 36.2526198574925 | -2.65181985749250 |
230 | 35.2464 | 35.606787374554 | -0.360387374553987 |
231 | 40.4137 | 36.429255374554 | 3.98444462544601 |
232 | 41.3922 | 37.349931374554 | 4.04226862544601 |
233 | 39.4243 | 38.190607374554 | 1.23369262544602 |
234 | 45.7259 | 38.784271374554 | 6.94162862544602 |
235 | 48.2549 | 39.4237518574925 | 8.8311481425075 |
236 | 52.0461 | 40.0367958574925 | 12.0093041425075 |
237 | 52.1871 | 39.4104116474008 | 12.7766883525992 |
238 | 49.3474 | 38.8476533140675 | 10.4997466859325 |
239 | 47.8653 | 37.9040158140675 | 9.96128418593248 |
240 | 48.5179 | 36.7257533140675 | 11.7921466859325 |
241 | 52.4815 | 37.9601564775541 | 14.5213435224459 |
242 | 51.8171 | 37.3143239946156 | 14.5027760053844 |
243 | 52.5811 | 38.1367919946156 | 14.4443080053844 |
244 | 57.5617 | 39.0574679946156 | 18.5042320053844 |
245 | 55.7091 | 39.8981439946156 | 15.8109560053844 |
246 | 55.4378 | 40.4918079946156 | 14.9459920053844 |
247 | 58.7493 | 41.1312884775541 | 17.6180115224459 |
248 | 57.794 | 41.7443324775541 | 16.0496675224459 |
249 | 50.282 | 41.1179482674624 | 9.16405173253758 |
250 | 47.6976 | 40.5551899341291 | 7.14241006587092 |
251 | 46.7381 | 39.6115524341291 | 7.12654756587091 |
252 | 47.4282 | 38.4332899341291 | 8.99491006587092 |
253 | 42.2269 | 39.6676930976156 | 2.55920690238436 |
254 | 44.9066 | 39.0218606146771 | 5.88473938532286 |
255 | 47.2648 | 39.8443286146771 | 7.42047138532286 |
256 | 50.2325 | 40.7650046146771 | 9.46749538532286 |
257 | 50.2504 | 41.6056806146771 | 8.64471938532287 |
258 | 52.5685 | 42.1993446146771 | 10.3691553853229 |
259 | 55.2325 | 42.8388250976157 | 12.3936749023843 |
260 | 52.3674 | 43.4518690976157 | 8.91553090238435 |
261 | 55.1692 | 42.825484887524 | 12.343715112476 |
262 | 57.7252 | 42.2627265541907 | 15.4624734458093 |
263 | 62.8232 | 41.3190890541907 | 21.5041109458093 |
264 | 62.7599 | 40.1408265541907 | 22.6190734458094 |
265 | 62.4387 | 41.3752297176772 | 21.0634702823228 |
266 | 64.0862 | 54.0769093082016 | 10.0092906917984 |
267 | 66.1209 | 54.8993773082016 | 11.2215226917984 |
268 | 69.8474 | 55.8200533082016 | 14.0273466917984 |
269 | 80.1039 | 56.6607293082016 | 23.4431706917984 |
270 | 85.9319 | 57.2543933082016 | 28.6775066917984 |
271 | 85.2843 | 57.8938737911401 | 27.3904262088599 |
272 | 77.0383 | 58.5069177911401 | 18.5313822088599 |
273 | 69.9981 | 57.8805335810485 | 12.1175664189515 |
274 | 55.2039 | 57.3177752477151 | -2.11387524771515 |
275 | 43.1188 | 56.3741377477152 | -13.2553377477152 |
276 | 32.077 | 55.1958752477151 | -23.1188752477151 |
277 | 34.2974 | 56.4302784112017 | -22.1328784112017 |
278 | 34.5613 | 55.7844459282632 | -21.2231459282632 |
279 | 36.5235 | 56.6069139282632 | -20.0834139282632 |
280 | 39.0474 | 57.5275899282632 | -18.4801899282632 |
281 | 42.8033 | 58.3682659282632 | -15.5649659282632 |
282 | 49.5164 | 58.9619299282632 | -9.4455299282632 |
283 | 46.459 | 46.2538983377388 | 0.205101662261200 |
284 | 51.1313 | 46.8669423377388 | 4.26435766226119 |
285 | 46.9331 | 46.2405581276471 | 0.692541872352856 |
286 | 49.7654 | 45.6777997943138 | 4.08760020568618 |
287 | 52.0729 | 44.7341622943138 | 7.33873770568618 |
288 | 51.6425 | 43.5558997943138 | 8.0866002056862 |
289 | 53.9784 | 44.7903029578004 | 9.18809704219963 |
290 | 54.4891 | 44.1444704748619 | 10.3446295251381 |
291 | 59.0665 | 44.9669384748619 | 14.0995615251381 |
292 | 63.9929 | 45.8876144748618 | 18.1052855251382 |
293 | 61.6167 | 46.7282904748619 | 14.8884095251381 |
294 | 62.1816 | 47.3219544748619 | 14.8596455251382 |
295 | 58.9178 | 47.9614349578004 | 10.9563650421996 |
296 | 59.9151 | 48.5744789578004 | 11.3406210421996 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 0.0884133673821299 | 0.176826734764260 | 0.91158663261787 |
18 | 0.0418254860107046 | 0.0836509720214093 | 0.958174513989295 |
19 | 0.0303978170885279 | 0.0607956341770558 | 0.969602182911472 |
20 | 0.0121698106317808 | 0.0243396212635617 | 0.98783018936822 |
21 | 0.0043029505701572 | 0.0086059011403144 | 0.995697049429843 |
22 | 0.00147181294748633 | 0.00294362589497265 | 0.998528187052514 |
23 | 0.000488997688404383 | 0.000977995376808765 | 0.999511002311596 |
24 | 0.000197723648846264 | 0.000395447297692528 | 0.999802276351154 |
25 | 0.000493802145624286 | 0.000987604291248572 | 0.999506197854376 |
26 | 0.000210645416683998 | 0.000421290833367996 | 0.999789354583316 |
27 | 7.94897795471318e-05 | 0.000158979559094264 | 0.999920510220453 |
28 | 2.70161644114976e-05 | 5.40323288229952e-05 | 0.999972983835589 |
29 | 9.07464634892963e-06 | 1.81492926978593e-05 | 0.999990925353651 |
30 | 2.89111863020975e-06 | 5.7822372604195e-06 | 0.99999710888137 |
31 | 8.9332066209927e-07 | 1.78664132419854e-06 | 0.999999106679338 |
32 | 2.74989307535633e-07 | 5.49978615071266e-07 | 0.999999725010692 |
33 | 9.25570773958038e-08 | 1.85114154791608e-07 | 0.999999907442923 |
34 | 3.71574951705918e-08 | 7.43149903411836e-08 | 0.999999962842505 |
35 | 1.31210553132497e-08 | 2.62421106264994e-08 | 0.999999986878945 |
36 | 3.81422690953859e-09 | 7.62845381907718e-09 | 0.999999996185773 |
37 | 1.33939121050606e-09 | 2.67878242101213e-09 | 0.99999999866061 |
38 | 4.18093077337858e-10 | 8.36186154675716e-10 | 0.999999999581907 |
39 | 3.09801822567704e-10 | 6.19603645135408e-10 | 0.999999999690198 |
40 | 2.79410942617701e-10 | 5.58821885235402e-10 | 0.99999999972059 |
41 | 1.34546426496550e-10 | 2.69092852993101e-10 | 0.999999999865454 |
42 | 6.62073776197833e-11 | 1.32414755239567e-10 | 0.999999999933793 |
43 | 2.91699990085886e-11 | 5.83399980171772e-11 | 0.99999999997083 |
44 | 9.41060489365802e-12 | 1.88212097873160e-11 | 0.99999999999059 |
45 | 4.28412501298928e-12 | 8.56825002597856e-12 | 0.999999999995716 |
46 | 2.23516938774616e-12 | 4.47033877549231e-12 | 0.999999999997765 |
47 | 1.12801276215080e-12 | 2.25602552430160e-12 | 0.999999999998872 |
48 | 5.04076632965978e-13 | 1.00815326593196e-12 | 0.999999999999496 |
49 | 1.68776511978586e-13 | 3.37553023957172e-13 | 0.999999999999831 |
50 | 5.5636942696314e-14 | 1.11273885392628e-13 | 0.999999999999944 |
51 | 1.80809240304377e-14 | 3.61618480608753e-14 | 0.999999999999982 |
52 | 5.39985138377971e-15 | 1.07997027675594e-14 | 0.999999999999995 |
53 | 1.72918318018540e-15 | 3.45836636037081e-15 | 0.999999999999998 |
54 | 5.71368219363881e-16 | 1.14273643872776e-15 | 1 |
55 | 1.57685469160718e-16 | 3.15370938321436e-16 | 1 |
56 | 1.61811007488196e-16 | 3.23622014976392e-16 | 1 |
57 | 6.96753786381784e-15 | 1.39350757276357e-14 | 0.999999999999993 |
58 | 3.01121932967015e-13 | 6.02243865934029e-13 | 0.999999999999699 |
59 | 9.91523562699302e-13 | 1.98304712539860e-12 | 0.999999999999008 |
60 | 7.09915195466294e-13 | 1.41983039093259e-12 | 0.99999999999929 |
61 | 3.62696998713697e-13 | 7.25393997427393e-13 | 0.999999999999637 |
62 | 2.33885573877701e-13 | 4.67771147755403e-13 | 0.999999999999766 |
63 | 1.04409281567441e-13 | 2.08818563134883e-13 | 0.999999999999896 |
64 | 4.28034134695882e-14 | 8.56068269391764e-14 | 0.999999999999957 |
65 | 1.71799085035385e-14 | 3.43598170070771e-14 | 0.999999999999983 |
66 | 6.66356064359115e-15 | 1.33271212871823e-14 | 0.999999999999993 |
67 | 2.74355110494213e-15 | 5.48710220988426e-15 | 0.999999999999997 |
68 | 1.08223938639060e-15 | 2.16447877278119e-15 | 0.999999999999999 |
69 | 4.65524023818876e-16 | 9.31048047637752e-16 | 1 |
70 | 1.98919699722723e-16 | 3.97839399445446e-16 | 1 |
71 | 8.60026391159003e-17 | 1.72005278231801e-16 | 1 |
72 | 5.09593976999435e-17 | 1.01918795399887e-16 | 1 |
73 | 5.96603065774278e-17 | 1.19320613154856e-16 | 1 |
74 | 2.90970089026561e-17 | 5.81940178053122e-17 | 1 |
75 | 1.28643717583689e-17 | 2.57287435167378e-17 | 1 |
76 | 5.29877662117304e-18 | 1.05975532423461e-17 | 1 |
77 | 2.11578724412631e-18 | 4.23157448825261e-18 | 1 |
78 | 8.226932803412e-19 | 1.6453865606824e-18 | 1 |
79 | 3.13938155813349e-19 | 6.27876311626698e-19 | 1 |
80 | 1.67844481880718e-19 | 3.35688963761436e-19 | 1 |
81 | 9.57888736077073e-20 | 1.91577747215415e-19 | 1 |
82 | 5.07004855645411e-20 | 1.01400971129082e-19 | 1 |
83 | 2.30307644121405e-20 | 4.60615288242809e-20 | 1 |
84 | 1.07563466416261e-20 | 2.15126932832523e-20 | 1 |
85 | 7.1484557637688e-21 | 1.42969115275376e-20 | 1 |
86 | 3.18334422517381e-21 | 6.36668845034761e-21 | 1 |
87 | 1.40154867665299e-21 | 2.80309735330598e-21 | 1 |
88 | 5.65845103073183e-22 | 1.13169020614637e-21 | 1 |
89 | 2.21281887353942e-22 | 4.42563774707883e-22 | 1 |
90 | 8.2005743439601e-23 | 1.64011486879202e-22 | 1 |
91 | 2.97408261562659e-23 | 5.94816523125317e-23 | 1 |
92 | 1.18705357922643e-23 | 2.37410715845287e-23 | 1 |
93 | 7.0717847134532e-24 | 1.41435694269064e-23 | 1 |
94 | 3.98656468180431e-24 | 7.97312936360863e-24 | 1 |
95 | 2.236412645417e-24 | 4.472825290834e-24 | 1 |
96 | 1.61611369895844e-24 | 3.23222739791689e-24 | 1 |
97 | 1.58725432422946e-24 | 3.17450864845893e-24 | 1 |
98 | 8.95550683514978e-25 | 1.79110136702996e-24 | 1 |
99 | 4.99567684255055e-25 | 9.9913536851011e-25 | 1 |
100 | 2.1644959413044e-25 | 4.3289918826088e-25 | 1 |
101 | 8.30757269910791e-26 | 1.66151453982158e-25 | 1 |
102 | 2.8930335215639e-26 | 5.7860670431278e-26 | 1 |
103 | 9.80666862136903e-27 | 1.96133372427381e-26 | 1 |
104 | 3.70033991025905e-27 | 7.4006798205181e-27 | 1 |
105 | 1.86145024950640e-27 | 3.72290049901280e-27 | 1 |
106 | 1.07295724272665e-27 | 2.1459144854533e-27 | 1 |
107 | 4.47842557262952e-28 | 8.95685114525904e-28 | 1 |
108 | 1.85081354285586e-28 | 3.70162708571171e-28 | 1 |
109 | 9.33379383614383e-29 | 1.86675876722877e-28 | 1 |
110 | 3.56283899185378e-29 | 7.12567798370757e-29 | 1 |
111 | 1.29681953902909e-29 | 2.59363907805818e-29 | 1 |
112 | 4.41530469104424e-30 | 8.83060938208848e-30 | 1 |
113 | 1.45490998413783e-30 | 2.90981996827566e-30 | 1 |
114 | 4.85165114902797e-31 | 9.70330229805593e-31 | 1 |
115 | 1.88341287237033e-31 | 3.76682574474066e-31 | 1 |
116 | 7.79260159257193e-32 | 1.55852031851439e-31 | 1 |
117 | 3.12284308625071e-32 | 6.24568617250142e-32 | 1 |
118 | 1.70051677256655e-32 | 3.40103354513311e-32 | 1 |
119 | 6.7166902321279e-33 | 1.34333804642558e-32 | 1 |
120 | 2.33276541766274e-33 | 4.66553083532548e-33 | 1 |
121 | 8.686987862338e-34 | 1.7373975724676e-33 | 1 |
122 | 2.85551324789877e-34 | 5.71102649579755e-34 | 1 |
123 | 1.02847084684739e-34 | 2.05694169369479e-34 | 1 |
124 | 4.43735577720643e-35 | 8.87471155441285e-35 | 1 |
125 | 1.40413821228569e-35 | 2.80827642457139e-35 | 1 |
126 | 4.14756883274755e-36 | 8.2951376654951e-36 | 1 |
127 | 1.41909670763355e-36 | 2.83819341526710e-36 | 1 |
128 | 4.49000457537263e-37 | 8.98000915074525e-37 | 1 |
129 | 2.48887285819538e-37 | 4.97774571639076e-37 | 1 |
130 | 2.44447046099951e-37 | 4.88894092199902e-37 | 1 |
131 | 1.7318407598607e-37 | 3.4636815197214e-37 | 1 |
132 | 3.27678532484602e-37 | 6.55357064969204e-37 | 1 |
133 | 3.99642326477018e-37 | 7.99284652954036e-37 | 1 |
134 | 3.56872536599268e-37 | 7.13745073198536e-37 | 1 |
135 | 2.15717824483490e-37 | 4.31435648966980e-37 | 1 |
136 | 7.36136541942783e-38 | 1.47227308388557e-37 | 1 |
137 | 2.86864724654896e-38 | 5.73729449309792e-38 | 1 |
138 | 9.20107962812979e-39 | 1.84021592562596e-38 | 1 |
139 | 3.60433836233321e-39 | 7.20867672466642e-39 | 1 |
140 | 1.46410742170659e-39 | 2.92821484341318e-39 | 1 |
141 | 4.58954706949831e-40 | 9.17909413899661e-40 | 1 |
142 | 1.83103435832414e-40 | 3.66206871664828e-40 | 1 |
143 | 6.61535297289082e-41 | 1.32307059457816e-40 | 1 |
144 | 2.2348039914431e-41 | 4.4696079828862e-41 | 1 |
145 | 7.65004599129938e-42 | 1.53000919825988e-41 | 1 |
146 | 2.30047491062535e-42 | 4.60094982125071e-42 | 1 |
147 | 7.41018278554665e-43 | 1.48203655710933e-42 | 1 |
148 | 2.38819329358299e-43 | 4.77638658716597e-43 | 1 |
149 | 8.24093744605978e-44 | 1.64818748921196e-43 | 1 |
150 | 3.3752596885154e-44 | 6.7505193770308e-44 | 1 |
151 | 1.58398780906703e-44 | 3.16797561813407e-44 | 1 |
152 | 1.42614296474614e-44 | 2.85228592949228e-44 | 1 |
153 | 1.05130724328621e-44 | 2.10261448657243e-44 | 1 |
154 | 1.26542811353144e-44 | 2.53085622706288e-44 | 1 |
155 | 1.68465713390648e-44 | 3.36931426781296e-44 | 1 |
156 | 3.52598938905006e-44 | 7.05197877810011e-44 | 1 |
157 | 6.42588860338619e-44 | 1.28517772067724e-43 | 1 |
158 | 6.07906791569757e-44 | 1.21581358313951e-43 | 1 |
159 | 2.21879314636107e-44 | 4.43758629272215e-44 | 1 |
160 | 6.75810998980133e-45 | 1.35162199796027e-44 | 1 |
161 | 2.23618953329888e-45 | 4.47237906659775e-45 | 1 |
162 | 9.76358193453727e-46 | 1.95271638690745e-45 | 1 |
163 | 9.7455223204358e-46 | 1.94910446408716e-45 | 1 |
164 | 1.16374485138686e-45 | 2.32748970277372e-45 | 1 |
165 | 4.06315074734564e-45 | 8.12630149469127e-45 | 1 |
166 | 5.64951113423457e-45 | 1.12990222684691e-44 | 1 |
167 | 8.03015922007976e-44 | 1.60603184401595e-43 | 1 |
168 | 6.00584470385636e-42 | 1.20116894077127e-41 | 1 |
169 | 1.38560496914178e-40 | 2.77120993828356e-40 | 1 |
170 | 6.12369820269639e-38 | 1.22473964053928e-37 | 1 |
171 | 1.81961917529956e-35 | 3.63923835059912e-35 | 1 |
172 | 1.00113907868850e-34 | 2.00227815737700e-34 | 1 |
173 | 2.28077435529604e-32 | 4.56154871059208e-32 | 1 |
174 | 5.74085330562614e-30 | 1.14817066112523e-29 | 1 |
175 | 3.06432190207646e-28 | 6.12864380415293e-28 | 1 |
176 | 3.89089227461787e-26 | 7.78178454923574e-26 | 1 |
177 | 2.84679727427169e-23 | 5.69359454854338e-23 | 1 |
178 | 5.76398073202952e-21 | 1.15279614640590e-20 | 1 |
179 | 1.57887820639128e-18 | 3.15775641278256e-18 | 1 |
180 | 4.97523111505373e-18 | 9.95046223010746e-18 | 1 |
181 | 7.38749736125372e-18 | 1.47749947225074e-17 | 1 |
182 | 2.60120060571899e-17 | 5.20240121143797e-17 | 1 |
183 | 4.04861116896984e-17 | 8.09722233793968e-17 | 1 |
184 | 8.17150085912875e-17 | 1.63430017182575e-16 | 1 |
185 | 3.03872779495247e-16 | 6.07745558990495e-16 | 1 |
186 | 8.80371882124236e-16 | 1.76074376424847e-15 | 1 |
187 | 1.04565822447482e-15 | 2.09131644894965e-15 | 0.999999999999999 |
188 | 9.15662879497037e-16 | 1.83132575899407e-15 | 1 |
189 | 7.33083743013785e-16 | 1.46616748602757e-15 | 1 |
190 | 3.67557229335713e-16 | 7.35114458671425e-16 | 1 |
191 | 1.77861390033949e-16 | 3.55722780067898e-16 | 1 |
192 | 8.62887722577937e-17 | 1.72577544515587e-16 | 1 |
193 | 4.17924295781039e-17 | 8.35848591562077e-17 | 1 |
194 | 2.12661390189329e-17 | 4.25322780378657e-17 | 1 |
195 | 1.7160429764085e-17 | 3.432085952817e-17 | 1 |
196 | 1.55455808101411e-17 | 3.10911616202823e-17 | 1 |
197 | 1.01954879447176e-17 | 2.03909758894351e-17 | 1 |
198 | 5.81671040592741e-18 | 1.16334208118548e-17 | 1 |
199 | 3.46268188127723e-18 | 6.92536376255445e-18 | 1 |
200 | 2.04299787806760e-18 | 4.08599575613519e-18 | 1 |
201 | 1.23249523202386e-18 | 2.46499046404773e-18 | 1 |
202 | 6.75475798431608e-19 | 1.35095159686322e-18 | 1 |
203 | 3.16004490468555e-19 | 6.32008980937111e-19 | 1 |
204 | 1.85272218769746e-19 | 3.70544437539491e-19 | 1 |
205 | 1.11573639122708e-19 | 2.23147278245416e-19 | 1 |
206 | 8.8766896140118e-20 | 1.77533792280236e-19 | 1 |
207 | 4.71828267163936e-20 | 9.43656534327873e-20 | 1 |
208 | 2.96305797930140e-20 | 5.92611595860281e-20 | 1 |
209 | 2.55219208792091e-20 | 5.10438417584181e-20 | 1 |
210 | 2.70503784861164e-20 | 5.41007569722329e-20 | 1 |
211 | 2.83630891314329e-20 | 5.67261782628657e-20 | 1 |
212 | 2.77606947705261e-20 | 5.55213895410521e-20 | 1 |
213 | 3.18655952003732e-20 | 6.37311904007465e-20 | 1 |
214 | 2.79835085488119e-20 | 5.59670170976239e-20 | 1 |
215 | 2.07916836936656e-20 | 4.15833673873312e-20 | 1 |
216 | 1.33588253266061e-20 | 2.67176506532122e-20 | 1 |
217 | 9.7152890523475e-21 | 1.94305781046950e-20 | 1 |
218 | 7.96780167137569e-21 | 1.59356033427514e-20 | 1 |
219 | 7.71360645710482e-21 | 1.54272129142096e-20 | 1 |
220 | 1.21309722961149e-20 | 2.42619445922299e-20 | 1 |
221 | 2.03736938832051e-20 | 4.07473877664102e-20 | 1 |
222 | 8.80220385289158e-20 | 1.76044077057832e-19 | 1 |
223 | 4.88316397468889e-19 | 9.76632794937777e-19 | 1 |
224 | 2.13404107407797e-18 | 4.26808214815595e-18 | 1 |
225 | 5.59609108115318e-18 | 1.11921821623064e-17 | 1 |
226 | 1.46101403938963e-17 | 2.92202807877925e-17 | 1 |
227 | 2.36155756607613e-17 | 4.72311513215226e-17 | 1 |
228 | 3.73336175246492e-17 | 7.46672350492983e-17 | 1 |
229 | 5.45201656692799e-17 | 1.09040331338560e-16 | 1 |
230 | 9.17794869923787e-17 | 1.83558973984757e-16 | 1 |
231 | 2.83517444080307e-16 | 5.67034888160614e-16 | 1 |
232 | 1.31536489781805e-15 | 2.63072979563611e-15 | 0.999999999999999 |
233 | 6.72329563010517e-15 | 1.34465912602103e-14 | 0.999999999999993 |
234 | 7.49704073759323e-14 | 1.49940814751865e-13 | 0.999999999999925 |
235 | 9.0543392975266e-13 | 1.81086785950532e-12 | 0.999999999999095 |
236 | 9.2908765937273e-12 | 1.85817531874546e-11 | 0.99999999999071 |
237 | 4.87483695587311e-11 | 9.74967391174622e-11 | 0.999999999951252 |
238 | 1.22997647024395e-10 | 2.45995294048790e-10 | 0.999999999877002 |
239 | 2.49318004869120e-10 | 4.98636009738239e-10 | 0.999999999750682 |
240 | 5.40077843850533e-10 | 1.08015568770107e-09 | 0.999999999459922 |
241 | 1.66257581256555e-09 | 3.3251516251311e-09 | 0.999999998337424 |
242 | 4.02288633751608e-09 | 8.04577267503215e-09 | 0.999999995977114 |
243 | 8.50005948532212e-09 | 1.70001189706442e-08 | 0.99999999149994 |
244 | 2.90994326510662e-08 | 5.81988653021324e-08 | 0.999999970900567 |
245 | 5.98921285518696e-08 | 1.19784257103739e-07 | 0.999999940107871 |
246 | 1.19648397104923e-07 | 2.39296794209846e-07 | 0.999999880351603 |
247 | 2.61965002852529e-07 | 5.23930005705058e-07 | 0.999999738034997 |
248 | 4.18143585343994e-07 | 8.36287170687988e-07 | 0.999999581856415 |
249 | 4.10114731779368e-07 | 8.20229463558736e-07 | 0.999999589885268 |
250 | 3.46043546994802e-07 | 6.92087093989604e-07 | 0.999999653956453 |
251 | 2.83282134951603e-07 | 5.66564269903206e-07 | 0.999999716717865 |
252 | 2.15293085860518e-07 | 4.30586171721035e-07 | 0.999999784706914 |
253 | 1.67541820618396e-07 | 3.35083641236791e-07 | 0.99999983245818 |
254 | 1.26891276137296e-07 | 2.53782552274593e-07 | 0.999999873108724 |
255 | 1.10297008917865e-07 | 2.20594017835729e-07 | 0.99999988970299 |
256 | 1.21598617208168e-07 | 2.43197234416336e-07 | 0.999999878401383 |
257 | 2.32740923685418e-07 | 4.65481847370835e-07 | 0.999999767259076 |
258 | 1.07421394908719e-06 | 2.14842789817439e-06 | 0.99999892578605 |
259 | 3.96394189374868e-06 | 7.92788378749735e-06 | 0.999996036058106 |
260 | 3.59658548657776e-05 | 7.19317097315551e-05 | 0.999964034145134 |
261 | 0.000120491982021384 | 0.000240983964042767 | 0.999879508017979 |
262 | 0.000246611603947345 | 0.00049322320789469 | 0.999753388396053 |
263 | 0.000347250289125965 | 0.000694500578251929 | 0.999652749710874 |
264 | 0.000412099879073416 | 0.000824199758146833 | 0.999587900120927 |
265 | 0.000863313905166378 | 0.00172662781033276 | 0.999136686094834 |
266 | 0.000502680839886558 | 0.00100536167977312 | 0.999497319160113 |
267 | 0.000281092662765357 | 0.000562185325530715 | 0.999718907337235 |
268 | 0.000152742464093138 | 0.000305484928186277 | 0.999847257535907 |
269 | 0.000137636199359244 | 0.000275272398718487 | 0.99986236380064 |
270 | 0.000280500121613654 | 0.000561000243227308 | 0.999719499878386 |
271 | 0.0101359213979038 | 0.0202718427958076 | 0.989864078602096 |
272 | 0.153825994112442 | 0.307651988224883 | 0.846174005887558 |
273 | 0.834213154788443 | 0.331573690423115 | 0.165786845211557 |
274 | 0.994601171403485 | 0.0107976571930297 | 0.00539882859651486 |
275 | 0.998812933993693 | 0.00237413201261481 | 0.00118706600630741 |
276 | 0.996496649378438 | 0.00700670124312435 | 0.00350335062156217 |
277 | 0.98938104792924 | 0.0212379041415201 | 0.0106189520707600 |
278 | 0.968350712482453 | 0.0632985750350933 | 0.0316492875175466 |
279 | 0.923832039963856 | 0.152335920072289 | 0.0761679600361443 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 252 | 0.958174904942966 | NOK |
5% type I error level | 256 | 0.97338403041825 | NOK |
10% type I error level | 259 | 0.984790874524715 | NOK |