Multiple Linear Regression - Estimated Regression Equation |
Prijs[t] = + 0.661625634076359 + 0.0186165752279153Crisis[t] + 1.27491177408209`1`[t] -0.241331945276682`2`[t] -0.0900126281803489`3`[t] + 0.00689405840870922`4`[t] -0.111842600882872M1[t] -0.301474301122538M2[t] -0.680435234824421M3[t] + 0.00209725839635172M4[t] -0.888811409648947M5[t] -1.10179193392374M6[t] -1.32154900924288M7[t] -1.45903436067523M8[t] + 0.097912846691725M9[t] -0.477649825427485M10[t] + 0.203399810894763M11[t] + 0.00850067172102355t + e[t] |
Multiple Linear Regression - Ordinary Least Squares | |||||
Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
(Intercept) | 0.661625634076359 | 0.557429 | 1.1869 | 0.236286 | 0.118143 |
Crisis | 0.0186165752279153 | 0.737815 | 0.0252 | 0.979888 | 0.489944 |
`1` | 1.27491177408209 | 0.060492 | 21.0757 | 0 | 0 |
`2` | -0.241331945276682 | 0.098076 | -2.4607 | 0.014486 | 0.007243 |
`3` | -0.0900126281803489 | 0.097819 | -0.9202 | 0.358282 | 0.179141 |
`4` | 0.00689405840870922 | 0.060472 | 0.114 | 0.909319 | 0.454659 |
M1 | -0.111842600882872 | 0.689448 | -0.1622 | 0.871252 | 0.435626 |
M2 | -0.301474301122538 | 0.689053 | -0.4375 | 0.662079 | 0.33104 |
M3 | -0.680435234824421 | 0.690774 | -0.985 | 0.325477 | 0.162738 |
M4 | 0.00209725839635172 | 0.692586 | 0.003 | 0.997586 | 0.498793 |
M5 | -0.888811409648947 | 0.696948 | -1.2753 | 0.203287 | 0.101643 |
M6 | -1.10179193392374 | 0.701067 | -1.5716 | 0.117199 | 0.058599 |
M7 | -1.32154900924288 | 0.702553 | -1.8811 | 0.061023 | 0.030512 |
M8 | -1.45903436067523 | 0.705661 | -2.0676 | 0.039615 | 0.019808 |
M9 | 0.097912846691725 | 0.708556 | 0.1382 | 0.890195 | 0.445097 |
M10 | -0.477649825427485 | 0.700792 | -0.6816 | 0.496077 | 0.248038 |
M11 | 0.203399810894763 | 0.701598 | 0.2899 | 0.772105 | 0.386052 |
t | 0.00850067172102355 | 0.002918 | 2.9137 | 0.003867 | 0.001933 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.990086226149054 |
R-squared | 0.980270735210076 |
Adjusted R-squared | 0.979046656737709 |
F-TEST (value) | 800.823441747244 |
F-TEST (DF numerator) | 17 |
F-TEST (DF denominator) | 274 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.40437877940115 |
Sum Squared Residuals | 1584.00422426467 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 14.2754 | 12.0161091028756 | 2.25929089712439 |
2 | 12.2961 | 14.4628439946977 | -2.16674399469775 |
3 | 10.0871 | 11.1990931509317 | -1.11199315093172 |
4 | 13.5117 | 9.39208398219395 | 4.11961601780605 |
5 | 13.9921 | 13.5988146997364 | 0.393285300263597 |
6 | 13.6932 | 13.3655295694992 | 0.327670430500822 |
7 | 14.4211 | 12.3337799486257 | 2.08732005137425 |
8 | 15.3397 | 13.1853049935606 | 2.15439500643941 |
9 | 16.5182 | 15.7764379855761 | 0.74176201442386 |
10 | 15.2809 | 16.4225911598917 | -1.1416911598917 |
11 | 15.6204 | 15.1726160172239 | 0.447783982776142 |
12 | 15.5698 | 15.6094024409855 | -0.0396024409855272 |
13 | 15.9458 | 15.4791150533159 | 0.466684946684097 |
14 | 16.4063 | 15.7504729425468 | 0.655827057453202 |
15 | 17.55 | 15.8832639129224 | 1.66673608707761 |
16 | 17.0353 | 17.8870867255307 | -0.851786725530675 |
17 | 16.0591 | 16.033611643958 | 0.0254883560419734 |
18 | 16.3643 | 14.6090037408266 | 1.75529625917342 |
19 | 14.6527 | 15.0766528899839 | -0.423952889983881 |
20 | 13.4664 | 12.7761966638219 | 0.690203336178111 |
21 | 13.3266 | 13.2080786289126 | 0.118521371087368 |
22 | 13.1823 | 12.9052457301993 | 0.277054269800679 |
23 | 12.113 | 13.5395465856302 | -1.42654658563023 |
24 | 13.354 | 12.0206138300633 | 1.33338616993671 |
25 | 13.4537 | 13.7695186945026 | -0.315818694502564 |
26 | 13.2715 | 13.5112591164564 | -0.239759116456415 |
27 | 13.1959 | 12.7653716460655 | 0.430528353934532 |
28 | 13.5542 | 13.4035734287717 | 0.150626571228304 |
29 | 12.124 | 13.0132986546418 | -0.889298654641758 |
30 | 10.967 | 10.9045196040515 | 0.0624803959484841 |
31 | 10.9201 | 9.53057051048242 | 1.38952948951758 |
32 | 12.5971 | 9.75221973120313 | 2.84488026879687 |
33 | 14.3177 | 13.5612978521288 | 0.756402147871219 |
34 | 14.2471 | 14.77938054467 | -0.53228054467003 |
35 | 16.0926 | 14.8124118276222 | 1.28018817237777 |
36 | 17.1334 | 16.8440860107578 | 0.28931398924218 |
37 | 16.5866 | 17.6405109595001 | -1.05391095950006 |
38 | 16.361 | 16.3444748584389 | 0.0165251415611361 |
39 | 15.8494 | 15.7373926492855 | 0.112007350714458 |
40 | 15.5932 | 15.8870196785422 | -0.293819678542157 |
41 | 16.6387 | 14.8179818866812 | 1.82071811331879 |
42 | 16.8312 | 16.0527466993102 | 0.778453300689787 |
43 | 16.5044 | 15.854132498494 | 0.650267501505962 |
44 | 16.5556 | 15.1661757910201 | 1.38942420897995 |
45 | 16.7469 | 16.865646739799 | -0.118746739799041 |
46 | 15.9543 | 16.5608623993176 | -0.60656239931761 |
47 | 15.5888 | 16.1868892092412 | -0.598089209241184 |
48 | 14.3945 | 15.7004230764864 | -1.30592307648637 |
49 | 13.8889 | 14.2353236840062 | -0.346423684006235 |
50 | 12.9999 | 13.7252553896608 | -0.725355389660801 |
51 | 14.1022 | 12.4483982955403 | 1.65380170445974 |
52 | 19.6245 | 14.7965876192542 | 4.82791238074582 |
53 | 24.7658 | 20.7651403001858 | 4.00065969981416 |
54 | 25.9843 | 25.6773072123504 | 0.306992787649639 |
55 | 22.9635 | 25.2892934592039 | -2.32579345920385 |
56 | 19.6288 | 20.5902814505125 | -0.961481450512484 |
57 | 17.3363 | 18.5590606119197 | -1.22276061191966 |
58 | 13.311 | 16.1543435647306 | -2.84334356473064 |
59 | 14.6359 | 12.54458453266 | 2.09131546733995 |
60 | 15.834 | 15.1936138158178 | 0.640386184182174 |
61 | 16.2415 | 16.644526192199 | -0.403026192199047 |
62 | 15.9808 | 16.5467735235941 | -0.56597352359414 |
63 | 16.9726 | 15.6468908025727 | 1.32570919742734 |
64 | 16.8708 | 17.6368763285787 | -0.766076328578684 |
65 | 16.923 | 16.4116049112956 | 0.511395088704394 |
66 | 18.1138 | 16.2071712397217 | 1.90662876027834 |
67 | 16.7716 | 17.5174830618356 | -0.745883061835586 |
68 | 14.0299 | 15.3845332441788 | -1.35463324417877 |
69 | 13.822 | 13.671644081428 | 0.150355918571978 |
70 | 14.2537 | 13.63021211186 | 0.623487888139996 |
71 | 14.3985 | 15.1578491616834 | -0.75934916168343 |
72 | 15.2454 | 15.0431864320804 | 0.202213567919631 |
73 | 15.6683 | 15.944330692384 | -0.276030692383954 |
74 | 16.1721 | 16.0879181651243 | 0.0841818348756693 |
75 | 14.8679 | 16.1824657401202 | -1.31456574012016 |
76 | 14.1948 | 15.0569481728826 | -0.862148172882569 |
77 | 14.7056 | 13.5887093196773 | 1.11689068032273 |
78 | 15.3819 | 14.3187626299895 | 1.06313737001051 |
79 | 15.5001 | 14.8980529706073 | 0.60204702939268 |
80 | 14.7886 | 14.7059312268124 | 0.082668773187557 |
81 | 14.563 | 15.2783998873061 | -0.715399887306113 |
82 | 15.5528 | 14.5894484287903 | 0.96335157120974 |
83 | 15.9781 | 16.6602097603286 | -0.682109760328631 |
84 | 15.5139 | 16.7840619655968 | -1.27016196559683 |
85 | 15.3603 | 15.89561771563 | -0.535317715629993 |
86 | 15.0512 | 15.5992278958576 | -0.548027895857615 |
87 | 14.7874 | 14.916476896345 | -0.129076896345021 |
88 | 14.9624 | 15.3564097573442 | -0.394009757344163 |
89 | 13.9188 | 14.7875386646472 | -0.868738664647212 |
90 | 14.5146 | 13.2319421720978 | 1.28265782790221 |
91 | 13.7115 | 14.0145613590488 | -0.303061359048762 |
92 | 12.0738 | 12.8130530995668 | -0.739253099566786 |
93 | 12.5688 | 12.4235674882671 | 0.145232511732949 |
94 | 12.2547 | 12.9592127645107 | -0.704512764510669 |
95 | 11.8741 | 13.2707310342657 | -1.39663103426572 |
96 | 13.0261 | 12.6105561874825 | 0.41554381251747 |
97 | 13.8681 | 14.0994490858593 | -0.231349085859312 |
98 | 14.2137 | 14.7458727526983 | -0.53217275269832 |
99 | 14.4743 | 14.5065020756231 | -0.0322020756231481 |
100 | 13.9764 | 15.3785242509621 | -1.40212425096209 |
101 | 13.1558 | 13.7731430102642 | -0.617343010264248 |
102 | 13.0991 | 12.6215550271342 | 0.477544972865776 |
103 | 13.7831 | 12.582661999432 | 1.20043800056799 |
104 | 13.2546 | 13.4098323054931 | -0.15523230549311 |
105 | 13.3426 | 14.1358647130971 | -0.793264713097096 |
106 | 13.5011 | 13.7465793511097 | -0.245479351109728 |
107 | 12.8245 | 14.6692531741055 | -1.84475317410553 |
108 | 13.6596 | 13.5619329941126 | 0.0976670058873757 |
109 | 13.8754 | 14.6728947572343 | -0.797494757234313 |
110 | 12.9011 | 14.6273486345466 | -1.72624863454664 |
111 | 11.871 | 12.8828283315741 | -1.01182833157414 |
112 | 12.3954 | 12.4820370953328 | -0.086637095332842 |
113 | 12.8179 | 12.6059759116074 | 0.211924088392559 |
114 | 12.1219 | 12.8995969386812 | -0.777696938681233 |
115 | 12.6176 | 11.644735001658 | 0.972864998341998 |
116 | 13.6362 | 12.2812760310951 | 1.35492396890494 |
117 | 13.5422 | 15.0912823268806 | -1.54908232688061 |
118 | 13.362 | 14.1091403758184 | -0.74714037581842 |
119 | 14.5735 | 14.5033673067168 | 0.0701326932831996 |
120 | 15.8357 | 15.9119952733264 | -0.0762952733264367 |
121 | 14.9927 | 17.141045567816 | -2.14834556781598 |
122 | 14.5078 | 15.4702621240522 | -0.962462124052167 |
123 | 15.2648 | 14.5797781851601 | 0.685021814839939 |
124 | 15.7163 | 16.4375237494262 | -0.721223749426169 |
125 | 17.7969 | 15.9858855686916 | 1.81101443130838 |
126 | 19.0408 | 18.2535432915457 | 0.78725670845428 |
127 | 17.8571 | 19.0906124989776 | -1.23351249897762 |
128 | 18.815 | 16.9681543387351 | 1.84684566126486 |
129 | 19.0961 | 19.942881899572 | -0.846781899572 |
130 | 17.6215 | 19.6181491957194 | -1.99664919571942 |
131 | 17.0163 | 18.2654925984116 | -1.24919259841162 |
132 | 15.8286 | 17.6361862088366 | -1.80758620883661 |
133 | 16.7818 | 16.2993562002123 | 0.482443799787665 |
134 | 15.8726 | 17.6644106901991 | -1.79181069019912 |
135 | 16.6621 | 16.0074987473259 | 0.654601252674056 |
136 | 17.5709 | 17.8305056521976 | -0.259605652197574 |
137 | 16.9914 | 18.0046168033799 | -1.01321680337993 |
138 | 18.0412 | 16.7646700580245 | 1.27652994197545 |
139 | 16.9764 | 17.955307279769 | -0.978907279769026 |
140 | 15.7649 | 16.273873905176 | -0.508973905175969 |
141 | 14.3928 | 16.4532460613825 | -2.06044606138253 |
142 | 13.5061 | 14.5323340964729 | -1.0262340964729 |
143 | 12.7433 | 14.5242612021986 | -1.78096120219862 |
144 | 13.017 | 13.686002572996 | -0.669002572996003 |
145 | 13.0171 | 14.1860468641224 | -1.1689468641224 |
146 | 12.2412 | 14.0015394445439 | -1.76033944454391 |
147 | 11.8878 | 12.6119557597711 | -0.724155759771098 |
148 | 11.2511 | 13.0415624626161 | -1.79046246261611 |
149 | 11.8583 | 11.5025463368055 | 0.35575366319448 |
150 | 11.1202 | 12.2523103259117 | -1.13211032591168 |
151 | 10.185 | 11.0083794648124 | -0.823379464812362 |
152 | 8.7563 | 9.80617928796824 | -1.04987928796824 |
153 | 9.5267 | 9.84647874377357 | -0.319778743773574 |
154 | 9.4106 | 10.6854910297078 | -1.27489102970782 |
155 | 11.878 | 11.1632556685964 | 0.714744331403553 |
156 | 14.4228 | 14.0628972096408 | 0.359902790359181 |
157 | 14.896 | 16.6242499701172 | -1.7282499701172 |
158 | 15.6664 | 16.2093680998007 | -0.54296809980066 |
159 | 18.147 | 16.494847855592 | 1.65215214440799 |
160 | 19.3069 | 20.1374550608642 | -0.83055506086423 |
161 | 21.6807 | 20.0690857475333 | 1.61161425246671 |
162 | 20.7934 | 22.3930963981031 | -1.59969639810307 |
163 | 23.4241 | 20.3904327595264 | 3.03366724047362 |
164 | 24.8273 | 23.6238167605106 | 1.20348323948944 |
165 | 24.9276 | 26.4395822133862 | -1.51198221338618 |
166 | 27.4256 | 25.4188435593361 | 2.0067564406639 |
167 | 28.1746 | 29.1607483645183 | -0.986148364518303 |
168 | 24.5615 | 29.3185564209835 | -4.75705642098352 |
169 | 30.2532 | 24.2039130627373 | 6.0492869372627 |
170 | 31.2514 | 32.1009557296388 | -0.849555729638759 |
171 | 30.4733 | 31.9599116442419 | -1.48661164424189 |
172 | 33.3047 | 30.8808046117446 | 2.42389538825537 |
173 | 37.2103 | 33.7453505059714 | 3.4649494940286 |
174 | 36.7711 | 37.913779283507 | -1.14267928350695 |
175 | 37.7163 | 35.9398095609817 | 1.77649043901828 |
176 | 28.8488 | 36.7898309968555 | -7.94103099685554 |
177 | 27.4682 | 26.8883507454129 | 0.579849254587074 |
178 | 29.8793 | 26.6130487678488 | 3.26625123215119 |
179 | 28.0598 | 31.5144249824276 | -3.45462498242756 |
180 | 29.7733 | 28.4810867885814 | 1.2922132114186 |
181 | 32.6926 | 30.7748622738954 | 1.91773772610456 |
182 | 32.4803 | 34.0824591404264 | -1.60215914042644 |
183 | 29.4168 | 32.5700343833001 | -3.15323438330006 |
184 | 28.7054 | 29.15564920396 | -0.450249203960032 |
185 | 28.7614 | 28.1448248915841 | 0.616575108415887 |
186 | 23.8075 | 28.4577137220791 | -4.6502137220791 |
187 | 21.6987 | 21.9600723276726 | -0.261372327672641 |
188 | 21.4691 | 20.3281428821531 | 1.14095711784691 |
189 | 22.5709 | 22.5560914501248 | 0.01480854987519 |
190 | 23.4546 | 23.6048032114016 | -0.150203211401617 |
191 | 27.8976 | 25.1612222259533 | 2.7363777740467 |
192 | 29.2965 | 30.3167322694455 | -1.02023226944554 |
193 | 28.1191 | 30.8526783022146 | -2.73357830221458 |
194 | 25.812 | 28.4390330650546 | -2.62703306505461 |
195 | 25.931 | 25.3160797174061 | 0.614920282593868 |
196 | 26.9925 | 26.831229281139 | 0.161270718860982 |
197 | 28.9213 | 27.4729727016194 | 1.44832729838057 |
198 | 27.8898 | 29.4447520340958 | -1.5549520340958 |
199 | 24.2473 | 27.3582150676195 | -3.11091506761955 |
200 | 27.1056 | 22.6679998381337 | 4.43760016186632 |
201 | 28.2833 | 28.8627249375776 | -0.579424937577563 |
202 | 29.8076 | 29.4280872112299 | 0.379512788770146 |
203 | 27.1826 | 31.4943742016725 | -4.3117742016725 |
204 | 22.8764 | 27.4986667862896 | -4.62226678628963 |
205 | 21.938 | 22.4097090153794 | -0.471709015379405 |
206 | 23.3076 | 22.3182161630184 | 0.989383836981614 |
207 | 24.9572 | 24.2898564404154 | 0.667343559584643 |
208 | 26.4694 | 26.8082364915969 | -0.338836491596883 |
209 | 23.9297 | 27.3258982231446 | -3.39619822314459 |
210 | 24.7033 | 23.3795400412574 | 1.3237599587426 |
211 | 24.646 | 24.6427214699251 | 0.00327853007493407 |
212 | 24.0496 | 24.4930202196081 | -0.443420219608069 |
213 | 24.2096 | 25.2247964277969 | -1.01519642779693 |
214 | 24.0717 | 25.0161416505946 | -0.944441650594601 |
215 | 26.6673 | 25.5445570156476 | 1.12274298435238 |
216 | 27.6457 | 28.6735849155912 | -1.02788491559121 |
217 | 30.8791 | 29.2047312598026 | 1.67436874019741 |
218 | 29.3278 | 32.6751933179828 | -3.3473933179828 |
219 | 30.7268 | 29.4764655716048 | 1.25033442839525 |
220 | 34.1204 | 32.0411768699839 | 2.07922313001614 |
221 | 35.0205 | 35.3096139172974 | -0.289113917297383 |
222 | 39.3565 | 35.2970756434702 | 4.05942435652978 |
223 | 34.4724 | 40.1007917410695 | -5.62839174106946 |
224 | 29.9762 | 32.6409704608348 | -2.66477046083476 |
225 | 33.6008 | 29.2687599614044 | 4.33204003859563 |
226 | 35.2464 | 34.877343184253 | 0.369056815747044 |
227 | 40.4137 | 37.1612000470264 | 3.25249995297363 |
228 | 41.3922 | 42.7997598314 | -1.40755983139997 |
229 | 39.4243 | 42.5737479355239 | -3.14944793552388 |
230 | 45.7259 | 39.1937973272569 | 6.53210267274309 |
231 | 48.2549 | 47.2797845472826 | 0.975115452717403 |
232 | 52.0461 | 49.8581738896715 | 2.18792611032852 |
233 | 52.1871 | 52.6180925263587 | -0.430992526358725 |
234 | 49.3474 | 51.4942392248178 | -2.14683922481779 |
235 | 47.8653 | 47.304767249833 | 0.560532750166959 |
236 | 48.5179 | 45.9849911284225 | 2.5329088715775 |
237 | 52.4815 | 48.9967054298504 | 3.48479457014961 |
238 | 51.8171 | 53.4392211682793 | -1.6221211682793 |
239 | 52.5811 | 52.2562168702057 | 0.324883129794264 |
240 | 57.5617 | 52.8434162803344 | 4.71828371966558 |
241 | 55.7091 | 58.9926520070462 | -3.28355200704625 |
242 | 55.4378 | 55.1742914788815 | 0.263508521118465 |
243 | 58.7493 | 54.461989379121 | 4.287310620879 |
244 | 57.794 | 59.6414601829665 | -1.84746018296654 |
245 | 50.282 | 56.7536067254953 | -6.47160672549526 |
246 | 47.6976 | 46.9025868570941 | 0.795013142905878 |
247 | 46.7381 | 45.3181527755978 | 1.41994722440217 |
248 | 47.4282 | 45.2591774969207 | 2.16902250307927 |
249 | 42.2269 | 48.1168404622988 | -5.8899404622988 |
250 | 44.9066 | 40.8205867881196 | 4.08601321188043 |
251 | 47.2648 | 46.1130254603878 | 1.15177453961219 |
252 | 50.2325 | 48.7508663257588 | 1.48163367424116 |
253 | 50.2504 | 51.5849061694528 | -1.33450616945284 |
254 | 52.5685 | 50.5166014762356 | 2.05189852376443 |
255 | 55.2325 | 52.8463214478226 | 2.38617855217744 |
256 | 52.3674 | 56.3931362676683 | -4.02573626766827 |
257 | 55.1692 | 51.006535375465 | 4.16266462453503 |
258 | 57.7252 | 54.8417309632714 | 2.88346903672862 |
259 | 62.8232 | 57.4892461625512 | 5.33395383744879 |
260 | 62.7599 | 62.9709677066007 | -0.211067706600685 |
261 | 62.4387 | 63.0146469085893 | -0.575946908589304 |
262 | 64.0862 | 61.6307129685491 | 2.45548703145089 |
263 | 66.1209 | 64.539039954347 | 1.58186004565307 |
264 | 69.8474 | 66.569085084329 | 3.27831491567105 |
265 | 80.1039 | 70.5751535957415 | 9.52874640425847 |
266 | 85.9319 | 82.3990409506921 | 3.5328590493079 |
267 | 85.2843 | 86.6621406930615 | -1.37784069306151 |
268 | 77.0383 | 84.2235346037636 | -7.18523460376354 |
269 | 69.9981 | 72.5306059991534 | -2.53250599915339 |
270 | 55.2039 | 65.438986245874 | -10.2350862458739 |
271 | 43.1188 | 48.8032347750371 | -5.68443477503712 |
272 | 32.077 | 37.4139853784557 | -5.33698537845567 |
273 | 34.2974 | 29.101762396164 | 5.19563760383603 |
274 | 34.5613 | 35.016073106206 | -0.454773106205948 |
275 | 36.5235 | 36.4168052327038 | 0.106694767296177 |
276 | 39.0474 | 38.3838636225265 | 0.663536377473495 |
277 | 42.8033 | 41.0162832116625 | 1.78701678833754 |
278 | 49.5164 | 44.8396921817335 | 4.6767078182665 |
279 | 46.459 | 51.8891515709957 | -5.4301515709957 |
280 | 51.1313 | 46.7415054798572 | 4.38979452014281 |
281 | 46.9331 | 51.9753456748054 | -5.04224567480537 |
282 | 49.7654 | 45.612441077286 | 4.15295892271397 |
283 | 52.0729 | 49.5836331672553 | 2.48926683274465 |
284 | 51.6425 | 52.123085062361 | -0.480585062361049 |
285 | 53.9784 | 52.2990520473515 | 1.67934795264849 |
286 | 54.4891 | 54.6257476313836 | -0.1366476313836 |
287 | 59.0665 | 55.4573175664257 | 3.60918243357429 |
288 | 63.9929 | 60.7617236565769 | 3.23117634342306 |
289 | 61.6167 | 65.8045686267688 | -4.18786862676882 |
290 | 62.1816 | 60.9965915368619 | 1.18500846313814 |
291 | 58.9178 | 61.5079005559188 | -2.5901005559188 |
292 | 59.9151 | 58.1493991531515 | 1.76570084684853 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
21 | 0.441984457106752 | 0.883968914213504 | 0.558015542893248 |
22 | 0.32496436415149 | 0.649928728302981 | 0.67503563584851 |
23 | 0.211569306027234 | 0.423138612054467 | 0.788430693972766 |
24 | 0.17065073044106 | 0.341301460882121 | 0.82934926955894 |
25 | 0.125998706785029 | 0.251997413570057 | 0.874001293214971 |
26 | 0.0878905118613512 | 0.175781023722702 | 0.912109488138649 |
27 | 0.0500760242558651 | 0.10015204851173 | 0.949923975744135 |
28 | 0.027373868843222 | 0.0547477376864439 | 0.972626131156778 |
29 | 0.0156397542820077 | 0.0312795085640154 | 0.984360245717992 |
30 | 0.00981807368919141 | 0.0196361473783828 | 0.990181926310809 |
31 | 0.00520225428655282 | 0.0104045085731056 | 0.994797745713447 |
32 | 0.00424806773948254 | 0.00849613547896508 | 0.995751932260518 |
33 | 0.00294500523587494 | 0.00589001047174988 | 0.997054994764125 |
34 | 0.00170141706957953 | 0.00340283413915906 | 0.99829858293042 |
35 | 0.00183042065620253 | 0.00366084131240506 | 0.998169579343797 |
36 | 0.000959663811941066 | 0.00191932762388213 | 0.99904033618806 |
37 | 0.000484680034262357 | 0.000969360068524713 | 0.999515319965738 |
38 | 0.000263025229734213 | 0.000526050459468425 | 0.999736974770266 |
39 | 0.000123296943634685 | 0.00024659388726937 | 0.999876703056365 |
40 | 5.68144626080608e-05 | 0.000113628925216122 | 0.999943185537392 |
41 | 6.84889710057791e-05 | 0.000136977942011558 | 0.999931511028994 |
42 | 3.42398203712728e-05 | 6.84796407425455e-05 | 0.999965760179629 |
43 | 2.01393133099754e-05 | 4.02786266199507e-05 | 0.99997986068669 |
44 | 9.35866583232377e-06 | 1.87173316646475e-05 | 0.999990641334168 |
45 | 4.24019789363078e-06 | 8.48039578726156e-06 | 0.999995759802106 |
46 | 1.83645228430888e-06 | 3.67290456861776e-06 | 0.999998163547716 |
47 | 8.2831559657551e-07 | 1.65663119315102e-06 | 0.999999171684403 |
48 | 6.263719370493e-07 | 1.2527438740986e-06 | 0.999999373628063 |
49 | 3.16219577837365e-07 | 6.3243915567473e-07 | 0.999999683780422 |
50 | 1.45818424215487e-07 | 2.91636848430973e-07 | 0.999999854181576 |
51 | 1.18488275968318e-07 | 2.36976551936635e-07 | 0.999999881511724 |
52 | 4.06102281101579e-06 | 8.12204562203157e-06 | 0.99999593897719 |
53 | 3.56217675852157e-05 | 7.12435351704315e-05 | 0.999964378232415 |
54 | 1.947564298864e-05 | 3.895128597728e-05 | 0.999980524357011 |
55 | 1.3013899600472e-05 | 2.60277992009439e-05 | 0.9999869861004 |
56 | 7.15610825826488e-06 | 1.43122165165298e-05 | 0.999992843891742 |
57 | 3.74576479757412e-06 | 7.49152959514824e-06 | 0.999996254235202 |
58 | 2.90813245833798e-06 | 5.81626491667596e-06 | 0.999997091867542 |
59 | 4.18877468037541e-06 | 8.37754936075082e-06 | 0.99999581122532 |
60 | 2.32283329716138e-06 | 4.64566659432275e-06 | 0.999997677166703 |
61 | 1.25186571631027e-06 | 2.50373143262053e-06 | 0.999998748134284 |
62 | 6.3252323578707e-07 | 1.26504647157414e-06 | 0.999999367476764 |
63 | 3.60925655191494e-07 | 7.21851310382989e-07 | 0.999999639074345 |
64 | 4.41180772890756e-07 | 8.82361545781511e-07 | 0.999999558819227 |
65 | 2.27469155525075e-07 | 4.5493831105015e-07 | 0.999999772530844 |
66 | 1.41326581990587e-07 | 2.82653163981174e-07 | 0.999999858673418 |
67 | 9.22609529080083e-08 | 1.84521905816017e-07 | 0.999999907739047 |
68 | 9.82159562395928e-08 | 1.96431912479186e-07 | 0.999999901784044 |
69 | 4.9150752886882e-08 | 9.8301505773764e-08 | 0.999999950849247 |
70 | 2.65186381796402e-08 | 5.30372763592805e-08 | 0.999999973481362 |
71 | 1.9313963888313e-08 | 3.86279277766261e-08 | 0.999999980686036 |
72 | 9.71490763694468e-09 | 1.94298152738894e-08 | 0.999999990285092 |
73 | 5.3153381627554e-09 | 1.06306763255108e-08 | 0.999999994684662 |
74 | 2.78789443770011e-09 | 5.57578887540022e-09 | 0.999999997212106 |
75 | 2.82310538735412e-09 | 5.64621077470824e-09 | 0.999999997176895 |
76 | 1.97197850849061e-09 | 3.94395701698122e-09 | 0.999999998028022 |
77 | 1.01261482656667e-09 | 2.02522965313334e-09 | 0.999999998987385 |
78 | 5.33550143505433e-10 | 1.06710028701087e-09 | 0.99999999946645 |
79 | 2.64482447559537e-10 | 5.28964895119073e-10 | 0.999999999735518 |
80 | 1.46445100594709e-10 | 2.92890201189418e-10 | 0.999999999853555 |
81 | 7.18934154729491e-11 | 1.43786830945898e-10 | 0.999999999928107 |
82 | 5.72108112686186e-11 | 1.14421622537237e-10 | 0.99999999994279 |
83 | 3.32643631819141e-11 | 6.65287263638282e-11 | 0.999999999966736 |
84 | 1.62517303488265e-11 | 3.2503460697653e-11 | 0.999999999983748 |
85 | 7.51005446817597e-12 | 1.50201089363519e-11 | 0.99999999999249 |
86 | 3.35227488088555e-12 | 6.7045497617711e-12 | 0.999999999996648 |
87 | 1.53800178534172e-12 | 3.07600357068345e-12 | 0.999999999998462 |
88 | 8.45606112946412e-13 | 1.69121222589282e-12 | 0.999999999999154 |
89 | 6.55815184886626e-13 | 1.31163036977325e-12 | 0.999999999999344 |
90 | 3.36668394649785e-13 | 6.7333678929957e-13 | 0.999999999999663 |
91 | 1.85980518524856e-13 | 3.71961037049713e-13 | 0.999999999999814 |
92 | 1.13463085941468e-13 | 2.26926171882936e-13 | 0.999999999999887 |
93 | 4.98717083440266e-14 | 9.97434166880533e-14 | 0.99999999999995 |
94 | 2.37871827723624e-14 | 4.75743655447247e-14 | 0.999999999999976 |
95 | 1.51374378917373e-14 | 3.02748757834745e-14 | 0.999999999999985 |
96 | 7.07081023003154e-15 | 1.41416204600631e-14 | 0.999999999999993 |
97 | 3.21740594666885e-15 | 6.4348118933377e-15 | 0.999999999999997 |
98 | 1.36251120612822e-15 | 2.72502241225644e-15 | 0.999999999999999 |
99 | 5.75107896443818e-16 | 1.15021579288764e-15 | 1 |
100 | 4.81632735850257e-16 | 9.63265471700515e-16 | 1 |
101 | 2.32263916542185e-16 | 4.6452783308437e-16 | 1 |
102 | 1.10133440585682e-16 | 2.20266881171365e-16 | 1 |
103 | 6.563563096533e-17 | 1.3127126193066e-16 | 1 |
104 | 3.11093534439583e-17 | 6.22187068879166e-17 | 1 |
105 | 1.24894757860082e-17 | 2.49789515720163e-17 | 1 |
106 | 5.24231203191492e-18 | 1.04846240638298e-17 | 1 |
107 | 3.87217660120621e-18 | 7.74435320241242e-18 | 1 |
108 | 1.83343769473551e-18 | 3.66687538947102e-18 | 1 |
109 | 8.29592217588289e-19 | 1.65918443517658e-18 | 1 |
110 | 3.70016234471112e-19 | 7.40032468942224e-19 | 1 |
111 | 1.76052247367953e-19 | 3.52104494735907e-19 | 1 |
112 | 7.14641596229363e-20 | 1.42928319245873e-19 | 1 |
113 | 2.94735571983167e-20 | 5.89471143966333e-20 | 1 |
114 | 1.95429343187327e-20 | 3.90858686374654e-20 | 1 |
115 | 1.15680515124678e-20 | 2.31361030249356e-20 | 1 |
116 | 5.98259397256529e-21 | 1.19651879451306e-20 | 1 |
117 | 2.8226237080463e-21 | 5.6452474160926e-21 | 1 |
118 | 1.18027260397414e-21 | 2.36054520794828e-21 | 1 |
119 | 4.93801531629108e-22 | 9.87603063258216e-22 | 1 |
120 | 2.02910331669608e-22 | 4.05820663339215e-22 | 1 |
121 | 1.08601589525981e-22 | 2.17203179051961e-22 | 1 |
122 | 4.58045443754556e-23 | 9.16090887509112e-23 | 1 |
123 | 2.28705479982762e-23 | 4.57410959965525e-23 | 1 |
124 | 8.64471335779579e-24 | 1.72894267155916e-23 | 1 |
125 | 2.33676100543505e-23 | 4.67352201087011e-23 | 1 |
126 | 1.1199937296683e-23 | 2.23998745933661e-23 | 1 |
127 | 4.06854467277726e-24 | 8.13708934555452e-24 | 1 |
128 | 1.32703581764546e-23 | 2.65407163529092e-23 | 1 |
129 | 4.86684757969807e-24 | 9.73369515939615e-24 | 1 |
130 | 1.90359821015004e-24 | 3.80719642030008e-24 | 1 |
131 | 6.98972974027952e-25 | 1.3979459480559e-24 | 1 |
132 | 3.36056325557561e-25 | 6.72112651115121e-25 | 1 |
133 | 3.2857016569053e-25 | 6.5714033138106e-25 | 1 |
134 | 1.4564062256099e-25 | 2.91281245121979e-25 | 1 |
135 | 1.36247443656436e-25 | 2.72494887312872e-25 | 1 |
136 | 5.01235178764589e-26 | 1.00247035752918e-25 | 1 |
137 | 1.9384506374411e-26 | 3.87690127488221e-26 | 1 |
138 | 1.63353922461197e-26 | 3.26707844922394e-26 | 1 |
139 | 6.45623652291113e-27 | 1.29124730458223e-26 | 1 |
140 | 2.32261270023293e-27 | 4.64522540046586e-27 | 1 |
141 | 1.29595025162829e-27 | 2.59190050325657e-27 | 1 |
142 | 4.6958959129343e-28 | 9.3917918258686e-28 | 1 |
143 | 2.54216235914236e-28 | 5.08432471828471e-28 | 1 |
144 | 8.71965606387456e-29 | 1.74393121277491e-28 | 1 |
145 | 3.4514751706049e-29 | 6.9029503412098e-29 | 1 |
146 | 1.48876698916517e-29 | 2.97753397833033e-29 | 1 |
147 | 5.55478566294184e-30 | 1.11095713258837e-29 | 1 |
148 | 4.93883025019184e-30 | 9.87766050038368e-30 | 1 |
149 | 1.76590495671335e-30 | 3.5318099134267e-30 | 1 |
150 | 1.80965092559433e-30 | 3.61930185118865e-30 | 1 |
151 | 6.40229078146793e-31 | 1.28045815629359e-30 | 1 |
152 | 4.67169006401349e-31 | 9.34338012802698e-31 | 1 |
153 | 1.65901564141412e-31 | 3.31803128282825e-31 | 1 |
154 | 7.04850808952563e-32 | 1.40970161790513e-31 | 1 |
155 | 5.46647545837656e-32 | 1.09329509167531e-31 | 1 |
156 | 2.20049864355548e-32 | 4.40099728711095e-32 | 1 |
157 | 9.01477362745882e-33 | 1.80295472549176e-32 | 1 |
158 | 5.22394637438534e-33 | 1.04478927487707e-32 | 1 |
159 | 8.23614787968446e-33 | 1.64722957593689e-32 | 1 |
160 | 2.70323367935875e-33 | 5.4064673587175e-33 | 1 |
161 | 9.13979705463894e-33 | 1.82795941092779e-32 | 1 |
162 | 4.58321476495492e-33 | 9.16642952990984e-33 | 1 |
163 | 1.02154161070719e-30 | 2.04308322141439e-30 | 1 |
164 | 8.97628283268059e-31 | 1.79525656653612e-30 | 1 |
165 | 3.73199502380142e-31 | 7.46399004760283e-31 | 1 |
166 | 7.2130278001918e-30 | 1.44260556003836e-29 | 1 |
167 | 2.57781825513688e-30 | 5.15563651027375e-30 | 1 |
168 | 1.69507602986949e-29 | 3.39015205973899e-29 | 1 |
169 | 1.5764012680633e-24 | 3.1528025361266e-24 | 1 |
170 | 6.3888095941148e-25 | 1.27776191882296e-24 | 1 |
171 | 2.6342533314448e-25 | 5.2685066628896e-25 | 1 |
172 | 4.4924699012122e-25 | 8.9849398024244e-25 | 1 |
173 | 3.20587673388667e-24 | 6.41175346777335e-24 | 1 |
174 | 1.46189990096795e-24 | 2.9237998019359e-24 | 1 |
175 | 1.72955987799429e-24 | 3.45911975598857e-24 | 1 |
176 | 2.34126185598544e-19 | 4.68252371197088e-19 | 1 |
177 | 1.25121859794183e-19 | 2.50243719588365e-19 | 1 |
178 | 3.01315920355484e-19 | 6.02631840710968e-19 | 1 |
179 | 2.41773087606649e-19 | 4.83546175213297e-19 | 1 |
180 | 2.80501162795987e-19 | 5.61002325591975e-19 | 1 |
181 | 2.99668358899583e-19 | 5.99336717799167e-19 | 1 |
182 | 1.59848739063012e-19 | 3.19697478126024e-19 | 1 |
183 | 2.17778766811536e-19 | 4.35557533623073e-19 | 1 |
184 | 1.08933699694702e-19 | 2.17867399389405e-19 | 1 |
185 | 7.42421390765344e-20 | 1.48484278153069e-19 | 1 |
186 | 5.43357868173468e-19 | 1.08671573634694e-18 | 1 |
187 | 2.51549696081426e-19 | 5.03099392162852e-19 | 1 |
188 | 1.44978631161833e-19 | 2.89957262323666e-19 | 1 |
189 | 8.82971331452787e-20 | 1.76594266290557e-19 | 1 |
190 | 4.61793351097899e-20 | 9.23586702195797e-20 | 1 |
191 | 1.87693946366727e-19 | 3.75387892733453e-19 | 1 |
192 | 8.79426622510885e-20 | 1.75885324502177e-19 | 1 |
193 | 6.57285053318425e-20 | 1.31457010663685e-19 | 1 |
194 | 8.6984908894843e-20 | 1.73969817789686e-19 | 1 |
195 | 4.12120357267784e-20 | 8.24240714535569e-20 | 1 |
196 | 1.94201109128922e-20 | 3.88402218257843e-20 | 1 |
197 | 2.09556549845545e-20 | 4.19113099691091e-20 | 1 |
198 | 1.06052386111325e-20 | 2.1210477222265e-20 | 1 |
199 | 1.52610884837591e-20 | 3.05221769675182e-20 | 1 |
200 | 2.10148274739357e-19 | 4.20296549478714e-19 | 1 |
201 | 9.57366854379656e-20 | 1.91473370875931e-19 | 1 |
202 | 7.84932027484652e-20 | 1.5698640549693e-19 | 1 |
203 | 4.14883385682176e-19 | 8.29766771364352e-19 | 1 |
204 | 4.52272337162255e-18 | 9.0454467432451e-18 | 1 |
205 | 2.24976624413716e-18 | 4.49953248827431e-18 | 1 |
206 | 1.37875604775112e-18 | 2.75751209550224e-18 | 1 |
207 | 7.58222779837163e-19 | 1.51644555967433e-18 | 1 |
208 | 3.46705043526281e-19 | 6.93410087052563e-19 | 1 |
209 | 5.48131390647802e-19 | 1.0962627812956e-18 | 1 |
210 | 3.13798994130577e-19 | 6.27597988261154e-19 | 1 |
211 | 1.34895166506304e-19 | 2.69790333012608e-19 | 1 |
212 | 5.83909437466646e-20 | 1.16781887493329e-19 | 1 |
213 | 3.80483022694635e-20 | 7.6096604538927e-20 | 1 |
214 | 2.21548795588016e-20 | 4.43097591176032e-20 | 1 |
215 | 1.69121668349302e-20 | 3.38243336698603e-20 | 1 |
216 | 1.49699983016354e-20 | 2.99399966032708e-20 | 1 |
217 | 1.4153415931395e-20 | 2.830683186279e-20 | 1 |
218 | 1.37599624143006e-19 | 2.75199248286012e-19 | 1 |
219 | 8.76055922803037e-20 | 1.75211184560607e-19 | 1 |
220 | 6.78624129795191e-20 | 1.35724825959038e-19 | 1 |
221 | 2.85699947450754e-20 | 5.71399894901507e-20 | 1 |
222 | 2.18555817455634e-19 | 4.37111634911267e-19 | 1 |
223 | 1.31374777440662e-17 | 2.62749554881323e-17 | 1 |
224 | 2.57664081316578e-17 | 5.15328162633157e-17 | 1 |
225 | 4.15676867164098e-17 | 8.31353734328196e-17 | 1 |
226 | 2.15997310852666e-17 | 4.31994621705332e-17 | 1 |
227 | 8.0088132190147e-17 | 1.60176264380294e-16 | 1 |
228 | 1.76280164467595e-16 | 3.5256032893519e-16 | 1 |
229 | 6.01824144962783e-16 | 1.20364828992557e-15 | 1 |
230 | 1.08211022155611e-14 | 2.16422044311222e-14 | 0.99999999999999 |
231 | 5.57420969309252e-15 | 1.1148419386185e-14 | 0.999999999999994 |
232 | 6.53513142433404e-15 | 1.30702628486681e-14 | 0.999999999999993 |
233 | 3.06488784906519e-15 | 6.12977569813038e-15 | 0.999999999999997 |
234 | 3.13663562746179e-15 | 6.27327125492358e-15 | 0.999999999999997 |
235 | 1.72624751003129e-15 | 3.45249502006259e-15 | 0.999999999999998 |
236 | 1.27809464705435e-15 | 2.55618929410871e-15 | 0.999999999999999 |
237 | 2.07226916651286e-15 | 4.14453833302573e-15 | 0.999999999999998 |
238 | 1.78599714713447e-15 | 3.57199429426893e-15 | 0.999999999999998 |
239 | 1.05074761828323e-15 | 2.10149523656646e-15 | 1 |
240 | 2.03357848885156e-15 | 4.06715697770312e-15 | 0.999999999999998 |
241 | 4.08059185073576e-15 | 8.16118370147151e-15 | 0.999999999999996 |
242 | 3.71745035099927e-15 | 7.43490070199854e-15 | 0.999999999999996 |
243 | 2.01721396212135e-14 | 4.03442792424269e-14 | 0.99999999999998 |
244 | 1.14610154363694e-14 | 2.29220308727388e-14 | 0.999999999999989 |
245 | 8.80224635597465e-13 | 1.76044927119493e-12 | 0.99999999999912 |
246 | 4.32550359965161e-13 | 8.65100719930321e-13 | 0.999999999999567 |
247 | 2.0102368954104e-13 | 4.0204737908208e-13 | 0.999999999999799 |
248 | 1.54918916550948e-13 | 3.09837833101896e-13 | 0.999999999999845 |
249 | 2.13400086449224e-11 | 4.26800172898448e-11 | 0.99999999997866 |
250 | 1.82759728902284e-11 | 3.65519457804568e-11 | 0.999999999981724 |
251 | 7.898551360062e-12 | 1.5797102720124e-11 | 0.999999999992101 |
252 | 9.9132213309722e-12 | 1.98264426619444e-11 | 0.999999999990087 |
253 | 2.84685729815182e-11 | 5.69371459630363e-11 | 0.999999999971531 |
254 | 6.61949092194962e-11 | 1.32389818438992e-10 | 0.999999999933805 |
255 | 4.39514907704175e-11 | 8.79029815408349e-11 | 0.999999999956048 |
256 | 1.65439515131452e-09 | 3.30879030262903e-09 | 0.999999998345605 |
257 | 1.06426556614982e-09 | 2.12853113229964e-09 | 0.999999998935734 |
258 | 6.92470656863751e-10 | 1.3849413137275e-09 | 0.99999999930753 |
259 | 1.04830313728865e-09 | 2.09660627457729e-09 | 0.999999998951697 |
260 | 4.17250815906727e-10 | 8.34501631813454e-10 | 0.99999999958275 |
261 | 9.97951004766283e-09 | 1.99590200953257e-08 | 0.99999999002049 |
262 | 4.78889990295073e-09 | 9.57779980590147e-09 | 0.9999999952111 |
263 | 1.81739078083518e-09 | 3.63478156167036e-09 | 0.99999999818261 |
264 | 7.10277923716223e-10 | 1.42055584743245e-09 | 0.999999999289722 |
265 | 5.1364836516066e-06 | 1.02729673032132e-05 | 0.999994863516348 |
266 | 1.62030365953473e-05 | 3.24060731906946e-05 | 0.999983796963405 |
267 | 0.000286904724446622 | 0.000573809448893244 | 0.999713095275553 |
268 | 0.000336533274078928 | 0.000673066548157856 | 0.999663466725921 |
269 | 0.110677729485441 | 0.221355458970882 | 0.889322270514559 |
270 | 0.0971420133233432 | 0.194284026646686 | 0.902857986676657 |
271 | 0.206420122400535 | 0.412840244801069 | 0.793579877599465 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 237 | 0.944223107569721 | NOK |
5% type I error level | 240 | 0.95617529880478 | NOK |
10% type I error level | 241 | 0.9601593625498 | NOK |