Multiple Linear Regression - Estimated Regression Equation |
werkloosheid[t] = + 12.8816810957190 -0.149333856903572hicp[t] -0.948425862863806rente[t] -0.0146403830228089consumer[t] + 0.000113042993792547bel20[t] -0.0119659263556134t + 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) | 12.8816810957190 | 0.470978 | 27.3509 | 0 | 0 |
hicp | -0.149333856903572 | 0.036618 | -4.0782 | 7.4e-05 | 3.7e-05 |
rente | -0.948425862863806 | 0.0816 | -11.6229 | 0 | 0 |
consumer | -0.0146403830228089 | 0.007864 | -1.8618 | 0.064614 | 0.032307 |
bel20 | 0.000113042993792547 | 7.1e-05 | 1.6002 | 0.111693 | 0.055847 |
t | -0.0119659263556134 | 0.001441 | -8.3043 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.786066260077825 |
R-squared | 0.617900165232739 |
Adjusted R-squared | 0.604991387031142 |
F-TEST (value) | 47.866665270948 |
F-TEST (DF numerator) | 5 |
F-TEST (DF denominator) | 148 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 0.504543978966511 |
Sum Squared Residuals | 37.6755647532812 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 9.4 | 8.25585550988127 | 1.14414449011873 |
2 | 9.4 | 8.253084317777 | 1.14691568222300 |
3 | 9.5 | 8.25064841870404 | 1.24935158129596 |
4 | 9.5 | 8.105199276826 | 1.394800723174 |
5 | 9.4 | 8.16746556833504 | 1.23253443166496 |
6 | 9.4 | 8.28636943659785 | 1.11363056340215 |
7 | 9.3 | 8.42535196500121 | 0.874648034998794 |
8 | 9.4 | 8.72411929121325 | 0.675880708786756 |
9 | 9.4 | 8.91772320580564 | 0.482276794194357 |
10 | 9.2 | 8.97771612784272 | 0.222283872157282 |
11 | 9.1 | 9.02763458465995 | 0.0723654153400512 |
12 | 9.1 | 9.20516125157729 | -0.105161251577288 |
13 | 9.1 | 9.27885053964208 | -0.178850539642079 |
14 | 9 | 9.01795803915262 | -0.0179580391526186 |
15 | 9 | 8.86709676852526 | 0.132903231474743 |
16 | 8.9 | 9.07380105077154 | -0.173801050771537 |
17 | 8.8 | 8.81007974808833 | -0.0100797480883266 |
18 | 8.7 | 8.57909721845964 | 0.120902781540358 |
19 | 8.5 | 8.15727354771308 | 0.342726452286924 |
20 | 8.3 | 8.0454025271818 | 0.254597472818199 |
21 | 8.1 | 7.63054462599143 | 0.469455374008568 |
22 | 7.9 | 7.55377941873022 | 0.34622058126978 |
23 | 7.8 | 7.49625240747547 | 0.303747592524535 |
24 | 7.6 | 7.3103569853244 | 0.289643014675603 |
25 | 7.4 | 7.24765351203185 | 0.152346487968155 |
26 | 7.2 | 7.00681031249842 | 0.193189687501585 |
27 | 7 | 7.09145700643136 | -0.0914570064313644 |
28 | 7 | 7.04215559247904 | -0.0421555924790369 |
29 | 6.8 | 6.99844547192944 | -0.198445471929441 |
30 | 6.8 | 6.96625060056326 | -0.166250600563256 |
31 | 6.7 | 7.19075592001094 | -0.490755920010942 |
32 | 6.8 | 6.69112353597826 | 0.10887646402174 |
33 | 6.7 | 6.77472953197754 | -0.074729531977535 |
34 | 6.7 | 6.75046048522168 | -0.0504604852216817 |
35 | 6.7 | 6.93549361313721 | -0.235493613137206 |
36 | 6.5 | 7.19210709286803 | -0.692107092868031 |
37 | 6.3 | 7.3461142537775 | -1.04611425377750 |
38 | 6.3 | 7.43817787936389 | -1.13817787936389 |
39 | 6.3 | 7.56213689719662 | -1.26213689719662 |
40 | 6.5 | 7.22145712354252 | -0.721457123542525 |
41 | 6.6 | 7.07865490925626 | -0.47865490925626 |
42 | 6.5 | 7.1675332430411 | -0.6675332430411 |
43 | 6.3 | 7.3829983573063 | -1.08299835730630 |
44 | 6.3 | 7.56670454333842 | -1.26670454333842 |
45 | 6.5 | 7.67032147240518 | -1.17032147240518 |
46 | 7 | 8.18834622509164 | -1.18834622509164 |
47 | 7.1 | 8.0622361221325 | -0.9622361221325 |
48 | 7.3 | 7.58706401954116 | -0.28706401954116 |
49 | 7.3 | 7.39226201477597 | -0.0922620147759719 |
50 | 7.4 | 7.36884260870619 | 0.0311573912938133 |
51 | 7.4 | 7.05655550193194 | 0.343444498068062 |
52 | 7.3 | 7.31170466664977 | -0.0117046666497718 |
53 | 7.4 | 7.31357469982842 | 0.0864253001715847 |
54 | 7.5 | 7.56794084842575 | -0.0679408484257549 |
55 | 7.7 | 7.68720565924836 | 0.0127943407516353 |
56 | 7.7 | 7.85416503068909 | -0.154165030689087 |
57 | 7.7 | 8.12479423420912 | -0.424794234209124 |
58 | 7.7 | 7.89404546246819 | -0.194045462468187 |
59 | 7.7 | 8.03290314067242 | -0.332903140672421 |
60 | 7.8 | 8.32889193037574 | -0.528891930375738 |
61 | 8 | 8.53069105580773 | -0.530691055807734 |
62 | 8.1 | 8.59194622749124 | -0.491946227491236 |
63 | 8.1 | 8.43380024299724 | -0.333800242997243 |
64 | 8.2 | 8.37161222393298 | -0.171612223932986 |
65 | 8.2 | 8.80804050134144 | -0.608040501341446 |
66 | 8.2 | 8.63184507717409 | -0.43184507717409 |
67 | 8.1 | 8.39532505235666 | -0.295325052356665 |
68 | 8.1 | 8.33458893540488 | -0.234588935404875 |
69 | 8.2 | 8.31831859160917 | -0.118318591609173 |
70 | 8.3 | 8.2161262717235 | 0.083873728276508 |
71 | 8.3 | 7.92389117788145 | 0.376108822118551 |
72 | 8.4 | 8.11904205995177 | 0.280957940048230 |
73 | 8.5 | 8.12532984974472 | 0.374670150255284 |
74 | 8.5 | 8.31379766643891 | 0.186202333561089 |
75 | 8.4 | 8.3573958146064 | 0.0426041853935949 |
76 | 8 | 7.97826617278344 | 0.0217338272165596 |
77 | 7.9 | 7.78883432315929 | 0.111165676840711 |
78 | 8.1 | 7.7540726621365 | 0.345927337863499 |
79 | 8.5 | 7.8798426890085 | 0.620157310991504 |
80 | 8.8 | 8.04883279166187 | 0.751167208338128 |
81 | 8.8 | 8.08344139116951 | 0.716558608830489 |
82 | 8.6 | 8.19789207917441 | 0.402107920825588 |
83 | 8.3 | 8.36559914181523 | -0.0655991418152265 |
84 | 8.3 | 8.50171936133706 | -0.201719361337056 |
85 | 8.3 | 8.6713443229883 | -0.371344322988296 |
86 | 8.4 | 8.39212926140775 | 0.0078707385922525 |
87 | 8.4 | 8.29374992421863 | 0.106250075781372 |
88 | 8.5 | 8.57660472548431 | -0.0766047254843145 |
89 | 8.6 | 8.8505431618887 | -0.250543161888706 |
90 | 8.6 | 8.87775582683457 | -0.277755826834576 |
91 | 8.6 | 8.77822728299282 | -0.178227282992822 |
92 | 8.6 | 8.92223498071363 | -0.322234980713634 |
93 | 8.6 | 8.86129286574961 | -0.261292865749611 |
94 | 8.5 | 8.69333524099364 | -0.193335240993644 |
95 | 8.4 | 8.59399977935765 | -0.193999779357649 |
96 | 8.4 | 8.65320876282357 | -0.253208762823565 |
97 | 8.4 | 8.4125299611313 | -0.0125299611313071 |
98 | 8.5 | 8.4317199991916 | 0.068280000808406 |
99 | 8.5 | 8.28060598723625 | 0.219394012763753 |
100 | 8.6 | 8.0020374951633 | 0.597962504836698 |
101 | 8.6 | 7.97881430485858 | 0.621185695141424 |
102 | 8.4 | 7.83213148563034 | 0.56786851436966 |
103 | 8.2 | 7.94480668493518 | 0.255193315064816 |
104 | 8 | 8.15562532594515 | -0.155625325945151 |
105 | 8 | 8.31042156336818 | -0.310421563368183 |
106 | 8 | 8.19395473017033 | -0.193954730170333 |
107 | 8 | 8.25360115157232 | -0.253601151572321 |
108 | 7.9 | 8.08423574460699 | -0.184235744606989 |
109 | 7.9 | 7.85713108533064 | 0.0428689146693596 |
110 | 7.8 | 7.99727180354744 | -0.197271803547436 |
111 | 7.8 | 7.90328499705487 | -0.103284997054866 |
112 | 8 | 7.77904130879004 | 0.220958691209962 |
113 | 7.8 | 7.56916319647094 | 0.230836803529059 |
114 | 7.4 | 7.46844901652104 | -0.068449016521039 |
115 | 7.2 | 7.57398212306118 | -0.373982123061181 |
116 | 7 | 7.55086057475528 | -0.550860574755279 |
117 | 7 | 7.51965391843545 | -0.51965391843545 |
118 | 7.2 | 7.48410217305958 | -0.284102173059577 |
119 | 7.2 | 7.52762362636597 | -0.327623626365966 |
120 | 7.2 | 7.23884421839426 | -0.0388442183942559 |
121 | 7 | 7.54502555755802 | -0.545025557558023 |
122 | 6.9 | 7.46024428671025 | -0.560244286710246 |
123 | 6.8 | 7.13385829874828 | -0.333858298748282 |
124 | 6.8 | 7.15112095173139 | -0.351120951731389 |
125 | 6.8 | 6.7281872465094 | 0.0718127534905994 |
126 | 6.9 | 6.32290077124951 | 0.577099228750486 |
127 | 7.2 | 6.55647629963698 | 0.643523700363021 |
128 | 7.2 | 6.7812095273709 | 0.418790472629092 |
129 | 7.2 | 6.71545470770509 | 0.484545292294909 |
130 | 7.1 | 6.83872417661005 | 0.261275823389953 |
131 | 7.2 | 6.16974769278821 | 1.03025230721179 |
132 | 7.3 | 7.20764708465829 | 0.0923529153417114 |
133 | 7.5 | 7.31173777515272 | 0.188262224847284 |
134 | 7.6 | 7.5672140662278 | 0.0327859337722017 |
135 | 7.7 | 8.0179821548806 | -0.3179821548806 |
136 | 7.7 | 7.9837663304829 | -0.283766330482903 |
137 | 7.7 | 7.79895883304842 | -0.0989588330484179 |
138 | 7.8 | 8.07897261870466 | -0.278972618704662 |
139 | 8 | 8.35124255307575 | -0.351242553075754 |
140 | 8.1 | 8.22210642838432 | -0.122106428384317 |
141 | 8.1 | 8.27188580386928 | -0.171885803869278 |
142 | 8 | 8.26752858011221 | -0.267528580112215 |
143 | 8.1 | 8.08664752588517 | 0.0133524741148251 |
144 | 8.2 | 8.1071302967503 | 0.0928697032496925 |
145 | 8.3 | 7.92986005502561 | 0.370139944974391 |
146 | 8.4 | 8.00625935141206 | 0.393740648587936 |
147 | 8.4 | 8.00666356289828 | 0.393336437101725 |
148 | 8.4 | 7.89503154416106 | 0.504968455838942 |
149 | 8.5 | 8.25221052380467 | 0.247789476195335 |
150 | 8.5 | 7.86962852508947 | 0.630371474910534 |
151 | 8.6 | 7.96744805677735 | 0.632551943222654 |
152 | 8.6 | 8.39055563142263 | 0.209444368577366 |
153 | 8.5 | 7.9330080474054 | 0.566991952594606 |
154 | 8.5 | 7.6800998120174 | 0.819900187982593 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
9 | 0.00259179499539543 | 0.00518358999079085 | 0.997408205004605 |
10 | 0.00125427746230030 | 0.00250855492460060 | 0.9987457225377 |
11 | 0.000180110544067547 | 0.000360221088135094 | 0.999819889455932 |
12 | 8.31308663298562e-05 | 0.000166261732659712 | 0.99991686913367 |
13 | 4.15361081653174e-05 | 8.30722163306349e-05 | 0.999958463891835 |
14 | 7.07031090149108e-06 | 1.41406218029822e-05 | 0.999992929689099 |
15 | 1.17189380928912e-06 | 2.34378761857823e-06 | 0.99999882810619 |
16 | 1.85219213973971e-07 | 3.70438427947942e-07 | 0.999999814780786 |
17 | 1.04347295726033e-07 | 2.08694591452066e-07 | 0.999999895652704 |
18 | 1.92031223119275e-08 | 3.84062446238551e-08 | 0.999999980796878 |
19 | 3.7125008034218e-09 | 7.4250016068436e-09 | 0.9999999962875 |
20 | 4.90645696640869e-09 | 9.81291393281737e-09 | 0.999999995093543 |
21 | 7.84580934563705e-09 | 1.56916186912741e-08 | 0.99999999215419 |
22 | 8.0569879272158e-09 | 1.61139758544316e-08 | 0.999999991943012 |
23 | 6.2279099989468e-09 | 1.24558199978936e-08 | 0.99999999377209 |
24 | 1.28803882005952e-08 | 2.57607764011905e-08 | 0.999999987119612 |
25 | 4.38280521773852e-09 | 8.76561043547704e-09 | 0.999999995617195 |
26 | 2.00302508341381e-09 | 4.00605016682761e-09 | 0.999999997996975 |
27 | 1.33321340297769e-09 | 2.66642680595537e-09 | 0.999999998666787 |
28 | 4.37214752488268e-10 | 8.74429504976536e-10 | 0.999999999562785 |
29 | 2.48037724981095e-10 | 4.96075449962191e-10 | 0.999999999751962 |
30 | 6.03997072977186e-11 | 1.20799414595437e-10 | 0.9999999999396 |
31 | 4.99261524333757e-11 | 9.98523048667513e-11 | 0.999999999950074 |
32 | 2.56860893033364e-11 | 5.13721786066727e-11 | 0.999999999974314 |
33 | 8.22904525693566e-12 | 1.64580905138713e-11 | 0.999999999991771 |
34 | 4.63633693678049e-12 | 9.27267387356099e-12 | 0.999999999995364 |
35 | 1.95960901718554e-12 | 3.91921803437108e-12 | 0.99999999999804 |
36 | 5.9409644705727e-13 | 1.18819289411454e-12 | 0.999999999999406 |
37 | 9.99020094216675e-13 | 1.99804018843335e-12 | 0.999999999999 |
38 | 3.7210637987867e-12 | 7.4421275975734e-12 | 0.99999999999628 |
39 | 3.98282207141061e-12 | 7.96564414282121e-12 | 0.999999999996017 |
40 | 3.45162259591303e-12 | 6.90324519182606e-12 | 0.999999999996548 |
41 | 3.34716916541256e-11 | 6.69433833082512e-11 | 0.999999999966528 |
42 | 7.66185483482766e-11 | 1.53237096696553e-10 | 0.999999999923382 |
43 | 1.13121301235413e-10 | 2.26242602470825e-10 | 0.999999999886879 |
44 | 3.02700665323924e-10 | 6.05401330647848e-10 | 0.9999999996973 |
45 | 2.17731656021549e-09 | 4.35463312043099e-09 | 0.999999997822683 |
46 | 5.33584091738647e-09 | 1.06716818347729e-08 | 0.99999999466416 |
47 | 5.35694425197961e-09 | 1.07138885039592e-08 | 0.999999994643056 |
48 | 0.000262419290370888 | 0.000524838580741776 | 0.99973758070963 |
49 | 0.0871925668426005 | 0.174385133685201 | 0.9128074331574 |
50 | 0.63014355569403 | 0.739712888611939 | 0.369856444305969 |
51 | 0.947515572412018 | 0.104968855175965 | 0.0524844275879824 |
52 | 0.98068634963918 | 0.0386273007216395 | 0.0193136503608198 |
53 | 0.992532616844438 | 0.0149347663111239 | 0.00746738315556194 |
54 | 0.995193233776472 | 0.00961353244705536 | 0.00480676622352768 |
55 | 0.997344926182 | 0.00531014763600163 | 0.00265507381800081 |
56 | 0.997807829878628 | 0.00438434024274387 | 0.00219217012137193 |
57 | 0.99801310140541 | 0.00397379718917929 | 0.00198689859458964 |
58 | 0.997982285757783 | 0.00403542848443343 | 0.00201771424221671 |
59 | 0.997931165187256 | 0.00413766962548719 | 0.00206883481274359 |
60 | 0.998085424757115 | 0.00382915048576918 | 0.00191457524288459 |
61 | 0.998194592774977 | 0.00361081445004523 | 0.00180540722502261 |
62 | 0.99818597377645 | 0.0036280524470992 | 0.0018140262235496 |
63 | 0.99769030475265 | 0.00461939049470079 | 0.00230969524735039 |
64 | 0.997684359871484 | 0.00463128025703131 | 0.00231564012851566 |
65 | 0.998212291047693 | 0.00357541790461366 | 0.00178770895230683 |
66 | 0.998641279300694 | 0.00271744139861096 | 0.00135872069930548 |
67 | 0.998664428703312 | 0.00267114259337593 | 0.00133557129668797 |
68 | 0.998959715550364 | 0.00208056889927169 | 0.00104028444963585 |
69 | 0.999488975424921 | 0.00102204915015741 | 0.000511024575078705 |
70 | 0.999647330433334 | 0.000705339133331364 | 0.000352669566665682 |
71 | 0.99988879252524 | 0.000222414949518807 | 0.000111207474759403 |
72 | 0.999949832584713 | 0.000100334830574375 | 5.01674152871874e-05 |
73 | 0.999976982982848 | 4.60340343031472e-05 | 2.30170171515736e-05 |
74 | 0.999980556865729 | 3.88862685411357e-05 | 1.94431342705678e-05 |
75 | 0.999977102251428 | 4.57954971432442e-05 | 2.28977485716221e-05 |
76 | 0.999980296727273 | 3.94065454542001e-05 | 1.97032727271000e-05 |
77 | 0.999988214630474 | 2.35707390524654e-05 | 1.17853695262327e-05 |
78 | 0.999992644944831 | 1.47101103372869e-05 | 7.35505516864346e-06 |
79 | 0.999996580603226 | 6.8387935468657e-06 | 3.41939677343285e-06 |
80 | 0.999998611340168 | 2.77731966346435e-06 | 1.38865983173217e-06 |
81 | 0.999999335038913 | 1.32992217474706e-06 | 6.64961087373528e-07 |
82 | 0.99999952272082 | 9.54558357970348e-07 | 4.77279178985174e-07 |
83 | 0.999999147709151 | 1.70458169722680e-06 | 8.52290848613398e-07 |
84 | 0.999998567190049 | 2.86561990252088e-06 | 1.43280995126044e-06 |
85 | 0.999998220082933 | 3.55983413465125e-06 | 1.77991706732563e-06 |
86 | 0.999996990210287 | 6.01957942632581e-06 | 3.00978971316291e-06 |
87 | 0.999995425809954 | 9.14838009153298e-06 | 4.57419004576649e-06 |
88 | 0.999992386069201 | 1.52278615969034e-05 | 7.61393079845172e-06 |
89 | 0.999986824152573 | 2.63516948536068e-05 | 1.31758474268034e-05 |
90 | 0.999978211131097 | 4.35777378057213e-05 | 2.17888689028606e-05 |
91 | 0.999963075888437 | 7.38482231264949e-05 | 3.69241115632474e-05 |
92 | 0.999942631023613 | 0.000114737952774709 | 5.73689763873543e-05 |
93 | 0.999904737165765 | 0.0001905256684696 | 9.52628342348e-05 |
94 | 0.999849241468782 | 0.000301517062436205 | 0.000150758531218103 |
95 | 0.99976008203726 | 0.000479835925481662 | 0.000239917962740831 |
96 | 0.999693594245354 | 0.000612811509292256 | 0.000306405754646128 |
97 | 0.999558453825388 | 0.00088309234922443 | 0.000441546174612215 |
98 | 0.999307972313591 | 0.00138405537281752 | 0.00069202768640876 |
99 | 0.999140942885446 | 0.00171811422910719 | 0.000859057114553594 |
100 | 0.999576923575504 | 0.000846152848992909 | 0.000423076424496454 |
101 | 0.999899947966479 | 0.000200104067042929 | 0.000100052033521465 |
102 | 0.999951062660374 | 9.787467925159e-05 | 4.8937339625795e-05 |
103 | 0.99996049585946 | 7.90082810817747e-05 | 3.95041405408874e-05 |
104 | 0.999947085815727 | 0.000105828368545664 | 5.29141842728322e-05 |
105 | 0.99993552118385 | 0.000128957632299553 | 6.44788161497765e-05 |
106 | 0.99992565275027 | 0.000148694499459545 | 7.43472497297726e-05 |
107 | 0.99991414163394 | 0.00017171673211856 | 8.585836605928e-05 |
108 | 0.999942407441448 | 0.000115185117104779 | 5.75925585523896e-05 |
109 | 0.99997567762622 | 4.86447475598347e-05 | 2.43223737799173e-05 |
110 | 0.999984151880246 | 3.16962395080822e-05 | 1.58481197540411e-05 |
111 | 0.99999561477579 | 8.77044842192828e-06 | 4.38522421096414e-06 |
112 | 0.999999975371503 | 4.92569948629919e-08 | 2.46284974314959e-08 |
113 | 0.999999999972871 | 5.42577139579907e-11 | 2.71288569789953e-11 |
114 | 0.99999999999892 | 2.16152244610829e-12 | 1.08076122305415e-12 |
115 | 0.999999999999418 | 1.1644085087537e-12 | 5.8220425437685e-13 |
116 | 0.999999999998756 | 2.48850019908797e-12 | 1.24425009954399e-12 |
117 | 0.999999999996545 | 6.91103139035736e-12 | 3.45551569517868e-12 |
118 | 0.9999999999983 | 3.40153275783666e-12 | 1.70076637891833e-12 |
119 | 0.999999999999376 | 1.24709834114218e-12 | 6.23549170571092e-13 |
120 | 0.999999999999996 | 8.17259066743203e-15 | 4.08629533371602e-15 |
121 | 0.999999999999995 | 1.07871844894429e-14 | 5.39359224472144e-15 |
122 | 0.99999999999998 | 4.13752972085881e-14 | 2.06876486042940e-14 |
123 | 0.999999999999895 | 2.09135049988995e-13 | 1.04567524994497e-13 |
124 | 0.999999999999823 | 3.52928343045464e-13 | 1.76464171522732e-13 |
125 | 0.999999999999963 | 7.41089789122334e-14 | 3.70544894561167e-14 |
126 | 0.999999999999987 | 2.68938125772153e-14 | 1.34469062886076e-14 |
127 | 0.999999999999967 | 6.5061801250305e-14 | 3.25309006251525e-14 |
128 | 0.99999999999983 | 3.40553117939959e-13 | 1.70276558969979e-13 |
129 | 0.999999999999413 | 1.17436212431948e-12 | 5.8718106215974e-13 |
130 | 0.999999999997313 | 5.37456057696809e-12 | 2.68728028848404e-12 |
131 | 0.999999999990996 | 1.80079081017913e-11 | 9.00395405089566e-12 |
132 | 0.999999999979525 | 4.09496960923173e-11 | 2.04748480461586e-11 |
133 | 0.999999999879636 | 2.40727846275965e-10 | 1.20363923137983e-10 |
134 | 0.999999999270794 | 1.45841208157028e-09 | 7.2920604078514e-10 |
135 | 0.99999999538933 | 9.22133885116278e-09 | 4.61066942558139e-09 |
136 | 0.999999974718736 | 5.05625275504592e-08 | 2.52812637752296e-08 |
137 | 0.9999999233371 | 1.53325800586287e-07 | 7.66629002931435e-08 |
138 | 0.999999964728747 | 7.0542505930822e-08 | 3.5271252965411e-08 |
139 | 0.99999986048215 | 2.79035701362843e-07 | 1.39517850681421e-07 |
140 | 0.999998895768323 | 2.20846335458023e-06 | 1.10423167729011e-06 |
141 | 0.99999552181079 | 8.95637841953813e-06 | 4.47818920976906e-06 |
142 | 0.9999765453025 | 4.69093950011839e-05 | 2.34546975005920e-05 |
143 | 0.999885167410537 | 0.000229665178925959 | 0.000114832589462979 |
144 | 0.999872755737044 | 0.000254488525912464 | 0.000127244262956232 |
145 | 0.999295746517123 | 0.00140850696575407 | 0.000704253482877036 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 132 | 0.963503649635037 | NOK |
5% type I error level | 134 | 0.978102189781022 | NOK |
10% type I error level | 134 | 0.978102189781022 | NOK |