Multiple Linear Regression - Estimated Regression Equation |
werkloosheid[t] = + 12.8918769967134 -0.292147579542669Rente[t] -0.0150411031730060t + 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) | 12.8918769967134 | 0.860742 | 14.9776 | 0 | 0 |
Rente | -0.292147579542669 | 0.075362 | -3.8766 | 0.000131 | 6.6e-05 |
t | -0.0150411031730060 | 0.002286 | -6.5806 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.474737013184258 |
R-squared | 0.225375231687110 |
Adjusted R-squared | 0.220014506646883 |
F-TEST (value) | 42.0419308947697 |
F-TEST (DF numerator) | 2 |
F-TEST (DF denominator) | 289 |
p-value | 1.11022302462516e-16 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 1.17188724719113 |
Sum Squared Residuals | 396.889399117341 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 10.4 | 9.24836295562043 | 1.15163704437958 |
2 | 10.5 | 9.24792923142455 | 1.25207076857545 |
3 | 10.6 | 9.18614451552472 | 1.41385548447528 |
4 | 10.6 | 9.32009867791847 | 1.27990132208153 |
5 | 10.7 | 9.39854480019912 | 1.30145519980088 |
6 | 10.7 | 9.3922681244124 | 1.30773187558760 |
7 | 10.8 | 9.42397063396622 | 1.37602936603378 |
8 | 10.9 | 9.41185100658864 | 1.48814899341136 |
9 | 10.9 | 9.31793005693911 | 1.58206994306089 |
10 | 11 | 9.30873190535696 | 1.69126809464304 |
11 | 11 | 9.25863309263883 | 1.74136690736117 |
12 | 10.9 | 9.1530262398076 | 1.7469737601924 |
13 | 10.9 | 9.1058489028849 | 1.7941510971151 |
14 | 10.8 | 9.05575009016677 | 1.74424990983323 |
15 | 10.8 | 8.9998083258578 | 1.80019167414221 |
16 | 10.8 | 9.03151083541161 | 1.76848916458839 |
17 | 10.8 | 9.01646973223861 | 1.78353026776139 |
18 | 10.8 | 8.99850715327018 | 1.80149284672982 |
19 | 10.8 | 9.00391638066516 | 1.79608361933484 |
20 | 10.9 | 9.0385403660144 | 1.86145963398560 |
21 | 10.9 | 9.0351851660231 | 1.86481483397689 |
22 | 10.8 | 9.01722258705467 | 1.78277741294533 |
23 | 10.7 | 9.06937542717648 | 1.63062457282352 |
24 | 10.6 | 9.07186317877603 | 1.52813682122396 |
25 | 10.6 | 9.08311535776187 | 1.51688464223813 |
26 | 10.6 | 9.07391720617972 | 1.52608279382028 |
27 | 10.4 | 9.05887610300671 | 1.34112389699329 |
28 | 10.2 | 9.07012828199255 | 1.12987171800745 |
29 | 10.1 | 9.11059521893265 | 0.989404781067354 |
30 | 10 | 9.29129299405323 | 0.708707005946772 |
31 | 9.9 | 9.30838812462992 | 0.591611875370085 |
32 | 9.9 | 9.25536783611636 | 0.644632163883638 |
33 | 9.9 | 9.25201263612506 | 0.647987363874937 |
34 | 9.9 | 9.34798761317827 | 0.552012386821729 |
35 | 9.9 | 9.4468840660269 | 0.453115933973094 |
36 | 10 | 9.44645034183104 | 0.553549658168966 |
37 | 10 | 9.39927300490833 | 0.600726995091666 |
38 | 10.1 | 9.40176075650789 | 0.698239243492111 |
39 | 10.1 | 9.53571491890164 | 0.564285081098356 |
40 | 10.1 | 9.86832943538441 | 0.231670564615586 |
41 | 10.1 | 9.7977802920983 | 0.302219707901699 |
42 | 10.1 | 9.75352443097103 | 0.346475569028972 |
43 | 10 | 9.84073498063796 | 0.159265019362044 |
44 | 10 | 9.91625962712318 | 0.0837403728768226 |
45 | 10 | 9.86616081440505 | 0.133839185594949 |
46 | 10 | 9.83651233225491 | 0.163487667745088 |
47 | 10.1 | 9.8214712290819 | 0.278528770918094 |
48 | 10.1 | 9.75384356159122 | 0.346156438408780 |
49 | 10.1 | 9.74172393421364 | 0.35827606578636 |
50 | 10 | 9.7442116858132 | 0.255788314186806 |
51 | 10 | 9.75546386479903 | 0.244536135200971 |
52 | 10 | 9.76671604378486 | 0.233283956215137 |
53 | 9.9 | 9.74291051322558 | 0.157089486774424 |
54 | 9.9 | 9.71326203107544 | 0.186737968924563 |
55 | 9.8 | 9.70698535528871 | 0.0930146447112896 |
56 | 9.7 | 9.7240804858654 | -0.0240804858653995 |
57 | 9.7 | 9.644766915193 | 0.0552330848069936 |
58 | 9.6 | 9.49533792543037 | 0.104662074569628 |
59 | 9.6 | 9.56501962032474 | 0.0349803796752596 |
60 | 9.5 | 9.57335032351515 | -0.0733503235151477 |
61 | 9.4 | 9.59044545409184 | -0.190445454091835 |
62 | 9.4 | 9.68642043114504 | -0.286420431145043 |
63 | 9.3 | 9.70351556172173 | -0.40351556172173 |
64 | 9.2 | 9.6534167490036 | -0.453416749003605 |
65 | 9.1 | 9.59747498469462 | -0.497474984694625 |
66 | 8.9 | 9.57659092993076 | -0.676590929930765 |
67 | 8.8 | 9.52064916562179 | -0.720649165621785 |
68 | 8.7 | 9.47347182869909 | -0.773471828699087 |
69 | 8.5 | 9.44674482234437 | -0.946744822344374 |
70 | 8.3 | 9.47552585610277 | -1.17552585610277 |
71 | 8.2 | 9.47217065611147 | -1.27217065611147 |
72 | 8.1 | 9.43083627077962 | -1.33083627077962 |
73 | 7.9 | 9.40703074022034 | -1.50703074022034 |
74 | 7.8 | 9.35401045170678 | -1.55401045170678 |
75 | 7.7 | 9.27761835682982 | -1.57761835682982 |
76 | 7.6 | 9.28887053581565 | -1.68887053581565 |
77 | 7.5 | 9.2913582874152 | -1.79135828741521 |
78 | 7.4 | 9.27923866003763 | -1.87923866003763 |
79 | 7.3 | 9.25251165368291 | -1.95251165368291 |
80 | 7.3 | 9.24623497789619 | -1.94623497789619 |
81 | 7.2 | 9.2107435441552 | -2.01074354415519 |
82 | 7.1 | 9.12266554609652 | -2.02266554609652 |
83 | 7 | 8.9849224595156 | -1.98492245951560 |
84 | 6.9 | 8.88223708247979 | -1.98223708247979 |
85 | 6.8 | 8.75033694748971 | -1.95033694748971 |
86 | 6.7 | 8.5600072965911 | -1.86000729659111 |
87 | 6.7 | 8.58586685455407 | -1.88586685455407 |
88 | 6.6 | 8.64678412206216 | -2.04678412206216 |
89 | 6.6 | 8.68432958320684 | -2.08432958320684 |
90 | 6.6 | 8.68973881060182 | -2.08973881060182 |
91 | 6.5 | 8.73020574754192 | -2.23020574754192 |
92 | 6.5 | 8.58369823357471 | -2.08369823357471 |
93 | 6.4 | 8.48393433233433 | -2.08393433233433 |
94 | 6.4 | 8.49226503552474 | -2.09226503552474 |
95 | 6.4 | 8.5385749240557 | -2.13857492405569 |
96 | 6.4 | 8.54106267565525 | -2.14106267565525 |
97 | 6.4 | 8.54939337884566 | -2.14939337884566 |
98 | 6.4 | 8.7154837749891 | -2.31548377498910 |
99 | 6.4 | 8.70628562340695 | -2.30628562340695 |
100 | 6.3 | 8.7087733750065 | -2.40877337500651 |
101 | 6.4 | 8.70249669921978 | -2.30249669921978 |
102 | 6.4 | 8.65239788650165 | -2.25239788650165 |
103 | 6.4 | 8.57600579162469 | -2.17600579162469 |
104 | 6.4 | 8.57849354322424 | -2.17849354322424 |
105 | 6.5 | 8.61896048016434 | -2.11896048016434 |
106 | 6.5 | 8.63021265915018 | -2.13021265915018 |
107 | 6.6 | 8.60932860438632 | -2.00932860438632 |
108 | 6.6 | 8.60013045280416 | -2.00013045280416 |
109 | 6.7 | 8.70486985724365 | -2.00486985724365 |
110 | 6.7 | 8.68982875407065 | -1.98982875407065 |
111 | 6.8 | 8.6484943687388 | -1.8484943687388 |
112 | 6.9 | 8.61884588658866 | -1.71884588658866 |
113 | 7 | 8.61256921080193 | -1.61256921080194 |
114 | 7 | 8.57123482547009 | -1.57123482547009 |
115 | 7.1 | 8.55911519809251 | -1.45911519809251 |
116 | 7.2 | 8.50901638537438 | -1.30901638537438 |
117 | 7.2 | 8.56993365288247 | -1.36993365288247 |
118 | 7.4 | 8.69804486368537 | -1.29804486368537 |
119 | 7.5 | 8.7531191796026 | -1.25311917960261 |
120 | 7.6 | 8.76437135858844 | -1.16437135858844 |
121 | 7.8 | 8.86034633564165 | -1.06034633564165 |
122 | 7.9 | 8.82193342610523 | -0.921933426105231 |
123 | 8.1 | 8.88869364520417 | -0.788693645204173 |
124 | 8.2 | 8.85320221146318 | -0.65320221146318 |
125 | 8.4 | 8.8410825840856 | -0.4410825840856 |
126 | 8.5 | 8.88447099682113 | -0.384470996821128 |
127 | 8.7 | 8.9220164579658 | -0.222016457965803 |
128 | 8.9 | 8.89821092740652 | 0.00178907259348393 |
129 | 9 | 8.84226916309754 | 0.157730836902463 |
130 | 9.2 | 8.83599248731081 | 0.364007512689188 |
131 | 9.3 | 8.89983123061432 | 0.400168769385675 |
132 | 9.5 | 8.9811988286904 | 0.5188011713096 |
133 | 9.6 | 8.98660805608538 | 0.613391943914618 |
134 | 9.6 | 8.9189803885947 | 0.681019611405305 |
135 | 9.7 | 8.77539435042291 | 0.924605649577085 |
136 | 9.8 | 8.7165311103185 | 1.08346888968149 |
137 | 9.9 | 8.62845311225984 | 1.27154688774017 |
138 | 9.9 | 8.48486707408805 | 1.41513292591195 |
139 | 9.8 | 8.47859039830133 | 1.32140960169867 |
140 | 9.8 | 8.38759092444723 | 1.41240907555277 |
141 | 9.8 | 8.26445521684344 | 1.53554478315657 |
142 | 9.8 | 8.28739329901098 | 1.51260670098902 |
143 | 9.7 | 8.30156695379224 | 1.39843304620776 |
144 | 9.7 | 8.30113322959637 | 1.39886677040363 |
145 | 9.7 | 8.24226998949196 | 1.45773001050804 |
146 | 9.7 | 8.27981545063663 | 1.42018454936337 |
147 | 9.6 | 8.29691058121332 | 1.30308941878668 |
148 | 9.6 | 8.37243522769854 | 1.22756477230146 |
149 | 9.6 | 8.43335249520663 | 1.16664750479337 |
150 | 9.6 | 8.49426976271472 | 1.10573023728528 |
151 | 9.6 | 8.47922865954171 | 1.12077134045829 |
152 | 9.7 | 8.50508821750468 | 1.19491178249532 |
153 | 9.7 | 8.53386925126307 | 1.16613074873693 |
154 | 9.8 | 8.51298519649921 | 1.28701480350079 |
155 | 9.8 | 8.5739024640073 | 1.2260975359927 |
156 | 9.9 | 8.58807611878856 | 1.31192388121144 |
157 | 9.9 | 8.64899338629665 | 1.25100661370335 |
158 | 9.9 | 8.57552276721511 | 1.32447723278489 |
159 | 9.8 | 8.50205214813357 | 1.29794785186643 |
160 | 9.7 | 8.53667613348282 | 1.16332386651718 |
161 | 9.7 | 8.51579207871896 | 1.18420792128104 |
162 | 9.6 | 8.47445769338711 | 1.12554230661289 |
163 | 9.5 | 8.45941659021411 | 1.04058340978589 |
164 | 9.4 | 8.49111909976793 | 0.908880900232072 |
165 | 9.4 | 8.52574308511718 | 0.874256914882824 |
166 | 9.3 | 8.6129536347841 | 0.687046365215896 |
167 | 9.2 | 8.62712728956537 | 0.572872710434634 |
168 | 9.2 | 8.64130094434663 | 0.558699055653373 |
169 | 9.2 | 8.62918131696905 | 0.570818683030952 |
170 | 9.1 | 8.68425563288628 | 0.415744367113718 |
171 | 9.1 | 8.61078501380474 | 0.489214986195258 |
172 | 9.1 | 8.54607882210948 | 0.553921177890517 |
173 | 9.1 | 8.5660954284816 | 0.533904571518403 |
174 | 9.2 | 8.57150465587658 | 0.628495344123422 |
175 | 9.3 | 8.61197159281668 | 0.688028407183322 |
176 | 9.3 | 8.56479425589398 | 0.735205744106022 |
177 | 9.3 | 8.56728200749353 | 0.732717992506468 |
178 | 9.3 | 8.55224090432053 | 0.747759095679474 |
179 | 9.3 | 8.54012127694295 | 0.759878723057053 |
180 | 9.4 | 8.59227411706476 | 0.807725882935245 |
181 | 9.4 | 8.64442695718656 | 0.755573042813437 |
182 | 9.4 | 8.66152208776325 | 0.73847791223675 |
183 | 9.5 | 8.66985279095366 | 0.830147209046341 |
184 | 9.5 | 8.65481168778065 | 0.845188312219348 |
185 | 9.4 | 8.62224172983509 | 0.777758270164914 |
186 | 9.4 | 8.64517981200263 | 0.754820187997373 |
187 | 9.3 | 8.65351051519304 | 0.646489484806966 |
188 | 9.4 | 8.70274187951942 | 0.697258120480584 |
189 | 9.4 | 8.78118800180006 | 0.618811998199936 |
190 | 9.2 | 8.78367575339962 | 0.416324246600381 |
191 | 9.1 | 8.75402727124948 | 0.345972728750521 |
192 | 9.1 | 8.80910158716671 | 0.290898412833286 |
193 | 9.1 | 8.84956852410681 | 0.250431475893185 |
194 | 9 | 8.79362675979784 | 0.206373240202165 |
195 | 9 | 8.71431318912544 | 0.285686810874558 |
196 | 8.9 | 8.74309422288384 | 0.156905777116164 |
197 | 8.8 | 8.67546655539315 | 0.124533444606851 |
198 | 8.7 | 8.55817379938021 | 0.141826200619790 |
199 | 8.5 | 8.4554884223444 | 0.044511577655597 |
200 | 8.3 | 8.37033190008116 | -0.0703319000811560 |
201 | 8.1 | 8.30854718418132 | -0.208547184181324 |
202 | 7.9 | 8.22339066191808 | -0.323390661918077 |
203 | 7.8 | 8.29015088101702 | -0.490150881017018 |
204 | 7.6 | 8.24297354409432 | -0.642973544094319 |
205 | 7.4 | 8.1169163606951 | -0.716916360695098 |
206 | 7.2 | 8.1018752575221 | -0.901875257522092 |
207 | 7 | 8.13649924287134 | -1.13649924287134 |
208 | 7 | 8.1506728976526 | -1.15067289765260 |
209 | 6.8 | 8.08596670595734 | -1.28596670595734 |
210 | 6.8 | 8.11766921551116 | -1.31766921551116 |
211 | 6.7 | 8.08217778177017 | -1.38217778177017 |
212 | 6.8 | 8.07882258177887 | -1.27882258177887 |
213 | 6.7 | 8.04333114803788 | -1.34333114803788 |
214 | 6.7 | 8.042897423842 | -1.34289742384201 |
215 | 6.7 | 8.04538517544156 | -1.34538517544156 |
216 | 6.5 | 8.1004594913588 | -1.60045949135879 |
217 | 6.3 | 8.1204760977309 | -1.82047609773091 |
218 | 6.3 | 8.1054349945579 | -1.80543499455790 |
219 | 6.3 | 8.11376569774831 | -1.81376569774831 |
220 | 6.5 | 8.06074540923476 | -1.56074540923476 |
221 | 6.6 | 7.9960392175395 | -1.39603921753950 |
222 | 6.5 | 7.99560549334362 | -1.49560549334362 |
223 | 6.3 | 7.97472143857977 | -1.67472143857977 |
224 | 6.3 | 8.0181098513153 | -1.71810985131529 |
225 | 6.5 | 8.00599022393771 | -1.50599022393771 |
226 | 7 | 8.06398601565038 | -1.06398601565037 |
227 | 7.1 | 8.08984557361334 | -0.989845573613343 |
228 | 7.3 | 8.01053200294095 | -0.71053200294095 |
229 | 7.3 | 7.96335466601825 | -0.66335466601825 |
230 | 7.4 | 7.92786323227726 | -0.527863232277257 |
231 | 7.4 | 7.84854966160486 | -0.448549661604863 |
232 | 7.3 | 7.83350855843186 | -0.533508558431858 |
233 | 7.4 | 7.81554597946343 | -0.415545979463425 |
234 | 7.5 | 7.8414055374264 | -0.341405537426393 |
235 | 7.7 | 7.87018657118479 | -0.170186571184787 |
236 | 7.7 | 7.93986826607916 | -0.239868266079155 |
237 | 7.7 | 7.98325667881468 | -0.283256678814683 |
238 | 7.7 | 7.95068672086912 | -0.250686720869117 |
239 | 7.7 | 7.94148856928696 | -0.241488569286964 |
240 | 7.8 | 7.97903403043164 | -0.179034030431639 |
241 | 8 | 8.01657949157631 | -0.016579491576313 |
242 | 8.1 | 8.05120347692556 | 0.0487965230744387 |
243 | 8.1 | 8.02447647057085 | 0.0755235294291516 |
244 | 8.2 | 7.96853470626187 | 0.231465293738131 |
245 | 8.2 | 8.05282378013337 | 0.147176219866629 |
246 | 8.2 | 8.09913366866432 | 0.100866331335675 |
247 | 8.1 | 7.99060534003766 | 0.109394659962335 |
248 | 8.1 | 7.92882062413783 | 0.171179375862168 |
249 | 8.2 | 7.90501509357855 | 0.294984906421454 |
250 | 8.3 | 7.87244513563298 | 0.427554864367021 |
251 | 8.3 | 7.82234632291485 | 0.477653677085148 |
252 | 8.4 | 7.82191259871898 | 0.57808740128102 |
253 | 8.5 | 7.8419292050911 | 0.658070794908905 |
254 | 8.5 | 7.82688810191809 | 0.673111898081911 |
255 | 8.4 | 7.8673550388582 | 0.532644961141811 |
256 | 8 | 7.79680589557208 | 0.203194104427923 |
257 | 7.9 | 7.7408641312631 | 0.159135868736903 |
258 | 8.1 | 7.70829417331753 | 0.391705826682469 |
259 | 8.5 | 7.72831077968964 | 0.771689220310355 |
260 | 8.8 | 7.76001328924347 | 1.03998671075653 |
261 | 8.8 | 7.76542251663845 | 1.03457748336155 |
262 | 8.6 | 7.78836059880599 | 0.811639401194011 |
263 | 8.3 | 7.81129868097353 | 0.488701319026472 |
264 | 8.3 | 7.85176561791363 | 0.448234382086371 |
265 | 8.3 | 7.85717484530861 | 0.44282515469139 |
266 | 8.4 | 7.84797669372646 | 0.552023306273542 |
267 | 8.4 | 7.77742755044035 | 0.622572449559655 |
268 | 8.5 | 7.80913005999417 | 0.690869940005834 |
269 | 8.6 | 7.84375404534341 | 0.756245954656586 |
270 | 8.6 | 7.87837803069266 | 0.721621969307337 |
271 | 8.6 | 7.85165102433795 | 0.748348975662050 |
272 | 8.6 | 7.83368844536952 | 0.766311554630483 |
273 | 8.6 | 7.86831243071876 | 0.731687569281235 |
274 | 8.5 | 7.80652771481893 | 0.693472285181069 |
275 | 8.4 | 7.73597857153282 | 0.664021428467182 |
276 | 8.4 | 7.75015222631408 | 0.649847773685921 |
277 | 8.4 | 7.74095407473193 | 0.659045925268074 |
278 | 8.5 | 7.67624788303667 | 0.823752116963333 |
279 | 8.5 | 7.61446316713683 | 0.885536832863167 |
280 | 8.6 | 7.52346369328273 | 1.07653630671727 |
281 | 8.6 | 7.48797225954174 | 1.11202774045826 |
282 | 8.4 | 7.47585263216416 | 0.924147367835839 |
283 | 8.2 | 7.4549685774003 | 0.745031422599697 |
284 | 8 | 7.47498518377242 | 0.525014816227584 |
285 | 8 | 7.49792326593996 | 0.502076734060042 |
286 | 8 | 7.47119625958524 | 0.528803740414755 |
287 | 8 | 7.47660548698023 | 0.523394513019774 |
288 | 7.9 | 7.44403552903466 | 0.455964470965341 |
289 | 7.9 | 7.35887900677141 | 0.541120993228587 |
290 | 7.8 | 7.32923052462127 | 0.470769475378726 |
291 | 7.8 | 7.34340417940253 | 0.456595820597465 |
292 | 8 | 7.26701208452557 | 0.732987915474432 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
6 | 3.64022801988967e-05 | 7.28045603977935e-05 | 0.999963597719801 |
7 | 8.9498488799388e-07 | 1.78996977598776e-06 | 0.999999105015112 |
8 | 2.42299972960889e-08 | 4.84599945921778e-08 | 0.999999975770003 |
9 | 3.27578103152146e-09 | 6.55156206304293e-09 | 0.999999996724219 |
10 | 9.07477565745371e-11 | 1.81495513149074e-10 | 0.999999999909252 |
11 | 6.6782961776135e-12 | 1.3356592355227e-11 | 0.999999999993322 |
12 | 1.58971805969143e-11 | 3.17943611938286e-11 | 0.999999999984103 |
13 | 2.74889545680429e-12 | 5.49779091360857e-12 | 0.999999999997251 |
14 | 2.23432121768259e-12 | 4.46864243536518e-12 | 0.999999999997766 |
15 | 3.75529781370642e-13 | 7.51059562741285e-13 | 0.999999999999625 |
16 | 1.11523170608228e-13 | 2.23046341216457e-13 | 0.999999999999889 |
17 | 2.78781401013031e-14 | 5.57562802026061e-14 | 0.999999999999972 |
18 | 6.23251949230557e-15 | 1.24650389846111e-14 | 0.999999999999994 |
19 | 1.78893162289614e-15 | 3.57786324579229e-15 | 0.999999999999998 |
20 | 2.55502920446572e-16 | 5.11005840893145e-16 | 1 |
21 | 4.42328186317463e-17 | 8.84656372634927e-17 | 1 |
22 | 3.29975058990604e-17 | 6.59950117981208e-17 | 1 |
23 | 2.36607293877469e-16 | 4.73214587754937e-16 | 1 |
24 | 1.71648806702742e-15 | 3.43297613405484e-15 | 0.999999999999998 |
25 | 2.78785631201905e-15 | 5.5757126240381e-15 | 0.999999999999997 |
26 | 2.13850290058652e-15 | 4.27700580117304e-15 | 0.999999999999998 |
27 | 7.86919629392836e-15 | 1.57383925878567e-14 | 0.999999999999992 |
28 | 7.9491797255636e-14 | 1.58983594511272e-13 | 0.99999999999992 |
29 | 3.5196946616268e-13 | 7.0393893232536e-13 | 0.999999999999648 |
30 | 3.72079834387418e-13 | 7.44159668774836e-13 | 0.999999999999628 |
31 | 2.47647178329492e-13 | 4.95294356658984e-13 | 0.999999999999752 |
32 | 1.30338839958514e-13 | 2.60677679917028e-13 | 0.99999999999987 |
33 | 5.26787272115550e-14 | 1.0535745442311e-13 | 0.999999999999947 |
34 | 1.46258959515240e-14 | 2.92517919030479e-14 | 0.999999999999985 |
35 | 4.20613837218981e-15 | 8.41227674437961e-15 | 0.999999999999996 |
36 | 1.59217231323732e-15 | 3.18434462647464e-15 | 0.999999999999998 |
37 | 5.23101817110458e-16 | 1.04620363422092e-15 | 1 |
38 | 2.53606451823869e-16 | 5.07212903647738e-16 | 1 |
39 | 1.96453086619563e-16 | 3.92906173239126e-16 | 1 |
40 | 4.25235547326002e-16 | 8.50471094652003e-16 | 1 |
41 | 2.80756202481399e-16 | 5.61512404962798e-16 | 1 |
42 | 1.33983476172234e-16 | 2.67966952344468e-16 | 1 |
43 | 4.48916549184388e-17 | 8.97833098368775e-17 | 1 |
44 | 1.53734912786447e-17 | 3.07469825572894e-17 | 1 |
45 | 4.85142970039095e-18 | 9.7028594007819e-18 | 1 |
46 | 1.48528384671992e-18 | 2.97056769343984e-18 | 1 |
47 | 6.32288521041339e-19 | 1.26457704208268e-18 | 1 |
48 | 2.5129016629254e-19 | 5.0258033258508e-19 | 1 |
49 | 9.87918606273893e-20 | 1.97583721254779e-19 | 1 |
50 | 2.86693045531538e-20 | 5.73386091063077e-20 | 1 |
51 | 8.43700324683855e-21 | 1.68740064936771e-20 | 1 |
52 | 2.51973709921214e-21 | 5.03947419842427e-21 | 1 |
53 | 6.29522679260114e-22 | 1.25904535852023e-21 | 1 |
54 | 1.58580762065118e-22 | 3.17161524130235e-22 | 1 |
55 | 3.82253702617296e-23 | 7.64507405234592e-23 | 1 |
56 | 9.83195910191564e-24 | 1.96639182038313e-23 | 1 |
57 | 2.54082579530030e-24 | 5.08165159060061e-24 | 1 |
58 | 9.17071783215529e-25 | 1.83414356643106e-24 | 1 |
59 | 2.72302974189429e-25 | 5.44605948378858e-25 | 1 |
60 | 9.96686901714506e-26 | 1.99337380342901e-25 | 1 |
61 | 4.72208375053189e-26 | 9.44416750106378e-26 | 1 |
62 | 1.69691550247302e-26 | 3.39383100494605e-26 | 1 |
63 | 8.09835168725259e-27 | 1.61967033745052e-26 | 1 |
64 | 5.64856437280162e-27 | 1.12971287456032e-26 | 1 |
65 | 5.76699166116988e-27 | 1.15339833223398e-26 | 1 |
66 | 1.81485089106817e-26 | 3.62970178213635e-26 | 1 |
67 | 6.58378165786083e-26 | 1.31675633157217e-25 | 1 |
68 | 2.44896438061914e-25 | 4.89792876123827e-25 | 1 |
69 | 2.00259263372326e-24 | 4.00518526744652e-24 | 1 |
70 | 3.25361136127257e-23 | 6.50722272254513e-23 | 1 |
71 | 3.59356254263379e-22 | 7.18712508526758e-22 | 1 |
72 | 2.63017019432240e-21 | 5.26034038864481e-21 | 1 |
73 | 2.80232672673727e-20 | 5.60465345347454e-20 | 1 |
74 | 1.72259886533194e-19 | 3.44519773066388e-19 | 1 |
75 | 6.04475641706377e-19 | 1.20895128341275e-18 | 1 |
76 | 1.86563913614837e-18 | 3.73127827229673e-18 | 1 |
77 | 5.22006232576091e-18 | 1.04401246515218e-17 | 1 |
78 | 1.29735392615607e-17 | 2.59470785231215e-17 | 1 |
79 | 2.76780816315851e-17 | 5.53561632631701e-17 | 1 |
80 | 3.9394389840274e-17 | 7.8788779680548e-17 | 1 |
81 | 5.15789998055161e-17 | 1.03157999611032e-16 | 1 |
82 | 5.05131230740298e-17 | 1.01026246148060e-16 | 1 |
83 | 3.29653353871992e-17 | 6.59306707743984e-17 | 1 |
84 | 1.75422593004232e-17 | 3.50845186008464e-17 | 1 |
85 | 7.75535746726867e-18 | 1.55107149345373e-17 | 1 |
86 | 3.11312676192587e-18 | 6.22625352385174e-18 | 1 |
87 | 1.26018581843609e-18 | 2.52037163687218e-18 | 1 |
88 | 5.36081293599119e-19 | 1.07216258719824e-18 | 1 |
89 | 2.36107341457863e-19 | 4.72214682915725e-19 | 1 |
90 | 1.04948989555831e-19 | 2.09897979111662e-19 | 1 |
91 | 5.29619730653552e-20 | 1.05923946130710e-19 | 1 |
92 | 2.37617706973742e-20 | 4.75235413947485e-20 | 1 |
93 | 1.07486528524130e-20 | 2.14973057048261e-20 | 1 |
94 | 5.06112414160611e-21 | 1.01222482832122e-20 | 1 |
95 | 2.46404221278397e-21 | 4.92808442556794e-21 | 1 |
96 | 1.27152055322969e-21 | 2.54304110645939e-21 | 1 |
97 | 6.99535092395669e-22 | 1.39907018479134e-21 | 1 |
98 | 4.34074838188884e-22 | 8.68149676377768e-22 | 1 |
99 | 2.87601911780637e-22 | 5.75203823561275e-22 | 1 |
100 | 2.10933926156924e-22 | 4.21867852313849e-22 | 1 |
101 | 1.70841825261329e-22 | 3.41683650522657e-22 | 1 |
102 | 1.56846516724627e-22 | 3.13693033449254e-22 | 1 |
103 | 1.75472279399243e-22 | 3.50944558798486e-22 | 1 |
104 | 2.23240834092717e-22 | 4.46481668185434e-22 | 1 |
105 | 3.76440773878606e-22 | 7.52881547757211e-22 | 1 |
106 | 7.15615831188571e-22 | 1.43123166237714e-21 | 1 |
107 | 2.11093115113474e-21 | 4.22186230226949e-21 | 1 |
108 | 7.11126691769651e-21 | 1.42225338353930e-20 | 1 |
109 | 2.78346480975318e-20 | 5.56692961950635e-20 | 1 |
110 | 1.26773344893496e-19 | 2.53546689786991e-19 | 1 |
111 | 9.51260155973207e-19 | 1.90252031194641e-18 | 1 |
112 | 1.11250876616331e-17 | 2.22501753232663e-17 | 1 |
113 | 1.75868175877583e-16 | 3.51736351755165e-16 | 1 |
114 | 2.7336675650407e-15 | 5.4673351300814e-15 | 0.999999999999997 |
115 | 5.20691429063716e-14 | 1.04138285812743e-13 | 0.999999999999948 |
116 | 1.23937820410081e-12 | 2.47875640820163e-12 | 0.99999999999876 |
117 | 1.87630947459259e-11 | 3.75261894918517e-11 | 0.999999999981237 |
118 | 2.85885190265751e-10 | 5.71770380531501e-10 | 0.999999999714115 |
119 | 3.80645289007012e-09 | 7.61290578014024e-09 | 0.999999996193547 |
120 | 4.68696797778566e-08 | 9.37393595557132e-08 | 0.99999995313032 |
121 | 5.29270272546963e-07 | 1.05854054509393e-06 | 0.999999470729728 |
122 | 5.38677988750438e-06 | 1.07735597750088e-05 | 0.999994613220113 |
123 | 4.66788390351499e-05 | 9.33576780702998e-05 | 0.999953321160965 |
124 | 0.00032809222743168 | 0.00065618445486336 | 0.999671907772568 |
125 | 0.00199933832666276 | 0.00399867665332552 | 0.998000661673337 |
126 | 0.00850268033541728 | 0.0170053606708346 | 0.991497319664583 |
127 | 0.0290713768621345 | 0.058142753724269 | 0.970928623137866 |
128 | 0.0830540330812204 | 0.166108066162441 | 0.91694596691878 |
129 | 0.18768911269203 | 0.37537822538406 | 0.81231088730797 |
130 | 0.350646635798995 | 0.70129327159799 | 0.649353364201005 |
131 | 0.523460563495479 | 0.953078873009042 | 0.476539436504521 |
132 | 0.682266248137499 | 0.635467503725001 | 0.317733751862501 |
133 | 0.804821452034021 | 0.390357095931958 | 0.195178547965979 |
134 | 0.887638075664696 | 0.224723848670608 | 0.112361924335304 |
135 | 0.945624612936224 | 0.108750774127553 | 0.0543753870637763 |
136 | 0.976968650863894 | 0.0460626982722124 | 0.0230313491361062 |
137 | 0.991786040206401 | 0.0164279195871971 | 0.00821395979359857 |
138 | 0.997470594766003 | 0.00505881046799432 | 0.00252940523399716 |
139 | 0.999114789229303 | 0.00177042154139467 | 0.000885210770697334 |
140 | 0.999707116817844 | 0.000585766364313083 | 0.000292883182156541 |
141 | 0.999912038721502 | 0.000175922556996511 | 8.79612784982553e-05 |
142 | 0.999971650671646 | 5.66986567087106e-05 | 2.83493283543553e-05 |
143 | 0.999989078443786 | 2.18431124286986e-05 | 1.09215562143493e-05 |
144 | 0.9999956829399 | 8.63412020047082e-06 | 4.31706010023541e-06 |
145 | 0.999998420024087 | 3.15995182540634e-06 | 1.57997591270317e-06 |
146 | 0.999999404037062 | 1.19192587683952e-06 | 5.95962938419761e-07 |
147 | 0.999999743655616 | 5.12688767453772e-07 | 2.56344383726886e-07 |
148 | 0.999999879046669 | 2.41906662231813e-07 | 1.20953331115906e-07 |
149 | 0.99999993800413 | 1.23991738689765e-07 | 6.19958693448825e-08 |
150 | 0.999999964988733 | 7.0022533071876e-08 | 3.5011266535938e-08 |
151 | 0.999999981072874 | 3.78542524136451e-08 | 1.89271262068226e-08 |
152 | 0.999999990854582 | 1.82908363460635e-08 | 9.14541817303173e-09 |
153 | 0.999999995393577 | 9.21284676549607e-09 | 4.60642338274804e-09 |
154 | 0.9999999982111 | 3.57779939359119e-09 | 1.78889969679559e-09 |
155 | 0.99999999920173 | 1.59654168100323e-09 | 7.98270840501616e-10 |
156 | 0.999999999698378 | 6.03244428369905e-10 | 3.01622214184952e-10 |
157 | 0.999999999863698 | 2.72603887128039e-10 | 1.36301943564019e-10 |
158 | 0.999999999955744 | 8.85126892425187e-11 | 4.42563446212593e-11 |
159 | 0.99999999998887 | 2.22602634043104e-11 | 1.11301317021552e-11 |
160 | 0.999999999996391 | 7.21735589354395e-12 | 3.60867794677198e-12 |
161 | 0.999999999999095 | 1.81072054641183e-12 | 9.05360273205917e-13 |
162 | 0.99999999999982 | 3.58260699674581e-13 | 1.79130349837290e-13 |
163 | 0.999999999999969 | 6.22093543701107e-14 | 3.11046771850554e-14 |
164 | 0.999999999999993 | 1.40525366358795e-14 | 7.02626831793977e-15 |
165 | 0.999999999999998 | 3.48673449733117e-15 | 1.74336724866558e-15 |
166 | 0.999999999999999 | 2.00170246368791e-15 | 1.00085123184395e-15 |
167 | 1 | 1.51314109330501e-15 | 7.56570546652506e-16 |
168 | 1 | 1.24552341744511e-15 | 6.22761708722554e-16 |
169 | 1 | 9.43684526712723e-16 | 4.71842263356361e-16 |
170 | 1 | 1.17068170429868e-15 | 5.85340852149338e-16 |
171 | 1 | 9.62860713945498e-16 | 4.81430356972749e-16 |
172 | 1 | 4.6794054269308e-16 | 2.3397027134654e-16 |
173 | 1 | 2.56870303358363e-16 | 1.28435151679181e-16 |
174 | 1 | 1.1052717831694e-16 | 5.526358915847e-17 |
175 | 1 | 5.20216507205294e-17 | 2.60108253602647e-17 |
176 | 1 | 1.36651327885299e-17 | 6.83256639426494e-18 |
177 | 1 | 3.26792525732076e-18 | 1.63396262866038e-18 |
178 | 1 | 5.44822977696844e-19 | 2.72411488848422e-19 |
179 | 1 | 6.0293228950308e-20 | 3.0146614475154e-20 |
180 | 1 | 8.480454044869e-21 | 4.2402270224345e-21 |
181 | 1 | 2.38976775387151e-21 | 1.19488387693576e-21 |
182 | 1 | 8.11717988529013e-22 | 4.05858994264506e-22 |
183 | 1 | 2.00261976669669e-22 | 1.00130988334835e-22 |
184 | 1 | 3.37459997011146e-23 | 1.68729998505573e-23 |
185 | 1 | 4.06375399031822e-24 | 2.03187699515911e-24 |
186 | 1 | 6.25247109173471e-25 | 3.12623554586736e-25 |
187 | 1 | 1.53868210213218e-25 | 7.6934105106609e-26 |
188 | 1 | 5.16639978552285e-26 | 2.58319989276143e-26 |
189 | 1 | 5.11093556764626e-26 | 2.55546778382313e-26 |
190 | 1 | 8.84071993792188e-26 | 4.42035996896094e-26 |
191 | 1 | 1.50623478924975e-25 | 7.53117394624874e-26 |
192 | 1 | 3.7199001520167e-25 | 1.85995007600835e-25 |
193 | 1 | 1.06310064806890e-24 | 5.31550324034448e-25 |
194 | 1 | 2.85946546758518e-24 | 1.42973273379259e-24 |
195 | 1 | 4.97388169942011e-24 | 2.48694084971005e-24 |
196 | 1 | 1.18475752202793e-23 | 5.92378761013963e-24 |
197 | 1 | 2.18405709938759e-23 | 1.09202854969379e-23 |
198 | 1 | 1.65244766837372e-23 | 8.26223834186862e-24 |
199 | 1 | 6.39558849153664e-24 | 3.19779424576832e-24 |
200 | 1 | 1.57806032688282e-24 | 7.89030163441411e-25 |
201 | 1 | 3.63076578974823e-25 | 1.81538289487411e-25 |
202 | 1 | 6.02261877688907e-26 | 3.01130938844454e-26 |
203 | 1 | 3.35514536278611e-26 | 1.67757268139305e-26 |
204 | 1 | 2.54193816574941e-26 | 1.27096908287470e-26 |
205 | 1 | 1.15272374872345e-26 | 5.76361874361723e-27 |
206 | 1 | 1.02415094244942e-26 | 5.1207547122471e-27 |
207 | 1 | 2.20498639845604e-26 | 1.10249319922802e-26 |
208 | 1 | 5.38215149332762e-26 | 2.69107574666381e-26 |
209 | 1 | 1.41086767967669e-25 | 7.05433839838345e-26 |
210 | 1 | 4.08349271732083e-25 | 2.04174635866042e-25 |
211 | 1 | 1.18765510087176e-24 | 5.93827550435882e-25 |
212 | 1 | 3.44908284791443e-24 | 1.72454142395721e-24 |
213 | 1 | 1.01116057262316e-23 | 5.05580286311582e-24 |
214 | 1 | 2.98821523356696e-23 | 1.49410761678348e-23 |
215 | 1 | 8.78097249380807e-23 | 4.39048624690404e-23 |
216 | 1 | 1.40450506881570e-22 | 7.02252534407849e-23 |
217 | 1 | 6.64481816800211e-23 | 3.32240908400106e-23 |
218 | 1 | 2.36677696471151e-23 | 1.18338848235576e-23 |
219 | 1 | 3.95875253198719e-24 | 1.97937626599360e-24 |
220 | 1 | 2.51467664573558e-24 | 1.25733832286779e-24 |
221 | 1 | 3.56984306575612e-24 | 1.78492153287806e-24 |
222 | 1 | 2.29362774801134e-24 | 1.14681387400567e-24 |
223 | 1 | 2.77112187282319e-25 | 1.38556093641159e-25 |
224 | 1 | 3.0732614978973e-27 | 1.53663074894865e-27 |
225 | 1 | 5.26305659169215e-29 | 2.63152829584607e-29 |
226 | 1 | 1.10855462021704e-29 | 5.54277310108521e-30 |
227 | 1 | 1.34648470117163e-30 | 6.73242350585815e-31 |
228 | 1 | 1.8028579158379e-30 | 9.0142895791895e-31 |
229 | 1 | 3.06363673601592e-30 | 1.53181836800796e-30 |
230 | 1 | 9.44344186264631e-30 | 4.72172093132316e-30 |
231 | 1 | 4.13041493480356e-29 | 2.06520746740178e-29 |
232 | 1 | 1.20596039641787e-28 | 6.02980198208934e-29 |
233 | 1 | 4.59558361640685e-28 | 2.29779180820343e-28 |
234 | 1 | 1.73721909247736e-27 | 8.68609546238681e-28 |
235 | 1 | 8.17612553479573e-27 | 4.08806276739787e-27 |
236 | 1 | 2.56932389652178e-26 | 1.28466194826089e-26 |
237 | 1 | 4.57647455671671e-26 | 2.28823727835836e-26 |
238 | 1 | 7.84414891008094e-26 | 3.92207445504047e-26 |
239 | 1 | 9.841279460325e-26 | 4.9206397301625e-26 |
240 | 1 | 1.11935980053258e-25 | 5.59679900266292e-26 |
241 | 1 | 2.44668833833540e-25 | 1.22334416916770e-25 |
242 | 1 | 5.90050558790334e-25 | 2.95025279395167e-25 |
243 | 1 | 1.39757806815026e-24 | 6.98789034075128e-25 |
244 | 1 | 5.82925386122365e-24 | 2.91462693061183e-24 |
245 | 1 | 1.41611217415117e-23 | 7.08056087075583e-24 |
246 | 1 | 1.74527334272929e-23 | 8.72636671364647e-24 |
247 | 1 | 1.99112850224965e-23 | 9.95564251124825e-24 |
248 | 1 | 2.97859128885456e-23 | 1.48929564442728e-23 |
249 | 1 | 8.10822044334245e-23 | 4.05411022167123e-23 |
250 | 1 | 3.61271763884604e-22 | 1.80635881942302e-22 |
251 | 1 | 1.79189463737245e-21 | 8.95947318686225e-22 |
252 | 1 | 9.6176593298855e-21 | 4.80882966494275e-21 |
253 | 1 | 4.87016523532844e-20 | 2.43508261766422e-20 |
254 | 1 | 2.35996671137303e-19 | 1.17998335568652e-19 |
255 | 1 | 1.18223742942765e-18 | 5.91118714713827e-19 |
256 | 1 | 1.13982764067862e-18 | 5.69913820339312e-19 |
257 | 1 | 2.35834848214182e-19 | 1.17917424107091e-19 |
258 | 1 | 1.27929675420202e-19 | 6.39648377101012e-20 |
259 | 1 | 6.70188533512695e-19 | 3.35094266756347e-19 |
260 | 1 | 2.31718637630779e-18 | 1.15859318815389e-18 |
261 | 1 | 4.60794407566111e-18 | 2.30397203783056e-18 |
262 | 1 | 2.26160313597729e-17 | 1.13080156798864e-17 |
263 | 1 | 8.43668499742604e-17 | 4.21834249871302e-17 |
264 | 1 | 1.57052951259272e-16 | 7.8526475629636e-17 |
265 | 1 | 1.36758767197807e-16 | 6.83793835989035e-17 |
266 | 1 | 1.80510868487029e-16 | 9.02554342435146e-17 |
267 | 1 | 5.00232269037824e-17 | 2.50116134518912e-17 |
268 | 1 | 8.2061728712363e-18 | 4.10308643561815e-18 |
269 | 1 | 9.52748830912284e-18 | 4.76374415456142e-18 |
270 | 1 | 5.25127228776936e-17 | 2.62563614388468e-17 |
271 | 1 | 3.57604474870012e-16 | 1.78802237435006e-16 |
272 | 0.999999999999998 | 3.35222232992097e-15 | 1.67611116496048e-15 |
273 | 0.999999999999988 | 2.38402202233656e-14 | 1.19201101116828e-14 |
274 | 0.99999999999987 | 2.60029173861382e-13 | 1.30014586930691e-13 |
275 | 0.99999999999957 | 8.61086789057016e-13 | 4.30543394528508e-13 |
276 | 0.999999999996271 | 7.45775941921548e-12 | 3.72887970960774e-12 |
277 | 0.999999999959498 | 8.10035030723708e-11 | 4.05017515361854e-11 |
278 | 0.999999999654557 | 6.90885014504458e-10 | 3.45442507252229e-10 |
279 | 0.999999997350334 | 5.29933131872534e-09 | 2.64966565936267e-09 |
280 | 0.99999998494151 | 3.01169820350957e-08 | 1.50584910175478e-08 |
281 | 0.999999976855875 | 4.62882491684162e-08 | 2.31441245842081e-08 |
282 | 0.999999943776118 | 1.12447764712637e-07 | 5.62238823563183e-08 |
283 | 0.999999536569243 | 9.26861514603716e-07 | 4.63430757301858e-07 |
284 | 0.99999332813453 | 1.33437309381168e-05 | 6.67186546905842e-06 |
285 | 0.9999054101524 | 0.000189179695200654 | 9.45898476003268e-05 |
286 | 0.998835383003472 | 0.00232923399305638 | 0.00116461699652819 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 269 | 0.95729537366548 | NOK |
5% type I error level | 272 | 0.96797153024911 | NOK |
10% type I error level | 273 | 0.97153024911032 | NOK |