Multiple Linear Regression - Estimated Regression Equation |
werkloosheid[t] = + 1.69584699396042 + 0.641159949274386rente[t] + e[t] |
Multiple Linear Regression - Ordinary Least Squares | |||||
Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
(Intercept) | 1.69584699396042 | 0.944435 | 1.7956 | 0.073618 | 0.036809 |
rente | 0.641159949274386 | 0.108992 | 5.8826 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.329568446991042 |
R-squared | 0.108615361252088 |
Adjusted R-squared | 0.105476682946637 |
F-TEST (value) | 34.6054455671593 |
F-TEST (DF numerator) | 1 |
F-TEST (DF denominator) | 284 |
p-value | 1.13376847910018e-08 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 2.40864917832912 |
Sum Squared Residuals | 1647.65180545142 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 12.42 | 8.6203744461238 | 3.7996255538762 |
2 | 12.37 | 8.68449044105123 | 3.68550955894877 |
3 | 12.53 | 8.68449044105123 | 3.84550955894877 |
4 | 12.02 | 8.74860643597867 | 3.27139356402133 |
5 | 11.7 | 8.74860643597867 | 2.95139356402133 |
6 | 11.67 | 8.68449044105123 | 2.98550955894877 |
7 | 11.51 | 8.68449044105123 | 2.82550955894877 |
8 | 11.5 | 8.6203744461238 | 2.8796255538762 |
9 | 11.77 | 8.6203744461238 | 3.1496255538762 |
10 | 11.75 | 8.6203744461238 | 3.1296255538762 |
11 | 11.87 | 8.6203744461238 | 3.2496255538762 |
12 | 12.18 | 8.6203744461238 | 3.5596255538762 |
13 | 12.29 | 8.6203744461238 | 3.6696255538762 |
14 | 12.41 | 8.68449044105123 | 3.72550955894877 |
15 | 12.55 | 8.68449044105123 | 3.86550955894877 |
16 | 12.39 | 8.6203744461238 | 3.76962555387621 |
17 | 12.39 | 8.55625845119636 | 3.83374154880364 |
18 | 12.4 | 8.49214245626892 | 3.90785754373108 |
19 | 12.33 | 8.49214245626892 | 3.83785754373108 |
20 | 12.16 | 8.49214245626892 | 3.66785754373108 |
21 | 12.12 | 8.36391046641404 | 3.75608953358596 |
22 | 12.13 | 8.23567847655916 | 3.89432152344084 |
23 | 11.9 | 8.17156248163172 | 3.72843751836828 |
24 | 11.84 | 8.10744648670429 | 3.73255351329571 |
25 | 11.75 | 8.04333049177685 | 3.70666950822315 |
26 | 11.73 | 8.04333049177685 | 3.68666950822315 |
27 | 11.73 | 8.04333049177685 | 3.68666950822315 |
28 | 11.64 | 8.04333049177685 | 3.59666950822315 |
29 | 11.45 | 8.04333049177685 | 3.40666950822315 |
30 | 10.78 | 8.10744648670429 | 2.67255351329571 |
31 | 10.67 | 8.10744648670429 | 2.56255351329571 |
32 | 10.8 | 8.17156248163172 | 2.62843751836828 |
33 | 10.76 | 8.17156248163172 | 2.58843751836828 |
34 | 10.38 | 8.17156248163172 | 2.20843751836828 |
35 | 9.99 | 8.17156248163172 | 1.81843751836828 |
36 | 9.94 | 8.17156248163172 | 1.76843751836828 |
37 | 10.05 | 8.10744648670429 | 1.94255351329571 |
38 | 9.99 | 8.10744648670429 | 1.88255351329571 |
39 | 9.48 | 8.10744648670429 | 1.37255351329571 |
40 | 8.29 | 8.10744648670429 | 0.182553513295713 |
41 | 8.48 | 8.17156248163172 | 0.308437518368276 |
42 | 8.58 | 8.17156248163172 | 0.408437518368276 |
43 | 8.23 | 8.17156248163172 | 0.0584375183682762 |
44 | 7.92 | 8.10744648670429 | -0.187446486704286 |
45 | 8.04 | 8.10744648670429 | -0.0674464867042867 |
46 | 8.09 | 8.10744648670429 | -0.0174464867042859 |
47 | 8.09 | 8.04333049177685 | 0.0466695082231524 |
48 | 8.27 | 8.04333049177685 | 0.226669508223152 |
49 | 8.26 | 7.9792144968494 | 0.280785503150591 |
50 | 8.2 | 7.91509850192197 | 0.28490149807803 |
51 | 8.11 | 7.91509850192197 | 0.19490149807803 |
52 | 8.02 | 7.85098250699453 | 0.169017493005468 |
53 | 8.05 | 7.85098250699453 | 0.19901749300547 |
54 | 8.1 | 7.78686651206709 | 0.313133487932907 |
55 | 8.07 | 7.72275051713965 | 0.347249482860346 |
56 | 7.96 | 7.72275051713965 | 0.237249482860346 |
57 | 8.18 | 7.65863452221222 | 0.521365477787784 |
58 | 8.64 | 7.59451852728478 | 1.04548147271522 |
59 | 8.35 | 7.53040253235734 | 0.819597467642662 |
60 | 8.27 | 7.40217054250246 | 0.867829457497538 |
61 | 8.16 | 7.33805454757502 | 0.821945452424977 |
62 | 7.78 | 7.27393855264758 | 0.506061447352417 |
63 | 7.67 | 7.1457065627927 | 0.524293437207293 |
64 | 7.79 | 7.01747457293783 | 0.77252542706217 |
65 | 7.93 | 6.95335857801039 | 0.97664142198961 |
66 | 7.95 | 6.88924258308295 | 1.06075741691705 |
67 | 8.09 | 6.76101059322808 | 1.32898940677192 |
68 | 8.2 | 6.69689459830064 | 1.50310540169936 |
69 | 8.24 | 6.6327786033732 | 1.6072213966268 |
70 | 8.09 | 6.56866260844576 | 1.52133739155424 |
71 | 8.05 | 6.50454661351832 | 1.54545338648168 |
72 | 8.14 | 6.44043061859088 | 1.69956938140912 |
73 | 8.17 | 6.37631462366344 | 1.79368537633656 |
74 | 8.3 | 6.37631462366344 | 1.92368537633656 |
75 | 8.51 | 6.312198628736 | 2.197801371264 |
76 | 8.42 | 6.24808263380857 | 2.17191736619143 |
77 | 8.36 | 6.18396663888113 | 2.17603336111887 |
78 | 8.35 | 6.11985064395369 | 2.23014935604631 |
79 | 8.39 | 6.05573464902625 | 2.33426535097375 |
80 | 8.36 | 5.99161865409881 | 2.36838134590119 |
81 | 8.43 | 5.99161865409881 | 2.43838134590119 |
82 | 8.68 | 5.92750265917137 | 2.75249734082863 |
83 | 9.1 | 5.92750265917137 | 3.17249734082863 |
84 | 9.4 | 5.92750265917137 | 3.47249734082863 |
85 | 9.8 | 5.86338666424393 | 3.93661333575607 |
86 | 10.4 | 5.86338666424393 | 4.53661333575607 |
87 | 10.26 | 5.7992706693165 | 4.4607293306835 |
88 | 10 | 5.7992706693165 | 4.2007293306835 |
89 | 9.82 | 5.7992706693165 | 4.0207293306835 |
90 | 9.75 | 5.7992706693165 | 3.9507293306835 |
91 | 9.56 | 5.7992706693165 | 3.76072933068351 |
92 | 10.01 | 5.7992706693165 | 4.2107293306835 |
93 | 10.3 | 5.7992706693165 | 4.5007293306835 |
94 | 10.22 | 5.73515467438906 | 4.48484532561094 |
95 | 10.01 | 5.7992706693165 | 4.2107293306835 |
96 | 9.95 | 5.7992706693165 | 4.1507293306835 |
97 | 9.87 | 5.7992706693165 | 4.0707293306835 |
98 | 9.25 | 5.7992706693165 | 3.4507293306835 |
99 | 9.23 | 5.86338666424393 | 3.36661333575607 |
100 | 9.17 | 5.86338666424393 | 3.30661333575607 |
101 | 9.14 | 5.92750265917137 | 3.21249734082863 |
102 | 9.26 | 5.92750265917137 | 3.33249734082863 |
103 | 9.47 | 5.99161865409881 | 3.47838134590119 |
104 | 9.41 | 5.99161865409881 | 3.41838134590119 |
105 | 9.22 | 6.05573464902625 | 3.16426535097375 |
106 | 9.13 | 6.11985064395369 | 3.01014935604631 |
107 | 9.15 | 6.18396663888113 | 2.96603336111887 |
108 | 9.13 | 6.18396663888113 | 2.94603336111887 |
109 | 8.72 | 6.24808263380857 | 2.47191736619143 |
110 | 8.72 | 6.312198628736 | 2.407801371264 |
111 | 8.81 | 6.312198628736 | 2.497801371264 |
112 | 8.86 | 6.44043061859088 | 2.41956938140912 |
113 | 8.83 | 6.50454661351832 | 2.32545338648168 |
114 | 8.92 | 6.56866260844576 | 2.35133739155424 |
115 | 8.91 | 6.69689459830064 | 2.21310540169936 |
116 | 9.03 | 6.76101059322808 | 2.26898940677192 |
117 | 8.77 | 6.88924258308295 | 1.88075741691705 |
118 | 8.28 | 6.95335857801039 | 1.32664142198961 |
119 | 8.04 | 7.08159056786527 | 0.95840943213473 |
120 | 7.95 | 7.1457065627927 | 0.804293437207294 |
121 | 7.57 | 7.27393855264758 | 0.296061447352417 |
122 | 7.65 | 7.40217054250246 | 0.247829457497539 |
123 | 7.37 | 7.4662865374299 | -0.0962865374298996 |
124 | 7.44 | 7.59451852728478 | -0.154518527284776 |
125 | 7.43 | 7.65863452221222 | -0.228634522212216 |
126 | 7.23 | 7.78686651206709 | -0.556866512067092 |
127 | 7.05 | 7.85098250699453 | -0.800982506994531 |
128 | 7.08 | 7.85098250699453 | -0.770982506994531 |
129 | 7.22 | 7.91509850192197 | -0.69509850192197 |
130 | 7.19 | 7.9792144968494 | -0.789214496849408 |
131 | 6.92 | 8.04333049177685 | -1.12333049177685 |
132 | 6.59 | 8.04333049177685 | -1.45333049177685 |
133 | 6.52 | 7.9792144968494 | -1.45921449684941 |
134 | 6.7 | 7.9792144968494 | -1.27921449684941 |
135 | 7.14 | 7.9792144968494 | -0.83921449684941 |
136 | 7.29 | 7.9792144968494 | -0.689214496849409 |
137 | 7.54 | 7.91509850192197 | -0.375098501921969 |
138 | 7.98 | 7.91509850192197 | 0.0649014980780309 |
139 | 7.95 | 7.91509850192197 | 0.0349014980780307 |
140 | 8.21 | 7.91509850192197 | 0.294901498078031 |
141 | 8.58 | 7.85098250699453 | 0.72901749300547 |
142 | 8.45 | 7.85098250699453 | 0.599017493005468 |
143 | 8.35 | 7.85098250699453 | 0.499017493005469 |
144 | 8.3 | 7.85098250699453 | 0.44901749300547 |
145 | 8.45 | 7.85098250699453 | 0.599017493005468 |
146 | 8.27 | 7.91509850192197 | 0.35490149807803 |
147 | 8.16 | 7.91509850192197 | 0.244901498078031 |
148 | 7.85 | 7.9792144968494 | -0.129214496849409 |
149 | 7.59 | 7.9792144968494 | -0.389214496849409 |
150 | 7.33 | 8.04333049177685 | -0.713330491776847 |
151 | 7.33 | 8.04333049177685 | -0.713330491776847 |
152 | 7.19 | 8.04333049177685 | -0.853330491776847 |
153 | 7.04 | 7.9792144968494 | -0.939214496849409 |
154 | 7.06 | 7.91509850192197 | -0.85509850192197 |
155 | 6.8 | 7.91509850192197 | -1.11509850192197 |
156 | 6.7 | 7.85098250699453 | -1.15098250699453 |
157 | 6.44 | 7.78686651206709 | -1.34686651206709 |
158 | 6.64 | 7.72275051713965 | -1.08275051713965 |
159 | 6.84 | 7.72275051713965 | -0.882750517139654 |
160 | 6.67 | 7.65863452221222 | -0.988634522212216 |
161 | 6.69 | 7.59451852728478 | -0.904518527284776 |
162 | 6.78 | 7.59451852728478 | -0.814518527284776 |
163 | 6.78 | 7.59451852728478 | -0.814518527284776 |
164 | 6.62 | 7.53040253235734 | -0.910402532357338 |
165 | 6.45 | 7.53040253235734 | -1.08040253235734 |
166 | 6.1 | 7.53040253235734 | -1.43040253235734 |
167 | 6 | 7.53040253235734 | -1.53040253235734 |
168 | 5.9 | 7.59451852728478 | -1.69451852728478 |
169 | 5.89 | 7.65863452221222 | -1.76863452221222 |
170 | 5.65 | 7.65863452221222 | -2.00863452221222 |
171 | 5.85 | 7.65863452221222 | -1.80863452221222 |
172 | 6.02 | 7.65863452221222 | -1.63863452221222 |
173 | 5.9 | 7.65863452221222 | -1.75863452221222 |
174 | 5.83 | 7.72275051713965 | -1.89275051713965 |
175 | 5.64 | 7.72275051713965 | -2.08275051713965 |
176 | 5.75 | 7.72275051713965 | -1.97275051713965 |
177 | 5.69 | 7.78686651206709 | -2.09686651206709 |
178 | 5.69 | 7.78686651206709 | -2.09686651206709 |
179 | 5.68 | 7.72275051713965 | -2.04275051713965 |
180 | 5.45 | 7.72275051713965 | -2.27275051713965 |
181 | 5.22 | 7.65863452221222 | -2.43863452221222 |
182 | 5.11 | 7.72275051713965 | -2.61275051713965 |
183 | 5.03 | 7.72275051713965 | -2.69275051713965 |
184 | 5.03 | 7.59451852728478 | -2.56451852728478 |
185 | 5.09 | 7.53040253235734 | -2.44040253235734 |
186 | 4.96 | 7.53040253235734 | -2.57040253235734 |
187 | 4.88 | 7.53040253235734 | -2.65040253235734 |
188 | 4.66 | 7.4662865374299 | -2.8062865374299 |
189 | 4.34 | 7.4662865374299 | -3.1262865374299 |
190 | 4.28 | 7.40217054250246 | -3.12217054250246 |
191 | 4.33 | 7.33805454757502 | -3.00805454757502 |
192 | 4.09 | 7.27393855264758 | -3.18393855264758 |
193 | 3.9 | 7.1457065627927 | -3.24570656279271 |
194 | 4.04 | 7.01747457293783 | -2.97747457293783 |
195 | 4.26 | 6.88924258308295 | -2.62924258308295 |
196 | 4.11 | 6.76101059322808 | -2.65101059322807 |
197 | 4.29 | 6.69689459830064 | -2.40689459830064 |
198 | 4.64 | 6.56866260844576 | -1.92866260844576 |
199 | 4.94 | 6.44043061859088 | -1.50043061859088 |
200 | 5.18 | 6.312198628736 | -1.13219862873601 |
201 | 5.34 | 6.18396663888113 | -0.843966638881127 |
202 | 5.58 | 6.18396663888113 | -0.603966638881127 |
203 | 5.3 | 6.05573464902625 | -0.75573464902625 |
204 | 5.41 | 6.05573464902625 | -0.64573464902625 |
205 | 5.79 | 5.99161865409881 | -0.201618654098812 |
206 | 5.79 | 6.05573464902625 | -0.26573464902625 |
207 | 5.62 | 5.99161865409881 | -0.371618654098812 |
208 | 5.52 | 5.99161865409881 | -0.471618654098812 |
209 | 5.69 | 5.99161865409881 | -0.301618654098811 |
210 | 5.53 | 5.86338666424393 | -0.333386664243934 |
211 | 5.6 | 5.73515467438906 | -0.135154674389057 |
212 | 5.56 | 5.73515467438906 | -0.175154674389058 |
213 | 5.63 | 5.73515467438906 | -0.105154674389057 |
214 | 5.58 | 5.86338666424393 | -0.283386664243934 |
215 | 5.52 | 5.92750265917137 | -0.407502659171373 |
216 | 5.28 | 5.86338666424393 | -0.583386664243934 |
217 | 5.16 | 5.73515467438906 | -0.575154674389057 |
218 | 5.16 | 5.73515467438906 | -0.575154674389057 |
219 | 5.08 | 5.86338666424393 | -0.783386664243934 |
220 | 5.21 | 6.18396663888113 | -0.973966638881127 |
221 | 5.38 | 6.24808263380857 | -0.868082633808566 |
222 | 5.33 | 6.37631462366344 | -1.04631462366344 |
223 | 5.35 | 6.37631462366344 | -1.02631462366344 |
224 | 5.15 | 6.44043061859088 | -1.29043061859088 |
225 | 5.14 | 6.44043061859088 | -1.30043061859088 |
226 | 4.89 | 6.37631462366344 | -1.48631462366344 |
227 | 4.75 | 6.44043061859088 | -1.69043061859088 |
228 | 4.97 | 6.50454661351832 | -1.53454661351832 |
229 | 5.08 | 6.6327786033732 | -1.5527786033732 |
230 | 5.15 | 6.6327786033732 | -1.4827786033732 |
231 | 5.37 | 6.6327786033732 | -1.2627786033732 |
232 | 5.37 | 6.6327786033732 | -1.2627786033732 |
233 | 5.38 | 6.6327786033732 | -1.2527786033732 |
234 | 5.24 | 6.69689459830064 | -1.45689459830064 |
235 | 5.09 | 6.82512658815551 | -1.73512658815551 |
236 | 4.8 | 6.88924258308295 | -2.08924258308295 |
237 | 4.6 | 6.88924258308295 | -2.28924258308295 |
238 | 4.66 | 6.95335857801039 | -2.29335857801039 |
239 | 4.64 | 6.95335857801039 | -2.31335857801039 |
240 | 4.46 | 6.95335857801039 | -2.49335857801039 |
241 | 4.28 | 6.88924258308295 | -2.60924258308295 |
242 | 4.11 | 6.88924258308295 | -2.77924258308295 |
243 | 4.15 | 6.95335857801039 | -2.80335857801039 |
244 | 4.29 | 7.01747457293783 | -2.72747457293783 |
245 | 3.95 | 7.01747457293783 | -3.06747457293783 |
246 | 3.74 | 7.08159056786527 | -3.34159056786527 |
247 | 4.06 | 7.1457065627927 | -3.08570656279271 |
248 | 4.22 | 7.1457065627927 | -2.92570656279271 |
249 | 4.25 | 7.08159056786527 | -2.83159056786527 |
250 | 4.31 | 6.82512658815551 | -2.51512658815551 |
251 | 4.43 | 6.76101059322808 | -2.33101059322808 |
252 | 4.38 | 6.88924258308295 | -2.50924258308295 |
253 | 4.26 | 7.1457065627927 | -2.88570656279271 |
254 | 4.26 | 7.33805454757502 | -3.07805454757502 |
255 | 4.07 | 7.33805454757502 | -3.26805454757502 |
256 | 4.26 | 7.20982255772014 | -2.94982255772015 |
257 | 4.4 | 7.01747457293783 | -2.61747457293783 |
258 | 4.46 | 7.01747457293783 | -2.55747457293783 |
259 | 4.34 | 7.01747457293783 | -2.67747457293783 |
260 | 4.18 | 7.08159056786527 | -2.90159056786527 |
261 | 4.11 | 7.08159056786527 | -2.97159056786527 |
262 | 3.98 | 7.1457065627927 | -3.16570656279271 |
263 | 3.85 | 7.20982255772014 | -3.35982255772015 |
264 | 3.66 | 7.20982255772014 | -3.54982255772014 |
265 | 3.59 | 7.20982255772014 | -3.61982255772015 |
266 | 3.57 | 7.20982255772014 | -3.63982255772015 |
267 | 3.76 | 7.20982255772014 | -3.44982255772015 |
268 | 3.6 | 7.1457065627927 | -3.54570656279271 |
269 | 3.43 | 7.08159056786527 | -3.65159056786527 |
270 | 3.26 | 7.08159056786527 | -3.82159056786527 |
271 | 3.3 | 7.08159056786527 | -3.78159056786527 |
272 | 3.31 | 7.1457065627927 | -3.83570656279271 |
273 | 3.14 | 7.1457065627927 | -4.00570656279271 |
274 | 3.3 | 7.20982255772014 | -3.90982255772015 |
275 | 3.49 | 7.20982255772014 | -3.71982255772014 |
276 | 3.39 | 7.08159056786527 | -3.69159056786527 |
277 | 3.37 | 6.95335857801039 | -3.58335857801039 |
278 | 3.54 | 6.82512658815551 | -3.28512658815551 |
279 | 3.7 | 6.82512658815551 | -3.12512658815551 |
280 | 3.96 | 6.82512658815551 | -2.86512658815551 |
281 | 4.03 | 6.82512658815551 | -2.79512658815551 |
282 | 4.02 | 6.76101059322808 | -2.74101059322808 |
283 | 4.04 | 6.76101059322808 | -2.72101059322807 |
284 | 3.92 | 6.69689459830064 | -2.77689459830064 |
285 | 3.79 | 6.69689459830064 | -2.90689459830064 |
286 | 3.83 | 6.82512658815551 | -2.99512658815551 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
5 | 0.00142016281640544 | 0.00284032563281089 | 0.998579837183595 |
6 | 0.000859344866433132 | 0.00171868973286626 | 0.999140655133567 |
7 | 0.000438422034035862 | 0.000876844068071724 | 0.999561577965964 |
8 | 0.000223123280653805 | 0.00044624656130761 | 0.999776876719346 |
9 | 4.43559993512656e-05 | 8.87119987025312e-05 | 0.999955644000649 |
10 | 8.28718576986908e-06 | 1.65743715397382e-05 | 0.99999171281423 |
11 | 1.3733136087704e-06 | 2.74662721754081e-06 | 0.999998626686391 |
12 | 2.79069785912355e-07 | 5.58139571824711e-07 | 0.999999720930214 |
13 | 6.56622326218435e-08 | 1.31324465243687e-07 | 0.999999934337767 |
14 | 2.10707998080073e-08 | 4.21415996160147e-08 | 0.9999999789292 |
15 | 9.381491915942e-09 | 1.8762983831884e-08 | 0.999999990618508 |
16 | 2.47488121815595e-09 | 4.94976243631191e-09 | 0.999999997525119 |
17 | 5.66108655605394e-10 | 1.13221731121079e-09 | 0.999999999433891 |
18 | 1.09883646745965e-10 | 2.19767293491929e-10 | 0.999999999890116 |
19 | 1.99620398541265e-11 | 3.99240797082531e-11 | 0.999999999980038 |
20 | 3.81358777306222e-12 | 7.62717554612445e-12 | 0.999999999996186 |
21 | 8.58862766439145e-13 | 1.71772553287829e-12 | 0.99999999999914 |
22 | 1.83769940898104e-13 | 3.67539881796207e-13 | 0.999999999999816 |
23 | 5.1123227968256e-14 | 1.02246455936512e-13 | 0.999999999999949 |
24 | 1.25866448037163e-14 | 2.51732896074327e-14 | 0.999999999999987 |
25 | 3.07887190893342e-15 | 6.15774381786685e-15 | 0.999999999999997 |
26 | 6.9982659303671e-16 | 1.39965318607342e-15 | 1 |
27 | 1.51701021568454e-16 | 3.03402043136909e-16 | 1 |
28 | 3.6697113095805e-17 | 7.33942261916101e-17 | 1 |
29 | 1.33342746654518e-17 | 2.66685493309036e-17 | 1 |
30 | 1.51491558537402e-16 | 3.02983117074803e-16 | 1 |
31 | 8.97724124699628e-16 | 1.79544824939926e-15 | 1 |
32 | 1.73143560946785e-15 | 3.4628712189357e-15 | 0.999999999999998 |
33 | 2.75312535673712e-15 | 5.50625071347423e-15 | 0.999999999999997 |
34 | 1.46797478453455e-14 | 2.93594956906911e-14 | 0.999999999999985 |
35 | 2.09446486570497e-13 | 4.18892973140995e-13 | 0.99999999999979 |
36 | 1.42185123066338e-12 | 2.84370246132675e-12 | 0.999999999998578 |
37 | 2.85705175701431e-12 | 5.71410351402862e-12 | 0.999999999997143 |
38 | 5.11333073549758e-12 | 1.02266614709952e-11 | 0.999999999994887 |
39 | 2.61321766248881e-11 | 5.22643532497762e-11 | 0.999999999973868 |
40 | 2.65928230383026e-09 | 5.31856460766053e-09 | 0.999999997340718 |
41 | 4.34100353398011e-08 | 8.68200706796022e-08 | 0.999999956589965 |
42 | 2.54622544348433e-07 | 5.09245088696866e-07 | 0.999999745377456 |
43 | 1.67491682856038e-06 | 3.34983365712075e-06 | 0.999998325083171 |
44 | 7.84298264750704e-06 | 1.56859652950141e-05 | 0.999992157017352 |
45 | 2.11788009515493e-05 | 4.23576019030987e-05 | 0.999978821199048 |
46 | 4.30034158981435e-05 | 8.6006831796287e-05 | 0.999956996584102 |
47 | 6.0996066510106e-05 | 0.000121992133020212 | 0.99993900393349 |
48 | 6.99521492941697e-05 | 0.000139904298588339 | 0.999930047850706 |
49 | 6.57925778601635e-05 | 0.000131585155720327 | 0.99993420742214 |
50 | 5.40260293745452e-05 | 0.00010805205874909 | 0.999945973970625 |
51 | 4.46370098436196e-05 | 8.92740196872392e-05 | 0.999955362990156 |
52 | 3.32333132745727e-05 | 6.64666265491453e-05 | 0.999966766686725 |
53 | 2.4113331739633e-05 | 4.8226663479266e-05 | 0.99997588666826 |
54 | 1.59945533152605e-05 | 3.1989106630521e-05 | 0.999984005446685 |
55 | 1.02193778344582e-05 | 2.04387556689164e-05 | 0.999989780622166 |
56 | 6.49249195501969e-06 | 1.29849839100394e-05 | 0.999993507508045 |
57 | 4.22418754511112e-06 | 8.44837509022224e-06 | 0.999995775812455 |
58 | 3.55102095153468e-06 | 7.10204190306935e-06 | 0.999996448979048 |
59 | 2.75966946920953e-06 | 5.51933893841906e-06 | 0.99999724033053 |
60 | 2.51246548550635e-06 | 5.02493097101271e-06 | 0.999997487534514 |
61 | 2.26241807743e-06 | 4.52483615486e-06 | 0.999997737581923 |
62 | 1.71607364588904e-06 | 3.43214729177808e-06 | 0.999998283926354 |
63 | 1.44847811092206e-06 | 2.89695622184413e-06 | 0.99999855152189 |
64 | 1.58555352193038e-06 | 3.17110704386075e-06 | 0.999998414446478 |
65 | 1.91782865784088e-06 | 3.83565731568176e-06 | 0.999998082171342 |
66 | 2.29092446363944e-06 | 4.58184892727888e-06 | 0.999997709075536 |
67 | 3.41742409915665e-06 | 6.8348481983133e-06 | 0.9999965825759 |
68 | 5.11398614958979e-06 | 1.02279722991796e-05 | 0.99999488601385 |
69 | 7.24058680988496e-06 | 1.44811736197699e-05 | 0.99999275941319 |
70 | 8.52832201428333e-06 | 1.70566440285667e-05 | 0.999991471677986 |
71 | 9.3930253714044e-06 | 1.87860507428088e-05 | 0.999990606974629 |
72 | 1.06489076510854e-05 | 2.12978153021708e-05 | 0.999989351092349 |
73 | 1.19020835148337e-05 | 2.38041670296674e-05 | 0.999988097916485 |
74 | 1.30548874310672e-05 | 2.61097748621344e-05 | 0.999986945112569 |
75 | 1.60692859114689e-05 | 3.21385718229379e-05 | 0.999983930714089 |
76 | 1.79992943810243e-05 | 3.59985887620486e-05 | 0.999982000705619 |
77 | 1.8980305376965e-05 | 3.796061075393e-05 | 0.999981019694623 |
78 | 1.95482443843069e-05 | 3.90964887686138e-05 | 0.999980451755616 |
79 | 2.02705827086588e-05 | 4.05411654173175e-05 | 0.999979729417291 |
80 | 2.03401816057121e-05 | 4.06803632114242e-05 | 0.999979659818394 |
81 | 2.00499960462233e-05 | 4.00999920924466e-05 | 0.999979950003954 |
82 | 2.25705762185701e-05 | 4.51411524371402e-05 | 0.999977429423781 |
83 | 3.10934601974589e-05 | 6.21869203949177e-05 | 0.999968906539803 |
84 | 4.85208681947617e-05 | 9.70417363895235e-05 | 0.999951479131805 |
85 | 9.69653991841924e-05 | 0.000193930798368385 | 0.999903034600816 |
86 | 0.00027376467962529 | 0.00054752935925058 | 0.999726235320375 |
87 | 0.000605318666865793 | 0.00121063733373159 | 0.999394681333134 |
88 | 0.00100529810845089 | 0.00201059621690179 | 0.99899470189155 |
89 | 0.00142319190060048 | 0.00284638380120097 | 0.9985768080994 |
90 | 0.00188493058794108 | 0.00376986117588215 | 0.998115069412059 |
91 | 0.00225073315718729 | 0.00450146631437459 | 0.997749266842813 |
92 | 0.00328525880063414 | 0.00657051760126828 | 0.996714741199366 |
93 | 0.00545164260751843 | 0.0109032852150369 | 0.994548357392482 |
94 | 0.00861248948482317 | 0.0172249789696463 | 0.991387510515177 |
95 | 0.012053924724272 | 0.0241078494485439 | 0.987946075275728 |
96 | 0.0165012510569962 | 0.0330025021139924 | 0.983498748943004 |
97 | 0.0220805833776284 | 0.0441611667552569 | 0.977919416622372 |
98 | 0.0247302464632834 | 0.0494604929265667 | 0.975269753536717 |
99 | 0.0279089664174036 | 0.0558179328348072 | 0.972091033582596 |
100 | 0.031665660775597 | 0.063331321551194 | 0.968334339224403 |
101 | 0.0361931313909916 | 0.0723862627819832 | 0.963806868609008 |
102 | 0.0434961496799944 | 0.0869922993599888 | 0.956503850320006 |
103 | 0.0559647175967901 | 0.11192943519358 | 0.94403528240321 |
104 | 0.0723069660267005 | 0.144613932053401 | 0.9276930339733 |
105 | 0.090169256572946 | 0.180338513145892 | 0.909830743427054 |
106 | 0.11139017753534 | 0.22278035507068 | 0.88860982246466 |
107 | 0.139204692666555 | 0.27840938533311 | 0.860795307333445 |
108 | 0.175596027633673 | 0.351192055267347 | 0.824403972366327 |
109 | 0.207923120725913 | 0.415846241451825 | 0.792076879274087 |
110 | 0.24680608213531 | 0.493612164270621 | 0.75319391786469 |
111 | 0.298390581446232 | 0.596781162892465 | 0.701609418553768 |
112 | 0.358711637221565 | 0.717423274443131 | 0.641288362778435 |
113 | 0.426078256295982 | 0.852156512591964 | 0.573921743704018 |
114 | 0.505002298001315 | 0.98999540399737 | 0.494997701998685 |
115 | 0.584839710928105 | 0.83032057814379 | 0.415160289071895 |
116 | 0.671786661371213 | 0.656426677257575 | 0.328213338628787 |
117 | 0.740202730591 | 0.519594538817999 | 0.259797269408999 |
118 | 0.789289872348934 | 0.421420255302132 | 0.210710127651066 |
119 | 0.82856011581187 | 0.34287976837626 | 0.17143988418813 |
120 | 0.862315250938935 | 0.27536949812213 | 0.137684749061065 |
121 | 0.890148817564196 | 0.219702364871608 | 0.109851182435804 |
122 | 0.912985173279116 | 0.174029653441769 | 0.0870148267208844 |
123 | 0.932752379008023 | 0.134495241983954 | 0.0672476209919771 |
124 | 0.948194039945196 | 0.103611920109607 | 0.0518059600548036 |
125 | 0.96038551870234 | 0.0792289625953197 | 0.0396144812976599 |
126 | 0.970655848502232 | 0.0586883029955351 | 0.0293441514977675 |
127 | 0.978991597669683 | 0.0420168046606343 | 0.0210084023303171 |
128 | 0.984781885887417 | 0.0304362282251669 | 0.0152181141125834 |
129 | 0.988696489554016 | 0.022607020891968 | 0.011303510445984 |
130 | 0.991623263367916 | 0.0167534732641676 | 0.00837673663208378 |
131 | 0.994096805411199 | 0.011806389177602 | 0.005903194588801 |
132 | 0.99614282569958 | 0.00771434860083866 | 0.00385717430041933 |
133 | 0.997453584676281 | 0.00509283064743734 | 0.00254641532371867 |
134 | 0.998191339180079 | 0.00361732163984304 | 0.00180866081992152 |
135 | 0.998581186150165 | 0.00283762769967026 | 0.00141881384983513 |
136 | 0.998863703135331 | 0.00227259372933707 | 0.00113629686466854 |
137 | 0.99909113375701 | 0.00181773248598255 | 0.000908866242991275 |
138 | 0.999318246249154 | 0.00136350750169252 | 0.000681753750846258 |
139 | 0.999498476609162 | 0.00100304678167649 | 0.000501523390838245 |
140 | 0.99966758644894 | 0.0006648271021215 | 0.00033241355106075 |
141 | 0.99982715577251 | 0.00034568845497921 | 0.000172844227489605 |
142 | 0.999912655954253 | 0.000174688091494792 | 8.73440457473959e-05 |
143 | 0.999957795539932 | 8.44089201349629e-05 | 4.22044600674814e-05 |
144 | 0.999981133723766 | 3.77325524683569e-05 | 1.88662762341785e-05 |
145 | 0.99999334981424 | 1.33003715213885e-05 | 6.65018576069423e-06 |
146 | 0.999997658416387 | 4.68316722519117e-06 | 2.34158361259559e-06 |
147 | 0.999999238585882 | 1.52282823518498e-06 | 7.6141411759249e-07 |
148 | 0.99999972580476 | 5.48390481129501e-07 | 2.74195240564751e-07 |
149 | 0.9999998959008 | 2.08198397268197e-07 | 1.04099198634098e-07 |
150 | 0.999999957716612 | 8.4566775679707e-08 | 4.22833878398535e-08 |
151 | 0.99999998443668 | 3.11266404008722e-08 | 1.55633202004361e-08 |
152 | 0.999999994362746 | 1.12745084933057e-08 | 5.63725424665286e-09 |
153 | 0.999999997968733 | 4.06253414920578e-09 | 2.03126707460289e-09 |
154 | 0.999999999349062 | 1.3018760597094e-09 | 6.50938029854699e-10 |
155 | 0.999999999772358 | 4.55284812354186e-10 | 2.27642406177093e-10 |
156 | 0.999999999920877 | 1.58246445599817e-10 | 7.91232227999083e-11 |
157 | 0.999999999969314 | 6.13721983500933e-11 | 3.06860991750466e-11 |
158 | 0.999999999990094 | 1.98123829079663e-11 | 9.90619145398315e-12 |
159 | 0.999999999997626 | 4.74725374915093e-12 | 2.37362687457547e-12 |
160 | 0.99999999999939 | 1.21783996598925e-12 | 6.08919982994626e-13 |
161 | 0.999999999999863 | 2.74876953518611e-13 | 1.37438476759305e-13 |
162 | 0.999999999999976 | 4.69784368303725e-14 | 2.34892184151863e-14 |
163 | 0.999999999999997 | 6.53279302165531e-15 | 3.26639651082766e-15 |
164 | 1 | 9.90828609580404e-16 | 4.95414304790202e-16 |
165 | 1 | 1.65644812957152e-16 | 8.28224064785759e-17 |
166 | 1 | 4.06669445037637e-17 | 2.03334722518819e-17 |
167 | 1 | 1.0527642268319e-17 | 5.26382113415949e-18 |
168 | 1 | 2.75258310289281e-18 | 1.37629155144641e-18 |
169 | 1 | 6.3889197801281e-19 | 3.19445989006405e-19 |
170 | 1 | 1.88524213240071e-19 | 9.42621066200357e-20 |
171 | 1 | 3.88855342361797e-20 | 1.94427671180898e-20 |
172 | 1 | 4.96758544484717e-21 | 2.48379272242358e-21 |
173 | 1 | 6.5914150680064e-22 | 3.2957075340032e-22 |
174 | 1 | 7.34287399418761e-23 | 3.6714369970938e-23 |
175 | 1 | 9.9745291974211e-24 | 4.98726459871055e-24 |
176 | 1 | 7.92876706782865e-25 | 3.96438353391433e-25 |
177 | 1 | 4.38435450071188e-26 | 2.19217725035594e-26 |
178 | 1 | 1.45360283038978e-27 | 7.2680141519489e-28 |
179 | 1 | 3.30042787516908e-29 | 1.65021393758454e-29 |
180 | 1 | 9.96125650337172e-31 | 4.98062825168586e-31 |
181 | 1 | 5.79386583128327e-32 | 2.89693291564163e-32 |
182 | 1 | 2.53317837175532e-33 | 1.26658918587766e-33 |
183 | 1 | 9.21575477535868e-35 | 4.60787738767934e-35 |
184 | 1 | 3.95110809236183e-36 | 1.97555404618091e-36 |
185 | 1 | 1.08431323359851e-37 | 5.42156616799256e-38 |
186 | 1 | 3.30632038900473e-39 | 1.65316019450237e-39 |
187 | 1 | 8.64627329551602e-41 | 4.32313664775801e-41 |
188 | 1 | 7.52819682005926e-42 | 3.76409841002963e-42 |
189 | 1 | 2.17919375944485e-42 | 1.08959687972242e-42 |
190 | 1 | 1.01189860767886e-42 | 5.05949303839429e-43 |
191 | 1 | 5.27839993129197e-43 | 2.63919996564598e-43 |
192 | 1 | 6.34516637017262e-43 | 3.17258318508631e-43 |
193 | 1 | 1.07088183305212e-42 | 5.3544091652606e-43 |
194 | 1 | 2.05983312354151e-42 | 1.02991656177076e-42 |
195 | 1 | 4.62640253360911e-42 | 2.31320126680456e-42 |
196 | 1 | 7.96212586829249e-42 | 3.98106293414625e-42 |
197 | 1 | 1.75602822592698e-41 | 8.7801411296349e-42 |
198 | 1 | 5.17084483425461e-41 | 2.58542241712731e-41 |
199 | 1 | 1.69603581204941e-40 | 8.48017906024705e-41 |
200 | 1 | 5.816315826766e-40 | 2.908157913383e-40 |
201 | 1 | 2.13054906714129e-39 | 1.06527453357064e-39 |
202 | 1 | 5.84783430774851e-39 | 2.92391715387426e-39 |
203 | 1 | 2.30149456574529e-38 | 1.15074728287265e-38 |
204 | 1 | 9.28651938309589e-38 | 4.64325969154794e-38 |
205 | 1 | 2.9179279326272e-37 | 1.4589639663136e-37 |
206 | 1 | 7.452941802503e-37 | 3.7264709012515e-37 |
207 | 1 | 2.83186756892941e-36 | 1.41593378446471e-36 |
208 | 1 | 1.15284550325245e-35 | 5.76422751626227e-36 |
209 | 1 | 3.9551331142434e-35 | 1.9775665571217e-35 |
210 | 1 | 1.70614177722886e-34 | 8.53070888614429e-35 |
211 | 1 | 7.3235317489646e-34 | 3.6617658744823e-34 |
212 | 1 | 3.03280763385758e-33 | 1.51640381692879e-33 |
213 | 1 | 1.30549123724827e-32 | 6.52745618624133e-33 |
214 | 1 | 5.62233776689458e-32 | 2.81116888344729e-32 |
215 | 1 | 2.37693332269363e-31 | 1.18846666134682e-31 |
216 | 1 | 8.15006819984663e-31 | 4.07503409992332e-31 |
217 | 1 | 1.3103728752719e-30 | 6.5518643763595e-31 |
218 | 1 | 1.33866139304303e-30 | 6.69330696521514e-31 |
219 | 1 | 1.07284570809952e-30 | 5.36422854049758e-31 |
220 | 1 | 3.8151375607041e-30 | 1.90756878035205e-30 |
221 | 1 | 1.63882413341165e-29 | 8.19412066705824e-30 |
222 | 1 | 6.42103020104968e-29 | 3.21051510052484e-29 |
223 | 1 | 2.43384462474747e-28 | 1.21692231237373e-28 |
224 | 1 | 9.50381427451822e-28 | 4.75190713725911e-28 |
225 | 1 | 3.69585841963331e-27 | 1.84792920981665e-27 |
226 | 1 | 1.31195516368685e-26 | 6.55977581843423e-27 |
227 | 1 | 4.2314955677518e-26 | 2.1157477838759e-26 |
228 | 1 | 1.6709152978964e-25 | 8.354576489482e-26 |
229 | 1 | 4.90209319194275e-25 | 2.45104659597137e-25 |
230 | 1 | 1.20841401392316e-24 | 6.0420700696158e-25 |
231 | 1 | 1.48661294952261e-24 | 7.43306474761304e-25 |
232 | 1 | 1.38010865158308e-24 | 6.90054325791542e-25 |
233 | 1 | 8.05842392212931e-25 | 4.02921196106466e-25 |
234 | 1 | 3.79776550124451e-25 | 1.89888275062225e-25 |
235 | 1 | 1.3312472900183e-25 | 6.65623645009151e-26 |
236 | 1 | 1.12589933001863e-25 | 5.62949665009314e-26 |
237 | 1 | 1.8571846759137e-25 | 9.2859233795685e-26 |
238 | 1 | 1.89623895467774e-25 | 9.48119477338868e-26 |
239 | 1 | 1.87148920209219e-25 | 9.35744601046094e-26 |
240 | 1 | 3.51521448959024e-25 | 1.75760724479512e-25 |
241 | 1 | 1.1831483778181e-24 | 5.91574188909052e-25 |
242 | 1 | 5.16595795576233e-24 | 2.58297897788117e-24 |
243 | 1 | 2.04756930770627e-23 | 1.02378465385313e-23 |
244 | 1 | 5.63124415265394e-23 | 2.81562207632697e-23 |
245 | 1 | 2.6078098012609e-22 | 1.30390490063045e-22 |
246 | 1 | 1.14632209877639e-21 | 5.73161049388194e-22 |
247 | 1 | 4.52380375701435e-21 | 2.26190187850718e-21 |
248 | 1 | 1.28065924727094e-20 | 6.40329623635472e-21 |
249 | 1 | 3.55744931296901e-20 | 1.77872465648451e-20 |
250 | 1 | 1.15088253686382e-19 | 5.75441268431909e-20 |
251 | 1 | 2.61246369926517e-19 | 1.30623184963258e-19 |
252 | 1 | 5.33144464564568e-19 | 2.66572232282284e-19 |
253 | 1 | 1.21529433697602e-18 | 6.07647168488008e-19 |
254 | 1 | 1.88793767648599e-18 | 9.43968838242993e-19 |
255 | 1 | 4.65373568784185e-18 | 2.32686784392092e-18 |
256 | 1 | 5.64470192355475e-18 | 2.82235096177738e-18 |
257 | 1 | 5.11820238625363e-18 | 2.55910119312681e-18 |
258 | 1 | 2.03989512318635e-18 | 1.01994756159317e-18 |
259 | 1 | 1.14154264883471e-18 | 5.70771324417354e-19 |
260 | 1 | 9.63189229268996e-19 | 4.81594614634498e-19 |
261 | 1 | 9.2859549354689e-19 | 4.64297746773445e-19 |
262 | 1 | 1.12926739398485e-18 | 5.64633696992426e-19 |
263 | 1 | 1.62156607487646e-18 | 8.10783037438232e-19 |
264 | 1 | 7.24360304557235e-18 | 3.62180152278617e-18 |
265 | 1 | 4.17944508761405e-17 | 2.08972254380703e-17 |
266 | 1 | 2.33869006841121e-16 | 1.16934503420561e-16 |
267 | 1 | 1.2314016093431e-16 | 6.15700804671552e-17 |
268 | 1 | 4.41492537754551e-16 | 2.20746268877276e-16 |
269 | 0.999999999999997 | 5.74939385014918e-15 | 2.87469692507459e-15 |
270 | 0.999999999999974 | 5.12836596185796e-14 | 2.56418298092898e-14 |
271 | 0.99999999999974 | 5.1861183579827e-13 | 2.59305917899135e-13 |
272 | 0.999999999996745 | 6.5103798567912e-12 | 3.2551899283956e-12 |
273 | 0.999999999982146 | 3.57076389196629e-11 | 1.78538194598315e-11 |
274 | 0.999999999771576 | 4.56847500941458e-10 | 2.28423750470729e-10 |
275 | 0.999999998626033 | 2.74793342361226e-09 | 1.37396671180613e-09 |
276 | 0.999999982666361 | 3.46672780768232e-08 | 1.73336390384116e-08 |
277 | 0.999999909867148 | 1.80265703656936e-07 | 9.01328518284679e-08 |
278 | 0.999999846382612 | 3.07234776312291e-07 | 1.53617388156145e-07 |
279 | 0.999999537895836 | 9.24208327395665e-07 | 4.62104163697832e-07 |
280 | 0.999988989117955 | 2.20217640907726e-05 | 1.10108820453863e-05 |
281 | 0.999792324185833 | 0.000415351628334686 | 0.000207675814167343 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 238 | 0.859205776173285 | NOK |
5% type I error level | 249 | 0.898916967509025 | NOK |
10% type I error level | 255 | 0.92057761732852 | NOK |