Multiple Linear Regression - Estimated Regression Equation |
Echtscheidingen[t] = + 2639.47380952381 + 440.710292658731M1[t] + 210.821478174603M2[t] + 431.332663690476M3[t] + 173.577182539683M4[t] + 260.221701388889M5[t] + 334.199553571429M6[t] + 378.577405753968M7[t] + 145.221924603175M8[t] + 228.466443452381M9[t] + 339.510962301587M10[t] + 238.822147817460M11[t] -1.71118551587302t + 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) | 2639.47380952381 | 64.875557 | 40.6852 | 0 | 0 |
M1 | 440.710292658731 | 80.989882 | 5.4415 | 0 | 0 |
M2 | 210.821478174603 | 80.976723 | 2.6035 | 0.010059 | 0.00503 |
M3 | 431.332663690476 | 80.964816 | 5.3274 | 0 | 0 |
M4 | 173.577182539683 | 80.954161 | 2.1441 | 0.033468 | 0.016734 |
M5 | 260.221701388889 | 80.944758 | 3.2148 | 0.001567 | 0.000784 |
M6 | 334.199553571429 | 80.936608 | 4.1292 | 5.7e-05 | 2.9e-05 |
M7 | 378.577405753968 | 80.929712 | 4.6779 | 6e-06 | 3e-06 |
M8 | 145.221924603175 | 80.924069 | 1.7945 | 0.074535 | 0.037267 |
M9 | 228.466443452381 | 80.919679 | 2.8234 | 0.00533 | 0.002665 |
M10 | 339.510962301587 | 80.916544 | 4.1958 | 4.4e-05 | 2.2e-05 |
M11 | 238.822147817460 | 80.914662 | 2.9515 | 0.003617 | 0.001809 |
t | -1.71118551587302 | 0.318569 | -5.3715 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.584418415674032 |
R-squared | 0.341544884578946 |
Adjusted R-squared | 0.29423074454869 |
F-TEST (value) | 7.21866411099392 |
F-TEST (DF numerator) | 12 |
F-TEST (DF denominator) | 167 |
p-value | 1.48240975050840e-10 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 221.592211432607 |
Sum Squared Residuals | 8200219.0639881 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 2938 | 3078.47291666666 | -140.472916666662 |
2 | 2909 | 2846.87291666667 | 62.1270833333328 |
3 | 3141 | 3065.67291666667 | 75.3270833333329 |
4 | 2427 | 2806.20625 | -379.20625 |
5 | 3059 | 2891.13958333333 | 167.860416666666 |
6 | 2918 | 2963.40625 | -45.4062500000003 |
7 | 2901 | 3006.07291666667 | -105.072916666667 |
8 | 2823 | 2771.00625 | 51.99375 |
9 | 2798 | 2852.53958333333 | -54.5395833333332 |
10 | 2892 | 2961.87291666667 | -69.872916666667 |
11 | 2967 | 2859.47291666667 | 107.527083333333 |
12 | 2397 | 2618.93958333333 | -221.939583333333 |
13 | 3458 | 3057.93869047619 | 400.061309523809 |
14 | 3024 | 2826.33869047619 | 197.661309523809 |
15 | 3100 | 3045.13869047619 | 54.8613095238095 |
16 | 2904 | 2785.67202380952 | 118.327976190476 |
17 | 3056 | 2870.60535714286 | 185.394642857143 |
18 | 2771 | 2942.87202380952 | -171.872023809524 |
19 | 2897 | 2985.53869047619 | -88.5386904761906 |
20 | 2772 | 2750.47202380952 | 21.5279761904761 |
21 | 2857 | 2832.00535714286 | 24.9946428571428 |
22 | 3020 | 2941.33869047619 | 78.6613095238096 |
23 | 2648 | 2838.93869047619 | -190.938690476191 |
24 | 2364 | 2598.40535714286 | -234.405357142857 |
25 | 3194 | 3037.40446428571 | 156.595535714285 |
26 | 3013 | 2805.80446428571 | 207.195535714286 |
27 | 2560 | 3024.60446428571 | -464.604464285714 |
28 | 3074 | 2765.13779761905 | 308.862202380952 |
29 | 2746 | 2850.07113095238 | -104.071130952381 |
30 | 2846 | 2922.33779761905 | -76.3377976190476 |
31 | 3184 | 2965.00446428571 | 218.995535714286 |
32 | 2354 | 2729.93779761905 | -375.937797619048 |
33 | 3080 | 2811.47113095238 | 268.528869047619 |
34 | 2963 | 2920.80446428571 | 42.1955357142857 |
35 | 2430 | 2818.40446428571 | -388.404464285714 |
36 | 2296 | 2577.87113095238 | -281.871130952381 |
37 | 2416 | 3016.87023809524 | -600.870238095238 |
38 | 2647 | 2785.27023809524 | -138.270238095238 |
39 | 2789 | 3004.07023809524 | -215.070238095238 |
40 | 2685 | 2744.60357142857 | -59.6035714285714 |
41 | 2666 | 2829.53690476190 | -163.536904761905 |
42 | 2882 | 2901.80357142857 | -19.8035714285715 |
43 | 2953 | 2944.47023809524 | 8.52976190476186 |
44 | 2127 | 2709.40357142857 | -582.403571428572 |
45 | 2563 | 2790.93690476190 | -227.936904761905 |
46 | 3061 | 2900.27023809524 | 160.729761904762 |
47 | 2809 | 2797.87023809524 | 11.1297619047618 |
48 | 2861 | 2557.33690476190 | 303.663095238095 |
49 | 2781 | 2996.33601190476 | -215.336011904762 |
50 | 2555 | 2764.73601190476 | -209.736011904762 |
51 | 3206 | 2983.53601190476 | 222.463988095238 |
52 | 2570 | 2724.06934523810 | -154.069345238095 |
53 | 2410 | 2809.00267857143 | -399.002678571429 |
54 | 3195 | 2881.26934523810 | 313.730654761905 |
55 | 2736 | 2923.93601190476 | -187.936011904762 |
56 | 2743 | 2688.86934523810 | 54.1306547619047 |
57 | 2934 | 2770.40267857143 | 163.597321428571 |
58 | 2668 | 2879.73601190476 | -211.736011904762 |
59 | 2907 | 2777.33601190476 | 129.663988095238 |
60 | 2866 | 2536.80267857143 | 329.197321428571 |
61 | 2983 | 2975.80178571429 | 7.19821428571394 |
62 | 2878 | 2744.20178571429 | 133.798214285714 |
63 | 3225 | 2963.00178571429 | 261.998214285714 |
64 | 2515 | 2703.53511904762 | -188.535119047619 |
65 | 3193 | 2788.46845238095 | 404.531547619048 |
66 | 2663 | 2860.73511904762 | -197.735119047619 |
67 | 2908 | 2903.40178571429 | 4.59821428571424 |
68 | 2896 | 2668.33511904762 | 227.664880952381 |
69 | 2853 | 2749.86845238095 | 103.131547619048 |
70 | 3028 | 2859.20178571429 | 168.798214285714 |
71 | 3053 | 2756.80178571429 | 296.198214285714 |
72 | 2455 | 2516.26845238095 | -61.2684523809523 |
73 | 3401 | 2955.26755952381 | 445.73244047619 |
74 | 2969 | 2723.66755952381 | 245.332440476190 |
75 | 3243 | 2942.46755952381 | 300.532440476190 |
76 | 2849 | 2683.00089285714 | 165.999107142857 |
77 | 3296 | 2767.93422619048 | 528.065773809524 |
78 | 3121 | 2840.20089285714 | 280.799107142857 |
79 | 3194 | 2882.86755952381 | 311.132440476190 |
80 | 3023 | 2647.80089285714 | 375.199107142857 |
81 | 2984 | 2729.33422619048 | 254.665773809524 |
82 | 3525 | 2838.66755952381 | 686.33244047619 |
83 | 3116 | 2736.26755952381 | 379.732440476191 |
84 | 2383 | 2495.73422619048 | -112.734226190476 |
85 | 3294 | 2934.73333333333 | 359.266666666666 |
86 | 2882 | 2703.13333333333 | 178.866666666667 |
87 | 2820 | 2921.93333333333 | -101.933333333333 |
88 | 2583 | 2662.46666666667 | -79.4666666666667 |
89 | 2803 | 2747.4 | 55.6 |
90 | 2767 | 2819.66666666667 | -52.6666666666666 |
91 | 2945 | 2862.33333333333 | 82.6666666666667 |
92 | 2716 | 2627.26666666667 | 88.7333333333333 |
93 | 2644 | 2708.8 | -64.8 |
94 | 2956 | 2818.13333333333 | 137.866666666667 |
95 | 2598 | 2715.73333333333 | -117.733333333333 |
96 | 2171 | 2475.2 | -304.2 |
97 | 2994 | 2914.19910714286 | 79.8008928571425 |
98 | 2645 | 2682.59910714286 | -37.5991071428571 |
99 | 2724 | 2901.39910714286 | -177.399107142857 |
100 | 2550 | 2641.93244047619 | -91.9324404761905 |
101 | 2707 | 2726.86577380952 | -19.8657738095238 |
102 | 2679 | 2799.13244047619 | -120.132440476190 |
103 | 2878 | 2841.79910714286 | 36.2008928571428 |
104 | 2307 | 2606.73244047619 | -299.732440476190 |
105 | 2496 | 2688.26577380952 | -192.265773809524 |
106 | 2637 | 2797.59910714286 | -160.599107142857 |
107 | 2436 | 2695.19910714286 | -259.199107142857 |
108 | 2426 | 2454.66577380952 | -28.6657738095237 |
109 | 2607 | 2893.66488095238 | -286.664880952381 |
110 | 2533 | 2662.06488095238 | -129.064880952381 |
111 | 2888 | 2880.86488095238 | 7.13511904761912 |
112 | 2520 | 2621.39821428571 | -101.398214285714 |
113 | 2229 | 2706.33154761905 | -477.331547619048 |
114 | 2804 | 2778.59821428571 | 25.4017857142858 |
115 | 2661 | 2821.26488095238 | -160.264880952381 |
116 | 2547 | 2586.19821428571 | -39.1982142857143 |
117 | 2509 | 2667.73154761905 | -158.731547619048 |
118 | 2465 | 2777.06488095238 | -312.064880952381 |
119 | 2629 | 2674.66488095238 | -45.664880952381 |
120 | 2706 | 2434.13154761905 | 271.868452380952 |
121 | 2666 | 2873.13065476191 | -207.130654761905 |
122 | 2432 | 2641.53065476190 | -209.530654761905 |
123 | 2836 | 2860.33065476190 | -24.3306547619047 |
124 | 2888 | 2600.86398809524 | 287.136011904762 |
125 | 2566 | 2685.79732142857 | -119.797321428571 |
126 | 2802 | 2758.06398809524 | 43.936011904762 |
127 | 2611 | 2800.73065476190 | -189.730654761905 |
128 | 2683 | 2565.66398809524 | 117.336011904762 |
129 | 2675 | 2647.19732142857 | 27.8026785714286 |
130 | 2434 | 2756.53065476190 | -322.530654761905 |
131 | 2693 | 2654.13065476190 | 38.8693452380953 |
132 | 2619 | 2413.59732142857 | 205.402678571429 |
133 | 2903 | 2852.59642857143 | 50.4035714285711 |
134 | 2550 | 2620.99642857143 | -70.9964285714285 |
135 | 2900 | 2839.79642857143 | 60.2035714285715 |
136 | 2456 | 2580.32976190476 | -124.329761904762 |
137 | 2912 | 2665.26309523810 | 246.736904761905 |
138 | 2883 | 2737.52976190476 | 145.470238095238 |
139 | 2464 | 2780.19642857143 | -316.196428571429 |
140 | 2655 | 2545.12976190476 | 109.870238095238 |
141 | 2447 | 2626.66309523810 | -179.663095238095 |
142 | 2592 | 2735.99642857143 | -143.996428571428 |
143 | 2698 | 2633.59642857143 | 64.4035714285715 |
144 | 2274 | 2393.06309523810 | -119.063095238095 |
145 | 2901 | 2832.06220238095 | 68.9377976190474 |
146 | 2397 | 2600.46220238095 | -203.462202380952 |
147 | 3004 | 2819.26220238095 | 184.737797619048 |
148 | 2614 | 2559.79553571429 | 54.2044642857144 |
149 | 2882 | 2644.72886904762 | 237.271130952381 |
150 | 2671 | 2716.99553571429 | -45.9955357142857 |
151 | 2761 | 2759.66220238095 | 1.33779761904765 |
152 | 2806 | 2524.59553571429 | 281.404464285714 |
153 | 2414 | 2606.12886904762 | -192.128869047619 |
154 | 2673 | 2715.46220238095 | -42.4622023809523 |
155 | 2748 | 2613.06220238095 | 134.937797619048 |
156 | 2112 | 2372.52886904762 | -260.528869047619 |
157 | 2903 | 2811.52797619048 | 91.4720238095235 |
158 | 2633 | 2579.92797619048 | 53.0720238095239 |
159 | 2684 | 2798.72797619048 | -114.727976190476 |
160 | 2861 | 2539.26130952381 | 321.738690476191 |
161 | 2504 | 2624.19464285714 | -120.194642857143 |
162 | 2708 | 2696.46130952381 | 11.5386904761906 |
163 | 2961 | 2739.12797619048 | 221.872023809524 |
164 | 2535 | 2504.06130952381 | 30.9386904761905 |
165 | 2688 | 2585.59464285714 | 102.405357142857 |
166 | 2699 | 2694.92797619048 | 4.07202380952389 |
167 | 2469 | 2592.52797619048 | -123.527976190476 |
168 | 2585 | 2351.99464285714 | 233.005357142857 |
169 | 2582 | 2790.99375 | -208.993750000000 |
170 | 2480 | 2559.39375 | -79.3937499999999 |
171 | 2709 | 2778.19375 | -69.1937499999999 |
172 | 2441 | 2518.72708333333 | -77.7270833333332 |
173 | 2182 | 2603.66041666667 | -421.660416666667 |
174 | 2585 | 2675.92708333333 | -90.9270833333333 |
175 | 2881 | 2718.59375 | 162.40625 |
176 | 2422 | 2483.52708333333 | -61.5270833333333 |
177 | 2690 | 2565.06041666667 | 124.939583333333 |
178 | 2659 | 2674.39375 | -15.3937499999999 |
179 | 2535 | 2571.99375 | -36.99375 |
180 | 2613 | 2331.46041666667 | 281.539583333333 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
16 | 0.471113114851855 | 0.94222622970371 | 0.528886885148145 |
17 | 0.406722254768837 | 0.813444509537675 | 0.593277745231163 |
18 | 0.427823128339037 | 0.855646256678074 | 0.572176871660963 |
19 | 0.328724225384515 | 0.65744845076903 | 0.671275774615485 |
20 | 0.255871197815032 | 0.511742395630064 | 0.744128802184968 |
21 | 0.171940437658687 | 0.343880875317373 | 0.828059562341313 |
22 | 0.109788007253362 | 0.219576014506725 | 0.890211992746638 |
23 | 0.173158025457279 | 0.346316050914557 | 0.826841974542721 |
24 | 0.125261087218309 | 0.250522174436618 | 0.874738912781691 |
25 | 0.0874444163239566 | 0.174888832647913 | 0.912555583676043 |
26 | 0.0575143480300309 | 0.115028696060062 | 0.94248565196997 |
27 | 0.28055402759019 | 0.56110805518038 | 0.71944597240981 |
28 | 0.376691600258199 | 0.753383200516399 | 0.623308399741801 |
29 | 0.400301677700772 | 0.800603355401543 | 0.599698322299228 |
30 | 0.329846393903087 | 0.659692787806174 | 0.670153606096913 |
31 | 0.334487206098252 | 0.668974412196504 | 0.665512793901748 |
32 | 0.45381690246158 | 0.90763380492316 | 0.54618309753842 |
33 | 0.452208328679755 | 0.90441665735951 | 0.547791671320245 |
34 | 0.385375357052996 | 0.770750714105992 | 0.614624642947004 |
35 | 0.454292908843279 | 0.908585817686558 | 0.545707091156721 |
36 | 0.413624107714939 | 0.827248215429878 | 0.586375892285061 |
37 | 0.783773488520543 | 0.432453022958914 | 0.216226511479457 |
38 | 0.762739424504448 | 0.474521150991103 | 0.237260575495552 |
39 | 0.728831973399385 | 0.542336053201229 | 0.271168026600615 |
40 | 0.679072374017546 | 0.641855251964907 | 0.320927625982454 |
41 | 0.645572220921196 | 0.708855558157608 | 0.354427779078804 |
42 | 0.613486430822626 | 0.773027138354749 | 0.386513569177375 |
43 | 0.563009303213906 | 0.873981393572187 | 0.436990696786094 |
44 | 0.711364043908718 | 0.577271912182565 | 0.288635956091282 |
45 | 0.701589421564555 | 0.59682115687089 | 0.298410578435445 |
46 | 0.695403252424391 | 0.609193495151219 | 0.304596747575609 |
47 | 0.691320915604289 | 0.617358168791423 | 0.308679084395711 |
48 | 0.838022279750906 | 0.323955440498188 | 0.161977720249094 |
49 | 0.824010818257052 | 0.351978363485895 | 0.175989181742948 |
50 | 0.817446652870372 | 0.365106694259257 | 0.182553347129628 |
51 | 0.858453163302827 | 0.283093673394347 | 0.141546836697173 |
52 | 0.839699806540674 | 0.320600386918652 | 0.160300193459326 |
53 | 0.886953677606455 | 0.226092644787089 | 0.113046322393544 |
54 | 0.922819212727609 | 0.154361574544782 | 0.077180787272391 |
55 | 0.916545700715933 | 0.166908598568134 | 0.083454299284067 |
56 | 0.921820577940353 | 0.156358844119295 | 0.0781794220596473 |
57 | 0.912511724814784 | 0.174976550370433 | 0.0874882751852163 |
58 | 0.913513524030644 | 0.172972951938712 | 0.0864864759693562 |
59 | 0.910917949619232 | 0.178164100761536 | 0.0890820503807679 |
60 | 0.93673630603894 | 0.126527387922119 | 0.0632636939610596 |
61 | 0.924104723860933 | 0.151790552278134 | 0.075895276139067 |
62 | 0.909311860602005 | 0.181376278795989 | 0.0906881393979945 |
63 | 0.91480683270804 | 0.170386334583921 | 0.0851931672919604 |
64 | 0.913091558003433 | 0.173816883993134 | 0.0869084419965668 |
65 | 0.942344000997874 | 0.115311998004252 | 0.0576559990021262 |
66 | 0.943574949104955 | 0.112850101790091 | 0.0564250508950455 |
67 | 0.930122650872807 | 0.139754698254386 | 0.0698773491271932 |
68 | 0.935194415110818 | 0.129611169778363 | 0.0648055848891815 |
69 | 0.91950503578316 | 0.160989928433678 | 0.0804949642168391 |
70 | 0.905625754720529 | 0.188748490558943 | 0.0943742452794714 |
71 | 0.911115427522478 | 0.177769144955043 | 0.0888845724775216 |
72 | 0.896371014955676 | 0.207257970088647 | 0.103628985044324 |
73 | 0.93223953380204 | 0.135520932395922 | 0.0677604661979608 |
74 | 0.926698935649124 | 0.146602128701753 | 0.0733010643508764 |
75 | 0.928213233715492 | 0.143573532569016 | 0.0717867662845078 |
76 | 0.915239022536406 | 0.169521954927187 | 0.0847609774635935 |
77 | 0.959966436728253 | 0.080067126543495 | 0.0400335632717475 |
78 | 0.959736435533308 | 0.0805271289333834 | 0.0402635644666917 |
79 | 0.962665976231223 | 0.074668047537555 | 0.0373340237687775 |
80 | 0.971628301065793 | 0.0567433978684144 | 0.0283716989342072 |
81 | 0.972216806394315 | 0.0555663872113701 | 0.0277831936056850 |
82 | 0.997984434089737 | 0.00403113182052672 | 0.00201556591026336 |
83 | 0.999084612726846 | 0.00183077454630845 | 0.000915387273154224 |
84 | 0.998921951336664 | 0.00215609732667142 | 0.00107804866333571 |
85 | 0.99953215318233 | 0.000935693635338657 | 0.000467846817669329 |
86 | 0.999637341510814 | 0.000725316978372753 | 0.000362658489186376 |
87 | 0.999591530958219 | 0.000816938083562786 | 0.000408469041781393 |
88 | 0.99947458411162 | 0.00105083177675827 | 0.000525415888379134 |
89 | 0.99946035438104 | 0.00107929123791976 | 0.00053964561895988 |
90 | 0.999293640834564 | 0.00141271833087145 | 0.000706359165435723 |
91 | 0.999162595131518 | 0.0016748097369643 | 0.00083740486848215 |
92 | 0.998905257153716 | 0.00218948569256851 | 0.00109474284628425 |
93 | 0.998743572944987 | 0.00251285411002513 | 0.00125642705501256 |
94 | 0.999198602941353 | 0.00160279411729395 | 0.000801397058646976 |
95 | 0.999052605202675 | 0.00189478959464964 | 0.000947394797324819 |
96 | 0.999441269250991 | 0.00111746149801723 | 0.000558730749008617 |
97 | 0.999431242151243 | 0.00113751569751389 | 0.000568757848756944 |
98 | 0.99936670249405 | 0.00126659501189889 | 0.000633297505949446 |
99 | 0.99929193968898 | 0.00141612062204026 | 0.00070806031102013 |
100 | 0.999034687763582 | 0.00193062447283611 | 0.000965312236418057 |
101 | 0.998920407366753 | 0.00215918526649379 | 0.00107959263324690 |
102 | 0.998583772671743 | 0.00283245465651409 | 0.00141622732825705 |
103 | 0.99828555340058 | 0.00342889319883957 | 0.00171444659941978 |
104 | 0.998872488027914 | 0.00225502394417138 | 0.00112751197208569 |
105 | 0.998701094709022 | 0.00259781058195689 | 0.00129890529097844 |
106 | 0.9985372944373 | 0.00292541112539806 | 0.00146270556269903 |
107 | 0.998636824132312 | 0.0027263517353754 | 0.0013631758676877 |
108 | 0.998025209739897 | 0.00394958052020617 | 0.00197479026010308 |
109 | 0.998268752448119 | 0.00346249510376305 | 0.00173124755188152 |
110 | 0.997717487729171 | 0.00456502454165771 | 0.00228251227082885 |
111 | 0.99672123217435 | 0.00655753565129955 | 0.00327876782564978 |
112 | 0.99583438379029 | 0.00833123241941908 | 0.00416561620970954 |
113 | 0.998751797517073 | 0.00249640496585367 | 0.00124820248292684 |
114 | 0.998146593884327 | 0.00370681223134635 | 0.00185340611567317 |
115 | 0.997606266786172 | 0.00478746642765556 | 0.00239373321382778 |
116 | 0.996712055856209 | 0.00657588828758232 | 0.00328794414379116 |
117 | 0.995828445395037 | 0.00834310920992669 | 0.00417155460496334 |
118 | 0.996270719774528 | 0.00745856045094384 | 0.00372928022547192 |
119 | 0.994661026326684 | 0.0106779473466327 | 0.00533897367331633 |
120 | 0.995046133619124 | 0.00990773276175124 | 0.00495386638087562 |
121 | 0.99466761056363 | 0.0106647788727389 | 0.00533238943636943 |
122 | 0.993593709255923 | 0.0128125814881548 | 0.0064062907440774 |
123 | 0.99083897185904 | 0.0183220562819203 | 0.00916102814096015 |
124 | 0.992006854577691 | 0.015986290844618 | 0.007993145422309 |
125 | 0.989344663809746 | 0.0213106723805080 | 0.0106553361902540 |
126 | 0.985072344898303 | 0.0298553102033946 | 0.0149276551016973 |
127 | 0.98389472401774 | 0.0322105519645207 | 0.0161052759822603 |
128 | 0.978217446570073 | 0.0435651068598539 | 0.0217825534299270 |
129 | 0.970475303514675 | 0.059049392970649 | 0.0295246964853245 |
130 | 0.976055144780082 | 0.0478897104398363 | 0.0239448552199181 |
131 | 0.966962422446486 | 0.0660751551070286 | 0.0330375775535143 |
132 | 0.962364063442283 | 0.0752718731154338 | 0.0376359365577169 |
133 | 0.949941394985902 | 0.100117210028197 | 0.0500586050140984 |
134 | 0.933482816849873 | 0.133034366300255 | 0.0665171831501274 |
135 | 0.913928271991283 | 0.172143456017434 | 0.0860717280087172 |
136 | 0.90767745913574 | 0.184645081728520 | 0.0923225408642601 |
137 | 0.928546410626313 | 0.142907178747374 | 0.0714535893736869 |
138 | 0.921775188151205 | 0.156449623697590 | 0.0782248118487948 |
139 | 0.95927238951813 | 0.0814552209637408 | 0.0407276104818704 |
140 | 0.944315072318358 | 0.111369855363283 | 0.0556849276816416 |
141 | 0.939004392252862 | 0.121991215494275 | 0.0609956077471376 |
142 | 0.926567605623128 | 0.146864788753744 | 0.0734323943768718 |
143 | 0.901559410947455 | 0.196881178105089 | 0.0984405890525447 |
144 | 0.90043973795007 | 0.199120524099859 | 0.0995602620499295 |
145 | 0.871007447350643 | 0.257985105298713 | 0.128992552649357 |
146 | 0.86545437993717 | 0.269091240125658 | 0.134545620062829 |
147 | 0.85719509904288 | 0.285609801914241 | 0.142804900957120 |
148 | 0.820647619921942 | 0.358704760156117 | 0.179352380078058 |
149 | 0.914119420186618 | 0.171761159626765 | 0.0858805798133825 |
150 | 0.879530745697454 | 0.240938508605092 | 0.120469254302546 |
151 | 0.864423112849418 | 0.271153774301163 | 0.135576887150582 |
152 | 0.879152044080873 | 0.241695911838253 | 0.120847955919127 |
153 | 0.905208317515966 | 0.189583364968068 | 0.094791682484034 |
154 | 0.86704286260255 | 0.265914274794900 | 0.132957137397450 |
155 | 0.842302897717944 | 0.315394204564112 | 0.157697102282056 |
156 | 0.994474732336028 | 0.0110505353279442 | 0.00552526766397211 |
157 | 0.994090724189603 | 0.0118185516207936 | 0.0059092758103968 |
158 | 0.987387006880817 | 0.0252259862383658 | 0.0126129931191829 |
159 | 0.978964257245377 | 0.0420714855092466 | 0.0210357427546233 |
160 | 0.99480540125336 | 0.0103891974932801 | 0.00519459874664007 |
161 | 0.999458859900868 | 0.00108228019826311 | 0.000541140099131556 |
162 | 0.998830923203843 | 0.00233815359231398 | 0.00116907679615699 |
163 | 0.995981929182622 | 0.00803614163475582 | 0.00401807081737791 |
164 | 0.996290138681728 | 0.00741972263654331 | 0.00370986131827166 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 42 | 0.281879194630872 | NOK |
5% type I error level | 57 | 0.38255033557047 | NOK |
10% type I error level | 66 | 0.442953020134228 | NOK |