Multiple Linear Regression - Estimated Regression Equation |
werkloosheid[t] = + 10.4952949367313 + 1.04225695112174y1[t] + 0.0394807264497522y2[t] -0.0898548331677603y3[t] -0.0291764218555084y4[t] + 73.9019824169679M1[t] + 2.33650754539837M2[t] -32.5959697166417M3[t] -41.5271439546465M4[t] -17.4435726532354M5[t] + 76.4804322943862M6[t] -25.4586990058482M7[t] -38.7560469316444M8[t] -16.5996986134685M9[t] -12.9398795140996M10[t] + 22.4050149149399M11[t] + 0.032994413767139t + 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) | 10.4952949367313 | 5.739673 | 1.8286 | 0.068306 | 0.034153 |
y1 | 1.04225695112174 | 0.053057 | 19.6442 | 0 | 0 |
y2 | 0.0394807264497522 | 0.076484 | 0.5162 | 0.606041 | 0.30302 |
y3 | -0.0898548331677603 | 0.07637 | -1.1766 | 0.240156 | 0.120078 |
y4 | -0.0291764218555084 | 0.052825 | -0.5523 | 0.581075 | 0.290538 |
M1 | 73.9019824169679 | 6.670527 | 11.0789 | 0 | 0 |
M2 | 2.33650754539837 | 7.178575 | 0.3255 | 0.745007 | 0.372503 |
M3 | -32.5959697166417 | 8.085415 | -4.0315 | 6.8e-05 | 3.4e-05 |
M4 | -41.5271439546465 | 8.605249 | -4.8258 | 2e-06 | 1e-06 |
M5 | -17.4435726532354 | 7.257601 | -2.4035 | 0.016752 | 0.008376 |
M6 | 76.4804322943862 | 6.744053 | 11.3404 | 0 | 0 |
M7 | -25.4586990058482 | 7.009461 | -3.632 | 0.000323 | 0.000161 |
M8 | -38.7560469316444 | 8.225381 | -4.7118 | 4e-06 | 2e-06 |
M9 | -16.5996986134685 | 8.498953 | -1.9531 | 0.051588 | 0.025794 |
M10 | -12.9398795140996 | 6.63236 | -1.951 | 0.051841 | 0.02592 |
M11 | 22.4050149149399 | 6.589733 | 3.4 | 0.000751 | 0.000375 |
t | 0.032994413767139 | 0.01753 | 1.8821 | 0.060635 | 0.030318 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.987791209334682 |
R-squared | 0.975731473238873 |
Adjusted R-squared | 0.974637680483442 |
F-TEST (value) | 892.062475632636 |
F-TEST (DF numerator) | 16 |
F-TEST (DF denominator) | 355 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 24.692685681912 |
Sum Squared Residuals | 216453.697795924 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 235.1 | 84.4302717674657 | 150.669728232534 |
2 | 280.7 | 257.932400518385 | 22.7675994816146 |
3 | 264.6 | 279.841753429600 | -15.2417534296005 |
4 | 240.7 | 234.838686540671 | 5.86131345932885 |
5 | 201.4 | 222.452914257519 | -21.0529142575188 |
6 | 240.8 | 274.621844055064 | -33.8218440550637 |
7 | 241.1 | 214.846309397901 | 26.253690602099 |
8 | 223.8 | 207.678785019168 | 16.1212149808316 |
9 | 206.1 | 209.455279666752 | -3.35527966675201 |
10 | 174.7 | 192.840621106395 | -18.1406211063951 |
11 | 203.3 | 196.338568513064 | 6.9614314869359 |
12 | 220.5 | 204.630584648621 | 15.8694153513795 |
13 | 299.5 | 300.959394243423 | -1.45939424342259 |
14 | 347.4 | 310.790572836838 | 36.6094271631615 |
15 | 338.3 | 326.554226541274 | 11.7457734587257 |
16 | 327.7 | 302.462268982604 | 25.2377310173958 |
17 | 351.6 | 308.562652569878 | 43.0373474301217 |
18 | 396.6 | 426.431225737657 | -29.831225737657 |
19 | 438.8 | 373.588207684281 | 65.2117923157194 |
20 | 395.6 | 404.245469758787 | -8.64546975878682 |
21 | 363.5 | 378.334614883554 | -14.8346148835543 |
22 | 378.8 | 341.760599939876 | 37.0394000601242 |
23 | 357 | 394.468172606353 | -37.4681726063528 |
24 | 369 | 354.123767254250 | 14.8762327457496 |
25 | 464.8 | 439.266931855937 | 25.5330681440632 |
26 | 479.1 | 469.568872141662 | 9.5311278583379 |
27 | 431.3 | 452.913705286753 | -21.6137052867533 |
28 | 366.5 | 385.80200750739 | -19.3020075073904 |
29 | 326.3 | 336.413118737525 | -10.1131187375250 |
30 | 355.1 | 389.790875782761 | -34.6908757827609 |
31 | 331.6 | 323.531840039284 | 8.06815996071611 |
32 | 261.3 | 292.414289527228 | -31.1142895272278 |
33 | 249 | 238.990244487103 | 10.0097555128968 |
34 | 205.5 | 228.359110062028 | -22.8591100620279 |
35 | 235.6 | 224.915649281005 | 10.6843507189951 |
36 | 240.9 | 235.354468312438 | 5.54553168756202 |
37 | 264.9 | 320.269332081876 | -55.3693320818762 |
38 | 253.8 | 272.524810173544 | -18.7248101735442 |
39 | 232.3 | 225.649371688974 | 6.6506283110259 |
40 | 193.8 | 191.593280320166 | 2.20671967983369 |
41 | 177 | 175.031272322118 | 1.96872767788217 |
42 | 213.2 | 252.214084132049 | -39.0140841320488 |
43 | 207.2 | 191.461076818685 | 15.7389231813151 |
44 | 180.6 | 176.005237336062 | 4.59476266393806 |
45 | 188.6 | 167.471079735968 | 21.1289202640322 |
46 | 175.4 | 177.934704062351 | -2.53470406235144 |
47 | 199 | 202.435844055345 | -3.43584405534460 |
48 | 179.6 | 204.197196167523 | -24.5971961675227 |
49 | 225.8 | 259.796805713680 | -33.9968057136804 |
50 | 234 | 233.915225010311 | 0.0847749896891345 |
51 | 200.2 | 210.440878930879 | -10.2408789308793 |
52 | 183.6 | 163.052885407261 | 20.5471145927389 |
53 | 178.2 | 166.448776858117 | 11.7512231418833 |
54 | 203.2 | 256.920055326237 | -53.7200553262372 |
55 | 208.5 | 183.334899584286 | 25.1651004157142 |
56 | 191.8 | 177.551070776353 | 14.2489292236468 |
57 | 172.8 | 180.455152123573 | -7.65515212357263 |
58 | 148 | 162.480114271508 | -14.4801142715079 |
59 | 159.4 | 172.605837602017 | -13.2058376020174 |
60 | 154.5 | 163.330912402853 | -8.8309124028531 |
61 | 213.2 | 235.391662332434 | -22.1916623324339 |
62 | 196.4 | 224.545439509778 | -28.1454395097780 |
63 | 182.8 | 174.561235998630 | 8.23876400137044 |
64 | 176.4 | 145.693571194925 | 30.7064288050751 |
65 | 153.6 | 162.399659777507 | -8.79965977750738 |
66 | 173.2 | 234.052713622296 | -60.852713622296 |
67 | 171 | 152.646522684269 | 18.3534773157309 |
68 | 151.2 | 140.098445414288 | 11.1015545857124 |
69 | 161.9 | 140.468310604048 | 21.4316893959518 |
70 | 157.2 | 154.157377875083 | 3.04262212491711 |
71 | 201.7 | 186.902416645433 | 14.7975833545666 |
72 | 236.4 | 210.341517492708 | 26.0584825072917 |
73 | 356.1 | 322.309832856416 | 33.7901671435837 |
74 | 398.3 | 373.044079762448 | 25.2559202375518 |
75 | 403.7 | 382.437369724057 | 21.2626302759433 |
76 | 384.6 | 369.065418723489 | 15.5345812765111 |
77 | 365.8 | 366.203780939287 | -0.403780939286785 |
78 | 368.1 | 438.095806642988 | -69.995806642988 |
79 | 367.9 | 339.40329772233 | 28.49670227767 |
80 | 347 | 328.267839011905 | 18.7321609880948 |
81 | 343.3 | 329.007965934712 | 14.2920340652884 |
82 | 292.9 | 327.970146742263 | -35.0701467422633 |
83 | 311.5 | 312.556007858247 | -1.05600785824729 |
84 | 300.9 | 308.522388134372 | -7.62238813437229 |
85 | 366.9 | 376.780419147703 | -9.88041914770274 |
86 | 356.9 | 373.417593528165 | -16.5175935281652 |
87 | 329.7 | 331.111048899424 | -1.41104889942427 |
88 | 316.2 | 287.847523822774 | 28.3524761772261 |
89 | 269 | 295.792649427589 | -26.7926494275895 |
90 | 289.3 | 342.757946569678 | -53.4579465696785 |
91 | 266.2 | 262.152774424789 | 4.04722557521111 |
92 | 253.6 | 230.248773909345 | 23.3512260906547 |
93 | 233.8 | 237.946748274440 | -4.14674827443954 |
94 | 228.4 | 221.988782284607 | 6.41121771539332 |
95 | 253.6 | 252.762911450427 | 0.837088549573147 |
96 | 260.1 | 258.589318806794 | 1.51068119320569 |
97 | 306.6 | 341.356789378199 | -34.7567893781995 |
98 | 309.2 | 316.439092751674 | -7.2390927516736 |
99 | 309.5 | 284.766029509881 | 24.7339704901186 |
100 | 271 | 271.915280175388 | -0.915280175387967 |
101 | 279.9 | 254.326471307797 | 25.5735286922032 |
102 | 317.9 | 355.936734419079 | -38.0367344190788 |
103 | 298.4 | 297.438398291043 | 0.961601708957322 |
104 | 246.7 | 265.673886063474 | -18.9738860634743 |
105 | 227.3 | 229.534516441764 | -2.23451644176425 |
106 | 209.1 | 211.609856761948 | -2.50985676194837 |
107 | 259.9 | 232.467178102170 | 27.4328218978303 |
108 | 266 | 265.57486626998 | 0.425133730019798 |
109 | 320.6 | 350.074611953855 | -29.4746119538554 |
110 | 308.5 | 331.656578811492 | -23.1565788114916 |
111 | 282.2 | 284.271157806219 | -2.07115780621892 |
112 | 262.7 | 242.399853313159 | 20.3001466868409 |
113 | 263.5 | 244.648276223854 | 18.8517237761459 |
114 | 313.1 | 341.385423797134 | -28.2854237971337 |
115 | 284.3 | 293.726325409036 | -9.42632540903586 |
116 | 252.6 | 252.900272096257 | -0.300272096256638 |
117 | 250.3 | 236.432883693282 | 13.8671163067177 |
118 | 246.5 | 237.617635861579 | 8.88236413842056 |
119 | 312.7 | 272.632821780146 | 40.0671782198543 |
120 | 333.2 | 320.239743371829 | 12.9602566281714 |
121 | 446.4 | 418.563165927838 | 27.8368340721619 |
122 | 511.6 | 459.986007676582 | 51.6139923234182 |
123 | 515.5 | 493.737393068785 | 21.7626069312153 |
124 | 506.4 | 480.708474955817 | 25.6915250441827 |
125 | 483.2 | 486.33317117236 | -3.13317117236015 |
126 | 522.3 | 553.497798102698 | -31.1977981026983 |
127 | 509.8 | 492.131846088047 | 17.6681539119531 |
128 | 460.7 | 469.733114659559 | -9.03311465955875 |
129 | 405.8 | 437.417701020991 | -31.6177010209907 |
130 | 375 | 381.934491568907 | -6.93449156890696 |
131 | 378.5 | 387.819952016803 | -9.31995201680345 |
132 | 406.8 | 374.24541712392 | 32.5545828760801 |
133 | 467.8 | 482.183762635409 | -14.3837626354088 |
134 | 469.8 | 475.930402631623 | -6.13040263162308 |
135 | 429.8 | 442.878748743887 | -13.0787487438866 |
136 | 355.8 | 386.062414765935 | -30.2624147659345 |
137 | 332.7 | 329.513265640592 | 3.18673435940761 |
138 | 378 | 400.008396156787 | -22.0083961567865 |
139 | 360.5 | 352.220808903779 | 8.2791910962205 |
140 | 334.7 | 326.740137518777 | 7.95986248122329 |
141 | 319.5 | 317.951889601271 | 1.54811039872915 |
142 | 323.1 | 305.034562385334 | 18.0654376146660 |
143 | 363.6 | 346.393311288342 | 17.2066887116577 |
144 | 352.1 | 368.493373070841 | -16.3933730708413 |
145 | 411.9 | 432.161368597691 | -20.2613685976911 |
146 | 388.6 | 418.757669600822 | -30.1576696008224 |
147 | 416.4 | 361.786232729389 | 54.6137672706106 |
148 | 360.7 | 375.905105047963 | -15.2051050479631 |
149 | 338 | 343.414390366813 | -5.41439036681292 |
150 | 417.2 | 409.694926741657 | 7.50507325834348 |
151 | 388.4 | 393.633137573483 | -5.23313757348288 |
152 | 371.1 | 357.143488814228 | 13.9565111857719 |
153 | 331.5 | 353.710543359246 | -22.2105433592456 |
154 | 353.7 | 315.724011624655 | 37.9759883753448 |
155 | 396.7 | 375.071337578195 | 21.6286624218049 |
156 | 447 | 402.455841593985 | 44.5441584060147 |
157 | 533.5 | 529.674623312637 | 3.82537668736282 |
158 | 565.4 | 545.771775275882 | 19.6282247241180 |
159 | 542.3 | 541.761087758171 | 0.538912241829063 |
160 | 488.7 | 500.806190448425 | -12.1061904484247 |
161 | 467.1 | 462.755649133935 | 4.34435086606462 |
162 | 531.3 | 533.228650202372 | -1.92865020237239 |
163 | 496.1 | 502.87282028926 | -6.7728202892603 |
164 | 444 | 458.960405343699 | -14.9604053436991 |
165 | 403.4 | 420.319969773877 | -16.9199697738769 |
166 | 386.3 | 380.92996906782 | 5.37003093218039 |
167 | 394.1 | 402.590793409939 | -8.49079340993875 |
168 | 404.1 | 392.841454510508 | 11.2585454894921 |
169 | 462.1 | 480.228030893271 | -18.1280308932708 |
170 | 448.1 | 469.339309980048 | -21.2393099800475 |
171 | 432.3 | 421.011987528005 | 11.2880124719947 |
172 | 386.3 | 389.590073163462 | -3.29007316346242 |
173 | 395.2 | 364.704758845864 | 30.4952411541363 |
174 | 421.9 | 467.949907925575 | -46.0499079255749 |
175 | 382.9 | 398.817719890495 | -15.9177198904950 |
176 | 384.2 | 346.501888071087 | 37.6981119289132 |
177 | 345.5 | 365.847622307855 | -20.3476223078545 |
178 | 323.4 | 331.981744786964 | -8.58174478696445 |
179 | 372.6 | 343.818920065622 | 28.7810799343781 |
180 | 376 | 375.292870200279 | 0.707129799720536 |
181 | 462.7 | 457.828891744972 | 4.87110825502807 |
182 | 487 | 473.018264550507 | 13.9817354494935 |
183 | 444.2 | 465.127618209624 | -20.927618209624 |
184 | 399.3 | 404.690608660151 | -5.39060866015125 |
185 | 394.9 | 375.606993957065 | 19.2930060429351 |
186 | 455.4 | 466.342177924415 | -10.9421779244152 |
187 | 414 | 432.602104249083 | -18.6021042490826 |
188 | 375.5 | 380.282279518074 | -4.78227951807403 |
189 | 347 | 355.402386406325 | -8.40238640632502 |
190 | 339.4 | 329.825685415063 | 9.574314584937 |
191 | 385.8 | 360.824535667303 | 24.9754643326968 |
192 | 378.8 | 390.197339163879 | -11.3973391638794 |
193 | 451.8 | 460.182847798988 | -8.38284779898774 |
194 | 446.1 | 460.511236235042 | -14.4112362350419 |
195 | 422.5 | 421.828179654286 | 0.67182034571423 |
196 | 383.1 | 381.752527774553 | 1.34747222544655 |
197 | 352.8 | 362.254718224925 | -9.4547182249251 |
198 | 445.3 | 425.36267101254 | 19.9373289874597 |
199 | 367.5 | 422.897880076006 | -55.3978800760064 |
200 | 355.1 | 336.070055429398 | 19.0299445706018 |
201 | 326.2 | 334.836284963845 | -8.63628496384502 |
202 | 319.8 | 312.210198580403 | 7.58980141959703 |
203 | 331.8 | 343.160775493271 | -11.3607754932714 |
204 | 340.9 | 336.001754065838 | 4.89824593416226 |
205 | 394.1 | 421.313307393075 | -27.2133073930754 |
206 | 417.2 | 404.696642447505 | 12.5033575524954 |
207 | 369.9 | 394.805873773178 | -24.905873773178 |
208 | 349.2 | 332.475162378461 | 16.7248376215388 |
209 | 321.4 | 329.521738555458 | -8.1217385554579 |
210 | 405.7 | 397.262901902125 | 8.4370980978749 |
211 | 342.9 | 385.361501600256 | -42.4615016002557 |
212 | 316.5 | 313.073553091968 | 3.42644690803178 |
213 | 284.2 | 298.504264784794 | -14.3042647847939 |
214 | 270.9 | 270.67319875894 | 0.226801241059865 |
215 | 288.8 | 295.118289575655 | -6.31828957565537 |
216 | 278.8 | 294.550143486084 | -15.7501434860842 |
217 | 324.4 | 360.906723516117 | -36.5067235161166 |
218 | 310.9 | 335.285997661943 | -24.3859976619433 |
219 | 299 | 288.492657480100 | 10.5073425199004 |
220 | 273 | 262.853013956547 | 10.1469860434532 |
221 | 279.3 | 259.283673708961 | 20.0163262910387 |
222 | 359.2 | 360.243547184469 | -1.0435471844691 |
223 | 305 | 344.545894351705 | -39.5458943517047 |
224 | 282.1 | 278.138225651499 | 3.96177434850113 |
225 | 250.3 | 266.956816201384 | -16.6568162013838 |
226 | 246.5 | 239.140685884587 | 7.35931411541343 |
227 | 257.9 | 272.941548956139 | -15.0415489561388 |
228 | 266.5 | 265.826754692471 | 0.673245307529363 |
229 | 315.9 | 350.444480165423 | -34.5444801654226 |
230 | 318.4 | 329.825552645440 | -11.4255526454405 |
231 | 295.4 | 298.376697287194 | -2.97669728719412 |
232 | 266.4 | 260.915563416836 | 5.48443658316393 |
233 | 245.8 | 252.232668518558 | -6.43266851855798 |
234 | 362.8 | 325.567953728016 | 37.2320462719843 |
235 | 324.9 | 348.069425022469 | -23.1694250224690 |
236 | 294.2 | 302.619903854613 | -8.41990385461265 |
237 | 289.5 | 281.403657464268 | 8.09634253573187 |
238 | 295.2 | 278.977661825088 | 16.2223381749118 |
239 | 290.3 | 323.975185641549 | -33.6751856415489 |
240 | 272 | 298.039180087496 | -26.0391800874958 |
241 | 307.4 | 352.332355786764 | -44.9323557867639 |
242 | 328.7 | 317.247257182586 | 11.4527428174138 |
243 | 292.9 | 307.732773023590 | -14.8327730235897 |
244 | 249.1 | 259.715801248390 | -10.6158012483905 |
245 | 230.4 | 233.821349217377 | -3.42134921737707 |
246 | 361.5 | 309.154233016174 | 52.3457669838264 |
247 | 321.7 | 348.129850432331 | -26.4298504323312 |
248 | 277.2 | 301.517806160728 | -24.3178061607279 |
249 | 260.7 | 264.521012115458 | -3.82101211545793 |
250 | 251 | 249.010887062891 | 1.98911293710907 |
251 | 257.6 | 278.787213159210 | -21.1872131592103 |
252 | 241.8 | 265.692081008717 | -23.8920810087167 |
253 | 287.5 | 324.77297364864 | -37.2729736486398 |
254 | 292.3 | 299.937809772286 | -7.637809772286 |
255 | 274.7 | 273.072571467955 | 1.62742853204459 |
256 | 254.2 | 242.374798380484 | 11.8252016195157 |
257 | 230 | 242.665570134149 | -12.6655701341492 |
258 | 339 | 312.031994625018 | 26.968005374982 |
259 | 318.2 | 325.131960935333 | -6.93196093533254 |
260 | 287 | 297.264665633692 | -10.2646656336920 |
261 | 295.8 | 277.026284974099 | 18.7737150259007 |
262 | 284 | 287.347911539513 | -3.34791153951339 |
263 | 271 | 314.18493912127 | -43.18493912127 |
264 | 262.7 | 277.917287513423 | -15.2172875134231 |
265 | 340.6 | 343.491816725052 | -2.89181672505199 |
266 | 379.4 | 354.335857339176 | 25.0641426608238 |
267 | 373.3 | 364.076581384276 | 9.2234186157235 |
268 | 355.2 | 343.594959142079 | 11.6050408579212 |
269 | 338.4 | 342.846630821157 | -4.44663082115689 |
270 | 466.9 | 417.995181569289 | 48.9048184307106 |
271 | 451 | 451.160135351265 | -0.160135351265063 |
272 | 422 | 428.434824097997 | -6.43482409799665 |
273 | 429.2 | 408.714789521974 | 20.4852104780265 |
274 | 425.9 | 416.446433655078 | 9.45356634492222 |
275 | 460.7 | 451.738831058988 | 8.96116894101152 |
276 | 463.6 | 465.70622749457 | -2.10622749456997 |
277 | 541.4 | 544.124129476103 | -2.72412947610346 |
278 | 544.2 | 550.763067920162 | -6.56306792016181 |
279 | 517.5 | 520.577586556062 | -3.07758655606241 |
280 | 469.4 | 476.886374527101 | -7.48637452710083 |
281 | 439.4 | 447.294726343887 | -7.89472634388665 |
282 | 549 | 510.402424293774 | 38.5975757062262 |
283 | 533 | 526.644255395668 | 6.35574460433187 |
284 | 506.1 | 505.129909170867 | 0.970090829133145 |
285 | 484 | 489.678051234918 | -5.6780512349178 |
286 | 457 | 467.514896082085 | -10.5148960820854 |
287 | 481.5 | 476.763240951966 | 4.7367590480336 |
288 | 469.5 | 481.631173700054 | -12.1311737000537 |
289 | 544.7 | 547.097224333883 | -2.39722433388295 |
290 | 541.2 | 552.055017860527 | -10.8550178605271 |
291 | 521.5 | 516.840021974903 | 4.65997802509731 |
292 | 469.7 | 480.864231279043 | -11.1642312790431 |
293 | 434.4 | 448.334541607608 | -13.9345416076079 |
294 | 542.6 | 505.327026654201 | 37.2729733457989 |
295 | 517.3 | 520.028678104073 | -2.72867810407359 |
296 | 485.7 | 489.350252593465 | -3.65025259346493 |
297 | 465.8 | 468.91304803353 | -3.11304803352999 |
298 | 447 | 449.73379569791 | -2.73379569790954 |
299 | 426.6 | 468.309163604323 | -41.7091636043229 |
300 | 411.6 | 426.642949753684 | -15.0429497536838 |
301 | 467.5 | 486.408547156496 | -18.9085471564964 |
302 | 484.5 | 474.927574697159 | 9.57242530284116 |
303 | 451.2 | 461.896454129865 | -10.6964541298654 |
304 | 417.4 | 414.377051336674 | 3.02294866332558 |
305 | 379.9 | 398.792129767586 | -18.8921297675862 |
306 | 484.7 | 454.826211680851 | 29.8737883191493 |
307 | 455 | 464.676744238935 | -9.676744238935 |
308 | 420.8 | 428.950658713032 | -8.1506587130315 |
309 | 416.5 | 405.999565444654 | 10.5004345553463 |
310 | 376.3 | 403.47143275801 | -27.1714327580098 |
311 | 405.6 | 400.720400065435 | 4.87959993456545 |
312 | 405.8 | 408.683592438929 | -2.88359243892856 |
313 | 500.8 | 487.721428852188 | 13.0785711478116 |
314 | 514 | 513.751400443017 | 0.248599556982650 |
315 | 475.5 | 495.487538235278 | -19.9875382352779 |
316 | 430.1 | 438.441566946682 | -8.3415669466816 |
317 | 414.4 | 409.76181523853 | 4.63818476147031 |
318 | 538 | 488.637237794954 | 49.3627622050457 |
319 | 526 | 520.136914329127 | 5.8630856708735 |
320 | 488.5 | 501.9806256258 | -13.4806256257999 |
321 | 520.2 | 473.963576416877 | 46.2364235831231 |
322 | 504.4 | 506.687460295379 | -2.2874602953788 |
323 | 568.5 | 530.568901644976 | 37.9310983550239 |
324 | 610.6 | 572.627473840964 | 37.9725261590356 |
325 | 818 | 693.466996670585 | 124.533003329415 |
326 | 830.9 | 834.46203911823 | -3.5620391182297 |
327 | 835.9 | 815.542876487805 | 20.357123512195 |
328 | 782 | 792.501063031267 | -10.5010630312674 |
329 | 762.3 | 753.427065472536 | 8.87293452746379 |
330 | 856.9 | 823.89794173341 | 33.00205826659 |
331 | 820.9 | 824.508835510464 | -3.60883551046406 |
332 | 769.6 | 780.800857831616 | -11.2008578316157 |
333 | 752.2 | 740.175621111706 | 12.0243788882942 |
334 | 724.4 | 724.18248689496 | 0.217513105040478 |
335 | 723.1 | 735.55857198466 | -12.4585719846604 |
336 | 719.5 | 713.794277790033 | 5.70572220996707 |
337 | 817.4 | 786.931438754695 | 30.4685612453053 |
338 | 803.3 | 818.221699007193 | -14.9216990071928 |
339 | 752.5 | 772.85296301535 | -20.3529630153501 |
340 | 689 | 701.759698782743 | -12.7596987827427 |
341 | 630.4 | 656.097908646054 | -25.6979086460541 |
342 | 765.5 | 691.447637615234 | 74.0523623847657 |
343 | 757.7 | 735.224788391771 | 22.4752116082286 |
344 | 732.2 | 726.28287281581 | 5.91712718419012 |
345 | 702.6 | 711.157063987609 | -8.55706398760887 |
346 | 683.3 | 679.751446329102 | 3.54855367089792 |
347 | 709.5 | 696.364020848597 | 13.1359791514028 |
348 | 702.2 | 703.940856265415 | -1.74085626541496 |
349 | 784.8 | 773.899572753006 | 10.9004272469942 |
350 | 810.9 | 786.378215467592 | 24.5217845324081 |
351 | 755.6 | 781.834265077856 | -26.2342650778563 |
352 | 656.8 | 709.120701476813 | -52.3207014768131 |
353 | 615.1 | 623.323812657549 | -8.22381265754845 |
354 | 745.3 | 674.125469047673 | 71.1745309523265 |
355 | 694.1 | 716.765954549886 | -22.6659545498864 |
356 | 675.7 | 661.908012746602 | 13.7919872533981 |
357 | 643.7 | 652.41597189661 | -8.71597189660996 |
358 | 622.1 | 622.831914939777 | -0.731914939776954 |
359 | 634.6 | 637.580832121251 | -2.98083212125074 |
360 | 588 | 630.796440641295 | -42.7964406412948 |
361 | 689.7 | 659.530262526178 | 30.1697374738216 |
362 | 673.9 | 691.66253744238 | -17.7625374423807 |
363 | 647.9 | 648.133114598748 | -0.233114598747792 |
364 | 568.8 | 603.733843292744 | -34.9338432927443 |
365 | 545.7 | 542.833849547845 | 2.86615045215542 |
366 | 632.6 | 612.389001003825 | 20.2109989961755 |
367 | 643.8 | 608.00909266066 | 35.7909073393396 |
368 | 593.1 | 614.232393744624 | -21.1323937446242 |
369 | 579.7 | 576.887083533516 | 2.81291646648386 |
370 | 546 | 561.070175879896 | -15.0701758798959 |
371 | 562.9 | 565.023827852297 | -2.12382785229686 |
372 | 572.5 | 561.618748696247 | 10.8812513037529 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
20 | 0.507592120242871 | 0.984815759514257 | 0.492407879757129 |
21 | 0.583604463488633 | 0.832791073022734 | 0.416395536511367 |
22 | 0.931994512268572 | 0.136010975462856 | 0.068005487731428 |
23 | 0.91696664721851 | 0.166066705562980 | 0.0830333527814902 |
24 | 0.89123556607104 | 0.217528867857921 | 0.108764433928961 |
25 | 0.841322148510956 | 0.317355702978089 | 0.158677851489044 |
26 | 0.777279366241577 | 0.445441267516845 | 0.222720633758423 |
27 | 0.802294437487352 | 0.395411125025296 | 0.197705562512648 |
28 | 0.896661812717668 | 0.206676374564664 | 0.103338187282332 |
29 | 0.970742842235957 | 0.0585143155280866 | 0.0292571577640433 |
30 | 0.978780478641348 | 0.0424390427173039 | 0.0212195213586519 |
31 | 0.991727864179377 | 0.0165442716412464 | 0.00827213582062322 |
32 | 0.995195574047648 | 0.00960885190470313 | 0.00480442595235157 |
33 | 0.992378081565511 | 0.0152438368689771 | 0.00762191843448854 |
34 | 0.991777900063578 | 0.0164441998728432 | 0.00822209993642162 |
35 | 0.98886039430997 | 0.0222792113800618 | 0.0111396056900309 |
36 | 0.985391201887468 | 0.0292175962250637 | 0.0146087981125318 |
37 | 0.998993632302683 | 0.00201273539463482 | 0.00100636769731741 |
38 | 0.99915571978267 | 0.00168856043466072 | 0.00084428021733036 |
39 | 0.998733375493435 | 0.00253324901313044 | 0.00126662450656522 |
40 | 0.99837596185362 | 0.00324807629275941 | 0.00162403814637970 |
41 | 0.9978551926205 | 0.0042896147589981 | 0.00214480737949905 |
42 | 0.997205025305472 | 0.00558994938905527 | 0.00279497469452764 |
43 | 0.995982221035722 | 0.00803555792855632 | 0.00401777896427816 |
44 | 0.995027581107207 | 0.00994483778558512 | 0.00497241889279256 |
45 | 0.994914053432283 | 0.0101718931354345 | 0.00508594656771725 |
46 | 0.99301766927936 | 0.0139646614412808 | 0.0069823307206404 |
47 | 0.990565682594764 | 0.0188686348104716 | 0.00943431740523578 |
48 | 0.99028829485575 | 0.0194234102884980 | 0.00971170514424901 |
49 | 0.992729884597849 | 0.0145402308043023 | 0.00727011540215115 |
50 | 0.989935401904443 | 0.0201291961911148 | 0.0100645980955574 |
51 | 0.986301464869507 | 0.0273970702609853 | 0.0136985351304926 |
52 | 0.986830507489989 | 0.0263389850200229 | 0.0131694925100114 |
53 | 0.984560119920835 | 0.0308797601583292 | 0.0154398800791646 |
54 | 0.983947059394746 | 0.0321058812105084 | 0.0160529406052542 |
55 | 0.980746707197935 | 0.0385065856041297 | 0.0192532928020648 |
56 | 0.979522905350447 | 0.040954189299107 | 0.0204770946495535 |
57 | 0.973429571586204 | 0.0531408568275918 | 0.0265704284137959 |
58 | 0.96599231098123 | 0.0680153780375396 | 0.0340076890187698 |
59 | 0.9569569845936 | 0.0860860308127997 | 0.0430430154063998 |
60 | 0.945921488008427 | 0.108157023983145 | 0.0540785119915727 |
61 | 0.939361050117326 | 0.121277899765348 | 0.0606389498826742 |
62 | 0.935918620112314 | 0.128162759775372 | 0.0640813798876861 |
63 | 0.928821554044128 | 0.142356891911743 | 0.0711784459558715 |
64 | 0.935317485140103 | 0.129365029719795 | 0.0646825148598974 |
65 | 0.921410114818757 | 0.157179770362486 | 0.078589885181243 |
66 | 0.928518216761326 | 0.142963566477348 | 0.0714817832386738 |
67 | 0.9173372794869 | 0.165325441026199 | 0.0826627205130994 |
68 | 0.909873378597708 | 0.180253242804584 | 0.090126621402292 |
69 | 0.91310246309539 | 0.173795073809220 | 0.0868975369046098 |
70 | 0.905592839895553 | 0.188814320208894 | 0.094407160104447 |
71 | 0.915900738466924 | 0.168198523066152 | 0.0840992615330762 |
72 | 0.927725184908888 | 0.144549630182224 | 0.0722748150911119 |
73 | 0.948846391249246 | 0.102307217501508 | 0.0511536087507542 |
74 | 0.957043563050562 | 0.0859128738988766 | 0.0429564369494383 |
75 | 0.963218538655518 | 0.073562922688963 | 0.0367814613444815 |
76 | 0.958777108393842 | 0.0824457832123164 | 0.0412228916061582 |
77 | 0.95082472233433 | 0.0983505553313418 | 0.0491752776656709 |
78 | 0.965421438766422 | 0.0691571224671556 | 0.0345785612335778 |
79 | 0.96626193406911 | 0.0674761318617783 | 0.0337380659308891 |
80 | 0.967501022687574 | 0.0649979546248527 | 0.0324989773124264 |
81 | 0.965861418851576 | 0.0682771622968486 | 0.0341385811484243 |
82 | 0.964890773139287 | 0.0702184537214266 | 0.0351092268607133 |
83 | 0.9599652829158 | 0.0800694341684016 | 0.0400347170842008 |
84 | 0.951651121152154 | 0.0966977576956914 | 0.0483488788478457 |
85 | 0.9417158812883 | 0.116568237423399 | 0.0582841187116994 |
86 | 0.932259730786981 | 0.135480538426038 | 0.0677402692130189 |
87 | 0.921686157090064 | 0.156627685819872 | 0.0783138429099362 |
88 | 0.927136897399148 | 0.145726205201704 | 0.072863102600852 |
89 | 0.923347453501045 | 0.153305092997910 | 0.0766525464989548 |
90 | 0.939174097367447 | 0.121651805265107 | 0.0608259026325535 |
91 | 0.935004614038275 | 0.129990771923450 | 0.0649953859617249 |
92 | 0.942771262987116 | 0.114457474025767 | 0.0572287370128837 |
93 | 0.93275298211147 | 0.134494035777061 | 0.0672470178885307 |
94 | 0.930565019339605 | 0.138869961320790 | 0.0694349806603952 |
95 | 0.918075880802496 | 0.163848238395007 | 0.0819241191975037 |
96 | 0.904536331806035 | 0.190927336387931 | 0.0954636681939653 |
97 | 0.920562786248986 | 0.158874427502029 | 0.0794372137510144 |
98 | 0.906772513728252 | 0.186454972543496 | 0.0932274862717482 |
99 | 0.912048346239448 | 0.175903307521104 | 0.087951653760552 |
100 | 0.897773213296613 | 0.204453573406775 | 0.102226786703388 |
101 | 0.91297654588777 | 0.174046908224459 | 0.0870234541122296 |
102 | 0.921379336930606 | 0.157241326138788 | 0.0786206630693941 |
103 | 0.910917290287354 | 0.178165419425291 | 0.0890827097126456 |
104 | 0.903115988602457 | 0.193768022795086 | 0.0968840113975428 |
105 | 0.887524199808794 | 0.224951600382412 | 0.112475800191206 |
106 | 0.872047419396353 | 0.255905161207293 | 0.127952580603647 |
107 | 0.888940011931938 | 0.222119976136124 | 0.111059988068062 |
108 | 0.871904646020459 | 0.256190707959083 | 0.128095353979541 |
109 | 0.873831295563829 | 0.252337408872343 | 0.126168704436171 |
110 | 0.866291901131183 | 0.267416197737633 | 0.133708098868816 |
111 | 0.847213713762057 | 0.305572572475886 | 0.152786286237943 |
112 | 0.841992785492293 | 0.316014429015415 | 0.158007214507707 |
113 | 0.839469801577774 | 0.321060396844452 | 0.160530198422226 |
114 | 0.86104068066181 | 0.277918638676382 | 0.138959319338191 |
115 | 0.85630177906528 | 0.287396441869441 | 0.143698220934720 |
116 | 0.838498841363975 | 0.323002317272049 | 0.161501158636024 |
117 | 0.822810919536454 | 0.354378160927091 | 0.177189080463546 |
118 | 0.813234060950336 | 0.373531878099328 | 0.186765939049664 |
119 | 0.86049969189361 | 0.279000616212781 | 0.139500308106390 |
120 | 0.847354040435045 | 0.30529191912991 | 0.152645959564955 |
121 | 0.865608242970214 | 0.268783514059573 | 0.134391757029786 |
122 | 0.924905467918837 | 0.150189064162326 | 0.075094532081163 |
123 | 0.92293317854979 | 0.154133642900419 | 0.0770668214502096 |
124 | 0.925252791119555 | 0.149494417760890 | 0.0747472088804451 |
125 | 0.913491039713151 | 0.173017920573697 | 0.0865089602868487 |
126 | 0.932052353419186 | 0.135895293161627 | 0.0679476465808136 |
127 | 0.928786562005315 | 0.142426875989370 | 0.0712134379946848 |
128 | 0.917096387601678 | 0.165807224796644 | 0.0829036123983218 |
129 | 0.925154637688176 | 0.149690724623648 | 0.074845362311824 |
130 | 0.91560108096718 | 0.168797838065641 | 0.0843989190328205 |
131 | 0.903219631256713 | 0.193560737486574 | 0.096780368743287 |
132 | 0.928160717441108 | 0.143678565117784 | 0.0718392825588918 |
133 | 0.921399965134896 | 0.157200069730208 | 0.0786000348651039 |
134 | 0.909501361096939 | 0.180997277806122 | 0.0904986389030612 |
135 | 0.89899442714194 | 0.202011145716119 | 0.101005572858059 |
136 | 0.907170543158514 | 0.185658913682972 | 0.092829456841486 |
137 | 0.896537837820428 | 0.206924324359144 | 0.103462162179572 |
138 | 0.912502416057903 | 0.174995167884193 | 0.0874975839420966 |
139 | 0.903204716494425 | 0.193590567011150 | 0.0967952835055749 |
140 | 0.894190317663753 | 0.211619364672495 | 0.105809682336247 |
141 | 0.87900485666379 | 0.241990286672419 | 0.120995143336209 |
142 | 0.880013975172767 | 0.239972049654466 | 0.119986024827233 |
143 | 0.872570911479317 | 0.254858177041366 | 0.127429088520683 |
144 | 0.865270284631595 | 0.269459430736811 | 0.134729715368405 |
145 | 0.857379252858261 | 0.285241494283478 | 0.142620747141739 |
146 | 0.864799027433977 | 0.270401945132045 | 0.135200972566023 |
147 | 0.943323698536381 | 0.113352602927238 | 0.0566763014636189 |
148 | 0.943449728279617 | 0.113100543440766 | 0.0565502717203831 |
149 | 0.935036753808153 | 0.129926492383695 | 0.0649632461918473 |
150 | 0.944645749993333 | 0.110708500013333 | 0.0553542500066667 |
151 | 0.940921646739794 | 0.118156706520412 | 0.0590783532602061 |
152 | 0.939247154425086 | 0.121505691149827 | 0.0607528455749136 |
153 | 0.942134601152337 | 0.115730797695326 | 0.0578653988476632 |
154 | 0.962965018171005 | 0.0740699636579901 | 0.0370349818289950 |
155 | 0.963154617146545 | 0.0736907657069104 | 0.0368453828534552 |
156 | 0.978424879142081 | 0.0431502417158376 | 0.0215751208579188 |
157 | 0.974441458356792 | 0.051117083286417 | 0.0255585416432085 |
158 | 0.97432034186234 | 0.0513593162753192 | 0.0256796581376596 |
159 | 0.970464915977778 | 0.0590701680444447 | 0.0295350840222223 |
160 | 0.965924946965347 | 0.0681501060693064 | 0.0340750530346532 |
161 | 0.961035327699398 | 0.077929344601203 | 0.0389646723006015 |
162 | 0.967887258850998 | 0.0642254822980031 | 0.0321127411490015 |
163 | 0.964291617606884 | 0.0714167647862316 | 0.0357083823931158 |
164 | 0.958594746084512 | 0.0828105078309752 | 0.0414052539154876 |
165 | 0.954817422873621 | 0.0903651542527578 | 0.0451825771263789 |
166 | 0.94909848440152 | 0.101803031196958 | 0.0509015155984792 |
167 | 0.94134178919266 | 0.117316421614679 | 0.0586582108073397 |
168 | 0.936340238425475 | 0.127319523149049 | 0.0636597615745247 |
169 | 0.930790571443476 | 0.138418857113048 | 0.0692094285565238 |
170 | 0.926605318322211 | 0.146789363355577 | 0.0733946816777887 |
171 | 0.92271369196219 | 0.154572616075622 | 0.0772863080378108 |
172 | 0.912155312625879 | 0.175689374748242 | 0.0878446873741211 |
173 | 0.926302788860397 | 0.147394422279205 | 0.0736972111396026 |
174 | 0.965604777889594 | 0.0687904442208112 | 0.0343952221104056 |
175 | 0.963264471639658 | 0.0734710567206833 | 0.0367355283603417 |
176 | 0.980743420401416 | 0.0385131591971674 | 0.0192565795985837 |
177 | 0.981934699311815 | 0.0361306013763704 | 0.0180653006881852 |
178 | 0.978531941185986 | 0.0429361176280282 | 0.0214680588140141 |
179 | 0.985170438217413 | 0.0296591235651735 | 0.0148295617825868 |
180 | 0.982400187362032 | 0.0351996252759349 | 0.0175998126379674 |
181 | 0.979047430319953 | 0.0419051393600935 | 0.0209525696800467 |
182 | 0.97827044241633 | 0.0434591151673406 | 0.0217295575836703 |
183 | 0.977179539205524 | 0.0456409215889516 | 0.0228204607944758 |
184 | 0.973170330799568 | 0.0536593384008641 | 0.0268296692004321 |
185 | 0.976216296363707 | 0.0475674072725867 | 0.0237837036362934 |
186 | 0.983883313617779 | 0.0322333727644426 | 0.0161166863822213 |
187 | 0.983127147984524 | 0.0337457040309527 | 0.0168728520154764 |
188 | 0.980999241862712 | 0.0380015162745758 | 0.0190007581372879 |
189 | 0.978341585760543 | 0.043316828478914 | 0.021658414239457 |
190 | 0.976081722294042 | 0.0478365554119152 | 0.0239182777059576 |
191 | 0.980875402863516 | 0.0382491942729675 | 0.0191245971364838 |
192 | 0.97826830080638 | 0.0434633983872389 | 0.0217316991936195 |
193 | 0.974268388093016 | 0.0514632238139679 | 0.0257316119069840 |
194 | 0.970668879204976 | 0.0586622415900475 | 0.0293311207950238 |
195 | 0.966593131571814 | 0.066813736856372 | 0.033406868428186 |
196 | 0.962476315555897 | 0.0750473688882051 | 0.0375236844441026 |
197 | 0.956678877759107 | 0.0866422444817865 | 0.0433211222408933 |
198 | 0.966616786986724 | 0.066766426026551 | 0.0333832130132755 |
199 | 0.985458368715283 | 0.0290832625694349 | 0.0145416312847174 |
200 | 0.988132029552942 | 0.0237359408941153 | 0.0118679704470577 |
201 | 0.985912106507894 | 0.0281757869842119 | 0.0140878934921059 |
202 | 0.983301480817448 | 0.0333970383651034 | 0.0166985191825517 |
203 | 0.98150084387273 | 0.0369983122545408 | 0.0184991561272704 |
204 | 0.978816412308057 | 0.0423671753838857 | 0.0211835876919429 |
205 | 0.979516508201659 | 0.0409669835966821 | 0.0204834917983411 |
206 | 0.978263500497578 | 0.0434729990048433 | 0.0217364995024216 |
207 | 0.977284954036637 | 0.0454300919267260 | 0.0227150459633630 |
208 | 0.977488372058038 | 0.0450232558839235 | 0.0225116279419617 |
209 | 0.974144163808415 | 0.051711672383171 | 0.0258558361915855 |
210 | 0.980256151199827 | 0.0394876976003451 | 0.0197438488001725 |
211 | 0.985039301005557 | 0.0299213979888864 | 0.0149606989944432 |
212 | 0.984467710812705 | 0.0310645783745903 | 0.0155322891872951 |
213 | 0.982284597142733 | 0.0354308057145345 | 0.0177154028572673 |
214 | 0.97857681860063 | 0.0428463627987388 | 0.0214231813993694 |
215 | 0.975859030825875 | 0.0482819383482507 | 0.0241409691741254 |
216 | 0.973092278497037 | 0.0538154430059262 | 0.0269077215029631 |
217 | 0.979694149307429 | 0.0406117013851422 | 0.0203058506925711 |
218 | 0.978385255651917 | 0.0432294886961666 | 0.0216147443480833 |
219 | 0.979433965488168 | 0.0411320690236649 | 0.0205660345118324 |
220 | 0.97805572805955 | 0.0438885438809003 | 0.0219442719404501 |
221 | 0.978080440966469 | 0.0438391180670631 | 0.0219195590335315 |
222 | 0.985055203615586 | 0.0298895927688286 | 0.0149447963844143 |
223 | 0.989487601087886 | 0.0210247978242287 | 0.0105123989121144 |
224 | 0.99089481977376 | 0.0182103604524816 | 0.00910518022624078 |
225 | 0.990074581982262 | 0.0198508360354768 | 0.0099254180177384 |
226 | 0.988175525036072 | 0.0236489499278557 | 0.0118244749639278 |
227 | 0.9862987614851 | 0.0274024770298007 | 0.0137012385149004 |
228 | 0.983476365019717 | 0.0330472699605651 | 0.0165236349802825 |
229 | 0.987859842283544 | 0.0242803154329130 | 0.0121401577164565 |
230 | 0.985443819715082 | 0.0291123605698355 | 0.0145561802849178 |
231 | 0.984283432601776 | 0.0314331347964472 | 0.0157165673982236 |
232 | 0.982272696307954 | 0.0354546073840924 | 0.0177273036920462 |
233 | 0.978656002013915 | 0.0426879959721699 | 0.0213439979860850 |
234 | 0.984267219514332 | 0.0314655609713363 | 0.0157327804856682 |
235 | 0.983125811048905 | 0.03374837790219 | 0.016874188951095 |
236 | 0.980089398603792 | 0.0398212027924168 | 0.0199106013962084 |
237 | 0.976861636379485 | 0.0462767272410308 | 0.0231383636205154 |
238 | 0.976422480853642 | 0.0471550382927169 | 0.0235775191463584 |
239 | 0.9795792798398 | 0.0408414403203982 | 0.0204207201601991 |
240 | 0.979444683022905 | 0.0411106339541893 | 0.0205553169770947 |
241 | 0.988211355618762 | 0.023577288762475 | 0.0117886443812375 |
242 | 0.987826915822029 | 0.0243461683559423 | 0.0121730841779711 |
243 | 0.985380758688285 | 0.0292384826234295 | 0.0146192413117147 |
244 | 0.982497256750016 | 0.035005486499968 | 0.017502743249984 |
245 | 0.979562872565761 | 0.0408742548684774 | 0.0204371274342387 |
246 | 0.987287154797561 | 0.025425690404877 | 0.0127128452024385 |
247 | 0.988389702267847 | 0.0232205954643061 | 0.0116102977321530 |
248 | 0.98754702709865 | 0.0249059458026995 | 0.0124529729013497 |
249 | 0.984527341642639 | 0.0309453167147223 | 0.0154726583573611 |
250 | 0.98177577669559 | 0.0364484466088184 | 0.0182242233044092 |
251 | 0.979854791994326 | 0.0402904160113478 | 0.0201452080056739 |
252 | 0.97913624378478 | 0.0417275124304416 | 0.0208637562152208 |
253 | 0.989085173749905 | 0.0218296525001901 | 0.0109148262500951 |
254 | 0.98637049407303 | 0.0272590118539392 | 0.0136295059269696 |
255 | 0.985476585878185 | 0.0290468282436297 | 0.0145234141218148 |
256 | 0.984997244920759 | 0.0300055101584828 | 0.0150027550792414 |
257 | 0.982101139350275 | 0.0357977212994502 | 0.0178988606497251 |
258 | 0.985452910754042 | 0.0290941784919153 | 0.0145470892459576 |
259 | 0.982096316276582 | 0.0358073674468365 | 0.0179036837234182 |
260 | 0.978025598812958 | 0.0439488023740840 | 0.0219744011870420 |
261 | 0.975803567576706 | 0.0483928648465879 | 0.0241964324232940 |
262 | 0.970352351553505 | 0.0592952968929892 | 0.0296476484464946 |
263 | 0.985500343952666 | 0.0289993120946675 | 0.0144996560473337 |
264 | 0.98284373397704 | 0.0343125320459206 | 0.0171562660229603 |
265 | 0.980153816430842 | 0.039692367138316 | 0.019846183569158 |
266 | 0.982681045367433 | 0.0346379092651332 | 0.0173189546325666 |
267 | 0.981813355836324 | 0.0363732883273527 | 0.0181866441636764 |
268 | 0.97994545817394 | 0.040109083652119 | 0.0200545418260595 |
269 | 0.975146146228573 | 0.0497077075428544 | 0.0248538537714272 |
270 | 0.980056932747663 | 0.0398861345046735 | 0.0199430672523367 |
271 | 0.975512578864588 | 0.0489748422708236 | 0.0244874211354118 |
272 | 0.969868891369925 | 0.0602622172601502 | 0.0301311086300751 |
273 | 0.967777801490744 | 0.0644443970185113 | 0.0322221985092556 |
274 | 0.964329199074335 | 0.071341601851329 | 0.0356708009256645 |
275 | 0.957540693399898 | 0.0849186132002035 | 0.0424593066001017 |
276 | 0.948482205620173 | 0.103035588759654 | 0.0515177943798269 |
277 | 0.953447586422399 | 0.093104827155202 | 0.046552413577601 |
278 | 0.94369299025476 | 0.112614019490482 | 0.0563070097452408 |
279 | 0.93615135264036 | 0.127697294719280 | 0.0638486473596402 |
280 | 0.927237037717591 | 0.145525924564817 | 0.0727629622824087 |
281 | 0.913129877425613 | 0.173740245148773 | 0.0868701225743867 |
282 | 0.918021292645549 | 0.163957414708902 | 0.081978707354451 |
283 | 0.904271316279233 | 0.191457367441534 | 0.0957286837207668 |
284 | 0.889858659697106 | 0.220282680605787 | 0.110141340302894 |
285 | 0.87464567364412 | 0.250708652711758 | 0.125354326355879 |
286 | 0.85406742667028 | 0.29186514665944 | 0.14593257332972 |
287 | 0.836409093230656 | 0.327181813538689 | 0.163590906769344 |
288 | 0.81362924408706 | 0.372741511825881 | 0.186370755912940 |
289 | 0.830923857989556 | 0.338152284020887 | 0.169076142010443 |
290 | 0.806020792275235 | 0.38795841544953 | 0.193979207724765 |
291 | 0.80749722408941 | 0.385005551821179 | 0.192502775910589 |
292 | 0.787115522516804 | 0.425768954966391 | 0.212884477483196 |
293 | 0.762425102409055 | 0.475149795181891 | 0.237574897590945 |
294 | 0.76423626353324 | 0.471527472933520 | 0.235763736466760 |
295 | 0.732596010293654 | 0.534807979412692 | 0.267403989706346 |
296 | 0.699379677574676 | 0.601240644850647 | 0.300620322425324 |
297 | 0.666603545764806 | 0.666792908470388 | 0.333396454235194 |
298 | 0.629227797802131 | 0.741544404395738 | 0.370772202197869 |
299 | 0.709033975353382 | 0.581932049293236 | 0.290966024646618 |
300 | 0.691225907429264 | 0.617548185141471 | 0.308774092570736 |
301 | 0.771707959705925 | 0.45658408058815 | 0.228292040294075 |
302 | 0.74777951693521 | 0.50444096612958 | 0.25222048306479 |
303 | 0.723823831665403 | 0.552352336669195 | 0.276176168334597 |
304 | 0.718947286259788 | 0.562105427480423 | 0.281052713740212 |
305 | 0.698650161569942 | 0.602699676860117 | 0.301349838430058 |
306 | 0.735704234390241 | 0.528591531219518 | 0.264295765609759 |
307 | 0.724429490342984 | 0.551141019314032 | 0.275570509657016 |
308 | 0.686846158734517 | 0.626307682530966 | 0.313153841265483 |
309 | 0.647727664366845 | 0.704544671266309 | 0.352272335633155 |
310 | 0.66486577736781 | 0.67026844526438 | 0.33513422263219 |
311 | 0.63367256894041 | 0.732654862119179 | 0.366327431059589 |
312 | 0.594803239727585 | 0.81039352054483 | 0.405196760272415 |
313 | 0.693575860540363 | 0.612848278919273 | 0.306424139459636 |
314 | 0.666670347072548 | 0.666659305854904 | 0.333329652927452 |
315 | 0.662276106175144 | 0.675447787649713 | 0.337723893824856 |
316 | 0.618817525660895 | 0.76236494867821 | 0.381182474339105 |
317 | 0.576333151839354 | 0.847333696321292 | 0.423666848160646 |
318 | 0.625591571666237 | 0.748816856667526 | 0.374408428333763 |
319 | 0.678048546192668 | 0.643902907614665 | 0.321951453807332 |
320 | 0.828146950683098 | 0.343706098633804 | 0.171853049316902 |
321 | 0.813651392443964 | 0.372697215112072 | 0.186348607556036 |
322 | 0.895904713636438 | 0.208190572727124 | 0.104095286363562 |
323 | 0.95164327907998 | 0.0967134418400399 | 0.0483567209200199 |
324 | 0.978310801028493 | 0.0433783979430146 | 0.0216891989715073 |
325 | 0.993720476153554 | 0.0125590476928915 | 0.00627952384644576 |
326 | 0.9913346243478 | 0.0173307513044002 | 0.00866537565220008 |
327 | 0.987286249974934 | 0.025427500050132 | 0.012713750025066 |
328 | 0.984624890755057 | 0.0307502184898853 | 0.0153751092449427 |
329 | 0.98825352691158 | 0.0234929461768394 | 0.0117464730884197 |
330 | 0.983375447083431 | 0.0332491058331377 | 0.0166245529165688 |
331 | 0.981265334271045 | 0.037469331457909 | 0.0187346657289545 |
332 | 0.982073474351373 | 0.0358530512972533 | 0.0179265256486267 |
333 | 0.973085752508056 | 0.0538284949838874 | 0.0269142474919437 |
334 | 0.960230703194384 | 0.0795385936112314 | 0.0397692968056157 |
335 | 0.95877690422324 | 0.0824461915535201 | 0.0412230957767601 |
336 | 0.942299422583476 | 0.115401154833048 | 0.0577005774165238 |
337 | 0.924887996477693 | 0.150224007044615 | 0.0751120035223074 |
338 | 0.914786227856666 | 0.170427544286668 | 0.0852137721433338 |
339 | 0.937200133748539 | 0.125599732502923 | 0.0627998662514614 |
340 | 0.908909128661104 | 0.182181742677793 | 0.0910908713388964 |
341 | 0.903468268318091 | 0.193063463363818 | 0.0965317316819088 |
342 | 0.882543594233328 | 0.234912811533343 | 0.117456405766672 |
343 | 0.837301092168708 | 0.325397815662585 | 0.162698907831292 |
344 | 0.776031773544418 | 0.447936452911164 | 0.223968226455582 |
345 | 0.722151124228066 | 0.555697751543867 | 0.277848875771934 |
346 | 0.645991998759042 | 0.708016002481915 | 0.354008001240958 |
347 | 0.547609806621099 | 0.904780386757801 | 0.452390193378901 |
348 | 0.470862566385414 | 0.941725132770829 | 0.529137433614586 |
349 | 0.384525241626254 | 0.769050483252508 | 0.615474758373746 |
350 | 0.534766714597276 | 0.930466570805448 | 0.465233285402724 |
351 | 0.625080112818476 | 0.749839774363048 | 0.374919887181524 |
352 | 0.557286893031054 | 0.885426213937891 | 0.442713106968946 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 9 | 0.0270270270270270 | NOK |
5% type I error level | 123 | 0.369369369369369 | NOK |
10% type I error level | 170 | 0.510510510510511 | NOK |