Multiple Linear Regression - Estimated Regression Equation |
Maandelijkse_werkloosheid[t] = + 231.320512635610 + 157.805483799746Dummy_variabele[t] + 66.4670467565663M1[t] + 75.8697492508374M2[t] + 53.1079356160763M3[t] + 13.6912832716376M4[t] -7.34149810505899M5[t] + 64.8902366472769M6[t] + 41.6251972060639M7[t] + 9.98596421646396M8[t] -7.61455909571653M9[t] -23.5505662788647M10[t] -1.97367023620653M11[t] + 0.494071699277279t + 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) | 231.320512635610 | 20.569221 | 11.246 | 0 | 0 |
Dummy_variabele | 157.805483799746 | 17.934836 | 8.7988 | 0 | 0 |
M1 | 66.4670467565663 | 24.639278 | 2.6976 | 0.007315 | 0.003657 |
M2 | 75.8697492508374 | 24.636827 | 3.0795 | 0.002233 | 0.001117 |
M3 | 53.1079356160763 | 24.634608 | 2.1558 | 0.031763 | 0.015882 |
M4 | 13.6912832716376 | 24.632623 | 0.5558 | 0.578682 | 0.289341 |
M5 | -7.34149810505899 | 24.630872 | -0.2981 | 0.76583 | 0.382915 |
M6 | 64.8902366472769 | 24.629353 | 2.6347 | 0.008788 | 0.004394 |
M7 | 41.6251972060639 | 24.628069 | 1.6902 | 0.091869 | 0.045935 |
M8 | 9.98596421646396 | 24.627018 | 0.4055 | 0.685361 | 0.34268 |
M9 | -7.61455909571653 | 24.6262 | -0.3092 | 0.757345 | 0.378673 |
M10 | -23.5505662788647 | 24.625616 | -0.9563 | 0.339544 | 0.169772 |
M11 | -1.97367023620653 | 24.625265 | -0.0801 | 0.936164 | 0.468082 |
t | 0.494071699277279 | 0.075848 | 6.514 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.789133218099216 |
R-squared | 0.622731235907624 |
Adjusted R-squared | 0.6090315321836 |
F-TEST (value) | 45.4558177645518 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 358 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 96.9493071248264 |
Sum Squared Residuals | 3364902.19841024 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 235.1 | 298.281631091455 | -63.1816310914554 |
2 | 280.7 | 308.178405285003 | -27.4784052850026 |
3 | 264.6 | 285.910663349519 | -21.3106633495189 |
4 | 240.7 | 246.988082704357 | -6.28808270435705 |
5 | 201.4 | 226.449373026938 | -25.0493730269384 |
6 | 240.8 | 299.17517947855 | -58.3751794785501 |
7 | 241.1 | 276.404211736615 | -35.3042117366152 |
8 | 223.8 | 245.259050446294 | -21.4590504462937 |
9 | 206.1 | 228.152598833390 | -22.0525988333897 |
10 | 174.7 | 212.710663349518 | -38.0106633495183 |
11 | 203.3 | 234.781631091454 | -31.4816310914538 |
12 | 220.5 | 237.249373026938 | -16.7493730269379 |
13 | 299.5 | 304.210491482781 | -4.71049148278107 |
14 | 347.4 | 314.10726567633 | 33.29273432367 |
15 | 338.3 | 291.839523740846 | 46.4604762591543 |
16 | 327.7 | 252.916943095685 | 74.7830569043155 |
17 | 351.6 | 232.378233418265 | 119.221766581735 |
18 | 396.6 | 305.104039869878 | 91.495960130122 |
19 | 438.8 | 282.333072127943 | 156.466927872057 |
20 | 395.6 | 251.18791083762 | 144.41208916238 |
21 | 363.5 | 234.081459224717 | 129.418540775283 |
22 | 378.8 | 218.639523740846 | 160.160476259154 |
23 | 357 | 240.710491482781 | 116.289508517219 |
24 | 369 | 243.178233418265 | 125.821766581735 |
25 | 464.8 | 310.139351874109 | 154.660648125891 |
26 | 479.1 | 320.036126067657 | 159.063873932343 |
27 | 431.3 | 297.768384132173 | 133.531615867827 |
28 | 366.5 | 258.845803487012 | 107.654196512988 |
29 | 326.3 | 238.307093809592 | 87.9929061904076 |
30 | 355.1 | 311.032900261205 | 44.0670997387946 |
31 | 331.6 | 288.26193251927 | 43.3380674807301 |
32 | 261.3 | 257.116771228947 | 4.18322877105274 |
33 | 249 | 240.010319616044 | 8.98968038395593 |
34 | 205.5 | 224.568384132173 | -19.0683841321731 |
35 | 235.6 | 246.639351874109 | -11.0393518741086 |
36 | 240.9 | 249.107093809592 | -8.20709380959244 |
37 | 264.9 | 316.068212265436 | -51.1682122654359 |
38 | 253.8 | 325.964986458984 | -72.1649864589843 |
39 | 232.3 | 303.697244523500 | -71.3972445235004 |
40 | 193.8 | 264.774663878339 | -70.9746638783392 |
41 | 177 | 244.23595420092 | -67.2359542009198 |
42 | 213.2 | 316.961760652533 | -103.761760652533 |
43 | 207.2 | 294.190792910597 | -86.9907929105972 |
44 | 180.6 | 263.045631620275 | -82.4456316202746 |
45 | 188.6 | 245.939180007371 | -57.3391800073715 |
46 | 175.4 | 230.497244523500 | -55.0972445235004 |
47 | 199 | 252.568212265436 | -53.568212265436 |
48 | 179.6 | 255.03595420092 | -75.4359542009198 |
49 | 225.8 | 321.997072656763 | -96.1970726567632 |
50 | 234 | 331.893846850312 | -97.8938468503116 |
51 | 200.2 | 309.626104914828 | -109.426104914828 |
52 | 183.6 | 270.703524269667 | -87.1035242696666 |
53 | 178.2 | 250.164814592247 | -71.9648145922471 |
54 | 203.2 | 322.89062104386 | -119.69062104386 |
55 | 208.5 | 300.119653301925 | -91.6196533019245 |
56 | 191.8 | 268.974492011602 | -77.174492011602 |
57 | 172.8 | 251.868040398699 | -79.0680403986987 |
58 | 148 | 236.426104914828 | -88.4261049148277 |
59 | 159.4 | 258.497072656763 | -99.0970726567632 |
60 | 154.5 | 260.964814592247 | -106.464814592247 |
61 | 213.2 | 327.925933048091 | -114.725933048091 |
62 | 196.4 | 337.822707241639 | -141.422707241639 |
63 | 182.8 | 315.554965306155 | -132.754965306155 |
64 | 176.4 | 276.632384660994 | -100.232384660994 |
65 | 153.6 | 256.093674983574 | -102.493674983574 |
66 | 173.2 | 328.819481435187 | -155.619481435187 |
67 | 171 | 306.048513693252 | -135.048513693252 |
68 | 151.2 | 274.903352402929 | -123.703352402929 |
69 | 161.9 | 257.796900790026 | -95.896900790026 |
70 | 157.2 | 242.354965306155 | -85.1549653061551 |
71 | 201.7 | 264.425933048091 | -62.7259330480907 |
72 | 236.4 | 266.893674983574 | -30.4936749835745 |
73 | 356.1 | 333.854793439418 | 22.2452065605821 |
74 | 398.3 | 343.751567632966 | 54.5484323670337 |
75 | 403.7 | 321.483825697482 | 82.2161743025175 |
76 | 384.6 | 282.561245052321 | 102.038754947679 |
77 | 365.8 | 262.022535374902 | 103.777464625098 |
78 | 368.1 | 334.748341826515 | 33.3516581734853 |
79 | 367.9 | 311.977374084579 | 55.9226259154207 |
80 | 347 | 280.832212794257 | 66.1677872057434 |
81 | 343.3 | 263.725761181353 | 79.5742388186466 |
82 | 292.9 | 248.283825697482 | 44.6161743025175 |
83 | 311.5 | 270.354793439418 | 41.145206560582 |
84 | 300.9 | 272.822535374902 | 28.0774646250982 |
85 | 366.9 | 339.783653830745 | 27.1163461692547 |
86 | 356.9 | 349.680428024294 | 7.2195719757063 |
87 | 329.7 | 327.41268608881 | 2.2873139111902 |
88 | 316.2 | 288.490105443649 | 27.7098945563514 |
89 | 269 | 267.951395766229 | 1.04860423377084 |
90 | 289.3 | 340.677202217842 | -51.3772022178421 |
91 | 266.2 | 317.906234475907 | -51.7062344759066 |
92 | 253.6 | 286.761073185584 | -33.161073185584 |
93 | 233.8 | 269.654621572681 | -35.8546215726808 |
94 | 228.4 | 254.21268608881 | -25.8126860888098 |
95 | 253.6 | 276.283653830745 | -22.6836538307453 |
96 | 260.1 | 278.751395766229 | -18.6513957662291 |
97 | 306.6 | 345.712514222073 | -39.1125142220726 |
98 | 309.2 | 355.609288415621 | -46.409288415621 |
99 | 309.5 | 333.341546480137 | -23.8415464801371 |
100 | 271 | 294.418965834976 | -23.4189658349759 |
101 | 279.9 | 273.880256157557 | 6.01974384244347 |
102 | 317.9 | 346.606062609169 | -28.7060626091695 |
103 | 298.4 | 323.835094867234 | -25.4350948672340 |
104 | 246.7 | 292.689933576911 | -45.9899335769113 |
105 | 227.3 | 275.583481964008 | -48.2834819640081 |
106 | 209.1 | 260.141546480137 | -51.0415464801372 |
107 | 259.9 | 282.212514222073 | -22.3125142220727 |
108 | 266 | 284.680256157556 | -18.6802561575565 |
109 | 320.6 | 351.6413746134 | -31.0413746133999 |
110 | 308.5 | 361.538148806948 | -53.0381488069484 |
111 | 282.2 | 339.270406871465 | -57.0704068714645 |
112 | 262.7 | 300.347826226303 | -37.6478262263032 |
113 | 263.5 | 279.809116548884 | -16.3091165488838 |
114 | 313.1 | 352.534923000497 | -39.4349230004967 |
115 | 284.3 | 329.763955258561 | -45.4639552585613 |
116 | 252.6 | 298.618793968239 | -46.0187939682387 |
117 | 250.3 | 281.512342355335 | -31.2123423553355 |
118 | 246.5 | 266.070406871465 | -19.5704068714645 |
119 | 312.7 | 288.1413746134 | 24.5586253866 |
120 | 333.2 | 290.609116548884 | 42.5908834511161 |
121 | 446.4 | 357.570235004727 | 88.8297649952727 |
122 | 511.6 | 367.467009198276 | 144.132990801724 |
123 | 515.5 | 345.199267262792 | 170.300732737208 |
124 | 506.4 | 306.276686617631 | 200.123313382369 |
125 | 483.2 | 285.737976940211 | 197.462023059789 |
126 | 522.3 | 358.463783391824 | 163.836216608176 |
127 | 509.8 | 335.692815649889 | 174.107184350111 |
128 | 460.7 | 304.547654359566 | 156.152345640434 |
129 | 405.8 | 287.441202746663 | 118.358797253337 |
130 | 375 | 271.999267262792 | 103.000732737208 |
131 | 378.5 | 294.070235004727 | 84.4297649952727 |
132 | 406.8 | 296.537976940211 | 110.262023059789 |
133 | 467.8 | 363.499095396055 | 104.300904603945 |
134 | 469.8 | 373.395869589603 | 96.404130410397 |
135 | 429.8 | 351.128127654119 | 78.6718723458809 |
136 | 355.8 | 312.205547008958 | 43.5944529910421 |
137 | 332.7 | 291.666837331539 | 41.0331626684615 |
138 | 378 | 364.392643783151 | 13.6073562168485 |
139 | 360.5 | 341.621676041216 | 18.8783239587841 |
140 | 334.7 | 310.476514750893 | 24.2234852491066 |
141 | 319.5 | 293.37006313799 | 26.1299368620098 |
142 | 323.1 | 277.928127654119 | 45.1718723458808 |
143 | 363.6 | 299.999095396055 | 63.6009046039454 |
144 | 352.1 | 302.466837331538 | 49.6331626684615 |
145 | 411.9 | 369.427955787382 | 42.472044212618 |
146 | 388.6 | 379.32472998093 | 9.27527001906962 |
147 | 416.4 | 357.056988045447 | 59.3430119545535 |
148 | 360.7 | 318.134407400285 | 42.5655925997147 |
149 | 338 | 297.595697722866 | 40.4043022771341 |
150 | 417.2 | 370.321504174479 | 46.8784958255212 |
151 | 388.4 | 347.550536432543 | 40.8494635674567 |
152 | 371.1 | 316.405375142221 | 54.6946248577793 |
153 | 331.5 | 299.298923529318 | 32.2010764706825 |
154 | 353.7 | 283.856988045446 | 69.8430119545535 |
155 | 396.7 | 305.927955787382 | 90.772044212618 |
156 | 447 | 308.395697722866 | 138.604302277134 |
157 | 533.5 | 375.356816178709 | 158.143183821291 |
158 | 565.4 | 385.253590372258 | 180.146409627742 |
159 | 542.3 | 362.985848436774 | 179.314151563226 |
160 | 488.7 | 324.063267791613 | 164.636732208387 |
161 | 467.1 | 303.524558114193 | 163.575441885807 |
162 | 531.3 | 376.250364565806 | 155.049635434194 |
163 | 496.1 | 353.479396823871 | 142.620603176129 |
164 | 444 | 322.334235533548 | 121.665764466452 |
165 | 403.4 | 305.227783920645 | 98.1722160793552 |
166 | 386.3 | 289.785848436774 | 96.5141515632262 |
167 | 394.1 | 311.856816178709 | 82.2431838212907 |
168 | 404.1 | 314.324558114193 | 89.7754418858068 |
169 | 462.1 | 381.285676570037 | 80.8143234299634 |
170 | 448.1 | 391.182450763585 | 56.917549236415 |
171 | 432.3 | 368.914708828101 | 63.3852911718988 |
172 | 386.3 | 329.99212818294 | 56.30787181706 |
173 | 395.2 | 309.453418505521 | 85.7465814944794 |
174 | 421.9 | 382.179224957133 | 39.7207750428665 |
175 | 382.9 | 359.408257215198 | 23.491742784802 |
176 | 384.2 | 328.263095924875 | 55.9369040751246 |
177 | 345.5 | 311.156644311972 | 34.3433556880278 |
178 | 323.4 | 295.714708828101 | 27.6852911718988 |
179 | 372.6 | 317.785676570037 | 54.8143234299633 |
180 | 376 | 320.253418505521 | 55.7465814944794 |
181 | 462.7 | 387.214536961364 | 75.485463038636 |
182 | 487 | 397.111311154912 | 89.8886888450876 |
183 | 444.2 | 374.843569219429 | 69.3564307805715 |
184 | 399.3 | 335.920988574267 | 63.3790114257327 |
185 | 394.9 | 315.382278896848 | 79.517721103152 |
186 | 455.4 | 388.108085348461 | 67.2919146515392 |
187 | 414 | 365.337117606525 | 48.6628823934747 |
188 | 375.5 | 334.191956316203 | 41.3080436837973 |
189 | 347 | 317.085504703300 | 29.9144952967005 |
190 | 339.4 | 301.643569219429 | 37.7564307805714 |
191 | 385.8 | 323.714536961364 | 62.085463038636 |
192 | 378.8 | 326.182278896848 | 52.6177211031521 |
193 | 451.8 | 393.143397352691 | 58.6566026473087 |
194 | 446.1 | 403.04017154624 | 43.0598284537603 |
195 | 422.5 | 380.772429610756 | 41.7275703892441 |
196 | 383.1 | 341.849848965595 | 41.2501510344054 |
197 | 352.8 | 321.311139288175 | 31.4888607118248 |
198 | 445.3 | 394.036945739788 | 51.2630542602119 |
199 | 367.5 | 371.265977997853 | -3.76597799785268 |
200 | 355.1 | 340.12081670753 | 14.9791832924700 |
201 | 326.2 | 323.014365094627 | 3.18563490537313 |
202 | 319.8 | 307.572429610756 | 12.2275703892441 |
203 | 331.8 | 329.643397352691 | 2.1566026473086 |
204 | 340.9 | 332.111139288175 | 8.78886071182472 |
205 | 394.1 | 399.072257744019 | -4.97225774401864 |
206 | 417.2 | 408.969031937567 | 8.23096806243289 |
207 | 369.9 | 386.701290002083 | -16.8012900020832 |
208 | 349.2 | 347.778709356922 | 1.42129064307800 |
209 | 321.4 | 327.239999679503 | -5.83999967950261 |
210 | 405.7 | 399.965806131116 | 5.73419386888447 |
211 | 342.9 | 377.19483838918 | -34.29483838918 |
212 | 316.5 | 346.049677098857 | -29.5496770988574 |
213 | 284.2 | 328.943225485954 | -44.7432254859542 |
214 | 270.9 | 313.501290002083 | -42.6012900020833 |
215 | 288.8 | 335.572257744019 | -46.7722577440187 |
216 | 278.8 | 338.039999679503 | -59.2399996795026 |
217 | 324.4 | 405.001118135346 | -80.601118135346 |
218 | 310.9 | 414.897892328894 | -103.997892328894 |
219 | 299 | 392.630150393411 | -93.6301503934105 |
220 | 273 | 353.707569748249 | -80.7075697482493 |
221 | 279.3 | 333.16886007083 | -53.8688600708299 |
222 | 359.2 | 405.894666522443 | -46.6946665224429 |
223 | 305 | 383.123698780507 | -78.1236987805073 |
224 | 282.1 | 351.978537490185 | -69.8785374901847 |
225 | 250.3 | 334.872085877282 | -84.5720858772815 |
226 | 246.5 | 319.430150393411 | -72.9301503934106 |
227 | 257.9 | 341.501118135346 | -83.601118135346 |
228 | 266.5 | 343.96886007083 | -77.4688600708299 |
229 | 315.9 | 410.929978526673 | -95.0299785266734 |
230 | 318.4 | 420.826752720222 | -102.426752720222 |
231 | 295.4 | 398.559010784738 | -103.159010784738 |
232 | 266.4 | 359.636430139577 | -93.2364301395767 |
233 | 245.8 | 339.097720462157 | -93.2977204621573 |
234 | 362.8 | 411.82352691377 | -49.0235269137702 |
235 | 324.9 | 389.052559171835 | -64.1525591718347 |
236 | 294.2 | 357.907397881512 | -63.7073978815121 |
237 | 289.5 | 340.800946268609 | -51.3009462686089 |
238 | 295.2 | 325.359010784738 | -30.1590107847379 |
239 | 290.3 | 347.429978526673 | -57.1299785266734 |
240 | 272 | 349.897720462157 | -77.8977204621572 |
241 | 307.4 | 416.858838918001 | -109.458838918001 |
242 | 328.7 | 426.755613111549 | -98.055613111549 |
243 | 292.9 | 404.487871176065 | -111.587871176065 |
244 | 249.1 | 365.565290530904 | -116.465290530904 |
245 | 230.4 | 345.026580853485 | -114.626580853485 |
246 | 361.5 | 417.752387305098 | -56.2523873050975 |
247 | 321.7 | 394.981419563162 | -73.281419563162 |
248 | 277.2 | 363.836258272839 | -86.6362582728395 |
249 | 260.7 | 346.729806659936 | -86.0298066599362 |
250 | 251 | 331.287871176065 | -80.2878711760653 |
251 | 257.6 | 353.358838918001 | -95.7588389180007 |
252 | 241.8 | 355.826580853485 | -114.026580853485 |
253 | 287.5 | 422.787699309328 | -135.287699309328 |
254 | 292.3 | 432.684473502877 | -140.384473502877 |
255 | 274.7 | 410.416731567393 | -135.716731567393 |
256 | 254.2 | 371.494150922231 | -117.294150922231 |
257 | 230 | 350.955441244812 | -120.955441244812 |
258 | 339 | 423.681247696425 | -84.6812476964248 |
259 | 318.2 | 400.910279954489 | -82.7102799544894 |
260 | 287 | 369.765118664167 | -82.7651186641668 |
261 | 295.8 | 352.658667051264 | -56.8586670512636 |
262 | 284 | 337.216731567393 | -53.2167315673926 |
263 | 271 | 359.287699309328 | -88.2876993093281 |
264 | 262.7 | 361.755441244812 | -99.055441244812 |
265 | 340.6 | 586.522043500401 | -245.922043500401 |
266 | 379.4 | 596.41881769395 | -217.01881769395 |
267 | 373.3 | 574.151075758466 | -200.851075758466 |
268 | 355.2 | 535.228495113305 | -180.028495113305 |
269 | 338.4 | 514.689785435885 | -176.289785435885 |
270 | 466.9 | 587.415591887498 | -120.515591887498 |
271 | 451 | 564.644624145563 | -113.644624145563 |
272 | 422 | 533.49946285524 | -111.499462855240 |
273 | 429.2 | 516.393011242337 | -87.193011242337 |
274 | 425.9 | 500.951075758466 | -75.0510757584661 |
275 | 460.7 | 523.022043500402 | -62.3220435004015 |
276 | 463.6 | 525.489785435885 | -61.8897854358853 |
277 | 541.4 | 592.450903891729 | -51.0509038917288 |
278 | 544.2 | 602.347678085277 | -58.1476780852772 |
279 | 517.5 | 580.079936149793 | -62.5799361497934 |
280 | 469.4 | 541.157355504632 | -71.7573555046321 |
281 | 439.4 | 520.618645827213 | -81.2186458272128 |
282 | 549 | 593.344452278826 | -44.3444522788257 |
283 | 533 | 570.57348453689 | -37.5734845368901 |
284 | 506.1 | 539.428323246568 | -33.3283232465675 |
285 | 484 | 522.321871633664 | -38.3218716336643 |
286 | 457 | 506.879936149793 | -49.8799361497934 |
287 | 481.5 | 528.950903891729 | -47.4509038917289 |
288 | 469.5 | 531.418645827213 | -61.9186458272127 |
289 | 544.7 | 598.379764283056 | -53.6797642830561 |
290 | 541.2 | 608.276538476605 | -67.0765384766045 |
291 | 521.5 | 586.008796541121 | -64.5087965411207 |
292 | 469.7 | 547.086215895959 | -77.3862158959595 |
293 | 434.4 | 526.54750621854 | -92.14750621854 |
294 | 542.6 | 599.273312670153 | -56.673312670153 |
295 | 517.3 | 576.502344928217 | -59.2023449282175 |
296 | 485.7 | 545.357183637895 | -59.6571836378949 |
297 | 465.8 | 528.250732024992 | -62.4507320249917 |
298 | 447 | 512.808796541121 | -65.8087965411207 |
299 | 426.6 | 534.879764283056 | -108.279764283056 |
300 | 411.6 | 537.34750621854 | -125.74750621854 |
301 | 467.5 | 604.308624674384 | -136.808624674383 |
302 | 484.5 | 614.205398867932 | -129.705398867932 |
303 | 451.2 | 591.937656932448 | -140.737656932448 |
304 | 417.4 | 553.015076287287 | -135.615076287287 |
305 | 379.9 | 532.476366609867 | -152.576366609867 |
306 | 484.7 | 605.20217306148 | -120.502173061480 |
307 | 455 | 582.431205319545 | -127.431205319545 |
308 | 420.8 | 551.286044029222 | -130.486044029222 |
309 | 416.5 | 534.179592416319 | -117.679592416319 |
310 | 376.3 | 518.737656932448 | -142.437656932448 |
311 | 405.6 | 540.808624674384 | -135.208624674384 |
312 | 405.8 | 543.276366609867 | -137.476366609867 |
313 | 500.8 | 610.23748506571 | -109.437485065711 |
314 | 514 | 620.134259259259 | -106.134259259259 |
315 | 475.5 | 597.866517323775 | -122.366517323775 |
316 | 430.1 | 558.943936678614 | -128.843936678614 |
317 | 414.4 | 538.405227001195 | -124.005227001195 |
318 | 538 | 611.131033452808 | -73.1310334528077 |
319 | 526 | 588.360065710872 | -62.3600657108722 |
320 | 488.5 | 557.21490442055 | -68.7149044205496 |
321 | 520.2 | 540.108452807646 | -19.9084528076463 |
322 | 504.4 | 524.666517323775 | -20.2665173237754 |
323 | 568.5 | 546.737485065711 | 21.7625149342891 |
324 | 610.6 | 549.205227001195 | 61.3947729988053 |
325 | 818 | 616.166345457038 | 201.833654542962 |
326 | 830.9 | 626.063119650587 | 204.836880349413 |
327 | 835.9 | 603.795377715103 | 232.104622284897 |
328 | 782 | 564.872797069941 | 217.127202930059 |
329 | 762.3 | 544.334087392522 | 217.965912607478 |
330 | 856.9 | 617.059893844135 | 239.840106155865 |
331 | 820.9 | 594.2889261022 | 226.611073897800 |
332 | 769.6 | 563.143764811877 | 206.456235188123 |
333 | 752.2 | 546.037313198974 | 206.162686801026 |
334 | 724.4 | 530.595377715103 | 193.804622284897 |
335 | 723.1 | 552.666345457038 | 170.433654542962 |
336 | 719.5 | 555.134087392522 | 164.365912607478 |
337 | 817.4 | 622.095205848365 | 195.304794151634 |
338 | 803.3 | 631.991980041914 | 171.308019958086 |
339 | 752.5 | 609.72423810643 | 142.77576189357 |
340 | 689 | 570.801657461269 | 118.198342538731 |
341 | 630.4 | 550.262947783849 | 80.1370522161505 |
342 | 765.5 | 622.988754235462 | 142.511245764538 |
343 | 757.7 | 600.217786493527 | 157.482213506473 |
344 | 732.2 | 569.072625203204 | 163.127374796796 |
345 | 702.6 | 551.966173590301 | 150.633826409699 |
346 | 683.3 | 536.52423810643 | 146.775761893570 |
347 | 709.5 | 558.595205848366 | 150.904794151634 |
348 | 702.2 | 561.062947783849 | 141.137052216151 |
349 | 784.8 | 628.024066239693 | 156.775933760307 |
350 | 810.9 | 637.920840433241 | 172.979159566759 |
351 | 755.6 | 615.653098497757 | 139.946901502243 |
352 | 656.8 | 576.730517852596 | 80.0694821474038 |
353 | 615.1 | 556.191808175177 | 58.9081918248233 |
354 | 745.3 | 628.91761462679 | 116.382385373210 |
355 | 694.1 | 606.146646884854 | 87.9533531151458 |
356 | 675.7 | 575.001485594532 | 100.698514405468 |
357 | 643.7 | 557.895033981628 | 85.8049660183716 |
358 | 622.1 | 542.453098497757 | 79.6469015022426 |
359 | 634.6 | 564.524066239693 | 70.0759337603071 |
360 | 588 | 566.991808175177 | 21.0081918248233 |
361 | 689.7 | 633.95292663102 | 55.7470733689799 |
362 | 673.9 | 643.849700824569 | 30.0502991754314 |
363 | 647.9 | 621.581958889085 | 26.3180411109152 |
364 | 568.8 | 582.659378243923 | -13.8593782439235 |
365 | 545.7 | 562.120668566504 | -16.4206685665041 |
366 | 632.6 | 634.846475018117 | -2.24647501811702 |
367 | 643.8 | 612.075507276181 | 31.7244927238184 |
368 | 593.1 | 580.930345985859 | 12.1696540141411 |
369 | 579.7 | 563.823894372956 | 15.8761056270443 |
370 | 546 | 548.381958889085 | -2.38195888908476 |
371 | 562.9 | 570.45292663102 | -7.55292663102027 |
372 | 572.5 | 572.920668566504 | -0.420668566504086 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 0.032788760024566 | 0.065577520049132 | 0.967211239975434 |
18 | 0.0223075648230809 | 0.0446151296461617 | 0.97769243517692 |
19 | 0.028597469104659 | 0.057194938209318 | 0.971402530895341 |
20 | 0.0160118313294552 | 0.0320236626589104 | 0.983988168670545 |
21 | 0.00709499444232934 | 0.0141899888846587 | 0.99290500555767 |
22 | 0.00590457003207494 | 0.0118091400641499 | 0.994095429967925 |
23 | 0.00240606247772571 | 0.00481212495545142 | 0.997593937522274 |
24 | 0.000921423639712036 | 0.00184284727942407 | 0.999078576360288 |
25 | 0.000338166525072922 | 0.000676333050145843 | 0.999661833474927 |
26 | 0.000161268207927051 | 0.000322536415854103 | 0.999838731792073 |
27 | 0.000141630364745931 | 0.000283260729491863 | 0.999858369635254 |
28 | 0.000349340447592591 | 0.000698680895185183 | 0.999650659552407 |
29 | 0.00107847012265747 | 0.00215694024531494 | 0.998921529877343 |
30 | 0.00230730162867846 | 0.00461460325735692 | 0.997692698371321 |
31 | 0.00747175342455167 | 0.0149435068491033 | 0.992528246575448 |
32 | 0.0251426125881406 | 0.0502852251762813 | 0.97485738741186 |
33 | 0.041741101229543 | 0.083482202459086 | 0.958258898770457 |
34 | 0.0776931693739128 | 0.155386338747826 | 0.922306830626087 |
35 | 0.0927744278001854 | 0.185548855600371 | 0.907225572199815 |
36 | 0.108155247045448 | 0.216310494090896 | 0.891844752954552 |
37 | 0.154323287154798 | 0.308646574309596 | 0.845676712845202 |
38 | 0.242999062840487 | 0.485998125680973 | 0.757000937159513 |
39 | 0.307989288390641 | 0.615978576781282 | 0.692010711609359 |
40 | 0.35965184164904 | 0.71930368329808 | 0.64034815835096 |
41 | 0.391323328123185 | 0.78264665624637 | 0.608676671876815 |
42 | 0.413344278140942 | 0.826688556281885 | 0.586655721859058 |
43 | 0.435899629746458 | 0.871799259492915 | 0.564100370253542 |
44 | 0.432480193860981 | 0.864960387721963 | 0.567519806139019 |
45 | 0.402745026074388 | 0.805490052148775 | 0.597254973925613 |
46 | 0.368218614559854 | 0.736437229119708 | 0.631781385440146 |
47 | 0.329104372714215 | 0.658208745428431 | 0.670895627285785 |
48 | 0.305417094652599 | 0.610834189305198 | 0.694582905347401 |
49 | 0.277598372788442 | 0.555196745576883 | 0.722401627211559 |
50 | 0.256424845701362 | 0.512849691402723 | 0.743575154298638 |
51 | 0.23976029517469 | 0.47952059034938 | 0.76023970482531 |
52 | 0.213516260954422 | 0.427032521908844 | 0.786483739045578 |
53 | 0.184489571699261 | 0.368979143398523 | 0.815510428300739 |
54 | 0.163681269870996 | 0.327362539741993 | 0.836318730129004 |
55 | 0.141837960411817 | 0.283675920823635 | 0.858162039588183 |
56 | 0.118448163272193 | 0.236896326544385 | 0.881551836727807 |
57 | 0.0985388734627024 | 0.197077746925405 | 0.901461126537298 |
58 | 0.0821763295219836 | 0.164352659043967 | 0.917823670478016 |
59 | 0.0687305239783761 | 0.137461047956752 | 0.931269476021624 |
60 | 0.0580843778760301 | 0.116168755752060 | 0.94191562212397 |
61 | 0.0478653146408932 | 0.0957306292817865 | 0.952134685359107 |
62 | 0.0422954192498434 | 0.0845908384996867 | 0.957704580750157 |
63 | 0.0361000629652422 | 0.0722001259304845 | 0.963899937034758 |
64 | 0.0290871578356697 | 0.0581743156713395 | 0.97091284216433 |
65 | 0.0234498728827803 | 0.0468997457655606 | 0.97655012711722 |
66 | 0.0204532816314819 | 0.0409065632629637 | 0.979546718368518 |
67 | 0.0174843212663206 | 0.0349686425326413 | 0.98251567873368 |
68 | 0.0144410302226736 | 0.0288820604453472 | 0.985558969777326 |
69 | 0.0114724143004483 | 0.0229448286008966 | 0.988527585699552 |
70 | 0.00911110647503626 | 0.0182222129500725 | 0.990888893524964 |
71 | 0.00755313984545148 | 0.0151062796909030 | 0.992446860154549 |
72 | 0.0069299126215868 | 0.0138598252431736 | 0.993070087378413 |
73 | 0.0108972396762866 | 0.0217944793525732 | 0.989102760323713 |
74 | 0.0193036540359756 | 0.0386073080719512 | 0.980696345964024 |
75 | 0.0376122277280254 | 0.0752244554560509 | 0.962387772271975 |
76 | 0.0656954096582641 | 0.131390819316528 | 0.934304590341736 |
77 | 0.0987874211698726 | 0.197574842339745 | 0.901212578830128 |
78 | 0.115549744058240 | 0.231099488116481 | 0.88445025594176 |
79 | 0.129306922912969 | 0.258613845825937 | 0.870693077087031 |
80 | 0.147012914629005 | 0.294025829258011 | 0.852987085370995 |
81 | 0.166944427729051 | 0.333888855458101 | 0.83305557227095 |
82 | 0.166518358486108 | 0.333036716972216 | 0.833481641513892 |
83 | 0.164032595551108 | 0.328065191102217 | 0.835967404448892 |
84 | 0.153881194620700 | 0.307762389241399 | 0.8461188053793 |
85 | 0.145784444878724 | 0.291568889757447 | 0.854215555121276 |
86 | 0.130285993372252 | 0.260571986744504 | 0.869714006627748 |
87 | 0.114533888831423 | 0.229067777662845 | 0.885466111168577 |
88 | 0.101705209061628 | 0.203410418123257 | 0.898294790938372 |
89 | 0.0866887784561847 | 0.173377556912369 | 0.913311221543815 |
90 | 0.0746997254759515 | 0.149399450951903 | 0.925300274524048 |
91 | 0.0635950502556974 | 0.127190100511395 | 0.936404949744303 |
92 | 0.0534144098046156 | 0.106828819609231 | 0.946585590195384 |
93 | 0.0445509247969724 | 0.0891018495939448 | 0.955449075203028 |
94 | 0.0369783286653829 | 0.0739566573307658 | 0.963021671334617 |
95 | 0.0306034751102643 | 0.0612069502205287 | 0.969396524889736 |
96 | 0.0251627146199602 | 0.0503254292399205 | 0.97483728538004 |
97 | 0.0206461958309087 | 0.0412923916618174 | 0.97935380416909 |
98 | 0.0169041943045617 | 0.0338083886091234 | 0.983095805695438 |
99 | 0.0136527417023650 | 0.0273054834047299 | 0.986347258297635 |
100 | 0.0108724710844127 | 0.0217449421688254 | 0.989127528915587 |
101 | 0.00870620472267966 | 0.0174124094453593 | 0.99129379527732 |
102 | 0.0072199747403996 | 0.0144399494807992 | 0.9927800252596 |
103 | 0.00576062102894342 | 0.0115212420578868 | 0.994239378971057 |
104 | 0.00460079949570907 | 0.00920159899141813 | 0.99539920050429 |
105 | 0.00367178718234653 | 0.00734357436469306 | 0.996328212817653 |
106 | 0.00293289834747818 | 0.00586579669495635 | 0.997067101652522 |
107 | 0.0022990103414086 | 0.0045980206828172 | 0.997700989658591 |
108 | 0.00178945335022816 | 0.00357890670045631 | 0.998210546649772 |
109 | 0.00139626143863033 | 0.00279252287726065 | 0.99860373856137 |
110 | 0.00110319867578957 | 0.00220639735157914 | 0.99889680132421 |
111 | 0.00087746219803481 | 0.00175492439606962 | 0.999122537801965 |
112 | 0.000672766121735549 | 0.00134553224347110 | 0.999327233878264 |
113 | 0.000503514450935642 | 0.00100702890187128 | 0.999496485549064 |
114 | 0.000402792198893636 | 0.000805584397787272 | 0.999597207801106 |
115 | 0.000312525767665821 | 0.000625051535331642 | 0.999687474232334 |
116 | 0.000242422441714657 | 0.000484844883429314 | 0.999757577558285 |
117 | 0.000184143645945035 | 0.000368287291890069 | 0.999815856354055 |
118 | 0.000140573128293505 | 0.00028114625658701 | 0.999859426871706 |
119 | 0.000117591839462396 | 0.000235183678924792 | 0.999882408160538 |
120 | 0.000104418268165345 | 0.000208836536330690 | 0.999895581731835 |
121 | 0.000135585731595824 | 0.000271171463191649 | 0.999864414268404 |
122 | 0.000297218205816576 | 0.000594436411633153 | 0.999702781794183 |
123 | 0.000764120901413055 | 0.00152824180282611 | 0.999235879098587 |
124 | 0.00213352851543766 | 0.00426705703087533 | 0.997866471484562 |
125 | 0.00476328934358216 | 0.00952657868716433 | 0.995236710656418 |
126 | 0.00909113683555208 | 0.0181822736711042 | 0.990908863164448 |
127 | 0.0154950027895894 | 0.0309900055791788 | 0.98450499721041 |
128 | 0.0217196169254671 | 0.0434392338509342 | 0.978280383074533 |
129 | 0.0233856844045925 | 0.046771368809185 | 0.976614315595407 |
130 | 0.0235221571666742 | 0.0470443143333483 | 0.976477842833326 |
131 | 0.0217477812111149 | 0.0434955624222299 | 0.978252218788885 |
132 | 0.0217397005868493 | 0.0434794011736985 | 0.97826029941315 |
133 | 0.0211858592016538 | 0.0423717184033075 | 0.978814140798346 |
134 | 0.0197719795277961 | 0.0395439590555922 | 0.980228020472204 |
135 | 0.0173654711216262 | 0.0347309422432523 | 0.982634528878374 |
136 | 0.0143233762128999 | 0.0286467524257999 | 0.9856766237871 |
137 | 0.0117637217590635 | 0.023527443518127 | 0.988236278240937 |
138 | 0.00950184668741548 | 0.0190036933748310 | 0.990498153312585 |
139 | 0.00762293705174215 | 0.0152458741034843 | 0.992377062948258 |
140 | 0.00608641319260586 | 0.0121728263852117 | 0.993913586807394 |
141 | 0.00483554244084662 | 0.00967108488169323 | 0.995164457559153 |
142 | 0.00389275811350944 | 0.00778551622701888 | 0.99610724188649 |
143 | 0.00322184193562272 | 0.00644368387124544 | 0.996778158064377 |
144 | 0.00257625459811125 | 0.0051525091962225 | 0.99742374540189 |
145 | 0.00203249618351369 | 0.00406499236702739 | 0.997967503816486 |
146 | 0.00159082296981889 | 0.00318164593963777 | 0.998409177030181 |
147 | 0.00127564074828373 | 0.00255128149656745 | 0.998724359251716 |
148 | 0.00100081170038367 | 0.00200162340076734 | 0.998999188299616 |
149 | 0.000784054364626776 | 0.00156810872925355 | 0.999215945635373 |
150 | 0.000616411244695028 | 0.00123282248939006 | 0.999383588755305 |
151 | 0.00047319172126233 | 0.00094638344252466 | 0.999526808278738 |
152 | 0.000370860527508371 | 0.000741721055016742 | 0.999629139472492 |
153 | 0.000279814501014983 | 0.000559629002029965 | 0.999720185498985 |
154 | 0.000227232062138993 | 0.000454464124277985 | 0.999772767937861 |
155 | 0.000199236123913058 | 0.000398472247826117 | 0.999800763876087 |
156 | 0.000232507261204128 | 0.000465014522408257 | 0.999767492738796 |
157 | 0.000318180016113688 | 0.000636360032227375 | 0.999681819983886 |
158 | 0.00052626034909964 | 0.00105252069819928 | 0.9994737396509 |
159 | 0.000839105867413633 | 0.00167821173482727 | 0.999160894132586 |
160 | 0.00116416073814142 | 0.00232832147628283 | 0.998835839261859 |
161 | 0.00161110016029481 | 0.00322220032058963 | 0.998388899839705 |
162 | 0.00218926082689525 | 0.00437852165379051 | 0.997810739173105 |
163 | 0.00267522987881372 | 0.00535045975762744 | 0.997324770121186 |
164 | 0.00290247241373234 | 0.00580494482746468 | 0.997097527586268 |
165 | 0.00283533390272024 | 0.00567066780544047 | 0.99716466609728 |
166 | 0.00277624949927003 | 0.00555249899854005 | 0.99722375050073 |
167 | 0.00261443974856831 | 0.00522887949713662 | 0.997385560251432 |
168 | 0.00258344313598549 | 0.00516688627197099 | 0.997416556864015 |
169 | 0.00246398529510691 | 0.00492797059021381 | 0.997536014704893 |
170 | 0.00224957109007574 | 0.00449914218015148 | 0.997750428909924 |
171 | 0.00213391760813864 | 0.00426783521627728 | 0.997866082391861 |
172 | 0.00206209839861223 | 0.00412419679722445 | 0.997937901601388 |
173 | 0.00219971545450240 | 0.00439943090900481 | 0.997800284545498 |
174 | 0.00191003316839028 | 0.00382006633678055 | 0.99808996683161 |
175 | 0.00169465837880167 | 0.00338931675760334 | 0.998305341621198 |
176 | 0.00157512745809165 | 0.00315025491618329 | 0.998424872541908 |
177 | 0.00140873086435811 | 0.00281746172871623 | 0.998591269135642 |
178 | 0.00125943754864257 | 0.00251887509728515 | 0.998740562451357 |
179 | 0.00120815565914617 | 0.00241631131829233 | 0.998791844340854 |
180 | 0.00120836998338540 | 0.00241673996677080 | 0.998791630016615 |
181 | 0.0012674992132413 | 0.0025349984264826 | 0.998732500786759 |
182 | 0.00144913669444369 | 0.00289827338888739 | 0.998550863305556 |
183 | 0.00158790602102533 | 0.00317581204205066 | 0.998412093978975 |
184 | 0.00178660146414651 | 0.00357320292829303 | 0.998213398535853 |
185 | 0.00223381347350726 | 0.00446762694701452 | 0.997766186526493 |
186 | 0.00231880780486970 | 0.00463761560973941 | 0.99768119219513 |
187 | 0.00237437150243146 | 0.00474874300486293 | 0.997625628497569 |
188 | 0.00242074070174534 | 0.00484148140349067 | 0.997579259298255 |
189 | 0.00240038561568116 | 0.00480077123136231 | 0.997599614384319 |
190 | 0.00245529368496137 | 0.00491058736992274 | 0.997544706315039 |
191 | 0.0028561573045827 | 0.0057123146091654 | 0.997143842695417 |
192 | 0.00339079308040301 | 0.00678158616080602 | 0.996609206919597 |
193 | 0.00399161542254317 | 0.00798323084508635 | 0.996008384577457 |
194 | 0.00458825348089787 | 0.00917650696179575 | 0.995411746519102 |
195 | 0.00549323116534757 | 0.0109864623306951 | 0.994506768834652 |
196 | 0.00691700442714182 | 0.0138340088542836 | 0.993082995572858 |
197 | 0.00891490821916756 | 0.0178298164383351 | 0.991085091780832 |
198 | 0.010145573321017 | 0.020291146642034 | 0.989854426678983 |
199 | 0.0106643418376123 | 0.0213286836752246 | 0.989335658162388 |
200 | 0.0116340725583430 | 0.0232681451166861 | 0.988365927441657 |
201 | 0.0123106153171836 | 0.0246212306343672 | 0.987689384682816 |
202 | 0.0134367622306438 | 0.0268735244612876 | 0.986563237769356 |
203 | 0.0151365719520348 | 0.0302731439040696 | 0.984863428047965 |
204 | 0.0181572103394108 | 0.0363144206788216 | 0.98184278966059 |
205 | 0.020368401485823 | 0.040736802971646 | 0.979631598514177 |
206 | 0.0237025089758659 | 0.0474050179517319 | 0.976297491024134 |
207 | 0.0275218968727649 | 0.0550437937455299 | 0.972478103127235 |
208 | 0.0341175390337752 | 0.0682350780675504 | 0.965882460966225 |
209 | 0.0432429688181855 | 0.086485937636371 | 0.956757031181815 |
210 | 0.0466403857471194 | 0.0932807714942388 | 0.95335961425288 |
211 | 0.0492095451839864 | 0.0984190903679727 | 0.950790454816014 |
212 | 0.0525335966418001 | 0.105067193283600 | 0.9474664033582 |
213 | 0.0547834097356033 | 0.109566819471207 | 0.945216590264397 |
214 | 0.0575569886781304 | 0.115113977356261 | 0.94244301132187 |
215 | 0.0623506746490387 | 0.124701349298077 | 0.937649325350961 |
216 | 0.0697086087767427 | 0.139417217553485 | 0.930291391223257 |
217 | 0.0762238703037827 | 0.152447740607565 | 0.923776129696217 |
218 | 0.0867602204793123 | 0.173520440958625 | 0.913239779520688 |
219 | 0.0965105363556577 | 0.193021072711315 | 0.903489463644342 |
220 | 0.107418800729388 | 0.214837601458775 | 0.892581199270612 |
221 | 0.120587530441256 | 0.241175060882512 | 0.879412469558744 |
222 | 0.119333557443681 | 0.238667114887362 | 0.880666442556319 |
223 | 0.119673690403300 | 0.239347380806600 | 0.8803263095967 |
224 | 0.119842804509396 | 0.239685609018793 | 0.880157195490604 |
225 | 0.119113985799846 | 0.238227971599692 | 0.880886014200154 |
226 | 0.117728709549630 | 0.235457419099260 | 0.88227129045037 |
227 | 0.119010483967779 | 0.238020967935557 | 0.880989516032221 |
228 | 0.122106231220873 | 0.244212462441746 | 0.877893768779127 |
229 | 0.123209119541067 | 0.246418239082134 | 0.876790880458933 |
230 | 0.125171729721701 | 0.250343459443402 | 0.874828270278299 |
231 | 0.127773651632648 | 0.255547303265296 | 0.872226348367352 |
232 | 0.131179563805210 | 0.262359127610421 | 0.86882043619479 |
233 | 0.136779312600171 | 0.273558625200342 | 0.863220687399829 |
234 | 0.129593027598973 | 0.259186055197946 | 0.870406972401027 |
235 | 0.122367031950830 | 0.244734063901659 | 0.87763296804917 |
236 | 0.116194165252274 | 0.232388330504549 | 0.883805834747726 |
237 | 0.109175371950466 | 0.218350743900932 | 0.890824628049534 |
238 | 0.106068169680193 | 0.212136339360386 | 0.893931830319807 |
239 | 0.102214471513593 | 0.204428943027186 | 0.897785528486407 |
240 | 0.099839269650848 | 0.199678539301696 | 0.900160730349152 |
241 | 0.0971437775052125 | 0.194287555010425 | 0.902856222494788 |
242 | 0.0927269449100064 | 0.185453889820013 | 0.907273055089994 |
243 | 0.09039910779228 | 0.18079821558456 | 0.90960089220772 |
244 | 0.0898494365264549 | 0.179698873052910 | 0.910150563473545 |
245 | 0.0900128588530778 | 0.180025717706156 | 0.909987141146922 |
246 | 0.0820234227988553 | 0.164046845597711 | 0.917976577201145 |
247 | 0.074314466539793 | 0.148628933079586 | 0.925685533460207 |
248 | 0.0677970353942523 | 0.135594070788505 | 0.932202964605748 |
249 | 0.0610441425418623 | 0.122088285083725 | 0.938955857458138 |
250 | 0.0550842095356358 | 0.110168419071272 | 0.944915790464364 |
251 | 0.0503896452834706 | 0.100779290566941 | 0.94961035471653 |
252 | 0.0473248369846837 | 0.0946496739693675 | 0.952675163015316 |
253 | 0.0463269993576077 | 0.0926539987152153 | 0.953673000642392 |
254 | 0.046025725977209 | 0.092051451954418 | 0.953974274022791 |
255 | 0.0449619128990736 | 0.0899238257981472 | 0.955038087100926 |
256 | 0.0418708754797779 | 0.0837417509595557 | 0.958129124520222 |
257 | 0.0393555694019017 | 0.0787111388038033 | 0.960644430598098 |
258 | 0.0340080588537655 | 0.068016117707531 | 0.965991941146235 |
259 | 0.0291566646230974 | 0.0583133292461949 | 0.970843335376903 |
260 | 0.0248903056310977 | 0.0497806112621954 | 0.975109694368902 |
261 | 0.0206558525227043 | 0.0413117050454085 | 0.979344147477296 |
262 | 0.0172225914738722 | 0.0344451829477444 | 0.982777408526128 |
263 | 0.0145619428901503 | 0.0291238857803005 | 0.98543805710985 |
264 | 0.0124670195464345 | 0.0249340390928691 | 0.987532980453566 |
265 | 0.0137310038270128 | 0.0274620076540255 | 0.986268996172987 |
266 | 0.0134918211995384 | 0.0269836423990769 | 0.986508178800461 |
267 | 0.0123924337254595 | 0.024784867450919 | 0.98760756627454 |
268 | 0.0104283279436214 | 0.0208566558872428 | 0.989571672056379 |
269 | 0.00852568911025723 | 0.0170513782205145 | 0.991474310889743 |
270 | 0.00726170980449638 | 0.0145234196089928 | 0.992738290195504 |
271 | 0.00608913274427079 | 0.0121782654885416 | 0.99391086725573 |
272 | 0.00500231323243762 | 0.0100046264648752 | 0.994997686767562 |
273 | 0.00419524708482188 | 0.00839049416964377 | 0.995804752915178 |
274 | 0.00356249227871318 | 0.00712498455742636 | 0.996437507721287 |
275 | 0.00311228083772083 | 0.00622456167544167 | 0.99688771916228 |
276 | 0.00271518478797971 | 0.00543036957595943 | 0.99728481521202 |
277 | 0.00227327542761431 | 0.00454655085522862 | 0.997726724572386 |
278 | 0.00184481940716788 | 0.00368963881433575 | 0.998155180592832 |
279 | 0.00146945053794464 | 0.00293890107588928 | 0.998530549462055 |
280 | 0.0011565814080399 | 0.0023131628160798 | 0.99884341859196 |
281 | 0.000899881187179536 | 0.00179976237435907 | 0.99910011881282 |
282 | 0.000734148028529144 | 0.00146829605705829 | 0.99926585197147 |
283 | 0.000607478933032094 | 0.00121495786606419 | 0.999392521066968 |
284 | 0.000511715976844742 | 0.00102343195368948 | 0.999488284023155 |
285 | 0.000416368213590336 | 0.000832736427180671 | 0.99958363178641 |
286 | 0.000328843076963266 | 0.000657686153926532 | 0.999671156923037 |
287 | 0.000263395822589136 | 0.000526791645178272 | 0.99973660417741 |
288 | 0.000202568984026598 | 0.000405137968053197 | 0.999797431015973 |
289 | 0.000147802294619040 | 0.000295604589238080 | 0.999852197705381 |
290 | 0.000105451695312436 | 0.000210903390624871 | 0.999894548304687 |
291 | 7.44617355603895e-05 | 0.000148923471120779 | 0.99992553826444 |
292 | 5.18480014858525e-05 | 0.000103696002971705 | 0.999948151998514 |
293 | 3.56929292523492e-05 | 7.13858585046985e-05 | 0.999964307070748 |
294 | 2.47825522663328e-05 | 4.95651045326656e-05 | 0.999975217447734 |
295 | 1.69749581233992e-05 | 3.39499162467984e-05 | 0.999983025041877 |
296 | 1.15190809806862e-05 | 2.30381619613724e-05 | 0.99998848091902 |
297 | 7.70759629109427e-06 | 1.54151925821885e-05 | 0.99999229240371 |
298 | 5.09443131060882e-06 | 1.01888626212176e-05 | 0.99999490556869 |
299 | 3.43352139339138e-06 | 6.86704278678277e-06 | 0.999996566478607 |
300 | 2.42247250019919e-06 | 4.84494500039839e-06 | 0.9999975775275 |
301 | 2.71864113225161e-06 | 5.43728226450323e-06 | 0.999997281358868 |
302 | 2.87630532471063e-06 | 5.75261064942125e-06 | 0.999997123694675 |
303 | 3.22881878861398e-06 | 6.45763757722796e-06 | 0.999996771181211 |
304 | 2.96332300752480e-06 | 5.92664601504961e-06 | 0.999997036676992 |
305 | 2.99885558430527e-06 | 5.99771116861055e-06 | 0.999997001144416 |
306 | 3.22044966976330e-06 | 6.44089933952661e-06 | 0.99999677955033 |
307 | 4.02191447329729e-06 | 8.04382894659457e-06 | 0.999995978085527 |
308 | 5.30479834438831e-06 | 1.06095966887766e-05 | 0.999994695201656 |
309 | 6.9913921848454e-06 | 1.39827843696908e-05 | 0.999993008607815 |
310 | 1.22732286743612e-05 | 2.45464573487223e-05 | 0.999987726771326 |
311 | 2.27362044554094e-05 | 4.54724089108188e-05 | 0.999977263795545 |
312 | 4.78227341918261e-05 | 9.56454683836521e-05 | 0.999952177265808 |
313 | 0.000207030427395204 | 0.000414060854790407 | 0.999792969572605 |
314 | 0.00088763840276033 | 0.00177527680552066 | 0.99911236159724 |
315 | 0.00478593327928356 | 0.00957186655856712 | 0.995214066720716 |
316 | 0.0192463667422189 | 0.0384927334844378 | 0.980753633257781 |
317 | 0.0639106574039168 | 0.127821314807834 | 0.936089342596083 |
318 | 0.186463986915943 | 0.372927973831886 | 0.813536013084057 |
319 | 0.45353067873276 | 0.90706135746552 | 0.546469321267240 |
320 | 0.834639457624922 | 0.330721084750156 | 0.165360542375078 |
321 | 0.975849057248953 | 0.0483018855020934 | 0.0241509427510467 |
322 | 0.999664599805936 | 0.000670800388127267 | 0.000335400194063633 |
323 | 0.99999965768307 | 6.84633860793159e-07 | 3.42316930396579e-07 |
324 | 0.999999999988146 | 2.3708835115007e-11 | 1.18544175575035e-11 |
325 | 0.999999999998087 | 3.82614202764946e-12 | 1.91307101382473e-12 |
326 | 0.999999999999397 | 1.20564306097914e-12 | 6.02821530489569e-13 |
327 | 0.999999999998894 | 2.21256012671527e-12 | 1.10628006335764e-12 |
328 | 0.999999999998295 | 3.40993027005109e-12 | 1.70496513502555e-12 |
329 | 0.999999999999088 | 1.82459488004782e-12 | 9.1229744002391e-13 |
330 | 0.99999999999868 | 2.64118389313982e-12 | 1.32059194656991e-12 |
331 | 0.999999999996687 | 6.62657994952623e-12 | 3.31328997476312e-12 |
332 | 0.99999999999162 | 1.67610455802577e-11 | 8.38052279012887e-12 |
333 | 0.999999999975986 | 4.80275004194264e-11 | 2.40137502097132e-11 |
334 | 0.999999999930317 | 1.39365642155069e-10 | 6.96828210775346e-11 |
335 | 0.999999999880498 | 2.39004503922656e-10 | 1.19502251961328e-10 |
336 | 0.999999999715327 | 5.69345484147154e-10 | 2.84672742073577e-10 |
337 | 0.999999999143067 | 1.71386561159549e-09 | 8.56932805797744e-10 |
338 | 0.99999999842772 | 3.14455852639242e-09 | 1.57227926319621e-09 |
339 | 0.99999999840035 | 3.1993008400023e-09 | 1.59965042000115e-09 |
340 | 0.999999995514788 | 8.9704235824181e-09 | 4.48521179120905e-09 |
341 | 0.999999997276138 | 5.44772497162776e-09 | 2.72386248581388e-09 |
342 | 0.999999994255937 | 1.14881251432167e-08 | 5.74406257160836e-09 |
343 | 0.999999982158857 | 3.56822852436342e-08 | 1.78411426218171e-08 |
344 | 0.999999932428432 | 1.35143135560225e-07 | 6.75715677801126e-08 |
345 | 0.999999800530498 | 3.98939004567696e-07 | 1.99469502283848e-07 |
346 | 0.999999298095137 | 1.40380972513643e-06 | 7.01904862568215e-07 |
347 | 0.99999706725092 | 5.86549816188865e-06 | 2.93274908094433e-06 |
348 | 0.999987252159695 | 2.54956806104591e-05 | 1.27478403052296e-05 |
349 | 0.999951468899118 | 9.70622017630159e-05 | 4.85311008815079e-05 |
350 | 0.999960421701055 | 7.91565978907202e-05 | 3.95782989453601e-05 |
351 | 0.99990417495454 | 0.000191650090920461 | 9.58250454602306e-05 |
352 | 0.999599806789179 | 0.000800386421642698 | 0.000400193210821349 |
353 | 0.99805154929987 | 0.00389690140026172 | 0.00194845070013086 |
354 | 0.997181172910697 | 0.00563765417860591 | 0.00281882708930296 |
355 | 0.985507872745917 | 0.0289842545081657 | 0.0144921272540828 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 160 | 0.471976401179941 | NOK |
5% type I error level | 225 | 0.663716814159292 | NOK |
10% type I error level | 251 | 0.740412979351032 | NOK |