Multiple Linear Regression - Estimated Regression Equation |
Maandelijkse_werkloosheid[t] = + 233.303428235601 + 220.721201079622Dummy[t] + 66.938636578004M1[t] + 76.2984672703263M2[t] + 53.4937818336163M3[t] + 14.0342576872287M4[t] -7.04139549141673M5[t] + 65.1474674589699M6[t] + 41.8395562158081M7[t] + 10.1574514242596M8[t] -7.48594368986981M9[t] -23.464822674967M10[t] -1.93079843425772M11[t] + 0.536943501226184t + 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) | 233.303428235601 | 17.81526 | 13.0957 | 0 | 0 |
Dummy | 220.721201079622 | 15.700921 | 14.0579 | 0 | 0 |
M1 | 66.938636578004 | 21.807332 | 3.0695 | 0.002307 | 0.001154 |
M2 | 76.2984672703263 | 21.805938 | 3.499 | 0.000526 | 0.000263 |
M3 | 53.4937818336163 | 21.804677 | 2.4533 | 0.014631 | 0.007315 |
M4 | 14.0342576872287 | 21.803548 | 0.6437 | 0.520203 | 0.260101 |
M5 | -7.04139549141673 | 21.802553 | -0.323 | 0.746913 | 0.373456 |
M6 | 65.1474674589699 | 21.801689 | 2.9882 | 0.003 | 0.0015 |
M7 | 41.8395562158081 | 21.800959 | 1.9192 | 0.055759 | 0.027879 |
M8 | 10.1574514242596 | 21.800362 | 0.4659 | 0.641549 | 0.320774 |
M9 | -7.48594368986981 | 21.799897 | -0.3434 | 0.731504 | 0.365752 |
M10 | -23.464822674967 | 21.799565 | -1.0764 | 0.282478 | 0.141239 |
M11 | -1.93079843425772 | 21.799366 | -0.0886 | 0.929472 | 0.464736 |
t | 0.536943501226184 | 0.053803 | 9.9798 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.839255495070559 |
R-squared | 0.704349786006129 |
Adjusted R-squared | 0.693613884380653 |
F-TEST (value) | 65.6069523154665 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 358 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 85.823927267319 |
Sum Squared Residuals | 2636937.24398781 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 235.1 | 300.779008314834 | -65.6790083148343 |
2 | 280.7 | 310.675782508379 | -29.9757825083794 |
3 | 264.6 | 288.408040572896 | -23.8080405728965 |
4 | 240.7 | 249.485459927735 | -8.78545992773462 |
5 | 201.4 | 228.946750250316 | -27.5467502503158 |
6 | 240.8 | 301.672556701928 | -60.8725567019283 |
7 | 241.1 | 278.901588959993 | -37.8015889599932 |
8 | 223.8 | 247.756427669670 | -23.9564276696702 |
9 | 206.1 | 230.649976056766 | -24.5499760567663 |
10 | 174.7 | 215.208040572896 | -40.5080405728962 |
11 | 203.3 | 237.279008314832 | -33.9790083148317 |
12 | 220.5 | 239.746750250316 | -19.2467502503157 |
13 | 299.5 | 307.222330329546 | -7.72233032954595 |
14 | 347.4 | 317.119104523094 | 30.2808954769057 |
15 | 338.3 | 294.851362587610 | 43.4486374123896 |
16 | 327.7 | 255.928781942449 | 71.7712180575508 |
17 | 351.6 | 235.39007226503 | 116.209927734970 |
18 | 396.6 | 308.115878716643 | 88.4841212833573 |
19 | 438.8 | 285.344910974707 | 153.455089025293 |
20 | 395.6 | 254.199749684385 | 141.400250315615 |
21 | 363.5 | 237.093298071481 | 126.406701928519 |
22 | 378.8 | 221.651362587610 | 157.148637412390 |
23 | 357 | 243.722330329546 | 113.277669670454 |
24 | 369 | 246.19007226503 | 122.80992773497 |
25 | 464.8 | 313.66565234426 | 151.13434765574 |
26 | 479.1 | 323.562426537809 | 155.537573462191 |
27 | 431.3 | 301.294684602325 | 130.005315397675 |
28 | 366.5 | 262.372103957163 | 104.127896042837 |
29 | 326.3 | 241.833394279744 | 84.466605720256 |
30 | 355.1 | 314.559200731357 | 40.5407992686431 |
31 | 331.6 | 291.788232989421 | 39.8117670105786 |
32 | 261.3 | 260.643071699099 | 0.656928300901138 |
33 | 249 | 243.536620086196 | 5.46337991380435 |
34 | 205.5 | 228.094684602325 | -22.5946846023247 |
35 | 235.6 | 250.16565234426 | -14.5656523442601 |
36 | 240.9 | 252.633394279744 | -11.7333942797440 |
37 | 264.9 | 320.108974358974 | -55.2089743589743 |
38 | 253.8 | 330.005748552523 | -76.2057485525228 |
39 | 232.3 | 307.738006617039 | -75.4380066170389 |
40 | 193.8 | 268.815425971878 | -75.0154259718776 |
41 | 177 | 248.276716294458 | -71.2767162944583 |
42 | 213.2 | 321.002522746071 | -107.802522746071 |
43 | 207.2 | 298.231555004136 | -91.0315550041357 |
44 | 180.6 | 267.086393713813 | -86.4863937138131 |
45 | 188.6 | 249.97994210091 | -61.3799421009099 |
46 | 175.4 | 234.538006617039 | -59.1380066170389 |
47 | 199 | 256.608974358974 | -57.6089743589744 |
48 | 179.6 | 259.076716294458 | -79.4767162944583 |
49 | 225.8 | 326.552296373688 | -100.752296373688 |
50 | 234 | 336.449070567237 | -102.449070567237 |
51 | 200.2 | 314.181328631753 | -113.981328631753 |
52 | 183.6 | 275.258747986592 | -91.6587479865918 |
53 | 178.2 | 254.720038309172 | -76.5200383091725 |
54 | 203.2 | 327.445844760785 | -124.245844760785 |
55 | 208.5 | 304.67487701885 | -96.1748770188499 |
56 | 191.8 | 273.529715728527 | -81.7297157285273 |
57 | 172.8 | 256.423264115624 | -83.6232641156241 |
58 | 148 | 240.981328631753 | -92.9813286317531 |
59 | 159.4 | 263.052296373689 | -103.652296373689 |
60 | 154.5 | 265.520038309172 | -111.020038309172 |
61 | 213.2 | 332.995618388403 | -119.795618388403 |
62 | 196.4 | 342.892392581951 | -146.492392581951 |
63 | 182.8 | 320.624650646467 | -137.824650646467 |
64 | 176.4 | 281.702070001306 | -105.302070001306 |
65 | 153.6 | 261.163360323887 | -107.563360323887 |
66 | 173.2 | 333.889166775500 | -160.689166775500 |
67 | 171 | 311.118199033564 | -140.118199033564 |
68 | 151.2 | 279.973037743241 | -128.773037743242 |
69 | 161.9 | 262.866586130338 | -100.966586130338 |
70 | 157.2 | 247.424650646467 | -90.2246506464673 |
71 | 201.7 | 269.495618388403 | -67.7956183884028 |
72 | 236.4 | 271.963360323887 | -35.5633603238866 |
73 | 356.1 | 339.438940403117 | 16.6610595968831 |
74 | 398.3 | 349.335714596665 | 48.9642854033346 |
75 | 403.7 | 327.067972661181 | 76.6320273388185 |
76 | 384.6 | 288.14539201602 | 96.4546079839799 |
77 | 365.8 | 267.606682338601 | 98.1933176613992 |
78 | 368.1 | 340.332488790214 | 27.7675112097862 |
79 | 367.9 | 317.561521048278 | 50.3384789517217 |
80 | 347 | 286.416359757956 | 60.5836402420443 |
81 | 343.3 | 269.309908145053 | 73.9900918549475 |
82 | 292.9 | 253.867972661182 | 39.0320273388185 |
83 | 311.5 | 275.938940403117 | 35.561059596883 |
84 | 300.9 | 278.406682338601 | 22.4933176613991 |
85 | 366.9 | 345.882262417831 | 21.0177375821689 |
86 | 356.9 | 355.779036611380 | 1.12096338862037 |
87 | 329.7 | 333.511294675896 | -3.8112946758957 |
88 | 316.2 | 294.588714030734 | 21.6112859692656 |
89 | 269 | 274.050004353315 | -5.05000435331503 |
90 | 289.3 | 346.775810804928 | -57.475810804928 |
91 | 266.2 | 324.004843062992 | -57.8048430629925 |
92 | 253.6 | 292.85968177267 | -39.2596817726699 |
93 | 233.8 | 275.753230159767 | -41.9532301597667 |
94 | 228.4 | 260.311294675896 | -31.9112946758957 |
95 | 253.6 | 282.382262417831 | -28.7822624178312 |
96 | 260.1 | 284.850004353315 | -24.7500043533150 |
97 | 306.6 | 352.325584432545 | -45.7255844325453 |
98 | 309.2 | 362.222358626094 | -53.0223586260938 |
99 | 309.5 | 339.95461669061 | -30.4546166906099 |
100 | 271 | 301.032036045449 | -30.0320360454486 |
101 | 279.9 | 280.493326368029 | -0.593326368029274 |
102 | 317.9 | 353.219132819642 | -35.3191328196422 |
103 | 298.4 | 330.448165077707 | -32.0481650777067 |
104 | 246.7 | 299.303003787384 | -52.6030037873841 |
105 | 227.3 | 282.196552174481 | -54.8965521744809 |
106 | 209.1 | 266.75461669061 | -57.6546166906099 |
107 | 259.9 | 288.825584432545 | -28.9255844325454 |
108 | 266 | 291.293326368029 | -25.2933263680293 |
109 | 320.6 | 358.768906447259 | -38.1689064472595 |
110 | 308.5 | 368.665680640808 | -60.165680640808 |
111 | 282.2 | 346.397938705324 | -64.1979387053241 |
112 | 262.7 | 307.475358060163 | -44.7753580601628 |
113 | 263.5 | 286.936648382743 | -23.4366483827434 |
114 | 313.1 | 359.662454834356 | -46.5624548343564 |
115 | 284.3 | 336.891487092421 | -52.5914870924208 |
116 | 252.6 | 305.746325802098 | -53.1463258020983 |
117 | 250.3 | 288.639874189195 | -38.3398741891951 |
118 | 246.5 | 273.197938705324 | -26.6979387053241 |
119 | 312.7 | 295.268906447260 | 17.4310935527404 |
120 | 333.2 | 297.736648382743 | 35.4633516172565 |
121 | 446.4 | 365.212228461974 | 81.1877715380263 |
122 | 511.6 | 375.109002655522 | 136.490997344478 |
123 | 515.5 | 352.841260720038 | 162.658739279962 |
124 | 506.4 | 313.918680074877 | 192.481319925123 |
125 | 483.2 | 293.379970397458 | 189.820029602542 |
126 | 522.3 | 366.105776849071 | 156.194223150929 |
127 | 509.8 | 343.334809107135 | 166.465190892865 |
128 | 460.7 | 312.189647816812 | 148.510352183188 |
129 | 405.8 | 295.083196203909 | 110.716803796091 |
130 | 375 | 279.641260720038 | 95.3587392799617 |
131 | 378.5 | 301.712228461974 | 76.7877715380262 |
132 | 406.8 | 304.179970397458 | 102.620029602542 |
133 | 467.8 | 371.655550476688 | 96.144449523312 |
134 | 469.8 | 381.552324670236 | 88.2476753297636 |
135 | 429.8 | 359.284582734752 | 70.5154172652475 |
136 | 355.8 | 320.362002089591 | 35.4379979104088 |
137 | 332.7 | 299.823292412172 | 32.8767075878281 |
138 | 378 | 372.549098863785 | 5.4509011362152 |
139 | 360.5 | 349.778131121849 | 10.7218688781507 |
140 | 334.7 | 318.632969831527 | 16.0670301684733 |
141 | 319.5 | 301.526518218623 | 17.9734817813765 |
142 | 323.1 | 286.084582734753 | 37.0154172652475 |
143 | 363.6 | 308.155550476688 | 55.444449523312 |
144 | 352.1 | 310.623292412172 | 41.4767075878281 |
145 | 411.9 | 378.098872491402 | 33.8011275085978 |
146 | 388.6 | 387.995646684951 | 0.604353315049395 |
147 | 416.4 | 365.727904749467 | 50.6720952505333 |
148 | 360.7 | 326.805324104305 | 33.8946758956946 |
149 | 338 | 306.266614426886 | 31.7333855731139 |
150 | 417.2 | 378.992420878499 | 38.207579121501 |
151 | 388.4 | 356.221453136563 | 32.1785468634365 |
152 | 371.1 | 325.076291846241 | 46.0237081537591 |
153 | 331.5 | 307.969840233338 | 23.5301597666623 |
154 | 353.7 | 292.527904749467 | 61.1720952505333 |
155 | 396.7 | 314.598872491402 | 82.1011275085978 |
156 | 447 | 317.066614426886 | 129.933385573114 |
157 | 533.5 | 384.542194506116 | 148.957805493884 |
158 | 565.4 | 394.438968699665 | 170.961031300335 |
159 | 542.3 | 372.171226764181 | 170.128773235819 |
160 | 488.7 | 333.248646119020 | 155.451353880980 |
161 | 467.1 | 312.7099364416 | 154.390063558400 |
162 | 531.3 | 385.435742893213 | 145.864257106787 |
163 | 496.1 | 362.664775151278 | 133.435224848722 |
164 | 444 | 331.519613860955 | 112.480386139045 |
165 | 403.4 | 314.413162248052 | 88.986837751948 |
166 | 386.3 | 298.971226764181 | 87.3287732358191 |
167 | 394.1 | 321.042194506116 | 73.0578054938836 |
168 | 404.1 | 323.509936441600 | 80.5900635583997 |
169 | 462.1 | 390.985516520831 | 71.1144834791695 |
170 | 448.1 | 400.882290714379 | 47.217709285621 |
171 | 432.3 | 378.614548778895 | 53.6854512211049 |
172 | 386.3 | 339.691968133734 | 46.6080318662662 |
173 | 395.2 | 319.153258456315 | 76.0467415436855 |
174 | 421.9 | 391.879064907927 | 30.0209350920726 |
175 | 382.9 | 369.108097165992 | 13.7919028340081 |
176 | 384.2 | 337.962935875669 | 46.2370641243307 |
177 | 345.5 | 320.856484262766 | 24.6435157372339 |
178 | 323.4 | 305.414548778895 | 17.9854512211049 |
179 | 372.6 | 327.485516520831 | 45.1144834791694 |
180 | 376 | 329.953258456315 | 46.0467415436855 |
181 | 462.7 | 397.428838535545 | 65.2711614644552 |
182 | 487 | 407.325612729093 | 79.6743872709067 |
183 | 444.2 | 385.057870793609 | 59.1421292063906 |
184 | 399.3 | 346.135290148448 | 53.164709851552 |
185 | 394.9 | 325.596580471029 | 69.3034195289713 |
186 | 455.4 | 398.322386922642 | 57.0776130773583 |
187 | 414 | 375.551419180706 | 38.4485808192939 |
188 | 375.5 | 344.406257890384 | 31.0937421096165 |
189 | 347 | 327.299806277480 | 19.7001937225197 |
190 | 339.4 | 311.857870793609 | 27.5421292063906 |
191 | 385.8 | 333.928838535545 | 51.8711614644552 |
192 | 378.8 | 336.396580471029 | 42.4034195289713 |
193 | 451.8 | 403.872160550259 | 47.9278394497411 |
194 | 446.1 | 413.768934743807 | 32.3310652561926 |
195 | 422.5 | 391.501192808324 | 30.9988071916765 |
196 | 383.1 | 352.578612163162 | 30.5213878368378 |
197 | 352.8 | 332.039902485743 | 20.7600975142571 |
198 | 445.3 | 404.765708937356 | 40.5342910626442 |
199 | 367.5 | 381.99474119542 | -14.4947411954203 |
200 | 355.1 | 350.849579905098 | 4.25042009490227 |
201 | 326.2 | 333.743128292195 | -7.54312829219454 |
202 | 319.8 | 318.301192808324 | 1.49880719167649 |
203 | 331.8 | 340.372160550259 | -8.572160550259 |
204 | 340.9 | 342.839902485743 | -1.93990248574293 |
205 | 394.1 | 410.315482564973 | -16.2154825649731 |
206 | 417.2 | 420.212256758522 | -3.01225675852166 |
207 | 369.9 | 397.944514823038 | -28.0445148230378 |
208 | 349.2 | 359.021934177876 | -9.82193417787647 |
209 | 321.4 | 338.483224500457 | -17.0832245004571 |
210 | 405.7 | 411.20903095207 | -5.50903095207003 |
211 | 342.9 | 388.438063210134 | -45.5380632101345 |
212 | 316.5 | 357.292901919812 | -40.792901919812 |
213 | 284.2 | 340.186450306909 | -55.9864503069088 |
214 | 270.9 | 324.744514823038 | -53.8445148230378 |
215 | 288.8 | 346.815482564973 | -58.0154825649732 |
216 | 278.8 | 349.283224500457 | -70.4832245004571 |
217 | 324.4 | 416.758804579687 | -92.3588045796874 |
218 | 310.9 | 426.655578773236 | -115.755578773236 |
219 | 299 | 404.387836837752 | -105.387836837752 |
220 | 273 | 365.465256192591 | -92.4652561925907 |
221 | 279.3 | 344.926546515171 | -65.6265465151713 |
222 | 359.2 | 417.652352966784 | -58.4523529667842 |
223 | 305 | 394.881385224849 | -89.8813852248487 |
224 | 282.1 | 363.736223934526 | -81.6362239345261 |
225 | 250.3 | 346.629772321623 | -96.329772321623 |
226 | 246.5 | 331.187836837752 | -84.687836837752 |
227 | 257.9 | 353.258804579687 | -95.3588045796875 |
228 | 266.5 | 355.726546515171 | -89.2265465151713 |
229 | 315.9 | 423.202126594402 | -107.302126594402 |
230 | 318.4 | 433.09890078795 | -114.698900787950 |
231 | 295.4 | 410.831158852466 | -115.431158852466 |
232 | 266.4 | 371.908578207305 | -105.508578207305 |
233 | 245.8 | 351.369868529885 | -105.569868529885 |
234 | 362.8 | 424.095674981498 | -61.2956749814984 |
235 | 324.9 | 401.324707239563 | -76.424707239563 |
236 | 294.2 | 370.179545949240 | -75.9795459492404 |
237 | 289.5 | 353.073094336337 | -63.5730943363372 |
238 | 295.2 | 337.631158852466 | -42.4311588524662 |
239 | 290.3 | 359.702126594402 | -69.4021265944017 |
240 | 272 | 362.169868529886 | -90.1698685298855 |
241 | 307.4 | 429.645448609116 | -122.245448609116 |
242 | 328.7 | 439.542222802664 | -110.842222802664 |
243 | 292.9 | 417.27448086718 | -124.374480867180 |
244 | 249.1 | 378.351900222019 | -129.251900222019 |
245 | 230.4 | 357.8131905446 | -127.413190544600 |
246 | 361.5 | 430.538996996213 | -69.0389969962127 |
247 | 321.7 | 407.768029254277 | -86.0680292542771 |
248 | 277.2 | 376.622867963955 | -99.4228679639546 |
249 | 260.7 | 359.516416351051 | -98.8164163510514 |
250 | 251 | 344.07448086718 | -93.0744808671804 |
251 | 257.6 | 366.145448609116 | -108.545448609116 |
252 | 241.8 | 368.6131905446 | -126.813190544600 |
253 | 287.5 | 436.08877062383 | -148.58877062383 |
254 | 292.3 | 445.985544817378 | -153.685544817378 |
255 | 274.7 | 423.717802881894 | -149.017802881895 |
256 | 254.2 | 384.795222236733 | -130.595222236733 |
257 | 230 | 364.256512559314 | -134.256512559314 |
258 | 339 | 436.982319010927 | -97.9823190109269 |
259 | 318.2 | 414.211351268991 | -96.0113512689913 |
260 | 287 | 383.066189978669 | -96.0661899786688 |
261 | 295.8 | 365.959738365766 | -70.1597383657656 |
262 | 284 | 350.517802881895 | -66.5178028818946 |
263 | 271 | 372.58877062383 | -101.58877062383 |
264 | 262.7 | 375.056512559314 | -112.356512559314 |
265 | 340.6 | 442.532092638544 | -101.932092638544 |
266 | 379.4 | 452.428866832093 | -73.0288668320927 |
267 | 373.3 | 430.161124896609 | -56.8611248966088 |
268 | 355.2 | 391.238544251447 | -36.0385442514475 |
269 | 338.4 | 370.699834574028 | -32.2998345740281 |
270 | 466.9 | 443.425641025641 | 23.4743589743589 |
271 | 451 | 420.654673283706 | 30.3453267162945 |
272 | 422 | 389.509511993383 | 32.490488006617 |
273 | 429.2 | 372.40306038048 | 56.7969396195202 |
274 | 425.9 | 356.961124896609 | 68.9388751033913 |
275 | 460.7 | 379.032092638544 | 81.6679073614557 |
276 | 463.6 | 381.499834574028 | 82.1001654259719 |
277 | 541.4 | 448.975414653258 | 92.4245853467416 |
278 | 544.2 | 458.872188846807 | 85.3278111531931 |
279 | 517.5 | 436.604446911323 | 80.895553088677 |
280 | 469.4 | 397.681866266162 | 71.7181337338382 |
281 | 439.4 | 377.143156588742 | 62.2568434112577 |
282 | 549 | 449.868963040355 | 99.1310369596447 |
283 | 533 | 427.09799529842 | 105.902004701580 |
284 | 506.1 | 395.952834008097 | 110.147165991903 |
285 | 484 | 378.846382395194 | 105.153617604806 |
286 | 457 | 363.404446911323 | 93.5955530886771 |
287 | 481.5 | 385.475414653258 | 96.0245853467415 |
288 | 469.5 | 387.943156588742 | 81.5568434112576 |
289 | 544.7 | 455.418736667973 | 89.2812633320275 |
290 | 541.2 | 465.315510861521 | 75.8844891384789 |
291 | 521.5 | 443.047768926037 | 78.4522310739628 |
292 | 469.7 | 404.125188280876 | 65.574811719124 |
293 | 434.4 | 383.586478603456 | 50.8135213965435 |
294 | 542.6 | 456.312285055070 | 86.2877149449305 |
295 | 517.3 | 433.541317313134 | 83.758682686866 |
296 | 485.7 | 402.396156022811 | 83.3038439771886 |
297 | 465.8 | 385.289704409908 | 80.5102955900918 |
298 | 447 | 369.847768926037 | 77.1522310739629 |
299 | 426.6 | 391.918736667973 | 34.6812633320274 |
300 | 411.6 | 394.386478603457 | 17.2135213965435 |
301 | 467.5 | 461.862058682687 | 5.63794131731318 |
302 | 484.5 | 471.758832876235 | 12.7411671237647 |
303 | 451.2 | 449.491090940751 | 1.70890905924860 |
304 | 417.4 | 410.56851029559 | 6.83148970440988 |
305 | 379.9 | 390.029800618171 | -10.1298006181708 |
306 | 484.7 | 462.755607069784 | 21.9443929302163 |
307 | 455 | 439.984639327848 | 15.0153606721519 |
308 | 420.8 | 408.839478037526 | 11.9605219624744 |
309 | 416.5 | 391.733026424622 | 24.7669735753776 |
310 | 376.3 | 376.291090940751 | 0.0089090592486607 |
311 | 405.6 | 398.362058682687 | 7.23794131731316 |
312 | 405.8 | 400.829800618171 | 4.97019938182927 |
313 | 500.8 | 689.026581777023 | -188.226581777023 |
314 | 514 | 698.923355970571 | -184.923355970572 |
315 | 475.5 | 676.655614035088 | -201.155614035088 |
316 | 430.1 | 637.733033389927 | -207.633033389926 |
317 | 414.4 | 617.194323712507 | -202.794323712507 |
318 | 538 | 689.92013016412 | -151.92013016412 |
319 | 526 | 667.149162422184 | -141.149162422184 |
320 | 488.5 | 636.004001131862 | -147.504001131862 |
321 | 520.2 | 618.897549518959 | -98.6975495189587 |
322 | 504.4 | 603.455614035088 | -99.0556140350877 |
323 | 568.5 | 625.526581777023 | -57.0265817770232 |
324 | 610.6 | 627.994323712507 | -17.3943237125071 |
325 | 818 | 695.469903791737 | 122.530096208263 |
326 | 830.9 | 705.366677985286 | 125.533322014714 |
327 | 835.9 | 683.098936049802 | 152.801063950198 |
328 | 782 | 644.17635540464 | 137.823644595359 |
329 | 762.3 | 623.637645727221 | 138.662354272779 |
330 | 856.9 | 696.363452178834 | 160.536547821166 |
331 | 820.9 | 673.592484436899 | 147.307515563101 |
332 | 769.6 | 642.447323146576 | 127.152676853424 |
333 | 752.2 | 625.340871533673 | 126.859128466327 |
334 | 724.4 | 609.898936049802 | 114.501063950198 |
335 | 723.1 | 631.969903791737 | 91.1300962082626 |
336 | 719.5 | 634.437645727221 | 85.0623542727787 |
337 | 817.4 | 701.913225806451 | 115.486774193548 |
338 | 803.3 | 711.81 | 91.49 |
339 | 752.5 | 689.542258064516 | 62.9577419354839 |
340 | 689 | 650.619677419355 | 38.3803225806452 |
341 | 630.4 | 630.080967741936 | 0.319032258064495 |
342 | 765.5 | 702.806774193548 | 62.6932258064516 |
343 | 757.7 | 680.035806451613 | 77.6641935483871 |
344 | 732.2 | 648.89064516129 | 83.3093548387097 |
345 | 702.6 | 631.784193548387 | 70.8158064516129 |
346 | 683.3 | 616.342258064516 | 66.9577419354838 |
347 | 709.5 | 638.413225806452 | 71.0867741935484 |
348 | 702.2 | 640.880967741935 | 61.3190322580646 |
349 | 784.8 | 708.356547821166 | 76.4434521788342 |
350 | 810.9 | 718.253322014714 | 92.6466779852857 |
351 | 755.6 | 695.98558007923 | 59.6144199207697 |
352 | 656.8 | 657.062999434069 | -0.262999434069083 |
353 | 615.1 | 636.52428975665 | -21.4242897566497 |
354 | 745.3 | 709.250096208263 | 36.0499037917373 |
355 | 694.1 | 686.479128466327 | 7.62087153367293 |
356 | 675.7 | 655.333967176005 | 20.3660328239955 |
357 | 643.7 | 638.227515563101 | 5.4724844368987 |
358 | 622.1 | 622.78558007923 | -0.685580079230299 |
359 | 634.6 | 644.856547821166 | -10.2565478211658 |
360 | 588 | 647.32428975665 | -59.3242897566497 |
361 | 689.7 | 714.79986983588 | -25.0998698358799 |
362 | 673.9 | 724.696644029428 | -50.7966440294285 |
363 | 647.9 | 702.428902093945 | -54.5289020939445 |
364 | 568.8 | 663.506321448783 | -94.7063214487833 |
365 | 545.7 | 642.967611771364 | -97.2676117713639 |
366 | 632.6 | 715.693418222977 | -83.0934182229768 |
367 | 643.8 | 692.922450481041 | -49.1224504810413 |
368 | 593.1 | 661.777289190719 | -68.6772891907188 |
369 | 579.7 | 644.670837577816 | -64.9708375778155 |
370 | 546 | 629.228902093944 | -83.2289020939445 |
371 | 562.9 | 651.29986983588 | -88.39986983588 |
372 | 572.5 | 653.767611771364 | -81.2676117713639 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 0.0464826590028064 | 0.0929653180056128 | 0.953517340997194 |
18 | 0.0350947806003799 | 0.0701895612007597 | 0.96490521939962 |
19 | 0.0488802980045798 | 0.0977605960091597 | 0.95111970199542 |
20 | 0.0304648235112923 | 0.0609296470225846 | 0.969535176488708 |
21 | 0.0151727827180512 | 0.0303455654361023 | 0.984827217281949 |
22 | 0.0138799755746951 | 0.0277599511493901 | 0.986120024425305 |
23 | 0.00639466896543214 | 0.0127893379308643 | 0.993605331034568 |
24 | 0.0027784967805013 | 0.0055569935610026 | 0.997221503219499 |
25 | 0.00116245220954514 | 0.00232490441909027 | 0.998837547790455 |
26 | 0.000627490448921096 | 0.00125498089784219 | 0.999372509551079 |
27 | 0.000608302110930282 | 0.00121660422186056 | 0.99939169788907 |
28 | 0.00156726718803004 | 0.00313453437606008 | 0.99843273281197 |
29 | 0.00485813593105652 | 0.00971627186211303 | 0.995141864068944 |
30 | 0.0104076781090643 | 0.0208153562181287 | 0.989592321890936 |
31 | 0.0313730160735966 | 0.0627460321471932 | 0.968626983926403 |
32 | 0.0921643280483365 | 0.184328656096673 | 0.907835671951663 |
33 | 0.144001921571716 | 0.288003843143432 | 0.855998078428284 |
34 | 0.239487132643477 | 0.478974265286954 | 0.760512867356523 |
35 | 0.279713818810345 | 0.55942763762069 | 0.720286181189655 |
36 | 0.319086406619374 | 0.638172813238748 | 0.680913593380626 |
37 | 0.414812604120098 | 0.829625208240195 | 0.585187395879902 |
38 | 0.560170424526017 | 0.879659150947966 | 0.439829575473983 |
39 | 0.648577264925858 | 0.702845470148285 | 0.351422735074142 |
40 | 0.710213115712435 | 0.57957376857513 | 0.289786884287565 |
41 | 0.746241806027093 | 0.507516387945814 | 0.253758193972907 |
42 | 0.772040897396182 | 0.455918205207636 | 0.227959102603818 |
43 | 0.795956591279023 | 0.408086817441954 | 0.204043408720977 |
44 | 0.798743514736315 | 0.402512970527370 | 0.201256485263685 |
45 | 0.78006791614568 | 0.439864167708639 | 0.219932083854320 |
46 | 0.75559406590901 | 0.48881186818198 | 0.24440593409099 |
47 | 0.724123530455892 | 0.551752939088216 | 0.275876469544108 |
48 | 0.7059934953472 | 0.588013009305599 | 0.294006504652800 |
49 | 0.682554519015059 | 0.634890961969883 | 0.317445480984941 |
50 | 0.664912301832354 | 0.670175396335291 | 0.335087698167646 |
51 | 0.65209598830316 | 0.69580802339368 | 0.34790401169684 |
52 | 0.62416627428761 | 0.751667451424781 | 0.375833725712390 |
53 | 0.587934224736336 | 0.824131550527328 | 0.412065775263664 |
54 | 0.563166102665633 | 0.873667794668734 | 0.436833897334367 |
55 | 0.531628002770472 | 0.936743994459056 | 0.468371997229528 |
56 | 0.491607024057281 | 0.983214048114563 | 0.508392975942719 |
57 | 0.453247716797133 | 0.906495433594267 | 0.546752283202867 |
58 | 0.418495895658858 | 0.836991791317716 | 0.581504104341142 |
59 | 0.387420367556110 | 0.774840735112221 | 0.61257963244389 |
60 | 0.361107465055863 | 0.722214930111726 | 0.638892534944137 |
61 | 0.332724800953366 | 0.665449601906732 | 0.667275199046634 |
62 | 0.320756567824238 | 0.641513135648477 | 0.679243432175762 |
63 | 0.30320324671967 | 0.60640649343934 | 0.69679675328033 |
64 | 0.275763290822805 | 0.551526581645611 | 0.724236709177195 |
65 | 0.251035997011471 | 0.502071994022941 | 0.74896400298853 |
66 | 0.24330036599342 | 0.48660073198684 | 0.75669963400658 |
67 | 0.231894246902445 | 0.463788493804891 | 0.768105753097555 |
68 | 0.21648452725086 | 0.43296905450172 | 0.78351547274914 |
69 | 0.196375040308409 | 0.392750080616817 | 0.803624959691591 |
70 | 0.177781188669462 | 0.355562377338925 | 0.822218811330538 |
71 | 0.164314775081047 | 0.328629550162094 | 0.835685224918953 |
72 | 0.160254977597427 | 0.320509955194854 | 0.839745022402573 |
73 | 0.211729111186773 | 0.423458222373546 | 0.788270888813227 |
74 | 0.292646192193935 | 0.585292384387871 | 0.707353807806065 |
75 | 0.411921189488247 | 0.823842378976495 | 0.588078810511753 |
76 | 0.532145819469612 | 0.935708361060776 | 0.467854180530388 |
77 | 0.629088204582031 | 0.741823590835938 | 0.370911795417969 |
78 | 0.66930101111756 | 0.661397977764881 | 0.330698988882440 |
79 | 0.698716841116467 | 0.602566317767067 | 0.301283158883533 |
80 | 0.731227654632341 | 0.537544690735318 | 0.268772345367659 |
81 | 0.7627624970091 | 0.474475005981799 | 0.237237502990899 |
82 | 0.765096225048795 | 0.469807549902410 | 0.234903774951205 |
83 | 0.764676496785255 | 0.470647006429489 | 0.235323503214745 |
84 | 0.753738987894069 | 0.492522024211863 | 0.246261012105931 |
85 | 0.744993215782522 | 0.510013568434955 | 0.255006784217478 |
86 | 0.723915766584751 | 0.552168466830497 | 0.276084233415249 |
87 | 0.699407880264392 | 0.601184239471216 | 0.300592119735608 |
88 | 0.676500055275236 | 0.646999889449528 | 0.323499944724764 |
89 | 0.645474314578328 | 0.709051370843345 | 0.354525685421672 |
90 | 0.62088886560081 | 0.758222268798379 | 0.379111134399190 |
91 | 0.593992687525008 | 0.812014624949983 | 0.406007312474992 |
92 | 0.563869276828786 | 0.872261446342429 | 0.436130723171214 |
93 | 0.533385025672973 | 0.933229948654054 | 0.466614974327027 |
94 | 0.502587816231698 | 0.994824367536604 | 0.497412183768302 |
95 | 0.472373280393977 | 0.944746560787954 | 0.527626719606023 |
96 | 0.442054408589736 | 0.884108817179472 | 0.557945591410264 |
97 | 0.414438506165306 | 0.828877012330612 | 0.585561493834694 |
98 | 0.388445754973369 | 0.776891509946737 | 0.611554245026631 |
99 | 0.360184701712919 | 0.720369403425838 | 0.639815298287081 |
100 | 0.331269241304584 | 0.662538482609168 | 0.668730758695416 |
101 | 0.303629008107676 | 0.607258016215352 | 0.696370991892324 |
102 | 0.285206012985508 | 0.570412025971015 | 0.714793987014492 |
103 | 0.262493441499926 | 0.524986882999852 | 0.737506558500074 |
104 | 0.242941375128597 | 0.485882750257195 | 0.757058624871403 |
105 | 0.224867576572270 | 0.449735153144539 | 0.77513242342773 |
106 | 0.208653808307255 | 0.41730761661451 | 0.791346191692745 |
107 | 0.190239069909342 | 0.380478139818685 | 0.809760930090658 |
108 | 0.172584059366107 | 0.345168118732215 | 0.827415940633893 |
109 | 0.157546665613602 | 0.315093331227204 | 0.842453334386398 |
110 | 0.146040085604441 | 0.292080171208883 | 0.853959914395559 |
111 | 0.136199455194590 | 0.272398910389179 | 0.86380054480541 |
112 | 0.123497494141695 | 0.246994988283389 | 0.876502505858305 |
113 | 0.109675581696020 | 0.219351163392041 | 0.89032441830398 |
114 | 0.102720146831297 | 0.205440293662594 | 0.897279853168703 |
115 | 0.0947996589978013 | 0.189599317995603 | 0.905200341002199 |
116 | 0.0876955119600196 | 0.175391023920039 | 0.91230448803998 |
117 | 0.0796512690466254 | 0.159302538093251 | 0.920348730953375 |
118 | 0.0722550849873913 | 0.144510169974783 | 0.927744915012609 |
119 | 0.0674951020412355 | 0.134990204082471 | 0.932504897958765 |
120 | 0.064685581936699 | 0.129371163873398 | 0.935314418063301 |
121 | 0.074977205729834 | 0.149954411459668 | 0.925022794270166 |
122 | 0.112601371547847 | 0.225202743095693 | 0.887398628452153 |
123 | 0.17816978760824 | 0.35633957521648 | 0.82183021239176 |
124 | 0.282248423650706 | 0.564496847301411 | 0.717751576349294 |
125 | 0.389862346738475 | 0.77972469347695 | 0.610137653261525 |
126 | 0.487925499271084 | 0.975850998542168 | 0.512074500728916 |
127 | 0.576770877593791 | 0.846458244812417 | 0.423229122406209 |
128 | 0.63448953149869 | 0.73102093700262 | 0.36551046850131 |
129 | 0.647412549239584 | 0.705174901520833 | 0.352587450760416 |
130 | 0.648818068330233 | 0.702363863339534 | 0.351181931669767 |
131 | 0.636351801312969 | 0.727296397374062 | 0.363648198687031 |
132 | 0.636542328334047 | 0.726915343331905 | 0.363457671665953 |
133 | 0.632258838297568 | 0.735482323404863 | 0.367741161702432 |
134 | 0.620740539085342 | 0.758518921829315 | 0.379259460914658 |
135 | 0.599307531068301 | 0.801384937863398 | 0.400692468931699 |
136 | 0.568518185039613 | 0.862963629920774 | 0.431481814960387 |
137 | 0.537408165328762 | 0.925183669342476 | 0.462591834671238 |
138 | 0.507935309709999 | 0.984129380580002 | 0.492064690290001 |
139 | 0.476989504982891 | 0.953979009965782 | 0.523010495017109 |
140 | 0.445989011745385 | 0.89197802349077 | 0.554010988254615 |
141 | 0.415192473326213 | 0.830384946652425 | 0.584807526673787 |
142 | 0.386242432988585 | 0.77248486597717 | 0.613757567011415 |
143 | 0.36098183146169 | 0.72196366292338 | 0.63901816853831 |
144 | 0.332930834093486 | 0.665861668186973 | 0.667069165906514 |
145 | 0.305148394828928 | 0.610296789657855 | 0.694851605171072 |
146 | 0.280253723837879 | 0.560507447675758 | 0.719746276162121 |
147 | 0.256263382105223 | 0.512526764210446 | 0.743736617894777 |
148 | 0.232032844667931 | 0.464065689335861 | 0.76796715533207 |
149 | 0.209357406729191 | 0.418714813458382 | 0.790642593270809 |
150 | 0.189548434044381 | 0.379096868088762 | 0.810451565955619 |
151 | 0.169271857750287 | 0.338543715500573 | 0.830728142249713 |
152 | 0.151572843572356 | 0.303145687144712 | 0.848427156427644 |
153 | 0.133928104150512 | 0.267856208301024 | 0.866071895849488 |
154 | 0.120747383168474 | 0.241494766336947 | 0.879252616831526 |
155 | 0.112043717550644 | 0.224087435101289 | 0.887956282449356 |
156 | 0.118462597264075 | 0.236925194528150 | 0.881537402735925 |
157 | 0.135020839152863 | 0.270041678305727 | 0.864979160847137 |
158 | 0.167634380141568 | 0.335268760283136 | 0.832365619858432 |
159 | 0.203394475429446 | 0.406788950858892 | 0.796605524570554 |
160 | 0.230884312067089 | 0.461768624134179 | 0.769115687932911 |
161 | 0.2608620465096 | 0.5217240930192 | 0.7391379534904 |
162 | 0.289595955711352 | 0.579191911422704 | 0.710404044288648 |
163 | 0.307694759515406 | 0.615389519030813 | 0.692305240484594 |
164 | 0.31149640228646 | 0.62299280457292 | 0.68850359771354 |
165 | 0.302521736300336 | 0.605043472600673 | 0.697478263699663 |
166 | 0.293582062502639 | 0.587164125005278 | 0.706417937497361 |
167 | 0.28016818336886 | 0.56033636673772 | 0.71983181663114 |
168 | 0.271772852547852 | 0.543545705095704 | 0.728227147452148 |
169 | 0.260221225667048 | 0.520442451334097 | 0.739778774332952 |
170 | 0.244642000407187 | 0.489284000814373 | 0.755357999592813 |
171 | 0.232835230363680 | 0.465670460727361 | 0.76716476963632 |
172 | 0.222885241692523 | 0.445770483385045 | 0.777114758307477 |
173 | 0.221951572907854 | 0.443903145815708 | 0.778048427092146 |
174 | 0.203499665229076 | 0.406999330458152 | 0.796500334770924 |
175 | 0.188123825975026 | 0.376247651950052 | 0.811876174024974 |
176 | 0.175624434592046 | 0.351248869184093 | 0.824375565407954 |
177 | 0.161454329153675 | 0.322908658307350 | 0.838545670846325 |
178 | 0.148164334864882 | 0.296328669729763 | 0.851835665135118 |
179 | 0.138888034404127 | 0.277776068808254 | 0.861111965595873 |
180 | 0.132206058938955 | 0.264412117877909 | 0.867793941061045 |
181 | 0.129035345312727 | 0.258070690625455 | 0.870964654687273 |
182 | 0.131087352925082 | 0.262174705850163 | 0.868912647074918 |
183 | 0.130259734211401 | 0.260519468422802 | 0.8697402657886 |
184 | 0.130942187772323 | 0.261884375544646 | 0.869057812227677 |
185 | 0.138519339414770 | 0.277038678829539 | 0.86148066058523 |
186 | 0.133647943837955 | 0.267295887675909 | 0.866352056162045 |
187 | 0.127955814361888 | 0.255911628723776 | 0.872044185638112 |
188 | 0.122085199343513 | 0.244170398687027 | 0.877914800656487 |
189 | 0.114935388018429 | 0.229870776036859 | 0.88506461198157 |
190 | 0.109335095499597 | 0.218670190999193 | 0.890664904500403 |
191 | 0.110354014368905 | 0.220708028737810 | 0.889645985631095 |
192 | 0.112479811146816 | 0.224959622293632 | 0.887520188853184 |
193 | 0.115184829035722 | 0.230369658071444 | 0.884815170964278 |
194 | 0.116534964110229 | 0.233069928220458 | 0.88346503588977 |
195 | 0.120416325477124 | 0.240832650954248 | 0.879583674522876 |
196 | 0.127844434933705 | 0.255688869867410 | 0.872155565066295 |
197 | 0.137661747245129 | 0.275323494490258 | 0.862338252754871 |
198 | 0.138220130936793 | 0.276440261873585 | 0.861779869063207 |
199 | 0.134598619175992 | 0.269197238351985 | 0.865401380824008 |
200 | 0.132566075373457 | 0.265132150746914 | 0.867433924626543 |
201 | 0.128765288087995 | 0.257530576175991 | 0.871234711912005 |
202 | 0.126586120569615 | 0.253172241139230 | 0.873413879430385 |
203 | 0.126888893789449 | 0.253777787578899 | 0.87311110621055 |
204 | 0.131450014794524 | 0.262900029589049 | 0.868549985205476 |
205 | 0.132945699049357 | 0.265891398098713 | 0.867054300950643 |
206 | 0.136689497701522 | 0.273378995403043 | 0.863310502298478 |
207 | 0.141617337068707 | 0.283234674137414 | 0.858382662931293 |
208 | 0.151631406919775 | 0.303262813839549 | 0.848368593080225 |
209 | 0.165198599200326 | 0.330397198400653 | 0.834801400799674 |
210 | 0.162658374968211 | 0.325316749936422 | 0.83734162503179 |
211 | 0.160584667895808 | 0.321169335791616 | 0.839415332104192 |
212 | 0.159003466492957 | 0.318006932985915 | 0.840996533507043 |
213 | 0.156504824073033 | 0.313009648146066 | 0.843495175926967 |
214 | 0.154252119201109 | 0.308504238402218 | 0.845747880798891 |
215 | 0.155074108848005 | 0.310148217696010 | 0.844925891151995 |
216 | 0.160215320063343 | 0.320430640126686 | 0.839784679936657 |
217 | 0.167541753256233 | 0.335083506512466 | 0.832458246743767 |
218 | 0.183653421755307 | 0.367306843510615 | 0.816346578244693 |
219 | 0.195561899416215 | 0.391123798832429 | 0.804438100583786 |
220 | 0.20520758522478 | 0.41041517044956 | 0.79479241477522 |
221 | 0.212108091850869 | 0.424216183701739 | 0.787891908149131 |
222 | 0.201946111625083 | 0.403892223250167 | 0.798053888374917 |
223 | 0.198262516304653 | 0.396525032609306 | 0.801737483695347 |
224 | 0.192549987308135 | 0.38509997461627 | 0.807450012691865 |
225 | 0.188761006174709 | 0.377522012349418 | 0.81123899382529 |
226 | 0.181808117917955 | 0.36361623583591 | 0.818191882082045 |
227 | 0.178742793796717 | 0.357485587593433 | 0.821257206203283 |
228 | 0.175599836393744 | 0.351199672787488 | 0.824400163606256 |
229 | 0.175825533837011 | 0.351651067674023 | 0.824174466162989 |
230 | 0.178150216408487 | 0.356300432816974 | 0.821849783591513 |
231 | 0.180504668642070 | 0.361009337284139 | 0.81949533135793 |
232 | 0.180199753994623 | 0.360399507989245 | 0.819800246005377 |
233 | 0.180762247860822 | 0.361524495721645 | 0.819237752139178 |
234 | 0.165417263822471 | 0.330834527644943 | 0.834582736177529 |
235 | 0.152742505028449 | 0.305485010056898 | 0.847257494971551 |
236 | 0.140750734291422 | 0.281501468582844 | 0.859249265708578 |
237 | 0.127164256761234 | 0.254328513522467 | 0.872835743238766 |
238 | 0.114159751033324 | 0.228319502066647 | 0.885840248966676 |
239 | 0.103689403135071 | 0.207378806270142 | 0.896310596864929 |
240 | 0.0966989070130357 | 0.193397814026071 | 0.903301092986964 |
241 | 0.0976468135520952 | 0.195293627104190 | 0.902353186447905 |
242 | 0.0950859037909114 | 0.190171807581823 | 0.904914096209089 |
243 | 0.096009872145411 | 0.192019744290822 | 0.90399012785459 |
244 | 0.097824571289428 | 0.195649142578856 | 0.902175428710572 |
245 | 0.098667911757713 | 0.197335823515426 | 0.901332088242287 |
246 | 0.087882412519953 | 0.175764825039906 | 0.912117587480047 |
247 | 0.0804478698251036 | 0.160895739650207 | 0.919552130174896 |
248 | 0.0758266299572258 | 0.151653259914452 | 0.924173370042774 |
249 | 0.0719177339952568 | 0.143835467990514 | 0.928082266004743 |
250 | 0.0668428556306375 | 0.133685711261275 | 0.933157144369362 |
251 | 0.0647481391393882 | 0.129496278278776 | 0.935251860860612 |
252 | 0.0666245253985065 | 0.133249050797013 | 0.933375474601494 |
253 | 0.0810369497717699 | 0.162073899543540 | 0.91896305022823 |
254 | 0.101099001412746 | 0.202198002825493 | 0.898900998587254 |
255 | 0.121711106131390 | 0.243422212262781 | 0.87828889386861 |
256 | 0.131452590142136 | 0.262905180284271 | 0.868547409857864 |
257 | 0.141933086668796 | 0.283866173337592 | 0.858066913331204 |
258 | 0.147188402881444 | 0.294376805762888 | 0.852811597118556 |
259 | 0.154057940535774 | 0.308115881071547 | 0.845942059464226 |
260 | 0.162053993279565 | 0.324107986559131 | 0.837946006720435 |
261 | 0.161822644745903 | 0.323645289491805 | 0.838177355254097 |
262 | 0.159053793077826 | 0.318107586155652 | 0.840946206922174 |
263 | 0.175644737615572 | 0.351289475231145 | 0.824355262384428 |
264 | 0.201903968484381 | 0.403807936968761 | 0.798096031515619 |
265 | 0.239361987201403 | 0.478723974402805 | 0.760638012798597 |
266 | 0.256573096153865 | 0.513146192307729 | 0.743426903846135 |
267 | 0.261091927215039 | 0.522183854430079 | 0.73890807278496 |
268 | 0.24748636326768 | 0.49497272653536 | 0.75251363673232 |
269 | 0.229803895388417 | 0.459607790776834 | 0.770196104611583 |
270 | 0.213211979108400 | 0.426423958216799 | 0.7867880208916 |
271 | 0.197478022930036 | 0.394956045860072 | 0.802521977069964 |
272 | 0.181714551963993 | 0.363429103927987 | 0.818285448036007 |
273 | 0.168069323130348 | 0.336138646260697 | 0.831930676869652 |
274 | 0.155563037407634 | 0.311126074815268 | 0.844436962592366 |
275 | 0.145949432002899 | 0.291898864005797 | 0.854050567997101 |
276 | 0.136687687537470 | 0.273375375074941 | 0.86331231246253 |
277 | 0.129504216577140 | 0.259008433154280 | 0.87049578342286 |
278 | 0.120720943192828 | 0.241441886385655 | 0.879279056807172 |
279 | 0.111386363440555 | 0.222772726881111 | 0.888613636559445 |
280 | 0.101680488368063 | 0.203360976736126 | 0.898319511631937 |
281 | 0.0917034699938177 | 0.183406939987635 | 0.908296530006182 |
282 | 0.08699638248363 | 0.17399276496726 | 0.91300361751637 |
283 | 0.0837441926745823 | 0.167488385349165 | 0.916255807325418 |
284 | 0.0818716292487319 | 0.163743258497464 | 0.918128370751268 |
285 | 0.0783414979070756 | 0.156682995814151 | 0.921658502092924 |
286 | 0.0732312346484739 | 0.146462469296948 | 0.926768765351526 |
287 | 0.0692070939587631 | 0.138414187917526 | 0.930792906041237 |
288 | 0.0632425341337404 | 0.126485068267481 | 0.93675746586626 |
289 | 0.057406319532832 | 0.114812639065664 | 0.942593680467168 |
290 | 0.0505402513430117 | 0.101080502686023 | 0.949459748656988 |
291 | 0.0450575853545861 | 0.0901151707091722 | 0.954942414645414 |
292 | 0.0401210756847613 | 0.0802421513695225 | 0.959878924315239 |
293 | 0.0351106808930178 | 0.0702213617860357 | 0.964889319106982 |
294 | 0.0317911963932033 | 0.0635823927864067 | 0.968208803606797 |
295 | 0.0284971075321261 | 0.0569942150642523 | 0.971502892467874 |
296 | 0.0257816144133902 | 0.0515632288267805 | 0.97421838558661 |
297 | 0.0229065877795131 | 0.0458131755590262 | 0.977093412220487 |
298 | 0.0206382484227925 | 0.041276496845585 | 0.979361751577208 |
299 | 0.0166384098620777 | 0.0332768197241554 | 0.983361590137922 |
300 | 0.013078038695868 | 0.026156077391736 | 0.986921961304132 |
301 | 0.0102428518047192 | 0.0204857036094384 | 0.98975714819528 |
302 | 0.0078958994608484 | 0.0157917989216968 | 0.992104100539152 |
303 | 0.00602073312919022 | 0.0120414662583804 | 0.99397926687081 |
304 | 0.00456107689046463 | 0.00912215378092925 | 0.995438923109535 |
305 | 0.00341882877554268 | 0.00683765755108535 | 0.996581171224457 |
306 | 0.00253294539309716 | 0.00506589078619432 | 0.997467054606903 |
307 | 0.00184953791716294 | 0.00369907583432588 | 0.998150462082837 |
308 | 0.00133426873016820 | 0.00266853746033641 | 0.998665731269832 |
309 | 0.000959196157303541 | 0.00191839231460708 | 0.999040803842696 |
310 | 0.000675894969691091 | 0.00135178993938218 | 0.999324105030309 |
311 | 0.000470690132509967 | 0.000941380265019934 | 0.99952930986749 |
312 | 0.000323750787856406 | 0.000647501575712812 | 0.999676249212144 |
313 | 0.00114171450562053 | 0.00228342901124106 | 0.99885828549438 |
314 | 0.00394804467280794 | 0.00789608934561588 | 0.996051955327192 |
315 | 0.0163116121094393 | 0.0326232242188785 | 0.98368838789056 |
316 | 0.0514235184429191 | 0.102847036885838 | 0.94857648155708 |
317 | 0.135355336689938 | 0.270710673379877 | 0.864644663310062 |
318 | 0.313188810674013 | 0.626377621348027 | 0.686811189325987 |
319 | 0.604538389262813 | 0.790923221474374 | 0.395461610737187 |
320 | 0.907163316718496 | 0.185673366563008 | 0.0928366832815039 |
321 | 0.989088091215317 | 0.0218238175693651 | 0.0109119087846826 |
322 | 0.999882359141569 | 0.000235281716862574 | 0.000117640858431287 |
323 | 0.999999897952168 | 2.04095664740085e-07 | 1.02047832370042e-07 |
324 | 0.999999999996616 | 6.76750186810738e-12 | 3.38375093405369e-12 |
325 | 0.999999999999306 | 1.38779282166186e-12 | 6.93896410830931e-13 |
326 | 0.999999999999714 | 5.71031921322302e-13 | 2.85515960661151e-13 |
327 | 0.99999999999929 | 1.4209716517805e-12 | 7.1048582589025e-13 |
328 | 0.99999999999856 | 2.87977261782325e-12 | 1.43988630891163e-12 |
329 | 0.999999999999002 | 1.9963794101982e-12 | 9.981897050991e-13 |
330 | 0.999999999998107 | 3.78688471699588e-12 | 1.89344235849794e-12 |
331 | 0.99999999999399 | 1.20186149298175e-11 | 6.00930746490873e-12 |
332 | 0.99999999998156 | 3.68805493649906e-11 | 1.84402746824953e-11 |
333 | 0.999999999937342 | 1.25315697460546e-10 | 6.2657848730273e-11 |
334 | 0.999999999791335 | 4.17330540094284e-10 | 2.08665270047142e-10 |
335 | 0.99999999960345 | 7.93100700464918e-10 | 3.96550350232459e-10 |
336 | 0.999999998978906 | 2.04218771861219e-09 | 1.02109385930609e-09 |
337 | 0.999999996664065 | 6.67187014182107e-09 | 3.33593507091053e-09 |
338 | 0.999999993545152 | 1.29096964352196e-08 | 6.4548482176098e-09 |
339 | 0.999999993263478 | 1.34730436305694e-08 | 6.73652181528471e-09 |
340 | 0.999999981368617 | 3.72627667460924e-08 | 1.86313833730462e-08 |
341 | 0.99999998904546 | 2.19090805263820e-08 | 1.09545402631910e-08 |
342 | 0.999999977153952 | 4.56920956937938e-08 | 2.28460478468969e-08 |
343 | 0.999999930228756 | 1.39542488311033e-07 | 6.97712441555164e-08 |
344 | 0.99999974287259 | 5.14254820480621e-07 | 2.57127410240311e-07 |
345 | 0.99999927165564 | 1.45668872120221e-06 | 7.28344360601105e-07 |
346 | 0.999997572822455 | 4.85435508990416e-06 | 2.42717754495208e-06 |
347 | 0.999990488225454 | 1.90235490918408e-05 | 9.5117745459204e-06 |
348 | 0.999961730955718 | 7.65380885636264e-05 | 3.82690442818132e-05 |
349 | 0.99986546202737 | 0.000269075945258176 | 0.000134537972629088 |
350 | 0.99989714985206 | 0.000205700295880511 | 0.000102850147940256 |
351 | 0.999773362968264 | 0.000453274063472717 | 0.000226637031736359 |
352 | 0.9991589805683 | 0.00168203886339795 | 0.000841019431698976 |
353 | 0.99638977460146 | 0.0072204507970792 | 0.0036102253985396 |
354 | 0.995303755473097 | 0.00939248905380651 | 0.00469624452690325 |
355 | 0.97870225262262 | 0.0425954947547607 | 0.0212977473773804 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 50 | 0.147492625368732 | NOK |
5% type I error level | 64 | 0.188790560471976 | NOK |
10% type I error level | 75 | 0.221238938053097 | NOK |