| Multiple Linear Regression - Estimated Regression Equation |
| koers-nyrstar[t] = + 0.470311002831475 + 0.00171388893656082`Zink-prijs`[t] + 0.00141340764409491`Lood-prijs`[t] + 0.128734027006698`NYSE-eindkoers-vorige-dag`[t] -2.50551896362825`Rente-op-LT-leningen-in-%`[t] -0.0458395501776176`Conjunctuurenquete `[t] + 0.0981553451240848M1[t] + 0.160386902535726M2[t] + 0.0669640934359867M3[t] + 0.1296844837058M4[t] -0.031283661505102M5[t] -0.000687812078578053M6[t] -0.088556222969061M7[t] -0.170235352832043M8[t] -0.103138880917442M9[t] -0.0433015164244993M10[t] + 0.0406707117805078M11[t] + e[t] |
| Multiple Linear Regression - Ordinary Least Squares | |||||
| Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
| (Intercept) | 0.470311002831475 | 0.80986 | 0.5807 | 0.562173 | 0.281087 |
| `Zink-prijs` | 0.00171388893656082 | 0.000546 | 3.1377 | 0.002 | 0.001 |
| `Lood-prijs` | 0.00141340764409491 | 0.000415 | 3.4097 | 0.000808 | 0.000404 |
| `NYSE-eindkoers-vorige-dag` | 0.128734027006698 | 0.013144 | 9.7942 | 0 | 0 |
| `Rente-op-LT-leningen-in-%` | -2.50551896362825 | 0.325576 | -7.6956 | 0 | 0 |
| `Conjunctuurenquete ` | -0.0458395501776176 | 0.017066 | -2.686 | 0.007932 | 0.003966 |
| M1 | 0.0981553451240848 | 0.160938 | 0.6099 | 0.542726 | 0.271363 |
| M2 | 0.160386902535726 | 0.160853 | 0.9971 | 0.320099 | 0.160049 |
| M3 | 0.0669640934359867 | 0.160863 | 0.4163 | 0.677719 | 0.338859 |
| M4 | 0.1296844837058 | 0.160928 | 0.8059 | 0.421427 | 0.210713 |
| M5 | -0.031283661505102 | 0.160868 | -0.1945 | 0.846036 | 0.423018 |
| M6 | -0.000687812078578053 | 0.160892 | -0.0043 | 0.996594 | 0.498297 |
| M7 | -0.088556222969061 | 0.160916 | -0.5503 | 0.582802 | 0.291401 |
| M8 | -0.170235352832043 | 0.160927 | -1.0578 | 0.291594 | 0.145797 |
| M9 | -0.103138880917442 | 0.160933 | -0.6409 | 0.522444 | 0.261222 |
| M10 | -0.0433015164244993 | 0.160861 | -0.2692 | 0.788106 | 0.394053 |
| M11 | 0.0406707117805078 | 0.160921 | 0.2527 | 0.80077 | 0.400385 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.955195833150033 |
| R-squared | 0.912399079667185 |
| Adjusted R-squared | 0.904343822625087 |
| F-TEST (value) | 113.267531364779 |
| F-TEST (DF numerator) | 16 |
| F-TEST (DF denominator) | 174 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 0.44752475235394 |
| Sum Squared Residuals | 34.8484422906852 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 11.73 | 10.8115166850611 | 0.918483314938921 |
| 2 | 11.75 | 10.7250122626075 | 1.02498773739251 |
| 3 | 11.39 | 10.4019667341861 | 0.988033265813942 |
| 4 | 11.54 | 10.3289101647613 | 1.21108983523866 |
| 5 | 9.62 | 10.2908781055519 | -0.670878105551865 |
| 6 | 9.82 | 10.4130353955693 | -0.593035395569273 |
| 7 | 9.94 | 10.2461385709797 | -0.306138570979669 |
| 8 | 9.9 | 10.0836602420698 | -0.183660242069775 |
| 9 | 9.8 | 10.2759495953498 | -0.475949595349817 |
| 10 | 9.86 | 10.3189553700776 | -0.458955370077594 |
| 11 | 10.5 | 10.1759505230701 | 0.324049476929866 |
| 12 | 10.33 | 10.0056853539355 | 0.324314646064535 |
| 13 | 10.16 | 9.88970126295025 | 0.270298737049754 |
| 14 | 9.91 | 9.69225053406982 | 0.217749465930182 |
| 15 | 9.96 | 9.5403524421277 | 0.419647557872297 |
| 16 | 10.03 | 9.8397954990235 | 0.190204500976504 |
| 17 | 9.55 | 9.80688077990111 | -0.256880779901105 |
| 18 | 9.51 | 9.93283402796397 | -0.422834027963967 |
| 19 | 9.8 | 9.98329724350792 | -0.183297243507923 |
| 20 | 10.08 | 9.86447001283802 | 0.215529987161982 |
| 21 | 10.2 | 9.69343810475313 | 0.506561895246867 |
| 22 | 10.23 | 9.88690241635473 | 0.343097583645266 |
| 23 | 10.2 | 10.2111821848045 | -0.0111821848044533 |
| 24 | 10.07 | 10.1150268028644 | -0.0450268028643546 |
| 25 | 10.01 | 10.1283329386444 | -0.118332938644387 |
| 26 | 10.05 | 10.01800277597 | 0.0319972240299933 |
| 27 | 9.92 | 10.1271924503755 | -0.207192450375495 |
| 28 | 10.03 | 10.1258491140287 | -0.0958491140286924 |
| 29 | 10.18 | 10.0225316037304 | 0.15746839626965 |
| 30 | 10.1 | 9.97493485906157 | 0.125065140938427 |
| 31 | 10.16 | 10.7043701182734 | -0.544370118273447 |
| 32 | 10.15 | 10.6890709204263 | -0.539070920426282 |
| 33 | 10.13 | 10.6992672991947 | -0.569267299194714 |
| 34 | 10.09 | 10.9548536337588 | -0.864853633758794 |
| 35 | 10.18 | 11.1068751345876 | -0.926875134587639 |
| 36 | 10.06 | 11.0660356756888 | -1.00603567568877 |
| 37 | 9.65 | 10.1179670370563 | -0.467967037056333 |
| 38 | 9.74 | 10.0868134620703 | -0.346813462070282 |
| 39 | 9.53 | 9.83388536865625 | -0.303885368656252 |
| 40 | 9.5 | 10.0321791260946 | -0.532179126094647 |
| 41 | 9 | 9.72345900548243 | -0.723459005482431 |
| 42 | 9.15 | 9.63417790751336 | -0.484177907513363 |
| 43 | 9.32 | 9.70273640665487 | -0.382736406654873 |
| 44 | 9.62 | 9.68101074390496 | -0.0610107439049664 |
| 45 | 9.59 | 9.5036064942287 | 0.0863935057713036 |
| 46 | 9.37 | 9.38799081013808 | -0.0179908101380854 |
| 47 | 9.35 | 9.5371480470467 | -0.187148047046695 |
| 48 | 9.32 | 9.50935073796686 | -0.189350737966857 |
| 49 | 9.49 | 9.80970480341725 | -0.319704803417253 |
| 50 | 9.52 | 9.90519240507563 | -0.385192405075634 |
| 51 | 9.59 | 9.69060130772455 | -0.100601307724551 |
| 52 | 9.35 | 9.4505905320861 | -0.100590532086101 |
| 53 | 9.2 | 9.24502533322068 | -0.0450253332206761 |
| 54 | 9.57 | 9.2731165286661 | 0.296883471333902 |
| 55 | 9.78 | 9.28955720602983 | 0.490442793970172 |
| 56 | 9.79 | 9.12667285026805 | 0.66332714973195 |
| 57 | 9.57 | 9.39484233066975 | 0.175157669330247 |
| 58 | 9.53 | 9.42659512100652 | 0.103404878993478 |
| 59 | 9.65 | 9.37607820770216 | 0.273921792297839 |
| 60 | 9.36 | 9.32518545304971 | 0.0348145469502888 |
| 61 | 9.4 | 9.04274474921015 | 0.357255250789849 |
| 62 | 9.32 | 9.05012943513383 | 0.26987056486617 |
| 63 | 9.31 | 8.98004333854167 | 0.329956661458325 |
| 64 | 9.19 | 9.03117147274628 | 0.158828527253717 |
| 65 | 9.39 | 9.04082418983059 | 0.349175810169411 |
| 66 | 9.28 | 9.14019852276081 | 0.139801477239191 |
| 67 | 9.28 | 9.10497178794877 | 0.17502821205123 |
| 68 | 9.31 | 9.08503882542549 | 0.224961174574511 |
| 69 | 9.28 | 9.14183657517956 | 0.138163424820444 |
| 70 | 9.31 | 9.20213126542133 | 0.107868734578667 |
| 71 | 9.35 | 9.49527661329468 | -0.145276613294681 |
| 72 | 9.19 | 9.16401331623819 | 0.0259866837618126 |
| 73 | 9.07 | 9.3095796718128 | -0.239579671812798 |
| 74 | 8.96 | 9.5273611688599 | -0.567361168859904 |
| 75 | 8.69 | 9.48225946418887 | -0.792259464188875 |
| 76 | 8.58 | 9.55520242416515 | -0.975202424165153 |
| 77 | 8.56 | 9.35663519279137 | -0.796635192791367 |
| 78 | 8.47 | 9.32168117364273 | -0.85168117364273 |
| 79 | 8.46 | 9.08077621290949 | -0.620776212909493 |
| 80 | 8.75 | 9.16686368539998 | -0.41686368539998 |
| 81 | 8.95 | 9.22177811881421 | -0.271778118814212 |
| 82 | 9.33 | 9.00646521663304 | 0.323534783366956 |
| 83 | 9.51 | 9.02587022684909 | 0.484129773150912 |
| 84 | 9.561 | 8.79644354394518 | 0.764556456054819 |
| 85 | 9.94 | 9.07104805927655 | 0.868951940723446 |
| 86 | 9.9 | 9.27463210605324 | 0.625367893946762 |
| 87 | 9.275 | 9.17413639625525 | 0.100863603744752 |
| 88 | 9.56 | 9.16081461393403 | 0.399185386065974 |
| 89 | 9.779 | 8.97384341802118 | 0.805156581978824 |
| 90 | 9.746 | 9.10108009147924 | 0.644919908520757 |
| 91 | 9.991 | 9.21891980762969 | 0.77208019237031 |
| 92 | 9.98 | 9.34770134063471 | 0.632298659365295 |
| 93 | 10.195 | 9.54244786539016 | 0.652552134609839 |
| 94 | 10.31 | 9.70500487927981 | 0.604995120720189 |
| 95 | 10.25 | 9.82343450114748 | 0.426565498852524 |
| 96 | 9.871 | 9.7015114240432 | 0.1694885759568 |
| 97 | 10.06 | 10.0055114634471 | 0.0544885365529056 |
| 98 | 9.894 | 9.96895713396508 | -0.0749571339650809 |
| 99 | 9.59 | 9.49795980573298 | 0.0920401942670233 |
| 100 | 9.64 | 9.00146200616894 | 0.638537993831059 |
| 101 | 9.89 | 9.09728163308206 | 0.792718366917944 |
| 102 | 9.53 | 8.92377733758868 | 0.606222662411316 |
| 103 | 9.388 | 8.96171663973362 | 0.426283360266379 |
| 104 | 9.16 | 8.95962397154615 | 0.200376028453855 |
| 105 | 9.418 | 9.22474460540115 | 0.193255394598849 |
| 106 | 9.57 | 9.23080027193856 | 0.339199728061443 |
| 107 | 9.857 | 9.39161709584401 | 0.465382904155992 |
| 108 | 9.877 | 9.29807189462429 | 0.578928105375711 |
| 109 | 9.76 | 9.40889300711011 | 0.351106992889895 |
| 110 | 9.76 | 9.61080371938521 | 0.149196280614794 |
| 111 | 9.695 | 9.36743807434676 | 0.32756192565324 |
| 112 | 9.475 | 9.41817636718456 | 0.0568236328154434 |
| 113 | 9.262 | 9.03440403876184 | 0.22759596123816 |
| 114 | 9.097 | 9.01992086072346 | 0.077079139276544 |
| 115 | 8.55 | 8.59179899370941 | -0.0417989937094088 |
| 116 | 8.16 | 8.33741455584373 | -0.177414555843734 |
| 117 | 7.532 | 8.01872712084923 | -0.486727120849235 |
| 118 | 7.325 | 7.66559747825358 | -0.340597478253582 |
| 119 | 6.749 | 6.88292794479699 | -0.133927944796993 |
| 120 | 7.13 | 7.33987581723981 | -0.209875817239808 |
| 121 | 6.995 | 7.25176452441999 | -0.256764524419989 |
| 122 | 7.346 | 7.65768583714209 | -0.311685837142088 |
| 123 | 7.73 | 7.68737260308018 | 0.0426273969198215 |
| 124 | 7.837 | 7.77958625205236 | 0.0574137479476419 |
| 125 | 7.514 | 7.30089090340952 | 0.213109096590484 |
| 126 | 7.58 | 7.49698528183688 | 0.0830147181631209 |
| 127 | 6.83 | 6.97026649121758 | -0.140266491217578 |
| 128 | 6.617 | 6.94770498826007 | -0.330704988260066 |
| 129 | 6.715 | 6.85793751373935 | -0.142937513739348 |
| 130 | 6.63 | 7.16202418758732 | -0.532024187587325 |
| 131 | 6.891 | 7.4477753010583 | -0.556775301058296 |
| 132 | 7.002 | 7.41060640642365 | -0.408606406423648 |
| 133 | 7.09 | 7.7354364279641 | -0.645436427964097 |
| 134 | 7.36 | 7.89808052644096 | -0.538080526440962 |
| 135 | 7.477 | 7.88049991876462 | -0.403499918764622 |
| 136 | 7.826 | 8.0289770024401 | -0.202977002440097 |
| 137 | 7.79 | 7.92858587033793 | -0.138585870337928 |
| 138 | 7.578 | 7.6556195655335 | -0.0776195655334987 |
| 139 | 7.204 | 7.36543233412228 | -0.161432334122282 |
| 140 | 7.198 | 7.50356466075812 | -0.305564660758117 |
| 141 | 7.685 | 7.6437674351298 | 0.0412325648702015 |
| 142 | 7.795 | 7.6140614296379 | 0.180938570362096 |
| 143 | 7.46 | 7.6011898358595 | -0.141189835859505 |
| 144 | 7.274 | 7.59561880619321 | -0.321618806193206 |
| 145 | 7.33 | 7.92478016266551 | -0.594780162665506 |
| 146 | 7.655 | 7.8467355476029 | -0.191735547602895 |
| 147 | 7.767 | 7.84818982641775 | -0.0811898264177478 |
| 148 | 7.84 | 7.69897152299925 | 0.141028477000746 |
| 149 | 7.424 | 7.31611447074758 | 0.10788552925242 |
| 150 | 7.54 | 7.2562479368498 | 0.283752063150199 |
| 151 | 7.351 | 6.81767527523618 | 0.533324724763823 |
| 152 | 6.735 | 6.57665107473547 | 0.158348925264534 |
| 153 | 6.777 | 6.44403464284677 | 0.332965357153234 |
| 154 | 6.679 | 6.21285359590945 | 0.466146404090553 |
| 155 | 7.34 | 6.4692375247442 | 0.870762475255799 |
| 156 | 6.978 | 6.41023265115778 | 0.567767348842218 |
| 157 | 6.92 | 6.3714594553331 | 0.548540544666898 |
| 158 | 6.628 | 6.08501362948671 | 0.542986370513295 |
| 159 | 6.385 | 6.19131577860489 | 0.193684221395108 |
| 160 | 5.984 | 6.31280673199654 | -0.328806731996542 |
| 161 | 6.268 | 6.04392408427795 | 0.224075915722053 |
| 162 | 6.596 | 6.2030131716913 | 0.392986828308705 |
| 163 | 6.395 | 6.38793062228958 | 0.00706937771041785 |
| 164 | 6.715 | 6.5315913579911 | 0.183408642008902 |
| 165 | 6.804 | 6.6659089499004 | 0.138091050099604 |
| 166 | 6.929 | 6.8189817208513 | 0.110018279148701 |
| 167 | 6.846 | 6.82911536670784 | 0.0168846332921595 |
| 168 | 6.992 | 6.76663120185351 | 0.225368798146487 |
| 169 | 6.774 | 6.80967685647817 | -0.0356768564781696 |
| 170 | 6.75 | 6.65415060719599 | 0.0958493928040078 |
| 171 | 6.485 | 6.55098563695038 | -0.0659856369503793 |
| 172 | 6.27 | 6.29556962339387 | -0.0255696233938693 |
| 173 | 6.47 | 6.38107654240241 | 0.0889234575975886 |
| 174 | 6.78 | 6.57251950767288 | 0.207480492327117 |
| 175 | 6.71 | 6.4335727566576 | 0.276427243342401 |
| 176 | 6.141 | 6.45323795982391 | -0.312237959823906 |
| 177 | 6.72 | 6.74243876622765 | -0.0224387662276512 |
| 178 | 6.68 | 6.71705803751214 | -0.0370580375121356 |
| 179 | 6.371 | 6.67091096813284 | -0.299910968132837 |
| 180 | 6.097 | 6.60771091477603 | -0.510710914776027 |
| 181 | 6.27 | 6.96088289515313 | -0.690882895153134 |
| 182 | 6.447 | 6.98917884894087 | -0.542178848940874 |
| 183 | 6.37 | 6.90980085404659 | -0.539800854046588 |
| 184 | 6.446 | 7.03793754692465 | -0.591937546924646 |
| 185 | 6.54 | 6.87464482845116 | -0.334644828451161 |
| 186 | 6.374 | 6.80185783144645 | -0.427857831446447 |
| 187 | 6.33 | 6.62983953310006 | -0.299839533100059 |
| 188 | 6.63 | 6.5817228100742 | 0.0482771899257987 |
| 189 | 6.498 | 6.79327458232561 | -0.295274582325611 |
| 190 | 6.485 | 6.81272456563983 | -0.327724565639833 |
| 191 | 6.36 | 6.81941052435399 | -0.459410524353993 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 20 | 0.31542661815014 | 0.630853236300281 | 0.68457338184986 |
| 21 | 0.374782090015821 | 0.749564180031642 | 0.625217909984179 |
| 22 | 0.429973655937269 | 0.859947311874537 | 0.570026344062731 |
| 23 | 0.303839952025256 | 0.607679904050513 | 0.696160047974744 |
| 24 | 0.210314124448672 | 0.420628248897343 | 0.789685875551328 |
| 25 | 0.182312915669312 | 0.364625831338624 | 0.817687084330688 |
| 26 | 0.140485928834177 | 0.280971857668354 | 0.859514071165823 |
| 27 | 0.13782886467734 | 0.27565772935468 | 0.86217113532266 |
| 28 | 0.0988450462686875 | 0.197690092537375 | 0.901154953731312 |
| 29 | 0.464540811580436 | 0.929081623160873 | 0.535459188419564 |
| 30 | 0.738838232074571 | 0.522323535850858 | 0.261161767925429 |
| 31 | 0.731124792504985 | 0.537750414990031 | 0.268875207495015 |
| 32 | 0.695916357119277 | 0.608167285761447 | 0.304083642880723 |
| 33 | 0.645388391840302 | 0.709223216319396 | 0.354611608159698 |
| 34 | 0.611280507193621 | 0.777438985612757 | 0.388719492806379 |
| 35 | 0.603431006565121 | 0.793137986869759 | 0.396568993434879 |
| 36 | 0.588466455910872 | 0.823067088178256 | 0.411533544089128 |
| 37 | 0.528773871233898 | 0.942452257532205 | 0.471226128766102 |
| 38 | 0.467607851392948 | 0.935215702785896 | 0.532392148607052 |
| 39 | 0.403014919555115 | 0.806029839110229 | 0.596985080444886 |
| 40 | 0.356925983274998 | 0.713851966549995 | 0.643074016725003 |
| 41 | 0.337862056669644 | 0.675724113339289 | 0.662137943330356 |
| 42 | 0.309547108948808 | 0.619094217897616 | 0.690452891051192 |
| 43 | 0.27610031884788 | 0.552200637695759 | 0.723899681152121 |
| 44 | 0.230095515130043 | 0.460191030260086 | 0.769904484869957 |
| 45 | 0.186452656983332 | 0.372905313966663 | 0.813547343016668 |
| 46 | 0.158872691454369 | 0.317745382908737 | 0.841127308545631 |
| 47 | 0.145732468257251 | 0.291464936514502 | 0.854267531742749 |
| 48 | 0.125850804309319 | 0.251701608618638 | 0.874149195690681 |
| 49 | 0.660406801493471 | 0.679186397013059 | 0.33959319850653 |
| 50 | 0.716409609087055 | 0.56718078182589 | 0.283590390912945 |
| 51 | 0.678094524697384 | 0.643810950605233 | 0.321905475302616 |
| 52 | 0.649332641434899 | 0.701334717130201 | 0.350667358565101 |
| 53 | 0.608637889029522 | 0.782724221940955 | 0.391362110970478 |
| 54 | 0.588295970823572 | 0.823408058352857 | 0.411704029176428 |
| 55 | 0.565089450832861 | 0.869821098334278 | 0.434910549167139 |
| 56 | 0.543541881630758 | 0.912916236738484 | 0.456458118369242 |
| 57 | 0.492208623844936 | 0.984417247689873 | 0.507791376155064 |
| 58 | 0.443164405635233 | 0.886328811270466 | 0.556835594364767 |
| 59 | 0.39280590302712 | 0.785611806054239 | 0.60719409697288 |
| 60 | 0.352752593678151 | 0.705505187356302 | 0.647247406321849 |
| 61 | 0.332362185740743 | 0.664724371481486 | 0.667637814259257 |
| 62 | 0.306737099919738 | 0.613474199839475 | 0.693262900080262 |
| 63 | 0.270448629979961 | 0.540897259959921 | 0.729551370020039 |
| 64 | 0.240047267610495 | 0.480094535220991 | 0.759952732389505 |
| 65 | 0.227830619128606 | 0.455661238257211 | 0.772169380871394 |
| 66 | 0.193246036247987 | 0.386492072495973 | 0.806753963752013 |
| 67 | 0.163294223606622 | 0.326588447213243 | 0.836705776393378 |
| 68 | 0.141282122614892 | 0.282564245229783 | 0.858717877385109 |
| 69 | 0.119563581877623 | 0.239127163755246 | 0.880436418122377 |
| 70 | 0.0983325567430524 | 0.196665113486105 | 0.901667443256948 |
| 71 | 0.0996840683745272 | 0.199368136749054 | 0.900315931625473 |
| 72 | 0.088509709185209 | 0.177019418370418 | 0.911490290814791 |
| 73 | 0.110505077715517 | 0.221010155431034 | 0.889494922284483 |
| 74 | 0.160107624215727 | 0.320215248431455 | 0.839892375784272 |
| 75 | 0.24511702034816 | 0.49023404069632 | 0.75488297965184 |
| 76 | 0.381740815479972 | 0.763481630959943 | 0.618259184520028 |
| 77 | 0.494022842090949 | 0.988045684181898 | 0.505977157909051 |
| 78 | 0.666405048384646 | 0.667189903230709 | 0.333594951615354 |
| 79 | 0.785700013194308 | 0.428599973611383 | 0.214299986805692 |
| 80 | 0.827369629446084 | 0.345260741107832 | 0.172630370553916 |
| 81 | 0.858689568266514 | 0.282620863466973 | 0.141310431733486 |
| 82 | 0.860643996962425 | 0.27871200607515 | 0.139356003037575 |
| 83 | 0.855394386073555 | 0.289211227852891 | 0.144605613926445 |
| 84 | 0.869622876791192 | 0.260754246417615 | 0.130377123208808 |
| 85 | 0.905571532331688 | 0.188856935336625 | 0.0944284676683125 |
| 86 | 0.914942582224192 | 0.170114835551615 | 0.0850574177758076 |
| 87 | 0.904206844709178 | 0.191586310581643 | 0.0957931552908215 |
| 88 | 0.902599504077055 | 0.19480099184589 | 0.097400495922945 |
| 89 | 0.943897213363892 | 0.112205573272216 | 0.0561027866361081 |
| 90 | 0.958376474167086 | 0.0832470516658271 | 0.0416235258329136 |
| 91 | 0.972438829007469 | 0.0551223419850621 | 0.027561170992531 |
| 92 | 0.976323229643032 | 0.0473535407139368 | 0.0236767703569684 |
| 93 | 0.982653528042953 | 0.0346929439140947 | 0.0173464719570473 |
| 94 | 0.986775487016218 | 0.0264490259675649 | 0.0132245129837824 |
| 95 | 0.986796181430368 | 0.0264076371392647 | 0.0132038185696323 |
| 96 | 0.983450524164261 | 0.0330989516714774 | 0.0165494758357387 |
| 97 | 0.979298006880909 | 0.0414039862381823 | 0.0207019931190912 |
| 98 | 0.973338255611596 | 0.0533234887768076 | 0.0266617443884038 |
| 99 | 0.965696760952213 | 0.0686064780955738 | 0.0343032390477869 |
| 100 | 0.972322099026253 | 0.0553558019474935 | 0.0276779009737468 |
| 101 | 0.984362368829498 | 0.0312752623410048 | 0.0156376311705024 |
| 102 | 0.984511298474666 | 0.030977403050668 | 0.015488701525334 |
| 103 | 0.981019612971298 | 0.037960774057403 | 0.0189803870287015 |
| 104 | 0.976317139493417 | 0.0473657210131667 | 0.0236828605065834 |
| 105 | 0.970204877960317 | 0.0595902440793667 | 0.0297951220396833 |
| 106 | 0.965690790527947 | 0.0686184189441049 | 0.0343092094720525 |
| 107 | 0.968242674335749 | 0.0635146513285011 | 0.0317573256642506 |
| 108 | 0.977306127372044 | 0.0453877452559109 | 0.0226938726279555 |
| 109 | 0.984879903132029 | 0.0302401937359413 | 0.0151200968679707 |
| 110 | 0.986293012373608 | 0.0274139752527841 | 0.013706987626392 |
| 111 | 0.991312953877547 | 0.0173740922449069 | 0.00868704612245345 |
| 112 | 0.993252186393979 | 0.0134956272120418 | 0.0067478136060209 |
| 113 | 0.995085227688585 | 0.00982954462282987 | 0.00491477231141494 |
| 114 | 0.996465112476307 | 0.00706977504738594 | 0.00353488752369297 |
| 115 | 0.998288010626671 | 0.00342397874665823 | 0.00171198937332912 |
| 116 | 0.999415907102072 | 0.00116818579585635 | 0.000584092897928174 |
| 117 | 0.999702091538871 | 0.000595816922257503 | 0.000297908461128751 |
| 118 | 0.999788883717072 | 0.000422232565856281 | 0.00021111628292814 |
| 119 | 0.999850796029128 | 0.000298407941744896 | 0.000149203970872448 |
| 120 | 0.999822856411893 | 0.000354287176213653 | 0.000177143588106826 |
| 121 | 0.999794277498385 | 0.000411445003230767 | 0.000205722501615383 |
| 122 | 0.999737258104898 | 0.000525483790203196 | 0.000262741895101598 |
| 123 | 0.999729901094316 | 0.000540197811368857 | 0.000270098905684428 |
| 124 | 0.99981391080614 | 0.000372178387720261 | 0.00018608919386013 |
| 125 | 0.999751596898171 | 0.000496806203658612 | 0.000248403101829306 |
| 126 | 0.999699922806626 | 0.000600154386747976 | 0.000300077193373988 |
| 127 | 0.999550942242643 | 0.000898115514713517 | 0.000449057757356758 |
| 128 | 0.999481925249883 | 0.00103614950023306 | 0.00051807475011653 |
| 129 | 0.999494336737831 | 0.00101132652433801 | 0.000505663262169007 |
| 130 | 0.999766944064783 | 0.000466111870434802 | 0.000233055935217401 |
| 131 | 0.999802047934524 | 0.000395904130951217 | 0.000197952065475608 |
| 132 | 0.999828003861582 | 0.000343992276835984 | 0.000171996138417992 |
| 133 | 0.999924343299072 | 0.000151313401855558 | 7.56567009277788e-05 |
| 134 | 0.999969209616986 | 6.15807660287947e-05 | 3.07903830143973e-05 |
| 135 | 0.999996111806734 | 7.77638653234047e-06 | 3.88819326617024e-06 |
| 136 | 0.999999947161171 | 1.056776571567e-07 | 5.28388285783501e-08 |
| 137 | 0.999999894860818 | 2.10278364478801e-07 | 1.05139182239401e-07 |
| 138 | 0.999999769678566 | 4.60642867825941e-07 | 2.30321433912971e-07 |
| 139 | 0.999999682697058 | 6.34605884284664e-07 | 3.17302942142332e-07 |
| 140 | 0.999999612240628 | 7.75518743753209e-07 | 3.87759371876605e-07 |
| 141 | 0.999999133092502 | 1.73381499525289e-06 | 8.66907497626443e-07 |
| 142 | 0.99999851555922 | 2.96888155995675e-06 | 1.48444077997838e-06 |
| 143 | 0.999997019053443 | 5.96189311401489e-06 | 2.98094655700744e-06 |
| 144 | 0.999997178153707 | 5.64369258508935e-06 | 2.82184629254467e-06 |
| 145 | 0.999998791208024 | 2.41758395103517e-06 | 1.20879197551759e-06 |
| 146 | 0.999998077257431 | 3.84548513766787e-06 | 1.92274256883393e-06 |
| 147 | 0.999996008260856 | 7.98347828737386e-06 | 3.99173914368693e-06 |
| 148 | 0.999995246731744 | 9.50653651130403e-06 | 4.75326825565201e-06 |
| 149 | 0.999989478089654 | 2.10438206915513e-05 | 1.05219103457757e-05 |
| 150 | 0.999977175685122 | 4.56486297563678e-05 | 2.28243148781839e-05 |
| 151 | 0.999960314458537 | 7.93710829257772e-05 | 3.96855414628886e-05 |
| 152 | 0.999960783166367 | 7.84336672664157e-05 | 3.92168336332079e-05 |
| 153 | 0.999963080255819 | 7.3839488361271e-05 | 3.69197441806355e-05 |
| 154 | 0.999956865652528 | 8.62686949431953e-05 | 4.31343474715976e-05 |
| 155 | 0.999971243628491 | 5.75127430174894e-05 | 2.87563715087447e-05 |
| 156 | 0.999931739937308 | 0.000136520125384534 | 6.82600626922671e-05 |
| 157 | 0.999848129930545 | 0.000303740138910456 | 0.000151870069455228 |
| 158 | 0.999717158774542 | 0.000565682450915196 | 0.000282841225457598 |
| 159 | 0.99954478472469 | 0.000910430550620946 | 0.000455215275310473 |
| 160 | 0.999251585469394 | 0.00149682906121254 | 0.000748414530606269 |
| 161 | 0.998300744022892 | 0.00339851195421551 | 0.00169925597710775 |
| 162 | 0.99768616037434 | 0.00462767925132067 | 0.00231383962566033 |
| 163 | 0.995172823145726 | 0.00965435370854833 | 0.00482717685427417 |
| 164 | 0.992217686454129 | 0.0155646270917429 | 0.00778231354587144 |
| 165 | 0.984011254356872 | 0.0319774912862567 | 0.0159887456431283 |
| 166 | 0.971146473720545 | 0.0577070525589094 | 0.0288535262794547 |
| 167 | 0.947716012200546 | 0.104567975598908 | 0.0522839877994539 |
| 168 | 0.947512069907534 | 0.104975860184932 | 0.0524879300924658 |
| 169 | 0.930389732520387 | 0.139220534959227 | 0.0696102674796134 |
| 170 | 0.900902381615416 | 0.198195236769167 | 0.0990976183845837 |
| 171 | 0.840224127919028 | 0.319551744161944 | 0.159775872080972 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 51 | 0.335526315789474 | NOK |
| 5% type I error level | 68 | 0.447368421052632 | NOK |
| 10% type I error level | 77 | 0.506578947368421 | NOK |
