Home » date » 2009 » Dec » 05 »
*The author of this computation has been verified*
R Software Module: /rwasp_multipleregression.wasp (opens new window with default values)
Title produced by software: Multiple Regression
Date of computation: Sat, 05 Dec 2009 12:08:14 -0700

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Dec/05/t1260040162wbm08awg7jhvltd.htm/, Retrieved Sat, 18 May 2013 20:38:02 +0000

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Multiple Regression] [Q1 The Seatbeltlaw] [2007-11-14 19:27:43] [8cd6641b921d30ebe00b648d1481bba0]
- RMPD  [Multiple Regression] [Seatbelt] [2009-11-12 13:54:52] [b98453cac15ba1066b407e146608df68]
-   PD    [Multiple Regression] [] [2009-12-05 18:01:32] [badc6a9acdc45286bea7f74742e15a21]
-    D        [Multiple Regression] [] [2009-12-05 19:08:14] [0545e25c765ce26b196961216dc11e13] [Current]

Feedback Forum:

Post a new message

Original text written by user:

IsPrivate?
No (this computation is public)

User-defined keywords:

System-generated keywords (parent):
t1260036146rbaawoyj5p85gzx (pk = 64291)
Estimated Impact
42

Dataseries X:
» Textfile « » CSV « » Correlation Matrix « » Notched Boxplots «

Output produced by software:

Enter (or paste) a matrix (table) containing all data (time) series. Every column represents a different variable and must be delimited by a space or Tab. Every row represents a period in time (or category) and must be delimited by hard returns. The easiest way to enter data is to copy and paste a block of spreadsheet cells. Please, do not use commas or spaces to seperate groups of digits!

 Summary of computational transaction Raw Input view raw input (R code) Raw Output view raw output of R engine Computing time 3 seconds R Server 'Gwilym Jenkins' @ 72.249.127.135

 Multiple Linear Regression - Estimated Regression Equation Y[t] = + 1029.25177948533 + 293.630335878267X[t] + 1.00160644084244Y1[t] -1166.49099523471M1[t] -1299.84636877925M2[t] -1732.48748327642M3[t] -1001.05820969392M4[t] -266.302441146827M5[t] -1044.60240661893M6[t] -1571.60816034634M7[t] -1468.87276527106M8[t] -1262.17642796682M9[t] -931.311419086338M10[t] -1030.21523527544M11[t] + 0.0556754590232193t + e[t]

 Multiple Linear Regression - Ordinary Least Squares Variable Parameter S.D. T-STATH0: parameter = 0 2-tail p-value 1-tail p-value (Intercept) 1029.25177948533 163.088154 6.311 0 0 X 293.630335878267 106.535185 2.7562 0.007259 0.003629 Y1 1.00160644084244 0.015669 63.9209 0 0 M1 -1166.49099523471 136.138675 -8.5684 0 0 M2 -1299.84636877925 135.996499 -9.5579 0 0 M3 -1732.48748327642 135.623453 -12.7742 0 0 M4 -1001.05820969392 134.858196 -7.423 0 0 M5 -266.302441146827 134.959846 -1.9732 0.05197 0.025985 M6 -1044.60240661893 136.424166 -7.657 0 0 M7 -1571.60816034634 135.982433 -11.5574 0 0 M8 -1468.87276527106 135.278237 -10.8582 0 0 M9 -1262.17642796682 134.953683 -9.3527 0 0 M10 -931.311419086338 134.881544 -6.9047 0 0 M11 -1030.21523527544 139.14898 -7.4037 0 0 t 0.0556754590232193 1.63011 0.0342 0.97284 0.48642

 Multiple Linear Regression - Regression Statistics Multiple R 0.994108696621259 R-squared 0.988252100698017 Adjusted R-squared 0.986170194492603 F-TEST (value) 474.686178526083 F-TEST (DF numerator) 14 F-TEST (DF denominator) 79 p-value 0 Multiple Linear Regression - Residual Statistics Residual Standard Deviation 260.288261028821 Sum Squared Residuals 5352248.32752319

 Multiple Linear Regression - Actuals, Interpolation, and Residuals Time or Index Actuals InterpolationForecast ResidualsPrediction Error 1 8823 8928.35635577457 -105.356355774566 2 8776 8566.69038917697 209.309610823031 3 8255 8087.02944741923 167.970552580774 4 7969 8296.67744078184 -327.677440781836 5 8758 8745.02944270701 12.9705572929847 6 8693 8757.05263451863 -64.0526345186299 7 8271 8164.99813759548 106.001862404518 8 7790 7845.11129009427 -55.1112900942681 9 7769 7570.09060481232 198.909395187684 10 8170 7879.97755389414 290.022446105864 11 8209 8182.77359594188 26.2264040581251 12 9395 9252.1071578692 142.892842130806 13 9260 9273.57707693264 -13.5770769326362 14 9018 9005.0605093334 12.9394906666032 15 8501 8330.08631161138 170.913688388625 16 8500 8543.74073073735 -43.7407307373549 17 9649 9277.55056830263 371.449431697368 18 9319 9650.15207881752 -331.15207881752 19 8830 8792.67187507113 37.3281249288731 20 8436 8405.67739603347 30.3226039665295 21 8169 8217.79647110481 -48.7964711048116 22 8269 8281.2882357394 -12.2882357393896 23 7945 8282.60073909355 -337.600739093554 24 9144 8988.35116299507 155.648837004933 25 8770 9022.84196578946 -252.841965789461 26 8834 8514.94145882888 319.058541171120 27 7837 8146.45883200465 -309.458832004645 28 7792 7879.34215952625 -87.3421595262537 29 8616 8569.08131369446 46.9186863055372 30 8518 8616.16073093556 -98.160730935558 31 7940 7991.05322146461 -51.0532214646114 32 7545 7514.91576919198 30.084230808022 33 7531 7326.03323782248 204.966762177523 34 7665 7642.93143199019 22.0685680098086 35 7599 7678.298554333 -79.2985543329994 36 8444 8642.46343997186 -198.463439971862 37 8549 8322.38556270803 226.614437291968 38 7986 8294.25454091098 -308.254540910979 39 7335 7297.76467567854 37.2353243214649 40 7287 7377.20383173163 -90.2038317316278 41 7870 8063.93816657731 -193.938166577309 42 7839 7869.63043157538 -30.6304315753766 43 7327 7311.63055364087 15.3694463591263 44 7259 6901.59912646384 357.400873536159 45 6964 7040.24190124982 -76.2419012498176 46 7271 7075.68868554081 195.311314459193 47 6956 7284.33372214936 -328.333722149357 48 7608 7999.09860401845 -391.098604018452 49 7692 7485.71068367203 206.289316327969 50 7255 7436.54592661729 -181.545926617287 51 6804 6566.25847293099 237.741527069010 52 6655 6846.01891715257 -191.018917152571 53 7341 7431.59100147317 -90.5910014731662 54 7602 7340.448729878 261.551270121995 55 7086 7074.9179326695 11.0820673305061 56 6625 6660.88007972909 -35.8800797290919 57 6272 6405.89152326399 -133.891523263990 58 6576 6383.24513398612 192.754866013883 59 6491 6588.88535127214 -97.88535127214 60 7649 7534.019714535 114.980285465004 61 7400 7527.44465325485 -127.444653254850 62 6913 7144.74495139957 -231.744951399573 63 6532 6224.37717567115 307.622824328845 64 6486 6574.2500707517 -88.2500707517061 65 7295 7262.98761847907 32.0123815209273 66 7556 7295.04293910753 260.957060892469 67 7088 7323.14247777729 -235.142477777289 68 6952 6957.18173399732 -5.18173399732387 69 6773 7027.71527080601 -254.715270806014 70 6917 7179.34840223473 -262.348402234727 71 7371 7224.73158898596 146.268411014041 72 8221 8709.73182386289 -488.731823862889 73 7953 8394.66197880327 -441.661978803273 74 8027 7992.93175457199 34.0682454280105 75 7287 7634.46519215618 -347.465192156179 76 8076 7624.7613749743 451.238625025705 77 8933 9149.8403008051 -216.840300805099 78 9433 9229.972730594 203.027269406006 79 9479 9203.82587274683 275.174127253173 80 9199 9352.69083955987 -153.690839559876 81 9469 9278.99304888725 190.006951112745 82 10015 9880.34747225422 134.652527745777 83 10999 10328.3764482241 670.623551775885 84 13009 12344.2280967475 664.77190325246 85 13699 13191.0217230652 507.978276934848 86 13895 13748.8304691609 146.169530839074 87 13248 13512.5598925279 -264.559892527894 88 13973 13596.0054743444 376.994525655644 89 15095 15056.9815879612 38.0184120387566 90 15201 15402.5397245734 -201.539724573386 91 14823 14981.7599290343 -158.759929034297 92 14538 14705.9437649302 -167.943764930151 93 14547 14627.2379420533 -80.2379420533186 94 14407 14967.1730843604 -560.17308436041

 Goldfeld-Quandt test for Heteroskedasticity p-values Alternative Hypothesis breakpoint index greater 2-sided less 18 0.334579756344499 0.669159512688997 0.665420243655501 19 0.185459440997866 0.370918881995731 0.814540559002134 20 0.100598456828483 0.201196913656967 0.899401543171517 21 0.0647015879790509 0.129403175958102 0.935298412020949 22 0.0778680345428514 0.155736069085703 0.922131965457149 23 0.122656369341844 0.245312738683689 0.877343630658156 24 0.0755048142980765 0.151009628596153 0.924495185701923 25 0.0511860143737172 0.102372028747434 0.948813985626283 26 0.0504662971738615 0.100932594347723 0.949533702826139 27 0.091854675184052 0.183709350368104 0.908145324815948 28 0.0649383859503266 0.129876771900653 0.935061614049673 29 0.0437968419379526 0.0875936838759051 0.956203158062047 30 0.029081466150444 0.058162932300888 0.970918533849556 31 0.0178264903810145 0.0356529807620291 0.982173509618985 32 0.0104107295570212 0.0208214591140425 0.989589270442979 33 0.00771956872298078 0.0154391374459616 0.99228043127702 34 0.00472547119227902 0.00945094238455804 0.995274528807721 35 0.00264643513290707 0.00529287026581415 0.997353564867093 36 0.00317071883724327 0.00634143767448653 0.996829281162757 37 0.00536615410992669 0.0107323082198534 0.994633845890073 38 0.0107348834043489 0.0214697668086978 0.989265116595651 39 0.00662902224935203 0.0132580444987041 0.993370977750648 40 0.00394507984207757 0.00789015968415515 0.996054920157922 41 0.00403713163823151 0.00807426327646302 0.995962868361769 42 0.00252447477863299 0.00504894955726598 0.997475525221367 43 0.00141212510797342 0.00282425021594685 0.998587874892026 44 0.00278832474238449 0.00557664948476899 0.997211675257615 45 0.00193803705554729 0.00387607411109457 0.998061962944453 46 0.00204101527413517 0.00408203054827034 0.997958984725865 47 0.00174527679412136 0.00349055358824271 0.998254723205879 48 0.00328911316695549 0.00657822633391097 0.996710886833045 49 0.00321585018434519 0.00643170036869038 0.996784149815655 50 0.00240299673143891 0.00480599346287782 0.99759700326856 51 0.00310336480598315 0.0062067296119663 0.996896635194017 52 0.00203146906739746 0.00406293813479492 0.997968530932603 53 0.00131926202548415 0.00263852405096830 0.998680737974516 54 0.00217197289330286 0.00434394578660573 0.997828027106697 55 0.0013724841915509 0.0027449683831018 0.99862751580845 56 0.000961334815559765 0.00192266963111953 0.99903866518444 57 0.000654618966204141 0.00130923793240828 0.999345381033796 58 0.00147766827453285 0.00295533654906571 0.998522331725467 59 0.00098512919905449 0.00197025839810898 0.999014870800946 60 0.00067572197199398 0.00135144394398796 0.999324278028006 61 0.000365226545466054 0.000730453090932108 0.999634773454534 62 0.000316071698731563 0.000632143397463125 0.999683928301268 63 0.000754780895275957 0.00150956179055191 0.999245219104724 64 0.00094658413715555 0.0018931682743111 0.999053415862844 65 0.000494689391053478 0.000989378782106956 0.999505310608947 66 0.000423947507781873 0.000847895015563746 0.999576052492218 67 0.000201070677727043 0.000402141355454086 0.999798929322273 68 0.00035323267333745 0.0007064653466749 0.999646767326663 69 0.000207342922310514 0.000414685844621028 0.99979265707769 70 0.00137315662423945 0.00274631324847889 0.99862684337576 71 0.00437937915998421 0.00875875831996843 0.995620620840016 72 0.00344510571214235 0.00689021142428469 0.996554894287858 73 0.173088609373237 0.346177218746474 0.826911390626763 74 0.166179918664706 0.332359837329412 0.833820081335294 75 0.129044384970523 0.258088769941046 0.870955615029477 76 0.132355790530674 0.264711581061348 0.867644209469326

 Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity Description # significant tests % significant tests OK/NOK 1% type I error level 36 0.610169491525424 NOK 5% type I error level 42 0.711864406779661 NOK 10% type I error level 44 0.745762711864407 NOK

Charts produced by software:
 http://www.freestatistics.org/blog/date/2009/Dec/05/t1260040162wbm08awg7jhvltd/10prl21260040089.png (opens in new window) http://www.freestatistics.org/blog/date/2009/Dec/05/t1260040162wbm08awg7jhvltd/10prl21260040089.ps (opens in new window) Click here to open pdf file.

 http://www.freestatistics.org/blog/date/2009/Dec/05/t1260040162wbm08awg7jhvltd/1jc2b1260040089.png (opens in new window) http://www.freestatistics.org/blog/date/2009/Dec/05/t1260040162wbm08awg7jhvltd/1jc2b1260040089.ps (opens in new window) Click here to open pdf file.

 http://www.freestatistics.org/blog/date/2009/Dec/05/t1260040162wbm08awg7jhvltd/2mr7h1260040089.png (opens in new window) http://www.freestatistics.org/blog/date/2009/Dec/05/t1260040162wbm08awg7jhvltd/2mr7h1260040089.ps (opens in new window) Click here to open pdf file.

 http://www.freestatistics.org/blog/date/2009/Dec/05/t1260040162wbm08awg7jhvltd/305hp1260040089.png (opens in new window) http://www.freestatistics.org/blog/date/2009/Dec/05/t1260040162wbm08awg7jhvltd/305hp1260040089.ps (opens in new window) Click here to open pdf file.

 http://www.freestatistics.org/blog/date/2009/Dec/05/t1260040162wbm08awg7jhvltd/427uc1260040089.png (opens in new window) http://www.freestatistics.org/blog/date/2009/Dec/05/t1260040162wbm08awg7jhvltd/427uc1260040089.ps (opens in new window) Click here to open pdf file.

 http://www.freestatistics.org/blog/date/2009/Dec/05/t1260040162wbm08awg7jhvltd/5jebp1260040089.png (opens in new window) http://www.freestatistics.org/blog/date/2009/Dec/05/t1260040162wbm08awg7jhvltd/5jebp1260040089.ps (opens in new window) Click here to open pdf file.

 http://www.freestatistics.org/blog/date/2009/Dec/05/t1260040162wbm08awg7jhvltd/6z0u41260040089.png (opens in new window) http://www.freestatistics.org/blog/date/2009/Dec/05/t1260040162wbm08awg7jhvltd/6z0u41260040089.ps (opens in new window) Click here to open pdf file.

 http://www.freestatistics.org/blog/date/2009/Dec/05/t1260040162wbm08awg7jhvltd/7zmwj1260040089.png (opens in new window) http://www.freestatistics.org/blog/date/2009/Dec/05/t1260040162wbm08awg7jhvltd/7zmwj1260040089.ps (opens in new window) Click here to open pdf file.

 http://www.freestatistics.org/blog/date/2009/Dec/05/t1260040162wbm08awg7jhvltd/8yyu81260040089.png (opens in new window) http://www.freestatistics.org/blog/date/2009/Dec/05/t1260040162wbm08awg7jhvltd/8yyu81260040089.ps (opens in new window) Click here to open pdf file.

 http://www.freestatistics.org/blog/date/2009/Dec/05/t1260040162wbm08awg7jhvltd/9h8ze1260040089.png (opens in new window) http://www.freestatistics.org/blog/date/2009/Dec/05/t1260040162wbm08awg7jhvltd/9h8ze1260040089.ps (opens in new window) Click here to open pdf file.

Parameters (Session):
par1 = 1 ; par2 = Include Monthly Dummies ; par3 = Linear Trend ;

Parameters (R input):
par1 = 1 ; par2 = Include Monthly Dummies ; par3 = Linear Trend ;

R code (references can be found in the software module):

Software written by Ed van Stee & Patrick Wessa

Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.

We may request personal information to be submitted to our servers in order to be able to:

• personalize online software applications according to your needs
• enforce strict security rules with respect to the data that you upload (e.g. statistical data)
• manage user sessions of online applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.