Home » date » 2009 » Dec » 09 »

*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: Wed, 09 Dec 2009 12:43:51 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Dec/09/t1260388003nnbn2ryllj7649m.htm/, Retrieved Sun, 19 May 2013 22:07:12 +0000
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
hypotheseMD
 
System-generated keywords (parent):
t1258034663fagi4z9rmty7nh6 (pk = 55996)
Estimated Impact
43
 
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 Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 661.39268292683 + 75.0182926829268X[t] + 7.60121951219552M1[t] -8.06544715447153M2[t] + 98.4345528455284M3[t] -9.06544715447148M4[t] -2.89878048780486M5[t] + 134.101219512195M6[t] -253.735162601626M7[t] -342.568495934959M8[t] + 146.098170731707M9[t] + 76.4315040650406M10[t] -29.2M11[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)661.3926829268328.88494122.897500
X75.018292682926815.5737164.8171.1e-056e-06
M17.6012195121955238.2041320.1990.8429990.4215
M2-8.0654471544715338.204132-0.21110.8335510.416775
M398.434552845528438.2041322.57650.0125940.006297
M4-9.0654471544714838.204132-0.23730.8132830.406641
M5-2.8987804878048638.204132-0.07590.9397830.469892
M6134.10121951219538.2041323.51010.0008830.000441
M7-253.73516260162638.221763-6.638500
M8-342.56849593495938.221763-8.962700
M9146.09817073170738.2217633.82240.0003290.000165
M1076.431504065040638.2217631.99970.0503080.025154
M11-29.239.888177-0.7320.467140.23357


Multiple Linear Regression - Regression Statistics
Multiple R0.930216186377923
R-squared0.865302153399486
Adjusted R-squared0.836944712009904
F-TEST (value)30.5141123810057
F-TEST (DF numerator)12
F-TEST (DF denominator)57
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation63.0687447979535
Sum Squared Residuals226726.994512195


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1627668.993902439022-41.9939024390224
2696653.32723577235842.6727642276422
3825759.82723577235865.1727642276424
4677652.32723577235824.6727642276422
5656658.493902439024-2.49390243902429
6785795.493902439025-10.4939024390246
7412407.6575203252034.34247967479673
8352318.8241869918733.1758130081301
9839807.49085365853631.5091463414637
10729737.82418699187-8.82418699187037
11696632.19268292682963.8073170731707
12641661.392682926829-20.3926829268292
13695668.99390243902526.0060975609752
14638653.327235772358-15.3272357723577
15762759.8272357723582.17276422764226
16635652.327235772358-17.3272357723577
17721658.49390243902462.5060975609756
18854795.49390243902458.5060975609756
19418407.65752032520310.3424796747967
20367318.8241869918748.1758130081300
21824807.49085365853716.5091463414633
22687737.82418699187-50.8241869918699
23601632.192682926829-31.1926829268293
24676661.39268292682914.6073170731707
25740668.99390243902571.0060975609752
26691653.32723577235837.6727642276423
27683759.827235772358-76.8272357723577
28594652.327235772358-58.3272357723577
29729658.49390243902470.5060975609756
30731795.493902439024-64.4939024390244
31386407.657520325203-21.6575203252033
32331318.8241869918712.1758130081300
33707807.490853658537-100.490853658537
34715737.82418699187-22.8241869918699
35657632.19268292682924.8073170731707
36653661.392682926829-8.39268292682928
37642668.993902439025-26.9939024390248
38643653.327235772358-10.3272357723577
39718759.827235772358-41.8272357723578
40654652.3272357723581.67276422764227
41632658.493902439024-26.4939024390245
42731795.493902439024-64.4939024390244
43392482.67581300813-90.67581300813
44344393.842479674797-49.8424796747967
45792882.509146341463-90.5091463414634
46852812.84247967479739.1575203252033
47649707.210975609756-58.2109756097561
48629736.410975609756-107.410975609756
49685744.012195121952-59.0121951219516
50617728.345528455284-111.345528455284
51715834.845528455285-119.845528455285
52715727.345528455284-12.3455284552845
53629733.512195121951-104.512195121951
54916870.51219512195145.4878048780488
55531482.6758130081348.3241869918699
56357393.842479674797-36.8424796747967
57917882.50914634146434.4908536585365
58828812.84247967479715.1575203252034
59708707.2109756097560.789024390243946
60858736.410975609756121.589024390244
61775744.01219512195230.9878048780484
62785728.34552845528456.6544715447155
631006834.845528455285171.154471544715
64789727.34552845528461.6544715447155
65734733.5121951219510.487804878048803
66906870.51219512195135.4878048780488
67532482.6758130081349.3241869918699
68387393.842479674797-6.84247967479674
69991882.509146341463108.490853658537
70841812.84247967479728.1575203252033


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
160.2839949487791620.5679898975583240.716005051220838
170.2252729706206280.4505459412412570.774727029379372
180.1895958305586810.3791916611173620.810404169441319
190.1048017631213370.2096035262426740.895198236878663
200.05873011085001350.1174602217000270.941269889149986
210.02998883517230920.05997767034461830.97001116482769
220.01843251358100610.03686502716201220.981567486418994
230.02613328362503750.0522665672500750.973866716374962
240.01492179146540330.02984358293080660.985078208534597
250.02085888845192470.04171777690384940.979141111548075
260.01277492017093480.02554984034186950.987225079829065
270.02862875602528790.05725751205057580.971371243974712
280.02462892377255290.04925784754510580.975371076227447
290.02292825141039490.04585650282078980.977071748589605
300.02732167169615650.0546433433923130.972678328303843
310.01675672379783790.03351344759567590.983243276202162
320.01135925989257070.02271851978514140.98864074010743
330.02678792540992780.05357585081985560.973212074590072
340.01614534007436320.03229068014872640.983854659925637
350.01059861075444180.02119722150888360.989401389245558
360.00580822558414140.01161645116828280.994191774415859
370.003729676438000050.007459352876000110.996270323562
380.002303957552649150.004607915105298290.997696042447351
390.001360745824220310.002721491648440630.99863925417578
400.0006757842610146190.001351568522029240.999324215738985
410.0007281278764030020.001456255752806000.999271872123597
420.0004750304686471810.0009500609372943630.999524969531353
430.0004995146009157290.0009990292018314580.999500485399084
440.0002292704056530650.000458540811306130.999770729594347
450.0003887307828844890.0007774615657689790.999611269217116
460.0007696859012225760.001539371802445150.999230314098777
470.0004182596572012880.0008365193144025750.999581740342799
480.002329529527821950.004659059055643890.997670470472178
490.001594355875182080.003188711750364160.998405644124818
500.004391311114800570.008782622229601140.9956086888852
510.4888262924709250.977652584941850.511173707529075
520.5372287023667550.925542595266490.462771297633245
530.8177980651588850.3644038696822300.182201934841115
540.7206681732471860.5586636535056290.279331826752814


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level140.358974358974359NOK
5% type I error level250.641025641025641NOK
10% type I error level300.769230769230769NOK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Dec/09/t1260388003nnbn2ryllj7649m/10zx571260387826.png (opens in new window)
http://www.freestatistics.org/blog/date/2009/Dec/09/t1260388003nnbn2ryllj7649m/10zx571260387826.ps (opens in new window)
Click here to open pdf file.


http://www.freestatistics.org/blog/date/2009/Dec/09/t1260388003nnbn2ryllj7649m/1uyvl1260387826.png (opens in new window)
http://www.freestatistics.org/blog/date/2009/Dec/09/t1260388003nnbn2ryllj7649m/1uyvl1260387826.ps (opens in new window)
Click here to open pdf file.


http://www.freestatistics.org/blog/date/2009/Dec/09/t1260388003nnbn2ryllj7649m/2wiip1260387826.png (opens in new window)
http://www.freestatistics.org/blog/date/2009/Dec/09/t1260388003nnbn2ryllj7649m/2wiip1260387826.ps (opens in new window)
Click here to open pdf file.


http://www.freestatistics.org/blog/date/2009/Dec/09/t1260388003nnbn2ryllj7649m/356kf1260387826.png (opens in new window)
http://www.freestatistics.org/blog/date/2009/Dec/09/t1260388003nnbn2ryllj7649m/356kf1260387826.ps (opens in new window)
Click here to open pdf file.


http://www.freestatistics.org/blog/date/2009/Dec/09/t1260388003nnbn2ryllj7649m/4razq1260387826.png (opens in new window)
http://www.freestatistics.org/blog/date/2009/Dec/09/t1260388003nnbn2ryllj7649m/4razq1260387826.ps (opens in new window)
Click here to open pdf file.


http://www.freestatistics.org/blog/date/2009/Dec/09/t1260388003nnbn2ryllj7649m/5su391260387826.png (opens in new window)
http://www.freestatistics.org/blog/date/2009/Dec/09/t1260388003nnbn2ryllj7649m/5su391260387826.ps (opens in new window)
Click here to open pdf file.


http://www.freestatistics.org/blog/date/2009/Dec/09/t1260388003nnbn2ryllj7649m/6w82a1260387826.png (opens in new window)
http://www.freestatistics.org/blog/date/2009/Dec/09/t1260388003nnbn2ryllj7649m/6w82a1260387826.ps (opens in new window)
Click here to open pdf file.


http://www.freestatistics.org/blog/date/2009/Dec/09/t1260388003nnbn2ryllj7649m/7owcn1260387826.png (opens in new window)
http://www.freestatistics.org/blog/date/2009/Dec/09/t1260388003nnbn2ryllj7649m/7owcn1260387826.ps (opens in new window)
Click here to open pdf file.


http://www.freestatistics.org/blog/date/2009/Dec/09/t1260388003nnbn2ryllj7649m/8u57y1260387826.png (opens in new window)
http://www.freestatistics.org/blog/date/2009/Dec/09/t1260388003nnbn2ryllj7649m/8u57y1260387826.ps (opens in new window)
Click here to open pdf file.


http://www.freestatistics.org/blog/date/2009/Dec/09/t1260388003nnbn2ryllj7649m/9umjg1260387826.png (opens in new window)
http://www.freestatistics.org/blog/date/2009/Dec/09/t1260388003nnbn2ryllj7649m/9umjg1260387826.ps (opens in new window)
Click here to open pdf file.


 
Parameters (Session):
par1 = 1 ; par2 = Include Monthly Dummies ; par3 = No Linear Trend ;
 
Parameters (R input):
par1 = 1 ; par2 = Include Monthly Dummies ; par3 = No Linear Trend ;
 
R code (references can be found in the software module):