Home » date » 2010 » Dec » 22 »
*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: Tue, 21 Dec 2010 23:35:07 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/22/t12929744025yy42vytpwf3a6y.htm/, Retrieved Wed, 19 Jun 2013 21:24:33 +0000

Original text written by user:

IsPrivate?
No (this computation is public)

User-defined keywords:

System-generated keywords (parent):
t12927640439tjt8exdomg5i81 (pk = 112351)
Estimated Impact
29

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 5 seconds R Server 'Sir Ronald Aylmer Fisher' @ 193.190.124.24

 Multiple Linear Regression - Estimated Regression Equation SWS[t] = + 11.6991087210001 -1.81485814734191`log(wb)`[t] -0.80621691930904D[t] + 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) 11.6991087210001 0.941095 12.4314 0 0 `log(wb)` -1.81485814734191 0.37295 -4.8662 2.3e-05 1.1e-05 D -0.80621691930904 0.336956 -2.3927 0.022068 0.011034

 Multiple Linear Regression - Regression Statistics Multiple R 0.757704457897525 R-squared 0.574116045517782 Adjusted R-squared 0.550455825824325 F-TEST (value) 24.2650344314664 F-TEST (DF numerator) 2 F-TEST (DF denominator) 36 p-value 2.12443282854302e-07 Multiple Linear Regression - Residual Statistics Residual Standard Deviation 2.66067288469349 Sum Squared Residuals 254.850487176355

 Multiple Linear Regression - Actuals, Interpolation, and Residuals Time or Index Actuals InterpolationForecast ResidualsPrediction Error 1 6.3 9.28045796307299 -2.98045796307299 2 14.3 9.90548547932928 4.39451452067072 3 9.1 6.61718297994529 2.48281702005471 4 15.8 13.8661233860899 1.93387661391007 5 10.9 9.9518625531717 0.94813744682829 6 8.3 7.77616769744705 0.523832302552955 7 11 9.14866242179589 1.85133757820411 8 3.2 2.82697540005161 0.373024599948394 9 2.1 2.29278166284831 -0.192781662848311 10 7.4 9.75524177428921 -2.35524177428921 11 9.5 11.3552062888890 -1.85520628888904 12 3.3 5.05126695557864 -1.75126695557864 13 5.7 10.3134209671451 -4.61342096714508 14 7.4 8.44332794970336 -1.04332794970336 15 11 11.7578303003042 -0.757830300304155 16 6.6 10.2774715419084 -3.67747154190843 17 2.1 2.7373490478625 -0.6373490478625 18 17.9 14.5226080963749 3.37739190362511 19 12.8 9.90548547932929 2.89451452067071 20 6.1 7.63995514168148 -1.53995514168148 21 6.3 12.9344960337960 -6.63449603379604 22 11.9 12.2536895474719 -0.353689547471852 23 13.8 10.4746596998681 3.32534030013194 24 15.2 10.6651768204492 4.53482317955079 25 10 6.65938289642203 3.34061710357797 26 11.9 9.70643485041881 2.19356514958119 27 6.5 4.33037320547749 2.16962679452251 28 7.5 6.94581945696794 0.554180543032061 29 10.6 10.2837877147052 0.316212285294819 30 8.4 8.57578929888921 -0.175789298889214 31 4.9 8.27084783674645 -3.37084783674645 32 4.7 7.39127014420428 -2.69127014420428 33 3.2 4.50237979290602 -1.30237979290602 34 10.4 11.0874734296033 -0.687473429603286 35 5.2 4.47407593489727 0.725924065102726 36 11 10.1697182377253 0.8302817622747 37 4.9 8.73413122223808 -3.83413122223808 38 13.2 11.8706199356634 1.32938006433665 39 9.7 7.345010854732 2.35498914526799

 Goldfeld-Quandt test for Heteroskedasticity p-values Alternative Hypothesis breakpoint index greater 2-sided less 6 0.712187317271278 0.575625365457443 0.287812682728722 7 0.596031172984503 0.807937654030995 0.403968827015497 8 0.443469083852791 0.886938167705582 0.556530916147209 9 0.314913513837011 0.629827027674022 0.685086486162989 10 0.383692779738502 0.767385559477005 0.616307220261498 11 0.363931831610967 0.727863663221935 0.636068168389033 12 0.302725560090153 0.605451120180306 0.697274439909847 13 0.506416030895124 0.987167938209751 0.493583969104876 14 0.40759565058882 0.81519130117764 0.59240434941118 15 0.31203306600729 0.62406613201458 0.68796693399271 16 0.372820354312307 0.745640708624614 0.627179645687693 17 0.283998062732427 0.567996125464854 0.716001937267573 18 0.346617301558219 0.693234603116437 0.653382698441781 19 0.355475504163258 0.710951008326516 0.644524495836742 20 0.295695785358704 0.591391570717408 0.704304214641296 21 0.73928158571412 0.521436828571761 0.260718414285881 22 0.665948284357399 0.668103431285202 0.334051715642601 23 0.697427813259401 0.605144373481199 0.302572186740599 24 0.841280365175721 0.317439269648557 0.158719634824279 25 0.87113482885487 0.257730342290258 0.128865171145129 26 0.874577049769459 0.250845900461083 0.125422950230541 27 0.881125657518662 0.237748684962677 0.118874342481338 28 0.809434321670801 0.381131356658398 0.190565678329199 29 0.712547243316935 0.574905513366129 0.287452756683065 30 0.606569034072032 0.786861931855936 0.393430965927968 31 0.632457155873452 0.735085688253096 0.367542844126548 32 0.542013859135083 0.915972281729833 0.457986140864917 33 0.401089266390941 0.802178532781883 0.598910733609059

 Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity Description # significant tests % significant tests OK/NOK 1% type I error level 0 0 OK 5% type I error level 0 0 OK 10% type I error level 0 0 OK

Charts produced by software:
 http://www.freestatistics.org/blog/date/2010/Dec/22/t12929744025yy42vytpwf3a6y/101zqm1292974499.png (opens in new window) http://www.freestatistics.org/blog/date/2010/Dec/22/t12929744025yy42vytpwf3a6y/101zqm1292974499.ps (opens in new window) Click here to open pdf file.

 http://www.freestatistics.org/blog/date/2010/Dec/22/t12929744025yy42vytpwf3a6y/1ugta1292974499.png (opens in new window) http://www.freestatistics.org/blog/date/2010/Dec/22/t12929744025yy42vytpwf3a6y/1ugta1292974499.ps (opens in new window) Click here to open pdf file.

 http://www.freestatistics.org/blog/date/2010/Dec/22/t12929744025yy42vytpwf3a6y/25qbw1292974499.png (opens in new window) http://www.freestatistics.org/blog/date/2010/Dec/22/t12929744025yy42vytpwf3a6y/25qbw1292974499.ps (opens in new window) Click here to open pdf file.

 http://www.freestatistics.org/blog/date/2010/Dec/22/t12929744025yy42vytpwf3a6y/35qbw1292974499.png (opens in new window) http://www.freestatistics.org/blog/date/2010/Dec/22/t12929744025yy42vytpwf3a6y/35qbw1292974499.ps (opens in new window) Click here to open pdf file.

 http://www.freestatistics.org/blog/date/2010/Dec/22/t12929744025yy42vytpwf3a6y/45qbw1292974499.png (opens in new window) http://www.freestatistics.org/blog/date/2010/Dec/22/t12929744025yy42vytpwf3a6y/45qbw1292974499.ps (opens in new window) Click here to open pdf file.

 http://www.freestatistics.org/blog/date/2010/Dec/22/t12929744025yy42vytpwf3a6y/5ghay1292974499.png (opens in new window) http://www.freestatistics.org/blog/date/2010/Dec/22/t12929744025yy42vytpwf3a6y/5ghay1292974499.ps (opens in new window) Click here to open pdf file.

 http://www.freestatistics.org/blog/date/2010/Dec/22/t12929744025yy42vytpwf3a6y/6ghay1292974499.png (opens in new window) http://www.freestatistics.org/blog/date/2010/Dec/22/t12929744025yy42vytpwf3a6y/6ghay1292974499.ps (opens in new window) Click here to open pdf file.

 http://www.freestatistics.org/blog/date/2010/Dec/22/t12929744025yy42vytpwf3a6y/7qq911292974499.png (opens in new window) http://www.freestatistics.org/blog/date/2010/Dec/22/t12929744025yy42vytpwf3a6y/7qq911292974499.ps (opens in new window) Click here to open pdf file.

 http://www.freestatistics.org/blog/date/2010/Dec/22/t12929744025yy42vytpwf3a6y/8qq911292974499.png (opens in new window) http://www.freestatistics.org/blog/date/2010/Dec/22/t12929744025yy42vytpwf3a6y/8qq911292974499.ps (opens in new window) Click here to open pdf file.

 http://www.freestatistics.org/blog/date/2010/Dec/22/t12929744025yy42vytpwf3a6y/91zqm1292974499.png (opens in new window) http://www.freestatistics.org/blog/date/2010/Dec/22/t12929744025yy42vytpwf3a6y/91zqm1292974499.ps (opens in new window) Click here to open pdf file.

Parameters (Session):
par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ;

Parameters (R input):
par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ;

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