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meervoudige regressie model 1

*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: Mon, 22 Nov 2010 11:01:02 +0000
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Nov/22/t1290423608fg1nk4o2gke94qw.htm/, Retrieved Sat, 25 May 2013 09:55:32 +0000
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
System-generated keywords (parent):
t12903340716o7nq28pydj9qhz (pk = 98330)
Estimated Impact
48
 
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 time7 seconds
R Server'RServer@AstonUniversity' @ vre.aston.ac.uk


Multiple Linear Regression - Estimated Regression Equation
uitvoer[t] = + 2113.94008826516 + 0.87631681502034invoer[t] -673.894099652128crisis[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)2113.940088265161023.7689212.06490.0439390.021969
invoer0.876316815020340.05618715.596400
crisis-673.894099652128245.819041-2.74140.0083670.004184


Multiple Linear Regression - Regression Statistics
Multiple R0.943748599824329
R-squared0.890661419670381
Adjusted R-squared0.886456089657704
F-TEST (value)211.793466145425
F-TEST (DF numerator)2
F-TEST (DF denominator)52
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation680.349569326576
Sum Squared Residuals24069527.8971086


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
116198.916920.3642582118-721.464258211822
216554.216746.6782654748-192.478265474802
319554.219370.0202829197184.179717080307
415903.816074.2803733097-170.480373309698
518003.817400.936399569602.863600431011
618329.617624.2219240362705.378075963825
716260.715425.0172450611835.682754938875
814851.915848.1906350344-996.29063503445
918174.117169.76402376661004.33597623338
1018406.617593.988993918812.611006082027
1118466.517767.499723292699.000276708
1216016.516277.2353476684-260.735347668407
1317428.517417.586419054410.9135809456248
1417167.216811.6133414678355.586658532191
151963018857.6378411773772.362158822697
1617183.616767.0964472648416.503552735221
1718344.718028.9926608941315.707339105934
1819301.418334.4767026102966.923297389841
1918147.517714.7454510278432.754548972226
2016192.916494.2113910674-301.311391067445
2118374.417859.3377255061515.062274493871
2220515.219891.4287878568623.771212143204
2318957.219234.8045983621-277.604598362055
2416471.517906.8340968802-1435.33409688023
2518746.819810.5447458304-1063.74474583042
2619009.518807.4248876766202.075112323365
2719211.219854.7111133074-643.511113307445
2820547.720931.3539522414-383.653952241434
2919325.819354.2465802493-28.4465802493284
3020605.520563.213258251442.2867417486085
3120056.919780.0489206677276.851079332289
3216141.418066.0608621694-1924.66086216943
3320359.820770.2869216407-410.486921640698
3419711.619345.2140481531366.385951846866
3515638.616495.5193973885-856.919397388489
3614384.515300.5737884268-916.073788426751
3713855.614647.7177612366-792.117761236598
3814308.314165.1300912049143.169908795102
3915290.615170.8788998037119.72110019626
4014423.814012.4757020284411.324297971646
4113779.713604.1996979104175.500302089624
4215686.314993.0742180361693.225781963885
4314733.813917.2200642356816.579935764356
4412522.513320.8864716143-798.386471614302
4516189.415572.9330545351616.466945464926
4616059.116156.8229483831-97.7229483831274
4716007.115473.3834643488533.716535651237
4815806.816221.6703926946-414.870392694634
491516016147.8033540899-987.803354089903
5015692.116028.6242672471-336.524267247137
5118908.918470.3058089383438.594191061689
5216969.917854.780878068-884.880878068023
5316997.517302.8765479682-305.376547968215
5419858.919239.0109190742619.889080925849
5517681.217189.7440471491491.455952850914


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
60.5122357933606640.9755284132786720.487764206639336
70.5875490051833180.8249019896333630.412450994816682
80.7080542667007530.5838914665984930.291945733299247
90.7550401026461880.4899197947076240.244959897353812
100.7236507619824860.5526984760350280.276349238017514
110.6637126735334660.6725746529330690.336287326466534
120.5801873164710730.8396253670578530.419812683528927
130.4885323430904350.977064686180870.511467656909565
140.4045077395168980.8090154790337970.595492260483102
150.3498001066725120.6996002133450230.650199893327488
160.2892479611990470.5784959223980930.710752038800953
170.2253534476216830.4507068952433670.774646552378317
180.2390493833865560.4780987667731130.760950616613444
190.1950003786157630.3900007572315250.804999621384237
200.1566870177875070.3133740355750140.843312982212493
210.1331213215516050.2662426431032110.866878678448395
220.1228753681834780.2457507363669570.877124631816522
230.1527854782190560.3055709564381120.847214521780944
240.486868112354520.973736224709040.51313188764548
250.6574124088055180.6851751823889630.342587591194482
260.5975249692745740.8049500614508520.402475030725426
270.5880110493801480.8239779012397030.411988950619852
280.5273742123952780.9452515752094430.472625787604722
290.4483804372019450.8967608744038890.551619562798055
300.3717842227727030.7435684455454060.628215777227297
310.3235043245394280.6470086490788550.676495675460572
320.7756533981980490.4486932036039030.224346601801951
330.7313892315478320.5372215369043360.268610768452168
340.657329170890060.6853416582198790.342670829109939
350.7412624597056230.5174750805887550.258737540294378
360.8137855331754040.3724289336491920.186214466824596
370.8510292211241170.2979415577517650.148970778875883
380.8027251209577560.3945497580844870.197274879042244
390.7416698458974810.5166603082050380.258330154102519
400.6940552039152480.6118895921695050.305944796084752
410.6167348182393780.7665303635212440.383265181760622
420.5993079628921570.8013840742156850.400692037107843
430.7572511692983240.4854976614033510.242748830701676
440.6891313775235160.6217372449529680.310868622476484
450.6788737705925120.6422524588149760.321126229407488
460.5670589665390060.8658820669219880.432941033460994
470.637561999852830.724876000294340.36243800014717
480.4900986753877340.9801973507754680.509901324612266
490.417077809199560.834155618399120.58292219080044


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level00OK
10% type I error level00OK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Nov/22/t1290423608fg1nk4o2gke94qw/10ta6n1290423652.png (opens in new window)
http://www.freestatistics.org/blog/date/2010/Nov/22/t1290423608fg1nk4o2gke94qw/10ta6n1290423652.ps (opens in new window)
Click here to open pdf file.


http://www.freestatistics.org/blog/date/2010/Nov/22/t1290423608fg1nk4o2gke94qw/1m99t1290423652.png (opens in new window)
http://www.freestatistics.org/blog/date/2010/Nov/22/t1290423608fg1nk4o2gke94qw/1m99t1290423652.ps (opens in new window)
Click here to open pdf file.


http://www.freestatistics.org/blog/date/2010/Nov/22/t1290423608fg1nk4o2gke94qw/2xj8e1290423652.png (opens in new window)
http://www.freestatistics.org/blog/date/2010/Nov/22/t1290423608fg1nk4o2gke94qw/2xj8e1290423652.ps (opens in new window)
Click here to open pdf file.


http://www.freestatistics.org/blog/date/2010/Nov/22/t1290423608fg1nk4o2gke94qw/3xj8e1290423652.png (opens in new window)
http://www.freestatistics.org/blog/date/2010/Nov/22/t1290423608fg1nk4o2gke94qw/3xj8e1290423652.ps (opens in new window)
Click here to open pdf file.


http://www.freestatistics.org/blog/date/2010/Nov/22/t1290423608fg1nk4o2gke94qw/4xj8e1290423652.png (opens in new window)
http://www.freestatistics.org/blog/date/2010/Nov/22/t1290423608fg1nk4o2gke94qw/4xj8e1290423652.ps (opens in new window)
Click here to open pdf file.


http://www.freestatistics.org/blog/date/2010/Nov/22/t1290423608fg1nk4o2gke94qw/5xj8e1290423652.png (opens in new window)
http://www.freestatistics.org/blog/date/2010/Nov/22/t1290423608fg1nk4o2gke94qw/5xj8e1290423652.ps (opens in new window)
Click here to open pdf file.


http://www.freestatistics.org/blog/date/2010/Nov/22/t1290423608fg1nk4o2gke94qw/6qaqh1290423652.png (opens in new window)
http://www.freestatistics.org/blog/date/2010/Nov/22/t1290423608fg1nk4o2gke94qw/6qaqh1290423652.ps (opens in new window)
Click here to open pdf file.


http://www.freestatistics.org/blog/date/2010/Nov/22/t1290423608fg1nk4o2gke94qw/7017k1290423652.png (opens in new window)
http://www.freestatistics.org/blog/date/2010/Nov/22/t1290423608fg1nk4o2gke94qw/7017k1290423652.ps (opens in new window)
Click here to open pdf file.


http://www.freestatistics.org/blog/date/2010/Nov/22/t1290423608fg1nk4o2gke94qw/8017k1290423652.png (opens in new window)
http://www.freestatistics.org/blog/date/2010/Nov/22/t1290423608fg1nk4o2gke94qw/8017k1290423652.ps (opens in new window)
Click here to open pdf file.


http://www.freestatistics.org/blog/date/2010/Nov/22/t1290423608fg1nk4o2gke94qw/9017k1290423652.png (opens in new window)
http://www.freestatistics.org/blog/date/2010/Nov/22/t1290423608fg1nk4o2gke94qw/9017k1290423652.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):