Home » date » 2011 » Nov » 22 »

# month season

*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, 22 Nov 2011 14:17:05 -0500

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2011/Nov/22/t1321989525eks1ozdddbqm83p.htm/, Retrieved Fri, 24 May 2013 21:47:04 +0000

Original text written by user:

IsPrivate?
No (this computation is public)

User-defined keywords:

System-generated keywords (parent):
t1321697372mxbu9s12y370e94 (pk = 145492)
Estimated Impact
38

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 7 seconds R Server 'Herman Ole Andreas Wold' @ wold.wessa.net R Framework error message ```The field 'Names of X columns' contains a hard return which cannot be interpreted. Please, resubmit your request without hard returns in the 'Names of X columns'.```

 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-STATH0: 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 InterpolationForecast ResidualsPrediction 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

Charts produced by software:
 http://www.freestatistics.org/blog/date/2011/Nov/22/t1321989525eks1ozdddbqm83p/10ecfq1321989417.png (opens in new window) http://www.freestatistics.org/blog/date/2011/Nov/22/t1321989525eks1ozdddbqm83p/10ecfq1321989417.ps (opens in new window) Click here to open pdf file.

 http://www.freestatistics.org/blog/date/2011/Nov/22/t1321989525eks1ozdddbqm83p/1vw9b1321989417.png (opens in new window) http://www.freestatistics.org/blog/date/2011/Nov/22/t1321989525eks1ozdddbqm83p/1vw9b1321989417.ps (opens in new window) Click here to open pdf file.

 http://www.freestatistics.org/blog/date/2011/Nov/22/t1321989525eks1ozdddbqm83p/2qyjt1321989417.png (opens in new window) http://www.freestatistics.org/blog/date/2011/Nov/22/t1321989525eks1ozdddbqm83p/2qyjt1321989417.ps (opens in new window) Click here to open pdf file.

 http://www.freestatistics.org/blog/date/2011/Nov/22/t1321989525eks1ozdddbqm83p/3cpgr1321989417.png (opens in new window) http://www.freestatistics.org/blog/date/2011/Nov/22/t1321989525eks1ozdddbqm83p/3cpgr1321989417.ps (opens in new window) Click here to open pdf file.

 http://www.freestatistics.org/blog/date/2011/Nov/22/t1321989525eks1ozdddbqm83p/4q2qg1321989417.png (opens in new window) http://www.freestatistics.org/blog/date/2011/Nov/22/t1321989525eks1ozdddbqm83p/4q2qg1321989417.ps (opens in new window) Click here to open pdf file.

 http://www.freestatistics.org/blog/date/2011/Nov/22/t1321989525eks1ozdddbqm83p/59kug1321989417.png (opens in new window) http://www.freestatistics.org/blog/date/2011/Nov/22/t1321989525eks1ozdddbqm83p/59kug1321989417.ps (opens in new window) Click here to open pdf file.

 http://www.freestatistics.org/blog/date/2011/Nov/22/t1321989525eks1ozdddbqm83p/6b4r61321989417.png (opens in new window) http://www.freestatistics.org/blog/date/2011/Nov/22/t1321989525eks1ozdddbqm83p/6b4r61321989417.ps (opens in new window) Click here to open pdf file.

 http://www.freestatistics.org/blog/date/2011/Nov/22/t1321989525eks1ozdddbqm83p/7a10n1321989417.png (opens in new window) http://www.freestatistics.org/blog/date/2011/Nov/22/t1321989525eks1ozdddbqm83p/7a10n1321989417.ps (opens in new window) Click here to open pdf file.

 http://www.freestatistics.org/blog/date/2011/Nov/22/t1321989525eks1ozdddbqm83p/8lz6g1321989417.png (opens in new window) http://www.freestatistics.org/blog/date/2011/Nov/22/t1321989525eks1ozdddbqm83p/8lz6g1321989417.ps (opens in new window) Click here to open pdf file.

 http://www.freestatistics.org/blog/date/2011/Nov/22/t1321989525eks1ozdddbqm83p/9vfsm1321989417.png (opens in new window) http://www.freestatistics.org/blog/date/2011/Nov/22/t1321989525eks1ozdddbqm83p/9vfsm1321989417.ps (opens in new window) Click here to open pdf file.

Parameters (Session):

Parameters (R input):

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