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dummy goudprijs

*Unverified author*
R Software Module: rwasp_multipleregression.wasp (opens new window with default values)
Title produced by software: Multiple Regression
Date of computation: Mon, 24 Nov 2008 06:36:48 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2008/Nov/24/t1227533926281x8c2jjhst4jl.htm/, Retrieved Mon, 24 Nov 2008 13:38:57 +0000
 
BibTeX entries for LaTeX users:
@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2008/Nov/24/t1227533926281x8c2jjhst4jl.htm/},
    year = {2008},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2008},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
 
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Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
20.005 0 20.155 0 20.005 0 19.975 0 20.155 0 19.510 0 19.480 0 19.630 0 19.940 0 20.300 0 20.415 0 20.395 0 19.970 0 20.030 0 19.960 0 19.930 0 20.020 0 20.220 0 20.570 0 20.495 0 20.565 0 20.155 0 20.485 0 20.375 0 20.505 0 20.760 0 20.760 0 20.450 0 20.720 0 20.420 0 20.350 0 20.380 0 20.280 0 20.410 0 20.620 0 20.875 0 20.430 0 20.310 0 19.020 0 19.300 0 19.340 0 19.320 0 19.240 0 19.060 0 18.410 0 18.350 0 18.550 0 18.560 0 18.750 0 18.820 0 18.550 0 18.910 0 18.810 0 18.690 0 18.930 0 18.620 0 19.170 0 19.000 0 18.570 0 18.570 0 18.470 0 18.390 0 18.190 0 18.300 0 18.310 0 17.920 0 17.980 0 18.220 0 18.180 0 18.300 0 18.455 0 18.210 0 17.975 0 17.960 0 18.380 0 18.720 0 18.650 0 18.885 0 18.915 0 18.860 0 18.870 0 18.835 0 18.295 0 18.450 0 18.240 0 18.450 0 18.440 0 18.280 0 18.200 0 18.200 0 18.380 0 18.320 0 18.160 0 18.140 0 18.100 0 18.180 0 18.330 0 18.370 0 18.550 0 18.600 0 18.740 0 18.380 0 18.330 0 18.290 0 18.810 0 18.960 0 18.950 0 19.090 0 19.050 0 19.070 0 18.930 0 19.000 0 18.920 0 19.060 0 19.330 0 19.420 0 19.720 0 19.690 0 19.570 0 19.500 0 19.680 0 19.120 0 19.050 0 19.080 0 19.030 0 19.000 0 18.860 0 18.800 0 18.810 0 18.890 0 18.370 0 18.405 0 18.350 0 18.360 0 18.445 0 17.520 0 17.760 0 17.980 0 17.380 0 17.280 0 17.650 0 17.875 0 18.010 0 17.935 0 17.925 0 18.225 0 18.130 0 18.270 0 18.265 0 17.920 0 17.900 0 17.985 0 17.985 0 18.240 0 18.110 0 17.630 0 17.160 0 17.290 0 17.630 0 17.590 0 17.730 0 19.280 0 19.010 0 19.300 0 19.510 0 19.530 0 19.480 0 19.265 0 19.700 0 20.125 0 19.985 1 20.085 1 19.545 1 19.875 1 20.050 1 21.735 1 20.865 1 21.820 1 20.550 1 20.160 1 20.080 1 20.050 1 19.260 1 19.280 1 19.100 1 18.955 1 18.265 1 17.760 1 18.760 1 19.280 1 18.920 1 18.950 1 18.490 1 18.470 1 18.570 1 18.900 1 18.485 1 18.635 1 18.865 1 18.860 1 18.400 1 18.515 1 18.950 1 18.830 1 18.840 1 19.200 1 19.340 1
 
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 time6 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Multiple Linear Regression - Estimated Regression Equation
goudprijs[t] = + 18.9461470588235 + 0.369528616852146dummy[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)18.94614705882350.068311277.353200
dummy0.3695286168521460.1615742.28710.0232140.011607


Multiple Linear Regression - Regression Statistics
Multiple R0.157735019172380
R-squared0.0248803362733112
Adjusted R-squared0.0201236549868395
F-TEST (value)5.23060822764659
F-TEST (DF numerator)1
F-TEST (DF denominator)205
p-value0.0232137792889834
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.890660372794549
Sum Squared Residuals162.621559431638


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
120.00518.94614705882361.05885294117645
220.15518.94614705882351.20885294117647
320.00518.94614705882351.05885294117647
419.97518.94614705882351.02885294117647
520.15518.94614705882351.20885294117647
619.5118.94614705882350.563852941176472
719.4818.94614705882350.533852941176471
819.6318.94614705882350.68385294117647
919.9418.94614705882350.993852941176472
1020.318.94614705882351.35385294117647
1120.41518.94614705882351.46885294117647
1220.39518.94614705882351.44885294117647
1319.9718.94614705882351.02385294117647
1420.0318.94614705882351.08385294117647
1519.9618.94614705882351.01385294117647
1619.9318.94614705882350.98385294117647
1720.0218.94614705882351.07385294117647
1820.2218.94614705882351.27385294117647
1920.5718.94614705882351.62385294117647
2020.49518.94614705882351.54885294117647
2120.56518.94614705882351.61885294117647
2220.15518.94614705882351.20885294117647
2320.48518.94614705882351.53885294117647
2420.37518.94614705882351.42885294117647
2520.50518.94614705882351.55885294117647
2620.7618.94614705882351.81385294117647
2720.7618.94614705882351.81385294117647
2820.4518.94614705882351.50385294117647
2920.7218.94614705882351.77385294117647
3020.4218.94614705882351.47385294117647
3120.3518.94614705882351.40385294117647
3220.3818.94614705882351.43385294117647
3320.2818.94614705882351.33385294117647
3420.4118.94614705882351.46385294117647
3520.6218.94614705882351.67385294117647
3620.87518.94614705882351.92885294117647
3720.4318.94614705882351.48385294117647
3820.3118.94614705882351.36385294117647
3919.0218.94614705882350.0738529411764701
4019.318.94614705882350.353852941176471
4119.3418.94614705882350.393852941176470
4219.3218.94614705882350.373852941176471
4319.2418.94614705882350.293852941176469
4419.0618.94614705882350.113852941176469
4518.4118.9461470588235-0.536147058823529
4618.3518.9461470588235-0.596147058823528
4718.5518.9461470588235-0.396147058823529
4818.5618.9461470588235-0.386147058823531
4918.7518.9461470588235-0.196147058823529
5018.8218.9461470588235-0.126147058823529
5118.5518.9461470588235-0.396147058823529
5218.9118.9461470588235-0.0361470588235293
5318.8118.9461470588235-0.136147058823531
5418.6918.9461470588235-0.256147058823528
5518.9318.9461470588235-0.0161470588235297
5618.6218.9461470588235-0.326147058823528
5719.1718.94614705882350.223852941176472
581918.94614705882350.0538529411764705
5918.5718.9461470588235-0.376147058823529
6018.5718.9461470588235-0.376147058823529
6118.4718.9461470588235-0.476147058823531
6218.3918.9461470588235-0.556147058823529
6318.1918.9461470588235-0.756147058823528
6418.318.9461470588235-0.646147058823529
6518.3118.9461470588235-0.636147058823531
6617.9218.9461470588235-1.02614705882353
6717.9818.9461470588235-0.966147058823529
6818.2218.9461470588235-0.726147058823531
6918.1818.9461470588235-0.76614705882353
7018.318.9461470588235-0.646147058823529
7118.45518.9461470588235-0.491147058823531
7218.2118.9461470588235-0.736147058823529
7317.97518.9461470588235-0.971147058823528
7417.9618.9461470588235-0.986147058823529
7518.3818.9461470588235-0.56614705882353
7618.7218.9461470588235-0.226147058823531
7718.6518.9461470588235-0.296147058823531
7818.88518.9461470588235-0.0611470588235279
7918.91518.9461470588235-0.0311470588235303
8018.8618.9461470588235-0.08614705882353
8118.8718.9461470588235-0.0761470588235285
8218.83518.9461470588235-0.111147058823529
8318.29518.9461470588235-0.651147058823528
8418.4518.9461470588235-0.49614705882353
8518.2418.9461470588235-0.706147058823531
8618.4518.9461470588235-0.49614705882353
8718.4418.9461470588235-0.506147058823528
8818.2818.9461470588235-0.666147058823528
8918.218.9461470588235-0.74614705882353
9018.218.9461470588235-0.74614705882353
9118.3818.9461470588235-0.56614705882353
9218.3218.9461470588235-0.626147058823529
9318.1618.9461470588235-0.78614705882353
9418.1418.9461470588235-0.806147058823529
9518.118.9461470588235-0.846147058823528
9618.1818.9461470588235-0.76614705882353
9718.3318.9461470588235-0.616147058823531
9818.3718.9461470588235-0.576147058823528
9918.5518.9461470588235-0.396147058823529
10018.618.9461470588235-0.346147058823528
10118.7418.9461470588235-0.206147058823531
10218.3818.9461470588235-0.56614705882353
10318.3318.9461470588235-0.616147058823531
10418.2918.9461470588235-0.65614705882353
10518.8118.9461470588235-0.136147058823531
10618.9618.94614705882350.0138529411764714
10718.9518.94614705882350.00385294117646984
10819.0918.94614705882350.143852941176470
10919.0518.94614705882350.103852941176471
11019.0718.94614705882350.123852941176471
11118.9318.9461470588235-0.0161470588235297
1121918.94614705882350.0538529411764705
11318.9218.9461470588235-0.0261470588235277
11419.0618.94614705882350.113852941176469
11519.3318.94614705882350.383852941176469
11619.4218.94614705882350.473852941176472
11719.7218.94614705882350.773852941176469
11819.6918.94614705882350.743852941176472
11919.5718.94614705882350.623852941176471
12019.518.94614705882350.553852941176471
12119.6818.94614705882350.73385294117647
12219.1218.94614705882350.173852941176472
12319.0518.94614705882350.103852941176471
12419.0818.94614705882350.133852941176469
12519.0318.94614705882350.0838529411764717
1261918.94614705882350.0538529411764705
12718.8618.9461470588235-0.08614705882353
12818.818.9461470588235-0.146147058823529
12918.8118.9461470588235-0.136147058823531
13018.8918.9461470588235-0.0561470588235289
13118.3718.9461470588235-0.576147058823528
13218.40518.9461470588235-0.541147058823528
13318.3518.9461470588235-0.596147058823528
13418.3618.9461470588235-0.58614705882353
13518.44518.9461470588235-0.501147058823529
13617.5218.9461470588235-1.42614705882353
13717.7618.9461470588235-1.18614705882353
13817.9818.9461470588235-0.966147058823529
13917.3818.9461470588235-1.56614705882353
14017.2818.9461470588235-1.66614705882353
14117.6518.9461470588235-1.29614705882353
14217.87518.9461470588235-1.07114705882353
14318.0118.9461470588235-0.936147058823528
14417.93518.9461470588235-1.01114705882353
14517.92518.9461470588235-1.02114705882353
14618.22518.9461470588235-0.721147058823528
14718.1318.9461470588235-0.81614705882353
14818.2718.9461470588235-0.67614705882353
14918.26518.9461470588235-0.681147058823529
15017.9218.9461470588235-1.02614705882353
15117.918.9461470588235-1.04614705882353
15217.98518.9461470588235-0.96114705882353
15317.98518.9461470588235-0.96114705882353
15418.2418.9461470588235-0.706147058823531
15518.1118.9461470588235-0.83614705882353
15617.6318.9461470588235-1.31614705882353
15717.1618.9461470588235-1.78614705882353
15817.2918.9461470588235-1.65614705882353
15917.6318.9461470588235-1.31614705882353
16017.5918.9461470588235-1.35614705882353
16117.7318.9461470588235-1.21614705882353
16219.2818.94614705882350.333852941176472
16319.0118.94614705882350.0638529411764721
16419.318.94614705882350.353852941176471
16519.5118.94614705882350.563852941176472
16619.5318.94614705882350.583852941176472
16719.4818.94614705882350.533852941176471
16819.26518.94614705882350.318852941176471
16919.718.94614705882350.75385294117647
17020.12518.94614705882351.17885294117647
17119.98519.31567567567570.669324324324324
17220.08519.31567567567570.769324324324325
17319.54519.31567567567570.229324324324326
17419.87519.31567567567570.559324324324324
17520.0519.31567567567570.734324324324325
17621.73519.31567567567572.41932432432432
17720.86519.31567567567571.54932432432432
17821.8219.31567567567572.50432432432432
17920.5519.31567567567571.23432432432432
18020.1619.31567567567570.844324324324324
18120.0819.31567567567570.764324324324323
18220.0519.31567567567570.734324324324325
18319.2619.3156756756757-0.0556756756756742
18419.2819.3156756756757-0.0356756756756746
18519.119.3156756756757-0.215675675675674
18618.95519.3156756756757-0.360675675675677
18718.26519.3156756756757-1.05067567567568
18817.7619.3156756756757-1.55567567567567
18918.7619.3156756756757-0.555675675675674
19019.2819.3156756756757-0.0356756756756746
19118.9219.3156756756757-0.395675675675674
19218.9519.3156756756757-0.365675675675676
19318.4919.3156756756757-0.825675675675677
19418.4719.3156756756757-0.845675675675677
19518.5719.3156756756757-0.745675675675675
19618.919.3156756756757-0.415675675675677
19718.48519.3156756756757-0.830675675675676
19818.63519.3156756756757-0.680675675675674
19918.86519.3156756756757-0.450675675675677
20018.8619.3156756756757-0.455675675675676
20118.419.3156756756757-0.915675675675677
20218.51519.3156756756757-0.800675675675675
20318.9519.3156756756757-0.365675675675676
20418.8319.3156756756757-0.485675675675677
20518.8419.3156756756757-0.475675675675676
20619.219.3156756756757-0.115675675675676
20719.3419.31567567567570.0243243243243241


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.002117670596268930.004235341192537870.997882329403731
60.01454517285813260.02909034571626520.985454827141867
70.01305898540477940.02611797080955870.98694101459522
80.005586164516086410.01117232903217280.994413835483914
90.001768270089787140.003536540179574280.998231729910213
100.001367694433273830.002735388866547660.998632305566726
110.001362033494742410.002724066989484820.998637966505258
120.001033276334683370.002066552669366750.998966723665317
130.0003795346048295080.0007590692096590160.99962046539517
140.0001358674178828230.0002717348357656460.999864132582117
154.701493281403e-059.402986562806e-050.999952985067186
161.6031936510184e-053.2063873020368e-050.99998396806349
175.29700405345268e-061.05940081069054e-050.999994702995947
182.3848152279408e-064.7696304558816e-060.999997615184772
194.84883255961945e-069.6976651192389e-060.99999515116744
205.18555298458125e-061.03711059691625e-050.999994814447015
216.67774429935422e-061.33554885987084e-050.9999933222557
222.79574176172704e-065.59148352345407e-060.999997204258238
232.44169357754971e-064.88338715509942e-060.999997558306422
241.48558721349641e-062.97117442699281e-060.999998514412787
251.32932538185508e-062.65865076371016e-060.999998670674618
263.31321821332286e-066.62643642664572e-060.999996686781787
276.83348154075878e-061.36669630815176e-050.99999316651846
284.94063235387632e-069.88126470775265e-060.999995059367646
297.90863143942994e-061.58172628788599e-050.99999209136856
305.59611033756477e-061.11922206751295e-050.999994403889662
313.64162340313785e-067.28324680627571e-060.999996358376597
322.52406624576151e-065.04813249152301e-060.999997475933754
331.5965207720035e-063.193041544007e-060.999998403479228
341.22757051132876e-062.45514102265752e-060.999998772429489
351.66049716281810e-063.32099432563619e-060.999998339502837
366.17341396517113e-061.23468279303423e-050.999993826586035
375.71085663608403e-061.14217132721681e-050.999994289143364
384.7521693683493e-069.5043387366986e-060.999995247830632
390.0001310179663107830.0002620359326215650.99986898203369
400.0004282642077285930.0008565284154571870.999571735792271
410.0009687557420429480.001937511484085900.999031244257957
420.001940359485187230.003880718970374450.998059640514813
430.003946453519891970.007892907039783950.996053546480108
440.009591366246571370.01918273249314270.990408633753429
450.06214100971536460.1242820194307290.937858990284635
460.1953779430485670.3907558860971330.804622056951433
470.3240356250258880.6480712500517760.675964374974112
480.4500212550569420.9000425101138840.549978744943058
490.5242758658485050.951448268302990.475724134151495
500.5766548401906660.8466903196186670.423345159809334
510.6632537403419380.6734925193161250.336746259658062
520.6863433482039490.6273133035921020.313656651796051
530.7153823374793660.5692353250412670.284617662520634
540.7515895508530860.4968208982938280.248410449146914
550.7603969131261270.4792061737477460.239603086873873
560.7928935402514590.4142129194970820.207106459748541
570.7860071984723760.4279856030552490.213992801527624
580.7851546758301510.4296906483396990.214845324169849
590.8127931866371070.3744136267257860.187206813362893
600.8348099715143570.3303800569712860.165190028485643
610.8594980047821940.2810039904356130.140501995217806
620.8840731867710270.2318536264579450.115926813228973
630.9148730358173250.1702539283653490.0851269641826746
640.9314982813332570.1370034373334860.0685017186667432
650.9435523347831860.1128953304336280.056447665216814
660.965415312087860.06916937582428240.0345846879121412
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690.9848944555115570.03021108897688630.0151055444884432
700.9863892303847940.02722153923041130.0136107696152056
710.9863592736089650.02728145278207090.0136407263910355
720.98807214254210.02385571491580060.0119278574579003
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740.9934952358082880.01300952838342430.00650476419171217
750.9933308138648110.01333837227037760.00666918613518881
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780.9889667071561280.02206658568774390.0110332928438720
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800.98403877938740.03192244122520120.0159612206126006
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900.9672891445736010.06542171085279720.0327108554263986
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920.961318600920250.07736279815949870.0386813990797493
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940.9603176002525080.07936479949498320.0396823997474916
950.960392330670860.07921533865827960.0396076693291398
960.9588326308075350.0823347383849310.0411673691924655
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1000.9315804049774650.1368391900450700.0684195950225348
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1080.8164951647386730.3670096705226550.183504835261327
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1100.7702389240355170.4595221519289670.229761075964483
1110.7430863672215610.5138272655568780.256913632778439
1120.7154501913669660.5690996172660680.284549808633034
1130.6854290039851440.6291419920297120.314570996014856
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1150.6390899971820620.7218200056358760.360910002817938
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1170.6422938367362240.7154123265275530.357706163263776
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1200.6635840011872380.6728319976255230.336415998812761
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1290.495148179508660.990296359017320.50485182049134
1300.4700546217661380.9401092435322760.529945378233862
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1320.4151855595040160.8303711190080310.584814440495984
1330.3886542575487390.7773085150974780.611345742451261
1340.3620116483105330.7240232966210650.637988351689467
1350.3341708715004140.6683417430008290.665829128499586
1360.3644755667830850.7289511335661690.635524433216915
1370.3696273092357140.7392546184714280.630372690764286
1380.3571915157491570.7143830314983140.642808484250843
1390.4025695788075170.8051391576150340.597430421192483
1400.4630688924575750.926137784915150.536931107542425
1410.476930343007370.953860686014740.52306965699263
1420.4693323960567120.9386647921134240.530667603943288
1430.4514741414367940.9029482828735890.548525858563206
1440.4388558546443550.877711709288710.561144145355645
1450.4270258015771140.8540516031542290.572974198422886
1460.3971532370357990.7943064740715970.602846762964201
1470.3722428344417080.7444856688834150.627757165558292
1480.341411334646310.682822669292620.65858866535369
1490.3116035710570650.623207142114130.688396428942935
1500.3013321947767830.6026643895535660.698667805223217
1510.2932881959648470.5865763919296950.706711804035153
1520.2802212835374380.5604425670748770.719778716462562
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1570.3470065764393560.6940131528787120.652993423560644
1580.4531121302412980.9062242604825970.546887869758702
1590.5230935843593880.9538128312812250.476906415640612
1600.6219989295427520.7560021409144950.378001070457248
1610.7181388991361050.5637222017277910.281861100863895
1620.6783457931851140.6433084136297720.321654206814886
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1680.4330833202660260.8661666405320520.566916679733974
1690.3938933320327130.7877866640654260.606106667967287
1700.3598068205729280.7196136411458570.640193179427072
1710.3331261369864570.6662522739729140.666873863013543
1720.3153186965132020.6306373930264040.684681303486798
1730.2739430593239100.5478861186478210.72605694067609
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1790.997080160904030.005839678191940760.00291983909597038
1800.9991910610907630.001617877818474690.000808938909237347
1810.9998486691865270.0003026616269457930.000151330813472897
1820.9999894667577222.10664845568629e-051.05332422784315e-05
1830.9999877238954652.45522090709788e-051.22761045354894e-05
1840.9999872313486582.55373026844934e-051.27686513422467e-05
1850.9999799471670044.0105665991645e-052.00528329958225e-05
1860.9999604932535847.90134928315028e-053.95067464157514e-05
1870.9999579717014228.40565971551015e-054.20282985775507e-05
1880.999998644066012.71186797858378e-061.35593398929189e-06
1890.9999959031302578.19373948590201e-064.09686974295100e-06
1900.9999964565241747.08695165103292e-063.54347582551646e-06
1910.999989826061172.03478776617324e-051.01739388308662e-05
1920.9999731042674985.37914650050328e-052.68957325025164e-05
1930.999944777249490.0001104455010194835.52227505097415e-05
1940.9998995289596320.0002009420807367060.000100471040368353
1950.9997643395708110.0004713208583779340.000235660429188967
1960.9992808329932410.001438334013517490.000719167006758743
1970.9987416785629270.002516642874145300.00125832143707265
1980.9968853718762560.006229256247488320.00311462812374416
1990.9906195012234580.01876099755308380.00938049877654192
2000.9736046148691040.05279077026179240.0263953851308962
2010.9702083435294330.05958331294113390.0297916564705669
2020.9679544301776350.06409113964472940.0320455698223647


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level560.282828282828283NOK
5% type I error level790.398989898989899NOK
10% type I error level970.48989898989899NOK
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227533926281x8c2jjhst4jl/10gjbt1227533800.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227533926281x8c2jjhst4jl/10gjbt1227533800.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227533926281x8c2jjhst4jl/13fsz1227533800.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227533926281x8c2jjhst4jl/13fsz1227533800.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227533926281x8c2jjhst4jl/2ezbe1227533800.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227533926281x8c2jjhst4jl/2ezbe1227533800.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227533926281x8c2jjhst4jl/3d3az1227533800.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227533926281x8c2jjhst4jl/3d3az1227533800.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227533926281x8c2jjhst4jl/41hzj1227533800.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227533926281x8c2jjhst4jl/41hzj1227533800.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227533926281x8c2jjhst4jl/5azj91227533800.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227533926281x8c2jjhst4jl/5azj91227533800.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227533926281x8c2jjhst4jl/682p21227533800.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227533926281x8c2jjhst4jl/682p21227533800.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227533926281x8c2jjhst4jl/7hsj51227533800.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227533926281x8c2jjhst4jl/7hsj51227533800.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227533926281x8c2jjhst4jl/85z2m1227533800.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227533926281x8c2jjhst4jl/85z2m1227533800.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227533926281x8c2jjhst4jl/9mkg71227533800.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/24/t1227533926281x8c2jjhst4jl/9mkg71227533800.ps (open in new window)


 
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):
library(lattice)
library(lmtest)
n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
par1 <- as.numeric(par1)
x <- t(y)
k <- length(x[1,])
n <- length(x[,1])
x1 <- cbind(x[,par1], x[,1:k!=par1])
mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
colnames(x1) <- mycolnames #colnames(x)[par1]
x <- x1
if (par3 == 'First Differences'){
x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
for (i in 1:n-1) {
for (j in 1:k) {
x2[i,j] <- x[i+1,j] - x[i,j]
}
}
x <- x2
}
if (par2 == 'Include Monthly Dummies'){
x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
for (i in 1:11){
x2[seq(i,n,12),i] <- 1
}
x <- cbind(x, x2)
}
if (par2 == 'Include Quarterly Dummies'){
x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
for (i in 1:3){
x2[seq(i,n,4),i] <- 1
}
x <- cbind(x, x2)
}
k <- length(x[1,])
if (par3 == 'Linear Trend'){
x <- cbind(x, c(1:n))
colnames(x)[k+1] <- 't'
}
x
k <- length(x[1,])
df <- as.data.frame(x)
(mylm <- lm(df))
(mysum <- summary(mylm))
if (n > n25) {
kp3 <- k + 3
nmkm3 <- n - k - 3
gqarr <- array(NA, dim=c(nmkm3-kp3+1,3))
numgqtests <- 0
numsignificant1 <- 0
numsignificant5 <- 0
numsignificant10 <- 0
for (mypoint in kp3:nmkm3) {
j <- 0
numgqtests <- numgqtests + 1
for (myalt in c('greater', 'two.sided', 'less')) {
j <- j + 1
gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value
}
if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1
if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1
if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1
}
gqarr
}
bitmap(file='test0.png')
plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index')
points(x[,1]-mysum$resid)
grid()
dev.off()
bitmap(file='test1.png')
plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
grid()
dev.off()
bitmap(file='test2.png')
hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
grid()
dev.off()
bitmap(file='test3.png')
densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
dev.off()
bitmap(file='test4.png')
qqnorm(mysum$resid, main='Residual Normal Q-Q Plot')
qqline(mysum$resid)
grid()
dev.off()
(myerror <- as.ts(mysum$resid))
bitmap(file='test5.png')
dum <- cbind(lag(myerror,k=1),myerror)
dum
dum1 <- dum[2:length(myerror),]
dum1
z <- as.data.frame(dum1)
z
plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals')
lines(lowess(z))
abline(lm(z))
grid()
dev.off()
bitmap(file='test6.png')
acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
grid()
dev.off()
bitmap(file='test7.png')
pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
grid()
dev.off()
bitmap(file='test8.png')
opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
plot(mylm, las = 1, sub='Residual Diagnostics')
par(opar)
dev.off()
if (n > n25) {
bitmap(file='test9.png')
plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
grid()
dev.off()
}
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
a<-table.row.end(a)
myeq <- colnames(x)[1]
myeq <- paste(myeq, '[t] = ', sep='')
for (i in 1:k){
if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ')
if (rownames(mysum$coefficients)[i] != '(Intercept)') {
myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='')
if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
}
}
myeq <- paste(myeq, ' + e[t]')
a<-table.row.start(a)
a<-table.element(a, myeq)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Variable',header=TRUE)
a<-table.element(a,'Parameter',header=TRUE)
a<-table.element(a,'S.D.',header=TRUE)
a<-table.element(a,'T-STAT<br />H0: parameter = 0',header=TRUE)
a<-table.element(a,'2-tail p-value',header=TRUE)
a<-table.element(a,'1-tail p-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:k){
a<-table.row.start(a)
a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE)
a<-table.element(a,mysum$coefficients[i,1])
a<-table.element(a, round(mysum$coefficients[i,2],6))
a<-table.element(a, round(mysum$coefficients[i,3],4))
a<-table.element(a, round(mysum$coefficients[i,4],6))
a<-table.element(a, round(mysum$coefficients[i,4]/2,6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable2.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple R',1,TRUE)
a<-table.element(a, sqrt(mysum$r.squared))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'R-squared',1,TRUE)
a<-table.element(a, mysum$r.squared)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Adjusted R-squared',1,TRUE)
a<-table.element(a, mysum$adj.r.squared)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (value)',1,TRUE)
a<-table.element(a, mysum$fstatistic[1])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE)
a<-table.element(a, mysum$fstatistic[2])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE)
a<-table.element(a, mysum$fstatistic[3])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'p-value',1,TRUE)
a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3]))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Residual Standard Deviation',1,TRUE)
a<-table.element(a, mysum$sigma)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
a<-table.element(a, sum(myerror*myerror))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable3.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Time or Index', 1, TRUE)
a<-table.element(a, 'Actuals', 1, TRUE)
a<-table.element(a, 'Interpolation<br />Forecast', 1, TRUE)
a<-table.element(a, 'Residuals<br />Prediction Error', 1, TRUE)
a<-table.row.end(a)
for (i in 1:n) {
a<-table.row.start(a)
a<-table.element(a,i, 1, TRUE)
a<-table.element(a,x[i])
a<-table.element(a,x[i]-mysum$resid[i])
a<-table.element(a,mysum$resid[i])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable4.tab')
if (n > n25) {
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'p-values',header=TRUE)
a<-table.element(a,'Alternative Hypothesis',3,header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'breakpoint index',header=TRUE)
a<-table.element(a,'greater',header=TRUE)
a<-table.element(a,'2-sided',header=TRUE)
a<-table.element(a,'less',header=TRUE)
a<-table.row.end(a)
for (mypoint in kp3:nmkm3) {
a<-table.row.start(a)
a<-table.element(a,mypoint,header=TRUE)
a<-table.element(a,gqarr[mypoint-kp3+1,1])
a<-table.element(a,gqarr[mypoint-kp3+1,2])
a<-table.element(a,gqarr[mypoint-kp3+1,3])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable5.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Description',header=TRUE)
a<-table.element(a,'# significant tests',header=TRUE)
a<-table.element(a,'% significant tests',header=TRUE)
a<-table.element(a,'OK/NOK',header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'1% type I error level',header=TRUE)
a<-table.element(a,numsignificant1)
a<-table.element(a,numsignificant1/numgqtests)
if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'5% type I error level',header=TRUE)
a<-table.element(a,numsignificant5)
a<-table.element(a,numsignificant5/numgqtests)
if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'10% type I error level',header=TRUE)
a<-table.element(a,numsignificant10)
a<-table.element(a,numsignificant10/numgqtests)
if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable6.tab')
}
 





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Software written by Ed van Stee & Patrick Wessa


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