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Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_multipleregression.wasp
Title produced by softwareMultiple Regression
Date of computationWed, 18 Nov 2009 11:01:24 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Nov/18/t1258567370cndndeoknz4y84a.htm/, Retrieved Wed, 01 May 2024 14:24:18 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=57565, Retrieved Wed, 01 May 2024 14:24:18 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact169
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Multiple Regression] [Q1 The Seatbeltlaw] [2007-11-14 19:27:43] [8cd6641b921d30ebe00b648d1481bba0]
- RM D  [Multiple Regression] [Seatbelt] [2009-11-12 14:10:54] [b98453cac15ba1066b407e146608df68]
-   PD      [Multiple Regression] [] [2009-11-18 18:01:24] [7dd0431c761b876151627bfbf92230c8] [Current]
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Dataseries X:
1.6	8.3	1.8	1.6
1.5	7.5	1.6	1.8
1.5	7.2	1.5	1.6
1.3	7.4	1.5	1.5
1.4	8.8	1.3	1.5
1.4	9.3	1.4	1.3
1.3	9.3	1.4	1.4
1.3	8.7	1.3	1.4
1.2	8.2	1.3	1.3
1.1	8.3	1.2	1.3
1.4	8.5	1.1	1.2
1.2	8.6	1.4	1.1
1.5	8.5	1.2	1.4
1.1	8.2	1.5	1.2
1.3	8.1	1.1	1.5
1.5	7.9	1.3	1.1
1.1	8.6	1.5	1.3
1.4	8.7	1.1	1.5
1.3	8.7	1.4	1.1
1.5	8.5	1.3	1.4
1.6	8.4	1.5	1.3
1.7	8.5	1.6	1.5
1.1	8.7	1.7	1.6
1.6	8.7	1.1	1.7
1.3	8.6	1.6	1.1
1.7	8.5	1.3	1.6
1.6	8.3	1.7	1.3
1.7	8	1.6	1.7
1.9	8.2	1.7	1.6
1.8	8.1	1.9	1.7
1.9	8.1	1.8	1.9
1.6	8	1.9	1.8
1.5	7.9	1.6	1.9
1.6	7.9	1.5	1.6
1.6	8	1.6	1.5
1.7	8	1.6	1.6
2	7.9	1.7	1.6
2	8	2	1.7
1.9	7.7	2	2
1.7	7.2	1.9	2
1.8	7.5	1.7	1.9
1.9	7.3	1.8	1.7
1.7	7	1.9	1.8
2	7	1.7	1.9
2.1	7	2	1.7
2.4	7.2	2.1	2
2.5	7.3	2.4	2.1
2.5	7.1	2.5	2.4
2.6	6.8	2.5	2.5
2.2	6.4	2.6	2.5
2.5	6.1	2.2	2.6
2.8	6.5	2.5	2.2
2.8	7.7	2.8	2.5
2.9	7.9	2.8	2.8
3	7.5	2.9	2.8
3.1	6.9	3	2.9
2.9	6.6	3.1	3
2.7	6.9	2.9	3.1




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

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 6 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=57565&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]6 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=57565&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=57565&T=0

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

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
Y[t] = + 0.125897900427605 + 0.00944079300588357X[t] + 0.39313092210009Y1[t] + 0.35998595852647Y2[t] + 0.0090037694087649t + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
Y[t] =  +  0.125897900427605 +  0.00944079300588357X[t] +  0.39313092210009Y1[t] +  0.35998595852647Y2[t] +  0.0090037694087649t  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=57565&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]Y[t] =  +  0.125897900427605 +  0.00944079300588357X[t] +  0.39313092210009Y1[t] +  0.35998595852647Y2[t] +  0.0090037694087649t  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=57565&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=57565&T=1

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 0.125897900427605 + 0.00944079300588357X[t] + 0.39313092210009Y1[t] + 0.35998595852647Y2[t] + 0.0090037694087649t + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)0.1258979004276050.5069920.24830.8048440.402422
X0.009440793005883570.0523820.18020.8576580.428829
Y10.393130922100090.1234893.18350.0024360.001218
Y20.359985958526470.1251662.87610.0057880.002894
t0.00900376940876490.002883.12640.0028710.001436

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Ordinary Least Squares \tabularnewline
Variable & Parameter & S.D. & T-STATH0: parameter = 0 & 2-tail p-value & 1-tail p-value \tabularnewline
(Intercept) & 0.125897900427605 & 0.506992 & 0.2483 & 0.804844 & 0.402422 \tabularnewline
X & 0.00944079300588357 & 0.052382 & 0.1802 & 0.857658 & 0.428829 \tabularnewline
Y1 & 0.39313092210009 & 0.123489 & 3.1835 & 0.002436 & 0.001218 \tabularnewline
Y2 & 0.35998595852647 & 0.125166 & 2.8761 & 0.005788 & 0.002894 \tabularnewline
t & 0.0090037694087649 & 0.00288 & 3.1264 & 0.002871 & 0.001436 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=57565&T=2

[TABLE]
[ROW][C]Multiple Linear Regression - Ordinary Least Squares[/C][/ROW]
[ROW][C]Variable[/C][C]Parameter[/C][C]S.D.[/C][C]T-STATH0: parameter = 0[/C][C]2-tail p-value[/C][C]1-tail p-value[/C][/ROW]
[ROW][C](Intercept)[/C][C]0.125897900427605[/C][C]0.506992[/C][C]0.2483[/C][C]0.804844[/C][C]0.402422[/C][/ROW]
[ROW][C]X[/C][C]0.00944079300588357[/C][C]0.052382[/C][C]0.1802[/C][C]0.857658[/C][C]0.428829[/C][/ROW]
[ROW][C]Y1[/C][C]0.39313092210009[/C][C]0.123489[/C][C]3.1835[/C][C]0.002436[/C][C]0.001218[/C][/ROW]
[ROW][C]Y2[/C][C]0.35998595852647[/C][C]0.125166[/C][C]2.8761[/C][C]0.005788[/C][C]0.002894[/C][/ROW]
[ROW][C]t[/C][C]0.0090037694087649[/C][C]0.00288[/C][C]3.1264[/C][C]0.002871[/C][C]0.001436[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=57565&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=57565&T=2

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)0.1258979004276050.5069920.24830.8048440.402422
X0.009440793005883570.0523820.18020.8576580.428829
Y10.393130922100090.1234893.18350.0024360.001218
Y20.359985958526470.1251662.87610.0057880.002894
t0.00900376940876490.002883.12640.0028710.001436







Multiple Linear Regression - Regression Statistics
Multiple R0.942776116416407
R-squared0.888826805685203
Adjusted R-squared0.880436375925596
F-TEST (value)105.933406410735
F-TEST (DF numerator)4
F-TEST (DF denominator)53
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.188487886954718
Sum Squared Residuals1.88296722701868

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.942776116416407 \tabularnewline
R-squared & 0.888826805685203 \tabularnewline
Adjusted R-squared & 0.880436375925596 \tabularnewline
F-TEST (value) & 105.933406410735 \tabularnewline
F-TEST (DF numerator) & 4 \tabularnewline
F-TEST (DF denominator) & 53 \tabularnewline
p-value & 0 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 0.188487886954718 \tabularnewline
Sum Squared Residuals & 1.88296722701868 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=57565&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.942776116416407[/C][/ROW]
[ROW][C]R-squared[/C][C]0.888826805685203[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]0.880436375925596[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]105.933406410735[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]4[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]53[/C][/ROW]
[ROW][C]p-value[/C][C]0[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C]0.188487886954718[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]1.88296722701868[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=57565&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=57565&T=3

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Multiple Linear Regression - Regression Statistics
Multiple R0.942776116416407
R-squared0.888826805685203
Adjusted R-squared0.880436375925596
F-TEST (value)105.933406410735
F-TEST (DF numerator)4
F-TEST (DF denominator)53
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.188487886954718
Sum Squared Residuals1.88296722701868







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
11.61.496873445207720.103126554792285
21.51.491695587497050.00830441250294869
31.51.386556835088750.113443164911251
41.31.36145016724604-0.0614501672460424
51.41.305044862443030.0949551375569734
61.41.286084928859450.113915071140552
71.31.33108729412086-0.0310872941208596
81.31.295113495516090.00488650448391445
91.21.26339827256926-0.0633982725692618
101.11.23403302906861-0.134033029068606
111.41.169613269015890.230386730984108
121.21.26150179850262-0.0615017985026249
131.51.298931091748720.201068908251276
141.11.35104470818046-0.251044708180457
151.31.30984781700654-0.00984781700653888
161.51.251595228823560.248404771176443
171.11.41783092946175-0.317830929461752
181.41.342523601036360.0574763989636363
191.31.32547226366457-0.0254722636645674
201.51.401270569820090.0987294301799123
211.61.451957848495640.148042151504365
221.71.573215981120290.126784018879708
231.11.65941959719289-0.559419597192889
241.61.468543409194250.131456590805753
251.31.45717698523659-0.157176985236587
261.71.527290377977970.172709622022029
271.61.583662570067650.0163374299323458
281.71.694515392775230.00548460722476676
291.91.708721817142540.191278182857463
301.81.83140628752338-0.0314062875233781
311.91.873094156427430.0269058435725718
321.61.88446834289297-0.284468342892967
331.51.81058735222376-0.310587352223763
341.61.67228224186458-0.0722822418645782
351.61.68554458693129-0.0855445869312934
361.71.73054695219271-0.0305469521927055
3721.777919734510890.222080265489109
3821.941805455702920.0581945442970819
391.92.05597277476786-0.155972774767859
401.72.02094305546367-0.320943055463673
411.81.91815428250154-0.118154282501538
421.91.892585793813840.00741420618615849
431.71.97406901338350-0.274069013383497
4421.940445194224890.0595548057751088
452.11.995391048558390.104608951441611
462.42.153591856336280.246408143663719
472.52.317477577528310.182522422471692
482.52.471902068103850.028097931896154
492.62.514072195463490.0859278045365071
502.22.55861273987991-0.358612739879913
512.52.443530498399520.0564695016004754
522.82.430255478230080.369744521769918
532.82.676523263433870.123476736566125
542.92.795410979001760.104589020998243
5532.839951523418180.160048476581822
563.12.918602505086070.181397494913932
572.93.00008572465572-0.100085724655725
582.72.96929414339888-0.269294143398883

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 1.6 & 1.49687344520772 & 0.103126554792285 \tabularnewline
2 & 1.5 & 1.49169558749705 & 0.00830441250294869 \tabularnewline
3 & 1.5 & 1.38655683508875 & 0.113443164911251 \tabularnewline
4 & 1.3 & 1.36145016724604 & -0.0614501672460424 \tabularnewline
5 & 1.4 & 1.30504486244303 & 0.0949551375569734 \tabularnewline
6 & 1.4 & 1.28608492885945 & 0.113915071140552 \tabularnewline
7 & 1.3 & 1.33108729412086 & -0.0310872941208596 \tabularnewline
8 & 1.3 & 1.29511349551609 & 0.00488650448391445 \tabularnewline
9 & 1.2 & 1.26339827256926 & -0.0633982725692618 \tabularnewline
10 & 1.1 & 1.23403302906861 & -0.134033029068606 \tabularnewline
11 & 1.4 & 1.16961326901589 & 0.230386730984108 \tabularnewline
12 & 1.2 & 1.26150179850262 & -0.0615017985026249 \tabularnewline
13 & 1.5 & 1.29893109174872 & 0.201068908251276 \tabularnewline
14 & 1.1 & 1.35104470818046 & -0.251044708180457 \tabularnewline
15 & 1.3 & 1.30984781700654 & -0.00984781700653888 \tabularnewline
16 & 1.5 & 1.25159522882356 & 0.248404771176443 \tabularnewline
17 & 1.1 & 1.41783092946175 & -0.317830929461752 \tabularnewline
18 & 1.4 & 1.34252360103636 & 0.0574763989636363 \tabularnewline
19 & 1.3 & 1.32547226366457 & -0.0254722636645674 \tabularnewline
20 & 1.5 & 1.40127056982009 & 0.0987294301799123 \tabularnewline
21 & 1.6 & 1.45195784849564 & 0.148042151504365 \tabularnewline
22 & 1.7 & 1.57321598112029 & 0.126784018879708 \tabularnewline
23 & 1.1 & 1.65941959719289 & -0.559419597192889 \tabularnewline
24 & 1.6 & 1.46854340919425 & 0.131456590805753 \tabularnewline
25 & 1.3 & 1.45717698523659 & -0.157176985236587 \tabularnewline
26 & 1.7 & 1.52729037797797 & 0.172709622022029 \tabularnewline
27 & 1.6 & 1.58366257006765 & 0.0163374299323458 \tabularnewline
28 & 1.7 & 1.69451539277523 & 0.00548460722476676 \tabularnewline
29 & 1.9 & 1.70872181714254 & 0.191278182857463 \tabularnewline
30 & 1.8 & 1.83140628752338 & -0.0314062875233781 \tabularnewline
31 & 1.9 & 1.87309415642743 & 0.0269058435725718 \tabularnewline
32 & 1.6 & 1.88446834289297 & -0.284468342892967 \tabularnewline
33 & 1.5 & 1.81058735222376 & -0.310587352223763 \tabularnewline
34 & 1.6 & 1.67228224186458 & -0.0722822418645782 \tabularnewline
35 & 1.6 & 1.68554458693129 & -0.0855445869312934 \tabularnewline
36 & 1.7 & 1.73054695219271 & -0.0305469521927055 \tabularnewline
37 & 2 & 1.77791973451089 & 0.222080265489109 \tabularnewline
38 & 2 & 1.94180545570292 & 0.0581945442970819 \tabularnewline
39 & 1.9 & 2.05597277476786 & -0.155972774767859 \tabularnewline
40 & 1.7 & 2.02094305546367 & -0.320943055463673 \tabularnewline
41 & 1.8 & 1.91815428250154 & -0.118154282501538 \tabularnewline
42 & 1.9 & 1.89258579381384 & 0.00741420618615849 \tabularnewline
43 & 1.7 & 1.97406901338350 & -0.274069013383497 \tabularnewline
44 & 2 & 1.94044519422489 & 0.0595548057751088 \tabularnewline
45 & 2.1 & 1.99539104855839 & 0.104608951441611 \tabularnewline
46 & 2.4 & 2.15359185633628 & 0.246408143663719 \tabularnewline
47 & 2.5 & 2.31747757752831 & 0.182522422471692 \tabularnewline
48 & 2.5 & 2.47190206810385 & 0.028097931896154 \tabularnewline
49 & 2.6 & 2.51407219546349 & 0.0859278045365071 \tabularnewline
50 & 2.2 & 2.55861273987991 & -0.358612739879913 \tabularnewline
51 & 2.5 & 2.44353049839952 & 0.0564695016004754 \tabularnewline
52 & 2.8 & 2.43025547823008 & 0.369744521769918 \tabularnewline
53 & 2.8 & 2.67652326343387 & 0.123476736566125 \tabularnewline
54 & 2.9 & 2.79541097900176 & 0.104589020998243 \tabularnewline
55 & 3 & 2.83995152341818 & 0.160048476581822 \tabularnewline
56 & 3.1 & 2.91860250508607 & 0.181397494913932 \tabularnewline
57 & 2.9 & 3.00008572465572 & -0.100085724655725 \tabularnewline
58 & 2.7 & 2.96929414339888 & -0.269294143398883 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=57565&T=4

[TABLE]
[ROW][C]Multiple Linear Regression - Actuals, Interpolation, and Residuals[/C][/ROW]
[ROW][C]Time or Index[/C][C]Actuals[/C][C]InterpolationForecast[/C][C]ResidualsPrediction Error[/C][/ROW]
[ROW][C]1[/C][C]1.6[/C][C]1.49687344520772[/C][C]0.103126554792285[/C][/ROW]
[ROW][C]2[/C][C]1.5[/C][C]1.49169558749705[/C][C]0.00830441250294869[/C][/ROW]
[ROW][C]3[/C][C]1.5[/C][C]1.38655683508875[/C][C]0.113443164911251[/C][/ROW]
[ROW][C]4[/C][C]1.3[/C][C]1.36145016724604[/C][C]-0.0614501672460424[/C][/ROW]
[ROW][C]5[/C][C]1.4[/C][C]1.30504486244303[/C][C]0.0949551375569734[/C][/ROW]
[ROW][C]6[/C][C]1.4[/C][C]1.28608492885945[/C][C]0.113915071140552[/C][/ROW]
[ROW][C]7[/C][C]1.3[/C][C]1.33108729412086[/C][C]-0.0310872941208596[/C][/ROW]
[ROW][C]8[/C][C]1.3[/C][C]1.29511349551609[/C][C]0.00488650448391445[/C][/ROW]
[ROW][C]9[/C][C]1.2[/C][C]1.26339827256926[/C][C]-0.0633982725692618[/C][/ROW]
[ROW][C]10[/C][C]1.1[/C][C]1.23403302906861[/C][C]-0.134033029068606[/C][/ROW]
[ROW][C]11[/C][C]1.4[/C][C]1.16961326901589[/C][C]0.230386730984108[/C][/ROW]
[ROW][C]12[/C][C]1.2[/C][C]1.26150179850262[/C][C]-0.0615017985026249[/C][/ROW]
[ROW][C]13[/C][C]1.5[/C][C]1.29893109174872[/C][C]0.201068908251276[/C][/ROW]
[ROW][C]14[/C][C]1.1[/C][C]1.35104470818046[/C][C]-0.251044708180457[/C][/ROW]
[ROW][C]15[/C][C]1.3[/C][C]1.30984781700654[/C][C]-0.00984781700653888[/C][/ROW]
[ROW][C]16[/C][C]1.5[/C][C]1.25159522882356[/C][C]0.248404771176443[/C][/ROW]
[ROW][C]17[/C][C]1.1[/C][C]1.41783092946175[/C][C]-0.317830929461752[/C][/ROW]
[ROW][C]18[/C][C]1.4[/C][C]1.34252360103636[/C][C]0.0574763989636363[/C][/ROW]
[ROW][C]19[/C][C]1.3[/C][C]1.32547226366457[/C][C]-0.0254722636645674[/C][/ROW]
[ROW][C]20[/C][C]1.5[/C][C]1.40127056982009[/C][C]0.0987294301799123[/C][/ROW]
[ROW][C]21[/C][C]1.6[/C][C]1.45195784849564[/C][C]0.148042151504365[/C][/ROW]
[ROW][C]22[/C][C]1.7[/C][C]1.57321598112029[/C][C]0.126784018879708[/C][/ROW]
[ROW][C]23[/C][C]1.1[/C][C]1.65941959719289[/C][C]-0.559419597192889[/C][/ROW]
[ROW][C]24[/C][C]1.6[/C][C]1.46854340919425[/C][C]0.131456590805753[/C][/ROW]
[ROW][C]25[/C][C]1.3[/C][C]1.45717698523659[/C][C]-0.157176985236587[/C][/ROW]
[ROW][C]26[/C][C]1.7[/C][C]1.52729037797797[/C][C]0.172709622022029[/C][/ROW]
[ROW][C]27[/C][C]1.6[/C][C]1.58366257006765[/C][C]0.0163374299323458[/C][/ROW]
[ROW][C]28[/C][C]1.7[/C][C]1.69451539277523[/C][C]0.00548460722476676[/C][/ROW]
[ROW][C]29[/C][C]1.9[/C][C]1.70872181714254[/C][C]0.191278182857463[/C][/ROW]
[ROW][C]30[/C][C]1.8[/C][C]1.83140628752338[/C][C]-0.0314062875233781[/C][/ROW]
[ROW][C]31[/C][C]1.9[/C][C]1.87309415642743[/C][C]0.0269058435725718[/C][/ROW]
[ROW][C]32[/C][C]1.6[/C][C]1.88446834289297[/C][C]-0.284468342892967[/C][/ROW]
[ROW][C]33[/C][C]1.5[/C][C]1.81058735222376[/C][C]-0.310587352223763[/C][/ROW]
[ROW][C]34[/C][C]1.6[/C][C]1.67228224186458[/C][C]-0.0722822418645782[/C][/ROW]
[ROW][C]35[/C][C]1.6[/C][C]1.68554458693129[/C][C]-0.0855445869312934[/C][/ROW]
[ROW][C]36[/C][C]1.7[/C][C]1.73054695219271[/C][C]-0.0305469521927055[/C][/ROW]
[ROW][C]37[/C][C]2[/C][C]1.77791973451089[/C][C]0.222080265489109[/C][/ROW]
[ROW][C]38[/C][C]2[/C][C]1.94180545570292[/C][C]0.0581945442970819[/C][/ROW]
[ROW][C]39[/C][C]1.9[/C][C]2.05597277476786[/C][C]-0.155972774767859[/C][/ROW]
[ROW][C]40[/C][C]1.7[/C][C]2.02094305546367[/C][C]-0.320943055463673[/C][/ROW]
[ROW][C]41[/C][C]1.8[/C][C]1.91815428250154[/C][C]-0.118154282501538[/C][/ROW]
[ROW][C]42[/C][C]1.9[/C][C]1.89258579381384[/C][C]0.00741420618615849[/C][/ROW]
[ROW][C]43[/C][C]1.7[/C][C]1.97406901338350[/C][C]-0.274069013383497[/C][/ROW]
[ROW][C]44[/C][C]2[/C][C]1.94044519422489[/C][C]0.0595548057751088[/C][/ROW]
[ROW][C]45[/C][C]2.1[/C][C]1.99539104855839[/C][C]0.104608951441611[/C][/ROW]
[ROW][C]46[/C][C]2.4[/C][C]2.15359185633628[/C][C]0.246408143663719[/C][/ROW]
[ROW][C]47[/C][C]2.5[/C][C]2.31747757752831[/C][C]0.182522422471692[/C][/ROW]
[ROW][C]48[/C][C]2.5[/C][C]2.47190206810385[/C][C]0.028097931896154[/C][/ROW]
[ROW][C]49[/C][C]2.6[/C][C]2.51407219546349[/C][C]0.0859278045365071[/C][/ROW]
[ROW][C]50[/C][C]2.2[/C][C]2.55861273987991[/C][C]-0.358612739879913[/C][/ROW]
[ROW][C]51[/C][C]2.5[/C][C]2.44353049839952[/C][C]0.0564695016004754[/C][/ROW]
[ROW][C]52[/C][C]2.8[/C][C]2.43025547823008[/C][C]0.369744521769918[/C][/ROW]
[ROW][C]53[/C][C]2.8[/C][C]2.67652326343387[/C][C]0.123476736566125[/C][/ROW]
[ROW][C]54[/C][C]2.9[/C][C]2.79541097900176[/C][C]0.104589020998243[/C][/ROW]
[ROW][C]55[/C][C]3[/C][C]2.83995152341818[/C][C]0.160048476581822[/C][/ROW]
[ROW][C]56[/C][C]3.1[/C][C]2.91860250508607[/C][C]0.181397494913932[/C][/ROW]
[ROW][C]57[/C][C]2.9[/C][C]3.00008572465572[/C][C]-0.100085724655725[/C][/ROW]
[ROW][C]58[/C][C]2.7[/C][C]2.96929414339888[/C][C]-0.269294143398883[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=57565&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=57565&T=4

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
11.61.496873445207720.103126554792285
21.51.491695587497050.00830441250294869
31.51.386556835088750.113443164911251
41.31.36145016724604-0.0614501672460424
51.41.305044862443030.0949551375569734
61.41.286084928859450.113915071140552
71.31.33108729412086-0.0310872941208596
81.31.295113495516090.00488650448391445
91.21.26339827256926-0.0633982725692618
101.11.23403302906861-0.134033029068606
111.41.169613269015890.230386730984108
121.21.26150179850262-0.0615017985026249
131.51.298931091748720.201068908251276
141.11.35104470818046-0.251044708180457
151.31.30984781700654-0.00984781700653888
161.51.251595228823560.248404771176443
171.11.41783092946175-0.317830929461752
181.41.342523601036360.0574763989636363
191.31.32547226366457-0.0254722636645674
201.51.401270569820090.0987294301799123
211.61.451957848495640.148042151504365
221.71.573215981120290.126784018879708
231.11.65941959719289-0.559419597192889
241.61.468543409194250.131456590805753
251.31.45717698523659-0.157176985236587
261.71.527290377977970.172709622022029
271.61.583662570067650.0163374299323458
281.71.694515392775230.00548460722476676
291.91.708721817142540.191278182857463
301.81.83140628752338-0.0314062875233781
311.91.873094156427430.0269058435725718
321.61.88446834289297-0.284468342892967
331.51.81058735222376-0.310587352223763
341.61.67228224186458-0.0722822418645782
351.61.68554458693129-0.0855445869312934
361.71.73054695219271-0.0305469521927055
3721.777919734510890.222080265489109
3821.941805455702920.0581945442970819
391.92.05597277476786-0.155972774767859
401.72.02094305546367-0.320943055463673
411.81.91815428250154-0.118154282501538
421.91.892585793813840.00741420618615849
431.71.97406901338350-0.274069013383497
4421.940445194224890.0595548057751088
452.11.995391048558390.104608951441611
462.42.153591856336280.246408143663719
472.52.317477577528310.182522422471692
482.52.471902068103850.028097931896154
492.62.514072195463490.0859278045365071
502.22.55861273987991-0.358612739879913
512.52.443530498399520.0564695016004754
522.82.430255478230080.369744521769918
532.82.676523263433870.123476736566125
542.92.795410979001760.104589020998243
5532.839951523418180.160048476581822
563.12.918602505086070.181397494913932
572.93.00008572465572-0.100085724655725
582.72.96929414339888-0.269294143398883







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
80.06279559544784510.1255911908956900.937204404552155
90.01920789812720320.03841579625440640.980792101872797
100.006082358044485520.01216471608897100.993917641955514
110.08581559982542550.1716311996508510.914184400174574
120.04547192978151190.09094385956302380.954528070218488
130.09325628089271850.1865125617854370.906743719107282
140.07789262854070040.1557852570814010.9221073714593
150.04587599251009060.09175198502018120.95412400748991
160.1815756040528210.3631512081056430.818424395947179
170.1759238527532160.3518477055064320.824076147246784
180.1387407393516220.2774814787032450.861259260648378
190.1052886617144430.2105773234288870.894711338285556
200.1066019097190250.2132038194380500.893398090280975
210.1458026929189650.2916053858379290.854197307081035
220.1544228802182740.3088457604365470.845577119781726
230.5215392747380190.9569214505239620.478460725261981
240.5061168365358140.9877663269283720.493883163464186
250.4737333465869970.9474666931739950.526266653413003
260.5532756640277760.8934486719444480.446724335972224
270.5140659688296830.9718680623406340.485934031170317
280.4773155378308080.9546310756616170.522684462169192
290.6083184607622330.7833630784755340.391681539237767
300.5533472672732950.893305465453410.446652732726705
310.6598093348349050.680381330330190.340190665165095
320.6358374451555780.7283251096888430.364162554844422
330.6525921220452380.6948157559095230.347407877954762
340.5823555445413460.8352889109173090.417644455458654
350.5049187898400740.9901624203198520.495081210159926
360.4206760205105470.8413520410210950.579323979489453
370.5265536185655180.9468927628689640.473446381434482
380.4936429668150980.9872859336301960.506357033184902
390.4314460443148130.8628920886296260.568553955685187
400.3919392262032840.7838784524065680.608060773796716
410.3078783999250710.6157567998501420.692121600074929
420.2398551309256450.4797102618512890.760144869074355
430.4250762846557050.850152569311410.574923715344295
440.3580117048032480.7160234096064960.641988295196752
450.4508674111346350.901734822269270.549132588865365
460.4147196846443530.8294393692887070.585280315355647
470.3466518497142450.6933036994284910.653348150285755
480.2405857220050560.4811714440101120.759414277994944
490.2257250895857050.451450179171410.774274910414295
500.6062827622191780.7874344755616430.393717237780822

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
8 & 0.0627955954478451 & 0.125591190895690 & 0.937204404552155 \tabularnewline
9 & 0.0192078981272032 & 0.0384157962544064 & 0.980792101872797 \tabularnewline
10 & 0.00608235804448552 & 0.0121647160889710 & 0.993917641955514 \tabularnewline
11 & 0.0858155998254255 & 0.171631199650851 & 0.914184400174574 \tabularnewline
12 & 0.0454719297815119 & 0.0909438595630238 & 0.954528070218488 \tabularnewline
13 & 0.0932562808927185 & 0.186512561785437 & 0.906743719107282 \tabularnewline
14 & 0.0778926285407004 & 0.155785257081401 & 0.9221073714593 \tabularnewline
15 & 0.0458759925100906 & 0.0917519850201812 & 0.95412400748991 \tabularnewline
16 & 0.181575604052821 & 0.363151208105643 & 0.818424395947179 \tabularnewline
17 & 0.175923852753216 & 0.351847705506432 & 0.824076147246784 \tabularnewline
18 & 0.138740739351622 & 0.277481478703245 & 0.861259260648378 \tabularnewline
19 & 0.105288661714443 & 0.210577323428887 & 0.894711338285556 \tabularnewline
20 & 0.106601909719025 & 0.213203819438050 & 0.893398090280975 \tabularnewline
21 & 0.145802692918965 & 0.291605385837929 & 0.854197307081035 \tabularnewline
22 & 0.154422880218274 & 0.308845760436547 & 0.845577119781726 \tabularnewline
23 & 0.521539274738019 & 0.956921450523962 & 0.478460725261981 \tabularnewline
24 & 0.506116836535814 & 0.987766326928372 & 0.493883163464186 \tabularnewline
25 & 0.473733346586997 & 0.947466693173995 & 0.526266653413003 \tabularnewline
26 & 0.553275664027776 & 0.893448671944448 & 0.446724335972224 \tabularnewline
27 & 0.514065968829683 & 0.971868062340634 & 0.485934031170317 \tabularnewline
28 & 0.477315537830808 & 0.954631075661617 & 0.522684462169192 \tabularnewline
29 & 0.608318460762233 & 0.783363078475534 & 0.391681539237767 \tabularnewline
30 & 0.553347267273295 & 0.89330546545341 & 0.446652732726705 \tabularnewline
31 & 0.659809334834905 & 0.68038133033019 & 0.340190665165095 \tabularnewline
32 & 0.635837445155578 & 0.728325109688843 & 0.364162554844422 \tabularnewline
33 & 0.652592122045238 & 0.694815755909523 & 0.347407877954762 \tabularnewline
34 & 0.582355544541346 & 0.835288910917309 & 0.417644455458654 \tabularnewline
35 & 0.504918789840074 & 0.990162420319852 & 0.495081210159926 \tabularnewline
36 & 0.420676020510547 & 0.841352041021095 & 0.579323979489453 \tabularnewline
37 & 0.526553618565518 & 0.946892762868964 & 0.473446381434482 \tabularnewline
38 & 0.493642966815098 & 0.987285933630196 & 0.506357033184902 \tabularnewline
39 & 0.431446044314813 & 0.862892088629626 & 0.568553955685187 \tabularnewline
40 & 0.391939226203284 & 0.783878452406568 & 0.608060773796716 \tabularnewline
41 & 0.307878399925071 & 0.615756799850142 & 0.692121600074929 \tabularnewline
42 & 0.239855130925645 & 0.479710261851289 & 0.760144869074355 \tabularnewline
43 & 0.425076284655705 & 0.85015256931141 & 0.574923715344295 \tabularnewline
44 & 0.358011704803248 & 0.716023409606496 & 0.641988295196752 \tabularnewline
45 & 0.450867411134635 & 0.90173482226927 & 0.549132588865365 \tabularnewline
46 & 0.414719684644353 & 0.829439369288707 & 0.585280315355647 \tabularnewline
47 & 0.346651849714245 & 0.693303699428491 & 0.653348150285755 \tabularnewline
48 & 0.240585722005056 & 0.481171444010112 & 0.759414277994944 \tabularnewline
49 & 0.225725089585705 & 0.45145017917141 & 0.774274910414295 \tabularnewline
50 & 0.606282762219178 & 0.787434475561643 & 0.393717237780822 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=57565&T=5

[TABLE]
[ROW][C]Goldfeld-Quandt test for Heteroskedasticity[/C][/ROW]
[ROW][C]p-values[/C][C]Alternative Hypothesis[/C][/ROW]
[ROW][C]breakpoint index[/C][C]greater[/C][C]2-sided[/C][C]less[/C][/ROW]
[ROW][C]8[/C][C]0.0627955954478451[/C][C]0.125591190895690[/C][C]0.937204404552155[/C][/ROW]
[ROW][C]9[/C][C]0.0192078981272032[/C][C]0.0384157962544064[/C][C]0.980792101872797[/C][/ROW]
[ROW][C]10[/C][C]0.00608235804448552[/C][C]0.0121647160889710[/C][C]0.993917641955514[/C][/ROW]
[ROW][C]11[/C][C]0.0858155998254255[/C][C]0.171631199650851[/C][C]0.914184400174574[/C][/ROW]
[ROW][C]12[/C][C]0.0454719297815119[/C][C]0.0909438595630238[/C][C]0.954528070218488[/C][/ROW]
[ROW][C]13[/C][C]0.0932562808927185[/C][C]0.186512561785437[/C][C]0.906743719107282[/C][/ROW]
[ROW][C]14[/C][C]0.0778926285407004[/C][C]0.155785257081401[/C][C]0.9221073714593[/C][/ROW]
[ROW][C]15[/C][C]0.0458759925100906[/C][C]0.0917519850201812[/C][C]0.95412400748991[/C][/ROW]
[ROW][C]16[/C][C]0.181575604052821[/C][C]0.363151208105643[/C][C]0.818424395947179[/C][/ROW]
[ROW][C]17[/C][C]0.175923852753216[/C][C]0.351847705506432[/C][C]0.824076147246784[/C][/ROW]
[ROW][C]18[/C][C]0.138740739351622[/C][C]0.277481478703245[/C][C]0.861259260648378[/C][/ROW]
[ROW][C]19[/C][C]0.105288661714443[/C][C]0.210577323428887[/C][C]0.894711338285556[/C][/ROW]
[ROW][C]20[/C][C]0.106601909719025[/C][C]0.213203819438050[/C][C]0.893398090280975[/C][/ROW]
[ROW][C]21[/C][C]0.145802692918965[/C][C]0.291605385837929[/C][C]0.854197307081035[/C][/ROW]
[ROW][C]22[/C][C]0.154422880218274[/C][C]0.308845760436547[/C][C]0.845577119781726[/C][/ROW]
[ROW][C]23[/C][C]0.521539274738019[/C][C]0.956921450523962[/C][C]0.478460725261981[/C][/ROW]
[ROW][C]24[/C][C]0.506116836535814[/C][C]0.987766326928372[/C][C]0.493883163464186[/C][/ROW]
[ROW][C]25[/C][C]0.473733346586997[/C][C]0.947466693173995[/C][C]0.526266653413003[/C][/ROW]
[ROW][C]26[/C][C]0.553275664027776[/C][C]0.893448671944448[/C][C]0.446724335972224[/C][/ROW]
[ROW][C]27[/C][C]0.514065968829683[/C][C]0.971868062340634[/C][C]0.485934031170317[/C][/ROW]
[ROW][C]28[/C][C]0.477315537830808[/C][C]0.954631075661617[/C][C]0.522684462169192[/C][/ROW]
[ROW][C]29[/C][C]0.608318460762233[/C][C]0.783363078475534[/C][C]0.391681539237767[/C][/ROW]
[ROW][C]30[/C][C]0.553347267273295[/C][C]0.89330546545341[/C][C]0.446652732726705[/C][/ROW]
[ROW][C]31[/C][C]0.659809334834905[/C][C]0.68038133033019[/C][C]0.340190665165095[/C][/ROW]
[ROW][C]32[/C][C]0.635837445155578[/C][C]0.728325109688843[/C][C]0.364162554844422[/C][/ROW]
[ROW][C]33[/C][C]0.652592122045238[/C][C]0.694815755909523[/C][C]0.347407877954762[/C][/ROW]
[ROW][C]34[/C][C]0.582355544541346[/C][C]0.835288910917309[/C][C]0.417644455458654[/C][/ROW]
[ROW][C]35[/C][C]0.504918789840074[/C][C]0.990162420319852[/C][C]0.495081210159926[/C][/ROW]
[ROW][C]36[/C][C]0.420676020510547[/C][C]0.841352041021095[/C][C]0.579323979489453[/C][/ROW]
[ROW][C]37[/C][C]0.526553618565518[/C][C]0.946892762868964[/C][C]0.473446381434482[/C][/ROW]
[ROW][C]38[/C][C]0.493642966815098[/C][C]0.987285933630196[/C][C]0.506357033184902[/C][/ROW]
[ROW][C]39[/C][C]0.431446044314813[/C][C]0.862892088629626[/C][C]0.568553955685187[/C][/ROW]
[ROW][C]40[/C][C]0.391939226203284[/C][C]0.783878452406568[/C][C]0.608060773796716[/C][/ROW]
[ROW][C]41[/C][C]0.307878399925071[/C][C]0.615756799850142[/C][C]0.692121600074929[/C][/ROW]
[ROW][C]42[/C][C]0.239855130925645[/C][C]0.479710261851289[/C][C]0.760144869074355[/C][/ROW]
[ROW][C]43[/C][C]0.425076284655705[/C][C]0.85015256931141[/C][C]0.574923715344295[/C][/ROW]
[ROW][C]44[/C][C]0.358011704803248[/C][C]0.716023409606496[/C][C]0.641988295196752[/C][/ROW]
[ROW][C]45[/C][C]0.450867411134635[/C][C]0.90173482226927[/C][C]0.549132588865365[/C][/ROW]
[ROW][C]46[/C][C]0.414719684644353[/C][C]0.829439369288707[/C][C]0.585280315355647[/C][/ROW]
[ROW][C]47[/C][C]0.346651849714245[/C][C]0.693303699428491[/C][C]0.653348150285755[/C][/ROW]
[ROW][C]48[/C][C]0.240585722005056[/C][C]0.481171444010112[/C][C]0.759414277994944[/C][/ROW]
[ROW][C]49[/C][C]0.225725089585705[/C][C]0.45145017917141[/C][C]0.774274910414295[/C][/ROW]
[ROW][C]50[/C][C]0.606282762219178[/C][C]0.787434475561643[/C][C]0.393717237780822[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=57565&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=57565&T=5

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
80.06279559544784510.1255911908956900.937204404552155
90.01920789812720320.03841579625440640.980792101872797
100.006082358044485520.01216471608897100.993917641955514
110.08581559982542550.1716311996508510.914184400174574
120.04547192978151190.09094385956302380.954528070218488
130.09325628089271850.1865125617854370.906743719107282
140.07789262854070040.1557852570814010.9221073714593
150.04587599251009060.09175198502018120.95412400748991
160.1815756040528210.3631512081056430.818424395947179
170.1759238527532160.3518477055064320.824076147246784
180.1387407393516220.2774814787032450.861259260648378
190.1052886617144430.2105773234288870.894711338285556
200.1066019097190250.2132038194380500.893398090280975
210.1458026929189650.2916053858379290.854197307081035
220.1544228802182740.3088457604365470.845577119781726
230.5215392747380190.9569214505239620.478460725261981
240.5061168365358140.9877663269283720.493883163464186
250.4737333465869970.9474666931739950.526266653413003
260.5532756640277760.8934486719444480.446724335972224
270.5140659688296830.9718680623406340.485934031170317
280.4773155378308080.9546310756616170.522684462169192
290.6083184607622330.7833630784755340.391681539237767
300.5533472672732950.893305465453410.446652732726705
310.6598093348349050.680381330330190.340190665165095
320.6358374451555780.7283251096888430.364162554844422
330.6525921220452380.6948157559095230.347407877954762
340.5823555445413460.8352889109173090.417644455458654
350.5049187898400740.9901624203198520.495081210159926
360.4206760205105470.8413520410210950.579323979489453
370.5265536185655180.9468927628689640.473446381434482
380.4936429668150980.9872859336301960.506357033184902
390.4314460443148130.8628920886296260.568553955685187
400.3919392262032840.7838784524065680.608060773796716
410.3078783999250710.6157567998501420.692121600074929
420.2398551309256450.4797102618512890.760144869074355
430.4250762846557050.850152569311410.574923715344295
440.3580117048032480.7160234096064960.641988295196752
450.4508674111346350.901734822269270.549132588865365
460.4147196846443530.8294393692887070.585280315355647
470.3466518497142450.6933036994284910.653348150285755
480.2405857220050560.4811714440101120.759414277994944
490.2257250895857050.451450179171410.774274910414295
500.6062827622191780.7874344755616430.393717237780822







Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level20.0465116279069767OK
10% type I error level40.0930232558139535OK

\begin{tabular}{lllllllll}
\hline
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
Description & # significant tests & % significant tests & OK/NOK \tabularnewline
1% type I error level & 0 & 0 & OK \tabularnewline
5% type I error level & 2 & 0.0465116279069767 & OK \tabularnewline
10% type I error level & 4 & 0.0930232558139535 & OK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=57565&T=6

[TABLE]
[ROW][C]Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity[/C][/ROW]
[ROW][C]Description[/C][C]# significant tests[/C][C]% significant tests[/C][C]OK/NOK[/C][/ROW]
[ROW][C]1% type I error level[/C][C]0[/C][C]0[/C][C]OK[/C][/ROW]
[ROW][C]5% type I error level[/C][C]2[/C][C]0.0465116279069767[/C][C]OK[/C][/ROW]
[ROW][C]10% type I error level[/C][C]4[/C][C]0.0930232558139535[/C][C]OK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=57565&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=57565&T=6

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level20.0465116279069767OK
10% type I error level40.0930232558139535OK



Parameters (Session):
par1 = 2 ; par2 = Do not include Seasonal Dummies ; par3 = Linear Trend ;
Parameters (R input):
par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = 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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
}
}
myeq <- paste(myeq, ' + e[t]')
a<-table.row.start(a)
a<-table.element(a, myeq)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,hyperlink('ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Variable',header=TRUE)
a<-table.element(a,'Parameter',header=TRUE)
a<-table.element(a,'S.D.',header=TRUE)
a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
a<-table.element(a,'2-tail p-value',header=TRUE)
a<-table.element(a,'1-tail p-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:k){
a<-table.row.start(a)
a<-table.element(a,rownames(mysum$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$sigma)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
a<-table.element(a, sum(myerror*myerror))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable3.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Time or Index', 1, TRUE)
a<-table.element(a, 'Actuals', 1, TRUE)
a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
a<-table.row.end(a)
for (i in 1:n) {
a<-table.row.start(a)
a<-table.element(a,i, 1, TRUE)
a<-table.element(a,x[i])
a<-table.element(a,x[i]-mysum$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')
}