Home » date » 2009 » Nov » 18 »

Model 1

*The author of this computation has been verified*
R Software Module: /rwasp_multipleregression.wasp (opens new window with default values)
Title produced by software: Multiple Regression
Date of computation: Wed, 18 Nov 2009 11:45:45 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Nov/18/t1258570119u1nvv0c1054c9ir.htm/, Retrieved Wed, 18 Nov 2009 19:48:51 +0100
 
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/2009/Nov/18/t1258570119u1nvv0c1054c9ir.htm/},
    year = {2009},
}
@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 = {2009},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
562 0 561 0 555 0 544 0 537 0 543 0 594 0 611 0 613 0 611 0 594 0 595 0 591 0 589 0 584 0 573 0 567 0 569 0 621 0 629 0 628 0 612 0 595 0 597 0 593 0 590 0 580 0 574 0 573 0 573 0 620 0 626 0 620 0 588 0 566 0 557 0 561 0 549 0 532 0 526 0 511 0 499 0 555 0 565 0 542 0 527 1 510 1 514 1 517 1 508 1 493 1 490 1 469 1 478 1 528 1 534 1 518 1 506 1 502 1 516 1 528 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 time3 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 577.222222222222 -68.5972222222222X[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)577.2222222222224.312533133.847600
X-68.59722222222228.420489-8.146500


Multiple Linear Regression - Regression Statistics
Multiple R0.727580800319605
R-squared0.529373820993717
Adjusted R-squared0.521397106095305
F-TEST (value)66.3648917800901
F-TEST (DF numerator)1
F-TEST (DF denominator)59
p-value3.09468006776115e-11
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation28.9293492922120
Sum Squared Residuals49377.5277777778


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1562577.222222222222-15.222222222222
2561577.222222222222-16.2222222222222
3555577.222222222222-22.2222222222222
4544577.222222222222-33.2222222222222
5537577.222222222222-40.2222222222222
6543577.222222222222-34.2222222222222
7594577.22222222222216.7777777777778
8611577.22222222222233.7777777777778
9613577.22222222222235.7777777777778
10611577.22222222222233.7777777777778
11594577.22222222222216.7777777777778
12595577.22222222222217.7777777777778
13591577.22222222222213.7777777777778
14589577.22222222222211.7777777777778
15584577.2222222222226.77777777777777
16573577.222222222222-4.22222222222223
17567577.222222222222-10.2222222222222
18569577.222222222222-8.22222222222223
19621577.22222222222243.7777777777778
20629577.22222222222251.7777777777778
21628577.22222222222250.7777777777778
22612577.22222222222234.7777777777778
23595577.22222222222217.7777777777778
24597577.22222222222219.7777777777778
25593577.22222222222215.7777777777778
26590577.22222222222212.7777777777778
27580577.2222222222222.77777777777777
28574577.222222222222-3.22222222222223
29573577.222222222222-4.22222222222223
30573577.222222222222-4.22222222222223
31620577.22222222222242.7777777777778
32626577.22222222222248.7777777777778
33620577.22222222222242.7777777777778
34588577.22222222222210.7777777777778
35566577.222222222222-11.2222222222222
36557577.222222222222-20.2222222222222
37561577.222222222222-16.2222222222222
38549577.222222222222-28.2222222222222
39532577.222222222222-45.2222222222222
40526577.222222222222-51.2222222222222
41511577.222222222222-66.2222222222222
42499577.222222222222-78.2222222222222
43555577.222222222222-22.2222222222222
44565577.222222222222-12.2222222222222
45542577.222222222222-35.2222222222222
46527508.62518.375
47510508.6251.37500000000000
48514508.6255.375
49517508.6258.375
50508508.625-0.625000000000003
51493508.625-15.625
52490508.625-18.625
53469508.625-39.625
54478508.625-30.625
55528508.62519.375
56534508.62525.375
57518508.6259.375
58506508.625-2.62500000000000
59502508.625-6.625
60516508.6257.375
61528508.62519.375


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.09751368892936780.1950273778587360.902486311070632
60.04444773756674880.08889547513349770.955552262433251
70.2390507264944060.4781014529888120.760949273505594
80.5308733503937480.9382532992125050.469126649606252
90.676426194167880.647147611664240.32357380583212
100.7295694249206550.5408611501586890.270430575079345
110.6728011189158480.6543977621683040.327198881084152
120.613480178834930.773039642330140.38651982116507
130.5368417557882420.9263164884235170.463158244211758
140.4543614169087140.9087228338174280.545638583091286
150.3666963901674250.733392780334850.633303609832575
160.2867558207781640.5735116415563280.713244179221836
170.2249515763600000.4499031527200010.77504842364
180.1692038295226630.3384076590453260.830796170477337
190.2489481356804140.4978962713608270.751051864319586
200.3956254740097850.791250948019570.604374525990215
210.5369976853993160.9260046292013680.463002314600684
220.5594585242981440.8810829514037120.440541475701856
230.5098082736228130.9803834527543740.490191726377187
240.4699212031193760.9398424062387520.530078796880624
250.4220594035471970.8441188070943940.577940596452803
260.3715740112804450.743148022560890.628425988719555
270.3129631271228030.6259262542456070.687036872877197
280.2597694146698980.5195388293397960.740230585330102
290.2122150847961540.4244301695923070.787784915203846
300.1702476456642910.3404952913285810.82975235433571
310.2846636839549900.5693273679099790.71533631604501
320.5551917264175640.8896165471648720.444808273582436
330.838615928189660.3227681436206810.161384071810340
340.8924948439168860.2150103121662290.107505156083114
350.896821592954210.2063568140915810.103178407045790
360.8960851862654520.2078296274690970.103914813734548
370.9028981456886930.1942037086226130.0971018543113066
380.9029601411248090.1940797177503820.0970398588751908
390.9111271124857010.1777457750285980.0888728875142988
400.9219156022817220.1561687954365550.0780843977182776
410.958518856155750.08296228768849830.0414811438442491
420.9951663003385230.009667399322954350.00483369966147718
430.9913850281870280.01722994362594350.00861497181297177
440.987751543685340.02449691262931820.0122484563146591
450.9803836117577360.03923277648452710.0196163882422635
460.974216783591770.05156643281645870.0257832164082294
470.955442687580510.08911462483898170.0445573124194909
480.9274460670439720.1451078659120550.0725539329560275
490.8905751049519990.2188497900960030.109424895048001
500.830117662144550.3397646757109010.169882337855450
510.7714070389389380.4571859221221240.228592961061062
520.7157533264663910.5684933470672180.284246673533609
530.8609736932637310.2780526134725370.139026306736269
540.965761424615160.0684771507696790.0342385753848395
550.9320284452724940.1359431094550130.0679715547275064
560.925000978718290.1499980425634210.0749990212817106


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level10.0192307692307692NOK
5% type I error level40.0769230769230769NOK
10% type I error level90.173076923076923NOK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Nov/18/t1258570119u1nvv0c1054c9ir/1034gl1258569941.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/18/t1258570119u1nvv0c1054c9ir/1034gl1258569941.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/18/t1258570119u1nvv0c1054c9ir/15k8a1258569941.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/18/t1258570119u1nvv0c1054c9ir/15k8a1258569941.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/18/t1258570119u1nvv0c1054c9ir/2zcx81258569941.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/18/t1258570119u1nvv0c1054c9ir/2zcx81258569941.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/18/t1258570119u1nvv0c1054c9ir/33tv01258569941.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/18/t1258570119u1nvv0c1054c9ir/33tv01258569941.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/18/t1258570119u1nvv0c1054c9ir/4rp6d1258569941.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/18/t1258570119u1nvv0c1054c9ir/4rp6d1258569941.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/18/t1258570119u1nvv0c1054c9ir/5pnxh1258569941.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/18/t1258570119u1nvv0c1054c9ir/5pnxh1258569941.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/18/t1258570119u1nvv0c1054c9ir/6uzro1258569941.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/18/t1258570119u1nvv0c1054c9ir/6uzro1258569941.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/18/t1258570119u1nvv0c1054c9ir/7ids81258569941.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/18/t1258570119u1nvv0c1054c9ir/7ids81258569941.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/18/t1258570119u1nvv0c1054c9ir/8bs551258569941.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/18/t1258570119u1nvv0c1054c9ir/8bs551258569941.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/18/t1258570119u1nvv0c1054c9ir/9hc9y1258569941.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/18/t1258570119u1nvv0c1054c9ir/9hc9y1258569941.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')
}
 





Copyright

Creative Commons License

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa


Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.


Privacy Policy

We may request personal information to be submitted to our servers in order to be able to:

  • personalize online software applications according to your needs
  • enforce strict security rules with respect to the data that you upload (e.g. statistical data)
  • manage user sessions of online applications
  • alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.


FreeStatistics.org is powered by