Free Statistics

of Irreproducible Research!

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 13:57:24 -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/t12585779078fsekstwvqotd1x.htm/, Retrieved Wed, 01 May 2024 20:38:49 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=57621, Retrieved Wed, 01 May 2024 20:38:49 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact216
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]
-    D    [Multiple Regression] [WS 7 4] [2009-11-14 13:58:56] [6e4e01d7eb22a9f33d58ebb35753a195]
-   PD      [Multiple Regression] [ws7 4] [2009-11-18 20:49:31] [6e4e01d7eb22a9f33d58ebb35753a195]
-    D          [Multiple Regression] [WS 75] [2009-11-18 20:57:24] [2e4ef2c1b76db9b31c0a03b96e94ad77] [Current]
-    D            [Multiple Regression] [Paper hypothese t...] [2010-12-19 12:54:13] [a9e130f95bad0a0597234e75c6380c5a]
-    D              [Multiple Regression] [Multiple Regression] [2010-12-22 14:47:15] [a9e130f95bad0a0597234e75c6380c5a]
-    D              [Multiple Regression] [] [2011-12-20 17:24:43] [06f5daa9a1979410bf169cb7a41fb3eb]
Feedback Forum

Post a new message
Dataseries X:
103.91	89.00	103.88	103.77
103.91	86.40	103.91	103.88
103.92	84.50	103.91	103.91
104.05	82.70	103.92	103.91
104.23	80.80	104.05	103.92
104.30	81.80	104.23	104.05
104.31	81.80	104.30	104.23
104.31	82.90	104.31	104.30
104.34	83.80	104.31	104.31
104.55	86.20	104.34	104.31
104.65	86.10	104.55	104.34
104.73	86.20	104.65	104.55
104.75	88.80	104.73	104.65
104.75	89.60	104.75	104.73
104.76	87.80	104.75	104.75
104.94	88.30	104.76	104.75
105.29	88.60	104.94	104.76
105.38	91.00	105.29	104.94
105.43	91.50	105.38	105.29
105.43	95.40	105.43	105.38
105.42	98.70	105.43	105.43
105.52	99.90	105.42	105.43
105.69	98.60	105.52	105.42
105.72	100.30	105.69	105.52
105.74	100.20	105.72	105.69
105.74	100.40	105.74	105.72
105.74	101.40	105.74	105.74
105.95	103.00	105.74	105.74
106.17	109.10	105.95	105.74
106.34	111.40	106.17	105.95
106.37	114.10	106.34	106.17
106.37	121.80	106.37	106.34
106.36	127.60	106.37	106.37
106.44	129.90	106.36	106.37
106.29	128.00	106.44	106.36
106.23	123.50	106.29	106.44
106.23	124.00	106.23	106.29
106.23	127.40	106.23	106.23
106.23	127.60	106.23	106.23
106.34	128.40	106.23	106.23
106.44	131.40	106.34	106.23
106.44	135.10	106.44	106.34
106.48	134.00	106.44	106.44
106.50	144.50	106.48	106.44
106.57	147.30	106.50	106.48
106.40	150.90	106.57	106.50
106.37	148.70	106.40	106.57
106.25	141.40	106.37	106.40
106.21	138.90	106.25	106.37
106.21	139.80	106.21	106.25
106.24	145.60	106.21	106.21
106.19	147.90	106.24	106.21
106.08	148.50	106.19	106.24
106.13	151.10	106.08	106.19
106.09	157.50	106.13	106.08




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
R Framework error message
The field 'Names of X columns' contains a hard return which cannot be interpreted.
Please, resubmit your request without hard returns in the 'Names of X columns'.

\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 & 3 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
R Framework error message & 
The field 'Names of X columns' contains a hard return which cannot be interpreted.
Please, resubmit your request without hard returns in the 'Names of X columns'.
\tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=57621&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[ROW][C]R Framework error message[/C][C]
The field 'Names of X columns' contains a hard return which cannot be interpreted.
Please, resubmit your request without hard returns in the 'Names of X columns'.
[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=57621&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=57621&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 time3 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135
R Framework error message
The field 'Names of X columns' contains a hard return which cannot be interpreted.
Please, resubmit your request without hard returns in the 'Names of X columns'.







Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 2.85133191081378 -0.00468183176077428X[t] + 1.26651149270306Y1[t] -0.289998539166879`Y2 `[t] + 0.00645926897734081t + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
Y[t] =  +  2.85133191081378 -0.00468183176077428X[t] +  1.26651149270306Y1[t] -0.289998539166879`Y2
`[t] +  0.00645926897734081t  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=57621&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]Y[t] =  +  2.85133191081378 -0.00468183176077428X[t] +  1.26651149270306Y1[t] -0.289998539166879`Y2
`[t] +  0.00645926897734081t  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=57621&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=57621&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] = + 2.85133191081378 -0.00468183176077428X[t] + 1.26651149270306Y1[t] -0.289998539166879`Y2 `[t] + 0.00645926897734081t + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)2.851331910813783.4671090.82240.4147570.207379
X-0.004681831760774280.001887-2.48050.0165290.008265
Y11.266511492703060.1282579.874800
`Y2 `-0.2899985391668790.133035-2.17990.0340030.017002
t0.006459268977340810.0035661.81150.076080.03804

\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) & 2.85133191081378 & 3.467109 & 0.8224 & 0.414757 & 0.207379 \tabularnewline
X & -0.00468183176077428 & 0.001887 & -2.4805 & 0.016529 & 0.008265 \tabularnewline
Y1 & 1.26651149270306 & 0.128257 & 9.8748 & 0 & 0 \tabularnewline
`Y2
` & -0.289998539166879 & 0.133035 & -2.1799 & 0.034003 & 0.017002 \tabularnewline
t & 0.00645926897734081 & 0.003566 & 1.8115 & 0.07608 & 0.03804 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=57621&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]2.85133191081378[/C][C]3.467109[/C][C]0.8224[/C][C]0.414757[/C][C]0.207379[/C][/ROW]
[ROW][C]X[/C][C]-0.00468183176077428[/C][C]0.001887[/C][C]-2.4805[/C][C]0.016529[/C][C]0.008265[/C][/ROW]
[ROW][C]Y1[/C][C]1.26651149270306[/C][C]0.128257[/C][C]9.8748[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]`Y2
`[/C][C]-0.289998539166879[/C][C]0.133035[/C][C]-2.1799[/C][C]0.034003[/C][C]0.017002[/C][/ROW]
[ROW][C]t[/C][C]0.00645926897734081[/C][C]0.003566[/C][C]1.8115[/C][C]0.07608[/C][C]0.03804[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=57621&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=57621&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)2.851331910813783.4671090.82240.4147570.207379
X-0.004681831760774280.001887-2.48050.0165290.008265
Y11.266511492703060.1282579.874800
`Y2 `-0.2899985391668790.133035-2.17990.0340030.017002
t0.006459268977340810.0035661.81150.076080.03804







Multiple Linear Regression - Regression Statistics
Multiple R0.995797803529525
R-squared0.991613265514226
Adjusted R-squared0.990942326755364
F-TEST (value)1477.94899671055
F-TEST (DF numerator)4
F-TEST (DF denominator)50
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.0808895041753397
Sum Squared Residuals0.327155594286615

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.995797803529525 \tabularnewline
R-squared & 0.991613265514226 \tabularnewline
Adjusted R-squared & 0.990942326755364 \tabularnewline
F-TEST (value) & 1477.94899671055 \tabularnewline
F-TEST (DF numerator) & 4 \tabularnewline
F-TEST (DF denominator) & 50 \tabularnewline
p-value & 0 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 0.0808895041753397 \tabularnewline
Sum Squared Residuals & 0.327155594286615 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=57621&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.995797803529525[/C][/ROW]
[ROW][C]R-squared[/C][C]0.991613265514226[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]0.990942326755364[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]1477.94899671055[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]4[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]50[/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]0.0808895041753397[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]0.327155594286615[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=57621&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=57621&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 R0.995797803529525
R-squared0.991613265514226
Adjusted R-squared0.990942326755364
F-TEST (value)1477.94899671055
F-TEST (DF numerator)4
F-TEST (DF denominator)50
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.0808895041753397
Sum Squared Residuals0.327155594286615







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
1103.91103.913173605729-0.00317360572922217
2103.91103.937901142757-0.0279011427570598
3103.92103.944555935905-0.0245559359048573
4104.05103.9721076169790.0778923830213673
5104.23104.1492088749610.0807911250388404
6104.3104.341258570773-0.0412585707725991
7104.31104.384173907189-0.0741739071891
8104.31104.377848378415-0.0678483784149466
9104.34104.377194013416-0.0371940134159191
10104.55104.4104122309480.139587769051499
11104.65104.674607140395-0.0246071403945386
12104.73104.746349682241-0.0163496822410774
13104.75104.81295725414-0.0629572541399611
14104.75104.817801404429-0.0678014044293888
15104.76104.826887999793-0.0668879997927819
16104.94104.8436714678170.09632853218322
17105.29105.0737982705610.216201729439249
18105.38105.460100428708-0.0801004287082893
19105.43105.47670532744-0.0467053274400829
20105.43105.502131158661-0.0721311586605553
21105.42105.478640455869-0.058640455868999
22105.52105.4668164118060.0531835881936207
23105.69105.6089131967350.0810868032653062
24105.72105.793720451562-0.073720451561553
25105.74105.789343496838-0.0493434968376984
26105.74105.811496673142-0.0714966731419339
27105.74105.807474139575-0.0674741395751641
28105.95105.8064424777350.143557522264742
29106.17106.0503099864400.119690013560471
30106.34106.2637338775370.0762661224632882
31106.37106.409059475903-0.03905947590277
32106.37106.3681642334450.00183576655512804
33106.36106.3387689220350.0212310779652797
34106.44106.3217948630350.118205136964755
35106.29106.441370517166-0.151370517165961
36106.23106.255721422028-0.0257214220279908
37106.23106.2273488664380.00265113356221255
38106.23106.235289819779-0.00528981977850895
39106.23106.240812722404-0.0108127224036950
40106.34106.2435265259720.096473474027583
41106.44106.3752565638650.0647434361352238
42106.44106.459144365289-0.0191443652891944
43106.48106.4417537952870.0382462047133056
44106.5106.4497142904840.0502857095159608
45106.57106.4567947188190.113205281181402
46106.4106.529255227163-0.129255227163008
47106.37106.3104076745130.0595923254871302
48106.25106.362348722221-0.11234872222114
49106.21106.237231147651-0.0272311476510567
50106.21106.223616133036-0.013616133035597
51106.24106.2145207193670.0254792806328769
52106.19106.248207120076-0.0582071200757735
53106.08106.179831759186-0.0998317591864931
54106.13106.0493019283470.080698071653169
55106.09106.121022887999-0.0310228879987143

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 103.91 & 103.913173605729 & -0.00317360572922217 \tabularnewline
2 & 103.91 & 103.937901142757 & -0.0279011427570598 \tabularnewline
3 & 103.92 & 103.944555935905 & -0.0245559359048573 \tabularnewline
4 & 104.05 & 103.972107616979 & 0.0778923830213673 \tabularnewline
5 & 104.23 & 104.149208874961 & 0.0807911250388404 \tabularnewline
6 & 104.3 & 104.341258570773 & -0.0412585707725991 \tabularnewline
7 & 104.31 & 104.384173907189 & -0.0741739071891 \tabularnewline
8 & 104.31 & 104.377848378415 & -0.0678483784149466 \tabularnewline
9 & 104.34 & 104.377194013416 & -0.0371940134159191 \tabularnewline
10 & 104.55 & 104.410412230948 & 0.139587769051499 \tabularnewline
11 & 104.65 & 104.674607140395 & -0.0246071403945386 \tabularnewline
12 & 104.73 & 104.746349682241 & -0.0163496822410774 \tabularnewline
13 & 104.75 & 104.81295725414 & -0.0629572541399611 \tabularnewline
14 & 104.75 & 104.817801404429 & -0.0678014044293888 \tabularnewline
15 & 104.76 & 104.826887999793 & -0.0668879997927819 \tabularnewline
16 & 104.94 & 104.843671467817 & 0.09632853218322 \tabularnewline
17 & 105.29 & 105.073798270561 & 0.216201729439249 \tabularnewline
18 & 105.38 & 105.460100428708 & -0.0801004287082893 \tabularnewline
19 & 105.43 & 105.47670532744 & -0.0467053274400829 \tabularnewline
20 & 105.43 & 105.502131158661 & -0.0721311586605553 \tabularnewline
21 & 105.42 & 105.478640455869 & -0.058640455868999 \tabularnewline
22 & 105.52 & 105.466816411806 & 0.0531835881936207 \tabularnewline
23 & 105.69 & 105.608913196735 & 0.0810868032653062 \tabularnewline
24 & 105.72 & 105.793720451562 & -0.073720451561553 \tabularnewline
25 & 105.74 & 105.789343496838 & -0.0493434968376984 \tabularnewline
26 & 105.74 & 105.811496673142 & -0.0714966731419339 \tabularnewline
27 & 105.74 & 105.807474139575 & -0.0674741395751641 \tabularnewline
28 & 105.95 & 105.806442477735 & 0.143557522264742 \tabularnewline
29 & 106.17 & 106.050309986440 & 0.119690013560471 \tabularnewline
30 & 106.34 & 106.263733877537 & 0.0762661224632882 \tabularnewline
31 & 106.37 & 106.409059475903 & -0.03905947590277 \tabularnewline
32 & 106.37 & 106.368164233445 & 0.00183576655512804 \tabularnewline
33 & 106.36 & 106.338768922035 & 0.0212310779652797 \tabularnewline
34 & 106.44 & 106.321794863035 & 0.118205136964755 \tabularnewline
35 & 106.29 & 106.441370517166 & -0.151370517165961 \tabularnewline
36 & 106.23 & 106.255721422028 & -0.0257214220279908 \tabularnewline
37 & 106.23 & 106.227348866438 & 0.00265113356221255 \tabularnewline
38 & 106.23 & 106.235289819779 & -0.00528981977850895 \tabularnewline
39 & 106.23 & 106.240812722404 & -0.0108127224036950 \tabularnewline
40 & 106.34 & 106.243526525972 & 0.096473474027583 \tabularnewline
41 & 106.44 & 106.375256563865 & 0.0647434361352238 \tabularnewline
42 & 106.44 & 106.459144365289 & -0.0191443652891944 \tabularnewline
43 & 106.48 & 106.441753795287 & 0.0382462047133056 \tabularnewline
44 & 106.5 & 106.449714290484 & 0.0502857095159608 \tabularnewline
45 & 106.57 & 106.456794718819 & 0.113205281181402 \tabularnewline
46 & 106.4 & 106.529255227163 & -0.129255227163008 \tabularnewline
47 & 106.37 & 106.310407674513 & 0.0595923254871302 \tabularnewline
48 & 106.25 & 106.362348722221 & -0.11234872222114 \tabularnewline
49 & 106.21 & 106.237231147651 & -0.0272311476510567 \tabularnewline
50 & 106.21 & 106.223616133036 & -0.013616133035597 \tabularnewline
51 & 106.24 & 106.214520719367 & 0.0254792806328769 \tabularnewline
52 & 106.19 & 106.248207120076 & -0.0582071200757735 \tabularnewline
53 & 106.08 & 106.179831759186 & -0.0998317591864931 \tabularnewline
54 & 106.13 & 106.049301928347 & 0.080698071653169 \tabularnewline
55 & 106.09 & 106.121022887999 & -0.0310228879987143 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=57621&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]103.91[/C][C]103.913173605729[/C][C]-0.00317360572922217[/C][/ROW]
[ROW][C]2[/C][C]103.91[/C][C]103.937901142757[/C][C]-0.0279011427570598[/C][/ROW]
[ROW][C]3[/C][C]103.92[/C][C]103.944555935905[/C][C]-0.0245559359048573[/C][/ROW]
[ROW][C]4[/C][C]104.05[/C][C]103.972107616979[/C][C]0.0778923830213673[/C][/ROW]
[ROW][C]5[/C][C]104.23[/C][C]104.149208874961[/C][C]0.0807911250388404[/C][/ROW]
[ROW][C]6[/C][C]104.3[/C][C]104.341258570773[/C][C]-0.0412585707725991[/C][/ROW]
[ROW][C]7[/C][C]104.31[/C][C]104.384173907189[/C][C]-0.0741739071891[/C][/ROW]
[ROW][C]8[/C][C]104.31[/C][C]104.377848378415[/C][C]-0.0678483784149466[/C][/ROW]
[ROW][C]9[/C][C]104.34[/C][C]104.377194013416[/C][C]-0.0371940134159191[/C][/ROW]
[ROW][C]10[/C][C]104.55[/C][C]104.410412230948[/C][C]0.139587769051499[/C][/ROW]
[ROW][C]11[/C][C]104.65[/C][C]104.674607140395[/C][C]-0.0246071403945386[/C][/ROW]
[ROW][C]12[/C][C]104.73[/C][C]104.746349682241[/C][C]-0.0163496822410774[/C][/ROW]
[ROW][C]13[/C][C]104.75[/C][C]104.81295725414[/C][C]-0.0629572541399611[/C][/ROW]
[ROW][C]14[/C][C]104.75[/C][C]104.817801404429[/C][C]-0.0678014044293888[/C][/ROW]
[ROW][C]15[/C][C]104.76[/C][C]104.826887999793[/C][C]-0.0668879997927819[/C][/ROW]
[ROW][C]16[/C][C]104.94[/C][C]104.843671467817[/C][C]0.09632853218322[/C][/ROW]
[ROW][C]17[/C][C]105.29[/C][C]105.073798270561[/C][C]0.216201729439249[/C][/ROW]
[ROW][C]18[/C][C]105.38[/C][C]105.460100428708[/C][C]-0.0801004287082893[/C][/ROW]
[ROW][C]19[/C][C]105.43[/C][C]105.47670532744[/C][C]-0.0467053274400829[/C][/ROW]
[ROW][C]20[/C][C]105.43[/C][C]105.502131158661[/C][C]-0.0721311586605553[/C][/ROW]
[ROW][C]21[/C][C]105.42[/C][C]105.478640455869[/C][C]-0.058640455868999[/C][/ROW]
[ROW][C]22[/C][C]105.52[/C][C]105.466816411806[/C][C]0.0531835881936207[/C][/ROW]
[ROW][C]23[/C][C]105.69[/C][C]105.608913196735[/C][C]0.0810868032653062[/C][/ROW]
[ROW][C]24[/C][C]105.72[/C][C]105.793720451562[/C][C]-0.073720451561553[/C][/ROW]
[ROW][C]25[/C][C]105.74[/C][C]105.789343496838[/C][C]-0.0493434968376984[/C][/ROW]
[ROW][C]26[/C][C]105.74[/C][C]105.811496673142[/C][C]-0.0714966731419339[/C][/ROW]
[ROW][C]27[/C][C]105.74[/C][C]105.807474139575[/C][C]-0.0674741395751641[/C][/ROW]
[ROW][C]28[/C][C]105.95[/C][C]105.806442477735[/C][C]0.143557522264742[/C][/ROW]
[ROW][C]29[/C][C]106.17[/C][C]106.050309986440[/C][C]0.119690013560471[/C][/ROW]
[ROW][C]30[/C][C]106.34[/C][C]106.263733877537[/C][C]0.0762661224632882[/C][/ROW]
[ROW][C]31[/C][C]106.37[/C][C]106.409059475903[/C][C]-0.03905947590277[/C][/ROW]
[ROW][C]32[/C][C]106.37[/C][C]106.368164233445[/C][C]0.00183576655512804[/C][/ROW]
[ROW][C]33[/C][C]106.36[/C][C]106.338768922035[/C][C]0.0212310779652797[/C][/ROW]
[ROW][C]34[/C][C]106.44[/C][C]106.321794863035[/C][C]0.118205136964755[/C][/ROW]
[ROW][C]35[/C][C]106.29[/C][C]106.441370517166[/C][C]-0.151370517165961[/C][/ROW]
[ROW][C]36[/C][C]106.23[/C][C]106.255721422028[/C][C]-0.0257214220279908[/C][/ROW]
[ROW][C]37[/C][C]106.23[/C][C]106.227348866438[/C][C]0.00265113356221255[/C][/ROW]
[ROW][C]38[/C][C]106.23[/C][C]106.235289819779[/C][C]-0.00528981977850895[/C][/ROW]
[ROW][C]39[/C][C]106.23[/C][C]106.240812722404[/C][C]-0.0108127224036950[/C][/ROW]
[ROW][C]40[/C][C]106.34[/C][C]106.243526525972[/C][C]0.096473474027583[/C][/ROW]
[ROW][C]41[/C][C]106.44[/C][C]106.375256563865[/C][C]0.0647434361352238[/C][/ROW]
[ROW][C]42[/C][C]106.44[/C][C]106.459144365289[/C][C]-0.0191443652891944[/C][/ROW]
[ROW][C]43[/C][C]106.48[/C][C]106.441753795287[/C][C]0.0382462047133056[/C][/ROW]
[ROW][C]44[/C][C]106.5[/C][C]106.449714290484[/C][C]0.0502857095159608[/C][/ROW]
[ROW][C]45[/C][C]106.57[/C][C]106.456794718819[/C][C]0.113205281181402[/C][/ROW]
[ROW][C]46[/C][C]106.4[/C][C]106.529255227163[/C][C]-0.129255227163008[/C][/ROW]
[ROW][C]47[/C][C]106.37[/C][C]106.310407674513[/C][C]0.0595923254871302[/C][/ROW]
[ROW][C]48[/C][C]106.25[/C][C]106.362348722221[/C][C]-0.11234872222114[/C][/ROW]
[ROW][C]49[/C][C]106.21[/C][C]106.237231147651[/C][C]-0.0272311476510567[/C][/ROW]
[ROW][C]50[/C][C]106.21[/C][C]106.223616133036[/C][C]-0.013616133035597[/C][/ROW]
[ROW][C]51[/C][C]106.24[/C][C]106.214520719367[/C][C]0.0254792806328769[/C][/ROW]
[ROW][C]52[/C][C]106.19[/C][C]106.248207120076[/C][C]-0.0582071200757735[/C][/ROW]
[ROW][C]53[/C][C]106.08[/C][C]106.179831759186[/C][C]-0.0998317591864931[/C][/ROW]
[ROW][C]54[/C][C]106.13[/C][C]106.049301928347[/C][C]0.080698071653169[/C][/ROW]
[ROW][C]55[/C][C]106.09[/C][C]106.121022887999[/C][C]-0.0310228879987143[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=57621&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=57621&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
1103.91103.913173605729-0.00317360572922217
2103.91103.937901142757-0.0279011427570598
3103.92103.944555935905-0.0245559359048573
4104.05103.9721076169790.0778923830213673
5104.23104.1492088749610.0807911250388404
6104.3104.341258570773-0.0412585707725991
7104.31104.384173907189-0.0741739071891
8104.31104.377848378415-0.0678483784149466
9104.34104.377194013416-0.0371940134159191
10104.55104.4104122309480.139587769051499
11104.65104.674607140395-0.0246071403945386
12104.73104.746349682241-0.0163496822410774
13104.75104.81295725414-0.0629572541399611
14104.75104.817801404429-0.0678014044293888
15104.76104.826887999793-0.0668879997927819
16104.94104.8436714678170.09632853218322
17105.29105.0737982705610.216201729439249
18105.38105.460100428708-0.0801004287082893
19105.43105.47670532744-0.0467053274400829
20105.43105.502131158661-0.0721311586605553
21105.42105.478640455869-0.058640455868999
22105.52105.4668164118060.0531835881936207
23105.69105.6089131967350.0810868032653062
24105.72105.793720451562-0.073720451561553
25105.74105.789343496838-0.0493434968376984
26105.74105.811496673142-0.0714966731419339
27105.74105.807474139575-0.0674741395751641
28105.95105.8064424777350.143557522264742
29106.17106.0503099864400.119690013560471
30106.34106.2637338775370.0762661224632882
31106.37106.409059475903-0.03905947590277
32106.37106.3681642334450.00183576655512804
33106.36106.3387689220350.0212310779652797
34106.44106.3217948630350.118205136964755
35106.29106.441370517166-0.151370517165961
36106.23106.255721422028-0.0257214220279908
37106.23106.2273488664380.00265113356221255
38106.23106.235289819779-0.00528981977850895
39106.23106.240812722404-0.0108127224036950
40106.34106.2435265259720.096473474027583
41106.44106.3752565638650.0647434361352238
42106.44106.459144365289-0.0191443652891944
43106.48106.4417537952870.0382462047133056
44106.5106.4497142904840.0502857095159608
45106.57106.4567947188190.113205281181402
46106.4106.529255227163-0.129255227163008
47106.37106.3104076745130.0595923254871302
48106.25106.362348722221-0.11234872222114
49106.21106.237231147651-0.0272311476510567
50106.21106.223616133036-0.013616133035597
51106.24106.2145207193670.0254792806328769
52106.19106.248207120076-0.0582071200757735
53106.08106.179831759186-0.0998317591864931
54106.13106.0493019283470.080698071653169
55106.09106.121022887999-0.0310228879987143







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
80.04650519229718930.09301038459437870.95349480770281
90.01575270279181810.03150540558363630.984247297208182
100.03179691308938070.06359382617876140.96820308691062
110.03890380828903160.07780761657806320.961096191710968
120.03491817469221350.0698363493844270.965081825307786
130.01636470542138920.03272941084277840.98363529457861
140.009041332444385480.01808266488877100.990958667555615
150.01029999550866910.02059999101733820.98970000449133
160.006820844383612710.01364168876722540.993179155616387
170.09884422772148730.1976884554429750.901155772278513
180.06506454507448630.1301290901489730.934935454925514
190.2828588533918180.5657177067836370.717141146608182
200.2484029357464900.4968058714929810.75159706425351
210.2105771720439880.4211543440879770.789422827956011
220.1604190365069810.3208380730139620.839580963493019
230.1271777518557630.2543555037115270.872822248144237
240.1504123308527870.3008246617055740.849587669147213
250.1282394904207130.2564789808414250.871760509579287
260.1692091182015040.3384182364030090.830790881798496
270.3524930720341380.7049861440682760.647506927965862
280.3057215885753870.6114431771507740.694278411424613
290.2419536698357490.4839073396714980.758046330164251
300.2138608051141850.4277216102283690.786139194885815
310.1587811755132220.3175623510264450.841218824486778
320.1131151629792960.2262303259585930.886884837020704
330.08540949353256070.1708189870651210.91459050646744
340.07307687324638890.1461537464927780.926923126753611
350.5366877538522540.9266244922954920.463312246147746
360.5733301327408620.8533397345182750.426669867259138
370.6022387442603420.7955225114793170.397761255739658
380.6785372193268280.6429255613463440.321462780673172
390.8591397323603460.2817205352793080.140860267639654
400.8933334209971790.2133331580056430.106666579002821
410.8806331238714010.2387337522571980.119366876128599
420.9626199558091620.07476008838167560.0373800441908378
430.9358819219724260.1282361560551470.0641180780275735
440.9780366199351950.04392676012961000.0219633800648050
450.9816754286646670.03664914267066650.0183245713353332
460.9592950319507710.08140993609845750.0407049680492287
470.9060909279131220.1878181441737560.093909072086878

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
8 & 0.0465051922971893 & 0.0930103845943787 & 0.95349480770281 \tabularnewline
9 & 0.0157527027918181 & 0.0315054055836363 & 0.984247297208182 \tabularnewline
10 & 0.0317969130893807 & 0.0635938261787614 & 0.96820308691062 \tabularnewline
11 & 0.0389038082890316 & 0.0778076165780632 & 0.961096191710968 \tabularnewline
12 & 0.0349181746922135 & 0.069836349384427 & 0.965081825307786 \tabularnewline
13 & 0.0163647054213892 & 0.0327294108427784 & 0.98363529457861 \tabularnewline
14 & 0.00904133244438548 & 0.0180826648887710 & 0.990958667555615 \tabularnewline
15 & 0.0102999955086691 & 0.0205999910173382 & 0.98970000449133 \tabularnewline
16 & 0.00682084438361271 & 0.0136416887672254 & 0.993179155616387 \tabularnewline
17 & 0.0988442277214873 & 0.197688455442975 & 0.901155772278513 \tabularnewline
18 & 0.0650645450744863 & 0.130129090148973 & 0.934935454925514 \tabularnewline
19 & 0.282858853391818 & 0.565717706783637 & 0.717141146608182 \tabularnewline
20 & 0.248402935746490 & 0.496805871492981 & 0.75159706425351 \tabularnewline
21 & 0.210577172043988 & 0.421154344087977 & 0.789422827956011 \tabularnewline
22 & 0.160419036506981 & 0.320838073013962 & 0.839580963493019 \tabularnewline
23 & 0.127177751855763 & 0.254355503711527 & 0.872822248144237 \tabularnewline
24 & 0.150412330852787 & 0.300824661705574 & 0.849587669147213 \tabularnewline
25 & 0.128239490420713 & 0.256478980841425 & 0.871760509579287 \tabularnewline
26 & 0.169209118201504 & 0.338418236403009 & 0.830790881798496 \tabularnewline
27 & 0.352493072034138 & 0.704986144068276 & 0.647506927965862 \tabularnewline
28 & 0.305721588575387 & 0.611443177150774 & 0.694278411424613 \tabularnewline
29 & 0.241953669835749 & 0.483907339671498 & 0.758046330164251 \tabularnewline
30 & 0.213860805114185 & 0.427721610228369 & 0.786139194885815 \tabularnewline
31 & 0.158781175513222 & 0.317562351026445 & 0.841218824486778 \tabularnewline
32 & 0.113115162979296 & 0.226230325958593 & 0.886884837020704 \tabularnewline
33 & 0.0854094935325607 & 0.170818987065121 & 0.91459050646744 \tabularnewline
34 & 0.0730768732463889 & 0.146153746492778 & 0.926923126753611 \tabularnewline
35 & 0.536687753852254 & 0.926624492295492 & 0.463312246147746 \tabularnewline
36 & 0.573330132740862 & 0.853339734518275 & 0.426669867259138 \tabularnewline
37 & 0.602238744260342 & 0.795522511479317 & 0.397761255739658 \tabularnewline
38 & 0.678537219326828 & 0.642925561346344 & 0.321462780673172 \tabularnewline
39 & 0.859139732360346 & 0.281720535279308 & 0.140860267639654 \tabularnewline
40 & 0.893333420997179 & 0.213333158005643 & 0.106666579002821 \tabularnewline
41 & 0.880633123871401 & 0.238733752257198 & 0.119366876128599 \tabularnewline
42 & 0.962619955809162 & 0.0747600883816756 & 0.0373800441908378 \tabularnewline
43 & 0.935881921972426 & 0.128236156055147 & 0.0641180780275735 \tabularnewline
44 & 0.978036619935195 & 0.0439267601296100 & 0.0219633800648050 \tabularnewline
45 & 0.981675428664667 & 0.0366491426706665 & 0.0183245713353332 \tabularnewline
46 & 0.959295031950771 & 0.0814099360984575 & 0.0407049680492287 \tabularnewline
47 & 0.906090927913122 & 0.187818144173756 & 0.093909072086878 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=57621&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]0.0465051922971893[/C][C]0.0930103845943787[/C][C]0.95349480770281[/C][/ROW]
[ROW][C]9[/C][C]0.0157527027918181[/C][C]0.0315054055836363[/C][C]0.984247297208182[/C][/ROW]
[ROW][C]10[/C][C]0.0317969130893807[/C][C]0.0635938261787614[/C][C]0.96820308691062[/C][/ROW]
[ROW][C]11[/C][C]0.0389038082890316[/C][C]0.0778076165780632[/C][C]0.961096191710968[/C][/ROW]
[ROW][C]12[/C][C]0.0349181746922135[/C][C]0.069836349384427[/C][C]0.965081825307786[/C][/ROW]
[ROW][C]13[/C][C]0.0163647054213892[/C][C]0.0327294108427784[/C][C]0.98363529457861[/C][/ROW]
[ROW][C]14[/C][C]0.00904133244438548[/C][C]0.0180826648887710[/C][C]0.990958667555615[/C][/ROW]
[ROW][C]15[/C][C]0.0102999955086691[/C][C]0.0205999910173382[/C][C]0.98970000449133[/C][/ROW]
[ROW][C]16[/C][C]0.00682084438361271[/C][C]0.0136416887672254[/C][C]0.993179155616387[/C][/ROW]
[ROW][C]17[/C][C]0.0988442277214873[/C][C]0.197688455442975[/C][C]0.901155772278513[/C][/ROW]
[ROW][C]18[/C][C]0.0650645450744863[/C][C]0.130129090148973[/C][C]0.934935454925514[/C][/ROW]
[ROW][C]19[/C][C]0.282858853391818[/C][C]0.565717706783637[/C][C]0.717141146608182[/C][/ROW]
[ROW][C]20[/C][C]0.248402935746490[/C][C]0.496805871492981[/C][C]0.75159706425351[/C][/ROW]
[ROW][C]21[/C][C]0.210577172043988[/C][C]0.421154344087977[/C][C]0.789422827956011[/C][/ROW]
[ROW][C]22[/C][C]0.160419036506981[/C][C]0.320838073013962[/C][C]0.839580963493019[/C][/ROW]
[ROW][C]23[/C][C]0.127177751855763[/C][C]0.254355503711527[/C][C]0.872822248144237[/C][/ROW]
[ROW][C]24[/C][C]0.150412330852787[/C][C]0.300824661705574[/C][C]0.849587669147213[/C][/ROW]
[ROW][C]25[/C][C]0.128239490420713[/C][C]0.256478980841425[/C][C]0.871760509579287[/C][/ROW]
[ROW][C]26[/C][C]0.169209118201504[/C][C]0.338418236403009[/C][C]0.830790881798496[/C][/ROW]
[ROW][C]27[/C][C]0.352493072034138[/C][C]0.704986144068276[/C][C]0.647506927965862[/C][/ROW]
[ROW][C]28[/C][C]0.305721588575387[/C][C]0.611443177150774[/C][C]0.694278411424613[/C][/ROW]
[ROW][C]29[/C][C]0.241953669835749[/C][C]0.483907339671498[/C][C]0.758046330164251[/C][/ROW]
[ROW][C]30[/C][C]0.213860805114185[/C][C]0.427721610228369[/C][C]0.786139194885815[/C][/ROW]
[ROW][C]31[/C][C]0.158781175513222[/C][C]0.317562351026445[/C][C]0.841218824486778[/C][/ROW]
[ROW][C]32[/C][C]0.113115162979296[/C][C]0.226230325958593[/C][C]0.886884837020704[/C][/ROW]
[ROW][C]33[/C][C]0.0854094935325607[/C][C]0.170818987065121[/C][C]0.91459050646744[/C][/ROW]
[ROW][C]34[/C][C]0.0730768732463889[/C][C]0.146153746492778[/C][C]0.926923126753611[/C][/ROW]
[ROW][C]35[/C][C]0.536687753852254[/C][C]0.926624492295492[/C][C]0.463312246147746[/C][/ROW]
[ROW][C]36[/C][C]0.573330132740862[/C][C]0.853339734518275[/C][C]0.426669867259138[/C][/ROW]
[ROW][C]37[/C][C]0.602238744260342[/C][C]0.795522511479317[/C][C]0.397761255739658[/C][/ROW]
[ROW][C]38[/C][C]0.678537219326828[/C][C]0.642925561346344[/C][C]0.321462780673172[/C][/ROW]
[ROW][C]39[/C][C]0.859139732360346[/C][C]0.281720535279308[/C][C]0.140860267639654[/C][/ROW]
[ROW][C]40[/C][C]0.893333420997179[/C][C]0.213333158005643[/C][C]0.106666579002821[/C][/ROW]
[ROW][C]41[/C][C]0.880633123871401[/C][C]0.238733752257198[/C][C]0.119366876128599[/C][/ROW]
[ROW][C]42[/C][C]0.962619955809162[/C][C]0.0747600883816756[/C][C]0.0373800441908378[/C][/ROW]
[ROW][C]43[/C][C]0.935881921972426[/C][C]0.128236156055147[/C][C]0.0641180780275735[/C][/ROW]
[ROW][C]44[/C][C]0.978036619935195[/C][C]0.0439267601296100[/C][C]0.0219633800648050[/C][/ROW]
[ROW][C]45[/C][C]0.981675428664667[/C][C]0.0366491426706665[/C][C]0.0183245713353332[/C][/ROW]
[ROW][C]46[/C][C]0.959295031950771[/C][C]0.0814099360984575[/C][C]0.0407049680492287[/C][/ROW]
[ROW][C]47[/C][C]0.906090927913122[/C][C]0.187818144173756[/C][C]0.093909072086878[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=57621&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=57621&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
80.04650519229718930.09301038459437870.95349480770281
90.01575270279181810.03150540558363630.984247297208182
100.03179691308938070.06359382617876140.96820308691062
110.03890380828903160.07780761657806320.961096191710968
120.03491817469221350.0698363493844270.965081825307786
130.01636470542138920.03272941084277840.98363529457861
140.009041332444385480.01808266488877100.990958667555615
150.01029999550866910.02059999101733820.98970000449133
160.006820844383612710.01364168876722540.993179155616387
170.09884422772148730.1976884554429750.901155772278513
180.06506454507448630.1301290901489730.934935454925514
190.2828588533918180.5657177067836370.717141146608182
200.2484029357464900.4968058714929810.75159706425351
210.2105771720439880.4211543440879770.789422827956011
220.1604190365069810.3208380730139620.839580963493019
230.1271777518557630.2543555037115270.872822248144237
240.1504123308527870.3008246617055740.849587669147213
250.1282394904207130.2564789808414250.871760509579287
260.1692091182015040.3384182364030090.830790881798496
270.3524930720341380.7049861440682760.647506927965862
280.3057215885753870.6114431771507740.694278411424613
290.2419536698357490.4839073396714980.758046330164251
300.2138608051141850.4277216102283690.786139194885815
310.1587811755132220.3175623510264450.841218824486778
320.1131151629792960.2262303259585930.886884837020704
330.08540949353256070.1708189870651210.91459050646744
340.07307687324638890.1461537464927780.926923126753611
350.5366877538522540.9266244922954920.463312246147746
360.5733301327408620.8533397345182750.426669867259138
370.6022387442603420.7955225114793170.397761255739658
380.6785372193268280.6429255613463440.321462780673172
390.8591397323603460.2817205352793080.140860267639654
400.8933334209971790.2133331580056430.106666579002821
410.8806331238714010.2387337522571980.119366876128599
420.9626199558091620.07476008838167560.0373800441908378
430.9358819219724260.1282361560551470.0641180780275735
440.9780366199351950.04392676012961000.0219633800648050
450.9816754286646670.03664914267066650.0183245713353332
460.9592950319507710.08140993609845750.0407049680492287
470.9060909279131220.1878181441737560.093909072086878







Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level70.175NOK
10% type I error level130.325NOK

\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 & 7 & 0.175 & NOK \tabularnewline
10% type I error level & 13 & 0.325 & NOK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=57621&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]7[/C][C]0.175[/C][C]NOK[/C][/ROW]
[ROW][C]10% type I error level[/C][C]13[/C][C]0.325[/C][C]NOK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=57621&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=57621&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 level70.175NOK
10% type I error level130.325NOK



Parameters (Session):
par1 = 1 ; 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')
}