Home » date » 2009 » Nov » 19 »

Multiple regression

*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: Thu, 19 Nov 2009 12:50:16 -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/19/t1258660276kmouwf09ytwx8er.htm/, Retrieved Thu, 19 Nov 2009 20:51:28 +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/19/t1258660276kmouwf09ytwx8er.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 «
19 595 19 18 19 22 591 19 19 18 23 589 22 19 19 20 584 23 22 19 14 573 20 23 22 14 567 14 20 23 14 569 14 14 20 15 621 14 14 14 11 629 15 14 14 17 628 11 15 14 16 612 17 11 15 20 595 16 17 11 24 597 20 16 17 23 593 24 20 16 20 590 23 24 20 21 580 20 23 24 19 574 21 20 23 23 573 19 21 20 23 573 23 19 21 23 620 23 23 19 23 626 23 23 23 27 620 23 23 23 26 588 27 23 23 17 566 26 27 23 24 557 17 26 27 26 561 24 17 26 24 549 26 24 17 27 532 24 26 24 27 526 27 24 26 26 511 27 27 24 24 499 26 27 27 23 555 24 26 27 23 565 23 24 26 24 542 23 23 24 17 527 24 23 23 21 510 17 24 23 19 514 21 17 24 22 517 19 21 17 22 508 22 19 21 18 493 22 22 19 16 490 18 22 22 14 469 16 18 22 12 478 14 16 18 14 528 12 14 16 16 534 14 12 14 8 518 16 14 12 3 506 8 16 14 0 502 3 8 16 5 516 0 3 8 1 528 5 0 3 1 533 1 5 0 3 536 1 1 5 6 537 3 1 1 7 524 6 3 1 8 536 7 6 3 14 587 8 7 6 14 597 14 8 7 13 581 14 14 8
 
Output produced by software:

Enter (or paste) a matrix (table) containing all data (time) series. Every column represents a different variable and must be delimited by a space or Tab. Every row represents a period in time (or category) and must be delimited by hard returns. The easiest way to enter data is to copy and paste a block of spreadsheet cells. Please, do not use commas or spaces to seperate groups of digits!


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time6 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Multiple Linear Regression - Estimated Regression Equation
y[t] = -40.2944805912345 + 0.0638539628062868x[t] + 0.682999055030689y1[t] + 0.122458369917985y2[t] + 0.218214695228774y3[t] + 3.70568054851267M1[t] + 2.87391682631078M2[t] + 1.61334266086646M3[t] + 1.73017385141576M4[t] + 0.646074597671226M5[t] + 2.809494330732M6[t] + 1.90389388989760M7[t] + 0.793880895008001M8[t] -1.33056690921134M9[t] -0.0375894807118368M10[t] -2.25856294729839M11[t] + 0.107006757579222t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)-40.294480591234515.29372-2.63470.011830.005915
x0.06385396280628680.0231472.75860.0086340.004317
y10.6829990550306890.1499174.55584.6e-052.3e-05
y20.1224583699179850.1851720.66130.5121050.256052
y30.2182146952287740.1599791.3640.1800030.090002
M13.705680548512672.2196161.66950.1026350.051317
M22.873916826310782.3107061.24370.220660.11033
M31.613342660866462.2457810.71840.4765920.238296
M41.730173851415762.1657720.79890.4289680.214484
M50.6460745976712262.1898380.2950.7694570.384729
M62.8094943307322.1867991.28480.206090.103045
M71.903893889897602.2363670.85130.3995290.199765
M80.7938808950080012.3030070.34470.7320710.366035
M9-1.330566909211342.444624-0.54430.5891950.294597
M10-0.03758948071183682.300216-0.01630.9870410.493521
M11-2.258562947298392.326337-0.97090.3373080.168654
t0.1070067575792220.0577181.8540.0709480.035474


Multiple Linear Regression - Regression Statistics
Multiple R0.931011076253719
R-squared0.866781624107108
Adjusted R-squared0.814793965222077
F-TEST (value)16.6728343360097
F-TEST (DF numerator)16
F-TEST (DF denominator)41
p-value4.49307258065801e-13
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.16773018165331
Sum Squared Residuals411.415094654049


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
11920.8386264980515-1.83862649805149
22219.7626973568932.23730264310701
32320.74863388373622.25136611626385
42021.7035761826179-1.70357618261788
51418.7521953860957-4.75219538609566
61416.3923433551886-2.39234335518862
71414.3320632923518-0.332063292351784
81515.3401749495957-0.340174949595674
91114.5165646604365-3.51656466043655
101713.24315703350423.75684296649580
111613.93390246533722.06609753466275
122014.39284718607015.60715281392989
132422.2520684393521.74793156064801
142324.2755106280701-1.27551062807010
152023.6100745373425-3.61007453734249
162121.8967761033132-0.896776103313184
171920.6339690803581-1.63396908035812
182320.94235778236212.05764221763789
192322.84905827462250.150941725377507
202324.900592378422-1.90059237842198
212324.1391338895347-1.13913388953469
222725.15599429877571.84400570122431
232623.73069700008992.26930299991007
241724.4983139478705-7.49831394787049
252422.33972450442671.66027549557329
262625.33103675175340.668963248246625
272423.67049623264110.329503767358865
282723.21523830943883.78476169056121
292724.09553185214942.90446814785059
302625.33909461999150.660905380008493
312423.74589841371650.254101586283472
322324.8302576135788-1.83025761357884
332322.30522570490620.694774295093838
342421.67768098606482.32231901393525
351719.0706891947650-2.07068919476503
362115.69220651663895.30779348336107
371921.8533119998816-2.85331199988161
382218.91644942668693.08355057331306
392219.86513555973652.13486444026355
401819.0621097850671-1.06210978506707
411615.81610326604650.183896733953522
421414.8897649480211-0.88976494802113
431212.1820832992101-0.182083299210095
441412.32443096185921.67556903814084
451611.37476567182464.62523432817538
46812.9275719124426-4.92757191244255
4735.26471133980779-2.26471133980779
4803.41663234942047-3.41663234942047
4953.716268558288191.28373144171181
5015.71430583659659-4.71430583659659
5112.10565978654377-1.10565978654377
5233.12229961956307-0.122299619563073
5362.702200415350343.29779958464966
5476.436439294436640.563560705563365
5587.89089672009910.109103279900901
561411.60454409654432.39545590345566
571414.6643100732980-0.664310073297984
581315.9955957692128-2.9955957692128


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
200.3126219572741850.625243914548370.687378042725815
210.2056305555035260.4112611110070520.794369444496474
220.1046795476525150.2093590953050300.895320452347485
230.2757123513568020.5514247027136030.724287648643198
240.7654835702083440.4690328595833120.234516429791656
250.7860685892188850.427862821562230.213931410781115
260.6968431948166210.6063136103667580.303156805183379
270.6232605997819460.7534788004361080.376739400218054
280.5905772849157830.8188454301684340.409422715084217
290.5425391371148120.9149217257703750.457460862885188
300.4415128956645960.8830257913291920.558487104335404
310.332313247257190.664626494514380.66768675274281
320.3921644045617320.7843288091234630.607835595438268
330.6045166896579250.790966620684150.395483310342075
340.500638259068490.9987234818630210.499361740931510
350.5258566177100220.9482867645799560.474143382289978
360.4211543910206550.842308782041310.578845608979345
370.814226020999870.371547958000260.18577397900013
380.735572607579720.5288547848405610.264427392420281


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level00OK
10% type I error level00OK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Nov/19/t1258660276kmouwf09ytwx8er/10pz941258660208.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/19/t1258660276kmouwf09ytwx8er/10pz941258660208.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/19/t1258660276kmouwf09ytwx8er/1k3sh1258660208.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/19/t1258660276kmouwf09ytwx8er/1k3sh1258660208.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/19/t1258660276kmouwf09ytwx8er/2xv3h1258660208.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/19/t1258660276kmouwf09ytwx8er/2xv3h1258660208.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/19/t1258660276kmouwf09ytwx8er/370qe1258660208.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/19/t1258660276kmouwf09ytwx8er/370qe1258660208.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/19/t1258660276kmouwf09ytwx8er/4ik461258660208.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/19/t1258660276kmouwf09ytwx8er/4ik461258660208.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/19/t1258660276kmouwf09ytwx8er/5xbxk1258660208.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/19/t1258660276kmouwf09ytwx8er/5xbxk1258660208.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/19/t1258660276kmouwf09ytwx8er/6vlon1258660208.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/19/t1258660276kmouwf09ytwx8er/6vlon1258660208.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/19/t1258660276kmouwf09ytwx8er/7llku1258660208.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/19/t1258660276kmouwf09ytwx8er/7llku1258660208.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/19/t1258660276kmouwf09ytwx8er/8a8tw1258660208.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/19/t1258660276kmouwf09ytwx8er/8a8tw1258660208.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/19/t1258660276kmouwf09ytwx8er/9lv0m1258660208.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/19/t1258660276kmouwf09ytwx8er/9lv0m1258660208.ps (open in new window)


 
Parameters (Session):
 
Parameters (R input):
par1 = 1 ; par2 = Include Monthly 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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
}
}
myeq <- paste(myeq, ' + e[t]')
a<-table.row.start(a)
a<-table.element(a, myeq)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Variable',header=TRUE)
a<-table.element(a,'Parameter',header=TRUE)
a<-table.element(a,'S.D.',header=TRUE)
a<-table.element(a,'T-STAT<br />H0: parameter = 0',header=TRUE)
a<-table.element(a,'2-tail p-value',header=TRUE)
a<-table.element(a,'1-tail p-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:k){
a<-table.row.start(a)
a<-table.element(a,rownames(mysum$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