Home » date » 2009 » Nov » 20 »

DSHW-WS7-MultipleRegressionND

*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: Fri, 20 Nov 2009 06:53:17 -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/20/t1258725267hvic6fee5y2h0ma.htm/, Retrieved Fri, 20 Nov 2009 14:54:39 +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/20/t1258725267hvic6fee5y2h0ma.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:
DSHW, SDHW
 
Dataseries X:
» Textbox « » Textfile « » CSV «
1.4 0.0 1.6 0.0 1.7 0.0 2.0 0.0 2.0 0.0 2.1 0.0 2.5 0.0 2.5 0.0 2.6 0.0 2.7 0.0 3.7 0.0 4.0 0.0 5.0 0.0 5.1 0.0 5.1 0.0 5.0 0.0 5.1 0.0 4.7 0.0 4.5 0.0 4.5 0.0 4.6 0.0 4.6 0.0 4.6 0.0 4.6 0.0 5.3 0.0 5.4 0.0 5.3 0.0 5.2 0.0 5.0 0.0 4.2 0.0 4.3 0.0 4.3 0.0 4.3 0.0 4.0 0.0 4.0 0.0 4.1 0.0 4.4 0.0 3.6 0.0 3.7 0.0 3.8 0.0 3.3 0.0 3.3 0.0 3.3 0.0 3.5 0.0 3.3 1.0 3.3 1.0 3.4 1.0 3.4 1.0 5.2 1.0 5.3 1.0 4.8 1.0 5.0 1.0 4.6 1.0 4.6 1.0 3.5 1.0 3.5 1.0
 
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 time5 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Multiple Linear Regression - Estimated Regression Equation
IndGez[t] = + 3.875 + 0.283333333333334InvlCrisis[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)3.8750.16243623.855600
InvlCrisis0.2833333333333340.3509010.80740.4229530.211477


Multiple Linear Regression - Regression Statistics
Multiple R0.109221891825004
R-squared0.0119294216538329
Adjusted R-squared-0.0063681816488741
F-TEST (value)0.651966350809897
F-TEST (DF numerator)1
F-TEST (DF denominator)54
p-value0.422953016391424
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation1.07747704853675
Sum Squared Residuals62.6916666666667


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
11.43.87500000000001-2.47500000000001
21.63.875-2.275
31.73.875-2.175
423.875-1.875
523.875-1.875
62.13.875-1.775
72.53.875-1.375
82.53.875-1.375
92.63.875-1.275
102.73.875-1.175
113.73.875-0.175000000000000
1243.8750.125000000000000
1353.8751.125
145.13.8751.225
155.13.8751.225
1653.8751.125
175.13.8751.225
184.73.8750.825
194.53.8750.625
204.53.8750.625
214.63.8750.725
224.63.8750.725
234.63.8750.725
244.63.8750.725
255.33.8751.425
265.43.8751.525
275.33.8751.425
285.23.8751.325
2953.8751.125
304.23.8750.325000000000001
314.33.8750.425
324.33.8750.425
334.33.8750.425
3443.8750.125000000000000
3543.8750.125000000000000
364.13.8750.225
374.43.8750.525000000000001
383.63.875-0.275000000000000
393.73.875-0.175000000000000
403.83.875-0.075
413.33.875-0.575
423.33.875-0.575
433.33.875-0.575
443.53.875-0.375
453.34.15833333333333-0.858333333333334
463.34.15833333333333-0.858333333333334
473.44.15833333333333-0.758333333333334
483.44.15833333333333-0.758333333333334
495.24.158333333333331.04166666666667
505.34.158333333333331.14166666666667
514.84.158333333333330.641666666666666
5254.158333333333330.841666666666667
534.64.158333333333330.441666666666666
544.64.158333333333330.441666666666666
553.54.15833333333333-0.658333333333333
563.54.15833333333333-0.658333333333333


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.05270943985635020.1054188797127000.94729056014365
60.03379426735935720.06758853471871450.966205732640643
70.06512742953454080.1302548590690820.934872570465459
80.0796726046585470.1593452093170940.920327395341453
90.1046582463610760.2093164927221530.895341753638924
100.1471426361469510.2942852722939020.85285736385305
110.5371056525582340.9257886948835310.462894347441766
120.8145055277557190.3709889444885620.185494472244281
130.9840934022014890.03181319559702270.0159065977985114
140.9979275460908910.004144907818217240.00207245390910862
150.9995189906343630.0009620187312730720.000481009365636536
160.9997931722191920.0004136555616170420.000206827780808521
170.9999049376269320.0001901247461358909.50623730679448e-05
180.9998970626839220.0002058746321551620.000102937316077581
190.999850301898580.0002993962028390920.000149698101419546
200.9997739763509870.0004520472980256220.000226023649012811
210.9996776060543620.000644787891276460.00032239394563823
220.9995284557464850.0009430885070300530.000471544253515027
230.999299525465690.001400949068620480.000700474534310241
240.9989512433017060.002097513396587840.00104875669829392
250.9993500733351560.001299853329688680.000649926664844341
260.9996924705897560.0006150588204889620.000307529410244481
270.9998451063750870.0003097872498264440.000154893624913222
280.9999195982405110.0001608035189771418.04017594885707e-05
290.9999461979498320.0001076041003355165.38020501677579e-05
300.999888049602120.0002239007957599980.000111950397879999
310.9997941283051760.000411743389647910.000205871694823955
320.9996388028307980.0007223943384049710.000361197169202485
330.9993990362568760.001201927486248100.000600963743124051
340.9988055900583630.002388819883274980.00119440994163749
350.9977260434145070.004547913170985710.00227395658549285
360.9961180345451080.007763930909784160.00388196545489208
370.9955230327797260.008953934440547150.00447696722027357
380.991482471028810.01703505794238080.0085175289711904
390.9847311239359260.03053775212814810.0152688760640740
400.9750395071853970.04992098562920670.0249604928146034
410.9578038527852280.0843922944295450.0421961472147725
420.9312383809122480.1375232381755050.0687616190877525
430.8925678731564540.2148642536870920.107432126843546
440.8355941269569460.3288117460861070.164405873043054
450.8147123167514110.3705753664971790.185287683248589
460.8052022025111080.3895955949777850.194797797488893
470.7982581246613170.4034837506773670.201741875338684
480.8201678979889670.3596642040220650.179832102011033
490.7857934181156620.4284131637686770.214206581884338
500.7806993749292220.4386012501415560.219300625070778
510.6706124076698930.6587751846602140.329387592330107


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level240.51063829787234NOK
5% type I error level280.595744680851064NOK
10% type I error level300.638297872340426NOK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258725267hvic6fee5y2h0ma/104m291258725189.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258725267hvic6fee5y2h0ma/104m291258725189.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258725267hvic6fee5y2h0ma/1vzkp1258725189.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258725267hvic6fee5y2h0ma/1vzkp1258725189.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258725267hvic6fee5y2h0ma/2mgir1258725189.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258725267hvic6fee5y2h0ma/2mgir1258725189.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258725267hvic6fee5y2h0ma/3a8xc1258725189.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258725267hvic6fee5y2h0ma/3a8xc1258725189.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258725267hvic6fee5y2h0ma/4supt1258725189.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258725267hvic6fee5y2h0ma/4supt1258725189.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258725267hvic6fee5y2h0ma/5z9br1258725189.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258725267hvic6fee5y2h0ma/5z9br1258725189.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258725267hvic6fee5y2h0ma/69ems1258725189.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258725267hvic6fee5y2h0ma/69ems1258725189.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258725267hvic6fee5y2h0ma/7iauf1258725189.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258725267hvic6fee5y2h0ma/7iauf1258725189.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258725267hvic6fee5y2h0ma/8wl561258725189.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258725267hvic6fee5y2h0ma/8wl561258725189.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Nov/20/t1258725267hvic6fee5y2h0ma/9jfq51258725189.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/20/t1258725267hvic6fee5y2h0ma/9jfq51258725189.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