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Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_multipleregression.wasp
Title produced by softwareMultiple Regression
Date of computationThu, 26 Nov 2009 10:21:31 -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/26/t12592561371ardc4hh0liqygx.htm/, Retrieved Sat, 27 Apr 2024 09:22:05 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60185, Retrieved Sat, 27 Apr 2024 09:22:05 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact89
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]
- RMPD  [Multiple Regression] [Seatbelt] [2009-11-12 14:03:14] [b98453cac15ba1066b407e146608df68]
-    D    [Multiple Regression] [ws 7 3] [2009-11-20 17:02:43] [55b7a497389226c9339ee8d75ebc3b97]
-   P         [Multiple Regression] [ws7verbetering] [2009-11-26 17:21:31] [5edea6bc5a9a9483633d9320282a2734] [Current]
-    D          [Multiple Regression] [ws7verbetering2] [2009-11-26 17:29:10] [7d268329e554b8694908ba13e6e6f258]
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Dataseries X:
29.837	0
29.571	0
30.167	0
30.524	0
30.996	0
31.033	0
31.198	0
30.937	0
31.649	0
33.115	0
34.106	0
33.926	0
33.382	0
32.851	0
32.948	0
36.112	0
36.113	0
35.210	0
35.193	0
34.383	0
35.349	0
37.058	0
38.076	0
36.630	0
36.045	0
35.638	0
35.114	0
35.465	0
35.254	0
35.299	0
35.916	0
36.683	0
37.288	0
38.536	0
38.977	0
36.407	0
34.955	0
34.951	0
32.680	0
34.791	0
34.178	0
35.213	0
34.871	0
35.299	0
35.443	0
37.108	0
36.419	0
34.471	0
33.868	0
34.385	0
33.643	1
34.627	1
32.919	1
35.500	1
36.110	1
37.086	1
37.711	1
40.427	1
39.884	1
38.512	1
38.767	1




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

\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
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60185&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]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60185&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60185&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







Multiple Linear Regression - Estimated Regression Equation
saldo_zichtrek[t] = + 32.8617038709678 -0.55318467741935crisis[t] -1.08223211917562M1[t] -1.72115552867384M2[t] -2.26926673387097M3[t] -0.965814874551973M4[t] -1.46756301523298M5[t] -0.99851115591398M6[t] -0.881859296594985M7[t] -0.751807437275987M8[t] -0.231355577956992M9[t] + 1.43949628136201M10[t] + 1.593148140681M11[t] + 0.0899481406810033t + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
saldo_zichtrek[t] =  +  32.8617038709678 -0.55318467741935crisis[t] -1.08223211917562M1[t] -1.72115552867384M2[t] -2.26926673387097M3[t] -0.965814874551973M4[t] -1.46756301523298M5[t] -0.99851115591398M6[t] -0.881859296594985M7[t] -0.751807437275987M8[t] -0.231355577956992M9[t] +  1.43949628136201M10[t] +  1.593148140681M11[t] +  0.0899481406810033t  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60185&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]saldo_zichtrek[t] =  +  32.8617038709678 -0.55318467741935crisis[t] -1.08223211917562M1[t] -1.72115552867384M2[t] -2.26926673387097M3[t] -0.965814874551973M4[t] -1.46756301523298M5[t] -0.99851115591398M6[t] -0.881859296594985M7[t] -0.751807437275987M8[t] -0.231355577956992M9[t] +  1.43949628136201M10[t] +  1.593148140681M11[t] +  0.0899481406810033t  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60185&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60185&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
saldo_zichtrek[t] = + 32.8617038709678 -0.55318467741935crisis[t] -1.08223211917562M1[t] -1.72115552867384M2[t] -2.26926673387097M3[t] -0.965814874551973M4[t] -1.46756301523298M5[t] -0.99851115591398M6[t] -0.881859296594985M7[t] -0.751807437275987M8[t] -0.231355577956992M9[t] + 1.43949628136201M10[t] + 1.593148140681M11[t] + 0.0899481406810033t + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)32.86170387096780.90880536.159200
crisis-0.553184677419350.761496-0.72640.4711690.235585
M1-1.082232119175621.019167-1.06190.2937160.146858
M2-1.721155528673841.07-1.60860.1144110.057206
M3-2.269266733870971.072621-2.11560.0397040.019852
M4-0.9658148745519731.070408-0.90230.3715050.185753
M5-1.467563015232981.068451-1.37350.17610.08805
M6-0.998511155913981.066752-0.9360.3540430.177022
M7-0.8818592965949851.065313-0.82780.4119710.205986
M8-0.7518074372759871.064134-0.70650.4833670.241683
M9-0.2313555779569921.063216-0.21760.8286830.414341
M101.439496281362011.062561.35470.1819760.090988
M111.5931481406811.0621661.49990.1403270.070163
t0.08994814068100330.0167035.38522e-061e-06

\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) & 32.8617038709678 & 0.908805 & 36.1592 & 0 & 0 \tabularnewline
crisis & -0.55318467741935 & 0.761496 & -0.7264 & 0.471169 & 0.235585 \tabularnewline
M1 & -1.08223211917562 & 1.019167 & -1.0619 & 0.293716 & 0.146858 \tabularnewline
M2 & -1.72115552867384 & 1.07 & -1.6086 & 0.114411 & 0.057206 \tabularnewline
M3 & -2.26926673387097 & 1.072621 & -2.1156 & 0.039704 & 0.019852 \tabularnewline
M4 & -0.965814874551973 & 1.070408 & -0.9023 & 0.371505 & 0.185753 \tabularnewline
M5 & -1.46756301523298 & 1.068451 & -1.3735 & 0.1761 & 0.08805 \tabularnewline
M6 & -0.99851115591398 & 1.066752 & -0.936 & 0.354043 & 0.177022 \tabularnewline
M7 & -0.881859296594985 & 1.065313 & -0.8278 & 0.411971 & 0.205986 \tabularnewline
M8 & -0.751807437275987 & 1.064134 & -0.7065 & 0.483367 & 0.241683 \tabularnewline
M9 & -0.231355577956992 & 1.063216 & -0.2176 & 0.828683 & 0.414341 \tabularnewline
M10 & 1.43949628136201 & 1.06256 & 1.3547 & 0.181976 & 0.090988 \tabularnewline
M11 & 1.593148140681 & 1.062166 & 1.4999 & 0.140327 & 0.070163 \tabularnewline
t & 0.0899481406810033 & 0.016703 & 5.3852 & 2e-06 & 1e-06 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60185&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]32.8617038709678[/C][C]0.908805[/C][C]36.1592[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]crisis[/C][C]-0.55318467741935[/C][C]0.761496[/C][C]-0.7264[/C][C]0.471169[/C][C]0.235585[/C][/ROW]
[ROW][C]M1[/C][C]-1.08223211917562[/C][C]1.019167[/C][C]-1.0619[/C][C]0.293716[/C][C]0.146858[/C][/ROW]
[ROW][C]M2[/C][C]-1.72115552867384[/C][C]1.07[/C][C]-1.6086[/C][C]0.114411[/C][C]0.057206[/C][/ROW]
[ROW][C]M3[/C][C]-2.26926673387097[/C][C]1.072621[/C][C]-2.1156[/C][C]0.039704[/C][C]0.019852[/C][/ROW]
[ROW][C]M4[/C][C]-0.965814874551973[/C][C]1.070408[/C][C]-0.9023[/C][C]0.371505[/C][C]0.185753[/C][/ROW]
[ROW][C]M5[/C][C]-1.46756301523298[/C][C]1.068451[/C][C]-1.3735[/C][C]0.1761[/C][C]0.08805[/C][/ROW]
[ROW][C]M6[/C][C]-0.99851115591398[/C][C]1.066752[/C][C]-0.936[/C][C]0.354043[/C][C]0.177022[/C][/ROW]
[ROW][C]M7[/C][C]-0.881859296594985[/C][C]1.065313[/C][C]-0.8278[/C][C]0.411971[/C][C]0.205986[/C][/ROW]
[ROW][C]M8[/C][C]-0.751807437275987[/C][C]1.064134[/C][C]-0.7065[/C][C]0.483367[/C][C]0.241683[/C][/ROW]
[ROW][C]M9[/C][C]-0.231355577956992[/C][C]1.063216[/C][C]-0.2176[/C][C]0.828683[/C][C]0.414341[/C][/ROW]
[ROW][C]M10[/C][C]1.43949628136201[/C][C]1.06256[/C][C]1.3547[/C][C]0.181976[/C][C]0.090988[/C][/ROW]
[ROW][C]M11[/C][C]1.593148140681[/C][C]1.062166[/C][C]1.4999[/C][C]0.140327[/C][C]0.070163[/C][/ROW]
[ROW][C]t[/C][C]0.0899481406810033[/C][C]0.016703[/C][C]5.3852[/C][C]2e-06[/C][C]1e-06[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60185&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60185&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)32.86170387096780.90880536.159200
crisis-0.553184677419350.761496-0.72640.4711690.235585
M1-1.082232119175621.019167-1.06190.2937160.146858
M2-1.721155528673841.07-1.60860.1144110.057206
M3-2.269266733870971.072621-2.11560.0397040.019852
M4-0.9658148745519731.070408-0.90230.3715050.185753
M5-1.467563015232981.068451-1.37350.17610.08805
M6-0.998511155913981.066752-0.9360.3540430.177022
M7-0.8818592965949851.065313-0.82780.4119710.205986
M8-0.7518074372759871.064134-0.70650.4833670.241683
M9-0.2313555779569921.063216-0.21760.8286830.414341
M101.439496281362011.062561.35470.1819760.090988
M111.5931481406811.0621661.49990.1403270.070163
t0.08994814068100330.0167035.38522e-061e-06







Multiple Linear Regression - Regression Statistics
Multiple R0.797953120470371
R-squared0.636729182468403
Adjusted R-squared0.53625002017243
F-TEST (value)6.33692765663034
F-TEST (DF numerator)13
F-TEST (DF denominator)47
p-value1.07600384402495e-06
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation1.67922394172143
Sum Squared Residuals132.530273183172

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.797953120470371 \tabularnewline
R-squared & 0.636729182468403 \tabularnewline
Adjusted R-squared & 0.53625002017243 \tabularnewline
F-TEST (value) & 6.33692765663034 \tabularnewline
F-TEST (DF numerator) & 13 \tabularnewline
F-TEST (DF denominator) & 47 \tabularnewline
p-value & 1.07600384402495e-06 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 1.67922394172143 \tabularnewline
Sum Squared Residuals & 132.530273183172 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60185&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.797953120470371[/C][/ROW]
[ROW][C]R-squared[/C][C]0.636729182468403[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]0.53625002017243[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]6.33692765663034[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]13[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]47[/C][/ROW]
[ROW][C]p-value[/C][C]1.07600384402495e-06[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C]1.67922394172143[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]132.530273183172[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60185&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60185&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 R0.797953120470371
R-squared0.636729182468403
Adjusted R-squared0.53625002017243
F-TEST (value)6.33692765663034
F-TEST (DF numerator)13
F-TEST (DF denominator)47
p-value1.07600384402495e-06
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation1.67922394172143
Sum Squared Residuals132.530273183172







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
129.83731.8694198924731-2.03241989247307
229.57131.3204446236559-1.74944462365591
330.16730.8622815591398-0.695281559139789
430.52432.2556815591398-1.73168155913979
530.99631.8438815591398-0.847881559139785
631.03332.4028815591398-1.36988155913979
731.19832.6094815591398-1.41148155913979
830.93732.8294815591398-1.89248155913979
931.64933.4398815591398-1.79088155913979
1033.11535.2006815591398-2.08568155913979
1134.10635.4442815591398-1.33828155913979
1233.92633.9410815591398-0.0150815591397881
1333.38232.94879758064520.433202419354821
1432.85132.39982231182800.451177688172041
1532.94831.94165924731181.00634075268817
1636.11233.33505924731182.77694075268817
1736.11332.92325924731183.18974075268817
1835.2133.48225924731181.72774075268817
1935.19333.68885924731181.50414075268817
2034.38333.90885924731180.474140752688173
2135.34934.51925924731180.829740752688169
2237.05836.28005924731180.77794075268817
2338.07636.52365924731181.55234075268817
2436.6335.02045924731181.60954075268817
2536.04534.02817526881722.01682473118279
2635.63833.47922.15880000000000
2735.11433.02103693548392.09296306451613
2835.46534.41443693548391.05056306451613
2935.25434.00263693548391.25136306451613
3035.29934.56163693548390.73736306451613
3135.91634.76823693548391.14776306451613
3236.68334.98823693548391.69476306451613
3337.28835.59863693548391.68936306451613
3438.53637.35943693548391.17656306451613
3538.97737.60303693548391.37396306451613
3636.40736.09983693548390.307163064516126
3734.95535.1075529569893-0.152552956989258
3834.95134.55857768817200.392422311827960
3932.6834.1004146236559-1.42041462365591
4034.79135.4938146236559-0.702814623655914
4134.17835.0820146236559-0.904014623655912
4235.21335.6410146236559-0.42801462365591
4334.87135.8476146236559-0.976614623655907
4435.29936.0676146236559-0.76861462365591
4535.44336.6780146236559-1.23501462365591
4637.10838.4388146236559-1.33081462365591
4736.41938.6824146236559-2.26341462365591
4834.47137.1792146236559-2.70821462365591
4933.86836.1869306451613-2.31893064516129
5034.38535.6379553763441-1.25295537634408
5133.64334.6266076344086-0.9836076344086
5234.62736.0200076344086-1.3930076344086
5332.91935.6082076344086-2.6892076344086
5435.536.1672076344086-0.667207634408602
5536.1136.3738076344086-0.263807634408602
5637.08636.59380763440860.492192365591397
5737.71137.20420763440860.506792365591399
5840.42738.96500763440861.46199236559140
5939.88439.20860763440860.675392365591399
6038.51237.70540763440860.806592365591398
6138.76736.7131236559142.05387634408602

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 29.837 & 31.8694198924731 & -2.03241989247307 \tabularnewline
2 & 29.571 & 31.3204446236559 & -1.74944462365591 \tabularnewline
3 & 30.167 & 30.8622815591398 & -0.695281559139789 \tabularnewline
4 & 30.524 & 32.2556815591398 & -1.73168155913979 \tabularnewline
5 & 30.996 & 31.8438815591398 & -0.847881559139785 \tabularnewline
6 & 31.033 & 32.4028815591398 & -1.36988155913979 \tabularnewline
7 & 31.198 & 32.6094815591398 & -1.41148155913979 \tabularnewline
8 & 30.937 & 32.8294815591398 & -1.89248155913979 \tabularnewline
9 & 31.649 & 33.4398815591398 & -1.79088155913979 \tabularnewline
10 & 33.115 & 35.2006815591398 & -2.08568155913979 \tabularnewline
11 & 34.106 & 35.4442815591398 & -1.33828155913979 \tabularnewline
12 & 33.926 & 33.9410815591398 & -0.0150815591397881 \tabularnewline
13 & 33.382 & 32.9487975806452 & 0.433202419354821 \tabularnewline
14 & 32.851 & 32.3998223118280 & 0.451177688172041 \tabularnewline
15 & 32.948 & 31.9416592473118 & 1.00634075268817 \tabularnewline
16 & 36.112 & 33.3350592473118 & 2.77694075268817 \tabularnewline
17 & 36.113 & 32.9232592473118 & 3.18974075268817 \tabularnewline
18 & 35.21 & 33.4822592473118 & 1.72774075268817 \tabularnewline
19 & 35.193 & 33.6888592473118 & 1.50414075268817 \tabularnewline
20 & 34.383 & 33.9088592473118 & 0.474140752688173 \tabularnewline
21 & 35.349 & 34.5192592473118 & 0.829740752688169 \tabularnewline
22 & 37.058 & 36.2800592473118 & 0.77794075268817 \tabularnewline
23 & 38.076 & 36.5236592473118 & 1.55234075268817 \tabularnewline
24 & 36.63 & 35.0204592473118 & 1.60954075268817 \tabularnewline
25 & 36.045 & 34.0281752688172 & 2.01682473118279 \tabularnewline
26 & 35.638 & 33.4792 & 2.15880000000000 \tabularnewline
27 & 35.114 & 33.0210369354839 & 2.09296306451613 \tabularnewline
28 & 35.465 & 34.4144369354839 & 1.05056306451613 \tabularnewline
29 & 35.254 & 34.0026369354839 & 1.25136306451613 \tabularnewline
30 & 35.299 & 34.5616369354839 & 0.73736306451613 \tabularnewline
31 & 35.916 & 34.7682369354839 & 1.14776306451613 \tabularnewline
32 & 36.683 & 34.9882369354839 & 1.69476306451613 \tabularnewline
33 & 37.288 & 35.5986369354839 & 1.68936306451613 \tabularnewline
34 & 38.536 & 37.3594369354839 & 1.17656306451613 \tabularnewline
35 & 38.977 & 37.6030369354839 & 1.37396306451613 \tabularnewline
36 & 36.407 & 36.0998369354839 & 0.307163064516126 \tabularnewline
37 & 34.955 & 35.1075529569893 & -0.152552956989258 \tabularnewline
38 & 34.951 & 34.5585776881720 & 0.392422311827960 \tabularnewline
39 & 32.68 & 34.1004146236559 & -1.42041462365591 \tabularnewline
40 & 34.791 & 35.4938146236559 & -0.702814623655914 \tabularnewline
41 & 34.178 & 35.0820146236559 & -0.904014623655912 \tabularnewline
42 & 35.213 & 35.6410146236559 & -0.42801462365591 \tabularnewline
43 & 34.871 & 35.8476146236559 & -0.976614623655907 \tabularnewline
44 & 35.299 & 36.0676146236559 & -0.76861462365591 \tabularnewline
45 & 35.443 & 36.6780146236559 & -1.23501462365591 \tabularnewline
46 & 37.108 & 38.4388146236559 & -1.33081462365591 \tabularnewline
47 & 36.419 & 38.6824146236559 & -2.26341462365591 \tabularnewline
48 & 34.471 & 37.1792146236559 & -2.70821462365591 \tabularnewline
49 & 33.868 & 36.1869306451613 & -2.31893064516129 \tabularnewline
50 & 34.385 & 35.6379553763441 & -1.25295537634408 \tabularnewline
51 & 33.643 & 34.6266076344086 & -0.9836076344086 \tabularnewline
52 & 34.627 & 36.0200076344086 & -1.3930076344086 \tabularnewline
53 & 32.919 & 35.6082076344086 & -2.6892076344086 \tabularnewline
54 & 35.5 & 36.1672076344086 & -0.667207634408602 \tabularnewline
55 & 36.11 & 36.3738076344086 & -0.263807634408602 \tabularnewline
56 & 37.086 & 36.5938076344086 & 0.492192365591397 \tabularnewline
57 & 37.711 & 37.2042076344086 & 0.506792365591399 \tabularnewline
58 & 40.427 & 38.9650076344086 & 1.46199236559140 \tabularnewline
59 & 39.884 & 39.2086076344086 & 0.675392365591399 \tabularnewline
60 & 38.512 & 37.7054076344086 & 0.806592365591398 \tabularnewline
61 & 38.767 & 36.713123655914 & 2.05387634408602 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60185&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]29.837[/C][C]31.8694198924731[/C][C]-2.03241989247307[/C][/ROW]
[ROW][C]2[/C][C]29.571[/C][C]31.3204446236559[/C][C]-1.74944462365591[/C][/ROW]
[ROW][C]3[/C][C]30.167[/C][C]30.8622815591398[/C][C]-0.695281559139789[/C][/ROW]
[ROW][C]4[/C][C]30.524[/C][C]32.2556815591398[/C][C]-1.73168155913979[/C][/ROW]
[ROW][C]5[/C][C]30.996[/C][C]31.8438815591398[/C][C]-0.847881559139785[/C][/ROW]
[ROW][C]6[/C][C]31.033[/C][C]32.4028815591398[/C][C]-1.36988155913979[/C][/ROW]
[ROW][C]7[/C][C]31.198[/C][C]32.6094815591398[/C][C]-1.41148155913979[/C][/ROW]
[ROW][C]8[/C][C]30.937[/C][C]32.8294815591398[/C][C]-1.89248155913979[/C][/ROW]
[ROW][C]9[/C][C]31.649[/C][C]33.4398815591398[/C][C]-1.79088155913979[/C][/ROW]
[ROW][C]10[/C][C]33.115[/C][C]35.2006815591398[/C][C]-2.08568155913979[/C][/ROW]
[ROW][C]11[/C][C]34.106[/C][C]35.4442815591398[/C][C]-1.33828155913979[/C][/ROW]
[ROW][C]12[/C][C]33.926[/C][C]33.9410815591398[/C][C]-0.0150815591397881[/C][/ROW]
[ROW][C]13[/C][C]33.382[/C][C]32.9487975806452[/C][C]0.433202419354821[/C][/ROW]
[ROW][C]14[/C][C]32.851[/C][C]32.3998223118280[/C][C]0.451177688172041[/C][/ROW]
[ROW][C]15[/C][C]32.948[/C][C]31.9416592473118[/C][C]1.00634075268817[/C][/ROW]
[ROW][C]16[/C][C]36.112[/C][C]33.3350592473118[/C][C]2.77694075268817[/C][/ROW]
[ROW][C]17[/C][C]36.113[/C][C]32.9232592473118[/C][C]3.18974075268817[/C][/ROW]
[ROW][C]18[/C][C]35.21[/C][C]33.4822592473118[/C][C]1.72774075268817[/C][/ROW]
[ROW][C]19[/C][C]35.193[/C][C]33.6888592473118[/C][C]1.50414075268817[/C][/ROW]
[ROW][C]20[/C][C]34.383[/C][C]33.9088592473118[/C][C]0.474140752688173[/C][/ROW]
[ROW][C]21[/C][C]35.349[/C][C]34.5192592473118[/C][C]0.829740752688169[/C][/ROW]
[ROW][C]22[/C][C]37.058[/C][C]36.2800592473118[/C][C]0.77794075268817[/C][/ROW]
[ROW][C]23[/C][C]38.076[/C][C]36.5236592473118[/C][C]1.55234075268817[/C][/ROW]
[ROW][C]24[/C][C]36.63[/C][C]35.0204592473118[/C][C]1.60954075268817[/C][/ROW]
[ROW][C]25[/C][C]36.045[/C][C]34.0281752688172[/C][C]2.01682473118279[/C][/ROW]
[ROW][C]26[/C][C]35.638[/C][C]33.4792[/C][C]2.15880000000000[/C][/ROW]
[ROW][C]27[/C][C]35.114[/C][C]33.0210369354839[/C][C]2.09296306451613[/C][/ROW]
[ROW][C]28[/C][C]35.465[/C][C]34.4144369354839[/C][C]1.05056306451613[/C][/ROW]
[ROW][C]29[/C][C]35.254[/C][C]34.0026369354839[/C][C]1.25136306451613[/C][/ROW]
[ROW][C]30[/C][C]35.299[/C][C]34.5616369354839[/C][C]0.73736306451613[/C][/ROW]
[ROW][C]31[/C][C]35.916[/C][C]34.7682369354839[/C][C]1.14776306451613[/C][/ROW]
[ROW][C]32[/C][C]36.683[/C][C]34.9882369354839[/C][C]1.69476306451613[/C][/ROW]
[ROW][C]33[/C][C]37.288[/C][C]35.5986369354839[/C][C]1.68936306451613[/C][/ROW]
[ROW][C]34[/C][C]38.536[/C][C]37.3594369354839[/C][C]1.17656306451613[/C][/ROW]
[ROW][C]35[/C][C]38.977[/C][C]37.6030369354839[/C][C]1.37396306451613[/C][/ROW]
[ROW][C]36[/C][C]36.407[/C][C]36.0998369354839[/C][C]0.307163064516126[/C][/ROW]
[ROW][C]37[/C][C]34.955[/C][C]35.1075529569893[/C][C]-0.152552956989258[/C][/ROW]
[ROW][C]38[/C][C]34.951[/C][C]34.5585776881720[/C][C]0.392422311827960[/C][/ROW]
[ROW][C]39[/C][C]32.68[/C][C]34.1004146236559[/C][C]-1.42041462365591[/C][/ROW]
[ROW][C]40[/C][C]34.791[/C][C]35.4938146236559[/C][C]-0.702814623655914[/C][/ROW]
[ROW][C]41[/C][C]34.178[/C][C]35.0820146236559[/C][C]-0.904014623655912[/C][/ROW]
[ROW][C]42[/C][C]35.213[/C][C]35.6410146236559[/C][C]-0.42801462365591[/C][/ROW]
[ROW][C]43[/C][C]34.871[/C][C]35.8476146236559[/C][C]-0.976614623655907[/C][/ROW]
[ROW][C]44[/C][C]35.299[/C][C]36.0676146236559[/C][C]-0.76861462365591[/C][/ROW]
[ROW][C]45[/C][C]35.443[/C][C]36.6780146236559[/C][C]-1.23501462365591[/C][/ROW]
[ROW][C]46[/C][C]37.108[/C][C]38.4388146236559[/C][C]-1.33081462365591[/C][/ROW]
[ROW][C]47[/C][C]36.419[/C][C]38.6824146236559[/C][C]-2.26341462365591[/C][/ROW]
[ROW][C]48[/C][C]34.471[/C][C]37.1792146236559[/C][C]-2.70821462365591[/C][/ROW]
[ROW][C]49[/C][C]33.868[/C][C]36.1869306451613[/C][C]-2.31893064516129[/C][/ROW]
[ROW][C]50[/C][C]34.385[/C][C]35.6379553763441[/C][C]-1.25295537634408[/C][/ROW]
[ROW][C]51[/C][C]33.643[/C][C]34.6266076344086[/C][C]-0.9836076344086[/C][/ROW]
[ROW][C]52[/C][C]34.627[/C][C]36.0200076344086[/C][C]-1.3930076344086[/C][/ROW]
[ROW][C]53[/C][C]32.919[/C][C]35.6082076344086[/C][C]-2.6892076344086[/C][/ROW]
[ROW][C]54[/C][C]35.5[/C][C]36.1672076344086[/C][C]-0.667207634408602[/C][/ROW]
[ROW][C]55[/C][C]36.11[/C][C]36.3738076344086[/C][C]-0.263807634408602[/C][/ROW]
[ROW][C]56[/C][C]37.086[/C][C]36.5938076344086[/C][C]0.492192365591397[/C][/ROW]
[ROW][C]57[/C][C]37.711[/C][C]37.2042076344086[/C][C]0.506792365591399[/C][/ROW]
[ROW][C]58[/C][C]40.427[/C][C]38.9650076344086[/C][C]1.46199236559140[/C][/ROW]
[ROW][C]59[/C][C]39.884[/C][C]39.2086076344086[/C][C]0.675392365591399[/C][/ROW]
[ROW][C]60[/C][C]38.512[/C][C]37.7054076344086[/C][C]0.806592365591398[/C][/ROW]
[ROW][C]61[/C][C]38.767[/C][C]36.713123655914[/C][C]2.05387634408602[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60185&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60185&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
129.83731.8694198924731-2.03241989247307
229.57131.3204446236559-1.74944462365591
330.16730.8622815591398-0.695281559139789
430.52432.2556815591398-1.73168155913979
530.99631.8438815591398-0.847881559139785
631.03332.4028815591398-1.36988155913979
731.19832.6094815591398-1.41148155913979
830.93732.8294815591398-1.89248155913979
931.64933.4398815591398-1.79088155913979
1033.11535.2006815591398-2.08568155913979
1134.10635.4442815591398-1.33828155913979
1233.92633.9410815591398-0.0150815591397881
1333.38232.94879758064520.433202419354821
1432.85132.39982231182800.451177688172041
1532.94831.94165924731181.00634075268817
1636.11233.33505924731182.77694075268817
1736.11332.92325924731183.18974075268817
1835.2133.48225924731181.72774075268817
1935.19333.68885924731181.50414075268817
2034.38333.90885924731180.474140752688173
2135.34934.51925924731180.829740752688169
2237.05836.28005924731180.77794075268817
2338.07636.52365924731181.55234075268817
2436.6335.02045924731181.60954075268817
2536.04534.02817526881722.01682473118279
2635.63833.47922.15880000000000
2735.11433.02103693548392.09296306451613
2835.46534.41443693548391.05056306451613
2935.25434.00263693548391.25136306451613
3035.29934.56163693548390.73736306451613
3135.91634.76823693548391.14776306451613
3236.68334.98823693548391.69476306451613
3337.28835.59863693548391.68936306451613
3438.53637.35943693548391.17656306451613
3538.97737.60303693548391.37396306451613
3636.40736.09983693548390.307163064516126
3734.95535.1075529569893-0.152552956989258
3834.95134.55857768817200.392422311827960
3932.6834.1004146236559-1.42041462365591
4034.79135.4938146236559-0.702814623655914
4134.17835.0820146236559-0.904014623655912
4235.21335.6410146236559-0.42801462365591
4334.87135.8476146236559-0.976614623655907
4435.29936.0676146236559-0.76861462365591
4535.44336.6780146236559-1.23501462365591
4637.10838.4388146236559-1.33081462365591
4736.41938.6824146236559-2.26341462365591
4834.47137.1792146236559-2.70821462365591
4933.86836.1869306451613-2.31893064516129
5034.38535.6379553763441-1.25295537634408
5133.64334.6266076344086-0.9836076344086
5234.62736.0200076344086-1.3930076344086
5332.91935.6082076344086-2.6892076344086
5435.536.1672076344086-0.667207634408602
5536.1136.3738076344086-0.263807634408602
5637.08636.59380763440860.492192365591397
5737.71137.20420763440860.506792365591399
5840.42738.96500763440861.46199236559140
5939.88439.20860763440860.675392365591399
6038.51237.70540763440860.806592365591398
6138.76736.7131236559142.05387634408602







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
170.4898997989114770.9797995978229530.510100201088523
180.3153873497804850.630774699560970.684612650219515
190.1868311394651380.3736622789302760.813168860534862
200.1388583737439860.2777167474879720.861141626256014
210.09301796763721750.1860359352744350.906982032362782
220.07015612536746180.1403122507349240.929843874632538
230.0416129376709370.0832258753418740.958387062329063
240.04468041607892220.08936083215784430.955319583921078
250.05666616684571330.1133323336914270.943333833154287
260.05311800563326610.1062360112665320.946881994366734
270.1036890068711310.2073780137422620.896310993128869
280.2987183160389960.5974366320779910.701281683961004
290.5319413766330850.936117246733830.468058623366915
300.5521135056621960.895772988675610.447886494337804
310.5023594139081980.9952811721836040.497640586091802
320.4093208434576010.8186416869152010.5906791565424
330.3334036386968610.6668072773937210.66659636130314
340.251906794856510.503813589713020.74809320514349
350.2249308164388970.4498616328777930.775069183561103
360.2701292213393020.5402584426786030.729870778660698
370.3246136673540810.6492273347081610.67538633264592
380.2956454573409190.5912909146818380.70435454265908
390.4086304635863160.8172609271726330.591369536413684
400.4783830607359090.9567661214718170.521616939264091
410.764563172784570.470873654430860.23543682721543
420.8437145997314850.3125708005370290.156285400268515
430.8665658212290260.2668683575419470.133434178770974
440.8658503393298470.2682993213403060.134149660670153

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
17 & 0.489899798911477 & 0.979799597822953 & 0.510100201088523 \tabularnewline
18 & 0.315387349780485 & 0.63077469956097 & 0.684612650219515 \tabularnewline
19 & 0.186831139465138 & 0.373662278930276 & 0.813168860534862 \tabularnewline
20 & 0.138858373743986 & 0.277716747487972 & 0.861141626256014 \tabularnewline
21 & 0.0930179676372175 & 0.186035935274435 & 0.906982032362782 \tabularnewline
22 & 0.0701561253674618 & 0.140312250734924 & 0.929843874632538 \tabularnewline
23 & 0.041612937670937 & 0.083225875341874 & 0.958387062329063 \tabularnewline
24 & 0.0446804160789222 & 0.0893608321578443 & 0.955319583921078 \tabularnewline
25 & 0.0566661668457133 & 0.113332333691427 & 0.943333833154287 \tabularnewline
26 & 0.0531180056332661 & 0.106236011266532 & 0.946881994366734 \tabularnewline
27 & 0.103689006871131 & 0.207378013742262 & 0.896310993128869 \tabularnewline
28 & 0.298718316038996 & 0.597436632077991 & 0.701281683961004 \tabularnewline
29 & 0.531941376633085 & 0.93611724673383 & 0.468058623366915 \tabularnewline
30 & 0.552113505662196 & 0.89577298867561 & 0.447886494337804 \tabularnewline
31 & 0.502359413908198 & 0.995281172183604 & 0.497640586091802 \tabularnewline
32 & 0.409320843457601 & 0.818641686915201 & 0.5906791565424 \tabularnewline
33 & 0.333403638696861 & 0.666807277393721 & 0.66659636130314 \tabularnewline
34 & 0.25190679485651 & 0.50381358971302 & 0.74809320514349 \tabularnewline
35 & 0.224930816438897 & 0.449861632877793 & 0.775069183561103 \tabularnewline
36 & 0.270129221339302 & 0.540258442678603 & 0.729870778660698 \tabularnewline
37 & 0.324613667354081 & 0.649227334708161 & 0.67538633264592 \tabularnewline
38 & 0.295645457340919 & 0.591290914681838 & 0.70435454265908 \tabularnewline
39 & 0.408630463586316 & 0.817260927172633 & 0.591369536413684 \tabularnewline
40 & 0.478383060735909 & 0.956766121471817 & 0.521616939264091 \tabularnewline
41 & 0.76456317278457 & 0.47087365443086 & 0.23543682721543 \tabularnewline
42 & 0.843714599731485 & 0.312570800537029 & 0.156285400268515 \tabularnewline
43 & 0.866565821229026 & 0.266868357541947 & 0.133434178770974 \tabularnewline
44 & 0.865850339329847 & 0.268299321340306 & 0.134149660670153 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60185&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]17[/C][C]0.489899798911477[/C][C]0.979799597822953[/C][C]0.510100201088523[/C][/ROW]
[ROW][C]18[/C][C]0.315387349780485[/C][C]0.63077469956097[/C][C]0.684612650219515[/C][/ROW]
[ROW][C]19[/C][C]0.186831139465138[/C][C]0.373662278930276[/C][C]0.813168860534862[/C][/ROW]
[ROW][C]20[/C][C]0.138858373743986[/C][C]0.277716747487972[/C][C]0.861141626256014[/C][/ROW]
[ROW][C]21[/C][C]0.0930179676372175[/C][C]0.186035935274435[/C][C]0.906982032362782[/C][/ROW]
[ROW][C]22[/C][C]0.0701561253674618[/C][C]0.140312250734924[/C][C]0.929843874632538[/C][/ROW]
[ROW][C]23[/C][C]0.041612937670937[/C][C]0.083225875341874[/C][C]0.958387062329063[/C][/ROW]
[ROW][C]24[/C][C]0.0446804160789222[/C][C]0.0893608321578443[/C][C]0.955319583921078[/C][/ROW]
[ROW][C]25[/C][C]0.0566661668457133[/C][C]0.113332333691427[/C][C]0.943333833154287[/C][/ROW]
[ROW][C]26[/C][C]0.0531180056332661[/C][C]0.106236011266532[/C][C]0.946881994366734[/C][/ROW]
[ROW][C]27[/C][C]0.103689006871131[/C][C]0.207378013742262[/C][C]0.896310993128869[/C][/ROW]
[ROW][C]28[/C][C]0.298718316038996[/C][C]0.597436632077991[/C][C]0.701281683961004[/C][/ROW]
[ROW][C]29[/C][C]0.531941376633085[/C][C]0.93611724673383[/C][C]0.468058623366915[/C][/ROW]
[ROW][C]30[/C][C]0.552113505662196[/C][C]0.89577298867561[/C][C]0.447886494337804[/C][/ROW]
[ROW][C]31[/C][C]0.502359413908198[/C][C]0.995281172183604[/C][C]0.497640586091802[/C][/ROW]
[ROW][C]32[/C][C]0.409320843457601[/C][C]0.818641686915201[/C][C]0.5906791565424[/C][/ROW]
[ROW][C]33[/C][C]0.333403638696861[/C][C]0.666807277393721[/C][C]0.66659636130314[/C][/ROW]
[ROW][C]34[/C][C]0.25190679485651[/C][C]0.50381358971302[/C][C]0.74809320514349[/C][/ROW]
[ROW][C]35[/C][C]0.224930816438897[/C][C]0.449861632877793[/C][C]0.775069183561103[/C][/ROW]
[ROW][C]36[/C][C]0.270129221339302[/C][C]0.540258442678603[/C][C]0.729870778660698[/C][/ROW]
[ROW][C]37[/C][C]0.324613667354081[/C][C]0.649227334708161[/C][C]0.67538633264592[/C][/ROW]
[ROW][C]38[/C][C]0.295645457340919[/C][C]0.591290914681838[/C][C]0.70435454265908[/C][/ROW]
[ROW][C]39[/C][C]0.408630463586316[/C][C]0.817260927172633[/C][C]0.591369536413684[/C][/ROW]
[ROW][C]40[/C][C]0.478383060735909[/C][C]0.956766121471817[/C][C]0.521616939264091[/C][/ROW]
[ROW][C]41[/C][C]0.76456317278457[/C][C]0.47087365443086[/C][C]0.23543682721543[/C][/ROW]
[ROW][C]42[/C][C]0.843714599731485[/C][C]0.312570800537029[/C][C]0.156285400268515[/C][/ROW]
[ROW][C]43[/C][C]0.866565821229026[/C][C]0.266868357541947[/C][C]0.133434178770974[/C][/ROW]
[ROW][C]44[/C][C]0.865850339329847[/C][C]0.268299321340306[/C][C]0.134149660670153[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60185&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60185&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
170.4898997989114770.9797995978229530.510100201088523
180.3153873497804850.630774699560970.684612650219515
190.1868311394651380.3736622789302760.813168860534862
200.1388583737439860.2777167474879720.861141626256014
210.09301796763721750.1860359352744350.906982032362782
220.07015612536746180.1403122507349240.929843874632538
230.0416129376709370.0832258753418740.958387062329063
240.04468041607892220.08936083215784430.955319583921078
250.05666616684571330.1133323336914270.943333833154287
260.05311800563326610.1062360112665320.946881994366734
270.1036890068711310.2073780137422620.896310993128869
280.2987183160389960.5974366320779910.701281683961004
290.5319413766330850.936117246733830.468058623366915
300.5521135056621960.895772988675610.447886494337804
310.5023594139081980.9952811721836040.497640586091802
320.4093208434576010.8186416869152010.5906791565424
330.3334036386968610.6668072773937210.66659636130314
340.251906794856510.503813589713020.74809320514349
350.2249308164388970.4498616328777930.775069183561103
360.2701292213393020.5402584426786030.729870778660698
370.3246136673540810.6492273347081610.67538633264592
380.2956454573409190.5912909146818380.70435454265908
390.4086304635863160.8172609271726330.591369536413684
400.4783830607359090.9567661214718170.521616939264091
410.764563172784570.470873654430860.23543682721543
420.8437145997314850.3125708005370290.156285400268515
430.8665658212290260.2668683575419470.133434178770974
440.8658503393298470.2682993213403060.134149660670153







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 level20.0714285714285714OK

\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 & 0 & 0 & OK \tabularnewline
10% type I error level & 2 & 0.0714285714285714 & OK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60185&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]0[/C][C]0[/C][C]OK[/C][/ROW]
[ROW][C]10% type I error level[/C][C]2[/C][C]0.0714285714285714[/C][C]OK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60185&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60185&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 level00OK
10% type I error level20.0714285714285714OK



Parameters (Session):
par1 = 1 ; par2 = Include Monthly Dummies ; par3 = Linear Trend ;
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$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
}
}
myeq <- paste(myeq, ' + e[t]')
a<-table.row.start(a)
a<-table.element(a, myeq)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,hyperlink('ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Variable',header=TRUE)
a<-table.element(a,'Parameter',header=TRUE)
a<-table.element(a,'S.D.',header=TRUE)
a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
a<-table.element(a,'2-tail p-value',header=TRUE)
a<-table.element(a,'1-tail p-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:k){
a<-table.row.start(a)
a<-table.element(a,rownames(mysum$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')
}