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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 10:29:10 -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/t1259256596isq1f3iiloj2hze.htm/, Retrieved Sat, 27 Apr 2024 10:26:28 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60191, Retrieved Sat, 27 Apr 2024 10:26:28 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact87
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] [7d268329e554b8694908ba13e6e6f258]
-    D          [Multiple Regression] [ws7verbetering2] [2009-11-26 17:29:10] [5edea6bc5a9a9483633d9320282a2734] [Current]
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Dataseries X:
30.996	0	30.524	30.167	29.571	29.837
31.033	0	30.996	30.524	30.167	29.571
31.198	0	31.033	30.996	30.524	30.167
30.937	0	31.198	31.033	30.996	30.524
31.649	0	30.937	31.198	31.033	30.996
33.115	0	31.649	30.937	31.198	31.033
34.106	0	33.115	31.649	30.937	31.198
33.926	0	34.106	33.115	31.649	30.937
33.382	0	33.926	34.106	33.115	31.649
32.851	0	33.382	33.926	34.106	33.115
32.948	0	32.851	33.382	33.926	34.106
36.112	0	32.948	32.851	33.382	33.926
36.113	0	36.112	32.948	32.851	33.382
35.210	0	36.113	36.112	32.948	32.851
35.193	0	35.210	36.113	36.112	32.948
34.383	0	35.193	35.210	36.113	36.112
35.349	0	34.383	35.193	35.210	36.113
37.058	0	35.349	34.383	35.193	35.210
38.076	0	37.058	35.349	34.383	35.193
36.630	0	38.076	37.058	35.349	34.383
36.045	0	36.630	38.076	37.058	35.349
35.638	0	36.045	36.630	38.076	37.058
35.114	0	35.638	36.045	36.630	38.076
35.465	0	35.114	35.638	36.045	36.630
35.254	0	35.465	35.114	35.638	36.045
35.299	0	35.254	35.465	35.114	35.638
35.916	0	35.299	35.254	35.465	35.114
36.683	0	35.916	35.299	35.254	35.465
37.288	0	36.683	35.916	35.299	35.254
38.536	0	37.288	36.683	35.916	35.299
38.977	0	38.536	37.288	36.683	35.916
36.407	0	38.977	38.536	37.288	36.683
34.955	0	36.407	38.977	38.536	37.288
34.951	0	34.955	36.407	38.977	38.536
32.680	0	34.951	34.955	36.407	38.977
34.791	0	32.680	34.951	34.955	36.407
34.178	0	34.791	32.680	34.951	34.955
35.213	0	34.178	34.791	32.680	34.951
34.871	0	35.213	34.178	34.791	32.680
35.299	0	34.871	35.213	34.178	34.791
35.443	0	35.299	34.871	35.213	34.178
37.108	0	35.443	35.299	34.871	35.213
36.419	0	37.108	35.443	35.299	34.871
34.471	0	36.419	37.108	35.443	35.299
33.868	0	34.471	36.419	37.108	35.443
34.385	0	33.868	34.471	36.419	37.108
33.643	1	34.385	33.868	34.471	36.419
34.627	1	33.643	34.385	33.868	34.471
32.919	1	34.627	33.643	34.385	33.868
35.500	1	32.919	34.627	33.643	34.385
36.110	1	35.500	32.919	34.627	33.643
37.086	1	36.110	35.500	32.919	34.627
37.711	1	37.086	36.110	35.500	32.919
40.427	1	37.711	37.086	36.110	35.500
39.884	1	40.427	37.711	37.086	36.110
38.512	1	39.884	40.427	37.711	37.086
38.767	1	38.512	39.884	40.427	37.711




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=60191&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=60191&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60191&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] = + 4.25594081528187 + 0.720234616005331crisis[t] + 0.856141359397383`Yt-1`[t] + 0.0821221882076306`Yt-2`[t] -0.250361502036348`Yt-3`[t] + 0.228921383100153`Yt-4`[t] -1.70906219387124M1[t] -1.01532730724768M2[t] -0.767054591316031M3[t] -1.18454400203984M4[t] -0.537866020905931M5[t] + 0.613409664166027M6[t] -0.685453433357246M7[t] -2.43197864185542M8[t] -1.44235537582931M9[t] -1.1955274997821M10[t] -2.55721615948579M11[t] -0.00737361908607257t + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
saldo_zichtrek[t] =  +  4.25594081528187 +  0.720234616005331crisis[t] +  0.856141359397383`Yt-1`[t] +  0.0821221882076306`Yt-2`[t] -0.250361502036348`Yt-3`[t] +  0.228921383100153`Yt-4`[t] -1.70906219387124M1[t] -1.01532730724768M2[t] -0.767054591316031M3[t] -1.18454400203984M4[t] -0.537866020905931M5[t] +  0.613409664166027M6[t] -0.685453433357246M7[t] -2.43197864185542M8[t] -1.44235537582931M9[t] -1.1955274997821M10[t] -2.55721615948579M11[t] -0.00737361908607257t  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60191&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]saldo_zichtrek[t] =  +  4.25594081528187 +  0.720234616005331crisis[t] +  0.856141359397383`Yt-1`[t] +  0.0821221882076306`Yt-2`[t] -0.250361502036348`Yt-3`[t] +  0.228921383100153`Yt-4`[t] -1.70906219387124M1[t] -1.01532730724768M2[t] -0.767054591316031M3[t] -1.18454400203984M4[t] -0.537866020905931M5[t] +  0.613409664166027M6[t] -0.685453433357246M7[t] -2.43197864185542M8[t] -1.44235537582931M9[t] -1.1955274997821M10[t] -2.55721615948579M11[t] -0.00737361908607257t  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60191&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60191&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] = + 4.25594081528187 + 0.720234616005331crisis[t] + 0.856141359397383`Yt-1`[t] + 0.0821221882076306`Yt-2`[t] -0.250361502036348`Yt-3`[t] + 0.228921383100153`Yt-4`[t] -1.70906219387124M1[t] -1.01532730724768M2[t] -0.767054591316031M3[t] -1.18454400203984M4[t] -0.537866020905931M5[t] + 0.613409664166027M6[t] -0.685453433357246M7[t] -2.43197864185542M8[t] -1.44235537582931M9[t] -1.1955274997821M10[t] -2.55721615948579M11[t] -0.00737361908607257t + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)4.255940815281872.7811551.53030.134020.06701
crisis0.7202346160053310.450111.60010.1176410.05882
`Yt-1`0.8561413593973830.154995.52392e-061e-06
`Yt-2`0.08212218820763060.1945230.42220.6752180.337609
`Yt-3`-0.2503615020363480.192694-1.29930.2014790.10074
`Yt-4`0.2289213831001530.1607641.4240.1624120.081206
M1-1.709062193871240.635516-2.68930.0104820.005241
M2-1.015327307247680.596114-1.70320.096480.04824
M3-0.7670545913160310.660432-1.16140.2525210.12626
M4-1.184544002039840.57887-2.04630.047510.023755
M5-0.5378660209059310.604839-0.88930.379310.189655
M60.6134096641660270.6088851.00740.3199370.159969
M7-0.6854534333572460.714932-0.95880.3435820.171791
M8-2.431978641855420.705807-3.44570.0013770.000689
M9-1.442355375829310.686764-2.10020.0422270.021113
M10-1.19552749978210.627557-1.90510.0641660.032083
M11-2.557216159485790.609255-4.19730.0001517.6e-05
t-0.007373619086072570.013092-0.56320.5765020.288251

\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) & 4.25594081528187 & 2.781155 & 1.5303 & 0.13402 & 0.06701 \tabularnewline
crisis & 0.720234616005331 & 0.45011 & 1.6001 & 0.117641 & 0.05882 \tabularnewline
`Yt-1` & 0.856141359397383 & 0.15499 & 5.5239 & 2e-06 & 1e-06 \tabularnewline
`Yt-2` & 0.0821221882076306 & 0.194523 & 0.4222 & 0.675218 & 0.337609 \tabularnewline
`Yt-3` & -0.250361502036348 & 0.192694 & -1.2993 & 0.201479 & 0.10074 \tabularnewline
`Yt-4` & 0.228921383100153 & 0.160764 & 1.424 & 0.162412 & 0.081206 \tabularnewline
M1 & -1.70906219387124 & 0.635516 & -2.6893 & 0.010482 & 0.005241 \tabularnewline
M2 & -1.01532730724768 & 0.596114 & -1.7032 & 0.09648 & 0.04824 \tabularnewline
M3 & -0.767054591316031 & 0.660432 & -1.1614 & 0.252521 & 0.12626 \tabularnewline
M4 & -1.18454400203984 & 0.57887 & -2.0463 & 0.04751 & 0.023755 \tabularnewline
M5 & -0.537866020905931 & 0.604839 & -0.8893 & 0.37931 & 0.189655 \tabularnewline
M6 & 0.613409664166027 & 0.608885 & 1.0074 & 0.319937 & 0.159969 \tabularnewline
M7 & -0.685453433357246 & 0.714932 & -0.9588 & 0.343582 & 0.171791 \tabularnewline
M8 & -2.43197864185542 & 0.705807 & -3.4457 & 0.001377 & 0.000689 \tabularnewline
M9 & -1.44235537582931 & 0.686764 & -2.1002 & 0.042227 & 0.021113 \tabularnewline
M10 & -1.1955274997821 & 0.627557 & -1.9051 & 0.064166 & 0.032083 \tabularnewline
M11 & -2.55721615948579 & 0.609255 & -4.1973 & 0.000151 & 7.6e-05 \tabularnewline
t & -0.00737361908607257 & 0.013092 & -0.5632 & 0.576502 & 0.288251 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60191&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]4.25594081528187[/C][C]2.781155[/C][C]1.5303[/C][C]0.13402[/C][C]0.06701[/C][/ROW]
[ROW][C]crisis[/C][C]0.720234616005331[/C][C]0.45011[/C][C]1.6001[/C][C]0.117641[/C][C]0.05882[/C][/ROW]
[ROW][C]`Yt-1`[/C][C]0.856141359397383[/C][C]0.15499[/C][C]5.5239[/C][C]2e-06[/C][C]1e-06[/C][/ROW]
[ROW][C]`Yt-2`[/C][C]0.0821221882076306[/C][C]0.194523[/C][C]0.4222[/C][C]0.675218[/C][C]0.337609[/C][/ROW]
[ROW][C]`Yt-3`[/C][C]-0.250361502036348[/C][C]0.192694[/C][C]-1.2993[/C][C]0.201479[/C][C]0.10074[/C][/ROW]
[ROW][C]`Yt-4`[/C][C]0.228921383100153[/C][C]0.160764[/C][C]1.424[/C][C]0.162412[/C][C]0.081206[/C][/ROW]
[ROW][C]M1[/C][C]-1.70906219387124[/C][C]0.635516[/C][C]-2.6893[/C][C]0.010482[/C][C]0.005241[/C][/ROW]
[ROW][C]M2[/C][C]-1.01532730724768[/C][C]0.596114[/C][C]-1.7032[/C][C]0.09648[/C][C]0.04824[/C][/ROW]
[ROW][C]M3[/C][C]-0.767054591316031[/C][C]0.660432[/C][C]-1.1614[/C][C]0.252521[/C][C]0.12626[/C][/ROW]
[ROW][C]M4[/C][C]-1.18454400203984[/C][C]0.57887[/C][C]-2.0463[/C][C]0.04751[/C][C]0.023755[/C][/ROW]
[ROW][C]M5[/C][C]-0.537866020905931[/C][C]0.604839[/C][C]-0.8893[/C][C]0.37931[/C][C]0.189655[/C][/ROW]
[ROW][C]M6[/C][C]0.613409664166027[/C][C]0.608885[/C][C]1.0074[/C][C]0.319937[/C][C]0.159969[/C][/ROW]
[ROW][C]M7[/C][C]-0.685453433357246[/C][C]0.714932[/C][C]-0.9588[/C][C]0.343582[/C][C]0.171791[/C][/ROW]
[ROW][C]M8[/C][C]-2.43197864185542[/C][C]0.705807[/C][C]-3.4457[/C][C]0.001377[/C][C]0.000689[/C][/ROW]
[ROW][C]M9[/C][C]-1.44235537582931[/C][C]0.686764[/C][C]-2.1002[/C][C]0.042227[/C][C]0.021113[/C][/ROW]
[ROW][C]M10[/C][C]-1.1955274997821[/C][C]0.627557[/C][C]-1.9051[/C][C]0.064166[/C][C]0.032083[/C][/ROW]
[ROW][C]M11[/C][C]-2.55721615948579[/C][C]0.609255[/C][C]-4.1973[/C][C]0.000151[/C][C]7.6e-05[/C][/ROW]
[ROW][C]t[/C][C]-0.00737361908607257[/C][C]0.013092[/C][C]-0.5632[/C][C]0.576502[/C][C]0.288251[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60191&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60191&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)4.255940815281872.7811551.53030.134020.06701
crisis0.7202346160053310.450111.60010.1176410.05882
`Yt-1`0.8561413593973830.154995.52392e-061e-06
`Yt-2`0.08212218820763060.1945230.42220.6752180.337609
`Yt-3`-0.2503615020363480.192694-1.29930.2014790.10074
`Yt-4`0.2289213831001530.1607641.4240.1624120.081206
M1-1.709062193871240.635516-2.68930.0104820.005241
M2-1.015327307247680.596114-1.70320.096480.04824
M3-0.7670545913160310.660432-1.16140.2525210.12626
M4-1.184544002039840.57887-2.04630.047510.023755
M5-0.5378660209059310.604839-0.88930.379310.189655
M60.6134096641660270.6088851.00740.3199370.159969
M7-0.6854534333572460.714932-0.95880.3435820.171791
M8-2.431978641855420.705807-3.44570.0013770.000689
M9-1.442355375829310.686764-2.10020.0422270.021113
M10-1.19552749978210.627557-1.90510.0641660.032083
M11-2.557216159485790.609255-4.19730.0001517.6e-05
t-0.007373619086072570.013092-0.56320.5765020.288251







Multiple Linear Regression - Regression Statistics
Multiple R0.951284299126547
R-squared0.904941817764685
Adjusted R-squared0.86350619986724
F-TEST (value)21.8397085329934
F-TEST (DF numerator)17
F-TEST (DF denominator)39
p-value8.32667268468867e-15
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.797997887006061
Sum Squared Residuals24.8352244789794

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.951284299126547 \tabularnewline
R-squared & 0.904941817764685 \tabularnewline
Adjusted R-squared & 0.86350619986724 \tabularnewline
F-TEST (value) & 21.8397085329934 \tabularnewline
F-TEST (DF numerator) & 17 \tabularnewline
F-TEST (DF denominator) & 39 \tabularnewline
p-value & 8.32667268468867e-15 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 0.797997887006061 \tabularnewline
Sum Squared Residuals & 24.8352244789794 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60191&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.951284299126547[/C][/ROW]
[ROW][C]R-squared[/C][C]0.904941817764685[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]0.86350619986724[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]21.8397085329934[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]17[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]39[/C][/ROW]
[ROW][C]p-value[/C][C]8.32667268468867e-15[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C]0.797997887006061[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]24.8352244789794[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60191&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60191&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 R0.951284299126547
R-squared0.904941817764685
Adjusted R-squared0.86350619986724
F-TEST (value)21.8397085329934
F-TEST (DF numerator)17
F-TEST (DF denominator)39
p-value8.32667268468867e-15
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.797997887006061
Sum Squared Residuals24.8352244789794







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
130.99630.57663123907220.419368760927771
231.03331.4863003063172-0.453300306317151
331.19831.8446963943952-0.64669639439516
430.93731.5276895146551-0.590689514655115
531.64932.0558786602024-0.406878660202423
633.11533.7550799262958-0.640079926295762
734.10633.86553382080980.240466179190174
833.92632.84245633786181.08354366213825
933.38233.5479456914060-0.16594569140605
1032.85133.3943675540844-0.543367554084434
1132.94831.79794590408851.15005409591149
1236.11234.48221808256131.62978191743874
1336.11335.49098810816820.622011891831774
1435.2136.2921978004303-1.08219780043035
1535.19334.9901449536460.202855046353993
1634.38335.2006280794017-0.817628079401719
1735.34935.3713672208601-0.0223672208600803
1837.05837.0733230041708-0.0153230041708290
1938.07637.50846305771690.56753694228308
2036.6336.33918742236780.290812577632183
2136.04535.96032730030920.0846726996907642
2235.63835.7165488125198-0.0785488125198321
2335.11434.54606022029440.567939779705613
2435.46536.4293021164978-0.964302116497802
2535.25434.93831801628340.315681983716615
2635.29935.5108767691942-0.211876769194184
2735.91635.56514275354160.350857246458405
2836.68335.80539212334710.87760787665294
2937.28837.09245761875100.195542381248963
3038.53638.6731413410107-0.137141341010666
3138.97738.43427018610580.542729813894208
3236.40737.1845321810047-0.777532181004741
3334.95535.8287607015273-0.873760701527295
3434.95134.78932814466080.161671855339216
3532.6834.0419832733365-1.36198327333654
3634.79134.42239724418130.368602755818647
3734.17833.99538394923910.182616050760897
3835.21334.89794578836450.315054211635549
3934.87134.9262166989959-0.0552166989958623
4035.29934.93027442953970.368725570460320
4135.44335.5084685425946-0.0654685425945736
4237.10837.1333605260916-0.0253605260916374
4336.41937.078978932089-0.659978932089023
4434.47134.9338584469193-0.462858446919319
4533.86833.80787531635410.0601246836459072
4634.38533.92475548873490.46024451126505
4733.64333.9990106022806-0.356010602280565
4834.62735.6610825567596-1.03408255675958
4932.91934.4586786872371-1.53967868723706
5035.534.06767933569391.43232066430613
5136.1135.96179919942140.148200800578625
5237.08636.92401585305640.161984146943574
5337.71137.41182795759190.299172042408114
5440.42739.60909520243110.817904797568894
5539.88440.5747540032784-0.690754003278439
5638.51238.6459656118464-0.133965611846371
5738.76737.87209099040330.894909009596673

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 30.996 & 30.5766312390722 & 0.419368760927771 \tabularnewline
2 & 31.033 & 31.4863003063172 & -0.453300306317151 \tabularnewline
3 & 31.198 & 31.8446963943952 & -0.64669639439516 \tabularnewline
4 & 30.937 & 31.5276895146551 & -0.590689514655115 \tabularnewline
5 & 31.649 & 32.0558786602024 & -0.406878660202423 \tabularnewline
6 & 33.115 & 33.7550799262958 & -0.640079926295762 \tabularnewline
7 & 34.106 & 33.8655338208098 & 0.240466179190174 \tabularnewline
8 & 33.926 & 32.8424563378618 & 1.08354366213825 \tabularnewline
9 & 33.382 & 33.5479456914060 & -0.16594569140605 \tabularnewline
10 & 32.851 & 33.3943675540844 & -0.543367554084434 \tabularnewline
11 & 32.948 & 31.7979459040885 & 1.15005409591149 \tabularnewline
12 & 36.112 & 34.4822180825613 & 1.62978191743874 \tabularnewline
13 & 36.113 & 35.4909881081682 & 0.622011891831774 \tabularnewline
14 & 35.21 & 36.2921978004303 & -1.08219780043035 \tabularnewline
15 & 35.193 & 34.990144953646 & 0.202855046353993 \tabularnewline
16 & 34.383 & 35.2006280794017 & -0.817628079401719 \tabularnewline
17 & 35.349 & 35.3713672208601 & -0.0223672208600803 \tabularnewline
18 & 37.058 & 37.0733230041708 & -0.0153230041708290 \tabularnewline
19 & 38.076 & 37.5084630577169 & 0.56753694228308 \tabularnewline
20 & 36.63 & 36.3391874223678 & 0.290812577632183 \tabularnewline
21 & 36.045 & 35.9603273003092 & 0.0846726996907642 \tabularnewline
22 & 35.638 & 35.7165488125198 & -0.0785488125198321 \tabularnewline
23 & 35.114 & 34.5460602202944 & 0.567939779705613 \tabularnewline
24 & 35.465 & 36.4293021164978 & -0.964302116497802 \tabularnewline
25 & 35.254 & 34.9383180162834 & 0.315681983716615 \tabularnewline
26 & 35.299 & 35.5108767691942 & -0.211876769194184 \tabularnewline
27 & 35.916 & 35.5651427535416 & 0.350857246458405 \tabularnewline
28 & 36.683 & 35.8053921233471 & 0.87760787665294 \tabularnewline
29 & 37.288 & 37.0924576187510 & 0.195542381248963 \tabularnewline
30 & 38.536 & 38.6731413410107 & -0.137141341010666 \tabularnewline
31 & 38.977 & 38.4342701861058 & 0.542729813894208 \tabularnewline
32 & 36.407 & 37.1845321810047 & -0.777532181004741 \tabularnewline
33 & 34.955 & 35.8287607015273 & -0.873760701527295 \tabularnewline
34 & 34.951 & 34.7893281446608 & 0.161671855339216 \tabularnewline
35 & 32.68 & 34.0419832733365 & -1.36198327333654 \tabularnewline
36 & 34.791 & 34.4223972441813 & 0.368602755818647 \tabularnewline
37 & 34.178 & 33.9953839492391 & 0.182616050760897 \tabularnewline
38 & 35.213 & 34.8979457883645 & 0.315054211635549 \tabularnewline
39 & 34.871 & 34.9262166989959 & -0.0552166989958623 \tabularnewline
40 & 35.299 & 34.9302744295397 & 0.368725570460320 \tabularnewline
41 & 35.443 & 35.5084685425946 & -0.0654685425945736 \tabularnewline
42 & 37.108 & 37.1333605260916 & -0.0253605260916374 \tabularnewline
43 & 36.419 & 37.078978932089 & -0.659978932089023 \tabularnewline
44 & 34.471 & 34.9338584469193 & -0.462858446919319 \tabularnewline
45 & 33.868 & 33.8078753163541 & 0.0601246836459072 \tabularnewline
46 & 34.385 & 33.9247554887349 & 0.46024451126505 \tabularnewline
47 & 33.643 & 33.9990106022806 & -0.356010602280565 \tabularnewline
48 & 34.627 & 35.6610825567596 & -1.03408255675958 \tabularnewline
49 & 32.919 & 34.4586786872371 & -1.53967868723706 \tabularnewline
50 & 35.5 & 34.0676793356939 & 1.43232066430613 \tabularnewline
51 & 36.11 & 35.9617991994214 & 0.148200800578625 \tabularnewline
52 & 37.086 & 36.9240158530564 & 0.161984146943574 \tabularnewline
53 & 37.711 & 37.4118279575919 & 0.299172042408114 \tabularnewline
54 & 40.427 & 39.6090952024311 & 0.817904797568894 \tabularnewline
55 & 39.884 & 40.5747540032784 & -0.690754003278439 \tabularnewline
56 & 38.512 & 38.6459656118464 & -0.133965611846371 \tabularnewline
57 & 38.767 & 37.8720909904033 & 0.894909009596673 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60191&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]30.996[/C][C]30.5766312390722[/C][C]0.419368760927771[/C][/ROW]
[ROW][C]2[/C][C]31.033[/C][C]31.4863003063172[/C][C]-0.453300306317151[/C][/ROW]
[ROW][C]3[/C][C]31.198[/C][C]31.8446963943952[/C][C]-0.64669639439516[/C][/ROW]
[ROW][C]4[/C][C]30.937[/C][C]31.5276895146551[/C][C]-0.590689514655115[/C][/ROW]
[ROW][C]5[/C][C]31.649[/C][C]32.0558786602024[/C][C]-0.406878660202423[/C][/ROW]
[ROW][C]6[/C][C]33.115[/C][C]33.7550799262958[/C][C]-0.640079926295762[/C][/ROW]
[ROW][C]7[/C][C]34.106[/C][C]33.8655338208098[/C][C]0.240466179190174[/C][/ROW]
[ROW][C]8[/C][C]33.926[/C][C]32.8424563378618[/C][C]1.08354366213825[/C][/ROW]
[ROW][C]9[/C][C]33.382[/C][C]33.5479456914060[/C][C]-0.16594569140605[/C][/ROW]
[ROW][C]10[/C][C]32.851[/C][C]33.3943675540844[/C][C]-0.543367554084434[/C][/ROW]
[ROW][C]11[/C][C]32.948[/C][C]31.7979459040885[/C][C]1.15005409591149[/C][/ROW]
[ROW][C]12[/C][C]36.112[/C][C]34.4822180825613[/C][C]1.62978191743874[/C][/ROW]
[ROW][C]13[/C][C]36.113[/C][C]35.4909881081682[/C][C]0.622011891831774[/C][/ROW]
[ROW][C]14[/C][C]35.21[/C][C]36.2921978004303[/C][C]-1.08219780043035[/C][/ROW]
[ROW][C]15[/C][C]35.193[/C][C]34.990144953646[/C][C]0.202855046353993[/C][/ROW]
[ROW][C]16[/C][C]34.383[/C][C]35.2006280794017[/C][C]-0.817628079401719[/C][/ROW]
[ROW][C]17[/C][C]35.349[/C][C]35.3713672208601[/C][C]-0.0223672208600803[/C][/ROW]
[ROW][C]18[/C][C]37.058[/C][C]37.0733230041708[/C][C]-0.0153230041708290[/C][/ROW]
[ROW][C]19[/C][C]38.076[/C][C]37.5084630577169[/C][C]0.56753694228308[/C][/ROW]
[ROW][C]20[/C][C]36.63[/C][C]36.3391874223678[/C][C]0.290812577632183[/C][/ROW]
[ROW][C]21[/C][C]36.045[/C][C]35.9603273003092[/C][C]0.0846726996907642[/C][/ROW]
[ROW][C]22[/C][C]35.638[/C][C]35.7165488125198[/C][C]-0.0785488125198321[/C][/ROW]
[ROW][C]23[/C][C]35.114[/C][C]34.5460602202944[/C][C]0.567939779705613[/C][/ROW]
[ROW][C]24[/C][C]35.465[/C][C]36.4293021164978[/C][C]-0.964302116497802[/C][/ROW]
[ROW][C]25[/C][C]35.254[/C][C]34.9383180162834[/C][C]0.315681983716615[/C][/ROW]
[ROW][C]26[/C][C]35.299[/C][C]35.5108767691942[/C][C]-0.211876769194184[/C][/ROW]
[ROW][C]27[/C][C]35.916[/C][C]35.5651427535416[/C][C]0.350857246458405[/C][/ROW]
[ROW][C]28[/C][C]36.683[/C][C]35.8053921233471[/C][C]0.87760787665294[/C][/ROW]
[ROW][C]29[/C][C]37.288[/C][C]37.0924576187510[/C][C]0.195542381248963[/C][/ROW]
[ROW][C]30[/C][C]38.536[/C][C]38.6731413410107[/C][C]-0.137141341010666[/C][/ROW]
[ROW][C]31[/C][C]38.977[/C][C]38.4342701861058[/C][C]0.542729813894208[/C][/ROW]
[ROW][C]32[/C][C]36.407[/C][C]37.1845321810047[/C][C]-0.777532181004741[/C][/ROW]
[ROW][C]33[/C][C]34.955[/C][C]35.8287607015273[/C][C]-0.873760701527295[/C][/ROW]
[ROW][C]34[/C][C]34.951[/C][C]34.7893281446608[/C][C]0.161671855339216[/C][/ROW]
[ROW][C]35[/C][C]32.68[/C][C]34.0419832733365[/C][C]-1.36198327333654[/C][/ROW]
[ROW][C]36[/C][C]34.791[/C][C]34.4223972441813[/C][C]0.368602755818647[/C][/ROW]
[ROW][C]37[/C][C]34.178[/C][C]33.9953839492391[/C][C]0.182616050760897[/C][/ROW]
[ROW][C]38[/C][C]35.213[/C][C]34.8979457883645[/C][C]0.315054211635549[/C][/ROW]
[ROW][C]39[/C][C]34.871[/C][C]34.9262166989959[/C][C]-0.0552166989958623[/C][/ROW]
[ROW][C]40[/C][C]35.299[/C][C]34.9302744295397[/C][C]0.368725570460320[/C][/ROW]
[ROW][C]41[/C][C]35.443[/C][C]35.5084685425946[/C][C]-0.0654685425945736[/C][/ROW]
[ROW][C]42[/C][C]37.108[/C][C]37.1333605260916[/C][C]-0.0253605260916374[/C][/ROW]
[ROW][C]43[/C][C]36.419[/C][C]37.078978932089[/C][C]-0.659978932089023[/C][/ROW]
[ROW][C]44[/C][C]34.471[/C][C]34.9338584469193[/C][C]-0.462858446919319[/C][/ROW]
[ROW][C]45[/C][C]33.868[/C][C]33.8078753163541[/C][C]0.0601246836459072[/C][/ROW]
[ROW][C]46[/C][C]34.385[/C][C]33.9247554887349[/C][C]0.46024451126505[/C][/ROW]
[ROW][C]47[/C][C]33.643[/C][C]33.9990106022806[/C][C]-0.356010602280565[/C][/ROW]
[ROW][C]48[/C][C]34.627[/C][C]35.6610825567596[/C][C]-1.03408255675958[/C][/ROW]
[ROW][C]49[/C][C]32.919[/C][C]34.4586786872371[/C][C]-1.53967868723706[/C][/ROW]
[ROW][C]50[/C][C]35.5[/C][C]34.0676793356939[/C][C]1.43232066430613[/C][/ROW]
[ROW][C]51[/C][C]36.11[/C][C]35.9617991994214[/C][C]0.148200800578625[/C][/ROW]
[ROW][C]52[/C][C]37.086[/C][C]36.9240158530564[/C][C]0.161984146943574[/C][/ROW]
[ROW][C]53[/C][C]37.711[/C][C]37.4118279575919[/C][C]0.299172042408114[/C][/ROW]
[ROW][C]54[/C][C]40.427[/C][C]39.6090952024311[/C][C]0.817904797568894[/C][/ROW]
[ROW][C]55[/C][C]39.884[/C][C]40.5747540032784[/C][C]-0.690754003278439[/C][/ROW]
[ROW][C]56[/C][C]38.512[/C][C]38.6459656118464[/C][C]-0.133965611846371[/C][/ROW]
[ROW][C]57[/C][C]38.767[/C][C]37.8720909904033[/C][C]0.894909009596673[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60191&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60191&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
130.99630.57663123907220.419368760927771
231.03331.4863003063172-0.453300306317151
331.19831.8446963943952-0.64669639439516
430.93731.5276895146551-0.590689514655115
531.64932.0558786602024-0.406878660202423
633.11533.7550799262958-0.640079926295762
734.10633.86553382080980.240466179190174
833.92632.84245633786181.08354366213825
933.38233.5479456914060-0.16594569140605
1032.85133.3943675540844-0.543367554084434
1132.94831.79794590408851.15005409591149
1236.11234.48221808256131.62978191743874
1336.11335.49098810816820.622011891831774
1435.2136.2921978004303-1.08219780043035
1535.19334.9901449536460.202855046353993
1634.38335.2006280794017-0.817628079401719
1735.34935.3713672208601-0.0223672208600803
1837.05837.0733230041708-0.0153230041708290
1938.07637.50846305771690.56753694228308
2036.6336.33918742236780.290812577632183
2136.04535.96032730030920.0846726996907642
2235.63835.7165488125198-0.0785488125198321
2335.11434.54606022029440.567939779705613
2435.46536.4293021164978-0.964302116497802
2535.25434.93831801628340.315681983716615
2635.29935.5108767691942-0.211876769194184
2735.91635.56514275354160.350857246458405
2836.68335.80539212334710.87760787665294
2937.28837.09245761875100.195542381248963
3038.53638.6731413410107-0.137141341010666
3138.97738.43427018610580.542729813894208
3236.40737.1845321810047-0.777532181004741
3334.95535.8287607015273-0.873760701527295
3434.95134.78932814466080.161671855339216
3532.6834.0419832733365-1.36198327333654
3634.79134.42239724418130.368602755818647
3734.17833.99538394923910.182616050760897
3835.21334.89794578836450.315054211635549
3934.87134.9262166989959-0.0552166989958623
4035.29934.93027442953970.368725570460320
4135.44335.5084685425946-0.0654685425945736
4237.10837.1333605260916-0.0253605260916374
4336.41937.078978932089-0.659978932089023
4434.47134.9338584469193-0.462858446919319
4533.86833.80787531635410.0601246836459072
4634.38533.92475548873490.46024451126505
4733.64333.9990106022806-0.356010602280565
4834.62735.6610825567596-1.03408255675958
4932.91934.4586786872371-1.53967868723706
5035.534.06767933569391.43232066430613
5136.1135.96179919942140.148200800578625
5237.08636.92401585305640.161984146943574
5337.71137.41182795759190.299172042408114
5440.42739.60909520243110.817904797568894
5539.88440.5747540032784-0.690754003278439
5638.51238.6459656118464-0.133965611846371
5738.76737.87209099040330.894909009596673







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
210.3093589677958880.6187179355917750.690641032204112
220.1616140613279920.3232281226559830.838385938672008
230.139887100297930.279774200595860.86011289970207
240.4490712550695680.8981425101391370.550928744930432
250.4982169364911790.9964338729823590.501783063508821
260.5718289883765960.8563420232468070.428171011623404
270.5386464350732170.9227071298535670.461353564926783
280.5548325427945640.8903349144108720.445167457205436
290.4748169500122490.9496339000244970.525183049987751
300.3523339135672860.7046678271345720.647666086432714
310.5550474180147220.8899051639705570.444952581985278
320.5653038766467630.8693922467064740.434696123353237
330.4429629969345550.885925993869110.557037003065445
340.3091418755706770.6182837511413540.690858124429323
350.6151497942555180.7697004114889640.384850205744482
360.6697538660552790.6604922678894430.330246133944721

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
21 & 0.309358967795888 & 0.618717935591775 & 0.690641032204112 \tabularnewline
22 & 0.161614061327992 & 0.323228122655983 & 0.838385938672008 \tabularnewline
23 & 0.13988710029793 & 0.27977420059586 & 0.86011289970207 \tabularnewline
24 & 0.449071255069568 & 0.898142510139137 & 0.550928744930432 \tabularnewline
25 & 0.498216936491179 & 0.996433872982359 & 0.501783063508821 \tabularnewline
26 & 0.571828988376596 & 0.856342023246807 & 0.428171011623404 \tabularnewline
27 & 0.538646435073217 & 0.922707129853567 & 0.461353564926783 \tabularnewline
28 & 0.554832542794564 & 0.890334914410872 & 0.445167457205436 \tabularnewline
29 & 0.474816950012249 & 0.949633900024497 & 0.525183049987751 \tabularnewline
30 & 0.352333913567286 & 0.704667827134572 & 0.647666086432714 \tabularnewline
31 & 0.555047418014722 & 0.889905163970557 & 0.444952581985278 \tabularnewline
32 & 0.565303876646763 & 0.869392246706474 & 0.434696123353237 \tabularnewline
33 & 0.442962996934555 & 0.88592599386911 & 0.557037003065445 \tabularnewline
34 & 0.309141875570677 & 0.618283751141354 & 0.690858124429323 \tabularnewline
35 & 0.615149794255518 & 0.769700411488964 & 0.384850205744482 \tabularnewline
36 & 0.669753866055279 & 0.660492267889443 & 0.330246133944721 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60191&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]21[/C][C]0.309358967795888[/C][C]0.618717935591775[/C][C]0.690641032204112[/C][/ROW]
[ROW][C]22[/C][C]0.161614061327992[/C][C]0.323228122655983[/C][C]0.838385938672008[/C][/ROW]
[ROW][C]23[/C][C]0.13988710029793[/C][C]0.27977420059586[/C][C]0.86011289970207[/C][/ROW]
[ROW][C]24[/C][C]0.449071255069568[/C][C]0.898142510139137[/C][C]0.550928744930432[/C][/ROW]
[ROW][C]25[/C][C]0.498216936491179[/C][C]0.996433872982359[/C][C]0.501783063508821[/C][/ROW]
[ROW][C]26[/C][C]0.571828988376596[/C][C]0.856342023246807[/C][C]0.428171011623404[/C][/ROW]
[ROW][C]27[/C][C]0.538646435073217[/C][C]0.922707129853567[/C][C]0.461353564926783[/C][/ROW]
[ROW][C]28[/C][C]0.554832542794564[/C][C]0.890334914410872[/C][C]0.445167457205436[/C][/ROW]
[ROW][C]29[/C][C]0.474816950012249[/C][C]0.949633900024497[/C][C]0.525183049987751[/C][/ROW]
[ROW][C]30[/C][C]0.352333913567286[/C][C]0.704667827134572[/C][C]0.647666086432714[/C][/ROW]
[ROW][C]31[/C][C]0.555047418014722[/C][C]0.889905163970557[/C][C]0.444952581985278[/C][/ROW]
[ROW][C]32[/C][C]0.565303876646763[/C][C]0.869392246706474[/C][C]0.434696123353237[/C][/ROW]
[ROW][C]33[/C][C]0.442962996934555[/C][C]0.88592599386911[/C][C]0.557037003065445[/C][/ROW]
[ROW][C]34[/C][C]0.309141875570677[/C][C]0.618283751141354[/C][C]0.690858124429323[/C][/ROW]
[ROW][C]35[/C][C]0.615149794255518[/C][C]0.769700411488964[/C][C]0.384850205744482[/C][/ROW]
[ROW][C]36[/C][C]0.669753866055279[/C][C]0.660492267889443[/C][C]0.330246133944721[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60191&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60191&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
210.3093589677958880.6187179355917750.690641032204112
220.1616140613279920.3232281226559830.838385938672008
230.139887100297930.279774200595860.86011289970207
240.4490712550695680.8981425101391370.550928744930432
250.4982169364911790.9964338729823590.501783063508821
260.5718289883765960.8563420232468070.428171011623404
270.5386464350732170.9227071298535670.461353564926783
280.5548325427945640.8903349144108720.445167457205436
290.4748169500122490.9496339000244970.525183049987751
300.3523339135672860.7046678271345720.647666086432714
310.5550474180147220.8899051639705570.444952581985278
320.5653038766467630.8693922467064740.434696123353237
330.4429629969345550.885925993869110.557037003065445
340.3091418755706770.6182837511413540.690858124429323
350.6151497942555180.7697004114889640.384850205744482
360.6697538660552790.6604922678894430.330246133944721







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

\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 & 0 & 0 & OK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60191&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]0[/C][C]0[/C][C]OK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60191&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60191&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 level00OK



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')
}