Home » date » 2010 » Dec » 02 »

*The author of this computation has been verified*
R Software Module: /rwasp_multipleregression.wasp (opens new window with default values)
Title produced by software: Multiple Regression
Date of computation: Thu, 02 Dec 2010 22:53:36 +0000
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/02/t1291330288vtjtozuicq4ftru.htm/, Retrieved Thu, 02 Dec 2010 23:51:28 +0100
 
BibTeX entries for LaTeX users:
@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2010/Dec/02/t1291330288vtjtozuicq4ftru.htm/},
    year = {2010},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2010},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
41 38 13 12 14 12 53 39 32 16 11 18 11 83 30 35 19 15 11 14 66 31 33 15 6 12 12 67 34 37 14 13 16 21 76 35 29 13 10 18 12 78 39 31 19 12 14 22 53 34 36 15 14 14 11 80 36 35 14 12 15 10 74 37 38 15 9 15 13 76 38 31 16 10 17 10 79 36 34 16 12 19 8 54 38 35 16 12 10 15 67 39 38 16 11 16 14 54 33 37 17 15 18 10 87 32 33 15 12 14 14 58 36 32 15 10 14 14 75 38 38 20 12 17 11 88 39 38 18 11 14 10 64 32 32 16 12 16 13 57 32 33 16 11 18 9.5 66 31 31 16 12 11 14 68 39 38 19 13 14 12 54 37 39 16 11 12 14 56 39 32 17 12 17 11 86 41 32 17 13 9 9 80 36 35 16 10 16 11 76 33 37 15 14 14 15 69 33 33 16 12 15 14 78 34 33 14 10 11 13 67 31 31 15 12 16 9 80 27 32 12 8 13 15 54 37 31 14 10 17 10 71 34 37 16 12 15 11 84 34 30 14 12 14 13 74 32 33 10 7 16 8 71 29 31 10 9 9 20 63 36 33 14 12 15 12 71 29 31 16 10 17 10 76 35 33 16 10 13 10 69 37 32 16 10 15 9 74 34 33 14 12 16 14 75 38 32 20 15 16 8 54 35 33 14 10 12 14 52 38 28 14 10 15 11 69 37 35 11 12 11 13 68 38 39 14 13 15 9 65 33 etc...
 
Output produced by software:

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


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time10 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Multiple Linear Regression - Estimated Regression Equation
Learning[t] = + 5.45153304933176 + 0.0321668940555693Connected[t] + 0.0427653888947305Separate[t] + 0.558489671132889Software[t] + 0.0702334998707423Happiness[t] -0.0311264244363009Depression[t] + 0.00747850801958796Belonging[t] -0.00491058171792578t + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)5.451533049331761.9427942.8060.0054010.0027
Connected0.03216689405556930.0344240.93440.3509670.175483
Separate0.04276538889473050.0350761.21920.2238860.111943
Software0.5584896711328890.05372610.395200
Happiness0.07023349987074230.0578091.21490.2255180.112759
Depression-0.03112642443630090.041759-0.74540.4567250.228362
Belonging0.007478508019587960.0118690.63010.5291910.264595
t-0.004910581717925780.00168-2.92270.003780.00189


Multiple Linear Regression - Regression Statistics
Multiple R0.667212929789437
R-squared0.445173093678205
Adjusted R-squared0.430002045458468
F-TEST (value)29.3435949336093
F-TEST (DF numerator)7
F-TEST (DF denominator)256
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation1.85421524491435
Sum Squared Residuals880.15722866503


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
11316.0985387854796-3.09853878547957
21615.75062807565610.249371924343878
31917.10632188991671.89367811008327
41512.16160524103182.83839475896816
51416.4017873467223-2.40178734672232
61314.8470133702108-1.84701337021082
71915.39411954043473.60588045956527
81517.1034911605066-2.10349116050658
91416.0596585119288-2.05965851192880
101514.46131972028220.538680279717761
111615.00398977859880.996010221401191
121616.1957780658441-0.195778065844100
131615.54520079549590.4547992045041
141615.49757042279100.502429577209042
151718.0026152345095-1.00261523450953
161515.4966907599622-0.496690759962225
171514.58783765963910.412162340360936
182016.42213291884223.57786708115779
191815.53184129240092.46815870759907
201615.5983979603540.401602039646012
211615.39447915384270.605520846157266
221615.21361417839330.786385821606707
231916.49214037872652.50785962127348
241615.16091922295150.839080777048501
251716.14837639146470.85162360853526
261716.22180307078000.778196929220023
271614.90835279021401.09164720978603
281516.8091087350265-1.80910873502655
291615.68482375194730.31517624805274
301414.263029558757-0.263029558756991
311515.7659606607022-0.765960660702232
321212.8492889523859-0.849288952385886
331414.8039620225922-0.803962022592169
341616.0017496144186-0.00174961441855307
351415.4902098814983-1.49020988149829
361013.0304769205532-3.0304769205532
371013.0355345646574-3.03553456465737
381415.7470324913881-1.74703249138812
391614.5545559199381.44544408006200
401614.49489392472291.50510607527713
411614.72053770649711.27946229350293
421415.7009510594818-1.70095105948177
432017.48712155669652.51287844330348
441414.1533777639022-0.153377763902221
451414.4623553291315-0.462355329131476
461115.4909495615117-4.49094956151171
471416.6307612737306-2.63076127373057
481515.1467421663187-0.146742166318651
491615.41787661632300.582123383676951
501415.6302473667626-1.63024736676259
511617.0252984963352-1.02529849633517
521414.1419408813432-0.141940881343219
531215.0171855791395-3.01718557913948
541616.0361860907356-0.0361860907355918
55911.3432897998035-2.34328979980353
561412.38497814452031.61502185547966
571615.85454010930220.145459890697824
581615.52988322876590.470116771234098
591515.1123930302181-0.112393030218104
601614.22106056522641.77893943477358
611211.55955340846610.440446591533868
621615.64068175553980.359318244460184
631616.5488168530774-0.5488168530774
641414.7109860019853-0.710986001985263
651615.30632115833420.69367884166577
661716.05418603320130.945813966798677
671816.33317707986111.6668229201389
681814.39588818744263.60411181255739
691215.8997083739692-3.89970837396924
701615.65157867302610.348421326973927
711013.4123806085750-3.41238060857495
721414.9242951062704-0.924295106270408
731816.92805867454331.07194132545668
741817.14098362391100.85901637608902
751615.23229487529480.767705124705193
761713.49188698970083.50811301029925
771616.419099992442-0.419099992441992
781614.53119884767541.46880115232456
791315.2165773344004-2.21657733440038
801615.14214025715680.857859742843152
811615.65862745062780.341372549372198
821615.76324083063160.236759169368357
831515.6434137240469-0.64341372404695
841514.88423238192270.115767618077311
851614.16073547223411.83926452776585
861414.1555692846506-0.155569284650592
871615.36748817802790.632511821972137
881614.87258884882471.12741115117526
891514.51948139025870.480518609741336
901213.9079725164080-1.90797251640802
911716.75849437545860.241505624541392
921615.80556191940360.194438080596368
931515.0531067912421-0.0531067912420973
941315.0298518503278-2.02985185032776
951614.74361333653481.25638666346519
961615.78824288132970.211757118670261
971613.67738396548952.32261603451052
981615.77370837563650.226291624363460
991414.4297816437613-0.429781643761329
1001616.9922981106499-0.992298110649857
1011614.67662466255271.32337533744731
1022017.45421844256342.54578155743657
1031514.23966037274950.76033962725048
1041614.95985844448531.04014155551469
1051314.8422042092773-1.84220420927732
1061715.70172996487481.29827003512525
1071615.70112345875230.29887654124773
1081614.35865146879431.64134853120572
1091212.3043422991135-0.304342299113488
1101615.28568089566040.714319104339589
1111615.99282714923440.00717285076563683
1121715.05640936909211.94359063090790
1131314.2811780773625-1.28117807736248
1141214.5798742612205-2.57987426122045
1151816.16147284443871.83852715556127
1161415.8657328435429-1.86573284354287
1171413.2288878289070.771112171092988
1181314.7929151358429-1.79291513584291
1191615.5203842062240.479615793776009
1201314.4292215835434-1.42922158354341
1211615.38542326764150.614576732358462
1221315.8212093173508-2.82120931735076
1231616.8545044640026-0.854504464002573
1241515.8437647974654-0.84376479746541
1251616.7849339139009-0.784933913900919
1261514.65872160107570.341278398924287
1271715.49058390584561.50941609415437
1281514.04825211200880.95174788799123
1291214.6858650734517-2.68586507345171
1301613.94027147954572.05972852045429
1311013.7239532443361-3.72395324433605
1321613.45833215416292.54166784583713
1331214.1659890224415-2.16598902244154
1341415.5440460090552-1.54404600905523
1351515.0836566962205-0.0836566962204945
1361312.11211273473090.887887265269134
1371514.53127780695890.468722193041143
1381113.4989500572246-2.49895005722464
1391213.0064804164844-1.00648041648441
1401113.3399564344920-2.33995643449198
1411612.85649991512233.14350008487773
1421513.64412442582351.35587557417653
1431716.84136395828370.158636041716296
1441614.12440384704751.87559615295252
1451013.2667514301310-3.26675143013095
1461815.49754546736302.50245453263695
1471314.9457512386837-1.94575123868367
1481614.84301010530701.15698989469303
1491312.827227670110.172772329889989
1501012.9004577169405-2.90045771694049
1511515.8784182905415-0.87841829054145
1521613.82486309168812.17513690831192
1531611.85258101474954.1474189852505
1541412.39630251826531.60369748173469
1551012.4816282956809-2.48162829568091
1561716.43930656379340.560693436206567
1571311.70668585473171.29331414526825
1581513.9009346604711.09906533952900
1591614.53739613320241.46260386679759
1601212.6989037635456-0.698903763545611
1611312.69310492059890.306895079401114
1621312.67020411464900.329795885350950
1631212.3813576310274-0.381357631027421
1641716.21309801790220.786901982097807
1651513.66822027825111.33177972174891
1661011.6197611469958-1.61976114699577
1671414.3441924705758-0.344192470575766
1681114.1943469919182-3.19434699191817
1691314.7895963339482-1.78959633394817
1701614.38719268389761.61280731610237
1711210.48153201795311.5184679820469
1721615.33778810465530.66221189534468
1731213.8444384221823-1.84443842218233
174911.3336124343809-2.3336124343809
1751214.9070414350127-2.90704143501267
1761514.47300757445320.526992425546806
1771212.2943276210920-0.294327621092033
1781212.6503684441930-0.650368444193032
1791413.79386819549250.206131804507505
1801213.2889048934373-1.28890489343725
1811615.00687376064150.99312623935851
1821111.4515058779588-0.451505877958785
1831916.70157676851062.29842323148939
1841515.1109818809655-0.110981880965518
185814.5969865862610-6.59698658626104
1861614.69893555689941.30106444310063
1871714.38958070849442.61041929150556
1881212.3486229107255-0.348622910725467
1891111.4120697144516-0.412069714451598
1901110.45496806318950.545031936810458
1911414.4364908904417-0.43649089044172
1921615.37642779828200.623572201717984
193129.722481419343272.27751858065673
1941614.08864046437771.9113595356223
1951313.6328845134380-0.632884513437977
1961514.99897541085330.00102458914674346
1971612.91262601217053.08737398782949
1981614.99194364506601.00805635493403
1991412.40763309691111.59236690308890
2001614.46036154757351.53963845242653
2011614.03332000290351.96667999709652
2021413.29546183599230.704538164007681
2031113.3129603848872-2.31296038488724
2041214.4949222642595-2.49492226425949
2051512.67787629914692.32212370085313
2061514.41883656983920.581163430160781
2071614.53201478385261.46798521614738
2081614.84312544615901.15687455384097
2091113.5801453187234-2.58014531872336
2101513.88855340965341.11144659034664
2111214.2037853885328-2.20378538853275
2121215.7224255491506-3.72242554915061
2131514.10907935897700.890920641023038
2141512.09057881164022.90942118835982
2151614.46474325730631.53525674269367
2161413.08051386717530.91948613282467
2171714.57487132482132.42512867517871
2181413.90492310732150.0950768926785433
2191311.83210547004741.16789452995262
2201515.1299096914369-0.129909691436880
2211314.5726876835671-1.57268768356711
2221413.89214896343540.107851036564569
2231514.19998768899480.800012311005213
2241213.0554532006112-1.05545320061118
2251312.26891749151280.731082508487175
226811.6573695969631-3.65736959696312
2271413.68327913284810.316720867151929
2281412.81428909454271.18571090545735
2291112.1978908737621-1.19789087376205
2301212.8303898458872-0.830389845887172
2311311.18548873836501.81451126163496
2321013.2189058291037-3.21890582910368
2331611.34878751132204.65121248867802
2341815.77375167331492.22624832668511
2351313.7266606548843-0.726660654884331
2361113.2215618348084-2.22156183480842
237410.9938193483991-6.99381934839915
2381314.1796817218455-1.17968172184545
2391614.13674396300881.86325603699123
2401011.5930618646107-1.59306186461067
2411212.1626452683162-0.162645268316152
2421213.3960154190304-1.39601541903038
243108.810367300487061.18963269951294
2441310.97974899918712.02025100081286
2451513.58020958912071.41979041087932
2461211.80713291791590.192867082084070
2471412.7458333034011.25416669659900
2481012.3830320431314-2.38303204313139
2491210.70456268355481.29543731644515
2501211.52224734561410.477752654385858
2511111.7208297915302-0.720829791530184
2521011.5207040112403-1.52070401124025
2531211.27374420882630.726255791173704
2541612.70749683969793.29250316030215
2551213.2078556645355-1.20785566453553
2561413.71970841263680.280291587363206
2571614.13888496961291.86111503038708
2581411.55367985172182.44632014827823
2591314.0549432381567-1.05494323815668
26049.3330935436994-5.33309354369939
2611513.55310182796561.44689817203439
2621114.7741198188765-3.7741198188765
2631111.1662281765916-0.166228176591609
2641412.63108337060341.36891662939664


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
110.4024752294716530.8049504589433070.597524770528347
120.7998130195522830.4003739608954340.200186980447717
130.7608266649872480.4783466700255040.239173335012752
140.6735526211782490.6528947576435020.326447378821751
150.6181146999759340.7637706000481320.381885300024066
160.6808332009748050.6383335980503890.319166799025195
170.6081426280273630.7837147439452740.391857371972637
180.8576943804218120.2846112391563760.142305619578188
190.8309802892137430.3380394215725130.169019710786257
200.7804673886153950.4390652227692110.219532611384605
210.7164350906766020.5671298186467950.283564909323398
220.6779248597001330.6441502805997330.322075140299867
230.6400806239680920.7198387520638160.359919376031908
240.6080028194115910.7839943611768180.391997180588409
250.5446025202534530.9107949594930940.455397479746547
260.4951188739165580.9902377478331160.504881126083442
270.4356950665268060.8713901330536110.564304933473195
280.4894287276521360.9788574553042730.510571272347864
290.4295311932516830.8590623865033660.570468806748317
300.4391106913414220.8782213826828430.560889308658578
310.3907776313005610.7815552626011230.609222368699439
320.3865362509458780.7730725018917550.613463749054122
330.3675737435383950.735147487076790.632426256461605
340.3119461115168840.6238922230337680.688053888483116
350.3007900756320090.6015801512640180.699209924367991
360.3994469562214780.7988939124429550.600553043778522
370.4802336405472560.9604672810945130.519766359452744
380.4564144938699530.9128289877399050.543585506130048
390.5040367816736210.9919264366527580.495963218326379
400.484662564347350.96932512869470.51533743565265
410.4489815388141230.8979630776282460.551018461185877
420.4193309291449650.838661858289930.580669070855035
430.4354887871740700.8709775743481410.56451121282593
440.3883570187665210.7767140375330430.611642981233479
450.3497844417106930.6995688834213860.650215558289307
460.5744902589496390.8510194821007220.425509741050361
470.592513782373670.814972435252660.40748621762633
480.554065143583590.891869712832820.44593485641641
490.5413440298923250.917311940215350.458655970107675
500.5141860993611120.9716278012777760.485813900638888
510.4699707815049490.9399415630098990.530029218495051
520.428427599419140.856855198838280.57157240058086
530.4356612904445350.871322580889070.564338709555465
540.4060088780298160.8120177560596330.593991121970184
550.4042776889552210.8085553779104420.595722311044779
560.4207346972468480.8414693944936960.579265302753152
570.3801415205875410.7602830411750820.619858479412459
580.3656289476085520.7312578952171030.634371052391448
590.3265080055678560.6530160111357130.673491994432144
600.3533720372327290.7067440744654570.646627962767271
610.3272204306739440.6544408613478880.672779569326056
620.2931319780199700.5862639560399410.70686802198003
630.2591175374011120.5182350748022250.740882462598888
640.2265144769622940.4530289539245870.773485523037706
650.2029094885878310.4058189771756620.79709051141217
660.1931317947470210.3862635894940430.806868205252979
670.1958312451995280.3916624903990550.804168754800472
680.3093029909179420.6186059818358840.690697009082058
690.4222184651265260.8444369302530520.577781534873474
700.3901976574227400.7803953148454790.60980234257726
710.4626709970512260.9253419941024530.537329002948774
720.4277994404901980.8555988809803970.572200559509802
730.4210243957462350.842048791492470.578975604253765
740.3996317935083080.7992635870166160.600368206491692
750.3635917953613020.7271835907226040.636408204638698
760.4415616385406140.8831232770812290.558438361459386
770.4034167204255080.8068334408510160.596583279574492
780.3826230797418060.7652461594836120.617376920258194
790.3920519671908410.7841039343816820.607948032809159
800.3577742307192110.7155484614384230.642225769280789
810.3260492214260720.6520984428521440.673950778573928
820.2940411602945140.5880823205890280.705958839705486
830.2670596465294420.5341192930588840.732940353470558
840.2370940357481760.4741880714963520.762905964251824
850.2342196076945590.4684392153891170.765780392305441
860.2054573319940010.4109146639880020.794542668005999
870.1823600852479830.3647201704959650.817639914752017
880.1686672469805200.3373344939610390.83133275301948
890.1460354047632350.2920708095264710.853964595236764
900.1414013986751060.2828027973502130.858598601324894
910.1214534031524880.2429068063049750.878546596847512
920.1055383353625640.2110766707251280.894461664637436
930.09047315031226920.1809463006245380.90952684968773
940.09445170453054310.1889034090610860.905548295469457
950.08514528825709250.1702905765141850.914854711742907
960.07134375971093970.1426875194218790.92865624028906
970.07653904197525340.1530780839505070.923460958024747
980.06391729571907350.1278345914381470.936082704280926
990.05325605400948650.1065121080189730.946743945990513
1000.04719646434776450.0943929286955290.952803535652236
1010.04182377086681880.08364754173363760.958176229133181
1020.04956466407379160.09912932814758330.950435335926208
1030.04181593253059780.08363186506119550.958184067469402
1040.03715462474442260.07430924948884510.962845375255577
1050.04437996451127960.08875992902255930.95562003548872
1060.03924672407584380.07849344815168760.960753275924156
1070.03210154074753900.06420308149507810.967898459252461
1080.03063896195038440.06127792390076870.969361038049616
1090.02497665092764810.04995330185529620.975023349072352
1100.02068028807217360.04136057614434710.979319711927826
1110.01653670186114490.03307340372228980.983463298138855
1120.01746109681401100.03492219362802190.98253890318599
1130.01518680487295410.03037360974590810.984813195127046
1140.02034278401881580.04068556803763150.979657215981184
1150.01955457891592430.03910915783184870.980445421084076
1160.0191565828176050.038313165635210.980843417182395
1170.01618954154275630.03237908308551260.983810458457244
1180.01614287982130670.03228575964261330.983857120178693
1190.01311159662557500.02622319325115010.986888403374425
1200.01185128625019640.02370257250039280.988148713749804
1210.009611389131385480.01922277826277100.990388610868615
1220.01429761320826160.02859522641652320.985702386791738
1230.01191824859867930.02383649719735870.98808175140132
1240.01004172312432350.02008344624864690.989958276875677
1250.008203863469081250.01640772693816250.991796136530919
1260.006524021410002810.01304804282000560.993475978589997
1270.005924994717088590.01184998943417720.994075005282911
1280.0049895803143760.0099791606287520.995010419685624
1290.006796767787733840.01359353557546770.993203232212266
1300.007378964708857420.01475792941771480.992621035291143
1310.01503800357014760.03007600714029520.984961996429852
1320.01790200110102970.03580400220205950.98209799889897
1330.01900142777862740.03800285555725480.980998572221373
1340.01793995121492000.03587990242984010.98206004878508
1350.01432808310788750.02865616621577500.985671916892113
1360.01223094262633360.02446188525266730.987769057373666
1370.009906487418236290.01981297483647260.990093512581764
1380.01253842108576520.02507684217153030.987461578914235
1390.01076182162125860.02152364324251730.989238178378741
1400.01290529551809000.02581059103617990.98709470448191
1410.02015601666196170.04031203332392340.979843983338038
1420.01852428145511670.03704856291023350.981475718544883
1430.01502053120934970.03004106241869950.98497946879065
1440.01572360125878750.0314472025175750.984276398741213
1450.02669745511910140.05339491023820280.973302544880899
1460.03289928393127820.06579856786255640.967100716068722
1470.03471066253461560.06942132506923130.965289337465384
1480.03082681579115920.06165363158231840.96917318420884
1490.02516944911618010.05033889823236020.97483055088382
1500.03474316691801150.06948633383602310.965256833081989
1510.02956496453309840.05912992906619670.970435035466902
1520.03121189996585880.06242379993171760.968788100034141
1530.06149216472039650.1229843294407930.938507835279604
1540.05926934843115760.1185386968623150.940730651568842
1550.06685146729498350.1337029345899670.933148532705017
1560.05688283720363710.1137656744072740.943117162796363
1570.05072635077972830.1014527015594570.949273649220272
1580.04430694577375820.08861389154751640.955693054226242
1590.04289637055972710.08579274111945420.957103629440273
1600.03682892885311180.07365785770622360.963171071146888
1610.03014940476039790.06029880952079580.969850595239602
1620.02468825111722130.04937650223444270.975311748882779
1630.02045569225456290.04091138450912580.979544307745437
1640.01746633422788520.03493266845577030.982533665772115
1650.01528997122958660.03057994245917320.984710028770413
1660.01621585711291260.03243171422582530.983784142887087
1670.01295191907958690.02590383815917390.987048080920413
1680.01900979434554730.03801958869109460.980990205654453
1690.01931450605355480.03862901210710960.980685493946445
1700.01780193125318540.03560386250637080.982198068746815
1710.0163272135588430.0326544271176860.983672786441157
1720.01317765009859480.02635530019718960.986822349901405
1730.01281280658023820.02562561316047640.987187193419762
1740.01468595121699810.02937190243399620.985314048783002
1750.01889299089026780.03778598178053560.981107009109732
1760.01514540637781190.03029081275562370.984854593622188
1770.0119808719881980.0239617439763960.988019128011802
1780.01007815072384070.02015630144768150.98992184927616
1790.007837987409293120.01567597481858620.992162012590707
1800.006892283844467710.01378456768893540.993107716155532
1810.005579292334205660.01115858466841130.994420707665794
1820.004301702273412510.008603404546825020.995698297726587
1830.004542724867746660.009085449735493320.995457275132253
1840.003463407804699920.006926815609399830.9965365921953
1850.09454855289349380.1890971057869880.905451447106506
1860.08376732863415990.1675346572683200.91623267136584
1870.09373198735774520.1874639747154900.906268012642255
1880.07914224297580170.1582844859516030.920857757024198
1890.07054186547488880.1410837309497780.929458134525111
1900.05967056132143330.1193411226428670.940329438678567
1910.05168880038133280.1033776007626660.948311199618667
1920.04301097668946330.08602195337892650.956989023310537
1930.04331207625446860.08662415250893730.956687923745531
1940.0410696683806270.0821393367612540.958930331619373
1950.03570277389819820.07140554779639650.964297226101802
1960.02845501402156630.05691002804313250.971544985978434
1970.03732224023959860.07464448047919720.962677759760401
1980.03051949953524940.06103899907049870.96948050046475
1990.02740578193646920.05481156387293830.97259421806353
2000.02327653896244020.04655307792488050.97672346103756
2010.02131135558663770.04262271117327550.978688644413362
2020.01781655444151850.03563310888303700.982183445558481
2030.01984691091191110.03969382182382220.980153089088089
2040.02636750807308070.05273501614616130.97363249192692
2050.0278237067069450.055647413413890.972176293293055
2060.02175032821015870.04350065642031740.978249671789841
2070.01938692708129800.03877385416259610.980613072918702
2080.01549037224012210.03098074448024420.984509627759878
2090.01807789947052060.03615579894104120.98192210052948
2100.01496369412228890.02992738824457780.985036305877711
2110.01839583923516740.03679167847033490.981604160764833
2120.03247176111908930.06494352223817850.96752823888091
2130.02537109455514530.05074218911029070.974628905444855
2140.03147911690339720.06295823380679450.968520883096603
2150.02676125047967240.05352250095934480.973238749520328
2160.02072936713290790.04145873426581580.979270632867092
2170.02313706630027140.04627413260054280.976862933699729
2180.01960675534811750.03921351069623490.980393244651883
2190.01829439039192620.03658878078385250.981705609608074
2200.01374190380798160.02748380761596320.986258096192018
2210.01140251372411710.02280502744823410.988597486275883
2220.008311548018902660.01662309603780530.991688451981097
2230.006416313818357130.01283262763671430.993583686181643
2240.004916911599013890.009833823198027780.995083088400986
2250.003439601113773190.006879202227546390.996560398886227
2260.007101991232983640.01420398246596730.992898008767016
2270.005651567358694880.01130313471738980.994348432641305
2280.004122617759569460.008245235519138910.99587738224043
2290.002931619834977260.005863239669954520.997068380165023
2300.002075990459030040.004151980918060090.99792400954097
2310.002268509892050130.004537019784100260.99773149010795
2320.007798519167070250.01559703833414050.99220148083293
2330.02936984049576280.05873968099152560.970630159504237
2340.04495074724397210.08990149448794420.955049252756028
2350.03309141058089450.06618282116178890.966908589419106
2360.02710115142265240.05420230284530490.972898848577348
2370.2389590159114660.4779180318229310.761040984088534
2380.1929492720192480.3858985440384970.807050727980752
2390.1632899251623070.3265798503246140.836710074837693
2400.1304476206621900.2608952413243800.86955237933781
2410.1168174708181940.2336349416363880.883182529181806
2420.1779079840648230.3558159681296460.822092015935177
2430.1504539502042440.3009079004084890.849546049795756
2440.1514528225349930.3029056450699860.848547177465007
2450.1328522494438540.2657044988877080.867147750556146
2460.1164758208434460.2329516416868920.883524179156554
2470.0792562973088710.1585125946177420.920743702691129
2480.07042908849462310.1408581769892460.929570911505377
2490.05349779011521460.1069955802304290.946502209884785
2500.1307798132060180.2615596264120370.869220186793982
2510.1074728615960920.2149457231921850.892527138403908
2520.543978389503580.912043220992840.45602161049642
2530.3822887274810990.7645774549621970.617711272518901


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level100.0411522633744856NOK
5% type I error level860.353909465020576NOK
10% type I error level1250.51440329218107NOK
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291330288vtjtozuicq4ftru/10fqkw1291330402.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291330288vtjtozuicq4ftru/10fqkw1291330402.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/02/t1291330288vtjtozuicq4ftru/18pn31291330402.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291330288vtjtozuicq4ftru/18pn31291330402.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/02/t1291330288vtjtozuicq4ftru/28pn31291330402.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291330288vtjtozuicq4ftru/28pn31291330402.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/02/t1291330288vtjtozuicq4ftru/38pn31291330402.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291330288vtjtozuicq4ftru/38pn31291330402.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/02/t1291330288vtjtozuicq4ftru/41g461291330402.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291330288vtjtozuicq4ftru/41g461291330402.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/02/t1291330288vtjtozuicq4ftru/51g461291330402.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291330288vtjtozuicq4ftru/51g461291330402.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/02/t1291330288vtjtozuicq4ftru/61g461291330402.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291330288vtjtozuicq4ftru/61g461291330402.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/02/t1291330288vtjtozuicq4ftru/7uq391291330402.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291330288vtjtozuicq4ftru/7uq391291330402.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/02/t1291330288vtjtozuicq4ftru/8nz3u1291330402.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291330288vtjtozuicq4ftru/8nz3u1291330402.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/02/t1291330288vtjtozuicq4ftru/9nz3u1291330402.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291330288vtjtozuicq4ftru/9nz3u1291330402.ps (open in new window)


 
Parameters (Session):
par1 = 3 ; par2 = Do not include Seasonal Dummies ; par3 = Linear Trend ;
 
Parameters (R input):
par1 = 3 ; par2 = Do not include Seasonal Dummies ; par3 = Linear Trend ;
 
R code (references can be found in the software module):
library(lattice)
library(lmtest)
n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
par1 <- as.numeric(par1)
x <- t(y)
k <- length(x[1,])
n <- length(x[,1])
x1 <- cbind(x[,par1], x[,1:k!=par1])
mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
colnames(x1) <- mycolnames #colnames(x)[par1]
x <- x1
if (par3 == 'First Differences'){
x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
for (i in 1:n-1) {
for (j in 1:k) {
x2[i,j] <- x[i+1,j] - x[i,j]
}
}
x <- x2
}
if (par2 == 'Include Monthly Dummies'){
x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
for (i in 1:11){
x2[seq(i,n,12),i] <- 1
}
x <- cbind(x, x2)
}
if (par2 == 'Include Quarterly Dummies'){
x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
for (i in 1:3){
x2[seq(i,n,4),i] <- 1
}
x <- cbind(x, x2)
}
k <- length(x[1,])
if (par3 == 'Linear Trend'){
x <- cbind(x, c(1:n))
colnames(x)[k+1] <- 't'
}
x
k <- length(x[1,])
df <- as.data.frame(x)
(mylm <- lm(df))
(mysum <- summary(mylm))
if (n > n25) {
kp3 <- k + 3
nmkm3 <- n - k - 3
gqarr <- array(NA, dim=c(nmkm3-kp3+1,3))
numgqtests <- 0
numsignificant1 <- 0
numsignificant5 <- 0
numsignificant10 <- 0
for (mypoint in kp3:nmkm3) {
j <- 0
numgqtests <- numgqtests + 1
for (myalt in c('greater', 'two.sided', 'less')) {
j <- j + 1
gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value
}
if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1
if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1
if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1
}
gqarr
}
bitmap(file='test0.png')
plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index')
points(x[,1]-mysum$resid)
grid()
dev.off()
bitmap(file='test1.png')
plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
grid()
dev.off()
bitmap(file='test2.png')
hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
grid()
dev.off()
bitmap(file='test3.png')
densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
dev.off()
bitmap(file='test4.png')
qqnorm(mysum$resid, main='Residual Normal Q-Q Plot')
qqline(mysum$resid)
grid()
dev.off()
(myerror <- as.ts(mysum$resid))
bitmap(file='test5.png')
dum <- cbind(lag(myerror,k=1),myerror)
dum
dum1 <- dum[2:length(myerror),]
dum1
z <- as.data.frame(dum1)
z
plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals')
lines(lowess(z))
abline(lm(z))
grid()
dev.off()
bitmap(file='test6.png')
acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
grid()
dev.off()
bitmap(file='test7.png')
pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
grid()
dev.off()
bitmap(file='test8.png')
opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
plot(mylm, las = 1, sub='Residual Diagnostics')
par(opar)
dev.off()
if (n > n25) {
bitmap(file='test9.png')
plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
grid()
dev.off()
}
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
a<-table.row.end(a)
myeq <- colnames(x)[1]
myeq <- paste(myeq, '[t] = ', sep='')
for (i in 1:k){
if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ')
if (rownames(mysum$coefficients)[i] != '(Intercept)') {
myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='')
if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
}
}
myeq <- paste(myeq, ' + e[t]')
a<-table.row.start(a)
a<-table.element(a, myeq)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,hyperlink('http://www.xycoon.com/ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Variable',header=TRUE)
a<-table.element(a,'Parameter',header=TRUE)
a<-table.element(a,'S.D.',header=TRUE)
a<-table.element(a,'T-STAT<br />H0: parameter = 0',header=TRUE)
a<-table.element(a,'2-tail p-value',header=TRUE)
a<-table.element(a,'1-tail p-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:k){
a<-table.row.start(a)
a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE)
a<-table.element(a,mysum$coefficients[i,1])
a<-table.element(a, round(mysum$coefficients[i,2],6))
a<-table.element(a, round(mysum$coefficients[i,3],4))
a<-table.element(a, round(mysum$coefficients[i,4],6))
a<-table.element(a, round(mysum$coefficients[i,4]/2,6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable2.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple R',1,TRUE)
a<-table.element(a, sqrt(mysum$r.squared))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'R-squared',1,TRUE)
a<-table.element(a, mysum$r.squared)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Adjusted R-squared',1,TRUE)
a<-table.element(a, mysum$adj.r.squared)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (value)',1,TRUE)
a<-table.element(a, mysum$fstatistic[1])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE)
a<-table.element(a, mysum$fstatistic[2])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE)
a<-table.element(a, mysum$fstatistic[3])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'p-value',1,TRUE)
a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3]))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Residual Standard Deviation',1,TRUE)
a<-table.element(a, mysum$sigma)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
a<-table.element(a, sum(myerror*myerror))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable3.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Time or Index', 1, TRUE)
a<-table.element(a, 'Actuals', 1, TRUE)
a<-table.element(a, 'Interpolation<br />Forecast', 1, TRUE)
a<-table.element(a, 'Residuals<br />Prediction Error', 1, TRUE)
a<-table.row.end(a)
for (i in 1:n) {
a<-table.row.start(a)
a<-table.element(a,i, 1, TRUE)
a<-table.element(a,x[i])
a<-table.element(a,x[i]-mysum$resid[i])
a<-table.element(a,mysum$resid[i])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable4.tab')
if (n > n25) {
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'p-values',header=TRUE)
a<-table.element(a,'Alternative Hypothesis',3,header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'breakpoint index',header=TRUE)
a<-table.element(a,'greater',header=TRUE)
a<-table.element(a,'2-sided',header=TRUE)
a<-table.element(a,'less',header=TRUE)
a<-table.row.end(a)
for (mypoint in kp3:nmkm3) {
a<-table.row.start(a)
a<-table.element(a,mypoint,header=TRUE)
a<-table.element(a,gqarr[mypoint-kp3+1,1])
a<-table.element(a,gqarr[mypoint-kp3+1,2])
a<-table.element(a,gqarr[mypoint-kp3+1,3])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable5.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Description',header=TRUE)
a<-table.element(a,'# significant tests',header=TRUE)
a<-table.element(a,'% significant tests',header=TRUE)
a<-table.element(a,'OK/NOK',header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'1% type I error level',header=TRUE)
a<-table.element(a,numsignificant1)
a<-table.element(a,numsignificant1/numgqtests)
if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'5% type I error level',header=TRUE)
a<-table.element(a,numsignificant5)
a<-table.element(a,numsignificant5/numgqtests)
if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'10% type I error level',header=TRUE)
a<-table.element(a,numsignificant10)
a<-table.element(a,numsignificant10/numgqtests)
if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable6.tab')
}
 





Copyright

Creative Commons License

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa


Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.


Privacy Policy

We may request personal information to be submitted to our servers in order to be able to:

  • personalize online software applications according to your needs
  • enforce strict security rules with respect to the data that you upload (e.g. statistical data)
  • manage user sessions of online applications
  • alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.


FreeStatistics.org is powered by