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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 computationFri, 17 Dec 2010 11:54:43 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/17/t1292586755k81cd0luv4lko98.htm/, Retrieved Tue, 23 Apr 2024 18:58:00 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=111399, Retrieved Tue, 23 Apr 2024 18:58:00 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact190
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Classical Decomposition] [HPC Retail Sales] [2008-03-02 16:19:32] [74be16979710d4c4e7c6647856088456]
-  M D  [Classical Decomposition] [] [2010-11-26 09:51:05] [7789b9488494790f41ddb7f073cada1b]
- RMPD      [Multiple Regression] [] [2010-12-17 11:54:43] [c05c5ae4ce2db58f67fd725429d7f25c] [Current]
-   PD        [Multiple Regression] [] [2010-12-19 13:30:08] [7789b9488494790f41ddb7f073cada1b]
-               [Multiple Regression] [] [2010-12-20 20:46:17] [504b6ff240ec7a3fcbc007044ae7a0bb]
-   PD        [Multiple Regression] [] [2010-12-19 13:42:28] [7789b9488494790f41ddb7f073cada1b]
-               [Multiple Regression] [] [2010-12-20 22:10:46] [504b6ff240ec7a3fcbc007044ae7a0bb]
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Dataseries X:
101.82	107.34	93.63	99.85	101.76
101.68	107.34	93.63	99.91	102.37
101.68	107.34	93.63	99.87	102.38
102.45	107.34	96.13	99.86	102.86
102.45	107.34	96.13	100.10	102.87
102.45	107.34	96.13	100.10	102.92
102.45	107.34	96.13	100.12	102.95
102.45	107.34	96.13	99.95	103.02
102.45	112.60	96.13	99.94	104.08
102.52	112.60	96.13	100.18	104.16
102.52	112.60	96.13	100.31	104.24
102.85	112.60	96.13	100.65	104.33
102.85	112.61	96.13	100.65	104.73
102.85	112.61	96.13	100.69	104.86
103.25	112.61	96.13	101.26	105.03
103.25	112.61	98.73	101.26	105.62
103.25	112.61	98.73	101.38	105.63
103.25	112.61	98.73	101.38	105.63
104.45	112.61	98.73	101.38	105.94
104.45	112.61	98.73	101.44	106.61
104.45	118.65	98.73	101.40	107.69
104.80	118.65	98.73	101.40	107.78
104.80	118.65	98.73	100.58	107.93
105.29	118.65	98.73	100.58	108.48
105.29	114.29	98.73	100.58	108.14
105.29	114.29	98.73	100.59	108.48
105.29	114.29	98.73	100.81	108.48
106.04	114.29	101.67	100.75	108.89
105.94	114.29	101.67	100.75	108.93
105.94	114.29	101.67	100.96	109.21
105.94	114.29	101.67	101.31	109.47
106.28	114.29	101.67	101.64	109.80
106.48	123.33	101.67	101.46	111.73
107.19	123.33	101.67	101.73	111.85
108.14	123.33	101.67	101.73	112.12
108.22	123.33	101.67	101.64	112.15
108.22	123.33	101.67	101.77	112.17
108.61	123.33	101.67	101.74	112.67
108.61	123.33	101.67	101.89	112.80
108.61	123.33	107.94	101.89	113.44
108.61	123.33	107.94	101.93	113.53
109.06	123.33	107.94	101.93	114.53
109.06	123.33	107.94	102.32	114.51
112.93	123.33	107.94	102.41	115.05
115.84	129.03	107.94	103.58	116.67
118.57	128.76	107.94	104.12	117.07
118.57	128.76	107.94	104.10	116.92
118.86	128.76	107.94	104.15	117.00
118.98	128.76	107.94	104.15	117.02
119.27	128.76	107.94	104.16	117.35
119.39	128.76	107.94	102.94	117.36
119.49	128.76	110.30	103.07	117.82
119.59	128.76	110.30	103.04	117.88
120.12	128.76	110.30	103.06	118.24
120.14	128.76	110.30	103.05	118.50
120.14	128.76	110.30	102.95	118.80
120.14	132.63	110.30	102.95	119.76
120.14	132.63	110.30	103.05	120.09




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time9 seconds
R Server'George Udny Yule' @ 72.249.76.132

\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 & 9 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=111399&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]9 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=111399&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111399&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 time9 seconds
R Server'George Udny Yule' @ 72.249.76.132







Multiple Linear Regression - Estimated Regression Equation
vrijetijdsbesteding[t] = + 35.2689359098687 + 0.0686290527084394bios[t] + 0.349632828334539schouwburg[t] + 0.533715451658278eedagsacttractie[t] -0.279710824870231huurDVD[t] + 0.316008799723908M1[t] + 0.695631656879148M2[t] + 0.734592742605774M3[t] -0.547693856402015M4[t] -0.484995255361616M5[t] -0.147579851748444M6[t] + 0.045631283121235M7[t] + 0.381593475385275M8[t] -0.370011739420981M9[t] -0.13577970566168M10[t] -0.188061168684507M11[t] + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
vrijetijdsbesteding[t] =  +  35.2689359098687 +  0.0686290527084394bios[t] +  0.349632828334539schouwburg[t] +  0.533715451658278eedagsacttractie[t] -0.279710824870231huurDVD[t] +  0.316008799723908M1[t] +  0.695631656879148M2[t] +  0.734592742605774M3[t] -0.547693856402015M4[t] -0.484995255361616M5[t] -0.147579851748444M6[t] +  0.045631283121235M7[t] +  0.381593475385275M8[t] -0.370011739420981M9[t] -0.13577970566168M10[t] -0.188061168684507M11[t]  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=111399&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]vrijetijdsbesteding[t] =  +  35.2689359098687 +  0.0686290527084394bios[t] +  0.349632828334539schouwburg[t] +  0.533715451658278eedagsacttractie[t] -0.279710824870231huurDVD[t] +  0.316008799723908M1[t] +  0.695631656879148M2[t] +  0.734592742605774M3[t] -0.547693856402015M4[t] -0.484995255361616M5[t] -0.147579851748444M6[t] +  0.045631283121235M7[t] +  0.381593475385275M8[t] -0.370011739420981M9[t] -0.13577970566168M10[t] -0.188061168684507M11[t]  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=111399&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111399&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
vrijetijdsbesteding[t] = + 35.2689359098687 + 0.0686290527084394bios[t] + 0.349632828334539schouwburg[t] + 0.533715451658278eedagsacttractie[t] -0.279710824870231huurDVD[t] + 0.316008799723908M1[t] + 0.695631656879148M2[t] + 0.734592742605774M3[t] -0.547693856402015M4[t] -0.484995255361616M5[t] -0.147579851748444M6[t] + 0.045631283121235M7[t] + 0.381593475385275M8[t] -0.370011739420981M9[t] -0.13577970566168M10[t] -0.188061168684507M11[t] + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)35.268935909868714.4066882.44810.0186210.00931
bios0.06862905270843940.0409391.67640.1010980.050549
schouwburg0.3496328283345390.0565536.182400
eedagsacttractie0.5337154516582780.0915555.82951e-060
huurDVD-0.2797108248702310.174489-1.6030.1164230.058211
M10.3160087997239080.3979690.79410.4316280.215814
M20.6956316568791480.398161.74710.0879260.043963
M30.7345927426057740.3983711.8440.0722470.036123
M4-0.5476938564020150.531577-1.03030.3087570.154379
M5-0.4849952553616160.531154-0.91310.3664040.183202
M6-0.1475798517484440.52955-0.27870.7818510.390925
M70.0456312831212350.5279950.08640.931540.46577
M80.3815934753852750.5229410.72970.469620.23481
M9-0.3700117394209810.393307-0.94080.3522020.176101
M10-0.135779705661680.390147-0.3480.7295620.364781
M11-0.1880611686845070.410028-0.45870.6488470.324423

\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) & 35.2689359098687 & 14.406688 & 2.4481 & 0.018621 & 0.00931 \tabularnewline
bios & 0.0686290527084394 & 0.040939 & 1.6764 & 0.101098 & 0.050549 \tabularnewline
schouwburg & 0.349632828334539 & 0.056553 & 6.1824 & 0 & 0 \tabularnewline
eedagsacttractie & 0.533715451658278 & 0.091555 & 5.8295 & 1e-06 & 0 \tabularnewline
huurDVD & -0.279710824870231 & 0.174489 & -1.603 & 0.116423 & 0.058211 \tabularnewline
M1 & 0.316008799723908 & 0.397969 & 0.7941 & 0.431628 & 0.215814 \tabularnewline
M2 & 0.695631656879148 & 0.39816 & 1.7471 & 0.087926 & 0.043963 \tabularnewline
M3 & 0.734592742605774 & 0.398371 & 1.844 & 0.072247 & 0.036123 \tabularnewline
M4 & -0.547693856402015 & 0.531577 & -1.0303 & 0.308757 & 0.154379 \tabularnewline
M5 & -0.484995255361616 & 0.531154 & -0.9131 & 0.366404 & 0.183202 \tabularnewline
M6 & -0.147579851748444 & 0.52955 & -0.2787 & 0.781851 & 0.390925 \tabularnewline
M7 & 0.045631283121235 & 0.527995 & 0.0864 & 0.93154 & 0.46577 \tabularnewline
M8 & 0.381593475385275 & 0.522941 & 0.7297 & 0.46962 & 0.23481 \tabularnewline
M9 & -0.370011739420981 & 0.393307 & -0.9408 & 0.352202 & 0.176101 \tabularnewline
M10 & -0.13577970566168 & 0.390147 & -0.348 & 0.729562 & 0.364781 \tabularnewline
M11 & -0.188061168684507 & 0.410028 & -0.4587 & 0.648847 & 0.324423 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=111399&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]35.2689359098687[/C][C]14.406688[/C][C]2.4481[/C][C]0.018621[/C][C]0.00931[/C][/ROW]
[ROW][C]bios[/C][C]0.0686290527084394[/C][C]0.040939[/C][C]1.6764[/C][C]0.101098[/C][C]0.050549[/C][/ROW]
[ROW][C]schouwburg[/C][C]0.349632828334539[/C][C]0.056553[/C][C]6.1824[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]eedagsacttractie[/C][C]0.533715451658278[/C][C]0.091555[/C][C]5.8295[/C][C]1e-06[/C][C]0[/C][/ROW]
[ROW][C]huurDVD[/C][C]-0.279710824870231[/C][C]0.174489[/C][C]-1.603[/C][C]0.116423[/C][C]0.058211[/C][/ROW]
[ROW][C]M1[/C][C]0.316008799723908[/C][C]0.397969[/C][C]0.7941[/C][C]0.431628[/C][C]0.215814[/C][/ROW]
[ROW][C]M2[/C][C]0.695631656879148[/C][C]0.39816[/C][C]1.7471[/C][C]0.087926[/C][C]0.043963[/C][/ROW]
[ROW][C]M3[/C][C]0.734592742605774[/C][C]0.398371[/C][C]1.844[/C][C]0.072247[/C][C]0.036123[/C][/ROW]
[ROW][C]M4[/C][C]-0.547693856402015[/C][C]0.531577[/C][C]-1.0303[/C][C]0.308757[/C][C]0.154379[/C][/ROW]
[ROW][C]M5[/C][C]-0.484995255361616[/C][C]0.531154[/C][C]-0.9131[/C][C]0.366404[/C][C]0.183202[/C][/ROW]
[ROW][C]M6[/C][C]-0.147579851748444[/C][C]0.52955[/C][C]-0.2787[/C][C]0.781851[/C][C]0.390925[/C][/ROW]
[ROW][C]M7[/C][C]0.045631283121235[/C][C]0.527995[/C][C]0.0864[/C][C]0.93154[/C][C]0.46577[/C][/ROW]
[ROW][C]M8[/C][C]0.381593475385275[/C][C]0.522941[/C][C]0.7297[/C][C]0.46962[/C][C]0.23481[/C][/ROW]
[ROW][C]M9[/C][C]-0.370011739420981[/C][C]0.393307[/C][C]-0.9408[/C][C]0.352202[/C][C]0.176101[/C][/ROW]
[ROW][C]M10[/C][C]-0.13577970566168[/C][C]0.390147[/C][C]-0.348[/C][C]0.729562[/C][C]0.364781[/C][/ROW]
[ROW][C]M11[/C][C]-0.188061168684507[/C][C]0.410028[/C][C]-0.4587[/C][C]0.648847[/C][C]0.324423[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=111399&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111399&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)35.268935909868714.4066882.44810.0186210.00931
bios0.06862905270843940.0409391.67640.1010980.050549
schouwburg0.3496328283345390.0565536.182400
eedagsacttractie0.5337154516582780.0915555.82951e-060
huurDVD-0.2797108248702310.174489-1.6030.1164230.058211
M10.3160087997239080.3979690.79410.4316280.215814
M20.6956316568791480.398161.74710.0879260.043963
M30.7345927426057740.3983711.8440.0722470.036123
M4-0.5476938564020150.531577-1.03030.3087570.154379
M5-0.4849952553616160.531154-0.91310.3664040.183202
M6-0.1475798517484440.52955-0.27870.7818510.390925
M70.0456312831212350.5279950.08640.931540.46577
M80.3815934753852750.5229410.72970.469620.23481
M9-0.3700117394209810.393307-0.94080.3522020.176101
M10-0.135779705661680.390147-0.3480.7295620.364781
M11-0.1880611686845070.410028-0.45870.6488470.324423







Multiple Linear Regression - Regression Statistics
Multiple R0.99601068857855
R-squared0.99203729176272
Adjusted R-squared0.989193467392262
F-TEST (value)348.839155493686
F-TEST (DF numerator)15
F-TEST (DF denominator)42
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.579534663866987
Sum Squared Residuals14.1061379181837

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.99601068857855 \tabularnewline
R-squared & 0.99203729176272 \tabularnewline
Adjusted R-squared & 0.989193467392262 \tabularnewline
F-TEST (value) & 348.839155493686 \tabularnewline
F-TEST (DF numerator) & 15 \tabularnewline
F-TEST (DF denominator) & 42 \tabularnewline
p-value & 0 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 0.579534663866987 \tabularnewline
Sum Squared Residuals & 14.1061379181837 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=111399&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.99601068857855[/C][/ROW]
[ROW][C]R-squared[/C][C]0.99203729176272[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]0.989193467392262[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]348.839155493686[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]15[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]42[/C][/ROW]
[ROW][C]p-value[/C][C]0[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C]0.579534663866987[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]14.1061379181837[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=111399&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111399&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 R0.99601068857855
R-squared0.99203729176272
Adjusted R-squared0.989193467392262
F-TEST (value)348.839155493686
F-TEST (DF numerator)15
F-TEST (DF denominator)42
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.579534663866987
Sum Squared Residuals14.1061379181837







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
1101.76102.144994525268-0.384994525267722
2102.37102.498226665551-0.128226665551124
3102.38102.548376184273-0.168376184272574
4102.86102.6560196932450.203980306755325
5102.87102.6515876963160.218412303683786
6102.92102.989003099929-0.0690030999293898
7102.95103.176620018302-0.22662001830166
8103.02103.560133050794-0.540133050793647
9104.08104.650393621276-0.570393621275765
10104.16104.822299090756-0.662299090755801
11104.24104.733655220500-0.493655220499847
12104.33104.849262296122-0.519262296122256
13104.73105.168767424130-0.438767424129506
14104.86105.53720184829-0.677201848289943
15105.03105.444179384924-0.414179384923909
16105.62105.5495529602280.0704470397723576
17105.63105.5786862622840.0513137377163745
18105.63105.916101665897-0.286101665896798
19105.94106.191667664017-0.251667664016602
20106.61106.5108472067880.0991527932115737
21107.69107.882212708118-0.192212708117599
22107.78108.140464910325-0.36046491032485
23107.93108.317546323696-0.387546323695609
24108.48108.539235728207-0.0592357282072548
25108.14107.3308453963930.809154603607425
26108.48107.7076711452990.772328854700892
27108.48107.6850958495540.794904150445718
28108.89108.0401871174450.849812882554624
29108.93108.0960228132150.833977186785076
30109.21108.3746989436050.835301056394638
31109.47108.4700112897700.999988710229548
32109.8108.7370027877481.06299721225181
33111.73111.2101521001040.51984789989551
34111.85111.4175888385720.432411161428172
35112.12111.4305049756220.689495024377992
36112.15111.6492304427620.500769557238488
37112.17111.9288768352520.241123164747705
38112.67112.343656347710.326343652290066
39112.8112.3406608097060.459339190293973
40113.44114.404770092596-0.964770092595634
41113.53114.456280260641-0.92628026064122
42114.53114.824578737973-0.29457873797319
43114.51114.908702651143-0.398702651143479
44115.05115.485085303151-0.435085303150866
45116.67116.5988360881350.0711639118651307
46117.07116.7749807267080.295019273292036
47116.92116.7282934801830.191706519817464
48117116.9222715329090.0777284670910233
49117.02117.246515818958-0.226515818957902
50117.35117.64324399315-0.293243993149891
51117.36118.031687771543-0.671687771543208
52117.82117.979470136487-0.159470136486672
53117.88118.057422967544-0.177422967544017
54118.24118.425617552595-0.18561755259526
55118.5118.622998376768-0.122998376767807
56118.8118.986931651519-0.186931651518871
57119.76119.5884054823670.171594517632724
58120.09119.7946664336400.295333566360443

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 101.76 & 102.144994525268 & -0.384994525267722 \tabularnewline
2 & 102.37 & 102.498226665551 & -0.128226665551124 \tabularnewline
3 & 102.38 & 102.548376184273 & -0.168376184272574 \tabularnewline
4 & 102.86 & 102.656019693245 & 0.203980306755325 \tabularnewline
5 & 102.87 & 102.651587696316 & 0.218412303683786 \tabularnewline
6 & 102.92 & 102.989003099929 & -0.0690030999293898 \tabularnewline
7 & 102.95 & 103.176620018302 & -0.22662001830166 \tabularnewline
8 & 103.02 & 103.560133050794 & -0.540133050793647 \tabularnewline
9 & 104.08 & 104.650393621276 & -0.570393621275765 \tabularnewline
10 & 104.16 & 104.822299090756 & -0.662299090755801 \tabularnewline
11 & 104.24 & 104.733655220500 & -0.493655220499847 \tabularnewline
12 & 104.33 & 104.849262296122 & -0.519262296122256 \tabularnewline
13 & 104.73 & 105.168767424130 & -0.438767424129506 \tabularnewline
14 & 104.86 & 105.53720184829 & -0.677201848289943 \tabularnewline
15 & 105.03 & 105.444179384924 & -0.414179384923909 \tabularnewline
16 & 105.62 & 105.549552960228 & 0.0704470397723576 \tabularnewline
17 & 105.63 & 105.578686262284 & 0.0513137377163745 \tabularnewline
18 & 105.63 & 105.916101665897 & -0.286101665896798 \tabularnewline
19 & 105.94 & 106.191667664017 & -0.251667664016602 \tabularnewline
20 & 106.61 & 106.510847206788 & 0.0991527932115737 \tabularnewline
21 & 107.69 & 107.882212708118 & -0.192212708117599 \tabularnewline
22 & 107.78 & 108.140464910325 & -0.36046491032485 \tabularnewline
23 & 107.93 & 108.317546323696 & -0.387546323695609 \tabularnewline
24 & 108.48 & 108.539235728207 & -0.0592357282072548 \tabularnewline
25 & 108.14 & 107.330845396393 & 0.809154603607425 \tabularnewline
26 & 108.48 & 107.707671145299 & 0.772328854700892 \tabularnewline
27 & 108.48 & 107.685095849554 & 0.794904150445718 \tabularnewline
28 & 108.89 & 108.040187117445 & 0.849812882554624 \tabularnewline
29 & 108.93 & 108.096022813215 & 0.833977186785076 \tabularnewline
30 & 109.21 & 108.374698943605 & 0.835301056394638 \tabularnewline
31 & 109.47 & 108.470011289770 & 0.999988710229548 \tabularnewline
32 & 109.8 & 108.737002787748 & 1.06299721225181 \tabularnewline
33 & 111.73 & 111.210152100104 & 0.51984789989551 \tabularnewline
34 & 111.85 & 111.417588838572 & 0.432411161428172 \tabularnewline
35 & 112.12 & 111.430504975622 & 0.689495024377992 \tabularnewline
36 & 112.15 & 111.649230442762 & 0.500769557238488 \tabularnewline
37 & 112.17 & 111.928876835252 & 0.241123164747705 \tabularnewline
38 & 112.67 & 112.34365634771 & 0.326343652290066 \tabularnewline
39 & 112.8 & 112.340660809706 & 0.459339190293973 \tabularnewline
40 & 113.44 & 114.404770092596 & -0.964770092595634 \tabularnewline
41 & 113.53 & 114.456280260641 & -0.92628026064122 \tabularnewline
42 & 114.53 & 114.824578737973 & -0.29457873797319 \tabularnewline
43 & 114.51 & 114.908702651143 & -0.398702651143479 \tabularnewline
44 & 115.05 & 115.485085303151 & -0.435085303150866 \tabularnewline
45 & 116.67 & 116.598836088135 & 0.0711639118651307 \tabularnewline
46 & 117.07 & 116.774980726708 & 0.295019273292036 \tabularnewline
47 & 116.92 & 116.728293480183 & 0.191706519817464 \tabularnewline
48 & 117 & 116.922271532909 & 0.0777284670910233 \tabularnewline
49 & 117.02 & 117.246515818958 & -0.226515818957902 \tabularnewline
50 & 117.35 & 117.64324399315 & -0.293243993149891 \tabularnewline
51 & 117.36 & 118.031687771543 & -0.671687771543208 \tabularnewline
52 & 117.82 & 117.979470136487 & -0.159470136486672 \tabularnewline
53 & 117.88 & 118.057422967544 & -0.177422967544017 \tabularnewline
54 & 118.24 & 118.425617552595 & -0.18561755259526 \tabularnewline
55 & 118.5 & 118.622998376768 & -0.122998376767807 \tabularnewline
56 & 118.8 & 118.986931651519 & -0.186931651518871 \tabularnewline
57 & 119.76 & 119.588405482367 & 0.171594517632724 \tabularnewline
58 & 120.09 & 119.794666433640 & 0.295333566360443 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=111399&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]101.76[/C][C]102.144994525268[/C][C]-0.384994525267722[/C][/ROW]
[ROW][C]2[/C][C]102.37[/C][C]102.498226665551[/C][C]-0.128226665551124[/C][/ROW]
[ROW][C]3[/C][C]102.38[/C][C]102.548376184273[/C][C]-0.168376184272574[/C][/ROW]
[ROW][C]4[/C][C]102.86[/C][C]102.656019693245[/C][C]0.203980306755325[/C][/ROW]
[ROW][C]5[/C][C]102.87[/C][C]102.651587696316[/C][C]0.218412303683786[/C][/ROW]
[ROW][C]6[/C][C]102.92[/C][C]102.989003099929[/C][C]-0.0690030999293898[/C][/ROW]
[ROW][C]7[/C][C]102.95[/C][C]103.176620018302[/C][C]-0.22662001830166[/C][/ROW]
[ROW][C]8[/C][C]103.02[/C][C]103.560133050794[/C][C]-0.540133050793647[/C][/ROW]
[ROW][C]9[/C][C]104.08[/C][C]104.650393621276[/C][C]-0.570393621275765[/C][/ROW]
[ROW][C]10[/C][C]104.16[/C][C]104.822299090756[/C][C]-0.662299090755801[/C][/ROW]
[ROW][C]11[/C][C]104.24[/C][C]104.733655220500[/C][C]-0.493655220499847[/C][/ROW]
[ROW][C]12[/C][C]104.33[/C][C]104.849262296122[/C][C]-0.519262296122256[/C][/ROW]
[ROW][C]13[/C][C]104.73[/C][C]105.168767424130[/C][C]-0.438767424129506[/C][/ROW]
[ROW][C]14[/C][C]104.86[/C][C]105.53720184829[/C][C]-0.677201848289943[/C][/ROW]
[ROW][C]15[/C][C]105.03[/C][C]105.444179384924[/C][C]-0.414179384923909[/C][/ROW]
[ROW][C]16[/C][C]105.62[/C][C]105.549552960228[/C][C]0.0704470397723576[/C][/ROW]
[ROW][C]17[/C][C]105.63[/C][C]105.578686262284[/C][C]0.0513137377163745[/C][/ROW]
[ROW][C]18[/C][C]105.63[/C][C]105.916101665897[/C][C]-0.286101665896798[/C][/ROW]
[ROW][C]19[/C][C]105.94[/C][C]106.191667664017[/C][C]-0.251667664016602[/C][/ROW]
[ROW][C]20[/C][C]106.61[/C][C]106.510847206788[/C][C]0.0991527932115737[/C][/ROW]
[ROW][C]21[/C][C]107.69[/C][C]107.882212708118[/C][C]-0.192212708117599[/C][/ROW]
[ROW][C]22[/C][C]107.78[/C][C]108.140464910325[/C][C]-0.36046491032485[/C][/ROW]
[ROW][C]23[/C][C]107.93[/C][C]108.317546323696[/C][C]-0.387546323695609[/C][/ROW]
[ROW][C]24[/C][C]108.48[/C][C]108.539235728207[/C][C]-0.0592357282072548[/C][/ROW]
[ROW][C]25[/C][C]108.14[/C][C]107.330845396393[/C][C]0.809154603607425[/C][/ROW]
[ROW][C]26[/C][C]108.48[/C][C]107.707671145299[/C][C]0.772328854700892[/C][/ROW]
[ROW][C]27[/C][C]108.48[/C][C]107.685095849554[/C][C]0.794904150445718[/C][/ROW]
[ROW][C]28[/C][C]108.89[/C][C]108.040187117445[/C][C]0.849812882554624[/C][/ROW]
[ROW][C]29[/C][C]108.93[/C][C]108.096022813215[/C][C]0.833977186785076[/C][/ROW]
[ROW][C]30[/C][C]109.21[/C][C]108.374698943605[/C][C]0.835301056394638[/C][/ROW]
[ROW][C]31[/C][C]109.47[/C][C]108.470011289770[/C][C]0.999988710229548[/C][/ROW]
[ROW][C]32[/C][C]109.8[/C][C]108.737002787748[/C][C]1.06299721225181[/C][/ROW]
[ROW][C]33[/C][C]111.73[/C][C]111.210152100104[/C][C]0.51984789989551[/C][/ROW]
[ROW][C]34[/C][C]111.85[/C][C]111.417588838572[/C][C]0.432411161428172[/C][/ROW]
[ROW][C]35[/C][C]112.12[/C][C]111.430504975622[/C][C]0.689495024377992[/C][/ROW]
[ROW][C]36[/C][C]112.15[/C][C]111.649230442762[/C][C]0.500769557238488[/C][/ROW]
[ROW][C]37[/C][C]112.17[/C][C]111.928876835252[/C][C]0.241123164747705[/C][/ROW]
[ROW][C]38[/C][C]112.67[/C][C]112.34365634771[/C][C]0.326343652290066[/C][/ROW]
[ROW][C]39[/C][C]112.8[/C][C]112.340660809706[/C][C]0.459339190293973[/C][/ROW]
[ROW][C]40[/C][C]113.44[/C][C]114.404770092596[/C][C]-0.964770092595634[/C][/ROW]
[ROW][C]41[/C][C]113.53[/C][C]114.456280260641[/C][C]-0.92628026064122[/C][/ROW]
[ROW][C]42[/C][C]114.53[/C][C]114.824578737973[/C][C]-0.29457873797319[/C][/ROW]
[ROW][C]43[/C][C]114.51[/C][C]114.908702651143[/C][C]-0.398702651143479[/C][/ROW]
[ROW][C]44[/C][C]115.05[/C][C]115.485085303151[/C][C]-0.435085303150866[/C][/ROW]
[ROW][C]45[/C][C]116.67[/C][C]116.598836088135[/C][C]0.0711639118651307[/C][/ROW]
[ROW][C]46[/C][C]117.07[/C][C]116.774980726708[/C][C]0.295019273292036[/C][/ROW]
[ROW][C]47[/C][C]116.92[/C][C]116.728293480183[/C][C]0.191706519817464[/C][/ROW]
[ROW][C]48[/C][C]117[/C][C]116.922271532909[/C][C]0.0777284670910233[/C][/ROW]
[ROW][C]49[/C][C]117.02[/C][C]117.246515818958[/C][C]-0.226515818957902[/C][/ROW]
[ROW][C]50[/C][C]117.35[/C][C]117.64324399315[/C][C]-0.293243993149891[/C][/ROW]
[ROW][C]51[/C][C]117.36[/C][C]118.031687771543[/C][C]-0.671687771543208[/C][/ROW]
[ROW][C]52[/C][C]117.82[/C][C]117.979470136487[/C][C]-0.159470136486672[/C][/ROW]
[ROW][C]53[/C][C]117.88[/C][C]118.057422967544[/C][C]-0.177422967544017[/C][/ROW]
[ROW][C]54[/C][C]118.24[/C][C]118.425617552595[/C][C]-0.18561755259526[/C][/ROW]
[ROW][C]55[/C][C]118.5[/C][C]118.622998376768[/C][C]-0.122998376767807[/C][/ROW]
[ROW][C]56[/C][C]118.8[/C][C]118.986931651519[/C][C]-0.186931651518871[/C][/ROW]
[ROW][C]57[/C][C]119.76[/C][C]119.588405482367[/C][C]0.171594517632724[/C][/ROW]
[ROW][C]58[/C][C]120.09[/C][C]119.794666433640[/C][C]0.295333566360443[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=111399&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111399&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
1101.76102.144994525268-0.384994525267722
2102.37102.498226665551-0.128226665551124
3102.38102.548376184273-0.168376184272574
4102.86102.6560196932450.203980306755325
5102.87102.6515876963160.218412303683786
6102.92102.989003099929-0.0690030999293898
7102.95103.176620018302-0.22662001830166
8103.02103.560133050794-0.540133050793647
9104.08104.650393621276-0.570393621275765
10104.16104.822299090756-0.662299090755801
11104.24104.733655220500-0.493655220499847
12104.33104.849262296122-0.519262296122256
13104.73105.168767424130-0.438767424129506
14104.86105.53720184829-0.677201848289943
15105.03105.444179384924-0.414179384923909
16105.62105.5495529602280.0704470397723576
17105.63105.5786862622840.0513137377163745
18105.63105.916101665897-0.286101665896798
19105.94106.191667664017-0.251667664016602
20106.61106.5108472067880.0991527932115737
21107.69107.882212708118-0.192212708117599
22107.78108.140464910325-0.36046491032485
23107.93108.317546323696-0.387546323695609
24108.48108.539235728207-0.0592357282072548
25108.14107.3308453963930.809154603607425
26108.48107.7076711452990.772328854700892
27108.48107.6850958495540.794904150445718
28108.89108.0401871174450.849812882554624
29108.93108.0960228132150.833977186785076
30109.21108.3746989436050.835301056394638
31109.47108.4700112897700.999988710229548
32109.8108.7370027877481.06299721225181
33111.73111.2101521001040.51984789989551
34111.85111.4175888385720.432411161428172
35112.12111.4305049756220.689495024377992
36112.15111.6492304427620.500769557238488
37112.17111.9288768352520.241123164747705
38112.67112.343656347710.326343652290066
39112.8112.3406608097060.459339190293973
40113.44114.404770092596-0.964770092595634
41113.53114.456280260641-0.92628026064122
42114.53114.824578737973-0.29457873797319
43114.51114.908702651143-0.398702651143479
44115.05115.485085303151-0.435085303150866
45116.67116.5988360881350.0711639118651307
46117.07116.7749807267080.295019273292036
47116.92116.7282934801830.191706519817464
48117116.9222715329090.0777284670910233
49117.02117.246515818958-0.226515818957902
50117.35117.64324399315-0.293243993149891
51117.36118.031687771543-0.671687771543208
52117.82117.979470136487-0.159470136486672
53117.88118.057422967544-0.177422967544017
54118.24118.425617552595-0.18561755259526
55118.5118.622998376768-0.122998376767807
56118.8118.986931651519-0.186931651518871
57119.76119.5884054823670.171594517632724
58120.09119.7946664336400.295333566360443







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
190.03333043285230040.06666086570460090.9666695671477
200.05653666885188760.1130733377037750.943463331148112
210.04582660690109750.0916532138021950.954173393098902
220.05204649738966080.1040929947793220.94795350261034
230.1036224724712120.2072449449424240.896377527528788
240.3024592052998810.6049184105997620.697540794700119
250.2393742275853570.4787484551707140.760625772414643
260.1703782875745100.3407565751490190.82962171242549
270.1058090594157430.2116181188314870.894190940584257
280.2074392724723460.4148785449446930.792560727527654
290.1896997875749260.3793995751498510.810300212425074
300.1279676887222010.2559353774444020.8720323112778
310.1452945841214820.2905891682429640.854705415878518
320.6095010145503460.7809979708993090.390498985449654
330.5945994091793920.8108011816412160.405400590820608
340.6897104104122570.6205791791754850.310289589587743
350.5780614333070550.843877133385890.421938566692945
360.4871095842885050.974219168577010.512890415711495
370.4631164767223740.9262329534447480.536883523277626
380.4268082217798240.8536164435596480.573191778220176
390.4083668546327990.8167337092655970.591633145367201

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
19 & 0.0333304328523004 & 0.0666608657046009 & 0.9666695671477 \tabularnewline
20 & 0.0565366688518876 & 0.113073337703775 & 0.943463331148112 \tabularnewline
21 & 0.0458266069010975 & 0.091653213802195 & 0.954173393098902 \tabularnewline
22 & 0.0520464973896608 & 0.104092994779322 & 0.94795350261034 \tabularnewline
23 & 0.103622472471212 & 0.207244944942424 & 0.896377527528788 \tabularnewline
24 & 0.302459205299881 & 0.604918410599762 & 0.697540794700119 \tabularnewline
25 & 0.239374227585357 & 0.478748455170714 & 0.760625772414643 \tabularnewline
26 & 0.170378287574510 & 0.340756575149019 & 0.82962171242549 \tabularnewline
27 & 0.105809059415743 & 0.211618118831487 & 0.894190940584257 \tabularnewline
28 & 0.207439272472346 & 0.414878544944693 & 0.792560727527654 \tabularnewline
29 & 0.189699787574926 & 0.379399575149851 & 0.810300212425074 \tabularnewline
30 & 0.127967688722201 & 0.255935377444402 & 0.8720323112778 \tabularnewline
31 & 0.145294584121482 & 0.290589168242964 & 0.854705415878518 \tabularnewline
32 & 0.609501014550346 & 0.780997970899309 & 0.390498985449654 \tabularnewline
33 & 0.594599409179392 & 0.810801181641216 & 0.405400590820608 \tabularnewline
34 & 0.689710410412257 & 0.620579179175485 & 0.310289589587743 \tabularnewline
35 & 0.578061433307055 & 0.84387713338589 & 0.421938566692945 \tabularnewline
36 & 0.487109584288505 & 0.97421916857701 & 0.512890415711495 \tabularnewline
37 & 0.463116476722374 & 0.926232953444748 & 0.536883523277626 \tabularnewline
38 & 0.426808221779824 & 0.853616443559648 & 0.573191778220176 \tabularnewline
39 & 0.408366854632799 & 0.816733709265597 & 0.591633145367201 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=111399&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]19[/C][C]0.0333304328523004[/C][C]0.0666608657046009[/C][C]0.9666695671477[/C][/ROW]
[ROW][C]20[/C][C]0.0565366688518876[/C][C]0.113073337703775[/C][C]0.943463331148112[/C][/ROW]
[ROW][C]21[/C][C]0.0458266069010975[/C][C]0.091653213802195[/C][C]0.954173393098902[/C][/ROW]
[ROW][C]22[/C][C]0.0520464973896608[/C][C]0.104092994779322[/C][C]0.94795350261034[/C][/ROW]
[ROW][C]23[/C][C]0.103622472471212[/C][C]0.207244944942424[/C][C]0.896377527528788[/C][/ROW]
[ROW][C]24[/C][C]0.302459205299881[/C][C]0.604918410599762[/C][C]0.697540794700119[/C][/ROW]
[ROW][C]25[/C][C]0.239374227585357[/C][C]0.478748455170714[/C][C]0.760625772414643[/C][/ROW]
[ROW][C]26[/C][C]0.170378287574510[/C][C]0.340756575149019[/C][C]0.82962171242549[/C][/ROW]
[ROW][C]27[/C][C]0.105809059415743[/C][C]0.211618118831487[/C][C]0.894190940584257[/C][/ROW]
[ROW][C]28[/C][C]0.207439272472346[/C][C]0.414878544944693[/C][C]0.792560727527654[/C][/ROW]
[ROW][C]29[/C][C]0.189699787574926[/C][C]0.379399575149851[/C][C]0.810300212425074[/C][/ROW]
[ROW][C]30[/C][C]0.127967688722201[/C][C]0.255935377444402[/C][C]0.8720323112778[/C][/ROW]
[ROW][C]31[/C][C]0.145294584121482[/C][C]0.290589168242964[/C][C]0.854705415878518[/C][/ROW]
[ROW][C]32[/C][C]0.609501014550346[/C][C]0.780997970899309[/C][C]0.390498985449654[/C][/ROW]
[ROW][C]33[/C][C]0.594599409179392[/C][C]0.810801181641216[/C][C]0.405400590820608[/C][/ROW]
[ROW][C]34[/C][C]0.689710410412257[/C][C]0.620579179175485[/C][C]0.310289589587743[/C][/ROW]
[ROW][C]35[/C][C]0.578061433307055[/C][C]0.84387713338589[/C][C]0.421938566692945[/C][/ROW]
[ROW][C]36[/C][C]0.487109584288505[/C][C]0.97421916857701[/C][C]0.512890415711495[/C][/ROW]
[ROW][C]37[/C][C]0.463116476722374[/C][C]0.926232953444748[/C][C]0.536883523277626[/C][/ROW]
[ROW][C]38[/C][C]0.426808221779824[/C][C]0.853616443559648[/C][C]0.573191778220176[/C][/ROW]
[ROW][C]39[/C][C]0.408366854632799[/C][C]0.816733709265597[/C][C]0.591633145367201[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=111399&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111399&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
190.03333043285230040.06666086570460090.9666695671477
200.05653666885188760.1130733377037750.943463331148112
210.04582660690109750.0916532138021950.954173393098902
220.05204649738966080.1040929947793220.94795350261034
230.1036224724712120.2072449449424240.896377527528788
240.3024592052998810.6049184105997620.697540794700119
250.2393742275853570.4787484551707140.760625772414643
260.1703782875745100.3407565751490190.82962171242549
270.1058090594157430.2116181188314870.894190940584257
280.2074392724723460.4148785449446930.792560727527654
290.1896997875749260.3793995751498510.810300212425074
300.1279676887222010.2559353774444020.8720323112778
310.1452945841214820.2905891682429640.854705415878518
320.6095010145503460.7809979708993090.390498985449654
330.5945994091793920.8108011816412160.405400590820608
340.6897104104122570.6205791791754850.310289589587743
350.5780614333070550.843877133385890.421938566692945
360.4871095842885050.974219168577010.512890415711495
370.4631164767223740.9262329534447480.536883523277626
380.4268082217798240.8536164435596480.573191778220176
390.4083668546327990.8167337092655970.591633145367201







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 level20.0952380952380952OK

\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 & 0.0952380952380952 & OK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=111399&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]0.0952380952380952[/C][C]OK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=111399&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111399&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 level20.0952380952380952OK



Parameters (Session):
par1 = 2 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ; par4 = no ;
Parameters (R input):
par1 = 5 ; par2 = Include Monthly Dummies ; par3 = No Linear Trend ;
R code (references can be found in the software module):
library(lattice)
library(lmtest)
n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
par1 <- as.numeric(par1)
x <- t(y)
k <- length(x[1,])
n <- length(x[,1])
x1 <- cbind(x[,par1], x[,1:k!=par1])
mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
colnames(x1) <- mycolnames #colnames(x)[par1]
x <- x1
if (par3 == 'First Differences'){
x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
for (i in 1:n-1) {
for (j in 1:k) {
x2[i,j] <- x[i+1,j] - x[i,j]
}
}
x <- x2
}
if (par2 == 'Include Monthly Dummies'){
x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
for (i in 1:11){
x2[seq(i,n,12),i] <- 1
}
x <- cbind(x, x2)
}
if (par2 == 'Include Quarterly Dummies'){
x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
for (i in 1:3){
x2[seq(i,n,4),i] <- 1
}
x <- cbind(x, x2)
}
k <- length(x[1,])
if (par3 == 'Linear Trend'){
x <- cbind(x, c(1:n))
colnames(x)[k+1] <- 't'
}
x
k <- length(x[1,])
df <- as.data.frame(x)
(mylm <- lm(df))
(mysum <- summary(mylm))
if (n > n25) {
kp3 <- k + 3
nmkm3 <- n - k - 3
gqarr <- array(NA, dim=c(nmkm3-kp3+1,3))
numgqtests <- 0
numsignificant1 <- 0
numsignificant5 <- 0
numsignificant10 <- 0
for (mypoint in kp3:nmkm3) {
j <- 0
numgqtests <- numgqtests + 1
for (myalt in c('greater', 'two.sided', 'less')) {
j <- j + 1
gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value
}
if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1
if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1
if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1
}
gqarr
}
bitmap(file='test0.png')
plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index')
points(x[,1]-mysum$resid)
grid()
dev.off()
bitmap(file='test1.png')
plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
grid()
dev.off()
bitmap(file='test2.png')
hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
grid()
dev.off()
bitmap(file='test3.png')
densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
dev.off()
bitmap(file='test4.png')
qqnorm(mysum$resid, main='Residual Normal Q-Q Plot')
qqline(mysum$resid)
grid()
dev.off()
(myerror <- as.ts(mysum$resid))
bitmap(file='test5.png')
dum <- cbind(lag(myerror,k=1),myerror)
dum
dum1 <- dum[2:length(myerror),]
dum1
z <- as.data.frame(dum1)
z
plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals')
lines(lowess(z))
abline(lm(z))
grid()
dev.off()
bitmap(file='test6.png')
acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
grid()
dev.off()
bitmap(file='test7.png')
pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
grid()
dev.off()
bitmap(file='test8.png')
opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
plot(mylm, las = 1, sub='Residual Diagnostics')
par(opar)
dev.off()
if (n > n25) {
bitmap(file='test9.png')
plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
grid()
dev.off()
}
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
a<-table.row.end(a)
myeq <- colnames(x)[1]
myeq <- paste(myeq, '[t] = ', sep='')
for (i in 1:k){
if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ')
if (rownames(mysum$coefficients)[i] != '(Intercept)') {
myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='')
if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
}
}
myeq <- paste(myeq, ' + e[t]')
a<-table.row.start(a)
a<-table.element(a, myeq)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,hyperlink('ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Variable',header=TRUE)
a<-table.element(a,'Parameter',header=TRUE)
a<-table.element(a,'S.D.',header=TRUE)
a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
a<-table.element(a,'2-tail p-value',header=TRUE)
a<-table.element(a,'1-tail p-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:k){
a<-table.row.start(a)
a<-table.element(a,rownames(mysum$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')
}