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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, 19 Nov 2010 12:14:25 +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/Nov/19/t1290168867e6iobr02r23me43.htm/, Retrieved Sat, 27 Apr 2024 23:30:27 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=97939, Retrieved Sat, 27 Apr 2024 23:30:27 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact197
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Multiple Regression] [] [2010-11-17 09:14:55] [b98453cac15ba1066b407e146608df68]
-   PD    [Multiple Regression] [deterministische ...] [2010-11-19 12:14:25] [e665313c9926a9f4bdf6ad1ee5aefad6] [Current]
-   PD      [Multiple Regression] [] [2010-11-23 22:04:55] [8ef75e99f9f5061c72c54640f2f1c3e7]
- R P       [Multiple Regression] [] [2011-11-21 20:29:39] [46d7ccc24e5d35a2decd922dfb3b3a39]
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Dataseries X:
6	101.82	107.34	93.63	99.85	101.76
6	101.68	107.34	93.63	99.91	102.37
6	101.68	107.34	93.63	99.87	102.38
6	102.45	107.34	96.13	99.86	102.86
6	102.45	107.34	96.13	100.10	102.87
6	102.45	107.34	96.13	100.10	102.92
6	102.45	107.34	96.13	100.12	102.95
6	102.45	107.34	96.13	99.95	103.02
6	102.45	112.60	96.13	99.94	104.08
6	102.52	112.60	96.13	100.18	104.16
6	102.52	112.60	96.13	100.31	104.24
6	102.85	112.60	96.13	100.65	104.33
7	102.85	112.61	96.13	100.65	104.73
7	102.85	112.61	96.13	100.69	104.86
7	103.25	112.61	96.13	101.26	105.03
7	103.25	112.61	98.73	101.26	105.62
7	103.25	112.61	98.73	101.38	105.63
7	103.25	112.61	98.73	101.38	105.63
7	104.45	112.61	98.73	101.38	105.94
7	104.45	112.61	98.73	101.44	106.61
7	104.45	118.65	98.73	101.40	107.69
7	104.80	118.65	98.73	101.40	107.78
7	104.80	118.65	98.73	100.58	107.93
7	105.29	118.65	98.73	100.58	108.48
8	105.29	114.29	98.73	100.58	108.14
8	105.29	114.29	98.73	100.59	108.48
8	105.29	114.29	98.73	100.81	108.48
8	106.04	114.29	101.67	100.75	108.89
8	105.94	114.29	101.67	100.75	108.93
8	105.94	114.29	101.67	100.96	109.21
8	105.94	114.29	101.67	101.31	109.47
8	106.28	114.29	101.67	101.64	109.80
8	106.48	123.33	101.67	101.46	111.73
8	107.19	123.33	101.67	101.73	111.85
8	108.14	123.33	101.67	101.73	112.12
8	108.22	123.33	101.67	101.64	112.15
9	108.22	123.33	101.67	101.77	112.17
9	108.61	123.33	101.67	101.74	112.67
9	108.61	123.33	101.67	101.89	112.80
9	108.61	123.33	107.94	101.89	113.44
9	108.61	123.33	107.94	101.93	113.53
9	109.06	123.33	107.94	101.93	114.53
9	109.06	123.33	107.94	102.32	114.51
9	112.93	123.33	107.94	102.41	115.05
9	115.84	129.03	107.94	103.58	116.67
9	118.57	128.76	107.94	104.12	117.07
9	118.57	128.76	107.94	104.10	116.92
9	118.86	128.76	107.94	104.15	117.00
10	118.98	128.76	107.94	104.15	117.02
10	119.27	128.76	107.94	104.16	117.35
10	119.39	128.76	107.94	102.94	117.36
10	119.49	128.76	110.30	103.07	117.82
10	119.59	128.76	110.30	103.04	117.88
10	120.12	128.76	110.30	103.06	118.24
10	120.14	128.76	110.30	103.05	118.50
10	120.14	128.76	110.30	102.95	118.80
10	120.14	132.63	110.30	102.95	119.76
10	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=97939&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=97939&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=97939&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
Cultuurenvrijetijdsbesteding[t] = + 67.2314876034128 + 0.0808949042160449jaar[t] + 0.111902922150725bioscoop[t] + 0.177271331756085schouwburgabonnement[t] + 0.12737147086898eendagsattractie[t] -0.0868387869852808huurDVD[t] + 0.169151767769644t + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
Cultuurenvrijetijdsbesteding[t] =  +  67.2314876034128 +  0.0808949042160449jaar[t] +  0.111902922150725bioscoop[t] +  0.177271331756085schouwburgabonnement[t] +  0.12737147086898eendagsattractie[t] -0.0868387869852808huurDVD[t] +  0.169151767769644t  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=97939&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]Cultuurenvrijetijdsbesteding[t] =  +  67.2314876034128 +  0.0808949042160449jaar[t] +  0.111902922150725bioscoop[t] +  0.177271331756085schouwburgabonnement[t] +  0.12737147086898eendagsattractie[t] -0.0868387869852808huurDVD[t] +  0.169151767769644t  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=97939&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=97939&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
Cultuurenvrijetijdsbesteding[t] = + 67.2314876034128 + 0.0808949042160449jaar[t] + 0.111902922150725bioscoop[t] + 0.177271331756085schouwburgabonnement[t] + 0.12737147086898eendagsattractie[t] -0.0868387869852808huurDVD[t] + 0.169151767769644t + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)67.23148760341288.0610548.340300
jaar0.08089490421604490.154740.52280.6033910.301695
bioscoop0.1119029221507250.0203225.50641e-061e-06
schouwburgabonnement0.1772713317560850.0216228.198700
eendagsattractie0.127371470868980.0324843.92110.0002640.000132
huurDVD-0.08683878698528080.09024-0.96230.3404370.170218
t0.1691517677696440.0209118.088900

\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) & 67.2314876034128 & 8.061054 & 8.3403 & 0 & 0 \tabularnewline
jaar & 0.0808949042160449 & 0.15474 & 0.5228 & 0.603391 & 0.301695 \tabularnewline
bioscoop & 0.111902922150725 & 0.020322 & 5.5064 & 1e-06 & 1e-06 \tabularnewline
schouwburgabonnement & 0.177271331756085 & 0.021622 & 8.1987 & 0 & 0 \tabularnewline
eendagsattractie & 0.12737147086898 & 0.032484 & 3.9211 & 0.000264 & 0.000132 \tabularnewline
huurDVD & -0.0868387869852808 & 0.09024 & -0.9623 & 0.340437 & 0.170218 \tabularnewline
t & 0.169151767769644 & 0.020911 & 8.0889 & 0 & 0 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=97939&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]67.2314876034128[/C][C]8.061054[/C][C]8.3403[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]jaar[/C][C]0.0808949042160449[/C][C]0.15474[/C][C]0.5228[/C][C]0.603391[/C][C]0.301695[/C][/ROW]
[ROW][C]bioscoop[/C][C]0.111902922150725[/C][C]0.020322[/C][C]5.5064[/C][C]1e-06[/C][C]1e-06[/C][/ROW]
[ROW][C]schouwburgabonnement[/C][C]0.177271331756085[/C][C]0.021622[/C][C]8.1987[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]eendagsattractie[/C][C]0.12737147086898[/C][C]0.032484[/C][C]3.9211[/C][C]0.000264[/C][C]0.000132[/C][/ROW]
[ROW][C]huurDVD[/C][C]-0.0868387869852808[/C][C]0.09024[/C][C]-0.9623[/C][C]0.340437[/C][C]0.170218[/C][/ROW]
[ROW][C]t[/C][C]0.169151767769644[/C][C]0.020911[/C][C]8.0889[/C][C]0[/C][C]0[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=97939&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=97939&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)67.23148760341288.0610548.340300
jaar0.08089490421604490.154740.52280.6033910.301695
bioscoop0.1119029221507250.0203225.50641e-061e-06
schouwburgabonnement0.1772713317560850.0216228.198700
eendagsattractie0.127371470868980.0324843.92110.0002640.000132
huurDVD-0.08683878698528080.09024-0.96230.3404370.170218
t0.1691517677696440.0209118.088900







Multiple Linear Regression - Regression Statistics
Multiple R0.998679902214923
R-squared0.997361547088008
Adjusted R-squared0.997051140863068
F-TEST (value)3213.08487701933
F-TEST (DF numerator)6
F-TEST (DF denominator)51
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.302735427596799
Sum Squared Residuals4.67408569523305

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.998679902214923 \tabularnewline
R-squared & 0.997361547088008 \tabularnewline
Adjusted R-squared & 0.997051140863068 \tabularnewline
F-TEST (value) & 3213.08487701933 \tabularnewline
F-TEST (DF numerator) & 6 \tabularnewline
F-TEST (DF denominator) & 51 \tabularnewline
p-value & 0 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 0.302735427596799 \tabularnewline
Sum Squared Residuals & 4.67408569523305 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=97939&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.998679902214923[/C][/ROW]
[ROW][C]R-squared[/C][C]0.997361547088008[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]0.997051140863068[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]3213.08487701933[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]6[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]51[/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]0.302735427596799[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]4.67408569523305[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=97939&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=97939&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 R0.998679902214923
R-squared0.997361547088008
Adjusted R-squared0.997051140863068
F-TEST (value)3213.08487701933
F-TEST (DF numerator)6
F-TEST (DF denominator)51
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.302735427596799
Sum Squared Residuals4.67408569523305







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
1101.76101.5632070175460.196792982453661
2102.37101.7114820489950.658517951004521
3102.38101.8841073682450.495892631755464
4102.86102.4587214511130.401278548887465
5102.87102.6070319100060.262968089994293
6102.92102.7761836777750.143816322224646
7102.95102.9435986698050.00640133019470953
8103.02103.127513031362-0.107513031362439
9104.08104.229980392039-0.149980392038939
10104.16104.386124055483-0.226124055482666
11104.24104.543986780944-0.303986780944226
12104.33104.720541325449-0.390541325448609
13104.73104.972360710752-0.242360710751853
14104.86105.138038927042-0.278038927042091
15105.03105.302453755090-0.272453755090413
16105.62105.802771347119-0.182771347119403
17105.63105.961502460451-0.331502460450823
18105.63106.130654228220-0.500654228220467
19105.94106.434089502571-0.494089502570979
20106.61106.5980309431220.0119690568784954
21107.69107.841375106177-0.151375106177315
22107.78108.049692896700-0.269692896699709
23107.93108.290052469797-0.360052469797278
24108.48108.514036669421-0.0340366694207805
25108.14107.991180334950.148819665050059
26108.48108.1594637148500.320536285150271
27108.48108.3095109494830.170489050517389
28108.89108.942272360439-0.0522723604392201
29108.93109.100233835994-0.170233835993784
30109.21109.251149458497-0.0411494584965328
31109.47109.3899076508210.0800923491786774
32109.8109.5684496124170.231550387582927
33111.73111.3781457853490.351854214650788
34111.85111.6033021553600.246697844640147
35112.12111.8787616991730.241238300827324
36112.15112.0646811915430.0853188084569473
37112.17112.303438821221-0.133438821220658
38112.67112.5188378922390.151162107761357
39112.8112.6749638419600.125036158039501
40113.44113.642734732079-0.202734732078646
41113.53113.808412948369-0.278412948368875
42114.53114.0279210311060.502078968893654
43114.51114.1632056719520.346794328048273
44115.05114.7576062576160.292393742383989
45116.67116.1612407390810.508759260918834
46117.07116.5411312797760.528868720223899
47116.92116.7120198232850.207980176714557
48117116.9092814991300.0907185008704657
49117.02117.172756521773-0.152756521773314
50117.35117.373491749097-0.0234917490968169
51117.36117.662015187647-0.302015187646585
52117.82118.131664876574-0.311664876574014
53117.88118.314612100168-0.434612100168287
54118.24118.541335640938-0.301335640938110
55118.5118.713593855021-0.213593855020616
56118.8118.891429501489-0.0914295014887906
57119.76119.7466213231540.0133786768455240
58120.09119.9070892122260.182910787774406

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 101.76 & 101.563207017546 & 0.196792982453661 \tabularnewline
2 & 102.37 & 101.711482048995 & 0.658517951004521 \tabularnewline
3 & 102.38 & 101.884107368245 & 0.495892631755464 \tabularnewline
4 & 102.86 & 102.458721451113 & 0.401278548887465 \tabularnewline
5 & 102.87 & 102.607031910006 & 0.262968089994293 \tabularnewline
6 & 102.92 & 102.776183677775 & 0.143816322224646 \tabularnewline
7 & 102.95 & 102.943598669805 & 0.00640133019470953 \tabularnewline
8 & 103.02 & 103.127513031362 & -0.107513031362439 \tabularnewline
9 & 104.08 & 104.229980392039 & -0.149980392038939 \tabularnewline
10 & 104.16 & 104.386124055483 & -0.226124055482666 \tabularnewline
11 & 104.24 & 104.543986780944 & -0.303986780944226 \tabularnewline
12 & 104.33 & 104.720541325449 & -0.390541325448609 \tabularnewline
13 & 104.73 & 104.972360710752 & -0.242360710751853 \tabularnewline
14 & 104.86 & 105.138038927042 & -0.278038927042091 \tabularnewline
15 & 105.03 & 105.302453755090 & -0.272453755090413 \tabularnewline
16 & 105.62 & 105.802771347119 & -0.182771347119403 \tabularnewline
17 & 105.63 & 105.961502460451 & -0.331502460450823 \tabularnewline
18 & 105.63 & 106.130654228220 & -0.500654228220467 \tabularnewline
19 & 105.94 & 106.434089502571 & -0.494089502570979 \tabularnewline
20 & 106.61 & 106.598030943122 & 0.0119690568784954 \tabularnewline
21 & 107.69 & 107.841375106177 & -0.151375106177315 \tabularnewline
22 & 107.78 & 108.049692896700 & -0.269692896699709 \tabularnewline
23 & 107.93 & 108.290052469797 & -0.360052469797278 \tabularnewline
24 & 108.48 & 108.514036669421 & -0.0340366694207805 \tabularnewline
25 & 108.14 & 107.99118033495 & 0.148819665050059 \tabularnewline
26 & 108.48 & 108.159463714850 & 0.320536285150271 \tabularnewline
27 & 108.48 & 108.309510949483 & 0.170489050517389 \tabularnewline
28 & 108.89 & 108.942272360439 & -0.0522723604392201 \tabularnewline
29 & 108.93 & 109.100233835994 & -0.170233835993784 \tabularnewline
30 & 109.21 & 109.251149458497 & -0.0411494584965328 \tabularnewline
31 & 109.47 & 109.389907650821 & 0.0800923491786774 \tabularnewline
32 & 109.8 & 109.568449612417 & 0.231550387582927 \tabularnewline
33 & 111.73 & 111.378145785349 & 0.351854214650788 \tabularnewline
34 & 111.85 & 111.603302155360 & 0.246697844640147 \tabularnewline
35 & 112.12 & 111.878761699173 & 0.241238300827324 \tabularnewline
36 & 112.15 & 112.064681191543 & 0.0853188084569473 \tabularnewline
37 & 112.17 & 112.303438821221 & -0.133438821220658 \tabularnewline
38 & 112.67 & 112.518837892239 & 0.151162107761357 \tabularnewline
39 & 112.8 & 112.674963841960 & 0.125036158039501 \tabularnewline
40 & 113.44 & 113.642734732079 & -0.202734732078646 \tabularnewline
41 & 113.53 & 113.808412948369 & -0.278412948368875 \tabularnewline
42 & 114.53 & 114.027921031106 & 0.502078968893654 \tabularnewline
43 & 114.51 & 114.163205671952 & 0.346794328048273 \tabularnewline
44 & 115.05 & 114.757606257616 & 0.292393742383989 \tabularnewline
45 & 116.67 & 116.161240739081 & 0.508759260918834 \tabularnewline
46 & 117.07 & 116.541131279776 & 0.528868720223899 \tabularnewline
47 & 116.92 & 116.712019823285 & 0.207980176714557 \tabularnewline
48 & 117 & 116.909281499130 & 0.0907185008704657 \tabularnewline
49 & 117.02 & 117.172756521773 & -0.152756521773314 \tabularnewline
50 & 117.35 & 117.373491749097 & -0.0234917490968169 \tabularnewline
51 & 117.36 & 117.662015187647 & -0.302015187646585 \tabularnewline
52 & 117.82 & 118.131664876574 & -0.311664876574014 \tabularnewline
53 & 117.88 & 118.314612100168 & -0.434612100168287 \tabularnewline
54 & 118.24 & 118.541335640938 & -0.301335640938110 \tabularnewline
55 & 118.5 & 118.713593855021 & -0.213593855020616 \tabularnewline
56 & 118.8 & 118.891429501489 & -0.0914295014887906 \tabularnewline
57 & 119.76 & 119.746621323154 & 0.0133786768455240 \tabularnewline
58 & 120.09 & 119.907089212226 & 0.182910787774406 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=97939&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]101.563207017546[/C][C]0.196792982453661[/C][/ROW]
[ROW][C]2[/C][C]102.37[/C][C]101.711482048995[/C][C]0.658517951004521[/C][/ROW]
[ROW][C]3[/C][C]102.38[/C][C]101.884107368245[/C][C]0.495892631755464[/C][/ROW]
[ROW][C]4[/C][C]102.86[/C][C]102.458721451113[/C][C]0.401278548887465[/C][/ROW]
[ROW][C]5[/C][C]102.87[/C][C]102.607031910006[/C][C]0.262968089994293[/C][/ROW]
[ROW][C]6[/C][C]102.92[/C][C]102.776183677775[/C][C]0.143816322224646[/C][/ROW]
[ROW][C]7[/C][C]102.95[/C][C]102.943598669805[/C][C]0.00640133019470953[/C][/ROW]
[ROW][C]8[/C][C]103.02[/C][C]103.127513031362[/C][C]-0.107513031362439[/C][/ROW]
[ROW][C]9[/C][C]104.08[/C][C]104.229980392039[/C][C]-0.149980392038939[/C][/ROW]
[ROW][C]10[/C][C]104.16[/C][C]104.386124055483[/C][C]-0.226124055482666[/C][/ROW]
[ROW][C]11[/C][C]104.24[/C][C]104.543986780944[/C][C]-0.303986780944226[/C][/ROW]
[ROW][C]12[/C][C]104.33[/C][C]104.720541325449[/C][C]-0.390541325448609[/C][/ROW]
[ROW][C]13[/C][C]104.73[/C][C]104.972360710752[/C][C]-0.242360710751853[/C][/ROW]
[ROW][C]14[/C][C]104.86[/C][C]105.138038927042[/C][C]-0.278038927042091[/C][/ROW]
[ROW][C]15[/C][C]105.03[/C][C]105.302453755090[/C][C]-0.272453755090413[/C][/ROW]
[ROW][C]16[/C][C]105.62[/C][C]105.802771347119[/C][C]-0.182771347119403[/C][/ROW]
[ROW][C]17[/C][C]105.63[/C][C]105.961502460451[/C][C]-0.331502460450823[/C][/ROW]
[ROW][C]18[/C][C]105.63[/C][C]106.130654228220[/C][C]-0.500654228220467[/C][/ROW]
[ROW][C]19[/C][C]105.94[/C][C]106.434089502571[/C][C]-0.494089502570979[/C][/ROW]
[ROW][C]20[/C][C]106.61[/C][C]106.598030943122[/C][C]0.0119690568784954[/C][/ROW]
[ROW][C]21[/C][C]107.69[/C][C]107.841375106177[/C][C]-0.151375106177315[/C][/ROW]
[ROW][C]22[/C][C]107.78[/C][C]108.049692896700[/C][C]-0.269692896699709[/C][/ROW]
[ROW][C]23[/C][C]107.93[/C][C]108.290052469797[/C][C]-0.360052469797278[/C][/ROW]
[ROW][C]24[/C][C]108.48[/C][C]108.514036669421[/C][C]-0.0340366694207805[/C][/ROW]
[ROW][C]25[/C][C]108.14[/C][C]107.99118033495[/C][C]0.148819665050059[/C][/ROW]
[ROW][C]26[/C][C]108.48[/C][C]108.159463714850[/C][C]0.320536285150271[/C][/ROW]
[ROW][C]27[/C][C]108.48[/C][C]108.309510949483[/C][C]0.170489050517389[/C][/ROW]
[ROW][C]28[/C][C]108.89[/C][C]108.942272360439[/C][C]-0.0522723604392201[/C][/ROW]
[ROW][C]29[/C][C]108.93[/C][C]109.100233835994[/C][C]-0.170233835993784[/C][/ROW]
[ROW][C]30[/C][C]109.21[/C][C]109.251149458497[/C][C]-0.0411494584965328[/C][/ROW]
[ROW][C]31[/C][C]109.47[/C][C]109.389907650821[/C][C]0.0800923491786774[/C][/ROW]
[ROW][C]32[/C][C]109.8[/C][C]109.568449612417[/C][C]0.231550387582927[/C][/ROW]
[ROW][C]33[/C][C]111.73[/C][C]111.378145785349[/C][C]0.351854214650788[/C][/ROW]
[ROW][C]34[/C][C]111.85[/C][C]111.603302155360[/C][C]0.246697844640147[/C][/ROW]
[ROW][C]35[/C][C]112.12[/C][C]111.878761699173[/C][C]0.241238300827324[/C][/ROW]
[ROW][C]36[/C][C]112.15[/C][C]112.064681191543[/C][C]0.0853188084569473[/C][/ROW]
[ROW][C]37[/C][C]112.17[/C][C]112.303438821221[/C][C]-0.133438821220658[/C][/ROW]
[ROW][C]38[/C][C]112.67[/C][C]112.518837892239[/C][C]0.151162107761357[/C][/ROW]
[ROW][C]39[/C][C]112.8[/C][C]112.674963841960[/C][C]0.125036158039501[/C][/ROW]
[ROW][C]40[/C][C]113.44[/C][C]113.642734732079[/C][C]-0.202734732078646[/C][/ROW]
[ROW][C]41[/C][C]113.53[/C][C]113.808412948369[/C][C]-0.278412948368875[/C][/ROW]
[ROW][C]42[/C][C]114.53[/C][C]114.027921031106[/C][C]0.502078968893654[/C][/ROW]
[ROW][C]43[/C][C]114.51[/C][C]114.163205671952[/C][C]0.346794328048273[/C][/ROW]
[ROW][C]44[/C][C]115.05[/C][C]114.757606257616[/C][C]0.292393742383989[/C][/ROW]
[ROW][C]45[/C][C]116.67[/C][C]116.161240739081[/C][C]0.508759260918834[/C][/ROW]
[ROW][C]46[/C][C]117.07[/C][C]116.541131279776[/C][C]0.528868720223899[/C][/ROW]
[ROW][C]47[/C][C]116.92[/C][C]116.712019823285[/C][C]0.207980176714557[/C][/ROW]
[ROW][C]48[/C][C]117[/C][C]116.909281499130[/C][C]0.0907185008704657[/C][/ROW]
[ROW][C]49[/C][C]117.02[/C][C]117.172756521773[/C][C]-0.152756521773314[/C][/ROW]
[ROW][C]50[/C][C]117.35[/C][C]117.373491749097[/C][C]-0.0234917490968169[/C][/ROW]
[ROW][C]51[/C][C]117.36[/C][C]117.662015187647[/C][C]-0.302015187646585[/C][/ROW]
[ROW][C]52[/C][C]117.82[/C][C]118.131664876574[/C][C]-0.311664876574014[/C][/ROW]
[ROW][C]53[/C][C]117.88[/C][C]118.314612100168[/C][C]-0.434612100168287[/C][/ROW]
[ROW][C]54[/C][C]118.24[/C][C]118.541335640938[/C][C]-0.301335640938110[/C][/ROW]
[ROW][C]55[/C][C]118.5[/C][C]118.713593855021[/C][C]-0.213593855020616[/C][/ROW]
[ROW][C]56[/C][C]118.8[/C][C]118.891429501489[/C][C]-0.0914295014887906[/C][/ROW]
[ROW][C]57[/C][C]119.76[/C][C]119.746621323154[/C][C]0.0133786768455240[/C][/ROW]
[ROW][C]58[/C][C]120.09[/C][C]119.907089212226[/C][C]0.182910787774406[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=97939&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=97939&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
1101.76101.5632070175460.196792982453661
2102.37101.7114820489950.658517951004521
3102.38101.8841073682450.495892631755464
4102.86102.4587214511130.401278548887465
5102.87102.6070319100060.262968089994293
6102.92102.7761836777750.143816322224646
7102.95102.9435986698050.00640133019470953
8103.02103.127513031362-0.107513031362439
9104.08104.229980392039-0.149980392038939
10104.16104.386124055483-0.226124055482666
11104.24104.543986780944-0.303986780944226
12104.33104.720541325449-0.390541325448609
13104.73104.972360710752-0.242360710751853
14104.86105.138038927042-0.278038927042091
15105.03105.302453755090-0.272453755090413
16105.62105.802771347119-0.182771347119403
17105.63105.961502460451-0.331502460450823
18105.63106.130654228220-0.500654228220467
19105.94106.434089502571-0.494089502570979
20106.61106.5980309431220.0119690568784954
21107.69107.841375106177-0.151375106177315
22107.78108.049692896700-0.269692896699709
23107.93108.290052469797-0.360052469797278
24108.48108.514036669421-0.0340366694207805
25108.14107.991180334950.148819665050059
26108.48108.1594637148500.320536285150271
27108.48108.3095109494830.170489050517389
28108.89108.942272360439-0.0522723604392201
29108.93109.100233835994-0.170233835993784
30109.21109.251149458497-0.0411494584965328
31109.47109.3899076508210.0800923491786774
32109.8109.5684496124170.231550387582927
33111.73111.3781457853490.351854214650788
34111.85111.6033021553600.246697844640147
35112.12111.8787616991730.241238300827324
36112.15112.0646811915430.0853188084569473
37112.17112.303438821221-0.133438821220658
38112.67112.5188378922390.151162107761357
39112.8112.6749638419600.125036158039501
40113.44113.642734732079-0.202734732078646
41113.53113.808412948369-0.278412948368875
42114.53114.0279210311060.502078968893654
43114.51114.1632056719520.346794328048273
44115.05114.7576062576160.292393742383989
45116.67116.1612407390810.508759260918834
46117.07116.5411312797760.528868720223899
47116.92116.7120198232850.207980176714557
48117116.9092814991300.0907185008704657
49117.02117.172756521773-0.152756521773314
50117.35117.373491749097-0.0234917490968169
51117.36117.662015187647-0.302015187646585
52117.82118.131664876574-0.311664876574014
53117.88118.314612100168-0.434612100168287
54118.24118.541335640938-0.301335640938110
55118.5118.713593855021-0.213593855020616
56118.8118.891429501489-0.0914295014887906
57119.76119.7466213231540.0133786768455240
58120.09119.9070892122260.182910787774406







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.1124209265882300.2248418531764590.88757907341177
110.04761017420461960.09522034840923910.95238982579538
120.2268248639962560.4536497279925110.773175136003744
130.1370163961977780.2740327923955560.862983603802222
140.07689295768155090.1537859153631020.923107042318449
150.05691248142669240.1138249628533850.943087518573308
160.04124541207666250.0824908241533250.958754587923337
170.02555297929669540.05110595859339080.974447020703305
180.02305810277986250.04611620555972510.976941897220137
190.02864981538647160.05729963077294310.971350184613528
200.2281523799966330.4563047599932660.771847620003367
210.2740591479130910.5481182958261830.725940852086909
220.2713692705165840.5427385410331670.728630729483416
230.3120267234249660.6240534468499320.687973276575034
240.3553816987700680.7107633975401360.644618301229932
250.3206374736212360.6412749472424720.679362526378764
260.4791816071589580.9583632143179160.520818392841042
270.4975483588993560.9950967177987110.502451641100644
280.490891716538650.98178343307730.50910828346135
290.4252697746912130.8505395493824270.574730225308787
300.3667705236944340.7335410473888670.633229476305566
310.3874967127632410.7749934255264830.612503287236759
320.4256194672043160.8512389344086320.574380532795684
330.6612522175707110.6774955648585770.338747782429289
340.5921206579250020.8157586841499970.407879342074998
350.5244227725774860.9511544548450270.475577227422514
360.5801186329487740.8397627341024510.419881367051226
370.6551906805352180.6896186389295630.344809319464782
380.5825664765727280.8348670468545450.417433523427272
390.5214168485739650.957166302852070.478583151426035
400.5024586399167620.9950827201664760.497541360083238
410.9011802122052950.1976395755894090.0988197877947046
420.9056510515856360.1886978968287280.094348948414364
430.917404012542560.1651919749148790.0825959874574393
440.8850625652116360.2298748695767270.114937434788364
450.8241221369021390.3517557261957220.175877863097861
460.9838338295001530.03233234099969380.0161661704998469
470.9834143991782960.03317120164340770.0165856008217039
480.9449052856591490.1101894286817020.0550947143408512

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
10 & 0.112420926588230 & 0.224841853176459 & 0.88757907341177 \tabularnewline
11 & 0.0476101742046196 & 0.0952203484092391 & 0.95238982579538 \tabularnewline
12 & 0.226824863996256 & 0.453649727992511 & 0.773175136003744 \tabularnewline
13 & 0.137016396197778 & 0.274032792395556 & 0.862983603802222 \tabularnewline
14 & 0.0768929576815509 & 0.153785915363102 & 0.923107042318449 \tabularnewline
15 & 0.0569124814266924 & 0.113824962853385 & 0.943087518573308 \tabularnewline
16 & 0.0412454120766625 & 0.082490824153325 & 0.958754587923337 \tabularnewline
17 & 0.0255529792966954 & 0.0511059585933908 & 0.974447020703305 \tabularnewline
18 & 0.0230581027798625 & 0.0461162055597251 & 0.976941897220137 \tabularnewline
19 & 0.0286498153864716 & 0.0572996307729431 & 0.971350184613528 \tabularnewline
20 & 0.228152379996633 & 0.456304759993266 & 0.771847620003367 \tabularnewline
21 & 0.274059147913091 & 0.548118295826183 & 0.725940852086909 \tabularnewline
22 & 0.271369270516584 & 0.542738541033167 & 0.728630729483416 \tabularnewline
23 & 0.312026723424966 & 0.624053446849932 & 0.687973276575034 \tabularnewline
24 & 0.355381698770068 & 0.710763397540136 & 0.644618301229932 \tabularnewline
25 & 0.320637473621236 & 0.641274947242472 & 0.679362526378764 \tabularnewline
26 & 0.479181607158958 & 0.958363214317916 & 0.520818392841042 \tabularnewline
27 & 0.497548358899356 & 0.995096717798711 & 0.502451641100644 \tabularnewline
28 & 0.49089171653865 & 0.9817834330773 & 0.50910828346135 \tabularnewline
29 & 0.425269774691213 & 0.850539549382427 & 0.574730225308787 \tabularnewline
30 & 0.366770523694434 & 0.733541047388867 & 0.633229476305566 \tabularnewline
31 & 0.387496712763241 & 0.774993425526483 & 0.612503287236759 \tabularnewline
32 & 0.425619467204316 & 0.851238934408632 & 0.574380532795684 \tabularnewline
33 & 0.661252217570711 & 0.677495564858577 & 0.338747782429289 \tabularnewline
34 & 0.592120657925002 & 0.815758684149997 & 0.407879342074998 \tabularnewline
35 & 0.524422772577486 & 0.951154454845027 & 0.475577227422514 \tabularnewline
36 & 0.580118632948774 & 0.839762734102451 & 0.419881367051226 \tabularnewline
37 & 0.655190680535218 & 0.689618638929563 & 0.344809319464782 \tabularnewline
38 & 0.582566476572728 & 0.834867046854545 & 0.417433523427272 \tabularnewline
39 & 0.521416848573965 & 0.95716630285207 & 0.478583151426035 \tabularnewline
40 & 0.502458639916762 & 0.995082720166476 & 0.497541360083238 \tabularnewline
41 & 0.901180212205295 & 0.197639575589409 & 0.0988197877947046 \tabularnewline
42 & 0.905651051585636 & 0.188697896828728 & 0.094348948414364 \tabularnewline
43 & 0.91740401254256 & 0.165191974914879 & 0.0825959874574393 \tabularnewline
44 & 0.885062565211636 & 0.229874869576727 & 0.114937434788364 \tabularnewline
45 & 0.824122136902139 & 0.351755726195722 & 0.175877863097861 \tabularnewline
46 & 0.983833829500153 & 0.0323323409996938 & 0.0161661704998469 \tabularnewline
47 & 0.983414399178296 & 0.0331712016434077 & 0.0165856008217039 \tabularnewline
48 & 0.944905285659149 & 0.110189428681702 & 0.0550947143408512 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=97939&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]10[/C][C]0.112420926588230[/C][C]0.224841853176459[/C][C]0.88757907341177[/C][/ROW]
[ROW][C]11[/C][C]0.0476101742046196[/C][C]0.0952203484092391[/C][C]0.95238982579538[/C][/ROW]
[ROW][C]12[/C][C]0.226824863996256[/C][C]0.453649727992511[/C][C]0.773175136003744[/C][/ROW]
[ROW][C]13[/C][C]0.137016396197778[/C][C]0.274032792395556[/C][C]0.862983603802222[/C][/ROW]
[ROW][C]14[/C][C]0.0768929576815509[/C][C]0.153785915363102[/C][C]0.923107042318449[/C][/ROW]
[ROW][C]15[/C][C]0.0569124814266924[/C][C]0.113824962853385[/C][C]0.943087518573308[/C][/ROW]
[ROW][C]16[/C][C]0.0412454120766625[/C][C]0.082490824153325[/C][C]0.958754587923337[/C][/ROW]
[ROW][C]17[/C][C]0.0255529792966954[/C][C]0.0511059585933908[/C][C]0.974447020703305[/C][/ROW]
[ROW][C]18[/C][C]0.0230581027798625[/C][C]0.0461162055597251[/C][C]0.976941897220137[/C][/ROW]
[ROW][C]19[/C][C]0.0286498153864716[/C][C]0.0572996307729431[/C][C]0.971350184613528[/C][/ROW]
[ROW][C]20[/C][C]0.228152379996633[/C][C]0.456304759993266[/C][C]0.771847620003367[/C][/ROW]
[ROW][C]21[/C][C]0.274059147913091[/C][C]0.548118295826183[/C][C]0.725940852086909[/C][/ROW]
[ROW][C]22[/C][C]0.271369270516584[/C][C]0.542738541033167[/C][C]0.728630729483416[/C][/ROW]
[ROW][C]23[/C][C]0.312026723424966[/C][C]0.624053446849932[/C][C]0.687973276575034[/C][/ROW]
[ROW][C]24[/C][C]0.355381698770068[/C][C]0.710763397540136[/C][C]0.644618301229932[/C][/ROW]
[ROW][C]25[/C][C]0.320637473621236[/C][C]0.641274947242472[/C][C]0.679362526378764[/C][/ROW]
[ROW][C]26[/C][C]0.479181607158958[/C][C]0.958363214317916[/C][C]0.520818392841042[/C][/ROW]
[ROW][C]27[/C][C]0.497548358899356[/C][C]0.995096717798711[/C][C]0.502451641100644[/C][/ROW]
[ROW][C]28[/C][C]0.49089171653865[/C][C]0.9817834330773[/C][C]0.50910828346135[/C][/ROW]
[ROW][C]29[/C][C]0.425269774691213[/C][C]0.850539549382427[/C][C]0.574730225308787[/C][/ROW]
[ROW][C]30[/C][C]0.366770523694434[/C][C]0.733541047388867[/C][C]0.633229476305566[/C][/ROW]
[ROW][C]31[/C][C]0.387496712763241[/C][C]0.774993425526483[/C][C]0.612503287236759[/C][/ROW]
[ROW][C]32[/C][C]0.425619467204316[/C][C]0.851238934408632[/C][C]0.574380532795684[/C][/ROW]
[ROW][C]33[/C][C]0.661252217570711[/C][C]0.677495564858577[/C][C]0.338747782429289[/C][/ROW]
[ROW][C]34[/C][C]0.592120657925002[/C][C]0.815758684149997[/C][C]0.407879342074998[/C][/ROW]
[ROW][C]35[/C][C]0.524422772577486[/C][C]0.951154454845027[/C][C]0.475577227422514[/C][/ROW]
[ROW][C]36[/C][C]0.580118632948774[/C][C]0.839762734102451[/C][C]0.419881367051226[/C][/ROW]
[ROW][C]37[/C][C]0.655190680535218[/C][C]0.689618638929563[/C][C]0.344809319464782[/C][/ROW]
[ROW][C]38[/C][C]0.582566476572728[/C][C]0.834867046854545[/C][C]0.417433523427272[/C][/ROW]
[ROW][C]39[/C][C]0.521416848573965[/C][C]0.95716630285207[/C][C]0.478583151426035[/C][/ROW]
[ROW][C]40[/C][C]0.502458639916762[/C][C]0.995082720166476[/C][C]0.497541360083238[/C][/ROW]
[ROW][C]41[/C][C]0.901180212205295[/C][C]0.197639575589409[/C][C]0.0988197877947046[/C][/ROW]
[ROW][C]42[/C][C]0.905651051585636[/C][C]0.188697896828728[/C][C]0.094348948414364[/C][/ROW]
[ROW][C]43[/C][C]0.91740401254256[/C][C]0.165191974914879[/C][C]0.0825959874574393[/C][/ROW]
[ROW][C]44[/C][C]0.885062565211636[/C][C]0.229874869576727[/C][C]0.114937434788364[/C][/ROW]
[ROW][C]45[/C][C]0.824122136902139[/C][C]0.351755726195722[/C][C]0.175877863097861[/C][/ROW]
[ROW][C]46[/C][C]0.983833829500153[/C][C]0.0323323409996938[/C][C]0.0161661704998469[/C][/ROW]
[ROW][C]47[/C][C]0.983414399178296[/C][C]0.0331712016434077[/C][C]0.0165856008217039[/C][/ROW]
[ROW][C]48[/C][C]0.944905285659149[/C][C]0.110189428681702[/C][C]0.0550947143408512[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=97939&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=97939&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
100.1124209265882300.2248418531764590.88757907341177
110.04761017420461960.09522034840923910.95238982579538
120.2268248639962560.4536497279925110.773175136003744
130.1370163961977780.2740327923955560.862983603802222
140.07689295768155090.1537859153631020.923107042318449
150.05691248142669240.1138249628533850.943087518573308
160.04124541207666250.0824908241533250.958754587923337
170.02555297929669540.05110595859339080.974447020703305
180.02305810277986250.04611620555972510.976941897220137
190.02864981538647160.05729963077294310.971350184613528
200.2281523799966330.4563047599932660.771847620003367
210.2740591479130910.5481182958261830.725940852086909
220.2713692705165840.5427385410331670.728630729483416
230.3120267234249660.6240534468499320.687973276575034
240.3553816987700680.7107633975401360.644618301229932
250.3206374736212360.6412749472424720.679362526378764
260.4791816071589580.9583632143179160.520818392841042
270.4975483588993560.9950967177987110.502451641100644
280.490891716538650.98178343307730.50910828346135
290.4252697746912130.8505395493824270.574730225308787
300.3667705236944340.7335410473888670.633229476305566
310.3874967127632410.7749934255264830.612503287236759
320.4256194672043160.8512389344086320.574380532795684
330.6612522175707110.6774955648585770.338747782429289
340.5921206579250020.8157586841499970.407879342074998
350.5244227725774860.9511544548450270.475577227422514
360.5801186329487740.8397627341024510.419881367051226
370.6551906805352180.6896186389295630.344809319464782
380.5825664765727280.8348670468545450.417433523427272
390.5214168485739650.957166302852070.478583151426035
400.5024586399167620.9950827201664760.497541360083238
410.9011802122052950.1976395755894090.0988197877947046
420.9056510515856360.1886978968287280.094348948414364
430.917404012542560.1651919749148790.0825959874574393
440.8850625652116360.2298748695767270.114937434788364
450.8241221369021390.3517557261957220.175877863097861
460.9838338295001530.03233234099969380.0161661704998469
470.9834143991782960.03317120164340770.0165856008217039
480.9449052856591490.1101894286817020.0550947143408512







Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level30.0769230769230769NOK
10% type I error level70.179487179487179NOK

\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 & 3 & 0.0769230769230769 & NOK \tabularnewline
10% type I error level & 7 & 0.179487179487179 & NOK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=97939&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]3[/C][C]0.0769230769230769[/C][C]NOK[/C][/ROW]
[ROW][C]10% type I error level[/C][C]7[/C][C]0.179487179487179[/C][C]NOK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=97939&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=97939&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 level30.0769230769230769NOK
10% type I error level70.179487179487179NOK



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