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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 14:23:14 +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/t12901765178kndu6v4qjzx0wg.htm/, Retrieved Fri, 26 Apr 2024 03:33:42 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=97997, Retrieved Fri, 26 Apr 2024 03:33:42 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact165
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Multiple Regression] [] [2010-11-17 09:20:01] [b98453cac15ba1066b407e146608df68]
-   PD    [Multiple Regression] [] [2010-11-19 14:23:14] [df17410ebb98883e83037e1662207ccb] [Current]
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Dataseries X:
101,82	107,34	93,63	101,76
101,68	107,34	93,63	102,37
101,68	107,34	93,63	102,38
102,45	107,34	96,13	102,86
102,45	107,34	96,13	102,87
102,45	107,34	96,13	102,92
102,45	107,34	96,13	102,95
102,45	107,34	96,13	103,02
102,45	112,60	96,13	104,08
102,52	112,60	96,13	104,16
102,52	112,60	96,13	104,24
102,85	112,60	96,13	104,33
102,85	112,61	96,13	104,73
102,85	112,61	96,13	104,86
103,25	112,61	96,13	105,03
103,25	112,61	98,73	105,62
103,25	112,61	98,73	105,63
103,25	112,61	98,73	105,63
104,45	112,61	98,73	105,94
104,45	112,61	98,73	106,61
104,45	118,65	98,73	107,69
104,80	118,65	98,73	107,78
104,80	118,65	98,73	107,93
105,29	118,65	98,73	108,48
105,29	114,29	98,73	108,14
105,29	114,29	98,73	108,48
105,29	114,29	98,73	108,48
106,04	114,29	101,67	108,89
105,94	114,29	101,67	108,93
105,94	114,29	101,67	109,21
105,94	114,29	101,67	109,47
106,28	114,29	101,67	109,80
106,48	123,33	101,67	111,73
107,19	123,33	101,67	111,85
108,14	123,33	101,67	112,12
108,22	123,33	101,67	112,15
108,22	123,33	101,67	112,17
108,61	123,33	101,67	112,67
108,61	123,33	101,67	112,80
108,61	123,33	107,94	113,44
108,61	123,33	107,94	113,53
109,06	123,33	107,94	114,53
109,06	123,33	107,94	114,51
112,93	123,33	107,94	115,05
115,84	129,03	107,94	116,67
118,57	128,76	107,94	117,07
118,57	128,76	107,94	116,92
118,86	128,76	107,94	117,00
118,98	128,76	107,94	117,02
119,27	128,76	107,94	117,35
119,39	128,76	107,94	117,36
119,49	128,76	110,30	117,82
119,59	128,76	110,30	117,88
120,12	128,76	110,30	118,24
120,14	128,76	110,30	118,50
120,14	128,76	110,30	118,80
120,14	132,63	110,30	119,76
120,14	132,63	110,30	120,09




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time6 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 & 6 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=97997&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]6 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=97997&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=97997&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 time6 seconds
R Server'George Udny Yule' @ 72.249.76.132







Multiple Linear Regression - Estimated Regression Equation
And.dienstenrecr.&cultuur[t] = + 61.3522977549418 + 0.104860262173398Bioscoop[t] + 0.167292816816152Schouwburgabonnement[t] + 0.121128872847212Eendagsattracties[t] + 0.178769949566188t + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
And.dienstenrecr.&cultuur[t] =  +  61.3522977549418 +  0.104860262173398Bioscoop[t] +  0.167292816816152Schouwburgabonnement[t] +  0.121128872847212Eendagsattracties[t] +  0.178769949566188t  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=97997&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]And.dienstenrecr.&cultuur[t] =  +  61.3522977549418 +  0.104860262173398Bioscoop[t] +  0.167292816816152Schouwburgabonnement[t] +  0.121128872847212Eendagsattracties[t] +  0.178769949566188t  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=97997&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=97997&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
And.dienstenrecr.&cultuur[t] = + 61.3522977549418 + 0.104860262173398Bioscoop[t] + 0.167292816816152Schouwburgabonnement[t] + 0.121128872847212Eendagsattracties[t] + 0.178769949566188t + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)61.35229775494183.41955217.941600
Bioscoop0.1048602621733980.0178765.86600
Schouwburgabonnement0.1672928168161520.0189218.841600
Eendagsattracties0.1211288728472120.0316413.82820.0003430.000171
t0.1787699495661880.01269114.086100

\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) & 61.3522977549418 & 3.419552 & 17.9416 & 0 & 0 \tabularnewline
Bioscoop & 0.104860262173398 & 0.017876 & 5.866 & 0 & 0 \tabularnewline
Schouwburgabonnement & 0.167292816816152 & 0.018921 & 8.8416 & 0 & 0 \tabularnewline
Eendagsattracties & 0.121128872847212 & 0.031641 & 3.8282 & 0.000343 & 0.000171 \tabularnewline
t & 0.178769949566188 & 0.012691 & 14.0861 & 0 & 0 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=97997&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]61.3522977549418[/C][C]3.419552[/C][C]17.9416[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]Bioscoop[/C][C]0.104860262173398[/C][C]0.017876[/C][C]5.866[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]Schouwburgabonnement[/C][C]0.167292816816152[/C][C]0.018921[/C][C]8.8416[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]Eendagsattracties[/C][C]0.121128872847212[/C][C]0.031641[/C][C]3.8282[/C][C]0.000343[/C][C]0.000171[/C][/ROW]
[ROW][C]t[/C][C]0.178769949566188[/C][C]0.012691[/C][C]14.0861[/C][C]0[/C][C]0[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=97997&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=97997&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)61.35229775494183.41955217.941600
Bioscoop0.1048602621733980.0178765.86600
Schouwburgabonnement0.1672928168161520.0189218.841600
Eendagsattracties0.1211288728472120.0316413.82820.0003430.000171
t0.1787699495661880.01269114.086100







Multiple Linear Regression - Regression Statistics
Multiple R0.998649583453835
R-squared0.997300990532518
Adjusted R-squared0.997097291704784
F-TEST (value)4895.95841873246
F-TEST (DF numerator)4
F-TEST (DF denominator)53
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.300357119404692
Sum Squared Residuals4.78136315638548

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.998649583453835 \tabularnewline
R-squared & 0.997300990532518 \tabularnewline
Adjusted R-squared & 0.997097291704784 \tabularnewline
F-TEST (value) & 4895.95841873246 \tabularnewline
F-TEST (DF numerator) & 4 \tabularnewline
F-TEST (DF denominator) & 53 \tabularnewline
p-value & 0 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 0.300357119404692 \tabularnewline
Sum Squared Residuals & 4.78136315638548 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=97997&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.998649583453835[/C][/ROW]
[ROW][C]R-squared[/C][C]0.997300990532518[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]0.997097291704784[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]4895.95841873246[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]4[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]53[/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]0.300357119404692[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]4.78136315638548[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=97997&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=97997&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 R0.998649583453835
R-squared0.997300990532518
Adjusted R-squared0.997097291704784
F-TEST (value)4895.95841873246
F-TEST (DF numerator)4
F-TEST (DF denominator)53
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.300357119404692
Sum Squared Residuals4.78136315638548







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
1101.76101.5064469207340.253553079266132
2102.37101.6705364335960.699463566404492
3102.38101.8493063831620.530693616838284
4102.86102.4116409167190.448359083280561
5102.87102.5904108662860.279589133714374
6102.92102.7691808158520.150819184148186
7102.95102.9479507654180.00204923458199948
8103.02103.126720714984-0.106720714984195
9104.08104.185450881003-0.105450881003340
10104.16104.371561048922-0.211561048921668
11104.24104.550330998488-0.310330998487857
12104.33104.763704834571-0.433704834571263
13104.73104.944147712306-0.214147712305608
14104.86105.122917661872-0.2629176618718
15105.03105.343631716307-0.313631716307346
16105.62105.837336735276-0.217336735276282
17105.63106.016106684842-0.386106684842479
18105.63106.194876634409-0.564876634408667
19105.94106.499478898583-0.559478898582932
20106.61106.678248848149-0.068248848149118
21107.69107.867467411285-0.177467411284868
22107.78108.082938452612-0.302938452611742
23107.93108.261708402178-0.331708402177924
24108.48108.491859880209-0.0118598802090809
25108.14107.9412331484570.198766851543152
26108.48108.1200030980230.359996901976967
27108.48108.2987730475890.181226952410779
28108.89108.912307079956-0.0223070799562636
29108.93109.080591003305-0.150591003305104
30109.21109.259360952871-0.0493609528713051
31109.47109.4381309024370.031869097562512
32109.8109.6525533411430.147446658857367
33111.73111.3646224071620.365377592838490
34111.85111.6178431428710.23215685712918
35112.12111.8962303415020.223769658498273
36112.15112.0833891120420.0666108879582143
37112.17112.262159061608-0.0921590616079776
38112.67112.4818245134220.188175486578210
39112.8112.6605944629880.139405537012017
40113.44113.598842445306-0.158842445306188
41113.53113.777612394872-0.247612394872372
42114.53114.0035694624170.526430537583410
43114.51114.1823394119830.327660588017226
44115.05114.766918576160.283081423839978
45116.67116.2044009445030.465599055497137
46117.07116.6242703492620.445729650737927
47116.92116.8030402988280.116959701171748
48117117.012219724425-0.0122197244247277
49117.02117.203572905452-0.183572905451728
50117.35117.412752331048-0.0627523310482026
51117.36117.604105512075-0.244105512075195
52117.82118.079225627778-0.259225627778146
53117.88118.268481603562-0.388481603561673
54118.24118.502827492080-0.262827492079763
55118.5118.683694646889-0.183694646889414
56118.8118.862464596456-0.0624645964556048
57119.76119.6886577471000.0713422528997051
58120.09119.8674276966660.222572303333515

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 101.76 & 101.506446920734 & 0.253553079266132 \tabularnewline
2 & 102.37 & 101.670536433596 & 0.699463566404492 \tabularnewline
3 & 102.38 & 101.849306383162 & 0.530693616838284 \tabularnewline
4 & 102.86 & 102.411640916719 & 0.448359083280561 \tabularnewline
5 & 102.87 & 102.590410866286 & 0.279589133714374 \tabularnewline
6 & 102.92 & 102.769180815852 & 0.150819184148186 \tabularnewline
7 & 102.95 & 102.947950765418 & 0.00204923458199948 \tabularnewline
8 & 103.02 & 103.126720714984 & -0.106720714984195 \tabularnewline
9 & 104.08 & 104.185450881003 & -0.105450881003340 \tabularnewline
10 & 104.16 & 104.371561048922 & -0.211561048921668 \tabularnewline
11 & 104.24 & 104.550330998488 & -0.310330998487857 \tabularnewline
12 & 104.33 & 104.763704834571 & -0.433704834571263 \tabularnewline
13 & 104.73 & 104.944147712306 & -0.214147712305608 \tabularnewline
14 & 104.86 & 105.122917661872 & -0.2629176618718 \tabularnewline
15 & 105.03 & 105.343631716307 & -0.313631716307346 \tabularnewline
16 & 105.62 & 105.837336735276 & -0.217336735276282 \tabularnewline
17 & 105.63 & 106.016106684842 & -0.386106684842479 \tabularnewline
18 & 105.63 & 106.194876634409 & -0.564876634408667 \tabularnewline
19 & 105.94 & 106.499478898583 & -0.559478898582932 \tabularnewline
20 & 106.61 & 106.678248848149 & -0.068248848149118 \tabularnewline
21 & 107.69 & 107.867467411285 & -0.177467411284868 \tabularnewline
22 & 107.78 & 108.082938452612 & -0.302938452611742 \tabularnewline
23 & 107.93 & 108.261708402178 & -0.331708402177924 \tabularnewline
24 & 108.48 & 108.491859880209 & -0.0118598802090809 \tabularnewline
25 & 108.14 & 107.941233148457 & 0.198766851543152 \tabularnewline
26 & 108.48 & 108.120003098023 & 0.359996901976967 \tabularnewline
27 & 108.48 & 108.298773047589 & 0.181226952410779 \tabularnewline
28 & 108.89 & 108.912307079956 & -0.0223070799562636 \tabularnewline
29 & 108.93 & 109.080591003305 & -0.150591003305104 \tabularnewline
30 & 109.21 & 109.259360952871 & -0.0493609528713051 \tabularnewline
31 & 109.47 & 109.438130902437 & 0.031869097562512 \tabularnewline
32 & 109.8 & 109.652553341143 & 0.147446658857367 \tabularnewline
33 & 111.73 & 111.364622407162 & 0.365377592838490 \tabularnewline
34 & 111.85 & 111.617843142871 & 0.23215685712918 \tabularnewline
35 & 112.12 & 111.896230341502 & 0.223769658498273 \tabularnewline
36 & 112.15 & 112.083389112042 & 0.0666108879582143 \tabularnewline
37 & 112.17 & 112.262159061608 & -0.0921590616079776 \tabularnewline
38 & 112.67 & 112.481824513422 & 0.188175486578210 \tabularnewline
39 & 112.8 & 112.660594462988 & 0.139405537012017 \tabularnewline
40 & 113.44 & 113.598842445306 & -0.158842445306188 \tabularnewline
41 & 113.53 & 113.777612394872 & -0.247612394872372 \tabularnewline
42 & 114.53 & 114.003569462417 & 0.526430537583410 \tabularnewline
43 & 114.51 & 114.182339411983 & 0.327660588017226 \tabularnewline
44 & 115.05 & 114.76691857616 & 0.283081423839978 \tabularnewline
45 & 116.67 & 116.204400944503 & 0.465599055497137 \tabularnewline
46 & 117.07 & 116.624270349262 & 0.445729650737927 \tabularnewline
47 & 116.92 & 116.803040298828 & 0.116959701171748 \tabularnewline
48 & 117 & 117.012219724425 & -0.0122197244247277 \tabularnewline
49 & 117.02 & 117.203572905452 & -0.183572905451728 \tabularnewline
50 & 117.35 & 117.412752331048 & -0.0627523310482026 \tabularnewline
51 & 117.36 & 117.604105512075 & -0.244105512075195 \tabularnewline
52 & 117.82 & 118.079225627778 & -0.259225627778146 \tabularnewline
53 & 117.88 & 118.268481603562 & -0.388481603561673 \tabularnewline
54 & 118.24 & 118.502827492080 & -0.262827492079763 \tabularnewline
55 & 118.5 & 118.683694646889 & -0.183694646889414 \tabularnewline
56 & 118.8 & 118.862464596456 & -0.0624645964556048 \tabularnewline
57 & 119.76 & 119.688657747100 & 0.0713422528997051 \tabularnewline
58 & 120.09 & 119.867427696666 & 0.222572303333515 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=97997&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]101.506446920734[/C][C]0.253553079266132[/C][/ROW]
[ROW][C]2[/C][C]102.37[/C][C]101.670536433596[/C][C]0.699463566404492[/C][/ROW]
[ROW][C]3[/C][C]102.38[/C][C]101.849306383162[/C][C]0.530693616838284[/C][/ROW]
[ROW][C]4[/C][C]102.86[/C][C]102.411640916719[/C][C]0.448359083280561[/C][/ROW]
[ROW][C]5[/C][C]102.87[/C][C]102.590410866286[/C][C]0.279589133714374[/C][/ROW]
[ROW][C]6[/C][C]102.92[/C][C]102.769180815852[/C][C]0.150819184148186[/C][/ROW]
[ROW][C]7[/C][C]102.95[/C][C]102.947950765418[/C][C]0.00204923458199948[/C][/ROW]
[ROW][C]8[/C][C]103.02[/C][C]103.126720714984[/C][C]-0.106720714984195[/C][/ROW]
[ROW][C]9[/C][C]104.08[/C][C]104.185450881003[/C][C]-0.105450881003340[/C][/ROW]
[ROW][C]10[/C][C]104.16[/C][C]104.371561048922[/C][C]-0.211561048921668[/C][/ROW]
[ROW][C]11[/C][C]104.24[/C][C]104.550330998488[/C][C]-0.310330998487857[/C][/ROW]
[ROW][C]12[/C][C]104.33[/C][C]104.763704834571[/C][C]-0.433704834571263[/C][/ROW]
[ROW][C]13[/C][C]104.73[/C][C]104.944147712306[/C][C]-0.214147712305608[/C][/ROW]
[ROW][C]14[/C][C]104.86[/C][C]105.122917661872[/C][C]-0.2629176618718[/C][/ROW]
[ROW][C]15[/C][C]105.03[/C][C]105.343631716307[/C][C]-0.313631716307346[/C][/ROW]
[ROW][C]16[/C][C]105.62[/C][C]105.837336735276[/C][C]-0.217336735276282[/C][/ROW]
[ROW][C]17[/C][C]105.63[/C][C]106.016106684842[/C][C]-0.386106684842479[/C][/ROW]
[ROW][C]18[/C][C]105.63[/C][C]106.194876634409[/C][C]-0.564876634408667[/C][/ROW]
[ROW][C]19[/C][C]105.94[/C][C]106.499478898583[/C][C]-0.559478898582932[/C][/ROW]
[ROW][C]20[/C][C]106.61[/C][C]106.678248848149[/C][C]-0.068248848149118[/C][/ROW]
[ROW][C]21[/C][C]107.69[/C][C]107.867467411285[/C][C]-0.177467411284868[/C][/ROW]
[ROW][C]22[/C][C]107.78[/C][C]108.082938452612[/C][C]-0.302938452611742[/C][/ROW]
[ROW][C]23[/C][C]107.93[/C][C]108.261708402178[/C][C]-0.331708402177924[/C][/ROW]
[ROW][C]24[/C][C]108.48[/C][C]108.491859880209[/C][C]-0.0118598802090809[/C][/ROW]
[ROW][C]25[/C][C]108.14[/C][C]107.941233148457[/C][C]0.198766851543152[/C][/ROW]
[ROW][C]26[/C][C]108.48[/C][C]108.120003098023[/C][C]0.359996901976967[/C][/ROW]
[ROW][C]27[/C][C]108.48[/C][C]108.298773047589[/C][C]0.181226952410779[/C][/ROW]
[ROW][C]28[/C][C]108.89[/C][C]108.912307079956[/C][C]-0.0223070799562636[/C][/ROW]
[ROW][C]29[/C][C]108.93[/C][C]109.080591003305[/C][C]-0.150591003305104[/C][/ROW]
[ROW][C]30[/C][C]109.21[/C][C]109.259360952871[/C][C]-0.0493609528713051[/C][/ROW]
[ROW][C]31[/C][C]109.47[/C][C]109.438130902437[/C][C]0.031869097562512[/C][/ROW]
[ROW][C]32[/C][C]109.8[/C][C]109.652553341143[/C][C]0.147446658857367[/C][/ROW]
[ROW][C]33[/C][C]111.73[/C][C]111.364622407162[/C][C]0.365377592838490[/C][/ROW]
[ROW][C]34[/C][C]111.85[/C][C]111.617843142871[/C][C]0.23215685712918[/C][/ROW]
[ROW][C]35[/C][C]112.12[/C][C]111.896230341502[/C][C]0.223769658498273[/C][/ROW]
[ROW][C]36[/C][C]112.15[/C][C]112.083389112042[/C][C]0.0666108879582143[/C][/ROW]
[ROW][C]37[/C][C]112.17[/C][C]112.262159061608[/C][C]-0.0921590616079776[/C][/ROW]
[ROW][C]38[/C][C]112.67[/C][C]112.481824513422[/C][C]0.188175486578210[/C][/ROW]
[ROW][C]39[/C][C]112.8[/C][C]112.660594462988[/C][C]0.139405537012017[/C][/ROW]
[ROW][C]40[/C][C]113.44[/C][C]113.598842445306[/C][C]-0.158842445306188[/C][/ROW]
[ROW][C]41[/C][C]113.53[/C][C]113.777612394872[/C][C]-0.247612394872372[/C][/ROW]
[ROW][C]42[/C][C]114.53[/C][C]114.003569462417[/C][C]0.526430537583410[/C][/ROW]
[ROW][C]43[/C][C]114.51[/C][C]114.182339411983[/C][C]0.327660588017226[/C][/ROW]
[ROW][C]44[/C][C]115.05[/C][C]114.76691857616[/C][C]0.283081423839978[/C][/ROW]
[ROW][C]45[/C][C]116.67[/C][C]116.204400944503[/C][C]0.465599055497137[/C][/ROW]
[ROW][C]46[/C][C]117.07[/C][C]116.624270349262[/C][C]0.445729650737927[/C][/ROW]
[ROW][C]47[/C][C]116.92[/C][C]116.803040298828[/C][C]0.116959701171748[/C][/ROW]
[ROW][C]48[/C][C]117[/C][C]117.012219724425[/C][C]-0.0122197244247277[/C][/ROW]
[ROW][C]49[/C][C]117.02[/C][C]117.203572905452[/C][C]-0.183572905451728[/C][/ROW]
[ROW][C]50[/C][C]117.35[/C][C]117.412752331048[/C][C]-0.0627523310482026[/C][/ROW]
[ROW][C]51[/C][C]117.36[/C][C]117.604105512075[/C][C]-0.244105512075195[/C][/ROW]
[ROW][C]52[/C][C]117.82[/C][C]118.079225627778[/C][C]-0.259225627778146[/C][/ROW]
[ROW][C]53[/C][C]117.88[/C][C]118.268481603562[/C][C]-0.388481603561673[/C][/ROW]
[ROW][C]54[/C][C]118.24[/C][C]118.502827492080[/C][C]-0.262827492079763[/C][/ROW]
[ROW][C]55[/C][C]118.5[/C][C]118.683694646889[/C][C]-0.183694646889414[/C][/ROW]
[ROW][C]56[/C][C]118.8[/C][C]118.862464596456[/C][C]-0.0624645964556048[/C][/ROW]
[ROW][C]57[/C][C]119.76[/C][C]119.688657747100[/C][C]0.0713422528997051[/C][/ROW]
[ROW][C]58[/C][C]120.09[/C][C]119.867427696666[/C][C]0.222572303333515[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=97997&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=97997&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
1101.76101.5064469207340.253553079266132
2102.37101.6705364335960.699463566404492
3102.38101.8493063831620.530693616838284
4102.86102.4116409167190.448359083280561
5102.87102.5904108662860.279589133714374
6102.92102.7691808158520.150819184148186
7102.95102.9479507654180.00204923458199948
8103.02103.126720714984-0.106720714984195
9104.08104.185450881003-0.105450881003340
10104.16104.371561048922-0.211561048921668
11104.24104.550330998488-0.310330998487857
12104.33104.763704834571-0.433704834571263
13104.73104.944147712306-0.214147712305608
14104.86105.122917661872-0.2629176618718
15105.03105.343631716307-0.313631716307346
16105.62105.837336735276-0.217336735276282
17105.63106.016106684842-0.386106684842479
18105.63106.194876634409-0.564876634408667
19105.94106.499478898583-0.559478898582932
20106.61106.678248848149-0.068248848149118
21107.69107.867467411285-0.177467411284868
22107.78108.082938452612-0.302938452611742
23107.93108.261708402178-0.331708402177924
24108.48108.491859880209-0.0118598802090809
25108.14107.9412331484570.198766851543152
26108.48108.1200030980230.359996901976967
27108.48108.2987730475890.181226952410779
28108.89108.912307079956-0.0223070799562636
29108.93109.080591003305-0.150591003305104
30109.21109.259360952871-0.0493609528713051
31109.47109.4381309024370.031869097562512
32109.8109.6525533411430.147446658857367
33111.73111.3646224071620.365377592838490
34111.85111.6178431428710.23215685712918
35112.12111.8962303415020.223769658498273
36112.15112.0833891120420.0666108879582143
37112.17112.262159061608-0.0921590616079776
38112.67112.4818245134220.188175486578210
39112.8112.6605944629880.139405537012017
40113.44113.598842445306-0.158842445306188
41113.53113.777612394872-0.247612394872372
42114.53114.0035694624170.526430537583410
43114.51114.1823394119830.327660588017226
44115.05114.766918576160.283081423839978
45116.67116.2044009445030.465599055497137
46117.07116.6242703492620.445729650737927
47116.92116.8030402988280.116959701171748
48117117.012219724425-0.0122197244247277
49117.02117.203572905452-0.183572905451728
50117.35117.412752331048-0.0627523310482026
51117.36117.604105512075-0.244105512075195
52117.82118.079225627778-0.259225627778146
53117.88118.268481603562-0.388481603561673
54118.24118.502827492080-0.262827492079763
55118.5118.683694646889-0.183694646889414
56118.8118.862464596456-0.0624645964556048
57119.76119.6886577471000.0713422528997051
58120.09119.8674276966660.222572303333515







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
80.001067715400009240.002135430800018480.99893228459999
98.29172946740711e-050.0001658345893481420.999917082705326
100.02025769393079050.0405153878615810.97974230606921
110.01260243410605290.02520486821210580.987397565893947
120.1090403830602990.2180807661205990.8909596169397
130.1726170500945180.3452341001890360.827382949905482
140.1430866765357070.2861733530714130.856913323464293
150.09792316606182690.1958463321236540.902076833938173
160.1387264087428630.2774528174857260.861273591257137
170.09364010329117390.1872802065823480.906359896708826
180.07756732634476980.1551346526895400.92243267365523
190.06762134652260170.1352426930452030.932378653477398
200.1738073020230620.3476146040461240.826192697976938
210.2342672352313810.4685344704627620.765732764768619
220.221736115291680.443472230583360.77826388470832
230.2846293788575540.5692587577151080.715370621142446
240.3315914953965570.6631829907931130.668408504603443
250.4147599873577770.8295199747155540.585240012642223
260.545279448964750.90944110207050.45472055103525
270.5040716273411660.9918567453176670.495928372658834
280.4246313877161530.8492627754323050.575368612283848
290.3651123995571820.7302247991143640.634887600442818
300.3055972595026310.6111945190052620.694402740497369
310.2655129194554880.5310258389109760.734487080544512
320.2802943678560350.560588735712070.719705632143965
330.5306983585824180.9386032828351640.469301641417582
340.4528628778243130.9057257556486250.547137122175687
350.4218339903436510.8436679806873030.578166009656349
360.4012529519311820.8025059038623630.598747048068818
370.4492861595983010.8985723191966030.550713840401699
380.3729235049967690.7458470099935380.627076495003231
390.3329276680026490.6658553360052980.667072331997351
400.4039516257908610.8079032515817220.596048374209139
410.8692096952529280.2615806094941430.130790304747072
420.8708472044751370.2583055910497250.129152795524863
430.888110771113430.2237784577731400.111889228886570
440.898537106174740.2029257876505210.101462893825260
450.8582298881925290.2835402236149430.141770111807471
460.9683573755205940.06328524895881160.0316426244794058
470.979918174732410.04016365053517990.0200818252675900
480.9857949846054460.02841003078910760.0142050153945538
490.9629506976203540.07409860475929170.0370493023796458
500.9669438868630820.06611222627383510.0330561131369175

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
8 & 0.00106771540000924 & 0.00213543080001848 & 0.99893228459999 \tabularnewline
9 & 8.29172946740711e-05 & 0.000165834589348142 & 0.999917082705326 \tabularnewline
10 & 0.0202576939307905 & 0.040515387861581 & 0.97974230606921 \tabularnewline
11 & 0.0126024341060529 & 0.0252048682121058 & 0.987397565893947 \tabularnewline
12 & 0.109040383060299 & 0.218080766120599 & 0.8909596169397 \tabularnewline
13 & 0.172617050094518 & 0.345234100189036 & 0.827382949905482 \tabularnewline
14 & 0.143086676535707 & 0.286173353071413 & 0.856913323464293 \tabularnewline
15 & 0.0979231660618269 & 0.195846332123654 & 0.902076833938173 \tabularnewline
16 & 0.138726408742863 & 0.277452817485726 & 0.861273591257137 \tabularnewline
17 & 0.0936401032911739 & 0.187280206582348 & 0.906359896708826 \tabularnewline
18 & 0.0775673263447698 & 0.155134652689540 & 0.92243267365523 \tabularnewline
19 & 0.0676213465226017 & 0.135242693045203 & 0.932378653477398 \tabularnewline
20 & 0.173807302023062 & 0.347614604046124 & 0.826192697976938 \tabularnewline
21 & 0.234267235231381 & 0.468534470462762 & 0.765732764768619 \tabularnewline
22 & 0.22173611529168 & 0.44347223058336 & 0.77826388470832 \tabularnewline
23 & 0.284629378857554 & 0.569258757715108 & 0.715370621142446 \tabularnewline
24 & 0.331591495396557 & 0.663182990793113 & 0.668408504603443 \tabularnewline
25 & 0.414759987357777 & 0.829519974715554 & 0.585240012642223 \tabularnewline
26 & 0.54527944896475 & 0.9094411020705 & 0.45472055103525 \tabularnewline
27 & 0.504071627341166 & 0.991856745317667 & 0.495928372658834 \tabularnewline
28 & 0.424631387716153 & 0.849262775432305 & 0.575368612283848 \tabularnewline
29 & 0.365112399557182 & 0.730224799114364 & 0.634887600442818 \tabularnewline
30 & 0.305597259502631 & 0.611194519005262 & 0.694402740497369 \tabularnewline
31 & 0.265512919455488 & 0.531025838910976 & 0.734487080544512 \tabularnewline
32 & 0.280294367856035 & 0.56058873571207 & 0.719705632143965 \tabularnewline
33 & 0.530698358582418 & 0.938603282835164 & 0.469301641417582 \tabularnewline
34 & 0.452862877824313 & 0.905725755648625 & 0.547137122175687 \tabularnewline
35 & 0.421833990343651 & 0.843667980687303 & 0.578166009656349 \tabularnewline
36 & 0.401252951931182 & 0.802505903862363 & 0.598747048068818 \tabularnewline
37 & 0.449286159598301 & 0.898572319196603 & 0.550713840401699 \tabularnewline
38 & 0.372923504996769 & 0.745847009993538 & 0.627076495003231 \tabularnewline
39 & 0.332927668002649 & 0.665855336005298 & 0.667072331997351 \tabularnewline
40 & 0.403951625790861 & 0.807903251581722 & 0.596048374209139 \tabularnewline
41 & 0.869209695252928 & 0.261580609494143 & 0.130790304747072 \tabularnewline
42 & 0.870847204475137 & 0.258305591049725 & 0.129152795524863 \tabularnewline
43 & 0.88811077111343 & 0.223778457773140 & 0.111889228886570 \tabularnewline
44 & 0.89853710617474 & 0.202925787650521 & 0.101462893825260 \tabularnewline
45 & 0.858229888192529 & 0.283540223614943 & 0.141770111807471 \tabularnewline
46 & 0.968357375520594 & 0.0632852489588116 & 0.0316426244794058 \tabularnewline
47 & 0.97991817473241 & 0.0401636505351799 & 0.0200818252675900 \tabularnewline
48 & 0.985794984605446 & 0.0284100307891076 & 0.0142050153945538 \tabularnewline
49 & 0.962950697620354 & 0.0740986047592917 & 0.0370493023796458 \tabularnewline
50 & 0.966943886863082 & 0.0661122262738351 & 0.0330561131369175 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=97997&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]8[/C][C]0.00106771540000924[/C][C]0.00213543080001848[/C][C]0.99893228459999[/C][/ROW]
[ROW][C]9[/C][C]8.29172946740711e-05[/C][C]0.000165834589348142[/C][C]0.999917082705326[/C][/ROW]
[ROW][C]10[/C][C]0.0202576939307905[/C][C]0.040515387861581[/C][C]0.97974230606921[/C][/ROW]
[ROW][C]11[/C][C]0.0126024341060529[/C][C]0.0252048682121058[/C][C]0.987397565893947[/C][/ROW]
[ROW][C]12[/C][C]0.109040383060299[/C][C]0.218080766120599[/C][C]0.8909596169397[/C][/ROW]
[ROW][C]13[/C][C]0.172617050094518[/C][C]0.345234100189036[/C][C]0.827382949905482[/C][/ROW]
[ROW][C]14[/C][C]0.143086676535707[/C][C]0.286173353071413[/C][C]0.856913323464293[/C][/ROW]
[ROW][C]15[/C][C]0.0979231660618269[/C][C]0.195846332123654[/C][C]0.902076833938173[/C][/ROW]
[ROW][C]16[/C][C]0.138726408742863[/C][C]0.277452817485726[/C][C]0.861273591257137[/C][/ROW]
[ROW][C]17[/C][C]0.0936401032911739[/C][C]0.187280206582348[/C][C]0.906359896708826[/C][/ROW]
[ROW][C]18[/C][C]0.0775673263447698[/C][C]0.155134652689540[/C][C]0.92243267365523[/C][/ROW]
[ROW][C]19[/C][C]0.0676213465226017[/C][C]0.135242693045203[/C][C]0.932378653477398[/C][/ROW]
[ROW][C]20[/C][C]0.173807302023062[/C][C]0.347614604046124[/C][C]0.826192697976938[/C][/ROW]
[ROW][C]21[/C][C]0.234267235231381[/C][C]0.468534470462762[/C][C]0.765732764768619[/C][/ROW]
[ROW][C]22[/C][C]0.22173611529168[/C][C]0.44347223058336[/C][C]0.77826388470832[/C][/ROW]
[ROW][C]23[/C][C]0.284629378857554[/C][C]0.569258757715108[/C][C]0.715370621142446[/C][/ROW]
[ROW][C]24[/C][C]0.331591495396557[/C][C]0.663182990793113[/C][C]0.668408504603443[/C][/ROW]
[ROW][C]25[/C][C]0.414759987357777[/C][C]0.829519974715554[/C][C]0.585240012642223[/C][/ROW]
[ROW][C]26[/C][C]0.54527944896475[/C][C]0.9094411020705[/C][C]0.45472055103525[/C][/ROW]
[ROW][C]27[/C][C]0.504071627341166[/C][C]0.991856745317667[/C][C]0.495928372658834[/C][/ROW]
[ROW][C]28[/C][C]0.424631387716153[/C][C]0.849262775432305[/C][C]0.575368612283848[/C][/ROW]
[ROW][C]29[/C][C]0.365112399557182[/C][C]0.730224799114364[/C][C]0.634887600442818[/C][/ROW]
[ROW][C]30[/C][C]0.305597259502631[/C][C]0.611194519005262[/C][C]0.694402740497369[/C][/ROW]
[ROW][C]31[/C][C]0.265512919455488[/C][C]0.531025838910976[/C][C]0.734487080544512[/C][/ROW]
[ROW][C]32[/C][C]0.280294367856035[/C][C]0.56058873571207[/C][C]0.719705632143965[/C][/ROW]
[ROW][C]33[/C][C]0.530698358582418[/C][C]0.938603282835164[/C][C]0.469301641417582[/C][/ROW]
[ROW][C]34[/C][C]0.452862877824313[/C][C]0.905725755648625[/C][C]0.547137122175687[/C][/ROW]
[ROW][C]35[/C][C]0.421833990343651[/C][C]0.843667980687303[/C][C]0.578166009656349[/C][/ROW]
[ROW][C]36[/C][C]0.401252951931182[/C][C]0.802505903862363[/C][C]0.598747048068818[/C][/ROW]
[ROW][C]37[/C][C]0.449286159598301[/C][C]0.898572319196603[/C][C]0.550713840401699[/C][/ROW]
[ROW][C]38[/C][C]0.372923504996769[/C][C]0.745847009993538[/C][C]0.627076495003231[/C][/ROW]
[ROW][C]39[/C][C]0.332927668002649[/C][C]0.665855336005298[/C][C]0.667072331997351[/C][/ROW]
[ROW][C]40[/C][C]0.403951625790861[/C][C]0.807903251581722[/C][C]0.596048374209139[/C][/ROW]
[ROW][C]41[/C][C]0.869209695252928[/C][C]0.261580609494143[/C][C]0.130790304747072[/C][/ROW]
[ROW][C]42[/C][C]0.870847204475137[/C][C]0.258305591049725[/C][C]0.129152795524863[/C][/ROW]
[ROW][C]43[/C][C]0.88811077111343[/C][C]0.223778457773140[/C][C]0.111889228886570[/C][/ROW]
[ROW][C]44[/C][C]0.89853710617474[/C][C]0.202925787650521[/C][C]0.101462893825260[/C][/ROW]
[ROW][C]45[/C][C]0.858229888192529[/C][C]0.283540223614943[/C][C]0.141770111807471[/C][/ROW]
[ROW][C]46[/C][C]0.968357375520594[/C][C]0.0632852489588116[/C][C]0.0316426244794058[/C][/ROW]
[ROW][C]47[/C][C]0.97991817473241[/C][C]0.0401636505351799[/C][C]0.0200818252675900[/C][/ROW]
[ROW][C]48[/C][C]0.985794984605446[/C][C]0.0284100307891076[/C][C]0.0142050153945538[/C][/ROW]
[ROW][C]49[/C][C]0.962950697620354[/C][C]0.0740986047592917[/C][C]0.0370493023796458[/C][/ROW]
[ROW][C]50[/C][C]0.966943886863082[/C][C]0.0661122262738351[/C][C]0.0330561131369175[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=97997&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=97997&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
80.001067715400009240.002135430800018480.99893228459999
98.29172946740711e-050.0001658345893481420.999917082705326
100.02025769393079050.0405153878615810.97974230606921
110.01260243410605290.02520486821210580.987397565893947
120.1090403830602990.2180807661205990.8909596169397
130.1726170500945180.3452341001890360.827382949905482
140.1430866765357070.2861733530714130.856913323464293
150.09792316606182690.1958463321236540.902076833938173
160.1387264087428630.2774528174857260.861273591257137
170.09364010329117390.1872802065823480.906359896708826
180.07756732634476980.1551346526895400.92243267365523
190.06762134652260170.1352426930452030.932378653477398
200.1738073020230620.3476146040461240.826192697976938
210.2342672352313810.4685344704627620.765732764768619
220.221736115291680.443472230583360.77826388470832
230.2846293788575540.5692587577151080.715370621142446
240.3315914953965570.6631829907931130.668408504603443
250.4147599873577770.8295199747155540.585240012642223
260.545279448964750.90944110207050.45472055103525
270.5040716273411660.9918567453176670.495928372658834
280.4246313877161530.8492627754323050.575368612283848
290.3651123995571820.7302247991143640.634887600442818
300.3055972595026310.6111945190052620.694402740497369
310.2655129194554880.5310258389109760.734487080544512
320.2802943678560350.560588735712070.719705632143965
330.5306983585824180.9386032828351640.469301641417582
340.4528628778243130.9057257556486250.547137122175687
350.4218339903436510.8436679806873030.578166009656349
360.4012529519311820.8025059038623630.598747048068818
370.4492861595983010.8985723191966030.550713840401699
380.3729235049967690.7458470099935380.627076495003231
390.3329276680026490.6658553360052980.667072331997351
400.4039516257908610.8079032515817220.596048374209139
410.8692096952529280.2615806094941430.130790304747072
420.8708472044751370.2583055910497250.129152795524863
430.888110771113430.2237784577731400.111889228886570
440.898537106174740.2029257876505210.101462893825260
450.8582298881925290.2835402236149430.141770111807471
460.9683573755205940.06328524895881160.0316426244794058
470.979918174732410.04016365053517990.0200818252675900
480.9857949846054460.02841003078910760.0142050153945538
490.9629506976203540.07409860475929170.0370493023796458
500.9669438868630820.06611222627383510.0330561131369175







Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level20.0465116279069767NOK
5% type I error level60.139534883720930NOK
10% type I error level90.209302325581395NOK

\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 & 2 & 0.0465116279069767 & NOK \tabularnewline
5% type I error level & 6 & 0.139534883720930 & NOK \tabularnewline
10% type I error level & 9 & 0.209302325581395 & NOK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=97997&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]2[/C][C]0.0465116279069767[/C][C]NOK[/C][/ROW]
[ROW][C]5% type I error level[/C][C]6[/C][C]0.139534883720930[/C][C]NOK[/C][/ROW]
[ROW][C]10% type I error level[/C][C]9[/C][C]0.209302325581395[/C][C]NOK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=97997&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=97997&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 level20.0465116279069767NOK
5% type I error level60.139534883720930NOK
10% type I error level90.209302325581395NOK



Parameters (Session):
par1 = 4 ; par2 = Do not include Seasonal Dummies ; par3 = Linear Trend ;
Parameters (R input):
par1 = 4 ; 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')
}