Free Statistics

of Irreproducible Research!

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, 20 Nov 2009 05:03:21 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Nov/20/t1258718686c7j6wv1p1zjtdsx.htm/, Retrieved Tue, 23 Apr 2024 22:59:22 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=58060, Retrieved Tue, 23 Apr 2024 22:59:22 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsWS7,MR1
Estimated Impact161
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Multiple Regression] [] [2009-11-20 12:03:21] [30f5b608e5a1bbbae86b1702c0071566] [Current]
-   PD    [Multiple Regression] [ws7] [2009-12-26 18:13:42] [74be16979710d4c4e7c6647856088456]
Feedback Forum

Post a new message
Dataseries X:
1,3	2
1,2	2,1
1,1	2,1
1,4	2,5
1,2	2,2
1,5	2,3
1,1	2,3
1,3	2,2
1,5	2,2
1,1	1,6
1,4	1,8
1,3	1,7
1,5	1,9
1,6	1,8
1,7	1,9
1,1	1,5
1,6	1
1,3	0,8
1,7	1,1
1,6	1,5
1,7	1,7
1,9	2,3
1,8	2,4
1,9	3
1,6	3
1,5	3,2
1,6	3,2
1,6	3,2
1,7	3,5
2	4
2	4,3
1,9	4,1
1,7	4
1,8	4,1
1,9	4,2
1,7	4,5
2	5,6
2,1	6,5
2,4	7,6
2,5	8,5
2,5	8,7
2,6	8,3
2,2	8,3
2,5	8,5
2,8	8,7
2,8	8,7
2,9	8,5
3	7,9
3,1	7
2,9	5,8
2,7	4,5
2,2	3,7
2,5	3,1
2,3	2,7
2,6	2,3
2,3	1,8
2,2	1,5
1,8	1,2
1,8	1




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 3 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58060&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58060&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58060&T=0

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Multiple Linear Regression - Estimated Regression Equation
inflatie[t] = + 1.28825292718720 + 0.164679951696550inflatie_levensmiddelen[t] + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
inflatie[t] =  +  1.28825292718720 +  0.164679951696550inflatie_levensmiddelen[t]  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58060&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]inflatie[t] =  +  1.28825292718720 +  0.164679951696550inflatie_levensmiddelen[t]  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58060&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58060&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
inflatie[t] = + 1.28825292718720 + 0.164679951696550inflatie_levensmiddelen[t] + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)1.288252927187200.08608714.964600
inflatie_levensmiddelen0.1646799516965500.0191718.589900

\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) & 1.28825292718720 & 0.086087 & 14.9646 & 0 & 0 \tabularnewline
inflatie_levensmiddelen & 0.164679951696550 & 0.019171 & 8.5899 & 0 & 0 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58060&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]1.28825292718720[/C][C]0.086087[/C][C]14.9646[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]inflatie_levensmiddelen[/C][C]0.164679951696550[/C][C]0.019171[/C][C]8.5899[/C][C]0[/C][C]0[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58060&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58060&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)1.288252927187200.08608714.964600
inflatie_levensmiddelen0.1646799516965500.0191718.589900







Multiple Linear Regression - Regression Statistics
Multiple R0.751116916172864
R-squared0.564176621761034
Adjusted R-squared0.556530597581403
F-TEST (value)73.7869261862917
F-TEST (DF numerator)1
F-TEST (DF denominator)57
p-value7.26485538393717e-12
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.362405795242342
Sum Squared Residuals7.48626374423835

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.751116916172864 \tabularnewline
R-squared & 0.564176621761034 \tabularnewline
Adjusted R-squared & 0.556530597581403 \tabularnewline
F-TEST (value) & 73.7869261862917 \tabularnewline
F-TEST (DF numerator) & 1 \tabularnewline
F-TEST (DF denominator) & 57 \tabularnewline
p-value & 7.26485538393717e-12 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 0.362405795242342 \tabularnewline
Sum Squared Residuals & 7.48626374423835 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58060&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.751116916172864[/C][/ROW]
[ROW][C]R-squared[/C][C]0.564176621761034[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]0.556530597581403[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]73.7869261862917[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]1[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]57[/C][/ROW]
[ROW][C]p-value[/C][C]7.26485538393717e-12[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C]0.362405795242342[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]7.48626374423835[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58060&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58060&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 R0.751116916172864
R-squared0.564176621761034
Adjusted R-squared0.556530597581403
F-TEST (value)73.7869261862917
F-TEST (DF numerator)1
F-TEST (DF denominator)57
p-value7.26485538393717e-12
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.362405795242342
Sum Squared Residuals7.48626374423835







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
11.31.61761283058029-0.317612830580293
21.21.63408082574995-0.434080825749952
31.11.63408082574995-0.534080825749951
41.41.69995280642857-0.299952806428571
51.21.65054882091961-0.450548820919606
61.51.66701681608926-0.167016816089261
71.11.66701681608926-0.567016816089261
81.31.65054882091961-0.350548820919606
91.51.65054882091961-0.150548820919606
101.11.55174084990168-0.451740849901676
111.41.58467684024099-0.184676840240986
121.31.56820884507133-0.268208845071331
131.51.60114483541064-0.101144835410641
141.61.584676840240990.0153231597590140
151.71.601144835410640.0988551645893589
161.11.53527285473202-0.435272854732021
171.61.452932878883750.147067121116254
181.31.41999688854444-0.119996888544437
191.71.46940087405340.230599125946599
201.61.535272854732020.0647271452679789
211.71.568208845071330.131791154928669
221.91.667016816089260.232983183910739
231.81.683484811258920.116515188741084
241.91.782292782276850.117707217723154
251.61.78229278227685-0.182292782276846
261.51.81522877261616-0.315228772616156
271.61.81522877261616-0.215228772616155
281.61.81522877261616-0.215228772616155
291.71.86463275812512-0.164632758125120
3021.946972733973400.0530272660266048
3121.996376719482360.00362328051763999
321.91.96344072914305-0.0634407291430502
331.71.94697273397340-0.246972733973395
341.81.96344072914305-0.16344072914305
351.91.97990872431271-0.0799087243127052
361.72.02931270982167-0.32931270982167
3722.21046065668787-0.210460656687874
382.12.35867261321477-0.258672613214769
392.42.53982056008097-0.139820560080974
402.52.68803251660787-0.188032516607868
412.52.72096850694718-0.220968506947178
422.62.65509652626856-0.0550965262685584
432.22.65509652626856-0.455096526268558
442.52.68803251660787-0.188032516607868
452.82.720968506947180.0790314930528216
462.82.720968506947180.0790314930528216
472.92.688032516607870.211967483392132
4832.589224545589940.410775454410061
493.12.441012589063040.658987410936956
502.92.243396647027180.656603352972816
512.72.029312709821670.67068729017833
522.21.897568748464430.30243125153557
532.51.79876077744650.701239222553499
542.31.732888796767880.567111203232119
552.61.667016816089260.932983183910739
562.31.584676840240990.715323159759014
572.21.535272854732020.664727145267979
581.81.485868869223060.314131130776944
591.81.452932878883750.347067121116254

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 1.3 & 1.61761283058029 & -0.317612830580293 \tabularnewline
2 & 1.2 & 1.63408082574995 & -0.434080825749952 \tabularnewline
3 & 1.1 & 1.63408082574995 & -0.534080825749951 \tabularnewline
4 & 1.4 & 1.69995280642857 & -0.299952806428571 \tabularnewline
5 & 1.2 & 1.65054882091961 & -0.450548820919606 \tabularnewline
6 & 1.5 & 1.66701681608926 & -0.167016816089261 \tabularnewline
7 & 1.1 & 1.66701681608926 & -0.567016816089261 \tabularnewline
8 & 1.3 & 1.65054882091961 & -0.350548820919606 \tabularnewline
9 & 1.5 & 1.65054882091961 & -0.150548820919606 \tabularnewline
10 & 1.1 & 1.55174084990168 & -0.451740849901676 \tabularnewline
11 & 1.4 & 1.58467684024099 & -0.184676840240986 \tabularnewline
12 & 1.3 & 1.56820884507133 & -0.268208845071331 \tabularnewline
13 & 1.5 & 1.60114483541064 & -0.101144835410641 \tabularnewline
14 & 1.6 & 1.58467684024099 & 0.0153231597590140 \tabularnewline
15 & 1.7 & 1.60114483541064 & 0.0988551645893589 \tabularnewline
16 & 1.1 & 1.53527285473202 & -0.435272854732021 \tabularnewline
17 & 1.6 & 1.45293287888375 & 0.147067121116254 \tabularnewline
18 & 1.3 & 1.41999688854444 & -0.119996888544437 \tabularnewline
19 & 1.7 & 1.4694008740534 & 0.230599125946599 \tabularnewline
20 & 1.6 & 1.53527285473202 & 0.0647271452679789 \tabularnewline
21 & 1.7 & 1.56820884507133 & 0.131791154928669 \tabularnewline
22 & 1.9 & 1.66701681608926 & 0.232983183910739 \tabularnewline
23 & 1.8 & 1.68348481125892 & 0.116515188741084 \tabularnewline
24 & 1.9 & 1.78229278227685 & 0.117707217723154 \tabularnewline
25 & 1.6 & 1.78229278227685 & -0.182292782276846 \tabularnewline
26 & 1.5 & 1.81522877261616 & -0.315228772616156 \tabularnewline
27 & 1.6 & 1.81522877261616 & -0.215228772616155 \tabularnewline
28 & 1.6 & 1.81522877261616 & -0.215228772616155 \tabularnewline
29 & 1.7 & 1.86463275812512 & -0.164632758125120 \tabularnewline
30 & 2 & 1.94697273397340 & 0.0530272660266048 \tabularnewline
31 & 2 & 1.99637671948236 & 0.00362328051763999 \tabularnewline
32 & 1.9 & 1.96344072914305 & -0.0634407291430502 \tabularnewline
33 & 1.7 & 1.94697273397340 & -0.246972733973395 \tabularnewline
34 & 1.8 & 1.96344072914305 & -0.16344072914305 \tabularnewline
35 & 1.9 & 1.97990872431271 & -0.0799087243127052 \tabularnewline
36 & 1.7 & 2.02931270982167 & -0.32931270982167 \tabularnewline
37 & 2 & 2.21046065668787 & -0.210460656687874 \tabularnewline
38 & 2.1 & 2.35867261321477 & -0.258672613214769 \tabularnewline
39 & 2.4 & 2.53982056008097 & -0.139820560080974 \tabularnewline
40 & 2.5 & 2.68803251660787 & -0.188032516607868 \tabularnewline
41 & 2.5 & 2.72096850694718 & -0.220968506947178 \tabularnewline
42 & 2.6 & 2.65509652626856 & -0.0550965262685584 \tabularnewline
43 & 2.2 & 2.65509652626856 & -0.455096526268558 \tabularnewline
44 & 2.5 & 2.68803251660787 & -0.188032516607868 \tabularnewline
45 & 2.8 & 2.72096850694718 & 0.0790314930528216 \tabularnewline
46 & 2.8 & 2.72096850694718 & 0.0790314930528216 \tabularnewline
47 & 2.9 & 2.68803251660787 & 0.211967483392132 \tabularnewline
48 & 3 & 2.58922454558994 & 0.410775454410061 \tabularnewline
49 & 3.1 & 2.44101258906304 & 0.658987410936956 \tabularnewline
50 & 2.9 & 2.24339664702718 & 0.656603352972816 \tabularnewline
51 & 2.7 & 2.02931270982167 & 0.67068729017833 \tabularnewline
52 & 2.2 & 1.89756874846443 & 0.30243125153557 \tabularnewline
53 & 2.5 & 1.7987607774465 & 0.701239222553499 \tabularnewline
54 & 2.3 & 1.73288879676788 & 0.567111203232119 \tabularnewline
55 & 2.6 & 1.66701681608926 & 0.932983183910739 \tabularnewline
56 & 2.3 & 1.58467684024099 & 0.715323159759014 \tabularnewline
57 & 2.2 & 1.53527285473202 & 0.664727145267979 \tabularnewline
58 & 1.8 & 1.48586886922306 & 0.314131130776944 \tabularnewline
59 & 1.8 & 1.45293287888375 & 0.347067121116254 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58060&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]1.3[/C][C]1.61761283058029[/C][C]-0.317612830580293[/C][/ROW]
[ROW][C]2[/C][C]1.2[/C][C]1.63408082574995[/C][C]-0.434080825749952[/C][/ROW]
[ROW][C]3[/C][C]1.1[/C][C]1.63408082574995[/C][C]-0.534080825749951[/C][/ROW]
[ROW][C]4[/C][C]1.4[/C][C]1.69995280642857[/C][C]-0.299952806428571[/C][/ROW]
[ROW][C]5[/C][C]1.2[/C][C]1.65054882091961[/C][C]-0.450548820919606[/C][/ROW]
[ROW][C]6[/C][C]1.5[/C][C]1.66701681608926[/C][C]-0.167016816089261[/C][/ROW]
[ROW][C]7[/C][C]1.1[/C][C]1.66701681608926[/C][C]-0.567016816089261[/C][/ROW]
[ROW][C]8[/C][C]1.3[/C][C]1.65054882091961[/C][C]-0.350548820919606[/C][/ROW]
[ROW][C]9[/C][C]1.5[/C][C]1.65054882091961[/C][C]-0.150548820919606[/C][/ROW]
[ROW][C]10[/C][C]1.1[/C][C]1.55174084990168[/C][C]-0.451740849901676[/C][/ROW]
[ROW][C]11[/C][C]1.4[/C][C]1.58467684024099[/C][C]-0.184676840240986[/C][/ROW]
[ROW][C]12[/C][C]1.3[/C][C]1.56820884507133[/C][C]-0.268208845071331[/C][/ROW]
[ROW][C]13[/C][C]1.5[/C][C]1.60114483541064[/C][C]-0.101144835410641[/C][/ROW]
[ROW][C]14[/C][C]1.6[/C][C]1.58467684024099[/C][C]0.0153231597590140[/C][/ROW]
[ROW][C]15[/C][C]1.7[/C][C]1.60114483541064[/C][C]0.0988551645893589[/C][/ROW]
[ROW][C]16[/C][C]1.1[/C][C]1.53527285473202[/C][C]-0.435272854732021[/C][/ROW]
[ROW][C]17[/C][C]1.6[/C][C]1.45293287888375[/C][C]0.147067121116254[/C][/ROW]
[ROW][C]18[/C][C]1.3[/C][C]1.41999688854444[/C][C]-0.119996888544437[/C][/ROW]
[ROW][C]19[/C][C]1.7[/C][C]1.4694008740534[/C][C]0.230599125946599[/C][/ROW]
[ROW][C]20[/C][C]1.6[/C][C]1.53527285473202[/C][C]0.0647271452679789[/C][/ROW]
[ROW][C]21[/C][C]1.7[/C][C]1.56820884507133[/C][C]0.131791154928669[/C][/ROW]
[ROW][C]22[/C][C]1.9[/C][C]1.66701681608926[/C][C]0.232983183910739[/C][/ROW]
[ROW][C]23[/C][C]1.8[/C][C]1.68348481125892[/C][C]0.116515188741084[/C][/ROW]
[ROW][C]24[/C][C]1.9[/C][C]1.78229278227685[/C][C]0.117707217723154[/C][/ROW]
[ROW][C]25[/C][C]1.6[/C][C]1.78229278227685[/C][C]-0.182292782276846[/C][/ROW]
[ROW][C]26[/C][C]1.5[/C][C]1.81522877261616[/C][C]-0.315228772616156[/C][/ROW]
[ROW][C]27[/C][C]1.6[/C][C]1.81522877261616[/C][C]-0.215228772616155[/C][/ROW]
[ROW][C]28[/C][C]1.6[/C][C]1.81522877261616[/C][C]-0.215228772616155[/C][/ROW]
[ROW][C]29[/C][C]1.7[/C][C]1.86463275812512[/C][C]-0.164632758125120[/C][/ROW]
[ROW][C]30[/C][C]2[/C][C]1.94697273397340[/C][C]0.0530272660266048[/C][/ROW]
[ROW][C]31[/C][C]2[/C][C]1.99637671948236[/C][C]0.00362328051763999[/C][/ROW]
[ROW][C]32[/C][C]1.9[/C][C]1.96344072914305[/C][C]-0.0634407291430502[/C][/ROW]
[ROW][C]33[/C][C]1.7[/C][C]1.94697273397340[/C][C]-0.246972733973395[/C][/ROW]
[ROW][C]34[/C][C]1.8[/C][C]1.96344072914305[/C][C]-0.16344072914305[/C][/ROW]
[ROW][C]35[/C][C]1.9[/C][C]1.97990872431271[/C][C]-0.0799087243127052[/C][/ROW]
[ROW][C]36[/C][C]1.7[/C][C]2.02931270982167[/C][C]-0.32931270982167[/C][/ROW]
[ROW][C]37[/C][C]2[/C][C]2.21046065668787[/C][C]-0.210460656687874[/C][/ROW]
[ROW][C]38[/C][C]2.1[/C][C]2.35867261321477[/C][C]-0.258672613214769[/C][/ROW]
[ROW][C]39[/C][C]2.4[/C][C]2.53982056008097[/C][C]-0.139820560080974[/C][/ROW]
[ROW][C]40[/C][C]2.5[/C][C]2.68803251660787[/C][C]-0.188032516607868[/C][/ROW]
[ROW][C]41[/C][C]2.5[/C][C]2.72096850694718[/C][C]-0.220968506947178[/C][/ROW]
[ROW][C]42[/C][C]2.6[/C][C]2.65509652626856[/C][C]-0.0550965262685584[/C][/ROW]
[ROW][C]43[/C][C]2.2[/C][C]2.65509652626856[/C][C]-0.455096526268558[/C][/ROW]
[ROW][C]44[/C][C]2.5[/C][C]2.68803251660787[/C][C]-0.188032516607868[/C][/ROW]
[ROW][C]45[/C][C]2.8[/C][C]2.72096850694718[/C][C]0.0790314930528216[/C][/ROW]
[ROW][C]46[/C][C]2.8[/C][C]2.72096850694718[/C][C]0.0790314930528216[/C][/ROW]
[ROW][C]47[/C][C]2.9[/C][C]2.68803251660787[/C][C]0.211967483392132[/C][/ROW]
[ROW][C]48[/C][C]3[/C][C]2.58922454558994[/C][C]0.410775454410061[/C][/ROW]
[ROW][C]49[/C][C]3.1[/C][C]2.44101258906304[/C][C]0.658987410936956[/C][/ROW]
[ROW][C]50[/C][C]2.9[/C][C]2.24339664702718[/C][C]0.656603352972816[/C][/ROW]
[ROW][C]51[/C][C]2.7[/C][C]2.02931270982167[/C][C]0.67068729017833[/C][/ROW]
[ROW][C]52[/C][C]2.2[/C][C]1.89756874846443[/C][C]0.30243125153557[/C][/ROW]
[ROW][C]53[/C][C]2.5[/C][C]1.7987607774465[/C][C]0.701239222553499[/C][/ROW]
[ROW][C]54[/C][C]2.3[/C][C]1.73288879676788[/C][C]0.567111203232119[/C][/ROW]
[ROW][C]55[/C][C]2.6[/C][C]1.66701681608926[/C][C]0.932983183910739[/C][/ROW]
[ROW][C]56[/C][C]2.3[/C][C]1.58467684024099[/C][C]0.715323159759014[/C][/ROW]
[ROW][C]57[/C][C]2.2[/C][C]1.53527285473202[/C][C]0.664727145267979[/C][/ROW]
[ROW][C]58[/C][C]1.8[/C][C]1.48586886922306[/C][C]0.314131130776944[/C][/ROW]
[ROW][C]59[/C][C]1.8[/C][C]1.45293287888375[/C][C]0.347067121116254[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58060&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58060&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
11.31.61761283058029-0.317612830580293
21.21.63408082574995-0.434080825749952
31.11.63408082574995-0.534080825749951
41.41.69995280642857-0.299952806428571
51.21.65054882091961-0.450548820919606
61.51.66701681608926-0.167016816089261
71.11.66701681608926-0.567016816089261
81.31.65054882091961-0.350548820919606
91.51.65054882091961-0.150548820919606
101.11.55174084990168-0.451740849901676
111.41.58467684024099-0.184676840240986
121.31.56820884507133-0.268208845071331
131.51.60114483541064-0.101144835410641
141.61.584676840240990.0153231597590140
151.71.601144835410640.0988551645893589
161.11.53527285473202-0.435272854732021
171.61.452932878883750.147067121116254
181.31.41999688854444-0.119996888544437
191.71.46940087405340.230599125946599
201.61.535272854732020.0647271452679789
211.71.568208845071330.131791154928669
221.91.667016816089260.232983183910739
231.81.683484811258920.116515188741084
241.91.782292782276850.117707217723154
251.61.78229278227685-0.182292782276846
261.51.81522877261616-0.315228772616156
271.61.81522877261616-0.215228772616155
281.61.81522877261616-0.215228772616155
291.71.86463275812512-0.164632758125120
3021.946972733973400.0530272660266048
3121.996376719482360.00362328051763999
321.91.96344072914305-0.0634407291430502
331.71.94697273397340-0.246972733973395
341.81.96344072914305-0.16344072914305
351.91.97990872431271-0.0799087243127052
361.72.02931270982167-0.32931270982167
3722.21046065668787-0.210460656687874
382.12.35867261321477-0.258672613214769
392.42.53982056008097-0.139820560080974
402.52.68803251660787-0.188032516607868
412.52.72096850694718-0.220968506947178
422.62.65509652626856-0.0550965262685584
432.22.65509652626856-0.455096526268558
442.52.68803251660787-0.188032516607868
452.82.720968506947180.0790314930528216
462.82.720968506947180.0790314930528216
472.92.688032516607870.211967483392132
4832.589224545589940.410775454410061
493.12.441012589063040.658987410936956
502.92.243396647027180.656603352972816
512.72.029312709821670.67068729017833
522.21.897568748464430.30243125153557
532.51.79876077744650.701239222553499
542.31.732888796767880.567111203232119
552.61.667016816089260.932983183910739
562.31.584676840240990.715323159759014
572.21.535272854732020.664727145267979
581.81.485868869223060.314131130776944
591.81.452932878883750.347067121116254







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
50.03262819888233560.06525639776467130.967371801117664
60.03127911312062820.06255822624125640.968720886879372
70.03345358206990920.06690716413981840.96654641793009
80.01391722286522560.02783444573045120.986082777134774
90.01536730288194890.03073460576389780.984632697118051
100.007319066867245170.01463813373449030.992680933132755
110.00716881297813050.0143376259562610.99283118702187
120.003809057410268340.007618114820536680.996190942589732
130.004170212792257770.008340425584515540.995829787207742
140.006868003672099790.01373600734419960.9931319963279
150.01353275030808570.02706550061617150.986467249691914
160.01671055086646880.03342110173293760.983289449133531
170.01468872952054890.02937745904109780.985311270479451
180.01028767287399550.02057534574799090.989712327126005
190.01103143783623610.02206287567247220.988968562163764
200.008389051714964160.01677810342992830.991610948285036
210.009067647590725760.01813529518145150.990932352409274
220.02742024587991080.05484049175982160.97257975412009
230.03418563062357170.06837126124714340.965814369376428
240.04258688902065740.08517377804131470.957413110979343
250.03345149382490240.06690298764980480.966548506175098
260.03164988559652110.06329977119304220.968350114403479
270.02767574318561220.05535148637122440.972324256814388
280.02567387775024950.05134775550049910.97432612224975
290.02352854211986030.04705708423972070.97647145788014
300.02255599794638350.04511199589276700.977444002053617
310.01813484407636200.03626968815272410.981865155923638
320.01447679572837730.02895359145675470.985523204271623
330.01765669540040930.03531339080081870.98234330459959
340.01895248245305080.03790496490610160.98104751754695
350.01862120253865300.03724240507730590.981378797461347
360.04337518491828190.08675036983656380.956624815081718
370.05464893624001050.1092978724800210.94535106375999
380.07064328404724260.1412865680944850.929356715952757
390.06061111183571890.1212222236714380.939388888164281
400.05010217400042770.1002043480008550.949897825999572
410.04559639633992080.09119279267984160.95440360366008
420.03608586806036220.07217173612072440.963914131939638
430.1668806662341470.3337613324682930.833119333765853
440.2868185569825260.5736371139650530.713181443017474
450.3159646869428310.6319293738856630.684035313057169
460.4046704083999410.8093408167998820.595329591600059
470.5177709558610560.9644580882778880.482229044138944
480.6031760537048250.793647892590350.396823946295175
490.6418155747735980.7163688504528030.358184425226402
500.6372471770677970.7255056458644060.362752822932203
510.6096672164644040.7806655670711920.390332783535596
520.8139317519035460.3721364961929070.186068248096454
530.7789956202849440.4420087594301120.221004379715056
540.973545263101270.05290947379745970.0264547368987298

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
5 & 0.0326281988823356 & 0.0652563977646713 & 0.967371801117664 \tabularnewline
6 & 0.0312791131206282 & 0.0625582262412564 & 0.968720886879372 \tabularnewline
7 & 0.0334535820699092 & 0.0669071641398184 & 0.96654641793009 \tabularnewline
8 & 0.0139172228652256 & 0.0278344457304512 & 0.986082777134774 \tabularnewline
9 & 0.0153673028819489 & 0.0307346057638978 & 0.984632697118051 \tabularnewline
10 & 0.00731906686724517 & 0.0146381337344903 & 0.992680933132755 \tabularnewline
11 & 0.0071688129781305 & 0.014337625956261 & 0.99283118702187 \tabularnewline
12 & 0.00380905741026834 & 0.00761811482053668 & 0.996190942589732 \tabularnewline
13 & 0.00417021279225777 & 0.00834042558451554 & 0.995829787207742 \tabularnewline
14 & 0.00686800367209979 & 0.0137360073441996 & 0.9931319963279 \tabularnewline
15 & 0.0135327503080857 & 0.0270655006161715 & 0.986467249691914 \tabularnewline
16 & 0.0167105508664688 & 0.0334211017329376 & 0.983289449133531 \tabularnewline
17 & 0.0146887295205489 & 0.0293774590410978 & 0.985311270479451 \tabularnewline
18 & 0.0102876728739955 & 0.0205753457479909 & 0.989712327126005 \tabularnewline
19 & 0.0110314378362361 & 0.0220628756724722 & 0.988968562163764 \tabularnewline
20 & 0.00838905171496416 & 0.0167781034299283 & 0.991610948285036 \tabularnewline
21 & 0.00906764759072576 & 0.0181352951814515 & 0.990932352409274 \tabularnewline
22 & 0.0274202458799108 & 0.0548404917598216 & 0.97257975412009 \tabularnewline
23 & 0.0341856306235717 & 0.0683712612471434 & 0.965814369376428 \tabularnewline
24 & 0.0425868890206574 & 0.0851737780413147 & 0.957413110979343 \tabularnewline
25 & 0.0334514938249024 & 0.0669029876498048 & 0.966548506175098 \tabularnewline
26 & 0.0316498855965211 & 0.0632997711930422 & 0.968350114403479 \tabularnewline
27 & 0.0276757431856122 & 0.0553514863712244 & 0.972324256814388 \tabularnewline
28 & 0.0256738777502495 & 0.0513477555004991 & 0.97432612224975 \tabularnewline
29 & 0.0235285421198603 & 0.0470570842397207 & 0.97647145788014 \tabularnewline
30 & 0.0225559979463835 & 0.0451119958927670 & 0.977444002053617 \tabularnewline
31 & 0.0181348440763620 & 0.0362696881527241 & 0.981865155923638 \tabularnewline
32 & 0.0144767957283773 & 0.0289535914567547 & 0.985523204271623 \tabularnewline
33 & 0.0176566954004093 & 0.0353133908008187 & 0.98234330459959 \tabularnewline
34 & 0.0189524824530508 & 0.0379049649061016 & 0.98104751754695 \tabularnewline
35 & 0.0186212025386530 & 0.0372424050773059 & 0.981378797461347 \tabularnewline
36 & 0.0433751849182819 & 0.0867503698365638 & 0.956624815081718 \tabularnewline
37 & 0.0546489362400105 & 0.109297872480021 & 0.94535106375999 \tabularnewline
38 & 0.0706432840472426 & 0.141286568094485 & 0.929356715952757 \tabularnewline
39 & 0.0606111118357189 & 0.121222223671438 & 0.939388888164281 \tabularnewline
40 & 0.0501021740004277 & 0.100204348000855 & 0.949897825999572 \tabularnewline
41 & 0.0455963963399208 & 0.0911927926798416 & 0.95440360366008 \tabularnewline
42 & 0.0360858680603622 & 0.0721717361207244 & 0.963914131939638 \tabularnewline
43 & 0.166880666234147 & 0.333761332468293 & 0.833119333765853 \tabularnewline
44 & 0.286818556982526 & 0.573637113965053 & 0.713181443017474 \tabularnewline
45 & 0.315964686942831 & 0.631929373885663 & 0.684035313057169 \tabularnewline
46 & 0.404670408399941 & 0.809340816799882 & 0.595329591600059 \tabularnewline
47 & 0.517770955861056 & 0.964458088277888 & 0.482229044138944 \tabularnewline
48 & 0.603176053704825 & 0.79364789259035 & 0.396823946295175 \tabularnewline
49 & 0.641815574773598 & 0.716368850452803 & 0.358184425226402 \tabularnewline
50 & 0.637247177067797 & 0.725505645864406 & 0.362752822932203 \tabularnewline
51 & 0.609667216464404 & 0.780665567071192 & 0.390332783535596 \tabularnewline
52 & 0.813931751903546 & 0.372136496192907 & 0.186068248096454 \tabularnewline
53 & 0.778995620284944 & 0.442008759430112 & 0.221004379715056 \tabularnewline
54 & 0.97354526310127 & 0.0529094737974597 & 0.0264547368987298 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58060&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]5[/C][C]0.0326281988823356[/C][C]0.0652563977646713[/C][C]0.967371801117664[/C][/ROW]
[ROW][C]6[/C][C]0.0312791131206282[/C][C]0.0625582262412564[/C][C]0.968720886879372[/C][/ROW]
[ROW][C]7[/C][C]0.0334535820699092[/C][C]0.0669071641398184[/C][C]0.96654641793009[/C][/ROW]
[ROW][C]8[/C][C]0.0139172228652256[/C][C]0.0278344457304512[/C][C]0.986082777134774[/C][/ROW]
[ROW][C]9[/C][C]0.0153673028819489[/C][C]0.0307346057638978[/C][C]0.984632697118051[/C][/ROW]
[ROW][C]10[/C][C]0.00731906686724517[/C][C]0.0146381337344903[/C][C]0.992680933132755[/C][/ROW]
[ROW][C]11[/C][C]0.0071688129781305[/C][C]0.014337625956261[/C][C]0.99283118702187[/C][/ROW]
[ROW][C]12[/C][C]0.00380905741026834[/C][C]0.00761811482053668[/C][C]0.996190942589732[/C][/ROW]
[ROW][C]13[/C][C]0.00417021279225777[/C][C]0.00834042558451554[/C][C]0.995829787207742[/C][/ROW]
[ROW][C]14[/C][C]0.00686800367209979[/C][C]0.0137360073441996[/C][C]0.9931319963279[/C][/ROW]
[ROW][C]15[/C][C]0.0135327503080857[/C][C]0.0270655006161715[/C][C]0.986467249691914[/C][/ROW]
[ROW][C]16[/C][C]0.0167105508664688[/C][C]0.0334211017329376[/C][C]0.983289449133531[/C][/ROW]
[ROW][C]17[/C][C]0.0146887295205489[/C][C]0.0293774590410978[/C][C]0.985311270479451[/C][/ROW]
[ROW][C]18[/C][C]0.0102876728739955[/C][C]0.0205753457479909[/C][C]0.989712327126005[/C][/ROW]
[ROW][C]19[/C][C]0.0110314378362361[/C][C]0.0220628756724722[/C][C]0.988968562163764[/C][/ROW]
[ROW][C]20[/C][C]0.00838905171496416[/C][C]0.0167781034299283[/C][C]0.991610948285036[/C][/ROW]
[ROW][C]21[/C][C]0.00906764759072576[/C][C]0.0181352951814515[/C][C]0.990932352409274[/C][/ROW]
[ROW][C]22[/C][C]0.0274202458799108[/C][C]0.0548404917598216[/C][C]0.97257975412009[/C][/ROW]
[ROW][C]23[/C][C]0.0341856306235717[/C][C]0.0683712612471434[/C][C]0.965814369376428[/C][/ROW]
[ROW][C]24[/C][C]0.0425868890206574[/C][C]0.0851737780413147[/C][C]0.957413110979343[/C][/ROW]
[ROW][C]25[/C][C]0.0334514938249024[/C][C]0.0669029876498048[/C][C]0.966548506175098[/C][/ROW]
[ROW][C]26[/C][C]0.0316498855965211[/C][C]0.0632997711930422[/C][C]0.968350114403479[/C][/ROW]
[ROW][C]27[/C][C]0.0276757431856122[/C][C]0.0553514863712244[/C][C]0.972324256814388[/C][/ROW]
[ROW][C]28[/C][C]0.0256738777502495[/C][C]0.0513477555004991[/C][C]0.97432612224975[/C][/ROW]
[ROW][C]29[/C][C]0.0235285421198603[/C][C]0.0470570842397207[/C][C]0.97647145788014[/C][/ROW]
[ROW][C]30[/C][C]0.0225559979463835[/C][C]0.0451119958927670[/C][C]0.977444002053617[/C][/ROW]
[ROW][C]31[/C][C]0.0181348440763620[/C][C]0.0362696881527241[/C][C]0.981865155923638[/C][/ROW]
[ROW][C]32[/C][C]0.0144767957283773[/C][C]0.0289535914567547[/C][C]0.985523204271623[/C][/ROW]
[ROW][C]33[/C][C]0.0176566954004093[/C][C]0.0353133908008187[/C][C]0.98234330459959[/C][/ROW]
[ROW][C]34[/C][C]0.0189524824530508[/C][C]0.0379049649061016[/C][C]0.98104751754695[/C][/ROW]
[ROW][C]35[/C][C]0.0186212025386530[/C][C]0.0372424050773059[/C][C]0.981378797461347[/C][/ROW]
[ROW][C]36[/C][C]0.0433751849182819[/C][C]0.0867503698365638[/C][C]0.956624815081718[/C][/ROW]
[ROW][C]37[/C][C]0.0546489362400105[/C][C]0.109297872480021[/C][C]0.94535106375999[/C][/ROW]
[ROW][C]38[/C][C]0.0706432840472426[/C][C]0.141286568094485[/C][C]0.929356715952757[/C][/ROW]
[ROW][C]39[/C][C]0.0606111118357189[/C][C]0.121222223671438[/C][C]0.939388888164281[/C][/ROW]
[ROW][C]40[/C][C]0.0501021740004277[/C][C]0.100204348000855[/C][C]0.949897825999572[/C][/ROW]
[ROW][C]41[/C][C]0.0455963963399208[/C][C]0.0911927926798416[/C][C]0.95440360366008[/C][/ROW]
[ROW][C]42[/C][C]0.0360858680603622[/C][C]0.0721717361207244[/C][C]0.963914131939638[/C][/ROW]
[ROW][C]43[/C][C]0.166880666234147[/C][C]0.333761332468293[/C][C]0.833119333765853[/C][/ROW]
[ROW][C]44[/C][C]0.286818556982526[/C][C]0.573637113965053[/C][C]0.713181443017474[/C][/ROW]
[ROW][C]45[/C][C]0.315964686942831[/C][C]0.631929373885663[/C][C]0.684035313057169[/C][/ROW]
[ROW][C]46[/C][C]0.404670408399941[/C][C]0.809340816799882[/C][C]0.595329591600059[/C][/ROW]
[ROW][C]47[/C][C]0.517770955861056[/C][C]0.964458088277888[/C][C]0.482229044138944[/C][/ROW]
[ROW][C]48[/C][C]0.603176053704825[/C][C]0.79364789259035[/C][C]0.396823946295175[/C][/ROW]
[ROW][C]49[/C][C]0.641815574773598[/C][C]0.716368850452803[/C][C]0.358184425226402[/C][/ROW]
[ROW][C]50[/C][C]0.637247177067797[/C][C]0.725505645864406[/C][C]0.362752822932203[/C][/ROW]
[ROW][C]51[/C][C]0.609667216464404[/C][C]0.780665567071192[/C][C]0.390332783535596[/C][/ROW]
[ROW][C]52[/C][C]0.813931751903546[/C][C]0.372136496192907[/C][C]0.186068248096454[/C][/ROW]
[ROW][C]53[/C][C]0.778995620284944[/C][C]0.442008759430112[/C][C]0.221004379715056[/C][/ROW]
[ROW][C]54[/C][C]0.97354526310127[/C][C]0.0529094737974597[/C][C]0.0264547368987298[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58060&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58060&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
50.03262819888233560.06525639776467130.967371801117664
60.03127911312062820.06255822624125640.968720886879372
70.03345358206990920.06690716413981840.96654641793009
80.01391722286522560.02783444573045120.986082777134774
90.01536730288194890.03073460576389780.984632697118051
100.007319066867245170.01463813373449030.992680933132755
110.00716881297813050.0143376259562610.99283118702187
120.003809057410268340.007618114820536680.996190942589732
130.004170212792257770.008340425584515540.995829787207742
140.006868003672099790.01373600734419960.9931319963279
150.01353275030808570.02706550061617150.986467249691914
160.01671055086646880.03342110173293760.983289449133531
170.01468872952054890.02937745904109780.985311270479451
180.01028767287399550.02057534574799090.989712327126005
190.01103143783623610.02206287567247220.988968562163764
200.008389051714964160.01677810342992830.991610948285036
210.009067647590725760.01813529518145150.990932352409274
220.02742024587991080.05484049175982160.97257975412009
230.03418563062357170.06837126124714340.965814369376428
240.04258688902065740.08517377804131470.957413110979343
250.03345149382490240.06690298764980480.966548506175098
260.03164988559652110.06329977119304220.968350114403479
270.02767574318561220.05535148637122440.972324256814388
280.02567387775024950.05134775550049910.97432612224975
290.02352854211986030.04705708423972070.97647145788014
300.02255599794638350.04511199589276700.977444002053617
310.01813484407636200.03626968815272410.981865155923638
320.01447679572837730.02895359145675470.985523204271623
330.01765669540040930.03531339080081870.98234330459959
340.01895248245305080.03790496490610160.98104751754695
350.01862120253865300.03724240507730590.981378797461347
360.04337518491828190.08675036983656380.956624815081718
370.05464893624001050.1092978724800210.94535106375999
380.07064328404724260.1412865680944850.929356715952757
390.06061111183571890.1212222236714380.939388888164281
400.05010217400042770.1002043480008550.949897825999572
410.04559639633992080.09119279267984160.95440360366008
420.03608586806036220.07217173612072440.963914131939638
430.1668806662341470.3337613324682930.833119333765853
440.2868185569825260.5736371139650530.713181443017474
450.3159646869428310.6319293738856630.684035313057169
460.4046704083999410.8093408167998820.595329591600059
470.5177709558610560.9644580882778880.482229044138944
480.6031760537048250.793647892590350.396823946295175
490.6418155747735980.7163688504528030.358184425226402
500.6372471770677970.7255056458644060.362752822932203
510.6096672164644040.7806655670711920.390332783535596
520.8139317519035460.3721364961929070.186068248096454
530.7789956202849440.4420087594301120.221004379715056
540.973545263101270.05290947379745970.0264547368987298







Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level20.04NOK
5% type I error level210.42NOK
10% type I error level350.7NOK

\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 & 0.04 & NOK \tabularnewline
5% type I error level & 21 & 0.42 & NOK \tabularnewline
10% type I error level & 35 & 0.7 & NOK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58060&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]0.04[/C][C]NOK[/C][/ROW]
[ROW][C]5% type I error level[/C][C]21[/C][C]0.42[/C][C]NOK[/C][/ROW]
[ROW][C]10% type I error level[/C][C]35[/C][C]0.7[/C][C]NOK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58060&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58060&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 level20.04NOK
5% type I error level210.42NOK
10% type I error level350.7NOK



Parameters (Session):
par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ;
Parameters (R input):
par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ;
R code (references can be found in the software module):
library(lattice)
library(lmtest)
n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
par1 <- as.numeric(par1)
x <- t(y)
k <- length(x[1,])
n <- length(x[,1])
x1 <- cbind(x[,par1], x[,1:k!=par1])
mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
colnames(x1) <- mycolnames #colnames(x)[par1]
x <- x1
if (par3 == 'First Differences'){
x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
for (i in 1:n-1) {
for (j in 1:k) {
x2[i,j] <- x[i+1,j] - x[i,j]
}
}
x <- x2
}
if (par2 == 'Include Monthly Dummies'){
x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
for (i in 1:11){
x2[seq(i,n,12),i] <- 1
}
x <- cbind(x, x2)
}
if (par2 == 'Include Quarterly Dummies'){
x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
for (i in 1:3){
x2[seq(i,n,4),i] <- 1
}
x <- cbind(x, x2)
}
k <- length(x[1,])
if (par3 == 'Linear Trend'){
x <- cbind(x, c(1:n))
colnames(x)[k+1] <- 't'
}
x
k <- length(x[1,])
df <- as.data.frame(x)
(mylm <- lm(df))
(mysum <- summary(mylm))
if (n > n25) {
kp3 <- k + 3
nmkm3 <- n - k - 3
gqarr <- array(NA, dim=c(nmkm3-kp3+1,3))
numgqtests <- 0
numsignificant1 <- 0
numsignificant5 <- 0
numsignificant10 <- 0
for (mypoint in kp3:nmkm3) {
j <- 0
numgqtests <- numgqtests + 1
for (myalt in c('greater', 'two.sided', 'less')) {
j <- j + 1
gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value
}
if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1
if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1
if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1
}
gqarr
}
bitmap(file='test0.png')
plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index')
points(x[,1]-mysum$resid)
grid()
dev.off()
bitmap(file='test1.png')
plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
grid()
dev.off()
bitmap(file='test2.png')
hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
grid()
dev.off()
bitmap(file='test3.png')
densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
dev.off()
bitmap(file='test4.png')
qqnorm(mysum$resid, main='Residual Normal Q-Q Plot')
qqline(mysum$resid)
grid()
dev.off()
(myerror <- as.ts(mysum$resid))
bitmap(file='test5.png')
dum <- cbind(lag(myerror,k=1),myerror)
dum
dum1 <- dum[2:length(myerror),]
dum1
z <- as.data.frame(dum1)
z
plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals')
lines(lowess(z))
abline(lm(z))
grid()
dev.off()
bitmap(file='test6.png')
acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
grid()
dev.off()
bitmap(file='test7.png')
pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
grid()
dev.off()
bitmap(file='test8.png')
opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
plot(mylm, las = 1, sub='Residual Diagnostics')
par(opar)
dev.off()
if (n > n25) {
bitmap(file='test9.png')
plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
grid()
dev.off()
}
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
a<-table.row.end(a)
myeq <- colnames(x)[1]
myeq <- paste(myeq, '[t] = ', sep='')
for (i in 1:k){
if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ')
if (rownames(mysum$coefficients)[i] != '(Intercept)') {
myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='')
if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
}
}
myeq <- paste(myeq, ' + e[t]')
a<-table.row.start(a)
a<-table.element(a, myeq)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,hyperlink('ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Variable',header=TRUE)
a<-table.element(a,'Parameter',header=TRUE)
a<-table.element(a,'S.D.',header=TRUE)
a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
a<-table.element(a,'2-tail p-value',header=TRUE)
a<-table.element(a,'1-tail p-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:k){
a<-table.row.start(a)
a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE)
a<-table.element(a,mysum$coefficients[i,1])
a<-table.element(a, round(mysum$coefficients[i,2],6))
a<-table.element(a, round(mysum$coefficients[i,3],4))
a<-table.element(a, round(mysum$coefficients[i,4],6))
a<-table.element(a, round(mysum$coefficients[i,4]/2,6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable2.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple R',1,TRUE)
a<-table.element(a, sqrt(mysum$r.squared))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'R-squared',1,TRUE)
a<-table.element(a, mysum$r.squared)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Adjusted R-squared',1,TRUE)
a<-table.element(a, mysum$adj.r.squared)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (value)',1,TRUE)
a<-table.element(a, mysum$fstatistic[1])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE)
a<-table.element(a, mysum$fstatistic[2])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE)
a<-table.element(a, mysum$fstatistic[3])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'p-value',1,TRUE)
a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3]))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Residual Standard Deviation',1,TRUE)
a<-table.element(a, mysum$sigma)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
a<-table.element(a, sum(myerror*myerror))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable3.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Time or Index', 1, TRUE)
a<-table.element(a, 'Actuals', 1, TRUE)
a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
a<-table.row.end(a)
for (i in 1:n) {
a<-table.row.start(a)
a<-table.element(a,i, 1, TRUE)
a<-table.element(a,x[i])
a<-table.element(a,x[i]-mysum$resid[i])
a<-table.element(a,mysum$resid[i])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable4.tab')
if (n > n25) {
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'p-values',header=TRUE)
a<-table.element(a,'Alternative Hypothesis',3,header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'breakpoint index',header=TRUE)
a<-table.element(a,'greater',header=TRUE)
a<-table.element(a,'2-sided',header=TRUE)
a<-table.element(a,'less',header=TRUE)
a<-table.row.end(a)
for (mypoint in kp3:nmkm3) {
a<-table.row.start(a)
a<-table.element(a,mypoint,header=TRUE)
a<-table.element(a,gqarr[mypoint-kp3+1,1])
a<-table.element(a,gqarr[mypoint-kp3+1,2])
a<-table.element(a,gqarr[mypoint-kp3+1,3])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable5.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Description',header=TRUE)
a<-table.element(a,'# significant tests',header=TRUE)
a<-table.element(a,'% significant tests',header=TRUE)
a<-table.element(a,'OK/NOK',header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'1% type I error level',header=TRUE)
a<-table.element(a,numsignificant1)
a<-table.element(a,numsignificant1/numgqtests)
if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'5% type I error level',header=TRUE)
a<-table.element(a,numsignificant5)
a<-table.element(a,numsignificant5/numgqtests)
if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'10% type I error level',header=TRUE)
a<-table.element(a,numsignificant10)
a<-table.element(a,numsignificant10/numgqtests)
if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable6.tab')
}