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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 05:15:31 -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/t12587194252shp7opct0rwr77.htm/, Retrieved Tue, 23 Apr 2024 13:12:39 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=58074, Retrieved Tue, 23 Apr 2024 13:12:39 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsWS7,MR2
Estimated Impact113
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Multiple Regression] [] [2009-11-20 12:15:31] [30f5b608e5a1bbbae86b1702c0071566] [Current]
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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 time5 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 & 5 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58074&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]5 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=58074&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58074&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 time5 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Multiple Linear Regression - Estimated Regression Equation
inflatie[t] = + 1.26580173511677 + 0.165894330966839inflatie_levensmiddelen[t] -0.0127896258874350M1[t] -0.0494717392680991M2[t] -0.00615385264876214M3[t] -0.149471739268099M4[t] + 0.0203892403059319M5[t] + 0.073660786783279M6[t] + 0.0470250135446055M7[t] + 0.0536607867832790M8[t] + 0.113660786783279M9[t] + 0.0202965600219525M10[t] + 0.100296560021952M11[t] + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
inflatie[t] =  +  1.26580173511677 +  0.165894330966839inflatie_levensmiddelen[t] -0.0127896258874350M1[t] -0.0494717392680991M2[t] -0.00615385264876214M3[t] -0.149471739268099M4[t] +  0.0203892403059319M5[t] +  0.073660786783279M6[t] +  0.0470250135446055M7[t] +  0.0536607867832790M8[t] +  0.113660786783279M9[t] +  0.0202965600219525M10[t] +  0.100296560021952M11[t]  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58074&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]inflatie[t] =  +  1.26580173511677 +  0.165894330966839inflatie_levensmiddelen[t] -0.0127896258874350M1[t] -0.0494717392680991M2[t] -0.00615385264876214M3[t] -0.149471739268099M4[t] +  0.0203892403059319M5[t] +  0.073660786783279M6[t] +  0.0470250135446055M7[t] +  0.0536607867832790M8[t] +  0.113660786783279M9[t] +  0.0202965600219525M10[t] +  0.100296560021952M11[t]  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58074&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58074&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] = + 1.26580173511677 + 0.165894330966839inflatie_levensmiddelen[t] -0.0127896258874350M1[t] -0.0494717392680991M2[t] -0.00615385264876214M3[t] -0.149471739268099M4[t] + 0.0203892403059319M5[t] + 0.073660786783279M6[t] + 0.0470250135446055M7[t] + 0.0536607867832790M8[t] + 0.113660786783279M9[t] + 0.0202965600219525M10[t] + 0.100296560021952M11[t] + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)1.265801735116770.217355.82381e-060
inflatie_levensmiddelen0.1658943309668390.0210027.89900
M1-0.01278962588743500.26568-0.04810.9618140.480907
M2-0.04947173926809910.265693-0.18620.8531070.426554
M3-0.006153852648762140.265706-0.02320.9816230.490811
M4-0.1494717392680990.265693-0.56260.5764570.288229
M50.02038924030593190.2658380.07670.9391960.469598
M60.0736607867832790.2659190.2770.7830180.391509
M70.04702501354460550.2658770.17690.8603890.430195
M80.05366078678327900.2659190.20180.8409680.420484
M90.1136607867832790.2659190.42740.6710640.335532
M100.02029656002195250.2659640.07630.9395010.46975
M110.1002965600219520.2659640.37710.7078290.353915

\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) & 1.26580173511677 & 0.21735 & 5.8238 & 1e-06 & 0 \tabularnewline
inflatie_levensmiddelen & 0.165894330966839 & 0.021002 & 7.899 & 0 & 0 \tabularnewline
M1 & -0.0127896258874350 & 0.26568 & -0.0481 & 0.961814 & 0.480907 \tabularnewline
M2 & -0.0494717392680991 & 0.265693 & -0.1862 & 0.853107 & 0.426554 \tabularnewline
M3 & -0.00615385264876214 & 0.265706 & -0.0232 & 0.981623 & 0.490811 \tabularnewline
M4 & -0.149471739268099 & 0.265693 & -0.5626 & 0.576457 & 0.288229 \tabularnewline
M5 & 0.0203892403059319 & 0.265838 & 0.0767 & 0.939196 & 0.469598 \tabularnewline
M6 & 0.073660786783279 & 0.265919 & 0.277 & 0.783018 & 0.391509 \tabularnewline
M7 & 0.0470250135446055 & 0.265877 & 0.1769 & 0.860389 & 0.430195 \tabularnewline
M8 & 0.0536607867832790 & 0.265919 & 0.2018 & 0.840968 & 0.420484 \tabularnewline
M9 & 0.113660786783279 & 0.265919 & 0.4274 & 0.671064 & 0.335532 \tabularnewline
M10 & 0.0202965600219525 & 0.265964 & 0.0763 & 0.939501 & 0.46975 \tabularnewline
M11 & 0.100296560021952 & 0.265964 & 0.3771 & 0.707829 & 0.353915 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58074&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]1.26580173511677[/C][C]0.21735[/C][C]5.8238[/C][C]1e-06[/C][C]0[/C][/ROW]
[ROW][C]inflatie_levensmiddelen[/C][C]0.165894330966839[/C][C]0.021002[/C][C]7.899[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]M1[/C][C]-0.0127896258874350[/C][C]0.26568[/C][C]-0.0481[/C][C]0.961814[/C][C]0.480907[/C][/ROW]
[ROW][C]M2[/C][C]-0.0494717392680991[/C][C]0.265693[/C][C]-0.1862[/C][C]0.853107[/C][C]0.426554[/C][/ROW]
[ROW][C]M3[/C][C]-0.00615385264876214[/C][C]0.265706[/C][C]-0.0232[/C][C]0.981623[/C][C]0.490811[/C][/ROW]
[ROW][C]M4[/C][C]-0.149471739268099[/C][C]0.265693[/C][C]-0.5626[/C][C]0.576457[/C][C]0.288229[/C][/ROW]
[ROW][C]M5[/C][C]0.0203892403059319[/C][C]0.265838[/C][C]0.0767[/C][C]0.939196[/C][C]0.469598[/C][/ROW]
[ROW][C]M6[/C][C]0.073660786783279[/C][C]0.265919[/C][C]0.277[/C][C]0.783018[/C][C]0.391509[/C][/ROW]
[ROW][C]M7[/C][C]0.0470250135446055[/C][C]0.265877[/C][C]0.1769[/C][C]0.860389[/C][C]0.430195[/C][/ROW]
[ROW][C]M8[/C][C]0.0536607867832790[/C][C]0.265919[/C][C]0.2018[/C][C]0.840968[/C][C]0.420484[/C][/ROW]
[ROW][C]M9[/C][C]0.113660786783279[/C][C]0.265919[/C][C]0.4274[/C][C]0.671064[/C][C]0.335532[/C][/ROW]
[ROW][C]M10[/C][C]0.0202965600219525[/C][C]0.265964[/C][C]0.0763[/C][C]0.939501[/C][C]0.46975[/C][/ROW]
[ROW][C]M11[/C][C]0.100296560021952[/C][C]0.265964[/C][C]0.3771[/C][C]0.707829[/C][C]0.353915[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58074&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58074&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)1.265801735116770.217355.82381e-060
inflatie_levensmiddelen0.1658943309668390.0210027.89900
M1-0.01278962588743500.26568-0.04810.9618140.480907
M2-0.04947173926809910.265693-0.18620.8531070.426554
M3-0.006153852648762140.265706-0.02320.9816230.490811
M4-0.1494717392680990.265693-0.56260.5764570.288229
M50.02038924030593190.2658380.07670.9391960.469598
M60.0736607867832790.2659190.2770.7830180.391509
M70.04702501354460550.2658770.17690.8603890.430195
M80.05366078678327900.2659190.20180.8409680.420484
M90.1136607867832790.2659190.42740.6710640.335532
M100.02029656002195250.2659640.07630.9395010.46975
M110.1002965600219520.2659640.37710.7078290.353915







Multiple Linear Regression - Regression Statistics
Multiple R0.76178189947505
R-squared0.580311662367816
Adjusted R-squared0.470827748202899
F-TEST (value)5.30042853138848
F-TEST (DF numerator)12
F-TEST (DF denominator)46
p-value1.6074668327537e-05
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.395878426184873
Sum Squared Residuals7.20910750265615

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.76178189947505 \tabularnewline
R-squared & 0.580311662367816 \tabularnewline
Adjusted R-squared & 0.470827748202899 \tabularnewline
F-TEST (value) & 5.30042853138848 \tabularnewline
F-TEST (DF numerator) & 12 \tabularnewline
F-TEST (DF denominator) & 46 \tabularnewline
p-value & 1.6074668327537e-05 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 0.395878426184873 \tabularnewline
Sum Squared Residuals & 7.20910750265615 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58074&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.76178189947505[/C][/ROW]
[ROW][C]R-squared[/C][C]0.580311662367816[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]0.470827748202899[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]5.30042853138848[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]12[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]46[/C][/ROW]
[ROW][C]p-value[/C][C]1.6074668327537e-05[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C]0.395878426184873[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]7.20910750265615[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58074&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58074&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 R0.76178189947505
R-squared0.580311662367816
Adjusted R-squared0.470827748202899
F-TEST (value)5.30042853138848
F-TEST (DF numerator)12
F-TEST (DF denominator)46
p-value1.6074668327537e-05
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.395878426184873
Sum Squared Residuals7.20910750265615







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
11.31.58480077116300-0.284800771163005
21.21.56470809087903-0.364708090879029
31.11.60802597749836-0.508025977498364
41.41.53106582326576-0.131065823265763
51.21.65115850354974-0.451158503549743
61.51.72101948312377-0.221019483123773
71.11.6943837098851-0.5943837098851
81.31.68443005002709-0.384430050027089
91.51.74443005002709-0.244430050027089
101.11.55152922468566-0.451529224685660
111.41.66470809087903-0.264708090879027
121.31.54782209776039-0.247822097760391
131.51.56821133806632-0.0682113380663236
141.61.514939791588980.0850602084110244
151.71.574847111305000.125152888695004
161.11.36517149229892-0.265171492298924
171.61.452085306389540.147914693610464
181.31.47217798667352-0.172177986673515
191.71.495310512724890.204689487275107
201.61.568304018350300.0316959816496978
211.71.661482884543670.0385171154563299
221.91.667655256362450.232344743637553
231.81.764244689459130.0357553105408696
241.91.763484728017280.136515271982719
251.61.75069510212985-0.150695102129846
261.51.74719185494255-0.247191854942550
271.61.79050974156189-0.190509741561886
281.61.64719185494255-0.0471918549425498
291.71.86682113380663-0.166821133806632
3022.0030398457674-0.00303984576739860
3122.02617237181878-0.0261723718187767
321.91.99962927886408-0.0996292788640825
331.72.0430398457674-0.343039845767399
341.81.96626505210276-0.166265052102756
351.92.06285448519944-0.16285448519944
361.72.01232622446754-0.312326224467539
3722.18202036264363-0.182020362643626
382.12.29464314713312-0.194643147133117
392.42.52044479781598-0.120444797815976
402.52.52643180906679-0.0264318090667941
412.52.72947165483419-0.229471654834193
422.62.71638546892480-0.116385468924804
432.22.68974969568613-0.489749695686131
442.52.72956433511817-0.229564335118172
452.82.82274320131154-0.02274320131154
462.82.729378974550210.0706210254497865
472.92.776200108356850.123799891643154
4832.576366949754790.42363305024521
493.12.41427242599720.6857275740028
502.92.178517115456330.72148288454367
512.72.006172371818780.693827628181223
522.21.730139020425970.469860979574031
532.51.800463401419900.699536598580103
542.31.787377215510510.512622784489492
552.61.69438370988510.9056162901149
562.31.618072317640350.681927682359646
572.21.628304018350300.571695981649698
581.81.485171492298920.314828507701076
591.81.531992626105560.268007373894444

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 1.3 & 1.58480077116300 & -0.284800771163005 \tabularnewline
2 & 1.2 & 1.56470809087903 & -0.364708090879029 \tabularnewline
3 & 1.1 & 1.60802597749836 & -0.508025977498364 \tabularnewline
4 & 1.4 & 1.53106582326576 & -0.131065823265763 \tabularnewline
5 & 1.2 & 1.65115850354974 & -0.451158503549743 \tabularnewline
6 & 1.5 & 1.72101948312377 & -0.221019483123773 \tabularnewline
7 & 1.1 & 1.6943837098851 & -0.5943837098851 \tabularnewline
8 & 1.3 & 1.68443005002709 & -0.384430050027089 \tabularnewline
9 & 1.5 & 1.74443005002709 & -0.244430050027089 \tabularnewline
10 & 1.1 & 1.55152922468566 & -0.451529224685660 \tabularnewline
11 & 1.4 & 1.66470809087903 & -0.264708090879027 \tabularnewline
12 & 1.3 & 1.54782209776039 & -0.247822097760391 \tabularnewline
13 & 1.5 & 1.56821133806632 & -0.0682113380663236 \tabularnewline
14 & 1.6 & 1.51493979158898 & 0.0850602084110244 \tabularnewline
15 & 1.7 & 1.57484711130500 & 0.125152888695004 \tabularnewline
16 & 1.1 & 1.36517149229892 & -0.265171492298924 \tabularnewline
17 & 1.6 & 1.45208530638954 & 0.147914693610464 \tabularnewline
18 & 1.3 & 1.47217798667352 & -0.172177986673515 \tabularnewline
19 & 1.7 & 1.49531051272489 & 0.204689487275107 \tabularnewline
20 & 1.6 & 1.56830401835030 & 0.0316959816496978 \tabularnewline
21 & 1.7 & 1.66148288454367 & 0.0385171154563299 \tabularnewline
22 & 1.9 & 1.66765525636245 & 0.232344743637553 \tabularnewline
23 & 1.8 & 1.76424468945913 & 0.0357553105408696 \tabularnewline
24 & 1.9 & 1.76348472801728 & 0.136515271982719 \tabularnewline
25 & 1.6 & 1.75069510212985 & -0.150695102129846 \tabularnewline
26 & 1.5 & 1.74719185494255 & -0.247191854942550 \tabularnewline
27 & 1.6 & 1.79050974156189 & -0.190509741561886 \tabularnewline
28 & 1.6 & 1.64719185494255 & -0.0471918549425498 \tabularnewline
29 & 1.7 & 1.86682113380663 & -0.166821133806632 \tabularnewline
30 & 2 & 2.0030398457674 & -0.00303984576739860 \tabularnewline
31 & 2 & 2.02617237181878 & -0.0261723718187767 \tabularnewline
32 & 1.9 & 1.99962927886408 & -0.0996292788640825 \tabularnewline
33 & 1.7 & 2.0430398457674 & -0.343039845767399 \tabularnewline
34 & 1.8 & 1.96626505210276 & -0.166265052102756 \tabularnewline
35 & 1.9 & 2.06285448519944 & -0.16285448519944 \tabularnewline
36 & 1.7 & 2.01232622446754 & -0.312326224467539 \tabularnewline
37 & 2 & 2.18202036264363 & -0.182020362643626 \tabularnewline
38 & 2.1 & 2.29464314713312 & -0.194643147133117 \tabularnewline
39 & 2.4 & 2.52044479781598 & -0.120444797815976 \tabularnewline
40 & 2.5 & 2.52643180906679 & -0.0264318090667941 \tabularnewline
41 & 2.5 & 2.72947165483419 & -0.229471654834193 \tabularnewline
42 & 2.6 & 2.71638546892480 & -0.116385468924804 \tabularnewline
43 & 2.2 & 2.68974969568613 & -0.489749695686131 \tabularnewline
44 & 2.5 & 2.72956433511817 & -0.229564335118172 \tabularnewline
45 & 2.8 & 2.82274320131154 & -0.02274320131154 \tabularnewline
46 & 2.8 & 2.72937897455021 & 0.0706210254497865 \tabularnewline
47 & 2.9 & 2.77620010835685 & 0.123799891643154 \tabularnewline
48 & 3 & 2.57636694975479 & 0.42363305024521 \tabularnewline
49 & 3.1 & 2.4142724259972 & 0.6857275740028 \tabularnewline
50 & 2.9 & 2.17851711545633 & 0.72148288454367 \tabularnewline
51 & 2.7 & 2.00617237181878 & 0.693827628181223 \tabularnewline
52 & 2.2 & 1.73013902042597 & 0.469860979574031 \tabularnewline
53 & 2.5 & 1.80046340141990 & 0.699536598580103 \tabularnewline
54 & 2.3 & 1.78737721551051 & 0.512622784489492 \tabularnewline
55 & 2.6 & 1.6943837098851 & 0.9056162901149 \tabularnewline
56 & 2.3 & 1.61807231764035 & 0.681927682359646 \tabularnewline
57 & 2.2 & 1.62830401835030 & 0.571695981649698 \tabularnewline
58 & 1.8 & 1.48517149229892 & 0.314828507701076 \tabularnewline
59 & 1.8 & 1.53199262610556 & 0.268007373894444 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58074&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]1.58480077116300[/C][C]-0.284800771163005[/C][/ROW]
[ROW][C]2[/C][C]1.2[/C][C]1.56470809087903[/C][C]-0.364708090879029[/C][/ROW]
[ROW][C]3[/C][C]1.1[/C][C]1.60802597749836[/C][C]-0.508025977498364[/C][/ROW]
[ROW][C]4[/C][C]1.4[/C][C]1.53106582326576[/C][C]-0.131065823265763[/C][/ROW]
[ROW][C]5[/C][C]1.2[/C][C]1.65115850354974[/C][C]-0.451158503549743[/C][/ROW]
[ROW][C]6[/C][C]1.5[/C][C]1.72101948312377[/C][C]-0.221019483123773[/C][/ROW]
[ROW][C]7[/C][C]1.1[/C][C]1.6943837098851[/C][C]-0.5943837098851[/C][/ROW]
[ROW][C]8[/C][C]1.3[/C][C]1.68443005002709[/C][C]-0.384430050027089[/C][/ROW]
[ROW][C]9[/C][C]1.5[/C][C]1.74443005002709[/C][C]-0.244430050027089[/C][/ROW]
[ROW][C]10[/C][C]1.1[/C][C]1.55152922468566[/C][C]-0.451529224685660[/C][/ROW]
[ROW][C]11[/C][C]1.4[/C][C]1.66470809087903[/C][C]-0.264708090879027[/C][/ROW]
[ROW][C]12[/C][C]1.3[/C][C]1.54782209776039[/C][C]-0.247822097760391[/C][/ROW]
[ROW][C]13[/C][C]1.5[/C][C]1.56821133806632[/C][C]-0.0682113380663236[/C][/ROW]
[ROW][C]14[/C][C]1.6[/C][C]1.51493979158898[/C][C]0.0850602084110244[/C][/ROW]
[ROW][C]15[/C][C]1.7[/C][C]1.57484711130500[/C][C]0.125152888695004[/C][/ROW]
[ROW][C]16[/C][C]1.1[/C][C]1.36517149229892[/C][C]-0.265171492298924[/C][/ROW]
[ROW][C]17[/C][C]1.6[/C][C]1.45208530638954[/C][C]0.147914693610464[/C][/ROW]
[ROW][C]18[/C][C]1.3[/C][C]1.47217798667352[/C][C]-0.172177986673515[/C][/ROW]
[ROW][C]19[/C][C]1.7[/C][C]1.49531051272489[/C][C]0.204689487275107[/C][/ROW]
[ROW][C]20[/C][C]1.6[/C][C]1.56830401835030[/C][C]0.0316959816496978[/C][/ROW]
[ROW][C]21[/C][C]1.7[/C][C]1.66148288454367[/C][C]0.0385171154563299[/C][/ROW]
[ROW][C]22[/C][C]1.9[/C][C]1.66765525636245[/C][C]0.232344743637553[/C][/ROW]
[ROW][C]23[/C][C]1.8[/C][C]1.76424468945913[/C][C]0.0357553105408696[/C][/ROW]
[ROW][C]24[/C][C]1.9[/C][C]1.76348472801728[/C][C]0.136515271982719[/C][/ROW]
[ROW][C]25[/C][C]1.6[/C][C]1.75069510212985[/C][C]-0.150695102129846[/C][/ROW]
[ROW][C]26[/C][C]1.5[/C][C]1.74719185494255[/C][C]-0.247191854942550[/C][/ROW]
[ROW][C]27[/C][C]1.6[/C][C]1.79050974156189[/C][C]-0.190509741561886[/C][/ROW]
[ROW][C]28[/C][C]1.6[/C][C]1.64719185494255[/C][C]-0.0471918549425498[/C][/ROW]
[ROW][C]29[/C][C]1.7[/C][C]1.86682113380663[/C][C]-0.166821133806632[/C][/ROW]
[ROW][C]30[/C][C]2[/C][C]2.0030398457674[/C][C]-0.00303984576739860[/C][/ROW]
[ROW][C]31[/C][C]2[/C][C]2.02617237181878[/C][C]-0.0261723718187767[/C][/ROW]
[ROW][C]32[/C][C]1.9[/C][C]1.99962927886408[/C][C]-0.0996292788640825[/C][/ROW]
[ROW][C]33[/C][C]1.7[/C][C]2.0430398457674[/C][C]-0.343039845767399[/C][/ROW]
[ROW][C]34[/C][C]1.8[/C][C]1.96626505210276[/C][C]-0.166265052102756[/C][/ROW]
[ROW][C]35[/C][C]1.9[/C][C]2.06285448519944[/C][C]-0.16285448519944[/C][/ROW]
[ROW][C]36[/C][C]1.7[/C][C]2.01232622446754[/C][C]-0.312326224467539[/C][/ROW]
[ROW][C]37[/C][C]2[/C][C]2.18202036264363[/C][C]-0.182020362643626[/C][/ROW]
[ROW][C]38[/C][C]2.1[/C][C]2.29464314713312[/C][C]-0.194643147133117[/C][/ROW]
[ROW][C]39[/C][C]2.4[/C][C]2.52044479781598[/C][C]-0.120444797815976[/C][/ROW]
[ROW][C]40[/C][C]2.5[/C][C]2.52643180906679[/C][C]-0.0264318090667941[/C][/ROW]
[ROW][C]41[/C][C]2.5[/C][C]2.72947165483419[/C][C]-0.229471654834193[/C][/ROW]
[ROW][C]42[/C][C]2.6[/C][C]2.71638546892480[/C][C]-0.116385468924804[/C][/ROW]
[ROW][C]43[/C][C]2.2[/C][C]2.68974969568613[/C][C]-0.489749695686131[/C][/ROW]
[ROW][C]44[/C][C]2.5[/C][C]2.72956433511817[/C][C]-0.229564335118172[/C][/ROW]
[ROW][C]45[/C][C]2.8[/C][C]2.82274320131154[/C][C]-0.02274320131154[/C][/ROW]
[ROW][C]46[/C][C]2.8[/C][C]2.72937897455021[/C][C]0.0706210254497865[/C][/ROW]
[ROW][C]47[/C][C]2.9[/C][C]2.77620010835685[/C][C]0.123799891643154[/C][/ROW]
[ROW][C]48[/C][C]3[/C][C]2.57636694975479[/C][C]0.42363305024521[/C][/ROW]
[ROW][C]49[/C][C]3.1[/C][C]2.4142724259972[/C][C]0.6857275740028[/C][/ROW]
[ROW][C]50[/C][C]2.9[/C][C]2.17851711545633[/C][C]0.72148288454367[/C][/ROW]
[ROW][C]51[/C][C]2.7[/C][C]2.00617237181878[/C][C]0.693827628181223[/C][/ROW]
[ROW][C]52[/C][C]2.2[/C][C]1.73013902042597[/C][C]0.469860979574031[/C][/ROW]
[ROW][C]53[/C][C]2.5[/C][C]1.80046340141990[/C][C]0.699536598580103[/C][/ROW]
[ROW][C]54[/C][C]2.3[/C][C]1.78737721551051[/C][C]0.512622784489492[/C][/ROW]
[ROW][C]55[/C][C]2.6[/C][C]1.6943837098851[/C][C]0.9056162901149[/C][/ROW]
[ROW][C]56[/C][C]2.3[/C][C]1.61807231764035[/C][C]0.681927682359646[/C][/ROW]
[ROW][C]57[/C][C]2.2[/C][C]1.62830401835030[/C][C]0.571695981649698[/C][/ROW]
[ROW][C]58[/C][C]1.8[/C][C]1.48517149229892[/C][C]0.314828507701076[/C][/ROW]
[ROW][C]59[/C][C]1.8[/C][C]1.53199262610556[/C][C]0.268007373894444[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58074&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58074&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
11.31.58480077116300-0.284800771163005
21.21.56470809087903-0.364708090879029
31.11.60802597749836-0.508025977498364
41.41.53106582326576-0.131065823265763
51.21.65115850354974-0.451158503549743
61.51.72101948312377-0.221019483123773
71.11.6943837098851-0.5943837098851
81.31.68443005002709-0.384430050027089
91.51.74443005002709-0.244430050027089
101.11.55152922468566-0.451529224685660
111.41.66470809087903-0.264708090879027
121.31.54782209776039-0.247822097760391
131.51.56821133806632-0.0682113380663236
141.61.514939791588980.0850602084110244
151.71.574847111305000.125152888695004
161.11.36517149229892-0.265171492298924
171.61.452085306389540.147914693610464
181.31.47217798667352-0.172177986673515
191.71.495310512724890.204689487275107
201.61.568304018350300.0316959816496978
211.71.661482884543670.0385171154563299
221.91.667655256362450.232344743637553
231.81.764244689459130.0357553105408696
241.91.763484728017280.136515271982719
251.61.75069510212985-0.150695102129846
261.51.74719185494255-0.247191854942550
271.61.79050974156189-0.190509741561886
281.61.64719185494255-0.0471918549425498
291.71.86682113380663-0.166821133806632
3022.0030398457674-0.00303984576739860
3122.02617237181878-0.0261723718187767
321.91.99962927886408-0.0996292788640825
331.72.0430398457674-0.343039845767399
341.81.96626505210276-0.166265052102756
351.92.06285448519944-0.16285448519944
361.72.01232622446754-0.312326224467539
3722.18202036264363-0.182020362643626
382.12.29464314713312-0.194643147133117
392.42.52044479781598-0.120444797815976
402.52.52643180906679-0.0264318090667941
412.52.72947165483419-0.229471654834193
422.62.71638546892480-0.116385468924804
432.22.68974969568613-0.489749695686131
442.52.72956433511817-0.229564335118172
452.82.82274320131154-0.02274320131154
462.82.729378974550210.0706210254497865
472.92.776200108356850.123799891643154
4832.576366949754790.42363305024521
493.12.41427242599720.6857275740028
502.92.178517115456330.72148288454367
512.72.006172371818780.693827628181223
522.21.730139020425970.469860979574031
532.51.800463401419900.699536598580103
542.31.787377215510510.512622784489492
552.61.69438370988510.9056162901149
562.31.618072317640350.681927682359646
572.21.628304018350300.571695981649698
581.81.485171492298920.314828507701076
591.81.531992626105560.268007373894444







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
160.4409287685466860.8818575370933710.559071231453314
170.3182198804215050.6364397608430090.681780119578495
180.250123874436360.500247748872720.74987612556364
190.2368139244046550.473627848809310.763186075595345
200.1579403243201930.3158806486403850.842059675679807
210.09530230131853870.1906046026370770.904697698681461
220.2064866688894320.4129733377788640.793513331110568
230.1713230138361420.3426460276722840.828676986163858
240.1679245074259480.3358490148518970.832075492574052
250.1304455438629620.2608910877259240.869554456137038
260.1057779655216260.2115559310432520.894222034478374
270.08831318032121590.1766263606424320.911686819678784
280.07059013007970840.1411802601594170.929409869920292
290.05648285637732120.1129657127546420.943517143622679
300.04215699505154620.08431399010309240.957843004948454
310.02833299217098570.05666598434197150.971667007829014
320.01876532156099160.03753064312198330.981234678439008
330.02101496154798330.04202992309596660.978985038452017
340.01440547608870020.02881095217740030.9855945239113
350.009418249959075870.01883649991815170.990581750040924
360.02259492673784780.04518985347569550.977405073262152
370.05737890287434820.1147578057486960.942621097125652
380.1163368354184570.2326736708369130.883663164581543
390.1187660312773490.2375320625546980.88123396872265
400.07129383480589310.1425876696117860.928706165194107
410.05676078070662430.1135215614132490.943239219293376
420.02867007932371570.05734015864743130.971329920676284
430.2806125858744570.5612251717489140.719387414125543

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
16 & 0.440928768546686 & 0.881857537093371 & 0.559071231453314 \tabularnewline
17 & 0.318219880421505 & 0.636439760843009 & 0.681780119578495 \tabularnewline
18 & 0.25012387443636 & 0.50024774887272 & 0.74987612556364 \tabularnewline
19 & 0.236813924404655 & 0.47362784880931 & 0.763186075595345 \tabularnewline
20 & 0.157940324320193 & 0.315880648640385 & 0.842059675679807 \tabularnewline
21 & 0.0953023013185387 & 0.190604602637077 & 0.904697698681461 \tabularnewline
22 & 0.206486668889432 & 0.412973337778864 & 0.793513331110568 \tabularnewline
23 & 0.171323013836142 & 0.342646027672284 & 0.828676986163858 \tabularnewline
24 & 0.167924507425948 & 0.335849014851897 & 0.832075492574052 \tabularnewline
25 & 0.130445543862962 & 0.260891087725924 & 0.869554456137038 \tabularnewline
26 & 0.105777965521626 & 0.211555931043252 & 0.894222034478374 \tabularnewline
27 & 0.0883131803212159 & 0.176626360642432 & 0.911686819678784 \tabularnewline
28 & 0.0705901300797084 & 0.141180260159417 & 0.929409869920292 \tabularnewline
29 & 0.0564828563773212 & 0.112965712754642 & 0.943517143622679 \tabularnewline
30 & 0.0421569950515462 & 0.0843139901030924 & 0.957843004948454 \tabularnewline
31 & 0.0283329921709857 & 0.0566659843419715 & 0.971667007829014 \tabularnewline
32 & 0.0187653215609916 & 0.0375306431219833 & 0.981234678439008 \tabularnewline
33 & 0.0210149615479833 & 0.0420299230959666 & 0.978985038452017 \tabularnewline
34 & 0.0144054760887002 & 0.0288109521774003 & 0.9855945239113 \tabularnewline
35 & 0.00941824995907587 & 0.0188364999181517 & 0.990581750040924 \tabularnewline
36 & 0.0225949267378478 & 0.0451898534756955 & 0.977405073262152 \tabularnewline
37 & 0.0573789028743482 & 0.114757805748696 & 0.942621097125652 \tabularnewline
38 & 0.116336835418457 & 0.232673670836913 & 0.883663164581543 \tabularnewline
39 & 0.118766031277349 & 0.237532062554698 & 0.88123396872265 \tabularnewline
40 & 0.0712938348058931 & 0.142587669611786 & 0.928706165194107 \tabularnewline
41 & 0.0567607807066243 & 0.113521561413249 & 0.943239219293376 \tabularnewline
42 & 0.0286700793237157 & 0.0573401586474313 & 0.971329920676284 \tabularnewline
43 & 0.280612585874457 & 0.561225171748914 & 0.719387414125543 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58074&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]16[/C][C]0.440928768546686[/C][C]0.881857537093371[/C][C]0.559071231453314[/C][/ROW]
[ROW][C]17[/C][C]0.318219880421505[/C][C]0.636439760843009[/C][C]0.681780119578495[/C][/ROW]
[ROW][C]18[/C][C]0.25012387443636[/C][C]0.50024774887272[/C][C]0.74987612556364[/C][/ROW]
[ROW][C]19[/C][C]0.236813924404655[/C][C]0.47362784880931[/C][C]0.763186075595345[/C][/ROW]
[ROW][C]20[/C][C]0.157940324320193[/C][C]0.315880648640385[/C][C]0.842059675679807[/C][/ROW]
[ROW][C]21[/C][C]0.0953023013185387[/C][C]0.190604602637077[/C][C]0.904697698681461[/C][/ROW]
[ROW][C]22[/C][C]0.206486668889432[/C][C]0.412973337778864[/C][C]0.793513331110568[/C][/ROW]
[ROW][C]23[/C][C]0.171323013836142[/C][C]0.342646027672284[/C][C]0.828676986163858[/C][/ROW]
[ROW][C]24[/C][C]0.167924507425948[/C][C]0.335849014851897[/C][C]0.832075492574052[/C][/ROW]
[ROW][C]25[/C][C]0.130445543862962[/C][C]0.260891087725924[/C][C]0.869554456137038[/C][/ROW]
[ROW][C]26[/C][C]0.105777965521626[/C][C]0.211555931043252[/C][C]0.894222034478374[/C][/ROW]
[ROW][C]27[/C][C]0.0883131803212159[/C][C]0.176626360642432[/C][C]0.911686819678784[/C][/ROW]
[ROW][C]28[/C][C]0.0705901300797084[/C][C]0.141180260159417[/C][C]0.929409869920292[/C][/ROW]
[ROW][C]29[/C][C]0.0564828563773212[/C][C]0.112965712754642[/C][C]0.943517143622679[/C][/ROW]
[ROW][C]30[/C][C]0.0421569950515462[/C][C]0.0843139901030924[/C][C]0.957843004948454[/C][/ROW]
[ROW][C]31[/C][C]0.0283329921709857[/C][C]0.0566659843419715[/C][C]0.971667007829014[/C][/ROW]
[ROW][C]32[/C][C]0.0187653215609916[/C][C]0.0375306431219833[/C][C]0.981234678439008[/C][/ROW]
[ROW][C]33[/C][C]0.0210149615479833[/C][C]0.0420299230959666[/C][C]0.978985038452017[/C][/ROW]
[ROW][C]34[/C][C]0.0144054760887002[/C][C]0.0288109521774003[/C][C]0.9855945239113[/C][/ROW]
[ROW][C]35[/C][C]0.00941824995907587[/C][C]0.0188364999181517[/C][C]0.990581750040924[/C][/ROW]
[ROW][C]36[/C][C]0.0225949267378478[/C][C]0.0451898534756955[/C][C]0.977405073262152[/C][/ROW]
[ROW][C]37[/C][C]0.0573789028743482[/C][C]0.114757805748696[/C][C]0.942621097125652[/C][/ROW]
[ROW][C]38[/C][C]0.116336835418457[/C][C]0.232673670836913[/C][C]0.883663164581543[/C][/ROW]
[ROW][C]39[/C][C]0.118766031277349[/C][C]0.237532062554698[/C][C]0.88123396872265[/C][/ROW]
[ROW][C]40[/C][C]0.0712938348058931[/C][C]0.142587669611786[/C][C]0.928706165194107[/C][/ROW]
[ROW][C]41[/C][C]0.0567607807066243[/C][C]0.113521561413249[/C][C]0.943239219293376[/C][/ROW]
[ROW][C]42[/C][C]0.0286700793237157[/C][C]0.0573401586474313[/C][C]0.971329920676284[/C][/ROW]
[ROW][C]43[/C][C]0.280612585874457[/C][C]0.561225171748914[/C][C]0.719387414125543[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58074&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58074&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
160.4409287685466860.8818575370933710.559071231453314
170.3182198804215050.6364397608430090.681780119578495
180.250123874436360.500247748872720.74987612556364
190.2368139244046550.473627848809310.763186075595345
200.1579403243201930.3158806486403850.842059675679807
210.09530230131853870.1906046026370770.904697698681461
220.2064866688894320.4129733377788640.793513331110568
230.1713230138361420.3426460276722840.828676986163858
240.1679245074259480.3358490148518970.832075492574052
250.1304455438629620.2608910877259240.869554456137038
260.1057779655216260.2115559310432520.894222034478374
270.08831318032121590.1766263606424320.911686819678784
280.07059013007970840.1411802601594170.929409869920292
290.05648285637732120.1129657127546420.943517143622679
300.04215699505154620.08431399010309240.957843004948454
310.02833299217098570.05666598434197150.971667007829014
320.01876532156099160.03753064312198330.981234678439008
330.02101496154798330.04202992309596660.978985038452017
340.01440547608870020.02881095217740030.9855945239113
350.009418249959075870.01883649991815170.990581750040924
360.02259492673784780.04518985347569550.977405073262152
370.05737890287434820.1147578057486960.942621097125652
380.1163368354184570.2326736708369130.883663164581543
390.1187660312773490.2375320625546980.88123396872265
400.07129383480589310.1425876696117860.928706165194107
410.05676078070662430.1135215614132490.943239219293376
420.02867007932371570.05734015864743130.971329920676284
430.2806125858744570.5612251717489140.719387414125543







Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level50.178571428571429NOK
10% type I error level80.285714285714286NOK

\begin{tabular}{lllllllll}
\hline
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
Description & # significant tests & % significant tests & OK/NOK \tabularnewline
1% type I error level & 0 & 0 & OK \tabularnewline
5% type I error level & 5 & 0.178571428571429 & NOK \tabularnewline
10% type I error level & 8 & 0.285714285714286 & NOK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58074&T=6

[TABLE]
[ROW][C]Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity[/C][/ROW]
[ROW][C]Description[/C][C]# significant tests[/C][C]% significant tests[/C][C]OK/NOK[/C][/ROW]
[ROW][C]1% type I error level[/C][C]0[/C][C]0[/C][C]OK[/C][/ROW]
[ROW][C]5% type I error level[/C][C]5[/C][C]0.178571428571429[/C][C]NOK[/C][/ROW]
[ROW][C]10% type I error level[/C][C]8[/C][C]0.285714285714286[/C][C]NOK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58074&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58074&T=6

As an alternative you can also use a QR Code:  

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

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level50.178571428571429NOK
10% type I error level80.285714285714286NOK



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