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Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_multipleregression.wasp
Title produced by softwareMultiple Regression
Date of computationFri, 20 Nov 2009 06:24:51 -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/t1258723654kn7x2al4znkptuw.htm/, Retrieved Wed, 24 Apr 2024 11:25:19 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=58138, Retrieved Wed, 24 Apr 2024 11:25:19 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact100
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Multiple Regression] [Q1 The Seatbeltlaw] [2007-11-14 19:27:43] [8cd6641b921d30ebe00b648d1481bba0]
- RM D  [Multiple Regression] [Seatbelt] [2009-11-12 14:10:54] [b98453cac15ba1066b407e146608df68]
-    D      [Multiple Regression] [workshop 7,4] [2009-11-20 13:24:51] [2210215221105fab636491031ce54076] [Current]
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Dataseries X:
8,3	9,2	8,3	8,6	8,9	8,9
8,3	9,5	8,3	8,3	8,6	8,9
8,4	9,6	8,3	8,3	8,3	8,6
8,5	9,5	8,4	8,3	8,3	8,3
8,4	9,1	8,5	8,4	8,3	8,3
8,6	8,9	8,4	8,5	8,4	8,3
8,5	9	8,6	8,4	8,5	8,4
8,5	10,1	8,5	8,6	8,4	8,5
8,4	10,3	8,5	8,5	8,6	8,4
8,5	10,2	8,4	8,5	8,5	8,6
8,5	9,6	8,5	8,4	8,5	8,5
8,5	9,2	8,5	8,5	8,4	8,5
8,5	9,3	8,5	8,5	8,5	8,4
8,5	9,4	8,5	8,5	8,5	8,5
8,5	9,4	8,5	8,5	8,5	8,5
8,5	9,2	8,5	8,5	8,5	8,5
8,5	9	8,5	8,5	8,5	8,5
8,6	9	8,5	8,5	8,5	8,5
8,4	9	8,6	8,5	8,5	8,5
8,1	9,8	8,4	8,6	8,5	8,5
8,0	10	8,1	8,4	8,6	8,5
8,0	9,8	8,0	8,1	8,4	8,6
8,0	9,3	8,0	8,0	8,1	8,4
8,0	9	8,0	8,0	8,0	8,1
7,9	9	8,0	8,0	8,0	8,0
7,8	9,1	7,9	8,0	8,0	8,0
7,8	9,1	7,8	7,9	8,0	8,0
7,9	9,1	7,8	7,8	7,9	8,0
8,1	9,2	7,9	7,8	7,8	7,9
8,0	8,8	8,1	7,9	7,8	7,8
7,6	8,3	8,0	8,1	7,9	7,8
7,3	8,4	7,6	8,0	8,1	7,9
7,0	8,1	7,3	7,6	8,0	8,1
6,8	7,7	7,0	7,3	7,6	8,0
7,0	7,9	6,8	7,0	7,3	7,6
7,1	7,9	7,0	6,8	7,0	7,3
7,2	8	7,1	7,0	6,8	7,0
7,1	7,9	7,2	7,1	7,0	6,8
6,9	7,6	7,1	7,2	7,1	7,0
6,7	7,1	6,9	7,1	7,2	7,1
6,7	6,8	6,7	6,9	7,1	7,2
6,6	6,5	6,7	6,7	6,9	7,1
6,9	6,9	6,6	6,7	6,7	6,9
7,3	8,2	6,9	6,6	6,7	6,7
7,5	8,7	7,3	6,9	6,6	6,7
7,3	8,3	7,5	7,3	6,9	6,6
7,1	7,9	7,3	7,5	7,3	6,9
6,9	7,5	7,1	7,3	7,5	7,3
7,1	7,8	6,9	7,1	7,3	7,5
7,5	8,3	7,1	6,9	7,1	7,3
7,7	8,4	7,5	7,1	6,9	7,1
7,8	8,2	7,7	7,5	7,1	6,9
7,8	7,7	7,8	7,7	7,5	7,1
7,7	7,2	7,8	7,8	7,7	7,5
7,8	7,3	7,7	7,8	7,8	7,7
7,8	8,1	7,8	7,7	7,8	7,8
7,9	8,5	7,8	7,8	7,7	7,8




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=58138&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=58138&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58138&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
Y[t] = -0.272223696302566 + 0.161944495338189X[t] + 1.20816388613964Y1[t] -0.4678267601091Y2[t] -0.193917063933410Y3[t] + 0.289842816853047Y4[t] + 0.0948685017759605M1[t] + 0.0220364659106159M2[t] + 0.0138541990473369M3[t] + 0.0880521230767941M4[t] + 0.127829043601995M5[t] + 0.146966512755292M6[t] + 0.0874807673669855M7[t] -0.0184272763256771M8[t] -0.0800409575166678M9[t] -0.104472012932639M10[t] + 0.0192887853678653M11[t] + 0.003684875625332t + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
Y[t] =  -0.272223696302566 +  0.161944495338189X[t] +  1.20816388613964Y1[t] -0.4678267601091Y2[t] -0.193917063933410Y3[t] +  0.289842816853047Y4[t] +  0.0948685017759605M1[t] +  0.0220364659106159M2[t] +  0.0138541990473369M3[t] +  0.0880521230767941M4[t] +  0.127829043601995M5[t] +  0.146966512755292M6[t] +  0.0874807673669855M7[t] -0.0184272763256771M8[t] -0.0800409575166678M9[t] -0.104472012932639M10[t] +  0.0192887853678653M11[t] +  0.003684875625332t  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58138&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]Y[t] =  -0.272223696302566 +  0.161944495338189X[t] +  1.20816388613964Y1[t] -0.4678267601091Y2[t] -0.193917063933410Y3[t] +  0.289842816853047Y4[t] +  0.0948685017759605M1[t] +  0.0220364659106159M2[t] +  0.0138541990473369M3[t] +  0.0880521230767941M4[t] +  0.127829043601995M5[t] +  0.146966512755292M6[t] +  0.0874807673669855M7[t] -0.0184272763256771M8[t] -0.0800409575166678M9[t] -0.104472012932639M10[t] +  0.0192887853678653M11[t] +  0.003684875625332t  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58138&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58138&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
Y[t] = -0.272223696302566 + 0.161944495338189X[t] + 1.20816388613964Y1[t] -0.4678267601091Y2[t] -0.193917063933410Y3[t] + 0.289842816853047Y4[t] + 0.0948685017759605M1[t] + 0.0220364659106159M2[t] + 0.0138541990473369M3[t] + 0.0880521230767941M4[t] + 0.127829043601995M5[t] + 0.146966512755292M6[t] + 0.0874807673669855M7[t] -0.0184272763256771M8[t] -0.0800409575166678M9[t] -0.104472012932639M10[t] + 0.0192887853678653M11[t] + 0.003684875625332t + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)-0.2722236963025660.530892-0.51280.6110070.305504
X0.1619444953381890.0691332.34250.0243520.012176
Y11.208163886139640.1738896.947900
Y2-0.46782676010910.258642-1.80880.0781990.0391
Y3-0.1939170639334100.256736-0.75530.4545960.227298
Y40.2898428168530470.1477051.96230.056890.028445
M10.09486850177596050.096420.98390.3312230.165612
M20.02203646591061590.0968090.22760.8211240.410562
M30.01385419904733690.0971550.14260.8873410.443671
M40.08805212307679410.0965670.91180.3674640.183732
M50.1278290436019950.0977061.30830.1984270.099214
M60.1469665127552920.1029551.42750.1613990.080699
M70.08748076736698550.1020780.8570.3966820.198341
M8-0.01842727632567710.101686-0.18120.8571350.428568
M9-0.08004095751666780.107434-0.7450.4607220.230361
M10-0.1044720129326390.107614-0.97080.337630.168815
M110.01928878536786530.1030380.18720.8524740.426237
t0.0036848756253320.0024791.48660.1451590.072579

\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) & -0.272223696302566 & 0.530892 & -0.5128 & 0.611007 & 0.305504 \tabularnewline
X & 0.161944495338189 & 0.069133 & 2.3425 & 0.024352 & 0.012176 \tabularnewline
Y1 & 1.20816388613964 & 0.173889 & 6.9479 & 0 & 0 \tabularnewline
Y2 & -0.4678267601091 & 0.258642 & -1.8088 & 0.078199 & 0.0391 \tabularnewline
Y3 & -0.193917063933410 & 0.256736 & -0.7553 & 0.454596 & 0.227298 \tabularnewline
Y4 & 0.289842816853047 & 0.147705 & 1.9623 & 0.05689 & 0.028445 \tabularnewline
M1 & 0.0948685017759605 & 0.09642 & 0.9839 & 0.331223 & 0.165612 \tabularnewline
M2 & 0.0220364659106159 & 0.096809 & 0.2276 & 0.821124 & 0.410562 \tabularnewline
M3 & 0.0138541990473369 & 0.097155 & 0.1426 & 0.887341 & 0.443671 \tabularnewline
M4 & 0.0880521230767941 & 0.096567 & 0.9118 & 0.367464 & 0.183732 \tabularnewline
M5 & 0.127829043601995 & 0.097706 & 1.3083 & 0.198427 & 0.099214 \tabularnewline
M6 & 0.146966512755292 & 0.102955 & 1.4275 & 0.161399 & 0.080699 \tabularnewline
M7 & 0.0874807673669855 & 0.102078 & 0.857 & 0.396682 & 0.198341 \tabularnewline
M8 & -0.0184272763256771 & 0.101686 & -0.1812 & 0.857135 & 0.428568 \tabularnewline
M9 & -0.0800409575166678 & 0.107434 & -0.745 & 0.460722 & 0.230361 \tabularnewline
M10 & -0.104472012932639 & 0.107614 & -0.9708 & 0.33763 & 0.168815 \tabularnewline
M11 & 0.0192887853678653 & 0.103038 & 0.1872 & 0.852474 & 0.426237 \tabularnewline
t & 0.003684875625332 & 0.002479 & 1.4866 & 0.145159 & 0.072579 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58138&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]-0.272223696302566[/C][C]0.530892[/C][C]-0.5128[/C][C]0.611007[/C][C]0.305504[/C][/ROW]
[ROW][C]X[/C][C]0.161944495338189[/C][C]0.069133[/C][C]2.3425[/C][C]0.024352[/C][C]0.012176[/C][/ROW]
[ROW][C]Y1[/C][C]1.20816388613964[/C][C]0.173889[/C][C]6.9479[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]Y2[/C][C]-0.4678267601091[/C][C]0.258642[/C][C]-1.8088[/C][C]0.078199[/C][C]0.0391[/C][/ROW]
[ROW][C]Y3[/C][C]-0.193917063933410[/C][C]0.256736[/C][C]-0.7553[/C][C]0.454596[/C][C]0.227298[/C][/ROW]
[ROW][C]Y4[/C][C]0.289842816853047[/C][C]0.147705[/C][C]1.9623[/C][C]0.05689[/C][C]0.028445[/C][/ROW]
[ROW][C]M1[/C][C]0.0948685017759605[/C][C]0.09642[/C][C]0.9839[/C][C]0.331223[/C][C]0.165612[/C][/ROW]
[ROW][C]M2[/C][C]0.0220364659106159[/C][C]0.096809[/C][C]0.2276[/C][C]0.821124[/C][C]0.410562[/C][/ROW]
[ROW][C]M3[/C][C]0.0138541990473369[/C][C]0.097155[/C][C]0.1426[/C][C]0.887341[/C][C]0.443671[/C][/ROW]
[ROW][C]M4[/C][C]0.0880521230767941[/C][C]0.096567[/C][C]0.9118[/C][C]0.367464[/C][C]0.183732[/C][/ROW]
[ROW][C]M5[/C][C]0.127829043601995[/C][C]0.097706[/C][C]1.3083[/C][C]0.198427[/C][C]0.099214[/C][/ROW]
[ROW][C]M6[/C][C]0.146966512755292[/C][C]0.102955[/C][C]1.4275[/C][C]0.161399[/C][C]0.080699[/C][/ROW]
[ROW][C]M7[/C][C]0.0874807673669855[/C][C]0.102078[/C][C]0.857[/C][C]0.396682[/C][C]0.198341[/C][/ROW]
[ROW][C]M8[/C][C]-0.0184272763256771[/C][C]0.101686[/C][C]-0.1812[/C][C]0.857135[/C][C]0.428568[/C][/ROW]
[ROW][C]M9[/C][C]-0.0800409575166678[/C][C]0.107434[/C][C]-0.745[/C][C]0.460722[/C][C]0.230361[/C][/ROW]
[ROW][C]M10[/C][C]-0.104472012932639[/C][C]0.107614[/C][C]-0.9708[/C][C]0.33763[/C][C]0.168815[/C][/ROW]
[ROW][C]M11[/C][C]0.0192887853678653[/C][C]0.103038[/C][C]0.1872[/C][C]0.852474[/C][C]0.426237[/C][/ROW]
[ROW][C]t[/C][C]0.003684875625332[/C][C]0.002479[/C][C]1.4866[/C][C]0.145159[/C][C]0.072579[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58138&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58138&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)-0.2722236963025660.530892-0.51280.6110070.305504
X0.1619444953381890.0691332.34250.0243520.012176
Y11.208163886139640.1738896.947900
Y2-0.46782676010910.258642-1.80880.0781990.0391
Y3-0.1939170639334100.256736-0.75530.4545960.227298
Y40.2898428168530470.1477051.96230.056890.028445
M10.09486850177596050.096420.98390.3312230.165612
M20.02203646591061590.0968090.22760.8211240.410562
M30.01385419904733690.0971550.14260.8873410.443671
M40.08805212307679410.0965670.91180.3674640.183732
M50.1278290436019950.0977061.30830.1984270.099214
M60.1469665127552920.1029551.42750.1613990.080699
M70.08748076736698550.1020780.8570.3966820.198341
M8-0.01842727632567710.101686-0.18120.8571350.428568
M9-0.08004095751666780.107434-0.7450.4607220.230361
M10-0.1044720129326390.107614-0.97080.337630.168815
M110.01928878536786530.1030380.18720.8524740.426237
t0.0036848756253320.0024791.48660.1451590.072579







Multiple Linear Regression - Regression Statistics
Multiple R0.981039838756772
R-squared0.962439165227914
Adjusted R-squared0.946066493660594
F-TEST (value)58.7832695031255
F-TEST (DF numerator)17
F-TEST (DF denominator)39
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.141875843766754
Sum Squared Residuals0.785021446736605

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.981039838756772 \tabularnewline
R-squared & 0.962439165227914 \tabularnewline
Adjusted R-squared & 0.946066493660594 \tabularnewline
F-TEST (value) & 58.7832695031255 \tabularnewline
F-TEST (DF numerator) & 17 \tabularnewline
F-TEST (DF denominator) & 39 \tabularnewline
p-value & 0 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 0.141875843766754 \tabularnewline
Sum Squared Residuals & 0.785021446736605 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58138&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.981039838756772[/C][/ROW]
[ROW][C]R-squared[/C][C]0.962439165227914[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]0.946066493660594[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]58.7832695031255[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]17[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]39[/C][/ROW]
[ROW][C]p-value[/C][C]0[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C]0.141875843766754[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]0.785021446736605[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58138&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58138&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 R0.981039838756772
R-squared0.962439165227914
Adjusted R-squared0.946066493660594
F-TEST (value)58.7832695031255
F-TEST (DF numerator)17
F-TEST (DF denominator)39
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.141875843766754
Sum Squared Residuals0.785021446736605







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
18.38.174408357215590.125591642784410
28.38.3523676927898-0.052367692789801
38.48.335287025209780.06471297479022
48.58.43083891888880.0691610811112
58.48.48355662950711-0.0835566295071102
68.68.286999304199890.313000695800113
78.58.54540091250153-0.0454009125015326
88.58.455310936749070.0446890632509271
98.48.40878601178998-0.00878601178997573
108.58.32838926361550.171610736384496
118.58.4972830232780.00271697672200471
128.58.389510345782620.110489654217383
138.58.455882184639080.0441178153609167
148.58.43191375561820.0680862443818058
158.58.427416364380250.072583635619753
168.58.47291026496740.0270897350326019
178.58.48398316205030.0160168379497067
188.68.506805506828920.0931944931710776
198.48.57182102567991-0.171821025679911
208.18.3107380006443-0.210738000644296
2187.996922573932860.00307742606713911
2288.03108682896534-0.0310868289653364
2388.1245494870424-0.124549487042402
2487.992801090035840.00719890996416227
257.98.06237018575183-0.162370185751825
267.87.88860108643167-0.0886010864316686
277.87.81006998259067-0.0100699825906667
287.97.9541271646497-0.0541271646497065
298.18.12500722365606-0.0250072236560602
3088.24891758983112-0.248917589831125
317.67.87837102536993-0.278371025369932
327.37.3460602972901-0.0460602972900963
3377.14158995108868-0.141589951088679
346.86.88254737924166-0.0825473792416607
3576.883335195478740.116664804521259
367.17.17415168911006-0.0741516891100646
377.27.26798112036809-0.0679811203680868
387.17.15992124704002-0.0599212470400195
396.96.97781829955301-0.0778182995530084
406.76.78947132561365-0.0894713256136493
416.76.684658336035260.0153416639647373
426.66.76226181533563-0.162261815335632
436.96.631237204510040.268762795489959
447.37.090805158864550.209194841135449
457.57.476157833784450.0238421662155463
467.37.3579765281775-0.0579765281774995
477.17.094832294200860.00516770579913756
486.96.94353687507148-0.0435368750714809
497.17.039358152025410.0606418479745848
507.57.367196218120320.132803781879683
517.77.7494083282663-0.0494083282662976
527.87.752652325880450.0473476741195537
537.87.722794648751270.0772053512487265
547.77.695015783804430.00498421619556606
557.87.573169831938580.226830168061416
567.87.797085606451980.00291439354801666
577.97.776543629404030.123456370595969

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 8.3 & 8.17440835721559 & 0.125591642784410 \tabularnewline
2 & 8.3 & 8.3523676927898 & -0.052367692789801 \tabularnewline
3 & 8.4 & 8.33528702520978 & 0.06471297479022 \tabularnewline
4 & 8.5 & 8.4308389188888 & 0.0691610811112 \tabularnewline
5 & 8.4 & 8.48355662950711 & -0.0835566295071102 \tabularnewline
6 & 8.6 & 8.28699930419989 & 0.313000695800113 \tabularnewline
7 & 8.5 & 8.54540091250153 & -0.0454009125015326 \tabularnewline
8 & 8.5 & 8.45531093674907 & 0.0446890632509271 \tabularnewline
9 & 8.4 & 8.40878601178998 & -0.00878601178997573 \tabularnewline
10 & 8.5 & 8.3283892636155 & 0.171610736384496 \tabularnewline
11 & 8.5 & 8.497283023278 & 0.00271697672200471 \tabularnewline
12 & 8.5 & 8.38951034578262 & 0.110489654217383 \tabularnewline
13 & 8.5 & 8.45588218463908 & 0.0441178153609167 \tabularnewline
14 & 8.5 & 8.4319137556182 & 0.0680862443818058 \tabularnewline
15 & 8.5 & 8.42741636438025 & 0.072583635619753 \tabularnewline
16 & 8.5 & 8.4729102649674 & 0.0270897350326019 \tabularnewline
17 & 8.5 & 8.4839831620503 & 0.0160168379497067 \tabularnewline
18 & 8.6 & 8.50680550682892 & 0.0931944931710776 \tabularnewline
19 & 8.4 & 8.57182102567991 & -0.171821025679911 \tabularnewline
20 & 8.1 & 8.3107380006443 & -0.210738000644296 \tabularnewline
21 & 8 & 7.99692257393286 & 0.00307742606713911 \tabularnewline
22 & 8 & 8.03108682896534 & -0.0310868289653364 \tabularnewline
23 & 8 & 8.1245494870424 & -0.124549487042402 \tabularnewline
24 & 8 & 7.99280109003584 & 0.00719890996416227 \tabularnewline
25 & 7.9 & 8.06237018575183 & -0.162370185751825 \tabularnewline
26 & 7.8 & 7.88860108643167 & -0.0886010864316686 \tabularnewline
27 & 7.8 & 7.81006998259067 & -0.0100699825906667 \tabularnewline
28 & 7.9 & 7.9541271646497 & -0.0541271646497065 \tabularnewline
29 & 8.1 & 8.12500722365606 & -0.0250072236560602 \tabularnewline
30 & 8 & 8.24891758983112 & -0.248917589831125 \tabularnewline
31 & 7.6 & 7.87837102536993 & -0.278371025369932 \tabularnewline
32 & 7.3 & 7.3460602972901 & -0.0460602972900963 \tabularnewline
33 & 7 & 7.14158995108868 & -0.141589951088679 \tabularnewline
34 & 6.8 & 6.88254737924166 & -0.0825473792416607 \tabularnewline
35 & 7 & 6.88333519547874 & 0.116664804521259 \tabularnewline
36 & 7.1 & 7.17415168911006 & -0.0741516891100646 \tabularnewline
37 & 7.2 & 7.26798112036809 & -0.0679811203680868 \tabularnewline
38 & 7.1 & 7.15992124704002 & -0.0599212470400195 \tabularnewline
39 & 6.9 & 6.97781829955301 & -0.0778182995530084 \tabularnewline
40 & 6.7 & 6.78947132561365 & -0.0894713256136493 \tabularnewline
41 & 6.7 & 6.68465833603526 & 0.0153416639647373 \tabularnewline
42 & 6.6 & 6.76226181533563 & -0.162261815335632 \tabularnewline
43 & 6.9 & 6.63123720451004 & 0.268762795489959 \tabularnewline
44 & 7.3 & 7.09080515886455 & 0.209194841135449 \tabularnewline
45 & 7.5 & 7.47615783378445 & 0.0238421662155463 \tabularnewline
46 & 7.3 & 7.3579765281775 & -0.0579765281774995 \tabularnewline
47 & 7.1 & 7.09483229420086 & 0.00516770579913756 \tabularnewline
48 & 6.9 & 6.94353687507148 & -0.0435368750714809 \tabularnewline
49 & 7.1 & 7.03935815202541 & 0.0606418479745848 \tabularnewline
50 & 7.5 & 7.36719621812032 & 0.132803781879683 \tabularnewline
51 & 7.7 & 7.7494083282663 & -0.0494083282662976 \tabularnewline
52 & 7.8 & 7.75265232588045 & 0.0473476741195537 \tabularnewline
53 & 7.8 & 7.72279464875127 & 0.0772053512487265 \tabularnewline
54 & 7.7 & 7.69501578380443 & 0.00498421619556606 \tabularnewline
55 & 7.8 & 7.57316983193858 & 0.226830168061416 \tabularnewline
56 & 7.8 & 7.79708560645198 & 0.00291439354801666 \tabularnewline
57 & 7.9 & 7.77654362940403 & 0.123456370595969 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58138&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]8.3[/C][C]8.17440835721559[/C][C]0.125591642784410[/C][/ROW]
[ROW][C]2[/C][C]8.3[/C][C]8.3523676927898[/C][C]-0.052367692789801[/C][/ROW]
[ROW][C]3[/C][C]8.4[/C][C]8.33528702520978[/C][C]0.06471297479022[/C][/ROW]
[ROW][C]4[/C][C]8.5[/C][C]8.4308389188888[/C][C]0.0691610811112[/C][/ROW]
[ROW][C]5[/C][C]8.4[/C][C]8.48355662950711[/C][C]-0.0835566295071102[/C][/ROW]
[ROW][C]6[/C][C]8.6[/C][C]8.28699930419989[/C][C]0.313000695800113[/C][/ROW]
[ROW][C]7[/C][C]8.5[/C][C]8.54540091250153[/C][C]-0.0454009125015326[/C][/ROW]
[ROW][C]8[/C][C]8.5[/C][C]8.45531093674907[/C][C]0.0446890632509271[/C][/ROW]
[ROW][C]9[/C][C]8.4[/C][C]8.40878601178998[/C][C]-0.00878601178997573[/C][/ROW]
[ROW][C]10[/C][C]8.5[/C][C]8.3283892636155[/C][C]0.171610736384496[/C][/ROW]
[ROW][C]11[/C][C]8.5[/C][C]8.497283023278[/C][C]0.00271697672200471[/C][/ROW]
[ROW][C]12[/C][C]8.5[/C][C]8.38951034578262[/C][C]0.110489654217383[/C][/ROW]
[ROW][C]13[/C][C]8.5[/C][C]8.45588218463908[/C][C]0.0441178153609167[/C][/ROW]
[ROW][C]14[/C][C]8.5[/C][C]8.4319137556182[/C][C]0.0680862443818058[/C][/ROW]
[ROW][C]15[/C][C]8.5[/C][C]8.42741636438025[/C][C]0.072583635619753[/C][/ROW]
[ROW][C]16[/C][C]8.5[/C][C]8.4729102649674[/C][C]0.0270897350326019[/C][/ROW]
[ROW][C]17[/C][C]8.5[/C][C]8.4839831620503[/C][C]0.0160168379497067[/C][/ROW]
[ROW][C]18[/C][C]8.6[/C][C]8.50680550682892[/C][C]0.0931944931710776[/C][/ROW]
[ROW][C]19[/C][C]8.4[/C][C]8.57182102567991[/C][C]-0.171821025679911[/C][/ROW]
[ROW][C]20[/C][C]8.1[/C][C]8.3107380006443[/C][C]-0.210738000644296[/C][/ROW]
[ROW][C]21[/C][C]8[/C][C]7.99692257393286[/C][C]0.00307742606713911[/C][/ROW]
[ROW][C]22[/C][C]8[/C][C]8.03108682896534[/C][C]-0.0310868289653364[/C][/ROW]
[ROW][C]23[/C][C]8[/C][C]8.1245494870424[/C][C]-0.124549487042402[/C][/ROW]
[ROW][C]24[/C][C]8[/C][C]7.99280109003584[/C][C]0.00719890996416227[/C][/ROW]
[ROW][C]25[/C][C]7.9[/C][C]8.06237018575183[/C][C]-0.162370185751825[/C][/ROW]
[ROW][C]26[/C][C]7.8[/C][C]7.88860108643167[/C][C]-0.0886010864316686[/C][/ROW]
[ROW][C]27[/C][C]7.8[/C][C]7.81006998259067[/C][C]-0.0100699825906667[/C][/ROW]
[ROW][C]28[/C][C]7.9[/C][C]7.9541271646497[/C][C]-0.0541271646497065[/C][/ROW]
[ROW][C]29[/C][C]8.1[/C][C]8.12500722365606[/C][C]-0.0250072236560602[/C][/ROW]
[ROW][C]30[/C][C]8[/C][C]8.24891758983112[/C][C]-0.248917589831125[/C][/ROW]
[ROW][C]31[/C][C]7.6[/C][C]7.87837102536993[/C][C]-0.278371025369932[/C][/ROW]
[ROW][C]32[/C][C]7.3[/C][C]7.3460602972901[/C][C]-0.0460602972900963[/C][/ROW]
[ROW][C]33[/C][C]7[/C][C]7.14158995108868[/C][C]-0.141589951088679[/C][/ROW]
[ROW][C]34[/C][C]6.8[/C][C]6.88254737924166[/C][C]-0.0825473792416607[/C][/ROW]
[ROW][C]35[/C][C]7[/C][C]6.88333519547874[/C][C]0.116664804521259[/C][/ROW]
[ROW][C]36[/C][C]7.1[/C][C]7.17415168911006[/C][C]-0.0741516891100646[/C][/ROW]
[ROW][C]37[/C][C]7.2[/C][C]7.26798112036809[/C][C]-0.0679811203680868[/C][/ROW]
[ROW][C]38[/C][C]7.1[/C][C]7.15992124704002[/C][C]-0.0599212470400195[/C][/ROW]
[ROW][C]39[/C][C]6.9[/C][C]6.97781829955301[/C][C]-0.0778182995530084[/C][/ROW]
[ROW][C]40[/C][C]6.7[/C][C]6.78947132561365[/C][C]-0.0894713256136493[/C][/ROW]
[ROW][C]41[/C][C]6.7[/C][C]6.68465833603526[/C][C]0.0153416639647373[/C][/ROW]
[ROW][C]42[/C][C]6.6[/C][C]6.76226181533563[/C][C]-0.162261815335632[/C][/ROW]
[ROW][C]43[/C][C]6.9[/C][C]6.63123720451004[/C][C]0.268762795489959[/C][/ROW]
[ROW][C]44[/C][C]7.3[/C][C]7.09080515886455[/C][C]0.209194841135449[/C][/ROW]
[ROW][C]45[/C][C]7.5[/C][C]7.47615783378445[/C][C]0.0238421662155463[/C][/ROW]
[ROW][C]46[/C][C]7.3[/C][C]7.3579765281775[/C][C]-0.0579765281774995[/C][/ROW]
[ROW][C]47[/C][C]7.1[/C][C]7.09483229420086[/C][C]0.00516770579913756[/C][/ROW]
[ROW][C]48[/C][C]6.9[/C][C]6.94353687507148[/C][C]-0.0435368750714809[/C][/ROW]
[ROW][C]49[/C][C]7.1[/C][C]7.03935815202541[/C][C]0.0606418479745848[/C][/ROW]
[ROW][C]50[/C][C]7.5[/C][C]7.36719621812032[/C][C]0.132803781879683[/C][/ROW]
[ROW][C]51[/C][C]7.7[/C][C]7.7494083282663[/C][C]-0.0494083282662976[/C][/ROW]
[ROW][C]52[/C][C]7.8[/C][C]7.75265232588045[/C][C]0.0473476741195537[/C][/ROW]
[ROW][C]53[/C][C]7.8[/C][C]7.72279464875127[/C][C]0.0772053512487265[/C][/ROW]
[ROW][C]54[/C][C]7.7[/C][C]7.69501578380443[/C][C]0.00498421619556606[/C][/ROW]
[ROW][C]55[/C][C]7.8[/C][C]7.57316983193858[/C][C]0.226830168061416[/C][/ROW]
[ROW][C]56[/C][C]7.8[/C][C]7.79708560645198[/C][C]0.00291439354801666[/C][/ROW]
[ROW][C]57[/C][C]7.9[/C][C]7.77654362940403[/C][C]0.123456370595969[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58138&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58138&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
18.38.174408357215590.125591642784410
28.38.3523676927898-0.052367692789801
38.48.335287025209780.06471297479022
48.58.43083891888880.0691610811112
58.48.48355662950711-0.0835566295071102
68.68.286999304199890.313000695800113
78.58.54540091250153-0.0454009125015326
88.58.455310936749070.0446890632509271
98.48.40878601178998-0.00878601178997573
108.58.32838926361550.171610736384496
118.58.4972830232780.00271697672200471
128.58.389510345782620.110489654217383
138.58.455882184639080.0441178153609167
148.58.43191375561820.0680862443818058
158.58.427416364380250.072583635619753
168.58.47291026496740.0270897350326019
178.58.48398316205030.0160168379497067
188.68.506805506828920.0931944931710776
198.48.57182102567991-0.171821025679911
208.18.3107380006443-0.210738000644296
2187.996922573932860.00307742606713911
2288.03108682896534-0.0310868289653364
2388.1245494870424-0.124549487042402
2487.992801090035840.00719890996416227
257.98.06237018575183-0.162370185751825
267.87.88860108643167-0.0886010864316686
277.87.81006998259067-0.0100699825906667
287.97.9541271646497-0.0541271646497065
298.18.12500722365606-0.0250072236560602
3088.24891758983112-0.248917589831125
317.67.87837102536993-0.278371025369932
327.37.3460602972901-0.0460602972900963
3377.14158995108868-0.141589951088679
346.86.88254737924166-0.0825473792416607
3576.883335195478740.116664804521259
367.17.17415168911006-0.0741516891100646
377.27.26798112036809-0.0679811203680868
387.17.15992124704002-0.0599212470400195
396.96.97781829955301-0.0778182995530084
406.76.78947132561365-0.0894713256136493
416.76.684658336035260.0153416639647373
426.66.76226181533563-0.162261815335632
436.96.631237204510040.268762795489959
447.37.090805158864550.209194841135449
457.57.476157833784450.0238421662155463
467.37.3579765281775-0.0579765281774995
477.17.094832294200860.00516770579913756
486.96.94353687507148-0.0435368750714809
497.17.039358152025410.0606418479745848
507.57.367196218120320.132803781879683
517.77.7494083282663-0.0494083282662976
527.87.752652325880450.0473476741195537
537.87.722794648751270.0772053512487265
547.77.695015783804430.00498421619556606
557.87.573169831938580.226830168061416
567.87.797085606451980.00291439354801666
577.97.776543629404030.123456370595969







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
210.6437576733058730.7124846533882540.356242326694127
220.5184214679653260.9631570640693470.481578532034674
230.3629798643013840.7259597286027690.637020135698616
240.3555694029509050.711138805901810.644430597049095
250.2776274382123450.555254876424690.722372561787655
260.2057583301886260.4115166603772520.794241669811374
270.1961736576767110.3923473153534220.803826342323289
280.1610815266072220.3221630532144440.838918473392778
290.1177388356473240.2354776712946470.882261164352676
300.1584096197240400.3168192394480790.84159038027596
310.5216361041334760.9567277917330490.478363895866524
320.8413240479407210.3173519041185580.158675952059279
330.9774076849720910.04518463005581720.0225923150279086
340.9882505562805080.02349888743898420.0117494437194921
350.9785041599121640.04299168017567270.0214958400878364
360.9367210263397660.1265579473204670.0632789736602336

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
21 & 0.643757673305873 & 0.712484653388254 & 0.356242326694127 \tabularnewline
22 & 0.518421467965326 & 0.963157064069347 & 0.481578532034674 \tabularnewline
23 & 0.362979864301384 & 0.725959728602769 & 0.637020135698616 \tabularnewline
24 & 0.355569402950905 & 0.71113880590181 & 0.644430597049095 \tabularnewline
25 & 0.277627438212345 & 0.55525487642469 & 0.722372561787655 \tabularnewline
26 & 0.205758330188626 & 0.411516660377252 & 0.794241669811374 \tabularnewline
27 & 0.196173657676711 & 0.392347315353422 & 0.803826342323289 \tabularnewline
28 & 0.161081526607222 & 0.322163053214444 & 0.838918473392778 \tabularnewline
29 & 0.117738835647324 & 0.235477671294647 & 0.882261164352676 \tabularnewline
30 & 0.158409619724040 & 0.316819239448079 & 0.84159038027596 \tabularnewline
31 & 0.521636104133476 & 0.956727791733049 & 0.478363895866524 \tabularnewline
32 & 0.841324047940721 & 0.317351904118558 & 0.158675952059279 \tabularnewline
33 & 0.977407684972091 & 0.0451846300558172 & 0.0225923150279086 \tabularnewline
34 & 0.988250556280508 & 0.0234988874389842 & 0.0117494437194921 \tabularnewline
35 & 0.978504159912164 & 0.0429916801756727 & 0.0214958400878364 \tabularnewline
36 & 0.936721026339766 & 0.126557947320467 & 0.0632789736602336 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58138&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]21[/C][C]0.643757673305873[/C][C]0.712484653388254[/C][C]0.356242326694127[/C][/ROW]
[ROW][C]22[/C][C]0.518421467965326[/C][C]0.963157064069347[/C][C]0.481578532034674[/C][/ROW]
[ROW][C]23[/C][C]0.362979864301384[/C][C]0.725959728602769[/C][C]0.637020135698616[/C][/ROW]
[ROW][C]24[/C][C]0.355569402950905[/C][C]0.71113880590181[/C][C]0.644430597049095[/C][/ROW]
[ROW][C]25[/C][C]0.277627438212345[/C][C]0.55525487642469[/C][C]0.722372561787655[/C][/ROW]
[ROW][C]26[/C][C]0.205758330188626[/C][C]0.411516660377252[/C][C]0.794241669811374[/C][/ROW]
[ROW][C]27[/C][C]0.196173657676711[/C][C]0.392347315353422[/C][C]0.803826342323289[/C][/ROW]
[ROW][C]28[/C][C]0.161081526607222[/C][C]0.322163053214444[/C][C]0.838918473392778[/C][/ROW]
[ROW][C]29[/C][C]0.117738835647324[/C][C]0.235477671294647[/C][C]0.882261164352676[/C][/ROW]
[ROW][C]30[/C][C]0.158409619724040[/C][C]0.316819239448079[/C][C]0.84159038027596[/C][/ROW]
[ROW][C]31[/C][C]0.521636104133476[/C][C]0.956727791733049[/C][C]0.478363895866524[/C][/ROW]
[ROW][C]32[/C][C]0.841324047940721[/C][C]0.317351904118558[/C][C]0.158675952059279[/C][/ROW]
[ROW][C]33[/C][C]0.977407684972091[/C][C]0.0451846300558172[/C][C]0.0225923150279086[/C][/ROW]
[ROW][C]34[/C][C]0.988250556280508[/C][C]0.0234988874389842[/C][C]0.0117494437194921[/C][/ROW]
[ROW][C]35[/C][C]0.978504159912164[/C][C]0.0429916801756727[/C][C]0.0214958400878364[/C][/ROW]
[ROW][C]36[/C][C]0.936721026339766[/C][C]0.126557947320467[/C][C]0.0632789736602336[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58138&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58138&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
210.6437576733058730.7124846533882540.356242326694127
220.5184214679653260.9631570640693470.481578532034674
230.3629798643013840.7259597286027690.637020135698616
240.3555694029509050.711138805901810.644430597049095
250.2776274382123450.555254876424690.722372561787655
260.2057583301886260.4115166603772520.794241669811374
270.1961736576767110.3923473153534220.803826342323289
280.1610815266072220.3221630532144440.838918473392778
290.1177388356473240.2354776712946470.882261164352676
300.1584096197240400.3168192394480790.84159038027596
310.5216361041334760.9567277917330490.478363895866524
320.8413240479407210.3173519041185580.158675952059279
330.9774076849720910.04518463005581720.0225923150279086
340.9882505562805080.02349888743898420.0117494437194921
350.9785041599121640.04299168017567270.0214958400878364
360.9367210263397660.1265579473204670.0632789736602336







Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level30.1875NOK
10% type I error level30.1875NOK

\begin{tabular}{lllllllll}
\hline
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
Description & # significant tests & % significant tests & OK/NOK \tabularnewline
1% type I error level & 0 & 0 & OK \tabularnewline
5% type I error level & 3 & 0.1875 & NOK \tabularnewline
10% type I error level & 3 & 0.1875 & NOK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58138&T=6

[TABLE]
[ROW][C]Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity[/C][/ROW]
[ROW][C]Description[/C][C]# significant tests[/C][C]% significant tests[/C][C]OK/NOK[/C][/ROW]
[ROW][C]1% type I error level[/C][C]0[/C][C]0[/C][C]OK[/C][/ROW]
[ROW][C]5% type I error level[/C][C]3[/C][C]0.1875[/C][C]NOK[/C][/ROW]
[ROW][C]10% type I error level[/C][C]3[/C][C]0.1875[/C][C]NOK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58138&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58138&T=6

As an alternative you can also use a QR Code:  

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

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level30.1875NOK
10% type I error level30.1875NOK



Parameters (Session):
par1 = 1 ; par2 = Include Monthly Dummies ; par3 = Linear Trend ;
Parameters (R input):
par1 = 1 ; par2 = Include Monthly Dummies ; par3 = Linear Trend ;
R code (references can be found in the software module):
library(lattice)
library(lmtest)
n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
par1 <- as.numeric(par1)
x <- t(y)
k <- length(x[1,])
n <- length(x[,1])
x1 <- cbind(x[,par1], x[,1:k!=par1])
mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
colnames(x1) <- mycolnames #colnames(x)[par1]
x <- x1
if (par3 == 'First Differences'){
x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
for (i in 1:n-1) {
for (j in 1:k) {
x2[i,j] <- x[i+1,j] - x[i,j]
}
}
x <- x2
}
if (par2 == 'Include Monthly Dummies'){
x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
for (i in 1:11){
x2[seq(i,n,12),i] <- 1
}
x <- cbind(x, x2)
}
if (par2 == 'Include Quarterly Dummies'){
x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
for (i in 1:3){
x2[seq(i,n,4),i] <- 1
}
x <- cbind(x, x2)
}
k <- length(x[1,])
if (par3 == 'Linear Trend'){
x <- cbind(x, c(1:n))
colnames(x)[k+1] <- 't'
}
x
k <- length(x[1,])
df <- as.data.frame(x)
(mylm <- lm(df))
(mysum <- summary(mylm))
if (n > n25) {
kp3 <- k + 3
nmkm3 <- n - k - 3
gqarr <- array(NA, dim=c(nmkm3-kp3+1,3))
numgqtests <- 0
numsignificant1 <- 0
numsignificant5 <- 0
numsignificant10 <- 0
for (mypoint in kp3:nmkm3) {
j <- 0
numgqtests <- numgqtests + 1
for (myalt in c('greater', 'two.sided', 'less')) {
j <- j + 1
gqarr[mypoint-kp3+1,j] <- gqtest(mylm, point=mypoint, alternative=myalt)$p.value
}
if (gqarr[mypoint-kp3+1,2] < 0.01) numsignificant1 <- numsignificant1 + 1
if (gqarr[mypoint-kp3+1,2] < 0.05) numsignificant5 <- numsignificant5 + 1
if (gqarr[mypoint-kp3+1,2] < 0.10) numsignificant10 <- numsignificant10 + 1
}
gqarr
}
bitmap(file='test0.png')
plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index')
points(x[,1]-mysum$resid)
grid()
dev.off()
bitmap(file='test1.png')
plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
grid()
dev.off()
bitmap(file='test2.png')
hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
grid()
dev.off()
bitmap(file='test3.png')
densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
dev.off()
bitmap(file='test4.png')
qqnorm(mysum$resid, main='Residual Normal Q-Q Plot')
qqline(mysum$resid)
grid()
dev.off()
(myerror <- as.ts(mysum$resid))
bitmap(file='test5.png')
dum <- cbind(lag(myerror,k=1),myerror)
dum
dum1 <- dum[2:length(myerror),]
dum1
z <- as.data.frame(dum1)
z
plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals')
lines(lowess(z))
abline(lm(z))
grid()
dev.off()
bitmap(file='test6.png')
acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
grid()
dev.off()
bitmap(file='test7.png')
pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
grid()
dev.off()
bitmap(file='test8.png')
opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
plot(mylm, las = 1, sub='Residual Diagnostics')
par(opar)
dev.off()
if (n > n25) {
bitmap(file='test9.png')
plot(kp3:nmkm3,gqarr[,2], main='Goldfeld-Quandt test',ylab='2-sided p-value',xlab='breakpoint')
grid()
dev.off()
}
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Estimated Regression Equation', 1, TRUE)
a<-table.row.end(a)
myeq <- colnames(x)[1]
myeq <- paste(myeq, '[t] = ', sep='')
for (i in 1:k){
if (mysum$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ')
if (rownames(mysum$coefficients)[i] != '(Intercept)') {
myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='')
if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
}
}
myeq <- paste(myeq, ' + e[t]')
a<-table.row.start(a)
a<-table.element(a, myeq)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,hyperlink('ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Variable',header=TRUE)
a<-table.element(a,'Parameter',header=TRUE)
a<-table.element(a,'S.D.',header=TRUE)
a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
a<-table.element(a,'2-tail p-value',header=TRUE)
a<-table.element(a,'1-tail p-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:k){
a<-table.row.start(a)
a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE)
a<-table.element(a,mysum$coefficients[i,1])
a<-table.element(a, round(mysum$coefficients[i,2],6))
a<-table.element(a, round(mysum$coefficients[i,3],4))
a<-table.element(a, round(mysum$coefficients[i,4],6))
a<-table.element(a, round(mysum$coefficients[i,4]/2,6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable2.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple R',1,TRUE)
a<-table.element(a, sqrt(mysum$r.squared))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'R-squared',1,TRUE)
a<-table.element(a, mysum$r.squared)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Adjusted R-squared',1,TRUE)
a<-table.element(a, mysum$adj.r.squared)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (value)',1,TRUE)
a<-table.element(a, mysum$fstatistic[1])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE)
a<-table.element(a, mysum$fstatistic[2])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE)
a<-table.element(a, mysum$fstatistic[3])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'p-value',1,TRUE)
a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3]))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Residual Standard Deviation',1,TRUE)
a<-table.element(a, mysum$sigma)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
a<-table.element(a, sum(myerror*myerror))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable3.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Time or Index', 1, TRUE)
a<-table.element(a, 'Actuals', 1, TRUE)
a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
a<-table.row.end(a)
for (i in 1:n) {
a<-table.row.start(a)
a<-table.element(a,i, 1, TRUE)
a<-table.element(a,x[i])
a<-table.element(a,x[i]-mysum$resid[i])
a<-table.element(a,mysum$resid[i])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable4.tab')
if (n > n25) {
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'p-values',header=TRUE)
a<-table.element(a,'Alternative Hypothesis',3,header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'breakpoint index',header=TRUE)
a<-table.element(a,'greater',header=TRUE)
a<-table.element(a,'2-sided',header=TRUE)
a<-table.element(a,'less',header=TRUE)
a<-table.row.end(a)
for (mypoint in kp3:nmkm3) {
a<-table.row.start(a)
a<-table.element(a,mypoint,header=TRUE)
a<-table.element(a,gqarr[mypoint-kp3+1,1])
a<-table.element(a,gqarr[mypoint-kp3+1,2])
a<-table.element(a,gqarr[mypoint-kp3+1,3])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable5.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Description',header=TRUE)
a<-table.element(a,'# significant tests',header=TRUE)
a<-table.element(a,'% significant tests',header=TRUE)
a<-table.element(a,'OK/NOK',header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'1% type I error level',header=TRUE)
a<-table.element(a,numsignificant1)
a<-table.element(a,numsignificant1/numgqtests)
if (numsignificant1/numgqtests < 0.01) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'5% type I error level',header=TRUE)
a<-table.element(a,numsignificant5)
a<-table.element(a,numsignificant5/numgqtests)
if (numsignificant5/numgqtests < 0.05) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'10% type I error level',header=TRUE)
a<-table.element(a,numsignificant10)
a<-table.element(a,numsignificant10/numgqtests)
if (numsignificant10/numgqtests < 0.1) dum <- 'OK' else dum <- 'NOK'
a<-table.element(a,dum)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable6.tab')
}