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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, 27 Nov 2009 08:55:13 -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/27/t1259337555yesomtjp13p9kky.htm/, Retrieved Mon, 29 Apr 2024 19:48:34 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60925, Retrieved Mon, 29 Apr 2024 19:48:34 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact136
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] [WS 7 4] [2009-11-14 13:58:56] [6e4e01d7eb22a9f33d58ebb35753a195]
-   PD      [Multiple Regression] [ws7 4] [2009-11-18 20:49:31] [6e4e01d7eb22a9f33d58ebb35753a195]
-    D          [Multiple Regression] [WS7: Correctie] [2009-11-27 15:55:13] [b9056af0304697100f456398102f1287] [Current]
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Dataseries X:
103.91	89.00	103.88	103.77	103.66	103.64	103.63
103.91	86.40	103.91	103.88	103.77	103.66	103.64
103.92	84.50	103.91	103.91	103.88	103.77	103.66
104.05	82.70	103.92	103.91	103.91	103.88	103.77
104.23	80.80	104.05	103.92	103.91	103.91	103.88
104.30	81.80	104.23	104.05	103.92	103.91	103.91
104.31	81.80	104.30	104.23	104.05	103.92	103.91
104.31	82.90	104.31	104.30	104.23	104.05	103.92
104.34	83.80	104.31	104.31	104.30	104.23	104.05
104.55	86.20	104.34	104.31	104.31	104.30	104.23
104.65	86.10	104.55	104.34	104.31	104.31	104.30
104.73	86.20	104.65	104.55	104.34	104.31	104.31
104.75	88.80	104.73	104.65	104.55	104.34	104.31
104.75	89.60	104.75	104.73	104.65	104.55	104.34
104.76	87.80	104.75	104.75	104.73	104.65	104.55
104.94	88.30	104.76	104.75	104.75	104.73	104.65
105.29	88.60	104.94	104.76	104.75	104.75	104.73
105.38	91.00	105.29	104.94	104.76	104.75	104.75
105.43	91.50	105.38	105.29	104.94	104.76	104.75
105.43	95.40	105.43	105.38	105.29	104.94	104.76
105.42	98.70	105.43	105.43	105.38	105.29	104.94
105.52	99.90	105.42	105.43	105.43	105.38	105.29
105.69	98.60	105.52	105.42	105.43	105.43	105.38
105.72	100.30	105.69	105.52	105.42	105.43	105.43
105.74	100.20	105.72	105.69	105.52	105.42	105.43
105.74	100.40	105.74	105.72	105.69	105.52	105.42
105.74	101.40	105.74	105.74	105.72	105.69	105.52
105.95	103.00	105.74	105.74	105.74	105.72	105.69
106.17	109.10	105.95	105.74	105.74	105.74	105.72
106.34	111.40	106.17	105.95	105.74	105.74	105.74
106.37	114.10	106.34	106.17	105.95	105.74	105.74
106.37	121.80	106.37	106.34	106.17	105.95	105.74
106.36	127.60	106.37	106.37	106.34	106.17	105.95
106.44	129.90	106.36	106.37	106.37	106.34	106.17
106.29	128.00	106.44	106.36	106.37	106.37	106.34
106.23	123.50	106.29	106.44	106.36	106.37	106.37
106.23	124.00	106.23	106.29	106.44	106.36	106.37
106.23	127.40	106.23	106.23	106.29	106.44	106.36
106.23	127.60	106.23	106.23	106.23	106.29	106.44
106.34	128.40	106.23	106.23	106.23	106.23	106.29
106.44	131.40	106.34	106.23	106.23	106.23	106.23
106.44	135.10	106.44	106.34	106.23	106.23	106.23
106.48	134.00	106.44	106.44	106.34	106.23	106.23
106.50	144.50	106.48	106.44	106.44	106.34	106.23
106.57	147.30	106.50	106.48	106.44	106.44	106.34
106.40	150.90	106.57	106.50	106.48	106.44	106.44
106.37	148.70	106.40	106.57	106.50	106.48	106.44
106.25	141.40	106.37	106.40	106.57	106.50	106.48
106.21	138.90	106.25	106.37	106.40	106.57	106.50
106.21	139.80	106.21	106.25	106.37	106.40	106.57
106.24	145.60	106.21	106.21	106.25	106.37	106.40
106.19	147.90	106.24	106.21	106.21	106.25	106.37
106.08	148.50	106.19	106.24	106.21	106.21	106.25
106.13	151.10	106.08	106.19	106.24	106.21	106.21
106.09	157.50	106.13	106.08	106.19	106.24	106.21




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 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 & 4 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60925&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]4 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=60925&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60925&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 time4 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Multiple Linear Regression - Estimated Regression Equation
Y[t] = -0.882021848595453 -0.00452130769895071X[t] + 1.28776785397041Y1[t] -0.416249054274984Y2[t] -0.111638282342769Y3[t] + 0.271637226912727Y4[t] -0.0188616710391742Y5[t] + 0.0035299223429012t + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
Y[t] =  -0.882021848595453 -0.00452130769895071X[t] +  1.28776785397041Y1[t] -0.416249054274984Y2[t] -0.111638282342769Y3[t] +  0.271637226912727Y4[t] -0.0188616710391742Y5[t] +  0.0035299223429012t  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60925&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]Y[t] =  -0.882021848595453 -0.00452130769895071X[t] +  1.28776785397041Y1[t] -0.416249054274984Y2[t] -0.111638282342769Y3[t] +  0.271637226912727Y4[t] -0.0188616710391742Y5[t] +  0.0035299223429012t  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60925&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60925&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] = -0.882021848595453 -0.00452130769895071X[t] + 1.28776785397041Y1[t] -0.416249054274984Y2[t] -0.111638282342769Y3[t] + 0.271637226912727Y4[t] -0.0188616710391742Y5[t] + 0.0035299223429012t + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)-0.8820218485954534.04946-0.21780.8285180.414259
X-0.004521307698950710.001859-2.43210.0188760.009438
Y11.287767853970410.1384869.298900
Y2-0.4162490542749840.229841-1.8110.076530.038265
Y3-0.1116382823427690.243676-0.45810.6489610.32448
Y40.2716372269127270.2361051.15050.2557610.12788
Y5-0.01886167103917420.149062-0.12650.8998470.449924
t0.00352992234290120.0039910.88450.380950.190475

\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) & -0.882021848595453 & 4.04946 & -0.2178 & 0.828518 & 0.414259 \tabularnewline
X & -0.00452130769895071 & 0.001859 & -2.4321 & 0.018876 & 0.009438 \tabularnewline
Y1 & 1.28776785397041 & 0.138486 & 9.2989 & 0 & 0 \tabularnewline
Y2 & -0.416249054274984 & 0.229841 & -1.811 & 0.07653 & 0.038265 \tabularnewline
Y3 & -0.111638282342769 & 0.243676 & -0.4581 & 0.648961 & 0.32448 \tabularnewline
Y4 & 0.271637226912727 & 0.236105 & 1.1505 & 0.255761 & 0.12788 \tabularnewline
Y5 & -0.0188616710391742 & 0.149062 & -0.1265 & 0.899847 & 0.449924 \tabularnewline
t & 0.0035299223429012 & 0.003991 & 0.8845 & 0.38095 & 0.190475 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60925&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]-0.882021848595453[/C][C]4.04946[/C][C]-0.2178[/C][C]0.828518[/C][C]0.414259[/C][/ROW]
[ROW][C]X[/C][C]-0.00452130769895071[/C][C]0.001859[/C][C]-2.4321[/C][C]0.018876[/C][C]0.009438[/C][/ROW]
[ROW][C]Y1[/C][C]1.28776785397041[/C][C]0.138486[/C][C]9.2989[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]Y2[/C][C]-0.416249054274984[/C][C]0.229841[/C][C]-1.811[/C][C]0.07653[/C][C]0.038265[/C][/ROW]
[ROW][C]Y3[/C][C]-0.111638282342769[/C][C]0.243676[/C][C]-0.4581[/C][C]0.648961[/C][C]0.32448[/C][/ROW]
[ROW][C]Y4[/C][C]0.271637226912727[/C][C]0.236105[/C][C]1.1505[/C][C]0.255761[/C][C]0.12788[/C][/ROW]
[ROW][C]Y5[/C][C]-0.0188616710391742[/C][C]0.149062[/C][C]-0.1265[/C][C]0.899847[/C][C]0.449924[/C][/ROW]
[ROW][C]t[/C][C]0.0035299223429012[/C][C]0.003991[/C][C]0.8845[/C][C]0.38095[/C][C]0.190475[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60925&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60925&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)-0.8820218485954534.04946-0.21780.8285180.414259
X-0.004521307698950710.001859-2.43210.0188760.009438
Y11.287767853970410.1384869.298900
Y2-0.4162490542749840.229841-1.8110.076530.038265
Y3-0.1116382823427690.243676-0.45810.6489610.32448
Y40.2716372269127270.2361051.15050.2557610.12788
Y5-0.01886167103917420.149062-0.12650.8998470.449924
t0.00352992234290120.0039910.88450.380950.190475







Multiple Linear Regression - Regression Statistics
Multiple R0.996238049982534
R-squared0.992490252233001
Adjusted R-squared0.99137177916132
F-TEST (value)887.361776838902
F-TEST (DF numerator)7
F-TEST (DF denominator)47
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.07894860758537
Sum Squared Residuals0.292945484064431

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.996238049982534 \tabularnewline
R-squared & 0.992490252233001 \tabularnewline
Adjusted R-squared & 0.99137177916132 \tabularnewline
F-TEST (value) & 887.361776838902 \tabularnewline
F-TEST (DF numerator) & 7 \tabularnewline
F-TEST (DF denominator) & 47 \tabularnewline
p-value & 0 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 0.07894860758537 \tabularnewline
Sum Squared Residuals & 0.292945484064431 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60925&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.996238049982534[/C][/ROW]
[ROW][C]R-squared[/C][C]0.992490252233001[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]0.99137177916132[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]887.361776838902[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]7[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]47[/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]0.07894860758537[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]0.292945484064431[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60925&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60925&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 R0.996238049982534
R-squared0.992490252233001
Adjusted R-squared0.99137177916132
F-TEST (value)887.361776838902
F-TEST (DF numerator)7
F-TEST (DF denominator)47
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.07894860758537
Sum Squared Residuals0.292945484064431







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
1103.91103.923694876667-0.0136948766666860
2103.91103.924789755446-0.0147897554456499
3103.92103.941645341270-0.0216453412702114
4104.05103.9906474586870.0593525413132544
5104.23104.1720895291240.0579104708758845
6104.3104.347101747472-0.0471017474724066
7104.31104.354053985388-0.0440539853882922
8104.31104.351380045969-0.0413800459693747
9104.34104.385306304686-0.0453063046856742
10104.55104.4311212464440.118878753556377
11104.65104.694443132558-0.0444431325583265
12104.73104.73534764295-0.0053476429499675
13104.75104.773223765681-0.0232237656811312
14104.75104.810906213889-0.0609062138884949
15104.76104.828521218190-0.0685212181896317
16104.94104.8602802106250.0797197893749793
17105.29105.0940132746850.195986725314739
18105.38105.460992361427-0.0809923614266413
19105.43105.4150950492290.0149049507714379
20105.43105.437550534673-0.00755053467327394
21105.42105.486978172117-0.0669781721174468
22105.52105.4844686981230.0355313018768063
23105.69105.6386999073670.051300092633371
24105.72105.812012535640-0.0920125356402588
25105.74105.769985084642-0.02998508464202
26105.74105.794252462300-0.0542524622996764
27105.74105.825879108859-0.0858791088590926
28105.95105.8248848059680.125115194032468
29106.17106.0761328950880.0938671049122893
30106.34106.2647832027780.0752167972220204
31106.37106.3600072982760.00999270172379286
32106.37106.3290772432660.0409227567341805
33106.36106.3307168403310.0292831596691363
34106.44106.3496496889030.090350311097268
35106.29106.473896647465-0.183896647464736
36106.23106.271857884708-0.0418578847076219
37106.23106.246651005248-0.0166510052475141
38106.23106.298448761885-0.0684487618853065
39106.23106.265518201909-0.0355182019089434
40106.34106.2519620951340.0880379048662037
41106.44106.3847142585790.0552857414210537
42106.44106.454504731863-0.0145047318625162
43106.48106.4091029761890.0708970238109437
44106.5106.4353861485780.064613851422073
45106.57106.4604507431490.109549256850864
46106.4106.523171028071-0.123171028070596
47106.37106.2972225818070.0727774181933546
48106.25106.362750951892-0.112750951892213
49106.21106.273155353096-0.0631553530956664
50106.21106.226905773786-0.0169057737860680
51106.24106.2293160347960.0106839652035338
52106.19106.233514899246-0.0435148992462501
53106.08106.148854084091-0.0688540840912035
54106.13106.0171919135650.112808086434877
55106.09106.115692286228-0.0256922862280168

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 103.91 & 103.923694876667 & -0.0136948766666860 \tabularnewline
2 & 103.91 & 103.924789755446 & -0.0147897554456499 \tabularnewline
3 & 103.92 & 103.941645341270 & -0.0216453412702114 \tabularnewline
4 & 104.05 & 103.990647458687 & 0.0593525413132544 \tabularnewline
5 & 104.23 & 104.172089529124 & 0.0579104708758845 \tabularnewline
6 & 104.3 & 104.347101747472 & -0.0471017474724066 \tabularnewline
7 & 104.31 & 104.354053985388 & -0.0440539853882922 \tabularnewline
8 & 104.31 & 104.351380045969 & -0.0413800459693747 \tabularnewline
9 & 104.34 & 104.385306304686 & -0.0453063046856742 \tabularnewline
10 & 104.55 & 104.431121246444 & 0.118878753556377 \tabularnewline
11 & 104.65 & 104.694443132558 & -0.0444431325583265 \tabularnewline
12 & 104.73 & 104.73534764295 & -0.0053476429499675 \tabularnewline
13 & 104.75 & 104.773223765681 & -0.0232237656811312 \tabularnewline
14 & 104.75 & 104.810906213889 & -0.0609062138884949 \tabularnewline
15 & 104.76 & 104.828521218190 & -0.0685212181896317 \tabularnewline
16 & 104.94 & 104.860280210625 & 0.0797197893749793 \tabularnewline
17 & 105.29 & 105.094013274685 & 0.195986725314739 \tabularnewline
18 & 105.38 & 105.460992361427 & -0.0809923614266413 \tabularnewline
19 & 105.43 & 105.415095049229 & 0.0149049507714379 \tabularnewline
20 & 105.43 & 105.437550534673 & -0.00755053467327394 \tabularnewline
21 & 105.42 & 105.486978172117 & -0.0669781721174468 \tabularnewline
22 & 105.52 & 105.484468698123 & 0.0355313018768063 \tabularnewline
23 & 105.69 & 105.638699907367 & 0.051300092633371 \tabularnewline
24 & 105.72 & 105.812012535640 & -0.0920125356402588 \tabularnewline
25 & 105.74 & 105.769985084642 & -0.02998508464202 \tabularnewline
26 & 105.74 & 105.794252462300 & -0.0542524622996764 \tabularnewline
27 & 105.74 & 105.825879108859 & -0.0858791088590926 \tabularnewline
28 & 105.95 & 105.824884805968 & 0.125115194032468 \tabularnewline
29 & 106.17 & 106.076132895088 & 0.0938671049122893 \tabularnewline
30 & 106.34 & 106.264783202778 & 0.0752167972220204 \tabularnewline
31 & 106.37 & 106.360007298276 & 0.00999270172379286 \tabularnewline
32 & 106.37 & 106.329077243266 & 0.0409227567341805 \tabularnewline
33 & 106.36 & 106.330716840331 & 0.0292831596691363 \tabularnewline
34 & 106.44 & 106.349649688903 & 0.090350311097268 \tabularnewline
35 & 106.29 & 106.473896647465 & -0.183896647464736 \tabularnewline
36 & 106.23 & 106.271857884708 & -0.0418578847076219 \tabularnewline
37 & 106.23 & 106.246651005248 & -0.0166510052475141 \tabularnewline
38 & 106.23 & 106.298448761885 & -0.0684487618853065 \tabularnewline
39 & 106.23 & 106.265518201909 & -0.0355182019089434 \tabularnewline
40 & 106.34 & 106.251962095134 & 0.0880379048662037 \tabularnewline
41 & 106.44 & 106.384714258579 & 0.0552857414210537 \tabularnewline
42 & 106.44 & 106.454504731863 & -0.0145047318625162 \tabularnewline
43 & 106.48 & 106.409102976189 & 0.0708970238109437 \tabularnewline
44 & 106.5 & 106.435386148578 & 0.064613851422073 \tabularnewline
45 & 106.57 & 106.460450743149 & 0.109549256850864 \tabularnewline
46 & 106.4 & 106.523171028071 & -0.123171028070596 \tabularnewline
47 & 106.37 & 106.297222581807 & 0.0727774181933546 \tabularnewline
48 & 106.25 & 106.362750951892 & -0.112750951892213 \tabularnewline
49 & 106.21 & 106.273155353096 & -0.0631553530956664 \tabularnewline
50 & 106.21 & 106.226905773786 & -0.0169057737860680 \tabularnewline
51 & 106.24 & 106.229316034796 & 0.0106839652035338 \tabularnewline
52 & 106.19 & 106.233514899246 & -0.0435148992462501 \tabularnewline
53 & 106.08 & 106.148854084091 & -0.0688540840912035 \tabularnewline
54 & 106.13 & 106.017191913565 & 0.112808086434877 \tabularnewline
55 & 106.09 & 106.115692286228 & -0.0256922862280168 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60925&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]103.91[/C][C]103.923694876667[/C][C]-0.0136948766666860[/C][/ROW]
[ROW][C]2[/C][C]103.91[/C][C]103.924789755446[/C][C]-0.0147897554456499[/C][/ROW]
[ROW][C]3[/C][C]103.92[/C][C]103.941645341270[/C][C]-0.0216453412702114[/C][/ROW]
[ROW][C]4[/C][C]104.05[/C][C]103.990647458687[/C][C]0.0593525413132544[/C][/ROW]
[ROW][C]5[/C][C]104.23[/C][C]104.172089529124[/C][C]0.0579104708758845[/C][/ROW]
[ROW][C]6[/C][C]104.3[/C][C]104.347101747472[/C][C]-0.0471017474724066[/C][/ROW]
[ROW][C]7[/C][C]104.31[/C][C]104.354053985388[/C][C]-0.0440539853882922[/C][/ROW]
[ROW][C]8[/C][C]104.31[/C][C]104.351380045969[/C][C]-0.0413800459693747[/C][/ROW]
[ROW][C]9[/C][C]104.34[/C][C]104.385306304686[/C][C]-0.0453063046856742[/C][/ROW]
[ROW][C]10[/C][C]104.55[/C][C]104.431121246444[/C][C]0.118878753556377[/C][/ROW]
[ROW][C]11[/C][C]104.65[/C][C]104.694443132558[/C][C]-0.0444431325583265[/C][/ROW]
[ROW][C]12[/C][C]104.73[/C][C]104.73534764295[/C][C]-0.0053476429499675[/C][/ROW]
[ROW][C]13[/C][C]104.75[/C][C]104.773223765681[/C][C]-0.0232237656811312[/C][/ROW]
[ROW][C]14[/C][C]104.75[/C][C]104.810906213889[/C][C]-0.0609062138884949[/C][/ROW]
[ROW][C]15[/C][C]104.76[/C][C]104.828521218190[/C][C]-0.0685212181896317[/C][/ROW]
[ROW][C]16[/C][C]104.94[/C][C]104.860280210625[/C][C]0.0797197893749793[/C][/ROW]
[ROW][C]17[/C][C]105.29[/C][C]105.094013274685[/C][C]0.195986725314739[/C][/ROW]
[ROW][C]18[/C][C]105.38[/C][C]105.460992361427[/C][C]-0.0809923614266413[/C][/ROW]
[ROW][C]19[/C][C]105.43[/C][C]105.415095049229[/C][C]0.0149049507714379[/C][/ROW]
[ROW][C]20[/C][C]105.43[/C][C]105.437550534673[/C][C]-0.00755053467327394[/C][/ROW]
[ROW][C]21[/C][C]105.42[/C][C]105.486978172117[/C][C]-0.0669781721174468[/C][/ROW]
[ROW][C]22[/C][C]105.52[/C][C]105.484468698123[/C][C]0.0355313018768063[/C][/ROW]
[ROW][C]23[/C][C]105.69[/C][C]105.638699907367[/C][C]0.051300092633371[/C][/ROW]
[ROW][C]24[/C][C]105.72[/C][C]105.812012535640[/C][C]-0.0920125356402588[/C][/ROW]
[ROW][C]25[/C][C]105.74[/C][C]105.769985084642[/C][C]-0.02998508464202[/C][/ROW]
[ROW][C]26[/C][C]105.74[/C][C]105.794252462300[/C][C]-0.0542524622996764[/C][/ROW]
[ROW][C]27[/C][C]105.74[/C][C]105.825879108859[/C][C]-0.0858791088590926[/C][/ROW]
[ROW][C]28[/C][C]105.95[/C][C]105.824884805968[/C][C]0.125115194032468[/C][/ROW]
[ROW][C]29[/C][C]106.17[/C][C]106.076132895088[/C][C]0.0938671049122893[/C][/ROW]
[ROW][C]30[/C][C]106.34[/C][C]106.264783202778[/C][C]0.0752167972220204[/C][/ROW]
[ROW][C]31[/C][C]106.37[/C][C]106.360007298276[/C][C]0.00999270172379286[/C][/ROW]
[ROW][C]32[/C][C]106.37[/C][C]106.329077243266[/C][C]0.0409227567341805[/C][/ROW]
[ROW][C]33[/C][C]106.36[/C][C]106.330716840331[/C][C]0.0292831596691363[/C][/ROW]
[ROW][C]34[/C][C]106.44[/C][C]106.349649688903[/C][C]0.090350311097268[/C][/ROW]
[ROW][C]35[/C][C]106.29[/C][C]106.473896647465[/C][C]-0.183896647464736[/C][/ROW]
[ROW][C]36[/C][C]106.23[/C][C]106.271857884708[/C][C]-0.0418578847076219[/C][/ROW]
[ROW][C]37[/C][C]106.23[/C][C]106.246651005248[/C][C]-0.0166510052475141[/C][/ROW]
[ROW][C]38[/C][C]106.23[/C][C]106.298448761885[/C][C]-0.0684487618853065[/C][/ROW]
[ROW][C]39[/C][C]106.23[/C][C]106.265518201909[/C][C]-0.0355182019089434[/C][/ROW]
[ROW][C]40[/C][C]106.34[/C][C]106.251962095134[/C][C]0.0880379048662037[/C][/ROW]
[ROW][C]41[/C][C]106.44[/C][C]106.384714258579[/C][C]0.0552857414210537[/C][/ROW]
[ROW][C]42[/C][C]106.44[/C][C]106.454504731863[/C][C]-0.0145047318625162[/C][/ROW]
[ROW][C]43[/C][C]106.48[/C][C]106.409102976189[/C][C]0.0708970238109437[/C][/ROW]
[ROW][C]44[/C][C]106.5[/C][C]106.435386148578[/C][C]0.064613851422073[/C][/ROW]
[ROW][C]45[/C][C]106.57[/C][C]106.460450743149[/C][C]0.109549256850864[/C][/ROW]
[ROW][C]46[/C][C]106.4[/C][C]106.523171028071[/C][C]-0.123171028070596[/C][/ROW]
[ROW][C]47[/C][C]106.37[/C][C]106.297222581807[/C][C]0.0727774181933546[/C][/ROW]
[ROW][C]48[/C][C]106.25[/C][C]106.362750951892[/C][C]-0.112750951892213[/C][/ROW]
[ROW][C]49[/C][C]106.21[/C][C]106.273155353096[/C][C]-0.0631553530956664[/C][/ROW]
[ROW][C]50[/C][C]106.21[/C][C]106.226905773786[/C][C]-0.0169057737860680[/C][/ROW]
[ROW][C]51[/C][C]106.24[/C][C]106.229316034796[/C][C]0.0106839652035338[/C][/ROW]
[ROW][C]52[/C][C]106.19[/C][C]106.233514899246[/C][C]-0.0435148992462501[/C][/ROW]
[ROW][C]53[/C][C]106.08[/C][C]106.148854084091[/C][C]-0.0688540840912035[/C][/ROW]
[ROW][C]54[/C][C]106.13[/C][C]106.017191913565[/C][C]0.112808086434877[/C][/ROW]
[ROW][C]55[/C][C]106.09[/C][C]106.115692286228[/C][C]-0.0256922862280168[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60925&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60925&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
1103.91103.923694876667-0.0136948766666860
2103.91103.924789755446-0.0147897554456499
3103.92103.941645341270-0.0216453412702114
4104.05103.9906474586870.0593525413132544
5104.23104.1720895291240.0579104708758845
6104.3104.347101747472-0.0471017474724066
7104.31104.354053985388-0.0440539853882922
8104.31104.351380045969-0.0413800459693747
9104.34104.385306304686-0.0453063046856742
10104.55104.4311212464440.118878753556377
11104.65104.694443132558-0.0444431325583265
12104.73104.73534764295-0.0053476429499675
13104.75104.773223765681-0.0232237656811312
14104.75104.810906213889-0.0609062138884949
15104.76104.828521218190-0.0685212181896317
16104.94104.8602802106250.0797197893749793
17105.29105.0940132746850.195986725314739
18105.38105.460992361427-0.0809923614266413
19105.43105.4150950492290.0149049507714379
20105.43105.437550534673-0.00755053467327394
21105.42105.486978172117-0.0669781721174468
22105.52105.4844686981230.0355313018768063
23105.69105.6386999073670.051300092633371
24105.72105.812012535640-0.0920125356402588
25105.74105.769985084642-0.02998508464202
26105.74105.794252462300-0.0542524622996764
27105.74105.825879108859-0.0858791088590926
28105.95105.8248848059680.125115194032468
29106.17106.0761328950880.0938671049122893
30106.34106.2647832027780.0752167972220204
31106.37106.3600072982760.00999270172379286
32106.37106.3290772432660.0409227567341805
33106.36106.3307168403310.0292831596691363
34106.44106.3496496889030.090350311097268
35106.29106.473896647465-0.183896647464736
36106.23106.271857884708-0.0418578847076219
37106.23106.246651005248-0.0166510052475141
38106.23106.298448761885-0.0684487618853065
39106.23106.265518201909-0.0355182019089434
40106.34106.2519620951340.0880379048662037
41106.44106.3847142585790.0552857414210537
42106.44106.454504731863-0.0145047318625162
43106.48106.4091029761890.0708970238109437
44106.5106.4353861485780.064613851422073
45106.57106.4604507431490.109549256850864
46106.4106.523171028071-0.123171028070596
47106.37106.2972225818070.0727774181933546
48106.25106.362750951892-0.112750951892213
49106.21106.273155353096-0.0631553530956664
50106.21106.226905773786-0.0169057737860680
51106.24106.2293160347960.0106839652035338
52106.19106.233514899246-0.0435148992462501
53106.08106.148854084091-0.0688540840912035
54106.13106.0171919135650.112808086434877
55106.09106.115692286228-0.0256922862280168







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
110.0712659508708450.142531901741690.928734049129155
120.02188948580322150.04377897160644310.978110514196779
130.008146702633663010.01629340526732600.991853297366337
140.004933087346571630.009866174693143270.995066912653428
150.002166677968401620.004333355936803230.997833322031598
160.0006359126312422970.001271825262484590.999364087368758
170.1066322338161740.2132644676323490.893367766183826
180.09383319155733140.1876663831146630.906166808442669
190.2384143541982040.4768287083964090.761585645801796
200.1979306141627670.3958612283255340.802069385837233
210.160205197927140.320410395854280.83979480207286
220.1501414248717280.3002828497434560.849858575128272
230.1081637035510910.2163274071021820.891836296448909
240.167181947389080.334363894778160.83281805261092
250.1517987722854620.3035975445709240.848201227714538
260.1737674082817900.3475348165635800.82623259171821
270.3392357502991630.6784715005983270.660764249700837
280.2942318666309030.5884637332618060.705768133369097
290.2386372800982020.4772745601964030.761362719901798
300.2002142962650970.4004285925301950.799785703734903
310.1474724255028570.2949448510057150.852527574497143
320.1330162569708950.2660325139417910.866983743029105
330.1244495980435780.2488991960871570.875550401956422
340.09205296964975020.1841059392995000.90794703035025
350.5563518781808090.8872962436383820.443648121819191
360.6270494475853810.7459011048292380.372950552414619
370.5922743211040150.815451357791970.407725678895985
380.6481576408118140.7036847183763710.351842359188186
390.6864296927557430.6271406144885140.313570307244257
400.6961571432462080.6076857135075830.303842856753792
410.648754313294390.7024913734112190.351245686705610
420.8513944709047420.2972110581905160.148605529095258
430.7558498711469040.4883002577061910.244150128853096
440.9557873353160.08842532936800120.0442126646840006

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
11 & 0.071265950870845 & 0.14253190174169 & 0.928734049129155 \tabularnewline
12 & 0.0218894858032215 & 0.0437789716064431 & 0.978110514196779 \tabularnewline
13 & 0.00814670263366301 & 0.0162934052673260 & 0.991853297366337 \tabularnewline
14 & 0.00493308734657163 & 0.00986617469314327 & 0.995066912653428 \tabularnewline
15 & 0.00216667796840162 & 0.00433335593680323 & 0.997833322031598 \tabularnewline
16 & 0.000635912631242297 & 0.00127182526248459 & 0.999364087368758 \tabularnewline
17 & 0.106632233816174 & 0.213264467632349 & 0.893367766183826 \tabularnewline
18 & 0.0938331915573314 & 0.187666383114663 & 0.906166808442669 \tabularnewline
19 & 0.238414354198204 & 0.476828708396409 & 0.761585645801796 \tabularnewline
20 & 0.197930614162767 & 0.395861228325534 & 0.802069385837233 \tabularnewline
21 & 0.16020519792714 & 0.32041039585428 & 0.83979480207286 \tabularnewline
22 & 0.150141424871728 & 0.300282849743456 & 0.849858575128272 \tabularnewline
23 & 0.108163703551091 & 0.216327407102182 & 0.891836296448909 \tabularnewline
24 & 0.16718194738908 & 0.33436389477816 & 0.83281805261092 \tabularnewline
25 & 0.151798772285462 & 0.303597544570924 & 0.848201227714538 \tabularnewline
26 & 0.173767408281790 & 0.347534816563580 & 0.82623259171821 \tabularnewline
27 & 0.339235750299163 & 0.678471500598327 & 0.660764249700837 \tabularnewline
28 & 0.294231866630903 & 0.588463733261806 & 0.705768133369097 \tabularnewline
29 & 0.238637280098202 & 0.477274560196403 & 0.761362719901798 \tabularnewline
30 & 0.200214296265097 & 0.400428592530195 & 0.799785703734903 \tabularnewline
31 & 0.147472425502857 & 0.294944851005715 & 0.852527574497143 \tabularnewline
32 & 0.133016256970895 & 0.266032513941791 & 0.866983743029105 \tabularnewline
33 & 0.124449598043578 & 0.248899196087157 & 0.875550401956422 \tabularnewline
34 & 0.0920529696497502 & 0.184105939299500 & 0.90794703035025 \tabularnewline
35 & 0.556351878180809 & 0.887296243638382 & 0.443648121819191 \tabularnewline
36 & 0.627049447585381 & 0.745901104829238 & 0.372950552414619 \tabularnewline
37 & 0.592274321104015 & 0.81545135779197 & 0.407725678895985 \tabularnewline
38 & 0.648157640811814 & 0.703684718376371 & 0.351842359188186 \tabularnewline
39 & 0.686429692755743 & 0.627140614488514 & 0.313570307244257 \tabularnewline
40 & 0.696157143246208 & 0.607685713507583 & 0.303842856753792 \tabularnewline
41 & 0.64875431329439 & 0.702491373411219 & 0.351245686705610 \tabularnewline
42 & 0.851394470904742 & 0.297211058190516 & 0.148605529095258 \tabularnewline
43 & 0.755849871146904 & 0.488300257706191 & 0.244150128853096 \tabularnewline
44 & 0.955787335316 & 0.0884253293680012 & 0.0442126646840006 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60925&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]11[/C][C]0.071265950870845[/C][C]0.14253190174169[/C][C]0.928734049129155[/C][/ROW]
[ROW][C]12[/C][C]0.0218894858032215[/C][C]0.0437789716064431[/C][C]0.978110514196779[/C][/ROW]
[ROW][C]13[/C][C]0.00814670263366301[/C][C]0.0162934052673260[/C][C]0.991853297366337[/C][/ROW]
[ROW][C]14[/C][C]0.00493308734657163[/C][C]0.00986617469314327[/C][C]0.995066912653428[/C][/ROW]
[ROW][C]15[/C][C]0.00216667796840162[/C][C]0.00433335593680323[/C][C]0.997833322031598[/C][/ROW]
[ROW][C]16[/C][C]0.000635912631242297[/C][C]0.00127182526248459[/C][C]0.999364087368758[/C][/ROW]
[ROW][C]17[/C][C]0.106632233816174[/C][C]0.213264467632349[/C][C]0.893367766183826[/C][/ROW]
[ROW][C]18[/C][C]0.0938331915573314[/C][C]0.187666383114663[/C][C]0.906166808442669[/C][/ROW]
[ROW][C]19[/C][C]0.238414354198204[/C][C]0.476828708396409[/C][C]0.761585645801796[/C][/ROW]
[ROW][C]20[/C][C]0.197930614162767[/C][C]0.395861228325534[/C][C]0.802069385837233[/C][/ROW]
[ROW][C]21[/C][C]0.16020519792714[/C][C]0.32041039585428[/C][C]0.83979480207286[/C][/ROW]
[ROW][C]22[/C][C]0.150141424871728[/C][C]0.300282849743456[/C][C]0.849858575128272[/C][/ROW]
[ROW][C]23[/C][C]0.108163703551091[/C][C]0.216327407102182[/C][C]0.891836296448909[/C][/ROW]
[ROW][C]24[/C][C]0.16718194738908[/C][C]0.33436389477816[/C][C]0.83281805261092[/C][/ROW]
[ROW][C]25[/C][C]0.151798772285462[/C][C]0.303597544570924[/C][C]0.848201227714538[/C][/ROW]
[ROW][C]26[/C][C]0.173767408281790[/C][C]0.347534816563580[/C][C]0.82623259171821[/C][/ROW]
[ROW][C]27[/C][C]0.339235750299163[/C][C]0.678471500598327[/C][C]0.660764249700837[/C][/ROW]
[ROW][C]28[/C][C]0.294231866630903[/C][C]0.588463733261806[/C][C]0.705768133369097[/C][/ROW]
[ROW][C]29[/C][C]0.238637280098202[/C][C]0.477274560196403[/C][C]0.761362719901798[/C][/ROW]
[ROW][C]30[/C][C]0.200214296265097[/C][C]0.400428592530195[/C][C]0.799785703734903[/C][/ROW]
[ROW][C]31[/C][C]0.147472425502857[/C][C]0.294944851005715[/C][C]0.852527574497143[/C][/ROW]
[ROW][C]32[/C][C]0.133016256970895[/C][C]0.266032513941791[/C][C]0.866983743029105[/C][/ROW]
[ROW][C]33[/C][C]0.124449598043578[/C][C]0.248899196087157[/C][C]0.875550401956422[/C][/ROW]
[ROW][C]34[/C][C]0.0920529696497502[/C][C]0.184105939299500[/C][C]0.90794703035025[/C][/ROW]
[ROW][C]35[/C][C]0.556351878180809[/C][C]0.887296243638382[/C][C]0.443648121819191[/C][/ROW]
[ROW][C]36[/C][C]0.627049447585381[/C][C]0.745901104829238[/C][C]0.372950552414619[/C][/ROW]
[ROW][C]37[/C][C]0.592274321104015[/C][C]0.81545135779197[/C][C]0.407725678895985[/C][/ROW]
[ROW][C]38[/C][C]0.648157640811814[/C][C]0.703684718376371[/C][C]0.351842359188186[/C][/ROW]
[ROW][C]39[/C][C]0.686429692755743[/C][C]0.627140614488514[/C][C]0.313570307244257[/C][/ROW]
[ROW][C]40[/C][C]0.696157143246208[/C][C]0.607685713507583[/C][C]0.303842856753792[/C][/ROW]
[ROW][C]41[/C][C]0.64875431329439[/C][C]0.702491373411219[/C][C]0.351245686705610[/C][/ROW]
[ROW][C]42[/C][C]0.851394470904742[/C][C]0.297211058190516[/C][C]0.148605529095258[/C][/ROW]
[ROW][C]43[/C][C]0.755849871146904[/C][C]0.488300257706191[/C][C]0.244150128853096[/C][/ROW]
[ROW][C]44[/C][C]0.955787335316[/C][C]0.0884253293680012[/C][C]0.0442126646840006[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60925&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60925&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
110.0712659508708450.142531901741690.928734049129155
120.02188948580322150.04377897160644310.978110514196779
130.008146702633663010.01629340526732600.991853297366337
140.004933087346571630.009866174693143270.995066912653428
150.002166677968401620.004333355936803230.997833322031598
160.0006359126312422970.001271825262484590.999364087368758
170.1066322338161740.2132644676323490.893367766183826
180.09383319155733140.1876663831146630.906166808442669
190.2384143541982040.4768287083964090.761585645801796
200.1979306141627670.3958612283255340.802069385837233
210.160205197927140.320410395854280.83979480207286
220.1501414248717280.3002828497434560.849858575128272
230.1081637035510910.2163274071021820.891836296448909
240.167181947389080.334363894778160.83281805261092
250.1517987722854620.3035975445709240.848201227714538
260.1737674082817900.3475348165635800.82623259171821
270.3392357502991630.6784715005983270.660764249700837
280.2942318666309030.5884637332618060.705768133369097
290.2386372800982020.4772745601964030.761362719901798
300.2002142962650970.4004285925301950.799785703734903
310.1474724255028570.2949448510057150.852527574497143
320.1330162569708950.2660325139417910.866983743029105
330.1244495980435780.2488991960871570.875550401956422
340.09205296964975020.1841059392995000.90794703035025
350.5563518781808090.8872962436383820.443648121819191
360.6270494475853810.7459011048292380.372950552414619
370.5922743211040150.815451357791970.407725678895985
380.6481576408118140.7036847183763710.351842359188186
390.6864296927557430.6271406144885140.313570307244257
400.6961571432462080.6076857135075830.303842856753792
410.648754313294390.7024913734112190.351245686705610
420.8513944709047420.2972110581905160.148605529095258
430.7558498711469040.4883002577061910.244150128853096
440.9557873353160.08842532936800120.0442126646840006







Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level30.088235294117647NOK
5% type I error level50.147058823529412NOK
10% type I error level60.176470588235294NOK

\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 & 3 & 0.088235294117647 & NOK \tabularnewline
5% type I error level & 5 & 0.147058823529412 & NOK \tabularnewline
10% type I error level & 6 & 0.176470588235294 & NOK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60925&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]3[/C][C]0.088235294117647[/C][C]NOK[/C][/ROW]
[ROW][C]5% type I error level[/C][C]5[/C][C]0.147058823529412[/C][C]NOK[/C][/ROW]
[ROW][C]10% type I error level[/C][C]6[/C][C]0.176470588235294[/C][C]NOK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60925&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60925&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 level30.088235294117647NOK
5% type I error level50.147058823529412NOK
10% type I error level60.176470588235294NOK



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