Free Statistics

of Irreproducible Research!

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_multipleregression.wasp
Title produced by softwareMultiple Regression
Date of computationFri, 19 Nov 2010 14:12:16 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Nov/19/t1290176147jdc3sx8eqhmvuyx.htm/, Retrieved Fri, 03 May 2024 22:28:54 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=97995, Retrieved Fri, 03 May 2024 22:28:54 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact145
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Multiple Regression] [] [2010-11-17 09:14:55] [b98453cac15ba1066b407e146608df68]
-   PD  [Multiple Regression] [] [2010-11-19 12:14:29] [7789b9488494790f41ddb7f073cada1b]
-    D      [Multiple Regression] [] [2010-11-19 14:12:16] [c05c5ae4ce2db58f67fd725429d7f25c] [Current]
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Dataseries X:
6	101,82	107,34	93,63	101,76
6	101,68	107,34	93,63	102,37
6	101,68	107,34	93,63	102,38
6	102,45	107,34	96,13	102,86
6	102,45	107,34	96,13	102,87
6	102,45	107,34	96,13	102,92
6	102,45	107,34	96,13	102,95
6	102,45	107,34	96,13	103,02
6	102,45	112,60	96,13	104,08
6	102,52	112,60	96,13	104,16
6	102,52	112,60	96,13	104,24
6	102,85	112,60	96,13	104,33
7	102,85	112,61	96,13	104,73
7	102,85	112,61	96,13	104,86
7	103,25	112,61	96,13	105,03
7	103,25	112,61	98,73	105,62
7	103,25	112,61	98,73	105,63
7	103,25	112,61	98,73	105,63
7	104,45	112,61	98,73	105,94
7	104,45	112,61	98,73	106,61
7	104,45	118,65	98,73	107,69
7	104,80	118,65	98,73	107,78
7	104,80	118,65	98,73	107,93
7	105,29	118,65	98,73	108,48
8	105,29	114,29	98,73	108,14
8	105,29	114,29	98,73	108,48
8	105,29	114,29	98,73	108,48
8	106,04	114,29	101,67	108,89
8	105,94	114,29	101,67	108,93
8	105,94	114,29	101,67	109,21
8	105,94	114,29	101,67	109,47
8	106,28	114,29	101,67	109,80
8	106,48	123,33	101,67	111,73
8	107,19	123,33	101,67	111,85
8	108,14	123,33	101,67	112,12
8	108,22	123,33	101,67	112,15
9	108,22	123,33	101,67	112,17
9	108,61	123,33	101,67	112,67
9	108,61	123,33	101,67	112,80
9	108,61	123,33	107,94	113,44
9	108,61	123,33	107,94	113,53
9	109,06	123,33	107,94	114,53
9	109,06	123,33	107,94	114,51
9	112,93	123,33	107,94	115,05
9	115,84	129,03	107,94	116,67
9	118,57	128,76	107,94	117,07
9	118,57	128,76	107,94	116,92
9	118,86	128,76	107,94	117,00
10	118,98	128,76	107,94	117,02
10	119,27	128,76	107,94	117,35
10	119,39	128,76	107,94	117,36
10	119,49	128,76	110,30	117,82
10	119,59	128,76	110,30	117,88
10	120,12	128,76	110,30	118,24
10	120,14	128,76	110,30	118,50
10	120,14	128,76	110,30	118,80
10	120,14	132,63	110,30	119,76
10	120,14	132,63	110,30	120,09




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time11 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 & 11 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=97995&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]11 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=97995&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=97995&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 time11 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Multiple Linear Regression - Estimated Regression Equation
Cultuuruitgaves[t] = + 60.4450364106322 + 0.0764799565278573Jaar[t] + 0.103348458934701Bioscoop[t] + 0.171281216338491Schouwburg[t] + 0.123399646201346Eendagattractie[t] + 0.170625237603976t + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
Cultuuruitgaves[t] =  +  60.4450364106322 +  0.0764799565278573Jaar[t] +  0.103348458934701Bioscoop[t] +  0.171281216338491Schouwburg[t] +  0.123399646201346Eendagattractie[t] +  0.170625237603976t  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=97995&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]Cultuuruitgaves[t] =  +  60.4450364106322 +  0.0764799565278573Jaar[t] +  0.103348458934701Bioscoop[t] +  0.171281216338491Schouwburg[t] +  0.123399646201346Eendagattractie[t] +  0.170625237603976t  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=97995&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=97995&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
Cultuuruitgaves[t] = + 60.4450364106322 + 0.0764799565278573Jaar[t] + 0.103348458934701Bioscoop[t] + 0.171281216338491Schouwburg[t] + 0.123399646201346Eendagattractie[t] + 0.170625237603976t + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)60.44503641063223.90181515.491500
Jaar0.07647995652785730.1545620.49480.6228120.311406
Bioscoop0.1033484589347010.0182625.65921e-060
Schouwburg0.1712812163384910.0206928.277700
Eendagattractie0.1233996462013460.0321983.83260.0003440.000172
t0.1706252376039760.020848.187200

\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) & 60.4450364106322 & 3.901815 & 15.4915 & 0 & 0 \tabularnewline
Jaar & 0.0764799565278573 & 0.154562 & 0.4948 & 0.622812 & 0.311406 \tabularnewline
Bioscoop & 0.103348458934701 & 0.018262 & 5.6592 & 1e-06 & 0 \tabularnewline
Schouwburg & 0.171281216338491 & 0.020692 & 8.2777 & 0 & 0 \tabularnewline
Eendagattractie & 0.123399646201346 & 0.032198 & 3.8326 & 0.000344 & 0.000172 \tabularnewline
t & 0.170625237603976 & 0.02084 & 8.1872 & 0 & 0 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=97995&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]60.4450364106322[/C][C]3.901815[/C][C]15.4915[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]Jaar[/C][C]0.0764799565278573[/C][C]0.154562[/C][C]0.4948[/C][C]0.622812[/C][C]0.311406[/C][/ROW]
[ROW][C]Bioscoop[/C][C]0.103348458934701[/C][C]0.018262[/C][C]5.6592[/C][C]1e-06[/C][C]0[/C][/ROW]
[ROW][C]Schouwburg[/C][C]0.171281216338491[/C][C]0.020692[/C][C]8.2777[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]Eendagattractie[/C][C]0.123399646201346[/C][C]0.032198[/C][C]3.8326[/C][C]0.000344[/C][C]0.000172[/C][/ROW]
[ROW][C]t[/C][C]0.170625237603976[/C][C]0.02084[/C][C]8.1872[/C][C]0[/C][C]0[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=97995&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=97995&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)60.44503641063223.90181515.491500
Jaar0.07647995652785730.1545620.49480.6228120.311406
Bioscoop0.1033484589347010.0182625.65921e-060
Schouwburg0.1712812163384910.0206928.277700
Eendagattractie0.1233996462013460.0321983.83260.0003440.000172
t0.1706252376039760.020848.187200







Multiple Linear Regression - Regression Statistics
Multiple R0.998655916446072
R-squared0.997313639452744
Adjusted R-squared0.99705533555397
F-TEST (value)3861.00885113983
F-TEST (DF numerator)5
F-TEST (DF denominator)52
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.302520033540805
Sum Squared Residuals4.75895527606356

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.998655916446072 \tabularnewline
R-squared & 0.997313639452744 \tabularnewline
Adjusted R-squared & 0.99705533555397 \tabularnewline
F-TEST (value) & 3861.00885113983 \tabularnewline
F-TEST (DF numerator) & 5 \tabularnewline
F-TEST (DF denominator) & 52 \tabularnewline
p-value & 0 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 0.302520033540805 \tabularnewline
Sum Squared Residuals & 4.75895527606356 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=97995&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.998655916446072[/C][/ROW]
[ROW][C]R-squared[/C][C]0.997313639452744[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]0.99705533555397[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]3861.00885113983[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]5[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]52[/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]0.302520033540805[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]4.75895527606356[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=97995&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=97995&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 R0.998655916446072
R-squared0.997313639452744
Adjusted R-squared0.99705533555397
F-TEST (value)3861.00885113983
F-TEST (DF numerator)5
F-TEST (DF denominator)52
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.302520033540805
Sum Squared Residuals4.75895527606356







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
1101.76101.5367161117410.223283888259383
2102.37101.6928725650930.677127434906529
3102.38101.8634978026970.516502197302551
4102.86102.4222004691850.437799530815496
5102.87102.5928257067880.277174293211525
6102.92102.7634509443920.156549055607549
7102.95102.9340761819960.0159238180035727
8103.02103.104701419600-0.0847014196004097
9104.08104.176265855145-0.0962658551448465
10104.16104.354125484874-0.194125484874252
11104.24104.524750722478-0.284750722478229
12104.33104.729480951531-0.399480951530652
13104.73104.978298957826-0.248298957825866
14104.86105.148924195430-0.288924195429846
15105.03105.360888816608-0.3308888166077
16105.62105.852353134335-0.232353134335175
17105.63106.022978371939-0.392978371939159
18105.63106.193603609543-0.563603609543134
19105.94106.488246997869-0.54824699786875
20106.61106.658872235473-0.0488722354727233
21107.69107.864036019761-0.17403601976119
22107.78108.070833217992-0.290833217992307
23107.93108.241458455596-0.311458455596277
24108.48108.4627244380780.0172755619217406
25108.14107.9630435289740.176956471025727
26108.48108.1336687665780.346331233421755
27108.48108.3042940041820.175705995817780
28108.89108.915225545819-0.0252255458191837
29108.93109.075515937530-0.145515937529682
30109.21109.246141175134-0.0361411751336705
31109.47109.4167664127380.053233587262359
32109.8109.6225301263790.177469873620583
33111.73111.3622072514700.367792748529712
34111.85111.6062098949180.24379010508209
35112.12111.8750161685100.244983831490159
36112.15112.0539092828290.096090717171408
37112.17112.301014476960-0.131014476960428
38112.67112.5119456135490.158054386451063
39112.8112.6825708511530.117429148847083
40113.44113.626911870439-0.186911870439335
41113.53113.797537108043-0.267537108043307
42114.53114.0146691521680.515330847832102
43114.51114.1852943897720.324705610228131
44115.05114.7558781634530.294121836546853
45116.67116.2035503496860.4664496503135
46117.07116.6100709517710.459929048229178
47116.92116.7806961893750.139303810625211
48117116.9812924800700.0187075199301697
49117.02117.240799489274-0.220799489273832
50117.35117.441395779969-0.0913957799688716
51117.36117.624422832645-0.264422832645006
52117.82118.096606081178-0.276606081177636
53117.88118.277566164675-0.39756616467508
54118.24118.502966085514-0.262966085514448
55118.5118.675658292297-0.175658292297111
56118.8118.846283529901-0.0462835299010896
57119.76119.6797670747350.08023292526498
58120.09119.8503923123390.239607687661003

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 101.76 & 101.536716111741 & 0.223283888259383 \tabularnewline
2 & 102.37 & 101.692872565093 & 0.677127434906529 \tabularnewline
3 & 102.38 & 101.863497802697 & 0.516502197302551 \tabularnewline
4 & 102.86 & 102.422200469185 & 0.437799530815496 \tabularnewline
5 & 102.87 & 102.592825706788 & 0.277174293211525 \tabularnewline
6 & 102.92 & 102.763450944392 & 0.156549055607549 \tabularnewline
7 & 102.95 & 102.934076181996 & 0.0159238180035727 \tabularnewline
8 & 103.02 & 103.104701419600 & -0.0847014196004097 \tabularnewline
9 & 104.08 & 104.176265855145 & -0.0962658551448465 \tabularnewline
10 & 104.16 & 104.354125484874 & -0.194125484874252 \tabularnewline
11 & 104.24 & 104.524750722478 & -0.284750722478229 \tabularnewline
12 & 104.33 & 104.729480951531 & -0.399480951530652 \tabularnewline
13 & 104.73 & 104.978298957826 & -0.248298957825866 \tabularnewline
14 & 104.86 & 105.148924195430 & -0.288924195429846 \tabularnewline
15 & 105.03 & 105.360888816608 & -0.3308888166077 \tabularnewline
16 & 105.62 & 105.852353134335 & -0.232353134335175 \tabularnewline
17 & 105.63 & 106.022978371939 & -0.392978371939159 \tabularnewline
18 & 105.63 & 106.193603609543 & -0.563603609543134 \tabularnewline
19 & 105.94 & 106.488246997869 & -0.54824699786875 \tabularnewline
20 & 106.61 & 106.658872235473 & -0.0488722354727233 \tabularnewline
21 & 107.69 & 107.864036019761 & -0.17403601976119 \tabularnewline
22 & 107.78 & 108.070833217992 & -0.290833217992307 \tabularnewline
23 & 107.93 & 108.241458455596 & -0.311458455596277 \tabularnewline
24 & 108.48 & 108.462724438078 & 0.0172755619217406 \tabularnewline
25 & 108.14 & 107.963043528974 & 0.176956471025727 \tabularnewline
26 & 108.48 & 108.133668766578 & 0.346331233421755 \tabularnewline
27 & 108.48 & 108.304294004182 & 0.175705995817780 \tabularnewline
28 & 108.89 & 108.915225545819 & -0.0252255458191837 \tabularnewline
29 & 108.93 & 109.075515937530 & -0.145515937529682 \tabularnewline
30 & 109.21 & 109.246141175134 & -0.0361411751336705 \tabularnewline
31 & 109.47 & 109.416766412738 & 0.053233587262359 \tabularnewline
32 & 109.8 & 109.622530126379 & 0.177469873620583 \tabularnewline
33 & 111.73 & 111.362207251470 & 0.367792748529712 \tabularnewline
34 & 111.85 & 111.606209894918 & 0.24379010508209 \tabularnewline
35 & 112.12 & 111.875016168510 & 0.244983831490159 \tabularnewline
36 & 112.15 & 112.053909282829 & 0.096090717171408 \tabularnewline
37 & 112.17 & 112.301014476960 & -0.131014476960428 \tabularnewline
38 & 112.67 & 112.511945613549 & 0.158054386451063 \tabularnewline
39 & 112.8 & 112.682570851153 & 0.117429148847083 \tabularnewline
40 & 113.44 & 113.626911870439 & -0.186911870439335 \tabularnewline
41 & 113.53 & 113.797537108043 & -0.267537108043307 \tabularnewline
42 & 114.53 & 114.014669152168 & 0.515330847832102 \tabularnewline
43 & 114.51 & 114.185294389772 & 0.324705610228131 \tabularnewline
44 & 115.05 & 114.755878163453 & 0.294121836546853 \tabularnewline
45 & 116.67 & 116.203550349686 & 0.4664496503135 \tabularnewline
46 & 117.07 & 116.610070951771 & 0.459929048229178 \tabularnewline
47 & 116.92 & 116.780696189375 & 0.139303810625211 \tabularnewline
48 & 117 & 116.981292480070 & 0.0187075199301697 \tabularnewline
49 & 117.02 & 117.240799489274 & -0.220799489273832 \tabularnewline
50 & 117.35 & 117.441395779969 & -0.0913957799688716 \tabularnewline
51 & 117.36 & 117.624422832645 & -0.264422832645006 \tabularnewline
52 & 117.82 & 118.096606081178 & -0.276606081177636 \tabularnewline
53 & 117.88 & 118.277566164675 & -0.39756616467508 \tabularnewline
54 & 118.24 & 118.502966085514 & -0.262966085514448 \tabularnewline
55 & 118.5 & 118.675658292297 & -0.175658292297111 \tabularnewline
56 & 118.8 & 118.846283529901 & -0.0462835299010896 \tabularnewline
57 & 119.76 & 119.679767074735 & 0.08023292526498 \tabularnewline
58 & 120.09 & 119.850392312339 & 0.239607687661003 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=97995&T=4

[TABLE]
[ROW][C]Multiple Linear Regression - Actuals, Interpolation, and Residuals[/C][/ROW]
[ROW][C]Time or Index[/C][C]Actuals[/C][C]InterpolationForecast[/C][C]ResidualsPrediction Error[/C][/ROW]
[ROW][C]1[/C][C]101.76[/C][C]101.536716111741[/C][C]0.223283888259383[/C][/ROW]
[ROW][C]2[/C][C]102.37[/C][C]101.692872565093[/C][C]0.677127434906529[/C][/ROW]
[ROW][C]3[/C][C]102.38[/C][C]101.863497802697[/C][C]0.516502197302551[/C][/ROW]
[ROW][C]4[/C][C]102.86[/C][C]102.422200469185[/C][C]0.437799530815496[/C][/ROW]
[ROW][C]5[/C][C]102.87[/C][C]102.592825706788[/C][C]0.277174293211525[/C][/ROW]
[ROW][C]6[/C][C]102.92[/C][C]102.763450944392[/C][C]0.156549055607549[/C][/ROW]
[ROW][C]7[/C][C]102.95[/C][C]102.934076181996[/C][C]0.0159238180035727[/C][/ROW]
[ROW][C]8[/C][C]103.02[/C][C]103.104701419600[/C][C]-0.0847014196004097[/C][/ROW]
[ROW][C]9[/C][C]104.08[/C][C]104.176265855145[/C][C]-0.0962658551448465[/C][/ROW]
[ROW][C]10[/C][C]104.16[/C][C]104.354125484874[/C][C]-0.194125484874252[/C][/ROW]
[ROW][C]11[/C][C]104.24[/C][C]104.524750722478[/C][C]-0.284750722478229[/C][/ROW]
[ROW][C]12[/C][C]104.33[/C][C]104.729480951531[/C][C]-0.399480951530652[/C][/ROW]
[ROW][C]13[/C][C]104.73[/C][C]104.978298957826[/C][C]-0.248298957825866[/C][/ROW]
[ROW][C]14[/C][C]104.86[/C][C]105.148924195430[/C][C]-0.288924195429846[/C][/ROW]
[ROW][C]15[/C][C]105.03[/C][C]105.360888816608[/C][C]-0.3308888166077[/C][/ROW]
[ROW][C]16[/C][C]105.62[/C][C]105.852353134335[/C][C]-0.232353134335175[/C][/ROW]
[ROW][C]17[/C][C]105.63[/C][C]106.022978371939[/C][C]-0.392978371939159[/C][/ROW]
[ROW][C]18[/C][C]105.63[/C][C]106.193603609543[/C][C]-0.563603609543134[/C][/ROW]
[ROW][C]19[/C][C]105.94[/C][C]106.488246997869[/C][C]-0.54824699786875[/C][/ROW]
[ROW][C]20[/C][C]106.61[/C][C]106.658872235473[/C][C]-0.0488722354727233[/C][/ROW]
[ROW][C]21[/C][C]107.69[/C][C]107.864036019761[/C][C]-0.17403601976119[/C][/ROW]
[ROW][C]22[/C][C]107.78[/C][C]108.070833217992[/C][C]-0.290833217992307[/C][/ROW]
[ROW][C]23[/C][C]107.93[/C][C]108.241458455596[/C][C]-0.311458455596277[/C][/ROW]
[ROW][C]24[/C][C]108.48[/C][C]108.462724438078[/C][C]0.0172755619217406[/C][/ROW]
[ROW][C]25[/C][C]108.14[/C][C]107.963043528974[/C][C]0.176956471025727[/C][/ROW]
[ROW][C]26[/C][C]108.48[/C][C]108.133668766578[/C][C]0.346331233421755[/C][/ROW]
[ROW][C]27[/C][C]108.48[/C][C]108.304294004182[/C][C]0.175705995817780[/C][/ROW]
[ROW][C]28[/C][C]108.89[/C][C]108.915225545819[/C][C]-0.0252255458191837[/C][/ROW]
[ROW][C]29[/C][C]108.93[/C][C]109.075515937530[/C][C]-0.145515937529682[/C][/ROW]
[ROW][C]30[/C][C]109.21[/C][C]109.246141175134[/C][C]-0.0361411751336705[/C][/ROW]
[ROW][C]31[/C][C]109.47[/C][C]109.416766412738[/C][C]0.053233587262359[/C][/ROW]
[ROW][C]32[/C][C]109.8[/C][C]109.622530126379[/C][C]0.177469873620583[/C][/ROW]
[ROW][C]33[/C][C]111.73[/C][C]111.362207251470[/C][C]0.367792748529712[/C][/ROW]
[ROW][C]34[/C][C]111.85[/C][C]111.606209894918[/C][C]0.24379010508209[/C][/ROW]
[ROW][C]35[/C][C]112.12[/C][C]111.875016168510[/C][C]0.244983831490159[/C][/ROW]
[ROW][C]36[/C][C]112.15[/C][C]112.053909282829[/C][C]0.096090717171408[/C][/ROW]
[ROW][C]37[/C][C]112.17[/C][C]112.301014476960[/C][C]-0.131014476960428[/C][/ROW]
[ROW][C]38[/C][C]112.67[/C][C]112.511945613549[/C][C]0.158054386451063[/C][/ROW]
[ROW][C]39[/C][C]112.8[/C][C]112.682570851153[/C][C]0.117429148847083[/C][/ROW]
[ROW][C]40[/C][C]113.44[/C][C]113.626911870439[/C][C]-0.186911870439335[/C][/ROW]
[ROW][C]41[/C][C]113.53[/C][C]113.797537108043[/C][C]-0.267537108043307[/C][/ROW]
[ROW][C]42[/C][C]114.53[/C][C]114.014669152168[/C][C]0.515330847832102[/C][/ROW]
[ROW][C]43[/C][C]114.51[/C][C]114.185294389772[/C][C]0.324705610228131[/C][/ROW]
[ROW][C]44[/C][C]115.05[/C][C]114.755878163453[/C][C]0.294121836546853[/C][/ROW]
[ROW][C]45[/C][C]116.67[/C][C]116.203550349686[/C][C]0.4664496503135[/C][/ROW]
[ROW][C]46[/C][C]117.07[/C][C]116.610070951771[/C][C]0.459929048229178[/C][/ROW]
[ROW][C]47[/C][C]116.92[/C][C]116.780696189375[/C][C]0.139303810625211[/C][/ROW]
[ROW][C]48[/C][C]117[/C][C]116.981292480070[/C][C]0.0187075199301697[/C][/ROW]
[ROW][C]49[/C][C]117.02[/C][C]117.240799489274[/C][C]-0.220799489273832[/C][/ROW]
[ROW][C]50[/C][C]117.35[/C][C]117.441395779969[/C][C]-0.0913957799688716[/C][/ROW]
[ROW][C]51[/C][C]117.36[/C][C]117.624422832645[/C][C]-0.264422832645006[/C][/ROW]
[ROW][C]52[/C][C]117.82[/C][C]118.096606081178[/C][C]-0.276606081177636[/C][/ROW]
[ROW][C]53[/C][C]117.88[/C][C]118.277566164675[/C][C]-0.39756616467508[/C][/ROW]
[ROW][C]54[/C][C]118.24[/C][C]118.502966085514[/C][C]-0.262966085514448[/C][/ROW]
[ROW][C]55[/C][C]118.5[/C][C]118.675658292297[/C][C]-0.175658292297111[/C][/ROW]
[ROW][C]56[/C][C]118.8[/C][C]118.846283529901[/C][C]-0.0462835299010896[/C][/ROW]
[ROW][C]57[/C][C]119.76[/C][C]119.679767074735[/C][C]0.08023292526498[/C][/ROW]
[ROW][C]58[/C][C]120.09[/C][C]119.850392312339[/C][C]0.239607687661003[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=97995&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=97995&T=4

As an alternative you can also use a QR Code:  

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

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
1101.76101.5367161117410.223283888259383
2102.37101.6928725650930.677127434906529
3102.38101.8634978026970.516502197302551
4102.86102.4222004691850.437799530815496
5102.87102.5928257067880.277174293211525
6102.92102.7634509443920.156549055607549
7102.95102.9340761819960.0159238180035727
8103.02103.104701419600-0.0847014196004097
9104.08104.176265855145-0.0962658551448465
10104.16104.354125484874-0.194125484874252
11104.24104.524750722478-0.284750722478229
12104.33104.729480951531-0.399480951530652
13104.73104.978298957826-0.248298957825866
14104.86105.148924195430-0.288924195429846
15105.03105.360888816608-0.3308888166077
16105.62105.852353134335-0.232353134335175
17105.63106.022978371939-0.392978371939159
18105.63106.193603609543-0.563603609543134
19105.94106.488246997869-0.54824699786875
20106.61106.658872235473-0.0488722354727233
21107.69107.864036019761-0.17403601976119
22107.78108.070833217992-0.290833217992307
23107.93108.241458455596-0.311458455596277
24108.48108.4627244380780.0172755619217406
25108.14107.9630435289740.176956471025727
26108.48108.1336687665780.346331233421755
27108.48108.3042940041820.175705995817780
28108.89108.915225545819-0.0252255458191837
29108.93109.075515937530-0.145515937529682
30109.21109.246141175134-0.0361411751336705
31109.47109.4167664127380.053233587262359
32109.8109.6225301263790.177469873620583
33111.73111.3622072514700.367792748529712
34111.85111.6062098949180.24379010508209
35112.12111.8750161685100.244983831490159
36112.15112.0539092828290.096090717171408
37112.17112.301014476960-0.131014476960428
38112.67112.5119456135490.158054386451063
39112.8112.6825708511530.117429148847083
40113.44113.626911870439-0.186911870439335
41113.53113.797537108043-0.267537108043307
42114.53114.0146691521680.515330847832102
43114.51114.1852943897720.324705610228131
44115.05114.7558781634530.294121836546853
45116.67116.2035503496860.4664496503135
46117.07116.6100709517710.459929048229178
47116.92116.7806961893750.139303810625211
48117116.9812924800700.0187075199301697
49117.02117.240799489274-0.220799489273832
50117.35117.441395779969-0.0913957799688716
51117.36117.624422832645-0.264422832645006
52117.82118.096606081178-0.276606081177636
53117.88118.277566164675-0.39756616467508
54118.24118.502966085514-0.262966085514448
55118.5118.675658292297-0.175658292297111
56118.8118.846283529901-0.0462835299010896
57119.76119.6797670747350.08023292526498
58120.09119.8503923123390.239607687661003







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
90.001095937356263650.002191874712527290.998904062643736
100.05535009148306090.1107001829661220.94464990851694
110.03317710192660290.06635420385320580.966822898073397
120.1837180369594140.3674360739188290.816281963040586
130.1092509445042990.2185018890085990.8907490554957
140.06057696911297210.1211539382259440.939423030887028
150.04987208432657860.09974416865315720.950127915673421
160.02905540677964890.05811081355929780.97094459322035
170.01509139222504980.03018278445009970.98490860777495
180.01140126862734100.02280253725468210.98859873137266
190.01192243363883720.02384486727767430.988077566361163
200.1276307140129220.2552614280258440.872369285987078
210.1605021017708770.3210042035417540.839497898229123
220.1498280761793720.2996561523587440.850171923820628
230.2262530802288680.4525061604577360.773746919771132
240.3575857267567490.7151714535134990.642414273243251
250.3967938642666130.7935877285332250.603206135733387
260.5921310308825230.8157379382349540.407868969117477
270.5971960253633540.8056079492732910.402803974636646
280.5155682315686870.9688635368626250.484431768431313
290.4443677534275890.8887355068551790.555632246572411
300.3933064307406010.7866128614812010.6066935692594
310.3830662668364150.766132533672830.616933733163585
320.3698140989521360.7396281979042710.630185901047864
330.5755483419029180.8489033161941640.424451658097082
340.5039879307057550.992024138588490.496012069294245
350.4846308180523150.969261636104630.515369181947685
360.6442994603641170.7114010792717670.355700539635883
370.7375128669133240.5249742661733510.262487133086676
380.672588611861630.654822776276740.32741138813837
390.6610450218880710.6779099562238570.338954978111929
400.6541831175028910.6916337649942180.345816882497109
410.955655680593380.08868863881323860.0443443194066193
420.9572134454471280.08557310910574420.0427865545528721
430.9553021791800630.0893956416398740.044697820819937
440.9465162966153440.1069674067693120.0534837033846558
450.9190963593375910.1618072813248180.0809036406624088
460.9890239913965030.02195201720699310.0109760086034966
470.983041208218090.03391758356381940.0169587917819097
480.9543227672848720.09135446543025530.0456772327151276
490.8971178133998030.2057643732003930.102882186600197

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
9 & 0.00109593735626365 & 0.00219187471252729 & 0.998904062643736 \tabularnewline
10 & 0.0553500914830609 & 0.110700182966122 & 0.94464990851694 \tabularnewline
11 & 0.0331771019266029 & 0.0663542038532058 & 0.966822898073397 \tabularnewline
12 & 0.183718036959414 & 0.367436073918829 & 0.816281963040586 \tabularnewline
13 & 0.109250944504299 & 0.218501889008599 & 0.8907490554957 \tabularnewline
14 & 0.0605769691129721 & 0.121153938225944 & 0.939423030887028 \tabularnewline
15 & 0.0498720843265786 & 0.0997441686531572 & 0.950127915673421 \tabularnewline
16 & 0.0290554067796489 & 0.0581108135592978 & 0.97094459322035 \tabularnewline
17 & 0.0150913922250498 & 0.0301827844500997 & 0.98490860777495 \tabularnewline
18 & 0.0114012686273410 & 0.0228025372546821 & 0.98859873137266 \tabularnewline
19 & 0.0119224336388372 & 0.0238448672776743 & 0.988077566361163 \tabularnewline
20 & 0.127630714012922 & 0.255261428025844 & 0.872369285987078 \tabularnewline
21 & 0.160502101770877 & 0.321004203541754 & 0.839497898229123 \tabularnewline
22 & 0.149828076179372 & 0.299656152358744 & 0.850171923820628 \tabularnewline
23 & 0.226253080228868 & 0.452506160457736 & 0.773746919771132 \tabularnewline
24 & 0.357585726756749 & 0.715171453513499 & 0.642414273243251 \tabularnewline
25 & 0.396793864266613 & 0.793587728533225 & 0.603206135733387 \tabularnewline
26 & 0.592131030882523 & 0.815737938234954 & 0.407868969117477 \tabularnewline
27 & 0.597196025363354 & 0.805607949273291 & 0.402803974636646 \tabularnewline
28 & 0.515568231568687 & 0.968863536862625 & 0.484431768431313 \tabularnewline
29 & 0.444367753427589 & 0.888735506855179 & 0.555632246572411 \tabularnewline
30 & 0.393306430740601 & 0.786612861481201 & 0.6066935692594 \tabularnewline
31 & 0.383066266836415 & 0.76613253367283 & 0.616933733163585 \tabularnewline
32 & 0.369814098952136 & 0.739628197904271 & 0.630185901047864 \tabularnewline
33 & 0.575548341902918 & 0.848903316194164 & 0.424451658097082 \tabularnewline
34 & 0.503987930705755 & 0.99202413858849 & 0.496012069294245 \tabularnewline
35 & 0.484630818052315 & 0.96926163610463 & 0.515369181947685 \tabularnewline
36 & 0.644299460364117 & 0.711401079271767 & 0.355700539635883 \tabularnewline
37 & 0.737512866913324 & 0.524974266173351 & 0.262487133086676 \tabularnewline
38 & 0.67258861186163 & 0.65482277627674 & 0.32741138813837 \tabularnewline
39 & 0.661045021888071 & 0.677909956223857 & 0.338954978111929 \tabularnewline
40 & 0.654183117502891 & 0.691633764994218 & 0.345816882497109 \tabularnewline
41 & 0.95565568059338 & 0.0886886388132386 & 0.0443443194066193 \tabularnewline
42 & 0.957213445447128 & 0.0855731091057442 & 0.0427865545528721 \tabularnewline
43 & 0.955302179180063 & 0.089395641639874 & 0.044697820819937 \tabularnewline
44 & 0.946516296615344 & 0.106967406769312 & 0.0534837033846558 \tabularnewline
45 & 0.919096359337591 & 0.161807281324818 & 0.0809036406624088 \tabularnewline
46 & 0.989023991396503 & 0.0219520172069931 & 0.0109760086034966 \tabularnewline
47 & 0.98304120821809 & 0.0339175835638194 & 0.0169587917819097 \tabularnewline
48 & 0.954322767284872 & 0.0913544654302553 & 0.0456772327151276 \tabularnewline
49 & 0.897117813399803 & 0.205764373200393 & 0.102882186600197 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=97995&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]9[/C][C]0.00109593735626365[/C][C]0.00219187471252729[/C][C]0.998904062643736[/C][/ROW]
[ROW][C]10[/C][C]0.0553500914830609[/C][C]0.110700182966122[/C][C]0.94464990851694[/C][/ROW]
[ROW][C]11[/C][C]0.0331771019266029[/C][C]0.0663542038532058[/C][C]0.966822898073397[/C][/ROW]
[ROW][C]12[/C][C]0.183718036959414[/C][C]0.367436073918829[/C][C]0.816281963040586[/C][/ROW]
[ROW][C]13[/C][C]0.109250944504299[/C][C]0.218501889008599[/C][C]0.8907490554957[/C][/ROW]
[ROW][C]14[/C][C]0.0605769691129721[/C][C]0.121153938225944[/C][C]0.939423030887028[/C][/ROW]
[ROW][C]15[/C][C]0.0498720843265786[/C][C]0.0997441686531572[/C][C]0.950127915673421[/C][/ROW]
[ROW][C]16[/C][C]0.0290554067796489[/C][C]0.0581108135592978[/C][C]0.97094459322035[/C][/ROW]
[ROW][C]17[/C][C]0.0150913922250498[/C][C]0.0301827844500997[/C][C]0.98490860777495[/C][/ROW]
[ROW][C]18[/C][C]0.0114012686273410[/C][C]0.0228025372546821[/C][C]0.98859873137266[/C][/ROW]
[ROW][C]19[/C][C]0.0119224336388372[/C][C]0.0238448672776743[/C][C]0.988077566361163[/C][/ROW]
[ROW][C]20[/C][C]0.127630714012922[/C][C]0.255261428025844[/C][C]0.872369285987078[/C][/ROW]
[ROW][C]21[/C][C]0.160502101770877[/C][C]0.321004203541754[/C][C]0.839497898229123[/C][/ROW]
[ROW][C]22[/C][C]0.149828076179372[/C][C]0.299656152358744[/C][C]0.850171923820628[/C][/ROW]
[ROW][C]23[/C][C]0.226253080228868[/C][C]0.452506160457736[/C][C]0.773746919771132[/C][/ROW]
[ROW][C]24[/C][C]0.357585726756749[/C][C]0.715171453513499[/C][C]0.642414273243251[/C][/ROW]
[ROW][C]25[/C][C]0.396793864266613[/C][C]0.793587728533225[/C][C]0.603206135733387[/C][/ROW]
[ROW][C]26[/C][C]0.592131030882523[/C][C]0.815737938234954[/C][C]0.407868969117477[/C][/ROW]
[ROW][C]27[/C][C]0.597196025363354[/C][C]0.805607949273291[/C][C]0.402803974636646[/C][/ROW]
[ROW][C]28[/C][C]0.515568231568687[/C][C]0.968863536862625[/C][C]0.484431768431313[/C][/ROW]
[ROW][C]29[/C][C]0.444367753427589[/C][C]0.888735506855179[/C][C]0.555632246572411[/C][/ROW]
[ROW][C]30[/C][C]0.393306430740601[/C][C]0.786612861481201[/C][C]0.6066935692594[/C][/ROW]
[ROW][C]31[/C][C]0.383066266836415[/C][C]0.76613253367283[/C][C]0.616933733163585[/C][/ROW]
[ROW][C]32[/C][C]0.369814098952136[/C][C]0.739628197904271[/C][C]0.630185901047864[/C][/ROW]
[ROW][C]33[/C][C]0.575548341902918[/C][C]0.848903316194164[/C][C]0.424451658097082[/C][/ROW]
[ROW][C]34[/C][C]0.503987930705755[/C][C]0.99202413858849[/C][C]0.496012069294245[/C][/ROW]
[ROW][C]35[/C][C]0.484630818052315[/C][C]0.96926163610463[/C][C]0.515369181947685[/C][/ROW]
[ROW][C]36[/C][C]0.644299460364117[/C][C]0.711401079271767[/C][C]0.355700539635883[/C][/ROW]
[ROW][C]37[/C][C]0.737512866913324[/C][C]0.524974266173351[/C][C]0.262487133086676[/C][/ROW]
[ROW][C]38[/C][C]0.67258861186163[/C][C]0.65482277627674[/C][C]0.32741138813837[/C][/ROW]
[ROW][C]39[/C][C]0.661045021888071[/C][C]0.677909956223857[/C][C]0.338954978111929[/C][/ROW]
[ROW][C]40[/C][C]0.654183117502891[/C][C]0.691633764994218[/C][C]0.345816882497109[/C][/ROW]
[ROW][C]41[/C][C]0.95565568059338[/C][C]0.0886886388132386[/C][C]0.0443443194066193[/C][/ROW]
[ROW][C]42[/C][C]0.957213445447128[/C][C]0.0855731091057442[/C][C]0.0427865545528721[/C][/ROW]
[ROW][C]43[/C][C]0.955302179180063[/C][C]0.089395641639874[/C][C]0.044697820819937[/C][/ROW]
[ROW][C]44[/C][C]0.946516296615344[/C][C]0.106967406769312[/C][C]0.0534837033846558[/C][/ROW]
[ROW][C]45[/C][C]0.919096359337591[/C][C]0.161807281324818[/C][C]0.0809036406624088[/C][/ROW]
[ROW][C]46[/C][C]0.989023991396503[/C][C]0.0219520172069931[/C][C]0.0109760086034966[/C][/ROW]
[ROW][C]47[/C][C]0.98304120821809[/C][C]0.0339175835638194[/C][C]0.0169587917819097[/C][/ROW]
[ROW][C]48[/C][C]0.954322767284872[/C][C]0.0913544654302553[/C][C]0.0456772327151276[/C][/ROW]
[ROW][C]49[/C][C]0.897117813399803[/C][C]0.205764373200393[/C][C]0.102882186600197[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=97995&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=97995&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
90.001095937356263650.002191874712527290.998904062643736
100.05535009148306090.1107001829661220.94464990851694
110.03317710192660290.06635420385320580.966822898073397
120.1837180369594140.3674360739188290.816281963040586
130.1092509445042990.2185018890085990.8907490554957
140.06057696911297210.1211539382259440.939423030887028
150.04987208432657860.09974416865315720.950127915673421
160.02905540677964890.05811081355929780.97094459322035
170.01509139222504980.03018278445009970.98490860777495
180.01140126862734100.02280253725468210.98859873137266
190.01192243363883720.02384486727767430.988077566361163
200.1276307140129220.2552614280258440.872369285987078
210.1605021017708770.3210042035417540.839497898229123
220.1498280761793720.2996561523587440.850171923820628
230.2262530802288680.4525061604577360.773746919771132
240.3575857267567490.7151714535134990.642414273243251
250.3967938642666130.7935877285332250.603206135733387
260.5921310308825230.8157379382349540.407868969117477
270.5971960253633540.8056079492732910.402803974636646
280.5155682315686870.9688635368626250.484431768431313
290.4443677534275890.8887355068551790.555632246572411
300.3933064307406010.7866128614812010.6066935692594
310.3830662668364150.766132533672830.616933733163585
320.3698140989521360.7396281979042710.630185901047864
330.5755483419029180.8489033161941640.424451658097082
340.5039879307057550.992024138588490.496012069294245
350.4846308180523150.969261636104630.515369181947685
360.6442994603641170.7114010792717670.355700539635883
370.7375128669133240.5249742661733510.262487133086676
380.672588611861630.654822776276740.32741138813837
390.6610450218880710.6779099562238570.338954978111929
400.6541831175028910.6916337649942180.345816882497109
410.955655680593380.08868863881323860.0443443194066193
420.9572134454471280.08557310910574420.0427865545528721
430.9553021791800630.0893956416398740.044697820819937
440.9465162966153440.1069674067693120.0534837033846558
450.9190963593375910.1618072813248180.0809036406624088
460.9890239913965030.02195201720699310.0109760086034966
470.983041208218090.03391758356381940.0169587917819097
480.9543227672848720.09135446543025530.0456772327151276
490.8971178133998030.2057643732003930.102882186600197







Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level10.024390243902439NOK
5% type I error level60.146341463414634NOK
10% type I error level130.317073170731707NOK

\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 & 1 & 0.024390243902439 & NOK \tabularnewline
5% type I error level & 6 & 0.146341463414634 & NOK \tabularnewline
10% type I error level & 13 & 0.317073170731707 & NOK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=97995&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]1[/C][C]0.024390243902439[/C][C]NOK[/C][/ROW]
[ROW][C]5% type I error level[/C][C]6[/C][C]0.146341463414634[/C][C]NOK[/C][/ROW]
[ROW][C]10% type I error level[/C][C]13[/C][C]0.317073170731707[/C][C]NOK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=97995&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=97995&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 level10.024390243902439NOK
5% type I error level60.146341463414634NOK
10% type I error level130.317073170731707NOK



Parameters (Session):
par1 = 6 ; par2 = Do not include Seasonal Dummies ; par3 = Linear Trend ;
Parameters (R input):
par1 = 5 ; 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')
}