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Author*The author of this computation has been verified*
R Software Modulerwasp_multipleregression.wasp
Title produced by softwareMultiple Regression
Date of computationMon, 21 Nov 2011 15:29:39 -0500
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2011/Nov/21/t13219073876npr7oteji73y3u.htm/, Retrieved Sat, 20 Apr 2024 11:38:59 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=145968, Retrieved Sat, 20 Apr 2024 11:38:59 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact114
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] [deterministische ...] [2010-11-19 12:14:25] [74deae64b71f9d77c839af86f7c687b5]
- R P       [Multiple Regression] [] [2011-11-21 20:29:39] [4be1b05f688f7fa8db5b9e9e4d3a7e33] [Current]
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Dataseries X:
6	101.82	107.34	93.63	99.85	101.76
6	101.68	107.34	93.63	99.91	102.37
6	101.68	107.34	93.63	99.87	102.38
6	102.45	107.34	96.13	99.86	102.86
6	102.45	107.34	96.13	100.10	102.87
6	102.45	107.34	96.13	100.10	102.92
6	102.45	107.34	96.13	100.12	102.95
6	102.45	107.34	96.13	99.95	103.02
6	102.45	112.60	96.13	99.94	104.08
6	102.52	112.60	96.13	100.18	104.16
6	102.52	112.60	96.13	100.31	104.24
6	102.85	112.60	96.13	100.65	104.33
7	102.85	112.61	96.13	100.65	104.73
7	102.85	112.61	96.13	100.69	104.86
7	103.25	112.61	96.13	101.26	105.03
7	103.25	112.61	98.73	101.26	105.62
7	103.25	112.61	98.73	101.38	105.63
7	103.25	112.61	98.73	101.38	105.63
7	104.45	112.61	98.73	101.38	105.94
7	104.45	112.61	98.73	101.44	106.61
7	104.45	118.65	98.73	101.40	107.69
7	104.80	118.65	98.73	101.40	107.78
7	104.80	118.65	98.73	100.58	107.93
7	105.29	118.65	98.73	100.58	108.48
8	105.29	114.29	98.73	100.58	108.14
8	105.29	114.29	98.73	100.59	108.48
8	105.29	114.29	98.73	100.81	108.48
8	106.04	114.29	101.67	100.75	108.89
8	105.94	114.29	101.67	100.75	108.93
8	105.94	114.29	101.67	100.96	109.21
8	105.94	114.29	101.67	101.31	109.47
8	106.28	114.29	101.67	101.64	109.80
8	106.48	123.33	101.67	101.46	111.73
8	107.19	123.33	101.67	101.73	111.85
8	108.14	123.33	101.67	101.73	112.12
8	108.22	123.33	101.67	101.64	112.15
9	108.22	123.33	101.67	101.77	112.17
9	108.61	123.33	101.67	101.74	112.67
9	108.61	123.33	101.67	101.89	112.80
9	108.61	123.33	107.94	101.89	113.44
9	108.61	123.33	107.94	101.93	113.53
9	109.06	123.33	107.94	101.93	114.53
9	109.06	123.33	107.94	102.32	114.51
9	112.93	123.33	107.94	102.41	115.05
9	115.84	129.03	107.94	103.58	116.67
9	118.57	128.76	107.94	104.12	117.07
9	118.57	128.76	107.94	104.10	116.92
9	118.86	128.76	107.94	104.15	117.00
10	118.98	128.76	107.94	104.15	117.02
10	119.27	128.76	107.94	104.16	117.35
10	119.39	128.76	107.94	102.94	117.36
10	119.49	128.76	110.30	103.07	117.82
10	119.59	128.76	110.30	103.04	117.88
10	120.12	128.76	110.30	103.06	118.24
10	120.14	128.76	110.30	103.05	118.50
10	120.14	128.76	110.30	102.95	118.80
10	120.14	132.63	110.30	102.95	119.76
10	120.14	132.63	110.30	103.05	120.09




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 seconds
R Server'Gwilym Jenkins' @ jenkins.wessa.net

\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' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=145968&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' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=145968&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=145968&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' @ jenkins.wessa.net







Multiple Linear Regression - Estimated Regression Equation
Cultuuruitgaven[t] = + 67.2314876034129 + 0.080894904216056JAAR[t] + 0.111902922150727Bioscoop[t] + 0.177271331756085Schouwburgabonnement[t] + 0.12737147086898Daguitstap[t] -0.0868387869852839HuurDVD[t] + 0.169151767769642t + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
Cultuuruitgaven[t] =  +  67.2314876034129 +  0.080894904216056JAAR[t] +  0.111902922150727Bioscoop[t] +  0.177271331756085Schouwburgabonnement[t] +  0.12737147086898Daguitstap[t] -0.0868387869852839HuurDVD[t] +  0.169151767769642t  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=145968&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]Cultuuruitgaven[t] =  +  67.2314876034129 +  0.080894904216056JAAR[t] +  0.111902922150727Bioscoop[t] +  0.177271331756085Schouwburgabonnement[t] +  0.12737147086898Daguitstap[t] -0.0868387869852839HuurDVD[t] +  0.169151767769642t  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=145968&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=145968&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
Cultuuruitgaven[t] = + 67.2314876034129 + 0.080894904216056JAAR[t] + 0.111902922150727Bioscoop[t] + 0.177271331756085Schouwburgabonnement[t] + 0.12737147086898Daguitstap[t] -0.0868387869852839HuurDVD[t] + 0.169151767769642t + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)67.23148760341298.0610548.340300
JAAR0.0808949042160560.154740.52280.6033910.301695
Bioscoop0.1119029221507270.0203225.50641e-061e-06
Schouwburgabonnement0.1772713317560850.0216228.198700
Daguitstap0.127371470868980.0324843.92110.0002640.000132
HuurDVD-0.08683878698528390.09024-0.96230.3404370.170218
t0.1691517677696420.0209118.088900

\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) & 67.2314876034129 & 8.061054 & 8.3403 & 0 & 0 \tabularnewline
JAAR & 0.080894904216056 & 0.15474 & 0.5228 & 0.603391 & 0.301695 \tabularnewline
Bioscoop & 0.111902922150727 & 0.020322 & 5.5064 & 1e-06 & 1e-06 \tabularnewline
Schouwburgabonnement & 0.177271331756085 & 0.021622 & 8.1987 & 0 & 0 \tabularnewline
Daguitstap & 0.12737147086898 & 0.032484 & 3.9211 & 0.000264 & 0.000132 \tabularnewline
HuurDVD & -0.0868387869852839 & 0.09024 & -0.9623 & 0.340437 & 0.170218 \tabularnewline
t & 0.169151767769642 & 0.020911 & 8.0889 & 0 & 0 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=145968&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]67.2314876034129[/C][C]8.061054[/C][C]8.3403[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]JAAR[/C][C]0.080894904216056[/C][C]0.15474[/C][C]0.5228[/C][C]0.603391[/C][C]0.301695[/C][/ROW]
[ROW][C]Bioscoop[/C][C]0.111902922150727[/C][C]0.020322[/C][C]5.5064[/C][C]1e-06[/C][C]1e-06[/C][/ROW]
[ROW][C]Schouwburgabonnement[/C][C]0.177271331756085[/C][C]0.021622[/C][C]8.1987[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]Daguitstap[/C][C]0.12737147086898[/C][C]0.032484[/C][C]3.9211[/C][C]0.000264[/C][C]0.000132[/C][/ROW]
[ROW][C]HuurDVD[/C][C]-0.0868387869852839[/C][C]0.09024[/C][C]-0.9623[/C][C]0.340437[/C][C]0.170218[/C][/ROW]
[ROW][C]t[/C][C]0.169151767769642[/C][C]0.020911[/C][C]8.0889[/C][C]0[/C][C]0[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=145968&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=145968&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)67.23148760341298.0610548.340300
JAAR0.0808949042160560.154740.52280.6033910.301695
Bioscoop0.1119029221507270.0203225.50641e-061e-06
Schouwburgabonnement0.1772713317560850.0216228.198700
Daguitstap0.127371470868980.0324843.92110.0002640.000132
HuurDVD-0.08683878698528390.09024-0.96230.3404370.170218
t0.1691517677696420.0209118.088900







Multiple Linear Regression - Regression Statistics
Multiple R0.998679902214923
R-squared0.997361547088008
Adjusted R-squared0.997051140863068
F-TEST (value)3213.08487701928
F-TEST (DF numerator)6
F-TEST (DF denominator)51
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.302735427596801
Sum Squared Residuals4.67408569523312

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.998679902214923 \tabularnewline
R-squared & 0.997361547088008 \tabularnewline
Adjusted R-squared & 0.997051140863068 \tabularnewline
F-TEST (value) & 3213.08487701928 \tabularnewline
F-TEST (DF numerator) & 6 \tabularnewline
F-TEST (DF denominator) & 51 \tabularnewline
p-value & 0 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 0.302735427596801 \tabularnewline
Sum Squared Residuals & 4.67408569523312 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=145968&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.998679902214923[/C][/ROW]
[ROW][C]R-squared[/C][C]0.997361547088008[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]0.997051140863068[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]3213.08487701928[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]6[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]51[/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]0.302735427596801[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]4.67408569523312[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=145968&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=145968&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 R0.998679902214923
R-squared0.997361547088008
Adjusted R-squared0.997051140863068
F-TEST (value)3213.08487701928
F-TEST (DF numerator)6
F-TEST (DF denominator)51
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.302735427596801
Sum Squared Residuals4.67408569523312







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
1101.76101.5632070175460.196792982453787
2102.37101.7114820489950.658517951004513
3102.38101.8841073682450.495892631755448
4102.86102.4587214511130.401278548887448
5102.87102.6070319100060.262968089994279
6102.92102.7761836777750.143816322224634
7102.95102.9435986698050.00640133019470009
8103.02103.127513031362-0.107513031362447
9104.08104.229980392039-0.149980392038948
10104.16104.386124055483-0.226124055482673
11104.24104.543986780944-0.30398678094423
12104.33104.720541325449-0.390541325448612
13104.73104.972360710752-0.242360710751866
14104.86105.138038927042-0.278038927042102
15105.03105.30245375509-0.272453755090422
16105.62105.802771347119-0.182771347119409
17105.63105.961502460451-0.331502460450827
18105.63106.13065422822-0.500654228220469
19105.94106.434089502571-0.494089502570981
20106.61106.5980309431220.0119690568784954
21107.69107.841375106177-0.151375106177316
22107.78108.0496928967-0.269692896699708
23107.93108.290052469797-0.360052469797278
24108.48108.514036669421-0.0340366694207803
25108.14107.991180334950.14881966505005
26108.48108.159463714850.320536285150265
27108.48108.3095109494830.170489050517385
28108.89108.942272360439-0.0522723604392227
29108.93109.100233835994-0.170233835993785
30109.21109.251149458497-0.0411494584965308
31109.47109.3899076508210.0800923491786823
32109.8109.5684496124170.231550387582934
33111.73111.3781457853490.351854214650791
34111.85111.603302155360.246697844640152
35112.12111.8787616991730.241238300827328
36112.15112.0646811915430.0853188084569532
37112.17112.303438821221-0.133438821220662
38112.67112.5188378922390.151162107761353
39112.8112.674963841960.1250361580395
40113.44113.642734732079-0.202734732078643
41113.53113.808412948369-0.27841294836887
42114.53114.0279210311060.502078968893661
43114.51114.1632056719520.346794328048282
44115.05114.7576062576160.292393742383994
45116.67116.1612407390810.508759260918836
46117.07116.5411312797760.5288687202239
47116.92116.7120198232850.20798017671456
48117116.909281499130.09071850087047
49117.02117.172756521773-0.15275652177332
50117.35117.373491749097-0.0234917490968215
51117.36117.662015187647-0.302015187646593
52117.82118.131664876574-0.311664876574018
53117.88118.314612100168-0.434612100168289
54118.24118.541335640938-0.301335640938112
55118.5118.713593855021-0.213593855020616
56118.8118.891429501489-0.0914295014887887
57119.76119.7466213231540.0133786768455257
58120.09119.9070892122260.18291078777441

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 101.76 & 101.563207017546 & 0.196792982453787 \tabularnewline
2 & 102.37 & 101.711482048995 & 0.658517951004513 \tabularnewline
3 & 102.38 & 101.884107368245 & 0.495892631755448 \tabularnewline
4 & 102.86 & 102.458721451113 & 0.401278548887448 \tabularnewline
5 & 102.87 & 102.607031910006 & 0.262968089994279 \tabularnewline
6 & 102.92 & 102.776183677775 & 0.143816322224634 \tabularnewline
7 & 102.95 & 102.943598669805 & 0.00640133019470009 \tabularnewline
8 & 103.02 & 103.127513031362 & -0.107513031362447 \tabularnewline
9 & 104.08 & 104.229980392039 & -0.149980392038948 \tabularnewline
10 & 104.16 & 104.386124055483 & -0.226124055482673 \tabularnewline
11 & 104.24 & 104.543986780944 & -0.30398678094423 \tabularnewline
12 & 104.33 & 104.720541325449 & -0.390541325448612 \tabularnewline
13 & 104.73 & 104.972360710752 & -0.242360710751866 \tabularnewline
14 & 104.86 & 105.138038927042 & -0.278038927042102 \tabularnewline
15 & 105.03 & 105.30245375509 & -0.272453755090422 \tabularnewline
16 & 105.62 & 105.802771347119 & -0.182771347119409 \tabularnewline
17 & 105.63 & 105.961502460451 & -0.331502460450827 \tabularnewline
18 & 105.63 & 106.13065422822 & -0.500654228220469 \tabularnewline
19 & 105.94 & 106.434089502571 & -0.494089502570981 \tabularnewline
20 & 106.61 & 106.598030943122 & 0.0119690568784954 \tabularnewline
21 & 107.69 & 107.841375106177 & -0.151375106177316 \tabularnewline
22 & 107.78 & 108.0496928967 & -0.269692896699708 \tabularnewline
23 & 107.93 & 108.290052469797 & -0.360052469797278 \tabularnewline
24 & 108.48 & 108.514036669421 & -0.0340366694207803 \tabularnewline
25 & 108.14 & 107.99118033495 & 0.14881966505005 \tabularnewline
26 & 108.48 & 108.15946371485 & 0.320536285150265 \tabularnewline
27 & 108.48 & 108.309510949483 & 0.170489050517385 \tabularnewline
28 & 108.89 & 108.942272360439 & -0.0522723604392227 \tabularnewline
29 & 108.93 & 109.100233835994 & -0.170233835993785 \tabularnewline
30 & 109.21 & 109.251149458497 & -0.0411494584965308 \tabularnewline
31 & 109.47 & 109.389907650821 & 0.0800923491786823 \tabularnewline
32 & 109.8 & 109.568449612417 & 0.231550387582934 \tabularnewline
33 & 111.73 & 111.378145785349 & 0.351854214650791 \tabularnewline
34 & 111.85 & 111.60330215536 & 0.246697844640152 \tabularnewline
35 & 112.12 & 111.878761699173 & 0.241238300827328 \tabularnewline
36 & 112.15 & 112.064681191543 & 0.0853188084569532 \tabularnewline
37 & 112.17 & 112.303438821221 & -0.133438821220662 \tabularnewline
38 & 112.67 & 112.518837892239 & 0.151162107761353 \tabularnewline
39 & 112.8 & 112.67496384196 & 0.1250361580395 \tabularnewline
40 & 113.44 & 113.642734732079 & -0.202734732078643 \tabularnewline
41 & 113.53 & 113.808412948369 & -0.27841294836887 \tabularnewline
42 & 114.53 & 114.027921031106 & 0.502078968893661 \tabularnewline
43 & 114.51 & 114.163205671952 & 0.346794328048282 \tabularnewline
44 & 115.05 & 114.757606257616 & 0.292393742383994 \tabularnewline
45 & 116.67 & 116.161240739081 & 0.508759260918836 \tabularnewline
46 & 117.07 & 116.541131279776 & 0.5288687202239 \tabularnewline
47 & 116.92 & 116.712019823285 & 0.20798017671456 \tabularnewline
48 & 117 & 116.90928149913 & 0.09071850087047 \tabularnewline
49 & 117.02 & 117.172756521773 & -0.15275652177332 \tabularnewline
50 & 117.35 & 117.373491749097 & -0.0234917490968215 \tabularnewline
51 & 117.36 & 117.662015187647 & -0.302015187646593 \tabularnewline
52 & 117.82 & 118.131664876574 & -0.311664876574018 \tabularnewline
53 & 117.88 & 118.314612100168 & -0.434612100168289 \tabularnewline
54 & 118.24 & 118.541335640938 & -0.301335640938112 \tabularnewline
55 & 118.5 & 118.713593855021 & -0.213593855020616 \tabularnewline
56 & 118.8 & 118.891429501489 & -0.0914295014887887 \tabularnewline
57 & 119.76 & 119.746621323154 & 0.0133786768455257 \tabularnewline
58 & 120.09 & 119.907089212226 & 0.18291078777441 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=145968&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]101.563207017546[/C][C]0.196792982453787[/C][/ROW]
[ROW][C]2[/C][C]102.37[/C][C]101.711482048995[/C][C]0.658517951004513[/C][/ROW]
[ROW][C]3[/C][C]102.38[/C][C]101.884107368245[/C][C]0.495892631755448[/C][/ROW]
[ROW][C]4[/C][C]102.86[/C][C]102.458721451113[/C][C]0.401278548887448[/C][/ROW]
[ROW][C]5[/C][C]102.87[/C][C]102.607031910006[/C][C]0.262968089994279[/C][/ROW]
[ROW][C]6[/C][C]102.92[/C][C]102.776183677775[/C][C]0.143816322224634[/C][/ROW]
[ROW][C]7[/C][C]102.95[/C][C]102.943598669805[/C][C]0.00640133019470009[/C][/ROW]
[ROW][C]8[/C][C]103.02[/C][C]103.127513031362[/C][C]-0.107513031362447[/C][/ROW]
[ROW][C]9[/C][C]104.08[/C][C]104.229980392039[/C][C]-0.149980392038948[/C][/ROW]
[ROW][C]10[/C][C]104.16[/C][C]104.386124055483[/C][C]-0.226124055482673[/C][/ROW]
[ROW][C]11[/C][C]104.24[/C][C]104.543986780944[/C][C]-0.30398678094423[/C][/ROW]
[ROW][C]12[/C][C]104.33[/C][C]104.720541325449[/C][C]-0.390541325448612[/C][/ROW]
[ROW][C]13[/C][C]104.73[/C][C]104.972360710752[/C][C]-0.242360710751866[/C][/ROW]
[ROW][C]14[/C][C]104.86[/C][C]105.138038927042[/C][C]-0.278038927042102[/C][/ROW]
[ROW][C]15[/C][C]105.03[/C][C]105.30245375509[/C][C]-0.272453755090422[/C][/ROW]
[ROW][C]16[/C][C]105.62[/C][C]105.802771347119[/C][C]-0.182771347119409[/C][/ROW]
[ROW][C]17[/C][C]105.63[/C][C]105.961502460451[/C][C]-0.331502460450827[/C][/ROW]
[ROW][C]18[/C][C]105.63[/C][C]106.13065422822[/C][C]-0.500654228220469[/C][/ROW]
[ROW][C]19[/C][C]105.94[/C][C]106.434089502571[/C][C]-0.494089502570981[/C][/ROW]
[ROW][C]20[/C][C]106.61[/C][C]106.598030943122[/C][C]0.0119690568784954[/C][/ROW]
[ROW][C]21[/C][C]107.69[/C][C]107.841375106177[/C][C]-0.151375106177316[/C][/ROW]
[ROW][C]22[/C][C]107.78[/C][C]108.0496928967[/C][C]-0.269692896699708[/C][/ROW]
[ROW][C]23[/C][C]107.93[/C][C]108.290052469797[/C][C]-0.360052469797278[/C][/ROW]
[ROW][C]24[/C][C]108.48[/C][C]108.514036669421[/C][C]-0.0340366694207803[/C][/ROW]
[ROW][C]25[/C][C]108.14[/C][C]107.99118033495[/C][C]0.14881966505005[/C][/ROW]
[ROW][C]26[/C][C]108.48[/C][C]108.15946371485[/C][C]0.320536285150265[/C][/ROW]
[ROW][C]27[/C][C]108.48[/C][C]108.309510949483[/C][C]0.170489050517385[/C][/ROW]
[ROW][C]28[/C][C]108.89[/C][C]108.942272360439[/C][C]-0.0522723604392227[/C][/ROW]
[ROW][C]29[/C][C]108.93[/C][C]109.100233835994[/C][C]-0.170233835993785[/C][/ROW]
[ROW][C]30[/C][C]109.21[/C][C]109.251149458497[/C][C]-0.0411494584965308[/C][/ROW]
[ROW][C]31[/C][C]109.47[/C][C]109.389907650821[/C][C]0.0800923491786823[/C][/ROW]
[ROW][C]32[/C][C]109.8[/C][C]109.568449612417[/C][C]0.231550387582934[/C][/ROW]
[ROW][C]33[/C][C]111.73[/C][C]111.378145785349[/C][C]0.351854214650791[/C][/ROW]
[ROW][C]34[/C][C]111.85[/C][C]111.60330215536[/C][C]0.246697844640152[/C][/ROW]
[ROW][C]35[/C][C]112.12[/C][C]111.878761699173[/C][C]0.241238300827328[/C][/ROW]
[ROW][C]36[/C][C]112.15[/C][C]112.064681191543[/C][C]0.0853188084569532[/C][/ROW]
[ROW][C]37[/C][C]112.17[/C][C]112.303438821221[/C][C]-0.133438821220662[/C][/ROW]
[ROW][C]38[/C][C]112.67[/C][C]112.518837892239[/C][C]0.151162107761353[/C][/ROW]
[ROW][C]39[/C][C]112.8[/C][C]112.67496384196[/C][C]0.1250361580395[/C][/ROW]
[ROW][C]40[/C][C]113.44[/C][C]113.642734732079[/C][C]-0.202734732078643[/C][/ROW]
[ROW][C]41[/C][C]113.53[/C][C]113.808412948369[/C][C]-0.27841294836887[/C][/ROW]
[ROW][C]42[/C][C]114.53[/C][C]114.027921031106[/C][C]0.502078968893661[/C][/ROW]
[ROW][C]43[/C][C]114.51[/C][C]114.163205671952[/C][C]0.346794328048282[/C][/ROW]
[ROW][C]44[/C][C]115.05[/C][C]114.757606257616[/C][C]0.292393742383994[/C][/ROW]
[ROW][C]45[/C][C]116.67[/C][C]116.161240739081[/C][C]0.508759260918836[/C][/ROW]
[ROW][C]46[/C][C]117.07[/C][C]116.541131279776[/C][C]0.5288687202239[/C][/ROW]
[ROW][C]47[/C][C]116.92[/C][C]116.712019823285[/C][C]0.20798017671456[/C][/ROW]
[ROW][C]48[/C][C]117[/C][C]116.90928149913[/C][C]0.09071850087047[/C][/ROW]
[ROW][C]49[/C][C]117.02[/C][C]117.172756521773[/C][C]-0.15275652177332[/C][/ROW]
[ROW][C]50[/C][C]117.35[/C][C]117.373491749097[/C][C]-0.0234917490968215[/C][/ROW]
[ROW][C]51[/C][C]117.36[/C][C]117.662015187647[/C][C]-0.302015187646593[/C][/ROW]
[ROW][C]52[/C][C]117.82[/C][C]118.131664876574[/C][C]-0.311664876574018[/C][/ROW]
[ROW][C]53[/C][C]117.88[/C][C]118.314612100168[/C][C]-0.434612100168289[/C][/ROW]
[ROW][C]54[/C][C]118.24[/C][C]118.541335640938[/C][C]-0.301335640938112[/C][/ROW]
[ROW][C]55[/C][C]118.5[/C][C]118.713593855021[/C][C]-0.213593855020616[/C][/ROW]
[ROW][C]56[/C][C]118.8[/C][C]118.891429501489[/C][C]-0.0914295014887887[/C][/ROW]
[ROW][C]57[/C][C]119.76[/C][C]119.746621323154[/C][C]0.0133786768455257[/C][/ROW]
[ROW][C]58[/C][C]120.09[/C][C]119.907089212226[/C][C]0.18291078777441[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=145968&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=145968&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
1101.76101.5632070175460.196792982453787
2102.37101.7114820489950.658517951004513
3102.38101.8841073682450.495892631755448
4102.86102.4587214511130.401278548887448
5102.87102.6070319100060.262968089994279
6102.92102.7761836777750.143816322224634
7102.95102.9435986698050.00640133019470009
8103.02103.127513031362-0.107513031362447
9104.08104.229980392039-0.149980392038948
10104.16104.386124055483-0.226124055482673
11104.24104.543986780944-0.30398678094423
12104.33104.720541325449-0.390541325448612
13104.73104.972360710752-0.242360710751866
14104.86105.138038927042-0.278038927042102
15105.03105.30245375509-0.272453755090422
16105.62105.802771347119-0.182771347119409
17105.63105.961502460451-0.331502460450827
18105.63106.13065422822-0.500654228220469
19105.94106.434089502571-0.494089502570981
20106.61106.5980309431220.0119690568784954
21107.69107.841375106177-0.151375106177316
22107.78108.0496928967-0.269692896699708
23107.93108.290052469797-0.360052469797278
24108.48108.514036669421-0.0340366694207803
25108.14107.991180334950.14881966505005
26108.48108.159463714850.320536285150265
27108.48108.3095109494830.170489050517385
28108.89108.942272360439-0.0522723604392227
29108.93109.100233835994-0.170233835993785
30109.21109.251149458497-0.0411494584965308
31109.47109.3899076508210.0800923491786823
32109.8109.5684496124170.231550387582934
33111.73111.3781457853490.351854214650791
34111.85111.603302155360.246697844640152
35112.12111.8787616991730.241238300827328
36112.15112.0646811915430.0853188084569532
37112.17112.303438821221-0.133438821220662
38112.67112.5188378922390.151162107761353
39112.8112.674963841960.1250361580395
40113.44113.642734732079-0.202734732078643
41113.53113.808412948369-0.27841294836887
42114.53114.0279210311060.502078968893661
43114.51114.1632056719520.346794328048282
44115.05114.7576062576160.292393742383994
45116.67116.1612407390810.508759260918836
46117.07116.5411312797760.5288687202239
47116.92116.7120198232850.20798017671456
48117116.909281499130.09071850087047
49117.02117.172756521773-0.15275652177332
50117.35117.373491749097-0.0234917490968215
51117.36117.662015187647-0.302015187646593
52117.82118.131664876574-0.311664876574018
53117.88118.314612100168-0.434612100168289
54118.24118.541335640938-0.301335640938112
55118.5118.713593855021-0.213593855020616
56118.8118.891429501489-0.0914295014887887
57119.76119.7466213231540.0133786768455257
58120.09119.9070892122260.18291078777441







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
100.1124209265881030.2248418531762060.887579073411897
110.04761017420463560.09522034840927120.952389825795364
120.2268248639964750.4536497279929490.773175136003525
130.1370163961977950.274032792395590.862983603802205
140.07689295768140860.1537859153628170.923107042318591
150.05691248142668190.1138249628533640.943087518573318
160.0412454120766410.08249082415328210.958754587923359
170.02555297929670690.05110595859341370.974447020703293
180.02305810277983520.04611620555967050.976941897220165
190.02864981538648320.05729963077296640.971350184613517
200.228152379996680.456304759993360.77184762000332
210.2740591479129920.5481182958259850.725940852087008
220.2713692705165410.5427385410330820.728630729483459
230.3120267234249180.6240534468498370.687973276575082
240.3553816987701290.7107633975402580.644618301229871
250.3206374736212410.6412749472424820.679362526378759
260.4791816071588620.9583632143177240.520818392841138
270.4975483588993050.995096717798610.502451641100695
280.4908917165387260.9817834330774530.509108283461273
290.4252697746914140.8505395493828280.574730225308586
300.3667705236944360.7335410473888720.633229476305564
310.3874967127630420.7749934255260830.612503287236958
320.425619467204280.8512389344085610.57438053279572
330.6612522175707010.6774955648585990.338747782429299
340.5921206579249670.8157586841500660.407879342075033
350.5244227725775230.9511544548449540.475577227422477
360.5801186329488190.8397627341023610.419881367051181
370.6551906805352130.6896186389295730.344809319464787
380.5825664765727240.8348670468545520.417433523427276
390.5214168485739920.9571663028520160.478583151426008
400.5024586399166760.9950827201666470.497541360083324
410.9011802122053030.1976395755893950.0988197877946974
420.9056510515856390.1886978968287230.0943489484143614
430.9174040125425620.1651919749148760.0825959874574382
440.8850625652116350.229874869576730.114937434788365
450.8241221369021340.3517557261957310.175877863097866
460.9838338295001580.0323323409996840.016166170499842
470.9834143991782960.03317120164340760.0165856008217038
480.9449052856591280.1101894286817450.0550947143408724

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
10 & 0.112420926588103 & 0.224841853176206 & 0.887579073411897 \tabularnewline
11 & 0.0476101742046356 & 0.0952203484092712 & 0.952389825795364 \tabularnewline
12 & 0.226824863996475 & 0.453649727992949 & 0.773175136003525 \tabularnewline
13 & 0.137016396197795 & 0.27403279239559 & 0.862983603802205 \tabularnewline
14 & 0.0768929576814086 & 0.153785915362817 & 0.923107042318591 \tabularnewline
15 & 0.0569124814266819 & 0.113824962853364 & 0.943087518573318 \tabularnewline
16 & 0.041245412076641 & 0.0824908241532821 & 0.958754587923359 \tabularnewline
17 & 0.0255529792967069 & 0.0511059585934137 & 0.974447020703293 \tabularnewline
18 & 0.0230581027798352 & 0.0461162055596705 & 0.976941897220165 \tabularnewline
19 & 0.0286498153864832 & 0.0572996307729664 & 0.971350184613517 \tabularnewline
20 & 0.22815237999668 & 0.45630475999336 & 0.77184762000332 \tabularnewline
21 & 0.274059147912992 & 0.548118295825985 & 0.725940852087008 \tabularnewline
22 & 0.271369270516541 & 0.542738541033082 & 0.728630729483459 \tabularnewline
23 & 0.312026723424918 & 0.624053446849837 & 0.687973276575082 \tabularnewline
24 & 0.355381698770129 & 0.710763397540258 & 0.644618301229871 \tabularnewline
25 & 0.320637473621241 & 0.641274947242482 & 0.679362526378759 \tabularnewline
26 & 0.479181607158862 & 0.958363214317724 & 0.520818392841138 \tabularnewline
27 & 0.497548358899305 & 0.99509671779861 & 0.502451641100695 \tabularnewline
28 & 0.490891716538726 & 0.981783433077453 & 0.509108283461273 \tabularnewline
29 & 0.425269774691414 & 0.850539549382828 & 0.574730225308586 \tabularnewline
30 & 0.366770523694436 & 0.733541047388872 & 0.633229476305564 \tabularnewline
31 & 0.387496712763042 & 0.774993425526083 & 0.612503287236958 \tabularnewline
32 & 0.42561946720428 & 0.851238934408561 & 0.57438053279572 \tabularnewline
33 & 0.661252217570701 & 0.677495564858599 & 0.338747782429299 \tabularnewline
34 & 0.592120657924967 & 0.815758684150066 & 0.407879342075033 \tabularnewline
35 & 0.524422772577523 & 0.951154454844954 & 0.475577227422477 \tabularnewline
36 & 0.580118632948819 & 0.839762734102361 & 0.419881367051181 \tabularnewline
37 & 0.655190680535213 & 0.689618638929573 & 0.344809319464787 \tabularnewline
38 & 0.582566476572724 & 0.834867046854552 & 0.417433523427276 \tabularnewline
39 & 0.521416848573992 & 0.957166302852016 & 0.478583151426008 \tabularnewline
40 & 0.502458639916676 & 0.995082720166647 & 0.497541360083324 \tabularnewline
41 & 0.901180212205303 & 0.197639575589395 & 0.0988197877946974 \tabularnewline
42 & 0.905651051585639 & 0.188697896828723 & 0.0943489484143614 \tabularnewline
43 & 0.917404012542562 & 0.165191974914876 & 0.0825959874574382 \tabularnewline
44 & 0.885062565211635 & 0.22987486957673 & 0.114937434788365 \tabularnewline
45 & 0.824122136902134 & 0.351755726195731 & 0.175877863097866 \tabularnewline
46 & 0.983833829500158 & 0.032332340999684 & 0.016166170499842 \tabularnewline
47 & 0.983414399178296 & 0.0331712016434076 & 0.0165856008217038 \tabularnewline
48 & 0.944905285659128 & 0.110189428681745 & 0.0550947143408724 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=145968&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]10[/C][C]0.112420926588103[/C][C]0.224841853176206[/C][C]0.887579073411897[/C][/ROW]
[ROW][C]11[/C][C]0.0476101742046356[/C][C]0.0952203484092712[/C][C]0.952389825795364[/C][/ROW]
[ROW][C]12[/C][C]0.226824863996475[/C][C]0.453649727992949[/C][C]0.773175136003525[/C][/ROW]
[ROW][C]13[/C][C]0.137016396197795[/C][C]0.27403279239559[/C][C]0.862983603802205[/C][/ROW]
[ROW][C]14[/C][C]0.0768929576814086[/C][C]0.153785915362817[/C][C]0.923107042318591[/C][/ROW]
[ROW][C]15[/C][C]0.0569124814266819[/C][C]0.113824962853364[/C][C]0.943087518573318[/C][/ROW]
[ROW][C]16[/C][C]0.041245412076641[/C][C]0.0824908241532821[/C][C]0.958754587923359[/C][/ROW]
[ROW][C]17[/C][C]0.0255529792967069[/C][C]0.0511059585934137[/C][C]0.974447020703293[/C][/ROW]
[ROW][C]18[/C][C]0.0230581027798352[/C][C]0.0461162055596705[/C][C]0.976941897220165[/C][/ROW]
[ROW][C]19[/C][C]0.0286498153864832[/C][C]0.0572996307729664[/C][C]0.971350184613517[/C][/ROW]
[ROW][C]20[/C][C]0.22815237999668[/C][C]0.45630475999336[/C][C]0.77184762000332[/C][/ROW]
[ROW][C]21[/C][C]0.274059147912992[/C][C]0.548118295825985[/C][C]0.725940852087008[/C][/ROW]
[ROW][C]22[/C][C]0.271369270516541[/C][C]0.542738541033082[/C][C]0.728630729483459[/C][/ROW]
[ROW][C]23[/C][C]0.312026723424918[/C][C]0.624053446849837[/C][C]0.687973276575082[/C][/ROW]
[ROW][C]24[/C][C]0.355381698770129[/C][C]0.710763397540258[/C][C]0.644618301229871[/C][/ROW]
[ROW][C]25[/C][C]0.320637473621241[/C][C]0.641274947242482[/C][C]0.679362526378759[/C][/ROW]
[ROW][C]26[/C][C]0.479181607158862[/C][C]0.958363214317724[/C][C]0.520818392841138[/C][/ROW]
[ROW][C]27[/C][C]0.497548358899305[/C][C]0.99509671779861[/C][C]0.502451641100695[/C][/ROW]
[ROW][C]28[/C][C]0.490891716538726[/C][C]0.981783433077453[/C][C]0.509108283461273[/C][/ROW]
[ROW][C]29[/C][C]0.425269774691414[/C][C]0.850539549382828[/C][C]0.574730225308586[/C][/ROW]
[ROW][C]30[/C][C]0.366770523694436[/C][C]0.733541047388872[/C][C]0.633229476305564[/C][/ROW]
[ROW][C]31[/C][C]0.387496712763042[/C][C]0.774993425526083[/C][C]0.612503287236958[/C][/ROW]
[ROW][C]32[/C][C]0.42561946720428[/C][C]0.851238934408561[/C][C]0.57438053279572[/C][/ROW]
[ROW][C]33[/C][C]0.661252217570701[/C][C]0.677495564858599[/C][C]0.338747782429299[/C][/ROW]
[ROW][C]34[/C][C]0.592120657924967[/C][C]0.815758684150066[/C][C]0.407879342075033[/C][/ROW]
[ROW][C]35[/C][C]0.524422772577523[/C][C]0.951154454844954[/C][C]0.475577227422477[/C][/ROW]
[ROW][C]36[/C][C]0.580118632948819[/C][C]0.839762734102361[/C][C]0.419881367051181[/C][/ROW]
[ROW][C]37[/C][C]0.655190680535213[/C][C]0.689618638929573[/C][C]0.344809319464787[/C][/ROW]
[ROW][C]38[/C][C]0.582566476572724[/C][C]0.834867046854552[/C][C]0.417433523427276[/C][/ROW]
[ROW][C]39[/C][C]0.521416848573992[/C][C]0.957166302852016[/C][C]0.478583151426008[/C][/ROW]
[ROW][C]40[/C][C]0.502458639916676[/C][C]0.995082720166647[/C][C]0.497541360083324[/C][/ROW]
[ROW][C]41[/C][C]0.901180212205303[/C][C]0.197639575589395[/C][C]0.0988197877946974[/C][/ROW]
[ROW][C]42[/C][C]0.905651051585639[/C][C]0.188697896828723[/C][C]0.0943489484143614[/C][/ROW]
[ROW][C]43[/C][C]0.917404012542562[/C][C]0.165191974914876[/C][C]0.0825959874574382[/C][/ROW]
[ROW][C]44[/C][C]0.885062565211635[/C][C]0.22987486957673[/C][C]0.114937434788365[/C][/ROW]
[ROW][C]45[/C][C]0.824122136902134[/C][C]0.351755726195731[/C][C]0.175877863097866[/C][/ROW]
[ROW][C]46[/C][C]0.983833829500158[/C][C]0.032332340999684[/C][C]0.016166170499842[/C][/ROW]
[ROW][C]47[/C][C]0.983414399178296[/C][C]0.0331712016434076[/C][C]0.0165856008217038[/C][/ROW]
[ROW][C]48[/C][C]0.944905285659128[/C][C]0.110189428681745[/C][C]0.0550947143408724[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=145968&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=145968&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
100.1124209265881030.2248418531762060.887579073411897
110.04761017420463560.09522034840927120.952389825795364
120.2268248639964750.4536497279929490.773175136003525
130.1370163961977950.274032792395590.862983603802205
140.07689295768140860.1537859153628170.923107042318591
150.05691248142668190.1138249628533640.943087518573318
160.0412454120766410.08249082415328210.958754587923359
170.02555297929670690.05110595859341370.974447020703293
180.02305810277983520.04611620555967050.976941897220165
190.02864981538648320.05729963077296640.971350184613517
200.228152379996680.456304759993360.77184762000332
210.2740591479129920.5481182958259850.725940852087008
220.2713692705165410.5427385410330820.728630729483459
230.3120267234249180.6240534468498370.687973276575082
240.3553816987701290.7107633975402580.644618301229871
250.3206374736212410.6412749472424820.679362526378759
260.4791816071588620.9583632143177240.520818392841138
270.4975483588993050.995096717798610.502451641100695
280.4908917165387260.9817834330774530.509108283461273
290.4252697746914140.8505395493828280.574730225308586
300.3667705236944360.7335410473888720.633229476305564
310.3874967127630420.7749934255260830.612503287236958
320.425619467204280.8512389344085610.57438053279572
330.6612522175707010.6774955648585990.338747782429299
340.5921206579249670.8157586841500660.407879342075033
350.5244227725775230.9511544548449540.475577227422477
360.5801186329488190.8397627341023610.419881367051181
370.6551906805352130.6896186389295730.344809319464787
380.5825664765727240.8348670468545520.417433523427276
390.5214168485739920.9571663028520160.478583151426008
400.5024586399166760.9950827201666470.497541360083324
410.9011802122053030.1976395755893950.0988197877946974
420.9056510515856390.1886978968287230.0943489484143614
430.9174040125425620.1651919749148760.0825959874574382
440.8850625652116350.229874869576730.114937434788365
450.8241221369021340.3517557261957310.175877863097866
460.9838338295001580.0323323409996840.016166170499842
470.9834143991782960.03317120164340760.0165856008217038
480.9449052856591280.1101894286817450.0550947143408724







Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level30.0769230769230769NOK
10% type I error level70.179487179487179NOK

\begin{tabular}{lllllllll}
\hline
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
Description & # significant tests & % significant tests & OK/NOK \tabularnewline
1% type I error level & 0 & 0 & OK \tabularnewline
5% type I error level & 3 & 0.0769230769230769 & NOK \tabularnewline
10% type I error level & 7 & 0.179487179487179 & NOK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=145968&T=6

[TABLE]
[ROW][C]Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity[/C][/ROW]
[ROW][C]Description[/C][C]# significant tests[/C][C]% significant tests[/C][C]OK/NOK[/C][/ROW]
[ROW][C]1% type I error level[/C][C]0[/C][C]0[/C][C]OK[/C][/ROW]
[ROW][C]5% type I error level[/C][C]3[/C][C]0.0769230769230769[/C][C]NOK[/C][/ROW]
[ROW][C]10% type I error level[/C][C]7[/C][C]0.179487179487179[/C][C]NOK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=145968&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=145968&T=6

As an alternative you can also use a QR Code:  

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

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level30.0769230769230769NOK
10% type I error level70.179487179487179NOK



Parameters (Session):
par1 = 5 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ;
Parameters (R input):
par1 = 6 ; 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')
}