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Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_multipleregression.wasp
Title produced by softwareMultiple Regression
Date of computationMon, 10 Dec 2012 16:28:04 -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/2012/Dec/10/t1355174903hoktvba32ufyv9l.htm/, Retrieved Thu, 18 Apr 2024 17:29:55 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=198344, Retrieved Thu, 18 Apr 2024 17:29:55 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact115
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Multiple Regression] [Competence to learn] [2010-11-17 07:43:53] [b98453cac15ba1066b407e146608df68]
-   PD  [Multiple Regression] [] [2012-11-20 19:56:15] [147786ccb76fa00e429d4b9f5f28b291]
-   PD    [Multiple Regression] [] [2012-12-10 20:26:46] [147786ccb76fa00e429d4b9f5f28b291]
- R PD        [Multiple Regression] [] [2012-12-10 21:28:04] [26ce3afa84a4087bb435ca409d5552c3] [Current]
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Dataseries X:
6.80	225.00	0.44	0.67	9.20
6.30	180.00	0.44	0.80	11.70
6.40	190.00	0.46	0.76	15.80
6.20	180.00	0.42	0.65	8.60
6.90	205.00	0.45	0.90	23.20
6.40	225.00	0.43	0.78	27.40
6.30	185.00	0.49	0.77	9.30
6.80	235.00	0.47	0.75	16.00
6.90	235.00	0.44	0.82	4.70
6.70	210.00	0.48	0.83	12.50
6.90	245.00	0.52	0.63	20.10
6.90	245.00	0.49	0.76	9.10
6.30	185.00	0.37	0.71	8.10
6.10	185.00	0.42	0.78	8.60
6.20	180.00	0.44	0.78	20.30
6.80	220.00	0.50	0.88	25.00
6.50	194.00	0.50	0.83	19.20
7.60	225.00	0.43	0.57	3.30
6.30	210.00	0.37	0.82	11.20
7.10	240.00	0.50	0.71	10.50
6.80	225.00	0.40	0.77	10.10
7.30	263.00	0.48	0.66	7.20
6.40	210.00	0.48	0.24	13.60
6.80	235.00	0.43	0.73	9.00
7.20	230.00	0.56	0.72	24.60
6.40	190.00	0.44	0.76	12.60
6.60	220.00	0.49	0.75	5.60
6.80	210.00	0.40	0.74	8.70
6.10	180.00	0.42	0.71	7.70
6.50	235.00	0.49	0.74	24.10
6.40	185.00	0.48	0.86	11.70
6.00	175.00	0.39	0.72	7.70
6.00	192.00	0.44	0.79	9.60
7.30	263.00	0.48	0.66	7.20
6.10	180.00	0.34	0.82	12.30
6.70	240.00	0.52	0.73	8.90
6.40	210.00	0.48	0.85	13.60
5.80	160.00	0.41	0.81	11.20
6.90	230.00	0.41	0.60	2.80
7.00	245.00	0.41	0.57	3.20
7.30	228.00	0.45	0.73	9.40
5.90	155.00	0.29	0.71	11.90
6.20	200.00	0.45	0.80	15.40
6.80	235.00	0.55	0.78	7.40
7.00	235.00	0.48	0.74	18.90
5.90	105.00	0.36	0.84	7.90
6.10	180.00	0.53	0.79	12.20
5.70	185.00	0.35	0.70	11.00
7.10	245.00	0.41	0.78	2.80
5.80	180.00	0.43	0.87	11.80
7.40	240.00	0.60	0.71	17.10
6.80	225.00	0.48	0.70	11.60
6.80	215.00	0.46	0.73	5.80
7.00	230.00	0.44	0.76	8.30




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time7 seconds
R Server'Herman Ole Andreas Wold' @ wold.wessa.net
R Framework error message
The field 'Names of X columns' contains a hard return which cannot be interpreted.
Please, resubmit your request without hard returns in the 'Names of X columns'.

\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 & 7 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
R Framework error message & 
The field 'Names of X columns' contains a hard return which cannot be interpreted.
Please, resubmit your request without hard returns in the 'Names of X columns'.
\tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=198344&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]7 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[ROW][C]R Framework error message[/C][C]
The field 'Names of X columns' contains a hard return which cannot be interpreted.
Please, resubmit your request without hard returns in the 'Names of X columns'.
[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=198344&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=198344&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 time7 seconds
R Server'Herman Ole Andreas Wold' @ wold.wessa.net
R Framework error message
The field 'Names of X columns' contains a hard return which cannot be interpreted.
Please, resubmit your request without hard returns in the 'Names of X columns'.







Multiple Linear Regression - Estimated Regression Equation
X1[t] = + 3.78840611306684 + 0.0115218273554624X2[t] + 1.12253997026526X3[t] -0.0380422350614909X4[t] -0.00819222035276419`X5\r`[t] + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
X1[t] =  +  3.78840611306684 +  0.0115218273554624X2[t] +  1.12253997026526X3[t] -0.0380422350614909X4[t] -0.00819222035276419`X5\r`[t]  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=198344&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]X1[t] =  +  3.78840611306684 +  0.0115218273554624X2[t] +  1.12253997026526X3[t] -0.0380422350614909X4[t] -0.00819222035276419`X5\r`[t]  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=198344&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=198344&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
X1[t] = + 3.78840611306684 + 0.0115218273554624X2[t] + 1.12253997026526X3[t] -0.0380422350614909X4[t] -0.00819222035276419`X5\r`[t] + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)3.788406113066840.4487548.442100
X20.01152182735546240.0014417.998300
X31.122539970265260.7831261.43340.1580910.079046
X4-0.03804223506149090.377025-0.10090.9200410.46002
`X5\r`-0.008192220352764190.006628-1.2360.2223370.111168

\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) & 3.78840611306684 & 0.448754 & 8.4421 & 0 & 0 \tabularnewline
X2 & 0.0115218273554624 & 0.001441 & 7.9983 & 0 & 0 \tabularnewline
X3 & 1.12253997026526 & 0.783126 & 1.4334 & 0.158091 & 0.079046 \tabularnewline
X4 & -0.0380422350614909 & 0.377025 & -0.1009 & 0.920041 & 0.46002 \tabularnewline
`X5\r` & -0.00819222035276419 & 0.006628 & -1.236 & 0.222337 & 0.111168 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=198344&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]3.78840611306684[/C][C]0.448754[/C][C]8.4421[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]X2[/C][C]0.0115218273554624[/C][C]0.001441[/C][C]7.9983[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]X3[/C][C]1.12253997026526[/C][C]0.783126[/C][C]1.4334[/C][C]0.158091[/C][C]0.079046[/C][/ROW]
[ROW][C]X4[/C][C]-0.0380422350614909[/C][C]0.377025[/C][C]-0.1009[/C][C]0.920041[/C][C]0.46002[/C][/ROW]
[ROW][C]`X5\r`[/C][C]-0.00819222035276419[/C][C]0.006628[/C][C]-1.236[/C][C]0.222337[/C][C]0.111168[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=198344&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=198344&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)3.788406113066840.4487548.442100
X20.01152182735546240.0014417.998300
X31.122539970265260.7831261.43340.1580910.079046
X4-0.03804223506149090.377025-0.10090.9200410.46002
`X5\r`-0.008192220352764190.006628-1.2360.2223370.111168







Multiple Linear Regression - Regression Statistics
Multiple R0.84372399458813
R-squared0.71187017904375
Adjusted R-squared0.688349377333036
F-TEST (value)30.265557602974
F-TEST (DF numerator)4
F-TEST (DF denominator)49
p-value1.0609291223318e-12
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.256180564061598
Sum Squared Residuals3.215795588743

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.84372399458813 \tabularnewline
R-squared & 0.71187017904375 \tabularnewline
Adjusted R-squared & 0.688349377333036 \tabularnewline
F-TEST (value) & 30.265557602974 \tabularnewline
F-TEST (DF numerator) & 4 \tabularnewline
F-TEST (DF denominator) & 49 \tabularnewline
p-value & 1.0609291223318e-12 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 0.256180564061598 \tabularnewline
Sum Squared Residuals & 3.215795588743 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=198344&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.84372399458813[/C][/ROW]
[ROW][C]R-squared[/C][C]0.71187017904375[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]0.688349377333036[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]30.265557602974[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]4[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]49[/C][/ROW]
[ROW][C]p-value[/C][C]1.0609291223318e-12[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C]0.256180564061598[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]3.215795588743[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=198344&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=198344&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 R0.84372399458813
R-squared0.71187017904375
Adjusted R-squared0.688349377333036
F-TEST (value)30.265557602974
F-TEST (DF numerator)4
F-TEST (DF denominator)49
p-value1.0609291223318e-12
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.256180564061598
Sum Squared Residuals3.215795588743







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
16.86.773878130225960.0261218697740364
26.36.229969857790250.0700301422097456
36.46.335572516706310.0644274832936906
46.26.23862127673774-0.0386212767377413
56.96.431226183816530.468773816183471
66.46.60936967424624-0.209369674246241
76.36.36450858897931-0.0645085889793082
86.86.86402212568483-0.0640221256848324
96.96.92025506010881-0.0202550601088051
106.76.612831233930680.0871687660693198
116.97.00634436251377-0.106344362513765
126.97.05783709672822-0.157837096728219
136.36.241916991074480.0580830089255168
146.16.29128492295706-0.19128492295706
156.26.160277607457710.0397223925422883
166.86.646195440727980.153804559272017
176.56.396044919285070.103955080714933
187.66.814791054110770.785208945889228
196.36.50038214601071-0.20038214601071
207.17.001886362912760.0981136370872348
216.86.717799309591720.082200690408281
227.37.273374031600290.0266259683997088
236.46.62626471022892-0.226264710228919
246.86.8772269140448-0.0772269140448011
257.26.838129758249470.361870241750534
266.46.339336822429850.0606631775701504
276.66.79884460642695-0.19884460642695
286.86.55758227480550.242417725194502
296.16.24371174095154-0.14371174095154
306.56.82049636258336-0.320496362583363
316.46.330198059274490.0698019407255132
3266.15204598271565-0.152045982715655
3366.38581587114722-0.385815871147223
347.37.273374031600290.0266259683997088
356.16.11203968385084-0.0120396838508399
366.77.03668387018126-0.336683870181263
376.46.60305894684141-0.20305894684141
385.85.96957279939882-0.169572799398816
396.96.852904234607320.0470957653926849
4077.02359602384999-0.0235960238499904
417.36.815748033820760.484251966179236
425.95.775328535448890.124671464551114
436.26.44132058929693-0.241320589296927
446.87.02313715128798-0.223137151287981
4576.851870508715080.148129491284916
465.95.30563835644740.594361643552602
476.16.32728276728836-0.227282767288361
485.76.19608917499678-0.496089174996776
497.17.018884042628180.0811159573718166
505.86.21526227959802-0.415262279598021
517.47.060071705611050.339928294388953
526.86.79797713313810.0020228668619019
536.86.706681671172360.0933183288276435
5476.835436464165230.164563535834768

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 6.8 & 6.77387813022596 & 0.0261218697740364 \tabularnewline
2 & 6.3 & 6.22996985779025 & 0.0700301422097456 \tabularnewline
3 & 6.4 & 6.33557251670631 & 0.0644274832936906 \tabularnewline
4 & 6.2 & 6.23862127673774 & -0.0386212767377413 \tabularnewline
5 & 6.9 & 6.43122618381653 & 0.468773816183471 \tabularnewline
6 & 6.4 & 6.60936967424624 & -0.209369674246241 \tabularnewline
7 & 6.3 & 6.36450858897931 & -0.0645085889793082 \tabularnewline
8 & 6.8 & 6.86402212568483 & -0.0640221256848324 \tabularnewline
9 & 6.9 & 6.92025506010881 & -0.0202550601088051 \tabularnewline
10 & 6.7 & 6.61283123393068 & 0.0871687660693198 \tabularnewline
11 & 6.9 & 7.00634436251377 & -0.106344362513765 \tabularnewline
12 & 6.9 & 7.05783709672822 & -0.157837096728219 \tabularnewline
13 & 6.3 & 6.24191699107448 & 0.0580830089255168 \tabularnewline
14 & 6.1 & 6.29128492295706 & -0.19128492295706 \tabularnewline
15 & 6.2 & 6.16027760745771 & 0.0397223925422883 \tabularnewline
16 & 6.8 & 6.64619544072798 & 0.153804559272017 \tabularnewline
17 & 6.5 & 6.39604491928507 & 0.103955080714933 \tabularnewline
18 & 7.6 & 6.81479105411077 & 0.785208945889228 \tabularnewline
19 & 6.3 & 6.50038214601071 & -0.20038214601071 \tabularnewline
20 & 7.1 & 7.00188636291276 & 0.0981136370872348 \tabularnewline
21 & 6.8 & 6.71779930959172 & 0.082200690408281 \tabularnewline
22 & 7.3 & 7.27337403160029 & 0.0266259683997088 \tabularnewline
23 & 6.4 & 6.62626471022892 & -0.226264710228919 \tabularnewline
24 & 6.8 & 6.8772269140448 & -0.0772269140448011 \tabularnewline
25 & 7.2 & 6.83812975824947 & 0.361870241750534 \tabularnewline
26 & 6.4 & 6.33933682242985 & 0.0606631775701504 \tabularnewline
27 & 6.6 & 6.79884460642695 & -0.19884460642695 \tabularnewline
28 & 6.8 & 6.5575822748055 & 0.242417725194502 \tabularnewline
29 & 6.1 & 6.24371174095154 & -0.14371174095154 \tabularnewline
30 & 6.5 & 6.82049636258336 & -0.320496362583363 \tabularnewline
31 & 6.4 & 6.33019805927449 & 0.0698019407255132 \tabularnewline
32 & 6 & 6.15204598271565 & -0.152045982715655 \tabularnewline
33 & 6 & 6.38581587114722 & -0.385815871147223 \tabularnewline
34 & 7.3 & 7.27337403160029 & 0.0266259683997088 \tabularnewline
35 & 6.1 & 6.11203968385084 & -0.0120396838508399 \tabularnewline
36 & 6.7 & 7.03668387018126 & -0.336683870181263 \tabularnewline
37 & 6.4 & 6.60305894684141 & -0.20305894684141 \tabularnewline
38 & 5.8 & 5.96957279939882 & -0.169572799398816 \tabularnewline
39 & 6.9 & 6.85290423460732 & 0.0470957653926849 \tabularnewline
40 & 7 & 7.02359602384999 & -0.0235960238499904 \tabularnewline
41 & 7.3 & 6.81574803382076 & 0.484251966179236 \tabularnewline
42 & 5.9 & 5.77532853544889 & 0.124671464551114 \tabularnewline
43 & 6.2 & 6.44132058929693 & -0.241320589296927 \tabularnewline
44 & 6.8 & 7.02313715128798 & -0.223137151287981 \tabularnewline
45 & 7 & 6.85187050871508 & 0.148129491284916 \tabularnewline
46 & 5.9 & 5.3056383564474 & 0.594361643552602 \tabularnewline
47 & 6.1 & 6.32728276728836 & -0.227282767288361 \tabularnewline
48 & 5.7 & 6.19608917499678 & -0.496089174996776 \tabularnewline
49 & 7.1 & 7.01888404262818 & 0.0811159573718166 \tabularnewline
50 & 5.8 & 6.21526227959802 & -0.415262279598021 \tabularnewline
51 & 7.4 & 7.06007170561105 & 0.339928294388953 \tabularnewline
52 & 6.8 & 6.7979771331381 & 0.0020228668619019 \tabularnewline
53 & 6.8 & 6.70668167117236 & 0.0933183288276435 \tabularnewline
54 & 7 & 6.83543646416523 & 0.164563535834768 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=198344&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]6.8[/C][C]6.77387813022596[/C][C]0.0261218697740364[/C][/ROW]
[ROW][C]2[/C][C]6.3[/C][C]6.22996985779025[/C][C]0.0700301422097456[/C][/ROW]
[ROW][C]3[/C][C]6.4[/C][C]6.33557251670631[/C][C]0.0644274832936906[/C][/ROW]
[ROW][C]4[/C][C]6.2[/C][C]6.23862127673774[/C][C]-0.0386212767377413[/C][/ROW]
[ROW][C]5[/C][C]6.9[/C][C]6.43122618381653[/C][C]0.468773816183471[/C][/ROW]
[ROW][C]6[/C][C]6.4[/C][C]6.60936967424624[/C][C]-0.209369674246241[/C][/ROW]
[ROW][C]7[/C][C]6.3[/C][C]6.36450858897931[/C][C]-0.0645085889793082[/C][/ROW]
[ROW][C]8[/C][C]6.8[/C][C]6.86402212568483[/C][C]-0.0640221256848324[/C][/ROW]
[ROW][C]9[/C][C]6.9[/C][C]6.92025506010881[/C][C]-0.0202550601088051[/C][/ROW]
[ROW][C]10[/C][C]6.7[/C][C]6.61283123393068[/C][C]0.0871687660693198[/C][/ROW]
[ROW][C]11[/C][C]6.9[/C][C]7.00634436251377[/C][C]-0.106344362513765[/C][/ROW]
[ROW][C]12[/C][C]6.9[/C][C]7.05783709672822[/C][C]-0.157837096728219[/C][/ROW]
[ROW][C]13[/C][C]6.3[/C][C]6.24191699107448[/C][C]0.0580830089255168[/C][/ROW]
[ROW][C]14[/C][C]6.1[/C][C]6.29128492295706[/C][C]-0.19128492295706[/C][/ROW]
[ROW][C]15[/C][C]6.2[/C][C]6.16027760745771[/C][C]0.0397223925422883[/C][/ROW]
[ROW][C]16[/C][C]6.8[/C][C]6.64619544072798[/C][C]0.153804559272017[/C][/ROW]
[ROW][C]17[/C][C]6.5[/C][C]6.39604491928507[/C][C]0.103955080714933[/C][/ROW]
[ROW][C]18[/C][C]7.6[/C][C]6.81479105411077[/C][C]0.785208945889228[/C][/ROW]
[ROW][C]19[/C][C]6.3[/C][C]6.50038214601071[/C][C]-0.20038214601071[/C][/ROW]
[ROW][C]20[/C][C]7.1[/C][C]7.00188636291276[/C][C]0.0981136370872348[/C][/ROW]
[ROW][C]21[/C][C]6.8[/C][C]6.71779930959172[/C][C]0.082200690408281[/C][/ROW]
[ROW][C]22[/C][C]7.3[/C][C]7.27337403160029[/C][C]0.0266259683997088[/C][/ROW]
[ROW][C]23[/C][C]6.4[/C][C]6.62626471022892[/C][C]-0.226264710228919[/C][/ROW]
[ROW][C]24[/C][C]6.8[/C][C]6.8772269140448[/C][C]-0.0772269140448011[/C][/ROW]
[ROW][C]25[/C][C]7.2[/C][C]6.83812975824947[/C][C]0.361870241750534[/C][/ROW]
[ROW][C]26[/C][C]6.4[/C][C]6.33933682242985[/C][C]0.0606631775701504[/C][/ROW]
[ROW][C]27[/C][C]6.6[/C][C]6.79884460642695[/C][C]-0.19884460642695[/C][/ROW]
[ROW][C]28[/C][C]6.8[/C][C]6.5575822748055[/C][C]0.242417725194502[/C][/ROW]
[ROW][C]29[/C][C]6.1[/C][C]6.24371174095154[/C][C]-0.14371174095154[/C][/ROW]
[ROW][C]30[/C][C]6.5[/C][C]6.82049636258336[/C][C]-0.320496362583363[/C][/ROW]
[ROW][C]31[/C][C]6.4[/C][C]6.33019805927449[/C][C]0.0698019407255132[/C][/ROW]
[ROW][C]32[/C][C]6[/C][C]6.15204598271565[/C][C]-0.152045982715655[/C][/ROW]
[ROW][C]33[/C][C]6[/C][C]6.38581587114722[/C][C]-0.385815871147223[/C][/ROW]
[ROW][C]34[/C][C]7.3[/C][C]7.27337403160029[/C][C]0.0266259683997088[/C][/ROW]
[ROW][C]35[/C][C]6.1[/C][C]6.11203968385084[/C][C]-0.0120396838508399[/C][/ROW]
[ROW][C]36[/C][C]6.7[/C][C]7.03668387018126[/C][C]-0.336683870181263[/C][/ROW]
[ROW][C]37[/C][C]6.4[/C][C]6.60305894684141[/C][C]-0.20305894684141[/C][/ROW]
[ROW][C]38[/C][C]5.8[/C][C]5.96957279939882[/C][C]-0.169572799398816[/C][/ROW]
[ROW][C]39[/C][C]6.9[/C][C]6.85290423460732[/C][C]0.0470957653926849[/C][/ROW]
[ROW][C]40[/C][C]7[/C][C]7.02359602384999[/C][C]-0.0235960238499904[/C][/ROW]
[ROW][C]41[/C][C]7.3[/C][C]6.81574803382076[/C][C]0.484251966179236[/C][/ROW]
[ROW][C]42[/C][C]5.9[/C][C]5.77532853544889[/C][C]0.124671464551114[/C][/ROW]
[ROW][C]43[/C][C]6.2[/C][C]6.44132058929693[/C][C]-0.241320589296927[/C][/ROW]
[ROW][C]44[/C][C]6.8[/C][C]7.02313715128798[/C][C]-0.223137151287981[/C][/ROW]
[ROW][C]45[/C][C]7[/C][C]6.85187050871508[/C][C]0.148129491284916[/C][/ROW]
[ROW][C]46[/C][C]5.9[/C][C]5.3056383564474[/C][C]0.594361643552602[/C][/ROW]
[ROW][C]47[/C][C]6.1[/C][C]6.32728276728836[/C][C]-0.227282767288361[/C][/ROW]
[ROW][C]48[/C][C]5.7[/C][C]6.19608917499678[/C][C]-0.496089174996776[/C][/ROW]
[ROW][C]49[/C][C]7.1[/C][C]7.01888404262818[/C][C]0.0811159573718166[/C][/ROW]
[ROW][C]50[/C][C]5.8[/C][C]6.21526227959802[/C][C]-0.415262279598021[/C][/ROW]
[ROW][C]51[/C][C]7.4[/C][C]7.06007170561105[/C][C]0.339928294388953[/C][/ROW]
[ROW][C]52[/C][C]6.8[/C][C]6.7979771331381[/C][C]0.0020228668619019[/C][/ROW]
[ROW][C]53[/C][C]6.8[/C][C]6.70668167117236[/C][C]0.0933183288276435[/C][/ROW]
[ROW][C]54[/C][C]7[/C][C]6.83543646416523[/C][C]0.164563535834768[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=198344&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=198344&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
16.86.773878130225960.0261218697740364
26.36.229969857790250.0700301422097456
36.46.335572516706310.0644274832936906
46.26.23862127673774-0.0386212767377413
56.96.431226183816530.468773816183471
66.46.60936967424624-0.209369674246241
76.36.36450858897931-0.0645085889793082
86.86.86402212568483-0.0640221256848324
96.96.92025506010881-0.0202550601088051
106.76.612831233930680.0871687660693198
116.97.00634436251377-0.106344362513765
126.97.05783709672822-0.157837096728219
136.36.241916991074480.0580830089255168
146.16.29128492295706-0.19128492295706
156.26.160277607457710.0397223925422883
166.86.646195440727980.153804559272017
176.56.396044919285070.103955080714933
187.66.814791054110770.785208945889228
196.36.50038214601071-0.20038214601071
207.17.001886362912760.0981136370872348
216.86.717799309591720.082200690408281
227.37.273374031600290.0266259683997088
236.46.62626471022892-0.226264710228919
246.86.8772269140448-0.0772269140448011
257.26.838129758249470.361870241750534
266.46.339336822429850.0606631775701504
276.66.79884460642695-0.19884460642695
286.86.55758227480550.242417725194502
296.16.24371174095154-0.14371174095154
306.56.82049636258336-0.320496362583363
316.46.330198059274490.0698019407255132
3266.15204598271565-0.152045982715655
3366.38581587114722-0.385815871147223
347.37.273374031600290.0266259683997088
356.16.11203968385084-0.0120396838508399
366.77.03668387018126-0.336683870181263
376.46.60305894684141-0.20305894684141
385.85.96957279939882-0.169572799398816
396.96.852904234607320.0470957653926849
4077.02359602384999-0.0235960238499904
417.36.815748033820760.484251966179236
425.95.775328535448890.124671464551114
436.26.44132058929693-0.241320589296927
446.87.02313715128798-0.223137151287981
4576.851870508715080.148129491284916
465.95.30563835644740.594361643552602
476.16.32728276728836-0.227282767288361
485.76.19608917499678-0.496089174996776
497.17.018884042628180.0811159573718166
505.86.21526227959802-0.415262279598021
517.47.060071705611050.339928294388953
526.86.79797713313810.0020228668619019
536.86.706681671172360.0933183288276435
5476.835436464165230.164563535834768







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
80.2988355723810410.5976711447620820.701164427618959
90.3109801896613880.6219603793227760.689019810338612
100.1842774093927480.3685548187854960.815722590607252
110.121527816392810.243055632785620.87847218360719
120.07576498921661970.1515299784332390.92423501078338
130.04008912558044230.08017825116088460.959910874419558
140.05039327836148030.1007865567229610.94960672163852
150.02710216775977610.05420433551955230.972897832240224
160.01439757863199570.02879515726399150.985602421368004
170.007126953403333730.01425390680666750.992873046596666
180.5543786201233710.8912427597532590.445621379876629
190.5198531332195580.9602937335608840.480146866780442
200.4340755210029370.8681510420058730.565924478997063
210.3533396665237890.7066793330475770.646660333476211
220.276374237382740.5527484747654810.72362576261726
230.2844439849910860.5688879699821730.715556015008914
240.2229533993903740.4459067987807480.777046600609626
250.2698815912980470.5397631825960940.730118408701953
260.2065777806227360.4131555612454720.793422219377264
270.1976994793043930.3953989586087860.802300520695607
280.1913625254181380.3827250508362770.808637474581862
290.1575710487574610.3151420975149210.842428951242539
300.1682252890659940.3364505781319870.831774710934006
310.1260268204851230.2520536409702450.873973179514877
320.1004678404069220.2009356808138440.899532159593078
330.1422335416540740.2844670833081480.857766458345926
340.0982944128556550.196588825711310.901705587144345
350.06545474987207780.1309094997441560.934545250127922
360.08205810876189440.1641162175237890.917941891238106
370.06107130395591490.122142607911830.938928696044085
380.04509657349237290.09019314698474580.954903426507627
390.02716735574905380.05433471149810770.972832644250946
400.0186865340794360.0373730681588720.981313465920564
410.04617635680558870.09235271361117750.953823643194411
420.02769118012719850.0553823602543970.972308819872801
430.01811253443837680.03622506887675360.981887465561623
440.01611135851018680.03222271702037360.983888641489813
450.02505440003103590.05010880006207170.974945599968964
460.9171700411423460.1656599177153090.0828299588576545

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
8 & 0.298835572381041 & 0.597671144762082 & 0.701164427618959 \tabularnewline
9 & 0.310980189661388 & 0.621960379322776 & 0.689019810338612 \tabularnewline
10 & 0.184277409392748 & 0.368554818785496 & 0.815722590607252 \tabularnewline
11 & 0.12152781639281 & 0.24305563278562 & 0.87847218360719 \tabularnewline
12 & 0.0757649892166197 & 0.151529978433239 & 0.92423501078338 \tabularnewline
13 & 0.0400891255804423 & 0.0801782511608846 & 0.959910874419558 \tabularnewline
14 & 0.0503932783614803 & 0.100786556722961 & 0.94960672163852 \tabularnewline
15 & 0.0271021677597761 & 0.0542043355195523 & 0.972897832240224 \tabularnewline
16 & 0.0143975786319957 & 0.0287951572639915 & 0.985602421368004 \tabularnewline
17 & 0.00712695340333373 & 0.0142539068066675 & 0.992873046596666 \tabularnewline
18 & 0.554378620123371 & 0.891242759753259 & 0.445621379876629 \tabularnewline
19 & 0.519853133219558 & 0.960293733560884 & 0.480146866780442 \tabularnewline
20 & 0.434075521002937 & 0.868151042005873 & 0.565924478997063 \tabularnewline
21 & 0.353339666523789 & 0.706679333047577 & 0.646660333476211 \tabularnewline
22 & 0.27637423738274 & 0.552748474765481 & 0.72362576261726 \tabularnewline
23 & 0.284443984991086 & 0.568887969982173 & 0.715556015008914 \tabularnewline
24 & 0.222953399390374 & 0.445906798780748 & 0.777046600609626 \tabularnewline
25 & 0.269881591298047 & 0.539763182596094 & 0.730118408701953 \tabularnewline
26 & 0.206577780622736 & 0.413155561245472 & 0.793422219377264 \tabularnewline
27 & 0.197699479304393 & 0.395398958608786 & 0.802300520695607 \tabularnewline
28 & 0.191362525418138 & 0.382725050836277 & 0.808637474581862 \tabularnewline
29 & 0.157571048757461 & 0.315142097514921 & 0.842428951242539 \tabularnewline
30 & 0.168225289065994 & 0.336450578131987 & 0.831774710934006 \tabularnewline
31 & 0.126026820485123 & 0.252053640970245 & 0.873973179514877 \tabularnewline
32 & 0.100467840406922 & 0.200935680813844 & 0.899532159593078 \tabularnewline
33 & 0.142233541654074 & 0.284467083308148 & 0.857766458345926 \tabularnewline
34 & 0.098294412855655 & 0.19658882571131 & 0.901705587144345 \tabularnewline
35 & 0.0654547498720778 & 0.130909499744156 & 0.934545250127922 \tabularnewline
36 & 0.0820581087618944 & 0.164116217523789 & 0.917941891238106 \tabularnewline
37 & 0.0610713039559149 & 0.12214260791183 & 0.938928696044085 \tabularnewline
38 & 0.0450965734923729 & 0.0901931469847458 & 0.954903426507627 \tabularnewline
39 & 0.0271673557490538 & 0.0543347114981077 & 0.972832644250946 \tabularnewline
40 & 0.018686534079436 & 0.037373068158872 & 0.981313465920564 \tabularnewline
41 & 0.0461763568055887 & 0.0923527136111775 & 0.953823643194411 \tabularnewline
42 & 0.0276911801271985 & 0.055382360254397 & 0.972308819872801 \tabularnewline
43 & 0.0181125344383768 & 0.0362250688767536 & 0.981887465561623 \tabularnewline
44 & 0.0161113585101868 & 0.0322227170203736 & 0.983888641489813 \tabularnewline
45 & 0.0250544000310359 & 0.0501088000620717 & 0.974945599968964 \tabularnewline
46 & 0.917170041142346 & 0.165659917715309 & 0.0828299588576545 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=198344&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]8[/C][C]0.298835572381041[/C][C]0.597671144762082[/C][C]0.701164427618959[/C][/ROW]
[ROW][C]9[/C][C]0.310980189661388[/C][C]0.621960379322776[/C][C]0.689019810338612[/C][/ROW]
[ROW][C]10[/C][C]0.184277409392748[/C][C]0.368554818785496[/C][C]0.815722590607252[/C][/ROW]
[ROW][C]11[/C][C]0.12152781639281[/C][C]0.24305563278562[/C][C]0.87847218360719[/C][/ROW]
[ROW][C]12[/C][C]0.0757649892166197[/C][C]0.151529978433239[/C][C]0.92423501078338[/C][/ROW]
[ROW][C]13[/C][C]0.0400891255804423[/C][C]0.0801782511608846[/C][C]0.959910874419558[/C][/ROW]
[ROW][C]14[/C][C]0.0503932783614803[/C][C]0.100786556722961[/C][C]0.94960672163852[/C][/ROW]
[ROW][C]15[/C][C]0.0271021677597761[/C][C]0.0542043355195523[/C][C]0.972897832240224[/C][/ROW]
[ROW][C]16[/C][C]0.0143975786319957[/C][C]0.0287951572639915[/C][C]0.985602421368004[/C][/ROW]
[ROW][C]17[/C][C]0.00712695340333373[/C][C]0.0142539068066675[/C][C]0.992873046596666[/C][/ROW]
[ROW][C]18[/C][C]0.554378620123371[/C][C]0.891242759753259[/C][C]0.445621379876629[/C][/ROW]
[ROW][C]19[/C][C]0.519853133219558[/C][C]0.960293733560884[/C][C]0.480146866780442[/C][/ROW]
[ROW][C]20[/C][C]0.434075521002937[/C][C]0.868151042005873[/C][C]0.565924478997063[/C][/ROW]
[ROW][C]21[/C][C]0.353339666523789[/C][C]0.706679333047577[/C][C]0.646660333476211[/C][/ROW]
[ROW][C]22[/C][C]0.27637423738274[/C][C]0.552748474765481[/C][C]0.72362576261726[/C][/ROW]
[ROW][C]23[/C][C]0.284443984991086[/C][C]0.568887969982173[/C][C]0.715556015008914[/C][/ROW]
[ROW][C]24[/C][C]0.222953399390374[/C][C]0.445906798780748[/C][C]0.777046600609626[/C][/ROW]
[ROW][C]25[/C][C]0.269881591298047[/C][C]0.539763182596094[/C][C]0.730118408701953[/C][/ROW]
[ROW][C]26[/C][C]0.206577780622736[/C][C]0.413155561245472[/C][C]0.793422219377264[/C][/ROW]
[ROW][C]27[/C][C]0.197699479304393[/C][C]0.395398958608786[/C][C]0.802300520695607[/C][/ROW]
[ROW][C]28[/C][C]0.191362525418138[/C][C]0.382725050836277[/C][C]0.808637474581862[/C][/ROW]
[ROW][C]29[/C][C]0.157571048757461[/C][C]0.315142097514921[/C][C]0.842428951242539[/C][/ROW]
[ROW][C]30[/C][C]0.168225289065994[/C][C]0.336450578131987[/C][C]0.831774710934006[/C][/ROW]
[ROW][C]31[/C][C]0.126026820485123[/C][C]0.252053640970245[/C][C]0.873973179514877[/C][/ROW]
[ROW][C]32[/C][C]0.100467840406922[/C][C]0.200935680813844[/C][C]0.899532159593078[/C][/ROW]
[ROW][C]33[/C][C]0.142233541654074[/C][C]0.284467083308148[/C][C]0.857766458345926[/C][/ROW]
[ROW][C]34[/C][C]0.098294412855655[/C][C]0.19658882571131[/C][C]0.901705587144345[/C][/ROW]
[ROW][C]35[/C][C]0.0654547498720778[/C][C]0.130909499744156[/C][C]0.934545250127922[/C][/ROW]
[ROW][C]36[/C][C]0.0820581087618944[/C][C]0.164116217523789[/C][C]0.917941891238106[/C][/ROW]
[ROW][C]37[/C][C]0.0610713039559149[/C][C]0.12214260791183[/C][C]0.938928696044085[/C][/ROW]
[ROW][C]38[/C][C]0.0450965734923729[/C][C]0.0901931469847458[/C][C]0.954903426507627[/C][/ROW]
[ROW][C]39[/C][C]0.0271673557490538[/C][C]0.0543347114981077[/C][C]0.972832644250946[/C][/ROW]
[ROW][C]40[/C][C]0.018686534079436[/C][C]0.037373068158872[/C][C]0.981313465920564[/C][/ROW]
[ROW][C]41[/C][C]0.0461763568055887[/C][C]0.0923527136111775[/C][C]0.953823643194411[/C][/ROW]
[ROW][C]42[/C][C]0.0276911801271985[/C][C]0.055382360254397[/C][C]0.972308819872801[/C][/ROW]
[ROW][C]43[/C][C]0.0181125344383768[/C][C]0.0362250688767536[/C][C]0.981887465561623[/C][/ROW]
[ROW][C]44[/C][C]0.0161113585101868[/C][C]0.0322227170203736[/C][C]0.983888641489813[/C][/ROW]
[ROW][C]45[/C][C]0.0250544000310359[/C][C]0.0501088000620717[/C][C]0.974945599968964[/C][/ROW]
[ROW][C]46[/C][C]0.917170041142346[/C][C]0.165659917715309[/C][C]0.0828299588576545[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=198344&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=198344&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
80.2988355723810410.5976711447620820.701164427618959
90.3109801896613880.6219603793227760.689019810338612
100.1842774093927480.3685548187854960.815722590607252
110.121527816392810.243055632785620.87847218360719
120.07576498921661970.1515299784332390.92423501078338
130.04008912558044230.08017825116088460.959910874419558
140.05039327836148030.1007865567229610.94960672163852
150.02710216775977610.05420433551955230.972897832240224
160.01439757863199570.02879515726399150.985602421368004
170.007126953403333730.01425390680666750.992873046596666
180.5543786201233710.8912427597532590.445621379876629
190.5198531332195580.9602937335608840.480146866780442
200.4340755210029370.8681510420058730.565924478997063
210.3533396665237890.7066793330475770.646660333476211
220.276374237382740.5527484747654810.72362576261726
230.2844439849910860.5688879699821730.715556015008914
240.2229533993903740.4459067987807480.777046600609626
250.2698815912980470.5397631825960940.730118408701953
260.2065777806227360.4131555612454720.793422219377264
270.1976994793043930.3953989586087860.802300520695607
280.1913625254181380.3827250508362770.808637474581862
290.1575710487574610.3151420975149210.842428951242539
300.1682252890659940.3364505781319870.831774710934006
310.1260268204851230.2520536409702450.873973179514877
320.1004678404069220.2009356808138440.899532159593078
330.1422335416540740.2844670833081480.857766458345926
340.0982944128556550.196588825711310.901705587144345
350.06545474987207780.1309094997441560.934545250127922
360.08205810876189440.1641162175237890.917941891238106
370.06107130395591490.122142607911830.938928696044085
380.04509657349237290.09019314698474580.954903426507627
390.02716735574905380.05433471149810770.972832644250946
400.0186865340794360.0373730681588720.981313465920564
410.04617635680558870.09235271361117750.953823643194411
420.02769118012719850.0553823602543970.972308819872801
430.01811253443837680.03622506887675360.981887465561623
440.01611135851018680.03222271702037360.983888641489813
450.02505440003103590.05010880006207170.974945599968964
460.9171700411423460.1656599177153090.0828299588576545







Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level50.128205128205128NOK
10% type I error level120.307692307692308NOK

\begin{tabular}{lllllllll}
\hline
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
Description & # significant tests & % significant tests & OK/NOK \tabularnewline
1% type I error level & 0 & 0 & OK \tabularnewline
5% type I error level & 5 & 0.128205128205128 & NOK \tabularnewline
10% type I error level & 12 & 0.307692307692308 & NOK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=198344&T=6

[TABLE]
[ROW][C]Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity[/C][/ROW]
[ROW][C]Description[/C][C]# significant tests[/C][C]% significant tests[/C][C]OK/NOK[/C][/ROW]
[ROW][C]1% type I error level[/C][C]0[/C][C]0[/C][C]OK[/C][/ROW]
[ROW][C]5% type I error level[/C][C]5[/C][C]0.128205128205128[/C][C]NOK[/C][/ROW]
[ROW][C]10% type I error level[/C][C]12[/C][C]0.307692307692308[/C][C]NOK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=198344&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=198344&T=6

As an alternative you can also use a QR Code:  

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

Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level50.128205128205128NOK
10% type I error level120.307692307692308NOK



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