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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 computationFri, 14 Dec 2012 14:03:56 -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/14/t1355511856eui1nm9b3qfozr2.htm/, Retrieved Fri, 26 Apr 2024 00:02:18 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=199720, Retrieved Fri, 26 Apr 2024 00:02:18 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact85
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Multiple Regression] [multiple regression] [2012-12-14 19:03:56] [91c3d91830a25c0bc67fd9a0665302b1] [Current]
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Dataseries X:
25      2      10      1.5        0        6    5.70     11.40
 24      2      10      1.5        0       10   17.56     35.12
 30      2      10      1.5        2        6   11.28     22.56
  2      2      10      1.5        2       10    8.39     16.78
 40      2      10      2.5        0        6   16.67     33.34
 37      2      10      2.5        0       10   12.04     24.08
 16      2      10      2.5        2        6    9.22     18.44
 22      2      10      2.5        2       10    3.94      7.88
 33      2      30      1.5        0        6   27.02     18.01
 17      2      30      1.5        0       10   19.46     12.97
 28      2      30      1.5        2        6   18.54     12.36
 27      2      30      1.5        2       10   25.70     17.13
 14      2      30      2.5        0        6   19.02     12.68
 13      2      30      2.5        0       10   22.39     14.93
  4      2      30      2.5        2        6   23.85     15.90
 21      2      30      2.5        2       10   30.12     20.08
 23      6      10      1.5        0        6   13.42     26.84
 35      6      10      1.5        0       10   34.26     68.52
 19      6      10      1.5        2        6   39.74     79.48
 34      6      10      1.5        2       10   10.60     21.20
 31      6      10      2.5        0        6   28.89     57.78
  9      6      10      2.5        0       10   35.61     71.22
 38      6      10      2.5        2        6   17.20     34.40
 15      6      10      2.5        2       10    6.00     12.00
 39      6      30      1.5        0        6  129.45     86.30
  8      6      30      1.5        0       10  107.38     71.59
 26      6      30      1.5        2        6  111.66     74.44
 11      6      30      1.5        2       10  109.10     72.73
  6      6      30      2.5        0        6  100.43     66.95
 20      6      30      2.5        0       10  109.28     72.85
 10      6      30      2.5        2        6  106.46     70.97
 32      6      30      2.5        2       10  134.01     89.34
  1      4      20      2.0        1        8   10.78     10.78
  3      4      20      2.0        1        8    9.39      9.39
  5      4      20      2.0        1        8    9.84      9.84
  7      4      20      2.0        1        8   13.94     13.94
 12      4      20      2.0        1        8   12.33     12.33
 18      4      20      2.0        1        8    7.32      7.32
 29      4      20      2.0        1        8    7.91      7.91
 36      4      20      2.0        1        8   15.58     15.58




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time8 seconds
R Server'George Udny Yule' @ yule.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 & 8 seconds \tabularnewline
R Server & 'George Udny Yule' @ yule.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=199720&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]8 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ yule.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=199720&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=199720&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 time8 seconds
R Server'George Udny Yule' @ yule.wessa.net







Multiple Linear Regression - Estimated Regression Equation
RUN[t] = + 45.136512850162 -1.61042016498947SPEED1[t] -0.468106132737128TOTAL[t] -3.12177834831424SPEED2[t] -0.872499786308419NUMBER2[t] -0.844953325355799SENS[t] + 0.0495519672711723TIME[t] + 0.0956233074188925T20BOLT[t] + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
RUN[t] =  +  45.136512850162 -1.61042016498947SPEED1[t] -0.468106132737128TOTAL[t] -3.12177834831424SPEED2[t] -0.872499786308419NUMBER2[t] -0.844953325355799SENS[t] +  0.0495519672711723TIME[t] +  0.0956233074188925T20BOLT[t]  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=199720&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]RUN[t] =  +  45.136512850162 -1.61042016498947SPEED1[t] -0.468106132737128TOTAL[t] -3.12177834831424SPEED2[t] -0.872499786308419NUMBER2[t] -0.844953325355799SENS[t] +  0.0495519672711723TIME[t] +  0.0956233074188925T20BOLT[t]  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=199720&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=199720&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
RUN[t] = + 45.136512850162 -1.61042016498947SPEED1[t] -0.468106132737128TOTAL[t] -3.12177834831424SPEED2[t] -0.872499786308419NUMBER2[t] -0.844953325355799SENS[t] + 0.0495519672711723TIME[t] + 0.0956233074188925T20BOLT[t] + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)45.13651285016216.1735542.79080.0087910.004396
SPEED1-1.610420164989471.534615-1.04940.3018570.150928
TOTAL-0.4681061327371280.394753-1.18580.2444240.122212
SPEED2-3.121778348314244.211655-0.74120.4639630.231982
NUMBER2-0.8724997863084192.165438-0.40290.6896860.344843
SENS-0.8449533253557991.053468-0.80210.428430.214215
TIME0.04955196727117230.1705350.29060.7732570.386629
T20BOLT0.09562330741889250.2140470.44670.6580720.329036

\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) & 45.136512850162 & 16.173554 & 2.7908 & 0.008791 & 0.004396 \tabularnewline
SPEED1 & -1.61042016498947 & 1.534615 & -1.0494 & 0.301857 & 0.150928 \tabularnewline
TOTAL & -0.468106132737128 & 0.394753 & -1.1858 & 0.244424 & 0.122212 \tabularnewline
SPEED2 & -3.12177834831424 & 4.211655 & -0.7412 & 0.463963 & 0.231982 \tabularnewline
NUMBER2 & -0.872499786308419 & 2.165438 & -0.4029 & 0.689686 & 0.344843 \tabularnewline
SENS & -0.844953325355799 & 1.053468 & -0.8021 & 0.42843 & 0.214215 \tabularnewline
TIME & 0.0495519672711723 & 0.170535 & 0.2906 & 0.773257 & 0.386629 \tabularnewline
T20BOLT & 0.0956233074188925 & 0.214047 & 0.4467 & 0.658072 & 0.329036 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=199720&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]45.136512850162[/C][C]16.173554[/C][C]2.7908[/C][C]0.008791[/C][C]0.004396[/C][/ROW]
[ROW][C]SPEED1[/C][C]-1.61042016498947[/C][C]1.534615[/C][C]-1.0494[/C][C]0.301857[/C][C]0.150928[/C][/ROW]
[ROW][C]TOTAL[/C][C]-0.468106132737128[/C][C]0.394753[/C][C]-1.1858[/C][C]0.244424[/C][C]0.122212[/C][/ROW]
[ROW][C]SPEED2[/C][C]-3.12177834831424[/C][C]4.211655[/C][C]-0.7412[/C][C]0.463963[/C][C]0.231982[/C][/ROW]
[ROW][C]NUMBER2[/C][C]-0.872499786308419[/C][C]2.165438[/C][C]-0.4029[/C][C]0.689686[/C][C]0.344843[/C][/ROW]
[ROW][C]SENS[/C][C]-0.844953325355799[/C][C]1.053468[/C][C]-0.8021[/C][C]0.42843[/C][C]0.214215[/C][/ROW]
[ROW][C]TIME[/C][C]0.0495519672711723[/C][C]0.170535[/C][C]0.2906[/C][C]0.773257[/C][C]0.386629[/C][/ROW]
[ROW][C]T20BOLT[/C][C]0.0956233074188925[/C][C]0.214047[/C][C]0.4467[/C][C]0.658072[/C][C]0.329036[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=199720&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=199720&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)45.13651285016216.1735542.79080.0087910.004396
SPEED1-1.610420164989471.534615-1.04940.3018570.150928
TOTAL-0.4681061327371280.394753-1.18580.2444240.122212
SPEED2-3.121778348314244.211655-0.74120.4639630.231982
NUMBER2-0.8724997863084192.165438-0.40290.6896860.344843
SENS-0.8449533253557991.053468-0.80210.428430.214215
TIME0.04955196727117230.1705350.29060.7732570.386629
T20BOLT0.09562330741889250.2140470.44670.6580720.329036







Multiple Linear Regression - Regression Statistics
Multiple R0.387503800557626
R-squared0.150159195446605
Adjusted R-squared-0.0357434805494505
F-TEST (value)0.807730145045309
F-TEST (DF numerator)7
F-TEST (DF denominator)32
p-value0.587271581998802
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation11.8975463440335
Sum Squared Residuals4529.6514882696

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.387503800557626 \tabularnewline
R-squared & 0.150159195446605 \tabularnewline
Adjusted R-squared & -0.0357434805494505 \tabularnewline
F-TEST (value) & 0.807730145045309 \tabularnewline
F-TEST (DF numerator) & 7 \tabularnewline
F-TEST (DF denominator) & 32 \tabularnewline
p-value & 0.587271581998802 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 11.8975463440335 \tabularnewline
Sum Squared Residuals & 4529.6514882696 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=199720&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.387503800557626[/C][/ROW]
[ROW][C]R-squared[/C][C]0.150159195446605[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]-0.0357434805494505[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]0.807730145045309[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]7[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]32[/C][/ROW]
[ROW][C]p-value[/C][C]0.587271581998802[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C]11.8975463440335[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]4529.6514882696[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=199720&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=199720&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 R0.387503800557626
R-squared0.150159195446605
Adjusted R-squared-0.0357434805494505
F-TEST (value)0.807730145045309
F-TEST (DF numerator)7
F-TEST (DF denominator)32
p-value0.587271581998802
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation11.8975463440335
Sum Squared Residuals4529.6514882696







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
12528.8547756362267-3.85477563622669
22428.3308335186157-4.33083351861573
33028.45343215177781.54656784822216
4224.3777109480598-22.3777109480598
54028.374557733647711.6254422663523
63723.8798469970613.1201530029399
71624.8356087243191-8.83560872431915
82220.18437890936071.81562109063934
93321.181170985744411.8188290142556
101716.94480334235990.055196657640077
112818.47569904375139.52430095624872
122715.906801004377811.0931989956222
131417.1533046707181-3.15330467071809
141314.1556339406912-1.15563394069125
15415.9555481499098-11.9555481499098
162113.28613110828797.71386889171213
172324.27206003015-1.27206003014995
183525.91048917987749.08951082012257
191928.8648791386409-9.86487913864087
203418.468195154562715.5318048454373
213124.87543574706136.12456425293871
22923.1137889174103-14.1137889174103
233820.315500749590717.6844992504093
241514.23874332854720.761256671452779
253926.345213997008912.6547860029911
26820.465169925779-12.465169925779
272622.58459250064983.4154074993502
281118.9144103073261-7.91441030732609
29619.9351265599296-13.9351265599296
302017.55802568262782.44197431737223
311018.8733310457819-8.8733310457819
323218.615274599964613.3847254000354
33117.0220159108372-16.0220159108372
34316.820222279018-13.820222279018
35516.8855511526285-11.8855511526285
36717.4807697788578-10.4807697788578
371217.2470375866068-5.24703758660677
381816.51970946040951.48029053959045
392916.605362872476712.3946371275233
403617.718857229349518.2811427706505

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 25 & 28.8547756362267 & -3.85477563622669 \tabularnewline
2 & 24 & 28.3308335186157 & -4.33083351861573 \tabularnewline
3 & 30 & 28.4534321517778 & 1.54656784822216 \tabularnewline
4 & 2 & 24.3777109480598 & -22.3777109480598 \tabularnewline
5 & 40 & 28.3745577336477 & 11.6254422663523 \tabularnewline
6 & 37 & 23.87984699706 & 13.1201530029399 \tabularnewline
7 & 16 & 24.8356087243191 & -8.83560872431915 \tabularnewline
8 & 22 & 20.1843789093607 & 1.81562109063934 \tabularnewline
9 & 33 & 21.1811709857444 & 11.8188290142556 \tabularnewline
10 & 17 & 16.9448033423599 & 0.055196657640077 \tabularnewline
11 & 28 & 18.4756990437513 & 9.52430095624872 \tabularnewline
12 & 27 & 15.9068010043778 & 11.0931989956222 \tabularnewline
13 & 14 & 17.1533046707181 & -3.15330467071809 \tabularnewline
14 & 13 & 14.1556339406912 & -1.15563394069125 \tabularnewline
15 & 4 & 15.9555481499098 & -11.9555481499098 \tabularnewline
16 & 21 & 13.2861311082879 & 7.71386889171213 \tabularnewline
17 & 23 & 24.27206003015 & -1.27206003014995 \tabularnewline
18 & 35 & 25.9104891798774 & 9.08951082012257 \tabularnewline
19 & 19 & 28.8648791386409 & -9.86487913864087 \tabularnewline
20 & 34 & 18.4681951545627 & 15.5318048454373 \tabularnewline
21 & 31 & 24.8754357470613 & 6.12456425293871 \tabularnewline
22 & 9 & 23.1137889174103 & -14.1137889174103 \tabularnewline
23 & 38 & 20.3155007495907 & 17.6844992504093 \tabularnewline
24 & 15 & 14.2387433285472 & 0.761256671452779 \tabularnewline
25 & 39 & 26.3452139970089 & 12.6547860029911 \tabularnewline
26 & 8 & 20.465169925779 & -12.465169925779 \tabularnewline
27 & 26 & 22.5845925006498 & 3.4154074993502 \tabularnewline
28 & 11 & 18.9144103073261 & -7.91441030732609 \tabularnewline
29 & 6 & 19.9351265599296 & -13.9351265599296 \tabularnewline
30 & 20 & 17.5580256826278 & 2.44197431737223 \tabularnewline
31 & 10 & 18.8733310457819 & -8.8733310457819 \tabularnewline
32 & 32 & 18.6152745999646 & 13.3847254000354 \tabularnewline
33 & 1 & 17.0220159108372 & -16.0220159108372 \tabularnewline
34 & 3 & 16.820222279018 & -13.820222279018 \tabularnewline
35 & 5 & 16.8855511526285 & -11.8855511526285 \tabularnewline
36 & 7 & 17.4807697788578 & -10.4807697788578 \tabularnewline
37 & 12 & 17.2470375866068 & -5.24703758660677 \tabularnewline
38 & 18 & 16.5197094604095 & 1.48029053959045 \tabularnewline
39 & 29 & 16.6053628724767 & 12.3946371275233 \tabularnewline
40 & 36 & 17.7188572293495 & 18.2811427706505 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=199720&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]25[/C][C]28.8547756362267[/C][C]-3.85477563622669[/C][/ROW]
[ROW][C]2[/C][C]24[/C][C]28.3308335186157[/C][C]-4.33083351861573[/C][/ROW]
[ROW][C]3[/C][C]30[/C][C]28.4534321517778[/C][C]1.54656784822216[/C][/ROW]
[ROW][C]4[/C][C]2[/C][C]24.3777109480598[/C][C]-22.3777109480598[/C][/ROW]
[ROW][C]5[/C][C]40[/C][C]28.3745577336477[/C][C]11.6254422663523[/C][/ROW]
[ROW][C]6[/C][C]37[/C][C]23.87984699706[/C][C]13.1201530029399[/C][/ROW]
[ROW][C]7[/C][C]16[/C][C]24.8356087243191[/C][C]-8.83560872431915[/C][/ROW]
[ROW][C]8[/C][C]22[/C][C]20.1843789093607[/C][C]1.81562109063934[/C][/ROW]
[ROW][C]9[/C][C]33[/C][C]21.1811709857444[/C][C]11.8188290142556[/C][/ROW]
[ROW][C]10[/C][C]17[/C][C]16.9448033423599[/C][C]0.055196657640077[/C][/ROW]
[ROW][C]11[/C][C]28[/C][C]18.4756990437513[/C][C]9.52430095624872[/C][/ROW]
[ROW][C]12[/C][C]27[/C][C]15.9068010043778[/C][C]11.0931989956222[/C][/ROW]
[ROW][C]13[/C][C]14[/C][C]17.1533046707181[/C][C]-3.15330467071809[/C][/ROW]
[ROW][C]14[/C][C]13[/C][C]14.1556339406912[/C][C]-1.15563394069125[/C][/ROW]
[ROW][C]15[/C][C]4[/C][C]15.9555481499098[/C][C]-11.9555481499098[/C][/ROW]
[ROW][C]16[/C][C]21[/C][C]13.2861311082879[/C][C]7.71386889171213[/C][/ROW]
[ROW][C]17[/C][C]23[/C][C]24.27206003015[/C][C]-1.27206003014995[/C][/ROW]
[ROW][C]18[/C][C]35[/C][C]25.9104891798774[/C][C]9.08951082012257[/C][/ROW]
[ROW][C]19[/C][C]19[/C][C]28.8648791386409[/C][C]-9.86487913864087[/C][/ROW]
[ROW][C]20[/C][C]34[/C][C]18.4681951545627[/C][C]15.5318048454373[/C][/ROW]
[ROW][C]21[/C][C]31[/C][C]24.8754357470613[/C][C]6.12456425293871[/C][/ROW]
[ROW][C]22[/C][C]9[/C][C]23.1137889174103[/C][C]-14.1137889174103[/C][/ROW]
[ROW][C]23[/C][C]38[/C][C]20.3155007495907[/C][C]17.6844992504093[/C][/ROW]
[ROW][C]24[/C][C]15[/C][C]14.2387433285472[/C][C]0.761256671452779[/C][/ROW]
[ROW][C]25[/C][C]39[/C][C]26.3452139970089[/C][C]12.6547860029911[/C][/ROW]
[ROW][C]26[/C][C]8[/C][C]20.465169925779[/C][C]-12.465169925779[/C][/ROW]
[ROW][C]27[/C][C]26[/C][C]22.5845925006498[/C][C]3.4154074993502[/C][/ROW]
[ROW][C]28[/C][C]11[/C][C]18.9144103073261[/C][C]-7.91441030732609[/C][/ROW]
[ROW][C]29[/C][C]6[/C][C]19.9351265599296[/C][C]-13.9351265599296[/C][/ROW]
[ROW][C]30[/C][C]20[/C][C]17.5580256826278[/C][C]2.44197431737223[/C][/ROW]
[ROW][C]31[/C][C]10[/C][C]18.8733310457819[/C][C]-8.8733310457819[/C][/ROW]
[ROW][C]32[/C][C]32[/C][C]18.6152745999646[/C][C]13.3847254000354[/C][/ROW]
[ROW][C]33[/C][C]1[/C][C]17.0220159108372[/C][C]-16.0220159108372[/C][/ROW]
[ROW][C]34[/C][C]3[/C][C]16.820222279018[/C][C]-13.820222279018[/C][/ROW]
[ROW][C]35[/C][C]5[/C][C]16.8855511526285[/C][C]-11.8855511526285[/C][/ROW]
[ROW][C]36[/C][C]7[/C][C]17.4807697788578[/C][C]-10.4807697788578[/C][/ROW]
[ROW][C]37[/C][C]12[/C][C]17.2470375866068[/C][C]-5.24703758660677[/C][/ROW]
[ROW][C]38[/C][C]18[/C][C]16.5197094604095[/C][C]1.48029053959045[/C][/ROW]
[ROW][C]39[/C][C]29[/C][C]16.6053628724767[/C][C]12.3946371275233[/C][/ROW]
[ROW][C]40[/C][C]36[/C][C]17.7188572293495[/C][C]18.2811427706505[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=199720&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=199720&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
12528.8547756362267-3.85477563622669
22428.3308335186157-4.33083351861573
33028.45343215177781.54656784822216
4224.3777109480598-22.3777109480598
54028.374557733647711.6254422663523
63723.8798469970613.1201530029399
71624.8356087243191-8.83560872431915
82220.18437890936071.81562109063934
93321.181170985744411.8188290142556
101716.94480334235990.055196657640077
112818.47569904375139.52430095624872
122715.906801004377811.0931989956222
131417.1533046707181-3.15330467071809
141314.1556339406912-1.15563394069125
15415.9555481499098-11.9555481499098
162113.28613110828797.71386889171213
172324.27206003015-1.27206003014995
183525.91048917987749.08951082012257
191928.8648791386409-9.86487913864087
203418.468195154562715.5318048454373
213124.87543574706136.12456425293871
22923.1137889174103-14.1137889174103
233820.315500749590717.6844992504093
241514.23874332854720.761256671452779
253926.345213997008912.6547860029911
26820.465169925779-12.465169925779
272622.58459250064983.4154074993502
281118.9144103073261-7.91441030732609
29619.9351265599296-13.9351265599296
302017.55802568262782.44197431737223
311018.8733310457819-8.8733310457819
323218.615274599964613.3847254000354
33117.0220159108372-16.0220159108372
34316.820222279018-13.820222279018
35516.8855511526285-11.8855511526285
36717.4807697788578-10.4807697788578
371217.2470375866068-5.24703758660677
381816.51970946040951.48029053959045
392916.605362872476712.3946371275233
403617.718857229349518.2811427706505







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
110.7276377570495130.5447244859009740.272362242950487
120.6519020479082880.6961959041834250.348097952091712
130.7282845465113040.5434309069773920.271715453488696
140.6741981494051370.6516037011897260.325801850594863
150.7405849513541280.5188300972917430.259415048645872
160.6530590126992930.6938819746014140.346940987300707
170.5913986460457670.8172027079084660.408601353954233
180.5445580633131440.9108838733737110.455441936686856
190.5005929562204290.9988140875591410.499407043779571
200.5318762224621640.9362475550756710.468123777537836
210.423404866213880.8468097324277610.57659513378612
220.5035821169018110.9928357661963790.496417883098189
230.4558055052135170.9116110104270340.544194494786483
240.3537549202131090.7075098404262180.646245079786891
250.2665602956698750.5331205913397510.733439704330125
260.2657600452141280.5315200904282570.734239954785872
270.1901268588702330.3802537177404660.809873141129767
280.110982593705980.2219651874119590.88901740629402
290.06772105135243010.135442102704860.93227894864757

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
11 & 0.727637757049513 & 0.544724485900974 & 0.272362242950487 \tabularnewline
12 & 0.651902047908288 & 0.696195904183425 & 0.348097952091712 \tabularnewline
13 & 0.728284546511304 & 0.543430906977392 & 0.271715453488696 \tabularnewline
14 & 0.674198149405137 & 0.651603701189726 & 0.325801850594863 \tabularnewline
15 & 0.740584951354128 & 0.518830097291743 & 0.259415048645872 \tabularnewline
16 & 0.653059012699293 & 0.693881974601414 & 0.346940987300707 \tabularnewline
17 & 0.591398646045767 & 0.817202707908466 & 0.408601353954233 \tabularnewline
18 & 0.544558063313144 & 0.910883873373711 & 0.455441936686856 \tabularnewline
19 & 0.500592956220429 & 0.998814087559141 & 0.499407043779571 \tabularnewline
20 & 0.531876222462164 & 0.936247555075671 & 0.468123777537836 \tabularnewline
21 & 0.42340486621388 & 0.846809732427761 & 0.57659513378612 \tabularnewline
22 & 0.503582116901811 & 0.992835766196379 & 0.496417883098189 \tabularnewline
23 & 0.455805505213517 & 0.911611010427034 & 0.544194494786483 \tabularnewline
24 & 0.353754920213109 & 0.707509840426218 & 0.646245079786891 \tabularnewline
25 & 0.266560295669875 & 0.533120591339751 & 0.733439704330125 \tabularnewline
26 & 0.265760045214128 & 0.531520090428257 & 0.734239954785872 \tabularnewline
27 & 0.190126858870233 & 0.380253717740466 & 0.809873141129767 \tabularnewline
28 & 0.11098259370598 & 0.221965187411959 & 0.88901740629402 \tabularnewline
29 & 0.0677210513524301 & 0.13544210270486 & 0.93227894864757 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=199720&T=5

[TABLE]
[ROW][C]Goldfeld-Quandt test for Heteroskedasticity[/C][/ROW]
[ROW][C]p-values[/C][C]Alternative Hypothesis[/C][/ROW]
[ROW][C]breakpoint index[/C][C]greater[/C][C]2-sided[/C][C]less[/C][/ROW]
[ROW][C]11[/C][C]0.727637757049513[/C][C]0.544724485900974[/C][C]0.272362242950487[/C][/ROW]
[ROW][C]12[/C][C]0.651902047908288[/C][C]0.696195904183425[/C][C]0.348097952091712[/C][/ROW]
[ROW][C]13[/C][C]0.728284546511304[/C][C]0.543430906977392[/C][C]0.271715453488696[/C][/ROW]
[ROW][C]14[/C][C]0.674198149405137[/C][C]0.651603701189726[/C][C]0.325801850594863[/C][/ROW]
[ROW][C]15[/C][C]0.740584951354128[/C][C]0.518830097291743[/C][C]0.259415048645872[/C][/ROW]
[ROW][C]16[/C][C]0.653059012699293[/C][C]0.693881974601414[/C][C]0.346940987300707[/C][/ROW]
[ROW][C]17[/C][C]0.591398646045767[/C][C]0.817202707908466[/C][C]0.408601353954233[/C][/ROW]
[ROW][C]18[/C][C]0.544558063313144[/C][C]0.910883873373711[/C][C]0.455441936686856[/C][/ROW]
[ROW][C]19[/C][C]0.500592956220429[/C][C]0.998814087559141[/C][C]0.499407043779571[/C][/ROW]
[ROW][C]20[/C][C]0.531876222462164[/C][C]0.936247555075671[/C][C]0.468123777537836[/C][/ROW]
[ROW][C]21[/C][C]0.42340486621388[/C][C]0.846809732427761[/C][C]0.57659513378612[/C][/ROW]
[ROW][C]22[/C][C]0.503582116901811[/C][C]0.992835766196379[/C][C]0.496417883098189[/C][/ROW]
[ROW][C]23[/C][C]0.455805505213517[/C][C]0.911611010427034[/C][C]0.544194494786483[/C][/ROW]
[ROW][C]24[/C][C]0.353754920213109[/C][C]0.707509840426218[/C][C]0.646245079786891[/C][/ROW]
[ROW][C]25[/C][C]0.266560295669875[/C][C]0.533120591339751[/C][C]0.733439704330125[/C][/ROW]
[ROW][C]26[/C][C]0.265760045214128[/C][C]0.531520090428257[/C][C]0.734239954785872[/C][/ROW]
[ROW][C]27[/C][C]0.190126858870233[/C][C]0.380253717740466[/C][C]0.809873141129767[/C][/ROW]
[ROW][C]28[/C][C]0.11098259370598[/C][C]0.221965187411959[/C][C]0.88901740629402[/C][/ROW]
[ROW][C]29[/C][C]0.0677210513524301[/C][C]0.13544210270486[/C][C]0.93227894864757[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=199720&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=199720&T=5

As an alternative you can also use a QR Code:  

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

Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
110.7276377570495130.5447244859009740.272362242950487
120.6519020479082880.6961959041834250.348097952091712
130.7282845465113040.5434309069773920.271715453488696
140.6741981494051370.6516037011897260.325801850594863
150.7405849513541280.5188300972917430.259415048645872
160.6530590126992930.6938819746014140.346940987300707
170.5913986460457670.8172027079084660.408601353954233
180.5445580633131440.9108838733737110.455441936686856
190.5005929562204290.9988140875591410.499407043779571
200.5318762224621640.9362475550756710.468123777537836
210.423404866213880.8468097324277610.57659513378612
220.5035821169018110.9928357661963790.496417883098189
230.4558055052135170.9116110104270340.544194494786483
240.3537549202131090.7075098404262180.646245079786891
250.2665602956698750.5331205913397510.733439704330125
260.2657600452141280.5315200904282570.734239954785872
270.1901268588702330.3802537177404660.809873141129767
280.110982593705980.2219651874119590.88901740629402
290.06772105135243010.135442102704860.93227894864757







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

\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 & 0 & 0 & OK \tabularnewline
10% type I error level & 0 & 0 & OK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=199720&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]0[/C][C]0[/C][C]OK[/C][/ROW]
[ROW][C]10% type I error level[/C][C]0[/C][C]0[/C][C]OK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=199720&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=199720&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 level00OK
10% type I error level00OK



Parameters (Session):
par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ;
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')
}