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Description of Statistical Computation

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_multipleregression.wasp
Title produced by softwareMultiple Regression
Date of computationWed, 13 Nov 2013 14:05:41 -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/2013/Nov/13/t138436954703x10f2g5pxyrej.htm/, Retrieved Sun, 28 Apr 2024 20:01:59 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=224948, Retrieved Sun, 28 Apr 2024 20:01:59 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact83

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Linear Regression Graphical Model Validation] [Colombia Coffee -...] [2008-02-26 10:22:06] [74be16979710d4c4e7c6647856088456]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
87.28	255
87.28	280.2
87.09	299.9
86.92	339.2
87.59	374.2
90.72	393.5
90.69	389.2
90.3		381.7
89.55	375.2
88.94	369
88.41	357.4
87.82	352.1
87.07	346.5
86.82	342.9
86.4		340.3
86.02	328.3
85.66	322.9
85.32	314.3
85		308.9
84.67	294
83.94	285.6
82.83	281.2
81.95	280.3
81.19	278.8
80.48	274.5
78.86	270.4
69.47	263.4
68.77	259.9
70.06	258
73.95	262.7
75.8		284.7
77.79	311.3
81.57	322.1
83.07	327
84.34	331.3
85.1		333.3
85.25	321.4
84.26	327
83.63	320
86.44	314.7
85.3		316.7
84.1		314.4
83.36	321.3
82.48	318.2
81.58	307.2
80.47	301.3
79.34	287.5
82.13	277.7
81.69	274.4
80.7		258.8
79.88	253.3
79.16	251
78.38	248.4
77.42	249.5
76.47	246.1
75.46	244.5
74.48	243.6
78.27	244
80.7		240.8
79.91	249.8
78.75	248
77.78	259.4
81.14	260.5
81.08	260.8
80.03	261.3
78.91	259.5
78.01	256.6
76.9		257.9
75.97	256.5
81.93	254.2
80.27	253.3
78.67	253.8
77.42	255.5
76.16	257.1
74.7		257.3
76.39	253.2
76.04	252.8
74.65	252
73.29	250.7
71.79	252.2
74.39	250
74.91	251
74.54	253.4
73.08	251.2
72.75	255.6
71.32	261.1
70.38	258.9
70.35	259.9
70.01	261.2
69.36	264.7
67.77	267.1
69.26	266.4
69.8		267.7
68.38	268.6
67.62	267.5
68.39	268.5
66.95	268.5
65.21	270.5
66.64	270.9
63.45	270.1
60.66	269.3
62.34	269.8
60.32	270.1
58.64	264.9
60.46	263.7
58.59	264.8
61.87	263.7
61.85	255.9
67.44	276.2
77.06	360.1
91.74	380.5
93.15	373.7
94.15	369.8
93.11	366.6
91.51	359.3
89.96	345.8
88.16	326.2
86.98	324.5
88.03	328.1
86.24	327.5
84.65	324.4
83.23	316.5
81.7		310.9
80.25	301.5
78.8		291.7
77.51	290.4
76.2		287.4
75.04	277.7
74		281.6
75.49	288
77.14	276
76.15	272.9
76.27	283
78.19	283.3
76.49	276.8
77.31	284.5
76.65	282.7
74.99	281.2
73.51	287.4
72.07	283.1
70.59	284
71.96	285.5
76.29	289.2
74.86	292.5
74.93	296.4
71.9		305.2
71.01	303.9
77.47	311.5
75.78	316.3
76.6		316.7
76.07	322.5
74.57	317.1
73.02	309.8
72.65	303.8
73.16	290.3
71.53	293.7
69.78	291.7
67.98	296.5
69.96	289.1
72.16	288.5
70.47	293.8
68.86	297.7
67.37	305.4
65.87	302.7
72.16	302.5
71.34	303
69.93	294.5
68.44	294.1
67.16	294.5
66.01	297.1
67.25	289.4
70.91	292.4
69.75	287.9
68.59	286.6
67.48	280.5
66.31	272.4
64.81	269.2
66.58	270.6
65.97	267.3
64.7		262.5
64.7		266.8
60.94	268.8
59.08	263.1
58.42	261.2
57.77	266
57.11	262.5
53.31	265.2
49.96	261.3
49.4		253.7
48.84	249.2
48.3		239.1
47.74	236.4
47.24	235.2
46.76	245.2
46.29	246.2
48.9		247.7
49.23	251.4
48.53	253.3
48.03	254.8
54.34	250
53.79	249.3
53.24	241.5
52.96	243.3
52.17	248
51.7		253
58.55	252.9
78.2		251.5
77.03	251.6
76.19	253.5
77.15	259.8
75.87	334.1
95.47	448
109.67	445.8
112.28	445
112.01	448.2
107.93	438.2
105.96	439.8
105.06	423.4
102.98	410.8
102.2	408.4
105.23	406.7
101.85	405.9
99.89	402.7
96.23	405.1
94.76	399.6
91.51	386.5
91.63	381.4
91.54	375.2
85.23	357.7
87.83	359
87.38	355
84.44	352.7
85.19	344.4
84.03	343.8
86.73	338
102.52	339
104.45	333.3
106.98	334.4
107.02	328.3
99.26	330.7
94.45	330
113.44	331.6
157.33	351.2
147.38	389.4
171.89	410.9
171.95	442.8
132.71	462.8
126.02	466.9
121.18	461.7
115.45	439.2
110.48	430.3
117.85	416.1
117.63	402.5
124.65	397.3
109.59	403.3
111.27	395.9
99.78	387.8
98.21	378.6
99.2		377.1
97.97	370.4
89.55	362
87.91	350.3
93.34	348.2
94.42	344.6
93.2		343.5
90.29	342.8
91.46	347.6
89.98	346.6
88.35	349.5
88.41	342.1
82.44	342
79.89	342.8
75.69	339.3
75.66	348.2
84.5		333.7
96.73	334.7
87.48	354
82.39	367.7
83.48	363.3
79.31	358.4
78.16	353.1
72.77	343.1
72.45	344.6
68.46	344.4
67.62	333.9
68.76	331.7
70.07	324.3
68.55	321.2
65.3		322.4
58.96	321.7
59.17	320.5
62.37	312.8
66.28	309.7
55.62	315.6
55.23	309.7
55.85	304.6
56.75	302.5
50.89	301.5
53.88	298.8
52.95	291.3
55.08	293.6
53.61	294.6
58.78	285.9
61.85	297.6
55.91	301.1
53.32	293.8
46.41	297.7
44.57	292.9
50		292.1
50		287.2
53.36	288.2
46.23	283.8
50.45	299.9
49.07	292.4
45.85	293.3
48.45	300.8
49.96	293.7
46.53	293.1
50.51	294.4
47.58	292.1
48.05	291.9
46.84	282.5
47.67	277.9
49.16	287.5
55.54	289.2
55.82	285.6
58.22	293.2
56.19	290.8
57.77	283.1
63.19	275
54.76	287.8
55.74	287.8
62.54	287.4
61.39	284
69.6	277.8
79.23	277.6
80		304.9
93.68	294
107.63	300.9
100.18	324
97.3	332.9
90.45	341.6
80.64	333.4
80.58	348.2
75.82	344.7
85.59	344.7
89.35	329.3
89.42	323.5
104.73	323.2
95.32	317.4
89.27	330.1
90.44	329.2
86.97	334.9
79.98	315.8
81.22	315.4
87.35	319.6
83.64	317.3
82.22	313.8
94.4		315.8
102.18	311.3

Tables (Output of Computation)





\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 & 1 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
R Framework error message & 
Warning: there are blank lines in the 'Data X' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values.
 \tabularnewline
R Engine error message & 
Error in list(87.28, 255, 87.28, 280.2, 87.09, 299.9, 86.92, 339.2, 87.59,  : 
  argument 721 is empty
Calls: array
Execution halted

 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=224948&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]1 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]
Warning: there are blank lines in the 'Data X' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values.
[/C][/ROW]
[ROW][C]R Engine error message[/C][C]
Error in list(87.28, 255, 87.28, 280.2, 87.09, 299.9, 86.92, 339.2, 87.59,  : 
  argument 721 is empty
Calls: array
Execution halted

[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=224948&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=224948&T=0

As an alternative you can also use a QR Code:  
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 time1 seconds
R Server'Herman Ole Andreas Wold' @ wold.wessa.net
R Framework error message
Warning: there are blank lines in the 'Data X' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values.
R Engine error message
Error in list(87.28, 255, 87.28, 280.2, 87.09, 299.9, 86.92, 339.2, 87.59,  : 
  argument 721 is empty
Calls: array
Execution halted


Figures (Output of Computation)

Input Parameters & R Code

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