Free Statistics

of Irreproducible Research!

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_multipleregression.wasp
Title produced by softwareMultiple Regression
Date of computationWed, 25 Jan 2017 09:59:49 +0100
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2017/Jan/25/t1485334828qbxcdkbqkse2wk8.htm/, Retrieved Tue, 14 May 2024 20:38:22 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=305893, Retrieved Tue, 14 May 2024 20:38:22 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact65
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Multiple Regression] [] [2017-01-25 08:59:49] [7317fa1bdd14838a35b67d8077ae0d9d] [Current]
Feedback Forum

Post a new message
Dataseries X:
13 4 2 4 22
16 5 3 3 24
17 4 4 5 21
NA 3 4 3 21
NA 4 4 5 24
16 3 4 4 20
NA 3 4 4 22
NA 3 4 5 20
NA 4 5 4 19
17 4 5 5 23
17 4 4 2 21
15 4 4 5 19
16 4 4 4 19
14 3 3 5 21
16 4 4 5 21
17 3 4 5 22
NA 3 4 5 22
NA NA NA 5 19
NA 5 5 4 21
NA 4 4 4 21
16 3 4 5 21
NA 4 4 4 20
16 4 4 5 22
NA 4 4 5 22
NA 4 4 5 24
NA 3 4 4 21
16 3 4 4 19
15 4 4 4 19
16 2 4 5 23
16 5 4 4 21
13 4 3 5 21
15 4 5 5 19
17 5 4 5 21
NA 4 3 5 19
13 2 3 5 21
17 4 5 2 21
NA 3 4 5 23
14 4 3 5 19
14 4 3 3 19
18 4 4 5 19
NA 5 4 4 18
17 4 5 5 22
13 3 3 4 18
16 5 5 5 22
15 5 4 5 18
15 4 4 4 22
NA 4 4 4 22
15 3 5 5 19
13 4 4 4 22
NA 2 3 4 25
17 4 5 5 19
NA 5 5 2 19
NA 5 5 5 19
11 4 3 5 19
14 4 3 4 21
13 4 4 5 21
NA 3 4 4 20
17 3 4 4 19
16 4 4 4 19
NA 4 4 4 22
17 5 5 3 26
16 2 4 4 19
16 4 4 4 21
16 3 4 4 21
15 4 4 5 20
12 4 2 4 23
17 4 4 4 22
14 4 4 4 22
14 5 4 5 22
16 3 4 4 21
NA 3 4 4 21
NA 4 5 5 22
NA 4 4 3 23
NA 4 4 4 18
NA 4 4 4 24
15 3 4 3 22
16 4 4 4 21
14 3 4 5 21
15 3 3 5 21
17 4 3 5 23
NA 4 4 5 21
10 3 3 3 23
NA 4 4 4 21
17 4 4 3 19
NA 4 4 4 21
20 5 4 4 21
17 5 4 3 21
18 4 4 5 23
NA 3 4 5 23
17 3 NA 4 20
14 4 2 3 20
NA 4 4 5 19
17 4 4 5 23
NA 4 4 4 22
17 4 5 4 19
NA 3 4 4 23
16 4 4 5 22
18 5 4 3 22
18 5 4 5 21
16 4 5 4 21
NA 3 4 5 21
NA 5 3 4 21
15 4 4 5 22
13 5 4 4 25
NA 3 4 4 21
NA 5 4 4 23
NA 4 4 5 19
NA 4 4 3 22
NA 4 4 5 20
16 4 4 5 21
NA 3 4 5 25
NA 4 4 4 21
NA 4 4 4 19
12 3 3 4 23
NA 4 4 4 22
16 3 4 5 21
16 4 4 5 24
NA 5 4 5 21
16 5 4 5 19
14 4 4 4 18
15 4 4 5 19
14 3 4 4 20
NA 4 4 4 19
15 4 4 4 22
NA 4 5 3 21
15 3 4 4 22
16 4 4 4 24
NA 4 4 4 28
NA 3 4 3 19
NA 4 4 4 18
11 3 2 4 23
NA 4 4 4 19
18 5 4 4 23
NA 2 4 4 19
11 3 3 4 22
NA 4 4 4 21
18 5 5 4 19
NA NA NA 2 22
15 4 5 5 21
19 5 5 5 23
17 4 5 5 22
NA 4 4 4 19
14 3 4 5 19
NA 4 4 5 21
13 4 4 2 22
17 4 4 3 21
14 4 4 4 20
19 5 4 5 23
14 4 3 5 22
NA 4 4 5 23
NA 3 3 2 22
16 4 5 5 21
16 4 4 4 20
15 4 4 4 18
12 3 4 5 18
NA 4 4 5 20
17 5 4 5 19
NA 4 4 5 21
NA 2 3 5 24
18 4 4 4 19
15 4 3 4 20
18 4 4 4 19
15 4 5 5 23
NA 5 4 3 22
NA 5 4 4 21
NA 3 3 1 24
16 4 4 4 21
NA 4 4 4 21
16 2 3 4 22




Summary of computational transaction
Raw Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time7 seconds
R ServerBig Analytics Cloud Computing Center

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time7 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=305893&T=0

[TABLE]
[ROW]
Summary of computational transaction[/C][/ROW] [ROW]Raw Input[/C] view raw input (R code) [/C][/ROW] [ROW]Raw Output[/C]view raw output of R engine [/C][/ROW] [ROW]Computing time[/C]7 seconds[/C][/ROW] [ROW]R Server[/C]Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=305893&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=305893&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 Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time7 seconds
R ServerBig Analytics Cloud Computing Center







Multiple Linear Regression - Estimated Regression Equation
TVDC[t] = + 7.79993 + 0.646294SKEOU1[t] + 1.31136SKEOU2[t] -0.0471628SKEOU3[t] + 0.0107276Bevr_Leeftijd[t] + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
TVDC[t] =  +  7.79993 +  0.646294SKEOU1[t] +  1.31136SKEOU2[t] -0.0471628SKEOU3[t] +  0.0107276Bevr_Leeftijd[t]  + e[t] \tabularnewline
 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=305893&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]TVDC[t] =  +  7.79993 +  0.646294SKEOU1[t] +  1.31136SKEOU2[t] -0.0471628SKEOU3[t] +  0.0107276Bevr_Leeftijd[t]  + e[t][/C][/ROW]
[ROW][C][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=305893&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=305893&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
TVDC[t] = + 7.79993 + 0.646294SKEOU1[t] + 1.31136SKEOU2[t] -0.0471628SKEOU3[t] + 0.0107276Bevr_Leeftijd[t] + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)+7.8 2.344+3.3280e+00 0.001236 0.000618
SKEOU1+0.6463 0.2174+2.9730e+00 0.003725 0.001862
SKEOU2+1.311 0.2321+5.6510e+00 1.6e-07 7.999e-08
SKEOU3-0.04716 0.2018-2.3370e-01 0.8157 0.4079
Bevr_Leeftijd+0.01073 0.0921+1.1650e-01 0.9075 0.4538

\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) & +7.8 &  2.344 & +3.3280e+00 &  0.001236 &  0.000618 \tabularnewline
SKEOU1 & +0.6463 &  0.2174 & +2.9730e+00 &  0.003725 &  0.001862 \tabularnewline
SKEOU2 & +1.311 &  0.2321 & +5.6510e+00 &  1.6e-07 &  7.999e-08 \tabularnewline
SKEOU3 & -0.04716 &  0.2018 & -2.3370e-01 &  0.8157 &  0.4079 \tabularnewline
Bevr_Leeftijd & +0.01073 &  0.0921 & +1.1650e-01 &  0.9075 &  0.4538 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=305893&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]+7.8[/C][C] 2.344[/C][C]+3.3280e+00[/C][C] 0.001236[/C][C] 0.000618[/C][/ROW]
[ROW][C]SKEOU1[/C][C]+0.6463[/C][C] 0.2174[/C][C]+2.9730e+00[/C][C] 0.003725[/C][C] 0.001862[/C][/ROW]
[ROW][C]SKEOU2[/C][C]+1.311[/C][C] 0.2321[/C][C]+5.6510e+00[/C][C] 1.6e-07[/C][C] 7.999e-08[/C][/ROW]
[ROW][C]SKEOU3[/C][C]-0.04716[/C][C] 0.2018[/C][C]-2.3370e-01[/C][C] 0.8157[/C][C] 0.4079[/C][/ROW]
[ROW][C]Bevr_Leeftijd[/C][C]+0.01073[/C][C] 0.0921[/C][C]+1.1650e-01[/C][C] 0.9075[/C][C] 0.4538[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=305893&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=305893&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)+7.8 2.344+3.3280e+00 0.001236 0.000618
SKEOU1+0.6463 0.2174+2.9730e+00 0.003725 0.001862
SKEOU2+1.311 0.2321+5.6510e+00 1.6e-07 7.999e-08
SKEOU3-0.04716 0.2018-2.3370e-01 0.8157 0.4079
Bevr_Leeftijd+0.01073 0.0921+1.1650e-01 0.9075 0.4538







Multiple Linear Regression - Regression Statistics
Multiple R 0.5979
R-squared 0.3575
Adjusted R-squared 0.331
F-TEST (value) 13.49
F-TEST (DF numerator)4
F-TEST (DF denominator)97
p-value 8.812e-09
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 1.534
Sum Squared Residuals 228.3

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R &  0.5979 \tabularnewline
R-squared &  0.3575 \tabularnewline
Adjusted R-squared &  0.331 \tabularnewline
F-TEST (value) &  13.49 \tabularnewline
F-TEST (DF numerator) & 4 \tabularnewline
F-TEST (DF denominator) & 97 \tabularnewline
p-value &  8.812e-09 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation &  1.534 \tabularnewline
Sum Squared Residuals &  228.3 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=305893&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C] 0.5979[/C][/ROW]
[ROW][C]R-squared[/C][C] 0.3575[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C] 0.331[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C] 13.49[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]4[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]97[/C][/ROW]
[ROW][C]p-value[/C][C] 8.812e-09[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C] 1.534[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C] 228.3[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=305893&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=305893&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 R 0.5979
R-squared 0.3575
Adjusted R-squared 0.331
F-TEST (value) 13.49
F-TEST (DF numerator)4
F-TEST (DF denominator)97
p-value 8.812e-09
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 1.534
Sum Squared Residuals 228.3







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
1 13 13.06-0.05518
2 16 15.08 0.9185
3 17 15.62 1.38
4 16 15.01 0.9898
5 17 16.95 0.04717
6 17 15.76 1.238
7 15 15.6-0.5986
8 16 15.65 0.3543
9 14 13.66 0.3376
10 16 15.62 0.38
11 17 14.98 2.016
12 16 14.97 1.026
13 16 15.63 0.3693
14 16 15 1.001
15 15 15.65-0.6457
16 16 14.35 1.651
17 16 16.31-0.3135
18 13 14.31-1.309
19 15 16.91-1.91
20 17 16.27 0.7337
21 13 13.02-0.01607
22 17 17.07-0.07286
23 14 14.29-0.2872
24 14 14.38-0.3815
25 18 15.6 2.401
26 17 16.94 0.0579
27 13 13.68-0.6773
28 16 17.59-1.588
29 15 16.23-1.234
30 15 15.68-0.6779
31 15 16.26-1.264
32 13 15.68-2.678
33 17 16.91 0.09008
34 11 14.29-3.287
35 14 14.36-0.3558
36 13 15.62-2.62
37 17 15 2.001
38 16 15.65 0.3543
39 17 17.73-0.7256
40 16 14.35 1.647
41 16 15.67 0.3328
42 16 15.02 0.9791
43 15 15.61-0.6093
44 12 13.07-1.066
45 17 15.68 1.322
46 14 15.68-1.678
47 14 16.28-2.277
48 16 15.02 0.9791
49 15 15.08-0.07877
50 16 15.67 0.3328
51 14 14.97-0.9737
52 15 13.66 1.338
53 17 14.33 2.67
54 10 13.78-3.778
55 17 15.69 1.307
56 20 16.31 3.687
57 17 16.36 0.6394
58 18 15.64 2.359
59 14 13.08 0.9191
60 17 15.64 1.359
61 17 16.96 0.04292
62 16 15.63 0.3693
63 18 16.37 1.629
64 18 16.27 1.734
65 16 16.98-0.9785
66 15 15.63-0.6307
67 13 16.36-3.356
68 16 15.62 0.38
69 12 13.73-1.731
70 16 14.97 1.026
71 16 15.65 0.3478
72 16 16.24-0.2449
73 14 15.63-1.635
74 15 15.6-0.5986
75 14 15.01-1.01
76 15 15.68-0.6779
77 15 15.03-0.03161
78 16 15.7 0.3006
79 11 12.42-1.42
80 18 16.33 1.665
81 11 13.72-2.72
82 18 17.6 0.3966
83 15 16.93-1.931
84 19 17.6 1.401
85 17 16.94 0.0579
86 14 14.95-0.9523
87 13 15.77-2.772
88 17 15.71 1.286
89 14 15.66-1.656
90 19 16.29 2.712
91 14 14.32-0.3194
92 16 16.93-0.9314
93 16 15.66 0.3436
94 15 15.63-0.635
95 12 14.94-2.942
96 17 16.24 0.7551
97 18 15.65 2.354
98 15 14.35 0.6549
99 18 15.65 2.354
100 15 16.95-1.953
101 16 15.67 0.3328
102 16 13.07 2.926

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 &  13 &  13.06 & -0.05518 \tabularnewline
2 &  16 &  15.08 &  0.9185 \tabularnewline
3 &  17 &  15.62 &  1.38 \tabularnewline
4 &  16 &  15.01 &  0.9898 \tabularnewline
5 &  17 &  16.95 &  0.04717 \tabularnewline
6 &  17 &  15.76 &  1.238 \tabularnewline
7 &  15 &  15.6 & -0.5986 \tabularnewline
8 &  16 &  15.65 &  0.3543 \tabularnewline
9 &  14 &  13.66 &  0.3376 \tabularnewline
10 &  16 &  15.62 &  0.38 \tabularnewline
11 &  17 &  14.98 &  2.016 \tabularnewline
12 &  16 &  14.97 &  1.026 \tabularnewline
13 &  16 &  15.63 &  0.3693 \tabularnewline
14 &  16 &  15 &  1.001 \tabularnewline
15 &  15 &  15.65 & -0.6457 \tabularnewline
16 &  16 &  14.35 &  1.651 \tabularnewline
17 &  16 &  16.31 & -0.3135 \tabularnewline
18 &  13 &  14.31 & -1.309 \tabularnewline
19 &  15 &  16.91 & -1.91 \tabularnewline
20 &  17 &  16.27 &  0.7337 \tabularnewline
21 &  13 &  13.02 & -0.01607 \tabularnewline
22 &  17 &  17.07 & -0.07286 \tabularnewline
23 &  14 &  14.29 & -0.2872 \tabularnewline
24 &  14 &  14.38 & -0.3815 \tabularnewline
25 &  18 &  15.6 &  2.401 \tabularnewline
26 &  17 &  16.94 &  0.0579 \tabularnewline
27 &  13 &  13.68 & -0.6773 \tabularnewline
28 &  16 &  17.59 & -1.588 \tabularnewline
29 &  15 &  16.23 & -1.234 \tabularnewline
30 &  15 &  15.68 & -0.6779 \tabularnewline
31 &  15 &  16.26 & -1.264 \tabularnewline
32 &  13 &  15.68 & -2.678 \tabularnewline
33 &  17 &  16.91 &  0.09008 \tabularnewline
34 &  11 &  14.29 & -3.287 \tabularnewline
35 &  14 &  14.36 & -0.3558 \tabularnewline
36 &  13 &  15.62 & -2.62 \tabularnewline
37 &  17 &  15 &  2.001 \tabularnewline
38 &  16 &  15.65 &  0.3543 \tabularnewline
39 &  17 &  17.73 & -0.7256 \tabularnewline
40 &  16 &  14.35 &  1.647 \tabularnewline
41 &  16 &  15.67 &  0.3328 \tabularnewline
42 &  16 &  15.02 &  0.9791 \tabularnewline
43 &  15 &  15.61 & -0.6093 \tabularnewline
44 &  12 &  13.07 & -1.066 \tabularnewline
45 &  17 &  15.68 &  1.322 \tabularnewline
46 &  14 &  15.68 & -1.678 \tabularnewline
47 &  14 &  16.28 & -2.277 \tabularnewline
48 &  16 &  15.02 &  0.9791 \tabularnewline
49 &  15 &  15.08 & -0.07877 \tabularnewline
50 &  16 &  15.67 &  0.3328 \tabularnewline
51 &  14 &  14.97 & -0.9737 \tabularnewline
52 &  15 &  13.66 &  1.338 \tabularnewline
53 &  17 &  14.33 &  2.67 \tabularnewline
54 &  10 &  13.78 & -3.778 \tabularnewline
55 &  17 &  15.69 &  1.307 \tabularnewline
56 &  20 &  16.31 &  3.687 \tabularnewline
57 &  17 &  16.36 &  0.6394 \tabularnewline
58 &  18 &  15.64 &  2.359 \tabularnewline
59 &  14 &  13.08 &  0.9191 \tabularnewline
60 &  17 &  15.64 &  1.359 \tabularnewline
61 &  17 &  16.96 &  0.04292 \tabularnewline
62 &  16 &  15.63 &  0.3693 \tabularnewline
63 &  18 &  16.37 &  1.629 \tabularnewline
64 &  18 &  16.27 &  1.734 \tabularnewline
65 &  16 &  16.98 & -0.9785 \tabularnewline
66 &  15 &  15.63 & -0.6307 \tabularnewline
67 &  13 &  16.36 & -3.356 \tabularnewline
68 &  16 &  15.62 &  0.38 \tabularnewline
69 &  12 &  13.73 & -1.731 \tabularnewline
70 &  16 &  14.97 &  1.026 \tabularnewline
71 &  16 &  15.65 &  0.3478 \tabularnewline
72 &  16 &  16.24 & -0.2449 \tabularnewline
73 &  14 &  15.63 & -1.635 \tabularnewline
74 &  15 &  15.6 & -0.5986 \tabularnewline
75 &  14 &  15.01 & -1.01 \tabularnewline
76 &  15 &  15.68 & -0.6779 \tabularnewline
77 &  15 &  15.03 & -0.03161 \tabularnewline
78 &  16 &  15.7 &  0.3006 \tabularnewline
79 &  11 &  12.42 & -1.42 \tabularnewline
80 &  18 &  16.33 &  1.665 \tabularnewline
81 &  11 &  13.72 & -2.72 \tabularnewline
82 &  18 &  17.6 &  0.3966 \tabularnewline
83 &  15 &  16.93 & -1.931 \tabularnewline
84 &  19 &  17.6 &  1.401 \tabularnewline
85 &  17 &  16.94 &  0.0579 \tabularnewline
86 &  14 &  14.95 & -0.9523 \tabularnewline
87 &  13 &  15.77 & -2.772 \tabularnewline
88 &  17 &  15.71 &  1.286 \tabularnewline
89 &  14 &  15.66 & -1.656 \tabularnewline
90 &  19 &  16.29 &  2.712 \tabularnewline
91 &  14 &  14.32 & -0.3194 \tabularnewline
92 &  16 &  16.93 & -0.9314 \tabularnewline
93 &  16 &  15.66 &  0.3436 \tabularnewline
94 &  15 &  15.63 & -0.635 \tabularnewline
95 &  12 &  14.94 & -2.942 \tabularnewline
96 &  17 &  16.24 &  0.7551 \tabularnewline
97 &  18 &  15.65 &  2.354 \tabularnewline
98 &  15 &  14.35 &  0.6549 \tabularnewline
99 &  18 &  15.65 &  2.354 \tabularnewline
100 &  15 &  16.95 & -1.953 \tabularnewline
101 &  16 &  15.67 &  0.3328 \tabularnewline
102 &  16 &  13.07 &  2.926 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=305893&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] 13[/C][C] 13.06[/C][C]-0.05518[/C][/ROW]
[ROW][C]2[/C][C] 16[/C][C] 15.08[/C][C] 0.9185[/C][/ROW]
[ROW][C]3[/C][C] 17[/C][C] 15.62[/C][C] 1.38[/C][/ROW]
[ROW][C]4[/C][C] 16[/C][C] 15.01[/C][C] 0.9898[/C][/ROW]
[ROW][C]5[/C][C] 17[/C][C] 16.95[/C][C] 0.04717[/C][/ROW]
[ROW][C]6[/C][C] 17[/C][C] 15.76[/C][C] 1.238[/C][/ROW]
[ROW][C]7[/C][C] 15[/C][C] 15.6[/C][C]-0.5986[/C][/ROW]
[ROW][C]8[/C][C] 16[/C][C] 15.65[/C][C] 0.3543[/C][/ROW]
[ROW][C]9[/C][C] 14[/C][C] 13.66[/C][C] 0.3376[/C][/ROW]
[ROW][C]10[/C][C] 16[/C][C] 15.62[/C][C] 0.38[/C][/ROW]
[ROW][C]11[/C][C] 17[/C][C] 14.98[/C][C] 2.016[/C][/ROW]
[ROW][C]12[/C][C] 16[/C][C] 14.97[/C][C] 1.026[/C][/ROW]
[ROW][C]13[/C][C] 16[/C][C] 15.63[/C][C] 0.3693[/C][/ROW]
[ROW][C]14[/C][C] 16[/C][C] 15[/C][C] 1.001[/C][/ROW]
[ROW][C]15[/C][C] 15[/C][C] 15.65[/C][C]-0.6457[/C][/ROW]
[ROW][C]16[/C][C] 16[/C][C] 14.35[/C][C] 1.651[/C][/ROW]
[ROW][C]17[/C][C] 16[/C][C] 16.31[/C][C]-0.3135[/C][/ROW]
[ROW][C]18[/C][C] 13[/C][C] 14.31[/C][C]-1.309[/C][/ROW]
[ROW][C]19[/C][C] 15[/C][C] 16.91[/C][C]-1.91[/C][/ROW]
[ROW][C]20[/C][C] 17[/C][C] 16.27[/C][C] 0.7337[/C][/ROW]
[ROW][C]21[/C][C] 13[/C][C] 13.02[/C][C]-0.01607[/C][/ROW]
[ROW][C]22[/C][C] 17[/C][C] 17.07[/C][C]-0.07286[/C][/ROW]
[ROW][C]23[/C][C] 14[/C][C] 14.29[/C][C]-0.2872[/C][/ROW]
[ROW][C]24[/C][C] 14[/C][C] 14.38[/C][C]-0.3815[/C][/ROW]
[ROW][C]25[/C][C] 18[/C][C] 15.6[/C][C] 2.401[/C][/ROW]
[ROW][C]26[/C][C] 17[/C][C] 16.94[/C][C] 0.0579[/C][/ROW]
[ROW][C]27[/C][C] 13[/C][C] 13.68[/C][C]-0.6773[/C][/ROW]
[ROW][C]28[/C][C] 16[/C][C] 17.59[/C][C]-1.588[/C][/ROW]
[ROW][C]29[/C][C] 15[/C][C] 16.23[/C][C]-1.234[/C][/ROW]
[ROW][C]30[/C][C] 15[/C][C] 15.68[/C][C]-0.6779[/C][/ROW]
[ROW][C]31[/C][C] 15[/C][C] 16.26[/C][C]-1.264[/C][/ROW]
[ROW][C]32[/C][C] 13[/C][C] 15.68[/C][C]-2.678[/C][/ROW]
[ROW][C]33[/C][C] 17[/C][C] 16.91[/C][C] 0.09008[/C][/ROW]
[ROW][C]34[/C][C] 11[/C][C] 14.29[/C][C]-3.287[/C][/ROW]
[ROW][C]35[/C][C] 14[/C][C] 14.36[/C][C]-0.3558[/C][/ROW]
[ROW][C]36[/C][C] 13[/C][C] 15.62[/C][C]-2.62[/C][/ROW]
[ROW][C]37[/C][C] 17[/C][C] 15[/C][C] 2.001[/C][/ROW]
[ROW][C]38[/C][C] 16[/C][C] 15.65[/C][C] 0.3543[/C][/ROW]
[ROW][C]39[/C][C] 17[/C][C] 17.73[/C][C]-0.7256[/C][/ROW]
[ROW][C]40[/C][C] 16[/C][C] 14.35[/C][C] 1.647[/C][/ROW]
[ROW][C]41[/C][C] 16[/C][C] 15.67[/C][C] 0.3328[/C][/ROW]
[ROW][C]42[/C][C] 16[/C][C] 15.02[/C][C] 0.9791[/C][/ROW]
[ROW][C]43[/C][C] 15[/C][C] 15.61[/C][C]-0.6093[/C][/ROW]
[ROW][C]44[/C][C] 12[/C][C] 13.07[/C][C]-1.066[/C][/ROW]
[ROW][C]45[/C][C] 17[/C][C] 15.68[/C][C] 1.322[/C][/ROW]
[ROW][C]46[/C][C] 14[/C][C] 15.68[/C][C]-1.678[/C][/ROW]
[ROW][C]47[/C][C] 14[/C][C] 16.28[/C][C]-2.277[/C][/ROW]
[ROW][C]48[/C][C] 16[/C][C] 15.02[/C][C] 0.9791[/C][/ROW]
[ROW][C]49[/C][C] 15[/C][C] 15.08[/C][C]-0.07877[/C][/ROW]
[ROW][C]50[/C][C] 16[/C][C] 15.67[/C][C] 0.3328[/C][/ROW]
[ROW][C]51[/C][C] 14[/C][C] 14.97[/C][C]-0.9737[/C][/ROW]
[ROW][C]52[/C][C] 15[/C][C] 13.66[/C][C] 1.338[/C][/ROW]
[ROW][C]53[/C][C] 17[/C][C] 14.33[/C][C] 2.67[/C][/ROW]
[ROW][C]54[/C][C] 10[/C][C] 13.78[/C][C]-3.778[/C][/ROW]
[ROW][C]55[/C][C] 17[/C][C] 15.69[/C][C] 1.307[/C][/ROW]
[ROW][C]56[/C][C] 20[/C][C] 16.31[/C][C] 3.687[/C][/ROW]
[ROW][C]57[/C][C] 17[/C][C] 16.36[/C][C] 0.6394[/C][/ROW]
[ROW][C]58[/C][C] 18[/C][C] 15.64[/C][C] 2.359[/C][/ROW]
[ROW][C]59[/C][C] 14[/C][C] 13.08[/C][C] 0.9191[/C][/ROW]
[ROW][C]60[/C][C] 17[/C][C] 15.64[/C][C] 1.359[/C][/ROW]
[ROW][C]61[/C][C] 17[/C][C] 16.96[/C][C] 0.04292[/C][/ROW]
[ROW][C]62[/C][C] 16[/C][C] 15.63[/C][C] 0.3693[/C][/ROW]
[ROW][C]63[/C][C] 18[/C][C] 16.37[/C][C] 1.629[/C][/ROW]
[ROW][C]64[/C][C] 18[/C][C] 16.27[/C][C] 1.734[/C][/ROW]
[ROW][C]65[/C][C] 16[/C][C] 16.98[/C][C]-0.9785[/C][/ROW]
[ROW][C]66[/C][C] 15[/C][C] 15.63[/C][C]-0.6307[/C][/ROW]
[ROW][C]67[/C][C] 13[/C][C] 16.36[/C][C]-3.356[/C][/ROW]
[ROW][C]68[/C][C] 16[/C][C] 15.62[/C][C] 0.38[/C][/ROW]
[ROW][C]69[/C][C] 12[/C][C] 13.73[/C][C]-1.731[/C][/ROW]
[ROW][C]70[/C][C] 16[/C][C] 14.97[/C][C] 1.026[/C][/ROW]
[ROW][C]71[/C][C] 16[/C][C] 15.65[/C][C] 0.3478[/C][/ROW]
[ROW][C]72[/C][C] 16[/C][C] 16.24[/C][C]-0.2449[/C][/ROW]
[ROW][C]73[/C][C] 14[/C][C] 15.63[/C][C]-1.635[/C][/ROW]
[ROW][C]74[/C][C] 15[/C][C] 15.6[/C][C]-0.5986[/C][/ROW]
[ROW][C]75[/C][C] 14[/C][C] 15.01[/C][C]-1.01[/C][/ROW]
[ROW][C]76[/C][C] 15[/C][C] 15.68[/C][C]-0.6779[/C][/ROW]
[ROW][C]77[/C][C] 15[/C][C] 15.03[/C][C]-0.03161[/C][/ROW]
[ROW][C]78[/C][C] 16[/C][C] 15.7[/C][C] 0.3006[/C][/ROW]
[ROW][C]79[/C][C] 11[/C][C] 12.42[/C][C]-1.42[/C][/ROW]
[ROW][C]80[/C][C] 18[/C][C] 16.33[/C][C] 1.665[/C][/ROW]
[ROW][C]81[/C][C] 11[/C][C] 13.72[/C][C]-2.72[/C][/ROW]
[ROW][C]82[/C][C] 18[/C][C] 17.6[/C][C] 0.3966[/C][/ROW]
[ROW][C]83[/C][C] 15[/C][C] 16.93[/C][C]-1.931[/C][/ROW]
[ROW][C]84[/C][C] 19[/C][C] 17.6[/C][C] 1.401[/C][/ROW]
[ROW][C]85[/C][C] 17[/C][C] 16.94[/C][C] 0.0579[/C][/ROW]
[ROW][C]86[/C][C] 14[/C][C] 14.95[/C][C]-0.9523[/C][/ROW]
[ROW][C]87[/C][C] 13[/C][C] 15.77[/C][C]-2.772[/C][/ROW]
[ROW][C]88[/C][C] 17[/C][C] 15.71[/C][C] 1.286[/C][/ROW]
[ROW][C]89[/C][C] 14[/C][C] 15.66[/C][C]-1.656[/C][/ROW]
[ROW][C]90[/C][C] 19[/C][C] 16.29[/C][C] 2.712[/C][/ROW]
[ROW][C]91[/C][C] 14[/C][C] 14.32[/C][C]-0.3194[/C][/ROW]
[ROW][C]92[/C][C] 16[/C][C] 16.93[/C][C]-0.9314[/C][/ROW]
[ROW][C]93[/C][C] 16[/C][C] 15.66[/C][C] 0.3436[/C][/ROW]
[ROW][C]94[/C][C] 15[/C][C] 15.63[/C][C]-0.635[/C][/ROW]
[ROW][C]95[/C][C] 12[/C][C] 14.94[/C][C]-2.942[/C][/ROW]
[ROW][C]96[/C][C] 17[/C][C] 16.24[/C][C] 0.7551[/C][/ROW]
[ROW][C]97[/C][C] 18[/C][C] 15.65[/C][C] 2.354[/C][/ROW]
[ROW][C]98[/C][C] 15[/C][C] 14.35[/C][C] 0.6549[/C][/ROW]
[ROW][C]99[/C][C] 18[/C][C] 15.65[/C][C] 2.354[/C][/ROW]
[ROW][C]100[/C][C] 15[/C][C] 16.95[/C][C]-1.953[/C][/ROW]
[ROW][C]101[/C][C] 16[/C][C] 15.67[/C][C] 0.3328[/C][/ROW]
[ROW][C]102[/C][C] 16[/C][C] 13.07[/C][C] 2.926[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=305893&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=305893&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
1 13 13.06-0.05518
2 16 15.08 0.9185
3 17 15.62 1.38
4 16 15.01 0.9898
5 17 16.95 0.04717
6 17 15.76 1.238
7 15 15.6-0.5986
8 16 15.65 0.3543
9 14 13.66 0.3376
10 16 15.62 0.38
11 17 14.98 2.016
12 16 14.97 1.026
13 16 15.63 0.3693
14 16 15 1.001
15 15 15.65-0.6457
16 16 14.35 1.651
17 16 16.31-0.3135
18 13 14.31-1.309
19 15 16.91-1.91
20 17 16.27 0.7337
21 13 13.02-0.01607
22 17 17.07-0.07286
23 14 14.29-0.2872
24 14 14.38-0.3815
25 18 15.6 2.401
26 17 16.94 0.0579
27 13 13.68-0.6773
28 16 17.59-1.588
29 15 16.23-1.234
30 15 15.68-0.6779
31 15 16.26-1.264
32 13 15.68-2.678
33 17 16.91 0.09008
34 11 14.29-3.287
35 14 14.36-0.3558
36 13 15.62-2.62
37 17 15 2.001
38 16 15.65 0.3543
39 17 17.73-0.7256
40 16 14.35 1.647
41 16 15.67 0.3328
42 16 15.02 0.9791
43 15 15.61-0.6093
44 12 13.07-1.066
45 17 15.68 1.322
46 14 15.68-1.678
47 14 16.28-2.277
48 16 15.02 0.9791
49 15 15.08-0.07877
50 16 15.67 0.3328
51 14 14.97-0.9737
52 15 13.66 1.338
53 17 14.33 2.67
54 10 13.78-3.778
55 17 15.69 1.307
56 20 16.31 3.687
57 17 16.36 0.6394
58 18 15.64 2.359
59 14 13.08 0.9191
60 17 15.64 1.359
61 17 16.96 0.04292
62 16 15.63 0.3693
63 18 16.37 1.629
64 18 16.27 1.734
65 16 16.98-0.9785
66 15 15.63-0.6307
67 13 16.36-3.356
68 16 15.62 0.38
69 12 13.73-1.731
70 16 14.97 1.026
71 16 15.65 0.3478
72 16 16.24-0.2449
73 14 15.63-1.635
74 15 15.6-0.5986
75 14 15.01-1.01
76 15 15.68-0.6779
77 15 15.03-0.03161
78 16 15.7 0.3006
79 11 12.42-1.42
80 18 16.33 1.665
81 11 13.72-2.72
82 18 17.6 0.3966
83 15 16.93-1.931
84 19 17.6 1.401
85 17 16.94 0.0579
86 14 14.95-0.9523
87 13 15.77-2.772
88 17 15.71 1.286
89 14 15.66-1.656
90 19 16.29 2.712
91 14 14.32-0.3194
92 16 16.93-0.9314
93 16 15.66 0.3436
94 15 15.63-0.635
95 12 14.94-2.942
96 17 16.24 0.7551
97 18 15.65 2.354
98 15 14.35 0.6549
99 18 15.65 2.354
100 15 16.95-1.953
101 16 15.67 0.3328
102 16 13.07 2.926







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
8 0.1744 0.3489 0.8256
9 0.07472 0.1494 0.9253
10 0.02988 0.05975 0.9701
11 0.03076 0.06152 0.9692
12 0.01275 0.0255 0.9872
13 0.004994 0.009989 0.995
14 0.001866 0.003731 0.9981
15 0.001241 0.002481 0.9988
16 0.0006669 0.001334 0.9993
17 0.000245 0.0004899 0.9998
18 0.0003994 0.0007988 0.9996
19 0.001429 0.002859 0.9986
20 0.002568 0.005137 0.9974
21 0.00211 0.00422 0.9979
22 0.002183 0.004365 0.9978
23 0.001111 0.002222 0.9989
24 0.0005454 0.001091 0.9995
25 0.006558 0.01312 0.9934
26 0.004049 0.008098 0.996
27 0.002664 0.005328 0.9973
28 0.003879 0.007757 0.9961
29 0.002469 0.004938 0.9975
30 0.002055 0.00411 0.9979
31 0.002085 0.00417 0.9979
32 0.01402 0.02804 0.986
33 0.009467 0.01893 0.9905
34 0.04092 0.08184 0.9591
35 0.029 0.058 0.971
36 0.05997 0.1199 0.94
37 0.07355 0.1471 0.9264
38 0.05633 0.1127 0.9437
39 0.04599 0.09198 0.954
40 0.04337 0.08674 0.9566
41 0.03144 0.06287 0.9686
42 0.02501 0.05001 0.975
43 0.018 0.036 0.982
44 0.01589 0.03178 0.9841
45 0.01512 0.03023 0.9849
46 0.01771 0.03542 0.9823
47 0.02693 0.05386 0.9731
48 0.02309 0.04618 0.9769
49 0.0207 0.04139 0.9793
50 0.01476 0.02953 0.9852
51 0.01267 0.02534 0.9873
52 0.01166 0.02332 0.9883
53 0.02857 0.05714 0.9714
54 0.1576 0.3152 0.8424
55 0.1549 0.3097 0.8451
56 0.3814 0.7629 0.6186
57 0.3353 0.6706 0.6647
58 0.4097 0.8194 0.5903
59 0.366 0.7321 0.634
60 0.3539 0.7078 0.6461
61 0.3022 0.6044 0.6978
62 0.2545 0.509 0.7455
63 0.2567 0.5134 0.7433
64 0.2572 0.5145 0.7428
65 0.2224 0.4447 0.7776
66 0.1852 0.3705 0.8148
67 0.4085 0.817 0.5915
68 0.3514 0.7027 0.6486
69 0.3575 0.715 0.6425
70 0.3531 0.7062 0.6469
71 0.2963 0.5927 0.7037
72 0.2532 0.5064 0.7468
73 0.2497 0.4993 0.7503
74 0.2063 0.4126 0.7937
75 0.1695 0.3389 0.8305
76 0.1366 0.2731 0.8634
77 0.1092 0.2184 0.8908
78 0.08072 0.1614 0.9193
79 0.08715 0.1743 0.9128
80 0.07179 0.1436 0.9282
81 0.1557 0.3113 0.8443
82 0.1272 0.2544 0.8728
83 0.1157 0.2314 0.8843
84 0.1016 0.2032 0.8984
85 0.07734 0.1547 0.9227
86 0.0543 0.1086 0.9457
87 0.2433 0.4867 0.7567
88 0.2023 0.4046 0.7977
89 0.3268 0.6537 0.6732
90 0.4263 0.8525 0.5737
91 0.3298 0.6595 0.6702
92 0.252 0.504 0.748
93 0.171 0.3419 0.829
94 0.1564 0.3128 0.8436

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
8 &  0.1744 &  0.3489 &  0.8256 \tabularnewline
9 &  0.07472 &  0.1494 &  0.9253 \tabularnewline
10 &  0.02988 &  0.05975 &  0.9701 \tabularnewline
11 &  0.03076 &  0.06152 &  0.9692 \tabularnewline
12 &  0.01275 &  0.0255 &  0.9872 \tabularnewline
13 &  0.004994 &  0.009989 &  0.995 \tabularnewline
14 &  0.001866 &  0.003731 &  0.9981 \tabularnewline
15 &  0.001241 &  0.002481 &  0.9988 \tabularnewline
16 &  0.0006669 &  0.001334 &  0.9993 \tabularnewline
17 &  0.000245 &  0.0004899 &  0.9998 \tabularnewline
18 &  0.0003994 &  0.0007988 &  0.9996 \tabularnewline
19 &  0.001429 &  0.002859 &  0.9986 \tabularnewline
20 &  0.002568 &  0.005137 &  0.9974 \tabularnewline
21 &  0.00211 &  0.00422 &  0.9979 \tabularnewline
22 &  0.002183 &  0.004365 &  0.9978 \tabularnewline
23 &  0.001111 &  0.002222 &  0.9989 \tabularnewline
24 &  0.0005454 &  0.001091 &  0.9995 \tabularnewline
25 &  0.006558 &  0.01312 &  0.9934 \tabularnewline
26 &  0.004049 &  0.008098 &  0.996 \tabularnewline
27 &  0.002664 &  0.005328 &  0.9973 \tabularnewline
28 &  0.003879 &  0.007757 &  0.9961 \tabularnewline
29 &  0.002469 &  0.004938 &  0.9975 \tabularnewline
30 &  0.002055 &  0.00411 &  0.9979 \tabularnewline
31 &  0.002085 &  0.00417 &  0.9979 \tabularnewline
32 &  0.01402 &  0.02804 &  0.986 \tabularnewline
33 &  0.009467 &  0.01893 &  0.9905 \tabularnewline
34 &  0.04092 &  0.08184 &  0.9591 \tabularnewline
35 &  0.029 &  0.058 &  0.971 \tabularnewline
36 &  0.05997 &  0.1199 &  0.94 \tabularnewline
37 &  0.07355 &  0.1471 &  0.9264 \tabularnewline
38 &  0.05633 &  0.1127 &  0.9437 \tabularnewline
39 &  0.04599 &  0.09198 &  0.954 \tabularnewline
40 &  0.04337 &  0.08674 &  0.9566 \tabularnewline
41 &  0.03144 &  0.06287 &  0.9686 \tabularnewline
42 &  0.02501 &  0.05001 &  0.975 \tabularnewline
43 &  0.018 &  0.036 &  0.982 \tabularnewline
44 &  0.01589 &  0.03178 &  0.9841 \tabularnewline
45 &  0.01512 &  0.03023 &  0.9849 \tabularnewline
46 &  0.01771 &  0.03542 &  0.9823 \tabularnewline
47 &  0.02693 &  0.05386 &  0.9731 \tabularnewline
48 &  0.02309 &  0.04618 &  0.9769 \tabularnewline
49 &  0.0207 &  0.04139 &  0.9793 \tabularnewline
50 &  0.01476 &  0.02953 &  0.9852 \tabularnewline
51 &  0.01267 &  0.02534 &  0.9873 \tabularnewline
52 &  0.01166 &  0.02332 &  0.9883 \tabularnewline
53 &  0.02857 &  0.05714 &  0.9714 \tabularnewline
54 &  0.1576 &  0.3152 &  0.8424 \tabularnewline
55 &  0.1549 &  0.3097 &  0.8451 \tabularnewline
56 &  0.3814 &  0.7629 &  0.6186 \tabularnewline
57 &  0.3353 &  0.6706 &  0.6647 \tabularnewline
58 &  0.4097 &  0.8194 &  0.5903 \tabularnewline
59 &  0.366 &  0.7321 &  0.634 \tabularnewline
60 &  0.3539 &  0.7078 &  0.6461 \tabularnewline
61 &  0.3022 &  0.6044 &  0.6978 \tabularnewline
62 &  0.2545 &  0.509 &  0.7455 \tabularnewline
63 &  0.2567 &  0.5134 &  0.7433 \tabularnewline
64 &  0.2572 &  0.5145 &  0.7428 \tabularnewline
65 &  0.2224 &  0.4447 &  0.7776 \tabularnewline
66 &  0.1852 &  0.3705 &  0.8148 \tabularnewline
67 &  0.4085 &  0.817 &  0.5915 \tabularnewline
68 &  0.3514 &  0.7027 &  0.6486 \tabularnewline
69 &  0.3575 &  0.715 &  0.6425 \tabularnewline
70 &  0.3531 &  0.7062 &  0.6469 \tabularnewline
71 &  0.2963 &  0.5927 &  0.7037 \tabularnewline
72 &  0.2532 &  0.5064 &  0.7468 \tabularnewline
73 &  0.2497 &  0.4993 &  0.7503 \tabularnewline
74 &  0.2063 &  0.4126 &  0.7937 \tabularnewline
75 &  0.1695 &  0.3389 &  0.8305 \tabularnewline
76 &  0.1366 &  0.2731 &  0.8634 \tabularnewline
77 &  0.1092 &  0.2184 &  0.8908 \tabularnewline
78 &  0.08072 &  0.1614 &  0.9193 \tabularnewline
79 &  0.08715 &  0.1743 &  0.9128 \tabularnewline
80 &  0.07179 &  0.1436 &  0.9282 \tabularnewline
81 &  0.1557 &  0.3113 &  0.8443 \tabularnewline
82 &  0.1272 &  0.2544 &  0.8728 \tabularnewline
83 &  0.1157 &  0.2314 &  0.8843 \tabularnewline
84 &  0.1016 &  0.2032 &  0.8984 \tabularnewline
85 &  0.07734 &  0.1547 &  0.9227 \tabularnewline
86 &  0.0543 &  0.1086 &  0.9457 \tabularnewline
87 &  0.2433 &  0.4867 &  0.7567 \tabularnewline
88 &  0.2023 &  0.4046 &  0.7977 \tabularnewline
89 &  0.3268 &  0.6537 &  0.6732 \tabularnewline
90 &  0.4263 &  0.8525 &  0.5737 \tabularnewline
91 &  0.3298 &  0.6595 &  0.6702 \tabularnewline
92 &  0.252 &  0.504 &  0.748 \tabularnewline
93 &  0.171 &  0.3419 &  0.829 \tabularnewline
94 &  0.1564 &  0.3128 &  0.8436 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=305893&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] 0.1744[/C][C] 0.3489[/C][C] 0.8256[/C][/ROW]
[ROW][C]9[/C][C] 0.07472[/C][C] 0.1494[/C][C] 0.9253[/C][/ROW]
[ROW][C]10[/C][C] 0.02988[/C][C] 0.05975[/C][C] 0.9701[/C][/ROW]
[ROW][C]11[/C][C] 0.03076[/C][C] 0.06152[/C][C] 0.9692[/C][/ROW]
[ROW][C]12[/C][C] 0.01275[/C][C] 0.0255[/C][C] 0.9872[/C][/ROW]
[ROW][C]13[/C][C] 0.004994[/C][C] 0.009989[/C][C] 0.995[/C][/ROW]
[ROW][C]14[/C][C] 0.001866[/C][C] 0.003731[/C][C] 0.9981[/C][/ROW]
[ROW][C]15[/C][C] 0.001241[/C][C] 0.002481[/C][C] 0.9988[/C][/ROW]
[ROW][C]16[/C][C] 0.0006669[/C][C] 0.001334[/C][C] 0.9993[/C][/ROW]
[ROW][C]17[/C][C] 0.000245[/C][C] 0.0004899[/C][C] 0.9998[/C][/ROW]
[ROW][C]18[/C][C] 0.0003994[/C][C] 0.0007988[/C][C] 0.9996[/C][/ROW]
[ROW][C]19[/C][C] 0.001429[/C][C] 0.002859[/C][C] 0.9986[/C][/ROW]
[ROW][C]20[/C][C] 0.002568[/C][C] 0.005137[/C][C] 0.9974[/C][/ROW]
[ROW][C]21[/C][C] 0.00211[/C][C] 0.00422[/C][C] 0.9979[/C][/ROW]
[ROW][C]22[/C][C] 0.002183[/C][C] 0.004365[/C][C] 0.9978[/C][/ROW]
[ROW][C]23[/C][C] 0.001111[/C][C] 0.002222[/C][C] 0.9989[/C][/ROW]
[ROW][C]24[/C][C] 0.0005454[/C][C] 0.001091[/C][C] 0.9995[/C][/ROW]
[ROW][C]25[/C][C] 0.006558[/C][C] 0.01312[/C][C] 0.9934[/C][/ROW]
[ROW][C]26[/C][C] 0.004049[/C][C] 0.008098[/C][C] 0.996[/C][/ROW]
[ROW][C]27[/C][C] 0.002664[/C][C] 0.005328[/C][C] 0.9973[/C][/ROW]
[ROW][C]28[/C][C] 0.003879[/C][C] 0.007757[/C][C] 0.9961[/C][/ROW]
[ROW][C]29[/C][C] 0.002469[/C][C] 0.004938[/C][C] 0.9975[/C][/ROW]
[ROW][C]30[/C][C] 0.002055[/C][C] 0.00411[/C][C] 0.9979[/C][/ROW]
[ROW][C]31[/C][C] 0.002085[/C][C] 0.00417[/C][C] 0.9979[/C][/ROW]
[ROW][C]32[/C][C] 0.01402[/C][C] 0.02804[/C][C] 0.986[/C][/ROW]
[ROW][C]33[/C][C] 0.009467[/C][C] 0.01893[/C][C] 0.9905[/C][/ROW]
[ROW][C]34[/C][C] 0.04092[/C][C] 0.08184[/C][C] 0.9591[/C][/ROW]
[ROW][C]35[/C][C] 0.029[/C][C] 0.058[/C][C] 0.971[/C][/ROW]
[ROW][C]36[/C][C] 0.05997[/C][C] 0.1199[/C][C] 0.94[/C][/ROW]
[ROW][C]37[/C][C] 0.07355[/C][C] 0.1471[/C][C] 0.9264[/C][/ROW]
[ROW][C]38[/C][C] 0.05633[/C][C] 0.1127[/C][C] 0.9437[/C][/ROW]
[ROW][C]39[/C][C] 0.04599[/C][C] 0.09198[/C][C] 0.954[/C][/ROW]
[ROW][C]40[/C][C] 0.04337[/C][C] 0.08674[/C][C] 0.9566[/C][/ROW]
[ROW][C]41[/C][C] 0.03144[/C][C] 0.06287[/C][C] 0.9686[/C][/ROW]
[ROW][C]42[/C][C] 0.02501[/C][C] 0.05001[/C][C] 0.975[/C][/ROW]
[ROW][C]43[/C][C] 0.018[/C][C] 0.036[/C][C] 0.982[/C][/ROW]
[ROW][C]44[/C][C] 0.01589[/C][C] 0.03178[/C][C] 0.9841[/C][/ROW]
[ROW][C]45[/C][C] 0.01512[/C][C] 0.03023[/C][C] 0.9849[/C][/ROW]
[ROW][C]46[/C][C] 0.01771[/C][C] 0.03542[/C][C] 0.9823[/C][/ROW]
[ROW][C]47[/C][C] 0.02693[/C][C] 0.05386[/C][C] 0.9731[/C][/ROW]
[ROW][C]48[/C][C] 0.02309[/C][C] 0.04618[/C][C] 0.9769[/C][/ROW]
[ROW][C]49[/C][C] 0.0207[/C][C] 0.04139[/C][C] 0.9793[/C][/ROW]
[ROW][C]50[/C][C] 0.01476[/C][C] 0.02953[/C][C] 0.9852[/C][/ROW]
[ROW][C]51[/C][C] 0.01267[/C][C] 0.02534[/C][C] 0.9873[/C][/ROW]
[ROW][C]52[/C][C] 0.01166[/C][C] 0.02332[/C][C] 0.9883[/C][/ROW]
[ROW][C]53[/C][C] 0.02857[/C][C] 0.05714[/C][C] 0.9714[/C][/ROW]
[ROW][C]54[/C][C] 0.1576[/C][C] 0.3152[/C][C] 0.8424[/C][/ROW]
[ROW][C]55[/C][C] 0.1549[/C][C] 0.3097[/C][C] 0.8451[/C][/ROW]
[ROW][C]56[/C][C] 0.3814[/C][C] 0.7629[/C][C] 0.6186[/C][/ROW]
[ROW][C]57[/C][C] 0.3353[/C][C] 0.6706[/C][C] 0.6647[/C][/ROW]
[ROW][C]58[/C][C] 0.4097[/C][C] 0.8194[/C][C] 0.5903[/C][/ROW]
[ROW][C]59[/C][C] 0.366[/C][C] 0.7321[/C][C] 0.634[/C][/ROW]
[ROW][C]60[/C][C] 0.3539[/C][C] 0.7078[/C][C] 0.6461[/C][/ROW]
[ROW][C]61[/C][C] 0.3022[/C][C] 0.6044[/C][C] 0.6978[/C][/ROW]
[ROW][C]62[/C][C] 0.2545[/C][C] 0.509[/C][C] 0.7455[/C][/ROW]
[ROW][C]63[/C][C] 0.2567[/C][C] 0.5134[/C][C] 0.7433[/C][/ROW]
[ROW][C]64[/C][C] 0.2572[/C][C] 0.5145[/C][C] 0.7428[/C][/ROW]
[ROW][C]65[/C][C] 0.2224[/C][C] 0.4447[/C][C] 0.7776[/C][/ROW]
[ROW][C]66[/C][C] 0.1852[/C][C] 0.3705[/C][C] 0.8148[/C][/ROW]
[ROW][C]67[/C][C] 0.4085[/C][C] 0.817[/C][C] 0.5915[/C][/ROW]
[ROW][C]68[/C][C] 0.3514[/C][C] 0.7027[/C][C] 0.6486[/C][/ROW]
[ROW][C]69[/C][C] 0.3575[/C][C] 0.715[/C][C] 0.6425[/C][/ROW]
[ROW][C]70[/C][C] 0.3531[/C][C] 0.7062[/C][C] 0.6469[/C][/ROW]
[ROW][C]71[/C][C] 0.2963[/C][C] 0.5927[/C][C] 0.7037[/C][/ROW]
[ROW][C]72[/C][C] 0.2532[/C][C] 0.5064[/C][C] 0.7468[/C][/ROW]
[ROW][C]73[/C][C] 0.2497[/C][C] 0.4993[/C][C] 0.7503[/C][/ROW]
[ROW][C]74[/C][C] 0.2063[/C][C] 0.4126[/C][C] 0.7937[/C][/ROW]
[ROW][C]75[/C][C] 0.1695[/C][C] 0.3389[/C][C] 0.8305[/C][/ROW]
[ROW][C]76[/C][C] 0.1366[/C][C] 0.2731[/C][C] 0.8634[/C][/ROW]
[ROW][C]77[/C][C] 0.1092[/C][C] 0.2184[/C][C] 0.8908[/C][/ROW]
[ROW][C]78[/C][C] 0.08072[/C][C] 0.1614[/C][C] 0.9193[/C][/ROW]
[ROW][C]79[/C][C] 0.08715[/C][C] 0.1743[/C][C] 0.9128[/C][/ROW]
[ROW][C]80[/C][C] 0.07179[/C][C] 0.1436[/C][C] 0.9282[/C][/ROW]
[ROW][C]81[/C][C] 0.1557[/C][C] 0.3113[/C][C] 0.8443[/C][/ROW]
[ROW][C]82[/C][C] 0.1272[/C][C] 0.2544[/C][C] 0.8728[/C][/ROW]
[ROW][C]83[/C][C] 0.1157[/C][C] 0.2314[/C][C] 0.8843[/C][/ROW]
[ROW][C]84[/C][C] 0.1016[/C][C] 0.2032[/C][C] 0.8984[/C][/ROW]
[ROW][C]85[/C][C] 0.07734[/C][C] 0.1547[/C][C] 0.9227[/C][/ROW]
[ROW][C]86[/C][C] 0.0543[/C][C] 0.1086[/C][C] 0.9457[/C][/ROW]
[ROW][C]87[/C][C] 0.2433[/C][C] 0.4867[/C][C] 0.7567[/C][/ROW]
[ROW][C]88[/C][C] 0.2023[/C][C] 0.4046[/C][C] 0.7977[/C][/ROW]
[ROW][C]89[/C][C] 0.3268[/C][C] 0.6537[/C][C] 0.6732[/C][/ROW]
[ROW][C]90[/C][C] 0.4263[/C][C] 0.8525[/C][C] 0.5737[/C][/ROW]
[ROW][C]91[/C][C] 0.3298[/C][C] 0.6595[/C][C] 0.6702[/C][/ROW]
[ROW][C]92[/C][C] 0.252[/C][C] 0.504[/C][C] 0.748[/C][/ROW]
[ROW][C]93[/C][C] 0.171[/C][C] 0.3419[/C][C] 0.829[/C][/ROW]
[ROW][C]94[/C][C] 0.1564[/C][C] 0.3128[/C][C] 0.8436[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=305893&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=305893&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
8 0.1744 0.3489 0.8256
9 0.07472 0.1494 0.9253
10 0.02988 0.05975 0.9701
11 0.03076 0.06152 0.9692
12 0.01275 0.0255 0.9872
13 0.004994 0.009989 0.995
14 0.001866 0.003731 0.9981
15 0.001241 0.002481 0.9988
16 0.0006669 0.001334 0.9993
17 0.000245 0.0004899 0.9998
18 0.0003994 0.0007988 0.9996
19 0.001429 0.002859 0.9986
20 0.002568 0.005137 0.9974
21 0.00211 0.00422 0.9979
22 0.002183 0.004365 0.9978
23 0.001111 0.002222 0.9989
24 0.0005454 0.001091 0.9995
25 0.006558 0.01312 0.9934
26 0.004049 0.008098 0.996
27 0.002664 0.005328 0.9973
28 0.003879 0.007757 0.9961
29 0.002469 0.004938 0.9975
30 0.002055 0.00411 0.9979
31 0.002085 0.00417 0.9979
32 0.01402 0.02804 0.986
33 0.009467 0.01893 0.9905
34 0.04092 0.08184 0.9591
35 0.029 0.058 0.971
36 0.05997 0.1199 0.94
37 0.07355 0.1471 0.9264
38 0.05633 0.1127 0.9437
39 0.04599 0.09198 0.954
40 0.04337 0.08674 0.9566
41 0.03144 0.06287 0.9686
42 0.02501 0.05001 0.975
43 0.018 0.036 0.982
44 0.01589 0.03178 0.9841
45 0.01512 0.03023 0.9849
46 0.01771 0.03542 0.9823
47 0.02693 0.05386 0.9731
48 0.02309 0.04618 0.9769
49 0.0207 0.04139 0.9793
50 0.01476 0.02953 0.9852
51 0.01267 0.02534 0.9873
52 0.01166 0.02332 0.9883
53 0.02857 0.05714 0.9714
54 0.1576 0.3152 0.8424
55 0.1549 0.3097 0.8451
56 0.3814 0.7629 0.6186
57 0.3353 0.6706 0.6647
58 0.4097 0.8194 0.5903
59 0.366 0.7321 0.634
60 0.3539 0.7078 0.6461
61 0.3022 0.6044 0.6978
62 0.2545 0.509 0.7455
63 0.2567 0.5134 0.7433
64 0.2572 0.5145 0.7428
65 0.2224 0.4447 0.7776
66 0.1852 0.3705 0.8148
67 0.4085 0.817 0.5915
68 0.3514 0.7027 0.6486
69 0.3575 0.715 0.6425
70 0.3531 0.7062 0.6469
71 0.2963 0.5927 0.7037
72 0.2532 0.5064 0.7468
73 0.2497 0.4993 0.7503
74 0.2063 0.4126 0.7937
75 0.1695 0.3389 0.8305
76 0.1366 0.2731 0.8634
77 0.1092 0.2184 0.8908
78 0.08072 0.1614 0.9193
79 0.08715 0.1743 0.9128
80 0.07179 0.1436 0.9282
81 0.1557 0.3113 0.8443
82 0.1272 0.2544 0.8728
83 0.1157 0.2314 0.8843
84 0.1016 0.2032 0.8984
85 0.07734 0.1547 0.9227
86 0.0543 0.1086 0.9457
87 0.2433 0.4867 0.7567
88 0.2023 0.4046 0.7977
89 0.3268 0.6537 0.6732
90 0.4263 0.8525 0.5737
91 0.3298 0.6595 0.6702
92 0.252 0.504 0.748
93 0.171 0.3419 0.829
94 0.1564 0.3128 0.8436







Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level18 0.2069NOK
5% type I error level310.356322NOK
10% type I error level410.471264NOK

\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 & 18 &  0.2069 & NOK \tabularnewline
5% type I error level & 31 & 0.356322 & NOK \tabularnewline
10% type I error level & 41 & 0.471264 & NOK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=305893&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]18[/C][C] 0.2069[/C][C]NOK[/C][/ROW]
[ROW][C]5% type I error level[/C][C]31[/C][C]0.356322[/C][C]NOK[/C][/ROW]
[ROW][C]10% type I error level[/C][C]41[/C][C]0.471264[/C][C]NOK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=305893&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=305893&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 level18 0.2069NOK
5% type I error level310.356322NOK
10% type I error level410.471264NOK







Ramsey RESET F-Test for powers (2 and 3) of fitted values
> reset_test_fitted
	RESET test
data:  mylm
RESET = 0.8962, df1 = 2, df2 = 95, p-value = 0.4115
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 2.2498, df1 = 8, df2 = 89, p-value = 0.03084
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 1.9521, df1 = 2, df2 = 95, p-value = 0.1476

\begin{tabular}{lllllllll}
\hline
Ramsey RESET F-Test for powers (2 and 3) of fitted values \tabularnewline
> reset_test_fitted
	RESET test
data:  mylm
RESET = 0.8962, df1 = 2, df2 = 95, p-value = 0.4115
\tabularnewline Ramsey RESET F-Test for powers (2 and 3) of regressors \tabularnewline
> reset_test_regressors
	RESET test
data:  mylm
RESET = 2.2498, df1 = 8, df2 = 89, p-value = 0.03084
\tabularnewline Ramsey RESET F-Test for powers (2 and 3) of principal components \tabularnewline
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 1.9521, df1 = 2, df2 = 95, p-value = 0.1476
\tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=305893&T=7

[TABLE]
[ROW][C]Ramsey RESET F-Test for powers (2 and 3) of fitted values[/C][/ROW]
[ROW][C]
> reset_test_fitted
	RESET test
data:  mylm
RESET = 0.8962, df1 = 2, df2 = 95, p-value = 0.4115
[/C][/ROW] [ROW][C]Ramsey RESET F-Test for powers (2 and 3) of regressors[/C][/ROW] [ROW][C]
> reset_test_regressors
	RESET test
data:  mylm
RESET = 2.2498, df1 = 8, df2 = 89, p-value = 0.03084
[/C][/ROW] [ROW][C]Ramsey RESET F-Test for powers (2 and 3) of principal components[/C][/ROW] [ROW][C]
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 1.9521, df1 = 2, df2 = 95, p-value = 0.1476
[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=305893&T=7

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=305893&T=7

As an alternative you can also use a QR Code:  

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

Ramsey RESET F-Test for powers (2 and 3) of fitted values
> reset_test_fitted
	RESET test
data:  mylm
RESET = 0.8962, df1 = 2, df2 = 95, p-value = 0.4115
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 2.2498, df1 = 8, df2 = 89, p-value = 0.03084
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 1.9521, df1 = 2, df2 = 95, p-value = 0.1476







Variance Inflation Factors (Multicollinearity)
> vif
       SKEOU1        SKEOU2        SKEOU3 Bevr_Leeftijd 
     1.096360      1.103003      1.030810      1.026800 

\begin{tabular}{lllllllll}
\hline
Variance Inflation Factors (Multicollinearity) \tabularnewline
> vif
       SKEOU1        SKEOU2        SKEOU3 Bevr_Leeftijd 
     1.096360      1.103003      1.030810      1.026800 
\tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=305893&T=8

[TABLE]
[ROW][C]Variance Inflation Factors (Multicollinearity)[/C][/ROW]
[ROW][C]
> vif
       SKEOU1        SKEOU2        SKEOU3 Bevr_Leeftijd 
     1.096360      1.103003      1.030810      1.026800 
[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=305893&T=8

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=305893&T=8

As an alternative you can also use a QR Code:  

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

Variance Inflation Factors (Multicollinearity)
> vif
       SKEOU1        SKEOU2        SKEOU3 Bevr_Leeftijd 
     1.096360      1.103003      1.030810      1.026800 



Parameters (Session):
Parameters (R input):
par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ; par4 = ; par5 = ;
R code (references can be found in the software module):
library(lattice)
library(lmtest)
library(car)
library(MASS)
n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
mywarning <- ''
par1 <- as.numeric(par1)
if(is.na(par1)) {
par1 <- 1
mywarning = 'Warning: you did not specify the column number of the endogenous series! The first column was selected by default.'
}
if (par4=='') par4 <- 0
par4 <- as.numeric(par4)
if (par5=='') par5 <- 0
par5 <- as.numeric(par5)
x <- na.omit(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'){
(n <- n -1)
x2 <- array(0, dim=c(n,k), dimnames=list(1:n, paste('(1-B)',colnames(x),sep='')))
for (i in 1:n) {
for (j in 1:k) {
x2[i,j] <- x[i+1,j] - x[i,j]
}
}
x <- x2
}
if (par3 == 'Seasonal Differences (s=12)'){
(n <- n - 12)
x2 <- array(0, dim=c(n,k), dimnames=list(1:n, paste('(1-B12)',colnames(x),sep='')))
for (i in 1:n) {
for (j in 1:k) {
x2[i,j] <- x[i+12,j] - x[i,j]
}
}
x <- x2
}
if (par3 == 'First and Seasonal Differences (s=12)'){
(n <- n -1)
x2 <- array(0, dim=c(n,k), dimnames=list(1:n, paste('(1-B)',colnames(x),sep='')))
for (i in 1:n) {
for (j in 1:k) {
x2[i,j] <- x[i+1,j] - x[i,j]
}
}
x <- x2
(n <- n - 12)
x2 <- array(0, dim=c(n,k), dimnames=list(1:n, paste('(1-B12)',colnames(x),sep='')))
for (i in 1:n) {
for (j in 1:k) {
x2[i,j] <- x[i+12,j] - x[i,j]
}
}
x <- x2
}
if(par4 > 0) {
x2 <- array(0, dim=c(n-par4,par4), dimnames=list(1:(n-par4), paste(colnames(x)[par1],'(t-',1:par4,')',sep='')))
for (i in 1:(n-par4)) {
for (j in 1:par4) {
x2[i,j] <- x[i+par4-j,par1]
}
}
x <- cbind(x[(par4+1):n,], x2)
n <- n - par4
}
if(par5 > 0) {
x2 <- array(0, dim=c(n-par5*12,par5), dimnames=list(1:(n-par5*12), paste(colnames(x)[par1],'(t-',1:par5,'s)',sep='')))
for (i in 1:(n-par5*12)) {
for (j in 1:par5) {
x2[i,j] <- x[i+par5*12-j*12,par1]
}
}
x <- cbind(x[(par5*12+1):n,], x2)
n <- n - par5*12
}
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[n,]))
if (par3 == 'Linear Trend'){
x <- cbind(x, c(1:n))
colnames(x)[k+1] <- 't'
}
print(x)
(k <- length(x[n,]))
head(x)
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$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
grid()
dev.off()
bitmap(file='test2.png')
sresid <- studres(mylm)
hist(sresid, freq=FALSE, main='Distribution of Studentized Residuals')
xfit<-seq(min(sresid),max(sresid),length=40)
yfit<-dnorm(xfit)
lines(xfit, yfit)
grid()
dev.off()
bitmap(file='test3.png')
densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
dev.off()
bitmap(file='test4.png')
qqPlot(mylm, main='QQ Plot')
grid()
dev.off()
(myerror <- as.ts(mysum$resid))
bitmap(file='test5.png')
dum <- cbind(lag(myerror,k=1),myerror)
dum
dum1 <- dum[2:length(myerror),]
dum1
z <- as.data.frame(dum1)
print(z)
plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals')
lines(lowess(z))
abline(lm(z))
grid()
dev.off()
bitmap(file='test6.png')
acf(mysum$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.row.start(a)
a<-table.element(a, mywarning)
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,'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$coefficients)[i],header=TRUE)
a<-table.element(a,formatC(signif(mysum$coefficients[i,1],5),format='g',flag='+'))
a<-table.element(a,formatC(signif(mysum$coefficients[i,2],5),format='g',flag=' '))
a<-table.element(a,formatC(signif(mysum$coefficients[i,3],4),format='e',flag='+'))
a<-table.element(a,formatC(signif(mysum$coefficients[i,4],4),format='g',flag=' '))
a<-table.element(a,formatC(signif(mysum$coefficients[i,4]/2,4),format='g',flag=' '))
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,formatC(signif(sqrt(mysum$r.squared),6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'R-squared',1,TRUE)
a<-table.element(a,formatC(signif(mysum$r.squared,6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Adjusted R-squared',1,TRUE)
a<-table.element(a,formatC(signif(mysum$adj.r.squared,6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (value)',1,TRUE)
a<-table.element(a,formatC(signif(mysum$fstatistic[1],6),format='g',flag=' '))
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,formatC(signif(1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3]),6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Residual Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Residual Standard Deviation',1,TRUE)
a<-table.element(a,formatC(signif(mysum$sigma,6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
a<-table.element(a,formatC(signif(sum(myerror*myerror),6),format='g',flag=' '))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable3.tab')
myr <- as.numeric(mysum$resid)
myr
if(n < 200) {
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Time or Index', 1, TRUE)
a<-table.element(a, 'Actuals', 1, TRUE)
a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
a<-table.row.end(a)
for (i in 1:n) {
a<-table.row.start(a)
a<-table.element(a,i, 1, TRUE)
a<-table.element(a,formatC(signif(x[i],6),format='g',flag=' '))
a<-table.element(a,formatC(signif(x[i]-mysum$resid[i],6),format='g',flag=' '))
a<-table.element(a,formatC(signif(mysum$resid[i],6),format='g',flag=' '))
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,formatC(signif(gqarr[mypoint-kp3+1,1],6),format='g',flag=' '))
a<-table.element(a,formatC(signif(gqarr[mypoint-kp3+1,2],6),format='g',flag=' '))
a<-table.element(a,formatC(signif(gqarr[mypoint-kp3+1,3],6),format='g',flag=' '))
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,formatC(signif(numsignificant1/numgqtests,6),format='g',flag=' '))
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')
}
}
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Ramsey RESET F-Test for powers (2 and 3) of fitted values',1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
reset_test_fitted <- resettest(mylm,power=2:3,type='fitted')
a<-table.element(a,paste('
',RC.texteval('reset_test_fitted'),'
',sep=''))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Ramsey RESET F-Test for powers (2 and 3) of regressors',1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
reset_test_regressors <- resettest(mylm,power=2:3,type='regressor')
a<-table.element(a,paste('
',RC.texteval('reset_test_regressors'),'
',sep=''))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Ramsey RESET F-Test for powers (2 and 3) of principal components',1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
reset_test_principal_components <- resettest(mylm,power=2:3,type='princomp')
a<-table.element(a,paste('
',RC.texteval('reset_test_principal_components'),'
',sep=''))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable8.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Variance Inflation Factors (Multicollinearity)',1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
vif <- vif(mylm)
a<-table.element(a,paste('
',RC.texteval('vif'),'
',sep=''))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable9.tab')