*The author of this computation has been verified*

R Software Module: / (opens new window with default values)

Title produced by software: Multiple Regression

Date of computation: Fri, 24 Dec 2010 13:41:24 +0000

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/24/t1293197961ggilfhahowkfjki.htm/, Retrieved Fri, 24 Dec 2010 14:39:32 +0100

BibTeX entries for LaTeX users:

@Manual{KEY, author = {{YOUR NAME}}, publisher = {Office for Research Development and Education}, title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2010/Dec/24/t1293197961ggilfhahowkfjki.htm/}, year = {2010}, } @Manual{R, title = {R: A Language and Environment for Statistical Computing}, author = {{R Development Core Team}}, organization = {R Foundation for Statistical Computing}, address = {Vienna, Austria}, year = {2010}, note = {{ISBN} 3-900051-07-0}, url = {http://www.R-project.org}, }

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords:

Output produced by software:

Enter (or paste) a matrix (table) containing all data (time) series. Every column represents a different variable and must be delimited by a space or Tab. Every row represents a period in time (or category) and must be delimited by hard returns. The easiest way to enter data is to copy and paste a block of spreadsheet cells. Please, do not use commas or spaces to seperate groups of digits! Summary of computational transaction Raw Input view raw input (R code) Raw Output view raw output of R engine Computing time 6 seconds R Server 'Gwilym Jenkins' @ 72.249.127.135 Multiple Linear Regression - Estimated Regression Equation Unemployment[t] = -11.0719345583423 + 0.088032581948727CPI[t] -0.596761895480138Inflation[t] -0.000114964991186943Import[t] + 0.000673173337070053Export[t] + e[t] Multiple Linear Regression - Ordinary Least Squares Variable Parameter S.D. T-STAT H0: parameter = 0 2-tail p-value 1-tail p-value (Intercept) -11.0719345583423 6.107509 -1.8128 0.074474 0.037237 CPI 0.088032581948727 0.034215 2.5729 0.012375 0.006188 Inflation -0.596761895480138 0.079307 -7.5248 0 0 Import -0.000114964991186943 4.2e-05 -2.7178 0.008414 0.004207 Export 0.000673173337070053 0.000203 3.3218 0.001471 0.000735 Multiple Linear Regression - Regression Statistics Multiple R 0.87163810343932 R-squared 0.759752983367295 Adjusted R-squared 0.744968551574513 F-TEST (value) 51.3887171327223 F-TEST (DF numerator) 4 F-TEST (DF denominator) 65 p-value 0 Multiple Linear Regression - Residual Statistics Residual Standard Deviation 1.09056476355540 Sum Squared Residuals 77.3065477280625 Multiple Linear Regression - Actuals, Interpolation, and Residuals Time or Index Actuals Interpolation Forecast Residuals Prediction Error 1 5.3 3.64376633874945 1.65623366125055 2 5.4 4.12786170139431 1.27213829860569 3 5.2 4.45024219752319 0.749757802476811 4 5.2 4.07516531338401 1.12483468661599 5 5.1 4.34978544310588 0.750214556894121 6 5 4.39807427175125 0.601925728248745 7 5 4.18877805771385 0.811221942286153 8 4.9 3.97784810187330 0.922151898126696 9 5 3.08320960655494 1.91679039344506 10 5 3.68989911279698 1.31010088720302 11 5 4.24339856840162 0.756601431598376 12 4.9 4.66377725808412 0.236222741915882 13 4.7 3.83231006376299 0.867689936237008 14 4.8 4.95459896115926 -0.154598961159261 15 4.7 5.42787657149729 -0.727876571497287 16 4.7 4.93021956480729 -0.230219564807288 17 4.6 4.68534138871137 -0.0853413887113693 18 4.6 4.35048683358156 0.249513166418440 19 4.7 4.76978934902411 -0.0697893490241103 20 4.7 4.62600298372944 0.0739970162705583 21 4.5 5.39391928501612 -0.893919285016122 22 4.4 5.82127595942359 -1.42127595942359 23 4.5 5.39161566602043 -0.891615666020429 24 4.4 5.78207711594124 -1.38207711594124 25 4.6 5.51312681683363 -0.913126816833626 26 4.5 5.80120453272777 -1.30120453272777 27 4.4 6.38661926875689 -1.98661926875689 28 4.5 5.96917314664761 -1.46917314664761 29 4.4 6.17450503552661 -1.77450503552661 30 4.6 6.2963786466918 -1.69637864669181 31 4.6 5.70962892316165 -1.10962892316165 32 4.6 6.52608936268465 -1.92608936268465 33 4.7 5.82858999407637 -1.12858999407637 34 4.7 5.30553834747169 -0.605538347471693 35 4.7 5.19202471619143 -0.492024716191429 36 5 6.44222236453273 -1.44222236453273 37 5 5.68518619467759 -0.685186194677594 38 4.8 6.22462043416204 -1.42462043416204 39 5.1 7.00775911361506 -1.90775911361506 40 5 6.30894712610146 -1.30894712610146 41 5.4 6.55190887376233 -1.15190887376233 42 5.5 6.149860207069 -0.649860207069003 43 5.8 5.55481860091993 0.245181399080073 44 6.1 5.52609873688479 0.57390126311521 45 6.2 4.97647773747816 1.22352226252184 46 6.6 5.99204538724351 0.607954612756488 47 6.9 7.2280770174133 -0.328077017413308 48 7.4 7.93839298627247 -0.538392986272472 49 7.7 7.45312158863585 0.246878411364148 50 8.2 8.43629965219465 -0.236299652194652 51 8.6 9.19589598674138 -0.595895986741384 52 8.9 9.09615229520044 -0.196152295200439 53 9.4 9.44278996659638 -0.0427899665963763 54 9.5 9.74858348780164 -0.248583487801642 55 9.4 9.73504445717042 -0.335044457170416 56 9.7 9.56038947410255 0.139610525897452 57 9.8 9.38374807691516 0.416251923084844 58 10.1 9.2989511719747 0.801048828025306 59 10 8.67189553139094 1.32810446860906 60 10 8.87645434308809 1.12354565691191 61 9.7 8.17604942613467 1.52395057386533 62 9.7 8.65991631133469 1.04008368866531 63 9.7 8.8983981446729 0.801601855327097 64 9.9 8.24198548094678 1.65801451905322 65 9.7 8.13690121433312 1.56309878566688 66 9.5 8.2313492514376 1.2686507485624 67 9.5 8.50067251638696 0.999327483613035 68 9.6 8.28627900118324 1.31372099881676 69 9.6 8.27926444434384 1.32073555565616 70 9.6 9.74324489250393 -0.143244892503929 Goldfeld-Quandt test for Heteroskedasticity p-values Alternative Hypothesis breakpoint index greater 2-sided less 8 0.000494957745696449 0.000989915491392898 0.999505042254303 9 4.29981642254462e-05 8.59963284508925e-05 0.999957001835775 10 1.61350558111365e-05 3.2270111622273e-05 0.999983864944189 11 2.22287783528556e-06 4.44575567057112e-06 0.999997777122165 12 3.63541665512902e-07 7.27083331025804e-07 0.999999636458335 13 1.24353878019616e-06 2.48707756039231e-06 0.99999875646122 14 1.93981569377450e-07 3.87963138754899e-07 0.99999980601843 15 2.48262665574746e-08 4.96525331149491e-08 0.999999975173733 16 6.67018604696201e-09 1.33403720939240e-08 0.999999993329814 17 1.15527129351079e-09 2.31054258702158e-09 0.999999998844729 18 2.78690220494841e-10 5.57380440989683e-10 0.99999999972131 19 1.81668604129252e-10 3.63337208258504e-10 0.999999999818331 20 1.71235935236908e-10 3.42471870473816e-10 0.999999999828764 21 2.73571198606896e-11 5.47142397213791e-11 0.999999999972643 22 5.46131305634625e-12 1.09226261126925e-11 0.999999999994539 23 1.07679792988648e-12 2.15359585977296e-12 0.999999999998923 24 4.27155149592156e-13 8.54310299184311e-13 0.999999999999573 25 2.38764727244519e-13 4.77529454489039e-13 0.999999999999761 26 6.04816663873705e-14 1.20963332774741e-13 0.99999999999994 27 1.00286712244307e-14 2.00573424488615e-14 0.99999999999999 28 4.2135048092817e-15 8.4270096185634e-15 0.999999999999996 29 9.97559858414151e-16 1.99511971682830e-15 0.999999999999999 30 1.90852446213023e-14 3.81704892426046e-14 0.99999999999998 31 1.27833777509582e-14 2.55667555019165e-14 0.999999999999987 32 4.32869522000716e-14 8.65739044001432e-14 0.999999999999957 33 9.29599050814612e-14 1.85919810162922e-13 0.999999999999907 34 1.12593908987427e-13 2.25187817974854e-13 0.999999999999887 35 8.0463709382234e-14 1.60927418764468e-13 0.99999999999992 36 1.24621122202364e-12 2.49242244404729e-12 0.999999999998754 37 2.95477720478734e-12 5.90955440957469e-12 0.999999999997045 38 1.15884380722128e-12 2.31768761444256e-12 0.99999999999884 39 1.52714181695290e-11 3.05428363390579e-11 0.999999999984729 40 6.68000350007444e-11 1.33600070001489e-10 0.9999999999332 41 2.48001705911171e-08 4.96003411822341e-08 0.99999997519983 42 2.53445649284372e-06 5.06891298568743e-06 0.999997465543507 43 0.000132620007404799 0.000265240014809599 0.999867379992595 44 0.00623118979454409 0.0124623795890882 0.993768810205456 45 0.0310331094549097 0.0620662189098194 0.96896689054509 46 0.609863235718234 0.780273528563532 0.390136764281766 47 0.965225314070416 0.0695493718591685 0.0347746859295843 48 0.98801082456868 0.0239783508626397 0.0119891754313199 49 0.983505652866377 0.0329886942672455 0.0164943471336227 50 0.992191492704966 0.0156170145900686 0.0078085072950343 51 0.999036418051118 0.00192716389776367 0.000963581948881833 52 0.999937156417455 0.000125687165090443 6.28435825452216e-05 53 0.999974946456158 5.01070876830934e-05 2.50535438415467e-05 54 0.999948724833536 0.000102550332928613 5.12751664643066e-05 55 0.999975696993319 4.86060133616989e-05 2.43030066808494e-05 56 0.999950655904092 9.86881918165523e-05 4.93440959082762e-05 57 0.999924182823928 0.000151634352143459 7.58171760717297e-05 58 0.999956687971086 8.66240578278326e-05 4.33120289139163e-05 59 0.999988580451461 2.28390970774649e-05 1.14195485387325e-05 60 0.999993031924616 1.39361507681172e-05 6.9680753840586e-06 61 0.999916089826802 0.000167820346395872 8.39101731979362e-05 62 0.99961865616978 0.000762687660440099 0.000381343830220050 Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity Description # significant tests % significant tests OK/NOK 1% type I error level 48 0.872727272727273 NOK 5% type I error level 52 0.945454545454545 NOK 10% type I error level 54 0.981818181818182 NOK

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Dec/24/t1293197961ggilfhahowkfjki/108qrj1293198077.png (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/24/t1293197961ggilfhahowkfjki/108qrj1293198077.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/24/t1293197961ggilfhahowkfjki/1ugcs1293198077.png (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/24/t1293197961ggilfhahowkfjki/1ugcs1293198077.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/24/t1293197961ggilfhahowkfjki/2ugcs1293198077.png (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/24/t1293197961ggilfhahowkfjki/2ugcs1293198077.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/24/t1293197961ggilfhahowkfjki/3ugcs1293198077.png (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/24/t1293197961ggilfhahowkfjki/3ugcs1293198077.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/24/t1293197961ggilfhahowkfjki/4n7bd1293198077.png (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/24/t1293197961ggilfhahowkfjki/4n7bd1293198077.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/24/t1293197961ggilfhahowkfjki/5n7bd1293198077.png (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/24/t1293197961ggilfhahowkfjki/5n7bd1293198077.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/24/t1293197961ggilfhahowkfjki/6n7bd1293198077.png (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/24/t1293197961ggilfhahowkfjki/6n7bd1293198077.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/24/t1293197961ggilfhahowkfjki/78qrj1293198077.png (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/24/t1293197961ggilfhahowkfjki/78qrj1293198077.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/24/t1293197961ggilfhahowkfjki/88qrj1293198077.png (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/24/t1293197961ggilfhahowkfjki/88qrj1293198077.ps (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/24/t1293197961ggilfhahowkfjki/98qrj1293198077.png (open in new window) http://www.freestatistics.org/blog/date/2010/Dec/24/t1293197961ggilfhahowkfjki/98qrj1293198077.ps (open in new window)

Parameters (Session):

Parameters (R input):

par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ;

R code (references can be found in the software module):

Copyright

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa

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