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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, 02 Dec 2016 09:20:55 +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/2016/Dec/02/t1480666954i0bxbw5k1khq3d9.htm/, Retrieved Fri, 01 Nov 2024 03:42:53 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=297549, Retrieved Fri, 01 Nov 2024 03:42:53 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact149
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Multiple Regression] [Voorbeeld Les Mul...] [2016-12-02 08:20:55] [bde5266f17215258f6d7c4cd7e531432] [Current]
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Dataseries X:
4	2	4	3	5	4	13
5	3	3	4	5	4	16
4	4	5	4	5	4	17
3	4	3	3	4	4	NA
4	4	5	4	5	4	NA
3	4	4	4	5	5	16
3	4	4	3	3	4	NA
3	4	5	4	4	4	NA
4	5	4	4	5	5	NA
4	5	5	4	5	5	17
4	4	2	4	5	4	17
4	4	5	3	5	4	15
4	4	4	3	4	5	16
3	3	5	4	4	5	14
4	4	5	4	2	5	16
3	4	5	4	4	5	17
3	4	5	4	4	5	NA
NA	NA	5	NA	5	5	NA
5	5	4	3	4	4	NA
4	4	4	4	5	4	NA
3	4	5	3	4	5	16
4	4	4	4	5	5	NA
4	4	5	4	4	5	16
4	4	5	4	4	4	NA
4	4	5	4	4	5	NA
3	4	4	4	4	4	NA
3	4	4	3	5	5	16
4	4	4	4	4	4	15
2	4	5	4	5	5	16
5	4	4	4	4	4	16
4	3	5	4	4	4	13
4	5	5	4	5	5	15
5	4	5	4	4	5	17
4	3	5	4	NA	5	NA
2	3	5	4	5	4	13
4	5	2	4	4	4	17
3	4	5	4	4	4	NA
4	3	5	3	4	5	14
4	3	3	4	4	4	14
4	4	5	4	4	4	18
5	4	4	4	4	4	NA
4	5	5	4	5	5	17
3	3	4	4	4	4	13
5	5	5	3	5	5	16
5	4	5	3	4	4	15
4	4	4	3	4	5	15
4	4	4	4	4	4	NA
3	5	5	3	3	4	15
4	4	4	4	5	4	13
2	3	4	2	NA	4	NA
4	5	5	4	4	4	17
5	5	2	4	5	4	NA
5	5	5	4	4	4	NA
4	3	5	4	5	5	11
4	3	4	3	4	5	14
4	4	5	4	4	4	13
3	4	4	3	3	4	NA
3	4	4	4	4	3	17
4	4	4	3	5	4	16
4	4	4	4	5	4	NA
5	5	3	4	5	5	17
2	4	4	4	5	5	16
4	4	4	4	5	5	16
3	4	4	4	2	4	16
4	4	5	4	5	5	15
4	2	4	4	4	4	12
4	4	4	3	5	3	17
4	4	4	3	5	4	14
5	4	5	3	3	5	14
3	4	4	3	5	5	16
3	4	4	3	4	5	NA
4	5	5	5	5	4	NA
4	4	3	4	NA	4	NA
4	4	4	4	4	4	NA
4	4	4	5	5	4	NA
3	4	3	4	4	4	15
4	4	4	4	5	4	16
3	4	5	3	5	5	14
3	3	5	4	4	5	15
4	3	5	4	4	4	17
4	4	5	4	4	5	NA
3	3	3	4	4	4	10
4	4	4	4	5	4	NA
4	4	3	4	5	5	17
4	4	4	4	5	5	NA
5	4	4	4	4	4	20
5	4	3	5	4	5	17
4	4	5	4	5	5	18
3	4	5	4	4	5	NA
3	NA	4	4	4	4	17
4	2	3	3	4	4	14
4	4	5	4	4	3	NA
4	4	5	4	4	5	17
4	4	4	4	5	4	NA
4	5	4	4	5	3	17
3	4	4	3	5	5	NA
4	4	5	4	4	5	16
5	4	3	4	4	5	18
5	4	5	5	4	5	18
4	5	4	4	5	5	16
3	4	5	4	4	5	NA
5	3	4	4	5	5	NA
4	4	5	4	4	5	15
5	4	4	4	4	5	13
3	4	4	3	NA	4	NA
5	4	4	5	5	5	NA
4	4	5	3	NA	5	NA
4	4	3	3	4	3	NA
4	4	5	4	4	4	NA
4	4	5	4	4	4	16
3	4	5	4	5	3	NA
4	4	4	4	4	4	NA
4	4	4	3	4	5	NA
3	3	4	3	5	5	12
4	4	4	3	4	4	NA
3	4	5	4	4	4	16
4	4	5	4	3	4	16
5	4	5	1	5	5	NA
5	4	5	4	5	5	16
4	4	4	4	4	3	14
4	4	5	3	4	4	15
3	4	4	3	4	5	14
4	4	4	4	4	4	NA
4	4	4	4	5	4	15
4	5	3	4	4	4	NA
3	4	4	4	4	4	15
4	4	4	3	4	4	16
4	4	4	4	4	5	NA
3	4	3	3	4	4	NA
4	4	4	3	4	3	NA
3	2	4	2	4	4	11
4	4	4	3	5	4	NA
5	4	4	3	5	4	18
2	4	4	3	3	5	NA
3	3	4	4	4	4	11
4	4	4	3	4	4	NA
5	5	4	4	5	4	18
NA	NA	2	NA	NA	NA	NA
4	5	5	4	4	4	15
5	5	5	5	5	4	19
4	5	5	4	5	5	17
4	4	4	3	4	5	NA
3	4	5	4	5	4	14
4	4	5	4	4	4	NA
4	4	2	4	4	4	13
4	4	3	4	5	5	17
4	4	4	4	5	5	14
5	4	5	3	5	4	19
4	3	5	4	4	4	14
4	4	5	4	4	4	NA
3	3	2	3	4	4	NA
4	5	5	4	4	3	16
4	4	4	3	4	4	16
4	4	4	4	4	5	15
3	4	5	3	5	5	12
4	4	5	4	4	5	NA
5	4	5	4	5	4	17
4	4	5	4	3	4	NA
2	3	5	4	4	4	NA
4	4	4	4	4	5	18
4	3	4	3	5	5	15
4	4	4	4	4	3	18
4	5	5	5	4	4	15
5	4	3	4	4	4	NA
5	4	4	3	4	4	NA
3	3	1	4	5	5	NA
4	4	4	4	4	5	16
4	4	4	4	5	4	NA
2	3	4	5	5	4	16




Summary of computational transaction
Raw Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time6 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 time6 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=297549&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]6 seconds[/C][/ROW] [ROW]R Server[/C]Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=297549&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=297549&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 time6 seconds
R ServerBig Analytics Cloud Computing Center







Multiple Linear Regression - Estimated Regression Equation
TVD[t] = + 6.04468 + 0.647079SK1[t] + 1.20525SK2[t] -0.0162453SK3[t] + 0.475205SK4[t] + 0.152156SK5[t] -0.0439898SK6[t] + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
TVD[t] =  +  6.04468 +  0.647079SK1[t] +  1.20525SK2[t] -0.0162453SK3[t] +  0.475205SK4[t] +  0.152156SK5[t] -0.0439898SK6[t]  + e[t] \tabularnewline
 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=297549&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]TVD[t] =  +  6.04468 +  0.647079SK1[t] +  1.20525SK2[t] -0.0162453SK3[t] +  0.475205SK4[t] +  0.152156SK5[t] -0.0439898SK6[t]  + e[t][/C][/ROW]
[ROW][C][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=297549&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=297549&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
TVD[t] = + 6.04468 + 0.647079SK1[t] + 1.20525SK2[t] -0.0162453SK3[t] + 0.475205SK4[t] + 0.152156SK5[t] -0.0439898SK6[t] + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)+6.045 2.139+2.8250e+00 0.005756 0.002878
SK1+0.6471 0.2142+3.0210e+00 0.003239 0.00162
SK2+1.205 0.2379+5.0660e+00 1.993e-06 9.965e-07
SK3-0.01624 0.2035-7.9830e-02 0.9365 0.4683
SK4+0.4752 0.286+1.6620e+00 0.09985 0.04992
SK5+0.1522 0.2406+6.3250e-01 0.5286 0.2643
SK6-0.04399 0.2569-1.7120e-01 0.8644 0.4322

\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) & +6.045 &  2.139 & +2.8250e+00 &  0.005756 &  0.002878 \tabularnewline
SK1 & +0.6471 &  0.2142 & +3.0210e+00 &  0.003239 &  0.00162 \tabularnewline
SK2 & +1.205 &  0.2379 & +5.0660e+00 &  1.993e-06 &  9.965e-07 \tabularnewline
SK3 & -0.01624 &  0.2035 & -7.9830e-02 &  0.9365 &  0.4683 \tabularnewline
SK4 & +0.4752 &  0.286 & +1.6620e+00 &  0.09985 &  0.04992 \tabularnewline
SK5 & +0.1522 &  0.2406 & +6.3250e-01 &  0.5286 &  0.2643 \tabularnewline
SK6 & -0.04399 &  0.2569 & -1.7120e-01 &  0.8644 &  0.4322 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=297549&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]+6.045[/C][C] 2.139[/C][C]+2.8250e+00[/C][C] 0.005756[/C][C] 0.002878[/C][/ROW]
[ROW][C]SK1[/C][C]+0.6471[/C][C] 0.2142[/C][C]+3.0210e+00[/C][C] 0.003239[/C][C] 0.00162[/C][/ROW]
[ROW][C]SK2[/C][C]+1.205[/C][C] 0.2379[/C][C]+5.0660e+00[/C][C] 1.993e-06[/C][C] 9.965e-07[/C][/ROW]
[ROW][C]SK3[/C][C]-0.01624[/C][C] 0.2035[/C][C]-7.9830e-02[/C][C] 0.9365[/C][C] 0.4683[/C][/ROW]
[ROW][C]SK4[/C][C]+0.4752[/C][C] 0.286[/C][C]+1.6620e+00[/C][C] 0.09985[/C][C] 0.04992[/C][/ROW]
[ROW][C]SK5[/C][C]+0.1522[/C][C] 0.2406[/C][C]+6.3250e-01[/C][C] 0.5286[/C][C] 0.2643[/C][/ROW]
[ROW][C]SK6[/C][C]-0.04399[/C][C] 0.2569[/C][C]-1.7120e-01[/C][C] 0.8644[/C][C] 0.4322[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=297549&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=297549&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)+6.045 2.139+2.8250e+00 0.005756 0.002878
SK1+0.6471 0.2142+3.0210e+00 0.003239 0.00162
SK2+1.205 0.2379+5.0660e+00 1.993e-06 9.965e-07
SK3-0.01624 0.2035-7.9830e-02 0.9365 0.4683
SK4+0.4752 0.286+1.6620e+00 0.09985 0.04992
SK5+0.1522 0.2406+6.3250e-01 0.5286 0.2643
SK6-0.04399 0.2569-1.7120e-01 0.8644 0.4322







Multiple Linear Regression - Regression Statistics
Multiple R 0.6145
R-squared 0.3776
Adjusted R-squared 0.3383
F-TEST (value) 9.605
F-TEST (DF numerator)6
F-TEST (DF denominator)95
p-value 3.034e-08
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 1.526
Sum Squared Residuals 221.2

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R &  0.6145 \tabularnewline
R-squared &  0.3776 \tabularnewline
Adjusted R-squared &  0.3383 \tabularnewline
F-TEST (value) &  9.605 \tabularnewline
F-TEST (DF numerator) & 6 \tabularnewline
F-TEST (DF denominator) & 95 \tabularnewline
p-value &  3.034e-08 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation &  1.526 \tabularnewline
Sum Squared Residuals &  221.2 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=297549&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C] 0.6145[/C][/ROW]
[ROW][C]R-squared[/C][C] 0.3776[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C] 0.3383[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C] 9.605[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]6[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]95[/C][/ROW]
[ROW][C]p-value[/C][C] 3.034e-08[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C] 1.526[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C] 221.2[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=297549&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=297549&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 0.6145
R-squared 0.3776
Adjusted R-squared 0.3383
F-TEST (value) 9.605
F-TEST (DF numerator)6
F-TEST (DF denominator)95
p-value 3.034e-08
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation 1.526
Sum Squared Residuals 221.2







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
1 13 12.99 0.01105
2 16 15.33 0.6673
3 17 15.86 1.142
4 16 15.18 0.8164
5 17 17.02-0.01966
6 17 15.91 1.093
7 15 15.38-0.3832
8 16 15.2 0.7967
9 14 13.81 0.1901
10 16 15.36 0.6421
11 17 15.02 1.985
12 16 14.54 1.46
13 16 15.66 0.3377
14 16 14.71 1.292
15 15 15.72-0.7225
16 16 14.52 1.48
17 16 16.37-0.3696
18 13 14.5-1.501
19 15 17.02-2.02
20 17 16.31 0.6907
21 13 13.36-0.359
22 17 16.96 0.03977
23 14 13.98 0.01819
24 14 14.53-0.5335
25 18 15.71 2.294
26 17 17.02-0.01966
27 13 13.87-0.8702
28 16 17.19-1.192
29 15 15.88-0.8781
30 15 15.2-0.2033
31 15 15.64-0.6371
32 13 15.87-2.875
33 17 16.91 0.0885
34 11 14.61-3.609
35 14 14 0.001948
36 13 15.71-2.706
37 17 15.12 1.881
38 16 15.4 0.6006
39 17 17.7-0.6992
40 16 14.54 1.464
41 16 15.83 0.1693
42 16 14.77 1.229
43 15 15.81-0.8144
44 12 13.31-1.312
45 17 15.44 1.557
46 14 15.4-1.399
47 14 15.68-1.682
48 16 14.71 1.292
49 15 15.09-0.09166
50 16 15.87 0.1253
51 14 14.69-0.6921
52 15 13.81 1.19
53 17 14.5 2.499
54 10 13.89-3.886
55 17 15.85 1.153
56 20 16.37 3.63
57 17 16.82 0.183
58 18 15.81 2.186
59 14 12.85 1.147
60 17 15.66 1.338
61 17 17.12-0.1239
62 16 15.66 0.3377
63 18 16.34 1.658
64 18 16.78 1.215
65 16 17.04-1.036
66 15 15.66-0.6623
67 13 16.33-3.326
68 16 15.71 0.2938
69 12 13.5-1.503
70 16 15.06 0.9408
71 16 15.55 0.4459
72 16 16.46-0.4615
73 14 15.77-1.766
74 15 15.23-0.231
75 14 14.56-0.5562
76 15 15.87-0.8747
77 15 15.08-0.07542
78 16 15.25 0.7527
79 11 11.71-0.7145
80 18 16.05 1.953
81 11 13.87-2.87
82 18 17.73 0.273
83 15 16.91-1.911
84 19 18.19 0.8141
85 17 17.02-0.01966
86 14 15.21-1.211
87 13 15.76-2.755
88 17 15.85 1.153
89 14 15.83-1.831
90 19 16.03 2.97
91 14 14.5-0.501
92 16 16.96-0.9555
93 16 15.25 0.7527
94 15 15.68-0.6785
95 12 14.69-2.692
96 17 16.51 0.4945
97 18 15.68 2.321
98 15 14.15 0.8498
99 18 15.77 2.234
100 15 17.39-2.387
101 16 15.68 0.3215
102 16 13.85 2.15

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 &  13 &  12.99 &  0.01105 \tabularnewline
2 &  16 &  15.33 &  0.6673 \tabularnewline
3 &  17 &  15.86 &  1.142 \tabularnewline
4 &  16 &  15.18 &  0.8164 \tabularnewline
5 &  17 &  17.02 & -0.01966 \tabularnewline
6 &  17 &  15.91 &  1.093 \tabularnewline
7 &  15 &  15.38 & -0.3832 \tabularnewline
8 &  16 &  15.2 &  0.7967 \tabularnewline
9 &  14 &  13.81 &  0.1901 \tabularnewline
10 &  16 &  15.36 &  0.6421 \tabularnewline
11 &  17 &  15.02 &  1.985 \tabularnewline
12 &  16 &  14.54 &  1.46 \tabularnewline
13 &  16 &  15.66 &  0.3377 \tabularnewline
14 &  16 &  14.71 &  1.292 \tabularnewline
15 &  15 &  15.72 & -0.7225 \tabularnewline
16 &  16 &  14.52 &  1.48 \tabularnewline
17 &  16 &  16.37 & -0.3696 \tabularnewline
18 &  13 &  14.5 & -1.501 \tabularnewline
19 &  15 &  17.02 & -2.02 \tabularnewline
20 &  17 &  16.31 &  0.6907 \tabularnewline
21 &  13 &  13.36 & -0.359 \tabularnewline
22 &  17 &  16.96 &  0.03977 \tabularnewline
23 &  14 &  13.98 &  0.01819 \tabularnewline
24 &  14 &  14.53 & -0.5335 \tabularnewline
25 &  18 &  15.71 &  2.294 \tabularnewline
26 &  17 &  17.02 & -0.01966 \tabularnewline
27 &  13 &  13.87 & -0.8702 \tabularnewline
28 &  16 &  17.19 & -1.192 \tabularnewline
29 &  15 &  15.88 & -0.8781 \tabularnewline
30 &  15 &  15.2 & -0.2033 \tabularnewline
31 &  15 &  15.64 & -0.6371 \tabularnewline
32 &  13 &  15.87 & -2.875 \tabularnewline
33 &  17 &  16.91 &  0.0885 \tabularnewline
34 &  11 &  14.61 & -3.609 \tabularnewline
35 &  14 &  14 &  0.001948 \tabularnewline
36 &  13 &  15.71 & -2.706 \tabularnewline
37 &  17 &  15.12 &  1.881 \tabularnewline
38 &  16 &  15.4 &  0.6006 \tabularnewline
39 &  17 &  17.7 & -0.6992 \tabularnewline
40 &  16 &  14.54 &  1.464 \tabularnewline
41 &  16 &  15.83 &  0.1693 \tabularnewline
42 &  16 &  14.77 &  1.229 \tabularnewline
43 &  15 &  15.81 & -0.8144 \tabularnewline
44 &  12 &  13.31 & -1.312 \tabularnewline
45 &  17 &  15.44 &  1.557 \tabularnewline
46 &  14 &  15.4 & -1.399 \tabularnewline
47 &  14 &  15.68 & -1.682 \tabularnewline
48 &  16 &  14.71 &  1.292 \tabularnewline
49 &  15 &  15.09 & -0.09166 \tabularnewline
50 &  16 &  15.87 &  0.1253 \tabularnewline
51 &  14 &  14.69 & -0.6921 \tabularnewline
52 &  15 &  13.81 &  1.19 \tabularnewline
53 &  17 &  14.5 &  2.499 \tabularnewline
54 &  10 &  13.89 & -3.886 \tabularnewline
55 &  17 &  15.85 &  1.153 \tabularnewline
56 &  20 &  16.37 &  3.63 \tabularnewline
57 &  17 &  16.82 &  0.183 \tabularnewline
58 &  18 &  15.81 &  2.186 \tabularnewline
59 &  14 &  12.85 &  1.147 \tabularnewline
60 &  17 &  15.66 &  1.338 \tabularnewline
61 &  17 &  17.12 & -0.1239 \tabularnewline
62 &  16 &  15.66 &  0.3377 \tabularnewline
63 &  18 &  16.34 &  1.658 \tabularnewline
64 &  18 &  16.78 &  1.215 \tabularnewline
65 &  16 &  17.04 & -1.036 \tabularnewline
66 &  15 &  15.66 & -0.6623 \tabularnewline
67 &  13 &  16.33 & -3.326 \tabularnewline
68 &  16 &  15.71 &  0.2938 \tabularnewline
69 &  12 &  13.5 & -1.503 \tabularnewline
70 &  16 &  15.06 &  0.9408 \tabularnewline
71 &  16 &  15.55 &  0.4459 \tabularnewline
72 &  16 &  16.46 & -0.4615 \tabularnewline
73 &  14 &  15.77 & -1.766 \tabularnewline
74 &  15 &  15.23 & -0.231 \tabularnewline
75 &  14 &  14.56 & -0.5562 \tabularnewline
76 &  15 &  15.87 & -0.8747 \tabularnewline
77 &  15 &  15.08 & -0.07542 \tabularnewline
78 &  16 &  15.25 &  0.7527 \tabularnewline
79 &  11 &  11.71 & -0.7145 \tabularnewline
80 &  18 &  16.05 &  1.953 \tabularnewline
81 &  11 &  13.87 & -2.87 \tabularnewline
82 &  18 &  17.73 &  0.273 \tabularnewline
83 &  15 &  16.91 & -1.911 \tabularnewline
84 &  19 &  18.19 &  0.8141 \tabularnewline
85 &  17 &  17.02 & -0.01966 \tabularnewline
86 &  14 &  15.21 & -1.211 \tabularnewline
87 &  13 &  15.76 & -2.755 \tabularnewline
88 &  17 &  15.85 &  1.153 \tabularnewline
89 &  14 &  15.83 & -1.831 \tabularnewline
90 &  19 &  16.03 &  2.97 \tabularnewline
91 &  14 &  14.5 & -0.501 \tabularnewline
92 &  16 &  16.96 & -0.9555 \tabularnewline
93 &  16 &  15.25 &  0.7527 \tabularnewline
94 &  15 &  15.68 & -0.6785 \tabularnewline
95 &  12 &  14.69 & -2.692 \tabularnewline
96 &  17 &  16.51 &  0.4945 \tabularnewline
97 &  18 &  15.68 &  2.321 \tabularnewline
98 &  15 &  14.15 &  0.8498 \tabularnewline
99 &  18 &  15.77 &  2.234 \tabularnewline
100 &  15 &  17.39 & -2.387 \tabularnewline
101 &  16 &  15.68 &  0.3215 \tabularnewline
102 &  16 &  13.85 &  2.15 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=297549&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] 12.99[/C][C] 0.01105[/C][/ROW]
[ROW][C]2[/C][C] 16[/C][C] 15.33[/C][C] 0.6673[/C][/ROW]
[ROW][C]3[/C][C] 17[/C][C] 15.86[/C][C] 1.142[/C][/ROW]
[ROW][C]4[/C][C] 16[/C][C] 15.18[/C][C] 0.8164[/C][/ROW]
[ROW][C]5[/C][C] 17[/C][C] 17.02[/C][C]-0.01966[/C][/ROW]
[ROW][C]6[/C][C] 17[/C][C] 15.91[/C][C] 1.093[/C][/ROW]
[ROW][C]7[/C][C] 15[/C][C] 15.38[/C][C]-0.3832[/C][/ROW]
[ROW][C]8[/C][C] 16[/C][C] 15.2[/C][C] 0.7967[/C][/ROW]
[ROW][C]9[/C][C] 14[/C][C] 13.81[/C][C] 0.1901[/C][/ROW]
[ROW][C]10[/C][C] 16[/C][C] 15.36[/C][C] 0.6421[/C][/ROW]
[ROW][C]11[/C][C] 17[/C][C] 15.02[/C][C] 1.985[/C][/ROW]
[ROW][C]12[/C][C] 16[/C][C] 14.54[/C][C] 1.46[/C][/ROW]
[ROW][C]13[/C][C] 16[/C][C] 15.66[/C][C] 0.3377[/C][/ROW]
[ROW][C]14[/C][C] 16[/C][C] 14.71[/C][C] 1.292[/C][/ROW]
[ROW][C]15[/C][C] 15[/C][C] 15.72[/C][C]-0.7225[/C][/ROW]
[ROW][C]16[/C][C] 16[/C][C] 14.52[/C][C] 1.48[/C][/ROW]
[ROW][C]17[/C][C] 16[/C][C] 16.37[/C][C]-0.3696[/C][/ROW]
[ROW][C]18[/C][C] 13[/C][C] 14.5[/C][C]-1.501[/C][/ROW]
[ROW][C]19[/C][C] 15[/C][C] 17.02[/C][C]-2.02[/C][/ROW]
[ROW][C]20[/C][C] 17[/C][C] 16.31[/C][C] 0.6907[/C][/ROW]
[ROW][C]21[/C][C] 13[/C][C] 13.36[/C][C]-0.359[/C][/ROW]
[ROW][C]22[/C][C] 17[/C][C] 16.96[/C][C] 0.03977[/C][/ROW]
[ROW][C]23[/C][C] 14[/C][C] 13.98[/C][C] 0.01819[/C][/ROW]
[ROW][C]24[/C][C] 14[/C][C] 14.53[/C][C]-0.5335[/C][/ROW]
[ROW][C]25[/C][C] 18[/C][C] 15.71[/C][C] 2.294[/C][/ROW]
[ROW][C]26[/C][C] 17[/C][C] 17.02[/C][C]-0.01966[/C][/ROW]
[ROW][C]27[/C][C] 13[/C][C] 13.87[/C][C]-0.8702[/C][/ROW]
[ROW][C]28[/C][C] 16[/C][C] 17.19[/C][C]-1.192[/C][/ROW]
[ROW][C]29[/C][C] 15[/C][C] 15.88[/C][C]-0.8781[/C][/ROW]
[ROW][C]30[/C][C] 15[/C][C] 15.2[/C][C]-0.2033[/C][/ROW]
[ROW][C]31[/C][C] 15[/C][C] 15.64[/C][C]-0.6371[/C][/ROW]
[ROW][C]32[/C][C] 13[/C][C] 15.87[/C][C]-2.875[/C][/ROW]
[ROW][C]33[/C][C] 17[/C][C] 16.91[/C][C] 0.0885[/C][/ROW]
[ROW][C]34[/C][C] 11[/C][C] 14.61[/C][C]-3.609[/C][/ROW]
[ROW][C]35[/C][C] 14[/C][C] 14[/C][C] 0.001948[/C][/ROW]
[ROW][C]36[/C][C] 13[/C][C] 15.71[/C][C]-2.706[/C][/ROW]
[ROW][C]37[/C][C] 17[/C][C] 15.12[/C][C] 1.881[/C][/ROW]
[ROW][C]38[/C][C] 16[/C][C] 15.4[/C][C] 0.6006[/C][/ROW]
[ROW][C]39[/C][C] 17[/C][C] 17.7[/C][C]-0.6992[/C][/ROW]
[ROW][C]40[/C][C] 16[/C][C] 14.54[/C][C] 1.464[/C][/ROW]
[ROW][C]41[/C][C] 16[/C][C] 15.83[/C][C] 0.1693[/C][/ROW]
[ROW][C]42[/C][C] 16[/C][C] 14.77[/C][C] 1.229[/C][/ROW]
[ROW][C]43[/C][C] 15[/C][C] 15.81[/C][C]-0.8144[/C][/ROW]
[ROW][C]44[/C][C] 12[/C][C] 13.31[/C][C]-1.312[/C][/ROW]
[ROW][C]45[/C][C] 17[/C][C] 15.44[/C][C] 1.557[/C][/ROW]
[ROW][C]46[/C][C] 14[/C][C] 15.4[/C][C]-1.399[/C][/ROW]
[ROW][C]47[/C][C] 14[/C][C] 15.68[/C][C]-1.682[/C][/ROW]
[ROW][C]48[/C][C] 16[/C][C] 14.71[/C][C] 1.292[/C][/ROW]
[ROW][C]49[/C][C] 15[/C][C] 15.09[/C][C]-0.09166[/C][/ROW]
[ROW][C]50[/C][C] 16[/C][C] 15.87[/C][C] 0.1253[/C][/ROW]
[ROW][C]51[/C][C] 14[/C][C] 14.69[/C][C]-0.6921[/C][/ROW]
[ROW][C]52[/C][C] 15[/C][C] 13.81[/C][C] 1.19[/C][/ROW]
[ROW][C]53[/C][C] 17[/C][C] 14.5[/C][C] 2.499[/C][/ROW]
[ROW][C]54[/C][C] 10[/C][C] 13.89[/C][C]-3.886[/C][/ROW]
[ROW][C]55[/C][C] 17[/C][C] 15.85[/C][C] 1.153[/C][/ROW]
[ROW][C]56[/C][C] 20[/C][C] 16.37[/C][C] 3.63[/C][/ROW]
[ROW][C]57[/C][C] 17[/C][C] 16.82[/C][C] 0.183[/C][/ROW]
[ROW][C]58[/C][C] 18[/C][C] 15.81[/C][C] 2.186[/C][/ROW]
[ROW][C]59[/C][C] 14[/C][C] 12.85[/C][C] 1.147[/C][/ROW]
[ROW][C]60[/C][C] 17[/C][C] 15.66[/C][C] 1.338[/C][/ROW]
[ROW][C]61[/C][C] 17[/C][C] 17.12[/C][C]-0.1239[/C][/ROW]
[ROW][C]62[/C][C] 16[/C][C] 15.66[/C][C] 0.3377[/C][/ROW]
[ROW][C]63[/C][C] 18[/C][C] 16.34[/C][C] 1.658[/C][/ROW]
[ROW][C]64[/C][C] 18[/C][C] 16.78[/C][C] 1.215[/C][/ROW]
[ROW][C]65[/C][C] 16[/C][C] 17.04[/C][C]-1.036[/C][/ROW]
[ROW][C]66[/C][C] 15[/C][C] 15.66[/C][C]-0.6623[/C][/ROW]
[ROW][C]67[/C][C] 13[/C][C] 16.33[/C][C]-3.326[/C][/ROW]
[ROW][C]68[/C][C] 16[/C][C] 15.71[/C][C] 0.2938[/C][/ROW]
[ROW][C]69[/C][C] 12[/C][C] 13.5[/C][C]-1.503[/C][/ROW]
[ROW][C]70[/C][C] 16[/C][C] 15.06[/C][C] 0.9408[/C][/ROW]
[ROW][C]71[/C][C] 16[/C][C] 15.55[/C][C] 0.4459[/C][/ROW]
[ROW][C]72[/C][C] 16[/C][C] 16.46[/C][C]-0.4615[/C][/ROW]
[ROW][C]73[/C][C] 14[/C][C] 15.77[/C][C]-1.766[/C][/ROW]
[ROW][C]74[/C][C] 15[/C][C] 15.23[/C][C]-0.231[/C][/ROW]
[ROW][C]75[/C][C] 14[/C][C] 14.56[/C][C]-0.5562[/C][/ROW]
[ROW][C]76[/C][C] 15[/C][C] 15.87[/C][C]-0.8747[/C][/ROW]
[ROW][C]77[/C][C] 15[/C][C] 15.08[/C][C]-0.07542[/C][/ROW]
[ROW][C]78[/C][C] 16[/C][C] 15.25[/C][C] 0.7527[/C][/ROW]
[ROW][C]79[/C][C] 11[/C][C] 11.71[/C][C]-0.7145[/C][/ROW]
[ROW][C]80[/C][C] 18[/C][C] 16.05[/C][C] 1.953[/C][/ROW]
[ROW][C]81[/C][C] 11[/C][C] 13.87[/C][C]-2.87[/C][/ROW]
[ROW][C]82[/C][C] 18[/C][C] 17.73[/C][C] 0.273[/C][/ROW]
[ROW][C]83[/C][C] 15[/C][C] 16.91[/C][C]-1.911[/C][/ROW]
[ROW][C]84[/C][C] 19[/C][C] 18.19[/C][C] 0.8141[/C][/ROW]
[ROW][C]85[/C][C] 17[/C][C] 17.02[/C][C]-0.01966[/C][/ROW]
[ROW][C]86[/C][C] 14[/C][C] 15.21[/C][C]-1.211[/C][/ROW]
[ROW][C]87[/C][C] 13[/C][C] 15.76[/C][C]-2.755[/C][/ROW]
[ROW][C]88[/C][C] 17[/C][C] 15.85[/C][C] 1.153[/C][/ROW]
[ROW][C]89[/C][C] 14[/C][C] 15.83[/C][C]-1.831[/C][/ROW]
[ROW][C]90[/C][C] 19[/C][C] 16.03[/C][C] 2.97[/C][/ROW]
[ROW][C]91[/C][C] 14[/C][C] 14.5[/C][C]-0.501[/C][/ROW]
[ROW][C]92[/C][C] 16[/C][C] 16.96[/C][C]-0.9555[/C][/ROW]
[ROW][C]93[/C][C] 16[/C][C] 15.25[/C][C] 0.7527[/C][/ROW]
[ROW][C]94[/C][C] 15[/C][C] 15.68[/C][C]-0.6785[/C][/ROW]
[ROW][C]95[/C][C] 12[/C][C] 14.69[/C][C]-2.692[/C][/ROW]
[ROW][C]96[/C][C] 17[/C][C] 16.51[/C][C] 0.4945[/C][/ROW]
[ROW][C]97[/C][C] 18[/C][C] 15.68[/C][C] 2.321[/C][/ROW]
[ROW][C]98[/C][C] 15[/C][C] 14.15[/C][C] 0.8498[/C][/ROW]
[ROW][C]99[/C][C] 18[/C][C] 15.77[/C][C] 2.234[/C][/ROW]
[ROW][C]100[/C][C] 15[/C][C] 17.39[/C][C]-2.387[/C][/ROW]
[ROW][C]101[/C][C] 16[/C][C] 15.68[/C][C] 0.3215[/C][/ROW]
[ROW][C]102[/C][C] 16[/C][C] 13.85[/C][C] 2.15[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=297549&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=297549&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 12.99 0.01105
2 16 15.33 0.6673
3 17 15.86 1.142
4 16 15.18 0.8164
5 17 17.02-0.01966
6 17 15.91 1.093
7 15 15.38-0.3832
8 16 15.2 0.7967
9 14 13.81 0.1901
10 16 15.36 0.6421
11 17 15.02 1.985
12 16 14.54 1.46
13 16 15.66 0.3377
14 16 14.71 1.292
15 15 15.72-0.7225
16 16 14.52 1.48
17 16 16.37-0.3696
18 13 14.5-1.501
19 15 17.02-2.02
20 17 16.31 0.6907
21 13 13.36-0.359
22 17 16.96 0.03977
23 14 13.98 0.01819
24 14 14.53-0.5335
25 18 15.71 2.294
26 17 17.02-0.01966
27 13 13.87-0.8702
28 16 17.19-1.192
29 15 15.88-0.8781
30 15 15.2-0.2033
31 15 15.64-0.6371
32 13 15.87-2.875
33 17 16.91 0.0885
34 11 14.61-3.609
35 14 14 0.001948
36 13 15.71-2.706
37 17 15.12 1.881
38 16 15.4 0.6006
39 17 17.7-0.6992
40 16 14.54 1.464
41 16 15.83 0.1693
42 16 14.77 1.229
43 15 15.81-0.8144
44 12 13.31-1.312
45 17 15.44 1.557
46 14 15.4-1.399
47 14 15.68-1.682
48 16 14.71 1.292
49 15 15.09-0.09166
50 16 15.87 0.1253
51 14 14.69-0.6921
52 15 13.81 1.19
53 17 14.5 2.499
54 10 13.89-3.886
55 17 15.85 1.153
56 20 16.37 3.63
57 17 16.82 0.183
58 18 15.81 2.186
59 14 12.85 1.147
60 17 15.66 1.338
61 17 17.12-0.1239
62 16 15.66 0.3377
63 18 16.34 1.658
64 18 16.78 1.215
65 16 17.04-1.036
66 15 15.66-0.6623
67 13 16.33-3.326
68 16 15.71 0.2938
69 12 13.5-1.503
70 16 15.06 0.9408
71 16 15.55 0.4459
72 16 16.46-0.4615
73 14 15.77-1.766
74 15 15.23-0.231
75 14 14.56-0.5562
76 15 15.87-0.8747
77 15 15.08-0.07542
78 16 15.25 0.7527
79 11 11.71-0.7145
80 18 16.05 1.953
81 11 13.87-2.87
82 18 17.73 0.273
83 15 16.91-1.911
84 19 18.19 0.8141
85 17 17.02-0.01966
86 14 15.21-1.211
87 13 15.76-2.755
88 17 15.85 1.153
89 14 15.83-1.831
90 19 16.03 2.97
91 14 14.5-0.501
92 16 16.96-0.9555
93 16 15.25 0.7527
94 15 15.68-0.6785
95 12 14.69-2.692
96 17 16.51 0.4945
97 18 15.68 2.321
98 15 14.15 0.8498
99 18 15.77 2.234
100 15 17.39-2.387
101 16 15.68 0.3215
102 16 13.85 2.15







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
10 0.07607 0.1521 0.9239
11 0.1008 0.2015 0.8992
12 0.06374 0.1275 0.9363
13 0.02743 0.05487 0.9726
14 0.01223 0.02445 0.9878
15 0.02194 0.04389 0.9781
16 0.01057 0.02114 0.9894
17 0.004766 0.009531 0.9952
18 0.006497 0.01299 0.9935
19 0.03048 0.06097 0.9695
20 0.02816 0.05632 0.9718
21 0.01856 0.03713 0.9814
22 0.01191 0.02382 0.9881
23 0.007733 0.01547 0.9923
24 0.005608 0.01122 0.9944
25 0.02773 0.05546 0.9723
26 0.01737 0.03474 0.9826
27 0.01549 0.03098 0.9845
28 0.01449 0.02898 0.9855
29 0.0094 0.0188 0.9906
30 0.006283 0.01257 0.9937
31 0.004054 0.008107 0.9959
32 0.0176 0.03519 0.9824
33 0.01211 0.02422 0.9879
34 0.09127 0.1825 0.9087
35 0.06695 0.1339 0.9331
36 0.1103 0.2205 0.8897
37 0.1326 0.2651 0.8674
38 0.1067 0.2134 0.8933
39 0.083 0.166 0.917
40 0.07611 0.1522 0.9239
41 0.05637 0.1127 0.9436
42 0.05396 0.1079 0.946
43 0.0419 0.0838 0.9581
44 0.04137 0.08273 0.9586
45 0.04288 0.08577 0.9571
46 0.04508 0.09016 0.9549
47 0.04524 0.09048 0.9548
48 0.0426 0.08521 0.9574
49 0.03823 0.07646 0.9618
50 0.02758 0.05517 0.9724
51 0.02219 0.04438 0.9778
52 0.02005 0.0401 0.98
53 0.04313 0.08625 0.9569
54 0.2149 0.4298 0.7851
55 0.2036 0.4071 0.7964
56 0.4409 0.8818 0.5591
57 0.3828 0.7656 0.6172
58 0.4399 0.8799 0.5601
59 0.4027 0.8053 0.5973
60 0.3974 0.7947 0.6026
61 0.3394 0.6787 0.6606
62 0.2916 0.5833 0.7084
63 0.3041 0.6081 0.6959
64 0.2859 0.5717 0.7141
65 0.2496 0.4993 0.7504
66 0.2071 0.4143 0.7929
67 0.393 0.786 0.607
68 0.3344 0.6687 0.6656
69 0.3205 0.6411 0.6795
70 0.3193 0.6385 0.6807
71 0.2903 0.5805 0.7097
72 0.264 0.528 0.736
73 0.2758 0.5516 0.7242
74 0.2208 0.4416 0.7792
75 0.1883 0.3766 0.8117
76 0.1721 0.3443 0.8279
77 0.1478 0.2955 0.8522
78 0.1306 0.2611 0.8694
79 0.1 0.2 0.9
80 0.08733 0.1747 0.9127
81 0.1701 0.3401 0.8299
82 0.1236 0.2473 0.8764
83 0.1011 0.2022 0.8989
84 0.07092 0.1418 0.9291
85 0.05931 0.1186 0.9407
86 0.04256 0.08513 0.9574
87 0.3308 0.6616 0.6692
88 0.258 0.516 0.742
89 0.4709 0.9417 0.5291
90 0.7531 0.4939 0.2469
91 0.6148 0.7705 0.3852
92 0.4561 0.9123 0.5439

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
10 &  0.07607 &  0.1521 &  0.9239 \tabularnewline
11 &  0.1008 &  0.2015 &  0.8992 \tabularnewline
12 &  0.06374 &  0.1275 &  0.9363 \tabularnewline
13 &  0.02743 &  0.05487 &  0.9726 \tabularnewline
14 &  0.01223 &  0.02445 &  0.9878 \tabularnewline
15 &  0.02194 &  0.04389 &  0.9781 \tabularnewline
16 &  0.01057 &  0.02114 &  0.9894 \tabularnewline
17 &  0.004766 &  0.009531 &  0.9952 \tabularnewline
18 &  0.006497 &  0.01299 &  0.9935 \tabularnewline
19 &  0.03048 &  0.06097 &  0.9695 \tabularnewline
20 &  0.02816 &  0.05632 &  0.9718 \tabularnewline
21 &  0.01856 &  0.03713 &  0.9814 \tabularnewline
22 &  0.01191 &  0.02382 &  0.9881 \tabularnewline
23 &  0.007733 &  0.01547 &  0.9923 \tabularnewline
24 &  0.005608 &  0.01122 &  0.9944 \tabularnewline
25 &  0.02773 &  0.05546 &  0.9723 \tabularnewline
26 &  0.01737 &  0.03474 &  0.9826 \tabularnewline
27 &  0.01549 &  0.03098 &  0.9845 \tabularnewline
28 &  0.01449 &  0.02898 &  0.9855 \tabularnewline
29 &  0.0094 &  0.0188 &  0.9906 \tabularnewline
30 &  0.006283 &  0.01257 &  0.9937 \tabularnewline
31 &  0.004054 &  0.008107 &  0.9959 \tabularnewline
32 &  0.0176 &  0.03519 &  0.9824 \tabularnewline
33 &  0.01211 &  0.02422 &  0.9879 \tabularnewline
34 &  0.09127 &  0.1825 &  0.9087 \tabularnewline
35 &  0.06695 &  0.1339 &  0.9331 \tabularnewline
36 &  0.1103 &  0.2205 &  0.8897 \tabularnewline
37 &  0.1326 &  0.2651 &  0.8674 \tabularnewline
38 &  0.1067 &  0.2134 &  0.8933 \tabularnewline
39 &  0.083 &  0.166 &  0.917 \tabularnewline
40 &  0.07611 &  0.1522 &  0.9239 \tabularnewline
41 &  0.05637 &  0.1127 &  0.9436 \tabularnewline
42 &  0.05396 &  0.1079 &  0.946 \tabularnewline
43 &  0.0419 &  0.0838 &  0.9581 \tabularnewline
44 &  0.04137 &  0.08273 &  0.9586 \tabularnewline
45 &  0.04288 &  0.08577 &  0.9571 \tabularnewline
46 &  0.04508 &  0.09016 &  0.9549 \tabularnewline
47 &  0.04524 &  0.09048 &  0.9548 \tabularnewline
48 &  0.0426 &  0.08521 &  0.9574 \tabularnewline
49 &  0.03823 &  0.07646 &  0.9618 \tabularnewline
50 &  0.02758 &  0.05517 &  0.9724 \tabularnewline
51 &  0.02219 &  0.04438 &  0.9778 \tabularnewline
52 &  0.02005 &  0.0401 &  0.98 \tabularnewline
53 &  0.04313 &  0.08625 &  0.9569 \tabularnewline
54 &  0.2149 &  0.4298 &  0.7851 \tabularnewline
55 &  0.2036 &  0.4071 &  0.7964 \tabularnewline
56 &  0.4409 &  0.8818 &  0.5591 \tabularnewline
57 &  0.3828 &  0.7656 &  0.6172 \tabularnewline
58 &  0.4399 &  0.8799 &  0.5601 \tabularnewline
59 &  0.4027 &  0.8053 &  0.5973 \tabularnewline
60 &  0.3974 &  0.7947 &  0.6026 \tabularnewline
61 &  0.3394 &  0.6787 &  0.6606 \tabularnewline
62 &  0.2916 &  0.5833 &  0.7084 \tabularnewline
63 &  0.3041 &  0.6081 &  0.6959 \tabularnewline
64 &  0.2859 &  0.5717 &  0.7141 \tabularnewline
65 &  0.2496 &  0.4993 &  0.7504 \tabularnewline
66 &  0.2071 &  0.4143 &  0.7929 \tabularnewline
67 &  0.393 &  0.786 &  0.607 \tabularnewline
68 &  0.3344 &  0.6687 &  0.6656 \tabularnewline
69 &  0.3205 &  0.6411 &  0.6795 \tabularnewline
70 &  0.3193 &  0.6385 &  0.6807 \tabularnewline
71 &  0.2903 &  0.5805 &  0.7097 \tabularnewline
72 &  0.264 &  0.528 &  0.736 \tabularnewline
73 &  0.2758 &  0.5516 &  0.7242 \tabularnewline
74 &  0.2208 &  0.4416 &  0.7792 \tabularnewline
75 &  0.1883 &  0.3766 &  0.8117 \tabularnewline
76 &  0.1721 &  0.3443 &  0.8279 \tabularnewline
77 &  0.1478 &  0.2955 &  0.8522 \tabularnewline
78 &  0.1306 &  0.2611 &  0.8694 \tabularnewline
79 &  0.1 &  0.2 &  0.9 \tabularnewline
80 &  0.08733 &  0.1747 &  0.9127 \tabularnewline
81 &  0.1701 &  0.3401 &  0.8299 \tabularnewline
82 &  0.1236 &  0.2473 &  0.8764 \tabularnewline
83 &  0.1011 &  0.2022 &  0.8989 \tabularnewline
84 &  0.07092 &  0.1418 &  0.9291 \tabularnewline
85 &  0.05931 &  0.1186 &  0.9407 \tabularnewline
86 &  0.04256 &  0.08513 &  0.9574 \tabularnewline
87 &  0.3308 &  0.6616 &  0.6692 \tabularnewline
88 &  0.258 &  0.516 &  0.742 \tabularnewline
89 &  0.4709 &  0.9417 &  0.5291 \tabularnewline
90 &  0.7531 &  0.4939 &  0.2469 \tabularnewline
91 &  0.6148 &  0.7705 &  0.3852 \tabularnewline
92 &  0.4561 &  0.9123 &  0.5439 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=297549&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]10[/C][C] 0.07607[/C][C] 0.1521[/C][C] 0.9239[/C][/ROW]
[ROW][C]11[/C][C] 0.1008[/C][C] 0.2015[/C][C] 0.8992[/C][/ROW]
[ROW][C]12[/C][C] 0.06374[/C][C] 0.1275[/C][C] 0.9363[/C][/ROW]
[ROW][C]13[/C][C] 0.02743[/C][C] 0.05487[/C][C] 0.9726[/C][/ROW]
[ROW][C]14[/C][C] 0.01223[/C][C] 0.02445[/C][C] 0.9878[/C][/ROW]
[ROW][C]15[/C][C] 0.02194[/C][C] 0.04389[/C][C] 0.9781[/C][/ROW]
[ROW][C]16[/C][C] 0.01057[/C][C] 0.02114[/C][C] 0.9894[/C][/ROW]
[ROW][C]17[/C][C] 0.004766[/C][C] 0.009531[/C][C] 0.9952[/C][/ROW]
[ROW][C]18[/C][C] 0.006497[/C][C] 0.01299[/C][C] 0.9935[/C][/ROW]
[ROW][C]19[/C][C] 0.03048[/C][C] 0.06097[/C][C] 0.9695[/C][/ROW]
[ROW][C]20[/C][C] 0.02816[/C][C] 0.05632[/C][C] 0.9718[/C][/ROW]
[ROW][C]21[/C][C] 0.01856[/C][C] 0.03713[/C][C] 0.9814[/C][/ROW]
[ROW][C]22[/C][C] 0.01191[/C][C] 0.02382[/C][C] 0.9881[/C][/ROW]
[ROW][C]23[/C][C] 0.007733[/C][C] 0.01547[/C][C] 0.9923[/C][/ROW]
[ROW][C]24[/C][C] 0.005608[/C][C] 0.01122[/C][C] 0.9944[/C][/ROW]
[ROW][C]25[/C][C] 0.02773[/C][C] 0.05546[/C][C] 0.9723[/C][/ROW]
[ROW][C]26[/C][C] 0.01737[/C][C] 0.03474[/C][C] 0.9826[/C][/ROW]
[ROW][C]27[/C][C] 0.01549[/C][C] 0.03098[/C][C] 0.9845[/C][/ROW]
[ROW][C]28[/C][C] 0.01449[/C][C] 0.02898[/C][C] 0.9855[/C][/ROW]
[ROW][C]29[/C][C] 0.0094[/C][C] 0.0188[/C][C] 0.9906[/C][/ROW]
[ROW][C]30[/C][C] 0.006283[/C][C] 0.01257[/C][C] 0.9937[/C][/ROW]
[ROW][C]31[/C][C] 0.004054[/C][C] 0.008107[/C][C] 0.9959[/C][/ROW]
[ROW][C]32[/C][C] 0.0176[/C][C] 0.03519[/C][C] 0.9824[/C][/ROW]
[ROW][C]33[/C][C] 0.01211[/C][C] 0.02422[/C][C] 0.9879[/C][/ROW]
[ROW][C]34[/C][C] 0.09127[/C][C] 0.1825[/C][C] 0.9087[/C][/ROW]
[ROW][C]35[/C][C] 0.06695[/C][C] 0.1339[/C][C] 0.9331[/C][/ROW]
[ROW][C]36[/C][C] 0.1103[/C][C] 0.2205[/C][C] 0.8897[/C][/ROW]
[ROW][C]37[/C][C] 0.1326[/C][C] 0.2651[/C][C] 0.8674[/C][/ROW]
[ROW][C]38[/C][C] 0.1067[/C][C] 0.2134[/C][C] 0.8933[/C][/ROW]
[ROW][C]39[/C][C] 0.083[/C][C] 0.166[/C][C] 0.917[/C][/ROW]
[ROW][C]40[/C][C] 0.07611[/C][C] 0.1522[/C][C] 0.9239[/C][/ROW]
[ROW][C]41[/C][C] 0.05637[/C][C] 0.1127[/C][C] 0.9436[/C][/ROW]
[ROW][C]42[/C][C] 0.05396[/C][C] 0.1079[/C][C] 0.946[/C][/ROW]
[ROW][C]43[/C][C] 0.0419[/C][C] 0.0838[/C][C] 0.9581[/C][/ROW]
[ROW][C]44[/C][C] 0.04137[/C][C] 0.08273[/C][C] 0.9586[/C][/ROW]
[ROW][C]45[/C][C] 0.04288[/C][C] 0.08577[/C][C] 0.9571[/C][/ROW]
[ROW][C]46[/C][C] 0.04508[/C][C] 0.09016[/C][C] 0.9549[/C][/ROW]
[ROW][C]47[/C][C] 0.04524[/C][C] 0.09048[/C][C] 0.9548[/C][/ROW]
[ROW][C]48[/C][C] 0.0426[/C][C] 0.08521[/C][C] 0.9574[/C][/ROW]
[ROW][C]49[/C][C] 0.03823[/C][C] 0.07646[/C][C] 0.9618[/C][/ROW]
[ROW][C]50[/C][C] 0.02758[/C][C] 0.05517[/C][C] 0.9724[/C][/ROW]
[ROW][C]51[/C][C] 0.02219[/C][C] 0.04438[/C][C] 0.9778[/C][/ROW]
[ROW][C]52[/C][C] 0.02005[/C][C] 0.0401[/C][C] 0.98[/C][/ROW]
[ROW][C]53[/C][C] 0.04313[/C][C] 0.08625[/C][C] 0.9569[/C][/ROW]
[ROW][C]54[/C][C] 0.2149[/C][C] 0.4298[/C][C] 0.7851[/C][/ROW]
[ROW][C]55[/C][C] 0.2036[/C][C] 0.4071[/C][C] 0.7964[/C][/ROW]
[ROW][C]56[/C][C] 0.4409[/C][C] 0.8818[/C][C] 0.5591[/C][/ROW]
[ROW][C]57[/C][C] 0.3828[/C][C] 0.7656[/C][C] 0.6172[/C][/ROW]
[ROW][C]58[/C][C] 0.4399[/C][C] 0.8799[/C][C] 0.5601[/C][/ROW]
[ROW][C]59[/C][C] 0.4027[/C][C] 0.8053[/C][C] 0.5973[/C][/ROW]
[ROW][C]60[/C][C] 0.3974[/C][C] 0.7947[/C][C] 0.6026[/C][/ROW]
[ROW][C]61[/C][C] 0.3394[/C][C] 0.6787[/C][C] 0.6606[/C][/ROW]
[ROW][C]62[/C][C] 0.2916[/C][C] 0.5833[/C][C] 0.7084[/C][/ROW]
[ROW][C]63[/C][C] 0.3041[/C][C] 0.6081[/C][C] 0.6959[/C][/ROW]
[ROW][C]64[/C][C] 0.2859[/C][C] 0.5717[/C][C] 0.7141[/C][/ROW]
[ROW][C]65[/C][C] 0.2496[/C][C] 0.4993[/C][C] 0.7504[/C][/ROW]
[ROW][C]66[/C][C] 0.2071[/C][C] 0.4143[/C][C] 0.7929[/C][/ROW]
[ROW][C]67[/C][C] 0.393[/C][C] 0.786[/C][C] 0.607[/C][/ROW]
[ROW][C]68[/C][C] 0.3344[/C][C] 0.6687[/C][C] 0.6656[/C][/ROW]
[ROW][C]69[/C][C] 0.3205[/C][C] 0.6411[/C][C] 0.6795[/C][/ROW]
[ROW][C]70[/C][C] 0.3193[/C][C] 0.6385[/C][C] 0.6807[/C][/ROW]
[ROW][C]71[/C][C] 0.2903[/C][C] 0.5805[/C][C] 0.7097[/C][/ROW]
[ROW][C]72[/C][C] 0.264[/C][C] 0.528[/C][C] 0.736[/C][/ROW]
[ROW][C]73[/C][C] 0.2758[/C][C] 0.5516[/C][C] 0.7242[/C][/ROW]
[ROW][C]74[/C][C] 0.2208[/C][C] 0.4416[/C][C] 0.7792[/C][/ROW]
[ROW][C]75[/C][C] 0.1883[/C][C] 0.3766[/C][C] 0.8117[/C][/ROW]
[ROW][C]76[/C][C] 0.1721[/C][C] 0.3443[/C][C] 0.8279[/C][/ROW]
[ROW][C]77[/C][C] 0.1478[/C][C] 0.2955[/C][C] 0.8522[/C][/ROW]
[ROW][C]78[/C][C] 0.1306[/C][C] 0.2611[/C][C] 0.8694[/C][/ROW]
[ROW][C]79[/C][C] 0.1[/C][C] 0.2[/C][C] 0.9[/C][/ROW]
[ROW][C]80[/C][C] 0.08733[/C][C] 0.1747[/C][C] 0.9127[/C][/ROW]
[ROW][C]81[/C][C] 0.1701[/C][C] 0.3401[/C][C] 0.8299[/C][/ROW]
[ROW][C]82[/C][C] 0.1236[/C][C] 0.2473[/C][C] 0.8764[/C][/ROW]
[ROW][C]83[/C][C] 0.1011[/C][C] 0.2022[/C][C] 0.8989[/C][/ROW]
[ROW][C]84[/C][C] 0.07092[/C][C] 0.1418[/C][C] 0.9291[/C][/ROW]
[ROW][C]85[/C][C] 0.05931[/C][C] 0.1186[/C][C] 0.9407[/C][/ROW]
[ROW][C]86[/C][C] 0.04256[/C][C] 0.08513[/C][C] 0.9574[/C][/ROW]
[ROW][C]87[/C][C] 0.3308[/C][C] 0.6616[/C][C] 0.6692[/C][/ROW]
[ROW][C]88[/C][C] 0.258[/C][C] 0.516[/C][C] 0.742[/C][/ROW]
[ROW][C]89[/C][C] 0.4709[/C][C] 0.9417[/C][C] 0.5291[/C][/ROW]
[ROW][C]90[/C][C] 0.7531[/C][C] 0.4939[/C][C] 0.2469[/C][/ROW]
[ROW][C]91[/C][C] 0.6148[/C][C] 0.7705[/C][C] 0.3852[/C][/ROW]
[ROW][C]92[/C][C] 0.4561[/C][C] 0.9123[/C][C] 0.5439[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=297549&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=297549&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
10 0.07607 0.1521 0.9239
11 0.1008 0.2015 0.8992
12 0.06374 0.1275 0.9363
13 0.02743 0.05487 0.9726
14 0.01223 0.02445 0.9878
15 0.02194 0.04389 0.9781
16 0.01057 0.02114 0.9894
17 0.004766 0.009531 0.9952
18 0.006497 0.01299 0.9935
19 0.03048 0.06097 0.9695
20 0.02816 0.05632 0.9718
21 0.01856 0.03713 0.9814
22 0.01191 0.02382 0.9881
23 0.007733 0.01547 0.9923
24 0.005608 0.01122 0.9944
25 0.02773 0.05546 0.9723
26 0.01737 0.03474 0.9826
27 0.01549 0.03098 0.9845
28 0.01449 0.02898 0.9855
29 0.0094 0.0188 0.9906
30 0.006283 0.01257 0.9937
31 0.004054 0.008107 0.9959
32 0.0176 0.03519 0.9824
33 0.01211 0.02422 0.9879
34 0.09127 0.1825 0.9087
35 0.06695 0.1339 0.9331
36 0.1103 0.2205 0.8897
37 0.1326 0.2651 0.8674
38 0.1067 0.2134 0.8933
39 0.083 0.166 0.917
40 0.07611 0.1522 0.9239
41 0.05637 0.1127 0.9436
42 0.05396 0.1079 0.946
43 0.0419 0.0838 0.9581
44 0.04137 0.08273 0.9586
45 0.04288 0.08577 0.9571
46 0.04508 0.09016 0.9549
47 0.04524 0.09048 0.9548
48 0.0426 0.08521 0.9574
49 0.03823 0.07646 0.9618
50 0.02758 0.05517 0.9724
51 0.02219 0.04438 0.9778
52 0.02005 0.0401 0.98
53 0.04313 0.08625 0.9569
54 0.2149 0.4298 0.7851
55 0.2036 0.4071 0.7964
56 0.4409 0.8818 0.5591
57 0.3828 0.7656 0.6172
58 0.4399 0.8799 0.5601
59 0.4027 0.8053 0.5973
60 0.3974 0.7947 0.6026
61 0.3394 0.6787 0.6606
62 0.2916 0.5833 0.7084
63 0.3041 0.6081 0.6959
64 0.2859 0.5717 0.7141
65 0.2496 0.4993 0.7504
66 0.2071 0.4143 0.7929
67 0.393 0.786 0.607
68 0.3344 0.6687 0.6656
69 0.3205 0.6411 0.6795
70 0.3193 0.6385 0.6807
71 0.2903 0.5805 0.7097
72 0.264 0.528 0.736
73 0.2758 0.5516 0.7242
74 0.2208 0.4416 0.7792
75 0.1883 0.3766 0.8117
76 0.1721 0.3443 0.8279
77 0.1478 0.2955 0.8522
78 0.1306 0.2611 0.8694
79 0.1 0.2 0.9
80 0.08733 0.1747 0.9127
81 0.1701 0.3401 0.8299
82 0.1236 0.2473 0.8764
83 0.1011 0.2022 0.8989
84 0.07092 0.1418 0.9291
85 0.05931 0.1186 0.9407
86 0.04256 0.08513 0.9574
87 0.3308 0.6616 0.6692
88 0.258 0.516 0.742
89 0.4709 0.9417 0.5291
90 0.7531 0.4939 0.2469
91 0.6148 0.7705 0.3852
92 0.4561 0.9123 0.5439







Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level2 0.0241NOK
5% type I error level190.228916NOK
10% type I error level330.39759NOK

\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 & 2 &  0.0241 & NOK \tabularnewline
5% type I error level & 19 & 0.228916 & NOK \tabularnewline
10% type I error level & 33 & 0.39759 & NOK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=297549&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]2[/C][C] 0.0241[/C][C]NOK[/C][/ROW]
[ROW][C]5% type I error level[/C][C]19[/C][C]0.228916[/C][C]NOK[/C][/ROW]
[ROW][C]10% type I error level[/C][C]33[/C][C]0.39759[/C][C]NOK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=297549&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=297549&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 level2 0.0241NOK
5% type I error level190.228916NOK
10% type I error level330.39759NOK







Ramsey RESET F-Test for powers (2 and 3) of fitted values
> reset_test_fitted
	RESET test
data:  mylm
RESET = 0.87167, df1 = 2, df2 = 93, p-value = 0.4216
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 1.1819, df1 = 12, df2 = 83, p-value = 0.3097
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 1.145, df1 = 2, df2 = 93, p-value = 0.3227

\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 = 0.87167, df1 = 2, df2 = 93, p-value = 0.4216
\tabularnewline Ramsey RESET F-Test for powers (2 and 3) of regressors \tabularnewline
> reset_test_regressors
	RESET test
data:  mylm
RESET = 1.1819, df1 = 12, df2 = 83, p-value = 0.3097
\tabularnewline Ramsey RESET F-Test for powers (2 and 3) of principal components \tabularnewline
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 1.145, df1 = 2, df2 = 93, p-value = 0.3227
\tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=297549&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 = 0.87167, df1 = 2, df2 = 93, p-value = 0.4216
[/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 = 1.1819, df1 = 12, df2 = 83, p-value = 0.3097
[/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 = 1.145, df1 = 2, df2 = 93, p-value = 0.3227
[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=297549&T=7

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=297549&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 = 0.87167, df1 = 2, df2 = 93, p-value = 0.4216
Ramsey RESET F-Test for powers (2 and 3) of regressors
> reset_test_regressors
	RESET test
data:  mylm
RESET = 1.1819, df1 = 12, df2 = 83, p-value = 0.3097
Ramsey RESET F-Test for powers (2 and 3) of principal components
> reset_test_principal_components
	RESET test
data:  mylm
RESET = 1.145, df1 = 2, df2 = 93, p-value = 0.3227







Variance Inflation Factors (Multicollinearity)
> vif
     SK1      SK2      SK3      SK4      SK5      SK6 
1.075900 1.171908 1.059866 1.066075 1.033619 1.035552 

\begin{tabular}{lllllllll}
\hline
Variance Inflation Factors (Multicollinearity) \tabularnewline
> vif
     SK1      SK2      SK3      SK4      SK5      SK6 
1.075900 1.171908 1.059866 1.066075 1.033619 1.035552 
\tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=297549&T=8

[TABLE]
[ROW][C]Variance Inflation Factors (Multicollinearity)[/C][/ROW]
[ROW][C]
> vif
     SK1      SK2      SK3      SK4      SK5      SK6 
1.075900 1.171908 1.059866 1.066075 1.033619 1.035552 
[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=297549&T=8

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=297549&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
     SK1      SK2      SK3      SK4      SK5      SK6 
1.075900 1.171908 1.059866 1.066075 1.033619 1.035552 



Parameters (Session):
par1 = 7 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ; par4 = 0 ; par5 = 0 ;
Parameters (R input):
par1 = 7 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ; par4 = 0 ; par5 = 0 ;
R code (references can be found in the software module):
par5 <- '0'
par4 <- '0'
par3 <- 'No Linear Trend'
par2 <- 'Do not include Seasonal Dummies'
par1 <- '1'
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')