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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Moduleesteq.wasp
Title produced by softwareEstimate Equation
Date of computationSun, 16 Dec 2007 06:50:25 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2007/Dec/16/t1197812094ucz2t967wn6b47b.htm/, Retrieved Thu, 02 May 2024 06:34:22 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4173, Retrieved Thu, 02 May 2024 06:34:22 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact260

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Estimate Equation] [reduction F test ...] [2007-12-16 13:50:25] [d02236afd58a58d13a748bbf41a37c2e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
36429	0.77632
32720	0.80364
34490	0.83065
34749	0.76103
30945	0.72187
34302	0.72929
30400	0.73339
25543	0.75884
32188	0.75423
34395	0.77581
27148	0.77753
26634	0.77016
34257	0.76800
34794	0.76352
38927	0.80984
38512	0.83697
33325	0.86371
40658	0.85027
32719	0.86945
29323	0.92155
34384	0.93647
35153	0.98323
30937	0.95760
28079	0.93332
39703	0.90135
35245	0.92446
41324	0.98061
40802	1.01953
37732	1.00784
41527	1.07107
33441	1.09458
32885	1.10923
36804	1.12907
35593	1.12374
34355	1.07400
27045	1.04497
45587	1.06290
40370	1.06646
48209	1.08848
40275	1.11763
36760	1.10842
42588	1.10560
35365	1.11306
33014	1.11039
36944	1.05590
35649	1.03703
34814	1.04327
26041	1.03839
45636	0.99784
40040	1.01526
47725	1.05461
40263	1.08300
43339	1.08503
47283	1.09953
40492	1.11442
35768	1.10371
28539	1.13018
42971	1.15868
36144	1.24067
26950	1.21680

Tables (Output of Computation)





Multiple Linear Regression - Estimated Regression Equation
inschrijv[t] = +3434.39554468 prijs[t] +29858.077965917 +90.781511989003 t^1 + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
inschrijv[t] = +3434.39554468 prijs[t] +29858.077965917 +90.781511989003 t^1 + e[t] \tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=4173&T=0

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW]
inschrijv[t] = +3434.39554468 prijs[t] +29858.077965917 +90.781511989003 t^1 + e[t][/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=4173&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4173&T=0

As an alternative you can also use a QR Code:  
QR Code


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

Multiple Linear Regression - Estimated Regression Equation
inschrijv[t] = +3434.39554468 prijs[t] +29858.077965917 +90.781511989003 t^1 + e[t]






Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.E.T-STATH0: parameter = 02-tail p-value1-tail p-value
prijs[t]3434.39554511089.5619540.3096960.7579210.378961
Constant29858.0779668385.4750593.560690.0007550.000377
t^190.78151291.6807320.9901920.3262650.163133
VariableElasticityS.E.*T-STATH0: |elast| = 12-tail p-value1-tail p-value
%prijs[t]0.0929550.300148-3.0219890.0037570.001879
%Constant0.830070.233121-0.7289360.4690260.234513
%t^10.0769750.077738-11.87360500
VariableStand. Coeff.S.E.*T-STATH0: coeff = 02-tail p-value1-tail p-value
S-prijs[t]0.0889160.2871060.3096960.7579210.378961
S-Constant00010.5
S-t^10.284290.2871060.9901920.3262650.163133
*Notecomputed against deterministic endogenous series
VariablePartial Correlation
prijs[t]0.040986
Constant0.426565
t^10.13004
Critical Values (alpha = 5%)
1-tail CV at 5%1.68
2-tail CV at 5%2

\begin{tabular}{lllllllll}
\hline

Multiple Linear Regression - Ordinary Least Squares \tabularnewline
VariableParameterS.E.T-STATH0: parameter = 02-tail p-value1-tail p-value \tabularnewline prijs[t]3434.39554511089.5619540.3096960.7579210.378961 \tabularnewline Constant29858.0779668385.4750593.560690.0007550.000377 \tabularnewline t^190.78151291.6807320.9901920.3262650.163133 \tabularnewline \tabularnewline VariableElasticityS.E.*T-STATH0: |elast| = 12-tail p-value1-tail p-value \tabularnewline %prijs[t]0.0929550.300148-3.0219890.0037570.001879 \tabularnewline %Constant0.830070.233121-0.7289360.4690260.234513 \tabularnewline %t^10.0769750.077738-11.87360500 \tabularnewline VariableStand. Coeff.S.E.*T-STATH0: coeff = 02-tail p-value1-tail p-value \tabularnewline S-prijs[t]0.0889160.2871060.3096960.7579210.378961 \tabularnewline S-Constant00010.5 \tabularnewline S-t^10.284290.2871060.9901920.3262650.163133 \tabularnewline *Notecomputed against deterministic endogenous series \tabularnewline VariablePartial Correlation \tabularnewline prijs[t]0.040986 \tabularnewline Constant0.426565 \tabularnewline t^10.13004 \tabularnewline Critical Values (alpha = 5%) \tabularnewline 1-tail CV at 5%1.68 \tabularnewline 2-tail CV at 5%2 \tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=4173&T=1

[TABLE]

[ROW][C]Multiple Linear Regression - Ordinary Least Squares[/C][/ROW]

[ROW]
Variable[/C]Parameter[/C]S.E.[/C]T-STATH0: parameter = 0[/C]2-tail p-value[/C]1-tail p-value[/C][/ROW] [ROW][C]prijs[t][/C]3434.395545[/C]11089.561954[/C]0.309696[/C]0.757921[/C]0.378961[/C][/ROW] [ROW][C]Constant[/C]29858.077966[/C]8385.475059[/C]3.56069[/C]0.000755[/C]0.000377[/C][/ROW] [ROW][C]t^1[/C]90.781512[/C]91.680732[/C]0.990192[/C]0.326265[/C]0.163133[/C][/ROW] [ROW][C][/C][/ROW] [ROW]Variable[/C]Elasticity[/C]S.E.*[/C]T-STATH0: |elast| = 1[/C]2-tail p-value[/C]1-tail p-value[/C][/ROW] [ROW][C]%prijs[t][/C]0.092955[/C]0.300148[/C]-3.021989[/C]0.003757[/C]0.001879[/C][/ROW] [ROW][C]%Constant[/C]0.83007[/C]0.233121[/C]-0.728936[/C]0.469026[/C]0.234513[/C][/ROW] [ROW][C]%t^1[/C]0.076975[/C]0.077738[/C]-11.873605[/C]0[/C]0[/C][/ROW] [ROW]Variable[/C]Stand. Coeff.[/C]S.E.*[/C]T-STATH0: coeff = 0[/C]2-tail p-value[/C]1-tail p-value[/C][/ROW] [ROW][C]S-prijs[t][/C]0.088916[/C]0.287106[/C]0.309696[/C]0.757921[/C]0.378961[/C][/ROW] [ROW][C]S-Constant[/C]0[/C]0[/C]0[/C]1[/C]0.5[/C][/ROW] [ROW][C]S-t^1[/C]0.28429[/C]0.287106[/C]0.990192[/C]0.326265[/C]0.163133[/C][/ROW] [ROW][C]*Note[/C]computed against deterministic endogenous series[/C][/ROW] [ROW]Variable[/C]Partial Correlation[/C][/ROW] [ROW][C]prijs[t][/C]0.040986[/C][/ROW] [ROW][C]Constant[/C]0.426565[/C][/ROW] [ROW][C]t^1[/C]0.13004[/C][/ROW] [ROW][C]Critical Values (alpha = 5%)[/C][/ROW] [ROW][C]1-tail CV at 5%[/C]1.68[/C][/ROW] [ROW][C]2-tail CV at 5%[/C]2[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=4173&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4173&T=1

As an alternative you can also use a QR Code:  
QR Code


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

Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.E.T-STATH0: parameter = 02-tail p-value1-tail p-value
prijs[t]3434.39554511089.5619540.3096960.7579210.378961
Constant29858.0779668385.4750593.560690.0007550.000377
t^190.78151291.6807320.9901920.3262650.163133
VariableElasticityS.E.*T-STATH0: |elast| = 12-tail p-value1-tail p-value
%prijs[t]0.0929550.300148-3.0219890.0037570.001879
%Constant0.830070.233121-0.7289360.4690260.234513
%t^10.0769750.077738-11.87360500
VariableStand. Coeff.S.E.*T-STATH0: coeff = 02-tail p-value1-tail p-value
S-prijs[t]0.0889160.2871060.3096960.7579210.378961
S-Constant00010.5
S-t^10.284290.2871060.9901920.3262650.163133
*Notecomputed against deterministic endogenous series
VariablePartial Correlation
prijs[t]0.040986
Constant0.426565
t^10.13004
Critical Values (alpha = 5%)
1-tail CV at 5%1.68
2-tail CV at 5%2






Multiple Linear Regression - Regression Statistics
Multiple R0.36659
R-squared0.134388
Adjusted R-squared0.104016
F-TEST4.424689
Observations60
Degrees of Freedom57
Multiple Linear Regression - Residual Statistics
Standard Error5296.388498
Sum Squared Errors1598948673.6383
Log Likelihood-598.08434
Durbin-Watson1.60404
Von Neumann Ratio1.631227
# e[t] > 029
# e[t] < 031
# Runs26
Stand. Normal Runs Statistic-1.294859

\begin{tabular}{lllllllll}
\hline

Multiple Linear Regression - Regression Statistics \tabularnewline

Multiple R
0.36659 \tabularnewline R-squared0.134388 \tabularnewline Adjusted R-squared0.104016 \tabularnewline F-TEST4.424689 \tabularnewline Observations60 \tabularnewline Degrees of Freedom57 \tabularnewline Multiple Linear Regression - Residual Statistics \tabularnewline Standard Error5296.388498 \tabularnewline Sum Squared Errors1598948673.6383 \tabularnewline Log Likelihood-598.08434 \tabularnewline Durbin-Watson1.60404 \tabularnewline Von Neumann Ratio1.631227 \tabularnewline # e[t] > 029 \tabularnewline # e[t] < 031 \tabularnewline # Runs26 \tabularnewline Stand. Normal Runs Statistic-1.294859 \tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=4173&T=2

[TABLE]

[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]

[ROW][C]Multiple R[/C]
0.36659[/C][/ROW] [ROW][C]R-squared[/C]0.134388[/C][/ROW] [ROW][C]Adjusted R-squared[/C]0.104016[/C][/ROW] [ROW][C]F-TEST[/C]4.424689[/C][/ROW] [ROW][C]Observations[/C]60[/C][/ROW] [ROW][C]Degrees of Freedom[/C]57[/C][/ROW] [ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW] [ROW][C]Standard Error[/C]5296.388498[/C][/ROW] [ROW][C]Sum Squared Errors[/C]1598948673.6383[/C][/ROW] [ROW][C]Log Likelihood[/C]-598.08434[/C][/ROW] [ROW][C]Durbin-Watson[/C]1.60404[/C][/ROW] [ROW][C]Von Neumann Ratio[/C]1.631227[/C][/ROW] [ROW][C]# e[t] > 0[/C]29[/C][/ROW] [ROW][C]# e[t] < 0[/C]31[/C][/ROW] [ROW][C]# Runs[/C]26[/C][/ROW] [ROW][C]Stand. Normal Runs Statistic[/C]-1.294859[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=4173&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4173&T=2

As an alternative you can also use a QR Code:  
QR Code


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

Multiple Linear Regression - Regression Statistics
Multiple R0.36659
R-squared0.134388
Adjusted R-squared0.104016
F-TEST4.424689
Observations60
Degrees of Freedom57
Multiple Linear Regression - Residual Statistics
Standard Error5296.388498
Sum Squared Errors1598948673.6383
Log Likelihood-598.08434
Durbin-Watson1.60404
Von Neumann Ratio1.631227
# e[t] > 029
# e[t] < 031
# Runs26
Stand. Normal Runs Statistic-1.294859






Multiple Linear Regression - Ad Hoc Selection Test Statistics
Akaike (1969) Final Prediction Error29454317.672285
Akaike (1973) Log Information Criterion17.198268
Akaike (1974) Information Criterion29451859.560012
Schwarz (1978) Log Criterion17.302985
Schwarz (1978) Criterion32703244.042323
Craven-Wahba (1979) Generalized Cross Validation29528138.017329
Hannan-Quinn (1979) Criterion30683274.933514
Rice (1984) Criterion29610160.622932
Shibata (1981) Criterion29314059.016703

\begin{tabular}{lllllllll}
\hline

Multiple Linear Regression - Ad Hoc Selection Test Statistics \tabularnewline

Akaike (1969) Final Prediction Error
29454317.672285 \tabularnewline Akaike (1973) Log Information Criterion17.198268 \tabularnewline Akaike (1974) Information Criterion29451859.560012 \tabularnewline Schwarz (1978) Log Criterion17.302985 \tabularnewline Schwarz (1978) Criterion32703244.042323 \tabularnewline Craven-Wahba (1979) Generalized Cross Validation29528138.017329 \tabularnewline Hannan-Quinn (1979) Criterion30683274.933514 \tabularnewline Rice (1984) Criterion29610160.622932 \tabularnewline Shibata (1981) Criterion29314059.016703 \tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=4173&T=3

[TABLE]

[ROW][C]Multiple Linear Regression - Ad Hoc Selection Test Statistics[/C][/ROW]

[ROW][C]Akaike (1969) Final Prediction Error[/C]
29454317.672285[/C][/ROW] [ROW][C]Akaike (1973) Log Information Criterion[/C]17.198268[/C][/ROW] [ROW][C]Akaike (1974) Information Criterion[/C]29451859.560012[/C][/ROW] [ROW][C]Schwarz (1978) Log Criterion[/C]17.302985[/C][/ROW] [ROW][C]Schwarz (1978) Criterion[/C]32703244.042323[/C][/ROW] [ROW][C]Craven-Wahba (1979) Generalized Cross Validation[/C]29528138.017329[/C][/ROW] [ROW][C]Hannan-Quinn (1979) Criterion[/C]30683274.933514[/C][/ROW] [ROW][C]Rice (1984) Criterion[/C]29610160.622932[/C][/ROW] [ROW][C]Shibata (1981) Criterion[/C]29314059.016703[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=4173&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4173&T=3

As an alternative you can also use a QR Code:  
QR Code


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

Multiple Linear Regression - Ad Hoc Selection Test Statistics
Akaike (1969) Final Prediction Error29454317.672285
Akaike (1973) Log Information Criterion17.198268
Akaike (1974) Information Criterion29451859.560012
Schwarz (1978) Log Criterion17.302985
Schwarz (1978) Criterion32703244.042323
Craven-Wahba (1979) Generalized Cross Validation29528138.017329
Hannan-Quinn (1979) Criterion30683274.933514
Rice (1984) Criterion29610160.622932
Shibata (1981) Criterion29314059.016703






Multiple Linear Regression - Analysis of Variance
ANOVADFSum of SquaresMean Square
Regression2248240377.21165124120188.60583
Residual571598948673.638328051731.116462
Total591847189050.8531308288.997458
F-TEST4.424689
p-value0.016357

\begin{tabular}{lllllllll}
\hline

Multiple Linear Regression - Analysis of Variance \tabularnewline

ANOVA & DF & Sum of Squares & Mean Square \tabularnewline

Regression
2248240377.21165124120188.60583 \tabularnewline Residual571598948673.638328051731.116462 \tabularnewline Total591847189050.8531308288.997458 \tabularnewline F-TEST4.424689 \tabularnewline p-value0.016357 \tabularnewline
\hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=4173&T=4

[TABLE]

[ROW][C]Multiple Linear Regression - Analysis of Variance[/C][/ROW]

[ROW][C]ANOVA[/C][C]DF[/C][C]Sum of Squares[/C][C]Mean Square[/C][/ROW]

[ROW][C]Regression[/C]
2[/C]248240377.21165[/C]124120188.60583[/C][/ROW] [ROW][C]Residual[/C]57[/C]1598948673.6383[/C]28051731.116462[/C][/ROW] [ROW][C]Total[/C]59[/C]1847189050.85[/C]31308288.997458[/C][/ROW] [ROW][C]F-TEST[/C]4.424689[/C][/ROW] [ROW][C]p-value[/C]0.016357[/C][/ROW]
[/TABLE] Source: https://freestatistics.org/blog/index.php?pk=4173&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4173&T=4

As an alternative you can also use a QR Code:  
QR Code


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

Multiple Linear Regression - Analysis of Variance
ANOVADFSum of SquaresMean Square
Regression2248240377.21165124120188.60583
Residual571598948673.638328051731.116462
Total591847189050.8531308288.997458
F-TEST4.424689
p-value0.016357


Figures (Output of Computation)

Input Parameters & R Code

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