Free Statistics

of Irreproducible Research!

Author's title

Author*Unverified author*
R Software Modulerwasp_multipleregression.wasp
Title produced by softwareMultiple Regression
Date of computationTue, 20 Nov 2007 12:06:45 -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/Nov/20/t1195585220jalwtyy8k7jmvlw.htm/, Retrieved Sun, 05 May 2024 13:00:12 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=5806, Retrieved Sun, 05 May 2024 13:00:12 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordspaper, multiple regression
Estimated Impact243
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Multiple Regression] [Q3,W6, multiple r...] [2007-11-20 19:06:45] [bd7b8d7754bcf95ad80b21f541dc6b78] [Current]
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Dataseries X:
88,74	88,95
88,92	88,81
88,77	88,9
89,17	90,15
89,61	90,92
89,52	90,78
89,74	90,81
89,4	89,46
89,36	89,22
89,38	88,89
89,36	89,41
89,29	89,59
89,59	90,25
89,79	90,2
89,86	90,27
90,21	90,71
90,37	91,18
90,19	90,66
90,33	89,72
90,22	88,72
90,42	88,91
90,54	89,15
90,73	89,15
91,02	89,08
91,19	89,28
91,53	89,47
91,88	89,53
92,06	90,72
92,32	90,91
92,67	91,38
92,85	91,49
92,82	90,9
93,46	90,93
93,23	90,57
93,54	91,28
93,29	90,83
93,2	91,5
93,6	91,58
93,81	92,49
94,62	94,16
95,22	95,46
95,38	95,8
95,31	95,32
95,3	95,41
95,57	95,35
95,42	95,68
95,53	95,59
95,33	94,96
95.90	96.92
96.06	96.06
96.31	96.59
96.34	96.67
96.49	97.27
96.22	96.38
96.53	96.47
96.50	96.05
96.77	96.76
96.66	96.51
96.58	96.55
96.63	95.97
97.06	97.00
97.73	97.46
98.01	97.90
97.76	98.42
97.49	98.54
97.77	99.00
97.96	98.94
98.23	99.02
98.51	100.07
98.19	98.72
98.37	98.73
98.31	98.04
98.60	99.08
98.97	99.22
99.11	99.57
99.64	100.44
100.03	100.84
99.98	100.75
100.32	100.49
100.44	99.98
100.51	99.96
101.00	99.76
100.88	100.11
100.55	99.79
100.83	100.29
101.51	101.12
102.16	102.65
102.39	102.71
102.54	103.39
102.85	102.80
103.47	102.07
103.57	102.15
103.69	101.21
103.50	101.27
103.47	101.86
103.45	101.65
103.48	101.94
103.93	102.62
103.89	102.71
104.40	103.39
104.79	104.51
104.77	104.09
105.13	104.29
105.26	104.57
104.96	105.39
104.75	105.15
105.01	106.13
105.15	105.46
105.20	106.47
105.77	106.62
105.78	106.52
106.26	108.04
106.13	107.15
106.12	107.32
106.57	107.76
106.44	107.26
106.54	107.89




Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of compuational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 4 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=5806&T=0

[TABLE]
[ROW][C]Summary of compuational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]4 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=5806&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5806&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 compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 71.192346155451 + 0.189215809505315X[t] + 0.130691870654899t + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
Y[t] =  +  71.192346155451 +  0.189215809505315X[t] +  0.130691870654899t  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=5806&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]Y[t] =  +  71.192346155451 +  0.189215809505315X[t] +  0.130691870654899t  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=5806&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5806&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
Y[t] = + 71.192346155451 + 0.189215809505315X[t] + 0.130691870654899t + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)71.1923461554513.10465822.930800
X0.1892158095053150.0356155.31291e-060
t0.1306918706548990.00609921.427800

\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) & 71.192346155451 & 3.104658 & 22.9308 & 0 & 0 \tabularnewline
X & 0.189215809505315 & 0.035615 & 5.3129 & 1e-06 & 0 \tabularnewline
t & 0.130691870654899 & 0.006099 & 21.4278 & 0 & 0 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=5806&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]71.192346155451[/C][C]3.104658[/C][C]22.9308[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]X[/C][C]0.189215809505315[/C][C]0.035615[/C][C]5.3129[/C][C]1e-06[/C][C]0[/C][/ROW]
[ROW][C]t[/C][C]0.130691870654899[/C][C]0.006099[/C][C]21.4278[/C][C]0[/C][C]0[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=5806&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5806&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)71.1923461554513.10465822.930800
X0.1892158095053150.0356155.31291e-060
t0.1306918706548990.00609921.427800







Multiple Linear Regression - Regression Statistics
Multiple R0.996691571344112
R-squared0.993394088388395
Adjusted R-squared0.993278195202227
F-TEST (value)8571.63497898886
F-TEST (DF numerator)2
F-TEST (DF denominator)114
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.453540662683154
Sum Squared Residuals23.4497011286064

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.996691571344112 \tabularnewline
R-squared & 0.993394088388395 \tabularnewline
Adjusted R-squared & 0.993278195202227 \tabularnewline
F-TEST (value) & 8571.63497898886 \tabularnewline
F-TEST (DF numerator) & 2 \tabularnewline
F-TEST (DF denominator) & 114 \tabularnewline
p-value & 0 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 0.453540662683154 \tabularnewline
Sum Squared Residuals & 23.4497011286064 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=5806&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.996691571344112[/C][/ROW]
[ROW][C]R-squared[/C][C]0.993394088388395[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]0.993278195202227[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]8571.63497898886[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]2[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]114[/C][/ROW]
[ROW][C]p-value[/C][C]0[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C]0.453540662683154[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]23.4497011286064[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=5806&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5806&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 R0.996691571344112
R-squared0.993394088388395
Adjusted R-squared0.993278195202227
F-TEST (value)8571.63497898886
F-TEST (DF numerator)2
F-TEST (DF denominator)114
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.453540662683154
Sum Squared Residuals23.4497011286064







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
188.7488.15378428160380.586215718396221
288.9288.25798593892780.662014061072154
388.7788.40570723243820.364292767561744
489.1788.77291886497480.397081135025204
589.6189.04930690894880.560693091051211
689.5289.1535085662730.366491433727052
789.7489.2898769112130.450123088786993
889.489.16512743903570.234872560964283
989.3689.25040751540930.109592484590652
1089.3889.31865816892750.0613418310725031
1189.3689.5477422605252-0.187742260525154
1289.2989.712492976891-0.422492976891004
1389.5989.9680672818194-0.378067281819413
1489.7990.089298361999-0.299298361999043
1589.8690.2332353393193-0.37323533931932
1690.2190.4471821661566-0.237182166156562
1790.3790.666805467279-0.296805467278951
1890.1990.6991051169911-0.50910511699109
1990.3390.651934126711-0.321934126710993
2090.2290.5934101878606-0.373410187860576
2190.4290.7600530623215-0.34005306232148
2290.5490.9361567272577-0.396156727257652
2390.7391.0668485979126-0.336848597912553
2491.0291.1842953619021-0.164295361902086
2591.1991.352830394458-0.162830394458047
2691.5391.5194732689190.0105267310810493
2791.8891.66151808814420.218481911855825
2892.0692.01737677211040.0426232278896090
2992.3292.18401964657130.135980353428692
3092.6792.40364294769370.266357052306304
3192.8592.55514855739420.294851442605812
3292.8292.5742031004410.245796899559047
3393.4692.7105714453810.749428554618989
3493.2392.7731456246140.456854375386017
3593.5493.03818072001770.501819279982345
3693.2993.08372547639520.206274523604838
3793.293.3411919394186-0.141191939418625
3893.693.4870210748340.112978925166043
3993.8193.78989933213870.0201006678613164
4094.6294.23658160466750.383418395332543
4195.2294.61325402767930.606745972320729
4295.3894.8082792735660.57172072643402
4395.3194.84814755565830.461852444341679
4495.394.99586884916870.304131150831297
4595.5795.11520777125330.454792228746713
4695.4295.3083408590450.111659140955067
4795.5395.42200330684440.107996693155647
4895.3395.433489217511-0.103489217510904
4995.995.9350440747962-0.0350440747962152
5096.0695.90301034927650.156989650723454
5196.3196.13398659896930.176013401030738
5296.3496.27981573438460.0601842656154157
5396.4996.5240370907427-0.0340370907426796
5496.2296.4863268909378-0.266326890937844
5596.5396.6340481844482-0.104048184448219
5696.596.685269415111-0.185269415110886
5796.7796.9503045105146-0.180304510514564
5896.6697.0336924287931-0.373692428793133
5996.5897.1719529318282-0.591952931828241
6096.6397.19289963297-0.56289963297006
6197.0697.5184837874154-0.458483787415427
6297.7397.7362149304428-0.00621493044276782
6398.0197.950161757280.0598382427199937
6497.7698.1792458488777-0.419245848877668
6597.4998.3326436166732-0.842643616673216
6697.7798.5503747597006-0.780374759700557
6797.9698.6697136817851-0.709713681785139
6898.2398.8155428172005-0.585542817200452
6998.5199.144911287836-0.63491128783593
7098.1999.0201618156587-0.830161815658661
7198.3799.1527458444086-0.782745844408607
7298.3199.1528788065048-0.842878806504841
7398.699.4803551190453-0.880355119045274
7498.9799.637537203031-0.667537203030912
7599.1199.8344546070127-0.72445460701267
7699.64100.129764231937-0.489764231937193
77100.03100.336142426394-0.306142426394218
7899.98100.449804874194-0.469804874193634
79100.32100.531300634377-0.211300634377161
80100.44100.565492442184-0.125492442184346
81100.51100.692399996649-0.182399996649129
82101100.7852487054030.214751294597028
83100.88100.982166109385-0.102166109384734
84100.55101.052308920998-0.502308920997932
85100.83101.277608696405-0.447608696405487
86101.51101.565349688950-0.0553496889497899
87102.16101.9855417481480.174458251852170
88102.39102.1275865673730.262413432626959
89102.54102.3869451884920.15305481150845
90102.85102.4059997315380.444000268461676
91103.47102.3985640612541.07143593874566
92103.57102.5443931966701.02560680333033
93103.69102.4972222063901.19277779361044
94103.5102.6392670256150.86073297438522
95103.47102.8815962238780.588403776122183
96103.45102.9725527745370.477447225463404
97103.48103.1581172299480.321882770051967
98103.93103.4174758510670.512524148933455
99103.89103.5651971445770.324802855423074
100104.4103.8245557656950.575444234304564
101104.79104.1671693429960.622830657003712
102104.77104.2183905736590.551609426341036
103105.13104.3869256062150.743074393785074
104105.26104.5705979035310.689402096468699
105104.96104.8564467379810.103553262019429
106104.75104.941726814354-0.191726814354188
107105.01105.257850178324-0.247850178324289
108105.15105.261767456611-0.111767456610626
109105.2105.583567294866-0.383567294865896
110105.77105.7426415369470.0273584630534
111105.78105.854411826651-0.0744118266509604
112106.26106.272711727754-0.0127117277539372
113106.13106.235001527949-0.105001527949114
114106.12106.397860086220-0.277860086219905
115106.57106.611806913057-0.0418069130571564
116106.44106.647890878959-0.207890878959393
117106.54106.897788709603-0.35778870960263

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 88.74 & 88.1537842816038 & 0.586215718396221 \tabularnewline
2 & 88.92 & 88.2579859389278 & 0.662014061072154 \tabularnewline
3 & 88.77 & 88.4057072324382 & 0.364292767561744 \tabularnewline
4 & 89.17 & 88.7729188649748 & 0.397081135025204 \tabularnewline
5 & 89.61 & 89.0493069089488 & 0.560693091051211 \tabularnewline
6 & 89.52 & 89.153508566273 & 0.366491433727052 \tabularnewline
7 & 89.74 & 89.289876911213 & 0.450123088786993 \tabularnewline
8 & 89.4 & 89.1651274390357 & 0.234872560964283 \tabularnewline
9 & 89.36 & 89.2504075154093 & 0.109592484590652 \tabularnewline
10 & 89.38 & 89.3186581689275 & 0.0613418310725031 \tabularnewline
11 & 89.36 & 89.5477422605252 & -0.187742260525154 \tabularnewline
12 & 89.29 & 89.712492976891 & -0.422492976891004 \tabularnewline
13 & 89.59 & 89.9680672818194 & -0.378067281819413 \tabularnewline
14 & 89.79 & 90.089298361999 & -0.299298361999043 \tabularnewline
15 & 89.86 & 90.2332353393193 & -0.37323533931932 \tabularnewline
16 & 90.21 & 90.4471821661566 & -0.237182166156562 \tabularnewline
17 & 90.37 & 90.666805467279 & -0.296805467278951 \tabularnewline
18 & 90.19 & 90.6991051169911 & -0.50910511699109 \tabularnewline
19 & 90.33 & 90.651934126711 & -0.321934126710993 \tabularnewline
20 & 90.22 & 90.5934101878606 & -0.373410187860576 \tabularnewline
21 & 90.42 & 90.7600530623215 & -0.34005306232148 \tabularnewline
22 & 90.54 & 90.9361567272577 & -0.396156727257652 \tabularnewline
23 & 90.73 & 91.0668485979126 & -0.336848597912553 \tabularnewline
24 & 91.02 & 91.1842953619021 & -0.164295361902086 \tabularnewline
25 & 91.19 & 91.352830394458 & -0.162830394458047 \tabularnewline
26 & 91.53 & 91.519473268919 & 0.0105267310810493 \tabularnewline
27 & 91.88 & 91.6615180881442 & 0.218481911855825 \tabularnewline
28 & 92.06 & 92.0173767721104 & 0.0426232278896090 \tabularnewline
29 & 92.32 & 92.1840196465713 & 0.135980353428692 \tabularnewline
30 & 92.67 & 92.4036429476937 & 0.266357052306304 \tabularnewline
31 & 92.85 & 92.5551485573942 & 0.294851442605812 \tabularnewline
32 & 92.82 & 92.574203100441 & 0.245796899559047 \tabularnewline
33 & 93.46 & 92.710571445381 & 0.749428554618989 \tabularnewline
34 & 93.23 & 92.773145624614 & 0.456854375386017 \tabularnewline
35 & 93.54 & 93.0381807200177 & 0.501819279982345 \tabularnewline
36 & 93.29 & 93.0837254763952 & 0.206274523604838 \tabularnewline
37 & 93.2 & 93.3411919394186 & -0.141191939418625 \tabularnewline
38 & 93.6 & 93.487021074834 & 0.112978925166043 \tabularnewline
39 & 93.81 & 93.7898993321387 & 0.0201006678613164 \tabularnewline
40 & 94.62 & 94.2365816046675 & 0.383418395332543 \tabularnewline
41 & 95.22 & 94.6132540276793 & 0.606745972320729 \tabularnewline
42 & 95.38 & 94.808279273566 & 0.57172072643402 \tabularnewline
43 & 95.31 & 94.8481475556583 & 0.461852444341679 \tabularnewline
44 & 95.3 & 94.9958688491687 & 0.304131150831297 \tabularnewline
45 & 95.57 & 95.1152077712533 & 0.454792228746713 \tabularnewline
46 & 95.42 & 95.308340859045 & 0.111659140955067 \tabularnewline
47 & 95.53 & 95.4220033068444 & 0.107996693155647 \tabularnewline
48 & 95.33 & 95.433489217511 & -0.103489217510904 \tabularnewline
49 & 95.9 & 95.9350440747962 & -0.0350440747962152 \tabularnewline
50 & 96.06 & 95.9030103492765 & 0.156989650723454 \tabularnewline
51 & 96.31 & 96.1339865989693 & 0.176013401030738 \tabularnewline
52 & 96.34 & 96.2798157343846 & 0.0601842656154157 \tabularnewline
53 & 96.49 & 96.5240370907427 & -0.0340370907426796 \tabularnewline
54 & 96.22 & 96.4863268909378 & -0.266326890937844 \tabularnewline
55 & 96.53 & 96.6340481844482 & -0.104048184448219 \tabularnewline
56 & 96.5 & 96.685269415111 & -0.185269415110886 \tabularnewline
57 & 96.77 & 96.9503045105146 & -0.180304510514564 \tabularnewline
58 & 96.66 & 97.0336924287931 & -0.373692428793133 \tabularnewline
59 & 96.58 & 97.1719529318282 & -0.591952931828241 \tabularnewline
60 & 96.63 & 97.19289963297 & -0.56289963297006 \tabularnewline
61 & 97.06 & 97.5184837874154 & -0.458483787415427 \tabularnewline
62 & 97.73 & 97.7362149304428 & -0.00621493044276782 \tabularnewline
63 & 98.01 & 97.95016175728 & 0.0598382427199937 \tabularnewline
64 & 97.76 & 98.1792458488777 & -0.419245848877668 \tabularnewline
65 & 97.49 & 98.3326436166732 & -0.842643616673216 \tabularnewline
66 & 97.77 & 98.5503747597006 & -0.780374759700557 \tabularnewline
67 & 97.96 & 98.6697136817851 & -0.709713681785139 \tabularnewline
68 & 98.23 & 98.8155428172005 & -0.585542817200452 \tabularnewline
69 & 98.51 & 99.144911287836 & -0.63491128783593 \tabularnewline
70 & 98.19 & 99.0201618156587 & -0.830161815658661 \tabularnewline
71 & 98.37 & 99.1527458444086 & -0.782745844408607 \tabularnewline
72 & 98.31 & 99.1528788065048 & -0.842878806504841 \tabularnewline
73 & 98.6 & 99.4803551190453 & -0.880355119045274 \tabularnewline
74 & 98.97 & 99.637537203031 & -0.667537203030912 \tabularnewline
75 & 99.11 & 99.8344546070127 & -0.72445460701267 \tabularnewline
76 & 99.64 & 100.129764231937 & -0.489764231937193 \tabularnewline
77 & 100.03 & 100.336142426394 & -0.306142426394218 \tabularnewline
78 & 99.98 & 100.449804874194 & -0.469804874193634 \tabularnewline
79 & 100.32 & 100.531300634377 & -0.211300634377161 \tabularnewline
80 & 100.44 & 100.565492442184 & -0.125492442184346 \tabularnewline
81 & 100.51 & 100.692399996649 & -0.182399996649129 \tabularnewline
82 & 101 & 100.785248705403 & 0.214751294597028 \tabularnewline
83 & 100.88 & 100.982166109385 & -0.102166109384734 \tabularnewline
84 & 100.55 & 101.052308920998 & -0.502308920997932 \tabularnewline
85 & 100.83 & 101.277608696405 & -0.447608696405487 \tabularnewline
86 & 101.51 & 101.565349688950 & -0.0553496889497899 \tabularnewline
87 & 102.16 & 101.985541748148 & 0.174458251852170 \tabularnewline
88 & 102.39 & 102.127586567373 & 0.262413432626959 \tabularnewline
89 & 102.54 & 102.386945188492 & 0.15305481150845 \tabularnewline
90 & 102.85 & 102.405999731538 & 0.444000268461676 \tabularnewline
91 & 103.47 & 102.398564061254 & 1.07143593874566 \tabularnewline
92 & 103.57 & 102.544393196670 & 1.02560680333033 \tabularnewline
93 & 103.69 & 102.497222206390 & 1.19277779361044 \tabularnewline
94 & 103.5 & 102.639267025615 & 0.86073297438522 \tabularnewline
95 & 103.47 & 102.881596223878 & 0.588403776122183 \tabularnewline
96 & 103.45 & 102.972552774537 & 0.477447225463404 \tabularnewline
97 & 103.48 & 103.158117229948 & 0.321882770051967 \tabularnewline
98 & 103.93 & 103.417475851067 & 0.512524148933455 \tabularnewline
99 & 103.89 & 103.565197144577 & 0.324802855423074 \tabularnewline
100 & 104.4 & 103.824555765695 & 0.575444234304564 \tabularnewline
101 & 104.79 & 104.167169342996 & 0.622830657003712 \tabularnewline
102 & 104.77 & 104.218390573659 & 0.551609426341036 \tabularnewline
103 & 105.13 & 104.386925606215 & 0.743074393785074 \tabularnewline
104 & 105.26 & 104.570597903531 & 0.689402096468699 \tabularnewline
105 & 104.96 & 104.856446737981 & 0.103553262019429 \tabularnewline
106 & 104.75 & 104.941726814354 & -0.191726814354188 \tabularnewline
107 & 105.01 & 105.257850178324 & -0.247850178324289 \tabularnewline
108 & 105.15 & 105.261767456611 & -0.111767456610626 \tabularnewline
109 & 105.2 & 105.583567294866 & -0.383567294865896 \tabularnewline
110 & 105.77 & 105.742641536947 & 0.0273584630534 \tabularnewline
111 & 105.78 & 105.854411826651 & -0.0744118266509604 \tabularnewline
112 & 106.26 & 106.272711727754 & -0.0127117277539372 \tabularnewline
113 & 106.13 & 106.235001527949 & -0.105001527949114 \tabularnewline
114 & 106.12 & 106.397860086220 & -0.277860086219905 \tabularnewline
115 & 106.57 & 106.611806913057 & -0.0418069130571564 \tabularnewline
116 & 106.44 & 106.647890878959 & -0.207890878959393 \tabularnewline
117 & 106.54 & 106.897788709603 & -0.35778870960263 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=5806&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]88.74[/C][C]88.1537842816038[/C][C]0.586215718396221[/C][/ROW]
[ROW][C]2[/C][C]88.92[/C][C]88.2579859389278[/C][C]0.662014061072154[/C][/ROW]
[ROW][C]3[/C][C]88.77[/C][C]88.4057072324382[/C][C]0.364292767561744[/C][/ROW]
[ROW][C]4[/C][C]89.17[/C][C]88.7729188649748[/C][C]0.397081135025204[/C][/ROW]
[ROW][C]5[/C][C]89.61[/C][C]89.0493069089488[/C][C]0.560693091051211[/C][/ROW]
[ROW][C]6[/C][C]89.52[/C][C]89.153508566273[/C][C]0.366491433727052[/C][/ROW]
[ROW][C]7[/C][C]89.74[/C][C]89.289876911213[/C][C]0.450123088786993[/C][/ROW]
[ROW][C]8[/C][C]89.4[/C][C]89.1651274390357[/C][C]0.234872560964283[/C][/ROW]
[ROW][C]9[/C][C]89.36[/C][C]89.2504075154093[/C][C]0.109592484590652[/C][/ROW]
[ROW][C]10[/C][C]89.38[/C][C]89.3186581689275[/C][C]0.0613418310725031[/C][/ROW]
[ROW][C]11[/C][C]89.36[/C][C]89.5477422605252[/C][C]-0.187742260525154[/C][/ROW]
[ROW][C]12[/C][C]89.29[/C][C]89.712492976891[/C][C]-0.422492976891004[/C][/ROW]
[ROW][C]13[/C][C]89.59[/C][C]89.9680672818194[/C][C]-0.378067281819413[/C][/ROW]
[ROW][C]14[/C][C]89.79[/C][C]90.089298361999[/C][C]-0.299298361999043[/C][/ROW]
[ROW][C]15[/C][C]89.86[/C][C]90.2332353393193[/C][C]-0.37323533931932[/C][/ROW]
[ROW][C]16[/C][C]90.21[/C][C]90.4471821661566[/C][C]-0.237182166156562[/C][/ROW]
[ROW][C]17[/C][C]90.37[/C][C]90.666805467279[/C][C]-0.296805467278951[/C][/ROW]
[ROW][C]18[/C][C]90.19[/C][C]90.6991051169911[/C][C]-0.50910511699109[/C][/ROW]
[ROW][C]19[/C][C]90.33[/C][C]90.651934126711[/C][C]-0.321934126710993[/C][/ROW]
[ROW][C]20[/C][C]90.22[/C][C]90.5934101878606[/C][C]-0.373410187860576[/C][/ROW]
[ROW][C]21[/C][C]90.42[/C][C]90.7600530623215[/C][C]-0.34005306232148[/C][/ROW]
[ROW][C]22[/C][C]90.54[/C][C]90.9361567272577[/C][C]-0.396156727257652[/C][/ROW]
[ROW][C]23[/C][C]90.73[/C][C]91.0668485979126[/C][C]-0.336848597912553[/C][/ROW]
[ROW][C]24[/C][C]91.02[/C][C]91.1842953619021[/C][C]-0.164295361902086[/C][/ROW]
[ROW][C]25[/C][C]91.19[/C][C]91.352830394458[/C][C]-0.162830394458047[/C][/ROW]
[ROW][C]26[/C][C]91.53[/C][C]91.519473268919[/C][C]0.0105267310810493[/C][/ROW]
[ROW][C]27[/C][C]91.88[/C][C]91.6615180881442[/C][C]0.218481911855825[/C][/ROW]
[ROW][C]28[/C][C]92.06[/C][C]92.0173767721104[/C][C]0.0426232278896090[/C][/ROW]
[ROW][C]29[/C][C]92.32[/C][C]92.1840196465713[/C][C]0.135980353428692[/C][/ROW]
[ROW][C]30[/C][C]92.67[/C][C]92.4036429476937[/C][C]0.266357052306304[/C][/ROW]
[ROW][C]31[/C][C]92.85[/C][C]92.5551485573942[/C][C]0.294851442605812[/C][/ROW]
[ROW][C]32[/C][C]92.82[/C][C]92.574203100441[/C][C]0.245796899559047[/C][/ROW]
[ROW][C]33[/C][C]93.46[/C][C]92.710571445381[/C][C]0.749428554618989[/C][/ROW]
[ROW][C]34[/C][C]93.23[/C][C]92.773145624614[/C][C]0.456854375386017[/C][/ROW]
[ROW][C]35[/C][C]93.54[/C][C]93.0381807200177[/C][C]0.501819279982345[/C][/ROW]
[ROW][C]36[/C][C]93.29[/C][C]93.0837254763952[/C][C]0.206274523604838[/C][/ROW]
[ROW][C]37[/C][C]93.2[/C][C]93.3411919394186[/C][C]-0.141191939418625[/C][/ROW]
[ROW][C]38[/C][C]93.6[/C][C]93.487021074834[/C][C]0.112978925166043[/C][/ROW]
[ROW][C]39[/C][C]93.81[/C][C]93.7898993321387[/C][C]0.0201006678613164[/C][/ROW]
[ROW][C]40[/C][C]94.62[/C][C]94.2365816046675[/C][C]0.383418395332543[/C][/ROW]
[ROW][C]41[/C][C]95.22[/C][C]94.6132540276793[/C][C]0.606745972320729[/C][/ROW]
[ROW][C]42[/C][C]95.38[/C][C]94.808279273566[/C][C]0.57172072643402[/C][/ROW]
[ROW][C]43[/C][C]95.31[/C][C]94.8481475556583[/C][C]0.461852444341679[/C][/ROW]
[ROW][C]44[/C][C]95.3[/C][C]94.9958688491687[/C][C]0.304131150831297[/C][/ROW]
[ROW][C]45[/C][C]95.57[/C][C]95.1152077712533[/C][C]0.454792228746713[/C][/ROW]
[ROW][C]46[/C][C]95.42[/C][C]95.308340859045[/C][C]0.111659140955067[/C][/ROW]
[ROW][C]47[/C][C]95.53[/C][C]95.4220033068444[/C][C]0.107996693155647[/C][/ROW]
[ROW][C]48[/C][C]95.33[/C][C]95.433489217511[/C][C]-0.103489217510904[/C][/ROW]
[ROW][C]49[/C][C]95.9[/C][C]95.9350440747962[/C][C]-0.0350440747962152[/C][/ROW]
[ROW][C]50[/C][C]96.06[/C][C]95.9030103492765[/C][C]0.156989650723454[/C][/ROW]
[ROW][C]51[/C][C]96.31[/C][C]96.1339865989693[/C][C]0.176013401030738[/C][/ROW]
[ROW][C]52[/C][C]96.34[/C][C]96.2798157343846[/C][C]0.0601842656154157[/C][/ROW]
[ROW][C]53[/C][C]96.49[/C][C]96.5240370907427[/C][C]-0.0340370907426796[/C][/ROW]
[ROW][C]54[/C][C]96.22[/C][C]96.4863268909378[/C][C]-0.266326890937844[/C][/ROW]
[ROW][C]55[/C][C]96.53[/C][C]96.6340481844482[/C][C]-0.104048184448219[/C][/ROW]
[ROW][C]56[/C][C]96.5[/C][C]96.685269415111[/C][C]-0.185269415110886[/C][/ROW]
[ROW][C]57[/C][C]96.77[/C][C]96.9503045105146[/C][C]-0.180304510514564[/C][/ROW]
[ROW][C]58[/C][C]96.66[/C][C]97.0336924287931[/C][C]-0.373692428793133[/C][/ROW]
[ROW][C]59[/C][C]96.58[/C][C]97.1719529318282[/C][C]-0.591952931828241[/C][/ROW]
[ROW][C]60[/C][C]96.63[/C][C]97.19289963297[/C][C]-0.56289963297006[/C][/ROW]
[ROW][C]61[/C][C]97.06[/C][C]97.5184837874154[/C][C]-0.458483787415427[/C][/ROW]
[ROW][C]62[/C][C]97.73[/C][C]97.7362149304428[/C][C]-0.00621493044276782[/C][/ROW]
[ROW][C]63[/C][C]98.01[/C][C]97.95016175728[/C][C]0.0598382427199937[/C][/ROW]
[ROW][C]64[/C][C]97.76[/C][C]98.1792458488777[/C][C]-0.419245848877668[/C][/ROW]
[ROW][C]65[/C][C]97.49[/C][C]98.3326436166732[/C][C]-0.842643616673216[/C][/ROW]
[ROW][C]66[/C][C]97.77[/C][C]98.5503747597006[/C][C]-0.780374759700557[/C][/ROW]
[ROW][C]67[/C][C]97.96[/C][C]98.6697136817851[/C][C]-0.709713681785139[/C][/ROW]
[ROW][C]68[/C][C]98.23[/C][C]98.8155428172005[/C][C]-0.585542817200452[/C][/ROW]
[ROW][C]69[/C][C]98.51[/C][C]99.144911287836[/C][C]-0.63491128783593[/C][/ROW]
[ROW][C]70[/C][C]98.19[/C][C]99.0201618156587[/C][C]-0.830161815658661[/C][/ROW]
[ROW][C]71[/C][C]98.37[/C][C]99.1527458444086[/C][C]-0.782745844408607[/C][/ROW]
[ROW][C]72[/C][C]98.31[/C][C]99.1528788065048[/C][C]-0.842878806504841[/C][/ROW]
[ROW][C]73[/C][C]98.6[/C][C]99.4803551190453[/C][C]-0.880355119045274[/C][/ROW]
[ROW][C]74[/C][C]98.97[/C][C]99.637537203031[/C][C]-0.667537203030912[/C][/ROW]
[ROW][C]75[/C][C]99.11[/C][C]99.8344546070127[/C][C]-0.72445460701267[/C][/ROW]
[ROW][C]76[/C][C]99.64[/C][C]100.129764231937[/C][C]-0.489764231937193[/C][/ROW]
[ROW][C]77[/C][C]100.03[/C][C]100.336142426394[/C][C]-0.306142426394218[/C][/ROW]
[ROW][C]78[/C][C]99.98[/C][C]100.449804874194[/C][C]-0.469804874193634[/C][/ROW]
[ROW][C]79[/C][C]100.32[/C][C]100.531300634377[/C][C]-0.211300634377161[/C][/ROW]
[ROW][C]80[/C][C]100.44[/C][C]100.565492442184[/C][C]-0.125492442184346[/C][/ROW]
[ROW][C]81[/C][C]100.51[/C][C]100.692399996649[/C][C]-0.182399996649129[/C][/ROW]
[ROW][C]82[/C][C]101[/C][C]100.785248705403[/C][C]0.214751294597028[/C][/ROW]
[ROW][C]83[/C][C]100.88[/C][C]100.982166109385[/C][C]-0.102166109384734[/C][/ROW]
[ROW][C]84[/C][C]100.55[/C][C]101.052308920998[/C][C]-0.502308920997932[/C][/ROW]
[ROW][C]85[/C][C]100.83[/C][C]101.277608696405[/C][C]-0.447608696405487[/C][/ROW]
[ROW][C]86[/C][C]101.51[/C][C]101.565349688950[/C][C]-0.0553496889497899[/C][/ROW]
[ROW][C]87[/C][C]102.16[/C][C]101.985541748148[/C][C]0.174458251852170[/C][/ROW]
[ROW][C]88[/C][C]102.39[/C][C]102.127586567373[/C][C]0.262413432626959[/C][/ROW]
[ROW][C]89[/C][C]102.54[/C][C]102.386945188492[/C][C]0.15305481150845[/C][/ROW]
[ROW][C]90[/C][C]102.85[/C][C]102.405999731538[/C][C]0.444000268461676[/C][/ROW]
[ROW][C]91[/C][C]103.47[/C][C]102.398564061254[/C][C]1.07143593874566[/C][/ROW]
[ROW][C]92[/C][C]103.57[/C][C]102.544393196670[/C][C]1.02560680333033[/C][/ROW]
[ROW][C]93[/C][C]103.69[/C][C]102.497222206390[/C][C]1.19277779361044[/C][/ROW]
[ROW][C]94[/C][C]103.5[/C][C]102.639267025615[/C][C]0.86073297438522[/C][/ROW]
[ROW][C]95[/C][C]103.47[/C][C]102.881596223878[/C][C]0.588403776122183[/C][/ROW]
[ROW][C]96[/C][C]103.45[/C][C]102.972552774537[/C][C]0.477447225463404[/C][/ROW]
[ROW][C]97[/C][C]103.48[/C][C]103.158117229948[/C][C]0.321882770051967[/C][/ROW]
[ROW][C]98[/C][C]103.93[/C][C]103.417475851067[/C][C]0.512524148933455[/C][/ROW]
[ROW][C]99[/C][C]103.89[/C][C]103.565197144577[/C][C]0.324802855423074[/C][/ROW]
[ROW][C]100[/C][C]104.4[/C][C]103.824555765695[/C][C]0.575444234304564[/C][/ROW]
[ROW][C]101[/C][C]104.79[/C][C]104.167169342996[/C][C]0.622830657003712[/C][/ROW]
[ROW][C]102[/C][C]104.77[/C][C]104.218390573659[/C][C]0.551609426341036[/C][/ROW]
[ROW][C]103[/C][C]105.13[/C][C]104.386925606215[/C][C]0.743074393785074[/C][/ROW]
[ROW][C]104[/C][C]105.26[/C][C]104.570597903531[/C][C]0.689402096468699[/C][/ROW]
[ROW][C]105[/C][C]104.96[/C][C]104.856446737981[/C][C]0.103553262019429[/C][/ROW]
[ROW][C]106[/C][C]104.75[/C][C]104.941726814354[/C][C]-0.191726814354188[/C][/ROW]
[ROW][C]107[/C][C]105.01[/C][C]105.257850178324[/C][C]-0.247850178324289[/C][/ROW]
[ROW][C]108[/C][C]105.15[/C][C]105.261767456611[/C][C]-0.111767456610626[/C][/ROW]
[ROW][C]109[/C][C]105.2[/C][C]105.583567294866[/C][C]-0.383567294865896[/C][/ROW]
[ROW][C]110[/C][C]105.77[/C][C]105.742641536947[/C][C]0.0273584630534[/C][/ROW]
[ROW][C]111[/C][C]105.78[/C][C]105.854411826651[/C][C]-0.0744118266509604[/C][/ROW]
[ROW][C]112[/C][C]106.26[/C][C]106.272711727754[/C][C]-0.0127117277539372[/C][/ROW]
[ROW][C]113[/C][C]106.13[/C][C]106.235001527949[/C][C]-0.105001527949114[/C][/ROW]
[ROW][C]114[/C][C]106.12[/C][C]106.397860086220[/C][C]-0.277860086219905[/C][/ROW]
[ROW][C]115[/C][C]106.57[/C][C]106.611806913057[/C][C]-0.0418069130571564[/C][/ROW]
[ROW][C]116[/C][C]106.44[/C][C]106.647890878959[/C][C]-0.207890878959393[/C][/ROW]
[ROW][C]117[/C][C]106.54[/C][C]106.897788709603[/C][C]-0.35778870960263[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=5806&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5806&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
188.7488.15378428160380.586215718396221
288.9288.25798593892780.662014061072154
388.7788.40570723243820.364292767561744
489.1788.77291886497480.397081135025204
589.6189.04930690894880.560693091051211
689.5289.1535085662730.366491433727052
789.7489.2898769112130.450123088786993
889.489.16512743903570.234872560964283
989.3689.25040751540930.109592484590652
1089.3889.31865816892750.0613418310725031
1189.3689.5477422605252-0.187742260525154
1289.2989.712492976891-0.422492976891004
1389.5989.9680672818194-0.378067281819413
1489.7990.089298361999-0.299298361999043
1589.8690.2332353393193-0.37323533931932
1690.2190.4471821661566-0.237182166156562
1790.3790.666805467279-0.296805467278951
1890.1990.6991051169911-0.50910511699109
1990.3390.651934126711-0.321934126710993
2090.2290.5934101878606-0.373410187860576
2190.4290.7600530623215-0.34005306232148
2290.5490.9361567272577-0.396156727257652
2390.7391.0668485979126-0.336848597912553
2491.0291.1842953619021-0.164295361902086
2591.1991.352830394458-0.162830394458047
2691.5391.5194732689190.0105267310810493
2791.8891.66151808814420.218481911855825
2892.0692.01737677211040.0426232278896090
2992.3292.18401964657130.135980353428692
3092.6792.40364294769370.266357052306304
3192.8592.55514855739420.294851442605812
3292.8292.5742031004410.245796899559047
3393.4692.7105714453810.749428554618989
3493.2392.7731456246140.456854375386017
3593.5493.03818072001770.501819279982345
3693.2993.08372547639520.206274523604838
3793.293.3411919394186-0.141191939418625
3893.693.4870210748340.112978925166043
3993.8193.78989933213870.0201006678613164
4094.6294.23658160466750.383418395332543
4195.2294.61325402767930.606745972320729
4295.3894.8082792735660.57172072643402
4395.3194.84814755565830.461852444341679
4495.394.99586884916870.304131150831297
4595.5795.11520777125330.454792228746713
4695.4295.3083408590450.111659140955067
4795.5395.42200330684440.107996693155647
4895.3395.433489217511-0.103489217510904
4995.995.9350440747962-0.0350440747962152
5096.0695.90301034927650.156989650723454
5196.3196.13398659896930.176013401030738
5296.3496.27981573438460.0601842656154157
5396.4996.5240370907427-0.0340370907426796
5496.2296.4863268909378-0.266326890937844
5596.5396.6340481844482-0.104048184448219
5696.596.685269415111-0.185269415110886
5796.7796.9503045105146-0.180304510514564
5896.6697.0336924287931-0.373692428793133
5996.5897.1719529318282-0.591952931828241
6096.6397.19289963297-0.56289963297006
6197.0697.5184837874154-0.458483787415427
6297.7397.7362149304428-0.00621493044276782
6398.0197.950161757280.0598382427199937
6497.7698.1792458488777-0.419245848877668
6597.4998.3326436166732-0.842643616673216
6697.7798.5503747597006-0.780374759700557
6797.9698.6697136817851-0.709713681785139
6898.2398.8155428172005-0.585542817200452
6998.5199.144911287836-0.63491128783593
7098.1999.0201618156587-0.830161815658661
7198.3799.1527458444086-0.782745844408607
7298.3199.1528788065048-0.842878806504841
7398.699.4803551190453-0.880355119045274
7498.9799.637537203031-0.667537203030912
7599.1199.8344546070127-0.72445460701267
7699.64100.129764231937-0.489764231937193
77100.03100.336142426394-0.306142426394218
7899.98100.449804874194-0.469804874193634
79100.32100.531300634377-0.211300634377161
80100.44100.565492442184-0.125492442184346
81100.51100.692399996649-0.182399996649129
82101100.7852487054030.214751294597028
83100.88100.982166109385-0.102166109384734
84100.55101.052308920998-0.502308920997932
85100.83101.277608696405-0.447608696405487
86101.51101.565349688950-0.0553496889497899
87102.16101.9855417481480.174458251852170
88102.39102.1275865673730.262413432626959
89102.54102.3869451884920.15305481150845
90102.85102.4059997315380.444000268461676
91103.47102.3985640612541.07143593874566
92103.57102.5443931966701.02560680333033
93103.69102.4972222063901.19277779361044
94103.5102.6392670256150.86073297438522
95103.47102.8815962238780.588403776122183
96103.45102.9725527745370.477447225463404
97103.48103.1581172299480.321882770051967
98103.93103.4174758510670.512524148933455
99103.89103.5651971445770.324802855423074
100104.4103.8245557656950.575444234304564
101104.79104.1671693429960.622830657003712
102104.77104.2183905736590.551609426341036
103105.13104.3869256062150.743074393785074
104105.26104.5705979035310.689402096468699
105104.96104.8564467379810.103553262019429
106104.75104.941726814354-0.191726814354188
107105.01105.257850178324-0.247850178324289
108105.15105.261767456611-0.111767456610626
109105.2105.583567294866-0.383567294865896
110105.77105.7426415369470.0273584630534
111105.78105.854411826651-0.0744118266509604
112106.26106.272711727754-0.0127117277539372
113106.13106.235001527949-0.105001527949114
114106.12106.397860086220-0.277860086219905
115106.57106.611806913057-0.0418069130571564
116106.44106.647890878959-0.207890878959393
117106.54106.897788709603-0.35778870960263



Parameters (Session):
par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = Linear Trend ;
Parameters (R input):
par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = Linear Trend ;
R code (references can be found in the software module):
library(lattice)
par1 <- as.numeric(par1)
x <- t(y)
k <- length(x[1,])
n <- length(x[,1])
x1 <- cbind(x[,par1], x[,1:k!=par1])
mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
colnames(x1) <- mycolnames #colnames(x)[par1]
x <- x1
if (par3 == 'First Differences'){
x2 <- array(0, dim=c(n-1,k), dimnames=list(1:(n-1), paste('(1-B)',colnames(x),sep='')))
for (i in 1:n-1) {
for (j in 1:k) {
x2[i,j] <- x[i+1,j] - x[i,j]
}
}
x <- x2
}
if (par2 == 'Include Monthly Dummies'){
x2 <- array(0, dim=c(n,11), dimnames=list(1:n, paste('M', seq(1:11), sep ='')))
for (i in 1:11){
x2[seq(i,n,12),i] <- 1
}
x <- cbind(x, x2)
}
if (par2 == 'Include Quarterly Dummies'){
x2 <- array(0, dim=c(n,3), dimnames=list(1:n, paste('Q', seq(1:3), sep ='')))
for (i in 1:3){
x2[seq(i,n,4),i] <- 1
}
x <- cbind(x, x2)
}
k <- length(x[1,])
if (par3 == 'Linear Trend'){
x <- cbind(x, c(1:n))
colnames(x)[k+1] <- 't'
}
x
k <- length(x[1,])
df <- as.data.frame(x)
(mylm <- lm(df))
(mysum <- summary(mylm))
bitmap(file='test0.png')
plot(x[,1], type='l', main='Actuals and Interpolation', ylab='value of Actuals and Interpolation (dots)', xlab='time or index')
points(x[,1]-mysum$resid)
grid()
dev.off()
bitmap(file='test1.png')
plot(mysum$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
grid()
dev.off()
bitmap(file='test2.png')
hist(mysum$resid, main='Residual Histogram', xlab='values of Residuals')
grid()
dev.off()
bitmap(file='test3.png')
densityplot(~mysum$resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
dev.off()
bitmap(file='test4.png')
qqnorm(mysum$resid, main='Residual Normal Q-Q Plot')
grid()
dev.off()
(myerror <- as.ts(mysum$resid))
bitmap(file='test5.png')
dum <- cbind(lag(myerror,k=1),myerror)
dum
dum1 <- dum[2:length(myerror),]
dum1
z <- as.data.frame(dum1)
z
plot(z,main=paste('Residual Lag plot, lowess, and regression line'), ylab='values of Residuals', xlab='lagged values of Residuals')
lines(lowess(z))
abline(lm(z))
grid()
dev.off()
bitmap(file='test6.png')
acf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Autocorrelation Function')
grid()
dev.off()
bitmap(file='test7.png')
pacf(mysum$resid, lag.max=length(mysum$resid)/2, main='Residual Partial Autocorrelation Function')
grid()
dev.off()
bitmap(file='test8.png')
opar <- par(mfrow = c(2,2), oma = c(0, 0, 1.1, 0))
plot(mylm, las = 1, sub='Residual Diagnostics')
par(opar)
dev.off()
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$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
myeq <- paste(myeq, mysum$coefficients[i,1], sep=' ')
if (rownames(mysum$coefficients)[i] != '(Intercept)') {
myeq <- paste(myeq, rownames(mysum$coefficients)[i], sep='')
if (rownames(mysum$coefficients)[i] != 't') myeq <- paste(myeq, '[t]', sep='')
}
}
myeq <- paste(myeq, ' + e[t]')
a<-table.row.start(a)
a<-table.element(a, myeq)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,hyperlink('ols1.htm','Multiple Linear Regression - Ordinary Least Squares',''), 6, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Variable',header=TRUE)
a<-table.element(a,'Parameter',header=TRUE)
a<-table.element(a,'S.D.',header=TRUE)
a<-table.element(a,'T-STAT
H0: parameter = 0',header=TRUE)
a<-table.element(a,'2-tail p-value',header=TRUE)
a<-table.element(a,'1-tail p-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:k){
a<-table.row.start(a)
a<-table.element(a,rownames(mysum$coefficients)[i],header=TRUE)
a<-table.element(a,mysum$coefficients[i,1])
a<-table.element(a, round(mysum$coefficients[i,2],6))
a<-table.element(a, round(mysum$coefficients[i,3],4))
a<-table.element(a, round(mysum$coefficients[i,4],6))
a<-table.element(a, round(mysum$coefficients[i,4]/2,6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable2.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple R',1,TRUE)
a<-table.element(a, sqrt(mysum$r.squared))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'R-squared',1,TRUE)
a<-table.element(a, mysum$r.squared)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Adjusted R-squared',1,TRUE)
a<-table.element(a, mysum$adj.r.squared)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (value)',1,TRUE)
a<-table.element(a, mysum$fstatistic[1])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE)
a<-table.element(a, mysum$fstatistic[2])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE)
a<-table.element(a, mysum$fstatistic[3])
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'p-value',1,TRUE)
a<-table.element(a, 1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3]))
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, mysum$sigma)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
a<-table.element(a, sum(myerror*myerror))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable3.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Time or Index', 1, TRUE)
a<-table.element(a, 'Actuals', 1, TRUE)
a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
a<-table.row.end(a)
for (i in 1:n) {
a<-table.row.start(a)
a<-table.element(a,i, 1, TRUE)
a<-table.element(a,x[i])
a<-table.element(a,x[i]-mysum$resid[i])
a<-table.element(a,mysum$resid[i])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable4.tab')