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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 computationSat, 04 Dec 2010 10:49:43 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/04/t1291460061rpxste7vddihbat.htm/, Retrieved Sun, 05 May 2024 00:09:45 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=105088, Retrieved Sun, 05 May 2024 00:09:45 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact130
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Multiple Regression] [Q1 The Seatbeltlaw] [2007-11-14 19:27:43] [8cd6641b921d30ebe00b648d1481bba0]
- RM D  [Multiple Regression] [Seatbelt] [2009-11-12 14:10:54] [b98453cac15ba1066b407e146608df68]
-    D    [Multiple Regression] [W8] [2010-11-26 13:29:37] [247f085ab5b7724f755ad01dc754a3e8]
-    D        [Multiple Regression] [Paper invoer VS c...] [2010-12-04 10:49:43] [9d72585f2b7b60ae977d4816136e1c95] [Current]
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Dataseries X:
17972385,83	0	17637387,4	15213975,95	16471559,62	14731798,37
16896235,55	0	17972385,83	17637387,4	15213975,95	16471559,62
16697955,94	0	16896235,55	17972385,83	17637387,4	15213975,95
19691579,52	0	16697955,94	16896235,55	17972385,83	17637387,4
15930700,75	0	19691579,52	16697955,94	16896235,55	17972385,83
17444615,98	0	15930700,75	19691579,52	16697955,94	16896235,55
17699369,88	0	17444615,98	15930700,75	19691579,52	16697955,94
15189796,81	0	17699369,88	17444615,98	15930700,75	19691579,52
15672722,75	0	15189796,81	17699369,88	17444615,98	15930700,75
17180794,3	0	15672722,75	15189796,81	17699369,88	17444615,98
17664893,45	0	17180794,3	15672722,75	15189796,81	17699369,88
17862884,98	0	17664893,45	17180794,3	15672722,75	15189796,81
16162288,88	0	17862884,98	17664893,45	17180794,3	15672722,75
17463628,82	0	16162288,88	17862884,98	17664893,45	17180794,3
16772112,17	0	17463628,82	16162288,88	17862884,98	17664893,45
19106861,48	0	16772112,17	17463628,82	16162288,88	17862884,98
16721314,25	0	19106861,48	16772112,17	17463628,82	16162288,88
18161267,85	0	16721314,25	19106861,48	16772112,17	17463628,82
18509941,2	0	18161267,85	16721314,25	19106861,48	16772112,17
17802737,97	0	18509941,2	18161267,85	16721314,25	19106861,48
16409869,75	0	17802737,97	18509941,2	18161267,85	16721314,25
17967742,04	0	16409869,75	17802737,97	18509941,2	18161267,85
20286602,27	0	17967742,04	16409869,75	17802737,97	18509941,2
19537280,81	0	20286602,27	17967742,04	16409869,75	17802737,97
18021889,62	0	19537280,81	20286602,27	17967742,04	16409869,75
20194317,23	0	18021889,62	19537280,81	20286602,27	17967742,04
19049596,62	0	20194317,23	18021889,62	19537280,81	20286602,27
20244720,94	0	19049596,62	20194317,23	18021889,62	19537280,81
21473302,24	0	20244720,94	19049596,62	20194317,23	18021889,62
19673603,19	0	21473302,24	20244720,94	19049596,62	20194317,23
21053177,29	0	19673603,19	21473302,24	20244720,94	19049596,62
20159479,84	0	21053177,29	19673603,19	21473302,24	20244720,94
18203628,31	0	20159479,84	21053177,29	19673603,19	21473302,24
21289464,94	0	18203628,31	20159479,84	21053177,29	19673603,19
20432335,71	1	21289464,94	18203628,31	20159479,84	21053177,29
17180395,07	1	20432335,71	21289464,94	18203628,31	20159479,84
15816786,32	1	17180395,07	20432335,71	21289464,94	18203628,31
15071819,75	1	15816786,32	17180395,07	20432335,71	21289464,94
14521120,61	1	15071819,75	15816786,32	17180395,07	20432335,71
15668789,39	1	14521120,61	15071819,75	15816786,32	17180395,07
14346884,11	1	15668789,39	14521120,61	15071819,75	15816786,32
13881008,13	1	14346884,11	15668789,39	14521120,61	15071819,75
15465943,69	1	13881008,13	14346884,11	15668789,39	14521120,61
14238232,92	1	15465943,69	13881008,13	14346884,11	15668789,39
13557713,21	1	14238232,92	15465943,69	13881008,13	14346884,11
16127590,29	1	13557713,21	14238232,92	15465943,69	13881008,13
16793894,2	1	16127590,29	13557713,21	14238232,92	15465943,69
16014007,43	1	16793894,2	16127590,29	13557713,21	14238232,92
16867867,15	1	16014007,43	16793894,2	16127590,29	13557713,21
16014583,21	1	16867867,15	16014007,43	16793894,2	16127590,29
15878594,85	1	16014583,21	16867867,15	16014007,43	16793894,2
18664899,14	1	15878594,85	16014583,21	16867867,15	16014007,43
17962530,06	1	18664899,14	15878594,85	16014583,21	16867867,15
17332692,2	1	17962530,06	18664899,14	15878594,85	16014583,21
19542066,35	1	17332692,2	17962530,06	18664899,14	15878594,85
17203555,19	1	19542066,35	17332692,2	17962530,06	18664899,14




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time7 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 7 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105088&T=0

[TABLE]
[ROW][C]Summary of computational 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]7 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=105088&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105088&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 Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time7 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Multiple Linear Regression - Estimated Regression Equation
Y[t] = + 7058102.37766021 -2793503.20246403X[t] + 0.360299173377357Y1[t] + 0.152048144010289Y2[t] + 0.3745587444819Y3[t] -0.320617214160464Y4[t] -1277764.43976877M1[t] -301214.211190674M2[t] -613984.12257938M3[t] + 1702120.12956651M4[t] -697110.854102996M5[t] -310757.834273430M6[t] + 31032.2778017763M7[t] -794467.94169392M8[t] -1913826.67528654M9[t] + 447318.9919382M10[t] + 1871094.16661258M11[t] + 62686.6577060315t + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
Y[t] =  +  7058102.37766021 -2793503.20246403X[t] +  0.360299173377357Y1[t] +  0.152048144010289Y2[t] +  0.3745587444819Y3[t] -0.320617214160464Y4[t] -1277764.43976877M1[t] -301214.211190674M2[t] -613984.12257938M3[t] +  1702120.12956651M4[t] -697110.854102996M5[t] -310757.834273430M6[t] +  31032.2778017763M7[t] -794467.94169392M8[t] -1913826.67528654M9[t] +  447318.9919382M10[t] +  1871094.16661258M11[t] +  62686.6577060315t  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105088&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]Y[t] =  +  7058102.37766021 -2793503.20246403X[t] +  0.360299173377357Y1[t] +  0.152048144010289Y2[t] +  0.3745587444819Y3[t] -0.320617214160464Y4[t] -1277764.43976877M1[t] -301214.211190674M2[t] -613984.12257938M3[t] +  1702120.12956651M4[t] -697110.854102996M5[t] -310757.834273430M6[t] +  31032.2778017763M7[t] -794467.94169392M8[t] -1913826.67528654M9[t] +  447318.9919382M10[t] +  1871094.16661258M11[t] +  62686.6577060315t  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105088&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105088&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] = + 7058102.37766021 -2793503.20246403X[t] + 0.360299173377357Y1[t] + 0.152048144010289Y2[t] + 0.3745587444819Y3[t] -0.320617214160464Y4[t] -1277764.43976877M1[t] -301214.211190674M2[t] -613984.12257938M3[t] + 1702120.12956651M4[t] -697110.854102996M5[t] -310757.834273430M6[t] + 31032.2778017763M7[t] -794467.94169392M8[t] -1913826.67528654M9[t] + 447318.9919382M10[t] + 1871094.16661258M11[t] + 62686.6577060315t + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)7058102.377660211705473.862394.13850.0001879.3e-05
X-2793503.20246403626762.642767-4.4577.1e-053.6e-05
Y10.3602991733773570.1263692.85120.0070040.003502
Y20.1520481440102890.1225651.24050.2223790.111189
Y30.37455874448190.1200633.11970.0034480.001724
Y4-0.3206172141604640.110861-2.89210.00630.00315
M1-1277764.43976877647489.781113-1.97340.0557530.027877
M2-301214.211190674675546.515769-0.44590.6582130.329106
M3-613984.12257938674823.388649-0.90980.368640.18432
M41702120.12956651668428.1725442.54650.0150570.007528
M5-697110.854102996621690.910914-1.12130.269190.134595
M6-310757.834273430612045.124272-0.50770.6145730.307286
M731032.2778017763721473.9427650.0430.9659170.482958
M8-794467.94169392637796.661994-1.24560.2205210.11026
M9-1913826.67528654693698.412609-2.75890.0088720.004436
M10447318.9919382820443.4852880.54520.5887910.294395
M111871094.16661258683553.7380462.73730.0093710.004685
t62686.657706031516390.4078873.82460.0004730.000237

\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) & 7058102.37766021 & 1705473.86239 & 4.1385 & 0.000187 & 9.3e-05 \tabularnewline
X & -2793503.20246403 & 626762.642767 & -4.457 & 7.1e-05 & 3.6e-05 \tabularnewline
Y1 & 0.360299173377357 & 0.126369 & 2.8512 & 0.007004 & 0.003502 \tabularnewline
Y2 & 0.152048144010289 & 0.122565 & 1.2405 & 0.222379 & 0.111189 \tabularnewline
Y3 & 0.3745587444819 & 0.120063 & 3.1197 & 0.003448 & 0.001724 \tabularnewline
Y4 & -0.320617214160464 & 0.110861 & -2.8921 & 0.0063 & 0.00315 \tabularnewline
M1 & -1277764.43976877 & 647489.781113 & -1.9734 & 0.055753 & 0.027877 \tabularnewline
M2 & -301214.211190674 & 675546.515769 & -0.4459 & 0.658213 & 0.329106 \tabularnewline
M3 & -613984.12257938 & 674823.388649 & -0.9098 & 0.36864 & 0.18432 \tabularnewline
M4 & 1702120.12956651 & 668428.172544 & 2.5465 & 0.015057 & 0.007528 \tabularnewline
M5 & -697110.854102996 & 621690.910914 & -1.1213 & 0.26919 & 0.134595 \tabularnewline
M6 & -310757.834273430 & 612045.124272 & -0.5077 & 0.614573 & 0.307286 \tabularnewline
M7 & 31032.2778017763 & 721473.942765 & 0.043 & 0.965917 & 0.482958 \tabularnewline
M8 & -794467.94169392 & 637796.661994 & -1.2456 & 0.220521 & 0.11026 \tabularnewline
M9 & -1913826.67528654 & 693698.412609 & -2.7589 & 0.008872 & 0.004436 \tabularnewline
M10 & 447318.9919382 & 820443.485288 & 0.5452 & 0.588791 & 0.294395 \tabularnewline
M11 & 1871094.16661258 & 683553.738046 & 2.7373 & 0.009371 & 0.004685 \tabularnewline
t & 62686.6577060315 & 16390.407887 & 3.8246 & 0.000473 & 0.000237 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105088&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]7058102.37766021[/C][C]1705473.86239[/C][C]4.1385[/C][C]0.000187[/C][C]9.3e-05[/C][/ROW]
[ROW][C]X[/C][C]-2793503.20246403[/C][C]626762.642767[/C][C]-4.457[/C][C]7.1e-05[/C][C]3.6e-05[/C][/ROW]
[ROW][C]Y1[/C][C]0.360299173377357[/C][C]0.126369[/C][C]2.8512[/C][C]0.007004[/C][C]0.003502[/C][/ROW]
[ROW][C]Y2[/C][C]0.152048144010289[/C][C]0.122565[/C][C]1.2405[/C][C]0.222379[/C][C]0.111189[/C][/ROW]
[ROW][C]Y3[/C][C]0.3745587444819[/C][C]0.120063[/C][C]3.1197[/C][C]0.003448[/C][C]0.001724[/C][/ROW]
[ROW][C]Y4[/C][C]-0.320617214160464[/C][C]0.110861[/C][C]-2.8921[/C][C]0.0063[/C][C]0.00315[/C][/ROW]
[ROW][C]M1[/C][C]-1277764.43976877[/C][C]647489.781113[/C][C]-1.9734[/C][C]0.055753[/C][C]0.027877[/C][/ROW]
[ROW][C]M2[/C][C]-301214.211190674[/C][C]675546.515769[/C][C]-0.4459[/C][C]0.658213[/C][C]0.329106[/C][/ROW]
[ROW][C]M3[/C][C]-613984.12257938[/C][C]674823.388649[/C][C]-0.9098[/C][C]0.36864[/C][C]0.18432[/C][/ROW]
[ROW][C]M4[/C][C]1702120.12956651[/C][C]668428.172544[/C][C]2.5465[/C][C]0.015057[/C][C]0.007528[/C][/ROW]
[ROW][C]M5[/C][C]-697110.854102996[/C][C]621690.910914[/C][C]-1.1213[/C][C]0.26919[/C][C]0.134595[/C][/ROW]
[ROW][C]M6[/C][C]-310757.834273430[/C][C]612045.124272[/C][C]-0.5077[/C][C]0.614573[/C][C]0.307286[/C][/ROW]
[ROW][C]M7[/C][C]31032.2778017763[/C][C]721473.942765[/C][C]0.043[/C][C]0.965917[/C][C]0.482958[/C][/ROW]
[ROW][C]M8[/C][C]-794467.94169392[/C][C]637796.661994[/C][C]-1.2456[/C][C]0.220521[/C][C]0.11026[/C][/ROW]
[ROW][C]M9[/C][C]-1913826.67528654[/C][C]693698.412609[/C][C]-2.7589[/C][C]0.008872[/C][C]0.004436[/C][/ROW]
[ROW][C]M10[/C][C]447318.9919382[/C][C]820443.485288[/C][C]0.5452[/C][C]0.588791[/C][C]0.294395[/C][/ROW]
[ROW][C]M11[/C][C]1871094.16661258[/C][C]683553.738046[/C][C]2.7373[/C][C]0.009371[/C][C]0.004685[/C][/ROW]
[ROW][C]t[/C][C]62686.6577060315[/C][C]16390.407887[/C][C]3.8246[/C][C]0.000473[/C][C]0.000237[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105088&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105088&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)7058102.377660211705473.862394.13850.0001879.3e-05
X-2793503.20246403626762.642767-4.4577.1e-053.6e-05
Y10.3602991733773570.1263692.85120.0070040.003502
Y20.1520481440102890.1225651.24050.2223790.111189
Y30.37455874448190.1200633.11970.0034480.001724
Y4-0.3206172141604640.110861-2.89210.00630.00315
M1-1277764.43976877647489.781113-1.97340.0557530.027877
M2-301214.211190674675546.515769-0.44590.6582130.329106
M3-613984.12257938674823.388649-0.90980.368640.18432
M41702120.12956651668428.1725442.54650.0150570.007528
M5-697110.854102996621690.910914-1.12130.269190.134595
M6-310757.834273430612045.124272-0.50770.6145730.307286
M731032.2778017763721473.9427650.0430.9659170.482958
M8-794467.94169392637796.661994-1.24560.2205210.11026
M9-1913826.67528654693698.412609-2.75890.0088720.004436
M10447318.9919382820443.4852880.54520.5887910.294395
M111871094.16661258683553.7380462.73730.0093710.004685
t62686.657706031516390.4078873.82460.0004730.000237







Multiple Linear Regression - Regression Statistics
Multiple R0.936477260038661
R-squared0.876989658569518
Adjusted R-squared0.821958716350618
F-TEST (value)15.9363009828373
F-TEST (DF numerator)17
F-TEST (DF denominator)38
p-value2.46369591394568e-12
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation822642.663004327
Sum Squared Residuals25716156137804.4

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.936477260038661 \tabularnewline
R-squared & 0.876989658569518 \tabularnewline
Adjusted R-squared & 0.821958716350618 \tabularnewline
F-TEST (value) & 15.9363009828373 \tabularnewline
F-TEST (DF numerator) & 17 \tabularnewline
F-TEST (DF denominator) & 38 \tabularnewline
p-value & 2.46369591394568e-12 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 822642.663004327 \tabularnewline
Sum Squared Residuals & 25716156137804.4 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105088&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.936477260038661[/C][/ROW]
[ROW][C]R-squared[/C][C]0.876989658569518[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]0.821958716350618[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]15.9363009828373[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]17[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]38[/C][/ROW]
[ROW][C]p-value[/C][C]2.46369591394568e-12[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C]822642.663004327[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]25716156137804.4[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105088&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105088&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 R0.936477260038661
R-squared0.876989658569518
Adjusted R-squared0.821958716350618
F-TEST (value)15.9363009828373
F-TEST (DF numerator)17
F-TEST (DF denominator)38
p-value2.46369591394568e-12
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation822642.663004327
Sum Squared Residuals25716156137804.4







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
117972385.8315957316.04053122015069.78946881
216896235.5516456891.4315774439344.118422616
316697955.9417180920.9340329-482964.994032918
419691579.5218673134.37503471018445.14496525
515930700.7516874554.3425273-943853.592527275
617444615.9816694492.3602775750123.619722504
717699369.8818257456.6449242-558086.764924161
815189796.8115448141.4209251-258344.610925058
915672722.7515298859.7618952373862.988104766
1017180794.317125146.993677055647.3063230449
1117664893.4518206732.7277884-541839.277788402
1217862884.9817787541.682871475343.2971285835
1316162288.8817127433.4795061-965144.599506103
1417463628.8217281861.1120908181767.707909166
1516772112.1717161026.0204014-388913.850401367
1619106861.4818788077.7426223318783.737377711
1716721314.2518220266.4779752-1498952.22797515
1818161267.8517488544.1653530672723.684646968
1918509941.219145329.9102478-635388.710247796
2017802737.9717084996.9456764717741.02432356
2116409869.7517130729.9860034-720860.236003403
2217967742.0418614108.8445430-646366.804542972
2320286602.2720073407.9154846213194.354515382
2419537280.8119042385.9786602494894.831339799
2518021889.6218939998.9055509-918109.285550902
2620194317.2319688377.3642148505939.865785151
2719049596.6218966474.152507283122.4674927592
2820244720.9420935779.0964159-691058.156415871
2921473302.2420155346.69065131317955.54934873
3019673603.1920103476.8269737-429873.636973670
3121053177.2920860988.4209119192188.869088106
3220159479.8420398591.8058036-239111.965803580
3318203628.3118161685.628473341942.6815267043
3421289464.9420838687.2638710450777.676129021
3520432335.7119569029.2861691863306.423830858
3617180395.0717474948.049778-294552.979777997
3715816786.3216740780.5973217-923994.277321695
3815071819.7515483841.2475146-412021.497514609
3914521120.6113814780.5575235706340.05247648
4015668789.3916413760.8053831-744971.415383076
4114346884.1114565150.5055092-218266.395509183
4213881008.1314744989.6391656-863981.509165582
4315465943.6915387051.435500378892.2544997095
4414238232.9214261359.7187137-23126.7987136971
4513557713.2113252658.6436281305054.566371932
4616127590.2915987648.4679091139941.822090906
4716793894.217328555.7005578-534661.50055784
4816014007.4316289692.5786904-275685.148690384
4916867867.1516075688.7770901792178.372909895
5016014583.2116729613.4046023-715030.194602325
5115878594.8515796178.525535082416.324465046
5218664899.1418566098.45054498800.6894559813
5317962530.0616619413.39333711343116.66666288
5417332692.217461684.3582302-128992.158230219
5519542066.3518619671.9984159922394.351584143
5617203555.1917400712.8388812-197157.648881226

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 17972385.83 & 15957316.0405312 & 2015069.78946881 \tabularnewline
2 & 16896235.55 & 16456891.4315774 & 439344.118422616 \tabularnewline
3 & 16697955.94 & 17180920.9340329 & -482964.994032918 \tabularnewline
4 & 19691579.52 & 18673134.3750347 & 1018445.14496525 \tabularnewline
5 & 15930700.75 & 16874554.3425273 & -943853.592527275 \tabularnewline
6 & 17444615.98 & 16694492.3602775 & 750123.619722504 \tabularnewline
7 & 17699369.88 & 18257456.6449242 & -558086.764924161 \tabularnewline
8 & 15189796.81 & 15448141.4209251 & -258344.610925058 \tabularnewline
9 & 15672722.75 & 15298859.7618952 & 373862.988104766 \tabularnewline
10 & 17180794.3 & 17125146.9936770 & 55647.3063230449 \tabularnewline
11 & 17664893.45 & 18206732.7277884 & -541839.277788402 \tabularnewline
12 & 17862884.98 & 17787541.6828714 & 75343.2971285835 \tabularnewline
13 & 16162288.88 & 17127433.4795061 & -965144.599506103 \tabularnewline
14 & 17463628.82 & 17281861.1120908 & 181767.707909166 \tabularnewline
15 & 16772112.17 & 17161026.0204014 & -388913.850401367 \tabularnewline
16 & 19106861.48 & 18788077.7426223 & 318783.737377711 \tabularnewline
17 & 16721314.25 & 18220266.4779752 & -1498952.22797515 \tabularnewline
18 & 18161267.85 & 17488544.1653530 & 672723.684646968 \tabularnewline
19 & 18509941.2 & 19145329.9102478 & -635388.710247796 \tabularnewline
20 & 17802737.97 & 17084996.9456764 & 717741.02432356 \tabularnewline
21 & 16409869.75 & 17130729.9860034 & -720860.236003403 \tabularnewline
22 & 17967742.04 & 18614108.8445430 & -646366.804542972 \tabularnewline
23 & 20286602.27 & 20073407.9154846 & 213194.354515382 \tabularnewline
24 & 19537280.81 & 19042385.9786602 & 494894.831339799 \tabularnewline
25 & 18021889.62 & 18939998.9055509 & -918109.285550902 \tabularnewline
26 & 20194317.23 & 19688377.3642148 & 505939.865785151 \tabularnewline
27 & 19049596.62 & 18966474.1525072 & 83122.4674927592 \tabularnewline
28 & 20244720.94 & 20935779.0964159 & -691058.156415871 \tabularnewline
29 & 21473302.24 & 20155346.6906513 & 1317955.54934873 \tabularnewline
30 & 19673603.19 & 20103476.8269737 & -429873.636973670 \tabularnewline
31 & 21053177.29 & 20860988.4209119 & 192188.869088106 \tabularnewline
32 & 20159479.84 & 20398591.8058036 & -239111.965803580 \tabularnewline
33 & 18203628.31 & 18161685.6284733 & 41942.6815267043 \tabularnewline
34 & 21289464.94 & 20838687.2638710 & 450777.676129021 \tabularnewline
35 & 20432335.71 & 19569029.2861691 & 863306.423830858 \tabularnewline
36 & 17180395.07 & 17474948.049778 & -294552.979777997 \tabularnewline
37 & 15816786.32 & 16740780.5973217 & -923994.277321695 \tabularnewline
38 & 15071819.75 & 15483841.2475146 & -412021.497514609 \tabularnewline
39 & 14521120.61 & 13814780.5575235 & 706340.05247648 \tabularnewline
40 & 15668789.39 & 16413760.8053831 & -744971.415383076 \tabularnewline
41 & 14346884.11 & 14565150.5055092 & -218266.395509183 \tabularnewline
42 & 13881008.13 & 14744989.6391656 & -863981.509165582 \tabularnewline
43 & 15465943.69 & 15387051.4355003 & 78892.2544997095 \tabularnewline
44 & 14238232.92 & 14261359.7187137 & -23126.7987136971 \tabularnewline
45 & 13557713.21 & 13252658.6436281 & 305054.566371932 \tabularnewline
46 & 16127590.29 & 15987648.4679091 & 139941.822090906 \tabularnewline
47 & 16793894.2 & 17328555.7005578 & -534661.50055784 \tabularnewline
48 & 16014007.43 & 16289692.5786904 & -275685.148690384 \tabularnewline
49 & 16867867.15 & 16075688.7770901 & 792178.372909895 \tabularnewline
50 & 16014583.21 & 16729613.4046023 & -715030.194602325 \tabularnewline
51 & 15878594.85 & 15796178.5255350 & 82416.324465046 \tabularnewline
52 & 18664899.14 & 18566098.450544 & 98800.6894559813 \tabularnewline
53 & 17962530.06 & 16619413.3933371 & 1343116.66666288 \tabularnewline
54 & 17332692.2 & 17461684.3582302 & -128992.158230219 \tabularnewline
55 & 19542066.35 & 18619671.9984159 & 922394.351584143 \tabularnewline
56 & 17203555.19 & 17400712.8388812 & -197157.648881226 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105088&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]17972385.83[/C][C]15957316.0405312[/C][C]2015069.78946881[/C][/ROW]
[ROW][C]2[/C][C]16896235.55[/C][C]16456891.4315774[/C][C]439344.118422616[/C][/ROW]
[ROW][C]3[/C][C]16697955.94[/C][C]17180920.9340329[/C][C]-482964.994032918[/C][/ROW]
[ROW][C]4[/C][C]19691579.52[/C][C]18673134.3750347[/C][C]1018445.14496525[/C][/ROW]
[ROW][C]5[/C][C]15930700.75[/C][C]16874554.3425273[/C][C]-943853.592527275[/C][/ROW]
[ROW][C]6[/C][C]17444615.98[/C][C]16694492.3602775[/C][C]750123.619722504[/C][/ROW]
[ROW][C]7[/C][C]17699369.88[/C][C]18257456.6449242[/C][C]-558086.764924161[/C][/ROW]
[ROW][C]8[/C][C]15189796.81[/C][C]15448141.4209251[/C][C]-258344.610925058[/C][/ROW]
[ROW][C]9[/C][C]15672722.75[/C][C]15298859.7618952[/C][C]373862.988104766[/C][/ROW]
[ROW][C]10[/C][C]17180794.3[/C][C]17125146.9936770[/C][C]55647.3063230449[/C][/ROW]
[ROW][C]11[/C][C]17664893.45[/C][C]18206732.7277884[/C][C]-541839.277788402[/C][/ROW]
[ROW][C]12[/C][C]17862884.98[/C][C]17787541.6828714[/C][C]75343.2971285835[/C][/ROW]
[ROW][C]13[/C][C]16162288.88[/C][C]17127433.4795061[/C][C]-965144.599506103[/C][/ROW]
[ROW][C]14[/C][C]17463628.82[/C][C]17281861.1120908[/C][C]181767.707909166[/C][/ROW]
[ROW][C]15[/C][C]16772112.17[/C][C]17161026.0204014[/C][C]-388913.850401367[/C][/ROW]
[ROW][C]16[/C][C]19106861.48[/C][C]18788077.7426223[/C][C]318783.737377711[/C][/ROW]
[ROW][C]17[/C][C]16721314.25[/C][C]18220266.4779752[/C][C]-1498952.22797515[/C][/ROW]
[ROW][C]18[/C][C]18161267.85[/C][C]17488544.1653530[/C][C]672723.684646968[/C][/ROW]
[ROW][C]19[/C][C]18509941.2[/C][C]19145329.9102478[/C][C]-635388.710247796[/C][/ROW]
[ROW][C]20[/C][C]17802737.97[/C][C]17084996.9456764[/C][C]717741.02432356[/C][/ROW]
[ROW][C]21[/C][C]16409869.75[/C][C]17130729.9860034[/C][C]-720860.236003403[/C][/ROW]
[ROW][C]22[/C][C]17967742.04[/C][C]18614108.8445430[/C][C]-646366.804542972[/C][/ROW]
[ROW][C]23[/C][C]20286602.27[/C][C]20073407.9154846[/C][C]213194.354515382[/C][/ROW]
[ROW][C]24[/C][C]19537280.81[/C][C]19042385.9786602[/C][C]494894.831339799[/C][/ROW]
[ROW][C]25[/C][C]18021889.62[/C][C]18939998.9055509[/C][C]-918109.285550902[/C][/ROW]
[ROW][C]26[/C][C]20194317.23[/C][C]19688377.3642148[/C][C]505939.865785151[/C][/ROW]
[ROW][C]27[/C][C]19049596.62[/C][C]18966474.1525072[/C][C]83122.4674927592[/C][/ROW]
[ROW][C]28[/C][C]20244720.94[/C][C]20935779.0964159[/C][C]-691058.156415871[/C][/ROW]
[ROW][C]29[/C][C]21473302.24[/C][C]20155346.6906513[/C][C]1317955.54934873[/C][/ROW]
[ROW][C]30[/C][C]19673603.19[/C][C]20103476.8269737[/C][C]-429873.636973670[/C][/ROW]
[ROW][C]31[/C][C]21053177.29[/C][C]20860988.4209119[/C][C]192188.869088106[/C][/ROW]
[ROW][C]32[/C][C]20159479.84[/C][C]20398591.8058036[/C][C]-239111.965803580[/C][/ROW]
[ROW][C]33[/C][C]18203628.31[/C][C]18161685.6284733[/C][C]41942.6815267043[/C][/ROW]
[ROW][C]34[/C][C]21289464.94[/C][C]20838687.2638710[/C][C]450777.676129021[/C][/ROW]
[ROW][C]35[/C][C]20432335.71[/C][C]19569029.2861691[/C][C]863306.423830858[/C][/ROW]
[ROW][C]36[/C][C]17180395.07[/C][C]17474948.049778[/C][C]-294552.979777997[/C][/ROW]
[ROW][C]37[/C][C]15816786.32[/C][C]16740780.5973217[/C][C]-923994.277321695[/C][/ROW]
[ROW][C]38[/C][C]15071819.75[/C][C]15483841.2475146[/C][C]-412021.497514609[/C][/ROW]
[ROW][C]39[/C][C]14521120.61[/C][C]13814780.5575235[/C][C]706340.05247648[/C][/ROW]
[ROW][C]40[/C][C]15668789.39[/C][C]16413760.8053831[/C][C]-744971.415383076[/C][/ROW]
[ROW][C]41[/C][C]14346884.11[/C][C]14565150.5055092[/C][C]-218266.395509183[/C][/ROW]
[ROW][C]42[/C][C]13881008.13[/C][C]14744989.6391656[/C][C]-863981.509165582[/C][/ROW]
[ROW][C]43[/C][C]15465943.69[/C][C]15387051.4355003[/C][C]78892.2544997095[/C][/ROW]
[ROW][C]44[/C][C]14238232.92[/C][C]14261359.7187137[/C][C]-23126.7987136971[/C][/ROW]
[ROW][C]45[/C][C]13557713.21[/C][C]13252658.6436281[/C][C]305054.566371932[/C][/ROW]
[ROW][C]46[/C][C]16127590.29[/C][C]15987648.4679091[/C][C]139941.822090906[/C][/ROW]
[ROW][C]47[/C][C]16793894.2[/C][C]17328555.7005578[/C][C]-534661.50055784[/C][/ROW]
[ROW][C]48[/C][C]16014007.43[/C][C]16289692.5786904[/C][C]-275685.148690384[/C][/ROW]
[ROW][C]49[/C][C]16867867.15[/C][C]16075688.7770901[/C][C]792178.372909895[/C][/ROW]
[ROW][C]50[/C][C]16014583.21[/C][C]16729613.4046023[/C][C]-715030.194602325[/C][/ROW]
[ROW][C]51[/C][C]15878594.85[/C][C]15796178.5255350[/C][C]82416.324465046[/C][/ROW]
[ROW][C]52[/C][C]18664899.14[/C][C]18566098.450544[/C][C]98800.6894559813[/C][/ROW]
[ROW][C]53[/C][C]17962530.06[/C][C]16619413.3933371[/C][C]1343116.66666288[/C][/ROW]
[ROW][C]54[/C][C]17332692.2[/C][C]17461684.3582302[/C][C]-128992.158230219[/C][/ROW]
[ROW][C]55[/C][C]19542066.35[/C][C]18619671.9984159[/C][C]922394.351584143[/C][/ROW]
[ROW][C]56[/C][C]17203555.19[/C][C]17400712.8388812[/C][C]-197157.648881226[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105088&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105088&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
117972385.8315957316.04053122015069.78946881
216896235.5516456891.4315774439344.118422616
316697955.9417180920.9340329-482964.994032918
419691579.5218673134.37503471018445.14496525
515930700.7516874554.3425273-943853.592527275
617444615.9816694492.3602775750123.619722504
717699369.8818257456.6449242-558086.764924161
815189796.8115448141.4209251-258344.610925058
915672722.7515298859.7618952373862.988104766
1017180794.317125146.993677055647.3063230449
1117664893.4518206732.7277884-541839.277788402
1217862884.9817787541.682871475343.2971285835
1316162288.8817127433.4795061-965144.599506103
1417463628.8217281861.1120908181767.707909166
1516772112.1717161026.0204014-388913.850401367
1619106861.4818788077.7426223318783.737377711
1716721314.2518220266.4779752-1498952.22797515
1818161267.8517488544.1653530672723.684646968
1918509941.219145329.9102478-635388.710247796
2017802737.9717084996.9456764717741.02432356
2116409869.7517130729.9860034-720860.236003403
2217967742.0418614108.8445430-646366.804542972
2320286602.2720073407.9154846213194.354515382
2419537280.8119042385.9786602494894.831339799
2518021889.6218939998.9055509-918109.285550902
2620194317.2319688377.3642148505939.865785151
2719049596.6218966474.152507283122.4674927592
2820244720.9420935779.0964159-691058.156415871
2921473302.2420155346.69065131317955.54934873
3019673603.1920103476.8269737-429873.636973670
3121053177.2920860988.4209119192188.869088106
3220159479.8420398591.8058036-239111.965803580
3318203628.3118161685.628473341942.6815267043
3421289464.9420838687.2638710450777.676129021
3520432335.7119569029.2861691863306.423830858
3617180395.0717474948.049778-294552.979777997
3715816786.3216740780.5973217-923994.277321695
3815071819.7515483841.2475146-412021.497514609
3914521120.6113814780.5575235706340.05247648
4015668789.3916413760.8053831-744971.415383076
4114346884.1114565150.5055092-218266.395509183
4213881008.1314744989.6391656-863981.509165582
4315465943.6915387051.435500378892.2544997095
4414238232.9214261359.7187137-23126.7987136971
4513557713.2113252658.6436281305054.566371932
4616127590.2915987648.4679091139941.822090906
4716793894.217328555.7005578-534661.50055784
4816014007.4316289692.5786904-275685.148690384
4916867867.1516075688.7770901792178.372909895
5016014583.2116729613.4046023-715030.194602325
5115878594.8515796178.525535082416.324465046
5218664899.1418566098.45054498800.6894559813
5317962530.0616619413.39333711343116.66666288
5417332692.217461684.3582302-128992.158230219
5519542066.3518619671.9984159922394.351584143
5617203555.1917400712.8388812-197157.648881226







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
210.829973497036110.3400530059277820.170026502963891
220.833147925842590.3337041483148210.166852074157411
230.7876215527448030.4247568945103940.212378447255197
240.7574486835213640.4851026329572720.242551316478636
250.6634802498940470.6730395002119060.336519750105953
260.6663547371862910.6672905256274170.333645262813709
270.6328070947761760.7343858104476480.367192905223824
280.5119440589553260.9761118820893480.488055941044674
290.8798020870107730.2403958259784540.120197912989227
300.8980771440222060.2038457119555890.101922855977794
310.8915004140353210.2169991719293570.108499585964679
320.8189366604111130.3621266791777750.181063339588887
330.8121994036846840.3756011926306320.187800596315316
340.6858475044043180.6283049911913650.314152495595682
350.6108650264556250.778269947088750.389134973544375

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
21 & 0.82997349703611 & 0.340053005927782 & 0.170026502963891 \tabularnewline
22 & 0.83314792584259 & 0.333704148314821 & 0.166852074157411 \tabularnewline
23 & 0.787621552744803 & 0.424756894510394 & 0.212378447255197 \tabularnewline
24 & 0.757448683521364 & 0.485102632957272 & 0.242551316478636 \tabularnewline
25 & 0.663480249894047 & 0.673039500211906 & 0.336519750105953 \tabularnewline
26 & 0.666354737186291 & 0.667290525627417 & 0.333645262813709 \tabularnewline
27 & 0.632807094776176 & 0.734385810447648 & 0.367192905223824 \tabularnewline
28 & 0.511944058955326 & 0.976111882089348 & 0.488055941044674 \tabularnewline
29 & 0.879802087010773 & 0.240395825978454 & 0.120197912989227 \tabularnewline
30 & 0.898077144022206 & 0.203845711955589 & 0.101922855977794 \tabularnewline
31 & 0.891500414035321 & 0.216999171929357 & 0.108499585964679 \tabularnewline
32 & 0.818936660411113 & 0.362126679177775 & 0.181063339588887 \tabularnewline
33 & 0.812199403684684 & 0.375601192630632 & 0.187800596315316 \tabularnewline
34 & 0.685847504404318 & 0.628304991191365 & 0.314152495595682 \tabularnewline
35 & 0.610865026455625 & 0.77826994708875 & 0.389134973544375 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105088&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]21[/C][C]0.82997349703611[/C][C]0.340053005927782[/C][C]0.170026502963891[/C][/ROW]
[ROW][C]22[/C][C]0.83314792584259[/C][C]0.333704148314821[/C][C]0.166852074157411[/C][/ROW]
[ROW][C]23[/C][C]0.787621552744803[/C][C]0.424756894510394[/C][C]0.212378447255197[/C][/ROW]
[ROW][C]24[/C][C]0.757448683521364[/C][C]0.485102632957272[/C][C]0.242551316478636[/C][/ROW]
[ROW][C]25[/C][C]0.663480249894047[/C][C]0.673039500211906[/C][C]0.336519750105953[/C][/ROW]
[ROW][C]26[/C][C]0.666354737186291[/C][C]0.667290525627417[/C][C]0.333645262813709[/C][/ROW]
[ROW][C]27[/C][C]0.632807094776176[/C][C]0.734385810447648[/C][C]0.367192905223824[/C][/ROW]
[ROW][C]28[/C][C]0.511944058955326[/C][C]0.976111882089348[/C][C]0.488055941044674[/C][/ROW]
[ROW][C]29[/C][C]0.879802087010773[/C][C]0.240395825978454[/C][C]0.120197912989227[/C][/ROW]
[ROW][C]30[/C][C]0.898077144022206[/C][C]0.203845711955589[/C][C]0.101922855977794[/C][/ROW]
[ROW][C]31[/C][C]0.891500414035321[/C][C]0.216999171929357[/C][C]0.108499585964679[/C][/ROW]
[ROW][C]32[/C][C]0.818936660411113[/C][C]0.362126679177775[/C][C]0.181063339588887[/C][/ROW]
[ROW][C]33[/C][C]0.812199403684684[/C][C]0.375601192630632[/C][C]0.187800596315316[/C][/ROW]
[ROW][C]34[/C][C]0.685847504404318[/C][C]0.628304991191365[/C][C]0.314152495595682[/C][/ROW]
[ROW][C]35[/C][C]0.610865026455625[/C][C]0.77826994708875[/C][C]0.389134973544375[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105088&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105088&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
210.829973497036110.3400530059277820.170026502963891
220.833147925842590.3337041483148210.166852074157411
230.7876215527448030.4247568945103940.212378447255197
240.7574486835213640.4851026329572720.242551316478636
250.6634802498940470.6730395002119060.336519750105953
260.6663547371862910.6672905256274170.333645262813709
270.6328070947761760.7343858104476480.367192905223824
280.5119440589553260.9761118820893480.488055941044674
290.8798020870107730.2403958259784540.120197912989227
300.8980771440222060.2038457119555890.101922855977794
310.8915004140353210.2169991719293570.108499585964679
320.8189366604111130.3621266791777750.181063339588887
330.8121994036846840.3756011926306320.187800596315316
340.6858475044043180.6283049911913650.314152495595682
350.6108650264556250.778269947088750.389134973544375







Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level00OK
5% type I error level00OK
10% type I error level00OK

\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 & 0 & 0 & OK \tabularnewline
5% type I error level & 0 & 0 & OK \tabularnewline
10% type I error level & 0 & 0 & OK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105088&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]0[/C][C]0[/C][C]OK[/C][/ROW]
[ROW][C]5% type I error level[/C][C]0[/C][C]0[/C][C]OK[/C][/ROW]
[ROW][C]10% type I error level[/C][C]0[/C][C]0[/C][C]OK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105088&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105088&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 level00OK
5% type I error level00OK
10% type I error level00OK



Parameters (Session):
par1 = 1 ; par2 = Include Monthly Dummies ; par3 = Linear Trend ;
Parameters (R input):
par1 = 1 ; par2 = Include Monthly Dummies ; par3 = Linear Trend ;
R code (references can be found in the software module):
library(lattice)
library(lmtest)
n25 <- 25 #minimum number of obs. for Goldfeld-Quandt test
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))
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$resid, type='b', pch=19, main='Residuals', ylab='value of Residuals', xlab='time or index')
grid()
dev.off()
bitmap(file='test2.png')
hist(mysum$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')
qqline(mysum$resid)
grid()
dev.off()
(myerror <- as.ts(mysum$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()
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$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
myeq <- paste(myeq, mysum$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')
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,gqarr[mypoint-kp3+1,1])
a<-table.element(a,gqarr[mypoint-kp3+1,2])
a<-table.element(a,gqarr[mypoint-kp3+1,3])
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,numsignificant1)
a<-table.element(a,numsignificant1/numgqtests)
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,numsignificant5)
a<-table.element(a,numsignificant5/numgqtests)
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,numsignificant10)
a<-table.element(a,numsignificant10/numgqtests)
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')
}