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Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_multipleregression.wasp
Title produced by softwareMultiple Regression
Date of computationFri, 10 Dec 2010 09:44:18 +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/10/t12919741953uxbfaqgirg8ov6.htm/, Retrieved Mon, 29 Apr 2024 14:19:41 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=107470, Retrieved Mon, 29 Apr 2024 14:19:41 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact304
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Multiple Regression] [] [2010-12-05 18:56:24] [b98453cac15ba1066b407e146608df68]
-   PD    [Multiple Regression] [] [2010-12-10 09:44:18] [0bf4568947c4284a0258563e64d5d827] [Current]
-   P       [Multiple Regression] [] [2010-12-21 11:34:30] [504b6ff240ec7a3fcbc007044ae7a0bb]
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Dataseries X:
101.76	101.82	107.34	93.63	99.85
102.37	101.68	107.34	93.63	99.91
102.38	101.68	107.34	93.63	99.87
102.86	102.45	107.34	96.13	99.86
102.87	102.45	107.34	96.13	100.10
102.92	102.45	107.34	96.13	100.10
102.95	102.45	107.34	96.13	100.12
103.02	102.45	107.34	96.13	99.95
104.08	102.45	112.60	96.13	99.94
104.16	102.52	112.60	96.13	100.18
104.24	102.52	112.60	96.13	100.31
104.33	102.85	112.60	96.13	100.65
104.73	102.85	112.61	96.13	100.65
104.86	102.85	112.61	96.13	100.69
105.03	103.25	112.61	96.13	101.26
105.62	103.25	112.61	98.73	101.26
105.63	103.25	112.61	98.73	101.38
105.63	103.25	112.61	98.73	101.38
105.94	104.45	112.61	98.73	101.38
106.61	104.45	112.61	98.73	101.44
107.69	104.45	118.65	98.73	101.40
107.78	104.80	118.65	98.73	101.40
107.93	104.80	118.65	98.73	100.58
108.48	105.29	118.65	98.73	100.58
108.14	105.29	114.29	98.73	100.58
108.48	105.29	114.29	98.73	100.59
108.48	105.29	114.29	98.73	100.81
108.89	106.04	114.29	101.67	100.75
108.93	105.94	114.29	101.67	100.75
109.21	105.94	114.29	101.67	100.96
109.47	105.94	114.29	101.67	101.31
109.80	106.28	114.29	101.67	101.64
111.73	106.48	123.33	101.67	101.46
111.85	107.19	123.33	101.67	101.73
112.12	108.14	123.33	101.67	101.73
112.15	108.22	123.33	101.67	101.64
112.17	108.22	123.33	101.67	101.77
112.67	108.61	123.33	101.67	101.74
112.80	108.61	123.33	101.67	101.89
113.44	108.61	123.33	107.94	101.89
113.53	108.61	123.33	107.94	101.93
114.53	109.06	123.33	107.94	101.93
114.51	109.06	123.33	107.94	102.32
115.05	112.93	123.33	107.94	102.41
116.67	115.84	129.03	107.94	103.58
117.07	118.57	128.76	107.94	104.12
116.92	118.57	128.76	107.94	104.10
117.00	118.86	128.76	107.94	104.15
117.02	118.98	128.76	107.94	104.15
117.35	119.27	128.76	107.94	104.16
117.36	119.39	128.76	107.94	102.94
117.82	119.49	128.76	110.30	103.07
117.88	119.59	128.76	110.30	103.04
118.24	120.12	128.76	110.30	103.06
118.50	120.14	128.76	110.30	103.05
118.80	120.14	128.76	110.30	102.95
119.76	120.14	132.63	110.30	102.95
120.09	120.14	132.63	110.30	103.05




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=107470&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=107470&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=107470&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
HuurDVD[t] = + 83.1351258298301 -0.0934365930966516Cultuur[t] + 0.109135245038658Bioscoop[t] + 0.0869617581299381Schouwburg[t] + 0.0646540079085407EendagsA[t] + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
HuurDVD[t] =  +  83.1351258298301 -0.0934365930966516Cultuur[t] +  0.109135245038658Bioscoop[t] +  0.0869617581299381Schouwburg[t] +  0.0646540079085407EendagsA[t]  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=107470&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]HuurDVD[t] =  +  83.1351258298301 -0.0934365930966516Cultuur[t] +  0.109135245038658Bioscoop[t] +  0.0869617581299381Schouwburg[t] +  0.0646540079085407EendagsA[t]  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=107470&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=107470&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
HuurDVD[t] = + 83.1351258298301 -0.0934365930966516Cultuur[t] + 0.109135245038658Bioscoop[t] + 0.0869617581299381Schouwburg[t] + 0.0646540079085407EendagsA[t] + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)83.13512582983011.83815945.227400
Cultuur-0.09343659309665160.09627-0.97060.3361710.168085
Bioscoop0.1091352450386580.0288873.77810.0004020.000201
Schouwburg0.08696175812993810.0394632.20360.0319190.015959
EendagsA0.06465400790854070.054141.19420.2377180.118859

\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) & 83.1351258298301 & 1.838159 & 45.2274 & 0 & 0 \tabularnewline
Cultuur & -0.0934365930966516 & 0.09627 & -0.9706 & 0.336171 & 0.168085 \tabularnewline
Bioscoop & 0.109135245038658 & 0.028887 & 3.7781 & 0.000402 & 0.000201 \tabularnewline
Schouwburg & 0.0869617581299381 & 0.039463 & 2.2036 & 0.031919 & 0.015959 \tabularnewline
EendagsA & 0.0646540079085407 & 0.05414 & 1.1942 & 0.237718 & 0.118859 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=107470&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]83.1351258298301[/C][C]1.838159[/C][C]45.2274[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]Cultuur[/C][C]-0.0934365930966516[/C][C]0.09627[/C][C]-0.9706[/C][C]0.336171[/C][C]0.168085[/C][/ROW]
[ROW][C]Bioscoop[/C][C]0.109135245038658[/C][C]0.028887[/C][C]3.7781[/C][C]0.000402[/C][C]0.000201[/C][/ROW]
[ROW][C]Schouwburg[/C][C]0.0869617581299381[/C][C]0.039463[/C][C]2.2036[/C][C]0.031919[/C][C]0.015959[/C][/ROW]
[ROW][C]EendagsA[/C][C]0.0646540079085407[/C][C]0.05414[/C][C]1.1942[/C][C]0.237718[/C][C]0.118859[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=107470&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=107470&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)83.13512582983011.83815945.227400
Cultuur-0.09343659309665160.09627-0.97060.3361710.168085
Bioscoop0.1091352450386580.0288873.77810.0004020.000201
Schouwburg0.08696175812993810.0394632.20360.0319190.015959
EendagsA0.06465400790854070.054141.19420.2377180.118859







Multiple Linear Regression - Regression Statistics
Multiple R0.937045913686147
R-squared0.878055044355907
Adjusted R-squared0.868851651477107
F-TEST (value)95.4055809546664
F-TEST (DF numerator)4
F-TEST (DF denominator)53
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.458486156322067
Sum Squared Residuals11.1411064435661

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.937045913686147 \tabularnewline
R-squared & 0.878055044355907 \tabularnewline
Adjusted R-squared & 0.868851651477107 \tabularnewline
F-TEST (value) & 95.4055809546664 \tabularnewline
F-TEST (DF numerator) & 4 \tabularnewline
F-TEST (DF denominator) & 53 \tabularnewline
p-value & 0 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 0.458486156322067 \tabularnewline
Sum Squared Residuals & 11.1411064435661 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=107470&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.937045913686147[/C][/ROW]
[ROW][C]R-squared[/C][C]0.878055044355907[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]0.868851651477107[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]95.4055809546664[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]4[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]53[/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]0.458486156322067[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]11.1411064435661[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=107470&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=107470&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 R0.937045913686147
R-squared0.878055044355907
Adjusted R-squared0.868851651477107
F-TEST (value)95.4055809546664
F-TEST (DF numerator)4
F-TEST (DF denominator)53
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.458486156322067
Sum Squared Residuals11.1411064435661







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
199.85100.127198644296-0.277198644295529
299.91100.054923388201-0.144923388200880
399.87100.05398902227-0.183989022269906
499.86100.254808616035-0.394808616034638
5100.1100.253874250104-0.153874250103675
6100.1100.249202420449-0.149202420448842
7100.12100.246399322656-0.126399322655933
899.95100.239858761139-0.289858761139169
999.94100.598234820220-0.658234820220197
10100.18100.598399359925-0.418399359925161
11100.31100.590924432477-0.280924432477434
12100.65100.6185297699610.0314702300385115
13100.65100.5820247503040.0679752496958729
14100.69100.5698779932020.120122006798429
15101.26100.5976478703910.662352129609404
16101.26100.7106207010260.549379298974222
17101.38100.7096863350950.670313664905178
18101.38100.7096863350950.670313664905178
19101.38100.8116832852810.568316714718751
20101.44100.7490807679060.69091923209351
21101.4101.1734182664670.226581733533075
22101.4101.2032063088520.196793691148244
23100.58101.189190819887-0.609190819887265
24100.58101.191276963753-0.61127696375305
25100.58100.843892139959-0.263892139959382
26100.59100.812123698307-0.222123698306515
27100.81100.812123698307-0.00212369830651655
28100.75101.045748912167-0.295748912166995
29100.75101.031097923939-0.281097923939262
30100.96101.004935677872-0.0449356778722066
31101.31100.9806421636670.329357836332932
32101.64100.9869140712580.653085928741681
33101.46101.614542789084-0.154542789084159
34101.73101.680816421890.0491835781100019
35101.73101.759267024541-0.0292670245406264
36101.64101.765194746351-0.125194746350822
37101.77101.7633260144890.0066739855111056
38101.74101.759170463506-0.0191704635056463
39101.89101.7470237064030.142976293596923
40101.89102.092604916408-0.202604916407770
41101.93102.084195623029-0.154195623029064
42101.93102.039869890200-0.109869890199809
43102.32102.0417386220620.278261377938245
44102.41102.413636260089-0.00363626008916682
45103.58103.0755345636760.50446543632427
46104.12103.3126194706980.807380529302485
47104.1103.3266349596620.773365040337978
48104.15103.3508092532760.79919074672451
49104.15103.3620367508180.787963249181803
50104.16103.3628518961580.79714810384248
51102.94103.375013759631-0.435013759631192
52103.07103.495529909975-0.425529909974759
53103.04103.500837238893-0.460837238892813
54103.06103.525041745249-0.465041745248511
55103.05103.502930935944-0.452930935944159
56102.95103.474899958015-0.524899958015158
57102.95103.721742832605-0.771742832605233
58103.05103.690908756883-0.640908756883344

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 99.85 & 100.127198644296 & -0.277198644295529 \tabularnewline
2 & 99.91 & 100.054923388201 & -0.144923388200880 \tabularnewline
3 & 99.87 & 100.05398902227 & -0.183989022269906 \tabularnewline
4 & 99.86 & 100.254808616035 & -0.394808616034638 \tabularnewline
5 & 100.1 & 100.253874250104 & -0.153874250103675 \tabularnewline
6 & 100.1 & 100.249202420449 & -0.149202420448842 \tabularnewline
7 & 100.12 & 100.246399322656 & -0.126399322655933 \tabularnewline
8 & 99.95 & 100.239858761139 & -0.289858761139169 \tabularnewline
9 & 99.94 & 100.598234820220 & -0.658234820220197 \tabularnewline
10 & 100.18 & 100.598399359925 & -0.418399359925161 \tabularnewline
11 & 100.31 & 100.590924432477 & -0.280924432477434 \tabularnewline
12 & 100.65 & 100.618529769961 & 0.0314702300385115 \tabularnewline
13 & 100.65 & 100.582024750304 & 0.0679752496958729 \tabularnewline
14 & 100.69 & 100.569877993202 & 0.120122006798429 \tabularnewline
15 & 101.26 & 100.597647870391 & 0.662352129609404 \tabularnewline
16 & 101.26 & 100.710620701026 & 0.549379298974222 \tabularnewline
17 & 101.38 & 100.709686335095 & 0.670313664905178 \tabularnewline
18 & 101.38 & 100.709686335095 & 0.670313664905178 \tabularnewline
19 & 101.38 & 100.811683285281 & 0.568316714718751 \tabularnewline
20 & 101.44 & 100.749080767906 & 0.69091923209351 \tabularnewline
21 & 101.4 & 101.173418266467 & 0.226581733533075 \tabularnewline
22 & 101.4 & 101.203206308852 & 0.196793691148244 \tabularnewline
23 & 100.58 & 101.189190819887 & -0.609190819887265 \tabularnewline
24 & 100.58 & 101.191276963753 & -0.61127696375305 \tabularnewline
25 & 100.58 & 100.843892139959 & -0.263892139959382 \tabularnewline
26 & 100.59 & 100.812123698307 & -0.222123698306515 \tabularnewline
27 & 100.81 & 100.812123698307 & -0.00212369830651655 \tabularnewline
28 & 100.75 & 101.045748912167 & -0.295748912166995 \tabularnewline
29 & 100.75 & 101.031097923939 & -0.281097923939262 \tabularnewline
30 & 100.96 & 101.004935677872 & -0.0449356778722066 \tabularnewline
31 & 101.31 & 100.980642163667 & 0.329357836332932 \tabularnewline
32 & 101.64 & 100.986914071258 & 0.653085928741681 \tabularnewline
33 & 101.46 & 101.614542789084 & -0.154542789084159 \tabularnewline
34 & 101.73 & 101.68081642189 & 0.0491835781100019 \tabularnewline
35 & 101.73 & 101.759267024541 & -0.0292670245406264 \tabularnewline
36 & 101.64 & 101.765194746351 & -0.125194746350822 \tabularnewline
37 & 101.77 & 101.763326014489 & 0.0066739855111056 \tabularnewline
38 & 101.74 & 101.759170463506 & -0.0191704635056463 \tabularnewline
39 & 101.89 & 101.747023706403 & 0.142976293596923 \tabularnewline
40 & 101.89 & 102.092604916408 & -0.202604916407770 \tabularnewline
41 & 101.93 & 102.084195623029 & -0.154195623029064 \tabularnewline
42 & 101.93 & 102.039869890200 & -0.109869890199809 \tabularnewline
43 & 102.32 & 102.041738622062 & 0.278261377938245 \tabularnewline
44 & 102.41 & 102.413636260089 & -0.00363626008916682 \tabularnewline
45 & 103.58 & 103.075534563676 & 0.50446543632427 \tabularnewline
46 & 104.12 & 103.312619470698 & 0.807380529302485 \tabularnewline
47 & 104.1 & 103.326634959662 & 0.773365040337978 \tabularnewline
48 & 104.15 & 103.350809253276 & 0.79919074672451 \tabularnewline
49 & 104.15 & 103.362036750818 & 0.787963249181803 \tabularnewline
50 & 104.16 & 103.362851896158 & 0.79714810384248 \tabularnewline
51 & 102.94 & 103.375013759631 & -0.435013759631192 \tabularnewline
52 & 103.07 & 103.495529909975 & -0.425529909974759 \tabularnewline
53 & 103.04 & 103.500837238893 & -0.460837238892813 \tabularnewline
54 & 103.06 & 103.525041745249 & -0.465041745248511 \tabularnewline
55 & 103.05 & 103.502930935944 & -0.452930935944159 \tabularnewline
56 & 102.95 & 103.474899958015 & -0.524899958015158 \tabularnewline
57 & 102.95 & 103.721742832605 & -0.771742832605233 \tabularnewline
58 & 103.05 & 103.690908756883 & -0.640908756883344 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=107470&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]99.85[/C][C]100.127198644296[/C][C]-0.277198644295529[/C][/ROW]
[ROW][C]2[/C][C]99.91[/C][C]100.054923388201[/C][C]-0.144923388200880[/C][/ROW]
[ROW][C]3[/C][C]99.87[/C][C]100.05398902227[/C][C]-0.183989022269906[/C][/ROW]
[ROW][C]4[/C][C]99.86[/C][C]100.254808616035[/C][C]-0.394808616034638[/C][/ROW]
[ROW][C]5[/C][C]100.1[/C][C]100.253874250104[/C][C]-0.153874250103675[/C][/ROW]
[ROW][C]6[/C][C]100.1[/C][C]100.249202420449[/C][C]-0.149202420448842[/C][/ROW]
[ROW][C]7[/C][C]100.12[/C][C]100.246399322656[/C][C]-0.126399322655933[/C][/ROW]
[ROW][C]8[/C][C]99.95[/C][C]100.239858761139[/C][C]-0.289858761139169[/C][/ROW]
[ROW][C]9[/C][C]99.94[/C][C]100.598234820220[/C][C]-0.658234820220197[/C][/ROW]
[ROW][C]10[/C][C]100.18[/C][C]100.598399359925[/C][C]-0.418399359925161[/C][/ROW]
[ROW][C]11[/C][C]100.31[/C][C]100.590924432477[/C][C]-0.280924432477434[/C][/ROW]
[ROW][C]12[/C][C]100.65[/C][C]100.618529769961[/C][C]0.0314702300385115[/C][/ROW]
[ROW][C]13[/C][C]100.65[/C][C]100.582024750304[/C][C]0.0679752496958729[/C][/ROW]
[ROW][C]14[/C][C]100.69[/C][C]100.569877993202[/C][C]0.120122006798429[/C][/ROW]
[ROW][C]15[/C][C]101.26[/C][C]100.597647870391[/C][C]0.662352129609404[/C][/ROW]
[ROW][C]16[/C][C]101.26[/C][C]100.710620701026[/C][C]0.549379298974222[/C][/ROW]
[ROW][C]17[/C][C]101.38[/C][C]100.709686335095[/C][C]0.670313664905178[/C][/ROW]
[ROW][C]18[/C][C]101.38[/C][C]100.709686335095[/C][C]0.670313664905178[/C][/ROW]
[ROW][C]19[/C][C]101.38[/C][C]100.811683285281[/C][C]0.568316714718751[/C][/ROW]
[ROW][C]20[/C][C]101.44[/C][C]100.749080767906[/C][C]0.69091923209351[/C][/ROW]
[ROW][C]21[/C][C]101.4[/C][C]101.173418266467[/C][C]0.226581733533075[/C][/ROW]
[ROW][C]22[/C][C]101.4[/C][C]101.203206308852[/C][C]0.196793691148244[/C][/ROW]
[ROW][C]23[/C][C]100.58[/C][C]101.189190819887[/C][C]-0.609190819887265[/C][/ROW]
[ROW][C]24[/C][C]100.58[/C][C]101.191276963753[/C][C]-0.61127696375305[/C][/ROW]
[ROW][C]25[/C][C]100.58[/C][C]100.843892139959[/C][C]-0.263892139959382[/C][/ROW]
[ROW][C]26[/C][C]100.59[/C][C]100.812123698307[/C][C]-0.222123698306515[/C][/ROW]
[ROW][C]27[/C][C]100.81[/C][C]100.812123698307[/C][C]-0.00212369830651655[/C][/ROW]
[ROW][C]28[/C][C]100.75[/C][C]101.045748912167[/C][C]-0.295748912166995[/C][/ROW]
[ROW][C]29[/C][C]100.75[/C][C]101.031097923939[/C][C]-0.281097923939262[/C][/ROW]
[ROW][C]30[/C][C]100.96[/C][C]101.004935677872[/C][C]-0.0449356778722066[/C][/ROW]
[ROW][C]31[/C][C]101.31[/C][C]100.980642163667[/C][C]0.329357836332932[/C][/ROW]
[ROW][C]32[/C][C]101.64[/C][C]100.986914071258[/C][C]0.653085928741681[/C][/ROW]
[ROW][C]33[/C][C]101.46[/C][C]101.614542789084[/C][C]-0.154542789084159[/C][/ROW]
[ROW][C]34[/C][C]101.73[/C][C]101.68081642189[/C][C]0.0491835781100019[/C][/ROW]
[ROW][C]35[/C][C]101.73[/C][C]101.759267024541[/C][C]-0.0292670245406264[/C][/ROW]
[ROW][C]36[/C][C]101.64[/C][C]101.765194746351[/C][C]-0.125194746350822[/C][/ROW]
[ROW][C]37[/C][C]101.77[/C][C]101.763326014489[/C][C]0.0066739855111056[/C][/ROW]
[ROW][C]38[/C][C]101.74[/C][C]101.759170463506[/C][C]-0.0191704635056463[/C][/ROW]
[ROW][C]39[/C][C]101.89[/C][C]101.747023706403[/C][C]0.142976293596923[/C][/ROW]
[ROW][C]40[/C][C]101.89[/C][C]102.092604916408[/C][C]-0.202604916407770[/C][/ROW]
[ROW][C]41[/C][C]101.93[/C][C]102.084195623029[/C][C]-0.154195623029064[/C][/ROW]
[ROW][C]42[/C][C]101.93[/C][C]102.039869890200[/C][C]-0.109869890199809[/C][/ROW]
[ROW][C]43[/C][C]102.32[/C][C]102.041738622062[/C][C]0.278261377938245[/C][/ROW]
[ROW][C]44[/C][C]102.41[/C][C]102.413636260089[/C][C]-0.00363626008916682[/C][/ROW]
[ROW][C]45[/C][C]103.58[/C][C]103.075534563676[/C][C]0.50446543632427[/C][/ROW]
[ROW][C]46[/C][C]104.12[/C][C]103.312619470698[/C][C]0.807380529302485[/C][/ROW]
[ROW][C]47[/C][C]104.1[/C][C]103.326634959662[/C][C]0.773365040337978[/C][/ROW]
[ROW][C]48[/C][C]104.15[/C][C]103.350809253276[/C][C]0.79919074672451[/C][/ROW]
[ROW][C]49[/C][C]104.15[/C][C]103.362036750818[/C][C]0.787963249181803[/C][/ROW]
[ROW][C]50[/C][C]104.16[/C][C]103.362851896158[/C][C]0.79714810384248[/C][/ROW]
[ROW][C]51[/C][C]102.94[/C][C]103.375013759631[/C][C]-0.435013759631192[/C][/ROW]
[ROW][C]52[/C][C]103.07[/C][C]103.495529909975[/C][C]-0.425529909974759[/C][/ROW]
[ROW][C]53[/C][C]103.04[/C][C]103.500837238893[/C][C]-0.460837238892813[/C][/ROW]
[ROW][C]54[/C][C]103.06[/C][C]103.525041745249[/C][C]-0.465041745248511[/C][/ROW]
[ROW][C]55[/C][C]103.05[/C][C]103.502930935944[/C][C]-0.452930935944159[/C][/ROW]
[ROW][C]56[/C][C]102.95[/C][C]103.474899958015[/C][C]-0.524899958015158[/C][/ROW]
[ROW][C]57[/C][C]102.95[/C][C]103.721742832605[/C][C]-0.771742832605233[/C][/ROW]
[ROW][C]58[/C][C]103.05[/C][C]103.690908756883[/C][C]-0.640908756883344[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=107470&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=107470&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
199.85100.127198644296-0.277198644295529
299.91100.054923388201-0.144923388200880
399.87100.05398902227-0.183989022269906
499.86100.254808616035-0.394808616034638
5100.1100.253874250104-0.153874250103675
6100.1100.249202420449-0.149202420448842
7100.12100.246399322656-0.126399322655933
899.95100.239858761139-0.289858761139169
999.94100.598234820220-0.658234820220197
10100.18100.598399359925-0.418399359925161
11100.31100.590924432477-0.280924432477434
12100.65100.6185297699610.0314702300385115
13100.65100.5820247503040.0679752496958729
14100.69100.5698779932020.120122006798429
15101.26100.5976478703910.662352129609404
16101.26100.7106207010260.549379298974222
17101.38100.7096863350950.670313664905178
18101.38100.7096863350950.670313664905178
19101.38100.8116832852810.568316714718751
20101.44100.7490807679060.69091923209351
21101.4101.1734182664670.226581733533075
22101.4101.2032063088520.196793691148244
23100.58101.189190819887-0.609190819887265
24100.58101.191276963753-0.61127696375305
25100.58100.843892139959-0.263892139959382
26100.59100.812123698307-0.222123698306515
27100.81100.812123698307-0.00212369830651655
28100.75101.045748912167-0.295748912166995
29100.75101.031097923939-0.281097923939262
30100.96101.004935677872-0.0449356778722066
31101.31100.9806421636670.329357836332932
32101.64100.9869140712580.653085928741681
33101.46101.614542789084-0.154542789084159
34101.73101.680816421890.0491835781100019
35101.73101.759267024541-0.0292670245406264
36101.64101.765194746351-0.125194746350822
37101.77101.7633260144890.0066739855111056
38101.74101.759170463506-0.0191704635056463
39101.89101.7470237064030.142976293596923
40101.89102.092604916408-0.202604916407770
41101.93102.084195623029-0.154195623029064
42101.93102.039869890200-0.109869890199809
43102.32102.0417386220620.278261377938245
44102.41102.413636260089-0.00363626008916682
45103.58103.0755345636760.50446543632427
46104.12103.3126194706980.807380529302485
47104.1103.3266349596620.773365040337978
48104.15103.3508092532760.79919074672451
49104.15103.3620367508180.787963249181803
50104.16103.3628518961580.79714810384248
51102.94103.375013759631-0.435013759631192
52103.07103.495529909975-0.425529909974759
53103.04103.500837238893-0.460837238892813
54103.06103.525041745249-0.465041745248511
55103.05103.502930935944-0.452930935944159
56102.95103.474899958015-0.524899958015158
57102.95103.721742832605-0.771742832605233
58103.05103.690908756883-0.640908756883344







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
80.02896587135917970.05793174271835930.97103412864082
90.007462130643231570.01492426128646310.992537869356768
100.002161793628290800.004323587256581610.99783820637171
110.000633761164780350.00126752232956070.99936623883522
120.0002829838114119050.0005659676228238110.999717016188588
130.0001065134566379360.0002130269132758720.999893486543362
142.59918901128813e-055.19837802257625e-050.999974008109887
155.47678210960592e-061.09535642192118e-050.99999452321789
160.0007700640606132160.001540128121226430.999229935939387
170.001198719144665790.002397438289331580.998801280855334
180.000877295617824570.001754591235649140.999122704382175
190.0007787540161900830.001557508032380170.99922124598381
200.00218639643591720.00437279287183440.997813603564083
210.002308047871712130.004616095743424250.997691952128288
220.001594988831967630.003189977663935260.998405011168032
230.04222484289927970.08444968579855940.95777515710072
240.1742259415504680.3484518831009370.825774058449532
250.241019906745620.482039813491240.75898009325438
260.2276013188986270.4552026377972540.772398681101373
270.1744394675817990.3488789351635980.8255605324182
280.2343291454052080.4686582908104160.765670854594792
290.2976389406564660.5952778813129330.702361059343534
300.2976914801719880.5953829603439770.702308519828012
310.2442849255051560.4885698510103120.755715074494844
320.2281591757354710.4563183514709410.77184082426453
330.2019293741918780.4038587483837560.798070625808122
340.1609030594708740.3218061189417480.839096940529126
350.1440522116643090.2881044233286180.855947788335691
360.1400247908979700.2800495817959400.85997520910203
370.1467765916261370.2935531832522740.853223408373863
380.1628060123681320.3256120247362650.837193987631868
390.6332760997693950.7334478004612090.366723900230605
400.6330628129353430.7338743741293130.366937187064656
410.6483887818215080.7032224363569840.351611218178492
420.5859191134840920.8281617730318160.414080886515908
430.5157649176841140.9684701646317710.484235082315886
440.4498940364540310.8997880729080610.55010596354597
450.5843849892325970.8312300215348060.415615010767403
460.4884990468820270.9769980937640550.511500953117973
470.3823257558749890.7646515117499780.617674244125011
480.278163751709280.556327503418560.72183624829072
490.2505082983172210.5010165966344420.749491701682779
500.9924938139935960.01501237201280810.00750618600640404

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
8 & 0.0289658713591797 & 0.0579317427183593 & 0.97103412864082 \tabularnewline
9 & 0.00746213064323157 & 0.0149242612864631 & 0.992537869356768 \tabularnewline
10 & 0.00216179362829080 & 0.00432358725658161 & 0.99783820637171 \tabularnewline
11 & 0.00063376116478035 & 0.0012675223295607 & 0.99936623883522 \tabularnewline
12 & 0.000282983811411905 & 0.000565967622823811 & 0.999717016188588 \tabularnewline
13 & 0.000106513456637936 & 0.000213026913275872 & 0.999893486543362 \tabularnewline
14 & 2.59918901128813e-05 & 5.19837802257625e-05 & 0.999974008109887 \tabularnewline
15 & 5.47678210960592e-06 & 1.09535642192118e-05 & 0.99999452321789 \tabularnewline
16 & 0.000770064060613216 & 0.00154012812122643 & 0.999229935939387 \tabularnewline
17 & 0.00119871914466579 & 0.00239743828933158 & 0.998801280855334 \tabularnewline
18 & 0.00087729561782457 & 0.00175459123564914 & 0.999122704382175 \tabularnewline
19 & 0.000778754016190083 & 0.00155750803238017 & 0.99922124598381 \tabularnewline
20 & 0.0021863964359172 & 0.0043727928718344 & 0.997813603564083 \tabularnewline
21 & 0.00230804787171213 & 0.00461609574342425 & 0.997691952128288 \tabularnewline
22 & 0.00159498883196763 & 0.00318997766393526 & 0.998405011168032 \tabularnewline
23 & 0.0422248428992797 & 0.0844496857985594 & 0.95777515710072 \tabularnewline
24 & 0.174225941550468 & 0.348451883100937 & 0.825774058449532 \tabularnewline
25 & 0.24101990674562 & 0.48203981349124 & 0.75898009325438 \tabularnewline
26 & 0.227601318898627 & 0.455202637797254 & 0.772398681101373 \tabularnewline
27 & 0.174439467581799 & 0.348878935163598 & 0.8255605324182 \tabularnewline
28 & 0.234329145405208 & 0.468658290810416 & 0.765670854594792 \tabularnewline
29 & 0.297638940656466 & 0.595277881312933 & 0.702361059343534 \tabularnewline
30 & 0.297691480171988 & 0.595382960343977 & 0.702308519828012 \tabularnewline
31 & 0.244284925505156 & 0.488569851010312 & 0.755715074494844 \tabularnewline
32 & 0.228159175735471 & 0.456318351470941 & 0.77184082426453 \tabularnewline
33 & 0.201929374191878 & 0.403858748383756 & 0.798070625808122 \tabularnewline
34 & 0.160903059470874 & 0.321806118941748 & 0.839096940529126 \tabularnewline
35 & 0.144052211664309 & 0.288104423328618 & 0.855947788335691 \tabularnewline
36 & 0.140024790897970 & 0.280049581795940 & 0.85997520910203 \tabularnewline
37 & 0.146776591626137 & 0.293553183252274 & 0.853223408373863 \tabularnewline
38 & 0.162806012368132 & 0.325612024736265 & 0.837193987631868 \tabularnewline
39 & 0.633276099769395 & 0.733447800461209 & 0.366723900230605 \tabularnewline
40 & 0.633062812935343 & 0.733874374129313 & 0.366937187064656 \tabularnewline
41 & 0.648388781821508 & 0.703222436356984 & 0.351611218178492 \tabularnewline
42 & 0.585919113484092 & 0.828161773031816 & 0.414080886515908 \tabularnewline
43 & 0.515764917684114 & 0.968470164631771 & 0.484235082315886 \tabularnewline
44 & 0.449894036454031 & 0.899788072908061 & 0.55010596354597 \tabularnewline
45 & 0.584384989232597 & 0.831230021534806 & 0.415615010767403 \tabularnewline
46 & 0.488499046882027 & 0.976998093764055 & 0.511500953117973 \tabularnewline
47 & 0.382325755874989 & 0.764651511749978 & 0.617674244125011 \tabularnewline
48 & 0.27816375170928 & 0.55632750341856 & 0.72183624829072 \tabularnewline
49 & 0.250508298317221 & 0.501016596634442 & 0.749491701682779 \tabularnewline
50 & 0.992493813993596 & 0.0150123720128081 & 0.00750618600640404 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=107470&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]8[/C][C]0.0289658713591797[/C][C]0.0579317427183593[/C][C]0.97103412864082[/C][/ROW]
[ROW][C]9[/C][C]0.00746213064323157[/C][C]0.0149242612864631[/C][C]0.992537869356768[/C][/ROW]
[ROW][C]10[/C][C]0.00216179362829080[/C][C]0.00432358725658161[/C][C]0.99783820637171[/C][/ROW]
[ROW][C]11[/C][C]0.00063376116478035[/C][C]0.0012675223295607[/C][C]0.99936623883522[/C][/ROW]
[ROW][C]12[/C][C]0.000282983811411905[/C][C]0.000565967622823811[/C][C]0.999717016188588[/C][/ROW]
[ROW][C]13[/C][C]0.000106513456637936[/C][C]0.000213026913275872[/C][C]0.999893486543362[/C][/ROW]
[ROW][C]14[/C][C]2.59918901128813e-05[/C][C]5.19837802257625e-05[/C][C]0.999974008109887[/C][/ROW]
[ROW][C]15[/C][C]5.47678210960592e-06[/C][C]1.09535642192118e-05[/C][C]0.99999452321789[/C][/ROW]
[ROW][C]16[/C][C]0.000770064060613216[/C][C]0.00154012812122643[/C][C]0.999229935939387[/C][/ROW]
[ROW][C]17[/C][C]0.00119871914466579[/C][C]0.00239743828933158[/C][C]0.998801280855334[/C][/ROW]
[ROW][C]18[/C][C]0.00087729561782457[/C][C]0.00175459123564914[/C][C]0.999122704382175[/C][/ROW]
[ROW][C]19[/C][C]0.000778754016190083[/C][C]0.00155750803238017[/C][C]0.99922124598381[/C][/ROW]
[ROW][C]20[/C][C]0.0021863964359172[/C][C]0.0043727928718344[/C][C]0.997813603564083[/C][/ROW]
[ROW][C]21[/C][C]0.00230804787171213[/C][C]0.00461609574342425[/C][C]0.997691952128288[/C][/ROW]
[ROW][C]22[/C][C]0.00159498883196763[/C][C]0.00318997766393526[/C][C]0.998405011168032[/C][/ROW]
[ROW][C]23[/C][C]0.0422248428992797[/C][C]0.0844496857985594[/C][C]0.95777515710072[/C][/ROW]
[ROW][C]24[/C][C]0.174225941550468[/C][C]0.348451883100937[/C][C]0.825774058449532[/C][/ROW]
[ROW][C]25[/C][C]0.24101990674562[/C][C]0.48203981349124[/C][C]0.75898009325438[/C][/ROW]
[ROW][C]26[/C][C]0.227601318898627[/C][C]0.455202637797254[/C][C]0.772398681101373[/C][/ROW]
[ROW][C]27[/C][C]0.174439467581799[/C][C]0.348878935163598[/C][C]0.8255605324182[/C][/ROW]
[ROW][C]28[/C][C]0.234329145405208[/C][C]0.468658290810416[/C][C]0.765670854594792[/C][/ROW]
[ROW][C]29[/C][C]0.297638940656466[/C][C]0.595277881312933[/C][C]0.702361059343534[/C][/ROW]
[ROW][C]30[/C][C]0.297691480171988[/C][C]0.595382960343977[/C][C]0.702308519828012[/C][/ROW]
[ROW][C]31[/C][C]0.244284925505156[/C][C]0.488569851010312[/C][C]0.755715074494844[/C][/ROW]
[ROW][C]32[/C][C]0.228159175735471[/C][C]0.456318351470941[/C][C]0.77184082426453[/C][/ROW]
[ROW][C]33[/C][C]0.201929374191878[/C][C]0.403858748383756[/C][C]0.798070625808122[/C][/ROW]
[ROW][C]34[/C][C]0.160903059470874[/C][C]0.321806118941748[/C][C]0.839096940529126[/C][/ROW]
[ROW][C]35[/C][C]0.144052211664309[/C][C]0.288104423328618[/C][C]0.855947788335691[/C][/ROW]
[ROW][C]36[/C][C]0.140024790897970[/C][C]0.280049581795940[/C][C]0.85997520910203[/C][/ROW]
[ROW][C]37[/C][C]0.146776591626137[/C][C]0.293553183252274[/C][C]0.853223408373863[/C][/ROW]
[ROW][C]38[/C][C]0.162806012368132[/C][C]0.325612024736265[/C][C]0.837193987631868[/C][/ROW]
[ROW][C]39[/C][C]0.633276099769395[/C][C]0.733447800461209[/C][C]0.366723900230605[/C][/ROW]
[ROW][C]40[/C][C]0.633062812935343[/C][C]0.733874374129313[/C][C]0.366937187064656[/C][/ROW]
[ROW][C]41[/C][C]0.648388781821508[/C][C]0.703222436356984[/C][C]0.351611218178492[/C][/ROW]
[ROW][C]42[/C][C]0.585919113484092[/C][C]0.828161773031816[/C][C]0.414080886515908[/C][/ROW]
[ROW][C]43[/C][C]0.515764917684114[/C][C]0.968470164631771[/C][C]0.484235082315886[/C][/ROW]
[ROW][C]44[/C][C]0.449894036454031[/C][C]0.899788072908061[/C][C]0.55010596354597[/C][/ROW]
[ROW][C]45[/C][C]0.584384989232597[/C][C]0.831230021534806[/C][C]0.415615010767403[/C][/ROW]
[ROW][C]46[/C][C]0.488499046882027[/C][C]0.976998093764055[/C][C]0.511500953117973[/C][/ROW]
[ROW][C]47[/C][C]0.382325755874989[/C][C]0.764651511749978[/C][C]0.617674244125011[/C][/ROW]
[ROW][C]48[/C][C]0.27816375170928[/C][C]0.55632750341856[/C][C]0.72183624829072[/C][/ROW]
[ROW][C]49[/C][C]0.250508298317221[/C][C]0.501016596634442[/C][C]0.749491701682779[/C][/ROW]
[ROW][C]50[/C][C]0.992493813993596[/C][C]0.0150123720128081[/C][C]0.00750618600640404[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=107470&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=107470&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
80.02896587135917970.05793174271835930.97103412864082
90.007462130643231570.01492426128646310.992537869356768
100.002161793628290800.004323587256581610.99783820637171
110.000633761164780350.00126752232956070.99936623883522
120.0002829838114119050.0005659676228238110.999717016188588
130.0001065134566379360.0002130269132758720.999893486543362
142.59918901128813e-055.19837802257625e-050.999974008109887
155.47678210960592e-061.09535642192118e-050.99999452321789
160.0007700640606132160.001540128121226430.999229935939387
170.001198719144665790.002397438289331580.998801280855334
180.000877295617824570.001754591235649140.999122704382175
190.0007787540161900830.001557508032380170.99922124598381
200.00218639643591720.00437279287183440.997813603564083
210.002308047871712130.004616095743424250.997691952128288
220.001594988831967630.003189977663935260.998405011168032
230.04222484289927970.08444968579855940.95777515710072
240.1742259415504680.3484518831009370.825774058449532
250.241019906745620.482039813491240.75898009325438
260.2276013188986270.4552026377972540.772398681101373
270.1744394675817990.3488789351635980.8255605324182
280.2343291454052080.4686582908104160.765670854594792
290.2976389406564660.5952778813129330.702361059343534
300.2976914801719880.5953829603439770.702308519828012
310.2442849255051560.4885698510103120.755715074494844
320.2281591757354710.4563183514709410.77184082426453
330.2019293741918780.4038587483837560.798070625808122
340.1609030594708740.3218061189417480.839096940529126
350.1440522116643090.2881044233286180.855947788335691
360.1400247908979700.2800495817959400.85997520910203
370.1467765916261370.2935531832522740.853223408373863
380.1628060123681320.3256120247362650.837193987631868
390.6332760997693950.7334478004612090.366723900230605
400.6330628129353430.7338743741293130.366937187064656
410.6483887818215080.7032224363569840.351611218178492
420.5859191134840920.8281617730318160.414080886515908
430.5157649176841140.9684701646317710.484235082315886
440.4498940364540310.8997880729080610.55010596354597
450.5843849892325970.8312300215348060.415615010767403
460.4884990468820270.9769980937640550.511500953117973
470.3823257558749890.7646515117499780.617674244125011
480.278163751709280.556327503418560.72183624829072
490.2505082983172210.5010165966344420.749491701682779
500.9924938139935960.01501237201280810.00750618600640404







Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level130.302325581395349NOK
5% type I error level150.348837209302326NOK
10% type I error level170.395348837209302NOK

\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 & 13 & 0.302325581395349 & NOK \tabularnewline
5% type I error level & 15 & 0.348837209302326 & NOK \tabularnewline
10% type I error level & 17 & 0.395348837209302 & NOK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=107470&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]13[/C][C]0.302325581395349[/C][C]NOK[/C][/ROW]
[ROW][C]5% type I error level[/C][C]15[/C][C]0.348837209302326[/C][C]NOK[/C][/ROW]
[ROW][C]10% type I error level[/C][C]17[/C][C]0.395348837209302[/C][C]NOK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=107470&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=107470&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 level130.302325581395349NOK
5% type I error level150.348837209302326NOK
10% type I error level170.395348837209302NOK



Parameters (Session):
par1 = 5 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ;
Parameters (R input):
par1 = 5 ; par2 = Do not include Seasonal Dummies ; par3 = No 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')
}