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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 computationTue, 14 Dec 2010 17:14:39 +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/14/t1292346864zfu9km274oqriwa.htm/, Retrieved Thu, 02 May 2024 18:46:26 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=109909, Retrieved Thu, 02 May 2024 18:46:26 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact112
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] [Blog 3] [2010-12-14 17:14:39] [47bfda5353cd53c1cf7ea7aa9038654a] [Current]
-    D      [Multiple Regression] [Multiple regressi...] [2010-12-14 21:27:06] [1afa3497b02a8d7c9f6727c1b17b89b2]
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Dataseries X:
3,18	0,22	6,62	3,64
3,14	0,22	6,56	3,62
3,02	0,23	6,59	3,61
3,02	0,24	6,56	3,6
3,03	0,25	6,57	3,6
3,04	0,25	6,62	3,63
3,09	0,24	6,69	3,59
3,06	0,24	6,69	3,55
3,06	0,22	6,64	3,54
3,09	0,21	6,6	3,53
3,11	0,21	6,66	3,53
3,1	0,21	6,62	3,53
3,09	0,2	6,64	3,52
3,19	0,2	6,64	3,52
3,22	0,2	6,73	3,48
3,22	0,2	6,73	3,49
3,25	0,2	6,69	3,47
3,25	0,2	6,78	3,46
3,27	0,2	6,77	3,4
3,28	0,2	6,8	3,36
3,24	0,2	6,8	3,3
3,23	0,2	6,74	3,28
3,2	0,2	6,84	3,28
3,19	0,2	6,83	3,24
3,23	0,2	6,89	3,23
3,19	0,2	6,9	3,2
3,16	0,2	6,86	3,15
3,11	0,2	6,78	3,1
3,11	0,2	6,82	3,07
3,07	0,2	6,81	3,03
3,05	0,21	6,81	2,96
3	0,2	6,78	2,88
2,95	0,2	6,79	2,83
2,9	0,19	6,83	2,8
2,88	0,18	6,9	2,8
2,9	0,18	6,79	2,79
2,89	0,17	6,88	2,79
2,89	0,17	6,89	2,78
2,91	0,17	6,91	2,79
2,9	0,17	6,93	2,78
2,9	0,17	6,89	2,78
2,88	0,16	7	2,74
2,83	0,16	7,01	2,71
2,8	0,16	7,15	2,69
2,77	0,16	7,25	2,68
2,78	0,16	7,33	2,68
2,75	0,16	7,39	2,68
2,74	0,15	7,38	2,69
2,73	0,15	7,38	2,68
2,69	0,15	7,35	2,69
2,67	0,15	7,38	2,68
2,66	0,15	7,34	2,68
2,67	0,16	7,25	2,63
2,65	0,15	7,07	2,58
2,64	0,15	6,73	2,52
2,63	0,15	6,56	2,5




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time6 seconds
R Server'RServer@AstonUniversity' @ vre.aston.ac.uk

\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 & 6 seconds \tabularnewline
R Server & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109909&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]6 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109909&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109909&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 time6 seconds
R Server'RServer@AstonUniversity' @ vre.aston.ac.uk







Multiple Linear Regression - Estimated Regression Equation
Mayonaise[t] = + 2.47865060894444 -0.46544412970009Eieren[t] -0.0988998564557221Olijfolie[t] + 0.413491668082885Mosterd[t] + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
Mayonaise[t] =  +  2.47865060894444 -0.46544412970009Eieren[t] -0.0988998564557221Olijfolie[t] +  0.413491668082885Mosterd[t]  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109909&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]Mayonaise[t] =  +  2.47865060894444 -0.46544412970009Eieren[t] -0.0988998564557221Olijfolie[t] +  0.413491668082885Mosterd[t]  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109909&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109909&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
Mayonaise[t] = + 2.47865060894444 -0.46544412970009Eieren[t] -0.0988998564557221Olijfolie[t] + 0.413491668082885Mosterd[t] + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)2.478650608944440.8180873.02980.0038060.001903
Eieren-0.465444129700091.326341-0.35090.7270640.363532
Olijfolie-0.09889985645572210.098111-1.0080.3181040.159052
Mosterd0.4134916680828850.0911714.53543.4e-051.7e-05

\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) & 2.47865060894444 & 0.818087 & 3.0298 & 0.003806 & 0.001903 \tabularnewline
Eieren & -0.46544412970009 & 1.326341 & -0.3509 & 0.727064 & 0.363532 \tabularnewline
Olijfolie & -0.0988998564557221 & 0.098111 & -1.008 & 0.318104 & 0.159052 \tabularnewline
Mosterd & 0.413491668082885 & 0.091171 & 4.5354 & 3.4e-05 & 1.7e-05 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109909&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]2.47865060894444[/C][C]0.818087[/C][C]3.0298[/C][C]0.003806[/C][C]0.001903[/C][/ROW]
[ROW][C]Eieren[/C][C]-0.46544412970009[/C][C]1.326341[/C][C]-0.3509[/C][C]0.727064[/C][C]0.363532[/C][/ROW]
[ROW][C]Olijfolie[/C][C]-0.0988998564557221[/C][C]0.098111[/C][C]-1.008[/C][C]0.318104[/C][C]0.159052[/C][/ROW]
[ROW][C]Mosterd[/C][C]0.413491668082885[/C][C]0.091171[/C][C]4.5354[/C][C]3.4e-05[/C][C]1.7e-05[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109909&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109909&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)2.478650608944440.8180873.02980.0038060.001903
Eieren-0.465444129700091.326341-0.35090.7270640.363532
Olijfolie-0.09889985645572210.098111-1.0080.3181040.159052
Mosterd0.4134916680828850.0911714.53543.4e-051.7e-05







Multiple Linear Regression - Regression Statistics
Multiple R0.831522318599948
R-squared0.691429366329834
Adjusted R-squared0.673627214387324
F-TEST (value)38.8396508783175
F-TEST (DF numerator)3
F-TEST (DF denominator)52
p-value2.58681964737661e-13
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.112734946676432
Sum Squared Residuals0.660876746511169

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.831522318599948 \tabularnewline
R-squared & 0.691429366329834 \tabularnewline
Adjusted R-squared & 0.673627214387324 \tabularnewline
F-TEST (value) & 38.8396508783175 \tabularnewline
F-TEST (DF numerator) & 3 \tabularnewline
F-TEST (DF denominator) & 52 \tabularnewline
p-value & 2.58681964737661e-13 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 0.112734946676432 \tabularnewline
Sum Squared Residuals & 0.660876746511169 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109909&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.831522318599948[/C][/ROW]
[ROW][C]R-squared[/C][C]0.691429366329834[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]0.673627214387324[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]38.8396508783175[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]3[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]52[/C][/ROW]
[ROW][C]p-value[/C][C]2.58681964737661e-13[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C]0.112734946676432[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]0.660876746511169[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109909&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109909&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 R0.831522318599948
R-squared0.691429366329834
Adjusted R-squared0.673627214387324
F-TEST (value)38.8396508783175
F-TEST (DF numerator)3
F-TEST (DF denominator)52
p-value2.58681964737661e-13
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.112734946676432
Sum Squared Residuals0.660876746511169







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
13.183.22664552249524-0.0466455224952412
23.143.22430968052093-0.0843096805209301
33.023.21255332684943-0.192553326849429
43.023.20673096456527-0.186730964565271
53.033.20108752470371-0.171087524703713
63.043.20854728192341-0.168547281923413
73.093.1897390665452-0.099739066545198
83.063.17319939982188-0.113199399821882
93.063.18331835855784-0.123318358557842
103.093.18779387743224-0.0977938774322427
113.113.1818598860449-0.0718598860448992
123.13.18581588030313-0.085815880303128
133.093.18435740779019-0.094357407790186
143.193.184357407790190.00564259220981422
153.223.158916753985860.061083246014145
163.223.163051670666680.056948329333316
173.253.158737831563260.0912621684367446
183.253.145701927801410.104298072198589
193.273.1218814262810.148118573719004
203.283.102374763864010.177625236135991
213.243.077565263779040.162434736220965
223.233.075229421804720.154770578195279
233.23.065339436159150.134660563840851
243.193.049788768000390.140211231999609
253.233.039719859932220.190280140067781
263.193.026326111325170.163673888674825
273.163.009607522179260.150392477820741
283.112.996844927291570.113155072708427
293.112.980484182990860.129515817009142
303.072.96493351483210.105066485167901
313.052.93133465676930.118665343230703
3232.905876760313340.0941232396866618
332.952.884213178344640.0657868216553633
342.92.872506875340920.0274931246590777
352.882.870238326686020.00976167331397736
362.92.876982394215320.0230176057846767
372.892.872735848431310.017264151568691
382.892.867611933185920.0223880668140771
392.912.869768852737640.0402311472623627
402.92.863655938927690.0363440610723058
412.92.867611933185920.0323880668140769
422.882.844847723549480.0351522764505207
432.832.83145397494244-0.00145397494243529
442.82.80933816167698-0.00933816167697667
452.772.79531325935058-0.0253132593505755
462.782.78740127083412-0.00740127083411797
472.752.78146727944677-0.0314672794467745
482.742.79124563598916-0.0512456359891611
492.732.78711071930833-0.0571107193083326
502.692.79421263168283-0.104212631682833
512.672.78711071930833-0.117110719308333
522.662.79106671356656-0.131066713566561
532.672.77463867594643-0.104638675946431
542.652.77642050800132-0.126420508001318
552.642.78523695911129-0.14523695911129
562.632.79378010134711-0.163780101347106

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 3.18 & 3.22664552249524 & -0.0466455224952412 \tabularnewline
2 & 3.14 & 3.22430968052093 & -0.0843096805209301 \tabularnewline
3 & 3.02 & 3.21255332684943 & -0.192553326849429 \tabularnewline
4 & 3.02 & 3.20673096456527 & -0.186730964565271 \tabularnewline
5 & 3.03 & 3.20108752470371 & -0.171087524703713 \tabularnewline
6 & 3.04 & 3.20854728192341 & -0.168547281923413 \tabularnewline
7 & 3.09 & 3.1897390665452 & -0.099739066545198 \tabularnewline
8 & 3.06 & 3.17319939982188 & -0.113199399821882 \tabularnewline
9 & 3.06 & 3.18331835855784 & -0.123318358557842 \tabularnewline
10 & 3.09 & 3.18779387743224 & -0.0977938774322427 \tabularnewline
11 & 3.11 & 3.1818598860449 & -0.0718598860448992 \tabularnewline
12 & 3.1 & 3.18581588030313 & -0.085815880303128 \tabularnewline
13 & 3.09 & 3.18435740779019 & -0.094357407790186 \tabularnewline
14 & 3.19 & 3.18435740779019 & 0.00564259220981422 \tabularnewline
15 & 3.22 & 3.15891675398586 & 0.061083246014145 \tabularnewline
16 & 3.22 & 3.16305167066668 & 0.056948329333316 \tabularnewline
17 & 3.25 & 3.15873783156326 & 0.0912621684367446 \tabularnewline
18 & 3.25 & 3.14570192780141 & 0.104298072198589 \tabularnewline
19 & 3.27 & 3.121881426281 & 0.148118573719004 \tabularnewline
20 & 3.28 & 3.10237476386401 & 0.177625236135991 \tabularnewline
21 & 3.24 & 3.07756526377904 & 0.162434736220965 \tabularnewline
22 & 3.23 & 3.07522942180472 & 0.154770578195279 \tabularnewline
23 & 3.2 & 3.06533943615915 & 0.134660563840851 \tabularnewline
24 & 3.19 & 3.04978876800039 & 0.140211231999609 \tabularnewline
25 & 3.23 & 3.03971985993222 & 0.190280140067781 \tabularnewline
26 & 3.19 & 3.02632611132517 & 0.163673888674825 \tabularnewline
27 & 3.16 & 3.00960752217926 & 0.150392477820741 \tabularnewline
28 & 3.11 & 2.99684492729157 & 0.113155072708427 \tabularnewline
29 & 3.11 & 2.98048418299086 & 0.129515817009142 \tabularnewline
30 & 3.07 & 2.9649335148321 & 0.105066485167901 \tabularnewline
31 & 3.05 & 2.9313346567693 & 0.118665343230703 \tabularnewline
32 & 3 & 2.90587676031334 & 0.0941232396866618 \tabularnewline
33 & 2.95 & 2.88421317834464 & 0.0657868216553633 \tabularnewline
34 & 2.9 & 2.87250687534092 & 0.0274931246590777 \tabularnewline
35 & 2.88 & 2.87023832668602 & 0.00976167331397736 \tabularnewline
36 & 2.9 & 2.87698239421532 & 0.0230176057846767 \tabularnewline
37 & 2.89 & 2.87273584843131 & 0.017264151568691 \tabularnewline
38 & 2.89 & 2.86761193318592 & 0.0223880668140771 \tabularnewline
39 & 2.91 & 2.86976885273764 & 0.0402311472623627 \tabularnewline
40 & 2.9 & 2.86365593892769 & 0.0363440610723058 \tabularnewline
41 & 2.9 & 2.86761193318592 & 0.0323880668140769 \tabularnewline
42 & 2.88 & 2.84484772354948 & 0.0351522764505207 \tabularnewline
43 & 2.83 & 2.83145397494244 & -0.00145397494243529 \tabularnewline
44 & 2.8 & 2.80933816167698 & -0.00933816167697667 \tabularnewline
45 & 2.77 & 2.79531325935058 & -0.0253132593505755 \tabularnewline
46 & 2.78 & 2.78740127083412 & -0.00740127083411797 \tabularnewline
47 & 2.75 & 2.78146727944677 & -0.0314672794467745 \tabularnewline
48 & 2.74 & 2.79124563598916 & -0.0512456359891611 \tabularnewline
49 & 2.73 & 2.78711071930833 & -0.0571107193083326 \tabularnewline
50 & 2.69 & 2.79421263168283 & -0.104212631682833 \tabularnewline
51 & 2.67 & 2.78711071930833 & -0.117110719308333 \tabularnewline
52 & 2.66 & 2.79106671356656 & -0.131066713566561 \tabularnewline
53 & 2.67 & 2.77463867594643 & -0.104638675946431 \tabularnewline
54 & 2.65 & 2.77642050800132 & -0.126420508001318 \tabularnewline
55 & 2.64 & 2.78523695911129 & -0.14523695911129 \tabularnewline
56 & 2.63 & 2.79378010134711 & -0.163780101347106 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109909&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]3.18[/C][C]3.22664552249524[/C][C]-0.0466455224952412[/C][/ROW]
[ROW][C]2[/C][C]3.14[/C][C]3.22430968052093[/C][C]-0.0843096805209301[/C][/ROW]
[ROW][C]3[/C][C]3.02[/C][C]3.21255332684943[/C][C]-0.192553326849429[/C][/ROW]
[ROW][C]4[/C][C]3.02[/C][C]3.20673096456527[/C][C]-0.186730964565271[/C][/ROW]
[ROW][C]5[/C][C]3.03[/C][C]3.20108752470371[/C][C]-0.171087524703713[/C][/ROW]
[ROW][C]6[/C][C]3.04[/C][C]3.20854728192341[/C][C]-0.168547281923413[/C][/ROW]
[ROW][C]7[/C][C]3.09[/C][C]3.1897390665452[/C][C]-0.099739066545198[/C][/ROW]
[ROW][C]8[/C][C]3.06[/C][C]3.17319939982188[/C][C]-0.113199399821882[/C][/ROW]
[ROW][C]9[/C][C]3.06[/C][C]3.18331835855784[/C][C]-0.123318358557842[/C][/ROW]
[ROW][C]10[/C][C]3.09[/C][C]3.18779387743224[/C][C]-0.0977938774322427[/C][/ROW]
[ROW][C]11[/C][C]3.11[/C][C]3.1818598860449[/C][C]-0.0718598860448992[/C][/ROW]
[ROW][C]12[/C][C]3.1[/C][C]3.18581588030313[/C][C]-0.085815880303128[/C][/ROW]
[ROW][C]13[/C][C]3.09[/C][C]3.18435740779019[/C][C]-0.094357407790186[/C][/ROW]
[ROW][C]14[/C][C]3.19[/C][C]3.18435740779019[/C][C]0.00564259220981422[/C][/ROW]
[ROW][C]15[/C][C]3.22[/C][C]3.15891675398586[/C][C]0.061083246014145[/C][/ROW]
[ROW][C]16[/C][C]3.22[/C][C]3.16305167066668[/C][C]0.056948329333316[/C][/ROW]
[ROW][C]17[/C][C]3.25[/C][C]3.15873783156326[/C][C]0.0912621684367446[/C][/ROW]
[ROW][C]18[/C][C]3.25[/C][C]3.14570192780141[/C][C]0.104298072198589[/C][/ROW]
[ROW][C]19[/C][C]3.27[/C][C]3.121881426281[/C][C]0.148118573719004[/C][/ROW]
[ROW][C]20[/C][C]3.28[/C][C]3.10237476386401[/C][C]0.177625236135991[/C][/ROW]
[ROW][C]21[/C][C]3.24[/C][C]3.07756526377904[/C][C]0.162434736220965[/C][/ROW]
[ROW][C]22[/C][C]3.23[/C][C]3.07522942180472[/C][C]0.154770578195279[/C][/ROW]
[ROW][C]23[/C][C]3.2[/C][C]3.06533943615915[/C][C]0.134660563840851[/C][/ROW]
[ROW][C]24[/C][C]3.19[/C][C]3.04978876800039[/C][C]0.140211231999609[/C][/ROW]
[ROW][C]25[/C][C]3.23[/C][C]3.03971985993222[/C][C]0.190280140067781[/C][/ROW]
[ROW][C]26[/C][C]3.19[/C][C]3.02632611132517[/C][C]0.163673888674825[/C][/ROW]
[ROW][C]27[/C][C]3.16[/C][C]3.00960752217926[/C][C]0.150392477820741[/C][/ROW]
[ROW][C]28[/C][C]3.11[/C][C]2.99684492729157[/C][C]0.113155072708427[/C][/ROW]
[ROW][C]29[/C][C]3.11[/C][C]2.98048418299086[/C][C]0.129515817009142[/C][/ROW]
[ROW][C]30[/C][C]3.07[/C][C]2.9649335148321[/C][C]0.105066485167901[/C][/ROW]
[ROW][C]31[/C][C]3.05[/C][C]2.9313346567693[/C][C]0.118665343230703[/C][/ROW]
[ROW][C]32[/C][C]3[/C][C]2.90587676031334[/C][C]0.0941232396866618[/C][/ROW]
[ROW][C]33[/C][C]2.95[/C][C]2.88421317834464[/C][C]0.0657868216553633[/C][/ROW]
[ROW][C]34[/C][C]2.9[/C][C]2.87250687534092[/C][C]0.0274931246590777[/C][/ROW]
[ROW][C]35[/C][C]2.88[/C][C]2.87023832668602[/C][C]0.00976167331397736[/C][/ROW]
[ROW][C]36[/C][C]2.9[/C][C]2.87698239421532[/C][C]0.0230176057846767[/C][/ROW]
[ROW][C]37[/C][C]2.89[/C][C]2.87273584843131[/C][C]0.017264151568691[/C][/ROW]
[ROW][C]38[/C][C]2.89[/C][C]2.86761193318592[/C][C]0.0223880668140771[/C][/ROW]
[ROW][C]39[/C][C]2.91[/C][C]2.86976885273764[/C][C]0.0402311472623627[/C][/ROW]
[ROW][C]40[/C][C]2.9[/C][C]2.86365593892769[/C][C]0.0363440610723058[/C][/ROW]
[ROW][C]41[/C][C]2.9[/C][C]2.86761193318592[/C][C]0.0323880668140769[/C][/ROW]
[ROW][C]42[/C][C]2.88[/C][C]2.84484772354948[/C][C]0.0351522764505207[/C][/ROW]
[ROW][C]43[/C][C]2.83[/C][C]2.83145397494244[/C][C]-0.00145397494243529[/C][/ROW]
[ROW][C]44[/C][C]2.8[/C][C]2.80933816167698[/C][C]-0.00933816167697667[/C][/ROW]
[ROW][C]45[/C][C]2.77[/C][C]2.79531325935058[/C][C]-0.0253132593505755[/C][/ROW]
[ROW][C]46[/C][C]2.78[/C][C]2.78740127083412[/C][C]-0.00740127083411797[/C][/ROW]
[ROW][C]47[/C][C]2.75[/C][C]2.78146727944677[/C][C]-0.0314672794467745[/C][/ROW]
[ROW][C]48[/C][C]2.74[/C][C]2.79124563598916[/C][C]-0.0512456359891611[/C][/ROW]
[ROW][C]49[/C][C]2.73[/C][C]2.78711071930833[/C][C]-0.0571107193083326[/C][/ROW]
[ROW][C]50[/C][C]2.69[/C][C]2.79421263168283[/C][C]-0.104212631682833[/C][/ROW]
[ROW][C]51[/C][C]2.67[/C][C]2.78711071930833[/C][C]-0.117110719308333[/C][/ROW]
[ROW][C]52[/C][C]2.66[/C][C]2.79106671356656[/C][C]-0.131066713566561[/C][/ROW]
[ROW][C]53[/C][C]2.67[/C][C]2.77463867594643[/C][C]-0.104638675946431[/C][/ROW]
[ROW][C]54[/C][C]2.65[/C][C]2.77642050800132[/C][C]-0.126420508001318[/C][/ROW]
[ROW][C]55[/C][C]2.64[/C][C]2.78523695911129[/C][C]-0.14523695911129[/C][/ROW]
[ROW][C]56[/C][C]2.63[/C][C]2.79378010134711[/C][C]-0.163780101347106[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109909&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109909&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
13.183.22664552249524-0.0466455224952412
23.143.22430968052093-0.0843096805209301
33.023.21255332684943-0.192553326849429
43.023.20673096456527-0.186730964565271
53.033.20108752470371-0.171087524703713
63.043.20854728192341-0.168547281923413
73.093.1897390665452-0.099739066545198
83.063.17319939982188-0.113199399821882
93.063.18331835855784-0.123318358557842
103.093.18779387743224-0.0977938774322427
113.113.1818598860449-0.0718598860448992
123.13.18581588030313-0.085815880303128
133.093.18435740779019-0.094357407790186
143.193.184357407790190.00564259220981422
153.223.158916753985860.061083246014145
163.223.163051670666680.056948329333316
173.253.158737831563260.0912621684367446
183.253.145701927801410.104298072198589
193.273.1218814262810.148118573719004
203.283.102374763864010.177625236135991
213.243.077565263779040.162434736220965
223.233.075229421804720.154770578195279
233.23.065339436159150.134660563840851
243.193.049788768000390.140211231999609
253.233.039719859932220.190280140067781
263.193.026326111325170.163673888674825
273.163.009607522179260.150392477820741
283.112.996844927291570.113155072708427
293.112.980484182990860.129515817009142
303.072.96493351483210.105066485167901
313.052.93133465676930.118665343230703
3232.905876760313340.0941232396866618
332.952.884213178344640.0657868216553633
342.92.872506875340920.0274931246590777
352.882.870238326686020.00976167331397736
362.92.876982394215320.0230176057846767
372.892.872735848431310.017264151568691
382.892.867611933185920.0223880668140771
392.912.869768852737640.0402311472623627
402.92.863655938927690.0363440610723058
412.92.867611933185920.0323880668140769
422.882.844847723549480.0351522764505207
432.832.83145397494244-0.00145397494243529
442.82.80933816167698-0.00933816167697667
452.772.79531325935058-0.0253132593505755
462.782.78740127083412-0.00740127083411797
472.752.78146727944677-0.0314672794467745
482.742.79124563598916-0.0512456359891611
492.732.78711071930833-0.0571107193083326
502.692.79421263168283-0.104212631682833
512.672.78711071930833-0.117110719308333
522.662.79106671356656-0.131066713566561
532.672.77463867594643-0.104638675946431
542.652.77642050800132-0.126420508001318
552.642.78523695911129-0.14523695911129
562.632.79378010134711-0.163780101347106







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
70.1460026699274330.2920053398548670.853997330072567
80.09714469914135040.1942893982827010.90285530085865
90.07413050999852930.1482610199970590.92586949000147
100.0510292958698730.1020585917397460.948970704130127
110.03808240149546710.07616480299093430.961917598504533
120.04688028075337550.0937605615067510.953119719246624
130.1102685387917840.2205370775835680.889731461208216
140.3145060755581220.6290121511162450.685493924441878
150.473290715883290.946581431766580.52670928411671
160.564994284914140.870011430171720.43500571508586
170.8607260746819980.2785478506360040.139273925318002
180.8946280354402480.2107439291195040.105371964559752
190.926734001824750.1465319963504990.0732659981752495
200.9119287080756110.1761425838487770.0880712919243886
210.874523131408750.2509537371824980.125476868591249
220.8445503019167270.3108993961665470.155449698083274
230.8958978895377550.208204220924490.104102110462245
240.9068782351036250.1862435297927490.0931217648963747
250.8792108539635750.2415782920728510.120789146036425
260.8798424595403230.2403150809193540.120157540459677
270.8578034928745690.2843930142508620.142196507125431
280.8612952370611780.2774095258776440.138704762938822
290.8505657946629980.2988684106740030.149434205337002
300.9045745235111730.1908509529776540.095425476488827
310.888559355350760.2228812892984790.111440644649239
320.8479361425287390.3041277149425220.152063857471261
330.8181027367824440.3637945264351120.181897263217556
340.9220767596938340.1558464806123320.077923240306166
350.9941732423528010.0116535152943970.00582675764719852
360.9960274737431520.007945052513695760.00397252625684788
370.9981711390018430.003657721996313330.00182886099815667
380.998538011256710.002923977486581810.0014619887432909
390.9982758928403080.003448214319384830.00172410715969242
400.9981587481452030.003682503709594430.00184125185479722
410.9992341279829650.001531744034069910.000765872017034953
420.9989546424820630.002090715035874320.00104535751793716
430.9985227769231680.002954446153664550.00147722307683227
440.9981480072056530.003703985588694410.0018519927943472
450.996598989089740.006802021820519980.00340101091025999
460.994858431895060.01028313620988110.00514156810494057
470.9920970261087050.01580594778258910.00790297389129453
480.9906113653108280.01877726937834440.0093886346891722
490.997919082094030.004161835811938790.00208091790596939

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
7 & 0.146002669927433 & 0.292005339854867 & 0.853997330072567 \tabularnewline
8 & 0.0971446991413504 & 0.194289398282701 & 0.90285530085865 \tabularnewline
9 & 0.0741305099985293 & 0.148261019997059 & 0.92586949000147 \tabularnewline
10 & 0.051029295869873 & 0.102058591739746 & 0.948970704130127 \tabularnewline
11 & 0.0380824014954671 & 0.0761648029909343 & 0.961917598504533 \tabularnewline
12 & 0.0468802807533755 & 0.093760561506751 & 0.953119719246624 \tabularnewline
13 & 0.110268538791784 & 0.220537077583568 & 0.889731461208216 \tabularnewline
14 & 0.314506075558122 & 0.629012151116245 & 0.685493924441878 \tabularnewline
15 & 0.47329071588329 & 0.94658143176658 & 0.52670928411671 \tabularnewline
16 & 0.56499428491414 & 0.87001143017172 & 0.43500571508586 \tabularnewline
17 & 0.860726074681998 & 0.278547850636004 & 0.139273925318002 \tabularnewline
18 & 0.894628035440248 & 0.210743929119504 & 0.105371964559752 \tabularnewline
19 & 0.92673400182475 & 0.146531996350499 & 0.0732659981752495 \tabularnewline
20 & 0.911928708075611 & 0.176142583848777 & 0.0880712919243886 \tabularnewline
21 & 0.87452313140875 & 0.250953737182498 & 0.125476868591249 \tabularnewline
22 & 0.844550301916727 & 0.310899396166547 & 0.155449698083274 \tabularnewline
23 & 0.895897889537755 & 0.20820422092449 & 0.104102110462245 \tabularnewline
24 & 0.906878235103625 & 0.186243529792749 & 0.0931217648963747 \tabularnewline
25 & 0.879210853963575 & 0.241578292072851 & 0.120789146036425 \tabularnewline
26 & 0.879842459540323 & 0.240315080919354 & 0.120157540459677 \tabularnewline
27 & 0.857803492874569 & 0.284393014250862 & 0.142196507125431 \tabularnewline
28 & 0.861295237061178 & 0.277409525877644 & 0.138704762938822 \tabularnewline
29 & 0.850565794662998 & 0.298868410674003 & 0.149434205337002 \tabularnewline
30 & 0.904574523511173 & 0.190850952977654 & 0.095425476488827 \tabularnewline
31 & 0.88855935535076 & 0.222881289298479 & 0.111440644649239 \tabularnewline
32 & 0.847936142528739 & 0.304127714942522 & 0.152063857471261 \tabularnewline
33 & 0.818102736782444 & 0.363794526435112 & 0.181897263217556 \tabularnewline
34 & 0.922076759693834 & 0.155846480612332 & 0.077923240306166 \tabularnewline
35 & 0.994173242352801 & 0.011653515294397 & 0.00582675764719852 \tabularnewline
36 & 0.996027473743152 & 0.00794505251369576 & 0.00397252625684788 \tabularnewline
37 & 0.998171139001843 & 0.00365772199631333 & 0.00182886099815667 \tabularnewline
38 & 0.99853801125671 & 0.00292397748658181 & 0.0014619887432909 \tabularnewline
39 & 0.998275892840308 & 0.00344821431938483 & 0.00172410715969242 \tabularnewline
40 & 0.998158748145203 & 0.00368250370959443 & 0.00184125185479722 \tabularnewline
41 & 0.999234127982965 & 0.00153174403406991 & 0.000765872017034953 \tabularnewline
42 & 0.998954642482063 & 0.00209071503587432 & 0.00104535751793716 \tabularnewline
43 & 0.998522776923168 & 0.00295444615366455 & 0.00147722307683227 \tabularnewline
44 & 0.998148007205653 & 0.00370398558869441 & 0.0018519927943472 \tabularnewline
45 & 0.99659898908974 & 0.00680202182051998 & 0.00340101091025999 \tabularnewline
46 & 0.99485843189506 & 0.0102831362098811 & 0.00514156810494057 \tabularnewline
47 & 0.992097026108705 & 0.0158059477825891 & 0.00790297389129453 \tabularnewline
48 & 0.990611365310828 & 0.0187772693783444 & 0.0093886346891722 \tabularnewline
49 & 0.99791908209403 & 0.00416183581193879 & 0.00208091790596939 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109909&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]7[/C][C]0.146002669927433[/C][C]0.292005339854867[/C][C]0.853997330072567[/C][/ROW]
[ROW][C]8[/C][C]0.0971446991413504[/C][C]0.194289398282701[/C][C]0.90285530085865[/C][/ROW]
[ROW][C]9[/C][C]0.0741305099985293[/C][C]0.148261019997059[/C][C]0.92586949000147[/C][/ROW]
[ROW][C]10[/C][C]0.051029295869873[/C][C]0.102058591739746[/C][C]0.948970704130127[/C][/ROW]
[ROW][C]11[/C][C]0.0380824014954671[/C][C]0.0761648029909343[/C][C]0.961917598504533[/C][/ROW]
[ROW][C]12[/C][C]0.0468802807533755[/C][C]0.093760561506751[/C][C]0.953119719246624[/C][/ROW]
[ROW][C]13[/C][C]0.110268538791784[/C][C]0.220537077583568[/C][C]0.889731461208216[/C][/ROW]
[ROW][C]14[/C][C]0.314506075558122[/C][C]0.629012151116245[/C][C]0.685493924441878[/C][/ROW]
[ROW][C]15[/C][C]0.47329071588329[/C][C]0.94658143176658[/C][C]0.52670928411671[/C][/ROW]
[ROW][C]16[/C][C]0.56499428491414[/C][C]0.87001143017172[/C][C]0.43500571508586[/C][/ROW]
[ROW][C]17[/C][C]0.860726074681998[/C][C]0.278547850636004[/C][C]0.139273925318002[/C][/ROW]
[ROW][C]18[/C][C]0.894628035440248[/C][C]0.210743929119504[/C][C]0.105371964559752[/C][/ROW]
[ROW][C]19[/C][C]0.92673400182475[/C][C]0.146531996350499[/C][C]0.0732659981752495[/C][/ROW]
[ROW][C]20[/C][C]0.911928708075611[/C][C]0.176142583848777[/C][C]0.0880712919243886[/C][/ROW]
[ROW][C]21[/C][C]0.87452313140875[/C][C]0.250953737182498[/C][C]0.125476868591249[/C][/ROW]
[ROW][C]22[/C][C]0.844550301916727[/C][C]0.310899396166547[/C][C]0.155449698083274[/C][/ROW]
[ROW][C]23[/C][C]0.895897889537755[/C][C]0.20820422092449[/C][C]0.104102110462245[/C][/ROW]
[ROW][C]24[/C][C]0.906878235103625[/C][C]0.186243529792749[/C][C]0.0931217648963747[/C][/ROW]
[ROW][C]25[/C][C]0.879210853963575[/C][C]0.241578292072851[/C][C]0.120789146036425[/C][/ROW]
[ROW][C]26[/C][C]0.879842459540323[/C][C]0.240315080919354[/C][C]0.120157540459677[/C][/ROW]
[ROW][C]27[/C][C]0.857803492874569[/C][C]0.284393014250862[/C][C]0.142196507125431[/C][/ROW]
[ROW][C]28[/C][C]0.861295237061178[/C][C]0.277409525877644[/C][C]0.138704762938822[/C][/ROW]
[ROW][C]29[/C][C]0.850565794662998[/C][C]0.298868410674003[/C][C]0.149434205337002[/C][/ROW]
[ROW][C]30[/C][C]0.904574523511173[/C][C]0.190850952977654[/C][C]0.095425476488827[/C][/ROW]
[ROW][C]31[/C][C]0.88855935535076[/C][C]0.222881289298479[/C][C]0.111440644649239[/C][/ROW]
[ROW][C]32[/C][C]0.847936142528739[/C][C]0.304127714942522[/C][C]0.152063857471261[/C][/ROW]
[ROW][C]33[/C][C]0.818102736782444[/C][C]0.363794526435112[/C][C]0.181897263217556[/C][/ROW]
[ROW][C]34[/C][C]0.922076759693834[/C][C]0.155846480612332[/C][C]0.077923240306166[/C][/ROW]
[ROW][C]35[/C][C]0.994173242352801[/C][C]0.011653515294397[/C][C]0.00582675764719852[/C][/ROW]
[ROW][C]36[/C][C]0.996027473743152[/C][C]0.00794505251369576[/C][C]0.00397252625684788[/C][/ROW]
[ROW][C]37[/C][C]0.998171139001843[/C][C]0.00365772199631333[/C][C]0.00182886099815667[/C][/ROW]
[ROW][C]38[/C][C]0.99853801125671[/C][C]0.00292397748658181[/C][C]0.0014619887432909[/C][/ROW]
[ROW][C]39[/C][C]0.998275892840308[/C][C]0.00344821431938483[/C][C]0.00172410715969242[/C][/ROW]
[ROW][C]40[/C][C]0.998158748145203[/C][C]0.00368250370959443[/C][C]0.00184125185479722[/C][/ROW]
[ROW][C]41[/C][C]0.999234127982965[/C][C]0.00153174403406991[/C][C]0.000765872017034953[/C][/ROW]
[ROW][C]42[/C][C]0.998954642482063[/C][C]0.00209071503587432[/C][C]0.00104535751793716[/C][/ROW]
[ROW][C]43[/C][C]0.998522776923168[/C][C]0.00295444615366455[/C][C]0.00147722307683227[/C][/ROW]
[ROW][C]44[/C][C]0.998148007205653[/C][C]0.00370398558869441[/C][C]0.0018519927943472[/C][/ROW]
[ROW][C]45[/C][C]0.99659898908974[/C][C]0.00680202182051998[/C][C]0.00340101091025999[/C][/ROW]
[ROW][C]46[/C][C]0.99485843189506[/C][C]0.0102831362098811[/C][C]0.00514156810494057[/C][/ROW]
[ROW][C]47[/C][C]0.992097026108705[/C][C]0.0158059477825891[/C][C]0.00790297389129453[/C][/ROW]
[ROW][C]48[/C][C]0.990611365310828[/C][C]0.0187772693783444[/C][C]0.0093886346891722[/C][/ROW]
[ROW][C]49[/C][C]0.99791908209403[/C][C]0.00416183581193879[/C][C]0.00208091790596939[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109909&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109909&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
70.1460026699274330.2920053398548670.853997330072567
80.09714469914135040.1942893982827010.90285530085865
90.07413050999852930.1482610199970590.92586949000147
100.0510292958698730.1020585917397460.948970704130127
110.03808240149546710.07616480299093430.961917598504533
120.04688028075337550.0937605615067510.953119719246624
130.1102685387917840.2205370775835680.889731461208216
140.3145060755581220.6290121511162450.685493924441878
150.473290715883290.946581431766580.52670928411671
160.564994284914140.870011430171720.43500571508586
170.8607260746819980.2785478506360040.139273925318002
180.8946280354402480.2107439291195040.105371964559752
190.926734001824750.1465319963504990.0732659981752495
200.9119287080756110.1761425838487770.0880712919243886
210.874523131408750.2509537371824980.125476868591249
220.8445503019167270.3108993961665470.155449698083274
230.8958978895377550.208204220924490.104102110462245
240.9068782351036250.1862435297927490.0931217648963747
250.8792108539635750.2415782920728510.120789146036425
260.8798424595403230.2403150809193540.120157540459677
270.8578034928745690.2843930142508620.142196507125431
280.8612952370611780.2774095258776440.138704762938822
290.8505657946629980.2988684106740030.149434205337002
300.9045745235111730.1908509529776540.095425476488827
310.888559355350760.2228812892984790.111440644649239
320.8479361425287390.3041277149425220.152063857471261
330.8181027367824440.3637945264351120.181897263217556
340.9220767596938340.1558464806123320.077923240306166
350.9941732423528010.0116535152943970.00582675764719852
360.9960274737431520.007945052513695760.00397252625684788
370.9981711390018430.003657721996313330.00182886099815667
380.998538011256710.002923977486581810.0014619887432909
390.9982758928403080.003448214319384830.00172410715969242
400.9981587481452030.003682503709594430.00184125185479722
410.9992341279829650.001531744034069910.000765872017034953
420.9989546424820630.002090715035874320.00104535751793716
430.9985227769231680.002954446153664550.00147722307683227
440.9981480072056530.003703985588694410.0018519927943472
450.996598989089740.006802021820519980.00340101091025999
460.994858431895060.01028313620988110.00514156810494057
470.9920970261087050.01580594778258910.00790297389129453
480.9906113653108280.01877726937834440.0093886346891722
490.997919082094030.004161835811938790.00208091790596939







Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level110.255813953488372NOK
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 & 11 & 0.255813953488372 & 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=109909&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]11[/C][C]0.255813953488372[/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=109909&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109909&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 level110.255813953488372NOK
5% type I error level150.348837209302326NOK
10% type I error level170.395348837209302NOK



Parameters (Session):
par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ;
Parameters (R input):
par1 = 1 ; 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')
}