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Author's title

Author*Unverified author*
R Software Modulerwasp_multipleregression.wasp
Title produced by softwareMultiple Regression
Date of computationMon, 05 Mar 2012 22:20:16 -0500
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2012/Mar/05/t1331004472g7ii4cspls9cd75.htm/, Retrieved Thu, 02 May 2024 23:26:04 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=163508, Retrieved Thu, 02 May 2024 23:26:04 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact171
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Multiple Regression] [15th bird enterin...] [2012-03-06 03:20:16] [d41d8cd98f00b204e9800998ecf8427e] [Current]
-    D    [Multiple Regression] [Fixed full model ...] [2012-03-06 15:22:26] [74be16979710d4c4e7c6647856088456]
-    D    [Multiple Regression] [Model without dew...] [2012-03-06 15:32:03] [74be16979710d4c4e7c6647856088456]
-    D    [Multiple Regression] [Reduced model ] [2012-03-06 15:35:32] [74be16979710d4c4e7c6647856088456]
-    D      [Multiple Regression] [Chimney swift ent...] [2012-03-07 21:49:25] [74be16979710d4c4e7c6647856088456]
-    D        [Multiple Regression] [Chimney swift ent...] [2012-03-08 21:24:40] [74be16979710d4c4e7c6647856088456]
-    D          [Multiple Regression] [TimeIn vs Sunset ...] [2012-03-09 17:37:07] [74be16979710d4c4e7c6647856088456]
-    D          [Multiple Regression] [TimeIn vs Temp Rain] [2012-03-09 17:38:55] [74be16979710d4c4e7c6647856088456]
-    D        [Multiple Regression] [Poster regression...] [2012-04-02 17:00:19] [74be16979710d4c4e7c6647856088456]
-    D          [Multiple Regression] [Including SeasonD...] [2012-04-09 18:04:16] [74be16979710d4c4e7c6647856088456]
- R  D        [Multiple Regression] [Chimney Swift Roo...] [2012-05-08 00:52:59] [74be16979710d4c4e7c6647856088456]
- R  D        [Multiple Regression] [Chimney Swift Roo...] [2012-05-08 01:12:12] [74be16979710d4c4e7c6647856088456]
- R  D        [Multiple Regression] [Fixed 5-7-2012] [2012-05-08 04:26:12] [74be16979710d4c4e7c6647856088456]
- R  D        [Multiple Regression] [Full Model] [2012-06-06 13:44:04] [74be16979710d4c4e7c6647856088456]
- R  D        [Multiple Regression] [Final model] [2012-06-06 13:46:11] [74be16979710d4c4e7c6647856088456]
- R  D        [Multiple Regression] [Final Chimney Swi...] [2012-06-08 15:27:31] [74be16979710d4c4e7c6647856088456]
-    D      [Multiple Regression] [Chimney swift ent...] [2012-03-07 21:54:59] [74be16979710d4c4e7c6647856088456]
-    D    [Multiple Regression] [Full model with p...] [2012-03-06 15:49:05] [74be16979710d4c4e7c6647856088456]
-    D    [Multiple Regression] [without visibility] [2012-03-06 15:52:33] [74be16979710d4c4e7c6647856088456]
-    D    [Multiple Regression] [without TempxHum] [2012-03-06 15:54:55] [74be16979710d4c4e7c6647856088456]
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Dataseries X:
1217.00 1210.00 31.00 19.00 48.00
1202.00 1209.00 34.40 18.30 38.00
1180.00 1207.00 35.60 18.90 37.00
1167.00 1206.00 32.80 20.60 48.00
1186.00 1204.00 23.30 20.00 81.00
1168.00 1201.00 20.00 11.76 58.00
1142.00 1199.00 16.70 15.60 93.00
1147.00 1198.00 17.80 15.60 86.00
1183.00 1196.00 21.20 15.80 68.00
1149.00 1195.00 23.90 17.80 68.00
1197.00 1193.00 28.80 16.70 68.00
1210.00 1191.00 25.60 17.20 59.00
1206.00 1190.00 29.40 15.60 43.00
1196.00 1188.00 22.80 14.40 59.00
1190.00 1187.00 16.10 -0.60 31.00
1175.00 1185.00 16.10 5.60 49.00
1186.00 1183.00 20.00 10.08 52.00
1172.00 1182.00 20.60 16.10 75.00
1152.00 1185.00 18.30 16.70 90.00
1154.00 1179.00 21.60 18.30 86.00
1168.00 1177.00 22.80 20.60 87.00
1180.00 1175.00 22.80 11.10 47.00
1169.00 1174.00 17.20 11.70 70.00
1166.00 1170.00 22.20 14.40 61.00
1177.00 1169.00 20.60 9.40 48.00
1168.00 1167.00 18.30 12.20 67.00
1160.00 1166.00 16.70 12.20 74.00
1147.00 1164.00 22.80 13.30 55.00
1161.00 1162.00 13.90 2.80 47.00
1143.00 1161.00 10.00 3.90 65.00
1159.00 1159.00 0.30 0.30 0.30
1158.00 1158.00 0.30 0.30 0.30
1156.00 1156.00 0.30 0.30 0.30
1155.00 1155.00 0.30 0.30 0.30




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 seconds
R Server'Herman Ole Andreas Wold' @ wold.wessa.net

\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 & 4 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=163508&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]4 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=163508&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=163508&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 time4 seconds
R Server'Herman Ole Andreas Wold' @ wold.wessa.net







Multiple Linear Regression - Estimated Regression Equation
timein[t] = + 850.97661095942 + 0.264456987979047sunset[t] + 1.76566057630534temp[t] -0.880457889815843dewpoint[t] -0.282616075335568humidity[t] + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
timein[t] =  +  850.97661095942 +  0.264456987979047sunset[t] +  1.76566057630534temp[t] -0.880457889815843dewpoint[t] -0.282616075335568humidity[t]  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=163508&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]timein[t] =  +  850.97661095942 +  0.264456987979047sunset[t] +  1.76566057630534temp[t] -0.880457889815843dewpoint[t] -0.282616075335568humidity[t]  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=163508&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=163508&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
timein[t] = + 850.97661095942 + 0.264456987979047sunset[t] + 1.76566057630534temp[t] -0.880457889815843dewpoint[t] -0.282616075335568humidity[t] + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)850.97661095942286.9492972.96560.0059910.002995
sunset0.2644569879790470.2481331.06580.2953120.147656
temp1.765660576305340.6067062.91020.0068710.003435
dewpoint-0.8804578898158430.948247-0.92850.3608070.180404
humidity-0.2826160753355680.148785-1.89950.0674870.033744

\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) & 850.97661095942 & 286.949297 & 2.9656 & 0.005991 & 0.002995 \tabularnewline
sunset & 0.264456987979047 & 0.248133 & 1.0658 & 0.295312 & 0.147656 \tabularnewline
temp & 1.76566057630534 & 0.606706 & 2.9102 & 0.006871 & 0.003435 \tabularnewline
dewpoint & -0.880457889815843 & 0.948247 & -0.9285 & 0.360807 & 0.180404 \tabularnewline
humidity & -0.282616075335568 & 0.148785 & -1.8995 & 0.067487 & 0.033744 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=163508&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]850.97661095942[/C][C]286.949297[/C][C]2.9656[/C][C]0.005991[/C][C]0.002995[/C][/ROW]
[ROW][C]sunset[/C][C]0.264456987979047[/C][C]0.248133[/C][C]1.0658[/C][C]0.295312[/C][C]0.147656[/C][/ROW]
[ROW][C]temp[/C][C]1.76566057630534[/C][C]0.606706[/C][C]2.9102[/C][C]0.006871[/C][C]0.003435[/C][/ROW]
[ROW][C]dewpoint[/C][C]-0.880457889815843[/C][C]0.948247[/C][C]-0.9285[/C][C]0.360807[/C][C]0.180404[/C][/ROW]
[ROW][C]humidity[/C][C]-0.282616075335568[/C][C]0.148785[/C][C]-1.8995[/C][C]0.067487[/C][C]0.033744[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=163508&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=163508&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)850.97661095942286.9492972.96560.0059910.002995
sunset0.2644569879790470.2481331.06580.2953120.147656
temp1.765660576305340.6067062.91020.0068710.003435
dewpoint-0.8804578898158430.948247-0.92850.3608070.180404
humidity-0.2826160753355680.148785-1.89950.0674870.033744







Multiple Linear Regression - Regression Statistics
Multiple R0.714906749147207
R-squared0.511091659976227
Adjusted R-squared0.4436560268695
F-TEST (value)7.57895546360996
F-TEST (DF numerator)4
F-TEST (DF denominator)29
p-value0.000262202464874628
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation14.9526204447375
Sum Squared Residuals6483.84488676706

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.714906749147207 \tabularnewline
R-squared & 0.511091659976227 \tabularnewline
Adjusted R-squared & 0.4436560268695 \tabularnewline
F-TEST (value) & 7.57895546360996 \tabularnewline
F-TEST (DF numerator) & 4 \tabularnewline
F-TEST (DF denominator) & 29 \tabularnewline
p-value & 0.000262202464874628 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 14.9526204447375 \tabularnewline
Sum Squared Residuals & 6483.84488676706 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=163508&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.714906749147207[/C][/ROW]
[ROW][C]R-squared[/C][C]0.511091659976227[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]0.4436560268695[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]7.57895546360996[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]4[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]29[/C][/ROW]
[ROW][C]p-value[/C][C]0.000262202464874628[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C]14.9526204447375[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]6483.84488676706[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=163508&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=163508&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 R0.714906749147207
R-squared0.511091659976227
Adjusted R-squared0.4436560268695
F-TEST (value)7.57895546360996
F-TEST (DF numerator)4
F-TEST (DF denominator)29
p-value0.000262202464874628
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation14.9526204447375
Sum Squared Residuals6483.84488676706







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
112171195.4107727569221.5892272430767
212021204.59204300461-2.59204300460964
311801205.93626306166-25.936263061664
411671196.12240121865-29.1224012186518
511861170.0216560156115.9783439843912
611681177.15674789466-9.15674789466464
711421157.52863308326-15.5286330832612
811471161.18471525657-14.184715256567
911831171.5700450181211.4299549818759
1011491174.31195580654-25.3119558065378
1111971183.4032823332713.5967176667267
1212101179.3275702462530.6724297537497
1312061191.7032132773114.296786722694
1411961176.0556317601419.9443682398574
1511901185.081367367554.91863263244868
1611751174.006525118690.993474881305227
1711861175.5713878179510.4286121820542
1811721164.565800946347.43419905365946
1911521156.53063672085-4.53063672085237
2011541160.49230637242-6.49230637242264
2111681159.774515866128.22548413388106
2211801178.914594856831.08540514316592
2311691161.733994174947.26600582506244
2411661169.67077748007-3.6707774800654
2511771174.657561998442.34243800156059
2611681162.232641174125.76735882588112
2711601157.16481473672.83518526329768
2811471171.80763202879-24.8076320287852
2911611167.07007536946-6.07007536946044
3011431153.86394909905-10.8639490990529
3111591157.663036010481.3369639895187
3211581157.39857902250.601420977497743
3311561156.86966504654-0.869665046544163
3411551156.60520805857-1.60520805856512

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 1217 & 1195.41077275692 & 21.5892272430767 \tabularnewline
2 & 1202 & 1204.59204300461 & -2.59204300460964 \tabularnewline
3 & 1180 & 1205.93626306166 & -25.936263061664 \tabularnewline
4 & 1167 & 1196.12240121865 & -29.1224012186518 \tabularnewline
5 & 1186 & 1170.02165601561 & 15.9783439843912 \tabularnewline
6 & 1168 & 1177.15674789466 & -9.15674789466464 \tabularnewline
7 & 1142 & 1157.52863308326 & -15.5286330832612 \tabularnewline
8 & 1147 & 1161.18471525657 & -14.184715256567 \tabularnewline
9 & 1183 & 1171.57004501812 & 11.4299549818759 \tabularnewline
10 & 1149 & 1174.31195580654 & -25.3119558065378 \tabularnewline
11 & 1197 & 1183.40328233327 & 13.5967176667267 \tabularnewline
12 & 1210 & 1179.32757024625 & 30.6724297537497 \tabularnewline
13 & 1206 & 1191.70321327731 & 14.296786722694 \tabularnewline
14 & 1196 & 1176.05563176014 & 19.9443682398574 \tabularnewline
15 & 1190 & 1185.08136736755 & 4.91863263244868 \tabularnewline
16 & 1175 & 1174.00652511869 & 0.993474881305227 \tabularnewline
17 & 1186 & 1175.57138781795 & 10.4286121820542 \tabularnewline
18 & 1172 & 1164.56580094634 & 7.43419905365946 \tabularnewline
19 & 1152 & 1156.53063672085 & -4.53063672085237 \tabularnewline
20 & 1154 & 1160.49230637242 & -6.49230637242264 \tabularnewline
21 & 1168 & 1159.77451586612 & 8.22548413388106 \tabularnewline
22 & 1180 & 1178.91459485683 & 1.08540514316592 \tabularnewline
23 & 1169 & 1161.73399417494 & 7.26600582506244 \tabularnewline
24 & 1166 & 1169.67077748007 & -3.6707774800654 \tabularnewline
25 & 1177 & 1174.65756199844 & 2.34243800156059 \tabularnewline
26 & 1168 & 1162.23264117412 & 5.76735882588112 \tabularnewline
27 & 1160 & 1157.1648147367 & 2.83518526329768 \tabularnewline
28 & 1147 & 1171.80763202879 & -24.8076320287852 \tabularnewline
29 & 1161 & 1167.07007536946 & -6.07007536946044 \tabularnewline
30 & 1143 & 1153.86394909905 & -10.8639490990529 \tabularnewline
31 & 1159 & 1157.66303601048 & 1.3369639895187 \tabularnewline
32 & 1158 & 1157.3985790225 & 0.601420977497743 \tabularnewline
33 & 1156 & 1156.86966504654 & -0.869665046544163 \tabularnewline
34 & 1155 & 1156.60520805857 & -1.60520805856512 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=163508&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]1217[/C][C]1195.41077275692[/C][C]21.5892272430767[/C][/ROW]
[ROW][C]2[/C][C]1202[/C][C]1204.59204300461[/C][C]-2.59204300460964[/C][/ROW]
[ROW][C]3[/C][C]1180[/C][C]1205.93626306166[/C][C]-25.936263061664[/C][/ROW]
[ROW][C]4[/C][C]1167[/C][C]1196.12240121865[/C][C]-29.1224012186518[/C][/ROW]
[ROW][C]5[/C][C]1186[/C][C]1170.02165601561[/C][C]15.9783439843912[/C][/ROW]
[ROW][C]6[/C][C]1168[/C][C]1177.15674789466[/C][C]-9.15674789466464[/C][/ROW]
[ROW][C]7[/C][C]1142[/C][C]1157.52863308326[/C][C]-15.5286330832612[/C][/ROW]
[ROW][C]8[/C][C]1147[/C][C]1161.18471525657[/C][C]-14.184715256567[/C][/ROW]
[ROW][C]9[/C][C]1183[/C][C]1171.57004501812[/C][C]11.4299549818759[/C][/ROW]
[ROW][C]10[/C][C]1149[/C][C]1174.31195580654[/C][C]-25.3119558065378[/C][/ROW]
[ROW][C]11[/C][C]1197[/C][C]1183.40328233327[/C][C]13.5967176667267[/C][/ROW]
[ROW][C]12[/C][C]1210[/C][C]1179.32757024625[/C][C]30.6724297537497[/C][/ROW]
[ROW][C]13[/C][C]1206[/C][C]1191.70321327731[/C][C]14.296786722694[/C][/ROW]
[ROW][C]14[/C][C]1196[/C][C]1176.05563176014[/C][C]19.9443682398574[/C][/ROW]
[ROW][C]15[/C][C]1190[/C][C]1185.08136736755[/C][C]4.91863263244868[/C][/ROW]
[ROW][C]16[/C][C]1175[/C][C]1174.00652511869[/C][C]0.993474881305227[/C][/ROW]
[ROW][C]17[/C][C]1186[/C][C]1175.57138781795[/C][C]10.4286121820542[/C][/ROW]
[ROW][C]18[/C][C]1172[/C][C]1164.56580094634[/C][C]7.43419905365946[/C][/ROW]
[ROW][C]19[/C][C]1152[/C][C]1156.53063672085[/C][C]-4.53063672085237[/C][/ROW]
[ROW][C]20[/C][C]1154[/C][C]1160.49230637242[/C][C]-6.49230637242264[/C][/ROW]
[ROW][C]21[/C][C]1168[/C][C]1159.77451586612[/C][C]8.22548413388106[/C][/ROW]
[ROW][C]22[/C][C]1180[/C][C]1178.91459485683[/C][C]1.08540514316592[/C][/ROW]
[ROW][C]23[/C][C]1169[/C][C]1161.73399417494[/C][C]7.26600582506244[/C][/ROW]
[ROW][C]24[/C][C]1166[/C][C]1169.67077748007[/C][C]-3.6707774800654[/C][/ROW]
[ROW][C]25[/C][C]1177[/C][C]1174.65756199844[/C][C]2.34243800156059[/C][/ROW]
[ROW][C]26[/C][C]1168[/C][C]1162.23264117412[/C][C]5.76735882588112[/C][/ROW]
[ROW][C]27[/C][C]1160[/C][C]1157.1648147367[/C][C]2.83518526329768[/C][/ROW]
[ROW][C]28[/C][C]1147[/C][C]1171.80763202879[/C][C]-24.8076320287852[/C][/ROW]
[ROW][C]29[/C][C]1161[/C][C]1167.07007536946[/C][C]-6.07007536946044[/C][/ROW]
[ROW][C]30[/C][C]1143[/C][C]1153.86394909905[/C][C]-10.8639490990529[/C][/ROW]
[ROW][C]31[/C][C]1159[/C][C]1157.66303601048[/C][C]1.3369639895187[/C][/ROW]
[ROW][C]32[/C][C]1158[/C][C]1157.3985790225[/C][C]0.601420977497743[/C][/ROW]
[ROW][C]33[/C][C]1156[/C][C]1156.86966504654[/C][C]-0.869665046544163[/C][/ROW]
[ROW][C]34[/C][C]1155[/C][C]1156.60520805857[/C][C]-1.60520805856512[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=163508&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=163508&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
112171195.4107727569221.5892272430767
212021204.59204300461-2.59204300460964
311801205.93626306166-25.936263061664
411671196.12240121865-29.1224012186518
511861170.0216560156115.9783439843912
611681177.15674789466-9.15674789466464
711421157.52863308326-15.5286330832612
811471161.18471525657-14.184715256567
911831171.5700450181211.4299549818759
1011491174.31195580654-25.3119558065378
1111971183.4032823332713.5967176667267
1212101179.3275702462530.6724297537497
1312061191.7032132773114.296786722694
1411961176.0556317601419.9443682398574
1511901185.081367367554.91863263244868
1611751174.006525118690.993474881305227
1711861175.5713878179510.4286121820542
1811721164.565800946347.43419905365946
1911521156.53063672085-4.53063672085237
2011541160.49230637242-6.49230637242264
2111681159.774515866128.22548413388106
2211801178.914594856831.08540514316592
2311691161.733994174947.26600582506244
2411661169.67077748007-3.6707774800654
2511771174.657561998442.34243800156059
2611681162.232641174125.76735882588112
2711601157.16481473672.83518526329768
2811471171.80763202879-24.8076320287852
2911611167.07007536946-6.07007536946044
3011431153.86394909905-10.8639490990529
3111591157.663036010481.3369639895187
3211581157.39857902250.601420977497743
3311561156.86966504654-0.869665046544163
3411551156.60520805857-1.60520805856512







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
80.3871550238312650.774310047662530.612844976168735
90.9219132372688140.1561735254623730.0780867627311864
100.9907450057547050.01850998849058960.00925499424529481
110.9996025364450080.0007949271099848640.000397463554992432
120.9999413581047650.0001172837904706745.86418952353371e-05
130.9998128151782290.0003743696435413390.00018718482177067
140.9997533818774770.0004932362450460330.000246618122523016
150.9992577243305910.001484551338818490.000742275669409247
160.998562277884140.002875444231720910.00143772211586045
170.9965022471687910.006995505662418630.00349775283120932
180.9924440667773740.0151118664452530.00755593322262649
190.9946774330435940.01064513391281170.00532256695640585
200.9988083632972830.002383273405434780.00119163670271739
210.996483660848520.007032678302959240.00351633915147962
220.9916263770242410.01674724595151910.00837362297575954
230.990317947048190.01936410590362080.00968205295181041
240.9815282194036480.03694356119270480.0184717805963524
250.9466666122087320.1066667755825360.0533333877912682
260.9023398804194980.1953202391610030.0976601195805015

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
8 & 0.387155023831265 & 0.77431004766253 & 0.612844976168735 \tabularnewline
9 & 0.921913237268814 & 0.156173525462373 & 0.0780867627311864 \tabularnewline
10 & 0.990745005754705 & 0.0185099884905896 & 0.00925499424529481 \tabularnewline
11 & 0.999602536445008 & 0.000794927109984864 & 0.000397463554992432 \tabularnewline
12 & 0.999941358104765 & 0.000117283790470674 & 5.86418952353371e-05 \tabularnewline
13 & 0.999812815178229 & 0.000374369643541339 & 0.00018718482177067 \tabularnewline
14 & 0.999753381877477 & 0.000493236245046033 & 0.000246618122523016 \tabularnewline
15 & 0.999257724330591 & 0.00148455133881849 & 0.000742275669409247 \tabularnewline
16 & 0.99856227788414 & 0.00287544423172091 & 0.00143772211586045 \tabularnewline
17 & 0.996502247168791 & 0.00699550566241863 & 0.00349775283120932 \tabularnewline
18 & 0.992444066777374 & 0.015111866445253 & 0.00755593322262649 \tabularnewline
19 & 0.994677433043594 & 0.0106451339128117 & 0.00532256695640585 \tabularnewline
20 & 0.998808363297283 & 0.00238327340543478 & 0.00119163670271739 \tabularnewline
21 & 0.99648366084852 & 0.00703267830295924 & 0.00351633915147962 \tabularnewline
22 & 0.991626377024241 & 0.0167472459515191 & 0.00837362297575954 \tabularnewline
23 & 0.99031794704819 & 0.0193641059036208 & 0.00968205295181041 \tabularnewline
24 & 0.981528219403648 & 0.0369435611927048 & 0.0184717805963524 \tabularnewline
25 & 0.946666612208732 & 0.106666775582536 & 0.0533333877912682 \tabularnewline
26 & 0.902339880419498 & 0.195320239161003 & 0.0976601195805015 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=163508&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]0.387155023831265[/C][C]0.77431004766253[/C][C]0.612844976168735[/C][/ROW]
[ROW][C]9[/C][C]0.921913237268814[/C][C]0.156173525462373[/C][C]0.0780867627311864[/C][/ROW]
[ROW][C]10[/C][C]0.990745005754705[/C][C]0.0185099884905896[/C][C]0.00925499424529481[/C][/ROW]
[ROW][C]11[/C][C]0.999602536445008[/C][C]0.000794927109984864[/C][C]0.000397463554992432[/C][/ROW]
[ROW][C]12[/C][C]0.999941358104765[/C][C]0.000117283790470674[/C][C]5.86418952353371e-05[/C][/ROW]
[ROW][C]13[/C][C]0.999812815178229[/C][C]0.000374369643541339[/C][C]0.00018718482177067[/C][/ROW]
[ROW][C]14[/C][C]0.999753381877477[/C][C]0.000493236245046033[/C][C]0.000246618122523016[/C][/ROW]
[ROW][C]15[/C][C]0.999257724330591[/C][C]0.00148455133881849[/C][C]0.000742275669409247[/C][/ROW]
[ROW][C]16[/C][C]0.99856227788414[/C][C]0.00287544423172091[/C][C]0.00143772211586045[/C][/ROW]
[ROW][C]17[/C][C]0.996502247168791[/C][C]0.00699550566241863[/C][C]0.00349775283120932[/C][/ROW]
[ROW][C]18[/C][C]0.992444066777374[/C][C]0.015111866445253[/C][C]0.00755593322262649[/C][/ROW]
[ROW][C]19[/C][C]0.994677433043594[/C][C]0.0106451339128117[/C][C]0.00532256695640585[/C][/ROW]
[ROW][C]20[/C][C]0.998808363297283[/C][C]0.00238327340543478[/C][C]0.00119163670271739[/C][/ROW]
[ROW][C]21[/C][C]0.99648366084852[/C][C]0.00703267830295924[/C][C]0.00351633915147962[/C][/ROW]
[ROW][C]22[/C][C]0.991626377024241[/C][C]0.0167472459515191[/C][C]0.00837362297575954[/C][/ROW]
[ROW][C]23[/C][C]0.99031794704819[/C][C]0.0193641059036208[/C][C]0.00968205295181041[/C][/ROW]
[ROW][C]24[/C][C]0.981528219403648[/C][C]0.0369435611927048[/C][C]0.0184717805963524[/C][/ROW]
[ROW][C]25[/C][C]0.946666612208732[/C][C]0.106666775582536[/C][C]0.0533333877912682[/C][/ROW]
[ROW][C]26[/C][C]0.902339880419498[/C][C]0.195320239161003[/C][C]0.0976601195805015[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=163508&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=163508&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
80.3871550238312650.774310047662530.612844976168735
90.9219132372688140.1561735254623730.0780867627311864
100.9907450057547050.01850998849058960.00925499424529481
110.9996025364450080.0007949271099848640.000397463554992432
120.9999413581047650.0001172837904706745.86418952353371e-05
130.9998128151782290.0003743696435413390.00018718482177067
140.9997533818774770.0004932362450460330.000246618122523016
150.9992577243305910.001484551338818490.000742275669409247
160.998562277884140.002875444231720910.00143772211586045
170.9965022471687910.006995505662418630.00349775283120932
180.9924440667773740.0151118664452530.00755593322262649
190.9946774330435940.01064513391281170.00532256695640585
200.9988083632972830.002383273405434780.00119163670271739
210.996483660848520.007032678302959240.00351633915147962
220.9916263770242410.01674724595151910.00837362297575954
230.990317947048190.01936410590362080.00968205295181041
240.9815282194036480.03694356119270480.0184717805963524
250.9466666122087320.1066667755825360.0533333877912682
260.9023398804194980.1953202391610030.0976601195805015







Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level90.473684210526316NOK
5% type I error level150.789473684210526NOK
10% type I error level150.789473684210526NOK

\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 & 9 & 0.473684210526316 & NOK \tabularnewline
5% type I error level & 15 & 0.789473684210526 & NOK \tabularnewline
10% type I error level & 15 & 0.789473684210526 & NOK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=163508&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]9[/C][C]0.473684210526316[/C][C]NOK[/C][/ROW]
[ROW][C]5% type I error level[/C][C]15[/C][C]0.789473684210526[/C][C]NOK[/C][/ROW]
[ROW][C]10% type I error level[/C][C]15[/C][C]0.789473684210526[/C][C]NOK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=163508&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=163508&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 level90.473684210526316NOK
5% type I error level150.789473684210526NOK
10% type I error level150.789473684210526NOK



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')
}