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Author's title

Author*Unverified author*
R Software Modulerwasp_multipleregression.wasp
Title produced by softwareMultiple Regression
Date of computationWed, 07 Mar 2012 16:49:25 -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/07/t133115718583vbifip7s5vpc7.htm/, Retrieved Mon, 29 Apr 2024 00:14:07 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=163722, Retrieved Mon, 29 Apr 2024 00:14:07 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact199
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] [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] [d41d8cd98f00b204e9800998ecf8427e] [Current]
-    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]
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Dataseries X:
1217 1210 31.00 48 961.00 2304 19.00 30.00 1488.00 10 0
1202 1209 34.40 38 1183.36 1444 18.30 29.95 1307.20 10 0
1180 1207 35.60 37 1267.36 1369 18.90 29.94 1317.20 10 0
1167 1206 32.80 48 1075.84 2304 20.60 29.83 1574.40 10 0
1186 1204 23.30 81 542.89 6561 20.00 29.85 1887.30 9 1
1168 1201 20.00 58 400.00 3364 11.76 29.92 1160.00 10 1
1142 1199 16.70 93 278.89 8649 15.60 29.95 1553.10 6 1
1147 1198 17.80 86 316.84 7396 15.60 29.94 1530.80 10 0
1183 1196 21.20 68 449.44 4624 15.80 29.94 1441.60 10 0
1149 1195 23.90 68 571.21 4624 17.80 30.00 1625.20 10 0
1197 1193 28.80 68 829.44 4624 16.70 30.03 1958.40 10 0
1210 1191 25.60 59 655.36 3481 17.20 29.99 1510.40 10 0
1206 1190 29.40 43 864.36 1849 15.60 29.89 1264.20 10 0
1196 1188 22.80 59 519.84 3481 14.40 29.98 1345.20 6 0
1190 1187 16.10 31 259.21 961 -0.60 30.26 499.10 10 0
1175 1185 16.10 49 259.21 2401 5.60 30.26 788.90 10 0
1186 1183 20.00 52 400.00 2704 10.08 30.23 1040.00 10 0
1172 1182 20.60 75 424.36 5625 16.10 30.16 1545.00 10 0
1152 1185 18.30 90 334.89 8100 16.70 30.00 1647.00 10 1
1154 1179 21.60 86 466.56 7396 18.30 30.60 1857.60 8 1
1168 1177 22.80 87 519.84 7569 20.60 30.00 1983.60 10 0
1180 1175 22.80 47 519.84 2209 11.10 30.06 1071.60 10 0
1169 1174 17.20 70 295.84 4900 11.70 30.01 1204.00 10 0
1166 1170 22.20 61 492.84 3721 14.40 29.86 1354.20 10 0
1177 1169 20.60 48 424.36 2304 9.40 29.82 988.80 10 0
1168 1167 18.30 67 334.89 4489 12.20 29.83 1226.10 10 0
1160 1166 16.70 74 278.89 5476 12.20 29.83 1235.80 10 0
1147 1164 22.80 55 519.84 3025 13.30 29.71 1254.00 10 1
1161 1162 13.90 47 193.21 2209 2.80 29.98 653.30 10 0
1143 1161 10.00 65 100.00 4225 3.90 30.18 650.00 10 0
1161 1159 16.10 28 259.21 784 -2.20 30.88 450.80 10 0
1161 1158 20.60 30 424.36 900 5.00 30.13 618.00 10 0
1168 1156 19.40 67 376.36 4489 13.30 30.24 1299.80 10 0
1172 1155 25.60 32 655.36 1024 7.80 30.24 819.20 10 0




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 seconds
R Server'Gertrude Mary Cox' @ cox.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 & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=163722&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]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=163722&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=163722&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'Gertrude Mary Cox' @ cox.wessa.net







Multiple Linear Regression - Estimated Regression Equation
Time[t] = + 334.098988484479 + 0.518791686932565Sunset[t] + 6.68021081402233T[t] + 1.480973757804H[t] -0.106900150895852`T^2`[t] -0.0140914830828158`H^2`[t] -2.03629874989499Dewpoint[t] + 4.19325585866879Pressure[t] + 0.0163565845795424TxH[t] -1.83300479004516Visibility[t] -13.740393697781Rain[t] + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
Time[t] =  +  334.098988484479 +  0.518791686932565Sunset[t] +  6.68021081402233T[t] +  1.480973757804H[t] -0.106900150895852`T^2`[t] -0.0140914830828158`H^2`[t] -2.03629874989499Dewpoint[t] +  4.19325585866879Pressure[t] +  0.0163565845795424TxH[t] -1.83300479004516Visibility[t] -13.740393697781Rain[t]  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=163722&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]Time[t] =  +  334.098988484479 +  0.518791686932565Sunset[t] +  6.68021081402233T[t] +  1.480973757804H[t] -0.106900150895852`T^2`[t] -0.0140914830828158`H^2`[t] -2.03629874989499Dewpoint[t] +  4.19325585866879Pressure[t] +  0.0163565845795424TxH[t] -1.83300479004516Visibility[t] -13.740393697781Rain[t]  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=163722&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=163722&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
Time[t] = + 334.098988484479 + 0.518791686932565Sunset[t] + 6.68021081402233T[t] + 1.480973757804H[t] -0.106900150895852`T^2`[t] -0.0140914830828158`H^2`[t] -2.03629874989499Dewpoint[t] + 4.19325585866879Pressure[t] + 0.0163565845795424TxH[t] -1.83300479004516Visibility[t] -13.740393697781Rain[t] + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)334.098988484479618.2113330.54040.5940970.297048
Sunset0.5187916869325650.2243122.31280.0300270.015013
T6.680210814022337.4709640.89420.38050.19025
H1.4809737578042.2797890.64960.522380.26119
`T^2`-0.1069001508958520.090168-1.18560.2478970.123949
`H^2`-0.01409148308281580.010065-1.40.174860.08743
Dewpoint-2.036298749894992.977672-0.68390.5008990.250449
Pressure4.1932558586687915.0177840.27920.7825720.391286
TxH0.01635658457954240.0481170.33990.7369910.368496
Visibility-1.833004790045162.893244-0.63350.5326270.266313
Rain-13.7403936977818.028928-1.71140.1004690.050235

\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) & 334.098988484479 & 618.211333 & 0.5404 & 0.594097 & 0.297048 \tabularnewline
Sunset & 0.518791686932565 & 0.224312 & 2.3128 & 0.030027 & 0.015013 \tabularnewline
T & 6.68021081402233 & 7.470964 & 0.8942 & 0.3805 & 0.19025 \tabularnewline
H & 1.480973757804 & 2.279789 & 0.6496 & 0.52238 & 0.26119 \tabularnewline
`T^2` & -0.106900150895852 & 0.090168 & -1.1856 & 0.247897 & 0.123949 \tabularnewline
`H^2` & -0.0140914830828158 & 0.010065 & -1.4 & 0.17486 & 0.08743 \tabularnewline
Dewpoint & -2.03629874989499 & 2.977672 & -0.6839 & 0.500899 & 0.250449 \tabularnewline
Pressure & 4.19325585866879 & 15.017784 & 0.2792 & 0.782572 & 0.391286 \tabularnewline
TxH & 0.0163565845795424 & 0.048117 & 0.3399 & 0.736991 & 0.368496 \tabularnewline
Visibility & -1.83300479004516 & 2.893244 & -0.6335 & 0.532627 & 0.266313 \tabularnewline
Rain & -13.740393697781 & 8.028928 & -1.7114 & 0.100469 & 0.050235 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=163722&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]334.098988484479[/C][C]618.211333[/C][C]0.5404[/C][C]0.594097[/C][C]0.297048[/C][/ROW]
[ROW][C]Sunset[/C][C]0.518791686932565[/C][C]0.224312[/C][C]2.3128[/C][C]0.030027[/C][C]0.015013[/C][/ROW]
[ROW][C]T[/C][C]6.68021081402233[/C][C]7.470964[/C][C]0.8942[/C][C]0.3805[/C][C]0.19025[/C][/ROW]
[ROW][C]H[/C][C]1.480973757804[/C][C]2.279789[/C][C]0.6496[/C][C]0.52238[/C][C]0.26119[/C][/ROW]
[ROW][C]`T^2`[/C][C]-0.106900150895852[/C][C]0.090168[/C][C]-1.1856[/C][C]0.247897[/C][C]0.123949[/C][/ROW]
[ROW][C]`H^2`[/C][C]-0.0140914830828158[/C][C]0.010065[/C][C]-1.4[/C][C]0.17486[/C][C]0.08743[/C][/ROW]
[ROW][C]Dewpoint[/C][C]-2.03629874989499[/C][C]2.977672[/C][C]-0.6839[/C][C]0.500899[/C][C]0.250449[/C][/ROW]
[ROW][C]Pressure[/C][C]4.19325585866879[/C][C]15.017784[/C][C]0.2792[/C][C]0.782572[/C][C]0.391286[/C][/ROW]
[ROW][C]TxH[/C][C]0.0163565845795424[/C][C]0.048117[/C][C]0.3399[/C][C]0.736991[/C][C]0.368496[/C][/ROW]
[ROW][C]Visibility[/C][C]-1.83300479004516[/C][C]2.893244[/C][C]-0.6335[/C][C]0.532627[/C][C]0.266313[/C][/ROW]
[ROW][C]Rain[/C][C]-13.740393697781[/C][C]8.028928[/C][C]-1.7114[/C][C]0.100469[/C][C]0.050235[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=163722&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=163722&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)334.098988484479618.2113330.54040.5940970.297048
Sunset0.5187916869325650.2243122.31280.0300270.015013
T6.680210814022337.4709640.89420.38050.19025
H1.4809737578042.2797890.64960.522380.26119
`T^2`-0.1069001508958520.090168-1.18560.2478970.123949
`H^2`-0.01409148308281580.010065-1.40.174860.08743
Dewpoint-2.036298749894992.977672-0.68390.5008990.250449
Pressure4.1932558586687915.0177840.27920.7825720.391286
TxH0.01635658457954240.0481170.33990.7369910.368496
Visibility-1.833004790045162.893244-0.63350.5326270.266313
Rain-13.7403936977818.028928-1.71140.1004690.050235







Multiple Linear Regression - Regression Statistics
Multiple R0.789376487884753
R-squared0.623115239625268
Adjusted R-squared0.459252300331906
F-TEST (value)3.80266118935967
F-TEST (DF numerator)10
F-TEST (DF denominator)23
p-value0.00389413488510493
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation14.3574945527332
Sum Squared Residuals4741.16594613057

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.789376487884753 \tabularnewline
R-squared & 0.623115239625268 \tabularnewline
Adjusted R-squared & 0.459252300331906 \tabularnewline
F-TEST (value) & 3.80266118935967 \tabularnewline
F-TEST (DF numerator) & 10 \tabularnewline
F-TEST (DF denominator) & 23 \tabularnewline
p-value & 0.00389413488510493 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 14.3574945527332 \tabularnewline
Sum Squared Residuals & 4741.16594613057 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=163722&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.789376487884753[/C][/ROW]
[ROW][C]R-squared[/C][C]0.623115239625268[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]0.459252300331906[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]3.80266118935967[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]10[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]23[/C][/ROW]
[ROW][C]p-value[/C][C]0.00389413488510493[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C]14.3574945527332[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]4741.16594613057[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=163722&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=163722&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 R0.789376487884753
R-squared0.623115239625268
Adjusted R-squared0.459252300331906
F-TEST (value)3.80266118935967
F-TEST (DF numerator)10
F-TEST (DF denominator)23
p-value0.00389413488510493
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation14.3574945527332
Sum Squared Residuals4741.16594613057







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
112171197.9289327144119.0710672855877
212021191.9199539551510.080046044853
311801188.39475239354-8.39475239353605
411671193.04400951491-26.044009514909
511861168.9177801260717.0822198739253
611681174.92322778128-6.92322778127705
711421148.21642246116-6.21642246115539
811471164.28050408418-17.2805040841799
911831182.318473839820.681526160180086
1011491186.00108675669-37.0010867566938
1111971197.90745068825-0.907450688250221
1212101188.3665428199621.6334571800432
1312061189.0039022458516.9960977541508
1411961192.882301258063.11769874193793
1511901180.058023111279.94197688872947
1611751177.50131770043-2.50131770042502
1711861182.498008468573.50199153142783
1811721171.992458767010.00754123298872701
1911521141.1221689353110.8778310646913
2011541156.34366249853-2.34366249852765
2111681161.605712380996.39428761901156
2211801181.53875635784-1.53875635783599
2311691164.432803122144.56719687785506
2411661174.31421945278-8.3142194527777
2511771175.179652983421.82034701658116
2611681163.912265679884.08773432011619
2711601155.308726512994.6912734870064
2811471159.47673819766-12.4767381976565
2911611159.981244295841.01875570416145
3011431140.167637062472.83236293752661
3111611168.65100070642-7.65100070641982
3211611166.79446128859-5.79446128859303
3311681161.805426322086.19457367791888
3411721173.21037551646-1.21037551645543

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 1217 & 1197.92893271441 & 19.0710672855877 \tabularnewline
2 & 1202 & 1191.91995395515 & 10.080046044853 \tabularnewline
3 & 1180 & 1188.39475239354 & -8.39475239353605 \tabularnewline
4 & 1167 & 1193.04400951491 & -26.044009514909 \tabularnewline
5 & 1186 & 1168.91778012607 & 17.0822198739253 \tabularnewline
6 & 1168 & 1174.92322778128 & -6.92322778127705 \tabularnewline
7 & 1142 & 1148.21642246116 & -6.21642246115539 \tabularnewline
8 & 1147 & 1164.28050408418 & -17.2805040841799 \tabularnewline
9 & 1183 & 1182.31847383982 & 0.681526160180086 \tabularnewline
10 & 1149 & 1186.00108675669 & -37.0010867566938 \tabularnewline
11 & 1197 & 1197.90745068825 & -0.907450688250221 \tabularnewline
12 & 1210 & 1188.36654281996 & 21.6334571800432 \tabularnewline
13 & 1206 & 1189.00390224585 & 16.9960977541508 \tabularnewline
14 & 1196 & 1192.88230125806 & 3.11769874193793 \tabularnewline
15 & 1190 & 1180.05802311127 & 9.94197688872947 \tabularnewline
16 & 1175 & 1177.50131770043 & -2.50131770042502 \tabularnewline
17 & 1186 & 1182.49800846857 & 3.50199153142783 \tabularnewline
18 & 1172 & 1171.99245876701 & 0.00754123298872701 \tabularnewline
19 & 1152 & 1141.12216893531 & 10.8778310646913 \tabularnewline
20 & 1154 & 1156.34366249853 & -2.34366249852765 \tabularnewline
21 & 1168 & 1161.60571238099 & 6.39428761901156 \tabularnewline
22 & 1180 & 1181.53875635784 & -1.53875635783599 \tabularnewline
23 & 1169 & 1164.43280312214 & 4.56719687785506 \tabularnewline
24 & 1166 & 1174.31421945278 & -8.3142194527777 \tabularnewline
25 & 1177 & 1175.17965298342 & 1.82034701658116 \tabularnewline
26 & 1168 & 1163.91226567988 & 4.08773432011619 \tabularnewline
27 & 1160 & 1155.30872651299 & 4.6912734870064 \tabularnewline
28 & 1147 & 1159.47673819766 & -12.4767381976565 \tabularnewline
29 & 1161 & 1159.98124429584 & 1.01875570416145 \tabularnewline
30 & 1143 & 1140.16763706247 & 2.83236293752661 \tabularnewline
31 & 1161 & 1168.65100070642 & -7.65100070641982 \tabularnewline
32 & 1161 & 1166.79446128859 & -5.79446128859303 \tabularnewline
33 & 1168 & 1161.80542632208 & 6.19457367791888 \tabularnewline
34 & 1172 & 1173.21037551646 & -1.21037551645543 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=163722&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]1197.92893271441[/C][C]19.0710672855877[/C][/ROW]
[ROW][C]2[/C][C]1202[/C][C]1191.91995395515[/C][C]10.080046044853[/C][/ROW]
[ROW][C]3[/C][C]1180[/C][C]1188.39475239354[/C][C]-8.39475239353605[/C][/ROW]
[ROW][C]4[/C][C]1167[/C][C]1193.04400951491[/C][C]-26.044009514909[/C][/ROW]
[ROW][C]5[/C][C]1186[/C][C]1168.91778012607[/C][C]17.0822198739253[/C][/ROW]
[ROW][C]6[/C][C]1168[/C][C]1174.92322778128[/C][C]-6.92322778127705[/C][/ROW]
[ROW][C]7[/C][C]1142[/C][C]1148.21642246116[/C][C]-6.21642246115539[/C][/ROW]
[ROW][C]8[/C][C]1147[/C][C]1164.28050408418[/C][C]-17.2805040841799[/C][/ROW]
[ROW][C]9[/C][C]1183[/C][C]1182.31847383982[/C][C]0.681526160180086[/C][/ROW]
[ROW][C]10[/C][C]1149[/C][C]1186.00108675669[/C][C]-37.0010867566938[/C][/ROW]
[ROW][C]11[/C][C]1197[/C][C]1197.90745068825[/C][C]-0.907450688250221[/C][/ROW]
[ROW][C]12[/C][C]1210[/C][C]1188.36654281996[/C][C]21.6334571800432[/C][/ROW]
[ROW][C]13[/C][C]1206[/C][C]1189.00390224585[/C][C]16.9960977541508[/C][/ROW]
[ROW][C]14[/C][C]1196[/C][C]1192.88230125806[/C][C]3.11769874193793[/C][/ROW]
[ROW][C]15[/C][C]1190[/C][C]1180.05802311127[/C][C]9.94197688872947[/C][/ROW]
[ROW][C]16[/C][C]1175[/C][C]1177.50131770043[/C][C]-2.50131770042502[/C][/ROW]
[ROW][C]17[/C][C]1186[/C][C]1182.49800846857[/C][C]3.50199153142783[/C][/ROW]
[ROW][C]18[/C][C]1172[/C][C]1171.99245876701[/C][C]0.00754123298872701[/C][/ROW]
[ROW][C]19[/C][C]1152[/C][C]1141.12216893531[/C][C]10.8778310646913[/C][/ROW]
[ROW][C]20[/C][C]1154[/C][C]1156.34366249853[/C][C]-2.34366249852765[/C][/ROW]
[ROW][C]21[/C][C]1168[/C][C]1161.60571238099[/C][C]6.39428761901156[/C][/ROW]
[ROW][C]22[/C][C]1180[/C][C]1181.53875635784[/C][C]-1.53875635783599[/C][/ROW]
[ROW][C]23[/C][C]1169[/C][C]1164.43280312214[/C][C]4.56719687785506[/C][/ROW]
[ROW][C]24[/C][C]1166[/C][C]1174.31421945278[/C][C]-8.3142194527777[/C][/ROW]
[ROW][C]25[/C][C]1177[/C][C]1175.17965298342[/C][C]1.82034701658116[/C][/ROW]
[ROW][C]26[/C][C]1168[/C][C]1163.91226567988[/C][C]4.08773432011619[/C][/ROW]
[ROW][C]27[/C][C]1160[/C][C]1155.30872651299[/C][C]4.6912734870064[/C][/ROW]
[ROW][C]28[/C][C]1147[/C][C]1159.47673819766[/C][C]-12.4767381976565[/C][/ROW]
[ROW][C]29[/C][C]1161[/C][C]1159.98124429584[/C][C]1.01875570416145[/C][/ROW]
[ROW][C]30[/C][C]1143[/C][C]1140.16763706247[/C][C]2.83236293752661[/C][/ROW]
[ROW][C]31[/C][C]1161[/C][C]1168.65100070642[/C][C]-7.65100070641982[/C][/ROW]
[ROW][C]32[/C][C]1161[/C][C]1166.79446128859[/C][C]-5.79446128859303[/C][/ROW]
[ROW][C]33[/C][C]1168[/C][C]1161.80542632208[/C][C]6.19457367791888[/C][/ROW]
[ROW][C]34[/C][C]1172[/C][C]1173.21037551646[/C][C]-1.21037551645543[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=163722&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=163722&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
112171197.9289327144119.0710672855877
212021191.9199539551510.080046044853
311801188.39475239354-8.39475239353605
411671193.04400951491-26.044009514909
511861168.9177801260717.0822198739253
611681174.92322778128-6.92322778127705
711421148.21642246116-6.21642246115539
811471164.28050408418-17.2805040841799
911831182.318473839820.681526160180086
1011491186.00108675669-37.0010867566938
1111971197.90745068825-0.907450688250221
1212101188.3665428199621.6334571800432
1312061189.0039022458516.9960977541508
1411961192.882301258063.11769874193793
1511901180.058023111279.94197688872947
1611751177.50131770043-2.50131770042502
1711861182.498008468573.50199153142783
1811721171.992458767010.00754123298872701
1911521141.1221689353110.8778310646913
2011541156.34366249853-2.34366249852765
2111681161.605712380996.39428761901156
2211801181.53875635784-1.53875635783599
2311691164.432803122144.56719687785506
2411661174.31421945278-8.3142194527777
2511771175.179652983421.82034701658116
2611681163.912265679884.08773432011619
2711601155.308726512994.6912734870064
2811471159.47673819766-12.4767381976565
2911611159.981244295841.01875570416145
3011431140.167637062472.83236293752661
3111611168.65100070642-7.65100070641982
3211611166.79446128859-5.79446128859303
3311681161.805426322086.19457367791888
3411721173.21037551646-1.21037551645543







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
140.9998654701574840.0002690596850318020.000134529842515901
150.9997806422497190.0004387155005616940.000219357750280847
160.9993727674799020.00125446504019590.000627232520097948
170.9983771005294790.003245798941042530.00162289947052127
180.9938998495817660.0122003008364680.00610015041823399
190.9835353300225570.03292933995488530.0164646699774427
200.950808780048460.0983824399030790.0491912199515395

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
14 & 0.999865470157484 & 0.000269059685031802 & 0.000134529842515901 \tabularnewline
15 & 0.999780642249719 & 0.000438715500561694 & 0.000219357750280847 \tabularnewline
16 & 0.999372767479902 & 0.0012544650401959 & 0.000627232520097948 \tabularnewline
17 & 0.998377100529479 & 0.00324579894104253 & 0.00162289947052127 \tabularnewline
18 & 0.993899849581766 & 0.012200300836468 & 0.00610015041823399 \tabularnewline
19 & 0.983535330022557 & 0.0329293399548853 & 0.0164646699774427 \tabularnewline
20 & 0.95080878004846 & 0.098382439903079 & 0.0491912199515395 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=163722&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]14[/C][C]0.999865470157484[/C][C]0.000269059685031802[/C][C]0.000134529842515901[/C][/ROW]
[ROW][C]15[/C][C]0.999780642249719[/C][C]0.000438715500561694[/C][C]0.000219357750280847[/C][/ROW]
[ROW][C]16[/C][C]0.999372767479902[/C][C]0.0012544650401959[/C][C]0.000627232520097948[/C][/ROW]
[ROW][C]17[/C][C]0.998377100529479[/C][C]0.00324579894104253[/C][C]0.00162289947052127[/C][/ROW]
[ROW][C]18[/C][C]0.993899849581766[/C][C]0.012200300836468[/C][C]0.00610015041823399[/C][/ROW]
[ROW][C]19[/C][C]0.983535330022557[/C][C]0.0329293399548853[/C][C]0.0164646699774427[/C][/ROW]
[ROW][C]20[/C][C]0.95080878004846[/C][C]0.098382439903079[/C][C]0.0491912199515395[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=163722&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=163722&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
140.9998654701574840.0002690596850318020.000134529842515901
150.9997806422497190.0004387155005616940.000219357750280847
160.9993727674799020.00125446504019590.000627232520097948
170.9983771005294790.003245798941042530.00162289947052127
180.9938998495817660.0122003008364680.00610015041823399
190.9835353300225570.03292933995488530.0164646699774427
200.950808780048460.0983824399030790.0491912199515395







Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level40.571428571428571NOK
5% type I error level60.857142857142857NOK
10% type I error level71NOK

\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 & 4 & 0.571428571428571 & NOK \tabularnewline
5% type I error level & 6 & 0.857142857142857 & NOK \tabularnewline
10% type I error level & 7 & 1 & NOK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=163722&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]4[/C][C]0.571428571428571[/C][C]NOK[/C][/ROW]
[ROW][C]5% type I error level[/C][C]6[/C][C]0.857142857142857[/C][C]NOK[/C][/ROW]
[ROW][C]10% type I error level[/C][C]7[/C][C]1[/C][C]NOK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=163722&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=163722&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 level40.571428571428571NOK
5% type I error level60.857142857142857NOK
10% type I error level71NOK



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')
}