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Author*The author of this computation has been verified*
R Software Modulerwasp_multipleregression.wasp
Title produced by softwareMultiple Regression
Date of computationSun, 18 Nov 2012 09:51:27 -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/Nov/18/t1353250319smpumr71isdqw3x.htm/, Retrieved Mon, 29 Apr 2024 19:56:57 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=190196, Retrieved Mon, 29 Apr 2024 19:56:57 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact84
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Multiple Regression] [Competence to learn] [2010-11-17 07:43:53] [b98453cac15ba1066b407e146608df68]
- R PD    [Multiple Regression] [mini-tutorial] [2012-11-18 14:51:27] [2f047a68beb18e789d06219c4ebd4599] [Current]
-  M        [Multiple Regression] [producten1] [2012-11-20 21:20:24] [3dc52aaca1c2323e282536a0c7c26bc2]
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Dataseries X:
121.79	125.10	138.82	107.35	139.63	114.29	103.40	125.16	89.25	110.87	119.79	126.75	125.84
121.57	123.99	138.32	106.99	139.66	114.08	103.26	125.75	88.72	110.79	119.24	126.69	125.67
121.36	123.72	138.32	106.81	139.31	114.02	103.24	124.73	88.77	110.84	119.24	128.16	125.24
120.83	123.24	136.96	106.41	138.50	113.74	103.29	122.95	88.94	111.01	119.24	128.17	125.02
120.61	123.23	136.56	106.41	138.31	113.76	103.38	122.58	88.94	111.35	119.24	126.06	124.73
120.89	123.40	135.48	106.32	139.47	113.65	103.81	123.56	89.35	110.94	119.24	125.41	124.70
120.93	122.96	132.88	106.15	140.05	113.60	103.96	125.03	89.34	109.86	119.24	125.37	124.30
120.85	122.97	132.11	106.00	140.03	113.42	104.23	124.52	90.20	110.52	119.24	124.15	124.25
120.59	122.85	132.06	105.96	139.39	113.51	104.07	123.24	90.21	111.30	119.24	124.04	123.95
119.88	121.81	132.00	106.53	138.38	113.11	104.02	122.81	90.75	109.33	119.24	123.31	123.78
119.01	121.52	131.99	106.52	137.30	112.99	103.35	121.56	86.76	108.42	119.24	123.82	121.14
118.96	121.54	131.96	106.46	137.32	112.84	103.29	121.86	86.74	108.23	119.24	123.01	121.01
118.49	120.58	131.89	106.27	136.29	112.42	103.30	121.83	86.74	107.64	119.24	123.25	120.69
118.31	120.17	131.89	105.83	136.43	112.00	103.34	121.84	86.72	107.54	115.72	123.09	120.35
117.99	120.02	131.72	105.46	135.13	111.72	103.34	121.15	87.50	107.23	115.72	124.60	119.91
118.09	120.49	131.61	105.10	135.29	111.67	103.32	121.01	87.51	107.36	115.72	124.94	119.79
117.95	120.38	131.38	105.09	135.52	111.55	103.22	121.08	87.86	107.58	115.72	122.46	119.58
117.59	120.09	130.79	105.04	133.84	111.33	103.21	121.55	87.86	107.27	115.72	121.91	119.50
117.20	119.62	130.14	104.87	132.91	111.06	103.15	121.27	87.86	106.52	115.72	122.29	119.33
116.91	118.93	130.13	104.67	132.15	110.97	103.37	120.38	87.81	108.01	115.72	121.49	119.17
116.33	119.09	130.24	104.54	130.11	110.81	103.44	118.61	87.81	108.53	115.72	120.84	118.94
115.66	118.59	130.23	104.90	128.42	110.62	103.28	118.17	88.67	107.09	115.72	120.33	118.15
115.00	117.87	130.23	104.90	127.53	110.71	103.12	117.17	88.35	105.59	115.72	120.76	117.34
114.55	117.74	130.23	104.89	126.35	110.51	103.12	115.67	87.62	106.27	115.72	120.09	117.19
114.41	117.61	130.23	104.80	125.99	110.50	103.11	115.05	87.59	106.63	115.72	120.39	117.02
114.25	117.55	130.22	104.41	125.56	110.37	103.11	114.90	87.58	106.61	116.29	120.21	116.77
113.89	117.06	130.21	104.31	124.35	110.38	103.06	114.68	87.51	106.15	116.29	121.01	116.46
113.82	117.08	130.17	103.88	124.02	110.26	103.03	114.61	87.40	106.11	116.29	121.40	116.48
113.77	117.21	130.07	103.88	124.29	110.28	103.15	114.82	87.48	106.34	116.29	118.89	116.30
113.78	117.58	130.01	103.86	124.12	110.25	103.13	114.97	86.08	106.71	116.29	119.00	115.61
113.33	117.27	128.23	103.89	123.41	110.09	103.11	114.24	86.79	105.50	116.29	118.82	115.50
112.94	117.14	127.80	103.98	122.26	110.01	103.24	112.97	86.58	106.06	116.29	118.17	115.45
112.52	116.52	127.76	103.98	120.74	109.75	103.20	111.47	86.60	107.89	116.29	118.04	115.13
112.05	116.16	127.75	104.29	120.34	109.57	103.83	111.52	86.71	105.41	116.29	117.34	114.84
111.54	114.79	127.41	104.29	119.04	109.59	103.50	110.57	86.98	105.87	116.29	118.00	114.91
111.36	114.97	125.81	104.24	118.76	109.45	103.50	110.62	86.62	105.20	116.29	117.36	114.83
111.07	114.66	125.57	103.98	118.06	109.21	103.52	109.38	89.60	105.06	116.29	117.66	114.78
111.02	114.30	125.55	103.54	117.76	109.00	103.54	110.03	89.56	105.16	111.29	117.83	114.94
111.31	114.48	125.51	103.44	119.02	108.83	103.48	110.64	89.66	104.55	111.29	118.77	114.74
110.97	114.96	125.45	103.32	117.29	108.62	103.53	109.53	89.67	104.83	111.29	118.84	114.63
111.04	115.44	125.29	103.30	117.58	108.56	104.60	109.72	89.69	105.01	111.29	116.63	114.69
111.25	116.38	125.10	103.26	119.98	108.41	104.61	108.24	89.69	104.53	111.29	116.18	114.49
111.33	116.50	124.74	103.14	121.08	108.27	104.99	108.00	90.28	103.78	111.29	116.46	114.27
111.10	116.20	123.61	103.11	121.18	108.03	104.85	107.10	90.09	104.25	111.29	115.65	114.17
111.74	116.37	122.85	102.91	124.36	107.67	105.29	107.03	90.09	105.81	111.29	115.39	113.73
111.36	116.46	122.84	103.23	125.80	107.31	105.22	105.95	88.53	103.42	111.29	114.54	113.25
111.25	115.07	122.83	103.23	125.69	107.14	103.38	106.62	89.73	104.44	111.29	115.11	112.63
111.49	115.03	122.83	103.14	126.27	107.02	103.38	108.90	89.47	103.35	111.29	114.51	112.62
112.16	115.15	122.83	102.91	127.54	106.79	103.30	112.12	89.60	103.19	111.29	114.66	112.42
112.36	114.71	122.81	102.42	128.57	106.49	103.27	114.11	88.90	102.99	109.47	113.81	112.11
112.18	114.67	122.80	102.10	127.03	106.14	103.47	114.51	89.60	102.40	109.47	115.35	111.94
112.87	115.49	122.75	102.07	128.41	105.94	103.30	116.86	89.22	102.49	109.47	115.07	111.85
112.28	114.65	122.72	102.06	127.68	105.87	103.29	116.21	89.61	102.45	109.47	112.87	110.96
111.66	114.92	122.44	101.98	125.68	105.71	103.27	114.74	89.60	102.21	109.47	111.83	110.87
110.67	114.17	121.28	101.83	123.67	105.48	103.78	112.86	89.60	100.80	109.47	111.44	110.64
110.42	112.80	119.78	101.75	122.87	105.31	103.69	112.38	90.13	102.99	109.47	111.20	110.32
109.62	112.28	119.78	101.56	120.13	105.09	103.60	110.76	90.10	103.75	109.47	110.44	110.02
108.84	112.05	119.78	101.66	117.44	104.88	104.36	110.78	89.98	101.69	109.47	109.57	109.68
108.40	111.03	119.77	101.65	115.65	104.76	104.10	110.76	89.97	102.39	109.47	109.74	109.20
108.10	110.40	119.77	101.61	114.97	104.62	104.03	111.69	89.96	101.30	109.47	108.81	109.10
107.10	109.08	119.73	101.52	112.47	104.49	104.00	109.55	90.14	101.33	109.47	108.81	108.99
106.54	107.89	119.67	101.31	111.55	104.29	104.32	108.65	90.03	101.22	107.35	108.81	108.88
106.44	107.26	119.67	101.19	111.07	104.22	104.31	108.39	91.22	101.09	107.35	110.56	108.94
106.57	107.76	119.50	101.11	110.73	103.69	104.30	109.02	91.63	101.23	107.35	110.69	108.92
106.12	107.32	119.39	101.10	110.43	103.11	104.23	108.43	91.98	100.87	107.35	108.76	108.65
106.13	107.15	119.28	101.07	110.71	102.95	105.02	108.12	94.09	100.82	107.35	108.29	108.58
106.26	108.04	117.00	100.98	111.21	102.75	105.18	107.90	95.02	100.28	107.35	108.20	108.45
105.78	106.52	113.14	100.93	111.02	102.61	105.33	107.01	94.78	101.27	107.35	107.58	107.79
105.77	106.62	107.46	100.92	111.92	102.43	105.39	105.68	94.69	102.68	107.35	107.35	107.16
105.20	106.47	107.41	101.02	111.08	102.15	105.26	105.16	94.67	100.84	107.35	106.42	106.98
105.15	105.46	107.39	101.01	111.26	102.03	104.64	106.52	94.79	101.03	107.35	106.38	105.66
105.01	106.13	107.31	100.97	110.75	101.94	104.62	106.25	94.51	100.11	107.35	106.30	105.61
104.75	105.15	107.27	100.89	110.58	101.73	104.59	106.15	94.49	100.11	107.35	106.32	105.46
104.96	105.39	106.90	100.62	110.93	101.63	104.57	107.20	94.29	100.05	104.85	106.58	105.28
105.26	104.57	105.54	100.53	111.45	101.49	104.49	109.21	94.96	100.04	104.85	107.77	105.09
105.13	104.29	105.17	100.48	111.33	101.42	104.45	109.09	95.02	99.98	104.85	107.63	104.99
104.77	104.09	105.17	100.48	110.71	101.36	104.74	108.49	95.08	100.18	104.85	105.87	104.47
104.79	104.51	105.16	100.47	110.59	101.30	105.08	108.50	95.23	100.16	104.85	105.20	104.36
104.40	103.39	105.16	100.52	110.25	101.12	105.01	108.03	95.35	99.94	104.85	105.25	104.10
103.89	102.71	105.16	100.49	109.43	100.88	105.06	106.61	95.46	100.30	104.85	104.51	103.98
103.93	102.62	105.16	100.47	108.62	100.89	105.06	106.35	96.15	102.01	104.85	104.35	103.87
103.48	101.94	105.16	100.44	108.42	100.76	105.01	106.34	96.84	100.17	104.85	103.75	103.51




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time8 seconds
R Server'Gwilym Jenkins' @ jenkins.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 & 8 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=190196&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]8 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=190196&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=190196&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 time8 seconds
R Server'Gwilym Jenkins' @ jenkins.wessa.net







Multiple Linear Regression - Estimated Regression Equation
Algemeen_indexcijfer[t] = + 0.337764533021854 + 0.192250563369489Voedingsmiddelen_en_dranken[t] + 0.009930030926175Tabak[t] + 0.0604115202169186Kleding_en_schoeisel[t] + 0.156811098924995Huisv_wat_elektr_gas_ed[t] + 0.0731521484372605`Stoff_huish_app_&_ond_won.`[t] + 0.0410610022717327Gezondheidsuitgaven[t] + 0.156327648054967Vervoer[t] + 0.0358769329694971Communicatie[t] + 0.1236983623751Recreatie_en_cultuur[t] + 0.00553871537242655Onderwijs[t] + 0.0699583517705828`Hotels_caf\303\251s_en_restaurants`[t] + 0.071648887437092`Diverse_goederen_&_diensten`[t] + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
Algemeen_indexcijfer[t] =  +  0.337764533021854 +  0.192250563369489Voedingsmiddelen_en_dranken[t] +  0.009930030926175Tabak[t] +  0.0604115202169186Kleding_en_schoeisel[t] +  0.156811098924995Huisv_wat_elektr_gas_ed[t] +  0.0731521484372605`Stoff_huish_app_&_ond_won.`[t] +  0.0410610022717327Gezondheidsuitgaven[t] +  0.156327648054967Vervoer[t] +  0.0358769329694971Communicatie[t] +  0.1236983623751Recreatie_en_cultuur[t] +  0.00553871537242655Onderwijs[t] +  0.0699583517705828`Hotels_caf\303\251s_en_restaurants`[t] +  0.071648887437092`Diverse_goederen_&_diensten`[t]  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=190196&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]Algemeen_indexcijfer[t] =  +  0.337764533021854 +  0.192250563369489Voedingsmiddelen_en_dranken[t] +  0.009930030926175Tabak[t] +  0.0604115202169186Kleding_en_schoeisel[t] +  0.156811098924995Huisv_wat_elektr_gas_ed[t] +  0.0731521484372605`Stoff_huish_app_&_ond_won.`[t] +  0.0410610022717327Gezondheidsuitgaven[t] +  0.156327648054967Vervoer[t] +  0.0358769329694971Communicatie[t] +  0.1236983623751Recreatie_en_cultuur[t] +  0.00553871537242655Onderwijs[t] +  0.0699583517705828`Hotels_caf\303\251s_en_restaurants`[t] +  0.071648887437092`Diverse_goederen_&_diensten`[t]  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=190196&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=190196&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
Algemeen_indexcijfer[t] = + 0.337764533021854 + 0.192250563369489Voedingsmiddelen_en_dranken[t] + 0.009930030926175Tabak[t] + 0.0604115202169186Kleding_en_schoeisel[t] + 0.156811098924995Huisv_wat_elektr_gas_ed[t] + 0.0731521484372605`Stoff_huish_app_&_ond_won.`[t] + 0.0410610022717327Gezondheidsuitgaven[t] + 0.156327648054967Vervoer[t] + 0.0358769329694971Communicatie[t] + 0.1236983623751Recreatie_en_cultuur[t] + 0.00553871537242655Onderwijs[t] + 0.0699583517705828`Hotels_caf\303\251s_en_restaurants`[t] + 0.071648887437092`Diverse_goederen_&_diensten`[t] + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)0.3377645330218540.1982271.70390.0928950.046447
Voedingsmiddelen_en_dranken0.1922505633694890.000682281.980100
Tabak0.0099300309261750.00029933.265800
Kleding_en_schoeisel0.06041152021691860.00166736.249500
Huisv_wat_elektr_gas_ed0.1568110989249950.000265591.176300
`Stoff_huish_app_&_ond_won.`0.07315214843726050.00170842.839600
Gezondheidsuitgaven0.04106100227173270.0013231.114100
Vervoer0.1563276480549670.000246634.316300
Communicatie0.03587693296949710.00059959.935400
Recreatie_en_cultuur0.12369836237510.000592208.917800
Onderwijs0.005538715372426550.00046811.830600
`Hotels_caf\303\251s_en_restaurants`0.06995835177058280.000477146.614700
`Diverse_goederen_&_diensten`0.0716488874370920.00108166.281100

\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) & 0.337764533021854 & 0.198227 & 1.7039 & 0.092895 & 0.046447 \tabularnewline
Voedingsmiddelen_en_dranken & 0.192250563369489 & 0.000682 & 281.9801 & 0 & 0 \tabularnewline
Tabak & 0.009930030926175 & 0.000299 & 33.2658 & 0 & 0 \tabularnewline
Kleding_en_schoeisel & 0.0604115202169186 & 0.001667 & 36.2495 & 0 & 0 \tabularnewline
Huisv_wat_elektr_gas_ed & 0.156811098924995 & 0.000265 & 591.1763 & 0 & 0 \tabularnewline
`Stoff_huish_app_&_ond_won.` & 0.0731521484372605 & 0.001708 & 42.8396 & 0 & 0 \tabularnewline
Gezondheidsuitgaven & 0.0410610022717327 & 0.00132 & 31.1141 & 0 & 0 \tabularnewline
Vervoer & 0.156327648054967 & 0.000246 & 634.3163 & 0 & 0 \tabularnewline
Communicatie & 0.0358769329694971 & 0.000599 & 59.9354 & 0 & 0 \tabularnewline
Recreatie_en_cultuur & 0.1236983623751 & 0.000592 & 208.9178 & 0 & 0 \tabularnewline
Onderwijs & 0.00553871537242655 & 0.000468 & 11.8306 & 0 & 0 \tabularnewline
`Hotels_caf\303\251s_en_restaurants` & 0.0699583517705828 & 0.000477 & 146.6147 & 0 & 0 \tabularnewline
`Diverse_goederen_&_diensten` & 0.071648887437092 & 0.001081 & 66.2811 & 0 & 0 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=190196&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]0.337764533021854[/C][C]0.198227[/C][C]1.7039[/C][C]0.092895[/C][C]0.046447[/C][/ROW]
[ROW][C]Voedingsmiddelen_en_dranken[/C][C]0.192250563369489[/C][C]0.000682[/C][C]281.9801[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]Tabak[/C][C]0.009930030926175[/C][C]0.000299[/C][C]33.2658[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]Kleding_en_schoeisel[/C][C]0.0604115202169186[/C][C]0.001667[/C][C]36.2495[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]Huisv_wat_elektr_gas_ed[/C][C]0.156811098924995[/C][C]0.000265[/C][C]591.1763[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]`Stoff_huish_app_&_ond_won.`[/C][C]0.0731521484372605[/C][C]0.001708[/C][C]42.8396[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]Gezondheidsuitgaven[/C][C]0.0410610022717327[/C][C]0.00132[/C][C]31.1141[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]Vervoer[/C][C]0.156327648054967[/C][C]0.000246[/C][C]634.3163[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]Communicatie[/C][C]0.0358769329694971[/C][C]0.000599[/C][C]59.9354[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]Recreatie_en_cultuur[/C][C]0.1236983623751[/C][C]0.000592[/C][C]208.9178[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]Onderwijs[/C][C]0.00553871537242655[/C][C]0.000468[/C][C]11.8306[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]`Hotels_caf\303\251s_en_restaurants`[/C][C]0.0699583517705828[/C][C]0.000477[/C][C]146.6147[/C][C]0[/C][C]0[/C][/ROW]
[ROW][C]`Diverse_goederen_&_diensten`[/C][C]0.071648887437092[/C][C]0.001081[/C][C]66.2811[/C][C]0[/C][C]0[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=190196&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=190196&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)0.3377645330218540.1982271.70390.0928950.046447
Voedingsmiddelen_en_dranken0.1922505633694890.000682281.980100
Tabak0.0099300309261750.00029933.265800
Kleding_en_schoeisel0.06041152021691860.00166736.249500
Huisv_wat_elektr_gas_ed0.1568110989249950.000265591.176300
`Stoff_huish_app_&_ond_won.`0.07315214843726050.00170842.839600
Gezondheidsuitgaven0.04106100227173270.0013231.114100
Vervoer0.1563276480549670.000246634.316300
Communicatie0.03587693296949710.00059959.935400
Recreatie_en_cultuur0.12369836237510.000592208.917800
Onderwijs0.005538715372426550.00046811.830600
`Hotels_caf\303\251s_en_restaurants`0.06995835177058280.000477146.614700
`Diverse_goederen_&_diensten`0.0716488874370920.00108166.281100







Multiple Linear Regression - Regression Statistics
Multiple R0.999999826703579
R-squared0.999999653407189
Adjusted R-squared0.999999593130178
F-TEST (value)16590067.1434571
F-TEST (DF numerator)12
F-TEST (DF denominator)69
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.00339726745787305
Sum Squared Residuals0.0007963584064423

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.999999826703579 \tabularnewline
R-squared & 0.999999653407189 \tabularnewline
Adjusted R-squared & 0.999999593130178 \tabularnewline
F-TEST (value) & 16590067.1434571 \tabularnewline
F-TEST (DF numerator) & 12 \tabularnewline
F-TEST (DF denominator) & 69 \tabularnewline
p-value & 0 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 0.00339726745787305 \tabularnewline
Sum Squared Residuals & 0.0007963584064423 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=190196&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.999999826703579[/C][/ROW]
[ROW][C]R-squared[/C][C]0.999999653407189[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]0.999999593130178[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]16590067.1434571[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]12[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]69[/C][/ROW]
[ROW][C]p-value[/C][C]0[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C]0.00339726745787305[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]0.0007963584064423[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=190196&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=190196&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 R0.999999826703579
R-squared0.999999653407189
Adjusted R-squared0.999999593130178
F-TEST (value)16590067.1434571
F-TEST (DF numerator)12
F-TEST (DF denominator)69
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation0.00339726745787305
Sum Squared Residuals0.0007963584064423







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
1121.79121.7831959527740.0068040472258834
2121.57121.570577069634-0.000577069633896079
3121.36121.368255429566-0.00825542956563655
4120.83120.8266605823760.00333941762389152
5120.61120.611956402584-0.00195640258390613
6120.89120.8895598113020.000440188697753522
7120.93120.926724257770.00327574222953391
8120.85120.850558120956-0.000558120955975483
9120.59120.591783938227-0.00178393822654119
10119.88119.881205971192-0.00120597119173684
11119.01119.01450644032-0.00450644032034935
12118.96118.960826045628-0.000826045628394987
13118.49118.4884539867760.00154601322393048
14118.31118.3093479439570.000652056043344352
15117.99117.9880160004720.00198399952814088
16118.09118.0858859217570.0041140782434486
17117.95117.9472030550570.00279694494331694
18117.59117.59354286633-0.00354286633010208
19117.2117.1962699103650.00373008963525656
20116.91116.91066331236-0.000663312359693224
21116.33116.331608531491-0.00160853149091167
22115.66115.663315645936-0.00331564593633487
23115115.004037977532-0.00403797753238177
24114.55114.5445875871360.00541241286373741
25114.41114.411903005297-0.00190300529735836
26114.25114.2461400852660.00385991473440042
27113.89113.894684710294-0.00468471029360379
28113.82113.8192772185590.000722781441421408
29113.77113.7676634700480.00233652995237047
30113.78113.784565996412-0.00456599641153153
31113.33113.326448308210.00355169178967414
32112.94112.9359212941040.00407870589591562
33112.52112.5178857145410.0021142854592693
34112.05112.052522270571-0.00252227057116412
35111.54111.5390859590880.0009140409120884
36111.36111.362151554136-0.00215155413575718
37111.07111.071114879073-0.00111487907328182
38111.02111.021751841026-0.00175184102566866
39111.31111.3075236791870.00247632081311667
40110.97110.9658529915840.00414700841626756
41111.04111.042734061712-0.00273406171190925
42111.25111.2483796809260.00162031907388068
43111.33111.333180210268-0.00318021026763164
44111.1111.101643390778-0.00164339077796118
45111.74111.7374000491560.00259995084423464
46111.36111.3562368984920.00376310150834726
47111.25111.253090108484-0.00309010848378956
48111.49111.491711548761-0.00171154876119627
49112.16112.164338453349-0.00433845334926138
50112.36112.3577681952230.0022318047773144
51112.18112.181985471428-0.00198547142775828
52112.87112.87094345533-0.000943455330188631
53112.28112.2783028177540.00169718224562214
54111.66111.6573962732910.00260372670919148
55110.67110.6694799244420.000520075557726983
56110.42110.4199477186455.22813552218052e-05
57109.62109.624068506926-0.00406850692646297
58108.84108.8386928905630.00130710943733543
59108.4108.402352900138-0.0023529001384644
60108.1108.097040038680.00295996132000096
61107.1107.102411954648-0.00241195464827184
62106.54106.5367228232210.00327717677904638
63106.44106.44024862145-0.000248621450222889
64106.57106.575531193437-0.00553119343727712
65106.12106.1183260662270.00167393377287011
66106.13106.130537769287-0.000537769286716254
67106.26106.260473885874-0.000473885873685533
68105.78105.7770831391930.00291686080651654
69105.77105.771768542194-0.00176854219361722
70105.2105.203362783905-0.00336278390533826
71105.15105.1454155743420.00458442565840937
72105.01105.0083984025550.00160159744505017
73104.75104.7458125899960.0041874100038073
74104.96104.959707278450.000292721549869829
75105.26105.2577918121360.00220818786370212
76105.13105.130698883064-0.000698883064323791
77104.77104.775256029846-0.00525602984619026
78104.79104.795769506819-0.00576950681919152
79104.4104.402598825847-0.00259882584685075
80103.89103.89209309656-0.00209309656018829
81103.93103.9238562278220.00614377217757175
82103.48103.4762066598880.00379334011224208

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 121.79 & 121.783195952774 & 0.0068040472258834 \tabularnewline
2 & 121.57 & 121.570577069634 & -0.000577069633896079 \tabularnewline
3 & 121.36 & 121.368255429566 & -0.00825542956563655 \tabularnewline
4 & 120.83 & 120.826660582376 & 0.00333941762389152 \tabularnewline
5 & 120.61 & 120.611956402584 & -0.00195640258390613 \tabularnewline
6 & 120.89 & 120.889559811302 & 0.000440188697753522 \tabularnewline
7 & 120.93 & 120.92672425777 & 0.00327574222953391 \tabularnewline
8 & 120.85 & 120.850558120956 & -0.000558120955975483 \tabularnewline
9 & 120.59 & 120.591783938227 & -0.00178393822654119 \tabularnewline
10 & 119.88 & 119.881205971192 & -0.00120597119173684 \tabularnewline
11 & 119.01 & 119.01450644032 & -0.00450644032034935 \tabularnewline
12 & 118.96 & 118.960826045628 & -0.000826045628394987 \tabularnewline
13 & 118.49 & 118.488453986776 & 0.00154601322393048 \tabularnewline
14 & 118.31 & 118.309347943957 & 0.000652056043344352 \tabularnewline
15 & 117.99 & 117.988016000472 & 0.00198399952814088 \tabularnewline
16 & 118.09 & 118.085885921757 & 0.0041140782434486 \tabularnewline
17 & 117.95 & 117.947203055057 & 0.00279694494331694 \tabularnewline
18 & 117.59 & 117.59354286633 & -0.00354286633010208 \tabularnewline
19 & 117.2 & 117.196269910365 & 0.00373008963525656 \tabularnewline
20 & 116.91 & 116.91066331236 & -0.000663312359693224 \tabularnewline
21 & 116.33 & 116.331608531491 & -0.00160853149091167 \tabularnewline
22 & 115.66 & 115.663315645936 & -0.00331564593633487 \tabularnewline
23 & 115 & 115.004037977532 & -0.00403797753238177 \tabularnewline
24 & 114.55 & 114.544587587136 & 0.00541241286373741 \tabularnewline
25 & 114.41 & 114.411903005297 & -0.00190300529735836 \tabularnewline
26 & 114.25 & 114.246140085266 & 0.00385991473440042 \tabularnewline
27 & 113.89 & 113.894684710294 & -0.00468471029360379 \tabularnewline
28 & 113.82 & 113.819277218559 & 0.000722781441421408 \tabularnewline
29 & 113.77 & 113.767663470048 & 0.00233652995237047 \tabularnewline
30 & 113.78 & 113.784565996412 & -0.00456599641153153 \tabularnewline
31 & 113.33 & 113.32644830821 & 0.00355169178967414 \tabularnewline
32 & 112.94 & 112.935921294104 & 0.00407870589591562 \tabularnewline
33 & 112.52 & 112.517885714541 & 0.0021142854592693 \tabularnewline
34 & 112.05 & 112.052522270571 & -0.00252227057116412 \tabularnewline
35 & 111.54 & 111.539085959088 & 0.0009140409120884 \tabularnewline
36 & 111.36 & 111.362151554136 & -0.00215155413575718 \tabularnewline
37 & 111.07 & 111.071114879073 & -0.00111487907328182 \tabularnewline
38 & 111.02 & 111.021751841026 & -0.00175184102566866 \tabularnewline
39 & 111.31 & 111.307523679187 & 0.00247632081311667 \tabularnewline
40 & 110.97 & 110.965852991584 & 0.00414700841626756 \tabularnewline
41 & 111.04 & 111.042734061712 & -0.00273406171190925 \tabularnewline
42 & 111.25 & 111.248379680926 & 0.00162031907388068 \tabularnewline
43 & 111.33 & 111.333180210268 & -0.00318021026763164 \tabularnewline
44 & 111.1 & 111.101643390778 & -0.00164339077796118 \tabularnewline
45 & 111.74 & 111.737400049156 & 0.00259995084423464 \tabularnewline
46 & 111.36 & 111.356236898492 & 0.00376310150834726 \tabularnewline
47 & 111.25 & 111.253090108484 & -0.00309010848378956 \tabularnewline
48 & 111.49 & 111.491711548761 & -0.00171154876119627 \tabularnewline
49 & 112.16 & 112.164338453349 & -0.00433845334926138 \tabularnewline
50 & 112.36 & 112.357768195223 & 0.0022318047773144 \tabularnewline
51 & 112.18 & 112.181985471428 & -0.00198547142775828 \tabularnewline
52 & 112.87 & 112.87094345533 & -0.000943455330188631 \tabularnewline
53 & 112.28 & 112.278302817754 & 0.00169718224562214 \tabularnewline
54 & 111.66 & 111.657396273291 & 0.00260372670919148 \tabularnewline
55 & 110.67 & 110.669479924442 & 0.000520075557726983 \tabularnewline
56 & 110.42 & 110.419947718645 & 5.22813552218052e-05 \tabularnewline
57 & 109.62 & 109.624068506926 & -0.00406850692646297 \tabularnewline
58 & 108.84 & 108.838692890563 & 0.00130710943733543 \tabularnewline
59 & 108.4 & 108.402352900138 & -0.0023529001384644 \tabularnewline
60 & 108.1 & 108.09704003868 & 0.00295996132000096 \tabularnewline
61 & 107.1 & 107.102411954648 & -0.00241195464827184 \tabularnewline
62 & 106.54 & 106.536722823221 & 0.00327717677904638 \tabularnewline
63 & 106.44 & 106.44024862145 & -0.000248621450222889 \tabularnewline
64 & 106.57 & 106.575531193437 & -0.00553119343727712 \tabularnewline
65 & 106.12 & 106.118326066227 & 0.00167393377287011 \tabularnewline
66 & 106.13 & 106.130537769287 & -0.000537769286716254 \tabularnewline
67 & 106.26 & 106.260473885874 & -0.000473885873685533 \tabularnewline
68 & 105.78 & 105.777083139193 & 0.00291686080651654 \tabularnewline
69 & 105.77 & 105.771768542194 & -0.00176854219361722 \tabularnewline
70 & 105.2 & 105.203362783905 & -0.00336278390533826 \tabularnewline
71 & 105.15 & 105.145415574342 & 0.00458442565840937 \tabularnewline
72 & 105.01 & 105.008398402555 & 0.00160159744505017 \tabularnewline
73 & 104.75 & 104.745812589996 & 0.0041874100038073 \tabularnewline
74 & 104.96 & 104.95970727845 & 0.000292721549869829 \tabularnewline
75 & 105.26 & 105.257791812136 & 0.00220818786370212 \tabularnewline
76 & 105.13 & 105.130698883064 & -0.000698883064323791 \tabularnewline
77 & 104.77 & 104.775256029846 & -0.00525602984619026 \tabularnewline
78 & 104.79 & 104.795769506819 & -0.00576950681919152 \tabularnewline
79 & 104.4 & 104.402598825847 & -0.00259882584685075 \tabularnewline
80 & 103.89 & 103.89209309656 & -0.00209309656018829 \tabularnewline
81 & 103.93 & 103.923856227822 & 0.00614377217757175 \tabularnewline
82 & 103.48 & 103.476206659888 & 0.00379334011224208 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=190196&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]121.79[/C][C]121.783195952774[/C][C]0.0068040472258834[/C][/ROW]
[ROW][C]2[/C][C]121.57[/C][C]121.570577069634[/C][C]-0.000577069633896079[/C][/ROW]
[ROW][C]3[/C][C]121.36[/C][C]121.368255429566[/C][C]-0.00825542956563655[/C][/ROW]
[ROW][C]4[/C][C]120.83[/C][C]120.826660582376[/C][C]0.00333941762389152[/C][/ROW]
[ROW][C]5[/C][C]120.61[/C][C]120.611956402584[/C][C]-0.00195640258390613[/C][/ROW]
[ROW][C]6[/C][C]120.89[/C][C]120.889559811302[/C][C]0.000440188697753522[/C][/ROW]
[ROW][C]7[/C][C]120.93[/C][C]120.92672425777[/C][C]0.00327574222953391[/C][/ROW]
[ROW][C]8[/C][C]120.85[/C][C]120.850558120956[/C][C]-0.000558120955975483[/C][/ROW]
[ROW][C]9[/C][C]120.59[/C][C]120.591783938227[/C][C]-0.00178393822654119[/C][/ROW]
[ROW][C]10[/C][C]119.88[/C][C]119.881205971192[/C][C]-0.00120597119173684[/C][/ROW]
[ROW][C]11[/C][C]119.01[/C][C]119.01450644032[/C][C]-0.00450644032034935[/C][/ROW]
[ROW][C]12[/C][C]118.96[/C][C]118.960826045628[/C][C]-0.000826045628394987[/C][/ROW]
[ROW][C]13[/C][C]118.49[/C][C]118.488453986776[/C][C]0.00154601322393048[/C][/ROW]
[ROW][C]14[/C][C]118.31[/C][C]118.309347943957[/C][C]0.000652056043344352[/C][/ROW]
[ROW][C]15[/C][C]117.99[/C][C]117.988016000472[/C][C]0.00198399952814088[/C][/ROW]
[ROW][C]16[/C][C]118.09[/C][C]118.085885921757[/C][C]0.0041140782434486[/C][/ROW]
[ROW][C]17[/C][C]117.95[/C][C]117.947203055057[/C][C]0.00279694494331694[/C][/ROW]
[ROW][C]18[/C][C]117.59[/C][C]117.59354286633[/C][C]-0.00354286633010208[/C][/ROW]
[ROW][C]19[/C][C]117.2[/C][C]117.196269910365[/C][C]0.00373008963525656[/C][/ROW]
[ROW][C]20[/C][C]116.91[/C][C]116.91066331236[/C][C]-0.000663312359693224[/C][/ROW]
[ROW][C]21[/C][C]116.33[/C][C]116.331608531491[/C][C]-0.00160853149091167[/C][/ROW]
[ROW][C]22[/C][C]115.66[/C][C]115.663315645936[/C][C]-0.00331564593633487[/C][/ROW]
[ROW][C]23[/C][C]115[/C][C]115.004037977532[/C][C]-0.00403797753238177[/C][/ROW]
[ROW][C]24[/C][C]114.55[/C][C]114.544587587136[/C][C]0.00541241286373741[/C][/ROW]
[ROW][C]25[/C][C]114.41[/C][C]114.411903005297[/C][C]-0.00190300529735836[/C][/ROW]
[ROW][C]26[/C][C]114.25[/C][C]114.246140085266[/C][C]0.00385991473440042[/C][/ROW]
[ROW][C]27[/C][C]113.89[/C][C]113.894684710294[/C][C]-0.00468471029360379[/C][/ROW]
[ROW][C]28[/C][C]113.82[/C][C]113.819277218559[/C][C]0.000722781441421408[/C][/ROW]
[ROW][C]29[/C][C]113.77[/C][C]113.767663470048[/C][C]0.00233652995237047[/C][/ROW]
[ROW][C]30[/C][C]113.78[/C][C]113.784565996412[/C][C]-0.00456599641153153[/C][/ROW]
[ROW][C]31[/C][C]113.33[/C][C]113.32644830821[/C][C]0.00355169178967414[/C][/ROW]
[ROW][C]32[/C][C]112.94[/C][C]112.935921294104[/C][C]0.00407870589591562[/C][/ROW]
[ROW][C]33[/C][C]112.52[/C][C]112.517885714541[/C][C]0.0021142854592693[/C][/ROW]
[ROW][C]34[/C][C]112.05[/C][C]112.052522270571[/C][C]-0.00252227057116412[/C][/ROW]
[ROW][C]35[/C][C]111.54[/C][C]111.539085959088[/C][C]0.0009140409120884[/C][/ROW]
[ROW][C]36[/C][C]111.36[/C][C]111.362151554136[/C][C]-0.00215155413575718[/C][/ROW]
[ROW][C]37[/C][C]111.07[/C][C]111.071114879073[/C][C]-0.00111487907328182[/C][/ROW]
[ROW][C]38[/C][C]111.02[/C][C]111.021751841026[/C][C]-0.00175184102566866[/C][/ROW]
[ROW][C]39[/C][C]111.31[/C][C]111.307523679187[/C][C]0.00247632081311667[/C][/ROW]
[ROW][C]40[/C][C]110.97[/C][C]110.965852991584[/C][C]0.00414700841626756[/C][/ROW]
[ROW][C]41[/C][C]111.04[/C][C]111.042734061712[/C][C]-0.00273406171190925[/C][/ROW]
[ROW][C]42[/C][C]111.25[/C][C]111.248379680926[/C][C]0.00162031907388068[/C][/ROW]
[ROW][C]43[/C][C]111.33[/C][C]111.333180210268[/C][C]-0.00318021026763164[/C][/ROW]
[ROW][C]44[/C][C]111.1[/C][C]111.101643390778[/C][C]-0.00164339077796118[/C][/ROW]
[ROW][C]45[/C][C]111.74[/C][C]111.737400049156[/C][C]0.00259995084423464[/C][/ROW]
[ROW][C]46[/C][C]111.36[/C][C]111.356236898492[/C][C]0.00376310150834726[/C][/ROW]
[ROW][C]47[/C][C]111.25[/C][C]111.253090108484[/C][C]-0.00309010848378956[/C][/ROW]
[ROW][C]48[/C][C]111.49[/C][C]111.491711548761[/C][C]-0.00171154876119627[/C][/ROW]
[ROW][C]49[/C][C]112.16[/C][C]112.164338453349[/C][C]-0.00433845334926138[/C][/ROW]
[ROW][C]50[/C][C]112.36[/C][C]112.357768195223[/C][C]0.0022318047773144[/C][/ROW]
[ROW][C]51[/C][C]112.18[/C][C]112.181985471428[/C][C]-0.00198547142775828[/C][/ROW]
[ROW][C]52[/C][C]112.87[/C][C]112.87094345533[/C][C]-0.000943455330188631[/C][/ROW]
[ROW][C]53[/C][C]112.28[/C][C]112.278302817754[/C][C]0.00169718224562214[/C][/ROW]
[ROW][C]54[/C][C]111.66[/C][C]111.657396273291[/C][C]0.00260372670919148[/C][/ROW]
[ROW][C]55[/C][C]110.67[/C][C]110.669479924442[/C][C]0.000520075557726983[/C][/ROW]
[ROW][C]56[/C][C]110.42[/C][C]110.419947718645[/C][C]5.22813552218052e-05[/C][/ROW]
[ROW][C]57[/C][C]109.62[/C][C]109.624068506926[/C][C]-0.00406850692646297[/C][/ROW]
[ROW][C]58[/C][C]108.84[/C][C]108.838692890563[/C][C]0.00130710943733543[/C][/ROW]
[ROW][C]59[/C][C]108.4[/C][C]108.402352900138[/C][C]-0.0023529001384644[/C][/ROW]
[ROW][C]60[/C][C]108.1[/C][C]108.09704003868[/C][C]0.00295996132000096[/C][/ROW]
[ROW][C]61[/C][C]107.1[/C][C]107.102411954648[/C][C]-0.00241195464827184[/C][/ROW]
[ROW][C]62[/C][C]106.54[/C][C]106.536722823221[/C][C]0.00327717677904638[/C][/ROW]
[ROW][C]63[/C][C]106.44[/C][C]106.44024862145[/C][C]-0.000248621450222889[/C][/ROW]
[ROW][C]64[/C][C]106.57[/C][C]106.575531193437[/C][C]-0.00553119343727712[/C][/ROW]
[ROW][C]65[/C][C]106.12[/C][C]106.118326066227[/C][C]0.00167393377287011[/C][/ROW]
[ROW][C]66[/C][C]106.13[/C][C]106.130537769287[/C][C]-0.000537769286716254[/C][/ROW]
[ROW][C]67[/C][C]106.26[/C][C]106.260473885874[/C][C]-0.000473885873685533[/C][/ROW]
[ROW][C]68[/C][C]105.78[/C][C]105.777083139193[/C][C]0.00291686080651654[/C][/ROW]
[ROW][C]69[/C][C]105.77[/C][C]105.771768542194[/C][C]-0.00176854219361722[/C][/ROW]
[ROW][C]70[/C][C]105.2[/C][C]105.203362783905[/C][C]-0.00336278390533826[/C][/ROW]
[ROW][C]71[/C][C]105.15[/C][C]105.145415574342[/C][C]0.00458442565840937[/C][/ROW]
[ROW][C]72[/C][C]105.01[/C][C]105.008398402555[/C][C]0.00160159744505017[/C][/ROW]
[ROW][C]73[/C][C]104.75[/C][C]104.745812589996[/C][C]0.0041874100038073[/C][/ROW]
[ROW][C]74[/C][C]104.96[/C][C]104.95970727845[/C][C]0.000292721549869829[/C][/ROW]
[ROW][C]75[/C][C]105.26[/C][C]105.257791812136[/C][C]0.00220818786370212[/C][/ROW]
[ROW][C]76[/C][C]105.13[/C][C]105.130698883064[/C][C]-0.000698883064323791[/C][/ROW]
[ROW][C]77[/C][C]104.77[/C][C]104.775256029846[/C][C]-0.00525602984619026[/C][/ROW]
[ROW][C]78[/C][C]104.79[/C][C]104.795769506819[/C][C]-0.00576950681919152[/C][/ROW]
[ROW][C]79[/C][C]104.4[/C][C]104.402598825847[/C][C]-0.00259882584685075[/C][/ROW]
[ROW][C]80[/C][C]103.89[/C][C]103.89209309656[/C][C]-0.00209309656018829[/C][/ROW]
[ROW][C]81[/C][C]103.93[/C][C]103.923856227822[/C][C]0.00614377217757175[/C][/ROW]
[ROW][C]82[/C][C]103.48[/C][C]103.476206659888[/C][C]0.00379334011224208[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=190196&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=190196&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
1121.79121.7831959527740.0068040472258834
2121.57121.570577069634-0.000577069633896079
3121.36121.368255429566-0.00825542956563655
4120.83120.8266605823760.00333941762389152
5120.61120.611956402584-0.00195640258390613
6120.89120.8895598113020.000440188697753522
7120.93120.926724257770.00327574222953391
8120.85120.850558120956-0.000558120955975483
9120.59120.591783938227-0.00178393822654119
10119.88119.881205971192-0.00120597119173684
11119.01119.01450644032-0.00450644032034935
12118.96118.960826045628-0.000826045628394987
13118.49118.4884539867760.00154601322393048
14118.31118.3093479439570.000652056043344352
15117.99117.9880160004720.00198399952814088
16118.09118.0858859217570.0041140782434486
17117.95117.9472030550570.00279694494331694
18117.59117.59354286633-0.00354286633010208
19117.2117.1962699103650.00373008963525656
20116.91116.91066331236-0.000663312359693224
21116.33116.331608531491-0.00160853149091167
22115.66115.663315645936-0.00331564593633487
23115115.004037977532-0.00403797753238177
24114.55114.5445875871360.00541241286373741
25114.41114.411903005297-0.00190300529735836
26114.25114.2461400852660.00385991473440042
27113.89113.894684710294-0.00468471029360379
28113.82113.8192772185590.000722781441421408
29113.77113.7676634700480.00233652995237047
30113.78113.784565996412-0.00456599641153153
31113.33113.326448308210.00355169178967414
32112.94112.9359212941040.00407870589591562
33112.52112.5178857145410.0021142854592693
34112.05112.052522270571-0.00252227057116412
35111.54111.5390859590880.0009140409120884
36111.36111.362151554136-0.00215155413575718
37111.07111.071114879073-0.00111487907328182
38111.02111.021751841026-0.00175184102566866
39111.31111.3075236791870.00247632081311667
40110.97110.9658529915840.00414700841626756
41111.04111.042734061712-0.00273406171190925
42111.25111.2483796809260.00162031907388068
43111.33111.333180210268-0.00318021026763164
44111.1111.101643390778-0.00164339077796118
45111.74111.7374000491560.00259995084423464
46111.36111.3562368984920.00376310150834726
47111.25111.253090108484-0.00309010848378956
48111.49111.491711548761-0.00171154876119627
49112.16112.164338453349-0.00433845334926138
50112.36112.3577681952230.0022318047773144
51112.18112.181985471428-0.00198547142775828
52112.87112.87094345533-0.000943455330188631
53112.28112.2783028177540.00169718224562214
54111.66111.6573962732910.00260372670919148
55110.67110.6694799244420.000520075557726983
56110.42110.4199477186455.22813552218052e-05
57109.62109.624068506926-0.00406850692646297
58108.84108.8386928905630.00130710943733543
59108.4108.402352900138-0.0023529001384644
60108.1108.097040038680.00295996132000096
61107.1107.102411954648-0.00241195464827184
62106.54106.5367228232210.00327717677904638
63106.44106.44024862145-0.000248621450222889
64106.57106.575531193437-0.00553119343727712
65106.12106.1183260662270.00167393377287011
66106.13106.130537769287-0.000537769286716254
67106.26106.260473885874-0.000473885873685533
68105.78105.7770831391930.00291686080651654
69105.77105.771768542194-0.00176854219361722
70105.2105.203362783905-0.00336278390533826
71105.15105.1454155743420.00458442565840937
72105.01105.0083984025550.00160159744505017
73104.75104.7458125899960.0041874100038073
74104.96104.959707278450.000292721549869829
75105.26105.2577918121360.00220818786370212
76105.13105.130698883064-0.000698883064323791
77104.77104.775256029846-0.00525602984619026
78104.79104.795769506819-0.00576950681919152
79104.4104.402598825847-0.00259882584685075
80103.89103.89209309656-0.00209309656018829
81103.93103.9238562278220.00614377217757175
82103.48103.4762066598880.00379334011224208







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
160.4172944150338560.8345888300677110.582705584966144
170.3314260165147490.6628520330294990.668573983485251
180.7681962649626090.4636074700747820.231803735037391
190.6843461195324420.6313077609351170.315653880467558
200.6724935294243570.6550129411512860.327506470575643
210.5839804795683520.8320390408632950.416019520431648
220.5726899394554670.8546201210890660.427310060544533
230.5332934352996520.9334131294006960.466706564700348
240.6172415480718530.7655169038562950.382758451928147
250.5475186087137580.9049627825724850.452481391286242
260.5175566413327640.9648867173344720.482443358667236
270.5155811100338730.9688377799322540.484418889966127
280.429763014306340.8595260286126790.57023698569366
290.3642100634530250.7284201269060510.635789936546975
300.4166056364138170.8332112728276340.583394363586183
310.3616327938059230.7232655876118460.638367206194077
320.3378064685617280.6756129371234550.662193531438273
330.389111664103550.77822332820710.61088833589645
340.5445882936876390.9108234126247220.455411706312361
350.5236908395664270.9526183208671450.476309160433573
360.5560829295365040.8878341409269930.443917070463496
370.5059162470911310.9881675058177380.494083752908869
380.4454671790698230.8909343581396470.554532820930177
390.3903530904210380.7807061808420760.609646909578962
400.4586506566344890.9173013132689770.541349343365511
410.449718050056860.8994361001137210.55028194994314
420.4974405897709850.994881179541970.502559410229015
430.4825060233942140.9650120467884280.517493976605786
440.4361057318652910.8722114637305830.563894268134709
450.48860940763040.9772188152607990.5113905923696
460.5229718621133230.9540562757733530.477028137886677
470.5391504902182560.9216990195634880.460849509781744
480.4673061131407970.9346122262815940.532693886859203
490.6282906534287250.7434186931425490.371709346571275
500.6336156005290570.7327687989418870.366384399470943
510.5981786217655620.8036427564688750.401821378234438
520.5200538511692570.9598922976614870.479946148830743
530.5149629929007850.9700740141984290.485037007099215
540.4615583436578070.9231166873156140.538441656342193
550.3865156458070560.7730312916141110.613484354192944
560.3195200813199950.6390401626399910.680479918680005
570.5072631827275090.9854736345449820.492736817272491
580.4318509064684120.8637018129368250.568149093531588
590.4693710286281540.9387420572563070.530628971371846
600.4141105907632050.828221181526410.585889409236795
610.423788979145080.8475779582901610.57621102085492
620.5547368866457930.8905262267084150.445263113354207
630.5893023542635820.8213952914728370.410697645736418
640.6834618548671710.6330762902656580.316538145132829
650.563520348899730.872959302200540.43647965110027
660.6694147700617610.6611704598764790.330585229938239

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
16 & 0.417294415033856 & 0.834588830067711 & 0.582705584966144 \tabularnewline
17 & 0.331426016514749 & 0.662852033029499 & 0.668573983485251 \tabularnewline
18 & 0.768196264962609 & 0.463607470074782 & 0.231803735037391 \tabularnewline
19 & 0.684346119532442 & 0.631307760935117 & 0.315653880467558 \tabularnewline
20 & 0.672493529424357 & 0.655012941151286 & 0.327506470575643 \tabularnewline
21 & 0.583980479568352 & 0.832039040863295 & 0.416019520431648 \tabularnewline
22 & 0.572689939455467 & 0.854620121089066 & 0.427310060544533 \tabularnewline
23 & 0.533293435299652 & 0.933413129400696 & 0.466706564700348 \tabularnewline
24 & 0.617241548071853 & 0.765516903856295 & 0.382758451928147 \tabularnewline
25 & 0.547518608713758 & 0.904962782572485 & 0.452481391286242 \tabularnewline
26 & 0.517556641332764 & 0.964886717334472 & 0.482443358667236 \tabularnewline
27 & 0.515581110033873 & 0.968837779932254 & 0.484418889966127 \tabularnewline
28 & 0.42976301430634 & 0.859526028612679 & 0.57023698569366 \tabularnewline
29 & 0.364210063453025 & 0.728420126906051 & 0.635789936546975 \tabularnewline
30 & 0.416605636413817 & 0.833211272827634 & 0.583394363586183 \tabularnewline
31 & 0.361632793805923 & 0.723265587611846 & 0.638367206194077 \tabularnewline
32 & 0.337806468561728 & 0.675612937123455 & 0.662193531438273 \tabularnewline
33 & 0.38911166410355 & 0.7782233282071 & 0.61088833589645 \tabularnewline
34 & 0.544588293687639 & 0.910823412624722 & 0.455411706312361 \tabularnewline
35 & 0.523690839566427 & 0.952618320867145 & 0.476309160433573 \tabularnewline
36 & 0.556082929536504 & 0.887834140926993 & 0.443917070463496 \tabularnewline
37 & 0.505916247091131 & 0.988167505817738 & 0.494083752908869 \tabularnewline
38 & 0.445467179069823 & 0.890934358139647 & 0.554532820930177 \tabularnewline
39 & 0.390353090421038 & 0.780706180842076 & 0.609646909578962 \tabularnewline
40 & 0.458650656634489 & 0.917301313268977 & 0.541349343365511 \tabularnewline
41 & 0.44971805005686 & 0.899436100113721 & 0.55028194994314 \tabularnewline
42 & 0.497440589770985 & 0.99488117954197 & 0.502559410229015 \tabularnewline
43 & 0.482506023394214 & 0.965012046788428 & 0.517493976605786 \tabularnewline
44 & 0.436105731865291 & 0.872211463730583 & 0.563894268134709 \tabularnewline
45 & 0.4886094076304 & 0.977218815260799 & 0.5113905923696 \tabularnewline
46 & 0.522971862113323 & 0.954056275773353 & 0.477028137886677 \tabularnewline
47 & 0.539150490218256 & 0.921699019563488 & 0.460849509781744 \tabularnewline
48 & 0.467306113140797 & 0.934612226281594 & 0.532693886859203 \tabularnewline
49 & 0.628290653428725 & 0.743418693142549 & 0.371709346571275 \tabularnewline
50 & 0.633615600529057 & 0.732768798941887 & 0.366384399470943 \tabularnewline
51 & 0.598178621765562 & 0.803642756468875 & 0.401821378234438 \tabularnewline
52 & 0.520053851169257 & 0.959892297661487 & 0.479946148830743 \tabularnewline
53 & 0.514962992900785 & 0.970074014198429 & 0.485037007099215 \tabularnewline
54 & 0.461558343657807 & 0.923116687315614 & 0.538441656342193 \tabularnewline
55 & 0.386515645807056 & 0.773031291614111 & 0.613484354192944 \tabularnewline
56 & 0.319520081319995 & 0.639040162639991 & 0.680479918680005 \tabularnewline
57 & 0.507263182727509 & 0.985473634544982 & 0.492736817272491 \tabularnewline
58 & 0.431850906468412 & 0.863701812936825 & 0.568149093531588 \tabularnewline
59 & 0.469371028628154 & 0.938742057256307 & 0.530628971371846 \tabularnewline
60 & 0.414110590763205 & 0.82822118152641 & 0.585889409236795 \tabularnewline
61 & 0.42378897914508 & 0.847577958290161 & 0.57621102085492 \tabularnewline
62 & 0.554736886645793 & 0.890526226708415 & 0.445263113354207 \tabularnewline
63 & 0.589302354263582 & 0.821395291472837 & 0.410697645736418 \tabularnewline
64 & 0.683461854867171 & 0.633076290265658 & 0.316538145132829 \tabularnewline
65 & 0.56352034889973 & 0.87295930220054 & 0.43647965110027 \tabularnewline
66 & 0.669414770061761 & 0.661170459876479 & 0.330585229938239 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=190196&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]16[/C][C]0.417294415033856[/C][C]0.834588830067711[/C][C]0.582705584966144[/C][/ROW]
[ROW][C]17[/C][C]0.331426016514749[/C][C]0.662852033029499[/C][C]0.668573983485251[/C][/ROW]
[ROW][C]18[/C][C]0.768196264962609[/C][C]0.463607470074782[/C][C]0.231803735037391[/C][/ROW]
[ROW][C]19[/C][C]0.684346119532442[/C][C]0.631307760935117[/C][C]0.315653880467558[/C][/ROW]
[ROW][C]20[/C][C]0.672493529424357[/C][C]0.655012941151286[/C][C]0.327506470575643[/C][/ROW]
[ROW][C]21[/C][C]0.583980479568352[/C][C]0.832039040863295[/C][C]0.416019520431648[/C][/ROW]
[ROW][C]22[/C][C]0.572689939455467[/C][C]0.854620121089066[/C][C]0.427310060544533[/C][/ROW]
[ROW][C]23[/C][C]0.533293435299652[/C][C]0.933413129400696[/C][C]0.466706564700348[/C][/ROW]
[ROW][C]24[/C][C]0.617241548071853[/C][C]0.765516903856295[/C][C]0.382758451928147[/C][/ROW]
[ROW][C]25[/C][C]0.547518608713758[/C][C]0.904962782572485[/C][C]0.452481391286242[/C][/ROW]
[ROW][C]26[/C][C]0.517556641332764[/C][C]0.964886717334472[/C][C]0.482443358667236[/C][/ROW]
[ROW][C]27[/C][C]0.515581110033873[/C][C]0.968837779932254[/C][C]0.484418889966127[/C][/ROW]
[ROW][C]28[/C][C]0.42976301430634[/C][C]0.859526028612679[/C][C]0.57023698569366[/C][/ROW]
[ROW][C]29[/C][C]0.364210063453025[/C][C]0.728420126906051[/C][C]0.635789936546975[/C][/ROW]
[ROW][C]30[/C][C]0.416605636413817[/C][C]0.833211272827634[/C][C]0.583394363586183[/C][/ROW]
[ROW][C]31[/C][C]0.361632793805923[/C][C]0.723265587611846[/C][C]0.638367206194077[/C][/ROW]
[ROW][C]32[/C][C]0.337806468561728[/C][C]0.675612937123455[/C][C]0.662193531438273[/C][/ROW]
[ROW][C]33[/C][C]0.38911166410355[/C][C]0.7782233282071[/C][C]0.61088833589645[/C][/ROW]
[ROW][C]34[/C][C]0.544588293687639[/C][C]0.910823412624722[/C][C]0.455411706312361[/C][/ROW]
[ROW][C]35[/C][C]0.523690839566427[/C][C]0.952618320867145[/C][C]0.476309160433573[/C][/ROW]
[ROW][C]36[/C][C]0.556082929536504[/C][C]0.887834140926993[/C][C]0.443917070463496[/C][/ROW]
[ROW][C]37[/C][C]0.505916247091131[/C][C]0.988167505817738[/C][C]0.494083752908869[/C][/ROW]
[ROW][C]38[/C][C]0.445467179069823[/C][C]0.890934358139647[/C][C]0.554532820930177[/C][/ROW]
[ROW][C]39[/C][C]0.390353090421038[/C][C]0.780706180842076[/C][C]0.609646909578962[/C][/ROW]
[ROW][C]40[/C][C]0.458650656634489[/C][C]0.917301313268977[/C][C]0.541349343365511[/C][/ROW]
[ROW][C]41[/C][C]0.44971805005686[/C][C]0.899436100113721[/C][C]0.55028194994314[/C][/ROW]
[ROW][C]42[/C][C]0.497440589770985[/C][C]0.99488117954197[/C][C]0.502559410229015[/C][/ROW]
[ROW][C]43[/C][C]0.482506023394214[/C][C]0.965012046788428[/C][C]0.517493976605786[/C][/ROW]
[ROW][C]44[/C][C]0.436105731865291[/C][C]0.872211463730583[/C][C]0.563894268134709[/C][/ROW]
[ROW][C]45[/C][C]0.4886094076304[/C][C]0.977218815260799[/C][C]0.5113905923696[/C][/ROW]
[ROW][C]46[/C][C]0.522971862113323[/C][C]0.954056275773353[/C][C]0.477028137886677[/C][/ROW]
[ROW][C]47[/C][C]0.539150490218256[/C][C]0.921699019563488[/C][C]0.460849509781744[/C][/ROW]
[ROW][C]48[/C][C]0.467306113140797[/C][C]0.934612226281594[/C][C]0.532693886859203[/C][/ROW]
[ROW][C]49[/C][C]0.628290653428725[/C][C]0.743418693142549[/C][C]0.371709346571275[/C][/ROW]
[ROW][C]50[/C][C]0.633615600529057[/C][C]0.732768798941887[/C][C]0.366384399470943[/C][/ROW]
[ROW][C]51[/C][C]0.598178621765562[/C][C]0.803642756468875[/C][C]0.401821378234438[/C][/ROW]
[ROW][C]52[/C][C]0.520053851169257[/C][C]0.959892297661487[/C][C]0.479946148830743[/C][/ROW]
[ROW][C]53[/C][C]0.514962992900785[/C][C]0.970074014198429[/C][C]0.485037007099215[/C][/ROW]
[ROW][C]54[/C][C]0.461558343657807[/C][C]0.923116687315614[/C][C]0.538441656342193[/C][/ROW]
[ROW][C]55[/C][C]0.386515645807056[/C][C]0.773031291614111[/C][C]0.613484354192944[/C][/ROW]
[ROW][C]56[/C][C]0.319520081319995[/C][C]0.639040162639991[/C][C]0.680479918680005[/C][/ROW]
[ROW][C]57[/C][C]0.507263182727509[/C][C]0.985473634544982[/C][C]0.492736817272491[/C][/ROW]
[ROW][C]58[/C][C]0.431850906468412[/C][C]0.863701812936825[/C][C]0.568149093531588[/C][/ROW]
[ROW][C]59[/C][C]0.469371028628154[/C][C]0.938742057256307[/C][C]0.530628971371846[/C][/ROW]
[ROW][C]60[/C][C]0.414110590763205[/C][C]0.82822118152641[/C][C]0.585889409236795[/C][/ROW]
[ROW][C]61[/C][C]0.42378897914508[/C][C]0.847577958290161[/C][C]0.57621102085492[/C][/ROW]
[ROW][C]62[/C][C]0.554736886645793[/C][C]0.890526226708415[/C][C]0.445263113354207[/C][/ROW]
[ROW][C]63[/C][C]0.589302354263582[/C][C]0.821395291472837[/C][C]0.410697645736418[/C][/ROW]
[ROW][C]64[/C][C]0.683461854867171[/C][C]0.633076290265658[/C][C]0.316538145132829[/C][/ROW]
[ROW][C]65[/C][C]0.56352034889973[/C][C]0.87295930220054[/C][C]0.43647965110027[/C][/ROW]
[ROW][C]66[/C][C]0.669414770061761[/C][C]0.661170459876479[/C][C]0.330585229938239[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=190196&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=190196&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
160.4172944150338560.8345888300677110.582705584966144
170.3314260165147490.6628520330294990.668573983485251
180.7681962649626090.4636074700747820.231803735037391
190.6843461195324420.6313077609351170.315653880467558
200.6724935294243570.6550129411512860.327506470575643
210.5839804795683520.8320390408632950.416019520431648
220.5726899394554670.8546201210890660.427310060544533
230.5332934352996520.9334131294006960.466706564700348
240.6172415480718530.7655169038562950.382758451928147
250.5475186087137580.9049627825724850.452481391286242
260.5175566413327640.9648867173344720.482443358667236
270.5155811100338730.9688377799322540.484418889966127
280.429763014306340.8595260286126790.57023698569366
290.3642100634530250.7284201269060510.635789936546975
300.4166056364138170.8332112728276340.583394363586183
310.3616327938059230.7232655876118460.638367206194077
320.3378064685617280.6756129371234550.662193531438273
330.389111664103550.77822332820710.61088833589645
340.5445882936876390.9108234126247220.455411706312361
350.5236908395664270.9526183208671450.476309160433573
360.5560829295365040.8878341409269930.443917070463496
370.5059162470911310.9881675058177380.494083752908869
380.4454671790698230.8909343581396470.554532820930177
390.3903530904210380.7807061808420760.609646909578962
400.4586506566344890.9173013132689770.541349343365511
410.449718050056860.8994361001137210.55028194994314
420.4974405897709850.994881179541970.502559410229015
430.4825060233942140.9650120467884280.517493976605786
440.4361057318652910.8722114637305830.563894268134709
450.48860940763040.9772188152607990.5113905923696
460.5229718621133230.9540562757733530.477028137886677
470.5391504902182560.9216990195634880.460849509781744
480.4673061131407970.9346122262815940.532693886859203
490.6282906534287250.7434186931425490.371709346571275
500.6336156005290570.7327687989418870.366384399470943
510.5981786217655620.8036427564688750.401821378234438
520.5200538511692570.9598922976614870.479946148830743
530.5149629929007850.9700740141984290.485037007099215
540.4615583436578070.9231166873156140.538441656342193
550.3865156458070560.7730312916141110.613484354192944
560.3195200813199950.6390401626399910.680479918680005
570.5072631827275090.9854736345449820.492736817272491
580.4318509064684120.8637018129368250.568149093531588
590.4693710286281540.9387420572563070.530628971371846
600.4141105907632050.828221181526410.585889409236795
610.423788979145080.8475779582901610.57621102085492
620.5547368866457930.8905262267084150.445263113354207
630.5893023542635820.8213952914728370.410697645736418
640.6834618548671710.6330762902656580.316538145132829
650.563520348899730.872959302200540.43647965110027
660.6694147700617610.6611704598764790.330585229938239







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

\begin{tabular}{lllllllll}
\hline
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
Description & # significant tests & % significant tests & OK/NOK \tabularnewline
1% type I error level & 0 & 0 & OK \tabularnewline
5% type I error level & 0 & 0 & OK \tabularnewline
10% type I error level & 0 & 0 & OK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=190196&T=6

[TABLE]
[ROW][C]Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity[/C][/ROW]
[ROW][C]Description[/C][C]# significant tests[/C][C]% significant tests[/C][C]OK/NOK[/C][/ROW]
[ROW][C]1% type I error level[/C][C]0[/C][C]0[/C][C]OK[/C][/ROW]
[ROW][C]5% type I error level[/C][C]0[/C][C]0[/C][C]OK[/C][/ROW]
[ROW][C]10% type I error level[/C][C]0[/C][C]0[/C][C]OK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=190196&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=190196&T=6

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

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



Parameters (Session):
par1 = 1 ; par2 = 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')
}