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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 computationWed, 10 Dec 2014 14:09:25 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2014/Dec/10/t1418220582vr0co4evz1dg2ys.htm/, Retrieved Sun, 19 May 2024 13:08:45 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=265232, Retrieved Sun, 19 May 2024 13:08:45 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact80
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Multiple Regression] [samenvattend mr] [2014-12-10 14:09:25] [ec1b40d1a9751af99658fe8fca4f9eca] [Current]
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Dataseries X:
4.3 0 0 20 59 71 6 13 10 16 20
4.9 0 1 20 50 73 4 14 10 12 15
5.6 0 0 21 34 65 11 12 9 12 20
5.7 0 1 22 41 75 7 15 6 11 21
5.9 1 0 22 39 52 4 14 12 12 23
6.3 1 1 21 68 75 4 11 6 14 18
6.4 1 0 23 70 65 4 16 10 15 15
6.4 1 0 23 65 71 4 19 15 15 16
6.4 0 1 21 60 66 5 12 9 13 18
6.7 1 0 21 43 54 4 14 11 15 23
6.7 0 0 20 50 63 8 13 7 12 17
7.3 0 0 20 58 65 8 15 12 16 26
7.4 1 0 21 67 71 4 16 13 14 18
7.6 1 1 21 41 75 15 9 7 14 21
7.7 1 0 21 53 71 4 16 12 15 24
7.7 0 0 19 48 60 5 13 11 14 19
7.9 0 0 19 61 69 4 15 12 12 19
7.9 0 0 21 64 74 4 10 9 13 21
8 0 1 21 45 63 4 10 10 12 8
8.2 1 0 25 67 42 4 17 12 14 19
8.3 1 1 22 29 70 7 14 9 12 16
8.3 0 0 19 26 68 5 10 12 14 8
8.5 0 1 19 51 63 7 16 10 12 11
8.6 0 1 19 56 68 7 12 11 13 24
8.8 0 1 19 56 60 10 11 8 15 22
8.8 0 1 18 32 65 14 14 10 12 22
9 1 0 21 58 72 7 15 12 14 25
9 0 1 21 67 71 4 16 12 14 20
9.1 0 0 21 44 62 9 12 12 14 20
9.2 1 1 21 53 60 10 12 7 15 19
9.3 1 1 21 56 70 4 15 11 14 21
9.3 1 0 21 61 58 7 14 11 14 22
9.3 1 0 22 61 64 4 15 11 16 28
9.6 0 0 20 56 61 6 13 8 13 21
9.6 0 0 20 61 72 4 18 14 12 17
9.6 0 1 18 56 62 4 11 10 11 18
9.7 1 0 25 43 69 5 16 15 16 18
9.9 1 0 21 64 67 4 15 12 14 23
9.9 0 1 19 34 68 4 14 9 14 12
9.9 0 0 18 69 68 6 19 15 13 20
10 1 1 24 74 81 6 14 12 12 15
10.1 1 0 21 57 70 4 14 12 14 27
10.3 1 0 22 53 62 5 10 6 12 21
10.3 0 1 19 40 59 10 16 9 13 10
10.3 0 1 19 66 76 4 16 12 15 19
10.4 1 1 20 54 70 4 8 5 14 10
10.5 0 1 19 49 66 4 14 11 11 22
10.6 1 0 22 52 78 8 12 10 15 20
10.7 0 0 21 58 69 5 16 11 14 21
10.8 1 1 24 58 71 5 17 11 14 21
10.8 1 0 22 51 71 8 16 12 15 23
10.8 1 0 22 35 76 4 16 12 13 24
10.9 1 0 22 53 70 4 14 11 12 9
10.9 1 0 23 43 60 4 16 12 13 19
10.9 0 1 19 49 72 4 16 12 14 22
11.1 1 0 22 84 84 4 20 15 16 21
11.1 1 1 21 66 73 8 14 12 13 18
11.1 0 0 19 61 66 4 7 11 13 19
11.2 0 0 19 60 66 4 16 12 16 17
11.3 0 1 25 62 72 11 16 12 11 15
11.3 1 1 21 68 67 4 8 6 16 23
11.4 1 0 21 49 66 6 15 12 14 22
11.4 1 0 21 48 59 4 12 10 14 23
11.4 1 1 23 51 64 4 14 12 14 19
11.4 0 1 20 63 78 4 10 7 11 22
11.4 0 0 24 57 68 9 12 12 15 23
11.5 1 1 22 53 76 4 17 13 16 16
11.6 0 0 20 56 75 4 14 11 15 23
11.6 0 1 19 63 69 4 15 12 14 19
11.7 1 0 21 63 68 9 15 7 12 25
11.7 1 1 21 54 60 12 16 11 12 19
11.8 1 1 21 47 76 4 10 6 16 26
11.8 1 0 22 49 59 7 16 12 12 15
11.8 0 0 19 58 64 7 16 11 14 23
11.9 1 0 21 43 66 4 16 14 12 20
12 1 1 21 58 73 4 17 14 13 19
12.1 0 0 20 67 73 4 19 13 12 21
12.2 1 0 22 57 62 4 8 8 13 22
12.2 0 1 18 37 64 4 15 12 12 19
12.3 0 0 22 30 65 7 16 11 16 18
12.3 0 0 23 47 63 4 13 10 12 25
12.3 1 1 21 51 59 9 17 12 15 25
12.5 1 1 21 56 70 5 11 10 14 23
12.6 1 0 21 52 65 9 13 10 14 12
12.6 1 1 21 37 78 4 7 5 13 14
12.6 0 0 21 38 59 5 12 12 12 24
12.6 0 0 19 52 62 8 12 6 15 21
12.7 0 0 21 56 64 9 17 13 13 14
12.7 1 1 22 67 76 4 8 8 16 16
12.8 1 1 21 37 54 5 14 11 11 22
12.9 1 1 21 26 50 4 13 12 13 21
13 1 0 24 50 68 4 16 6 15 24
13 1 0 22 58 61 4 14 10 11 19
13 1 1 21 42 67 7 15 10 12 16
13.2 1 1 20 66 66 4 15 11 14 20
13.2 0 1 18 54 73 4 12 12 13 18
13.3 1 0 23 43 52 11 13 10 13 22
13.3 1 0 23 62 63 4 19 14 14 18
13.3 0 0 19 48 63 4 16 12 11 29
13.4 0 1 18 51 61 10 16 12 15 20
13.4 0 1 19 55 73 4 13 10 13 12
13.5 0 1 19 55 59 10 10 9 15 8
13.6 0 0 22 42 64 4 8 11 14 24
13.8 1 0 21 63 69 8 16 13 15 23
13.8 1 0 23 57 72 4 10 12 14 18
14.2 0 0 18 52 67 4 12 8 7 20
14.3 1 0 21 54 66 12 13 14 10 13
14.5 1 0 22 46 66 5 13 10 16 17
14.6 0 0 19 66 56 4 9 10 14 23
14.8 1 1 21 52 73 8 15 7 11 20
15.9 1 0 21 43 61 5 16 12 15 19
16.1 0 0 20 57 68 7 14 7 12 30




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time9 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 & 9 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=265232&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]9 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=265232&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=265232&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 time9 seconds
R Server'Gwilym Jenkins' @ jenkins.wessa.net







Multiple Linear Regression - Estimated Regression Equation
TOT[t] = + 16.2234 + 1.11503binaire_lettercode[t] + 0.00552597gender[t] -0.197087age[t] -0.000579124AMS.I[t] -0.0130164AMS.E[t] + 0.0135688AMS.A[t] -0.103448CONFSTATTOT[t] + 0.142159CONFSOFTTOT[t] -0.177751STRESSTOT[t] + 0.0571058NUMERACYTOT_op_32[t] + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
TOT[t] =  +  16.2234 +  1.11503binaire_lettercode[t] +  0.00552597gender[t] -0.197087age[t] -0.000579124AMS.I[t] -0.0130164AMS.E[t] +  0.0135688AMS.A[t] -0.103448CONFSTATTOT[t] +  0.142159CONFSOFTTOT[t] -0.177751STRESSTOT[t] +  0.0571058NUMERACYTOT_op_32[t]  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=265232&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]TOT[t] =  +  16.2234 +  1.11503binaire_lettercode[t] +  0.00552597gender[t] -0.197087age[t] -0.000579124AMS.I[t] -0.0130164AMS.E[t] +  0.0135688AMS.A[t] -0.103448CONFSTATTOT[t] +  0.142159CONFSOFTTOT[t] -0.177751STRESSTOT[t] +  0.0571058NUMERACYTOT_op_32[t]  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=265232&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=265232&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
TOT[t] = + 16.2234 + 1.11503binaire_lettercode[t] + 0.00552597gender[t] -0.197087age[t] -0.000579124AMS.I[t] -0.0130164AMS.E[t] + 0.0135688AMS.A[t] -0.103448CONFSTATTOT[t] + 0.142159CONFSOFTTOT[t] -0.177751STRESSTOT[t] + 0.0571058NUMERACYTOT_op_32[t] + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)16.22344.987213.2530.001553270.000776637
binaire_lettercode1.115030.597041.8680.0647180.032359
gender0.005525970.5466990.010110.9919550.495978
age-0.1970870.188918-1.0430.2993280.149664
AMS.I-0.0005791240.0243921-0.023740.9811050.490552
AMS.E-0.01301640.0384469-0.33860.7356470.367823
AMS.A0.01356880.09850090.13780.890710.445355
CONFSTATTOT-0.1034480.111873-0.92470.3573330.178666
CONFSOFTTOT0.1421590.1386541.0250.3076810.153841
STRESSTOT-0.1777510.15503-1.1470.2542730.127137
NUMERACYTOT_op_320.05710580.05738170.99520.3220210.161011

\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) & 16.2234 & 4.98721 & 3.253 & 0.00155327 & 0.000776637 \tabularnewline
binaire_lettercode & 1.11503 & 0.59704 & 1.868 & 0.064718 & 0.032359 \tabularnewline
gender & 0.00552597 & 0.546699 & 0.01011 & 0.991955 & 0.495978 \tabularnewline
age & -0.197087 & 0.188918 & -1.043 & 0.299328 & 0.149664 \tabularnewline
AMS.I & -0.000579124 & 0.0243921 & -0.02374 & 0.981105 & 0.490552 \tabularnewline
AMS.E & -0.0130164 & 0.0384469 & -0.3386 & 0.735647 & 0.367823 \tabularnewline
AMS.A & 0.0135688 & 0.0985009 & 0.1378 & 0.89071 & 0.445355 \tabularnewline
CONFSTATTOT & -0.103448 & 0.111873 & -0.9247 & 0.357333 & 0.178666 \tabularnewline
CONFSOFTTOT & 0.142159 & 0.138654 & 1.025 & 0.307681 & 0.153841 \tabularnewline
STRESSTOT & -0.177751 & 0.15503 & -1.147 & 0.254273 & 0.127137 \tabularnewline
NUMERACYTOT_op_32 & 0.0571058 & 0.0573817 & 0.9952 & 0.322021 & 0.161011 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=265232&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]16.2234[/C][C]4.98721[/C][C]3.253[/C][C]0.00155327[/C][C]0.000776637[/C][/ROW]
[ROW][C]binaire_lettercode[/C][C]1.11503[/C][C]0.59704[/C][C]1.868[/C][C]0.064718[/C][C]0.032359[/C][/ROW]
[ROW][C]gender[/C][C]0.00552597[/C][C]0.546699[/C][C]0.01011[/C][C]0.991955[/C][C]0.495978[/C][/ROW]
[ROW][C]age[/C][C]-0.197087[/C][C]0.188918[/C][C]-1.043[/C][C]0.299328[/C][C]0.149664[/C][/ROW]
[ROW][C]AMS.I[/C][C]-0.000579124[/C][C]0.0243921[/C][C]-0.02374[/C][C]0.981105[/C][C]0.490552[/C][/ROW]
[ROW][C]AMS.E[/C][C]-0.0130164[/C][C]0.0384469[/C][C]-0.3386[/C][C]0.735647[/C][C]0.367823[/C][/ROW]
[ROW][C]AMS.A[/C][C]0.0135688[/C][C]0.0985009[/C][C]0.1378[/C][C]0.89071[/C][C]0.445355[/C][/ROW]
[ROW][C]CONFSTATTOT[/C][C]-0.103448[/C][C]0.111873[/C][C]-0.9247[/C][C]0.357333[/C][C]0.178666[/C][/ROW]
[ROW][C]CONFSOFTTOT[/C][C]0.142159[/C][C]0.138654[/C][C]1.025[/C][C]0.307681[/C][C]0.153841[/C][/ROW]
[ROW][C]STRESSTOT[/C][C]-0.177751[/C][C]0.15503[/C][C]-1.147[/C][C]0.254273[/C][C]0.127137[/C][/ROW]
[ROW][C]NUMERACYTOT_op_32[/C][C]0.0571058[/C][C]0.0573817[/C][C]0.9952[/C][C]0.322021[/C][C]0.161011[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=265232&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=265232&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)16.22344.987213.2530.001553270.000776637
binaire_lettercode1.115030.597041.8680.0647180.032359
gender0.005525970.5466990.010110.9919550.495978
age-0.1970870.188918-1.0430.2993280.149664
AMS.I-0.0005791240.0243921-0.023740.9811050.490552
AMS.E-0.01301640.0384469-0.33860.7356470.367823
AMS.A0.01356880.09850090.13780.890710.445355
CONFSTATTOT-0.1034480.111873-0.92470.3573330.178666
CONFSOFTTOT0.1421590.1386541.0250.3076810.153841
STRESSTOT-0.1777510.15503-1.1470.2542730.127137
NUMERACYTOT_op_320.05710580.05738170.99520.3220210.161011







Multiple Linear Regression - Regression Statistics
Multiple R0.245268
R-squared0.0601563
Adjusted R-squared-0.0328975
F-TEST (value)0.646468
F-TEST (DF numerator)10
F-TEST (DF denominator)101
p-value0.770685
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.51166
Sum Squared Residuals637.153

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.245268 \tabularnewline
R-squared & 0.0601563 \tabularnewline
Adjusted R-squared & -0.0328975 \tabularnewline
F-TEST (value) & 0.646468 \tabularnewline
F-TEST (DF numerator) & 10 \tabularnewline
F-TEST (DF denominator) & 101 \tabularnewline
p-value & 0.770685 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 2.51166 \tabularnewline
Sum Squared Residuals & 637.153 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=265232&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.245268[/C][/ROW]
[ROW][C]R-squared[/C][C]0.0601563[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]-0.0328975[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]0.646468[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]10[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]101[/C][/ROW]
[ROW][C]p-value[/C][C]0.770685[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C]2.51166[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]637.153[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=265232&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=265232&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 R0.245268
R-squared0.0601563
Adjusted R-squared-0.0328975
F-TEST (value)0.646468
F-TEST (DF numerator)10
F-TEST (DF denominator)101
p-value0.770685
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.51166
Sum Squared Residuals637.153







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
14.39.77963-5.47963
24.910.0592-5.15923
35.610.4153-4.81526
45.79.53324-3.83324
55.911.7954-5.89544
66.310.4982-4.19823
76.49.92987-3.52987
86.410.3122-3.91222
96.410.0193-3.61933
106.711.2888-4.58876
116.710.0293-3.32932
127.310.3055-3.0055
137.411.0232-3.62323
147.611.1835-3.5835
157.711.0541-3.35406
167.710.5533-2.85326
177.910.7058-2.80578
187.910.272-2.37201
19810.0093-2.00925
208.210.4239-2.22386
218.310.7869-2.48695
228.310.2862-1.9862
238.59.99129-1.49129
248.611.0439-2.44388
258.810.396-1.59598
268.811.1034-2.30338
27911.4172-2.41716
2899.88578-0.885776
299.110.4924-1.39235
309.210.7016-1.50164
319.311.0386-1.73859
329.311.3876-2.08762
339.310.9554-1.65541
349.610.2176-0.617574
359.610.3294-0.729403
369.611.2525-1.65252
379.710.2172-0.517195
389.911.3238-1.42385
399.99.661680.238318
409.910.8304-0.930424
411010.5793-0.579334
4210.111.6207-1.52072
4310.311.1174-0.817358
4410.39.713410.586588
4510.39.980590.319411
4610.410.4798-0.0798477
4710.511.0677-0.567659
4810.610.7218-0.121761
4910.79.840010.859989
5010.810.23980.560175
5110.810.8553-0.0552994
5210.811.1578-0.357817
5310.910.61140.288608
5410.910.87880.021169
5510.910.39160.508431
5611.110.33340.766578
5711.111.3001-0.200062
5811.111.2525-0.152498
5911.29.816741.38326
6011.39.430021.86998
6111.310.84270.457265
6211.411.31560.0844176
6311.411.4633-0.0632703
6411.410.85680.543198
6511.410.55140.848578
6611.49.809031.59097
6711.510.20151.29847
6811.610.08991.51006
6911.610.35461.24536
7011.711.13820.561827
7111.711.41630.283697
7211.810.70221.09783
7311.811.07550.724506
7411.810.44061.35938
7511.911.71410.185919
761211.28150.7185
7712.110.29571.80427
7812.211.4720.727959
7912.210.98741.21263
8012.39.211523.08848
8112.310.26882.03115
8212.311.23841.06156
8312.511.4381.062
8412.610.71911.88091
8512.610.69811.9019
8612.611.06451.53547
8712.69.894722.70528
8812.79.919412.78059
8912.710.41372.28634
9012.811.96520.834771
9112.911.84311.05691
92139.650633.34937
931311.33231.66771
941311.05431.94574
9513.211.22481.97516
9613.210.93592.26414
9713.311.27532.02471
9813.310.56792.7321
9913.311.43681.86323
10013.410.52012.87987
10113.410.00783.3922
10213.59.85573.6443
10313.610.70262.8974
10413.811.21362.58637
10513.811.10042.69964
10614.211.62172.57832
10714.312.08242.21763
10814.510.38824.11179
10914.611.08143.51862
11014.810.96363.83636
11115.910.91814.98195
11216.110.58555.51445

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 4.3 & 9.77963 & -5.47963 \tabularnewline
2 & 4.9 & 10.0592 & -5.15923 \tabularnewline
3 & 5.6 & 10.4153 & -4.81526 \tabularnewline
4 & 5.7 & 9.53324 & -3.83324 \tabularnewline
5 & 5.9 & 11.7954 & -5.89544 \tabularnewline
6 & 6.3 & 10.4982 & -4.19823 \tabularnewline
7 & 6.4 & 9.92987 & -3.52987 \tabularnewline
8 & 6.4 & 10.3122 & -3.91222 \tabularnewline
9 & 6.4 & 10.0193 & -3.61933 \tabularnewline
10 & 6.7 & 11.2888 & -4.58876 \tabularnewline
11 & 6.7 & 10.0293 & -3.32932 \tabularnewline
12 & 7.3 & 10.3055 & -3.0055 \tabularnewline
13 & 7.4 & 11.0232 & -3.62323 \tabularnewline
14 & 7.6 & 11.1835 & -3.5835 \tabularnewline
15 & 7.7 & 11.0541 & -3.35406 \tabularnewline
16 & 7.7 & 10.5533 & -2.85326 \tabularnewline
17 & 7.9 & 10.7058 & -2.80578 \tabularnewline
18 & 7.9 & 10.272 & -2.37201 \tabularnewline
19 & 8 & 10.0093 & -2.00925 \tabularnewline
20 & 8.2 & 10.4239 & -2.22386 \tabularnewline
21 & 8.3 & 10.7869 & -2.48695 \tabularnewline
22 & 8.3 & 10.2862 & -1.9862 \tabularnewline
23 & 8.5 & 9.99129 & -1.49129 \tabularnewline
24 & 8.6 & 11.0439 & -2.44388 \tabularnewline
25 & 8.8 & 10.396 & -1.59598 \tabularnewline
26 & 8.8 & 11.1034 & -2.30338 \tabularnewline
27 & 9 & 11.4172 & -2.41716 \tabularnewline
28 & 9 & 9.88578 & -0.885776 \tabularnewline
29 & 9.1 & 10.4924 & -1.39235 \tabularnewline
30 & 9.2 & 10.7016 & -1.50164 \tabularnewline
31 & 9.3 & 11.0386 & -1.73859 \tabularnewline
32 & 9.3 & 11.3876 & -2.08762 \tabularnewline
33 & 9.3 & 10.9554 & -1.65541 \tabularnewline
34 & 9.6 & 10.2176 & -0.617574 \tabularnewline
35 & 9.6 & 10.3294 & -0.729403 \tabularnewline
36 & 9.6 & 11.2525 & -1.65252 \tabularnewline
37 & 9.7 & 10.2172 & -0.517195 \tabularnewline
38 & 9.9 & 11.3238 & -1.42385 \tabularnewline
39 & 9.9 & 9.66168 & 0.238318 \tabularnewline
40 & 9.9 & 10.8304 & -0.930424 \tabularnewline
41 & 10 & 10.5793 & -0.579334 \tabularnewline
42 & 10.1 & 11.6207 & -1.52072 \tabularnewline
43 & 10.3 & 11.1174 & -0.817358 \tabularnewline
44 & 10.3 & 9.71341 & 0.586588 \tabularnewline
45 & 10.3 & 9.98059 & 0.319411 \tabularnewline
46 & 10.4 & 10.4798 & -0.0798477 \tabularnewline
47 & 10.5 & 11.0677 & -0.567659 \tabularnewline
48 & 10.6 & 10.7218 & -0.121761 \tabularnewline
49 & 10.7 & 9.84001 & 0.859989 \tabularnewline
50 & 10.8 & 10.2398 & 0.560175 \tabularnewline
51 & 10.8 & 10.8553 & -0.0552994 \tabularnewline
52 & 10.8 & 11.1578 & -0.357817 \tabularnewline
53 & 10.9 & 10.6114 & 0.288608 \tabularnewline
54 & 10.9 & 10.8788 & 0.021169 \tabularnewline
55 & 10.9 & 10.3916 & 0.508431 \tabularnewline
56 & 11.1 & 10.3334 & 0.766578 \tabularnewline
57 & 11.1 & 11.3001 & -0.200062 \tabularnewline
58 & 11.1 & 11.2525 & -0.152498 \tabularnewline
59 & 11.2 & 9.81674 & 1.38326 \tabularnewline
60 & 11.3 & 9.43002 & 1.86998 \tabularnewline
61 & 11.3 & 10.8427 & 0.457265 \tabularnewline
62 & 11.4 & 11.3156 & 0.0844176 \tabularnewline
63 & 11.4 & 11.4633 & -0.0632703 \tabularnewline
64 & 11.4 & 10.8568 & 0.543198 \tabularnewline
65 & 11.4 & 10.5514 & 0.848578 \tabularnewline
66 & 11.4 & 9.80903 & 1.59097 \tabularnewline
67 & 11.5 & 10.2015 & 1.29847 \tabularnewline
68 & 11.6 & 10.0899 & 1.51006 \tabularnewline
69 & 11.6 & 10.3546 & 1.24536 \tabularnewline
70 & 11.7 & 11.1382 & 0.561827 \tabularnewline
71 & 11.7 & 11.4163 & 0.283697 \tabularnewline
72 & 11.8 & 10.7022 & 1.09783 \tabularnewline
73 & 11.8 & 11.0755 & 0.724506 \tabularnewline
74 & 11.8 & 10.4406 & 1.35938 \tabularnewline
75 & 11.9 & 11.7141 & 0.185919 \tabularnewline
76 & 12 & 11.2815 & 0.7185 \tabularnewline
77 & 12.1 & 10.2957 & 1.80427 \tabularnewline
78 & 12.2 & 11.472 & 0.727959 \tabularnewline
79 & 12.2 & 10.9874 & 1.21263 \tabularnewline
80 & 12.3 & 9.21152 & 3.08848 \tabularnewline
81 & 12.3 & 10.2688 & 2.03115 \tabularnewline
82 & 12.3 & 11.2384 & 1.06156 \tabularnewline
83 & 12.5 & 11.438 & 1.062 \tabularnewline
84 & 12.6 & 10.7191 & 1.88091 \tabularnewline
85 & 12.6 & 10.6981 & 1.9019 \tabularnewline
86 & 12.6 & 11.0645 & 1.53547 \tabularnewline
87 & 12.6 & 9.89472 & 2.70528 \tabularnewline
88 & 12.7 & 9.91941 & 2.78059 \tabularnewline
89 & 12.7 & 10.4137 & 2.28634 \tabularnewline
90 & 12.8 & 11.9652 & 0.834771 \tabularnewline
91 & 12.9 & 11.8431 & 1.05691 \tabularnewline
92 & 13 & 9.65063 & 3.34937 \tabularnewline
93 & 13 & 11.3323 & 1.66771 \tabularnewline
94 & 13 & 11.0543 & 1.94574 \tabularnewline
95 & 13.2 & 11.2248 & 1.97516 \tabularnewline
96 & 13.2 & 10.9359 & 2.26414 \tabularnewline
97 & 13.3 & 11.2753 & 2.02471 \tabularnewline
98 & 13.3 & 10.5679 & 2.7321 \tabularnewline
99 & 13.3 & 11.4368 & 1.86323 \tabularnewline
100 & 13.4 & 10.5201 & 2.87987 \tabularnewline
101 & 13.4 & 10.0078 & 3.3922 \tabularnewline
102 & 13.5 & 9.8557 & 3.6443 \tabularnewline
103 & 13.6 & 10.7026 & 2.8974 \tabularnewline
104 & 13.8 & 11.2136 & 2.58637 \tabularnewline
105 & 13.8 & 11.1004 & 2.69964 \tabularnewline
106 & 14.2 & 11.6217 & 2.57832 \tabularnewline
107 & 14.3 & 12.0824 & 2.21763 \tabularnewline
108 & 14.5 & 10.3882 & 4.11179 \tabularnewline
109 & 14.6 & 11.0814 & 3.51862 \tabularnewline
110 & 14.8 & 10.9636 & 3.83636 \tabularnewline
111 & 15.9 & 10.9181 & 4.98195 \tabularnewline
112 & 16.1 & 10.5855 & 5.51445 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=265232&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]4.3[/C][C]9.77963[/C][C]-5.47963[/C][/ROW]
[ROW][C]2[/C][C]4.9[/C][C]10.0592[/C][C]-5.15923[/C][/ROW]
[ROW][C]3[/C][C]5.6[/C][C]10.4153[/C][C]-4.81526[/C][/ROW]
[ROW][C]4[/C][C]5.7[/C][C]9.53324[/C][C]-3.83324[/C][/ROW]
[ROW][C]5[/C][C]5.9[/C][C]11.7954[/C][C]-5.89544[/C][/ROW]
[ROW][C]6[/C][C]6.3[/C][C]10.4982[/C][C]-4.19823[/C][/ROW]
[ROW][C]7[/C][C]6.4[/C][C]9.92987[/C][C]-3.52987[/C][/ROW]
[ROW][C]8[/C][C]6.4[/C][C]10.3122[/C][C]-3.91222[/C][/ROW]
[ROW][C]9[/C][C]6.4[/C][C]10.0193[/C][C]-3.61933[/C][/ROW]
[ROW][C]10[/C][C]6.7[/C][C]11.2888[/C][C]-4.58876[/C][/ROW]
[ROW][C]11[/C][C]6.7[/C][C]10.0293[/C][C]-3.32932[/C][/ROW]
[ROW][C]12[/C][C]7.3[/C][C]10.3055[/C][C]-3.0055[/C][/ROW]
[ROW][C]13[/C][C]7.4[/C][C]11.0232[/C][C]-3.62323[/C][/ROW]
[ROW][C]14[/C][C]7.6[/C][C]11.1835[/C][C]-3.5835[/C][/ROW]
[ROW][C]15[/C][C]7.7[/C][C]11.0541[/C][C]-3.35406[/C][/ROW]
[ROW][C]16[/C][C]7.7[/C][C]10.5533[/C][C]-2.85326[/C][/ROW]
[ROW][C]17[/C][C]7.9[/C][C]10.7058[/C][C]-2.80578[/C][/ROW]
[ROW][C]18[/C][C]7.9[/C][C]10.272[/C][C]-2.37201[/C][/ROW]
[ROW][C]19[/C][C]8[/C][C]10.0093[/C][C]-2.00925[/C][/ROW]
[ROW][C]20[/C][C]8.2[/C][C]10.4239[/C][C]-2.22386[/C][/ROW]
[ROW][C]21[/C][C]8.3[/C][C]10.7869[/C][C]-2.48695[/C][/ROW]
[ROW][C]22[/C][C]8.3[/C][C]10.2862[/C][C]-1.9862[/C][/ROW]
[ROW][C]23[/C][C]8.5[/C][C]9.99129[/C][C]-1.49129[/C][/ROW]
[ROW][C]24[/C][C]8.6[/C][C]11.0439[/C][C]-2.44388[/C][/ROW]
[ROW][C]25[/C][C]8.8[/C][C]10.396[/C][C]-1.59598[/C][/ROW]
[ROW][C]26[/C][C]8.8[/C][C]11.1034[/C][C]-2.30338[/C][/ROW]
[ROW][C]27[/C][C]9[/C][C]11.4172[/C][C]-2.41716[/C][/ROW]
[ROW][C]28[/C][C]9[/C][C]9.88578[/C][C]-0.885776[/C][/ROW]
[ROW][C]29[/C][C]9.1[/C][C]10.4924[/C][C]-1.39235[/C][/ROW]
[ROW][C]30[/C][C]9.2[/C][C]10.7016[/C][C]-1.50164[/C][/ROW]
[ROW][C]31[/C][C]9.3[/C][C]11.0386[/C][C]-1.73859[/C][/ROW]
[ROW][C]32[/C][C]9.3[/C][C]11.3876[/C][C]-2.08762[/C][/ROW]
[ROW][C]33[/C][C]9.3[/C][C]10.9554[/C][C]-1.65541[/C][/ROW]
[ROW][C]34[/C][C]9.6[/C][C]10.2176[/C][C]-0.617574[/C][/ROW]
[ROW][C]35[/C][C]9.6[/C][C]10.3294[/C][C]-0.729403[/C][/ROW]
[ROW][C]36[/C][C]9.6[/C][C]11.2525[/C][C]-1.65252[/C][/ROW]
[ROW][C]37[/C][C]9.7[/C][C]10.2172[/C][C]-0.517195[/C][/ROW]
[ROW][C]38[/C][C]9.9[/C][C]11.3238[/C][C]-1.42385[/C][/ROW]
[ROW][C]39[/C][C]9.9[/C][C]9.66168[/C][C]0.238318[/C][/ROW]
[ROW][C]40[/C][C]9.9[/C][C]10.8304[/C][C]-0.930424[/C][/ROW]
[ROW][C]41[/C][C]10[/C][C]10.5793[/C][C]-0.579334[/C][/ROW]
[ROW][C]42[/C][C]10.1[/C][C]11.6207[/C][C]-1.52072[/C][/ROW]
[ROW][C]43[/C][C]10.3[/C][C]11.1174[/C][C]-0.817358[/C][/ROW]
[ROW][C]44[/C][C]10.3[/C][C]9.71341[/C][C]0.586588[/C][/ROW]
[ROW][C]45[/C][C]10.3[/C][C]9.98059[/C][C]0.319411[/C][/ROW]
[ROW][C]46[/C][C]10.4[/C][C]10.4798[/C][C]-0.0798477[/C][/ROW]
[ROW][C]47[/C][C]10.5[/C][C]11.0677[/C][C]-0.567659[/C][/ROW]
[ROW][C]48[/C][C]10.6[/C][C]10.7218[/C][C]-0.121761[/C][/ROW]
[ROW][C]49[/C][C]10.7[/C][C]9.84001[/C][C]0.859989[/C][/ROW]
[ROW][C]50[/C][C]10.8[/C][C]10.2398[/C][C]0.560175[/C][/ROW]
[ROW][C]51[/C][C]10.8[/C][C]10.8553[/C][C]-0.0552994[/C][/ROW]
[ROW][C]52[/C][C]10.8[/C][C]11.1578[/C][C]-0.357817[/C][/ROW]
[ROW][C]53[/C][C]10.9[/C][C]10.6114[/C][C]0.288608[/C][/ROW]
[ROW][C]54[/C][C]10.9[/C][C]10.8788[/C][C]0.021169[/C][/ROW]
[ROW][C]55[/C][C]10.9[/C][C]10.3916[/C][C]0.508431[/C][/ROW]
[ROW][C]56[/C][C]11.1[/C][C]10.3334[/C][C]0.766578[/C][/ROW]
[ROW][C]57[/C][C]11.1[/C][C]11.3001[/C][C]-0.200062[/C][/ROW]
[ROW][C]58[/C][C]11.1[/C][C]11.2525[/C][C]-0.152498[/C][/ROW]
[ROW][C]59[/C][C]11.2[/C][C]9.81674[/C][C]1.38326[/C][/ROW]
[ROW][C]60[/C][C]11.3[/C][C]9.43002[/C][C]1.86998[/C][/ROW]
[ROW][C]61[/C][C]11.3[/C][C]10.8427[/C][C]0.457265[/C][/ROW]
[ROW][C]62[/C][C]11.4[/C][C]11.3156[/C][C]0.0844176[/C][/ROW]
[ROW][C]63[/C][C]11.4[/C][C]11.4633[/C][C]-0.0632703[/C][/ROW]
[ROW][C]64[/C][C]11.4[/C][C]10.8568[/C][C]0.543198[/C][/ROW]
[ROW][C]65[/C][C]11.4[/C][C]10.5514[/C][C]0.848578[/C][/ROW]
[ROW][C]66[/C][C]11.4[/C][C]9.80903[/C][C]1.59097[/C][/ROW]
[ROW][C]67[/C][C]11.5[/C][C]10.2015[/C][C]1.29847[/C][/ROW]
[ROW][C]68[/C][C]11.6[/C][C]10.0899[/C][C]1.51006[/C][/ROW]
[ROW][C]69[/C][C]11.6[/C][C]10.3546[/C][C]1.24536[/C][/ROW]
[ROW][C]70[/C][C]11.7[/C][C]11.1382[/C][C]0.561827[/C][/ROW]
[ROW][C]71[/C][C]11.7[/C][C]11.4163[/C][C]0.283697[/C][/ROW]
[ROW][C]72[/C][C]11.8[/C][C]10.7022[/C][C]1.09783[/C][/ROW]
[ROW][C]73[/C][C]11.8[/C][C]11.0755[/C][C]0.724506[/C][/ROW]
[ROW][C]74[/C][C]11.8[/C][C]10.4406[/C][C]1.35938[/C][/ROW]
[ROW][C]75[/C][C]11.9[/C][C]11.7141[/C][C]0.185919[/C][/ROW]
[ROW][C]76[/C][C]12[/C][C]11.2815[/C][C]0.7185[/C][/ROW]
[ROW][C]77[/C][C]12.1[/C][C]10.2957[/C][C]1.80427[/C][/ROW]
[ROW][C]78[/C][C]12.2[/C][C]11.472[/C][C]0.727959[/C][/ROW]
[ROW][C]79[/C][C]12.2[/C][C]10.9874[/C][C]1.21263[/C][/ROW]
[ROW][C]80[/C][C]12.3[/C][C]9.21152[/C][C]3.08848[/C][/ROW]
[ROW][C]81[/C][C]12.3[/C][C]10.2688[/C][C]2.03115[/C][/ROW]
[ROW][C]82[/C][C]12.3[/C][C]11.2384[/C][C]1.06156[/C][/ROW]
[ROW][C]83[/C][C]12.5[/C][C]11.438[/C][C]1.062[/C][/ROW]
[ROW][C]84[/C][C]12.6[/C][C]10.7191[/C][C]1.88091[/C][/ROW]
[ROW][C]85[/C][C]12.6[/C][C]10.6981[/C][C]1.9019[/C][/ROW]
[ROW][C]86[/C][C]12.6[/C][C]11.0645[/C][C]1.53547[/C][/ROW]
[ROW][C]87[/C][C]12.6[/C][C]9.89472[/C][C]2.70528[/C][/ROW]
[ROW][C]88[/C][C]12.7[/C][C]9.91941[/C][C]2.78059[/C][/ROW]
[ROW][C]89[/C][C]12.7[/C][C]10.4137[/C][C]2.28634[/C][/ROW]
[ROW][C]90[/C][C]12.8[/C][C]11.9652[/C][C]0.834771[/C][/ROW]
[ROW][C]91[/C][C]12.9[/C][C]11.8431[/C][C]1.05691[/C][/ROW]
[ROW][C]92[/C][C]13[/C][C]9.65063[/C][C]3.34937[/C][/ROW]
[ROW][C]93[/C][C]13[/C][C]11.3323[/C][C]1.66771[/C][/ROW]
[ROW][C]94[/C][C]13[/C][C]11.0543[/C][C]1.94574[/C][/ROW]
[ROW][C]95[/C][C]13.2[/C][C]11.2248[/C][C]1.97516[/C][/ROW]
[ROW][C]96[/C][C]13.2[/C][C]10.9359[/C][C]2.26414[/C][/ROW]
[ROW][C]97[/C][C]13.3[/C][C]11.2753[/C][C]2.02471[/C][/ROW]
[ROW][C]98[/C][C]13.3[/C][C]10.5679[/C][C]2.7321[/C][/ROW]
[ROW][C]99[/C][C]13.3[/C][C]11.4368[/C][C]1.86323[/C][/ROW]
[ROW][C]100[/C][C]13.4[/C][C]10.5201[/C][C]2.87987[/C][/ROW]
[ROW][C]101[/C][C]13.4[/C][C]10.0078[/C][C]3.3922[/C][/ROW]
[ROW][C]102[/C][C]13.5[/C][C]9.8557[/C][C]3.6443[/C][/ROW]
[ROW][C]103[/C][C]13.6[/C][C]10.7026[/C][C]2.8974[/C][/ROW]
[ROW][C]104[/C][C]13.8[/C][C]11.2136[/C][C]2.58637[/C][/ROW]
[ROW][C]105[/C][C]13.8[/C][C]11.1004[/C][C]2.69964[/C][/ROW]
[ROW][C]106[/C][C]14.2[/C][C]11.6217[/C][C]2.57832[/C][/ROW]
[ROW][C]107[/C][C]14.3[/C][C]12.0824[/C][C]2.21763[/C][/ROW]
[ROW][C]108[/C][C]14.5[/C][C]10.3882[/C][C]4.11179[/C][/ROW]
[ROW][C]109[/C][C]14.6[/C][C]11.0814[/C][C]3.51862[/C][/ROW]
[ROW][C]110[/C][C]14.8[/C][C]10.9636[/C][C]3.83636[/C][/ROW]
[ROW][C]111[/C][C]15.9[/C][C]10.9181[/C][C]4.98195[/C][/ROW]
[ROW][C]112[/C][C]16.1[/C][C]10.5855[/C][C]5.51445[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=265232&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=265232&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
14.39.77963-5.47963
24.910.0592-5.15923
35.610.4153-4.81526
45.79.53324-3.83324
55.911.7954-5.89544
66.310.4982-4.19823
76.49.92987-3.52987
86.410.3122-3.91222
96.410.0193-3.61933
106.711.2888-4.58876
116.710.0293-3.32932
127.310.3055-3.0055
137.411.0232-3.62323
147.611.1835-3.5835
157.711.0541-3.35406
167.710.5533-2.85326
177.910.7058-2.80578
187.910.272-2.37201
19810.0093-2.00925
208.210.4239-2.22386
218.310.7869-2.48695
228.310.2862-1.9862
238.59.99129-1.49129
248.611.0439-2.44388
258.810.396-1.59598
268.811.1034-2.30338
27911.4172-2.41716
2899.88578-0.885776
299.110.4924-1.39235
309.210.7016-1.50164
319.311.0386-1.73859
329.311.3876-2.08762
339.310.9554-1.65541
349.610.2176-0.617574
359.610.3294-0.729403
369.611.2525-1.65252
379.710.2172-0.517195
389.911.3238-1.42385
399.99.661680.238318
409.910.8304-0.930424
411010.5793-0.579334
4210.111.6207-1.52072
4310.311.1174-0.817358
4410.39.713410.586588
4510.39.980590.319411
4610.410.4798-0.0798477
4710.511.0677-0.567659
4810.610.7218-0.121761
4910.79.840010.859989
5010.810.23980.560175
5110.810.8553-0.0552994
5210.811.1578-0.357817
5310.910.61140.288608
5410.910.87880.021169
5510.910.39160.508431
5611.110.33340.766578
5711.111.3001-0.200062
5811.111.2525-0.152498
5911.29.816741.38326
6011.39.430021.86998
6111.310.84270.457265
6211.411.31560.0844176
6311.411.4633-0.0632703
6411.410.85680.543198
6511.410.55140.848578
6611.49.809031.59097
6711.510.20151.29847
6811.610.08991.51006
6911.610.35461.24536
7011.711.13820.561827
7111.711.41630.283697
7211.810.70221.09783
7311.811.07550.724506
7411.810.44061.35938
7511.911.71410.185919
761211.28150.7185
7712.110.29571.80427
7812.211.4720.727959
7912.210.98741.21263
8012.39.211523.08848
8112.310.26882.03115
8212.311.23841.06156
8312.511.4381.062
8412.610.71911.88091
8512.610.69811.9019
8612.611.06451.53547
8712.69.894722.70528
8812.79.919412.78059
8912.710.41372.28634
9012.811.96520.834771
9112.911.84311.05691
92139.650633.34937
931311.33231.66771
941311.05431.94574
9513.211.22481.97516
9613.210.93592.26414
9713.311.27532.02471
9813.310.56792.7321
9913.311.43681.86323
10013.410.52012.87987
10113.410.00783.3922
10213.59.85573.6443
10313.610.70262.8974
10413.811.21362.58637
10513.811.10042.69964
10614.211.62172.57832
10714.312.08242.21763
10814.510.38824.11179
10914.611.08143.51862
11014.810.96363.83636
11115.910.91814.98195
11216.110.58555.51445







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
140.0306360.0612720.969364
150.04472510.08945020.955275
160.08085550.1617110.919144
170.04226210.08452430.957738
180.08813430.1762690.911866
190.1751380.3502760.824862
200.1471180.2942370.852882
210.2172890.4345780.782711
220.1980270.3960540.801973
230.1837710.3675410.816229
240.1592710.3185430.840729
250.1422610.2845230.857739
260.1230630.2461260.876937
270.1456970.2913950.854303
280.161990.3239790.83801
290.1838180.3676370.816182
300.2062180.4124360.793782
310.2131460.4262920.786854
320.2234770.4469540.776523
330.3102540.6205090.689746
340.4949020.9898030.505098
350.5413830.9172330.458617
360.5456470.9087060.454353
370.6394090.7211810.360591
380.6728310.6543380.327169
390.7692370.4615250.230763
400.7703710.4592590.229629
410.7679810.4640380.232019
420.8064270.3871460.193573
430.9139390.1721230.0860614
440.9451120.1097750.0548876
450.9465210.1069590.0534794
460.9627130.07457350.0372867
470.9696580.06068450.0303423
480.9802290.03954130.0197707
490.9904890.01902290.00951147
500.9912660.01746810.00873407
510.9928650.01426990.00713493
520.9940480.01190360.00595182
530.9954730.009054210.0045271
540.9968030.006394310.00319715
550.9967370.006526960.00326348
560.9954590.009082470.00454123
570.9944760.01104820.0055241
580.9966880.006623380.00331169
590.9977790.004442580.00222129
600.9978020.004395050.00219753
610.9981360.003728490.00186424
620.9985650.002870140.00143507
630.9992980.001403350.000701673
640.9990.002000150.00100007
650.9990020.001995150.000997576
660.998940.002119880.00105994
670.9984150.003169850.00158493
680.9987240.002552630.00127631
690.9984910.003017470.00150874
700.9992910.001418470.000709233
710.9992930.001413590.000706797
720.9993990.001201070.000600537
730.9994650.001069640.00053482
740.9997380.0005232810.000261641
750.999770.000459740.00022987
760.9996340.0007328280.000366414
770.9997180.0005639060.000281953
780.9998060.0003887480.000194374
790.9997320.0005351690.000267585
800.9996990.0006029130.000301456
810.9995510.0008970680.000448534
820.9993760.001248580.000624289
830.9991630.001673290.000836645
840.9992910.001418470.000709236
850.9991570.001686270.000843136
860.9986850.002630060.00131503
870.9998420.0003163860.000158193
880.9996940.0006128670.000306433
890.9994190.001161040.00058052
900.9986020.002796370.00139818
910.9968610.006278160.00313908
920.9984910.003017110.00150855
930.9971080.00578430.00289215
940.9928080.01438350.00719176
950.9816870.03662540.0183127
960.9557650.08847030.0442352
970.9461610.1076790.0538393
980.8951250.209750.104875

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
14 & 0.030636 & 0.061272 & 0.969364 \tabularnewline
15 & 0.0447251 & 0.0894502 & 0.955275 \tabularnewline
16 & 0.0808555 & 0.161711 & 0.919144 \tabularnewline
17 & 0.0422621 & 0.0845243 & 0.957738 \tabularnewline
18 & 0.0881343 & 0.176269 & 0.911866 \tabularnewline
19 & 0.175138 & 0.350276 & 0.824862 \tabularnewline
20 & 0.147118 & 0.294237 & 0.852882 \tabularnewline
21 & 0.217289 & 0.434578 & 0.782711 \tabularnewline
22 & 0.198027 & 0.396054 & 0.801973 \tabularnewline
23 & 0.183771 & 0.367541 & 0.816229 \tabularnewline
24 & 0.159271 & 0.318543 & 0.840729 \tabularnewline
25 & 0.142261 & 0.284523 & 0.857739 \tabularnewline
26 & 0.123063 & 0.246126 & 0.876937 \tabularnewline
27 & 0.145697 & 0.291395 & 0.854303 \tabularnewline
28 & 0.16199 & 0.323979 & 0.83801 \tabularnewline
29 & 0.183818 & 0.367637 & 0.816182 \tabularnewline
30 & 0.206218 & 0.412436 & 0.793782 \tabularnewline
31 & 0.213146 & 0.426292 & 0.786854 \tabularnewline
32 & 0.223477 & 0.446954 & 0.776523 \tabularnewline
33 & 0.310254 & 0.620509 & 0.689746 \tabularnewline
34 & 0.494902 & 0.989803 & 0.505098 \tabularnewline
35 & 0.541383 & 0.917233 & 0.458617 \tabularnewline
36 & 0.545647 & 0.908706 & 0.454353 \tabularnewline
37 & 0.639409 & 0.721181 & 0.360591 \tabularnewline
38 & 0.672831 & 0.654338 & 0.327169 \tabularnewline
39 & 0.769237 & 0.461525 & 0.230763 \tabularnewline
40 & 0.770371 & 0.459259 & 0.229629 \tabularnewline
41 & 0.767981 & 0.464038 & 0.232019 \tabularnewline
42 & 0.806427 & 0.387146 & 0.193573 \tabularnewline
43 & 0.913939 & 0.172123 & 0.0860614 \tabularnewline
44 & 0.945112 & 0.109775 & 0.0548876 \tabularnewline
45 & 0.946521 & 0.106959 & 0.0534794 \tabularnewline
46 & 0.962713 & 0.0745735 & 0.0372867 \tabularnewline
47 & 0.969658 & 0.0606845 & 0.0303423 \tabularnewline
48 & 0.980229 & 0.0395413 & 0.0197707 \tabularnewline
49 & 0.990489 & 0.0190229 & 0.00951147 \tabularnewline
50 & 0.991266 & 0.0174681 & 0.00873407 \tabularnewline
51 & 0.992865 & 0.0142699 & 0.00713493 \tabularnewline
52 & 0.994048 & 0.0119036 & 0.00595182 \tabularnewline
53 & 0.995473 & 0.00905421 & 0.0045271 \tabularnewline
54 & 0.996803 & 0.00639431 & 0.00319715 \tabularnewline
55 & 0.996737 & 0.00652696 & 0.00326348 \tabularnewline
56 & 0.995459 & 0.00908247 & 0.00454123 \tabularnewline
57 & 0.994476 & 0.0110482 & 0.0055241 \tabularnewline
58 & 0.996688 & 0.00662338 & 0.00331169 \tabularnewline
59 & 0.997779 & 0.00444258 & 0.00222129 \tabularnewline
60 & 0.997802 & 0.00439505 & 0.00219753 \tabularnewline
61 & 0.998136 & 0.00372849 & 0.00186424 \tabularnewline
62 & 0.998565 & 0.00287014 & 0.00143507 \tabularnewline
63 & 0.999298 & 0.00140335 & 0.000701673 \tabularnewline
64 & 0.999 & 0.00200015 & 0.00100007 \tabularnewline
65 & 0.999002 & 0.00199515 & 0.000997576 \tabularnewline
66 & 0.99894 & 0.00211988 & 0.00105994 \tabularnewline
67 & 0.998415 & 0.00316985 & 0.00158493 \tabularnewline
68 & 0.998724 & 0.00255263 & 0.00127631 \tabularnewline
69 & 0.998491 & 0.00301747 & 0.00150874 \tabularnewline
70 & 0.999291 & 0.00141847 & 0.000709233 \tabularnewline
71 & 0.999293 & 0.00141359 & 0.000706797 \tabularnewline
72 & 0.999399 & 0.00120107 & 0.000600537 \tabularnewline
73 & 0.999465 & 0.00106964 & 0.00053482 \tabularnewline
74 & 0.999738 & 0.000523281 & 0.000261641 \tabularnewline
75 & 0.99977 & 0.00045974 & 0.00022987 \tabularnewline
76 & 0.999634 & 0.000732828 & 0.000366414 \tabularnewline
77 & 0.999718 & 0.000563906 & 0.000281953 \tabularnewline
78 & 0.999806 & 0.000388748 & 0.000194374 \tabularnewline
79 & 0.999732 & 0.000535169 & 0.000267585 \tabularnewline
80 & 0.999699 & 0.000602913 & 0.000301456 \tabularnewline
81 & 0.999551 & 0.000897068 & 0.000448534 \tabularnewline
82 & 0.999376 & 0.00124858 & 0.000624289 \tabularnewline
83 & 0.999163 & 0.00167329 & 0.000836645 \tabularnewline
84 & 0.999291 & 0.00141847 & 0.000709236 \tabularnewline
85 & 0.999157 & 0.00168627 & 0.000843136 \tabularnewline
86 & 0.998685 & 0.00263006 & 0.00131503 \tabularnewline
87 & 0.999842 & 0.000316386 & 0.000158193 \tabularnewline
88 & 0.999694 & 0.000612867 & 0.000306433 \tabularnewline
89 & 0.999419 & 0.00116104 & 0.00058052 \tabularnewline
90 & 0.998602 & 0.00279637 & 0.00139818 \tabularnewline
91 & 0.996861 & 0.00627816 & 0.00313908 \tabularnewline
92 & 0.998491 & 0.00301711 & 0.00150855 \tabularnewline
93 & 0.997108 & 0.0057843 & 0.00289215 \tabularnewline
94 & 0.992808 & 0.0143835 & 0.00719176 \tabularnewline
95 & 0.981687 & 0.0366254 & 0.0183127 \tabularnewline
96 & 0.955765 & 0.0884703 & 0.0442352 \tabularnewline
97 & 0.946161 & 0.107679 & 0.0538393 \tabularnewline
98 & 0.895125 & 0.20975 & 0.104875 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=265232&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]0.030636[/C][C]0.061272[/C][C]0.969364[/C][/ROW]
[ROW][C]15[/C][C]0.0447251[/C][C]0.0894502[/C][C]0.955275[/C][/ROW]
[ROW][C]16[/C][C]0.0808555[/C][C]0.161711[/C][C]0.919144[/C][/ROW]
[ROW][C]17[/C][C]0.0422621[/C][C]0.0845243[/C][C]0.957738[/C][/ROW]
[ROW][C]18[/C][C]0.0881343[/C][C]0.176269[/C][C]0.911866[/C][/ROW]
[ROW][C]19[/C][C]0.175138[/C][C]0.350276[/C][C]0.824862[/C][/ROW]
[ROW][C]20[/C][C]0.147118[/C][C]0.294237[/C][C]0.852882[/C][/ROW]
[ROW][C]21[/C][C]0.217289[/C][C]0.434578[/C][C]0.782711[/C][/ROW]
[ROW][C]22[/C][C]0.198027[/C][C]0.396054[/C][C]0.801973[/C][/ROW]
[ROW][C]23[/C][C]0.183771[/C][C]0.367541[/C][C]0.816229[/C][/ROW]
[ROW][C]24[/C][C]0.159271[/C][C]0.318543[/C][C]0.840729[/C][/ROW]
[ROW][C]25[/C][C]0.142261[/C][C]0.284523[/C][C]0.857739[/C][/ROW]
[ROW][C]26[/C][C]0.123063[/C][C]0.246126[/C][C]0.876937[/C][/ROW]
[ROW][C]27[/C][C]0.145697[/C][C]0.291395[/C][C]0.854303[/C][/ROW]
[ROW][C]28[/C][C]0.16199[/C][C]0.323979[/C][C]0.83801[/C][/ROW]
[ROW][C]29[/C][C]0.183818[/C][C]0.367637[/C][C]0.816182[/C][/ROW]
[ROW][C]30[/C][C]0.206218[/C][C]0.412436[/C][C]0.793782[/C][/ROW]
[ROW][C]31[/C][C]0.213146[/C][C]0.426292[/C][C]0.786854[/C][/ROW]
[ROW][C]32[/C][C]0.223477[/C][C]0.446954[/C][C]0.776523[/C][/ROW]
[ROW][C]33[/C][C]0.310254[/C][C]0.620509[/C][C]0.689746[/C][/ROW]
[ROW][C]34[/C][C]0.494902[/C][C]0.989803[/C][C]0.505098[/C][/ROW]
[ROW][C]35[/C][C]0.541383[/C][C]0.917233[/C][C]0.458617[/C][/ROW]
[ROW][C]36[/C][C]0.545647[/C][C]0.908706[/C][C]0.454353[/C][/ROW]
[ROW][C]37[/C][C]0.639409[/C][C]0.721181[/C][C]0.360591[/C][/ROW]
[ROW][C]38[/C][C]0.672831[/C][C]0.654338[/C][C]0.327169[/C][/ROW]
[ROW][C]39[/C][C]0.769237[/C][C]0.461525[/C][C]0.230763[/C][/ROW]
[ROW][C]40[/C][C]0.770371[/C][C]0.459259[/C][C]0.229629[/C][/ROW]
[ROW][C]41[/C][C]0.767981[/C][C]0.464038[/C][C]0.232019[/C][/ROW]
[ROW][C]42[/C][C]0.806427[/C][C]0.387146[/C][C]0.193573[/C][/ROW]
[ROW][C]43[/C][C]0.913939[/C][C]0.172123[/C][C]0.0860614[/C][/ROW]
[ROW][C]44[/C][C]0.945112[/C][C]0.109775[/C][C]0.0548876[/C][/ROW]
[ROW][C]45[/C][C]0.946521[/C][C]0.106959[/C][C]0.0534794[/C][/ROW]
[ROW][C]46[/C][C]0.962713[/C][C]0.0745735[/C][C]0.0372867[/C][/ROW]
[ROW][C]47[/C][C]0.969658[/C][C]0.0606845[/C][C]0.0303423[/C][/ROW]
[ROW][C]48[/C][C]0.980229[/C][C]0.0395413[/C][C]0.0197707[/C][/ROW]
[ROW][C]49[/C][C]0.990489[/C][C]0.0190229[/C][C]0.00951147[/C][/ROW]
[ROW][C]50[/C][C]0.991266[/C][C]0.0174681[/C][C]0.00873407[/C][/ROW]
[ROW][C]51[/C][C]0.992865[/C][C]0.0142699[/C][C]0.00713493[/C][/ROW]
[ROW][C]52[/C][C]0.994048[/C][C]0.0119036[/C][C]0.00595182[/C][/ROW]
[ROW][C]53[/C][C]0.995473[/C][C]0.00905421[/C][C]0.0045271[/C][/ROW]
[ROW][C]54[/C][C]0.996803[/C][C]0.00639431[/C][C]0.00319715[/C][/ROW]
[ROW][C]55[/C][C]0.996737[/C][C]0.00652696[/C][C]0.00326348[/C][/ROW]
[ROW][C]56[/C][C]0.995459[/C][C]0.00908247[/C][C]0.00454123[/C][/ROW]
[ROW][C]57[/C][C]0.994476[/C][C]0.0110482[/C][C]0.0055241[/C][/ROW]
[ROW][C]58[/C][C]0.996688[/C][C]0.00662338[/C][C]0.00331169[/C][/ROW]
[ROW][C]59[/C][C]0.997779[/C][C]0.00444258[/C][C]0.00222129[/C][/ROW]
[ROW][C]60[/C][C]0.997802[/C][C]0.00439505[/C][C]0.00219753[/C][/ROW]
[ROW][C]61[/C][C]0.998136[/C][C]0.00372849[/C][C]0.00186424[/C][/ROW]
[ROW][C]62[/C][C]0.998565[/C][C]0.00287014[/C][C]0.00143507[/C][/ROW]
[ROW][C]63[/C][C]0.999298[/C][C]0.00140335[/C][C]0.000701673[/C][/ROW]
[ROW][C]64[/C][C]0.999[/C][C]0.00200015[/C][C]0.00100007[/C][/ROW]
[ROW][C]65[/C][C]0.999002[/C][C]0.00199515[/C][C]0.000997576[/C][/ROW]
[ROW][C]66[/C][C]0.99894[/C][C]0.00211988[/C][C]0.00105994[/C][/ROW]
[ROW][C]67[/C][C]0.998415[/C][C]0.00316985[/C][C]0.00158493[/C][/ROW]
[ROW][C]68[/C][C]0.998724[/C][C]0.00255263[/C][C]0.00127631[/C][/ROW]
[ROW][C]69[/C][C]0.998491[/C][C]0.00301747[/C][C]0.00150874[/C][/ROW]
[ROW][C]70[/C][C]0.999291[/C][C]0.00141847[/C][C]0.000709233[/C][/ROW]
[ROW][C]71[/C][C]0.999293[/C][C]0.00141359[/C][C]0.000706797[/C][/ROW]
[ROW][C]72[/C][C]0.999399[/C][C]0.00120107[/C][C]0.000600537[/C][/ROW]
[ROW][C]73[/C][C]0.999465[/C][C]0.00106964[/C][C]0.00053482[/C][/ROW]
[ROW][C]74[/C][C]0.999738[/C][C]0.000523281[/C][C]0.000261641[/C][/ROW]
[ROW][C]75[/C][C]0.99977[/C][C]0.00045974[/C][C]0.00022987[/C][/ROW]
[ROW][C]76[/C][C]0.999634[/C][C]0.000732828[/C][C]0.000366414[/C][/ROW]
[ROW][C]77[/C][C]0.999718[/C][C]0.000563906[/C][C]0.000281953[/C][/ROW]
[ROW][C]78[/C][C]0.999806[/C][C]0.000388748[/C][C]0.000194374[/C][/ROW]
[ROW][C]79[/C][C]0.999732[/C][C]0.000535169[/C][C]0.000267585[/C][/ROW]
[ROW][C]80[/C][C]0.999699[/C][C]0.000602913[/C][C]0.000301456[/C][/ROW]
[ROW][C]81[/C][C]0.999551[/C][C]0.000897068[/C][C]0.000448534[/C][/ROW]
[ROW][C]82[/C][C]0.999376[/C][C]0.00124858[/C][C]0.000624289[/C][/ROW]
[ROW][C]83[/C][C]0.999163[/C][C]0.00167329[/C][C]0.000836645[/C][/ROW]
[ROW][C]84[/C][C]0.999291[/C][C]0.00141847[/C][C]0.000709236[/C][/ROW]
[ROW][C]85[/C][C]0.999157[/C][C]0.00168627[/C][C]0.000843136[/C][/ROW]
[ROW][C]86[/C][C]0.998685[/C][C]0.00263006[/C][C]0.00131503[/C][/ROW]
[ROW][C]87[/C][C]0.999842[/C][C]0.000316386[/C][C]0.000158193[/C][/ROW]
[ROW][C]88[/C][C]0.999694[/C][C]0.000612867[/C][C]0.000306433[/C][/ROW]
[ROW][C]89[/C][C]0.999419[/C][C]0.00116104[/C][C]0.00058052[/C][/ROW]
[ROW][C]90[/C][C]0.998602[/C][C]0.00279637[/C][C]0.00139818[/C][/ROW]
[ROW][C]91[/C][C]0.996861[/C][C]0.00627816[/C][C]0.00313908[/C][/ROW]
[ROW][C]92[/C][C]0.998491[/C][C]0.00301711[/C][C]0.00150855[/C][/ROW]
[ROW][C]93[/C][C]0.997108[/C][C]0.0057843[/C][C]0.00289215[/C][/ROW]
[ROW][C]94[/C][C]0.992808[/C][C]0.0143835[/C][C]0.00719176[/C][/ROW]
[ROW][C]95[/C][C]0.981687[/C][C]0.0366254[/C][C]0.0183127[/C][/ROW]
[ROW][C]96[/C][C]0.955765[/C][C]0.0884703[/C][C]0.0442352[/C][/ROW]
[ROW][C]97[/C][C]0.946161[/C][C]0.107679[/C][C]0.0538393[/C][/ROW]
[ROW][C]98[/C][C]0.895125[/C][C]0.20975[/C][C]0.104875[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=265232&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=265232&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
140.0306360.0612720.969364
150.04472510.08945020.955275
160.08085550.1617110.919144
170.04226210.08452430.957738
180.08813430.1762690.911866
190.1751380.3502760.824862
200.1471180.2942370.852882
210.2172890.4345780.782711
220.1980270.3960540.801973
230.1837710.3675410.816229
240.1592710.3185430.840729
250.1422610.2845230.857739
260.1230630.2461260.876937
270.1456970.2913950.854303
280.161990.3239790.83801
290.1838180.3676370.816182
300.2062180.4124360.793782
310.2131460.4262920.786854
320.2234770.4469540.776523
330.3102540.6205090.689746
340.4949020.9898030.505098
350.5413830.9172330.458617
360.5456470.9087060.454353
370.6394090.7211810.360591
380.6728310.6543380.327169
390.7692370.4615250.230763
400.7703710.4592590.229629
410.7679810.4640380.232019
420.8064270.3871460.193573
430.9139390.1721230.0860614
440.9451120.1097750.0548876
450.9465210.1069590.0534794
460.9627130.07457350.0372867
470.9696580.06068450.0303423
480.9802290.03954130.0197707
490.9904890.01902290.00951147
500.9912660.01746810.00873407
510.9928650.01426990.00713493
520.9940480.01190360.00595182
530.9954730.009054210.0045271
540.9968030.006394310.00319715
550.9967370.006526960.00326348
560.9954590.009082470.00454123
570.9944760.01104820.0055241
580.9966880.006623380.00331169
590.9977790.004442580.00222129
600.9978020.004395050.00219753
610.9981360.003728490.00186424
620.9985650.002870140.00143507
630.9992980.001403350.000701673
640.9990.002000150.00100007
650.9990020.001995150.000997576
660.998940.002119880.00105994
670.9984150.003169850.00158493
680.9987240.002552630.00127631
690.9984910.003017470.00150874
700.9992910.001418470.000709233
710.9992930.001413590.000706797
720.9993990.001201070.000600537
730.9994650.001069640.00053482
740.9997380.0005232810.000261641
750.999770.000459740.00022987
760.9996340.0007328280.000366414
770.9997180.0005639060.000281953
780.9998060.0003887480.000194374
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800.9996990.0006029130.000301456
810.9995510.0008970680.000448534
820.9993760.001248580.000624289
830.9991630.001673290.000836645
840.9992910.001418470.000709236
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860.9986850.002630060.00131503
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880.9996940.0006128670.000306433
890.9994190.001161040.00058052
900.9986020.002796370.00139818
910.9968610.006278160.00313908
920.9984910.003017110.00150855
930.9971080.00578430.00289215
940.9928080.01438350.00719176
950.9816870.03662540.0183127
960.9557650.08847030.0442352
970.9461610.1076790.0538393
980.8951250.209750.104875







Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level400.470588NOK
5% type I error level480.564706NOK
10% type I error level540.635294NOK

\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 & 40 & 0.470588 & NOK \tabularnewline
5% type I error level & 48 & 0.564706 & NOK \tabularnewline
10% type I error level & 54 & 0.635294 & NOK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=265232&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]40[/C][C]0.470588[/C][C]NOK[/C][/ROW]
[ROW][C]5% type I error level[/C][C]48[/C][C]0.564706[/C][C]NOK[/C][/ROW]
[ROW][C]10% type I error level[/C][C]54[/C][C]0.635294[/C][C]NOK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=265232&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=265232&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 level400.470588NOK
5% type I error level480.564706NOK
10% type I error level540.635294NOK



Parameters (Session):
par1 = additive ; par2 = 12 ;
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$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
myeq <- paste(myeq, signif(mysum$coefficients[i,1],6), 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,signif(mysum$coefficients[i,1],6))
a<-table.element(a, signif(mysum$coefficients[i,2],6))
a<-table.element(a, signif(mysum$coefficients[i,3],4))
a<-table.element(a, signif(mysum$coefficients[i,4],6))
a<-table.element(a, signif(mysum$coefficients[i,4]/2,6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable2.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Regression Statistics', 2, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Multiple R',1,TRUE)
a<-table.element(a, signif(sqrt(mysum$r.squared),6))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'R-squared',1,TRUE)
a<-table.element(a, signif(mysum$r.squared,6))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Adjusted R-squared',1,TRUE)
a<-table.element(a, signif(mysum$adj.r.squared,6))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (value)',1,TRUE)
a<-table.element(a, signif(mysum$fstatistic[1],6))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF numerator)',1,TRUE)
a<-table.element(a, signif(mysum$fstatistic[2],6))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'F-TEST (DF denominator)',1,TRUE)
a<-table.element(a, signif(mysum$fstatistic[3],6))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'p-value',1,TRUE)
a<-table.element(a, signif(1-pf(mysum$fstatistic[1],mysum$fstatistic[2],mysum$fstatistic[3]),6))
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, signif(mysum$sigma,6))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Sum Squared Residuals',1,TRUE)
a<-table.element(a, signif(sum(myerror*myerror),6))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable3.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a, 'Multiple Linear Regression - Actuals, Interpolation, and Residuals', 4, TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a, 'Time or Index', 1, TRUE)
a<-table.element(a, 'Actuals', 1, TRUE)
a<-table.element(a, 'Interpolation
Forecast', 1, TRUE)
a<-table.element(a, 'Residuals
Prediction Error', 1, TRUE)
a<-table.row.end(a)
for (i in 1:n) {
a<-table.row.start(a)
a<-table.element(a,i, 1, TRUE)
a<-table.element(a,signif(x[i],6))
a<-table.element(a,signif(x[i]-mysum$resid[i],6))
a<-table.element(a,signif(mysum$resid[i],6))
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,signif(gqarr[mypoint-kp3+1,1],6))
a<-table.element(a,signif(gqarr[mypoint-kp3+1,2],6))
a<-table.element(a,signif(gqarr[mypoint-kp3+1,3],6))
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,signif(numsignificant1,6))
a<-table.element(a,signif(numsignificant1/numgqtests,6))
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,signif(numsignificant5,6))
a<-table.element(a,signif(numsignificant5/numgqtests,6))
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,signif(numsignificant10,6))
a<-table.element(a,signif(numsignificant10/numgqtests,6))
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')
}