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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 computationMon, 15 Dec 2014 12:47:24 +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/15/t14186476968z28m4gjil9fc0m.htm/, Retrieved Sun, 19 May 2024 14:56:52 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=268273, Retrieved Sun, 19 May 2024 14:56:52 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact57
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Multiple Regression] [] [2014-12-15 12:47:24] [624214a256768d6065ce8a528542dcc5] [Current]
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Dataseries X:
12,9	26	50	13	12	13
12,8	37	54	14	11	11
14,8	52	73	15	7	11
12	58	73	17	14	13
6,3	68	75	11	6	14
11,3	62	72	16	12	11
9,3	56	70	15	11	14
10	74	81	14	12	12
10,8	58	71	17	11	14
13,4	51	61	16	12	15
11,5	53	76	17	13	16
8,3	29	70	14	9	12
11,7	54	60	16	11	12
10,4	54	70	8	5	14
11,8	47	76	10	6	16
11,3	68	67	8	6	16
12,7	67	76	8	8	16
5,7	41	75	15	6	11
8	45	63	10	10	12
12,5	56	70	11	10	14
7,6	41	75	9	7	14
9,2	53	60	12	7	15
11,1	66	73	14	12	13
12,2	37	64	15	12	12
12,3	51	59	17	12	15
11,4	51	64	14	12	14
8,8	56	60	11	8	15
12,6	37	78	7	5	13
13	42	67	15	10	12
13,2	66	66	15	11	14
9,9	34	68	14	9	14
10,5	49	66	14	11	11
13,4	55	73	13	10	13
10,9	49	72	16	12	14
10,3	40	59	16	9	13
11,4	63	78	10	7	11
8,6	56	68	12	11	13
13,2	54	73	12	12	13
8,8	32	65	14	10	12
9	67	71	16	12	14
10,3	66	76	16	12	15
8,5	51	63	16	10	12
13,5	55	59	10	9	15
4,9	50	73	14	10	12
6,4	60	66	12	9	13
9,6	56	62	11	10	11
11,6	63	69	15	12	14




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time5 seconds
R Server'George Udny Yule' @ yule.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 & 5 seconds \tabularnewline
R Server & 'George Udny Yule' @ yule.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=268273&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]5 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ yule.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=268273&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=268273&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 time5 seconds
R Server'George Udny Yule' @ yule.wessa.net







Multiple Linear Regression - Estimated Regression Equation
TOT.V[t] = + 8.16621 -0.00704044AMS.I.V[t] -0.0275831AMS.E.V[t] -0.154466CONFSTAT.V[t] + 0.365065CONFSOFT.V[t] + 0.239162STRESS.V[t] + e[t]

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Estimated Regression Equation \tabularnewline
TOT.V[t] =  +  8.16621 -0.00704044AMS.I.V[t] -0.0275831AMS.E.V[t] -0.154466CONFSTAT.V[t] +  0.365065CONFSOFT.V[t] +  0.239162STRESS.V[t]  + e[t] \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=268273&T=1

[TABLE]
[ROW][C]Multiple Linear Regression - Estimated Regression Equation[/C][/ROW]
[ROW][C]TOT.V[t] =  +  8.16621 -0.00704044AMS.I.V[t] -0.0275831AMS.E.V[t] -0.154466CONFSTAT.V[t] +  0.365065CONFSOFT.V[t] +  0.239162STRESS.V[t]  + e[t][/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=268273&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=268273&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.V[t] = + 8.16621 -0.00704044AMS.I.V[t] -0.0275831AMS.E.V[t] -0.154466CONFSTAT.V[t] + 0.365065CONFSOFT.V[t] + 0.239162STRESS.V[t] + e[t]







Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STATH0: parameter = 02-tail p-value1-tail p-value
(Intercept)8.166215.20981.5670.1246910.0623455
AMS.I.V-0.007040440.0348736-0.20190.8410050.420503
AMS.E.V-0.02758310.0555802-0.49630.6223510.311175
CONFSTAT.V-0.1544660.176237-0.87650.3858820.192941
CONFSOFT.V0.3650650.2150151.6980.09711280.0485564
STRESS.V0.2391620.2339181.0220.3125790.156289

\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) & 8.16621 & 5.2098 & 1.567 & 0.124691 & 0.0623455 \tabularnewline
AMS.I.V & -0.00704044 & 0.0348736 & -0.2019 & 0.841005 & 0.420503 \tabularnewline
AMS.E.V & -0.0275831 & 0.0555802 & -0.4963 & 0.622351 & 0.311175 \tabularnewline
CONFSTAT.V & -0.154466 & 0.176237 & -0.8765 & 0.385882 & 0.192941 \tabularnewline
CONFSOFT.V & 0.365065 & 0.215015 & 1.698 & 0.0971128 & 0.0485564 \tabularnewline
STRESS.V & 0.239162 & 0.233918 & 1.022 & 0.312579 & 0.156289 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=268273&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]8.16621[/C][C]5.2098[/C][C]1.567[/C][C]0.124691[/C][C]0.0623455[/C][/ROW]
[ROW][C]AMS.I.V[/C][C]-0.00704044[/C][C]0.0348736[/C][C]-0.2019[/C][C]0.841005[/C][C]0.420503[/C][/ROW]
[ROW][C]AMS.E.V[/C][C]-0.0275831[/C][C]0.0555802[/C][C]-0.4963[/C][C]0.622351[/C][C]0.311175[/C][/ROW]
[ROW][C]CONFSTAT.V[/C][C]-0.154466[/C][C]0.176237[/C][C]-0.8765[/C][C]0.385882[/C][C]0.192941[/C][/ROW]
[ROW][C]CONFSOFT.V[/C][C]0.365065[/C][C]0.215015[/C][C]1.698[/C][C]0.0971128[/C][C]0.0485564[/C][/ROW]
[ROW][C]STRESS.V[/C][C]0.239162[/C][C]0.233918[/C][C]1.022[/C][C]0.312579[/C][C]0.156289[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=268273&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=268273&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)8.166215.20981.5670.1246910.0623455
AMS.I.V-0.007040440.0348736-0.20190.8410050.420503
AMS.E.V-0.02758310.0555802-0.49630.6223510.311175
CONFSTAT.V-0.1544660.176237-0.87650.3858820.192941
CONFSOFT.V0.3650650.2150151.6980.09711280.0485564
STRESS.V0.2391620.2339181.0220.3125790.156289







Multiple Linear Regression - Regression Statistics
Multiple R0.335899
R-squared0.112828
Adjusted R-squared0.00463644
F-TEST (value)1.04285
F-TEST (DF numerator)5
F-TEST (DF denominator)41
p-value0.405751
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.25251
Sum Squared Residuals208.026

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Regression Statistics \tabularnewline
Multiple R & 0.335899 \tabularnewline
R-squared & 0.112828 \tabularnewline
Adjusted R-squared & 0.00463644 \tabularnewline
F-TEST (value) & 1.04285 \tabularnewline
F-TEST (DF numerator) & 5 \tabularnewline
F-TEST (DF denominator) & 41 \tabularnewline
p-value & 0.405751 \tabularnewline
Multiple Linear Regression - Residual Statistics \tabularnewline
Residual Standard Deviation & 2.25251 \tabularnewline
Sum Squared Residuals & 208.026 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=268273&T=3

[TABLE]
[ROW][C]Multiple Linear Regression - Regression Statistics[/C][/ROW]
[ROW][C]Multiple R[/C][C]0.335899[/C][/ROW]
[ROW][C]R-squared[/C][C]0.112828[/C][/ROW]
[ROW][C]Adjusted R-squared[/C][C]0.00463644[/C][/ROW]
[ROW][C]F-TEST (value)[/C][C]1.04285[/C][/ROW]
[ROW][C]F-TEST (DF numerator)[/C][C]5[/C][/ROW]
[ROW][C]F-TEST (DF denominator)[/C][C]41[/C][/ROW]
[ROW][C]p-value[/C][C]0.405751[/C][/ROW]
[ROW][C]Multiple Linear Regression - Residual Statistics[/C][/ROW]
[ROW][C]Residual Standard Deviation[/C][C]2.25251[/C][/ROW]
[ROW][C]Sum Squared Residuals[/C][C]208.026[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=268273&T=3

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=268273&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 R0.335899
R-squared0.112828
Adjusted R-squared0.00463644
F-TEST (value)1.04285
F-TEST (DF numerator)5
F-TEST (DF denominator)41
p-value0.405751
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation2.25251
Sum Squared Residuals208.026







Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolationForecastResidualsPrediction Error
112.912.08580.814164
212.810.90021.8998
314.88.655796.14421
41211.33840.661602
56.39.45827-3.15827
611.310.28381.01617
79.310.8881-1.58813
81010.4992-0.499192
910.810.53750.262468
1013.411.62131.77866
1111.511.6433-0.143273
128.310.0242-1.72423
1311.710.54521.15475
1410.49.793080.606921
1511.810.21131.58868
1611.310.62070.679349
1712.711.10961.59043
185.78.31301-2.61301
19811.0876-3.08759
2012.511.14091.35907
217.610.3224-2.72235
229.210.4274-1.22738
2311.111.01530.0846576
2412.211.07411.12587
2512.311.5220.777961
2611.411.6084-0.208359
278.810.9258-2.12579
2812.69.607412.99259
291310.22612.77395
3013.210.92812.27194
319.910.5225-0.622519
3210.510.48470.0152776
3313.410.51712.88288
3410.911.0928-0.192844
3510.310.18040.119569
3611.49.212762.18724
378.611.1675-2.56753
3813.211.40881.79124
398.810.5061-1.70609
40910.9937-1.9937
4110.311.102-0.801986
428.510.1186-1.61856
4313.511.47992.02006
444.910.1587-5.2587
456.410.4644-4.0644
469.610.6441-1.0441
4711.611.23150.368508

\begin{tabular}{lllllllll}
\hline
Multiple Linear Regression - Actuals, Interpolation, and Residuals \tabularnewline
Time or Index & Actuals & InterpolationForecast & ResidualsPrediction Error \tabularnewline
1 & 12.9 & 12.0858 & 0.814164 \tabularnewline
2 & 12.8 & 10.9002 & 1.8998 \tabularnewline
3 & 14.8 & 8.65579 & 6.14421 \tabularnewline
4 & 12 & 11.3384 & 0.661602 \tabularnewline
5 & 6.3 & 9.45827 & -3.15827 \tabularnewline
6 & 11.3 & 10.2838 & 1.01617 \tabularnewline
7 & 9.3 & 10.8881 & -1.58813 \tabularnewline
8 & 10 & 10.4992 & -0.499192 \tabularnewline
9 & 10.8 & 10.5375 & 0.262468 \tabularnewline
10 & 13.4 & 11.6213 & 1.77866 \tabularnewline
11 & 11.5 & 11.6433 & -0.143273 \tabularnewline
12 & 8.3 & 10.0242 & -1.72423 \tabularnewline
13 & 11.7 & 10.5452 & 1.15475 \tabularnewline
14 & 10.4 & 9.79308 & 0.606921 \tabularnewline
15 & 11.8 & 10.2113 & 1.58868 \tabularnewline
16 & 11.3 & 10.6207 & 0.679349 \tabularnewline
17 & 12.7 & 11.1096 & 1.59043 \tabularnewline
18 & 5.7 & 8.31301 & -2.61301 \tabularnewline
19 & 8 & 11.0876 & -3.08759 \tabularnewline
20 & 12.5 & 11.1409 & 1.35907 \tabularnewline
21 & 7.6 & 10.3224 & -2.72235 \tabularnewline
22 & 9.2 & 10.4274 & -1.22738 \tabularnewline
23 & 11.1 & 11.0153 & 0.0846576 \tabularnewline
24 & 12.2 & 11.0741 & 1.12587 \tabularnewline
25 & 12.3 & 11.522 & 0.777961 \tabularnewline
26 & 11.4 & 11.6084 & -0.208359 \tabularnewline
27 & 8.8 & 10.9258 & -2.12579 \tabularnewline
28 & 12.6 & 9.60741 & 2.99259 \tabularnewline
29 & 13 & 10.2261 & 2.77395 \tabularnewline
30 & 13.2 & 10.9281 & 2.27194 \tabularnewline
31 & 9.9 & 10.5225 & -0.622519 \tabularnewline
32 & 10.5 & 10.4847 & 0.0152776 \tabularnewline
33 & 13.4 & 10.5171 & 2.88288 \tabularnewline
34 & 10.9 & 11.0928 & -0.192844 \tabularnewline
35 & 10.3 & 10.1804 & 0.119569 \tabularnewline
36 & 11.4 & 9.21276 & 2.18724 \tabularnewline
37 & 8.6 & 11.1675 & -2.56753 \tabularnewline
38 & 13.2 & 11.4088 & 1.79124 \tabularnewline
39 & 8.8 & 10.5061 & -1.70609 \tabularnewline
40 & 9 & 10.9937 & -1.9937 \tabularnewline
41 & 10.3 & 11.102 & -0.801986 \tabularnewline
42 & 8.5 & 10.1186 & -1.61856 \tabularnewline
43 & 13.5 & 11.4799 & 2.02006 \tabularnewline
44 & 4.9 & 10.1587 & -5.2587 \tabularnewline
45 & 6.4 & 10.4644 & -4.0644 \tabularnewline
46 & 9.6 & 10.6441 & -1.0441 \tabularnewline
47 & 11.6 & 11.2315 & 0.368508 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=268273&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]12.9[/C][C]12.0858[/C][C]0.814164[/C][/ROW]
[ROW][C]2[/C][C]12.8[/C][C]10.9002[/C][C]1.8998[/C][/ROW]
[ROW][C]3[/C][C]14.8[/C][C]8.65579[/C][C]6.14421[/C][/ROW]
[ROW][C]4[/C][C]12[/C][C]11.3384[/C][C]0.661602[/C][/ROW]
[ROW][C]5[/C][C]6.3[/C][C]9.45827[/C][C]-3.15827[/C][/ROW]
[ROW][C]6[/C][C]11.3[/C][C]10.2838[/C][C]1.01617[/C][/ROW]
[ROW][C]7[/C][C]9.3[/C][C]10.8881[/C][C]-1.58813[/C][/ROW]
[ROW][C]8[/C][C]10[/C][C]10.4992[/C][C]-0.499192[/C][/ROW]
[ROW][C]9[/C][C]10.8[/C][C]10.5375[/C][C]0.262468[/C][/ROW]
[ROW][C]10[/C][C]13.4[/C][C]11.6213[/C][C]1.77866[/C][/ROW]
[ROW][C]11[/C][C]11.5[/C][C]11.6433[/C][C]-0.143273[/C][/ROW]
[ROW][C]12[/C][C]8.3[/C][C]10.0242[/C][C]-1.72423[/C][/ROW]
[ROW][C]13[/C][C]11.7[/C][C]10.5452[/C][C]1.15475[/C][/ROW]
[ROW][C]14[/C][C]10.4[/C][C]9.79308[/C][C]0.606921[/C][/ROW]
[ROW][C]15[/C][C]11.8[/C][C]10.2113[/C][C]1.58868[/C][/ROW]
[ROW][C]16[/C][C]11.3[/C][C]10.6207[/C][C]0.679349[/C][/ROW]
[ROW][C]17[/C][C]12.7[/C][C]11.1096[/C][C]1.59043[/C][/ROW]
[ROW][C]18[/C][C]5.7[/C][C]8.31301[/C][C]-2.61301[/C][/ROW]
[ROW][C]19[/C][C]8[/C][C]11.0876[/C][C]-3.08759[/C][/ROW]
[ROW][C]20[/C][C]12.5[/C][C]11.1409[/C][C]1.35907[/C][/ROW]
[ROW][C]21[/C][C]7.6[/C][C]10.3224[/C][C]-2.72235[/C][/ROW]
[ROW][C]22[/C][C]9.2[/C][C]10.4274[/C][C]-1.22738[/C][/ROW]
[ROW][C]23[/C][C]11.1[/C][C]11.0153[/C][C]0.0846576[/C][/ROW]
[ROW][C]24[/C][C]12.2[/C][C]11.0741[/C][C]1.12587[/C][/ROW]
[ROW][C]25[/C][C]12.3[/C][C]11.522[/C][C]0.777961[/C][/ROW]
[ROW][C]26[/C][C]11.4[/C][C]11.6084[/C][C]-0.208359[/C][/ROW]
[ROW][C]27[/C][C]8.8[/C][C]10.9258[/C][C]-2.12579[/C][/ROW]
[ROW][C]28[/C][C]12.6[/C][C]9.60741[/C][C]2.99259[/C][/ROW]
[ROW][C]29[/C][C]13[/C][C]10.2261[/C][C]2.77395[/C][/ROW]
[ROW][C]30[/C][C]13.2[/C][C]10.9281[/C][C]2.27194[/C][/ROW]
[ROW][C]31[/C][C]9.9[/C][C]10.5225[/C][C]-0.622519[/C][/ROW]
[ROW][C]32[/C][C]10.5[/C][C]10.4847[/C][C]0.0152776[/C][/ROW]
[ROW][C]33[/C][C]13.4[/C][C]10.5171[/C][C]2.88288[/C][/ROW]
[ROW][C]34[/C][C]10.9[/C][C]11.0928[/C][C]-0.192844[/C][/ROW]
[ROW][C]35[/C][C]10.3[/C][C]10.1804[/C][C]0.119569[/C][/ROW]
[ROW][C]36[/C][C]11.4[/C][C]9.21276[/C][C]2.18724[/C][/ROW]
[ROW][C]37[/C][C]8.6[/C][C]11.1675[/C][C]-2.56753[/C][/ROW]
[ROW][C]38[/C][C]13.2[/C][C]11.4088[/C][C]1.79124[/C][/ROW]
[ROW][C]39[/C][C]8.8[/C][C]10.5061[/C][C]-1.70609[/C][/ROW]
[ROW][C]40[/C][C]9[/C][C]10.9937[/C][C]-1.9937[/C][/ROW]
[ROW][C]41[/C][C]10.3[/C][C]11.102[/C][C]-0.801986[/C][/ROW]
[ROW][C]42[/C][C]8.5[/C][C]10.1186[/C][C]-1.61856[/C][/ROW]
[ROW][C]43[/C][C]13.5[/C][C]11.4799[/C][C]2.02006[/C][/ROW]
[ROW][C]44[/C][C]4.9[/C][C]10.1587[/C][C]-5.2587[/C][/ROW]
[ROW][C]45[/C][C]6.4[/C][C]10.4644[/C][C]-4.0644[/C][/ROW]
[ROW][C]46[/C][C]9.6[/C][C]10.6441[/C][C]-1.0441[/C][/ROW]
[ROW][C]47[/C][C]11.6[/C][C]11.2315[/C][C]0.368508[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=268273&T=4

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=268273&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
112.912.08580.814164
212.810.90021.8998
314.88.655796.14421
41211.33840.661602
56.39.45827-3.15827
611.310.28381.01617
79.310.8881-1.58813
81010.4992-0.499192
910.810.53750.262468
1013.411.62131.77866
1111.511.6433-0.143273
128.310.0242-1.72423
1311.710.54521.15475
1410.49.793080.606921
1511.810.21131.58868
1611.310.62070.679349
1712.711.10961.59043
185.78.31301-2.61301
19811.0876-3.08759
2012.511.14091.35907
217.610.3224-2.72235
229.210.4274-1.22738
2311.111.01530.0846576
2412.211.07411.12587
2512.311.5220.777961
2611.411.6084-0.208359
278.810.9258-2.12579
2812.69.607412.99259
291310.22612.77395
3013.210.92812.27194
319.910.5225-0.622519
3210.510.48470.0152776
3313.410.51712.88288
3410.911.0928-0.192844
3510.310.18040.119569
3611.49.212762.18724
378.611.1675-2.56753
3813.211.40881.79124
398.810.5061-1.70609
40910.9937-1.9937
4110.311.102-0.801986
428.510.1186-1.61856
4313.511.47992.02006
444.910.1587-5.2587
456.410.4644-4.0644
469.610.6441-1.0441
4711.611.23150.368508







Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
90.03055660.06111320.969443
100.4286940.8573890.571306
110.2815860.5631720.718414
120.4401490.8802970.559851
130.4457560.8915120.554244
140.5314990.9370020.468501
150.5555960.8888090.444404
160.4731470.9462940.526853
170.4776080.9552160.522392
180.5402270.9195470.459773
190.5986470.8027050.401353
200.5341750.9316490.465825
210.5478680.9042650.452132
220.517630.964740.48237
230.421920.843840.57808
240.3565040.7130080.643496
250.2947780.5895570.705222
260.2192130.4384250.780787
270.2305720.4611440.769428
280.2413060.4826130.758694
290.3083440.6166880.691656
300.3218920.6437830.678108
310.2443930.4887860.755607
320.2058190.4116370.794181
330.2463520.4927040.753648
340.1741790.3483570.825821
350.1567980.3135950.843202
360.7302670.5394660.269733
370.8774490.2451030.122551
380.8544930.2910130.145507

\begin{tabular}{lllllllll}
\hline
Goldfeld-Quandt test for Heteroskedasticity \tabularnewline
p-values & Alternative Hypothesis \tabularnewline
breakpoint index & greater & 2-sided & less \tabularnewline
9 & 0.0305566 & 0.0611132 & 0.969443 \tabularnewline
10 & 0.428694 & 0.857389 & 0.571306 \tabularnewline
11 & 0.281586 & 0.563172 & 0.718414 \tabularnewline
12 & 0.440149 & 0.880297 & 0.559851 \tabularnewline
13 & 0.445756 & 0.891512 & 0.554244 \tabularnewline
14 & 0.531499 & 0.937002 & 0.468501 \tabularnewline
15 & 0.555596 & 0.888809 & 0.444404 \tabularnewline
16 & 0.473147 & 0.946294 & 0.526853 \tabularnewline
17 & 0.477608 & 0.955216 & 0.522392 \tabularnewline
18 & 0.540227 & 0.919547 & 0.459773 \tabularnewline
19 & 0.598647 & 0.802705 & 0.401353 \tabularnewline
20 & 0.534175 & 0.931649 & 0.465825 \tabularnewline
21 & 0.547868 & 0.904265 & 0.452132 \tabularnewline
22 & 0.51763 & 0.96474 & 0.48237 \tabularnewline
23 & 0.42192 & 0.84384 & 0.57808 \tabularnewline
24 & 0.356504 & 0.713008 & 0.643496 \tabularnewline
25 & 0.294778 & 0.589557 & 0.705222 \tabularnewline
26 & 0.219213 & 0.438425 & 0.780787 \tabularnewline
27 & 0.230572 & 0.461144 & 0.769428 \tabularnewline
28 & 0.241306 & 0.482613 & 0.758694 \tabularnewline
29 & 0.308344 & 0.616688 & 0.691656 \tabularnewline
30 & 0.321892 & 0.643783 & 0.678108 \tabularnewline
31 & 0.244393 & 0.488786 & 0.755607 \tabularnewline
32 & 0.205819 & 0.411637 & 0.794181 \tabularnewline
33 & 0.246352 & 0.492704 & 0.753648 \tabularnewline
34 & 0.174179 & 0.348357 & 0.825821 \tabularnewline
35 & 0.156798 & 0.313595 & 0.843202 \tabularnewline
36 & 0.730267 & 0.539466 & 0.269733 \tabularnewline
37 & 0.877449 & 0.245103 & 0.122551 \tabularnewline
38 & 0.854493 & 0.291013 & 0.145507 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=268273&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]9[/C][C]0.0305566[/C][C]0.0611132[/C][C]0.969443[/C][/ROW]
[ROW][C]10[/C][C]0.428694[/C][C]0.857389[/C][C]0.571306[/C][/ROW]
[ROW][C]11[/C][C]0.281586[/C][C]0.563172[/C][C]0.718414[/C][/ROW]
[ROW][C]12[/C][C]0.440149[/C][C]0.880297[/C][C]0.559851[/C][/ROW]
[ROW][C]13[/C][C]0.445756[/C][C]0.891512[/C][C]0.554244[/C][/ROW]
[ROW][C]14[/C][C]0.531499[/C][C]0.937002[/C][C]0.468501[/C][/ROW]
[ROW][C]15[/C][C]0.555596[/C][C]0.888809[/C][C]0.444404[/C][/ROW]
[ROW][C]16[/C][C]0.473147[/C][C]0.946294[/C][C]0.526853[/C][/ROW]
[ROW][C]17[/C][C]0.477608[/C][C]0.955216[/C][C]0.522392[/C][/ROW]
[ROW][C]18[/C][C]0.540227[/C][C]0.919547[/C][C]0.459773[/C][/ROW]
[ROW][C]19[/C][C]0.598647[/C][C]0.802705[/C][C]0.401353[/C][/ROW]
[ROW][C]20[/C][C]0.534175[/C][C]0.931649[/C][C]0.465825[/C][/ROW]
[ROW][C]21[/C][C]0.547868[/C][C]0.904265[/C][C]0.452132[/C][/ROW]
[ROW][C]22[/C][C]0.51763[/C][C]0.96474[/C][C]0.48237[/C][/ROW]
[ROW][C]23[/C][C]0.42192[/C][C]0.84384[/C][C]0.57808[/C][/ROW]
[ROW][C]24[/C][C]0.356504[/C][C]0.713008[/C][C]0.643496[/C][/ROW]
[ROW][C]25[/C][C]0.294778[/C][C]0.589557[/C][C]0.705222[/C][/ROW]
[ROW][C]26[/C][C]0.219213[/C][C]0.438425[/C][C]0.780787[/C][/ROW]
[ROW][C]27[/C][C]0.230572[/C][C]0.461144[/C][C]0.769428[/C][/ROW]
[ROW][C]28[/C][C]0.241306[/C][C]0.482613[/C][C]0.758694[/C][/ROW]
[ROW][C]29[/C][C]0.308344[/C][C]0.616688[/C][C]0.691656[/C][/ROW]
[ROW][C]30[/C][C]0.321892[/C][C]0.643783[/C][C]0.678108[/C][/ROW]
[ROW][C]31[/C][C]0.244393[/C][C]0.488786[/C][C]0.755607[/C][/ROW]
[ROW][C]32[/C][C]0.205819[/C][C]0.411637[/C][C]0.794181[/C][/ROW]
[ROW][C]33[/C][C]0.246352[/C][C]0.492704[/C][C]0.753648[/C][/ROW]
[ROW][C]34[/C][C]0.174179[/C][C]0.348357[/C][C]0.825821[/C][/ROW]
[ROW][C]35[/C][C]0.156798[/C][C]0.313595[/C][C]0.843202[/C][/ROW]
[ROW][C]36[/C][C]0.730267[/C][C]0.539466[/C][C]0.269733[/C][/ROW]
[ROW][C]37[/C][C]0.877449[/C][C]0.245103[/C][C]0.122551[/C][/ROW]
[ROW][C]38[/C][C]0.854493[/C][C]0.291013[/C][C]0.145507[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=268273&T=5

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=268273&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
90.03055660.06111320.969443
100.4286940.8573890.571306
110.2815860.5631720.718414
120.4401490.8802970.559851
130.4457560.8915120.554244
140.5314990.9370020.468501
150.5555960.8888090.444404
160.4731470.9462940.526853
170.4776080.9552160.522392
180.5402270.9195470.459773
190.5986470.8027050.401353
200.5341750.9316490.465825
210.5478680.9042650.452132
220.517630.964740.48237
230.421920.843840.57808
240.3565040.7130080.643496
250.2947780.5895570.705222
260.2192130.4384250.780787
270.2305720.4611440.769428
280.2413060.4826130.758694
290.3083440.6166880.691656
300.3218920.6437830.678108
310.2443930.4887860.755607
320.2058190.4116370.794181
330.2463520.4927040.753648
340.1741790.3483570.825821
350.1567980.3135950.843202
360.7302670.5394660.269733
370.8774490.2451030.122551
380.8544930.2910130.145507







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 level10.0333333OK

\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 & 1 & 0.0333333 & OK \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=268273&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]1[/C][C]0.0333333[/C][C]OK[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=268273&T=6

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=268273&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 level10.0333333OK



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$coefficients[i,1] > 0) myeq <- paste(myeq, '+', '')
myeq <- paste(myeq, signif(mysum$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')
}